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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-04681

Name of Registrant: Vanguard Bond Index Funds

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

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

Date of fiscal year end: December 31st

Date of reporting period: March 31, 2015

Item 1: Schedule of Investments

Vanguard Short-Term Bond Index Fund

Schedule of Investments
As of March 31, 2015

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (67.4%)
U.S. Government Securities (61.3%)
United States Treasury Note/Bond	2.125%	12/31/15	94,190	95,514
United States Treasury Note/Bond	2.250%	3/31/16	6,900	7,034
United States Treasury Note/Bond	2.375%	3/31/16	280,142	285,877
United States Treasury Note/Bond	0.250%	4/15/16	302,010	301,823
United States Treasury Note/Bond	0.375%	4/30/16	30,950	30,969
United States Treasury Note/Bond	2.000%	4/30/16	230,655	234,800
United States Treasury Note/Bond	2.625%	4/30/16	68,330	70,027
United States Treasury Note/Bond	0.250%	5/15/16	333,835	333,521
United States Treasury Note/Bond	5.125%	5/15/16	263,060	277,076
United States Treasury Note/Bond	1.750%	5/31/16	225,435	229,098
United States Treasury Note/Bond	3.250%	5/31/16	217,925	225,280
United States Treasury Note/Bond	0.500%	6/15/16	225,005	225,356
United States Treasury Note/Bond	0.500%	6/30/16	58,165	58,265
United States Treasury Note/Bond	1.500%	6/30/16	103,546	104,986
United States Treasury Note/Bond	3.250%	6/30/16	4,795	4,967
United States Treasury Note/Bond	0.625%	7/15/16	291,475	292,341
United States Treasury Note/Bond	0.500%	7/31/16	178,931	179,210
United States Treasury Note/Bond	1.500%	7/31/16	146,825	148,936
United States Treasury Note/Bond	0.625%	8/15/16	406,175	407,316
United States Treasury Note/Bond	4.875%	8/15/16	49,200	52,214
United States Treasury Note/Bond	0.500%	8/31/16	64,690	64,761
United States Treasury Note/Bond	1.000%	8/31/16	206,360	208,036
United States Treasury Note/Bond	3.000%	8/31/16	85,085	88,196
United States Treasury Note/Bond	0.875%	9/15/16	349,855	352,042
United States Treasury Note/Bond	0.500%	9/30/16	70,725	70,791
United States Treasury Note/Bond	1.000%	9/30/16	365,305	368,388
United States Treasury Note/Bond	3.000%	9/30/16	1,565	1,625
United States Treasury Note/Bond	0.625%	10/15/16	440,900	442,002
United States Treasury Note/Bond	0.375%	10/31/16	100,189	100,048
United States Treasury Note/Bond	1.000%	10/31/16	280,143	282,507
United States Treasury Note/Bond	3.125%	10/31/16	15,335	15,982
United States Treasury Note/Bond	0.625%	11/15/16	539,225	540,487
United States Treasury Note/Bond	4.625%	11/15/16	1,070	1,142
United States Treasury Note/Bond	0.500%	11/30/16	30,000	30,009
United States Treasury Note/Bond	0.875%	11/30/16	180,952	182,112
United States Treasury Note/Bond	2.750%	11/30/16	4,995	5,183
United States Treasury Note/Bond	0.625%	12/15/16	251,085	251,595
United States Treasury Note/Bond	0.625%	12/31/16	112,872	113,119
United States Treasury Note/Bond	0.875%	12/31/16	291,061	292,970
United States Treasury Note/Bond	0.750%	1/15/17	393,870	395,469
United States Treasury Note/Bond	0.875%	1/31/17	73,120	73,577
United States Treasury Note/Bond	0.625%	2/15/17	262,630	263,040
United States Treasury Note/Bond	4.625%	2/15/17	3,935	4,234
United States Treasury Note/Bond	0.500%	2/28/17	107,191	107,107
United States Treasury Note/Bond	0.875%	2/28/17	183,750	184,869
United States Treasury Note/Bond	3.000%	2/28/17	105,000	109,889
United States Treasury Note/Bond	0.750%	3/15/17	225,668	226,550
United States Treasury Note/Bond	0.500%	3/31/17	112,001	111,879
United States Treasury Note/Bond	1.000%	3/31/17	281,775	284,153

United States Treasury Note/Bond	3.250%	3/31/17	1,830	1,927
United States Treasury Note/Bond	0.875%	4/15/17	239,065	240,485
United States Treasury Note/Bond	0.875%	4/30/17	351,019	352,992
United States Treasury Note/Bond	0.875%	5/15/17	167,475	168,416
United States Treasury Note/Bond	4.500%	5/15/17	68,310	73,903
United States Treasury Note/Bond	0.625%	5/31/17	347,190	347,190
United States Treasury Note/Bond	2.750%	5/31/17	4,644	4,855
United States Treasury Note/Bond	0.875%	6/15/17	295,100	296,623
United States Treasury Note/Bond	0.750%	6/30/17	308,855	309,482
United States Treasury Note/Bond	0.875%	7/15/17	172,125	172,932
United States Treasury Note/Bond	0.500%	7/31/17	314,520	313,290
United States Treasury Note/Bond	2.375%	7/31/17	86,596	90,006
United States Treasury Note/Bond	0.875%	8/15/17	298,815	300,124
United States Treasury Note/Bond	4.750%	8/15/17	63,120	69,146
United States Treasury Note/Bond	0.625%	8/31/17	478,326	477,355
United States Treasury Note/Bond	1.875%	8/31/17	67,155	69,023
United States Treasury Note/Bond	1.000%	9/15/17	315,995	318,119
United States Treasury Note/Bond	0.625%	9/30/17	485,380	484,016
United States Treasury Note/Bond	1.875%	9/30/17	59,825	61,489
United States Treasury Note/Bond	0.875%	10/15/17	296,680	297,606
United States Treasury Note/Bond	0.750%	10/31/17	122,284	122,246
United States Treasury Note/Bond	1.875%	10/31/17	36,400	37,435
United States Treasury Note/Bond	0.875%	11/15/17	242,792	243,399
United States Treasury Note/Bond	0.625%	11/30/17	193,765	192,916
United States Treasury Note/Bond	2.250%	11/30/17	12,620	13,105
United States Treasury Note/Bond	1.000%	12/15/17	249,018	250,263
United States Treasury Note/Bond	0.750%	12/31/17	263,060	262,484
United States Treasury Note/Bond	2.750%	12/31/17	117,975	124,169
United States Treasury Note/Bond	0.875%	1/15/18	26,850	26,871
United States Treasury Note/Bond	0.875%	1/31/18	162,185	162,286
United States Treasury Note/Bond	1.000%	2/15/18	87,275	87,602
United States Treasury Note/Bond	3.500%	2/15/18	75,080	80,688
United States Treasury Note/Bond	0.750%	2/28/18	236,495	235,646
United States Treasury Note/Bond	2.750%	2/28/18	31,165	32,840
United States Treasury Note/Bond	1.000%	3/15/18	307,340	308,397
United States Treasury Note/Bond	0.750%	3/31/18	170,380	169,581
United States Treasury Note/Bond	2.875%	3/31/18	18,390	19,459
United States Treasury Note/Bond	0.625%	4/30/18	191,310	189,516
United States Treasury Note/Bond	3.875%	5/15/18	5,280	5,755
United States Treasury Note/Bond	9.125%	5/15/18	900	1,129
United States Treasury Note/Bond	1.000%	5/31/18	243,867	244,096
United States Treasury Note/Bond	2.375%	5/31/18	3,470	3,623
United States Treasury Note/Bond	1.375%	6/30/18	307,450	311,198
United States Treasury Note/Bond	2.375%	6/30/18	29,571	30,869
United States Treasury Note/Bond	1.375%	7/31/18	215,860	218,323
United States Treasury Note/Bond	1.500%	8/31/18	298,780	303,310
United States Treasury Note/Bond	1.375%	9/30/18	383,245	387,196
United States Treasury Note/Bond	1.250%	10/31/18	170,900	171,807
United States Treasury Note/Bond	3.750%	11/15/18	12,120	13,262
United States Treasury Note/Bond	1.250%	11/30/18	542,814	545,359
United States Treasury Note/Bond	1.375%	11/30/18	3,360	3,392
United States Treasury Note/Bond	1.500%	12/31/18	84,859	85,972
United States Treasury Note/Bond	1.250%	1/31/19	2,020	2,027
United States Treasury Note/Bond	1.500%	1/31/19	357,060	361,634
United States Treasury Note/Bond	2.750%	2/15/19	3,115	3,300
United States Treasury Note/Bond	1.375%	2/28/19	9,070	9,137
United States Treasury Note/Bond	1.500%	2/28/19	402,200	407,103

United States Treasury Note/Bond	1.500%	3/31/19	3,885	3,932
United States Treasury Note/Bond	1.625%	3/31/19	278,390	283,089
United States Treasury Note/Bond	1.250%	4/30/19	216	216
United States Treasury Note/Bond	1.625%	4/30/19	305,194	310,153
United States Treasury Note/Bond	3.125%	5/15/19	1,140	1,226
United States Treasury Note/Bond	1.125%	5/31/19	800	797
United States Treasury Note/Bond	1.500%	5/31/19	458,140	463,005
United States Treasury Note/Bond	1.000%	6/30/19	21,560	21,338
United States Treasury Note/Bond	1.625%	6/30/19	326,355	331,404
United States Treasury Note/Bond	0.875%	7/31/19	52,544	51,690
United States Treasury Note/Bond	1.625%	7/31/19	309,605	314,153
United States Treasury Note/Bond	1.000%	8/31/19	2,660	2,626
United States Treasury Note/Bond	1.625%	8/31/19	461,569	468,206
United States Treasury Note/Bond	1.750%	9/30/19	368,231	375,308
United States Treasury Note/Bond	1.500%	10/31/19	180,151	181,558
United States Treasury Note/Bond	1.500%	11/30/19	729,865	735,339
United States Treasury Note/Bond	1.625%	12/31/19	168,309	170,413
United States Treasury Note/Bond	1.250%	1/31/20	445,842	443,403
United States Treasury Note/Bond	1.375%	2/29/20	528,192	528,277
United States Treasury Note/Bond	1.375%	3/31/20	675,580	675,580
				24,214,459
Agency Bonds and Notes (6.1%)
1 AID-Jordan	1.945%	6/23/19	5,600	5,698
1 AID-Ukraine	1.844%	5/16/19	3,400	3,447
2 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	2,250	2,295
2 Federal Farm Credit Banks	5.125%	8/25/16	14,700	15,655
2 Federal Farm Credit Banks	4.875%	1/17/17	1,400	1,507
2 Federal Farm Credit Banks	1.125%	9/22/17	6,000	6,045
2 Federal Farm Credit Banks	1.000%	9/25/17	4,150	4,169
2 Federal Farm Credit Banks	1.125%	12/18/17	15,000	15,101
2 Federal Farm Credit Banks	1.110%	2/20/18	4,150	4,171
2 Federal Farm Credit Banks	5.150%	11/15/19	7,621	8,883
2 Federal Home Loan Banks	5.375%	5/18/16	1,920	2,028
2 Federal Home Loan Banks	5.625%	6/13/16	4,325	4,596
2 Federal Home Loan Banks	0.375%	6/24/16	46,400	46,377
2 Federal Home Loan Banks	0.500%	9/28/16	79,000	79,029
2 Federal Home Loan Banks	0.625%	11/23/16	21,725	21,750
2 Federal Home Loan Banks	4.750%	12/16/16	24,555	26,299
2 Federal Home Loan Banks	0.625%	12/28/16	61,550	61,613
2 Federal Home Loan Banks	0.875%	3/10/17	2,600	2,611
2 Federal Home Loan Banks	4.875%	5/17/17	79,920	86,963
2 Federal Home Loan Banks	0.875%	5/24/17	25,000	25,117
2 Federal Home Loan Banks	1.000%	6/21/17	42,850	43,119
2 Federal Home Loan Banks	1.125%	4/25/18	26,500	26,622
2 Federal Home Loan Banks	2.750%	6/8/18	15,675	16,527
2 Federal Home Loan Banks	5.375%	8/15/18	14,025	15,998
2 Federal Home Loan Banks	5.375%	5/15/19	11,885	13,810
2 Federal Home Loan Banks	1.250%	12/13/19	8,875	8,793
2 Federal Home Loan Banks	1.875%	3/13/20	16,525	16,808
2 Federal Home Loan Banks	4.125%	3/13/20	40,670	45,713
3 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	16,500	17,344
3 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	15,000	15,019
3 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	20,420	20,913
3 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	25,000	26,626
3 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	105,425	107,680
3 Federal Home Loan Mortgage Corp.	0.875%	10/14/16	42,020	42,257
3 Federal Home Loan Mortgage Corp.	0.500%	1/27/17	20,625	20,597

3 Federal Home Loan Mortgage Corp.	0.875%	2/22/17	40,000	40,210
3 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	12,925	13,016
3 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	40,710	41,183
3 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	15,778	15,878
3 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	53,953	54,244
3 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	51,130	56,824
3 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	33,700	33,837
3 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	45,570	45,393
3 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	77,175	77,026
3 Federal Home Loan Mortgage Corp.	4.875%	6/13/18	11,500	12,895
3 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	23,680	25,946
3 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	27,305	27,762
3 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	120,560	119,696
3 Federal National Mortgage Assn.	2.375%	4/11/16	42,340	43,217
3 Federal National Mortgage Assn.	0.375%	7/5/16	19,075	19,063
3 Federal National Mortgage Assn.	0.625%	8/26/16	50,000	50,111
3 Federal National Mortgage Assn.	5.250%	9/15/16	5,850	6,254
3 Federal National Mortgage Assn.	1.250%	9/28/16	27,240	27,553
3 Federal National Mortgage Assn.	1.375%	11/15/16	72,300	73,280
3 Federal National Mortgage Assn.	1.250%	1/30/17	20,000	20,245
3 Federal National Mortgage Assn.	5.000%	2/13/17	49,000	52,991
3 Federal National Mortgage Assn.	0.750%	4/20/17	23,875	23,926
3 Federal National Mortgage Assn.	1.125%	4/27/17	71,365	72,024
3 Federal National Mortgage Assn.	0.875%	8/28/17	48,325	48,419
3 Federal National Mortgage Assn.	1.000%	9/27/17	17,000	17,069
3 Federal National Mortgage Assn.	0.875%	10/26/17	59,200	59,280
3 Federal National Mortgage Assn.	0.875%	12/20/17	58,750	58,739
3 Federal National Mortgage Assn.	0.875%	2/8/18	58,475	58,398
3 Federal National Mortgage Assn.	0.875%	5/21/18	46,360	46,179
3 Federal National Mortgage Assn.	1.875%	9/18/18	31,025	31,827
3 Federal National Mortgage Assn.	1.625%	11/27/18	64,005	65,017
3 Federal National Mortgage Assn.	1.875%	2/19/19	9,000	9,208
3 Federal National Mortgage Assn.	1.750%	6/20/19	20,000	20,331
3 Federal National Mortgage Assn.	1.750%	9/12/19	35,000	35,549
3 Federal National Mortgage Assn.	0.000%	10/9/19	47,300	43,585
3 Federal National Mortgage Assn.	1.750%	11/26/19	18,000	18,254
3 Federal National Mortgage Assn.	1.625%	1/21/20	22,500	22,656
2 Financing Corp.	9.800%	4/6/18	1,440	1,798
2 Financing Corp.	10.350%	8/3/18	3,755	4,843
2 Financing Corp.	9.650%	11/2/18	12,540	16,169
2 Financing Corp.	8.600%	9/26/19	1,750	2,270
Private Export Funding Corp.	1.375%	2/15/17	500	506
Private Export Funding Corp.	2.250%	12/15/17	9,225	9,453
Private Export Funding Corp.	1.875%	7/15/18	4,000	4,051
Private Export Funding Corp.	4.375%	3/15/19	10,650	11,766
Private Export Funding Corp.	1.450%	8/15/19	1,000	986
2 Tennessee Valley Authority	5.500%	7/18/17	6,200	6,854
2 Tennessee Valley Authority	6.250%	12/15/17	2,600	2,974
2 Tennessee Valley Authority	4.500%	4/1/18	8,300	9,148
2 Tennessee Valley Authority	1.750%	10/15/18	3,040	3,099
				2,422,182
Total U.S. Government and Agency Obligations (Cost $26,481,033)				26,636,641
Corporate Bonds (24.1%)
Finance (10.4%)
Banking (8.1%)
Abbey National Treasury Services plc	4.000%	4/27/16	9,210	9,504

Abbey National Treasury Services plc	1.375%	3/13/17	2,000	2,007
Abbey National Treasury Services plc	3.050%	8/23/18	7,700	8,019
Abbey National Treasury Services plc	2.350%	9/10/19	14,800	15,047
American Express Bank FSB	6.000%	9/13/17	1,100	1,219
American Express Centurion Bank	5.950%	6/12/17	2,175	2,395
American Express Centurion Bank	6.000%	9/13/17	2,250	2,496
American Express Co.	5.500%	9/12/16	2,785	2,962
American Express Co.	6.150%	8/28/17	18,375	20,401
American Express Co.	7.000%	3/19/18	6,900	7,960
American Express Co.	1.550%	5/22/18	5,575	5,579
4 American Express Co.	6.800%	9/1/66	5,225	5,486
American Express Credit Corp.	1.300%	7/29/16	13,276	13,312
American Express Credit Corp.	2.800%	9/19/16	15,892	16,338
American Express Credit Corp.	2.375%	3/24/17	13,325	13,683
American Express Credit Corp.	1.125%	6/5/17	16,100	16,114
American Express Credit Corp.	2.125%	7/27/18	8,925	9,085
American Express Credit Corp.	2.125%	3/18/19	7,600	7,682
Associates Corp. of North America	6.950%	11/1/18	10,691	12,438
Australia & New Zealand Banking Group Ltd.	0.900%	2/12/16	6,185	6,200
Australia & New Zealand Banking Group Ltd.	1.250%	1/10/17	2,750	2,757
Australia & New Zealand Banking Group Ltd.	1.250%	6/13/17	1,350	1,354
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	9,300	9,421
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	4,650	4,720
Bank of America Corp.	6.050%	5/16/16	12,818	13,459
Bank of America Corp.	3.750%	7/12/16	12,635	13,032
Bank of America Corp.	6.500%	8/1/16	21,305	22,728
Bank of America Corp.	5.750%	8/15/16	3,920	4,135
Bank of America Corp.	7.800%	9/15/16	3,054	3,322
Bank of America Corp.	5.625%	10/14/16	1,980	2,105
Bank of America Corp.	1.350%	11/21/16	3,110	3,110
Bank of America Corp.	5.420%	3/15/17	6,749	7,206
Bank of America Corp.	3.875%	3/22/17	3,053	3,190
Bank of America Corp.	5.700%	5/2/17	5,000	5,394
Bank of America Corp.	1.700%	8/25/17	5,650	5,667
Bank of America Corp.	6.400%	8/28/17	12,650	14,005
Bank of America Corp.	6.000%	9/1/17	7,467	8,219
Bank of America Corp.	5.750%	12/1/17	20,100	22,108
Bank of America Corp.	2.000%	1/11/18	14,139	14,241
Bank of America Corp.	6.875%	4/25/18	38,160	43,640
Bank of America Corp.	5.650%	5/1/18	22,025	24,398
Bank of America Corp.	6.875%	11/15/18	5,125	5,947
Bank of America Corp.	2.600%	1/15/19	28,975	29,422
Bank of America Corp.	5.490%	3/15/19	1,075	1,190
Bank of America Corp.	2.650%	4/1/19	15,300	15,566
Bank of America Corp.	7.625%	6/1/19	18,525	22,359
Bank of America NA	1.125%	11/14/16	17,525	17,543
Bank of America NA	1.250%	2/14/17	14,650	14,658
Bank of America NA	5.300%	3/15/17	13,075	13,967
Bank of America NA	6.100%	6/15/17	1,272	1,384
Bank of America NA	1.650%	3/26/18	3,125	3,129
Bank of Montreal	1.300%	7/15/16	5,289	5,330
Bank of Montreal	2.500%	1/11/17	11,225	11,555
Bank of Montreal	1.300%	7/14/17	3,700	3,707
Bank of Montreal	1.400%	9/11/17	2,837	2,851
Bank of Montreal	1.450%	4/9/18	11,950	11,949
Bank of Montreal	2.375%	1/25/19	4,900	5,022
Bank of New York Mellon Corp.	2.300%	7/28/16	5,289	5,391

Bank of New York Mellon Corp.	2.400%	1/17/17	2,591	2,658
Bank of New York Mellon Corp.	1.969%	6/20/17	2,000	2,036
Bank of New York Mellon Corp.	1.300%	1/25/18	1,100	1,096
Bank of New York Mellon Corp.	1.350%	3/6/18	12,000	11,999
Bank of New York Mellon Corp.	2.200%	3/4/19	6,625	6,732
Bank of New York Mellon Corp.	2.200%	5/15/19	9,725	9,870
Bank of New York Mellon Corp.	5.450%	5/15/19	2,085	2,361
Bank of New York Mellon Corp.	2.300%	9/11/19	3,600	3,658
Bank of New York Mellon Corp.	4.600%	1/15/20	3,450	3,856
Bank of New York Mellon Corp.	2.150%	2/24/20	1,000	1,006
Bank of Nova Scotia	1.375%	7/15/16	2,475	2,498
Bank of Nova Scotia	1.100%	12/13/16	5,354	5,374
Bank of Nova Scotia	2.550%	1/12/17	14,875	15,282
Bank of Nova Scotia	1.250%	4/11/17	770	773
Bank of Nova Scotia	1.300%	7/21/17	4,000	4,012
Bank of Nova Scotia	1.375%	12/18/17	5,450	5,459
Bank of Nova Scotia	1.450%	4/25/18	1,961	1,957
Bank of Nova Scotia	2.050%	10/30/18	9,426	9,565
Bank of Nova Scotia	2.050%	6/5/19	12,750	12,864
5 Bank of Tokyo-Mitsubishi UFJ Ltd.	2.450%	9/11/15	1,975	1,989
Barclays Bank plc	5.000%	9/22/16	6,375	6,740
Barclays Bank plc	2.500%	2/20/19	14,985	15,282
Barclays Bank plc	6.750%	5/22/19	8,725	10,323
Barclays Bank plc	5.125%	1/8/20	3,275	3,719
Barclays plc	2.000%	3/16/18	7,000	7,044
Barclays plc	2.750%	11/8/19	7,750	7,859
BB&T Corp.	3.200%	3/15/16	4,110	4,196
BB&T Corp.	3.950%	4/29/16	3,750	3,870
BB&T Corp.	2.150%	3/22/17	3,185	3,243
BB&T Corp.	4.900%	6/30/17	2,000	2,146
BB&T Corp.	1.450%	1/12/18	5,900	5,909
BB&T Corp.	2.050%	6/19/18	6,860	6,945
BB&T Corp.	2.250%	2/1/19	2,085	2,114
BB&T Corp.	6.850%	4/30/19	6,800	8,070
BB&T Corp.	2.450%	1/15/20	10,127	10,272
BBVA US Senior SAU	4.664%	10/9/15	12,900	13,141
Bear Stearns Cos. LLC	5.550%	1/22/17	8,500	9,090
Bear Stearns Cos. LLC	6.400%	10/2/17	14,925	16,658
Bear Stearns Cos. LLC	7.250%	2/1/18	22,950	26,426
Bear Stearns Cos. LLC	4.650%	7/2/18	4,939	5,362
BNP Paribas SA	1.250%	12/12/16	3,266	3,279
BNP Paribas SA	2.375%	9/14/17	17,975	18,335
BNP Paribas SA	2.700%	8/20/18	12,475	12,856
BNP Paribas SA	2.400%	12/12/18	7,500	7,651
BNP Paribas SA	2.450%	3/17/19	5,425	5,547
BPCE SA	1.625%	2/10/17	5,500	5,547
BPCE SA	1.613%	7/25/17	2,075	2,073
BPCE SA	2.500%	12/10/18	7,200	7,396
BPCE SA	2.500%	7/15/19	8,175	8,343
BPCE SA	2.250%	1/27/20	6,200	6,227
Branch Banking & Trust Co.	1.450%	10/3/16	4,110	4,143
Branch Banking & Trust Co.	1.050%	12/1/16	825	825
Branch Banking & Trust Co.	1.000%	4/3/17	2,000	1,998
Branch Banking & Trust Co.	1.350%	10/1/17	2,875	2,878
Branch Banking & Trust Co.	2.300%	10/15/18	4,750	4,858
Canadian Imperial Bank of Commerce	1.550%	1/23/18	7,720	7,753
Capital One Bank USA NA	1.300%	6/5/17	400	398

Capital One Bank USA NA	2.150%	11/21/18	1,200	1,207
Capital One Bank USA NA	2.250%	2/13/19	20,200	20,280
Capital One Bank USA NA	2.300%	6/5/19	1,150	1,151
Capital One Bank USA NA	8.800%	7/15/19	1,925	2,407
Capital One Financial Corp.	3.150%	7/15/16	12,450	12,764
Capital One Financial Corp.	6.150%	9/1/16	8,093	8,626
Capital One Financial Corp.	6.750%	9/15/17	3,787	4,256
Capital One NA	1.500%	9/5/17	3,000	2,994
Capital One NA	1.650%	2/5/18	12,000	11,950
Capital One NA	1.500%	3/22/18	2,550	2,529
Capital One NA	2.400%	9/5/19	3,300	3,311
Citigroup Inc.	1.300%	4/1/16	13,524	13,540
Citigroup Inc.	4.450%	1/10/17	16,825	17,732
Citigroup Inc.	5.500%	2/15/17	6,850	7,345
Citigroup Inc.	1.350%	3/10/17	6,800	6,791
Citigroup Inc.	1.550%	8/14/17	5,500	5,506
Citigroup Inc.	6.000%	8/15/17	5,827	6,405
Citigroup Inc.	6.125%	11/21/17	20,400	22,662
Citigroup Inc.	1.850%	11/24/17	3,925	3,947
Citigroup Inc.	1.800%	2/5/18	8,736	8,745
Citigroup Inc.	1.750%	5/1/18	12,995	12,956
Citigroup Inc.	6.125%	5/15/18	10,392	11,690
Citigroup Inc.	2.500%	9/26/18	17,475	17,813
Citigroup Inc.	2.550%	4/8/19	11,900	12,132
Citigroup Inc.	8.500%	5/22/19	16,921	21,066
Citigroup Inc.	2.500%	7/29/19	8,575	8,697
Citigroup Inc.	2.400%	2/18/20	10,000	10,013
Citizens Bank NA	1.600%	12/4/17	3,225	3,232
Citizens Bank NA	2.450%	12/4/19	3,225	3,262
Comerica Bank	5.750%	11/21/16	1,000	1,071
Comerica Bank	5.200%	8/22/17	2,900	3,149
Comerica Inc.	4.800%	5/1/15	1,500	1,504
Comerica Inc.	2.125%	5/23/19	3,000	3,009
Commonwealth Bank of Australia	1.125%	3/13/17	7,000	7,016
Commonwealth Bank of Australia	1.400%	9/8/17	4,900	4,929
Commonwealth Bank of Australia	1.900%	9/18/17	8,855	8,984
Commonwealth Bank of Australia	1.625%	3/12/18	13,000	13,090
Commonwealth Bank of Australia	2.500%	9/20/18	5,235	5,394
Commonwealth Bank of Australia	2.250%	3/13/19	6,175	6,267
Commonwealth Bank of Australia	2.300%	9/6/19	10,500	10,617
Compass Bank	1.850%	9/29/17	2,200	2,215
Compass Bank	2.750%	9/29/19	2,175	2,204
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	17,000	17,699
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	1.700%	3/19/18	27,000	27,170
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.250%	1/14/19	4,000	4,065
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.250%	1/14/20	3,500	3,531
Corpbanca SA	3.125%	1/15/18	5,000	4,977
Countrywide Financial Corp.	6.250%	5/15/16	7,522	7,910
Credit Suisse	1.375%	5/26/17	17,875	17,899
Credit Suisse	6.000%	2/15/18	11,075	12,322
Credit Suisse	2.300%	5/28/19	18,750	18,889
Credit Suisse	5.300%	8/13/19	3,250	3,671
Credit Suisse	5.400%	1/14/20	11,815	13,312

Credit Suisse AG	1.750%	1/29/18	2,000	2,004
5 Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	5,500	5,532
Deutsche Bank AG	1.350%	5/30/17	7,550	7,541
Deutsche Bank AG	6.000%	9/1/17	20,420	22,476
Deutsche Bank AG	1.875%	2/13/18	11,000	11,044
Deutsche Bank AG	2.500%	2/13/19	10,400	10,543
Discover Bank	2.000%	2/21/18	10,338	10,352
Discover Financial Services	6.450%	6/12/17	2,575	2,839
Fifth Third Bancorp	5.450%	1/15/17	200	214
Fifth Third Bancorp	4.500%	6/1/18	4,175	4,464
Fifth Third Bancorp	2.300%	3/1/19	2,350	2,374
Fifth Third Bank	0.900%	2/26/16	500	500
Fifth Third Bank	1.150%	11/18/16	1,450	1,452
Fifth Third Bank	1.350%	6/1/17	6,400	6,411
Fifth Third Bank	1.450%	2/28/18	2,500	2,491
Fifth Third Bank	2.375%	4/25/19	3,400	3,445
First Niagara Financial Group Inc.	6.750%	3/19/20	1,775	1,966
First Republic Bank	2.375%	6/17/19	5,708	5,770
Goldman Sachs Group Inc.	5.750%	10/1/16	8,450	9,016
Goldman Sachs Group Inc.	5.625%	1/15/17	11,725	12,545
Goldman Sachs Group Inc.	6.250%	9/1/17	15,550	17,243
Goldman Sachs Group Inc.	5.950%	1/18/18	27,700	30,813
Goldman Sachs Group Inc.	2.375%	1/22/18	13,450	13,722
Goldman Sachs Group Inc.	6.150%	4/1/18	26,324	29,588
Goldman Sachs Group Inc.	2.900%	7/19/18	12,660	13,069
Goldman Sachs Group Inc.	2.625%	1/31/19	32,250	32,923
Goldman Sachs Group Inc.	7.500%	2/15/19	14,410	17,178
Goldman Sachs Group Inc.	2.550%	10/23/19	15,900	16,132
Goldman Sachs Group Inc.	5.375%	3/15/20	11,525	13,078
HSBC Bank USA NA	6.000%	8/9/17	1,050	1,154
HSBC USA Inc.	1.500%	11/13/17	9,775	9,782
HSBC USA Inc.	1.625%	1/16/18	17,995	18,001
HSBC USA Inc.	1.700%	3/5/18	5,750	5,755
HSBC USA Inc.	2.625%	9/24/18	4,750	4,887
HSBC USA Inc.	2.250%	6/23/19	3,000	3,020
HSBC USA Inc.	2.375%	11/13/19	7,625	7,679
HSBC USA Inc.	2.350%	3/5/20	3,000	3,018
Huntington Bancshares Inc.	2.600%	8/2/18	1,625	1,657
Huntington National Bank	1.350%	8/2/16	1,575	1,579
Huntington National Bank	1.300%	11/20/16	2,750	2,753
Huntington National Bank	1.375%	4/24/17	2,500	2,499
Huntington National Bank	2.200%	4/1/19	3,525	3,534
Huntington National Bank	2.400%	4/1/20	2,550	2,565
Intesa Sanpaolo SPA	2.375%	1/13/17	12,650	12,808
Intesa Sanpaolo SPA	3.875%	1/16/18	5,825	6,118
Intesa Sanpaolo SPA	3.875%	1/15/19	8,425	8,879
JPMorgan Chase & Co.	3.450%	3/1/16	16,265	16,634
JPMorgan Chase & Co.	3.150%	7/5/16	31,024	31,832
JPMorgan Chase & Co.	1.350%	2/15/17	14,421	14,473
JPMorgan Chase & Co.	2.000%	8/15/17	9,438	9,573
JPMorgan Chase & Co.	6.000%	1/15/18	31,484	35,181
JPMorgan Chase & Co.	1.800%	1/25/18	2,257	2,273
JPMorgan Chase & Co.	1.700%	3/1/18	13,300	13,344
JPMorgan Chase & Co.	1.625%	5/15/18	12,525	12,485
JPMorgan Chase & Co.	2.350%	1/28/19	2,475	2,514
JPMorgan Chase & Co.	6.300%	4/23/19	20,275	23,561
JPMorgan Chase & Co.	2.200%	10/22/19	11,000	11,004

JPMorgan Chase & Co.	2.250%	1/23/20	16,675	16,711
JPMorgan Chase Bank NA	5.875%	6/13/16	375	396
JPMorgan Chase Bank NA	6.000%	7/5/17	3,000	3,301
JPMorgan Chase Bank NA	6.000%	10/1/17	16,775	18,584
KeyBank NA	4.950%	9/15/15	1,050	1,070
KeyBank NA	1.650%	2/1/18	12,725	12,763
KeyBank NA	2.500%	12/15/19	2,000	2,035
KeyBank NA	2.250%	3/16/20	500	502
KeyCorp	2.300%	12/13/18	1,900	1,925
Lloyds Bank plc	4.200%	3/28/17	1,150	1,215
Lloyds Bank plc	1.750%	3/16/18	5,200	5,227
Lloyds Bank plc	2.300%	11/27/18	6,575	6,678
Lloyds Bank plc	2.350%	9/5/19	9,000	9,104
Lloyds Bank plc	2.400%	3/17/20	5,200	5,242
Manufacturers & Traders Trust Co.	1.400%	7/25/17	550	550
Manufacturers & Traders Trust Co.	6.625%	12/4/17	3,550	4,009
Manufacturers & Traders Trust Co.	1.450%	3/7/18	250	250
Manufacturers & Traders Trust Co.	2.300%	1/30/19	20,500	20,822
Manufacturers & Traders Trust Co.	2.250%	7/25/19	10,500	10,629
Manufacturers & Traders Trust Co.	2.100%	2/6/20	950	952
Morgan Stanley	1.750%	2/25/16	10,517	10,584
Morgan Stanley	3.800%	4/29/16	13,500	13,897
Morgan Stanley	5.750%	10/18/16	10,150	10,840
Morgan Stanley	5.450%	1/9/17	9,975	10,676
Morgan Stanley	4.750%	3/22/17	9,605	10,208
Morgan Stanley	5.550%	4/27/17	9,750	10,537
Morgan Stanley	6.250%	8/28/17	5,925	6,548
Morgan Stanley	5.950%	12/28/17	11,950	13,200
Morgan Stanley	1.875%	1/5/18	9,250	9,298
Morgan Stanley	6.625%	4/1/18	23,709	26,960
Morgan Stanley	2.125%	4/25/18	19,500	19,704
Morgan Stanley	2.500%	1/24/19	15,280	15,563
Morgan Stanley	7.300%	5/13/19	14,730	17,622
Morgan Stanley	2.375%	7/23/19	16,100	16,200
Morgan Stanley	5.625%	9/23/19	11,275	12,846
Morgan Stanley	5.500%	1/26/20	7,850	8,909
Morgan Stanley	2.650%	1/27/20	10,600	10,767
MUFG Union Bank NA	5.950%	5/11/16	4,105	4,323
MUFG Union Bank NA	1.500%	9/26/16	6,675	6,707
MUFG Union Bank NA	2.125%	6/16/17	3,575	3,624
MUFG Union Bank NA	2.625%	9/26/18	13,450	13,816
MUFG Union Bank NA	2.250%	5/6/19	5,900	5,969
Murray Street Investment Trust I	4.647%	3/9/17	9,150	9,700
National Australia Bank Ltd.	1.300%	7/25/16	3,050	3,071
National Australia Bank Ltd.	2.750%	3/9/17	7,025	7,247
National Australia Bank Ltd.	2.300%	7/25/18	5,225	5,337
National Bank of Canada	1.450%	11/7/17	3,350	3,340
National City Bank	5.800%	6/7/17	2,225	2,432
National City Corp.	6.875%	5/15/19	3,825	4,512
Northern Trust Co.	6.500%	8/15/18	1,275	1,476
PNC Bank NA	1.150%	11/1/16	7,250	7,285
PNC Bank NA	4.875%	9/21/17	4,745	5,126
PNC Bank NA	1.500%	10/18/17	5,200	5,220
PNC Bank NA	6.000%	12/7/17	6,125	6,814
PNC Bank NA	1.500%	2/23/18	8,150	8,172
PNC Bank NA	2.200%	1/28/19	7,875	7,975
PNC Bank NA	2.250%	7/2/19	6,475	6,550

PNC Bank NA	2.400%	10/18/19	5,200	5,289
PNC Funding Corp.	2.700%	9/19/16	7,765	7,945
PNC Funding Corp.	5.625%	2/1/17	6,977	7,484
PNC Funding Corp.	6.700%	6/10/19	3,183	3,786
Regions Bank	7.500%	5/15/18	790	917
Regions Financial Corp.	2.000%	5/15/18	7,375	7,341
Royal Bank of Canada	2.625%	12/15/15	15,565	15,800
Royal Bank of Canada	2.875%	4/19/16	200	205
Royal Bank of Canada	2.300%	7/20/16	3,345	3,412
Royal Bank of Canada	1.450%	9/9/16	4,812	4,866
Royal Bank of Canada	1.200%	1/23/17	8,199	8,255
Royal Bank of Canada	1.250%	6/16/17	6,000	6,014
Royal Bank of Canada	1.400%	10/13/17	3,325	3,345
Royal Bank of Canada	1.500%	1/16/18	6,275	6,314
Royal Bank of Canada	2.200%	7/27/18	10,126	10,340
Royal Bank of Canada	2.150%	3/15/19	8,925	9,048
Royal Bank of Canada	2.150%	3/6/20	1,750	1,764
Royal Bank of Scotland Group plc	1.875%	3/31/17	4,400	4,397
Royal Bank of Scotland Group plc	6.400%	10/21/19	9,205	10,662
Royal Bank of Scotland plc	4.375%	3/16/16	7,200	7,425
Santander Bank NA	8.750%	5/30/18	2,825	3,301
Santander Holdings USA Inc.	4.625%	4/19/16	4,250	4,410
Santander Holdings USA Inc.	3.450%	8/27/18	7,394	7,696
Societe Generale SA	2.750%	10/12/17	5,675	5,845
Societe Generale SA	2.625%	10/1/18	4,435	4,553
State Street Bank & Trust Co.	5.250%	10/15/18	775	867
State Street Corp.	4.956%	3/15/18	6,619	7,153
State Street Corp.	1.350%	5/15/18	4,675	4,666
Sumitomo Mitsui Banking Corp.	1.350%	7/18/15	4,825	4,836
Sumitomo Mitsui Banking Corp.	1.450%	7/19/16	3,150	3,166
Sumitomo Mitsui Banking Corp.	1.300%	1/10/17	1,200	1,200
Sumitomo Mitsui Banking Corp.	1.350%	7/11/17	4,000	3,995
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	5,800	5,839
Sumitomo Mitsui Banking Corp.	1.500%	1/18/18	3,075	3,068
Sumitomo Mitsui Banking Corp.	2.500%	7/19/18	2,425	2,479
Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	4,700	4,780
Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	7,900	7,946
Sumitomo Mitsui Banking Corp.	2.450%	1/16/20	10,300	10,403
SunTrust Bank	1.350%	2/15/17	5,225	5,238
SunTrust Bank	7.250%	3/15/18	3,200	3,697
SunTrust Banks Inc.	3.600%	4/15/16	10,240	10,491
SunTrust Banks Inc.	3.500%	1/20/17	2,157	2,244
SunTrust Banks Inc.	6.000%	9/11/17	1,615	1,786
SunTrust Banks Inc.	2.350%	11/1/18	1,100	1,116
SunTrust Banks Inc.	2.500%	5/1/19	3,300	3,350
Svenska Handelsbanken AB	3.125%	7/12/16	7,500	7,723
Svenska Handelsbanken AB	2.875%	4/4/17	8,650	8,944
Svenska Handelsbanken AB	1.625%	3/21/18	10,095	10,137
Svenska Handelsbanken AB	2.500%	1/25/19	8,375	8,585
Svenska Handelsbanken AB	2.250%	6/17/19	5,300	5,378
Synchrony Financial	1.875%	8/15/17	2,200	2,203
Synchrony Financial	3.000%	8/15/19	10,425	10,651
Synchrony Financial	2.700%	2/3/20	5,575	5,587
Toronto-Dominion Bank	2.500%	7/14/16	4,925	5,045
Toronto-Dominion Bank	2.375%	10/19/16	9,735	9,990
Toronto-Dominion Bank	1.125%	5/2/17	6,700	6,712
Toronto-Dominion Bank	1.625%	3/13/18	10,000	10,084

Toronto-Dominion Bank	1.400%	4/30/18	16,833	16,847
Toronto-Dominion Bank	2.625%	9/10/18	13,000	13,526
Toronto-Dominion Bank	2.125%	7/2/19	6,500	6,582
Toronto-Dominion Bank	2.250%	11/5/19	7,375	7,502
UBS AG	5.875%	7/15/16	4,800	5,078
UBS AG	1.375%	8/14/17	15,000	14,970
UBS AG	5.875%	12/20/17	15,450	17,152
UBS AG	5.750%	4/25/18	7,701	8,620
UBS AG	2.375%	8/14/19	20,000	20,143
UBS AG	2.350%	3/26/20	3,150	3,157
US Bancorp	3.442%	2/1/16	4,525	4,616
US Bancorp	2.200%	11/15/16	9,629	9,831
US Bancorp	1.650%	5/15/17	6,200	6,282
US Bancorp	1.950%	11/15/18	5,225	5,307
US Bancorp	2.200%	4/25/19	11,420	11,610
US Bank NA	1.100%	1/30/17	3,500	3,511
US Bank NA	1.350%	1/26/18	7,300	7,320
US Bank NA	2.125%	10/28/19	10,000	10,097
Vesey Street Investment Trust I	4.404%	9/1/16	1,910	1,993
Wachovia Bank NA	6.000%	11/15/17	1,875	2,095
Wachovia Corp.	5.625%	10/15/16	18,268	19,532
Wachovia Corp.	5.750%	6/15/17	4,850	5,329
Wachovia Corp.	5.750%	2/1/18	17,555	19,626
Wells Fargo & Co.	3.676%	6/15/16	25,270	26,145
Wells Fargo & Co.	1.250%	7/20/16	11,575	11,639
Wells Fargo & Co.	5.125%	9/15/16	2,822	2,986
Wells Fargo & Co.	2.625%	12/15/16	8,835	9,084
Wells Fargo & Co.	2.100%	5/8/17	3,969	4,051
Wells Fargo & Co.	1.150%	6/2/17	10,075	10,079
Wells Fargo & Co.	1.400%	9/8/17	11,800	11,856
Wells Fargo & Co.	5.625%	12/11/17	21,463	23,845
Wells Fargo & Co.	1.500%	1/16/18	11,477	11,533
Wells Fargo & Co.	2.125%	4/22/19	16,625	16,821
Wells Fargo & Co.	2.150%	1/30/20	8,100	8,121
Wells Fargo Bank NA	5.750%	5/16/16	4,825	5,090
Westpac Banking Corp.	1.050%	11/25/16	300	301
Westpac Banking Corp.	1.200%	5/19/17	5,500	5,505
Westpac Banking Corp.	2.000%	8/14/17	17,450	17,742
Westpac Banking Corp.	1.500%	12/1/17	3,675	3,698
Westpac Banking Corp.	1.600%	1/12/18	5,370	5,393
Westpac Banking Corp.	2.250%	7/30/18	400	408
Westpac Banking Corp.	2.250%	1/17/19	14,275	14,548
Westpac Banking Corp.	4.875%	11/19/19	6,365	7,146
Brokerage (0.2%)
Ameriprise Financial Inc.	7.300%	6/28/19	1,600	1,930
Ameriprise Financial Inc.	5.300%	3/15/20	525	603
4 Ameriprise Financial Inc.	7.518%	6/1/66	2,000	2,092
BGC Partners Inc.	5.375%	12/9/19	1,700	1,734
BlackRock Inc.	1.375%	6/1/15	600	601
BlackRock Inc.	6.250%	9/15/17	625	700
BlackRock Inc.	5.000%	12/10/19	4,085	4,649
Charles Schwab Corp.	1.500%	3/10/18	1,975	1,982
Charles Schwab Corp.	2.200%	7/25/18	4,974	5,082
Eaton Vance Corp.	6.500%	10/2/17	242	270
Franklin Resources Inc.	1.375%	9/15/17	1,800	1,810
Intercontinental Exchange Inc.	2.500%	10/15/18	3,500	3,609

Jefferies Group LLC	5.125%	4/13/18	4,300	4,520
Jefferies Group LLC	8.500%	7/15/19	3,325	3,976
Lazard Group LLC	6.850%	6/15/17	572	631
Legg Mason Inc.	2.700%	7/15/19	3,800	3,861
NASDAQ OMX Group Inc.	5.250%	1/16/18	21	23
NASDAQ OMX Group Inc.	5.550%	1/15/20	1,100	1,235
Nomura Holdings Inc.	2.000%	9/13/16	9,968	10,068
Nomura Holdings Inc.	2.750%	3/19/19	9,950	10,143
Nomura Holdings Inc.	6.700%	3/4/20	3,500	4,185
NYSE Euronext	2.000%	10/5/17	9,325	9,459
Raymond James Financial Inc.	4.250%	4/15/16	575	592
Raymond James Financial Inc.	8.600%	8/15/19	1,800	2,242
TD Ameritrade Holding Corp.	5.600%	12/1/19	850	984
Finance Companies (0.7%)
Air Lease Corp.	5.625%	4/1/17	6,625	7,080
Air Lease Corp.	2.125%	1/15/18	2,925	2,910
Air Lease Corp.	3.375%	1/15/19	11,525	11,827
Ares Capital Corp.	4.875%	11/30/18	8,000	8,432
Ares Capital Corp.	3.875%	1/15/20	2,000	2,035
FS Investment Corp.	4.000%	7/15/19	3,050	3,092
FS Investment Corp.	4.250%	1/15/20	675	687
GATX Corp.	3.500%	7/15/16	2,160	2,221
GATX Corp.	1.250%	3/4/17	2,017	2,010
GATX Corp.	2.375%	7/30/18	1,450	1,471
GATX Corp.	2.500%	7/30/19	1,470	1,477
GATX Corp.	2.600%	3/30/20	2,200	2,214
4 GE Capital Trust I	6.375%	11/15/67	4,810	5,195
General Electric Capital Corp.	1.000%	1/8/16	6,180	6,205
General Electric Capital Corp.	2.950%	5/9/16	30,575	31,341
General Electric Capital Corp.	1.500%	7/12/16	575	580
General Electric Capital Corp.	3.350%	10/17/16	3,232	3,361
General Electric Capital Corp.	2.900%	1/9/17	9,500	9,841
General Electric Capital Corp.	5.400%	2/15/17	9,550	10,331
General Electric Capital Corp.	2.450%	3/15/17	3,250	3,350
General Electric Capital Corp.	2.300%	4/27/17	11,550	11,857
General Electric Capital Corp.	1.250%	5/15/17	4,750	4,775
General Electric Capital Corp.	5.625%	9/15/17	17,294	19,116
General Electric Capital Corp.	1.600%	11/20/17	8,055	8,134
General Electric Capital Corp.	1.625%	4/2/18	8,550	8,619
General Electric Capital Corp.	5.625%	5/1/18	23,036	25,848
General Electric Capital Corp.	2.300%	1/14/19	5,900	6,050
General Electric Capital Corp.	6.000%	8/7/19	11,000	12,838
General Electric Capital Corp.	2.100%	12/11/19	275	280
General Electric Capital Corp.	2.200%	1/9/20	22,500	22,701
4 General Electric Capital Corp.	6.375%	11/15/67	9,975	10,798
HSBC Finance Corp.	5.500%	1/19/16	16,200	16,778
5 International Lease Finance Corp.	6.750%	9/1/16	7,450	7,906
5 International Lease Finance Corp.	7.125%	9/1/18	12,000	13,545
Prospect Capital Corp.	5.000%	7/15/19	1,750	1,810
Insurance (0.9%)
ACE INA Holdings Inc.	5.600%	5/15/15	2,050	2,061
ACE INA Holdings Inc.	5.700%	2/15/17	1,403	1,524
ACE INA Holdings Inc.	5.800%	3/15/18	1,500	1,687
ACE INA Holdings Inc.	5.900%	6/15/19	2,075	2,396
Aetna Inc.	1.750%	5/15/17	2,900	2,940

Aetna Inc.	1.500%	11/15/17	12,300	12,362
Aflac Inc.	2.650%	2/15/17	9,355	9,652
Aflac Inc.	8.500%	5/15/19	2,000	2,530
Aflac Inc.	2.400%	3/16/20	3,500	3,542
Allied World Assurance Co. Ltd.	7.500%	8/1/16	4,500	4,859
4 Allstate Corp.	6.125%	5/15/67	5,150	5,446
American Financial Group Inc.	9.875%	6/15/19	2,130	2,718
American International Group Inc.	5.600%	10/18/16	2,191	2,342
American International Group Inc.	5.850%	1/16/18	14,975	16,741
American International Group Inc.	2.300%	7/16/19	9,000	9,121
Anthem Inc.	1.250%	9/10/15	5,735	5,749
Anthem Inc.	2.375%	2/15/17	1,200	1,225
Anthem Inc.	5.875%	6/15/17	2,068	2,261
Anthem Inc.	1.875%	1/15/18	625	629
Anthem Inc.	2.250%	8/15/19	6,575	6,610
Aon Corp.	3.125%	5/27/16	3,000	3,076
Assurant Inc.	2.500%	3/15/18	700	712
AXIS Specialty Finance plc	2.650%	4/1/19	2,865	2,906
Berkshire Hathaway Finance Corp.	0.950%	8/15/16	35	35
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	20,105	20,423
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	7,600	8,544
Berkshire Hathaway Finance Corp.	2.000%	8/15/18	3,160	3,246
Berkshire Hathaway Inc.	2.200%	8/15/16	3,900	3,987
Berkshire Hathaway Inc.	1.900%	1/31/17	11,500	11,729
Berkshire Hathaway Inc.	1.550%	2/9/18	1,375	1,392
Berkshire Hathaway Inc.	2.100%	8/14/19	10,500	10,719
Chubb Corp.	5.750%	5/15/18	10,100	11,419
4 Chubb Corp.	6.375%	3/29/67	5,325	5,658
Cigna Corp.	2.750%	11/15/16	9,188	9,439
Cigna Corp.	8.500%	5/1/19	575	716
CNA Financial Corp.	6.500%	8/15/16	3,950	4,229
CNA Financial Corp.	7.350%	11/15/19	375	452
Hartford Financial Services Group Inc.	5.500%	10/15/16	4,750	5,055
Hartford Financial Services Group Inc.	5.375%	3/15/17	525	565
Hartford Financial Services Group Inc.	6.300%	3/15/18	680	766
Hartford Financial Services Group Inc.	6.000%	1/15/19	2,875	3,267
Hartford Financial Services Group Inc.	5.500%	3/30/20	2,429	2,790
HCC Insurance Holdings Inc.	6.300%	11/15/19	600	694
Humana Inc.	7.200%	6/15/18	700	813
Humana Inc.	2.625%	10/1/19	1,500	1,530
Lincoln National Corp.	8.750%	7/1/19	2,025	2,552
Lincoln National Corp.	6.250%	2/15/20	2,350	2,765
4 Lincoln National Corp.	7.000%	5/17/66	6,925	6,683
4 Lincoln National Corp.	6.050%	4/20/67	1,000	968
Loews Corp.	5.250%	3/15/16	1,275	1,329
Manulife Financial Corp.	3.400%	9/17/15	3,925	3,972
Marsh & McLennan Cos. Inc.	2.300%	4/1/17	1,100	1,120
Marsh & McLennan Cos. Inc.	2.550%	10/15/18	400	410
Marsh & McLennan Cos. Inc.	2.350%	9/10/19	6,000	6,088
Marsh & McLennan Cos. Inc.	2.350%	3/6/20	1,500	1,512
MetLife Inc.	6.750%	6/1/16	6,033	6,441
MetLife Inc.	1.756%	12/15/17	200	203
MetLife Inc.	1.903%	12/15/17	9,200	9,317
MetLife Inc.	6.817%	8/15/18	5,218	6,097
MetLife Inc.	7.717%	2/15/19	804	977
Principal Financial Group Inc.	1.850%	11/15/17	1,016	1,025
Principal Financial Group Inc.	8.875%	5/15/19	1,710	2,150

4 Progressive Corp.	6.700%	6/15/67	3,775	3,983
Protective Life Corp.	7.375%	10/15/19	1,600	1,926
Prudential Financial Inc.	3.000%	5/12/16	6,015	6,156
Prudential Financial Inc.	6.100%	6/15/17	562	617
Prudential Financial Inc.	6.000%	12/1/17	775	865
Prudential Financial Inc.	7.375%	6/15/19	4,695	5,685
Prudential Financial Inc.	2.350%	8/15/19	9,615	9,726
4 Prudential Financial Inc.	8.875%	6/15/68	2,581	3,033
Reinsurance Group of America Inc.	6.450%	11/15/19	1,200	1,404
4 StanCorp Financial Group Inc.	6.900%	6/1/67	1,000	1,010
Torchmark Corp.	6.375%	6/15/16	1,250	1,329
Transatlantic Holdings Inc.	5.750%	12/14/15	1,800	1,856
Travelers Cos. Inc.	6.250%	6/20/16	1,325	1,415
Travelers Cos. Inc.	5.800%	5/15/18	2,825	3,190
Travelers Cos. Inc.	5.900%	6/2/19	1,756	2,043
UnitedHealth Group Inc.	5.375%	3/15/16	216	226
UnitedHealth Group Inc.	1.875%	11/15/16	1,462	1,489
UnitedHealth Group Inc.	6.000%	6/15/17	2,775	3,074
UnitedHealth Group Inc.	1.400%	10/15/17	3,000	3,028
UnitedHealth Group Inc.	6.000%	2/15/18	7,475	8,467
UnitedHealth Group Inc.	1.625%	3/15/19	5,725	5,726
UnitedHealth Group Inc.	2.300%	12/15/19	4,025	4,106
Unum Group	7.125%	9/30/16	3,335	3,616
Voya Financial Inc.	2.900%	2/15/18	12,105	12,473
Willis North America Inc.	6.200%	3/28/17	2,350	2,530
XLIT Ltd.	2.300%	12/15/18	1,376	1,396
4 XLIT Ltd.	6.500%	10/29/49	8,000	7,070
Other Finance (0.0%)
ORIX Corp.	3.750%	3/9/17	2,950	3,079
Real Estate Investment Trusts (0.5%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	2,450	2,458
AvalonBay Communities Inc.	5.750%	9/15/16	1,650	1,762
AvalonBay Communities Inc.	5.700%	3/15/17	35	38
BioMed Realty LP	3.850%	4/15/16	3,735	3,827
BioMed Realty LP	2.625%	5/1/19	1,355	1,366
Brandywine Operating Partnership LP	5.700%	5/1/17	3,475	3,744
Brandywine Operating Partnership LP	4.950%	4/15/18	926	996
Digital Realty Trust LP	4.500%	7/15/15	5,225	5,251
Duke Realty LP	8.250%	8/15/19	1,825	2,252
Duke Realty LP	6.750%	3/15/20	1,025	1,218
Equity CommonWealth	6.250%	6/15/17	2,200	2,355
Equity CommonWealth	6.650%	1/15/18	2,850	3,135
ERP Operating LP	5.375%	8/1/16	4,675	4,947
ERP Operating LP	5.750%	6/15/17	4,507	4,930
ERP Operating LP	2.375%	7/1/19	2,700	2,734
Essex Portfolio LP	5.500%	3/15/17	2,175	2,343
HCP Inc.	6.300%	9/15/16	1,000	1,072
HCP Inc.	6.000%	1/30/17	5,000	5,398
HCP Inc.	5.625%	5/1/17	1,300	1,409
HCP Inc.	6.700%	1/30/18	10,735	12,136
HCP Inc.	2.625%	2/1/20	3,453	3,467
Health Care REIT Inc.	6.200%	6/1/16	975	1,033
Health Care REIT Inc.	4.700%	9/15/17	50	54
Health Care REIT Inc.	2.250%	3/15/18	6,514	6,604
Health Care REIT Inc.	4.125%	4/1/19	1,631	1,752

Hospitality Properties Trust	5.625%	3/15/17	2,575	2,747
Hospitality Properties Trust	6.700%	1/15/18	2,000	2,219
Kilroy Realty LP	4.800%	7/15/18	1,050	1,132
Kimco Realty Corp.	5.700%	5/1/17	5,048	5,473
Kimco Realty Corp.	4.300%	2/1/18	1,250	1,336
Liberty Property LP	6.625%	10/1/17	268	299
Mack-Cali Realty LP	2.500%	12/15/17	1,800	1,812
Mack-Cali Realty LP	7.750%	8/15/19	6,250	7,226
ProLogis LP	4.500%	8/15/17	200	213
ProLogis LP	2.750%	2/15/19	5,000	5,113
ProLogis LP	6.875%	3/15/20	1,275	1,514
Realty Income Corp.	2.000%	1/31/18	3,700	3,733
Realty Income Corp.	6.750%	8/15/19	3,225	3,796
Select Income REIT	2.850%	2/1/18	3,150	3,177
Senior Housing Properties Trust	3.250%	5/1/19	9,325	9,480
Simon Property Group LP	5.250%	12/1/16	6,225	6,617
Simon Property Group LP	2.800%	1/30/17	4,518	4,649
Simon Property Group LP	2.150%	9/15/17	2,935	2,997
Simon Property Group LP	6.125%	5/30/18	4,725	5,383
Simon Property Group LP	2.200%	2/1/19	4,000	4,058
Simon Property Group LP	5.650%	2/1/20	4,025	4,660
UDR Inc.	4.250%	6/1/18	850	913
Ventas Realty LP	1.250%	4/17/17	3,000	2,992
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	8,100	8,175
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	2,325	2,489
Vornado Realty LP	2.500%	6/30/19	2,000	2,022
5 Washington Prime Group LP	3.850%	4/1/20	900	908
				4,103,163
Industrial (12.5%)
Basic Industry (0.9%)
Agrium Inc.	6.750%	1/15/19	1,250	1,458
Air Products & Chemicals Inc.	2.000%	8/2/16	3,975	4,047
Airgas Inc.	1.650%	2/15/18	1,650	1,643
Albemarle Corp.	3.000%	12/1/19	1,500	1,516
Barrick Gold Corp.	6.950%	4/1/19	5,425	6,352
Barrick North America Finance LLC	6.800%	9/15/18	825	946
Barrick PD Australia Finance Pty Ltd.	4.950%	1/15/20	3,525	3,790
BHP Billiton Finance USA Ltd.	1.875%	11/21/16	5,469	5,552
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	14,926	15,124
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	1,675	1,818
BHP Billiton Finance USA Ltd.	2.050%	9/30/18	12,065	12,304
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	7,625	8,970
Celulosa Arauco y Constitucion SA	5.625%	4/20/15	3,475	3,483
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	2,100	2,473
CF Industries Inc.	6.875%	5/1/18	5,000	5,681
Dow Chemical Co.	5.700%	5/15/18	5,375	6,041
Dow Chemical Co.	8.550%	5/15/19	6,031	7,529
Eastman Chemical Co.	2.400%	6/1/17	18,572	18,970
Eastman Chemical Co.	2.700%	1/15/20	5,180	5,258
Ecolab Inc.	3.000%	12/8/16	7,200	7,424
Ecolab Inc.	1.450%	12/8/17	3,725	3,724
Ecolab Inc.	1.550%	1/12/18	1,400	1,399
Ecolab Inc.	2.250%	1/12/20	2,000	2,010
EI du Pont de Nemours & Co.	2.750%	4/1/16	2,000	2,042
EI du Pont de Nemours & Co.	5.250%	12/15/16	6,190	6,659
EI du Pont de Nemours & Co.	6.000%	7/15/18	7,325	8,347
Freeport-McMoRan Inc.	2.150%	3/1/17	7,020	7,000

Freeport-McMoRan Inc.	2.300%	11/14/17	3,000	2,991
Freeport-McMoRan Inc.	2.375%	3/15/18	13,380	13,321
Freeport-McMoRan Inc.	3.100%	3/15/20	3,400	3,312
Georgia-Pacific LLC	7.700%	6/15/15	1,250	1,266
Goldcorp Inc.	2.125%	3/15/18	7,621	7,674
International Paper Co.	5.250%	4/1/16	2,230	2,313
International Paper Co.	7.950%	6/15/18	5,298	6,269
International Paper Co.	9.375%	5/15/19	35	44
Lubrizol Corp.	8.875%	2/1/19	150	188
LyondellBasell Industries NV	5.000%	4/15/19	17,475	19,198
Methanex Corp.	3.250%	12/15/19	1,025	1,054
Monsanto Co.	2.750%	4/15/16	4,468	4,557
Monsanto Co.	1.150%	6/30/17	8,000	8,040
Monsanto Co.	5.125%	4/15/18	925	1,026
Monsanto Co.	1.850%	11/15/18	800	805
Monsanto Co.	2.125%	7/15/19	8,750	8,868
Newmont Mining Corp.	5.125%	10/1/19	1,925	2,109
Nucor Corp.	5.750%	12/1/17	5,609	6,252
Nucor Corp.	5.850%	6/1/18	2,468	2,761
Plum Creek Timberlands LP	5.875%	11/15/15	850	874
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	1,225	1,282
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	1,800	2,031
PPG Industries Inc.	2.300%	11/15/19	10,000	10,133
Praxair Inc.	5.200%	3/15/17	1,250	1,351
Praxair Inc.	1.050%	11/7/17	7,160	7,125
Praxair Inc.	1.250%	11/7/18	2,500	2,477
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	2,758	2,809
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	3,129	3,190
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	11,413	13,105
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	6,300	7,983
Rio Tinto Finance USA plc	1.375%	6/17/16	6,400	6,427
Rio Tinto Finance USA plc	2.000%	3/22/17	10,700	10,850
Rio Tinto Finance USA plc	1.625%	8/21/17	2,500	2,509
Rio Tinto Finance USA plc	2.250%	12/14/18	4,430	4,496
Rock-Tenn Co.	4.450%	3/1/19	5,000	5,370
Rock-Tenn Co.	3.500%	3/1/20	2,634	2,731
Rohm & Haas Co.	6.000%	9/15/17	1,000	1,108
RPM International Inc.	6.500%	2/15/18	1,500	1,677
RPM International Inc.	6.125%	10/15/19	325	371
Teck Resources Ltd.	3.150%	1/15/17	3,575	3,619
Teck Resources Ltd.	3.850%	8/15/17	50	52
Teck Resources Ltd.	2.500%	2/1/18	1,950	1,933
Teck Resources Ltd.	3.000%	3/1/19	5,200	5,169
Vale Overseas Ltd.	6.250%	1/23/17	11,150	11,814
Vale Overseas Ltd.	5.625%	9/15/19	1,425	1,514
Valspar Corp.	7.250%	6/15/19	863	1,014
Capital Goods (1.1%)
3M Co.	1.375%	9/29/16	5,650	5,722
3M Co.	1.000%	6/26/17	3,000	3,012
Acuity Brands Lighting Inc.	6.000%	12/15/19	675	760
Bemis Co. Inc.	6.800%	8/1/19	500	590
Boeing Capital Corp.	2.125%	8/15/16	4,685	4,776
Boeing Capital Corp.	2.900%	8/15/18	11	11
Boeing Co.	3.750%	11/20/16	710	745
Boeing Co.	0.950%	5/15/18	5,500	5,452
Boeing Co.	6.000%	3/15/19	2,875	3,363

Boeing Co.	4.875%	2/15/20	4,125	4,745
Caterpillar Financial Services Corp.	2.650%	4/1/16	2,050	2,092
Caterpillar Financial Services Corp.	2.050%	8/1/16	8,476	8,636
Caterpillar Financial Services Corp.	1.000%	3/3/17	8,114	8,144
Caterpillar Financial Services Corp.	1.625%	6/1/17	13,380	13,560
Caterpillar Financial Services Corp.	1.250%	11/6/17	9,297	9,323
Caterpillar Financial Services Corp.	1.300%	3/1/18	5,750	5,760
Caterpillar Financial Services Corp.	5.450%	4/15/18	350	391
Caterpillar Financial Services Corp.	2.450%	9/6/18	2,800	2,882
Caterpillar Financial Services Corp.	7.150%	2/15/19	8,358	9,992
Caterpillar Financial Services Corp.	2.100%	6/9/19	1,250	1,268
Caterpillar Financial Services Corp.	2.000%	3/5/20	4,500	4,512
Caterpillar Inc.	5.700%	8/15/16	685	732
Caterpillar Inc.	1.500%	6/26/17	5,525	5,595
Caterpillar Inc.	7.900%	12/15/18	1,020	1,244
Cooper US Inc.	6.100%	7/1/17	500	553
Crane Co.	2.750%	12/15/18	4,856	4,981
CRH America Inc.	6.000%	9/30/16	4,367	4,665
CRH America Inc.	8.125%	7/15/18	1,000	1,194
Danaher Corp.	2.300%	6/23/16	1,500	1,533
Danaher Corp.	5.625%	1/15/18	700	783
Danaher Corp.	5.400%	3/1/19	1,510	1,719
Eaton Corp.	1.500%	11/2/17	9,250	9,288
Eaton Corp.	5.600%	5/15/18	7,725	8,608
Eaton Corp.	6.950%	3/20/19	1,028	1,218
Emerson Electric Co.	4.875%	10/15/19	3,220	3,643
Exelis Inc.	4.250%	10/1/16	1,175	1,220
General Dynamics Corp.	1.000%	11/15/17	7,065	7,062
General Electric Co.	5.250%	12/6/17	37,900	41,911
Honeywell International Inc.	5.300%	3/1/18	13,681	15,271
Honeywell International Inc.	5.000%	2/15/19	3,450	3,881
Illinois Tool Works Inc.	1.950%	3/1/19	2,757	2,791
Illinois Tool Works Inc.	6.250%	4/1/19	2,675	3,117
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	9,745	11,333
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	1,150	1,181
John Deere Capital Corp.	2.250%	6/7/16	650	662
John Deere Capital Corp.	1.850%	9/15/16	5,664	5,758
John Deere Capital Corp.	1.050%	12/15/16	3,210	3,225
John Deere Capital Corp.	1.400%	3/15/17	8,025	8,102
John Deere Capital Corp.	1.125%	6/12/17	6,000	6,019
John Deere Capital Corp.	2.800%	9/18/17	1,105	1,152
John Deere Capital Corp.	1.200%	10/10/17	3,100	3,104
John Deere Capital Corp.	1.550%	12/15/17	6,000	6,062
John Deere Capital Corp.	1.350%	1/16/18	2,000	2,007
John Deere Capital Corp.	1.300%	3/12/18	300	301
John Deere Capital Corp.	5.350%	4/3/18	450	503
John Deere Capital Corp.	1.950%	12/13/18	14,500	14,734
John Deere Capital Corp.	1.950%	3/4/19	13,155	13,283
John Deere Capital Corp.	2.250%	4/17/19	5,685	5,808
John Deere Capital Corp.	2.300%	9/16/19	2,500	2,553
John Deere Capital Corp.	2.050%	3/10/20	4,000	4,026
Joy Global Inc.	6.000%	11/15/16	875	945
Kennametal Inc.	2.650%	11/1/19	2,400	2,417
L-3 Communications Corp.	3.950%	11/15/16	2,128	2,212
L-3 Communications Corp.	1.500%	5/28/17	7,600	7,556
L-3 Communications Corp.	5.200%	10/15/19	4,275	4,748
Lockheed Martin Corp.	2.125%	9/15/16	7,445	7,590

Lockheed Martin Corp.	4.250%	11/15/19	3,925	4,313
Martin Marietta Materials Inc.	6.600%	4/15/18	100	113
Mohawk Industries Inc.	6.125%	1/15/16	7,778	8,077
Northrop Grumman Corp.	1.750%	6/1/18	2,375	2,384
Owens Corning	6.500%	12/1/16	255	273
Parker Hannifin Corp.	5.500%	5/15/18	35	39
Pentair Finance SA	1.875%	9/15/17	3,100	3,108
Precision Castparts Corp.	1.250%	1/15/18	10,675	10,640
Raytheon Co.	6.750%	3/15/18	3,000	3,460
Raytheon Co.	6.400%	12/15/18	500	585
Republic Services Inc.	3.800%	5/15/18	6,442	6,832
Republic Services Inc.	5.500%	9/15/19	2,675	3,033
Republic Services Inc.	5.000%	3/1/20	4,325	4,850
Roper Industries Inc.	1.850%	11/15/17	7,821	7,888
Roper Industries Inc.	2.050%	10/1/18	11,050	11,084
4 Stanley Black & Decker Inc.	5.750%	12/15/53	2,490	2,705
Textron Inc.	5.600%	12/1/17	1,000	1,092
Textron Inc.	7.250%	10/1/19	1,070	1,271
Tyco International Finance SA	8.500%	1/15/19	2,883	3,504
United Technologies Corp.	1.800%	6/1/17	16,055	16,350
United Technologies Corp.	5.375%	12/15/17	4,410	4,900
United Technologies Corp.	6.125%	2/1/19	1,350	1,569
Waste Management Inc.	2.600%	9/1/16	2,514	2,560
Waste Management Inc.	6.100%	3/15/18	9,110	10,304
Xylem Inc.	3.550%	9/20/16	95	98
Communication (1.8%)
21st Century Fox America Inc.	6.900%	3/1/19	6,300	7,457
America Movil SAB de CV	2.375%	9/8/16	16,278	16,580
America Movil SAB de CV	5.000%	3/30/20	11,103	12,594
American Tower Corp.	4.500%	1/15/18	12,260	13,144
American Tower Corp.	3.400%	2/15/19	6,000	6,214
AT&T Inc.	2.950%	5/15/16	6,425	6,567
AT&T Inc.	2.400%	8/15/16	4,200	4,274
AT&T Inc.	1.600%	2/15/17	14,750	14,794
AT&T Inc.	1.700%	6/1/17	11,888	11,929
AT&T Inc.	1.400%	12/1/17	15,275	15,198
AT&T Inc.	5.500%	2/1/18	18,754	20,616
AT&T Inc.	5.600%	5/15/18	5,400	6,001
AT&T Inc.	2.375%	11/27/18	3,650	3,697
AT&T Inc.	2.300%	3/11/19	19,500	19,665
British Telecommunications plc	1.625%	6/28/16	200	201
British Telecommunications plc	1.250%	2/14/17	850	850
British Telecommunications plc	5.950%	1/15/18	5,425	6,064
British Telecommunications plc	2.350%	2/14/19	11,775	11,956
CBS Corp.	1.950%	7/1/17	1,925	1,948
CBS Corp.	2.300%	8/15/19	11,575	11,577
CC Holdings GS V LLC / Crown Castle GS III
Corp.	2.381%	12/15/17	2,430	2,460
Comcast Cable Communications LLC	8.875%	5/1/17	1,500	1,737
Comcast Corp.	4.950%	6/15/16	2,175	2,286
Comcast Corp.	6.500%	1/15/17	3,093	3,394
Comcast Corp.	6.300%	11/15/17	4,500	5,084
Comcast Corp.	5.875%	2/15/18	8,500	9,584
Comcast Corp.	5.700%	5/15/18	8,686	9,795
Comcast Corp.	5.150%	3/1/20	4,800	5,521
COX Communications Inc.	5.500%	10/1/15	1,775	1,817

Deutsche Telekom International Finance BV	6.750%	8/20/18	5,400	6,286
Deutsche Telekom International Finance BV	6.000%	7/8/19	2,850	3,303
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	2.400%	3/15/17	9,000	9,166
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	1.750%	1/15/18	8,010	8,012
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	3,300	3,802
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.200%	3/15/20	2,800	3,158
Discovery Communications LLC	5.625%	8/15/19	725	827
Embarq Corp.	7.082%	6/1/16	7,725	8,194
Historic TW Inc.	6.875%	6/15/18	800	930
Interpublic Group of Cos. Inc.	2.250%	11/15/17	235	237
Moody's Corp.	2.750%	7/15/19	5,850	5,979
NBCUniversal Media LLC	2.875%	4/1/16	9,450	9,653
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	2,375	2,382
Omnicom Group Inc.	5.900%	4/15/16	15,015	15,744
Omnicom Group Inc.	6.250%	7/15/19	35	41
Orange SA	2.750%	9/14/16	3,966	4,058
Orange SA	2.750%	2/6/19	12,825	13,233
Orange SA	5.375%	7/8/19	3,025	3,437
Qwest Corp.	6.500%	6/1/17	5,050	5,544
Rogers Communications Inc.	6.800%	8/15/18	7,414	8,600
Scripps Networks Interactive Inc.	2.700%	12/15/16	3,125	3,218
Scripps Networks Interactive Inc.	2.750%	11/15/19	2,850	2,872
Telefonica Emisiones SAU	6.421%	6/20/16	5,050	5,366
Telefonica Emisiones SAU	6.221%	7/3/17	4,780	5,273
Telefonica Emisiones SAU	3.192%	4/27/18	18,100	18,844
Thomson Reuters Corp.	1.300%	2/23/17	9,100	9,104
Thomson Reuters Corp.	1.650%	9/29/17	3,550	3,557
Thomson Reuters Corp.	6.500%	7/15/18	1,730	1,976
Time Warner Cable Inc.	5.850%	5/1/17	8,950	9,739
Time Warner Cable Inc.	6.750%	7/1/18	25,925	29,842
Time Warner Cable Inc.	8.750%	2/14/19	8,941	11,040
Time Warner Cable Inc.	8.250%	4/1/19	2,055	2,513
Time Warner Cable Inc.	5.000%	2/1/20	6,735	7,509
Time Warner Inc.	3.150%	7/15/15	9,625	9,695
Time Warner Inc.	5.875%	11/15/16	72	78
Time Warner Inc.	2.100%	6/1/19	5,125	5,150
Time Warner Inc.	4.875%	3/15/20	795	891
Verizon Communications Inc.	2.500%	9/15/16	13,618	13,909
Verizon Communications Inc.	2.000%	11/1/16	7,688	7,802
Verizon Communications Inc.	1.100%	11/1/17	5,370	5,329
Verizon Communications Inc.	5.500%	2/15/18	11,921	13,233
Verizon Communications Inc.	6.100%	4/15/18	3,675	4,149
Verizon Communications Inc.	3.650%	9/14/18	30,980	32,907
Verizon Communications Inc.	6.350%	4/1/19	10,875	12,654
Verizon Communications Inc.	2.625%	2/21/20	20,326	20,624
Viacom Inc.	6.250%	4/30/16	7,500	7,933
Viacom Inc.	2.500%	12/15/16	1,425	1,458
Viacom Inc.	3.500%	4/1/17	2,850	2,969
Viacom Inc.	2.500%	9/1/18	6,000	6,106
Viacom Inc.	2.200%	4/1/19	12,000	11,984
Vodafone Group plc	5.625%	2/27/17	8,762	9,467
Vodafone Group plc	1.625%	3/20/17	5,200	5,233
Vodafone Group plc	1.250%	9/26/17	4,750	4,721

Vodafone Group plc	1.500%	2/19/18	7,000	6,993
Vodafone Group plc	4.625%	7/15/18	5,320	5,807
Vodafone Group plc	5.450%	6/10/19	9,681	10,990
Walt Disney Co.	1.350%	8/16/16	3,843	3,885
Walt Disney Co.	1.125%	2/15/17	12,436	12,528
Walt Disney Co.	0.875%	5/30/17	6,050	6,050
Walt Disney Co.	1.100%	12/1/17	7,075	7,081
Walt Disney Co.	1.850%	5/30/19	7,450	7,517
Consumer Cyclical (1.6%)
5 Alibaba Group Holding Ltd.	1.625%	11/28/17	7,600	7,612
5 Alibaba Group Holding Ltd.	2.500%	11/28/19	15,900	15,869
Amazon.com Inc.	1.200%	11/29/17	4,700	4,697
Amazon.com Inc.	2.600%	12/5/19	8,900	9,111
American Honda Finance Corp.	1.125%	10/7/16	5,522	5,555
American Honda Finance Corp.	1.200%	7/14/17	2,650	2,656
American Honda Finance Corp.	1.550%	12/11/17	11,000	11,078
American Honda Finance Corp.	1.500%	3/13/18	1,200	1,208
American Honda Finance Corp.	2.125%	10/10/18	5,000	5,086
American Honda Finance Corp.	2.250%	8/15/19	9,075	9,226
AutoNation Inc.	6.750%	4/15/18	2,250	2,528
AutoZone Inc.	1.300%	1/13/17	2,775	2,788
AutoZone Inc.	7.125%	8/1/18	3,975	4,631
Brinker International Inc.	2.600%	5/15/18	10,450	10,518
Carnival Corp.	1.875%	12/15/17	3,525	3,535
5 CDK Global Inc.	3.300%	10/15/19	1,500	1,511
Costco Wholesale Corp.	5.500%	3/15/17	2,393	2,612
Costco Wholesale Corp.	1.125%	12/15/17	12,825	12,832
Costco Wholesale Corp.	1.700%	12/15/19	4,325	4,326
Costco Wholesale Corp.	1.750%	2/15/20	3,400	3,388
CVS Health Corp.	6.125%	8/15/16	614	657
CVS Health Corp.	1.200%	12/5/16	8,018	8,072
CVS Health Corp.	5.750%	6/1/17	3,038	3,337
CVS Health Corp.	2.250%	12/5/18	5,500	5,613
CVS Health Corp.	2.250%	8/12/19	9,030	9,174
Dollar General Corp.	4.125%	7/15/17	5,638	5,929
eBay Inc.	1.350%	7/15/17	4,675	4,672
eBay Inc.	2.200%	8/1/19	8,725	8,748
Expedia Inc.	7.456%	8/15/18	3,250	3,760
Ford Motor Co.	6.500%	8/1/18	1,392	1,595
Ford Motor Credit Co. LLC	4.207%	4/15/16	17,300	17,821
Ford Motor Credit Co. LLC	3.984%	6/15/16	2,250	2,319
Ford Motor Credit Co. LLC	8.000%	12/15/16	12,775	14,154
Ford Motor Credit Co. LLC	4.250%	2/3/17	8,325	8,743
Ford Motor Credit Co. LLC	1.461%	3/27/17	1,100	1,100
Ford Motor Credit Co. LLC	3.000%	6/12/17	9,618	9,924
Ford Motor Credit Co. LLC	6.625%	8/15/17	7,800	8,667
Ford Motor Credit Co. LLC	1.724%	12/6/17	9,500	9,483
Ford Motor Credit Co. LLC	2.145%	1/9/18	10,000	10,108
Ford Motor Credit Co. LLC	2.375%	1/16/18	23,694	24,099
Ford Motor Credit Co. LLC	5.000%	5/15/18	11,906	12,988
Ford Motor Credit Co. LLC	2.875%	10/1/18	4,905	5,055
Ford Motor Credit Co. LLC	2.375%	3/12/19	3,300	3,338
Ford Motor Credit Co. LLC	2.597%	11/4/19	2,500	2,530
Ford Motor Credit Co. LLC	8.125%	1/15/20	7,600	9,496
Ford Motor Credit Co. LLC	2.459%	3/27/20	2,000	1,998
Home Depot Inc.	2.250%	9/10/18	9,725	10,036

Home Depot Inc.	2.000%	6/15/19	5,800	5,900
Hyatt Hotels Corp.	3.875%	8/15/16	1,075	1,112
Johnson Controls Inc.	2.600%	12/1/16	800	820
Johnson Controls Inc.	1.400%	11/2/17	6,000	5,984
Johnson Controls Inc.	5.000%	3/30/20	1,225	1,366
Kohl's Corp.	6.250%	12/15/17	6,075	6,768
Lowe's Cos. Inc.	2.125%	4/15/16	500	507
Lowe's Cos. Inc.	5.400%	10/15/16	9,839	10,524
Lowe's Cos. Inc.	1.625%	4/15/17	5,800	5,885
Macy's Retail Holdings Inc.	5.900%	12/1/16	4,076	4,400
Marriott International Inc.	6.200%	6/15/16	1,400	1,486
Marriott International Inc.	6.375%	6/15/17	1,310	1,444
Marriott International Inc.	3.000%	3/1/19	1,400	1,447
MasterCard Inc.	2.000%	4/1/19	3,925	4,003
McDonald's Corp.	0.750%	5/29/15	4,500	4,503
McDonald's Corp.	5.300%	3/15/17	600	648
McDonald's Corp.	5.800%	10/15/17	3,750	4,185
McDonald's Corp.	5.350%	3/1/18	5,825	6,486
McDonald's Corp.	1.875%	5/29/19	2,500	2,527
Nordstrom Inc.	6.250%	1/15/18	4,854	5,475
PACCAR Financial Corp.	1.150%	8/16/16	5,435	5,476
PACCAR Financial Corp.	1.600%	3/15/17	1,350	1,367
PACCAR Financial Corp.	1.100%	6/6/17	4,900	4,906
PACCAR Financial Corp.	1.400%	11/17/17	1,260	1,270
PACCAR Financial Corp.	1.450%	3/9/18	2,100	2,110
QVC Inc.	3.125%	4/1/19	2,250	2,266
Ralph Lauren Corp.	2.125%	9/26/18	1,700	1,728
Staples Inc.	2.750%	1/12/18	3,000	3,003
Starbucks Corp.	0.875%	12/5/16	8,760	8,782
Starbucks Corp.	6.250%	8/15/17	1,275	1,425
Starbucks Corp.	2.000%	12/5/18	2,875	2,930
Starwood Hotels & Resorts Worldwide Inc.	6.750%	5/15/18	2,108	2,413
Target Corp.	5.875%	7/15/16	3,556	3,791
Target Corp.	5.375%	5/1/17	11,250	12,276
Target Corp.	6.000%	1/15/18	7,370	8,326
Target Corp.	2.300%	6/26/19	6,500	6,657
TJX Cos. Inc.	6.950%	4/15/19	2,003	2,389
Toyota Motor Credit Corp.	0.800%	5/17/16	70	70
Toyota Motor Credit Corp.	2.000%	9/15/16	6,625	6,747
Toyota Motor Credit Corp.	2.050%	1/12/17	11,157	11,395
Toyota Motor Credit Corp.	1.125%	5/16/17	2,750	2,758
Toyota Motor Credit Corp.	1.750%	5/22/17	75	76
Toyota Motor Credit Corp.	1.250%	10/5/17	5,680	5,698
Toyota Motor Credit Corp.	1.375%	1/10/18	2,375	2,380
Toyota Motor Credit Corp.	1.450%	1/12/18	8,500	8,536
Toyota Motor Credit Corp.	2.000%	10/24/18	12,200	12,401
Toyota Motor Credit Corp.	2.100%	1/17/19	3,030	3,083
Toyota Motor Credit Corp.	2.125%	7/18/19	10,000	10,145
Toyota Motor Credit Corp.	2.150%	3/12/20	20,000	20,186
Wal-Mart Stores Inc.	1.500%	10/25/15	15,175	15,273
Wal-Mart Stores Inc.	0.600%	4/11/16	4,258	4,265
Wal-Mart Stores Inc.	2.800%	4/15/16	300	307
Wal-Mart Stores Inc.	5.375%	4/5/17	100	109
Wal-Mart Stores Inc.	5.800%	2/15/18	8,327	9,423
Wal-Mart Stores Inc.	1.125%	4/11/18	5,694	5,704
Wal-Mart Stores Inc.	1.950%	12/15/18	3,975	4,071
Wal-Mart Stores Inc.	4.125%	2/1/19	2,040	2,240

Walgreen Co.	1.800%	9/15/17	8,000	8,087
Walgreen Co.	5.250%	1/15/19	3,733	4,178
Walgreens Boots Alliance Inc.	1.750%	11/17/17	5,900	5,950
Walgreens Boots Alliance Inc.	2.700%	11/18/19	7,500	7,672
Western Union Co.	5.930%	10/1/16	2,150	2,291
Western Union Co.	2.875%	12/10/17	635	656
Western Union Co.	3.650%	8/22/18	3,450	3,639
Wyndham Worldwide Corp.	2.950%	3/1/17	3,755	3,833
Wyndham Worldwide Corp.	2.500%	3/1/18	560	565
Yum! Brands Inc.	6.250%	4/15/16	150	158
Consumer Noncyclical (3.1%)
Abbott Laboratories	2.000%	3/15/20	10,175	10,220
AbbVie Inc.	1.750%	11/6/17	22,425	22,507
AbbVie Inc.	2.000%	11/6/18	6,000	6,027
Actavis Funding SCS	1.850%	3/1/17	7,200	7,253
Actavis Funding SCS	1.300%	6/15/17	5,850	5,816
Actavis Funding SCS	2.350%	3/12/18	20,000	20,254
Actavis Funding SCS	2.450%	6/15/19	3,000	2,984
Actavis Funding SCS	3.000%	3/12/20	12,070	12,317
Actavis Inc.	1.875%	10/1/17	11,000	11,027
Allergan Inc.	5.750%	4/1/16	70	73
Allergan Inc.	1.350%	3/15/18	2,975	2,936
Altria Group Inc.	9.250%	8/6/19	4,586	5,883
Altria Group Inc.	2.625%	1/14/20	2,325	2,362
AmerisourceBergen Corp.	1.150%	5/15/17	6,250	6,230
AmerisourceBergen Corp.	4.875%	11/15/19	1,950	2,186
Amgen Inc.	2.300%	6/15/16	3,550	3,604
Amgen Inc.	2.500%	11/15/16	2,655	2,720
Amgen Inc.	2.125%	5/15/17	20,700	21,082
Amgen Inc.	1.250%	5/22/17	5,900	5,898
Amgen Inc.	5.850%	6/1/17	11,375	12,489
Amgen Inc.	2.200%	5/22/19	10,650	10,787
Anheuser-Busch Cos. LLC	5.500%	1/15/18	3,875	4,314
Anheuser-Busch InBev Finance Inc.	1.125%	1/27/17	1,276	1,283
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	4,150	4,151
Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	18,575	18,900
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	22,262	22,406
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	13,575	16,418
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	10,900	12,559
Archer-Daniels-Midland Co.	8.375%	4/15/17	625	717
Archer-Daniels-Midland Co.	5.450%	3/15/18	4,275	4,788
AstraZeneca plc	5.900%	9/15/17	10,988	12,232
AstraZeneca plc	1.950%	9/18/19	5,585	5,620
Baxter International Inc.	5.900%	9/1/16	3,312	3,536
Baxter International Inc.	5.375%	6/1/18	975	1,090
Baxter International Inc.	1.850%	6/15/18	8,230	8,282
Baxter International Inc.	4.250%	3/15/20	600	658
Beam Suntory Inc.	1.875%	5/15/17	875	882
Beam Suntory Inc.	1.750%	6/15/18	925	928
Becton Dickinson & Co.	1.750%	11/8/16	310	314
Becton Dickinson & Co.	1.800%	12/15/17	18,200	18,355
Becton Dickinson & Co.	5.000%	5/15/19	125	140
Becton Dickinson & Co.	2.675%	12/15/19	8,600	8,798
Biogen Inc.	6.875%	3/1/18	3,100	3,567
Boston Scientific Corp.	6.400%	6/15/16	6,309	6,689
Boston Scientific Corp.	5.125%	1/12/17	2,079	2,209

Boston Scientific Corp.	2.650%	10/1/18	5,700	5,763
Boston Scientific Corp.	6.000%	1/15/20	300	346
Bottling Group LLC	5.500%	4/1/16	1,500	1,573
Bottling Group LLC	5.125%	1/15/19	8,000	9,012
Bristol-Myers Squibb Co.	0.875%	8/1/17	5,750	5,732
Brown-Forman Corp.	1.000%	1/15/18	2,275	2,255
Bunge Ltd. Finance Corp.	5.100%	7/15/15	1,925	1,947
Bunge Ltd. Finance Corp.	3.200%	6/15/17	1,050	1,081
Bunge Ltd. Finance Corp.	8.500%	6/15/19	1,750	2,157
Campbell Soup Co.	3.050%	7/15/17	1,000	1,037
Cardinal Health Inc.	1.700%	3/15/18	8,550	8,590
CareFusion Corp.	1.450%	5/15/17	1,800	1,801
CareFusion Corp.	6.375%	8/1/19	5,585	6,532
Catholic Health Initiatives Colorado GO	1.600%	11/1/17	1,450	1,455
Celgene Corp.	1.900%	8/15/17	2,560	2,593
Celgene Corp.	2.300%	8/15/18	2,188	2,219
Celgene Corp.	2.250%	5/15/19	4,400	4,444
Church & Dwight Co. Inc.	2.450%	12/15/19	2,000	2,033
Clorox Co.	5.950%	10/15/17	2,370	2,638
Coca-Cola Co.	1.800%	9/1/16	3,230	3,285
Coca-Cola Co.	0.750%	11/1/16	1,026	1,028
Coca-Cola Co.	1.150%	4/1/18	7,489	7,485
Coca-Cola Co.	1.650%	11/1/18	14,675	14,865
Coca-Cola Femsa SAB de CV	2.375%	11/26/18	9,600	9,826
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	275	308
Coca-Cola HBC Finance BV	5.500%	9/17/15	2,000	2,034
Colgate-Palmolive Co.	1.300%	1/15/17	300	303
Colgate-Palmolive Co.	2.625%	5/1/17	3,085	3,201
Colgate-Palmolive Co.	0.900%	5/1/18	2,050	2,038
Colgate-Palmolive Co.	1.500%	11/1/18	1,575	1,590
Colgate-Palmolive Co.	1.750%	3/15/19	3,525	3,569
ConAgra Foods Inc.	1.900%	1/25/18	9,925	9,934
ConAgra Foods Inc.	7.000%	4/15/19	1,036	1,211
Covidien International Finance SA	6.000%	10/15/17	7,500	8,363
CR Bard Inc.	1.375%	1/15/18	6,025	6,007
DENTSPLY International Inc.	2.750%	8/15/16	1,500	1,529
Diageo Capital plc	5.500%	9/30/16	4,466	4,778
Diageo Capital plc	1.500%	5/11/17	10,445	10,540
Diageo Capital plc	5.750%	10/23/17	3,875	4,305
Diageo Capital plc	1.125%	4/29/18	2,750	2,736
Diageo Finance BV	5.300%	10/28/15	3,075	3,159
Dignity Health	2.637%	11/1/19	1,950	1,986
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	4,962	5,717
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	1,550	1,588
Dr Pepper Snapple Group Inc.	2.000%	1/15/20	675	668
Edwards Lifesciences Corp.	2.875%	10/15/18	2,925	3,011
Eli Lilly & Co.	5.200%	3/15/17	5,785	6,267
Eli Lilly & Co.	1.250%	3/1/18	3,500	3,510
Eli Lilly & Co.	1.950%	3/15/19	3,250	3,309
Express Scripts Holding Co.	3.125%	5/15/16	5,571	5,707
Express Scripts Holding Co.	2.650%	2/15/17	20,550	21,071
Express Scripts Holding Co.	7.250%	6/15/19	2,750	3,306
General Mills Inc.	5.700%	2/15/17	335	363
General Mills Inc.	1.400%	10/20/17	4,300	4,313
General Mills Inc.	5.650%	2/15/19	8,993	10,226
General Mills Inc.	2.200%	10/21/19	8,000	8,071
Gilead Sciences Inc.	3.050%	12/1/16	3,518	3,642

Gilead Sciences Inc.	2.050%	4/1/19	10,925	11,082
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	14,295	16,156
GlaxoSmithKline Capital plc	1.500%	5/8/17	22,935	23,180
Hasbro Inc.	6.300%	9/15/17	375	416
Hershey Co.	5.450%	9/1/16	700	747
Hershey Co.	1.500%	11/1/16	3,225	3,267
Hillshire Brands Co.	2.750%	9/15/15	500	502
Ingredion Inc.	3.200%	11/1/15	475	481
5 JM Smucker Co.	1.750%	3/15/18	2,100	2,109
5 JM Smucker Co.	2.500%	3/15/20	3,100	3,140
Johnson & Johnson	2.150%	5/15/16	1,800	1,834
Johnson & Johnson	5.550%	8/15/17	7,639	8,476
Johnson & Johnson	1.125%	11/21/17	600	603
Johnson & Johnson	5.150%	7/15/18	6,600	7,444
Johnson & Johnson	1.650%	12/5/18	3,475	3,535
Johnson & Johnson	1.875%	12/5/19	1,000	1,013
Kellogg Co.	4.450%	5/30/16	50	52
Kellogg Co.	1.875%	11/17/16	5,500	5,589
Kellogg Co.	1.750%	5/17/17	475	480
Kellogg Co.	3.250%	5/21/18	5,150	5,371
Kellogg Co.	4.150%	11/15/19	400	434
Kimberly-Clark Corp.	6.125%	8/1/17	6,944	7,754
Kimberly-Clark Corp.	6.250%	7/15/18	693	801
Kimberly-Clark Corp.	7.500%	11/1/18	2,765	3,328
Kimberly-Clark Corp.	1.900%	5/22/19	4,070	4,108
Koninklijke Philips NV	5.750%	3/11/18	6,017	6,712
Kraft Foods Group Inc.	2.250%	6/5/17	10,900	11,096
Kraft Foods Group Inc.	6.125%	8/23/18	13,398	15,211
Kroger Co.	2.200%	1/15/17	1,452	1,477
Kroger Co.	2.300%	1/15/19	11,500	11,673
Kroger Co.	6.150%	1/15/20	5,349	6,258
Laboratory Corp. of America Holdings	2.200%	8/23/17	3,125	3,184
Laboratory Corp. of America Holdings	2.500%	11/1/18	1,425	1,452
Laboratory Corp. of America Holdings	2.625%	2/1/20	900	906
Life Technologies Corp.	6.000%	3/1/20	4,550	5,257
Lorillard Tobacco Co.	3.500%	8/4/16	8,150	8,377
Lorillard Tobacco Co.	8.125%	6/23/19	3,425	4,187
Mattel Inc.	2.500%	11/1/16	1,764	1,794
Mattel Inc.	1.700%	3/15/18	2,606	2,594
Mattel Inc.	2.350%	5/6/19	1,870	1,863
McKesson Corp.	1.292%	3/10/17	2,018	2,021
McKesson Corp.	2.284%	3/15/19	8,700	8,788
Mead Johnson Nutrition Co.	4.900%	11/1/19	725	804
Medco Health Solutions Inc.	7.125%	3/15/18	8,735	10,054
Medtronic Inc.	2.625%	3/15/16	2,900	2,953
5 Medtronic Inc.	1.500%	3/15/18	2,800	2,813
Medtronic Inc.	1.375%	4/1/18	9,350	9,349
Medtronic Inc.	5.600%	3/15/19	1,000	1,147
5 Medtronic Inc.	2.500%	3/15/20	10,000	10,213
Medtronic Inc.	4.450%	3/15/20	10,385	11,553
Merck & Co. Inc.	1.100%	1/31/18	13,350	13,343
Merck & Co. Inc.	1.300%	5/18/18	600	601
Merck & Co. Inc.	1.850%	2/10/20	4,200	4,222
Merck Sharp & Dohme Corp.	5.000%	6/30/19	6,325	7,170
Molson Coors Brewing Co.	2.000%	5/1/17	250	253
Mondelez International Inc.	6.500%	8/11/17	4,975	5,563
Mondelez International Inc.	6.125%	2/1/18	7,050	7,910

Mondelez International Inc.	2.250%	2/1/19	3,500	3,543
Mondelez International Inc.	5.375%	2/10/20	2,800	3,214
Mylan Inc.	1.800%	6/24/16	5,619	5,658
Mylan Inc.	1.350%	11/29/16	2,185	2,183
Mylan Inc.	2.600%	6/24/18	4,305	4,388
Mylan Inc.	2.550%	3/28/19	13,813	13,899
Newell Rubbermaid Inc.	2.050%	12/1/17	1,175	1,184
Newell Rubbermaid Inc.	2.875%	12/1/19	5,950	6,059
Novartis Capital Corp.	2.900%	4/24/15	13,225	13,242
Novartis Securities Investment Ltd.	5.125%	2/10/19	5,523	6,235
PepsiCo Inc.	2.500%	5/10/16	5,200	5,308
PepsiCo Inc.	0.950%	2/22/17	3,900	3,907
PepsiCo Inc.	5.000%	6/1/18	9,938	11,077
PepsiCo Inc.	7.900%	11/1/18	6,725	8,153
PepsiCo Inc.	2.250%	1/7/19	8,525	8,756
Perrigo Co. plc	2.300%	11/8/18	4,850	4,891
Pfizer Inc.	0.900%	1/15/17	10,000	10,027
Pfizer Inc.	1.100%	5/15/17	6,700	6,748
Pfizer Inc.	1.500%	6/15/18	18	18
Pfizer Inc.	6.200%	3/15/19	19,148	22,391
Pfizer Inc.	2.100%	5/15/19	14,900	15,156
Philip Morris International Inc.	2.500%	5/16/16	6,600	6,743
Philip Morris International Inc.	1.625%	3/20/17	454	461
Philip Morris International Inc.	1.125%	8/21/17	11,760	11,779
Philip Morris International Inc.	1.250%	11/9/17	2,000	2,009
Philip Morris International Inc.	5.650%	5/16/18	12,025	13,586
Philip Morris International Inc.	1.875%	1/15/19	3,925	3,951
Philip Morris International Inc.	4.500%	3/26/20	3,386	3,779
Procter & Gamble Co.	4.850%	12/15/15	5,500	5,672
Procter & Gamble Co.	1.450%	8/15/16	5,463	5,530
Procter & Gamble Co.	1.600%	11/15/18	17	17
Procter & Gamble Co.	4.700%	2/15/19	7,851	8,785
Procter & Gamble Co.	1.900%	11/1/19	1,300	1,316
Quest Diagnostics Inc.	3.200%	4/1/16	2,100	2,146
Quest Diagnostics Inc.	6.400%	7/1/17	11	12
Quest Diagnostics Inc.	2.700%	4/1/19	2,900	2,955
Quest Diagnostics Inc.	2.500%	3/30/20	2,700	2,707
Reynolds American Inc.	6.750%	6/15/17	4,725	5,247
Reynolds American Inc.	7.750%	6/1/18	150	175
Sanofi	2.625%	3/29/16	11,337	11,571
Sanofi	1.250%	4/10/18	10,763	10,767
Stryker Corp.	2.000%	9/30/16	3,584	3,645
Stryker Corp.	4.375%	1/15/20	3,035	3,345
Sysco Corp.	1.450%	10/2/17	2,750	2,768
Sysco Corp.	5.250%	2/12/18	200	221
Sysco Corp.	2.350%	10/2/19	5,025	5,138
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	3,213	3,283
Thermo Fisher Scientific Inc.	3.200%	5/1/15	1,600	1,603
Thermo Fisher Scientific Inc.	2.250%	8/15/16	9,807	9,969
Thermo Fisher Scientific Inc.	1.300%	2/1/17	345	345
Thermo Fisher Scientific Inc.	1.850%	1/15/18	6,000	6,022
Tyson Foods Inc.	2.650%	8/15/19	12,580	12,885
Unilever Capital Corp.	0.850%	8/2/17	6,875	6,859
Unilever Capital Corp.	4.800%	2/15/19	4,383	4,900
Unilever Capital Corp.	2.200%	3/6/19	4,250	4,337
Whirlpool Corp.	1.350%	3/1/17	1,525	1,529
Whirlpool Corp.	1.650%	11/1/17	1,000	1,006

Whirlpool Corp.	2.400%	3/1/19	7,820	7,918
Wyeth LLC	5.450%	4/1/17	900	981
Zimmer Holdings Inc.	1.450%	4/1/17	5,000	5,013
Zimmer Holdings Inc.	2.000%	4/1/18	8,400	8,456
Zimmer Holdings Inc.	4.625%	11/30/19	675	744
Zimmer Holdings Inc.	2.700%	4/1/20	2,000	2,028
Zoetis Inc.	1.875%	2/1/18	3,475	3,477
Energy (2.2%)
Anadarko Petroleum Corp.	5.950%	9/15/16	2,700	2,882
Anadarko Petroleum Corp.	6.375%	9/15/17	22,329	24,852
Anadarko Petroleum Corp.	8.700%	3/15/19	3,830	4,701
Anadarko Petroleum Corp.	6.950%	6/15/19	3,098	3,656
Apache Corp.	5.625%	1/15/17	175	189
Apache Corp.	1.750%	4/15/17	7,050	7,108
Apache Corp.	6.900%	9/15/18	1,750	2,030
Baker Hughes Inc.	7.500%	11/15/18	875	1,046
Boardwalk Pipelines LP	5.500%	2/1/17	2,025	2,116
BP Capital Markets plc	2.248%	11/1/16	2,203	2,247
BP Capital Markets plc	1.846%	5/5/17	6,775	6,862
BP Capital Markets plc	1.375%	11/6/17	9,150	9,146
BP Capital Markets plc	1.674%	2/13/18	4,438	4,460
BP Capital Markets plc	1.375%	5/10/18	11,875	11,806
BP Capital Markets plc	2.241%	9/26/18	5,025	5,107
BP Capital Markets plc	4.750%	3/10/19	5,500	6,090
BP Capital Markets plc	2.237%	5/10/19	12,978	13,108
BP Capital Markets plc	2.315%	2/13/20	8,500	8,567
Buckeye Partners LP	6.050%	1/15/18	400	435
Buckeye Partners LP	2.650%	11/15/18	1,125	1,128
Cameron International Corp.	1.150%	12/15/16	2,700	2,680
Cameron International Corp.	6.375%	7/15/18	4,525	5,071
Canadian Natural Resources Ltd.	6.000%	8/15/16	4,000	4,272
Canadian Natural Resources Ltd.	5.700%	5/15/17	5,175	5,605
Canadian Natural Resources Ltd.	1.750%	1/15/18	3,150	3,135
Canadian Natural Resources Ltd.	5.900%	2/1/18	1,025	1,135
Cenovus Energy Inc.	5.700%	10/15/19	5,875	6,556
CenterPoint Energy Resources Corp.	6.125%	11/1/17	3,587	3,999
CenterPoint Energy Resources Corp.	6.000%	5/15/18	1,800	2,033
Chevron Corp.	0.889%	6/24/16	3,000	3,014
Chevron Corp.	1.345%	11/15/17	10,190	10,260
Chevron Corp.	1.104%	12/5/17	10,994	11,002
Chevron Corp.	1.365%	3/2/18	8,700	8,740
Chevron Corp.	1.718%	6/24/18	13,950	14,115
Chevron Corp.	4.950%	3/3/19	225	253
Chevron Corp.	2.193%	11/15/19	13,693	13,969
Chevron Corp.	1.961%	3/3/20	7,800	7,850
ConocoPhillips	6.650%	7/15/18	2,180	2,530
ConocoPhillips	5.750%	2/1/19	12,375	14,203
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	2,226	2,386
ConocoPhillips Co.	1.050%	12/15/17	12,955	12,898
DCP Midstream Operating LP	2.500%	12/1/17	9,310	8,799
DCP Midstream Operating LP	2.700%	4/1/19	3,125	2,855
Devon Energy Corp.	2.250%	12/15/18	6,945	7,011
Devon Energy Corp.	6.300%	1/15/19	4,875	5,590
Diamond Offshore Drilling Inc.	5.875%	5/1/19	35	39
Dominion Gas Holdings LLC	2.500%	12/15/19	5,000	5,090
El Paso Natural Gas Co. LLC	5.950%	4/15/17	3,025	3,253

5 Enable Midstream Partners LP	2.400%	5/15/19	3,925	3,846
Enbridge Energy Partners LP	6.500%	4/15/18	4,575	5,122
Enbridge Energy Partners LP	9.875%	3/1/19	2,100	2,644
Encana Corp.	5.900%	12/1/17	2,625	2,932
Energy Transfer Partners LP	6.125%	2/15/17	12,200	13,173
Energy Transfer Partners LP	6.700%	7/1/18	14,209	16,123
Energy Transfer Partners LP	9.000%	4/15/19	18	22
EnLink Midstream Partners LP	2.700%	4/1/19	2,250	2,250
Enterprise Products Operating LLC	6.300%	9/15/17	6,850	7,647
Enterprise Products Operating LLC	6.650%	4/15/18	4,085	4,668
Enterprise Products Operating LLC	6.500%	1/31/19	2,675	3,090
Enterprise Products Operating LLC	2.550%	10/15/19	2,525	2,559
Enterprise Products Operating LLC	5.250%	1/31/20	3,500	3,953
4 Enterprise Products Operating LLC	8.375%	8/1/66	4,050	4,273
4 Enterprise Products Operating LLC	7.034%	1/15/68	7,822	8,438
EOG Resources Inc.	2.950%	6/1/15	1,725	1,731
EOG Resources Inc.	2.500%	2/1/16	1,495	1,517
EOG Resources Inc.	6.875%	10/1/18	2,850	3,344
EOG Resources Inc.	2.450%	4/1/20	2,770	2,816
EQT Corp.	6.500%	4/1/18	335	371
EQT Corp.	8.125%	6/1/19	6,680	8,005
Exxon Mobil Corp.	1.305%	3/6/18	22,075	22,184
Exxon Mobil Corp.	1.912%	3/6/20	17,000	17,165
FMC Technologies Inc.	2.000%	10/1/17	1,650	1,649
Halliburton Co.	1.000%	8/1/16	2,150	2,155
Halliburton Co.	2.000%	8/1/18	1,750	1,765
Halliburton Co.	5.900%	9/15/18	6,950	7,889
Halliburton Co.	6.150%	9/15/19	425	497
Hess Corp.	8.125%	2/15/19	4,300	5,162
Kinder Morgan Energy Partners LP	3.500%	3/1/16	3,122	3,188
Kinder Morgan Energy Partners LP	6.000%	2/1/17	8,000	8,601
Kinder Morgan Energy Partners LP	5.950%	2/15/18	10,903	12,054
Kinder Morgan Energy Partners LP	6.850%	2/15/20	3,850	4,503
Kinder Morgan Inc.	7.000%	6/15/17	4,895	5,408
Kinder Morgan Inc.	2.000%	12/1/17	3,000	2,994
Kinder Morgan Inc.	3.050%	12/1/19	13,555	13,699
Magellan Midstream Partners LP	6.550%	7/15/19	35	41
Marathon Oil Corp.	5.900%	3/15/18	6,725	7,458
Marathon Petroleum Corp.	3.500%	3/1/16	3,550	3,628
Murphy Oil Corp.	2.500%	12/1/17	3,800	3,749
Nabors Industries Inc.	2.350%	9/15/16	7,775	7,757
Nabors Industries Inc.	6.150%	2/15/18	6,075	6,485
Nabors Industries Inc.	9.250%	1/15/19	825	959
National Oilwell Varco Inc.	1.350%	12/1/17	3,500	3,471
NiSource Finance Corp.	5.250%	9/15/17	3,905	4,270
NiSource Finance Corp.	6.400%	3/15/18	7,650	8,696
NiSource Finance Corp.	6.800%	1/15/19	1,688	1,987
Noble Energy Inc.	8.250%	3/1/19	10,318	12,372
Noble Holding International Ltd.	2.500%	3/15/17	1,175	1,156
Occidental Petroleum Corp.	4.125%	6/1/16	2,800	2,907
Occidental Petroleum Corp.	1.750%	2/15/17	11,024	11,165
Occidental Petroleum Corp.	1.500%	2/15/18	1,750	1,748
ONEOK Partners LP	2.000%	10/1/17	5,900	5,915
ONEOK Partners LP	8.625%	3/1/19	2,400	2,873
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	3,000	3,343
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	800	910
Petro-Canada	6.050%	5/15/18	4,480	5,045

Phillips 66	2.950%	5/1/17	16,792	17,371
Phillips 66 Partners LP	2.646%	2/15/20	1,600	1,607
Pioneer Natural Resources Co.	6.650%	3/15/17	5,075	5,527
Pioneer Natural Resources Co.	6.875%	5/1/18	2,620	2,962
Pioneer Natural Resources Co.	7.500%	1/15/20	3,325	3,951
Plains All American Pipeline LP / PAA
Finance Corp.	3.950%	9/15/15	500	507
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	2,500	2,699
Plains All American Pipeline LP / PAA
Finance Corp.	6.500%	5/1/18	1,450	1,645
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	1,750	2,182
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	7,110	8,090
Pride International Inc.	8.500%	6/15/19	1,995	2,374
Shell International Finance BV	0.900%	11/15/16	5,520	5,527
Shell International Finance BV	5.200%	3/22/17	5,000	5,416
Shell International Finance BV	1.125%	8/21/17	9,195	9,217
Shell International Finance BV	1.900%	8/10/18	12,975	13,171
Shell International Finance BV	2.000%	11/15/18	11,700	11,882
Shell International Finance BV	4.300%	9/22/19	11,250	12,468
Shell International Finance BV	4.375%	3/25/20	200	224
5 Southern Natural Gas Co. LLC	5.900%	4/1/17	5,325	5,727
Southwestern Energy Co.	3.300%	1/23/18	2,750	2,801
Southwestern Energy Co.	7.500%	2/1/18	2,620	2,954
Southwestern Energy Co.	4.050%	1/23/20	5,300	5,467
Spectra Energy Capital LLC	6.200%	4/15/18	3,300	3,666
Spectra Energy Partners LP	2.950%	6/15/16	2,000	2,042
Spectra Energy Partners LP	2.950%	9/25/18	1,725	1,780
Suncor Energy Inc.	6.100%	6/1/18	15,672	17,629
Talisman Energy Inc.	7.750%	6/1/19	4,325	5,019
Texas Gas Transmission LLC	4.600%	6/1/15	325	327
Total Capital Canada Ltd.	1.450%	1/15/18	11,175	11,226
Total Capital International SA	1.000%	8/12/16	710	713
Total Capital International SA	1.500%	2/17/17	3,713	3,752
Total Capital International SA	1.550%	6/28/17	7,525	7,609
Total Capital International SA	2.125%	1/10/19	9,975	10,141
Total Capital International SA	2.100%	6/19/19	8,300	8,426
Total Capital SA	2.125%	8/10/18	5,125	5,232
TransCanada PipeLines Ltd.	1.875%	1/12/18	1,850	1,868
TransCanada PipeLines Ltd.	6.500%	8/15/18	3,200	3,665
TransCanada PipeLines Ltd.	7.125%	1/15/19	2,575	3,036
4 TransCanada PipeLines Ltd.	6.350%	5/15/67	5,975	5,805
Valero Energy Corp.	6.125%	6/15/17	10,028	11,043
Valero Energy Corp.	9.375%	3/15/19	2,000	2,508
Weatherford International LLC	6.350%	6/15/17	8,970	9,490
Weatherford International Ltd.	6.000%	3/15/18	1,404	1,486
Weatherford International Ltd.	9.625%	3/1/19	4,277	4,917
Western Gas Partners LP	2.600%	8/15/18	4,500	4,566
Williams Partners LP	5.250%	3/15/20	2,185	2,405
Williams Partners LP/Williams Partners
Finance Corp.	7.250%	2/1/17	6,250	6,870
XTO Energy Inc.	6.250%	8/1/17	1,557	1,745
XTO Energy Inc.	5.500%	6/15/18	2,425	2,739

Other Industrial (0.0%)
Yale University Connecticut GO	2.086%	4/15/19	3,550	3,630
Technology (1.5%)
Adobe Systems Inc.	4.750%	2/1/20	1,900	2,129
Altera Corp.	1.750%	5/15/17	3,945	3,972
Altera Corp.	2.500%	11/15/18	18,550	19,042
Amphenol Corp.	1.550%	9/15/17	3,000	3,011
Amphenol Corp.	2.550%	1/30/19	8,435	8,587
Analog Devices Inc.	3.000%	4/15/16	2,148	2,196
Apple Inc.	0.450%	5/3/16	8,975	8,976
Apple Inc.	1.050%	5/5/17	12,225	12,282
Apple Inc.	1.000%	5/3/18	22,417	22,263
Apple Inc.	2.100%	5/6/19	10,000	10,215
Apple Inc.	1.550%	2/7/20	16,000	15,856
Applied Materials Inc.	2.650%	6/15/16	2,705	2,762
Arrow Electronics Inc.	3.000%	3/1/18	2,000	2,053
Autodesk Inc.	1.950%	12/15/17	1,975	1,976
Avnet Inc.	6.625%	9/15/16	1,435	1,538
Baidu Inc.	2.250%	11/28/17	4,600	4,645
Baidu Inc.	3.250%	8/6/18	4,400	4,558
Baidu Inc.	2.750%	6/9/19	8,000	8,083
Broadcom Corp.	2.700%	11/1/18	3,766	3,888
CA Inc.	5.375%	12/1/19	725	811
Cisco Systems Inc.	1.100%	3/3/17	5,100	5,134
Cisco Systems Inc.	3.150%	3/14/17	2,227	2,331
Cisco Systems Inc.	4.950%	2/15/19	8,542	9,614
Cisco Systems Inc.	2.125%	3/1/19	21,010	21,430
Cisco Systems Inc.	4.450%	1/15/20	12,519	14,027
Computer Sciences Corp.	6.500%	3/15/18	2,525	2,792
Corning Inc.	1.450%	11/15/17	4,850	4,869
Corning Inc.	6.625%	5/15/19	5,000	5,902
Dun & Bradstreet Corp.	3.250%	12/1/17	2,100	2,149
EMC Corp.	1.875%	6/1/18	19,475	19,706
Fidelity National Information Services Inc.	1.450%	6/5/17	2,500	2,499
Fidelity National Information Services Inc.	2.000%	4/15/18	1,682	1,690
Fiserv Inc.	3.125%	6/15/16	1,208	1,238
Fiserv Inc.	6.800%	11/20/17	3,115	3,520
Google Inc.	2.125%	5/19/16	5,710	5,819
Harris Corp.	5.950%	12/1/17	1,750	1,948
Hewlett-Packard Co.	2.650%	6/1/16	9,860	10,039
Hewlett-Packard Co.	3.000%	9/15/16	7,660	7,860
Hewlett-Packard Co.	3.300%	12/9/16	5,365	5,549
Hewlett-Packard Co.	2.600%	9/15/17	1,730	1,774
Hewlett-Packard Co.	5.500%	3/1/18	1,660	1,838
Hewlett-Packard Co.	2.750%	1/14/19	19,200	19,654
Intel Corp.	1.950%	10/1/16	11,300	11,514
Intel Corp.	1.350%	12/15/17	27,380	27,543
International Business Machines Corp.	0.450%	5/6/16	2,295	2,294
International Business Machines Corp.	1.950%	7/22/16	22,691	23,104
International Business Machines Corp.	1.250%	2/6/17	5,665	5,716
International Business Machines Corp.	5.700%	9/14/17	15,053	16,717
International Business Machines Corp.	1.125%	2/6/18	2,600	2,593
International Business Machines Corp.	1.250%	2/8/18	8,625	8,654
International Business Machines Corp.	7.625%	10/15/18	6,610	7,960
International Business Machines Corp.	1.950%	2/12/19	10,275	10,426
Intuit Inc.	5.750%	3/15/17	2,450	2,654

Jabil Circuit Inc.	8.250%	3/15/18	1,350	1,542
Juniper Networks Inc.	3.100%	3/15/16	600	610
5 Keysight Technologies Inc.	3.300%	10/30/19	3,200	3,226
KLA-Tencor Corp.	2.375%	11/1/17	1,275	1,295
KLA-Tencor Corp.	3.375%	11/1/19	1,100	1,143
Lam Research Corp.	2.750%	3/15/20	3,000	3,021
Lexmark International Inc.	6.650%	6/1/18	2,675	2,967
Maxim Integrated Products Inc.	2.500%	11/15/18	3,000	3,047
Microsoft Corp.	2.500%	2/8/16	4,500	4,581
Microsoft Corp.	1.000%	5/1/18	150	150
Microsoft Corp.	1.625%	12/6/18	1,000	1,014
Microsoft Corp.	4.200%	6/1/19	6,225	6,895
National Semiconductor Corp.	6.600%	6/15/17	2,575	2,881
NetApp Inc.	2.000%	12/15/17	4,500	4,512
Oracle Corp.	1.200%	10/15/17	21,660	21,706
Oracle Corp.	5.750%	4/15/18	5,955	6,728
Oracle Corp.	2.375%	1/15/19	6,250	6,421
Oracle Corp.	5.000%	7/8/19	14,500	16,364
Oracle Corp.	2.250%	10/8/19	16,500	16,824
Pitney Bowes Inc.	5.750%	9/15/17	2,200	2,405
Pitney Bowes Inc.	5.600%	3/15/18	1,825	1,986
Pitney Bowes Inc.	6.250%	3/15/19	4,549	5,164
Seagate HDD Cayman	3.750%	11/15/18	12,592	13,096
Symantec Corp.	2.750%	6/15/17	2,200	2,238
Tech Data Corp.	3.750%	9/21/17	2,500	2,576
Texas Instruments Inc.	2.375%	5/16/16	11,225	11,461
Texas Instruments Inc.	1.650%	8/3/19	3,400	3,379
Total System Services Inc.	2.375%	6/1/18	3,425	3,441
Tyco Electronics Group SA	6.550%	10/1/17	6,755	7,575
Tyco Electronics Group SA	2.350%	8/1/19	3,450	3,492
Xerox Corp.	2.950%	3/15/17	5,825	6,000
Xerox Corp.	6.350%	5/15/18	1,029	1,162
Xerox Corp.	2.750%	3/15/19	13,500	13,771
Xerox Corp.	5.625%	12/15/19	1,075	1,216
Xilinx Inc.	2.125%	3/15/19	4,725	4,761
Transportation (0.3%)
Burlington Northern Santa Fe LLC	5.650%	5/1/17	1,725	1,887
Burlington Northern Santa Fe LLC	5.750%	3/15/18	4,821	5,407
Canadian National Railway Co.	5.800%	6/1/16	1,250	1,324
Canadian National Railway Co.	1.450%	12/15/16	5,425	5,489
Canadian National Railway Co.	5.850%	11/15/17	475	530
Canadian Pacific Railway Co.	6.500%	5/15/18	744	850
Canadian Pacific Railway Co.	7.250%	5/15/19	2,905	3,493
Con-way Inc.	7.250%	1/15/18	2,670	3,023
4 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	1,743	2,013
CSX Corp.	5.600%	5/1/17	3,400	3,700
CSX Corp.	6.250%	3/15/18	8,475	9,613
CSX Corp.	7.375%	2/1/19	13	16
4 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	1,694	1,958
4 Delta Air Lines 2010-1 Class A Pass Through
Trust	6.200%	1/2/20	618	679
4 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	1,645	1,764
FedEx Corp.	8.000%	1/15/19	3,365	4,085

Norfolk Southern Corp.	5.750%	1/15/16	1,197	1,243
Norfolk Southern Corp.	7.700%	5/15/17	5,600	6,340
Norfolk Southern Corp.	5.900%	6/15/19	2,150	2,482
Ryder System Inc.	5.850%	11/1/16	100	107
Ryder System Inc.	2.500%	3/1/17	2,650	2,702
Ryder System Inc.	3.500%	6/1/17	1,000	1,045
Ryder System Inc.	2.500%	3/1/18	2,500	2,557
Ryder System Inc.	2.450%	11/15/18	7,925	8,052
Ryder System Inc.	2.350%	2/26/19	4,135	4,168
Ryder System Inc.	2.450%	9/3/19	6,200	6,266
Southwest Airlines Co.	5.750%	12/15/16	20	21
Southwest Airlines Co.	5.125%	3/1/17	70	75
Southwest Airlines Co.	2.750%	11/6/19	5,000	5,114
4 UAL 2009-2A Pass Through Trust	9.750%	7/15/18	3,662	4,032
Union Pacific Corp.	5.750%	11/15/17	1,700	1,898
Union Pacific Corp.	5.700%	8/15/18	2,600	2,962
Union Pacific Corp.	2.250%	2/15/19	3,200	3,279
Union Pacific Corp.	1.800%	2/1/20	1,500	1,500
United Parcel Service Inc.	5.500%	1/15/18	5,975	6,681
United Parcel Service Inc.	5.125%	4/1/19	10,211	11,610
				4,924,265
Utilities (1.2%)
Electric (1.1%)
Ameren Illinois Co.	6.125%	11/15/17	2,000	2,254
American Electric Power Co. Inc.	1.650%	12/15/17	5,400	5,426
Arizona Public Service Co.	8.750%	3/1/19	2,060	2,591
Arizona Public Service Co.	2.200%	1/15/20	3,500	3,534
Baltimore Gas & Electric Co.	5.900%	10/1/16	2,390	2,567
Berkshire Hathaway Energy Co.	1.100%	5/15/17	5,425	5,426
Berkshire Hathaway Energy Co.	5.750%	4/1/18	4,525	5,086
Berkshire Hathaway Energy Co.	2.000%	11/15/18	1,825	1,843
Berkshire Hathaway Energy Co.	2.400%	2/1/20	2,000	2,031
CenterPoint Energy Inc.	6.500%	5/1/18	2,550	2,907
Cleveland Electric Illuminating Co.	5.700%	4/1/17	519	557
Cleveland Electric Illuminating Co.	8.875%	11/15/18	1,400	1,726
CMS Energy Corp.	6.550%	7/17/17	2,500	2,785
CMS Energy Corp.	5.050%	2/15/18	2,500	2,732
CMS Energy Corp.	8.750%	6/15/19	4,925	6,179
Commonwealth Edison Co.	5.950%	8/15/16	1,975	2,106
Commonwealth Edison Co.	1.950%	9/1/16	4,147	4,217
Commonwealth Edison Co.	6.150%	9/15/17	2,525	2,819
Commonwealth Edison Co.	5.800%	3/15/18	682	769
Commonwealth Edison Co.	2.150%	1/15/19	4,375	4,454
Connecticut Light & Power Co.	5.650%	5/1/18	775	879
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	3,783	4,035
Consolidated Edison Co. of New York Inc.	5.850%	4/1/18	5,395	6,098
Consolidated Edison Co. of New York Inc.	7.125%	12/1/18	1,675	1,994
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	4,550	5,392
Consumers Energy Co.	5.500%	8/15/16	1,256	1,336
Consumers Energy Co.	5.650%	9/15/18	2,625	2,996
Consumers Energy Co.	6.125%	3/15/19	8,600	10,057
Dayton Power & Light Co.	1.875%	9/15/16	1,850	1,870
Dominion Resources Inc.	2.250%	9/1/15	200	201
Dominion Resources Inc.	1.950%	8/15/16	6,050	6,120
Dominion Resources Inc.	1.250%	3/15/17	525	525
Dominion Resources Inc.	1.400%	9/15/17	200	200
Dominion Resources Inc.	6.400%	6/15/18	864	987

Dominion Resources Inc.	5.200%	8/15/19	1,625	1,828
Dominion Resources Inc.	2.500%	12/1/19	7,900	8,016
4 Dominion Resources Inc.	7.500%	6/30/66	1,500	1,545
DTE Electric Co.	5.600%	6/15/18	35	40
DTE Energy Co.	2.400%	12/1/19	2,850	2,896
Duke Energy Carolinas LLC	5.300%	10/1/15	1,993	2,041
Duke Energy Carolinas LLC	1.750%	12/15/16	5,000	5,083
Duke Energy Carolinas LLC	5.100%	4/15/18	6,692	7,443
Duke Energy Carolinas LLC	7.000%	11/15/18	50	60
Duke Energy Corp.	1.625%	8/15/17	9,490	9,591
Duke Energy Corp.	2.100%	6/15/18	3,950	4,023
Duke Energy Corp.	6.250%	6/15/18	695	794
Duke Energy Corp.	5.050%	9/15/19	975	1,100
Duke Energy Florida Inc.	5.650%	6/15/18	4,847	5,496
Duke Energy Progress Inc.	5.300%	1/15/19	3,500	3,964
Edison International	3.750%	9/15/17	625	661
Entergy Gulf States Louisiana LLC	6.000%	5/1/18	7,000	7,916
Entergy Texas Inc.	7.125%	2/1/19	3,935	4,682
Eversource Energy	1.450%	5/1/18	3,700	3,672
Eversource Energy	4.500%	11/15/19	375	416
Exelon Generation Co. LLC	6.200%	10/1/17	5,060	5,605
Exelon Generation Co. LLC	5.200%	10/1/19	2,100	2,353
Exelon Generation Co. LLC	2.950%	1/15/20	9,200	9,366
Florida Power & Light Co.	5.550%	11/1/17	50	56
Georgia Power Co.	0.625%	11/15/15	5,730	5,728
Georgia Power Co.	3.000%	4/15/16	2,400	2,457
Georgia Power Co.	5.700%	6/1/17	3,200	3,510
Georgia Power Co.	5.400%	6/1/18	3,500	3,902
Indiana Michigan Power Co.	7.000%	3/15/19	4,772	5,687
4 Integrys Energy Group Inc.	6.110%	12/1/66	1,000	990
Jersey Central Power & Light Co.	5.650%	6/1/17	1,125	1,221
Kansas City Power & Light Co.	7.150%	4/1/19	5,000	5,998
Kentucky Utilities Co.	1.625%	11/1/15	2,550	2,564
Metropolitan Edison Co.	7.700%	1/15/19	1,575	1,883
MidAmerican Energy Co.	5.950%	7/15/17	925	1,021
MidAmerican Energy Co.	5.300%	3/15/18	900	1,001
Mississippi Power Co.	2.350%	10/15/16	3,075	3,144
National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	6,045	6,591
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	10,535	11,748
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	125	162
National Rural Utilities Cooperative Finance
Corp.	2.150%	2/1/19	9,250	9,372
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	400	407
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	6,100	6,091
Nevada Power Co.	6.500%	5/15/18	4,725	5,425
Nevada Power Co.	6.500%	8/1/18	6,750	7,812
Nevada Power Co.	7.125%	3/15/19	2,200	2,634
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	2,850	3,264
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	300	303
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	2,000	2,048
4 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,225	2,203
4 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	5,050	5,025

Northern States Power Co.	1.950%	8/15/15	1,749	1,752
Northern States Power Co.	5.250%	3/1/18	2,325	2,587
NSTAR Electric Co.	5.625%	11/15/17	3,025	3,370
Ohio Power Co.	6.000%	6/1/16	425	449
Ohio Power Co.	6.050%	5/1/18	2,540	2,865
Oncor Electric Delivery Co. LLC	5.000%	9/30/17	2,000	2,187
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	1,715	2,006
Oncor Electric Delivery Co. LLC	2.150%	6/1/19	4,400	4,415
Pacific Gas & Electric Co.	5.625%	11/30/17	11,820	13,093
Pacific Gas & Electric Co.	8.250%	10/15/18	2,625	3,209
PacifiCorp	5.650%	7/15/18	6,050	6,808
PacifiCorp	5.500%	1/15/19	5,740	6,526
Peco Energy Co.	1.200%	10/15/16	5,530	5,564
Peco Energy Co.	5.350%	3/1/18	3,782	4,217
Pennsylvania Electric Co.	6.050%	9/1/17	2,550	2,838
PG&E Corp.	2.400%	3/1/19	5,950	6,024
Portland General Electric Co.	6.100%	4/15/19	2,850	3,279
PPL Capital Funding Inc.	1.900%	6/1/18	2,910	2,914
Progress Energy Inc.	7.050%	3/15/19	1,550	1,850
Progress Energy Inc.	4.875%	12/1/19	2,575	2,888
PSEG Power LLC	2.750%	9/15/16	1,857	1,902
Public Service Co. of Colorado	5.125%	6/1/19	425	484
Public Service Co. of New Mexico	7.950%	5/15/18	3,531	4,136
Public Service Co. of Oklahoma	5.150%	12/1/19	250	283
Public Service Electric & Gas Co.	2.300%	9/15/18	11,725	12,050
Public Service Electric & Gas Co.	2.000%	8/15/19	3,000	3,039
Sierra Pacific Power Co.	6.000%	5/15/16	1,200	1,269
South Carolina Electric & Gas Co.	5.250%	11/1/18	5,228	5,912
South Carolina Electric & Gas Co.	6.500%	11/1/18	713	838
Southern California Edison Co.	1.125%	5/1/17	6,960	6,981
Southern California Edison Co.	5.500%	8/15/18	5,555	6,272
Southern Co.	1.300%	8/15/17	2,250	2,251
Southern Co.	2.150%	9/1/19	1,925	1,936
Southwestern Electric Power Co.	5.550%	1/15/17	2,825	3,046
Southwestern Electric Power Co.	5.875%	3/1/18	200	223
Southwestern Electric Power Co.	6.450%	1/15/19	3,072	3,583
Tampa Electric Co.	6.100%	5/15/18	2,845	3,242
TECO Finance Inc.	5.150%	3/15/20	1,700	1,924
TransAlta Corp.	6.650%	5/15/18	1,725	1,916
Union Electric Co.	5.400%	2/1/16	5,000	5,200
Union Electric Co.	6.700%	2/1/19	1,325	1,565
Virginia Electric & Power Co.	5.400%	1/15/16	100	104
Virginia Electric & Power Co.	5.950%	9/15/17	2,575	2,864
Virginia Electric & Power Co.	1.200%	1/15/18	6,005	5,992
Virginia Electric & Power Co.	5.400%	4/30/18	125	140
Wisconsin Electric Power Co.	1.700%	6/15/18	500	503
Wisconsin Electric Power Co.	4.250%	12/15/19	350	384
4 Wisconsin Energy Corp.	6.250%	5/15/67	2,400	2,400
Wisconsin Power & Light Co.	5.000%	7/15/19	2,060	2,306
Xcel Energy Inc.	0.750%	5/9/16	1,050	1,049
Natural Gas (0.1%)
AGL Capital Corp.	5.250%	8/15/19	225	253
Atmos Energy Corp.	6.350%	6/15/17	35	39
British Transco Finance Inc.	6.625%	6/1/18	150	173
National Fuel Gas Co.	8.750%	5/1/19	2,000	2,429
ONE Gas Inc.	2.070%	2/1/19	5,675	5,743

Sempra Energy	6.500%	6/1/16	4,700	5,003
Sempra Energy	2.300%	4/1/17	7,400	7,550
Sempra Energy	6.150%	6/15/18	11,000	12,543
Sempra Energy	9.800%	2/15/19	3,445	4,449
Sempra Energy	2.400%	3/15/20	2,975	3,004
Other Utility (0.0%)
American Water Capital Corp.	6.085%	10/15/17	200	223
				499,581
Total Corporate Bonds (Cost $9,431,079)				9,527,009
Sovereign Bonds (U.S. Dollar-Denominated) (7.9%)
African Development Bank	6.875%	10/15/15	105	108
African Development Bank	1.250%	9/2/16	5,350	5,406
African Development Bank	1.125%	3/15/17	9,085	9,164
African Development Bank	0.875%	5/15/17	7,000	7,020
African Development Bank	0.875%	3/15/18	30,500	30,395
African Development Bank	1.375%	2/12/20	3,650	3,624
Asian Development Bank	0.500%	6/20/16	21,700	21,692
Asian Development Bank	0.750%	1/11/17	14,500	14,538
Asian Development Bank	1.125%	3/15/17	10,350	10,436
Asian Development Bank	5.250%	6/12/17	2,300	2,520
Asian Development Bank	5.593%	7/16/18	6,380	7,218
Asian Development Bank	1.750%	9/11/18	7,550	7,703
Asian Development Bank	1.875%	10/23/18	4,260	4,365
Asian Development Bank	1.750%	3/21/19	13,200	13,446
Asian Development Bank	1.875%	4/12/19	3,900	3,991
Asian Development Bank	1.500%	1/22/20	8,300	8,298
Asian Development Bank	1.375%	3/23/20	4,000	3,983
Banco do Brasil SA	3.875%	1/23/17	2,275	2,303
Canada	0.875%	2/14/17	24,100	24,171
Canada	1.125%	3/19/18	21,500	21,602
Canada	1.625%	2/27/19	6,350	6,422
CNOOC Finance 2013 Ltd.	1.750%	5/9/18	9,475	9,414
CNOOC Nexen Finance 2014 ULC	1.625%	4/30/17	7,300	7,287
Corp. Andina de Fomento	5.125%	5/5/15	2,925	2,933
Corp. Andina de Fomento	8.125%	6/4/19	4,705	5,777
Corporacion Andina De Fomento	5.750%	1/12/17	1,400	1,507
Corporacion Andina De Fomento	1.500%	8/8/17	13,100	13,196
Council Of Europe Development Bank	1.250%	9/22/16	6,000	6,063
Council Of Europe Development Bank	1.500%	2/22/17	1,750	1,777
Council Of Europe Development Bank	1.500%	6/19/17	14,175	14,387
Council Of Europe Development Bank	1.000%	3/7/18	6,075	6,071
Council Of Europe Development Bank	1.125%	5/31/18	6,325	6,331
Council Of Europe Development Bank	1.750%	11/14/19	2,000	2,018
Council Of Europe Development Bank	1.625%	3/10/20	9,755	9,806
6 Development Bank of Japan Inc.	5.125%	2/1/17	3,650	3,932
Ecopetrol SA	4.250%	9/18/18	5,000	5,238
Ecopetrol SA	7.625%	7/23/19	7,050	8,233
European Bank for Reconstruction &
Development	2.500%	3/15/16	11,950	12,191
European Bank for Reconstruction &
Development	1.375%	10/20/16	7,600	7,693
European Bank for Reconstruction &
Development	1.000%	2/16/17	10,300	10,362

European Bank for Reconstruction &
Development	0.750%	9/1/17	9,625	9,599
European Bank for Reconstruction &
Development	1.000%	6/15/18	8,100	8,073
European Bank for Reconstruction &
Development	1.000%	9/17/18	18,850	18,720
European Bank for Reconstruction &
Development	1.625%	11/15/18	5,475	5,550
European Bank for Reconstruction &
Development	1.750%	6/14/19	5,600	5,674
European Bank for Reconstruction &
Development	1.500%	3/16/20	7,050	7,043
European Investment Bank	0.625%	4/15/16	21,150	21,209
European Investment Bank	2.500%	5/16/16	13,325	13,638
European Investment Bank	2.125%	7/15/16	20,225	20,657
European Investment Bank	0.500%	8/15/16	21,100	21,093
European Investment Bank	5.125%	9/13/16	4,000	4,264
European Investment Bank	1.250%	10/14/16	25,200	25,474
European Investment Bank	1.125%	12/15/16	47,150	47,292
European Investment Bank	4.875%	1/17/17	19,000	20,418
European Investment Bank	1.750%	3/15/17	25,000	25,524
European Investment Bank	0.875%	4/18/17	22,800	22,788
European Investment Bank	5.125%	5/30/17	25,100	27,436
European Investment Bank	1.625%	6/15/17	19,000	19,360
European Investment Bank	1.000%	8/17/17	30,950	30,999
European Investment Bank	1.125%	9/15/17	30,350	30,572
European Investment Bank	1.000%	12/15/17	17,500	17,541
European Investment Bank	1.000%	3/15/18	15,000	14,998
European Investment Bank	1.250%	5/15/18	14,000	14,072
European Investment Bank	1.000%	6/15/18	19,500	19,436
European Investment Bank	1.625%	12/18/18	13,500	13,705
European Investment Bank	1.875%	3/15/19	40,000	40,920
European Investment Bank	1.750%	6/17/19	45,100	45,695
European Investment Bank	1.625%	3/16/20	18,650	18,712
Export Development Canada	1.250%	10/26/16	8,000	8,066
Export Development Canada	0.625%	12/15/16	3,325	3,322
7 Export Development Canada	1.000%	5/15/17	9,575	9,592
Export Development Canada	0.750%	12/15/17	1,850	1,828
Export Development Canada	1.500%	10/3/18	3,775	3,817
7 Export Development Canada	1.750%	8/19/19	3,800	3,838
7 Export Development Canada	1.625%	12/3/19	11,600	11,683
Export-Import Bank of Korea	3.750%	10/20/16	2,400	2,495
Export-Import Bank of Korea	4.000%	1/11/17	21,000	21,984
Export-Import Bank of Korea	1.750%	2/27/18	3,250	3,257
Export-Import Bank of Korea	2.875%	9/17/18	7,900	8,189
Export-Import Bank of Korea	2.375%	8/12/19	1,650	1,676
Federative Republic of Brazil	6.000%	1/17/17	16,850	18,029
Federative Republic of Brazil	5.875%	1/15/19	15,300	16,845
FMS Wertmanagement AoeR	0.625%	4/18/16	11,150	11,179
FMS Wertmanagement AoeR	1.125%	10/14/16	5,000	5,045
FMS Wertmanagement AoeR	0.625%	1/30/17	16,100	16,060
FMS Wertmanagement AoeR	1.125%	9/5/17	5,600	5,616
FMS Wertmanagement AoeR	1.000%	11/21/17	9,725	9,719
FMS Wertmanagement AoeR	1.625%	11/20/18	13,250	13,437
FMS Wertmanagement AoeR	1.750%	3/17/20	8,500	8,579
Hydro-Quebec	2.000%	6/30/16	9,855	10,020
Hydro-Quebec	1.375%	6/19/17	5,300	5,350

Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	8,900	8,910
Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	6,250	6,430
Inter-American Development Bank	0.625%	9/12/16	8,000	7,989
Inter-American Development Bank	5.125%	9/13/16	1,350	1,439
Inter-American Development Bank	1.375%	10/18/16	16,750	16,968
Inter-American Development Bank	0.875%	11/15/16	23,300	23,363
Inter-American Development Bank	1.125%	3/15/17	26,785	27,008
Inter-American Development Bank	1.000%	7/14/17	12,400	12,427
Inter-American Development Bank	2.375%	8/15/17	7,800	8,082
Inter-American Development Bank	0.875%	3/15/18	13,725	13,669
Inter-American Development Bank	1.750%	8/24/18	14,625	14,918
Inter-American Development Bank	1.125%	9/12/19	9,200	9,090
Inter-American Development Bank	3.875%	9/17/19	9,500	10,504
Inter-American Development Bank	1.750%	10/15/19	17,400	17,647
Inter-American Development Bank	3.875%	2/14/20	5,675	6,307
International Bank for Reconstruction &
Development	2.375%	5/26/15	4,000	4,011
International Bank for Reconstruction &
Development	5.000%	4/1/16	4,600	4,810
International Bank for Reconstruction &
Development	0.500%	4/15/16	15,000	15,024
International Bank for Reconstruction &
Development	0.500%	5/16/16	19,100	19,110
International Bank for Reconstruction &
Development	1.000%	9/15/16	23,400	23,571
International Bank for Reconstruction &
Development	0.625%	10/14/16	15,250	15,201
International Bank for Reconstruction &
Development	0.750%	12/15/16	9,750	9,766
International Bank for Reconstruction &
Development	0.875%	4/17/17	26,500	26,587
International Bank for Reconstruction &
Development	1.125%	7/18/17	11,700	11,759
International Bank for Reconstruction &
Development	1.375%	4/10/18	22,500	22,706
International Bank for Reconstruction &
Development	1.875%	3/15/19	27,500	28,068
International Bank for Reconstruction &
Development	1.875%	10/7/19	21,800	22,140
International Finance Corp.	2.750%	4/20/15	13,550	13,564
International Finance Corp.	2.250%	4/11/16	3,500	3,568
International Finance Corp.	0.500%	5/16/16	1,850	1,853
International Finance Corp.	0.625%	11/15/16	1,500	1,501
International Finance Corp.	1.125%	11/23/16	32,675	32,947
International Finance Corp.	1.000%	4/24/17	17,800	17,846
International Finance Corp.	2.125%	11/17/17	50	51
International Finance Corp.	0.875%	6/15/18	19,600	19,445
International Finance Corp.	1.250%	7/16/18	3,300	3,310
International Finance Corp.	1.750%	9/4/18	22,400	22,820
International Finance Corp.	1.750%	9/16/19	12,500	12,601
6 Japan Bank for International Cooperation	2.500%	5/18/16	6,800	6,951
6 Japan Bank for International Cooperation	2.250%	7/13/16	12,480	12,739
6 Japan Bank for International Cooperation	1.125%	7/19/17	12,325	12,368
6 Japan Bank for International Cooperation	1.750%	7/31/18	14,500	14,694
6 Japan Bank for International Cooperation	1.750%	11/13/18	12,200	12,343
6 Japan Bank for International Cooperation	2.125%	2/7/19	6,300	6,452
6 Japan Bank for International Cooperation	1.750%	5/29/19	11,950	12,048

6 Japan Finance Organization for Municipalities	5.000%	5/16/17	4,000	4,340
8 KFW	1.250%	10/26/15	27,125	27,280
8 KFW	0.500%	4/19/16	30,550	30,599
8 KFW	2.000%	6/1/16	22,825	23,249
8 KFW	0.500%	7/15/16	26,400	26,308
8 KFW	0.500%	9/15/16	3,400	3,393
8 KFW	1.250%	10/5/16	18,700	18,902
8 KFW	0.625%	12/15/16	21,300	21,314
8 KFW	1.250%	2/15/17	23,300	23,557
8 KFW	0.750%	3/17/17	27,500	27,446
8 KFW	0.875%	9/5/17	27,400	27,441
8 KFW	0.875%	12/15/17	18,000	17,892
8 KFW	1.000%	1/26/18	31,500	31,490
8 KFW	4.375%	3/15/18	18,950	20,808
8 KFW	1.000%	6/11/18	34,400	34,341
8 KFW	4.500%	7/16/18	13,075	14,500
8 KFW	1.875%	4/1/19	8,800	9,005
8 KFW	4.875%	6/17/19	17,120	19,593
8 KFW	1.750%	10/15/19	9,800	9,935
8 KFW	4.000%	1/27/20	19,675	21,985
8 KFW	1.500%	4/20/20	12,200	12,191
Korea Development Bank	4.375%	8/10/15	6,475	6,548
Korea Development Bank	3.250%	3/9/16	1,875	1,913
Korea Development Bank	3.250%	9/20/16	12,075	12,448
Korea Development Bank	3.875%	5/4/17	14,025	14,688
Korea Development Bank	2.250%	8/7/17	2,650	2,687
Korea Development Bank	3.500%	8/22/17	6,500	6,791
Korea Development Bank	1.500%	1/22/18	1,000	995
Korea Development Bank	3.000%	3/17/19	5,400	5,622
8 Landwirtschaftliche Rentenbank	2.500%	2/15/16	10,150	10,335
8 Landwirtschaftliche Rentenbank	2.125%	7/15/16	12,100	12,353
8 Landwirtschaftliche Rentenbank	5.000%	11/8/16	800	856
8 Landwirtschaftliche Rentenbank	5.125%	2/1/17	6,690	7,225
8 Landwirtschaftliche Rentenbank	0.875%	9/12/17	6,125	6,136
8 Landwirtschaftliche Rentenbank	1.000%	4/4/18	14,200	14,185
8 Landwirtschaftliche Rentenbank	1.875%	9/17/18	10,800	11,058
8 Landwirtschaftliche Rentenbank	1.750%	4/15/19	5,925	6,026
8 Landwirtschaftliche Rentenbank	1.375%	10/23/19	3,975	3,968
Nexen Energy ULC	6.200%	7/30/19	3,500	4,003
Nordic Investment Bank	0.500%	4/14/16	14,925	14,942
Nordic Investment Bank	5.000%	2/1/17	7,650	8,249
Nordic Investment Bank	1.000%	3/7/17	5,150	5,177
Nordic Investment Bank	1.875%	6/14/19	11,050	11,242
North American Development Bank	2.300%	10/10/18	2,700	2,749
North American Development Bank	4.375%	2/11/20	675	748
9 Oesterreichische Kontrollbank AG	2.000%	6/3/16	9,450	9,617
9 Oesterreichische Kontrollbank AG	0.750%	12/15/16	7,235	7,248
9 Oesterreichische Kontrollbank AG	1.125%	5/29/18	12,050	12,043
9 Oesterreichische Kontrollbank AG	1.625%	3/12/19	6,500	6,574
9 Oesterreichische Kontrollbank AG	1.375%	2/10/20	8,300	8,231
Petrobras Global Finance BV	2.000%	5/20/16	9,900	9,456
Petrobras Global Finance BV	3.250%	3/17/17	2,975	2,767
Petrobras Global Finance BV	3.000%	1/15/19	11,500	9,943
Petrobras Global Finance BV	4.875%	3/17/20	7,925	7,086
Petrobras International Finance Co. SA	6.125%	10/6/16	100	100
Petrobras International Finance Co. SA	3.500%	2/6/17	23,950	22,345
Petrobras International Finance Co. SA	5.875%	3/1/18	9,000	8,639

Petrobras International Finance Co. SA	8.375%	12/10/18	2,115	2,171
Petrobras International Finance Co. SA	7.875%	3/15/19	7,600	7,729
Petrobras International Finance Co. SA	5.750%	1/20/20	14,115	13,068
Petroleos Mexicanos	5.750%	3/1/18	23,875	26,322
Petroleos Mexicanos	3.500%	7/18/18	15,500	16,157
Petroleos Mexicanos	3.125%	1/23/19	400	407
Petroleos Mexicanos	8.000%	5/3/19	5,650	6,759
Petroleos Mexicanos	6.000%	3/5/20	4,400	5,019
Province of British Columbia	2.850%	6/15/15	3,000	3,013
Province of British Columbia	2.100%	5/18/16	9,400	9,560
Province of British Columbia	1.200%	4/25/17	4,000	4,026
Province of Manitoba	4.900%	12/6/16	4,000	4,276
Province of Manitoba	1.300%	4/3/17	1,000	1,011
Province of Manitoba	1.125%	6/1/18	2,330	2,326
Province of Manitoba	1.750%	5/30/19	5,525	5,584
Province of New Brunswick	5.200%	2/21/17	200	216
Province of New Brunswick	2.750%	6/15/18	6,425	6,719
Province of Nova Scotia	5.125%	1/26/17	245	264
Province of Ontario	2.300%	5/10/16	17,500	17,811
Province of Ontario	1.000%	7/22/16	21,800	21,897
Province of Ontario	1.600%	9/21/16	25,800	26,116
Province of Ontario	1.100%	10/25/17	14,800	14,861
Province of Ontario	3.150%	12/15/17	1,150	1,209
Province of Ontario	1.200%	2/14/18	17,000	17,013
Province of Ontario	2.000%	9/27/18	5,950	6,080
Province of Ontario	2.000%	1/30/19	16,600	16,984
Province of Ontario	1.650%	9/27/19	9,500	9,531
Province of Ontario	4.000%	10/7/19	8,900	9,830
Quebec	5.125%	11/14/16	22,225	23,742
Republic of Colombia	7.375%	1/27/17	9,600	10,584
Republic of Colombia	7.375%	3/18/19	11,425	13,481
Republic of Colombia	11.750%	2/25/20	1,900	2,618
Republic of Italy	5.250%	9/20/16	27,100	28,693
Republic of Italy	5.375%	6/12/17	500	544
Republic of Korea	5.125%	12/7/16	2,800	2,998
Republic of Korea	7.125%	4/16/19	14,650	17,696
Republic of Panama	5.200%	1/30/20	8,295	9,249
Republic of Peru	7.125%	3/30/19	7,300	8,724
Republic of Poland	6.375%	7/15/19	23,500	27,630
Republic of South Africa	6.875%	5/27/19	11,875	13,634
Republic of South Africa	5.500%	3/9/20	13,705	15,041
Republic of the Philippines	9.875%	1/15/19	5,000	6,424
Republic of the Philippines	8.375%	6/17/19	13,800	17,305
Republic of Turkey	7.000%	9/26/16	16,875	18,193
Republic of Turkey	7.500%	7/14/17	11,375	12,640
Republic of Turkey	6.750%	4/3/18	16,325	18,121
Republic of Turkey	7.000%	3/11/19	14,075	15,975
Republic of Turkey	7.500%	11/7/19	2,100	2,452
State of Israel	5.500%	11/9/16	4,025	4,330
State of Israel	5.125%	3/26/19	12,630	14,296
Statoil ASA	1.800%	11/23/16	5,475	5,558
Statoil ASA	3.125%	8/17/17	5,675	5,937
Statoil ASA	1.250%	11/9/17	6,100	6,109
Statoil ASA	6.700%	1/15/18	3,120	3,539
Statoil ASA	1.200%	1/17/18	1,475	1,470
Statoil ASA	1.150%	5/15/18	5,000	4,967
Statoil ASA	1.950%	11/8/18	700	709

Statoil ASA	5.250%	4/15/19	7,500	8,521
Statoil ASA	2.250%	11/8/19	7,875	8,008
Svensk Exportkredit AB	0.625%	5/31/16	11,200	11,219
Svensk Exportkredit AB	2.125%	7/13/16	6,100	6,224
Svensk Exportkredit AB	5.125%	3/1/17	6,392	6,918
Svensk Exportkredit AB	1.750%	5/30/17	3,335	3,399
Svensk Exportkredit AB	1.125%	4/5/18	6,000	6,005
Svensk Exportkredit AB	1.875%	6/17/19	6,700	6,776
United Mexican States	11.375%	9/15/16	11,725	13,501
United Mexican States	5.625%	1/15/17	24,600	26,383
United Mexican States	5.950%	3/19/19	7,650	8,729
United Mexican States	5.125%	1/15/20	11,601	12,988
Total Sovereign Bonds (Cost $3,072,825)				3,095,165
Taxable Municipal Bonds (0.1%)
California GO	5.450%	4/1/15	460	460
California GO	3.950%	11/1/15	6,405	6,541
California GO	1.050%	2/1/16	145	146
California GO	5.950%	4/1/16	2,890	3,047
California GO	6.200%	3/1/19	500	582
California GO	6.200%	10/1/19	3,325	3,937
Dartmouth College New Hampshire GO	4.750%	6/1/19	910	1,024
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	1,650	1,676
Illinois GO	5.365%	3/1/17	5,000	5,373
Illinois GO	5.665%	3/1/18	8,500	9,378
Illinois GO	5.877%	3/1/19	3,980	4,453
Stanford University California GO	4.750%	5/1/19	1,150	1,291
Total Taxable Municipal Bonds (Cost $37,184)				37,908
			Shares
Temporary Cash Investment (1.2%)
Money Market Fund (1.2%)
10 Vanguard Market Liquidity Fund (Cost
$466,044)	0.128%		466,044,052	466,044
Total Investments (100.7%) (Cost $39,488,165)				39,762,767
Other Assets and Liabilities-Net (-0.7%)				(259,400)
Net Assets (100%)				39,503,367

1 U.S. government-guaranteed.

2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.

3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.

4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.

5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2015, the aggregate value of these securities was $85,946,000, representing 0.2% 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 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).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	26,636,641	—
Corporate Bonds	—	9,527,009	—
Sovereign Bonds	—	3,095,165	—
Taxable Municipal Bonds	—	37,908	—
Temporary Cash Investments	466,044	—	—
Total	466,044	39,296,723	—

C. At March 31, 2015, the cost of investment securities for tax purposes was $39,488,165,000. Net unrealized appreciation of investment securities for tax purposes was $274,602,000, consisting of unrealized gains of $296,434,000 on securities that had risen in value since their purchase and $21,832,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments
As of March 31, 2015

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (52.1%)
U.S. Government Securities (50.7%)
United States Treasury Note/Bond	3.500%	5/15/20	386,855	426,748
United States Treasury Note/Bond	1.875%	6/30/20	194,140	198,539
United States Treasury Note/Bond	2.000%	7/31/20	39,905	41,034
United States Treasury Note/Bond	2.625%	8/15/20	305,489	323,675
United States Treasury Note/Bond	8.750%	8/15/20	59,970	82,702
United States Treasury Note/Bond	2.125%	8/31/20	113,585	117,454
United States Treasury Note/Bond	2.000%	9/30/20	472,080	484,770
United States Treasury Note/Bond	1.750%	10/31/20	104,100	105,450
United States Treasury Note/Bond	2.625%	11/15/20	184,932	195,913
United States Treasury Note/Bond	2.000%	11/30/20	137,325	140,843
United States Treasury Note/Bond	2.375%	12/31/20	154,950	162,068
United States Treasury Note/Bond	2.125%	1/31/21	171,105	176,505
United States Treasury Note/Bond	3.625%	2/15/21	229,015	255,567
United States Treasury Note/Bond	2.000%	2/28/21	193,430	198,115
United States Treasury Note/Bond	2.250%	3/31/21	138,925	144,200
United States Treasury Note/Bond	2.250%	4/30/21	133,500	138,548
United States Treasury Note/Bond	3.125%	5/15/21	242,013	263,417
United States Treasury Note/Bond	8.125%	5/15/21	10,000	13,820
United States Treasury Note/Bond	2.000%	5/31/21	147,600	150,921
United States Treasury Note/Bond	2.125%	6/30/21	223,030	229,583
United States Treasury Note/Bond	2.250%	7/31/21	149,555	155,047
United States Treasury Note/Bond	2.125%	8/15/21	181,473	186,747
United States Treasury Note/Bond	8.125%	8/15/21	17,300	24,144
United States Treasury Note/Bond	2.000%	8/31/21	227,110	231,900
United States Treasury Note/Bond	2.125%	9/30/21	164,951	169,642
United States Treasury Note/Bond	2.000%	10/31/21	130,655	133,309
United States Treasury Note/Bond	2.000%	11/15/21	243,675	248,700
United States Treasury Note/Bond	8.000%	11/15/21	36,300	50,718
United States Treasury Note/Bond	1.875%	11/30/21	266,628	269,878
United States Treasury Note/Bond	2.125%	12/31/21	94,339	96,963
United States Treasury Note/Bond	1.500%	1/31/22	103,100	101,747
United States Treasury Note/Bond	2.000%	2/15/22	91,945	93,812
United States Treasury Note/Bond	1.750%	2/28/22	103,455	103,730
United States Treasury Note/Bond	1.750%	3/31/22	89,648	89,872
United States Treasury Note/Bond	1.750%	5/15/22	125,130	125,423
United States Treasury Note/Bond	1.625%	8/15/22	174,847	173,399
United States Treasury Note/Bond	1.625%	11/15/22	268,815	266,210
United States Treasury Note/Bond	2.000%	2/15/23	125,190	127,204
United States Treasury Note/Bond	7.125%	2/15/23	25,000	34,918
United States Treasury Note/Bond	1.750%	5/15/23	364,530	362,481
United States Treasury Note/Bond	2.500%	8/15/23	554,725	583,759
United States Treasury Note/Bond	6.250%	8/15/23	38,500	51,855
United States Treasury Note/Bond	2.750%	11/15/23	338,122	362,531
United States Treasury Note/Bond	2.750%	2/15/24	296,273	317,474
United States Treasury Note/Bond	2.500%	5/15/24	403,864	424,182
United States Treasury Note/Bond	2.375%	8/15/24	283,156	294,349
United States Treasury Note/Bond	2.250%	11/15/24	319,419	328,401

United States Treasury Note/Bond	2.000%	2/15/25	484,104	487,130
				9,745,397
Agency Bonds and Notes (1.4%)
1 AID-Israel	5.500%	9/18/23	1,000	1,246
1 AID-Israel	5.500%	4/26/24	6,785	8,519
1 AID-Jordan	2.503%	10/30/20	7,250	7,467
1 AID-Tunisia	2.452%	7/24/21	2,175	2,208
2 Federal Farm Credit Banks	3.500%	12/20/23	4,250	4,665
2 Federal Home Loan Banks	3.375%	6/12/20	7,025	7,665
2 Federal Home Loan Banks	5.250%	12/11/20	3,400	4,053
2 Federal Home Loan Banks	5.625%	6/11/21	13,465	16,469
2 Federal Home Loan Banks	2.125%	3/10/23	7,200	7,207
2 Federal Home Loan Banks	5.375%	8/15/24	100	125
3 Federal Home Loan Mortgage Corp.	1.375%	5/1/20	42,530	42,219
3 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	63,680	65,917
3 Federal National Mortgage Assn.	2.625%	9/6/24	46,625	48,344
Private Export Funding Corp.	4.300%	12/15/21	9,940	11,212
Private Export Funding Corp.	2.800%	5/15/22	3,725	3,837
Private Export Funding Corp.	2.050%	11/15/22	10,276	10,048
Private Export Funding Corp.	3.550%	1/15/24	3,500	3,779
Private Export Funding Corp.	2.450%	7/15/24	3,350	3,339
2 Tennessee Valley Authority	3.875%	2/15/21	6,100	6,818
2 Tennessee Valley Authority	1.875%	8/15/22	8,175	7,978
2 Tennessee Valley Authority	2.875%	9/15/24	7,875	8,250
				271,365
Total U.S. Government and Agency Obligations (Cost $9,690,249)				10,016,762
Corporate Bonds (39.3%)
Finance (12.9%)
Banking (7.5%)
Abbey National Treasury Services plc	4.000%	3/13/24	7,050	7,548
American Express Co.	2.650%	12/2/22	10,048	10,013
American Express Co.	3.625%	12/5/24	4,775	4,890
Bancolombia SA	5.950%	6/3/21	6,400	7,055
Bank of America Corp.	5.625%	7/1/20	18,570	21,330
Bank of America Corp.	5.875%	1/5/21	7,600	8,862
Bank of America Corp.	5.000%	5/13/21	13,335	15,048
Bank of America Corp.	5.700%	1/24/22	13,275	15,491
Bank of America Corp.	3.300%	1/11/23	25,775	25,985
Bank of America Corp.	4.100%	7/24/23	16,450	17,484
Bank of America Corp.	4.125%	1/22/24	13,000	13,843
Bank of America Corp.	4.000%	4/1/24	19,420	20,609
Bank of America Corp.	4.200%	8/26/24	16,450	16,912
Bank of America Corp.	4.000%	1/22/25	14,750	14,916
Bank of Montreal	2.550%	11/6/22	6,500	6,482
Bank of New York Mellon Corp.	4.150%	2/1/21	2,000	2,198
Bank of New York Mellon Corp.	3.550%	9/23/21	4,275	4,562
Bank of New York Mellon Corp.	3.400%	5/15/24	5,700	5,959
Bank of New York Mellon Corp.	3.250%	9/11/24	9,000	9,273
Bank of New York Mellon Corp.	3.000%	2/24/25	4,750	4,819
Bank of Nova Scotia	4.375%	1/13/21	4,800	5,326
Bank of Nova Scotia	2.800%	7/21/21	6,500	6,650
Barclays Bank plc	5.140%	10/14/20	4,800	5,320
Barclays Bank plc	3.750%	5/15/24	12,400	13,035
Barclays plc	3.650%	3/16/25	11,500	11,567
BB&T Corp.	3.950%	3/22/22	1,600	1,707
BNP Paribas SA	5.000%	1/15/21	20,485	23,134

	BNP Paribas SA	3.250%	3/3/23	7,333	7,497
	BNP PARIBAS SA	4.250%	10/15/24	2,500	2,585
	BPCE SA	4.000%	4/15/24	7,900	8,392
	Capital One Bank USA NA	3.375%	2/15/23	8,340	8,446
	Capital One Financial Corp.	4.750%	7/15/21	7,500	8,372
	Capital One Financial Corp.	3.500%	6/15/23	5,050	5,166
	Capital One Financial Corp.	3.750%	4/24/24	2,400	2,492
	Capital One Financial Corp.	3.200%	2/5/25	6,750	6,688
	Capital One NA	2.950%	7/23/21	8,000	8,114
4,5 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	2,100	2,578
	Citigroup Inc.	5.375%	8/9/20	3,350	3,821
	Citigroup Inc.	4.500%	1/14/22	14,025	15,431
	Citigroup Inc.	4.050%	7/30/22	4,735	4,951
	Citigroup Inc.	3.375%	3/1/23	11,425	11,708
	Citigroup Inc.	3.500%	5/15/23	10,375	10,346
	Citigroup Inc.	3.875%	10/25/23	15,950	16,823
	Citigroup Inc.	3.750%	6/16/24	9,634	10,092
	Citigroup Inc.	4.000%	8/5/24	1,325	1,353
	Citigroup Inc.	3.875%	3/26/25	6,500	6,535
	Cooperatieve Centrale Raiffeisen-
	Boerenleenbank BA	4.500%	1/11/21	3,338	3,727
	Cooperatieve Centrale Raiffeisen-
	Boerenleenbank BA	3.875%	2/8/22	20,140	21,673
	Cooperatieve Centrale Raiffeisen-
	Boerenleenbank BA	3.950%	11/9/22	10,375	10,733
	Cooperatieve Centrale Raiffeisen-
	Boerenleenbank BA	4.625%	12/1/23	8,875	9,594
	Credit Suisse	4.375%	8/5/20	9,850	10,926
	Credit Suisse	3.000%	10/29/21	7,100	7,222
	Credit Suisse	3.625%	9/9/24	20,100	20,707
5	Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	3,700	3,731
	Deutsche Bank AG	3.700%	5/30/24	9,950	10,175
	Deutsche Bank AG	4.500%	4/1/25	650	650
4	Deutsche Bank AG	4.296%	5/24/28	7,625	7,537
	Discover Bank	7.000%	4/15/20	2,485	2,955
	Discover Bank	3.200%	8/9/21	1,000	1,007
	Discover Bank	4.200%	8/8/23	12,243	12,949
	Discover Financial Services	3.850%	11/21/22	6,093	6,251
	Discover Financial Services	3.950%	11/6/24	1,125	1,156
	Discover Financial Services	3.750%	3/4/25	3,000	3,025
	Fifth Third Bancorp	3.500%	3/15/22	2,098	2,193
	Fifth Third Bancorp	4.300%	1/16/24	4,425	4,728
	Fifth Third Bank	2.875%	10/1/21	4,700	4,757
	FirstMerit Corp.	4.350%	2/4/23	4,420	4,691
	Goldman Sachs Group Inc.	2.600%	4/23/20	12,000	12,090
	Goldman Sachs Group Inc.	6.000%	6/15/20	13,280	15,437
	Goldman Sachs Group Inc.	5.250%	7/27/21	21,395	24,271
	Goldman Sachs Group Inc.	5.750%	1/24/22	28,560	33,300
	Goldman Sachs Group Inc.	3.625%	1/22/23	10,232	10,544
	Goldman Sachs Group Inc.	4.000%	3/3/24	17,155	18,129
	Goldman Sachs Group Inc.	3.850%	7/8/24	13,100	13,691
	Goldman Sachs Group Inc.	3.500%	1/23/25	16,775	17,039
	HSBC Bank USA NA	4.875%	8/24/20	6,350	7,098
	HSBC Holdings plc	5.100%	4/5/21	16,654	18,977
	HSBC Holdings plc	4.875%	1/14/22	2,590	2,916
	HSBC Holdings plc	4.000%	3/30/22	14,225	15,292
	HSBC Holdings plc	4.250%	3/14/24	12,700	13,316

HSBC USA Inc.	5.000%	9/27/20	5,761	6,406
HSBC USA Inc.	3.500%	6/23/24	3,800	3,955
Huntington Bancshares Inc.	7.000%	12/15/20	1,600	1,934
Huntington National Bank	2.400%	4/1/20	3,500	3,521
Intesa Sanpaolo SPA	5.250%	1/12/24	7,000	7,873
JPMorgan Chase & Co.	4.400%	7/22/20	13,815	15,172
JPMorgan Chase & Co.	4.250%	10/15/20	19,650	21,391
JPMorgan Chase & Co.	4.625%	5/10/21	9,208	10,235
JPMorgan Chase & Co.	4.350%	8/15/21	17,175	18,860
JPMorgan Chase & Co.	4.500%	1/24/22	15,000	16,529
JPMorgan Chase & Co.	3.250%	9/23/22	14,775	15,110
JPMorgan Chase & Co.	3.200%	1/25/23	20,400	20,738
JPMorgan Chase & Co.	3.375%	5/1/23	10,550	10,613
JPMorgan Chase & Co.	3.875%	2/1/24	15,170	16,023
JPMorgan Chase & Co.	3.625%	5/13/24	14,025	14,593
JPMorgan Chase & Co.	3.875%	9/10/24	16,000	16,413
JPMorgan Chase & Co.	3.125%	1/23/25	15,000	14,993
KeyCorp	5.100%	3/24/21	6,085	6,902
Lloyds Bank plc	6.375%	1/21/21	9,025	10,913
Lloyds Banking Group plc	4.500%	11/4/24	3,475	3,601
Manufacturers & Traders Trust Co.	2.900%	2/6/25	8,225	8,155
Morgan Stanley	5.500%	7/24/20	8,925	10,212
Morgan Stanley	5.750%	1/25/21	7,675	8,919
Morgan Stanley	5.500%	7/28/21	17,510	20,302
Morgan Stanley	4.875%	11/1/22	12,205	13,312
Morgan Stanley	3.750%	2/25/23	26,048	27,317
Morgan Stanley	4.100%	5/22/23	11,190	11,645
Morgan Stanley	3.875%	4/29/24	14,600	15,311
Morgan Stanley	3.700%	10/23/24	18,390	19,126
MUFG Americas Holdings Corp.	3.500%	6/18/22	3,075	3,208
MUFG Americas Holdings Corp.	3.000%	2/10/25	3,900	3,834
National Australia Bank Ltd.	3.000%	1/20/23	4,350	4,435
Northern Trust Corp.	3.450%	11/4/20	2,900	3,110
Northern Trust Corp.	3.375%	8/23/21	2,750	2,929
Northern Trust Corp.	2.375%	8/2/22	4,895	4,828
People's United Bank	4.000%	7/15/24	1,675	1,719
People's United Financial Inc.	3.650%	12/6/22	2,775	2,821
PNC Bank NA	2.700%	11/1/22	4,400	4,367
PNC Bank NA	2.950%	1/30/23	4,800	4,813
PNC Bank NA	3.800%	7/25/23	3,375	3,580
PNC Bank NA	3.300%	10/30/24	6,262	6,512
PNC Bank NA	2.950%	2/23/25	1,800	1,797
PNC Financial Services Group Inc.	2.854%	11/9/22	3,625	3,658
PNC Financial Services Group Inc.	3.900%	4/29/24	7,550	7,896
PNC Funding Corp.	4.375%	8/11/20	1,815	2,018
PNC Funding Corp.	3.300%	3/8/22	8,075	8,462
Royal Bank of Scotland plc	5.625%	8/24/20	4,025	4,667
Royal Bank of Scotland plc	6.125%	1/11/21	7,700	9,183
State Street Corp.	4.375%	3/7/21	4,651	5,217
State Street Corp.	3.100%	5/15/23	5,425	5,468
State Street Corp.	3.700%	11/20/23	4,415	4,731
State Street Corp.	3.300%	12/16/24	4,000	4,155
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	4,600	4,711
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	875	881
Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	4,975	5,353
Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	2,075	2,246
Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	3,025	3,117

SunTrust Bank	2.750%	5/1/23	2,875	2,844
SVB Financial Group	3.500%	1/29/25	3,825	3,794
Synchrony Financial	3.750%	8/15/21	3,775	3,902
Synchrony Financial	4.250%	8/15/24	7,725	8,077
UBS AG	4.875%	8/4/20	11,275	12,770
US Bancorp	4.125%	5/24/21	5,975	6,613
US Bancorp	3.000%	3/15/22	6,120	6,310
US Bancorp	2.950%	7/15/22	7,925	8,076
US Bancorp	3.700%	1/30/24	1,900	2,036
US Bancorp	3.600%	9/11/24	4,700	4,910
US Bank NA/Cincinnati OH	2.800%	1/27/25	8,350	8,314
Wells Fargo & Co.	4.600%	4/1/21	17,095	19,189
Wells Fargo & Co.	3.500%	3/8/22	18,899	19,994
Wells Fargo & Co.	3.450%	2/13/23	12,930	13,207
Wells Fargo & Co.	4.125%	8/15/23	8,995	9,560
Wells Fargo & Co.	4.480%	1/16/24	4,139	4,495
Wells Fargo & Co.	3.300%	9/9/24	13,450	13,891
Wells Fargo & Co.	3.000%	2/19/25	13,100	13,111
Brokerage (0.5%)
Affiliated Managers Group Inc.	4.250%	2/15/24	2,225	2,372
Ameriprise Financial Inc.	4.000%	10/15/23	5,789	6,258
Ameriprise Financial Inc.	3.700%	10/15/24	3,050	3,208
BlackRock Inc.	4.250%	5/24/21	4,175	4,663
BlackRock Inc.	3.375%	6/1/22	4,175	4,382
BlackRock Inc.	3.500%	3/18/24	8,311	8,769
Brookfield Asset Management Inc.	4.000%	1/15/25	2,600	2,614
Charles Schwab Corp.	4.450%	7/22/20	5,550	6,205
Charles Schwab Corp.	3.225%	9/1/22	1,425	1,474
CME Group Inc.	3.000%	9/15/22	4,875	5,050
CME Group Inc.	3.000%	3/15/25	3,850	3,883
Eaton Vance Corp.	3.625%	6/15/23	1,800	1,852
Franklin Resources Inc.	4.625%	5/20/20	1,950	2,182
Franklin Resources Inc.	2.800%	9/15/22	2,075	2,114
Franklin Resources Inc.	2.850%	3/30/25	2,600	2,589
Intercontinental Exchange Inc.	4.000%	10/15/23	4,450	4,803
Invesco Finance plc	3.125%	11/30/22	4,050	4,087
Invesco Finance plc	4.000%	1/30/24	3,475	3,703
Jefferies Group LLC	6.875%	4/15/21	4,177	4,742
Jefferies Group LLC	5.125%	1/20/23	3,350	3,466
Lazard Group LLC	4.250%	11/14/20	1,875	2,003
Lazard Group LLC	3.750%	2/13/25	2,550	2,515
Legg Mason Inc.	3.950%	7/15/24	350	365
Leucadia National Corp.	5.500%	10/18/23	4,425	4,552
Stifel Financial Corp.	4.250%	7/18/24	1,725	1,761
TD Ameritrade Holding Corp.	2.950%	4/1/22	4,300	4,362
Finance Companies (0.9%)
Air Lease Corp.	3.875%	4/1/21	2,643	2,722
Air Lease Corp.	3.750%	2/1/22	4,800	4,884
Air Lease Corp.	4.250%	9/15/24	1,800	1,854
Block Financial LLC	5.500%	11/1/22	3,000	3,322
GATX Corp.	4.750%	6/15/22	1,800	1,991
GATX Corp.	3.900%	3/30/23	1,275	1,333
GATX Corp.	3.250%	3/30/25	2,125	2,105
General Electric Capital Corp.	5.550%	5/4/20	8,675	10,086
General Electric Capital Corp.	4.375%	9/16/20	11,550	12,806

General Electric Capital Corp.	4.625%	1/7/21	13,592	15,323
General Electric Capital Corp.	5.300%	2/11/21	16,702	19,259
General Electric Capital Corp.	4.650%	10/17/21	18,275	20,674
General Electric Capital Corp.	3.150%	9/7/22	11,700	12,108
General Electric Capital Corp.	3.100%	1/9/23	14,750	15,139
General Electric Capital Corp.	3.450%	5/15/24	7,786	8,203
HSBC Finance Corp.	6.676%	1/15/21	24,824	29,366
Prospect Capital Corp.	5.875%	3/15/23	1,575	1,628
Insurance (2.1%)
ACE INA Holdings Inc.	2.700%	3/13/23	1,525	1,516
ACE INA Holdings Inc.	3.350%	5/15/24	2,325	2,425
ACE INA Holdings Inc.	3.150%	3/15/25	7,500	7,661
AEGON Funding Co. LLC	5.750%	12/15/20	2,025	2,349
Aetna Inc.	4.125%	6/1/21	3,875	4,215
Aetna Inc.	2.750%	11/15/22	7,675	7,696
Aetna Inc.	3.500%	11/15/24	2,350	2,453
Aflac Inc.	4.000%	2/15/22	3,550	3,853
Aflac Inc.	3.625%	6/15/23	4,000	4,198
Aflac Inc.	3.625%	11/15/24	3,200	3,344
Aflac Inc.	3.250%	3/17/25	2,500	2,523
Alleghany Corp.	5.625%	9/15/20	1,450	1,623
Alleghany Corp.	4.950%	6/27/22	3,000	3,344
Allied World Assurance Co. Ltd.	5.500%	11/15/20	2,225	2,517
Allstate Corp.	3.150%	6/15/23	3,120	3,230
4 Allstate Corp.	5.750%	8/15/53	4,560	4,959
Alterra Finance LLC	6.250%	9/30/20	1,565	1,843
American International Group Inc.	3.375%	8/15/20	7,425	7,840
American International Group Inc.	6.400%	12/15/20	10,190	12,351
American International Group Inc.	4.875%	6/1/22	11,875	13,495
American International Group Inc.	4.125%	2/15/24	5,800	6,271
Anthem Inc.	4.350%	8/15/20	14,680	16,187
Anthem Inc.	3.700%	8/15/21	1,850	1,957
Anthem Inc.	3.125%	5/15/22	4,035	4,095
Anthem Inc.	3.300%	1/15/23	2,471	2,510
Anthem Inc.	3.500%	8/15/24	4,000	4,109
Aon Corp.	5.000%	9/30/20	4,550	5,129
Aon plc	4.000%	11/27/23	850	907
Aon plc	3.500%	6/14/24	2,350	2,419
Aspen Insurance Holdings Ltd.	6.000%	12/15/20	1,075	1,214
Aspen Insurance Holdings Ltd.	4.650%	11/15/23	2,400	2,532
Assurant Inc.	4.000%	3/15/23	1,725	1,794
Assured Guaranty US Holdings Inc.	5.000%	7/1/24	2,000	2,140
Axis Specialty Finance LLC	5.875%	6/1/20	5,288	6,049
Berkshire Hathaway Finance Corp.	2.900%	10/15/20	4,800	5,071
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	8,575	9,562
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	3,995	4,156
Berkshire Hathaway Inc.	3.750%	8/15/21	4,150	4,563
Berkshire Hathaway Inc.	3.000%	2/11/23	3,575	3,709
Brown & Brown Inc.	4.200%	9/15/24	5,575	5,719
Cigna Corp.	5.125%	6/15/20	1,491	1,702
Cigna Corp.	4.375%	12/15/20	1,920	2,102
Cigna Corp.	4.500%	3/15/21	2,475	2,736
Cigna Corp.	4.000%	2/15/22	3,825	4,172
Cigna Corp.	3.250%	4/15/25	4,000	4,082
CNA Financial Corp.	5.875%	8/15/20	1,800	2,083
CNA Financial Corp.	5.750%	8/15/21	3,455	3,986

CNA Financial Corp.	3.950%	5/15/24	3,125	3,241
Coventry Health Care Inc.	5.450%	6/15/21	7,545	8,746
Fidelity National Financial Inc.	5.500%	9/1/22	775	847
First American Financial Corp.	4.300%	2/1/23	1,425	1,427
First American Financial Corp.	4.600%	11/15/24	1,900	1,973
Hanover Insurance Group Inc.	6.375%	6/15/21	150	176
Hartford Financial Services Group Inc.	5.125%	4/15/22	4,975	5,705
Humana Inc.	3.150%	12/1/22	2,275	2,295
Humana Inc.	3.850%	10/1/24	4,475	4,700
Infinity Property & Casualty Corp.	5.000%	9/19/22	1,350	1,461
Kemper Corp.	4.350%	2/15/25	1,000	1,026
Lincoln National Corp.	4.200%	3/15/22	300	323
Lincoln National Corp.	4.000%	9/1/23	2,000	2,122
Loews Corp.	2.625%	5/15/23	2,425	2,367
Manulife Financial Corp.	4.900%	9/17/20	3,834	4,274
Markel Corp.	4.900%	7/1/22	3,450	3,807
Markel Corp.	3.625%	3/30/23	2,750	2,830
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	5,885	6,629
Marsh & McLennan Cos. Inc.	3.500%	6/3/24	2,125	2,192
MetLife Inc.	4.750%	2/8/21	9,775	11,075
MetLife Inc.	3.048%	12/15/22	2,075	2,129
MetLife Inc.	4.368%	9/15/23	3,210	3,562
MetLife Inc.	3.600%	4/10/24	5,350	5,654
MetLife Inc.	3.000%	3/1/25	5,000	4,996
Montpelier Re Holdings Ltd.	4.700%	10/15/22	1,425	1,502
Navigators Group Inc.	5.750%	10/15/23	2,000	2,193
Old Republic International Corp.	4.875%	10/1/24	2,525	2,702
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,925	2,028
PartnerRe Finance B LLC	5.500%	6/1/20	4,200	4,783
Primerica Inc.	4.750%	7/15/22	1,750	1,939
Principal Financial Group Inc.	3.300%	9/15/22	2,300	2,344
ProAssurance Corp.	5.300%	11/15/23	900	998
Progressive Corp.	3.750%	8/23/21	3,135	3,419
Prudential Financial Inc.	5.375%	6/21/20	2,000	2,302
Prudential Financial Inc.	4.500%	11/15/20	11,425	12,688
Prudential Financial Inc.	3.500%	5/15/24	3,950	4,062
4 Prudential Financial Inc.	5.875%	9/15/42	5,475	5,934
4 Prudential Financial Inc.	5.625%	6/15/43	8,775	9,345
4 Prudential Financial Inc.	5.200%	3/15/44	3,575	3,642
Reinsurance Group of America Inc.	5.000%	6/1/21	5,900	6,593
Reinsurance Group of America Inc.	4.700%	9/15/23	500	548
Symetra Financial Corp.	4.250%	7/15/24	1,000	1,042
Torchmark Corp.	3.800%	9/15/22	2,300	2,402
UnitedHealth Group Inc.	4.700%	2/15/21	2,725	3,094
UnitedHealth Group Inc.	3.375%	11/15/21	950	1,013
UnitedHealth Group Inc.	2.875%	12/15/21	5,550	5,695
UnitedHealth Group Inc.	2.875%	3/15/22	6,854	6,969
UnitedHealth Group Inc.	2.750%	2/15/23	8,300	8,382
UnitedHealth Group Inc.	2.875%	3/15/23	3,725	3,812
Unum Group	5.625%	9/15/20	1,650	1,883
Unum Group	4.000%	3/15/24	1,750	1,847
Voya Financial Inc.	5.500%	7/15/22	3,660	4,225
Willis Group Holdings plc	5.750%	3/15/21	3,900	4,387
WR Berkley Corp.	5.375%	9/15/20	1,875	2,120
WR Berkley Corp.	4.625%	3/15/22	3,050	3,301
XLIT Ltd.	5.750%	10/1/21	2,300	2,701
XLIT Ltd.	6.375%	11/15/24	875	1,076

XLIT Ltd.	4.450%	3/31/25	800	803
Other Finance (0.0%)
Apollo Investment Corp.	5.250%	3/3/25	1,000	1,014
Jones Lang LaSalle Inc.	4.400%	11/15/22	1,300	1,369
Real Estate Investment Trusts (1.9%)
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	3,063	3,262
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	2,025	2,092
American Campus Communities Operating
Partnership LP	3.750%	4/15/23	1,800	1,825
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	2,150	2,229
AvalonBay Communities Inc.	3.625%	10/1/20	5,495	5,812
AvalonBay Communities Inc.	2.950%	9/15/22	3,025	3,023
AvalonBay Communities Inc.	2.850%	3/15/23	1,500	1,485
AvalonBay Communities Inc.	4.200%	12/15/23	1,390	1,496
BioMed Realty LP	4.250%	7/15/22	2,000	2,090
Boston Properties LP	5.625%	11/15/20	5,425	6,312
Boston Properties LP	4.125%	5/15/21	5,310	5,751
Boston Properties LP	3.850%	2/1/23	3,800	4,018
Boston Properties LP	3.125%	9/1/23	4,237	4,267
Boston Properties LP	3.800%	2/1/24	4,000	4,205
Brandywine Operating Partnership LP	3.950%	2/15/23	2,100	2,124
Brandywine Operating Partnership LP	4.100%	10/1/24	2,715	2,764
Brixmor Operating Partnership LP	3.850%	2/1/25	7,650	7,656
Camden Property Trust	2.950%	12/15/22	10,275	10,060
Camden Property Trust	4.250%	1/15/24	900	960
Camden Property Trust	3.500%	9/15/24	2,000	2,026
CBL & Associates LP	5.250%	12/1/23	2,850	3,037
CBL & Associates LP	4.600%	10/15/24	2,490	2,528
Corporate Office Properties LP	3.700%	6/15/21	1,900	1,924
Corporate Office Properties LP	3.600%	5/15/23	4,450	4,322
CubeSmart LP	4.375%	12/15/23	3,150	3,387
DCT Industrial Operating Partnership LP	4.500%	10/15/23	1,475	1,568
DDR Corp.	7.875%	9/1/20	2,000	2,498
DDR Corp.	3.500%	1/15/21	1,625	1,675
DDR Corp.	4.625%	7/15/22	4,990	5,371
DDR Corp.	3.375%	5/15/23	925	917
DDR Corp.	3.625%	2/1/25	1,100	1,099
Digital Realty Trust LP	5.250%	3/15/21	5,775	6,403
Digital Realty Trust LP	3.625%	10/1/22	1,125	1,127
Duke Realty LP	3.875%	10/15/22	5,150	5,384
Duke Realty LP	3.625%	4/15/23	2,525	2,572
Duke Realty LP	3.750%	12/1/24	1,400	1,435
EPR Properties	7.750%	7/15/20	500	605
EPR Properties	5.750%	8/15/22	2,875	3,181
EPR Properties	5.250%	7/15/23	1,800	1,937
EPR Properties	4.500%	4/1/25	1,450	1,477
Equity One Inc.	3.750%	11/15/22	2,000	2,018
ERP Operating LP	4.750%	7/15/20	6,250	6,965
ERP Operating LP	4.625%	12/15/21	3,770	4,205
ERP Operating LP	3.000%	4/15/23	575	578
Essex Portfolio LP	3.250%	5/1/23	4,205	4,190
Essex Portfolio LP	3.500%	4/1/25	6,150	6,238
Excel Trust LP	4.625%	5/15/24	1,300	1,361
Federal Realty Investment Trust	3.000%	8/1/22	1,525	1,542

Federal Realty Investment Trust	2.750%	6/1/23	1,600	1,580
HCP Inc.	5.375%	2/1/21	8,872	9,977
HCP Inc.	4.250%	11/15/23	3,650	3,838
HCP Inc.	4.200%	3/1/24	4,342	4,539
HCP Inc.	3.400%	2/1/25	3,950	3,863
Health Care REIT Inc.	6.125%	4/15/20	3,750	4,355
Health Care REIT Inc.	4.950%	1/15/21	7,225	7,993
Health Care REIT Inc.	5.250%	1/15/22	1,800	2,018
Health Care REIT Inc.	3.750%	3/15/23	4,100	4,202
Healthcare Realty Trust Inc.	5.750%	1/15/21	1,500	1,695
Healthcare Realty Trust Inc.	3.750%	4/15/23	2,625	2,612
Healthcare Trust of America Holdings LP	3.375%	7/15/21	3,000	3,045
Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,625	1,631
Highwoods Realty LP	3.200%	6/15/21	4,600	4,689
Hospitality Properties Trust	5.000%	8/15/22	2,525	2,688
Hospitality Properties Trust	4.500%	6/15/23	2,875	2,962
Hospitality Properties Trust	4.650%	3/15/24	1,275	1,324
Kilroy Realty LP	3.800%	1/15/23	375	384
Kimco Realty Corp.	3.200%	5/1/21	1,500	1,538
Kimco Realty Corp.	3.125%	6/1/23	1,250	1,242
Lexington Realty Trust	4.400%	6/15/24	3,950	4,101
Liberty Property LP	4.750%	10/1/20	6,210	6,790
Liberty Property LP	4.400%	2/15/24	25	27
Liberty Property LP	3.750%	4/1/25	2,850	2,874
Mack-Cali Realty LP	4.500%	4/18/22	1,850	1,863
Mid-America Apartments LP	4.300%	10/15/23	2,525	2,696
Mid-America Apartments LP	3.750%	6/15/24	1,700	1,744
National Retail Properties Inc.	3.800%	10/15/22	1,900	1,972
National Retail Properties Inc.	3.300%	4/15/23	4,250	4,247
National Retail Properties Inc.	3.900%	6/15/24	3,400	3,533
Omega Healthcare Investors Inc.	6.750%	10/15/22	3,625	3,829
Omega Healthcare Investors Inc.	5.875%	3/15/24	2,075	2,207
Omega Healthcare Investors Inc.	4.950%	4/1/24	1,250	1,314
Piedmont Operating Partnership LP	3.400%	6/1/23	1,325	1,294
Piedmont Operating Partnership LP	4.450%	3/15/24	5,625	5,839
ProLogis LP	4.250%	8/15/23	8,535	9,187
Realty Income Corp.	5.750%	1/15/21	1,000	1,154
Realty Income Corp.	3.250%	10/15/22	4,035	4,046
Realty Income Corp.	4.650%	8/1/23	3,425	3,733
Regency Centers LP	4.800%	4/15/21	2,500	2,769
Retail Opportunity Investments Corp.	5.000%	12/15/23	1,150	1,260
Retail Properties of America Inc.	4.000%	3/15/25	2,400	2,426
Select Income REIT	4.150%	2/1/22	1,725	1,733
Select Income REIT	4.500%	2/1/25	2,200	2,203
Senior Housing Properties Trust	4.750%	5/1/24	2,475	2,567
Simon Property Group LP	4.375%	3/1/21	8,435	9,330
Simon Property Group LP	4.125%	12/1/21	11,700	12,855
Simon Property Group LP	3.375%	3/15/22	3,750	3,902
Simon Property Group LP	3.750%	2/1/24	1,125	1,187
Simon Property Group LP	3.375%	10/1/24	225	231
Tanger Properties LP	3.875%	12/1/23	3,175	3,309
Tanger Properties LP	3.750%	12/1/24	1,500	1,540
UDR Inc.	3.700%	10/1/20	250	264
UDR Inc.	4.625%	1/10/22	3,325	3,624
UDR Inc.	3.750%	7/1/24	750	778
Ventas Realty LP	3.750%	5/1/24	3,400	3,500
Ventas Realty LP	3.500%	2/1/25	1,000	1,003

Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	3,318	3,665
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	3,252	3,476
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	4,650	4,674
Vornado Realty LP	5.000%	1/15/22	2,000	2,211
5 Washington Prime Group LP	3.850%	4/1/20	1,750	1,765
Washington REIT	4.950%	10/1/20	3,150	3,406
Weingarten Realty Investors	3.375%	10/15/22	1,275	1,274
Weingarten Realty Investors	3.500%	4/15/23	2,275	2,284
Weingarten Realty Investors	4.450%	1/15/24	150	160
WP Carey Inc.	4.600%	4/1/24	2,675	2,775
WP Carey Inc.	4.000%	2/1/25	1,450	1,452
				2,476,909
Industrial (24.3%)
Basic Industry (2.4%)
Agrium Inc.	3.150%	10/1/22	3,785	3,793
Agrium Inc.	3.500%	6/1/23	8,300	8,483
Agrium Inc.	3.375%	3/15/25	750	751
Air Products & Chemicals Inc.	3.000%	11/3/21	6,100	6,323
Air Products & Chemicals Inc.	2.750%	2/3/23	1,250	1,263
Air Products & Chemicals Inc.	3.350%	7/31/24	1,900	1,980
Airgas Inc.	2.900%	11/15/22	750	746
Airgas Inc.	3.650%	7/15/24	1,650	1,708
Albemarle Corp.	4.500%	12/15/20	1,050	1,128
Albemarle Corp.	4.150%	12/1/24	2,500	2,601
Barrick Gold Corp.	3.850%	4/1/22	8,892	8,695
Barrick Gold Corp.	4.100%	5/1/23	7,820	7,723
Barrick North America Finance LLC	4.400%	5/30/21	6,654	6,819
BHP Billiton Finance USA Ltd.	3.250%	11/21/21	5,500	5,733
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	6,675	6,777
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	13,750	14,715
Braskem Finance Ltd.	6.450%	2/3/24	4,375	4,069
Cabot Corp.	3.700%	7/15/22	1,950	2,023
Carpenter Technology Corp.	5.200%	7/15/21	2,350	2,542
Carpenter Technology Corp.	4.450%	3/1/23	925	954
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	1,525	1,617
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	2,925	3,057
Celulosa Arauco y Constitucion SA	4.500%	8/1/24	2,000	2,041
CF Industries Inc.	7.125%	5/1/20	9,400	11,315
CF Industries Inc.	3.450%	6/1/23	1,250	1,262
Domtar Corp.	4.400%	4/1/22	600	629
Dow Chemical Co.	4.250%	11/15/20	7,200	7,873
Dow Chemical Co.	4.125%	11/15/21	8,150	8,861
Dow Chemical Co.	3.000%	11/15/22	7,135	7,169
Dow Chemical Co.	3.500%	10/1/24	6,950	7,068
Eastman Chemical Co.	4.500%	1/15/21	1,820	1,986
Eastman Chemical Co.	3.600%	8/15/22	8,162	8,494
Eastman Chemical Co.	3.800%	3/15/25	2,350	2,441
Ecolab Inc.	4.350%	12/8/21	7,150	7,882
EI du Pont de Nemours & Co.	3.625%	1/15/21	7,025	7,512
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,000	2,207
EI du Pont de Nemours & Co.	2.800%	2/15/23	4,800	4,786
FMC Corp.	3.950%	2/1/22	3,235	3,380
FMC Corp.	4.100%	2/1/24	1,500	1,591
Freeport-McMoRan Inc.	4.000%	11/14/21	2,500	2,440
Freeport-McMoRan Inc.	3.550%	3/1/22	12,300	11,398
Freeport-McMoRan Inc.	3.875%	3/15/23	11,939	11,067
Freeport-McMoRan Inc.	4.550%	11/14/24	3,300	3,166

Georgia-Pacific LLC	8.000%	1/15/24	2,750	3,648
Goldcorp Inc.	3.625%	6/9/21	1,500	1,530
Goldcorp Inc.	3.700%	3/15/23	6,730	6,675
International Paper Co.	7.500%	8/15/21	8,465	10,630
International Paper Co.	4.750%	2/15/22	6,335	7,005
International Paper Co.	3.650%	6/15/24	2,500	2,553
Kinross Gold Corp.	5.125%	9/1/21	2,450	2,406
Kinross Gold Corp.	5.950%	3/15/24	2,150	1,989
LYB International Finance BV	4.000%	7/15/23	4,150	4,393
LyondellBasell Industries NV	6.000%	11/15/21	8,750	10,281
LyondellBasell Industries NV	5.750%	4/15/24	4,325	5,084
Methanex Corp.	4.250%	12/1/24	1,000	1,018
Monsanto Co.	2.750%	7/15/21	5,000	5,120
Monsanto Co.	2.200%	7/15/22	1,450	1,408
Monsanto Co.	3.375%	7/15/24	5,500	5,711
Mosaic Co.	3.750%	11/15/21	1,500	1,588
Mosaic Co.	4.250%	11/15/23	5,600	5,987
NewMarket Corp.	4.100%	12/15/22	300	312
Newmont Mining Corp.	3.500%	3/15/22	8,519	8,248
Nucor Corp.	4.125%	9/15/22	3,450	3,702
Nucor Corp.	4.000%	8/1/23	2,785	2,926
Packaging Corp. of America	3.900%	6/15/22	1,900	1,977
Packaging Corp. of America	4.500%	11/1/23	6,650	7,159
Packaging Corp. of America	3.650%	9/15/24	1,300	1,323
Plains Exploration & Production Co.	6.500%	11/15/20	7,517	7,968
Plains Exploration & Production Co.	6.750%	2/1/22	2,152	2,276
Plains Exploration & Production Co.	6.875%	2/15/23	4,934	5,236
Plum Creek Timberlands LP	4.700%	3/15/21	3,300	3,621
Potash Corp. of Saskatchewan Inc.	3.625%	3/15/24	6,750	7,117
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	2,250	2,265
PPG Industries Inc.	3.600%	11/15/20	5,850	6,205
Praxair Inc.	4.050%	3/15/21	575	636
Praxair Inc.	3.000%	9/1/21	4,425	4,615
Praxair Inc.	2.450%	2/15/22	7,696	7,740
Praxair Inc.	2.200%	8/15/22	2,250	2,194
Praxair Inc.	2.650%	2/5/25	600	592
Rayonier Inc.	3.750%	4/1/22	1,750	1,782
Reliance Steel & Aluminum Co.	4.500%	4/15/23	2,125	2,144
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	3,325	3,577
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	5,775	6,079
Rio Tinto Finance USA plc	3.500%	3/22/22	5,500	5,679
Rio Tinto Finance USA plc	2.875%	8/21/22	16,975	16,835
Rock-Tenn Co.	4.000%	3/1/23	6,500	6,819
Rockwood Specialties Group Inc.	4.625%	10/15/20	6,250	6,531
RPM International Inc.	3.450%	11/15/22	2,900	2,888
Sigma-Aldrich Corp.	3.375%	11/1/20	750	786
Southern Copper Corp.	5.375%	4/16/20	1,725	1,910
Southern Copper Corp.	3.500%	11/8/22	1,500	1,502
Syngenta Finance NV	3.125%	3/28/22	2,500	2,545
Teck Resources Ltd.	4.750%	1/15/22	5,845	5,905
Teck Resources Ltd.	3.750%	2/1/23	4,200	3,946
Vale Overseas Ltd.	4.625%	9/15/20	6,400	6,373
Vale Overseas Ltd.	4.375%	1/11/22	13,370	12,843
Valspar Corp.	4.200%	1/15/22	1,550	1,658
Westlake Chemical Corp.	3.600%	7/15/22	550	556
Weyerhaeuser Co.	4.625%	9/15/23	3,500	3,847
Weyerhaeuser Co.	8.500%	1/15/25	100	135

Yamana Gold Inc.	4.950%	7/15/24	1,030	1,009
Capital Goods (1.9%)
3M Co.	2.000%	6/26/22	3,125	3,094
ABB Finance USA Inc.	2.875%	5/8/22	7,165	7,301
Bemis Co. Inc.	4.500%	10/15/21	1,500	1,659
Boeing Co.	2.350%	10/30/21	4,000	4,077
Boeing Co.	7.950%	8/15/24	287	409
Boeing Co.	2.850%	10/30/24	1,995	2,051
Boeing Co.	2.500%	3/1/25	1,800	1,787
Carlisle Cos. Inc.	3.750%	11/15/22	3,650	3,752
Caterpillar Financial Services Corp.	2.850%	6/1/22	2,750	2,807
Caterpillar Financial Services Corp.	3.750%	11/24/23	2,000	2,157
Caterpillar Financial Services Corp.	3.300%	6/9/24	1,000	1,042
Caterpillar Inc.	3.900%	5/27/21	4,435	4,881
Caterpillar Inc.	2.600%	6/26/22	8,900	8,994
Caterpillar Inc.	3.400%	5/15/24	10,000	10,487
Cooper US Inc.	3.875%	12/15/20	5,400	5,838
Crane Co.	4.450%	12/15/23	2,790	2,991
Danaher Corp.	3.900%	6/23/21	2,675	2,937
Deere & Co.	2.600%	6/8/22	13,350	13,411
Dover Corp.	4.300%	3/1/21	5,250	5,822
Eaton Corp.	2.750%	11/2/22	7,695	7,711
5 Embraer Overseas Ltd.	5.696%	9/16/23	4,043	4,286
Embraer SA	5.150%	6/15/22	1,800	1,877
Emerson Electric Co.	4.250%	11/15/20	1,400	1,564
Emerson Electric Co.	2.625%	2/15/23	5,525	5,546
Flowserve Corp.	3.500%	9/15/22	6,225	6,323
General Dynamics Corp.	3.875%	7/15/21	4,075	4,454
General Dynamics Corp.	2.250%	11/15/22	5,325	5,233
General Electric Co.	2.700%	10/9/22	21,875	22,263
General Electric Co.	3.375%	3/11/24	6,800	7,201
Honeywell International Inc.	4.250%	3/1/21	7,711	8,679
IDEX Corp.	4.200%	12/15/21	400	425
Illinois Tool Works Inc.	3.500%	3/1/24	4,000	4,252
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	5,725	6,112
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	1,500	1,512
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	4,200	4,258
John Deere Capital Corp.	2.800%	3/4/21	3,600	3,707
John Deere Capital Corp.	3.900%	7/12/21	4,300	4,715
John Deere Capital Corp.	3.150%	10/15/21	3,135	3,295
John Deere Capital Corp.	2.750%	3/15/22	425	434
John Deere Capital Corp.	2.800%	1/27/23	3,275	3,309
John Deere Capital Corp.	3.350%	6/12/24	1,500	1,581
Joy Global Inc.	5.125%	10/15/21	3,420	3,814
Kennametal Inc.	3.875%	2/15/22	2,425	2,514
L-3 Communications Corp.	4.750%	7/15/20	3,927	4,277
L-3 Communications Corp.	4.950%	2/15/21	6,400	7,057
L-3 Communications Corp.	3.950%	5/28/24	4,200	4,304
Leggett & Platt Inc.	3.800%	11/15/24	3,200	3,331
Lockheed Martin Corp.	3.350%	9/15/21	6,425	6,817
Lockheed Martin Corp.	2.900%	3/1/25	2,500	2,528
Martin Marietta Materials Inc.	4.250%	7/2/24	1,390	1,455
Mohawk Industries Inc.	3.850%	2/1/23	7,945	8,079
Northrop Grumman Corp.	3.500%	3/15/21	6,450	6,795
Northrop Grumman Corp.	3.250%	8/1/23	6,000	6,181
Owens Corning	4.200%	12/1/24	3,250	3,351

Parker-Hannifin Corp.	3.300%	11/21/24	6,000	6,282
Pentair Finance SA	5.000%	5/15/21	3,000	3,313
Pentair Finance SA	3.150%	9/15/22	3,100	3,074
Precision Castparts Corp.	2.500%	1/15/23	5,700	5,616
Raytheon Co.	3.125%	10/15/20	6,315	6,629
Raytheon Co.	2.500%	12/15/22	7,725	7,709
Republic Services Inc.	5.250%	11/15/21	10,313	11,911
Republic Services Inc.	3.550%	6/1/22	1,105	1,154
Republic Services Inc.	4.750%	5/15/23	825	932
Republic Services Inc.	3.200%	3/15/25	2,750	2,766
Rockwell Collins Inc.	3.100%	11/15/21	1,800	1,885
Rockwell Collins Inc.	3.700%	12/15/23	1,975	2,110
Roper Industries Inc.	3.125%	11/15/22	2,275	2,267
Snap-on Inc.	6.125%	9/1/21	2,825	3,397
Sonoco Products Co.	4.375%	11/1/21	1,100	1,194
Stanley Black & Decker Inc.	3.400%	12/1/21	4,775	5,041
Stanley Black & Decker Inc.	2.900%	11/1/22	1,825	1,855
Textron Inc.	3.650%	3/1/21	3,000	3,136
Textron Inc.	4.300%	3/1/24	1,500	1,605
Tyco International Finance SA/Tyco Fire &
Security Finance SCA	7.000%	12/15/19	600	714
United Technologies Corp.	4.500%	4/15/20	9,960	11,188
United Technologies Corp.	3.100%	6/1/22	15,200	15,824
Valmont Industries Inc.	6.625%	4/20/20	464	546
Waste Management Inc.	4.750%	6/30/20	4,800	5,360
Waste Management Inc.	4.600%	3/1/21	3,900	4,341
Waste Management Inc.	2.900%	9/15/22	500	504
Waste Management Inc.	3.125%	3/1/25	2,500	2,524
Communication (3.2%)
21st Century Fox America Inc.	5.650%	8/15/20	2,500	2,905
21st Century Fox America Inc.	4.500%	2/15/21	5,050	5,593
21st Century Fox America Inc.	3.000%	9/15/22	5,439	5,508
21st Century Fox America Inc.	8.875%	4/26/23	1,255	1,708
21st Century Fox America Inc.	4.000%	10/1/23	1,750	1,879
21st Century Fox America Inc.	3.700%	9/15/24	2,775	2,934
America Movil SAB de CV	3.125%	7/16/22	8,050	8,178
American Tower Corp.	5.050%	9/1/20	3,070	3,391
American Tower Corp.	3.450%	9/15/21	4,100	4,183
American Tower Corp.	5.900%	11/1/21	3,400	3,913
American Tower Corp.	4.700%	3/15/22	550	588
American Tower Corp.	3.500%	1/31/23	10,301	10,209
American Tower Corp.	5.000%	2/15/24	3,825	4,182
AT&T Inc.	4.450%	5/15/21	6,682	7,319
AT&T Inc.	3.875%	8/15/21	10,550	11,159
AT&T Inc.	3.000%	2/15/22	10,725	10,771
AT&T Inc.	2.625%	12/1/22	7,850	7,645
AT&T Inc.	3.900%	3/11/24	3,025	3,167
CBS Corp.	5.750%	4/15/20	220	253
CBS Corp.	4.300%	2/15/21	1,300	1,405
CBS Corp.	3.700%	8/15/24	9,000	9,258
CBS Corp.	3.500%	1/15/25	3,000	3,025
CC Holdings GS V LLC / Crown Castle GS III
Corp.	3.849%	4/15/23	6,250	6,318
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	5,923	8,607
Comcast Corp.	3.125%	7/15/22	4,825	4,998

Comcast Corp.	2.850%	1/15/23	7,000	7,112
Comcast Corp.	3.600%	3/1/24	6,195	6,638
Comcast Corp.	3.375%	2/15/25	2,275	2,377
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.600%	2/15/21	5,100	5,554
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	10,056	11,185
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	5,150	5,338
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.450%	4/1/24	9,165	9,802
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.950%	1/15/25	5,500	5,666
Discovery Communications LLC	5.050%	6/1/20	5,700	6,347
Discovery Communications LLC	4.375%	6/15/21	4,750	5,121
Discovery Communications LLC	3.300%	5/15/22	1,900	1,910
Discovery Communications LLC	3.450%	3/15/25	3,400	3,397
Interpublic Group of Cos. Inc.	4.000%	3/15/22	3,000	3,160
Interpublic Group of Cos. Inc.	3.750%	2/15/23	2,000	2,059
Interpublic Group of Cos. Inc.	4.200%	4/15/24	2,675	2,838
Moody's Corp.	5.500%	9/1/20	200	229
Moody's Corp.	4.500%	9/1/22	7,450	8,099
Moody's Corp.	4.875%	2/15/24	8,450	9,389
NBCUniversal Media LLC	5.150%	4/30/20	11,438	13,133
NBCUniversal Media LLC	4.375%	4/1/21	6,484	7,219
NBCUniversal Media LLC	2.875%	1/15/23	7,850	7,973
Omnicom Group Inc.	4.450%	8/15/20	10,700	11,777
Omnicom Group Inc.	3.625%	5/1/22	3,000	3,148
Omnicom Group Inc.	3.650%	11/1/24	9,110	9,445
Orange SA	4.125%	9/14/21	8,325	9,114
Qwest Corp.	6.750%	12/1/21	5,270	6,054
Reed Elsevier Capital Inc.	3.125%	10/15/22	6,313	6,336
Rogers Communications Inc.	3.000%	3/15/23	2,665	2,654
Rogers Communications Inc.	4.100%	10/1/23	6,550	6,985
Scripps Networks Interactive Inc.	3.900%	11/15/24	2,400	2,476
Telefonica Emisiones SAU	5.134%	4/27/20	6,700	7,549
Telefonica Emisiones SAU	5.462%	2/16/21	10,560	12,045
Telefonica Emisiones SAU	4.570%	4/27/23	3,900	4,277
Thomson Reuters Corp.	3.950%	9/30/21	1,375	1,476
Thomson Reuters Corp.	4.300%	11/23/23	6,200	6,667
Time Warner Cable Inc.	4.125%	2/15/21	3,675	3,941
Time Warner Cable Inc.	4.000%	9/1/21	8,500	9,076
Time Warner Entertainment Co. LP	8.375%	3/15/23	1,703	2,290
Time Warner Inc.	4.700%	1/15/21	4,285	4,758
Time Warner Inc.	4.750%	3/29/21	9,325	10,404
Time Warner Inc.	4.000%	1/15/22	5,900	6,311
Time Warner Inc.	3.400%	6/15/22	4,026	4,145
Time Warner Inc.	4.050%	12/15/23	2,675	2,863
Time Warner Inc.	3.550%	6/1/24	1,725	1,784
Verizon Communications Inc.	4.500%	9/15/20	25,410	27,973
Verizon Communications Inc.	3.450%	3/15/21	5,500	5,745
Verizon Communications Inc.	4.600%	4/1/21	9,092	10,075
Verizon Communications Inc.	3.000%	11/1/21	13,750	14,034
Verizon Communications Inc.	3.500%	11/1/21	14,986	15,662
Verizon Communications Inc.	2.450%	11/1/22	3,125	3,034
Verizon Communications Inc.	5.150%	9/15/23	53,430	61,253
Verizon Communications Inc.	4.150%	3/15/24	6,625	7,084

Verizon Communications Inc.	3.500%	11/1/24	14,000	14,251
Viacom Inc.	4.500%	3/1/21	950	1,029
Viacom Inc.	3.125%	6/15/22	4,875	4,870
Viacom Inc.	4.250%	9/1/23	7,925	8,372
Viacom Inc.	3.875%	4/1/24	7,675	7,871
Vodafone Group plc	4.375%	3/16/21	3,399	3,758
Vodafone Group plc	2.500%	9/26/22	4,650	4,489
Vodafone Group plc	2.950%	2/19/23	9,630	9,477
Walt Disney Co.	3.750%	6/1/21	1,600	1,741
Walt Disney Co.	2.750%	8/16/21	6,175	6,418
Walt Disney Co.	2.550%	2/15/22	6,000	6,083
Walt Disney Co.	2.350%	12/1/22	3,925	3,914
WPP Finance 2010	4.750%	11/21/21	10,089	11,349
WPP Finance 2010	3.750%	9/19/24	4,050	4,220
Consumer Cyclical (2.8%)
Advance Auto Parts Inc.	5.750%	5/1/20	1,725	1,950
Advance Auto Parts Inc.	4.500%	1/15/22	1,500	1,610
Advance Auto Parts Inc.	4.500%	12/1/23	3,646	3,910
5 Alibaba Group Holding Ltd.	3.125%	11/28/21	10,500	10,484
5 Alibaba Group Holding Ltd.	3.600%	11/28/24	13,425	13,490
Amazon.com Inc.	3.300%	12/5/21	3,200	3,325
Amazon.com Inc.	2.500%	11/29/22	10,900	10,683
Amazon.com Inc.	3.800%	12/5/24	7,750	8,153
AutoZone Inc.	4.000%	11/15/20	250	269
AutoZone Inc.	3.700%	4/15/22	8,900	9,292
AutoZone Inc.	3.125%	7/15/23	2,025	2,021
Bed Bath & Beyond Inc.	3.749%	8/1/24	1,425	1,481
BorgWarner Inc.	4.625%	9/15/20	950	1,051
BorgWarner Inc.	3.375%	3/15/25	2,200	2,259
Brinker International Inc.	3.875%	5/15/23	3,550	3,551
Carnival Corp.	3.950%	10/15/20	3,325	3,530
5 CDK Global Inc.	4.500%	10/15/24	1,450	1,488
Costco Wholesale Corp.	2.250%	2/15/22	3,000	2,994
Cummins Inc.	3.650%	10/1/23	2,839	3,047
CVS Health Corp.	4.750%	5/18/20	50	56
CVS Health Corp.	2.750%	12/1/22	8,135	8,174
CVS Health Corp.	4.000%	12/5/23	8,600	9,313
CVS Health Corp.	3.375%	8/12/24	3,750	3,885
Delphi Corp.	5.000%	2/15/23	3,070	3,293
Delphi Corp.	4.150%	3/15/24	3,000	3,191
Dollar General Corp.	3.250%	4/15/23	5,120	4,982
eBay Inc.	3.250%	10/15/20	2,935	3,032
eBay Inc.	2.875%	8/1/21	3,800	3,811
eBay Inc.	2.600%	7/15/22	5,175	4,945
eBay Inc.	3.450%	8/1/24	5,975	5,900
Expedia Inc.	5.950%	8/15/20	6,775	7,634
Expedia Inc.	4.500%	8/15/24	1,980	2,001
Family Dollar Stores Inc.	5.000%	2/1/21	1,450	1,525
Ford Motor Credit Co. LLC	5.750%	2/1/21	8,625	10,022
Ford Motor Credit Co. LLC	5.875%	8/2/21	10,325	12,132
Ford Motor Credit Co. LLC	3.219%	1/9/22	2,000	2,038
Ford Motor Credit Co. LLC	4.250%	9/20/22	9,650	10,344
Ford Motor Credit Co. LLC	4.375%	8/6/23	8,000	8,652
Ford Motor Credit Co. LLC	3.664%	9/8/24	3,750	3,857
Gap Inc.	5.950%	4/12/21	10,755	12,283
Home Depot Inc.	3.950%	9/15/20	400	441

Home Depot Inc.	4.400%	4/1/21	10,033	11,292
Home Depot Inc.	2.700%	4/1/23	2,175	2,209
Home Depot Inc.	3.750%	2/15/24	6,475	7,050
Host Hotels & Resorts LP	6.000%	10/1/21	3,000	3,474
Host Hotels & Resorts LP	5.250%	3/15/22	5,500	6,096
Host Hotels & Resorts LP	4.750%	3/1/23	922	994
Host Hotels & Resorts LP	3.750%	10/15/23	375	380
Hyatt Hotels Corp.	5.375%	8/15/21	900	1,025
Hyatt Hotels Corp.	3.375%	7/15/23	2,025	2,045
Johnson Controls Inc.	4.250%	3/1/21	850	922
Johnson Controls Inc.	3.750%	12/1/21	3,850	4,057
Johnson Controls Inc.	3.625%	7/2/24	3,725	3,860
Kohl's Corp.	4.000%	11/1/21	4,550	4,840
Kohl's Corp.	3.250%	2/1/23	3,810	3,799
Lowe's Cos. Inc.	4.625%	4/15/20	2,750	3,061
Lowe's Cos. Inc.	3.750%	4/15/21	500	542
Lowe's Cos. Inc.	3.800%	11/15/21	5,870	6,382
Lowe's Cos. Inc.	3.120%	4/15/22	4,450	4,641
Lowe's Cos. Inc.	3.875%	9/15/23	2,600	2,837
Lowe's Cos. Inc.	3.125%	9/15/24	2,000	2,062
Macy's Retail Holdings Inc.	3.875%	1/15/22	9,268	9,867
Macy's Retail Holdings Inc.	2.875%	2/15/23	1,500	1,492
Macy's Retail Holdings Inc.	4.375%	9/1/23	575	632
Macy's Retail Holdings Inc.	3.625%	6/1/24	7,050	7,308
Magna International Inc.	3.625%	6/15/24	4,500	4,651
Marriott International Inc.	3.375%	10/15/20	3,275	3,423
Marriott International Inc.	3.125%	10/15/21	3,250	3,343
Marriott International Inc.	3.250%	9/15/22	2,600	2,650
MasterCard Inc.	3.375%	4/1/24	5,025	5,282
McDonald's Corp.	3.500%	7/15/20	750	809
McDonald's Corp.	3.625%	5/20/21	4,853	5,222
McDonald's Corp.	2.625%	1/15/22	5,800	5,892
McDonald's Corp.	3.250%	6/10/24	800	832
NIKE Inc.	2.250%	5/1/23	2,473	2,460
Nordstrom Inc.	4.750%	5/1/20	2,675	3,015
Nordstrom Inc.	4.000%	10/15/21	3,254	3,537
NVR Inc.	3.950%	9/15/22	4,725	4,945
O'Reilly Automotive Inc.	4.875%	1/14/21	2,037	2,279
O'Reilly Automotive Inc.	3.800%	9/1/22	2,500	2,611
O'Reilly Automotive Inc.	3.850%	6/15/23	2,175	2,273
Priceline Group Inc.	3.650%	3/15/25	2,500	2,544
QVC Inc.	5.125%	7/2/22	3,900	4,150
QVC Inc.	4.375%	3/15/23	3,225	3,284
QVC Inc.	4.850%	4/1/24	2,875	2,985
QVC Inc.	4.450%	2/15/25	250	252
Ross Stores Inc.	3.375%	9/15/24	1,275	1,306
Signet UK Finance plc	4.700%	6/15/24	2,950	3,022
Staples Inc.	4.375%	1/12/23	3,025	3,010
Starbucks Corp.	3.850%	10/1/23	6,650	7,263
Starwood Hotels & Resorts Worldwide Inc.	3.125%	2/15/23	2,355	2,338
Target Corp.	3.875%	7/15/20	5,225	5,731
Target Corp.	2.900%	1/15/22	4,475	4,608
Target Corp.	3.500%	7/1/24	4,750	5,039
5 Tiffany & Co.	3.800%	10/1/24	1,325	1,348
TJX Cos. Inc.	2.750%	6/15/21	6,850	6,994
TJX Cos. Inc.	2.500%	5/15/23	425	419
Toyota Motor Credit Corp.	4.500%	6/17/20	7,075	7,951

Toyota Motor Credit Corp.	4.250%	1/11/21	3,475	3,858
Toyota Motor Credit Corp.	2.750%	5/17/21	3,109	3,210
Toyota Motor Credit Corp.	3.400%	9/15/21	6,005	6,390
Toyota Motor Credit Corp.	3.300%	1/12/22	8,550	9,061
VF Corp.	3.500%	9/1/21	3,575	3,854
Wal-Mart Stores Inc.	3.625%	7/8/20	16,832	18,326
Wal-Mart Stores Inc.	3.250%	10/25/20	8,200	8,783
Wal-Mart Stores Inc.	4.250%	4/15/21	6,150	6,885
Wal-Mart Stores Inc.	2.550%	4/11/23	9,300	9,354
Wal-Mart Stores Inc.	3.300%	4/22/24	9,125	9,637
Walgreen Co.	3.100%	9/15/22	6,175	6,224
Walgreens Boots Alliance Inc.	3.300%	11/18/21	15,225	15,696
Walgreens Boots Alliance Inc.	3.800%	11/18/24	9,700	10,016
Wyndham Worldwide Corp.	4.250%	3/1/22	4,185	4,355
Wyndham Worldwide Corp.	3.900%	3/1/23	5,325	5,434
Consumer Noncyclical (5.7%)
Abbott Laboratories	4.125%	5/27/20	4,825	5,347
Abbott Laboratories	2.550%	3/15/22	2,500	2,511
Abbott Laboratories	2.950%	3/15/25	4,300	4,352
AbbVie Inc.	2.900%	11/6/22	16,290	16,125
Actavis Funding SCS	3.450%	3/15/22	17,268	17,610
Actavis Funding SCS	3.850%	6/15/24	9,100	9,399
Actavis Funding SCS	3.800%	3/15/25	23,061	23,760
Actavis Inc.	3.250%	10/1/22	8,950	8,932
Agilent Technologies Inc.	5.000%	7/15/20	3,100	3,381
Agilent Technologies Inc.	3.200%	10/1/22	4,475	4,416
Agilent Technologies Inc.	3.875%	7/15/23	3,000	3,078
Allergan Inc.	3.375%	9/15/20	3,018	3,127
Allergan Inc.	2.800%	3/15/23	2,100	2,014
Altria Group Inc.	4.750%	5/5/21	9,850	10,984
Altria Group Inc.	2.850%	8/9/22	10,095	10,035
Altria Group Inc.	2.950%	5/2/23	750	749
Altria Group Inc.	4.000%	1/31/24	13,525	14,521
AmerisourceBergen Corp.	3.500%	11/15/21	4,900	5,183
AmerisourceBergen Corp.	3.400%	5/15/24	3,200	3,286
AmerisourceBergen Corp.	3.250%	3/1/25	400	405
Amgen Inc.	3.450%	10/1/20	5,800	6,104
Amgen Inc.	4.100%	6/15/21	7,025	7,618
Amgen Inc.	3.875%	11/15/21	11,800	12,689
Amgen Inc.	3.625%	5/15/22	6,100	6,430
Amgen Inc.	3.625%	5/22/24	8,500	8,914
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	8,375	8,244
Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	8,015	8,478
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	4,680	5,335
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	1,175	1,308
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	18,200	17,960
Archer-Daniels-Midland Co.	4.479%	3/1/21	4,150	4,652
Baxter International Inc.	2.400%	8/15/22	1,625	1,567
Baxter International Inc.	3.200%	6/15/23	7,725	7,825
Beam Suntory Inc.	3.250%	5/15/22	925	933
Beam Suntory Inc.	3.250%	6/15/23	500	504
Becton Dickinson & Co.	3.250%	11/12/20	5,473	5,691
Becton Dickinson & Co.	3.125%	11/8/21	8,530	8,771
Becton Dickinson & Co.	3.734%	12/15/24	9,790	10,256
Bio-Rad Laboratories Inc.	4.875%	12/15/20	2,000	2,180
Boston Scientific Corp.	4.125%	10/1/23	3,081	3,256

Bristol-Myers Squibb Co.	2.000%	8/1/22	7,825	7,554
Bristol-Myers Squibb Co.	7.150%	6/15/23	425	564
Brown-Forman Corp.	2.250%	1/15/23	800	774
Campbell Soup Co.	4.250%	4/15/21	1,568	1,716
Campbell Soup Co.	2.500%	8/2/22	3,000	2,927
Campbell Soup Co.	3.300%	3/19/25	1,900	1,931
Cardinal Health Inc.	4.625%	12/15/20	4,675	5,224
Cardinal Health Inc.	3.200%	6/15/22	100	103
Cardinal Health Inc.	3.200%	3/15/23	2,950	3,023
CareFusion Corp.	3.300%	3/1/23	2,000	2,025
Catholic Health Initiatives Colorado GO	2.950%	11/1/22	3,200	3,185
Celgene Corp.	3.950%	10/15/20	1,960	2,113
Celgene Corp.	3.250%	8/15/22	6,175	6,313
Celgene Corp.	4.000%	8/15/23	3,400	3,670
Celgene Corp.	3.625%	5/15/24	6,025	6,250
Clorox Co.	3.800%	11/15/21	100	108
Clorox Co.	3.050%	9/15/22	4,488	4,530
Clorox Co.	3.500%	12/15/24	4,000	4,072
Coca-Cola Co.	2.450%	11/1/20	9,025	9,289
Coca-Cola Co.	3.150%	11/15/20	3,785	4,024
Coca-Cola Co.	3.300%	9/1/21	9,925	10,589
Coca-Cola Co.	2.500%	4/1/23	925	926
Coca-Cola Co.	3.200%	11/1/23	12,350	12,964
Coca-Cola Enterprises Inc.	3.500%	9/15/20	2,350	2,504
Coca-Cola Enterprises Inc.	4.500%	9/1/21	2,000	2,220
Coca-Cola Femsa SAB de CV	3.875%	11/26/23	6,900	7,367
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	300	411
Colgate-Palmolive Co.	2.450%	11/15/21	5,250	5,394
Colgate-Palmolive Co.	2.300%	5/3/22	4,000	3,992
Colgate-Palmolive Co.	1.950%	2/1/23	2,500	2,417
Colgate-Palmolive Co.	2.100%	5/1/23	1,932	1,887
Colgate-Palmolive Co.	3.250%	3/15/24	1,500	1,580
ConAgra Foods Inc.	3.250%	9/15/22	3,175	3,173
ConAgra Foods Inc.	3.200%	1/25/23	6,515	6,413
Covidien International Finance SA	3.200%	6/15/22	6,475	6,719
Covidien International Finance SA	2.950%	6/15/23	10,175	10,323
CR Bard Inc.	4.400%	1/15/21	2,293	2,510
DENTSPLY International Inc.	4.125%	8/15/21	2,775	2,960
Diageo Capital plc	4.828%	7/15/20	2,665	3,024
Diageo Capital plc	2.625%	4/29/23	6,085	6,022
Diageo Investment Corp.	2.875%	5/11/22	12,050	12,240
Dignity Health	3.812%	11/1/24	3,000	3,160
Dignity Health California GO	3.125%	11/1/22	1,600	1,608
Dr Pepper Snapple Group Inc.	3.200%	11/15/21	3,000	3,122
Dr Pepper Snapple Group Inc.	2.700%	11/15/22	1,500	1,474
Energizer Holdings Inc.	4.700%	5/19/21	2,400	2,539
Energizer Holdings Inc.	4.700%	5/24/22	3,650	3,768
Estee Lauder Cos. Inc.	2.350%	8/15/22	2,603	2,582
Express Scripts Holding Co.	4.750%	11/15/21	3,823	4,303
Express Scripts Holding Co.	3.900%	2/15/22	12,175	12,919
Express Scripts Holding Co.	3.500%	6/15/24	5,900	6,073
Flowers Foods Inc.	4.375%	4/1/22	2,750	2,947
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	1,600	1,534
General Mills Inc.	3.150%	12/15/21	5,700	5,907
General Mills Inc.	3.650%	2/15/24	2,264	2,378
Gilead Sciences Inc.	4.500%	4/1/21	4,585	5,153
Gilead Sciences Inc.	4.400%	12/1/21	7,325	8,190

Gilead Sciences Inc.	3.700%	4/1/24	15,400	16,419
Gilead Sciences Inc.	3.500%	2/1/25	725	764
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	4,650	4,680
GlaxoSmithKline Capital plc	2.850%	5/8/22	12,375	12,566
Hasbro Inc.	3.150%	5/15/21	2,000	2,038
Hershey Co.	4.125%	12/1/20	2,800	3,103
Hershey Co.	2.625%	5/1/23	3,000	3,001
Hillshire Brands Co.	4.100%	9/15/20	173	181
Hormel Foods Corp.	4.125%	4/15/21	875	973
Ingredion Inc.	4.625%	11/1/20	2,000	2,202
International Flavors & Fragrances Inc.	3.200%	5/1/23	1,525	1,528
JM Smucker Co.	3.500%	10/15/21	3,950	4,156
5 JM Smucker Co.	3.000%	3/15/22	1,900	1,927
5 JM Smucker Co.	3.500%	3/15/25	6,200	6,363
Johnson & Johnson	2.950%	9/1/20	2,000	2,121
Johnson & Johnson	3.550%	5/15/21	675	744
Johnson & Johnson	2.450%	12/5/21	3,000	3,117
Johnson & Johnson	3.375%	12/5/23	6,000	6,460
Kaiser Foundation Hospitals	3.500%	4/1/22	1,905	1,957
Kellogg Co.	4.000%	12/15/20	4,923	5,322
Kimberly-Clark Corp.	3.625%	8/1/20	1,000	1,085
Kimberly-Clark Corp.	3.875%	3/1/21	2,095	2,316
Kimberly-Clark Corp.	2.400%	3/1/22	1,600	1,602
Kimberly-Clark Corp.	2.400%	6/1/23	1,625	1,613
Kimberly-Clark Corp.	2.650%	3/1/25	1,625	1,626
Koninklijke Philips NV	3.750%	3/15/22	6,700	7,025
Kraft Foods Group Inc.	3.500%	6/6/22	14,350	14,847
Kroger Co.	3.300%	1/15/21	5,125	5,351
Kroger Co.	2.950%	11/1/21	3,250	3,310
Kroger Co.	3.400%	4/15/22	3,000	3,108
Kroger Co.	3.850%	8/1/23	2,160	2,301
Kroger Co.	4.000%	2/1/24	7,936	8,547
Laboratory Corp. of America Holdings	4.625%	11/15/20	1,000	1,098
Laboratory Corp. of America Holdings	3.200%	2/1/22	2,400	2,419
Laboratory Corp. of America Holdings	3.750%	8/23/22	2,600	2,702
Laboratory Corp. of America Holdings	4.000%	11/1/23	1,875	1,985
Laboratory Corp. of America Holdings	3.600%	2/1/25	2,100	2,109
Life Technologies Corp.	5.000%	1/15/21	4,025	4,477
Lorillard Tobacco Co.	6.875%	5/1/20	3,975	4,728
Lorillard Tobacco Co.	3.750%	5/20/23	2,975	3,029
Mattel Inc.	3.150%	3/15/23	2,000	2,003
McCormick & Co. Inc.	3.900%	7/15/21	1,850	2,035
McCormick & Co. Inc.	3.500%	9/1/23	475	507
McKesson Corp.	4.750%	3/1/21	3,300	3,681
McKesson Corp.	2.700%	12/15/22	2,000	1,982
McKesson Corp.	3.796%	3/15/24	7,550	7,927
Medtronic Inc.	4.125%	3/15/21	200	220
Medtronic Inc.	3.125%	3/15/22	3,385	3,502
5 Medtronic Inc.	3.150%	3/15/22	15,195	15,752
Medtronic Inc.	2.750%	4/1/23	7,450	7,477
Medtronic Inc.	3.625%	3/15/24	2,800	2,972
5 Medtronic Inc.	3.500%	3/15/25	1,016	1,062
Merck & Co. Inc.	3.875%	1/15/21	11,550	12,584
Merck & Co. Inc.	2.350%	2/10/22	2,700	2,703
Merck & Co. Inc.	2.400%	9/15/22	6,220	6,211
Merck & Co. Inc.	2.800%	5/18/23	9,350	9,513
Merck & Co. Inc.	2.750%	2/10/25	12,950	12,916

Molson Coors Brewing Co.	3.500%	5/1/22	2,300	2,373
Mondelez International Inc.	4.000%	2/1/24	11,647	12,609
Mylan Inc.	4.200%	11/29/23	6,725	7,151
Newell Rubbermaid Inc.	4.000%	6/15/22	4,900	5,169
Newell Rubbermaid Inc.	4.000%	12/1/24	2,100	2,213
Novartis Capital Corp.	4.400%	4/24/20	6,300	7,064
Novartis Capital Corp.	2.400%	9/21/22	5,777	5,793
Novartis Capital Corp.	3.400%	5/6/24	13,125	13,991
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	1,325	1,410
PepsiCo Inc.	3.125%	11/1/20	4,400	4,666
PepsiCo Inc.	3.000%	8/25/21	9,150	9,592
PepsiCo Inc.	2.750%	3/5/22	6,650	6,780
PepsiCo Inc.	2.750%	3/1/23	9,300	9,399
PepsiCo Inc.	3.600%	3/1/24	2,925	3,118
PerkinElmer Inc.	5.000%	11/15/21	3,850	4,295
Perrigo Co. plc	4.000%	11/15/23	4,725	4,935
Perrigo Finance plc	3.500%	12/15/21	2,800	2,894
Perrigo Finance plc	3.900%	12/15/24	2,065	2,132
Pfizer Inc.	3.000%	6/15/23	4,743	4,854
Pfizer Inc.	3.400%	5/15/24	12,250	12,817
Philip Morris International Inc.	4.125%	5/17/21	2,000	2,209
Philip Morris International Inc.	2.900%	11/15/21	5,500	5,645
Philip Morris International Inc.	2.500%	8/22/22	3,625	3,598
Philip Morris International Inc.	2.625%	3/6/23	3,700	3,678
Philip Morris International Inc.	3.600%	11/15/23	3,275	3,466
Philip Morris International Inc.	3.250%	11/10/24	5,600	5,739
Procter & Gamble Co.	2.300%	2/6/22	5,000	5,060
Procter & Gamble Co.	3.100%	8/15/23	10,420	10,953
Quest Diagnostics Inc.	4.700%	4/1/21	1,350	1,488
Quest Diagnostics Inc.	4.250%	4/1/24	1,700	1,816
Quest Diagnostics Inc.	3.500%	3/30/25	2,200	2,204
Reynolds American Inc.	3.250%	11/1/22	4,350	4,327
Reynolds American Inc.	4.850%	9/15/23	3,000	3,319
Sanofi	4.000%	3/29/21	14,250	15,659
St. Jude Medical Inc.	3.250%	4/15/23	9,285	9,483
Stryker Corp.	3.375%	5/15/24	3,625	3,727
Sysco Corp.	3.000%	10/2/21	4,150	4,277
Sysco Corp.	2.600%	6/12/22	1,950	1,944
Sysco Corp.	3.500%	10/2/24	9,050	9,391
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	5,521	5,815
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	4,909	4,895
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	981	1,034
Thermo Fisher Scientific Inc.	4.700%	5/1/20	650	718
Thermo Fisher Scientific Inc.	4.500%	3/1/21	2,950	3,229
Thermo Fisher Scientific Inc.	3.600%	8/15/21	17,170	17,939
Thermo Fisher Scientific Inc.	3.300%	2/15/22	4,800	4,921
Thermo Fisher Scientific Inc.	3.150%	1/15/23	1,275	1,293
Thermo Fisher Scientific Inc.	4.150%	2/1/24	3,800	4,094
Tupperware Brands Corp.	4.750%	6/1/21	3,225	3,486
Tyson Foods Inc.	4.500%	6/15/22	8,150	9,007
Tyson Foods Inc.	3.950%	8/15/24	6,050	6,389
Unilever Capital Corp.	4.250%	2/10/21	6,880	7,709
Whirlpool Corp.	4.850%	6/15/21	3,500	3,906
Whirlpool Corp.	3.700%	3/1/23	1,500	1,547
Whirlpool Corp.	4.000%	3/1/24	1,925	2,031
Zeneca Wilmington Inc.	7.000%	11/15/23	3,000	3,931

Zimmer Holdings Inc.	2.700%	4/1/20	7,200	7,299
Zimmer Holdings Inc.	3.375%	11/30/21	850	874
Zimmer Holdings Inc.	3.150%	4/1/22	5,900	5,959
Zimmer Holdings Inc.	3.550%	4/1/25	2,200	2,245
Zoetis Inc.	3.250%	2/1/23	8,860	8,835
Energy (4.5%)
Anadarko Petroleum Corp.	3.450%	7/15/24	6,000	6,042
Apache Corp.	3.625%	2/1/21	5,775	6,069
Apache Corp.	3.250%	4/15/22	5,286	5,379
Baker Hughes Inc.	3.200%	8/15/21	4,000	4,110
Boardwalk Pipelines LP	4.950%	12/15/24	3,250	3,270
BP Capital Markets plc	4.500%	10/1/20	9,600	10,645
BP Capital Markets plc	4.742%	3/11/21	8,900	9,905
BP Capital Markets plc	3.561%	11/1/21	2,600	2,738
BP Capital Markets plc	3.062%	3/17/22	500	508
BP Capital Markets plc	3.245%	5/6/22	11,485	11,789
BP Capital Markets plc	2.500%	11/6/22	9,025	8,763
BP Capital Markets plc	2.750%	5/10/23	17,063	16,662
BP Capital Markets plc	3.994%	9/26/23	6,800	7,182
BP Capital Markets plc	3.814%	2/10/24	5,555	5,781
BP Capital Markets plc	3.535%	11/4/24	375	383
BP Capital Markets plc	3.506%	3/17/25	4,750	4,840
Buckeye Partners LP	4.875%	2/1/21	3,985	4,257
Buckeye Partners LP	4.150%	7/1/23	4,000	3,978
Cameron International Corp.	4.500%	6/1/21	2,575	2,749
Cameron International Corp.	3.600%	4/30/22	2,800	2,821
Cameron International Corp.	4.000%	12/15/23	1,761	1,809
Cameron International Corp.	3.700%	6/15/24	4,550	4,522
Canadian Natural Resources Ltd.	3.450%	11/15/21	875	889
Canadian Natural Resources Ltd.	3.800%	4/15/24	3,175	3,180
Canadian Natural Resources Ltd.	3.900%	2/1/25	1,750	1,773
Cenovus Energy Inc.	3.000%	8/15/22	4,275	4,081
CenterPoint Energy Resources Corp.	4.500%	1/15/21	4,677	5,221
Chevron Corp.	2.427%	6/24/20	6,500	6,664
Chevron Corp.	2.411%	3/3/22	4,450	4,453
Chevron Corp.	2.355%	12/5/22	14,260	14,087
Chevron Corp.	3.191%	6/24/23	10,125	10,534
ConocoPhillips Co.	2.875%	11/15/21	500	512
ConocoPhillips Co.	2.400%	12/15/22	5,095	4,986
ConocoPhillips Co.	3.350%	11/15/24	8,700	8,967
Continental Resources Inc.	5.000%	9/15/22	12,550	12,377
Continental Resources Inc.	4.500%	4/15/23	14,427	14,001
Continental Resources Inc.	3.800%	6/1/24	4,700	4,332
Copano Energy LLC / Copano Energy
Finance Corp.	7.125%	4/1/21	3,170	3,416
Devon Energy Corp.	4.000%	7/15/21	4,000	4,268
Devon Energy Corp.	3.250%	5/15/22	7,675	7,782
Diamond Offshore Drilling Inc.	3.450%	11/1/23	425	410
Dominion Gas Holdings LLC	3.550%	11/1/23	6,791	7,092
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	3,500	4,007
El Paso Pipeline Partners Operating Co. LLC	5.000%	10/1/21	7,500	8,042
El Paso Pipeline Partners Operating Co. LLC	4.300%	5/1/24	7,849	8,008
5 Enable Midstream Partners LP	3.900%	5/15/24	2,900	2,796
Enbridge Energy Partners LP	4.200%	9/15/21	3,675	3,853
Enbridge Inc.	4.000%	10/1/23	950	969
Enbridge Inc.	3.500%	6/10/24	3,650	3,599

Encana Corp.	3.900%	11/15/21	3,835	4,003
Energy Transfer Partners LP	4.150%	10/1/20	2,700	2,835
Energy Transfer Partners LP	4.650%	6/1/21	4,425	4,721
Energy Transfer Partners LP	5.200%	2/1/22	9,026	9,835
Energy Transfer Partners LP	3.600%	2/1/23	9,000	8,921
Energy Transfer Partners LP	4.900%	2/1/24	4,000	4,287
Energy Transfer Partners LP	4.050%	3/15/25	4,000	4,036
EnLink Midstream Partners LP	4.400%	4/1/24	1,575	1,655
Ensco plc	4.700%	3/15/21	7,735	7,817
Ensco plc	5.200%	3/15/25	5,600	5,630
Enterprise Products Operating LLC	5.200%	9/1/20	7,475	8,418
Enterprise Products Operating LLC	4.050%	2/15/22	2,450	2,596
Enterprise Products Operating LLC	3.350%	3/15/23	11,440	11,583
Enterprise Products Operating LLC	3.900%	2/15/24	2,600	2,713
Enterprise Products Operating LLC	3.750%	2/15/25	2,950	3,041
EOG Resources Inc.	4.400%	6/1/20	2,700	2,991
EOG Resources Inc.	4.100%	2/1/21	9,675	10,495
EOG Resources Inc.	2.625%	3/15/23	6,955	6,947
EQT Corp.	4.875%	11/15/21	2,215	2,332
EQT Midstream Partners LP	4.000%	8/1/24	2,600	2,576
Exxon Mobil Corp.	2.397%	3/6/22	10,000	10,079
Exxon Mobil Corp.	3.176%	3/15/24	2,000	2,108
Exxon Mobil Corp.	2.709%	3/6/25	10,000	10,077
FMC Technologies Inc.	3.450%	10/1/22	2,975	2,936
Gulf South Pipeline Co. LP	4.000%	6/15/22	3,175	3,084
Halliburton Co.	3.250%	11/15/21	2,250	2,343
Halliburton Co.	3.500%	8/1/23	4,575	4,752
Hess Corp.	3.500%	7/15/24	1,500	1,493
Husky Energy Inc.	4.000%	4/15/24	5,105	5,190
Kerr-McGee Corp.	6.950%	7/1/24	3,175	3,973
Kinder Morgan Energy Partners LP	3.500%	3/1/21	750	755
Kinder Morgan Energy Partners LP	5.800%	3/1/21	2,150	2,423
Kinder Morgan Energy Partners LP	4.150%	3/1/22	1,475	1,520
Kinder Morgan Energy Partners LP	3.950%	9/1/22	4,175	4,255
Kinder Morgan Energy Partners LP	3.450%	2/15/23	4,050	3,981
Kinder Morgan Energy Partners LP	3.500%	9/1/23	6,350	6,218
Kinder Morgan Energy Partners LP	4.150%	2/1/24	3,975	4,063
Kinder Morgan LLC	6.500%	9/15/20	3,000	3,467
Magellan Midstream Partners LP	4.250%	2/1/21	1,300	1,405
Magellan Midstream Partners LP	3.200%	3/15/25	2,975	2,962
Marathon Oil Corp.	2.800%	11/1/22	4,750	4,614
Marathon Petroleum Corp.	5.125%	3/1/21	9,410	10,579
Marathon Petroleum Corp.	3.625%	9/15/24	3,600	3,668
Murphy Oil Corp.	4.000%	6/1/22	1,450	1,382
Murphy Oil Corp.	3.700%	12/1/22	4,600	4,248
Nabors Industries Inc.	5.000%	9/15/20	1,450	1,441
Nabors Industries Inc.	4.625%	9/15/21	3,800	3,666
Nabors Industries Inc.	5.100%	9/15/23	3,525	3,373
National Oilwell Varco Inc.	2.600%	12/1/22	10,343	10,173
NiSource Finance Corp.	5.450%	9/15/20	5,417	6,248
Nisource Finance Corp.	4.450%	12/1/21	1,640	1,810
NiSource Finance Corp.	6.125%	3/1/22	4,025	4,837
Nisource Finance Corp.	3.850%	2/15/23	600	638
Noble Energy Inc.	4.150%	12/15/21	6,455	6,812
Noble Energy Inc.	3.900%	11/15/24	3,450	3,516
Noble Holding International Ltd.	4.900%	8/1/20	2,790	2,699
Noble Holding International Ltd.	4.625%	3/1/21	1,800	1,697

Noble Holding International Ltd.	3.950%	3/15/22	2,825	2,507
Occidental Petroleum Corp.	4.100%	2/1/21	8,925	9,757
Occidental Petroleum Corp.	3.125%	2/15/22	7,725	7,953
Occidental Petroleum Corp.	2.700%	2/15/23	7,600	7,557
Oceaneering International Inc.	4.650%	11/15/24	2,775	2,790
ONEOK Partners LP	3.375%	10/1/22	5,739	5,441
ONEOK Partners LP	5.000%	9/15/23	2,000	2,094
Phillips 66	4.300%	4/1/22	11,250	12,262
Phillips 66 Partners LP	3.605%	2/15/25	3,375	3,385
Pioneer Natural Resources Co.	3.950%	7/15/22	3,000	3,100
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	4,975	5,495
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	2,515	2,588
Plains All American Pipeline LP / PAA
Finance Corp.	3.850%	10/15/23	3,822	3,937
Plains All American Pipeline LP / PAA
Finance Corp.	3.600%	11/1/24	6,925	6,964
Pride International Inc.	6.875%	8/15/20	7,910	9,011
Rowan Cos. Inc.	4.875%	6/1/22	5,725	5,522
Rowan Cos. Inc.	4.750%	1/15/24	400	378
Sasol Financing International plc	4.500%	11/14/22	5,200	5,200
Schlumberger Investment SA	3.650%	12/1/23	7,545	7,987
SESI LLC	7.125%	12/15/21	4,500	4,646
Shell International Finance BV	2.375%	8/21/22	5,345	5,265
Shell International Finance BV	2.250%	1/6/23	9,775	9,556
Shell International Finance BV	3.400%	8/12/23	7,350	7,772
Southwestern Energy Co.	4.100%	3/15/22	5,507	5,441
Southwestern Energy Co.	4.950%	1/23/25	5,000	5,081
Spectra Energy Capital LLC	3.300%	3/15/23	4,660	4,388
Spectra Energy Partners LP	4.600%	6/15/21	1,850	2,031
Spectra Energy Partners LP	4.750%	3/15/24	5,900	6,467
Spectra Energy Partners LP	3.500%	3/15/25	500	504
Suncor Energy Inc.	3.600%	12/1/24	5,800	5,933
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	925	911
Sunoco Logistics Partners Operations LP	4.250%	4/1/24	4,800	4,945
Talisman Energy Inc.	3.750%	2/1/21	8,850	8,721
Total Capital Canada Ltd.	2.750%	7/15/23	1,075	1,072
Total Capital International SA	2.750%	6/19/21	5,500	5,626
Total Capital International SA	2.875%	2/17/22	5,215	5,318
Total Capital International SA	2.700%	1/25/23	11,250	11,226
Total Capital International SA	3.700%	1/15/24	8,525	9,023
Total Capital International SA	3.750%	4/10/24	850	905
Total Capital SA	4.450%	6/24/20	13,250	14,805
Total Capital SA	4.125%	1/28/21	7,755	8,556
Total Capital SA	4.250%	12/15/21	2,230	2,476
TransCanada PipeLines Ltd.	3.800%	10/1/20	4,600	4,889
TransCanada PipeLines Ltd.	2.500%	8/1/22	8,800	8,609
TransCanada PipeLines Ltd.	3.750%	10/16/23	4,500	4,731
Transocean Inc.	6.500%	11/15/20	1,825	1,522
Transocean Inc.	6.375%	12/15/21	563	472
Weatherford International Ltd.	4.500%	4/15/22	6,544	5,981
Western Gas Partners LP	5.375%	6/1/21	10,775	11,944
Williams Cos. Inc.	7.875%	9/1/21	279	324
Williams Cos. Inc.	3.700%	1/15/23	7,000	6,470
Williams Cos. Inc.	4.550%	6/24/24	6,000	5,832
Williams Partners LP	4.000%	11/15/21	4,625	4,748

Williams Partners LP	3.600%	3/15/22	12,000	11,954
Williams Partners LP	3.350%	8/15/22	5,150	4,977
Williams Partners LP	4.500%	11/15/23	3,000	3,108
Williams Partners LP	4.300%	3/4/24	6,250	6,305
Williams Partners LP	3.900%	1/15/25	4,300	4,194
Williams Partners LP / ACMP Finance Corp.	4.875%	5/15/23	7,000	7,079
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	7,010	7,045
Other Industrial (0.1%)
Cintas Corp. No 2	4.300%	6/1/21	1,300	1,420
Cintas Corp. No 2	3.250%	6/1/22	1,450	1,484
Fluor Corp.	3.375%	9/15/21	2,300	2,403
Fluor Corp.	3.500%	12/15/24	2,800	2,893
Howard Hughes Medical Institute Revenue	3.500%	9/1/23	4,476	4,764
Technology (2.8%)
Adobe Systems Inc.	3.250%	2/1/25	3,425	3,451
Altera Corp.	4.100%	11/15/23	8,025	8,540
Amphenol Corp.	3.125%	9/15/21	2,500	2,561
Amphenol Corp.	4.000%	2/1/22	1,950	2,076
Analog Devices Inc.	2.875%	6/1/23	2,825	2,802
Apple Inc.	2.850%	5/6/21	23,425	24,335
Apple Inc.	2.150%	2/9/22	10,875	10,752
Apple Inc.	2.400%	5/3/23	28,700	28,325
Apple Inc.	3.450%	5/6/24	15,265	16,156
Apple Inc.	2.500%	2/9/25	8,500	8,296
Applied Materials Inc.	4.300%	6/15/21	4,225	4,614
Arrow Electronics Inc.	6.000%	4/1/20	1,184	1,348
Arrow Electronics Inc.	5.125%	3/1/21	2,000	2,207
Arrow Electronics Inc.	3.500%	4/1/22	1,650	1,654
Arrow Electronics Inc.	4.500%	3/1/23	1,725	1,808
Arrow Electronics Inc.	4.000%	4/1/25	1,850	1,860
Autodesk Inc.	3.600%	12/15/22	1,550	1,563
Avnet Inc.	4.875%	12/1/22	3,725	4,004
Baidu Inc.	3.500%	11/28/22	3,725	3,782
Broadcom Corp.	2.500%	8/15/22	2,750	2,690
Broadcom Corp.	3.500%	8/1/24	2,675	2,783
Broadridge Financial Solutions Inc.	3.950%	9/1/20	1,900	2,009
CA Inc.	4.500%	8/15/23	3,100	3,302
Cadence Design Systems Inc.	4.375%	10/15/24	2,075	2,161
Cisco Systems Inc.	2.900%	3/4/21	2,000	2,102
Cisco Systems Inc.	3.625%	3/4/24	7,150	7,723
Corning Inc.	4.250%	8/15/20	1,657	1,824
Corning Inc.	3.700%	11/15/23	2,500	2,655
Dun & Bradstreet Corp.	4.375%	12/1/22	1,225	1,289
EMC Corp.	2.650%	6/1/20	10,597	10,904
EMC Corp.	3.375%	6/1/23	5,253	5,468
Equifax Inc.	3.300%	12/15/22	1,070	1,096
Fidelity National Information Services Inc.	5.000%	3/15/22	2,225	2,367
Fidelity National Information Services Inc.	3.500%	4/15/23	16,117	16,173
Fidelity National Information Services Inc.	3.875%	6/5/24	2,760	2,840
Fiserv Inc.	4.625%	10/1/20	4,747	5,201
Fiserv Inc.	3.500%	10/1/22	1,615	1,664
Google Inc.	3.625%	5/19/21	2,685	2,923
Google Inc.	3.375%	2/25/24	5,400	5,721
Harris Corp.	4.400%	12/15/20	4,740	5,148
Hewlett-Packard Co.	4.300%	6/1/21	9,425	10,117

Hewlett-Packard Co.	4.375%	9/15/21	13,950	15,019
Hewlett-Packard Co.	4.650%	12/9/21	8,550	9,346
Ingram Micro Inc.	4.950%	12/15/24	4,600	4,768
Intel Corp.	3.300%	10/1/21	14,323	15,248
Intel Corp.	2.700%	12/15/22	8,700	8,772
International Business Machines Corp.	1.625%	5/15/20	5,296	5,224
International Business Machines Corp.	1.875%	8/1/22	7,700	7,295
International Business Machines Corp.	3.375%	8/1/23	10,325	10,770
International Business Machines Corp.	3.625%	2/12/24	11,900	12,636
Jabil Circuit Inc.	5.625%	12/15/20	3,188	3,467
Jabil Circuit Inc.	4.700%	9/15/22	1,700	1,747
Juniper Networks Inc.	3.300%	6/15/20	2,750	2,786
Juniper Networks Inc.	4.600%	3/15/21	725	770
Juniper Networks Inc.	4.500%	3/15/24	2,025	2,096
5 Keysight Technologies Inc.	4.550%	10/30/24	3,000	3,021
KLA-Tencor Corp.	4.125%	11/1/21	3,000	3,161
KLA-Tencor Corp.	4.650%	11/1/24	7,320	7,683
Lam Research Corp.	3.800%	3/15/25	3,050	3,067
Lender Processing Services Inc / Black Knight
Lending Solutions Inc	5.750%	4/15/23	3,680	3,910
Maxim Integrated Products Inc.	3.375%	3/15/23	2,375	2,397
Microsoft Corp.	3.000%	10/1/20	4,025	4,279
Microsoft Corp.	2.375%	2/12/22	9,500	9,575
Microsoft Corp.	2.125%	11/15/22	4,100	4,056
Microsoft Corp.	2.375%	5/1/23	4,925	4,923
Microsoft Corp.	3.625%	12/15/23	6,325	6,878
Microsoft Corp.	2.700%	2/12/25	13,000	13,067
Motorola Solutions Inc.	3.750%	5/15/22	9,250	9,470
Motorola Solutions Inc.	4.000%	9/1/24	3,450	3,567
NetApp Inc.	3.375%	6/15/21	3,400	3,482
Oracle Corp.	3.875%	7/15/20	10,940	11,953
Oracle Corp.	2.800%	7/8/21	7,440	7,688
Oracle Corp.	2.500%	10/15/22	22,254	22,254
Oracle Corp.	3.625%	7/15/23	3,400	3,655
Oracle Corp.	3.400%	7/8/24	11,026	11,608
Pitney Bowes Inc.	4.625%	3/15/24	4,200	4,402
Seagate HDD Cayman	6.875%	5/1/20	3,706	3,854
Seagate HDD Cayman	4.750%	6/1/23	5,950	6,247
5 Seagate HDD Cayman	4.750%	1/1/25	9,430	9,760
Symantec Corp.	4.200%	9/15/20	4,005	4,209
Symantec Corp.	3.950%	6/15/22	2,650	2,732
Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	6,050	6,491
Total System Services Inc.	3.750%	6/1/23	1,600	1,597
Trimble Navigation Ltd.	4.750%	12/1/24	1,500	1,582
Tyco Electronics Group SA	4.875%	1/15/21	2,577	2,895
Tyco Electronics Group SA	3.500%	2/3/22	3,075	3,202
Tyco Electronics Group SA	3.450%	8/1/24	950	985
Verisk Analytics Inc.	4.125%	9/12/22	4,575	4,770
Xerox Corp.	2.800%	5/15/20	2,725	2,750
Xerox Corp.	2.750%	9/1/20	2,025	2,029
Xerox Corp.	4.500%	5/15/21	6,250	6,800
Xerox Corp.	3.800%	5/15/24	1,550	1,564
Xilinx Inc.	3.000%	3/15/21	4,220	4,346
Transportation (0.9%)
4 American Airlines 2011-1 Class A Pass
Through Trust	5.250%	7/31/22	470	510

4 American Airlines 2013-2 Class A Pass
Through Trust	4.950%	7/15/24	6,823	7,429
4 American Airlines 2015-1 Class B Pass
Through Trust	3.700%	11/1/24	2,900	2,911
Burlington Northern Santa Fe LLC	3.600%	9/1/20	800	856
Burlington Northern Santa Fe LLC	4.100%	6/1/21	777	850
Burlington Northern Santa Fe LLC	3.450%	9/15/21	5,175	5,499
Burlington Northern Santa Fe LLC	3.050%	3/15/22	4,125	4,250
Burlington Northern Santa Fe LLC	3.050%	9/1/22	4,200	4,329
Burlington Northern Santa Fe LLC	3.000%	3/15/23	3,700	3,771
Burlington Northern Santa Fe LLC	3.850%	9/1/23	4,225	4,562
Burlington Northern Santa Fe LLC	3.750%	4/1/24	2,650	2,831
Burlington Northern Santa Fe LLC	3.400%	9/1/24	3,700	3,867
Burlington Northern Santa Fe LLC	3.000%	4/1/25	500	504
Canadian National Railway Co.	2.850%	12/15/21	3,425	3,536
Canadian National Railway Co.	2.250%	11/15/22	1,320	1,304
Canadian National Railway Co.	2.950%	11/21/24	500	513
Canadian Pacific Railway Co.	9.450%	8/1/21	6,000	8,282
Canadian Pacific Railway Co.	4.450%	3/15/23	2,780	3,088
Canadian Pacific Railway Ltd.	4.500%	1/15/22	1,600	1,773
4 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	10/19/23	2,890	3,265
4 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	7/12/22	3,905	4,183
4 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	3,751	3,976
4 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	3,266	3,438
CSX Corp.	4.250%	6/1/21	7,325	8,058
CSX Corp.	3.700%	11/1/23	5,375	5,741
4 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	2,965	3,491
4 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	1,730	1,868
FedEx Corp.	2.625%	8/1/22	3,528	3,527
FedEx Corp.	4.000%	1/15/24	4,151	4,486
FedEx Corp.	3.200%	2/1/25	2,475	2,506
JB Hunt Transport Services Inc.	3.850%	3/15/24	2,300	2,447
Kansas City Southern de Mexico SA de CV	2.350%	5/15/20	3,325	3,271
Kansas City Southern de Mexico SA de CV	3.000%	5/15/23	800	789
Norfolk Southern Corp.	3.250%	12/1/21	2,918	3,038
Norfolk Southern Corp.	3.000%	4/1/22	5,500	5,633
Norfolk Southern Corp.	2.903%	2/15/23	5,099	5,136
Norfolk Southern Corp.	3.850%	1/15/24	2,000	2,157
Norfolk Southern Railway Co.	9.750%	6/15/20	411	552
4 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	911	1,049
Trinity Industries Inc.	4.550%	10/1/24	1,500	1,508
Union Pacific Corp.	4.000%	2/1/21	5,300	5,841
Union Pacific Corp.	4.163%	7/15/22	9,196	10,292
Union Pacific Corp.	2.950%	1/15/23	1,675	1,728
Union Pacific Corp.	2.750%	4/15/23	1,800	1,836
United Parcel Service Inc.	3.125%	1/15/21	6,650	7,073
United Parcel Service Inc.	2.450%	10/1/22	13,456	13,529
United Parcel Service of America Inc.	8.375%	4/1/20	500	650
				4,664,605

Utilities (2.1%)
Electric (2.0%)
Alabama Power Co.	3.375%	10/1/20	745	793
Alabama Power Co.	3.550%	12/1/23	1,600	1,716
Ameren Illinois Co.	2.700%	9/1/22	3,715	3,767
Appalachian Power Co.	4.600%	3/30/21	1,700	1,894
Arizona Public Service Co.	3.350%	6/15/24	1,450	1,527
Baltimore Gas & Electric Co.	3.500%	11/15/21	3,575	3,824
Baltimore Gas & Electric Co.	3.350%	7/1/23	2,509	2,638
Berkshire Hathaway Energy Co.	3.750%	11/15/23	6,075	6,485
Berkshire Hathaway Energy Co.	3.500%	2/1/25	175	182
Cleveland Electric Illuminating Co.	5.500%	8/15/24	250	301
CMS Energy Corp.	5.050%	3/15/22	3,500	3,951
CMS Energy Corp.	3.875%	3/1/24	4,845	5,139
Commonwealth Edison Co.	4.000%	8/1/20	3,651	3,994
Commonwealth Edison Co.	3.400%	9/1/21	2,300	2,445
Commonwealth Edison Co.	3.100%	11/1/24	550	567
Connecticut Light & Power Co.	2.500%	1/15/23	5,708	5,660
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	2,000	2,234
Constellation Energy Group Inc.	5.150%	12/1/20	3,635	4,102
Consumers Energy Co.	5.650%	4/15/20	1,075	1,254
Consumers Energy Co.	2.850%	5/15/22	3,000	3,078
Consumers Energy Co.	3.375%	8/15/23	1,700	1,802
Consumers Energy Co.	3.125%	8/31/24	3,000	3,102
Delmarva Power & Light Co.	3.500%	11/15/23	4,825	5,116
Dominion Resources Inc.	4.450%	3/15/21	6,839	7,557
Dominion Resources Inc.	2.750%	9/15/22	1,600	1,588
Dominion Resources Inc.	3.625%	12/1/24	2,840	2,961
4 Dominion Resources Inc.	5.750%	10/1/54	3,600	3,841
DTE Electric Co.	3.450%	10/1/20	4,030	4,273
DTE Electric Co.	3.900%	6/1/21	800	878
DTE Electric Co.	2.650%	6/15/22	1,450	1,467
DTE Electric Co.	3.650%	3/15/24	3,000	3,237
DTE Energy Co.	3.500%	6/1/24	5,083	5,281
Duke Energy Carolinas LLC	4.300%	6/15/20	3,075	3,429
Duke Energy Carolinas LLC	3.900%	6/15/21	2,400	2,652
Duke Energy Corp.	3.050%	8/15/22	3,535	3,641
Duke Energy Corp.	3.950%	10/15/23	3,012	3,287
Duke Energy Corp.	3.750%	4/15/24	1,750	1,870
Duke Energy Florida Inc.	3.100%	8/15/21	2,000	2,102
Duke Energy Indiana Inc.	3.750%	7/15/20	3,899	4,252
Duke Energy Progress Inc.	3.000%	9/15/21	5,400	5,627
Duke Energy Progress Inc.	2.800%	5/15/22	2,550	2,601
Entergy Arkansas Inc.	3.050%	6/1/23	4,100	4,189
Entergy Corp.	5.125%	9/15/20	2,625	2,894
Entergy Gulf States Louisiana LLC	3.950%	10/1/20	2,500	2,708
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	300	362
Entergy Louisiana LLC	4.050%	9/1/23	4,500	4,947
Entergy Louisiana LLC	5.400%	11/1/24	1,575	1,877
Entergy Mississippi Inc.	3.100%	7/1/23	175	179
Eversource Energy	2.800%	5/1/23	2,000	1,983
Eversource Energy	3.150%	1/15/25	2,150	2,172
Exelon Generation Co. LLC	4.000%	10/1/20	6,200	6,558
Exelon Generation Co. LLC	4.250%	6/15/22	4,250	4,487
FirstEnergy Solutions Corp.	6.050%	8/15/21	2,600	2,894
Florida Power & Light Co.	2.750%	6/1/23	8,375	8,578
Florida Power & Light Co.	3.250%	6/1/24	2,400	2,542

Georgia Power Co.	2.850%	5/15/22	4,300	4,350
Great Plains Energy Inc.	4.850%	6/1/21	4,995	5,586
Indiana Michigan Power Co.	3.200%	3/15/23	825	847
Integrys Energy Group Inc.	4.170%	11/1/20	1,170	1,263
ITC Holdings Corp.	4.050%	7/1/23	900	962
ITC Holdings Corp.	3.650%	6/15/24	2,025	2,099
Kansas City Power & Light Co.	3.150%	3/15/23	1,225	1,239
Kentucky Utilities Co.	3.250%	11/1/20	2,300	2,420
LG&E & KU Energy LLC	3.750%	11/15/20	5,525	5,847
MidAmerican Energy Co.	3.500%	10/15/24	3,300	3,489
National Rural Utilities Cooperative Finance
Corp.	2.350%	6/15/20	3,900	3,959
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	4,200	4,310
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	4,000	4,024
4 National Rural Utilities Cooperative Finance
Corp.	4.750%	4/30/43	2,100	2,113
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	3,000	3,305
NextEra Energy Capital Holdings Inc.	3.625%	6/15/23	325	340
Northern States Power Co.	2.150%	8/15/22	825	812
Northern States Power Co.	2.600%	5/15/23	1,300	1,312
NSTAR Electric Co.	2.375%	10/15/22	1,575	1,553
Ohio Power Co.	5.375%	10/1/21	4,710	5,558
Oncor Electric Delivery Co. LLC	4.100%	6/1/22	3,325	3,660
Oncor Electric Delivery Co. LLC	7.000%	9/1/22	1,660	2,137
Pacific Gas & Electric Co.	3.500%	10/1/20	7,985	8,470
Pacific Gas & Electric Co.	4.250%	5/15/21	200	220
Pacific Gas & Electric Co.	3.250%	9/15/21	2,500	2,627
Pacific Gas & Electric Co.	2.450%	8/15/22	2,425	2,393
Pacific Gas & Electric Co.	3.250%	6/15/23	2,300	2,382
Pacific Gas & Electric Co.	3.750%	2/15/24	1,800	1,923
Pacific Gas & Electric Co.	3.400%	8/15/24	2,875	3,004
PacifiCorp	3.850%	6/15/21	400	438
PacifiCorp	2.950%	2/1/22	4,862	5,001
PacifiCorp	3.600%	4/1/24	2,925	3,136
Peco Energy Co.	2.375%	9/15/22	2,450	2,434
Pennsylvania Electric Co.	5.200%	4/1/20	1,700	1,882
Potomac Electric Power Co.	3.600%	3/15/24	150	160
PPL Capital Funding Inc.	4.200%	6/15/22	3,301	3,587
PPL Capital Funding Inc.	3.500%	12/1/22	1,760	1,831
PPL Capital Funding Inc.	3.400%	6/1/23	7,725	7,986
PPL Capital Funding Inc.	3.950%	3/15/24	975	1,050
PPL Electric Utilities Corp.	3.000%	9/15/21	3,600	3,753
Progress Energy Inc.	4.400%	1/15/21	3,406	3,755
Progress Energy Inc.	3.150%	4/1/22	3,575	3,686
PSEG Power LLC	5.125%	4/15/20	3,937	4,396
PSEG Power LLC	4.150%	9/15/21	1,225	1,304
Public Service Co. of Colorado	3.200%	11/15/20	3,300	3,512
Public Service Co. of Colorado	2.500%	3/15/23	1,300	1,305
Public Service Co. of New Hampshire	3.500%	11/1/23	1,325	1,412
Public Service Co. of Oklahoma	4.400%	2/1/21	2,446	2,716
Public Service Electric & Gas Co.	3.500%	8/15/20	2,000	2,137
Public Service Electric & Gas Co.	2.375%	5/15/23	3,029	2,975
Public Service Electric & Gas Co.	3.150%	8/15/24	2,550	2,661
Public Service Electric & Gas Co.	3.050%	11/15/24	850	875
Puget Energy Inc.	6.500%	12/15/20	2,225	2,675

Puget Energy Inc.	6.000%	9/1/21	1,750	2,068
Puget Energy Inc.	5.625%	7/15/22	5,725	6,640
San Diego Gas & Electric Co.	3.000%	8/15/21	1,950	2,040
San Diego Gas & Electric Co.	3.600%	9/1/23	4,573	4,920
SCANA Corp.	4.750%	5/15/21	3,875	4,225
SCANA Corp.	4.125%	2/1/22	3,075	3,232
Sierra Pacific Power Co.	3.375%	8/15/23	2,150	2,256
Southern California Edison Co.	3.875%	6/1/21	3,639	3,998
4 Southern California Edison Co.	1.845%	2/1/22	3,100	3,114
Southern California Edison Co.	2.400%	2/1/22	1,000	1,000
Southern California Edison Co.	3.500%	10/1/23	2,225	2,378
Southwestern Electric Power Co.	3.550%	2/15/22	1,575	1,661
Tampa Electric Co.	5.400%	5/15/21	3,500	4,136
Tampa Electric Co.	2.600%	9/15/22	2,050	2,023
TransAlta Corp.	4.500%	11/15/22	2,200	2,185
5 Tri-State Generation & Transmission
Association Inc.	3.700%	11/1/24	1,325	1,391
Tucson Electric Power Co.	5.150%	11/15/21	2,050	2,324
5 Tucson Electric Power Co.	3.050%	3/15/25	725	727
UIL Holdings Corp.	4.625%	10/1/20	1,850	1,998
Union Electric Co.	3.500%	4/15/24	2,025	2,162
Virginia Electric & Power Co.	2.950%	1/15/22	3,200	3,299
Virginia Electric & Power Co.	3.450%	9/1/22	1,550	1,646
Virginia Electric & Power Co.	3.450%	2/15/24	1,525	1,619
Western Massachusetts Electric Co.	3.500%	9/15/21	2,275	2,420
Wisconsin Power & Light Co.	2.250%	11/15/22	1,850	1,814
Xcel Energy Inc.	4.700%	5/15/20	2,435	2,700
Natural Gas (0.1%)
Laclede Gas Co.	3.400%	8/15/23	1,375	1,441
National Fuel Gas Co.	4.900%	12/1/21	3,875	4,261
National Fuel Gas Co.	3.750%	3/1/23	4,525	4,562
ONE Gas Inc.	3.610%	2/1/24	1,650	1,756
Sempra Energy	2.875%	10/1/22	2,350	2,354
Sempra Energy	4.050%	12/1/23	5,000	5,425
				407,131
Total Corporate Bonds (Cost $7,283,287)				7,548,645
Sovereign Bonds (U.S. Dollar-Denominated) (7.5%)
African Development Bank	2.375%	9/23/21	5,000	5,177
Asian Development Bank	2.125%	11/24/21	5,000	5,111
Asian Development Bank	1.875%	2/18/22	14,750	14,826
Asian Development Bank	2.000%	1/22/25	7,000	6,944
Banco do Brasil SA	3.875%	10/10/22	10,175	9,399
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	12,175	11,858
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	12,200	12,993
Corporacion Andina De Fomento	4.375%	6/15/22	11,770	12,825
Ecopetrol SA	5.875%	9/18/23	7,775	8,319
Ecopetrol SA	4.125%	1/16/25	6,500	6,191
Emirates Telecommunications Corp.	3.500%	6/18/24	2,000	2,095
European Bank for Reconstruction &
Development	1.875%	2/23/22	5,000	5,016
European Investment Bank	2.875%	9/15/20	14,925	15,953
European Investment Bank	4.000%	2/16/21	11,750	13,286
European Investment Bank	2.500%	4/15/21	11,375	11,921
European Investment Bank	2.125%	10/15/21	17,000	17,365

European Investment Bank	3.250%	1/29/24	17,050	18,822
European Investment Bank	2.500%	10/15/24	5,750	5,948
European Investment Bank	1.875%	2/10/25	23,500	23,073
Export-Import Bank of Korea	5.125%	6/29/20	6,400	7,318
Export-Import Bank of Korea	4.000%	1/29/21	8,484	9,221
Export-Import Bank of Korea	4.375%	9/15/21	8,000	8,907
Export-Import Bank of Korea	5.000%	4/11/22	4,400	5,094
Export-Import Bank of Korea	4.000%	1/14/24	4,900	5,378
Export-Import Bank of Korea	2.875%	1/21/25	7,000	7,033
Federative Republic of Brazil	4.875%	1/22/21	16,200	17,055
Federative Republic of Brazil	2.625%	1/5/23	12,865	11,611
Federative Republic of Brazil	8.875%	4/15/24	8,025	10,501
Federative Republic of Brazil	4.250%	1/7/25	27,933	27,385
Federative Republic of Brazil	8.750%	2/4/25	3,382	4,439
Hydro-Quebec	9.400%	2/1/21	2,000	2,732
Hydro-Quebec	8.400%	1/15/22	4,825	6,567
Hydro-Quebec	8.050%	7/7/24	3,825	5,455
Inter-American Development Bank	2.125%	11/9/20	10,250	10,468
Inter-American Development Bank	3.000%	10/4/23	7,950	8,620
Inter-American Development Bank	3.000%	2/21/24	9,200	9,976
Inter-American Development Bank	2.125%	1/15/25	17,500	17,662
International Bank for Reconstruction &
Development	2.125%	11/1/20	26,150	26,914
International Bank for Reconstruction &
Development	2.250%	6/24/21	10,250	10,624
International Bank for Reconstruction &
Development	1.625%	2/10/22	27,000	26,628
International Bank for Reconstruction &
Development	7.625%	1/19/23	2,107	2,976
International Bank for Reconstruction &
Development	2.500%	11/25/24	22,500	23,261
6 Japan Bank for International Cooperation	3.375%	7/31/23	2,375	2,599
6 Japan Bank for International Cooperation	3.000%	5/29/24	6,200	6,572
6 Japan Bank for International Cooperation	2.125%	2/10/25	11,000	10,898
6 Japan Finance Organization for Municipalities	4.000%	1/13/21	6,000	6,685
7 KFW	1.500%	4/20/20	35,000	34,974
7 KFW	2.750%	9/8/20	26,275	27,892
7 KFW	2.750%	10/1/20	9,500	10,084
7 KFW	2.375%	8/25/21	15,000	15,601
7 KFW	2.625%	1/25/22	15,910	16,778
7 KFW	2.000%	10/4/22	15,550	15,723
7 KFW	2.125%	1/17/23	19,250	19,604
7 KFW	2.500%	11/20/24	30,000	31,226
Korea Development Bank	4.625%	11/16/21	4,350	4,910
Korea Development Bank	3.000%	9/14/22	7,300	7,499
Korea Development Bank	3.750%	1/22/24	6,900	7,391
7 Landwirtschaftliche Rentenbank	2.250%	10/1/21	7,575	7,804
7 Landwirtschaftliche Rentenbank	2.000%	1/13/25	9,000	8,936
North American Development Bank	2.400%	10/26/22	2,500	2,509
8 Oesterreichische Kontrollbank AG	2.375%	10/1/21	5,000	5,174
4 Oriental Republic of Uruguay	8.000%	11/18/22	3,430	4,510
4 Oriental Republic of Uruguay	4.500%	8/14/24	11,225	12,106
Petrobras Global Finance BV	4.375%	5/20/23	12,100	10,294
Petrobras Global Finance BV	6.250%	3/17/24	14,500	13,682
Petrobras International Finance Co. SA	5.375%	1/27/21	32,792	29,656
5 Petroleos Mexicanos	3.500%	7/23/20	12,200	12,525
Petroleos Mexicanos	5.500%	1/21/21	20,960	23,117

Petroleos Mexicanos	4.875%	1/24/22	19,100	20,249
Petroleos Mexicanos	3.500%	1/30/23	10,175	9,883
Petroleos Mexicanos	4.875%	1/18/24	7,650	8,108
4 Petroleos Mexicanos	2.290%	2/15/24	1,710	1,722
5 Petroleos Mexicanos	4.250%	1/15/25	4,250	4,294
Province of British Columbia	2.650%	9/22/21	5,000	5,236
Province of British Columbia	2.000%	10/23/22	7,000	6,994
Province of Manitoba	9.250%	4/1/20	1,500	1,987
Province of Manitoba	2.100%	9/6/22	3,550	3,528
Province of Manitoba	3.050%	5/14/24	13,600	14,456
Province of Nova Scotia	8.250%	7/30/22	4,700	6,425
Province of Ontario	4.400%	4/14/20	9,700	10,968
Province of Ontario	2.500%	9/10/21	11,600	11,940
Province of Ontario	2.450%	6/29/22	2,150	2,197
Province of Ontario	3.200%	5/16/24	7,800	8,421
Quebec	3.500%	7/29/20	2,700	2,935
Quebec	2.750%	8/25/21	20,350	21,270
Quebec	2.625%	2/13/23	7,075	7,306
Quebec	7.125%	2/9/24	5,325	7,167
Quebec	2.875%	10/16/24	9,200	9,586
Republic of Chile	3.875%	8/5/20	7,525	8,205
Republic of Chile	3.250%	9/14/21	8,900	9,469
Republic of Chile	2.250%	10/30/22	4,075	4,034
Republic of Chile	3.125%	3/27/25	3,650	3,833
Republic of Colombia	4.375%	7/12/21	12,200	12,963
4 Republic of Colombia	2.625%	3/15/23	7,225	6,802
Republic of Colombia	4.000%	2/26/24	15,150	15,605
Republic of Colombia	8.125%	5/21/24	3,690	4,908
Republic of Italy	6.875%	9/27/23	18,950	24,442
Republic of Korea	3.875%	9/11/23	9,300	10,319
4 Republic of Panama	4.000%	9/22/24	8,000	8,380
4 Republic of Panama	3.750%	3/16/25	5,300	5,433
Republic of Poland	5.125%	4/21/21	11,500	13,205
Republic of Poland	5.000%	3/23/22	21,950	25,236
Republic of Poland	3.000%	3/17/23	6,805	6,984
Republic of Poland	4.000%	1/22/24	11,375	12,498
Republic of South Africa	5.875%	5/30/22	3,000	3,414
Republic of South Africa	4.665%	1/17/24	10,050	10,628
Republic of the Philippines	4.000%	1/15/21	8,350	9,170
Republic of the Philippines	4.200%	1/21/24	12,025	13,498
Republic of the Philippines	9.500%	10/21/24	400	600
Republic of the Philippines	10.625%	3/16/25	5,405	8,796
Republic of Turkey	7.000%	6/5/20	5,973	6,899
Republic of Turkey	5.625%	3/30/21	17,000	18,615
Republic of Turkey	5.125%	3/25/22	8,475	9,036
Republic of Turkey	6.250%	9/26/22	19,800	22,473
Republic of Turkey	3.250%	3/23/23	3,200	3,024
Republic of Turkey	5.750%	3/22/24	17,800	19,802
Republic of Turkey	7.375%	2/5/25	18,500	22,910
State of Israel	4.000%	6/30/22	9,475	10,476
State of Israel	3.150%	6/30/23	6,600	6,930
Statoil ASA	2.900%	11/8/20	7,300	7,617
Statoil ASA	2.750%	11/10/21	2,000	2,046
Statoil ASA	3.150%	1/23/22	975	1,012
Statoil ASA	2.450%	1/17/23	7,242	7,101
Statoil ASA	2.650%	1/15/24	4,500	4,420
Statoil ASA	3.700%	3/1/24	13,400	14,257

Statoil ASA	3.250%	11/10/24	1,100	1,129
United Mexican States	3.500%	1/21/21	9,500	9,893
United Mexican States	3.625%	3/15/22	24,424	25,436
United Mexican States	4.000%	10/2/23	26,063	27,672
United Mexican States	3.600%	1/30/25	13,000	13,345
Total Sovereign Bonds (Cost $1,404,408)				1,438,883
Taxable Municipal Bonds (0.2%)
California GO	5.700%	11/1/21	2,300	2,720
California GO	6.650%	3/1/22	3,500	4,347
Cornell University New York GO	5.450%	2/1/19	1,350	1,543
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.995%	7/1/20	8,385	8,625
Illinois GO	4.950%	6/1/23	4,899	5,237
Massachusetts GO	4.200%	12/1/21	6,375	7,107
9 New Jersey Economic Development Authority
Lease Revenue	0.000%	2/15/22	5,000	3,950
Utah GO	4.554%	7/1/24	3,895	4,433
Total Taxable Municipal Bonds (Cost $36,565)				37,962
			Shares
Temporary Cash Investment (0.9%)
Money Market Fund (0.9%)
10 Vanguard Market Liquidity Fund (Cost
$174,544)	0.128%		174,543,756	174,544
Total Investments (100.0%) (Cost $18,589,053)				19,216,796
Other Assets and Liabilities-Net (0.0%)				(5,849)
Net Assets (100%)				19,210,947

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2015, the aggregate
value of these securities was $98,788,000, representing 0.5% 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.

Intermediate-Term Bond Index Fund

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

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	10,016,762	—
Corporate Bonds	—	7,548,645	—
Sovereign Bonds	—	1,438,883	—
Taxable Municipal Bonds	—	37,962	—
Temporary Cash Investments	174,544	—	—
Total	174,544	19,042,252	—

C. At March 31, 2015, the cost of investment securities for tax purposes was $18,589,053,000. Net unrealized appreciation of investment securities for tax purposes was $627,743,000, consisting of unrealized gains of $656,295,000 on securities that had risen in value since their purchase and $28,552,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Long-Term Bond Index Fund

Schedule of Investments
As of March 31, 2015

				Face	Market
			Maturity	Amount	Value
		Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (37.0%)
U.S. Government Securities (34.9%)
	United States Treasury Note/Bond	2.750%	2/15/24	6,135	6,574
	United States Treasury Note/Bond	2.000%	2/15/25	30,312	30,501
	United States Treasury Note/Bond	6.875%	8/15/25	34,326	50,261
	United States Treasury Note/Bond	6.000%	2/15/26	20,970	29,204
	United States Treasury Note/Bond	6.750%	8/15/26	10,410	15,439
	United States Treasury Note/Bond	6.500%	11/15/26	5,505	8,054
	United States Treasury Note/Bond	6.625%	2/15/27	1,500	2,223
	United States Treasury Note/Bond	6.375%	8/15/27	11,955	17,559
	United States Treasury Note/Bond	6.125%	11/15/27	33,000	47,732
	United States Treasury Note/Bond	5.500%	8/15/28	21,190	29,461
	United States Treasury Note/Bond	5.250%	11/15/28	24,405	33,290
	United States Treasury Note/Bond	5.250%	2/15/29	17,975	24,581
	United States Treasury Note/Bond	6.125%	8/15/29	31,320	46,520
	United States Treasury Note/Bond	6.250%	5/15/30	54,085	82,176
	United States Treasury Note/Bond	5.375%	2/15/31	46,660	66,228
	United States Treasury Note/Bond	4.500%	2/15/36	30,910	42,110
	United States Treasury Note/Bond	4.750%	2/15/37	14,405	20,286
	United States Treasury Note/Bond	5.000%	5/15/37	7,575	11,017
	United States Treasury Note/Bond	4.375%	2/15/38	46,298	62,053
	United States Treasury Note/Bond	4.500%	5/15/38	30,795	41,949
	United States Treasury Note/Bond	3.500%	2/15/39	30,906	36,595
	United States Treasury Note/Bond	4.250%	5/15/39	35,942	47,482
	United States Treasury Note/Bond	4.500%	8/15/39	49,081	67,211
	United States Treasury Note/Bond	4.375%	11/15/39	43,570	58,731
	United States Treasury Note/Bond	4.625%	2/15/40	48,916	68,314
	United States Treasury Note/Bond	4.375%	5/15/40	67,618	91,411
	United States Treasury Note/Bond	3.875%	8/15/40	51,695	65,079
	United States Treasury Note/Bond	4.250%	11/15/40	74,285	98,950
	United States Treasury Note/Bond	4.750%	2/15/41	53,205	76,333
	United States Treasury Note/Bond	4.375%	5/15/41	41,595	56,718
	United States Treasury Note/Bond	3.750%	8/15/41	33,000	41,033
	United States Treasury Note/Bond	3.125%	11/15/41	32,795	36,664
	United States Treasury Note/Bond	3.125%	2/15/42	55,222	61,685
	United States Treasury Note/Bond	3.000%	5/15/42	26,415	28,825
	United States Treasury Note/Bond	2.750%	8/15/42	122,393	127,308
	United States Treasury Note/Bond	2.750%	11/15/42	150,190	156,198
	United States Treasury Note/Bond	3.125%	2/15/43	133,640	149,197
	United States Treasury Note/Bond	2.875%	5/15/43	191,855	204,506
	United States Treasury Note/Bond	3.625%	8/15/43	150,500	183,893
	United States Treasury Note/Bond	3.750%	11/15/43	124,658	155,764
	United States Treasury Note/Bond	3.625%	2/15/44	129,544	158,489
	United States Treasury Note/Bond	3.375%	5/15/44	77,337	90,678
	United States Treasury Note/Bond	3.125%	8/15/44	112,188	125,791
	United States Treasury Note/Bond	3.000%	11/15/44	154,495	169,317
	United States Treasury Note/Bond	2.500%	2/15/45	105,215	104,344
					3,127,734
Agency Bonds and Notes (2.1%)
1	Federal Home Loan Banks	5.625%	3/14/36	1,000	1,364

1	Federal Home Loan Banks	5.500%	7/15/36	7,265	10,178
2	Federal Home Loan Mortgage Corp.	6.750%	9/15/29	1,890	2,839
2	Federal Home Loan Mortgage Corp.	6.750%	3/15/31	16,260	24,834
2	Federal Home Loan Mortgage Corp.	6.250%	7/15/32	16,762	24,910
2	Federal National Mortgage Assn.	6.250%	5/15/29	14,750	21,166
2	Federal National Mortgage Assn.	7.125%	1/15/30	9,175	14,230
2	Federal National Mortgage Assn.	7.250%	5/15/30	8,835	13,901
2	Federal National Mortgage Assn.	6.625%	11/15/30	9,050	13,628
2,3 Federal National Mortgage Assn.		6.000%	4/18/36	2,000	2,104
2	Federal National Mortgage Assn.	5.625%	7/15/37	6,080	8,748
2	Federal National Mortgage Assn.	6.210%	8/6/38	700	1,075
	Resolution Funding Corp.	8.625%	1/15/21	850	1,164
1	Tennessee Valley Authority	6.750%	11/1/25	5,330	7,401
1	Tennessee Valley Authority	7.125%	5/1/30	3,970	5,964
1	Tennessee Valley Authority	4.650%	6/15/35	4,510	5,448
1	Tennessee Valley Authority	5.880%	4/1/36	4,535	6,366
1	Tennessee Valley Authority	5.980%	4/1/36	1,000	1,389
1	Tennessee Valley Authority	6.150%	1/15/38	2,450	3,572
1	Tennessee Valley Authority	5.500%	6/15/38	1,175	1,592
1	Tennessee Valley Authority	5.250%	9/15/39	7,620	9,994
1	Tennessee Valley Authority	3.500%	12/15/42	3,150	3,229
1	Tennessee Valley Authority	4.875%	1/15/48	2,650	3,315
1	Tennessee Valley Authority	5.375%	4/1/56	1,950	2,621
1	Tennessee Valley Authority	4.625%	9/15/60	1,400	1,659
					192,691
Total U.S. Government and Agency Obligations (Cost $2,893,076)					3,320,425
Corporate Bonds (49.5%)
Finance (9.6%)
	Banking (5.0%)
	American Express Co.	4.050%	12/3/42	4,231	4,273
	Bank of America Corp.	4.250%	10/22/26	6,129	6,310
	Bank of America Corp.	6.750%	6/1/28	250	310
	Bank of America Corp.	6.110%	1/29/37	6,275	7,642
	Bank of America Corp.	7.750%	5/14/38	7,675	11,054
	Bank of America Corp.	5.875%	2/7/42	5,620	7,076
	Bank of America Corp.	5.000%	1/21/44	6,975	7,982
	Bank of America Corp.	4.875%	4/1/44	6,150	6,957
	Bank of America NA	6.000%	10/15/36	3,600	4,580
	Bank of New York Mellon Corp.	3.950%	11/18/25	1,125	1,241
	Bank One Capital III	8.750%	9/1/30	425	638
	Bank One Corp.	7.625%	10/15/26	4,975	6,584
	Bank One Corp.	8.000%	4/29/27	185	256
	Branch Banking & Trust Co.	3.800%	10/30/26	2,400	2,531
3,4 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	450	552
	Citigroup Inc.	5.500%	9/13/25	4,300	4,873
	Citigroup Inc.	4.300%	11/20/26	3,200	3,297
	Citigroup Inc.	6.625%	1/15/28	625	795
	Citigroup Inc.	6.625%	6/15/32	3,350	4,178
	Citigroup Inc.	5.875%	2/22/33	3,250	3,774
	Citigroup Inc.	6.000%	10/31/33	3,025	3,576
	Citigroup Inc.	5.850%	12/11/34	1,636	1,998
	Citigroup Inc.	6.125%	8/25/36	6,815	8,212
	Citigroup Inc.	6.875%	3/5/38	3,490	4,818
	Citigroup Inc.	8.125%	7/15/39	7,945	12,516
	Citigroup Inc.	5.875%	1/30/42	3,665	4,677
	Citigroup Inc.	6.675%	9/13/43	3,350	4,448
	Citigroup Inc.	4.950%	11/7/43	1,825	2,096

Citigroup Inc.	5.300%	5/6/44	4,750	5,323
Comerica Inc.	3.800%	7/22/26	750	759
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.250%	5/24/41	5,025	6,075
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.750%	12/1/43	4,875	6,052
Credit Suisse USA Inc.	7.125%	7/15/32	2,200	3,093
Discover Bank	4.250%	3/13/26	1,175	1,246
Fifth Third Bancorp	8.250%	3/1/38	3,670	5,542
FirstMerit Bank NA	4.270%	11/25/26	1,225	1,276
Goldman Sachs Capital I	6.345%	2/15/34	6,275	7,856
Goldman Sachs Group Inc.	5.950%	1/15/27	5,083	5,938
Goldman Sachs Group Inc.	6.125%	2/15/33	9,700	12,374
Goldman Sachs Group Inc.	6.450%	5/1/36	4,200	5,269
Goldman Sachs Group Inc.	6.750%	10/1/37	18,840	24,741
Goldman Sachs Group Inc.	6.250%	2/1/41	7,400	9,654
Goldman Sachs Group Inc.	4.800%	7/8/44	7,425	8,255
HSBC Bank USA NA	5.875%	11/1/34	4,090	5,119
HSBC Bank USA NA	5.625%	8/15/35	3,425	4,229
HSBC Bank USA NA	7.000%	1/15/39	2,825	3,992
HSBC Holdings plc	7.625%	5/17/32	1,050	1,425
HSBC Holdings plc	7.350%	11/27/32	200	268
HSBC Holdings plc	6.500%	5/2/36	6,925	8,865
HSBC Holdings plc	6.500%	9/15/37	9,050	11,531
HSBC Holdings plc	6.800%	6/1/38	5,240	6,899
HSBC Holdings plc	6.100%	1/14/42	2,450	3,237
HSBC Holdings plc	5.250%	3/14/44	6,125	6,995
JPMorgan Chase & Co.	4.125%	12/15/26	7,000	7,226
JPMorgan Chase & Co.	6.400%	5/15/38	6,800	9,149
JPMorgan Chase & Co.	5.500%	10/15/40	4,275	5,165
JPMorgan Chase & Co.	5.600%	7/15/41	6,175	7,613
JPMorgan Chase & Co.	5.400%	1/6/42	4,630	5,545
JPMorgan Chase & Co.	5.625%	8/16/43	4,550	5,417
JPMorgan Chase & Co.	4.850%	2/1/44	4,825	5,507
KeyBank NA	6.950%	2/1/28	868	1,140
Morgan Stanley	5.000%	11/24/25	6,519	7,156
Morgan Stanley	6.250%	8/9/26	2,325	2,894
Morgan Stanley	4.350%	9/8/26	8,975	9,378
Morgan Stanley	7.250%	4/1/32	2,875	3,976
Morgan Stanley	6.375%	7/24/42	7,350	9,776
Morgan Stanley	4.300%	1/27/45	8,500	8,810
Northern Trust Corp.	3.950%	10/30/25	2,600	2,783
PNC Bank NA	4.200%	11/1/25	1,225	1,333
Regions Bank	6.450%	6/26/37	1,750	2,213
Regions Financial Corp.	7.375%	12/10/37	1,000	1,335
UBS AG	7.750%	9/1/26	1,500	2,006
Wachovia Bank NA	5.850%	2/1/37	3,875	5,000
Wachovia Corp.	6.605%	10/1/25	1,725	2,118
Wachovia Corp.	7.574%	8/1/26	125	167
Wachovia Corp.	7.500%	4/15/35	1,350	1,929
Wachovia Corp.	5.500%	8/1/35	1,510	1,779
Wachovia Corp.	6.550%	10/15/35	125	161
Wells Fargo & Co.	4.100%	6/3/26	8,750	9,190
Wells Fargo & Co.	5.375%	2/7/35	2,450	2,985
Wells Fargo & Co.	5.375%	11/2/43	7,510	8,862
Wells Fargo & Co.	5.606%	1/15/44	7,110	8,598
Wells Fargo & Co.	4.650%	11/4/44	7,625	8,099
Wells Fargo Bank NA	5.950%	8/26/36	3,155	4,138

Wells Fargo Bank NA	6.600%	1/15/38	5,625	7,927
3 Wells Fargo Capital X	5.950%	12/1/86	3,025	3,135
Brokerage (0.2%)
Affiliated Managers Group Inc.	3.500%	8/1/25	1,850	1,844
Brookfield Asset Management Inc.	7.375%	3/1/33	850	1,082
CME Group Inc.	5.300%	9/15/43	2,425	3,007
Invesco Finance plc	5.375%	11/30/43	2,100	2,586
Jefferies Group LLC	6.450%	6/8/27	950	1,022
Jefferies Group LLC	6.250%	1/15/36	1,675	1,681
Jefferies Group LLC	6.500%	1/20/43	1,350	1,343
Legg Mason Inc.	5.625%	1/15/44	1,900	2,240
Leucadia National Corp.	6.625%	10/23/43	800	800
TD Ameritrade Holding Corp.	3.625%	4/1/25	2,475	2,595
Finance Companies (1.0%)
GATX Corp.	5.200%	3/15/44	1,025	1,153
GATX Corp.	4.500%	3/30/45	900	914
General Electric Capital Corp.	6.750%	3/15/32	18,580	25,724
General Electric Capital Corp.	7.500%	8/21/35	400	602
General Electric Capital Corp.	6.150%	8/7/37	8,230	10,915
General Electric Capital Corp.	5.875%	1/14/38	21,598	27,920
General Electric Capital Corp.	6.875%	1/10/39	14,175	20,415
Insurance (3.1%)
ACE Capital Trust II	9.700%	4/1/30	1,100	1,651
ACE INA Holdings Inc.	6.700%	5/15/36	1,000	1,429
ACE INA Holdings Inc.	4.150%	3/13/43	1,350	1,453
Aetna Inc.	6.625%	6/15/36	2,700	3,650
Aetna Inc.	6.750%	12/15/37	1,725	2,399
Aetna Inc.	4.500%	5/15/42	1,550	1,719
Aetna Inc.	4.125%	11/15/42	1,375	1,449
Aetna Inc.	4.750%	3/15/44	1,950	2,270
Aflac Inc.	6.900%	12/17/39	1,925	2,697
Aflac Inc.	6.450%	8/15/40	1,835	2,427
AIG Life Holdings Inc.	8.500%	7/1/30	250	353
Alleghany Corp.	4.900%	9/15/44	1,650	1,732
Allstate Corp.	5.350%	6/1/33	1,950	2,390
Allstate Corp.	5.550%	5/9/35	1,300	1,645
Allstate Corp.	5.950%	4/1/36	950	1,257
Allstate Corp.	4.500%	6/15/43	2,125	2,421
3 Allstate Corp.	6.500%	5/15/67	1,000	1,158
American International Group Inc.	3.875%	1/15/35	4,000	4,019
American International Group Inc.	6.250%	5/1/36	2,350	3,062
American International Group Inc.	6.820%	11/15/37	1,326	1,844
American International Group Inc.	4.500%	7/16/44	8,625	9,272
American International Group Inc.	4.375%	1/15/55	1,250	1,246
3 American International Group Inc.	8.175%	5/15/68	3,825	5,451
3 American International Group Inc.	6.250%	3/15/87	2,975	3,364
Anthem Inc.	5.950%	12/15/34	441	559
Anthem Inc.	5.850%	1/15/36	2,575	3,132
Anthem Inc.	6.375%	6/15/37	2,920	3,796
Anthem Inc.	4.625%	5/15/42	3,300	3,565
Anthem Inc.	4.650%	1/15/43	3,325	3,615
Anthem Inc.	5.100%	1/15/44	3,225	3,713
Anthem Inc.	4.650%	8/15/44	3,500	3,852
Aon Corp.	8.205%	1/1/27	750	983
Aon Corp.	6.250%	9/30/40	1,600	2,104

Aon plc	4.250%	12/12/42	575	570
Aon plc	4.450%	5/24/43	1,325	1,373
Aon plc	4.600%	6/14/44	1,925	2,071
Arch Capital Group Ltd.	7.350%	5/1/34	625	873
Arch Capital Group US Inc.	5.144%	11/1/43	2,025	2,312
Assurant Inc.	6.750%	2/15/34	1,419	1,813
AXA SA	8.600%	12/15/30	4,405	6,123
AXIS Specialty Finance plc	5.150%	4/1/45	875	981
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	3,775	5,031
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	1,775	1,977
Berkshire Hathaway Finance Corp.	4.300%	5/15/43	1,650	1,816
Berkshire Hathaway Inc.	4.500%	2/11/43	2,925	3,297
Chubb Corp.	6.000%	5/11/37	2,650	3,565
Chubb Corp.	6.500%	5/15/38	1,875	2,667
Cigna Corp.	7.875%	5/15/27	500	706
Cigna Corp.	6.150%	11/15/36	525	684
Cigna Corp.	5.875%	3/15/41	1,785	2,333
Cigna Corp.	5.375%	2/15/42	2,445	3,023
Cincinnati Financial Corp.	6.920%	5/15/28	1,200	1,572
Cincinnati Financial Corp.	6.125%	11/1/34	1,350	1,660
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	1,425	1,812
Everest Reinsurance Holdings Inc.	4.868%	6/1/44	1,500	1,579
Hartford Financial Services Group Inc.	5.950%	10/15/36	2,325	2,936
Hartford Financial Services Group Inc.	6.625%	3/30/40	486	652
Hartford Financial Services Group Inc.	6.100%	10/1/41	2,800	3,651
Hartford Financial Services Group Inc.	4.300%	4/15/43	400	423
Humana Inc.	8.150%	6/15/38	725	1,080
Humana Inc.	4.625%	12/1/42	1,300	1,359
Humana Inc.	4.950%	10/1/44	2,675	2,936
Lincoln National Corp.	6.150%	4/7/36	2,750	3,418
Lincoln National Corp.	7.000%	6/15/40	1,350	1,884
Loews Corp.	6.000%	2/1/35	800	984
Loews Corp.	4.125%	5/15/43	2,350	2,325
Markel Corp.	5.000%	3/30/43	1,300	1,427
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	875	1,088
MetLife Inc.	6.500%	12/15/32	1,050	1,414
MetLife Inc.	6.375%	6/15/34	2,150	2,903
MetLife Inc.	5.700%	6/15/35	2,775	3,527
MetLife Inc.	5.875%	2/6/41	5,400	7,032
MetLife Inc.	4.125%	8/13/42	2,075	2,150
MetLife Inc.	4.875%	11/13/43	2,000	2,304
MetLife Inc.	4.721%	12/15/44	2,675	3,004
MetLife Inc.	4.050%	3/1/45	4,000	4,127
3 MetLife Inc.	6.400%	12/15/66	3,595	4,242
3 MetLife Inc.	10.750%	8/1/69	1,340	2,241
Munich Re America Corp.	7.450%	12/15/26	1,000	1,344
3 Nationwide Financial Services Inc.	6.750%	5/15/67	1,000	1,051
Principal Financial Group Inc.	6.050%	10/15/36	2,375	3,029
Principal Financial Group Inc.	4.625%	9/15/42	375	408
Principal Financial Group Inc.	4.350%	5/15/43	800	839
Progressive Corp.	6.625%	3/1/29	2,650	3,594
Progressive Corp.	4.350%	4/25/44	1,750	1,935
Protective Life Corp.	8.450%	10/15/39	1,000	1,525
Prudential Financial Inc.	5.750%	7/15/33	350	422
Prudential Financial Inc.	5.400%	6/13/35	1,820	2,102
Prudential Financial Inc.	5.900%	3/17/36	2,550	3,146
Prudential Financial Inc.	5.700%	12/14/36	4,100	4,911
Prudential Financial Inc.	6.625%	12/1/37	2,650	3,541

Prudential Financial Inc.	6.625%	6/21/40	2,500	3,351
Prudential Financial Inc.	6.200%	11/15/40	1,350	1,716
Prudential Financial Inc.	5.625%	5/12/41	625	746
Prudential Financial Inc.	5.100%	8/15/43	1,650	1,853
Prudential Financial Inc.	4.600%	5/15/44	1,400	1,472
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	1,115	1,437
Transatlantic Holdings Inc.	8.000%	11/30/39	1,300	1,840
Travelers Cos. Inc.	6.750%	6/20/36	1,000	1,436
Travelers Cos. Inc.	6.250%	6/15/37	2,175	2,993
Travelers Cos. Inc.	5.350%	11/1/40	2,625	3,297
Travelers Cos. Inc.	4.600%	8/1/43	2,975	3,448
Travelers Property Casualty Corp.	6.375%	3/15/33	1,750	2,374
Trinity Acquisition plc	6.125%	8/15/43	900	1,060
UnitedHealth Group Inc.	5.800%	3/15/36	1,635	2,121
UnitedHealth Group Inc.	6.500%	6/15/37	890	1,251
UnitedHealth Group Inc.	6.625%	11/15/37	2,575	3,667
UnitedHealth Group Inc.	6.875%	2/15/38	5,135	7,392
UnitedHealth Group Inc.	5.950%	2/15/41	1,500	2,016
UnitedHealth Group Inc.	4.625%	11/15/41	3,700	4,249
UnitedHealth Group Inc.	4.375%	3/15/42	1,500	1,661
UnitedHealth Group Inc.	3.950%	10/15/42	2,000	2,051
UnitedHealth Group Inc.	4.250%	3/15/43	1,800	1,949
Unum Group	5.750%	8/15/42	650	786
Validus Holdings Ltd.	8.875%	1/26/40	940	1,303
Voya Financial Inc.	5.700%	7/15/43	1,750	2,152
WR Berkley Corp.	4.750%	8/1/44	1,350	1,453
XLIT Ltd.	6.250%	5/15/27	825	1,027
XLIT Ltd.	5.250%	12/15/43	1,450	1,681
XLIT Ltd.	5.500%	3/31/45	1,100	1,094
Real Estate Investment Trusts (0.3%)
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	1,050	1,109
Brandywine Operating Partnership LP	4.550%	10/1/29	1,650	1,716
Columbia Property Trust Operating
Partnership LP	4.150%	4/1/25	1,000	1,027
ERP Operating LP	4.500%	7/1/44	1,700	1,831
Essex Portfolio LP	3.500%	4/1/25	1,200	1,217
Federal Realty Investment Trust	4.500%	12/1/44	2,600	2,812
HCP Inc.	6.750%	2/1/41	1,725	2,305
Health Care REIT Inc.	6.500%	3/15/41	1,300	1,720
Health Care REIT Inc.	5.125%	3/15/43	1,900	2,141
Kilroy Realty LP	4.250%	8/15/29	1,500	1,562
Liberty Property LP	3.750%	4/1/25	925	933
4 Omega Healthcare Investors Inc.	4.500%	4/1/27	3,125	3,055
Realty Income Corp.	5.875%	3/15/35	920	1,079
Simon Property Group LP	6.750%	2/1/40	2,550	3,553
Simon Property Group LP	4.750%	3/15/42	2,100	2,363
Simon Property Group LP	4.250%	10/1/44	1,000	1,049
Ventas Realty LP	5.700%	9/30/43	750	923
Ventas Realty LP	4.375%	2/1/45	1,275	1,294
				864,644
Industrial (33.4%)
Basic Industry (2.8%)
Agrium Inc.	4.125%	3/15/35	2,000	2,001
Agrium Inc.	6.125%	1/15/41	1,850	2,283
Agrium Inc.	4.900%	6/1/43	3,075	3,291
Agrium Inc.	5.250%	1/15/45	2,000	2,266

Albemarle Corp.	5.450%	12/1/44	1,250	1,353
Barrick Gold Corp.	5.250%	4/1/42	3,075	2,934
Barrick North America Finance LLC	7.500%	9/15/38	850	1,014
Barrick North America Finance LLC	5.700%	5/30/41	3,700	3,680
Barrick North America Finance LLC	5.750%	5/1/43	3,025	3,159
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	1,720	1,698
BHP Billiton Finance USA Ltd.	6.420%	3/1/26	500	636
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	3,610	3,684
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	8,900	10,158
CF Industries Inc.	5.150%	3/15/34	2,625	2,870
CF Industries Inc.	4.950%	6/1/43	2,475	2,588
CF Industries Inc.	5.375%	3/15/44	2,600	2,908
Domtar Corp.	6.250%	9/1/42	1,475	1,624
Dow Chemical Co.	7.375%	11/1/29	2,400	3,262
Dow Chemical Co.	4.250%	10/1/34	2,200	2,227
Dow Chemical Co.	9.400%	5/15/39	3,050	5,049
Dow Chemical Co.	5.250%	11/15/41	2,675	3,017
Dow Chemical Co.	4.375%	11/15/42	3,850	3,873
Eastman Chemical Co.	4.800%	9/1/42	2,225	2,363
Eastman Chemical Co.	4.650%	10/15/44	3,850	4,003
Ecolab Inc.	5.500%	12/8/41	2,690	3,284
EI du Pont de Nemours & Co.	6.500%	1/15/28	775	1,009
EI du Pont de Nemours & Co.	5.600%	12/15/36	625	765
EI du Pont de Nemours & Co.	4.900%	1/15/41	2,575	2,902
EI du Pont de Nemours & Co.	4.150%	2/15/43	2,075	2,124
Freeport-McMoRan Inc.	5.400%	11/14/34	3,250	2,958
Freeport-McMoRan Inc.	5.450%	3/15/43	6,905	6,173
Georgia-Pacific LLC	7.375%	12/1/25	2,775	3,657
Georgia-Pacific LLC	7.250%	6/1/28	1,200	1,605
Georgia-Pacific LLC	7.750%	11/15/29	1,215	1,717
Georgia-Pacific LLC	8.875%	5/15/31	1,500	2,272
Glencore Canada Corp.	6.200%	6/15/35	1,000	1,059
Goldcorp Inc.	5.450%	6/9/44	1,500	1,545
International Paper Co.	8.700%	6/15/38	795	1,178
International Paper Co.	7.300%	11/15/39	1,890	2,522
International Paper Co.	6.000%	11/15/41	2,250	2,666
International Paper Co.	4.800%	6/15/44	3,300	3,391
Kinross Gold Corp.	6.875%	9/1/41	895	794
Lubrizol Corp.	6.500%	10/1/34	925	1,261
LYB International Finance BV	5.250%	7/15/43	1,600	1,780
LYB International Finance BV	4.875%	3/15/44	4,400	4,703
LyondellBasell Industries NV	4.625%	2/26/55	2,300	2,276
Methanex Corp.	5.650%	12/1/44	500	526
Monsanto Co.	5.500%	8/15/25	1,350	1,636
Monsanto Co.	4.200%	7/15/34	4,300	4,621
Monsanto Co.	5.875%	4/15/38	1,950	2,457
Monsanto Co.	3.600%	7/15/42	425	403
Monsanto Co.	4.400%	7/15/44	3,600	3,901
Monsanto Co.	4.700%	7/15/64	1,920	2,086
Mosaic Co.	5.450%	11/15/33	1,600	1,864
Mosaic Co.	4.875%	11/15/41	1,030	1,102
Mosaic Co.	5.625%	11/15/43	2,000	2,372
Newmont Mining Corp.	5.875%	4/1/35	1,210	1,214
Newmont Mining Corp.	6.250%	10/1/39	2,785	2,839
Newmont Mining Corp.	4.875%	3/15/42	4,625	4,110
Nucor Corp.	6.400%	12/1/37	2,543	3,239
Nucor Corp.	5.200%	8/1/43	2,350	2,645
Placer Dome Inc.	6.450%	10/15/35	700	753

Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	1,250	1,259
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	1,465	1,846
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	1,850	2,329
PPG Industries Inc.	5.500%	11/15/40	1,755	2,178
Praxair Inc.	3.550%	11/7/42	3,250	3,201
Reliance Steel & Aluminum Co.	6.850%	11/15/36	350	409
Rio Tinto Alcan Inc.	5.750%	6/1/35	5,550	6,553
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	3,425	4,633
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	3,175	3,579
Rio Tinto Finance USA plc	4.750%	3/22/42	1,250	1,339
Rio Tinto Finance USA plc	4.125%	8/21/42	2,300	2,276
Rohm & Haas Co.	7.850%	7/15/29	3,050	4,326
Southern Copper Corp.	7.500%	7/27/35	4,350	5,009
Southern Copper Corp.	6.750%	4/16/40	3,045	3,249
Southern Copper Corp.	5.250%	11/8/42	3,845	3,511
Syngenta Finance NV	4.375%	3/28/42	650	687
Teck Resources Ltd.	6.125%	10/1/35	2,025	1,944
Teck Resources Ltd.	6.000%	8/15/40	2,775	2,680
Teck Resources Ltd.	6.250%	7/15/41	3,400	3,306
Teck Resources Ltd.	5.200%	3/1/42	2,095	1,885
Teck Resources Ltd.	5.400%	2/1/43	525	477
The Dow Chemical Company	4.625%	10/1/44	1,600	1,673
Vale Canada Ltd.	7.200%	9/15/32	1,050	1,056
Vale Overseas Ltd.	8.250%	1/17/34	1,725	1,913
Vale Overseas Ltd.	6.875%	11/21/36	9,725	9,411
Vale Overseas Ltd.	6.875%	11/10/39	6,245	6,054
Vale SA	5.625%	9/11/42	4,990	4,309
Westvaco Corp.	8.200%	1/15/30	500	706
Westvaco Corp.	7.950%	2/15/31	2,125	2,866
Weyerhaeuser Co.	7.375%	3/15/32	4,175	5,619
Weyerhaeuser Co.	6.875%	12/15/33	1,350	1,729
Worthington Industries Inc.	4.550%	4/15/26	700	753
Capital Goods (2.2%)
3M Co.	6.375%	2/15/28	500	673
3M Co.	5.700%	3/15/37	1,760	2,344
3M Co.	3.875%	6/15/44	500	535
ABB Finance USA Inc.	4.375%	5/8/42	1,525	1,726
Boeing Co.	6.125%	2/15/33	1,325	1,797
Boeing Co.	3.300%	3/1/35	1,000	998
Boeing Co.	6.625%	2/15/38	1,600	2,322
Boeing Co.	6.875%	3/15/39	2,525	3,819
Boeing Co.	5.875%	2/15/40	1,175	1,586
Boeing Co.	3.500%	3/1/45	800	789
Caterpillar Inc.	5.300%	9/15/35	600	733
Caterpillar Inc.	6.050%	8/15/36	2,175	2,865
Caterpillar Inc.	5.200%	5/27/41	1,100	1,325
Caterpillar Inc.	3.803%	8/15/42	7,091	7,195
Caterpillar Inc.	4.300%	5/15/44	2,500	2,705
Caterpillar Inc.	4.750%	5/15/64	1,200	1,318
Deere & Co.	5.375%	10/16/29	3,325	4,099
Deere & Co.	8.100%	5/15/30	1,200	1,842
Deere & Co.	7.125%	3/3/31	200	284
Deere & Co.	3.900%	6/9/42	4,110	4,317
Dover Corp.	5.375%	10/15/35	825	998
Dover Corp.	6.600%	3/15/38	725	1,030
Dover Corp.	5.375%	3/1/41	1,350	1,674
Eaton Corp.	4.000%	11/2/32	3,020	3,169

Eaton Corp.	4.150%	11/2/42	3,250	3,343
Emerson Electric Co.	6.000%	8/15/32	1,650	2,166
Emerson Electric Co.	6.125%	4/15/39	1,325	1,821
Emerson Electric Co.	5.250%	11/15/39	175	217
General Dynamics Corp.	3.600%	11/15/42	1,900	1,904
General Electric Co.	4.125%	10/9/42	8,450	8,950
General Electric Co.	4.500%	3/11/44	8,330	9,368
Honeywell International Inc.	5.700%	3/15/36	2,600	3,368
Honeywell International Inc.	5.700%	3/15/37	1,800	2,348
Honeywell International Inc.	5.375%	3/1/41	2,670	3,434
Illinois Tool Works Inc.	4.875%	9/15/41	2,100	2,460
Illinois Tool Works Inc.	3.900%	9/1/42	2,750	2,831
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	1,500	1,826
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	1,200	1,287
Lockheed Martin Corp.	3.600%	3/1/35	3,550	3,546
Lockheed Martin Corp.	6.150%	9/1/36	5,735	7,589
Lockheed Martin Corp.	5.500%	11/15/39	2,600	3,251
Lockheed Martin Corp.	5.720%	6/1/40	2,189	2,876
Lockheed Martin Corp.	4.850%	9/15/41	325	378
Lockheed Martin Corp.	4.070%	12/15/42	1,925	2,004
Lockheed Martin Corp.	3.800%	3/1/45	500	499
Northrop Grumman Corp.	5.050%	11/15/40	1,900	2,202
Northrop Grumman Corp.	4.750%	6/1/43	3,450	3,886
Northrop Grumman Corp.	3.850%	4/15/45	2,116	2,080
Northrop Grumman Systems Corp.	7.750%	2/15/31	1,315	1,867
Owens Corning	7.000%	12/1/36	2,225	2,729
Parker Hannifin Corp.	6.250%	5/15/38	995	1,366
Parker-Hannifin Corp.	4.200%	11/21/34	2,000	2,180
Parker-Hannifin Corp.	4.450%	11/21/44	2,800	3,123
Precision Castparts Corp.	3.900%	1/15/43	2,875	2,965
Raytheon Co.	7.200%	8/15/27	400	549
Raytheon Co.	4.875%	10/15/40	2,300	2,678
Raytheon Co.	4.700%	12/15/41	1,950	2,258
Republic Services Inc.	6.200%	3/1/40	2,660	3,563
Republic Services Inc.	5.700%	5/15/41	2,500	3,134
Rockwell Automation Inc.	6.700%	1/15/28	300	396
Rockwell Automation Inc.	6.250%	12/1/37	800	1,080
Rockwell Collins Inc.	4.800%	12/15/43	1,000	1,194
Sonoco Products Co.	5.750%	11/1/40	1,950	2,339
Stanley Black & Decker Inc.	5.200%	9/1/40	1,200	1,418
United Technologies Corp.	6.700%	8/1/28	1,175	1,607
United Technologies Corp.	7.500%	9/15/29	1,775	2,595
United Technologies Corp.	5.400%	5/1/35	2,275	2,806
United Technologies Corp.	6.050%	6/1/36	2,725	3,641
United Technologies Corp.	6.125%	7/15/38	2,275	3,054
United Technologies Corp.	5.700%	4/15/40	4,635	5,980
United Technologies Corp.	4.500%	6/1/42	12,250	13,567
Valmont Industries Inc.	5.000%	10/1/44	825	808
Valmont Industries Inc.	5.250%	10/1/54	750	739
Waste Management Inc.	3.900%	3/1/35	2,250	2,292
Waste Management Inc.	4.100%	3/1/45	1,500	1,529
Communication (7.8%)
21st Century Fox America Inc.	6.550%	3/15/33	225	298
21st Century Fox America Inc.	6.200%	12/15/34	5,990	7,652
21st Century Fox America Inc.	6.400%	12/15/35	4,330	5,683
21st Century Fox America Inc.	8.150%	10/17/36	1,225	1,829
21st Century Fox America Inc.	6.150%	3/1/37	2,580	3,332

21st Century Fox America Inc.	6.650%	11/15/37	1,750	2,366
21st Century Fox America Inc.	7.850%	3/1/39	825	1,245
21st Century Fox America Inc.	6.900%	8/15/39	2,550	3,503
21st Century Fox America Inc.	6.150%	2/15/41	5,875	7,608
21st Century Fox America Inc.	5.400%	10/1/43	2,500	3,035
21st Century Fox America Inc.	4.750%	9/15/44	2,500	2,796
21st Century Fox America Inc.	7.750%	12/1/45	1,845	2,788
Alltel Corp.	7.875%	7/1/32	500	722
America Movil SAB de CV	6.375%	3/1/35	3,810	4,731
America Movil SAB de CV	6.125%	11/15/37	1,725	2,120
America Movil SAB de CV	6.125%	3/30/40	5,800	7,186
America Movil SAB de CV	4.375%	7/16/42	4,200	4,170
Ameritech Capital Funding Corp.	6.550%	1/15/28	1,300	1,598
AT&T Corp.	8.000%	11/15/31	1,846	2,734
AT&T Inc.	6.150%	9/15/34	2,400	2,838
AT&T Inc.	6.500%	9/1/37	2,410	2,936
AT&T Inc.	6.300%	1/15/38	5,260	6,274
AT&T Inc.	6.400%	5/15/38	2,675	3,240
AT&T Inc.	6.550%	2/15/39	6,560	8,086
AT&T Inc.	5.350%	9/1/40	10,081	11,003
AT&T Inc.	5.550%	8/15/41	6,555	7,299
AT&T Inc.	4.300%	12/15/42	8,725	8,307
AT&T Inc.	4.800%	6/15/44	6,750	6,881
AT&T Inc.	4.350%	6/15/45	10,810	10,274
AT&T Mobility LLC	7.125%	12/15/31	1,950	2,613
Bellsouth Capital Funding Corp.	7.875%	2/15/30	2,118	2,870
BellSouth Corp.	6.875%	10/15/31	1,702	2,078
BellSouth Corp.	6.550%	6/15/34	915	1,080
BellSouth Corp.	6.000%	11/15/34	771	856
BellSouth Telecommunications LLC	6.375%	6/1/28	2,065	2,395
BellSouth Telecommunications LLC	0.000%	12/15/95	555	656
British Telecommunications plc	9.625%	12/15/30	8,225	13,538
CBS Corp.	7.875%	7/30/30	3,615	5,014
CBS Corp.	5.500%	5/15/33	863	961
CBS Corp.	5.900%	10/15/40	900	1,069
CBS Corp.	4.850%	7/1/42	1,800	1,896
CBS Corp.	4.900%	8/15/44	1,750	1,852
Comcast Corp.	4.250%	1/15/33	5,257	5,661
Comcast Corp.	7.050%	3/15/33	950	1,337
Comcast Corp.	4.200%	8/15/34	3,000	3,242
Comcast Corp.	5.650%	6/15/35	4,650	5,774
Comcast Corp.	6.500%	11/15/35	5,715	7,769
Comcast Corp.	6.450%	3/15/37	6,185	8,365
Comcast Corp.	6.950%	8/15/37	5,335	7,579
Comcast Corp.	6.400%	5/15/38	2,275	3,073
Comcast Corp.	6.550%	7/1/39	2,825	3,872
Comcast Corp.	6.400%	3/1/40	2,800	3,822
Comcast Corp.	4.650%	7/15/42	8,480	9,485
Comcast Corp.	4.500%	1/15/43	2,125	2,333
Comcast Corp.	4.750%	3/1/44	1,025	1,178
Deutsche Telekom International Finance BV	8.750%	6/15/30	12,750	19,412
Deutsche Telekom International Finance BV	9.250%	6/1/32	1,405	2,304
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	2,510	2,967
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	3,800	4,308
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	3,625	4,275

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	3,400	3,554
Discovery Communications LLC	6.350%	6/1/40	2,400	2,953
Discovery Communications LLC	4.950%	5/15/42	1,550	1,634
Discovery Communications LLC	4.875%	4/1/43	2,675	2,804
Embarq Corp.	7.995%	6/1/36	5,070	6,048
Grupo Televisa SAB	8.500%	3/11/32	250	352
Grupo Televisa SAB	6.625%	1/15/40	2,035	2,525
Grupo Televisa SAB	5.000%	5/13/45	4,000	4,133
GTE Corp.	6.940%	4/15/28	2,675	3,426
Historic TW Inc.	6.625%	5/15/29	5,575	7,176
Koninklijke KPN NV	8.375%	10/1/30	3,575	5,156
McGraw Hill Financial Inc.	6.550%	11/15/37	1,150	1,293
Moody's Corp.	5.250%	7/15/44	2,700	3,077
NBCUniversal Media LLC	6.400%	4/30/40	3,695	5,013
NBCUniversal Media LLC	5.950%	4/1/41	3,100	4,043
NBCUniversal Media LLC	4.450%	1/15/43	4,175	4,542
New Cingular Wireless Services Inc.	8.750%	3/1/31	2,235	3,366
Orange SA	9.000%	3/1/31	9,290	14,240
Orange SA	5.375%	1/13/42	3,575	4,108
Orange SA	5.500%	2/6/44	3,000	3,586
Pacific Bell Telephone Co.	7.125%	3/15/26	1,847	2,347
Qwest Corp.	7.200%	11/10/26	200	201
Qwest Corp.	6.875%	9/15/33	4,700	4,718
Qwest Corp.	7.125%	11/15/43	1,500	1,545
Rogers Communications Inc.	7.500%	8/15/38	1,955	2,808
Rogers Communications Inc.	4.500%	3/15/43	1,325	1,364
Rogers Communications Inc.	5.450%	10/1/43	650	766
Rogers Communications Inc.	5.000%	3/15/44	4,675	5,132
TCI Communications Inc.	7.875%	2/15/26	1,730	2,447
TCI Communications Inc.	7.125%	2/15/28	1,095	1,506
Telefonica Emisiones SAU	7.045%	6/20/36	7,825	10,700
Telefonica Europe BV	8.250%	9/15/30	4,650	6,761
Thomson Reuters Corp.	5.500%	8/15/35	2,540	2,937
Thomson Reuters Corp.	5.850%	4/15/40	2,025	2,462
Thomson Reuters Corp.	4.500%	5/23/43	200	205
Thomson Reuters Corp.	5.650%	11/23/43	1,525	1,809
Time Warner Cable Inc.	6.550%	5/1/37	5,785	7,229
Time Warner Cable Inc.	7.300%	7/1/38	4,905	6,579
Time Warner Cable Inc.	6.750%	6/15/39	5,075	6,527
Time Warner Cable Inc.	5.875%	11/15/40	4,850	5,777
Time Warner Cable Inc.	5.500%	9/1/41	4,825	5,527
Time Warner Cable Inc.	4.500%	9/15/42	2,575	2,642
Time Warner Cos. Inc.	6.950%	1/15/28	2,250	2,925
Time Warner Entertainment Co. LP	8.375%	7/15/33	3,325	4,877
Time Warner Inc.	7.625%	4/15/31	5,175	7,252
Time Warner Inc.	7.700%	5/1/32	5,715	8,128
Time Warner Inc.	6.500%	11/15/36	2,850	3,699
Time Warner Inc.	6.200%	3/15/40	2,350	2,996
Time Warner Inc.	6.100%	7/15/40	4,210	5,320
Time Warner Inc.	6.250%	3/29/41	2,925	3,770
Time Warner Inc.	5.375%	10/15/41	2,350	2,753
Time Warner Inc.	4.900%	6/15/42	1,725	1,908
Time Warner Inc.	5.350%	12/15/43	1,325	1,544
Time Warner Inc.	4.650%	6/1/44	1,500	1,627
Verizon Communications Inc.	7.750%	12/1/30	4,700	6,653
Verizon Communications Inc.	6.400%	9/15/33	8,635	10,804
Verizon Communications Inc.	5.050%	3/15/34	7,400	8,036

Verizon Communications Inc.	4.400%	11/1/34	5,625	5,678
Verizon Communications Inc.	5.850%	9/15/35	5,925	6,998
4 Verizon Communications Inc.	4.272%	1/15/36	10,000	9,925
Verizon Communications Inc.	6.250%	4/1/37	4,975	6,113
Verizon Communications Inc.	6.400%	2/15/38	5,015	6,252
Verizon Communications Inc.	6.900%	4/15/38	2,625	3,460
Verizon Communications Inc.	7.350%	4/1/39	60	82
Verizon Communications Inc.	6.000%	4/1/41	4,300	5,172
Verizon Communications Inc.	4.750%	11/1/41	2,950	3,046
Verizon Communications Inc.	3.850%	11/1/42	3,165	2,880
Verizon Communications Inc.	6.550%	9/15/43	20,755	26,833
Verizon Communications Inc.	4.862%	8/21/46	15,088	15,722
4 Verizon Communications Inc.	4.522%	9/15/48	14,423	14,287
Verizon Communications Inc.	5.012%	8/21/54	21,268	22,072
4 Verizon Communications Inc.	4.672%	3/15/55	18,629	18,118
Verizon Maryland LLC	5.125%	6/15/33	3,600	3,837
Verizon New England Inc.	7.875%	11/15/29	490	640
Verizon New York Inc.	7.375%	4/1/32	1,175	1,466
Viacom Inc.	4.850%	12/15/34	1,750	1,807
Viacom Inc.	6.875%	4/30/36	4,310	5,344
Viacom Inc.	4.375%	3/15/43	5,437	5,070
Viacom Inc.	4.875%	6/15/43	550	551
Viacom Inc.	5.850%	9/1/43	4,325	4,853
Viacom Inc.	5.250%	4/1/44	1,400	1,494
Vodafone Group plc	7.875%	2/15/30	2,700	3,704
Vodafone Group plc	6.250%	11/30/32	1,150	1,406
Vodafone Group plc	6.150%	2/27/37	5,500	6,696
Vodafone Group plc	4.375%	2/19/43	4,375	4,297
Walt Disney Co.	7.000%	3/1/32	1,650	2,415
Walt Disney Co.	4.375%	8/16/41	1,025	1,177
Walt Disney Co.	4.125%	12/1/41	3,305	3,608
Walt Disney Co.	3.700%	12/1/42	1,350	1,384
Walt Disney Co.	4.125%	6/1/44	950	1,049
WPP Finance 2010	5.125%	9/7/42	875	967
WPP Finance 2010	5.625%	11/15/43	1,500	1,775
Consumer Cyclical (3.2%)
4 Alibaba Group Holding Ltd.	4.500%	11/28/34	3,000	3,067
Amazon.com Inc.	4.800%	12/5/34	5,100	5,580
Amazon.com Inc.	4.950%	12/5/44	5,100	5,591
Bed Bath & Beyond Inc.	4.915%	8/1/34	900	971
Bed Bath & Beyond Inc.	5.165%	8/1/44	3,175	3,496
BorgWarner Inc.	4.375%	3/15/45	750	778
Coach Inc.	4.250%	4/1/25	1,775	1,798
Cummins Inc.	7.125%	3/1/28	200	279
Cummins Inc.	4.875%	10/1/43	2,650	3,145
CVS Health Corp.	6.125%	9/15/39	1,500	1,964
CVS Health Corp.	5.750%	5/15/41	2,375	3,028
CVS Health Corp.	5.300%	12/5/43	3,650	4,450
Daimler Finance North America LLC	8.500%	1/18/31	4,840	7,663
Darden Restaurants Inc.	7.050%	10/15/37	875	1,111
eBay Inc.	4.000%	7/15/42	2,150	1,876
Ford Holdings LLC	9.300%	3/1/30	1,925	2,945
Ford Motor Co.	6.625%	10/1/28	2,125	2,720
Ford Motor Co.	6.375%	2/1/29	1,275	1,574
Ford Motor Co.	7.450%	7/16/31	5,650	7,777
Ford Motor Co.	4.750%	1/15/43	6,875	7,482
Ford Motor Co.	7.400%	11/1/46	1,625	2,420

Home Depot Inc.	5.875%	12/16/36	9,550	12,634
Home Depot Inc.	5.400%	9/15/40	1,625	2,020
Home Depot Inc.	5.950%	4/1/41	4,275	5,684
Home Depot Inc.	4.200%	4/1/43	2,875	3,131
Home Depot Inc.	4.875%	2/15/44	3,500	4,185
Home Depot Inc.	4.400%	3/15/45	3,075	3,440
Johnson Controls Inc.	6.000%	1/15/36	675	837
Johnson Controls Inc.	5.700%	3/1/41	1,300	1,588
Johnson Controls Inc.	5.250%	12/1/41	1,135	1,298
Johnson Controls Inc.	4.625%	7/2/44	2,100	2,254
Johnson Controls Inc.	4.950%	7/2/64	1,550	1,662
Kohl's Corp.	6.000%	1/15/33	1,818	2,094
Kohl's Corp.	6.875%	12/15/37	835	1,083
Lowe's Cos. Inc.	6.875%	2/15/28	550	744
Lowe's Cos. Inc.	6.500%	3/15/29	1,300	1,705
Lowe's Cos. Inc.	5.800%	10/15/36	2,250	2,885
Lowe's Cos. Inc.	6.650%	9/15/37	625	878
Lowe's Cos. Inc.	5.800%	4/15/40	4,675	6,053
Lowe's Cos. Inc.	5.125%	11/15/41	1,525	1,851
Lowe's Cos. Inc.	4.650%	4/15/42	3,260	3,727
Lowe's Cos. Inc.	5.000%	9/15/43	2,125	2,555
Lowe's Cos. Inc.	4.250%	9/15/44	500	541
Macy's Retail Holdings Inc.	6.900%	4/1/29	2,550	3,320
Macy's Retail Holdings Inc.	4.500%	12/15/34	2,200	2,325
Macy's Retail Holdings Inc.	6.375%	3/15/37	3,025	3,958
Macy's Retail Holdings Inc.	5.125%	1/15/42	300	336
Macy's Retail Holdings Inc.	4.300%	2/15/43	2,150	2,182
McDonald's Corp.	6.300%	10/15/37	1,975	2,593
McDonald's Corp.	6.300%	3/1/38	2,700	3,564
McDonald's Corp.	5.700%	2/1/39	1,450	1,806
McDonald's Corp.	3.700%	2/15/42	3,925	3,887
McDonald's Corp.	3.625%	5/1/43	2,375	2,333
Metropolitan Museum of Art	3.400%	7/1/45	1,100	1,070
NIKE Inc.	3.625%	5/1/43	1,475	1,477
Nordstrom Inc.	6.950%	3/15/28	850	1,131
Nordstrom Inc.	5.000%	1/15/44	2,574	2,960
QVC Inc.	5.450%	8/15/34	1,750	1,734
QVC Inc.	5.950%	3/15/43	575	589
Starwood Hotels & Resorts Worldwide Inc.	4.500%	10/1/34	1,000	1,041
Target Corp.	6.350%	11/1/32	2,039	2,711
Target Corp.	6.500%	10/15/37	4,492	6,251
Target Corp.	7.000%	1/15/38	2,994	4,364
Target Corp.	4.000%	7/1/42	3,500	3,712
4 Tiffany & Co.	4.900%	10/1/44	1,025	1,055
VF Corp.	6.450%	11/1/37	2,340	3,236
Wal-Mart Stores Inc.	5.875%	4/5/27	4,287	5,592
Wal-Mart Stores Inc.	7.550%	2/15/30	4,225	6,385
Wal-Mart Stores Inc.	5.250%	9/1/35	6,565	8,102
Wal-Mart Stores Inc.	6.500%	8/15/37	10,725	14,985
Wal-Mart Stores Inc.	6.200%	4/15/38	6,755	9,181
Wal-Mart Stores Inc.	5.625%	4/1/40	2,850	3,670
Wal-Mart Stores Inc.	4.875%	7/8/40	3,950	4,644
Wal-Mart Stores Inc.	5.000%	10/25/40	3,700	4,430
Wal-Mart Stores Inc.	5.625%	4/15/41	6,585	8,564
Wal-Mart Stores Inc.	4.000%	4/11/43	2,950	3,110
Wal-Mart Stores Inc.	4.750%	10/2/43	4,025	4,712
Wal-Mart Stores Inc.	4.300%	4/22/44	3,900	4,369
Walgreen Co.	4.400%	9/15/42	1,450	1,479

Walgreens Boots Alliance Inc.	4.500%	11/18/34	1,800	1,902
Walgreens Boots Alliance Inc.	4.800%	11/18/44	5,550	5,995
Western Union Co.	6.200%	11/17/36	1,950	2,048
Western Union Co.	6.200%	6/21/40	325	338
Yum! Brands Inc.	6.875%	11/15/37	1,265	1,661
Yum! Brands Inc.	5.350%	11/1/43	1,774	1,967
Consumer Noncyclical (7.1%)
Abbott Laboratories	6.150%	11/30/37	3,175	4,339
Abbott Laboratories	6.000%	4/1/39	1,225	1,638
Abbott Laboratories	5.300%	5/27/40	1,700	2,157
AbbVie Inc.	4.400%	11/6/42	8,075	8,354
Actavis Funding SCS	4.550%	3/15/35	7,665	8,004
Actavis Funding SCS	4.850%	6/15/44	9,600	10,240
Actavis Funding SCS	4.750%	3/15/45	5,000	5,298
Actavis Inc.	4.625%	10/1/42	3,375	3,464
Ahold Finance USA LLC	6.875%	5/1/29	1,550	2,010
Altria Group Inc.	9.950%	11/10/38	3,039	5,224
Altria Group Inc.	10.200%	2/6/39	3,796	6,714
Altria Group Inc.	4.250%	8/9/42	2,550	2,551
Altria Group Inc.	4.500%	5/2/43	2,900	3,005
Altria Group Inc.	5.375%	1/31/44	4,255	4,953
AmerisourceBergen Corp.	4.250%	3/1/45	1,700	1,784
Amgen Inc.	6.375%	6/1/37	2,175	2,813
Amgen Inc.	6.900%	6/1/38	2,250	3,108
Amgen Inc.	6.400%	2/1/39	5,675	7,352
Amgen Inc.	5.750%	3/15/40	2,642	3,217
Amgen Inc.	4.950%	10/1/41	2,210	2,471
Amgen Inc.	5.150%	11/15/41	9,176	10,488
Amgen Inc.	5.650%	6/15/42	3,318	4,064
Anheuser-Busch Cos. LLC	6.800%	8/20/32	1,675	2,292
Anheuser-Busch Cos. LLC	5.950%	1/15/33	650	830
Anheuser-Busch Cos. LLC	5.750%	4/1/36	1,575	1,954
Anheuser-Busch Cos. LLC	6.450%	9/1/37	650	862
Anheuser-Busch Cos. LLC	6.500%	2/1/43	140	196
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	3,065	3,123
Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	2,950	3,265
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	4,725	7,406
Anheuser-Busch InBev Worldwide Inc.	8.000%	11/15/39	2,025	3,140
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	1,225	1,608
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	4,700	4,561
Archer-Daniels-Midland Co.	5.935%	10/1/32	1,880	2,427
Archer-Daniels-Midland Co.	5.375%	9/15/35	2,225	2,746
Archer-Daniels-Midland Co.	5.765%	3/1/41	1,700	2,228
Archer-Daniels-Midland Co.	4.535%	3/26/42	660	756
Archer-Daniels-Midland Co.	4.016%	4/16/43	910	944
3 Ascension Health	4.847%	11/15/53	1,225	1,432
AstraZeneca plc	6.450%	9/15/37	8,550	11,634
AstraZeneca plc	4.000%	9/18/42	3,500	3,631
Baxter International Inc.	6.250%	12/1/37	800	1,074
Baxter International Inc.	3.650%	8/15/42	1,325	1,270
Baxter International Inc.	4.500%	6/15/43	1,600	1,732
Becton Dickinson & Co.	6.000%	5/15/39	2,250	2,857
Becton Dickinson & Co.	5.000%	11/12/40	900	1,027
Becton Dickinson & Co.	4.685%	12/15/44	3,350	3,644
Boston Scientific Corp.	7.000%	11/15/35	1,875	2,429
Boston Scientific Corp.	7.375%	1/15/40	1,850	2,494
Bristol-Myers Squibb Co.	6.800%	11/15/26	1,189	1,605

Bristol-Myers Squibb Co.	5.875%	11/15/36	2,077	2,702
Bristol-Myers Squibb Co.	6.125%	5/1/38	1,400	1,877
Bristol-Myers Squibb Co.	3.250%	8/1/42	1,350	1,262
Bristol-Myers Squibb Co.	4.500%	3/1/44	1,675	1,906
Bristol-Myers Squibb Co.	6.875%	8/1/97	525	776
Brown-Forman Corp.	3.750%	1/15/43	975	975
Campbell Soup Co.	3.800%	8/2/42	1,100	1,028
Cardinal Health Inc.	4.600%	3/15/43	1,775	1,892
CareFusion Corp.	4.875%	5/15/44	650	721
3 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	2,525	2,530
Celgene Corp.	5.700%	10/15/40	1,000	1,218
Celgene Corp.	5.250%	8/15/43	1,200	1,391
Celgene Corp.	4.625%	5/15/44	3,600	3,832
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	1,025	1,087
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	2,500	2,640
Coca-Cola Femsa SAB de CV	5.250%	11/26/43	2,325	2,712
ConAgra Foods Inc.	7.125%	10/1/26	1,575	2,011
ConAgra Foods Inc.	7.000%	10/1/28	675	861
ConAgra Foods Inc.	8.250%	9/15/30	1,650	2,356
ConAgra Foods Inc.	6.625%	8/15/39	1,721	2,187
ConAgra Foods Inc.	4.650%	1/25/43	2,261	2,255
Covidien International Finance SA	6.550%	10/15/37	2,675	3,756
CR Bard Inc.	6.700%	12/1/26	500	666
Delhaize America LLC	9.000%	4/15/31	500	688
Delhaize Group SA	5.700%	10/1/40	3,064	3,371
Diageo Capital plc	5.875%	9/30/36	1,750	2,235
Diageo Capital plc	3.875%	4/29/43	1,475	1,471
Diageo Investment Corp.	7.450%	4/15/35	1,750	2,586
Diageo Investment Corp.	4.250%	5/11/42	2,250	2,381
Dignity Health	5.267%	11/1/64	1,100	1,243
Dignity Health California GO	4.500%	11/1/42	1,050	1,102
Dr Pepper Snapple Group Inc.	7.450%	5/1/38	710	1,051
Eli Lilly & Co.	2.750%	6/1/25	750	753
Eli Lilly & Co.	7.125%	6/1/25	1,100	1,490
Eli Lilly & Co.	5.500%	3/15/27	3,600	4,457
Eli Lilly & Co.	5.550%	3/15/37	3,585	4,509
Eli Lilly & Co.	5.950%	11/15/37	450	599
Eli Lilly & Co.	4.650%	6/15/44	2,500	2,898
Eli Lilly & Co.	3.700%	3/1/45	3,000	2,996
Estee Lauder Cos. Inc.	6.000%	5/15/37	1,025	1,342
Estee Lauder Cos. Inc.	3.700%	8/15/42	1,575	1,544
Express Scripts Holding Co.	6.125%	11/15/41	2,325	2,947
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	1,925	1,890
General Mills Inc.	5.400%	6/15/40	1,775	2,120
General Mills Inc.	4.150%	2/15/43	2,775	2,855
Gilead Sciences Inc.	5.650%	12/1/41	2,995	3,819
Gilead Sciences Inc.	4.800%	4/1/44	7,130	8,161
Gilead Sciences Inc.	4.500%	2/1/45	6,750	7,425
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	1,450	1,777
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	9,869	13,419
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	1,400	1,496
Hasbro Inc.	6.350%	3/15/40	1,829	2,174
Hasbro Inc.	5.100%	5/15/44	1,500	1,603
Hershey Co.	7.200%	8/15/27	650	919
Ingredion Inc.	6.625%	4/15/37	825	1,051
4 JM Smucker Co.	4.250%	3/15/35	2,000	2,061
4 JM Smucker Co.	4.375%	3/15/45	1,400	1,459
Johnson & Johnson	6.950%	9/1/29	850	1,234

Johnson & Johnson	4.950%	5/15/33	2,425	2,991
Johnson & Johnson	4.375%	12/5/33	2,850	3,271
Johnson & Johnson	5.950%	8/15/37	3,905	5,397
Johnson & Johnson	5.850%	7/15/38	1,775	2,468
Johnson & Johnson	4.500%	9/1/40	4,304	5,075
Johnson & Johnson	4.850%	5/15/41	1,000	1,228
Kaiser Foundation Hospitals	4.875%	4/1/42	1,701	1,980
Kellogg Co.	7.450%	4/1/31	3,775	5,093
Kimberly-Clark Corp.	6.625%	8/1/37	2,675	3,827
Kimberly-Clark Corp.	5.300%	3/1/41	1,020	1,277
Kimberly-Clark Corp.	3.700%	6/1/43	875	894
Koninklijke Philips NV	6.875%	3/11/38	2,655	3,579
Koninklijke Philips NV	5.000%	3/15/42	2,500	2,775
Kraft Foods Group Inc.	6.875%	1/26/39	2,475	3,294
Kraft Foods Group Inc.	6.500%	2/9/40	3,425	4,433
Kraft Foods Group Inc.	5.000%	6/4/42	5,995	6,676
Kroger Co.	7.700%	6/1/29	700	977
Kroger Co.	8.000%	9/15/29	2,425	3,418
Kroger Co.	7.500%	4/1/31	1,700	2,318
Kroger Co.	6.900%	4/15/38	1,200	1,643
Kroger Co.	5.400%	7/15/40	750	892
Kroger Co.	5.000%	4/15/42	900	1,024
Kroger Co.	5.150%	8/1/43	1,250	1,476
Laboratory Corp. of America Holdings	4.700%	2/1/45	2,500	2,574
Lorillard Tobacco Co.	8.125%	5/1/40	729	1,046
Lorillard Tobacco Co.	7.000%	8/4/41	955	1,243
Mattel Inc.	5.450%	11/1/41	1,325	1,431
3 Mayo Clinic	3.774%	11/15/43	950	954
3 Mayo Clinic	4.000%	11/15/47	1,200	1,265
McKesson Corp.	6.000%	3/1/41	2,615	3,350
McKesson Corp.	4.883%	3/15/44	1,000	1,144
Mead Johnson Nutrition Co.	5.900%	11/1/39	835	1,025
Mead Johnson Nutrition Co.	4.600%	6/1/44	1,500	1,578
4 Medtronic Inc.	4.375%	3/15/35	10,350	11,257
Medtronic Inc.	6.500%	3/15/39	1,100	1,518
Medtronic Inc.	5.550%	3/15/40	1,400	1,741
Medtronic Inc.	4.500%	3/15/42	2,450	2,695
Medtronic Inc.	4.000%	4/1/43	2,225	2,306
Medtronic Inc.	4.625%	3/15/44	3,007	3,362
4 Medtronic Inc.	4.625%	3/15/45	13,500	15,201
Memorial Sloan-Kettering Cancer Center	4.200%	7/1/55	1,150	1,171
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	975	1,145
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	1,400	1,418
Merck & Co. Inc.	6.500%	12/1/33	3,270	4,557
Merck & Co. Inc.	6.550%	9/15/37	4,255	6,022
Merck & Co. Inc.	3.600%	9/15/42	775	767
Merck & Co. Inc.	4.150%	5/18/43	7,460	7,979
Merck & Co. Inc.	3.700%	2/10/45	4,350	4,344
Molson Coors Brewing Co.	5.000%	5/1/42	3,600	3,823
Mondelez International Inc.	6.500%	11/1/31	2,575	3,436
Mondelez International Inc.	6.500%	2/9/40	2,089	2,879
Mylan Inc.	5.400%	11/29/43	2,840	3,296
New York & Presbyterian Hospital	4.024%	8/1/45	2,100	2,113
Novant Health Inc.	4.371%	11/1/43	975	1,018
Novartis Capital Corp.	3.700%	9/21/42	1,500	1,555
Novartis Capital Corp.	4.400%	5/6/44	6,050	6,978

NYU Hospitals Center	4.784%	7/1/44	1,150	1,282
Partners Healthcare System Inc.	4.117%	7/1/55	1,000	986
Pepsi Bottling Group Inc.	7.000%	3/1/29	3,775	5,281
PepsiCo Inc.	5.500%	1/15/40	2,875	3,587
PepsiCo Inc.	4.875%	11/1/40	3,740	4,342
PepsiCo Inc.	4.000%	3/5/42	2,970	3,056
PepsiCo Inc.	3.600%	8/13/42	1,625	1,573
PepsiCo Inc.	4.250%	10/22/44	683	728
Perrigo Co. plc	5.300%	11/15/43	1,400	1,587
Perrigo Finance plc	4.900%	12/15/44	1,500	1,613
Pfizer Inc.	7.200%	3/15/39	8,150	11,984
Pfizer Inc.	4.300%	6/15/43	2,800	3,012
Pfizer Inc.	4.400%	5/15/44	1,800	1,977
Pharmacia Corp.	6.600%	12/1/28	1,800	2,451
Philip Morris International Inc.	6.375%	5/16/38	4,490	5,951
Philip Morris International Inc.	4.375%	11/15/41	2,150	2,286
Philip Morris International Inc.	4.500%	3/20/42	6,728	7,283
Philip Morris International Inc.	3.875%	8/21/42	2,175	2,149
Philip Morris International Inc.	4.125%	3/4/43	3,000	3,074
Philip Morris International Inc.	4.875%	11/15/43	1,985	2,258
Procter & Gamble Co.	6.450%	1/15/26	2,700	3,608
Procter & Gamble Co.	5.500%	2/1/34	1,500	1,968
Procter & Gamble Co.	5.800%	8/15/34	200	270
Procter & Gamble Co.	5.550%	3/5/37	5,425	7,199
Quest Diagnostics Inc.	6.950%	7/1/37	490	640
Quest Diagnostics Inc.	5.750%	1/30/40	896	1,009
Quest Diagnostics Inc.	4.700%	3/30/45	875	894
Reynolds American Inc.	7.250%	6/15/37	1,450	1,911
Reynolds American Inc.	4.750%	11/1/42	2,975	3,069
Reynolds American Inc.	6.150%	9/15/43	1,300	1,607
St. Jude Medical Inc.	4.750%	4/15/43	3,325	3,649
Stryker Corp.	4.100%	4/1/43	2,000	2,045
Stryker Corp.	4.375%	5/15/44	1,575	1,668
Sysco Corp.	4.350%	10/2/34	3,725	3,907
Sysco Corp.	5.375%	9/21/35	2,425	2,889
Sysco Corp.	4.500%	10/2/44	3,975	4,255
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	1,281	1,636
Thermo Fisher Scientific Inc.	5.300%	2/1/44	1,175	1,399
Trinity Health Corp.	4.125%	12/1/45	650	666
Tyson Foods Inc.	4.875%	8/15/34	1,000	1,126
Tyson Foods Inc.	5.150%	8/15/44	3,923	4,572
Unilever Capital Corp.	5.900%	11/15/32	4,200	5,794
Whirlpool Corp.	3.700%	5/1/25	1,500	1,550
Whirlpool Corp.	5.150%	3/1/43	1,250	1,422
Wyeth LLC	6.500%	2/1/34	3,010	4,077
Wyeth LLC	6.000%	2/15/36	850	1,124
Wyeth LLC	5.950%	4/1/37	6,810	8,720
Zimmer Holdings Inc.	3.550%	4/1/25	4,800	4,897
Zimmer Holdings Inc.	4.250%	8/15/35	2,200	2,268
Zimmer Holdings Inc.	5.750%	11/30/39	2,100	2,511
Zimmer Holdings Inc.	4.450%	8/15/45	4,500	4,663
Zoetis Inc.	4.700%	2/1/43	3,250	3,386
Energy (6.4%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	1,000	1,227
Anadarko Finance Co.	7.500%	5/1/31	3,335	4,431
Anadarko Petroleum Corp.	6.450%	9/15/36	9,025	11,176
Anadarko Petroleum Corp.	7.950%	6/15/39	1,050	1,480

Anadarko Petroleum Corp.	6.200%	3/15/40	2,450	2,975
Anadarko Petroleum Corp.	4.500%	7/15/44	2,875	2,938
Apache Corp.	6.000%	1/15/37	3,556	4,254
Apache Corp.	5.100%	9/1/40	5,100	5,450
Apache Corp.	5.250%	2/1/42	1,575	1,727
Apache Corp.	4.750%	4/15/43	5,600	5,870
Apache Corp.	4.250%	1/15/44	2,150	2,109
Apache Finance Canada Corp.	7.750%	12/15/29	650	930
Baker Hughes Inc.	6.875%	1/15/29	1,200	1,551
Baker Hughes Inc.	5.125%	9/15/40	4,965	5,647
Buckeye Partners LP	5.850%	11/15/43	1,250	1,261
Buckeye Partners LP	5.600%	10/15/44	825	821
Burlington Resources Finance Co.	7.200%	8/15/31	1,050	1,469
Burlington Resources Finance Co.	7.400%	12/1/31	1,675	2,388
Cameron International Corp.	7.000%	7/15/38	350	432
Cameron International Corp.	5.950%	6/1/41	650	720
Cameron International Corp.	5.125%	12/15/43	1,850	1,833
Canadian Natural Resources Ltd.	7.200%	1/15/32	2,275	2,754
Canadian Natural Resources Ltd.	6.450%	6/30/33	875	1,016
Canadian Natural Resources Ltd.	5.850%	2/1/35	650	712
Canadian Natural Resources Ltd.	6.500%	2/15/37	2,490	2,957
Canadian Natural Resources Ltd.	6.250%	3/15/38	2,345	2,750
Canadian Natural Resources Ltd.	6.750%	2/1/39	1,650	2,010
Cenovus Energy Inc.	6.750%	11/15/39	4,755	5,689
Cenovus Energy Inc.	4.450%	9/15/42	2,600	2,345
Cenovus Energy Inc.	5.200%	9/15/43	875	885
CenterPoint Energy Resources Corp.	5.850%	1/15/41	1,600	1,996
Conoco Funding Co.	7.250%	10/15/31	1,195	1,673
ConocoPhillips	5.900%	10/15/32	2,900	3,654
ConocoPhillips	5.900%	5/15/38	2,025	2,567
ConocoPhillips	6.500%	2/1/39	9,500	12,809
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	1,100	1,400
ConocoPhillips Co.	4.150%	11/15/34	2,525	2,672
ConocoPhillips Co.	4.300%	11/15/44	2,850	3,030
ConocoPhillips Holding Co.	6.950%	4/15/29	5,750	7,849
Continental Resources Inc.	4.900%	6/1/44	2,975	2,624
DCP Midstream LLC	8.125%	8/16/30	1,375	1,426
Devon Energy Corp.	7.950%	4/15/32	2,410	3,322
Devon Energy Corp.	5.600%	7/15/41	4,260	4,987
Devon Energy Corp.	4.750%	5/15/42	3,290	3,500
Devon Financing Corp. LLC	7.875%	9/30/31	4,990	6,808
Diamond Offshore Drilling Inc.	5.700%	10/15/39	2,075	1,928
Diamond Offshore Drilling Inc.	4.875%	11/1/43	2,250	1,883
Dominion Gas Holdings LLC	4.800%	11/1/43	2,000	2,265
Dominion Gas Holdings LLC	4.600%	12/15/44	1,250	1,350
El Paso Natural Gas Co. LLC	8.375%	6/15/32	1,182	1,520
El Paso Pipeline Partners Operating Co. LLC	7.500%	11/15/40	1,500	1,876
El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	1,650	1,551
4 Enable Midstream Partners LP	5.000%	5/15/44	1,725	1,573
Enbridge Energy Partners LP	7.500%	4/15/38	2,170	2,711
Enbridge Energy Partners LP	5.500%	9/15/40	425	450
Enbridge Inc.	4.500%	6/10/44	1,500	1,394
Encana Corp.	7.200%	11/1/31	250	301
Encana Corp.	6.500%	8/15/34	3,800	4,419
Encana Corp.	6.625%	8/15/37	2,875	3,358
Encana Corp.	6.500%	2/1/38	1,775	2,034
Encana Corp.	5.150%	11/15/41	2,160	2,214
Energy Transfer Partners LP	8.250%	11/15/29	1,450	2,022

Energy Transfer Partners LP	4.900%	3/15/35	3,500	3,483
Energy Transfer Partners LP	6.625%	10/15/36	750	889
Energy Transfer Partners LP	7.500%	7/1/38	2,775	3,503
Energy Transfer Partners LP	6.050%	6/1/41	3,450	3,810
Energy Transfer Partners LP	6.500%	2/1/42	3,980	4,598
Energy Transfer Partners LP	5.150%	2/1/43	1,250	1,254
Energy Transfer Partners LP	5.150%	3/15/45	2,250	2,265
Eni USA Inc.	7.300%	11/15/27	600	796
EnLink Midstream Partners LP	5.600%	4/1/44	1,075	1,175
Enlink Midstream Partners LP	5.050%	4/1/45	1,000	1,018
Ensco plc	5.750%	10/1/44	3,000	2,914
Enterprise Products Operating LLC	6.875%	3/1/33	2,275	2,992
Enterprise Products Operating LLC	6.650%	10/15/34	1,070	1,385
Enterprise Products Operating LLC	5.750%	3/1/35	1,205	1,430
Enterprise Products Operating LLC	7.550%	4/15/38	1,225	1,744
Enterprise Products Operating LLC	6.125%	10/15/39	1,500	1,845
Enterprise Products Operating LLC	6.450%	9/1/40	1,275	1,596
Enterprise Products Operating LLC	5.950%	2/1/41	2,350	2,852
Enterprise Products Operating LLC	5.700%	2/15/42	1,225	1,466
Enterprise Products Operating LLC	4.850%	8/15/42	3,960	4,250
Enterprise Products Operating LLC	4.450%	2/15/43	5,150	5,243
Enterprise Products Operating LLC	4.850%	3/15/44	5,325	5,754
Enterprise Products Operating LLC	5.100%	2/15/45	4,100	4,584
Enterprise Products Operating LLC	4.950%	10/15/54	1,000	1,066
EOG Resources Inc.	3.150%	4/1/25	1,950	1,987
EOG Resources Inc.	3.900%	4/1/35	1,675	1,720
Exxon Mobil Corp.	3.567%	3/6/45	3,500	3,611
Halliburton Co.	6.700%	9/15/38	5,025	6,788
Halliburton Co.	7.450%	9/15/39	275	393
Halliburton Co.	4.500%	11/15/41	2,080	2,191
Halliburton Co.	4.750%	8/1/43	3,925	4,289
Hess Corp.	7.875%	10/1/29	2,625	3,403
Hess Corp.	7.300%	8/15/31	1,395	1,700
Hess Corp.	7.125%	3/15/33	1,325	1,614
Hess Corp.	6.000%	1/15/40	4,640	5,162
Hess Corp.	5.600%	2/15/41	3,925	4,308
Husky Energy Inc.	6.800%	9/15/37	950	1,161
Kerr-McGee Corp.	7.875%	9/15/31	1,000	1,356
Kinder Morgan Energy Partners LP	7.400%	3/15/31	500	602
Kinder Morgan Energy Partners LP	7.750%	3/15/32	500	621
Kinder Morgan Energy Partners LP	7.300%	8/15/33	1,600	1,933
Kinder Morgan Energy Partners LP	5.800%	3/15/35	2,575	2,834
Kinder Morgan Energy Partners LP	6.500%	2/1/37	1,950	2,210
Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,979	4,701
Kinder Morgan Energy Partners LP	6.500%	9/1/39	1,875	2,162
Kinder Morgan Energy Partners LP	6.550%	9/15/40	375	420
Kinder Morgan Energy Partners LP	6.375%	3/1/41	1,750	1,971
Kinder Morgan Energy Partners LP	5.625%	9/1/41	4,179	4,403
Kinder Morgan Energy Partners LP	5.000%	8/15/42	1,500	1,465
Kinder Morgan Energy Partners LP	5.000%	3/1/43	1,900	1,850
Kinder Morgan Energy Partners LP	5.500%	3/1/44	3,000	3,153
Kinder Morgan Energy Partners LP	5.400%	9/1/44	600	622
Kinder Morgan Inc.	4.300%	6/1/25	5,725	5,886
Kinder Morgan Inc.	7.750%	1/15/32	3,235	3,985
Kinder Morgan Inc.	5.300%	12/1/34	3,550	3,688
Kinder Morgan Inc.	5.550%	6/1/45	6,500	6,857
Magellan Midstream Partners LP	6.400%	5/1/37	475	609
Magellan Midstream Partners LP	4.200%	12/1/42	1,150	1,137

Magellan Midstream Partners LP	5.150%	10/15/43	1,875	2,071
Magellan Midstream Partners LP	4.200%	3/15/45	1,500	1,468
Marathon Oil Corp.	6.800%	3/15/32	1,600	1,967
Marathon Oil Corp.	6.600%	10/1/37	3,150	3,808
Marathon Petroleum Corp.	6.500%	3/1/41	5,200	6,311
Marathon Petroleum Corp.	4.750%	9/15/44	1,750	1,781
Marathon Petroleum Corp.	5.000%	9/15/54	2,200	2,201
Murphy Oil Corp.	7.050%	5/1/29	500	571
Murphy Oil Corp.	5.125%	12/1/42	1,550	1,333
National Oilwell Varco Inc.	3.950%	12/1/42	5,100	4,847
NiSource Finance Corp.	6.250%	12/15/40	2,230	2,967
NiSource Finance Corp.	5.950%	6/15/41	2,875	3,698
Nisource Finance Corp.	5.250%	2/15/43	2,750	3,299
NiSource Finance Corp.	4.800%	2/15/44	1,625	1,832
Noble Energy Inc.	8.000%	4/1/27	1,275	1,653
Noble Energy Inc.	6.000%	3/1/41	2,700	3,031
Noble Energy Inc.	5.250%	11/15/43	4,890	5,123
Noble Energy Inc.	5.050%	11/15/44	1,525	1,590
Noble Holding International Ltd.	6.200%	8/1/40	1,800	1,571
Noble Holding International Ltd.	6.050%	3/1/41	950	803
Noble Holding International Ltd.	5.250%	3/15/42	1,425	1,092
ONEOK Partners LP	6.650%	10/1/36	2,725	2,890
ONEOK Partners LP	6.850%	10/15/37	700	761
ONEOK Partners LP	6.125%	2/1/41	3,050	3,105
ONEOK Partners LP	6.200%	9/15/43	1,350	1,404
Petro-Canada	7.875%	6/15/26	625	864
Petro-Canada	7.000%	11/15/28	1,425	1,854
Petro-Canada	5.350%	7/15/33	1,350	1,499
Petro-Canada	5.950%	5/15/35	2,580	3,103
Petro-Canada	6.800%	5/15/38	3,875	5,141
Phillips 66	4.650%	11/15/34	3,300	3,512
Phillips 66	5.875%	5/1/42	5,700	6,791
Phillips 66	4.875%	11/15/44	3,950	4,233
Phillips 66 Partners LP	4.680%	2/15/45	1,000	1,002
Pioneer Natural Resources Co.	7.200%	1/15/28	800	1,001
Plains All American Pipeline LP / PAA
Finance Corp.	6.700%	5/15/36	845	1,058
Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	1,650	2,063
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	3,536	3,757
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	2,200	2,101
Plains All American Pipeline LP / PAA
Finance Corp.	4.700%	6/15/44	2,175	2,211
Pride International Inc.	7.875%	8/15/40	1,500	1,738
Rowan Cos. Inc.	5.400%	12/1/42	950	779
Rowan Cos. Inc.	5.850%	1/15/44	1,175	1,020
Shell International Finance BV	6.375%	12/15/38	10,090	13,959
Shell International Finance BV	5.500%	3/25/40	2,525	3,199
Shell International Finance BV	3.625%	8/21/42	1,900	1,869
Shell International Finance BV	4.550%	8/12/43	5,750	6,516
Southern Natural Gas Co. LLC	8.000%	3/1/32	3,158	3,948
Spectra Energy Capital LLC	6.750%	2/15/32	905	1,051
Spectra Energy Partners LP	5.950%	9/25/43	1,000	1,210
Spectra Energy Partners LP	4.500%	3/15/45	1,800	1,843
Suncor Energy Inc.	7.150%	2/1/32	800	1,052
Suncor Energy Inc.	5.950%	12/1/34	555	660

Suncor Energy Inc.	6.500%	6/15/38	4,285	5,511
Suncor Energy Inc.	6.850%	6/1/39	2,250	2,952
Sunoco Logistics Partners Operations LP	6.850%	2/15/40	850	1,041
Sunoco Logistics Partners Operations LP	6.100%	2/15/42	1,000	1,143
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	700	688
Sunoco Logistics Partners Operations LP	5.300%	4/1/44	3,750	3,859
Sunoco Logistics Partners Operations LP	5.350%	5/15/45	2,150	2,253
Talisman Energy Inc.	7.250%	10/15/27	450	541
Talisman Energy Inc.	5.850%	2/1/37	2,725	2,786
Talisman Energy Inc.	5.500%	5/15/42	2,925	2,900
Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	1,830	2,259
Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	1,400	1,752
Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	710	913
Texas Eastern Transmission LP	7.000%	7/15/32	1,100	1,460
Tosco Corp.	7.800%	1/1/27	105	145
Tosco Corp.	8.125%	2/15/30	3,775	5,571
TransCanada PipeLines Ltd.	4.625%	3/1/34	3,600	3,877
TransCanada PipeLines Ltd.	5.600%	3/31/34	1,425	1,690
TransCanada PipeLines Ltd.	5.850%	3/15/36	3,150	3,766
TransCanada PipeLines Ltd.	6.200%	10/15/37	2,500	3,173
TransCanada PipeLines Ltd.	7.250%	8/15/38	3,925	5,454
TransCanada PipeLines Ltd.	7.625%	1/15/39	1,665	2,404
TransCanada PipeLines Ltd.	6.100%	6/1/40	3,475	4,381
TransCanada PipeLines Ltd.	5.000%	10/16/43	2,075	2,342
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	1,625	1,740
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	1,075	989
Valero Energy Corp.	7.500%	4/15/32	2,321	3,032
Valero Energy Corp.	6.625%	6/15/37	6,139	7,574
Valero Energy Corp.	10.500%	3/15/39	250	411
Weatherford International LLC	6.800%	6/15/37	900	853
Weatherford International Ltd.	6.500%	8/1/36	2,830	2,576
Weatherford International Ltd.	7.000%	3/15/38	1,900	1,809
Weatherford International Ltd.	6.750%	9/15/40	2,200	2,064
Weatherford International Ltd.	5.950%	4/15/42	1,350	1,188
Western Gas Partners LP	5.450%	4/1/44	1,250	1,344
Williams Cos. Inc.	7.500%	1/15/31	1,151	1,253
Williams Cos. Inc.	8.750%	3/15/32	1,191	1,419
Williams Cos. Inc.	5.750%	6/24/44	2,700	2,558
Williams Partners LP	4.000%	9/15/25	3,250	3,187
Williams Partners LP	6.300%	4/15/40	2,500	2,760
Williams Partners LP	5.800%	11/15/43	2,325	2,471
Williams Partners LP	5.400%	3/4/44	1,700	1,708
Williams Partners LP	4.900%	1/15/45	1,900	1,782
Williams Partners LP	5.100%	9/15/45	3,175	3,062
XTO Energy Inc.	6.750%	8/1/37	440	670
Other Industrial (0.2%)
California Institute of Technology GO	4.700%	11/1/11	1,275	1,393
3 Johns Hopkins University Maryland GO	4.083%	7/1/53	1,175	1,251
3 Massachusetts Institute of Technology GO	3.959%	7/1/38	1,050	1,130
Massachusetts Institute of Technology GO	5.600%	7/1/11	2,725	3,748
Massachusetts Institute of Technology GO	4.678%	7/1/14	2,075	2,469
3 Northwestern University Illinois GO	4.643%	12/1/44	1,850	2,256
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	900	944
3 University of Notre Dame DU LAC Indiana GO	3.438%	2/15/45	1,400	1,413
University of Pennsylvania GO	4.674%	9/1/12	900	1,005

Technology (1.9%)
Apple Inc.	3.850%	5/4/43	11,410	11,592
Apple Inc.	4.450%	5/6/44	4,025	4,477
Apple Inc.	3.450%	2/9/45	5,500	5,170
Applied Materials Inc.	5.850%	6/15/41	2,085	2,557
Arrow Electronics Inc.	4.000%	4/1/25	1,575	1,584
Broadcom Corp.	4.500%	8/1/34	750	811
Cisco Systems Inc.	5.900%	2/15/39	6,300	8,098
Cisco Systems Inc.	5.500%	1/15/40	6,735	8,317
Corning Inc.	7.250%	8/15/36	600	779
Corning Inc.	4.700%	3/15/37	2,800	2,996
Corning Inc.	5.750%	8/15/40	1,450	1,758
Corning Inc.	4.750%	3/15/42	1,075	1,168
Equifax Inc.	7.000%	7/1/37	750	971
Harris Corp.	6.150%	12/15/40	845	1,046
Hewlett-Packard Co.	6.000%	9/15/41	4,535	5,048
HP Enterprise Services LLC	7.450%	10/15/29	875	1,109
Intel Corp.	4.000%	12/15/32	3,130	3,269
Intel Corp.	4.800%	10/1/41	4,945	5,564
Intel Corp.	4.250%	12/15/42	2,975	3,100
International Business Machines Corp.	7.000%	10/30/25	2,325	3,132
International Business Machines Corp.	6.220%	8/1/27	2,450	3,152
International Business Machines Corp.	6.500%	1/15/28	1,725	2,273
International Business Machines Corp.	5.875%	11/29/32	2,750	3,504
International Business Machines Corp.	5.600%	11/30/39	3,228	3,982
International Business Machines Corp.	4.000%	6/20/42	3,753	3,779
Juniper Networks Inc.	4.350%	6/15/25	1,025	1,039
Juniper Networks Inc.	5.950%	3/15/41	1,350	1,405
Microsoft Corp.	3.500%	2/12/35	5,000	4,988
Microsoft Corp.	5.200%	6/1/39	3,855	4,740
Microsoft Corp.	4.500%	10/1/40	2,965	3,335
Microsoft Corp.	5.300%	2/8/41	3,875	4,843
Microsoft Corp.	3.500%	11/15/42	2,825	2,720
Microsoft Corp.	3.750%	5/1/43	185	186
Microsoft Corp.	4.875%	12/15/43	1,100	1,308
Microsoft Corp.	3.750%	2/12/45	4,050	4,066
Microsoft Corp.	4.000%	2/12/55	8,750	8,737
Motorola Solutions Inc.	7.500%	5/15/25	1,075	1,328
Motorola Solutions Inc.	5.500%	9/1/44	1,200	1,306
Oracle Corp.	4.300%	7/8/34	7,005	7,613
Oracle Corp.	6.500%	4/15/38	3,400	4,673
Oracle Corp.	6.125%	7/8/39	4,175	5,538
Oracle Corp.	5.375%	7/15/40	8,745	10,698
Oracle Corp.	4.500%	7/8/44	3,875	4,280
4 Seagate HDD Cayman	5.750%	12/1/34	3,100	3,329
Tyco Electronics Group SA	7.125%	10/1/37	2,250	3,170
Xerox Corp.	6.750%	12/15/39	1,175	1,457
Transportation (1.8%)
3 American Airlines 2013-1 Class A Pass
Through Trust	4.000%	1/15/27	942	985
3 American Airlines 2014-1 Class A Pass
Through Trust	3.700%	4/1/28	3,300	3,407
3 American Airlines 2015-1 Class A Pass
Through Trust	3.375%	11/1/28	3,100	3,123
3 BNSF Funding Trust I	6.613%	12/15/55	850	956
Burlington Northern Santa Fe LLC	7.000%	12/15/25	1,200	1,605
Burlington Northern Santa Fe LLC	7.950%	8/15/30	950	1,400

Burlington Northern Santa Fe LLC	6.200%	8/15/36	1,825	2,414
Burlington Northern Santa Fe LLC	6.150%	5/1/37	2,075	2,774
Burlington Northern Santa Fe LLC	5.750%	5/1/40	2,195	2,740
Burlington Northern Santa Fe LLC	5.050%	3/1/41	1,325	1,539
Burlington Northern Santa Fe LLC	5.400%	6/1/41	1,635	1,969
Burlington Northern Santa Fe LLC	4.950%	9/15/41	450	514
Burlington Northern Santa Fe LLC	4.400%	3/15/42	2,085	2,223
Burlington Northern Santa Fe LLC	4.375%	9/1/42	3,275	3,468
Burlington Northern Santa Fe LLC	4.450%	3/15/43	2,810	3,023
Burlington Northern Santa Fe LLC	5.150%	9/1/43	2,000	2,355
Burlington Northern Santa Fe LLC	4.900%	4/1/44	3,825	4,386
Burlington Northern Santa Fe LLC	4.550%	9/1/44	2,500	2,733
Burlington Northern Santa Fe LLC	4.150%	4/1/45	4,900	5,082
Canadian National Railway Co.	6.900%	7/15/28	1,500	2,080
Canadian National Railway Co.	6.250%	8/1/34	2,450	3,319
Canadian National Railway Co.	6.200%	6/1/36	2,297	3,102
Canadian National Railway Co.	6.375%	11/15/37	550	764
Canadian National Railway Co.	3.500%	11/15/42	1,685	1,630
Canadian Pacific Railway Co.	7.125%	10/15/31	1,175	1,632
Canadian Pacific Railway Co.	5.750%	3/15/33	1,460	1,787
Canadian Pacific Railway Co.	5.950%	5/15/37	1,970	2,558
Canadian Pacific Railway Ltd.	5.750%	1/15/42	1,500	1,959
Con-way Inc.	6.700%	5/1/34	1,050	1,206
CSX Corp.	6.000%	10/1/36	175	225
CSX Corp.	6.150%	5/1/37	2,080	2,732
CSX Corp.	6.220%	4/30/40	3,850	5,204
CSX Corp.	5.500%	4/15/41	1,600	1,990
CSX Corp.	4.750%	5/30/42	1,675	1,913
CSX Corp.	4.400%	3/1/43	525	573
CSX Corp.	4.100%	3/15/44	3,850	4,005
CSX Corp.	4.500%	8/1/54	1,500	1,624
FedEx Corp.	4.900%	1/15/34	1,675	1,887
FedEx Corp.	3.900%	2/1/35	2,600	2,626
FedEx Corp.	3.875%	8/1/42	1,250	1,213
FedEx Corp.	4.100%	4/15/43	1,700	1,704
FedEx Corp.	5.100%	1/15/44	2,100	2,438
FedEx Corp.	4.100%	2/1/45	1,000	1,000
FedEx Corp.	4.500%	2/1/65	1,000	996
3 Hawaiian Airlines 2013-1 Class A Pass
Through Certificates	3.900%	1/15/26	1,548	1,575
Kansas City Southern Railway Co.	4.300%	5/15/43	1,550	1,634
Norfolk Southern Corp.	5.590%	5/17/25	631	759
Norfolk Southern Corp.	7.800%	5/15/27	2,242	3,157
Norfolk Southern Corp.	7.250%	2/15/31	560	781
Norfolk Southern Corp.	7.050%	5/1/37	600	851
Norfolk Southern Corp.	4.837%	10/1/41	2,823	3,243
Norfolk Southern Corp.	3.950%	10/1/42	1,925	1,949
Norfolk Southern Corp.	4.800%	8/15/43	1,200	1,383
Norfolk Southern Corp.	7.900%	5/15/97	250	419
Norfolk Southern Corp.	6.000%	3/15/05	1,800	2,311
Norfolk Southern Corp.	6.000%	5/23/11	2,675	3,415
Union Pacific Corp.	6.625%	2/1/29	1,900	2,627
Union Pacific Corp.	3.375%	2/1/35	500	489
Union Pacific Corp.	4.750%	9/15/41	2,530	2,949
Union Pacific Corp.	4.250%	4/15/43	975	1,054
Union Pacific Corp.	4.750%	12/15/43	1,925	2,259
Union Pacific Corp.	4.821%	2/1/44	2,440	2,899
Union Pacific Corp.	4.850%	6/15/44	1,200	1,429

Union Pacific Corp.	4.150%	1/15/45	300	324
Union Pacific Corp.	3.875%	2/1/55	2,850	2,786
3 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	759	914
3 United Airlines 2013-1 Class A Pass Through
Trust	4.300%	2/15/27	3,492	3,750
3 United Airlines 2014-1 Class A Pass Through
Trust	4.000%	10/11/27	2,700	2,862
3 United Airlines 2014-2 Class A Pass Through
Trust	3.750%	3/3/28	2,025	2,114
United Parcel Service Inc.	6.200%	1/15/38	4,010	5,462
United Parcel Service Inc.	4.875%	11/15/40	3,260	3,886
United Parcel Service Inc.	3.625%	10/1/42	2,200	2,214
United Parcel Service of America Inc.	8.375%	4/1/30	500	754
3 US Airways 2013-1 Class A Pass Through
Trust	3.950%	5/15/27	1,675	1,746
3 US Airways Inc. 2012-2 Class A Pass
Through Trust	4.625%	12/3/26	1,268	1,358
				2,996,595
Utilities (6.5%)
Electric (6.1%)
AEP Texas Central Co.	6.650%	2/15/33	2,727	3,648
Alabama Power Co.	6.125%	5/15/38	1,180	1,613
Alabama Power Co.	6.000%	3/1/39	1,450	1,943
Alabama Power Co.	5.500%	3/15/41	1,250	1,614
Alabama Power Co.	5.200%	6/1/41	1,075	1,340
Alabama Power Co.	4.100%	1/15/42	800	863
Alabama Power Co.	3.850%	12/1/42	1,250	1,294
Alabama Power Co.	4.150%	8/15/44	1,200	1,299
Alabama Power Co.	3.750%	3/1/45	1,350	1,378
Ameren Illinois Co.	4.800%	12/15/43	2,203	2,635
Appalachian Power Co	4.400%	5/15/44	1,025	1,112
Appalachian Power Co.	5.800%	10/1/35	975	1,235
Appalachian Power Co.	6.375%	4/1/36	1,225	1,636
Appalachian Power Co.	6.700%	8/15/37	500	692
Appalachian Power Co.	7.000%	4/1/38	2,093	2,983
Arizona Public Service Co.	5.500%	9/1/35	400	503
Arizona Public Service Co.	5.050%	9/1/41	850	1,035
Arizona Public Service Co.	4.500%	4/1/42	1,510	1,702
Arizona Public Service Co.	4.700%	1/15/44	1,750	2,035
Baltimore Gas & Electric Co.	6.350%	10/1/36	1,075	1,489
Berkshire Hathaway Energy Co.	8.480%	9/15/28	620	950
Berkshire Hathaway Energy Co.	6.125%	4/1/36	6,020	7,858
Berkshire Hathaway Energy Co.	5.950%	5/15/37	1,775	2,262
Berkshire Hathaway Energy Co.	6.500%	9/15/37	3,680	4,983
Berkshire Hathaway Energy Co.	5.150%	11/15/43	2,475	2,948
Berkshire Hathaway Energy Co.	4.500%	2/1/45	2,500	2,726
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	1,425	2,034
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	1,600	1,579
CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	1,625	1,859
Cleco Power LLC	6.500%	12/1/35	500	664
Cleco Power LLC	6.000%	12/1/40	1,000	1,254
Cleveland Electric Illuminating Co.	5.950%	12/15/36	1,000	1,219
CMS Energy Corp.	4.700%	3/31/43	850	956
CMS Energy Corp.	4.875%	3/1/44	850	982
Commonwealth Edison Co.	5.900%	3/15/36	3,500	4,581
Commonwealth Edison Co.	6.450%	1/15/38	1,475	2,079

Commonwealth Edison Co.	3.800%	10/1/42	650	668
Commonwealth Edison Co.	4.600%	8/15/43	3,300	3,840
Commonwealth Edison Co.	3.700%	3/1/45	2,500	2,533
Connecticut Light & Power Co.	6.350%	6/1/36	1,250	1,734
Connecticut Light & Power Co.	4.300%	4/15/44	525	588
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	2,700	3,270
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	2,200	2,856
Consolidated Edison Co. of New York Inc.	5.700%	12/1/36	1,550	1,946
Consolidated Edison Co. of New York Inc.	6.300%	8/15/37	1,300	1,756
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	2,025	2,873
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	875	1,110
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	1,850	2,375
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	1,000	1,068
Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	2,600	2,686
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	3,150	3,497
Consolidated Edison Co. of New York Inc.	4.625%	12/1/54	2,475	2,767
Consumers Energy Co.	3.950%	5/15/43	1,800	1,904
Consumers Energy Co.	4.350%	8/31/64	750	817
Delmarva Power & Light Co.	4.000%	6/1/42	1,250	1,317
Dominion Resources Inc.	6.300%	3/15/33	2,550	3,221
Dominion Resources Inc.	5.950%	6/15/35	1,725	2,104
Dominion Resources Inc.	4.900%	8/1/41	3,225	3,589
Dominion Resources Inc.	4.050%	9/15/42	1,075	1,068
Dominion Resources Inc.	4.700%	12/1/44	2,050	2,295
DTE Electric Co.	5.700%	10/1/37	860	1,126
DTE Electric Co.	3.950%	6/15/42	1,125	1,187
DTE Electric Co.	4.000%	4/1/43	2,100	2,233
DTE Electric Co.	4.300%	7/1/44	1,150	1,286
DTE Energy Co.	6.375%	4/15/33	1,700	2,250
Duke Energy Carolinas LLC	6.000%	12/1/28	1,625	2,089
Duke Energy Carolinas LLC	6.450%	10/15/32	1,050	1,419
Duke Energy Carolinas LLC	6.100%	6/1/37	2,075	2,753
Duke Energy Carolinas LLC	6.000%	1/15/38	1,955	2,670
Duke Energy Carolinas LLC	6.050%	4/15/38	3,850	5,261
Duke Energy Carolinas LLC	5.300%	2/15/40	2,300	2,922
Duke Energy Carolinas LLC	4.250%	12/15/41	2,150	2,378
Duke Energy Carolinas LLC	4.000%	9/30/42	1,900	2,023
Duke Energy Florida Inc.	6.350%	9/15/37	1,595	2,263
Duke Energy Florida Inc.	6.400%	6/15/38	3,350	4,752
Duke Energy Florida Inc.	5.650%	4/1/40	795	1,067
Duke Energy Florida Inc.	3.850%	11/15/42	1,250	1,305
Duke Energy Indiana Inc.	6.120%	10/15/35	1,055	1,406
Duke Energy Indiana Inc.	6.350%	8/15/38	2,650	3,733
Duke Energy Indiana Inc.	4.200%	3/15/42	700	763
Duke Energy Indiana Inc.	4.900%	7/15/43	1,500	1,815
Duke Energy Progress Inc.	6.300%	4/1/38	1,775	2,524
Duke Energy Progress Inc.	4.100%	5/15/42	1,625	1,775
Duke Energy Progress Inc.	4.100%	3/15/43	1,000	1,084
Duke Energy Progress Inc.	4.375%	3/30/44	1,375	1,561
Duke Energy Progress Inc.	4.150%	12/1/44	2,400	2,631
El Paso Electric Co.	6.000%	5/15/35	850	1,063
Entergy Louisiana LLC	4.440%	1/15/26	625	709
Entergy Louisiana LLC	4.950%	1/15/45	1,025	1,064
Exelon Corp.	5.625%	6/15/35	3,808	4,537
Exelon Generation Co. LLC	6.250%	10/1/39	2,455	2,970
Exelon Generation Co. LLC	5.750%	10/1/41	1,400	1,608
Exelon Generation Co. LLC	5.600%	6/15/42	4,150	4,736
FirstEnergy Solutions Corp.	6.800%	8/15/39	2,345	2,515

Florida Power & Light Co.	5.950%	10/1/33	950	1,275
Florida Power & Light Co.	5.625%	4/1/34	2,074	2,688
Florida Power & Light Co.	4.950%	6/1/35	460	549
Florida Power & Light Co.	5.400%	9/1/35	1,190	1,514
Florida Power & Light Co.	6.200%	6/1/36	1,150	1,601
Florida Power & Light Co.	5.650%	2/1/37	1,525	2,001
Florida Power & Light Co.	5.850%	5/1/37	475	637
Florida Power & Light Co.	5.950%	2/1/38	2,375	3,195
Florida Power & Light Co.	5.960%	4/1/39	1,825	2,478
Florida Power & Light Co.	5.690%	3/1/40	750	1,001
Florida Power & Light Co.	5.250%	2/1/41	1,495	1,896
Florida Power & Light Co.	5.125%	6/1/41	1,125	1,408
Florida Power & Light Co.	4.125%	2/1/42	1,775	1,942
Florida Power & Light Co.	4.050%	6/1/42	1,525	1,652
Florida Power & Light Co.	3.800%	12/15/42	1,375	1,433
Florida Power & Light Co.	4.050%	10/1/44	2,000	2,168
Georgia Power Co.	5.650%	3/1/37	2,575	3,258
Georgia Power Co.	5.950%	2/1/39	1,225	1,627
Georgia Power Co.	5.400%	6/1/40	2,010	2,514
Georgia Power Co.	4.750%	9/1/40	1,625	1,853
Georgia Power Co.	4.300%	3/15/42	4,505	4,877
Georgia Power Co.	4.300%	3/15/43	1,000	1,088
Iberdrola International BV	6.750%	7/15/36	1,495	1,962
Indiana Michigan Power Co.	6.050%	3/15/37	925	1,194
Interstate Power & Light Co.	6.250%	7/15/39	1,600	2,280
ITC Holdings Corp.	5.300%	7/1/43	2,050	2,418
Jersey Central Power & Light Co.	6.150%	6/1/37	750	917
3 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,179	2,505
Kansas City Power & Light Co.	6.050%	11/15/35	700	926
Kansas City Power & Light Co.	5.300%	10/1/41	1,400	1,648
Kentucky Utilities Co.	5.125%	11/1/40	2,050	2,542
Kentucky Utilities Co.	4.650%	11/15/43	1,800	2,130
Louisville Gas & Electric Co.	5.125%	11/15/40	1,975	2,500
Louisville Gas & Electric Co.	4.650%	11/15/43	325	386
MidAmerican Energy Co.	6.750%	12/30/31	1,795	2,499
MidAmerican Energy Co.	5.750%	11/1/35	850	1,101
MidAmerican Energy Co.	5.800%	10/15/36	1,625	2,112
MidAmerican Energy Co.	4.800%	9/15/43	1,150	1,374
Mississippi Power Co.	4.250%	3/15/42	1,625	1,698
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	3,040	3,252
Nevada Power Co.	6.650%	4/1/36	775	1,096
Nevada Power Co.	6.750%	7/1/37	2,300	3,296
Nevada Power Co.	5.375%	9/15/40	970	1,231
Nevada Power Co.	5.450%	5/15/41	830	1,059
Northern States Power Co.	5.250%	7/15/35	1,175	1,468
Northern States Power Co.	6.250%	6/1/36	525	735
Northern States Power Co.	6.200%	7/1/37	1,200	1,673
Northern States Power Co.	5.350%	11/1/39	625	811
Northern States Power Co.	4.850%	8/15/40	1,200	1,449
Northern States Power Co.	3.400%	8/15/42	1,650	1,610
Northern States Power Co.	4.125%	5/15/44	1,300	1,426
NorthWestern Corp.	4.176%	11/15/44	1,500	1,634
NSTAR Electric Co.	5.500%	3/15/40	2,550	3,260
NSTAR Electric Co.	4.400%	3/1/44	375	423
Oglethorpe Power Corp.	5.950%	11/1/39	750	967
Oglethorpe Power Corp.	5.375%	11/1/40	1,730	2,103
Oglethorpe Power Corp.	4.200%	12/1/42	700	736

Oglethorpe Power Corp.	4.550%	6/1/44	1,550	1,685
Oglethorpe Power Corp.	5.250%	9/1/50	675	810
Ohio Edison Co.	6.875%	7/15/36	1,625	2,140
Ohio Power Co.	6.600%	2/15/33	900	1,201
Ohio Power Co.	5.850%	10/1/35	825	1,048
Oklahoma Gas & Electric Co.	5.850%	6/1/40	350	460
Oklahoma Gas & Electric Co.	5.250%	5/15/41	750	924
Oklahoma Gas & Electric Co.	3.900%	5/1/43	1,375	1,419
Oklahoma Gas & Electric Co.	4.550%	3/15/44	625	722
Oklahoma Gas & Electric Co.	4.000%	12/15/44	1,350	1,433
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	1,550	2,206
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	1,080	1,595
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,265	1,942
Oncor Electric Delivery Co. LLC	5.250%	9/30/40	1,175	1,443
Oncor Electric Delivery Co. LLC	4.550%	12/1/41	1,310	1,477
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	1,650	2,067
Pacific Gas & Electric Co.	6.050%	3/1/34	9,790	12,792
Pacific Gas & Electric Co.	5.800%	3/1/37	3,130	3,991
Pacific Gas & Electric Co.	6.350%	2/15/38	2,650	3,603
Pacific Gas & Electric Co.	6.250%	3/1/39	2,200	2,971
Pacific Gas & Electric Co.	5.400%	1/15/40	1,505	1,862
Pacific Gas & Electric Co.	4.500%	12/15/41	750	833
Pacific Gas & Electric Co.	4.450%	4/15/42	3,005	3,302
Pacific Gas & Electric Co.	4.600%	6/15/43	1,700	1,903
Pacific Gas & Electric Co.	5.125%	11/15/43	1,700	2,055
Pacific Gas & Electric Co.	4.750%	2/15/44	1,250	1,448
Pacific Gas & Electric Co.	4.300%	3/15/45	2,775	2,982
PacifiCorp	7.700%	11/15/31	1,050	1,581
PacifiCorp	5.250%	6/15/35	1,150	1,404
PacifiCorp	6.100%	8/1/36	1,050	1,422
PacifiCorp	5.750%	4/1/37	1,825	2,389
PacifiCorp	6.250%	10/15/37	2,143	2,978
PacifiCorp	6.350%	7/15/38	1,550	2,185
PacifiCorp	6.000%	1/15/39	2,725	3,670
PacifiCorp	4.100%	2/1/42	2,100	2,265
Peco Energy Co.	5.950%	10/1/36	790	1,045
PECO Energy Co.	4.150%	10/1/44	1,830	2,016
Pennsylvania Electric Co.	6.150%	10/1/38	850	1,062
Potomac Electric Power Co.	6.500%	11/15/37	2,000	2,818
Potomac Electric Power Co.	7.900%	12/15/38	160	261
Potomac Electric Power Co.	4.150%	3/15/43	725	783
PPL Capital Funding Inc.	4.700%	6/1/43	1,575	1,738
PPL Capital Funding Inc.	5.000%	3/15/44	1,000	1,179
PPL Electric Utilities Corp.	6.250%	5/15/39	1,275	1,791
PPL Electric Utilities Corp.	5.200%	7/15/41	800	998
PPL Electric Utilities Corp.	4.750%	7/15/43	150	177
PPL Electric Utilities Corp.	4.125%	6/15/44	1,000	1,103
Progress Energy Inc.	7.750%	3/1/31	1,875	2,714
Progress Energy Inc.	7.000%	10/30/31	900	1,217
Progress Energy Inc.	6.000%	12/1/39	2,775	3,678
PSEG Power LLC	8.625%	4/15/31	1,650	2,429
Public Service Co. of Colorado	6.250%	9/1/37	1,025	1,463
Public Service Co. of Colorado	6.500%	8/1/38	630	914
Public Service Co. of Colorado	4.750%	8/15/41	1,300	1,554
Public Service Co. of Colorado	3.600%	9/15/42	1,850	1,870
Public Service Co. of Colorado	4.300%	3/15/44	1,850	2,108
Public Service Co. of Oklahoma	6.625%	11/15/37	400	550
Public Service Electric & Gas Co.	5.800%	5/1/37	1,750	2,330

Public Service Electric & Gas Co.	5.375%	11/1/39	2,601	3,346
Public Service Electric & Gas Co.	3.950%	5/1/42	2,375	2,553
Public Service Electric & Gas Co.	3.650%	9/1/42	2,425	2,473
Public Service Electric & Gas Co.	4.000%	6/1/44	875	945
Puget Sound Energy Inc.	7.020%	12/1/27	1,146	1,568
Puget Sound Energy Inc.	5.483%	6/1/35	1,725	2,188
Puget Sound Energy Inc.	6.724%	6/15/36	128	191
Puget Sound Energy Inc.	6.274%	3/15/37	2,275	3,134
Puget Sound Energy Inc.	5.757%	10/1/39	1,450	1,931
Puget Sound Energy Inc.	5.795%	3/15/40	675	904
Puget Sound Energy Inc.	5.764%	7/15/40	1,220	1,617
Puget Sound Energy Inc.	5.638%	4/15/41	325	423
Puget Sound Energy Inc.	4.434%	11/15/41	850	960
San Diego Gas & Electric Co.	6.000%	6/1/26	500	639
San Diego Gas & Electric Co.	5.350%	5/15/35	1,025	1,282
San Diego Gas & Electric Co.	6.125%	9/15/37	841	1,178
San Diego Gas & Electric Co.	6.000%	6/1/39	325	443
San Diego Gas & Electric Co.	5.350%	5/15/40	950	1,235
San Diego Gas & Electric Co.	4.500%	8/15/40	1,650	1,917
San Diego Gas & Electric Co.	3.950%	11/15/41	1,150	1,240
San Diego Gas & Electric Co.	4.300%	4/1/42	800	903
Sierra Pacific Power Co.	6.750%	7/1/37	1,170	1,665
South Carolina Electric & Gas Co.	6.625%	2/1/32	700	942
South Carolina Electric & Gas Co.	5.300%	5/15/33	1,850	2,260
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,200	1,592
South Carolina Electric & Gas Co.	5.450%	2/1/41	900	1,124
South Carolina Electric & Gas Co.	4.350%	2/1/42	1,895	2,063
South Carolina Electric & Gas Co.	4.600%	6/15/43	1,675	1,900
South Carolina Electric & Gas Co.	4.500%	6/1/64	1,275	1,383
Southern California Edison Co.	6.650%	4/1/29	1,075	1,446
Southern California Edison Co.	6.000%	1/15/34	1,260	1,685
Southern California Edison Co.	5.750%	4/1/35	1,300	1,712
Southern California Edison Co.	5.350%	7/15/35	2,400	2,986
Southern California Edison Co.	5.550%	1/15/36	100	130
Southern California Edison Co.	5.625%	2/1/36	3,600	4,663
Southern California Edison Co.	5.550%	1/15/37	500	643
Southern California Edison Co.	5.950%	2/1/38	2,675	3,588
Southern California Edison Co.	6.050%	3/15/39	325	439
Southern California Edison Co.	5.500%	3/15/40	625	809
Southern California Edison Co.	4.500%	9/1/40	2,775	3,135
Southern California Edison Co.	3.900%	12/1/41	1,425	1,498
Southern California Edison Co.	4.050%	3/15/42	2,740	2,938
Southern California Edison Co.	3.900%	3/15/43	500	525
Southern California Edison Co.	4.650%	10/1/43	2,600	3,049
Southern Power Co.	5.150%	9/15/41	1,725	2,023
Southern Power Co.	5.250%	7/15/43	1,000	1,166
Southwestern Electric Power Co.	6.200%	3/15/40	1,150	1,530
Southwestern Electric Power Co.	3.900%	4/1/45	750	737
Southwestern Public Service Co.	4.500%	8/15/41	1,950	2,241
Tampa Electric Co.	6.550%	5/15/36	800	1,138
Tampa Electric Co.	6.150%	5/15/37	700	958
Tampa Electric Co.	4.100%	6/15/42	1,725	1,862
Toledo Edison Co.	6.150%	5/15/37	875	1,092
TransAlta Corp.	6.500%	3/15/40	1,000	1,012
4 Tri-State Generation & Transmission
Association Inc.	4.700%	11/1/44	875	973
Union Electric Co.	5.300%	8/1/37	1,675	2,083
Union Electric Co.	8.450%	3/15/39	300	527

Union Electric Co.	3.900%	9/15/42	1,675	1,778
Union Electric Co.	3.650%	4/15/45	2,200	2,195
Virginia Electric & Power Co.	6.000%	1/15/36	1,935	2,564
Virginia Electric & Power Co.	6.000%	5/15/37	2,225	2,990
Virginia Electric & Power Co.	6.350%	11/30/37	1,800	2,560
Virginia Electric & Power Co.	8.875%	11/15/38	1,460	2,442
Virginia Electric & Power Co.	4.000%	1/15/43	2,175	2,292
Virginia Electric & Power Co.	4.650%	8/15/43	1,700	1,980
Virginia Electric and Power Co.	4.450%	2/15/44	2,000	2,254
Westar Energy Inc.	4.125%	3/1/42	1,235	1,324
Westar Energy Inc.	4.100%	4/1/43	1,700	1,825
Westar Energy Inc.	4.625%	9/1/43	2,000	2,344
Wisconsin Electric Power Co.	5.625%	5/15/33	450	579
Wisconsin Electric Power Co.	5.700%	12/1/36	850	1,120
Wisconsin Electric Power Co.	3.650%	12/15/42	325	331
Wisconsin Electric Power Co.	4.250%	6/1/44	1,725	1,941
Wisconsin Power & Light Co.	6.375%	8/15/37	975	1,357
Wisconsin Power & Light Co.	4.100%	10/15/44	2,025	2,198
Wisconsin Public Service Corp.	3.671%	12/1/42	850	865
Wisconsin Public Service Corp.	4.752%	11/1/44	1,500	1,801
Xcel Energy Inc.	6.500%	7/1/36	650	893
Xcel Energy Inc.	4.800%	9/15/41	600	695
Natural Gas (0.3%)
AGL Capital Corp.	6.000%	10/1/34	850	1,108
AGL Capital Corp.	5.875%	3/15/41	2,305	3,009
AGL Capital Corp.	4.400%	6/1/43	1,350	1,460
Atmos Energy Corp.	5.500%	6/15/41	1,550	1,982
Atmos Energy Corp.	4.150%	1/15/43	1,400	1,494
Atmos Energy Corp.	4.125%	10/15/44	1,450	1,555
KeySpan Corp.	8.000%	11/15/30	1,175	1,676
KeySpan Corp.	5.803%	4/1/35	1,000	1,237
Laclede Group Inc.	4.700%	8/15/44	850	928
ONE Gas Inc.	4.658%	2/1/44	1,575	1,820
Piedmont Natural Gas Co. Inc.	4.100%	9/18/34	850	934
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	850	1,018
Sempra Energy	6.000%	10/15/39	5,550	7,154
Southern California Gas Co.	5.750%	11/15/35	75	98
Southern California Gas Co.	3.750%	9/15/42	1,350	1,422
Southern California Gas Co.	4.450%	3/15/44	725	834
Other Utility (0.1%)
American Water Capital Corp.	6.593%	10/15/37	2,675	3,794
American Water Capital Corp.	4.300%	12/1/42	1,250	1,354
United Utilities plc	6.875%	8/15/28	1,425	1,728
Veolia Environnement SA	6.750%	6/1/38	1,425	1,874
				578,819
Total Corporate Bonds (Cost $3,991,239)				4,440,058
Sovereign Bonds (U.S. Dollar-Denominated) (6.8%)
Asian Development Bank	6.220%	8/15/27	3,000	4,161
Asian Development Bank	5.820%	6/16/28	280	371
CNOOC Finance 2013 Ltd.	4.250%	5/9/43	1,925	1,922
CNOOC Nexen Finance 2014 ULC	4.875%	4/30/44	2,300	2,547
Ecopetrol SA	7.375%	9/18/43	3,000	3,263
Ecopetrol SA	5.875%	5/28/45	6,800	6,324
European Investment Bank	4.875%	2/15/36	1,755	2,371

Export-Import Bank of Korea	3.250%	8/12/26	3,100	3,198
Federative Republic of Brazil	10.125%	5/15/27	3,900	5,830
Federative Republic of Brazil	12.250%	3/6/30	900	1,557
Federative Republic of Brazil	8.250%	1/20/34	6,375	8,256
Federative Republic of Brazil	7.125%	1/20/37	7,195	8,545
3 Federative Republic of Brazil	11.000%	8/17/40	5,150	5,369
Federative Republic of Brazil	5.625%	1/7/41	8,900	9,000
Federative Republic of Brazil	5.000%	1/27/45	12,350	11,419
Hydro-Quebec	8.500%	12/1/29	1,421	2,232
Inter-American Development Bank	7.000%	6/15/25	750	1,049
Inter-American Development Bank	3.875%	10/28/41	1,730	2,066
Inter-American Development Bank	3.200%	8/7/42	1,750	1,866
Inter-American Development Bank	4.375%	1/24/44	3,975	5,142
International Bank for Reconstruction &
Development	8.875%	3/1/26	1,000	1,586
International Bank for Reconstruction &
Development	4.750%	2/15/35	2,325	3,067
5 KFW	0.000%	4/18/36	11,500	6,638
5 KFW	0.000%	6/29/37	1,825	1,014
Korea Electric Power Corp.	7.000%	2/1/27	750	999
Nexen Energy ULC	7.875%	3/15/32	1,800	2,582
Nexen Energy ULC	5.875%	3/10/35	2,550	3,023
Nexen Energy ULC	6.400%	5/15/37	3,940	4,995
Nexen Energy ULC	7.500%	7/30/39	1,925	2,748
3 Oriental Republic of Uruguay	7.625%	3/21/36	2,943	4,150
3 Oriental Republic of Uruguay	4.125%	11/20/45	2,600	2,451
3 Oriental Republic of Uruguay	5.100%	6/18/50	12,250	12,771
Petrobras Global Finance BV	5.625%	5/20/43	1,200	970
Petrobras Global Finance BV	7.250%	3/17/44	2,735	2,581
Petrobras International Finance Co. SA	6.875%	1/20/40	7,500	6,751
Petrobras International Finance Co. SA	6.750%	1/27/41	8,120	7,202
4 Petroleos Mexicanos	4.500%	1/23/26	7,000	7,089
Petroleos Mexicanos	6.625%	6/15/35	9,120	10,483
Petroleos Mexicanos	6.625%	6/15/38	2,075	2,340
Petroleos Mexicanos	6.500%	6/2/41	10,300	11,735
4 Petroleos Mexicanos	5.500%	6/27/44	6,800	6,864
Petroleos Mexicanos	5.500%	6/27/44	9,250	9,337
Petroleos Mexicanos	6.375%	1/23/45	6,900	7,703
4 Petroleos Mexicanos	5.625%	1/23/46	12,950	13,227
Province of British Columbia	6.500%	1/15/26	1,935	2,640
Province of British Columbia	7.250%	9/1/36	500	813
Quebec	7.500%	9/15/29	7,715	11,748
Region of Lombardy Italy	5.804%	10/25/32	2,375	2,720
Republic of Chile	3.625%	10/30/42	3,200	3,143
Republic of Colombia	10.375%	1/28/33	700	1,097
Republic of Colombia	7.375%	9/18/37	5,997	8,021
Republic of Colombia	6.125%	1/18/41	9,825	11,673
3 Republic of Colombia	5.625%	2/26/44	8,125	9,100
3 Republic of Colombia	5.000%	6/15/45	8,600	8,858
Republic of Finland	6.950%	2/15/26	695	984
Republic of Italy	5.375%	6/15/33	5,825	7,091
Republic of Korea	5.625%	11/3/25	1,775	2,267
Republic of Korea	4.125%	6/10/44	4,200	5,087
Republic of Panama	7.125%	1/29/26	4,215	5,490
Republic of Panama	8.875%	9/30/27	1,960	2,886
Republic of Panama	9.375%	4/1/29	3,235	4,966
3 Republic of Panama	6.700%	1/26/36	7,151	9,374
3 Republic of Panama	4.300%	4/29/53	3,050	2,943

Republic of Peru	7.350%	7/21/25	7,750	10,540
Republic of Peru	8.750%	11/21/33	7,450	11,839
3 Republic of Peru	6.550%	3/14/37	4,125	5,491
Republic of Peru	5.625%	11/18/50	7,370	8,987
Republic of South Africa	5.875%	9/16/25	7,650	8,759
Republic of South Africa	6.250%	3/8/41	2,200	2,641
Republic of South Africa	5.375%	7/24/44	3,600	3,852
Republic of the Philippines	5.500%	3/30/26	3,875	4,752
Republic of the Philippines	9.500%	2/2/30	6,450	10,859
Republic of the Philippines	7.750%	1/14/31	8,575	12,878
Republic of the Philippines	6.375%	1/15/32	6,000	8,149
Republic of the Philippines	6.375%	10/23/34	8,675	12,174
Republic of the Philippines	5.000%	1/13/37	4,375	5,364
Republic of the Philippines	3.950%	1/20/40	5,400	5,738
Republic of Turkey	11.875%	1/15/30	4,150	7,325
Republic of Turkey	8.000%	2/14/34	5,675	7,762
Republic of Turkey	6.875%	3/17/36	10,000	12,410
Republic of Turkey	7.250%	3/5/38	2,900	3,766
Republic of Turkey	6.750%	5/30/40	8,100	10,024
Republic of Turkey	6.000%	1/14/41	11,000	12,518
Republic of Turkey	4.875%	4/16/43	8,900	8,766
Republic of Turkey	6.625%	2/17/45	4,750	5,878
State of Israel	4.500%	1/30/43	4,250	4,451
Statoil ASA	7.250%	9/23/27	3,000	4,169
Statoil ASA	6.800%	1/15/28	185	249
Statoil ASA	7.150%	1/15/29	1,290	1,801
Statoil ASA	5.100%	8/17/40	3,750	4,498
Statoil ASA	4.250%	11/23/41	1,925	2,059
Statoil ASA	3.950%	5/15/43	3,870	3,961
Statoil ASA	4.800%	11/8/43	1,500	1,746
United Mexican States	8.300%	8/15/31	3,210	4,935
United Mexican States	7.500%	4/8/33	3,000	4,275
United Mexican States	6.750%	9/27/34	7,497	10,023
United Mexican States	6.050%	1/11/40	12,800	15,840
United Mexican States	4.750%	3/8/44	15,965	16,848
United Mexican States	5.550%	1/21/45	11,050	12,984
United Mexican States	4.600%	1/23/46	7,976	8,230
United Mexican States	5.750%	10/12/10	9,600	10,489
Total Sovereign Bonds (Cost $572,952)				606,725
Taxable Municipal Bonds (5.7%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	1,100	1,553
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	680	902
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	645	978
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	550	706
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	3,200	4,106
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	450	574
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	175	259
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	2,995	4,846

Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	600	771
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,095	1,540
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	4,700	6,768
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	2,850	4,272
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	1,540	2,289
California GO	7.700%	11/1/30	1,100	1,383
California GO	7.500%	4/1/34	9,080	13,581
California GO	7.950%	3/1/36	1,450	1,792
California GO	7.550%	4/1/39	10,100	15,769
California GO	7.300%	10/1/39	5,405	8,056
California GO	7.350%	11/1/39	3,675	5,504
California GO	7.625%	3/1/40	5,115	7,959
California GO	7.600%	11/1/40	5,250	8,424
California Public Works Board Lease Revenue
(Various Capital Projects)	8.361%	10/1/34	725	1,088
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	800	1,043
Chicago IL Board of Education GO	6.319%	11/1/29	1,055	1,080
Chicago IL Board of Education GO	6.138%	12/1/39	800	761
Chicago IL GO	7.781%	1/1/35	675	787
Chicago IL GO	5.432%	1/1/42	900	797
Chicago IL GO	6.314%	1/1/44	1,800	1,817
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	1,625	2,081
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	600	687
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,150	1,564
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	1,450	1,741
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	5,650	7,279
Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	1,575	2,049
Chicago IL Water Revenue	6.742%	11/1/40	2,100	2,738
Clark County NV Airport System Revenue	6.881%	7/1/42	1,650	1,913
Clark County NV Airport System Revenue	6.820%	7/1/45	1,400	2,060
Colorado Bridge Enterprise Revenue	6.078%	12/1/40	1,280	1,693
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	1,190	1,483
Connecticut GO	5.632%	12/1/29	2,000	2,443
Connecticut GO	5.090%	10/1/30	1,750	2,040
Connecticut GO	5.850%	3/15/32	3,350	4,262
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	900	1,082
Cook County IL GO	6.229%	11/15/34	1,050	1,171
Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	1,220	1,611
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	245	338
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,125
Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	890	1,070
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,570	2,169

Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	1,665	2,075
Dallas TX Convention Center Hotel
Development Corp. Hotel Revenue	7.088%	1/1/42	1,240	1,646
Dallas TX Independent School District GO	6.450%	2/15/35	1,495	1,794
Denver CO City & County School District No.
1 COP	4.242%	12/15/37	800	837
Denver CO City & County School District No.
1 COP	7.017%	12/15/37	850	1,189
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	525	654
District of Columbia Income Tax Revenue	5.591%	12/1/34	675	851
District of Columbia Income Tax Revenue	5.582%	12/1/35	735	927
District of Columbia Water & Sewer Authority
Public Utility Revenue	5.522%	10/1/44	575	742
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	1,575	1,897
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	700	794
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	1,990	2,680
George Washington University District of
Columbia GO	4.300%	9/15/44	2,175	2,269
Georgia GO	4.503%	11/1/25	1,825	2,054
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	5,775	7,555
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	2,825	3,692
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	850	1,010
Grand Parkway Transportation Corp. Texas
System Toll Revenue	5.184%	10/1/42	1,000	1,264
Houston TX GO	6.290%	3/1/32	1,670	2,112
Houston TX Utility System Revenue	3.828%	5/15/28	1,200	1,291
Illinois GO	5.100%	6/1/33	23,440	23,849
Illinois GO	6.630%	2/1/35	2,870	3,269
Illinois GO	6.725%	4/1/35	2,000	2,280
Illinois GO	7.350%	7/1/35	3,605	4,321
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	1,495	1,982
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	600	788
Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	1,075	1,433
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	1,225	1,325
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	1,050	1,182
Kansas Department of Transportation
Highway Revenue	4.596%	9/1/35	925	1,049
6 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	500	590
Los Angeles CA Community College District
GO	6.600%	8/1/42	1,300	1,881
Los Angeles CA Community College District
GO	6.750%	8/1/49	1,700	2,577
Los Angeles CA Department of Airports
International Airport Revenue	6.582%	5/15/39	305	408
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	2,125	2,721

Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	795	1,028
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	2,308
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	1,500	2,251
Los Angeles CA Unified School District GO	5.755%	7/1/29	1,105	1,379
Los Angeles CA Unified School District GO	5.750%	7/1/34	3,795	4,861
Los Angeles CA Unified School District GO	6.758%	7/1/34	2,660	3,706
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	1,150	1,485
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	1,760	2,398
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	700	1,020
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	850	1,138
Massachusetts GO	4.500%	8/1/31	1,500	1,680
Massachusetts GO	5.456%	12/1/39	3,550	4,519
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	2,130	2,731
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	1,515	1,992
Massachusetts Water Pollution Abatement
Trust Revenue	5.192%	8/1/40	900	1,071
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	1,000	1,344
Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	1,200	1,462
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	1,055	1,514
Metropolitan Water District of Southern
California Revenue	6.947%	7/1/40	575	694
Mississippi GO	5.245%	11/1/34	1,100	1,310
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	600	746
7 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	6,800	8,564
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	2,650	2,990
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.104%	12/15/28	2,660	2,959
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	2,175	2,779
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	4,689	7,056
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	5,760	8,455
New York City NY GO	5.206%	10/1/31	1,070	1,269
New York City NY GO	6.646%	12/1/31	400	479
New York City NY GO	6.246%	6/1/35	1,075	1,237
New York City NY GO	5.968%	3/1/36	1,265	1,648
New York City NY GO	5.985%	12/1/36	625	804
New York City NY GO	5.517%	10/1/37	1,875	2,346
New York City NY GO	6.271%	12/1/37	2,120	2,879
New York City NY GO	5.846%	6/1/40	400	523

New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	900	1,199
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.790%	6/15/41	500	569
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.724%	6/15/42	1,205	1,588
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	800	1,083
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	1,475	2,010
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	1,995	2,574
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	2,570	3,486
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	800	1,103
New York City NY Transitional Finance
Authority Future Tax Revenue	5.267%	5/1/27	200	236
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	775	980
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	2,215	2,800
New York City NY Transitional Finance
Authority Future Tax Revenue	5.572%	11/1/38	1,150	1,464
New York Metropolitan Transportation
Authority Revenue	6.687%	11/15/40	730	1,026
New York Metropolitan Transportation
Authority Revenue	6.814%	11/15/40	65	92
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	4,025	6,265
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	575	772
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	500	671
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	700	891
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	1,750	2,429
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.668%	11/15/39	2,345	3,292
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	2,750	3,306
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	500	600
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.427%	3/15/39	500	622
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	2,000	2,531
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	635	810
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.600%	3/15/40	200	258
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	1,625	2,020
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	625	792
New York University Hospitals Center GO	4.428%	7/1/42	1,025	1,050

New York University Hospitals Center
Revenue	5.750%	7/1/43	925	1,138
North Carolina Turnpike Authority Revenue	6.700%	1/1/39	170	194
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	3,635	5,416
Ohio State University General Receipts
Revenue	4.910%	6/1/40	2,775	3,386
Ohio State University General Receipts
Revenue	4.800%	6/1/11	1,882	2,099
Ohio State University General Receipts
Revenue	5.590%	12/1/14	900	1,040
Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,125	1,313
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	1,060	1,521
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	1,305	1,722
Oregon GO	5.892%	6/1/27	3,500	4,343
8 Oregon School Boards Association GO	4.759%	6/30/28	3,550	4,065
6 Oregon School Boards Association GO	5.528%	6/30/28	1,500	1,822
Pennsylvania GO	4.650%	2/15/26	2,100	2,356
Pennsylvania GO	5.350%	5/1/30	1,000	1,114
Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	1,098	1,208
Pennsylvania Turnpike Commission Revenue	6.105%	12/1/39	600	786
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	2,075	2,603
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	850	1,085
Philadelphia PA Industrial Development
Authority City Service Agreement Revenue	3.964%	4/15/26	1,000	1,019
Phoenix AZ GO	5.269%	7/1/34	100	121
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	2,260	2,902
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	1,025	1,312
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	3,295	4,217
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	1,650	1,970
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	1,200	1,329
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	1,520	1,818
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	7,325	8,011
Port of Seattle WA Revenue	7.000%	5/1/36	100	117
President & Fellows of Harvard College
Massachusetts GO	6.300%	10/1/37	1,000	1,059
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	1,150	1,418
Princeton University New Jersey GO	5.700%	3/1/39	1,400	1,899
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	810	1,139
Rutgers State University New Jersey Revenue	5.665%	5/1/40	1,185	1,523
Sacramento CA Municipal Utility District
Revenue	6.156%	5/15/36	905	1,182
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	1,100	1,346

San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	600	815
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	1,190	1,591
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	2,250	3,003
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	1,100	1,240
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	1,934
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	2,450	3,402
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	1,325	1,728
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	1,515	2,271
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	1,500	1,874
Sonoma County CA Pension Obligation
Revenue	6.000%	12/1/29	1,500	1,818
South Carolina Public Service Authority
Revenue	5.784%	12/1/41	250	304
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	2,100	2,852
Texas GO	5.517%	4/1/39	3,490	4,666
Texas Transportation Commission Revenue	5.028%	4/1/26	1,000	1,187
Texas Transportation Commission Revenue	5.178%	4/1/30	3,650	4,433
Texas Transportation Commission Revenue	4.631%	4/1/33	1,660	1,930
Texas Transportation Commission Revenue	4.681%	4/1/40	950	1,141
Tufts University Massachusetts GO	5.017%	4/15/12	935	1,055
University of California Regents General
Revenue	4.601%	5/15/31	1,500	1,678
University of California Regents Medical
Center Revenue	6.548%	5/15/48	900	1,226
University of California Regents Medical
Center Revenue	6.583%	5/15/49	1,075	1,467
University of California Revenue	6.270%	5/15/31	500	570
University of California Revenue	5.770%	5/15/43	2,800	3,600
University of California Revenue	4.765%	5/15/44	1,400	1,524
University of California Revenue	4.131%	5/15/45	1,500	1,532
University of California Revenue	5.946%	5/15/45	1,400	1,802
University of California Revenue	4.858%	5/15/12	3,500	3,775
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	575	705
University of North Carolina at Chapel Hill
Revenue	3.847%	12/1/34	2,000	2,135
University of Southern California GO	5.250%	10/1/11	950	1,281
University of Texas System Revenue
Financing System Revenue	5.262%	7/1/39	1,920	2,463
University of Texas System Revenue
Financing System Revenue	6.276%	8/15/41	890	1,019
University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	550	693
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	1,575	1,923

University of Virginia Revenue	6.200%	9/1/39	330	483
Utah GO	3.539%	7/1/25	1,200	1,293
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	990	1,343
Virginia Commonwealth Transportation Board
Revenue	5.350%	5/15/35	640	773
Washington Convention Center Public
Facilities District Revenue	6.790%	7/1/40	600	790
Washington GO	5.090%	8/1/33	945	1,118
Washington GO	5.481%	8/1/39	1,160	1,484
Washington GO	5.140%	8/1/40	1,210	1,511
6 Wisconsin GO	5.700%	5/1/26	1,745	2,118
Total Taxable Municipal Bonds (Cost $426,431)				507,023
			Shares
Temporary Cash Investment (0.5%)
Money Market Fund (0.5%)
9 Vanguard Market Liquidity Fund (Cost
$46,270)	0.128%		46,270,434	46,270
Total Investments (99.5%) (Cost $7,929,968)				8,920,501
Other Assets and Liabilities-Net (0.5%)				47,113
Net Assets (100%)				8,967,614

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
4 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2015, the aggregate
value of these securities was $113,092,000, representing 1.3% of net assets.
5 Guaranteed by the Federal Republic of Germany.
6 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
7 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
8 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	3,320,425	—
Corporate Bonds	—	4,440,058	—
Sovereign Bonds	—	606,725	—
Taxable Municipal Bonds	—	507,023	—
Temporary Cash Investments	46,270	—	—
Total	46,270	8,874,231	—

C. At March 31, 2015, the cost of investment securities for tax purposes was $7,929,968,000. Net unrealized appreciation of investment securities for tax purposes was $990,533,000, consisting of unrealized gains of $1,011,233,000 on securities that had risen in value since their purchase and $20,700,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Total Bond Market Index Fund

Schedule of Investments
As of March 31, 2015

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (64.0%)
U.S. Government Securities (40.2%)
United States Treasury Note/Bond	9.875%	11/15/15	127,400	134,984
United States Treasury Note/Bond	2.625%	4/30/16	245,800	251,906
United States Treasury Note/Bond	0.250%	5/15/16	330,035	329,725
United States Treasury Note/Bond	5.125%	5/15/16	238,265	250,960
United States Treasury Note/Bond	7.250%	5/15/16	7,835	8,440
United States Treasury Note/Bond	0.375%	5/31/16	492,815	492,968
United States Treasury Note/Bond	1.750%	5/31/16	17,830	18,120
United States Treasury Note/Bond	0.500%	6/15/16	167,580	167,841
United States Treasury Note/Bond	0.500%	6/30/16	62,050	62,157
United States Treasury Note/Bond	1.500%	6/30/16	184,384	186,949
United States Treasury Note/Bond	3.250%	6/30/16	379,600	393,182
United States Treasury Note/Bond	0.625%	7/15/16	541,810	543,419
United States Treasury Note/Bond	0.500%	7/31/16	495,974	496,748
United States Treasury Note/Bond	1.500%	7/31/16	31,060	31,507
United States Treasury Note/Bond	3.250%	7/31/16	20,000	20,759
United States Treasury Note/Bond	0.625%	8/15/16	337,575	338,524
United States Treasury Note/Bond	4.875%	8/15/16	40,433	42,909
United States Treasury Note/Bond	0.500%	8/31/16	385,125	385,545
United States Treasury Note/Bond	1.000%	8/31/16	141,570	142,720
United States Treasury Note/Bond	3.000%	8/31/16	347,417	360,119
United States Treasury Note/Bond	0.875%	9/15/16	150,000	150,937
United States Treasury Note/Bond	0.500%	9/30/16	636,450	637,048
United States Treasury Note/Bond	1.000%	9/30/16	283,555	285,948
United States Treasury Note/Bond	3.000%	9/30/16	421,830	437,978
United States Treasury Note/Bond	0.625%	10/15/16	218,425	218,971
United States Treasury Note/Bond	0.375%	10/31/16	119,125	118,957
United States Treasury Note/Bond	1.000%	10/31/16	177,445	178,943
United States Treasury Note/Bond	3.125%	10/31/16	197,105	205,421
United States Treasury Note/Bond	0.625%	11/15/16	285,250	285,917
United States Treasury Note/Bond	4.625%	11/15/16	125,541	134,015
United States Treasury Note/Bond	7.500%	11/15/16	84,617	94,202
United States Treasury Note/Bond	0.500%	11/30/16	300,447	300,540
United States Treasury Note/Bond	0.875%	11/30/16	44,186	44,469
United States Treasury Note/Bond	2.750%	11/30/16	258,402	268,133
United States Treasury Note/Bond	0.625%	12/15/16	170,775	171,122
United States Treasury Note/Bond	0.625%	12/31/16	219,236	219,716
United States Treasury Note/Bond	0.875%	12/31/16	1,000	1,007
United States Treasury Note/Bond	3.250%	12/31/16	80,885	84,752
United States Treasury Note/Bond	0.750%	1/15/17	284,545	285,700
United States Treasury Note/Bond	0.500%	1/31/17	150,000	149,953
United States Treasury Note/Bond	0.875%	1/31/17	95,500	96,097
United States Treasury Note/Bond	3.125%	1/31/17	306,380	320,838
United States Treasury Note/Bond	0.625%	2/15/17	465,800	466,527
United States Treasury Note/Bond	4.625%	2/15/17	81,215	87,395
United States Treasury Note/Bond	0.500%	2/28/17	80,425	80,362
United States Treasury Note/Bond	0.875%	2/28/17	132,889	133,698
United States Treasury Note/Bond	3.000%	2/28/17	105,230	110,129
United States Treasury Note/Bond	0.750%	3/15/17	455,000	456,779
United States Treasury Note/Bond	0.500%	3/31/17	137,811	137,661

United States Treasury Note/Bond	1.000%	3/31/17	304,735	307,307
United States Treasury Note/Bond	3.250%	3/31/17	136,440	143,667
United States Treasury Note/Bond	0.875%	4/15/17	556,825	560,133
United States Treasury Note/Bond	0.875%	4/30/17	171,600	172,564
United States Treasury Note/Bond	3.125%	4/30/17	18,300	19,255
United States Treasury Note/Bond	0.875%	5/15/17	218,285	219,512
United States Treasury Note/Bond	4.500%	5/15/17	41,205	44,579
United States Treasury Note/Bond	8.750%	5/15/17	182,935	214,319
United States Treasury Note/Bond	0.625%	5/31/17	358,815	358,815
United States Treasury Note/Bond	2.750%	5/31/17	261,675	273,573
United States Treasury Note/Bond	0.875%	6/15/17	297,035	298,568
United States Treasury Note/Bond	0.750%	6/30/17	139,435	139,718
United States Treasury Note/Bond	2.500%	6/30/17	617,355	642,722
United States Treasury Note/Bond	0.875%	7/15/17	312,075	313,539
United States Treasury Note/Bond	0.500%	7/31/17	138,146	137,606
United States Treasury Note/Bond	2.375%	7/31/17	170,094	176,792
United States Treasury Note/Bond	0.875%	8/15/17	496,195	498,368
United States Treasury Note/Bond	4.750%	8/15/17	690,660	756,597
United States Treasury Note/Bond	8.875%	8/15/17	115,270	137,549
United States Treasury Note/Bond	0.625%	8/31/17	182,640	182,269
United States Treasury Note/Bond	1.875%	8/31/17	16,275	16,728
United States Treasury Note/Bond	1.000%	9/15/17	475,957	479,155
United States Treasury Note/Bond	0.625%	9/30/17	162,425	161,969
United States Treasury Note/Bond	1.875%	9/30/17	54,575	56,093
United States Treasury Note/Bond	0.875%	10/15/17	350,250	351,343
United States Treasury Note/Bond	0.750%	10/31/17	368,797	368,683
United States Treasury Note/Bond	1.875%	10/31/17	242,827	249,733
United States Treasury Note/Bond	0.875%	11/15/17	603,381	604,889
United States Treasury Note/Bond	4.250%	11/15/17	143,935	156,889
United States Treasury Note/Bond	0.625%	11/30/17	474,265	472,188
United States Treasury Note/Bond	2.250%	11/30/17	30,000	31,153
United States Treasury Note/Bond	1.000%	12/15/17	473,702	476,070
United States Treasury Note/Bond	0.750%	12/31/17	18,235	18,195
United States Treasury Note/Bond	0.875%	1/15/18	180,775	180,916
United States Treasury Note/Bond	0.875%	1/31/18	506,000	506,314
United States Treasury Note/Bond	2.625%	1/31/18	132,450	138,990
United States Treasury Note/Bond	1.000%	2/15/18	233,000	233,874
United States Treasury Note/Bond	3.500%	2/15/18	151,705	163,036
United States Treasury Note/Bond	0.750%	2/28/18	130,105	129,638
United States Treasury Note/Bond	2.750%	2/28/18	397,800	419,182
United States Treasury Note/Bond	1.000%	3/15/18	567,525	569,477
United States Treasury Note/Bond	0.750%	3/31/18	143,065	142,394
United States Treasury Note/Bond	2.875%	3/31/18	45,000	47,615
United States Treasury Note/Bond	0.625%	4/30/18	35,725	35,390
United States Treasury Note/Bond	2.625%	4/30/18	36,750	38,645
United States Treasury Note/Bond	3.875%	5/15/18	182,734	199,180
United States Treasury Note/Bond	9.125%	5/15/18	20,800	26,084
United States Treasury Note/Bond	1.000%	5/31/18	461,155	461,588
United States Treasury Note/Bond	2.375%	5/31/18	370,220	386,532
United States Treasury Note/Bond	1.375%	6/30/18	137,070	138,741
United States Treasury Note/Bond	2.375%	6/30/18	501,632	523,659
United States Treasury Note/Bond	1.375%	7/31/18	189,490	191,652
United States Treasury Note/Bond	2.250%	7/31/18	58,950	61,317
United States Treasury Note/Bond	1.500%	8/31/18	567,800	576,408
United States Treasury Note/Bond	1.375%	9/30/18	260,750	263,438
United States Treasury Note/Bond	1.250%	10/31/18	56,960	57,262
United States Treasury Note/Bond	1.750%	10/31/18	179,595	183,805
United States Treasury Note/Bond	3.750%	11/15/18	308,619	337,697

United States Treasury Note/Bond	9.000%	11/15/18	25	32
United States Treasury Note/Bond	1.250%	11/30/18	383,505	385,304
United States Treasury Note/Bond	1.375%	12/31/18	57,775	58,271
United States Treasury Note/Bond	1.500%	12/31/18	11,440	11,590
United States Treasury Note/Bond	1.250%	1/31/19	14,800	14,851
United States Treasury Note/Bond	1.500%	1/31/19	101,075	102,370
United States Treasury Note/Bond	2.750%	2/15/19	248,635	263,399
United States Treasury Note/Bond	8.875%	2/15/19	72,020	93,356
United States Treasury Note/Bond	1.375%	2/28/19	91,425	92,096
United States Treasury Note/Bond	1.500%	2/28/19	81,750	82,746
United States Treasury Note/Bond	1.500%	3/31/19	34,345	34,764
United States Treasury Note/Bond	1.625%	3/31/19	270,785	275,356
United States Treasury Note/Bond	1.250%	4/30/19	74,706	74,787
United States Treasury Note/Bond	1.625%	4/30/19	274,000	278,452
United States Treasury Note/Bond	3.125%	5/15/19	368,664	396,487
United States Treasury Note/Bond	1.125%	5/31/19	116,950	116,493
United States Treasury Note/Bond	1.500%	5/31/19	238,875	241,412
United States Treasury Note/Bond	1.000%	6/30/19	25,950	25,682
United States Treasury Note/Bond	1.625%	6/30/19	239,660	243,367
United States Treasury Note/Bond	0.875%	7/31/19	83,406	82,051
United States Treasury Note/Bond	1.625%	7/31/19	229,396	232,766
United States Treasury Note/Bond	3.625%	8/15/19	734,467	807,686
United States Treasury Note/Bond	8.125%	8/15/19	6,486	8,391
United States Treasury Note/Bond	1.625%	8/31/19	386,344	391,899
United States Treasury Note/Bond	1.000%	9/30/19	37,900	37,379
United States Treasury Note/Bond	1.750%	9/30/19	340,496	347,040
United States Treasury Note/Bond	1.500%	10/31/19	495,010	498,876
United States Treasury Note/Bond	3.375%	11/15/19	536,640	585,861
United States Treasury Note/Bond	1.000%	11/30/19	147,175	144,922
United States Treasury Note/Bond	1.500%	11/30/19	496,125	499,846
United States Treasury Note/Bond	1.125%	12/31/19	67,000	66,341
United States Treasury Note/Bond	1.625%	12/31/19	38,453	38,933
United States Treasury Note/Bond	1.250%	1/31/20	595,515	592,257
United States Treasury Note/Bond	1.375%	1/31/20	160,508	160,709
United States Treasury Note/Bond	3.625%	2/15/20	476,235	527,430
United States Treasury Note/Bond	8.500%	2/15/20	15,165	20,297
United States Treasury Note/Bond	1.250%	2/29/20	134,216	133,482
United States Treasury Note/Bond	1.375%	2/29/20	128,285	128,305
United States Treasury Note/Bond	1.375%	3/31/20	431,325	431,325
United States Treasury Note/Bond	1.125%	4/30/20	209,925	207,171
United States Treasury Note/Bond	3.500%	5/15/20	315,495	348,029
United States Treasury Note/Bond	1.375%	5/31/20	299,675	299,067
United States Treasury Note/Bond	1.875%	6/30/20	288,675	295,216
United States Treasury Note/Bond	2.000%	7/31/20	105,103	108,075
United States Treasury Note/Bond	2.625%	8/15/20	373,387	395,615
United States Treasury Note/Bond	8.750%	8/15/20	183,040	252,423
United States Treasury Note/Bond	2.125%	8/31/20	113,850	117,728
United States Treasury Note/Bond	2.000%	9/30/20	104,880	107,699
United States Treasury Note/Bond	1.750%	10/31/20	169,200	171,394
United States Treasury Note/Bond	2.625%	11/15/20	465,099	492,717
United States Treasury Note/Bond	2.000%	11/30/20	277,525	284,635
United States Treasury Note/Bond	2.375%	12/31/20	342,370	358,098
United States Treasury Note/Bond	2.125%	1/31/21	103,886	107,165
United States Treasury Note/Bond	3.625%	2/15/21	385,282	429,952
United States Treasury Note/Bond	7.875%	2/15/21	209,534	284,541
United States Treasury Note/Bond	2.000%	2/28/21	426,058	436,377
United States Treasury Note/Bond	2.250%	3/31/21	363,901	377,718
United States Treasury Note/Bond	2.250%	4/30/21	369,325	383,289

United States Treasury Note/Bond	3.125%	5/15/21	374,455	407,572
United States Treasury Note/Bond	2.000%	5/31/21	189,475	193,738
United States Treasury Note/Bond	2.125%	6/30/21	394,450	406,039
United States Treasury Note/Bond	2.250%	7/31/21	224,325	232,562
United States Treasury Note/Bond	2.125%	8/15/21	50,000	51,453
United States Treasury Note/Bond	8.125%	8/15/21	35,490	49,531
United States Treasury Note/Bond	2.000%	8/31/21	374,915	382,822
United States Treasury Note/Bond	2.125%	9/30/21	363,491	373,829
United States Treasury Note/Bond	2.000%	10/31/21	287,265	293,099
United States Treasury Note/Bond	2.000%	11/15/21	331,012	337,837
United States Treasury Note/Bond	8.000%	11/15/21	48,976	68,429
United States Treasury Note/Bond	1.875%	11/30/21	401,098	405,987
United States Treasury Note/Bond	2.125%	12/31/21	291,695	299,807
United States Treasury Note/Bond	1.500%	1/31/22	189,565	187,078
United States Treasury Note/Bond	2.000%	2/15/22	25,800	26,324
United States Treasury Note/Bond	1.750%	2/28/22	506,697	508,045
United States Treasury Note/Bond	1.750%	3/31/22	300,783	301,535
United States Treasury Note/Bond	1.750%	5/15/22	10,000	10,023
United States Treasury Note/Bond	1.625%	8/15/22	4,710	4,671
United States Treasury Note/Bond	7.250%	8/15/22	3,014	4,187
United States Treasury Note/Bond	1.625%	11/15/22	159,400	157,855
United States Treasury Note/Bond	2.000%	2/15/23	109,251	111,009
United States Treasury Note/Bond	7.125%	2/15/23	163,535	228,413
United States Treasury Note/Bond	1.750%	5/15/23	690,748	686,866
United States Treasury Note/Bond	2.500%	8/15/23	526,785	554,357
United States Treasury Note/Bond	6.250%	8/15/23	308,228	415,146
United States Treasury Note/Bond	2.750%	11/15/23	418,462	448,671
United States Treasury Note/Bond	2.750%	2/15/24	458,579	491,395
United States Treasury Note/Bond	2.500%	5/15/24	616,635	647,658
United States Treasury Note/Bond	2.375%	8/15/24	351,320	365,208
United States Treasury Note/Bond	2.250%	11/15/24	563,804	579,658
United States Treasury Note/Bond	7.500%	11/15/24	1,325	1,982
United States Treasury Note/Bond	2.000%	2/15/25	617,855	621,717
United States Treasury Note/Bond	7.625%	2/15/25	2,112	3,210
United States Treasury Note/Bond	6.875%	8/15/25	35,745	52,339
United States Treasury Note/Bond	6.000%	2/15/26	50,679	70,579
United States Treasury Note/Bond	6.750%	8/15/26	32,360	47,994
United States Treasury Note/Bond	6.500%	11/15/26	75,779	110,874
United States Treasury Note/Bond	6.375%	8/15/27	78,855	115,818
United States Treasury Note/Bond	5.500%	8/15/28	38,525	53,562
United States Treasury Note/Bond	5.250%	11/15/28	3,605	4,917
United States Treasury Note/Bond	5.250%	2/15/29	85,145	116,436
United States Treasury Note/Bond	6.125%	8/15/29	100,455	149,207
United States Treasury Note/Bond	6.250%	5/15/30	86,438	131,332
United States Treasury Note/Bond	5.375%	2/15/31	268,775	381,494
United States Treasury Note/Bond	4.500%	2/15/36	99,304	135,286
United States Treasury Note/Bond	4.375%	2/15/38	74,268	99,542
United States Treasury Note/Bond	4.500%	5/15/38	23,268	31,696
United States Treasury Note/Bond	3.500%	2/15/39	145,161	171,879
United States Treasury Note/Bond	4.250%	5/15/39	108,885	143,846
United States Treasury Note/Bond	4.500%	8/15/39	66,272	90,752
United States Treasury Note/Bond	4.375%	11/15/39	216,751	292,174
United States Treasury Note/Bond	4.625%	2/15/40	175,407	244,966
United States Treasury Note/Bond	4.375%	5/15/40	226,060	305,606
United States Treasury Note/Bond	3.875%	8/15/40	113,672	143,103
United States Treasury Note/Bond	4.250%	11/15/40	211,090	281,178
United States Treasury Note/Bond	4.750%	2/15/41	189,930	272,491
United States Treasury Note/Bond	4.375%	5/15/41	129,898	177,128

United States Treasury Note/Bond	3.750%	8/15/41	10	12
United States Treasury Note/Bond	3.125%	11/15/41	109,150	122,026
United States Treasury Note/Bond	3.125%	2/15/42	66,027	73,754
United States Treasury Note/Bond	3.000%	5/15/42	119,354	130,245
United States Treasury Note/Bond	2.750%	8/15/42	445,200	463,079
United States Treasury Note/Bond	2.750%	11/15/42	528,189	549,317
United States Treasury Note/Bond	3.125%	2/15/43	156,938	175,207
United States Treasury Note/Bond	2.875%	5/15/43	351,200	374,358
United States Treasury Note/Bond	3.625%	8/15/43	281,650	344,142
United States Treasury Note/Bond	3.750%	11/15/43	296,127	370,020
United States Treasury Note/Bond	3.625%	2/15/44	411,117	502,977
United States Treasury Note/Bond	3.375%	5/15/44	259,981	304,828
United States Treasury Note/Bond	3.125%	8/15/44	311,450	349,213
United States Treasury Note/Bond	3.000%	11/15/44	300,977	329,853
United States Treasury Note/Bond	2.500%	2/15/45	380,175	377,027
				57,807,561
Agency Bonds and Notes (3.3%)
1 AID-Israel	5.500%	9/18/23	542	675
1 AID-Israel	5.500%	12/4/23	3,268	4,082
1 AID-Israel	5.500%	4/26/24	20,405	25,620
1 AID-Jordan	1.945%	6/23/19	7,750	7,886
1 AID-Jordan	2.503%	10/30/20	10,100	10,403
1 AID-Tunisia	2.452%	7/24/21	3,275	3,324
1 AID-Ukraine	1.844%	5/16/19	4,650	4,714
2 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	3,575	3,647
2 Federal Farm Credit Banks	5.125%	8/25/16	9,075	9,664
2 Federal Farm Credit Banks	4.875%	1/17/17	8,030	8,644
2 Federal Farm Credit Banks	1.125%	9/22/17	5,000	5,038
2 Federal Farm Credit Banks	1.000%	9/25/17	5,975	6,002
2 Federal Farm Credit Banks	1.125%	12/18/17	16,800	16,914
2 Federal Farm Credit Banks	1.110%	2/20/18	5,800	5,829
2 Federal Farm Credit Banks	5.150%	11/15/19	15,675	18,270
2 Federal Farm Credit Banks	3.500%	12/20/23	5,000	5,488
2 Federal Home Loan Banks	5.375%	5/18/16	36,700	38,760
2 Federal Home Loan Banks	5.625%	6/13/16	3,705	3,937
2 Federal Home Loan Banks	0.375%	6/24/16	24,800	24,788
2 Federal Home Loan Banks	0.500%	9/28/16	89,275	89,308
2 Federal Home Loan Banks	5.125%	10/19/16	15,845	16,976
2 Federal Home Loan Banks	0.625%	11/23/16	50,000	50,057
2 Federal Home Loan Banks	4.750%	12/16/16	21,710	23,252
2 Federal Home Loan Banks	0.625%	12/28/16	16,200	16,217
2 Federal Home Loan Banks	0.875%	3/10/17	3,950	3,967
2 Federal Home Loan Banks	4.875%	5/17/17	114,335	124,410
2 Federal Home Loan Banks	0.875%	5/24/17	40,000	40,187
2 Federal Home Loan Banks	1.000%	6/21/17	143,685	144,586
2 Federal Home Loan Banks	5.000%	11/17/17	7,580	8,395
2 Federal Home Loan Banks	1.125%	4/25/18	35,000	35,162
2 Federal Home Loan Banks	2.750%	6/8/18	26,950	28,415
2 Federal Home Loan Banks	5.375%	8/15/18	4,750	5,418
2 Federal Home Loan Banks	1.875%	3/13/20	795	809
2 Federal Home Loan Banks	4.125%	3/13/20	8,030	9,026
2 Federal Home Loan Banks	3.375%	6/12/20	25,725	28,067
2 Federal Home Loan Banks	5.250%	12/11/20	6,850	8,166
2 Federal Home Loan Banks	2.250%	6/11/21	30,750	31,554
2 Federal Home Loan Banks	5.625%	6/11/21	19,450	23,789
2 Federal Home Loan Banks	2.125%	3/10/23	32,200	32,230
2 Federal Home Loan Banks	5.375%	8/15/24	24,600	30,639

2 Federal Home Loan Banks	5.500%	7/15/36	19,780	27,712
3 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	48,925	51,427
3 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	26,000	26,034
3 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	115,993	118,792
3 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	107,830	114,842
3 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	49,725	50,789
3 Federal Home Loan Mortgage Corp.	0.875%	10/14/16	38,050	38,265
3 Federal Home Loan Mortgage Corp.	0.500%	1/27/17	30,000	29,959
3 Federal Home Loan Mortgage Corp.	5.000%	2/16/17	28,225	30,539
3 Federal Home Loan Mortgage Corp.	0.875%	2/22/17	39,450	39,657
3 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	35,000	35,245
3 Federal Home Loan Mortgage Corp.	5.000%	4/18/17	10,000	10,882
3 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	90,075	91,122
3 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	36,050	36,278
3 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	136,606	137,344
3 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	33,450	37,175
3 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	87,700	88,056
3 Federal Home Loan Mortgage Corp.	5.125%	11/17/17	26,045	28,931
3 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	30,025	29,908
3 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	28,400	28,345
3 Federal Home Loan Mortgage Corp.	4.875%	6/13/18	22,750	25,510
3 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	60,758	66,571
3 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	62,007	63,046
3 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	31,840	31,686
3 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	103,120	102,381
3 Federal Home Loan Mortgage Corp.	1.375%	5/1/20	63,460	62,996
3 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	87,654	90,733
3 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	3,606	5,416
3 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	64,354	98,288
3 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	8,104	12,043
3 Federal National Mortgage Assn.	2.375%	4/11/16	195,490	199,539
3 Federal National Mortgage Assn.	0.375%	7/5/16	30,000	29,981
3 Federal National Mortgage Assn.	0.625%	8/26/16	55,450	55,574
3 Federal National Mortgage Assn.	5.250%	9/15/16	12,850	13,737
3 Federal National Mortgage Assn.	1.250%	9/28/16	74,585	75,443
3 Federal National Mortgage Assn.	1.375%	11/15/16	74,150	75,155
3 Federal National Mortgage Assn.	1.250%	1/30/17	25,100	25,408
3 Federal National Mortgage Assn.	5.000%	2/13/17	79,525	86,002
3 Federal National Mortgage Assn.	0.750%	4/20/17	13,125	13,153
3 Federal National Mortgage Assn.	1.125%	4/27/17	117,325	118,409
3 Federal National Mortgage Assn.	5.000%	5/11/17	142,481	155,280
3 Federal National Mortgage Assn.	5.375%	6/12/17	91,570	100,791
3 Federal National Mortgage Assn.	0.875%	8/28/17	7,975	7,991
3 Federal National Mortgage Assn.	1.000%	9/27/17	25,000	25,101
3 Federal National Mortgage Assn.	0.875%	10/26/17	82,000	82,111
3 Federal National Mortgage Assn.	0.875%	12/20/17	50,000	49,990
3 Federal National Mortgage Assn.	0.875%	2/8/18	79,000	78,896
3 Federal National Mortgage Assn.	0.875%	5/21/18	141,565	141,011
3 Federal National Mortgage Assn.	1.875%	9/18/18	41,050	42,112
3 Federal National Mortgage Assn.	1.625%	11/27/18	70,460	71,574
3 Federal National Mortgage Assn.	1.875%	2/19/19	53,050	54,279
3 Federal National Mortgage Assn.	1.750%	6/20/19	47,825	48,616
3 Federal National Mortgage Assn.	1.750%	9/12/19	67,575	68,635
3 Federal National Mortgage Assn.	0.000%	10/9/19	14,545	13,403
3 Federal National Mortgage Assn.	1.750%	11/26/19	61,450	62,318
3 Federal National Mortgage Assn.	1.625%	1/21/20	29,500	29,704
3 Federal National Mortgage Assn.	2.625%	9/6/24	36,775	38,131
3 Federal National Mortgage Assn.	6.250%	5/15/29	3,995	5,733

3	Federal National Mortgage Assn.	7.125%	1/15/30	26,389	40,928
3	Federal National Mortgage Assn.	7.250%	5/15/30	47,677	75,014
3	Federal National Mortgage Assn.	6.625%	11/15/30	24,700	37,193
3	Federal National Mortgage Assn.	5.625%	7/15/37	7,765	11,173
2	Financing Corp.	9.800%	4/6/18	1,750	2,185
2	Financing Corp.	10.350%	8/3/18	4,900	6,320
2	Financing Corp.	9.650%	11/2/18	10,535	13,584
2	Financing Corp.	9.700%	4/5/19	1,575	2,081
	Private Export Funding Corp.	1.375%	2/15/17	2,025	2,050
	Private Export Funding Corp.	2.250%	12/15/17	4,600	4,714
	Private Export Funding Corp.	1.875%	7/15/18	4,300	4,355
	Private Export Funding Corp.	4.375%	3/15/19	8,700	9,611
	Private Export Funding Corp.	1.450%	8/15/19	13,800	13,607
	Private Export Funding Corp.	2.250%	3/15/20	8,000	8,199
	Private Export Funding Corp.	4.300%	12/15/21	10,975	12,380
	Private Export Funding Corp.	2.800%	5/15/22	2,625	2,704
	Private Export Funding Corp.	2.050%	11/15/22	8,300	8,116
	Private Export Funding Corp.	3.550%	1/15/24	4,200	4,535
	Private Export Funding Corp.	2.450%	7/15/24	8,300	8,272
	Resolution Funding Corp.	8.125%	10/15/19	450	581
	Resolution Funding Corp.	8.875%	7/15/20	180	243
	Resolution Funding Corp.	8.625%	1/15/30	110	189
	Small Business Administration Variable Rate
	Interest Only Custodial Receipts (U.S.
	Government Guaranteed)	2.719%	7/15/17	4,449	4
2	Tennessee Valley Authority	5.500%	7/18/17	17,208	19,022
2	Tennessee Valley Authority	4.500%	4/1/18	6,325	6,971
2	Tennessee Valley Authority	1.750%	10/15/18	6,460	6,585
2	Tennessee Valley Authority	3.875%	2/15/21	9,400	10,507
2	Tennessee Valley Authority	1.875%	8/15/22	7,300	7,124
2	Tennessee Valley Authority	2.875%	9/15/24	15,000	15,715
2	Tennessee Valley Authority	6.750%	11/1/25	2,565	3,561
2	Tennessee Valley Authority	7.125%	5/1/30	27,055	40,643
2	Tennessee Valley Authority	4.650%	6/15/35	15,169	18,322
2	Tennessee Valley Authority	5.880%	4/1/36	10,200	14,319
2	Tennessee Valley Authority	6.150%	1/15/38	920	1,341
2	Tennessee Valley Authority	5.500%	6/15/38	2,550	3,455
2	Tennessee Valley Authority	5.250%	9/15/39	9,028	11,841
2	Tennessee Valley Authority	3.500%	12/15/42	9,000	9,226
2	Tennessee Valley Authority	4.875%	1/15/48	6,951	8,696
2	Tennessee Valley Authority	5.375%	4/1/56	6,250	8,401
2	Tennessee Valley Authority	4.625%	9/15/60	7,468	8,852
					4,794,983
Conventional Mortgage-Backed Securities (20.1%)
3,4 Fannie Mae Pool		2.000%	8/1/28–10/1/28	84,175	84,439
3,4,5Fannie Mae Pool		2.500%	8/1/27–2/1/43	766,263	785,455
3,4,5Fannie Mae Pool		3.000%	9/1/20–4/1/45	2,159,105	2,235,028
3,4,5Fannie Mae Pool		3.500%	10/1/18–4/1/45	2,610,305	2,753,511
3,4,5Fannie Mae Pool		4.000%	6/1/18–4/1/45	2,323,399	2,492,017
3,4,5Fannie Mae Pool		4.500%	1/1/18–5/1/45	1,499,747	1,637,981
3,4,5Fannie Mae Pool		5.000%	3/1/17–4/1/45	892,819	991,365
3,4 Fannie Mae Pool		5.500%	11/1/16–5/1/41	651,237	733,432
3,4 Fannie Mae Pool		6.000%	10/1/15–5/1/41	453,351	517,629
3,4 Fannie Mae Pool		6.500%	7/1/15–10/1/39	132,542	152,092
3,4 Fannie Mae Pool		7.000%	5/1/15–11/1/38	45,327	52,168
3,4 Fannie Mae Pool		7.500%	4/1/15–12/1/32	3,650	4,074
3,4 Fannie Mae Pool		8.000%	6/1/15–9/1/31	1,210	1,358

3,4 Fannie Mae Pool		8.500%	9/1/15–5/1/32	506	580
3,4 Fannie Mae Pool		9.000%	2/1/17–8/1/30	144	157
3,4 Fannie Mae Pool		9.500%	3/1/17–11/1/25	180	208
3,4 Fannie Mae Pool		10.000%	10/1/16–12/1/17	3	3
4	FHLMC Multifamily Structured Pass Through
	Certificates K041	3.171%	10/25/24	14,025	14,853
3,4 Freddie Mac Gold Pool		2.000%	7/1/28–8/1/28	40,786	40,901
3,4,5Freddie Mac Gold Pool		2.500%	10/1/27–3/1/43	597,512	612,126
3,4,5Freddie Mac Gold Pool		3.000%	3/1/21–5/1/45	1,239,371	1,281,836
3,4,5Freddie Mac Gold Pool		3.500%	9/1/25–4/1/45	1,554,002	1,635,989
3,4,5Freddie Mac Gold Pool		4.000%	3/1/18–4/1/45	1,443,688	1,545,823
3,4,5Freddie Mac Gold Pool		4.500%	12/1/17–4/1/45	907,868	988,686
3,4,5Freddie Mac Gold Pool		5.000%	11/1/15–4/1/45	548,755	607,056
3,4 Freddie Mac Gold Pool		5.500%	3/1/16–6/1/41	408,805	459,592
3,4 Freddie Mac Gold Pool		6.000%	2/1/16–5/1/40	257,909	293,837
3,4 Freddie Mac Gold Pool		6.500%	5/1/15–9/1/39	75,428	86,595
3,4 Freddie Mac Gold Pool		7.000%	4/1/15–12/1/38	26,055	29,955
3,4 Freddie Mac Gold Pool		7.500%	5/1/15–2/1/32	2,115	2,400
3,4 Freddie Mac Gold Pool		8.000%	5/1/15–1/1/32	2,222	2,515
3,4 Freddie Mac Gold Pool		8.500%	3/1/21–7/1/31	393	448
3,4 Freddie Mac Gold Pool		9.000%	7/1/20–3/1/31	297	332
3,4 Freddie Mac Gold Pool		9.500%	4/1/16–6/1/25	43	48
3,4 Freddie Mac Gold Pool		10.000%	10/1/16–4/1/25	6	6
3,4 Freddie Mac Non Gold Pool		8.000%	2/1/17–6/1/17	3	3
3,4 Freddie Mac Non Gold Pool		8.500%	6/1/18	6	7
3,4 Freddie Mac Non Gold Pool		9.500%	10/1/18–3/1/20	2	2
4,5 Ginnie Mae I Pool		3.000%	1/15/26–4/1/45	296,594	306,106
4,5 Ginnie Mae I Pool		3.500%	11/15/25–4/1/45	261,738	276,648
4,5 Ginnie Mae I Pool		4.000%	8/15/18–4/1/45	401,098	431,252
4,5 Ginnie Mae I Pool		4.500%	5/15/18–4/1/45	509,244	563,556
4	Ginnie Mae I Pool	4.750%	8/15/33	14	14
4	Ginnie Mae I Pool	5.000%	1/15/17–8/15/41	294,926	329,888
4	Ginnie Mae I Pool	5.500%	2/15/17–2/15/41	150,693	171,364
4	Ginnie Mae I Pool	6.000%	5/15/16–6/15/41	117,270	133,883
4	Ginnie Mae I Pool	6.500%	2/15/16–1/15/39	32,758	37,516
4	Ginnie Mae I Pool	7.000%	6/15/16–9/15/36	7,982	9,007
4	Ginnie Mae I Pool	7.250%	9/15/25	33	34
4	Ginnie Mae I Pool	7.500%	5/15/17–6/15/32	3,432	3,817
4	Ginnie Mae I Pool	7.750%	2/15/30	2	3
4	Ginnie Mae I Pool	8.000%	1/15/17–12/15/30	2,333	2,598
4	Ginnie Mae I Pool	8.250%	6/15/27	2	2
4	Ginnie Mae I Pool	8.500%	1/15/17–3/15/31	502	540
4	Ginnie Mae I Pool	9.000%	6/15/16–1/15/31	599	633
4	Ginnie Mae I Pool	9.500%	7/15/16–9/15/25	184	204
4	Ginnie Mae I Pool	10.000%	2/15/18–2/15/25	60	65
4	Ginnie Mae I Pool	10.500%	7/15/15–4/15/25	34	34
4	Ginnie Mae II Pool	2.500%	7/20/27–6/20/28	31,208	32,384
4,5 Ginnie Mae II Pool		3.000%	10/20/26–4/1/45	1,030,507	1,065,487
4,5 Ginnie Mae II Pool		3.500%	9/20/25–4/1/45	1,909,784	2,012,973
4,5 Ginnie Mae II Pool		4.000%	9/20/25–4/1/45	1,448,459	1,546,515
4,5 Ginnie Mae II Pool		4.500%	4/20/18–4/1/45	985,136	1,073,852
4	Ginnie Mae II Pool	5.000%	12/20/32–11/20/44	491,789	542,064
4	Ginnie Mae II Pool	5.500%	8/20/23–3/20/44	146,433	162,968
4	Ginnie Mae II Pool	6.000%	7/20/23–12/20/41	66,169	74,501
4	Ginnie Mae II Pool	6.500%	12/20/23–9/20/40	27,494	31,522
4	Ginnie Mae II Pool	7.000%	3/20/28–11/20/38	4,916	5,639
4	Ginnie Mae II Pool	7.500%	8/20/30	6	6

4 Ginnie Mae II Pool	8.500%	10/20/30	13	15
				28,859,597
Nonconventional Mortgage-Backed Securities (0.4%)
3,4,6Fannie Mae Pool	1.466%	4/1/37	1,934	2,013
3,4,6Fannie Mae Pool	1.793%	7/1/34	417	444
3,4,6Fannie Mae Pool	1.817%	9/1/37	2,118	2,278
3,4,6Fannie Mae Pool	1.882%	1/1/35	262	278
3,4,6Fannie Mae Pool	2.054%	2/1/37	5	5
3,4,6Fannie Mae Pool	2.063%	10/1/34	23	24
3,4,6Fannie Mae Pool	2.099%	8/1/35	2,168	2,314
3,4,6Fannie Mae Pool	2.106%	11/1/36	1,277	1,360
3,4,6Fannie Mae Pool	2.107%	1/1/35	6	7
3,4 Fannie Mae Pool	2.109%	3/1/43	10,522	10,839
3,4,6Fannie Mae Pool	2.114%	12/1/35	9	10
3,4,6Fannie Mae Pool	2.165%	6/1/36	49	52
3,4,6Fannie Mae Pool	2.169%	12/1/41	5,860	6,050
3,4,6Fannie Mae Pool	2.188%	7/1/35	1,315	1,381
3,4,6Fannie Mae Pool	2.191%	10/1/39	1,657	1,708
3,4 Fannie Mae Pool	2.194%	6/1/43	10,457	10,778
3,4,6Fannie Mae Pool	2.195%	7/1/39	742	766
3,4 Fannie Mae Pool	2.197%	9/1/42	8,781	9,209
3,4 Fannie Mae Pool	2.200%	6/1/42	6,025	6,376
3,4,6Fannie Mae Pool	2.205%	12/1/33	726	776
3,4,6Fannie Mae Pool	2.217%	2/1/36	1,839	1,875
3,4,6Fannie Mae Pool	2.224%	8/1/37	2,756	2,918
3,4,6Fannie Mae Pool	2.231%	4/1/36	319	340
3,4,6Fannie Mae Pool	2.235%	6/1/37	1,754	1,856
3,4 Fannie Mae Pool	2.239%	10/1/42	6,621	6,777
3,4,6Fannie Mae Pool	2.248%	9/1/34	961	1,034
3,4,6Fannie Mae Pool	2.261%	11/1/33	544	583
3,4 Fannie Mae Pool	2.264%	7/1/43	12,605	12,661
3,4,6Fannie Mae Pool	2.304%	11/1/39	1,046	1,078
3,4,6Fannie Mae Pool	2.315%	12/1/36	17	17
3,4,6Fannie Mae Pool	2.317%	5/1/36	136	145
3,4,6Fannie Mae Pool	2.325%	7/1/37	503	521
3,4,6Fannie Mae Pool	2.330%	4/1/36	941	1,009
3,4,6Fannie Mae Pool	2.346%	4/1/37	334	353
3,4,6Fannie Mae Pool	2.350%	5/1/35	1,666	1,755
3,4,6Fannie Mae Pool	2.360%	4/1/37	455	492
3,4,6Fannie Mae Pool	2.373%	1/1/37	2,321	2,505
3,4,6Fannie Mae Pool	2.374%	2/1/36	1,158	1,239
3,4,6Fannie Mae Pool	2.388%	7/1/42	2,741	2,895
3,4,6Fannie Mae Pool	2.391%	10/1/37	70	73
3,4,6Fannie Mae Pool	2.392%	5/1/33–9/1/33	20	22
3,4,6Fannie Mae Pool	2.393%	12/1/35	1,507	1,603
3,4,6Fannie Mae Pool	2.400%	11/1/32	17	19
3,4,6Fannie Mae Pool	2.402%	1/1/40	2,339	2,410
3,4 Fannie Mae Pool	2.403%	7/1/42	9,184	9,540
3,4 Fannie Mae Pool	2.406%	5/1/42	14,971	15,337
3,4,6Fannie Mae Pool	2.410%	11/1/34	1,177	1,230
3,4,6Fannie Mae Pool	2.428%	11/1/39	2,033	2,095
3,4,6Fannie Mae Pool	2.435%	9/1/33–11/1/33	1,659	1,800
3,4 Fannie Mae Pool	2.437%	5/1/43	20,090	21,046
3,4,6Fannie Mae Pool	2.438%	1/1/35	1,823	1,960
3,4,6Fannie Mae Pool	2.440%	11/1/36	46	49
3,4 Fannie Mae Pool	2.451%	10/1/42	8,568	8,894
3,4 Fannie Mae Pool	2.466%	9/1/43	1,607	1,678

3,4 Fannie Mae Pool	2.496%	10/1/40	4,526	4,804
3,4,6Fannie Mae Pool	2.508%	1/1/37	99	104
3,4 Fannie Mae Pool	2.511%	12/1/40	3,515	3,731
3,4,6Fannie Mae Pool	2.555%	4/1/37	105	110
3,4 Fannie Mae Pool	2.606%	12/1/41	5,552	5,821
3,4 Fannie Mae Pool	2.627%	11/1/41	5,490	5,888
3,4,6Fannie Mae Pool	2.662%	5/1/42	863	898
3,4,6Fannie Mae Pool	2.690%	10/1/36	1,074	1,169
3,4 Fannie Mae Pool	2.704%	1/1/42	5,013	5,379
3,4 Fannie Mae Pool	2.732%	12/1/43	5,755	5,992
3,4 Fannie Mae Pool	2.755%	3/1/41	4,435	4,754
3,4 Fannie Mae Pool	2.776%	3/1/42	8,422	8,817
3,4 Fannie Mae Pool	2.787%	1/1/42	5,364	5,693
3,4 Fannie Mae Pool	2.805%	11/1/41	5,924	6,361
3,4 Fannie Mae Pool	2.911%	12/1/40	2,825	3,004
3,4 Fannie Mae Pool	2.968%	3/1/42	1,559	1,622
3,4 Fannie Mae Pool	2.984%	9/1/43	11,591	12,147
3,4 Fannie Mae Pool	3.060%	2/1/41	3,024	3,222
3,4 Fannie Mae Pool	3.061%	3/1/41–2/1/42	10,844	11,367
3,4,6Fannie Mae Pool	3.086%	2/1/41	2,355	2,376
3,4 Fannie Mae Pool	3.162%	2/1/41	3,223	3,450
3,4 Fannie Mae Pool	3.197%	9/1/40	3,881	4,109
3,4 Fannie Mae Pool	3.199%	12/1/40	2,588	2,748
3,4 Fannie Mae Pool	3.221%	8/1/40	4,460	4,669
3,4 Fannie Mae Pool	3.235%	12/1/40	3,343	3,539
3,4 Fannie Mae Pool	3.249%	10/1/40	3,438	3,613
3,4 Fannie Mae Pool	3.272%	5/1/41	4,635	4,930
3,4 Fannie Mae Pool	3.314%	11/1/40	1,808	1,907
3,4 Fannie Mae Pool	3.337%	8/1/42	7,440	7,739
3,4,6Fannie Mae Pool	3.396%	5/1/40	1,618	1,761
3,4,6Fannie Mae Pool	3.489%	5/1/40	1,003	1,078
3,4 Fannie Mae Pool	3.542%	7/1/41	8,411	8,693
3,4 Fannie Mae Pool	3.563%	6/1/41	1,240	1,326
3,4 Fannie Mae Pool	3.580%	8/1/39	1,827	1,956
3,4 Fannie Mae Pool	3.612%	4/1/41	4,380	4,658
3,4 Fannie Mae Pool	3.743%	6/1/41	4,965	5,311
3,4 Fannie Mae Pool	3.814%	9/1/40	5,859	6,246
3,4 Fannie Mae Pool	4.242%	12/1/39	3,718	3,840
3,4 Fannie Mae Pool	4.555%	7/1/38	445	469
3,4,6Fannie Mae Pool	4.640%	8/1/39	4,728	4,969
3,4 Fannie Mae Pool	5.103%	3/1/38	1,536	1,626
3,4,6Fannie Mae Pool	5.109%	11/1/39	1,950	2,079
3,4 Fannie Mae Pool	5.111%	11/1/35	2	2
3,4,6Fannie Mae Pool	5.259%	7/1/38	427	450
3,4,6Fannie Mae Pool	5.265%	6/1/35	5	6
3,4 Fannie Mae Pool	5.290%	7/1/36	842	863
3,4 Fannie Mae Pool	5.555%	5/1/36	845	885
3,4 Fannie Mae Pool	5.567%	4/1/37	1,433	1,545
3,4 Fannie Mae Pool	5.753%	12/1/37	1,750	1,894
3,4 Fannie Mae Pool	5.770%	10/1/37	1,812	1,936
3,4 Fannie Mae Pool	6.115%	10/1/37	2,560	2,682
3,4,6Freddie Mac Non Gold Pool	1.485%	10/1/37	57	58
3,4,6Freddie Mac Non Gold Pool	1.730%	6/1/37	1,823	1,875
3,4,6Freddie Mac Non Gold Pool	1.838%	5/1/37	119	126
3,4,6Freddie Mac Non Gold Pool	1.916%	8/1/37	95	99
3,4,6Freddie Mac Non Gold Pool	1.949%	3/1/37	608	657
3,4,6Freddie Mac Non Gold Pool	2.040%	1/1/37	2,014	2,134
3,4,6Freddie Mac Non Gold Pool	2.125%	1/1/38	774	797

3,4,6Freddie Mac Non Gold Pool	2.160%	10/1/37	1,443	1,558
3,4,6Freddie Mac Non Gold Pool	2.167%	4/1/37	44	47
3,4,6Freddie Mac Non Gold Pool	2.181%	7/1/35	1,141	1,206
3,4,6Freddie Mac Non Gold Pool	2.195%	3/1/37	110	117
3,4,6Freddie Mac Non Gold Pool	2.238%	12/1/36	787	826
3,4,6Freddie Mac Non Gold Pool	2.250%	6/1/35	6	6
3,4,6Freddie Mac Non Gold Pool	2.253%	1/1/35	297	322
3,4,6Freddie Mac Non Gold Pool	2.257%	3/1/37	423	444
3,4,6Freddie Mac Non Gold Pool	2.276%	12/1/34–2/1/37	2,090	2,225
3,4,6Freddie Mac Non Gold Pool	2.317%	3/1/36	34	36
3,4,6Freddie Mac Non Gold Pool	2.323%	12/1/35	1,225	1,296
3,4 Freddie Mac Non Gold Pool	2.325%	5/1/42	1,387	1,434
3,4,6Freddie Mac Non Gold Pool	2.326%	4/1/35	127	134
3,4,6Freddie Mac Non Gold Pool	2.343%	6/1/37	1,541	1,653
3,4,6Freddie Mac Non Gold Pool	2.344%	12/1/36	2,048	2,201
3,4,6Freddie Mac Non Gold Pool	2.359%	3/1/36	14	15
3,4,6Freddie Mac Non Gold Pool	2.361%	12/1/34	20	22
3,4,6Freddie Mac Non Gold Pool	2.375%	4/1/33–11/1/36	4,410	4,629
3,4,6Freddie Mac Non Gold Pool	2.394%	5/1/33	45	47
3,4,6Freddie Mac Non Gold Pool	2.398%	6/1/36	10	11
3,4,6Freddie Mac Non Gold Pool	2.419%	1/1/37	860	909
3,4,6Freddie Mac Non Gold Pool	2.440%	12/1/34	43	45
3,4,6Freddie Mac Non Gold Pool	2.486%	6/1/37	1,465	1,528
3,4,6Freddie Mac Non Gold Pool	2.534%	11/1/33	5	5
3,4 Freddie Mac Non Gold Pool	2.583%	2/1/42	3,219	3,452
3,4 Freddie Mac Non Gold Pool	2.587%	11/1/43	2,907	3,016
3,4,6Freddie Mac Non Gold Pool	2.620%	3/1/37	1,465	1,536
3,4 Freddie Mac Non Gold Pool	2.636%	12/1/40	2,220	2,310
3,4,6Freddie Mac Non Gold Pool	2.637%	3/1/37	145	144
3,4 Freddie Mac Non Gold Pool	2.663%	11/1/40	1,746	1,809
3,4 Freddie Mac Non Gold Pool	2.742%	12/1/40	4,912	5,098
3,4 Freddie Mac Non Gold Pool	2.750%	2/1/42	3,815	4,124
3,4,6Freddie Mac Non Gold Pool	2.776%	10/1/36	1,239	1,298
3,4 Freddie Mac Non Gold Pool	2.785%	1/1/41	4,869	5,176
3,4 Freddie Mac Non Gold Pool	2.871%	2/1/41	6,287	6,722
3,4 Freddie Mac Non Gold Pool	2.964%	2/1/41	1,423	1,522
3,4 Freddie Mac Non Gold Pool	3.098%	6/1/41	2,178	2,339
3,4 Freddie Mac Non Gold Pool	3.113%	3/1/41	2,081	2,227
3,4 Freddie Mac Non Gold Pool	3.125%	1/1/41	1,058	1,137
3,4 Freddie Mac Non Gold Pool	3.151%	11/1/40	4,013	4,136
3,4 Freddie Mac Non Gold Pool	3.268%	6/1/40	1,849	1,899
3,4 Freddie Mac Non Gold Pool	3.328%	6/1/41	437	443
3,4 Freddie Mac Non Gold Pool	3.359%	5/1/40	904	971
3,4 Freddie Mac Non Gold Pool	3.413%	3/1/42	4,117	4,310
3,4 Freddie Mac Non Gold Pool	3.448%	5/1/40	956	1,027
3,4 Freddie Mac Non Gold Pool	3.557%	6/1/40	4,392	4,694
3,4 Freddie Mac Non Gold Pool	3.648%	6/1/40	2,450	2,587
3,4 Freddie Mac Non Gold Pool	3.669%	9/1/40	4,212	4,509
3,4 Freddie Mac Non Gold Pool	4.050%	12/1/39	757	801
3,4 Freddie Mac Non Gold Pool	4.387%	5/1/38	300	322
3,4 Freddie Mac Non Gold Pool	4.954%	7/1/38	1,600	1,618
3,4 Freddie Mac Non Gold Pool	5.276%	3/1/38	2,266	2,450
3,4 Freddie Mac Non Gold Pool	5.526%	2/1/36	847	890
3,4 Freddie Mac Non Gold Pool	5.784%	9/1/37	2,053	2,166
3,4 Freddie Mac Non Gold Pool	5.814%	5/1/37	2,823	2,980
3,4 Freddie Mac Non Gold Pool	6.091%	12/1/36	1,554	1,616
3,4 Freddie Mac Non Gold Pool	6.215%	8/1/37	691	751
4,6 Ginnie Mae II Pool	1.625%	6/20/29–10/20/39	839	865

4,6 Ginnie Mae II Pool		2.000%	12/20/39–6/20/43	32,510	33,660
4,6 Ginnie Mae II Pool		2.125%	5/20/41	2,281	2,377
4	Ginnie Mae II Pool	2.500%	1/20/41–1/20/42	25,332	26,318
4,6 Ginnie Mae II Pool		3.000%	10/20/38–11/20/41	19,743	21,007
4	Ginnie Mae II Pool	3.500%	1/20/41–1/20/44	33,782	35,443
4	Ginnie Mae II Pool	4.000%	4/20/41–10/20/41	8,151	8,610
4	Ginnie Mae II Pool	5.000%	7/20/38	475	482
					584,019
Total U.S. Government and Agency Obligations (Cost $89,213,228)					92,046,160
Asset-Backed/Commercial Mortgage-Backed Securities (2.9%)
4	AEP Texas Central Transition Funding II LLC
	2006-A	5.170%	1/1/18	3,251	3,451
4	Ally Auto Receivables Trust 2011-4	1.140%	6/15/16	468	468
4	Ally Auto Receivables Trust 2012-5	0.850%	1/16/18	6,120	6,121
4	Ally Auto Receivables Trust 2013-2	0.790%	1/15/18	1,650	1,651
4	Ally Auto Receivables Trust 2013-2	1.240%	11/15/18	1,125	1,129
4	Ally Auto Receivables Trust 2014-1	0.970%	10/15/18	3,925	3,931
4	Ally Auto Receivables Trust 2014-1	1.530%	4/15/19	1,675	1,686
4	Ally Auto Receivables Trust 2014-3	1.280%	6/17/19	5,000	5,012
4	Ally Auto Receivables Trust 2014-3	1.720%	3/16/20	2,000	2,012
4	Ally Auto Receivables Trust 2014-SN1	0.750%	2/21/17	3,400	3,385
4	Ally Auto Receivables Trust 2014-SN1	0.950%	6/20/18	2,275	2,273
4	Ally Auto Receivables Trust 2014-SN2	1.030%	9/20/17	4,025	4,022
4	Ally Auto Receivables Trust 2014-SN2	1.210%	2/20/19	2,875	2,874
4	Ally Master Owner Trust Series 2014-4	1.430%	6/17/19	5,475	5,491
4	American Express Credit Account Secured
	Note Trust 2013-3	0.980%	5/15/19	1,500	1,501
4	American Express Credit Account Secured
	Note Trust 2014-3	1.490%	4/15/20	8,200	8,265
4	American Express Credit Account Secured
	Note Trust 2014-4	1.430%	6/15/20	4,550	4,575
4	AmeriCredit Automobile Receivables Trust
	2013-1	0.610%	10/10/17	1,005	1,004
4	AmeriCredit Automobile Receivables Trust
	2013-2	0.650%	12/8/17	1,033	1,033
4	AmeriCredit Automobile Receivables Trust
	2013-3	0.920%	4/9/18	2,891	2,893
4	AmeriCredit Automobile Receivables Trust
	2013-4	0.960%	4/9/18	1,040	1,042
4	AmeriCredit Automobile Receivables Trust
	2013-5	0.900%	9/10/18	1,200	1,200
4	AmeriCredit Automobile Receivables Trust
	2013-5	1.520%	1/8/19	600	601
4	AmeriCredit Automobile Receivables Trust
	2014-1	0.900%	2/8/19	850	849
4	AmeriCredit Automobile Receivables Trust
	2014-1	1.680%	7/8/19	550	551
4	AmeriCredit Automobile Receivables Trust
	2014-2	0.940%	2/8/19	1,700	1,703
4	AmeriCredit Automobile Receivables Trust
	2014-3	1.150%	6/10/19	2,800	2,802
4	Banc of America Commercial Mortgage Trust
	2005-5	5.115%	10/10/45	10,901	10,976
4	Banc of America Commercial Mortgage Trust
	2005-6	5.178%	9/10/47	3,500	3,573
4	Banc of America Commercial Mortgage Trust
	2005-6	5.178%	9/10/47	3,540	3,615

4 Banc of America Commercial Mortgage Trust
2006-1	5.372%	9/10/45	20,200	20,548
4 Banc of America Commercial Mortgage Trust
2006-1	5.421%	9/10/45	185	190
4 Banc of America Commercial Mortgage Trust
2006-2	5.727%	5/10/45	11,600	11,947
4 Banc of America Commercial Mortgage Trust
2006-2	5.762%	5/10/45	3,290	3,422
4 Banc of America Commercial Mortgage Trust
2006-3	5.889%	7/10/44	650	678
4 Banc of America Commercial Mortgage Trust
2006-4	5.634%	7/10/46	23,617	24,681
4 Banc of America Commercial Mortgage Trust
2006-5	5.390%	9/10/47	320	320
4 Banc of America Commercial Mortgage Trust
2006-5	5.414%	9/10/47	11,525	11,986
4 Banc of America Commercial Mortgage Trust
2006-5	5.448%	9/10/47	2,175	2,265
4 Banc of America Commercial Mortgage Trust
2008-1	6.213%	2/10/51	17,868	19,726
7 Banco Bilbao Vizcaya Argentaria SA	5.750%	7/20/17	1,975	2,155
Bank of Nova Scotia	2.125%	9/11/19	10,500	10,687
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR10	5.405%	12/11/40	4,037	4,100
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR8	4.750%	6/11/41	4,175	4,187
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR9	4.871%	9/11/42	18	18
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-TOP20	5.141%	10/12/42	3,012	3,035
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR11	5.438%	3/11/39	23,003	23,557
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.703%	9/11/38	249	258
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.742%	9/11/38	5,500	5,729
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR13	5.582%	9/11/41	1,625	1,713
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.575%	4/12/38	4,525	4,709
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.575%	4/12/38	20,607	21,149
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP24	5.568%	10/12/41	8,375	8,850
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.656%	6/11/40	1,949	1,968
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.708%	6/11/40	6,525	7,124
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.694%	6/11/50	21,750	23,456
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.896%	6/11/50	6,853	7,532
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR18	5.700%	6/11/50	10,400	11,246
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.471%	1/12/45	5,221	5,559
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.513%	1/12/45	6,280	6,748

4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.742%	9/11/42	15,900	17,266
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.793%	9/11/42	2,279	2,277
4 BMW Vehicle Owner Trust 2014-A	0.970%	11/26/18	5,100	5,111
4 BMW Vehicle Owner Trust 2014-A	1.500%	2/25/21	3,400	3,425
4 BMW Vehicle Owner Trust 2015-1	1.240%	12/20/17	5,950	5,957
4 Capital Auto Receivables Asset Trust 2013-1	0.790%	6/20/17	3,603	3,606
4 Capital Auto Receivables Asset Trust 2013-3	1.040%	11/21/16	2,059	2,060
4 Capital Auto Receivables Asset Trust 2013-3	1.310%	12/20/17	2,446	2,456
4 Capital Auto Receivables Asset Trust 2013-3	1.680%	4/20/18	1,470	1,479
4 Capital Auto Receivables Asset Trust 2013-4	1.090%	3/20/18	2,700	2,702
4 Capital Auto Receivables Asset Trust 2013-4	1.470%	7/20/18	1,000	1,004
4 Capital Auto Receivables Asset Trust 2013-4	2.060%	10/22/18	1,130	1,139
4 Capital Auto Receivables Asset Trust 2014-1	1.320%	6/20/18	3,150	3,164
4 Capital Auto Receivables Asset Trust 2014-1	1.690%	10/22/18	785	789
4 Capital Auto Receivables Asset Trust 2014-1	2.220%	1/22/19	1,042	1,052
4 Capital Auto Receivables Asset Trust 2014-2	0.910%	4/20/17	2,500	2,502
4 Capital Auto Receivables Asset Trust 2014-2	1.260%	5/21/18	1,375	1,378
4 Capital Auto Receivables Asset Trust 2014-2	1.620%	10/22/18	1,100	1,106
4 Capital Auto Receivables Asset Trust 2014-3	1.480%	11/20/18	1,950	1,957
4 Capital Auto Receivables Asset Trust 2014-3	1.830%	4/22/19	1,400	1,410
4 Capital Auto Receivables Asset Trust 2015-1	1.610%	6/20/19	11,225	11,235
4 Capital Auto Receivables Asset Trust 2015-1	1.860%	10/21/19	2,000	2,002
4 Capital One Multi-asset Execution Trust 2006-
A3	5.050%	12/17/18	36,645	37,939
4 Capital One Multi-asset Execution Trust 2007-
A7	5.750%	7/15/20	10,300	11,385
4 Capital One Multi-Asset Execution Trust 2014-
A2	1.260%	1/15/20	1,925	1,934
4 Capital One Multi-Asset Execution Trust 2014-
A5	1.480%	7/15/20	7,000	7,052
4 CarMax Auto Owner Trust 2012-3	0.790%	4/16/18	2,450	2,448
4 CarMax Auto Owner Trust 2013-2	0.640%	1/16/18	3,315	3,314
4 Carmax Auto Owner Trust 2013-2	0.840%	11/15/18	1,502	1,494
4 Carmax Auto Owner Trust 2013-3	0.970%	4/16/18	3,790	3,797
4 Carmax Auto Owner Trust 2013-3	1.490%	1/15/19	2,040	2,053
4 Carmax Auto Owner Trust 2013-4	0.800%	7/16/18	1,450	1,450
4 Carmax Auto Owner Trust 2013-4	1.280%	5/15/19	550	550
4 Carmax Auto Owner Trust 2014-1	0.790%	10/15/18	1,680	1,677
4 Carmax Auto Owner Trust 2014-1	1.320%	7/15/19	1,120	1,119
4 Carmax Auto Owner Trust 2014-2	0.980%	1/15/19	3,650	3,647
4 Carmax Auto Owner Trust 2014-2	1.610%	10/15/19	1,875	1,883
4 Carmax Auto Owner Trust 2014-3	1.160%	6/17/19	3,275	3,276
4 Carmax Auto Owner Trust 2014-3	1.730%	2/18/20	1,625	1,635
4 Carmax Auto Owner Trust 2014-4	1.250%	11/15/19	6,075	6,081
4 CD 2005-CD1 Commercial Mortgage Trust	5.225%	7/15/44	7,000	7,107
4 CD 2005-CD1 Commercial Mortgage Trust	5.225%	7/15/44	16,255	16,400
4 CD 2006-CD2 Mortgage Trust	5.298%	1/15/46	655	668
4 CD 2006-CD3 Mortgage Trust	5.617%	10/15/48	9,077	9,461
4 CD 2006-CD3 Mortgage Trust	5.648%	10/15/48	8,575	9,099
4 CD 2007-CD4 Commercial Mortgage Trust	5.322%	12/11/49	13,050	13,741
4 CD 2007-CD5 Mortgage Trust	5.886%	11/15/44	15,984	17,336
4 CenterPoint Energy Transition Bond Co. II
LLC 2005-A	5.170%	8/1/19	1,411	1,478
4 CenterPoint Energy Transition Bond Co. II
LLC 2005-A	5.302%	8/1/20	1,184	1,323

4 CenterPoint Energy Transition Bond Co. IV
LLC 2012-1	3.028%	10/15/25	9,483	9,900
4 Chase Issuance Trust 2006-A2	5.160%	4/16/18	14,352	14,878
4 Chase Issuance Trust 2012-A3	0.790%	6/15/17	10,512	10,519
4 Chase Issuance Trust 2012-A4	1.580%	8/16/21	8,596	8,566
4 Chase Issuance Trust 2012-A5	0.590%	8/15/17	5,845	5,846
4 Chase Issuance Trust 2012-A7	2.160%	9/16/24	20,440	20,320
4 Chase Issuance Trust 2013-A1	1.300%	2/18/20	13,650	13,599
4 Chase Issuance Trust 2013-A8	1.010%	10/15/18	10,225	10,242
4 Chase Issuance Trust 2014-A1	1.150%	1/15/19	14,400	14,444
4 Chase Issuance Trust 2014-A2	2.770%	3/15/23	11,150	11,546
4 Chase Issuance Trust 2014-A6	1.260%	7/15/19	13,700	13,718
4 Chase Issuance Trust 2014-A7	1.380%	11/15/19	11,225	11,271
4 Chase Issuance Trust 2015-A2	1.590%	2/18/20	10,700	10,783
4 Citibank Credit Card Issuance Trust 2003-A7	4.150%	7/7/17	9,135	9,219
4 Citibank Credit Card Issuance Trust 2005-A9	5.100%	11/20/17	13,301	13,659
4 Citibank Credit Card Issuance Trust 2007-A8	5.650%	9/20/19	10,600	11,711
4 Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	11,546	12,792
4 Citibank Credit Card Issuance Trust 2013-A10	0.730%	2/7/18	4,650	4,644
4 Citibank Credit Card Issuance Trust 2014-A1	2.880%	1/23/23	10,450	10,909
4 Citibank Credit Card Issuance Trust 2014-A4	1.230%	4/24/19	18,050	18,084
4 Citibank Credit Card Issuance Trust 2014-A5	2.680%	6/7/23	12,342	12,732
4 Citibank Credit Card Issuance Trust 2014-A6	2.150%	7/15/21	22,100	22,535
4 Citibank Credit Card Issuance Trust 2014-A8	1.730%	4/9/20	16,450	16,594
4 Citigroup Commercial Mortgage Trust 2006-
C4	5.768%	3/15/49	2,500	2,612
4 Citigroup Commercial Mortgage Trust 2006-
C4	5.768%	3/15/49	10,956	11,320
4 Citigroup Commercial Mortgage Trust 2006-
C5	5.431%	10/15/49	3,625	3,804
4 Citigroup Commercial Mortgage Trust 2006-
C5	5.462%	10/15/49	3,375	3,564
4 Citigroup Commercial Mortgage Trust 2007-
C6	5.703%	12/10/49	20,075	21,687
4 Citigroup Commercial Mortgage Trust 2008-
C7	6.134%	12/10/49	20,385	22,345
4 Citigroup Commercial Mortgage Trust 2012-
GC8	3.024%	9/10/45	5,450	5,623
4 Citigroup Commercial Mortgage Trust 2013-
GC11	3.093%	4/10/46	2,300	2,380
4 Citigroup Commercial Mortgage Trust 2013-
GC11	3.422%	4/10/46	2,000	2,065
4 Citigroup Commercial Mortgage Trust 2013-
GC15	3.161%	9/10/46	2,900	3,034
4 Citigroup Commercial Mortgage Trust 2013-
GC15	3.942%	9/10/46	1,200	1,298
4 Citigroup Commercial Mortgage Trust 2013-
GC15	4.371%	9/10/46	1,975	2,224
4 Citigroup Commercial Mortgage Trust 2013-
GC15	4.649%	9/10/46	2,875	3,237
4 Citigroup Commercial Mortgage Trust 2013-
GC17	3.675%	11/10/46	875	939
4 Citigroup Commercial Mortgage Trust 2013-
GC17	4.131%	11/10/46	2,900	3,223
4 Citigroup Commercial Mortgage Trust 2013-
GC17	4.544%	11/10/46	1,150	1,293
4 Citigroup Commercial Mortgage Trust 2013-
GC17	5.095%	11/10/46	1,150	1,286

4	Citigroup Commercial Mortgage Trust 2014-
	GC19	2.790%	3/10/47	1,840	1,903
4	Citigroup Commercial Mortgage Trust 2014-
	GC19	3.552%	3/10/47	1,150	1,223
4	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.023%	3/10/47	1,700	1,865
4	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.345%	3/10/47	1,425	1,571
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.477%	5/10/47	625	660
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.855%	5/10/47	3,025	3,298
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	4.328%	5/10/47	2,450	2,584
4	Citigroup Commercial Mortgage Trust 2014-
	GC23	3.622%	7/10/47	3,875	4,154
4	Citigroup Commercial Mortgage Trust 2014-
	GC25	3.635%	10/10/47	8,525	9,137
4	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.137%	2/10/48	11,450	11,765
4	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.571%	2/10/48	4,550	4,672
4	COBALT CMBS Commercial Mortgage Trust
	2007-C2	5.484%	4/15/47	3,005	3,207
4	COBALT CMBS Commercial Mortgage Trust
	2007-C3	5.761%	5/15/46	10,367	11,182
4	COMM 2005-C6 Mortgage Trust	5.116%	6/10/44	9,802	9,839
4	COMM 2006-C7 Mortgage Trust	5.751%	6/10/46	17,676	18,316
4	COMM 2006-C7 Mortgage Trust	5.776%	6/10/46	4,025	4,210
4	COMM 2007-C9 Mortgage Trust	5.798%	12/10/49	17,413	18,875
4	COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	2,485	2,599
4	COMM 2012-CCRE2 Mortgage Trust	3.791%	8/15/45	2,950	3,185
4	COMM 2012-CCRE3 Mortgage Trust	2.822%	10/15/45	5,000	5,126
4,7 COMM 2012-CCRE3 Mortgage Trust		3.416%	10/15/45	3,548	3,726
4	COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	5,150	5,287
4	COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,535
4	COMM 2013-CCRE11 Mortgage Trust	3.047%	10/10/46	1,430	1,490
4	COMM 2013-CCRE11 Mortgage Trust	3.660%	10/10/46	1,430	1,528
4	COMM 2013-CCRE11 Mortgage Trust	3.983%	10/10/46	1,910	2,099
4	COMM 2013-CCRE11 Mortgage Trust	4.258%	10/10/46	2,390	2,677
4	COMM 2013-CCRE11 Mortgage Trust	4.715%	10/10/46	1,430	1,625
4	COMM 2013-CCRE12 Mortgage Trust	1.295%	10/10/46	934	932
4	COMM 2013-CCRE12 Mortgage Trust	2.904%	10/10/46	1,700	1,768
4	COMM 2013-CCRE12 Mortgage Trust	3.623%	10/10/46	1,700	1,813
4	COMM 2013-CCRE12 Mortgage Trust	3.765%	10/10/46	2,275	2,471
4	COMM 2013-CCRE12 Mortgage Trust	4.046%	10/10/46	1,700	1,879
4	COMM 2013-CCRE12 Mortgage Trust	4.300%	10/10/46	1,150	1,268
4	COMM 2013-CCRE12 Mortgage Trust	4.762%	10/10/46	575	640
4	COMM 2013-CCRE13 Mortgage Trust	1.259%	11/10/18	654	656
4	COMM 2013-CCRE13 Mortgage Trust	3.039%	12/10/18	875	916
4	COMM 2013-CCRE13 Mortgage Trust	3.706%	10/10/23	575	616
4	COMM 2013-CCRE13 Mortgage Trust	4.194%	11/10/23	5,850	6,522
4	COMM 2013-CCRE13 Mortgage Trust	4.449%	12/10/23	1,750	1,954
4	COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	2,908	3,009
4	COMM 2013-CCRE7 Mortgage Trust	3.213%	3/10/46	2,300	2,396
4	COMM 2013-CCRE8 Mortgage Trust	3.612%	6/10/46	3,262	3,506
4	COMM 2013-CCRE9 Mortgage Trust	4.235%	7/10/45	4,060	4,575
4	COMM 2013-CCRE9 Mortgage Trust	4.210%	8/10/46	1,120	1,245

4	COMM 2013-LC13 Mortgage Trust	3.009%	8/10/46	1,680	1,754
4	COMM 2013-LC13 Mortgage Trust	4.205%	8/10/46	1,680	1,869
4	COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	5,246	5,416
4	COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,547	2,638
4	COMM 2014-CCRE14 Mortgage Trust	3.147%	2/10/47	2,375	2,495
4	COMM 2014-CCRE14 Mortgage Trust	4.236%	2/10/47	1,775	1,979
4	COMM 2014-CCRE14 Mortgage Trust	4.526%	2/10/47	1,950	2,190
4	COMM 2014-CCRE14 Mortgage Trust	4.610%	2/10/47	1,175	1,319
4	COMM 2014-CCRE15 Mortgage Trust	2.928%	2/10/47	4,124	4,306
4	COMM 2014-CCRE15 Mortgage Trust	3.595%	2/10/47	1,422	1,515
4	COMM 2014-CCRE15 Mortgage Trust	4.074%	2/10/47	2,641	2,912
4	COMM 2014-CCRE15 Mortgage Trust	4.717%	2/10/47	1,320	1,496
4	COMM 2014-CCRE16 Mortgage Trust	3.653%	4/10/47	2,206	2,345
4	COMM 2014-CCRE16 Mortgage Trust	4.278%	4/10/47	2,950	3,234
4	COMM 2014-CCRE19 Mortgage Trust	3.796%	8/10/47	8,400	9,048
4	COMM 2014-CCRE19 Mortgage Trust	4.080%	8/10/47	2,250	2,425
4	COMM 2014-CCRE21 Mortgage Trust	3.095%	12/10/47	4,429	4,639
4	COMM 2014-CCRE21 Mortgage Trust	3.528%	12/10/47	8,575	9,093
4	COMM 2014-CR17 Mortgage Trust	3.012%	5/10/47	2,800	2,920
4	COMM 2014-CR17 Mortgage Trust	3.598%	5/10/47	1,400	1,490
4	COMM 2014-CR17 Mortgage Trust	3.977%	5/10/47	2,225	2,432
4	COMM 2014-CR17 Mortgage Trust	4.377%	5/10/47	1,375	1,492
4	COMM 2014-CR18 Mortgage Trust	3.452%	7/15/47	4,315	4,567
4	COMM 2014-CR18 Mortgage Trust	3.828%	7/15/47	1,400	1,512
4	COMM 2014-CR18 Mortgage Trust	4.103%	7/15/47	1,845	1,991
4	COMM 2014-CR20 Mortgage Trust	3.590%	11/10/47	2,375	2,524
4	COMM 2014-LC15 Mortgage Trust	2.840%	4/10/47	1,675	1,736
4	COMM 2014-LC15 Mortgage Trust	4.006%	4/10/47	3,950	4,319
4	COMM 2014-LC17 Mortgage Trust	3.164%	10/10/47	5,575	5,853
4	COMM 2014-LC17 Mortgage Trust	3.917%	10/10/47	2,225	2,425
4	COMM 2014-LC19 Mortgage Trust	3.040%	2/10/48	1,150	1,188
4	COMM 2014-LC19 Mortgage Trust	3.183%	2/10/48	5,894	6,068
4	COMM 2014-LC19 Mortgage Trust	3.527%	2/10/48	2,687	2,796
4	COMM 2014-UBS2 Mortgage Trust	2.820%	3/10/47	1,129	1,170
4	COMM 2014-UBS2 Mortgage Trust	3.472%	3/10/47	981	1,037
4	COMM 2014-UBS2 Mortgage Trust	3.961%	3/10/47	2,533	2,760
4	COMM 2014-UBS2 Mortgage Trust	4.199%	3/10/47	709	779
	COMM 2014-UBS2 Mortgage Trust	4.701%	3/10/47	449	499
4	COMM 2014-UBS3 Mortgage Trust	2.844%	6/10/47	1,675	1,741
4	COMM 2014-UBS3 Mortgage Trust	3.819%	6/10/47	4,475	4,830
4	COMM 2014-UBS4 Mortgage Trust	3.694%	8/10/47	5,575	5,916
4	COMM 2014-UBS4 Mortgage Trust	3.968%	8/10/47	2,144	2,264
4	COMM 2014-UBS5 Mortgage Trust	3.838%	9/10/47	6,650	7,176
4	COMM 2014-UBS6 Mortgage Trust	2.935%	12/10/47	5,600	5,828
4	COMM 2014-UBS6 Mortgage Trust	3.387%	12/10/47	5,600	5,869
4	COMM 2014-UBS6 Mortgage Trust	3.644%	12/10/47	10,725	11,348
4	COMM 2014-UBS6 Mortgage Trust	4.048%	12/10/47	2,800	3,018
4	Commercial Mortgage Trust 2005-GG5	5.224%	4/10/37	16,104	16,233
4	Commercial Mortgage Trust 2005-GG5	5.277%	4/10/37	4,475	4,546
4	Commercial Mortgage Trust 2006-GG7	5.816%	7/10/38	2,492	2,582
4,7 Commercial Mortgages Lease-Backed
	Certificates Series 2001-CMLB-1	6.746%	6/20/31	420	422
4	COMM_15-CR22 Mortgage Trust	2.856%	3/10/48	2,850	2,956
4	COMM_15-CR22 Mortgage Trust	3.309%	3/10/48	7,950	8,261
4	COMM_15-CR22 Mortgage Trust	3.603%	3/10/48	2,850	2,959
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	4,435	4,563

4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	7,675	7,914
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	17,170	17,577
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.807%	6/15/38	17,167	17,728
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.807%	6/15/38	4,266	4,472
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C4	5.509%	9/15/39	1,725	1,815
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C5	5.311%	12/15/39	14,747	15,452
4	Credit Suisse Commercial Mortgage Trust
	Series 2007-C1	5.383%	2/15/40	5,245	5,519
4	Credit Suisse Commercial Mortgage Trust
	Series 2007-C3	5.704%	6/15/39	15,425	16,367
4	CSAIL Commercial Mortgage Trust 2015-C1	3.505%	4/15/50	5,550	5,858
4	CSAIL Commercial Mortgage Trust 2015-C1	3.791%	4/15/50	2,825	2,977
4	CSAIL Commercial Mortgage Trust 2015-C1	4.044%	4/15/50	2,250	2,378
4	CSFB Commercial Mortgage Trust 2005-C4	5.190%	8/15/38	3,400	3,424
4	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	1,565	1,584
4	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	9,530	9,563
4	CSFB Commercial Mortgage Trust 2005-C6	5.230%	12/15/40	3,290	3,339
4	Discover Card Execution Note Trust 2007-A1	5.650%	3/16/20	14,891	16,421
4	Discover Card Execution Note Trust 2014-A3	1.220%	10/15/19	17,675	17,739
4	Discover Card Execution Note Trust 2014-A5	1.390%	4/15/20	16,025	16,103
3,4 Fannie Mae-Aces 2012-M9		1.553%	4/25/22	1,473	1,474
3,4 Fannie Mae-Aces 2013-M12		2.387%	3/25/23	15,047	15,194
3,4 Fannie Mae-Aces 2013-M14		2.505%	4/25/23	15,780	15,815
3,4 Fannie Mae-Aces 2013-M14		3.329%	10/25/23	16,575	17,512
3,4 Fannie Mae-Aces 2013-M4		2.608%	3/25/22	1,000	1,022
3,4 Fannie Mae-Aces 2013-M7		2.280%	12/27/22	5,600	5,547
3,4 Fannie Mae-Aces 2014-M1		2.323%	11/25/18	22,180	22,712
3,4 Fannie Mae-Aces 2014-M1		3.367%	7/25/23	21,800	23,088
3,4 Fannie Mae-Aces 2014-M12		2.614%	10/25/21	16,850	17,263
3,4 Fannie Mae-Aces 2014-M15		2.509%	7/25/22	6,200	6,358
3,4 Fannie Mae-Aces 2014-M2		1.916%	6/25/21	6,561	6,653
3,4 Fannie Mae-Aces 2014-M2		3.513%	12/25/23	16,360	17,582
3,4 Fannie Mae-Aces 2014-M3		2.613%	1/25/24	6,390	6,601
3,4 Fannie Mae-Aces 2014-M3		3.476%	1/25/24	7,825	8,467
3,4 Fannie Mae-Aces 2014-M4		3.346%	3/25/24	8,175	8,706
3,4 Fannie Mae-Aces 2014-M6		2.679%	5/25/21	19,665	20,149
3,4 Fannie Mae-Aces 2014-M7		3.248%	6/25/24	16,605	17,692
3,4 Fannie Mae-Aces 2014-M8		2.346%	6/25/24	2,655	2,696
3,4 Fannie Mae-Aces 2014-M8		3.056%	6/25/24	8,325	8,611
3,4 Fannie Mae-Aces 2014-M9		1.462%	4/25/17	13,975	14,061
3,4 Fannie Mae-Aces 2014-M9		3.103%	7/25/24	10,459	10,912
3,4 Fannie Mae-Aces 2015-M1		1.626%	2/25/18	4,450	4,485
3,4 Fannie Mae-Aces 2015-M1		2.532%	9/25/24	15,000	15,096
3,4 Fannie Mae-Aces 2015-M2		2.620%	12/25/24	11,212	11,364
3,4 Fannie Mae-Aces 2015-M3		2.723%	10/25/24	5,650	5,765
3,4 FANNIE MAE-ACES FNMA_14-M13		1.637%	11/25/17	2,950	2,976
3,4 FANNIE MAE-ACES FNMA_14-M13		2.566%	8/25/24	2,525	2,583
3,4 FANNIE MAE-ACES FNMA_14-M13		3.021%	8/25/24	6,750	7,019
3	Federal Housing Administration	7.430%	10/1/20	1	1
4	FHLMC Multifamily Structured Pass Through
	Certificates K010	2.412%	8/25/18	3,650	3,749

4 FHLMC Multifamily Structured Pass Through
Certificates K010	3.320%	7/25/20	13,470	14,161
4 FHLMC Multifamily Structured Pass Through
Certificates K014	3.871%	4/25/21	6,775	7,409
4 FHLMC Multifamily Structured Pass Through
Certificates K017	2.873%	12/25/21	18,650	19,437
4 FHLMC Multifamily Structured Pass Through
Certificates K019	2.272%	3/25/22	7,835	7,830
4 FHLMC Multifamily Structured Pass Through
Certificates K020	2.373%	5/25/22	19,300	19,464
4 FHLMC Multifamily Structured Pass Through
Certificates K021	2.396%	6/25/22	11,840	11,960
4 FHLMC Multifamily Structured Pass Through
Certificates K021	3.490%	1/25/24	675	731
4 FHLMC Multifamily Structured Pass Through
Certificates K022	2.355%	7/25/22	795	801
4 FHLMC Multifamily Structured Pass Through
Certificates K026	2.510%	11/25/22	16,600	16,861
4 FHLMC Multifamily Structured Pass Through
Certificates K027	2.637%	1/25/23	16,625	16,952
4 FHLMC Multifamily Structured Pass Through
Certificates K028	3.111%	2/25/23	24,425	25,755
4 FHLMC Multifamily Structured Pass Through
Certificates K029	3.320%	2/25/23	16,425	17,568
4 FHLMC Multifamily Structured Pass Through
Certificates K030	2.779%	9/25/22	15,925	16,605
4 FHLMC Multifamily Structured Pass Through
Certificates K030	3.250%	4/25/23	16,425	17,480
4 FHLMC Multifamily Structured Pass Through
Certificates K031	3.300%	4/25/23	16,415	17,524
4 FHLMC Multifamily Structured Pass Through
Certificates K032	3.016%	2/25/23	15,594	16,429
4 FHLMC Multifamily Structured Pass Through
Certificates K032	3.310%	5/25/23	16,400	17,546
4 FHLMC Multifamily Structured Pass Through
Certificates K033	2.871%	2/25/23	15,799	16,542
4 FHLMC Multifamily Structured Pass Through
Certificates K033	3.060%	7/25/23	17,750	18,610
4 FHLMC Multifamily Structured Pass Through
Certificates K034	3.531%	7/25/23	15,354	16,650
4 FHLMC Multifamily Structured Pass Through
Certificates K035	3.458%	8/25/23	18,375	19,831
4 FHLMC Multifamily Structured Pass Through
Certificates K036	3.527%	10/25/23	17,403	18,881
4 FHLMC Multifamily Structured Pass Through
Certificates K038	2.604%	10/25/23	5,390	5,601
4 FHLMC Multifamily Structured Pass Through
Certificates K038	3.389%	3/25/24	19,450	20,907
4 FHLMC Multifamily Structured Pass Through
Certificates K039	2.683%	12/25/23	3,813	3,975
4 FHLMC Multifamily Structured Pass Through
Certificates K039	3.303%	7/25/24	10,850	11,612
4 FHLMC Multifamily Structured Pass Through
Certificates K040	2.768%	4/25/24	5,734	5,981
4 FHLMC Multifamily Structured Pass Through
Certificates K040	3.241%	9/25/24	14,400	15,331
4 FHLMC Multifamily Structured Pass Through
Certificates K042	2.267%	6/25/24	2,858	2,916

4 FHLMC Multifamily Structured Pass Through
Certificates K042	2.670%	12/25/24	11,225	11,433
4 FHLMC Multifamily Structured Pass Through
Certificates K043	2.532%	10/25/23	2,850	2,939
4 FHLMC Multifamily Structured Pass Through
Certificates K043	3.062%	12/25/24	8,400	8,813
4 FHLMC Multifamily Structured Pass Through
Certificates K702	3.154%	2/25/18	23,786	24,864
4 FHLMC Multifamily Structured Pass Through
Certificates K706	2.323%	10/25/18	5,700	5,841
4 FHLMC Multifamily Structured Pass Through
Certificates K710	1.883%	5/25/19	1,475	1,490
4 FHLMC Multifamily Structured Pass Through
Certificates K711	1.730%	7/25/19	3,025	3,031
4 FHLMC Multifamily Structured Pass Through
Certificates K714	3.034%	10/25/20	7,205	7,591
4 FHLMC Multifamily Structured Pass Through
Certificates K716	2.413%	1/25/21	3,774	3,892
4 FHLMC Multifamily Structured Pass Through
Certificates K716	3.130%	6/25/21	13,700	14,538
4 FHLMC Multifamily Structured Pass Through
Certificates K717	2.991%	9/25/21	11,200	11,715
4 FHLMC Multifamily Structured Pass Through
Certificates_K005	3.484%	4/25/19	11,728	12,222
4 FHLMC Multifamily Structured Pass Through
Certificates_K006-A1	3.398%	7/25/19	8,598	9,053
4 FHLMC Multifamily Structured Pass Through
Certificates_K007-A1	3.342%	12/25/19	6,147	6,409
4 FHLMC Multifamily Structured Pass Through
Certificates_K009-A1	2.757%	5/25/20	11,464	11,821
4 FHLMC Multifamily Structured Pass Through
Certificates_K503	1.384%	1/25/19	8,353	8,372
4 FHLMC Multifamily Structured Pass Through
Certificates_K503	2.456%	8/25/19	17,225	17,781
4 FHLMC Multifamily Structured Pass Through
Certificates_K708-A1	1.670%	10/25/18	2,253	2,275
4 FHLMC Multifamily Structured Pass Through
Certificates_K711-A1	1.321%	12/25/18	12,400	12,452
4 FHLMC Multifamily Structures Pass Through
Certificates_FHMS-K715	2.856%	1/25/21	6,150	6,434
4 Fifth Third Auto 2014-1	0.680%	4/16/18	3,400	3,398
4 Fifth Third Auto 2014-1	1.140%	10/15/20	2,370	2,374
4 Fifth Third Auto 2014-2	0.890%	11/15/18	2,250	2,251
4 Fifth Third Auto 2014-2	1.380%	12/15/20	1,425	1,431
4 Ford Credit Auto Lease Trust 2013-B	0.760%	9/15/16	1,200	1,201
4 Ford Credit Auto Lease Trust 2013-B	0.960%	10/15/16	850	852
4 Ford Credit Auto Lease Trust 2014-A	0.680%	4/15/17	2,225	2,219
4 Ford Credit Auto Lease Trust 2014-A	0.900%	6/15/17	850	848
4 Ford Credit Auto Lease Trust 2014-A	1.160%	8/15/17	1,575	1,574
4 Ford Credit Auto Lease Trust 2014-B	0.890%	9/15/17	2,950	2,937
4 Ford Credit Auto Owner Trust 2012-A	1.150%	6/15/17	6,656	6,668
4 Ford Credit Auto Owner Trust 2012-B	0.720%	12/15/16	136	136
4 Ford Credit Auto Owner Trust 2013-A	0.550%	7/15/17	2,541	2,540
4 Ford Credit Auto Owner Trust 2013-B	0.570%	10/15/17	2,165	2,167
4 Ford Credit Auto Owner Trust 2013-B	0.760%	8/15/18	1,500	1,496
4 Ford Credit Auto Owner Trust 2013-C	0.820%	12/15/17	3,094	3,097
4 Ford Credit Auto Owner Trust 2013-C	1.250%	10/15/18	1,180	1,185
4 Ford Credit Auto Owner Trust 2013-D	0.670%	4/15/18	3,400	3,400

4 Ford Credit Auto Owner Trust 2013-D	1.110%	2/15/19	550	547
4 Ford Credit Auto Owner Trust 2014-A	0.790%	5/15/18	3,150	3,151
4 Ford Credit Auto Owner Trust 2014-A	1.290%	4/15/19	600	601
4 Ford Credit Auto Owner Trust 2014-B	0.900%	10/15/18	4,900	4,909
4 Ford Credit Auto Owner Trust 2014-B	1.420%	8/15/19	850	855
4 Ford Credit Auto Owner Trust 2015-A	1.280%	9/15/19	2,700	2,709
4 Ford Credit Auto Owner Trust 2015-A	1.640%	6/15/20	850	855
4 Ford Credit Floorplan Master Owner Trust A
Series 2013-5	1.500%	9/15/18	4,675	4,710
4 Ford Credit Floorplan Master Owner Trust A
Series 2014-1	1.200%	2/15/19	5,400	5,402
4 Ford Credit Floorplan Master Owner Trust A
Series 2014-4	1.400%	8/15/19	11,200	11,227
4 GE Capital Credit Card Master Note Trust
Series 2012-7	1.760%	9/15/22	6,545	6,526
4 GE Commercial Mortgage Corp. Series 2005-
C3 Trust	4.974%	7/10/45	9,275	9,320
4 GE Commercial Mortgage Corp. Series 2005-
C4 Trust	5.322%	11/10/45	7,048	7,193
4 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.271%	3/10/44	21,041	21,464
4 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.271%	3/10/44	6,675	6,935
4 GE Commercial Mortgage Corp. Series 2007-
C1 Trust	5.543%	12/10/49	5,925	6,236
4 GMAC Commercial Mortgage Securities Inc.
Series 2005-C1 Trust	4.754%	5/10/43	1,418	1,421
4 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	4,750	4,892
4 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	13,665	13,908
4 GS Mortgage Securities Trust 2007-GG10	5.796%	8/10/45	5,505	5,921
4 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	3,220	3,474
4 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	12,500	13,288
4 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	7,475	7,890
4 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	5,530	5,609
4 GS Mortgage Securities Trust 2013-GC10	2.943%	2/10/46	4,077	4,172
4 GS Mortgage Securities Trust 2013-GC10	3.279%	2/10/46	1,529	1,565
4 GS Mortgage Securities Trust 2013-GCJ12	3.135%	6/10/46	5,682	5,911
GS Mortgage Securities Trust 2013-GCJ12	3.375%	6/10/46	1,792	1,856
4 GS Mortgage Securities Trust 2013-GCJ14	2.995%	8/10/46	2,055	2,151
4 GS Mortgage Securities Trust 2013-GCJ14	3.817%	8/10/46	1,470	1,579
4 GS Mortgage Securities Trust 2013-GCJ14	4.243%	8/10/46	7,350	8,234
4 GS Mortgage Securities Trust 2013-GCJ16	3.033%	11/10/46	2,600	2,720
4 GS Mortgage Securities Trust 2013-GCJ16	3.813%	11/10/46	1,100	1,182
4 GS Mortgage Securities Trust 2013-GCJ16	4.271%	11/10/46	1,525	1,709
4 GS Mortgage Securities Trust 2014-GC18	1.298%	1/10/47	2,612	2,615
4 GS Mortgage Securities Trust 2014-GC18	4.074%	1/10/47	5,950	6,529
4 GS Mortgage Securities Trust 2014-GC18	4.383%	1/10/47	1,975	2,124
4 GS Mortgage Securities Trust 2014-GC18	3.467%	6/10/47	2,225	2,349
4 GS Mortgage Securities Trust 2014-GC18	3.516%	6/10/47	500	528
4 GS Mortgage Securities Trust 2014-GC18	3.862%	6/10/47	1,950	2,108
4 GS Mortgage Securities Trust 2014-GC24	3.931%	9/10/47	6,125	6,681
4 GS Mortgage Securities Trust 2014-GC24	4.508%	9/10/47	1,675	1,841
4 GS Mortgage Securities Trust 2014-GC26	2.902%	11/10/47	1,850	1,921
4 GS Mortgage Securities Trust 2014-GC26	3.365%	11/10/47	3,400	3,569
4 GS Mortgage Securities Trust 2014-GC26	3.629%	11/10/47	11,450	12,248
4 GS Mortgage Securities Trust 2014-GC26	3.964%	11/10/47	2,000	2,140
4 GS Mortgage Securities Trust 2014-GC26	4.215%	11/10/47	1,700	1,807
4 GS Mortgage Securities Trust 2015-GC28	3.396%	2/10/48	6,200	6,479

4 Honda Auto Receivables 2012-1 Owner Trust	0.970%	4/16/18	1,025	1,025
4 Honda Auto Receivables 2012-4 Owner Trust	0.660%	12/18/18	5,500	5,504
4 Honda Auto Receivables 2013-1 Owner Trust	0.480%	11/21/16	3,023	3,024
4 Honda Auto Receivables 2013-1 Owner Trust	0.620%	3/21/19	4,802	4,802
4 Honda Auto Receivables 2013-2 Owner Trust	0.530%	2/16/17	1,334	1,334
4 Honda Auto Receivables 2013-2 Owner Trust	0.660%	6/17/19	1,718	1,714
4 Honda Auto Receivables 2013-4 Owner Trust	0.690%	9/18/17	1,975	1,975
4 Honda Auto Receivables 2013-4 Owner Trust	1.040%	2/18/20	1,650	1,648
4 Honda Auto Receivables 2014-1 Owner Trust	0.670%	11/21/17	3,413	3,409
4 Honda Auto Receivables 2014-1 Owner Trust	1.040%	2/21/20	1,707	1,708
4 Honda Auto Receivables 2014-2 Owner Trust	0.770%	3/19/18	2,475	2,474
4 Honda Auto Receivables 2014-2 Owner Trust	1.180%	5/18/20	1,375	1,378
4 Honda Auto Receivables 2014-3 Owner Trust	0.880%	6/15/18	4,900	4,898
4 Honda Auto Receivables 2014-3 Owner Trust	1.310%	10/15/20	2,800	2,800
4 Honda Auto Receivables 2015-1 Owner Trust	1.050%	10/15/18	5,050	5,049
4 Honda Auto Receivables 2015-1 Owner Trust	1.320%	11/16/20	3,425	3,427
4 Hyundai Auto Receivables Trust 2012-C	0.730%	6/15/18	2,575	2,575
4 Hyundai Auto Receivables Trust 2013-A	0.560%	7/17/17	1,846	1,846
4 Hyundai Auto Receivables Trust 2013-A	0.750%	9/17/18	5,096	5,101
4 Hyundai Auto Receivables Trust 2013-B	0.710%	9/15/17	4,192	4,196
4 Hyundai Auto Receivables Trust 2013-B	1.010%	2/15/19	2,400	2,405
4 Hyundai Auto Receivables Trust 2013-C	1.010%	2/15/18	10,930	10,944
4 Hyundai Auto Receivables Trust 2013-C	1.550%	3/15/19	2,890	2,921
4 Hyundai Auto Receivables Trust 2014-A	0.790%	7/16/18	2,520	2,521
4 Hyundai Auto Receivables Trust 2014-B	0.900%	12/17/18	5,500	5,503
4 Hyundai Auto Receivables Trust 2014-B	1.460%	11/15/19	1,370	1,377
4 Hyundai Auto Receivables Trust 2015-A	1.370%	7/15/20	1,700	1,697
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC11	5.637%	8/12/37	1,647	1,646
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC13	5.300%	1/12/43	1,750	1,783
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.738%	7/15/42	284	284
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.780%	7/15/42	2,375	2,379
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP4	4.918%	10/15/42	10,099	10,203
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.227%	12/15/44	4,810	4,861
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.269%	12/15/44	4,250	4,340
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.348%	12/15/44	1,390	1,426
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CB17	5.429%	12/12/43	1,639	1,711
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC14	5.429%	12/12/44	3,300	3,395
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC16	5.593%	5/12/45	7,721	8,146
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP6	5.475%	4/15/43	3,572	3,662
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.841%	4/15/45	3,300	3,465
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.841%	4/15/45	19,218	19,862
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.440%	5/15/45	4,525	4,759

4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC18	5.440%	6/12/47	10,210	10,812
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.794%	2/12/51	28,260	30,176
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.878%	2/12/51	3,350	3,698
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP11	5.775%	6/15/49	8,035	8,571
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP12	5.882%	2/15/51	13,170	14,254
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	9,250	9,915
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	6,675	6,828
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	7,490	7,960
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	3,750	3,824
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.143%	12/15/47	2,314	2,403
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.372%	12/15/47	1,735	1,798
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.674%	12/15/46	1,600	1,723
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.881%	12/15/46	2,300	2,494
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.166%	12/15/46	3,100	3,442
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.517%	12/15/46	1,600	1,795
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.944%	12/15/46	1,600	1,820
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-LC11	2.960%	4/15/46	2,678	2,724
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	2.872%	7/15/47	2,250	2,341
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	3.805%	7/15/47	850	917
4 JPMBB Commercial Mortgage Securities
Trust 2013-C12	3.664%	7/15/45	1,776	1,913
4 JPMBB Commercial Mortgage Securities
Trust 2013-C12	4.026%	7/15/45	1,184	1,289
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	3.761%	8/15/46	1,680	1,819
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.133%	8/15/46	4,470	4,944
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.409%	8/15/46	1,260	1,394
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	1.233%	11/15/45	808	809
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	2.977%	11/15/45	4,200	4,397
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	3.659%	11/15/45	420	450
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.131%	11/15/45	2,940	3,276
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.420%	11/15/45	1,680	1,861

4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.003%	1/15/47	2,200	2,291
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.705%	1/15/47	1,650	1,780
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.199%	1/15/47	5,500	6,114
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.458%	1/15/47	1,100	1,228
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.887%	1/15/47	1,650	1,851
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.079%	2/15/47	6,590	7,249
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.439%	2/15/47	1,173	1,301
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.810%	2/15/47	1,422	1,591
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.046%	4/15/47	2,225	2,330
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.669%	4/15/47	2,800	2,981
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.997%	4/15/47	2,800	3,063
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	4.243%	4/15/47	2,225	2,436
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	4.110%	9/15/47	2,225	2,409
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.428%	8/15/47	1,411	1,499
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.775%	8/15/47	1,375	1,480
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.997%	8/15/47	850	913
4 JPMBB Commercial Mortgage Securities
Trust 2014-C22	3.801%	9/15/47	8,325	8,972
4 JPMBB Commercial Mortgage Securities
Trust 2014-C23	3.934%	9/15/47	4,175	4,546
4 JPMBB Commercial Mortgage Securities
Trust 2014-C23	4.202%	9/15/47	2,462	2,687
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	2.940%	11/15/47	2,850	2,971
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.639%	11/15/47	2,275	2,426
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.914%	11/15/47	4,125	4,388
4 JPMBB Commercial Mortgage Securities
Trust 2014-C25	3.672%	11/15/47	9,975	10,709
4 JPMBB Commercial Mortgage Securities
Trust 2014-C25	4.065%	11/15/47	2,775	2,993
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.019%	1/15/48	5,725	5,966
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.494%	1/15/48	8,450	8,940
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.800%	1/15/48	2,875	3,029
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.951%	1/15/48	2,875	3,004
4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	2.734%	2/15/48	4,575	4,720

4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.017%	2/15/48	5,715	5,886
4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.179%	2/15/48	3,048	3,130
4 LB Commercial Mortgage Trust 2007-C3	5.900%	7/15/44	660	709
4 LB-UBS Commercial Mortgage Trust 2005-C5	5.057%	9/15/40	1,625	1,643
4 LB-UBS Commercial Mortgage Trust 2005-C7	5.197%	11/15/30	9,659	9,699
4 LB-UBS Commercial Mortgage Trust 2006-C1	5.217%	2/15/31	4,730	4,858
4 LB-UBS Commercial Mortgage Trust 2006-C3	5.661%	3/15/39	25,108	25,805
4 LB-UBS Commercial Mortgage Trust 2006-C4	5.822%	6/15/38	9,628	10,010
4 LB-UBS Commercial Mortgage Trust 2006-C6	5.372%	9/15/39	13,351	13,962
4 LB-UBS Commercial Mortgage Trust 2006-C6	5.413%	9/15/39	1,175	1,239
4 LB-UBS Commercial Mortgage Trust 2006-C7	5.347%	11/15/38	3,838	4,052
4 LB-UBS Commercial Mortgage Trust 2006-C7	5.378%	11/15/38	3,125	3,291
4 LB-UBS Commercial Mortgage Trust 2007-C1	5.424%	2/15/40	24,319	25,777
4 LB-UBS Commercial Mortgage Trust 2007-C2	5.430%	2/15/40	10,297	10,971
4 LB-UBS Commercial Mortgage Trust 2007-C7	5.866%	9/15/45	17,159	18,769
4 LB-UBS Commercial Mortgage Trust 2008-C1	6.147%	4/15/41	22,776	25,051
4 Mercedes-Benz Auto Lease Trust 2013-B	0.760%	7/15/19	550	549
4 Mercedes-Benz Auto Lease Trust 2014-A	0.900%	12/16/19	3,925	3,912
4 Mercedes-Benz Auto Lease Trust 2015-A	1.210%	10/15/20	8,550	8,560
4 Mercedes-Benz Auto Receivables Trust 2013-
1	0.780%	8/15/17	1,088	1,093
4 Mercedes-Benz Auto Receivables Trust 2013-
1	1.130%	11/15/19	1,180	1,181
4 Mercedes-Benz Auto Receivables Trust 2014-
1	0.870%	10/15/18	2,725	2,714
4 Mercedes-Benz Auto Receivables Trust 2014-
1	1.310%	11/16/20	825	828
4 Merrill Lynch Mortgage Trust 2005-CIP1	5.107%	7/12/38	1,915	1,927
4 Merrill Lynch Mortgage Trust 2005-LC1	5.291%	1/12/44	18,248	18,563
4 Merrill Lynch Mortgage Trust 2005-MCP1	4.747%	6/12/43	666	667
4 Merrill Lynch Mortgage Trust 2006-C1	5.659%	5/12/39	1,825	1,895
4 Merrill Lynch Mortgage Trust 2006-C1	5.659%	5/12/39	14,050	14,494
4 Merrill Lynch Mortgage Trust 2006-C2	5.782%	8/12/43	2,865	3,019
4 Merrill Lynch Mortgage Trust 2007-C1	5.837%	6/12/50	24,868	26,778
4 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	15,434	16,753
4 ML-CFC Commercial Mortgage Trust 2006-2	5.868%	6/12/46	20,280	21,018
4 ML-CFC Commercial Mortgage Trust 2006-3	5.456%	7/12/46	3,660	3,853
4 ML-CFC Commercial Mortgage Trust 2006-4	5.204%	12/12/49	2,496	2,644
4 ML-CFC Commercial Mortgage Trust 2007-5	5.378%	8/12/48	13,889	14,676
4 ML-CFC Commercial Mortgage Trust 2007-8	5.837%	8/12/49	36	36
4 ML-CFC Commercial Mortgage Trust 2007-9	5.700%	9/12/49	14,675	15,832
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C5	3.176%	8/15/45	3,025	3,172
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C6	2.858%	11/15/45	3,000	3,082
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C10	4.083%	7/15/46	8,000	8,915
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.216%	8/15/46	1,680	1,885
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.416%	8/15/46	840	933
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	3.001%	10/15/46	2,340	2,436
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	4.259%	10/15/46	3,915	4,388

4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	2.936%	11/15/46	1,750	1,822
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.039%	11/15/46	3,500	3,864
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.743%	11/15/46	1,750	1,920
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	2.918%	2/15/46	3,011	3,103
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	3.214%	2/15/46	599	618
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.134%	12/15/48	3,475	3,620
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.376%	12/15/48	1,800	1,860
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.102%	5/15/46	2,475	2,569
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.456%	5/15/46	1,800	1,872
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	1.250%	2/15/47	1,372	1,372
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	2.916%	2/15/47	2,200	2,281
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	3.669%	2/15/47	4,475	4,748
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.064%	2/15/47	4,475	4,937
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.644%	2/15/47	1,600	1,771
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	2.849%	6/15/47	850	878
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.477%	6/15/47	1,125	1,190
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.892%	6/15/47	4,200	4,578
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	4.325%	6/15/47	1,675	1,815
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.194%	10/15/47	5,000	5,255
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.923%	10/15/47	1,400	1,527
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	4.446%	10/15/47	1,675	1,795
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.101%	12/15/47	5,700	6,008
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.326%	12/15/47	3,025	3,181
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.526%	12/15/47	5,050	5,378
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.069%	2/15/48	2,875	2,970
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.249%	2/15/48	10,125	10,538
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C21	3.338%	3/15/48	2,500	2,620
4 Morgan Stanley Capital I Trust 2005-HQ6	5.073%	8/13/42	3,730	3,750
4 Morgan Stanley Capital I Trust 2005-HQ7	5.204%	11/14/42	11,508	11,604
4 Morgan Stanley Capital I Trust 2005-IQ10	5.230%	9/15/42	16,079	16,249
4 Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	3,400	3,412

4 Morgan Stanley Capital I Trust 2005-TOP17	4.840%	12/13/41	241	241
4 Morgan Stanley Capital I Trust 2005-TOP19	4.985%	6/12/47	3,165	3,183
4 Morgan Stanley Capital I Trust 2006-HQ10	5.328%	11/12/41	5,704	5,943
4 Morgan Stanley Capital I Trust 2006-HQ10	5.360%	11/12/41	7,400	7,819
4 Morgan Stanley Capital I Trust 2006-HQ8	5.413%	3/12/44	19,015	19,361
4 Morgan Stanley Capital I Trust 2006-HQ8	5.462%	3/12/44	4,875	5,030
4 Morgan Stanley Capital I Trust 2006-HQ9	5.773%	7/12/44	4,721	4,970
4 Morgan Stanley Capital I Trust 2006-HQ9	5.793%	7/12/44	4,100	4,280
4 Morgan Stanley Capital I Trust 2006-IQ11	5.646%	10/15/42	6,745	6,871
4 Morgan Stanley Capital I Trust 2006-IQ11	5.650%	10/15/42	725	757
4 Morgan Stanley Capital I Trust 2006-IQ11	5.650%	10/15/42	4,325	4,464
4 Morgan Stanley Capital I Trust 2006-IQ12	5.332%	12/15/43	10,587	11,110
4 Morgan Stanley Capital I Trust 2006-IQ12	5.370%	12/15/43	1,960	2,059
4 Morgan Stanley Capital I Trust 2006-T23	5.876%	8/12/41	2,061	2,143
4 Morgan Stanley Capital I Trust 2006-TOP21	5.204%	10/12/52	6,375	6,532
4 Morgan Stanley Capital I Trust 2006-TOP23	5.876%	8/12/41	2,175	2,296
4 Morgan Stanley Capital I Trust 2007-IQ14	5.654%	4/15/49	851	867
4 Morgan Stanley Capital I Trust 2007-IQ14	5.686%	4/15/49	14,295	15,278
4 Morgan Stanley Capital I Trust 2007-IQ16	5.809%	12/12/49	13,268	14,339
4 Morgan Stanley Capital I Trust 2007-IQ16	6.086%	12/12/49	5,075	5,618
4 Morgan Stanley Capital I Trust 2007-TOP25	5.514%	11/12/49	2,332	2,468
4 Morgan Stanley Capital I Trust 2007-TOP25	5.544%	11/12/49	4,525	4,802
4 Morgan Stanley Capital I Trust 2007-TOP27	5.654%	6/11/42	5,075	5,513
4 Morgan Stanley Capital I Trust 2007-TOP27	5.654%	6/11/42	20,815	22,496
4 Morgan Stanley Capital I Trust 2008-TOP29	6.270%	1/11/43	21,882	24,200
4 Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	7,000	7,370
4 Nissan Auto Lease Trust 2014-B	1.120%	9/15/17	1,700	1,702
4 Nissan Auto Receivables 2012-B Owner Trust	0.660%	12/17/18	4,945	4,944
4 Nissan Auto Receivables 2013-A Owner Trust	0.500%	5/15/17	2,875	2,874
4 Nissan Auto Receivables 2013-A Owner Trust	0.750%	7/15/19	10,750	10,733
4 Nissan Auto Receivables 2013-B Owner Trust	0.840%	11/15/17	2,358	2,363
4 Nissan Auto Receivables 2013-B Owner Trust	1.310%	10/15/19	1,770	1,779
4 Nissan Auto Receivables 2013-C Owner Trust	0.670%	8/15/18	2,800	2,799
4 Nissan Auto Receivables 2013-C Owner Trust	1.300%	6/15/20	1,600	1,606
4 Nissan Auto Receivables 2014-A Owner Trust	0.720%	8/15/18	1,975	1,972
4 Nissan Auto Receivables 2014-A Owner Trust	1.340%	8/17/20	2,250	2,257
4 Nissan Auto Receivables 2014-B Owner Trust	1.110%	5/15/19	2,800	2,805
4 PSE&G Transition Funding LLC Series 2001-
1	6.890%	12/15/17	15,117	15,552
7 Royal Bank of Canada	3.125%	4/14/15	9,325	9,330
4 Royal Bank of Canada	1.200%	9/19/18	11,315	11,306
4 Royal Bank of Canada	2.000%	10/1/19	20,000	20,321
Royal Bank of Canada	1.875%	2/5/20	8,625	8,645
4 Santander Drive Auto Receivables Trust
2013-1	0.620%	6/15/17	859	859
4 Santander Drive Auto Receivables Trust
2013-2	0.700%	9/15/17	1,958	1,958
4 Santander Drive Auto Receivables Trust
2013-3	0.700%	10/16/17	1,832	1,832
4 Santander Drive Auto Receivables Trust
2013-4	1.110%	12/15/17	1,191	1,192
4 Santander Drive Auto Receivables Trust
2013-4	0.870%	1/16/18	1,250	1,251
4 Santander Drive Auto Receivables Trust
2013-4	1.590%	10/15/18	2,600	2,608
4 Santander Drive Auto Receivables Trust
2014-2	0.800%	4/16/18	1,375	1,375

4 Santander Drive Auto Receivables Trust
2014-3	0.810%	7/16/18	850	849
4 Santander Drive Auto Receivables Trust
2014-4	1.080%	9/17/18	2,800	2,799
4 Synchrony Credit Card Master Note Trust
2014-1	1.610%	11/15/20	3,325	3,342
4 TIAA Seasoned Commercial Mortgage Trust
2007-C4	5.532%	8/15/39	3,285	3,314
4 Toyota Auto Receivables 2012-A Owner Trust	0.990%	8/15/17	10,815	10,837
4 Toyota Auto Receivables 2013-A Owner Trust	0.550%	1/17/17	801	801
4 Toyota Auto Receivables 2013-A Owner Trust	0.690%	11/15/18	1,625	1,622
4 Toyota Auto Receivables 2014-A Owner Trust	0.670%	12/15/17	3,825	3,821
4 Toyota Auto Receivables 2014-A Owner Trust	1.180%	6/17/19	1,250	1,253
4 Toyota Auto Receivables 2014-B Owner Trust	0.760%	3/15/18	1,400	1,400
4 Toyota Auto Receivables 2014-B Owner Trust	1.310%	9/16/19	1,125	1,129
4 UBS-Barclays Commercial Mortgage Trust
2013-C5	3.185%	3/10/46	4,636	4,792
4 UBS-Barclays Commercial Mortgage Trust
2013-C6	3.244%	4/10/46	2,875	3,005
4 UBS-Barclays Commercial Mortgage Trust
2013-C6	3.469%	4/10/46	1,150	1,185
4 USAA Auto Owner Trust 2014-1	0.580%	12/15/17	1,675	1,669
4 USAA Auto Owner Trust 2014-1	0.940%	5/15/19	1,150	1,148
4 Volkswagen Auto Lease Trust 2014-A	0.800%	4/20/17	1,120	1,116
4 Volkswagen Auto Lease Trust 2014-A	0.990%	7/20/18	1,120	1,113
4 Volkswagen Auto Loan Enhanced Trust 2012-
1	1.150%	7/20/18	12,366	12,402
4 Volkswagen Auto Loan Enhanced Trust 2013-
2	0.700%	4/20/18	1,750	1,746
4 Volkswagen Auto Loan Enhanced Trust 2013-
2	1.160%	3/20/20	875	870
4 Volkswagen Auto Loan Enhanced Trust 2014-
1	0.910%	10/22/18	3,325	3,327
4 Volkswagen Auto Loan Enhanced Trust 2014-
1	1.450%	9/21/20	2,775	2,791
4 Volkswagen Auto Loan Enhanced Trust 2014-
2	0.950%	4/22/19	8,450	8,438
4 Volkswagen Auto Loan Enhanced Trust 2014-
2	1.390%	5/20/21	2,850	2,849
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.750%	5/15/44	1,364	1,368
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.793%	5/15/44	3,325	3,330
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C20	5.118%	7/15/42	3,314	3,319
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.272%	10/15/44	14,380	14,485
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.272%	10/15/44	1,340	1,362
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.271%	12/15/44	20,412	20,704
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.321%	12/15/44	790	804
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C25	5.715%	5/15/43	12,994	13,359
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C26	5.964%	6/15/45	1,300	1,363

4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C27	5.765%	7/15/45	8,572	8,917
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.339%	11/15/48	2,225	2,342
4 Wachovia Bank Commercial Mortgage Trust
Series 2007-C33	5.964%	2/15/51	6,614	7,025
4 Wells Fargo Commercial Mortgage Trust
2012-LC5	2.918%	10/15/45	3,675	3,763
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	2.819%	8/15/50	1,675	1,734
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	3.477%	8/15/50	1,125	1,188
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	3.817%	8/15/50	3,925	4,260
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	4.020%	8/15/50	550	601
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	2.954%	12/15/47	3,400	3,543
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.244%	12/15/47	1,961	2,037
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.271%	12/15/47	4,000	4,171
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.405%	12/15/47	5,650	5,930
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.808%	12/15/47	2,850	3,031
4 Wells Fargo Commercial Mortgage Trust
2015-C26	2.991%	2/15/48	5,725	5,889
4 Wells Fargo Commercial Mortgage Trust
2015-C26	3.166%	2/15/48	3,150	3,234
4 Wells Fargo Commercial Mortgage Trust
2015-C26	3.580%	2/15/48	2,275	2,355
4 Wells Fargo Commercial Mortgage Trust
2015-C27	3.190%	2/15/48	14,150	14,558
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	2.978%	4/15/50	1,536	1,582
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.184%	4/15/50	11,350	11,690
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.719%	4/15/50	2,850	2,935
4 WFRBS Commercial Mortgage Trust 2012-
C10	2.875%	12/15/45	3,000	3,075
4 WFRBS Commercial Mortgage Trust 2012-C6	3.440%	4/15/45	7,425	7,885
4 WFRBS Commercial Mortgage Trust 2012-C7	3.431%	6/15/45	4,975	5,292
4 WFRBS Commercial Mortgage Trust 2012-C7	4.090%	6/15/45	4,400	4,844
4 WFRBS Commercial Mortgage Trust 2012-C8	3.001%	8/15/45	3,100	3,211
4 WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/45	6,125	6,279
4 WFRBS Commercial Mortgage Trust 2013-
C11	3.071%	3/15/45	4,148	4,312
4 WFRBS Commercial Mortgage Trust 2013-
C12	3.198%	3/15/48	1,733	1,804
4 WFRBS Commercial Mortgage Trust 2013-
C12	3.560%	3/15/48	820	859
4 WFRBS Commercial Mortgage Trust 2013-
C13	3.001%	5/15/45	3,436	3,525
4 WFRBS Commercial Mortgage Trust 2013-
C13	3.345%	5/15/45	673	706

4 WFRBS Commercial Mortgage Trust 2013-
C14	3.337%	6/15/46	6,000	6,300
4 WFRBS Commercial Mortgage Trust 2013-
C14	3.488%	6/15/46	3,000	3,125
4 WFRBS Commercial Mortgage Trust 2013-
C15	3.720%	8/15/46	1,120	1,208
4 WFRBS Commercial Mortgage Trust 2013-
C15	4.153%	8/15/46	4,470	4,980
4 WFRBS Commercial Mortgage Trust 2013-
C15	4.358%	8/15/46	1,120	1,237
4 WFRBS Commercial Mortgage Trust 2013-
C16	3.223%	9/15/46	2,100	2,207
4 WFRBS Commercial Mortgage Trust 2013-
C16	3.963%	9/15/46	1,250	1,366
4 WFRBS Commercial Mortgage Trust 2013-
C16	4.415%	9/15/46	1,250	1,416
4 WFRBS Commercial Mortgage Trust 2013-
C16	4.668%	9/15/46	2,100	2,368
4 WFRBS Commercial Mortgage Trust 2013-
C17	2.921%	12/15/46	1,150	1,195
4 WFRBS Commercial Mortgage Trust 2013-
C17	3.558%	12/15/46	1,150	1,234
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.023%	12/15/46	1,450	1,595
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.255%	12/15/46	1,150	1,259
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.788%	12/15/46	1,150	1,278
4 WFRBS Commercial Mortgage Trust 2013-
C18	3.027%	12/15/46	1,150	1,205
4 WFRBS Commercial Mortgage Trust 2013-
C18	3.651%	12/15/46	2,300	2,449
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.162%	12/15/46	5,010	5,569
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.387%	12/15/46	575	636
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.672%	12/15/46	862	971
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	2.927%	3/15/46	3,100	3,230
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	3.591%	3/15/46	1,750	1,863
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.079%	3/15/46	2,350	2,603
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.632%	3/15/46	575	642
4 WFRBS Commercial Mortgage Trust 2014-
C19	1.233%	3/15/47	1,042	1,042
4 WFRBS Commercial Mortgage Trust 2014-
C19	3.618%	3/15/47	950	1,019
4 WFRBS Commercial Mortgage Trust 2014-
C19	3.660%	3/15/47	1,250	1,327
4 WFRBS Commercial Mortgage Trust 2014-
C19	4.101%	3/15/47	2,825	3,127
4 WFRBS Commercial Mortgage Trust 2014-
C19	4.723%	3/15/47	950	1,051
4 WFRBS Commercial Mortgage Trust 2014-
C20	3.036%	5/15/47	1,100	1,148

4 WFRBS Commercial Mortgage Trust 2014-
C20	3.638%	5/15/47	1,100	1,180
4 WFRBS Commercial Mortgage Trust 2014-
C20	3.995%	5/15/47	1,675	1,850
4 WFRBS Commercial Mortgage Trust 2014-
C20	4.176%	5/15/47	1,675	1,818
4 WFRBS Commercial Mortgage Trust 2014-
C21	3.678%	8/15/47	4,000	4,281
4 WFRBS Commercial Mortgage Trust 2014-
C22	3.752%	9/15/57	8,200	8,827
4 WFRBS Commercial Mortgage Trust 2014-
C22	4.371%	9/15/57	1,675	1,807
4 WFRBS Commercial Mortgage Trust 2014-
C23	3.636%	10/15/57	1,293	1,383
4 WFRBS Commercial Mortgage Trust 2014-
C23	3.917%	10/15/57	1,675	1,826
4 WFRBS Commercial Mortgage Trust 2014-
C23	4.210%	10/15/57	1,125	1,218
4 WFRBS Commercial Mortgage Trust 2014-
C24	3.428%	11/15/47	2,860	2,992
4 WFRBS Commercial Mortgage Trust 2014-
C24	3.607%	11/15/47	2,860	3,055
4 WFRBS Commercial Mortgage Trust 2014-
LC14	1.193%	3/15/47	1,859	1,858
4 WFRBS Commercial Mortgage Trust 2014-
LC14	2.862%	3/15/47	1,120	1,162
4 WFRBS Commercial Mortgage Trust 2014-
LC14	3.522%	3/15/47	2,800	2,994
4 WFRBS Commercial Mortgage Trust 2014-
LC14	4.045%	3/15/47	6,720	7,389
4 WFRBS Commercial Mortgage Trust 2014-
LC14	4.351%	3/15/47	2,800	3,077
4 World Omni Auto Receivables Trust 2012-B	0.810%	1/15/19	3,367	3,369
4 World Omni Auto Receivables Trust 2013-B	0.830%	8/15/18	1,975	1,977
4 World Omni Auto Receivables Trust 2013-B	1.320%	1/15/20	825	829
4 World Omni Auto Receivables Trust 2014-A	0.940%	4/15/19	2,775	2,777
4 World Omni Auto Receivables Trust 2014-A	1.530%	6/15/20	2,775	2,792
4 World Omni Auto Receivables Trust 2014-B	1.140%	1/15/20	3,850	3,851
4 World Omni Auto Receivables Trust 2014-B	1.680%	12/15/20	1,530	1,535
4 World Omni Automobile Lease Securitization
Trust 2013-A	1.100%	12/15/16	2,860	2,867
4 World Omni Automobile Lease Securitization
Trust 2014-A	1.160%	9/15/17	2,800	2,806
4 World Omni Automobile Lease Securitization
Trust 2014-A	1.370%	1/15/20	850	851
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,077,577)				4,240,716
Corporate Bonds (25.7%)
Finance (8.5%)
Banking (5.7%)
Abbey National Treasury Services plc	4.000%	4/27/16	13,284	13,707
Abbey National Treasury Services plc	1.375%	3/13/17	9,308	9,340
Abbey National Treasury Services plc	1.650%	9/29/17	10,000	10,057
Abbey National Treasury Services plc	3.050%	8/23/18	8,275	8,618
Abbey National Treasury Services plc	2.350%	9/10/19	8,825	8,972
Abbey National Treasury Services plc	2.375%	3/16/20	3,875	3,902
Abbey National Treasury Services plc	4.000%	3/13/24	15,900	17,022
American Express Bank FSB	6.000%	9/13/17	13,151	14,576

American Express Centurion Bank	5.950%	6/12/17	2,650	2,919
American Express Centurion Bank	6.000%	9/13/17	23,425	25,984
American Express Co.	5.500%	9/12/16	3,125	3,324
American Express Co.	6.150%	8/28/17	6,279	6,971
American Express Co.	7.000%	3/19/18	60,012	69,232
American Express Co.	3.625%	12/5/24	9,600	9,832
American Express Co.	4.050%	12/3/42	1,031	1,041
4 American Express Co.	6.800%	9/1/66	5,446	5,718
American Express Credit Corp.	2.800%	9/19/16	36,860	37,895
American Express Credit Corp.	2.375%	3/24/17	2,690	2,762
American Express Credit Corp.	1.125%	6/5/17	22,600	22,620
American Express Credit Corp.	2.125%	7/27/18	875	891
American Express Credit Corp.	2.125%	3/18/19	5,415	5,473
American Express Credit Corp.	2.250%	8/15/19	14,000	14,168
Associates Corp. of North America	6.950%	11/1/18	1,876	2,183
Australia & New Zealand Banking Group Ltd.	1.250%	1/10/17	9,635	9,659
Australia & New Zealand Banking Group Ltd.	1.250%	6/13/17	5,675	5,693
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	4,590	4,650
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	16,300	16,545
Bancolombia SA	5.950%	6/3/21	6,025	6,641
Bank of America Corp.	5.250%	12/1/15	3,723	3,817
Bank of America Corp.	6.050%	5/16/16	5,950	6,248
Bank of America Corp.	3.750%	7/12/16	12,780	13,182
Bank of America Corp.	6.500%	8/1/16	28,645	30,559
Bank of America Corp.	5.750%	8/15/16	13,495	14,235
Bank of America Corp.	5.625%	10/14/16	7,073	7,518
Bank of America Corp.	1.350%	11/21/16	5,125	5,126
Bank of America Corp.	5.420%	3/15/17	14,400	15,376
Bank of America Corp.	3.875%	3/22/17	13,050	13,636
Bank of America Corp.	5.700%	5/2/17	5,600	6,041
Bank of America Corp.	1.700%	8/25/17	7,240	7,262
Bank of America Corp.	6.400%	8/28/17	14,646	16,215
Bank of America Corp.	6.000%	9/1/17	4,250	4,678
Bank of America Corp.	5.750%	12/1/17	17,185	18,902
Bank of America Corp.	2.000%	1/11/18	43,380	43,692
Bank of America Corp.	6.875%	4/25/18	77,359	88,468
Bank of America Corp.	5.650%	5/1/18	61,089	67,671
Bank of America Corp.	6.500%	7/15/18	3,100	3,527
Bank of America Corp.	6.875%	11/15/18	600	696
Bank of America Corp.	2.600%	1/15/19	43,600	44,273
Bank of America Corp.	2.650%	4/1/19	9,673	9,841
Bank of America Corp.	7.625%	6/1/19	32,945	39,764
Bank of America Corp.	5.625%	7/1/20	56,745	65,180
Bank of America Corp.	5.875%	1/5/21	3,860	4,501
Bank of America Corp.	5.000%	5/13/21	11,040	12,459
Bank of America Corp.	5.700%	1/24/22	21,218	24,760
Bank of America Corp.	3.300%	1/11/23	28,072	28,301
Bank of America Corp.	4.100%	7/24/23	9,183	9,760
Bank of America Corp.	4.125%	1/22/24	34,220	36,439
Bank of America Corp.	4.000%	4/1/24	18,243	19,360
Bank of America Corp.	4.200%	8/26/24	26,676	27,426
Bank of America Corp.	4.000%	1/22/25	25,875	26,167
Bank of America Corp.	4.250%	10/22/26	18,200	18,736
Bank of America Corp.	6.110%	1/29/37	5,525	6,729
Bank of America Corp.	7.750%	5/14/38	23,253	33,490
Bank of America Corp.	5.875%	2/7/42	24,894	31,344
Bank of America Corp.	5.000%	1/21/44	27,145	31,063
Bank of America Corp.	4.875%	4/1/44	8,025	9,078

Bank of America NA	1.125%	11/14/16	9,450	9,460
Bank of America NA	5.300%	3/15/17	28,615	30,568
Bank of America NA	6.100%	6/15/17	6,575	7,151
Bank of America NA	1.650%	3/26/18	3,850	3,855
Bank of America NA	6.000%	10/15/36	10,955	13,936
Bank of Montreal	1.300%	7/15/16	5,065	5,104
Bank of Montreal	2.500%	1/11/17	18,560	19,106
Bank of Montreal	1.300%	7/14/17	6,100	6,112
Bank of Montreal	1.400%	9/11/17	1,785	1,794
Bank of Montreal	1.450%	4/9/18	350	350
Bank of Montreal	2.375%	1/25/19	8,575	8,789
Bank of Montreal	2.550%	11/6/22	21,975	21,915
Bank of New York Mellon Corp.	2.300%	7/28/16	5,048	5,145
Bank of New York Mellon Corp.	2.400%	1/17/17	19,960	20,476
Bank of New York Mellon Corp.	1.969%	6/20/17	6,900	7,022
Bank of New York Mellon Corp.	1.300%	1/25/18	3,250	3,238
Bank of New York Mellon Corp.	2.100%	1/15/19	30,076	30,656
Bank of New York Mellon Corp.	2.200%	3/4/19	6,643	6,750
Bank of New York Mellon Corp.	5.450%	5/15/19	5,245	5,939
Bank of New York Mellon Corp.	2.300%	9/11/19	15,000	15,240
Bank of New York Mellon Corp.	4.600%	1/15/20	6,475	7,237
Bank of New York Mellon Corp.	3.550%	9/23/21	4,490	4,791
Bank of New York Mellon Corp.	3.650%	2/4/24	1,300	1,383
Bank of New York Mellon Corp.	3.250%	9/11/24	13,650	14,064
Bank of Nova Scotia	1.375%	7/15/16	16,283	16,432
Bank of Nova Scotia	1.100%	12/13/16	12,050	12,095
Bank of Nova Scotia	2.550%	1/12/17	15,860	16,293
Bank of Nova Scotia	1.250%	4/11/17	5,070	5,088
Bank of Nova Scotia	1.300%	7/21/17	5,975	5,993
Bank of Nova Scotia	1.375%	12/18/17	15,175	15,199
Bank of Nova Scotia	2.050%	10/30/18	16,885	17,135
Bank of Nova Scotia	2.050%	6/5/19	5,190	5,237
Bank of Nova Scotia	4.375%	1/13/21	1,500	1,664
Bank of Nova Scotia	2.800%	7/21/21	19,325	19,771
Bank One Capital III	8.750%	9/1/30	1,675	2,513
Bank One Corp.	7.625%	10/15/26	2,055	2,719
Bank One Corp.	8.000%	4/29/27	2,500	3,452
Barclays Bank plc	5.000%	9/22/16	12,950	13,691
Barclays Bank plc	2.500%	2/20/19	21,700	22,131
Barclays Bank plc	6.750%	5/22/19	12,800	15,144
Barclays Bank plc	5.125%	1/8/20	17,125	19,445
Barclays Bank plc	5.140%	10/14/20	1,530	1,696
Barclays Bank plc	3.750%	5/15/24	450	473
Barclays plc	2.000%	3/16/18	6,900	6,943
Barclays plc	2.750%	11/8/19	11,823	11,989
Barclays plc	3.650%	3/16/25	25,000	25,145
BB&T Corp.	3.200%	3/15/16	4,040	4,125
BB&T Corp.	3.950%	4/29/16	760	784
BB&T Corp.	2.150%	3/22/17	6,405	6,521
BB&T Corp.	4.900%	6/30/17	1,225	1,314
BB&T Corp.	1.600%	8/15/17	4,490	4,517
BB&T Corp.	1.450%	1/12/18	4,650	4,657
BB&T Corp.	2.050%	6/19/18	11,805	11,951
BB&T Corp.	2.250%	2/1/19	3,830	3,883
BB&T Corp.	6.850%	4/30/19	3,754	4,455
BB&T Corp.	5.250%	11/1/19	10,240	11,556
BB&T Corp.	2.450%	1/15/20	14,420	14,627
Bear Stearns Cos. LLC	5.550%	1/22/17	26,200	28,018

Bear Stearns Cos. LLC	6.400%	10/2/17	19,620	21,898
Bear Stearns Cos. LLC	7.250%	2/1/18	30,683	35,331
Bear Stearns Cos. LLC	4.650%	7/2/18	1,650	1,791
BNP Paribas SA	1.250%	12/12/16	14,150	14,205
BNP Paribas SA	1.375%	3/17/17	200	200
BNP Paribas SA	2.375%	9/14/17	29,371	29,959
BNP Paribas SA	2.700%	8/20/18	6,375	6,570
BNP Paribas SA	2.400%	12/12/18	12,180	12,425
BNP Paribas SA	2.450%	3/17/19	5,075	5,189
BNP Paribas SA	5.000%	1/15/21	36,915	41,689
BNP Paribas SA	3.250%	3/3/23	13,610	13,915
BNP PARIBAS SA	4.250%	10/15/24	2,500	2,585
BPCE SA	1.625%	2/10/17	8,500	8,573
BPCE SA	1.613%	7/25/17	8,000	7,990
BPCE SA	2.500%	12/10/18	8,725	8,963
BPCE SA	2.500%	7/15/19	10,600	10,818
BPCE SA	2.250%	1/27/20	4,600	4,620
BPCE SA	4.000%	4/15/24	15,125	16,067
Branch Banking & Trust Co.	5.625%	9/15/16	5,825	6,197
Branch Banking & Trust Co.	1.450%	10/3/16	1,273	1,283
Branch Banking & Trust Co.	1.050%	12/1/16	12,050	12,056
Branch Banking & Trust Co.	1.350%	10/1/17	5,925	5,932
Branch Banking & Trust Co.	2.300%	10/15/18	8,200	8,387
Branch Banking & Trust Co.	3.800%	10/30/26	11,300	11,917
Canadian Imperial Bank of Commerce	0.900%	10/1/15	5,500	5,514
Canadian Imperial Bank of Commerce	1.350%	7/18/16	5,610	5,657
Capital One Bank USA NA	1.150%	11/21/16	3,150	3,146
Capital One Bank USA NA	1.300%	6/5/17	6,700	6,659
Capital One Bank USA NA	2.150%	11/21/18	10,150	10,213
Capital One Bank USA NA	2.250%	2/13/19	10,200	10,241
Capital One Bank USA NA	2.300%	6/5/19	10,500	10,512
Capital One Bank USA NA	8.800%	7/15/19	5,975	7,472
Capital One Bank USA NA	3.375%	2/15/23	19,550	19,799
Capital One Financial Corp.	3.150%	7/15/16	15,822	16,221
Capital One Financial Corp.	6.150%	9/1/16	8,294	8,840
Capital One Financial Corp.	6.750%	9/15/17	10,250	11,519
Capital One Financial Corp.	2.450%	4/24/19	8,405	8,495
Capital One Financial Corp.	4.750%	7/15/21	9,810	10,950
Capital One Financial Corp.	3.500%	6/15/23	3,832	3,920
Capital One Financial Corp.	3.750%	4/24/24	5,220	5,419
Capital One NA	1.500%	9/5/17	4,075	4,066
Capital One NA	1.650%	2/5/18	12,500	12,448
Capital One NA	2.400%	9/5/19	7,275	7,299
4,7 Citicorp Lease Pass-Through Trust 1999-1	8.040%	12/15/19	14,225	17,462
Citigroup Inc.	1.300%	4/1/16	9,600	9,611
Citigroup Inc.	1.300%	11/15/16	7,575	7,581
Citigroup Inc.	4.450%	1/10/17	15,145	15,961
Citigroup Inc.	5.500%	2/15/17	10,545	11,307
Citigroup Inc.	1.350%	3/10/17	5,500	5,493
Citigroup Inc.	1.550%	8/14/17	7,825	7,834
Citigroup Inc.	6.000%	8/15/17	24,542	26,976
Citigroup Inc.	6.125%	11/21/17	24,080	26,750
Citigroup Inc.	1.850%	11/24/17	9,340	9,392
Citigroup Inc.	1.800%	2/5/18	11,200	11,212
Citigroup Inc.	1.750%	5/1/18	18,975	18,918
Citigroup Inc.	6.125%	5/15/18	22,700	25,536
Citigroup Inc.	2.500%	9/26/18	29,468	30,038
Citigroup Inc.	2.550%	4/8/19	19,245	19,620

Citigroup Inc.	8.500%	5/22/19	30,802	38,347
Citigroup Inc.	2.500%	7/29/19	2,875	2,916
Citigroup Inc.	2.400%	2/18/20	9,000	9,012
Citigroup Inc.	5.375%	8/9/20	25,950	29,600
Citigroup Inc.	4.500%	1/14/22	25,819	28,408
Citigroup Inc.	4.050%	7/30/22	7,950	8,313
Citigroup Inc.	3.375%	3/1/23	15,525	15,910
Citigroup Inc.	3.500%	5/15/23	6,233	6,215
Citigroup Inc.	3.875%	10/25/23	6,347	6,694
Citigroup Inc.	4.000%	8/5/24	21,375	21,825
Citigroup Inc.	5.500%	9/13/25	21,099	23,912
Citigroup Inc.	6.625%	6/15/32	4,340	5,413
Citigroup Inc.	5.875%	2/22/33	17,845	20,722
Citigroup Inc.	6.000%	10/31/33	7,370	8,713
Citigroup Inc.	5.850%	12/11/34	3,069	3,748
Citigroup Inc.	6.125%	8/25/36	14,945	18,009
Citigroup Inc.	6.875%	3/5/38	10,195	14,076
Citigroup Inc.	8.125%	7/15/39	26,595	41,897
Citigroup Inc.	5.875%	1/30/42	7,355	9,385
Citigroup Inc.	6.675%	9/13/43	10,000	13,278
Citigroup Inc.	5.300%	5/6/44	17,350	19,445
Citizens Bank NA	1.600%	12/4/17	4,575	4,584
Citizens Bank NA	2.450%	12/4/19	4,550	4,602
Comerica Bank	5.750%	11/21/16	10,775	11,543
Comerica Bank	5.200%	8/22/17	4,600	4,995
Comerica Inc.	2.125%	5/23/19	1,000	1,003
Commonwealth Bank of Australia	1.400%	9/8/17	10,775	10,838
Commonwealth Bank of Australia	1.900%	9/18/17	4,200	4,261
Commonwealth Bank of Australia	1.625%	3/12/18	28,500	28,698
Commonwealth Bank of Australia	2.500%	9/20/18	2,925	3,014
Commonwealth Bank of Australia	2.250%	3/13/19	2,875	2,918
Commonwealth Bank of Australia	2.300%	9/6/19	16,500	16,684
Compass Bank	1.850%	9/29/17	2,925	2,945
Compass Bank	6.400%	10/1/17	1,875	2,042
Compass Bank	2.750%	9/29/19	2,850	2,888
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	32,115	33,435
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	1.700%	3/19/18	13,800	13,887
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.250%	1/14/19	19,130	19,439
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.500%	1/11/21	21,450	23,952
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.875%	2/8/22	39,424	42,425
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.950%	11/9/22	27,142	28,078
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.625%	12/1/23	14,265	15,420
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.250%	5/24/41	10,585	12,796
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.750%	12/1/43	6,825	8,472
4 Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	8.400%	11/29/49	125	139
Countrywide Financial Corp.	6.250%	5/15/16	1,922	2,021
Credit Suisse	1.375%	5/26/17	17,388	17,411
Credit Suisse	6.000%	2/15/18	26,300	29,261

Credit Suisse	2.300%	5/28/19	26,434	26,630
Credit Suisse	5.300%	8/13/19	12,675	14,319
Credit Suisse	5.400%	1/14/20	4,786	5,392
Credit Suisse	4.375%	8/5/20	14,492	16,075
Credit Suisse	3.000%	10/29/21	19,425	19,760
Credit Suisse	3.625%	9/9/24	20,875	21,506
7 Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	5,225	5,255
7 Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	4,000	4,033
Credit Suisse USA Inc.	5.375%	3/2/16	524	546
Credit Suisse USA Inc.	7.125%	7/15/32	10,704	15,051
Deutsche Bank AG	1.400%	2/13/17	1,525	1,528
Deutsche Bank AG	1.350%	5/30/17	27,125	27,093
Deutsche Bank AG	6.000%	9/1/17	27,440	30,202
Deutsche Bank AG	1.875%	2/13/18	5,000	5,020
Deutsche Bank AG	2.500%	2/13/19	15,950	16,170
Deutsche Bank AG	3.700%	5/30/24	19,320	19,756
Deutsche Bank AG	4.500%	4/1/25	2,000	1,998
4 Deutsche Bank AG	4.296%	5/24/28	14,725	14,555
Discover Bank	2.000%	2/21/18	14,600	14,619
Discover Bank	3.200%	8/9/21	4,440	4,473
Discover Bank	4.200%	8/8/23	13,275	14,040
Discover Bank	4.250%	3/13/26	2,150	2,279
Discover Financial Services	6.450%	6/12/17	1,825	2,012
Discover Financial Services	5.200%	4/27/22	1,867	2,075
Discover Financial Services	3.850%	11/21/22	9,195	9,433
Discover Financial Services	3.750%	3/4/25	5,525	5,570
Fifth Third Bancorp	5.450%	1/15/17	10,405	11,133
Fifth Third Bancorp	4.500%	6/1/18	1,535	1,641
Fifth Third Bancorp	2.300%	3/1/19	4,195	4,239
Fifth Third Bancorp	3.500%	3/15/22	2,121	2,217
Fifth Third Bancorp	4.300%	1/16/24	8,345	8,917
Fifth Third Bancorp	8.250%	3/1/38	9,170	13,848
Fifth Third Bank	1.150%	11/18/16	3,200	3,205
Fifth Third Bank	1.350%	6/1/17	3,700	3,706
Fifth Third Bank	2.375%	4/25/19	10,300	10,437
Fifth Third Bank	2.875%	10/1/21	7,250	7,337
First Niagara Financial Group Inc.	6.750%	3/19/20	1,675	1,855
First Republic Bank	2.375%	6/17/19	4,100	4,145
FirstMerit Bank NA	4.270%	11/25/26	5,750	5,991
FirstMerit Corp.	4.350%	2/4/23	2,750	2,918
Goldman Sachs Capital I	6.345%	2/15/34	10,375	12,989
Goldman Sachs Group Inc.	5.750%	10/1/16	5,442	5,806
Goldman Sachs Group Inc.	5.625%	1/15/17	23,685	25,341
Goldman Sachs Group Inc.	6.250%	9/1/17	21,000	23,286
Goldman Sachs Group Inc.	5.950%	1/18/18	33,238	36,973
Goldman Sachs Group Inc.	2.375%	1/22/18	40,740	41,563
Goldman Sachs Group Inc.	6.150%	4/1/18	34,578	38,865
Goldman Sachs Group Inc.	2.900%	7/19/18	15,800	16,310
Goldman Sachs Group Inc.	2.625%	1/31/19	16,425	16,768
Goldman Sachs Group Inc.	7.500%	2/15/19	23,090	27,525
Goldman Sachs Group Inc.	2.550%	10/23/19	18,800	19,074
Goldman Sachs Group Inc.	5.375%	3/15/20	41,280	46,843
Goldman Sachs Group Inc.	2.600%	4/23/20	18,500	18,638
Goldman Sachs Group Inc.	6.000%	6/15/20	33,644	39,108
Goldman Sachs Group Inc.	5.250%	7/27/21	10,565	11,985
Goldman Sachs Group Inc.	5.750%	1/24/22	57,127	66,608
Goldman Sachs Group Inc.	3.625%	1/22/23	25,800	26,586
Goldman Sachs Group Inc.	4.000%	3/3/24	27,886	29,469

Goldman Sachs Group Inc.	3.850%	7/8/24	8,350	8,727
Goldman Sachs Group Inc.	3.500%	1/23/25	26,000	26,410
Goldman Sachs Group Inc.	5.950%	1/15/27	17,381	20,306
Goldman Sachs Group Inc.	6.125%	2/15/33	21,654	27,623
Goldman Sachs Group Inc.	6.450%	5/1/36	32,690	41,012
Goldman Sachs Group Inc.	6.750%	10/1/37	46,581	61,172
Goldman Sachs Group Inc.	6.250%	2/1/41	25,352	33,074
Goldman Sachs Group Inc.	4.800%	7/8/44	7,495	8,333
HSBC Bank USA NA	6.000%	8/9/17	775	852
HSBC Bank USA NA	4.875%	8/24/20	26,350	29,453
HSBC Bank USA NA	5.875%	11/1/34	3,850	4,819
HSBC Bank USA NA	5.625%	8/15/35	4,132	5,102
HSBC Bank USA NA	7.000%	1/15/39	3,744	5,291
HSBC Holdings plc	5.100%	4/5/21	41,180	46,924
HSBC Holdings plc	4.875%	1/14/22	1,140	1,283
HSBC Holdings plc	4.000%	3/30/22	14,056	15,110
HSBC Holdings plc	4.250%	3/14/24	22,900	24,011
HSBC Holdings plc	7.625%	5/17/32	1,925	2,612
HSBC Holdings plc	7.350%	11/27/32	2,040	2,731
HSBC Holdings plc	6.500%	5/2/36	26,720	34,203
HSBC Holdings plc	6.500%	9/15/37	19,850	25,291
HSBC Holdings plc	6.800%	6/1/38	16,510	21,736
HSBC Holdings plc	6.100%	1/14/42	6,400	8,456
HSBC Holdings plc	5.250%	3/14/44	12,500	14,275
HSBC USA Inc.	1.300%	6/23/17	5,300	5,326
HSBC USA Inc.	1.500%	11/13/17	17,525	17,538
HSBC USA Inc.	1.625%	1/16/18	14,600	14,605
HSBC USA Inc.	2.250%	6/23/19	5,050	5,084
HSBC USA Inc.	2.375%	11/13/19	14,300	14,402
HSBC USA Inc.	2.350%	3/5/20	20,800	20,924
HSBC USA Inc.	5.000%	9/27/20	6,000	6,672
HSBC USA Inc.	3.500%	6/23/24	5,400	5,620
Huntington Bancshares Inc.	7.000%	12/15/20	4,200	5,077
Huntington National Bank	1.350%	8/2/16	1,125	1,128
Huntington National Bank	1.300%	11/20/16	5,225	5,231
Huntington National Bank	1.375%	4/24/17	1,000	1,000
Huntington National Bank	2.400%	4/1/20	12,575	12,650
Intesa Sanpaolo SPA	2.375%	1/13/17	9,025	9,138
Intesa Sanpaolo SPA	3.875%	1/16/18	10,350	10,871
Intesa Sanpaolo SPA	3.875%	1/15/19	9,500	10,011
Intesa Sanpaolo SPA	5.250%	1/12/24	23,051	25,924
JPMorgan Chase & Co.	3.450%	3/1/16	14,012	14,330
JPMorgan Chase & Co.	3.150%	7/5/16	39,940	40,981
JPMorgan Chase & Co.	1.350%	2/15/17	10,100	10,137
JPMorgan Chase & Co.	6.125%	6/27/17	6,931	7,588
JPMorgan Chase & Co.	2.000%	8/15/17	35,200	35,704
JPMorgan Chase & Co.	6.000%	1/15/18	24,434	27,303
JPMorgan Chase & Co.	1.800%	1/25/18	13,666	13,762
JPMorgan Chase & Co.	1.700%	3/1/18	21,050	21,120
JPMorgan Chase & Co.	1.625%	5/15/18	37,925	37,803
JPMorgan Chase & Co.	2.350%	1/28/19	4,000	4,063
JPMorgan Chase & Co.	6.300%	4/23/19	24,525	28,500
JPMorgan Chase & Co.	2.200%	10/22/19	22,250	22,258
JPMorgan Chase & Co.	2.250%	1/23/20	27,625	27,685
JPMorgan Chase & Co.	4.400%	7/22/20	4,715	5,178
JPMorgan Chase & Co.	4.250%	10/15/20	14,510	15,796
JPMorgan Chase & Co.	4.625%	5/10/21	1,874	2,083
JPMorgan Chase & Co.	4.350%	8/15/21	20,999	23,060

JPMorgan Chase & Co.	4.500%	1/24/22	22,210	24,474
JPMorgan Chase & Co.	3.250%	9/23/22	17,585	17,983
JPMorgan Chase & Co.	3.200%	1/25/23	25,424	25,846
JPMorgan Chase & Co.	3.375%	5/1/23	24,590	24,737
JPMorgan Chase & Co.	3.875%	2/1/24	16,450	17,374
JPMorgan Chase & Co.	3.625%	5/13/24	45,075	46,902
JPMorgan Chase & Co.	3.875%	9/10/24	11,058	11,344
JPMorgan Chase & Co.	3.125%	1/23/25	23,400	23,389
JPMorgan Chase & Co.	4.125%	12/15/26	18,000	18,581
JPMorgan Chase & Co.	6.400%	5/15/38	24,884	33,480
JPMorgan Chase & Co.	5.500%	10/15/40	30,737	37,136
JPMorgan Chase & Co.	5.600%	7/15/41	11,745	14,481
JPMorgan Chase & Co.	5.400%	1/6/42	7,850	9,401
JPMorgan Chase & Co.	5.625%	8/16/43	11,765	14,006
JPMorgan Chase & Co.	4.850%	2/1/44	22,150	25,281
JPMorgan Chase Bank NA	5.875%	6/13/16	4,346	4,588
JPMorgan Chase Bank NA	6.000%	7/5/17	825	908
JPMorgan Chase Bank NA	6.000%	10/1/17	21,265	23,558
KeyBank NA	5.450%	3/3/16	6,405	6,664
KeyBank NA	1.650%	2/1/18	19,365	19,423
KeyBank NA	2.500%	12/15/19	3,000	3,053
KeyBank NA	2.250%	3/16/20	1,500	1,505
KeyBank NA	6.950%	2/1/28	1,275	1,675
KeyCorp	5.100%	3/24/21	9,175	10,407
Lloyds Bank plc	4.200%	3/28/17	16,244	17,166
Lloyds Bank plc	1.750%	3/16/18	1,450	1,457
Lloyds Bank plc	2.300%	11/27/18	9,350	9,497
Lloyds Bank plc	2.350%	9/5/19	9,925	10,039
Lloyds Bank plc	2.400%	3/17/20	1,275	1,285
Lloyds Bank plc	6.375%	1/21/21	10,925	13,210
Lloyds Banking Group plc	4.500%	11/4/24	7,275	7,538
Manufacturers & Traders Trust Co.	1.400%	7/25/17	4,000	4,003
Manufacturers & Traders Trust Co.	6.625%	12/4/17	5,950	6,719
Manufacturers & Traders Trust Co.	2.300%	1/30/19	23,700	24,072
Manufacturers & Traders Trust Co.	2.250%	7/25/19	8,000	8,098
Manufacturers & Traders Trust Co.	2.100%	2/6/20	13,500	13,523
4 Manufacturers & Traders Trust Co.	5.585%	12/28/20	75	77
Manufacturers & Traders Trust Co.	2.900%	2/6/25	7,075	7,015
Morgan Stanley	3.800%	4/29/16	4,110	4,231
Morgan Stanley	5.750%	10/18/16	13,520	14,439
Morgan Stanley	5.450%	1/9/17	35,538	38,034
Morgan Stanley	4.750%	3/22/17	24,608	26,152
Morgan Stanley	5.550%	4/27/17	12,570	13,584
Morgan Stanley	6.250%	8/28/17	13,610	15,041
Morgan Stanley	5.950%	12/28/17	19,875	21,953
Morgan Stanley	1.875%	1/5/18	7,225	7,262
Morgan Stanley	6.625%	4/1/18	37,285	42,397
Morgan Stanley	2.125%	4/25/18	30,145	30,460
Morgan Stanley	2.500%	1/24/19	28,872	29,406
Morgan Stanley	7.300%	5/13/19	37,389	44,729
Morgan Stanley	2.375%	7/23/19	17,105	17,212
Morgan Stanley	5.625%	9/23/19	34,125	38,879
Morgan Stanley	5.500%	1/26/20	10,414	11,819
Morgan Stanley	2.650%	1/27/20	13,350	13,560
Morgan Stanley	5.500%	7/24/20	1,245	1,425
Morgan Stanley	5.750%	1/25/21	21,100	24,520
Morgan Stanley	5.500%	7/28/21	11,900	13,797
Morgan Stanley	4.875%	11/1/22	19,932	21,740

Morgan Stanley	3.750%	2/25/23	27,125	28,446
Morgan Stanley	4.100%	5/22/23	19,290	20,074
Morgan Stanley	3.875%	4/29/24	10,020	10,508
Morgan Stanley	3.700%	10/23/24	25,914	26,951
Morgan Stanley	5.000%	11/24/25	21,710	23,831
Morgan Stanley	6.250%	8/9/26	9,825	12,231
Morgan Stanley	4.350%	9/8/26	15,388	16,079
Morgan Stanley	7.250%	4/1/32	7,527	10,411
Morgan Stanley	6.375%	7/24/42	15,242	20,272
Morgan Stanley	4.300%	1/27/45	22,000	22,801
MUFG Americas Holdings Corp.	1.625%	2/9/18	4,800	4,803
MUFG Americas Holdings Corp.	2.250%	2/10/20	10,500	10,509
MUFG Americas Holdings Corp.	3.500%	6/18/22	11,410	11,904
MUFG Americas Holdings Corp.	3.000%	2/10/25	7,000	6,882
MUFG Union Bank NA	5.950%	5/11/16	4,275	4,502
MUFG Union Bank NA	1.500%	9/26/16	3,775	3,793
MUFG Union Bank NA	2.125%	6/16/17	2,695	2,732
MUFG Union Bank NA	2.625%	9/26/18	16,325	16,770
MUFG Union Bank NA	2.250%	5/6/19	4,925	4,982
Murray Street Investment Trust I	4.647%	3/9/17	16,888	17,902
National Australia Bank Ltd.	1.300%	7/25/16	10,450	10,521
National Australia Bank Ltd.	2.750%	3/9/17	4,095	4,225
National Australia Bank Ltd.	2.300%	7/25/18	11,200	11,440
National Australia Bank Ltd.	3.000%	1/20/23	5,050	5,148
National Bank of Canada	1.450%	11/7/17	3,250	3,241
National City Bank	5.800%	6/7/17	1,800	1,967
National City Corp.	6.875%	5/15/19	1,615	1,905
Northern Trust Co.	6.500%	8/15/18	1,125	1,302
Northern Trust Corp.	3.450%	11/4/20	7,620	8,170
Northern Trust Corp.	3.375%	8/23/21	1,675	1,784
Northern Trust Corp.	3.950%	10/30/25	8,475	9,072
People's United Bank	4.000%	7/15/24	3,850	3,952
People's United Financial Inc.	3.650%	12/6/22	4,650	4,728
PNC Bank NA	5.250%	1/15/17	325	348
PNC Bank NA	4.875%	9/21/17	9,969	10,770
PNC Bank NA	1.500%	10/18/17	10,295	10,336
PNC Bank NA	6.000%	12/7/17	1,050	1,168
PNC Bank NA	1.500%	2/23/18	2,425	2,432
PNC Bank NA	2.250%	7/2/19	5,400	5,463
PNC Bank NA	2.400%	10/18/19	19,595	19,932
PNC Bank NA	2.700%	11/1/22	6,317	6,270
PNC Bank NA	2.950%	1/30/23	7,075	7,094
PNC Bank NA	3.800%	7/25/23	15,575	16,519
PNC Bank NA	3.300%	10/30/24	8,400	8,736
PNC Bank NA	2.950%	2/23/25	8,425	8,410
PNC Financial Services Group Inc.	2.854%	11/9/22	14,450	14,582
PNC Financial Services Group Inc.	3.900%	4/29/24	20,125	21,048
PNC Funding Corp.	2.700%	9/19/16	3,550	3,632
PNC Funding Corp.	5.625%	2/1/17	950	1,019
PNC Funding Corp.	6.700%	6/10/19	6,354	7,559
PNC Funding Corp.	5.125%	2/8/20	13,600	15,522
PNC Funding Corp.	4.375%	8/11/20	19,175	21,317
PNC Funding Corp.	3.300%	3/8/22	12,175	12,759
Regions Bank	7.500%	5/15/18	2,546	2,956
Regions Bank	6.450%	6/26/37	3,100	3,919
Regions Financial Corp.	2.000%	5/15/18	20,150	20,058
Regions Financial Corp.	7.375%	12/10/37	3,100	4,139
Royal Bank of Canada	2.875%	4/19/16	10,478	10,736

Royal Bank of Canada	2.300%	7/20/16	31,170	31,798
Royal Bank of Canada	1.250%	6/16/17	20,450	20,496
Royal Bank of Canada	1.400%	10/13/17	14,375	14,462
Royal Bank of Canada	1.500%	1/16/18	300	302
Royal Bank of Canada	2.200%	7/27/18	20,000	20,423
Royal Bank of Canada	2.200%	9/23/19	22,925	23,312
Royal Bank of Scotland Group plc	1.875%	3/31/17	5,300	5,297
Royal Bank of Scotland Group plc	6.400%	10/21/19	25,480	29,513
Royal Bank of Scotland plc	5.625%	8/24/20	13,725	15,914
Royal Bank of Scotland plc	6.125%	1/11/21	15,920	18,985
Santander Bank NA	8.750%	5/30/18	820	958
Santander Holdings USA Inc.	4.625%	4/19/16	10,075	10,455
Santander Holdings USA Inc.	3.450%	8/27/18	9,072	9,443
Societe Generale SA	2.750%	10/12/17	9,325	9,604
Societe Generale SA	2.625%	10/1/18	9,000	9,240
State Street Bank & Trust Co.	5.300%	1/15/16	2,975	3,085
State Street Bank & Trust Co.	5.250%	10/15/18	275	308
State Street Corp.	4.956%	3/15/18	5,986	6,469
State Street Corp.	1.350%	5/15/18	9,075	9,058
State Street Corp.	4.375%	3/7/21	700	785
State Street Corp.	3.100%	5/15/23	7,400	7,458
State Street Corp.	3.700%	11/20/23	8,275	8,868
State Street Corp.	3.300%	12/16/24	2,150	2,233
Sumitomo Mitsui Banking Corp.	0.900%	1/18/16	625	626
Sumitomo Mitsui Banking Corp.	1.450%	7/19/16	2,900	2,915
Sumitomo Mitsui Banking Corp.	1.300%	1/10/17	4,275	4,276
Sumitomo Mitsui Banking Corp.	1.350%	7/11/17	10,650	10,637
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	12,675	12,761
Sumitomo Mitsui Banking Corp.	2.500%	7/19/18	3,325	3,399
Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	6,825	6,942
Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	3,850	3,873
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	5,025	5,146
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	550	554
Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	9,998	10,758
Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	9,850	10,661
Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	14,050	14,478
SunTrust Bank	5.000%	9/1/15	39	40
SunTrust Bank	7.250%	3/15/18	1,000	1,155
SunTrust Bank	2.750%	5/1/23	6,600	6,529
SunTrust Banks Inc.	3.600%	4/15/16	14,432	14,785
SunTrust Banks Inc.	3.500%	1/20/17	10,115	10,523
SunTrust Banks Inc.	6.000%	9/11/17	2,508	2,773
SunTrust Banks Inc.	2.500%	5/1/19	4,000	4,060
SVB Financial Group	3.500%	1/29/25	3,375	3,347
Svenska Handelsbanken AB	3.125%	7/12/16	2,200	2,265
Svenska Handelsbanken AB	2.875%	4/4/17	38,100	39,396
Svenska Handelsbanken AB	1.625%	3/21/18	5,075	5,096
Svenska Handelsbanken AB	2.500%	1/25/19	9,525	9,764
Svenska Handelsbanken AB	2.250%	6/17/19	12,180	12,358
Synchrony Financial	1.875%	8/15/17	900	901
Synchrony Financial	3.000%	8/15/19	4,500	4,598
Synchrony Financial	2.700%	2/3/20	7,225	7,241
Synchrony Financial	3.750%	8/15/21	6,263	6,474
Synchrony Financial	4.250%	8/15/24	17,601	18,403
Toronto-Dominion Bank	2.500%	7/14/16	8,518	8,726
Toronto-Dominion Bank	2.375%	10/19/16	1,902	1,952
Toronto-Dominion Bank	1.125%	5/2/17	9,590	9,608
Toronto-Dominion Bank	1.625%	3/13/18	32,000	32,269

Toronto-Dominion Bank	1.400%	4/30/18	27,527	27,550
Toronto-Dominion Bank	2.625%	9/10/18	27,976	29,108
Toronto-Dominion Bank	2.125%	7/2/19	3,050	3,088
Toronto-Dominion Bank	2.250%	11/5/19	25,107	25,540
UBS AG	5.875%	7/15/16	7,083	7,493
UBS AG	7.375%	6/15/17	12,974	14,426
UBS AG	1.375%	8/14/17	10,000	9,980
UBS AG	5.875%	12/20/17	30,374	33,720
UBS AG	1.800%	3/26/18	22,575	22,606
UBS AG	5.750%	4/25/18	12,242	13,702
UBS AG	2.375%	8/14/19	1,000	1,007
UBS AG	2.350%	3/26/20	4,000	4,009
UBS AG	4.875%	8/4/20	23,035	26,089
UBS AG	7.750%	9/1/26	500	669
US Bancorp	2.200%	11/15/16	10,050	10,261
US Bancorp	1.650%	5/15/17	4,300	4,357
US Bancorp	1.950%	11/15/18	5,625	5,713
US Bancorp	2.200%	4/25/19	15,620	15,881
US Bancorp	4.125%	5/24/21	7,160	7,924
US Bancorp	3.000%	3/15/22	2,200	2,268
US Bancorp	2.950%	7/15/22	15,384	15,677
US Bancorp	3.600%	9/11/24	2,175	2,272
US Bank NA	1.375%	9/11/17	6,775	6,806
US Bank NA	1.350%	1/26/18	12,500	12,534
US Bank NA	2.125%	10/28/19	14,000	14,136
US Bank NA/Cincinnati OH	2.800%	1/27/25	16,400	16,330
Vesey Street Investment Trust I	4.404%	9/1/16	2,225	2,321
Wachovia Bank NA	6.000%	11/15/17	8,775	9,803
Wachovia Bank NA	5.850%	2/1/37	16,347	21,094
Wachovia Corp.	5.625%	10/15/16	14,760	15,781
Wachovia Corp.	5.750%	6/15/17	31,620	34,743
Wachovia Corp.	5.750%	2/1/18	6,975	7,798
Wachovia Corp.	6.605%	10/1/25	3,175	3,899
Wachovia Corp.	5.500%	8/1/35	11,770	13,869
Wachovia Corp.	6.550%	10/15/35	7,625	9,805
Wells Fargo & Co.	3.676%	6/15/16	48,273	49,945
Wells Fargo & Co.	1.250%	7/20/16	6,792	6,829
Wells Fargo & Co.	5.125%	9/15/16	110	116
Wells Fargo & Co.	2.625%	12/15/16	42,214	43,404
Wells Fargo & Co.	2.100%	5/8/17	21,450	21,891
Wells Fargo & Co.	1.150%	6/2/17	7,200	7,203
Wells Fargo & Co.	1.400%	9/8/17	22,000	22,104
Wells Fargo & Co.	5.625%	12/11/17	33,140	36,819
Wells Fargo & Co.	1.500%	1/16/18	6,022	6,051
Wells Fargo & Co.	2.150%	1/15/19	5,775	5,865
Wells Fargo & Co.	2.125%	4/22/19	16,225	16,416
Wells Fargo & Co.	2.150%	1/30/20	5,925	5,941
Wells Fargo & Co.	3.000%	1/22/21	16,045	16,614
Wells Fargo & Co.	4.600%	4/1/21	19,449	21,831
Wells Fargo & Co.	3.500%	3/8/22	14,870	15,732
Wells Fargo & Co.	3.450%	2/13/23	16,488	16,841
Wells Fargo & Co.	4.125%	8/15/23	13,844	14,713
Wells Fargo & Co.	4.480%	1/16/24	6,987	7,588
Wells Fargo & Co.	3.300%	9/9/24	19,200	19,829
Wells Fargo & Co.	4.100%	6/3/26	22,100	23,211
Wells Fargo & Co.	5.375%	2/7/35	13,600	16,571
Wells Fargo & Co.	5.375%	11/2/43	16,000	18,880
Wells Fargo & Co.	5.606%	1/15/44	20,320	24,571

Wells Fargo & Co.	4.650%	11/4/44	8,625	9,161
Wells Fargo Bank NA	5.750%	5/16/16	7,900	8,334
Wells Fargo Bank NA	5.950%	8/26/36	9,635	12,637
Wells Fargo Bank NA	6.600%	1/15/38	9,235	13,015
4 Wells Fargo Capital X	5.950%	12/1/86	3,907	4,049
Westpac Banking Corp.	1.200%	5/19/17	8,200	8,208
Westpac Banking Corp.	2.000%	8/14/17	5,500	5,592
Westpac Banking Corp.	1.500%	12/1/17	10,000	10,064
Westpac Banking Corp.	1.600%	1/12/18	11,100	11,147
Westpac Banking Corp.	2.250%	7/30/18	16,525	16,870
Westpac Banking Corp.	2.250%	1/17/19	13,390	13,646
Westpac Banking Corp.	4.875%	11/19/19	15,440	17,335
Brokerage (0.2%)
Affiliated Managers Group Inc.	4.250%	2/15/24	6,600	7,036
Affiliated Managers Group Inc.	3.500%	8/1/25	11,375	11,336
Ameriprise Financial Inc.	7.300%	6/28/19	2,572	3,102
Ameriprise Financial Inc.	5.300%	3/15/20	3,942	4,527
Ameriprise Financial Inc.	4.000%	10/15/23	7,925	8,567
Ameriprise Financial Inc.	3.700%	10/15/24	6,715	7,062
4 Ameriprise Financial Inc.	7.518%	6/1/66	4,575	4,787
BGC Partners Inc.	5.375%	12/9/19	500	510
BlackRock Inc.	6.250%	9/15/17	3,175	3,557
BlackRock Inc.	5.000%	12/10/19	7,573	8,618
BlackRock Inc.	4.250%	5/24/21	6,515	7,277
BlackRock Inc.	3.375%	6/1/22	10,000	10,496
BlackRock Inc.	3.500%	3/18/24	16,000	16,881
Brookfield Asset Management Inc.	4.000%	1/15/25	8,650	8,698
Brookfield Asset Management Inc.	7.375%	3/1/33	2,140	2,725
Charles Schwab Corp.	4.450%	7/22/20	7,000	7,827
Charles Schwab Corp.	3.225%	9/1/22	3,810	3,941
CME Group Inc.	3.000%	9/15/22	7,445	7,712
CME Group Inc.	3.000%	3/15/25	6,025	6,076
CME Group Inc.	5.300%	9/15/43	6,825	8,462
Eaton Vance Corp.	3.625%	6/15/23	2,650	2,727
7 FMR LLC	7.490%	6/15/19	800	961
Franklin Resources Inc.	1.375%	9/15/17	2,825	2,840
Franklin Resources Inc.	4.625%	5/20/20	2,025	2,266
Franklin Resources Inc.	2.800%	9/15/22	8,650	8,813
Franklin Resources Inc.	2.850%	3/30/25	1,725	1,717
Intercontinental Exchange Inc.	2.500%	10/15/18	4,770	4,918
Intercontinental Exchange Inc.	4.000%	10/15/23	11,746	12,679
Invesco Finance plc	3.125%	11/30/22	6,725	6,786
Invesco Finance plc	4.000%	1/30/24	6,378	6,797
Invesco Finance plc	5.375%	11/30/43	10,610	13,064
Jefferies Group LLC	5.125%	4/13/18	6,155	6,469
Jefferies Group LLC	8.500%	7/15/19	6,107	7,303
Jefferies Group LLC	6.875%	4/15/21	12,300	13,964
Jefferies Group LLC	5.125%	1/20/23	1,525	1,578
Jefferies Group LLC	6.450%	6/8/27	2,285	2,459
Jefferies Group LLC	6.250%	1/15/36	3,075	3,086
Jefferies Group LLC	6.500%	1/20/43	5,450	5,423
Lazard Group LLC	6.850%	6/15/17	1,245	1,373
Legg Mason Inc.	2.700%	7/15/19	950	965
Legg Mason Inc.	3.950%	7/15/24	2,175	2,269
Legg Mason Inc.	5.625%	1/15/44	7,200	8,490
Leucadia National Corp.	5.500%	10/18/23	4,900	5,041
Leucadia National Corp.	6.625%	10/23/43	2,725	2,727

NASDAQ OMX Group Inc.	5.550%	1/15/20	9,150	10,275
NASDAQ OMX Group Inc.	4.250%	6/1/24	100	105
Nomura Holdings Inc.	2.000%	9/13/16	13,450	13,584
Nomura Holdings Inc.	2.750%	3/19/19	20,475	20,872
Nomura Holdings Inc.	6.700%	3/4/20	7,840	9,375
NYSE Euronext	2.000%	10/5/17	7,000	7,101
Raymond James Financial Inc.	4.250%	4/15/16	375	386
Stifel Financial Corp.	4.250%	7/18/24	2,825	2,883
TD Ameritrade Holding Corp.	5.600%	12/1/19	2,425	2,807
TD Ameritrade Holding Corp.	2.950%	4/1/22	3,600	3,652
TD Ameritrade Holding Corp.	3.625%	4/1/25	6,200	6,499
Finance Companies (0.6%)
Air Lease Corp.	5.625%	4/1/17	9,725	10,394
Air Lease Corp.	2.125%	1/15/18	4,000	3,980
Air Lease Corp.	3.375%	1/15/19	23,600	24,219
Air Lease Corp.	4.750%	3/1/20	8,700	9,342
Air Lease Corp.	3.875%	4/1/21	4,075	4,197
Air Lease Corp.	3.750%	2/1/22	3,750	3,816
Ares Capital Corp.	4.875%	11/30/18	9,500	10,013
Ares Capital Corp.	3.875%	1/15/20	950	967
Block Financial LLC	5.500%	11/1/22	350	388
FS Investment Corp.	4.000%	7/15/19	3,475	3,522
FS Investment Corp.	4.250%	1/15/20	2,150	2,187
GATX Corp.	3.500%	7/15/16	1,875	1,928
GATX Corp.	1.250%	3/4/17	1,575	1,569
GATX Corp.	2.375%	7/30/18	7,050	7,152
GATX Corp.	2.500%	7/30/19	2,025	2,035
GATX Corp.	4.750%	6/15/22	4,700	5,199
GATX Corp.	3.250%	3/30/25	3,400	3,368
GATX Corp.	5.200%	3/15/44	1,075	1,210
GATX Corp.	4.500%	3/30/45	2,200	2,233
4 GE Capital Trust I	6.375%	11/15/67	6,345	6,853
General Electric Capital Corp.	2.950%	5/9/16	27,995	28,697
General Electric Capital Corp.	1.500%	7/12/16	8,870	8,954
General Electric Capital Corp.	3.350%	10/17/16	2,234	2,323
General Electric Capital Corp.	2.900%	1/9/17	9,704	10,052
General Electric Capital Corp.	5.400%	2/15/17	15,860	17,156
General Electric Capital Corp.	2.450%	3/15/17	4,625	4,767
General Electric Capital Corp.	2.300%	4/27/17	26,962	27,679
General Electric Capital Corp.	1.250%	5/15/17	7,925	7,966
General Electric Capital Corp.	5.625%	9/15/17	23,713	26,211
General Electric Capital Corp.	1.600%	11/20/17	7,905	7,982
General Electric Capital Corp.	1.625%	4/2/18	13,355	13,463
General Electric Capital Corp.	5.625%	5/1/18	31,560	35,412
General Electric Capital Corp.	2.300%	1/14/19	9,615	9,860
General Electric Capital Corp.	6.000%	8/7/19	16,078	18,764
General Electric Capital Corp.	2.100%	12/11/19	4,015	4,092
General Electric Capital Corp.	5.500%	1/8/20	20,139	23,260
General Electric Capital Corp.	2.200%	1/9/20	30,900	31,177
General Electric Capital Corp.	5.550%	5/4/20	14,725	17,120
General Electric Capital Corp.	4.375%	9/16/20	21,632	23,985
General Electric Capital Corp.	4.625%	1/7/21	18,257	20,582
General Electric Capital Corp.	5.300%	2/11/21	21,830	25,171
General Electric Capital Corp.	4.650%	10/17/21	23,353	26,418
General Electric Capital Corp.	3.150%	9/7/22	16,650	17,230
General Electric Capital Corp.	3.100%	1/9/23	32,790	33,655
General Electric Capital Corp.	3.450%	5/15/24	7,740	8,155

General Electric Capital Corp.	6.750%	3/15/32	53,057	73,457
General Electric Capital Corp.	6.150%	8/7/37	26,765	35,497
General Electric Capital Corp.	5.875%	1/14/38	53,617	69,310
General Electric Capital Corp.	6.875%	1/10/39	35,110	50,567
4 General Electric Capital Corp.	6.375%	11/15/67	14,027	15,184
HSBC Finance Corp.	6.676%	1/15/21	41,724	49,358
7 International Lease Finance Corp.	6.750%	9/1/16	32,190	34,162
7 International Lease Finance Corp.	7.125%	9/1/18	11,440	12,913
Prospect Capital Corp.	5.000%	7/15/19	3,650	3,774
Prospect Capital Corp.	5.875%	3/15/23	1,785	1,845
Insurance (1.3%)
ACE Capital Trust II	9.700%	4/1/30	2,089	3,136
ACE INA Holdings Inc.	5.700%	2/15/17	2,948	3,203
ACE INA Holdings Inc.	5.800%	3/15/18	1,256	1,413
ACE INA Holdings Inc.	5.900%	6/15/19	2,755	3,181
ACE INA Holdings Inc.	2.700%	3/13/23	8,648	8,599
ACE INA Holdings Inc.	3.350%	5/15/24	4,950	5,163
ACE INA Holdings Inc.	3.150%	3/15/25	6,750	6,895
ACE INA Holdings Inc.	6.700%	5/15/36	1,040	1,487
ACE INA Holdings Inc.	4.150%	3/13/43	2,583	2,780
AEGON Funding Co. LLC	5.750%	12/15/20	12,100	14,033
Aetna Inc.	1.750%	5/15/17	2,675	2,712
Aetna Inc.	1.500%	11/15/17	7,650	7,689
Aetna Inc.	4.125%	6/1/21	350	381
Aetna Inc.	2.750%	11/15/22	7,950	7,972
Aetna Inc.	3.500%	11/15/24	11,730	12,246
Aetna Inc.	6.625%	6/15/36	9,391	12,695
Aetna Inc.	6.750%	12/15/37	6,055	8,422
Aetna Inc.	4.500%	5/15/42	2,653	2,942
Aetna Inc.	4.125%	11/15/42	1,668	1,757
Aetna Inc.	4.750%	3/15/44	3,225	3,754
Aflac Inc.	2.650%	2/15/17	7,870	8,120
Aflac Inc.	2.400%	3/16/20	12,000	12,145
Aflac Inc.	4.000%	2/15/22	4,525	4,912
Aflac Inc.	3.625%	6/15/23	1,200	1,259
Aflac Inc.	6.900%	12/17/39	4,725	6,619
Aflac Inc.	6.450%	8/15/40	5,033	6,656
AIG Life Holdings Inc.	8.500%	7/1/30	2,200	3,105
Alleghany Corp.	5.625%	9/15/20	1,700	1,902
Alleghany Corp.	4.950%	6/27/22	3,550	3,957
Alleghany Corp.	4.900%	9/15/44	5,839	6,130
Allied World Assurance Co. Ltd.	7.500%	8/1/16	15,253	16,468
Allstate Corp.	3.150%	6/15/23	9,850	10,196
Allstate Corp.	5.350%	6/1/33	1,354	1,660
Allstate Corp.	5.550%	5/9/35	3,106	3,931
Allstate Corp.	5.950%	4/1/36	53	70
Allstate Corp.	4.500%	6/15/43	6,235	7,104
4 Allstate Corp.	5.750%	8/15/53	4,000	4,350
4 Allstate Corp.	6.125%	5/15/67	1,431	1,513
4 Allstate Corp.	6.500%	5/15/67	4,475	5,180
Alterra Finance LLC	6.250%	9/30/20	2,035	2,396
American Financial Group Inc.	9.875%	6/15/19	8,054	10,277
American International Group Inc.	5.600%	10/18/16	6,310	6,744
American International Group Inc.	5.850%	1/16/18	20,273	22,664
American International Group Inc.	2.300%	7/16/19	17,627	17,863
American International Group Inc.	3.375%	8/15/20	6,450	6,810
American International Group Inc.	6.400%	12/15/20	23,234	28,161

American International Group Inc.	4.875%	6/1/22	7,923	9,004
American International Group Inc.	4.125%	2/15/24	10,965	11,856
American International Group Inc.	3.875%	1/15/35	7,000	7,034
American International Group Inc.	6.250%	5/1/36	9,285	12,099
American International Group Inc.	6.820%	11/15/37	955	1,328
American International Group Inc.	4.500%	7/16/44	25,725	27,654
American International Group Inc.	4.375%	1/15/55	2,000	1,994
4 American International Group Inc.	8.175%	5/15/68	9,738	13,878
4 American International Group Inc.	6.250%	3/15/87	4,960	5,609
Anthem Inc.	1.250%	9/10/15	3,100	3,108
Anthem Inc.	5.875%	6/15/17	425	465
Anthem Inc.	1.875%	1/15/18	9,593	9,652
Anthem Inc.	7.000%	2/15/19	860	1,015
Anthem Inc.	2.250%	8/15/19	3,295	3,312
Anthem Inc.	4.350%	8/15/20	6,250	6,892
Anthem Inc.	3.700%	8/15/21	7,125	7,538
Anthem Inc.	3.125%	5/15/22	3,825	3,882
Anthem Inc.	3.300%	1/15/23	10,965	11,138
Anthem Inc.	3.500%	8/15/24	7,500	7,705
Anthem Inc.	5.950%	12/15/34	7,525	9,535
Anthem Inc.	5.850%	1/15/36	6,885	8,373
Anthem Inc.	6.375%	6/15/37	6,493	8,440
Anthem Inc.	4.625%	5/15/42	11,118	12,011
Anthem Inc.	4.650%	1/15/43	12,618	13,718
Anthem Inc.	5.100%	1/15/44	8,000	9,211
Aon Corp.	5.000%	9/30/20	13,410	15,117
Aon Corp.	8.205%	1/1/27	1,669	2,187
Aon Corp.	6.250%	9/30/40	3,550	4,669
Aon plc	3.500%	6/14/24	5,425	5,584
Aon plc	4.450%	5/24/43	1,900	1,968
Aon plc	4.600%	6/14/44	9,975	10,731
Arch Capital Group Ltd.	7.350%	5/1/34	4,510	6,302
Arch Capital Group US Inc.	5.144%	11/1/43	750	856
Aspen Insurance Holdings Ltd.	6.000%	12/15/20	2,075	2,343
Aspen Insurance Holdings Ltd.	4.650%	11/15/23	11,225	11,843
Assurant Inc.	4.000%	3/15/23	75	78
Assurant Inc.	6.750%	2/15/34	6,000	7,668
Assured Guaranty US Holdings Inc.	5.000%	7/1/24	2,000	2,140
AXA SA	8.600%	12/15/30	15,132	21,033
Axis Specialty Finance LLC	5.875%	6/1/20	9,775	11,182
AXIS Specialty Finance plc	2.650%	4/1/19	1,000	1,014
AXIS Specialty Finance plc	5.150%	4/1/45	1,225	1,373
Berkshire Hathaway Finance Corp.	0.950%	8/15/16	172	173
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	7,950	8,076
Berkshire Hathaway Finance Corp.	1.300%	5/15/18	7,075	7,088
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	4,950	5,565
Berkshire Hathaway Finance Corp.	2.000%	8/15/18	5,900	6,061
Berkshire Hathaway Finance Corp.	2.900%	10/15/20	4,525	4,780
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	2,150	2,397
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	13,675	14,226
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	6,915	9,215
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	4,625	5,151
Berkshire Hathaway Finance Corp.	4.300%	5/15/43	4,350	4,788
Berkshire Hathaway Inc.	0.800%	2/11/16	1,255	1,258
Berkshire Hathaway Inc.	2.200%	8/15/16	16,839	17,214
Berkshire Hathaway Inc.	1.900%	1/31/17	200	204
Berkshire Hathaway Inc.	1.550%	2/9/18	975	987
Berkshire Hathaway Inc.	2.100%	8/14/19	10,000	10,209

Berkshire Hathaway Inc.	3.750%	8/15/21	2,500	2,749
Berkshire Hathaway Inc.	3.000%	2/11/23	6,340	6,578
Berkshire Hathaway Inc.	4.500%	2/11/43	2,790	3,145
Brown & Brown Inc.	4.200%	9/15/24	5,200	5,335
Chubb Corp.	5.750%	5/15/18	5,875	6,642
Chubb Corp.	6.000%	5/11/37	5,475	7,365
Chubb Corp.	6.500%	5/15/38	2,165	3,080
4 Chubb Corp.	6.375%	3/29/67	11,075	11,767
Cigna Corp.	2.750%	11/15/16	4,924	5,058
Cigna Corp.	5.125%	6/15/20	6,525	7,449
Cigna Corp.	4.375%	12/15/20	3,600	3,942
Cigna Corp.	4.500%	3/15/21	1,275	1,410
Cigna Corp.	4.000%	2/15/22	8,075	8,807
Cigna Corp.	3.250%	4/15/25	6,400	6,532
Cigna Corp.	7.875%	5/15/27	1,325	1,872
Cigna Corp.	6.150%	11/15/36	3,143	4,093
Cigna Corp.	5.875%	3/15/41	2,725	3,561
Cigna Corp.	5.375%	2/15/42	8,696	10,753
Cincinnati Financial Corp.	6.920%	5/15/28	3,575	4,683
Cincinnati Financial Corp.	6.125%	11/1/34	2,045	2,514
CNA Financial Corp.	6.500%	8/15/16	3,625	3,881
CNA Financial Corp.	7.350%	11/15/19	8,500	10,242
CNA Financial Corp.	5.875%	8/15/20	5,870	6,793
CNA Financial Corp.	5.750%	8/15/21	1,118	1,290
CNA Financial Corp.	3.950%	5/15/24	100	104
Coventry Health Care Inc.	5.950%	3/15/17	2,250	2,459
Coventry Health Care Inc.	5.450%	6/15/21	3,675	4,260
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	6,875	8,742
Everest Reinsurance Holdings Inc.	4.868%	6/1/44	4,500	4,737
Fidelity National Financial Inc.	5.500%	9/1/22	1,100	1,203
First American Financial Corp.	4.300%	2/1/23	2,675	2,678
First American Financial Corp.	4.600%	11/15/24	4,825	5,011
Hartford Financial Services Group Inc.	5.500%	10/15/16	3,075	3,272
Hartford Financial Services Group Inc.	5.375%	3/15/17	2,400	2,584
Hartford Financial Services Group Inc.	4.000%	10/15/17	1,675	1,772
Hartford Financial Services Group Inc.	6.300%	3/15/18	6,770	7,631
Hartford Financial Services Group Inc.	6.000%	1/15/19	3,309	3,760
Hartford Financial Services Group Inc.	5.125%	4/15/22	1,035	1,187
Hartford Financial Services Group Inc.	5.950%	10/15/36	2,795	3,530
Hartford Financial Services Group Inc.	6.100%	10/1/41	2,525	3,292
Hartford Financial Services Group Inc.	4.300%	4/15/43	6,615	6,994
HCC Insurance Holdings Inc.	6.300%	11/15/19	3,250	3,761
Humana Inc.	7.200%	6/15/18	6,405	7,439
Humana Inc.	6.300%	8/1/18	200	228
Humana Inc.	2.625%	10/1/19	2,100	2,142
Humana Inc.	3.150%	12/1/22	6,125	6,179
Humana Inc.	3.850%	10/1/24	5,675	5,960
Humana Inc.	8.150%	6/15/38	5,018	7,475
Humana Inc.	4.625%	12/1/42	4,443	4,646
Humana Inc.	4.950%	10/1/44	4,475	4,911
Infinity Property & Casualty Corp.	5.000%	9/19/22	1,975	2,137
Kemper Corp.	4.350%	2/15/25	6,500	6,668
Lincoln National Corp.	8.750%	7/1/19	197	248
Lincoln National Corp.	6.250%	2/15/20	1,018	1,198
Lincoln National Corp.	4.200%	3/15/22	2,850	3,070
Lincoln National Corp.	4.000%	9/1/23	5,780	6,131
Lincoln National Corp.	6.150%	4/7/36	7,325	9,106
Lincoln National Corp.	7.000%	6/15/40	1,421	1,983

4 Lincoln National Corp.	7.000%	5/17/66	15,300	14,764
4 Lincoln National Corp.	6.050%	4/20/67	700	677
Loews Corp.	2.625%	5/15/23	6,890	6,725
Loews Corp.	6.000%	2/1/35	643	791
Loews Corp.	4.125%	5/15/43	13,391	13,248
Manulife Financial Corp.	4.900%	9/17/20	14,400	16,053
Markel Corp.	7.125%	9/30/19	6,660	7,983
Markel Corp.	4.900%	7/1/22	700	772
Markel Corp.	3.625%	3/30/23	625	643
Markel Corp.	5.000%	3/30/43	2,825	3,101
Marsh & McLennan Cos. Inc.	2.300%	4/1/17	450	458
Marsh & McLennan Cos. Inc.	2.550%	10/15/18	3,225	3,306
Marsh & McLennan Cos. Inc.	2.350%	9/10/19	1,150	1,167
Marsh & McLennan Cos. Inc.	2.350%	3/6/20	6,500	6,554
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	1,720	1,938
Marsh & McLennan Cos. Inc.	4.050%	10/15/23	4,568	4,905
Marsh & McLennan Cos. Inc.	3.500%	6/3/24	5,525	5,700
Marsh & McLennan Cos. Inc.	3.500%	3/10/25	6,100	6,265
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	2,634	3,275
MetLife Inc.	6.750%	6/1/16	11,081	11,830
MetLife Inc.	1.756%	12/15/17	6,122	6,200
MetLife Inc.	1.903%	12/15/17	5,340	5,408
MetLife Inc.	6.817%	8/15/18	3,815	4,458
MetLife Inc.	7.717%	2/15/19	4,771	5,796
MetLife Inc.	4.750%	2/8/21	4,740	5,371
MetLife Inc.	3.048%	12/15/22	4,750	4,874
MetLife Inc.	4.368%	9/15/23	640	710
MetLife Inc.	3.600%	4/10/24	15,000	15,852
MetLife Inc.	3.000%	3/1/25	16,050	16,036
MetLife Inc.	6.500%	12/15/32	2,725	3,671
MetLife Inc.	6.375%	6/15/34	2,375	3,207
MetLife Inc.	5.700%	6/15/35	11,775	14,967
MetLife Inc.	5.875%	2/6/41	11,740	15,288
MetLife Inc.	4.125%	8/13/42	8,970	9,292
MetLife Inc.	4.875%	11/13/43	5,325	6,135
MetLife Inc.	4.721%	12/15/44	9,500	10,670
MetLife Inc.	4.050%	3/1/45	9,000	9,286
4 MetLife Inc.	6.400%	12/15/66	19,147	22,593
4 MetLife Inc.	10.750%	8/1/69	935	1,564
Montpelier Re Holdings Ltd.	4.700%	10/15/22	600	632
Munich Re America Corp.	7.450%	12/15/26	2,350	3,159
4 Nationwide Financial Services Inc.	6.750%	5/15/67	500	526
Navigators Group Inc.	5.750%	10/15/23	2,000	2,193
Old Republic International Corp.	4.875%	10/1/24	5,800	6,207
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,700	1,791
PartnerRe Finance B LLC	5.500%	6/1/20	14,234	16,211
Primerica Inc.	4.750%	7/15/22	900	997
Principal Financial Group Inc.	1.850%	11/15/17	1,300	1,312
Principal Financial Group Inc.	8.875%	5/15/19	1,238	1,556
Principal Financial Group Inc.	3.300%	9/15/22	2,525	2,573
Principal Financial Group Inc.	3.125%	5/15/23	3,645	3,654
Principal Financial Group Inc.	6.050%	10/15/36	4,400	5,612
Principal Financial Group Inc.	4.625%	9/15/42	2,955	3,214
Principal Financial Group Inc.	4.350%	5/15/43	968	1,015
ProAssurance Corp.	5.300%	11/15/23	1,375	1,524
Progressive Corp.	3.750%	8/23/21	9,923	10,820
Progressive Corp.	6.625%	3/1/29	4,600	6,239
Progressive Corp.	6.250%	12/1/32	25	33

Progressive Corp.	4.350%	4/25/44	2,700	2,985
4 Progressive Corp.	6.700%	6/15/67	7,050	7,438
Protective Life Corp.	7.375%	10/15/19	4,855	5,845
Protective Life Corp.	8.450%	10/15/39	5,810	8,859
Prudential Financial Inc.	5.500%	3/15/16	3,773	3,939
Prudential Financial Inc.	6.000%	12/1/17	4,174	4,660
Prudential Financial Inc.	2.300%	8/15/18	125	128
Prudential Financial Inc.	7.375%	6/15/19	1,070	1,296
Prudential Financial Inc.	2.350%	8/15/19	5,500	5,563
Prudential Financial Inc.	5.375%	6/21/20	3,205	3,689
Prudential Financial Inc.	3.500%	5/15/24	11,050	11,363
Prudential Financial Inc.	5.750%	7/15/33	495	596
Prudential Financial Inc.	5.400%	6/13/35	9,035	10,434
Prudential Financial Inc.	5.900%	3/17/36	11,462	14,141
Prudential Financial Inc.	5.700%	12/14/36	11,293	13,526
Prudential Financial Inc.	6.625%	12/1/37	4,078	5,449
Prudential Financial Inc.	6.625%	6/21/40	5,325	7,139
Prudential Financial Inc.	5.625%	5/12/41	268	320
4 Prudential Financial Inc.	5.875%	9/15/42	4,700	5,094
4 Prudential Financial Inc.	5.625%	6/15/43	13,650	14,537
Prudential Financial Inc.	5.100%	8/15/43	1,700	1,910
4 Prudential Financial Inc.	5.200%	3/15/44	6,025	6,138
Prudential Financial Inc.	4.600%	5/15/44	4,550	4,783
4 Prudential Financial Inc.	8.875%	6/15/68	825	969
Reinsurance Group of America Inc.	4.700%	9/15/23	5,825	6,381
StanCorp Financial Group Inc.	5.000%	8/15/22	1,275	1,374
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	2,064	2,660
Torchmark Corp.	6.375%	6/15/16	1,500	1,595
Torchmark Corp.	3.800%	9/15/22	75	78
Transatlantic Holdings Inc.	8.000%	11/30/39	9,588	13,568
Travelers Cos. Inc.	6.250%	6/20/16	2,625	2,803
Travelers Cos. Inc.	5.750%	12/15/17	3,825	4,282
Travelers Cos. Inc.	5.800%	5/15/18	150	169
Travelers Cos. Inc.	5.900%	6/2/19	11,200	13,030
Travelers Cos. Inc.	3.900%	11/1/20	1,085	1,178
Travelers Cos. Inc.	6.750%	6/20/36	10	14
Travelers Cos. Inc.	6.250%	6/15/37	5,768	7,938
Travelers Cos. Inc.	5.350%	11/1/40	2,465	3,096
Travelers Cos. Inc.	4.600%	8/1/43	14,785	17,137
Travelers Property Casualty Corp.	6.375%	3/15/33	710	963
Trinity Acquisition plc	4.625%	8/15/23	3,350	3,539
Trinity Acquisition plc	6.125%	8/15/43	3,650	4,300
UnitedHealth Group Inc.	5.375%	3/15/16	226	236
UnitedHealth Group Inc.	1.875%	11/15/16	900	916
UnitedHealth Group Inc.	6.000%	6/15/17	7,765	8,601
UnitedHealth Group Inc.	1.400%	12/15/17	7,200	7,255
UnitedHealth Group Inc.	6.000%	2/15/18	10,645	12,058
UnitedHealth Group Inc.	1.625%	3/15/19	4,725	4,726
UnitedHealth Group Inc.	2.300%	12/15/19	12,050	12,291
UnitedHealth Group Inc.	3.875%	10/15/20	205	223
UnitedHealth Group Inc.	4.700%	2/15/21	2,550	2,895
UnitedHealth Group Inc.	2.875%	12/15/21	11,000	11,287
UnitedHealth Group Inc.	2.875%	3/15/22	2,900	2,948
UnitedHealth Group Inc.	2.750%	2/15/23	8,030	8,109
UnitedHealth Group Inc.	2.875%	3/15/23	5,000	5,116
UnitedHealth Group Inc.	5.800%	3/15/36	2,593	3,364
UnitedHealth Group Inc.	6.500%	6/15/37	1,425	2,004
UnitedHealth Group Inc.	6.625%	11/15/37	9,025	12,852

UnitedHealth Group Inc.	6.875%	2/15/38	16,933	24,376
UnitedHealth Group Inc.	5.700%	10/15/40	170	220
UnitedHealth Group Inc.	5.950%	2/15/41	2,705	3,636
UnitedHealth Group Inc.	4.625%	11/15/41	4,830	5,547
UnitedHealth Group Inc.	4.375%	3/15/42	270	299
UnitedHealth Group Inc.	3.950%	10/15/42	10,108	10,366
UnitedHealth Group Inc.	4.250%	3/15/43	6,950	7,524
Unum Group	7.125%	9/30/16	4,800	5,205
Unum Group	5.625%	9/15/20	2,200	2,510
Unum Group	4.000%	3/15/24	2,000	2,111
Unum Group	5.750%	8/15/42	1,900	2,299
Validus Holdings Ltd.	8.875%	1/26/40	3,800	5,266
Voya Financial Inc.	2.900%	2/15/18	8,885	9,155
Voya Financial Inc.	5.500%	7/15/22	1,050	1,212
Voya Financial Inc.	5.700%	7/15/43	9,350	11,498
Willis Group Holdings plc	5.750%	3/15/21	9,351	10,519
Willis North America Inc.	6.200%	3/28/17	2,495	2,687
WR Berkley Corp.	5.375%	9/15/20	550	622
WR Berkley Corp.	4.625%	3/15/22	500	541
XLIT Ltd.	2.300%	12/15/18	1,050	1,065
XLIT Ltd.	5.750%	10/1/21	5,430	6,378
XLIT Ltd.	6.375%	11/15/24	560	688
XLIT Ltd.	4.450%	3/31/25	1,900	1,908
XLIT Ltd.	6.250%	5/15/27	2,500	3,112
XLIT Ltd.	5.250%	12/15/43	6,850	7,942
XLIT Ltd.	5.500%	3/31/45	3,300	3,281
4 XLIT Ltd.	6.500%	10/29/49	4,874	4,307
Other Finance (0.0%)
Apollo Investment Corp.	5.250%	3/3/25	3,700	3,751
Jones Lang LaSalle Inc.	4.400%	11/15/22	825	869
ORIX Corp.	3.750%	3/9/17	7,600	7,932
XTRA Finance Corp.	5.150%	4/1/17	11,825	12,702
Real Estate Investment Trusts (0.7%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	4,200	4,214
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	5,025	5,352
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	450	465
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	2,875	3,037
American Campus Communities Operating
Partnership LP	3.750%	4/15/23	1,000	1,014
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	3,200	3,318
AvalonBay Communities Inc.	5.750%	9/15/16	825	881
AvalonBay Communities Inc.	2.850%	3/15/23	8,944	8,856
AvalonBay Communities Inc.	4.200%	12/15/23	1,555	1,673
AvalonBay Communities Inc.	3.500%	11/15/24	4,500	4,645
BioMed Realty LP	3.850%	4/15/16	5,525	5,661
BioMed Realty LP	2.625%	5/1/19	1,500	1,513
Boston Properties LP	3.700%	11/15/18	800	852
Boston Properties LP	5.875%	10/15/19	220	255
Boston Properties LP	5.625%	11/15/20	9,225	10,732
Boston Properties LP	4.125%	5/15/21	3,515	3,807
Boston Properties LP	3.850%	2/1/23	10,868	11,492
Boston Properties LP	3.125%	9/1/23	2,450	2,467
Boston Properties LP	3.800%	2/1/24	7,525	7,911
Brandywine Operating Partnership LP	5.700%	5/1/17	6,830	7,358
Brandywine Operating Partnership LP	4.950%	4/15/18	3,325	3,576

Brandywine Operating Partnership LP	4.100%	10/1/24	5,125	5,218
Brandywine Operating Partnership LP	4.550%	10/1/29	2,000	2,080
Brixmor Operating Partnership LP	3.850%	2/1/25	11,575	11,584
Camden Property Trust	2.950%	12/15/22	6,225	6,094
Camden Property Trust	4.875%	6/15/23	3,470	3,851
Camden Property Trust	4.250%	1/15/24	3,050	3,255
CBL & Associates LP	5.250%	12/1/23	4,800	5,116
CBL & Associates LP	4.600%	10/15/24	4,425	4,493
Columbia Property Trust Operating
Partnership LP	4.150%	4/1/25	3,000	3,081
Corporate Office Properties LP	3.700%	6/15/21	1,325	1,341
Corporate Office Properties LP	3.600%	5/15/23	8,581	8,333
CubeSmart LP	4.375%	12/15/23	9,400	10,106
DCT Industrial Operating Partnership LP	4.500%	10/15/23	2,550	2,711
DDR Corp.	7.875%	9/1/20	10,000	12,491
DDR Corp.	3.500%	1/15/21	11,155	11,499
DDR Corp.	4.625%	7/15/22	8,425	9,068
DDR Corp.	3.375%	5/15/23	8,225	8,153
DDR Corp.	3.625%	2/1/25	13,250	13,233
Digital Realty Trust LP	5.875%	2/1/20	2,175	2,466
Digital Realty Trust LP	5.250%	3/15/21	9,145	10,139
Duke Realty LP	5.950%	2/15/17	5,600	6,053
Duke Realty LP	8.250%	8/15/19	3,700	4,565
Duke Realty LP	6.750%	3/15/20	1,043	1,240
Duke Realty LP	3.875%	10/15/22	923	965
Duke Realty LP	3.625%	4/15/23	3,948	4,021
Duke Realty LP	3.750%	12/1/24	2,300	2,358
EPR Properties	5.750%	8/15/22	1,150	1,272
EPR Properties	5.250%	7/15/23	6,300	6,781
EPR Properties	4.500%	4/1/25	3,000	3,055
Equity CommonWealth	6.250%	6/15/17	5,075	5,433
Equity Commonwealth	5.875%	9/15/20	3,200	3,534
Equity One Inc.	3.750%	11/15/22	3,000	3,028
ERP Operating LP	5.375%	8/1/16	7,125	7,540
ERP Operating LP	5.750%	6/15/17	2,475	2,707
ERP Operating LP	4.750%	7/15/20	2,360	2,630
ERP Operating LP	4.625%	12/15/21	15,335	17,106
ERP Operating LP	3.000%	4/15/23	2,603	2,616
ERP Operating LP	4.500%	7/1/44	7,325	7,890
Essex Portfolio LP	5.500%	3/15/17	25	27
Essex Portfolio LP	3.375%	1/15/23	5,375	5,428
Essex Portfolio LP	3.250%	5/1/23	3,025	3,014
Essex Portfolio LP	3.500%	4/1/25	10,300	10,447
Excel Trust LP	4.625%	5/15/24	2,600	2,723
Federal Realty Investment Trust	3.000%	8/1/22	4,348	4,396
Federal Realty Investment Trust	2.750%	6/1/23	4,285	4,232
Federal Realty Investment Trust	4.500%	12/1/44	13,175	14,247
HCP Inc.	6.300%	9/15/16	9,415	10,091
HCP Inc.	6.000%	1/30/17	3,220	3,477
HCP Inc.	5.625%	5/1/17	100	108
HCP Inc.	6.700%	1/30/18	2,924	3,306
HCP Inc.	3.750%	2/1/19	9,525	10,043
HCP Inc.	2.625%	2/1/20	775	778
HCP Inc.	5.375%	2/1/21	4,690	5,274
HCP Inc.	3.150%	8/1/22	700	695
HCP Inc.	4.250%	11/15/23	1,702	1,790
HCP Inc.	4.200%	3/1/24	2,950	3,084
HCP Inc.	6.750%	2/1/41	300	401

Health Care REIT Inc.	6.200%	6/1/16	9,400	9,957
Health Care REIT Inc.	4.700%	9/15/17	4,250	4,567
Health Care REIT Inc.	2.250%	3/15/18	4,653	4,717
Health Care REIT Inc.	4.125%	4/1/19	4,855	5,216
Health Care REIT Inc.	4.950%	1/15/21	8,610	9,525
Health Care REIT Inc.	5.250%	1/15/22	8,825	9,896
Health Care REIT Inc.	3.750%	3/15/23	4,650	4,766
Health Care REIT Inc.	6.500%	3/15/41	4,425	5,856
Health Care REIT Inc.	5.125%	3/15/43	4,050	4,564
Healthcare Realty Trust Inc.	6.500%	1/17/17	3,929	4,275
Healthcare Realty Trust Inc.	5.750%	1/15/21	2,550	2,881
Healthcare Realty Trust Inc.	3.750%	4/15/23	425	423
Healthcare Trust of America Holdings LP	3.375%	7/15/21	2,800	2,842
Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,500	1,505
Highwoods Realty LP	3.200%	6/15/21	14,100	14,374
Hospitality Properties Trust	6.700%	1/15/18	10,375	11,513
Hospitality Properties Trust	5.000%	8/15/22	1,255	1,336
Hospitality Properties Trust	4.500%	6/15/23	4,050	4,173
Hospitality Properties Trust	4.650%	3/15/24	1,175	1,220
Hospitality Properties Trust	4.500%	3/15/25	3,300	3,380
Kilroy Realty LP	4.800%	7/15/18	10,725	11,560
Kilroy Realty LP	3.800%	1/15/23	3,025	3,097
Kimco Realty Corp.	5.700%	5/1/17	5,625	6,099
Kimco Realty Corp.	4.300%	2/1/18	1,630	1,742
Kimco Realty Corp.	6.875%	10/1/19	5,532	6,572
Kimco Realty Corp.	3.200%	5/1/21	5,500	5,639
Kimco Realty Corp.	3.125%	6/1/23	3,300	3,280
Lexington Realty Trust	4.400%	6/15/24	2,775	2,881
Liberty Property LP	5.500%	12/15/16	1,875	1,993
Liberty Property LP	6.625%	10/1/17	2,900	3,232
Liberty Property LP	4.750%	10/1/20	524	573
Liberty Property LP	3.375%	6/15/23	1,250	1,242
Liberty Property LP	4.400%	2/15/24	2,100	2,236
Liberty Property LP	3.750%	4/1/25	10,900	10,990
Mack-Cali Realty LP	2.500%	12/15/17	650	654
Mack-Cali Realty LP	7.750%	8/15/19	6,525	7,544
Mack-Cali Realty LP	4.500%	4/18/22	3,550	3,575
Mack-Cali Realty LP	3.150%	5/15/23	2,000	1,814
Mid-America Apartments LP	4.300%	10/15/23	12,400	13,239
Mid-America Apartments LP	3.750%	6/15/24	4,310	4,421
National Retail Properties Inc.	6.875%	10/15/17	10,350	11,618
National Retail Properties Inc.	5.500%	7/15/21	5,500	6,330
National Retail Properties Inc.	3.800%	10/15/22	3,000	3,113
National Retail Properties Inc.	3.300%	4/15/23	4,750	4,747
Omega Healthcare Investors Inc.	6.750%	10/15/22	2,564	2,708
Omega Healthcare Investors Inc.	5.875%	3/15/24	1,524	1,621
Omega Healthcare Investors Inc.	4.950%	4/1/24	3,975	4,179
7 Omega Healthcare Investors Inc.	4.500%	1/15/25	3,000	3,034
7 Omega Healthcare Investors Inc.	4.500%	4/1/27	22,600	22,091
Piedmont Operating Partnership LP	3.400%	6/1/23	1,912	1,868
Piedmont Operating Partnership LP	4.450%	3/15/24	3,850	3,997
Post Apartment Homes LP	3.375%	12/1/22	1,825	1,840
ProLogis LP	4.500%	8/15/17	2,725	2,907
ProLogis LP	2.750%	2/15/19	2,400	2,454
ProLogis LP	6.875%	3/15/20	8,600	10,209
Prologis LP	3.350%	2/1/21	5,000	5,189
ProLogis LP	4.250%	8/15/23	10,445	11,243
Realty Income Corp.	5.950%	9/15/16	150	160

Realty Income Corp.	2.000%	1/31/18	1,000	1,009
Realty Income Corp.	6.750%	8/15/19	8,537	10,047
Realty Income Corp.	5.750%	1/15/21	5,175	5,973
Realty Income Corp.	5.875%	3/15/35	8,085	9,482
Regency Centers LP	3.750%	6/15/24	6,099	6,281
Retail Opportunity Investments Corp.	5.000%	12/15/23	1,675	1,835
Retail Properties of America Inc.	4.000%	3/15/25	5,850	5,912
Select Income REIT	2.850%	2/1/18	2,300	2,320
Select Income REIT	4.150%	2/1/22	4,000	4,019
Select Income REIT	4.500%	2/1/25	3,575	3,580
Senior Housing Properties Trust	3.250%	5/1/19	5,000	5,083
Senior Housing Properties Trust	4.750%	5/1/24	3,775	3,916
Simon Property Group LP	5.250%	12/1/16	17,641	18,751
Simon Property Group LP	2.800%	1/30/17	2,685	2,763
Simon Property Group LP	2.150%	9/15/17	6,425	6,561
Simon Property Group LP	6.125%	5/30/18	5,450	6,209
Simon Property Group LP	5.650%	2/1/20	12,970	15,015
Simon Property Group LP	4.375%	3/1/21	8,845	9,783
Simon Property Group LP	4.125%	12/1/21	7,313	8,035
Simon Property Group LP	3.375%	3/15/22	2,775	2,887
Simon Property Group LP	2.750%	2/1/23	7,150	7,075
Simon Property Group LP	3.750%	2/1/24	5,600	5,910
Simon Property Group LP	6.750%	2/1/40	11,593	16,151
Simon Property Group LP	4.750%	3/15/42	1,900	2,138
Simon Property Group LP	4.250%	10/1/44	2,310	2,423
Tanger Properties LP	3.875%	12/1/23	3,345	3,486
Tanger Properties LP	3.750%	12/1/24	1,300	1,335
UDR Inc.	4.250%	6/1/18	1,300	1,397
UDR Inc.	3.700%	10/1/20	6,110	6,463
UDR Inc.	4.625%	1/10/22	12,145	13,235
Ventas Realty LP	1.550%	9/26/16	1,310	1,318
Ventas Realty LP	1.250%	4/17/17	4,000	3,990
Ventas Realty LP	3.750%	5/1/24	2,000	2,059
Ventas Realty LP	3.500%	2/1/25	3,900	3,913
Ventas Realty LP	5.700%	9/30/43	4,475	5,509
Ventas Realty LP	4.375%	2/1/45	6,250	6,341
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	6,423	6,482
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	100	107
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	3,625	3,666
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	4,900	5,412
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	770	823
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	10,563	10,618
Vornado Realty LP	2.500%	6/30/19	8,500	8,594
7 Washington Prime Group LP	3.850%	4/1/20	2,650	2,673
Washington REIT	4.950%	10/1/20	475	514
Washington REIT	3.950%	10/15/22	2,650	2,700
Weingarten Realty Investors	3.375%	10/15/22	1,275	1,274
Weingarten Realty Investors	3.500%	4/15/23	3,925	3,941
Weingarten Realty Investors	4.450%	1/15/24	450	481
WP Carey Inc.	4.600%	4/1/24	6,025	6,249
WP Carey Inc.	4.000%	2/1/25	1,050	1,052
				12,133,262
Industrial (15.2%)
Basic Industry (1.3%)
Agrium Inc.	6.750%	1/15/19	7,080	8,256
Agrium Inc.	3.150%	10/1/22	2,601	2,606
Agrium Inc.	3.500%	6/1/23	10,000	10,221

Agrium Inc.	3.375%	3/15/25	4,500	4,505
Agrium Inc.	4.125%	3/15/35	3,500	3,502
Agrium Inc.	6.125%	1/15/41	6,693	8,260
Agrium Inc.	4.900%	6/1/43	2,200	2,354
Agrium Inc.	5.250%	1/15/45	9,815	11,120
Air Products & Chemicals Inc.	2.000%	8/2/16	5,325	5,422
Air Products & Chemicals Inc.	3.000%	11/3/21	1,325	1,373
Air Products & Chemicals Inc.	2.750%	2/3/23	7,125	7,200
Air Products & Chemicals Inc.	3.350%	7/31/24	6,350	6,618
Airgas Inc.	3.650%	7/15/24	7,000	7,245
Albemarle Corp.	3.000%	12/1/19	2,475	2,501
Albemarle Corp.	4.500%	12/15/20	500	537
Albemarle Corp.	4.150%	12/1/24	4,500	4,681
Albemarle Corp.	5.450%	12/1/44	4,950	5,359
7 Anglo American Capital plc	4.125%	9/27/22	575	577
Barrick Gold Corp.	6.950%	4/1/19	2,134	2,499
Barrick Gold Corp.	3.850%	4/1/22	19,312	18,883
Barrick Gold Corp.	4.100%	5/1/23	16,770	16,561
Barrick Gold Corp.	5.250%	4/1/42	5,875	5,606
Barrick North America Finance LLC	6.800%	9/15/18	4,325	4,960
Barrick North America Finance LLC	4.400%	5/30/21	10,737	11,003
Barrick North America Finance LLC	7.500%	9/15/38	2,950	3,520
Barrick North America Finance LLC	5.700%	5/30/41	9,588	9,536
Barrick North America Finance LLC	5.750%	5/1/43	1,506	1,573
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	6,143	6,065
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	12,981	13,153
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	50	54
BHP Billiton Finance USA Ltd.	2.050%	9/30/18	2,400	2,448
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	13,032	15,331
BHP Billiton Finance USA Ltd.	3.250%	11/21/21	5,976	6,229
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	16,694	16,950
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	19,346	20,704
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	11,283	11,514
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	28,337	32,341
Braskem Finance Ltd.	6.450%	2/3/24	7,450	6,928
Cabot Corp.	2.550%	1/15/18	475	486
Cabot Corp.	3.700%	7/15/22	800	830
Carpenter Technology Corp.	5.200%	7/15/21	11,175	12,089
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	1,225	1,443
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	5,300	5,618
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	1,838	1,921
CF Industries Inc.	6.875%	5/1/18	16,873	19,172
CF Industries Inc.	7.125%	5/1/20	5,275	6,350
CF Industries Inc.	3.450%	6/1/23	3,500	3,535
CF Industries Inc.	5.150%	3/15/34	10,200	11,152
CF Industries Inc.	4.950%	6/1/43	3,755	3,926
CF Industries Inc.	5.375%	3/15/44	7,500	8,389
Domtar Corp.	6.250%	9/1/42	850	936
Domtar Corp.	6.750%	2/15/44	5,000	5,818
Dow Chemical Co.	5.700%	5/15/18	475	534
Dow Chemical Co.	8.550%	5/15/19	15,450	19,287
Dow Chemical Co.	4.250%	11/15/20	18,687	20,434
Dow Chemical Co.	4.125%	11/15/21	5,996	6,519
Dow Chemical Co.	3.000%	11/15/22	15,865	15,940
Dow Chemical Co.	3.500%	10/1/24	3,700	3,763
Dow Chemical Co.	7.375%	11/1/29	1,998	2,716
Dow Chemical Co.	4.250%	10/1/34	10,036	10,159
Dow Chemical Co.	9.400%	5/15/39	13,193	21,840

Dow Chemical Co.	5.250%	11/15/41	10,393	11,722
Dow Chemical Co.	4.375%	11/15/42	7,730	7,776
Eastman Chemical Co.	2.400%	6/1/17	11,868	12,122
Eastman Chemical Co.	5.500%	11/15/19	4,771	5,431
Eastman Chemical Co.	2.700%	1/15/20	15,000	15,225
Eastman Chemical Co.	4.500%	1/15/21	775	846
Eastman Chemical Co.	3.600%	8/15/22	20,705	21,547
Eastman Chemical Co.	3.800%	3/15/25	8,250	8,569
Eastman Chemical Co.	4.800%	9/1/42	5,649	6,000
Eastman Chemical Co.	4.650%	10/15/44	9,650	10,035
Ecolab Inc.	3.000%	12/8/16	14,825	15,286
Ecolab Inc.	1.450%	12/8/17	4,807	4,806
Ecolab Inc.	1.550%	1/12/18	2,000	1,999
Ecolab Inc.	2.250%	1/12/20	3,000	3,016
Ecolab Inc.	4.350%	12/8/21	3,570	3,935
Ecolab Inc.	5.500%	12/8/41	9,655	11,786
EI du Pont de Nemours & Co.	2.750%	4/1/16	5,200	5,308
EI du Pont de Nemours & Co.	5.250%	12/15/16	750	807
EI du Pont de Nemours & Co.	6.000%	7/15/18	9,430	10,746
EI du Pont de Nemours & Co.	4.625%	1/15/20	5,302	5,919
EI du Pont de Nemours & Co.	3.625%	1/15/21	14,960	15,997
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,950	3,255
EI du Pont de Nemours & Co.	2.800%	2/15/23	9,625	9,598
EI du Pont de Nemours & Co.	6.500%	1/15/28	1,700	2,213
EI du Pont de Nemours & Co.	4.900%	1/15/41	10,878	12,259
EI du Pont de Nemours & Co.	4.150%	2/15/43	4,950	5,068
FMC Corp.	3.950%	2/1/22	1,425	1,489
FMC Corp.	4.100%	2/1/24	9,750	10,342
Freeport-McMoRan Inc.	2.150%	3/1/17	3,366	3,356
Freeport-McMoRan Inc.	2.375%	3/15/18	29,250	29,120
Freeport-McMoRan Inc.	3.100%	3/15/20	20,098	19,580
Freeport-McMoRan Inc.	3.550%	3/1/22	14,841	13,753
Freeport-McMoRan Inc.	3.875%	3/15/23	19,499	18,075
Freeport-McMoRan Inc.	4.550%	11/14/24	1,700	1,631
Freeport-McMoRan Inc.	5.400%	11/14/34	5,500	5,006
Freeport-McMoRan Inc.	5.450%	3/15/43	20,421	18,257
Georgia-Pacific LLC	8.000%	1/15/24	7,829	10,387
Georgia-Pacific LLC	7.375%	12/1/25	6,350	8,369
Georgia-Pacific LLC	7.750%	11/15/29	3,318	4,689
Georgia-Pacific LLC	8.875%	5/15/31	4,965	7,519
Glencore Canada Corp.	5.500%	6/15/17	4,675	5,005
Goldcorp Inc.	2.125%	3/15/18	16,060	16,171
Goldcorp Inc.	3.700%	3/15/23	9,600	9,521
Goldcorp Inc.	5.450%	6/9/44	2,625	2,703
International Paper Co.	7.950%	6/15/18	7,318	8,660
International Paper Co.	7.500%	8/15/21	10,210	12,821
International Paper Co.	3.650%	6/15/24	14,685	14,995
International Paper Co.	8.700%	6/15/38	1,200	1,778
International Paper Co.	7.300%	11/15/39	4,268	5,695
International Paper Co.	6.000%	11/15/41	3,000	3,554
International Paper Co.	4.800%	6/15/44	14,160	14,549
Kinross Gold Corp.	5.125%	9/1/21	3,100	3,044
Kinross Gold Corp.	5.950%	3/15/24	5,000	4,625
Kinross Gold Corp.	6.875%	9/1/41	2,150	1,907
Lubrizol Corp.	8.875%	2/1/19	850	1,064
Lubrizol Corp.	6.500%	10/1/34	6,025	8,212
LYB International Finance BV	5.250%	7/15/43	1,600	1,780
LYB International Finance BV	4.875%	3/15/44	12,100	12,933

LyondellBasell Industries NV	5.000%	4/15/19	24,385	26,789
LyondellBasell Industries NV	6.000%	11/15/21	14,725	17,302
LyondellBasell Industries NV	5.750%	4/15/24	6,450	7,581
LyondellBasell Industries NV	4.625%	2/26/55	5,500	5,443
Methanex Corp.	4.250%	12/1/24	965	983
Monsanto Co.	2.750%	4/15/16	1,750	1,785
Monsanto Co.	1.150%	6/30/17	8,000	8,040
Monsanto Co.	5.125%	4/15/18	3,100	3,439
Monsanto Co.	2.125%	7/15/19	7,850	7,956
Monsanto Co.	2.750%	7/15/21	11,770	12,053
Monsanto Co.	2.200%	7/15/22	7,580	7,360
Monsanto Co.	3.375%	7/15/24	6,025	6,256
Monsanto Co.	5.500%	8/15/25	23	28
Monsanto Co.	4.200%	7/15/34	2,625	2,821
Monsanto Co.	5.875%	4/15/38	2,167	2,730
Monsanto Co.	3.600%	7/15/42	6,341	6,016
Monsanto Co.	4.650%	11/15/43	2,000	2,240
Monsanto Co.	4.400%	7/15/44	7,750	8,398
Monsanto Co.	4.700%	7/15/64	7,260	7,888
Mosaic Co.	3.750%	11/15/21	2,100	2,223
Mosaic Co.	4.250%	11/15/23	8,557	9,148
Mosaic Co.	5.450%	11/15/33	2,650	3,087
Mosaic Co.	4.875%	11/15/41	1,268	1,356
Mosaic Co.	5.625%	11/15/43	3,150	3,736
Newmont Mining Corp.	5.125%	10/1/19	1,470	1,610
Newmont Mining Corp.	3.500%	3/15/22	5,719	5,537
Newmont Mining Corp.	5.875%	4/1/35	2,605	2,613
Newmont Mining Corp.	6.250%	10/1/39	16,352	16,667
Newmont Mining Corp.	4.875%	3/15/42	4,894	4,349
Nucor Corp.	5.750%	12/1/17	3,830	4,269
Nucor Corp.	5.850%	6/1/18	6,855	7,669
Nucor Corp.	4.125%	9/15/22	382	410
Nucor Corp.	4.000%	8/1/23	5,045	5,300
Nucor Corp.	6.400%	12/1/37	5,513	7,021
Nucor Corp.	5.200%	8/1/43	12,450	14,011
Packaging Corp. of America	3.900%	6/15/22	6,000	6,244
Packaging Corp. of America	4.500%	11/1/23	15,845	17,058
Packaging Corp. of America	3.650%	9/15/24	4,500	4,579
Placer Dome Inc.	6.450%	10/15/35	2,175	2,341
Plains Exploration & Production Co.	6.500%	11/15/20	4,574	4,848
Plains Exploration & Production Co.	6.750%	2/1/22	6,250	6,609
Plains Exploration & Production Co.	6.875%	2/15/23	9,600	10,188
Plum Creek Timberlands LP	4.700%	3/15/21	4,405	4,834
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	4,441	4,648
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	170	201
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	7,118	8,032
Potash Corp. of Saskatchewan Inc.	3.625%	3/15/24	9,925	10,464
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	10,000	10,069
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	1,075	1,354
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	4,318	5,437
PPG Industries Inc.	2.300%	11/15/19	6,043	6,124
PPG Industries Inc.	3.600%	11/15/20	1,650	1,750
PPG Industries Inc.	5.500%	11/15/40	3,075	3,817
Praxair Inc.	5.200%	3/15/17	1,100	1,189
Praxair Inc.	4.500%	8/15/19	2,640	2,927
Praxair Inc.	3.000%	9/1/21	3,550	3,702
Praxair Inc.	2.450%	2/15/22	19,700	19,811
Praxair Inc.	2.200%	8/15/22	4,319	4,212

Praxair Inc.	2.650%	2/5/25	4,500	4,442
Praxair Inc.	3.550%	11/7/42	2,200	2,167
Rayonier Inc.	3.750%	4/1/22	2,750	2,801
Reliance Steel & Aluminum Co.	6.200%	11/15/16	250	266
Reliance Steel & Aluminum Co.	4.500%	4/15/23	2,025	2,043
Reliance Steel & Aluminum Co.	6.850%	11/15/36	1,785	2,088
Rio Tinto Alcan Inc.	5.750%	6/1/35	10,254	12,106
Rio Tinto Finance USA Ltd.	1.875%	11/2/15	13,268	13,352
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	1,210	1,233
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	700	714
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	18,890	21,691
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	10,828	13,720
Rio Tinto Finance USA Ltd.	3.500%	11/2/20	11,936	12,556
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	4,725	5,083
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	5,139	5,410
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	7,009	9,482
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	13,581	15,308
Rio Tinto Finance USA plc	1.375%	6/17/16	7,624	7,656
Rio Tinto Finance USA plc	2.000%	3/22/17	7,455	7,560
Rio Tinto Finance USA plc	1.625%	8/21/17	7,025	7,050
Rio Tinto Finance USA plc	2.250%	12/14/18	9,615	9,759
Rio Tinto Finance USA plc	3.500%	3/22/22	5,947	6,140
Rio Tinto Finance USA plc	2.875%	8/21/22	9,135	9,060
Rio Tinto Finance USA plc	4.750%	3/22/42	418	448
Rio Tinto Finance USA plc	4.125%	8/21/42	8,953	8,859
Rock-Tenn Co.	4.450%	3/1/19	9,150	9,826
Rock-Tenn Co.	3.500%	3/1/20	2,755	2,857
Rock-Tenn Co.	4.900%	3/1/22	3,650	4,024
Rockwood Specialties Group Inc.	4.625%	10/15/20	9,000	9,405
Rohm & Haas Co.	6.000%	9/15/17	2,791	3,091
Rohm & Haas Co.	7.850%	7/15/29	2,750	3,900
RPM International Inc.	6.125%	10/15/19	2,493	2,847
RPM International Inc.	3.450%	11/15/22	4,585	4,567
Sherwin-Williams Co.	4.000%	12/15/42	2,000	2,048
Sigma-Aldrich Corp.	3.375%	11/1/20	1,735	1,819
Southern Copper Corp.	5.375%	4/16/20	1,963	2,174
Southern Copper Corp.	7.500%	7/27/35	16,550	19,056
Southern Copper Corp.	6.750%	4/16/40	2,340	2,496
Southern Copper Corp.	5.250%	11/8/42	12,820	11,708
Syngenta Finance NV	3.125%	3/28/22	4,100	4,173
Syngenta Finance NV	4.375%	3/28/42	2,675	2,826
Teck Resources Ltd.	3.150%	1/15/17	2,050	2,075
Teck Resources Ltd.	3.850%	8/15/17	4,100	4,233
Teck Resources Ltd.	2.500%	2/1/18	11,125	11,028
Teck Resources Ltd.	3.000%	3/1/19	60	60
Teck Resources Ltd.	4.500%	1/15/21	2,750	2,783
Teck Resources Ltd.	4.750%	1/15/22	2,932	2,962
Teck Resources Ltd.	3.750%	2/1/23	5,362	5,038
Teck Resources Ltd.	6.125%	10/1/35	6,312	6,060
Teck Resources Ltd.	6.000%	8/15/40	7,455	7,201
Teck Resources Ltd.	6.250%	7/15/41	3,968	3,858
Teck Resources Ltd.	5.200%	3/1/42	5,931	5,338
Teck Resources Ltd.	5.400%	2/1/43	693	630
The Dow Chemical Company	4.625%	10/1/44	5,000	5,229
Vale Canada Ltd.	7.200%	9/15/32	1,175	1,182
Vale Overseas Ltd.	6.250%	1/23/17	7,660	8,116
Vale Overseas Ltd.	5.625%	9/15/19	5,675	6,029
Vale Overseas Ltd.	4.625%	9/15/20	10,910	10,863

Vale Overseas Ltd.	4.375%	1/11/22	27,975	26,871
Vale Overseas Ltd.	8.250%	1/17/34	2,687	2,981
Vale Overseas Ltd.	6.875%	11/21/36	24,859	24,057
Vale Overseas Ltd.	6.875%	11/10/39	20,204	19,587
Vale SA	5.625%	9/11/42	8,110	7,004
Valspar Corp.	7.250%	6/15/19	675	793
Valspar Corp.	4.200%	1/15/22	975	1,043
Westlake Chemical Corp.	3.600%	7/15/22	775	783
Westvaco Corp.	8.200%	1/15/30	2,268	3,203
Westvaco Corp.	7.950%	2/15/31	5,253	7,084
Weyerhaeuser Co.	7.375%	10/1/19	8,291	9,936
Weyerhaeuser Co.	8.500%	1/15/25	2,400	3,236
Weyerhaeuser Co.	7.375%	3/15/32	6,968	9,378
Weyerhaeuser Co.	6.875%	12/15/33	3,375	4,322
Worthington Industries Inc.	4.550%	4/15/26	1,300	1,398
Yamana Gold Inc.	4.950%	7/15/24	4,115	4,031
Capital Goods (1.2%)
3M Co.	6.375%	2/15/28	3,650	4,910
3M Co.	5.700%	3/15/37	6,023	8,021
ABB Finance USA Inc.	1.625%	5/8/17	2,400	2,425
ABB Finance USA Inc.	2.875%	5/8/22	4,965	5,059
ABB Finance USA Inc.	4.375%	5/8/42	1,678	1,899
Acuity Brands Lighting Inc.	6.000%	12/15/19	2,050	2,308
Avery Dennison Corp.	3.350%	4/15/23	6,650	6,777
Boeing Capital Corp.	2.900%	8/15/18	150	157
Boeing Capital Corp.	4.700%	10/27/19	5,000	5,620
Boeing Co.	3.750%	11/20/16	40	42
Boeing Co.	0.950%	5/15/18	425	421
Boeing Co.	6.000%	3/15/19	465	544
Boeing Co.	4.875%	2/15/20	7,875	9,058
Boeing Co.	8.750%	8/15/21	1,600	2,212
Boeing Co.	2.350%	10/30/21	7,645	7,792
Boeing Co.	7.950%	8/15/24	3,023	4,312
Boeing Co.	2.850%	10/30/24	5,893	6,057
Boeing Co.	2.500%	3/1/25	6,700	6,653
Boeing Co.	7.250%	6/15/25	675	916
Boeing Co.	8.750%	9/15/31	850	1,367
Boeing Co.	6.125%	2/15/33	4,250	5,765
Boeing Co.	3.300%	3/1/35	6,000	5,985
Boeing Co.	6.625%	2/15/38	2,805	4,070
Boeing Co.	6.875%	3/15/39	1,003	1,517
Boeing Co.	5.875%	2/15/40	4,364	5,892
Boeing Co.	3.500%	3/1/45	5,650	5,570
Carlisle Cos. Inc.	3.750%	11/15/22	3,080	3,166
Caterpillar Financial Services Corp.	2.050%	8/1/16	28,475	29,013
Caterpillar Financial Services Corp.	1.000%	11/25/16	3,016	3,032
Caterpillar Financial Services Corp.	1.000%	3/3/17	5,500	5,521
Caterpillar Financial Services Corp.	1.250%	8/18/17	6,000	6,029
Caterpillar Financial Services Corp.	1.250%	11/6/17	7,999	8,021
Caterpillar Financial Services Corp.	5.450%	4/15/18	114	127
Caterpillar Financial Services Corp.	7.050%	10/1/18	1,100	1,296
Caterpillar Financial Services Corp.	7.150%	2/15/19	20,258	24,220
Caterpillar Financial Services Corp.	2.100%	6/9/19	4,600	4,666
Caterpillar Financial Services Corp.	2.250%	12/1/19	250	254
Caterpillar Financial Services Corp.	2.000%	3/5/20	3,700	3,710
Caterpillar Financial Services Corp.	2.750%	8/20/21	3,400	3,488
Caterpillar Financial Services Corp.	3.750%	11/24/23	5,000	5,394

Caterpillar Financial Services Corp.	3.300%	6/9/24	2,000	2,084
Caterpillar Financial Services Corp.	3.250%	12/1/24	4,300	4,448
Caterpillar Inc.	7.900%	12/15/18	500	610
Caterpillar Inc.	3.900%	5/27/21	10,403	11,448
Caterpillar Inc.	3.400%	5/15/24	22,450	23,544
Caterpillar Inc.	6.050%	8/15/36	14,017	18,461
Caterpillar Inc.	5.200%	5/27/41	350	422
Caterpillar Inc.	3.803%	8/15/42	17,270	17,522
Caterpillar Inc.	4.300%	5/15/44	8,700	9,414
Caterpillar Inc.	4.750%	5/15/64	2,350	2,581
Cooper US Inc.	3.875%	12/15/20	1,300	1,405
Crane Co.	2.750%	12/15/18	750	769
Crane Co.	4.450%	12/15/23	2,250	2,412
CRH America Inc.	6.000%	9/30/16	17,236	18,412
CRH America Inc.	8.125%	7/15/18	9,400	11,227
CRH America Inc.	5.750%	1/15/21	6,800	7,957
Danaher Corp.	2.300%	6/23/16	1,760	1,799
Danaher Corp.	5.625%	1/15/18	2,385	2,669
Danaher Corp.	5.400%	3/1/19	1,700	1,935
Danaher Corp.	3.900%	6/23/21	5,310	5,830
Deere & Co.	4.375%	10/16/19	6,077	6,750
Deere & Co.	2.600%	6/8/22	15,853	15,925
Deere & Co.	5.375%	10/16/29	8,807	10,856
Deere & Co.	8.100%	5/15/30	4,365	6,698
Deere & Co.	7.125%	3/3/31	925	1,315
Deere & Co.	3.900%	6/9/42	12,370	12,993
Dover Corp.	5.450%	3/15/18	7,150	8,004
Dover Corp.	4.300%	3/1/21	850	943
Dover Corp.	5.375%	10/15/35	550	665
Dover Corp.	6.600%	3/15/38	3,115	4,426
Dover Corp.	5.375%	3/1/41	1,759	2,180
Eaton Corp.	1.500%	11/2/17	13,405	13,461
Eaton Corp.	5.600%	5/15/18	12,050	13,427
Eaton Corp.	2.750%	11/2/22	14,950	14,980
Eaton Corp.	4.000%	11/2/32	6,325	6,638
Eaton Corp.	4.150%	11/2/42	4,275	4,398
7 Embraer Overseas Ltd.	5.696%	9/16/23	19,075	20,222
Embraer SA	5.150%	6/15/22	2,925	3,050
Emerson Electric Co.	5.250%	10/15/18	6,635	7,460
Emerson Electric Co.	4.875%	10/15/19	6,370	7,207
Emerson Electric Co.	4.250%	11/15/20	745	832
Emerson Electric Co.	2.625%	2/15/23	4,275	4,292
Emerson Electric Co.	6.000%	8/15/32	940	1,234
Emerson Electric Co.	6.125%	4/15/39	1,960	2,694
Emerson Electric Co.	5.250%	11/15/39	269	333
Exelis Inc.	4.250%	10/1/16	3,525	3,661
Flowserve Corp.	3.500%	9/15/22	11,275	11,452
Flowserve Corp.	4.000%	11/15/23	4,325	4,553
General Dynamics Corp.	1.000%	11/15/17	11,425	11,421
General Dynamics Corp.	3.875%	7/15/21	11,125	12,160
General Dynamics Corp.	2.250%	11/15/22	14,890	14,633
General Dynamics Corp.	3.600%	11/15/42	5,918	5,931
General Electric Co.	5.250%	12/6/17	49,955	55,241
General Electric Co.	2.700%	10/9/22	18,161	18,483
General Electric Co.	3.375%	3/11/24	6,260	6,629
General Electric Co.	4.125%	10/9/42	20,865	22,100
General Electric Co.	4.500%	3/11/44	25,240	28,385
Honeywell International Inc.	5.300%	3/15/17	6,485	7,047

Honeywell International Inc.	5.300%	3/1/18	5,660	6,318
Honeywell International Inc.	5.000%	2/15/19	2,621	2,948
Honeywell International Inc.	4.250%	3/1/21	21,421	24,111
Honeywell International Inc.	3.350%	12/1/23	9,660	10,226
Honeywell International Inc.	5.700%	3/15/36	1,435	1,859
Honeywell International Inc.	5.700%	3/15/37	6,751	8,807
Honeywell International Inc.	5.375%	3/1/41	13,313	17,120
Illinois Tool Works Inc.	1.950%	3/1/19	1,000	1,012
Illinois Tool Works Inc.	6.250%	4/1/19	12,675	14,769
Illinois Tool Works Inc.	4.875%	9/15/41	45	53
Illinois Tool Works Inc.	3.900%	9/1/42	14,800	15,236
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	11,755	13,670
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	6,850	7,035
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	3,525	3,764
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	3,600	4,382
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	4,000	4,031
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	3,200	3,244
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	3,500	3,755
John Deere Capital Corp.	2.250%	6/7/16	312	318
John Deere Capital Corp.	1.850%	9/15/16	9,000	9,149
John Deere Capital Corp.	1.050%	12/15/16	1,900	1,909
John Deere Capital Corp.	2.000%	1/13/17	10,450	10,673
John Deere Capital Corp.	5.500%	4/13/17	4,350	4,740
John Deere Capital Corp.	1.125%	6/12/17	2,480	2,488
John Deere Capital Corp.	2.800%	9/18/17	7,400	7,714
John Deere Capital Corp.	1.200%	10/10/17	3,200	3,204
John Deere Capital Corp.	1.550%	12/15/17	9,000	9,092
John Deere Capital Corp.	1.350%	1/16/18	3,000	3,010
John Deere Capital Corp.	1.300%	3/12/18	13,769	13,829
John Deere Capital Corp.	5.750%	9/10/18	3,950	4,508
John Deere Capital Corp.	1.950%	12/13/18	4,500	4,573
John Deere Capital Corp.	1.950%	3/4/19	10,200	10,299
John Deere Capital Corp.	2.250%	4/17/19	5,275	5,389
John Deere Capital Corp.	1.700%	1/15/20	5,675	5,618
John Deere Capital Corp.	2.050%	3/10/20	4,500	4,529
John Deere Capital Corp.	2.800%	3/4/21	5,600	5,767
John Deere Capital Corp.	3.900%	7/12/21	5,850	6,414
John Deere Capital Corp.	3.150%	10/15/21	7,349	7,725
John Deere Capital Corp.	2.750%	3/15/22	1,085	1,107
John Deere Capital Corp.	2.800%	1/27/23	3,225	3,259
John Deere Capital Corp.	3.350%	6/12/24	8,700	9,171
Joy Global Inc.	6.000%	11/15/16	1,065	1,150
Kennametal Inc.	2.650%	11/1/19	3,625	3,651
Kennametal Inc.	3.875%	2/15/22	1,900	1,970
L-3 Communications Corp.	1.500%	5/28/17	3,200	3,182
L-3 Communications Corp.	5.200%	10/15/19	9,050	10,050
L-3 Communications Corp.	4.750%	7/15/20	12,150	13,232
L-3 Communications Corp.	4.950%	2/15/21	9,500	10,475
L-3 Communications Corp.	3.950%	5/28/24	5,150	5,277
Leggett & Platt Inc.	3.800%	11/15/24	4,900	5,100
Legrand France SA	8.500%	2/15/25	625	886
Lockheed Martin Corp.	7.650%	5/1/16	6,163	6,622
Lockheed Martin Corp.	2.125%	9/15/16	2,325	2,370
Lockheed Martin Corp.	4.250%	11/15/19	10,256	11,269
Lockheed Martin Corp.	3.350%	9/15/21	17,103	18,146
Lockheed Martin Corp.	2.900%	3/1/25	3,600	3,640
Lockheed Martin Corp.	3.600%	3/1/35	7,450	7,442
Lockheed Martin Corp.	6.150%	9/1/36	19,390	25,657

Lockheed Martin Corp.	5.500%	11/15/39	1,850	2,313
Lockheed Martin Corp.	5.720%	6/1/40	4,660	6,121
Lockheed Martin Corp.	4.850%	9/15/41	4,122	4,796
Lockheed Martin Corp.	3.800%	3/1/45	4,475	4,469
Martin Marietta Materials Inc.	6.600%	4/15/18	4,450	5,050
Mohawk Industries Inc.	3.850%	2/1/23	17,950	18,253
Northrop Grumman Corp.	5.050%	8/1/19	3,285	3,681
Northrop Grumman Corp.	3.500%	3/15/21	14,828	15,621
Northrop Grumman Corp.	3.250%	8/1/23	5,000	5,151
Northrop Grumman Corp.	5.050%	11/15/40	6,925	8,025
Northrop Grumman Corp.	4.750%	6/1/43	5,875	6,618
Northrop Grumman Corp.	3.850%	4/15/45	1,500	1,474
Northrop Grumman Systems Corp.	7.750%	2/15/31	381	541
Owens Corning	6.500%	12/1/16	1,405	1,504
Owens Corning	4.200%	12/15/22	8,254	8,623
Owens Corning	4.200%	12/1/24	2,000	2,062
Owens Corning	7.000%	12/1/36	1,525	1,871
Parker Hannifin Corp.	5.500%	5/15/18	950	1,064
Parker Hannifin Corp.	3.500%	9/15/22	500	536
Parker Hannifin Corp.	6.250%	5/15/38	4,003	5,497
Parker-Hannifin Corp.	3.300%	11/21/24	5,075	5,314
Parker-Hannifin Corp.	4.200%	11/21/34	7,000	7,631
Parker-Hannifin Corp.	4.450%	11/21/44	4,900	5,466
Pentair Finance SA	1.350%	12/1/15	3,463	3,472
Pentair Finance SA	2.650%	12/1/19	2,204	2,203
Pentair Finance SA	5.000%	5/15/21	1,310	1,447
Pentair Finance SA	3.150%	9/15/22	855	848
Precision Castparts Corp.	1.250%	1/15/18	12,318	12,277
Precision Castparts Corp.	2.500%	1/15/23	9,425	9,287
Precision Castparts Corp.	3.900%	1/15/43	4,125	4,255
Raytheon Co.	6.400%	12/15/18	275	322
Raytheon Co.	4.400%	2/15/20	2,820	3,115
Raytheon Co.	3.125%	10/15/20	3,695	3,879
Raytheon Co.	2.500%	12/15/22	5,500	5,488
Raytheon Co.	7.200%	8/15/27	4,360	5,983
Raytheon Co.	4.875%	10/15/40	1,825	2,125
Raytheon Co.	4.700%	12/15/41	8,175	9,466
Republic Services Inc.	3.800%	5/15/18	4,600	4,879
Republic Services Inc.	5.500%	9/15/19	20,000	22,674
Republic Services Inc.	5.000%	3/1/20	5,285	5,926
Republic Services Inc.	5.250%	11/15/21	10,944	12,640
Republic Services Inc.	3.550%	6/1/22	2,550	2,663
Republic Services Inc.	4.750%	5/15/23	1,650	1,864
Republic Services Inc.	3.200%	3/15/25	1,500	1,509
Republic Services Inc.	6.086%	3/15/35	2,600	3,312
Republic Services Inc.	6.200%	3/1/40	5,773	7,733
Republic Services Inc.	5.700%	5/15/41	5,968	7,481
Rockwell Automation Inc.	5.650%	12/1/17	1,150	1,274
Rockwell Automation Inc.	6.700%	1/15/28	1,025	1,354
Rockwell Automation Inc.	6.250%	12/1/37	3,985	5,380
Rockwell Collins Inc.	5.250%	7/15/19	850	961
Rockwell Collins Inc.	3.100%	11/15/21	2,350	2,461
Rockwell Collins Inc.	4.800%	12/15/43	3,300	3,940
Roper Industries Inc.	1.850%	11/15/17	3,550	3,580
Roper Industries Inc.	2.050%	10/1/18	11,700	11,736
Roper Industries Inc.	6.250%	9/1/19	3,760	4,371
Roper Industries Inc.	3.125%	11/15/22	3,928	3,913
Snap-on Inc.	6.125%	9/1/21	3,700	4,449

Sonoco Products Co.	4.375%	11/1/21	745	809
Sonoco Products Co.	5.750%	11/1/40	7,150	8,576
Stanley Black & Decker Inc.	3.400%	12/1/21	4,325	4,566
Stanley Black & Decker Inc.	2.900%	11/1/22	1,841	1,871
Stanley Black & Decker Inc.	5.200%	9/1/40	2,075	2,452
Textron Inc.	5.600%	12/1/17	1,875	2,048
Textron Inc.	7.250%	10/1/19	4,140	4,916
Textron Inc.	4.300%	3/1/24	2,725	2,916
Textron Inc.	3.875%	3/1/25	5,950	6,150
Tyco International Finance SA	8.500%	1/15/19	2,301	2,797
Tyco International Finance SA / Tyco Fire &
Security Finance SCA	6.875%	1/15/21	16,060	19,231
Tyco International Finance SA/Tyco Fire &
Security Finance SCA	7.000%	12/15/19	1,975	2,351
United Technologies Corp.	1.800%	6/1/17	11,320	11,528
United Technologies Corp.	5.375%	12/15/17	10,306	11,452
United Technologies Corp.	6.125%	2/1/19	885	1,029
United Technologies Corp.	4.500%	4/15/20	29,953	33,646
United Technologies Corp.	3.100%	6/1/22	31,882	33,191
United Technologies Corp.	6.700%	8/1/28	2,397	3,279
United Technologies Corp.	7.500%	9/15/29	4,821	7,048
United Technologies Corp.	5.400%	5/1/35	7,275	8,972
United Technologies Corp.	6.050%	6/1/36	7,452	9,956
United Technologies Corp.	6.125%	7/15/38	6,796	9,124
United Technologies Corp.	5.700%	4/15/40	7,595	9,800
United Technologies Corp.	4.500%	6/1/42	33,583	37,194
Valmont Industries Inc.	5.000%	10/1/44	1,200	1,175
Valmont Industries Inc.	5.250%	10/1/54	2,900	2,858
Waste Management Inc.	2.600%	9/1/16	3,250	3,310
Waste Management Inc.	6.100%	3/15/18	950	1,074
Waste Management Inc.	4.750%	6/30/20	10,799	12,059
Waste Management Inc.	4.600%	3/1/21	7,120	7,925
Waste Management Inc.	3.500%	5/15/24	2,500	2,607
Waste Management Inc.	3.125%	3/1/25	3,500	3,534
Waste Management Inc.	3.900%	3/1/35	2,000	2,037
Waste Management Inc.	4.100%	3/1/45	4,000	4,078
Xylem Inc.	4.875%	10/1/21	150	166
Communication (2.6%)
21st Century Fox America Inc.	8.000%	10/17/16	3,815	4,216
21st Century Fox America Inc.	7.250%	5/18/18	150	176
21st Century Fox America Inc.	6.900%	3/1/19	2,770	3,279
21st Century Fox America Inc.	4.500%	2/15/21	7,350	8,140
21st Century Fox America Inc.	3.000%	9/15/22	3,050	3,089
21st Century Fox America Inc.	3.700%	9/15/24	275	291
21st Century Fox America Inc.	7.700%	10/30/25	1,175	1,557
21st Century Fox America Inc.	6.550%	3/15/33	13,065	17,306
21st Century Fox America Inc.	6.200%	12/15/34	14,941	19,087
21st Century Fox America Inc.	6.400%	12/15/35	24,245	31,820
21st Century Fox America Inc.	8.150%	10/17/36	2,075	3,098
21st Century Fox America Inc.	6.150%	3/1/37	9,723	12,557
21st Century Fox America Inc.	6.650%	11/15/37	660	892
21st Century Fox America Inc.	6.900%	8/15/39	7,260	9,973
21st Century Fox America Inc.	6.150%	2/15/41	3,230	4,183
21st Century Fox America Inc.	5.400%	10/1/43	10,250	12,443
21st Century Fox America Inc.	4.750%	9/15/44	8,050	9,003
21st Century Fox America Inc.	7.750%	12/1/45	5,410	8,174
America Movil SAB de CV	2.375%	9/8/16	800	815

America Movil SAB de CV	5.625%	11/15/17	6,530	7,217
America Movil SAB de CV	5.000%	10/16/19	2,125	2,386
America Movil SAB de CV	5.000%	3/30/20	5,125	5,813
America Movil SAB de CV	3.125%	7/16/22	33,775	34,314
America Movil SAB de CV	6.375%	3/1/35	19,152	23,783
America Movil SAB de CV	6.125%	11/15/37	4,818	5,922
America Movil SAB de CV	6.125%	3/30/40	12,000	14,867
America Movil SAB de CV	4.375%	7/16/42	10,175	10,103
American Tower Corp.	4.500%	1/15/18	20,565	22,048
American Tower Corp.	3.400%	2/15/19	3,375	3,495
American Tower Corp.	5.050%	9/1/20	5,000	5,522
American Tower Corp.	3.450%	9/15/21	17,975	18,338
American Tower Corp.	5.900%	11/1/21	7,025	8,085
American Tower Corp.	3.500%	1/31/23	17,875	17,716
Ameritech Capital Funding Corp.	6.550%	1/15/28	20	25
AT&T Corp.	8.000%	11/15/31	12,759	18,894
AT&T Inc.	2.950%	5/15/16	5,213	5,328
AT&T Inc.	2.400%	8/15/16	1,030	1,048
AT&T Inc.	1.600%	2/15/17	950	953
AT&T Inc.	1.700%	6/1/17	28,775	28,875
AT&T Inc.	1.400%	12/1/17	2,250	2,239
AT&T Inc.	5.500%	2/1/18	6,111	6,718
AT&T Inc.	5.600%	5/15/18	8,975	9,973
AT&T Inc.	2.375%	11/27/18	18,990	19,234
AT&T Inc.	5.800%	2/15/19	50,625	57,360
AT&T Inc.	2.300%	3/11/19	5,142	5,185
AT&T Inc.	3.875%	8/15/21	18,783	19,867
AT&T Inc.	3.000%	2/15/22	12,236	12,288
AT&T Inc.	2.625%	12/1/22	10,940	10,654
AT&T Inc.	3.900%	3/11/24	6,249	6,542
AT&T Inc.	6.450%	6/15/34	8,835	10,945
AT&T Inc.	6.150%	9/15/34	100	118
AT&T Inc.	6.500%	9/1/37	14,528	17,696
AT&T Inc.	6.300%	1/15/38	11,200	13,358
AT&T Inc.	6.400%	5/15/38	6,320	7,655
AT&T Inc.	6.550%	2/15/39	27,629	34,056
AT&T Inc.	5.350%	9/1/40	24,787	27,055
AT&T Inc.	5.550%	8/15/41	6,135	6,831
AT&T Inc.	4.300%	12/15/42	15,800	15,044
AT&T Inc.	4.800%	6/15/44	17,990	18,338
AT&T Inc.	4.350%	6/15/45	10,505	9,984
AT&T Mobility LLC	7.125%	12/15/31	7,665	10,272
Bellsouth Capital Funding Corp.	7.875%	2/15/30	7,165	9,707
Bellsouth Capital Funding Corp.	7.120%	7/15/97	350	438
BellSouth Corp.	6.875%	10/15/31	7,465	9,115
BellSouth Corp.	6.550%	6/15/34	2,680	3,164
BellSouth Corp.	6.000%	11/15/34	2,037	2,260
BellSouth Telecommunications LLC	6.375%	6/1/28	4,400	5,102
British Telecommunications plc	1.625%	6/28/16	4,400	4,432
British Telecommunications plc	1.250%	2/14/17	800	800
British Telecommunications plc	5.950%	1/15/18	17,150	19,169
British Telecommunications plc	2.350%	2/14/19	600	609
British Telecommunications plc	9.625%	12/15/30	22,495	37,026
CBS Corp.	1.950%	7/1/17	1,125	1,138
CBS Corp.	4.625%	5/15/18	4,909	5,318
CBS Corp.	2.300%	8/15/19	5,850	5,851
CBS Corp.	5.750%	4/15/20	10,060	11,562
CBS Corp.	4.300%	2/15/21	7,275	7,863

CBS Corp.	3.375%	3/1/22	6,055	6,165
CBS Corp.	3.700%	8/15/24	2,750	2,829
CBS Corp.	7.875%	7/30/30	1,939	2,689
CBS Corp.	5.500%	5/15/33	668	744
CBS Corp.	5.900%	10/15/40	1,025	1,217
CBS Corp.	4.850%	7/1/42	3,443	3,627
CBS Corp.	4.900%	8/15/44	10,250	10,849
CBS Corp.	4.600%	1/15/45	4,425	4,492
CC Holdings GS V LLC / Crown Castle GS III
Corp.	3.849%	4/15/23	10,931	11,051
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	7,256	10,544
Comcast Cable Communications LLC	8.875%	5/1/17	2,975	3,445
Comcast Corp.	4.950%	6/15/16	1,222	1,284
Comcast Corp.	6.500%	1/15/17	1,315	1,443
Comcast Corp.	6.300%	11/15/17	39,555	44,692
Comcast Corp.	5.875%	2/15/18	21,158	23,858
Comcast Corp.	5.700%	5/15/18	12,390	13,972
Comcast Corp.	5.700%	7/1/19	5,275	6,102
Comcast Corp.	5.150%	3/1/20	7,498	8,624
Comcast Corp.	3.125%	7/15/22	2,729	2,827
Comcast Corp.	2.850%	1/15/23	6,120	6,218
Comcast Corp.	3.375%	2/15/25	2,932	3,063
Comcast Corp.	4.250%	1/15/33	14,695	15,825
Comcast Corp.	7.050%	3/15/33	3,450	4,856
Comcast Corp.	4.200%	8/15/34	8,600	9,293
Comcast Corp.	5.650%	6/15/35	3,171	3,938
Comcast Corp.	6.500%	11/15/35	16,550	22,498
Comcast Corp.	6.450%	3/15/37	8,329	11,265
Comcast Corp.	6.950%	8/15/37	17,276	24,542
Comcast Corp.	6.400%	5/15/38	15,321	20,698
Comcast Corp.	6.550%	7/1/39	800	1,097
Comcast Corp.	6.400%	3/1/40	1,000	1,365
Comcast Corp.	4.650%	7/15/42	20,547	22,981
Comcast Corp.	4.500%	1/15/43	7,450	8,181
Comcast Corp.	4.750%	3/1/44	6,690	7,687
COX Communications Inc.	5.500%	10/1/15	525	537
Deutsche Telekom International Finance BV	6.750%	8/20/18	4,815	5,605
Deutsche Telekom International Finance BV	6.000%	7/8/19	8,575	9,939
Deutsche Telekom International Finance BV	8.750%	6/15/30	36,020	54,840
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	2.400%	3/15/17	15,500	15,785
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	23,695	27,302
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.200%	3/15/20	16,514	18,628
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.600%	2/15/21	7,315	7,966
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	3,790	4,216
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	21,461	22,243
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	9,875	11,673
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	9,722	11,023
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	4,862	5,734

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	22,585	23,607
Discovery Communications LLC	5.050%	6/1/20	15,450	17,205
Discovery Communications LLC	4.375%	6/15/21	4,900	5,282
Discovery Communications LLC	3.300%	5/15/22	6,850	6,884
Discovery Communications LLC	3.250%	4/1/23	2,500	2,490
Discovery Communications LLC	3.450%	3/15/25	3,500	3,497
Discovery Communications LLC	6.350%	6/1/40	295	363
Discovery Communications LLC	4.950%	5/15/42	8,300	8,751
Discovery Communications LLC	4.875%	4/1/43	1,075	1,127
Embarq Corp.	7.082%	6/1/16	9,482	10,058
Embarq Corp.	7.995%	6/1/36	10,785	12,865
Graham Holdings Co.	7.250%	2/1/19	3,225	3,648
Grupo Televisa SAB	6.625%	3/18/25	3,439	4,296
Grupo Televisa SAB	8.500%	3/11/32	585	823
Grupo Televisa SAB	6.625%	1/15/40	5,918	7,344
Grupo Televisa SAB	5.000%	5/13/45	8,150	8,421
GTE Corp.	8.750%	11/1/21	3,435	4,482
GTE Corp.	6.940%	4/15/28	13,105	16,786
Historic TW Inc.	9.150%	2/1/23	8,925	12,274
Historic TW Inc.	6.625%	5/15/29	7,950	10,233
Interpublic Group of Cos. Inc.	3.750%	2/15/23	5,800	5,971
Interpublic Group of Cos. Inc.	4.200%	4/15/24	16,600	17,611
Koninklijke KPN NV	8.375%	10/1/30	6,796	9,800
McGraw Hill Financial Inc.	5.900%	11/15/17	3,485	3,822
McGraw Hill Financial Inc.	6.550%	11/15/37	6,600	7,419
Moody's Corp.	2.750%	7/15/19	2,800	2,862
Moody's Corp.	5.500%	9/1/20	1,000	1,143
Moody's Corp.	4.500%	9/1/22	15,250	16,578
Moody's Corp.	4.875%	2/15/24	6,460	7,178
Moody's Corp.	5.250%	7/15/44	7,425	8,461
NBCUniversal Media LLC	2.875%	4/1/16	9,197	9,395
NBCUniversal Media LLC	5.150%	4/30/20	11,910	13,675
NBCUniversal Media LLC	4.375%	4/1/21	21,700	24,160
NBCUniversal Media LLC	2.875%	1/15/23	10,970	11,142
NBCUniversal Media LLC	6.400%	4/30/40	21,950	29,780
NBCUniversal Media LLC	5.950%	4/1/41	7,783	10,150
NBCUniversal Media LLC	4.450%	1/15/43	6,425	6,989
New Cingular Wireless Services Inc.	8.750%	3/1/31	145	218
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	2,125	2,132
Omnicom Group Inc.	5.900%	4/15/16	2,574	2,699
Omnicom Group Inc.	6.250%	7/15/19	20	23
Omnicom Group Inc.	4.450%	8/15/20	21,140	23,267
Omnicom Group Inc.	3.625%	5/1/22	23,578	24,740
Omnicom Group Inc.	3.650%	11/1/24	6,628	6,872
Orange SA	2.750%	9/14/16	8,843	9,047
Orange SA	5.375%	7/8/19	6,475	7,358
Orange SA	4.125%	9/14/21	17,030	18,645
Orange SA	9.000%	3/1/31	28,289	43,361
Orange SA	5.375%	1/13/42	9,655	11,094
Orange SA	5.500%	2/6/44	4,986	5,960
Qwest Corp.	6.500%	6/1/17	5,700	6,257
Qwest Corp.	6.750%	12/1/21	11,500	13,211
Qwest Corp.	7.250%	9/15/25	1,360	1,586
Qwest Corp.	6.875%	9/15/33	12,762	12,810
Qwest Corp.	7.125%	11/15/43	13,775	14,188
Reed Elsevier Capital Inc.	3.125%	10/15/22	18,518	18,586
Rogers Communications Inc.	6.800%	8/15/18	29,851	34,627

Rogers Communications Inc.	3.000%	3/15/23	3,175	3,162
Rogers Communications Inc.	7.500%	8/15/38	725	1,041
Rogers Communications Inc.	5.000%	3/15/44	17,342	19,036
Scripps Networks Interactive Inc.	2.700%	12/15/16	2,478	2,552
Scripps Networks Interactive Inc.	2.750%	11/15/19	5,850	5,894
Scripps Networks Interactive Inc.	3.900%	11/15/24	3,000	3,095
TCI Communications Inc.	7.875%	2/15/26	3,268	4,623
TCI Communications Inc.	7.125%	2/15/28	1,347	1,852
Telefonica Emisiones SAU	6.421%	6/20/16	14,510	15,418
Telefonica Emisiones SAU	6.221%	7/3/17	241	266
Telefonica Emisiones SAU	3.192%	4/27/18	15,650	16,293
Telefonica Emisiones SAU	5.877%	7/15/19	9,118	10,521
Telefonica Emisiones SAU	5.134%	4/27/20	13,280	14,962
Telefonica Emisiones SAU	5.462%	2/16/21	22,579	25,754
Telefonica Emisiones SAU	4.570%	4/27/23	14,525	15,928
Telefonica Emisiones SAU	7.045%	6/20/36	16,341	22,344
Telefonica Europe BV	8.250%	9/15/30	11,977	17,413
Thomson Reuters Corp.	1.300%	2/23/17	5,000	5,002
Thomson Reuters Corp.	1.650%	9/29/17	8,100	8,117
Thomson Reuters Corp.	4.700%	10/15/19	1,825	2,013
Thomson Reuters Corp.	4.300%	11/23/23	8,558	9,202
Thomson Reuters Corp.	3.850%	9/29/24	7,050	7,299
Thomson Reuters Corp.	5.500%	8/15/35	7,375	8,526
Thomson Reuters Corp.	5.850%	4/15/40	5,825	7,081
Thomson Reuters Corp.	4.500%	5/23/43	1,500	1,539
Thomson Reuters Corp.	5.650%	11/23/43	5,900	6,999
Time Warner Cable Inc.	5.850%	5/1/17	19,220	20,915
Time Warner Cable Inc.	6.750%	7/1/18	30,909	35,579
Time Warner Cable Inc.	8.750%	2/14/19	11,155	13,774
Time Warner Cable Inc.	8.250%	4/1/19	12,436	15,210
Time Warner Cable Inc.	5.000%	2/1/20	20,245	22,573
Time Warner Cable Inc.	4.125%	2/15/21	1,850	1,984
Time Warner Cable Inc.	4.000%	9/1/21	11,025	11,772
Time Warner Cable Inc.	6.550%	5/1/37	11,646	14,553
Time Warner Cable Inc.	7.300%	7/1/38	8,383	11,244
Time Warner Cable Inc.	6.750%	6/15/39	13,825	17,781
Time Warner Cable Inc.	5.875%	11/15/40	26,333	31,365
Time Warner Cable Inc.	5.500%	9/1/41	8,650	9,909
Time Warner Cable Inc.	4.500%	9/15/42	6,995	7,176
Time Warner Cos. Inc.	7.570%	2/1/24	1,680	2,187
Time Warner Cos. Inc.	6.950%	1/15/28	7,912	10,284
Time Warner Entertainment Co. LP	8.375%	3/15/23	2,605	3,502
Time Warner Entertainment Co. LP	8.375%	7/15/33	7,175	10,524
Time Warner Inc.	5.875%	11/15/16	18,535	19,962
Time Warner Inc.	2.100%	6/1/19	10,525	10,577
Time Warner Inc.	4.875%	3/15/20	5,515	6,184
Time Warner Inc.	4.700%	1/15/21	7,920	8,795
Time Warner Inc.	4.750%	3/29/21	6,876	7,672
Time Warner Inc.	4.000%	1/15/22	3,100	3,316
Time Warner Inc.	4.050%	12/15/23	525	562
Time Warner Inc.	3.550%	6/1/24	7,500	7,755
Time Warner Inc.	7.625%	4/15/31	14,390	20,164
Time Warner Inc.	7.700%	5/1/32	13,009	18,502
Time Warner Inc.	6.500%	11/15/36	6,650	8,631
Time Warner Inc.	6.200%	3/15/40	4,895	6,241
Time Warner Inc.	6.100%	7/15/40	10,976	13,869
Time Warner Inc.	6.250%	3/29/41	11,315	14,584
Time Warner Inc.	5.375%	10/15/41	2,275	2,665

Time Warner Inc.	4.900%	6/15/42	500	553
Time Warner Inc.	5.350%	12/15/43	1,985	2,313
Time Warner Inc.	4.650%	6/1/44	8,110	8,796
Verizon Communications Inc.	2.500%	9/15/16	13,707	14,000
Verizon Communications Inc.	2.000%	11/1/16	75	76
Verizon Communications Inc.	1.350%	6/9/17	9,500	9,495
Verizon Communications Inc.	1.100%	11/1/17	2,300	2,282
Verizon Communications Inc.	5.500%	2/15/18	22,652	25,145
Verizon Communications Inc.	6.100%	4/15/18	5,114	5,773
Verizon Communications Inc.	3.650%	9/14/18	38,714	41,122
Verizon Communications Inc.	6.350%	4/1/19	55,891	65,033
Verizon Communications Inc.	2.550%	6/17/19	50	51
Verizon Communications Inc.	2.625%	2/21/20	17,556	17,813
Verizon Communications Inc.	4.500%	9/15/20	29,020	31,948
Verizon Communications Inc.	3.450%	3/15/21	11,625	12,143
Verizon Communications Inc.	4.600%	4/1/21	13,100	14,517
Verizon Communications Inc.	3.000%	11/1/21	6,825	6,966
Verizon Communications Inc.	3.500%	11/1/21	11,950	12,489
Verizon Communications Inc.	2.450%	11/1/22	23,225	22,550
Verizon Communications Inc.	5.150%	9/15/23	83,165	95,341
Verizon Communications Inc.	4.150%	3/15/24	15,700	16,788
Verizon Communications Inc.	3.500%	11/1/24	12,275	12,495
Verizon Communications Inc.	7.750%	12/1/30	11,401	16,139
Verizon Communications Inc.	6.400%	9/15/33	21,025	26,307
Verizon Communications Inc.	5.050%	3/15/34	12,075	13,113
Verizon Communications Inc.	4.400%	11/1/34	17,425	17,591
Verizon Communications Inc.	5.850%	9/15/35	9,915	11,710
7 Verizon Communications Inc.	4.272%	1/15/36	44,700	44,365
Verizon Communications Inc.	6.250%	4/1/37	2,175	2,673
Verizon Communications Inc.	6.400%	2/15/38	5,852	7,296
Verizon Communications Inc.	6.900%	4/15/38	13,290	17,518
Verizon Communications Inc.	7.350%	4/1/39	7,689	10,523
Verizon Communications Inc.	6.000%	4/1/41	22,525	27,094
Verizon Communications Inc.	4.750%	11/1/41	7,290	7,528
Verizon Communications Inc.	3.850%	11/1/42	4,250	3,868
Verizon Communications Inc.	6.550%	9/15/43	53,777	69,526
Verizon Communications Inc.	4.862%	8/21/46	25,561	26,635
7 Verizon Communications Inc.	4.522%	9/15/48	33,858	33,538
Verizon Communications Inc.	5.012%	8/21/54	53,326	55,341
7 Verizon Communications Inc.	4.672%	3/15/55	51,760	50,341
Verizon Maryland LLC	5.125%	6/15/33	2,655	2,830
Verizon New England Inc.	7.875%	11/15/29	1,735	2,267
Verizon New York Inc.	7.375%	4/1/32	9,787	12,211
Viacom Inc.	6.250%	4/30/16	3,525	3,728
Viacom Inc.	2.500%	12/15/16	3,450	3,529
Viacom Inc.	3.500%	4/1/17	12,025	12,529
Viacom Inc.	6.125%	10/5/17	6,405	7,098
Viacom Inc.	2.500%	9/1/18	175	178
Viacom Inc.	2.200%	4/1/19	12,100	12,084
Viacom Inc.	5.625%	9/15/19	20,510	23,165
Viacom Inc.	3.875%	12/15/21	3,450	3,614
Viacom Inc.	4.250%	9/1/23	2,364	2,497
Viacom Inc.	3.875%	4/1/24	6,000	6,153
Viacom Inc.	4.850%	12/15/34	5,100	5,265
Viacom Inc.	6.875%	4/30/36	9,636	11,947
Viacom Inc.	4.500%	2/27/42	3,425	3,267
Viacom Inc.	4.375%	3/15/43	1,228	1,145
Viacom Inc.	5.850%	9/1/43	8,340	9,358

Viacom Inc.	5.250%	4/1/44	10,350	11,046
Vodafone Group plc	5.625%	2/27/17	13,056	14,106
Vodafone Group plc	1.625%	3/20/17	24,025	24,178
Vodafone Group plc	1.250%	9/26/17	20,390	20,264
Vodafone Group plc	1.500%	2/19/18	3,200	3,197
Vodafone Group plc	4.625%	7/15/18	200	218
Vodafone Group plc	5.450%	6/10/19	8,225	9,337
Vodafone Group plc	4.375%	3/16/21	3,000	3,317
Vodafone Group plc	2.500%	9/26/22	6,025	5,817
Vodafone Group plc	2.950%	2/19/23	9,115	8,970
Vodafone Group plc	7.875%	2/15/30	780	1,070
Vodafone Group plc	6.250%	11/30/32	7,775	9,508
Vodafone Group plc	6.150%	2/27/37	8,513	10,365
Vodafone Group plc	4.375%	2/19/43	9,720	9,547
Walt Disney Co.	1.350%	8/16/16	2,200	2,224
Walt Disney Co.	5.625%	9/15/16	5,775	6,197
Walt Disney Co.	1.125%	2/15/17	4,821	4,857
Walt Disney Co.	0.875%	5/30/17	5,725	5,725
Walt Disney Co.	1.100%	12/1/17	10,408	10,417
Walt Disney Co.	5.875%	12/15/17	5,360	6,033
Walt Disney Co.	1.850%	5/30/19	7,725	7,794
Walt Disney Co.	2.750%	8/16/21	11,318	11,764
Walt Disney Co.	2.550%	2/15/22	5,586	5,663
Walt Disney Co.	2.350%	12/1/22	5,768	5,752
Walt Disney Co.	7.000%	3/1/32	1,993	2,917
Walt Disney Co.	4.375%	8/16/41	3,560	4,088
Walt Disney Co.	4.125%	12/1/41	12,925	14,111
Walt Disney Co.	3.700%	12/1/42	5,654	5,795
Walt Disney Co.	4.125%	6/1/44	9,250	10,216
WPP Finance 2010	4.750%	11/21/21	12,689	14,273
WPP Finance 2010	3.625%	9/7/22	10,981	11,419
WPP Finance 2010	3.750%	9/19/24	2,000	2,084
WPP Finance 2010	5.625%	11/15/43	2,000	2,367
Consumer Cyclical (1.7%)
Advance Auto Parts Inc.	4.500%	1/15/22	3,150	3,382
Advance Auto Parts Inc.	4.500%	12/1/23	6,121	6,565
7 Alibaba Group Holding Ltd.	1.625%	11/28/17	14,145	14,168
7 Alibaba Group Holding Ltd.	2.500%	11/28/19	24,125	24,077
7 Alibaba Group Holding Ltd.	3.125%	11/28/21	13,100	13,080
7 Alibaba Group Holding Ltd.	3.600%	11/28/24	11,700	11,757
7 Alibaba Group Holding Ltd.	4.500%	11/28/34	7,050	7,207
Amazon.com Inc.	1.200%	11/29/17	5,025	5,022
Amazon.com Inc.	2.600%	12/5/19	12,869	13,173
Amazon.com Inc.	3.300%	12/5/21	9,800	10,183
Amazon.com Inc.	2.500%	11/29/22	21,321	20,897
Amazon.com Inc.	3.800%	12/5/24	6,430	6,765
Amazon.com Inc.	4.800%	12/5/34	10,550	11,544
Amazon.com Inc.	4.950%	12/5/44	11,650	12,772
American Honda Finance Corp.	1.125%	10/7/16	11,450	11,519
American Honda Finance Corp.	1.200%	7/14/17	5,250	5,263
American Honda Finance Corp.	1.550%	12/11/17	22,975	23,137
American Honda Finance Corp.	2.125%	10/10/18	6,640	6,754
American Honda Finance Corp.	2.250%	8/15/19	9,975	10,141
AutoNation Inc.	6.750%	4/15/18	3,300	3,708
AutoZone Inc.	1.300%	1/13/17	1,350	1,356
AutoZone Inc.	7.125%	8/1/18	7,950	9,263
AutoZone Inc.	3.700%	4/15/22	9,971	10,410

AutoZone Inc.	2.875%	1/15/23	3,560	3,503
AutoZone Inc.	3.125%	7/15/23	375	374
Bed Bath & Beyond Inc.	3.749%	8/1/24	1,575	1,636
Bed Bath & Beyond Inc.	4.915%	8/1/34	2,100	2,266
Bed Bath & Beyond Inc.	5.165%	8/1/44	6,775	7,460
BorgWarner Inc.	4.625%	9/15/20	1,000	1,107
BorgWarner Inc.	3.375%	3/15/25	3,000	3,080
BorgWarner Inc.	4.375%	3/15/45	3,515	3,645
Brinker International Inc.	2.600%	5/15/18	4,675	4,705
Brinker International Inc.	3.875%	5/15/23	9,800	9,803
Carnival Corp.	1.200%	2/5/16	4,662	4,670
Carnival Corp.	1.875%	12/15/17	300	301
Carnival Corp.	3.950%	10/15/20	830	881
Coach Inc.	4.250%	4/1/25	4,100	4,153
Costco Wholesale Corp.	5.500%	3/15/17	11,852	12,939
Costco Wholesale Corp.	1.125%	12/15/17	3,850	3,852
Costco Wholesale Corp.	1.700%	12/15/19	10,788	10,790
Costco Wholesale Corp.	1.750%	2/15/20	5,475	5,456
Costco Wholesale Corp.	2.250%	2/15/22	2,000	1,996
Cummins Inc.	3.650%	10/1/23	4,425	4,749
Cummins Inc.	4.875%	10/1/43	5,325	6,319
CVS Health Corp.	6.125%	8/15/16	1,161	1,242
CVS Health Corp.	1.200%	12/5/16	600	604
CVS Health Corp.	5.750%	6/1/17	5,742	6,306
CVS Health Corp.	2.250%	12/5/18	18,150	18,521
CVS Health Corp.	2.250%	8/12/19	24,630	25,024
CVS Health Corp.	4.750%	5/18/20	725	815
CVS Health Corp.	2.750%	12/1/22	10,275	10,324
CVS Health Corp.	4.000%	12/5/23	8,948	9,690
CVS Health Corp.	3.375%	8/12/24	14,500	15,024
CVS Health Corp.	6.125%	9/15/39	3,650	4,779
CVS Health Corp.	5.750%	5/15/41	1,361	1,735
CVS Health Corp.	5.300%	12/5/43	8,745	10,661
7 Daimler Finance North America LLC	2.625%	9/15/16	5,050	5,160
Daimler Finance North America LLC	8.500%	1/18/31	11,842	18,748
Darden Restaurants Inc.	6.450%	10/15/17	8,200	9,076
Delphi Corp.	4.150%	3/15/24	5,750	6,117
Dollar General Corp.	4.125%	7/15/17	1,250	1,315
Dollar General Corp.	3.250%	4/15/23	17,505	17,033
eBay Inc.	1.350%	7/15/17	11,256	11,250
eBay Inc.	2.200%	8/1/19	8,400	8,422
eBay Inc.	3.250%	10/15/20	4,130	4,266
eBay Inc.	2.875%	8/1/21	6,350	6,368
eBay Inc.	2.600%	7/15/22	5,675	5,423
eBay Inc.	3.450%	8/1/24	5,350	5,283
eBay Inc.	4.000%	7/15/42	3,368	2,939
Expedia Inc.	5.950%	8/15/20	6,550	7,380
Expedia Inc.	4.500%	8/15/24	3,270	3,305
Family Dollar Stores Inc.	5.000%	2/1/21	2,650	2,787
Ford Holdings LLC	9.300%	3/1/30	4,525	6,923
Ford Motor Co.	6.625%	10/1/28	5,146	6,587
Ford Motor Co.	6.375%	2/1/29	6,044	7,461
Ford Motor Co.	7.450%	7/16/31	19,820	27,280
Ford Motor Co.	4.750%	1/15/43	4,391	4,779
Ford Motor Co.	7.400%	11/1/46	5,325	7,930
Ford Motor Credit Co. LLC	4.207%	4/15/16	10,150	10,456
Ford Motor Credit Co. LLC	1.700%	5/9/16	9,675	9,722
Ford Motor Credit Co. LLC	3.984%	6/15/16	6,850	7,060

Ford Motor Credit Co. LLC	8.000%	12/15/16	10,285	11,395
Ford Motor Credit Co. LLC	4.250%	2/3/17	9,050	9,504
Ford Motor Credit Co. LLC	1.461%	3/27/17	2,000	2,000
Ford Motor Credit Co. LLC	3.000%	6/12/17	12,250	12,640
Ford Motor Credit Co. LLC	6.625%	8/15/17	13,573	15,081
Ford Motor Credit Co. LLC	1.724%	12/6/17	10,300	10,282
Ford Motor Credit Co. LLC	2.145%	1/9/18	1,500	1,516
Ford Motor Credit Co. LLC	2.375%	1/16/18	10,563	10,744
Ford Motor Credit Co. LLC	5.000%	5/15/18	18,920	20,639
Ford Motor Credit Co. LLC	2.875%	10/1/18	7,595	7,828
Ford Motor Credit Co. LLC	2.375%	3/12/19	23,905	24,178
Ford Motor Credit Co. LLC	2.597%	11/4/19	9,200	9,309
Ford Motor Credit Co. LLC	8.125%	1/15/20	18,545	23,172
Ford Motor Credit Co. LLC	2.459%	3/27/20	1,800	1,798
Ford Motor Credit Co. LLC	5.750%	2/1/21	23,950	27,828
Ford Motor Credit Co. LLC	5.875%	8/2/21	22,979	27,000
Ford Motor Credit Co. LLC	3.219%	1/9/22	6,400	6,521
Ford Motor Credit Co. LLC	4.250%	9/20/22	10,365	11,110
Ford Motor Credit Co. LLC	4.375%	8/6/23	21,545	23,301
Ford Motor Credit Co. LLC	3.664%	9/8/24	3,000	3,085
Gap Inc.	5.950%	4/12/21	9,151	10,451
Home Depot Inc.	2.000%	6/15/19	8,350	8,493
Home Depot Inc.	3.950%	9/15/20	4,800	5,289
Home Depot Inc.	4.400%	4/1/21	37,498	42,202
Home Depot Inc.	2.700%	4/1/23	3,675	3,733
Home Depot Inc.	3.750%	2/15/24	8,783	9,563
Home Depot Inc.	5.875%	12/16/36	18,438	24,392
Home Depot Inc.	5.400%	9/15/40	4,668	5,802
Home Depot Inc.	5.950%	4/1/41	13,483	17,926
Home Depot Inc.	4.200%	4/1/43	13,800	15,029
Home Depot Inc.	4.875%	2/15/44	8,399	10,044
Home Depot Inc.	4.400%	3/15/45	3,950	4,419
Host Hotels & Resorts LP	6.000%	10/1/21	15,075	17,458
Host Hotels & Resorts LP	5.250%	3/15/22	5,000	5,541
Host Hotels & Resorts LP	4.750%	3/1/23	7,450	8,029
Host Hotels & Resorts LP	3.750%	10/15/23	2,160	2,187
Hyatt Hotels Corp.	3.875%	8/15/16	1,475	1,526
Hyatt Hotels Corp.	5.375%	8/15/21	1,322	1,505
Hyatt Hotels Corp.	3.375%	7/15/23	2,881	2,909
Johnson Controls Inc.	5.000%	3/30/20	21,287	23,729
Johnson Controls Inc.	3.750%	12/1/21	50	53
Johnson Controls Inc.	6.000%	1/15/36	2,100	2,605
Johnson Controls Inc.	5.700%	3/1/41	1,300	1,588
Johnson Controls Inc.	5.250%	12/1/41	5,183	5,926
Johnson Controls Inc.	4.625%	7/2/44	1,000	1,073
Johnson Controls Inc.	4.950%	7/2/64	4,650	4,988
Kohl's Corp.	6.250%	12/15/17	2,725	3,036
Kohl's Corp.	4.000%	11/1/21	5,725	6,090
Kohl's Corp.	3.250%	2/1/23	2,518	2,511
Kohl's Corp.	6.000%	1/15/33	3,982	4,586
Kohl's Corp.	6.875%	12/15/37	743	964
Lowe's Cos. Inc.	2.125%	4/15/16	150	152
Lowe's Cos. Inc.	5.400%	10/15/16	14,740	15,767
Lowe's Cos. Inc.	1.625%	4/15/17	7,035	7,138
Lowe's Cos. Inc.	6.100%	9/15/17	3,350	3,761
Lowe's Cos. Inc.	4.625%	4/15/20	75	83
Lowe's Cos. Inc.	3.800%	11/15/21	2,575	2,800
Lowe's Cos. Inc.	3.120%	4/15/22	5,200	5,424

Lowe's Cos. Inc.	3.875%	9/15/23	9,183	10,021
Lowe's Cos. Inc.	3.125%	9/15/24	20,925	21,573
Lowe's Cos. Inc.	6.875%	2/15/28	560	758
Lowe's Cos. Inc.	6.500%	3/15/29	3,694	4,846
Lowe's Cos. Inc.	5.500%	10/15/35	318	393
Lowe's Cos. Inc.	5.800%	10/15/36	8,549	10,963
Lowe's Cos. Inc.	5.800%	4/15/40	1,075	1,392
Lowe's Cos. Inc.	5.125%	11/15/41	5,750	6,978
Lowe's Cos. Inc.	4.650%	4/15/42	15,248	17,433
Lowe's Cos. Inc.	5.000%	9/15/43	2,575	3,096
Lowe's Cos. Inc.	4.250%	9/15/44	6,825	7,382
Macy's Retail Holdings Inc.	5.900%	12/1/16	10,415	11,243
Macy's Retail Holdings Inc.	7.450%	7/15/17	4,950	5,589
Macy's Retail Holdings Inc.	3.875%	1/15/22	12,618	13,433
Macy's Retail Holdings Inc.	2.875%	2/15/23	1,780	1,771
Macy's Retail Holdings Inc.	6.650%	7/15/24	80	100
Macy's Retail Holdings Inc.	6.900%	4/1/29	16,110	20,976
Macy's Retail Holdings Inc.	6.900%	1/15/32	25	33
Macy's Retail Holdings Inc.	6.700%	7/15/34	268	359
Macy's Retail Holdings Inc.	4.500%	12/15/34	13,250	14,002
Macy's Retail Holdings Inc.	6.375%	3/15/37	8,975	11,744
Macy's Retail Holdings Inc.	5.125%	1/15/42	1,165	1,305
Macy's Retail Holdings Inc.	4.300%	2/15/43	3,618	3,673
Magna International Inc.	3.625%	6/15/24	6,200	6,408
Marriott International Inc.	6.200%	6/15/16	1,500	1,592
Marriott International Inc.	6.375%	6/15/17	1,750	1,929
Marriott International Inc.	3.000%	3/1/19	2,721	2,813
Marriott International Inc.	3.375%	10/15/20	9,658	10,096
Marriott International Inc.	3.125%	10/15/21	6,292	6,473
MasterCard Inc.	2.000%	4/1/19	6,875	7,012
MasterCard Inc.	3.375%	4/1/24	10,220	10,742
McDonald's Corp.	0.750%	5/29/15	2,750	2,752
McDonald's Corp.	5.300%	3/15/17	3,350	3,620
McDonald's Corp.	5.800%	10/15/17	5,780	6,451
McDonald's Corp.	5.350%	3/1/18	9,425	10,495
McDonald's Corp.	5.000%	2/1/19	4,150	4,673
McDonald's Corp.	1.875%	5/29/19	7,100	7,177
McDonald's Corp.	3.500%	7/15/20	100	108
McDonald's Corp.	2.625%	1/15/22	5,880	5,973
McDonald's Corp.	3.250%	6/10/24	1,530	1,590
McDonald's Corp.	6.300%	10/15/37	3,353	4,403
McDonald's Corp.	6.300%	3/1/38	8,800	11,615
McDonald's Corp.	5.700%	2/1/39	6,452	8,038
McDonald's Corp.	3.700%	2/15/42	6,419	6,357
McDonald's Corp.	3.625%	5/1/43	6,833	6,712
Metropolitan Museum of Art	3.400%	7/1/45	3,400	3,308
NIKE Inc.	2.250%	5/1/23	805	801
NIKE Inc.	3.625%	5/1/43	1,718	1,720
Nordstrom Inc.	6.250%	1/15/18	8,105	9,142
Nordstrom Inc.	4.750%	5/1/20	2,875	3,240
Nordstrom Inc.	4.000%	10/15/21	14,516	15,778
Nordstrom Inc.	6.950%	3/15/28	2,925	3,892
Nordstrom Inc.	5.000%	1/15/44	4,610	5,301
NVR Inc.	3.950%	9/15/22	5,511	5,768
O'Reilly Automotive Inc.	4.875%	1/14/21	900	1,007
O'Reilly Automotive Inc.	4.625%	9/15/21	5,343	5,906
O'Reilly Automotive Inc.	3.800%	9/1/22	4,881	5,099
O'Reilly Automotive Inc.	3.850%	6/15/23	1,400	1,463

PACCAR Financial Corp.	1.150%	8/16/16	10,100	10,176
PACCAR Financial Corp.	1.600%	3/15/17	1,165	1,179
PACCAR Financial Corp.	1.100%	6/6/17	500	501
PACCAR Financial Corp.	1.400%	11/17/17	3,230	3,256
PACCAR Financial Corp.	1.450%	3/9/18	3,175	3,191
PACCAR Financial Corp.	2.200%	9/15/19	2,350	2,392
Priceline Group Inc.	3.650%	3/15/25	1,200	1,221
QVC Inc.	3.125%	4/1/19	3,100	3,122
QVC Inc.	5.125%	7/2/22	1,510	1,607
QVC Inc.	4.375%	3/15/23	1,550	1,579
QVC Inc.	4.850%	4/1/24	6,658	6,913
QVC Inc.	5.450%	8/15/34	2,750	2,725
QVC Inc.	5.950%	3/15/43	4,478	4,584
Ralph Lauren Corp.	2.125%	9/26/18	2,900	2,948
Ross Stores Inc.	3.375%	9/15/24	2,100	2,150
Signet UK Finance plc	4.700%	6/15/24	3,400	3,483
Staples Inc.	2.750%	1/12/18	9,600	9,610
Staples Inc.	4.375%	1/12/23	3,700	3,682
Starbucks Corp.	0.875%	12/5/16	6,725	6,742
Starbucks Corp.	2.000%	12/5/18	4,625	4,714
Starbucks Corp.	3.850%	10/1/23	5,500	6,007
Starwood Hotels & Resorts Worldwide Inc.	6.750%	5/15/18	510	584
Starwood Hotels & Resorts Worldwide Inc.	3.125%	2/15/23	3,216	3,193
Starwood Hotels & Resorts Worldwide Inc.	4.500%	10/1/34	2,650	2,760
Target Corp.	5.875%	7/15/16	10,300	10,980
Target Corp.	5.375%	5/1/17	9,305	10,154
Target Corp.	6.000%	1/15/18	10,250	11,579
Target Corp.	2.300%	6/26/19	8,060	8,254
Target Corp.	3.875%	7/15/20	2,650	2,907
Target Corp.	2.900%	1/15/22	10,040	10,339
Target Corp.	3.500%	7/1/24	10,750	11,403
Target Corp.	6.350%	11/1/32	7,645	10,165
Target Corp.	6.500%	10/15/37	8,617	11,991
Target Corp.	7.000%	1/15/38	7,075	10,313
Target Corp.	4.000%	7/1/42	12,894	13,674
7 Tiffany & Co.	3.800%	10/1/24	2,275	2,315
7 Tiffany & Co.	4.900%	10/1/44	2,400	2,469
TJX Cos. Inc.	6.950%	4/15/19	17,610	21,006
TJX Cos. Inc.	2.750%	6/15/21	2,075	2,119
TJX Cos. Inc.	2.500%	5/15/23	50	49
Toyota Motor Credit Corp.	2.000%	9/15/16	9,838	10,020
Toyota Motor Credit Corp.	2.050%	1/12/17	18,400	18,792
Toyota Motor Credit Corp.	1.125%	5/16/17	6,975	6,996
Toyota Motor Credit Corp.	1.250%	10/5/17	6,300	6,320
Toyota Motor Credit Corp.	1.375%	1/10/18	12,668	12,693
Toyota Motor Credit Corp.	1.450%	1/12/18	7,900	7,934
Toyota Motor Credit Corp.	2.000%	10/24/18	5,875	5,972
Toyota Motor Credit Corp.	2.100%	1/17/19	6,175	6,283
Toyota Motor Credit Corp.	2.125%	7/18/19	14,925	15,141
Toyota Motor Credit Corp.	2.150%	3/12/20	18,000	18,167
Toyota Motor Credit Corp.	4.500%	6/17/20	5,400	6,068
Toyota Motor Credit Corp.	4.250%	1/11/21	4,075	4,524
Toyota Motor Credit Corp.	2.750%	5/17/21	7,250	7,485
Toyota Motor Credit Corp.	3.400%	9/15/21	8,636	9,190
Toyota Motor Credit Corp.	3.300%	1/12/22	16,440	17,422
Toyota Motor Credit Corp.	2.625%	1/10/23	13,625	13,735
VF Corp.	5.950%	11/1/17	3,950	4,423
VF Corp.	3.500%	9/1/21	8,000	8,625

VF Corp.	6.450%	11/1/37	2,416	3,341
Wal-Mart Stores Inc.	2.800%	4/15/16	372	381
Wal-Mart Stores Inc.	5.375%	4/5/17	2,150	2,345
Wal-Mart Stores Inc.	5.800%	2/15/18	15,200	17,201
Wal-Mart Stores Inc.	1.125%	4/11/18	1,651	1,654
Wal-Mart Stores Inc.	3.625%	7/8/20	41,293	44,958
Wal-Mart Stores Inc.	3.250%	10/25/20	29,950	32,079
Wal-Mart Stores Inc.	4.250%	4/15/21	9,369	10,489
Wal-Mart Stores Inc.	2.550%	4/11/23	12,670	12,743
Wal-Mart Stores Inc.	3.300%	4/22/24	9,095	9,605
Wal-Mart Stores Inc.	5.875%	4/5/27	20,980	27,365
Wal-Mart Stores Inc.	7.550%	2/15/30	13,765	20,801
Wal-Mart Stores Inc.	5.250%	9/1/35	13,501	16,662
Wal-Mart Stores Inc.	6.500%	8/15/37	29,967	41,870
Wal-Mart Stores Inc.	6.200%	4/15/38	5,819	7,909
Wal-Mart Stores Inc.	5.625%	4/1/40	5,400	6,953
Wal-Mart Stores Inc.	4.875%	7/8/40	4,975	5,850
Wal-Mart Stores Inc.	5.000%	10/25/40	5,760	6,897
Wal-Mart Stores Inc.	5.625%	4/15/41	31,976	41,584
Wal-Mart Stores Inc.	4.000%	4/11/43	10,081	10,629
Wal-Mart Stores Inc.	4.750%	10/2/43	11,090	12,984
Wal-Mart Stores Inc.	4.300%	4/22/44	8,500	9,521
Walgreen Co.	1.800%	9/15/17	9,545	9,649
Walgreen Co.	5.250%	1/15/19	4,425	4,953
Walgreen Co.	3.100%	9/15/22	13,378	13,484
Walgreen Co.	4.400%	9/15/42	7,475	7,622
Walgreens Boots Alliance Inc.	1.750%	11/17/17	5,000	5,043
Walgreens Boots Alliance Inc.	2.700%	11/18/19	11,695	11,963
Walgreens Boots Alliance Inc.	3.300%	11/18/21	20,000	20,618
Walgreens Boots Alliance Inc.	3.800%	11/18/24	12,212	12,609
Walgreens Boots Alliance Inc.	4.500%	11/18/34	720	761
Walgreens Boots Alliance Inc.	4.800%	11/18/44	18,170	19,627
Western Union Co.	5.930%	10/1/16	3,525	3,756
Western Union Co.	5.253%	4/1/20	3,946	4,365
Western Union Co.	6.200%	11/17/36	5,973	6,274
Western Union Co.	6.200%	6/21/40	5,225	5,438
Wyndham Worldwide Corp.	2.950%	3/1/17	900	919
Wyndham Worldwide Corp.	2.500%	3/1/18	1,800	1,815
Wyndham Worldwide Corp.	4.250%	3/1/22	12,908	13,432
Wyndham Worldwide Corp.	3.900%	3/1/23	2,300	2,347
Yum! Brands Inc.	6.250%	4/15/16	3,535	3,722
Yum! Brands Inc.	6.250%	3/15/18	1,325	1,488
Yum! Brands Inc.	3.875%	11/1/20	860	914
Yum! Brands Inc.	6.875%	11/15/37	3,543	4,652
Yum! Brands Inc.	5.350%	11/1/43	2,750	3,049
Consumer Noncyclical (3.5%)
Abbott Laboratories	5.125%	4/1/19	20,451	23,043
Abbott Laboratories	2.000%	3/15/20	6,500	6,529
Abbott Laboratories	4.125%	5/27/20	9,478	10,504
Abbott Laboratories	2.550%	3/15/22	4,000	4,018
Abbott Laboratories	2.950%	3/15/25	8,000	8,096
Abbott Laboratories	6.150%	11/30/37	3,861	5,276
Abbott Laboratories	6.000%	4/1/39	1,175	1,571
Abbott Laboratories	5.300%	5/27/40	803	1,019
AbbVie Inc.	1.750%	11/6/17	28,725	28,830
AbbVie Inc.	2.000%	11/6/18	12,850	12,909
AbbVie Inc.	2.900%	11/6/22	18,863	18,672

AbbVie Inc.	4.400%	11/6/42	22,469	23,246
Actavis Funding SCS	1.850%	3/1/17	10,765	10,844
Actavis Funding SCS	1.300%	6/15/17	14,750	14,664
Actavis Funding SCS	2.350%	3/12/18	18,000	18,229
Actavis Funding SCS	3.000%	3/12/20	17,872	18,238
Actavis Funding SCS	3.450%	3/15/22	26,754	27,284
Actavis Funding SCS	3.850%	6/15/24	5,975	6,171
Actavis Funding SCS	3.800%	3/15/25	26,302	27,099
Actavis Funding SCS	4.550%	3/15/35	15,403	16,084
Actavis Funding SCS	4.850%	6/15/44	16,630	17,739
Actavis Funding SCS	4.750%	3/15/45	17,550	18,598
Actavis Inc.	1.875%	10/1/17	9,065	9,087
Actavis Inc.	6.125%	8/15/19	5,375	6,142
Actavis Inc.	3.250%	10/1/22	18,423	18,386
Actavis Inc.	4.625%	10/1/42	5,513	5,659
Agilent Technologies Inc.	5.000%	7/15/20	4,400	4,798
Agilent Technologies Inc.	3.200%	10/1/22	6,200	6,119
Agilent Technologies Inc.	3.875%	7/15/23	3,656	3,751
Allergan Inc.	5.750%	4/1/16	4,521	4,732
Allergan Inc.	3.375%	9/15/20	3,335	3,456
Allergan Inc.	2.800%	3/15/23	4,250	4,077
Altria Group Inc.	9.250%	8/6/19	11,270	14,458
Altria Group Inc.	2.625%	1/14/20	7,600	7,719
Altria Group Inc.	4.750%	5/5/21	11,560	12,891
Altria Group Inc.	2.850%	8/9/22	15,650	15,557
Altria Group Inc.	2.950%	5/2/23	7,860	7,849
Altria Group Inc.	4.000%	1/31/24	7,855	8,433
Altria Group Inc.	9.950%	11/10/38	5,484	9,426
Altria Group Inc.	10.200%	2/6/39	12,135	21,463
Altria Group Inc.	4.250%	8/9/42	15,697	15,703
Altria Group Inc.	4.500%	5/2/43	10,592	10,975
Altria Group Inc.	5.375%	1/31/44	11,425	13,300
AmerisourceBergen Corp.	4.875%	11/15/19	5,380	6,031
AmerisourceBergen Corp.	3.500%	11/15/21	7,169	7,583
AmerisourceBergen Corp.	3.400%	5/15/24	5,700	5,853
AmerisourceBergen Corp.	3.250%	3/1/25	4,975	5,038
AmerisourceBergen Corp.	4.250%	3/1/45	4,775	5,010
Amgen Inc.	2.300%	6/15/16	11,269	11,440
Amgen Inc.	2.500%	11/15/16	9,772	10,012
Amgen Inc.	2.125%	5/15/17	7,435	7,572
Amgen Inc.	5.850%	6/1/17	8,745	9,602
Amgen Inc.	5.700%	2/1/19	21,075	24,074
Amgen Inc.	2.200%	5/22/19	11,318	11,463
Amgen Inc.	3.450%	10/1/20	7,700	8,103
Amgen Inc.	4.100%	6/15/21	11,805	12,801
Amgen Inc.	3.875%	11/15/21	10,955	11,781
Amgen Inc.	3.625%	5/15/22	12,789	13,481
Amgen Inc.	3.625%	5/22/24	9,990	10,477
Amgen Inc.	6.375%	6/1/37	2,818	3,644
Amgen Inc.	6.900%	6/1/38	11,080	15,303
Amgen Inc.	6.400%	2/1/39	12,571	16,286
Amgen Inc.	5.750%	3/15/40	4,955	6,033
Amgen Inc.	4.950%	10/1/41	4,270	4,774
Amgen Inc.	5.150%	11/15/41	28,180	32,211
Amgen Inc.	5.650%	6/15/42	8,690	10,644
Anheuser-Busch Cos. LLC	5.600%	3/1/17	8,850	9,639
Anheuser-Busch Cos. LLC	5.500%	1/15/18	12,448	13,858
Anheuser-Busch Cos. LLC	6.800%	8/20/32	2,275	3,113

Anheuser-Busch Cos. LLC	5.950%	1/15/33	10	13
Anheuser-Busch Cos. LLC	5.750%	4/1/36	5,995	7,439
Anheuser-Busch Cos. LLC	6.450%	9/1/37	670	889
Anheuser-Busch InBev Finance Inc.	1.125%	1/27/17	1,475	1,483
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	8,450	8,453
Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	20,000	20,350
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	26,396	25,983
Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	11,950	12,641
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	9,415	9,594
Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	6,400	7,084
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	14,563	14,657
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	14,962	18,096
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	6,900	8,372
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	28,707	33,076
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	10,340	11,787
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	6,350	7,066
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	19,399	19,144
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	2,818	4,417
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	10,603	13,921
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	21,455	20,821
Archer-Daniels-Midland Co.	8.375%	4/15/17	525	602
Archer-Daniels-Midland Co.	5.450%	3/15/18	8,900	9,969
Archer-Daniels-Midland Co.	4.479%	3/1/21	5,100	5,717
Archer-Daniels-Midland Co.	5.935%	10/1/32	4,275	5,518
Archer-Daniels-Midland Co.	5.375%	9/15/35	3,618	4,466
Archer-Daniels-Midland Co.	5.765%	3/1/41	8,285	10,859
Archer-Daniels-Midland Co.	4.535%	3/26/42	18	21
Archer-Daniels-Midland Co.	4.016%	4/16/43	3,565	3,699
4 Ascension Health	4.847%	11/15/53	9,100	10,635
AstraZeneca plc	5.900%	9/15/17	3,208	3,571
AstraZeneca plc	1.950%	9/18/19	4,780	4,810
AstraZeneca plc	6.450%	9/15/37	28,261	38,455
AstraZeneca plc	4.000%	9/18/42	9,806	10,173
Baptist Health South Florida Obligated Group
Revenue	4.590%	8/15/21	1,000	1,105
Baxter International Inc.	5.900%	9/1/16	1,700	1,815
Baxter International Inc.	5.375%	6/1/18	5,000	5,588
Baxter International Inc.	1.850%	6/15/18	10,675	10,742
Baxter International Inc.	2.400%	8/15/22	3,895	3,757
Baxter International Inc.	3.200%	6/15/23	5,000	5,065
Baxter International Inc.	6.250%	12/1/37	3,925	5,270
Baxter International Inc.	3.650%	8/15/42	6,278	6,018
Beam Suntory Inc.	1.875%	5/15/17	1,025	1,033
Beam Suntory Inc.	1.750%	6/15/18	2,775	2,785
Beam Suntory Inc.	3.250%	5/15/22	2,050	2,067
Beam Suntory Inc.	3.250%	6/15/23	550	554
Becton Dickinson & Co.	1.750%	11/8/16	1,700	1,720
Becton Dickinson & Co.	1.800%	12/15/17	13,216	13,329
Becton Dickinson & Co.	5.000%	5/15/19	1,475	1,650
Becton Dickinson & Co.	2.675%	12/15/19	10,023	10,254
Becton Dickinson & Co.	3.250%	11/12/20	6,325	6,576
Becton Dickinson & Co.	3.125%	11/8/21	18,693	19,220
Becton Dickinson & Co.	3.734%	12/15/24	12,450	13,042
Becton Dickinson & Co.	6.000%	5/15/39	2,320	2,946
Becton Dickinson & Co.	5.000%	11/12/40	175	200
Becton Dickinson & Co.	4.685%	12/15/44	10,800	11,747
Biogen Inc.	6.875%	3/1/18	10,325	11,880
Boston Scientific Corp.	5.125%	1/12/17	10,180	10,814

Boston Scientific Corp.	2.650%	10/1/18	5,650	5,713
Boston Scientific Corp.	6.000%	1/15/20	12,309	14,209
Boston Scientific Corp.	4.125%	10/1/23	2,650	2,801
Boston Scientific Corp.	7.000%	11/15/35	6,400	8,292
Boston Scientific Corp.	7.375%	1/15/40	2,390	3,222
Bottling Group LLC	5.500%	4/1/16	19,085	20,018
Bottling Group LLC	5.125%	1/15/19	5,425	6,111
Bristol-Myers Squibb Co.	0.875%	8/1/17	9,875	9,843
Bristol-Myers Squibb Co.	1.750%	3/1/19	1,750	1,757
Bristol-Myers Squibb Co.	2.000%	8/1/22	8,015	7,738
Bristol-Myers Squibb Co.	7.150%	6/15/23	400	531
Bristol-Myers Squibb Co.	3.250%	11/1/23	2,975	3,125
Bristol-Myers Squibb Co.	6.800%	11/15/26	3,138	4,237
Bristol-Myers Squibb Co.	5.875%	11/15/36	13,857	18,027
Bristol-Myers Squibb Co.	6.125%	5/1/38	3,468	4,649
Bristol-Myers Squibb Co.	3.250%	8/1/42	4,411	4,124
Bristol-Myers Squibb Co.	6.875%	8/1/97	1,030	1,522
Brown-Forman Corp.	1.000%	1/15/18	1,275	1,264
Brown-Forman Corp.	2.250%	1/15/23	2,435	2,357
Brown-Forman Corp.	3.750%	1/15/43	2,675	2,676
Bunge Ltd. Finance Corp.	8.500%	6/15/19	14,450	17,813
Campbell Soup Co.	3.050%	7/15/17	1,275	1,322
Campbell Soup Co.	4.250%	4/15/21	3,850	4,215
Campbell Soup Co.	2.500%	8/2/22	3,575	3,488
Campbell Soup Co.	3.300%	3/19/25	3,975	4,039
Campbell Soup Co.	3.800%	8/2/42	3,228	3,016
Cardinal Health Inc.	1.700%	3/15/18	3,325	3,340
Cardinal Health Inc.	4.625%	12/15/20	14,740	16,470
Cardinal Health Inc.	3.200%	6/15/22	3,220	3,310
Cardinal Health Inc.	3.200%	3/15/23	7,533	7,719
Cardinal Health Inc.	4.600%	3/15/43	2,125	2,265
CareFusion Corp.	6.375%	8/1/19	17,482	20,446
4 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	9,250	9,268
Celgene Corp.	1.900%	8/15/17	2,585	2,618
Celgene Corp.	2.300%	8/15/18	1,075	1,090
Celgene Corp.	2.250%	5/15/19	7,750	7,827
Celgene Corp.	3.950%	10/15/20	2,955	3,185
Celgene Corp.	3.250%	8/15/22	7,000	7,156
Celgene Corp.	4.000%	8/15/23	2,700	2,915
Celgene Corp.	3.625%	5/15/24	12,175	12,629
Celgene Corp.	5.700%	10/15/40	1,650	2,010
Celgene Corp.	5.250%	8/15/43	5,000	5,794
Celgene Corp.	4.625%	5/15/44	8,600	9,154
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	2,100	2,227
Church & Dwight Co. Inc.	2.450%	12/15/19	4,825	4,905
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	14,775	15,603
Clorox Co.	5.950%	10/15/17	15,415	17,155
Clorox Co.	3.800%	11/15/21	300	324
Clorox Co.	3.050%	9/15/22	1,057	1,067
Clorox Co.	3.500%	12/15/24	1,000	1,018
Coca-Cola Co.	1.800%	9/1/16	13,487	13,717
Coca-Cola Co.	1.150%	4/1/18	6,844	6,840
Coca-Cola Co.	1.650%	11/1/18	31,364	31,770
Coca-Cola Co.	2.450%	11/1/20	12,430	12,793
Coca-Cola Co.	3.150%	11/15/20	8,344	8,871
Coca-Cola Co.	3.300%	9/1/21	5,987	6,387
Coca-Cola Co.	3.200%	11/1/23	14,584	15,309
Coca-Cola Enterprises Inc.	3.500%	9/15/20	3,550	3,783

Coca-Cola Enterprises Inc.	3.250%	8/19/21	1,575	1,648
Coca-Cola Femsa SAB de CV	2.375%	11/26/18	600	614
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	1,550	1,735
Coca-Cola Femsa SAB de CV	3.875%	11/26/23	12,500	13,346
Coca-Cola Femsa SAB de CV	5.250%	11/26/43	15,650	18,257
Coca-Cola HBC Finance BV	5.500%	9/17/15	1,150	1,170
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	6,361	8,711
Colgate-Palmolive Co.	3.150%	8/5/15	75	76
Colgate-Palmolive Co.	1.300%	1/15/17	7,175	7,254
Colgate-Palmolive Co.	2.625%	5/1/17	700	726
Colgate-Palmolive Co.	2.950%	11/1/20	2,370	2,507
Colgate-Palmolive Co.	2.450%	11/15/21	3,500	3,596
Colgate-Palmolive Co.	1.950%	2/1/23	9,575	9,256
Colgate-Palmolive Co.	2.100%	5/1/23	5,133	5,013
Colgate-Palmolive Co.	3.250%	3/15/24	4,625	4,871
ConAgra Foods Inc.	5.819%	6/15/17	581	633
ConAgra Foods Inc.	1.900%	1/25/18	14,725	14,738
ConAgra Foods Inc.	7.000%	4/15/19	656	767
ConAgra Foods Inc.	3.250%	9/15/22	10,012	10,005
ConAgra Foods Inc.	3.200%	1/25/23	9,898	9,743
ConAgra Foods Inc.	7.125%	10/1/26	3,245	4,144
ConAgra Foods Inc.	7.000%	10/1/28	1,020	1,301
ConAgra Foods Inc.	8.250%	9/15/30	4,799	6,854
ConAgra Foods Inc.	6.625%	8/15/39	6,983	8,876
ConAgra Foods Inc.	4.650%	1/25/43	5,834	5,818
Covidien International Finance SA	6.000%	10/15/17	4,973	5,545
Covidien International Finance SA	3.200%	6/15/22	14,625	15,177
Covidien International Finance SA	2.950%	6/15/23	8,600	8,725
Covidien International Finance SA	6.550%	10/15/37	13,931	19,563
CR Bard Inc.	1.375%	1/15/18	7,557	7,534
CR Bard Inc.	4.400%	1/15/21	2,500	2,736
CR Bard Inc.	6.700%	12/1/26	5,250	6,995
Delhaize America LLC	9.000%	4/15/31	4,880	6,717
Delhaize Group SA	5.700%	10/1/40	6,300	6,932
DENTSPLY International Inc.	2.750%	8/15/16	2,800	2,854
DENTSPLY International Inc.	4.125%	8/15/21	4,325	4,614
Diageo Capital plc	0.625%	4/29/16	5,716	5,714
Diageo Capital plc	5.500%	9/30/16	1,275	1,364
Diageo Capital plc	1.500%	5/11/17	14,645	14,778
Diageo Capital plc	5.750%	10/23/17	4,687	5,208
Diageo Capital plc	1.125%	4/29/18	3,267	3,250
Diageo Capital plc	4.828%	7/15/20	3,830	4,346
Diageo Capital plc	2.625%	4/29/23	17,981	17,793
Diageo Capital plc	5.875%	9/30/36	2,847	3,636
Diageo Capital plc	3.875%	4/29/43	5,576	5,562
Diageo Investment Corp.	2.875%	5/11/22	22,125	22,473
Diageo Investment Corp.	7.450%	4/15/35	1,250	1,847
Diageo Investment Corp.	4.250%	5/11/42	4,447	4,706
Dignity Health	2.637%	11/1/19	3,000	3,055
Dignity Health	3.812%	11/1/24	2,500	2,634
Dignity Health	5.267%	11/1/64	2,100	2,374
Dignity Health California GO	3.125%	11/1/22	2,100	2,111
Dignity Health California GO	4.500%	11/1/42	8,325	8,734
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	5,847	6,737
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	7,050	7,222
Dr Pepper Snapple Group Inc.	2.000%	1/15/20	275	272
Dr Pepper Snapple Group Inc.	3.200%	11/15/21	10,549	10,980
Dr Pepper Snapple Group Inc.	2.700%	11/15/22	2,697	2,649

Dr Pepper Snapple Group Inc.	7.450%	5/1/38	950	1,406
Edwards Lifesciences Corp.	2.875%	10/15/18	1,550	1,596
Eli Lilly & Co.	5.200%	3/15/17	7,775	8,422
Eli Lilly & Co.	1.250%	3/1/18	6,700	6,719
Eli Lilly & Co.	1.950%	3/15/19	9,175	9,341
Eli Lilly & Co.	2.750%	6/1/25	5,150	5,168
Eli Lilly & Co.	7.125%	6/1/25	220	298
Eli Lilly & Co.	5.500%	3/15/27	7,836	9,701
Eli Lilly & Co.	6.770%	1/1/36	1,440	2,048
Eli Lilly & Co.	5.550%	3/15/37	4,354	5,476
Eli Lilly & Co.	5.950%	11/15/37	1,980	2,637
Eli Lilly & Co.	4.650%	6/15/44	5,450	6,318
Eli Lilly & Co.	3.700%	3/1/45	6,900	6,891
Energizer Holdings Inc.	4.700%	5/19/21	4,335	4,586
Energizer Holdings Inc.	4.700%	5/24/22	938	968
Estee Lauder Cos. Inc.	2.350%	8/15/22	8,500	8,432
Estee Lauder Cos. Inc.	6.000%	5/15/37	3,042	3,984
Estee Lauder Cos. Inc.	3.700%	8/15/42	7,790	7,635
Express Scripts Holding Co.	3.125%	5/15/16	7,550	7,734
Express Scripts Holding Co.	2.650%	2/15/17	24,525	25,147
Express Scripts Holding Co.	7.250%	6/15/19	1,945	2,338
Express Scripts Holding Co.	4.750%	11/15/21	13,871	15,612
Express Scripts Holding Co.	3.900%	2/15/22	11,017	11,690
Express Scripts Holding Co.	6.125%	11/15/41	8,046	10,198
Flowers Foods Inc.	4.375%	4/1/22	2,400	2,572
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	1,000	959
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	4,215	4,138
General Mills Inc.	5.700%	2/15/17	7,785	8,435
General Mills Inc.	1.400%	10/20/17	2,500	2,508
General Mills Inc.	5.650%	2/15/19	20,663	23,495
General Mills Inc.	2.200%	10/21/19	1,000	1,009
General Mills Inc.	3.150%	12/15/21	13,503	13,994
General Mills Inc.	5.400%	6/15/40	925	1,105
General Mills Inc.	4.150%	2/15/43	1,875	1,929
Gilead Sciences Inc.	3.050%	12/1/16	7,975	8,256
Gilead Sciences Inc.	2.050%	4/1/19	4,505	4,570
Gilead Sciences Inc.	4.500%	4/1/21	10,656	11,976
Gilead Sciences Inc.	4.400%	12/1/21	19,038	21,285
Gilead Sciences Inc.	3.700%	4/1/24	20,380	21,728
Gilead Sciences Inc.	3.500%	2/1/25	13,565	14,290
Gilead Sciences Inc.	5.650%	12/1/41	8,985	11,458
Gilead Sciences Inc.	4.800%	4/1/44	18,040	20,648
Gilead Sciences Inc.	4.500%	2/1/45	18,075	19,881
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	22,474	25,400
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	10,005	10,069
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	3,723	4,564
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	27,019	36,738
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	6,300	6,732
GlaxoSmithKline Capital plc	1.500%	5/8/17	12,600	12,735
GlaxoSmithKline Capital plc	2.850%	5/8/22	8,016	8,140
Hasbro Inc.	6.300%	9/15/17	4,800	5,320
Hasbro Inc.	6.350%	3/15/40	9,826	11,677
Hasbro Inc.	5.100%	5/15/44	6,150	6,571
Hershey Co.	5.450%	9/1/16	1,275	1,361
Hershey Co.	4.125%	12/1/20	7,160	7,935
Hershey Co.	2.625%	5/1/23	6,150	6,152
Hillshire Brands Co.	4.100%	9/15/20	187	196
Hormel Foods Corp.	4.125%	4/15/21	2,250	2,503

Ingredion Inc.	3.200%	11/1/15	650	658
Ingredion Inc.	4.625%	11/1/20	920	1,013
Ingredion Inc.	6.625%	4/15/37	1,475	1,879
International Flavors & Fragrances Inc.	3.200%	5/1/23	1,785	1,789
7 JM Smucker Co.	1.750%	3/15/18	2,900	2,913
7 JM Smucker Co.	2.500%	3/15/20	3,580	3,626
JM Smucker Co.	3.500%	10/15/21	3,700	3,893
7 JM Smucker Co.	3.000%	3/15/22	3,500	3,550
7 JM Smucker Co.	3.500%	3/15/25	7,000	7,184
7 JM Smucker Co.	4.250%	3/15/35	6,600	6,800
7 JM Smucker Co.	4.375%	3/15/45	4,500	4,691
Johnson & Johnson	5.550%	8/15/17	7,516	8,340
Johnson & Johnson	1.125%	11/21/17	6,100	6,130
Johnson & Johnson	5.150%	7/15/18	5,565	6,277
Johnson & Johnson	1.650%	12/5/18	6,250	6,358
Johnson & Johnson	1.875%	12/5/19	6,000	6,075
Johnson & Johnson	2.450%	12/5/21	2,800	2,909
Johnson & Johnson	3.375%	12/5/23	9,050	9,744
Johnson & Johnson	6.950%	9/1/29	4,600	6,678
Johnson & Johnson	4.950%	5/15/33	5,025	6,197
Johnson & Johnson	4.375%	12/5/33	11,499	13,198
Johnson & Johnson	5.950%	8/15/37	8,078	11,164
Johnson & Johnson	5.850%	7/15/38	4,067	5,654
Johnson & Johnson	4.500%	9/1/40	7,758	9,147
Johnson & Johnson	4.850%	5/15/41	210	258
Kaiser Foundation Hospitals	3.500%	4/1/22	1,350	1,387
Kaiser Foundation Hospitals	4.875%	4/1/42	6,775	7,887
Kellogg Co.	4.450%	5/30/16	50	52
Kellogg Co.	1.875%	11/17/16	15,850	16,106
Kellogg Co.	3.250%	5/21/18	7,600	7,927
Kellogg Co.	4.150%	11/15/19	1,100	1,195
Kellogg Co.	4.000%	12/15/20	7,125	7,702
Kellogg Co.	7.450%	4/1/31	6,475	8,736
Kimberly-Clark Corp.	6.125%	8/1/17	13,950	15,576
Kimberly-Clark Corp.	6.250%	7/15/18	175	202
Kimberly-Clark Corp.	1.850%	3/1/20	750	750
Kimberly-Clark Corp.	3.625%	8/1/20	8,424	9,140
Kimberly-Clark Corp.	3.875%	3/1/21	425	470
Kimberly-Clark Corp.	2.400%	3/1/22	5,900	5,907
Kimberly-Clark Corp.	2.400%	6/1/23	4,372	4,340
Kimberly-Clark Corp.	2.650%	3/1/25	2,000	2,002
Kimberly-Clark Corp.	6.625%	8/1/37	2,010	2,876
Kimberly-Clark Corp.	5.300%	3/1/41	6,418	8,036
Kimberly-Clark Corp.	3.700%	6/1/43	2,085	2,130
Koninklijke Philips NV	5.750%	3/11/18	11,325	12,632
Koninklijke Philips NV	3.750%	3/15/22	16,600	17,406
Koninklijke Philips NV	6.875%	3/11/38	5,018	6,765
Koninklijke Philips NV	5.000%	3/15/42	7,150	7,936
Kraft Foods Group Inc.	2.250%	6/5/17	9,000	9,161
Kraft Foods Group Inc.	6.125%	8/23/18	18,666	21,191
Kraft Foods Group Inc.	5.375%	2/10/20	7,888	8,972
Kraft Foods Group Inc.	3.500%	6/6/22	11,486	11,884
Kraft Foods Group Inc.	6.875%	1/26/39	13,016	17,324
Kraft Foods Group Inc.	6.500%	2/9/40	4,955	6,412
Kraft Foods Group Inc.	5.000%	6/4/42	19,097	21,268
Kroger Co.	2.200%	1/15/17	775	788
Kroger Co.	6.400%	8/15/17	8,675	9,679
Kroger Co.	6.800%	12/15/18	2,175	2,554

Kroger Co.	2.300%	1/15/19	10,200	10,353
Kroger Co.	6.150%	1/15/20	14,949	17,489
Kroger Co.	3.300%	1/15/21	5,750	6,004
Kroger Co.	2.950%	11/1/21	5,034	5,127
Kroger Co.	3.400%	4/15/22	3,875	4,015
Kroger Co.	3.850%	8/1/23	2,525	2,690
Kroger Co.	4.000%	2/1/24	2,750	2,962
Kroger Co.	7.700%	6/1/29	8,200	11,443
Kroger Co.	8.000%	9/15/29	1,435	2,023
Kroger Co.	7.500%	4/1/31	7,570	10,321
Kroger Co.	6.900%	4/15/38	6,318	8,650
Kroger Co.	5.400%	7/15/40	18	21
Kroger Co.	5.000%	4/15/42	925	1,052
Kroger Co.	5.150%	8/1/43	700	827
Laboratory Corp. of America Holdings	2.200%	8/23/17	2,355	2,400
Laboratory Corp. of America Holdings	2.500%	11/1/18	2,025	2,063
Laboratory Corp. of America Holdings	2.625%	2/1/20	2,825	2,843
Laboratory Corp. of America Holdings	3.200%	2/1/22	3,900	3,931
Laboratory Corp. of America Holdings	3.750%	8/23/22	860	894
Laboratory Corp. of America Holdings	4.000%	11/1/23	1,775	1,879
Laboratory Corp. of America Holdings	3.600%	2/1/25	8,100	8,133
Laboratory Corp. of America Holdings	4.700%	2/1/45	7,500	7,723
Life Technologies Corp.	6.000%	3/1/20	1,425	1,646
Life Technologies Corp.	5.000%	1/15/21	2,200	2,447
Lorillard Tobacco Co.	3.500%	8/4/16	11,245	11,558
Lorillard Tobacco Co.	2.300%	8/21/17	175	177
Lorillard Tobacco Co.	8.125%	6/23/19	7,728	9,447
Lorillard Tobacco Co.	6.875%	5/1/20	100	119
Lorillard Tobacco Co.	3.750%	5/20/23	8,325	8,477
Lorillard Tobacco Co.	8.125%	5/1/40	4,000	5,740
Lorillard Tobacco Co.	7.000%	8/4/41	3,375	4,394
Mattel Inc.	2.500%	11/1/16	450	458
Mattel Inc.	1.700%	3/15/18	2,710	2,698
Mattel Inc.	2.350%	5/6/19	1,150	1,146
Mattel Inc.	3.150%	3/15/23	800	801
Mattel Inc.	5.450%	11/1/41	3,768	4,070
4 Mayo Clinic	3.774%	11/15/43	7,800	7,835
4 Mayo Clinic	4.000%	11/15/47	4,025	4,242
McCormick & Co. Inc.	3.900%	7/15/21	3,025	3,328
McCormick & Co. Inc.	3.500%	9/1/23	1,871	1,999
McKesson Corp.	3.250%	3/1/16	1,485	1,516
McKesson Corp.	5.700%	3/1/17	2,321	2,517
McKesson Corp.	1.292%	3/10/17	5,000	5,007
McKesson Corp.	7.500%	2/15/19	3,034	3,640
McKesson Corp.	2.284%	3/15/19	12,100	12,223
McKesson Corp.	4.750%	3/1/21	14,695	16,392
McKesson Corp.	2.700%	12/15/22	4,550	4,509
McKesson Corp.	3.796%	3/15/24	8,650	9,082
McKesson Corp.	6.000%	3/1/41	4,189	5,367
McKesson Corp.	4.883%	3/15/44	6,400	7,319
Mead Johnson Nutrition Co.	4.900%	11/1/19	5,435	6,026
Mead Johnson Nutrition Co.	5.900%	11/1/39	7,150	8,779
Medco Health Solutions Inc.	7.125%	3/15/18	15,138	17,424
Medtronic Inc.	4.750%	9/15/15	4,500	4,584
7 Medtronic Inc.	1.500%	3/15/18	8,000	8,037
Medtronic Inc.	1.375%	4/1/18	17,750	17,749
Medtronic Inc.	5.600%	3/15/19	1,450	1,663
7 Medtronic Inc.	2.500%	3/15/20	27,459	28,043

Medtronic Inc.	4.450%	3/15/20	4,120	4,583
7 Medtronic Inc.	3.150%	3/15/22	36,050	37,371
Medtronic Inc.	2.750%	4/1/23	16,100	16,157
Medtronic Inc.	3.625%	3/15/24	8,750	9,289
7 Medtronic Inc.	3.500%	3/15/25	21,500	22,474
7 Medtronic Inc.	4.375%	3/15/35	33,695	36,647
Medtronic Inc.	6.500%	3/15/39	2,445	3,373
Medtronic Inc.	5.550%	3/15/40	4,275	5,317
Medtronic Inc.	4.500%	3/15/42	6,075	6,682
Medtronic Inc.	4.000%	4/1/43	4,750	4,923
Medtronic Inc.	4.625%	3/15/44	4,544	5,081
7 Medtronic Inc.	4.625%	3/15/45	34,000	38,284
Memorial Sloan-Kettering Cancer Center	4.200%	7/1/55	1,500	1,527
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	1,250	1,468
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	8,100	8,204
Merck & Co. Inc.	1.100%	1/31/18	4,169	4,167
Merck & Co. Inc.	1.300%	5/18/18	12,975	12,988
Merck & Co. Inc.	1.850%	2/10/20	9,750	9,802
Merck & Co. Inc.	3.875%	1/15/21	12,695	13,831
Merck & Co. Inc.	2.350%	2/10/22	2,800	2,803
Merck & Co. Inc.	2.800%	5/18/23	20,800	21,163
Merck & Co. Inc.	2.750%	2/10/25	6,850	6,832
Merck & Co. Inc.	6.500%	12/1/33	3,618	5,042
Merck & Co. Inc.	6.550%	9/15/37	6,063	8,580
Merck & Co. Inc.	3.600%	9/15/42	4,497	4,453
Merck & Co. Inc.	4.150%	5/18/43	11,332	12,121
Merck & Co. Inc.	3.700%	2/10/45	18,800	18,775
Merck Sharp & Dohme Corp.	5.000%	6/30/19	11,335	12,849
Merck Sharp & Dohme Corp.	5.750%	11/15/36	2,000	2,639
Molson Coors Brewing Co.	2.000%	5/1/17	1,300	1,317
Molson Coors Brewing Co.	3.500%	5/1/22	1,450	1,496
Molson Coors Brewing Co.	5.000%	5/1/42	11,865	12,600
Mondelez International Inc.	6.500%	8/11/17	1,505	1,683
Mondelez International Inc.	6.125%	2/1/18	1,135	1,273
Mondelez International Inc.	5.375%	2/10/20	13,431	15,417
Mondelez International Inc.	4.000%	2/1/24	22,550	24,412
Mondelez International Inc.	6.500%	11/1/31	7,590	10,129
Mondelez International Inc.	6.500%	2/9/40	8,460	11,658
Mylan Inc.	1.800%	6/24/16	4,400	4,430
Mylan Inc.	1.350%	11/29/16	16,000	15,988
Mylan Inc.	2.600%	6/24/18	1,066	1,087
Mylan Inc.	2.550%	3/28/19	11,191	11,261
Mylan Inc.	4.200%	11/29/23	14,758	15,692
Mylan Inc.	5.400%	11/29/43	4,750	5,513
New York & Presbyterian Hospital	4.024%	8/1/45	4,100	4,126
Newell Rubbermaid Inc.	2.050%	12/1/17	2,525	2,544
Newell Rubbermaid Inc.	2.875%	12/1/19	6,850	6,976
Newell Rubbermaid Inc.	4.000%	6/15/22	800	844
Newell Rubbermaid Inc.	4.000%	12/1/24	8,500	8,959
Novant Health Inc.	5.850%	11/1/19	6,125	7,102
Novant Health Inc.	4.371%	11/1/43	7,100	7,413
Novartis Capital Corp.	4.400%	4/24/20	2,081	2,333
Novartis Capital Corp.	2.400%	9/21/22	26,069	26,140
Novartis Capital Corp.	3.400%	5/6/24	17,150	18,282
Novartis Capital Corp.	3.700%	9/21/42	4,000	4,148
Novartis Capital Corp.	4.400%	5/6/44	21,546	24,852

Novartis Securities Investment Ltd.	5.125%	2/10/19	14,200	16,030
NYU Hospitals Center	4.784%	7/1/44	4,425	4,932
Owens & Minor Inc.	4.375%	12/15/24	2,250	2,384
Partners Healthcare System Inc.	4.117%	7/1/55	1,950	1,923
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	3,450	3,671
Pepsi Bottling Group Inc.	7.000%	3/1/29	10,024	14,022
PepsiAmericas Inc.	5.000%	5/15/17	3,800	4,122
PepsiCo Inc.	2.500%	5/10/16	10,696	10,918
PepsiCo Inc.	0.950%	2/22/17	100	100
PepsiCo Inc.	1.250%	8/13/17	12,275	12,330
PepsiCo Inc.	5.000%	6/1/18	15,370	17,132
PepsiCo Inc.	7.900%	11/1/18	4,914	5,958
PepsiCo Inc.	2.250%	1/7/19	14,450	14,841
PepsiCo Inc.	4.500%	1/15/20	7,930	8,865
PepsiCo Inc.	3.125%	11/1/20	75	80
PepsiCo Inc.	3.000%	8/25/21	8,037	8,425
PepsiCo Inc.	2.750%	3/5/22	10,550	10,757
PepsiCo Inc.	2.750%	3/1/23	1,600	1,617
PepsiCo Inc.	3.600%	3/1/24	7,450	7,941
PepsiCo Inc.	5.500%	1/15/40	9,525	11,883
PepsiCo Inc.	4.875%	11/1/40	4,650	5,398
PepsiCo Inc.	4.000%	3/5/42	11,875	12,217
PepsiCo Inc.	3.600%	8/13/42	4,256	4,121
PepsiCo Inc.	4.250%	10/22/44	1,900	2,024
PerkinElmer Inc.	5.000%	11/15/21	775	865
Perrigo Co. plc	2.300%	11/8/18	4,360	4,397
Perrigo Co. plc	4.000%	11/15/23	15,835	16,538
Perrigo Co. plc	5.300%	11/15/43	1,700	1,927
Perrigo Finance plc	3.500%	12/15/21	2,000	2,067
Perrigo Finance plc	3.900%	12/15/24	4,650	4,801
Perrigo Finance plc	4.900%	12/15/44	4,300	4,624
Pfizer Inc.	1.100%	5/15/17	2,550	2,568
Pfizer Inc.	1.500%	6/15/18	6,350	6,402
Pfizer Inc.	6.200%	3/15/19	36,520	42,706
Pfizer Inc.	2.100%	5/15/19	14,000	14,241
Pfizer Inc.	3.000%	6/15/23	8,515	8,714
Pfizer Inc.	3.400%	5/15/24	7,850	8,213
Pfizer Inc.	7.200%	3/15/39	9,986	14,684
Pfizer Inc.	4.300%	6/15/43	1,318	1,418
Pfizer Inc.	4.400%	5/15/44	5,400	5,930
Pharmacia Corp.	6.600%	12/1/28	8,750	11,914
Philip Morris International Inc.	2.500%	5/16/16	4,421	4,517
Philip Morris International Inc.	1.625%	3/20/17	5,350	5,430
Philip Morris International Inc.	1.125%	8/21/17	250	250
Philip Morris International Inc.	1.250%	11/9/17	8,100	8,136
Philip Morris International Inc.	5.650%	5/16/18	18,716	21,146
Philip Morris International Inc.	1.875%	1/15/19	12,650	12,733
Philip Morris International Inc.	4.125%	5/17/21	800	884
Philip Morris International Inc.	2.625%	3/6/23	5,200	5,169
Philip Morris International Inc.	3.600%	11/15/23	11,000	11,643
Philip Morris International Inc.	3.250%	11/10/24	9,325	9,557
Philip Morris International Inc.	6.375%	5/16/38	21,267	28,189
Philip Morris International Inc.	4.375%	11/15/41	8,750	9,303
Philip Morris International Inc.	4.500%	3/20/42	5,118	5,540
Philip Morris International Inc.	3.875%	8/21/42	7,285	7,197
Philip Morris International Inc.	4.125%	3/4/43	4,050	4,150
Philip Morris International Inc.	4.875%	11/15/43	8,273	9,412

4 Procter & Gamble - Esop	9.360%	1/1/21	5,365	6,623
Procter & Gamble Co.	1.450%	8/15/16	2,738	2,771
Procter & Gamble Co.	1.600%	11/15/18	6,700	6,785
Procter & Gamble Co.	4.700%	2/15/19	3,445	3,855
Procter & Gamble Co.	1.900%	11/1/19	8,800	8,910
Procter & Gamble Co.	2.300%	2/6/22	19,100	19,329
Procter & Gamble Co.	6.450%	1/15/26	6,436	8,600
Procter & Gamble Co.	5.500%	2/1/34	6,363	8,348
Procter & Gamble Co.	5.800%	8/15/34	420	567
Procter & Gamble Co.	5.550%	3/5/37	14,996	19,901
Quest Diagnostics Inc.	6.400%	7/1/17	140	155
Quest Diagnostics Inc.	2.700%	4/1/19	6,700	6,826
Quest Diagnostics Inc.	4.750%	1/30/20	2,700	2,967
Quest Diagnostics Inc.	2.500%	3/30/20	3,000	3,008
Quest Diagnostics Inc.	4.700%	4/1/21	1,750	1,930
Quest Diagnostics Inc.	4.250%	4/1/24	4,487	4,794
Quest Diagnostics Inc.	3.500%	3/30/25	3,900	3,906
Quest Diagnostics Inc.	6.950%	7/1/37	2,875	3,758
Quest Diagnostics Inc.	5.750%	1/30/40	11	12
Quest Diagnostics Inc.	4.700%	3/30/45	2,125	2,171
Reynolds American Inc.	6.750%	6/15/17	5,836	6,481
Reynolds American Inc.	4.850%	9/15/23	3,425	3,789
Reynolds American Inc.	7.250%	6/15/37	3,258	4,293
Reynolds American Inc.	4.750%	11/1/42	10,125	10,445
Reynolds American Inc.	6.150%	9/15/43	1,300	1,606
Sanofi	1.250%	4/10/18	12,935	12,940
Sanofi	4.000%	3/29/21	12,553	13,794
St. Jude Medical Inc.	3.250%	4/15/23	17,425	17,796
St. Jude Medical Inc.	4.750%	4/15/43	9,950	10,921
Stryker Corp.	2.000%	9/30/16	5,790	5,888
Stryker Corp.	4.375%	1/15/20	711	784
Stryker Corp.	3.375%	5/15/24	11,260	11,576
Stryker Corp.	4.375%	5/15/44	5,400	5,720
Sysco Corp.	1.450%	10/2/17	6,275	6,317
Sysco Corp.	5.250%	2/12/18	2,125	2,352
Sysco Corp.	2.350%	10/2/19	7,310	7,475
Sysco Corp.	3.000%	10/2/21	9,050	9,328
Sysco Corp.	3.500%	10/2/24	14,175	14,709
Sysco Corp.	4.350%	10/2/34	7,556	7,925
Sysco Corp.	5.375%	9/21/35	6,630	7,898
Sysco Corp.	4.500%	10/2/44	6,350	6,797
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	6,890	7,040
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	5,841	6,152
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	15,335	15,293
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	2,670	3,410
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	3,205	3,377
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	12,467	12,530
Thermo Fisher Scientific Inc.	3.200%	3/1/16	12,191	12,440
Thermo Fisher Scientific Inc.	1.300%	2/1/17	1,550	1,552
Thermo Fisher Scientific Inc.	1.850%	1/15/18	5,110	5,129
Thermo Fisher Scientific Inc.	2.400%	2/1/19	6,762	6,852
Thermo Fisher Scientific Inc.	4.700%	5/1/20	725	800
Thermo Fisher Scientific Inc.	4.500%	3/1/21	8,800	9,631
Thermo Fisher Scientific Inc.	3.600%	8/15/21	1,539	1,608
Thermo Fisher Scientific Inc.	3.300%	2/15/22	11,000	11,278
Thermo Fisher Scientific Inc.	4.150%	2/1/24	2,475	2,666
Thermo Fisher Scientific Inc.	5.300%	2/1/44	2,347	2,795
Trinity Health Corp.	4.125%	12/1/45	2,200	2,252

Tupperware Brands Corp.	4.750%	6/1/21	2,900	3,135
Tyson Foods Inc.	6.600%	4/1/16	92	97
Tyson Foods Inc.	2.650%	8/15/19	6,300	6,453
Tyson Foods Inc.	4.500%	6/15/22	19,328	21,361
Tyson Foods Inc.	3.950%	8/15/24	9,000	9,505
Tyson Foods Inc.	4.875%	8/15/34	7,600	8,559
Tyson Foods Inc.	5.150%	8/15/44	2,800	3,263
Unilever Capital Corp.	0.450%	7/30/15	450	450
Unilever Capital Corp.	0.850%	8/2/17	5,200	5,188
Unilever Capital Corp.	4.800%	2/15/19	5,986	6,691
Unilever Capital Corp.	2.200%	3/6/19	6,600	6,736
Unilever Capital Corp.	4.250%	2/10/21	6,670	7,474
Unilever Capital Corp.	5.900%	11/15/32	4,250	5,863
Whirlpool Corp.	1.350%	3/1/17	4,750	4,763
Whirlpool Corp.	1.650%	11/1/17	3,300	3,320
Whirlpool Corp.	4.850%	6/15/21	2,763	3,084
Whirlpool Corp.	4.700%	6/1/22	2,155	2,377
Whirlpool Corp.	4.000%	3/1/24	5,234	5,523
Whirlpool Corp.	3.700%	5/1/25	4,655	4,809
Whirlpool Corp.	5.150%	3/1/43	2,420	2,753
Wyeth LLC	5.500%	2/15/16	3,003	3,130
Wyeth LLC	5.450%	4/1/17	825	900
Wyeth LLC	6.450%	2/1/24	1,500	1,898
Wyeth LLC	6.500%	2/1/34	6,675	9,041
Wyeth LLC	6.000%	2/15/36	12,380	16,369
Wyeth LLC	5.950%	4/1/37	27,088	34,685
Zeneca Wilmington Inc.	7.000%	11/15/23	3,175	4,160
Zimmer Holdings Inc.	1.450%	4/1/17	5,700	5,715
Zimmer Holdings Inc.	2.000%	4/1/18	9,000	9,060
Zimmer Holdings Inc.	4.625%	11/30/19	1,825	2,011
Zimmer Holdings Inc.	2.700%	4/1/20	10,250	10,391
Zimmer Holdings Inc.	3.375%	11/30/21	5,175	5,321
Zimmer Holdings Inc.	3.150%	4/1/22	8,400	8,484
Zimmer Holdings Inc.	3.550%	4/1/25	17,750	18,109
Zimmer Holdings Inc.	4.250%	8/15/35	6,700	6,906
Zimmer Holdings Inc.	5.750%	11/30/39	3,958	4,732
Zimmer Holdings Inc.	4.450%	8/15/45	13,000	13,470
Zoetis Inc.	1.875%	2/1/18	1,525	1,526
Zoetis Inc.	3.250%	2/1/23	12,285	12,251
Zoetis Inc.	4.700%	2/1/43	4,503	4,691
Energy (2.8%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	3,909	4,796
Anadarko Finance Co.	7.500%	5/1/31	10,251	13,619
Anadarko Petroleum Corp.	5.950%	9/15/16	36,794	39,276
Anadarko Petroleum Corp.	6.375%	9/15/17	12,625	14,051
Anadarko Petroleum Corp.	3.450%	7/15/24	6,564	6,610
Anadarko Petroleum Corp.	6.450%	9/15/36	10,793	13,365
Anadarko Petroleum Corp.	7.950%	6/15/39	3,475	4,899
Anadarko Petroleum Corp.	6.200%	3/15/40	9,155	11,117
Anadarko Petroleum Corp.	4.500%	7/15/44	5,000	5,109
Apache Corp.	5.625%	1/15/17	925	997
Apache Corp.	1.750%	4/15/17	800	807
Apache Corp.	6.900%	9/15/18	7,100	8,235
Apache Corp.	3.625%	2/1/21	5,100	5,359
Apache Corp.	3.250%	4/15/22	5,543	5,641
Apache Corp.	6.000%	1/15/37	18,085	21,635
Apache Corp.	5.100%	9/1/40	12,843	13,724

Apache Corp.	5.250%	2/1/42	9,800	10,747
Apache Corp.	4.750%	4/15/43	12,924	13,547
Apache Finance Canada Corp.	7.750%	12/15/29	1,130	1,616
Baker Hughes Inc.	3.200%	8/15/21	10,902	11,202
Baker Hughes Inc.	6.875%	1/15/29	990	1,279
Baker Hughes Inc.	5.125%	9/15/40	15,230	17,322
BJ Services Co.	6.000%	6/1/18	4,450	5,030
Boardwalk Pipelines LP	5.500%	2/1/17	3,625	3,788
Boardwalk Pipelines LP	5.750%	9/15/19	50	54
Boardwalk Pipelines LP	3.375%	2/1/23	5,025	4,640
Boardwalk Pipelines LP	4.950%	12/15/24	8,350	8,400
BP Capital Markets plc	2.248%	11/1/16	11,055	11,276
BP Capital Markets plc	1.846%	5/5/17	18,270	18,504
BP Capital Markets plc	1.375%	11/6/17	3,850	3,848
BP Capital Markets plc	1.375%	5/10/18	35,641	35,434
BP Capital Markets plc	2.241%	9/26/18	6,375	6,479
BP Capital Markets plc	4.750%	3/10/19	12,285	13,603
BP Capital Markets plc	2.237%	5/10/19	23,850	24,088
BP Capital Markets plc	2.315%	2/13/20	5,050	5,090
BP Capital Markets plc	4.742%	3/11/21	18,589	20,688
BP Capital Markets plc	3.561%	11/1/21	11,405	12,012
BP Capital Markets plc	3.062%	3/17/22	3,425	3,477
BP Capital Markets plc	3.245%	5/6/22	13,590	13,949
BP Capital Markets plc	2.500%	11/6/22	13,137	12,755
BP Capital Markets plc	2.750%	5/10/23	27,170	26,531
BP Capital Markets plc	3.994%	9/26/23	4,800	5,070
BP Capital Markets plc	3.814%	2/10/24	5,405	5,625
BP Capital Markets plc	3.506%	3/17/25	1,950	1,987
Buckeye Partners LP	6.050%	1/15/18	360	392
Buckeye Partners LP	2.650%	11/15/18	7,000	7,019
Buckeye Partners LP	4.150%	7/1/23	3,275	3,257
Buckeye Partners LP	5.850%	11/15/43	5,150	5,195
Buckeye Partners LP	5.600%	10/15/44	1,500	1,492
Burlington Resources Finance Co.	7.200%	8/15/31	750	1,049
Burlington Resources Finance Co.	7.400%	12/1/31	4,275	6,095
Cameron International Corp.	1.150%	12/15/16	2,200	2,183
Cameron International Corp.	6.375%	7/15/18	8,607	9,646
Cameron International Corp.	4.000%	12/15/23	4,390	4,510
Cameron International Corp.	3.700%	6/15/24	10,750	10,683
Cameron International Corp.	7.000%	7/15/38	1,407	1,738
Cameron International Corp.	5.950%	6/1/41	2,918	3,234
Cameron International Corp.	5.125%	12/15/43	2,875	2,848
Canadian Natural Resources Ltd.	6.000%	8/15/16	4,625	4,940
Canadian Natural Resources Ltd.	5.700%	5/15/17	13,361	14,470
Canadian Natural Resources Ltd.	3.450%	11/15/21	825	838
Canadian Natural Resources Ltd.	3.800%	4/15/24	3,563	3,568
Canadian Natural Resources Ltd.	7.200%	1/15/32	4,818	5,833
Canadian Natural Resources Ltd.	6.450%	6/30/33	5,865	6,813
Canadian Natural Resources Ltd.	5.850%	2/1/35	175	192
Canadian Natural Resources Ltd.	6.500%	2/15/37	9,540	11,330
Canadian Natural Resources Ltd.	6.250%	3/15/38	3,994	4,683
Cenovus Energy Inc.	5.700%	10/15/19	8,354	9,322
Cenovus Energy Inc.	3.000%	8/15/22	1,050	1,002
Cenovus Energy Inc.	6.750%	11/15/39	22,491	26,910
Cenovus Energy Inc.	4.450%	9/15/42	3,538	3,191
CenterPoint Energy Resources Corp.	6.150%	5/1/16	5,350	5,644
CenterPoint Energy Resources Corp.	4.500%	1/15/21	15,622	17,439
CenterPoint Energy Resources Corp.	6.625%	11/1/37	500	677

CenterPoint Energy Resources Corp.	5.850%	1/15/41	9,250	11,541
Chevron Corp.	0.889%	6/24/16	2,739	2,752
Chevron Corp.	1.104%	12/5/17	6,875	6,880
Chevron Corp.	1.365%	3/2/18	7,700	7,736
Chevron Corp.	1.718%	6/24/18	16,965	17,165
Chevron Corp.	4.950%	3/3/19	28,275	31,752
Chevron Corp.	2.193%	11/15/19	6,325	6,453
Chevron Corp.	1.961%	3/3/20	13,050	13,133
Chevron Corp.	2.427%	6/24/20	6,500	6,664
Chevron Corp.	2.411%	3/3/22	6,550	6,554
Chevron Corp.	2.355%	12/5/22	9,961	9,840
Chevron Corp.	3.191%	6/24/23	22,750	23,670
ConocoPhillips	6.650%	7/15/18	35	41
ConocoPhillips	5.750%	2/1/19	18,895	21,686
ConocoPhillips	5.900%	10/15/32	11,726	14,774
ConocoPhillips	5.900%	5/15/38	4,412	5,593
ConocoPhillips	6.500%	2/1/39	17,993	24,259
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	28,725	30,794
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	4,470	5,690
ConocoPhillips Co.	1.050%	12/15/17	1,045	1,040
ConocoPhillips Co.	2.875%	11/15/21	2,000	2,048
ConocoPhillips Co.	2.400%	12/15/22	7,800	7,633
ConocoPhillips Co.	3.350%	11/15/24	3,763	3,878
ConocoPhillips Co.	4.150%	11/15/34	6,361	6,732
ConocoPhillips Co.	4.300%	11/15/44	15,500	16,477
ConocoPhillips Holding Co.	6.950%	4/15/29	8,390	11,453
Continental Resources Inc.	5.000%	9/15/22	21,186	20,895
Continental Resources Inc.	4.500%	4/15/23	14,415	13,989
Continental Resources Inc.	3.800%	6/1/24	16,225	14,954
Continental Resources Inc.	4.900%	6/1/44	7,475	6,593
DCP Midstream LLC	8.125%	8/16/30	3,317	3,439
DCP Midstream Operating LP	2.500%	12/1/17	7,170	6,776
DCP Midstream Operating LP	2.700%	4/1/19	3,000	2,741
Devon Energy Corp.	6.300%	1/15/19	10	11
Devon Energy Corp.	4.000%	7/15/21	4,925	5,255
Devon Energy Corp.	3.250%	5/15/22	14,875	15,082
Devon Energy Corp.	7.950%	4/15/32	8,010	11,040
Devon Energy Corp.	5.600%	7/15/41	6,531	7,645
Devon Energy Corp.	4.750%	5/15/42	372	396
Devon Financing Corp. LLC	7.875%	9/30/31	16,486	22,491
Diamond Offshore Drilling Inc.	5.875%	5/1/19	4,250	4,754
Diamond Offshore Drilling Inc.	3.450%	11/1/23	2,075	2,003
Diamond Offshore Drilling Inc.	5.700%	10/15/39	4,760	4,424
Diamond Offshore Drilling Inc.	4.875%	11/1/43	5,525	4,623
Dominion Gas Holdings LLC	3.550%	11/1/23	13,075	13,655
Dominion Gas Holdings LLC	3.600%	12/15/24	5,525	5,773
Dominion Gas Holdings LLC	4.800%	11/1/43	3,075	3,482
Dominion Gas Holdings LLC	4.600%	12/15/44	4,825	5,213
El Paso Natural Gas Co. LLC	5.950%	4/15/17	13,380	14,389
El Paso Natural Gas Co. LLC	8.625%	1/15/22	7,069	8,834
El Paso Natural Gas Co. LLC	8.375%	6/15/32	1,330	1,710
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	2,200	2,518
El Paso Pipeline Partners Operating Co. LLC	5.000%	10/1/21	10,450	11,205
El Paso Pipeline Partners Operating Co. LLC	4.300%	5/1/24	4,500	4,591
El Paso Pipeline Partners Operating Co. LLC	7.500%	11/15/40	6,235	7,796
El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	8,100	7,615
7 Enable Midstream Partners LP	2.400%	5/15/19	4,000	3,919
7 Enable Midstream Partners LP	3.900%	5/15/24	3,950	3,809

7 Enable Midstream Partners LP	5.000%	5/15/44	4,275	3,899
Enbridge Energy Partners LP	6.500%	4/15/18	6,290	7,042
Enbridge Energy Partners LP	9.875%	3/1/19	8,215	10,344
Enbridge Energy Partners LP	7.500%	4/15/38	12,785	15,970
Enbridge Energy Partners LP	5.500%	9/15/40	43	46
Enbridge Inc.	5.600%	4/1/17	3,825	4,114
Enbridge Inc.	3.500%	6/10/24	3,175	3,131
Enbridge Inc.	4.500%	6/10/44	4,300	3,997
Encana Corp.	5.900%	12/1/17	6,171	6,893
Encana Corp.	3.900%	11/15/21	6,775	7,071
Encana Corp.	7.200%	11/1/31	5,675	6,840
Encana Corp.	6.500%	8/15/34	8,598	9,998
Encana Corp.	6.625%	8/15/37	7,129	8,327
Encana Corp.	6.500%	2/1/38	4,431	5,079
Encana Corp.	5.150%	11/15/41	342	351
Energy Transfer Partners LP	6.125%	2/15/17	1,000	1,080
Energy Transfer Partners LP	6.700%	7/1/18	8,057	9,142
Energy Transfer Partners LP	9.000%	4/15/19	33,863	41,824
Energy Transfer Partners LP	4.150%	10/1/20	10,846	11,387
Energy Transfer Partners LP	4.650%	6/1/21	7,150	7,628
Energy Transfer Partners LP	5.200%	2/1/22	4,666	5,084
Energy Transfer Partners LP	3.600%	2/1/23	10,408	10,317
Energy Transfer Partners LP	7.600%	2/1/24	4,822	6,048
Energy Transfer Partners LP	4.050%	3/15/25	5,250	5,297
Energy Transfer Partners LP	8.250%	11/15/29	10	14
Energy Transfer Partners LP	4.900%	3/15/35	2,000	1,991
Energy Transfer Partners LP	6.625%	10/15/36	2,495	2,957
Energy Transfer Partners LP	7.500%	7/1/38	6,757	8,530
Energy Transfer Partners LP	6.050%	6/1/41	2,850	3,147
Energy Transfer Partners LP	6.500%	2/1/42	24,120	27,864
Energy Transfer Partners LP	5.150%	2/1/43	1,000	1,003
Energy Transfer Partners LP	5.150%	3/15/45	500	503
EnLink Midstream Partners LP	2.700%	4/1/19	5,250	5,249
EnLink Midstream Partners LP	4.400%	4/1/24	2,775	2,916
EnLink Midstream Partners LP	5.600%	4/1/44	2,250	2,460
Enlink Midstream Partners LP	5.050%	4/1/45	2,800	2,849
Ensco plc	4.700%	3/15/21	10,948	11,064
Ensco plc	5.750%	10/1/44	6,950	6,751
Enterprise Products Operating LLC	6.300%	9/15/17	13,350	14,903
Enterprise Products Operating LLC	6.650%	4/15/18	5,950	6,799
Enterprise Products Operating LLC	6.500%	1/31/19	9,429	10,891
Enterprise Products Operating LLC	2.550%	10/15/19	13,960	14,148
Enterprise Products Operating LLC	5.250%	1/31/20	805	909
Enterprise Products Operating LLC	5.200%	9/1/20	2,918	3,286
Enterprise Products Operating LLC	4.050%	2/15/22	225	238
Enterprise Products Operating LLC	3.350%	3/15/23	10,461	10,592
Enterprise Products Operating LLC	3.900%	2/15/24	13,100	13,668
Enterprise Products Operating LLC	3.750%	2/15/25	10,225	10,540
Enterprise Products Operating LLC	6.875%	3/1/33	6,393	8,408
Enterprise Products Operating LLC	6.650%	10/15/34	5,825	7,542
Enterprise Products Operating LLC	5.750%	3/1/35	4,700	5,579
Enterprise Products Operating LLC	7.550%	4/15/38	2,969	4,228
Enterprise Products Operating LLC	6.125%	10/15/39	5,260	6,470
Enterprise Products Operating LLC	6.450%	9/1/40	743	930
Enterprise Products Operating LLC	5.950%	2/1/41	1,769	2,147
Enterprise Products Operating LLC	5.700%	2/15/42	7,145	8,552
Enterprise Products Operating LLC	4.850%	8/15/42	7,775	8,345
Enterprise Products Operating LLC	4.450%	2/15/43	9,042	9,205

Enterprise Products Operating LLC	4.850%	3/15/44	17,087	18,464
Enterprise Products Operating LLC	5.100%	2/15/45	10,840	12,118
Enterprise Products Operating LLC	4.950%	10/15/54	1,725	1,839
4 Enterprise Products Operating LLC	8.375%	8/1/66	5,350	5,644
EOG Resources Inc.	2.950%	6/1/15	6,185	6,208
EOG Resources Inc.	5.875%	9/15/17	5,425	6,012
EOG Resources Inc.	5.625%	6/1/19	481	553
EOG Resources Inc.	4.400%	6/1/20	6,675	7,395
EOG Resources Inc.	4.100%	2/1/21	9,550	10,359
EOG Resources Inc.	2.625%	3/15/23	16,433	16,415
EOG Resources Inc.	3.150%	4/1/25	7,200	7,336
EOG Resources Inc.	3.900%	4/1/35	4,350	4,467
EQT Corp.	6.500%	4/1/18	16,575	18,359
EQT Corp.	8.125%	6/1/19	4,125	4,944
EQT Midstream Partners LP	4.000%	8/1/24	4,400	4,359
Exxon Mobil Corp.	1.305%	3/6/18	25,000	25,124
Exxon Mobil Corp.	1.912%	3/6/20	22,000	22,214
Exxon Mobil Corp.	2.397%	3/6/22	27,500	27,719
Exxon Mobil Corp.	2.709%	3/6/25	25,500	25,697
Exxon Mobil Corp.	3.567%	3/6/45	9,000	9,285
FMC Technologies Inc.	2.000%	10/1/17	5,050	5,047
FMC Technologies Inc.	3.450%	10/1/22	1,242	1,226
Gulf South Pipeline Co. LP	4.000%	6/15/22	1,050	1,020
Halliburton Co.	1.000%	8/1/16	5,125	5,138
Halliburton Co.	2.000%	8/1/18	5,125	5,169
Halliburton Co.	5.900%	9/15/18	2,965	3,366
Halliburton Co.	6.150%	9/15/19	2,120	2,481
Halliburton Co.	3.500%	8/1/23	5,125	5,324
Halliburton Co.	6.700%	9/15/38	10,240	13,833
Halliburton Co.	7.450%	9/15/39	5,388	7,691
Halliburton Co.	4.500%	11/15/41	5,471	5,762
Halliburton Co.	4.750%	8/1/43	7,200	7,868
Hess Corp.	8.125%	2/15/19	14,739	17,694
Hess Corp.	3.500%	7/15/24	4,000	3,981
Hess Corp.	7.875%	10/1/29	5,913	7,665
Hess Corp.	7.300%	8/15/31	4,628	5,639
Hess Corp.	7.125%	3/15/33	4,241	5,165
Hess Corp.	6.000%	1/15/40	10,618	11,813
Hess Corp.	5.600%	2/15/41	6,231	6,840
Husky Energy Inc.	6.150%	6/15/19	800	903
Husky Energy Inc.	7.250%	12/15/19	6,355	7,536
Husky Energy Inc.	3.950%	4/15/22	4,721	4,805
Husky Energy Inc.	4.000%	4/15/24	8,020	8,154
Husky Energy Inc.	6.800%	9/15/37	2,500	3,057
Kerr-McGee Corp.	6.950%	7/1/24	9,020	11,287
Kerr-McGee Corp.	7.875%	9/15/31	1,704	2,310
Kinder Morgan Energy Partners LP	3.500%	3/1/16	310	316
Kinder Morgan Energy Partners LP	6.000%	2/1/17	230	247
Kinder Morgan Energy Partners LP	5.950%	2/15/18	19,400	21,449
Kinder Morgan Energy Partners LP	2.650%	2/1/19	13,765	13,787
Kinder Morgan Energy Partners LP	6.850%	2/15/20	1,310	1,532
Kinder Morgan Energy Partners LP	3.500%	3/1/21	15,355	15,457
Kinder Morgan Energy Partners LP	5.800%	3/1/21	5,240	5,906
Kinder Morgan Energy Partners LP	3.950%	9/1/22	7,975	8,129
Kinder Morgan Energy Partners LP	3.450%	2/15/23	5,380	5,289
Kinder Morgan Energy Partners LP	3.500%	9/1/23	10,099	9,890
Kinder Morgan Energy Partners LP	7.400%	3/15/31	10	12
Kinder Morgan Energy Partners LP	7.300%	8/15/33	2,465	2,978

Kinder Morgan Energy Partners LP	5.800%	3/15/35	5,680	6,251
Kinder Morgan Energy Partners LP	6.500%	2/1/37	20,690	23,449
Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,800	4,490
Kinder Morgan Energy Partners LP	6.500%	9/1/39	5,145	5,932
Kinder Morgan Energy Partners LP	6.550%	9/15/40	4,750	5,318
Kinder Morgan Energy Partners LP	5.625%	9/1/41	9,350	9,851
Kinder Morgan Energy Partners LP	5.000%	8/15/42	1,345	1,314
Kinder Morgan Energy Partners LP	5.000%	3/1/43	4,900	4,772
Kinder Morgan Energy Partners LP	5.500%	3/1/44	11,045	11,610
Kinder Morgan Inc.	7.000%	6/15/17	6,600	7,292
Kinder Morgan Inc.	2.000%	12/1/17	5,000	4,990
Kinder Morgan Inc.	3.050%	12/1/19	12,900	13,037
Kinder Morgan Inc.	4.300%	6/1/25	10,500	10,795
Kinder Morgan Inc.	7.800%	8/1/31	4,550	5,562
Kinder Morgan Inc.	7.750%	1/15/32	8,500	10,471
Kinder Morgan Inc.	5.300%	12/1/34	9,375	9,739
Kinder Morgan Inc.	5.550%	6/1/45	15,025	15,850
Kinder Morgan Inc.	5.050%	2/15/46	14,025	13,965
Magellan Midstream Partners LP	6.400%	7/15/18	9,000	10,227
Magellan Midstream Partners LP	6.550%	7/15/19	9,625	11,262
Magellan Midstream Partners LP	4.250%	2/1/21	3,920	4,235
Magellan Midstream Partners LP	3.200%	3/15/25	925	921
Magellan Midstream Partners LP	6.400%	5/1/37	2,900	3,720
Magellan Midstream Partners LP	4.200%	12/1/42	2,100	2,077
Magellan Midstream Partners LP	4.200%	3/15/45	1,200	1,174
Marathon Oil Corp.	6.000%	10/1/17	14,175	15,739
Marathon Oil Corp.	5.900%	3/15/18	4,047	4,488
Marathon Oil Corp.	2.800%	11/1/22	10,925	10,612
Marathon Oil Corp.	6.800%	3/15/32	7,367	9,055
Marathon Oil Corp.	6.600%	10/1/37	4,438	5,365
Marathon Petroleum Corp.	3.500%	3/1/16	3,000	3,066
Marathon Petroleum Corp.	5.125%	3/1/21	6,810	7,656
Marathon Petroleum Corp.	3.625%	9/15/24	6,000	6,113
Marathon Petroleum Corp.	6.500%	3/1/41	14,185	17,215
Marathon Petroleum Corp.	4.750%	9/15/44	4,800	4,886
Murphy Oil Corp.	3.700%	12/1/22	5,270	4,867
Murphy Oil Corp.	7.050%	5/1/29	4,735	5,407
Murphy Oil Corp.	5.125%	12/1/42	2,186	1,880
Nabors Industries Inc.	2.350%	9/15/16	3,050	3,043
Nabors Industries Inc.	6.150%	2/15/18	22,755	24,290
Nabors Industries Inc.	9.250%	1/15/19	1,700	1,977
Nabors Industries Inc.	5.000%	9/15/20	2,325	2,311
Nabors Industries Inc.	5.100%	9/15/23	1,325	1,268
National Oilwell Varco Inc.	1.350%	12/1/17	13,150	13,039
National Oilwell Varco Inc.	2.600%	12/1/22	16,598	16,325
National Oilwell Varco Inc.	3.950%	12/1/42	15,098	14,348
NiSource Finance Corp.	5.250%	9/15/17	1,045	1,143
NiSource Finance Corp.	6.400%	3/15/18	17,415	19,796
NiSource Finance Corp.	6.800%	1/15/19	1,250	1,471
NiSource Finance Corp.	5.450%	9/15/20	1,615	1,863
Nisource Finance Corp.	4.450%	12/1/21	4,100	4,525
NiSource Finance Corp.	6.125%	3/1/22	525	631
NiSource Finance Corp.	6.250%	12/15/40	8,375	11,142
NiSource Finance Corp.	5.950%	6/15/41	4,090	5,261
NiSource Finance Corp.	5.800%	2/1/42	11,648	14,812
NiSource Finance Corp.	4.800%	2/15/44	1,050	1,184
Noble Energy Inc.	8.250%	3/1/19	4,789	5,742
Noble Energy Inc.	4.150%	12/15/21	8,975	9,471

Noble Energy Inc.	3.900%	11/15/24	7,850	8,001
Noble Energy Inc.	8.000%	4/1/27	525	681
Noble Energy Inc.	6.000%	3/1/41	14,601	16,393
Noble Energy Inc.	5.250%	11/15/43	8,125	8,512
Noble Energy Inc.	5.050%	11/15/44	3,025	3,155
Noble Holding International Ltd.	4.900%	8/1/20	4,925	4,765
Noble Holding International Ltd.	3.950%	3/15/22	1,325	1,176
Noble Holding International Ltd.	6.200%	8/1/40	4,468	3,899
Noble Holding International Ltd.	6.050%	3/1/41	1,020	862
Noble Holding International Ltd.	5.250%	3/15/42	1,495	1,146
Occidental Petroleum Corp.	1.750%	2/15/17	5,001	5,065
Occidental Petroleum Corp.	1.500%	2/15/18	2,250	2,247
Occidental Petroleum Corp.	4.100%	2/1/21	20,495	22,405
Occidental Petroleum Corp.	3.125%	2/15/22	4,825	4,968
Occidental Petroleum Corp.	2.700%	2/15/23	11,168	11,105
Oceaneering International Inc.	4.650%	11/15/24	4,331	4,354
ONEOK Partners LP	6.150%	10/1/16	4,540	4,852
ONEOK Partners LP	8.625%	3/1/19	10,130	12,125
ONEOK Partners LP	3.375%	10/1/22	12,332	11,692
ONEOK Partners LP	6.650%	10/1/36	13,873	14,716
ONEOK Partners LP	6.850%	10/15/37	1,575	1,713
ONEOK Partners LP	6.125%	2/1/41	4,665	4,748
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	13,347	14,874
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	300	341
Petro-Canada	6.050%	5/15/18	12,350	13,909
Petro-Canada	7.875%	6/15/26	2,800	3,869
Petro-Canada	5.350%	7/15/33	4,825	5,357
Petro-Canada	5.950%	5/15/35	7,060	8,492
Petro-Canada	6.800%	5/15/38	8,159	10,824
Phillips 66	2.950%	5/1/17	18,950	19,604
Phillips 66	4.300%	4/1/22	15,440	16,829
Phillips 66	4.650%	11/15/34	8,150	8,673
Phillips 66	5.875%	5/1/42	11,688	13,926
Phillips 66	4.875%	11/15/44	12,175	13,048
Phillips 66 Partners LP	2.646%	2/15/20	1,850	1,858
Phillips 66 Partners LP	3.605%	2/15/25	5,225	5,240
Phillips 66 Partners LP	4.680%	2/15/45	2,050	2,054
Pioneer Natural Resources Co.	5.875%	7/15/16	425	449
Pioneer Natural Resources Co.	6.875%	5/1/18	9,850	11,137
Pioneer Natural Resources Co.	3.950%	7/15/22	35,945	37,138
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	4,440	4,793
Plains All American Pipeline LP / PAA
Finance Corp.	6.500%	5/1/18	4,195	4,758
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	2,971	3,704
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	9,841	11,198
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	6,487	7,166
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	4,154	4,275
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	11,970	11,640
Plains All American Pipeline LP / PAA
Finance Corp.	3.850%	10/15/23	3,810	3,925
Plains All American Pipeline LP / PAA
Finance Corp.	3.600%	11/1/24	11,600	11,665

Plains All American Pipeline LP / PAA
Finance Corp.	6.700%	5/15/36	400	501
Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	800	1,000
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	5,725	6,084
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	12,947	12,363
Plains All American Pipeline LP / PAA
Finance Corp.	4.700%	6/15/44	3,310	3,364
Pride International Inc.	8.500%	6/15/19	3,725	4,433
Pride International Inc.	6.875%	8/15/20	13,122	14,948
Pride International Inc.	7.875%	8/15/40	8,950	10,373
Questar Corp.	2.750%	2/1/16	680	691
Rowan Cos. Inc.	7.875%	8/1/19	6,525	7,278
Rowan Cos. Inc.	4.875%	6/1/22	6,200	5,980
Rowan Cos. Inc.	4.750%	1/15/24	1,650	1,561
Rowan Cos. Inc.	5.400%	12/1/42	4,225	3,466
Rowan Cos. Inc.	5.850%	1/15/44	3,000	2,605
Schlumberger Investment SA	3.650%	12/1/23	9,265	9,808
SESI LLC	7.125%	12/15/21	625	645
Shell International Finance BV	3.100%	6/28/15	14,225	14,318
Shell International Finance BV	0.900%	11/15/16	12,115	12,129
Shell International Finance BV	1.125%	8/21/17	9,125	9,147
Shell International Finance BV	1.900%	8/10/18	6,340	6,436
Shell International Finance BV	2.000%	11/15/18	8,925	9,064
Shell International Finance BV	4.300%	9/22/19	8,190	9,077
Shell International Finance BV	4.375%	3/25/20	1,425	1,593
Shell International Finance BV	2.375%	8/21/22	6,975	6,870
Shell International Finance BV	2.250%	1/6/23	10,553	10,317
Shell International Finance BV	3.400%	8/12/23	15,695	16,595
Shell International Finance BV	6.375%	12/15/38	29,817	41,250
Shell International Finance BV	5.500%	3/25/40	6,158	7,802
Shell International Finance BV	4.550%	8/12/43	12,091	13,702
7 Southern Natural Gas Co. LLC	5.900%	4/1/17	5,690	6,119
Southern Natural Gas Co. LLC	8.000%	3/1/32	5,850	7,314
Southern Natural Gas Co. LLC / Southern
Natural Issuing Corp.	4.400%	6/15/21	4,018	4,196
Southwestern Energy Co.	3.300%	1/23/18	4,000	4,075
Southwestern Energy Co.	4.050%	1/23/20	2,477	2,555
Southwestern Energy Co.	4.100%	3/15/22	12,097	11,953
Southwestern Energy Co.	4.950%	1/23/25	1,500	1,524
Spectra Energy Capital LLC	6.200%	4/15/18	14,085	15,645
Spectra Energy Capital LLC	6.750%	2/15/32	3,050	3,543
Spectra Energy Capital LLC	7.500%	9/15/38	775	943
Spectra Energy Partners LP	2.950%	9/25/18	875	903
Spectra Energy Partners LP	3.500%	3/15/25	12,100	12,191
Spectra Energy Partners LP	5.950%	9/25/43	350	423
Spectra Energy Partners LP	4.500%	3/15/45	11,750	12,029
Suncor Energy Inc.	6.100%	6/1/18	1,475	1,659
Suncor Energy Inc.	7.150%	2/1/32	4,903	6,445
Suncor Energy Inc.	5.950%	12/1/34	260	309
Suncor Energy Inc.	6.500%	6/15/38	26,652	34,276
Suncor Energy Inc.	6.850%	6/1/39	3,109	4,079
Sunoco Logistics Partners Operations LP	5.500%	2/15/20	3,305	3,696
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	799	787
Sunoco Logistics Partners Operations LP	4.250%	4/1/24	2,450	2,524
Sunoco Logistics Partners Operations LP	6.850%	2/15/40	750	918

Sunoco Logistics Partners Operations LP	6.100%	2/15/42	10,440	11,928
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	225	221
Sunoco Logistics Partners Operations LP	5.300%	4/1/44	3,875	3,987
Sunoco Logistics Partners Operations LP	5.350%	5/15/45	6,125	6,420
Talisman Energy Inc.	7.750%	6/1/19	26,223	30,434
Talisman Energy Inc.	3.750%	2/1/21	5,804	5,720
Talisman Energy Inc.	7.250%	10/15/27	850	1,021
Talisman Energy Inc.	5.850%	2/1/37	6,868	7,021
Talisman Energy Inc.	6.250%	2/1/38	978	1,054
Talisman Energy Inc.	5.500%	5/15/42	6,036	5,985
Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	1,720	2,152
Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	1,342	1,726
Texas Eastern Transmission LP	7.000%	7/15/32	5,000	6,636
Tosco Corp.	7.800%	1/1/27	725	999
Tosco Corp.	8.125%	2/15/30	18,855	27,827
Total Capital Canada Ltd.	1.450%	1/15/18	6,575	6,605
Total Capital Canada Ltd.	2.750%	7/15/23	29,765	29,677
Total Capital International SA	1.000%	8/12/16	1,700	1,707
Total Capital International SA	1.500%	2/17/17	300	303
Total Capital International SA	1.550%	6/28/17	9,525	9,631
Total Capital International SA	2.125%	1/10/19	12,900	13,115
Total Capital International SA	2.100%	6/19/19	4,400	4,467
Total Capital International SA	2.750%	6/19/21	17,500	17,900
Total Capital International SA	2.875%	2/17/22	5,205	5,307
Total Capital International SA	2.700%	1/25/23	5,400	5,389
Total Capital International SA	3.700%	1/15/24	14,825	15,690
Total Capital International SA	3.750%	4/10/24	6,505	6,925
Total Capital SA	2.125%	8/10/18	11,460	11,698
Total Capital SA	4.450%	6/24/20	6,440	7,196
Total Capital SA	4.125%	1/28/21	23,100	25,486
TransCanada PipeLines Ltd.	6.500%	8/15/18	16,650	19,070
TransCanada PipeLines Ltd.	7.125%	1/15/19	925	1,091
TransCanada PipeLines Ltd.	3.800%	10/1/20	14,300	15,198
TransCanada PipeLines Ltd.	2.500%	8/1/22	11,575	11,324
TransCanada PipeLines Ltd.	4.625%	3/1/34	4,800	5,169
TransCanada PipeLines Ltd.	5.600%	3/31/34	3,055	3,624
TransCanada PipeLines Ltd.	5.850%	3/15/36	13,785	16,481
TransCanada PipeLines Ltd.	6.200%	10/15/37	8,035	10,197
TransCanada PipeLines Ltd.	7.250%	8/15/38	4,436	6,164
TransCanada PipeLines Ltd.	7.625%	1/15/39	7,774	11,225
TransCanada PipeLines Ltd.	5.000%	10/16/43	6,975	7,873
4 TransCanada PipeLines Ltd.	6.350%	5/15/67	15,526	15,085
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	18	19
Transocean Inc.	6.500%	11/15/20	2,480	2,068
Transocean Inc.	6.375%	12/15/21	225	188
Valero Energy Corp.	9.375%	3/15/19	9,901	12,417
Valero Energy Corp.	6.125%	2/1/20	12,675	14,639
Valero Energy Corp.	7.500%	4/15/32	10,571	13,811
Valero Energy Corp.	6.625%	6/15/37	9,028	11,138
Valero Energy Corp.	10.500%	3/15/39	323	531
Weatherford International LLC	6.350%	6/15/17	5,900	6,242
Weatherford International LLC	6.800%	6/15/37	275	261
Weatherford International Ltd.	6.000%	3/15/18	8,360	8,850
Weatherford International Ltd.	9.625%	3/1/19	39,856	45,820
Weatherford International Ltd.	4.500%	4/15/22	6,000	5,484
Weatherford International Ltd.	6.500%	8/1/36	539	491
Weatherford International Ltd.	7.000%	3/15/38	1,750	1,666
Weatherford International Ltd.	9.875%	3/1/39	600	701

Weatherford International Ltd.	6.750%	9/15/40	1,018	955
Weatherford International Ltd.	5.950%	4/15/42	9,968	8,774
Western Gas Partners LP	2.600%	8/15/18	5,950	6,038
Western Gas Partners LP	5.375%	6/1/21	5,000	5,542
Western Gas Partners LP	5.450%	4/1/44	8,050	8,657
Williams Cos. Inc.	7.875%	9/1/21	694	806
Williams Cos. Inc.	4.550%	6/24/24	8,900	8,651
Williams Cos. Inc.	7.500%	1/15/31	6,696	7,289
Williams Cos. Inc.	7.750%	6/15/31	2,085	2,302
Williams Cos. Inc.	8.750%	3/15/32	3,749	4,466
Williams Cos. Inc.	5.750%	6/24/44	4,800	4,548
Williams Partners LP	5.250%	3/15/20	9,585	10,552
Williams Partners LP	4.000%	11/15/21	2,600	2,669
Williams Partners LP	3.600%	3/15/22	18,500	18,430
Williams Partners LP	3.350%	8/15/22	9,500	9,180
Williams Partners LP	4.500%	11/15/23	3,800	3,937
Williams Partners LP	4.300%	3/4/24	14,300	14,426
Williams Partners LP	3.900%	1/15/25	10,641	10,378
Williams Partners LP	4.000%	9/15/25	5,500	5,394
Williams Partners LP	6.300%	4/15/40	2,840	3,136
Williams Partners LP	5.800%	11/15/43	15,205	16,160
Williams Partners LP	5.400%	3/4/44	4,000	4,019
Williams Partners LP	4.900%	1/15/45	2,000	1,876
Williams Partners LP	5.100%	9/15/45	5,575	5,377
Williams Partners LP / ACMP Finance Corp.	4.875%	5/15/23	6,805	6,882
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	9,848	9,897
Williams Partners LP/Williams Partners
Finance Corp.	7.250%	2/1/17	11,225	12,339
XTO Energy Inc.	6.250%	8/1/17	9,075	10,170
XTO Energy Inc.	5.500%	6/15/18	500	565
XTO Energy Inc.	6.750%	8/1/37	600	914
Other Industrial (0.1%)
California Institute of Technology GO	4.700%	11/1/11	11,700	12,778
Cintas Corp. No 2	6.125%	12/1/17	1,625	1,815
Cintas Corp. No 2	3.250%	6/1/22	4,000	4,092
Fluor Corp.	3.375%	9/15/21	2,225	2,325
Fluor Corp.	3.500%	12/15/24	8,200	8,472
Howard Hughes Medical Institute Revenue	3.500%	9/1/23	8,791	9,357
4 Johns Hopkins University Maryland GO	4.083%	7/1/53	4,125	4,390
4 Massachusetts Institute of Technology GO	3.959%	7/1/38	7,975	8,584
Massachusetts Institute of Technology GO	5.600%	7/1/11	9,085	12,496
Massachusetts Institute of Technology GO	4.678%	7/1/14	4,450	5,296
4 Northwestern University Illinois GO	4.643%	12/1/44	3,750	4,572
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	2,500	2,623
4 University of Notre Dame DU LAC Indiana GO	3.438%	2/15/45	4,500	4,542
University of Pennsylvania GO	4.674%	9/1/12	10,350	11,558
Yale University Connecticut GO	2.086%	4/15/19	7,850	8,028
Technology (1.4%)
Adobe Systems Inc.	4.750%	2/1/20	6,125	6,864
Adobe Systems Inc.	3.250%	2/1/25	11,850	11,939
Altera Corp.	1.750%	5/15/17	10,210	10,281
Altera Corp.	2.500%	11/15/18	12,796	13,136
Altera Corp.	4.100%	11/15/23	5,855	6,230
Amphenol Corp.	1.550%	9/15/17	1,950	1,957
Amphenol Corp.	2.550%	1/30/19	14,865	15,134

Amphenol Corp.	4.000%	2/1/22	640	681
Analog Devices Inc.	3.000%	4/15/16	1,075	1,099
Analog Devices Inc.	2.875%	6/1/23	5,525	5,479
Apple Inc.	0.450%	5/3/16	14,734	14,735
Apple Inc.	1.050%	5/5/17	19,175	19,264
Apple Inc.	1.000%	5/3/18	29,593	29,390
Apple Inc.	2.100%	5/6/19	13,525	13,815
Apple Inc.	1.550%	2/7/20	9,550	9,464
Apple Inc.	2.850%	5/6/21	47,715	49,568
Apple Inc.	2.150%	2/9/22	12,850	12,704
Apple Inc.	2.400%	5/3/23	52,403	51,719
Apple Inc.	3.450%	5/6/24	26,512	28,060
Apple Inc.	2.500%	2/9/25	14,250	13,908
Apple Inc.	3.850%	5/4/43	30,580	31,069
Apple Inc.	4.450%	5/6/44	9,775	10,874
Apple Inc.	3.450%	2/9/45	11,200	10,528
Applied Materials Inc.	2.650%	6/15/16	1,100	1,123
Applied Materials Inc.	4.300%	6/15/21	7,430	8,115
Applied Materials Inc.	5.850%	6/15/41	6,966	8,543
Arrow Electronics Inc.	3.000%	3/1/18	2,500	2,566
Arrow Electronics Inc.	5.125%	3/1/21	1,185	1,308
Arrow Electronics Inc.	3.500%	4/1/22	4,325	4,335
Arrow Electronics Inc.	4.500%	3/1/23	2,154	2,258
Arrow Electronics Inc.	4.000%	4/1/25	5,050	5,079
Autodesk Inc.	1.950%	12/15/17	9,014	9,020
Autodesk Inc.	3.600%	12/15/22	1,650	1,664
Avnet Inc.	6.625%	9/15/16	885	948
Avnet Inc.	5.875%	6/15/20	120	135
Avnet Inc.	4.875%	12/1/22	4,825	5,186
Baidu Inc.	2.250%	11/28/17	5,250	5,302
Baidu Inc.	3.250%	8/6/18	2,800	2,901
Baidu Inc.	2.750%	6/9/19	3,875	3,915
Baidu Inc.	3.500%	11/28/22	14,975	15,206
Broadcom Corp.	2.700%	11/1/18	7,105	7,336
Broadcom Corp.	2.500%	8/15/22	10,750	10,516
Broadcom Corp.	3.500%	8/1/24	4,700	4,890
Broadridge Financial Solutions Inc.	3.950%	9/1/20	1,100	1,163
CA Inc.	2.875%	8/15/18	3,000	3,088
CA Inc.	5.375%	12/1/19	3,500	3,917
CA Inc.	4.500%	8/15/23	4,525	4,820
Cadence Design Systems Inc.	4.375%	10/15/24	725	755
Cisco Systems Inc.	1.100%	3/3/17	6,780	6,825
Cisco Systems Inc.	3.150%	3/14/17	7,165	7,499
Cisco Systems Inc.	4.950%	2/15/19	27,447	30,890
Cisco Systems Inc.	2.125%	3/1/19	20,000	20,399
Cisco Systems Inc.	4.450%	1/15/20	31,965	35,815
Cisco Systems Inc.	2.900%	3/4/21	1,550	1,629
Cisco Systems Inc.	3.625%	3/4/24	5,600	6,049
Cisco Systems Inc.	5.900%	2/15/39	30,083	38,667
Cisco Systems Inc.	5.500%	1/15/40	4,371	5,398
Computer Sciences Corp.	6.500%	3/15/18	5,120	5,662
Corning Inc.	1.450%	11/15/17	1,050	1,054
Corning Inc.	6.625%	5/15/19	3,855	4,551
Corning Inc.	4.250%	8/15/20	7,459	8,210
Corning Inc.	3.700%	11/15/23	4,900	5,204
Corning Inc.	7.250%	8/15/36	300	390
Corning Inc.	4.700%	3/15/37	8,368	8,955
Corning Inc.	5.750%	8/15/40	5,256	6,373

Corning Inc.	4.750%	3/15/42	1,078	1,172
Dun & Bradstreet Corp.	3.250%	12/1/17	800	818
Dun & Bradstreet Corp.	4.375%	12/1/22	1,725	1,815
EMC Corp.	1.875%	6/1/18	21,904	22,164
EMC Corp.	2.650%	6/1/20	10,925	11,241
EMC Corp.	3.375%	6/1/23	15,703	16,345
Equifax Inc.	6.300%	7/1/17	1,075	1,190
Fidelity National Information Services Inc.	2.000%	4/15/18	1,897	1,906
Fidelity National Information Services Inc.	5.000%	3/15/22	8,294	8,823
Fidelity National Information Services Inc.	3.500%	4/15/23	10,425	10,461
Fidelity National Information Services Inc.	3.875%	6/5/24	10,350	10,652
Fiserv Inc.	3.125%	10/1/15	1,100	1,113
Fiserv Inc.	3.125%	6/15/16	1,039	1,065
Fiserv Inc.	6.800%	11/20/17	5,950	6,724
Fiserv Inc.	4.750%	6/15/21	150	167
Fiserv Inc.	3.500%	10/1/22	8,081	8,328
Google Inc.	2.125%	5/19/16	3,911	3,986
Google Inc.	3.625%	5/19/21	13,265	14,441
Harris Corp.	5.950%	12/1/17	2,975	3,312
Harris Corp.	4.400%	12/15/20	1,725	1,873
Harris Corp.	6.150%	12/15/40	3,493	4,324
Hewlett-Packard Co.	2.650%	6/1/16	2,510	2,555
Hewlett-Packard Co.	3.000%	9/15/16	19,225	19,728
Hewlett-Packard Co.	3.300%	12/9/16	10,710	11,077
Hewlett-Packard Co.	5.400%	3/1/17	2,035	2,191
Hewlett-Packard Co.	2.600%	9/15/17	8,710	8,929
Hewlett-Packard Co.	5.500%	3/1/18	1,825	2,020
Hewlett-Packard Co.	2.750%	1/14/19	4,912	5,028
Hewlett-Packard Co.	3.750%	12/1/20	7,175	7,515
Hewlett-Packard Co.	4.300%	6/1/21	14,430	15,489
Hewlett-Packard Co.	4.375%	9/15/21	16,350	17,603
Hewlett-Packard Co.	4.650%	12/9/21	26,805	29,300
Hewlett-Packard Co.	6.000%	9/15/41	9,168	10,205
HP Enterprise Services LLC	7.450%	10/15/29	1,950	2,472
Ingram Micro Inc.	4.950%	12/15/24	12,725	13,190
Intel Corp.	1.950%	10/1/16	6,755	6,883
Intel Corp.	1.350%	12/15/17	20,241	20,361
Intel Corp.	3.300%	10/1/21	14,614	15,558
Intel Corp.	2.700%	12/15/22	12,570	12,674
Intel Corp.	4.000%	12/15/32	4,825	5,039
Intel Corp.	4.800%	10/1/41	24,304	27,345
Intel Corp.	4.250%	12/15/42	14,091	14,684
International Business Machines Corp.	1.950%	7/22/16	38,775	39,481
International Business Machines Corp.	1.250%	2/6/17	7,100	7,164
International Business Machines Corp.	5.700%	9/14/17	18,386	20,418
International Business Machines Corp.	1.125%	2/6/18	22,725	22,667
International Business Machines Corp.	1.250%	2/8/18	1,300	1,304
International Business Machines Corp.	7.625%	10/15/18	10,075	12,133
International Business Machines Corp.	1.950%	2/12/19	10,350	10,502
International Business Machines Corp.	2.900%	11/1/21	800	834
International Business Machines Corp.	1.875%	8/1/22	3,300	3,127
International Business Machines Corp.	3.375%	8/1/23	14,100	14,708
International Business Machines Corp.	3.625%	2/12/24	19,325	20,520
International Business Machines Corp.	7.000%	10/30/25	965	1,300
International Business Machines Corp.	6.220%	8/1/27	9,850	12,672
International Business Machines Corp.	6.500%	1/15/28	620	817
International Business Machines Corp.	5.600%	11/30/39	10,380	12,804
International Business Machines Corp.	4.000%	6/20/42	11,167	11,245

Intuit Inc.	5.750%	3/15/17	4,350	4,712
Jabil Circuit Inc.	5.625%	12/15/20	2,650	2,882
Jabil Circuit Inc.	4.700%	9/15/22	150	154
Juniper Networks Inc.	3.300%	6/15/20	4,000	4,053
Juniper Networks Inc.	4.600%	3/15/21	3,810	4,047
Juniper Networks Inc.	4.500%	3/15/24	2,100	2,173
Juniper Networks Inc.	4.350%	6/15/25	2,550	2,586
Juniper Networks Inc.	5.950%	3/15/41	2,925	3,045
7 Keysight Technologies Inc.	3.300%	10/30/19	4,600	4,638
7 Keysight Technologies Inc.	4.550%	10/30/24	5,325	5,362
KLA-Tencor Corp.	2.375%	11/1/17	3,525	3,580
KLA-Tencor Corp.	3.375%	11/1/19	2,600	2,700
KLA-Tencor Corp.	4.125%	11/1/21	10,000	10,537
KLA-Tencor Corp.	4.650%	11/1/24	4,924	5,168
Lam Research Corp.	2.750%	3/15/20	4,500	4,532
Lam Research Corp.	3.800%	3/15/25	5,500	5,532
Lexmark International Inc.	6.650%	6/1/18	4,950	5,491
Maxim Integrated Products Inc.	3.375%	3/15/23	6,025	6,081
Microsoft Corp.	1.625%	9/25/15	19,880	20,010
Microsoft Corp.	1.000%	5/1/18	4,300	4,290
Microsoft Corp.	1.625%	12/6/18	3,025	3,066
Microsoft Corp.	4.200%	6/1/19	8,195	9,077
Microsoft Corp.	3.000%	10/1/20	7,915	8,415
Microsoft Corp.	2.375%	2/12/22	6,000	6,047
Microsoft Corp.	2.125%	11/15/22	2,013	1,991
Microsoft Corp.	2.375%	5/1/23	11,121	11,117
Microsoft Corp.	3.625%	12/15/23	2,700	2,936
Microsoft Corp.	2.700%	2/12/25	10,000	10,051
Microsoft Corp.	3.500%	2/12/35	12,475	12,444
Microsoft Corp.	5.200%	6/1/39	5,563	6,840
Microsoft Corp.	4.500%	10/1/40	5,543	6,234
Microsoft Corp.	5.300%	2/8/41	5,985	7,480
Microsoft Corp.	3.500%	11/15/42	12,575	12,106
Microsoft Corp.	3.750%	5/1/43	1,981	1,996
Microsoft Corp.	4.875%	12/15/43	1,075	1,278
Microsoft Corp.	3.750%	2/12/45	16,500	16,567
Microsoft Corp.	4.000%	2/12/55	24,975	24,938
Motorola Solutions Inc.	3.750%	5/15/22	6,975	7,141
Motorola Solutions Inc.	3.500%	3/1/23	2,000	2,007
Motorola Solutions Inc.	4.000%	9/1/24	5,600	5,791
Motorola Solutions Inc.	7.500%	5/15/25	410	506
Motorola Solutions Inc.	5.500%	9/1/44	5,750	6,258
NetApp Inc.	2.000%	12/15/17	5,905	5,921
NetApp Inc.	3.250%	12/15/22	1,000	998
Oracle Corp.	1.200%	10/15/17	20,195	20,238
Oracle Corp.	5.750%	4/15/18	19,827	22,399
Oracle Corp.	2.375%	1/15/19	19,250	19,776
Oracle Corp.	5.000%	7/8/19	17,102	19,300
Oracle Corp.	2.250%	10/8/19	12,345	12,587
Oracle Corp.	3.875%	7/15/20	13,665	14,930
Oracle Corp.	2.800%	7/8/21	11,665	12,054
Oracle Corp.	2.500%	10/15/22	14,838	14,838
Oracle Corp.	3.400%	7/8/24	44,025	46,348
Oracle Corp.	4.300%	7/8/34	15,420	16,758
Oracle Corp.	6.500%	4/15/38	4,140	5,690
Oracle Corp.	6.125%	7/8/39	7,758	10,291
Oracle Corp.	5.375%	7/15/40	30,618	37,455
Oracle Corp.	4.500%	7/8/44	9,600	10,604

Pitney Bowes Inc.	5.750%	9/15/17	6,975	7,626
Pitney Bowes Inc.	6.250%	3/15/19	200	227
Pitney Bowes Inc.	4.625%	3/15/24	12,500	13,101
Seagate HDD Cayman	3.750%	11/15/18	20,125	20,930
Seagate HDD Cayman	4.750%	6/1/23	10,200	10,710
7 Seagate HDD Cayman	4.750%	1/1/25	22,375	23,158
7 Seagate HDD Cayman	5.750%	12/1/34	3,175	3,409
Symantec Corp.	2.750%	6/15/17	4,400	4,476
Symantec Corp.	4.200%	9/15/20	7,200	7,566
Symantec Corp.	3.950%	6/15/22	5,925	6,108
Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	5,684	6,098
Texas Instruments Inc.	2.375%	5/16/16	4,875	4,978
Texas Instruments Inc.	1.650%	8/3/19	9,250	9,192
Total System Services Inc.	2.375%	6/1/18	3,025	3,039
Trimble Navigation Ltd.	4.750%	12/1/24	4,000	4,218
Tyco Electronics Group SA	6.550%	10/1/17	3,743	4,197
Tyco Electronics Group SA	2.350%	8/1/19	2,750	2,783
Tyco Electronics Group SA	3.500%	2/3/22	2,225	2,317
Tyco Electronics Group SA	3.450%	8/1/24	4,400	4,563
Tyco Electronics Group SA	7.125%	10/1/37	15,100	21,272
Verisk Analytics Inc.	5.800%	5/1/21	2,125	2,453
Verisk Analytics Inc.	4.125%	9/12/22	5,439	5,671
Xerox Corp.	6.750%	2/1/17	4,160	4,551
Xerox Corp.	2.950%	3/15/17	250	257
Xerox Corp.	6.350%	5/15/18	17,175	19,398
Xerox Corp.	2.750%	3/15/19	7,454	7,604
Xerox Corp.	5.625%	12/15/19	5,675	6,422
Xerox Corp.	2.800%	5/15/20	4,275	4,315
Xerox Corp.	2.750%	9/1/20	2,700	2,705
Xerox Corp.	4.500%	5/15/21	5,840	6,354
Xerox Corp.	3.800%	5/15/24	1,850	1,867
Xilinx Inc.	2.125%	3/15/19	575	579
Xilinx Inc.	3.000%	3/15/21	7,975	8,214
Transportation (0.6%)
4 American Airlines 2013-1 Class A Pass
Through Trust	4.000%	1/15/27	721	753
4 American Airlines 2013-2 Class A Pass
Through Trust	4.950%	7/15/24	10,074	10,968
4 American Airlines 2014-1 Class A Pass
Through Trust	3.700%	4/1/28	6,150	6,350
4 American Airlines 2015-1 Class A Pass
Through Trust	3.375%	11/1/28	13,900	14,004
4 American Airlines 2015-1 Class B Pass
Through Trust	3.700%	11/1/24	2,600	2,610
Burlington Northern Santa Fe LLC	5.750%	3/15/18	6,037	6,770
Burlington Northern Santa Fe LLC	3.600%	9/1/20	5,800	6,204
Burlington Northern Santa Fe LLC	3.450%	9/15/21	5,875	6,243
Burlington Northern Santa Fe LLC	3.050%	3/15/22	2,850	2,936
Burlington Northern Santa Fe LLC	3.050%	9/1/22	4,537	4,677
Burlington Northern Santa Fe LLC	3.000%	3/15/23	5,066	5,163
Burlington Northern Santa Fe LLC	3.850%	9/1/23	4,000	4,319
Burlington Northern Santa Fe LLC	3.750%	4/1/24	3,212	3,432
Burlington Northern Santa Fe LLC	3.400%	9/1/24	6,050	6,323
Burlington Northern Santa Fe LLC	3.000%	4/1/25	15,000	15,129
Burlington Northern Santa Fe LLC	7.000%	12/15/25	6,186	8,273
Burlington Northern Santa Fe LLC	7.950%	8/15/30	330	486
Burlington Northern Santa Fe LLC	6.200%	8/15/36	3,200	4,234

Burlington Northern Santa Fe LLC	6.150%	5/1/37	3,009	4,022
Burlington Northern Santa Fe LLC	5.750%	5/1/40	7,990	9,974
Burlington Northern Santa Fe LLC	5.050%	3/1/41	8,180	9,503
Burlington Northern Santa Fe LLC	5.400%	6/1/41	7,175	8,640
Burlington Northern Santa Fe LLC	4.950%	9/15/41	1,675	1,913
Burlington Northern Santa Fe LLC	4.400%	3/15/42	5,523	5,888
Burlington Northern Santa Fe LLC	4.375%	9/1/42	5,575	5,904
Burlington Northern Santa Fe LLC	4.450%	3/15/43	4,695	5,051
Burlington Northern Santa Fe LLC	5.150%	9/1/43	7,400	8,714
Burlington Northern Santa Fe LLC	4.900%	4/1/44	6,740	7,728
Burlington Northern Santa Fe LLC	4.550%	9/1/44	1,775	1,940
Burlington Northern Santa Fe LLC	4.150%	4/1/45	9,750	10,113
Canadian National Railway Co.	5.800%	6/1/16	750	795
Canadian National Railway Co.	1.450%	12/15/16	1,850	1,872
Canadian National Railway Co.	5.850%	11/15/17	175	195
Canadian National Railway Co.	5.550%	3/1/19	2,260	2,578
Canadian National Railway Co.	2.850%	12/15/21	1,060	1,094
Canadian National Railway Co.	2.250%	11/15/22	2,740	2,706
Canadian National Railway Co.	2.950%	11/21/24	900	924
Canadian National Railway Co.	6.900%	7/15/28	2,625	3,641
Canadian National Railway Co.	6.250%	8/1/34	1,075	1,456
Canadian National Railway Co.	6.200%	6/1/36	2,568	3,467
Canadian National Railway Co.	6.375%	11/15/37	2,218	3,079
Canadian National Railway Co.	3.500%	11/15/42	10,925	10,568
Canadian Pacific Railway Co.	7.250%	5/15/19	7,214	8,674
Canadian Pacific Railway Co.	4.450%	3/15/23	4,403	4,890
Canadian Pacific Railway Co.	2.900%	2/1/25	9,974	9,974
Canadian Pacific Railway Co.	7.125%	10/15/31	1,510	2,097
Canadian Pacific Railway Co.	5.950%	5/15/37	17,214	22,350
Canadian Pacific Railway Ltd.	4.500%	1/15/22	3,650	4,045
Canadian Pacific Railway Ltd.	5.750%	1/15/42	19,430	25,370
Con-way Inc.	7.250%	1/15/18	1,610	1,823
Con-way Inc.	6.700%	5/1/34	5,425	6,232
4 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	10/19/23	3,888	4,393
4 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	194	224
4 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	14,865	15,757
4 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	6,294	6,624
CSX Corp.	7.900%	5/1/17	1,795	2,035
CSX Corp.	6.250%	3/15/18	2,850	3,233
CSX Corp.	7.375%	2/1/19	42,350	50,843
CSX Corp.	3.700%	10/30/20	1,030	1,107
CSX Corp.	4.250%	6/1/21	2,665	2,932
CSX Corp.	3.700%	11/1/23	2,000	2,136
CSX Corp.	6.000%	10/1/36	5,969	7,672
CSX Corp.	6.150%	5/1/37	2,385	3,133
CSX Corp.	6.220%	4/30/40	6,455	8,726
CSX Corp.	5.500%	4/15/41	9,000	11,192
CSX Corp.	4.750%	5/30/42	5,115	5,841
CSX Corp.	4.400%	3/1/43	143	156
CSX Corp.	4.100%	3/15/44	9,800	10,195
CSX Corp.	4.500%	8/1/54	25	27
4 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	6,203	7,304

4 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	6,435	7,441
4 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	2,544	2,728
4 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	843	911
FedEx Corp.	8.000%	1/15/19	5,265	6,392
FedEx Corp.	2.300%	2/1/20	4,200	4,245
FedEx Corp.	2.625%	8/1/22	2,250	2,249
FedEx Corp.	4.000%	1/15/24	125	135
FedEx Corp.	3.200%	2/1/25	5,900	5,974
FedEx Corp.	4.900%	1/15/34	225	254
FedEx Corp.	3.900%	2/1/35	1,100	1,111
FedEx Corp.	3.875%	8/1/42	1,675	1,625
FedEx Corp.	4.100%	4/15/43	4,225	4,234
FedEx Corp.	5.100%	1/15/44	7,200	8,359
FedEx Corp.	4.100%	2/1/45	400	400
FedEx Corp.	4.500%	2/1/65	700	698
4 Hawaiian Airlines 2013-1 Class A Pass
Through Certificates	3.900%	1/15/26	11,409	11,609
JB Hunt Transport Services Inc.	2.400%	3/15/19	1,255	1,274
Kansas City Southern de Mexico SA de CV	2.350%	5/15/20	1,400	1,377
Kansas City Southern de Mexico SA de CV	3.000%	5/15/23	5,955	5,870
Kansas City Southern Railway Co.	4.300%	5/15/43	5,700	6,007
Norfolk Southern Corp.	7.700%	5/15/17	5,225	5,915
Norfolk Southern Corp.	5.750%	4/1/18	2,575	2,893
Norfolk Southern Corp.	5.900%	6/15/19	9,350	10,795
Norfolk Southern Corp.	3.250%	12/1/21	4,319	4,496
Norfolk Southern Corp.	3.000%	4/1/22	6,083	6,230
Norfolk Southern Corp.	2.903%	2/15/23	2,518	2,536
Norfolk Southern Corp.	3.850%	1/15/24	2,000	2,157
Norfolk Southern Corp.	5.590%	5/17/25	102	123
Norfolk Southern Corp.	7.800%	5/15/27	4,400	6,195
Norfolk Southern Corp.	7.250%	2/15/31	3,912	5,458
Norfolk Southern Corp.	7.050%	5/1/37	2,000	2,838
Norfolk Southern Corp.	4.837%	10/1/41	16,706	19,194
Norfolk Southern Corp.	3.950%	10/1/42	100	101
Norfolk Southern Corp.	7.900%	5/15/97	475	797
Norfolk Southern Corp.	6.000%	3/15/05	2,425	3,113
Norfolk Southern Corp.	6.000%	5/23/11	10,925	13,948
Norfolk Southern Railway Co.	9.750%	6/15/20	1,559	2,095
4 Northwest Airlines 2007-1 Class A Pass
Through Trust	7.027%	5/1/21	702	810
Ryder System Inc.	5.850%	11/1/16	8,425	9,016
Ryder System Inc.	3.500%	6/1/17	1,625	1,698
Ryder System Inc.	2.500%	3/1/18	3,807	3,893
Ryder System Inc.	2.450%	11/15/18	12,740	12,944
Ryder System Inc.	2.350%	2/26/19	13,312	13,418
Ryder System Inc.	2.550%	6/1/19	10,170	10,320
Southwest Airlines Co.	5.750%	12/15/16	3,355	3,598
Southwest Airlines Co.	2.750%	11/6/19	3,100	3,171
4 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	1,397	1,610
Trinity Industries Inc.	4.550%	10/1/24	4,305	4,328
4 UAL 2009-2A Pass Through Trust	9.750%	7/15/18	852	939
Union Pacific Corp.	5.750%	11/15/17	5	6
Union Pacific Corp.	5.700%	8/15/18	1,181	1,345
Union Pacific Corp.	1.800%	2/1/20	4,000	4,001

Union Pacific Corp.	4.000%	2/1/21	2,450	2,700
Union Pacific Corp.	4.163%	7/15/22	27,769	31,077
Union Pacific Corp.	2.750%	4/15/23	75	77
Union Pacific Corp.	3.646%	2/15/24	1,375	1,487
Union Pacific Corp.	3.250%	1/15/25	2,700	2,827
Union Pacific Corp.	6.625%	2/1/29	2,260	3,125
Union Pacific Corp.	3.375%	2/1/35	7,000	6,839
Union Pacific Corp.	4.750%	9/15/41	8,422	9,815
Union Pacific Corp.	4.250%	4/15/43	1,156	1,250
Union Pacific Corp.	4.750%	12/15/43	3,909	4,587
Union Pacific Corp.	4.821%	2/1/44	5,634	6,694
Union Pacific Corp.	4.850%	6/15/44	1,295	1,542
Union Pacific Corp.	4.150%	1/15/45	5,675	6,125
Union Pacific Corp.	3.875%	2/1/55	9,200	8,994
4 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	1,092	1,315
4 United Airlines 2013-1 Class A Pass Through
Trust	4.300%	2/15/27	7,718	8,287
4 United Airlines 2014-1 Class A Pass Through
Trust	4.000%	10/11/27	9,360	9,922
United Parcel Service Inc.	1.125%	10/1/17	2,500	2,517
United Parcel Service Inc.	5.500%	1/15/18	2,395	2,678
United Parcel Service Inc.	5.125%	4/1/19	6,268	7,127
United Parcel Service Inc.	3.125%	1/15/21	7,349	7,816
United Parcel Service Inc.	2.450%	10/1/22	6,690	6,726
United Parcel Service Inc.	6.200%	1/15/38	21,020	28,633
United Parcel Service Inc.	4.875%	11/15/40	4,742	5,652
United Parcel Service Inc.	3.625%	10/1/42	3,768	3,793
United Parcel Service of America Inc.	8.375%	4/1/20	10	13
4 US Airways 2013-1 Class A Pass Through
Trust	3.950%	5/15/27	1,481	1,544
4 US Airways Inc. 2012-2 Class A Pass
Through Trust	4.625%	12/3/26	1,925	2,062
				21,866,166
Utilities (2.0%)
Electric (1.9%)
AEP Texas Central Co.	6.650%	2/15/33	4,550	6,087
Alabama Power Co.	6.125%	5/15/38	18	25
Alabama Power Co.	6.000%	3/1/39	145	194
Alabama Power Co.	5.500%	3/15/41	475	613
Alabama Power Co.	5.200%	6/1/41	2,800	3,490
Alabama Power Co.	4.100%	1/15/42	5,125	5,528
Alabama Power Co.	3.850%	12/1/42	1,250	1,294
Alabama Power Co.	4.150%	8/15/44	3,575	3,870
Alabama Power Co.	3.750%	3/1/45	1,000	1,020
Ameren Illinois Co.	6.125%	11/15/17	1,419	1,599
Ameren Illinois Co.	2.700%	9/1/22	12,581	12,758
Ameren Illinois Co.	3.250%	3/1/25	1,335	1,395
Ameren Illinois Co.	4.800%	12/15/43	2,375	2,840
Ameren Illinois Co.	4.300%	7/1/44	3,300	3,717
American Electric Power Co. Inc.	1.650%	12/15/17	5,525	5,552
American Electric Power Co. Inc.	2.950%	12/15/22	4,850	4,907
Appalachian Power Co.	7.950%	1/15/20	385	480
Appalachian Power Co.	4.600%	3/30/21	5,372	5,984
Appalachian Power Co.	5.800%	10/1/35	2,693	3,411
Appalachian Power Co.	6.375%	4/1/36	2,800	3,739
Arizona Public Service Co.	8.750%	3/1/19	1,300	1,635

Arizona Public Service Co.	3.350%	6/15/24	2,625	2,765
Arizona Public Service Co.	5.500%	9/1/35	3,580	4,505
Arizona Public Service Co.	4.500%	4/1/42	8,168	9,206
Arizona Public Service Co.	4.700%	1/15/44	5,651	6,572
Atlantic City Electric Co.	7.750%	11/15/18	4,225	5,101
Baltimore Gas & Electric Co.	5.900%	10/1/16	3,525	3,786
Baltimore Gas & Electric Co.	3.500%	11/15/21	1,738	1,859
Baltimore Gas & Electric Co.	3.350%	7/1/23	10,850	11,408
Baltimore Gas & Electric Co.	6.350%	10/1/36	643	891
Berkshire Hathaway Energy Co.	1.100%	5/15/17	9,600	9,601
Berkshire Hathaway Energy Co.	5.750%	4/1/18	13,925	15,650
Berkshire Hathaway Energy Co.	2.000%	11/15/18	2,225	2,247
Berkshire Hathaway Energy Co.	2.400%	2/1/20	5,475	5,561
Berkshire Hathaway Energy Co.	3.750%	11/15/23	7,550	8,059
Berkshire Hathaway Energy Co.	3.500%	2/1/25	6,750	7,023
Berkshire Hathaway Energy Co.	8.480%	9/15/28	1,055	1,616
Berkshire Hathaway Energy Co.	6.125%	4/1/36	4,161	5,432
Berkshire Hathaway Energy Co.	5.950%	5/15/37	9,250	11,789
Berkshire Hathaway Energy Co.	6.500%	9/15/37	1,255	1,699
Berkshire Hathaway Energy Co.	5.150%	11/15/43	6,550	7,802
Berkshire Hathaway Energy Co.	4.500%	2/1/45	6,550	7,141
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	5,300	5,187
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	300	428
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	11,122	10,973
CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	2,200	2,517
CenterPoint Energy Inc.	6.500%	5/1/18	470	536
Cleco Power LLC	6.500%	12/1/35	4,300	5,709
Cleco Power LLC	6.000%	12/1/40	4,075	5,110
Cleveland Electric Illuminating Co.	7.880%	11/1/17	2,742	3,192
Cleveland Electric Illuminating Co.	5.500%	8/15/24	5,565	6,703
CMS Energy Corp.	8.750%	6/15/19	9,710	12,183
CMS Energy Corp.	6.250%	2/1/20	3,476	4,082
CMS Energy Corp.	3.875%	3/1/24	2,524	2,677
CMS Energy Corp.	4.700%	3/31/43	6,300	7,085
CMS Energy Corp.	4.875%	3/1/44	2,300	2,656
Commonwealth Edison Co.	5.950%	8/15/16	11,605	12,375
Commonwealth Edison Co.	6.150%	9/15/17	13,670	15,263
Commonwealth Edison Co.	5.800%	3/15/18	10,585	11,942
Commonwealth Edison Co.	4.000%	8/1/20	3,795	4,151
Commonwealth Edison Co.	3.400%	9/1/21	4,250	4,518
Commonwealth Edison Co.	3.100%	11/1/24	250	258
Commonwealth Edison Co.	5.875%	2/1/33	590	756
Commonwealth Edison Co.	5.900%	3/15/36	3,086	4,039
Commonwealth Edison Co.	6.450%	1/15/38	9,223	13,001
Commonwealth Edison Co.	3.800%	10/1/42	1,764	1,814
Commonwealth Edison Co.	4.600%	8/15/43	3,315	3,857
Commonwealth Edison Co.	4.700%	1/15/44	6,263	7,457
Commonwealth Edison Co.	3.700%	3/1/45	8,400	8,511
Connecticut Light & Power Co.	2.500%	1/15/23	6,840	6,782
Connecticut Light & Power Co.	6.350%	6/1/36	5,100	7,073
Connecticut Light & Power Co.	4.300%	4/15/44	7,075	7,925
Consolidated Edison Co. of New York Inc.	5.375%	12/15/15	1,400	1,447
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	10,420	11,115
Consolidated Edison Co. of New York Inc.	5.850%	4/1/18	755	853
Consolidated Edison Co. of New York Inc.	7.125%	12/1/18	1,200	1,429
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	13,175	15,614
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	2,250	2,513
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	6,475	7,843

Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	4,840	6,283
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	3,020	4,070
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	1,280	1,816
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	428	543
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	6,725	8,633
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	18	19
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	15,835	17,581
Consolidated Edison Co. of New York Inc.	4.625%	12/1/54	1,000	1,118
Constellation Energy Group Inc.	5.150%	12/1/20	7,013	7,914
Consumers Energy Co.	5.500%	8/15/16	886	942
Consumers Energy Co.	6.125%	3/15/19	19,141	22,385
Consumers Energy Co.	6.700%	9/15/19	12,211	14,613
Consumers Energy Co.	2.850%	5/15/22	8,925	9,156
Consumers Energy Co.	3.375%	8/15/23	3,185	3,377
Consumers Energy Co.	3.950%	5/15/43	3,693	3,907
Consumers Energy Co.	4.350%	8/31/64	2,225	2,424
Dayton Power & Light Co.	1.875%	9/15/16	1,550	1,567
Delmarva Power & Light Co.	3.500%	11/15/23	3,175	3,366
Delmarva Power & Light Co.	4.000%	6/1/42	225	237
Dominion Resources Inc.	1.950%	8/15/16	5,450	5,513
Dominion Resources Inc.	1.400%	9/15/17	400	400
Dominion Resources Inc.	6.400%	6/15/18	290	331
Dominion Resources Inc.	2.500%	12/1/19	3,500	3,552
Dominion Resources Inc.	4.450%	3/15/21	14,004	15,474
Dominion Resources Inc.	3.625%	12/1/24	12,000	12,511
Dominion Resources Inc.	6.300%	3/15/33	8,275	10,453
Dominion Resources Inc.	5.250%	8/1/33	2,195	2,522
Dominion Resources Inc.	5.950%	6/15/35	8,785	10,718
Dominion Resources Inc.	4.900%	8/1/41	2,395	2,666
Dominion Resources Inc.	4.050%	9/15/42	825	820
Dominion Resources Inc.	4.700%	12/1/44	6,750	7,557
4 Dominion Resources Inc.	5.750%	10/1/54	5,250	5,602
4 Dominion Resources Inc.	7.500%	6/30/66	3,775	3,888
DTE Electric Co.	3.450%	10/1/20	1,700	1,802
DTE Electric Co.	3.900%	6/1/21	575	631
DTE Electric Co.	2.650%	6/15/22	5,975	6,045
DTE Electric Co.	3.650%	3/15/24	18,725	20,207
DTE Electric Co.	3.375%	3/1/25	8,125	8,570
DTE Electric Co.	5.700%	10/1/37	1,000	1,309
DTE Electric Co.	3.950%	6/15/42	10,505	11,083
DTE Electric Co.	4.000%	4/1/43	6,575	6,992
DTE Electric Co.	4.300%	7/1/44	375	419
DTE Energy Co.	2.400%	12/1/19	6,108	6,206
DTE Energy Co.	3.500%	6/1/24	9,981	10,369
DTE Energy Co.	6.375%	4/15/33	4,425	5,856
Duke Energy Carolinas LLC	4.300%	6/15/20	5,700	6,357
Duke Energy Carolinas LLC	3.900%	6/15/21	900	994
Duke Energy Carolinas LLC	6.000%	12/1/28	5,170	6,648
Duke Energy Carolinas LLC	6.450%	10/15/32	1,575	2,128
Duke Energy Carolinas LLC	6.100%	6/1/37	8,176	10,846
Duke Energy Carolinas LLC	6.000%	1/15/38	6,145	8,392
Duke Energy Carolinas LLC	6.050%	4/15/38	4,461	6,095
Duke Energy Carolinas LLC	5.300%	2/15/40	3,198	4,063
Duke Energy Carolinas LLC	4.250%	12/15/41	5,525	6,110
Duke Energy Carolinas LLC	4.000%	9/30/42	645	687
Duke Energy Carolinas LLC	3.750%	6/1/45	5,300	5,487
Duke Energy Corp.	2.150%	11/15/16	11,265	11,512
Duke Energy Corp.	1.625%	8/15/17	8,991	9,087

Duke Energy Corp.	2.100%	6/15/18	8,575	8,734
Duke Energy Corp.	5.050%	9/15/19	11,200	12,637
Duke Energy Corp.	3.550%	9/15/21	5,529	5,905
Duke Energy Corp.	3.050%	8/15/22	13,015	13,405
Duke Energy Florida Inc.	6.350%	9/15/37	10,725	15,219
Duke Energy Florida Inc.	6.400%	6/15/38	8,700	12,340
Duke Energy Florida Inc.	5.650%	4/1/40	1,000	1,343
Duke Energy Indiana Inc.	6.050%	6/15/16	325	345
Duke Energy Indiana Inc.	3.750%	7/15/20	514	561
Duke Energy Indiana Inc.	6.120%	10/15/35	6,178	8,232
Duke Energy Indiana Inc.	6.350%	8/15/38	9,004	12,683
Duke Energy Indiana Inc.	6.450%	4/1/39	1,225	1,751
Duke Energy Indiana Inc.	4.200%	3/15/42	2,875	3,136
Duke Energy Indiana Inc.	4.900%	7/15/43	1,450	1,754
Duke Energy Ohio Inc.	5.450%	4/1/19	933	1,065
Duke Energy Progress Inc.	5.300%	1/15/19	42,355	47,964
Duke Energy Progress Inc.	3.000%	9/15/21	4,300	4,481
Duke Energy Progress Inc.	6.300%	4/1/38	6,099	8,674
Duke Energy Progress Inc.	4.100%	5/15/42	18	20
Duke Energy Progress Inc.	4.100%	3/15/43	525	569
Duke Energy Progress Inc.	4.375%	3/30/44	6,375	7,238
Duke Energy Progress Inc.	4.150%	12/1/44	5,000	5,482
El Paso Electric Co.	6.000%	5/15/35	1,725	2,158
Entergy Arkansas Inc.	3.750%	2/15/21	10,575	11,252
Entergy Corp.	4.700%	1/15/17	3,074	3,210
Entergy Gulf States Louisiana LLC	6.000%	5/1/18	3,725	4,213
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	2,155	2,599
Entergy Louisiana LLC	4.050%	9/1/23	6,600	7,255
Entergy Louisiana LLC	5.400%	11/1/24	1,725	2,056
Entergy Louisiana LLC	4.950%	1/15/45	5,500	5,712
Entergy Mississippi Inc.	3.100%	7/1/23	1,787	1,825
Entergy Texas Inc.	7.125%	2/1/19	16,325	19,423
Eversource Energy	1.450%	5/1/18	2,300	2,283
Eversource Energy	4.500%	11/15/19	7,553	8,371
Eversource Energy	3.150%	1/15/25	5,400	5,454
Exelon Corp.	5.625%	6/15/35	4,205	5,010
Exelon Generation Co. LLC	6.200%	10/1/17	5,255	5,821
Exelon Generation Co. LLC	5.200%	10/1/19	119	133
Exelon Generation Co. LLC	4.000%	10/1/20	9,141	9,669
Exelon Generation Co. LLC	4.250%	6/15/22	20,100	21,220
Exelon Generation Co. LLC	6.250%	10/1/39	7,912	9,570
Exelon Generation Co. LLC	5.750%	10/1/41	1,825	2,096
Exelon Generation Co. LLC	5.600%	6/15/42	9,026	10,299
FirstEnergy Solutions Corp.	6.800%	8/15/39	3,553	3,811
Florida Power & Light Co.	5.550%	11/1/17	720	801
Florida Power & Light Co.	2.750%	6/1/23	7,625	7,810
Florida Power & Light Co.	3.250%	6/1/24	14,200	15,042
Florida Power & Light Co.	5.950%	10/1/33	225	302
Florida Power & Light Co.	5.625%	4/1/34	4,270	5,535
Florida Power & Light Co.	4.950%	6/1/35	645	770
Florida Power & Light Co.	5.400%	9/1/35	5,650	7,189
Florida Power & Light Co.	6.200%	6/1/36	4,900	6,822
Florida Power & Light Co.	5.650%	2/1/37	3,454	4,532
Florida Power & Light Co.	5.850%	5/1/37	3,845	5,156
Florida Power & Light Co.	5.950%	2/1/38	9,800	13,182
Florida Power & Light Co.	4.125%	2/1/42	15,168	16,592
Florida Power & Light Co.	3.800%	12/15/42	5,095	5,311
Florida Power & Light Co.	4.050%	10/1/44	4,500	4,877

Georgia Power Co.	0.750%	8/10/15	10,675	10,682
Georgia Power Co.	3.000%	4/15/16	3,400	3,480
Georgia Power Co.	5.700%	6/1/17	16,444	18,036
Georgia Power Co.	4.250%	12/1/19	20	22
Georgia Power Co.	2.850%	5/15/22	8,650	8,750
Georgia Power Co.	5.650%	3/1/37	1,033	1,307
Georgia Power Co.	5.950%	2/1/39	2,000	2,656
Georgia Power Co.	5.400%	6/1/40	4,040	5,053
Georgia Power Co.	4.750%	9/1/40	4,725	5,387
Georgia Power Co.	4.300%	3/15/42	13,923	15,072
Georgia Power Co.	4.300%	3/15/43	4,000	4,352
Great Plains Energy Inc.	4.850%	6/1/21	1,253	1,401
Iberdrola International BV	6.750%	7/15/36	3,375	4,430
Indiana Michigan Power Co.	7.000%	3/15/19	4,475	5,333
Indiana Michigan Power Co.	3.200%	3/15/23	7,277	7,472
Indiana Michigan Power Co.	6.050%	3/15/37	7,250	9,361
4 Integrys Energy Group Inc.	6.110%	12/1/66	4,990	4,940
Interstate Power & Light Co.	3.250%	12/1/24	2,375	2,457
Interstate Power & Light Co.	6.250%	7/15/39	3,314	4,722
ITC Holdings Corp.	4.050%	7/1/23	2,925	3,125
ITC Holdings Corp.	3.650%	6/15/24	1,500	1,555
ITC Holdings Corp.	5.300%	7/1/43	3,375	3,981
Jersey Central Power & Light Co.	5.625%	5/1/16	8,900	9,308
Jersey Central Power & Light Co.	5.650%	6/1/17	4,600	4,993
Jersey Central Power & Light Co.	6.150%	6/1/37	6,273	7,667
4 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,496	2,869
Kansas City Power & Light Co.	7.150%	4/1/19	3,150	3,779
Kansas City Power & Light Co.	6.050%	11/15/35	1,725	2,283
Kansas City Power & Light Co.	5.300%	10/1/41	5,493	6,466
Kentucky Utilities Co.	3.250%	11/1/20	3,350	3,525
Kentucky Utilities Co.	5.125%	11/1/40	2,991	3,709
Kentucky Utilities Co.	4.650%	11/15/43	11,820	13,984
LG&E & KU Energy LLC	3.750%	11/15/20	11,800	12,488
LG&E & KU Energy LLC	4.375%	10/1/21	75	82
Louisville Gas & Electric Co.	5.125%	11/15/40	1,675	2,120
Louisville Gas & Electric Co.	4.650%	11/15/43	8,400	9,988
Metropolitan Edison Co.	7.700%	1/15/19	5,236	6,260
MidAmerican Energy Co.	5.950%	7/15/17	1,825	2,014
MidAmerican Energy Co.	5.300%	3/15/18	800	890
MidAmerican Energy Co.	6.750%	12/30/31	9,000	12,530
MidAmerican Energy Co.	5.750%	11/1/35	1,400	1,814
MidAmerican Energy Co.	5.800%	10/15/36	275	357
Mississippi Power Co.	4.250%	3/15/42	7,875	8,228
National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	500	545
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	6,885	7,678
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	22,530	29,182
National Rural Utilities Cooperative Finance
Corp.	2.150%	2/1/19	6,175	6,256
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	5,000	5,090
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	3,500	3,495
National Rural Utilities Cooperative Finance
Corp.	2.350%	6/15/20	4,600	4,669

National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	1,717	1,762
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	8,900	8,953
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	5,583	5,972
4 National Rural Utilities Cooperative Finance
Corp.	4.750%	4/30/43	1,500	1,509
Nevada Power Co.	6.500%	5/15/18	3,592	4,125
Nevada Power Co.	7.125%	3/15/19	17,761	21,265
Nevada Power Co.	6.650%	4/1/36	6,100	8,624
Nevada Power Co.	6.750%	7/1/37	6,672	9,561
Nevada Power Co.	5.375%	9/15/40	3,905	4,957
Nevada Power Co.	5.450%	5/15/41	1,225	1,563
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	20,650	23,648
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	8,725	8,826
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	2,575	2,636
NextEra Energy Capital Holdings Inc.	3.625%	6/15/23	6,825	7,148
4 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,175	2,153
4 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	2,640	2,627
Northern States Power Co.	5.250%	3/1/18	1,875	2,086
Northern States Power Co.	5.250%	7/15/35	325	406
Northern States Power Co.	6.250%	6/1/36	2,170	3,037
Northern States Power Co.	6.200%	7/1/37	5,443	7,588
Northern States Power Co.	5.350%	11/1/39	9,296	12,065
Northern States Power Co.	4.850%	8/15/40	525	634
Northern States Power Co.	3.400%	8/15/42	18	18
NorthWestern Corp.	4.176%	11/15/44	3,425	3,731
NSTAR Electric Co.	5.625%	11/15/17	5,350	5,960
NSTAR Electric Co.	2.375%	10/15/22	7,725	7,617
NSTAR Electric Co.	5.500%	3/15/40	4,371	5,589
Oglethorpe Power Corp.	5.950%	11/1/39	1,700	2,191
Oglethorpe Power Corp.	5.375%	11/1/40	4,800	5,835
Oglethorpe Power Corp.	5.250%	9/1/50	18	22
Ohio Power Co.	6.000%	6/1/16	3,863	4,085
Ohio Power Co.	5.375%	10/1/21	4,241	5,004
Ohio Power Co.	6.600%	2/15/33	2,000	2,669
Ohio Power Co.	5.850%	10/1/35	4,468	5,677
Oklahoma Gas & Electric Co.	5.850%	6/1/40	2,925	3,841
Oklahoma Gas & Electric Co.	3.900%	5/1/43	3,500	3,611
Oklahoma Gas & Electric Co.	4.550%	3/15/44	135	156
Oklahoma Gas & Electric Co.	4.000%	12/15/44	4,825	5,123
Oncor Electric Delivery Co. LLC	5.000%	9/30/17	2,620	2,865
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	5,750	6,725
Oncor Electric Delivery Co. LLC	2.150%	6/1/19	5,300	5,318
Oncor Electric Delivery Co. LLC	4.100%	6/1/22	1,750	1,926
Oncor Electric Delivery Co. LLC	7.000%	9/1/22	5,496	7,076
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	2,600	3,700
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	3,680	5,434
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,601	2,458
Oncor Electric Delivery Co. LLC	5.250%	9/30/40	1,025	1,259
Oncor Electric Delivery Co. LLC	4.550%	12/1/41	4,324	4,874
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	425	532
Pacific Gas & Electric Co.	5.625%	11/30/17	6,930	7,677
Pacific Gas & Electric Co.	3.500%	10/1/20	23,700	25,139
Pacific Gas & Electric Co.	4.250%	5/15/21	9,150	10,049
Pacific Gas & Electric Co.	3.250%	9/15/21	750	788
Pacific Gas & Electric Co.	3.250%	6/15/23	9,980	10,336

Pacific Gas & Electric Co.	3.750%	2/15/24	3,250	3,472
Pacific Gas & Electric Co.	3.400%	8/15/24	5,325	5,564
Pacific Gas & Electric Co.	6.050%	3/1/34	30,812	40,260
Pacific Gas & Electric Co.	5.800%	3/1/37	8,795	11,214
Pacific Gas & Electric Co.	6.350%	2/15/38	650	884
Pacific Gas & Electric Co.	6.250%	3/1/39	4,575	6,178
Pacific Gas & Electric Co.	5.400%	1/15/40	10	12
Pacific Gas & Electric Co.	4.450%	4/15/42	7,469	8,208
Pacific Gas & Electric Co.	3.750%	8/15/42	175	175
Pacific Gas & Electric Co.	4.600%	6/15/43	14,500	16,233
Pacific Gas & Electric Co.	4.750%	2/15/44	4,368	5,060
Pacific Gas & Electric Co.	4.300%	3/15/45	4,825	5,184
PacifiCorp	5.650%	7/15/18	7,489	8,427
PacifiCorp	5.500%	1/15/19	10,235	11,637
PacifiCorp	2.950%	2/1/22	8,000	8,229
PacifiCorp	3.600%	4/1/24	15,750	16,887
PacifiCorp	7.700%	11/15/31	1,174	1,768
PacifiCorp	5.250%	6/15/35	100	122
PacifiCorp	5.750%	4/1/37	3,125	4,090
PacifiCorp	6.250%	10/15/37	8,355	11,612
PacifiCorp	6.000%	1/15/39	3,425	4,612
PacifiCorp	4.100%	2/1/42	4,845	5,227
Peco Energy Co.	1.200%	10/15/16	12,675	12,753
Peco Energy Co.	5.350%	3/1/18	675	753
Peco Energy Co.	2.375%	9/15/22	2,925	2,906
Pennsylvania Electric Co.	5.200%	4/1/20	5,400	5,979
Pennsylvania Electric Co.	6.150%	10/1/38	10,400	13,000
PG&E Corp.	2.400%	3/1/19	3,700	3,746
Potomac Electric Power Co.	3.600%	3/15/24	3,625	3,868
Potomac Electric Power Co.	6.500%	11/15/37	7,907	11,142
PPL Capital Funding Inc.	1.900%	6/1/18	1,225	1,227
PPL Capital Funding Inc.	3.500%	12/1/22	1,795	1,867
PPL Capital Funding Inc.	3.400%	6/1/23	3,495	3,613
PPL Capital Funding Inc.	3.950%	3/15/24	1,040	1,119
PPL Capital Funding Inc.	4.700%	6/1/43	2,250	2,483
PPL Capital Funding Inc.	5.000%	3/15/44	7,725	9,105
PPL Electric Utilities Corp.	3.000%	9/15/21	1,075	1,121
PPL Electric Utilities Corp.	6.250%	5/15/39	5,552	7,800
PPL Electric Utilities Corp.	5.200%	7/15/41	3,890	4,852
PPL Electric Utilities Corp.	4.125%	6/15/44	2,700	2,977
Progress Energy Inc.	4.875%	12/1/19	4,035	4,526
Progress Energy Inc.	4.400%	1/15/21	9,532	10,508
Progress Energy Inc.	7.750%	3/1/31	1,885	2,728
Progress Energy Inc.	7.000%	10/30/31	500	676
Progress Energy Inc.	6.000%	12/1/39	8,720	11,557
PSEG Power LLC	2.750%	9/15/16	4,400	4,507
PSEG Power LLC	5.125%	4/15/20	1,276	1,425
PSEG Power LLC	4.150%	9/15/21	4,269	4,543
PSEG Power LLC	4.300%	11/15/23	100	108
PSEG Power LLC	8.625%	4/15/31	350	515
Public Service Co. of Colorado	5.800%	8/1/18	1,475	1,678
Public Service Co. of Colorado	5.125%	6/1/19	9,725	11,069
Public Service Co. of Colorado	3.200%	11/15/20	4,100	4,363
Public Service Co. of Colorado	2.250%	9/15/22	5,650	5,600
Public Service Co. of Colorado	6.250%	9/1/37	2,325	3,318
Public Service Co. of Colorado	4.750%	8/15/41	2,925	3,496
Public Service Co. of Colorado	3.600%	9/15/42	11,100	11,221
Public Service Co. of New Hampshire	3.500%	11/1/23	1,804	1,922

Public Service Co. of Oklahoma	5.150%	12/1/19	100	113
Public Service Co. of Oklahoma	6.625%	11/15/37	4,675	6,432
Public Service Electric & Gas Co.	2.300%	9/15/18	6,200	6,372
Public Service Electric & Gas Co.	1.800%	6/1/19	2,050	2,063
Public Service Electric & Gas Co.	3.500%	8/15/20	500	534
Public Service Electric & Gas Co.	3.150%	8/15/24	4,200	4,384
Public Service Electric & Gas Co.	3.050%	11/15/24	1,450	1,493
Public Service Electric & Gas Co.	5.700%	12/1/36	4,207	5,499
Public Service Electric & Gas Co.	5.800%	5/1/37	4,900	6,525
Public Service Electric & Gas Co.	5.375%	11/1/39	7,972	10,255
Public Service Electric & Gas Co.	3.950%	5/1/42	15,220	16,363
Public Service Electric & Gas Co.	4.000%	6/1/44	2,875	3,105
Puget Energy Inc.	6.500%	12/15/20	18,200	21,884
Puget Energy Inc.	6.000%	9/1/21	2,840	3,356
Puget Sound Energy Inc.	7.020%	12/1/27	1,000	1,368
Puget Sound Energy Inc.	5.483%	6/1/35	805	1,021
Puget Sound Energy Inc.	6.274%	3/15/37	5,175	7,129
Puget Sound Energy Inc.	5.757%	10/1/39	2,675	3,563
Puget Sound Energy Inc.	5.795%	3/15/40	1,624	2,176
Puget Sound Energy Inc.	5.764%	7/15/40	2,045	2,711
Puget Sound Energy Inc.	5.638%	4/15/41	3,718	4,836
Puget Sound Energy Inc.	4.434%	11/15/41	4,009	4,527
San Diego Gas & Electric Co.	5.300%	11/15/15	2,100	2,162
San Diego Gas & Electric Co.	3.000%	8/15/21	3,000	3,139
San Diego Gas & Electric Co.	3.600%	9/1/23	3,675	3,954
San Diego Gas & Electric Co.	5.350%	5/15/35	1,200	1,501
San Diego Gas & Electric Co.	6.125%	9/15/37	118	165
San Diego Gas & Electric Co.	6.000%	6/1/39	905	1,234
San Diego Gas & Electric Co.	5.350%	5/15/40	2,760	3,588
San Diego Gas & Electric Co.	4.500%	8/15/40	2,770	3,219
San Diego Gas & Electric Co.	3.950%	11/15/41	8,575	9,244
San Diego Gas & Electric Co.	4.300%	4/1/42	1,945	2,194
SCANA Corp.	4.750%	5/15/21	2,900	3,162
SCANA Corp.	4.125%	2/1/22	6,430	6,759
Scottish Power Ltd.	5.810%	3/15/25	900	1,060
Sierra Pacific Power Co.	6.000%	5/15/16	4,925	5,210
Sierra Pacific Power Co.	3.375%	8/15/23	10,848	11,384
Sierra Pacific Power Co.	6.750%	7/1/37	4,250	6,048
South Carolina Electric & Gas Co.	6.500%	11/1/18	1,660	1,951
South Carolina Electric & Gas Co.	6.625%	2/1/32	5,725	7,706
South Carolina Electric & Gas Co.	5.300%	5/15/33	343	419
South Carolina Electric & Gas Co.	6.050%	1/15/38	3,635	4,822
South Carolina Electric & Gas Co.	5.450%	2/1/41	4,120	5,147
South Carolina Electric & Gas Co.	4.350%	2/1/42	7,418	8,077
South Carolina Electric & Gas Co.	4.600%	6/15/43	10,133	11,495
South Carolina Electric & Gas Co.	4.500%	6/1/64	3,250	3,526
Southern California Edison Co.	3.875%	6/1/21	32,800	36,034
4 Southern California Edison Co.	1.845%	2/1/22	5,475	5,500
Southern California Edison Co.	2.400%	2/1/22	10,100	10,099
Southern California Edison Co.	6.650%	4/1/29	2,056	2,765
Southern California Edison Co.	6.000%	1/15/34	6,035	8,071
Southern California Edison Co.	5.750%	4/1/35	2,913	3,836
Southern California Edison Co.	5.350%	7/15/35	7,323	9,110
Southern California Edison Co.	5.550%	1/15/36	1,400	1,824
Southern California Edison Co.	5.625%	2/1/36	6,925	8,970
Southern California Edison Co.	5.550%	1/15/37	7,350	9,452
Southern California Edison Co.	5.950%	2/1/38	5,463	7,328
Southern California Edison Co.	6.050%	3/15/39	1,110	1,499

Southern California Edison Co.	5.500%	3/15/40	1,148	1,485
Southern California Edison Co.	4.500%	9/1/40	6,075	6,863
Southern California Edison Co.	3.900%	12/1/41	300	315
Southern California Edison Co.	4.050%	3/15/42	5,900	6,326
Southern California Edison Co.	4.650%	10/1/43	2,429	2,849
Southern California Edison Co.	3.600%	2/1/45	9,350	9,388
Southern Co.	1.300%	8/15/17	3,400	3,402
Southern Co.	2.150%	9/1/19	3,000	3,017
Southern Power Co.	5.150%	9/15/41	11,215	13,150
Southern Power Co.	5.250%	7/15/43	150	175
Southwestern Electric Power Co.	5.550%	1/15/17	1,128	1,216
Southwestern Electric Power Co.	5.875%	3/1/18	1,317	1,470
Southwestern Electric Power Co.	6.450%	1/15/19	3,625	4,228
Southwestern Electric Power Co.	3.550%	2/15/22	6,954	7,335
Southwestern Electric Power Co.	6.200%	3/15/40	2,060	2,741
Southwestern Electric Power Co.	3.900%	4/1/45	3,475	3,416
Southwestern Public Service Co.	4.500%	8/15/41	3,645	4,189
System Energy Resources Inc.	4.100%	4/1/23	350	367
Tampa Electric Co.	6.100%	5/15/18	275	313
Tampa Electric Co.	5.400%	5/15/21	2,262	2,673
Tampa Electric Co.	2.600%	9/15/22	3,025	2,985
Tampa Electric Co.	6.550%	5/15/36	3,000	4,269
Tampa Electric Co.	4.350%	5/15/44	6,875	7,724
TECO Finance Inc.	6.572%	11/1/17	2,200	2,469
TECO Finance Inc.	5.150%	3/15/20	3,352	3,793
TransAlta Corp.	6.650%	5/15/18	1,325	1,472
TransAlta Corp.	6.500%	3/15/40	3,539	3,583
7 Tri-State Generation & Transmission
Association Inc.	3.700%	11/1/24	2,600	2,730
7 Tri-State Generation & Transmission
Association Inc.	4.700%	11/1/44	2,350	2,613
Tucson Electric Power Co.	5.150%	11/15/21	2,125	2,409
7 Tucson Electric Power Co.	3.050%	3/15/25	2,375	2,383
UIL Holdings Corp.	4.625%	10/1/20	1,650	1,782
Union Electric Co.	6.700%	2/1/19	4,991	5,895
Union Electric Co.	3.500%	4/15/24	7,135	7,619
Union Electric Co.	5.300%	8/1/37	3,745	4,658
Union Electric Co.	8.450%	3/15/39	1,725	3,032
Union Electric Co.	3.900%	9/15/42	2,225	2,362
Virginia Electric & Power Co.	5.400%	1/15/16	1,320	1,368
Virginia Electric & Power Co.	5.400%	4/30/18	3,395	3,800
Virginia Electric & Power Co.	5.000%	6/30/19	3,300	3,713
Virginia Electric & Power Co.	2.950%	1/15/22	3,600	3,712
Virginia Electric & Power Co.	3.450%	9/1/22	665	706
Virginia Electric & Power Co.	3.450%	2/15/24	2,825	3,000
Virginia Electric & Power Co.	6.000%	1/15/36	5,575	7,386
Virginia Electric & Power Co.	6.000%	5/15/37	3,100	4,166
Virginia Electric & Power Co.	6.350%	11/30/37	3,450	4,906
Virginia Electric & Power Co.	8.875%	11/15/38	28	47
Virginia Electric & Power Co.	4.000%	1/15/43	3,653	3,850
Virginia Electric & Power Co.	4.650%	8/15/43	7,250	8,443
Virginia Electric and Power Co.	4.450%	2/15/44	9,475	10,679
Westar Energy Inc.	8.625%	12/1/18	1,150	1,431
Westar Energy Inc.	4.125%	3/1/42	8,530	9,148
Westar Energy Inc.	4.100%	4/1/43	5,475	5,877
Westar Energy Inc.	4.625%	9/1/43	875	1,026
Western Massachusetts Electric Co.	3.500%	9/15/21	2,650	2,819
Wisconsin Electric Power Co.	4.250%	12/15/19	4,600	5,043

Wisconsin Electric Power Co.	2.950%	9/15/21	2,500	2,604
Wisconsin Electric Power Co.	5.625%	5/15/33	1,025	1,319
Wisconsin Electric Power Co.	5.700%	12/1/36	1,250	1,647
Wisconsin Electric Power Co.	3.650%	12/15/42	418	426
Wisconsin Electric Power Co.	4.250%	6/1/44	3,425	3,853
4 Wisconsin Energy Corp.	6.250%	5/15/67	14,770	14,770
Wisconsin Power & Light Co.	2.250%	11/15/22	3,075	3,016
Wisconsin Power & Light Co.	6.375%	8/15/37	4,875	6,784
Wisconsin Power & Light Co.	4.100%	10/15/44	1,100	1,194
Wisconsin Public Service Corp.	3.671%	12/1/42	1,625	1,654
Xcel Energy Inc.	0.750%	5/9/16	6,250	6,247
Xcel Energy Inc.	5.613%	4/1/17	592	646
Xcel Energy Inc.	4.700%	5/15/20	1,100	1,220
Xcel Energy Inc.	6.500%	7/1/36	3,065	4,210
Natural Gas (0.1%)
AGL Capital Corp.	5.250%	8/15/19	885	995
AGL Capital Corp.	3.500%	9/15/21	4,845	5,130
AGL Capital Corp.	5.875%	3/15/41	2,560	3,342
AGL Capital Corp.	4.400%	6/1/43	3,675	3,976
Atmos Energy Corp.	8.500%	3/15/19	1,810	2,246
Atmos Energy Corp.	5.500%	6/15/41	10,395	13,290
Atmos Energy Corp.	4.150%	1/15/43	9,400	10,033
British Transco Finance Inc.	6.625%	6/1/18	5,305	6,136
KeySpan Corp.	8.000%	11/15/30	60	85
Laclede Group Inc.	4.700%	8/15/44	4,925	5,376
National Fuel Gas Co.	6.500%	4/15/18	3,000	3,343
National Fuel Gas Co.	8.750%	5/1/19	1,600	1,943
National Fuel Gas Co.	4.900%	12/1/21	550	605
National Fuel Gas Co.	3.750%	3/1/23	5,725	5,772
ONE Gas Inc.	2.070%	2/1/19	3,750	3,795
ONE Gas Inc.	4.658%	2/1/44	1,525	1,762
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	2,350	2,815
Sempra Energy	6.500%	6/1/16	11,327	12,059
Sempra Energy	2.300%	4/1/17	6,325	6,453
Sempra Energy	6.150%	6/15/18	2,715	3,096
Sempra Energy	9.800%	2/15/19	6,115	7,897
Sempra Energy	2.400%	3/15/20	2,625	2,650
Sempra Energy	2.875%	10/1/22	3,406	3,412
Sempra Energy	4.050%	12/1/23	11,685	12,678
Sempra Energy	6.000%	10/15/39	18,516	23,866
Southern California Gas Co.	5.750%	11/15/35	960	1,252
Southern California Gas Co.	3.750%	9/15/42	5,270	5,552
Southern California Gas Co.	4.450%	3/15/44	2,400	2,761
Other Utility (0.0%)
American Water Capital Corp.	6.085%	10/15/17	7,020	7,818
American Water Capital Corp.	3.850%	3/1/24	8,050	8,672
American Water Capital Corp.	6.593%	10/15/37	5,670	8,042
United Utilities plc	5.375%	2/1/19	5,455	5,869
United Utilities plc	6.875%	8/15/28	885	1,073
Veolia Environnement SA	6.750%	6/1/38	3,849	5,060
				2,907,199
Total Corporate Bonds (Cost $34,793,596)				36,906,627
Sovereign Bonds (U.S. Dollar-Denominated) (5.8%)
African Development Bank	1.250%	9/2/16	1,850	1,869

African Development Bank	1.125%	3/15/17	8,385	8,458
African Development Bank	0.875%	5/15/17	3,000	3,008
African Development Bank	0.875%	3/15/18	9,150	9,119
African Development Bank	1.625%	10/2/18	22,350	22,717
African Development Bank	1.375%	2/12/20	9,750	9,682
African Development Bank	2.375%	9/23/21	29,400	30,438
Asian Development Bank	0.500%	8/17/15	18,450	18,468
Asian Development Bank	2.500%	3/15/16	18,375	18,727
Asian Development Bank	0.500%	6/20/16	5,825	5,823
Asian Development Bank	5.500%	6/27/16	5,225	5,549
Asian Development Bank	0.750%	1/11/17	35,300	35,392
Asian Development Bank	1.125%	3/15/17	20,100	20,268
Asian Development Bank	5.250%	6/12/17	600	658
Asian Development Bank	5.593%	7/16/18	3,498	3,957
Asian Development Bank	1.750%	9/11/18	21,325	21,758
Asian Development Bank	1.875%	10/23/18	13,850	14,191
Asian Development Bank	1.750%	3/21/19	3,670	3,739
Asian Development Bank	1.875%	4/12/19	5,700	5,833
Asian Development Bank	1.500%	1/22/20	17,100	17,096
Asian Development Bank	1.375%	3/23/20	12,500	12,446
Asian Development Bank	2.125%	11/24/21	20,000	20,442
Asian Development Bank	1.875%	2/18/22	25,950	26,083
Asian Development Bank	2.000%	1/22/25	15,700	15,575
Asian Development Bank	5.820%	6/16/28	148	196
Banco do Brasil SA	3.875%	1/23/17	12,176	12,328
Banco do Brasil SA	3.875%	10/10/22	4,975	4,596
Canada	0.875%	2/14/17	35,750	35,855
Canada	1.125%	3/19/18	29,000	29,137
Canada	1.625%	2/27/19	1,000	1,011
CNOOC Curtis Funding No 1 pty Ltd.	4.500%	10/3/23	5,000	5,418
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	6,250	6,087
CNOOC Nexen Finance 2014 ULC	1.625%	4/30/17	20,460	20,423
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	32,900	35,039
Corp. Andina de Fomento	8.125%	6/4/19	19,900	24,434
Corporacion Andina De Fomento	3.750%	1/15/16	12,925	13,248
Corporacion Andina De Fomento	4.375%	6/15/22	26,000	28,331
Council Of Europe Development Bank	1.500%	2/22/17	13,150	13,350
Council Of Europe Development Bank	1.500%	6/19/17	3,300	3,349
Council Of Europe Development Bank	1.000%	3/7/18	13,500	13,490
Council Of Europe Development Bank	1.125%	5/31/18	12,695	12,706
Council Of Europe Development Bank	1.750%	11/14/19	2,900	2,926
Council Of Europe Development Bank	1.625%	3/10/20	17,550	17,641
Ecopetrol SA	4.250%	9/18/18	3,015	3,158
Ecopetrol SA	7.625%	7/23/19	6,500	7,590
Ecopetrol SA	5.875%	9/18/23	21,885	23,417
Ecopetrol SA	4.125%	1/16/25	11,200	10,668
Ecopetrol SA	7.375%	9/18/43	5,000	5,437
Ecopetrol SA	5.875%	5/28/45	16,900	15,717
Emirates Telecommunications Corp.	3.500%	6/18/24	5,000	5,237
European Bank for Reconstruction &
Development	2.750%	4/20/15	19,450	19,469
European Bank for Reconstruction &
Development	2.500%	3/15/16	20,100	20,506
European Bank for Reconstruction &
Development	1.375%	10/20/16	2,550	2,581
European Bank for Reconstruction &
Development	1.000%	2/16/17	5,050	5,081

European Bank for Reconstruction &
Development	0.750%	9/1/17	11,400	11,370
European Bank for Reconstruction &
Development	1.000%	6/15/18	5,300	5,283
European Bank for Reconstruction &
Development	1.000%	9/17/18	4,650	4,618
European Bank for Reconstruction &
Development	1.625%	11/15/18	9,300	9,428
European Bank for Reconstruction &
Development	1.750%	6/14/19	20,200	20,466
European Bank for Reconstruction &
Development	1.750%	11/26/19	14,300	14,443
European Bank for Reconstruction &
Development	1.500%	3/16/20	22,250	22,229
European Bank for Reconstruction &
Development	1.875%	2/23/22	13,800	13,844
European Investment Bank	0.625%	4/15/16	41,400	41,516
European Investment Bank	2.500%	5/16/16	31,450	32,188
European Investment Bank	2.125%	7/15/16	22,200	22,674
European Investment Bank	0.500%	8/15/16	30,475	30,465
European Investment Bank	5.125%	9/13/16	19,100	20,362
European Investment Bank	1.250%	10/14/16	23,825	24,084
European Investment Bank	1.125%	12/15/16	18,500	18,556
European Investment Bank	4.875%	1/17/17	32,225	34,630
European Investment Bank	1.750%	3/15/17	44,825	45,765
European Investment Bank	0.875%	4/18/17	18,250	18,240
European Investment Bank	5.125%	5/30/17	45,555	49,795
European Investment Bank	1.625%	6/15/17	5,500	5,604
European Investment Bank	1.000%	8/17/17	23,925	23,963
European Investment Bank	1.125%	9/15/17	31,575	31,806
European Investment Bank	1.000%	12/15/17	22,200	22,252
European Investment Bank	1.000%	3/15/18	16,225	16,223
European Investment Bank	1.250%	5/15/18	38,750	38,949
European Investment Bank	1.000%	6/15/18	30,350	30,250
European Investment Bank	1.625%	12/18/18	23,075	23,425
European Investment Bank	1.875%	3/15/19	77,000	78,770
European Investment Bank	1.750%	6/17/19	67,180	68,066
European Investment Bank	1.625%	3/16/20	85,300	85,583
European Investment Bank	2.875%	9/15/20	18,600	19,881
European Investment Bank	4.000%	2/16/21	30,400	34,375
European Investment Bank	2.500%	4/15/21	40,400	42,338
European Investment Bank	2.125%	10/15/21	4,550	4,648
European Investment Bank	3.250%	1/29/24	18,500	20,423
European Investment Bank	2.500%	10/15/24	23,600	24,411
European Investment Bank	1.875%	2/10/25	36,000	35,346
European Investment Bank	4.875%	2/15/36	935	1,263
Export Development Canada	1.250%	10/27/15	300	301
Export Development Canada	1.250%	10/26/16	12,750	12,855
8 Export Development Canada	1.000%	5/15/17	6,300	6,311
Export Development Canada	0.750%	12/15/17	14,875	14,696
Export Development Canada	1.500%	10/3/18	4,275	4,323
8 Export Development Canada	1.750%	8/19/19	8,200	8,281
8 Export Development Canada	1.625%	12/3/19	4,000	4,029
Export-Import Bank of Korea	3.750%	10/20/16	11,550	12,009
Export-Import Bank of Korea	4.000%	1/11/17	24,050	25,177
Export-Import Bank of Korea	1.750%	2/27/18	16,725	16,760
Export-Import Bank of Korea	2.875%	9/17/18	10,400	10,781
Export-Import Bank of Korea	2.375%	8/12/19	7,000	7,110

Export-Import Bank of Korea	5.125%	6/29/20	6,300	7,204
Export-Import Bank of Korea	4.000%	1/29/21	2,900	3,152
Export-Import Bank of Korea	4.375%	9/15/21	3,925	4,370
Export-Import Bank of Korea	5.000%	4/11/22	4,150	4,805
Export-Import Bank of Korea	4.000%	1/14/24	34,750	38,142
Export-Import Bank of Korea	2.875%	1/21/25	5,000	5,023
Federative Republic of Brazil	6.000%	1/17/17	33,030	35,342
4 Federative Republic of Brazil	8.000%	1/15/18	8,427	9,122
Federative Republic of Brazil	5.875%	1/15/19	18,475	20,341
Federative Republic of Brazil	8.875%	10/14/19	12,270	15,215
Federative Republic of Brazil	4.875%	1/22/21	17,250	18,160
Federative Republic of Brazil	2.625%	1/5/23	14,550	13,131
Federative Republic of Brazil	8.875%	4/15/24	3,170	4,148
Federative Republic of Brazil	4.250%	1/7/25	35,200	34,509
Federative Republic of Brazil	8.750%	2/4/25	10,068	13,214
Federative Republic of Brazil	10.125%	5/15/27	8,742	13,069
Federative Republic of Brazil	8.250%	1/20/34	14,045	18,188
Federative Republic of Brazil	7.125%	1/20/37	17,591	20,892
4 Federative Republic of Brazil	11.000%	8/17/40	14,037	14,634
Federative Republic of Brazil	5.625%	1/7/41	32,750	33,118
Federative Republic of Brazil	5.000%	1/27/45	33,331	30,819
FMS Wertmanagement AoeR	0.625%	4/18/16	8,050	8,071
FMS Wertmanagement AoeR	1.125%	10/14/16	13,600	13,721
FMS Wertmanagement AoeR	0.625%	1/30/17	33,800	33,717
FMS Wertmanagement AoeR	1.125%	9/5/17	8,500	8,524
FMS Wertmanagement AoeR	1.000%	11/21/17	8,500	8,494
FMS Wertmanagement AoeR	1.625%	11/20/18	22,200	22,513
FMS Wertmanagement AoeR	1.750%	3/17/20	2,000	2,018
Hydro-Quebec	7.500%	4/1/16	2,155	2,298
Hydro-Quebec	2.000%	6/30/16	26,495	26,939
Hydro-Quebec	1.375%	6/19/17	3,700	3,735
Hydro-Quebec	8.400%	1/15/22	8,195	11,154
Hydro-Quebec	8.050%	7/7/24	3,310	4,721
Hydro-Quebec	8.500%	12/1/29	825	1,296
Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	5,450	5,456
Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	4,400	4,526
Inter-American Development Bank	4.250%	9/14/15	7,395	7,526
Inter-American Development Bank	0.625%	9/12/16	4,200	4,194
Inter-American Development Bank	5.125%	9/13/16	9,200	9,804
Inter-American Development Bank	1.375%	10/18/16	750	760
Inter-American Development Bank	0.875%	11/15/16	14,200	14,238
Inter-American Development Bank	1.125%	3/15/17	20,300	20,469
Inter-American Development Bank	1.000%	7/14/17	20,010	20,054
Inter-American Development Bank	2.375%	8/15/17	25,216	26,129
Inter-American Development Bank	0.875%	3/15/18	19,100	19,023
Inter-American Development Bank	1.750%	8/24/18	4,900	4,998
Inter-American Development Bank	4.250%	9/10/18	2,950	3,255
Inter-American Development Bank	1.125%	9/12/19	1,150	1,136
Inter-American Development Bank	3.875%	9/17/19	57,040	63,067
Inter-American Development Bank	1.750%	10/15/19	30,900	31,338
Inter-American Development Bank	3.875%	2/14/20	6,475	7,196
Inter-American Development Bank	2.125%	11/9/20	9,900	10,110
Inter-American Development Bank	3.000%	10/4/23	6,200	6,722
Inter-American Development Bank	3.000%	2/21/24	28,900	31,337
Inter-American Development Bank	2.125%	1/15/25	38,950	39,310
Inter-American Development Bank	7.000%	6/15/25	2,950	4,128
Inter-American Development Bank	3.875%	10/28/41	45	54
Inter-American Development Bank	3.200%	8/7/42	5,575	5,944

Inter-American Development Bank	4.375%	1/24/44	3,550	4,592
International Bank for Reconstruction &
Development	5.000%	4/1/16	18,735	19,592
International Bank for Reconstruction &
Development	0.500%	4/15/16	32,275	32,327
International Bank for Reconstruction &
Development	1.000%	9/15/16	14,100	14,203
International Bank for Reconstruction &
Development	0.625%	10/14/16	18,000	17,942
International Bank for Reconstruction &
Development	0.750%	12/15/16	15,475	15,500
International Bank for Reconstruction &
Development	0.875%	4/17/17	58,700	58,893
International Bank for Reconstruction &
Development	1.125%	7/18/17	2,500	2,513
International Bank for Reconstruction &
Development	1.375%	4/10/18	32,000	32,293
International Bank for Reconstruction &
Development	1.875%	3/15/19	65,700	67,057
International Bank for Reconstruction &
Development	1.875%	10/7/19	43,600	44,281
International Bank for Reconstruction &
Development	2.125%	11/1/20	8,400	8,645
International Bank for Reconstruction &
Development	2.250%	6/24/21	22,350	23,166
International Bank for Reconstruction &
Development	1.625%	2/10/22	24,125	23,793
International Bank for Reconstruction &
Development	7.625%	1/19/23	4,000	5,650
International Bank for Reconstruction &
Development	2.500%	11/25/24	73,000	75,469
International Bank for Reconstruction &
Development	8.875%	3/1/26	1,050	1,665
International Bank for Reconstruction &
Development	4.750%	2/15/35	2,023	2,668
International Finance Corp.	2.750%	4/20/15	10,375	10,385
International Finance Corp.	2.250%	4/11/16	10,900	11,113
International Finance Corp.	0.500%	5/16/16	2,800	2,804
International Finance Corp.	0.625%	10/3/16	2,875	2,880
International Finance Corp.	0.625%	11/15/16	7,500	7,506
International Finance Corp.	1.125%	11/23/16	33,025	33,300
International Finance Corp.	1.000%	4/24/17	3,975	3,985
International Finance Corp.	2.125%	11/17/17	16,875	17,341
International Finance Corp.	0.625%	12/21/17	12,200	12,062
International Finance Corp.	0.875%	6/15/18	1,600	1,587
International Finance Corp.	1.250%	7/16/18	8,600	8,625
International Finance Corp.	1.750%	9/4/18	29,050	29,594
International Finance Corp.	1.750%	9/16/19	15,500	15,625
9 Japan Bank for International Cooperation	2.500%	5/18/16	6,800	6,951
9 Japan Bank for International Cooperation	2.250%	7/13/16	12,775	13,040
9 Japan Bank for International Cooperation	1.125%	7/19/17	39,500	39,636
9 Japan Bank for International Cooperation	1.750%	7/31/18	15,000	15,201
9 Japan Bank for International Cooperation	1.750%	11/13/18	19,000	19,223
9 Japan Bank for International Cooperation	3.375%	7/31/23	6,600	7,223
9 Japan Bank for International Cooperation	3.000%	5/29/24	25,500	27,029
9 Japan Bank for International Cooperation	2.125%	2/10/25	20,400	20,211
9 Japan Finance Organization for Municipalities	5.000%	5/16/17	4,050	4,394
9 Japan Finance Organization for Municipalities	4.000%	1/13/21	10,400	11,588

10 KFW	0.625%	4/24/15	33,225	33,233
10 KFW	5.125%	3/14/16	36,950	38,579
10 KFW	0.500%	4/19/16	21,000	21,034
10 KFW	2.000%	6/1/16	36,100	36,770
10 KFW	0.500%	7/15/16	22,200	22,123
10 KFW	1.250%	10/5/16	34,725	35,100
10 KFW	0.625%	12/15/16	22,800	22,815
10 KFW	4.875%	1/17/17	5,393	5,800
10 KFW	1.250%	2/15/17	66,275	67,006
10 KFW	0.750%	3/17/17	36,100	36,029
10 KFW	0.875%	9/5/17	26,650	26,690
10 KFW	0.875%	12/15/17	44,000	43,736
10 KFW	1.000%	1/26/18	21,750	21,743
10 KFW	4.375%	3/15/18	18,650	20,479
10 KFW	1.000%	6/11/18	36,000	35,938
10 KFW	4.500%	7/16/18	14,325	15,886
10 KFW	1.875%	4/1/19	36,610	37,461
10 KFW	4.875%	6/17/19	28,905	33,080
10 KFW	1.750%	10/15/19	9,700	9,833
10 KFW	4.000%	1/27/20	43,850	48,999
10 KFW	1.500%	4/20/20	38,075	38,047
10 KFW	2.750%	9/8/20	45,050	47,822
10 KFW	2.750%	10/1/20	45,949	48,776
10 KFW	2.375%	8/25/21	12,335	12,829
10 KFW	2.000%	10/4/22	23,500	23,762
10 KFW	2.125%	1/17/23	41,575	42,339
10 KFW	2.500%	11/20/24	35,000	36,431
10 KFW	0.000%	4/18/36	14,500	8,370
10 KFW	0.000%	6/29/37	220	122
Korea Development Bank	3.250%	3/9/16	13,200	13,468
Korea Development Bank	4.000%	9/9/16	4,250	4,420
Korea Development Bank	3.250%	9/20/16	11,100	11,443
Korea Development Bank	3.875%	5/4/17	15,500	16,232
Korea Development Bank	2.250%	8/7/17	850	862
Korea Development Bank	3.500%	8/22/17	5,400	5,642
Korea Development Bank	1.500%	1/22/18	11,000	10,949
Korea Development Bank	3.000%	3/17/19	5,000	5,206
Korea Development Bank	2.500%	3/11/20	2,500	2,532
Korea Development Bank	4.625%	11/16/21	5,975	6,744
Korea Development Bank	3.000%	9/14/22	20,000	20,544
Korea Development Bank	3.750%	1/22/24	14,400	15,425
Landesbank Baden-Wuerttemberg	7.625%	2/1/23	1,000	1,267
10 Landwirtschaftliche Rentenbank	3.125%	7/15/15	12,505	12,606
10 Landwirtschaftliche Rentenbank	2.125%	7/15/16	11,250	11,486
10 Landwirtschaftliche Rentenbank	5.000%	11/8/16	5,556	5,944
10 Landwirtschaftliche Rentenbank	5.125%	2/1/17	9,795	10,579
10 Landwirtschaftliche Rentenbank	0.875%	9/12/17	11,825	11,846
10 Landwirtschaftliche Rentenbank	1.000%	4/4/18	7,500	7,492
10 Landwirtschaftliche Rentenbank	1.875%	9/17/18	12,500	12,799
10 Landwirtschaftliche Rentenbank	1.750%	4/15/19	3,400	3,458
10 Landwirtschaftliche Rentenbank	1.375%	10/23/19	12,850	12,827
10 Landwirtschaftliche Rentenbank	2.000%	1/13/25	45,000	44,682
Nexen Energy ULC	6.200%	7/30/19	3,500	4,003
Nexen Energy ULC	7.875%	3/15/32	9,965	14,296
Nexen Energy ULC	5.875%	3/10/35	4,687	5,557
Nexen Energy ULC	6.400%	5/15/37	9,880	12,524
Nexen Energy ULC	7.500%	7/30/39	6,755	9,642
Nordic Investment Bank	0.500%	4/14/16	10,700	10,713

	Nordic Investment Bank	5.000%	2/1/17	5,200	5,607
	Nordic Investment Bank	1.000%	3/7/17	2,450	2,463
	Nordic Investment Bank	0.750%	1/17/18	18,350	18,257
	Nordic Investment Bank	1.125%	3/19/18	10,250	10,293
	Nordic Investment Bank	1.875%	6/14/19	13,900	14,142
	North American Development Bank	2.300%	10/10/18	2,138	2,177
	North American Development Bank	4.375%	2/11/20	2,600	2,881
	North American Development Bank	2.400%	10/26/22	6,000	6,021
11 Oesterreichische Kontrollbank AG		2.000%	6/3/16	12,275	12,492
11 Oesterreichische Kontrollbank AG		0.750%	12/15/16	15,700	15,728
11 Oesterreichische Kontrollbank AG		5.000%	4/25/17	20,045	21,749
11 Oesterreichische Kontrollbank AG		1.125%	5/29/18	8,150	8,145
11 Oesterreichische Kontrollbank AG		1.375%	2/10/20	8,175	8,107
11 Oesterreichische Kontrollbank AG		2.375%	10/1/21	5,000	5,174
4	Oriental Republic of Uruguay	4.500%	8/14/24	17,183	18,532
4	Oriental Republic of Uruguay	7.625%	3/21/36	4,845	6,831
4	Oriental Republic of Uruguay	4.125%	11/20/45	24,775	23,351
4	Oriental Republic of Uruguay	5.100%	6/18/50	27,490	28,659
	Petrobras Global Finance BV	2.000%	5/20/16	12,550	11,987
	Petrobras Global Finance BV	3.250%	3/17/17	1,500	1,395
	Petrobras Global Finance BV	4.875%	3/17/20	25,200	22,532
	Petrobras Global Finance BV	6.250%	3/17/24	17,323	16,346
	Petrobras Global Finance BV	5.625%	5/20/43	4,600	3,718
	Petrobras Global Finance BV	7.250%	3/17/44	1,910	1,803
	Petrobras International Finance Co. SA	6.125%	10/6/16	15,343	15,301
	Petrobras International Finance Co. SA	3.500%	2/6/17	17,397	16,231
	Petrobras International Finance Co. SA	5.875%	3/1/18	30,735	29,502
	Petrobras International Finance Co. SA	8.375%	12/10/18	10,250	10,522
	Petrobras International Finance Co. SA	7.875%	3/15/19	7,428	7,554
	Petrobras International Finance Co. SA	5.750%	1/20/20	14,027	12,986
	Petrobras International Finance Co. SA	5.375%	1/27/21	50,825	45,965
	Petrobras International Finance Co. SA	6.875%	1/20/40	19,100	17,192
	Petrobras International Finance Co. SA	6.750%	1/27/41	37,345	33,124
	Petroleos Mexicanos	5.750%	3/1/18	50,885	56,101
	Petroleos Mexicanos	3.500%	7/18/18	12,060	12,571
	Petroleos Mexicanos	8.000%	5/3/19	18,736	22,413
	Petroleos Mexicanos	6.000%	3/5/20	12,393	14,137
7	Petroleos Mexicanos	3.500%	7/23/20	23,000	23,613
	Petroleos Mexicanos	5.500%	1/21/21	18,020	19,875
	Petroleos Mexicanos	4.875%	1/24/22	15,000	15,902
	Petroleos Mexicanos	3.500%	1/30/23	25,500	24,768
	Petroleos Mexicanos	4.875%	1/18/24	14,200	15,050
4	Petroleos Mexicanos	2.290%	2/15/24	2,138	2,152
7	Petroleos Mexicanos	4.250%	1/15/25	8,400	8,487
	Petroleos Mexicanos	2.378%	4/15/25	2,825	2,853
7	Petroleos Mexicanos	4.500%	1/23/26	17,700	17,926
	Petroleos Mexicanos	4.500%	1/23/26	19,000	19,242
	Petroleos Mexicanos	6.625%	6/15/35	25,811	29,668
	Petroleos Mexicanos	6.625%	6/15/38	6,975	7,867
	Petroleos Mexicanos	6.500%	6/2/41	19,030	21,681
	Petroleos Mexicanos	5.500%	6/27/44	30,877	31,168
7	Petroleos Mexicanos	5.500%	6/27/44	14,750	14,889
	Petroleos Mexicanos	6.375%	1/23/45	23,350	26,067
7	Petroleos Mexicanos	5.625%	1/23/46	22,400	22,880
7	Petronas Capital Ltd.	5.250%	8/12/19	525	589
	Province of British Columbia	2.100%	5/18/16	22,000	22,375
	Province of British Columbia	1.200%	4/25/17	7,000	7,046
	Province of British Columbia	2.650%	9/22/21	16,620	17,403

Province of British Columbia	2.000%	10/23/22	6,400	6,395
Province of British Columbia	6.500%	1/15/26	266	363
Province of Manitoba	4.900%	12/6/16	13,400	14,325
Province of Manitoba	1.300%	4/3/17	3,565	3,603
Province of Manitoba	1.125%	6/1/18	3,770	3,763
Province of Manitoba	1.750%	5/30/19	4,000	4,042
Province of Manitoba	2.100%	9/6/22	6,375	6,336
Province of Manitoba	3.050%	5/14/24	24,750	26,309
Province of New Brunswick	2.750%	6/15/18	14,750	15,425
Province of Nova Scotia	2.375%	7/21/15	8,690	8,747
Province of Nova Scotia	5.125%	1/26/17	3,500	3,769
Province of Ontario	4.750%	1/19/16	5,375	5,565
Province of Ontario	5.450%	4/27/16	30,325	31,862
Province of Ontario	2.300%	5/10/16	8,975	9,135
Province of Ontario	1.000%	7/22/16	15,025	15,092
Province of Ontario	1.600%	9/21/16	13,625	13,792
Province of Ontario	1.100%	10/25/17	17,750	17,824
Province of Ontario	3.150%	12/15/17	13,000	13,668
Province of Ontario	1.200%	2/14/18	1,450	1,451
Province of Ontario	3.000%	7/16/18	8,475	8,930
Province of Ontario	2.000%	9/27/18	10,225	10,449
Province of Ontario	2.000%	1/30/19	5,725	5,858
Province of Ontario	1.650%	9/27/19	9,100	9,129
Province of Ontario	4.000%	10/7/19	20,780	22,953
Province of Ontario	4.400%	4/14/20	29,915	33,826
Province of Ontario	2.500%	9/10/21	34,550	35,562
Province of Ontario	2.450%	6/29/22	9,975	10,194
Province of Ontario	3.200%	5/16/24	1,950	2,105
Quebec	5.000%	3/1/16	305	318
Quebec	5.125%	11/14/16	21,210	22,658
Quebec	4.625%	5/14/18	12,585	13,882
Quebec	3.500%	7/29/20	17,120	18,611
Quebec	2.750%	8/25/21	16,875	17,638
Quebec	2.625%	2/13/23	29,550	30,515
Quebec	7.500%	7/15/23	250	344
Quebec	7.125%	2/9/24	5,125	6,898
Quebec	2.875%	10/16/24	11,900	12,399
Quebec	7.500%	9/15/29	10,885	16,575
7 Ras Laffan Liquefied Natural Gas Co. Ltd. III	6.750%	9/30/19	350	416
Region of Lombardy Italy	5.804%	10/25/32	6,458	7,396
Republic of Chile	3.875%	8/5/20	3,600	3,925
Republic of Chile	3.250%	9/14/21	2,675	2,846
Republic of Chile	2.250%	10/30/22	9,975	9,875
Republic of Chile	3.125%	3/27/25	22,299	23,419
Republic of Chile	3.625%	10/30/42	9,050	8,888
Republic of Colombia	7.375%	1/27/17	20,475	22,574
Republic of Colombia	7.375%	3/18/19	8,950	10,561
Republic of Colombia	11.750%	2/25/20	3,350	4,617
Republic of Colombia	4.375%	7/12/21	20,451	21,729
4 Republic of Colombia	2.625%	3/15/23	25,000	23,537
Republic of Colombia	4.000%	2/26/24	15,400	15,862
Republic of Colombia	8.125%	5/21/24	6,440	8,565
Republic of Colombia	7.375%	9/18/37	9,872	13,204
Republic of Colombia	6.125%	1/18/41	25,625	30,445
4 Republic of Colombia	5.625%	2/26/44	16,650	18,648
4 Republic of Colombia	5.000%	6/15/45	30,550	31,466
Republic of Finland	6.950%	2/15/26	1,905	2,698
Republic of Italy	5.250%	9/20/16	35,426	37,509

Republic of Italy	5.375%	6/12/17	9,050	9,838
Republic of Italy	6.875%	9/27/23	21,815	28,137
Republic of Italy	5.375%	6/15/33	16,595	20,202
Republic of Korea	7.125%	4/16/19	18,013	21,758
Republic of Korea	3.875%	9/11/23	26,100	28,959
Republic of Korea	5.625%	11/3/25	425	543
Republic of Korea	4.125%	6/10/44	15,900	19,257
Republic of Panama	5.200%	1/30/20	16,125	17,979
4 Republic of Panama	4.000%	9/22/24	7,350	7,699
4 Republic of Panama	3.750%	3/16/25	9,000	9,225
Republic of Panama	7.125%	1/29/26	22,150	28,850
Republic of Panama	8.875%	9/30/27	650	957
Republic of Panama	9.375%	4/1/29	6,545	10,047
4 Republic of Panama	6.700%	1/26/36	16,795	22,016
4 Republic of Panama	4.300%	4/29/53	5,000	4,825
Republic of Peru	7.125%	3/30/19	21,225	25,364
Republic of Peru	7.350%	7/21/25	11,275	15,334
Republic of Peru	8.750%	11/21/33	14,037	22,306
4 Republic of Peru	6.550%	3/14/37	11,781	15,683
Republic of Peru	5.625%	11/18/50	26,445	32,245
Republic of Poland	5.000%	10/19/15	2,800	2,871
Republic of Poland	6.375%	7/15/19	40,890	48,076
Republic of Poland	5.125%	4/21/21	21,425	24,602
Republic of Poland	5.000%	3/23/22	17,602	20,237
Republic of Poland	3.000%	3/17/23	8,050	8,261
Republic of Poland	4.000%	1/22/24	16,325	17,937
Republic of South Africa	6.875%	5/27/19	15,775	18,112
Republic of South Africa	5.500%	3/9/20	9,250	10,152
Republic of South Africa	4.665%	1/17/24	5,175	5,473
Republic of South Africa	5.875%	9/16/25	25,000	28,625
Republic of South Africa	6.250%	3/8/41	6,900	8,284
Republic of South Africa	5.375%	7/24/44	11,900	12,733
Republic of the Philippines	8.375%	6/17/19	20,650	25,896
Republic of the Philippines	6.500%	1/20/20	8,925	10,677
Republic of the Philippines	4.000%	1/15/21	15,975	17,543
Republic of the Philippines	4.200%	1/21/24	8,150	9,148
Republic of the Philippines	9.500%	10/21/24	900	1,349
Republic of the Philippines	10.625%	3/16/25	17,325	28,195
Republic of the Philippines	5.500%	3/30/26	12,425	15,238
Republic of the Philippines	9.500%	2/2/30	16,350	27,528
Republic of the Philippines	7.750%	1/14/31	21,170	31,794
Republic of the Philippines	6.375%	1/15/32	9,500	12,903
Republic of the Philippines	6.375%	10/23/34	39,190	54,995
Republic of the Philippines	5.000%	1/13/37	975	1,195
Republic of the Philippines	3.950%	1/20/40	5,700	6,056
Republic of Turkey	7.000%	9/26/16	32,225	34,743
Republic of Turkey	7.500%	7/14/17	26,025	28,920
Republic of Turkey	6.750%	4/3/18	18,725	20,785
Republic of Turkey	7.000%	3/11/19	23,650	26,843
Republic of Turkey	7.000%	6/5/20	28,075	32,427
Republic of Turkey	5.625%	3/30/21	27,175	29,757
Republic of Turkey	5.125%	3/25/22	13,085	13,952
Republic of Turkey	6.250%	9/26/22	24,000	27,240
Republic of Turkey	3.250%	3/23/23	12,800	12,096
Republic of Turkey	5.750%	3/22/24	21,200	23,585
Republic of Turkey	7.375%	2/5/25	31,675	39,226
Republic of Turkey	11.875%	1/15/30	9,700	17,120
Republic of Turkey	8.000%	2/14/34	2,450	3,351

Republic of Turkey	6.875%	3/17/36	23,400	29,039
Republic of Turkey	6.750%	5/30/40	24,700	30,566
Republic of Turkey	6.000%	1/14/41	17,800	20,256
Republic of Turkey	4.875%	4/16/43	30,400	29,944
Republic of Turkey	6.625%	2/17/45	12,850	15,902
State of Israel	5.500%	11/9/16	8,100	8,714
State of Israel	5.125%	3/26/19	15,595	17,653
State of Israel	4.000%	6/30/22	9,100	10,061
State of Israel	3.150%	6/30/23	13,000	13,649
State of Israel	4.500%	1/30/43	17,100	17,908
Statoil ASA	1.800%	11/23/16	3,550	3,604
Statoil ASA	3.125%	8/17/17	9,950	10,409
Statoil ASA	1.250%	11/9/17	7,800	7,812
Statoil ASA	1.200%	1/17/18	2,050	2,044
Statoil ASA	1.950%	11/8/18	5,400	5,468
Statoil ASA	5.250%	4/15/19	17,953	20,396
Statoil ASA	2.250%	11/8/19	15,200	15,456
Statoil ASA	2.900%	11/8/20	4,450	4,643
Statoil ASA	2.750%	11/10/21	16,000	16,367
Statoil ASA	3.150%	1/23/22	11,300	11,727
Statoil ASA	2.450%	1/17/23	4,900	4,804
Statoil ASA	7.750%	6/15/23	25	33
Statoil ASA	2.650%	1/15/24	15,630	15,353
Statoil ASA	3.700%	3/1/24	13,725	14,603
Statoil ASA	3.250%	11/10/24	8,000	8,213
Statoil ASA	7.250%	9/23/27	5,375	7,470
7 Statoil ASA	6.500%	12/1/28	975	1,292
Statoil ASA	7.150%	1/15/29	2,950	4,119
Statoil ASA	5.100%	8/17/40	6,310	7,569
Statoil ASA	4.250%	11/23/41	8,395	8,981
Statoil ASA	3.950%	5/15/43	6,280	6,428
Statoil ASA	4.800%	11/8/43	7,500	8,729
Svensk Exportkredit AB	0.625%	9/4/15	15,800	15,826
Svensk Exportkredit AB	0.625%	5/31/16	5,200	5,209
Svensk Exportkredit AB	2.125%	7/13/16	7,950	8,112
Svensk Exportkredit AB	5.125%	3/1/17	1,600	1,732
Svensk Exportkredit AB	1.750%	5/30/17	8,900	9,072
Svensk Exportkredit AB	1.875%	6/17/19	12,000	12,136
7 Temasek Financial I Ltd.	5.375%	11/23/39	225	290
United Mexican States	11.375%	9/15/16	5,300	6,103
United Mexican States	5.625%	1/15/17	39,334	42,185
United Mexican States	5.950%	3/19/19	9,150	10,440
United Mexican States	5.125%	1/15/20	17,000	19,033
United Mexican States	3.500%	1/21/21	19,150	19,943
United Mexican States	3.625%	3/15/22	41,450	43,167
United Mexican States	4.000%	10/2/23	40,914	43,441
United Mexican States	3.600%	1/30/25	38,637	39,663
United Mexican States	8.300%	8/15/31	16,700	25,676
United Mexican States	6.750%	9/27/34	30,066	40,197
United Mexican States	6.050%	1/11/40	12,741	15,767
United Mexican States	4.750%	3/8/44	69,352	73,186
United Mexican States	5.550%	1/21/45	25,450	29,904
United Mexican States	4.600%	1/23/46	15,339	15,827
United Mexican States	5.750%	10/12/10	13,130	14,345
Total Sovereign Bonds (Cost $8,110,065)				8,353,627

Taxable Municipal Bonds (1.0%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	250	353
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	50	66
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	1,025	1,554
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	1,000	1,285
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	6,040	7,750
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	1,775	2,264
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	1,550	2,295
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	7,725	12,500
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	2,375	3,052
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	4,075	5,731
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	7,285	10,490
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	1,000	1,499
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	7,530	11,190
California GO	5.750%	3/1/17	10,750	11,755
California GO	6.200%	3/1/19	1,400	1,629
California GO	6.200%	10/1/19	11,600	13,736
California GO	5.700%	11/1/21	24,250	28,677
California GO	7.500%	4/1/34	27,750	41,506
California GO	7.950%	3/1/36	550	680
California GO	7.550%	4/1/39	6,330	9,883
California GO	7.300%	10/1/39	6,010	8,958
California GO	7.350%	11/1/39	22,025	32,989
California GO	7.625%	3/1/40	14,550	22,640
California GO	7.600%	11/1/40	11,200	17,971
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	1,510	1,969
Chicago IL Board of Education GO	6.319%	11/1/29	5,575	5,708
Chicago IL Board of Education GO	6.138%	12/1/39	3,150	2,998
Chicago IL GO	7.781%	1/1/35	1,860	2,168
Chicago IL GO	6.314%	1/1/44	11,000	11,104
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	10,200	13,061
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	1,450	1,660
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,550	2,108
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	2,850	3,422
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	6,985	8,999
Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	3,700	4,814
Chicago IL Water Revenue	6.742%	11/1/40	4,350	5,672
Clark County NV Airport System Revenue	6.881%	7/1/42	475	551

Clark County NV Airport System Revenue	6.820%	7/1/45	3,520	5,179
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	6,375	7,945
Connecticut GO	5.090%	10/1/30	8,270	9,641
Connecticut GO	5.850%	3/15/32	6,610	8,410
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	3,300	3,967
Cook County IL GO	6.229%	11/15/34	5,550	6,187
Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	3,000	3,962
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	3,000	4,143
Dallas County TX Hospital District Revenue	5.621%	8/15/44	2,100	2,779
Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	6,850	8,235
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,050	1,450
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	4,000	4,984
Dallas TX Convention Center Hotel
Development Corp. Hotel Revenue	7.088%	1/1/42	4,725	6,271
Dallas TX Independent School District GO	6.450%	2/15/35	3,750	4,500
Dartmouth College New Hampshire GO	4.750%	6/1/19	1,185	1,333
Denver CO City & County School District No.
1 COP	4.242%	12/15/37	215	225
Denver CO City & County School District No.
1 COP	7.017%	12/15/37	2,100	2,937
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	1,325	1,652
District of Columbia Income Tax Revenue	5.591%	12/1/34	1,175	1,481
District of Columbia Income Tax Revenue	5.582%	12/1/35	1,600	2,019
District of Columbia Water & Sewer Authority
Public Utility Revenue	5.522%	10/1/44	700	903
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	11,800	14,215
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	2,300	2,608
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	5,220	7,031
Emory University Georgia GO	5.625%	9/1/19	8,000	9,288
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	4,000	4,064
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.107%	7/1/18	7,800	7,875
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.995%	7/1/20	12,350	12,704
George Washington University District of
Columbia GO	3.485%	9/15/22	7,450	7,811
George Washington University District of
Columbia GO	4.300%	9/15/44	5,100	5,320
Georgia GO	4.503%	11/1/25	7,220	8,126
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	11,600	15,176
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	5,980	7,816
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	3,525	4,189
Houston TX GO	6.290%	3/1/32	795	1,006
Houston TX Utility System Revenue	3.828%	5/15/28	3,050	3,281
Illinois GO	5.365%	3/1/17	15,925	17,112
Illinois GO	5.877%	3/1/19	8,695	9,729

Illinois GO	4.950%	6/1/23	13,275	14,190
Illinois GO	5.100%	6/1/33	49,224	50,082
Illinois GO	6.630%	2/1/35	7,055	8,036
Illinois GO	6.725%	4/1/35	5,975	6,811
Illinois GO	7.350%	7/1/35	650	779
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	880	1,166
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	1,650	2,167
Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	9,700	12,930
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	6,600	7,138
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	4,175	4,701
Kansas Department of Transportation
Highway Revenue	4.596%	9/1/35	2,000	2,267
12 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	4,300	5,075
Kentucky Asset/Liability Commission General
Fund Revenue	3.165%	4/1/18	518	532
Los Angeles CA Community College District
GO	6.600%	8/1/42	4,400	6,366
Los Angeles CA Community College District
GO	6.750%	8/1/49	3,000	4,548
Los Angeles CA Department of Airports
International Airport Revenue	6.582%	5/15/39	20	27
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	3,540	4,533
Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	6,350	8,210
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	1,550	1,787
Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	2,700	3,957
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	350	525
Los Angeles CA Unified School District GO	5.750%	7/1/34	9,225	11,817
Los Angeles CA Unified School District GO	6.758%	7/1/34	7,210	10,046
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	5,200	6,716
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	4,300	5,859
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	2,250	3,277
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	2,330	3,118
Massachusetts GO	4.200%	12/1/21	5,000	5,574
Massachusetts GO	4.500%	8/1/31	500	560
Massachusetts GO	5.456%	12/1/39	4,600	5,856
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	2,550	3,269
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	1,000	1,315
Massachusetts Water Pollution Abatement
Trust Revenue	5.192%	8/1/40	2,825	3,363
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	2,360	3,173

Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	2,625	3,198
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	1,475	2,117
Metropolitan Water District of Southern
California Revenue	6.947%	7/1/40	1,670	2,016
Mississippi GO	5.245%	11/1/34	1,375	1,638
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	1,650	2,053
13 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	15,150	19,079
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	12,075	13,624
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.104%	12/15/28	14,355	15,966
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	3,635	4,644
14 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	325	332
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	14,300	21,517
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	8,450	12,404
New York City NY GO	6.646%	12/1/31	20	24
New York City NY GO	6.246%	6/1/35	2,150	2,474
New York City NY GO	5.968%	3/1/36	3,200	4,169
New York City NY GO	5.985%	12/1/36	1,650	2,122
New York City NY GO	5.517%	10/1/37	6,800	8,508
New York City NY GO	6.271%	12/1/37	2,000	2,716
New York City NY GO	5.846%	6/1/40	2,100	2,746
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	1,435	1,911
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.724%	6/15/42	470	619
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	2,900	3,927
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	1,050	1,431
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	4,400	5,676
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	20,950	28,414
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	6,300	8,686
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	2,125	2,687
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	8,950	11,314
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	9,755	15,184
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	975	1,309
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	700	940
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	2,200	2,802
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	4,170	5,787
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	6,900	8,295

New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	3,150	3,781
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	2,215	2,803
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	1,425	1,819
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	5,875	7,304
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	1,600	2,028
New York University Hospitals Center GO	4.428%	7/1/42	3,500	3,584
New York University Hospitals Center
Revenue	5.750%	7/1/43	5,125	6,307
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	11,070	16,493
Ohio State University General Receipts
Revenue	4.910%	6/1/40	4,410	5,380
Ohio State University General Receipts
Revenue	4.800%	6/1/11	2,675	2,983
Ohio State University General Receipts
Revenue	5.590%	12/1/14	5,450	6,300
Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	2,550	2,977
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	2,090	3,000
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	2,425	3,199
Oregon GO	5.762%	6/1/23	1,950	2,310
Oregon GO	5.892%	6/1/27	2,730	3,388
14 Oregon School Boards Association GO	4.759%	6/30/28	9,955	11,398
12 Oregon School Boards Association GO	5.528%	6/30/28	1,200	1,458
Pennsylvania GO	4.650%	2/15/26	2,875	3,225
Pennsylvania GO	5.350%	5/1/30	7,400	8,247
Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	2,617	2,879
Pennsylvania Turnpike Commission Revenue	6.105%	12/1/39	400	524
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	1,450	1,819
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	1,475	1,883
Philadelphia PA Industrial Development
Authority City Service Agreement Revenue	3.964%	4/15/26	2,285	2,328
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	3,274
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	11,575	14,813
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	4,955	6,341
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	6,300	7,520
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	4,625	5,123
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	1,200	1,435
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	21,400	23,404
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	7,750	9,558

Princeton University New Jersey GO	5.700%	3/1/39	3,725	5,054
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	3,500	4,921
Rutgers State University New Jersey Revenue	5.665%	5/1/40	3,225	4,145
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	1,900	2,325
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	4,335	5,887
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	2,725	3,642
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	6,250	8,341
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	5,500	6,202
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	2,075	2,939
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	2,320	3,222
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	4,950	6,455
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	5,000	7,494
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	8,800	10,993
Sonoma County CA Pension Obligation
Revenue	6.000%	12/1/29	2,935	3,556
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	8,300	11,274
Stanford University California GO	4.250%	5/1/16	2,250	2,338
Stanford University California GO	4.750%	5/1/19	20	22
Texas GO	5.517%	4/1/39	4,815	6,438
Texas Transportation Commission Revenue	5.028%	4/1/26	2,100	2,492
Texas Transportation Commission Revenue	5.178%	4/1/30	5,035	6,115
Texas Transportation Commission Revenue	4.631%	4/1/33	7,950	9,242
Texas Transportation Commission Revenue	4.681%	4/1/40	2,850	3,424
Tufts University Massachusetts GO	5.017%	4/15/12	8,425	9,510
University of California Regents Medical
Center Revenue	6.548%	5/15/48	4,250	5,791
University of California Regents Medical
Center Revenue	6.583%	5/15/49	2,575	3,514
University of California Revenue	1.796%	7/1/19	8,165	8,217
University of California Revenue	6.270%	5/15/31	500	570
University of California Revenue	5.770%	5/15/43	1,220	1,569
University of California Revenue	4.765%	5/15/44	5,350	5,823
University of California Revenue	5.946%	5/15/45	13,100	16,864
University of California Revenue	4.858%	5/15/12	18,000	19,412
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	1,700	2,083
University of North Carolina at Chapel Hill
Revenue	3.847%	12/1/34	3,000	3,203
University of Southern California GO	5.250%	10/1/11	3,900	5,260
University of Texas System Revenue
Financing System Revenue	5.262%	7/1/39	1,650	2,116
University of Texas System Revenue
Financing System Revenue	6.276%	8/15/41	1,525	1,746

University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	100	126
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	1,310	1,600
University of Virginia Revenue	6.200%	9/1/39	3,000	4,392
Utah GO	4.554%	7/1/24	2,525	2,874
Utah GO	3.539%	7/1/25	6,310	6,798
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	3,330	4,516
Washington Convention Center Public
Facilities District Revenue	6.790%	7/1/40	400	526
Washington GO	5.090%	8/1/33	9,025	10,676
Washington GO	5.481%	8/1/39	870	1,113
Washington GO	5.140%	8/1/40	6,035	7,535
12 Wisconsin GO	5.700%	5/1/26	2,800	3,399
Total Taxable Municipal Bonds (Cost $1,176,407)				1,398,798
			Shares
Temporary Cash Investment (4.9%)
Money Market Fund (4.9%)
15 Vanguard Market Liquidity Fund (Cost
$7,008,635)	0.128%		7,008,635,000	7,008,635
Total Investments (104.3%) (Cost $144,379,508)				149,954,563
Other Assets and Liabilities-Net (-4.3%)				(6,041,790)
Net Assets (100%)				143,912,773

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2015.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2015, the aggregate
value of these securities was $699,534,000, representing 0.5% 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 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
13 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
14 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
15 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

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

At March 31, 2015, counterparties had deposited in segregated accounts securities and cash with a value of $15,342,000 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 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) in the Schedule of Investments.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	92,046,156	4
Asset-Backed/Commercial Mortgage-Backed Securities	—	4,224,507	16,209
Corporate Bonds	—	36,906,627	—
Sovereign Bonds	—	8,353,627
Taxable Municipal Bonds	—	1,398,798	—
Temporary Cash Investments	7,008,635	—	—
Total	7,008,635	142,929,715	16,213

E. At March 31, 2015, the cost of investment securities for tax purposes was $144,379,508,000. Net unrealized appreciation of investment securities for tax purposes was $5,575,055,000, consisting of unrealized gains of $5,759,314,000 on securities that had risen in value since their purchase and $184,260,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Inflation-Protected Securities Fund

Schedule of Investments
As of March 31, 2015

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (99.6%)
U.S. Government Securities (99.6%)
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/16	944,281	1,009,483
United States Treasury Inflation Indexed
Bonds	2.500%	7/15/16	169,098	205,440
United States Treasury Inflation Indexed
Bonds	2.375%	1/15/17	394,759	484,575
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/17	1,287,693	1,348,371
United States Treasury Inflation Indexed
Bonds	2.625%	7/15/17	209,040	255,827
United States Treasury Inflation Indexed
Bonds	1.625%	1/15/18	342,915	407,411
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/18	1,331,521	1,373,334
United States Treasury Inflation Indexed
Bonds	1.375%	7/15/18	276,795	320,936
United States Treasury Inflation Indexed
Bonds	2.125%	1/15/19	343,097	410,935
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/19	1,490,980	1,516,131
United States Treasury Inflation Indexed
Bonds	1.875%	7/15/19	382,876	462,229
United States Treasury Inflation Indexed
Bonds	1.375%	1/15/20	462,584	540,637
United States Treasury Inflation Indexed
Bonds	1.250%	7/15/20	717,410	833,670
United States Treasury Inflation Indexed
Bonds	1.125%	1/15/21	823,199	944,607
United States Treasury Inflation Indexed
Bonds	0.625%	7/15/21	899,801	978,366
United States Treasury Inflation Indexed
Bonds	0.125%	1/15/22	1,024,171	1,067,110
United States Treasury Inflation Indexed
Bonds	0.125%	7/15/22	1,054,719	1,083,617
United States Treasury Inflation Indexed
Bonds	0.125%	1/15/23	1,064,030	1,082,383
1 United States Treasury Inflation Indexed
Bonds	0.375%	7/15/23	1,054,936	1,087,229
United States Treasury Inflation Indexed
Bonds	0.625%	1/15/24	1,057,956	1,104,864
United States Treasury Inflation Indexed
Bonds	0.125%	7/15/24	1,068,471	1,052,631
United States Treasury Inflation Indexed
Bonds	0.250%	1/15/25	743,000	739,313
United States Treasury Inflation Indexed
Bonds	2.375%	1/15/25	562,151	845,523
United States Treasury Inflation Indexed
Bonds	2.000%	1/15/26	422,627	590,096

United States Treasury Inflation Indexed
Bonds	2.375%	1/15/27	345,247	493,752
United States Treasury Inflation Indexed
Bonds	1.750%	1/15/28	333,466	435,595
United States Treasury Inflation Indexed
Bonds	3.625%	4/15/28	247,675	505,446
United States Treasury Inflation Indexed
Bonds	2.500%	1/15/29	355,270	494,583
United States Treasury Inflation Indexed
Bonds	3.875%	4/15/29	289,542	605,149
United States Treasury Inflation Indexed
Bonds	3.375%	4/15/32	118,629	229,458
United States Treasury Inflation Indexed
Bonds	2.125%	2/15/40	193,456	279,614
United States Treasury Inflation Indexed
Bonds	2.125%	2/15/41	252,358	363,410
United States Treasury Inflation Indexed
Bonds	0.750%	2/15/42	456,145	477,754
United States Treasury Inflation Indexed
Bonds	0.625%	2/15/43	343,255	342,380
United States Treasury Inflation Indexed
Bonds	1.375%	2/15/44	630,535	744,418
United States Treasury Inflation Indexed
Bonds	0.750%	2/15/45	232,000	234,460
United States Treasury Note/Bond	1.125%	12/31/19	95,200	94,263
United States Treasury Note/Bond	1.750%	2/28/22	335,000	335,891
Total U.S. Government and Agency Obligations (Cost $23,903,921)				25,380,891
			Shares
Temporary Cash Investment (0.0%)
Money Market Fund (0.0%)
2 Vanguard Market Liquidity Fund (Cost
$5,627)	0.128%		5,627,000	5,627
Total Investments (99.6%) (Cost $23,909,548)				25,386,518
		Expiration	Contracts
		Date
Liability for Options Written (0.0%)
Call Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $131.00		4/24/15	132	(19)
Call Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $130.00		4/24/15	417	(137)
Call Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $128.50		4/24/15	204	(191)
Call Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $129.50		4/24/15	418	(203)
Put Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $126.50		4/24/15	204	(16)
Put Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $127.50		4/24/15	418	(91)
Put Options on 10-year U.S. Treasury Note
Futures Contracts, Strike Price $128.00		4/24/15	417	(143)
Total Liability for Options Written (Premiums received $897)				(800)
Other Assets and Liabilities-Net (0.4%)				98,806
Net Assets (100%)				25,484,524
1 Securities with a value of $6,404,000 have been segregated as initial margin for open futures contracts.

2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	25,380,891	—
Temporary Cash Investments	5,627	—	—
Liability for Options Written	(800)	—	—
Futures Contracts—Assets1	316	—	—
Futures Contracts—Liabilities1	(483)	—	—
Total	4,660	25,380,891	—
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

Inflation-Protected Securities Fund

of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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

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

At March 31, 2015, 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 Long U.S. Treasury Bond	June 2015	(997)	(169,365)	(3,065)
10-Year U.S. Treasury Note	June 2015	1,205	155,332	214
2-Year U.S. Treasury Note	June 2015	(167)	(36,600)	(112)
5-Year U.S. Treasury Note	June 2015	292	35,102	131
30-Year U.S. Treasury Bond	June 2015	(32)	(5,244)	1
				(2,831)

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

D. At March 31, 2015, the cost of investment securities for tax purposes was $23,914,174,000. Net unrealized appreciation of investment securities for tax purposes was $1,472,344,000, consisting of unrealized gains of $1,600,284,000 on securities that had risen in value since their purchase and $127,940,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Total Bond Market II Index Fund

Schedule of Investments
As of March 31, 2015

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (65.1%)
U.S. Government Securities (41.1%)
United States Treasury Note/Bond	0.250%	2/29/16	394,905	394,842
United States Treasury Note/Bond	0.375%	3/15/16	236,750	236,973
United States Treasury Note/Bond	0.375%	4/30/16	206,300	206,428
United States Treasury Note/Bond	2.000%	4/30/16	20,000	20,359
United States Treasury Note/Bond	0.250%	5/15/16	571,425	570,888
United States Treasury Note/Bond	5.125%	5/15/16	155,850	164,154
United States Treasury Note/Bond	7.250%	5/15/16	48,425	52,163
United States Treasury Note/Bond	0.375%	5/31/16	227,439	227,510
United States Treasury Note/Bond	1.750%	5/31/16	153,425	155,918
United States Treasury Note/Bond	3.250%	5/31/16	33,050	34,165
United States Treasury Note/Bond	0.500%	6/15/16	175,825	176,099
United States Treasury Note/Bond	1.500%	6/30/16	17,000	17,236
United States Treasury Note/Bond	3.250%	6/30/16	50,000	51,789
United States Treasury Note/Bond	0.625%	7/15/16	151,700	152,151
United States Treasury Note/Bond	1.500%	7/31/16	9,768	9,908
United States Treasury Note/Bond	0.625%	8/15/16	211,120	211,713
United States Treasury Note/Bond	4.875%	8/15/16	37,875	40,195
United States Treasury Note/Bond	0.500%	8/31/16	29,050	29,082
United States Treasury Note/Bond	1.000%	8/31/16	144,200	145,371
United States Treasury Note/Bond	3.000%	8/31/16	84,375	87,460
United States Treasury Note/Bond	0.875%	9/15/16	765,670	770,455
United States Treasury Note/Bond	0.500%	9/30/16	185,775	185,950
United States Treasury Note/Bond	1.000%	9/30/16	91,350	92,121
United States Treasury Note/Bond	3.000%	9/30/16	63,475	65,905
United States Treasury Note/Bond	0.625%	10/15/16	193,400	193,884
United States Treasury Note/Bond	0.375%	10/31/16	274,633	274,246
United States Treasury Note/Bond	1.000%	10/31/16	100,862	101,713
United States Treasury Note/Bond	3.125%	10/31/16	122,475	127,642
United States Treasury Note/Bond	0.625%	11/15/16	756,525	758,295
United States Treasury Note/Bond	0.500%	11/30/16	188,442	188,500
United States Treasury Note/Bond	0.875%	11/30/16	125,208	126,011
United States Treasury Note/Bond	2.750%	11/30/16	249,165	258,549
United States Treasury Note/Bond	0.625%	12/15/16	282,490	283,063
United States Treasury Note/Bond	0.625%	12/31/16	157,709	158,054
United States Treasury Note/Bond	0.875%	12/31/16	135,000	135,886
United States Treasury Note/Bond	3.250%	12/31/16	86,325	90,452
United States Treasury Note/Bond	0.500%	1/31/17	145,000	144,955
United States Treasury Note/Bond	0.875%	1/31/17	123,125	123,895
United States Treasury Note/Bond	3.125%	1/31/17	272,675	285,543
United States Treasury Note/Bond	0.625%	2/15/17	608,175	609,124
United States Treasury Note/Bond	4.625%	2/15/17	3,425	3,686
United States Treasury Note/Bond	0.500%	2/28/17	44,440	44,405
United States Treasury Note/Bond	0.875%	2/28/17	60,506	60,874
United States Treasury Note/Bond	3.000%	2/28/17	40,300	42,176
United States Treasury Note/Bond	0.750%	3/15/17	435,000	436,701
United States Treasury Note/Bond	0.500%	3/31/17	85,636	85,543
United States Treasury Note/Bond	1.000%	3/31/17	137,855	139,019
United States Treasury Note/Bond	3.250%	3/31/17	145,650	153,365
United States Treasury Note/Bond	0.875%	4/15/17	247,650	249,121

United States Treasury Note/Bond	0.875%	4/30/17	447,650	450,166
United States Treasury Note/Bond	3.125%	4/30/17	193,275	203,362
United States Treasury Note/Bond	0.875%	5/15/17	380,790	382,930
United States Treasury Note/Bond	4.500%	5/15/17	146,125	158,090
United States Treasury Note/Bond	8.750%	5/15/17	56,644	66,362
United States Treasury Note/Bond	0.625%	5/31/17	115,260	115,260
United States Treasury Note/Bond	2.750%	5/31/17	163,671	171,113
United States Treasury Note/Bond	0.875%	6/15/17	325,675	327,355
United States Treasury Note/Bond	0.750%	6/30/17	164,000	164,333
United States Treasury Note/Bond	2.500%	6/30/17	91,625	95,390
United States Treasury Note/Bond	0.875%	7/15/17	174,113	174,930
United States Treasury Note/Bond	0.500%	7/31/17	350,560	349,189
United States Treasury Note/Bond	2.375%	7/31/17	207,707	215,887
United States Treasury Note/Bond	0.875%	8/15/17	154,395	155,071
United States Treasury Note/Bond	4.750%	8/15/17	45,000	49,296
United States Treasury Note/Bond	8.875%	8/15/17	56,325	67,211
United States Treasury Note/Bond	0.625%	8/31/17	236,400	235,920
United States Treasury Note/Bond	1.875%	8/31/17	101,700	104,528
United States Treasury Note/Bond	1.000%	9/15/17	213,500	214,935
United States Treasury Note/Bond	0.625%	9/30/17	52,945	52,796
United States Treasury Note/Bond	1.875%	9/30/17	107,200	110,181
United States Treasury Note/Bond	0.875%	10/15/17	429,214	430,553
United States Treasury Note/Bond	0.750%	10/31/17	6,315	6,313
United States Treasury Note/Bond	1.875%	10/31/17	25,000	25,711
United States Treasury Note/Bond	0.875%	11/15/17	220,573	221,124
United States Treasury Note/Bond	4.250%	11/15/17	3,865	4,213
United States Treasury Note/Bond	0.625%	11/30/17	77,325	76,986
United States Treasury Note/Bond	1.000%	12/15/17	136,129	136,810
United States Treasury Note/Bond	0.750%	12/31/17	50,000	49,891
United States Treasury Note/Bond	2.750%	12/31/17	55,000	57,888
United States Treasury Note/Bond	0.875%	1/15/18	12,675	12,685
United States Treasury Note/Bond	0.875%	1/31/18	237,495	237,642
United States Treasury Note/Bond	2.625%	1/31/18	147,575	154,862
United States Treasury Note/Bond	3.500%	2/15/18	41,055	44,121
United States Treasury Note/Bond	0.750%	2/28/18	10,295	10,258
United States Treasury Note/Bond	2.750%	2/28/18	30,000	31,613
United States Treasury Note/Bond	1.000%	3/15/18	24,925	25,011
United States Treasury Note/Bond	0.750%	3/31/18	47,680	47,456
United States Treasury Note/Bond	0.625%	4/30/18	44,700	44,281
United States Treasury Note/Bond	2.625%	4/30/18	26,125	27,472
United States Treasury Note/Bond	3.875%	5/15/18	16,971	18,498
United States Treasury Note/Bond	9.125%	5/15/18	11,300	14,171
United States Treasury Note/Bond	1.000%	5/31/18	268,450	268,702
United States Treasury Note/Bond	2.375%	5/31/18	33,300	34,767
United States Treasury Note/Bond	1.375%	6/30/18	92,400	93,526
United States Treasury Note/Bond	2.375%	6/30/18	204,598	213,582
United States Treasury Note/Bond	1.375%	7/31/18	70,000	70,799
United States Treasury Note/Bond	2.250%	7/31/18	94,450	98,243
United States Treasury Note/Bond	1.500%	8/31/18	162,425	164,887
United States Treasury Note/Bond	1.375%	9/30/18	250,300	252,881
United States Treasury Note/Bond	1.250%	10/31/18	196,905	197,951
United States Treasury Note/Bond	1.750%	10/31/18	147,280	150,732
United States Treasury Note/Bond	3.750%	11/15/18	202,750	221,853
United States Treasury Note/Bond	1.250%	11/30/18	605,925	608,767
United States Treasury Note/Bond	1.375%	11/30/18	27,530	27,788
United States Treasury Note/Bond	1.375%	12/31/18	212,625	214,451
United States Treasury Note/Bond	1.500%	12/31/18	231,225	234,259
United States Treasury Note/Bond	1.250%	1/31/19	110,775	111,156

United States Treasury Note/Bond	1.500%	1/31/19	115,750	117,233
United States Treasury Note/Bond	2.750%	2/15/19	135,365	143,403
United States Treasury Note/Bond	1.375%	2/28/19	201,300	202,778
United States Treasury Note/Bond	1.500%	2/28/19	417,655	422,746
United States Treasury Note/Bond	1.500%	3/31/19	34,900	35,325
United States Treasury Note/Bond	1.625%	3/31/19	184,530	187,645
United States Treasury Note/Bond	1.250%	4/30/19	18,000	18,020
United States Treasury Note/Bond	1.625%	4/30/19	281,784	286,363
United States Treasury Note/Bond	3.125%	5/15/19	58,125	62,512
United States Treasury Note/Bond	1.125%	5/31/19	146,175	145,603
United States Treasury Note/Bond	1.500%	5/31/19	357,000	360,791
United States Treasury Note/Bond	1.000%	6/30/19	187,175	185,245
United States Treasury Note/Bond	1.625%	6/30/19	349,741	355,151
United States Treasury Note/Bond	0.875%	7/31/19	199,261	196,023
United States Treasury Note/Bond	1.625%	7/31/19	436,000	442,405
United States Treasury Note/Bond	3.625%	8/15/19	271,150	298,181
United States Treasury Note/Bond	8.125%	8/15/19	1,215	1,572
United States Treasury Note/Bond	1.000%	8/31/19	196,000	193,489
United States Treasury Note/Bond	1.625%	8/31/19	319,348	323,940
United States Treasury Note/Bond	1.000%	9/30/19	35,253	34,768
United States Treasury Note/Bond	1.750%	9/30/19	351,086	357,834
United States Treasury Note/Bond	1.500%	10/31/19	406,250	409,423
United States Treasury Note/Bond	1.000%	11/30/19	10,000	9,847
United States Treasury Note/Bond	1.500%	11/30/19	553,862	558,016
United States Treasury Note/Bond	1.125%	12/31/19	77,315	76,554
United States Treasury Note/Bond	1.625%	12/31/19	349,284	353,650
United States Treasury Note/Bond	1.250%	1/31/20	213,244	212,078
United States Treasury Note/Bond	1.375%	1/31/20	90,400	90,513
United States Treasury Note/Bond	8.500%	2/15/20	5,018	6,716
United States Treasury Note/Bond	1.250%	2/29/20	15,300	15,216
United States Treasury Note/Bond	1.375%	2/29/20	57,672	57,681
United States Treasury Note/Bond	1.375%	3/31/20	290,216	290,216
United States Treasury Note/Bond	1.125%	4/30/20	158,750	156,667
United States Treasury Note/Bond	3.500%	5/15/20	134,995	148,916
United States Treasury Note/Bond	1.375%	5/31/20	110,615	110,390
United States Treasury Note/Bond	1.875%	6/30/20	136,470	139,562
United States Treasury Note/Bond	2.625%	8/15/20	113,220	119,960
United States Treasury Note/Bond	8.750%	8/15/20	21,755	30,001
United States Treasury Note/Bond	2.125%	8/31/20	111,975	115,789
United States Treasury Note/Bond	2.000%	9/30/20	68,000	69,828
United States Treasury Note/Bond	1.750%	10/31/20	142,575	144,424
United States Treasury Note/Bond	2.625%	11/15/20	110,500	117,061
United States Treasury Note/Bond	2.000%	11/30/20	260,475	267,148
United States Treasury Note/Bond	2.375%	12/31/20	134,345	140,517
United States Treasury Note/Bond	2.125%	1/31/21	149,525	154,244
United States Treasury Note/Bond	3.625%	2/15/21	35,000	39,058
United States Treasury Note/Bond	7.875%	2/15/21	22,550	30,622
United States Treasury Note/Bond	2.000%	2/28/21	233,050	238,694
United States Treasury Note/Bond	2.250%	3/31/21	316,923	328,956
United States Treasury Note/Bond	2.250%	4/30/21	164,880	171,114
United States Treasury Note/Bond	3.125%	5/15/21	53,845	58,607
United States Treasury Note/Bond	2.000%	5/31/21	160,475	164,086
United States Treasury Note/Bond	2.125%	6/30/21	353,285	363,665
United States Treasury Note/Bond	2.250%	7/31/21	159,750	165,616
United States Treasury Note/Bond	2.125%	8/15/21	276,860	284,906
United States Treasury Note/Bond	8.125%	8/15/21	34,550	48,219
United States Treasury Note/Bond	2.000%	8/31/21	243,880	249,023
United States Treasury Note/Bond	2.125%	9/30/21	173,798	178,741

United States Treasury Note/Bond	2.000%	10/31/21	220,795	225,279
United States Treasury Note/Bond	2.000%	11/15/21	251,291	256,472
United States Treasury Note/Bond	8.000%	11/15/21	9,450	13,203
United States Treasury Note/Bond	1.875%	11/30/21	172,514	174,617
United States Treasury Note/Bond	2.125%	12/31/21	213,300	219,232
United States Treasury Note/Bond	1.500%	1/31/22	239,775	236,629
United States Treasury Note/Bond	2.000%	2/15/22	115,300	117,642
United States Treasury Note/Bond	1.750%	2/28/22	145,880	146,268
United States Treasury Note/Bond	1.750%	3/31/22	98,647	98,894
United States Treasury Note/Bond	1.750%	5/15/22	25,000	25,059
United States Treasury Note/Bond	1.625%	8/15/22	25,000	24,793
United States Treasury Note/Bond	7.250%	8/15/22	75	104
United States Treasury Note/Bond	1.625%	11/15/22	113,976	112,871
United States Treasury Note/Bond	7.625%	11/15/22	150	214
United States Treasury Note/Bond	2.000%	2/15/23	179,625	182,515
United States Treasury Note/Bond	7.125%	2/15/23	25,675	35,861
United States Treasury Note/Bond	1.750%	5/15/23	262,500	261,025
United States Treasury Note/Bond	2.500%	8/15/23	368,810	388,114
United States Treasury Note/Bond	6.250%	8/15/23	31,045	41,814
United States Treasury Note/Bond	2.750%	11/15/23	268,215	287,577
United States Treasury Note/Bond	2.750%	2/15/24	279,774	299,795
United States Treasury Note/Bond	2.500%	5/15/24	519,891	546,047
United States Treasury Note/Bond	2.375%	8/15/24	392,320	407,828
United States Treasury Note/Bond	2.250%	11/15/24	229,872	236,336
United States Treasury Note/Bond	7.500%	11/15/24	16,650	24,907
United States Treasury Note/Bond	2.000%	2/15/25	243,555	245,077
United States Treasury Note/Bond	6.875%	8/15/25	58,750	86,023
United States Treasury Note/Bond	6.000%	2/15/26	1,750	2,437
United States Treasury Note/Bond	6.750%	8/15/26	4,300	6,377
United States Treasury Note/Bond	6.500%	11/15/26	68,215	99,807
United States Treasury Note/Bond	6.625%	2/15/27	39,650	58,769
United States Treasury Note/Bond	6.375%	8/15/27	11,850	17,405
United States Treasury Note/Bond	6.125%	11/15/27	50,350	72,827
United States Treasury Note/Bond	5.500%	8/15/28	30,775	42,787
United States Treasury Note/Bond	5.250%	11/15/28	32,342	44,116
United States Treasury Note/Bond	5.250%	2/15/29	66,575	91,041
United States Treasury Note/Bond	6.125%	8/15/29	16,930	25,146
United States Treasury Note/Bond	6.250%	5/15/30	123,435	187,545
United States Treasury Note/Bond	5.375%	2/15/31	251,875	357,506
United States Treasury Note/Bond	4.500%	2/15/36	73,300	99,860
United States Treasury Note/Bond	4.750%	2/15/37	83,000	116,887
United States Treasury Note/Bond	5.000%	5/15/37	33,084	48,117
United States Treasury Note/Bond	4.375%	2/15/38	108,450	145,357
United States Treasury Note/Bond	4.500%	5/15/38	76,079	103,634
United States Treasury Note/Bond	3.500%	2/15/39	105,935	125,433
United States Treasury Note/Bond	4.250%	5/15/39	123,367	162,979
United States Treasury Note/Bond	4.500%	8/15/39	74,306	101,753
United States Treasury Note/Bond	4.375%	11/15/39	92,905	125,233
United States Treasury Note/Bond	4.625%	2/15/40	77,305	107,961
United States Treasury Note/Bond	4.375%	5/15/40	124,820	168,742
United States Treasury Note/Bond	3.875%	8/15/40	43,050	54,196
United States Treasury Note/Bond	4.250%	11/15/40	103,577	137,968
United States Treasury Note/Bond	4.750%	2/15/41	130,092	186,642
United States Treasury Note/Bond	4.375%	5/15/41	34,535	47,092
United States Treasury Note/Bond	3.125%	11/15/41	1,230	1,375
United States Treasury Note/Bond	3.125%	2/15/42	31,242	34,898
United States Treasury Note/Bond	2.750%	8/15/42	475,438	494,532
United States Treasury Note/Bond	2.750%	11/15/42	574,130	597,095

United States Treasury Note/Bond	3.125%	2/15/43	61,409	68,558
United States Treasury Note/Bond	2.875%	5/15/43	117,200	124,928
United States Treasury Note/Bond	3.625%	8/15/43	304,652	372,248
United States Treasury Note/Bond	3.750%	11/15/43	170,106	212,553
United States Treasury Note/Bond	3.625%	2/15/44	155,994	190,850
United States Treasury Note/Bond	3.375%	5/15/44	141,990	166,483
United States Treasury Note/Bond	3.125%	8/15/44	193,400	216,849
United States Treasury Note/Bond	3.000%	11/15/44	272,224	298,341
United States Treasury Note/Bond	2.500%	2/15/45	58,175	57,693
				38,434,712
Agency Bonds and Notes (3.3%)
1 AID-Israel	5.500%	9/18/23	6,375	7,944
1 AID-Israel	5.500%	12/4/23	6,502	8,121
1 AID-Israel	5.500%	4/26/24	5,075	6,372
1 AID-Jordan	1.945%	6/23/19	5,200	5,291
1 AID-Jordan	2.503%	10/30/20	6,375	6,566
1 AID-Tunisia	2.452%	7/24/21	2,300	2,335
1 AID-Ukraine	1.844%	5/16/19	3,200	3,244
2 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	1,800	1,836
2 Federal Farm Credit Banks	5.125%	8/25/16	2,475	2,636
2 Federal Farm Credit Banks	4.875%	1/17/17	7,100	7,643
2 Federal Farm Credit Banks	1.125%	9/22/17	4,425	4,459
2 Federal Farm Credit Banks	1.000%	9/25/17	3,975	3,993
2 Federal Farm Credit Banks	1.125%	12/18/17	12,000	12,081
2 Federal Farm Credit Banks	1.110%	2/20/18	3,800	3,819
2 Federal Farm Credit Banks	5.150%	11/15/19	5,325	6,207
2 Federal Farm Credit Banks	3.500%	12/20/23	5,000	5,488
2 Federal Home Loan Banks	5.375%	5/18/16	18,800	19,855
2 Federal Home Loan Banks	2.125%	6/10/16	25,400	25,925
2 Federal Home Loan Banks	5.625%	6/13/16	825	877
2 Federal Home Loan Banks	0.375%	6/24/16	25,000	24,988
2 Federal Home Loan Banks	0.500%	9/28/16	82,300	82,330
2 Federal Home Loan Banks	5.125%	10/19/16	8,125	8,705
2 Federal Home Loan Banks	0.625%	11/23/16	25,000	25,029
2 Federal Home Loan Banks	4.750%	12/16/16	10,505	11,251
2 Federal Home Loan Banks	0.625%	12/28/16	32,900	32,934
2 Federal Home Loan Banks	0.875%	3/10/17	2,675	2,687
2 Federal Home Loan Banks	4.875%	5/17/17	10,500	11,425
2 Federal Home Loan Banks	0.875%	5/24/17	54,000	54,253
2 Federal Home Loan Banks	1.000%	6/21/17	7,450	7,497
2 Federal Home Loan Banks	4.875%	9/8/17	595	653
2 Federal Home Loan Banks	5.000%	11/17/17	30,695	33,997
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	14,286
2 Federal Home Loan Banks	5.375%	8/15/18	5,250	5,989
2 Federal Home Loan Banks	5.125%	8/15/19	4,095	4,744
2 Federal Home Loan Banks	1.875%	3/13/20	3,425	3,484
2 Federal Home Loan Banks	4.125%	3/13/20	11,555	12,988
2 Federal Home Loan Banks	3.375%	6/12/20	15,200	16,584
2 Federal Home Loan Banks	5.250%	12/11/20	5,000	5,961
2 Federal Home Loan Banks	2.250%	6/11/21	30,000	30,784
2 Federal Home Loan Banks	5.625%	6/11/21	16,950	20,732
2 Federal Home Loan Banks	2.125%	3/10/23	37,600	37,635
2 Federal Home Loan Banks	5.375%	8/15/24	1,585	1,974
2 Federal Home Loan Banks	5.500%	7/15/36	14,475	20,280
3 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	1,400	1,472
3 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	20,000	20,026

3 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	29,725	30,442
3 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	775	825
3 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	31,545	32,220
3 Federal Home Loan Mortgage Corp.	0.875%	10/14/16	83,000	83,469
3 Federal Home Loan Mortgage Corp.	0.500%	1/27/17	75,000	74,898
3 Federal Home Loan Mortgage Corp.	5.000%	2/16/17	19,175	20,747
3 Federal Home Loan Mortgage Corp.	0.875%	2/22/17	50,000	50,262
3 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	18,000	18,126
3 Federal Home Loan Mortgage Corp.	5.000%	4/18/17	5,000	5,441
3 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	72,500	73,342
3 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	67,694	68,123
3 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	36,179	36,374
3 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	11,550	12,836
3 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	98,125	98,523
3 Federal Home Loan Mortgage Corp.	5.125%	11/17/17	5,950	6,609
3 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	13,375	13,323
3 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	20,900	20,860
3 Federal Home Loan Mortgage Corp.	4.875%	6/13/18	8,805	9,873
3 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	16,500	18,079
3 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	35,175	35,764
3 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	43,100	42,892
3 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	43,700	43,387
3 Federal Home Loan Mortgage Corp.	1.375%	5/1/20	16,700	16,578
3 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	56,650	58,640
3 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	1,150	1,727
3 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	23,400	35,739
3 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	23,382	34,748
3 Federal National Mortgage Assn.	2.375%	4/11/16	22,775	23,247
3 Federal National Mortgage Assn.	0.375%	7/5/16	22,700	22,686
3 Federal National Mortgage Assn.	0.625%	8/26/16	50,000	50,112
3 Federal National Mortgage Assn.	5.250%	9/15/16	7,225	7,724
3 Federal National Mortgage Assn.	1.250%	9/28/16	43,645	44,147
3 Federal National Mortgage Assn.	1.375%	11/15/16	31,470	31,896
3 Federal National Mortgage Assn.	1.250%	1/30/17	21,100	21,359
3 Federal National Mortgage Assn.	5.000%	2/13/17	50,225	54,316
3 Federal National Mortgage Assn.	0.750%	4/20/17	31,925	31,993
3 Federal National Mortgage Assn.	1.125%	4/27/17	56,300	56,820
3 Federal National Mortgage Assn.	5.000%	5/11/17	11,275	12,288
3 Federal National Mortgage Assn.	5.375%	6/12/17	2,800	3,082
3 Federal National Mortgage Assn.	0.875%	8/28/17	35,075	35,143
3 Federal National Mortgage Assn.	1.000%	9/27/17	20,100	20,181
3 Federal National Mortgage Assn.	0.875%	10/26/17	71,575	71,672
3 Federal National Mortgage Assn.	0.875%	12/20/17	71,025	71,012
3 Federal National Mortgage Assn.	0.875%	2/8/18	64,425	64,340
3 Federal National Mortgage Assn.	0.875%	5/21/18	47,380	47,195
3 Federal National Mortgage Assn.	1.875%	9/18/18	117,975	121,026
3 Federal National Mortgage Assn.	1.625%	11/27/18	41,640	42,298
3 Federal National Mortgage Assn.	1.875%	2/19/19	83,000	84,922
3 Federal National Mortgage Assn.	1.750%	6/20/19	76,000	77,258
3 Federal National Mortgage Assn.	1.750%	9/12/19	67,575	68,635
3 Federal National Mortgage Assn.	0.000%	10/9/19	6,640	6,119
3 Federal National Mortgage Assn.	1.750%	11/26/19	16,500	16,733
3 Federal National Mortgage Assn.	1.625%	1/21/20	22,000	22,152
3 Federal National Mortgage Assn.	2.625%	9/6/24	40,000	41,475
3 Federal National Mortgage Assn.	6.250%	5/15/29	5,550	7,964
3 Federal National Mortgage Assn.	7.125%	1/15/30	7,120	11,043
3 Federal National Mortgage Assn.	7.250%	5/15/30	28,925	45,510
3 Federal National Mortgage Assn.	6.625%	11/15/30	36,295	54,653

3	Federal National Mortgage Assn.	5.625%	7/15/37	2,721	3,915
2	Financing Corp.	9.800%	4/6/18	850	1,061
2	Financing Corp.	10.350%	8/3/18	100	129
2	Financing Corp.	9.650%	11/2/18	2,375	3,062
2	Financing Corp.	9.700%	4/5/19	425	561
	Private Export Funding Corp.	1.375%	2/15/17	1,000	1,012
	Private Export Funding Corp.	2.250%	12/15/17	1,775	1,819
	Private Export Funding Corp.	1.875%	7/15/18	2,200	2,228
	Private Export Funding Corp.	4.375%	3/15/19	6,867	7,586
	Private Export Funding Corp.	1.450%	8/15/19	7,575	7,469
	Private Export Funding Corp.	2.250%	3/15/20	6,900	7,072
	Private Export Funding Corp.	4.300%	12/15/21	7,760	8,753
	Private Export Funding Corp.	2.800%	5/15/22	1,125	1,159
	Private Export Funding Corp.	2.050%	11/15/22	15,350	15,010
	Private Export Funding Corp.	3.550%	1/15/24	16,350	17,654
	Private Export Funding Corp.	2.450%	7/15/24	4,750	4,734
	Resolution Funding Corp.	8.125%	10/15/19	100	129
	Resolution Funding Corp.	8.875%	7/15/20	100	135
2	Tennessee Valley Authority	5.500%	7/18/17	6,400	7,075
2	Tennessee Valley Authority	4.500%	4/1/18	6,425	7,082
2	Tennessee Valley Authority	1.750%	10/15/18	9,500	9,683
2	Tennessee Valley Authority	3.875%	2/15/21	5,170	5,779
2	Tennessee Valley Authority	1.875%	8/15/22	3,750	3,659
2	Tennessee Valley Authority	2.875%	9/15/24	18,600	19,487
2	Tennessee Valley Authority	6.750%	11/1/25	550	764
2	Tennessee Valley Authority	7.125%	5/1/30	8,975	13,482
2	Tennessee Valley Authority	4.650%	6/15/35	3,425	4,137
2	Tennessee Valley Authority	5.880%	4/1/36	4,265	5,987
2	Tennessee Valley Authority	5.500%	6/15/38	850	1,152
2	Tennessee Valley Authority	5.250%	9/15/39	3,150	4,131
2	Tennessee Valley Authority	3.500%	12/15/42	5,500	5,638
2	Tennessee Valley Authority	4.875%	1/15/48	14,075	17,608
2	Tennessee Valley Authority	5.375%	4/1/56	2,770	3,723
2	Tennessee Valley Authority	4.625%	9/15/60	3,365	3,989
					3,067,231
Conventional Mortgage-Backed Securities (20.3%)
3,4 Fannie Mae Pool		2.000%	8/1/28–10/1/28	55,720	55,895
3,4,5Fannie Mae Pool		2.500%	3/1/27–2/1/43	486,927	499,849
3,4,5Fannie Mae Pool		3.000%	11/1/20–4/1/45	1,452,716	1,503,883
3,4,5Fannie Mae Pool		3.500%	9/1/25–4/1/45	1,723,489	1,818,328
3,4,5Fannie Mae Pool		4.000%	6/1/18–4/1/45	1,528,869	1,639,603
3,4,5Fannie Mae Pool		4.500%	2/1/18–5/1/45	1,008,621	1,101,295
3,4,5Fannie Mae Pool		5.000%	3/1/17–4/1/45	595,702	661,678
3,4,5Fannie Mae Pool		5.500%	7/1/15–4/1/45	452,348	509,709
3,4,5Fannie Mae Pool		6.000%	4/1/16–4/1/45	296,842	339,276
3,4 Fannie Mae Pool		6.500%	4/1/16–5/1/40	89,562	103,035
3,4 Fannie Mae Pool		7.000%	11/1/18–12/1/38	26,991	31,294
3,4 Fannie Mae Pool		7.500%	7/1/30–12/1/32	242	278
3,4 Fannie Mae Pool		8.000%	12/1/29	29	34
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K041	3.171%	10/25/24	9,300	9,849
3,4 Freddie Mac Gold Pool		2.000%	7/1/28–8/1/28	30,823	30,910
3,4,5Freddie Mac Gold Pool		2.500%	10/1/27–3/1/43	379,027	388,147
3,4,5Freddie Mac Gold Pool		3.000%	11/1/26–4/1/45	803,028	830,410
3,4,5Freddie Mac Gold Pool		3.500%	9/1/25–4/1/45	1,030,528	1,084,840
3,4,5Freddie Mac Gold Pool		4.000%	3/1/18–4/1/45	950,566	1,017,826
3,4,5Freddie Mac Gold Pool		4.500%	12/1/17–4/1/45	611,069	665,525

3,4 Freddie Mac Gold Pool		5.000%	4/1/17–8/1/44	361,608	400,578
3,4 Freddie Mac Gold Pool		5.500%	3/1/16–6/1/41	263,166	295,818
3,4 Freddie Mac Gold Pool		6.000%	2/1/16–5/1/40	162,542	185,566
3,4 Freddie Mac Gold Pool		6.500%	1/1/16–9/1/39	40,659	46,752
3,4 Freddie Mac Gold Pool		7.000%	6/1/15–12/1/38	14,073	16,221
3,4 Freddie Mac Gold Pool		7.500%	4/1/27–2/1/32	148	171
3,4 Freddie Mac Gold Pool		8.000%	1/1/27–11/1/31	191	220
3,4 Freddie Mac Gold Pool		8.500%	6/1/25	34	39
4,5 Ginnie Mae I Pool		3.000%	1/15/26–4/1/45	135,864	140,472
4,5 Ginnie Mae I Pool		3.500%	11/15/25–4/1/45	159,474	168,372
4,5 Ginnie Mae I Pool		4.000%	8/15/18–4/1/45	291,647	313,513
4,5 Ginnie Mae I Pool		4.500%	6/15/18–4/1/45	326,328	360,999
4	Ginnie Mae I Pool	5.000%	12/15/17–5/15/41	198,887	222,555
4	Ginnie Mae I Pool	5.500%	4/15/17–6/15/41	93,946	106,853
4	Ginnie Mae I Pool	6.000%	4/15/17–6/15/41	63,077	72,079
4	Ginnie Mae I Pool	6.500%	5/15/24–8/15/39	19,877	23,004
4	Ginnie Mae I Pool	7.000%	7/15/23–9/15/36	1,177	1,357
4	Ginnie Mae I Pool	7.500%	12/15/23	31	35
4	Ginnie Mae I Pool	8.000%	6/15/25–1/15/27	73	84
4	Ginnie Mae I Pool	9.000%	11/15/17–12/15/17	30	31
4	Ginnie Mae II Pool	2.500%	2/20/28–6/20/28	20,274	21,035
4,5 Ginnie Mae II Pool		3.000%	10/20/26–4/1/45	702,424	726,264
4,5 Ginnie Mae II Pool		3.500%	9/20/25–4/1/45	1,260,652	1,328,656
4,5 Ginnie Mae II Pool		4.000%	9/20/25–4/1/45	947,487	1,011,494
4,5 Ginnie Mae II Pool		4.500%	8/20/33–4/1/45	663,191	722,682
4	Ginnie Mae II Pool	5.000%	3/20/18–7/20/44	316,322	348,350
4	Ginnie Mae II Pool	5.500%	8/20/23–7/20/43	103,496	115,282
4	Ginnie Mae II Pool	6.000%	3/20/31–9/20/41	39,231	44,213
4	Ginnie Mae II Pool	6.500%	10/20/28–11/20/39	14,577	16,706
4	Ginnie Mae II Pool	7.000%	8/20/34–11/20/38	2,778	3,183
					18,984,248
Nonconventional Mortgage-Backed Securities (0.4%)
3,4,6Fannie Mae Pool		1.466%	4/1/37	1,224	1,275
3,4,6Fannie Mae Pool		1.817%	9/1/37	1,870	2,010
3,4,6Fannie Mae Pool		2.099%	8/1/35	714	762
3,4,6Fannie Mae Pool		2.106%	11/1/36	417	444
3,4 Fannie Mae Pool		2.109%	3/1/43	6,484	6,680
3,4,6Fannie Mae Pool		2.165%	6/1/36	16	17
3,4,6Fannie Mae Pool		2.169%	12/1/41	3,591	3,707
3,4,6Fannie Mae Pool		2.188%	7/1/35	625	656
3,4,6Fannie Mae Pool		2.191%	10/1/39	763	787
3,4 Fannie Mae Pool		2.194%	6/1/43	5,999	6,182
3,4,6Fannie Mae Pool		2.195%	7/1/39	363	375
3,4 Fannie Mae Pool		2.197%	9/1/42	4,756	4,988
3,4 Fannie Mae Pool		2.200%	6/1/42	10,846	11,476
3,4,6Fannie Mae Pool		2.205%	12/1/33	256	273
3,4,6Fannie Mae Pool		2.217%	2/1/36	560	571
3,4,6Fannie Mae Pool		2.224%	8/1/37	852	902
3,4,6Fannie Mae Pool		2.235%	6/1/37	488	516
3,4 Fannie Mae Pool		2.239%	10/1/42	4,055	4,150
3,4,6Fannie Mae Pool		2.248%	9/1/34	355	382
3,4,6Fannie Mae Pool		2.261%	11/1/33	191	205
3,4 Fannie Mae Pool		2.264%	7/1/43	7,232	7,265
3,4,6Fannie Mae Pool		2.304%	11/1/39	480	494
3,4,6Fannie Mae Pool		2.325%	7/1/37	243	252
3,4,6Fannie Mae Pool		2.330%	4/1/36	266	285
3,4,6Fannie Mae Pool		2.350%	5/1/35	773	815

3,4,6Fannie Mae Pool	2.373%	1/1/37	824	889
3,4,6Fannie Mae Pool	2.374%	2/1/36	725	775
3,4,6Fannie Mae Pool	2.388%	7/1/42	2,543	2,687
3,4,6Fannie Mae Pool	2.393%	12/1/35	609	648
3,4,6Fannie Mae Pool	2.402%	1/1/40	860	886
3,4 Fannie Mae Pool	2.403%	7/1/42	5,660	5,879
3,4 Fannie Mae Pool	2.406%	5/1/42	8,417	8,623
3,4,6Fannie Mae Pool	2.410%	11/1/34	948	991
3,4,6Fannie Mae Pool	2.428%	11/1/39	735	757
3,4,6Fannie Mae Pool	2.435%	11/1/33	527	571
3,4 Fannie Mae Pool	2.437%	5/1/43	11,652	12,207
3,4,6Fannie Mae Pool	2.438%	1/1/35	885	951
3,4 Fannie Mae Pool	2.451%	10/1/42	4,902	5,088
3,4 Fannie Mae Pool	2.466%	9/1/43	1,042	1,088
3,4 Fannie Mae Pool	2.496%	10/1/40	1,956	2,076
3,4 Fannie Mae Pool	2.511%	12/1/40	1,797	1,907
3,4,6Fannie Mae Pool	2.555%	4/1/37	31	32
3,4 Fannie Mae Pool	2.606%	12/1/41	3,279	3,438
3,4 Fannie Mae Pool	2.627%	11/1/41	3,120	3,346
3,4,6Fannie Mae Pool	2.662%	5/1/42	1,667	1,735
3,4,6Fannie Mae Pool	2.690%	10/1/36	523	569
3,4 Fannie Mae Pool	2.704%	1/1/42	3,098	3,325
3,4 Fannie Mae Pool	2.732%	12/1/43	10,072	10,486
3,4 Fannie Mae Pool	2.755%	3/1/41	2,388	2,560
3,4 Fannie Mae Pool	2.776%	3/1/42	5,765	6,035
3,4 Fannie Mae Pool	2.787%	1/1/42	4,072	4,322
3,4 Fannie Mae Pool	2.805%	11/1/41	3,104	3,333
3,4 Fannie Mae Pool	2.911%	12/1/40	1,853	1,970
3,4 Fannie Mae Pool	2.968%	3/1/42	3,838	3,993
3,4 Fannie Mae Pool	2.984%	9/1/43	7,269	7,618
3,4 Fannie Mae Pool	3.060%	2/1/41	2,296	2,446
3,4 Fannie Mae Pool	3.061%	3/1/41–2/1/42	5,993	6,276
3,4,6Fannie Mae Pool	3.086%	2/1/41	1,141	1,151
3,4,6Fannie Mae Pool	3.112%	2/1/42	9,586	10,274
3,4 Fannie Mae Pool	3.162%	2/1/41	2,023	2,165
3,4 Fannie Mae Pool	3.197%	9/1/40	1,530	1,620
3,4 Fannie Mae Pool	3.199%	12/1/40	1,514	1,608
3,4 Fannie Mae Pool	3.221%	8/1/40	1,723	1,804
3,4 Fannie Mae Pool	3.235%	12/1/40	2,005	2,123
3,4 Fannie Mae Pool	3.249%	10/1/40	2,278	2,394
3,4 Fannie Mae Pool	3.272%	5/1/41	2,522	2,683
3,4 Fannie Mae Pool	3.314%	11/1/40	1,446	1,526
3,4 Fannie Mae Pool	3.337%	8/1/42	3,971	4,131
3,4,6Fannie Mae Pool	3.396%	5/1/40	809	880
3,4,6Fannie Mae Pool	3.489%	5/1/40	488	524
3,4 Fannie Mae Pool	3.542%	7/1/41	4,579	4,733
3,4 Fannie Mae Pool	3.563%	6/1/41	680	727
3,4 Fannie Mae Pool	3.580%	8/1/39	903	967
3,4 Fannie Mae Pool	3.612%	4/1/41	2,147	2,283
3,4 Fannie Mae Pool	3.743%	6/1/41	2,891	3,093
3,4 Fannie Mae Pool	3.814%	9/1/40	3,032	3,233
3,4 Fannie Mae Pool	4.242%	12/1/39	2,071	2,139
3,4 Fannie Mae Pool	4.555%	7/1/38	124	131
3,4,6Fannie Mae Pool	4.640%	8/1/39	2,925	3,074
3,4 Fannie Mae Pool	5.103%	3/1/38	1,190	1,260
3,4,6Fannie Mae Pool	5.109%	11/1/39	1,228	1,309
3,4,6Fannie Mae Pool	5.259%	7/1/38	144	151
3,4 Fannie Mae Pool	5.290%	7/1/36	417	428

3,4 Fannie Mae Pool	5.555%	5/1/36	232	243
3,4 Fannie Mae Pool	5.567%	4/1/37	842	908
3,4 Fannie Mae Pool	5.753%	12/1/37	1,025	1,109
3,4 Fannie Mae Pool	5.770%	10/1/37	505	540
3,4 Fannie Mae Pool	6.115%	10/1/37	1,468	1,537
3,4,6Freddie Mac Non Gold Pool	1.485%	10/1/37	23	23
3,4,6Freddie Mac Non Gold Pool	1.730%	6/1/37	530	545
3,4,6Freddie Mac Non Gold Pool	1.949%	3/1/37	44	47
3,4,6Freddie Mac Non Gold Pool	2.040%	1/1/37	716	758
3,4,6Freddie Mac Non Gold Pool	2.125%	1/1/38	368	379
3,4,6Freddie Mac Non Gold Pool	2.160%	10/1/37	975	1,052
3,4,6Freddie Mac Non Gold Pool	2.181%	7/1/35	370	391
3,4,6Freddie Mac Non Gold Pool	2.195%	3/1/37	36	39
3,4,6Freddie Mac Non Gold Pool	2.238%	12/1/36	303	318
3,4,6Freddie Mac Non Gold Pool	2.253%	1/1/35	102	110
3,4,6Freddie Mac Non Gold Pool	2.257%	3/1/37	198	208
3,4,6Freddie Mac Non Gold Pool	2.276%	12/1/34–2/1/37	775	825
3,4,6Freddie Mac Non Gold Pool	2.323%	12/1/35	468	495
3,4 Freddie Mac Non Gold Pool	2.325%	5/1/42	947	980
3,4,6Freddie Mac Non Gold Pool	2.326%	4/1/35	33	35
3,4,6Freddie Mac Non Gold Pool	2.343%	6/1/37	680	730
3,4,6Freddie Mac Non Gold Pool	2.344%	12/1/36	739	794
3,4,6Freddie Mac Non Gold Pool	2.375%	11/1/34–11/1/36	1,597	1,677
3,4,6Freddie Mac Non Gold Pool	2.419%	1/1/37	243	257
3,4,6Freddie Mac Non Gold Pool	2.486%	6/1/37	545	568
3,4 Freddie Mac Non Gold Pool	2.583%	2/1/42	1,654	1,774
3,4 Freddie Mac Non Gold Pool	2.587%	11/1/43	5,743	5,959
3,4,6Freddie Mac Non Gold Pool	2.620%	3/1/37	507	532
3,4 Freddie Mac Non Gold Pool	2.636%	12/1/40	2,007	2,088
3,4,6Freddie Mac Non Gold Pool	2.637%	3/1/37	62	62
3,4 Freddie Mac Non Gold Pool	2.663%	11/1/40	726	751
3,4 Freddie Mac Non Gold Pool	2.742%	12/1/40	3,798	3,941
3,4 Freddie Mac Non Gold Pool	2.750%	2/1/42	3,483	3,765
3,4,6Freddie Mac Non Gold Pool	2.776%	10/1/36	614	643
3,4 Freddie Mac Non Gold Pool	2.785%	1/1/41	3,243	3,448
3,4 Freddie Mac Non Gold Pool	2.871%	2/1/41	2,950	3,154
3,4 Freddie Mac Non Gold Pool	2.906%	12/1/41	3,562	3,755
3,4 Freddie Mac Non Gold Pool	2.964%	2/1/41	1,227	1,313
3,4 Freddie Mac Non Gold Pool	3.098%	6/1/41	1,025	1,101
3,4 Freddie Mac Non Gold Pool	3.113%	3/1/41	950	1,017
3,4 Freddie Mac Non Gold Pool	3.125%	1/1/41	725	778
3,4 Freddie Mac Non Gold Pool	3.151%	11/1/40	2,325	2,396
3,4 Freddie Mac Non Gold Pool	3.268%	6/1/40	738	758
3,4 Freddie Mac Non Gold Pool	3.359%	5/1/40	590	633
3,4 Freddie Mac Non Gold Pool	3.413%	3/1/42	4,086	4,278
3,4 Freddie Mac Non Gold Pool	3.448%	5/1/40	534	573
3,4 Freddie Mac Non Gold Pool	3.557%	6/1/40	2,923	3,124
3,4 Freddie Mac Non Gold Pool	3.648%	6/1/40	1,067	1,127
3,4 Freddie Mac Non Gold Pool	3.669%	9/1/40	3,287	3,519
3,4 Freddie Mac Non Gold Pool	4.387%	5/1/38	146	157
3,4 Freddie Mac Non Gold Pool	4.954%	7/1/38	453	458
3,4 Freddie Mac Non Gold Pool	5.276%	3/1/38	721	780
3,4 Freddie Mac Non Gold Pool	5.526%	2/1/36	270	284
3,4 Freddie Mac Non Gold Pool	5.784%	9/1/37	401	423
3,4 Freddie Mac Non Gold Pool	5.814%	5/1/37	2,130	2,249
3,4 Freddie Mac Non Gold Pool	6.091%	12/1/36	426	443
3,4 Freddie Mac Non Gold Pool	6.215%	8/1/37	240	261
4,6 Ginnie Mae II Pool	1.625%	6/20/29–10/20/39	356	367

4,6 Ginnie Mae II Pool		2.000%	12/20/39–6/20/43	23,333	24,170
4,6 Ginnie Mae II Pool		2.125%	5/20/41	1,053	1,097
4	Ginnie Mae II Pool	2.500%	11/20/40–5/20/43	28,718	29,852
4,6 Ginnie Mae II Pool		3.000%	10/20/38–11/20/41	12,697	13,514
4	Ginnie Mae II Pool	3.500%	1/20/41–12/20/43	21,703	22,890
4	Ginnie Mae II Pool	4.000%	4/20/41–10/20/41	6,987	7,373
4	Ginnie Mae II Pool	5.000%	7/20/38	149	151
					388,913
Total U.S. Government and Agency Obligations (Cost $59,274,701)					60,875,104
Asset-Backed/Commercial Mortgage-Backed Securities (2.9%)
4	AEP Texas Central Transition Funding II LLC
	2006-A	5.170%	1/1/18	1,992	2,114
4	Ally Auto Receivables Trust 2011-4	1.140%	6/15/16	258	259
4	Ally Auto Receivables Trust 2012-5	0.850%	1/16/18	3,305	3,306
4	Ally Auto Receivables Trust 2013-2	0.790%	1/15/18	1,100	1,101
4	Ally Auto Receivables Trust 2013-2	1.240%	11/15/18	700	703
4	Ally Auto Receivables Trust 2014-1	0.970%	10/15/18	2,700	2,704
4	Ally Auto Receivables Trust 2014-1	1.530%	4/15/19	1,150	1,158
4	Ally Auto Receivables Trust 2014-3	1.280%	6/17/19	3,350	3,358
4	Ally Auto Receivables Trust 2014-3	1.720%	3/16/20	1,325	1,333
4	Ally Auto Receivables Trust 2014-SN1	0.750%	2/21/17	2,250	2,240
4	Ally Auto Receivables Trust 2014-SN1	0.950%	6/20/18	1,500	1,499
4	Ally Auto Receivables Trust 2014-SN2	1.030%	9/20/17	2,600	2,598
4	Ally Auto Receivables Trust 2014-SN2	1.210%	2/20/19	1,850	1,850
4	Ally Master Owner Trust Series 2014-4	1.430%	6/17/19	3,800	3,811
4	American Express Credit Account Secured
	Note Trust 2013-3	0.980%	5/15/19	1,000	1,001
4	American Express Credit Account Secured
	Note Trust 2014-3	1.490%	4/15/20	5,750	5,796
4	American Express Credit Account Secured
	Note Trust 2014-4	1.430%	6/15/20	3,025	3,041
4	AmeriCredit Automobile Receivables Trust
	2013-1	0.610%	10/10/17	574	574
4	AmeriCredit Automobile Receivables Trust
	2013-2	0.650%	12/8/17	639	639
4	AmeriCredit Automobile Receivables Trust
	2013-3	0.920%	4/9/18	1,597	1,598
4	AmeriCredit Automobile Receivables Trust
	2013-4	0.960%	4/9/18	620	621
4	AmeriCredit Automobile Receivables Trust
	2013-5	0.900%	9/10/18	800	800
4	AmeriCredit Automobile Receivables Trust
	2013-5	1.520%	1/8/19	400	401
4	AmeriCredit Automobile Receivables Trust
	2014-1	0.900%	2/8/19	550	549
4	AmeriCredit Automobile Receivables Trust
	2014-1	1.680%	7/8/19	375	375
4	AmeriCredit Automobile Receivables Trust
	2014-2	0.940%	2/8/19	1,150	1,152
4	AmeriCredit Automobile Receivables Trust
	2014-3	1.150%	6/10/19	1,925	1,926
4	BA Credit Card Trust 2007-A1	5.170%	6/15/19	900	965
4	Banc of America Commercial Mortgage Trust
	2005-5	5.115%	10/10/45	4,038	4,066
4	Banc of America Commercial Mortgage Trust
	2005-6	5.178%	9/10/47	2,623	2,678

4 Banc of America Commercial Mortgage Trust
2005-6	5.178%	9/10/47	1,500	1,532
4 Banc of America Commercial Mortgage Trust
2006-1	5.372%	9/10/45	9,560	9,725
4 Banc of America Commercial Mortgage Trust
2006-1	5.421%	9/10/45	247	254
4 Banc of America Commercial Mortgage Trust
2006-2	5.727%	5/10/45	7,595	7,822
4 Banc of America Commercial Mortgage Trust
2006-2	5.762%	5/10/45	1,380	1,435
4 Banc of America Commercial Mortgage Trust
2006-3	5.889%	7/10/44	371	387
4 Banc of America Commercial Mortgage Trust
2006-4	5.634%	7/10/46	16,557	17,303
4 Banc of America Commercial Mortgage Trust
2006-5	5.414%	9/10/47	5,210	5,419
4 Banc of America Commercial Mortgage Trust
2006-5	5.448%	9/10/47	890	927
4 Banc of America Commercial Mortgage Trust
2007-2	5.587%	4/10/49	1,399	1,488
4 Banc of America Commercial Mortgage Trust
2008-1	6.213%	2/10/51	10,447	11,533
Bank of Nova Scotia	2.125%	9/11/19	7,400	7,532
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR10	5.405%	12/11/40	4,508	4,579
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR8	4.750%	6/11/41	2,080	2,086
4 Bear Stearns Commercial Mortgage
Securities Trust 2005-TOP20	5.141%	10/12/42	5,495	5,538
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR11	5.438%	3/11/39	10,727	10,985
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.703%	9/11/38	1,721	1,786
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.742%	9/11/38	2,225	2,318
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR13	5.582%	9/11/41	1,125	1,186
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.575%	4/12/38	1,700	1,769
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.575%	4/12/38	8,946	9,181
4 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP24	5.568%	10/12/41	3,675	3,884
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.656%	6/11/40	690	697
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.708%	6/11/40	3,600	3,930
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.694%	6/11/50	14,821	15,984
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.896%	6/11/50	4,095	4,501
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR18	5.700%	6/11/50	6,825	7,380
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.471%	1/12/45	3,033	3,229
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.513%	1/12/45	2,475	2,659

4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.742%	9/11/42	8,350	9,067
4 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.793%	9/11/42	829	828
4 BMW Vehicle Owner Trust 2014-A	0.970%	11/26/18	3,425	3,432
4 BMW Vehicle Owner Trust 2014-A	1.500%	2/25/21	2,275	2,292
4 BMW Vehicle Owner Trust 2015-1	1.240%	12/20/17	3,925	3,930
4 Capital Auto Receivables Asset Trust 2013-1	0.790%	6/20/17	2,058	2,060
4 Capital Auto Receivables Asset Trust 2013-3	1.040%	11/21/16	1,878	1,879
4 Capital Auto Receivables Asset Trust 2013-3	1.310%	12/20/17	2,233	2,242
4 Capital Auto Receivables Asset Trust 2013-3	1.680%	4/20/18	1,340	1,348
4 Capital Auto Receivables Asset Trust 2013-4	1.090%	3/20/18	1,850	1,851
4 Capital Auto Receivables Asset Trust 2013-4	1.470%	7/20/18	700	702
4 Capital Auto Receivables Asset Trust 2013-4	2.060%	10/22/18	700	706
4 Capital Auto Receivables Asset Trust 2014-1	1.320%	6/20/18	4,355	4,374
4 Capital Auto Receivables Asset Trust 2014-1	1.690%	10/22/18	1,090	1,096
4 Capital Auto Receivables Asset Trust 2014-1	2.220%	1/22/19	1,116	1,126
4 Capital Auto Receivables Asset Trust 2014-2	0.910%	4/20/17	1,700	1,702
4 Capital Auto Receivables Asset Trust 2014-2	1.260%	5/21/18	975	977
4 Capital Auto Receivables Asset Trust 2014-2	1.620%	10/22/18	775	779
4 Capital Auto Receivables Asset Trust 2014-3	1.480%	11/20/18	1,350	1,355
4 Capital Auto Receivables Asset Trust 2014-3	1.830%	4/22/19	975	982
4 Capital Auto Receivables Asset Trust 2015-1	1.610%	6/20/19	7,375	7,382
4 Capital Auto Receivables Asset Trust 2015-1	1.860%	10/21/19	1,300	1,301
4 Capital One Multi-asset Execution Trust 2006-
A3	5.050%	12/17/18	12,975	13,433
4 Capital One Multi-asset Execution Trust 2007-
A7	5.750%	7/15/20	7,190	7,948
4 Capital One Multi-Asset Execution Trust 2014-
A2	1.260%	1/15/20	1,325	1,331
4 Capital One Multi-Asset Execution Trust 2014-
A5	1.480%	7/15/20	4,700	4,735
4 CarMax Auto Owner Trust 2012-3	0.790%	4/16/18	1,320	1,319
4 CarMax Auto Owner Trust 2013-2	0.640%	1/16/18	1,763	1,763
4 Carmax Auto Owner Trust 2013-2	0.840%	11/15/18	799	795
4 Carmax Auto Owner Trust 2013-3	0.970%	4/16/18	2,240	2,244
4 Carmax Auto Owner Trust 2013-3	1.490%	1/15/19	1,210	1,218
4 Carmax Auto Owner Trust 2013-4	0.800%	7/16/18	900	900
4 Carmax Auto Owner Trust 2013-4	1.280%	5/15/19	375	375
4 Carmax Auto Owner Trust 2014-1	0.790%	10/15/18	1,105	1,103
4 Carmax Auto Owner Trust 2014-1	1.320%	7/15/19	735	734
4 Carmax Auto Owner Trust 2014-2	0.980%	1/15/19	2,000	1,998
4 Carmax Auto Owner Trust 2014-2	1.610%	10/15/19	1,000	1,004
4 Carmax Auto Owner Trust 2014-3	1.160%	6/17/19	2,300	2,301
4 Carmax Auto Owner Trust 2014-3	1.730%	2/18/20	1,150	1,157
4 Carmax Auto Owner Trust 2014-4	1.250%	11/15/19	4,150	4,154
4 CD 2005-CD1 Commercial Mortgage Trust	5.225%	7/15/44	6,954	7,015
4 CD 2005-CD1 Commercial Mortgage Trust	5.225%	7/15/44	2,620	2,660
4 CD 2006-CD3 Mortgage Trust	5.617%	10/15/48	12,614	13,147
4 CD 2006-CD3 Mortgage Trust	5.648%	10/15/48	4,150	4,403
4 CD 2007-CD4 Commercial Mortgage Trust	5.322%	12/11/49	9,395	9,892
4 CD 2007-CD5 Mortgage Trust	5.886%	11/15/44	5,323	5,773
4 CenterPoint Energy Transition Bond Co. II
LLC 2005-A	5.170%	8/1/19	779	816
4 CenterPoint Energy Transition Bond Co. II
LLC 2005-A	5.302%	8/1/20	654	731
4 CenterPoint Energy Transition Bond Co. IV
LLC 2012-1	3.028%	10/15/25	5,300	5,533

4 Chase Issuance Trust 2006-A2	5.160%	4/16/18	7,446	7,719
4 Chase Issuance Trust 2012-A3	0.790%	6/15/17	6,116	6,120
4 Chase Issuance Trust 2012-A4	1.580%	8/16/21	5,500	5,481
4 Chase Issuance Trust 2012-A5	0.590%	8/15/17	3,404	3,405
4 Chase Issuance Trust 2012-A7	2.160%	9/16/24	12,805	12,730
4 Chase Issuance Trust 2013-A1	1.300%	2/18/20	9,550	9,514
4 Chase Issuance Trust 2013-A8	1.010%	10/15/18	6,425	6,436
4 Chase Issuance Trust 2014-A1	1.150%	1/15/19	19,175	19,234
4 Chase Issuance Trust 2014-A2	2.770%	3/15/23	7,550	7,818
4 Chase Issuance Trust 2014-A6	1.260%	7/15/19	9,700	9,713
4 Chase Issuance Trust 2014-A7	1.380%	11/15/19	7,400	7,430
4 Chase Issuance Trust 2015-A2	1.590%	2/18/20	7,450	7,508
4 Citibank Credit Card Issuance Trust 2003-A7	4.150%	7/7/17	4,676	4,719
4 Citibank Credit Card Issuance Trust 2005-A9	5.100%	11/20/17	11,399	11,706
4 Citibank Credit Card Issuance Trust 2007-A8	5.650%	9/20/19	7,150	7,900
4 Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	6,114	6,774
4 Citibank Credit Card Issuance Trust 2013-A10	0.730%	2/7/18	2,900	2,896
4 Citibank Credit Card Issuance Trust 2014-A1	2.880%	1/23/23	15,000	15,659
4 Citibank Credit Card Issuance Trust 2014-A4	1.230%	4/24/19	7,600	7,614
4 Citibank Credit Card Issuance Trust 2014-A5	2.680%	6/7/23	6,525	6,731
4 Citibank Credit Card Issuance Trust 2014-A6	2.150%	7/15/21	15,325	15,627
4 Citibank Credit Card Issuance Trust 2014-A8	1.730%	4/9/20	11,625	11,727
4 Citigroup Commercial Mortgage Trust 2006-
C4	5.768%	3/15/49	2,000	2,089
4 Citigroup Commercial Mortgage Trust 2006-
C4	5.768%	3/15/49	6,403	6,615
4 Citigroup Commercial Mortgage Trust 2006-
C5	5.431%	10/15/49	2,275	2,387
4 Citigroup Commercial Mortgage Trust 2006-
C5	5.462%	10/15/49	1,585	1,674
4 Citigroup Commercial Mortgage Trust 2007-
C6	5.703%	12/10/49	9,305	10,052
4 Citigroup Commercial Mortgage Trust 2008-
C7	6.134%	12/10/49	10,460	11,466
4 Citigroup Commercial Mortgage Trust 2012-
GC8	3.024%	9/10/45	3,950	4,075
4 Citigroup Commercial Mortgage Trust 2013-
GC11	3.093%	4/10/46	1,500	1,552
4 Citigroup Commercial Mortgage Trust 2013-
GC11	3.422%	4/10/46	1,300	1,343
4 Citigroup Commercial Mortgage Trust 2013-
GC15	3.161%	9/10/46	1,700	1,779
4 Citigroup Commercial Mortgage Trust 2013-
GC15	3.942%	9/10/46	800	865
4 Citigroup Commercial Mortgage Trust 2013-
GC15	4.371%	9/10/46	1,200	1,351
4 Citigroup Commercial Mortgage Trust 2013-
GC15	4.649%	9/10/46	1,700	1,914
4 Citigroup Commercial Mortgage Trust 2013-
GC17	3.675%	11/10/46	550	590
4 Citigroup Commercial Mortgage Trust 2013-
GC17	4.131%	11/10/46	1,825	2,028
4 Citigroup Commercial Mortgage Trust 2013-
GC17	4.544%	11/10/46	750	844
4 Citigroup Commercial Mortgage Trust 2013-
GC17	5.095%	11/10/46	750	839
4 Citigroup Commercial Mortgage Trust 2014-
GC19	2.790%	3/10/47	3,210	3,320

4	Citigroup Commercial Mortgage Trust 2014-
	GC19	3.552%	3/10/47	750	798
4	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.023%	3/10/47	1,150	1,261
4	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.345%	3/10/47	955	1,053
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.477%	5/10/47	375	396
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.855%	5/10/47	1,675	1,826
4	Citigroup Commercial Mortgage Trust 2014-
	GC21	4.328%	5/10/47	1,350	1,424
4	Citigroup Commercial Mortgage Trust 2014-
	GC23	3.622%	7/10/47	2,725	2,922
4	Citigroup Commercial Mortgage Trust 2014-
	GC25	3.635%	10/10/47	5,650	6,055
4	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.137%	2/10/48	7,425	7,629
4	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.571%	2/10/48	3,025	3,106
4	COBALT CMBS Commercial Mortgage Trust
	2007-C2	5.484%	4/15/47	5,165	5,512
4	COBALT CMBS Commercial Mortgage Trust
	2007-C3	5.761%	5/15/46	5,851	6,310
4	COMM 2005-C6 Mortgage Trust	5.116%	6/10/44	5,643	5,665
4	COMM 2006-C7 Mortgage Trust	5.751%	6/10/46	10,955	11,352
4	COMM 2006-C7 Mortgage Trust	5.776%	6/10/46	1,815	1,899
4	COMM 2007-C9 Mortgage Trust	5.798%	12/10/49	7,325	7,940
4	COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	1,285	1,344
4	COMM 2012-CCRE2 Mortgage Trust	3.791%	8/15/45	1,825	1,970
4	COMM 2012-CCRE3 Mortgage Trust	2.822%	10/15/45	5,000	5,126
4,7 COMM 2012-CCRE3 Mortgage Trust		3.416%	10/15/45	2,195	2,305
4	COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	6,300	6,467
4	COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,535
4	COMM 2013-CCRE11 Mortgage Trust	3.047%	10/10/46	1,310	1,365
4	COMM 2013-CCRE11 Mortgage Trust	3.660%	10/10/46	1,310	1,400
4	COMM 2013-CCRE11 Mortgage Trust	3.983%	10/10/46	1,750	1,924
4	COMM 2013-CCRE11 Mortgage Trust	4.258%	10/10/46	2,190	2,453
4	COMM 2013-CCRE11 Mortgage Trust	4.715%	10/10/46	1,310	1,489
4	COMM 2013-CCRE12 Mortgage Trust	1.295%	10/10/46	569	567
4	COMM 2013-CCRE12 Mortgage Trust	2.904%	10/10/46	1,075	1,118
4	COMM 2013-CCRE12 Mortgage Trust	3.623%	10/10/46	1,075	1,146
4	COMM 2013-CCRE12 Mortgage Trust	3.765%	10/10/46	1,500	1,629
4	COMM 2013-CCRE12 Mortgage Trust	4.046%	10/10/46	1,125	1,244
4	COMM 2013-CCRE12 Mortgage Trust	4.300%	10/10/46	750	827
4	COMM 2013-CCRE12 Mortgage Trust	4.762%	10/10/46	350	390
4	COMM 2013-CCRE13 Mortgage Trust	1.259%	11/10/18	411	412
4	COMM 2013-CCRE13 Mortgage Trust	3.039%	12/10/18	550	576
4	COMM 2013-CCRE13 Mortgage Trust	3.706%	10/10/23	375	402
4	COMM 2013-CCRE13 Mortgage Trust	4.194%	11/10/23	3,700	4,125
4	COMM 2013-CCRE13 Mortgage Trust	4.449%	12/10/23	1,100	1,229
4	COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	1,744	1,805
4	COMM 2013-CCRE7 Mortgage Trust	3.213%	3/10/46	1,425	1,484
4	COMM 2013-CCRE8 Mortgage Trust	3.612%	6/10/46	1,888	2,029
4	COMM 2013-CCRE9 Mortgage Trust	4.235%	7/10/45	2,295	2,586
4	COMM 2013-CCRE9 Mortgage Trust	4.210%	8/10/46	660	734
4	COMM 2013-LC13 Mortgage Trust	3.009%	8/10/46	2,050	2,140
4	COMM 2013-LC13 Mortgage Trust	4.205%	8/10/46	2,020	2,248

4	COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	3,981	4,110
4	COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,184	2,262
4	COMM 2014-CCRE14 Mortgage Trust	3.147%	2/10/47	3,275	3,441
4	COMM 2014-CCRE14 Mortgage Trust	4.236%	2/10/47	2,450	2,732
4	COMM 2014-CCRE14 Mortgage Trust	4.526%	2/10/47	2,725	3,060
4	COMM 2014-CCRE14 Mortgage Trust	4.610%	2/10/47	1,650	1,852
4	COMM 2014-CCRE15 Mortgage Trust	2.928%	2/10/47	2,712	2,832
4	COMM 2014-CCRE15 Mortgage Trust	3.595%	2/10/47	935	996
4	COMM 2014-CCRE15 Mortgage Trust	4.074%	2/10/47	1,737	1,915
4	COMM 2014-CCRE15 Mortgage Trust	4.717%	2/10/47	869	985
4	COMM 2014-CCRE16 Mortgage Trust	3.653%	4/10/47	1,500	1,595
4	COMM 2014-CCRE16 Mortgage Trust	4.278%	4/10/47	1,975	2,165
4	COMM 2014-CCRE19 Mortgage Trust	3.796%	8/10/47	5,775	6,220
4	COMM 2014-CCRE19 Mortgage Trust	4.080%	8/10/47	1,550	1,670
4	COMM 2014-CCRE21 Mortgage Trust	3.095%	12/10/47	2,916	3,054
4	COMM 2014-CCRE21 Mortgage Trust	3.528%	12/10/47	5,625	5,965
4	COMM 2014-CR17 Mortgage Trust	3.012%	5/10/47	1,900	1,981
4	COMM 2014-CR17 Mortgage Trust	3.598%	5/10/47	950	1,011
4	COMM 2014-CR17 Mortgage Trust	3.977%	5/10/47	1,525	1,667
4	COMM 2014-CR17 Mortgage Trust	4.377%	5/10/47	955	1,036
4	COMM 2014-CR18 Mortgage Trust	3.452%	7/15/47	2,950	3,122
4	COMM 2014-CR18 Mortgage Trust	3.828%	7/15/47	975	1,053
4	COMM 2014-CR18 Mortgage Trust	4.103%	7/15/47	1,281	1,383
4	COMM 2014-CR20 Mortgage Trust	3.590%	11/10/47	1,525	1,621
4	COMM 2014-LC15 Mortgage Trust	2.840%	4/10/47	1,150	1,192
4	COMM 2014-LC15 Mortgage Trust	4.006%	4/10/47	2,650	2,897
4	COMM 2014-LC17 Mortgage Trust	3.164%	10/10/47	3,900	4,095
4	COMM 2014-LC17 Mortgage Trust	3.917%	10/10/47	1,550	1,689
4	COMM 2014-LC19 Mortgage Trust	3.040%	2/10/48	750	775
4	COMM 2014-LC19 Mortgage Trust	3.183%	2/10/48	4,000	4,118
4	COMM 2014-LC19 Mortgage Trust	3.527%	2/10/48	1,775	1,847
4	COMM 2014-UBS2 Mortgage Trust	2.820%	3/10/47	757	784
4	COMM 2014-UBS2 Mortgage Trust	3.472%	3/10/47	658	696
4	COMM 2014-UBS2 Mortgage Trust	3.961%	3/10/47	1,699	1,851
4	COMM 2014-UBS2 Mortgage Trust	4.199%	3/10/47	475	522
	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	1,196
4	COMM 2014-UBS3 Mortgage Trust	3.819%	6/10/47	3,075	3,319
4	COMM 2014-UBS4 Mortgage Trust	3.694%	8/10/47	6,000	6,368
4	COMM 2014-UBS4 Mortgage Trust	3.968%	8/10/47	1,502	1,586
4	COMM 2014-UBS5 Mortgage Trust	3.838%	9/10/47	4,575	4,937
4	COMM 2014-UBS6 Mortgage Trust	2.935%	12/10/47	3,850	4,007
4	COMM 2014-UBS6 Mortgage Trust	3.387%	12/10/47	3,850	4,035
4	COMM 2014-UBS6 Mortgage Trust	3.644%	12/10/47	7,200	7,619
4	COMM 2014-UBS6 Mortgage Trust	4.048%	12/10/47	1,925	2,075
4	Commercial Mortgage Trust 2005-GG5	5.224%	4/10/37	6,984	7,040
4	Commercial Mortgage Trust 2005-GG5	5.277%	4/10/37	2,050	2,082
4	Commercial Mortgage Trust 2006-GG7	5.816%	7/10/38	2,181	2,260
4,7 Commercial Mortgages Lease-Backed
	Certificates Series 2001-CMLB-1	6.746%	6/20/31	164	165
4	COMM_15-CR22 Mortgage Trust	2.856%	3/10/48	1,900	1,971
4	COMM_15-CR22 Mortgage Trust	3.309%	3/10/48	5,325	5,534
4	COMM_15-CR22 Mortgage Trust	3.603%	3/10/48	1,900	1,973
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	2,800	2,887
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	2,225	2,289

4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.469%	2/15/39	10,655	10,908
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.807%	6/15/38	5,285	5,458
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.807%	6/15/38	2,700	2,830
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C4	5.509%	9/15/39	550	579
4	Credit Suisse Commercial Mortgage Trust
	Series 2006-C5	5.311%	12/15/39	7,320	7,669
4	Credit Suisse Commercial Mortgage Trust
	Series 2007-C1	5.383%	2/15/40	2,301	2,421
4	Credit Suisse Commercial Mortgage Trust
	Series 2007-C3	5.704%	6/15/39	8,938	9,484
4	CSAIL Commercial Mortgage Trust 2015-C1	3.505%	4/15/50	3,750	3,958
4	CSAIL Commercial Mortgage Trust 2015-C1	3.791%	4/15/50	1,900	2,002
4	CSAIL Commercial Mortgage Trust 2015-C1	4.044%	4/15/50	1,525	1,612
4	CSFB Commercial Mortgage Trust 2005-C4	5.190%	8/15/38	1,450	1,460
4	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	570	577
4	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	3,543	3,555
4	CSFB Commercial Mortgage Trust 2005-C6	5.230%	12/15/40	1,525	1,548
4	Discover Card Execution Note Trust 2007-A1	5.650%	3/16/20	9,453	10,424
4	Discover Card Execution Note Trust 2014-A3	1.220%	10/15/19	12,325	12,370
4	Discover Card Execution Note Trust 2014-A5	1.390%	4/15/20	10,650	10,702
3,4 Fannie Mae-Aces 2012-M9		1.553%	4/25/22	1,029	1,030
3,4 Fannie Mae-Aces 2013-M12		2.387%	3/25/23	10,454	10,556
3,4 Fannie Mae-Aces 2013-M14		2.505%	4/25/23	11,008	11,032
3,4 Fannie Mae-Aces 2013-M14		3.329%	10/25/23	11,450	12,097
3,4 Fannie Mae-Aces 2013-M4		2.608%	3/25/22	675	690
3,4 Fannie Mae-Aces 2013-M7		2.280%	12/27/22	3,850	3,813
3,4 Fannie Mae-Aces 2014-M1		2.323%	11/25/18	15,264	15,630
3,4 Fannie Mae-Aces 2014-M1		3.367%	7/25/23	15,075	15,965
3,4 Fannie Mae-Aces 2014-M12		2.614%	10/25/21	11,300	11,577
3,4 Fannie Mae-Aces 2014-M15		2.509%	7/25/22	4,150	4,256
3,4 Fannie Mae-Aces 2014-M2		1.916%	6/25/21	4,511	4,574
3,4 Fannie Mae-Aces 2014-M2		3.513%	12/25/23	11,322	12,168
3,4 Fannie Mae-Aces 2014-M3		2.613%	1/25/24	4,371	4,515
3,4 Fannie Mae-Aces 2014-M3		3.476%	1/25/24	5,400	5,843
3,4 Fannie Mae-Aces 2014-M4		3.346%	3/25/24	5,650	6,017
3,4 Fannie Mae-Aces 2014-M6		2.679%	5/25/21	10,600	10,861
3,4 Fannie Mae-Aces 2014-M7		3.248%	6/25/24	11,584	12,342
3,4 Fannie Mae-Aces 2014-M8		2.346%	6/25/24	1,866	1,894
3,4 Fannie Mae-Aces 2014-M8		3.056%	6/25/24	5,850	6,051
3,4 Fannie Mae-Aces 2014-M9		1.462%	4/25/17	9,100	9,156
3,4 Fannie Mae-Aces 2014-M9		3.103%	7/25/24	6,825	7,120
3,4 Fannie Mae-Aces 2015-M1		1.626%	2/25/18	2,950	2,973
3,4 Fannie Mae-Aces 2015-M1		2.532%	9/25/24	10,000	10,064
3,4 Fannie Mae-Aces 2015-M2		2.620%	12/25/24	7,416	7,517
3,4 Fannie Mae-Aces 2015-M3		2.723%	10/25/24	3,700	3,775
3,4 FANNIE MAE-ACES FNMA_14-M13		1.637%	11/25/17	1,975	1,992
3,4 FANNIE MAE-ACES FNMA_14-M13		2.566%	8/25/24	1,659	1,696
3,4 FANNIE MAE-ACES FNMA_14-M13		3.021%	8/25/24	4,500	4,679
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K010	2.412%	8/25/18	2,425	2,491
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K010	3.320%	7/25/20	9,307	9,785
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K014	3.871%	4/25/21	4,667	5,104

3,4 FHLMC Multifamily Structured Pass Through
Certificates K017	2.873%	12/25/21	12,820	13,361
3,4 FHLMC Multifamily Structured Pass Through
Certificates K019	2.272%	3/25/22	5,430	5,427
3,4 FHLMC Multifamily Structured Pass Through
Certificates K020	2.373%	5/25/22	13,400	13,514
3,4 FHLMC Multifamily Structured Pass Through
Certificates K021	2.396%	6/25/22	8,300	8,384
3,4 FHLMC Multifamily Structured Pass Through
Certificates K021	3.490%	1/25/24	475	515
3,4 FHLMC Multifamily Structured Pass Through
Certificates K022	2.355%	7/25/22	575	579
3,4 FHLMC Multifamily Structured Pass Through
Certificates K026	2.510%	11/25/22	11,500	11,681
3,4 FHLMC Multifamily Structured Pass Through
Certificates K027	2.637%	1/25/23	11,475	11,701
3,4 FHLMC Multifamily Structured Pass Through
Certificates K028	3.111%	2/25/23	16,625	17,530
3,4 FHLMC Multifamily Structured Pass Through
Certificates K029	3.320%	2/25/23	11,425	12,220
3,4 FHLMC Multifamily Structured Pass Through
Certificates K030	2.779%	9/25/22	10,372	10,815
3,4 FHLMC Multifamily Structured Pass Through
Certificates K030	3.250%	4/25/23	11,425	12,159
3,4 FHLMC Multifamily Structured Pass Through
Certificates K031	3.300%	4/25/23	11,906	12,711
3,4 FHLMC Multifamily Structured Pass Through
Certificates K032	3.016%	2/25/23	10,796	11,374
3,4 FHLMC Multifamily Structured Pass Through
Certificates K032	3.310%	5/25/23	11,420	12,218
3,4 FHLMC Multifamily Structured Pass Through
Certificates K033	2.871%	2/25/23	10,907	11,420
3,4 FHLMC Multifamily Structured Pass Through
Certificates K033	3.060%	7/25/23	12,300	12,896
3,4 FHLMC Multifamily Structured Pass Through
Certificates K034	3.531%	7/25/23	10,633	11,531
3,4 FHLMC Multifamily Structured Pass Through
Certificates K035	3.458%	8/25/23	12,575	13,572
3,4 FHLMC Multifamily Structured Pass Through
Certificates K036	3.527%	10/25/23	13,185	14,305
3,4 FHLMC Multifamily Structured Pass Through
Certificates K038	2.604%	10/25/23	3,706	3,851
3,4 FHLMC Multifamily Structured Pass Through
Certificates K038	3.389%	3/25/24	13,225	14,216
3,4 FHLMC Multifamily Structured Pass Through
Certificates K039	2.683%	12/25/23	2,623	2,735
3,4 FHLMC Multifamily Structured Pass Through
Certificates K039	3.303%	7/25/24	7,600	8,134
3,4 FHLMC Multifamily Structured Pass Through
Certificates K040	2.768%	4/25/24	3,658	3,816
3,4 FHLMC Multifamily Structured Pass Through
Certificates K040	3.241%	9/25/24	9,300	9,901
3,4 FHLMC Multifamily Structured Pass Through
Certificates K042	2.267%	6/25/24	1,864	1,902
3,4 FHLMC Multifamily Structured Pass Through
Certificates K042	2.670%	12/25/24	7,225	7,359
3,4 FHLMC Multifamily Structured Pass Through
Certificates K043	2.532%	10/25/23	1,900	1,959

3,4 FHLMC Multifamily Structured Pass Through
	Certificates K043	3.062%	12/25/24	5,600	5,875
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K702	3.154%	2/25/18	16,408	17,151
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K706	2.323%	10/25/18	3,900	3,996
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K710	1.883%	5/25/19	1,005	1,015
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K711	1.730%	7/25/19	2,050	2,054
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K714	3.034%	10/25/20	5,000	5,268
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K716	2.413%	1/25/21	2,637	2,719
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K716	3.130%	6/25/21	9,600	10,187
3,4 FHLMC Multifamily Structured Pass Through
	Certificates K717	2.991%	9/25/21	7,475	7,819
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K005	3.484%	4/25/19	8,223	8,569
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K006-A1	3.398%	7/25/19	5,952	6,267
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K007-A1	3.342%	12/25/19	4,211	4,391
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K009-A1	2.757%	5/25/20	7,948	8,196
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K503	1.384%	1/25/19	5,439	5,452
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K503	2.456%	8/25/19	11,200	11,562
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K708-A1	1.670%	10/25/18	1,559	1,574
3,4 FHLMC Multifamily Structured Pass Through
	Certificates_K711-A1	1.321%	12/25/18	8,577	8,612
3,4 FHLMC Multifamily Structures Pass Through
	Certificates_FHMS-K715	2.856%	1/25/21	4,225	4,420
4	Fifth Third Auto 2014-1	0.680%	4/16/18	2,250	2,249
4	Fifth Third Auto 2014-1	1.140%	10/15/20	1,500	1,503
4	Fifth Third Auto 2014-2	0.890%	11/15/18	1,525	1,526
4	Fifth Third Auto 2014-2	1.380%	12/15/20	975	979
4	Ford Credit Auto Lease Trust 2013-B	0.760%	9/15/16	800	801
4	Ford Credit Auto Lease Trust 2013-B	0.960%	10/15/16	650	651
4	Ford Credit Auto Lease Trust 2014-A	0.680%	4/15/17	1,500	1,496
4	Ford Credit Auto Lease Trust 2014-A	0.900%	6/15/17	575	574
4	Ford Credit Auto Lease Trust 2014-A	1.160%	8/15/17	1,050	1,049
4	Ford Credit Auto Lease Trust 2014-B	0.890%	9/15/17	2,075	2,066
4	Ford Credit Auto Owner Trust 2012-A	1.150%	6/15/17	3,438	3,444
4	Ford Credit Auto Owner Trust 2012-B	0.720%	12/15/16	62	62
4	Ford Credit Auto Owner Trust 2013-A	0.550%	7/15/17	1,523	1,522
4	Ford Credit Auto Owner Trust 2013-B	0.570%	10/15/17	1,155	1,156
4	Ford Credit Auto Owner Trust 2013-B	0.760%	8/15/18	800	798
4	Ford Credit Auto Owner Trust 2013-C	0.820%	12/15/17	1,816	1,818
4	Ford Credit Auto Owner Trust 2013-C	1.250%	10/15/18	692	695
4	Ford Credit Auto Owner Trust 2013-D	0.670%	4/15/18	2,100	2,100
4	Ford Credit Auto Owner Trust 2013-D	1.110%	2/15/19	350	348
4	Ford Credit Auto Owner Trust 2014-A	0.790%	5/15/18	4,350	4,351
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	3,375	3,381

4 Ford Credit Auto Owner Trust 2014-B	1.420%	8/15/19	575	578
4 Ford Credit Auto Owner Trust 2015-A	1.280%	9/15/19	1,850	1,856
4 Ford Credit Auto Owner Trust 2015-A	1.640%	6/15/20	575	578
4 Ford Credit Floorplan Master Owner Trust A
Series 2013-5	1.500%	9/15/18	2,800	2,821
4 Ford Credit Floorplan Master Owner Trust A
Series 2014-1	1.200%	2/15/19	3,550	3,551
4 Ford Credit Floorplan Master Owner Trust A
Series 2014-4	1.400%	8/15/19	7,725	7,744
4 GE Capital Credit Card Master Note Trust
Series 2012-7	1.760%	9/15/22	5,644	5,628
4 GE Commercial Mortgage Corp. Series 2005-
C3 Trust	4.974%	7/10/45	4,610	4,632
4 GE Commercial Mortgage Corp. Series 2005-
C4 Trust	5.322%	11/10/45	2,725	2,781
4 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.271%	3/10/44	12,697	12,952
4 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.271%	3/10/44	2,825	2,935
4 GE Commercial Mortgage Corp. Series 2007-
C1 Trust	5.543%	12/10/49	4,300	4,525
4 GMAC Commercial Mortgage Securities Inc.
Series 2005-C1 Trust	4.754%	5/10/43	993	995
4 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	1,725	1,776
4 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	9,000	9,160
4 GS Mortgage Securities Trust 2007-GG10	5.796%	8/10/45	4,494	4,833
4 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	1,500	1,618
4 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	6,350	6,750
4 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	3,825	4,038
4 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	2,955	2,997
4 GS Mortgage Securities Trust 2013-GC10	2.943%	2/10/46	3,494	3,575
4 GS Mortgage Securities Trust 2013-GC10	3.279%	2/10/46	1,310	1,341
4 GS Mortgage Securities Trust 2013-GCJ12	3.135%	6/10/46	2,255	2,346
GS Mortgage Securities Trust 2013-GCJ12	3.375%	6/10/46	966	1,000
4 GS Mortgage Securities Trust 2013-GCJ14	2.995%	8/10/46	1,875	1,962
4 GS Mortgage Securities Trust 2013-GCJ14	3.817%	8/10/46	1,340	1,439
4 GS Mortgage Securities Trust 2013-GCJ14	4.243%	8/10/46	6,700	7,506
4 GS Mortgage Securities Trust 2013-GCJ16	3.033%	11/10/46	2,000	2,093
4 GS Mortgage Securities Trust 2013-GCJ16	3.813%	11/10/46	710	763
4 GS Mortgage Securities Trust 2013-GCJ16	4.271%	11/10/46	1,150	1,289
4 GS Mortgage Securities Trust 2014-GC18	1.298%	1/10/47	3,657	3,661
4 GS Mortgage Securities Trust 2014-GC18	4.074%	1/10/47	8,225	9,026
4 GS Mortgage Securities Trust 2014-GC18	4.383%	1/10/47	2,750	2,957
4 GS Mortgage Securities Trust 2014-GC18	3.467%	6/10/47	1,550	1,637
4 GS Mortgage Securities Trust 2014-GC18	3.516%	6/10/47	500	528
4 GS Mortgage Securities Trust 2014-GC18	3.862%	6/10/47	1,350	1,459
4 GS Mortgage Securities Trust 2014-GC24	3.931%	9/10/47	4,275	4,663
4 GS Mortgage Securities Trust 2014-GC24	4.508%	9/10/47	1,175	1,291
4 GS Mortgage Securities Trust 2014-GC26	2.902%	11/10/47	1,225	1,272
4 GS Mortgage Securities Trust 2014-GC26	3.365%	11/10/47	2,275	2,388
4 GS Mortgage Securities Trust 2014-GC26	3.629%	11/10/47	7,475	7,996
4 GS Mortgage Securities Trust 2014-GC26	3.964%	11/10/47	1,325	1,418
4 GS Mortgage Securities Trust 2014-GC26	4.215%	11/10/47	1,125	1,196
4 GS Mortgage Securities Trust 2015-GC28	3.396%	2/10/48	4,150	4,336
4 Honda Auto Receivables 2012-4 Owner Trust	0.660%	12/18/18	2,950	2,952
4 Honda Auto Receivables 2013-1 Owner Trust	0.480%	11/21/16	1,729	1,730
4 Honda Auto Receivables 2013-1 Owner Trust	0.620%	3/21/19	2,746	2,746
4 Honda Auto Receivables 2013-2 Owner Trust	0.530%	2/16/17	836	837

4 Honda Auto Receivables 2013-2 Owner Trust	0.660%	6/17/19	1,077	1,074
4 Honda Auto Receivables 2013-4 Owner Trust	0.690%	9/18/17	1,250	1,250
4 Honda Auto Receivables 2013-4 Owner Trust	1.040%	2/18/20	1,100	1,099
4 Honda Auto Receivables 2014-1 Owner Trust	0.670%	11/21/17	2,244	2,241
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	0.770%	3/19/18	1,700	1,699
4 Honda Auto Receivables 2014-2 Owner Trust	1.180%	5/18/20	1,000	1,002
4 Honda Auto Receivables 2014-3 Owner Trust	0.880%	6/15/18	3,375	3,374
4 Honda Auto Receivables 2014-3 Owner Trust	1.310%	10/15/20	1,925	1,925
4 Honda Auto Receivables 2015-1 Owner Trust	1.050%	10/15/18	3,325	3,325
4 Honda Auto Receivables 2015-1 Owner Trust	1.320%	11/16/20	2,250	2,251
4 Hyundai Auto Receivables Trust 2012-C	0.730%	6/15/18	2,000	2,000
4 Hyundai Auto Receivables Trust 2013-A	0.560%	7/17/17	1,581	1,582
4 Hyundai Auto Receivables Trust 2013-A	0.750%	9/17/18	4,367	4,371
4 Hyundai Auto Receivables Trust 2013-B	0.710%	9/15/17	2,336	2,338
4 Hyundai Auto Receivables Trust 2013-B	1.010%	2/15/19	1,325	1,328
4 Hyundai Auto Receivables Trust 2013-C	1.010%	2/15/18	7,365	7,375
4 Hyundai Auto Receivables Trust 2013-C	1.550%	3/15/19	1,730	1,748
4 Hyundai Auto Receivables Trust 2014-A	0.790%	7/16/18	1,725	1,726
4 Hyundai Auto Receivables Trust 2014-B	0.900%	12/17/18	3,000	3,002
4 Hyundai Auto Receivables Trust 2014-B	1.460%	11/15/19	900	905
4 Hyundai Auto Receivables Trust 2015-A	1.370%	7/15/20	1,125	1,123
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC11	5.637%	8/12/37	1,013	1,012
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC13	5.300%	1/12/43	1,000	1,019
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.780%	7/15/42	1,915	1,918
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP4	4.918%	10/15/42	9,409	9,506
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.227%	12/15/44	5,020	5,073
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.269%	12/15/44	1,480	1,511
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.348%	12/15/44	585	600
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CB17	5.429%	12/12/43	7,686	8,026
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC14	5.429%	12/12/44	1,100	1,132
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC16	5.593%	5/12/45	4,580	4,832
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP6	5.475%	4/15/43	3,407	3,492
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.841%	4/15/45	10,935	11,302
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.841%	4/15/45	2,360	2,478
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.440%	5/15/45	1,720	1,809
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC18	5.440%	6/12/47	6,232	6,599
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.794%	2/12/51	19,948	21,300
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.878%	2/12/51	1,650	1,821
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP11	5.775%	6/15/49	5,610	5,984

4 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP12	5.882%	2/15/51	6,620	7,165
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	4,875	5,225
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	11,975	12,249
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	3,816	4,055
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	2,250	2,295
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.143%	12/15/47	1,389	1,443
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.372%	12/15/47	1,042	1,080
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.674%	12/15/46	1,250	1,346
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.881%	12/15/46	1,500	1,626
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.166%	12/15/46	2,600	2,887
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	4.944%	12/15/46	1,250	1,422
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-LC11	2.960%	4/15/46	1,466	1,491
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	2.872%	7/15/47	1,525	1,587
4 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	3.805%	7/15/47	575	621
4 JPMBB Commercial Mortgage Securities
Trust 2013-C12	3.664%	7/15/45	1,982	2,135
4 JPMBB Commercial Mortgage Securities
Trust 2013-C12	4.026%	7/15/45	655	713
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	3.761%	8/15/46	990	1,072
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.133%	8/15/46	2,640	2,920
4 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.409%	8/15/46	740	819
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	1.233%	11/15/45	966	967
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	2.977%	11/15/45	5,030	5,266
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	3.659%	11/15/45	505	540
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.131%	11/15/45	3,520	3,922
4 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.420%	11/15/45	2,010	2,227
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.003%	1/15/47	1,550	1,614
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.705%	1/15/47	1,163	1,254
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.199%	1/15/47	4,320	4,802
4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.458%	1/15/47	775	865

4 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.887%	1/15/47	1,163	1,304
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.079%	2/15/47	4,338	4,772
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.439%	2/15/47	771	855
4 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.810%	2/15/47	935	1,046
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.046%	4/15/47	1,525	1,597
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.669%	4/15/47	1,900	2,023
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.997%	4/15/47	1,900	2,078
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	4.243%	4/15/47	1,525	1,670
4 JPMBB Commercial Mortgage Securities
Trust 2014-C19	4.110%	9/15/47	1,550	1,678
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.428%	8/15/47	979	1,040
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.775%	8/15/47	950	1,022
4 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.997%	8/15/47	575	618
4 JPMBB Commercial Mortgage Securities
Trust 2014-C22	3.801%	9/15/47	5,850	6,305
4 JPMBB Commercial Mortgage Securities
Trust 2014-C23	3.934%	9/15/47	2,919	3,178
4 JPMBB Commercial Mortgage Securities
Trust 2014-C23	4.202%	9/15/47	1,722	1,879
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	2.940%	11/15/47	1,900	1,981
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.639%	11/15/47	1,525	1,626
4 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.914%	11/15/47	2,750	2,926
4 JPMBB Commercial Mortgage Securities
Trust 2014-C25	3.672%	11/15/47	6,825	7,327
4 JPMBB Commercial Mortgage Securities
Trust 2014-C25	4.065%	11/15/47	1,900	2,050
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	5,525	5,845
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.800%	1/15/48	1,875	1,975
4 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.951%	1/15/48	1,875	1,959
4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	2.734%	2/15/48	3,000	3,095
4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.017%	2/15/48	3,763	3,875
4 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.179%	2/15/48	2,006	2,060
4 LB-UBS Commercial Mortgage Trust 2005-C5	5.057%	9/15/40	800	809
4 LB-UBS Commercial Mortgage Trust 2005-C7	5.197%	11/15/30	3,860	3,876
4 LB-UBS Commercial Mortgage Trust 2006-C1	5.217%	2/15/31	3,588	3,685
4 LB-UBS Commercial Mortgage Trust 2006-C3	5.661%	3/15/39	12,852	13,209

4 LB-UBS Commercial Mortgage Trust 2006-C4	5.822%	6/15/38	6,587	6,849
4 LB-UBS Commercial Mortgage Trust 2006-C6	5.372%	9/15/39	10,060	10,521
4 LB-UBS Commercial Mortgage Trust 2006-C6	5.413%	9/15/39	1,176	1,240
4 LB-UBS Commercial Mortgage Trust 2006-C7	5.347%	11/15/38	1,150	1,214
4 LB-UBS Commercial Mortgage Trust 2006-C7	5.378%	11/15/38	1,585	1,669
4 LB-UBS Commercial Mortgage Trust 2007-C1	5.424%	2/15/40	16,970	17,987
4 LB-UBS Commercial Mortgage Trust 2007-C2	5.430%	2/15/40	6,367	6,784
4 LB-UBS Commercial Mortgage Trust 2007-C7	5.866%	9/15/45	12,189	13,333
4 LB-UBS Commercial Mortgage Trust 2008-C1	6.147%	4/15/41	12,981	14,278
4 Mercedes-Benz Auto Lease Trust 2013-B	0.760%	7/15/19	350	349
4 Mercedes-Benz Auto Lease Trust 2014-A	0.900%	12/16/19	2,700	2,691
4 Mercedes-Benz Auto Lease Trust 2015-A	1.210%	10/15/20	5,650	5,657
4 Mercedes-Benz Auto Receivables Trust 2013-
1	0.780%	8/15/17	638	641
4 Mercedes-Benz Auto Receivables Trust 2013-
1	1.130%	11/15/19	692	693
4 Mercedes-Benz Auto Receivables Trust 2014-
1	0.870%	10/15/18	1,875	1,868
4 Mercedes-Benz Auto Receivables Trust 2014-
1	1.310%	11/16/20	600	602
4 Merrill Lynch Mortgage Trust 2005-CIP1	5.107%	7/12/38	856	861
4 Merrill Lynch Mortgage Trust 2005-LC1	5.291%	1/12/44	7,771	7,905
4 Merrill Lynch Mortgage Trust 2005-MCP1	4.747%	6/12/43	694	695
4 Merrill Lynch Mortgage Trust 2006-C1	5.659%	5/12/39	9,440	9,738
4 Merrill Lynch Mortgage Trust 2006-C1	5.659%	5/12/39	625	649
4 Merrill Lynch Mortgage Trust 2006-C2	5.782%	8/12/43	1,965	2,070
4 Merrill Lynch Mortgage Trust 2007-C1	5.837%	6/12/50	16,435	17,697
4 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	5,453	5,919
4 ML-CFC Commercial Mortgage Trust 2006-2	5.868%	6/12/46	13,133	13,611
4 ML-CFC Commercial Mortgage Trust 2006-3	5.456%	7/12/46	435	458
4 ML-CFC Commercial Mortgage Trust 2006-4	5.204%	12/12/49	1,225	1,298
4 ML-CFC Commercial Mortgage Trust 2007-5	5.378%	8/12/48	7,113	7,516
4 ML-CFC Commercial Mortgage Trust 2007-9	5.700%	9/12/49	11,095	11,970
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C5	3.176%	8/15/45	1,600	1,678
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C6	2.858%	11/15/45	4,000	4,109
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.216%	8/15/46	990	1,111
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.416%	8/15/46	490	544
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	3.001%	10/15/46	2,260	2,353
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	4.259%	10/15/46	3,360	3,766
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	2.936%	11/15/46	1,100	1,145
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.039%	11/15/46	2,200	2,429
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.743%	11/15/46	1,100	1,207
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	2.918%	2/15/46	1,707	1,759
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	3.214%	2/15/46	341	352
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.134%	12/15/48	2,100	2,188

4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.376%	12/15/48	1,000	1,033
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.102%	5/15/46	1,275	1,324
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.456%	5/15/46	975	1,014
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	1.250%	2/15/47	986	986
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	2.916%	2/15/47	1,525	1,581
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	3.669%	2/15/47	3,050	3,236
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.064%	2/15/47	3,050	3,365
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.644%	2/15/47	1,150	1,273
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	2.849%	6/15/47	575	594
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.477%	6/15/47	775	820
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.892%	6/15/47	2,875	3,134
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	4.325%	6/15/47	1,150	1,246
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.194%	10/15/47	3,500	3,678
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.923%	10/15/47	1,000	1,091
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	4.446%	10/15/47	1,150	1,232
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.101%	12/15/47	3,775	3,979
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.326%	12/15/47	2,000	2,103
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.526%	12/15/47	3,275	3,488
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.069%	2/15/48	1,875	1,937
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.249%	2/15/48	6,650	6,921
4 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C21	3.338%	3/15/48	1,500	1,572
4 Morgan Stanley Capital I Trust 2005-HQ6	5.073%	8/13/42	1,690	1,699
4 Morgan Stanley Capital I Trust 2005-HQ7	5.204%	11/14/42	6,783	6,840
4 Morgan Stanley Capital I Trust 2005-IQ10	5.230%	9/15/42	8,074	8,159
4 Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	1,430	1,435
4 Morgan Stanley Capital I Trust 2005-TOP17	4.840%	12/13/41	96	96
4 Morgan Stanley Capital I Trust 2005-TOP19	4.985%	6/12/47	2,200	2,212
4 Morgan Stanley Capital I Trust 2006-HQ10	5.328%	11/12/41	9,638	10,041
4 Morgan Stanley Capital I Trust 2006-HQ10	5.360%	11/12/41	2,626	2,775
4 Morgan Stanley Capital I Trust 2006-HQ8	5.413%	3/12/44	11,142	11,345
4 Morgan Stanley Capital I Trust 2006-HQ8	5.462%	3/12/44	2,503	2,583
4 Morgan Stanley Capital I Trust 2006-HQ9	5.773%	7/12/44	3,425	3,606
4 Morgan Stanley Capital I Trust 2006-HQ9	5.793%	7/12/44	1,475	1,540
4 Morgan Stanley Capital I Trust 2006-IQ11	5.646%	10/15/42	3,633	3,700
4 Morgan Stanley Capital I Trust 2006-IQ11	5.650%	10/15/42	225	235
4 Morgan Stanley Capital I Trust 2006-IQ11	5.650%	10/15/42	1,750	1,806
4 Morgan Stanley Capital I Trust 2006-IQ12	5.332%	12/15/43	7,730	8,112

4 Morgan Stanley Capital I Trust 2006-IQ12	5.370%	12/15/43	1,355	1,424
4 Morgan Stanley Capital I Trust 2006-TOP21	5.204%	10/12/52	2,975	3,048
4 Morgan Stanley Capital I Trust 2006-TOP23	5.876%	8/12/41	775	818
4 Morgan Stanley Capital I Trust 2007-IQ14	5.654%	4/15/49	607	618
4 Morgan Stanley Capital I Trust 2007-IQ14	5.686%	4/15/49	9,610	10,271
4 Morgan Stanley Capital I Trust 2007-IQ16	5.809%	12/12/49	9,727	10,512
4 Morgan Stanley Capital I Trust 2007-IQ16	6.086%	12/12/49	2,285	2,530
4 Morgan Stanley Capital I Trust 2007-TOP25	5.514%	11/12/49	1,441	1,525
4 Morgan Stanley Capital I Trust 2007-TOP25	5.544%	11/12/49	1,750	1,857
4 Morgan Stanley Capital I Trust 2007-TOP27	5.654%	6/11/42	9,605	10,381
4 Morgan Stanley Capital I Trust 2007-TOP27	5.654%	6/11/42	2,475	2,688
4 Morgan Stanley Capital I Trust 2008-TOP29	6.270%	1/11/43	16,134	17,843
4 Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	6,000	6,317
4 Nissan Auto Lease Trust 2014-B	1.120%	9/15/17	1,125	1,127
4 Nissan Auto Receivables 2012-B Owner Trust	0.660%	12/17/18	2,655	2,654
4 Nissan Auto Receivables 2013-A Owner Trust	0.500%	5/15/17	1,630	1,629
4 Nissan Auto Receivables 2013-A Owner Trust	0.750%	7/15/19	6,100	6,091
4 Nissan Auto Receivables 2013-B Owner Trust	0.840%	11/15/17	1,384	1,387
4 Nissan Auto Receivables 2013-B Owner Trust	1.310%	10/15/19	1,040	1,045
4 Nissan Auto Receivables 2013-C Owner Trust	0.670%	8/15/18	1,850	1,849
4 Nissan Auto Receivables 2013-C Owner Trust	1.300%	6/15/20	1,150	1,154
4 Nissan Auto Receivables 2014-A Owner Trust	0.720%	8/15/18	1,300	1,298
4 Nissan Auto Receivables 2014-A Owner Trust	1.340%	8/17/20	1,475	1,480
4 Nissan Auto Receivables 2014-B Owner Trust	1.110%	5/15/19	1,800	1,803
4 PSE&G Transition Funding LLC Series 2001-
1	6.890%	12/15/17	7,792	8,016
4 Royal Bank of Canada	0.625%	12/5/16	5,000	5,004
4 Royal Bank of Canada	1.200%	9/19/18	11,600	11,591
4 Royal Bank of Canada	2.000%	10/1/19	12,000	12,193
4 Santander Drive Auto Receivables Trust
2013-1	0.620%	6/15/17	487	487
4 Santander Drive Auto Receivables Trust
2013-2	0.700%	9/15/17	1,179	1,179
4 Santander Drive Auto Receivables Trust
2013-3	0.700%	10/16/17	977	977
4 Santander Drive Auto Receivables Trust
2013-4	1.110%	12/15/17	681	681
4 Santander Drive Auto Receivables Trust
2013-4	0.870%	1/16/18	1,450	1,451
4 Santander Drive Auto Receivables Trust
2013-4	1.590%	10/15/18	2,100	2,106
4 Santander Drive Auto Receivables Trust
2014-2	0.800%	4/16/18	975	975
4 Santander Drive Auto Receivables Trust
2014-3	0.810%	7/16/18	575	574
4 Santander Drive Auto Receivables Trust
2014-4	1.080%	9/17/18	1,950	1,949
4 Synchrony Credit Card Master Note Trust
2014-1	1.610%	11/15/20	2,225	2,236
4 TIAA Seasoned Commercial Mortgage Trust
2007-C4	5.532%	8/15/39	1,385	1,397
4 Toyota Auto Receivables 2012-A Owner Trust	0.990%	8/15/17	5,668	5,679
4 Toyota Auto Receivables 2013-A Owner Trust	0.550%	1/17/17	495	495
4 Toyota Auto Receivables 2013-A Owner Trust	0.690%	11/15/18	1,160	1,158
4 Toyota Auto Receivables 2014-A Owner Trust	0.670%	12/15/17	2,575	2,573
4 Toyota Auto Receivables 2014-A Owner Trust	1.180%	6/17/19	850	852
4 Toyota Auto Receivables 2014-B Owner Trust	0.760%	3/15/18	950	950
4 Toyota Auto Receivables 2014-B Owner Trust	1.310%	9/16/19	750	753

4 UBS-Barclays Commercial Mortgage Trust
2013-C5	3.185%	3/10/46	2,870	2,967
4 UBS-Barclays Commercial Mortgage Trust
2013-C6	3.244%	4/10/46	1,775	1,856
4 UBS-Barclays Commercial Mortgage Trust
2013-C6	3.469%	4/10/46	700	721
4 USAA Auto Owner Trust 2014-1	0.580%	12/15/17	1,125	1,121
4 USAA Auto Owner Trust 2014-1	0.940%	5/15/19	750	749
4 Volkswagen Auto Lease Trust 2014-A	0.800%	4/20/17	735	732
4 Volkswagen Auto Lease Trust 2014-A	0.990%	7/20/18	735	730
4 Volkswagen Auto Loan Enhanced Trust 2012-
1	1.150%	7/20/18	6,480	6,499
4 Volkswagen Auto Loan Enhanced Trust 2013-
2	0.700%	4/20/18	1,100	1,097
4 Volkswagen Auto Loan Enhanced Trust 2013-
2	1.160%	3/20/20	550	547
4 Volkswagen Auto Loan Enhanced Trust 2014-
1	0.910%	10/22/18	2,350	2,351
4 Volkswagen Auto Loan Enhanced Trust 2014-
1	1.450%	9/21/20	1,950	1,961
4 Volkswagen Auto Loan Enhanced Trust 2014-
2	0.950%	4/22/19	5,550	5,542
4 Volkswagen Auto Loan Enhanced Trust 2014-
2	1.390%	5/20/21	1,875	1,875
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.750%	5/15/44	645	647
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.793%	5/15/44	1,425	1,427
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C20	5.118%	7/15/42	1,820	1,823
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.272%	10/15/44	13,055	13,150
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.272%	10/15/44	570	579
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.271%	12/15/44	9,302	9,435
4 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.321%	12/15/44	475	483
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C25	5.715%	5/15/43	5,936	6,102
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C26	5.964%	6/15/45	475	498
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C27	5.765%	7/15/45	5,835	6,069
4 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.339%	11/15/48	2,400	2,526
4 Wachovia Bank Commercial Mortgage Trust
Series 2007-C30	5.342%	12/15/43	2,040	2,163
4 Wachovia Bank Commercial Mortgage Trust
Series 2007-C33	5.964%	2/15/51	4,188	4,448
4 Wells Fargo Commercial Mortgage Trust
2012-LC5	2.918%	10/15/45	1,975	2,022
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	2.819%	8/15/50	1,150	1,190
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	3.477%	8/15/50	775	819
4 Wells Fargo Commercial Mortgage Trust
2014-LC16	3.817%	8/15/50	2,700	2,930

4 Wells Fargo Commercial Mortgage Trust
2014-LC16	4.020%	8/15/50	400	437
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	2.954%	12/15/47	2,250	2,345
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.244%	12/15/47	1,400	1,454
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.271%	12/15/47	2,625	2,737
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.405%	12/15/47	3,725	3,910
4 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.808%	12/15/47	1,875	1,994
4 Wells Fargo Commercial Mortgage Trust
2015-C26	2.991%	2/15/48	3,750	3,858
4 Wells Fargo Commercial Mortgage Trust
2015-C26	3.166%	2/15/48	2,075	2,130
4 Wells Fargo Commercial Mortgage Trust
2015-C26	3.580%	2/15/48	1,500	1,553
4 Wells Fargo Commercial Mortgage Trust
2015-C27	3.190%	2/15/48	9,550	9,825
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	2.978%	4/15/50	1,029	1,060
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.184%	4/15/50	7,600	7,828
4 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.719%	4/15/50	1,900	1,957
4 WFRBS Commercial Mortgage Trust 2012-
C10	2.875%	12/15/45	2,500	2,562
4 WFRBS Commercial Mortgage Trust 2012-C6	3.440%	4/15/45	3,875	4,115
4 WFRBS Commercial Mortgage Trust 2012-C7	3.431%	6/15/45	3,511	3,735
4 WFRBS Commercial Mortgage Trust 2012-C7	4.090%	6/15/45	2,200	2,422
4 WFRBS Commercial Mortgage Trust 2012-C8	3.001%	8/15/45	1,600	1,657
4 WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/45	3,300	3,383
4 WFRBS Commercial Mortgage Trust 2013-
C11	3.071%	3/15/45	2,414	2,509
4 WFRBS Commercial Mortgage Trust 2013-
C12	3.198%	3/15/48	1,045	1,088
4 WFRBS Commercial Mortgage Trust 2013-
C12	3.560%	3/15/48	495	519
4 WFRBS Commercial Mortgage Trust 2013-
C13	3.001%	5/15/45	2,154	2,210
4 WFRBS Commercial Mortgage Trust 2013-
C13	3.345%	5/15/45	421	441
4 WFRBS Commercial Mortgage Trust 2013-
C14	3.337%	6/15/46	3,250	3,412
4 WFRBS Commercial Mortgage Trust 2013-
C14	3.488%	6/15/46	1,725	1,797
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	2,941
4 WFRBS Commercial Mortgage Trust 2013-
C15	4.358%	8/15/46	660	729
4 WFRBS Commercial Mortgage Trust 2013-
C16	3.223%	9/15/46	2,530	2,659
4 WFRBS Commercial Mortgage Trust 2013-
C16	3.963%	9/15/46	1,520	1,661

4 WFRBS Commercial Mortgage Trust 2013-
C16	4.415%	9/15/46	1,520	1,722
4 WFRBS Commercial Mortgage Trust 2013-
C16	4.668%	9/15/46	2,530	2,852
4 WFRBS Commercial Mortgage Trust 2013-
C17	2.921%	12/15/46	725	753
4 WFRBS Commercial Mortgage Trust 2013-
C17	3.558%	12/15/46	725	778
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.023%	12/15/46	925	1,018
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.255%	12/15/46	725	794
4 WFRBS Commercial Mortgage Trust 2013-
C17	4.788%	12/15/46	725	806
4 WFRBS Commercial Mortgage Trust 2013-
C18	3.027%	12/15/46	750	786
4 WFRBS Commercial Mortgage Trust 2013-
C18	3.651%	12/15/46	1,500	1,597
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.162%	12/15/46	7,268	8,079
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.387%	12/15/46	375	415
4 WFRBS Commercial Mortgage Trust 2013-
C18	4.672%	12/15/46	563	634
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	2.927%	3/15/46	1,850	1,928
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	3.591%	3/15/46	1,100	1,171
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.079%	3/15/46	1,475	1,634
4 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.632%	3/15/46	375	419
4 WFRBS Commercial Mortgage Trust 2014-
C19	1.233%	3/15/47	542	542
4 WFRBS Commercial Mortgage Trust 2014-
C19	3.618%	3/15/47	475	509
4 WFRBS Commercial Mortgage Trust 2014-
C19	3.660%	3/15/47	650	690
4 WFRBS Commercial Mortgage Trust 2014-
C19	4.101%	3/15/47	1,450	1,605
4 WFRBS Commercial Mortgage Trust 2014-
C19	4.723%	3/15/47	475	526
4 WFRBS Commercial Mortgage Trust 2014-
C20	3.036%	5/15/47	775	809
4 WFRBS Commercial Mortgage Trust 2014-
C20	3.638%	5/15/47	775	832
4 WFRBS Commercial Mortgage Trust 2014-
C20	3.995%	5/15/47	1,150	1,270
4 WFRBS Commercial Mortgage Trust 2014-
C20	4.176%	5/15/47	1,150	1,248
4 WFRBS Commercial Mortgage Trust 2014-
C21	3.678%	8/15/47	3,000	3,211
4 WFRBS Commercial Mortgage Trust 2014-
C22	3.752%	9/15/57	5,825	6,271
4 WFRBS Commercial Mortgage Trust 2014-
C22	4.371%	9/15/57	1,200	1,295
4 WFRBS Commercial Mortgage Trust 2014-
C23	3.636%	10/15/57	904	967

4 WFRBS Commercial Mortgage Trust 2014-
C23	3.917%	10/15/57	1,150	1,254
4 WFRBS Commercial Mortgage Trust 2014-
C23	4.210%	10/15/57	800	866
4 WFRBS Commercial Mortgage Trust 2014-
C24	3.428%	11/15/47	2,075	2,171
4 WFRBS Commercial Mortgage Trust 2014-
C24	3.607%	11/15/47	2,075	2,216
4 WFRBS Commercial Mortgage Trust 2014-
LC14	1.193%	3/15/47	1,220	1,219
4 WFRBS Commercial Mortgage Trust 2014-
LC14	2.862%	3/15/47	735	763
4 WFRBS Commercial Mortgage Trust 2014-
LC14	3.522%	3/15/47	1,840	1,967
4 WFRBS Commercial Mortgage Trust 2014-
LC14	4.045%	3/15/47	4,415	4,855
4 WFRBS Commercial Mortgage Trust 2014-
LC14	4.351%	3/15/47	1,840	2,022
4 World Financial Network Credit Card Master
Note Trust Series 2013-A	1.610%	12/15/21	900	902
4 World Omni Auto Receivables Trust 2012-B	0.810%	1/15/19	1,817	1,818
4 World Omni Auto Receivables Trust 2013-B	0.830%	8/15/18	1,250	1,251
4 World Omni Auto Receivables Trust 2013-B	1.320%	1/15/20	550	553
4 World Omni Auto Receivables Trust 2014-A	0.940%	4/15/19	1,925	1,926
4 World Omni Auto Receivables Trust 2014-A	1.530%	6/15/20	1,925	1,936
4 World Omni Auto Receivables Trust 2014-B	1.140%	1/15/20	2,475	2,475
4 World Omni Auto Receivables Trust 2014-B	1.680%	12/15/20	1,000	1,003
4 World Omni Automobile Lease Securitization
Trust 2013-A	1.100%	12/15/16	1,720	1,724
4 World Omni Automobile Lease Securitization
Trust 2014-A	1.160%	9/15/17	1,950	1,954
4 World Omni Automobile Lease Securitization
Trust 2014-A	1.370%	1/15/20	575	575
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,631,391)				2,745,433
Corporate Bonds (26.1%)
Finance (8.6%)
Banking (5.8%)
Abbey National Treasury Services plc	4.000%	4/27/16	3,635	3,751
Abbey National Treasury Services plc	1.375%	3/13/17	13,265	13,311
Abbey National Treasury Services plc	3.050%	8/23/18	5,700	5,936
Abbey National Treasury Services plc	2.350%	9/10/19	6,200	6,303
Abbey National Treasury Services plc	2.375%	3/16/20	6,500	6,545
Abbey National Treasury Services plc	4.000%	3/13/24	5,350	5,728
American Express Bank FSB	6.000%	9/13/17	11,275	12,497
American Express Centurion Bank	5.950%	6/12/17	650	716
American Express Centurion Bank	6.000%	9/13/17	8,700	9,650
American Express Co.	5.500%	9/12/16	1,025	1,090
American Express Co.	6.150%	8/28/17	15,715	17,448
American Express Co.	7.000%	3/19/18	15,044	17,355
American Express Co.	1.550%	5/22/18	4,675	4,678
American Express Co.	3.625%	12/5/24	8,775	8,987
American Express Co.	4.050%	12/3/42	650	657
4 American Express Co.	6.800%	9/1/66	2,800	2,940
American Express Credit Corp.	1.300%	7/29/16	1,900	1,905
American Express Credit Corp.	2.800%	9/19/16	13,215	13,586
American Express Credit Corp.	2.375%	3/24/17	5,700	5,853
American Express Credit Corp.	1.125%	6/5/17	12,600	12,611

American Express Credit Corp.	2.125%	7/27/18	10,700	10,891
American Express Credit Corp.	2.125%	3/18/19	3,625	3,664
American Express Credit Corp.	2.250%	8/15/19	16,900	17,102
Associates Corp. of North America	6.950%	11/1/18	4,815	5,602
Australia & New Zealand Banking Group Ltd.	0.900%	2/12/16	12,232	12,262
Australia & New Zealand Banking Group Ltd.	1.250%	6/13/17	1,250	1,254
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	3,750	3,799
Australia & New Zealand Banking Group Ltd.	1.450%	5/15/18	3,000	2,984
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	2,600	2,639
Bank of America Corp.	1.250%	1/11/16	7,100	7,113
Bank of America Corp.	6.050%	5/16/16	7,980	8,379
Bank of America Corp.	3.750%	7/12/16	8,695	8,968
Bank of America Corp.	6.500%	8/1/16	32,070	34,213
Bank of America Corp.	5.750%	8/15/16	3,250	3,428
Bank of America Corp.	7.800%	9/15/16	2,825	3,073
Bank of America Corp.	5.625%	10/14/16	14,700	15,625
Bank of America Corp.	1.350%	11/21/16	3,450	3,450
Bank of America Corp.	5.420%	3/15/17	7,425	7,928
Bank of America Corp.	3.875%	3/22/17	500	522
Bank of America Corp.	5.700%	5/2/17	9,035	9,746
Bank of America Corp.	1.700%	8/25/17	5,400	5,416
Bank of America Corp.	6.400%	8/28/17	16,784	18,582
Bank of America Corp.	6.000%	9/1/17	400	440
Bank of America Corp.	5.750%	12/1/17	11,880	13,067
Bank of America Corp.	2.000%	1/11/18	28,152	28,355
Bank of America Corp.	6.875%	4/25/18	33,670	38,505
Bank of America Corp.	5.650%	5/1/18	26,030	28,835
Bank of America Corp.	6.500%	7/15/18	10,060	11,446
Bank of America Corp.	2.600%	1/15/19	31,975	32,468
Bank of America Corp.	2.650%	4/1/19	11,325	11,522
Bank of America Corp.	7.625%	6/1/19	14,720	17,767
Bank of America Corp.	5.625%	7/1/20	10,865	12,480
Bank of America Corp.	5.875%	1/5/21	6,890	8,034
Bank of America Corp.	5.000%	5/13/21	4,795	5,411
Bank of America Corp.	5.700%	1/24/22	3,586	4,185
Bank of America Corp.	3.300%	1/11/23	33,600	33,874
Bank of America Corp.	4.100%	7/24/23	8,400	8,928
Bank of America Corp.	4.125%	1/22/24	16,900	17,996
Bank of America Corp.	4.000%	4/1/24	26,000	27,592
Bank of America Corp.	4.200%	8/26/24	20,750	21,333
Bank of America Corp.	4.000%	1/22/25	18,000	18,203
Bank of America Corp.	4.250%	10/22/26	17,000	17,501
Bank of America Corp.	6.110%	1/29/37	10,792	13,143
Bank of America Corp.	7.750%	5/14/38	11,205	16,138
Bank of America Corp.	5.875%	2/7/42	10,550	13,284
Bank of America Corp.	5.000%	1/21/44	11,500	13,160
Bank of America Corp.	4.875%	4/1/44	4,225	4,779
Bank of America NA	1.125%	11/14/16	6,975	6,982
Bank of America NA	5.300%	3/15/17	15,125	16,157
Bank of America NA	6.100%	6/15/17	1,975	2,148
Bank of America NA	1.650%	3/26/18	29,825	29,866
Bank of America NA	6.000%	10/15/36	6,975	8,873
Bank of Montreal	1.300%	7/15/16	1,900	1,915
Bank of Montreal	2.500%	1/11/17	11,225	11,555
Bank of Montreal	1.300%	7/14/17	9,000	9,017
Bank of Montreal	1.400%	9/11/17	7,000	7,034
Bank of Montreal	2.375%	1/25/19	15,775	16,168
Bank of Montreal	2.550%	11/6/22	3,925	3,914

Bank of New York Mellon Corp.	2.300%	7/28/16	2,654	2,705
Bank of New York Mellon Corp.	2.400%	1/17/17	725	744
Bank of New York Mellon Corp.	1.969%	6/20/17	3,200	3,257
Bank of New York Mellon Corp.	1.300%	1/25/18	1,975	1,968
Bank of New York Mellon Corp.	1.350%	3/6/18	11,000	10,999
Bank of New York Mellon Corp.	2.100%	8/1/18	1,548	1,575
Bank of New York Mellon Corp.	2.100%	1/15/19	2,675	2,727
Bank of New York Mellon Corp.	2.200%	3/4/19	7,625	7,748
Bank of New York Mellon Corp.	5.450%	5/15/19	6,645	7,525
Bank of New York Mellon Corp.	2.300%	9/11/19	17,000	17,272
Bank of New York Mellon Corp.	4.600%	1/15/20	6,975	7,796
Bank of New York Mellon Corp.	4.150%	2/1/21	1,250	1,374
Bank of New York Mellon Corp.	3.550%	9/23/21	5,700	6,083
Bank of New York Mellon Corp.	3.650%	2/4/24	3,000	3,191
Bank of New York Mellon Corp.	3.400%	5/15/24	2,875	3,006
Bank of New York Mellon Corp.	3.250%	9/11/24	4,500	4,637
Bank of Nova Scotia	1.375%	7/15/16	4,900	4,945
Bank of Nova Scotia	2.550%	1/12/17	6,830	7,017
Bank of Nova Scotia	1.250%	4/11/17	1,540	1,545
Bank of Nova Scotia	1.300%	7/21/17	3,800	3,812
Bank of Nova Scotia	1.375%	12/18/17	4,590	4,597
Bank of Nova Scotia	2.050%	10/30/18	27,525	27,932
Bank of Nova Scotia	2.050%	6/5/19	12,930	13,046
Bank of Nova Scotia	4.375%	1/13/21	1,570	1,742
Bank of Nova Scotia	2.800%	7/21/21	13,325	13,633
7 Bank of Tokyo-Mitsubishi UFJ Ltd.	2.450%	9/11/15	4,000	4,028
Bank One Capital III	8.750%	9/1/30	290	435
Bank One Corp.	7.625%	10/15/26	975	1,290
Bank One Corp.	8.000%	4/29/27	2,500	3,452
Bank One Michigan	8.250%	11/1/24	6,000	8,137
Barclays Bank plc	5.000%	9/22/16	16,390	17,327
Barclays Bank plc	2.500%	2/20/19	20,206	20,607
Barclays Bank plc	6.750%	5/22/19	3,040	3,597
Barclays Bank plc	5.125%	1/8/20	10,215	11,599
Barclays Bank plc	5.140%	10/14/20	4,745	5,259
Barclays Bank plc	3.750%	5/15/24	10,900	11,458
Barclays plc	2.000%	3/16/18	5,000	5,031
Barclays plc	2.750%	11/8/19	11,500	11,661
Barclays plc	3.650%	3/16/25	12,300	12,371
BB&T Corp.	5.200%	12/23/15	10,874	11,204
BB&T Corp.	2.150%	3/22/17	3,750	3,818
BB&T Corp.	4.900%	6/30/17	100	107
BB&T Corp.	1.600%	8/15/17	915	920
BB&T Corp.	1.450%	1/12/18	3,925	3,931
BB&T Corp.	2.050%	6/19/18	3,000	3,037
BB&T Corp.	2.250%	2/1/19	1,800	1,825
BB&T Corp.	6.850%	4/30/19	1,261	1,496
BB&T Corp.	5.250%	11/1/19	3,650	4,119
BB&T Corp.	2.450%	1/15/20	1,500	1,522
BB&T Corp.	3.950%	3/22/22	4,049	4,320
BBVA US Senior SAU	4.664%	10/9/15	9,955	10,141
Bear Stearns Cos. LLC	5.550%	1/22/17	5,130	5,486
Bear Stearns Cos. LLC	6.400%	10/2/17	17,650	19,699
Bear Stearns Cos. LLC	7.250%	2/1/18	29,905	34,435
Bear Stearns Cos. LLC	4.650%	7/2/18	425	461
BNP Paribas SA	1.375%	3/17/17	6,000	6,009
BNP Paribas SA	2.375%	9/14/17	16,175	16,499
BNP Paribas SA	2.700%	8/20/18	17,950	18,499

BNP Paribas SA	2.450%	3/17/19	2,400	2,454
BNP Paribas SA	5.000%	1/15/21	13,065	14,755
BNP Paribas SA	3.250%	3/3/23	14,325	14,646
BNP PARIBAS SA	4.250%	10/15/24	6,000	6,204
BPCE SA	1.625%	2/10/17	5,150	5,194
BPCE SA	1.613%	7/25/17	7,000	6,992
BPCE SA	2.500%	12/10/18	5,500	5,650
BPCE SA	2.500%	7/15/19	6,320	6,450
BPCE SA	2.250%	1/27/20	2,375	2,385
BPCE SA	4.000%	4/15/24	10,300	10,941
Branch Banking & Trust Co.	5.625%	9/15/16	1,875	1,995
Branch Banking & Trust Co.	1.050%	12/1/16	475	475
Branch Banking & Trust Co.	1.350%	10/1/17	10,345	10,357
Branch Banking & Trust Co.	2.300%	10/15/18	6,000	6,137
Branch Banking & Trust Co.	2.850%	4/1/21	7,000	7,241
Branch Banking & Trust Co.	3.800%	10/30/26	4,300	4,535
Canadian Imperial Bank of Commerce	2.350%	12/11/15	3,620	3,666
Canadian Imperial Bank of Commerce	1.350%	7/18/16	3,625	3,655
Capital One Bank USA NA	1.300%	6/5/17	4,450	4,423
Capital One Bank USA NA	2.250%	2/13/19	10,000	10,040
Capital One Bank USA NA	2.300%	6/5/19	7,000	7,008
Capital One Bank USA NA	8.800%	7/15/19	6,825	8,535
Capital One Bank USA NA	3.375%	2/15/23	6,085	6,163
Capital One Financial Corp.	3.150%	7/15/16	9,545	9,786
Capital One Financial Corp.	6.150%	9/1/16	3,125	3,331
Capital One Financial Corp.	6.750%	9/15/17	2,070	2,326
Capital One Financial Corp.	2.450%	4/24/19	6,875	6,949
Capital One Financial Corp.	4.750%	7/15/21	1,545	1,725
Capital One Financial Corp.	3.500%	6/15/23	1,210	1,238
Capital One Financial Corp.	3.750%	4/24/24	5,400	5,606
Capital One Financial Corp.	3.200%	2/5/25	7,000	6,936
Capital One NA	1.500%	9/5/17	2,800	2,794
Capital One NA	1.500%	3/22/18	6,075	6,024
Capital One NA	2.400%	9/5/19	3,150	3,160
Capital One NA	2.950%	7/23/21	18,000	18,257
4,7 Citicorp Lease Pass-Through Trust 1999-1	8.040%	12/15/19	4,025	4,941
Citigroup Inc.	1.300%	4/1/16	6,825	6,833
Citigroup Inc.	4.450%	1/10/17	10,650	11,224
Citigroup Inc.	5.500%	2/15/17	12,485	13,387
Citigroup Inc.	1.350%	3/10/17	4,000	3,995
Citigroup Inc.	1.550%	8/14/17	5,275	5,281
Citigroup Inc.	6.000%	8/15/17	3,441	3,782
Citigroup Inc.	6.125%	11/21/17	20,170	22,407
Citigroup Inc.	1.850%	11/24/17	2,000	2,011
Citigroup Inc.	1.800%	2/5/18	7,425	7,433
Citigroup Inc.	1.750%	5/1/18	10,075	10,044
Citigroup Inc.	6.125%	5/15/18	12,457	14,013
Citigroup Inc.	2.500%	9/26/18	10,875	11,085
Citigroup Inc.	2.550%	4/8/19	30,000	30,584
Citigroup Inc.	8.500%	5/22/19	13,415	16,701
Citigroup Inc.	2.500%	7/29/19	17,225	17,471
Citigroup Inc.	2.400%	2/18/20	8,000	8,010
Citigroup Inc.	5.375%	8/9/20	14,014	15,985
Citigroup Inc.	4.500%	1/14/22	14,300	15,734
Citigroup Inc.	4.050%	7/30/22	4,300	4,497
Citigroup Inc.	3.375%	3/1/23	21,600	22,135
Citigroup Inc.	3.500%	5/15/23	5,425	5,410
Citigroup Inc.	3.875%	10/25/23	7,425	7,831

Citigroup Inc.	3.750%	6/16/24	14,450	15,137
Citigroup Inc.	4.000%	8/5/24	5,525	5,641
Citigroup Inc.	3.875%	3/26/25	7,200	7,238
Citigroup Inc.	5.500%	9/13/25	6,425	7,282
Citigroup Inc.	4.300%	11/20/26	5,000	5,152
Citigroup Inc.	6.625%	1/15/28	2,700	3,435
Citigroup Inc.	6.625%	6/15/32	1,925	2,401
Citigroup Inc.	5.875%	2/22/33	5,180	6,015
Citigroup Inc.	6.000%	10/31/33	2,900	3,428
Citigroup Inc.	5.850%	12/11/34	530	647
Citigroup Inc.	6.125%	8/25/36	12,610	15,195
Citigroup Inc.	6.875%	3/5/38	5,919	8,172
Citigroup Inc.	8.125%	7/15/39	12,925	20,362
Citigroup Inc.	5.875%	1/30/42	4,264	5,441
Citigroup Inc.	6.675%	9/13/43	5,000	6,639
Citigroup Inc.	4.950%	11/7/43	10,000	11,484
Citigroup Inc.	5.300%	5/6/44	11,225	12,580
Citizens Bank NA	1.600%	12/4/17	3,000	3,006
Citizens Bank NA	2.450%	12/4/19	3,100	3,135
Comerica Bank	5.750%	11/21/16	3,775	4,044
Comerica Bank	5.200%	8/22/17	2,800	3,040
Comerica Inc.	4.800%	5/1/15	1,100	1,103
Comerica Inc.	2.125%	5/23/19	1,000	1,003
Commonwealth Bank of Australia	1.250%	9/18/15	9,300	9,332
Commonwealth Bank of Australia	1.400%	9/8/17	7,625	7,669
Commonwealth Bank of Australia	1.900%	9/18/17	2,000	2,029
Commonwealth Bank of Australia	1.625%	3/12/18	23,500	23,664
Commonwealth Bank of Australia	2.500%	9/20/18	4,000	4,122
Commonwealth Bank of Australia	2.250%	3/13/19	2,000	2,030
Commonwealth Bank of Australia	2.300%	9/6/19	3,600	3,640
Compass Bank	1.850%	9/29/17	2,000	2,014
Compass Bank	6.400%	10/1/17	1,940	2,112
Compass Bank	2.750%	9/29/19	2,000	2,027
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	14,150	14,732
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.250%	1/14/19	18,700	19,002
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.250%	1/14/20	17,500	17,654
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.500%	1/11/21	12,265	13,696
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.875%	2/8/22	8,025	8,636
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.950%	11/9/22	6,250	6,465
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.625%	12/1/23	13,525	14,620
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.250%	5/24/41	10,115	12,228
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.750%	12/1/43	5,425	6,735
Countrywide Financial Corp.	6.250%	5/15/16	1,467	1,543
Credit Suisse	1.375%	5/26/17	22,600	22,630
Credit Suisse	6.000%	2/15/18	15,564	17,316
Credit Suisse	2.300%	5/28/19	23,350	23,523
Credit Suisse	5.300%	8/13/19	8,700	9,828
Credit Suisse	5.400%	1/14/20	12,275	13,830
Credit Suisse	4.375%	8/5/20	2,650	2,940

Credit Suisse	3.000%	10/29/21	7,350	7,477
Credit Suisse	3.625%	9/9/24	12,275	12,646
7 Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	675	679
7 Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	500	504
Credit Suisse USA Inc.	5.375%	3/2/16	680	708
Credit Suisse USA Inc.	7.125%	7/15/32	5,385	7,572
Deutsche Bank AG	1.400%	2/13/17	1,600	1,603
Deutsche Bank AG	6.000%	9/1/17	15,213	16,745
Deutsche Bank AG	1.875%	2/13/18	8,200	8,232
Deutsche Bank AG	2.500%	2/13/19	28,500	28,893
Deutsche Bank AG	3.700%	5/30/24	5,000	5,113
Deutsche Bank AG	4.500%	4/1/25	1,400	1,399
4 Deutsche Bank AG	4.296%	5/24/28	7,025	6,944
Discover Bank	2.000%	2/21/18	14,970	14,990
Discover Bank	7.000%	4/15/20	1,350	1,606
Discover Bank	3.200%	8/9/21	11,400	11,483
Discover Bank	4.200%	8/8/23	1,350	1,428
Discover Bank	4.250%	3/13/26	1,925	2,041
Discover Financial Services	6.450%	6/12/17	325	358
Discover Financial Services	5.200%	4/27/22	950	1,056
Discover Financial Services	3.850%	11/21/22	5,630	5,776
Discover Financial Services	3.750%	3/4/25	3,600	3,630
Fifth Third Bancorp	4.500%	6/1/18	725	775
Fifth Third Bancorp	2.300%	3/1/19	4,000	4,042
Fifth Third Bancorp	3.500%	3/15/22	6,025	6,297
Fifth Third Bancorp	4.300%	1/16/24	8,050	8,602
Fifth Third Bancorp	8.250%	3/1/38	6,071	9,168
Fifth Third Bank	1.150%	11/18/16	1,950	1,953
Fifth Third Bank	1.450%	2/28/18	5,000	4,982
Fifth Third Bank	2.375%	4/25/19	10,000	10,133
First Niagara Financial Group Inc.	6.750%	3/19/20	2,300	2,548
FirstMerit Bank NA	4.270%	11/25/26	4,150	4,324
FirstMerit Corp.	4.350%	2/4/23	4,950	5,253
Goldman Sachs Capital I	6.345%	2/15/34	7,375	9,233
Goldman Sachs Group Inc.	5.750%	10/1/16	3,330	3,553
Goldman Sachs Group Inc.	5.625%	1/15/17	7,170	7,671
Goldman Sachs Group Inc.	6.250%	9/1/17	12,380	13,728
Goldman Sachs Group Inc.	5.950%	1/18/18	19,633	21,839
Goldman Sachs Group Inc.	2.375%	1/22/18	27,892	28,456
Goldman Sachs Group Inc.	6.150%	4/1/18	28,975	32,568
Goldman Sachs Group Inc.	2.900%	7/19/18	24,900	25,704
Goldman Sachs Group Inc.	2.625%	1/31/19	18,000	18,376
Goldman Sachs Group Inc.	7.500%	2/15/19	19,730	23,519
Goldman Sachs Group Inc.	2.550%	10/23/19	19,000	19,277
Goldman Sachs Group Inc.	5.375%	3/15/20	23,140	26,258
Goldman Sachs Group Inc.	2.600%	4/23/20	7,000	7,052
Goldman Sachs Group Inc.	6.000%	6/15/20	18,290	21,260
Goldman Sachs Group Inc.	5.250%	7/27/21	17,950	20,363
Goldman Sachs Group Inc.	5.750%	1/24/22	34,850	40,634
Goldman Sachs Group Inc.	3.625%	1/22/23	9,700	9,996
Goldman Sachs Group Inc.	4.000%	3/3/24	15,000	15,852
Goldman Sachs Group Inc.	3.850%	7/8/24	4,125	4,311
Goldman Sachs Group Inc.	3.500%	1/23/25	8,650	8,786
Goldman Sachs Group Inc.	5.950%	1/15/27	4,795	5,602
Goldman Sachs Group Inc.	6.125%	2/15/33	7,990	10,192
Goldman Sachs Group Inc.	6.450%	5/1/36	10,750	13,487
Goldman Sachs Group Inc.	6.750%	10/1/37	36,665	48,150
Goldman Sachs Group Inc.	6.250%	2/1/41	15,205	19,837

Goldman Sachs Group Inc.	4.800%	7/8/44	14,675	16,315
HSBC Bank USA NA	4.875%	8/24/20	9,275	10,367
HSBC Bank USA NA	5.875%	11/1/34	2,575	3,223
HSBC Bank USA NA	5.625%	8/15/35	3,950	4,877
HSBC Bank USA NA	7.000%	1/15/39	5,226	7,385
HSBC Holdings plc	5.100%	4/5/21	14,520	16,545
HSBC Holdings plc	4.875%	1/14/22	2,625	2,955
HSBC Holdings plc	4.000%	3/30/22	11,725	12,604
HSBC Holdings plc	4.250%	3/14/24	20,000	20,970
HSBC Holdings plc	7.625%	5/17/32	325	441
HSBC Holdings plc	7.350%	11/27/32	600	803
HSBC Holdings plc	6.500%	5/2/36	15,765	20,180
HSBC Holdings plc	6.500%	9/15/37	13,815	17,602
HSBC Holdings plc	6.800%	6/1/38	5,875	7,735
HSBC Holdings plc	6.100%	1/14/42	7,225	9,546
HSBC Holdings plc	5.250%	3/14/44	10,050	11,477
HSBC USA Inc.	1.300%	6/23/17	1,000	1,005
HSBC USA Inc.	1.500%	11/13/17	8,500	8,506
HSBC USA Inc.	1.625%	1/16/18	11,975	11,979
HSBC USA Inc.	2.625%	9/24/18	9,670	9,949
HSBC USA Inc.	2.250%	6/23/19	1,000	1,007
HSBC USA Inc.	2.375%	11/13/19	9,500	9,567
HSBC USA Inc.	2.350%	3/5/20	16,500	16,598
HSBC USA Inc.	5.000%	9/27/20	4,455	4,954
HSBC USA Inc.	3.500%	6/23/24	11,425	11,891
Huntington Bancshares Inc.	2.600%	8/2/18	1,100	1,121
Huntington Bancshares Inc.	7.000%	12/15/20	6,900	8,341
Huntington National Bank	1.350%	8/2/16	800	802
Huntington National Bank	1.375%	4/24/17	9,200	9,197
Huntington National Bank	2.200%	4/1/19	925	927
Huntington National Bank	2.400%	4/1/20	3,600	3,622
Intesa Sanpaolo SPA	2.375%	1/13/17	4,375	4,430
Intesa Sanpaolo SPA	3.875%	1/16/18	4,775	5,015
Intesa Sanpaolo SPA	3.875%	1/15/19	14,120	14,880
Intesa Sanpaolo SPA	5.250%	1/12/24	6,175	6,945
JPMorgan Chase & Co.	3.150%	7/5/16	19,504	20,012
JPMorgan Chase & Co.	1.350%	2/15/17	2,650	2,660
JPMorgan Chase & Co.	6.125%	6/27/17	3,325	3,640
JPMorgan Chase & Co.	2.000%	8/15/17	11,050	11,208
JPMorgan Chase & Co.	6.000%	1/15/18	24,967	27,899
JPMorgan Chase & Co.	1.800%	1/25/18	2,450	2,467
JPMorgan Chase & Co.	1.700%	3/1/18	11,350	11,388
JPMorgan Chase & Co.	1.625%	5/15/18	13,325	13,282
JPMorgan Chase & Co.	2.350%	1/28/19	6,125	6,221
JPMorgan Chase & Co.	6.300%	4/23/19	16,210	18,837
JPMorgan Chase & Co.	2.200%	10/22/19	16,300	16,306
JPMorgan Chase & Co.	2.250%	1/23/20	19,475	19,517
JPMorgan Chase & Co.	4.950%	3/25/20	1,300	1,463
JPMorgan Chase & Co.	4.400%	7/22/20	10,795	11,856
JPMorgan Chase & Co.	4.250%	10/15/20	16,350	17,799
JPMorgan Chase & Co.	4.625%	5/10/21	1,140	1,267
JPMorgan Chase & Co.	4.350%	8/15/21	25,190	27,662
JPMorgan Chase & Co.	4.500%	1/24/22	11,325	12,480
JPMorgan Chase & Co.	3.250%	9/23/22	25,100	25,669
JPMorgan Chase & Co.	3.200%	1/25/23	26,875	27,321
JPMorgan Chase & Co.	3.375%	5/1/23	9,300	9,355
JPMorgan Chase & Co.	3.875%	2/1/24	28,025	29,600
JPMorgan Chase & Co.	3.625%	5/13/24	10,325	10,743

JPMorgan Chase & Co.	3.875%	9/10/24	17,000	17,439
JPMorgan Chase & Co.	3.125%	1/23/25	15,000	14,993
JPMorgan Chase & Co.	4.125%	12/15/26	13,000	13,420
JPMorgan Chase & Co.	6.400%	5/15/38	14,865	20,000
JPMorgan Chase & Co.	5.500%	10/15/40	5,825	7,038
JPMorgan Chase & Co.	5.600%	7/15/41	6,300	7,767
JPMorgan Chase & Co.	5.400%	1/6/42	3,375	4,042
JPMorgan Chase & Co.	5.625%	8/16/43	8,560	10,191
JPMorgan Chase & Co.	4.850%	2/1/44	8,425	9,616
JPMorgan Chase Bank NA	5.875%	6/13/16	7,950	8,392
JPMorgan Chase Bank NA	6.000%	10/1/17	16,524	18,306
KeyBank NA	1.650%	2/1/18	11,150	11,183
KeyBank NA	2.500%	12/15/19	2,000	2,035
KeyBank NA	2.250%	3/16/20	2,000	2,007
KeyCorp	2.300%	12/13/18	3,275	3,319
KeyCorp	5.100%	3/24/21	8,490	9,630
Lloyds Bank plc	4.200%	3/28/17	5,050	5,337
Lloyds Bank plc	1.750%	3/16/18	2,000	2,010
Lloyds Bank plc	2.300%	11/27/18	13,850	14,067
Lloyds Bank plc	2.350%	9/5/19	5,000	5,058
Lloyds Bank plc	2.400%	3/17/20	2,000	2,016
Lloyds Bank plc	6.375%	1/21/21	5,500	6,650
Lloyds Banking Group plc	4.500%	11/4/24	4,500	4,663
Manufacturers & Traders Trust Co.	1.400%	7/25/17	4,000	4,003
Manufacturers & Traders Trust Co.	6.625%	12/4/17	2,475	2,795
Manufacturers & Traders Trust Co.	2.300%	1/30/19	16,000	16,251
Manufacturers & Traders Trust Co.	2.250%	7/25/19	11,000	11,135
Manufacturers & Traders Trust Co.	2.100%	2/6/20	3,200	3,206
Manufacturers & Traders Trust Co.	2.900%	2/6/25	14,295	14,174
Morgan Stanley	1.750%	2/25/16	2,800	2,818
Morgan Stanley	3.800%	4/29/16	10,290	10,593
Morgan Stanley	5.750%	10/18/16	4,700	5,019
Morgan Stanley	5.450%	1/9/17	3,815	4,083
Morgan Stanley	4.750%	3/22/17	9,990	10,617
Morgan Stanley	5.550%	4/27/17	12,000	12,968
Morgan Stanley	5.950%	12/28/17	12,065	13,327
Morgan Stanley	1.875%	1/5/18	10,000	10,052
Morgan Stanley	6.625%	4/1/18	12,465	14,174
Morgan Stanley	2.125%	4/25/18	27,475	27,762
Morgan Stanley	2.500%	1/24/19	28,575	29,104
Morgan Stanley	7.300%	5/13/19	26,185	31,326
Morgan Stanley	2.375%	7/23/19	28,700	28,879
Morgan Stanley	5.625%	9/23/19	11,555	13,165
Morgan Stanley	5.500%	1/26/20	15,250	17,308
Morgan Stanley	2.650%	1/27/20	8,000	8,126
Morgan Stanley	5.500%	7/24/20	2,150	2,460
Morgan Stanley	5.750%	1/25/21	12,940	15,037
Morgan Stanley	5.500%	7/28/21	3,175	3,681
Morgan Stanley	4.875%	11/1/22	12,625	13,770
Morgan Stanley	3.750%	2/25/23	10,400	10,907
Morgan Stanley	4.100%	5/22/23	16,975	17,665
Morgan Stanley	3.875%	4/29/24	7,700	8,075
Morgan Stanley	3.700%	10/23/24	15,850	16,484
Morgan Stanley	5.000%	11/24/25	13,250	14,544
Morgan Stanley	6.250%	8/9/26	9,100	11,329
Morgan Stanley	4.350%	9/8/26	11,275	11,781
Morgan Stanley	7.250%	4/1/32	6,895	9,536
Morgan Stanley	6.375%	7/24/42	15,075	20,050

Morgan Stanley	4.300%	1/27/45	14,300	14,821
MUFG Americas Holdings Corp.	1.625%	2/9/18	4,950	4,953
MUFG Americas Holdings Corp.	2.250%	2/10/20	6,650	6,656
MUFG Americas Holdings Corp.	3.500%	6/18/22	5,400	5,634
MUFG Americas Holdings Corp.	3.000%	2/10/25	3,250	3,195
MUFG Union Bank NA	5.950%	5/11/16	1,375	1,448
MUFG Union Bank NA	1.500%	9/26/16	2,275	2,286
MUFG Union Bank NA	2.125%	6/16/17	1,800	1,825
MUFG Union Bank NA	2.625%	9/26/18	13,800	14,176
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	6,678
National Australia Bank Ltd.	2.750%	3/9/17	6,515	6,721
National Australia Bank Ltd.	2.300%	7/25/18	3,225	3,294
National Australia Bank Ltd.	3.000%	1/20/23	3,200	3,262
National Bank of Canada	1.450%	11/7/17	2,200	2,194
National City Bank	5.800%	6/7/17	2,055	2,246
National City Corp.	6.875%	5/15/19	4,965	5,857
Northern Trust Co.	6.500%	8/15/18	425	492
Northern Trust Corp.	3.450%	11/4/20	3,000	3,217
Northern Trust Corp.	2.375%	8/2/22	10,550	10,406
Northern Trust Corp.	3.950%	10/30/25	9,350	10,009
People's United Bank	4.000%	7/15/24	3,000	3,079
People's United Financial Inc.	3.650%	12/6/22	2,945	2,994
PNC Bank NA	1.150%	11/1/16	1,250	1,256
PNC Bank NA	4.875%	9/21/17	3,575	3,862
PNC Bank NA	1.500%	10/18/17	9,000	9,035
PNC Bank NA	6.000%	12/7/17	1,950	2,169
PNC Bank NA	1.500%	2/23/18	9,175	9,200
PNC Bank NA	2.200%	1/28/19	6,475	6,558
PNC Bank NA	2.250%	7/2/19	4,400	4,451
PNC Bank NA	2.400%	10/18/19	11,700	11,901
PNC Bank NA	2.700%	11/1/22	6,251	6,204
PNC Bank NA	2.950%	1/30/23	4,500	4,512
PNC Bank NA	3.300%	10/30/24	4,950	5,148
PNC Bank NA	2.950%	2/23/25	11,750	11,730
PNC Bank NA	4.200%	11/1/25	7,000	7,617
PNC Financial Services Group Inc.	2.854%	11/9/22	2,875	2,901
PNC Financial Services Group Inc.	3.900%	4/29/24	15,500	16,211
PNC Funding Corp.	2.700%	9/19/16	1,945	1,990
PNC Funding Corp.	5.625%	2/1/17	325	349
PNC Funding Corp.	6.700%	6/10/19	6,475	7,703
PNC Funding Corp.	5.125%	2/8/20	5,700	6,506
PNC Funding Corp.	4.375%	8/11/20	6,975	7,754
PNC Funding Corp.	3.300%	3/8/22	4,000	4,192
Regions Bank	7.500%	5/15/18	987	1,146
Regions Bank	6.450%	6/26/37	1,329	1,680
Regions Financial Corp.	2.000%	5/15/18	7,000	6,968
Regions Financial Corp.	7.375%	12/10/37	7,000	9,347
Royal Bank of Canada	2.875%	4/19/16	2,425	2,485
Royal Bank of Canada	2.300%	7/20/16	19,255	19,643
Royal Bank of Canada	1.200%	1/23/17	12,900	12,988
Royal Bank of Canada	1.250%	6/16/17	5,700	5,713
Royal Bank of Canada	1.400%	10/13/17	3,150	3,169
Royal Bank of Canada	1.500%	1/16/18	7,000	7,043
Royal Bank of Canada	2.200%	7/27/18	12,375	12,637
Royal Bank of Canada	2.200%	9/23/19	24,550	24,964
Royal Bank of Scotland Group plc	1.875%	3/31/17	3,400	3,398
Royal Bank of Scotland Group plc	6.400%	10/21/19	10,630	12,313

Royal Bank of Scotland plc	5.625%	8/24/20	7,355	8,528
Royal Bank of Scotland plc	6.125%	1/11/21	2,630	3,136
Santander Bank NA	2.000%	1/12/18	3,200	3,210
Santander Bank NA	8.750%	5/30/18	675	789
Santander Holdings USA Inc.	4.625%	4/19/16	4,025	4,177
Santander Holdings USA Inc.	3.450%	8/27/18	5,325	5,543
Societe Generale SA	2.625%	10/1/18	17,500	17,967
State Street Bank & Trust Co.	5.250%	10/15/18	2,879	3,222
State Street Corp.	5.375%	4/30/17	185	201
State Street Corp.	4.956%	3/15/18	868	938
State Street Corp.	4.375%	3/7/21	1,385	1,554
State Street Corp.	3.100%	5/15/23	11,175	11,263
State Street Corp.	3.700%	11/20/23	7,200	7,716
Sumitomo Mitsui Banking Corp.	0.900%	1/18/16	200	200
Sumitomo Mitsui Banking Corp.	1.450%	7/19/16	400	402
Sumitomo Mitsui Banking Corp.	1.300%	1/10/17	1,175	1,175
Sumitomo Mitsui Banking Corp.	1.350%	7/11/17	5,350	5,343
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	6,925	6,972
Sumitomo Mitsui Banking Corp.	1.500%	1/18/18	2,750	2,744
Sumitomo Mitsui Banking Corp.	2.500%	7/19/18	7,025	7,181
Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	4,525	4,602
Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	5,500	5,532
Sumitomo Mitsui Banking Corp.	2.450%	1/16/20	1,500	1,515
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	2,675	2,740
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	550	554
Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	5,350	5,757
Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	6,125	6,629
Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	2,900	2,988
SunTrust Bank	7.250%	3/15/18	1,200	1,386
SunTrust Bank	2.750%	5/1/23	2,150	2,127
SunTrust Banks Inc.	3.600%	4/15/16	4,160	4,262
SunTrust Banks Inc.	3.500%	1/20/17	4,070	4,234
SunTrust Banks Inc.	6.000%	9/11/17	2,550	2,820
SunTrust Banks Inc.	2.350%	11/1/18	7,075	7,177
SunTrust Banks Inc.	2.500%	5/1/19	2,700	2,741
SVB Financial Group	3.500%	1/29/25	2,100	2,083
Svenska Handelsbanken AB	2.875%	4/4/17	10,975	11,348
Svenska Handelsbanken AB	1.625%	3/21/18	10,975	11,020
Svenska Handelsbanken AB	2.500%	1/25/19	6,750	6,919
Svenska Handelsbanken AB	2.250%	6/17/19	7,300	7,407
Synchrony Financial	1.875%	8/15/17	800	801
Synchrony Financial	3.000%	8/15/19	5,300	5,415
Synchrony Financial	2.700%	2/3/20	3,275	3,282
Synchrony Financial	3.750%	8/15/21	3,500	3,618
Synchrony Financial	4.250%	8/15/24	27,950	29,223
Toronto-Dominion Bank	2.500%	7/14/16	2,495	2,556
Toronto-Dominion Bank	2.375%	10/19/16	6,078	6,237
Toronto-Dominion Bank	1.125%	5/2/17	7,000	7,013
Toronto-Dominion Bank	1.625%	3/13/18	28,300	28,538
Toronto-Dominion Bank	1.400%	4/30/18	11,954	11,964
Toronto-Dominion Bank	2.625%	9/10/18	10,000	10,405
Toronto-Dominion Bank	2.125%	7/2/19	4,600	4,658
Toronto-Dominion Bank	2.250%	11/5/19	13,000	13,224
UBS AG	5.875%	7/15/16	3,670	3,882
UBS AG	7.375%	6/15/17	3,350	3,725
UBS AG	1.375%	8/14/17	14,025	13,997
UBS AG	5.875%	12/20/17	9,485	10,530
UBS AG	5.750%	4/25/18	19,140	21,423

UBS AG	2.375%	8/14/19	19,600	19,740
UBS AG	2.350%	3/26/20	2,700	2,706
UBS AG	4.875%	8/4/20	5,550	6,286
UBS AG	7.750%	9/1/26	1,325	1,772
US Bancorp	2.200%	11/15/16	9,450	9,649
US Bancorp	1.650%	5/15/17	6,650	6,738
US Bancorp	1.950%	11/15/18	4,475	4,545
US Bancorp	4.125%	5/24/21	4,615	5,108
US Bancorp	3.000%	3/15/22	4,225	4,356
US Bancorp	2.950%	7/15/22	13,275	13,528
US Bancorp	3.700%	1/30/24	11,450	12,268
US Bancorp	3.600%	9/11/24	1,375	1,437
US Bank NA	1.100%	1/30/17	3,850	3,862
US Bank NA	1.350%	1/26/18	3,400	3,409
US Bank NA	2.125%	10/28/19	10,000	10,097
US Bank NA/Cincinnati OH	2.800%	1/27/25	7,500	7,468
Vesey Street Investment Trust I	4.404%	9/1/16	625	652
Wachovia Bank NA	6.000%	11/15/17	2,975	3,323
Wachovia Bank NA	5.850%	2/1/37	11,275	14,549
Wachovia Corp.	5.625%	10/15/16	11,800	12,616
Wachovia Corp.	5.750%	6/15/17	11,920	13,097
Wachovia Corp.	5.750%	2/1/18	12,165	13,600
Wachovia Corp.	6.605%	10/1/25	100	123
Wachovia Corp.	5.500%	8/1/35	1,775	2,092
Wachovia Corp.	6.550%	10/15/35	250	321
Wells Fargo & Co.	3.676%	6/15/16	13,820	14,299
Wells Fargo & Co.	1.250%	7/20/16	3,900	3,921
Wells Fargo & Co.	5.125%	9/15/16	1,060	1,122
Wells Fargo & Co.	2.625%	12/15/16	5,400	5,552
Wells Fargo & Co.	2.100%	5/8/17	3,625	3,700
Wells Fargo & Co.	1.150%	6/2/17	8,675	8,678
Wells Fargo & Co.	1.400%	9/8/17	7,825	7,862
Wells Fargo & Co.	5.625%	12/11/17	20,451	22,721
Wells Fargo & Co.	1.500%	1/16/18	8,800	8,843
Wells Fargo & Co.	2.150%	1/15/19	9,250	9,394
Wells Fargo & Co.	2.125%	4/22/19	17,950	18,161
Wells Fargo & Co.	2.150%	1/30/20	10,625	10,653
Wells Fargo & Co.	3.000%	1/22/21	5,000	5,177
Wells Fargo & Co.	4.600%	4/1/21	14,640	16,433
Wells Fargo & Co.	3.500%	3/8/22	18,200	19,255
Wells Fargo & Co.	3.450%	2/13/23	12,575	12,844
Wells Fargo & Co.	4.125%	8/15/23	18,350	19,502
Wells Fargo & Co.	4.480%	1/16/24	10,000	10,861
Wells Fargo & Co.	3.300%	9/9/24	14,250	14,717
Wells Fargo & Co.	3.000%	2/19/25	11,475	11,484
Wells Fargo & Co.	4.100%	6/3/26	14,050	14,756
Wells Fargo & Co.	5.375%	2/7/35	4,475	5,452
Wells Fargo & Co.	5.375%	11/2/43	12,379	14,607
Wells Fargo & Co.	5.606%	1/15/44	7,500	9,069
Wells Fargo & Co.	4.650%	11/4/44	14,475	15,375
Wells Fargo Bank NA	5.750%	5/16/16	3,600	3,798
Wells Fargo Bank NA	5.950%	8/26/36	2,700	3,541
Wells Fargo Bank NA	6.600%	1/15/38	9,695	13,663
4 Wells Fargo Capital X	5.950%	12/1/86	3,600	3,731
Westpac Banking Corp.	1.200%	5/19/17	6,300	6,306
Westpac Banking Corp.	2.000%	8/14/17	4,750	4,830
Westpac Banking Corp.	1.500%	12/1/17	14,375	14,466
Westpac Banking Corp.	1.600%	1/12/18	4,210	4,228

Westpac Banking Corp.	2.250%	7/30/18	8,400	8,575
Westpac Banking Corp.	2.250%	1/17/19	15,200	15,491
Westpac Banking Corp.	4.875%	11/19/19	9,420	10,576
Brokerage (0.3%)
Affiliated Managers Group Inc.	4.250%	2/15/24	7,000	7,463
Affiliated Managers Group Inc.	3.500%	8/1/25	4,600	4,584
Ameriprise Financial Inc.	5.650%	11/15/15	2,500	2,571
Ameriprise Financial Inc.	5.300%	3/15/20	2,625	3,014
Ameriprise Financial Inc.	4.000%	10/15/23	3,450	3,729
Ameriprise Financial Inc.	3.700%	10/15/24	4,500	4,733
4 Ameriprise Financial Inc.	7.518%	6/1/66	2,475	2,589
BGC Partners Inc.	5.375%	12/9/19	500	510
BlackRock Inc.	6.250%	9/15/17	1,150	1,288
BlackRock Inc.	5.000%	12/10/19	3,840	4,370
BlackRock Inc.	4.250%	5/24/21	5,775	6,450
BlackRock Inc.	3.375%	6/1/22	7,250	7,610
BlackRock Inc.	3.500%	3/18/24	8,000	8,441
Brookfield Asset Management Inc.	4.000%	1/15/25	5,100	5,128
Brookfield Asset Management Inc.	7.375%	3/1/33	1,500	1,910
Charles Schwab Corp.	4.450%	7/22/20	1,000	1,118
Charles Schwab Corp.	3.225%	9/1/22	5,764	5,962
CME Group Inc.	3.000%	9/15/22	6,400	6,629
CME Group Inc.	3.000%	3/15/25	750	756
CME Group Inc.	5.300%	9/15/43	6,175	7,656
Eaton Vance Corp.	3.625%	6/15/23	1,875	1,929
7 FMR LLC	7.490%	6/15/19	200	240
Franklin Resources Inc.	1.375%	9/15/17	1,725	1,734
Franklin Resources Inc.	4.625%	5/20/20	700	783
Franklin Resources Inc.	2.800%	9/15/22	4,875	4,967
Franklin Resources Inc.	2.850%	3/30/25	3,000	2,987
Intercontinental Exchange Inc.	2.500%	10/15/18	1,100	1,134
Intercontinental Exchange Inc.	4.000%	10/15/23	14,975	16,164
Invesco Finance plc	3.125%	11/30/22	6,575	6,635
Invesco Finance plc	4.000%	1/30/24	6,625	7,061
Invesco Finance plc	5.375%	11/30/43	6,000	7,388
Jefferies Group LLC	5.125%	4/13/18	3,975	4,178
Jefferies Group LLC	8.500%	7/15/19	3,000	3,588
Jefferies Group LLC	6.875%	4/15/21	7,020	7,970
Jefferies Group LLC	5.125%	1/20/23	3,450	3,570
Jefferies Group LLC	6.450%	6/8/27	1,200	1,291
Jefferies Group LLC	6.250%	1/15/36	1,855	1,862
Jefferies Group LLC	6.500%	1/20/43	2,800	2,786
Lazard Group LLC	6.850%	6/15/17	464	512
Lazard Group LLC	4.250%	11/14/20	1,675	1,789
Lazard Group LLC	3.750%	2/13/25	100	99
Legg Mason Inc.	2.700%	7/15/19	1,450	1,473
Legg Mason Inc.	3.950%	7/15/24	1,450	1,513
Legg Mason Inc.	5.625%	1/15/44	4,875	5,748
Leucadia National Corp.	5.500%	10/18/23	8,200	8,436
Leucadia National Corp.	6.625%	10/23/43	800	801
NASDAQ OMX Group Inc.	5.550%	1/15/20	6,800	7,636
Nomura Holdings Inc.	2.000%	9/13/16	8,500	8,585
Nomura Holdings Inc.	2.750%	3/19/19	23,000	23,446
Nomura Holdings Inc.	6.700%	3/4/20	4,100	4,903
NYSE Euronext	2.000%	10/5/17	5,000	5,072
Raymond James Financial Inc.	4.250%	4/15/16	1,000	1,029
Raymond James Financial Inc.	8.600%	8/15/19	3,075	3,830

Stifel Financial Corp.	4.250%	7/18/24	1,800	1,837
TD Ameritrade Holding Corp.	5.600%	12/1/19	925	1,071
TD Ameritrade Holding Corp.	2.950%	4/1/22	2,800	2,841
TD Ameritrade Holding Corp.	3.625%	4/1/25	4,000	4,193
Finance Companies (0.6%)
Air Lease Corp.	5.625%	4/1/17	8,000	8,550
Air Lease Corp.	2.125%	1/15/18	4,300	4,278
Air Lease Corp.	3.375%	1/15/19	5,000	5,131
Air Lease Corp.	4.750%	3/1/20	4,000	4,295
Air Lease Corp.	3.875%	4/1/21	10,625	10,944
Air Lease Corp.	3.750%	2/1/22	5,675	5,774
Air Lease Corp.	4.250%	9/15/24	1,100	1,133
Ares Capital Corp.	4.875%	11/30/18	7,150	7,536
Block Financial LLC	5.500%	11/1/22	1,500	1,661
FS Investment Corp.	4.000%	7/15/19	2,225	2,255
FS Investment Corp.	4.250%	1/15/20	1,000	1,017
GATX Corp.	2.375%	7/30/18	7,000	7,101
GATX Corp.	2.500%	7/30/19	300	302
GATX Corp.	2.600%	3/30/20	2,250	2,264
GATX Corp.	4.750%	6/15/22	2,050	2,268
GATX Corp.	3.250%	3/30/25	2,375	2,353
GATX Corp.	5.200%	3/15/44	400	450
GATX Corp.	4.500%	3/30/45	1,425	1,447
4 GE Capital Trust I	6.375%	11/15/67	3,432	3,707
General Electric Capital Corp.	2.950%	5/9/16	19,225	19,707
General Electric Capital Corp.	1.500%	7/12/16	6,875	6,940
General Electric Capital Corp.	3.350%	10/17/16	6,925	7,202
General Electric Capital Corp.	5.400%	2/15/17	6,825	7,383
General Electric Capital Corp.	2.450%	3/15/17	3,242	3,342
General Electric Capital Corp.	2.300%	4/27/17	13,550	13,910
General Electric Capital Corp.	1.250%	5/15/17	7,250	7,288
General Electric Capital Corp.	5.625%	9/15/17	9,140	10,103
General Electric Capital Corp.	1.600%	11/20/17	1,800	1,818
General Electric Capital Corp.	1.625%	4/2/18	8,550	8,619
General Electric Capital Corp.	5.625%	5/1/18	24,285	27,249
General Electric Capital Corp.	2.300%	1/14/19	2,250	2,307
General Electric Capital Corp.	6.000%	8/7/19	9,975	11,641
General Electric Capital Corp.	2.100%	12/11/19	900	917
General Electric Capital Corp.	5.500%	1/8/20	15,000	17,324
General Electric Capital Corp.	2.200%	1/9/20	28,000	28,251
General Electric Capital Corp.	5.550%	5/4/20	18,710	21,753
General Electric Capital Corp.	4.375%	9/16/20	13,375	14,830
General Electric Capital Corp.	4.625%	1/7/21	12,615	14,222
General Electric Capital Corp.	5.300%	2/11/21	15,830	18,253
General Electric Capital Corp.	4.650%	10/17/21	25,379	28,711
General Electric Capital Corp.	3.150%	9/7/22	11,550	11,952
General Electric Capital Corp.	3.100%	1/9/23	20,995	21,549
General Electric Capital Corp.	3.450%	5/15/24	3,500	3,687
General Electric Capital Corp.	6.750%	3/15/32	27,885	38,607
General Electric Capital Corp.	6.150%	8/7/37	11,972	15,878
General Electric Capital Corp.	5.875%	1/14/38	35,390	45,748
General Electric Capital Corp.	6.875%	1/10/39	22,035	31,736
4 General Electric Capital Corp.	6.375%	11/15/67	9,491	10,274
HSBC Finance Corp.	6.676%	1/15/21	29,065	34,383
7 International Lease Finance Corp.	6.750%	9/1/16	16,350	17,351
7 International Lease Finance Corp.	7.125%	9/1/18	12,965	14,634
Prospect Capital Corp.	5.000%	7/15/19	2,150	2,223

Prospect Capital Corp.	5.875%	3/15/23	750	775
Insurance (1.3%)
4 XLIT Ltd.	6.500%	10/29/49	1,174	1,037
ACE Capital Trust II	9.700%	4/1/30	1,000	1,501
ACE INA Holdings Inc.	5.600%	5/15/15	1,725	1,734
ACE INA Holdings Inc.	5.700%	2/15/17	1,400	1,521
ACE INA Holdings Inc.	5.800%	3/15/18	675	759
ACE INA Holdings Inc.	5.900%	6/15/19	785	906
ACE INA Holdings Inc.	2.700%	3/13/23	2,100	2,088
ACE INA Holdings Inc.	3.350%	5/15/24	7,650	7,980
ACE INA Holdings Inc.	3.150%	3/15/25	6,000	6,129
ACE INA Holdings Inc.	6.700%	5/15/36	400	572
ACE INA Holdings Inc.	4.150%	3/13/43	5,475	5,892
AEGON Funding Co. LLC	5.750%	12/15/20	5,641	6,542
Aetna Inc.	1.500%	11/15/17	1,000	1,005
Aetna Inc.	3.950%	9/1/20	5,500	5,958
Aetna Inc.	4.125%	6/1/21	2,230	2,426
Aetna Inc.	2.750%	11/15/22	14,260	14,299
Aetna Inc.	3.500%	11/15/24	2,950	3,080
Aetna Inc.	6.625%	6/15/36	3,100	4,191
Aetna Inc.	6.750%	12/15/37	1,425	1,982
Aetna Inc.	4.500%	5/15/42	4,750	5,267
Aetna Inc.	4.125%	11/15/42	1,675	1,765
Aflac Inc.	2.650%	2/15/17	2,565	2,646
Aflac Inc.	8.500%	5/15/19	4,984	6,305
Aflac Inc.	2.400%	3/16/20	8,750	8,855
Aflac Inc.	3.625%	6/15/23	10,300	10,810
Aflac Inc.	6.900%	12/17/39	2,900	4,063
Aflac Inc.	6.450%	8/15/40	1,050	1,389
AIG Life Holdings Inc.	8.500%	7/1/30	3,825	5,399
Alleghany Corp.	5.625%	9/15/20	1,000	1,119
Alleghany Corp.	4.950%	6/27/22	3,200	3,567
Alleghany Corp.	4.900%	9/15/44	4,675	4,908
Allied World Assurance Co. Ltd.	7.500%	8/1/16	6,875	7,423
Allstate Corp.	3.150%	6/15/23	2,200	2,277
Allstate Corp.	5.350%	6/1/33	225	276
Allstate Corp.	5.550%	5/9/35	520	658
Allstate Corp.	5.950%	4/1/36	525	695
Allstate Corp.	4.500%	6/15/43	1,575	1,794
4 Allstate Corp.	5.750%	8/15/53	2,000	2,175
4 Allstate Corp.	6.125%	5/15/67	7,734	8,179
4 Allstate Corp.	6.500%	5/15/67	3,750	4,341
Alterra Finance LLC	6.250%	9/30/20	815	960
American Financial Group Inc.	9.875%	6/15/19	2,060	2,629
American International Group Inc.	5.600%	10/18/16	4,825	5,157
American International Group Inc.	5.850%	1/16/18	10,525	11,766
American International Group Inc.	2.300%	7/16/19	5,000	5,067
American International Group Inc.	3.375%	8/15/20	1,625	1,716
American International Group Inc.	6.400%	12/15/20	11,675	14,151
American International Group Inc.	4.875%	6/1/22	10,300	11,705
American International Group Inc.	4.125%	2/15/24	5,475	5,920
American International Group Inc.	3.875%	1/15/35	11,000	11,053
American International Group Inc.	6.250%	5/1/36	15,420	20,094
American International Group Inc.	6.820%	11/15/37	1,107	1,540
American International Group Inc.	4.500%	7/16/44	3,975	4,273
American International Group Inc.	4.375%	1/15/55	1,350	1,346
4 American International Group Inc.	8.175%	5/15/68	4,690	6,684

4 American International Group Inc.	6.250%	3/15/87	6,348	7,178
Anthem Inc.	2.375%	2/15/17	1,700	1,735
Anthem Inc.	5.875%	6/15/17	3,725	4,073
Anthem Inc.	1.875%	1/15/18	2,975	2,993
Anthem Inc.	7.000%	2/15/19	630	743
Anthem Inc.	3.700%	8/15/21	5,205	5,507
Anthem Inc.	3.125%	5/15/22	9,620	9,764
Anthem Inc.	3.300%	1/15/23	4,200	4,266
Anthem Inc.	3.500%	8/15/24	10,000	10,273
Anthem Inc.	5.950%	12/15/34	5,050	6,399
Anthem Inc.	5.850%	1/15/36	2,400	2,919
Anthem Inc.	6.375%	6/15/37	3,620	4,706
Anthem Inc.	4.625%	5/15/42	7,000	7,562
Anthem Inc.	4.650%	1/15/43	8,375	9,105
Anthem Inc.	5.100%	1/15/44	730	840
Anthem Inc.	4.650%	8/15/44	2,700	2,972
Anthem Inc.	4.850%	8/15/54	5,100	5,641
Aon Corp.	5.000%	9/30/20	6,370	7,181
Aon Corp.	8.205%	1/1/27	475	622
Aon Corp.	6.250%	9/30/40	2,125	2,795
Aon plc	4.000%	11/27/23	2,675	2,854
Aon plc	3.500%	6/14/24	6,550	6,742
Aon plc	4.450%	5/24/43	1,350	1,399
Aon plc	4.600%	6/14/44	1,150	1,237
Arch Capital Group Ltd.	7.350%	5/1/34	1,175	1,642
Arch Capital Group US Inc.	5.144%	11/1/43	6,050	6,907
Aspen Insurance Holdings Ltd.	6.000%	12/15/20	4,250	4,800
Aspen Insurance Holdings Ltd.	4.650%	11/15/23	8,700	9,179
Assurant Inc.	4.000%	3/15/23	1,000	1,040
Assurant Inc.	6.750%	2/15/34	3,825	4,888
AXA SA	8.600%	12/15/30	7,170	9,966
Axis Specialty Finance LLC	5.875%	6/1/20	5,300	6,063
AXIS Specialty Finance plc	2.650%	4/1/19	1,075	1,090
AXIS Specialty Finance plc	5.150%	4/1/45	2,600	2,914
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	3,400	3,454
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	13,645	15,340
Berkshire Hathaway Finance Corp.	2.000%	8/15/18	9,750	10,016
Berkshire Hathaway Finance Corp.	2.900%	10/15/20	6,550	6,920
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	6,020	6,713
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	3,325	3,459
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	145	193
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	2,100	2,339
Berkshire Hathaway Inc.	2.200%	8/15/16	20,370	20,824
Berkshire Hathaway Inc.	1.900%	1/31/17	5,000	5,100
Berkshire Hathaway Inc.	1.550%	2/9/18	225	228
Berkshire Hathaway Inc.	2.100%	8/14/19	7,000	7,146
Berkshire Hathaway Inc.	3.000%	2/11/23	1,575	1,634
Berkshire Hathaway Inc.	4.500%	2/11/43	9,025	10,172
Brown & Brown Inc.	4.200%	9/15/24	5,330	5,468
Chubb Corp.	5.750%	5/15/18	9,277	10,489
Chubb Corp.	6.000%	5/11/37	1,925	2,589
4 Chubb Corp.	6.375%	3/29/67	4,690	4,983
Cigna Corp.	2.750%	11/15/16	8,005	8,224
Cigna Corp.	5.125%	6/15/20	875	999
Cigna Corp.	4.375%	12/15/20	200	219
Cigna Corp.	4.500%	3/15/21	1,090	1,205
Cigna Corp.	4.000%	2/15/22	1,385	1,511
Cigna Corp.	3.250%	4/15/25	5,000	5,103

Cigna Corp.	7.875%	5/15/27	425	600
Cigna Corp.	6.150%	11/15/36	9,259	12,057
Cigna Corp.	5.875%	3/15/41	1,865	2,437
Cigna Corp.	5.375%	2/15/42	3,375	4,173
Cincinnati Financial Corp.	6.920%	5/15/28	4,325	5,666
CNA Financial Corp.	6.500%	8/15/16	1,750	1,874
CNA Financial Corp.	7.350%	11/15/19	3,005	3,621
CNA Financial Corp.	5.875%	8/15/20	1,805	2,089
CNA Financial Corp.	5.750%	8/15/21	1,515	1,748
CNA Financial Corp.	3.950%	5/15/24	2,975	3,086
Coventry Health Care Inc.	5.950%	3/15/17	1,800	1,967
Coventry Health Care Inc.	5.450%	6/15/21	1,985	2,301
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	1,279	1,626
Everest Reinsurance Holdings Inc.	4.868%	6/1/44	3,000	3,158
First American Financial Corp.	4.300%	2/1/23	1,025	1,026
First American Financial Corp.	4.600%	11/15/24	2,175	2,259
Hartford Financial Services Group Inc.	5.500%	10/15/16	975	1,038
Hartford Financial Services Group Inc.	5.375%	3/15/17	900	969
Hartford Financial Services Group Inc.	4.000%	10/15/17	5,225	5,527
Hartford Financial Services Group Inc.	6.300%	3/15/18	1,934	2,180
Hartford Financial Services Group Inc.	6.000%	1/15/19	925	1,051
Hartford Financial Services Group Inc.	5.500%	3/30/20	5,000	5,744
Hartford Financial Services Group Inc.	5.125%	4/15/22	825	946
Hartford Financial Services Group Inc.	5.950%	10/15/36	125	158
Hartford Financial Services Group Inc.	6.100%	10/1/41	1,650	2,151
Hartford Financial Services Group Inc.	6.625%	4/15/42	1,793	2,481
HCC Insurance Holdings Inc.	6.300%	11/15/19	1,600	1,852
Humana Inc.	7.200%	6/15/18	2,375	2,758
Humana Inc.	6.300%	8/1/18	150	171
Humana Inc.	2.625%	10/1/19	1,525	1,556
Humana Inc.	3.150%	12/1/22	3,825	3,859
Humana Inc.	3.850%	10/1/24	3,900	4,096
Humana Inc.	8.150%	6/15/38	2,025	3,017
Humana Inc.	4.625%	12/1/42	2,175	2,274
Humana Inc.	4.950%	10/1/44	5,550	6,091
Infinity Property & Casualty Corp.	5.000%	9/19/22	950	1,028
Kemper Corp.	4.350%	2/15/25	5,025	5,155
Lincoln National Corp.	8.750%	7/1/19	5,026	6,334
Lincoln National Corp.	6.250%	2/15/20	4,745	5,582
Lincoln National Corp.	4.850%	6/24/21	1,132	1,272
Lincoln National Corp.	4.200%	3/15/22	100	108
Lincoln National Corp.	6.150%	4/7/36	3,450	4,289
Lincoln National Corp.	7.000%	6/15/40	1,385	1,933
4 Lincoln National Corp.	7.000%	5/17/66	9,635	9,298
4 Lincoln National Corp.	6.050%	4/20/67	2,108	2,039
Loews Corp.	2.625%	5/15/23	8,800	8,589
Loews Corp.	6.000%	2/1/35	200	246
Loews Corp.	4.125%	5/15/43	9,175	9,077
Manulife Financial Corp.	4.900%	9/17/20	4,875	5,434
Markel Corp.	7.125%	9/30/19	825	989
Markel Corp.	4.900%	7/1/22	4,865	5,369
Markel Corp.	3.625%	3/30/23	2,175	2,238
Markel Corp.	5.000%	3/30/43	575	631
Marsh & McLennan Cos. Inc.	2.350%	9/10/19	1,000	1,015
Marsh & McLennan Cos. Inc.	2.350%	3/6/20	6,000	6,050
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	2,265	2,551
Marsh & McLennan Cos. Inc.	3.500%	6/3/24	3,100	3,198
Marsh & McLennan Cos. Inc.	3.500%	3/10/25	3,425	3,518

Marsh & McLennan Cos. Inc.	5.875%	8/1/33	3,775	4,694
7 Massachusetts Mutual Life Insurance Co.	8.875%	6/1/39	575	944
MetLife Inc.	6.750%	6/1/16	895	955
MetLife Inc.	1.756%	12/15/17	7,625	7,723
MetLife Inc.	1.903%	12/15/17	3,045	3,084
MetLife Inc.	6.817%	8/15/18	895	1,046
MetLife Inc.	7.717%	2/15/19	1,570	1,907
MetLife Inc.	4.750%	2/8/21	14,195	16,083
MetLife Inc.	3.048%	12/15/22	2,425	2,488
MetLife Inc.	3.600%	4/10/24	16,100	17,014
MetLife Inc.	3.000%	3/1/25	8,000	7,993
MetLife Inc.	6.500%	12/15/32	250	337
MetLife Inc.	6.375%	6/15/34	1,770	2,390
MetLife Inc.	5.700%	6/15/35	8,400	10,677
MetLife Inc.	5.875%	2/6/41	6,870	8,946
MetLife Inc.	4.125%	8/13/42	7,350	7,614
MetLife Inc.	4.875%	11/13/43	8,800	10,138
MetLife Inc.	4.721%	12/15/44	5,750	6,458
MetLife Inc.	4.050%	3/1/45	5,500	5,675
4 MetLife Inc.	6.400%	12/15/66	9,035	10,661
Montpelier Re Holdings Ltd.	4.700%	10/15/22	275	290
Munich Re America Corp.	7.450%	12/15/26	1,200	1,613
4 Nationwide Financial Services Inc.	6.750%	5/15/67	400	420
Old Republic International Corp.	4.875%	10/1/24	4,200	4,495
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,000	1,054
PartnerRe Finance B LLC	5.500%	6/1/20	10,008	11,398
Primerica Inc.	4.750%	7/15/22	475	526
Principal Financial Group Inc.	8.875%	5/15/19	10,090	12,684
Principal Financial Group Inc.	6.050%	10/15/36	1,825	2,328
Principal Financial Group Inc.	4.350%	5/15/43	550	577
ProAssurance Corp.	5.300%	11/15/23	875	970
Progressive Corp.	3.750%	8/23/21	10,655	11,619
Progressive Corp.	6.625%	3/1/29	725	983
Progressive Corp.	4.350%	4/25/44	1,850	2,045
4 Progressive Corp.	6.700%	6/15/67	3,815	4,025
Protective Life Corp.	7.375%	10/15/19	950	1,144
Protective Life Corp.	8.450%	10/15/39	6,144	9,368
Prudential Financial Inc.	5.500%	3/15/16	1,575	1,644
Prudential Financial Inc.	3.000%	5/12/16	3,150	3,224
Prudential Financial Inc.	6.000%	12/1/17	5,000	5,583
Prudential Financial Inc.	2.300%	8/15/18	3,400	3,472
Prudential Financial Inc.	7.375%	6/15/19	795	963
Prudential Financial Inc.	2.350%	8/15/19	2,300	2,326
Prudential Financial Inc.	5.375%	6/21/20	6,545	7,534
Prudential Financial Inc.	4.500%	11/15/20	5,000	5,553
Prudential Financial Inc.	4.500%	11/16/21	1,000	1,112
Prudential Financial Inc.	3.500%	5/15/24	2,400	2,468
Prudential Financial Inc.	5.750%	7/15/33	1,280	1,542
Prudential Financial Inc.	5.400%	6/13/35	2,775	3,205
Prudential Financial Inc.	5.900%	3/17/36	2,300	2,838
Prudential Financial Inc.	5.700%	12/14/36	7,370	8,827
Prudential Financial Inc.	6.625%	12/1/37	5,100	6,815
Prudential Financial Inc.	6.625%	6/21/40	3,700	4,960
Prudential Financial Inc.	5.625%	5/12/41	1,745	2,084
4 Prudential Financial Inc.	5.875%	9/15/42	4,850	5,256
4 Prudential Financial Inc.	5.625%	6/15/43	9,250	9,851
Prudential Financial Inc.	5.100%	8/15/43	5,525	6,206
4 Prudential Financial Inc.	5.200%	3/15/44	2,875	2,929

Prudential Financial Inc.	4.600%	5/15/44	2,300	2,418
4 Prudential Financial Inc.	8.875%	6/15/68	2,000	2,350
Reinsurance Group of America Inc.	5.625%	3/15/17	1,500	1,617
Reinsurance Group of America Inc.	6.450%	11/15/19	1,000	1,170
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	2,425	3,125
Torchmark Corp.	6.375%	6/15/16	1,225	1,302
Torchmark Corp.	9.250%	6/15/19	895	1,129
Transatlantic Holdings Inc.	8.000%	11/30/39	6,325	8,950
Travelers Cos. Inc.	6.250%	6/20/16	1,100	1,175
Travelers Cos. Inc.	5.750%	12/15/17	4,475	5,010
Travelers Cos. Inc.	5.800%	5/15/18	1,215	1,372
Travelers Cos. Inc.	5.900%	6/2/19	475	553
Travelers Cos. Inc.	3.900%	11/1/20	2,170	2,355
Travelers Cos. Inc.	6.750%	6/20/36	1,525	2,190
Travelers Cos. Inc.	6.250%	6/15/37	4,885	6,723
Travelers Cos. Inc.	5.350%	11/1/40	4,245	5,331
Travelers Cos. Inc.	4.600%	8/1/43	1,670	1,936
Trinity Acquisition plc	4.625%	8/15/23	750	792
Trinity Acquisition plc	6.125%	8/15/43	2,325	2,739
UnitedHealth Group Inc.	1.875%	11/15/16	325	331
UnitedHealth Group Inc.	6.000%	6/15/17	3,825	4,237
UnitedHealth Group Inc.	1.400%	10/15/17	2,450	2,473
UnitedHealth Group Inc.	6.000%	2/15/18	8,035	9,101
UnitedHealth Group Inc.	1.625%	3/15/19	7,000	7,001
UnitedHealth Group Inc.	2.300%	12/15/19	1,050	1,071
UnitedHealth Group Inc.	3.875%	10/15/20	5,000	5,449
UnitedHealth Group Inc.	4.700%	2/15/21	1,135	1,289
UnitedHealth Group Inc.	3.375%	11/15/21	145	155
UnitedHealth Group Inc.	2.875%	12/15/21	1,025	1,052
UnitedHealth Group Inc.	2.875%	3/15/22	3,300	3,355
UnitedHealth Group Inc.	2.750%	2/15/23	3,600	3,635
UnitedHealth Group Inc.	2.875%	3/15/23	5,000	5,116
UnitedHealth Group Inc.	5.800%	3/15/36	4,525	5,870
UnitedHealth Group Inc.	6.500%	6/15/37	625	879
UnitedHealth Group Inc.	6.625%	11/15/37	4,550	6,480
UnitedHealth Group Inc.	6.875%	2/15/38	13,420	19,319
UnitedHealth Group Inc.	5.950%	2/15/41	250	336
UnitedHealth Group Inc.	4.625%	11/15/41	8,475	9,732
UnitedHealth Group Inc.	4.375%	3/15/42	1,000	1,107
UnitedHealth Group Inc.	3.950%	10/15/42	4,200	4,307
UnitedHealth Group Inc.	4.250%	3/15/43	5,725	6,197
Unum Group	5.625%	9/15/20	825	941
Unum Group	4.000%	3/15/24	6,300	6,649
Unum Group	5.750%	8/15/42	1,925	2,329
Validus Holdings Ltd.	8.875%	1/26/40	2,950	4,088
Voya Financial Inc.	2.900%	2/15/18	3,905	4,024
Voya Financial Inc.	5.700%	7/15/43	4,750	5,841
Willis Group Holdings plc	5.750%	3/15/21	1,885	2,120
Willis North America Inc.	6.200%	3/28/17	1,125	1,211
WR Berkley Corp.	5.375%	9/15/20	375	424
WR Berkley Corp.	4.625%	3/15/22	7,300	7,900
WR Berkley Corp.	4.750%	8/1/44	705	759
XLIT Ltd.	5.750%	10/1/21	4,030	4,733
XLIT Ltd.	6.375%	11/15/24	175	215
XLIT Ltd.	4.450%	3/31/25	1,100	1,104
XLIT Ltd.	6.250%	5/15/27	2,192	2,729
XLIT Ltd.	5.250%	12/15/43	2,550	2,956

XLIT Ltd.	5.500%	3/31/45	2,500	2,486
Other Finance (0.0%)
Apollo Investment Corp.	5.250%	3/3/25	2,225	2,256
Jones Lang LaSalle Inc.	4.400%	11/15/22	150	158
ORIX Corp.	3.750%	3/9/17	2,350	2,453
XTRA Finance Corp.	5.150%	4/1/17	4,525	4,860
Real Estate Investment Trusts (0.6%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	2,000	2,007
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	2,575	2,743
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	375	387
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	2,325	2,456
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	2,200	2,281
AvalonBay Communities Inc.	5.750%	9/15/16	275	294
AvalonBay Communities Inc.	3.625%	10/1/20	6,000	6,346
AvalonBay Communities Inc.	2.950%	9/15/22	325	325
AvalonBay Communities Inc.	2.850%	3/15/23	2,320	2,297
AvalonBay Communities Inc.	4.200%	12/15/23	1,655	1,781
AvalonBay Communities Inc.	3.500%	11/15/24	850	877
BioMed Realty LP	3.850%	4/15/16	2,500	2,561
BioMed Realty LP	2.625%	5/1/19	1,200	1,210
BioMed Realty LP	4.250%	7/15/22	3,050	3,188
Boston Properties LP	3.700%	11/15/18	2,035	2,167
Boston Properties LP	5.625%	11/15/20	4,925	5,730
Boston Properties LP	4.125%	5/15/21	1,410	1,527
Boston Properties LP	3.850%	2/1/23	8,700	9,199
Boston Properties LP	3.800%	2/1/24	5,300	5,572
Brandywine Operating Partnership LP	5.700%	5/1/17	275	296
Brandywine Operating Partnership LP	4.950%	4/15/18	4,225	4,544
Brandywine Operating Partnership LP	3.950%	2/15/23	1,300	1,315
Brandywine Operating Partnership LP	4.100%	10/1/24	2,950	3,003
Brandywine Operating Partnership LP	4.550%	10/1/29	975	1,014
Brixmor Operating Partnership LP	3.850%	2/1/25	7,450	7,456
Camden Property Trust	2.950%	12/15/22	5,950	5,825
Camden Property Trust	4.250%	1/15/24	4,663	4,976
CBL & Associates LP	5.250%	12/1/23	2,950	3,144
CBL & Associates LP	4.600%	10/15/24	3,300	3,351
Columbia Property Trust Operating
Partnership LP	4.150%	4/1/25	2,000	2,054
Corporate Office Properties LP	3.700%	6/15/21	6,375	6,454
Corporate Office Properties LP	3.600%	5/15/23	1,300	1,262
CubeSmart LP	4.375%	12/15/23	2,850	3,064
DCT Industrial Operating Partnership LP	4.500%	10/15/23	1,525	1,621
DDR Corp.	7.875%	9/1/20	3,300	4,122
DDR Corp.	3.500%	1/15/21	1,950	2,010
DDR Corp.	4.625%	7/15/22	4,550	4,897
DDR Corp.	3.375%	5/15/23	3,825	3,791
Digital Realty Trust LP	5.250%	3/15/21	4,965	5,505
Digital Realty Trust LP	3.625%	10/1/22	175	175
Duke Realty LP	5.950%	2/15/17	5,170	5,588
Duke Realty LP	6.750%	3/15/20	275	327
Duke Realty LP	3.875%	2/15/21	10,000	10,568
Duke Realty LP	3.625%	4/15/23	4,915	5,006
Duke Realty LP	3.750%	12/1/24	1,500	1,538
EPR Properties	5.750%	8/15/22	575	636
EPR Properties	5.250%	7/15/23	3,375	3,633

EPR Properties	4.500%	4/1/25	2,800	2,852
Equity CommonWealth	6.250%	6/15/17	1,725	1,847
Equity CommonWealth	6.650%	1/15/18	975	1,073
Equity Commonwealth	5.875%	9/15/20	1,300	1,436
Equity One Inc.	3.750%	11/15/22	2,000	2,018
ERP Operating LP	5.125%	3/15/16	3,050	3,171
ERP Operating LP	5.375%	8/1/16	975	1,032
ERP Operating LP	5.750%	6/15/17	550	602
ERP Operating LP	2.375%	7/1/19	4,500	4,556
ERP Operating LP	4.750%	7/15/20	385	429
ERP Operating LP	4.625%	12/15/21	4,400	4,908
ERP Operating LP	3.000%	4/15/23	4,875	4,899
ERP Operating LP	4.500%	7/1/44	4,600	4,955
Essex Portfolio LP	5.500%	3/15/17	975	1,050
Essex Portfolio LP	3.375%	1/15/23	1,125	1,136
Essex Portfolio LP	3.250%	5/1/23	1,425	1,420
Essex Portfolio LP	3.500%	4/1/25	9,050	9,179
Excel Trust LP	4.625%	5/15/24	2,075	2,173
Federal Realty Investment Trust	3.000%	8/1/22	1,600	1,618
Federal Realty Investment Trust	2.750%	6/1/23	950	938
Federal Realty Investment Trust	4.500%	12/1/44	11,800	12,760
HCP Inc.	6.300%	9/15/16	950	1,018
HCP Inc.	6.000%	1/30/17	5,000	5,398
HCP Inc.	2.625%	2/1/20	5,000	5,020
HCP Inc.	5.375%	2/1/21	3,690	4,149
HCP Inc.	3.150%	8/1/22	3,375	3,353
HCP Inc.	4.250%	11/15/23	8,750	9,201
HCP Inc.	4.200%	3/1/24	9,300	9,721
HCP Inc.	6.750%	2/1/41	1,275	1,704
Health Care REIT Inc.	6.200%	6/1/16	3,250	3,443
Health Care REIT Inc.	4.700%	9/15/17	1,850	1,988
Health Care REIT Inc.	2.250%	3/15/18	8,900	9,022
Health Care REIT Inc.	4.125%	4/1/19	2,995	3,218
Health Care REIT Inc.	6.125%	4/15/20	3,850	4,471
Health Care REIT Inc.	4.950%	1/15/21	5,340	5,908
Health Care REIT Inc.	5.250%	1/15/22	175	196
Health Care REIT Inc.	3.750%	3/15/23	5,250	5,381
Health Care REIT Inc.	6.500%	3/15/41	175	232
Health Care REIT Inc.	5.125%	3/15/43	4,675	5,268
Healthcare Realty Trust Inc.	6.500%	1/17/17	1,600	1,741
Healthcare Realty Trust Inc.	5.750%	1/15/21	4,666	5,271
Healthcare Realty Trust Inc.	3.750%	4/15/23	1,500	1,493
Healthcare Trust of America Holdings LP	3.375%	7/15/21	2,200	2,233
Healthcare Trust of America Holdings LP	3.700%	4/15/23	875	878
Highwoods Realty LP	3.200%	6/15/21	4,000	4,078
Hospitality Properties Trust	5.625%	3/15/17	3,150	3,360
Hospitality Properties Trust	6.700%	1/15/18	6,600	7,324
Hospitality Properties Trust	4.650%	3/15/24	3,725	3,868
Hospitality Properties Trust	4.500%	3/15/25	1,475	1,511
Kilroy Realty LP	4.800%	7/15/18	7,125	7,679
Kilroy Realty LP	3.800%	1/15/23	4,300	4,402
Kilroy Realty LP	4.250%	8/15/29	3,025	3,151
Kimco Realty Corp.	5.700%	5/1/17	5,250	5,693
Kimco Realty Corp.	4.300%	2/1/18	840	898
Kimco Realty Corp.	6.875%	10/1/19	1,750	2,079
Kimco Realty Corp.	3.125%	6/1/23	1,775	1,764
Lexington Realty Trust	4.400%	6/15/24	1,875	1,947
Liberty Property LP	6.625%	10/1/17	1,800	2,006

Liberty Property LP	4.750%	10/1/20	450	492
Liberty Property LP	3.375%	6/15/23	1,775	1,763
Liberty Property LP	4.400%	2/15/24	1,700	1,810
Liberty Property LP	3.750%	4/1/25	8,000	8,066
Mack-Cali Realty LP	2.500%	12/15/17	1,700	1,711
Mack-Cali Realty LP	7.750%	8/15/19	4,425	5,116
Mack-Cali Realty LP	4.500%	4/18/22	3,350	3,374
Mack-Cali Realty LP	3.150%	5/15/23	3,850	3,493
Mid-America Apartments LP	4.300%	10/15/23	2,200	2,349
Mid-America Apartments LP	3.750%	6/15/24	2,800	2,872
National Retail Properties Inc.	6.875%	10/15/17	6,950	7,801
National Retail Properties Inc.	3.800%	10/15/22	1,600	1,660
National Retail Properties Inc.	3.900%	6/15/24	4,600	4,780
Omega Healthcare Investors Inc.	6.750%	10/15/22	3,258	3,441
Omega Healthcare Investors Inc.	5.875%	3/15/24	3,685	3,920
Omega Healthcare Investors Inc.	4.950%	4/1/24	2,550	2,681
7 Omega Healthcare Investors Inc.	4.500%	1/15/25	1,850	1,871
7 Omega Healthcare Investors Inc.	4.500%	4/1/27	11,000	10,752
Piedmont Operating Partnership LP	3.400%	6/1/23	5,975	5,837
Piedmont Operating Partnership LP	4.450%	3/15/24	1,800	1,869
Post Apartment Homes LP	3.375%	12/1/22	3,025	3,050
ProLogis LP	4.500%	8/15/17	775	827
ProLogis LP	2.750%	2/15/19	8,025	8,207
ProLogis LP	6.875%	3/15/20	3,675	4,362
ProLogis LP	4.250%	8/15/23	1,800	1,938
Realty Income Corp.	2.000%	1/31/18	700	706
Realty Income Corp.	6.750%	8/15/19	5,665	6,667
Realty Income Corp.	5.750%	1/15/21	3,000	3,463
Realty Income Corp.	3.250%	10/15/22	825	827
Realty Income Corp.	4.650%	8/1/23	2,475	2,697
Regency Centers LP	5.875%	6/15/17	3,400	3,707
Regency Centers LP	4.800%	4/15/21	2,000	2,215
Regency Centers LP	3.750%	6/15/24	4,700	4,840
Retail Opportunity Investments Corp.	5.000%	12/15/23	1,250	1,370
Retail Properties of America Inc.	4.000%	3/15/25	4,275	4,320
Select Income REIT	2.850%	2/1/18	1,575	1,589
Select Income REIT	4.150%	2/1/22	2,500	2,512
Select Income REIT	4.500%	2/1/25	2,325	2,329
Senior Housing Properties Trust	3.250%	5/1/19	4,000	4,066
Senior Housing Properties Trust	4.750%	5/1/24	1,500	1,556
Simon Property Group LP	5.250%	12/1/16	5,965	6,340
Simon Property Group LP	2.800%	1/30/17	3,525	3,627
Simon Property Group LP	2.150%	9/15/17	6,250	6,383
Simon Property Group LP	6.125%	5/30/18	1,875	2,136
Simon Property Group LP	2.200%	2/1/19	12,850	13,036
Simon Property Group LP	5.650%	2/1/20	7,500	8,682
Simon Property Group LP	4.375%	3/1/21	1,895	2,096
Simon Property Group LP	3.375%	3/15/22	1,675	1,743
Simon Property Group LP	2.750%	2/1/23	3,650	3,612
Simon Property Group LP	3.750%	2/1/24	5,000	5,277
Simon Property Group LP	6.750%	2/1/40	3,925	5,468
Simon Property Group LP	4.750%	3/15/42	1,300	1,463
Simon Property Group LP	4.250%	10/1/44	4,000	4,196
Tanger Properties LP	3.875%	12/1/23	725	756
Tanger Properties LP	3.750%	12/1/24	1,000	1,027
UDR Inc.	4.250%	6/1/18	575	618
UDR Inc.	3.700%	10/1/20	1,250	1,322
UDR Inc.	4.625%	1/10/22	3,800	4,141

Ventas Realty LP	1.250%	4/17/17	2,700	2,693
Ventas Realty LP	3.750%	5/1/24	1,400	1,441
Ventas Realty LP	4.375%	2/1/45	3,100	3,145
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	1,125	1,135
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	4,225	4,523
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	2,425	2,453
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	975	1,077
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	1,300	1,390
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	5,375	5,403
Vornado Realty LP	2.500%	6/30/19	2,400	2,426
Vornado Realty LP	5.000%	1/15/22	5,500	6,081
7 Washington Prime Group LP	3.850%	4/1/20	1,775	1,791
Washington REIT	4.950%	10/1/20	800	865
Washington REIT	3.950%	10/15/22	1,050	1,070
Weingarten Realty Investors	3.375%	10/15/22	675	674
Weingarten Realty Investors	3.500%	4/15/23	2,125	2,134
Weingarten Realty Investors	4.450%	1/15/24	600	642
WP Carey Inc.	4.600%	4/1/24	3,980	4,128
WP Carey Inc.	4.000%	2/1/25	1,000	1,002
				8,070,908
Industrial (15.5%)
Basic Industry (1.3%)
Agrium Inc.	6.750%	1/15/19	1,500	1,749
Agrium Inc.	3.150%	10/1/22	13,560	13,587
Agrium Inc.	3.500%	6/1/23	6,164	6,300
Agrium Inc.	3.375%	3/15/25	3,000	3,004
Agrium Inc.	4.125%	3/15/35	3,250	3,252
Agrium Inc.	7.125%	5/23/36	200	271
Agrium Inc.	6.125%	1/15/41	275	339
Agrium Inc.	4.900%	6/1/43	6,160	6,592
Agrium Inc.	5.250%	1/15/45	4,500	5,098
Air Products & Chemicals Inc.	2.000%	8/2/16	1,050	1,069
Air Products & Chemicals Inc.	1.200%	10/15/17	1,075	1,077
Air Products & Chemicals Inc.	3.000%	11/3/21	7,860	8,148
Air Products & Chemicals Inc.	3.350%	7/31/24	3,875	4,039
Airgas Inc.	1.650%	2/15/18	4,000	3,984
Airgas Inc.	2.900%	11/15/22	4,000	3,978
Airgas Inc.	3.650%	7/15/24	3,750	3,881
Albemarle Corp.	3.000%	12/1/19	4,025	4,068
Albemarle Corp.	4.500%	12/15/20	450	484
Albemarle Corp.	4.150%	12/1/24	3,200	3,329
Albemarle Corp.	5.450%	12/1/44	2,800	3,031
Barrick Gold Corp.	6.950%	4/1/19	350	410
Barrick Gold Corp.	3.850%	4/1/22	10,700	10,462
Barrick Gold Corp.	4.100%	5/1/23	2,475	2,444
Barrick Gold Corp.	5.250%	4/1/42	3,900	3,722
Barrick North America Finance LLC	6.800%	9/15/18	2,650	3,039
Barrick North America Finance LLC	4.400%	5/30/21	13,635	13,973
Barrick North America Finance LLC	7.500%	9/15/38	500	597
Barrick North America Finance LLC	5.700%	5/30/41	6,275	6,241
Barrick North America Finance LLC	5.750%	5/1/43	2,875	3,003
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	6,694	6,609
BHP Billiton Finance USA Ltd.	1.875%	11/21/16	2,800	2,842
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	8,050	8,157
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	1,425	1,546
BHP Billiton Finance USA Ltd.	2.050%	9/30/18	8,767	8,941
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	4,390	5,164

BHP Billiton Finance USA Ltd.	3.250%	11/21/21	6,150	6,411
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	14,675	14,900
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	13,725	14,689
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	4,100	4,184
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	21,460	24,492
Braskem Finance Ltd.	6.450%	2/3/24	5,000	4,650
Cabot Corp.	2.550%	1/15/18	200	204
Cabot Corp.	3.700%	7/15/22	400	415
Carpenter Technology Corp.	5.200%	7/15/21	5,575	6,031
Celulosa Arauco y Constitucion SA	5.625%	4/20/15	1,000	1,002
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	800	942
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	2,800	2,968
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	2,000	2,090
CF Industries Inc.	6.875%	5/1/18	11,650	13,237
CF Industries Inc.	7.125%	5/1/20	4,010	4,827
CF Industries Inc.	3.450%	6/1/23	600	606
CF Industries Inc.	5.150%	3/15/34	6,000	6,560
CF Industries Inc.	4.950%	6/1/43	2,900	3,032
CF Industries Inc.	5.375%	3/15/44	7,205	8,059
Cytec Industries Inc.	3.500%	4/1/23	225	227
Domtar Corp.	6.250%	9/1/42	475	523
Domtar Corp.	6.750%	2/15/44	3,325	3,869
Dow Chemical Co.	2.500%	2/15/16	2,175	2,207
Dow Chemical Co.	8.550%	5/15/19	11,389	14,217
Dow Chemical Co.	4.250%	11/15/20	9,365	10,241
Dow Chemical Co.	4.125%	11/15/21	5,240	5,697
Dow Chemical Co.	3.000%	11/15/22	3,000	3,014
Dow Chemical Co.	3.500%	10/1/24	5,700	5,797
Dow Chemical Co.	7.375%	11/1/29	2,000	2,718
Dow Chemical Co.	4.250%	10/1/34	4,500	4,555
Dow Chemical Co.	9.400%	5/15/39	5,865	9,709
Dow Chemical Co.	5.250%	11/15/41	5,015	5,656
Dow Chemical Co.	4.375%	11/15/42	10,700	10,764
Eastman Chemical Co.	2.400%	6/1/17	6,548	6,688
Eastman Chemical Co.	5.500%	11/15/19	4,721	5,375
Eastman Chemical Co.	2.700%	1/15/20	7,000	7,105
Eastman Chemical Co.	4.500%	1/15/21	6,310	6,887
Eastman Chemical Co.	3.600%	8/15/22	8,055	8,383
Eastman Chemical Co.	3.800%	3/15/25	3,750	3,895
Eastman Chemical Co.	4.800%	9/1/42	2,600	2,761
Eastman Chemical Co.	4.650%	10/15/44	8,200	8,527
Ecolab Inc.	1.000%	8/9/15	550	551
Ecolab Inc.	3.000%	12/8/16	1,875	1,933
Ecolab Inc.	1.450%	12/8/17	6,375	6,374
Ecolab Inc.	1.550%	1/12/18	3,000	2,999
Ecolab Inc.	2.250%	1/12/20	2,100	2,111
Ecolab Inc.	4.350%	12/8/21	5,600	6,173
Ecolab Inc.	5.500%	12/8/41	1,500	1,831
EI du Pont de Nemours & Co.	2.750%	4/1/16	1,600	1,633
EI du Pont de Nemours & Co.	5.250%	12/15/16	1,330	1,431
EI du Pont de Nemours & Co.	6.000%	7/15/18	15,590	17,766
EI du Pont de Nemours & Co.	4.625%	1/15/20	2,615	2,919
EI du Pont de Nemours & Co.	3.625%	1/15/21	7,068	7,558
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,950	3,255
EI du Pont de Nemours & Co.	2.800%	2/15/23	1,250	1,246
EI du Pont de Nemours & Co.	6.500%	1/15/28	525	684
EI du Pont de Nemours & Co.	4.900%	1/15/41	8,100	9,129
EI du Pont de Nemours & Co.	4.150%	2/15/43	1,125	1,152

FMC Corp.	3.950%	2/1/22	3,275	3,422
FMC Corp.	4.100%	2/1/24	6,500	6,895
Freeport-McMoRan Inc.	2.150%	3/1/17	2,000	1,994
Freeport-McMoRan Inc.	2.375%	3/15/18	10,780	10,732
Freeport-McMoRan Inc.	3.100%	3/15/20	4,625	4,506
Freeport-McMoRan Inc.	3.550%	3/1/22	18,074	16,749
Freeport-McMoRan Inc.	3.875%	3/15/23	18,005	16,690
Freeport-McMoRan Inc.	5.400%	11/14/34	4,402	4,007
Freeport-McMoRan Inc.	5.450%	3/15/43	9,580	8,565
Georgia-Pacific LLC	8.000%	1/15/24	7,871	10,442
Georgia-Pacific LLC	7.375%	12/1/25	2,250	2,965
Georgia-Pacific LLC	7.750%	11/15/29	1,700	2,402
Georgia-Pacific LLC	8.875%	5/15/31	4,250	6,436
Glencore Canada Corp.	6.000%	10/15/15	325	333
Glencore Canada Corp.	5.500%	6/15/17	1,975	2,114
Goldcorp Inc.	2.125%	3/15/18	5,800	5,840
Goldcorp Inc.	3.700%	3/15/23	4,325	4,290
Goldcorp Inc.	5.450%	6/9/44	2,933	3,020
International Paper Co.	7.950%	6/15/18	3,000	3,550
International Paper Co.	7.500%	8/15/21	7,265	9,123
International Paper Co.	4.750%	2/15/22	7,875	8,708
International Paper Co.	7.300%	11/15/39	4,170	5,564
International Paper Co.	6.000%	11/15/41	2,900	3,436
International Paper Co.	4.800%	6/15/44	9,400	9,658
Kinross Gold Corp.	5.950%	3/15/24	4,750	4,394
Kinross Gold Corp.	6.875%	9/1/41	1,275	1,131
Lubrizol Corp.	8.875%	2/1/19	1,075	1,345
LYB International Finance BV	4.000%	7/15/23	3,000	3,175
LYB International Finance BV	5.250%	7/15/43	4,516	5,024
LYB International Finance BV	4.875%	3/15/44	4,100	4,382
LyondellBasell Industries NV	5.000%	4/15/19	17,135	18,824
LyondellBasell Industries NV	6.000%	11/15/21	8,875	10,428
LyondellBasell Industries NV	5.750%	4/15/24	4,400	5,172
LyondellBasell Industries NV	4.625%	2/26/55	5,000	4,948
Monsanto Co.	1.150%	6/30/17	4,935	4,960
Monsanto Co.	5.125%	4/15/18	850	943
Monsanto Co.	2.125%	7/15/19	5,000	5,068
Monsanto Co.	2.750%	7/15/21	3,550	3,635
Monsanto Co.	2.200%	7/15/22	650	631
Monsanto Co.	3.375%	7/15/24	4,000	4,153
Monsanto Co.	5.500%	8/15/25	3,550	4,303
Monsanto Co.	4.200%	7/15/34	2,500	2,686
Monsanto Co.	5.875%	4/15/38	950	1,197
Monsanto Co.	3.600%	7/15/42	3,000	2,846
Monsanto Co.	4.650%	11/15/43	1,500	1,680
Monsanto Co.	4.400%	7/15/44	10,400	11,269
Monsanto Co.	4.700%	7/15/64	4,200	4,563
Mosaic Co.	4.250%	11/15/23	6,850	7,323
Mosaic Co.	5.450%	11/15/33	1,600	1,864
Mosaic Co.	4.875%	11/15/41	4,045	4,326
Mosaic Co.	5.625%	11/15/43	1,600	1,897
Newmont Mining Corp.	5.125%	10/1/19	3,525	3,861
Newmont Mining Corp.	3.500%	3/15/22	2,400	2,324
Newmont Mining Corp.	5.875%	4/1/35	1,000	1,003
Newmont Mining Corp.	6.250%	10/1/39	8,775	8,944
Newmont Mining Corp.	4.875%	3/15/42	7,125	6,332
Nucor Corp.	5.750%	12/1/17	7,190	8,015
Nucor Corp.	5.850%	6/1/18	1,725	1,930

Nucor Corp.	4.125%	9/15/22	300	322
Nucor Corp.	4.000%	8/1/23	3,650	3,834
Nucor Corp.	6.400%	12/1/37	1,875	2,388
Nucor Corp.	5.200%	8/1/43	10,175	11,451
Packaging Corp. of America	3.900%	6/15/22	2,275	2,368
Packaging Corp. of America	4.500%	11/1/23	11,025	11,869
Packaging Corp. of America	3.650%	9/15/24	4,500	4,579
Placer Dome Inc.	6.450%	10/15/35	1,050	1,130
Plains Exploration & Production Co.	6.500%	11/15/20	11,151	11,820
Plains Exploration & Production Co.	6.750%	2/1/22	2,330	2,464
Plains Exploration & Production Co.	6.875%	2/15/23	11,539	12,246
Plum Creek Timberlands LP	4.700%	3/15/21	445	488
Plum Creek Timberlands LP	3.250%	3/15/23	1,000	991
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	8,500	8,896
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	1,077	1,271
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	7,565	8,536
Potash Corp. of Saskatchewan Inc.	3.625%	3/15/24	1,000	1,054
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	4,000	4,028
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	200	252
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	4,375	5,509
PPG Industries Inc.	2.300%	11/15/19	4,000	4,053
PPG Industries Inc.	5.500%	11/15/40	2,950	3,662
Praxair Inc.	4.500%	8/15/19	1,300	1,442
Praxair Inc.	3.000%	9/1/21	2,225	2,321
Praxair Inc.	2.450%	2/15/22	10,000	10,057
Praxair Inc.	2.200%	8/15/22	8,025	7,827
Praxair Inc.	2.650%	2/5/25	3,400	3,356
Praxair Inc.	3.550%	11/7/42	1,500	1,477
Rayonier Inc.	3.750%	4/1/22	2,000	2,037
Reliance Steel & Aluminum Co.	6.200%	11/15/16	100	107
Reliance Steel & Aluminum Co.	4.500%	4/15/23	1,700	1,715
Reliance Steel & Aluminum Co.	6.850%	11/15/36	100	117
Rio Tinto Alcan Inc.	6.125%	12/15/33	3,444	4,221
Rio Tinto Alcan Inc.	5.750%	6/1/35	3,000	3,542
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	145	148
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	756	771
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	21,835	25,072
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	5,300	6,716
Rio Tinto Finance USA Ltd.	3.500%	11/2/20	7,940	8,353
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	5,650	6,078
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	5,961	6,275
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	2,225	3,010
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	4,560	5,140
Rio Tinto Finance USA plc	1.375%	6/17/16	8,000	8,033
Rio Tinto Finance USA plc	2.000%	3/22/17	3,075	3,118
Rio Tinto Finance USA plc	1.625%	8/21/17	5,075	5,093
Rio Tinto Finance USA plc	2.250%	12/14/18	3,200	3,248
Rio Tinto Finance USA plc	3.500%	3/22/22	3,175	3,278
Rio Tinto Finance USA plc	2.875%	8/21/22	3,775	3,744
Rio Tinto Finance USA plc	4.750%	3/22/42	475	509
Rio Tinto Finance USA plc	4.125%	8/21/42	13,850	13,704
Rock-Tenn Co.	4.450%	3/1/19	2,000	2,148
Rock-Tenn Co.	3.500%	3/1/20	2,000	2,074
Rock-Tenn Co.	4.900%	3/1/22	2,000	2,205
Rock-Tenn Co.	4.000%	3/1/23	3,500	3,672
Rockwood Specialties Group Inc.	4.625%	10/15/20	5,500	5,748
Rohm & Haas Co.	6.000%	9/15/17	1,657	1,835
Rohm & Haas Co.	7.850%	7/15/29	4,775	6,772

RPM International Inc.	6.125%	10/15/19	650	742
RPM International Inc.	3.450%	11/15/22	2,275	2,266
Sherwin-Williams Co.	1.350%	12/15/17	2,825	2,825
Sherwin-Williams Co.	4.000%	12/15/42	1,000	1,024
Sigma-Aldrich Corp.	3.375%	11/1/20	600	629
Southern Copper Corp.	5.375%	4/16/20	200	221
Southern Copper Corp.	3.500%	11/8/22	1,550	1,552
Southern Copper Corp.	7.500%	7/27/35	8,475	9,759
Southern Copper Corp.	6.750%	4/16/40	1,600	1,707
Southern Copper Corp.	5.250%	11/8/42	7,625	6,963
Syngenta Finance NV	3.125%	3/28/22	2,250	2,290
Syngenta Finance NV	4.375%	3/28/42	1,250	1,321
Teck Resources Ltd.	5.375%	10/1/15	4,991	5,085
Teck Resources Ltd.	3.150%	1/15/17	700	709
Teck Resources Ltd.	2.500%	2/1/18	4,000	3,965
Teck Resources Ltd.	4.750%	1/15/22	700	707
Teck Resources Ltd.	3.750%	2/1/23	5,550	5,215
Teck Resources Ltd.	6.125%	10/1/35	2,625	2,520
Teck Resources Ltd.	6.000%	8/15/40	6,208	5,996
Teck Resources Ltd.	6.250%	7/15/41	6,126	5,956
Teck Resources Ltd.	5.200%	3/1/42	1,575	1,417
Teck Resources Ltd.	5.400%	2/1/43	475	432
The Dow Chemical Company	4.625%	10/1/44	5,250	5,491
Vale Canada Ltd.	7.200%	9/15/32	3,541	3,562
Vale Overseas Ltd.	6.250%	1/23/17	6,850	7,258
Vale Overseas Ltd.	5.625%	9/15/19	7,125	7,569
Vale Overseas Ltd.	4.625%	9/15/20	12,995	12,939
Vale Overseas Ltd.	4.375%	1/11/22	17,805	17,103
Vale Overseas Ltd.	8.250%	1/17/34	800	887
Vale Overseas Ltd.	6.875%	11/21/36	22,285	21,566
Vale Overseas Ltd.	6.875%	11/10/39	7,015	6,801
Vale SA	5.625%	9/11/42	3,090	2,669
Valspar Corp.	7.250%	6/15/19	1,725	2,027
Valspar Corp.	4.200%	1/15/22	375	401
Westlake Chemical Corp.	3.600%	7/15/22	400	404
Westvaco Corp.	8.200%	1/15/30	2,370	3,347
Westvaco Corp.	7.950%	2/15/31	3,050	4,113
Weyerhaeuser Co.	7.375%	10/1/19	9,289	11,132
Weyerhaeuser Co.	8.500%	1/15/25	1,300	1,753
Weyerhaeuser Co.	7.375%	3/15/32	3,625	4,879
Weyerhaeuser Co.	6.875%	12/15/33	1,450	1,857
Worthington Industries Inc.	4.550%	4/15/26	700	753
Yamana Gold Inc.	4.950%	7/15/24	2,370	2,322
Capital Goods (1.2%)
3M Co.	1.375%	9/29/16	1,630	1,651
3M Co.	2.000%	6/26/22	5,000	4,950
3M Co.	6.375%	2/15/28	1,300	1,749
3M Co.	5.700%	3/15/37	2,595	3,456
ABB Finance USA Inc.	1.625%	5/8/17	1,200	1,212
ABB Finance USA Inc.	2.875%	5/8/22	6,110	6,226
ABB Finance USA Inc.	4.375%	5/8/42	1,250	1,414
Acuity Brands Lighting Inc.	6.000%	12/15/19	800	901
Bemis Co. Inc.	6.800%	8/1/19	200	236
Boeing Capital Corp.	2.125%	8/15/16	885	902
Boeing Capital Corp.	2.900%	8/15/18	1,000	1,046
Boeing Capital Corp.	4.700%	10/27/19	5,875	6,603
Boeing Co.	0.950%	5/15/18	7,500	7,434

Boeing Co.	6.000%	3/15/19	5,950	6,960
Boeing Co.	4.875%	2/15/20	2,100	2,415
Boeing Co.	8.750%	8/15/21	200	277
Boeing Co.	2.350%	10/30/21	2,000	2,039
Boeing Co.	2.500%	3/1/25	3,000	2,979
Boeing Co.	7.250%	6/15/25	325	441
Boeing Co.	6.125%	2/15/33	6,075	8,240
Boeing Co.	3.300%	3/1/35	2,500	2,494
Boeing Co.	6.625%	2/15/38	525	762
Boeing Co.	6.875%	3/15/39	1,715	2,594
Boeing Co.	5.875%	2/15/40	3,780	5,103
Boeing Co.	3.500%	3/1/45	3,000	2,958
Carlisle Cos. Inc.	3.750%	11/15/22	1,650	1,696
Caterpillar Financial Services Corp.	4.625%	6/1/15	2,725	2,743
Caterpillar Financial Services Corp.	2.050%	8/1/16	3,630	3,699
Caterpillar Financial Services Corp.	1.000%	3/3/17	1,344	1,349
Caterpillar Financial Services Corp.	1.750%	3/24/17	2,000	2,029
Caterpillar Financial Services Corp.	1.250%	8/18/17	2,400	2,412
Caterpillar Financial Services Corp.	1.250%	11/6/17	850	852
Caterpillar Financial Services Corp.	5.450%	4/15/18	9,142	10,224
Caterpillar Financial Services Corp.	7.050%	10/1/18	3,575	4,212
Caterpillar Financial Services Corp.	7.150%	2/15/19	14,290	17,085
Caterpillar Financial Services Corp.	2.100%	6/9/19	2,152	2,183
Caterpillar Financial Services Corp.	2.250%	12/1/19	5,550	5,631
Caterpillar Financial Services Corp.	2.000%	3/5/20	3,000	3,008
Caterpillar Financial Services Corp.	2.750%	8/20/21	2,300	2,360
Caterpillar Financial Services Corp.	2.850%	6/1/22	6,104	6,231
Caterpillar Financial Services Corp.	3.300%	6/9/24	4,175	4,350
Caterpillar Financial Services Corp.	3.250%	12/1/24	4,100	4,241
Caterpillar Inc.	1.500%	6/26/17	6,155	6,233
Caterpillar Inc.	3.900%	5/27/21	8,330	9,167
Caterpillar Inc.	3.400%	5/15/24	8,500	8,914
Caterpillar Inc.	6.050%	8/15/36	4,241	5,586
Caterpillar Inc.	5.200%	5/27/41	75	90
Caterpillar Inc.	3.803%	8/15/42	16,444	16,684
Caterpillar Inc.	4.300%	5/15/44	5,450	5,897
Caterpillar Inc.	4.750%	5/15/64	1,000	1,098
Cooper US Inc.	5.450%	4/1/15	950	950
Cooper US Inc.	2.375%	1/15/16	5,575	5,649
Cooper US Inc.	3.875%	12/15/20	200	216
Crane Co.	2.750%	12/15/18	2,000	2,052
Crane Co.	4.450%	12/15/23	3,390	3,635
CRH America Inc.	6.000%	9/30/16	4,250	4,540
CRH America Inc.	8.125%	7/15/18	11,275	13,466
CRH America Inc.	5.750%	1/15/21	4,115	4,815
Danaher Corp.	2.300%	6/23/16	1,800	1,839
Danaher Corp.	5.625%	1/15/18	850	951
Danaher Corp.	3.900%	6/23/21	5,625	6,176
Deere & Co.	2.600%	6/8/22	12,815	12,873
Deere & Co.	5.375%	10/16/29	3,695	4,555
Deere & Co.	8.100%	5/15/30	2,061	3,163
Deere & Co.	3.900%	6/9/42	7,325	7,694
Dover Corp.	4.875%	10/15/15	2,225	2,276
Dover Corp.	5.450%	3/15/18	2,000	2,239
Dover Corp.	4.300%	3/1/21	1,830	2,029
Dover Corp.	6.600%	3/15/38	975	1,385
Dover Corp.	5.375%	3/1/41	895	1,109
Eaton Corp.	1.500%	11/2/17	1,000	1,004

Eaton Corp.	5.600%	5/15/18	6,855	7,638
Eaton Corp.	2.750%	11/2/22	11,675	11,699
Eaton Corp.	4.000%	11/2/32	4,430	4,649
Eaton Corp.	4.150%	11/2/42	3,050	3,138
7 Embraer Overseas Ltd.	5.696%	9/16/23	13,454	14,263
Emerson Electric Co.	5.125%	12/1/16	2,125	2,272
Emerson Electric Co.	5.250%	10/15/18	2,200	2,474
Emerson Electric Co.	4.875%	10/15/19	2,275	2,574
Emerson Electric Co.	4.250%	11/15/20	4,807	5,369
Emerson Electric Co.	2.625%	2/15/23	2,500	2,510
Emerson Electric Co.	6.000%	8/15/32	750	985
Emerson Electric Co.	6.125%	4/15/39	1,000	1,374
Emerson Electric Co.	5.250%	11/15/39	440	545
Exelis Inc.	4.250%	10/1/16	1,900	1,973
Flowserve Corp.	3.500%	9/15/22	9,980	10,137
Flowserve Corp.	4.000%	11/15/23	1,575	1,658
General Dynamics Corp.	1.000%	11/15/17	6,225	6,223
General Dynamics Corp.	3.875%	7/15/21	5,250	5,738
General Dynamics Corp.	2.250%	11/15/22	3,500	3,440
General Dynamics Corp.	3.600%	11/15/42	4,150	4,159
General Electric Co.	5.250%	12/6/17	30,845	34,109
General Electric Co.	2.700%	10/9/22	22,200	22,594
General Electric Co.	3.375%	3/11/24	9,000	9,530
General Electric Co.	4.125%	10/9/42	24,000	25,420
General Electric Co.	4.500%	3/11/44	3,670	4,127
Honeywell International Inc.	5.300%	3/15/17	2,375	2,581
Honeywell International Inc.	5.300%	3/1/18	6,250	6,977
Honeywell International Inc.	5.000%	2/15/19	2,520	2,835
Honeywell International Inc.	4.250%	3/1/21	4,545	5,116
Honeywell International Inc.	3.350%	12/1/23	9,050	9,580
Honeywell International Inc.	5.700%	3/15/36	1,600	2,072
Honeywell International Inc.	5.700%	3/15/37	1,895	2,472
Honeywell International Inc.	5.375%	3/1/41	11,345	14,589
Illinois Tool Works Inc.	1.950%	3/1/19	1,000	1,012
Illinois Tool Works Inc.	6.250%	4/1/19	9,425	10,982
Illinois Tool Works Inc.	3.375%	9/15/21	895	950
Illinois Tool Works Inc.	3.500%	3/1/24	5,000	5,315
Illinois Tool Works Inc.	4.875%	9/15/41	895	1,048
Illinois Tool Works Inc.	3.900%	9/1/42	9,375	9,651
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	8,650	10,059
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	2,845	2,922
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	2,875	3,070
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	2,850	3,469
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	3,000	3,023
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	1,700	1,723
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	4,500	4,828
John Deere Capital Corp.	1.850%	9/15/16	815	829
John Deere Capital Corp.	1.050%	12/15/16	3,000	3,014
John Deere Capital Corp.	2.000%	1/13/17	2,350	2,400
John Deere Capital Corp.	1.400%	3/15/17	1,600	1,615
John Deere Capital Corp.	5.500%	4/13/17	150	163
John Deere Capital Corp.	1.125%	6/12/17	3,000	3,009
John Deere Capital Corp.	2.800%	9/18/17	4,225	4,404
John Deere Capital Corp.	1.200%	10/10/17	4,400	4,405
John Deere Capital Corp.	1.350%	1/16/18	2,950	2,960
John Deere Capital Corp.	5.350%	4/3/18	825	923
John Deere Capital Corp.	5.750%	9/10/18	14,160	16,159
John Deere Capital Corp.	1.950%	12/13/18	9,783	9,941

John Deere Capital Corp.	1.950%	3/4/19	3,400	3,433
John Deere Capital Corp.	2.250%	4/17/19	1,275	1,303
John Deere Capital Corp.	1.700%	1/15/20	5,400	5,346
John Deere Capital Corp.	2.050%	3/10/20	5,500	5,536
John Deere Capital Corp.	2.800%	3/4/21	5,000	5,149
John Deere Capital Corp.	3.900%	7/12/21	4,375	4,797
John Deere Capital Corp.	3.150%	10/15/21	5,595	5,881
John Deere Capital Corp.	2.750%	3/15/22	2,250	2,296
John Deere Capital Corp.	2.800%	1/27/23	3,475	3,511
John Deere Capital Corp.	3.350%	6/12/24	10,000	10,542
Joy Global Inc.	6.000%	11/15/16	575	621
Kennametal Inc.	2.650%	11/1/19	4,478	4,510
Kennametal Inc.	3.875%	2/15/22	2,050	2,126
L-3 Communications Corp.	5.200%	10/15/19	10,230	11,361
L-3 Communications Corp.	4.750%	7/15/20	9,950	10,836
L-3 Communications Corp.	4.950%	2/15/21	6,100	6,726
L-3 Communications Corp.	3.950%	5/28/24	5,061	5,186
Leggett & Platt Inc.	3.800%	11/15/24	3,725	3,877
Legrand France SA	8.500%	2/15/25	400	567
Lockheed Martin Corp.	7.650%	5/1/16	3,950	4,244
Lockheed Martin Corp.	2.125%	9/15/16	775	790
Lockheed Martin Corp.	4.250%	11/15/19	9,168	10,074
Lockheed Martin Corp.	3.350%	9/15/21	6,945	7,368
Lockheed Martin Corp.	2.900%	3/1/25	4,975	5,031
Lockheed Martin Corp.	3.600%	3/1/35	7,600	7,592
Lockheed Martin Corp.	6.150%	9/1/36	10,135	13,411
Lockheed Martin Corp.	5.500%	11/15/39	4,695	5,870
Lockheed Martin Corp.	5.720%	6/1/40	3,126	4,106
Lockheed Martin Corp.	4.850%	9/15/41	3,000	3,491
Lockheed Martin Corp.	3.800%	3/1/45	4,475	4,469
Martin Marietta Materials Inc.	6.600%	4/15/18	1,600	1,816
Mohawk Industries Inc.	3.850%	2/1/23	10,525	10,702
Northrop Grumman Corp.	1.750%	6/1/18	3,525	3,538
Northrop Grumman Corp.	3.500%	3/15/21	4,925	5,188
Northrop Grumman Corp.	3.250%	8/1/23	4,275	4,404
Northrop Grumman Corp.	5.050%	11/15/40	1,875	2,173
Northrop Grumman Corp.	4.750%	6/1/43	3,300	3,717
Northrop Grumman Corp.	3.850%	4/15/45	2,000	1,966
Northrop Grumman Systems Corp.	7.750%	2/15/31	2,870	4,075
Owens Corning	6.500%	12/1/16	240	257
Owens Corning	9.000%	6/15/19	228	277
Owens Corning	4.200%	12/15/22	3,875	4,048
Owens Corning	7.000%	12/1/36	1,975	2,423
Parker Hannifin Corp.	5.500%	5/15/18	1,250	1,399
Parker Hannifin Corp.	3.500%	9/15/22	1,625	1,740
Parker Hannifin Corp.	6.250%	5/15/38	550	755
Parker-Hannifin Corp.	3.300%	11/21/24	3,400	3,560
Parker-Hannifin Corp.	4.200%	11/21/34	5,200	5,669
Parker-Hannifin Corp.	4.450%	11/21/44	4,500	5,020
Pentair Finance SA	1.350%	12/1/15	1,500	1,504
Pentair Finance SA	2.650%	12/1/19	1,750	1,750
Pentair Finance SA	5.000%	5/15/21	4,805	5,306
Precision Castparts Corp.	1.250%	1/15/18	3,325	3,314
Precision Castparts Corp.	2.500%	1/15/23	5,770	5,685
Precision Castparts Corp.	3.900%	1/15/43	3,125	3,223
Raytheon Co.	6.400%	12/15/18	100	117
Raytheon Co.	4.400%	2/15/20	500	552
Raytheon Co.	3.125%	10/15/20	9,075	9,526

Raytheon Co.	2.500%	12/15/22	6,875	6,860
Raytheon Co.	7.200%	8/15/27	2,010	2,758
Raytheon Co.	4.875%	10/15/40	400	466
Raytheon Co.	4.700%	12/15/41	4,150	4,806
Republic Services Inc.	3.800%	5/15/18	6,970	7,392
Republic Services Inc.	5.500%	9/15/19	6,270	7,108
Republic Services Inc.	5.000%	3/1/20	6,100	6,840
Republic Services Inc.	5.250%	11/15/21	2,650	3,061
Republic Services Inc.	3.550%	6/1/22	2,200	2,297
Republic Services Inc.	4.750%	5/15/23	525	593
Republic Services Inc.	3.200%	3/15/25	1,500	1,509
Republic Services Inc.	6.086%	3/15/35	825	1,051
Republic Services Inc.	6.200%	3/1/40	6,165	8,259
Republic Services Inc.	5.700%	5/15/41	3,300	4,137
Rockwell Automation Inc.	5.650%	12/1/17	600	665
Rockwell Automation Inc.	6.700%	1/15/28	325	429
Rockwell Automation Inc.	6.250%	12/1/37	1,500	2,025
Rockwell Collins Inc.	5.250%	7/15/19	275	311
Rockwell Collins Inc.	3.100%	11/15/21	1,000	1,047
Rockwell Collins Inc.	3.700%	12/15/23	1,500	1,602
Rockwell Collins Inc.	4.800%	12/15/43	1,050	1,254
Roper Industries Inc.	1.850%	11/15/17	1,175	1,185
Roper Industries Inc.	2.050%	10/1/18	13,250	13,291
Roper Industries Inc.	6.250%	9/1/19	5,600	6,510
Roper Industries Inc.	3.125%	11/15/22	400	399
Snap-on Inc.	6.125%	9/1/21	2,000	2,405
Sonoco Products Co.	4.375%	11/1/21	435	472
Sonoco Products Co.	5.750%	11/1/40	3,910	4,690
Stanley Black & Decker Inc.	3.400%	12/1/21	2,425	2,560
Stanley Black & Decker Inc.	2.900%	11/1/22	3,000	3,049
Textron Inc.	5.600%	12/1/17	3,416	3,732
Textron Inc.	3.650%	3/1/21	1,000	1,045
Textron Inc.	4.300%	3/1/24	2,275	2,435
Textron Inc.	3.875%	3/1/25	2,500	2,584
Tyco International Finance SA	8.500%	1/15/19	1,130	1,373
Tyco International Finance SA / Tyco Fire &
Security Finance SCA	6.875%	1/15/21	2,600	3,113
Tyco International Finance SA/Tyco Fire &
Security Finance SCA	7.000%	12/15/19	1,375	1,637
United Technologies Corp.	1.800%	6/1/17	6,085	6,197
United Technologies Corp.	5.375%	12/15/17	10,675	11,862
United Technologies Corp.	6.125%	2/1/19	12,690	14,750
United Technologies Corp.	4.500%	4/15/20	10,255	11,519
United Technologies Corp.	3.100%	6/1/22	17,818	18,549
United Technologies Corp.	6.700%	8/1/28	325	445
United Technologies Corp.	7.500%	9/15/29	3,825	5,592
United Technologies Corp.	5.400%	5/1/35	600	740
United Technologies Corp.	6.050%	6/1/36	1,915	2,558
United Technologies Corp.	6.125%	7/15/38	10,950	14,700
United Technologies Corp.	5.700%	4/15/40	7,025	9,064
United Technologies Corp.	4.500%	6/1/42	21,990	24,355
Valmont Industries Inc.	5.000%	10/1/44	1,100	1,077
Valmont Industries Inc.	5.250%	10/1/54	2,350	2,316
Waste Management Inc.	2.600%	9/1/16	145	148
Waste Management Inc.	6.100%	3/15/18	950	1,074
Waste Management Inc.	4.750%	6/30/20	5,000	5,584
Waste Management Inc.	4.600%	3/1/21	6,425	7,152
Waste Management Inc.	3.500%	5/15/24	4,800	5,005

Waste Management Inc.	3.125%	3/1/25	1,250	1,262
Waste Management Inc.	3.900%	3/1/35	1,000	1,018
Waste Management Inc.	4.100%	3/1/45	3,000	3,059
Communication (2.7%)
21st Century Fox America Inc.	8.000%	10/17/16	1,450	1,602
21st Century Fox America Inc.	6.900%	3/1/19	4,340	5,137
21st Century Fox America Inc.	4.500%	2/15/21	7,050	7,808
21st Century Fox America Inc.	3.000%	9/15/22	11,850	12,000
21st Century Fox America Inc.	4.000%	10/1/23	1,075	1,154
21st Century Fox America Inc.	7.700%	10/30/25	200	265
21st Century Fox America Inc.	6.550%	3/15/33	5,465	7,239
21st Century Fox America Inc.	6.200%	12/15/34	6,250	7,984
21st Century Fox America Inc.	6.400%	12/15/35	12,800	16,799
21st Century Fox America Inc.	8.150%	10/17/36	275	411
21st Century Fox America Inc.	6.150%	3/1/37	3,000	3,874
21st Century Fox America Inc.	6.650%	11/15/37	8,000	10,818
21st Century Fox America Inc.	6.900%	8/15/39	2,275	3,125
21st Century Fox America Inc.	6.150%	2/15/41	9,025	11,687
21st Century Fox America Inc.	5.400%	10/1/43	4,700	5,706
21st Century Fox America Inc.	4.750%	9/15/44	4,175	4,669
21st Century Fox America Inc.	7.750%	12/1/45	3,450	5,213
America Movil SAB de CV	2.375%	9/8/16	8,500	8,658
America Movil SAB de CV	5.625%	11/15/17	1,150	1,271
America Movil SAB de CV	5.000%	10/16/19	5,700	6,399
America Movil SAB de CV	5.000%	3/30/20	16,173	18,344
America Movil SAB de CV	3.125%	7/16/22	5,300	5,385
America Movil SAB de CV	6.375%	3/1/35	2,275	2,825
America Movil SAB de CV	6.125%	11/15/37	1,825	2,243
America Movil SAB de CV	6.125%	3/30/40	14,540	18,013
America Movil SAB de CV	4.375%	7/16/42	5,250	5,213
American Tower Corp.	7.000%	10/15/17	100	113
American Tower Corp.	4.500%	1/15/18	16,300	17,476
American Tower Corp.	5.050%	9/1/20	295	326
American Tower Corp.	5.900%	11/1/21	5,615	6,462
American Tower Corp.	4.700%	3/15/22	5,000	5,348
American Tower Corp.	3.500%	1/31/23	19,050	18,880
American Tower Corp.	5.000%	2/15/24	1,735	1,897
AT&T Corp.	8.000%	11/15/31	5,149	7,625
AT&T Inc.	2.950%	5/15/16	5,740	5,867
AT&T Inc.	2.400%	8/15/16	2,355	2,396
AT&T Inc.	1.600%	2/15/17	13,965	14,007
AT&T Inc.	1.700%	6/1/17	16,086	16,142
AT&T Inc.	1.400%	12/1/17	12,660	12,596
AT&T Inc.	5.500%	2/1/18	10,265	11,284
AT&T Inc.	5.600%	5/15/18	3,700	4,112
AT&T Inc.	2.375%	11/27/18	10,000	10,128
AT&T Inc.	5.800%	2/15/19	3,900	4,419
AT&T Inc.	2.300%	3/11/19	5,300	5,345
AT&T Inc.	4.450%	5/15/21	5,590	6,123
AT&T Inc.	3.875%	8/15/21	11,485	12,148
AT&T Inc.	3.000%	2/15/22	7,975	8,009
AT&T Inc.	2.625%	12/1/22	17,850	17,383
AT&T Inc.	3.900%	3/11/24	3,200	3,350
AT&T Inc.	6.450%	6/15/34	4,195	5,197
AT&T Inc.	6.500%	9/1/37	5,931	7,224
AT&T Inc.	6.300%	1/15/38	6,840	8,158
AT&T Inc.	6.400%	5/15/38	3,100	3,755

AT&T Inc.	6.550%	2/15/39	12,315	15,180
AT&T Inc.	5.350%	9/1/40	23,153	25,271
AT&T Inc.	5.550%	8/15/41	5,250	5,846
AT&T Inc.	4.300%	12/15/42	17,836	16,982
AT&T Inc.	4.800%	6/15/44	9,700	9,888
AT&T Inc.	4.350%	6/15/45	15,158	14,406
AT&T Mobility LLC	7.125%	12/15/31	275	369
Bellsouth Capital Funding Corp.	7.875%	2/15/30	5,107	6,919
BellSouth Corp.	6.875%	10/15/31	3,486	4,256
BellSouth Corp.	6.550%	6/15/34	628	741
BellSouth Corp.	6.000%	11/15/34	419	465
BellSouth Telecommunications LLC	6.375%	6/1/28	2,875	3,334
British Telecommunications plc	1.250%	2/14/17	1,350	1,350
British Telecommunications plc	5.950%	1/15/18	13,310	14,877
British Telecommunications plc	2.350%	2/14/19	1,325	1,345
British Telecommunications plc	9.625%	12/15/30	14,900	24,525
CBS Corp.	1.950%	7/1/17	175	177
CBS Corp.	4.625%	5/15/18	100	108
CBS Corp.	2.300%	8/15/19	7,425	7,426
CBS Corp.	5.750%	4/15/20	12,390	14,239
CBS Corp.	4.300%	2/15/21	4,150	4,485
CBS Corp.	7.875%	7/30/30	25	35
CBS Corp.	5.500%	5/15/33	200	223
CBS Corp.	4.850%	7/1/42	5,225	5,504
CBS Corp.	4.900%	8/15/44	3,050	3,228
CC Holdings GS V LLC / Crown Castle GS III
Corp.	3.849%	4/15/23	10,550	10,665
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	2,000	2,906
Comcast Cable Communications LLC	8.875%	5/1/17	975	1,129
Comcast Corp.	5.900%	3/15/16	17,110	17,948
Comcast Corp.	6.500%	1/15/17	150	165
Comcast Corp.	6.300%	11/15/17	3,775	4,265
Comcast Corp.	5.875%	2/15/18	6,750	7,611
Comcast Corp.	5.700%	5/15/18	12,675	14,293
Comcast Corp.	5.700%	7/1/19	6,645	7,687
Comcast Corp.	5.150%	3/1/20	5,055	5,814
Comcast Corp.	3.125%	7/15/22	1,925	1,994
Comcast Corp.	2.850%	1/15/23	8,666	8,805
Comcast Corp.	3.600%	3/1/24	1,425	1,527
Comcast Corp.	3.375%	2/15/25	10,100	10,553
Comcast Corp.	4.250%	1/15/33	11,700	12,600
Comcast Corp.	7.050%	3/15/33	2,300	3,237
Comcast Corp.	4.200%	8/15/34	7,075	7,645
Comcast Corp.	5.650%	6/15/35	2,900	3,601
Comcast Corp.	6.500%	11/15/35	13,475	18,318
Comcast Corp.	6.450%	3/15/37	6,825	9,231
Comcast Corp.	6.950%	8/15/37	13,450	19,107
Comcast Corp.	6.400%	5/15/38	5,975	8,072
Comcast Corp.	6.400%	3/1/40	9,300	12,695
Comcast Corp.	4.650%	7/15/42	16,325	18,259
Comcast Corp.	4.500%	1/15/43	1,425	1,565
Comcast Corp.	4.750%	3/1/44	1,375	1,580
COX Communications Inc.	5.500%	10/1/15	100	102
Deutsche Telekom International Finance BV	6.750%	8/20/18	9,875	11,495
Deutsche Telekom International Finance BV	6.000%	7/8/19	6,525	7,563
Deutsche Telekom International Finance BV	8.750%	6/15/30	25,594	38,967
Deutsche Telekom International Finance BV	9.250%	6/1/32	100	164

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	1.750%	1/15/18	275	275
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	5,050	5,819
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.200%	3/15/20	2,425	2,735
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.600%	2/15/21	3,075	3,349
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	19,875	22,107
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	10,000	10,364
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.450%	4/1/24	775	829
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.950%	1/15/25	16,475	16,973
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	8,500	10,047
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	675	765
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	4,100	4,835
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	17,200	17,978
Discovery Communications LLC	5.050%	6/1/20	8,600	9,577
Discovery Communications LLC	4.375%	6/15/21	870	938
Discovery Communications LLC	3.300%	5/15/22	4,125	4,146
Discovery Communications LLC	3.250%	4/1/23	3,475	3,460
Discovery Communications LLC	3.450%	3/15/25	1,650	1,649
Discovery Communications LLC	6.350%	6/1/40	3,035	3,734
Discovery Communications LLC	4.950%	5/15/42	6,250	6,589
Embarq Corp.	7.082%	6/1/16	4,925	5,224
Embarq Corp.	7.995%	6/1/36	9,974	11,898
Graham Holdings Co.	7.250%	2/1/19	875	990
Grupo Televisa SAB	6.000%	5/15/18	875	976
Grupo Televisa SAB	6.625%	3/18/25	1,475	1,843
Grupo Televisa SAB	8.500%	3/11/32	275	387
Grupo Televisa SAB	6.625%	1/15/40	3,795	4,709
Grupo Televisa SAB	5.000%	5/13/45	7,650	7,905
GTE Corp.	8.750%	11/1/21	1,700	2,218
GTE Corp.	6.940%	4/15/28	1,750	2,242
Historic TW Inc.	9.150%	2/1/23	3,425	4,710
Historic TW Inc.	6.625%	5/15/29	4,925	6,339
Interpublic Group of Cos. Inc.	3.750%	2/15/23	16,246	16,725
Interpublic Group of Cos. Inc.	4.200%	4/15/24	750	796
Koninklijke KPN NV	8.375%	10/1/30	5,500	7,932
McGraw Hill Financial Inc.	5.900%	11/15/17	1,750	1,919
McGraw Hill Financial Inc.	6.550%	11/15/37	1,600	1,798
Moody's Corp.	5.500%	9/1/20	438	501
Moody's Corp.	4.500%	9/1/22	14,842	16,135
Moody's Corp.	4.875%	2/15/24	2,000	2,222
Moody's Corp.	5.250%	7/15/44	5,750	6,553
NBCUniversal Media LLC	2.875%	4/1/16	5,830	5,955
NBCUniversal Media LLC	5.150%	4/30/20	8,550	9,817
NBCUniversal Media LLC	4.375%	4/1/21	3,120	3,474
NBCUniversal Media LLC	2.875%	1/15/23	9,150	9,294
NBCUniversal Media LLC	6.400%	4/30/40	8,200	11,125
NBCUniversal Media LLC	5.950%	4/1/41	2,025	2,641

NBCUniversal Media LLC	4.450%	1/15/43	5,525	6,010
New Cingular Wireless Services Inc.	8.750%	3/1/31	1,370	2,063
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	825	828
Omnicom Group Inc.	5.900%	4/15/16	3,675	3,853
Omnicom Group Inc.	4.450%	8/15/20	7,550	8,310
Omnicom Group Inc.	3.625%	5/1/22	17,890	18,772
Omnicom Group Inc.	3.650%	11/1/24	2,325	2,411
Orange SA	2.750%	9/14/16	4,180	4,277
Orange SA	2.750%	2/6/19	5,950	6,139
Orange SA	5.375%	7/8/19	6,825	7,756
Orange SA	4.125%	9/14/21	12,095	13,242
Orange SA	9.000%	3/1/31	16,490	25,276
Orange SA	5.375%	1/13/42	275	316
Orange SA	5.500%	2/6/44	6,575	7,859
Pacific Bell Telephone Co.	7.125%	3/15/26	425	540
Qwest Corp.	6.500%	6/1/17	1,125	1,235
Qwest Corp.	6.750%	12/1/21	7,140	8,202
Qwest Corp.	7.250%	9/15/25	1,400	1,633
Qwest Corp.	6.875%	9/15/33	3,175	3,187
Qwest Corp.	7.125%	11/15/43	4,500	4,635
Reed Elsevier Capital Inc.	3.125%	10/15/22	6,234	6,257
Rogers Communications Inc.	6.800%	8/15/18	7,350	8,526
Rogers Communications Inc.	3.000%	3/15/23	1,575	1,568
Rogers Communications Inc.	4.100%	10/1/23	4,250	4,532
Rogers Communications Inc.	7.500%	8/15/38	100	144
Rogers Communications Inc.	4.500%	3/15/43	125	129
Rogers Communications Inc.	5.000%	3/15/44	15,025	16,493
Scripps Networks Interactive Inc.	2.750%	11/15/19	4,525	4,559
Scripps Networks Interactive Inc.	3.900%	11/15/24	2,275	2,347
TCI Communications Inc.	7.875%	2/15/26	1,375	1,945
TCI Communications Inc.	7.125%	2/15/28	450	619
Telefonica Emisiones SAU	6.421%	6/20/16	4,975	5,286
Telefonica Emisiones SAU	3.192%	4/27/18	9,700	10,098
Telefonica Emisiones SAU	5.877%	7/15/19	13,400	15,462
Telefonica Emisiones SAU	5.134%	4/27/20	5,545	6,247
Telefonica Emisiones SAU	5.462%	2/16/21	5,540	6,319
Telefonica Emisiones SAU	4.570%	4/27/23	22,500	24,674
Telefonica Emisiones SAU	7.045%	6/20/36	13,010	17,789
Telefonica Europe BV	8.250%	9/15/30	1,500	2,181
Thomson Reuters Corp.	1.300%	2/23/17	1,750	1,751
Thomson Reuters Corp.	1.650%	9/29/17	500	501
Thomson Reuters Corp.	6.500%	7/15/18	4,225	4,826
Thomson Reuters Corp.	4.700%	10/15/19	1,625	1,793
Thomson Reuters Corp.	3.950%	9/30/21	5,250	5,636
Thomson Reuters Corp.	4.300%	11/23/23	2,675	2,876
Thomson Reuters Corp.	3.850%	9/29/24	1,000	1,035
Thomson Reuters Corp.	5.500%	8/15/35	2,975	3,439
Thomson Reuters Corp.	5.850%	4/15/40	10,610	12,898
Thomson Reuters Corp.	5.650%	11/23/43	2,500	2,966
Time Warner Cable Inc.	5.850%	5/1/17	5,600	6,094
Time Warner Cable Inc.	6.750%	7/1/18	12,625	14,533
Time Warner Cable Inc.	8.750%	2/14/19	8,100	10,001
Time Warner Cable Inc.	8.250%	4/1/19	12,550	15,349
Time Warner Cable Inc.	5.000%	2/1/20	4,295	4,789
Time Warner Cable Inc.	4.125%	2/15/21	3,806	4,082
Time Warner Cable Inc.	4.000%	9/1/21	3,050	3,257
Time Warner Cable Inc.	6.550%	5/1/37	11,970	14,958
Time Warner Cable Inc.	7.300%	7/1/38	9,408	12,619

Time Warner Cable Inc.	6.750%	6/15/39	4,572	5,880
Time Warner Cable Inc.	5.875%	11/15/40	8,475	10,094
Time Warner Cable Inc.	5.500%	9/1/41	11,100	12,716
Time Warner Cable Inc.	4.500%	9/15/42	9,725	9,977
Time Warner Cos. Inc.	7.570%	2/1/24	325	423
Time Warner Cos. Inc.	6.950%	1/15/28	7,050	9,163
Time Warner Entertainment Co. LP	8.375%	3/15/23	1,300	1,748
Time Warner Entertainment Co. LP	8.375%	7/15/33	3,400	4,987
Time Warner Inc.	5.875%	11/15/16	2,525	2,719
Time Warner Inc.	2.100%	6/1/19	3,450	3,467
Time Warner Inc.	4.875%	3/15/20	8,360	9,375
Time Warner Inc.	4.700%	1/15/21	4,350	4,831
Time Warner Inc.	4.750%	3/29/21	7,975	8,898
Time Warner Inc.	4.000%	1/15/22	295	316
Time Warner Inc.	3.400%	6/15/22	250	257
Time Warner Inc.	4.050%	12/15/23	525	562
Time Warner Inc.	3.550%	6/1/24	4,000	4,136
Time Warner Inc.	7.625%	4/15/31	15,700	22,000
Time Warner Inc.	7.700%	5/1/32	4,800	6,827
Time Warner Inc.	6.500%	11/15/36	9,090	11,798
Time Warner Inc.	6.200%	3/15/40	950	1,211
Time Warner Inc.	6.100%	7/15/40	4,150	5,244
Time Warner Inc.	6.250%	3/29/41	5,275	6,799
Time Warner Inc.	5.375%	10/15/41	295	346
Time Warner Inc.	4.900%	6/15/42	2,985	3,302
Time Warner Inc.	5.350%	12/15/43	6,200	7,225
Time Warner Inc.	4.650%	6/1/44	4,000	4,338
Verizon Communications Inc.	2.500%	9/15/16	6,752	6,896
Verizon Communications Inc.	2.000%	11/1/16	19,546	19,836
Verizon Communications Inc.	1.350%	6/9/17	7,350	7,346
Verizon Communications Inc.	1.100%	11/1/17	1,350	1,340
Verizon Communications Inc.	5.500%	2/15/18	8,575	9,519
Verizon Communications Inc.	6.100%	4/15/18	3,245	3,663
Verizon Communications Inc.	3.650%	9/14/18	21,120	22,433
Verizon Communications Inc.	6.350%	4/1/19	6,925	8,058
Verizon Communications Inc.	2.625%	2/21/20	12,119	12,297
Verizon Communications Inc.	4.500%	9/15/20	33,975	37,402
Verizon Communications Inc.	3.450%	3/15/21	9,775	10,210
Verizon Communications Inc.	4.600%	4/1/21	7,710	8,544
Verizon Communications Inc.	3.000%	11/1/21	5,225	5,333
Verizon Communications Inc.	3.500%	11/1/21	7,185	7,509
Verizon Communications Inc.	2.450%	11/1/22	11,450	11,117
Verizon Communications Inc.	5.150%	9/15/23	49,700	56,977
Verizon Communications Inc.	4.150%	3/15/24	14,950	15,986
Verizon Communications Inc.	3.500%	11/1/24	9,000	9,161
Verizon Communications Inc.	7.750%	12/1/30	3,640	5,153
Verizon Communications Inc.	6.400%	9/15/33	14,857	18,589
Verizon Communications Inc.	5.050%	3/15/34	14,200	15,421
Verizon Communications Inc.	4.400%	11/1/34	10,000	10,095
Verizon Communications Inc.	5.850%	9/15/35	7,650	9,035
7 Verizon Communications Inc.	4.272%	1/15/36	35,239	34,975
Verizon Communications Inc.	6.250%	4/1/37	4,825	5,929
Verizon Communications Inc.	6.400%	2/15/38	7,625	9,506
Verizon Communications Inc.	6.900%	4/15/38	3,125	4,119
Verizon Communications Inc.	7.350%	4/1/39	8,800	12,043
Verizon Communications Inc.	6.000%	4/1/41	5,155	6,201
Verizon Communications Inc.	4.750%	11/1/41	8,175	8,442
Verizon Communications Inc.	3.850%	11/1/42	4,200	3,822

Verizon Communications Inc.	6.550%	9/15/43	37,300	48,223
Verizon Communications Inc.	4.862%	8/21/46	12,940	13,483
7 Verizon Communications Inc.	4.522%	9/15/48	22,802	22,587
Verizon Communications Inc.	5.012%	8/21/54	37,752	39,178
7 Verizon Communications Inc.	4.672%	3/15/55	39,324	38,246
Verizon Maryland LLC	5.125%	6/15/33	3,025	3,224
Verizon New England Inc.	7.875%	11/15/29	1,225	1,600
Verizon New York Inc.	7.375%	4/1/32	7,900	9,856
Viacom Inc.	2.500%	12/15/16	300	307
Viacom Inc.	3.500%	4/1/17	5,335	5,558
Viacom Inc.	6.125%	10/5/17	1,250	1,385
Viacom Inc.	2.500%	9/1/18	3,025	3,078
Viacom Inc.	2.200%	4/1/19	2,075	2,072
Viacom Inc.	5.625%	9/15/19	8,470	9,567
Viacom Inc.	3.875%	12/15/21	13,790	14,444
Viacom Inc.	4.250%	9/1/23	8,600	9,085
Viacom Inc.	3.875%	4/1/24	4,000	4,102
Viacom Inc.	6.875%	4/30/36	12,335	15,294
Viacom Inc.	4.500%	2/27/42	2,500	2,385
Viacom Inc.	4.375%	3/15/43	333	311
Viacom Inc.	5.850%	9/1/43	7,850	8,808
Viacom Inc.	5.250%	4/1/44	2,000	2,134
Vodafone Group plc	5.625%	2/27/17	16,490	17,816
Vodafone Group plc	1.625%	3/20/17	1,300	1,308
Vodafone Group plc	1.250%	9/26/17	13,725	13,640
Vodafone Group plc	1.500%	2/19/18	5,400	5,394
Vodafone Group plc	4.625%	7/15/18	2,200	2,401
Vodafone Group plc	5.450%	6/10/19	10,500	11,920
Vodafone Group plc	4.375%	3/16/21	1,343	1,485
Vodafone Group plc	2.500%	9/26/22	1,500	1,448
Vodafone Group plc	2.950%	2/19/23	7,625	7,504
Vodafone Group plc	7.875%	2/15/30	2,588	3,551
Vodafone Group plc	6.250%	11/30/32	2,675	3,271
Vodafone Group plc	6.150%	2/27/37	8,020	9,765
Vodafone Group plc	4.375%	2/19/43	6,175	6,065
Walt Disney Co.	0.450%	12/1/15	1,650	1,651
Walt Disney Co.	1.350%	8/16/16	235	238
Walt Disney Co.	5.625%	9/15/16	3,425	3,676
Walt Disney Co.	1.125%	2/15/17	3,775	3,803
Walt Disney Co.	0.875%	5/30/17	6,275	6,275
Walt Disney Co.	1.100%	12/1/17	4,000	4,004
Walt Disney Co.	5.875%	12/15/17	1,875	2,110
Walt Disney Co.	1.850%	5/30/19	6,300	6,357
Walt Disney Co.	2.750%	8/16/21	1,000	1,039
Walt Disney Co.	2.350%	12/1/22	4,700	4,687
Walt Disney Co.	7.000%	3/1/32	2,025	2,964
Walt Disney Co.	4.125%	12/1/41	9,133	9,971
Walt Disney Co.	3.700%	12/1/42	3,575	3,664
Walt Disney Co.	4.125%	6/1/44	8,575	9,470
WPP Finance 2010	4.750%	11/21/21	7,701	8,663
WPP Finance 2010	3.750%	9/19/24	3,325	3,465
WPP Finance 2010	5.125%	9/7/42	700	773
WPP Finance 2010	5.625%	11/15/43	3,350	3,965
Consumer Cyclical (1.7%)
Advance Auto Parts Inc.	5.750%	5/1/20	1,275	1,442
Advance Auto Parts Inc.	4.500%	1/15/22	325	349
Advance Auto Parts Inc.	4.500%	12/1/23	1,850	1,984

7 Alibaba Group Holding Ltd.	1.625%	11/28/17	9,525	9,540
Alibaba Group Holding Ltd.	1.625%	11/28/17	200	200
7 Alibaba Group Holding Ltd.	2.500%	11/28/19	17,750	17,715
Alibaba Group Holding Ltd.	2.500%	11/28/19	200	200
7 Alibaba Group Holding Ltd.	3.125%	11/28/21	2,300	2,297
Alibaba Group Holding Ltd.	3.125%	11/28/21	750	756
7 Alibaba Group Holding Ltd.	3.600%	11/28/24	11,000	11,053
Alibaba Group Holding Ltd.	3.600%	11/28/24	1,000	1,005
7 Alibaba Group Holding Ltd.	4.500%	11/28/34	4,520	4,621
Alibaba Group Holding Ltd.	4.500%	11/28/34	200	203
Amazon.com Inc.	1.200%	11/29/17	6,650	6,646
Amazon.com Inc.	2.600%	12/5/19	9,650	9,878
Amazon.com Inc.	3.300%	12/5/21	7,000	7,274
Amazon.com Inc.	2.500%	11/29/22	4,300	4,215
Amazon.com Inc.	3.800%	12/5/24	3,400	3,577
Amazon.com Inc.	4.800%	12/5/34	9,000	9,848
Amazon.com Inc.	4.950%	12/5/44	8,000	8,771
American Honda Finance Corp.	1.125%	10/7/16	5,000	5,030
American Honda Finance Corp.	1.200%	7/14/17	7,700	7,719
American Honda Finance Corp.	1.550%	12/11/17	20,000	20,141
American Honda Finance Corp.	2.125%	10/10/18	3,650	3,712
American Honda Finance Corp.	2.250%	8/15/19	3,550	3,609
AutoNation Inc.	6.750%	4/15/18	2,300	2,585
AutoZone Inc.	1.300%	1/13/17	7,950	7,987
AutoZone Inc.	7.125%	8/1/18	7,100	8,272
AutoZone Inc.	3.700%	4/15/22	3,000	3,132
Bed Bath & Beyond Inc.	3.749%	8/1/24	1,000	1,039
Bed Bath & Beyond Inc.	4.915%	8/1/34	1,475	1,592
Bed Bath & Beyond Inc.	5.165%	8/1/44	4,525	4,983
BorgWarner Inc.	4.625%	9/15/20	400	443
BorgWarner Inc.	3.375%	3/15/25	2,000	2,054
BorgWarner Inc.	4.375%	3/15/45	2,715	2,816
Brinker International Inc.	2.600%	5/15/18	6,938	6,983
Brinker International Inc.	3.875%	5/15/23	15,225	15,230
Carnival Corp.	1.200%	2/5/16	1,600	1,603
Carnival Corp.	1.875%	12/15/17	1,250	1,254
Carnival Corp.	3.950%	10/15/20	1,175	1,247
Coach Inc.	4.250%	4/1/25	2,850	2,887
Costco Wholesale Corp.	5.500%	3/15/17	5,400	5,895
Costco Wholesale Corp.	1.125%	12/15/17	8,175	8,179
Costco Wholesale Corp.	1.700%	12/15/19	6,500	6,501
Costco Wholesale Corp.	1.750%	2/15/20	2,000	1,993
Costco Wholesale Corp.	2.250%	2/15/22	1,900	1,896
Cummins Inc.	3.650%	10/1/23	2,750	2,951
Cummins Inc.	4.875%	10/1/43	3,175	3,767
CVS Health Corp.	6.125%	8/15/16	1,425	1,525
CVS Health Corp.	1.200%	12/5/16	650	654
CVS Health Corp.	5.750%	6/1/17	7,727	8,487
CVS Health Corp.	2.250%	12/5/18	24,600	25,103
CVS Health Corp.	2.750%	12/1/22	5,250	5,275
CVS Health Corp.	4.000%	12/5/23	5,570	6,032
CVS Health Corp.	5.750%	5/15/41	3,595	4,583
CVS Health Corp.	5.300%	12/5/43	10,650	12,983
7 Daimler Finance North America LLC	2.625%	9/15/16	2,300	2,350
Daimler Finance North America LLC	8.500%	1/18/31	7,620	12,064
Darden Restaurants Inc.	6.450%	10/15/17	2,025	2,241
Delphi Corp.	5.000%	2/15/23	5,550	5,952
Delphi Corp.	4.150%	3/15/24	1,525	1,622

Dollar General Corp.	3.250%	4/15/23	10,420	10,139
eBay Inc.	1.350%	7/15/17	5,375	5,372
eBay Inc.	2.200%	8/1/19	6,925	6,943
eBay Inc.	3.250%	10/15/20	5,425	5,604
eBay Inc.	2.875%	8/1/21	3,425	3,435
eBay Inc.	2.600%	7/15/22	3,500	3,345
eBay Inc.	3.450%	8/1/24	7,125	7,035
eBay Inc.	4.000%	7/15/42	3,575	3,119
Expedia Inc.	7.456%	8/15/18	250	289
Expedia Inc.	5.950%	8/15/20	10,800	12,169
Family Dollar Stores Inc.	5.000%	2/1/21	1,275	1,341
Ford Holdings LLC	9.300%	3/1/30	175	268
Ford Motor Co.	6.500%	8/1/18	1,025	1,174
Ford Motor Co.	6.625%	10/1/28	3,075	3,936
Ford Motor Co.	6.375%	2/1/29	2,925	3,611
Ford Motor Co.	7.450%	7/16/31	9,475	13,041
Ford Motor Co.	4.750%	1/15/43	12,825	13,958
Ford Motor Co.	7.400%	11/1/46	2,650	3,946
Ford Motor Credit Co. LLC	4.207%	4/15/16	11,915	12,274
Ford Motor Credit Co. LLC	3.984%	6/15/16	1,875	1,932
Ford Motor Credit Co. LLC	8.000%	12/15/16	12,075	13,378
Ford Motor Credit Co. LLC	4.250%	2/3/17	2,550	2,678
Ford Motor Credit Co. LLC	1.461%	3/27/17	3,300	3,301
Ford Motor Credit Co. LLC	3.000%	6/12/17	8,500	8,771
Ford Motor Credit Co. LLC	6.625%	8/15/17	15,225	16,917
Ford Motor Credit Co. LLC	1.724%	12/6/17	5,500	5,490
Ford Motor Credit Co. LLC	2.145%	1/9/18	17,000	17,184
Ford Motor Credit Co. LLC	2.375%	1/16/18	6,500	6,611
Ford Motor Credit Co. LLC	5.000%	5/15/18	11,375	12,408
Ford Motor Credit Co. LLC	2.375%	3/12/19	19,500	19,722
Ford Motor Credit Co. LLC	2.597%	11/4/19	9,750	9,866
Ford Motor Credit Co. LLC	8.125%	1/15/20	12,565	15,700
Ford Motor Credit Co. LLC	2.459%	3/27/20	1,600	1,598
Ford Motor Credit Co. LLC	5.750%	2/1/21	10,075	11,706
Ford Motor Credit Co. LLC	5.875%	8/2/21	9,350	10,986
Ford Motor Credit Co. LLC	3.219%	1/9/22	8,500	8,660
Ford Motor Credit Co. LLC	4.250%	9/20/22	4,725	5,065
Ford Motor Credit Co. LLC	4.375%	8/6/23	3,325	3,596
Ford Motor Credit Co. LLC	3.664%	9/8/24	200	206
Gap Inc.	5.950%	4/12/21	13,675	15,618
Home Depot Inc.	2.250%	9/10/18	8,800	9,082
Home Depot Inc.	2.000%	6/15/19	5,750	5,849
Home Depot Inc.	4.400%	4/1/21	3,230	3,635
Home Depot Inc.	2.700%	4/1/23	7,000	7,111
Home Depot Inc.	3.750%	2/15/24	14,080	15,330
Home Depot Inc.	5.875%	12/16/36	15,937	21,083
Home Depot Inc.	5.400%	9/15/40	2,490	3,095
Home Depot Inc.	5.950%	4/1/41	5,575	7,412
Home Depot Inc.	4.200%	4/1/43	10,400	11,326
Home Depot Inc.	4.875%	2/15/44	7,800	9,327
Home Depot Inc.	4.400%	3/15/45	3,000	3,356
Host Hotels & Resorts LP	5.875%	6/15/19	7,701	7,990
Host Hotels & Resorts LP	6.000%	10/1/21	3,000	3,474
Host Hotels & Resorts LP	5.250%	3/15/22	3,794	4,205
Host Hotels & Resorts LP	3.750%	10/15/23	2,125	2,151
Hyatt Hotels Corp.	3.375%	7/15/23	4,450	4,493
Johnson Controls Inc.	2.600%	12/1/16	1,325	1,358
Johnson Controls Inc.	5.000%	3/30/20	2,300	2,564

Johnson Controls Inc.	4.250%	3/1/21	5,405	5,861
Johnson Controls Inc.	3.750%	12/1/21	1,425	1,502
Johnson Controls Inc.	3.625%	7/2/24	3,650	3,782
Johnson Controls Inc.	6.000%	1/15/36	950	1,178
Johnson Controls Inc.	5.700%	3/1/41	795	971
Johnson Controls Inc.	5.250%	12/1/41	1,475	1,686
Johnson Controls Inc.	4.625%	7/2/44	2,600	2,791
Johnson Controls Inc.	4.950%	7/2/64	3,175	3,405
Kohl's Corp.	6.250%	12/15/17	2,625	2,924
Kohl's Corp.	4.000%	11/1/21	2,955	3,144
Kohl's Corp.	3.250%	2/1/23	1,750	1,745
Kohl's Corp.	6.000%	1/15/33	5,093	5,866
Kohl's Corp.	6.875%	12/15/37	700	908
Lowe's Cos. Inc.	5.400%	10/15/16	1,925	2,059
Lowe's Cos. Inc.	6.100%	9/15/17	875	982
Lowe's Cos. Inc.	4.625%	4/15/20	3,355	3,734
Lowe's Cos. Inc.	3.750%	4/15/21	4,045	4,389
Lowe's Cos. Inc.	3.800%	11/15/21	3,775	4,105
Lowe's Cos. Inc.	3.120%	4/15/22	2,125	2,216
Lowe's Cos. Inc.	3.875%	9/15/23	5,325	5,811
Lowe's Cos. Inc.	3.125%	9/15/24	13,350	13,764
Lowe's Cos. Inc.	6.875%	2/15/28	350	474
Lowe's Cos. Inc.	6.500%	3/15/29	1,050	1,377
Lowe's Cos. Inc.	5.800%	10/15/36	6,575	8,431
Lowe's Cos. Inc.	5.800%	4/15/40	120	155
Lowe's Cos. Inc.	5.125%	11/15/41	1,200	1,456
Lowe's Cos. Inc.	4.650%	4/15/42	6,800	7,774
Lowe's Cos. Inc.	5.000%	9/15/43	5,650	6,792
Lowe's Cos. Inc.	4.250%	9/15/44	7,250	7,842
Macy's Retail Holdings Inc.	5.900%	12/1/16	2,626	2,835
Macy's Retail Holdings Inc.	3.875%	1/15/22	9,100	9,688
Macy's Retail Holdings Inc.	2.875%	2/15/23	10,608	10,552
Macy's Retail Holdings Inc.	4.375%	9/1/23	5,715	6,277
Macy's Retail Holdings Inc.	7.000%	2/15/28	2,600	3,369
Macy's Retail Holdings Inc.	6.900%	4/1/29	1,500	1,953
Macy's Retail Holdings Inc.	4.500%	12/15/34	8,000	8,454
Macy's Retail Holdings Inc.	6.375%	3/15/37	2,750	3,599
Macy's Retail Holdings Inc.	5.125%	1/15/42	5,025	5,631
Magna International Inc.	3.625%	6/15/24	3,570	3,690
Marriott International Inc.	3.000%	3/1/19	1,750	1,809
Marriott International Inc.	3.375%	10/15/20	2,050	2,143
Marriott International Inc.	3.125%	10/15/21	3,800	3,909
Marriott International Inc.	3.250%	9/15/22	7,925	8,077
MasterCard Inc.	2.000%	4/1/19	2,175	2,218
MasterCard Inc.	3.375%	4/1/24	4,150	4,362
McDonald's Corp.	5.300%	3/15/17	300	324
McDonald's Corp.	5.800%	10/15/17	3,850	4,297
McDonald's Corp.	5.350%	3/1/18	4,995	5,562
McDonald's Corp.	5.000%	2/1/19	4,525	5,095
McDonald's Corp.	1.875%	5/29/19	6,450	6,520
McDonald's Corp.	2.625%	1/15/22	11,090	11,266
McDonald's Corp.	3.250%	6/10/24	750	780
McDonald's Corp.	6.300%	10/15/37	325	427
McDonald's Corp.	6.300%	3/1/38	1,825	2,409
McDonald's Corp.	3.700%	2/15/42	12,525	12,404
McDonald's Corp.	3.625%	5/1/43	2,050	2,014
Metropolitan Museum of Art	3.400%	7/1/45	1,900	1,848
NIKE Inc.	2.250%	5/1/23	375	373

NIKE Inc.	3.625%	5/1/43	6,125	6,133
Nordstrom Inc.	6.250%	1/15/18	5,625	6,345
Nordstrom Inc.	4.750%	5/1/20	2,675	3,015
Nordstrom Inc.	4.000%	10/15/21	7,190	7,815
Nordstrom Inc.	5.000%	1/15/44	3,335	3,835
NVR Inc.	3.950%	9/15/22	6,900	7,221
O'Reilly Automotive Inc.	4.875%	1/14/21	600	671
O'Reilly Automotive Inc.	3.800%	9/1/22	4,554	4,757
O'Reilly Automotive Inc.	3.850%	6/15/23	1,000	1,045
PACCAR Financial Corp.	1.150%	8/16/16	5,150	5,189
PACCAR Financial Corp.	1.600%	3/15/17	3,725	3,771
PACCAR Financial Corp.	1.100%	6/6/17	500	501
PACCAR Financial Corp.	1.400%	11/17/17	2,950	2,973
PACCAR Financial Corp.	1.450%	3/9/18	800	804
PACCAR Financial Corp.	2.200%	9/15/19	1,600	1,628
Priceline Group Inc.	3.650%	3/15/25	1,200	1,221
QVC Inc.	3.125%	4/1/19	1,550	1,561
QVC Inc.	5.125%	7/2/22	425	452
QVC Inc.	4.375%	3/15/23	650	662
QVC Inc.	4.850%	4/1/24	4,150	4,309
QVC Inc.	5.950%	3/15/43	3,175	3,250
Ralph Lauren Corp.	2.125%	9/26/18	1,675	1,703
Ross Stores Inc.	3.375%	9/15/24	1,500	1,536
Signet UK Finance plc	4.700%	6/15/24	2,300	2,356
Staples Inc.	2.750%	1/12/18	9,000	9,009
Staples Inc.	4.375%	1/12/23	2,628	2,615
Starbucks Corp.	0.875%	12/5/16	2,525	2,531
Starbucks Corp.	2.000%	12/5/18	1,700	1,733
Starbucks Corp.	3.850%	10/1/23	6,100	6,663
Starwood Hotels & Resorts Worldwide Inc.	3.125%	2/15/23	5,500	5,460
Starwood Hotels & Resorts Worldwide Inc.	4.500%	10/1/34	1,775	1,848
Target Corp.	5.875%	7/15/16	2,825	3,012
Target Corp.	5.375%	5/1/17	850	928
Target Corp.	6.000%	1/15/18	7,055	7,970
Target Corp.	2.300%	6/26/19	6,950	7,118
Target Corp.	3.875%	7/15/20	5,630	6,175
Target Corp.	2.900%	1/15/22	10,700	11,019
Target Corp.	3.500%	7/1/24	8,000	8,486
Target Corp.	6.350%	11/1/32	2,075	2,759
Target Corp.	6.500%	10/15/37	9,778	13,607
Target Corp.	7.000%	1/15/38	4,000	5,831
Target Corp.	4.000%	7/1/42	5,000	5,303
7 Tiffany & Co.	3.800%	10/1/24	1,225	1,246
7 Tiffany & Co.	4.900%	10/1/44	1,650	1,698
TJX Cos. Inc.	6.950%	4/15/19	1,425	1,700
TJX Cos. Inc.	2.750%	6/15/21	9,100	9,292
TJX Cos. Inc.	2.500%	5/15/23	4,550	4,481
Toyota Motor Credit Corp.	2.000%	9/15/16	3,125	3,183
Toyota Motor Credit Corp.	2.050%	1/12/17	15,855	16,193
Toyota Motor Credit Corp.	1.125%	5/16/17	4,800	4,814
Toyota Motor Credit Corp.	1.250%	10/5/17	9,100	9,129
Toyota Motor Credit Corp.	1.375%	1/10/18	6,125	6,137
Toyota Motor Credit Corp.	1.450%	1/12/18	8,000	8,034
Toyota Motor Credit Corp.	2.000%	10/24/18	7,625	7,751
Toyota Motor Credit Corp.	2.100%	1/17/19	9,975	10,149
Toyota Motor Credit Corp.	2.125%	7/18/19	7,500	7,609
Toyota Motor Credit Corp.	2.150%	3/12/20	15,450	15,593
Toyota Motor Credit Corp.	4.500%	6/17/20	1,723	1,936

Toyota Motor Credit Corp.	4.250%	1/11/21	2,200	2,443
Toyota Motor Credit Corp.	2.750%	5/17/21	7,500	7,743
Toyota Motor Credit Corp.	3.400%	9/15/21	1,845	1,963
Toyota Motor Credit Corp.	3.300%	1/12/22	3,725	3,947
Toyota Motor Credit Corp.	2.625%	1/10/23	5,975	6,023
VF Corp.	5.950%	11/1/17	1,975	2,211
VF Corp.	3.500%	9/1/21	4,695	5,062
VF Corp.	6.450%	11/1/37	1,275	1,763
Wal-Mart Stores Inc.	4.500%	7/1/15	2,225	2,247
Wal-Mart Stores Inc.	5.375%	4/5/17	625	682
Wal-Mart Stores Inc.	5.800%	2/15/18	16,295	18,440
Wal-Mart Stores Inc.	1.950%	12/15/18	10,375	10,626
Wal-Mart Stores Inc.	3.625%	7/8/20	4,750	5,172
Wal-Mart Stores Inc.	3.250%	10/25/20	6,795	7,278
Wal-Mart Stores Inc.	4.250%	4/15/21	13,235	14,818
Wal-Mart Stores Inc.	2.550%	4/11/23	5,000	5,029
Wal-Mart Stores Inc.	3.300%	4/22/24	21,000	22,178
Wal-Mart Stores Inc.	5.875%	4/5/27	11,800	15,391
Wal-Mart Stores Inc.	7.550%	2/15/30	3,650	5,516
Wal-Mart Stores Inc.	5.250%	9/1/35	3,280	4,048
Wal-Mart Stores Inc.	6.500%	8/15/37	8,515	11,897
Wal-Mart Stores Inc.	6.200%	4/15/38	13,305	18,083
Wal-Mart Stores Inc.	5.625%	4/1/40	2,050	2,639
Wal-Mart Stores Inc.	4.875%	7/8/40	8,595	10,106
Wal-Mart Stores Inc.	5.000%	10/25/40	5,300	6,346
Wal-Mart Stores Inc.	5.625%	4/15/41	13,545	17,615
Wal-Mart Stores Inc.	4.000%	4/11/43	5,000	5,272
Wal-Mart Stores Inc.	4.750%	10/2/43	13,350	15,630
Wal-Mart Stores Inc.	4.300%	4/22/44	9,400	10,530
Walgreen Co.	1.800%	9/15/17	14,300	14,456
Walgreen Co.	5.250%	1/15/19	1,970	2,205
Walgreen Co.	3.100%	9/15/22	3,550	3,578
Walgreen Co.	4.400%	9/15/42	4,300	4,385
Walgreens Boots Alliance Inc.	1.750%	11/17/17	6,000	6,051
Walgreens Boots Alliance Inc.	2.700%	11/18/19	9,000	9,206
Walgreens Boots Alliance Inc.	3.300%	11/18/21	5,300	5,464
Walgreens Boots Alliance Inc.	3.800%	11/18/24	7,000	7,228
Walgreens Boots Alliance Inc.	4.500%	11/18/34	5,975	6,314
Walgreens Boots Alliance Inc.	4.800%	11/18/44	9,000	9,722
Western Union Co.	5.930%	10/1/16	1,825	1,945
Western Union Co.	5.253%	4/1/20	347	384
Western Union Co.	6.200%	11/17/36	3,350	3,519
Western Union Co.	6.200%	6/21/40	1,100	1,145
Wyndham Worldwide Corp.	2.500%	3/1/18	975	983
Wyndham Worldwide Corp.	4.250%	3/1/22	9,740	10,136
Wyndham Worldwide Corp.	3.900%	3/1/23	600	612
Yum! Brands Inc.	4.250%	9/15/15	2,000	2,031
Yum! Brands Inc.	6.250%	4/15/16	2,850	3,001
Yum! Brands Inc.	6.250%	3/15/18	379	426
Yum! Brands Inc.	5.300%	9/15/19	685	764
Yum! Brands Inc.	3.875%	11/1/20	1,175	1,249
Yum! Brands Inc.	6.875%	11/15/37	2,000	2,626
Yum! Brands Inc.	5.350%	11/1/43	2,000	2,218
Consumer Noncyclical (3.6%)
Abbott Laboratories	5.125%	4/1/19	13,902	15,664
Abbott Laboratories	2.000%	3/15/20	6,975	7,006
Abbott Laboratories	4.125%	5/27/20	3,000	3,325

Abbott Laboratories	2.550%	3/15/22	4,000	4,018
Abbott Laboratories	2.950%	3/15/25	6,500	6,578
Abbott Laboratories	6.150%	11/30/37	2,405	3,286
Abbott Laboratories	6.000%	4/1/39	350	468
Abbott Laboratories	5.300%	5/27/40	1,930	2,448
AbbVie Inc.	1.750%	11/6/17	16,785	16,846
AbbVie Inc.	2.000%	11/6/18	12,725	12,783
AbbVie Inc.	2.900%	11/6/22	13,182	13,049
AbbVie Inc.	4.400%	11/6/42	15,300	15,829
Actavis Funding SCS	1.850%	3/1/17	3,700	3,727
Actavis Funding SCS	1.300%	6/15/17	13,600	13,521
Actavis Funding SCS	2.350%	3/12/18	15,000	15,191
Actavis Funding SCS	2.450%	6/15/19	12,070	12,005
Actavis Funding SCS	3.000%	3/12/20	12,817	13,080
Actavis Funding SCS	3.450%	3/15/22	17,700	18,050
Actavis Funding SCS	3.850%	6/15/24	7,100	7,333
Actavis Funding SCS	3.800%	3/15/25	16,464	16,963
Actavis Funding SCS	4.550%	3/15/35	9,870	10,306
Actavis Funding SCS	4.850%	6/15/44	14,201	15,148
Actavis Funding SCS	4.750%	3/15/45	9,775	10,358
Actavis Inc.	1.875%	10/1/17	4,525	4,536
Actavis Inc.	3.250%	10/1/22	8,300	8,283
Actavis Inc.	4.625%	10/1/42	1,225	1,257
Agilent Technologies Inc.	3.200%	10/1/22	4,315	4,258
Agilent Technologies Inc.	3.875%	7/15/23	3,850	3,950
Ahold Finance USA LLC	6.875%	5/1/29	300	389
Allergan Inc.	5.750%	4/1/16	400	419
Allergan Inc.	3.375%	9/15/20	5,000	5,181
Altria Group Inc.	9.250%	8/6/19	401	514
Altria Group Inc.	2.625%	1/14/20	18,150	18,435
Altria Group Inc.	4.750%	5/5/21	7,150	7,973
Altria Group Inc.	2.850%	8/9/22	10,050	9,990
Altria Group Inc.	2.950%	5/2/23	425	424
Altria Group Inc.	4.000%	1/31/24	11,100	11,917
Altria Group Inc.	9.950%	11/10/38	3,759	6,461
Altria Group Inc.	10.200%	2/6/39	9,395	16,617
Altria Group Inc.	4.250%	8/9/42	3,400	3,401
Altria Group Inc.	4.500%	5/2/43	5,175	5,362
Altria Group Inc.	5.375%	1/31/44	7,325	8,527
AmerisourceBergen Corp.	1.150%	5/15/17	5,070	5,054
AmerisourceBergen Corp.	4.875%	11/15/19	2,741	3,073
AmerisourceBergen Corp.	3.500%	11/15/21	5,200	5,500
AmerisourceBergen Corp.	3.400%	5/15/24	4,000	4,107
AmerisourceBergen Corp.	3.250%	3/1/25	1,750	1,772
AmerisourceBergen Corp.	4.250%	3/1/45	2,000	2,098
Amgen Inc.	2.300%	6/15/16	2,820	2,863
Amgen Inc.	2.500%	11/15/16	1,660	1,701
Amgen Inc.	2.125%	5/15/17	3,825	3,896
Amgen Inc.	1.250%	5/22/17	3,800	3,799
Amgen Inc.	5.850%	6/1/17	7,750	8,509
Amgen Inc.	6.150%	6/1/18	6,505	7,418
Amgen Inc.	5.700%	2/1/19	6,714	7,669
Amgen Inc.	2.200%	5/22/19	1,650	1,671
Amgen Inc.	3.450%	10/1/20	825	868
Amgen Inc.	4.100%	6/15/21	6,765	7,336
Amgen Inc.	3.875%	11/15/21	1,660	1,785
Amgen Inc.	3.625%	5/15/22	17,075	17,999
Amgen Inc.	3.625%	5/22/24	13,500	14,158

Amgen Inc.	6.375%	6/1/37	12,200	15,777
Amgen Inc.	6.900%	6/1/38	5,023	6,937
Amgen Inc.	6.400%	2/1/39	4,250	5,506
Amgen Inc.	5.750%	3/15/40	3,012	3,667
Amgen Inc.	4.950%	10/1/41	7,275	8,133
Amgen Inc.	5.150%	11/15/41	12,311	14,072
Amgen Inc.	5.650%	6/15/42	3,469	4,249
Anheuser-Busch Cos. LLC	5.600%	3/1/17	1,375	1,498
Anheuser-Busch Cos. LLC	5.500%	1/15/18	6,307	7,022
Anheuser-Busch Cos. LLC	6.800%	8/20/32	775	1,061
Anheuser-Busch Cos. LLC	5.750%	4/1/36	2,705	3,357
Anheuser-Busch InBev Finance Inc.	1.125%	1/27/17	425	427
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	13,465	13,469
Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	7,000	7,122
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	14,425	14,200
Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	8,850	9,362
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	17,825	18,164
Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	4,225	4,676
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	18,422	18,542
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	12,685	15,342
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	5,525	6,704
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	16,040	18,481
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	4,450	5,073
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	3,875	4,312
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	11,800	11,645
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	4,215	6,606
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	3,075	4,037
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	10,450	10,141
Archer-Daniels-Midland Co.	8.375%	4/15/17	100	115
Archer-Daniels-Midland Co.	5.450%	3/15/18	6,825	7,644
Archer-Daniels-Midland Co.	4.479%	3/1/21	2,145	2,405
Archer-Daniels-Midland Co.	5.935%	10/1/32	650	839
Archer-Daniels-Midland Co.	5.375%	9/15/35	3,225	3,980
Archer-Daniels-Midland Co.	5.765%	3/1/41	4,970	6,514
Archer-Daniels-Midland Co.	4.016%	4/16/43	2,125	2,205
4 Ascension Health	4.847%	11/15/53	4,875	5,697
AstraZeneca plc	5.900%	9/15/17	11,965	13,320
AstraZeneca plc	1.950%	9/18/19	5,500	5,535
AstraZeneca plc	6.450%	9/15/37	16,605	22,594
AstraZeneca plc	4.000%	9/18/42	5,925	6,147
Baptist Health South Florida Obligated Group
Revenue	4.590%	8/15/21	850	939
Baxter International Inc.	5.900%	9/1/16	1,250	1,335
Baxter International Inc.	1.850%	1/15/17	8,350	8,463
Baxter International Inc.	4.250%	3/15/20	3,000	3,292
Baxter International Inc.	2.400%	8/15/22	8,535	8,232
Baxter International Inc.	3.200%	6/15/23	4,911	4,975
Baxter International Inc.	3.650%	8/15/42	1,400	1,342
Beam Suntory Inc.	1.875%	5/15/17	1,825	1,839
Beam Suntory Inc.	1.750%	6/15/18	1,525	1,530
Beam Suntory Inc.	3.250%	5/15/22	1,400	1,411
Beam Suntory Inc.	3.250%	6/15/23	850	856
Becton Dickinson & Co.	1.750%	11/8/16	90	91
Becton Dickinson & Co.	1.800%	12/15/17	7,000	7,060
Becton Dickinson & Co.	5.000%	5/15/19	450	503
Becton Dickinson & Co.	2.675%	12/15/19	6,950	7,110
Becton Dickinson & Co.	3.250%	11/12/20	8,340	8,672
Becton Dickinson & Co.	3.125%	11/8/21	2,985	3,069

Becton Dickinson & Co.	3.734%	12/15/24	6,100	6,390
Becton Dickinson & Co.	5.000%	11/12/40	6,622	7,553
Becton Dickinson & Co.	4.685%	12/15/44	5,400	5,873
Biogen Inc.	6.875%	3/1/18	3,100	3,567
Boston Scientific Corp.	6.400%	6/15/16	4,500	4,771
Boston Scientific Corp.	5.125%	1/12/17	3,750	3,984
Boston Scientific Corp.	2.650%	10/1/18	4,050	4,095
Boston Scientific Corp.	6.000%	1/15/20	3,870	4,467
Boston Scientific Corp.	4.125%	10/1/23	2,700	2,853
Boston Scientific Corp.	7.000%	11/15/35	2,850	3,692
Boston Scientific Corp.	7.375%	1/15/40	1,125	1,516
Bottling Group LLC	5.500%	4/1/16	7,050	7,395
Bottling Group LLC	5.125%	1/15/19	4,119	4,640
Bristol-Myers Squibb Co.	0.875%	8/1/17	3,000	2,990
Bristol-Myers Squibb Co.	1.750%	3/1/19	5,375	5,396
Bristol-Myers Squibb Co.	2.000%	8/1/22	8,275	7,989
Bristol-Myers Squibb Co.	7.150%	6/15/23	100	133
Bristol-Myers Squibb Co.	3.250%	11/1/23	3,625	3,808
Bristol-Myers Squibb Co.	6.800%	11/15/26	5,225	7,055
Bristol-Myers Squibb Co.	5.875%	11/15/36	2,863	3,724
Bristol-Myers Squibb Co.	6.125%	5/1/38	910	1,220
Bristol-Myers Squibb Co.	3.250%	8/1/42	1,925	1,800
Bristol-Myers Squibb Co.	4.500%	3/1/44	2,000	2,276
Brown-Forman Corp.	1.000%	1/15/18	800	793
Brown-Forman Corp.	2.250%	1/15/23	1,375	1,331
Brown-Forman Corp.	3.750%	1/15/43	2,250	2,251
Bunge Ltd. Finance Corp.	5.100%	7/15/15	575	582
Bunge Ltd. Finance Corp.	8.500%	6/15/19	6,975	8,598
Campbell Soup Co.	3.050%	7/15/17	525	544
Campbell Soup Co.	4.250%	4/15/21	2,175	2,381
Campbell Soup Co.	2.500%	8/2/22	4,000	3,903
Campbell Soup Co.	3.300%	3/19/25	1,700	1,727
Campbell Soup Co.	3.800%	8/2/42	2,800	2,616
Cardinal Health Inc.	1.700%	3/15/18	7,750	7,786
Cardinal Health Inc.	4.625%	12/15/20	4,935	5,514
Cardinal Health Inc.	3.200%	6/15/22	5,000	5,139
Cardinal Health Inc.	3.200%	3/15/23	2,450	2,511
Cardinal Health Inc.	4.600%	3/15/43	475	506
CareFusion Corp.	6.375%	8/1/19	8,085	9,456
CareFusion Corp.	3.875%	5/15/24	150	157
Catholic Health Initiatives Colorado GO	1.600%	11/1/17	2,150	2,158
4 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	7,400	7,415
Celgene Corp.	2.300%	8/15/18	2,500	2,535
Celgene Corp.	2.250%	5/15/19	3,975	4,015
Celgene Corp.	3.950%	10/15/20	5,075	5,470
Celgene Corp.	3.250%	8/15/22	4,750	4,856
Celgene Corp.	4.000%	8/15/23	2,050	2,213
Celgene Corp.	3.625%	5/15/24	4,375	4,538
Celgene Corp.	5.700%	10/15/40	3,707	4,515
Celgene Corp.	5.250%	8/15/43	3,100	3,593
Celgene Corp.	4.625%	5/15/44	5,750	6,121
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	1,350	1,432
Church & Dwight Co. Inc.	2.450%	12/15/19	4,000	4,067
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	10,000	10,560
Clorox Co.	5.950%	10/15/17	2,832	3,152
Clorox Co.	3.050%	9/15/22	4,800	4,845
Clorox Co.	3.500%	12/15/24	3,425	3,487
Coca-Cola Co.	1.800%	9/1/16	7,900	8,035

Coca-Cola Co.	1.650%	3/14/18	725	737
Coca-Cola Co.	1.150%	4/1/18	5,621	5,618
Coca-Cola Co.	1.650%	11/1/18	7,100	7,192
Coca-Cola Co.	2.450%	11/1/20	6,600	6,793
Coca-Cola Co.	3.150%	11/15/20	1,100	1,169
Coca-Cola Co.	3.300%	9/1/21	5,030	5,366
Coca-Cola Co.	2.500%	4/1/23	5,000	5,007
Coca-Cola Co.	3.200%	11/1/23	15,700	16,481
Coca-Cola Enterprises Inc.	2.125%	9/15/15	1,595	1,607
Coca-Cola Enterprises Inc.	3.500%	9/15/20	2,350	2,504
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	1,150	1,287
Coca-Cola Femsa SAB de CV	3.875%	11/26/23	10,250	10,944
Coca-Cola Femsa SAB de CV	5.250%	11/26/43	4,250	4,958
Coca-Cola HBC Finance BV	5.500%	9/17/15	3,500	3,560
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	1,800	2,465
Colgate-Palmolive Co.	1.300%	1/15/17	4,375	4,423
Colgate-Palmolive Co.	2.450%	11/15/21	1,510	1,551
Colgate-Palmolive Co.	2.300%	5/3/22	7,025	7,011
Colgate-Palmolive Co.	1.950%	2/1/23	5,250	5,075
ConAgra Foods Inc.	5.819%	6/15/17	138	150
ConAgra Foods Inc.	1.900%	1/25/18	9,210	9,218
ConAgra Foods Inc.	2.100%	3/15/18	4,743	4,768
ConAgra Foods Inc.	7.000%	4/15/19	919	1,074
ConAgra Foods Inc.	3.250%	9/15/22	5,000	4,997
ConAgra Foods Inc.	3.200%	1/25/23	4,594	4,522
ConAgra Foods Inc.	7.125%	10/1/26	1,515	1,935
ConAgra Foods Inc.	8.250%	9/15/30	675	964
ConAgra Foods Inc.	6.625%	8/15/39	6,100	7,753
ConAgra Foods Inc.	4.650%	1/25/43	2,970	2,962
Covidien International Finance SA	6.000%	10/15/17	9,332	10,405
Covidien International Finance SA	3.200%	6/15/22	5,869	6,091
Covidien International Finance SA	2.950%	6/15/23	8,500	8,624
Covidien International Finance SA	6.550%	10/15/37	4,699	6,599
CR Bard Inc.	1.375%	1/15/18	8,300	8,275
CR Bard Inc.	4.400%	1/15/21	2,220	2,430
Delhaize America LLC	9.000%	4/15/31	1,530	2,106
Delhaize Group SA	5.700%	10/1/40	14,041	15,450
DENTSPLY International Inc.	2.750%	8/15/16	100	102
DENTSPLY International Inc.	4.125%	8/15/21	2,775	2,960
Diageo Capital plc	0.625%	4/29/16	1,000	1,000
Diageo Capital plc	5.500%	9/30/16	425	455
Diageo Capital plc	1.500%	5/11/17	11,250	11,352
Diageo Capital plc	5.750%	10/23/17	8,676	9,640
Diageo Capital plc	4.828%	7/15/20	4,050	4,596
Diageo Capital plc	2.625%	4/29/23	16,000	15,833
Diageo Capital plc	5.875%	9/30/36	400	511
Diageo Capital plc	3.875%	4/29/43	1,200	1,197
Diageo Investment Corp.	2.875%	5/11/22	9,075	9,218
Diageo Investment Corp.	7.450%	4/15/35	200	296
Diageo Investment Corp.	4.250%	5/11/42	7,937	8,399
Dignity Health	2.637%	11/1/19	3,000	3,055
Dignity Health	3.812%	11/1/24	1,750	1,844
Dignity Health	5.267%	11/1/64	1,000	1,130
Dignity Health California GO	3.125%	11/1/22	900	905
Dignity Health California GO	4.500%	11/1/42	4,500	4,721
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	1,920	2,212
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	9,785	10,024
Dr Pepper Snapple Group Inc.	2.000%	1/15/20	2,475	2,451

Dr Pepper Snapple Group Inc.	2.700%	11/15/22	1,300	1,277
Dr Pepper Snapple Group Inc.	7.450%	5/1/38	425	629
Edwards Lifesciences Corp.	2.875%	10/15/18	950	978
Eli Lilly & Co.	5.200%	3/15/17	3,925	4,252
Eli Lilly & Co.	1.250%	3/1/18	4,225	4,237
Eli Lilly & Co.	1.950%	3/15/19	7,750	7,890
Eli Lilly & Co.	2.750%	6/1/25	3,400	3,412
Eli Lilly & Co.	5.500%	3/15/27	2,950	3,652
Eli Lilly & Co.	5.550%	3/15/37	6,100	7,671
Eli Lilly & Co.	5.950%	11/15/37	1,010	1,345
Eli Lilly & Co.	4.650%	6/15/44	4,600	5,333
Eli Lilly & Co.	3.700%	3/1/45	4,650	4,644
Energizer Holdings Inc.	4.700%	5/19/21	1,325	1,402
Energizer Holdings Inc.	4.700%	5/24/22	1,750	1,807
Estee Lauder Cos. Inc.	2.350%	8/15/22	6,358	6,307
Estee Lauder Cos. Inc.	6.000%	5/15/37	200	262
Estee Lauder Cos. Inc.	3.700%	8/15/42	2,200	2,156
Express Scripts Holding Co.	3.125%	5/15/16	5,000	5,122
Express Scripts Holding Co.	2.650%	2/15/17	12,015	12,320
Express Scripts Holding Co.	4.750%	11/15/21	5,738	6,458
Express Scripts Holding Co.	3.900%	2/15/22	20,650	21,912
Express Scripts Holding Co.	3.500%	6/15/24	6,855	7,056
Express Scripts Holding Co.	6.125%	11/15/41	2,630	3,334
Flowers Foods Inc.	4.375%	4/1/22	1,500	1,608
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	600	575
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	3,100	3,043
General Mills Inc.	5.700%	2/15/17	2,525	2,736
General Mills Inc.	1.400%	10/20/17	3,500	3,511
General Mills Inc.	5.650%	2/15/19	8,175	9,295
General Mills Inc.	2.200%	10/21/19	5,700	5,750
General Mills Inc.	3.150%	12/15/21	5,875	6,089
General Mills Inc.	3.650%	2/15/24	2,725	2,862
General Mills Inc.	5.400%	6/15/40	4,505	5,382
General Mills Inc.	4.150%	2/15/43	750	772
Genzyme Corp.	3.625%	6/15/15	2,875	2,893
Gilead Sciences Inc.	3.050%	12/1/16	5,375	5,565
Gilead Sciences Inc.	2.050%	4/1/19	2,645	2,683
Gilead Sciences Inc.	2.350%	2/1/20	4,775	4,901
Gilead Sciences Inc.	4.500%	4/1/21	2,025	2,276
Gilead Sciences Inc.	4.400%	12/1/21	8,952	10,009
Gilead Sciences Inc.	3.700%	4/1/24	9,125	9,729
Gilead Sciences Inc.	3.500%	2/1/25	6,000	6,321
Gilead Sciences Inc.	5.650%	12/1/41	5,610	7,154
Gilead Sciences Inc.	4.800%	4/1/44	17,075	19,543
Gilead Sciences Inc.	4.500%	2/1/45	11,050	12,154
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	15,580	17,609
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	6,781	6,824
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	775	950
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	20,760	28,228
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	2,175	2,324
GlaxoSmithKline Capital plc	1.500%	5/8/17	17,750	17,940
GlaxoSmithKline Capital plc	2.850%	5/8/22	7,725	7,844
Hasbro Inc.	6.300%	9/15/17	1,375	1,524
Hasbro Inc.	3.150%	5/15/21	6,650	6,778
Hasbro Inc.	6.350%	3/15/40	2,200	2,614
Hasbro Inc.	5.100%	5/15/44	5,125	5,476
Hershey Co.	5.450%	9/1/16	425	454
Hershey Co.	1.500%	11/1/16	2,125	2,153

Hershey Co.	4.125%	12/1/20	2,295	2,543
Hershey Co.	2.625%	5/1/23	5,750	5,752
Hormel Foods Corp.	4.125%	4/15/21	625	695
Ingredion Inc.	3.200%	11/1/15	1,700	1,721
Ingredion Inc.	4.625%	11/1/20	890	980
Ingredion Inc.	6.625%	4/15/37	1,025	1,306
International Flavors & Fragrances Inc.	3.200%	5/1/23	525	526
7 JM Smucker Co.	1.750%	3/15/18	2,200	2,210
7 JM Smucker Co.	2.500%	3/15/20	2,600	2,633
JM Smucker Co.	3.500%	10/15/21	995	1,047
7 JM Smucker Co.	3.000%	3/15/22	2,700	2,739
7 JM Smucker Co.	3.500%	3/15/25	6,300	6,465
7 JM Smucker Co.	4.250%	3/15/35	4,500	4,636
7 JM Smucker Co.	4.375%	3/15/45	3,200	3,336
Johnson & Johnson	5.550%	8/15/17	3,050	3,384
Johnson & Johnson	5.150%	7/15/18	4,550	5,132
Johnson & Johnson	1.650%	12/5/18	1,250	1,272
Johnson & Johnson	2.950%	9/1/20	10,000	10,603
Johnson & Johnson	3.550%	5/15/21	2,325	2,563
Johnson & Johnson	2.450%	12/5/21	2,000	2,078
Johnson & Johnson	6.730%	11/15/23	1,203	1,600
Johnson & Johnson	3.375%	12/5/23	4,250	4,576
Johnson & Johnson	6.950%	9/1/29	1,300	1,887
Johnson & Johnson	4.950%	5/15/33	1,600	1,973
Johnson & Johnson	4.375%	12/5/33	19,104	21,927
Johnson & Johnson	5.950%	8/15/37	1,330	1,838
Johnson & Johnson	5.850%	7/15/38	3,397	4,723
Johnson & Johnson	4.500%	9/1/40	2,455	2,895
Kaiser Foundation Hospitals	3.500%	4/1/22	900	925
Kaiser Foundation Hospitals	4.875%	4/1/42	8,200	9,546
Kellogg Co.	4.450%	5/30/16	3,200	3,332
Kellogg Co.	1.875%	11/17/16	4,400	4,471
Kellogg Co.	4.000%	12/15/20	9,005	9,735
Kellogg Co.	7.450%	4/1/31	1,550	2,091
Kimberly-Clark Corp.	6.125%	8/1/17	10,604	11,840
Kimberly-Clark Corp.	7.500%	11/1/18	800	963
Kimberly-Clark Corp.	1.850%	3/1/20	2,400	2,401
Kimberly-Clark Corp.	3.625%	8/1/20	3,150	3,418
Kimberly-Clark Corp.	3.875%	3/1/21	2,940	3,250
Kimberly-Clark Corp.	2.400%	3/1/22	4,825	4,831
Kimberly-Clark Corp.	2.400%	6/1/23	1,600	1,588
Kimberly-Clark Corp.	2.650%	3/1/25	2,500	2,502
Kimberly-Clark Corp.	6.625%	8/1/37	200	286
Kimberly-Clark Corp.	5.300%	3/1/41	1,950	2,442
Kimberly-Clark Corp.	3.700%	6/1/43	1,275	1,303
Koninklijke Philips NV	5.750%	3/11/18	2,725	3,040
Koninklijke Philips NV	3.750%	3/15/22	8,850	9,280
Koninklijke Philips NV	6.875%	3/11/38	4,795	6,464
Koninklijke Philips NV	5.000%	3/15/42	9,575	10,628
Kraft Foods Group Inc.	2.250%	6/5/17	2,150	2,189
Kraft Foods Group Inc.	6.125%	8/23/18	12,252	13,910
Kraft Foods Group Inc.	5.375%	2/10/20	2,539	2,888
Kraft Foods Group Inc.	3.500%	6/6/22	10,325	10,682
Kraft Foods Group Inc.	6.875%	1/26/39	8,150	10,847
Kraft Foods Group Inc.	6.500%	2/9/40	8,500	11,000
Kraft Foods Group Inc.	5.000%	6/4/42	5,375	5,986
Kroger Co.	2.200%	1/15/17	6,775	6,892
Kroger Co.	6.400%	8/15/17	435	485

Kroger Co.	6.800%	12/15/18	2,400	2,818
Kroger Co.	2.300%	1/15/19	5,845	5,933
Kroger Co.	6.150%	1/15/20	650	760
Kroger Co.	3.300%	1/15/21	1,850	1,932
Kroger Co.	2.950%	11/1/21	5,650	5,754
Kroger Co.	3.850%	8/1/23	2,500	2,663
Kroger Co.	4.000%	2/1/24	1,793	1,931
Kroger Co.	7.700%	6/1/29	3,200	4,466
Kroger Co.	8.000%	9/15/29	8,675	12,229
Kroger Co.	7.500%	4/1/31	625	852
Kroger Co.	6.900%	4/15/38	5,000	6,845
Kroger Co.	5.150%	8/1/43	1,000	1,181
Laboratory Corp. of America Holdings	2.200%	8/23/17	9,175	9,349
Laboratory Corp. of America Holdings	2.500%	11/1/18	500	509
Laboratory Corp. of America Holdings	2.625%	2/1/20	1,500	1,509
Laboratory Corp. of America Holdings	3.200%	2/1/22	1,800	1,814
Laboratory Corp. of America Holdings	3.750%	8/23/22	725	753
Laboratory Corp. of America Holdings	4.000%	11/1/23	550	582
Laboratory Corp. of America Holdings	3.600%	2/1/25	4,000	4,016
Laboratory Corp. of America Holdings	4.700%	2/1/45	2,900	2,986
Life Technologies Corp.	6.000%	3/1/20	4,490	5,187
Life Technologies Corp.	5.000%	1/15/21	1,350	1,502
Lorillard Tobacco Co.	3.500%	8/4/16	13,355	13,727
Lorillard Tobacco Co.	2.300%	8/21/17	5,100	5,160
Lorillard Tobacco Co.	8.125%	6/23/19	2,825	3,453
Lorillard Tobacco Co.	3.750%	5/20/23	2,475	2,520
Lorillard Tobacco Co.	8.125%	5/1/40	2,239	3,213
Lorillard Tobacco Co.	7.000%	8/4/41	1,085	1,413
Mattel Inc.	2.500%	11/1/16	1,125	1,144
Mattel Inc.	1.700%	3/15/18	550	548
Mattel Inc.	2.350%	5/6/19	1,000	996
Mattel Inc.	3.150%	3/15/23	750	751
Mattel Inc.	5.450%	11/1/41	4,250	4,590
4 Mayo Clinic	3.774%	11/15/43	5,125	5,148
4 Mayo Clinic	4.000%	11/15/47	1,125	1,186
McCormick & Co. Inc.	3.900%	7/15/21	875	963
McCormick & Co. Inc.	3.500%	9/1/23	1,400	1,496
McKesson Corp.	3.250%	3/1/16	1,628	1,661
McKesson Corp.	5.700%	3/1/17	5,000	5,422
McKesson Corp.	1.292%	3/10/17	1,000	1,001
McKesson Corp.	7.500%	2/15/19	1,845	2,213
McKesson Corp.	2.284%	3/15/19	6,000	6,061
McKesson Corp.	4.750%	3/1/21	1,740	1,941
McKesson Corp.	2.700%	12/15/22	5,600	5,550
McKesson Corp.	3.796%	3/15/24	6,000	6,300
McKesson Corp.	6.000%	3/1/41	5,500	7,046
McKesson Corp.	4.883%	3/15/44	2,650	3,030
Mead Johnson Nutrition Co.	4.900%	11/1/19	2,309	2,560
Mead Johnson Nutrition Co.	5.900%	11/1/39	6,135	7,532
Mead Johnson Nutrition Co.	4.600%	6/1/44	3,800	3,996
Medco Health Solutions Inc.	7.125%	3/15/18	9,080	10,451
Medco Health Solutions Inc.	4.125%	9/15/20	590	635
7 Medtronic Inc.	1.500%	3/15/18	5,950	5,978
Medtronic Inc.	1.375%	4/1/18	10,845	10,844
Medtronic Inc.	5.600%	3/15/19	1,000	1,147
7 Medtronic Inc.	2.500%	3/15/20	18,307	18,697
Medtronic Inc.	4.450%	3/15/20	1,650	1,836
Medtronic Inc.	4.125%	3/15/21	590	649

Medtronic Inc.	3.125%	3/15/22	17,680	18,289
7 Medtronic Inc.	3.150%	3/15/22	14,000	14,513
Medtronic Inc.	3.625%	3/15/24	5,000	5,308
7 Medtronic Inc.	3.500%	3/15/25	17,450	18,241
7 Medtronic Inc.	4.375%	3/15/35	22,150	24,090
Medtronic Inc.	6.500%	3/15/39	500	690
Medtronic Inc.	5.550%	3/15/40	1,725	2,145
Medtronic Inc.	4.500%	3/15/42	6,019	6,621
Medtronic Inc.	4.625%	3/15/44	2,988	3,341
7 Medtronic Inc.	4.625%	3/15/45	23,100	26,011
Memorial Sloan-Kettering Cancer Center	4.200%	7/1/55	1,700	1,731
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	700	822
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	4,075	4,128
Merck & Co. Inc.	2.250%	1/15/16	3,850	3,905
Merck & Co. Inc.	1.100%	1/31/18	3,775	3,773
Merck & Co. Inc.	1.850%	2/10/20	7,000	7,037
Merck & Co. Inc.	2.350%	2/10/22	1,000	1,001
Merck & Co. Inc.	2.400%	9/15/22	8,750	8,738
Merck & Co. Inc.	2.800%	5/18/23	9,500	9,666
Merck & Co. Inc.	2.750%	2/10/25	3,000	2,992
Merck & Co. Inc.	6.500%	12/1/33	4,622	6,441
Merck & Co. Inc.	6.550%	9/15/37	2,715	3,842
Merck & Co. Inc.	3.600%	9/15/42	3,300	3,267
Merck & Co. Inc.	4.150%	5/18/43	6,175	6,605
Merck & Co. Inc.	3.700%	2/10/45	11,325	11,310
Merck Sharp & Dohme Corp.	5.000%	6/30/19	12,845	14,561
Merck Sharp & Dohme Corp.	5.950%	12/1/28	1,300	1,706
Merck Sharp & Dohme Corp.	5.750%	11/15/36	3,900	5,147
Molson Coors Brewing Co.	2.000%	5/1/17	725	734
Molson Coors Brewing Co.	3.500%	5/1/22	800	825
Molson Coors Brewing Co.	5.000%	5/1/42	5,975	6,345
Mondelez International Inc.	6.500%	8/11/17	6,275	7,017
Mondelez International Inc.	6.125%	2/1/18	4,790	5,374
Mondelez International Inc.	5.375%	2/10/20	5,386	6,182
Mondelez International Inc.	4.000%	2/1/24	10,075	10,907
Mondelez International Inc.	6.500%	11/1/31	4,211	5,620
Mondelez International Inc.	6.500%	2/9/40	8,515	11,734
Mylan Inc.	1.800%	6/24/16	3,500	3,524
Mylan Inc.	1.350%	11/29/16	5,300	5,296
Mylan Inc.	2.600%	6/24/18	2,058	2,098
Mylan Inc.	2.550%	3/28/19	5,462	5,496
Mylan Inc.	4.200%	11/29/23	11,215	11,925
Mylan Inc.	5.400%	11/29/43	3,500	4,062
New York & Presbyterian Hospital	4.024%	8/1/45	2,500	2,516
Newell Rubbermaid Inc.	2.050%	12/1/17	3,200	3,224
Newell Rubbermaid Inc.	2.875%	12/1/19	3,500	3,564
Newell Rubbermaid Inc.	4.000%	6/15/22	4,520	4,768
Newell Rubbermaid Inc.	4.000%	12/1/24	1,800	1,897
Novant Health Inc.	5.850%	11/1/19	2,125	2,464
Novant Health Inc.	4.371%	11/1/43	1,000	1,044
Novartis Capital Corp.	2.400%	9/21/22	26,175	26,246
Novartis Capital Corp.	3.700%	9/21/42	3,075	3,189
Novartis Capital Corp.	4.400%	5/6/44	12,890	14,868
Novartis Securities Investment Ltd.	5.125%	2/10/19	10,590	11,954
NYU Hospitals Center	4.784%	7/1/44	3,500	3,901
Owens & Minor Inc.	4.375%	12/15/24	1,650	1,748

Partners Healthcare System Inc.	4.117%	7/1/55	1,500	1,480
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	1,700	1,809
Pepsi Bottling Group Inc.	7.000%	3/1/29	375	525
PepsiAmericas Inc.	5.000%	5/15/17	1,400	1,519
PepsiCo Inc.	2.500%	5/10/16	11,390	11,626
PepsiCo Inc.	1.250%	8/13/17	9,200	9,241
PepsiCo Inc.	5.000%	6/1/18	9,125	10,171
PepsiCo Inc.	7.900%	11/1/18	1,575	1,909
PepsiCo Inc.	2.250%	1/7/19	10,050	10,322
PepsiCo Inc.	4.500%	1/15/20	2,800	3,130
PepsiCo Inc.	3.125%	11/1/20	4,925	5,222
PepsiCo Inc.	3.000%	8/25/21	11,530	12,087
PepsiCo Inc.	2.750%	3/5/22	16,050	16,365
PepsiCo Inc.	2.750%	3/1/23	7,500	7,580
PepsiCo Inc.	3.600%	3/1/24	1,200	1,279
PepsiCo Inc.	5.500%	1/15/40	5,575	6,955
PepsiCo Inc.	4.875%	11/1/40	6,775	7,865
PepsiCo Inc.	4.000%	3/5/42	7,600	7,819
PepsiCo Inc.	3.600%	8/13/42	250	242
PepsiCo Inc.	4.250%	10/22/44	2,000	2,130
PerkinElmer Inc.	5.000%	11/15/21	1,410	1,573
Perrigo Co. plc	2.300%	11/8/18	110	111
Perrigo Co. plc	4.000%	11/15/23	6,716	7,014
Perrigo Co. plc	5.300%	11/15/43	3,575	4,051
Perrigo Finance plc	3.500%	12/15/21	4,000	4,135
Perrigo Finance plc	3.900%	12/15/24	4,100	4,234
Perrigo Finance plc	4.900%	12/15/44	3,000	3,226
Pfizer Inc.	1.100%	5/15/17	5,500	5,540
Pfizer Inc.	1.500%	6/15/18	5,475	5,520
Pfizer Inc.	6.200%	3/15/19	24,670	28,849
Pfizer Inc.	2.100%	5/15/19	7,000	7,120
Pfizer Inc.	3.400%	5/15/24	6,150	6,435
Pfizer Inc.	7.200%	3/15/39	9,940	14,616
Pfizer Inc.	4.300%	6/15/43	7,300	7,852
Pfizer Inc.	4.400%	5/15/44	3,000	3,294
Pharmacia Corp.	6.500%	12/1/18	6,000	7,035
Pharmacia Corp.	6.600%	12/1/28	4,048	5,512
Philip Morris International Inc.	2.500%	5/16/16	5,000	5,109
Philip Morris International Inc.	1.625%	3/20/17	3,250	3,298
Philip Morris International Inc.	1.125%	8/21/17	5,575	5,584
Philip Morris International Inc.	1.250%	11/9/17	8,700	8,739
Philip Morris International Inc.	5.650%	5/16/18	11,040	12,474
Philip Morris International Inc.	4.500%	3/26/20	575	642
Philip Morris International Inc.	4.125%	5/17/21	2,758	3,046
Philip Morris International Inc.	2.900%	11/15/21	1,500	1,540
Philip Morris International Inc.	2.500%	8/22/22	3,000	2,978
Philip Morris International Inc.	2.625%	3/6/23	5,125	5,094
Philip Morris International Inc.	3.600%	11/15/23	550	582
Philip Morris International Inc.	3.250%	11/10/24	5,000	5,124
Philip Morris International Inc.	6.375%	5/16/38	5,600	7,423
Philip Morris International Inc.	4.375%	11/15/41	5,333	5,670
Philip Morris International Inc.	4.500%	3/20/42	9,620	10,413
Philip Morris International Inc.	3.875%	8/21/42	5,125	5,063
Philip Morris International Inc.	4.125%	3/4/43	2,850	2,920
Philip Morris International Inc.	4.875%	11/15/43	6,725	7,651
4 Procter & Gamble - Esop	9.360%	1/1/21	2,077	2,564
Procter & Gamble Co.	1.450%	8/15/16	9,645	9,763

Procter & Gamble Co.	4.700%	2/15/19	10,265	11,486
Procter & Gamble Co.	1.900%	11/1/19	1,200	1,215
Procter & Gamble Co.	2.300%	2/6/22	5,164	5,226
Procter & Gamble Co.	3.100%	8/15/23	1,300	1,366
Procter & Gamble Co.	6.450%	1/15/26	12,750	17,038
Procter & Gamble Co.	5.500%	2/1/34	5,000	6,560
Procter & Gamble Co.	5.800%	8/15/34	250	337
Procter & Gamble Co.	5.550%	3/5/37	4,345	5,766
Quest Diagnostics Inc.	6.400%	7/1/17	175	194
Quest Diagnostics Inc.	2.700%	4/1/19	7,475	7,615
Quest Diagnostics Inc.	4.750%	1/30/20	2,500	2,747
Quest Diagnostics Inc.	2.500%	3/30/20	2,250	2,256
Quest Diagnostics Inc.	4.700%	4/1/21	1,335	1,472
Quest Diagnostics Inc.	4.250%	4/1/24	1,550	1,656
Quest Diagnostics Inc.	3.500%	3/30/25	2,500	2,504
Quest Diagnostics Inc.	6.950%	7/1/37	960	1,255
Quest Diagnostics Inc.	4.700%	3/30/45	1,250	1,277
Reynolds American Inc.	6.750%	6/15/17	2,725	3,026
Reynolds American Inc.	7.750%	6/1/18	1,000	1,165
Reynolds American Inc.	3.250%	11/1/22	5,850	5,819
Reynolds American Inc.	4.850%	9/15/23	900	996
Reynolds American Inc.	7.250%	6/15/37	675	889
Reynolds American Inc.	4.750%	11/1/42	6,650	6,860
Reynolds American Inc.	6.150%	9/15/43	725	896
Sanofi	1.250%	4/10/18	5,000	5,002
Sanofi	4.000%	3/29/21	11,865	13,038
St. Jude Medical Inc.	3.250%	4/15/23	14,600	14,911
St. Jude Medical Inc.	4.750%	4/15/43	5,575	6,119
Stryker Corp.	2.000%	9/30/16	2,285	2,324
Stryker Corp.	4.375%	1/15/20	700	771
Stryker Corp.	3.375%	5/15/24	9,500	9,767
Stryker Corp.	4.375%	5/15/44	3,150	3,337
Sysco Corp.	1.450%	10/2/17	3,000	3,020
Sysco Corp.	5.250%	2/12/18	8,095	8,961
Sysco Corp.	2.350%	10/2/19	4,450	4,550
Sysco Corp.	3.000%	10/2/21	4,900	5,050
Sysco Corp.	2.600%	6/12/22	2,325	2,317
Sysco Corp.	3.500%	10/2/24	6,775	7,030
Sysco Corp.	4.350%	10/2/34	7,475	7,840
Sysco Corp.	5.375%	9/21/35	1,948	2,321
Sysco Corp.	4.500%	10/2/44	5,600	5,994
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	2,060	2,105
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	4,539	4,780
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	8,474	8,451
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	1,804	2,304
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	10,575	10,629
Thermo Fisher Scientific Inc.	2.250%	8/15/16	1,845	1,875
Thermo Fisher Scientific Inc.	1.300%	2/1/17	825	826
Thermo Fisher Scientific Inc.	1.850%	1/15/18	3,000	3,011
Thermo Fisher Scientific Inc.	2.400%	2/1/19	245	248
Thermo Fisher Scientific Inc.	4.700%	5/1/20	525	580
Thermo Fisher Scientific Inc.	4.500%	3/1/21	8,450	9,248
Thermo Fisher Scientific Inc.	3.600%	8/15/21	5,000	5,224
Thermo Fisher Scientific Inc.	3.300%	2/15/22	3,000	3,076
Thermo Fisher Scientific Inc.	3.150%	1/15/23	450	457
Thermo Fisher Scientific Inc.	4.150%	2/1/24	2,125	2,289
Thermo Fisher Scientific Inc.	5.300%	2/1/44	8,100	9,646
Trinity Health Corp.	4.125%	12/1/45	1,400	1,433

Tupperware Brands Corp.	4.750%	6/1/21	2,000	2,162
Tyson Foods Inc.	2.650%	8/15/19	8,625	8,834
Tyson Foods Inc.	4.500%	6/15/22	6,350	7,018
Tyson Foods Inc.	3.950%	8/15/24	5,000	5,280
Tyson Foods Inc.	4.875%	8/15/34	9,600	10,811
Tyson Foods Inc.	5.150%	8/15/44	2,800	3,263
Unilever Capital Corp.	0.850%	8/2/17	9,885	9,862
Unilever Capital Corp.	4.800%	2/15/19	200	224
Unilever Capital Corp.	2.200%	3/6/19	4,205	4,292
Unilever Capital Corp.	4.250%	2/10/21	10,810	12,113
Unilever Capital Corp.	5.900%	11/15/32	3,025	4,173
Whirlpool Corp.	1.350%	3/1/17	1,400	1,404
Whirlpool Corp.	1.650%	11/1/17	5,500	5,534
Whirlpool Corp.	4.700%	6/1/22	4,700	5,185
Whirlpool Corp.	4.000%	3/1/24	2,500	2,638
Whirlpool Corp.	3.700%	5/1/25	2,000	2,066
Whirlpool Corp.	5.150%	3/1/43	1,475	1,678
Wyeth LLC	5.450%	4/1/17	2,950	3,217
Wyeth LLC	6.450%	2/1/24	2,775	3,512
Wyeth LLC	6.500%	2/1/34	3,100	4,199
Wyeth LLC	6.000%	2/15/36	3,700	4,892
Wyeth LLC	5.950%	4/1/37	13,690	17,529
Zeneca Wilmington Inc.	7.000%	11/15/23	2,000	2,621
Zimmer Holdings Inc.	1.450%	4/1/17	3,750	3,760
Zimmer Holdings Inc.	2.000%	4/1/18	4,500	4,530
Zimmer Holdings Inc.	4.625%	11/30/19	3,495	3,851
Zimmer Holdings Inc.	2.700%	4/1/20	6,500	6,589
Zimmer Holdings Inc.	3.375%	11/30/21	1,550	1,594
Zimmer Holdings Inc.	3.150%	4/1/22	5,400	5,454
Zimmer Holdings Inc.	3.550%	4/1/25	10,175	10,381
Zimmer Holdings Inc.	4.250%	8/15/35	4,500	4,638
Zimmer Holdings Inc.	5.750%	11/30/39	4,750	5,679
Zimmer Holdings Inc.	4.450%	8/15/45	8,300	8,600
Zoetis Inc.	1.875%	2/1/18	6,350	6,353
Zoetis Inc.	3.250%	2/1/23	11,110	11,079
Zoetis Inc.	4.700%	2/1/43	5,340	5,563
Energy (2.9%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	1,425	1,748
Anadarko Finance Co.	7.500%	5/1/31	7,125	9,466
Anadarko Petroleum Corp.	5.950%	9/15/16	11,530	12,308
Anadarko Petroleum Corp.	6.375%	9/15/17	8,000	8,904
Anadarko Petroleum Corp.	8.700%	3/15/19	4,045	4,964
Anadarko Petroleum Corp.	6.950%	6/15/19	675	797
Anadarko Petroleum Corp.	6.450%	9/15/36	13,630	16,878
Anadarko Petroleum Corp.	7.950%	6/15/39	200	282
Anadarko Petroleum Corp.	6.200%	3/15/40	3,450	4,190
Anadarko Petroleum Corp.	4.500%	7/15/44	3,175	3,244
Apache Corp.	5.625%	1/15/17	250	270
Apache Corp.	1.750%	4/15/17	2,100	2,117
Apache Corp.	6.900%	9/15/18	9,745	11,304
Apache Corp.	3.625%	2/1/21	6,560	6,894
Apache Corp.	3.250%	4/15/22	2,751	2,799
Apache Corp.	6.000%	1/15/37	9,775	11,694
Apache Corp.	5.100%	9/1/40	8,325	8,896
Apache Corp.	5.250%	2/1/42	740	812
Apache Corp.	4.750%	4/15/43	7,099	7,441
Apache Corp.	4.250%	1/15/44	6,775	6,645

Baker Hughes Inc.	7.500%	11/15/18	3,365	4,021
Baker Hughes Inc.	3.200%	8/15/21	10,570	10,861
Baker Hughes Inc.	6.875%	1/15/29	300	388
Baker Hughes Inc.	5.125%	9/15/40	8,640	9,827
BJ Services Co.	6.000%	6/1/18	150	170
Boardwalk Pipelines LP	5.500%	2/1/17	925	967
Boardwalk Pipelines LP	5.750%	9/15/19	7,545	8,207
Boardwalk Pipelines LP	3.375%	2/1/23	3,250	3,001
Boardwalk Pipelines LP	4.950%	12/15/24	575	578
BP Capital Markets plc	2.248%	11/1/16	5,775	5,890
BP Capital Markets plc	1.846%	5/5/17	4,200	4,254
BP Capital Markets plc	1.625%	8/17/17	325	326
BP Capital Markets plc	1.375%	11/6/17	1,000	1,000
BP Capital Markets plc	1.674%	2/13/18	8,775	8,818
BP Capital Markets plc	1.375%	5/10/18	4,000	3,977
BP Capital Markets plc	2.241%	9/26/18	6,650	6,758
BP Capital Markets plc	4.750%	3/10/19	5,675	6,284
BP Capital Markets plc	2.237%	5/10/19	6,000	6,060
BP Capital Markets plc	2.521%	1/15/20	3,175	3,222
BP Capital Markets plc	2.315%	2/13/20	16,650	16,782
BP Capital Markets plc	4.500%	10/1/20	12,150	13,473
BP Capital Markets plc	4.742%	3/11/21	10,315	11,480
BP Capital Markets plc	3.561%	11/1/21	17,520	18,453
BP Capital Markets plc	3.062%	3/17/22	3,900	3,959
BP Capital Markets plc	3.245%	5/6/22	10,075	10,341
BP Capital Markets plc	2.500%	11/6/22	7,675	7,452
BP Capital Markets plc	2.750%	5/10/23	14,261	13,926
BP Capital Markets plc	3.994%	9/26/23	2,700	2,852
BP Capital Markets plc	3.814%	2/10/24	2,000	2,081
BP Capital Markets plc	3.506%	3/17/25	2,875	2,930
Buckeye Partners LP	6.050%	1/15/18	1,125	1,224
Buckeye Partners LP	2.650%	11/15/18	4,175	4,186
Buckeye Partners LP	4.150%	7/1/23	3,650	3,630
Buckeye Partners LP	5.850%	11/15/43	3,525	3,555
Buckeye Partners LP	5.600%	10/15/44	700	696
Burlington Resources Finance Co.	7.200%	8/15/31	975	1,364
Burlington Resources Finance Co.	7.400%	12/1/31	1,775	2,531
Cameron International Corp.	6.375%	7/15/18	7,875	8,825
Cameron International Corp.	4.000%	12/15/23	1,375	1,413
Cameron International Corp.	3.700%	6/15/24	7,500	7,453
Cameron International Corp.	7.000%	7/15/38	640	791
Cameron International Corp.	5.950%	6/1/41	1,300	1,441
Cameron International Corp.	5.125%	12/15/43	2,900	2,873
Canadian Natural Resources Ltd.	6.000%	8/15/16	1,150	1,228
Canadian Natural Resources Ltd.	5.700%	5/15/17	1,935	2,096
Canadian Natural Resources Ltd.	1.750%	1/15/18	8,125	8,085
Canadian Natural Resources Ltd.	3.450%	11/15/21	8,365	8,497
Canadian Natural Resources Ltd.	3.800%	4/15/24	5,345	5,353
Canadian Natural Resources Ltd.	3.900%	2/1/25	3,885	3,935
Canadian Natural Resources Ltd.	7.200%	1/15/32	1,875	2,270
Canadian Natural Resources Ltd.	6.450%	6/30/33	2,025	2,352
Canadian Natural Resources Ltd.	5.850%	2/1/35	350	383
Canadian Natural Resources Ltd.	6.500%	2/15/37	2,200	2,613
Canadian Natural Resources Ltd.	6.250%	3/15/38	1,725	2,023
Canadian Natural Resources Ltd.	6.750%	2/1/39	1,500	1,827
Cenovus Energy Inc.	5.700%	10/15/19	8,550	9,541
Cenovus Energy Inc.	3.000%	8/15/22	3,300	3,150
Cenovus Energy Inc.	3.800%	9/15/23	5,000	4,964

Cenovus Energy Inc.	6.750%	11/15/39	4,675	5,594
Cenovus Energy Inc.	4.450%	9/15/42	3,400	3,066
Cenovus Energy Inc.	5.200%	9/15/43	5,013	5,073
CenterPoint Energy Resources Corp.	6.150%	5/1/16	970	1,023
CenterPoint Energy Resources Corp.	6.000%	5/15/18	2,636	2,977
CenterPoint Energy Resources Corp.	4.500%	1/15/21	7,501	8,373
CenterPoint Energy Resources Corp.	6.625%	11/1/37	2,300	3,113
CenterPoint Energy Resources Corp.	5.850%	1/15/41	625	780
Chevron Corp.	0.889%	6/24/16	6,325	6,354
Chevron Corp.	1.345%	11/15/17	10,950	11,026
Chevron Corp.	1.104%	12/5/17	2,775	2,777
Chevron Corp.	1.365%	3/2/18	5,575	5,601
Chevron Corp.	1.718%	6/24/18	12,575	12,723
Chevron Corp.	4.950%	3/3/19	2,750	3,088
Chevron Corp.	2.193%	11/15/19	11,000	11,222
Chevron Corp.	1.961%	3/3/20	11,575	11,648
Chevron Corp.	2.411%	3/3/22	5,150	5,153
Chevron Corp.	2.355%	12/5/22	9,125	9,014
Chevron Corp.	3.191%	6/24/23	15,480	16,106
Conoco Funding Co.	7.250%	10/15/31	2,225	3,114
ConocoPhillips	6.650%	7/15/18	2,475	2,873
ConocoPhillips	5.750%	2/1/19	8,690	9,974
ConocoPhillips	6.000%	1/15/20	2,845	3,353
ConocoPhillips	5.900%	10/15/32	725	913
ConocoPhillips	5.900%	5/15/38	2,820	3,575
ConocoPhillips	6.500%	2/1/39	14,388	19,399
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	4,525	4,851
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	5,471	6,964
ConocoPhillips Co.	1.050%	12/15/17	4,000	3,983
ConocoPhillips Co.	2.875%	11/15/21	6,745	6,906
ConocoPhillips Co.	3.350%	11/15/24	5,100	5,257
ConocoPhillips Co.	4.150%	11/15/34	5,150	5,451
ConocoPhillips Co.	4.300%	11/15/44	6,575	6,990
ConocoPhillips Holding Co.	6.950%	4/15/29	2,850	3,890
Continental Resources Inc.	5.000%	9/15/22	14,975	14,769
Continental Resources Inc.	4.500%	4/15/23	8,200	7,958
Continental Resources Inc.	3.800%	6/1/24	12,040	11,097
Continental Resources Inc.	4.900%	6/1/44	7,750	6,836
DCP Midstream Operating LP	2.500%	12/1/17	14,450	13,657
DCP Midstream Operating LP	2.700%	4/1/19	2,300	2,101
Devon Energy Corp.	6.300%	1/15/19	3,275	3,755
Devon Energy Corp.	4.000%	7/15/21	2,000	2,134
Devon Energy Corp.	3.250%	5/15/22	16,325	16,553
Devon Energy Corp.	7.950%	4/15/32	6,350	8,752
Devon Energy Corp.	5.600%	7/15/41	3,645	4,267
Devon Energy Corp.	4.750%	5/15/42	6,650	7,074
Devon Financing Corp. LLC	7.875%	9/30/31	8,525	11,630
Diamond Offshore Drilling Inc.	5.875%	5/1/19	2,733	3,057
Diamond Offshore Drilling Inc.	5.700%	10/15/39	4,690	4,359
Diamond Offshore Drilling Inc.	4.875%	11/1/43	5,000	4,184
Dominion Gas Holdings LLC	3.550%	11/1/23	10,179	10,630
Dominion Gas Holdings LLC	3.600%	12/15/24	1,700	1,776
Dominion Gas Holdings LLC	4.800%	11/1/43	5,650	6,397
Dominion Gas Holdings LLC	4.600%	12/15/44	2,500	2,701
El Paso Natural Gas Co. LLC	5.950%	4/15/17	1,340	1,441
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	9,961	11,403
El Paso Pipeline Partners Operating Co. LLC	5.000%	10/1/21	7,265	7,790
El Paso Pipeline Partners Operating Co. LLC	4.300%	5/1/24	4,400	4,489

El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	6,400	6,017
7 Enable Midstream Partners LP	2.400%	5/15/19	2,600	2,547
7 Enable Midstream Partners LP	3.900%	5/15/24	2,700	2,603
7 Enable Midstream Partners LP	5.000%	5/15/44	2,925	2,667
Enbridge Energy Partners LP	9.875%	3/1/19	5,180	6,522
Enbridge Energy Partners LP	5.200%	3/15/20	525	578
Enbridge Energy Partners LP	4.200%	9/15/21	5,000	5,243
Enbridge Energy Partners LP	7.500%	4/15/38	4,500	5,621
Enbridge Inc.	5.600%	4/1/17	2,160	2,323
Enbridge Inc.	3.500%	6/10/24	1,000	986
Enbridge Inc.	4.500%	6/10/44	3,350	3,114
Encana Corp.	5.900%	12/1/17	2,275	2,541
Encana Corp.	3.900%	11/15/21	11,885	12,404
Encana Corp.	7.200%	11/1/31	1,800	2,170
Encana Corp.	6.500%	8/15/34	4,125	4,796
Encana Corp.	6.625%	8/15/37	5,350	6,249
Encana Corp.	5.150%	11/15/41	5,600	5,739
Energy Transfer Partners LP	6.125%	2/15/17	8,700	9,394
Energy Transfer Partners LP	6.700%	7/1/18	948	1,076
Energy Transfer Partners LP	9.700%	3/15/19	1,276	1,598
Energy Transfer Partners LP	9.000%	4/15/19	13,714	16,938
Energy Transfer Partners LP	4.150%	10/1/20	10,550	11,077
Energy Transfer Partners LP	4.650%	6/1/21	2,230	2,379
Energy Transfer Partners LP	5.200%	2/1/22	3,610	3,934
Energy Transfer Partners LP	3.600%	2/1/23	5,875	5,823
Energy Transfer Partners LP	4.050%	3/15/25	9,000	9,080
Energy Transfer Partners LP	8.250%	11/15/29	400	558
Energy Transfer Partners LP	4.900%	3/15/35	2,750	2,737
Energy Transfer Partners LP	6.625%	10/15/36	750	889
Energy Transfer Partners LP	7.500%	7/1/38	3,507	4,427
Energy Transfer Partners LP	6.050%	6/1/41	11,675	12,893
Energy Transfer Partners LP	6.500%	2/1/42	9,516	10,993
Energy Transfer Partners LP	5.150%	2/1/43	5,350	5,367
Energy Transfer Partners LP	5.150%	3/15/45	500	503
Eni USA Inc.	7.300%	11/15/27	175	232
EnLink Midstream Partners LP	2.700%	4/1/19	2,450	2,450
EnLink Midstream Partners LP	4.400%	4/1/24	1,900	1,996
EnLink Midstream Partners LP	5.600%	4/1/44	1,450	1,585
EnLink Midstream Partners LP	5.050%	4/1/45	1,700	1,730
Ensco plc	4.700%	3/15/21	15,575	15,739
Ensco plc	5.200%	3/15/25	2,150	2,161
Ensco plc	5.750%	10/1/44	6,400	6,217
Enterprise Products Operating LLC	6.300%	9/15/17	4,200	4,688
Enterprise Products Operating LLC	6.650%	4/15/18	1,900	2,171
Enterprise Products Operating LLC	6.500%	1/31/19	6,750	7,797
Enterprise Products Operating LLC	2.550%	10/15/19	7,000	7,094
Enterprise Products Operating LLC	5.200%	9/1/20	8,600	9,685
Enterprise Products Operating LLC	3.350%	3/15/23	5,000	5,063
Enterprise Products Operating LLC	3.900%	2/15/24	3,525	3,678
Enterprise Products Operating LLC	3.750%	2/15/25	5,450	5,618
Enterprise Products Operating LLC	6.875%	3/1/33	5,498	7,231
Enterprise Products Operating LLC	6.650%	10/15/34	235	304
Enterprise Products Operating LLC	7.550%	4/15/38	3,130	4,457
Enterprise Products Operating LLC	6.125%	10/15/39	500	615
Enterprise Products Operating LLC	6.450%	9/1/40	2,425	3,035
Enterprise Products Operating LLC	5.950%	2/1/41	13,165	15,976
Enterprise Products Operating LLC	5.700%	2/15/42	2,425	2,903
Enterprise Products Operating LLC	4.850%	8/15/42	5,063	5,434

Enterprise Products Operating LLC	4.450%	2/15/43	9,567	9,740
Enterprise Products Operating LLC	4.850%	3/15/44	6,675	7,213
Enterprise Products Operating LLC	5.100%	2/15/45	5,000	5,590
Enterprise Products Operating LLC	4.950%	10/15/54	2,625	2,798
4 Enterprise Products Operating LLC	8.375%	8/1/66	5,116	5,397
EOG Resources Inc.	2.500%	2/1/16	705	715
EOG Resources Inc.	5.875%	9/15/17	2,200	2,438
EOG Resources Inc.	5.625%	6/1/19	3,350	3,851
EOG Resources Inc.	4.400%	6/1/20	1,880	2,083
EOG Resources Inc.	4.100%	2/1/21	9,450	10,251
EOG Resources Inc.	2.625%	3/15/23	11,750	11,737
EOG Resources Inc.	3.150%	4/1/25	5,400	5,502
EOG Resources Inc.	3.900%	4/1/35	2,950	3,030
EQT Corp.	6.500%	4/1/18	3,175	3,517
EQT Corp.	8.125%	6/1/19	5,975	7,161
EQT Corp.	4.875%	11/15/21	2,500	2,632
Exxon Mobil Corp.	1.305%	3/6/18	20,000	20,099
Exxon Mobil Corp.	1.912%	3/6/20	15,150	15,297
Exxon Mobil Corp.	2.397%	3/6/22	17,000	17,135
Exxon Mobil Corp.	2.709%	3/6/25	19,200	19,348
Exxon Mobil Corp.	3.567%	3/6/45	5,200	5,365
FMC Technologies Inc.	2.000%	10/1/17	2,500	2,498
FMC Technologies Inc.	3.450%	10/1/22	1,400	1,382
Gulf South Pipeline Co. LP	4.000%	6/15/22	1,725	1,675
Halliburton Co.	1.000%	8/1/16	4,625	4,637
Halliburton Co.	2.000%	8/1/18	4,625	4,665
Halliburton Co.	5.900%	9/15/18	1,005	1,141
Halliburton Co.	6.150%	9/15/19	800	936
Halliburton Co.	3.250%	11/15/21	4,235	4,410
Halliburton Co.	3.500%	8/1/23	7,650	7,947
Halliburton Co.	6.700%	9/15/38	5,720	7,727
Halliburton Co.	7.450%	9/15/39	1,859	2,654
Halliburton Co.	4.500%	11/15/41	2,607	2,746
Halliburton Co.	4.750%	8/1/43	9,200	10,053
Hess Corp.	8.125%	2/15/19	9,829	11,800
Hess Corp.	3.500%	7/15/24	1,600	1,592
Hess Corp.	7.875%	10/1/29	1,950	2,528
Hess Corp.	7.300%	8/15/31	950	1,158
Hess Corp.	7.125%	3/15/33	2,050	2,497
Hess Corp.	6.000%	1/15/40	7,800	8,678
Hess Corp.	5.600%	2/15/41	11,330	12,437
Husky Energy Inc.	6.150%	6/15/19	200	226
Husky Energy Inc.	7.250%	12/15/19	2,020	2,395
Husky Energy Inc.	3.950%	4/15/22	1,300	1,323
Husky Energy Inc.	6.800%	9/15/37	5,510	6,737
Kerr-McGee Corp.	6.950%	7/1/24	4,505	5,637
Kerr-McGee Corp.	7.875%	9/15/31	875	1,186
Kinder Morgan Energy Partners LP	5.950%	2/15/18	8,350	9,232
Kinder Morgan Energy Partners LP	2.650%	2/1/19	9,600	9,615
Kinder Morgan Energy Partners LP	9.000%	2/1/19	5,127	6,249
Kinder Morgan Energy Partners LP	6.850%	2/15/20	8,075	9,445
Kinder Morgan Energy Partners LP	5.300%	9/15/20	5,000	5,503
Kinder Morgan Energy Partners LP	3.500%	3/1/21	4,000	4,026
Kinder Morgan Energy Partners LP	4.150%	3/1/22	2,825	2,910
Kinder Morgan Energy Partners LP	3.950%	9/1/22	12,725	12,970
Kinder Morgan Energy Partners LP	3.450%	2/15/23	8,825	8,675
Kinder Morgan Energy Partners LP	3.500%	9/1/23	6,500	6,365
Kinder Morgan Energy Partners LP	7.400%	3/15/31	980	1,181

Kinder Morgan Energy Partners LP	7.300%	8/15/33	1,700	2,054
Kinder Morgan Energy Partners LP	6.500%	2/1/37	6,150	6,970
Kinder Morgan Energy Partners LP	6.950%	1/15/38	5,665	6,693
Kinder Morgan Energy Partners LP	6.500%	9/1/39	6,925	7,985
Kinder Morgan Energy Partners LP	6.550%	9/15/40	5,000	5,598
Kinder Morgan Energy Partners LP	6.375%	3/1/41	3,600	4,055
Kinder Morgan Energy Partners LP	5.625%	9/1/41	4,600	4,847
Kinder Morgan Energy Partners LP	5.000%	8/15/42	2,775	2,711
Kinder Morgan Energy Partners LP	5.000%	3/1/43	3,000	2,922
Kinder Morgan Energy Partners LP	5.500%	3/1/44	1,000	1,051
Kinder Morgan Inc.	7.000%	6/15/17	8,295	9,164
Kinder Morgan Inc.	2.000%	12/1/17	2,750	2,745
Kinder Morgan Inc.	3.050%	12/1/19	9,500	9,601
Kinder Morgan Inc.	6.500%	9/15/20	1,500	1,734
Kinder Morgan Inc.	4.300%	6/1/25	7,400	7,608
Kinder Morgan Inc.	7.800%	8/1/31	3,030	3,704
Kinder Morgan Inc.	7.750%	1/15/32	5,500	6,775
Kinder Morgan Inc.	5.300%	12/1/34	5,000	5,194
Kinder Morgan Inc.	5.550%	6/1/45	12,725	13,424
Kinder Morgan Inc.	5.050%	2/15/46	4,500	4,481
Magellan Midstream Partners LP	5.650%	10/15/16	3,910	4,177
Magellan Midstream Partners LP	6.550%	7/15/19	6,750	7,898
Magellan Midstream Partners LP	4.250%	2/1/21	3,950	4,268
Magellan Midstream Partners LP	6.400%	5/1/37	1,000	1,283
Magellan Midstream Partners LP	4.200%	12/1/42	525	519
Magellan Midstream Partners LP	5.150%	10/15/43	1,625	1,794
Magellan Midstream Partners LP	4.200%	3/15/45	900	881
Marathon Oil Corp.	6.000%	10/1/17	17,810	19,775
Marathon Oil Corp.	5.900%	3/15/18	1,228	1,362
Marathon Oil Corp.	2.800%	11/1/22	1,400	1,360
Marathon Oil Corp.	6.800%	3/15/32	2,670	3,282
Marathon Oil Corp.	6.600%	10/1/37	4,800	5,803
Marathon Petroleum Corp.	3.500%	3/1/16	1,000	1,022
Marathon Petroleum Corp.	5.125%	3/1/21	400	450
Marathon Petroleum Corp.	3.625%	9/15/24	3,200	3,260
Marathon Petroleum Corp.	6.500%	3/1/41	5,639	6,843
Marathon Petroleum Corp.	4.750%	9/15/44	4,250	4,326
Marathon Petroleum Corp.	5.000%	9/15/54	2,050	2,051
Murphy Oil Corp.	2.500%	12/1/17	3,100	3,059
Murphy Oil Corp.	3.700%	12/1/22	1,400	1,293
Murphy Oil Corp.	7.050%	5/1/29	2,000	2,284
Murphy Oil Corp.	5.125%	12/1/42	1,875	1,613
Nabors Industries Inc.	2.350%	9/15/16	1,275	1,272
Nabors Industries Inc.	6.150%	2/15/18	9,545	10,189
Nabors Industries Inc.	9.250%	1/15/19	875	1,018
Nabors Industries Inc.	5.000%	9/15/20	5,985	5,950
National Oilwell Varco Inc.	1.350%	12/1/17	1,875	1,859
National Oilwell Varco Inc.	2.600%	12/1/22	15,465	15,211
National Oilwell Varco Inc.	3.950%	12/1/42	9,400	8,933
NiSource Finance Corp.	5.250%	9/15/17	2,200	2,406
NiSource Finance Corp.	6.400%	3/15/18	885	1,006
NiSource Finance Corp.	6.800%	1/15/19	3,900	4,590
NiSource Finance Corp.	5.450%	9/15/20	1,400	1,615
NiSource Finance Corp.	6.125%	3/1/22	12,295	14,776
NiSource Finance Corp.	6.250%	12/15/40	2,350	3,126
NiSource Finance Corp.	5.950%	6/15/41	5,150	6,624
NiSource Finance Corp.	5.800%	2/1/42	3,075	3,910
NiSource Finance Corp.	4.800%	2/15/44	2,475	2,790

Noble Energy Inc.	8.250%	3/1/19	7,923	9,500
Noble Energy Inc.	4.150%	12/15/21	12,300	12,979
Noble Energy Inc.	8.000%	4/1/27	4,895	6,347
Noble Energy Inc.	6.000%	3/1/41	5,600	6,287
Noble Energy Inc.	5.250%	11/15/43	8,060	8,444
Noble Holding International Ltd.	3.050%	3/1/16	440	444
Noble Holding International Ltd.	2.500%	3/15/17	2,400	2,361
Noble Holding International Ltd.	4.900%	8/1/20	1,891	1,829
Noble Holding International Ltd.	6.200%	8/1/40	1,400	1,222
Noble Holding International Ltd.	6.050%	3/1/41	2,500	2,113
Noble Holding International Ltd.	5.250%	3/15/42	2,475	1,897
Occidental Petroleum Corp.	4.125%	6/1/16	2,620	2,720
Occidental Petroleum Corp.	1.750%	2/15/17	15,100	15,293
Occidental Petroleum Corp.	1.500%	2/15/18	4,650	4,645
Occidental Petroleum Corp.	4.100%	2/1/21	11,060	12,091
Occidental Petroleum Corp.	3.125%	2/15/22	7,725	7,953
Occidental Petroleum Corp.	2.700%	2/15/23	5,325	5,295
Oceaneering International Inc.	4.650%	11/15/24	2,800	2,815
ONEOK Partners LP	3.200%	9/15/18	4,400	4,486
ONEOK Partners LP	8.625%	3/1/19	2,500	2,992
ONEOK Partners LP	3.375%	10/1/22	15,675	14,861
ONEOK Partners LP	6.650%	10/1/36	8,728	9,258
ONEOK Partners LP	6.850%	10/15/37	2,575	2,801
ONEOK Partners LP	6.200%	9/15/43	3,500	3,640
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	4,703	5,241
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	325	370
Petro-Canada	6.050%	5/15/18	7,250	8,165
Petro-Canada	7.875%	6/15/26	500	691
Petro-Canada	7.000%	11/15/28	475	618
Petro-Canada	5.350%	7/15/33	1,425	1,582
Petro-Canada	5.950%	5/15/35	8,455	10,171
Petro-Canada	6.800%	5/15/38	5,525	7,329
Phillips 66	2.950%	5/1/17	7,425	7,681
Phillips 66	4.300%	4/1/22	16,885	18,403
Phillips 66	4.650%	11/15/34	5,700	6,066
Phillips 66	5.875%	5/1/42	10,400	12,391
Phillips 66	4.875%	11/15/44	5,500	5,894
Phillips 66 Partners LP	2.646%	2/15/20	1,255	1,260
Phillips 66 Partners LP	3.605%	2/15/25	3,500	3,510
Phillips 66 Partners LP	4.680%	2/15/45	1,375	1,378
Pioneer Natural Resources Co.	6.875%	5/1/18	3,230	3,652
Pioneer Natural Resources Co.	3.950%	7/15/22	3,810	3,936
Pioneer Natural Resources Co.	7.200%	1/15/28	4,378	5,478
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	2,000	2,159
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	1,825	2,275
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	12,660	14,406
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	3,460	3,822
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	800	823
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	2,200	2,139
Plains All American Pipeline LP / PAA
Finance Corp.	3.850%	10/15/23	2,396	2,468

Plains All American Pipeline LP / PAA
Finance Corp.	3.600%	11/1/24	7,100	7,140
Plains All American Pipeline LP / PAA
Finance Corp.	6.700%	5/15/36	1,320	1,653
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	1,825	1,939
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	9,375	8,952
Plains All American Pipeline LP / PAA
Finance Corp.	4.700%	6/15/44	4,925	5,006
Pride International Inc.	6.875%	8/15/20	6,000	6,835
Pride International Inc.	7.875%	8/15/40	3,000	3,477
Rowan Cos. Inc.	7.875%	8/1/19	2,850	3,179
Rowan Cos. Inc.	4.875%	6/1/22	6,250	6,028
Rowan Cos. Inc.	4.750%	1/15/24	1,150	1,088
Rowan Cos. Inc.	5.850%	1/15/44	2,350	2,041
Schlumberger Investment SA	3.650%	12/1/23	17,788	18,830
SESI LLC	7.125%	12/15/21	625	645
Shell International Finance BV	5.200%	3/22/17	4,150	4,495
Shell International Finance BV	1.125%	8/21/17	1,950	1,955
Shell International Finance BV	1.900%	8/10/18	6,175	6,268
Shell International Finance BV	2.000%	11/15/18	6,725	6,830
Shell International Finance BV	4.300%	9/22/19	8,300	9,199
Shell International Finance BV	4.375%	3/25/20	4,350	4,862
Shell International Finance BV	2.375%	8/21/22	11,865	11,687
Shell International Finance BV	2.250%	1/6/23	3,250	3,177
Shell International Finance BV	3.400%	8/12/23	11,500	12,160
Shell International Finance BV	6.375%	12/15/38	12,942	17,905
Shell International Finance BV	5.500%	3/25/40	4,025	5,100
Shell International Finance BV	3.625%	8/21/42	8,450	8,313
Shell International Finance BV	4.550%	8/12/43	8,325	9,434
7 Southern Natural Gas Co. LLC	5.900%	4/1/17	1,950	2,097
Southern Natural Gas Co. LLC	8.000%	3/1/32	2,299	2,874
Southern Natural Gas Co. LLC / Southern
Natural Issuing Corp.	4.400%	6/15/21	7,315	7,639
Southwestern Energy Co.	3.300%	1/23/18	1,000	1,019
Southwestern Energy Co.	7.500%	2/1/18	4,125	4,651
Southwestern Energy Co.	4.050%	1/23/20	3,350	3,455
Southwestern Energy Co.	4.100%	3/15/22	5,650	5,583
Southwestern Energy Co.	4.950%	1/23/25	1,125	1,143
Spectra Energy Capital LLC	6.200%	4/15/18	8,600	9,553
Spectra Energy Capital LLC	8.000%	10/1/19	835	1,013
Spectra Energy Capital LLC	3.300%	3/15/23	3,800	3,578
Spectra Energy Capital LLC	6.750%	2/15/32	725	842
Spectra Energy Capital LLC	7.500%	9/15/38	500	608
Spectra Energy Partners LP	2.950%	9/25/18	575	593
Spectra Energy Partners LP	4.750%	3/15/24	5,000	5,480
Spectra Energy Partners LP	3.500%	3/15/25	6,000	6,045
Spectra Energy Partners LP	5.950%	9/25/43	2,240	2,710
Spectra Energy Partners LP	4.500%	3/15/45	5,000	5,119
Suncor Energy Inc.	6.100%	6/1/18	4,475	5,034
Suncor Energy Inc.	7.150%	2/1/32	3,625	4,765
Suncor Energy Inc.	5.950%	12/1/34	175	208
Suncor Energy Inc.	6.500%	6/15/38	15,320	19,703
Suncor Energy Inc.	6.850%	6/1/39	2,455	3,221
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	1,600	1,575
Sunoco Logistics Partners Operations LP	4.250%	4/1/24	1,775	1,828
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	5,525	5,429

Sunoco Logistics Partners Operations LP	5.300%	4/1/44	7,500	7,717
Sunoco Logistics Partners Operations LP	5.350%	5/15/45	4,025	4,219
Talisman Energy Inc.	7.750%	6/1/19	11,475	13,318
Talisman Energy Inc.	5.850%	2/1/37	300	307
Talisman Energy Inc.	6.250%	2/1/38	3,675	3,961
Talisman Energy Inc.	5.500%	5/15/42	10,000	9,916
Tennessee Gas Pipeline Co. LLC	7.500%	4/1/17	720	796
Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	725	895
Texas Eastern Transmission LP	7.000%	7/15/32	2,905	3,855
Tosco Corp.	7.800%	1/1/27	315	434
Tosco Corp.	8.125%	2/15/30	12,000	17,710
Total Capital Canada Ltd.	1.450%	1/15/18	10,455	10,503
Total Capital Canada Ltd.	2.750%	7/15/23	6,800	6,780
Total Capital International SA	1.000%	8/12/16	4,000	4,015
Total Capital International SA	1.500%	2/17/17	1,075	1,086
Total Capital International SA	1.550%	6/28/17	8,350	8,443
Total Capital International SA	2.125%	1/10/19	8,000	8,134
Total Capital International SA	2.100%	6/19/19	11,500	11,674
Total Capital International SA	2.750%	6/19/21	12,625	12,913
Total Capital International SA	2.875%	2/17/22	11,375	11,599
Total Capital International SA	2.700%	1/25/23	7,550	7,534
Total Capital International SA	3.700%	1/15/24	6,700	7,091
Total Capital International SA	3.750%	4/10/24	3,075	3,273
Total Capital SA	2.300%	3/15/16	7,265	7,395
Total Capital SA	2.125%	8/10/18	3,500	3,573
Total Capital SA	4.450%	6/24/20	5,075	5,671
Total Capital SA	4.125%	1/28/21	3,005	3,315
TransCanada PipeLines Ltd.	6.500%	8/15/18	12,040	13,790
TransCanada PipeLines Ltd.	3.800%	10/1/20	9,990	10,618
TransCanada PipeLines Ltd.	2.500%	8/1/22	6,075	5,943
TransCanada PipeLines Ltd.	3.750%	10/16/23	4,775	5,021
TransCanada PipeLines Ltd.	4.625%	3/1/34	6,150	6,622
TransCanada PipeLines Ltd.	5.600%	3/31/34	1,400	1,661
TransCanada PipeLines Ltd.	5.850%	3/15/36	3,225	3,856
TransCanada PipeLines Ltd.	6.200%	10/15/37	6,975	8,852
TransCanada PipeLines Ltd.	7.250%	8/15/38	2,600	3,613
TransCanada PipeLines Ltd.	7.625%	1/15/39	5,440	7,855
TransCanada PipeLines Ltd.	6.100%	6/1/40	4,000	5,043
TransCanada PipeLines Ltd.	5.000%	10/16/43	5,500	6,208
4 TransCanada PipeLines Ltd.	6.350%	5/15/67	4,075	3,959
Transcontinental Gas Pipe Line Co. LLC	6.050%	6/15/18	1,545	1,734
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	3,723	3,426
Transocean Inc.	6.500%	11/15/20	2,415	2,013
Transocean Inc.	6.375%	12/15/21	163	137
Valero Energy Corp.	6.125%	6/15/17	7,655	8,430
Valero Energy Corp.	9.375%	3/15/19	2,650	3,324
Valero Energy Corp.	6.125%	2/1/20	3,950	4,562
Valero Energy Corp.	7.500%	4/15/32	3,775	4,932
Valero Energy Corp.	6.625%	6/15/37	9,956	12,283
Weatherford International LLC	6.350%	6/15/17	7,593	8,033
Weatherford International LLC	6.800%	6/15/37	2,250	2,132
Weatherford International Ltd.	6.000%	3/15/18	1,890	2,001
Weatherford International Ltd.	9.625%	3/1/19	5,200	5,978
Weatherford International Ltd.	4.500%	4/15/22	7,650	6,992
Weatherford International Ltd.	6.500%	8/1/36	3,200	2,913
Weatherford International Ltd.	7.000%	3/15/38	2,680	2,552
Weatherford International Ltd.	6.750%	9/15/40	2,595	2,434
Weatherford International Ltd.	5.950%	4/15/42	4,450	3,917

Western Gas Partners LP	2.600%	8/15/18	1,000	1,015
Western Gas Partners LP	5.375%	6/1/21	2,950	3,270
Western Gas Partners LP	5.450%	4/1/44	5,025	5,404
Williams Cos. Inc.	4.550%	6/24/24	3,800	3,694
Williams Cos. Inc.	7.500%	1/15/31	2,304	2,508
Williams Cos. Inc.	7.750%	6/15/31	1,967	2,172
Williams Cos. Inc.	8.750%	3/15/32	3,560	4,241
Williams Cos. Inc.	5.750%	6/24/44	2,300	2,179
Williams Partners LP	5.250%	3/15/20	11,901	13,102
Williams Partners LP	4.000%	11/15/21	3,000	3,080
Williams Partners LP	3.600%	3/15/22	15,000	14,943
Williams Partners LP	3.350%	8/15/22	4,350	4,203
Williams Partners LP	4.500%	11/15/23	3,300	3,419
Williams Partners LP	4.300%	3/4/24	1,000	1,009
Williams Partners LP	3.900%	1/15/25	4,000	3,901
Williams Partners LP	4.000%	9/15/25	5,325	5,222
Williams Partners LP	6.300%	4/15/40	4,495	4,963
Williams Partners LP	5.800%	11/15/43	10,125	10,761
Williams Partners LP	5.400%	3/4/44	1,450	1,457
Williams Partners LP	4.900%	1/15/45	2,000	1,876
Williams Partners LP	5.100%	9/15/45	4,500	4,340
Williams Partners LP / ACMP Finance Corp.	4.875%	5/15/23	4,875	4,930
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	7,800	7,839
Williams Partners LP/Williams Partners
Finance Corp.	7.250%	2/1/17	2,250	2,473
XTO Energy Inc.	6.250%	8/1/17	6,250	7,004
XTO Energy Inc.	5.500%	6/15/18	100	113
Other Industrial (0.1%)
California Institute of Technology GO	4.700%	11/1/11	5,600	6,116
Cintas Corp. No 2	6.125%	12/1/17	1,825	2,039
Cintas Corp. No 2	3.250%	6/1/22	1,725	1,765
Fluor Corp.	3.375%	9/15/21	1,500	1,567
Fluor Corp.	3.500%	12/15/24	5,550	5,734
Howard Hughes Medical Institute Revenue	3.500%	9/1/23	3,975	4,231
4 Johns Hopkins University Maryland GO	4.083%	7/1/53	3,600	3,831
Massachusetts Institute of Technology GO	5.600%	7/1/11	4,050	5,571
Massachusetts Institute of Technology GO	4.678%	7/1/14	13,750	16,363
4 Northwestern University Illinois GO	4.643%	12/1/44	3,675	4,481
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	2,400	2,518
4 University of Notre Dame DU LAC Indiana GO	3.438%	2/15/45	2,925	2,952
University of Pennsylvania GO	4.674%	9/1/12	5,500	6,142
Yale University Connecticut GO	2.086%	4/15/19	2,000	2,045
Technology (1.4%)
Adobe Systems Inc.	4.750%	2/1/20	4,275	4,791
Adobe Systems Inc.	3.250%	2/1/25	3,950	3,980
Altera Corp.	1.750%	5/15/17	1,250	1,259
Altera Corp.	2.500%	11/15/18	12,675	13,011
Altera Corp.	4.100%	11/15/23	6,000	6,385
Amphenol Corp.	1.550%	9/15/17	1,500	1,506
Amphenol Corp.	2.550%	1/30/19	9,225	9,392
Amphenol Corp.	3.125%	9/15/21	1,105	1,132
Analog Devices Inc.	3.000%	4/15/16	3,375	3,450
Analog Devices Inc.	2.875%	6/1/23	2,600	2,578
Apple Inc.	0.450%	5/3/16	7,200	7,200
Apple Inc.	1.050%	5/5/17	14,400	14,467

Apple Inc.	1.000%	5/3/18	11,750	11,670
Apple Inc.	2.100%	5/6/19	11,350	11,594
Apple Inc.	1.550%	2/7/20	9,500	9,414
Apple Inc.	2.850%	5/6/21	31,060	32,266
Apple Inc.	2.150%	2/9/22	12,850	12,704
Apple Inc.	2.400%	5/3/23	31,575	31,163
Apple Inc.	3.450%	5/6/24	17,200	18,204
Apple Inc.	2.500%	2/9/25	19,000	18,544
Apple Inc.	3.850%	5/4/43	17,650	17,932
Apple Inc.	4.450%	5/6/44	4,300	4,783
Apple Inc.	3.450%	2/9/45	10,000	9,400
Applied Materials Inc.	2.650%	6/15/16	3,025	3,089
Applied Materials Inc.	4.300%	6/15/21	4,840	5,286
Applied Materials Inc.	5.850%	6/15/41	5,885	7,217
Arrow Electronics Inc.	3.000%	3/1/18	2,650	2,720
Arrow Electronics Inc.	5.125%	3/1/21	515	568
Arrow Electronics Inc.	3.500%	4/1/22	2,000	2,005
Arrow Electronics Inc.	4.500%	3/1/23	3,450	3,616
Arrow Electronics Inc.	4.000%	4/1/25	3,500	3,520
Autodesk Inc.	1.950%	12/15/17	5,300	5,303
Autodesk Inc.	3.600%	12/15/22	825	832
Avnet Inc.	6.625%	9/15/16	225	241
Avnet Inc.	5.875%	6/15/20	4,300	4,843
Avnet Inc.	4.875%	12/1/22	1,450	1,559
Baidu Inc.	2.250%	11/28/17	7,700	7,776
Baidu Inc.	2.750%	6/9/19	2,500	2,526
Baidu Inc.	3.500%	11/28/22	7,200	7,311
Broadcom Corp.	2.700%	11/1/18	5,385	5,560
Broadcom Corp.	2.500%	8/15/22	10,953	10,714
Broadcom Corp.	3.500%	8/1/24	2,000	2,081
Broadridge Financial Solutions Inc.	3.950%	9/1/20	650	687
CA Inc.	5.375%	12/1/19	3,545	3,968
Cadence Design Systems Inc.	4.375%	10/15/24	725	755
Cisco Systems Inc.	5.500%	2/22/16	11,783	12,303
Cisco Systems Inc.	1.100%	3/3/17	4,850	4,883
Cisco Systems Inc.	3.150%	3/14/17	11,975	12,533
Cisco Systems Inc.	4.950%	2/15/19	5,975	6,725
Cisco Systems Inc.	2.125%	3/1/19	12,875	13,132
Cisco Systems Inc.	4.450%	1/15/20	8,300	9,300
Cisco Systems Inc.	2.900%	3/4/21	1,300	1,366
Cisco Systems Inc.	3.625%	3/4/24	4,000	4,321
Cisco Systems Inc.	5.900%	2/15/39	1,600	2,057
Cisco Systems Inc.	5.500%	1/15/40	21,870	27,006
Computer Sciences Corp.	6.500%	3/15/18	400	442
Corning Inc.	6.625%	5/15/19	275	325
Corning Inc.	3.700%	11/15/23	8,650	9,187
Corning Inc.	7.250%	8/15/36	100	130
Corning Inc.	4.700%	3/15/37	4,000	4,280
Corning Inc.	5.750%	8/15/40	7,910	9,590
Dun & Bradstreet Corp.	2.875%	11/15/15	350	354
Dun & Bradstreet Corp.	4.375%	12/1/22	950	999
EMC Corp.	1.875%	6/1/18	12,185	12,330
EMC Corp.	2.650%	6/1/20	10,620	10,927
EMC Corp.	3.375%	6/1/23	8,825	9,186
Equifax Inc.	6.300%	7/1/17	425	470
Equifax Inc.	7.000%	7/1/37	1,250	1,618
Fidelity National Information Services Inc.	2.000%	4/15/18	925	929
Fidelity National Information Services Inc.	5.000%	3/15/22	7,850	8,350

Fidelity National Information Services Inc.	3.500%	4/15/23	11,429	11,469
Fiserv Inc.	3.125%	10/1/15	1,000	1,012
Fiserv Inc.	3.125%	6/15/16	3,415	3,501
Fiserv Inc.	6.800%	11/20/17	2,525	2,853
Fiserv Inc.	3.500%	10/1/22	2,425	2,499
Google Inc.	2.125%	5/19/16	375	382
Google Inc.	3.625%	5/19/21	3,325	3,620
Harris Corp.	5.950%	12/1/17	1,300	1,447
Harris Corp.	6.375%	6/15/19	250	288
Harris Corp.	4.400%	12/15/20	2,675	2,905
Harris Corp.	6.150%	12/15/40	750	928
Hewlett-Packard Co.	2.650%	6/1/16	1,050	1,069
Hewlett-Packard Co.	3.000%	9/15/16	1,850	1,898
Hewlett-Packard Co.	3.300%	12/9/16	1,425	1,474
Hewlett-Packard Co.	5.400%	3/1/17	2,100	2,261
Hewlett-Packard Co.	2.600%	9/15/17	15,210	15,593
Hewlett-Packard Co.	5.500%	3/1/18	4,200	4,649
Hewlett-Packard Co.	2.750%	1/14/19	2,750	2,815
Hewlett-Packard Co.	3.750%	12/1/20	12,550	13,145
Hewlett-Packard Co.	4.300%	6/1/21	3,680	3,950
Hewlett-Packard Co.	4.375%	9/15/21	16,375	17,630
Hewlett-Packard Co.	4.650%	12/9/21	16,965	18,544
Hewlett-Packard Co.	6.000%	9/15/41	7,895	8,788
Ingram Micro Inc.	4.950%	12/15/24	8,475	8,785
Intel Corp.	1.950%	10/1/16	5,200	5,299
Intel Corp.	1.350%	12/15/17	28,105	28,272
Intel Corp.	3.300%	10/1/21	2,000	2,129
Intel Corp.	2.700%	12/15/22	13,525	13,637
Intel Corp.	4.000%	12/15/32	3,300	3,446
Intel Corp.	4.800%	10/1/41	9,870	11,105
Intel Corp.	4.250%	12/15/42	7,325	7,633
International Business Machines Corp.	2.000%	1/5/16	5,925	6,002
International Business Machines Corp.	1.950%	7/22/16	12,958	13,194
International Business Machines Corp.	1.250%	2/6/17	15,425	15,564
International Business Machines Corp.	5.700%	9/14/17	25,325	28,124
International Business Machines Corp.	1.125%	2/6/18	2,000	1,995
International Business Machines Corp.	7.625%	10/15/18	10,000	12,043
International Business Machines Corp.	1.950%	2/12/19	2,200	2,232
International Business Machines Corp.	1.625%	5/15/20	4,475	4,414
International Business Machines Corp.	2.900%	11/1/21	7,325	7,639
International Business Machines Corp.	3.375%	8/1/23	15,325	15,986
International Business Machines Corp.	3.625%	2/12/24	2,000	2,124
International Business Machines Corp.	7.000%	10/30/25	4,850	6,533
International Business Machines Corp.	6.220%	8/1/27	1,975	2,541
International Business Machines Corp.	6.500%	1/15/28	100	132
International Business Machines Corp.	5.875%	11/29/32	225	287
International Business Machines Corp.	5.600%	11/30/39	1,098	1,354
International Business Machines Corp.	4.000%	6/20/42	9,197	9,262
Intuit Inc.	5.750%	3/15/17	575	623
Jabil Circuit Inc.	5.625%	12/15/20	1,375	1,495
Jabil Circuit Inc.	4.700%	9/15/22	3,000	3,083
Juniper Networks Inc.	3.300%	6/15/20	1,000	1,013
Juniper Networks Inc.	4.600%	3/15/21	900	956
Juniper Networks Inc.	4.350%	6/15/25	1,725	1,749
Juniper Networks Inc.	5.950%	3/15/41	5,500	5,725
7 Keysight Technologies Inc.	3.300%	10/30/19	3,050	3,075
7 Keysight Technologies Inc.	4.550%	10/30/24	3,050	3,071
KLA-Tencor Corp.	4.125%	11/1/21	9,350	9,852

KLA-Tencor Corp.	4.650%	11/1/24	3,550	3,726
KLA-Tencor Corp.	5.650%	11/1/34	225	244
Lam Research Corp.	2.750%	3/15/20	3,300	3,324
Lam Research Corp.	3.800%	3/15/25	3,375	3,394
Lexmark International Inc.	6.650%	6/1/18	1,850	2,052
Lexmark International Inc.	5.125%	3/15/20	2,450	2,624
Maxim Integrated Products Inc.	2.500%	11/15/18	3,365	3,418
Maxim Integrated Products Inc.	3.375%	3/15/23	3,875	3,911
Microsoft Corp.	1.625%	9/25/15	5,405	5,440
Microsoft Corp.	0.875%	11/15/17	2,550	2,545
Microsoft Corp.	1.000%	5/1/18	4,050	4,041
Microsoft Corp.	1.625%	12/6/18	3,625	3,674
Microsoft Corp.	4.200%	6/1/19	1,465	1,623
Microsoft Corp.	3.000%	10/1/20	4,750	5,050
Microsoft Corp.	4.000%	2/8/21	3,950	4,401
Microsoft Corp.	2.375%	2/12/22	4,400	4,435
Microsoft Corp.	2.125%	11/15/22	4,350	4,303
Microsoft Corp.	2.375%	5/1/23	3,950	3,948
Microsoft Corp.	3.625%	12/15/23	2,000	2,175
Microsoft Corp.	2.700%	2/12/25	8,825	8,870
Microsoft Corp.	3.500%	2/12/35	9,000	8,978
Microsoft Corp.	5.200%	6/1/39	4,375	5,379
Microsoft Corp.	4.500%	10/1/40	2,685	3,020
Microsoft Corp.	5.300%	2/8/41	2,500	3,124
Microsoft Corp.	3.500%	11/15/42	7,830	7,538
Microsoft Corp.	3.750%	5/1/43	1,865	1,879
Microsoft Corp.	4.875%	12/15/43	5,075	6,036
Microsoft Corp.	3.750%	2/12/45	10,075	10,116
Microsoft Corp.	4.000%	2/12/55	16,575	16,550
Motorola Solutions Inc.	3.750%	5/15/22	3,000	3,071
Motorola Solutions Inc.	4.000%	9/1/24	4,000	4,136
Motorola Solutions Inc.	5.500%	9/1/44	3,750	4,082
NetApp Inc.	2.000%	12/15/17	4,175	4,186
Oracle Corp.	1.200%	10/15/17	21,300	21,345
Oracle Corp.	5.750%	4/15/18	17,110	19,330
Oracle Corp.	2.375%	1/15/19	3,825	3,930
Oracle Corp.	5.000%	7/8/19	5,500	6,207
Oracle Corp.	2.250%	10/8/19	10,900	11,114
Oracle Corp.	3.875%	7/15/20	5,668	6,193
Oracle Corp.	2.800%	7/8/21	7,050	7,285
Oracle Corp.	2.500%	10/15/22	14,360	14,360
Oracle Corp.	3.400%	7/8/24	22,650	23,845
Oracle Corp.	4.300%	7/8/34	12,400	13,476
Oracle Corp.	6.500%	4/15/38	3,050	4,192
Oracle Corp.	6.125%	7/8/39	5,355	7,104
Oracle Corp.	5.375%	7/15/40	14,847	18,162
Oracle Corp.	4.500%	7/8/44	7,300	8,064
Pitney Bowes Inc.	5.750%	9/15/17	950	1,039
Pitney Bowes Inc.	6.250%	3/15/19	375	426
Pitney Bowes Inc.	4.625%	3/15/24	7,275	7,625
Seagate HDD Cayman	3.750%	11/15/18	4,625	4,810
Seagate HDD Cayman	6.875%	5/1/20	5,000	5,200
Seagate HDD Cayman	4.750%	6/1/23	14,750	15,488
7 Seagate HDD Cayman	4.750%	1/1/25	15,000	15,525
7 Seagate HDD Cayman	5.750%	12/1/34	2,150	2,309
Symantec Corp.	2.750%	9/15/15	2,300	2,319
Symantec Corp.	2.750%	6/15/17	3,275	3,331
Symantec Corp.	3.950%	6/15/22	3,150	3,247

Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	1,250	1,341
Texas Instruments Inc.	2.375%	5/16/16	4,675	4,773
Texas Instruments Inc.	1.650%	8/3/19	5,300	5,267
Texas Instruments Inc.	2.250%	5/1/23	4,000	3,890
Total System Services Inc.	2.375%	6/1/18	3,350	3,366
Total System Services Inc.	3.750%	6/1/23	100	100
Trimble Navigation Ltd.	4.750%	12/1/24	2,500	2,636
Tyco Electronics Group SA	6.550%	10/1/17	6,866	7,699
Tyco Electronics Group SA	4.875%	1/15/21	3,750	4,212
Tyco Electronics Group SA	3.500%	2/3/22	3,900	4,061
Tyco Electronics Group SA	7.125%	10/1/37	9,575	13,488
Verisk Analytics Inc.	5.800%	5/1/21	2,300	2,656
Verisk Analytics Inc.	4.125%	9/12/22	8,700	9,070
Xerox Corp.	6.750%	2/1/17	2,750	3,008
Xerox Corp.	2.950%	3/15/17	3,425	3,528
Xerox Corp.	6.350%	5/15/18	11,270	12,728
Xerox Corp.	5.625%	12/15/19	1,165	1,318
Xerox Corp.	2.800%	5/15/20	2,500	2,523
Xerox Corp.	2.750%	9/1/20	1,825	1,828
Xerox Corp.	4.500%	5/15/21	12,765	13,889
Xerox Corp.	3.800%	5/15/24	1,300	1,312
Xilinx Inc.	2.125%	3/15/19	500	504
Xilinx Inc.	3.000%	3/15/21	11,375	11,716
Transportation (0.6%)
4 American Airlines 2013-1 Class A Pass
Through Trust	4.000%	1/15/27	1,995	2,085
4 American Airlines 2013-2 Class A Pass
Through Trust	4.950%	7/15/24	6,342	6,905
4 American Airlines 2014-1 Class A Pass
Through Trust	3.700%	4/1/28	3,500	3,614
4 American Airlines 2015-1 Class A Pass
Through Trust	3.375%	11/1/28	10,325	10,402
4 American Airlines 2015-1 Class B Pass
Through Trust	3.700%	11/1/24	1,700	1,706
Burlington Northern Santa Fe LLC	5.650%	5/1/17	525	574
Burlington Northern Santa Fe LLC	5.750%	3/15/18	6,350	7,121
Burlington Northern Santa Fe LLC	3.600%	9/1/20	3,950	4,225
Burlington Northern Santa Fe LLC	4.100%	6/1/21	590	646
Burlington Northern Santa Fe LLC	3.450%	9/15/21	2,590	2,752
Burlington Northern Santa Fe LLC	3.050%	3/15/22	375	386
Burlington Northern Santa Fe LLC	3.050%	9/1/22	600	618
Burlington Northern Santa Fe LLC	3.000%	3/15/23	2,900	2,955
Burlington Northern Santa Fe LLC	3.850%	9/1/23	250	270
Burlington Northern Santa Fe LLC	3.750%	4/1/24	4,350	4,648
Burlington Northern Santa Fe LLC	3.400%	9/1/24	4,100	4,285
Burlington Northern Santa Fe LLC	3.000%	4/1/25	16,500	16,642
Burlington Northern Santa Fe LLC	7.000%	12/15/25	1,700	2,274
Burlington Northern Santa Fe LLC	6.200%	8/15/36	225	298
Burlington Northern Santa Fe LLC	6.150%	5/1/37	4,150	5,548
Burlington Northern Santa Fe LLC	5.750%	5/1/40	11,600	14,480
Burlington Northern Santa Fe LLC	5.050%	3/1/41	1,800	2,091
Burlington Northern Santa Fe LLC	4.950%	9/15/41	830	948
Burlington Northern Santa Fe LLC	4.400%	3/15/42	4,529	4,828
Burlington Northern Santa Fe LLC	4.375%	9/1/42	3,675	3,892
Burlington Northern Santa Fe LLC	4.450%	3/15/43	4,075	4,384
Burlington Northern Santa Fe LLC	4.900%	4/1/44	5,825	6,679
Burlington Northern Santa Fe LLC	4.550%	9/1/44	4,400	4,810

Burlington Northern Santa Fe LLC	4.150%	4/1/45	8,600	8,920
Canadian National Railway Co.	5.800%	6/1/16	200	212
Canadian National Railway Co.	1.450%	12/15/16	2,870	2,904
Canadian National Railway Co.	5.850%	11/15/17	350	391
Canadian National Railway Co.	5.550%	3/1/19	5,385	6,144
Canadian National Railway Co.	2.850%	12/15/21	11,235	11,600
Canadian National Railway Co.	6.900%	7/15/28	100	139
Canadian National Railway Co.	6.250%	8/1/34	325	440
Canadian National Railway Co.	6.200%	6/1/36	5,350	7,224
Canadian National Railway Co.	6.375%	11/15/37	450	625
Canadian National Railway Co.	3.500%	11/15/42	450	435
Canadian Pacific Railway Co.	7.250%	5/15/19	2,945	3,541
Canadian Pacific Railway Co.	4.450%	3/15/23	3,830	4,254
Canadian Pacific Railway Co.	2.900%	2/1/25	450	450
Canadian Pacific Railway Co.	7.125%	10/15/31	1,956	2,716
Canadian Pacific Railway Co.	5.950%	5/15/37	20,110	26,110
Canadian Pacific Railway Ltd.	4.500%	1/15/22	8,375	9,280
Canadian Pacific Railway Ltd.	5.750%	1/15/42	1,460	1,906
Con-way Inc.	7.250%	1/15/18	2,825	3,199
Con-way Inc.	6.700%	5/1/34	3,700	4,250
4 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	10/19/23	268	303
4 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	930	1,074
4 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	7/12/22	5,595	5,994
4 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	6,010	6,371
4 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	734	772
CSX Corp.	7.900%	5/1/17	9,386	10,644
CSX Corp.	6.250%	3/15/18	3,875	4,395
CSX Corp.	7.375%	2/1/19	5,950	7,143
CSX Corp.	4.250%	6/1/21	590	649
CSX Corp.	3.700%	11/1/23	700	748
CSX Corp.	6.000%	10/1/36	475	610
CSX Corp.	6.150%	5/1/37	900	1,182
CSX Corp.	6.220%	4/30/40	7,164	9,684
CSX Corp.	5.500%	4/15/41	4,800	5,969
CSX Corp.	4.750%	5/30/42	9,840	11,238
CSX Corp.	4.100%	3/15/44	5,225	5,436
4 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	1,756	2,068
4 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	3,864	4,468
4 Delta Air Lines 2010-1 Class A Pass Through
Trust	6.200%	1/2/20	1,423	1,561
4 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	1,221	1,309
4 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	1,665	1,798
FedEx Corp.	8.000%	1/15/19	4,075	4,947
FedEx Corp.	2.300%	2/1/20	4,000	4,043
FedEx Corp.	2.625%	8/1/22	975	975
FedEx Corp.	4.000%	1/15/24	950	1,027
FedEx Corp.	3.200%	2/1/25	3,300	3,342
FedEx Corp.	4.900%	1/15/34	1,000	1,127
FedEx Corp.	3.900%	2/1/35	5,000	5,050

FedEx Corp.	3.875%	8/1/42	1,000	970
FedEx Corp.	4.100%	4/15/43	2,200	2,205
FedEx Corp.	5.100%	1/15/44	4,050	4,702
4 Hawaiian Airlines 2013-1 Class A Pass
Through Certificates	3.900%	1/15/26	10,500	10,683
JB Hunt Transport Services Inc.	2.400%	3/15/19	1,350	1,371
JB Hunt Transport Services Inc.	3.850%	3/15/24	2,000	2,128
Kansas City Southern de Mexico SA de CV	2.350%	5/15/20	1,375	1,352
Kansas City Southern de Mexico SA de CV	3.000%	5/15/23	7,525	7,418
Kansas City Southern Railway Co.	4.300%	5/15/43	2,925	3,083
Norfolk Southern Corp.	7.700%	5/15/17	3,525	3,991
Norfolk Southern Corp.	5.750%	4/1/18	875	983
Norfolk Southern Corp.	5.900%	6/15/19	3,390	3,914
Norfolk Southern Corp.	3.000%	4/1/22	3,900	3,994
Norfolk Southern Corp.	2.903%	2/15/23	6,053	6,097
Norfolk Southern Corp.	3.850%	1/15/24	2,000	2,157
Norfolk Southern Corp.	5.590%	5/17/25	133	160
Norfolk Southern Corp.	7.800%	5/15/27	675	950
Norfolk Southern Corp.	7.250%	2/15/31	811	1,131
Norfolk Southern Corp.	7.050%	5/1/37	250	355
Norfolk Southern Corp.	4.837%	10/1/41	12,898	14,819
Norfolk Southern Corp.	3.950%	10/1/42	2,125	2,151
Norfolk Southern Corp.	6.000%	3/15/05	3,000	3,851
Norfolk Southern Corp.	6.000%	5/23/11	8,185	10,450
Norfolk Southern Railway Co.	9.750%	6/15/20	775	1,041
4 Northwest Airlines 2007-1 Class A Pass
Through Trust	7.027%	5/1/21	406	468
Ryder System Inc.	5.850%	11/1/16	1,125	1,204
Ryder System Inc.	3.500%	6/1/17	3,000	3,135
Ryder System Inc.	2.500%	3/1/18	4,943	5,055
Ryder System Inc.	2.450%	11/15/18	5,400	5,486
Ryder System Inc.	2.350%	2/26/19	4,480	4,516
Ryder System Inc.	2.550%	6/1/19	11,050	11,214
Ryder System Inc.	2.450%	9/3/19	1,050	1,061
Southwest Airlines Co.	2.750%	11/6/19	4,000	4,091
4 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	889	1,024
Trinity Industries Inc.	4.550%	10/1/24	2,250	2,262
4 UAL 2009-2A Pass Through Trust	9.750%	7/15/18	2,051	2,259
Union Pacific Corp.	5.700%	8/15/18	850	968
Union Pacific Corp.	1.800%	2/1/20	1,000	1,000
Union Pacific Corp.	4.000%	2/1/21	4,325	4,767
Union Pacific Corp.	4.163%	7/15/22	4,740	5,305
Union Pacific Corp.	2.750%	4/15/23	4,500	4,591
Union Pacific Corp.	3.646%	2/15/24	1,698	1,836
Union Pacific Corp.	3.250%	1/15/25	2,600	2,722
Union Pacific Corp.	6.625%	2/1/29	820	1,134
Union Pacific Corp.	3.375%	2/1/35	6,000	5,862
Union Pacific Corp.	4.750%	9/15/41	3,825	4,458
Union Pacific Corp.	4.750%	12/15/43	2,900	3,403
Union Pacific Corp.	4.821%	2/1/44	7,780	9,244
Union Pacific Corp.	4.850%	6/15/44	1,600	1,905
Union Pacific Corp.	4.150%	1/15/45	3,625	3,913
Union Pacific Corp.	3.875%	2/1/55	6,750	6,599
4 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	366	440
4 United Airlines 2013-1 Class A Pass Through
Trust	4.300%	2/15/27	4,103	4,406

4 United Airlines 2014-1 Class A Pass Through
Trust	4.000%	10/11/27	5,825	6,174
4 United Airlines 2014-2 Class A Pass Through
Trust	3.750%	3/3/28	2,350	2,453
United Parcel Service Inc.	1.125%	10/1/17	875	881
United Parcel Service Inc.	5.500%	1/15/18	6,505	7,273
United Parcel Service Inc.	5.125%	4/1/19	4,875	5,543
United Parcel Service Inc.	3.125%	1/15/21	8,300	8,828
United Parcel Service Inc.	2.450%	10/1/22	7,925	7,968
United Parcel Service Inc.	6.200%	1/15/38	12,160	16,564
United Parcel Service Inc.	3.625%	10/1/42	2,000	2,013
4 US Airways Inc. 2012-2 Class A Pass
Through Trust	4.625%	12/3/26	725	776
				14,511,088
Utilities (2.0%)
Electric (1.9%)
AEP Texas Central Co.	6.650%	2/15/33	2,952	3,949
Alabama Power Co.	3.550%	12/1/23	8,800	9,437
Alabama Power Co.	6.125%	5/15/38	1,000	1,367
Alabama Power Co.	6.000%	3/1/39	1,750	2,345
Alabama Power Co.	5.200%	6/1/41	5,575	6,950
Alabama Power Co.	4.100%	1/15/42	1,475	1,591
Alabama Power Co.	3.850%	12/1/42	1,850	1,915
Alabama Power Co.	4.150%	8/15/44	2,600	2,815
Alabama Power Co.	3.750%	3/1/45	1,000	1,020
Ameren Illinois Co.	2.700%	9/1/22	2,245	2,277
Ameren Illinois Co.	3.250%	3/1/25	1,890	1,975
Ameren Illinois Co.	4.800%	12/15/43	3,575	4,275
Ameren Illinois Co.	4.300%	7/1/44	325	366
American Electric Power Co. Inc.	1.650%	12/15/17	75	75
Appalachian Power Co.	4.600%	3/30/21	16,350	18,213
Appalachian Power Co.	5.800%	10/1/35	1,900	2,407
Appalachian Power Co.	6.375%	4/1/36	750	1,001
Appalachian Power Co.	6.700%	8/15/37	3,750	5,189
Appalachian Power Co.	7.000%	4/1/38	1,665	2,373
Arizona Public Service Co.	8.750%	3/1/19	1,298	1,633
Arizona Public Service Co.	3.350%	6/15/24	1,975	2,080
Arizona Public Service Co.	5.500%	9/1/35	2,100	2,642
Arizona Public Service Co.	4.500%	4/1/42	4,525	5,100
Arizona Public Service Co.	4.700%	1/15/44	3,250	3,780
Atlantic City Electric Co.	7.750%	11/15/18	2,700	3,260
Baltimore Gas & Electric Co.	5.900%	10/1/16	275	295
Baltimore Gas & Electric Co.	3.500%	11/15/21	4,825	5,161
Baltimore Gas & Electric Co.	2.800%	8/15/22	3,000	3,054
Baltimore Gas & Electric Co.	3.350%	7/1/23	3,225	3,391
Baltimore Gas & Electric Co.	6.350%	10/1/36	250	346
Berkshire Hathaway Energy Co.	1.100%	5/15/17	5,000	5,001
Berkshire Hathaway Energy Co.	5.750%	4/1/18	5,961	6,700
Berkshire Hathaway Energy Co.	2.000%	11/15/18	1,000	1,010
Berkshire Hathaway Energy Co.	3.750%	11/15/23	5,925	6,325
Berkshire Hathaway Energy Co.	8.480%	9/15/28	100	153
Berkshire Hathaway Energy Co.	6.125%	4/1/36	9,725	12,695
Berkshire Hathaway Energy Co.	5.950%	5/15/37	5,017	6,394
Berkshire Hathaway Energy Co.	6.500%	9/15/37	8,580	11,617
Berkshire Hathaway Energy Co.	5.150%	11/15/43	5,650	6,730
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	1,700	1,664
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	100	143

CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	5,450	5,377
CenterPoint Energy Inc.	6.500%	5/1/18	5,650	6,441
Cleco Power LLC	6.000%	12/1/40	1,600	2,006
Cleveland Electric Illuminating Co.	5.700%	4/1/17	1,695	1,819
Cleveland Electric Illuminating Co.	7.880%	11/1/17	600	699
Cleveland Electric Illuminating Co.	5.500%	8/15/24	1,800	2,168
CMS Energy Corp.	8.750%	6/15/19	7,920	9,937
CMS Energy Corp.	6.250%	2/1/20	2,900	3,406
CMS Energy Corp.	3.875%	3/1/24	1,600	1,697
CMS Energy Corp.	4.875%	3/1/44	4,400	5,081
Commonwealth Edison Co.	5.950%	8/15/16	450	480
Commonwealth Edison Co.	1.950%	9/1/16	885	900
Commonwealth Edison Co.	6.150%	9/15/17	15,357	17,147
Commonwealth Edison Co.	5.800%	3/15/18	6,635	7,485
Commonwealth Edison Co.	2.150%	1/15/19	9,250	9,417
Commonwealth Edison Co.	4.000%	8/1/20	5,000	5,469
Commonwealth Edison Co.	3.400%	9/1/21	3,000	3,189
Commonwealth Edison Co.	5.875%	2/1/33	100	128
Commonwealth Edison Co.	5.900%	3/15/36	2,380	3,115
Commonwealth Edison Co.	6.450%	1/15/38	3,020	4,257
Commonwealth Edison Co.	3.800%	10/1/42	4,450	4,575
Commonwealth Edison Co.	3.700%	3/1/45	3,400	3,445
Connecticut Light & Power Co.	5.500%	2/1/19	1,365	1,555
Connecticut Light & Power Co.	2.500%	1/15/23	7,275	7,214
Connecticut Light & Power Co.	6.350%	6/1/36	2,400	3,328
Connecticut Light & Power Co.	4.300%	4/15/44	1,800	2,016
Consolidated Edison Co. of New York Inc.	5.375%	12/15/15	3,213	3,320
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	2,225	2,373
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	5,150	6,103
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	6,000	6,701
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	800	969
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	8,615	11,183
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	1,878	2,531
Consolidated Edison Co. of New York Inc.	5.700%	12/1/36	450	565
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	500	710
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	5,460	7,009
Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	4,400	4,546
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	14,720	16,343
Constellation Energy Group Inc.	5.150%	12/1/20	3,705	4,181
Consumers Energy Co.	5.500%	8/15/16	394	419
Consumers Energy Co.	5.650%	9/15/18	1,800	2,054
Consumers Energy Co.	6.700%	9/15/19	7,960	9,525
Consumers Energy Co.	5.650%	4/15/20	1,375	1,603
Consumers Energy Co.	2.850%	5/15/22	13,516	13,866
Consumers Energy Co.	3.375%	8/15/23	1,175	1,246
Consumers Energy Co.	3.950%	5/15/43	3,900	4,126
Consumers Energy Co.	4.350%	8/31/64	1,600	1,743
Dayton Power & Light Co.	1.875%	9/15/16	525	531
Delmarva Power & Light Co.	3.500%	11/15/23	2,175	2,306
Delmarva Power & Light Co.	4.000%	6/1/42	3,650	3,845
Dominion Resources Inc.	1.950%	8/15/16	2,150	2,175
Dominion Resources Inc.	1.400%	9/15/17	4,075	4,077
Dominion Resources Inc.	6.400%	6/15/18	300	343
Dominion Resources Inc.	5.200%	8/15/19	300	337
Dominion Resources Inc.	2.500%	12/1/19	8,250	8,372
Dominion Resources Inc.	2.750%	9/15/22	1,800	1,787
Dominion Resources Inc.	3.625%	12/1/24	6,300	6,569
Dominion Resources Inc.	6.300%	3/15/33	350	442

Dominion Resources Inc.	5.950%	6/15/35	7,200	8,784
Dominion Resources Inc.	4.900%	8/1/41	4,450	4,953
Dominion Resources Inc.	4.050%	9/15/42	4,997	4,966
Dominion Resources Inc.	4.700%	12/1/44	4,500	5,038
4 Dominion Resources Inc.	5.750%	10/1/54	3,650	3,895
4 Dominion Resources Inc.	7.500%	6/30/66	700	721
DTE Electric Co.	3.450%	10/1/20	7,005	7,427
DTE Electric Co.	2.650%	6/15/22	6,025	6,096
DTE Electric Co.	3.650%	3/15/24	6,325	6,826
DTE Electric Co.	3.375%	3/1/25	3,725	3,929
DTE Electric Co.	5.700%	10/1/37	2,025	2,652
DTE Electric Co.	3.950%	6/15/42	10,075	10,629
DTE Energy Co.	2.400%	12/1/19	1,800	1,829
DTE Energy Co.	3.500%	6/1/24	10,900	11,324
DTE Energy Co.	6.375%	4/15/33	100	132
Duke Energy Carolinas LLC	1.750%	12/15/16	2,785	2,831
Duke Energy Carolinas LLC	5.250%	1/15/18	2,000	2,220
Duke Energy Carolinas LLC	5.100%	4/15/18	1,900	2,113
Duke Energy Carolinas LLC	4.300%	6/15/20	2,500	2,788
Duke Energy Carolinas LLC	3.900%	6/15/21	9,068	10,019
Duke Energy Carolinas LLC	6.000%	12/1/28	2,994	3,850
Duke Energy Carolinas LLC	6.450%	10/15/32	6,425	8,681
Duke Energy Carolinas LLC	6.100%	6/1/37	2,525	3,350
Duke Energy Carolinas LLC	6.000%	1/15/38	900	1,229
Duke Energy Carolinas LLC	6.050%	4/15/38	525	717
Duke Energy Carolinas LLC	5.300%	2/15/40	5,290	6,721
Duke Energy Carolinas LLC	4.250%	12/15/41	7,375	8,156
Duke Energy Carolinas LLC	4.000%	9/30/42	6,125	6,520
Duke Energy Carolinas LLC	3.750%	6/1/45	3,800	3,934
Duke Energy Corp.	3.350%	4/1/15	4,650	4,650
Duke Energy Corp.	2.150%	11/15/16	925	945
Duke Energy Corp.	1.625%	8/15/17	525	531
Duke Energy Corp.	2.100%	6/15/18	1,650	1,681
Duke Energy Corp.	5.050%	9/15/19	6,225	7,024
Duke Energy Corp.	3.050%	8/15/22	1,550	1,596
Duke Energy Corp.	3.950%	10/15/23	1,850	2,019
Duke Energy Corp.	3.750%	4/15/24	5,975	6,385
Duke Energy Florida Inc.	5.650%	6/15/18	1,175	1,332
Duke Energy Florida Inc.	6.350%	9/15/37	775	1,100
Duke Energy Florida Inc.	6.400%	6/15/38	6,450	9,149
Duke Energy Florida Inc.	5.650%	4/1/40	4,200	5,639
Duke Energy Indiana Inc.	6.050%	6/15/16	1,600	1,701
Duke Energy Indiana Inc.	3.750%	7/15/20	2,500	2,726
Duke Energy Indiana Inc.	6.120%	10/15/35	325	433
Duke Energy Indiana Inc.	6.350%	8/15/38	3,775	5,317
Duke Energy Indiana Inc.	4.200%	3/15/42	1,000	1,091
Duke Energy Indiana Inc.	4.900%	7/15/43	1,850	2,238
Duke Energy Ohio Inc.	5.450%	4/1/19	1,700	1,940
Duke Energy Progress Inc.	5.300%	1/15/19	5,000	5,662
Duke Energy Progress Inc.	2.800%	5/15/22	3,000	3,060
Duke Energy Progress Inc.	6.300%	4/1/38	3,025	4,302
Duke Energy Progress Inc.	4.100%	5/15/42	3,625	3,959
Duke Energy Progress Inc.	4.375%	3/30/44	10,650	12,092
Duke Energy Progress Inc.	4.150%	12/1/44	2,900	3,179
Edison International	3.750%	9/15/17	1,690	1,788
El Paso Electric Co.	6.000%	5/15/35	300	375
Entergy Arkansas Inc.	3.750%	2/15/21	3,350	3,565
Entergy Gulf States Louisiana LLC	6.000%	5/1/18	4,175	4,721

Entergy Gulf States Louisiana LLC	3.950%	10/1/20	8,700	9,424
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	9,000	10,854
Entergy Louisiana LLC	4.050%	9/1/23	5,650	6,211
Entergy Louisiana LLC	5.400%	11/1/24	5,127	6,111
Entergy Louisiana LLC	4.950%	1/15/45	3,750	3,894
Entergy Mississippi Inc.	3.100%	7/1/23	300	306
Entergy Texas Inc.	7.125%	2/1/19	3,000	3,569
Eversource Energy	1.450%	5/1/18	1,700	1,687
Eversource Energy	4.500%	11/15/19	10,682	11,839
Exelon Corp.	5.625%	6/15/35	1,900	2,264
Exelon Generation Co. LLC	6.200%	10/1/17	9,320	10,323
Exelon Generation Co. LLC	2.950%	1/15/20	800	814
Exelon Generation Co. LLC	4.000%	10/1/20	3,300	3,491
Exelon Generation Co. LLC	4.250%	6/15/22	6,000	6,334
Exelon Generation Co. LLC	6.250%	10/1/39	4,000	4,838
Exelon Generation Co. LLC	5.750%	10/1/41	4,675	5,370
Exelon Generation Co. LLC	5.600%	6/15/42	5,848	6,673
FirstEnergy Solutions Corp.	6.800%	8/15/39	2,025	2,172
Florida Power & Light Co.	5.550%	11/1/17	5,000	5,561
Florida Power & Light Co.	2.750%	6/1/23	2,400	2,458
Florida Power & Light Co.	3.250%	6/1/24	2,800	2,966
Florida Power & Light Co.	5.950%	10/1/33	225	302
Florida Power & Light Co.	5.625%	4/1/34	2,160	2,800
Florida Power & Light Co.	5.400%	9/1/35	825	1,050
Florida Power & Light Co.	6.200%	6/1/36	5,575	7,762
Florida Power & Light Co.	5.650%	2/1/37	725	951
Florida Power & Light Co.	5.850%	5/1/37	1,265	1,696
Florida Power & Light Co.	5.950%	2/1/38	3,250	4,372
Florida Power & Light Co.	5.960%	4/1/39	9,950	13,510
Florida Power & Light Co.	5.690%	3/1/40	425	567
Florida Power & Light Co.	5.250%	2/1/41	975	1,237
Florida Power & Light Co.	4.125%	2/1/42	10,575	11,568
Florida Power & Light Co.	3.800%	12/15/42	4,275	4,457
Georgia Power Co.	3.000%	4/15/16	6,625	6,781
Georgia Power Co.	5.700%	6/1/17	2,525	2,769
Georgia Power Co.	5.650%	3/1/37	100	127
Georgia Power Co.	4.750%	9/1/40	1,200	1,368
Georgia Power Co.	4.300%	3/15/42	8,290	8,974
Georgia Power Co.	4.300%	3/15/43	3,810	4,145
Iberdrola International BV	6.750%	7/15/36	3,985	5,230
Indiana Michigan Power Co.	7.000%	3/15/19	2,012	2,398
Indiana Michigan Power Co.	6.050%	3/15/37	2,850	3,680
4 Integrys Energy Group Inc.	6.110%	12/1/66	2,345	2,322
Interstate Power & Light Co.	3.250%	12/1/24	1,400	1,448
Interstate Power & Light Co.	6.250%	7/15/39	925	1,318
ITC Holdings Corp.	4.050%	7/1/23	5,500	5,877
ITC Holdings Corp.	5.300%	7/1/43	1,600	1,887
Jersey Central Power & Light Co.	5.625%	5/1/16	2,525	2,641
Jersey Central Power & Light Co.	5.650%	6/1/17	2,775	3,012
4 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	1,272	1,462
Kansas City Power & Light Co.	6.050%	11/15/35	125	165
Kansas City Power & Light Co.	5.300%	10/1/41	4,795	5,644
Kentucky Utilities Co.	3.250%	11/1/20	5,145	5,414
Kentucky Utilities Co.	5.125%	11/1/40	3,575	4,433
Kentucky Utilities Co.	4.650%	11/15/43	425	503
LG&E & KU Energy LLC	3.750%	11/15/20	1,600	1,693
LG&E & KU Energy LLC	4.375%	10/1/21	3,625	3,976
Louisville Gas & Electric Co.	5.125%	11/15/40	2,590	3,279

Louisville Gas & Electric Co.	4.650%	11/15/43	725	862
Metropolitan Edison Co.	7.700%	1/15/19	1,348	1,612
MidAmerican Energy Co.	5.950%	7/15/17	2,810	3,101
MidAmerican Energy Co.	5.300%	3/15/18	100	111
MidAmerican Energy Co.	6.750%	12/30/31	4,150	5,778
MidAmerican Energy Co.	5.750%	11/1/35	1,575	2,040
MidAmerican Energy Co.	5.800%	10/15/36	1,350	1,755
MidAmerican Energy Co.	4.800%	9/15/43	675	807
MidAmerican Energy Co.	4.400%	10/15/44	10,000	11,354
Midamerican Funding LLC	6.927%	3/1/29	3,935	5,331
Mississippi Power Co.	4.250%	3/15/42	4,475	4,676
National Rural Utilities Cooperative Finance
Corp.	3.050%	3/1/16	2,950	3,015
National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	175	191
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	4,850	5,409
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	5,475	7,091
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	4,250	4,326
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	3,000	2,996
National Rural Utilities Cooperative Finance
Corp.	2.350%	6/15/20	5,975	6,065
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	7,510	7,707
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	6,000	6,036
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	4,728	5,057
Nevada Power Co.	6.500%	5/15/18	1,865	2,141
Nevada Power Co.	6.500%	8/1/18	14,093	16,311
Nevada Power Co.	7.125%	3/15/19	4,150	4,969
Nevada Power Co.	6.650%	4/1/36	965	1,364
Nevada Power Co.	6.750%	7/1/37	975	1,397
Nevada Power Co.	5.450%	5/15/41	500	638
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	3,613	4,138
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	7,000	7,081
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	950	973
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	885	975
NextEra Energy Capital Holdings Inc.	3.625%	6/15/23	3,175	3,325
4 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,075	2,054
4 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	1,503	1,495
4 NextEra Energy Capital Holdings Inc.	7.300%	9/1/67	325	345
Northern States Power Co.	1.950%	8/15/15	425	426
Northern States Power Co.	5.250%	3/1/18	1,225	1,363
Northern States Power Co.	2.600%	5/15/23	1,330	1,343
Northern States Power Co.	5.250%	7/15/35	100	125
Northern States Power Co.	6.250%	6/1/36	525	735
Northern States Power Co.	6.200%	7/1/37	1,695	2,363
Northern States Power Co.	5.350%	11/1/39	3,245	4,212
Northern States Power Co.	4.850%	8/15/40	950	1,147
Northern States Power Co.	3.400%	8/15/42	400	390
Northern States Power Co.	4.125%	5/15/44	5,850	6,415
NorthWestern Corp.	4.176%	11/15/44	2,400	2,615
NSTAR Electric Co.	5.625%	11/15/17	4,360	4,857
NSTAR Electric Co.	2.375%	10/15/22	1,700	1,676

NSTAR Electric Co.	5.500%	3/15/40	3,505	4,481
Oglethorpe Power Corp.	5.950%	11/1/39	350	451
Oglethorpe Power Corp.	5.375%	11/1/40	5,145	6,255
Oglethorpe Power Corp.	4.200%	12/1/42	2,500	2,627
Ohio Edison Co.	6.875%	7/15/36	3,500	4,609
Ohio Power Co.	6.000%	6/1/16	1,520	1,608
Ohio Power Co.	5.375%	10/1/21	3,775	4,455
Ohio Power Co.	5.850%	10/1/35	1,525	1,938
Oklahoma Gas & Electric Co.	5.850%	6/1/40	1,200	1,576
Oklahoma Gas & Electric Co.	5.250%	5/15/41	1,250	1,540
Oklahoma Gas & Electric Co.	3.900%	5/1/43	1,825	1,883
Oklahoma Gas & Electric Co.	4.000%	12/15/44	3,225	3,424
Oncor Electric Delivery Co. LLC	5.000%	9/30/17	2,000	2,187
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	3,170	3,708
Oncor Electric Delivery Co. LLC	2.150%	6/1/19	2,125	2,132
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	4,550	6,476
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	150	221
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,800	2,764
Oncor Electric Delivery Co. LLC	4.550%	12/1/41	7,590	8,556
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	2,500	3,132
Pacific Gas & Electric Co.	5.625%	11/30/17	9,876	10,940
Pacific Gas & Electric Co.	8.250%	10/15/18	4,105	5,018
Pacific Gas & Electric Co.	3.500%	10/1/20	3,590	3,808
Pacific Gas & Electric Co.	4.250%	5/15/21	4,400	4,832
Pacific Gas & Electric Co.	3.250%	9/15/21	9,226	9,694
Pacific Gas & Electric Co.	2.450%	8/15/22	6,397	6,312
Pacific Gas & Electric Co.	3.250%	6/15/23	1,675	1,735
Pacific Gas & Electric Co.	3.400%	8/15/24	3,425	3,579
Pacific Gas & Electric Co.	6.050%	3/1/34	14,874	19,435
Pacific Gas & Electric Co.	5.800%	3/1/37	9,005	11,482
Pacific Gas & Electric Co.	6.350%	2/15/38	4,000	5,438
Pacific Gas & Electric Co.	6.250%	3/1/39	1,073	1,449
Pacific Gas & Electric Co.	5.400%	1/15/40	850	1,052
Pacific Gas & Electric Co.	4.450%	4/15/42	11,052	12,145
Pacific Gas & Electric Co.	4.600%	6/15/43	3,776	4,227
Pacific Gas & Electric Co.	4.750%	2/15/44	8,080	9,360
Pacific Gas & Electric Co.	4.300%	3/15/45	3,000	3,223
PacifiCorp	5.650%	7/15/18	3,000	3,376
PacifiCorp	5.500%	1/15/19	4,000	4,548
PacifiCorp	2.950%	2/1/22	3,250	3,343
PacifiCorp	3.600%	4/1/24	4,350	4,664
PacifiCorp	7.700%	11/15/31	1,185	1,785
PacifiCorp	5.250%	6/15/35	2,900	3,541
PacifiCorp	5.750%	4/1/37	10,850	14,201
PacifiCorp	6.250%	10/15/37	900	1,251
PacifiCorp	4.100%	2/1/42	1,600	1,726
Peco Energy Co.	1.200%	10/15/16	2,900	2,918
Peco Energy Co.	5.350%	3/1/18	575	641
Peco Energy Co.	2.375%	9/15/22	875	869
Peco Energy Co.	5.950%	10/1/36	4,275	5,656
Pennsylvania Electric Co.	6.150%	10/1/38	2,075	2,594
PG&E Corp.	2.400%	3/1/19	2,425	2,455
Potomac Electric Power Co.	3.600%	3/15/24	200	213
Potomac Electric Power Co.	6.500%	11/15/37	4,043	5,697
PPL Capital Funding Inc.	1.900%	6/1/18	5,120	5,127
PPL Capital Funding Inc.	3.500%	12/1/22	490	510
PPL Capital Funding Inc.	3.400%	6/1/23	6,700	6,927
PPL Capital Funding Inc.	3.950%	3/15/24	275	296

PPL Capital Funding Inc.	4.700%	6/1/43	3,900	4,304
PPL Capital Funding Inc.	5.000%	3/15/44	2,000	2,357
PPL Electric Utilities Corp.	3.000%	9/15/21	590	615
PPL Electric Utilities Corp.	6.250%	5/15/39	800	1,124
PPL Electric Utilities Corp.	5.200%	7/15/41	1,250	1,559
PPL Electric Utilities Corp.	4.750%	7/15/43	3,885	4,583
PPL Electric Utilities Corp.	4.125%	6/15/44	1,550	1,709
Progress Energy Inc.	4.875%	12/1/19	150	168
Progress Energy Inc.	4.400%	1/15/21	5,186	5,717
Progress Energy Inc.	3.150%	4/1/22	5,800	5,980
Progress Energy Inc.	7.750%	3/1/31	625	905
Progress Energy Inc.	6.000%	12/1/39	3,165	4,195
PSEG Power LLC	5.500%	12/1/15	3,125	3,219
PSEG Power LLC	2.750%	9/15/16	885	907
PSEG Power LLC	5.125%	4/15/20	415	463
PSEG Power LLC	4.150%	9/15/21	1,275	1,357
PSEG Power LLC	8.625%	4/15/31	2,885	4,247
Public Service Co. of Colorado	5.800%	8/1/18	425	484
Public Service Co. of Colorado	5.125%	6/1/19	3,925	4,468
Public Service Co. of Colorado	3.200%	11/15/20	5,900	6,279
Public Service Co. of Colorado	2.250%	9/15/22	1,250	1,239
Public Service Co. of Colorado	6.250%	9/1/37	475	678
Public Service Co. of Colorado	4.750%	8/15/41	1,500	1,793
Public Service Co. of Colorado	3.600%	9/15/42	800	809
Public Service Co. of Colorado	4.300%	3/15/44	5,450	6,210
Public Service Co. of New Hampshire	3.500%	11/1/23	875	932
Public Service Co. of Oklahoma	5.150%	12/1/19	650	736
Public Service Co. of Oklahoma	4.400%	2/1/21	2,585	2,871
Public Service Co. of Oklahoma	6.625%	11/15/37	1,550	2,132
Public Service Electric & Gas Co.	2.300%	9/15/18	9,900	10,174
Public Service Electric & Gas Co.	1.800%	6/1/19	3,500	3,522
Public Service Electric & Gas Co.	3.500%	8/15/20	625	668
Public Service Electric & Gas Co.	2.375%	5/15/23	2,700	2,652
Public Service Electric & Gas Co.	5.800%	5/1/37	3,275	4,361
Public Service Electric & Gas Co.	5.375%	11/1/39	4,189	5,389
Public Service Electric & Gas Co.	3.950%	5/1/42	3,800	4,085
Public Service Electric & Gas Co.	3.650%	9/1/42	4,575	4,665
Public Service Electric & Gas Co.	4.000%	6/1/44	1,300	1,404
Puget Energy Inc.	6.500%	12/15/20	2,950	3,547
Puget Energy Inc.	6.000%	9/1/21	3,350	3,958
Puget Sound Energy Inc.	5.483%	6/1/35	2,350	2,981
Puget Sound Energy Inc.	6.274%	3/15/37	1,825	2,514
Puget Sound Energy Inc.	5.757%	10/1/39	1,400	1,865
Puget Sound Energy Inc.	5.795%	3/15/40	1,510	2,023
Puget Sound Energy Inc.	5.764%	7/15/40	600	795
Puget Sound Energy Inc.	4.434%	11/15/41	4,800	5,420
San Diego Gas & Electric Co.	5.300%	11/15/15	650	669
San Diego Gas & Electric Co.	3.000%	8/15/21	1,350	1,413
San Diego Gas & Electric Co.	6.000%	6/1/26	4,000	5,108
San Diego Gas & Electric Co.	5.350%	5/15/35	250	313
San Diego Gas & Electric Co.	6.125%	9/15/37	1,000	1,400
San Diego Gas & Electric Co.	5.350%	5/15/40	2,000	2,600
San Diego Gas & Electric Co.	4.500%	8/15/40	3,870	4,497
San Diego Gas & Electric Co.	3.950%	11/15/41	400	431
San Diego Gas & Electric Co.	4.300%	4/1/42	1,500	1,692
SCANA Corp.	6.250%	4/1/20	4,455	5,122
SCANA Corp.	4.750%	5/15/21	1,795	1,957
Sierra Pacific Power Co.	6.000%	5/15/16	4,050	4,284

Sierra Pacific Power Co.	3.375%	8/15/23	1,450	1,522
Sierra Pacific Power Co.	6.750%	7/1/37	1,450	2,063
South Carolina Electric & Gas Co.	5.250%	11/1/18	1,500	1,696
South Carolina Electric & Gas Co.	6.500%	11/1/18	2,700	3,173
South Carolina Electric & Gas Co.	6.625%	2/1/32	2,525	3,399
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,550	2,056
South Carolina Electric & Gas Co.	5.450%	2/1/41	525	656
South Carolina Electric & Gas Co.	4.600%	6/15/43	7,300	8,281
South Carolina Electric & Gas Co.	4.500%	6/1/64	6,090	6,607
Southern California Edison Co.	4.650%	4/1/15	425	425
Southern California Edison Co.	1.125%	5/1/17	900	903
Southern California Edison Co.	3.875%	6/1/21	2,000	2,197
4 Southern California Edison Co.	1.845%	2/1/22	3,500	3,516
Southern California Edison Co.	2.400%	2/1/22	2,700	2,700
Southern California Edison Co.	3.500%	10/1/23	12,300	13,148
Southern California Edison Co.	6.650%	4/1/29	1,550	2,084
Southern California Edison Co.	6.000%	1/15/34	1,000	1,337
Southern California Edison Co.	5.750%	4/1/35	800	1,053
Southern California Edison Co.	5.350%	7/15/35	4,185	5,207
Southern California Edison Co.	5.550%	1/15/36	500	652
Southern California Edison Co.	5.625%	2/1/36	1,875	2,429
Southern California Edison Co.	5.950%	2/1/38	2,800	3,756
Southern California Edison Co.	6.050%	3/15/39	1,460	1,971
Southern California Edison Co.	4.500%	9/1/40	10,307	11,644
Southern California Edison Co.	4.050%	3/15/42	6,450	6,916
Southern California Edison Co.	3.900%	3/15/43	725	761
Southern California Edison Co.	4.650%	10/1/43	5,950	6,978
Southern California Edison Co.	3.600%	2/1/45	2,200	2,209
Southern Co.	2.375%	9/15/15	2,850	2,872
Southern Co.	1.950%	9/1/16	590	598
Southern Co.	1.300%	8/15/17	2,100	2,101
Southern Co.	2.150%	9/1/19	1,650	1,659
Southern Power Co.	5.150%	9/15/41	6,640	7,786
Southern Power Co.	5.250%	7/15/43	5,275	6,150
Southwestern Electric Power Co.	5.550%	1/15/17	100	108
Southwestern Electric Power Co.	5.875%	3/1/18	75	84
Southwestern Electric Power Co.	6.450%	1/15/19	4,763	5,555
Southwestern Electric Power Co.	3.550%	2/15/22	4,200	4,430
Southwestern Electric Power Co.	3.900%	4/1/45	2,500	2,458
Southwestern Public Service Co.	4.500%	8/15/41	2,079	2,389
Tampa Electric Co.	6.100%	5/15/18	2,175	2,478
Tampa Electric Co.	5.400%	5/15/21	2,590	3,060
Tampa Electric Co.	2.600%	9/15/22	1,000	987
Tampa Electric Co.	6.550%	5/15/36	675	960
Tampa Electric Co.	4.350%	5/15/44	3,500	3,932
TECO Finance Inc.	6.572%	11/1/17	470	528
TECO Finance Inc.	5.150%	3/15/20	7,862	8,897
Toledo Edison Co.	6.150%	5/15/37	4,244	5,296
TransAlta Corp.	6.650%	5/15/18	2,325	2,583
TransAlta Corp.	4.500%	11/15/22	2,375	2,358
TransAlta Corp.	6.500%	3/15/40	2,000	2,025
7 Tri-State Generation & Transmission
Association Inc.	3.700%	11/1/24	1,475	1,549
7 Tri-State Generation & Transmission
Association Inc.	4.700%	11/1/44	1,400	1,557
Tucson Electric Power Co.	5.150%	11/15/21	1,045	1,184
7 Tucson Electric Power Co.	3.050%	3/15/25	2,000	2,007
UIL Holdings Corp.	4.625%	10/1/20	1,000	1,080

Union Electric Co.	6.700%	2/1/19	2,432	2,872
Union Electric Co.	3.500%	4/15/24	5,300	5,659
Union Electric Co.	5.300%	8/1/37	2,519	3,133
Union Electric Co.	8.450%	3/15/39	2,000	3,516
Virginia Electric & Power Co.	2.950%	1/15/22	2,025	2,088
Virginia Electric & Power Co.	3.450%	9/1/22	11,095	11,780
Virginia Electric & Power Co.	2.750%	3/15/23	6,300	6,376
Virginia Electric & Power Co.	6.000%	1/15/36	3,540	4,690
Virginia Electric & Power Co.	6.350%	11/30/37	3,000	4,266
Virginia Electric & Power Co.	4.000%	1/15/43	14,575	15,362
Virginia Electric & Power Co.	4.650%	8/15/43	225	262
Virginia Electric and Power Co.	4.450%	2/15/44	2,095	2,361
Westar Energy Inc.	8.625%	12/1/18	1,250	1,555
Westar Energy Inc.	4.125%	3/1/42	4,375	4,692
Westar Energy Inc.	4.100%	4/1/43	900	966
Westar Energy Inc.	4.625%	9/1/43	2,900	3,399
Western Massachusetts Electric Co.	3.500%	9/15/21	1,050	1,117
Wisconsin Electric Power Co.	4.250%	12/15/19	2,650	2,905
Wisconsin Electric Power Co.	3.650%	12/15/42	400	408
Wisconsin Electric Power Co.	4.250%	6/1/44	3,100	3,488
4 Wisconsin Energy Corp.	6.250%	5/15/67	5,175	5,175
Wisconsin Power & Light Co.	5.000%	7/15/19	475	532
Wisconsin Power & Light Co.	2.250%	11/15/22	3,850	3,776
Wisconsin Power & Light Co.	6.375%	8/15/37	1,625	2,261
Wisconsin Power & Light Co.	4.100%	10/15/44	1,450	1,574
Wisconsin Public Service Corp.	3.671%	12/1/42	2,050	2,086
Wisconsin Public Service Corp.	4.752%	11/1/44	3,175	3,813
Xcel Energy Inc.	5.613%	4/1/17	275	300
Xcel Energy Inc.	4.700%	5/15/20	8,320	9,224
Xcel Energy Inc.	6.500%	7/1/36	7,611	10,454
Natural Gas (0.1%)
AGL Capital Corp.	5.250%	8/15/19	1,600	1,799
AGL Capital Corp.	3.500%	9/15/21	1,580	1,673
AGL Capital Corp.	5.875%	3/15/41	5,700	7,440
AGL Capital Corp.	4.400%	6/1/43	1,000	1,082
Atmos Energy Corp.	8.500%	3/15/19	760	943
Atmos Energy Corp.	5.500%	6/15/41	4,050	5,178
Atmos Energy Corp.	4.150%	1/15/43	275	293
Atmos Energy Corp.	4.125%	10/15/44	3,050	3,272
British Transco Finance Inc.	6.625%	6/1/18	3,375	3,904
KeySpan Corp.	8.000%	11/15/30	50	71
Laclede Group Inc.	4.700%	8/15/44	3,500	3,820
National Fuel Gas Co.	6.500%	4/15/18	5,129	5,715
National Fuel Gas Co.	8.750%	5/1/19	1,500	1,822
ONE Gas Inc.	2.070%	2/1/19	2,600	2,631
ONE Gas Inc.	4.658%	2/1/44	1,200	1,387
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	1,375	1,647
Sempra Energy	6.500%	6/1/16	3,885	4,136
Sempra Energy	2.300%	4/1/17	175	179
Sempra Energy	6.150%	6/15/18	2,775	3,164
Sempra Energy	9.800%	2/15/19	1,500	1,937
Sempra Energy	2.400%	3/15/20	2,950	2,979
Sempra Energy	2.875%	10/1/22	2,125	2,129
Sempra Energy	4.050%	12/1/23	19,085	20,708
Sempra Energy	6.000%	10/15/39	6,960	8,971
Southern California Gas Co.	5.750%	11/15/35	400	522
Southern California Gas Co.	3.750%	9/15/42	3,325	3,503

Southern California Gas Co.	4.450%	3/15/44	1,450	1,668
Other Utility (0.0%)
American Water Capital Corp.	6.085%	10/15/17	8,041	8,955
American Water Capital Corp.	6.593%	10/15/37	6,125	8,687
United Utilities plc	5.375%	2/1/19	6,025	6,482
Veolia Environnement SA	6.750%	6/1/38	2,150	2,827
				1,870,928
Total Corporate Bonds (Cost $23,143,773)				24,452,924
Sovereign Bonds (U.S. Dollar-Denominated) (6.0%)
African Development Bank	1.250%	9/2/16	3,100	3,132
African Development Bank	0.750%	10/18/16	8,850	8,833
African Development Bank	1.125%	3/15/17	4,200	4,237
African Development Bank	0.875%	3/15/18	4,700	4,684
African Development Bank	1.625%	10/2/18	16,500	16,771
African Development Bank	1.375%	2/12/20	5,900	5,859
African Development Bank	2.375%	9/23/21	13,000	13,459
Asian Development Bank	5.500%	6/27/16	5,450	5,788
Asian Development Bank	0.750%	1/11/17	16,575	16,618
Asian Development Bank	1.125%	3/15/17	34,275	34,561
Asian Development Bank	5.250%	6/12/17	100	110
Asian Development Bank	5.593%	7/16/18	1,700	1,923
Asian Development Bank	1.750%	9/11/18	1,650	1,683
Asian Development Bank	1.500%	9/28/18	15,000	15,176
Asian Development Bank	1.875%	10/23/18	5,120	5,246
Asian Development Bank	1.750%	3/21/19	14,600	14,873
Asian Development Bank	1.875%	4/12/19	13,250	13,560
Asian Development Bank	1.500%	1/22/20	10,500	10,497
Asian Development Bank	1.375%	3/23/20	2,750	2,738
Asian Development Bank	1.875%	2/18/22	16,700	16,786
Asian Development Bank	2.000%	1/22/25	10,750	10,665
Banco do Brasil SA	3.875%	1/23/17	6,650	6,733
Banco do Brasil SA	3.875%	10/10/22	8,875	8,198
Canada	0.875%	2/14/17	22,250	22,315
Canada	1.125%	3/19/18	20,250	20,346
Canada	1.625%	2/27/19	1,300	1,315
CNOOC Finance 2013 Ltd.	1.750%	5/9/18	2,850	2,832
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	13,900	13,538
CNOOC Nexen Finance 2014 ULC	1.625%	4/30/17	20,100	20,063
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	14,600	15,549
Corp. Andina de Fomento	8.125%	6/4/19	1,850	2,271
Corporacion Andina De Fomento	3.750%	1/15/16	9,460	9,697
Corporacion Andina De Fomento	1.500%	8/8/17	8,000	8,058
Corporacion Andina De Fomento	4.375%	6/15/22	21,367	23,283
Council Of Europe Development Bank	1.500%	2/22/17	6,000	6,091
Council Of Europe Development Bank	1.500%	6/19/17	1,350	1,370
Council Of Europe Development Bank	1.000%	3/7/18	10,450	10,442
Council Of Europe Development Bank	1.125%	5/31/18	4,550	4,554
Council Of Europe Development Bank	1.750%	11/14/19	5,000	5,045
Council Of Europe Development Bank	1.625%	3/10/20	15,500	15,581
Ecopetrol SA	7.625%	7/23/19	5,050	5,897
Ecopetrol SA	5.875%	9/18/23	8,150	8,720
Ecopetrol SA	4.125%	1/16/25	8,325	7,930
Ecopetrol SA	7.375%	9/18/43	10,000	10,875
Ecopetrol SA	5.875%	5/28/45	7,600	7,068
Emirates Telecommunications Corp.	3.500%	6/18/24	5,000	5,237

European Bank for Reconstruction &
Development	2.750%	4/20/15	7,700	7,707
European Bank for Reconstruction &
Development	2.500%	3/15/16	11,975	12,217
European Bank for Reconstruction &
Development	1.375%	10/20/16	4,735	4,793
European Bank for Reconstruction &
Development	1.000%	2/16/17	5,000	5,030
European Bank for Reconstruction &
Development	0.750%	9/1/17	8,075	8,054
European Bank for Reconstruction &
Development	1.000%	9/17/18	2,050	2,036
European Bank for Reconstruction &
Development	1.625%	11/15/18	4,675	4,739
European Bank for Reconstruction &
Development	1.750%	6/14/19	21,525	21,808
European Bank for Reconstruction &
Development	1.750%	11/26/19	6,000	6,060
European Bank for Reconstruction &
Development	1.500%	3/16/20	10,950	10,939
European Bank for Reconstruction &
Development	1.875%	2/23/22	14,500	14,547
European Investment Bank	1.125%	4/15/15	26,000	26,006
European Investment Bank	2.250%	3/15/16	19,400	19,753
European Investment Bank	0.625%	4/15/16	22,700	22,763
European Investment Bank	2.500%	5/16/16	15,700	16,068
European Investment Bank	2.125%	7/15/16	6,000	6,128
European Investment Bank	0.500%	8/15/16	10,000	9,997
European Investment Bank	5.125%	9/13/16	14,700	15,671
European Investment Bank	1.250%	10/14/16	6,650	6,722
European Investment Bank	1.125%	12/15/16	1,500	1,505
European Investment Bank	4.875%	1/17/17	5,500	5,910
European Investment Bank	1.750%	3/15/17	35,100	35,836
European Investment Bank	0.875%	4/18/17	15,100	15,092
European Investment Bank	5.125%	5/30/17	9,150	10,002
European Investment Bank	1.625%	6/15/17	1,000	1,019
European Investment Bank	1.000%	8/17/17	17,000	17,027
European Investment Bank	1.125%	9/15/17	14,425	14,530
European Investment Bank	1.000%	12/15/17	13,850	13,882
European Investment Bank	1.000%	3/15/18	20,575	20,572
European Investment Bank	1.250%	5/15/18	35,750	35,933
European Investment Bank	1.000%	6/15/18	58,100	57,909
European Investment Bank	1.625%	12/18/18	34,225	34,744
European Investment Bank	1.875%	3/15/19	46,000	47,058
European Investment Bank	1.750%	6/17/19	63,470	64,307
European Investment Bank	1.625%	3/16/20	49,050	49,213
European Investment Bank	2.875%	9/15/20	14,650	15,659
European Investment Bank	4.000%	2/16/21	11,575	13,088
European Investment Bank	2.500%	4/15/21	32,125	33,666
European Investment Bank	2.125%	10/15/21	7,600	7,763
European Investment Bank	3.250%	1/29/24	12,900	14,241
European Investment Bank	1.875%	2/10/25	19,400	19,047
Export Development Canada	1.250%	10/26/16	705	711
Export Development Canada	0.625%	12/15/16	1,675	1,673
8 Export Development Canada	1.000%	5/15/17	7,400	7,413
Export Development Canada	0.750%	12/15/17	9,025	8,917
Export Development Canada	1.500%	10/3/18	15,125	15,294
8 Export Development Canada	1.625%	12/3/19	4,000	4,029

Export-Import Bank of Korea	3.750%	10/20/16	5,575	5,797
Export-Import Bank of Korea	4.000%	1/11/17	15,250	15,965
Export-Import Bank of Korea	1.750%	2/27/18	3,675	3,683
Export-Import Bank of Korea	2.875%	9/17/18	8,000	8,293
Export-Import Bank of Korea	2.375%	8/12/19	5,000	5,079
Export-Import Bank of Korea	5.125%	6/29/20	5,300	6,060
Export-Import Bank of Korea	4.000%	1/29/21	2,500	2,717
Export-Import Bank of Korea	4.375%	9/15/21	4,000	4,454
Export-Import Bank of Korea	5.000%	4/11/22	8,300	9,610
Export-Import Bank of Korea	4.000%	1/14/24	17,500	19,208
Export-Import Bank of Korea	2.875%	1/21/25	8,000	8,037
Federative Republic of Brazil	6.000%	1/17/17	21,330	22,823
4 Federative Republic of Brazil	8.000%	1/15/18	8,308	8,994
Federative Republic of Brazil	5.875%	1/15/19	16,050	17,671
Federative Republic of Brazil	8.875%	10/14/19	3,600	4,464
Federative Republic of Brazil	4.875%	1/22/21	7,470	7,864
Federative Republic of Brazil	2.625%	1/5/23	8,225	7,423
Federative Republic of Brazil	8.875%	4/15/24	2,000	2,617
Federative Republic of Brazil	4.250%	1/7/25	33,525	32,867
Federative Republic of Brazil	8.750%	2/4/25	3,300	4,331
Federative Republic of Brazil	10.125%	5/15/27	2,000	2,990
Federative Republic of Brazil	8.250%	1/20/34	8,550	11,072
Federative Republic of Brazil	7.125%	1/20/37	9,125	10,838
4 Federative Republic of Brazil	11.000%	8/17/40	4,350	4,535
Federative Republic of Brazil	5.625%	1/7/41	34,950	35,343
Federative Republic of Brazil	5.000%	1/27/45	18,035	16,676
FMS Wertmanagement AoeR	0.625%	4/18/16	15,000	15,039
FMS Wertmanagement AoeR	0.625%	1/30/17	17,200	17,158
FMS Wertmanagement AoeR	1.125%	9/5/17	5,700	5,716
FMS Wertmanagement AoeR	1.000%	11/21/17	4,350	4,347
FMS Wertmanagement AoeR	1.625%	11/20/18	11,000	11,155
FMS Wertmanagement AoeR	1.750%	3/17/20	12,000	12,111
Hydro-Quebec	7.500%	4/1/16	3,650	3,892
Hydro-Quebec	2.000%	6/30/16	14,825	15,073
Hydro-Quebec	1.375%	6/19/17	9,300	9,387
Hydro-Quebec	8.400%	1/15/22	3,040	4,138
Hydro-Quebec	8.050%	7/7/24	1,350	1,925
Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	4,200	4,205
Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	6,100	6,275
Inter-American Development Bank	4.250%	9/14/15	3,450	3,511
Inter-American Development Bank	0.625%	9/12/16	9,000	8,987
Inter-American Development Bank	5.125%	9/13/16	100	107
Inter-American Development Bank	1.375%	10/18/16	9,810	9,938
Inter-American Development Bank	0.875%	11/15/16	6,025	6,041
Inter-American Development Bank	1.125%	3/15/17	10,650	10,739
Inter-American Development Bank	1.000%	7/14/17	21,625	21,673
Inter-American Development Bank	2.375%	8/15/17	5,100	5,285
Inter-American Development Bank	0.875%	3/15/18	9,925	9,885
Inter-American Development Bank	1.750%	8/24/18	7,620	7,773
Inter-American Development Bank	1.125%	9/12/19	24,800	24,502
Inter-American Development Bank	3.875%	9/17/19	16,750	18,520
Inter-American Development Bank	1.750%	10/15/19	20,200	20,487
Inter-American Development Bank	3.875%	2/14/20	2,300	2,556
Inter-American Development Bank	2.125%	11/9/20	10,400	10,621
Inter-American Development Bank	3.000%	10/4/23	2,350	2,548
Inter-American Development Bank	3.000%	2/21/24	18,000	19,518
Inter-American Development Bank	2.125%	1/15/25	24,000	24,222
Inter-American Development Bank	7.000%	6/15/25	1,125	1,574

	Inter-American Development Bank	3.200%	8/7/42	2,000	2,132
	Inter-American Development Bank	4.375%	1/24/44	9,500	12,289
	International Bank for Reconstruction &
	Development	5.000%	4/1/16	9,975	10,431
	International Bank for Reconstruction &
	Development	0.500%	4/15/16	16,700	16,727
	International Bank for Reconstruction &
	Development	1.000%	9/15/16	5,995	6,039
	International Bank for Reconstruction &
	Development	0.625%	10/14/16	14,250	14,204
	International Bank for Reconstruction &
	Development	0.750%	12/15/16	10,625	10,642
	International Bank for Reconstruction &
	Development	0.875%	4/17/17	33,125	33,234
	International Bank for Reconstruction &
	Development	1.125%	7/18/17	7,500	7,538
	International Bank for Reconstruction &
	Development	1.375%	4/10/18	36,200	36,532
	International Bank for Reconstruction &
	Development	1.875%	3/15/19	43,475	44,373
	International Bank for Reconstruction &
	Development	1.875%	10/7/19	5,200	5,281
	International Bank for Reconstruction &
	Development	2.125%	11/1/20	20,400	20,996
	International Bank for Reconstruction &
	Development	2.250%	6/24/21	15,250	15,807
	International Bank for Reconstruction &
	Development	1.625%	2/10/22	34,425	33,951
	International Bank for Reconstruction &
	Development	7.625%	1/19/23	950	1,342
	International Bank for Reconstruction &
	Development	2.500%	11/25/24	42,500	43,937
	International Bank for Reconstruction &
	Development	8.875%	3/1/26	450	714
	International Finance Corp.	2.750%	4/20/15	3,250	3,253
	International Finance Corp.	2.250%	4/11/16	5,000	5,098
	International Finance Corp.	0.625%	10/3/16	8,475	8,491
	International Finance Corp.	0.625%	11/15/16	9,450	9,458
	International Finance Corp.	1.125%	11/23/16	14,950	15,074
	International Finance Corp.	1.000%	4/24/17	5,650	5,665
	International Finance Corp.	2.125%	11/17/17	24,800	25,485
	International Finance Corp.	0.625%	12/21/17	6,850	6,772
	International Finance Corp.	1.250%	7/16/18	15,500	15,546
	International Finance Corp.	1.750%	9/4/18	6,400	6,520
	International Finance Corp.	1.750%	9/16/19	10,500	10,585
9	Japan Bank for International Cooperation	2.500%	5/18/16	6,200	6,338
9	Japan Bank for International Cooperation	2.250%	7/13/16	5,000	5,104
9	Japan Bank for International Cooperation	1.125%	7/19/17	6,675	6,698
9	Japan Bank for International Cooperation	1.750%	7/31/18	13,125	13,301
9	Japan Bank for International Cooperation	1.750%	11/13/18	19,900	20,133
9	Japan Bank for International Cooperation	2.125%	2/7/19	5,000	5,121
9	Japan Bank for International Cooperation	3.375%	7/31/23	2,400	2,626
9	Japan Bank for International Cooperation	3.000%	5/29/24	17,000	18,019
9	Japan Bank for International Cooperation	2.125%	2/10/25	20,000	19,815
9	Japan Finance Organization for Municipalities	5.000%	5/16/17	1,600	1,736
9	Japan Finance Organization for Municipalities	4.000%	1/13/21	5,625	6,267
10 KFW		0.500%	9/30/15	34,175	34,224
10 KFW		0.500%	4/19/16	16,000	16,026

10 KFW	2.000%	6/1/16	19,000	19,353
10 KFW	0.500%	7/15/16	17,000	16,941
10 KFW	0.500%	9/15/16	10,000	9,979
10 KFW	1.250%	10/5/16	11,805	11,932
10 KFW	0.625%	12/15/16	30,150	30,170
10 KFW	4.875%	1/17/17	3,000	3,227
10 KFW	1.250%	2/15/17	29,000	29,320
10 KFW	0.750%	3/17/17	7,000	6,986
10 KFW	0.875%	9/5/17	14,200	14,221
10 KFW	0.875%	12/15/17	8,000	7,952
10 KFW	1.000%	1/26/18	17,000	16,994
10 KFW	4.375%	3/15/18	18,850	20,698
10 KFW	1.000%	6/11/18	26,400	26,355
10 KFW	4.500%	7/16/18	6,425	7,125
10 KFW	1.875%	4/1/19	48,500	49,628
10 KFW	4.875%	6/17/19	20,075	22,975
10 KFW	1.750%	10/15/19	23,500	23,823
10 KFW	4.000%	1/27/20	5,500	6,146
10 KFW	1.500%	4/20/20	28,500	28,479
10 KFW	2.750%	9/8/20	23,250	24,681
10 KFW	2.750%	10/1/20	13,200	14,012
10 KFW	2.375%	8/25/21	19,590	20,375
10 KFW	2.625%	1/25/22	14,000	14,764
10 KFW	2.000%	10/4/22	24,875	25,152
10 KFW	2.125%	1/17/23	30,000	30,551
10 KFW	2.500%	11/20/24	49,500	51,524
10 KFW	0.000%	4/18/36	7,000	4,041
10 KFW	0.000%	6/29/37	4,450	2,473
Korea Development Bank	3.250%	3/9/16	1,180	1,204
Korea Development Bank	4.000%	9/9/16	2,500	2,600
Korea Development Bank	3.250%	9/20/16	4,000	4,124
Korea Development Bank	3.875%	5/4/17	2,500	2,618
Korea Development Bank	2.250%	8/7/17	1,475	1,496
Korea Development Bank	3.500%	8/22/17	3,450	3,604
Korea Development Bank	1.500%	1/22/18	2,500	2,488
Korea Development Bank	3.000%	3/17/19	4,400	4,581
Korea Development Bank	4.625%	11/16/21	10,000	11,287
Korea Development Bank	3.000%	9/14/22	23,750	24,396
Korea Development Bank	3.750%	1/22/24	15,300	16,389
10 Landwirtschaftliche Rentenbank	4.875%	11/16/15	10,650	10,953
10 Landwirtschaftliche Rentenbank	2.125%	7/15/16	175	179
10 Landwirtschaftliche Rentenbank	5.125%	2/1/17	10,700	11,556
10 Landwirtschaftliche Rentenbank	0.875%	9/12/17	2,325	2,329
10 Landwirtschaftliche Rentenbank	2.375%	9/13/17	4,000	4,148
10 Landwirtschaftliche Rentenbank	1.000%	4/4/18	13,000	12,987
10 Landwirtschaftliche Rentenbank	1.875%	9/17/18	5,600	5,734
10 Landwirtschaftliche Rentenbank	1.375%	10/23/19	3,000	2,995
10 Landwirtschaftliche Rentenbank	2.250%	10/1/21	16,700	17,205
10 Landwirtschaftliche Rentenbank	2.000%	1/13/25	17,000	16,880
Nexen Energy ULC	7.875%	3/15/32	325	466
Nexen Energy ULC	5.875%	3/10/35	690	818
Nexen Energy ULC	6.400%	5/15/37	13,400	16,986
Nexen Energy ULC	7.500%	7/30/39	3,400	4,853
Nordic Investment Bank	0.500%	4/14/16	3,150	3,154
Nordic Investment Bank	5.000%	2/1/17	1,150	1,240
Nordic Investment Bank	1.000%	3/7/17	2,250	2,262
Nordic Investment Bank	0.750%	1/17/18	14,450	14,377
Nordic Investment Bank	1.125%	3/19/18	9,250	9,288

	Nordic Investment Bank	1.875%	6/14/19	8,300	8,444
	North American Development Bank	2.300%	10/10/18	2,387	2,430
	North American Development Bank	4.375%	2/11/20	975	1,080
	North American Development Bank	2.400%	10/26/22	3,300	3,311
11 Oesterreichische Kontrollbank AG		2.000%	6/3/16	24,500	24,934
11 Oesterreichische Kontrollbank AG		0.750%	12/15/16	8,000	8,014
11 Oesterreichische Kontrollbank AG		5.000%	4/25/17	4,025	4,367
11 Oesterreichische Kontrollbank AG		1.625%	3/12/19	3,500	3,540
11 Oesterreichische Kontrollbank AG		1.375%	2/10/20	5,675	5,627
11 Oesterreichische Kontrollbank AG		2.375%	10/1/21	5,000	5,174
4	Oriental Republic of Uruguay	8.000%	11/18/22	3,900	5,128
4	Oriental Republic of Uruguay	4.500%	8/14/24	12,000	12,942
4	Oriental Republic of Uruguay	7.625%	3/21/36	4,725	6,662
4	Oriental Republic of Uruguay	4.125%	11/20/45	16,579	15,625
4	Oriental Republic of Uruguay	5.100%	6/18/50	10,175	10,607
	Petrobras Global Finance BV	2.000%	5/20/16	11,700	11,175
	Petrobras Global Finance BV	4.875%	3/17/20	24,375	21,794
	Petrobras Global Finance BV	6.250%	3/17/24	11,600	10,946
	Petrobras Global Finance BV	5.625%	5/20/43	2,500	2,021
	Petrobras Global Finance BV	7.250%	3/17/44	2,050	1,935
	Petrobras International Finance Co. SA	6.125%	10/6/16	3,325	3,316
	Petrobras International Finance Co. SA	3.500%	2/6/17	12,250	11,429
	Petrobras International Finance Co. SA	5.875%	3/1/18	28,500	27,357
	Petrobras International Finance Co. SA	8.375%	12/10/18	2,300	2,361
	Petrobras International Finance Co. SA	7.875%	3/15/19	7,575	7,704
	Petrobras International Finance Co. SA	5.750%	1/20/20	26,685	24,705
	Petrobras International Finance Co. SA	5.375%	1/27/21	18,325	16,573
	Petrobras International Finance Co. SA	6.875%	1/20/40	20,625	18,564
	Petrobras International Finance Co. SA	6.750%	1/27/41	8,000	7,096
	Petroleos Mexicanos	5.750%	3/1/18	40,575	44,734
	Petroleos Mexicanos	8.000%	5/3/19	6,675	7,985
	Petroleos Mexicanos	6.000%	3/5/20	5,000	5,704
7	Petroleos Mexicanos	3.500%	7/23/20	7,200	7,392
	Petroleos Mexicanos	5.500%	1/21/21	27,645	30,490
	Petroleos Mexicanos	4.875%	1/24/22	19,350	20,514
	Petroleos Mexicanos	3.500%	1/30/23	15,850	15,395
	Petroleos Mexicanos	4.875%	1/18/24	700	742
4	Petroleos Mexicanos	2.290%	2/15/24	1,350	1,359
7	Petroleos Mexicanos	4.250%	1/15/25	6,600	6,668
	Petroleos Mexicanos	2.378%	4/15/25	1,900	1,919
7	Petroleos Mexicanos	4.500%	1/23/26	12,400	12,558
	Petroleos Mexicanos	4.500%	1/23/26	14,000	14,178
	Petroleos Mexicanos	6.625%	6/15/35	9,100	10,460
	Petroleos Mexicanos	6.625%	6/15/38	3,025	3,412
	Petroleos Mexicanos	6.500%	6/2/41	17,725	20,194
	Petroleos Mexicanos	5.500%	6/27/44	29,400	29,677
7	Petroleos Mexicanos	5.500%	6/27/44	11,500	11,608
	Petroleos Mexicanos	6.375%	1/23/45	12,600	14,066
7	Petroleos Mexicanos	5.625%	1/23/46	14,000	14,300
	Province of British Columbia	2.100%	5/18/16	5,280	5,370
	Province of British Columbia	1.200%	4/25/17	4,900	4,932
	Province of British Columbia	2.650%	9/22/21	8,200	8,587
	Province of British Columbia	2.000%	10/23/22	10,000	9,992
	Province of Manitoba	4.900%	12/6/16	6,065	6,484
	Province of Manitoba	1.300%	4/3/17	4,050	4,094
	Province of Manitoba	1.125%	6/1/18	1,250	1,248
	Province of Manitoba	2.100%	9/6/22	3,000	2,982
	Province of Manitoba	3.050%	5/14/24	19,500	20,728

Province of New Brunswick	2.750%	6/15/18	7,575	7,922
Province of Nova Scotia	2.375%	7/21/15	6,390	6,432
Province of Nova Scotia	5.125%	1/26/17	1,000	1,077
Province of Nova Scotia	9.125%	5/1/21	1,280	1,749
Province of Ontario	5.450%	4/27/16	6,125	6,436
Province of Ontario	2.300%	5/10/16	26,290	26,758
Province of Ontario	1.000%	7/22/16	14,100	14,163
Province of Ontario	1.600%	9/21/16	9,200	9,313
Province of Ontario	1.100%	10/25/17	10,650	10,694
Province of Ontario	3.150%	12/15/17	5,525	5,809
Province of Ontario	1.200%	2/14/18	5,600	5,604
Province of Ontario	3.000%	7/16/18	2,550	2,687
Province of Ontario	2.000%	9/27/18	12,500	12,774
Province of Ontario	2.000%	1/30/19	20,000	20,463
Province of Ontario	1.650%	9/27/19	11,000	11,036
Province of Ontario	4.000%	10/7/19	3,750	4,142
Province of Ontario	4.400%	4/14/20	9,200	10,403
Province of Ontario	2.500%	9/10/21	13,500	13,895
Province of Ontario	2.450%	6/29/22	2,025	2,070
Province of Ontario	3.200%	5/16/24	10,000	10,796
Quebec	5.125%	11/14/16	7,275	7,772
Quebec	4.625%	5/14/18	9,050	9,983
Quebec	3.500%	7/29/20	8,770	9,534
Quebec	2.750%	8/25/21	13,475	14,084
Quebec	2.625%	2/13/23	34,919	36,060
Quebec	7.125%	2/9/24	3,075	4,139
Quebec	2.875%	10/16/24	9,400	9,794
Quebec	7.500%	9/15/29	4,875	7,423
Region of Lombardy Italy	5.804%	10/25/32	1,050	1,203
Republic of Chile	3.875%	8/5/20	1,750	1,908
Republic of Chile	3.250%	9/14/21	200	213
Republic of Chile	2.250%	10/30/22	10,400	10,296
Republic of Chile	3.125%	3/27/25	13,890	14,588
Republic of Chile	3.625%	10/30/42	3,600	3,535
Republic of Colombia	7.375%	1/27/17	4,900	5,402
Republic of Colombia	7.375%	3/18/19	10,510	12,402
Republic of Colombia	11.750%	2/25/20	1,050	1,447
Republic of Colombia	4.375%	7/12/21	17,295	18,376
4 Republic of Colombia	2.625%	3/15/23	11,950	11,251
Republic of Colombia	4.000%	2/26/24	12,100	12,463
Republic of Colombia	8.125%	5/21/24	2,800	3,724
Republic of Colombia	7.375%	9/18/37	11,500	15,381
Republic of Colombia	6.125%	1/18/41	8,550	10,158
4 Republic of Colombia	5.625%	2/26/44	12,100	13,552
4 Republic of Colombia	5.000%	6/15/45	28,000	28,840
Republic of Finland	6.950%	2/15/26	1,000	1,416
Republic of Italy	5.250%	9/20/16	10,855	11,493
Republic of Italy	5.375%	6/12/17	14,400	15,653
Republic of Italy	6.875%	9/27/23	12,325	15,897
Republic of Italy	5.375%	6/15/33	13,750	16,738
Republic of Korea	5.125%	12/7/16	2,955	3,164
Republic of Korea	7.125%	4/16/19	16,078	19,421
Republic of Korea	3.875%	9/11/23	21,400	23,744
Republic of Korea	5.625%	11/3/25	575	734
Republic of Korea	4.125%	6/10/44	4,000	4,845
Republic of Panama	5.200%	1/30/20	15,655	17,455
4 Republic of Panama	4.000%	9/22/24	4,000	4,190
4 Republic of Panama	3.750%	3/16/25	3,800	3,895

Republic of Panama	7.125%	1/29/26	13,500	17,584
Republic of Panama	9.375%	4/1/29	5,500	8,442
4 Republic of Panama	6.700%	1/26/36	9,848	12,909
4 Republic of Panama	4.300%	4/29/53	5,000	4,825
Republic of Peru	7.125%	3/30/19	12,550	14,997
Republic of Peru	7.350%	7/21/25	6,525	8,874
Republic of Peru	8.750%	11/21/33	11,427	18,159
4 Republic of Peru	6.550%	3/14/37	10,500	13,978
Republic of Peru	5.625%	11/18/50	13,100	15,973
Republic of Poland	6.375%	7/15/19	12,960	15,238
Republic of Poland	5.125%	4/21/21	20,650	23,712
Republic of Poland	5.000%	3/23/22	23,085	26,541
Republic of Poland	3.000%	3/17/23	25,300	25,964
Republic of Poland	4.000%	1/22/24	425	467
Republic of South Africa	6.875%	5/27/19	7,425	8,525
Republic of South Africa	5.500%	3/9/20	18,890	20,732
Republic of South Africa	4.665%	1/17/24	8,300	8,777
Republic of South Africa	5.875%	9/16/25	10,600	12,137
Republic of South Africa	6.250%	3/8/41	2,100	2,521
Republic of South Africa	5.375%	7/24/44	10,000	10,700
Republic of the Philippines	8.375%	6/17/19	10,000	12,540
Republic of the Philippines	6.500%	1/20/20	3,100	3,708
Republic of the Philippines	4.000%	1/15/21	17,525	19,245
Republic of the Philippines	4.200%	1/21/24	20,525	23,039
Republic of the Philippines	10.625%	3/16/25	8,525	13,873
Republic of the Philippines	5.500%	3/30/26	6,800	8,339
Republic of the Philippines	9.500%	2/2/30	8,950	15,069
Republic of the Philippines	7.750%	1/14/31	13,000	19,524
Republic of the Philippines	6.375%	1/15/32	9,650	13,107
Republic of the Philippines	6.375%	10/23/34	20,325	28,522
Republic of the Philippines	5.000%	1/13/37	1,950	2,391
Republic of the Philippines	3.950%	1/20/40	9,499	10,093
Republic of Turkey	7.000%	9/26/16	13,600	14,663
Republic of Turkey	7.500%	7/14/17	15,275	16,974
Republic of Turkey	6.750%	4/3/18	22,275	24,725
Republic of Turkey	7.000%	3/11/19	17,700	20,089
Republic of Turkey	7.000%	6/5/20	13,100	15,130
Republic of Turkey	5.625%	3/30/21	11,475	12,565
Republic of Turkey	5.125%	3/25/22	8,925	9,516
Republic of Turkey	6.250%	9/26/22	6,000	6,810
Republic of Turkey	5.750%	3/22/24	27,800	30,927
Republic of Turkey	7.375%	2/5/25	22,475	27,833
Republic of Turkey	11.875%	1/15/30	13,000	22,945
Republic of Turkey	8.000%	2/14/34	11,400	15,592
Republic of Turkey	6.875%	3/17/36	14,600	18,119
Republic of Turkey	6.750%	5/30/40	16,000	19,800
Republic of Turkey	6.000%	1/14/41	23,500	26,743
Republic of Turkey	4.875%	4/16/43	13,500	13,297
State of Israel	5.500%	11/9/16	3,480	3,744
State of Israel	5.125%	3/26/19	5,350	6,056
State of Israel	4.000%	6/30/22	15,300	16,916
State of Israel	3.150%	6/30/23	2,300	2,415
State of Israel	4.500%	1/30/43	14,100	14,767
Statoil ASA	1.800%	11/23/16	300	305
Statoil ASA	3.125%	8/17/17	5,590	5,848
Statoil ASA	6.700%	1/15/18	1,000	1,134
Statoil ASA	1.200%	1/17/18	2,000	1,994
Statoil ASA	1.950%	11/8/18	3,500	3,544

Statoil ASA	5.250%	4/15/19	9,090	10,327
Statoil ASA	2.250%	11/8/19	8,000	8,135
Statoil ASA	2.900%	11/8/20	1,000	1,043
Statoil ASA	2.750%	11/10/21	10,400	10,639
Statoil ASA	3.150%	1/23/22	3,175	3,295
Statoil ASA	2.450%	1/17/23	14,300	14,021
Statoil ASA	2.650%	1/15/24	6,500	6,385
Statoil ASA	3.700%	3/1/24	19,628	20,883
Statoil ASA	3.250%	11/10/24	5,100	5,236
Statoil ASA	7.250%	9/23/27	1,975	2,745
7 Statoil ASA	6.500%	12/1/28	225	298
Statoil ASA	7.150%	1/15/29	1,165	1,626
Statoil ASA	5.100%	8/17/40	4,000	4,798
Statoil ASA	4.250%	11/23/41	2,300	2,460
Statoil ASA	3.950%	5/15/43	2,400	2,456
Statoil ASA	4.800%	11/8/43	5,000	5,819
Svensk Exportkredit AB	0.625%	5/31/16	4,100	4,107
Svensk Exportkredit AB	2.125%	7/13/16	7,360	7,510
Svensk Exportkredit AB	5.125%	3/1/17	550	595
Svensk Exportkredit AB	1.750%	5/30/17	4,050	4,128
Svensk Exportkredit AB	1.125%	4/5/18	15,000	15,013
Svensk Exportkredit AB	1.875%	6/17/19	12,000	12,136
United Mexican States	11.375%	9/15/16	1,325	1,526
United Mexican States	5.625%	1/15/17	24,865	26,667
United Mexican States	5.950%	3/19/19	19,225	21,936
United Mexican States	3.500%	1/21/21	12,500	13,017
United Mexican States	3.625%	3/15/22	42,050	43,792
United Mexican States	4.000%	10/2/23	41,492	44,054
United Mexican States	3.600%	1/30/25	20,726	21,276
United Mexican States	8.300%	8/15/31	2,250	3,459
United Mexican States	6.750%	9/27/34	5,200	6,952
United Mexican States	6.050%	1/11/40	27,852	34,467
United Mexican States	4.750%	3/8/44	36,183	38,184
United Mexican States	5.550%	1/21/45	6,900	8,108
United Mexican States	4.600%	1/23/46	2,701	2,787
United Mexican States	5.750%	10/12/10	21,260	23,228
Total Sovereign Bonds (Cost $5,460,474)				5,607,295
Taxable Municipal Bonds (1.0%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	4,080	5,760
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	575	872
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	400	514
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	7,445	9,553
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	1,090	1,390
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	750	1,110
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	3,050	4,935
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	875	1,124
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,500	2,109

Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	8,333	11,999
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	1,325	1,986
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	4,865	7,230
California GO	3.950%	11/1/15	2,550	2,604
California GO	5.750%	3/1/17	4,000	4,374
California GO	6.200%	3/1/19	1,100	1,280
California GO	6.200%	10/1/19	4,935	5,844
California GO	5.700%	11/1/21	9,655	11,418
California GO	7.500%	4/1/34	19,480	29,136
California GO	7.550%	4/1/39	13,855	21,632
California GO	7.300%	10/1/39	2,400	3,577
California GO	7.350%	11/1/39	7,825	11,720
California GO	7.625%	3/1/40	6,425	9,997
California GO	7.600%	11/1/40	13,685	21,958
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	550	717
Chicago IL Board of Education GO	6.319%	11/1/29	1,850	1,894
Chicago IL Board of Education GO	6.138%	12/1/39	1,900	1,808
Chicago IL GO	7.781%	1/1/35	825	962
Chicago IL GO	6.314%	1/1/44	6,250	6,309
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	3,060	3,918
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	400	458
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	600	816
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	1,650	1,981
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	4,255	5,482
Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	2,600	3,383
Chicago IL Water Revenue	6.742%	11/1/40	4,900	6,389
Clark County NV Airport System Revenue	6.881%	7/1/42	550	638
Clark County NV Airport System Revenue	6.820%	7/1/45	3,500	5,149
Colorado Bridge Enterprise Revenue	6.078%	12/1/40	3,300	4,364
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	2,350	2,929
Connecticut GO	5.632%	12/1/29	1,110	1,356
Connecticut GO	5.090%	10/1/30	800	933
Connecticut GO	5.850%	3/15/32	9,015	11,470
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	100	120
Cook County IL GO	6.229%	11/15/34	1,750	1,951
Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	1,000	1,321
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	1,000	1,381
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,125
Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	1,650	1,984
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,100	1,520
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	2,825	3,520
Dallas TX Convention Center Hotel
Development Corp. Hotel Revenue	7.088%	1/1/42	5,525	7,333
Dallas TX Independent School District GO	6.450%	2/15/35	1,500	1,800

Dartmouth College New Hampshire GO	4.750%	6/1/19	275	309
Denver CO City & County School District No.
1 COP	7.017%	12/15/37	1,050	1,468
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	525	654
District of Columbia Income Tax Revenue	5.591%	12/1/34	450	567
District of Columbia Income Tax Revenue	5.582%	12/1/35	650	820
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	8,200	9,878
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	975	1,106
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	1,100	1,482
Emory University Georgia GO	5.625%	9/1/19	1,430	1,660
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	2,000	2,032
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.107%	7/1/18	6,650	6,714
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.995%	7/1/20	8,100	8,332
George Washington University District of
Columbia GO	3.485%	9/15/22	5,700	5,976
George Washington University District of
Columbia GO	4.300%	9/15/44	1,900	1,982
Georgia GO	4.503%	11/1/25	5,300	5,965
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	6,645	8,693
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	2,250	2,941
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	5,100	6,060
Houston TX Utility System Revenue	3.828%	5/15/28	2,400	2,582
Illinois GO	5.365%	3/1/17	3,000	3,224
Illinois GO	5.665%	3/1/18	5,000	5,517
Illinois GO	4.950%	6/1/23	5,125	5,478
Illinois GO	5.100%	6/1/33	38,940	39,619
Illinois GO	6.630%	2/1/35	5,400	6,150
Illinois GO	6.725%	4/1/35	3,250	3,705
Illinois GO	7.350%	7/1/35	11,900	14,263
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	460	610
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	625	821
Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	3,700	4,932
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	3,600	3,893
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	2,350	2,646
Kansas Department of Transportation
Highway Revenue	4.596%	9/1/35	3,000	3,401
12 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	1,525	1,800
Kentucky Asset/Liability Commission General
Fund Revenue	3.165%	4/1/18	194	199
Los Angeles CA Community College District
GO	6.600%	8/1/42	3,050	4,413
Los Angeles CA Community College District
GO	6.750%	8/1/49	5,000	7,581

Los Angeles CA Department of Airports
International Airport Revenue	6.582%	5/15/39	450	603
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	850	1,089
Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	2,400	3,103
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	600	692
Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	5,215	7,643
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	500	750
Los Angeles CA Unified School District GO	5.755%	7/1/29	1,800	2,246
Los Angeles CA Unified School District GO	5.750%	7/1/34	7,190	9,210
Los Angeles CA Unified School District GO	6.758%	7/1/34	1,150	1,602
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	2,200	2,841
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	1,700	2,317
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	850	1,238
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	800	1,071
Massachusetts GO	4.200%	12/1/21	6,070	6,767
Massachusetts GO	5.456%	12/1/39	5,250	6,683
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	2,100	2,692
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	475	625
Massachusetts Water Pollution Abatement
Trust Revenue	5.192%	8/1/40	2,415	2,875
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	1,500	2,017
Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	1,000	1,218
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	525	754
Metropolitan Water District of Southern
California Revenue	6.947%	7/1/40	650	785
Mississippi GO	5.245%	11/1/34	1,300	1,548
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	600	746
13 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	10,215	12,864
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	7,080	7,988
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	2,680	3,424
14 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	125	128
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	6,400	9,630
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	13,826	20,296
New York City NY GO	6.646%	12/1/31	100	120
New York City NY GO	6.246%	6/1/35	950	1,093
New York City NY GO	5.968%	3/1/36	1,390	1,811
New York City NY GO	5.985%	12/1/36	600	772
New York City NY GO	5.517%	10/1/37	3,225	4,035
New York City NY GO	6.271%	12/1/37	5,950	8,082

New York City NY GO	5.846%	6/1/40	750	981
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	500	666
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.790%	6/15/41	4,000	4,550
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	1,000	1,354
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	350	477
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.282%	6/15/42	2,275	2,673
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	2,300	2,967
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	12,590	17,076
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	2,500	3,447
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	750	948
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	3,300	4,171
New York City NY Transitional Finance
Authority Future Tax Revenue	5.572%	11/1/38	1,000	1,273
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	4,950	7,705
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	400	537
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	300	403
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	975	1,242
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	2,540	3,525
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.668%	11/15/39	5,825	8,177
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	3,745	4,502
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	1,250	1,500
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	900	1,139
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	750	957
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	2,375	2,953
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	650	824
New York University Hospitals Center GO	4.428%	7/1/42	1,850	1,894
New York University Hospitals Center
Revenue	5.750%	7/1/43	3,050	3,753
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	4,525	6,742
Ohio State University General Receipts
Revenue	4.910%	6/1/40	1,575	1,922
Ohio State University General Receipts
Revenue	4.800%	6/1/11	5,456	6,085
Ohio State University General Receipts
Revenue	5.590%	12/1/14	3,400	3,930

Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,000	1,167
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	650	933
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	1,050	1,385
Oregon GO	5.762%	6/1/23	850	1,007
Oregon GO	5.892%	6/1/27	1,125	1,396
14 Oregon School Boards Association GO	4.759%	6/30/28	11,450	13,110
12 Oregon School Boards Association GO	5.528%	6/30/28	375	456
Pennsylvania GO	4.650%	2/15/26	2,015	2,260
Pennsylvania GO	5.350%	5/1/30	3,000	3,344
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	2,822
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	550	702
Philadelphia PA Industrial Development
Authority City Service Agreement Revenue	3.964%	4/15/26	1,500	1,528
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	850	1,091
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	4,800	6,143
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	4,950	6,335
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	5,625	6,715
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	3,350	3,711
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	7,465	8,927
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	10,550	11,538
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	2,925	3,607
Princeton University New Jersey GO	4.950%	3/1/19	3,400	3,812
Princeton University New Jersey GO	5.700%	3/1/39	1,650	2,239
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	1,550	2,179
Rutgers State University New Jersey Revenue	5.665%	5/1/40	2,900	3,727
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	750	918
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	1,500	2,037
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	1,175	1,571
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	6,950	9,276
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	1,360	1,534
San Diego County CA Regional Airport
Authority Revenue	5.594%	7/1/43	2,375	2,703
San Diego County CA Regional
Transportation Commission Sales Tax
Revenue	5.911%	4/1/48	1,470	2,082
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	3,265	4,534

San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	1,600	2,086
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	5,750	8,618
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	3,355	4,191
Sonoma County CA Pension Obligation
Revenue	6.000%	12/1/29	775	939
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	6,625	8,999
Stanford University California GO	4.250%	5/1/16	1,250	1,299
Texas GO	5.517%	4/1/39	6,590	8,811
Texas Transportation Commission Revenue	5.028%	4/1/26	750	890
Texas Transportation Commission Revenue	5.178%	4/1/30	3,850	4,676
Texas Transportation Commission Revenue	4.631%	4/1/33	4,300	4,999
Texas Transportation Commission Revenue	4.681%	4/1/40	1,375	1,652
Tufts University Massachusetts GO	5.017%	4/15/12	4,700	5,305
University of California Regents General
Revenue	4.601%	5/15/31	12,830	14,349
University of California Regents Medical
Center Revenue	6.548%	5/15/48	1,675	2,282
University of California Regents Medical
Center Revenue	6.583%	5/15/49	1,055	1,440
University of California Revenue	1.796%	7/1/19	1,560	1,570
University of California Revenue	5.770%	5/15/43	5,790	7,444
University of California Revenue	5.946%	5/15/45	4,950	6,372
University of California Revenue	4.858%	5/15/12	5,125	5,527
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	600	735
University of Southern California GO	5.250%	10/1/11	1,650	2,225
University of Texas System Revenue
Financing System Revenue	5.262%	7/1/39	5,214	6,688
University of Texas System Revenue
Financing System Revenue	6.276%	8/15/41	525	601
University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	150	189
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	1,665	2,033
University of Virginia Revenue	6.200%	9/1/39	1,000	1,464
Utah GO	4.554%	7/1/24	1,300	1,480
Utah GO	3.539%	7/1/25	4,300	4,633
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	3,875	5,256
Virginia Commonwealth Transportation Board
Revenue	5.350%	5/15/35	730	882
Washington GO	5.090%	8/1/33	3,825	4,525
Washington GO	5.481%	8/1/39	270	345
Washington GO	5.140%	8/1/40	1,920	2,397
12 Wisconsin GO	5.700%	5/1/26	3,020	3,666
Total Taxable Municipal Bonds (Cost $779,156)				906,793

		Shares
Temporary Cash Investment (5.7%)
Money Market Fund (5.7%)
15 Vanguard Market Liquidity Fund (Cost
$5,328,254)	0.128%	5,328,253,944	5,328,254
Total Investments (106.8%) (Cost $96,617,749)			99,915,803
Other Assets and Liabilities-Net (-6.8%)			(4,823,299)
Net Assets (100%)			95,092,504

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2015.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2015, the aggregate value of these securities was $442,176,000, representing 0.5% 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 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
13 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
14 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
15 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery

arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

At March 31, 2015, counterparties had deposited in segregated accounts securities and cash with a value of $11,197,000 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 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) in the Schedule of Investments.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2015, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	60,875,104	—
Asset-Backed/Commercial Mortgage-Backed Securities	—	2,734,589	10,844
Corporate Bonds	—	24,452,924	—
Sovereign Bonds	—	5,607,295	—
Taxable Municipal Bonds	—	906,793	—
Temporary Cash Investments	5,328,254	—	—
Total	5,328,254	94,576,705	10,844

E. At March 31, 2015, the cost of investment securities for tax purposes was $96,617,749,000. Net unrealized appreciation of investment securities for tax purposes was $3,298,054,000, consisting of unrealized gains of $3,416,510,000 on securities that had risen in value since their purchase and $118,456,000 in unrealized losses on securities that had fallen in value since their purchase.

Item 2: Controls and Procedures

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

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

Item 3: Exhibits

(a) Certifications

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 21, 2015

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

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 21, 2015

	VANGUARD BOND INDEX FUNDS
	/s/ THOMAS J. HIGGINS*
	THOMAS J. HIGGINS
	CHIEF FINANCIAL OFFICER
Date: May 21, 2015

* By:/s/ Heidi Stam

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