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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number:  811-04681

Name of Registrant:   Vanguard Bond Index Funds

Address of Registrant:

P.O. Box 2600

Valley Forge, PA 19482

Name and address of agent for service:

Anne E. Robinson, Esquire

P.O. Box 876

Valley Forge, PA 19482

Date of fiscal year end:    December 31

Date of reporting period:    September 30, 2017

Item 1: Schedule of Investments

Vanguard Short-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (64.5%)
U.S. Government Securities (60.7%)
United States Treasury Note/Bond	1.500%	8/31/18	243,780	244,085
United States Treasury Note/Bond	0.750%	9/30/18	50,796	50,486
United States Treasury Note/Bond	1.375%	9/30/18	441,620	441,620
United States Treasury Note/Bond	0.875%	10/15/18	230,770	229,579
United States Treasury Note/Bond	0.750%	10/31/18	25,690	25,517
United States Treasury Note/Bond	1.250%	10/31/18	187,975	187,710
United States Treasury Note/Bond	1.750%	10/31/18	520	522
United States Treasury Note/Bond	1.250%	11/15/18	25,666	25,622
United States Treasury Note/Bond	3.750%	11/15/18	7,282	7,471
United States Treasury Note/Bond	1.000%	11/30/18	210,296	209,343
United States Treasury Note/Bond	1.250%	11/30/18	634,919	633,826
United States Treasury Note/Bond	1.375%	11/30/18	33,870	33,860
United States Treasury Note/Bond	1.250%	12/15/18	54,236	54,143
United States Treasury Note/Bond	1.250%	12/31/18	161,680	161,402
United States Treasury Note/Bond	1.375%	12/31/18	810	810
United States Treasury Note/Bond	1.500%	12/31/18	247,703	247,973
United States Treasury Note/Bond	1.125%	1/15/19	310,230	309,067
United States Treasury Note/Bond	1.125%	1/31/19	25,345	25,246
United States Treasury Note/Bond	1.250%	1/31/19	3,150	3,143
United States Treasury Note/Bond	1.500%	1/31/19	287,610	287,880
United States Treasury Note/Bond	0.750%	2/15/19	434,379	430,444
United States Treasury Note/Bond	2.750%	2/15/19	16,100	16,387
United States Treasury Note/Bond	8.875%	2/15/19	245	270
United States Treasury Note/Bond	1.125%	2/28/19	76,920	76,608
United States Treasury Note/Bond	1.375%	2/28/19	9,915	9,909
United States Treasury Note/Bond	1.500%	2/28/19	353,855	354,188
United States Treasury Note/Bond	1.000%	3/15/19	185,835	184,703
United States Treasury Note/Bond	1.250%	3/31/19	36,785	36,687
United States Treasury Note/Bond	1.500%	3/31/19	16,375	16,393
United States Treasury Note/Bond	1.625%	3/31/19	583,840	585,481
United States Treasury Note/Bond	0.875%	4/15/19	292,320	289,809
United States Treasury Note/Bond	1.250%	4/30/19	122,911	122,546
United States Treasury Note/Bond	1.625%	4/30/19	347,774	348,751
United States Treasury Note/Bond	0.875%	5/15/19	345,105	341,978
United States Treasury Note/Bond	3.125%	5/15/19	2,625	2,696
United States Treasury Note/Bond	1.125%	5/31/19	800	796
United States Treasury Note/Bond	1.250%	5/31/19	197,001	196,386
United States Treasury Note/Bond	1.500%	5/31/19	382,425	382,784
United States Treasury Note/Bond	0.875%	6/15/19	113,612	112,511
United States Treasury Note/Bond	1.000%	6/30/19	11,705	11,615
United States Treasury Note/Bond	1.250%	6/30/19	134,466	133,983
United States Treasury Note/Bond	1.625%	6/30/19	383,139	384,216
United States Treasury Note/Bond	0.750%	7/15/19	24,123	23,821
United States Treasury Note/Bond	0.875%	7/31/19	63,239	62,577
United States Treasury Note/Bond	1.375%	7/31/19	188,809	188,484
United States Treasury Note/Bond	1.625%	7/31/19	309,561	310,431
United States Treasury Note/Bond	0.750%	8/15/19	215,332	212,507
United States Treasury Note/Bond	3.625%	8/15/19	1,190	1,237
United States Treasury Note/Bond	8.125%	8/15/19	180	202

United States Treasury Note/Bond	1.000%	8/31/19	13,245	13,127
United States Treasury Note/Bond	1.250%	8/31/19	46,000	45,799
United States Treasury Note/Bond	1.625%	8/31/19	511,191	512,627
United States Treasury Note/Bond	0.875%	9/15/19	258,280	255,253
United States Treasury Note/Bond	1.000%	9/30/19	10,750	10,648
United States Treasury Note/Bond	1.375%	9/30/19	134,625	134,330
United States Treasury Note/Bond	1.750%	9/30/19	406,596	408,629
United States Treasury Note/Bond	1.000%	10/15/19	348,275	344,792
United States Treasury Note/Bond	1.250%	10/31/19	675	672
United States Treasury Note/Bond	1.500%	10/31/19	327,228	327,176
United States Treasury Note/Bond	1.000%	11/15/19	106,550	105,418
United States Treasury Note/Bond	3.375%	11/15/19	46,927	48,760
United States Treasury Note/Bond	1.500%	11/30/19	770,024	769,785
United States Treasury Note/Bond	1.375%	12/15/19	208,970	208,318
United States Treasury Note/Bond	1.125%	12/31/19	33,950	33,653
United States Treasury Note/Bond	1.625%	12/31/19	220,449	220,932
United States Treasury Note/Bond	1.375%	1/15/20	95,405	95,062
United States Treasury Note/Bond	1.250%	1/31/20	409,467	406,715
United States Treasury Note/Bond	1.375%	1/31/20	33,850	33,723
United States Treasury Note/Bond	1.375%	2/15/20	178,313	177,589
United States Treasury Note/Bond	3.625%	2/15/20	76,900	80,625
United States Treasury Note/Bond	1.250%	2/29/20	935	928
United States Treasury Note/Bond	1.375%	2/29/20	540,182	537,902
United States Treasury Note/Bond	1.625%	3/15/20	208,980	209,275
United States Treasury Note/Bond	1.125%	3/31/20	15,750	15,580
United States Treasury Note/Bond	1.375%	3/31/20	725,013	721,504
United States Treasury Note/Bond	1.500%	4/15/20	293,296	292,745
United States Treasury Note/Bond	1.125%	4/30/20	835	826
United States Treasury Note/Bond	1.375%	4/30/20	314,470	312,847
United States Treasury Note/Bond	1.500%	5/15/20	340,461	339,716
United States Treasury Note/Bond	3.500%	5/15/20	1,495	1,569
United States Treasury Note/Bond	8.750%	5/15/20	160	190
United States Treasury Note/Bond	1.375%	5/31/20	975	970
United States Treasury Note/Bond	1.500%	5/31/20	445,312	444,270
United States Treasury Note/Bond	1.500%	6/15/20	78,982	78,785
United States Treasury Note/Bond	1.625%	6/30/20	277,165	277,337
United States Treasury Note/Bond	1.875%	6/30/20	600	605
United States Treasury Note/Bond	1.500%	7/15/20	214,222	213,620
United States Treasury Note/Bond	1.625%	7/31/20	575,534	575,712
United States Treasury Note/Bond	2.000%	7/31/20	5,225	5,280
United States Treasury Note/Bond	1.500%	8/15/20	170,178	169,647
United States Treasury Note/Bond	2.625%	8/15/20	1,560	1,604
United States Treasury Note/Bond	8.750%	8/15/20	250	300
United States Treasury Note/Bond	1.375%	8/31/20	863,460	857,390
United States Treasury Note/Bond	2.125%	8/31/20	28,973	29,380
United States Treasury Note/Bond	1.375%	9/15/20	225,000	223,418
United States Treasury Note/Bond	1.375%	9/30/20	442,932	439,610
United States Treasury Note/Bond	2.000%	9/30/20	10,508	10,618
United States Treasury Note/Bond	1.375%	10/31/20	555,036	550,351
United States Treasury Note/Bond	1.750%	10/31/20	130,340	130,706
United States Treasury Note/Bond	2.625%	11/15/20	2,555	2,629
United States Treasury Note/Bond	1.625%	11/30/20	662,760	661,726
United States Treasury Note/Bond	2.000%	11/30/20	8,760	8,848
United States Treasury Note/Bond	1.750%	12/31/20	228,269	228,625
United States Treasury Note/Bond	2.375%	12/31/20	5,070	5,179
United States Treasury Note/Bond	1.375%	1/31/21	321,339	317,875
United States Treasury Note/Bond	2.125%	1/31/21	7,250	7,350

United States Treasury Note/Bond	3.625%	2/15/21	1,740	1,850
United States Treasury Note/Bond	7.875%	2/15/21	250	300
United States Treasury Note/Bond	1.125%	2/28/21	454,402	445,387
United States Treasury Note/Bond	2.000%	2/28/21	75,350	76,057
United States Treasury Note/Bond	1.250%	3/31/21	657,351	646,564
United States Treasury Note/Bond	2.250%	3/31/21	775	789
United States Treasury Note/Bond	1.375%	4/30/21	218,407	215,609
United States Treasury Note/Bond	2.250%	4/30/21	950	967
United States Treasury Note/Bond	3.125%	5/15/21	1,380	1,447
United States Treasury Note/Bond	8.125%	5/15/21	190	233
United States Treasury Note/Bond	1.375%	5/31/21	613,845	605,306
United States Treasury Note/Bond	2.000%	5/31/21	1,100	1,109
United States Treasury Note/Bond	1.125%	6/30/21	549,223	536,349
United States Treasury Note/Bond	2.125%	6/30/21	1,150	1,165
United States Treasury Note/Bond	1.125%	7/31/21	253,355	247,100
United States Treasury Note/Bond	2.250%	7/31/21	1,350	1,373
United States Treasury Note/Bond	2.125%	8/15/21	120,173	121,675
United States Treasury Note/Bond	1.125%	8/31/21	653,088	636,355
United States Treasury Note/Bond	2.000%	8/31/21	16,209	16,331
United States Treasury Note/Bond	1.125%	9/30/21	700,263	681,664
United States Treasury Note/Bond	2.125%	9/30/21	31,400	31,773
United States Treasury Note/Bond	1.250%	10/31/21	807,371	789,076
United States Treasury Note/Bond	2.000%	10/31/21	18,630	18,758
United States Treasury Note/Bond	2.000%	11/15/21	21,575	21,730
United States Treasury Note/Bond	1.750%	11/30/21	312,408	311,236
United States Treasury Note/Bond	1.875%	11/30/21	1,300	1,302
United States Treasury Note/Bond	2.000%	12/31/21	264,378	265,948
United States Treasury Note/Bond	2.125%	12/31/21	1,450	1,466
United States Treasury Note/Bond	1.500%	1/31/22	69,500	68,436
United States Treasury Note/Bond	1.875%	1/31/22	671,005	671,213
United States Treasury Note/Bond	2.000%	2/15/22	169,513	170,572
United States Treasury Note/Bond	1.750%	2/28/22	201,961	200,919
United States Treasury Note/Bond	1.875%	2/28/22	79,660	79,660
United States Treasury Note/Bond	1.750%	3/31/22	229,242	227,880
United States Treasury Note/Bond	1.875%	3/31/22	444,170	443,895
United States Treasury Note/Bond	1.750%	4/30/22	392,640	390,064
United States Treasury Note/Bond	1.875%	4/30/22	132,760	132,594
United States Treasury Note/Bond	1.750%	5/15/22	217,660	216,367
United States Treasury Note/Bond	1.750%	5/31/22	426,467	423,533
United States Treasury Note/Bond	1.750%	6/30/22	119,680	118,763
United States Treasury Note/Bond	2.125%	6/30/22	90,130	90,961
United States Treasury Note/Bond	1.875%	7/31/22	258,294	257,648
United States Treasury Note/Bond	2.000%	7/31/22	145,520	146,042
United States Treasury Note/Bond	1.625%	8/15/22	100,000	98,688
1 United States Treasury Note/Bond	1.625%	8/31/22	557,991	550,146
United States Treasury Note/Bond	1.875%	8/31/22	251,564	250,817
United States Treasury Note/Bond	1.750%	9/30/22	86,085	85,265
United States Treasury Note/Bond	1.875%	9/30/22	401,000	399,873
United States Treasury Note/Bond	1.875%	10/31/22	76,915	76,627
				30,705,137
Agency Bonds and Notes (3.8%)
2 AID-Iraq	2.149%	1/18/22	9,755	9,781
2 AID-Jordan	1.945%	6/23/19	5,600	5,624
2 AID-Jordan	2.503%	10/30/20	7,250	7,380
2 AID-Jordan	2.578%	6/30/22	3,200	3,256
2 AID-Tunisia	2.452%	7/24/21	2,175	2,208
2 AID-Tunisia	1.416%	8/5/21	4,885	4,762

2	AID-Ukraine	1.844%	5/16/19	3,400	3,417
2	AID-Ukraine	1.847%	5/29/20	6,000	6,000
2	AID-Ukraine	1.471%	9/29/21	10,305	10,113
3	Federal Farm Credit Banks	5.150%	11/15/19	7,621	8,186
3	Federal Home Loan Banks	0.875%	10/1/18	69,685	69,336
3	Federal Home Loan Banks	1.250%	1/16/19	42,000	41,884
3	Federal Home Loan Banks	1.500%	3/8/19	300	300
3	Federal Home Loan Banks	1.375%	3/18/19	48,500	48,422
3	Federal Home Loan Banks	5.375%	5/15/19	11,920	12,655
3	Federal Home Loan Banks	1.125%	6/21/19	45,880	45,576
3	Federal Home Loan Banks	0.875%	8/5/19	20,250	20,004
3	Federal Home Loan Banks	5.125%	8/15/19	7,350	7,833
3	Federal Home Loan Banks	1.000%	9/26/19	20,300	20,080
3	Federal Home Loan Banks	1.375%	11/15/19	39,475	39,310
3	Federal Home Loan Banks	1.250%	12/13/19	8,875	8,809
3	Federal Home Loan Banks	4.125%	12/13/19	250	264
3	Federal Home Loan Banks	1.875%	3/13/20	16,775	16,869
3	Federal Home Loan Banks	4.125%	3/13/20	40,670	43,085
3	Federal Home Loan Banks	1.750%	6/12/20	300	301
3	Federal Home Loan Banks	3.375%	6/12/20	7,025	7,341
3	Federal Home Loan Banks	1.375%	9/28/20	18,250	18,078
3	Federal Home Loan Banks	5.250%	12/11/20	3,400	3,769
3	Federal Home Loan Banks	1.375%	2/18/21	18,000	17,797
3	Federal Home Loan Banks	5.625%	6/11/21	13,465	15,302
3	Federal Home Loan Banks	1.125%	7/14/21	19,600	19,111
3	Federal Home Loan Banks	1.875%	11/29/21	52,600	52,538
4	Federal Home Loan Mortgage Corp.	0.875%	10/12/18	32,150	31,984
4,5 Federal Home Loan Mortgage Corp.		0.950%	1/30/19	125	124
4	Federal Home Loan Mortgage Corp.	3.750%	3/27/19	34,670	35,819
4	Federal Home Loan Mortgage Corp.	1.125%	4/15/19	20,000	19,888
4	Federal Home Loan Mortgage Corp.	1.750%	5/30/19	27,505	27,614
4	Federal Home Loan Mortgage Corp.	0.875%	7/19/19	25,400	25,108
4	Federal Home Loan Mortgage Corp.	1.250%	10/2/19	120,860	120,109
4	Federal Home Loan Mortgage Corp.	1.500%	1/17/20	39,260	39,166
4	Federal Home Loan Mortgage Corp.	1.375%	4/20/20	12,335	12,254
4	Federal Home Loan Mortgage Corp.	1.375%	5/1/20	39,870	39,594
4	Federal Home Loan Mortgage Corp.	1.625%	9/29/20	9,000	8,980
4	Federal Home Loan Mortgage Corp.	1.125%	8/12/21	19,000	18,496
4	Federal Home Loan Mortgage Corp.	2.375%	1/13/22	113,630	115,629
4	Federal National Mortgage Assn.	1.125%	10/19/18	18,500	18,449
4	Federal National Mortgage Assn.	1.625%	11/27/18	64,210	64,372
4	Federal National Mortgage Assn.	1.125%	12/14/18	25,845	25,743
4	Federal National Mortgage Assn.	1.375%	1/28/19	40,500	40,451
4	Federal National Mortgage Assn.	1.875%	2/19/19	9,200	9,250
4	Federal National Mortgage Assn.	1.000%	2/26/19	30,500	30,299
4,5 Federal National Mortgage Assn.		1.250%	2/26/19	350	349
4	Federal National Mortgage Assn.	1.750%	6/20/19	45,155	45,332
4	Federal National Mortgage Assn.	0.875%	8/2/19	58,670	57,960
4	Federal National Mortgage Assn.	1.000%	8/28/19	53,000	52,458
4	Federal National Mortgage Assn.	1.750%	9/12/19	35,250	35,380
4	Federal National Mortgage Assn.	0.000%	10/9/19	47,300	45,640
4	Federal National Mortgage Assn.	1.000%	10/24/19	20,500	20,265
4	Federal National Mortgage Assn.	1.750%	11/26/19	23,150	23,234
4	Federal National Mortgage Assn.	1.625%	1/21/20	22,750	22,759
4,5 Federal National Mortgage Assn.		1.700%	1/27/20	300	299
4	Federal National Mortgage Assn.	1.500%	2/28/20	13,282	13,245
4	Federal National Mortgage Assn.	1.500%	6/22/20	90,465	90,105

4 Federal National Mortgage Assn.	1.500%	7/30/20	13,000	12,936
4 Federal National Mortgage Assn.	1.500%	11/30/20	40,200	39,929
4 Federal National Mortgage Assn.	1.875%	12/28/20	28,850	28,972
4 Federal National Mortgage Assn.	1.375%	2/26/21	21,400	21,122
4 Federal National Mortgage Assn.	1.250%	5/6/21	250	245
4 Federal National Mortgage Assn.	1.250%	8/17/21	30,500	29,830
4 Federal National Mortgage Assn.	1.375%	10/7/21	40,100	39,314
4 Federal National Mortgage Assn.	2.000%	1/5/22	40,400	40,491
4 Federal National Mortgage Assn.	1.875%	4/5/22	1,070	1,065
3 Financing Corp.	9.650%	11/2/18	12,840	13,955
3 Financing Corp.	8.600%	9/26/19	1,810	2,055
Private Export Funding Corp.	4.375%	3/15/19	10,650	11,071
Private Export Funding Corp.	1.450%	8/15/19	1,000	996
Private Export Funding Corp.	2.300%	9/15/20	6,650	6,743
Private Export Funding Corp.	4.300%	12/15/21	9,940	10,846
Resolution Funding Corp.	8.625%	1/15/21	850	1,034
3 Tennessee Valley Authority	1.750%	10/15/18	3,240	3,250
3 Tennessee Valley Authority	3.875%	2/15/21	6,100	6,514
3 Tennessee Valley Authority	1.875%	8/15/22	8,175	8,126
				1,938,240
Total U.S. Government and Agency Obligations (Cost $32,825,958)				32,643,377
Corporate Bonds (27.1%)
Finance (11.0%)
Banking (9.1%)
American Express Co.	8.125%	5/20/19	500	549
American Express Co.	2.500%	8/1/22	13,750	13,697
American Express Credit Corp.	1.875%	11/5/18	6,390	6,394
American Express Credit Corp.	2.125%	3/18/19	7,355	7,390
American Express Credit Corp.	1.875%	5/3/19	20,615	20,557
American Express Credit Corp.	2.250%	8/15/19	1,400	1,405
American Express Credit Corp.	1.700%	10/30/19	800	794
American Express Credit Corp.	2.200%	3/3/20	9,750	9,768
American Express Credit Corp.	2.375%	5/26/20	14,315	14,412
American Express Credit Corp.	2.600%	9/14/20	8,827	8,953
American Express Credit Corp.	2.250%	5/5/21	24,790	24,735
American Express Credit Corp.	2.700%	3/3/22	12,500	12,607
Associates Corp. of North America	6.950%	11/1/18	500	524
Australia & New Zealand Banking Group Ltd.	2.000%	11/16/18	10,300	10,325
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	4,750	4,777
Australia & New Zealand Banking Group Ltd.	1.600%	7/15/19	10,400	10,342
Australia & New Zealand Banking Group Ltd.	2.050%	9/23/19	6,000	6,004
Australia & New Zealand Banking Group Ltd.	2.125%	8/19/20	7,000	6,956
Australia & New Zealand Banking Group Ltd.	2.700%	11/16/20	6,375	6,469
Australia & New Zealand Banking Group Ltd.	2.300%	6/1/21	7,750	7,719
Australia & New Zealand Banking Group Ltd.	2.550%	11/23/21	6,000	5,997
Australia & New Zealand Banking Group Ltd.	2.625%	5/19/22	9,000	9,016
Banco Bilbao Vizcaya Argentaria SA	3.000%	10/20/20	9,000	9,168
Banco Santander SA	3.500%	4/11/22	400	409
Bancolombia SA	5.950%	6/3/21	5,850	6,465
Bank of America Corp.	6.875%	11/15/18	5,925	6,235
Bank of America Corp.	2.600%	1/15/19	33,873	34,140
Bank of America Corp.	5.490%	3/15/19	1,075	1,126
Bank of America Corp.	2.650%	4/1/19	15,742	15,882
Bank of America Corp.	7.625%	6/1/19	20,842	22,703
Bank of America Corp.	2.250%	4/21/20	15,740	15,736
Bank of America Corp.	5.625%	7/1/20	20,905	22,743

Bank of America Corp.	2.625%	10/19/20	19,218	19,418
Bank of America Corp.	2.151%	11/9/20	7,980	7,949
Bank of America Corp.	5.875%	1/5/21	10,070	11,137
Bank of America Corp.	2.625%	4/19/21	14,470	14,543
Bank of America Corp.	5.000%	5/13/21	16,395	17,827
5 Bank of America Corp.	2.369%	7/21/21	20,000	19,994
5 Bank of America Corp.	2.328%	10/1/21	15,000	14,982
5 Bank of America Corp.	3.124%	1/20/23	17,575	17,856
5 Bank of America Corp.	2.881%	4/24/23	14,225	14,276
5 Bank of America Corp.	2.816%	7/21/23	15,000	14,993
Bank of America NA	2.050%	12/7/18	18,725	18,785
Bank of Montreal	2.375%	1/25/19	8,683	8,749
Bank of Montreal	1.500%	7/18/19	6,575	6,531
Bank of Montreal	2.100%	12/12/19	5,250	5,277
Bank of Montreal	2.100%	6/15/20	7,532	7,541
Bank of Montreal	1.900%	8/27/21	12,865	12,684
Bank of New York Mellon Corp.	2.100%	1/15/19	200	201
Bank of New York Mellon Corp.	2.200%	3/4/19	6,625	6,659
Bank of New York Mellon Corp.	2.200%	5/15/19	10,265	10,316
Bank of New York Mellon Corp.	5.450%	5/15/19	2,677	2,825
Bank of New York Mellon Corp.	2.300%	9/11/19	9,250	9,310
Bank of New York Mellon Corp.	4.600%	1/15/20	3,600	3,805
Bank of New York Mellon Corp.	2.150%	2/24/20	5,552	5,578
Bank of New York Mellon Corp.	2.600%	8/17/20	9,400	9,532
Bank of New York Mellon Corp.	2.450%	11/27/20	9,702	9,797
Bank of New York Mellon Corp.	4.150%	2/1/21	1,343	1,419
Bank of New York Mellon Corp.	2.500%	4/15/21	1,777	1,793
Bank of New York Mellon Corp.	2.050%	5/3/21	18,700	18,606
Bank of New York Mellon Corp.	3.550%	9/23/21	200	209
Bank of New York Mellon Corp.	2.600%	2/7/22	14,500	14,627
5 Bank of New York Mellon Corp.	2.661%	5/16/23	3,850	3,859
Bank of Nova Scotia	1.950%	1/15/19	9,421	9,460
Bank of Nova Scotia	2.050%	6/5/19	22,852	22,927
Bank of Nova Scotia	1.650%	6/14/19	6,254	6,237
Bank of Nova Scotia	2.150%	7/14/20	5,400	5,412
Bank of Nova Scotia	2.350%	10/21/20	6,828	6,882
Bank of Nova Scotia	4.375%	1/13/21	3,050	3,253
Bank of Nova Scotia	2.800%	7/21/21	6,780	6,904
Bank of Nova Scotia	2.700%	3/7/22	20,650	20,874
Barclays Bank plc	5.140%	10/14/20	2,000	2,130
Barclays plc	2.750%	11/8/19	14,925	15,066
Barclays plc	2.875%	6/8/20	20,550	20,732
Barclays plc	3.250%	1/12/21	16,300	16,561
Barclays plc	3.200%	8/10/21	9,360	9,491
BB&T Corp.	2.050%	6/19/18	6,860	6,877
BB&T Corp.	2.250%	2/1/19	5,846	5,880
BB&T Corp.	6.850%	4/30/19	6,800	7,284
BB&T Corp.	2.450%	1/15/20	14,160	14,303
BB&T Corp.	2.625%	6/29/20	1,370	1,391
BB&T Corp.	2.050%	5/10/21	8,607	8,531
BB&T Corp.	3.950%	3/22/22	1,800	1,897
BB&T Corp.	2.750%	4/1/22	7,150	7,252
BNP Paribas SA	2.400%	12/12/18	13,055	13,132
BNP Paribas SA	2.450%	3/17/19	4,915	4,956
BNP Paribas SA	2.375%	5/21/20	9,037	9,107
BNP Paribas SA	5.000%	1/15/21	13,175	14,300
BPCE SA	2.500%	12/10/18	17,950	18,068

	BPCE SA	2.500%	7/15/19	8,465	8,535
	BPCE SA	2.250%	1/27/20	6,765	6,776
	BPCE SA	2.650%	2/3/21	5,150	5,180
	BPCE SA	2.750%	12/2/21	8,000	8,055
6	BPCE SA	3.000%	5/22/22	7,000	7,038
	Branch Banking & Trust Co.	2.300%	10/15/18	6,000	6,033
	Branch Banking & Trust Co.	1.450%	5/10/19	7,275	7,219
	Branch Banking & Trust Co.	2.100%	1/15/20	2,015	2,022
	Branch Banking & Trust Co.	2.850%	4/1/21	2,175	2,214
	Branch Banking & Trust Co.	2.625%	1/15/22	5,500	5,576
	Canadian Imperial Bank of Commerce	1.600%	9/6/19	6,700	6,664
	Canadian Imperial Bank of Commerce	2.100%	10/5/20	7,700	7,683
	Canadian Imperial Bank of Commerce	2.550%	6/16/22	11,400	11,415
	Capital One Bank USA NA	2.150%	11/21/18	1,200	1,202
	Capital One Bank USA NA	2.250%	2/13/19	23,525	23,577
	Capital One Bank USA NA	2.300%	6/5/19	1,150	1,153
	Capital One Bank USA NA	8.800%	7/15/19	2,425	2,692
	Capital One Financial Corp.	2.450%	4/24/19	100	100
	Capital One Financial Corp.	2.500%	5/12/20	7,105	7,136
	Capital One Financial Corp.	4.750%	7/15/21	5,505	5,925
	Capital One Financial Corp.	3.050%	3/9/22	6,740	6,807
	Capital One NA	2.400%	9/5/19	4,550	4,570
	Capital One NA	1.850%	9/13/19	9,315	9,247
	Capital One NA	2.350%	1/31/20	9,000	9,011
	Capital One NA	2.950%	7/23/21	9,400	9,510
	Capital One NA	2.250%	9/13/21	12,775	12,577
	Capital One NA	2.650%	8/8/22	4,760	4,722
	Citibank NA	1.850%	9/18/19	20,000	19,972
	Citibank NA	2.100%	6/12/20	14,500	14,508
5,6 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	335	375
	Citigroup Inc.	2.050%	12/7/18	14,227	14,243
	Citigroup Inc.	2.550%	4/8/19	12,893	12,994
	Citigroup Inc.	2.050%	6/7/19	10,000	10,004
	Citigroup Inc.	2.500%	7/29/19	15,692	15,822
	Citigroup Inc.	2.450%	1/10/20	7,658	7,712
	Citigroup Inc.	2.400%	2/18/20	24,650	24,815
	Citigroup Inc.	5.375%	8/9/20	2,520	2,739
	Citigroup Inc.	2.650%	10/26/20	12,465	12,582
	Citigroup Inc.	2.700%	3/30/21	18,925	19,079
	Citigroup Inc.	2.350%	8/2/21	9,277	9,207
	Citigroup Inc.	2.900%	12/8/21	31,300	31,679
	Citigroup Inc.	4.500%	1/14/22	19,443	20,916
	Citigroup Inc.	2.750%	4/25/22	23,375	23,428
	Citigroup Inc.	4.050%	7/30/22	5,480	5,737
5	Citigroup Inc.	2.876%	7/24/23	6,034	6,028
	Citizens Bank NA	2.300%	12/3/18	4,975	4,994
	Citizens Bank NA	2.500%	3/14/19	315	317
	Citizens Bank NA	2.450%	12/4/19	4,620	4,650
	Citizens Bank NA	2.250%	3/2/20	5,300	5,300
	Citizens Bank NA	2.200%	5/26/20	6,580	6,568
	Citizens Bank NA	2.550%	5/13/21	10,850	10,855
	Citizens Bank NA	2.650%	5/26/22	5,500	5,494
	Citizens Financial Group Inc.	2.375%	7/28/21	1,400	1,386
	Comerica Inc.	2.125%	5/23/19	3,000	2,997
	Commonwealth Bank of Australia	1.750%	11/2/18	7,400	7,388
	Commonwealth Bank of Australia	2.250%	3/13/19	8,125	8,173
	Commonwealth Bank of Australia	2.050%	3/15/19	5,075	5,085

Commonwealth Bank of Australia	2.300%	9/6/19	14,700	14,814
Commonwealth Bank of Australia	2.400%	11/2/20	18,375	18,446
Commonwealth Bank of Australia	2.550%	3/15/21	8,640	8,670
Compass Bank	2.750%	9/29/19	2,250	2,260
Compass Bank	2.875%	6/29/22	8,800	8,741
Cooperatieve Rabobank UA	2.250%	1/14/19	12,050	12,139
Cooperatieve Rabobank UA	1.375%	8/9/19	7,000	6,935
Cooperatieve Rabobank UA	2.250%	1/14/20	8,500	8,559
Cooperatieve Rabobank UA	4.500%	1/11/21	1,024	1,097
Cooperatieve Rabobank UA	2.500%	1/19/21	25,095	25,353
Cooperatieve Rabobank UA	2.750%	1/10/22	25,195	25,495
Cooperatieve Rabobank UA	3.875%	2/8/22	13,276	14,032
Credit Suisse AG	2.300%	5/28/19	19,550	19,657
Credit Suisse AG	5.300%	8/13/19	3,300	3,494
Credit Suisse AG	5.400%	1/14/20	9,692	10,353
Credit Suisse AG	4.375%	8/5/20	5,884	6,231
Credit Suisse AG	3.000%	10/29/21	17,500	17,812
6 Credit Suisse Group AG	3.574%	1/9/23	5,000	5,108
Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	15,814	15,935
Credit Suisse Group Funding Guernsey Ltd.	3.125%	12/10/20	11,455	11,676
Credit Suisse Group Funding Guernsey Ltd.	3.450%	4/16/21	14,120	14,415
Credit Suisse Group Funding Guernsey Ltd.	3.800%	9/15/22	9,472	9,838
Deutsche Bank AG	2.500%	2/13/19	3,850	3,872
Deutsche Bank AG	2.850%	5/10/19	9,070	9,156
Deutsche Bank AG	2.700%	7/13/20	21,475	21,549
Deutsche Bank AG	2.950%	8/20/20	3,190	3,215
Deutsche Bank AG	3.125%	1/13/21	11,650	11,773
Deutsche Bank AG	3.375%	5/12/21	10,750	10,907
Deutsche Bank AG	4.250%	10/14/21	26,000	27,241
Discover Bank	2.600%	11/13/18	4,665	4,693
Discover Bank	7.000%	4/15/20	2,485	2,748
Discover Bank	3.100%	6/4/20	4,770	4,869
Discover Bank	3.200%	8/9/21	1,000	1,019
Fifth Third Bancorp	2.300%	3/1/19	4,000	4,023
Fifth Third Bancorp	2.875%	7/27/20	7,002	7,133
Fifth Third Bancorp	3.500%	3/15/22	322	334
Fifth Third Bank	2.300%	3/15/19	10,400	10,468
Fifth Third Bank	2.375%	4/25/19	5,051	5,088
Fifth Third Bank	1.625%	9/27/19	5,000	4,968
Fifth Third Bank	2.250%	6/14/21	14,717	14,703
Fifth Third Bank	2.875%	10/1/21	1,939	1,974
First Horizon National Corp.	3.500%	12/15/20	2,408	2,476
First Niagara Financial Group Inc.	6.750%	3/19/20	1,275	1,413
First Republic Bank	2.375%	6/17/19	4,988	4,980
First Republic Bank	2.500%	6/6/22	7,225	7,163
Goldman Sachs Group Inc.	2.625%	1/31/19	25,125	25,333
Goldman Sachs Group Inc.	7.500%	2/15/19	19,176	20,587
Goldman Sachs Group Inc.	2.000%	4/25/19	1,230	1,229
Goldman Sachs Group Inc.	1.950%	7/23/19	4,700	4,696
Goldman Sachs Group Inc.	2.550%	10/23/19	17,093	17,239
Goldman Sachs Group Inc.	2.300%	12/13/19	23,256	23,345
Goldman Sachs Group Inc.	5.375%	3/15/20	18,542	19,911
Goldman Sachs Group Inc.	2.600%	4/23/20	24,535	24,741
Goldman Sachs Group Inc.	6.000%	6/15/20	8,495	9,325
Goldman Sachs Group Inc.	2.750%	9/15/20	14,722	14,914
Goldman Sachs Group Inc.	2.600%	12/27/20	470	473
Goldman Sachs Group Inc.	2.875%	2/25/21	13,617	13,819

Goldman Sachs Group Inc.	2.625%	4/25/21	12,202	12,250
Goldman Sachs Group Inc.	5.250%	7/27/21	26,182	28,760
Goldman Sachs Group Inc.	2.350%	11/15/21	3,500	3,469
Goldman Sachs Group Inc.	5.750%	1/24/22	33,039	36,987
Goldman Sachs Group Inc.	3.000%	4/26/22	53,090	53,652
5 Goldman Sachs Group Inc.	2.908%	6/5/23	20,000	19,966
5 Goldman Sachs Group Inc.	2.905%	7/24/23	17,300	17,283
HSBC Bank USA NA	4.875%	8/24/20	2,870	3,084
HSBC Holdings plc	3.400%	3/8/21	43,262	44,614
HSBC Holdings plc	5.100%	4/5/21	3,521	3,822
HSBC Holdings plc	2.950%	5/25/21	21,683	22,070
HSBC Holdings plc	2.650%	1/5/22	14,420	14,434
HSBC Holdings plc	4.875%	1/14/22	2,939	3,194
HSBC Holdings plc	4.000%	3/30/22	19,016	20,076
5 HSBC Holdings plc	3.262%	3/13/23	19,200	19,584
HSBC USA Inc.	2.250%	6/23/19	4,300	4,318
HSBC USA Inc.	2.375%	11/13/19	17,895	18,017
HSBC USA Inc.	2.350%	3/5/20	5,120	5,146
HSBC USA Inc.	2.750%	8/7/20	9,470	9,629
HSBC USA Inc.	5.000%	9/27/20	5,807	6,244
Huntington Bancshares Inc.	7.000%	12/15/20	900	1,023
Huntington Bancshares Inc.	3.150%	3/14/21	5,235	5,333
Huntington Bancshares Inc.	2.300%	1/14/22	970	958
Huntington National Bank	2.200%	11/6/18	6,550	6,573
Huntington National Bank	2.200%	4/1/19	4,080	4,091
Huntington National Bank	2.375%	3/10/20	10,260	10,315
Huntington National Bank	2.400%	4/1/20	4,275	4,298
Huntington National Bank	2.875%	8/20/20	4,200	4,280
Huntington National Bank	2.500%	8/7/22	7,000	6,954
ING Groep NV	3.150%	3/29/22	9,875	10,064
Intesa Sanpaolo SPA	3.875%	1/15/19	10,675	10,897
6 Itau Corpbanca	3.875%	9/22/19	400	413
JPMorgan Chase & Co.	2.350%	1/28/19	10,487	10,556
JPMorgan Chase & Co.	1.850%	3/22/19	5,335	5,339
JPMorgan Chase & Co.	6.300%	4/23/19	28,659	30,567
JPMorgan Chase & Co.	2.200%	10/22/19	5,361	5,392
JPMorgan Chase & Co.	2.250%	1/23/20	44,872	45,093
JPMorgan Chase & Co.	2.750%	6/23/20	38,442	39,172
JPMorgan Chase & Co.	4.400%	7/22/20	16,270	17,247
JPMorgan Chase & Co.	4.250%	10/15/20	20,777	22,020
JPMorgan Chase & Co.	2.550%	10/29/20	33,812	34,192
JPMorgan Chase & Co.	2.550%	3/1/21	21,165	21,322
JPMorgan Chase & Co.	4.625%	5/10/21	10,500	11,295
JPMorgan Chase & Co.	2.400%	6/7/21	11,286	11,311
JPMorgan Chase & Co.	2.295%	8/15/21	28,365	28,280
JPMorgan Chase & Co.	4.350%	8/15/21	17,241	18,425
JPMorgan Chase & Co.	4.500%	1/24/22	14,423	15,572
JPMorgan Chase & Co.	3.250%	9/23/22	22,000	22,698
5 JPMorgan Chase & Co.	2.776%	4/25/23	7,000	7,027
JPMorgan Chase Bank NA	1.650%	9/23/19	7,000	6,975
KeyBank NA	2.350%	3/8/19	6,245	6,296
KeyBank NA	1.600%	8/22/19	4,000	3,975
KeyBank NA	2.500%	12/15/19	3,000	3,035
KeyBank NA	2.250%	3/16/20	1,910	1,919
KeyBank NA	2.500%	11/22/21	5,710	5,738
KeyBank NA	2.400%	6/9/22	8,500	8,449
5 KeyBank NA	3.180%	10/15/27	1,250	1,275

KeyBank NA/Cleveland OH	2.300%	9/14/22	5,500	5,447
KeyCorp	2.300%	12/13/18	6,293	6,327
KeyCorp	2.900%	9/15/20	8,386	8,567
KeyCorp	5.100%	3/24/21	7,043	7,674
Lloyds Bank plc	2.300%	11/27/18	7,075	7,116
Lloyds Bank plc	2.700%	8/17/20	10,046	10,194
Lloyds Bank plc	6.375%	1/21/21	2,942	3,297
Lloyds Banking Group plc	3.000%	1/11/22	25,000	25,195
Manufacturers & Traders Trust Co.	2.300%	1/30/19	14,425	14,499
Manufacturers & Traders Trust Co.	2.250%	7/25/19	11,420	11,472
Manufacturers & Traders Trust Co.	2.100%	2/6/20	1,650	1,650
Manufacturers & Traders Trust Co.	2.050%	8/17/20	4,800	4,784
Mitsubishi UFJ Financial Group Inc.	2.950%	3/1/21	15,535	15,780
Mitsubishi UFJ Financial Group Inc.	2.190%	9/13/21	18,960	18,716
Mitsubishi UFJ Financial Group Inc.	2.998%	2/22/22	9,800	9,926
Mitsubishi UFJ Financial Group Inc.	2.665%	7/25/22	20,600	20,563
Mizuho Financial Group Inc.	2.273%	9/13/21	1,500	1,475
Mizuho Financial Group Inc.	2.953%	2/28/22	3,000	3,027
Morgan Stanley	2.200%	12/7/18	9,550	9,582
Morgan Stanley	2.500%	1/24/19	17,573	17,696
Morgan Stanley	2.450%	2/1/19	9,857	9,925
Morgan Stanley	7.300%	5/13/19	20,200	21,864
Morgan Stanley	2.375%	7/23/19	20,048	20,169
Morgan Stanley	5.625%	9/23/19	14,480	15,463
Morgan Stanley	5.500%	1/26/20	13,457	14,440
Morgan Stanley	2.650%	1/27/20	18,672	18,877
Morgan Stanley	2.800%	6/16/20	27,079	27,474
Morgan Stanley	5.500%	7/24/20	12,325	13,384
Morgan Stanley	5.750%	1/25/21	14,875	16,398
Morgan Stanley	2.500%	4/21/21	25,564	25,602
Morgan Stanley	5.500%	7/28/21	15,417	17,058
Morgan Stanley	2.625%	11/17/21	31,115	31,113
Morgan Stanley	2.750%	5/19/22	36,740	36,856
MUFG Americas Holdings Corp.	2.250%	2/10/20	4,436	4,427
MUFG Union Bank NA	2.250%	5/6/19	5,950	5,968
National Australia Bank Ltd.	2.000%	1/14/19	8,600	8,618
National Australia Bank Ltd.	1.375%	7/12/19	11,000	10,898
National Australia Bank Ltd.	2.250%	1/10/20	500	501
National Australia Bank Ltd.	2.125%	5/22/20	17,000	16,980
National Australia Bank Ltd.	2.625%	7/23/20	8,750	8,851
National Australia Bank Ltd.	2.625%	1/14/21	9,135	9,201
National Australia Bank Ltd.	1.875%	7/12/21	6,200	6,067
National Australia Bank Ltd.	2.800%	1/10/22	6,000	6,064
National Australia Bank Ltd.	2.500%	5/22/22	5,000	4,971
National Bank of Canada	2.100%	12/14/18	5,750	5,764
National Bank of Canada	2.150%	6/12/20	7,100	7,094
National City Corp.	6.875%	5/15/19	4,369	4,697
Northern Trust Corp.	3.450%	11/4/20	300	312
Northern Trust Corp.	3.375%	8/23/21	2,771	2,877
Northern Trust Corp.	2.375%	8/2/22	1,845	1,849
PNC Bank NA	1.800%	11/5/18	4,900	4,904
PNC Bank NA	1.700%	12/7/18	4,500	4,498
PNC Bank NA	2.200%	1/28/19	9,125	9,174
PNC Bank NA	1.950%	3/4/19	9,480	9,501
PNC Bank NA	2.250%	7/2/19	14,260	14,342
PNC Bank NA	1.450%	7/29/19	3,420	3,392
PNC Bank NA	2.400%	10/18/19	9,713	9,777

PNC Bank NA	2.000%	5/19/20	5,935	5,923
PNC Bank NA	2.300%	6/1/20	10,447	10,525
PNC Bank NA	2.600%	7/21/20	5,320	5,394
PNC Bank NA	2.450%	11/5/20	4,630	4,668
PNC Bank NA	2.150%	4/29/21	14,100	14,053
PNC Bank NA	2.550%	12/9/21	4,800	4,821
PNC Bank NA	2.625%	2/17/22	15,439	15,569
PNC Funding Corp.	6.700%	6/10/19	3,641	3,927
PNC Funding Corp.	5.125%	2/8/20	10,278	10,981
PNC Funding Corp.	4.375%	8/11/20	406	430
RBC USA Holdco Corp.	5.250%	9/15/20	100	108
Regions Financial Corp.	3.200%	2/8/21	2,869	2,927
Regions Financial Corp.	2.750%	8/14/22	7,200	7,185
Royal Bank of Canada	2.000%	12/10/18	2,420	2,428
Royal Bank of Canada	2.150%	3/15/19	12,655	12,731
Royal Bank of Canada	1.625%	4/15/19	7,834	7,810
Royal Bank of Canada	1.500%	7/29/19	19,440	19,333
Royal Bank of Canada	2.125%	3/2/20	12,000	12,051
Royal Bank of Canada	2.150%	3/6/20	1,750	1,755
Royal Bank of Canada	2.350%	10/30/20	11,784	11,874
Royal Bank of Canada	2.500%	1/19/21	3,915	3,952
Royal Bank of Canada	2.750%	2/1/22	9,975	10,155
5 Royal Bank of Scotland Group plc	3.498%	5/15/23	19,675	19,817
Santander Holdings USA Inc.	2.700%	5/24/19	8,450	8,515
Santander Holdings USA Inc.	2.650%	4/17/20	3,130	3,135
6 Santander Holdings USA Inc.	3.700%	3/28/22	14,300	14,552
Santander UK Group Holdings plc	2.875%	10/16/20	13,510	13,645
Santander UK Group Holdings plc	3.125%	1/8/21	8,105	8,226
Santander UK Group Holdings plc	2.875%	8/5/21	2,425	2,438
Santander UK plc	2.500%	3/14/19	17,725	17,872
Santander UK plc	2.350%	9/10/19	17,705	17,806
Santander UK plc	2.375%	3/16/20	350	352
Skandinaviska Enskilda Banken AB	2.300%	3/11/20	5,250	5,277
Skandinaviska Enskilda Banken AB	2.625%	3/15/21	12,685	12,777
Skandinaviska Enskilda Banken AB	1.875%	9/13/21	15,000	14,675
Skandinaviska Enskilda Banken AB	2.800%	3/11/22	5,250	5,333
Societe Generale SA	2.625%	10/1/18	4,935	4,977
State Street Bank & Trust Co.	5.250%	10/15/18	775	802
State Street Corp.	2.550%	8/18/20	9,404	9,561
State Street Corp.	4.375%	3/7/21	5,325	5,666
State Street Corp.	1.950%	5/19/21	4,425	4,380
5 State Street Corp.	2.653%	5/15/23	5,425	5,443
Sumitomo Mitsui Banking Corp.	1.762%	10/19/18	6,500	6,495
Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	10,200	10,273
Sumitomo Mitsui Banking Corp.	1.966%	1/11/19	9,500	9,496
Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	9,900	9,935
Sumitomo Mitsui Banking Corp.	2.450%	1/16/20	11,010	11,079
Sumitomo Mitsui Banking Corp.	2.650%	7/23/20	7,575	7,669
Sumitomo Mitsui Banking Corp.	2.450%	10/20/20	3,250	3,238
Sumitomo Mitsui Financial Group Inc.	2.934%	3/9/21	10,870	11,001
Sumitomo Mitsui Financial Group Inc.	2.058%	7/14/21	10,040	9,865
Sumitomo Mitsui Financial Group Inc.	2.442%	10/19/21	14,000	13,919
Sumitomo Mitsui Financial Group Inc.	2.846%	1/11/22	6,750	6,796
Sumitomo Mitsui Financial Group Inc.	2.784%	7/12/22	3,000	3,012
SunTrust Bank	2.250%	1/31/20	7,631	7,667
SunTrust Bank	2.450%	8/1/22	7,200	7,169
SunTrust Banks Inc.	2.350%	11/1/18	2,306	2,315

SunTrust Banks Inc.	2.500%	5/1/19	3,903	3,931
SunTrust Banks Inc.	2.900%	3/3/21	4,490	4,567
SunTrust Banks Inc.	2.700%	1/27/22	1,735	1,745
Svenska Handelsbanken AB	2.500%	1/25/19	9,375	9,453
Svenska Handelsbanken AB	2.250%	6/17/19	6,050	6,078
Svenska Handelsbanken AB	1.500%	9/6/19	8,800	8,738
Svenska Handelsbanken AB	1.950%	9/8/20	12,250	12,205
Svenska Handelsbanken AB	2.400%	10/1/20	7,125	7,170
Svenska Handelsbanken AB	2.450%	3/30/21	10,608	10,670
Svenska Handelsbanken AB	1.875%	9/7/21	3,302	3,238
Synchrony Bank	3.000%	6/15/22	3,000	2,985
Synchrony Financial	2.600%	1/15/19	6,632	6,673
Synchrony Financial	3.000%	8/15/19	13,003	13,140
Synchrony Financial	2.700%	2/3/20	7,477	7,511
Synchrony Financial	3.750%	8/15/21	2,211	2,278
Toronto-Dominion Bank	1.950%	1/22/19	5,000	5,013
Toronto-Dominion Bank	2.125%	7/2/19	16,220	16,310
Toronto-Dominion Bank	1.450%	8/13/19	6,600	6,559
Toronto-Dominion Bank	2.250%	11/5/19	15,775	15,897
Toronto-Dominion Bank	2.500%	12/14/20	11,250	11,384
Toronto-Dominion Bank	2.125%	4/7/21	13,650	13,609
Toronto-Dominion Bank	1.800%	7/13/21	14,924	14,709
UBS AG	2.375%	8/14/19	29,504	29,752
UBS AG	2.350%	3/26/20	7,730	7,778
UBS AG	4.875%	8/4/20	6,210	6,661
US Bancorp	1.950%	11/15/18	5,725	5,742
US Bancorp	2.200%	4/25/19	9,412	9,469
US Bancorp	2.350%	1/29/21	5,000	5,032
US Bancorp	4.125%	5/24/21	2,764	2,942
US Bancorp	2.625%	1/24/22	9,300	9,426
US Bancorp	3.000%	3/15/22	4,845	4,986
US Bancorp	2.950%	7/15/22	108	110
US Bank NA	1.400%	4/26/19	11,390	11,295
US Bank NA	2.125%	10/28/19	11,300	11,355
US Bank NA	2.000%	1/24/20	7,975	7,998
Wells Fargo & Co.	2.150%	1/15/19	5,510	5,533
Wells Fargo & Co.	2.125%	4/22/19	15,839	15,910
Wells Fargo & Co.	2.150%	1/30/20	14,848	14,878
Wells Fargo & Co.	2.600%	7/22/20	30,055	30,470
Wells Fargo & Co.	2.550%	12/7/20	21,150	21,369
Wells Fargo & Co.	3.000%	1/22/21	9,820	10,035
Wells Fargo & Co.	2.500%	3/4/21	11,135	11,194
Wells Fargo & Co.	4.600%	4/1/21	24,226	26,022
Wells Fargo & Co.	2.100%	7/26/21	21,820	21,562
Wells Fargo & Co.	3.500%	3/8/22	14,854	15,406
Wells Fargo & Co.	2.625%	7/22/22	27,050	27,048
Wells Fargo Bank NA	1.750%	5/24/19	23,502	23,478
Wells Fargo Bank NA	2.150%	12/6/19	26,785	26,908
Westpac Banking Corp.	1.950%	11/23/18	9,200	9,204
Westpac Banking Corp.	2.250%	1/17/19	11,250	11,302
Westpac Banking Corp.	1.650%	5/13/19	9,100	9,062
Westpac Banking Corp.	1.600%	8/19/19	8,250	8,216
Westpac Banking Corp.	4.875%	11/19/19	11,165	11,814
Westpac Banking Corp.	2.150%	3/6/20	11,000	11,029
Westpac Banking Corp.	2.300%	5/26/20	17,627	17,767
Westpac Banking Corp.	2.600%	11/23/20	10,375	10,503
Westpac Banking Corp.	2.100%	5/13/21	23,352	23,107

Westpac Banking Corp.	2.000%	8/19/21	11,450	11,275
Westpac Banking Corp.	2.800%	1/11/22	5,000	5,064
Westpac Banking Corp.	2.500%	6/28/22	18,000	17,972
Brokerage (0.2%)
Ameriprise Financial Inc.	7.300%	6/28/19	2,400	2,612
Ameriprise Financial Inc.	5.300%	3/15/20	4,440	4,764
BGC Partners Inc.	5.375%	12/9/19	1,700	1,781
BGC Partners Inc.	5.125%	5/27/21	1,675	1,757
BlackRock Inc.	5.000%	12/10/19	10,959	11,694
BlackRock Inc.	4.250%	5/24/21	5,175	5,532
BlackRock Inc.	3.375%	6/1/22	1,650	1,718
CBOE Holdings Inc.	1.950%	6/28/19	1,200	1,197
Charles Schwab Corp.	4.450%	7/22/20	2,520	2,684
E*TRADE Financial Corp.	2.950%	8/24/22	750	752
Franklin Resources Inc.	4.625%	5/20/20	1,200	1,277
Intercontinental Exchange Inc.	2.500%	10/15/18	3,500	3,527
Intercontinental Exchange Inc.	2.750%	12/1/20	5,421	5,524
Jefferies Group LLC	8.500%	7/15/19	6,325	6,985
Jefferies Group LLC	6.875%	4/15/21	4,877	5,517
Lazard Group LLC	4.250%	11/14/20	1,725	1,821
Nasdaq Inc.	5.550%	1/15/20	4,875	5,233
Nomura Holdings Inc.	2.750%	3/19/19	16,450	16,594
Nomura Holdings Inc.	6.700%	3/4/20	5,210	5,728
Stifel Financial Corp.	3.500%	12/1/20	7,645	7,824
TD Ameritrade Holding Corp.	5.600%	12/1/19	1,775	1,911
TD Ameritrade Holding Corp.	2.950%	4/1/22	3,538	3,580
Finance Companies (0.4%)
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.750%	5/15/19	8,717	8,913
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.250%	7/1/20	6,035	6,314
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.625%	10/30/20	8,814	9,354
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.500%	5/15/21	8,860	9,369
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	5.000%	10/1/21	4,895	5,274
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.950%	2/1/22	2,935	3,049
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.500%	5/26/22	3,100	3,174
Air Lease Corp.	3.375%	1/15/19	8,760	8,889
Air Lease Corp.	2.125%	1/15/20	5,160	5,149
Air Lease Corp.	4.750%	3/1/20	1,448	1,530
Air Lease Corp.	3.875%	4/1/21	2,380	2,486
Air Lease Corp.	3.375%	6/1/21	5,351	5,507
Air Lease Corp.	3.750%	2/1/22	4,025	4,184
Air Lease Corp.	2.625%	7/1/22	1,000	990
Ares Capital Corp.	4.875%	11/30/18	8,000	8,188
Ares Capital Corp.	3.875%	1/15/20	2,000	2,050
FS Investment Corp.	4.000%	7/15/19	3,850	3,919
FS Investment Corp.	4.250%	1/15/20	775	794
GATX Corp.	2.500%	3/15/19	500	503
GATX Corp.	2.500%	7/30/19	1,870	1,883
GATX Corp.	2.600%	3/30/20	3,375	3,401

GE Capital International Funding Co.	2.342%	11/15/20	61,815	62,078
HSBC Finance Corp.	6.676%	1/15/21	5,784	6,530
International Lease Finance Corp.	5.875%	4/1/19	5,905	6,225
International Lease Finance Corp.	6.250%	5/15/19	6,020	6,407
International Lease Finance Corp.	8.250%	12/15/20	9,317	10,914
International Lease Finance Corp.	4.625%	4/15/21	3,403	3,614
International Lease Finance Corp.	8.625%	1/15/22	4,722	5,777
International Lease Finance Corp.	5.875%	8/15/22	6,527	7,319
Prospect Capital Corp.	5.000%	7/15/19	1,900	1,961
Insurance (0.8%)
AEGON Funding Co. LLC	5.750%	12/15/20	2,443	2,667
Aetna Inc.	2.200%	3/15/19	3,675	3,692
Aetna Inc.	4.125%	6/1/21	3,125	3,299
Aflac Inc.	2.400%	3/16/20	4,165	4,194
Aflac Inc.	4.000%	2/15/22	1,350	1,436
Alleghany Corp.	5.625%	9/15/20	900	979
Alleghany Corp.	4.950%	6/27/22	3,016	3,302
Allied World Assurance Co. Holdings Ltd.	5.500%	11/15/20	2,275	2,442
Alterra Finance LLC	6.250%	9/30/20	5,145	5,674
American Financial Group Inc.	9.875%	6/15/19	2,230	2,510
American International Group Inc.	2.300%	7/16/19	5,065	5,082
American International Group Inc.	3.375%	8/15/20	3,796	3,916
American International Group Inc.	6.400%	12/15/20	7,750	8,692
American International Group Inc.	3.300%	3/1/21	9,917	10,193
American International Group Inc.	4.875%	6/1/22	11,756	12,898
Anthem Inc.	7.000%	2/15/19	1,080	1,151
Anthem Inc.	2.250%	8/15/19	6,335	6,348
Anthem Inc.	4.350%	8/15/20	10,355	10,967
Anthem Inc.	3.700%	8/15/21	3,750	3,900
Anthem Inc.	3.125%	5/15/22	1,225	1,248
Aon Corp.	5.000%	9/30/20	4,025	4,318
Aon plc	2.800%	3/15/21	2,823	2,846
AXIS Specialty Finance LLC	5.875%	6/1/20	7,463	8,073
Berkshire Hathaway Finance Corp.	1.700%	3/15/19	9,000	9,008
Berkshire Hathaway Finance Corp.	1.300%	8/15/19	6,841	6,778
Berkshire Hathaway Finance Corp.	2.900%	10/15/20	8,000	8,232
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	5,375	5,725
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	1,000	1,031
Berkshire Hathaway Inc.	2.100%	8/14/19	10,718	10,793
Berkshire Hathaway Inc.	2.200%	3/15/21	8,039	8,062
Berkshire Hathaway Inc.	3.750%	8/15/21	4,550	4,813
Berkshire Hathaway Inc.	3.400%	1/31/22	5,500	5,732
Chubb INA Holdings Inc.	5.900%	6/15/19	2,450	2,611
Chubb INA Holdings Inc.	2.300%	11/3/20	14,581	14,642
Cigna Corp.	5.125%	6/15/20	675	726
Cigna Corp.	4.375%	12/15/20	1,675	1,795
Cigna Corp.	4.500%	3/15/21	2,425	2,580
CNA Financial Corp.	5.875%	8/15/20	2,440	2,661
CNA Financial Corp.	5.750%	8/15/21	5,905	6,547
Coventry Health Care Inc.	5.450%	6/15/21	2,970	3,267
Enstar Group Ltd.	4.500%	3/10/22	2,200	2,274
Hartford Financial Services Group Inc.	6.000%	1/15/19	3,625	3,805
Hartford Financial Services Group Inc.	5.500%	3/30/20	2,729	2,952
Hartford Financial Services Group Inc.	5.125%	4/15/22	6,025	6,657
Humana Inc.	2.625%	10/1/19	2,900	2,932
Lincoln National Corp.	8.750%	7/1/19	1,235	1,370

Lincoln National Corp.	6.250%	2/15/20	2,140	2,334
Lincoln National Corp.	4.200%	3/15/22	100	106
Manulife Financial Corp.	4.900%	9/17/20	3,525	3,787
Markel Corp.	4.900%	7/1/22	1,150	1,254
Marsh & McLennan Cos. Inc.	2.550%	10/15/18	400	403
Marsh & McLennan Cos. Inc.	2.350%	9/10/19	6,390	6,427
Marsh & McLennan Cos. Inc.	2.350%	3/6/20	3,200	3,218
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	3,925	4,239
Marsh & McLennan Cos. Inc.	2.750%	1/30/22	7,338	7,402
MetLife Inc.	7.717%	2/15/19	3,054	3,278
MetLife Inc.	4.750%	2/8/21	12,740	13,776
PartnerRe Finance B LLC	5.500%	6/1/20	3,700	3,970
Primerica Inc.	4.750%	7/15/22	2,700	2,926
5 Principal Financial Group Inc.	4.700%	5/15/55	4,000	4,097
Progressive Corp.	3.750%	8/23/21	5,290	5,523
Protective Life Corp.	7.375%	10/15/19	1,650	1,814
Prudential Financial Inc.	7.375%	6/15/19	5,520	6,015
Prudential Financial Inc.	2.350%	8/15/19	7,240	7,283
Prudential Financial Inc.	5.375%	6/21/20	4,950	5,366
Prudential Financial Inc.	4.500%	11/15/20	1,800	1,922
Prudential Financial Inc.	4.500%	11/16/21	6,860	7,409
5 Prudential Financial Inc.	5.875%	9/15/42	7,200	7,956
Reinsurance Group of America Inc.	6.450%	11/15/19	2,975	3,234
Reinsurance Group of America Inc.	5.000%	6/1/21	2,520	2,722
Torchmark Corp.	9.250%	6/15/19	1,500	1,676
Travelers Cos. Inc.	5.900%	6/2/19	1,756	1,865
Travelers Cos. Inc.	3.900%	11/1/20	100	105
Trinity Acquisition plc	3.500%	9/15/21	1,150	1,171
UnitedHealth Group Inc.	1.700%	2/15/19	4,565	4,558
UnitedHealth Group Inc.	1.625%	3/15/19	4,526	4,513
UnitedHealth Group Inc.	2.300%	12/15/19	4,619	4,657
UnitedHealth Group Inc.	2.700%	7/15/20	15,655	15,954
UnitedHealth Group Inc.	3.875%	10/15/20	2,975	3,121
UnitedHealth Group Inc.	4.700%	2/15/21	2,700	2,897
UnitedHealth Group Inc.	2.125%	3/15/21	8,020	8,002
UnitedHealth Group Inc.	2.875%	12/15/21	5,995	6,121
UnitedHealth Group Inc.	2.875%	3/15/22	8,341	8,495
UnitedHealth Group Inc.	3.350%	7/15/22	8,070	8,383
Unum Group	5.625%	9/15/20	1,150	1,247
Unum Group	3.000%	5/15/21	2,790	2,808
Willis Towers Watson plc	5.750%	3/15/21	3,046	3,341
WR Berkley Corp.	7.375%	9/15/19	100	109
XLIT Ltd.	2.300%	12/15/18	3,076	3,079
XLIT Ltd.	5.750%	10/1/21	1,927	2,142
Other Finance (0.0%)
ORIX Corp.	2.900%	7/18/22	3,400	3,411
Real Estate Investment Trusts (0.5%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	2,598	2,623
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	816	870
American Campus Communities Operating
Partnership LP	3.350%	10/1/20	3,546	3,628
AvalonBay Communities Inc.	3.625%	10/1/20	4,520	4,692
AvalonBay Communities Inc.	2.950%	9/15/22	1,564	1,588
Boston Properties LP	3.700%	11/15/18	7,450	7,565
Boston Properties LP	5.875%	10/15/19	1,475	1,576

Boston Properties LP	5.625%	11/15/20	9,135	10,000
Boston Properties LP	4.125%	5/15/21	5,784	6,104
Brixmor Operating Partnership LP	3.875%	8/15/22	5,955	6,136
Corporate Office Properties LP	3.700%	6/15/21	1,970	2,020
DDR Corp.	3.500%	1/15/21	5,790	5,875
DDR Corp.	4.625%	7/15/22	6,839	7,245
Digital Realty Trust LP	5.875%	2/1/20	1,000	1,076
Digital Realty Trust LP	3.400%	10/1/20	1,700	1,752
Digital Realty Trust LP	5.250%	3/15/21	13,605	14,766
Digital Realty Trust LP	3.950%	7/1/22	4,625	4,876
Duke Realty LP	3.875%	2/15/21	1,000	1,042
EPR Properties	5.750%	8/15/22	2,595	2,867
ERP Operating LP	2.375%	7/1/19	6,099	6,134
ERP Operating LP	4.750%	7/15/20	200	213
ERP Operating LP	4.625%	12/15/21	6,019	6,527
Essex Portfolio LP	5.200%	3/15/21	1,850	1,995
Government Properties Income Trust	4.000%	7/15/22	5,000	5,042
HCP Inc.	3.750%	2/1/19	250	255
HCP Inc.	2.625%	2/1/20	8,173	8,237
HCP Inc.	5.375%	2/1/21	1,284	1,393
HCP Inc.	3.150%	8/1/22	87	88
Healthcare Realty Trust Inc.	5.750%	1/15/21	3,000	3,284
Healthcare Trust of America Holdings LP	3.375%	7/15/21	500	513
Healthcare Trust of America Holdings LP	2.950%	7/1/22	3,500	3,502
Highwoods Realty LP	3.200%	6/15/21	2,000	2,026
Hospitality Properties Trust	4.250%	2/15/21	3,150	3,279
Hospitality Properties Trust	5.000%	8/15/22	1,489	1,595
Host Hotels & Resorts LP	6.000%	10/1/21	2,600	2,885
Host Hotels & Resorts LP	5.250%	3/15/22	2,025	2,196
Kimco Realty Corp.	6.875%	10/1/19	1,000	1,089
Kimco Realty Corp.	3.200%	5/1/21	1,165	1,188
Liberty Property LP	4.750%	10/1/20	1,950	2,067
Liberty Property LP	4.125%	6/15/22	2,168	2,275
Mack-Cali Realty LP	4.500%	4/18/22	1,475	1,522
National Retail Properties Inc.	6.875%	10/15/17	2,000	2,003
Public Storage	2.370%	9/15/22	4,000	3,988
Realty Income Corp.	6.750%	8/15/19	3,875	4,206
Regency Centers LP	4.800%	4/15/21	725	771
Select Income REIT	3.600%	2/1/20	234	235
Senior Housing Properties Trust	3.250%	5/1/19	5,105	5,167
Simon Property Group LP	2.200%	2/1/19	5,150	5,174
Simon Property Group LP	2.500%	9/1/20	4,500	4,557
Simon Property Group LP	4.375%	3/1/21	7,260	7,711
Simon Property Group LP	2.500%	7/15/21	2,650	2,659
Simon Property Group LP	4.125%	12/1/21	3,185	3,390
Simon Property Group LP	2.350%	1/30/22	8,855	8,817
Simon Property Group LP	3.375%	3/15/22	1,107	1,134
Simon Property Group LP	2.625%	6/15/22	6,200	6,219
SL Green Realty Corp.	7.750%	3/15/20	2,500	2,785
UDR Inc.	3.700%	10/1/20	6,400	6,609
UDR Inc.	4.625%	1/10/22	225	240
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	2,788	2,860
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	398	402
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	6,406	6,853
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	2,900	3,062
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	4,728	4,802
VEREIT Operating Partnership LP	3.000%	2/6/19	800	806

VEREIT Operating Partnership LP	4.125%	6/1/21	5,800	6,063
Vornado Realty LP	2.500%	6/30/19	5,050	5,082
Washington Prime Group LP	3.850%	4/1/20	1,525	1,525
Washington REIT	4.950%	10/1/20	1,700	1,794
Welltower Inc.	4.125%	4/1/19	4,346	4,465
Welltower Inc.	6.125%	4/15/20	2,802	3,075
Welltower Inc.	4.950%	1/15/21	4,250	4,557
Welltower Inc.	5.250%	1/15/22	525	576
Welltower Inc.	3.750%	3/15/23	2,000	2,081
				5,559,692
Industrial (14.9%)
Basic Industry (0.7%)
Agrium Inc.	6.750%	1/15/19	1,750	1,844
Air Products & Chemicals Inc.	4.375%	8/21/19	2,500	2,618
Air Products & Chemicals Inc.	3.000%	11/3/21	1,750	1,799
Airgas Inc.	2.375%	2/15/20	1,300	1,306
Airgas Inc.	3.050%	8/1/20	3,950	3,978
Barrick Gold Corp.	3.850%	4/1/22	459	486
Barrick North America Finance LLC	4.400%	5/30/21	5,307	5,708
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	2,000	2,041
Cabot Corp.	3.700%	7/15/22	2,815	2,873
Celanese US Holdings LLC	5.875%	6/15/21	3,000	3,324
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	2,850	3,101
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	8,000	8,473
Domtar Corp.	4.400%	4/1/22	660	692
Dow Chemical Co.	8.550%	5/15/19	29,004	32,041
Dow Chemical Co.	4.250%	11/15/20	3,950	4,172
Dow Chemical Co.	4.125%	11/15/21	10,442	11,075
Eastman Chemical Co.	2.700%	1/15/20	7,735	7,824
Eastman Chemical Co.	4.500%	1/15/21	155	163
Eastman Chemical Co.	3.600%	8/15/22	2,732	2,839
Ecolab Inc.	2.000%	1/14/19	2,750	2,752
Ecolab Inc.	2.250%	1/12/20	2,720	2,738
Ecolab Inc.	4.350%	12/8/21	5,630	6,089
Ecolab Inc.	2.375%	8/10/22	7,100	7,090
EI du Pont de Nemours & Co.	5.750%	3/15/19	250	264
EI du Pont de Nemours & Co.	4.625%	1/15/20	1,200	1,271
EI du Pont de Nemours & Co.	2.200%	5/1/20	9,000	9,040
EI du Pont de Nemours & Co.	3.625%	1/15/21	10,520	11,008
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,575	2,742
FMC Corp.	5.200%	12/15/19	2,000	2,114
FMC Corp.	3.950%	2/1/22	3,235	3,305
Goldcorp Inc.	3.625%	6/9/21	8,200	8,474
International Paper Co.	9.375%	5/15/19	135	150
International Paper Co.	7.500%	8/15/21	4,665	5,513
International Paper Co.	4.750%	2/15/22	7,102	7,718
LyondellBasell Industries NV	5.000%	4/15/19	10,320	10,705
LyondellBasell Industries NV	6.000%	11/15/21	11,860	13,319
Methanex Corp.	3.250%	12/15/19	2,565	2,583
Monsanto Co.	1.850%	11/15/18	825	823
Monsanto Co.	2.125%	7/15/19	12,150	12,158
Monsanto Co.	2.750%	7/15/21	2,758	2,784
Mosaic Co.	3.750%	11/15/21	5,000	5,167
Newmont Mining Corp.	5.125%	10/1/19	1,975	2,075
Newmont Mining Corp.	3.500%	3/15/22	500	515
Packaging Corp. of America	3.900%	6/15/22	1,900	1,982
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	1,150	1,225

Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	1,800	1,898
PPG Industries Inc.	2.300%	11/15/19	9,400	9,451
PPG Industries Inc.	3.600%	11/15/20	6,350	6,603
Praxair Inc.	1.250%	11/7/18	3,825	3,804
Praxair Inc.	2.250%	9/24/20	8,550	8,582
Praxair Inc.	4.050%	3/15/21	1,775	1,881
Praxair Inc.	3.000%	9/1/21	3,295	3,368
Praxair Inc.	2.450%	2/15/22	1,375	1,381
Praxair Inc.	2.200%	8/15/22	5,000	4,946
Rayonier Inc.	3.750%	4/1/22	1,000	1,013
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	1,393	1,481
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	4,450	4,687
Rio Tinto Finance USA plc	3.500%	3/22/22	3,119	3,258
Rio Tinto Finance USA plc	2.875%	8/21/22	6,144	6,234
RPM International Inc.	6.125%	10/15/19	500	541
Sherwin-Williams Co.	7.250%	6/15/19	863	938
Sherwin-Williams Co.	2.250%	5/15/20	7,980	8,010
Sherwin-Williams Co.	2.750%	6/1/22	4,550	4,579
Southern Copper Corp.	5.375%	4/16/20	2,600	2,798
Syngenta Finance NV	3.125%	3/28/22	3,615	3,554
Vale Overseas Ltd.	4.625%	9/15/20	3,100	3,282
Vale Overseas Ltd.	5.875%	6/10/21	17,360	19,118
Vale Overseas Ltd.	4.375%	1/11/22	12,515	13,016
Westlake Chemical Corp.	4.625%	2/15/21	4,080	4,207
WestRock RKT Co.	4.450%	3/1/19	5,000	5,154
WestRock RKT Co.	3.500%	3/1/20	2,634	2,697
Weyerhaeuser Co.	4.700%	3/15/21	5,010	5,341
Capital Goods (1.3%)
3M Co.	2.000%	8/7/20	3,575	3,600
3M Co.	1.625%	9/19/21	5,585	5,482
3M Co.	2.000%	6/26/22	3,225	3,191
ABB Finance USA Inc.	2.875%	5/8/22	7,011	7,142
Acuity Brands Lighting Inc.	6.000%	12/15/19	675	729
Bemis Co. Inc.	6.800%	8/1/19	500	540
Bemis Co. Inc.	4.500%	10/15/21	800	850
Boeing Capital Corp.	4.700%	10/27/19	6,745	7,138
Boeing Co.	6.000%	3/15/19	3,450	3,656
Boeing Co.	4.875%	2/15/20	5,600	6,000
Boeing Co.	1.650%	10/30/20	4,830	4,791
Boeing Co.	8.750%	8/15/21	1,000	1,237
Boeing Co.	2.350%	10/30/21	4,000	4,037
Boeing Co.	2.125%	3/1/22	4,300	4,297
Caterpillar Financial Services Corp.	7.050%	10/1/18	1,075	1,130
Caterpillar Financial Services Corp.	1.800%	11/13/18	4,349	4,347
Caterpillar Financial Services Corp.	7.150%	2/15/19	5,258	5,631
Caterpillar Financial Services Corp.	1.350%	5/18/19	5,000	4,960
Caterpillar Financial Services Corp.	2.100%	6/9/19	12,833	12,893
Caterpillar Financial Services Corp.	2.250%	12/1/19	5,341	5,385
Caterpillar Financial Services Corp.	2.100%	1/10/20	7,050	7,045
Caterpillar Financial Services Corp.	2.000%	3/5/20	6,400	6,379
Caterpillar Financial Services Corp.	1.850%	9/4/20	7,300	7,238
Caterpillar Financial Services Corp.	2.500%	11/13/20	3,500	3,531
Caterpillar Financial Services Corp.	1.700%	8/9/21	15,850	15,516
Caterpillar Financial Services Corp.	2.750%	8/20/21	350	354
Caterpillar Financial Services Corp.	1.931%	10/1/21	4,650	4,586
Caterpillar Financial Services Corp.	2.400%	6/6/22	1,800	1,799

Caterpillar Inc.	7.900%	12/15/18	2,268	2,434
Caterpillar Inc.	3.900%	5/27/21	15,925	16,867
Caterpillar Inc.	2.600%	6/26/22	6,600	6,663
Crane Co.	2.750%	12/15/18	7,456	7,513
CRH America Inc.	5.750%	1/15/21	450	494
Deere & Co.	4.375%	10/16/19	225	236
Deere & Co.	2.600%	6/8/22	8,788	8,879
Dover Corp.	4.300%	3/1/21	4,200	4,449
Eaton Corp.	6.950%	3/20/19	928	994
Embraer SA	5.150%	6/15/22	400	430
Emerson Electric Co.	5.250%	10/15/18	100	104
Emerson Electric Co.	4.875%	10/15/19	3,220	3,407
Emerson Electric Co.	4.250%	11/15/20	825	877
Emerson Electric Co.	2.625%	12/1/21	4,475	4,567
FLIR Systems Inc.	3.125%	6/15/21	2,325	2,348
Flowserve Corp.	3.500%	9/15/22	4,625	4,655
Fortive Corp.	1.800%	6/15/19	2,075	2,069
Fortive Corp.	2.350%	6/15/21	6,400	6,359
Fortune Brands Home & Security Inc.	3.000%	6/15/20	3,000	3,057
General Dynamics Corp.	3.875%	7/15/21	75	79
General Electric Capital Corp.	6.000%	8/7/19	8,458	9,100
General Electric Capital Corp.	2.100%	12/11/19	2,925	2,945
General Electric Capital Corp.	5.500%	1/8/20	7,976	8,609
General Electric Capital Corp.	2.200%	1/9/20	12,636	12,739
General Electric Capital Corp.	5.550%	5/4/20	7,556	8,251
General Electric Capital Corp.	4.375%	9/16/20	10,548	11,291
General Electric Capital Corp.	4.625%	1/7/21	8,486	9,157
General Electric Capital Corp.	5.300%	2/11/21	7,843	8,619
General Electric Capital Corp.	4.650%	10/17/21	16,893	18,413
Harris Corp.	2.700%	4/27/20	6,533	6,599
Harris Corp.	4.400%	12/15/20	2,725	2,878
Honeywell International Inc.	1.400%	10/30/19	4,000	3,971
Honeywell International Inc.	4.250%	3/1/21	6,500	6,946
Honeywell International Inc.	1.850%	11/1/21	10,525	10,392
Illinois Tool Works Inc.	1.950%	3/1/19	5,932	5,945
Illinois Tool Works Inc.	6.250%	4/1/19	3,775	4,024
Illinois Tool Works Inc.	3.375%	9/15/21	1,075	1,119
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	3,550	3,588
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	2,000	2,018
John Deere Capital Corp.	1.650%	10/15/18	6,090	6,086
John Deere Capital Corp.	1.950%	12/13/18	10,683	10,711
John Deere Capital Corp.	1.950%	1/8/19	10,261	10,258
John Deere Capital Corp.	1.950%	3/4/19	14,155	14,203
John Deere Capital Corp.	2.250%	4/17/19	5,685	5,726
John Deere Capital Corp.	2.300%	9/16/19	2,675	2,697
John Deere Capital Corp.	1.250%	10/9/19	7,650	7,551
John Deere Capital Corp.	1.700%	1/15/20	350	348
John Deere Capital Corp.	2.050%	3/10/20	4,400	4,414
John Deere Capital Corp.	2.200%	3/13/20	2,000	2,014
John Deere Capital Corp.	1.950%	6/22/20	3,600	3,602
John Deere Capital Corp.	2.375%	7/14/20	2,500	2,523
John Deere Capital Corp.	2.450%	9/11/20	2,600	2,627
John Deere Capital Corp.	2.550%	1/8/21	2,200	2,222
John Deere Capital Corp.	2.800%	3/4/21	3,000	3,054
John Deere Capital Corp.	3.900%	7/12/21	3,500	3,702
John Deere Capital Corp.	3.150%	10/15/21	175	181
John Deere Capital Corp.	2.650%	1/6/22	6,600	6,681

John Deere Capital Corp.	2.750%	3/15/22	125	127
John Deere Capital Corp.	2.150%	9/8/22	5,500	5,430
Johnson Controls International plc	5.000%	3/30/20	1,575	1,676
Johnson Controls International plc	4.250%	3/1/21	1,364	1,442
Johnson Controls International plc	3.750%	12/1/21	1,200	1,252
Kennametal Inc.	2.650%	11/1/19	3,400	3,415
Kennametal Inc.	3.875%	2/15/22	575	584
Komatsu Mining Corp.	5.125%	10/15/21	2,550	2,798
L3 Technologies Inc.	5.200%	10/15/19	9,195	9,773
L3 Technologies Inc.	4.750%	7/15/20	6,234	6,661
L3 Technologies Inc.	4.950%	2/15/21	4,091	4,382
Lockheed Martin Corp.	1.850%	11/23/18	7,850	7,854
Lockheed Martin Corp.	4.250%	11/15/19	5,285	5,533
Lockheed Martin Corp.	2.500%	11/23/20	11,485	11,652
Lockheed Martin Corp.	3.350%	9/15/21	3,056	3,176
Masco Corp.	7.125%	3/15/20	534	595
Masco Corp.	3.500%	4/1/21	2,710	2,787
Masco Corp.	5.950%	3/15/22	873	982
Northrop Grumman Corp.	5.050%	8/1/19	200	211
Northrop Grumman Corp.	3.500%	3/15/21	5,553	5,755
Precision Castparts Corp.	2.250%	6/15/20	6,525	6,583
Raytheon Co.	4.400%	2/15/20	3,400	3,592
Raytheon Co.	3.125%	10/15/20	7,659	7,914
Republic Services Inc.	5.500%	9/15/19	4,955	5,280
Republic Services Inc.	5.000%	3/1/20	6,893	7,342
Republic Services Inc.	5.250%	11/15/21	2,625	2,895
Republic Services Inc.	3.550%	6/1/22	3,462	3,608
Rockwell Automation Inc.	2.050%	3/1/20	5,850	5,847
Rockwell Collins Inc.	1.950%	7/15/19	3,325	3,323
Rockwell Collins Inc.	2.800%	3/15/22	8,940	9,013
Roper Technologies Inc.	2.050%	10/1/18	11,048	11,054
Roper Technologies Inc.	6.250%	9/1/19	1,790	1,925
Roper Technologies Inc.	3.000%	12/15/20	4,737	4,831
Roper Technologies Inc.	2.800%	12/15/21	7,851	7,924
Stanley Black & Decker Inc.	1.622%	11/17/18	1,350	1,345
Stanley Black & Decker Inc.	2.451%	11/17/18	5,950	5,988
Stanley Black & Decker Inc.	3.400%	12/1/21	3,000	3,118
5 Stanley Black & Decker Inc.	5.750%	12/15/53	2,190	2,272
United Technologies Corp.	1.500%	11/1/19	6,000	5,960
United Technologies Corp.	4.500%	4/15/20	10,142	10,727
United Technologies Corp.	1.900%	5/4/20	6,285	6,269
United Technologies Corp.	1.950%	11/1/21	6,540	6,438
United Technologies Corp.	3.100%	6/1/22	14,371	14,732
Vulcan Materials Co.	7.500%	6/15/21	4,445	5,192
Waste Management Inc.	4.750%	6/30/20	3,950	4,227
Waste Management Inc.	4.600%	3/1/21	2,703	2,894
Waste Management Inc.	2.900%	9/15/22	4,335	4,406
Xylem Inc.	4.875%	10/1/21	1,750	1,898
Communication (1.8%)
21st Century Fox America Inc.	6.900%	3/1/19	5,050	5,382
21st Century Fox America Inc.	5.650%	8/15/20	6,383	6,965
21st Century Fox America Inc.	4.500%	2/15/21	3,925	4,189
Activision Blizzard Inc.	2.300%	9/15/21	7,350	7,308
Activision Blizzard Inc.	2.600%	6/15/22	1,575	1,572
America Movil SAB de CV	5.000%	10/16/19	5,400	5,723
America Movil SAB de CV	5.000%	3/30/20	16,266	17,355

America Movil SAB de CV	3.125%	7/16/22	8,575	8,774
American Tower Corp.	3.400%	2/15/19	7,401	7,536
American Tower Corp.	2.800%	6/1/20	5,475	5,551
American Tower Corp.	5.050%	9/1/20	4,573	4,929
American Tower Corp.	3.300%	2/15/21	11,105	11,367
American Tower Corp.	3.450%	9/15/21	6,215	6,411
American Tower Corp.	5.900%	11/1/21	3,787	4,248
American Tower Corp.	2.250%	1/15/22	1,480	1,449
American Tower Corp.	4.700%	3/15/22	2,150	2,323
AT&T Inc.	2.375%	11/27/18	8,025	8,087
AT&T Inc.	5.800%	2/15/19	4,500	4,734
AT&T Inc.	2.300%	3/11/19	10,515	10,579
AT&T Inc.	5.875%	10/1/19	5,800	6,232
AT&T Inc.	5.200%	3/15/20	11,106	11,899
AT&T Inc.	2.450%	6/30/20	28,537	28,703
AT&T Inc.	4.600%	2/15/21	16,207	17,226
AT&T Inc.	2.800%	2/17/21	15,798	15,974
AT&T Inc.	5.000%	3/1/21	10,319	11,156
AT&T Inc.	4.450%	5/15/21	12,402	13,196
AT&T Inc.	3.875%	8/15/21	10,854	11,370
AT&T Inc.	3.000%	2/15/22	14,920	15,076
AT&T Inc.	3.200%	3/1/22	8,525	8,678
AT&T Inc.	3.000%	6/30/22	22,675	22,890
AT&T Inc.	2.850%	2/14/23	5,000	4,969
British Telecommunications plc	2.350%	2/14/19	5,875	5,910
CBS Corp.	2.300%	8/15/19	8,525	8,574
CBS Corp.	5.750%	4/15/20	910	990
CBS Corp.	4.300%	2/15/21	1,800	1,901
CBS Corp.	3.375%	3/1/22	5,100	5,269
Charter Communications Operating LLC /
Charter Communications Operating Capital	3.579%	7/23/20	20,195	20,726
Charter Communications Operating LLC /
Charter Communications Operating Capital	4.464%	7/23/22	22,105	23,305
Comcast Corp.	5.700%	7/1/19	1,425	1,519
Comcast Corp.	5.150%	3/1/20	9,339	10,030
Comcast Corp.	1.625%	1/15/22	5,765	5,611
Comcast Corp.	3.125%	7/15/22	2,707	2,803
Crown Castle International Corp.	3.400%	2/15/21	15,485	15,940
Crown Castle International Corp.	2.250%	9/1/21	5,726	5,657
Crown Castle International Corp.	4.875%	4/15/22	6,452	7,014
Deutsche Telekom International Finance BV	6.750%	8/20/18	3,000	3,120
Deutsche Telekom International Finance BV	6.000%	7/8/19	4,150	4,419
Discovery Communications LLC	5.625%	8/15/19	2,460	2,615
Discovery Communications LLC	2.200%	9/20/19	3,700	3,712
Discovery Communications LLC	4.375%	6/15/21	1,458	1,539
Discovery Communications LLC	3.300%	5/15/22	5,054	5,105
Electronic Arts Inc.	3.700%	3/1/21	7,850	8,168
Moody's Corp.	2.750%	7/15/19	7,201	7,306
Moody's Corp.	5.500%	9/1/20	3,452	3,763
Moody's Corp.	2.750%	12/15/21	3,550	3,575
Moody's Corp.	4.500%	9/1/22	250	270
NBCUniversal Media LLC	5.150%	4/30/20	21,869	23,618
NBCUniversal Media LLC	4.375%	4/1/21	15,819	16,951
Omnicom Group Inc.	6.250%	7/15/19	3,485	3,738
Omnicom Group Inc.	4.450%	8/15/20	9,410	9,995
Omnicom Group Inc.	3.625%	5/1/22	8,725	9,084
Orange SA	2.750%	2/6/19	13,440	13,605

Orange SA	5.375%	7/8/19	4,240	4,482
Orange SA	1.625%	11/3/19	11,615	11,538
Orange SA	4.125%	9/14/21	7,269	7,746
Qwest Corp.	6.750%	12/1/21	6,510	7,108
RELX Capital Inc.	8.625%	1/15/19	75	81
S&P Global Inc.	2.500%	8/15/18	3,600	3,616
S&P Global Inc.	3.300%	8/14/20	4,800	4,903
Scripps Networks Interactive Inc.	2.750%	11/15/19	3,970	4,007
Scripps Networks Interactive Inc.	2.800%	6/15/20	3,650	3,677
Scripps Networks Interactive Inc.	3.500%	6/15/22	2,875	2,934
Telefonica Emisiones SAU	5.877%	7/15/19	1,300	1,376
Telefonica Emisiones SAU	5.134%	4/27/20	11,207	12,000
Telefonica Emisiones SAU	5.462%	2/16/21	11,060	12,084
Thomson Reuters Corp.	6.500%	7/15/18	2,980	3,088
Thomson Reuters Corp.	4.700%	10/15/19	350	367
Thomson Reuters Corp.	3.950%	9/30/21	1,775	1,854
Time Warner Cable LLC	8.750%	2/14/19	11,720	12,729
Time Warner Cable LLC	8.250%	4/1/19	5,551	6,036
Time Warner Cable LLC	5.000%	2/1/20	7,975	8,415
Time Warner Cable LLC	4.125%	2/15/21	5,495	5,705
Time Warner Cable LLC	4.000%	9/1/21	9,260	9,600
Time Warner Inc.	2.100%	6/1/19	5,475	5,473
Time Warner Inc.	4.875%	3/15/20	10,245	10,888
Time Warner Inc.	4.700%	1/15/21	5,963	6,363
Time Warner Inc.	4.750%	3/29/21	8,050	8,642
Time Warner Inc.	4.000%	1/15/22	3,000	3,147
Time Warner Inc.	3.400%	6/15/22	1,000	1,031
Verizon Communications Inc.	2.625%	2/21/20	12,893	13,074
Verizon Communications Inc.	4.500%	9/15/20	25,614	27,478
Verizon Communications Inc.	3.450%	3/15/21	7,163	7,414
Verizon Communications Inc.	4.600%	4/1/21	9,507	10,252
Verizon Communications Inc.	1.750%	8/15/21	7,475	7,314
Verizon Communications Inc.	3.000%	11/1/21	10,867	11,049
Verizon Communications Inc.	3.500%	11/1/21	11,746	12,178
Verizon Communications Inc.	2.946%	3/15/22	25,766	26,199
Verizon Communications Inc.	3.125%	3/16/22	21,085	21,597
Viacom Inc.	5.625%	9/15/19	4,000	4,257
Viacom Inc.	3.875%	12/15/21	4,231	4,335
Viacom Inc.	3.125%	6/15/22	2,075	2,056
Vodafone Group plc	5.450%	6/10/19	9,181	9,680
Vodafone Group plc	4.375%	3/16/21	3,330	3,545
Vodafone Group plc	2.500%	9/26/22	7,250	7,235
Walt Disney Co.	1.650%	1/8/19	2,250	2,250
Walt Disney Co.	1.850%	5/30/19	5,483	5,497
Walt Disney Co.	0.875%	7/12/19	7,500	7,384
Walt Disney Co.	1.950%	3/4/20	3,670	3,680
Walt Disney Co.	1.800%	6/5/20	4,500	4,484
Walt Disney Co.	2.150%	9/17/20	5,100	5,137
Walt Disney Co.	2.300%	2/12/21	5,486	5,535
Walt Disney Co.	3.750%	6/1/21	3,761	3,971
Walt Disney Co.	2.750%	8/16/21	5,475	5,581
Walt Disney Co.	2.550%	2/15/22	1,650	1,667
Walt Disney Co.	2.450%	3/4/22	3,000	3,025
WPP Finance 2010	4.750%	11/21/21	5,600	6,009
Consumer Cyclical (2.1%)
Advance Auto Parts Inc.	5.750%	5/1/20	1,190	1,282

Alibaba Group Holding Ltd.	2.500%	11/28/19	16,250	16,369
Alibaba Group Holding Ltd.	3.125%	11/28/21	9,850	10,039
Amazon.com Inc.	2.600%	12/5/19	10,731	10,927
6 Amazon.com Inc.	1.900%	8/21/20	7,200	7,216
Amazon.com Inc.	3.300%	12/5/21	6,825	7,110
American Honda Finance Corp.	2.125%	10/10/18	7,461	7,497
American Honda Finance Corp.	1.700%	2/22/19	1,550	1,547
American Honda Finance Corp.	1.200%	7/12/19	7,825	7,746
American Honda Finance Corp.	2.250%	8/15/19	11,475	11,558
American Honda Finance Corp.	2.000%	2/14/20	7,200	7,205
American Honda Finance Corp.	1.950%	7/20/20	4,400	4,392
American Honda Finance Corp.	2.450%	9/24/20	8,771	8,890
American Honda Finance Corp.	1.650%	7/12/21	5,705	5,586
American Honda Finance Corp.	1.700%	9/9/21	6,028	5,914
Automatic Data Processing Inc.	2.250%	9/15/20	8,525	8,608
AutoNation Inc.	5.500%	2/1/20	1,620	1,730
AutoNation Inc.	3.350%	1/15/21	5,550	5,649
AutoZone Inc.	1.625%	4/21/19	2,075	2,061
AutoZone Inc.	4.000%	11/15/20	275	288
AutoZone Inc.	2.500%	4/15/21	900	897
AutoZone Inc.	3.700%	4/15/22	1,516	1,575
Best Buy Co. Inc.	5.500%	3/15/21	1,650	1,794
Block Financial LLC	4.125%	10/1/20	6,000	6,227
BorgWarner Inc.	4.625%	9/15/20	450	479
Carnival Corp.	3.950%	10/15/20	2,615	2,745
Coach Inc.	3.000%	7/15/22	2,800	2,796
Costco Wholesale Corp.	1.700%	12/15/19	8,625	8,600
Costco Wholesale Corp.	1.750%	2/15/20	3,475	3,465
Costco Wholesale Corp.	2.150%	5/18/21	5,905	5,912
Costco Wholesale Corp.	2.250%	2/15/22	2,479	2,476
Costco Wholesale Corp.	2.300%	5/18/22	7,400	7,402
CVS Health Corp.	2.250%	12/5/18	10,448	10,489
CVS Health Corp.	2.250%	8/12/19	3,978	3,996
CVS Health Corp.	2.800%	7/20/20	28,811	29,309
CVS Health Corp.	2.125%	6/1/21	12,936	12,756
CVS Health Corp.	3.500%	7/20/22	8,450	8,793
Delphi Automotive plc	3.150%	11/19/20	3,550	3,628
DR Horton Inc.	3.750%	3/1/19	4,243	4,316
DR Horton Inc.	4.375%	9/15/22	575	613
eBay Inc.	2.200%	8/1/19	7,760	7,785
eBay Inc.	2.150%	6/5/20	4,750	4,751
eBay Inc.	3.250%	10/15/20	500	514
eBay Inc.	2.875%	8/1/21	5,100	5,168
eBay Inc.	3.800%	3/9/22	3,402	3,567
eBay Inc.	2.600%	7/15/22	7,354	7,320
Expedia Inc.	5.950%	8/15/20	10,722	11,714
Ford Motor Co.	6.500%	8/1/18	1,392	1,444
Ford Motor Credit Co. LLC	2.875%	10/1/18	6,605	6,665
Ford Motor Credit Co. LLC	2.551%	10/5/18	5,815	5,851
Ford Motor Credit Co. LLC	2.943%	1/8/19	8,800	8,898
Ford Motor Credit Co. LLC	2.375%	3/12/19	11,200	11,252
Ford Motor Credit Co. LLC	2.262%	3/28/19	4,200	4,212
Ford Motor Credit Co. LLC	2.021%	5/3/19	9,250	9,244
Ford Motor Credit Co. LLC	1.897%	8/12/19	2,750	2,733
Ford Motor Credit Co. LLC	2.597%	11/4/19	9,371	9,438
Ford Motor Credit Co. LLC	2.681%	1/9/20	9,800	9,873
Ford Motor Credit Co. LLC	8.125%	1/15/20	7,450	8,381

Ford Motor Credit Co. LLC	2.459%	3/27/20	7,290	7,297
Ford Motor Credit Co. LLC	3.157%	8/4/20	7,160	7,306
Ford Motor Credit Co. LLC	3.200%	1/15/21	10,590	10,763
Ford Motor Credit Co. LLC	5.750%	2/1/21	8,700	9,519
Ford Motor Credit Co. LLC	3.336%	3/18/21	16,755	17,079
Ford Motor Credit Co. LLC	5.875%	8/2/21	9,885	10,975
Ford Motor Credit Co. LLC	3.219%	1/9/22	3,100	3,131
Ford Motor Credit Co. LLC	3.339%	3/28/22	12,250	12,420
Ford Motor Credit Co. LLC	2.979%	8/3/22	7,900	7,894
Ford Motor Credit Co. LLC	4.250%	9/20/22	9,575	10,070
General Motors Co.	3.500%	10/2/18	6,200	6,295
General Motors Financial Co. Inc.	3.100%	1/15/19	19,215	19,456
General Motors Financial Co. Inc.	2.400%	5/9/19	12,250	12,291
General Motors Financial Co. Inc.	3.500%	7/10/19	10,825	11,086
General Motors Financial Co. Inc.	2.350%	10/4/19	1,000	1,000
General Motors Financial Co. Inc.	3.150%	1/15/20	6,270	6,378
General Motors Financial Co. Inc.	2.650%	4/13/20	775	781
General Motors Financial Co. Inc.	3.200%	7/13/20	22,152	22,631
General Motors Financial Co. Inc.	3.700%	11/24/20	10,120	10,452
General Motors Financial Co. Inc.	4.200%	3/1/21	10,539	11,027
General Motors Financial Co. Inc.	3.200%	7/6/21	12,147	12,347
General Motors Financial Co. Inc.	4.375%	9/25/21	14,735	15,616
General Motors Financial Co. Inc.	3.450%	1/14/22	11,000	11,234
General Motors Financial Co. Inc.	3.450%	4/10/22	6,103	6,198
General Motors Financial Co. Inc.	3.150%	6/30/22	5,200	5,223
Home Depot Inc.	2.250%	9/10/18	13,455	13,530
Home Depot Inc.	2.000%	6/15/19	10,105	10,166
Home Depot Inc.	1.800%	6/5/20	4,000	3,995
Home Depot Inc.	3.950%	9/15/20	1,300	1,371
Home Depot Inc.	2.000%	4/1/21	11,862	11,813
Home Depot Inc.	4.400%	4/1/21	7,533	8,057
Home Depot Inc.	2.625%	6/1/22	8,969	9,111
JD.com Inc.	3.125%	4/29/21	3,700	3,686
Kohl's Corp.	4.000%	11/1/21	4,525	4,681
Lowe's Cos. Inc.	1.150%	4/15/19	4,000	3,968
Lowe's Cos. Inc.	4.625%	4/15/20	6,050	6,361
Lowe's Cos. Inc.	3.750%	4/15/21	5,025	5,281
Lowe's Cos. Inc.	3.800%	11/15/21	1,300	1,372
Lowe's Cos. Inc.	3.120%	4/15/22	3,249	3,357
Macy's Retail Holdings Inc.	3.450%	1/15/21	3,050	3,047
Macy's Retail Holdings Inc.	3.875%	1/15/22	835	835
Marriott International Inc.	3.000%	3/1/19	3,213	3,252
Marriott International Inc.	3.375%	10/15/20	3,875	3,977
Marriott International Inc.	2.875%	3/1/21	1,625	1,641
Marriott International Inc.	3.125%	10/15/21	3,725	3,793
Marriott International Inc.	2.300%	1/15/22	2,116	2,082
Marriott International Inc.	3.250%	9/15/22	3,775	3,838
Mastercard Inc.	2.000%	4/1/19	4,300	4,325
Mastercard Inc.	2.000%	11/21/21	5,000	4,970
McDonald's Corp.	2.100%	12/7/18	8,203	8,236
McDonald's Corp.	1.875%	5/29/19	3,945	3,952
McDonald's Corp.	2.200%	5/26/20	1,276	1,283
McDonald's Corp.	3.500%	7/15/20	2,499	2,609
McDonald's Corp.	2.750%	12/9/20	11,562	11,771
McDonald's Corp.	3.625%	5/20/21	6,118	6,415
McDonald's Corp.	2.625%	1/15/22	6,798	6,845
Nordstrom Inc.	4.750%	5/1/20	3,025	3,136

Nordstrom Inc.	4.000%	10/15/21	2,004	2,048
O'Reilly Automotive Inc.	4.875%	1/14/21	2,435	2,608
O'Reilly Automotive Inc.	4.625%	9/15/21	1,410	1,513
PACCAR Financial Corp.	1.300%	5/10/19	3,575	3,552
PACCAR Financial Corp.	1.950%	2/27/20	275	275
PACCAR Financial Corp.	2.500%	8/14/20	2,000	2,026
PACCAR Financial Corp.	2.250%	2/25/21	2,725	2,733
PACCAR Financial Corp.	1.650%	8/11/21	75	73
PACCAR Financial Corp.	2.300%	8/10/22	2,200	2,189
QVC Inc.	3.125%	4/1/19	2,945	2,977
Ralph Lauren Corp.	2.625%	8/18/20	1,900	1,924
Starbucks Corp.	2.000%	12/5/18	4,905	4,928
Starbucks Corp.	2.100%	2/4/21	8,375	8,384
Starbucks Corp.	2.700%	6/15/22	1,075	1,091
Target Corp.	2.300%	6/26/19	8,204	8,281
Target Corp.	2.900%	1/15/22	4,293	4,384
TJX Cos. Inc.	2.750%	6/15/21	5,815	5,915
Toyota Motor Credit Corp.	1.550%	7/13/18	9,150	9,155
Toyota Motor Credit Corp.	2.000%	10/24/18	6,700	6,731
Toyota Motor Credit Corp.	1.700%	1/9/19	8,850	8,851
Toyota Motor Credit Corp.	2.100%	1/17/19	5,045	5,067
Toyota Motor Credit Corp.	1.700%	2/19/19	9,750	9,740
Toyota Motor Credit Corp.	1.400%	5/20/19	9,095	9,054
Toyota Motor Credit Corp.	2.125%	7/18/19	10,285	10,334
Toyota Motor Credit Corp.	1.550%	10/18/19	10,000	9,944
Toyota Motor Credit Corp.	2.150%	3/12/20	12,030	12,081
Toyota Motor Credit Corp.	1.950%	4/17/20	8,700	8,702
Toyota Motor Credit Corp.	4.500%	6/17/20	2,000	2,132
Toyota Motor Credit Corp.	4.250%	1/11/21	3,025	3,218
Toyota Motor Credit Corp.	1.900%	4/8/21	10,975	10,866
Toyota Motor Credit Corp.	2.750%	5/17/21	4,250	4,328
Toyota Motor Credit Corp.	3.400%	9/15/21	7,395	7,693
Toyota Motor Credit Corp.	2.600%	1/11/22	8,400	8,479
Toyota Motor Credit Corp.	3.300%	1/12/22	540	561
Toyota Motor Credit Corp.	2.150%	9/8/22	10,000	9,891
VF Corp.	3.500%	9/1/21	1,000	1,042
Visa Inc.	2.200%	12/14/20	25,767	25,998
Visa Inc.	2.150%	9/15/22	5,500	5,478
Wal-Mart Stores Inc.	1.950%	12/15/18	6,451	6,483
Wal-Mart Stores Inc.	4.125%	2/1/19	2,421	2,499
Wal-Mart Stores Inc.	3.625%	7/8/20	15,937	16,696
Wal-Mart Stores Inc.	3.250%	10/25/20	12,672	13,171
Wal-Mart Stores Inc.	4.250%	4/15/21	10,528	11,301
Walgreen Co.	5.250%	1/15/19	1,227	1,276
Walgreens Boots Alliance Inc.	2.700%	11/18/19	6,890	6,983
Walgreens Boots Alliance Inc.	3.300%	11/18/21	19,114	19,744
Western Union Co.	5.253%	4/1/20	200	213
Western Union Co.	3.600%	3/15/22	6,850	6,953
Wyndham Worldwide Corp.	4.250%	3/1/22	1,227	1,243
Consumer Noncyclical (4.2%)
Abbott Laboratories	5.125%	4/1/19	5,736	6,006
Abbott Laboratories	2.350%	11/22/19	20,570	20,734
Abbott Laboratories	2.000%	3/15/20	11,702	11,669
Abbott Laboratories	4.125%	5/27/20	6,075	6,379
Abbott Laboratories	2.800%	9/15/20	3,500	3,556
Abbott Laboratories	2.900%	11/30/21	23,990	24,419

Abbott Laboratories	2.550%	3/15/22	4,158	4,159
AbbVie Inc.	2.000%	11/6/18	7,021	7,038
AbbVie Inc.	2.500%	5/14/20	26,957	27,278
AbbVie Inc.	2.300%	5/14/21	14,995	14,972
Actavis Inc.	3.250%	10/1/22	2,500	2,564
Agilent Technologies Inc.	5.000%	7/15/20	3,707	3,962
Allergan Funding SCS	2.450%	6/15/19	6,663	6,696
Allergan Funding SCS	3.000%	3/12/20	37,450	38,144
Allergan Funding SCS	3.450%	3/15/22	18,934	19,610
Allergan Inc.	3.375%	9/15/20	2,500	2,579
Altria Group Inc.	9.700%	11/10/18	700	760
Altria Group Inc.	9.250%	8/6/19	6,324	7,158
Altria Group Inc.	2.625%	1/14/20	15,565	15,791
Altria Group Inc.	4.750%	5/5/21	10,776	11,706
Altria Group Inc.	2.850%	8/9/22	7,988	8,139
AmerisourceBergen Corp.	4.875%	11/15/19	2,105	2,228
AmerisourceBergen Corp.	3.500%	11/15/21	4,150	4,302
Amgen Inc.	5.700%	2/1/19	450	472
Amgen Inc.	1.900%	5/10/19	7,500	7,512
Amgen Inc.	2.200%	5/22/19	18,758	18,849
Amgen Inc.	2.125%	5/1/20	6,923	6,929
Amgen Inc.	2.200%	5/11/20	8,000	8,024
Amgen Inc.	3.450%	10/1/20	9,146	9,484
Amgen Inc.	4.100%	6/15/21	7,305	7,735
Amgen Inc.	1.850%	8/19/21	6,405	6,293
Amgen Inc.	3.875%	11/15/21	9,355	9,880
Amgen Inc.	2.700%	5/1/22	2,100	2,109
Amgen Inc.	2.650%	5/11/22	7,568	7,629
Amgen Inc.	3.625%	5/15/22	5,820	6,061
Anheuser-Busch Cos. LLC	5.000%	3/1/19	2,100	2,194
Anheuser-Busch InBev Finance Inc.	1.900%	2/1/19	34,255	34,332
Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	18,643	18,756
Anheuser-Busch InBev Finance Inc.	2.650%	2/1/21	72,456	73,625
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	19,925	21,396
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	6,625	7,293
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	19,650	21,118
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	1,855	1,992
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	2,425	2,587
Anheuser-Busch InBev Worldwide Inc.	3.750%	1/15/22	9,215	9,759
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	23,216	23,399
Archer-Daniels-Midland Co.	4.479%	3/1/21	3,354	3,603
AstraZeneca plc	1.750%	11/16/18	7,620	7,619
AstraZeneca plc	2.375%	11/16/20	9,832	9,876
AstraZeneca plc	2.375%	6/12/22	9,075	8,972
6 BAT Capital Corp.	2.297%	8/14/20	19,900	19,882
6 BAT Capital Corp.	2.764%	8/15/22	15,600	15,614
Baxalta Inc.	2.875%	6/23/20	2,455	2,494
Baxalta Inc.	3.600%	6/23/22	3,604	3,727
Baxter International Inc.	1.700%	8/15/21	3,300	3,211
Becton Dickinson & Co.	2.133%	6/6/19	6,100	6,116
Becton Dickinson & Co.	2.675%	12/15/19	7,986	8,083
Becton Dickinson & Co.	2.404%	6/5/20	8,000	8,017
Becton Dickinson & Co.	3.250%	11/12/20	4,723	4,827
Becton Dickinson & Co.	3.125%	11/8/21	7,390	7,521
Becton Dickinson & Co.	2.894%	6/6/22	17,542	17,595
Bio-Rad Laboratories Inc.	4.875%	12/15/20	3,075	3,288
Biogen Inc.	2.900%	9/15/20	15,730	16,115

Biogen Inc.	3.625%	9/15/22	2,645	2,780
Boston Scientific Corp.	2.650%	10/1/18	4,400	4,437
Boston Scientific Corp.	6.000%	1/15/20	4,550	4,933
Boston Scientific Corp.	2.850%	5/15/20	5,050	5,133
Boston Scientific Corp.	3.375%	5/15/22	3,325	3,414
Bristol-Myers Squibb Co.	1.600%	2/27/19	3,200	3,198
Bristol-Myers Squibb Co.	1.750%	3/1/19	1,115	1,116
Bristol-Myers Squibb Co.	2.000%	8/1/22	9,685	9,542
Bunge Ltd. Finance Corp.	8.500%	6/15/19	5,340	5,872
Bunge Ltd. Finance Corp.	3.500%	11/24/20	3,040	3,125
Bunge Ltd. Finance Corp.	3.000%	9/25/22	4,750	4,732
Cardinal Health Inc.	1.948%	6/14/19	6,250	6,248
Cardinal Health Inc.	2.400%	11/15/19	75	76
Cardinal Health Inc.	4.625%	12/15/20	3,725	3,983
Cardinal Health Inc.	2.616%	6/15/22	10,750	10,713
Celgene Corp.	2.250%	5/15/19	4,850	4,861
Celgene Corp.	2.875%	8/15/20	9,258	9,449
Celgene Corp.	3.950%	10/15/20	6,919	7,289
Celgene Corp.	3.250%	8/15/22	637	657
Celgene Corp.	3.550%	8/15/22	6,672	6,971
Church & Dwight Co. Inc.	2.450%	12/15/19	2,050	2,067
Church & Dwight Co. Inc.	2.450%	8/1/22	1,700	1,693
Clorox Co.	3.050%	9/15/22	2,725	2,794
Coca-Cola Co.	1.650%	11/1/18	11,992	12,000
Coca-Cola Co.	1.375%	5/30/19	5,330	5,308
Coca-Cola Co.	1.875%	10/27/20	6,225	6,219
Coca-Cola Co.	2.450%	11/1/20	8,095	8,230
Coca-Cola Co.	3.150%	11/15/20	4,285	4,454
Coca-Cola Co.	1.550%	9/1/21	6,940	6,804
Coca-Cola Co.	3.300%	9/1/21	12,236	12,820
Coca-Cola Co.	2.200%	5/25/22	3,650	3,660
Coca-Cola Enterprises Inc.	3.500%	9/15/20	4,750	4,925
Coca-Cola Enterprises Inc.	4.500%	9/1/21	1,225	1,307
Coca-Cola Femsa SAB de CV	2.375%	11/26/18	5,779	5,787
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	275	290
Colgate-Palmolive Co.	1.500%	11/1/18	1,725	1,722
Colgate-Palmolive Co.	1.750%	3/15/19	4,475	4,480
Colgate-Palmolive Co.	2.450%	11/15/21	2,665	2,696
Colgate-Palmolive Co.	2.300%	5/3/22	2,098	2,107
Constellation Brands Inc.	3.875%	11/15/19	7,000	7,264
Constellation Brands Inc.	3.750%	5/1/21	3,170	3,306
Constellation Brands Inc.	6.000%	5/1/22	6,225	7,120
Constellation Brands Inc.	2.700%	5/9/22	6,540	6,575
Covidien International Finance SA	4.200%	6/15/20	4,475	4,731
Covidien International Finance SA	3.200%	6/15/22	8,194	8,456
CR Bard Inc.	4.400%	1/15/21	2,295	2,408
Danaher Corp.	2.400%	9/15/20	3,775	3,813
Diageo Capital plc	4.828%	7/15/20	85	91
Diageo Investment Corp.	2.875%	5/11/22	11,272	11,576
Dignity Health California GO	2.637%	11/1/19	1,950	1,969
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	1,550	1,561
Edwards Lifesciences Corp.	2.875%	10/15/18	4,025	4,058
Eli Lilly & Co.	1.950%	3/15/19	5,395	5,420
Eli Lilly & Co.	2.350%	5/15/22	2,325	2,334
Estee Lauder Cos. Inc.	1.800%	2/7/20	5,235	5,230
Estee Lauder Cos. Inc.	1.700%	5/10/21	5,575	5,497
Express Scripts Holding Co.	2.250%	6/15/19	7,529	7,544

Express Scripts Holding Co.	3.300%	2/25/21	11,825	12,149
Express Scripts Holding Co.	4.750%	11/15/21	15,816	17,171
Express Scripts Holding Co.	3.900%	2/15/22	9,570	10,050
Flowers Foods Inc.	4.375%	4/1/22	2,975	3,196
General Mills Inc.	5.650%	2/15/19	8,993	9,451
General Mills Inc.	2.200%	10/21/19	3,525	3,554
General Mills Inc.	3.150%	12/15/21	6,800	6,966
Gilead Sciences Inc.	2.050%	4/1/19	13,575	13,635
Gilead Sciences Inc.	1.850%	9/20/19	6,000	6,003
Gilead Sciences Inc.	2.350%	2/1/20	1,450	1,465
Gilead Sciences Inc.	2.550%	9/1/20	22,253	22,654
Gilead Sciences Inc.	4.500%	4/1/21	6,760	7,260
Gilead Sciences Inc.	4.400%	12/1/21	9,823	10,611
Gilead Sciences Inc.	1.950%	3/1/22	1,975	1,943
Gilead Sciences Inc.	3.250%	9/1/22	4,728	4,894
GlaxoSmithKline Capital plc	2.850%	5/8/22	6,502	6,639
Hasbro Inc.	3.150%	5/15/21	2,040	2,080
Hershey Co.	4.125%	12/1/20	1,450	1,537
Hillshire Brands Co.	4.100%	9/15/20	673	701
Ingredion Inc.	4.625%	11/1/20	2,100	2,239
JM Smucker Co.	2.500%	3/15/20	10,203	10,295
JM Smucker Co.	3.500%	10/15/21	100	104
JM Smucker Co.	3.000%	3/15/22	4,250	4,333
Johnson & Johnson	1.650%	12/5/18	3,686	3,694
Johnson & Johnson	1.125%	3/1/19	4,890	4,869
Johnson & Johnson	1.875%	12/5/19	6,200	6,227
Johnson & Johnson	2.950%	9/1/20	2,860	2,950
Johnson & Johnson	1.650%	3/1/21	7,401	7,334
Johnson & Johnson	3.550%	5/15/21	3,500	3,697
Johnson & Johnson	2.450%	12/5/21	1,145	1,160
Johnson & Johnson	2.250%	3/3/22	7,775	7,829
Kaiser Foundation Hospitals	3.500%	4/1/22	1,830	1,904
Kellogg Co.	4.150%	11/15/19	1,200	1,250
Kellogg Co.	4.000%	12/15/20	5,068	5,334
Kimberly-Clark Corp.	7.500%	11/1/18	4,280	4,546
Kimberly-Clark Corp.	1.400%	2/15/19	6,440	6,413
Kimberly-Clark Corp.	1.900%	5/22/19	4,670	4,679
Kimberly-Clark Corp.	2.400%	3/1/22	825	828
Koninklijke Philips NV	3.750%	3/15/22	7,675	8,095
Kraft Foods Group Inc.	5.375%	2/10/20	3,700	3,964
Kraft Foods Group Inc.	3.500%	6/6/22	6,937	7,184
Kraft Heinz Foods Co.	2.800%	7/2/20	10,400	10,571
Kraft Heinz Foods Co.	3.500%	7/15/22	9,810	10,144
Laboratory Corp. of America Holdings	2.500%	11/1/18	1,425	1,433
Laboratory Corp. of America Holdings	2.625%	2/1/20	900	909
Laboratory Corp. of America Holdings	3.200%	2/1/22	1,054	1,076
Laboratory Corp. of America Holdings	3.750%	8/23/22	4,300	4,492
Life Technologies Corp.	6.000%	3/1/20	5,300	5,759
Life Technologies Corp.	5.000%	1/15/21	225	241
Mattel Inc.	2.350%	5/6/19	2,565	2,571
Mattel Inc.	2.350%	8/15/21	2,750	2,666
McCormick & Co. Inc.	3.900%	7/15/21	265	278
McKesson Corp.	7.500%	2/15/19	1,989	2,132
McKesson Corp.	2.284%	3/15/19	10,796	10,832
McKesson Corp.	4.750%	3/1/21	3,582	3,831
Mead Johnson Nutrition Co.	4.900%	11/1/19	1,825	1,933
Mead Johnson Nutrition Co.	3.000%	11/15/20	7,683	7,883

Medco Health Solutions Inc.	4.125%	9/15/20	4,876	5,120
Medtronic Global Holdings SCA	1.700%	3/28/19	1,200	1,199
Medtronic Inc.	5.600%	3/15/19	4,001	4,209
Medtronic Inc.	2.500%	3/15/20	32,991	33,486
Medtronic Inc.	4.450%	3/15/20	1,075	1,136
Medtronic Inc.	4.125%	3/15/21	2,500	2,646
Medtronic Inc.	3.125%	3/15/22	350	360
Medtronic Inc.	3.150%	3/15/22	21,117	21,841
Merck & Co. Inc.	1.850%	2/10/20	6,045	6,039
Merck & Co. Inc.	3.875%	1/15/21	9,550	10,074
Merck & Co. Inc.	2.350%	2/10/22	7,073	7,121
Merck & Co. Inc.	2.400%	9/15/22	9,967	10,021
Merck Sharp & Dohme Corp.	5.000%	6/30/19	6,565	6,923
6 Molson Coors Brewing Co.	1.900%	3/15/19	6,325	6,316
Molson Coors Brewing Co.	1.450%	7/15/19	3,455	3,418
6 Molson Coors Brewing Co.	2.250%	3/15/20	6,325	6,326
Molson Coors Brewing Co.	2.100%	7/15/21	6,665	6,571
Molson Coors Brewing Co.	3.500%	5/1/22	2,925	3,022
Mylan Inc.	2.550%	3/28/19	13,088	13,130
Mylan NV	2.500%	6/7/19	5,176	5,202
Mylan NV	3.750%	12/15/20	1,247	1,290
Mylan NV	3.150%	6/15/21	13,609	13,845
Newell Brands Inc.	2.150%	10/15/18	2,350	2,356
Newell Brands Inc.	2.875%	12/1/19	5,850	5,941
Newell Brands Inc.	3.150%	4/1/21	12,460	12,719
Novartis Capital Corp.	1.800%	2/14/20	14,100	14,055
Novartis Capital Corp.	4.400%	4/24/20	7,135	7,584
Novartis Capital Corp.	2.400%	5/17/22	12,025	12,054
Novartis Capital Corp.	2.400%	9/21/22	11,027	11,025
Novartis Securities Investment Ltd.	5.125%	2/10/19	10,931	11,419
PepsiCo Inc.	2.250%	1/7/19	4,728	4,762
PepsiCo Inc.	1.550%	5/2/19	7,250	7,237
PepsiCo Inc.	1.350%	10/4/19	3,775	3,757
PepsiCo Inc.	4.500%	1/15/20	1,100	1,165
PepsiCo Inc.	1.850%	4/30/20	8,892	8,899
PepsiCo Inc.	2.150%	10/14/20	19,110	19,205
PepsiCo Inc.	3.125%	11/1/20	4,250	4,401
PepsiCo Inc.	3.000%	8/25/21	5,000	5,161
PepsiCo Inc.	1.700%	10/6/21	10,822	10,655
PepsiCo Inc.	2.750%	3/5/22	5,550	5,670
PepsiCo Inc.	2.250%	5/2/22	5,459	5,456
PepsiCo Inc.	3.100%	7/17/22	2,900	3,009
PerkinElmer Inc.	5.000%	11/15/21	3,000	3,257
Perrigo Finance Unlimited Co.	3.500%	3/15/21	2,603	2,672
Perrigo Finance Unlimited Co.	3.500%	12/15/21	1,169	1,206
Pfizer Inc.	2.100%	5/15/19	13,200	13,314
Pfizer Inc.	1.450%	6/3/19	9,500	9,460
Pfizer Inc.	1.700%	12/15/19	15,365	15,356
Pfizer Inc.	5.200%	8/12/20	1,500	1,645
Pfizer Inc.	2.200%	12/15/21	11,060	11,115
Philip Morris International Inc.	1.875%	1/15/19	13,013	13,041
Philip Morris International Inc.	1.625%	2/21/19	1,535	1,534
Philip Morris International Inc.	1.375%	2/25/19	2,710	2,692
Philip Morris International Inc.	2.000%	2/21/20	7,430	7,432
Philip Morris International Inc.	4.500%	3/26/20	4,161	4,406
Philip Morris International Inc.	1.875%	2/25/21	9,241	9,112
Philip Morris International Inc.	4.125%	5/17/21	1,920	2,035

Philip Morris International Inc.	2.900%	11/15/21	5,644	5,762
Philip Morris International Inc.	2.625%	2/18/22	4,280	4,315
Philip Morris International Inc.	2.375%	8/17/22	5,000	4,957
Philip Morris International Inc.	2.500%	8/22/22	4,608	4,599
5 Procter & Gamble - Esop	9.360%	1/1/21	3,655	4,081
Procter & Gamble Co.	1.600%	11/15/18	744	744
Procter & Gamble Co.	1.900%	11/1/19	4,880	4,904
Procter & Gamble Co.	1.850%	2/2/21	2,175	2,161
Procter & Gamble Co.	1.700%	11/3/21	7,500	7,402
Procter & Gamble Co.	2.300%	2/6/22	5,090	5,112
Quest Diagnostics Inc.	2.700%	4/1/19	7,975	8,061
Quest Diagnostics Inc.	2.500%	3/30/20	2,990	3,002
Quest Diagnostics Inc.	4.700%	4/1/21	340	364
Reynolds American Inc.	8.125%	6/23/19	2,475	2,724
Reynolds American Inc.	6.875%	5/1/20	1,775	1,977
Reynolds American Inc.	3.250%	6/12/20	15,883	16,300
Reynolds American Inc.	4.000%	6/12/22	3,062	3,231
Sanofi	4.000%	3/29/21	14,637	15,490
Shire Acquisitions Investments Ireland DAC	1.900%	9/23/19	28,575	28,493
Shire Acquisitions Investments Ireland DAC	2.400%	9/23/21	27,980	27,780
Stryker Corp.	2.000%	3/8/19	6,115	6,133
Stryker Corp.	4.375%	1/15/20	3,985	4,195
Stryker Corp.	2.625%	3/15/21	13,455	13,620
Sysco Corp.	1.900%	4/1/19	4,540	4,538
Sysco Corp.	2.600%	10/1/20	700	710
Sysco Corp.	2.500%	7/15/21	2,975	2,988
Sysco Corp.	2.600%	6/12/22	4,950	4,953
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	5,712	5,763
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	981	990
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	7,840	7,736
Teva Pharmaceutical Finance Netherlands III
BV	1.700%	7/19/19	20,630	20,311
Teva Pharmaceutical Finance Netherlands III
BV	2.200%	7/21/21	24,475	23,466
The Kroger Co.	2.000%	1/15/19	2,100	2,105
The Kroger Co.	2.300%	1/15/19	7,247	7,271
The Kroger Co.	1.500%	9/30/19	4,385	4,333
The Kroger Co.	6.150%	1/15/20	6,199	6,721
The Kroger Co.	3.300%	1/15/21	7,450	7,602
The Kroger Co.	2.600%	2/1/21	2,370	2,372
The Kroger Co.	2.950%	11/1/21	300	302
The Kroger Co.	3.400%	4/15/22	750	768
The Kroger Co.	2.800%	8/1/22	3,975	3,976
Thermo Fisher Scientific Inc.	2.150%	12/14/18	4,048	4,059
Thermo Fisher Scientific Inc.	2.400%	2/1/19	2,658	2,677
Thermo Fisher Scientific Inc.	4.700%	5/1/20	1,375	1,460
Thermo Fisher Scientific Inc.	4.500%	3/1/21	6,830	7,280
Thermo Fisher Scientific Inc.	3.600%	8/15/21	7,900	8,244
Thermo Fisher Scientific Inc.	3.300%	2/15/22	2,001	2,062
Tupperware Brands Corp.	4.750%	6/1/21	4,378	4,628
Tyson Foods Inc.	2.650%	8/15/19	7,134	7,219
Tyson Foods Inc.	2.250%	8/23/21	6,565	6,530
Tyson Foods Inc.	4.500%	6/15/22	5,130	5,529
Unilever Capital Corp.	4.800%	2/15/19	4,813	5,011
Unilever Capital Corp.	2.200%	3/6/19	5,500	5,533
Unilever Capital Corp.	1.800%	5/5/20	935	934
Unilever Capital Corp.	2.100%	7/30/20	1,200	1,204

Unilever Capital Corp.	4.250%	2/10/21	6,112	6,527
Unilever Capital Corp.	1.375%	7/28/21	6,520	6,342
Unilever Capital Corp.	2.200%	5/5/22	6,000	5,978
Whirlpool Corp.	2.400%	3/1/19	3,845	3,865
Whirlpool Corp.	4.850%	6/15/21	2,190	2,370
Whirlpool Corp.	4.700%	6/1/22	2,148	2,329
Zimmer Biomet Holdings Inc.	4.625%	11/30/19	1,275	1,338
Zimmer Biomet Holdings Inc.	2.700%	4/1/20	13,072	13,208
Zimmer Biomet Holdings Inc.	3.150%	4/1/22	4,115	4,183
Zoetis Inc.	3.450%	11/13/20	3,225	3,330
Energy (2.0%)
Anadarko Petroleum Corp.	8.700%	3/15/19	4,745	5,170
Anadarko Petroleum Corp.	6.950%	6/15/19	4,123	4,440
Anadarko Petroleum Corp.	4.850%	3/15/21	9,515	10,090
Apache Corp.	3.625%	2/1/21	4,000	4,119
Apache Corp.	3.250%	4/15/22	10,428	10,531
Baker Hughes a GE Co. LLC	7.500%	11/15/18	200	212
Baker Hughes a GE Co. LLC	3.200%	8/15/21	5,005	5,140
Boardwalk Pipelines LP	5.750%	9/15/19	4,000	4,232
BP Capital Markets plc	4.750%	3/10/19	6,300	6,565
BP Capital Markets plc	1.676%	5/3/19	274	274
BP Capital Markets plc	2.237%	5/10/19	19,552	19,690
BP Capital Markets plc	1.768%	9/19/19	4,800	4,800
BP Capital Markets plc	2.521%	1/15/20	2,900	2,938
BP Capital Markets plc	2.315%	2/13/20	14,649	14,768
BP Capital Markets plc	4.500%	10/1/20	8,563	9,133
BP Capital Markets plc	4.742%	3/11/21	9,150	9,934
BP Capital Markets plc	2.112%	9/16/21	13,175	13,060
BP Capital Markets plc	3.062%	3/17/22	13,785	14,113
BP Capital Markets plc	3.245%	5/6/22	11,846	12,261
BP Capital Markets plc	2.520%	9/19/22	3,000	2,988
Buckeye Partners LP	2.650%	11/15/18	1,125	1,129
Buckeye Partners LP	4.875%	2/1/21	1,410	1,487
Canadian Natural Resources Ltd.	3.450%	11/15/21	102	105
Cenovus Energy Inc.	5.700%	10/15/19	13,170	13,927
Cenovus Energy Inc.	3.000%	8/15/22	2,004	1,969
Chevron Corp.	1.790%	11/16/18	7,215	7,226
Chevron Corp.	1.686%	2/28/19	4,220	4,221
Chevron Corp.	4.950%	3/3/19	3,433	3,586
Chevron Corp.	1.561%	5/16/19	4,273	4,266
Chevron Corp.	2.193%	11/15/19	17,468	17,611
Chevron Corp.	1.961%	3/3/20	9,907	9,921
Chevron Corp.	1.991%	3/3/20	5,500	5,514
Chevron Corp.	2.427%	6/24/20	12,974	13,168
Chevron Corp.	2.419%	11/17/20	10,765	10,920
Chevron Corp.	2.100%	5/16/21	10,487	10,456
Chevron Corp.	2.498%	3/3/22	5,775	5,814
Columbia Pipeline Group Inc.	3.300%	6/1/20	1,000	1,024
ConocoPhillips Co.	2.200%	5/15/20	5,298	5,311
ConocoPhillips Co.	4.200%	3/15/21	20,286	21,540
ConocoPhillips Co.	2.875%	11/15/21	875	890
Devon Energy Corp.	4.000%	7/15/21	575	595
Devon Energy Corp.	3.250%	5/15/22	10,755	10,882
Dominion Energy Gas Holdings LLC	2.500%	12/15/19	8,455	8,529
Dominion Energy Gas Holdings LLC	2.800%	11/15/20	7,995	8,104
Enable Midstream Partners LP	2.400%	5/15/19	3,015	3,002

Enbridge Energy Partners LP	9.875%	3/1/19	6,000	6,626
Enbridge Energy Partners LP	4.375%	10/15/20	3,540	3,718
Enbridge Energy Partners LP	4.200%	9/15/21	1,125	1,179
Enbridge Inc.	2.900%	7/15/22	3,950	3,982
Encana Corp.	6.500%	5/15/19	3,925	4,168
Encana Corp.	3.900%	11/15/21	1,925	1,979
Energy Transfer LP	9.000%	4/15/19	7,743	8,513
Energy Transfer LP	4.150%	10/1/20	9,407	9,791
Energy Transfer LP	4.650%	6/1/21	2,825	3,000
Energy Transfer LP	5.200%	2/1/22	6,925	7,488
EnLink Midstream Partners LP	2.700%	4/1/19	2,135	2,137
Enterprise Products Operating LLC	6.500%	1/31/19	7,075	7,482
Enterprise Products Operating LLC	2.550%	10/15/19	4,225	4,263
Enterprise Products Operating LLC	5.250%	1/31/20	3,500	3,737
Enterprise Products Operating LLC	5.200%	9/1/20	3,015	3,270
Enterprise Products Operating LLC	2.850%	4/15/21	10,000	10,124
Enterprise Products Operating LLC	4.050%	2/15/22	2,468	2,602
5 Enterprise Products Operating LLC	4.875%	8/16/77	1,500	1,508
EOG Resources Inc.	6.875%	10/1/18	3,336	3,494
EOG Resources Inc.	5.625%	6/1/19	4,450	4,698
EOG Resources Inc.	2.450%	4/1/20	2,700	2,724
EOG Resources Inc.	4.100%	2/1/21	9,990	10,499
EQT Corp.	8.125%	6/1/19	6,830	7,494
EQT Corp.	2.500%	10/1/20	1,800	1,805
EQT Corp.	4.875%	11/15/21	975	1,050
EQT Corp.	3.000%	10/1/22	1,500	1,502
Exxon Mobil Corp.	1.708%	3/1/19	650	651
Exxon Mobil Corp.	1.819%	3/15/19	3,440	3,447
Exxon Mobil Corp.	1.912%	3/6/20	23,276	23,309
Exxon Mobil Corp.	2.222%	3/1/21	26,982	27,179
Exxon Mobil Corp.	2.397%	3/6/22	4,010	4,028
Halliburton Co.	3.250%	11/15/21	2,806	2,878
Hess Corp.	8.125%	2/15/19	1,100	1,199
Husky Energy Inc.	7.250%	12/15/19	1,438	1,572
Husky Energy Inc.	3.950%	4/15/22	625	647
Kinder Morgan Energy Partners LP	2.650%	2/1/19	17,577	17,695
Kinder Morgan Energy Partners LP	9.000%	2/1/19	270	293
Kinder Morgan Energy Partners LP	6.850%	2/15/20	3,850	4,236
Kinder Morgan Energy Partners LP	6.500%	4/1/20	15,115	16,553
Kinder Morgan Energy Partners LP	5.300%	9/15/20	200	215
Kinder Morgan Energy Partners LP	3.500%	3/1/21	5,860	5,997
Kinder Morgan Energy Partners LP	5.800%	3/1/21	2,300	2,504
Kinder Morgan Energy Partners LP	5.000%	10/1/21	5,250	5,633
Kinder Morgan Energy Partners LP	3.950%	9/1/22	475	492
Kinder Morgan Inc.	3.050%	12/1/19	5,044	5,135
Kinder Morgan Inc.	6.500%	9/15/20	2,225	2,439
Magellan Midstream Partners LP	6.550%	7/15/19	960	1,031
Marathon Oil Corp.	2.700%	6/1/20	7,933	7,893
Marathon Petroleum Corp.	2.700%	12/14/18	3,150	3,172
Marathon Petroleum Corp.	3.400%	12/15/20	5,050	5,195
Marathon Petroleum Corp.	5.125%	3/1/21	10,254	11,106
Nabors Industries Inc.	6.150%	2/15/18	4,951	5,009
Nabors Industries Inc.	9.250%	1/15/19	925	997
National Fuel Gas Co.	4.900%	12/1/21	2,125	2,266
Noble Energy Inc.	5.625%	5/1/21	950	969
Noble Energy Inc.	4.150%	12/15/21	4,390	4,618
Occidental Petroleum Corp.	4.100%	2/1/21	10,983	11,600

Occidental Petroleum Corp.	3.125%	2/15/22	7,215	7,390
Occidental Petroleum Corp.	2.600%	4/15/22	3,678	3,702
ONEOK Inc.	4.250%	2/1/22	10,000	10,407
ONEOK Partners LP	8.625%	3/1/19	2,400	2,605
ONEOK Partners LP	3.800%	3/15/20	250	257
Phillips 66	4.300%	4/1/22	14,940	15,923
Phillips 66 Partners LP	2.646%	2/15/20	1,600	1,608
Pioneer Natural Resources Co.	7.500%	1/15/20	4,000	4,441
Pioneer Natural Resources Co.	3.450%	1/15/21	3,885	4,005
Pioneer Natural Resources Co.	3.950%	7/15/22	3,350	3,519
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	2,250	2,454
Plains All American Pipeline LP / PAA
Finance Corp.	2.600%	12/15/19	4,530	4,516
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	7,110	7,549
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	4,975	5,216
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	550	552
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.750%	9/1/20	4,415	4,757
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.875%	3/1/22	9,219	10,210
Repsol Oil & Gas Canada Inc.	7.750%	6/1/19	4,425	4,796
Repsol Oil & Gas Canada Inc.	3.750%	2/1/21	2,150	2,123
Sabine Pass Liquefaction LLC	5.625%	2/1/21	24,895	26,949
Sabine Pass Liquefaction LLC	6.250%	3/15/22	7,990	8,979
Shell International Finance BV	1.625%	11/10/18	6,300	6,292
Shell International Finance BV	2.000%	11/15/18	10,000	10,029
Shell International Finance BV	1.375%	5/10/19	12,250	12,188
Shell International Finance BV	1.375%	9/12/19	14,700	14,588
Shell International Finance BV	4.300%	9/22/19	15,250	15,973
Shell International Finance BV	2.125%	5/11/20	26,297	26,453
Shell International Finance BV	2.250%	11/10/20	9,708	9,766
Shell International Finance BV	1.875%	5/10/21	8,850	8,793
Shell International Finance BV	1.750%	9/12/21	10,450	10,312
Shell International Finance BV	2.375%	8/21/22	12,609	12,621
Sunoco Logistics Partners Operations LP	4.400%	4/1/21	8,800	9,272
Total Capital International SA	2.125%	1/10/19	9,075	9,119
Total Capital International SA	2.100%	6/19/19	9,850	9,907
Total Capital International SA	2.750%	6/19/21	1,975	2,015
Total Capital International SA	2.875%	2/17/22	7,085	7,221
Total Capital SA	4.450%	6/24/20	14,000	14,946
Total Capital SA	4.125%	1/28/21	2,975	3,165
Total Capital SA	4.250%	12/15/21	7,135	7,664
TransCanada PipeLines Ltd.	3.125%	1/15/19	6,285	6,385
TransCanada PipeLines Ltd.	7.125%	1/15/19	3,031	3,228
TransCanada PipeLines Ltd.	3.800%	10/1/20	960	1,003
Valero Energy Corp.	9.375%	3/15/19	3,950	4,353
Valero Energy Corp.	6.125%	2/1/20	2,418	2,627
Western Gas Partners LP	5.375%	6/1/21	4,800	5,143
Western Gas Partners LP	4.000%	7/1/22	7,000	7,240
Williams Partners LP	5.250%	3/15/20	20,210	21,672
Williams Partners LP	4.125%	11/15/20	2,400	2,514
Williams Partners LP	4.000%	11/15/21	7,406	7,707
Williams Partners LP	3.600%	3/15/22	3,125	3,228

Williams Partners LP	3.350%	8/15/22	6,040	6,104
Other Industrial (0.0%)
Cintas Corp. No 2	2.900%	4/1/22	1,750	1,775
Yale University Connecticut GO	2.086%	4/15/19	3,550	3,566
Technology (2.5%)
Adobe Systems Inc.	4.750%	2/1/20	6,475	6,899
Alphabet Inc.	3.625%	5/19/21	3,722	3,929
Altera Corp.	2.500%	11/15/18	15,555	15,701
Amphenol Corp.	2.550%	1/30/19	8,435	8,494
Amphenol Corp.	2.200%	4/1/20	5,490	5,498
Analog Devices Inc.	2.500%	12/5/21	3,060	3,065
Apple Inc.	1.550%	2/8/19	5,400	5,399
Apple Inc.	1.700%	2/22/19	5,355	5,368
Apple Inc.	2.100%	5/6/19	16,736	16,857
Apple Inc.	1.100%	8/2/19	8,395	8,318
Apple Inc.	1.500%	9/12/19	7,325	7,309
Apple Inc.	1.550%	2/7/20	19,279	19,151
Apple Inc.	1.900%	2/7/20	7,500	7,515
Apple Inc.	2.000%	5/6/20	9,449	9,492
Apple Inc.	1.800%	5/11/20	7,520	7,516
Apple Inc.	2.250%	2/23/21	18,866	18,998
Apple Inc.	2.850%	5/6/21	22,437	23,060
Apple Inc.	1.550%	8/4/21	13,199	12,935
Apple Inc.	2.150%	2/9/22	8,530	8,511
Apple Inc.	2.500%	2/9/22	15,115	15,438
Apple Inc.	2.300%	5/11/22	12,000	12,029
Apple Inc.	2.700%	5/13/22	7,950	8,090
Applied Materials Inc.	2.625%	10/1/20	6,452	6,565
Applied Materials Inc.	4.300%	6/15/21	3,700	3,981
Arrow Electronics Inc.	3.500%	4/1/22	2,500	2,552
Autodesk Inc.	3.125%	6/15/20	1,975	1,989
Avnet Inc.	3.750%	12/1/21	4,325	4,414
Baidu Inc.	2.750%	6/9/19	7,300	7,353
Baidu Inc.	3.000%	6/30/20	3,550	3,608
Baidu Inc.	2.875%	7/6/22	7,625	7,659
6 Broadcom Corp. / Broadcom Cayman Finance
Ltd.	2.375%	1/15/20	23,047	23,162
6 Broadcom Corp. / Broadcom Cayman Finance
Ltd.	3.000%	1/15/22	26,545	26,989
CA Inc.	5.375%	12/1/19	4,025	4,280
CA Inc.	3.600%	8/1/20	4,325	4,458
CA Inc.	3.600%	8/15/22	2,575	2,642
Cisco Systems Inc.	4.950%	2/15/19	14,597	15,248
Cisco Systems Inc.	1.600%	2/28/19	5,495	5,487
Cisco Systems Inc.	2.125%	3/1/19	24,005	24,151
Cisco Systems Inc.	1.400%	9/20/19	4,847	4,820
Cisco Systems Inc.	4.450%	1/15/20	16,294	17,244
Cisco Systems Inc.	2.450%	6/15/20	20,369	20,673
Cisco Systems Inc.	2.200%	2/28/21	9,595	9,647
Cisco Systems Inc.	2.900%	3/4/21	3,195	3,281
Cisco Systems Inc.	1.850%	9/20/21	16,037	15,852
Cisco Systems Inc.	3.000%	6/15/22	2,575	2,657
Corning Inc.	6.625%	5/15/19	5,090	5,463
Corning Inc.	4.250%	8/15/20	907	957

6 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	3.480%	6/1/19	27,885	28,364
6 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	4.420%	6/15/21	36,668	38,458
DXC Technology Co.	2.875%	3/27/20	4,100	4,154
Fidelity National Information Services Inc.	2.850%	10/15/18	5,480	5,528
Fidelity National Information Services Inc.	3.625%	10/15/20	7,370	7,668
Fidelity National Information Services Inc.	2.250%	8/15/21	14,170	14,095
Fiserv Inc.	2.700%	6/1/20	3,200	3,238
Fiserv Inc.	4.625%	10/1/20	3,023	3,220
Flex Ltd.	4.625%	2/15/20	3,400	3,556
Hewlett Packard Enterprise Co.	2.850%	10/5/18	18,123	18,267
Hewlett Packard Enterprise Co.	3.600%	10/15/20	28,045	28,991
HP Inc.	3.750%	12/1/20	650	676
HP Inc.	4.375%	9/15/21	21,300	22,616
HP Inc.	4.650%	12/9/21	11,406	12,240
HP Inc.	4.050%	9/15/22	2,413	2,552
IBM Credit LLC	1.625%	9/6/19	5,000	4,996
IBM Credit LLC	1.800%	1/20/21	3,650	3,626
IBM Credit LLC	2.200%	9/8/22	4,000	3,966
Intel Corp.	1.850%	5/11/20	3,200	3,200
Intel Corp.	2.450%	7/29/20	3,930	4,004
Intel Corp.	1.700%	5/19/21	3,600	3,558
Intel Corp.	3.300%	10/1/21	11,331	11,816
Intel Corp.	2.350%	5/11/22	5,500	5,516
Intel Corp.	3.100%	7/29/22	8,850	9,202
International Business Machines Corp.	7.625%	10/15/18	7,547	7,999
International Business Machines Corp.	1.950%	2/12/19	13,675	13,741
International Business Machines Corp.	1.875%	5/15/19	600	602
International Business Machines Corp.	1.800%	5/17/19	21,360	21,402
International Business Machines Corp.	8.375%	11/1/19	350	397
International Business Machines Corp.	1.900%	1/27/20	6,700	6,701
International Business Machines Corp.	1.625%	5/15/20	2,446	2,433
International Business Machines Corp.	2.250%	2/19/21	7,500	7,526
International Business Machines Corp.	2.900%	11/1/21	175	179
International Business Machines Corp.	2.500%	1/27/22	7,000	7,064
International Business Machines Corp.	1.875%	8/1/22	3,875	3,798
Jabil Inc.	5.625%	12/15/20	2,613	2,831
Juniper Networks Inc.	3.125%	2/26/19	2,890	2,935
Juniper Networks Inc.	3.300%	6/15/20	1,550	1,587
Juniper Networks Inc.	4.600%	3/15/21	1,625	1,728
Keysight Technologies Inc.	3.300%	10/30/19	3,200	3,250
KLA-Tencor Corp.	3.375%	11/1/19	1,675	1,712
KLA-Tencor Corp.	4.125%	11/1/21	3,171	3,337
Lam Research Corp.	2.750%	3/15/20	3,610	3,667
Lam Research Corp.	2.800%	6/15/21	5,785	5,863
Maxim Integrated Products Inc.	2.500%	11/15/18	3,118	3,137
Microsoft Corp.	1.300%	11/3/18	14,513	14,481
Microsoft Corp.	1.625%	12/6/18	16	16
Microsoft Corp.	4.200%	6/1/19	9,475	9,873
Microsoft Corp.	1.100%	8/8/19	19,300	19,116
Microsoft Corp.	1.850%	2/6/20	5,831	5,850
Microsoft Corp.	1.850%	2/12/20	16,717	16,763
Microsoft Corp.	3.000%	10/1/20	6,254	6,483
Microsoft Corp.	2.000%	11/3/20	20,990	21,071
Microsoft Corp.	4.000%	2/8/21	260	277
Microsoft Corp.	1.550%	8/8/21	26,303	25,815

Microsoft Corp.	2.400%	2/6/22	14,303	14,448
Microsoft Corp.	2.375%	2/12/22	13,020	13,128
Motorola Solutions Inc.	3.500%	9/1/21	1,000	1,022
Motorola Solutions Inc.	3.750%	5/15/22	3,715	3,814
NetApp Inc.	2.000%	9/27/19	5,200	5,190
NetApp Inc.	3.375%	6/15/21	1,975	2,023
NVIDIA Corp.	2.200%	9/16/21	8,345	8,290
Oracle Corp.	2.375%	1/15/19	11,926	12,040
Oracle Corp.	5.000%	7/8/19	14,955	15,807
Oracle Corp.	2.250%	10/8/19	21,276	21,525
Oracle Corp.	3.875%	7/15/20	7,125	7,518
Oracle Corp.	2.800%	7/8/21	2,765	2,833
Oracle Corp.	1.900%	9/15/21	35,854	35,551
Oracle Corp.	2.500%	5/15/22	14,360	14,558
Pitney Bowes Inc.	6.250%	3/15/19	2,049	2,151
Pitney Bowes Inc.	3.375%	10/1/21	3,820	3,759
Pitney Bowes Inc.	3.875%	5/15/22	2,800	2,749
QUALCOMM Inc.	1.850%	5/20/19	9,365	9,389
QUALCOMM Inc.	2.100%	5/20/20	12,475	12,542
QUALCOMM Inc.	2.250%	5/20/20	12,072	12,180
QUALCOMM Inc.	3.000%	5/20/22	18,251	18,749
Seagate HDD Cayman	3.750%	11/15/18	5,712	5,812
6 Seagate HDD Cayman	4.250%	3/1/22	5,700	5,671
Tech Data Corp.	3.700%	2/15/22	3,985	4,005
Texas Instruments Inc.	1.650%	8/3/19	3,710	3,699
Texas Instruments Inc.	1.750%	5/1/20	800	796
Texas Instruments Inc.	2.750%	3/12/21	3,700	3,778
Texas Instruments Inc.	1.850%	5/15/22	3,660	3,594
Total System Services Inc.	3.800%	4/1/21	12,995	13,489
Tyco Electronics Group SA	2.350%	8/1/19	3,546	3,557
Tyco Electronics Group SA	4.875%	1/15/21	5,727	6,156
Verisk Analytics Inc.	5.800%	5/1/21	3,215	3,551
Verisk Analytics Inc.	4.125%	9/12/22	2,525	2,655
VMware Inc.	2.300%	8/21/20	11,100	11,131
VMware Inc.	2.950%	8/21/22	10,900	10,947
Xerox Corp.	2.750%	3/15/19	6,000	6,027
Xerox Corp.	5.625%	12/15/19	4,075	4,342
Xerox Corp.	2.800%	5/15/20	2,725	2,726
Xerox Corp.	4.500%	5/15/21	7,600	7,955
Xerox Corp.	4.070%	3/17/22	264	269
Xilinx Inc.	2.125%	3/15/19	3,775	3,785
Xilinx Inc.	3.000%	3/15/21	1,570	1,597
Transportation (0.3%)
Burlington Northern Santa Fe LLC	4.700%	10/1/19	2,089	2,203
Burlington Northern Santa Fe LLC	3.600%	9/1/20	1,175	1,220
Burlington Northern Santa Fe LLC	3.450%	9/15/21	5,150	5,348
Burlington Northern Santa Fe LLC	3.050%	3/15/22	2,750	2,827
Burlington Northern Santa Fe LLC	3.050%	9/1/22	4,475	4,606
Canadian National Railway Co.	5.550%	3/1/19	875	922
Canadian National Railway Co.	2.850%	12/15/21	2,710	2,761
Canadian Pacific Railway Co.	7.250%	5/15/19	6,780	7,349
Canadian Pacific Railway Co.	9.450%	8/1/21	2,700	3,315
5 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	10/19/23	1,860	2,034
5 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	2,262	2,477

5 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	7/12/22	1,420	1,499
CSX Corp.	3.700%	10/30/20	300	312
CSX Corp.	4.250%	6/1/21	3,325	3,523
5 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	2,402	2,768
5 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	1,539	1,681
5 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	1,111	1,144
5 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	873	912
Delta Air Lines Inc.	2.875%	3/13/20	6,830	6,908
Delta Air Lines Inc.	3.625%	3/15/22	9,000	9,220
FedEx Corp.	8.000%	1/15/19	2,212	2,383
FedEx Corp.	2.300%	2/1/20	3,160	3,176
FedEx Corp.	2.625%	8/1/22	2,505	2,528
JB Hunt Transport Services Inc.	2.400%	3/15/19	2,400	2,407
JB Hunt Transport Services Inc.	3.300%	8/15/22	251	257
Norfolk Southern Corp.	5.900%	6/15/19	2,625	2,791
Norfolk Southern Corp.	3.250%	12/1/21	5,173	5,324
Norfolk Southern Corp.	3.000%	4/1/22	6,467	6,600
5 Northwest Airlines 2007-1 Class A Pass
Through Trust	7.027%	5/1/21	920	1,002
Ryder System Inc.	2.450%	11/15/18	7,925	7,968
Ryder System Inc.	2.350%	2/26/19	4,135	4,154
Ryder System Inc.	2.550%	6/1/19	1,100	1,109
Ryder System Inc.	2.450%	9/3/19	3,765	3,791
Ryder System Inc.	2.500%	5/11/20	3,800	3,837
Ryder System Inc.	2.875%	9/1/20	1,800	1,827
Ryder System Inc.	2.250%	9/1/21	1,660	1,642
Southwest Airlines Co.	2.750%	11/6/19	4,600	4,664
Southwest Airlines Co.	2.650%	11/5/20	1,670	1,693
Union Pacific Corp.	2.250%	2/15/19	3,602	3,623
Union Pacific Corp.	1.800%	2/1/20	4,700	4,684
Union Pacific Corp.	2.250%	6/19/20	7,400	7,447
Union Pacific Corp.	4.000%	2/1/21	3,900	4,113
Union Pacific Corp.	4.163%	7/15/22	400	430
United Parcel Service Inc.	5.125%	4/1/19	14,611	15,347
United Parcel Service Inc.	3.125%	1/15/21	5,784	5,983
United Parcel Service Inc.	2.350%	5/16/22	6,100	6,117
				7,561,241
Utilities (1.2%)
Electric (1.1%)
Alabama Power Co.	2.450%	3/30/22	4,650	4,653
Ameren Corp.	2.700%	11/15/20	6,750	6,826
Appalachian Power Co.	4.600%	3/30/21	2,842	3,040
Arizona Public Service Co.	8.750%	3/1/19	3,010	3,290
Baltimore Gas & Electric Co.	3.500%	11/15/21	2,150	2,237
Berkshire Hathaway Energy Co.	2.000%	11/15/18	2,150	2,154
Berkshire Hathaway Energy Co.	2.400%	2/1/20	5,180	5,221
CenterPoint Energy Houston Electric LLC	1.850%	6/1/21	2,240	2,203
CenterPoint Energy Inc.	2.500%	9/1/22	1,250	1,247
Cleveland Electric Illuminating Co.	8.875%	11/15/18	900	967
CMS Energy Corp.	8.750%	6/15/19	5,505	6,109
CMS Energy Corp.	6.250%	2/1/20	1,200	1,309
CMS Energy Corp.	5.050%	3/15/22	2,575	2,826

Commonwealth Edison Co.	2.150%	1/15/19	4,375	4,395
Commonwealth Edison Co.	4.000%	8/1/20	3,651	3,825
Commonwealth Edison Co.	3.400%	9/1/21	3,000	3,111
Consolidated Edison Co. of New York Inc.	7.125%	12/1/18	2,100	2,225
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	3,550	3,793
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	851	906
Consolidated Edison Inc.	2.000%	3/15/20	4,145	4,144
Consolidated Edison Inc.	2.000%	5/15/21	4,930	4,876
Constellation Energy Group Inc.	5.150%	12/1/20	3,035	3,269
Consumers Energy Co.	6.125%	3/15/19	2,750	2,917
Consumers Energy Co.	6.700%	9/15/19	400	436
Consumers Energy Co.	2.850%	5/15/22	1,250	1,274
Dominion Energy Inc.	1.875%	1/15/19	2,810	2,807
Dominion Energy Inc.	2.962%	7/1/19	7,200	7,304
Dominion Energy Inc.	1.600%	8/15/19	1,000	992
Dominion Energy Inc.	5.200%	8/15/19	1,650	1,744
Dominion Energy Inc.	2.500%	12/1/19	8,200	8,265
Dominion Energy Inc.	2.579%	7/1/20	4,500	4,532
Dominion Energy Inc.	4.450%	3/15/21	6,539	6,970
Dominion Energy Inc.	2.000%	8/15/21	300	295
Dominion Energy Inc.	2.750%	1/15/22	2,700	2,717
Dominion Energy Inc.	2.750%	9/15/22	5,073	5,067
DTE Electric Co.	3.450%	10/1/20	2,155	2,233
DTE Energy Co.	1.500%	10/1/19	4,330	4,273
DTE Energy Co.	2.400%	12/1/19	3,150	3,163
DTE Energy Co.	3.300%	6/15/22	2,060	2,105
Duke Energy Carolinas LLC	7.000%	11/15/18	2,065	2,182
Duke Energy Carolinas LLC	4.300%	6/15/20	3,300	3,498
Duke Energy Carolinas LLC	3.900%	6/15/21	2,600	2,748
Duke Energy Corp.	5.050%	9/15/19	3,250	3,440
Duke Energy Corp.	1.800%	9/1/21	5,080	4,971
Duke Energy Corp.	3.550%	9/15/21	4,450	4,629
Duke Energy Corp.	2.400%	8/15/22	2,700	2,681
Duke Energy Corp.	3.050%	8/15/22	4,172	4,254
Duke Energy Florida LLC	3.100%	8/15/21	2,000	2,061
Duke Energy Indiana LLC	3.750%	7/15/20	3,989	4,165
Duke Energy Ohio Inc.	5.450%	4/1/19	3,493	3,674
Duke Energy Progress Llc	5.300%	1/15/19	5,505	5,745
Duke Energy Progress Llc	3.000%	9/15/21	2,250	2,315
Duke Energy Progress Llc	2.800%	5/15/22	4,821	4,933
Edison International	2.125%	4/15/20	2,900	2,901
Edison International	2.400%	9/15/22	1,500	1,488
Emera US Finance LP	2.150%	6/15/19	4,265	4,263
Emera US Finance LP	2.700%	6/15/21	7,350	7,359
Entergy Arkansas Inc.	3.750%	2/15/21	2,500	2,605
Entergy Corp.	5.125%	9/15/20	3,275	3,501
Entergy Corp.	4.000%	7/15/22	4,705	4,979
Entergy Gulf States Louisiana LLC	3.950%	10/1/20	500	520
Entergy Texas Inc.	7.125%	2/1/19	4,435	4,721
Eversource Energy	4.500%	11/15/19	2,425	2,542
Eversource Energy	2.750%	3/15/22	185	187
Exelon Corp.	2.850%	6/15/20	6,436	6,559
Exelon Corp.	2.450%	4/15/21	3,485	3,483
Exelon Corp.	3.497%	6/1/22	2,625	2,700
Exelon Generation Co. LLC	5.200%	10/1/19	5,175	5,481
Exelon Generation Co. LLC	2.950%	1/15/20	8,335	8,480
Exelon Generation Co. LLC	4.000%	10/1/20	4,200	4,389

Exelon Generation Co. LLC	3.400%	3/15/22	4,350	4,468
Exelon Generation Co. LLC	4.250%	6/15/22	3,750	4,005
FirstEnergy Corp.	2.850%	7/15/22	4,150	4,149
Fortis Inc.	2.100%	10/4/21	7,793	7,639
Georgia Power Co.	1.950%	12/1/18	8,785	8,799
Georgia Power Co.	2.000%	3/30/20	1,900	1,900
Georgia Power Co.	2.000%	9/8/20	3,850	3,833
Georgia Power Co.	2.400%	4/1/21	6,200	6,207
Georgia Power Co.	2.850%	5/15/22	1,000	1,014
Great Plains Energy Inc.	4.850%	6/1/21	3,200	3,410
Indiana Michigan Power Co.	7.000%	3/15/19	3,546	3,792
Jersey Central Power & Light Co.	7.350%	2/1/19	75	80
Kansas City Power & Light Co.	7.150%	4/1/19	4,200	4,517
LG&E & KU Energy LLC	3.750%	11/15/20	6,270	6,513
LG&E & KU Energy LLC	4.375%	10/1/21	25	26
Metropolitan Edison Co.	7.700%	1/15/19	2,423	2,585
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	759	826
National Rural Utilities Cooperative Finance
Corp.	2.150%	2/1/19	6,975	7,008
National Rural Utilities Cooperative Finance
Corp.	1.650%	2/8/19	1,415	1,413
National Rural Utilities Cooperative Finance
Corp.	1.500%	11/1/19	3,400	3,375
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	600	606
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	7,524	7,539
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/1/20	2,685	2,703
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	4,360	4,469
National Rural Utilities Cooperative Finance
Corp.	2.400%	4/25/22	3,900	3,924
Nevada Power Co.	7.125%	3/15/19	3,245	3,482
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	3,850	4,061
NextEra Energy Capital Holdings Inc.	2.300%	4/1/19	6,060	6,086
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	3,280	3,302
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	4,850	4,906
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	3,525	3,760
Northern States Power Co.	2.200%	8/15/20	2,770	2,784
NorthWestern Corp.	6.340%	4/1/19	2,000	2,124
Ohio Power Co.	5.375%	10/1/21	575	638
Oncor Electric Delivery Co. LLC	2.150%	6/1/19	4,635	4,638
Oncor Electric Delivery Co. LLC	4.100%	6/1/22	1,025	1,092
Pacific Gas & Electric Co.	8.250%	10/15/18	2,625	2,791
Pacific Gas & Electric Co.	3.500%	10/1/20	7,010	7,285
Pacific Gas & Electric Co.	4.250%	5/15/21	2,940	3,120
Pacific Gas & Electric Co.	2.450%	8/15/22	1,825	1,823
PacifiCorp	5.500%	1/15/19	5,765	6,029
PacifiCorp	3.850%	6/15/21	2,710	2,851
PacifiCorp	2.950%	2/1/22	4,632	4,733
PECO Energy Co.	1.700%	9/15/21	2,145	2,095
Pennsylvania Electric Co.	5.200%	4/1/20	1,550	1,645
PG&E Corp.	2.400%	3/1/19	5,577	5,596
Portland General Electric Co.	6.100%	4/15/19	2,355	2,494
PPL Capital Funding Inc.	4.200%	6/15/22	25	27

Progress Energy Inc.	7.050%	3/15/19	2,900	3,106
Progress Energy Inc.	4.875%	12/1/19	2,736	2,889
Progress Energy Inc.	4.400%	1/15/21	4,472	4,724
Progress Energy Inc.	3.150%	4/1/22	3,000	3,056
PSEG Power LLC	5.125%	4/15/20	3,037	3,247
PSEG Power LLC	3.000%	6/15/21	2,000	2,036
Public Service Co. of Colorado	5.125%	6/1/19	2,925	3,077
Public Service Co. of Colorado	3.200%	11/15/20	2,300	2,369
Public Service Co. of Oklahoma	5.150%	12/1/19	1,725	1,823
Public Service Electric & Gas Co.	1.900%	3/15/21	2,931	2,896
Public Service Enterprise Group Inc.	1.600%	11/15/19	4,300	4,254
Puget Energy Inc.	6.500%	12/15/20	4,100	4,590
Puget Energy Inc.	6.000%	9/1/21	3,500	3,904
Puget Energy Inc.	5.625%	7/15/22	3,250	3,609
San Diego Gas & Electric Co.	3.000%	8/15/21	2,597	2,663
SCANA Corp.	4.750%	5/15/21	3,200	3,357
South Carolina Electric & Gas Co.	6.500%	11/1/18	813	851
Southern California Edison Co.	3.875%	6/1/21	3,750	3,954
5 Southern California Edison Co.	1.845%	2/1/22	2,639	2,608
Southern California Edison Co.	2.400%	2/1/22	1,000	1,002
Southern Co.	1.850%	7/1/19	5,790	5,779
Southern Co.	2.150%	9/1/19	3,675	3,682
Southern Co.	2.750%	6/15/20	5,680	5,766
Southern Co.	2.350%	7/1/21	8,903	8,850
5 Southern Co.	5.500%	3/15/57	2,250	2,374
Southern Power Co.	1.950%	12/15/19	4,400	4,387
Southern Power Co.	2.375%	6/1/20	2,000	2,004
Southern Power Co.	2.500%	12/15/21	3,500	3,478
Southwestern Electric Power Co.	6.450%	1/15/19	3,062	3,231
Tampa Electric Co.	5.400%	5/15/21	1,900	2,091
TECO Finance Inc.	5.150%	3/15/20	4,325	4,607
Union Electric Co.	6.700%	2/1/19	2,025	2,151
Virginia Electric & Power Co.	2.950%	1/15/22	5,445	5,549
WEC Energy Group Inc.	2.450%	6/15/20	2,618	2,634
Wisconsin Electric Power Co.	2.950%	9/15/21	1,075	1,100
Wisconsin Public Service Corp.	1.650%	12/4/18	6,850	6,845
Xcel Energy Inc.	4.700%	5/15/20	5,335	5,623
Xcel Energy Inc.	2.400%	3/15/21	8,050	8,067
Xcel Energy Inc.	2.600%	3/15/22	2,200	2,210
Natural Gas (0.1%)
Atmos Energy Corp.	8.500%	3/15/19	108	118
CenterPoint Energy Resources Corp.	4.500%	1/15/21	3,200	3,367
NiSource Finance Corp.	6.800%	1/15/19	342	362
NiSource Finance Corp.	5.450%	9/15/20	1,100	1,196
ONE Gas Inc.	2.070%	2/1/19	4,601	4,604
Sempra Energy	9.800%	2/15/19	3,586	3,960
Sempra Energy	1.625%	10/7/19	7,775	7,711
Sempra Energy	2.400%	3/15/20	3,118	3,131
Sempra Energy	2.850%	11/15/20	3,800	3,853
Southern Co. Gas Capital Corp.	5.250%	8/15/19	225	238
Southern Co. Gas Capital Corp.	3.500%	9/15/21	2,125	2,177
				590,496
Total Corporate Bonds (Cost $13,649,469)				13,711,429
Sovereign Bonds (7.8%)
African Development Bank	1.625%	10/2/18	10,300	10,312

African Development Bank	1.000%	11/2/18	4,250	4,223
African Development Bank	1.375%	12/17/18	2,000	1,995
African Development Bank	1.125%	3/4/19	5,865	5,828
African Development Bank	1.000%	5/15/19	2,200	2,178
African Development Bank	1.375%	2/12/20	4,650	4,614
African Development Bank	1.875%	3/16/20	15,793	15,848
African Development Bank	1.250%	7/26/21	13,610	13,264
African Development Bank	2.375%	9/23/21	8,250	8,382
Agricultural Bank of China Ltd.	2.750%	5/21/20	2,100	2,107
Asian Development Bank	0.875%	10/5/18	500	497
Asian Development Bank	1.875%	10/23/18	4,260	4,275
Asian Development Bank	1.375%	1/15/19	18,875	18,827
Asian Development Bank	1.750%	3/21/19	13,200	13,231
Asian Development Bank	1.875%	4/12/19	7,725	7,753
Asian Development Bank	1.000%	8/16/19	6,340	6,268
Asian Development Bank	1.750%	1/10/20	16,250	16,268
Asian Development Bank	1.500%	1/22/20	16,770	16,706
Asian Development Bank	1.375%	3/23/20	11,500	11,413
Asian Development Bank	1.625%	5/5/20	31,795	31,711
Asian Development Bank	1.625%	8/26/20	13,220	13,151
Asian Development Bank	1.625%	3/16/21	22,600	22,398
Asian Development Bank	1.750%	6/8/21	22,575	22,452
Asian Development Bank	2.125%	11/24/21	7,300	7,343
Asian Development Bank	2.000%	2/16/22	21,200	21,187
Asian Development Bank	1.875%	2/18/22	23,250	23,095
Asian Development Bank	1.875%	8/10/22	19,765	19,584
Asian Development Bank	1.750%	9/13/22	24,500	24,106
Canada	1.625%	2/27/19	26,570	26,500
CNOOC Finance 2015 Australia Pty Ltd.	2.625%	5/5/20	7,625	7,660
Corp. Andina de Fomento	2.000%	5/10/19	5,250	5,249
Corp. Andina de Fomento	8.125%	6/4/19	9,855	10,814
Corp. Andina de Fomento	2.200%	7/18/20	7,700	7,708
Corp. Andina de Fomento	4.375%	6/15/22	20,595	22,207
Council Of Europe Development Bank	1.000%	2/4/19	190	188
Council Of Europe Development Bank	1.500%	5/17/19	15,100	15,079
Council Of Europe Development Bank	1.750%	11/14/19	3,020	3,023
Council Of Europe Development Bank	1.625%	3/10/20	10,640	10,611
Council Of Europe Development Bank	1.625%	3/16/21	5,600	5,542
Ecopetrol SA	7.625%	7/23/19	10,180	11,169
European Bank for Reconstruction &
Development	1.625%	11/15/18	10,255	10,267
European Bank for Reconstruction &
Development	1.750%	6/14/19	8,475	8,495
European Bank for Reconstruction &
Development	0.875%	7/22/19	17,800	17,554
European Bank for Reconstruction &
Development	1.750%	11/26/19	8,500	8,509
European Bank for Reconstruction &
Development	1.500%	3/16/20	7,650	7,610
European Bank for Reconstruction &
Development	1.125%	8/24/20	80	78
European Bank for Reconstruction &
Development	2.000%	2/1/21	22,942	22,990
European Bank for Reconstruction &
Development	1.875%	7/15/21	14,300	14,251
European Bank for Reconstruction &
Development	1.500%	11/2/21	9,750	9,551

European Bank for Reconstruction &
Development	1.875%	2/23/22	8,775	8,706
European Investment Bank	1.625%	12/18/18	13,775	13,791
European Investment Bank	1.875%	3/15/19	44,270	44,433
European Investment Bank	1.250%	5/15/19	15,920	15,822
European Investment Bank	1.750%	6/17/19	47,905	48,019
European Investment Bank	1.125%	8/15/19	54,500	54,019
European Investment Bank	1.250%	12/16/19	25,500	25,275
European Investment Bank	1.625%	3/16/20	12,900	12,865
European Investment Bank	1.750%	5/15/20	10,500	10,497
European Investment Bank	1.375%	6/15/20	24,400	24,153
European Investment Bank	1.625%	8/14/20	6,400	6,367
European Investment Bank	2.875%	9/15/20	4,000	4,120
European Investment Bank	1.625%	12/15/20	23,365	23,185
European Investment Bank	4.000%	2/16/21	13,770	14,712
European Investment Bank	2.000%	3/15/21	33,400	33,517
European Investment Bank	2.500%	4/15/21	25,925	26,432
European Investment Bank	1.625%	6/15/21	42,000	41,567
European Investment Bank	1.375%	9/15/21	16,625	16,242
European Investment Bank	2.125%	10/15/21	22,240	22,343
European Investment Bank	2.250%	3/15/22	25,700	25,913
European Investment Bank	2.375%	6/15/22	45,050	45,653
European Investment Bank	2.250%	8/15/22	26,545	26,698
Export Development Canada	1.500%	10/3/18	3,800	3,791
Export Development Canada	1.000%	11/1/18	6,400	6,360
Export Development Canada	1.250%	2/4/19	7,550	7,520
6 Export Development Canada	1.500%	4/4/19	1,300	1,297
7 Export Development Canada	1.750%	8/19/19	6,800	6,817
Export Development Canada	1.000%	9/13/19	750	741
7 Export Development Canada	1.625%	12/3/19	12,450	12,434
Export Development Canada	1.625%	1/17/20	2,940	2,934
Export Development Canada	1.625%	6/1/20	3,000	2,991
Export Development Canada	1.500%	5/26/21	18,550	18,261
Export Development Canada	1.375%	10/21/21	14,700	14,336
Export-Import Bank of Korea	1.750%	2/27/18	3,250	3,247
Export-Import Bank of Korea	1.750%	5/26/19	2,750	2,729
Export-Import Bank of Korea	2.375%	8/12/19	3,900	3,903
Export-Import Bank of Korea	1.500%	10/21/19	10,400	10,225
Export-Import Bank of Korea	2.250%	1/21/20	750	746
Export-Import Bank of Korea	5.125%	6/29/20	7,400	7,891
Export-Import Bank of Korea	2.625%	12/30/20	6,250	6,241
Export-Import Bank of Korea	4.000%	1/29/21	12,484	12,966
Export-Import Bank of Korea	2.125%	2/11/21	5,300	5,200
Export-Import Bank of Korea	2.500%	5/10/21	4,000	3,959
Export-Import Bank of Korea	4.375%	9/15/21	9,300	9,828
Export-Import Bank of Korea	1.875%	10/21/21	8,000	7,705
Export-Import Bank of Korea	5.000%	4/11/22	6,850	7,460
FMS Wertmanagement AoeR	1.625%	11/20/18	15,200	15,200
FMS Wertmanagement AoeR	1.000%	8/16/19	22,000	21,727
8 FMS Wertmanagement AoeR	1.750%	1/24/20	15,000	15,017
FMS Wertmanagement AoeR	1.750%	3/17/20	8,500	8,500
FMS Wertmanagement AoeR	1.375%	6/8/21	1,800	1,764
FMS Wertmanagement AoeR	2.000%	8/1/22	14,060	14,006
Hydro-Quebec	9.400%	2/1/21	2,025	2,445
Hydro-Quebec	8.400%	1/15/22	4,825	5,866
Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	8,900	8,905
Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	6,500	6,585

Industrial & Commercial Bank of China Ltd.	2.635%	5/26/21	5,000	4,960
Inter-American Development Bank	1.000%	5/13/19	16,250	16,107
Inter-American Development Bank	1.125%	9/12/19	6,600	6,533
Inter-American Development Bank	3.875%	9/17/19	17,602	18,349
Inter-American Development Bank	1.750%	10/15/19	18,250	18,294
Inter-American Development Bank	3.875%	2/14/20	7,685	8,067
Inter-American Development Bank	1.625%	5/12/20	41,600	41,489
Inter-American Development Bank	1.875%	6/16/20	34,220	34,341
Inter-American Development Bank	2.125%	11/9/20	12,900	13,024
Inter-American Development Bank	1.875%	3/15/21	24,256	24,248
Inter-American Development Bank	2.125%	1/18/22	37,000	37,167
Inter-American Development Bank	1.750%	4/14/22	25,335	25,003
Inter-American Development Bank	1.750%	9/14/22	18,400	18,087
International Bank for Reconstruction &
Development	1.000%	10/5/18	23,150	23,033
International Bank for Reconstruction &
Development	1.875%	3/15/19	31,000	31,150
International Bank for Reconstruction &
Development	1.250%	7/26/19	31,300	31,101
International Bank for Reconstruction &
Development	0.875%	8/15/19	44,000	43,387
International Bank for Reconstruction &
Development	1.875%	10/7/19	27,925	28,060
International Bank for Reconstruction &
Development	1.125%	11/27/19	28,725	28,396
International Bank for Reconstruction &
Development	1.375%	3/30/20	18,000	17,862
International Bank for Reconstruction &
Development	1.875%	4/21/20	73,720	73,988
International Bank for Reconstruction &
Development	1.125%	8/10/20	1,000	982
International Bank for Reconstruction &
Development	1.625%	9/4/20	17,000	16,931
International Bank for Reconstruction &
Development	2.125%	11/1/20	16,500	16,658
International Bank for Reconstruction &
Development	1.625%	3/9/21	16,075	15,948
International Bank for Reconstruction &
Development	1.375%	5/24/21	23,000	22,590
International Bank for Reconstruction &
Development	2.250%	6/24/21	22,970	23,246
International Bank for Reconstruction &
Development	1.375%	9/20/21	31,600	30,918
International Bank for Reconstruction &
Development	2.000%	1/26/22	32,030	32,011
International Bank for Reconstruction &
Development	1.625%	2/10/22	35,900	35,307
International Finance Corp.	1.750%	9/16/19	14,425	14,453
International Finance Corp.	1.750%	3/30/20	23,685	23,679
International Finance Corp.	1.625%	7/16/20	18,475	18,413
International Finance Corp.	1.125%	7/20/21	2,000	1,940
9 Japan Bank for International Cooperation	1.750%	11/13/18	12,500	12,484
9 Japan Bank for International Cooperation	2.125%	2/7/19	8,050	8,070
9 Japan Bank for International Cooperation	1.750%	5/29/19	11,950	11,906
9 Japan Bank for International Cooperation	2.250%	2/24/20	9,000	9,033
9 Japan Bank for International Cooperation	1.750%	5/28/20	19,250	19,082
9 Japan Bank for International Cooperation	2.125%	6/1/20	12,000	11,998

9	Japan Bank for International Cooperation	2.125%	7/21/20	2,100	2,103
9	Japan Bank for International Cooperation	1.875%	4/20/21	4,750	4,690
9	Japan Bank for International Cooperation	1.500%	7/21/21	15,700	15,288
9	Japan Bank for International Cooperation	2.000%	11/4/21	14,875	14,705
9	Japan Bank for International Cooperation	2.500%	6/1/22	10,825	10,918
9	Japan Bank for International Cooperation	2.375%	7/21/22	8,100	8,118
9	Japan Finance Organization for Municipalities	4.000%	1/13/21	5,200	5,453
8	KFW	1.125%	11/16/18	18,790	18,696
8	KFW	1.375%	12/14/18	7,125	7,107
8	KFW	1.500%	2/6/19	37,075	37,027
8	KFW	1.875%	4/1/19	19,020	19,092
8	KFW	4.875%	6/17/19	25,885	27,275
8	KFW	1.000%	7/15/19	34,550	34,159
8	KFW	1.250%	9/30/19	8,500	8,435
8	KFW	1.750%	10/15/19	11,500	11,514
8	KFW	4.000%	1/27/20	23,475	24,707
8	KFW	1.750%	3/31/20	8,850	8,860
8	KFW	1.500%	4/20/20	48,350	48,050
8	KFW	1.625%	5/29/20	31,005	30,889
8	KFW	1.875%	6/30/20	29,450	29,556
8	KFW	2.750%	9/8/20	25,475	26,170
8	KFW	2.750%	10/1/20	12,650	12,997
8	KFW	1.875%	11/30/20	1,625	1,627
8	KFW	1.625%	3/15/21	23,650	23,438
8	KFW	1.500%	6/15/21	40,600	39,987
8	KFW	2.375%	8/25/21	18,000	18,289
8	KFW	2.000%	11/30/21	48,000	48,048
8	KFW	2.625%	1/25/22	34,780	35,638
8	KFW	2.125%	3/7/22	35,725	35,786
8	KFW	2.125%	6/15/22	46,100	46,203
	Korea Development Bank	3.000%	3/17/19	9,750	9,856
	Korea Development Bank	2.500%	1/13/21	9,500	9,416
	Korea Development Bank	4.625%	11/16/21	5,850	6,245
	Korea Development Bank	2.625%	2/27/22	11,600	11,491
8	Kreditanstalt fuer Wiederaufbau	1.500%	9/9/19	28,200	28,132
8	Kreditanstalt fuer Wiederaufbau	1.750%	9/15/21	20,000	19,845
8	Landwirtschaftliche Rentenbank	1.750%	4/15/19	6,400	6,413
8	Landwirtschaftliche Rentenbank	1.375%	10/23/19	5,400	5,363
8	Landwirtschaftliche Rentenbank	2.250%	10/1/21	4,650	4,694
8	Landwirtschaftliche Rentenbank	2.000%	12/6/21	11,675	11,654
	Nexen Energy ULC	6.200%	7/30/19	3,510	3,727
	Nordic Investment Bank	1.875%	6/14/19	3,900	3,919
	Nordic Investment Bank	1.500%	8/9/19	12,000	11,968
	Nordic Investment Bank	1.500%	9/29/20	8,000	7,928
	Nordic Investment Bank	1.625%	11/20/20	5,400	5,375
	Nordic Investment Bank	1.250%	8/2/21	6,600	6,432
	Nordic Investment Bank	2.125%	2/1/22	8,200	8,227
	North American Development Bank	2.300%	10/10/18	2,700	2,710
	North American Development Bank	4.375%	2/11/20	675	708
10	Oesterreichische Kontrollbank AG	1.625%	3/12/19	6,500	6,497
10	Oesterreichische Kontrollbank AG	1.125%	4/26/19	18,300	18,131
10	Oesterreichische Kontrollbank AG	1.750%	1/24/20	10,500	10,491
10	Oesterreichische Kontrollbank AG	1.375%	2/10/20	9,060	8,972
10	Oesterreichische Kontrollbank AG	1.500%	10/21/20	5,235	5,170
10	Oesterreichische Kontrollbank AG	1.875%	1/20/21	10,300	10,271
	Petroleos Mexicanos	5.500%	2/4/19	16,100	16,737
	Petroleos Mexicanos	8.000%	5/3/19	3,387	3,681

Petroleos Mexicanos	6.000%	3/5/20	5,550	5,960
Petroleos Mexicanos	3.500%	7/23/20	11,200	11,436
Petroleos Mexicanos	5.500%	1/21/21	14,810	15,813
Petroleos Mexicanos	6.375%	2/4/21	23,350	25,480
Petroleos Mexicanos	4.875%	1/24/22	13,575	14,169
6 Petroleos Mexicanos	5.375%	3/13/22	7,330	7,815
Province of Alberta	1.900%	12/6/19	21,175	21,102
Province of Alberta	2.200%	7/26/22	12,000	11,919
Province of Manitoba	1.750%	5/30/19	5,725	5,707
Province of Manitoba	9.250%	4/1/20	1,500	1,746
Province of Manitoba	2.050%	11/30/20	9,700	9,668
Province of Manitoba	2.100%	9/6/22	475	469
Province of Ontario	1.625%	1/18/19	34,640	34,477
Province of Ontario	2.000%	1/30/19	19,085	19,081
Province of Ontario	1.250%	6/17/19	13,250	13,078
Province of Ontario	1.650%	9/27/19	16,825	16,686
Province of Ontario	4.000%	10/7/19	11,850	12,292
Province of Ontario	4.400%	4/14/20	2,675	2,819
Province of Ontario	1.875%	5/21/20	8,075	8,010
Province of Ontario	2.500%	9/10/21	13,500	13,647
Province of Ontario	2.400%	2/8/22	9,000	9,022
Province of Ontario	2.250%	5/18/22	32,000	31,938
Province of Ontario	2.450%	6/29/22	12,150	12,202
Province of Quebec	3.500%	7/29/20	3,963	4,092
Province of Quebec	2.750%	8/25/21	22,125	22,416
Province of Quebec	2.375%	1/31/22	15,000	14,959
Republic of Chile	3.875%	8/5/20	8,623	9,078
Republic of Chile	3.250%	9/14/21	6,200	6,458
Republic of Colombia	7.375%	3/18/19	8,435	9,098
Republic of Colombia	11.750%	2/25/20	4,095	5,012
Republic of Colombia	4.375%	7/12/21	21,917	23,287
Republic of Hungary	4.000%	3/25/19	2,794	2,878
Republic of Hungary	6.250%	1/29/20	19,989	21,787
Republic of Hungary	6.375%	3/29/21	33,545	37,822
Republic of Korea	7.125%	4/16/19	15,350	16,501
Republic of Panama	5.200%	1/30/20	19,115	20,510
Republic of Peru	7.125%	3/30/19	1,070	1,155
Republic of Poland	6.375%	7/15/19	31,438	33,952
Republic of Poland	5.125%	4/21/21	11,965	13,117
Republic of Poland	5.000%	3/23/22	28,651	31,695
Republic of the Philippines	9.875%	1/15/19	6,650	7,348
Republic of the Philippines	8.375%	6/17/19	13,575	15,068
Republic of the Philippines	4.000%	1/15/21	2,550	2,706
State of Israel	5.125%	3/26/19	13,605	14,249
State of Israel	4.000%	6/30/22	11,475	12,291
Statoil ASA	1.950%	11/8/18	2,525	2,529
Statoil ASA	5.250%	4/15/19	10,660	11,192
Statoil ASA	2.250%	11/8/19	9,747	9,819
Statoil ASA	2.900%	11/8/20	6,775	6,926
Statoil ASA	2.750%	11/10/21	3,000	3,051
Statoil ASA	3.150%	1/23/22	13,345	13,738
Svensk Exportkredit AB	1.250%	4/12/19	15,500	15,403
Svensk Exportkredit AB	1.875%	6/17/19	13,100	13,132
Svensk Exportkredit AB	1.125%	8/28/19	7,700	7,614
Svensk Exportkredit AB	1.750%	5/18/20	12,170	12,154
Svensk Exportkredit AB	1.875%	6/23/20	10,250	10,262
Svensk Exportkredit AB	1.750%	3/10/21	8,500	8,448

	Svensk Exportkredit AB	2.375%	3/9/22	750	757
	Svensk Exportkredit AB	2.000%	8/30/22	7,900	7,833
	United Mexican States	5.125%	1/15/20	11,346	12,254
	United Mexican States	3.500%	1/21/21	15,234	15,973
	United Mexican States	3.625%	3/15/22	21,575	22,633
Total Sovereign Bonds (Cost $3,955,314)					3,948,903
Taxable Municipal Bonds (0.1%)
	California GO	6.200%	3/1/19	500	530
	California GO	6.200%	10/1/19	3,725	4,046
	California GO	5.700%	11/1/21	5,330	6,014
	California GO	2.367%	4/1/22	1,000	1,008
	Dartmouth College New Hampshire GO	4.750%	6/1/19	544	570
	Emory University Georgia GO	5.625%	9/1/19	1,605	1,696
	Energy Northwest Washington Electric
	Revenue (Columbia Generating Station)	2.197%	7/1/19	1,650	1,657
	Florida Board of Administration Finance Corp
	Revenue	2.163%	7/1/19	7,000	7,024
	Florida Board of Administration Finance Corp
	Revenue	2.638%	7/1/21	4,500	4,518
	Florida Hurricane Catastrophe Fund Finance
	Corp. Revenue	2.995%	7/1/20	8,995	9,168
	Illinois GO	5.877%	3/1/19	3,980	4,130
	Massachusetts GO	4.200%	12/1/21	2,500	2,643
11	New Jersey Economic Development Authority
	Lease Revenue	0.000%	2/15/22	5,000	4,373
11	New Jersey Economic Development Authority
	Revenue	0.000%	2/15/20	1,350	1,275
	New York State Urban Development Corp.
	Revenue	2.100%	3/15/22	1,545	1,541
	Princeton University New Jersey GO	4.950%	3/1/19	5,720	5,960
	Stanford University California GO	4.750%	5/1/19	1,150	1,204
	University of California Revenue	1.796%	7/1/19	5,220	5,224
Total Taxable Municipal Bonds (Cost $62,460)					62,581
				Shares
Temporary Cash Investment (0.9%)
Money Market Fund (0.9%)
12	Vanguard Market Liquidity Fund
	(Cost $430,987)	1.223%		4,309,043	430,990
Total Investments (100.4%) (Cost $50,924,188)					50,797,280
Other Assets and Liabilities-Net (-0.4%)					(178,157)
Net Assets (100%)					50,619,123

1 Securities with a value of $444,000 have been segregated as initial margin for open futures contracts.
2 U.S. government-guaranteed.
3 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
6 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2017, the
aggregate value of these securities was $214,596,000, representing 0.4% of net assets.
7 Guaranteed by the Government of Canada.

8 Guaranteed by the Federal Republic of Germany.
9 Guaranteed by the Government of Japan.
10 Guaranteed by the Republic of Austria.
11 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
12 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.

Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
			($000)
			Value and
		Number of	Unrealized
		Long (Short)	Notional	Appreciation
	Expiration	Contracts	Amount	(Depreciation)
Long Futures Contracts
5-Year U.S. Treasury Note	December 2017	100	11,750	(46)

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

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 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. 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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

Short-Term Bond Index Fund
	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	32,643,377	—
Corporate Bonds	—	13,711,429	—
Sovereign Bonds	—	3,948,903	—
Taxable Municipal Bonds	—	62,581	—
Temporary Cash Investments	430,990	—	—
Futures Contracts—Liabilities1	(16)	—	—
Total	430,974	50,366,290	—
1 Represents variation margin on the last day of the reporting period.

C. Futures Contracts: The fund uses 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. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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

D. At September 30, 2017, the cost of investment securities for tax purposes was $50,924,188,000. Net unrealized depreciation of investment securities for tax purposes was $126,908,000, consisting of unrealized gains of $103,464,000 on securities that had risen in value since their purchase and $230,372,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (52.1%)
U.S. Government Securities (51.2%)
United States Treasury Note/Bond	3.625%	2/15/21	18,115	19,258
United States Treasury Note/Bond	1.625%	11/15/22	293,185	288,512
United States Treasury Note/Bond	2.000%	11/30/22	555,540	556,407
United States Treasury Note/Bond	2.125%	12/31/22	164,871	166,005
United States Treasury Note/Bond	1.750%	1/31/23	236,440	233,484
United States Treasury Note/Bond	2.000%	2/15/23	207,020	207,053
United States Treasury Note/Bond	7.125%	2/15/23	35,000	44,144
United States Treasury Note/Bond	1.500%	2/28/23	155,120	151,096
United States Treasury Note/Bond	1.500%	3/31/23	281,205	273,646
United States Treasury Note/Bond	1.625%	4/30/23	69,135	67,687
United States Treasury Note/Bond	1.750%	5/15/23	881,020	867,805
United States Treasury Note/Bond	1.625%	5/31/23	262,300	256,561
United States Treasury Note/Bond	1.375%	6/30/23	145,120	139,859
United States Treasury Note/Bond	1.250%	7/31/23	403,850	386,182
United States Treasury Note/Bond	2.500%	8/15/23	740,860	759,500
United States Treasury Note/Bond	6.250%	8/15/23	76,500	94,286
United States Treasury Note/Bond	1.375%	8/31/23	390,125	375,191
United States Treasury Note/Bond	1.375%	9/30/23	202,400	194,525
United States Treasury Note/Bond	1.625%	10/31/23	28,105	27,394
United States Treasury Note/Bond	2.750%	11/15/23	694,667	721,801
United States Treasury Note/Bond	2.125%	11/30/23	358,340	359,347
United States Treasury Note/Bond	2.250%	12/31/23	114,925	115,966
United States Treasury Note/Bond	2.250%	1/31/24	124,195	125,243
United States Treasury Note/Bond	2.750%	2/15/24	332,773	345,458
United States Treasury Note/Bond	2.125%	2/29/24	690,485	690,699
United States Treasury Note/Bond	2.125%	3/31/24	310,775	310,679
United States Treasury Note/Bond	2.000%	4/30/24	127,010	125,979
United States Treasury Note/Bond	2.500%	5/15/24	678,624	693,784
United States Treasury Note/Bond	2.000%	5/31/24	350,350	347,284
United States Treasury Note/Bond	2.000%	6/30/24	332,240	329,124
United States Treasury Note/Bond	2.125%	7/31/24	187,650	187,269
United States Treasury Note/Bond	2.375%	8/15/24	454,906	461,088
United States Treasury Note/Bond	1.875%	8/31/24	319,070	313,237
United States Treasury Note/Bond	2.125%	9/30/24	188,025	187,497
United States Treasury Note/Bond	2.250%	11/15/24	414,024	415,900
United States Treasury Note/Bond	2.000%	2/15/25	458,951	452,498
United States Treasury Note/Bond	2.125%	5/15/25	591,160	587,093
United States Treasury Note/Bond	2.000%	8/15/25	594,527	584,027
United States Treasury Note/Bond	2.250%	11/15/25	538,247	537,994
United States Treasury Note/Bond	1.625%	2/15/26	653,299	620,837
United States Treasury Note/Bond	1.625%	5/15/26	679,848	644,476
United States Treasury Note/Bond	1.500%	8/15/26	595,211	556,987
United States Treasury Note/Bond	2.000%	11/15/26	615,297	599,336
United States Treasury Note/Bond	2.250%	2/15/27	629,090	624,963
United States Treasury Note/Bond	2.375%	5/15/27	658,972	661,443
United States Treasury Note/Bond	2.250%	8/15/27	602,169	597,749
				17,306,353

Agency Bonds and Notes (0.9%)
1 AID-Israel	5.500%	9/18/23	4,300	5,076
1 AID-Israel	5.500%	12/4/23	8,000	9,470
1 AID-Israel	5.500%	4/26/24	12,058	14,381
2 Federal Farm Credit Banks	3.500%	12/20/23	4,250	4,572
2 Federal Home Loan Banks	2.125%	3/10/23	8,950	8,962
2 Federal Home Loan Banks	2.875%	6/14/24	20,000	20,712
2 Federal Home Loan Banks	5.375%	8/15/24	100	119
2 Federal Home Loan Banks	2.875%	9/13/24	20,000	20,697
3 Federal National Mortgage Assn.	2.625%	9/6/24	104,600	107,045
3 Federal National Mortgage Assn.	2.125%	4/24/26	23,500	22,907
3 Federal National Mortgage Assn.	1.875%	9/24/26	24,300	23,097
Private Export Funding Corp.	2.800%	5/15/22	3,725	3,843
Private Export Funding Corp.	2.050%	11/15/22	10,276	10,239
Private Export Funding Corp.	3.550%	1/15/24	3,500	3,744
Private Export Funding Corp.	2.450%	7/15/24	3,350	3,357
Private Export Funding Corp.	3.250%	6/15/25	1,675	1,759
2 Tennessee Valley Authority	2.875%	9/15/24	7,875	8,119
2 Tennessee Valley Authority	6.750%	11/1/25	6,830	8,928
2 Tennessee Valley Authority	2.875%	2/1/27	12,000	12,288
				289,315
Total U.S. Government and Agency Obligations (Cost $17,759,021)				17,595,668
Corporate Bonds (41.6%)
Finance (14.5%)
Banking (9.9%)
American Express Co.	2.650%	12/2/22	11,148	11,172
American Express Co.	3.625%	12/5/24	6,505	6,693
American Express Credit Corp.	3.300%	5/3/27	18,887	19,009
Australia & New Zealand Banking Group Ltd.	3.700%	11/16/25	7,125	7,491
Banco Santander SA	4.250%	4/11/27	10,750	11,096
Bank of America Corp.	2.503%	10/21/22	17,208	17,012
Bank of America Corp.	3.300%	1/11/23	38,335	39,255
Bank of America Corp.	4.100%	7/24/23	18,589	19,756
Bank of America Corp.	4.125%	1/22/24	21,376	22,692
Bank of America Corp.	4.000%	4/1/24	23,654	24,964
Bank of America Corp.	4.200%	8/26/24	25,811	27,081
Bank of America Corp.	4.000%	1/22/25	32,404	33,516
Bank of America Corp.	3.950%	4/21/25	21,732	22,370
Bank of America Corp.	3.875%	8/1/25	30,383	31,892
4 Bank of America Corp.	3.093%	10/1/25	15,675	15,584
Bank of America Corp.	4.450%	3/3/26	17,780	18,718
Bank of America Corp.	3.500%	4/19/26	23,758	24,138
Bank of America Corp.	4.250%	10/22/26	14,648	15,316
Bank of America Corp.	3.248%	10/21/27	17,050	16,669
4 Bank of America Corp.	3.824%	1/20/28	21,875	22,409
4 Bank of America Corp.	3.705%	4/24/28	17,918	18,136
4 Bank of America Corp.	3.593%	7/21/28	18,000	18,043
Bank of Montreal	2.550%	11/6/22	9,119	9,143
Bank of New York Mellon Corp.	2.200%	8/16/23	12,320	12,029
Bank of New York Mellon Corp.	3.650%	2/4/24	548	575
Bank of New York Mellon Corp.	3.400%	5/15/24	6,375	6,577
Bank of New York Mellon Corp.	3.250%	9/11/24	9,000	9,181
Bank of New York Mellon Corp.	3.000%	2/24/25	8,761	8,770
Bank of New York Mellon Corp.	2.800%	5/4/26	3,390	3,310
Bank of New York Mellon Corp.	2.450%	8/17/26	8,480	8,066
Bank of New York Mellon Corp.	3.250%	5/16/27	8,260	8,378

4	Bank of New York Mellon Corp.	3.442%	2/7/28	8,000	8,120
	Bank of Nova Scotia	4.500%	12/16/25	10,825	11,406
	Bank One Corp.	8.000%	4/29/27	500	666
	Barclays plc	3.684%	1/10/23	15,190	15,577
	Barclays plc	4.375%	9/11/24	13,805	14,172
	Barclays plc	3.650%	3/16/25	16,500	16,485
	Barclays plc	4.375%	1/12/26	25,889	27,023
	Barclays plc	5.200%	5/12/26	16,175	17,295
	BNP Paribas SA	3.250%	3/3/23	10,849	11,178
	BNP Paribas SA	4.250%	10/15/24	6,450	6,744
	BPCE SA	4.000%	4/15/24	16,370	17,341
	BPCE SA	3.375%	12/2/26	3,250	3,299
	Branch Banking & Trust Co.	3.625%	9/16/25	15,270	15,877
	Branch Banking & Trust Co.	3.800%	10/30/26	750	790
	Capital One Bank USA NA	3.375%	2/15/23	13,443	13,600
	Capital One Financial Corp.	3.500%	6/15/23	7,580	7,754
	Capital One Financial Corp.	3.750%	4/24/24	8,165	8,419
	Capital One Financial Corp.	3.200%	2/5/25	9,565	9,556
	Capital One Financial Corp.	4.200%	10/29/25	11,485	11,772
	Capital One Financial Corp.	3.750%	7/28/26	14,850	14,604
	Capital One Financial Corp.	3.750%	3/9/27	7,625	7,677
4,5 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	1,563	1,748
	Citigroup Inc.	3.375%	3/1/23	900	917
	Citigroup Inc.	3.500%	5/15/23	14,015	14,218
	Citigroup Inc.	3.875%	10/25/23	8,831	9,218
	Citigroup Inc.	3.750%	6/16/24	8,729	9,089
	Citigroup Inc.	4.000%	8/5/24	6,530	6,762
	Citigroup Inc.	3.875%	3/26/25	9,478	9,664
	Citigroup Inc.	3.300%	4/27/25	9,148	9,213
	Citigroup Inc.	4.400%	6/10/25	35,915	37,696
	Citigroup Inc.	5.500%	9/13/25	5,165	5,787
	Citigroup Inc.	3.700%	1/12/26	23,722	24,242
	Citigroup Inc.	4.600%	3/9/26	13,425	14,220
	Citigroup Inc.	3.400%	5/1/26	7,127	7,114
	Citigroup Inc.	3.200%	10/21/26	30,647	30,000
	Citigroup Inc.	4.300%	11/20/26	8,975	9,330
	Citigroup Inc.	4.450%	9/29/27	10,879	11,431
4	Citigroup Inc.	3.887%	1/10/28	22,435	22,967
4	Citigroup Inc.	3.668%	7/24/28	27,200	27,365
	Citizens Financial Group Inc.	4.350%	8/1/25	20	21
	Citizens Financial Group Inc.	4.300%	12/3/25	5,200	5,415
	Comerica Bank	4.000%	7/27/25	1,925	1,987
	Compass Bank	3.875%	4/10/25	2,150	2,143
	Cooperatieve Rabobank UA	3.950%	11/9/22	16,114	16,907
	Cooperatieve Rabobank UA	4.625%	12/1/23	17,479	18,766
	Cooperatieve Rabobank UA	3.375%	5/21/25	15,150	15,531
	Cooperatieve Rabobank UA	4.375%	8/4/25	10,918	11,481
	Cooperatieve Rabobank UA	3.750%	7/21/26	10,120	10,261
	Credit Suisse AG	3.625%	9/9/24	27,299	28,232
5	Credit Suisse Group AG	3.574%	1/9/23	7,000	7,152
5	Credit Suisse Group AG	4.282%	1/9/28	6,000	6,257
	Credit Suisse Group Funding Guernsey Ltd.	3.800%	6/9/23	17,130	17,665
	Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	15,997	16,286
	Credit Suisse Group Funding Guernsey Ltd.	4.550%	4/17/26	17,975	19,284
	Deutsche Bank AG	3.700%	5/30/24	13,680	13,822
	Deutsche Bank AG	4.100%	1/13/26	6,540	6,709
	Discover Bank	4.200%	8/8/23	10,898	11,542

Discover Bank	4.250%	3/13/26	2,100	2,173
Discover Bank	3.450%	7/27/26	8,755	8,570
Discover Financial Services	3.850%	11/21/22	7,295	7,515
Discover Financial Services	3.950%	11/6/24	1,375	1,404
Discover Financial Services	3.750%	3/4/25	4,355	4,388
Discover Financial Services	4.100%	2/9/27	8,400	8,506
Fifth Third Bancorp	4.300%	1/16/24	6,000	6,350
Fifth Third Bank	3.850%	3/15/26	7,440	7,636
FirstMerit Bank NA	4.270%	11/25/26	1,225	1,271
FirstMerit Corp.	4.350%	2/4/23	4,420	4,653
Goldman Sachs Group Inc.	3.625%	1/22/23	17,715	18,318
Goldman Sachs Group Inc.	4.000%	3/3/24	31,388	33,125
Goldman Sachs Group Inc.	3.850%	7/8/24	26,575	27,609
Goldman Sachs Group Inc.	3.500%	1/23/25	39,875	40,439
Goldman Sachs Group Inc.	3.750%	5/22/25	4,002	4,110
4 Goldman Sachs Group Inc.	3.272%	9/29/25	18,000	17,973
Goldman Sachs Group Inc.	4.250%	10/21/25	24,715	25,717
Goldman Sachs Group Inc.	3.750%	2/25/26	14,950	15,294
Goldman Sachs Group Inc.	3.500%	11/16/26	22,680	22,744
Goldman Sachs Group Inc.	5.950%	1/15/27	7,200	8,386
Goldman Sachs Group Inc.	3.850%	1/26/27	27,530	27,993
4 Goldman Sachs Group Inc.	3.691%	6/5/28	22,000	22,155
HSBC Holdings plc	3.600%	5/25/23	21,680	22,551
HSBC Holdings plc	4.250%	3/14/24	20,900	21,891
HSBC Holdings plc	4.250%	8/18/25	13,680	14,167
HSBC Holdings plc	4.300%	3/8/26	31,935	34,186
HSBC Holdings plc	3.900%	5/25/26	23,370	24,428
HSBC Holdings plc	4.375%	11/23/26	13,430	13,986
4 HSBC Holdings plc	4.041%	3/13/28	14,700	15,332
HSBC USA Inc.	3.500%	6/23/24	5,570	5,730
ING Groep NV	3.950%	3/29/27	13,775	14,358
Intesa Sanpaolo SPA	5.250%	1/12/24	8,859	9,729
JPMorgan Chase & Co.	2.972%	1/15/23	25,870	26,187
JPMorgan Chase & Co.	3.200%	1/25/23	26,373	26,921
JPMorgan Chase & Co.	3.375%	5/1/23	17,868	18,213
JPMorgan Chase & Co.	2.700%	5/18/23	18,100	18,038
JPMorgan Chase & Co.	3.875%	2/1/24	19,810	20,867
JPMorgan Chase & Co.	3.625%	5/13/24	19,142	19,873
JPMorgan Chase & Co.	3.875%	9/10/24	26,465	27,545
JPMorgan Chase & Co.	3.125%	1/23/25	24,810	24,925
4 JPMorgan Chase & Co.	3.220%	3/1/25	15,875	16,067
JPMorgan Chase & Co.	3.900%	7/15/25	20,925	21,921
JPMorgan Chase & Co.	3.300%	4/1/26	42,310	42,299
JPMorgan Chase & Co.	3.200%	6/15/26	16,355	16,203
JPMorgan Chase & Co.	2.950%	10/1/26	6,732	6,583
JPMorgan Chase & Co.	4.125%	12/15/26	21,750	22,665
4 JPMorgan Chase & Co.	3.782%	2/1/28	12,350	12,641
4 JPMorgan Chase & Co.	3.540%	5/1/28	22,725	22,883
KeyBank NA	3.300%	6/1/25	3,000	3,054
KeyBank NA	3.400%	5/20/26	7,450	7,415
Lloyds Banking Group plc	4.500%	11/4/24	11,335	11,907
Lloyds Banking Group plc	4.582%	12/10/25	20,773	21,707
Lloyds Banking Group plc	4.650%	3/24/26	6,770	7,137
Lloyds Banking Group plc	3.750%	1/11/27	11,335	11,420
Manufacturers & Traders Trust Co.	2.900%	2/6/25	6,655	6,605
Manufacturers & Traders Trust Co.	3.400%	8/17/27	6,200	6,208
Mitsubishi UFJ Financial Group Inc.	2.527%	9/13/23	5,700	5,608

Mitsubishi UFJ Financial Group Inc.	3.850%	3/1/26	25,255	26,185
Mitsubishi UFJ Financial Group Inc.	2.757%	9/13/26	11,000	10,546
Mitsubishi UFJ Financial Group Inc.	3.677%	2/22/27	13,060	13,429
Mitsubishi UFJ Financial Group Inc.	3.287%	7/25/27	18,500	18,428
Mizuho Financial Group Inc.	2.839%	9/13/26	7,000	6,739
Mizuho Financial Group Inc.	3.663%	2/28/27	2,750	2,818
Morgan Stanley	4.875%	11/1/22	23,655	25,606
Morgan Stanley	3.750%	2/25/23	22,633	23,591
Morgan Stanley	4.100%	5/22/23	13,718	14,360
Morgan Stanley	3.875%	4/29/24	23,900	25,003
Morgan Stanley	3.700%	10/23/24	31,860	32,953
Morgan Stanley	4.000%	7/23/25	33,585	35,394
Morgan Stanley	5.000%	11/24/25	27,067	29,573
Morgan Stanley	3.875%	1/27/26	16,768	17,311
Morgan Stanley	3.125%	7/27/26	31,011	30,357
Morgan Stanley	6.250%	8/9/26	1,450	1,736
Morgan Stanley	4.350%	9/8/26	24,707	25,740
Morgan Stanley	3.625%	1/20/27	36,800	37,151
Morgan Stanley	3.950%	4/23/27	9,285	9,423
4 Morgan Stanley	3.591%	7/22/28	27,400	27,393
MUFG Americas Holdings Corp.	3.000%	2/10/25	5,207	5,131
National Australia Bank Ltd.	3.000%	1/20/23	4,830	4,921
National Australia Bank Ltd.	3.375%	1/14/26	2,900	2,940
National Australia Bank Ltd.	2.500%	7/12/26	14,405	13,698
Northern Trust Corp.	3.950%	10/30/25	2,300	2,435
4 Northern Trust Corp.	3.375%	5/8/32	3,050	3,040
People's United Bank NA	4.000%	7/15/24	1,675	1,708
People's United Financial Inc.	3.650%	12/6/22	2,875	2,955
PNC Bank NA	2.700%	11/1/22	7,853	7,888
PNC Bank NA	2.950%	1/30/23	7,215	7,290
PNC Bank NA	3.800%	7/25/23	11,075	11,690
PNC Bank NA	3.300%	10/30/24	7,262	7,443
PNC Bank NA	2.950%	2/23/25	4,525	4,521
PNC Bank NA	3.250%	6/1/25	5,630	5,720
PNC Bank NA	4.200%	11/1/25	3,300	3,533
PNC Financial Services Group Inc.	2.854%	11/9/22	5,570	5,630
PNC Financial Services Group Inc.	3.900%	4/29/24	8,550	8,968
PNC Financial Services Group Inc.	3.150%	5/19/27	6,100	6,108
Royal Bank of Canada	4.650%	1/27/26	15,374	16,498
Royal Bank of Scotland Group plc	3.875%	9/12/23	31,580	32,304
Royal Bank of Scotland Group plc	4.800%	4/5/26	8,940	9,562
Santander Holdings USA Inc.	4.500%	7/17/25	13,760	14,334
5 Santander Holdings USA Inc.	4.400%	7/13/27	6,600	6,724
Santander Issuances SAU	5.179%	11/19/25	11,717	12,572
Santander UK Group Holdings plc	3.571%	1/10/23	7,100	7,235
Santander UK plc	4.000%	3/13/24	10,924	11,511
State Street Corp.	3.100%	5/15/23	6,875	7,004
State Street Corp.	3.700%	11/20/23	6,765	7,138
State Street Corp.	3.300%	12/16/24	8,913	9,182
State Street Corp.	3.550%	8/18/25	7,815	8,135
State Street Corp.	2.650%	5/19/26	7,450	7,268
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	1,375	1,385
Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	4,975	5,261
Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	2,075	2,192
Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	3,575	3,657
Sumitomo Mitsui Banking Corp.	3.650%	7/23/25	1,400	1,448
Sumitomo Mitsui Financial Group Inc.	3.784%	3/9/26	15,780	16,381

Sumitomo Mitsui Financial Group Inc.	2.632%	7/14/26	20,750	19,725
Sumitomo Mitsui Financial Group Inc.	3.010%	10/19/26	12,350	12,068
Sumitomo Mitsui Financial Group Inc.	3.446%	1/11/27	10,800	10,904
Sumitomo Mitsui Financial Group Inc.	3.364%	7/12/27	18,000	18,045
SunTrust Bank	2.750%	5/1/23	3,525	3,502
SunTrust Bank	3.300%	5/15/26	4,850	4,784
SVB Financial Group	3.500%	1/29/25	3,825	3,831
Synchrony Financial	4.250%	8/15/24	14,728	15,311
Synchrony Financial	4.500%	7/23/25	15,605	16,219
Synchrony Financial	3.700%	8/4/26	7,144	6,989
4 Toronto-Dominion Bank	3.625%	9/15/31	14,300	14,135
US Bancorp	3.700%	1/30/24	4,135	4,366
US Bancorp	3.600%	9/11/24	7,979	8,295
US Bancorp	3.100%	4/27/26	7,370	7,324
US Bancorp	2.375%	7/22/26	5,775	5,479
US Bancorp	3.150%	4/27/27	11,650	11,675
US Bank NA	2.800%	1/27/25	12,275	12,191
Wells Fargo & Co.	3.069%	1/24/23	36,772	37,400
Wells Fargo & Co.	3.450%	2/13/23	18,937	19,388
Wells Fargo & Co.	4.125%	8/15/23	19,437	20,555
Wells Fargo & Co.	4.480%	1/16/24	6,404	6,870
Wells Fargo & Co.	3.300%	9/9/24	23,477	23,777
Wells Fargo & Co.	3.000%	2/19/25	23,328	23,108
Wells Fargo & Co.	3.550%	9/29/25	18,299	18,769
Wells Fargo & Co.	3.000%	4/22/26	31,245	30,657
Wells Fargo & Co.	4.100%	6/3/26	27,646	28,575
Wells Fargo & Co.	3.000%	10/23/26	30,880	30,080
Wells Fargo & Co.	4.300%	7/22/27	10,375	10,967
4 Wells Fargo & Co.	3.584%	5/22/28	28,750	29,053
Westpac Banking Corp.	2.850%	5/13/26	11,500	11,213
Westpac Banking Corp.	2.700%	8/19/26	11,590	11,142
Westpac Banking Corp.	3.350%	3/8/27	13,000	13,164
4 Westpac Banking Corp.	4.322%	11/23/31	17,500	17,893
Brokerage (0.6%)
Affiliated Managers Group Inc.	4.250%	2/15/24	2,800	2,930
Affiliated Managers Group Inc.	3.500%	8/1/25	2,575	2,592
Ameriprise Financial Inc.	4.000%	10/15/23	8,639	9,238
Ameriprise Financial Inc.	3.700%	10/15/24	7,550	7,891
Ameriprise Financial Inc.	2.875%	9/15/26	2,200	2,136
Apollo Investment Corp.	5.250%	3/3/25	1,625	1,662
BlackRock Inc.	3.500%	3/18/24	15,861	16,557
BlackRock Inc.	3.200%	3/15/27	1,200	1,214
Brookfield Asset Management Inc.	4.000%	1/15/25	5,850	6,031
Brookfield Finance Inc.	4.250%	6/2/26	1,800	1,863
Brookfield Finance LLC	4.000%	4/1/24	6,350	6,580
Cboe Global Markets Inc.	3.650%	1/12/27	5,725	5,838
Charles Schwab Corp.	3.225%	9/1/22	2,550	2,608
Charles Schwab Corp.	3.450%	2/13/26	3,200	3,288
Charles Schwab Corp.	3.200%	3/2/27	6,825	6,845
CME Group Inc.	3.000%	3/15/25	7,550	7,631
E*TRADE Financial Corp.	3.800%	8/24/27	1,300	1,310
Eaton Vance Corp.	3.625%	6/15/23	1,800	1,875
Eaton Vance Corp.	3.500%	4/6/27	3,370	3,423
Franklin Resources Inc.	2.850%	3/30/25	4,165	4,133
Intercontinental Exchange Inc.	4.000%	10/15/23	5,230	5,607
Intercontinental Exchange Inc.	3.750%	12/1/25	11,177	11,665

Intercontinental Exchange Inc.	3.100%	9/15/27	3,200	3,169
Invesco Finance plc	3.125%	11/30/22	5,254	5,360
Invesco Finance plc	4.000%	1/30/24	6,975	7,399
Invesco Finance plc	3.750%	1/15/26	6,250	6,464
Janus Capital Group Inc.	4.875%	8/1/25	2,660	2,862
Jefferies Group LLC	5.125%	1/20/23	4,250	4,614
Jefferies Group LLC	4.850%	1/15/27	7,888	8,288
Lazard Group LLC	3.750%	2/13/25	2,575	2,619
Lazard Group LLC	3.625%	3/1/27	5,950	5,894
Legg Mason Inc.	3.950%	7/15/24	1,750	1,796
Legg Mason Inc.	4.750%	3/15/26	3,395	3,583
Leucadia National Corp.	5.500%	10/18/23	6,179	6,585
Nasdaq Inc.	4.250%	6/1/24	700	739
Nasdaq Inc.	3.850%	6/30/26	8,400	8,618
Raymond James Financial Inc.	3.625%	9/15/26	4,400	4,404
Stifel Financial Corp.	4.250%	7/18/24	4,685	4,781
TD Ameritrade Holding Corp.	3.625%	4/1/25	3,050	3,153
TD Ameritrade Holding Corp.	3.300%	4/1/27	8,300	8,338
Finance Companies (0.2%)
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.650%	7/21/27	8,800	8,756
Air Lease Corp.	3.000%	9/15/23	6,414	6,399
Air Lease Corp.	4.250%	9/15/24	4,298	4,532
Air Lease Corp.	3.625%	4/1/27	5,500	5,479
Ares Capital Corp.	3.500%	2/10/23	4,500	4,446
GATX Corp.	3.900%	3/30/23	2,825	2,925
GATX Corp.	3.250%	3/30/25	2,675	2,655
GATX Corp.	3.250%	9/15/26	1,800	1,768
GATX Corp.	3.850%	3/30/27	2,000	2,026
GE Capital International Funding Co.	3.373%	11/15/25	23,161	23,925
Prospect Capital Corp.	5.875%	3/15/23	1,725	1,776
Insurance (1.8%)
Aetna Inc.	2.750%	11/15/22	7,175	7,190
Aetna Inc.	2.800%	6/15/23	14,075	14,101
Aetna Inc.	3.500%	11/15/24	8,522	8,852
Aflac Inc.	3.625%	6/15/23	8,865	9,336
Aflac Inc.	3.625%	11/15/24	4,870	5,120
Aflac Inc.	3.250%	3/17/25	3,525	3,573
Aflac Inc.	2.875%	10/15/26	2,475	2,425
Allied World Assurance Co. Holdings Ltd.	4.350%	10/29/25	5,778	5,861
Allstate Corp.	3.150%	6/15/23	3,370	3,436
Allstate Corp.	3.280%	12/15/26	7,405	7,485
4 Allstate Corp.	5.750%	8/15/53	5,810	6,369
American Financial Group Inc.	3.500%	8/15/26	3,100	3,099
American International Group Inc.	4.125%	2/15/24	12,695	13,461
American International Group Inc.	3.750%	7/10/25	7,272	7,517
American International Group Inc.	3.900%	4/1/26	13,925	14,429
Anthem Inc.	3.300%	1/15/23	5,821	5,988
Anthem Inc.	3.500%	8/15/24	9,150	9,413
Aon plc	4.000%	11/27/23	1,400	1,487
Aon plc	3.500%	6/14/24	5,625	5,793
Aon plc	3.875%	12/15/25	10,245	10,707
Arch Capital Finance LLC	4.011%	12/15/26	8,140	8,372
Aspen Insurance Holdings Ltd.	4.650%	11/15/23	6,225	6,639
Assurant Inc.	4.000%	3/15/23	3,450	3,574

Assured Guaranty US Holdings Inc.	5.000%	7/1/24	3,800	4,136
Berkshire Hathaway Inc.	3.000%	2/11/23	4,875	5,025
Berkshire Hathaway Inc.	2.750%	3/15/23	19,439	19,631
Berkshire Hathaway Inc.	3.125%	3/15/26	29,565	29,809
5 Brighthouse Financial Inc.	3.700%	6/22/27	13,650	13,353
Brown & Brown Inc.	4.200%	9/15/24	5,255	5,525
Chubb INA Holdings Inc.	2.875%	11/3/22	12,749	12,955
Chubb INA Holdings Inc.	2.700%	3/13/23	2,162	2,164
Chubb INA Holdings Inc.	3.350%	5/15/24	5,735	5,930
Chubb INA Holdings Inc.	3.150%	3/15/25	9,075	9,236
Chubb INA Holdings Inc.	3.350%	5/3/26	16,044	16,376
Cigna Corp.	3.250%	4/15/25	6,700	6,765
CNA Financial Corp.	3.950%	5/15/24	3,375	3,494
CNA Financial Corp.	4.500%	3/1/26	5,350	5,736
CNA Financial Corp.	3.450%	8/15/27	965	951
First American Financial Corp.	4.600%	11/15/24	2,700	2,773
Hanover Insurance Group Inc.	4.500%	4/15/26	4,700	4,905
Humana Inc.	3.150%	12/1/22	2,775	2,819
Humana Inc.	3.850%	10/1/24	8,307	8,701
Humana Inc.	3.950%	3/15/27	5,000	5,215
Kemper Corp.	4.350%	2/15/25	2,500	2,534
Lincoln National Corp.	4.000%	9/1/23	4,000	4,192
Lincoln National Corp.	3.350%	3/9/25	3,200	3,220
Lincoln National Corp.	3.625%	12/12/26	2,600	2,629
Loews Corp.	2.625%	5/15/23	6,800	6,768
Loews Corp.	3.750%	4/1/26	780	808
Manulife Financial Corp.	4.150%	3/4/26	12,417	13,203
4 Manulife Financial Corp.	4.061%	2/24/32	6,535	6,597
Marsh & McLennan Cos. Inc.	3.300%	3/14/23	2,620	2,701
Marsh & McLennan Cos. Inc.	3.500%	6/3/24	11,640	11,988
Marsh & McLennan Cos. Inc.	3.500%	3/10/25	2,950	3,045
Marsh & McLennan Cos. Inc.	3.750%	3/14/26	4,957	5,171
Mercury General Corp.	4.400%	3/15/27	3,375	3,471
MetLife Inc.	3.048%	12/15/22	6,225	6,356
MetLife Inc.	4.368%	9/15/23	5,214	5,662
MetLife Inc.	3.600%	4/10/24	9,935	10,373
MetLife Inc.	3.000%	3/1/25	3,325	3,324
MetLife Inc.	3.600%	11/13/25	7,300	7,579
Montpelier Re Holdings Ltd.	4.700%	10/15/22	2,575	2,744
Old Republic International Corp.	4.875%	10/1/24	5,975	6,437
Old Republic International Corp.	3.875%	8/26/26	4,625	4,682
Principal Financial Group Inc.	3.125%	5/15/23	2,525	2,571
Principal Financial Group Inc.	3.400%	5/15/25	5,341	5,455
Principal Financial Group Inc.	3.100%	11/15/26	1,500	1,493
Progressive Corp.	2.450%	1/15/27	4,415	4,184
Prudential Financial Inc.	3.500%	5/15/24	10,550	10,955
4 Prudential Financial Inc.	5.625%	6/15/43	10,875	11,890
4 Prudential Financial Inc.	5.200%	3/15/44	5,525	5,868
4 Prudential Financial Inc.	5.375%	5/15/45	7,150	7,726
4 Prudential Financial Inc.	4.500%	9/15/47	6,775	6,883
Reinsurance Group of America Inc.	4.700%	9/15/23	3,608	3,900
Reinsurance Group of America Inc.	3.950%	9/15/26	1,700	1,725
RenaissanceRe Finance Inc.	3.450%	7/1/27	1,800	1,771
Trinity Acquisition plc	4.400%	3/15/26	4,480	4,619
UnitedHealth Group Inc.	2.750%	2/15/23	9,075	9,150
UnitedHealth Group Inc.	2.875%	3/15/23	6,365	6,465
UnitedHealth Group Inc.	3.750%	7/15/25	24,207	25,663

UnitedHealth Group Inc.	3.100%	3/15/26	9,257	9,337
UnitedHealth Group Inc.	3.450%	1/15/27	2,055	2,116
UnitedHealth Group Inc.	3.375%	4/15/27	6,065	6,215
Unum Group	4.000%	3/15/24	4,120	4,306
Voya Financial Inc.	3.125%	7/15/24	5,450	5,381
Voya Financial Inc.	3.650%	6/15/26	3,504	3,508
Willis North America Inc.	3.600%	5/15/24	5,590	5,718
XLIT Ltd.	6.375%	11/15/24	875	1,021
XLIT Ltd.	4.450%	3/31/25	5,525	5,661
Other Finance (0.0%)
Jones Lang LaSalle Inc.	4.400%	11/15/22	1,300	1,377
ORIX Corp.	3.700%	7/18/27	3,500	3,507
Real Estate Investment Trusts (2.0%)
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	4,325	4,494
Alexandria Real Estate Equities Inc.	4.300%	1/15/26	2,350	2,458
American Campus Communities Operating
Partnership LP	3.750%	4/15/23	1,800	1,854
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	2,350	2,460
AvalonBay Communities Inc.	2.850%	3/15/23	1,520	1,520
AvalonBay Communities Inc.	4.200%	12/15/23	2,290	2,450
AvalonBay Communities Inc.	3.450%	6/1/25	3,742	3,827
AvalonBay Communities Inc.	3.500%	11/15/25	4,700	4,782
AvalonBay Communities Inc.	2.950%	5/11/26	4,575	4,485
AvalonBay Communities Inc.	2.900%	10/15/26	600	575
AvalonBay Communities Inc.	3.350%	5/15/27	3,950	3,988
Boston Properties LP	3.850%	2/1/23	7,097	7,472
Boston Properties LP	3.125%	9/1/23	4,412	4,489
Boston Properties LP	3.800%	2/1/24	5,665	5,923
Boston Properties LP	3.650%	2/1/26	7,720	7,851
Boston Properties LP	2.750%	10/1/26	9,291	8,789
Brixmor Operating Partnership LP	3.250%	9/15/23	3,050	3,005
Brixmor Operating Partnership LP	3.650%	6/15/24	2,100	2,091
Brixmor Operating Partnership LP	3.850%	2/1/25	9,308	9,311
Brixmor Operating Partnership LP	4.125%	6/15/26	5,000	5,040
Brixmor Operating Partnership LP	3.900%	3/15/27	6,575	6,522
Camden Property Trust	2.950%	12/15/22	3,100	3,093
CBL & Associates LP	5.250%	12/1/23	4,000	4,037
CBL & Associates LP	4.600%	10/15/24	3,915	3,759
Columbia Property Trust Operating
Partnership LP	4.150%	4/1/25	3,700	3,793
Columbia Property Trust Operating
Partnership LP	3.650%	8/15/26	6,050	5,891
Corporate Office Properties LP	3.600%	5/15/23	4,450	4,467
Corporate Office Properties LP	5.250%	2/15/24	2,975	3,185
CubeSmart LP	4.375%	12/15/23	2,575	2,736
CubeSmart LP	4.000%	11/15/25	825	840
CubeSmart LP	3.125%	9/1/26	4,350	4,176
DCT Industrial Operating Partnership LP	4.500%	10/15/23	2,975	3,138
DDR Corp.	3.375%	5/15/23	4,438	4,378
DDR Corp.	3.900%	8/15/24	4,300	4,325
DDR Corp.	3.625%	2/1/25	6,400	6,219
DDR Corp.	4.250%	2/1/26	2,823	2,830
DDR Corp.	4.700%	6/1/27	3,775	3,889
Digital Realty Trust LP	3.625%	10/1/22	7,900	8,215

Digital Realty Trust LP	2.750%	2/1/23	1,100	1,095
Digital Realty Trust LP	4.750%	10/1/25	3,625	3,919
Digital Realty Trust LP	3.700%	8/15/27	6,250	6,310
Duke Realty LP	3.875%	10/15/22	7,350	7,682
Duke Realty LP	3.750%	12/1/24	1,900	1,960
Duke Realty LP	3.250%	6/30/26	1,450	1,434
EPR Properties	5.250%	7/15/23	350	375
EPR Properties	4.500%	4/1/25	3,486	3,501
EPR Properties	4.750%	12/15/26	4,800	4,969
EPR Properties	4.500%	6/1/27	3,900	3,938
ERP Operating LP	3.000%	4/15/23	2,598	2,647
ERP Operating LP	3.375%	6/1/25	2,300	2,347
ERP Operating LP	2.850%	11/1/26	5,725	5,553
ERP Operating LP	3.250%	8/1/27	2,000	2,003
Essex Portfolio LP	3.250%	5/1/23	4,780	4,811
Essex Portfolio LP	3.875%	5/1/24	2,900	3,002
Essex Portfolio LP	3.500%	4/1/25	6,400	6,428
Essex Portfolio LP	3.375%	4/15/26	4,250	4,204
Essex Portfolio LP	3.625%	5/1/27	400	402
Federal Realty Investment Trust	2.750%	6/1/23	2,100	2,077
Federal Realty Investment Trust	3.250%	7/15/27	2,700	2,661
HCP Inc.	4.000%	12/1/22	1,450	1,523
HCP Inc.	4.250%	11/15/23	9,520	10,069
HCP Inc.	4.200%	3/1/24	5,792	6,056
HCP Inc.	3.875%	8/15/24	19,625	20,199
HCP Inc.	3.400%	2/1/25	7,894	7,867
HCP Inc.	4.000%	6/1/25	4,412	4,549
Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,625	1,665
Healthcare Trust of America Holdings LP	3.500%	8/1/26	3,200	3,128
Healthcare Trust of America Holdings LP	3.750%	7/1/27	4,375	4,356
Highwoods Realty LP	3.625%	1/15/23	560	567
Highwoods Realty LP	3.875%	3/1/27	2,500	2,508
Hospitality Properties Trust	4.500%	6/15/23	3,216	3,407
Hospitality Properties Trust	4.650%	3/15/24	4,160	4,350
Hospitality Properties Trust	4.500%	3/15/25	3,025	3,109
Hospitality Properties Trust	5.250%	2/15/26	3,120	3,330
Hospitality Properties Trust	4.950%	2/15/27	1,610	1,684
Host Hotels & Resorts LP	4.750%	3/1/23	2,522	2,696
Host Hotels & Resorts LP	3.750%	10/15/23	2,609	2,668
Host Hotels & Resorts LP	3.875%	4/1/24	3,800	3,879
Host Hotels & Resorts LP	4.000%	6/15/25	4,700	4,792
Hudson Pacific Properties LP	3.950%	11/1/27	1,000	996
Kilroy Realty LP	3.800%	1/15/23	1,525	1,570
Kilroy Realty LP	4.375%	10/1/25	3,964	4,147
Kimco Realty Corp.	3.400%	11/1/22	2,500	2,572
Kimco Realty Corp.	3.125%	6/1/23	1,450	1,446
Kimco Realty Corp.	2.700%	3/1/24	1,000	965
Kimco Realty Corp.	3.300%	2/1/25	4,425	4,398
Kimco Realty Corp.	2.800%	10/1/26	10,150	9,513
Kimco Realty Corp.	3.800%	4/1/27	300	303
Kite Realty Group LP	4.000%	10/1/26	2,750	2,627
Liberty Property LP	3.375%	6/15/23	600	606
Liberty Property LP	4.400%	2/15/24	3,225	3,432
Liberty Property LP	3.750%	4/1/25	7,850	8,029
Liberty Property LP	3.250%	10/1/26	1,900	1,869
LifeStorage LP	3.500%	7/1/26	4,075	3,876
Mack-Cali Realty LP	3.150%	5/15/23	1,000	949

Mid-America Apartments LP	4.300%	10/15/23	3,050	3,232
Mid-America Apartments LP	3.750%	6/15/24	1,700	1,752
Mid-America Apartments LP	4.000%	11/15/25	4,150	4,294
Mid-America Apartments LP	3.600%	6/1/27	8,570	8,588
National Retail Properties Inc.	3.800%	10/15/22	1,900	1,974
National Retail Properties Inc.	3.300%	4/15/23	7,020	7,100
National Retail Properties Inc.	3.900%	6/15/24	4,825	4,953
National Retail Properties Inc.	4.000%	11/15/25	850	871
National Retail Properties Inc.	3.600%	12/15/26	3,150	3,115
Omega Healthcare Investors Inc.	4.375%	8/1/23	8,315	8,585
Omega Healthcare Investors Inc.	4.950%	4/1/24	2,950	3,112
Omega Healthcare Investors Inc.	4.500%	1/15/25	6,400	6,512
Omega Healthcare Investors Inc.	5.250%	1/15/26	8,595	9,089
Omega Healthcare Investors Inc.	4.500%	4/1/27	907	906
Omega Healthcare Investors Inc.	4.750%	1/15/28	1,500	1,511
Physicians Realty LP	4.300%	3/15/27	2,950	3,004
Piedmont Operating Partnership LP	3.400%	6/1/23	1,325	1,305
Piedmont Operating Partnership LP	4.450%	3/15/24	5,925	6,145
ProLogis LP	4.250%	8/15/23	8,385	9,088
Prologis LP	3.750%	11/1/25	4,870	5,104
Public Storage	3.094%	9/15/27	3,200	3,189
Realty Income Corp.	3.250%	10/15/22	5,885	5,982
Realty Income Corp.	4.650%	8/1/23	5,675	6,168
Realty Income Corp.	3.875%	7/15/24	2,650	2,723
Realty Income Corp.	4.125%	10/15/26	8,675	8,953
Realty Income Corp.	3.000%	1/15/27	3,850	3,665
Regency Centers Corp.	3.750%	11/15/22	2,000	2,058
Regency Centers LP	3.600%	2/1/27	9,025	9,008
Sabra Health Care LP	5.125%	8/15/26	2,900	2,952
Select Income REIT	4.250%	5/15/24	2,250	2,271
Select Income REIT	4.500%	2/1/25	4,125	4,168
Simon Property Group LP	2.750%	2/1/23	1,550	1,554
Simon Property Group LP	3.750%	2/1/24	3,265	3,406
Simon Property Group LP	3.375%	10/1/24	5,505	5,616
Simon Property Group LP	3.500%	9/1/25	6,600	6,731
Simon Property Group LP	3.300%	1/15/26	13,200	13,225
Simon Property Group LP	3.250%	11/30/26	7,180	7,133
Simon Property Group LP	3.375%	6/15/27	7,650	7,669
Tanger Properties LP	3.750%	12/1/24	1,550	1,554
Tanger Properties LP	3.125%	9/1/26	1,275	1,197
Tanger Properties LP	3.875%	7/15/27	2,700	2,670
UDR Inc.	3.750%	7/1/24	1,750	1,804
UDR Inc.	4.000%	10/1/25	4,850	5,044
UDR Inc.	2.950%	9/1/26	4,800	4,605
Ventas Realty LP	3.100%	1/15/23	1,200	1,203
Ventas Realty LP	3.125%	6/15/23	1,500	1,502
Ventas Realty LP	3.750%	5/1/24	3,400	3,491
Ventas Realty LP	3.500%	2/1/25	5,890	5,900
Ventas Realty LP	4.125%	1/15/26	3,491	3,605
Ventas Realty LP	3.250%	10/15/26	6,125	5,950
VEREIT Operating Partnership LP	4.600%	2/6/24	4,375	4,594
VEREIT Operating Partnership LP	4.875%	6/1/26	8,200	8,805
VEREIT Operating Partnership LP	3.950%	8/15/27	7,400	7,368
Washington Prime Group LP	5.950%	8/15/24	6,700	6,845
Washington REIT	3.950%	10/15/22	750	775
Weingarten Realty Investors	3.375%	10/15/22	3,525	3,584
Weingarten Realty Investors	3.500%	4/15/23	2,275	2,289

Weingarten Realty Investors	4.450%	1/15/24	150	157
Weingarten Realty Investors	3.850%	6/1/25	3,500	3,536
Welltower Inc.	3.750%	3/15/23	11,139	11,588
Welltower Inc.	4.500%	1/15/24	1,695	1,819
Welltower Inc.	4.000%	6/1/25	16,463	17,165
Welltower Inc.	4.250%	4/1/26	6,100	6,437
WP Carey Inc.	4.600%	4/1/24	4,175	4,372
WP Carey Inc.	4.000%	2/1/25	1,990	1,996
WP Carey Inc.	4.250%	10/1/26	1,175	1,191
				4,882,094
Industrial (25.1%)
Basic Industry (1.1%)
Agrium Inc.	3.150%	10/1/22	7,341	7,491
Agrium Inc.	3.500%	6/1/23	9,073	9,332
Agrium Inc.	3.375%	3/15/25	7,045	7,087
Air Products & Chemicals Inc.	2.750%	2/3/23	1,900	1,896
Air Products & Chemicals Inc.	3.350%	7/31/24	2,800	2,882
Airgas Inc.	3.650%	7/15/24	1,850	1,925
Albemarle Corp.	4.150%	12/1/24	4,165	4,415
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	9,350	10,008
BHP Billiton Finance USA Ltd.	6.420%	3/1/26	500	611
Braskem Finance Ltd.	6.450%	2/3/24	6,200	6,983
Celanese US Holdings LLC	4.625%	11/15/22	3,000	3,236
Celulosa Arauco y Constitucion SA	4.500%	8/1/24	2,000	2,108
Cytec Industries Inc.	3.500%	4/1/23	2,673	2,766
Dow Chemical Co.	3.000%	11/15/22	13,893	14,161
Dow Chemical Co.	3.500%	10/1/24	6,970	7,165
Eastman Chemical Co.	3.800%	3/15/25	6,802	7,028
Ecolab Inc.	3.250%	1/14/23	2,025	2,086
Ecolab Inc.	2.700%	11/1/26	9,740	9,356
EI du Pont de Nemours & Co.	2.800%	2/15/23	10,775	10,880
Fibria Overseas Finance Ltd.	5.250%	5/12/24	4,000	4,301
Fibria Overseas Finance Ltd.	5.500%	1/17/27	3,775	3,992
FMC Corp.	4.100%	2/1/24	2,924	2,992
Georgia-Pacific LLC	8.000%	1/15/24	3,750	4,823
Georgia-Pacific LLC	7.375%	12/1/25	1,679	2,148
Goldcorp Inc.	3.700%	3/15/23	11,178	11,619
HB Fuller Co.	4.000%	2/15/27	1,047	988
International Flavors & Fragrances Inc.	3.200%	5/1/23	1,525	1,544
International Paper Co.	3.650%	6/15/24	9,720	10,063
International Paper Co.	3.800%	1/15/26	8,451	8,691
International Paper Co.	3.000%	2/15/27	1,650	1,602
LYB International Finance BV	4.000%	7/15/23	6,395	6,769
LYB International Finance II BV	3.500%	3/2/27	8,547	8,536
LyondellBasell Industries NV	5.750%	4/15/24	12,925	14,799
Methanex Corp.	4.250%	12/1/24	3,500	3,473
Monsanto Co.	2.200%	7/15/22	2,150	2,089
Monsanto Co.	3.375%	7/15/24	5,598	5,670
Monsanto Co.	2.850%	4/15/25	8,300	8,072
Mosaic Co.	4.250%	11/15/23	10,050	10,431
NewMarket Corp.	4.100%	12/15/22	315	327
Nucor Corp.	4.000%	8/1/23	8,535	9,023
Packaging Corp. of America	4.500%	11/1/23	11,410	12,279
Packaging Corp. of America	3.650%	9/15/24	3,050	3,108
Potash Corp. of Saskatchewan Inc.	3.625%	3/15/24	4,750	4,838
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	4,075	3,960
Potash Corp. of Saskatchewan Inc.	4.000%	12/15/26	9,655	10,038

Praxair Inc.	2.700%	2/21/23	1,250	1,255
Praxair Inc.	2.650%	2/5/25	1,950	1,914
Praxair Inc.	3.200%	1/30/26	4,775	4,875
Reliance Steel & Aluminum Co.	4.500%	4/15/23	2,340	2,478
Rio Tinto Finance USA Ltd.	3.750%	6/15/25	10,200	10,720
RPM International Inc.	3.450%	11/15/22	2,900	3,032
RPM International Inc.	3.750%	3/15/27	2,950	2,989
Sherwin-Williams Co.	3.125%	6/1/24	5,800	5,828
Sherwin-Williams Co.	3.450%	8/1/25	3,300	3,326
Sherwin-Williams Co.	3.950%	1/15/26	2,950	3,065
Sherwin-Williams Co.	3.450%	6/1/27	4,140	4,162
Southern Copper Corp.	3.500%	11/8/22	1,500	1,541
Southern Copper Corp.	3.875%	4/23/25	7,175	7,432
Vale Overseas Ltd.	6.250%	8/10/26	20,550	23,365
Westlake Chemical Corp.	3.600%	8/15/26	13,620	13,647
5 WestRock Co.	3.000%	9/15/24	1,200	1,196
5 WestRock Co.	3.375%	9/15/27	2,700	2,688
WestRock RKT Co.	4.000%	3/1/23	6,535	6,881
Weyerhaeuser Co.	4.625%	9/15/23	5,040	5,505
Weyerhaeuser Co.	8.500%	1/15/25	600	787
Yamana Gold Inc.	4.950%	7/15/24	3,105	3,179
Capital Goods (1.9%)
3M Co.	2.250%	3/15/23	5,500	5,473
3M Co.	3.000%	8/7/25	2,100	2,110
3M Co.	2.250%	9/19/26	6,050	5,731
3M Co.	2.875%	10/15/27	6,000	5,965
Allegion plc	5.875%	9/15/23	2,000	2,163
Allegion US Holding Co. Inc.	3.200%	10/1/24	3,400	3,371
Allegion US Holding Co. Inc.	3.550%	10/1/27	950	941
Bemis Co. Inc.	3.100%	9/15/26	2,000	1,943
Boeing Co.	1.875%	6/15/23	5,000	4,878
Boeing Co.	7.950%	8/15/24	387	509
Boeing Co.	2.850%	10/30/24	4,095	4,139
Boeing Co.	2.500%	3/1/25	1,092	1,069
Boeing Co.	2.600%	10/30/25	3,400	3,362
Boeing Co.	2.250%	6/15/26	1,400	1,341
Boeing Co.	2.800%	3/1/27	3,100	3,081
Carlisle Cos. Inc.	3.750%	11/15/22	2,650	2,714
Caterpillar Financial Services Corp.	2.625%	3/1/23	2,049	2,046
Caterpillar Financial Services Corp.	3.750%	11/24/23	5,374	5,687
Caterpillar Financial Services Corp.	3.300%	6/9/24	1,250	1,286
Caterpillar Financial Services Corp.	3.250%	12/1/24	2,183	2,240
Caterpillar Financial Services Corp.	2.400%	8/9/26	3,535	3,381
Caterpillar Inc.	3.400%	5/15/24	14,306	14,917
Crane Co.	4.450%	12/15/23	3,040	3,192
Dover Corp.	3.150%	11/15/25	4,014	4,085
Eaton Corp.	2.750%	11/2/22	14,444	14,509
Eaton Corp.	3.103%	9/15/27	5,600	5,509
Embraer Netherlands Finance BV	5.050%	6/15/25	11,574	12,361
Embraer Netherlands Finance BV	5.400%	2/1/27	5,275	5,711
5 Embraer Overseas Ltd.	5.696%	9/16/23	4,500	4,887
Emerson Electric Co.	2.625%	2/15/23	4,275	4,281
Emerson Electric Co.	3.150%	6/1/25	3,300	3,371
Flowserve Corp.	4.000%	11/15/23	2,000	2,045
Fortive Corp.	3.150%	6/15/26	8,475	8,434
Fortune Brands Home & Security Inc.	4.000%	6/15/25	3,950	4,103

General Dynamics Corp.	2.250%	11/15/22	4,793	4,783
General Dynamics Corp.	1.875%	8/15/23	9,640	9,367
General Dynamics Corp.	2.375%	11/15/24	6,500	6,387
General Dynamics Corp.	2.125%	8/15/26	4,525	4,238
General Electric Capital Corp.	3.100%	1/9/23	13,283	13,824
General Electric Co.	2.700%	10/9/22	30,375	30,826
General Electric Co.	3.375%	3/11/24	6,570	6,841
General Electric Co.	3.450%	5/15/24	5,746	5,997
Harris Corp.	3.832%	4/27/25	7,633	7,937
Hexcel Corp.	4.700%	8/15/25	1,500	1,596
Hexcel Corp.	3.950%	2/15/27	3,645	3,715
Honeywell International Inc.	3.350%	12/1/23	2,180	2,278
Honeywell International Inc.	2.500%	11/1/26	13,350	12,758
Hubbell Inc.	3.350%	3/1/26	3,368	3,404
Hubbell Inc.	3.150%	8/15/27	2,700	2,697
Illinois Tool Works Inc.	3.500%	3/1/24	8,650	9,042
Illinois Tool Works Inc.	2.650%	11/15/26	13,155	12,827
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	7,187	7,735
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	5,100	5,267
John Deere Capital Corp.	2.800%	1/27/23	3,456	3,519
John Deere Capital Corp.	2.800%	3/6/23	7,969	8,088
John Deere Capital Corp.	3.350%	6/12/24	7,000	7,227
John Deere Capital Corp.	2.650%	6/24/24	3,100	3,080
John Deere Capital Corp.	3.400%	9/11/25	2,300	2,385
John Deere Capital Corp.	2.650%	6/10/26	5,014	4,894
John Deere Capital Corp.	2.800%	9/8/27	6,800	6,676
Johnson Controls International plc	3.625%	7/2/24	2,725	2,821
Johnson Controls International plc	3.900%	2/14/26	6,525	6,846
L3 Technologies Inc.	3.950%	5/28/24	1,436	1,502
L3 Technologies Inc.	3.850%	12/15/26	6,405	6,609
Leggett & Platt Inc.	3.800%	11/15/24	3,200	3,294
Legrand France SA	8.500%	2/15/25	2,700	3,484
Lennox International Inc.	3.000%	11/15/23	2,550	2,541
Lockheed Martin Corp.	3.100%	1/15/23	5,545	5,702
Lockheed Martin Corp.	2.900%	3/1/25	5,316	5,283
Lockheed Martin Corp.	3.550%	1/15/26	18,423	19,006
Martin Marietta Materials Inc.	4.250%	7/2/24	2,790	2,927
Martin Marietta Materials Inc.	3.450%	6/1/27	4,575	4,536
Masco Corp.	4.450%	4/1/25	4,950	5,260
Masco Corp.	4.375%	4/1/26	5,040	5,330
Mohawk Industries Inc.	3.850%	2/1/23	6,487	6,740
Northrop Grumman Corp.	3.250%	8/1/23	13,843	14,255
Northrop Grumman Corp.	3.200%	2/1/27	3,400	3,407
Northrop Grumman Systems Corp.	7.875%	3/1/26	525	690
Owens Corning	4.200%	12/15/22	5,225	5,539
Owens Corning	4.200%	12/1/24	3,250	3,417
Owens Corning	3.400%	8/15/26	6,360	6,262
Parker-Hannifin Corp.	3.300%	11/21/24	4,550	4,671
5 Parker-Hannifin Corp.	3.250%	3/1/27	7,895	7,931
Precision Castparts Corp.	2.500%	1/15/23	9,100	9,111
Precision Castparts Corp.	3.250%	6/15/25	12,398	12,617
Raytheon Co.	2.500%	12/15/22	9,775	9,839
Raytheon Co.	3.150%	12/15/24	2,905	2,945
Republic Services Inc.	4.750%	5/15/23	1,575	1,739
Republic Services Inc.	3.200%	3/15/25	10,076	10,153
Republic Services Inc.	2.900%	7/1/26	1,125	1,100
Rockwell Automation Inc.	2.875%	3/1/25	773	765

Rockwell Collins Inc.	3.700%	12/15/23	2,510	2,614
Rockwell Collins Inc.	3.200%	3/15/24	8,450	8,566
Rockwell Collins Inc.	3.500%	3/15/27	11,980	12,140
Roper Technologies Inc.	3.125%	11/15/22	3,165	3,210
Roper Technologies Inc.	3.850%	12/15/25	1,575	1,623
Roper Technologies Inc.	3.800%	12/15/26	10,700	11,007
Snap-on Inc.	3.250%	3/1/27	2,575	2,606
Spirit AeroSystems Inc.	3.850%	6/15/26	4,000	4,008
Stanley Black & Decker Inc.	2.900%	11/1/22	3,440	3,480
Textron Inc.	4.300%	3/1/24	2,500	2,647
Textron Inc.	3.875%	3/1/25	2,150	2,223
Textron Inc.	4.000%	3/15/26	3,770	3,906
Textron Inc.	3.650%	3/15/27	1,600	1,603
Timken Co.	3.875%	9/1/24	3,150	3,175
United Technologies Corp.	2.800%	5/4/24	11,275	11,286
United Technologies Corp.	2.650%	11/1/26	9,725	9,363
United Technologies Corp.	3.125%	5/4/27	5,150	5,113
Vulcan Materials Co.	4.500%	4/1/25	3,300	3,506
Wabtec Corp.	3.450%	11/15/26	6,380	6,270
Waste Management Inc.	2.400%	5/15/23	4,825	4,766
Waste Management Inc.	3.500%	5/15/24	4,010	4,165
Waste Management Inc.	3.125%	3/1/25	6,836	6,918
Xylem Inc.	3.250%	11/1/26	4,575	4,556
Communication (3.4%)
21st Century Fox America Inc.	4.000%	10/1/23	2,475	2,620
21st Century Fox America Inc.	3.700%	9/15/24	3,825	3,974
21st Century Fox America Inc.	3.700%	10/15/25	5,250	5,399
21st Century Fox America Inc.	3.375%	11/15/26	1,600	1,600
Activision Blizzard Inc.	3.400%	9/15/26	11,225	11,352
Activision Blizzard Inc.	3.400%	6/15/27	2,200	2,212
American Tower Corp.	3.500%	1/31/23	11,270	11,626
American Tower Corp.	5.000%	2/15/24	9,228	10,170
American Tower Corp.	4.000%	6/1/25	10,335	10,681
American Tower Corp.	4.400%	2/15/26	4,825	5,097
American Tower Corp.	3.375%	10/15/26	3,270	3,223
American Tower Corp.	3.125%	1/15/27	2,275	2,178
American Tower Corp.	3.550%	7/15/27	1,750	1,725
AT&T Inc.	2.625%	12/1/22	13,796	13,645
AT&T Inc.	2.850%	2/14/23	16,200	16,100
AT&T Inc.	3.600%	2/17/23	23,427	24,102
AT&T Inc.	3.800%	3/1/24	9,000	9,261
AT&T Inc.	3.900%	3/11/24	1,161	1,199
AT&T Inc.	4.450%	4/1/24	16,179	17,177
AT&T Inc.	3.400%	8/14/24	26,900	26,893
AT&T Inc.	3.950%	1/15/25	12,902	13,244
AT&T Inc.	3.400%	5/15/25	44,407	43,808
AT&T Inc.	4.125%	2/17/26	23,843	24,473
AT&T Inc.	4.250%	3/1/27	18,498	19,027
AT&T Inc.	3.900%	8/14/27	46,150	46,210
CBS Corp.	2.500%	2/15/23	3,600	3,537
CBS Corp.	3.700%	8/15/24	8,295	8,506
CBS Corp.	3.500%	1/15/25	5,500	5,584
CBS Corp.	4.000%	1/15/26	5,500	5,679
CBS Corp.	2.900%	1/15/27	6,075	5,736
CC Holdings GS V LLC / Crown Castle GS III
Corp.	3.849%	4/15/23	8,760	9,139

Charter Communications Operating LLC /
Charter Communications Operating Capital	4.908%	7/23/25	42,575	45,426
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	7,728	10,248
Comcast Corp.	2.850%	1/15/23	6,155	6,241
Comcast Corp.	2.750%	3/1/23	10,766	10,845
Comcast Corp.	3.000%	2/1/24	11,225	11,358
Comcast Corp.	3.600%	3/1/24	8,848	9,269
Comcast Corp.	3.375%	2/15/25	11,960	12,259
Comcast Corp.	3.375%	8/15/25	11,656	11,974
Comcast Corp.	3.150%	3/1/26	16,957	16,977
Comcast Corp.	2.350%	1/15/27	13,885	12,939
Comcast Corp.	3.300%	2/1/27	14,425	14,582
Crown Castle International Corp.	5.250%	1/15/23	16,886	18,656
Crown Castle International Corp.	3.200%	9/1/24	9,800	9,755
Crown Castle International Corp.	4.450%	2/15/26	10,553	11,169
Crown Castle International Corp.	3.700%	6/15/26	9,650	9,711
Crown Castle International Corp.	4.000%	3/1/27	2,750	2,819
Crown Castle International Corp.	3.650%	9/1/27	4,500	4,495
Discovery Communications LLC	2.950%	3/20/23	9,500	9,484
Discovery Communications LLC	3.250%	4/1/23	2,150	2,153
Discovery Communications LLC	3.800%	3/13/24	4,250	4,379
Discovery Communications LLC	3.450%	3/15/25	3,500	3,431
Discovery Communications LLC	4.900%	3/11/26	6,446	6,880
Electronic Arts Inc.	4.800%	3/1/26	4,500	4,977
Grupo Televisa SAB	6.625%	3/18/25	2,100	2,497
Grupo Televisa SAB	4.625%	1/30/26	6,135	6,550
Historic TW Inc.	9.150%	2/1/23	2,500	3,213
Interpublic Group of Cos. Inc.	3.750%	2/15/23	2,750	2,850
Interpublic Group of Cos. Inc.	4.200%	4/15/24	6,640	6,967
5 Moody's Corp.	2.625%	1/15/23	2,700	2,683
Moody's Corp.	4.875%	2/15/24	6,745	7,406
NBCUniversal Media LLC	2.875%	1/15/23	22,882	23,197
Omnicom Group Inc.	3.650%	11/1/24	13,665	13,944
Omnicom Group Inc.	3.600%	4/15/26	7,550	7,598
Pacific Bell Telephone Co.	7.125%	3/15/26	1,250	1,535
RELX Capital Inc.	3.125%	10/15/22	8,507	8,703
Rogers Communications Inc.	3.000%	3/15/23	4,745	4,788
Rogers Communications Inc.	4.100%	10/1/23	9,340	9,942
Rogers Communications Inc.	3.625%	12/15/25	4,650	4,760
Rogers Communications Inc.	2.900%	11/15/26	5,700	5,498
S&P Global Inc.	4.000%	6/15/25	11,700	12,241
S&P Global Inc.	4.400%	2/15/26	6,000	6,450
S&P Global Inc.	2.950%	1/22/27	4,500	4,310
Scripps Networks Interactive Inc.	3.900%	11/15/24	4,400	4,484
Scripps Networks Interactive Inc.	3.950%	6/15/25	4,500	4,561
Telefonica Emisiones SAU	4.570%	4/27/23	6,784	7,386
Telefonica Emisiones SAU	4.103%	3/8/27	13,720	14,043
TELUS Corp.	2.800%	2/16/27	3,050	2,863
Thomson Reuters Corp.	4.300%	11/23/23	5,150	5,492
Thomson Reuters Corp.	3.850%	9/29/24	3,979	4,157
Thomson Reuters Corp.	3.350%	5/15/26	10,100	10,075
Time Warner Cos. Inc.	7.570%	2/1/24	3,000	3,719
Time Warner Entertainment Co. LP	8.375%	3/15/23	5,253	6,524
Time Warner Inc.	4.050%	12/15/23	3,175	3,350
Time Warner Inc.	3.550%	6/1/24	4,950	5,020
Time Warner Inc.	3.600%	7/15/25	13,255	13,287

Time Warner Inc.	3.875%	1/15/26	7,525	7,637
Time Warner Inc.	2.950%	7/15/26	530	500
Time Warner Inc.	3.800%	2/15/27	19,352	19,331
Verizon Communications Inc.	2.450%	11/1/22	10,391	10,305
Verizon Communications Inc.	5.150%	9/15/23	51,119	57,349
Verizon Communications Inc.	4.150%	3/15/24	16,560	17,516
Verizon Communications Inc.	3.500%	11/1/24	26,027	26,528
5 Verizon Communications Inc.	3.376%	2/15/25	33,206	33,372
Verizon Communications Inc.	2.625%	8/15/26	19,900	18,650
Verizon Communications Inc.	4.125%	3/16/27	29,650	30,927
Viacom Inc.	4.250%	9/1/23	10,450	10,700
Viacom Inc.	3.875%	4/1/24	10,279	10,280
Viacom Inc.	3.450%	10/4/26	3,515	3,356
Vodafone Group plc	2.950%	2/19/23	13,473	13,651
Walt Disney Co.	2.350%	12/1/22	7,182	7,173
Walt Disney Co.	3.150%	9/17/25	7,000	7,137
Walt Disney Co.	3.000%	2/13/26	9,133	9,184
Walt Disney Co.	1.850%	7/30/26	9,170	8,436
Walt Disney Co.	2.950%	6/15/27	4,000	3,982
WPP Finance 2010	3.750%	9/19/24	6,848	7,007
Consumer Cyclical (3.1%)
Advance Auto Parts Inc.	4.500%	12/1/23	3,646	3,804
Alibaba Group Holding Ltd.	3.600%	11/28/24	20,000	20,710
Amazon.com Inc.	2.500%	11/29/22	12,928	13,012
5 Amazon.com Inc.	2.400%	2/22/23	13,500	13,476
5 Amazon.com Inc.	2.800%	8/22/24	14,900	14,999
Amazon.com Inc.	3.800%	12/5/24	9,264	9,860
5 Amazon.com Inc.	3.150%	8/22/27	30,000	30,193
American Honda Finance Corp.	2.900%	2/16/24	5,975	6,034
American Honda Finance Corp.	2.300%	9/9/26	2,300	2,170
Automatic Data Processing Inc.	3.375%	9/15/25	7,430	7,682
AutoNation Inc.	4.500%	10/1/25	3,740	3,937
AutoZone Inc.	2.875%	1/15/23	125	125
AutoZone Inc.	3.125%	7/15/23	3,180	3,215
AutoZone Inc.	3.250%	4/15/25	3,700	3,646
AutoZone Inc.	3.125%	4/21/26	4,000	3,857
AutoZone Inc.	3.750%	6/1/27	6,100	6,117
Bed Bath & Beyond Inc.	3.749%	8/1/24	1,925	1,919
Block Financial LLC	5.500%	11/1/22	4,450	4,845
Block Financial LLC	5.250%	10/1/25	4,450	4,801
BorgWarner Inc.	3.375%	3/15/25	2,950	2,966
Coach Inc.	4.250%	4/1/25	5,000	5,138
Coach Inc.	4.125%	7/15/27	2,600	2,613
Costco Wholesale Corp.	2.750%	5/18/24	10,341	10,351
Costco Wholesale Corp.	3.000%	5/18/27	8,800	8,812
Cummins Inc.	3.650%	10/1/23	2,989	3,141
CVS Health Corp.	2.750%	12/1/22	11,496	11,526
CVS Health Corp.	4.750%	12/1/22	2,400	2,619
CVS Health Corp.	4.000%	12/5/23	9,353	9,912
CVS Health Corp.	3.375%	8/12/24	9,625	9,773
CVS Health Corp.	3.875%	7/20/25	26,107	27,215
CVS Health Corp.	2.875%	6/1/26	17,682	17,037
Darden Restaurants Inc.	3.850%	5/1/27	4,050	4,124
Delphi Automotive plc	4.250%	1/15/26	5,000	5,314
Delphi Corp.	4.150%	3/15/24	6,516	6,908
Dollar General Corp.	3.250%	4/15/23	4,495	4,581

Dollar General Corp.	4.150%	11/1/25	6,912	7,334
Dollar General Corp.	3.875%	4/15/27	4,250	4,412
DR Horton Inc.	4.750%	2/15/23	2,500	2,706
DR Horton Inc.	5.750%	8/15/23	3,600	4,086
eBay Inc.	2.600%	7/15/22	1,655	1,647
eBay Inc.	2.750%	1/30/23	5,000	4,994
eBay Inc.	3.450%	8/1/24	6,825	6,906
eBay Inc.	3.600%	6/5/27	7,500	7,431
Expedia Inc.	4.500%	8/15/24	3,610	3,814
Expedia Inc.	5.000%	2/15/26	6,495	7,062
Ford Motor Co.	4.346%	12/8/26	12,875	13,381
Ford Motor Credit Co. LLC	3.096%	5/4/23	5,250	5,199
Ford Motor Credit Co. LLC	4.375%	8/6/23	9,950	10,467
Ford Motor Credit Co. LLC	3.810%	1/9/24	10,100	10,274
Ford Motor Credit Co. LLC	3.664%	9/8/24	12,150	12,150
Ford Motor Credit Co. LLC	4.134%	8/4/25	14,013	14,343
Ford Motor Credit Co. LLC	4.389%	1/8/26	10,685	11,078
General Motors Co.	4.875%	10/2/23	19,658	21,201
General Motors Co.	4.000%	4/1/25	2,283	2,310
General Motors Financial Co. Inc.	3.700%	5/9/23	12,230	12,430
General Motors Financial Co. Inc.	4.250%	5/15/23	6,396	6,679
General Motors Financial Co. Inc.	3.950%	4/13/24	14,000	14,249
General Motors Financial Co. Inc.	4.000%	1/15/25	9,530	9,672
General Motors Financial Co. Inc.	4.300%	7/13/25	6,821	7,010
General Motors Financial Co. Inc.	5.250%	3/1/26	8,750	9,496
General Motors Financial Co. Inc.	4.000%	10/6/26	7,610	7,614
General Motors Financial Co. Inc.	4.350%	1/17/27	8,670	8,853
Harley-Davidson Inc.	3.500%	7/28/25	6,400	6,543
Harman International Industries Inc.	4.150%	5/15/25	2,600	2,682
Home Depot Inc.	2.700%	4/1/23	7,475	7,561
Home Depot Inc.	3.750%	2/15/24	9,225	9,764
Home Depot Inc.	3.350%	9/15/25	11,682	12,033
Home Depot Inc.	3.000%	4/1/26	15,477	15,507
Home Depot Inc.	2.125%	9/15/26	7,900	7,377
Home Depot Inc.	2.800%	9/14/27	5,800	5,698
Hyatt Hotels Corp.	3.375%	7/15/23	2,025	2,053
Hyatt Hotels Corp.	4.850%	3/15/26	3,643	3,966
JD.com Inc.	3.875%	4/29/26	2,000	2,002
Kohl's Corp.	3.250%	2/1/23	3,460	3,396
Kohl's Corp.	4.750%	12/15/23	2,250	2,356
Kohl's Corp.	4.250%	7/17/25	5,150	5,227
Lear Corp.	5.375%	3/15/24	1,464	1,560
Lear Corp.	5.250%	1/15/25	6,000	6,425
Lear Corp.	3.800%	9/15/27	3,200	3,189
Lowe's Cos. Inc.	3.875%	9/15/23	6,950	7,418
Lowe's Cos. Inc.	3.125%	9/15/24	2,461	2,514
Lowe's Cos. Inc.	3.375%	9/15/25	13,605	13,989
Lowe's Cos. Inc.	2.500%	4/15/26	8,925	8,543
Lowe's Cos. Inc.	3.100%	5/3/27	14,575	14,499
Macy's Retail Holdings Inc.	2.875%	2/15/23	11,038	10,365
Macy's Retail Holdings Inc.	4.375%	9/1/23	3,495	3,497
Macy's Retail Holdings Inc.	3.625%	6/1/24	5,545	5,295
Magna International Inc.	3.625%	6/15/24	8,000	8,299
Magna International Inc.	4.150%	10/1/25	5,500	5,857
Marriott International Inc.	3.750%	3/15/25	2,500	2,575
Marriott International Inc.	3.750%	10/1/25	1,335	1,372
Marriott International Inc.	3.125%	6/15/26	8,575	8,453

Mastercard Inc.	3.375%	4/1/24	8,480	8,832
Mastercard Inc.	2.950%	11/21/26	10,550	10,547
McDonald's Corp.	3.375%	5/26/25	6,587	6,757
McDonald's Corp.	3.700%	1/30/26	15,578	16,231
McDonald's Corp.	3.500%	3/1/27	12,300	12,634
NIKE Inc.	2.250%	5/1/23	2,623	2,603
NIKE Inc.	2.375%	11/1/26	7,525	7,111
Nordstrom Inc.	4.000%	3/15/27	3,400	3,373
O'Reilly Automotive Inc.	3.850%	6/15/23	3,675	3,835
O'Reilly Automotive Inc.	3.550%	3/15/26	3,262	3,245
O'Reilly Automotive Inc.	3.600%	9/1/27	6,430	6,396
Priceline Group Inc.	2.750%	3/15/23	4,700	4,678
Priceline Group Inc.	3.650%	3/15/25	6,850	7,024
Priceline Group Inc.	3.600%	6/1/26	6,470	6,574
QVC Inc.	5.125%	7/2/22	535	568
QVC Inc.	4.375%	3/15/23	4,100	4,241
QVC Inc.	4.850%	4/1/24	7,725	8,046
QVC Inc.	4.450%	2/15/25	1,265	1,284
Royal Caribbean Cruises Ltd.	5.250%	11/15/22	5,700	6,327
Starbucks Corp.	3.850%	10/1/23	7,920	8,501
Starbucks Corp.	2.450%	6/15/26	3,600	3,456
Target Corp.	3.500%	7/1/24	7,436	7,743
Target Corp.	2.500%	4/15/26	9,208	8,787
TJX Cos. Inc.	2.500%	5/15/23	4,475	4,453
TJX Cos. Inc.	2.250%	9/15/26	8,590	7,976
Toyota Motor Credit Corp.	2.625%	1/10/23	3,280	3,297
Toyota Motor Credit Corp.	2.250%	10/18/23	5,500	5,394
Toyota Motor Credit Corp.	2.900%	4/17/24	6,250	6,324
Toyota Motor Credit Corp.	3.200%	1/11/27	6,820	6,933
Visa Inc.	2.800%	12/14/22	20,399	20,851
Visa Inc.	3.150%	12/14/25	39,300	40,123
Visa Inc.	2.750%	9/15/27	5,600	5,479
Wal-Mart Stores Inc.	2.550%	4/11/23	20,281	20,485
Wal-Mart Stores Inc.	3.300%	4/22/24	18,193	19,030
Walgreens Boots Alliance Inc.	3.800%	11/18/24	19,276	19,940
Walgreens Boots Alliance Inc.	3.450%	6/1/26	22,910	22,734
Wyndham Worldwide Corp.	3.900%	3/1/23	7,125	7,117
Wyndham Worldwide Corp.	5.100%	10/1/25	2,790	2,922
Wyndham Worldwide Corp.	4.500%	4/1/27	2,000	2,029
Consumer Noncyclical (6.3%)
Abbott Laboratories	3.250%	4/15/23	5,810	5,930
Abbott Laboratories	3.400%	11/30/23	21,875	22,519
Abbott Laboratories	2.950%	3/15/25	6,025	5,940
Abbott Laboratories	3.875%	9/15/25	2,265	2,353
Abbott Laboratories	3.750%	11/30/26	28,995	29,756
AbbVie Inc.	2.900%	11/6/22	24,948	25,297
AbbVie Inc.	3.200%	11/6/22	9,925	10,176
AbbVie Inc.	2.850%	5/14/23	10,217	10,267
AbbVie Inc.	3.600%	5/14/25	28,913	29,919
AbbVie Inc.	3.200%	5/14/26	23,751	23,744
Actavis Inc.	3.250%	10/1/22	15,692	16,097
Agilent Technologies Inc.	3.200%	10/1/22	3,275	3,315
Agilent Technologies Inc.	3.875%	7/15/23	6,545	6,764
Agilent Technologies Inc.	3.050%	9/22/26	2,500	2,384
Allergan Funding SCS	3.850%	6/15/24	13,825	14,402
Allergan Funding SCS	3.800%	3/15/25	37,700	39,002

Allergan Inc.	2.800%	3/15/23	4,450	4,447
Altria Group Inc.	2.950%	5/2/23	4,150	4,209
Altria Group Inc.	4.000%	1/31/24	13,460	14,306
Altria Group Inc.	2.625%	9/16/26	4,060	3,900
AmerisourceBergen Corp.	3.400%	5/15/24	4,900	5,030
AmerisourceBergen Corp.	3.250%	3/1/25	3,875	3,915
Amgen Inc.	2.250%	8/19/23	8,150	7,937
Amgen Inc.	3.625%	5/22/24	12,550	13,085
Amgen Inc.	3.125%	5/1/25	8,435	8,481
Amgen Inc.	2.600%	8/19/26	10,715	10,275
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	10,897	10,956
Anheuser-Busch InBev Finance Inc.	3.300%	2/1/23	55,515	57,535
Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	12,713	13,354
Anheuser-Busch InBev Finance Inc.	3.650%	2/1/26	101,873	105,397
Archer-Daniels-Midland Co.	2.500%	8/11/26	9,118	8,736
AstraZeneca plc	3.375%	11/16/25	13,216	13,405
AstraZeneca plc	3.125%	6/12/27	7,200	7,082
5 BAT Capital Corp.	3.222%	8/15/24	21,904	21,901
5 BAT Capital Corp.	3.557%	8/15/27	34,900	35,051
Baxalta Inc.	4.000%	6/23/25	18,388	19,279
Baxter International Inc.	2.600%	8/15/26	5,717	5,440
Beam Suntory Inc.	3.250%	6/15/23	500	502
Becton Dickinson & Co.	3.875%	5/15/24	1,231	1,285
Becton Dickinson & Co.	3.363%	6/6/24	13,650	13,739
Becton Dickinson & Co.	3.734%	12/15/24	17,447	17,868
Becton Dickinson & Co.	3.700%	6/6/27	20,800	21,030
Biogen Inc.	4.050%	9/15/25	18,985	20,242
Boston Scientific Corp.	4.125%	10/1/23	3,906	4,144
Boston Scientific Corp.	3.850%	5/15/25	4,550	4,729
Bristol-Myers Squibb Co.	7.150%	6/15/23	425	528
Bristol-Myers Squibb Co.	3.250%	11/1/23	1,000	1,039
Bristol-Myers Squibb Co.	3.250%	2/27/27	6,270	6,406
Bunge Ltd. Finance Corp.	3.250%	8/15/26	6,012	5,794
Bunge Ltd. Finance Corp.	3.750%	9/25/27	5,500	5,485
Campbell Soup Co.	3.300%	3/19/25	900	909
Cardinal Health Inc.	3.200%	3/15/23	3,000	3,046
Cardinal Health Inc.	3.079%	6/15/24	9,570	9,642
Cardinal Health Inc.	3.750%	9/15/25	3,325	3,449
Cardinal Health Inc.	3.410%	6/15/27	12,565	12,592
Catholic Health Initiatives Colorado GO	2.950%	11/1/22	4,000	3,896
Celgene Corp.	4.000%	8/15/23	5,350	5,724
Celgene Corp.	3.625%	5/15/24	10,492	10,906
Celgene Corp.	3.875%	8/15/25	22,580	23,819
Church & Dwight Co. Inc.	3.150%	8/1/27	2,250	2,227
Clorox Co.	3.500%	12/15/24	5,000	5,156
Clorox Co.	3.100%	10/1/27	2,300	2,288
Coca-Cola Bottling Co. Consolidated	3.800%	11/25/25	5,420	5,521
Coca-Cola Co.	2.500%	4/1/23	8,184	8,237
Coca-Cola Co.	3.200%	11/1/23	10,560	10,984
Coca-Cola Co.	2.875%	10/27/25	14,500	14,595
Coca-Cola Co.	2.550%	6/1/26	2,000	1,955
Coca-Cola Co.	2.250%	9/1/26	12,350	11,748
Coca-Cola Co.	2.900%	5/25/27	4,500	4,487
Coca-Cola Femsa SAB de CV	3.875%	11/26/23	7,900	8,322
Colgate-Palmolive Co.	1.950%	2/1/23	5,000	4,912
Colgate-Palmolive Co.	2.100%	5/1/23	3,432	3,372
Colgate-Palmolive Co.	3.250%	3/15/24	4,610	4,772

Conagra Brands Inc.	3.250%	9/15/22	2,525	2,582
Conagra Brands Inc.	3.200%	1/25/23	5,183	5,263
Constellation Brands Inc.	4.250%	5/1/23	15,150	16,249
Constellation Brands Inc.	4.750%	11/15/24	3,700	4,056
Constellation Brands Inc.	4.750%	12/1/25	2,617	2,876
Constellation Brands Inc.	3.700%	12/6/26	6,000	6,148
Constellation Brands Inc.	3.500%	5/9/27	4,000	4,058
CR Bard Inc.	3.000%	5/15/26	4,050	3,979
Danaher Corp.	3.350%	9/15/25	4,375	4,532
Diageo Capital plc	2.625%	4/29/23	8,610	8,702
Dignity Health California GO	3.125%	11/1/22	1,833	1,848
Dignity Health California GO	3.812%	11/1/24	3,000	3,097
Dr Pepper Snapple Group Inc.	3.130%	12/15/23	9,700	9,889
Dr Pepper Snapple Group Inc.	3.400%	11/15/25	1,900	1,926
Dr Pepper Snapple Group Inc.	2.550%	9/15/26	2,600	2,445
Dr Pepper Snapple Group Inc.	3.430%	6/15/27	600	602
5 Dr Pepper Snapple Group Inc.	3.430%	6/15/27	2,425	2,428
Eli Lilly & Co.	2.750%	6/1/25	7,095	7,079
Eli Lilly & Co.	3.100%	5/15/27	7,550	7,604
Estee Lauder Cos. Inc.	3.150%	3/15/27	6,100	6,198
Express Scripts Holding Co.	3.000%	7/15/23	15,116	15,112
Express Scripts Holding Co.	3.500%	6/15/24	7,940	8,052
Express Scripts Holding Co.	4.500%	2/25/26	16,986	18,156
Express Scripts Holding Co.	3.400%	3/1/27	14,258	14,039
Flowers Foods Inc.	3.500%	10/1/26	1,600	1,570
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	1,950	1,933
General Mills Inc.	3.650%	2/15/24	2,359	2,448
General Mills Inc.	3.200%	2/10/27	5,700	5,648
Gilead Sciences Inc.	2.500%	9/1/23	10,072	10,004
Gilead Sciences Inc.	3.700%	4/1/24	19,433	20,461
Gilead Sciences Inc.	3.500%	2/1/25	17,035	17,701
Gilead Sciences Inc.	3.650%	3/1/26	24,618	25,625
Gilead Sciences Inc.	2.950%	3/1/27	10,217	10,123
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	6,295	6,396
Hasbro Inc.	3.500%	9/15/27	4,000	3,962
Hershey Co.	2.625%	5/1/23	1,250	1,260
Hershey Co.	3.200%	8/21/25	1,900	1,929
Hershey Co.	2.300%	8/15/26	4,563	4,291
Ingredion Inc.	3.200%	10/1/26	4,330	4,256
JM Smucker Co.	3.500%	3/15/25	9,275	9,487
Johnson & Johnson	2.050%	3/1/23	9,150	9,037
Johnson & Johnson	3.375%	12/5/23	6,865	7,285
Johnson & Johnson	2.450%	3/1/26	16,525	16,224
Johnson & Johnson	2.950%	3/3/27	8,800	8,906
Kaiser Foundation Hospitals	3.150%	5/1/27	5,025	5,057
Kellogg Co.	2.650%	12/1/23	6,900	6,813
Kellogg Co.	3.250%	4/1/26	7,475	7,468
Kimberly-Clark Corp.	2.400%	6/1/23	1,625	1,611
Kimberly-Clark Corp.	3.050%	8/15/25	2,400	2,424
Kimberly-Clark Corp.	2.750%	2/15/26	4,835	4,773
Kraft Heinz Foods Co.	3.950%	7/15/25	16,588	17,076
Kraft Heinz Foods Co.	3.000%	6/1/26	19,586	18,755
Laboratory Corp. of America Holdings	4.000%	11/1/23	2,175	2,329
Laboratory Corp. of America Holdings	3.250%	9/1/24	5,100	5,114
Laboratory Corp. of America Holdings	3.600%	2/1/25	8,675	8,829
Laboratory Corp. of America Holdings	3.600%	9/1/27	3,000	3,016
McCormick & Co. Inc.	3.400%	8/15/27	13,000	13,028

McKesson Corp.	2.700%	12/15/22	4,450	4,445
McKesson Corp.	2.850%	3/15/23	545	544
McKesson Corp.	3.796%	3/15/24	10,480	10,989
Mead Johnson Nutrition Co.	4.125%	11/15/25	6,880	7,386
Medtronic Global Holdings SCA	3.350%	4/1/27	9,671	9,890
Medtronic Inc.	2.750%	4/1/23	2,950	2,976
Medtronic Inc.	3.625%	3/15/24	7,400	7,783
Medtronic Inc.	3.500%	3/15/25	40,204	41,854
Merck & Co. Inc.	2.800%	5/18/23	15,410	15,770
Merck & Co. Inc.	2.750%	2/10/25	22,052	22,105
Molson Coors Brewing Co.	3.000%	7/15/26	20,580	19,969
Mylan Inc.	4.200%	11/29/23	4,875	5,050
Mylan NV	3.950%	6/15/26	17,880	18,138
Newell Brands Inc.	3.850%	4/1/23	19,397	20,413
Newell Brands Inc.	4.000%	12/1/24	6,480	6,765
Newell Brands Inc.	3.900%	11/1/25	3,751	3,863
Newell Brands Inc.	4.200%	4/1/26	17,965	18,891
Novartis Capital Corp.	3.400%	5/6/24	18,510	19,340
Novartis Capital Corp.	3.000%	11/20/25	15,566	15,775
Novartis Capital Corp.	3.100%	5/17/27	4,020	4,072
PepsiCo Inc.	2.750%	3/1/23	13,025	13,292
PepsiCo Inc.	3.600%	3/1/24	3,545	3,737
PepsiCo Inc.	2.750%	4/30/25	13,537	13,488
PepsiCo Inc.	3.500%	7/17/25	6,970	7,268
PepsiCo Inc.	2.850%	2/24/26	3,650	3,627
PepsiCo Inc.	2.375%	10/6/26	13,535	12,930
Perrigo Finance Unlimited Co.	3.900%	12/15/24	6,767	6,889
Perrigo Finance Unlimited Co.	4.375%	3/15/26	11,375	11,700
Pfizer Inc.	3.000%	6/15/23	6,843	7,055
Pfizer Inc.	5.800%	8/12/23	250	294
Pfizer Inc.	3.400%	5/15/24	6,025	6,319
Pfizer Inc.	2.750%	6/3/26	17,905	17,750
Pfizer Inc.	3.000%	12/15/26	14,600	14,724
Philip Morris International Inc.	2.625%	3/6/23	4,760	4,758
Philip Morris International Inc.	2.125%	5/10/23	4,400	4,268
Philip Morris International Inc.	3.600%	11/15/23	4,875	5,128
Philip Morris International Inc.	3.250%	11/10/24	9,812	9,972
Philip Morris International Inc.	3.375%	8/11/25	7,695	7,856
Philip Morris International Inc.	2.750%	2/25/26	6,625	6,458
Philip Morris International Inc.	3.125%	8/17/27	1,665	1,669
Procter & Gamble Co.	3.100%	8/15/23	7,789	8,092
Procter & Gamble Co.	2.700%	2/2/26	5,733	5,685
Procter & Gamble Co.	2.450%	11/3/26	8,050	7,766
Providence St. Joseph Health Obligated
Group	2.746%	10/1/26	1,675	1,605
Quest Diagnostics Inc.	4.250%	4/1/24	2,600	2,774
Quest Diagnostics Inc.	3.500%	3/30/25	1,950	1,958
Quest Diagnostics Inc.	3.450%	6/1/26	7,325	7,410
Reynolds American Inc.	4.850%	9/15/23	3,750	4,118
Reynolds American Inc.	4.450%	6/12/25	22,903	24,480
Shire Acquisitions Investments Ireland DAC	2.875%	9/23/23	24,579	24,380
Shire Acquisitions Investments Ireland DAC	3.200%	9/23/26	25,235	24,869
SSM Health Care Corp.	3.823%	6/1/27	2,900	2,988
Stryker Corp.	3.375%	5/15/24	4,625	4,772
Stryker Corp.	3.375%	11/1/25	6,516	6,646
Stryker Corp.	3.500%	3/15/26	6,230	6,384
Sysco Corp.	3.750%	10/1/25	5,000	5,177

Sysco Corp.	3.300%	7/15/26	6,715	6,754
Sysco Corp.	3.250%	7/15/27	7,150	7,124
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	10,024	9,696
Teva Pharmaceutical Finance Netherlands III
BV	2.800%	7/21/23	27,246	25,970
Teva Pharmaceutical Finance Netherlands III
BV	3.150%	10/1/26	31,100	28,579
The Kroger Co.	3.850%	8/1/23	8,450	8,747
The Kroger Co.	4.000%	2/1/24	6,706	6,936
The Kroger Co.	2.650%	10/15/26	10,766	9,832
The Kroger Co.	3.700%	8/1/27	3,225	3,172
Thermo Fisher Scientific Inc.	3.150%	1/15/23	5,475	5,586
Thermo Fisher Scientific Inc.	3.000%	4/15/23	14,520	14,754
Thermo Fisher Scientific Inc.	4.150%	2/1/24	10,445	11,105
Thermo Fisher Scientific Inc.	3.650%	12/15/25	4,250	4,404
Thermo Fisher Scientific Inc.	2.950%	9/19/26	10,730	10,495
Thermo Fisher Scientific Inc.	3.200%	8/15/27	5,500	5,438
Tyson Foods Inc.	3.950%	8/15/24	15,431	16,223
Tyson Foods Inc.	3.550%	6/2/27	11,720	11,879
Unilever Capital Corp.	2.600%	5/5/24	15,500	15,348
Unilever Capital Corp.	3.100%	7/30/25	2,675	2,704
Unilever Capital Corp.	2.000%	7/28/26	5,700	5,251
Whirlpool Corp.	4.000%	3/1/24	2,925	3,090
Whirlpool Corp.	3.700%	5/1/25	2,975	3,072
Whole Foods Market Inc.	5.200%	12/3/25	8,500	9,761
Wyeth LLC	7.250%	3/1/23	1,000	1,227
Wyeth LLC	6.450%	2/1/24	5,750	6,980
Zimmer Biomet Holdings Inc.	3.550%	4/1/25	18,005	18,178
Zoetis Inc.	3.250%	2/1/23	14,473	14,942
Zoetis Inc.	4.500%	11/13/25	3,270	3,598
Zoetis Inc.	3.000%	9/12/27	7,500	7,409
Energy (4.2%)
Anadarko Petroleum Corp.	3.450%	7/15/24	7,075	6,993
Anadarko Petroleum Corp.	5.550%	3/15/26	12,220	13,628
Andeavor	5.375%	10/1/22	500	514
5 Andeavor	4.750%	12/15/23	11,800	12,715
Andeavor	5.125%	4/1/24	2,560	2,704
5 Andeavor	5.125%	12/15/26	8,975	9,828
Apache Corp.	2.625%	1/15/23	1,250	1,224
Boardwalk Pipelines LP	3.375%	2/1/23	2,037	2,019
Boardwalk Pipelines LP	4.950%	12/15/24	4,730	5,016
Boardwalk Pipelines LP	5.950%	6/1/26	6,090	6,799
Boardwalk Pipelines LP	4.450%	7/15/27	3,600	3,670
BP Capital Markets plc	2.500%	11/6/22	14,464	14,440
BP Capital Markets plc	2.750%	5/10/23	19,663	19,628
BP Capital Markets plc	3.994%	9/26/23	6,800	7,278
BP Capital Markets plc	3.216%	11/28/23	6,375	6,490
BP Capital Markets plc	3.814%	2/10/24	7,727	8,123
BP Capital Markets plc	3.224%	4/14/24	9,857	10,041
BP Capital Markets plc	3.535%	11/4/24	5,680	5,879
BP Capital Markets plc	3.506%	3/17/25	11,959	12,333
BP Capital Markets plc	3.119%	5/4/26	13,950	13,937
BP Capital Markets plc	3.017%	1/16/27	4,990	4,900
BP Capital Markets plc	3.588%	4/14/27	3,090	3,175
BP Capital Markets plc	3.279%	9/19/27	13,900	13,859
Buckeye Partners LP	4.150%	7/1/23	4,850	5,014

Buckeye Partners LP	4.350%	10/15/24	315	325
Buckeye Partners LP	3.950%	12/1/26	6,025	5,923
Canadian Natural Resources Ltd.	2.950%	1/15/23	9,175	9,139
Canadian Natural Resources Ltd.	3.800%	4/15/24	5,695	5,806
Canadian Natural Resources Ltd.	3.900%	2/1/25	1,791	1,833
Canadian Natural Resources Ltd.	3.850%	6/1/27	17,250	17,453
Cenovus Energy Inc.	3.800%	9/15/23	3,100	3,116
5 Cenovus Energy Inc.	4.250%	4/15/27	13,971	13,866
Chevron Corp.	2.355%	12/5/22	19,820	19,772
Chevron Corp.	2.566%	5/16/23	4,052	4,063
Chevron Corp.	3.191%	6/24/23	22,805	23,610
Chevron Corp.	2.895%	3/3/24	9,250	9,337
Chevron Corp.	3.326%	11/17/25	7,114	7,309
Chevron Corp.	2.954%	5/16/26	18,192	18,110
Cimarex Energy Co.	4.375%	6/1/24	7,090	7,497
Cimarex Energy Co.	3.900%	5/15/27	7,300	7,418
Columbia Pipeline Group Inc.	4.500%	6/1/25	7,575	8,099
Concho Resources Inc.	4.375%	1/15/25	1,000	1,053
Concho Resources Inc.	3.750%	10/1/27	3,000	3,015
ConocoPhillips Co.	2.400%	12/15/22	16,348	16,108
ConocoPhillips Co.	3.350%	11/15/24	10,700	10,970
ConocoPhillips Co.	4.950%	3/15/26	11,750	13,231
Devon Energy Corp.	5.850%	12/15/25	5,680	6,542
Dominion Energy Gas Holdings LLC	3.550%	11/1/23	6,791	6,976
Dominion Energy Gas Holdings LLC	3.600%	12/15/24	25	26
Enable Midstream Partners LP	3.900%	5/15/24	4,450	4,446
Enable Midstream Partners LP	4.400%	3/15/27	6,800	6,908
Enbridge Energy Partners LP	5.875%	10/15/25	4,625	5,272
Enbridge Inc.	2.900%	7/15/22	2,100	2,117
Enbridge Inc.	4.000%	10/1/23	2,050	2,146
Enbridge Inc.	3.500%	6/10/24	6,630	6,711
Enbridge Inc.	4.250%	12/1/26	8,950	9,419
Enbridge Inc.	3.700%	7/15/27	6,200	6,290
4 Enbridge Inc.	6.000%	1/15/77	4,000	4,246
4 Enbridge Inc.	5.500%	7/15/77	4,000	4,076
Energy Transfer LP	3.600%	2/1/23	10,233	10,364
Energy Transfer LP	4.900%	2/1/24	4,000	4,267
Energy Transfer LP	4.050%	3/15/25	11,950	12,062
Energy Transfer LP	4.750%	1/15/26	5,957	6,259
Energy Transfer LP	4.200%	4/15/27	2,500	2,527
EnLink Midstream Partners LP	4.400%	4/1/24	7,686	7,900
EnLink Midstream Partners LP	4.150%	6/1/25	3,475	3,496
EnLink Midstream Partners LP	4.850%	7/15/26	6,030	6,325
Enterprise Products Operating LLC	3.350%	3/15/23	16,259	16,688
Enterprise Products Operating LLC	3.900%	2/15/24	5,800	6,079
Enterprise Products Operating LLC	3.750%	2/15/25	15,441	15,960
Enterprise Products Operating LLC	3.700%	2/15/26	3,422	3,503
4 Enterprise Products Operating LLC	5.250%	8/16/77	4,050	4,085
EOG Resources Inc.	2.625%	3/15/23	8,955	8,888
EOG Resources Inc.	3.150%	4/1/25	3,745	3,737
EOG Resources Inc.	4.150%	1/15/26	7,540	7,971
EQT Corp.	3.000%	10/1/22	2,800	2,804
EQT Corp.	3.900%	10/1/27	2,000	1,991
EQT Midstream Partners LP	4.000%	8/1/24	3,300	3,352
EQT Midstream Partners LP	4.125%	12/1/26	950	951
Exxon Mobil Corp.	2.726%	3/1/23	18,380	18,643
Exxon Mobil Corp.	3.176%	3/15/24	2,200	2,276

Exxon Mobil Corp.	2.709%	3/6/25	12,400	12,380
Exxon Mobil Corp.	3.043%	3/1/26	21,372	21,774
Halliburton Co.	3.500%	8/1/23	7,671	7,881
Halliburton Co.	3.800%	11/15/25	20,020	20,521
Helmerich & Payne International Drilling Co.	4.650%	3/15/25	5,010	5,314
Hess Corp.	3.500%	7/15/24	1,500	1,469
Hess Corp.	4.300%	4/1/27	10,150	10,054
HollyFrontier Corp.	5.875%	4/1/26	8,800	9,566
Husky Energy Inc.	4.000%	4/15/24	7,905	8,098
Kerr-McGee Corp.	6.950%	7/1/24	3,950	4,732
Kinder Morgan Energy Partners LP	3.450%	2/15/23	6,550	6,609
Kinder Morgan Energy Partners LP	3.500%	9/1/23	10,985	11,063
Kinder Morgan Energy Partners LP	4.150%	2/1/24	5,575	5,752
Kinder Morgan Energy Partners LP	4.300%	5/1/24	10,749	11,158
Kinder Morgan Energy Partners LP	4.250%	9/1/24	4,950	5,141
Kinder Morgan Inc.	3.150%	1/15/23	7,835	7,870
Kinder Morgan Inc.	4.300%	6/1/25	7,393	7,744
Magellan Midstream Partners LP	5.000%	3/1/26	6,771	7,540
Marathon Oil Corp.	2.800%	11/1/22	7,760	7,561
Marathon Oil Corp.	3.850%	6/1/25	13,330	13,283
Marathon Oil Corp.	4.400%	7/15/27	7,500	7,617
Marathon Petroleum Corp.	3.625%	9/15/24	6,372	6,470
MPLX LP	4.500%	7/15/23	14,418	15,299
MPLX LP	4.875%	12/1/24	12,857	13,858
MPLX LP	4.000%	2/15/25	6,750	6,744
MPLX LP	4.875%	6/1/25	14,028	15,029
MPLX LP	4.125%	3/1/27	7,415	7,561
National Fuel Gas Co.	3.750%	3/1/23	4,525	4,629
National Fuel Gas Co.	5.200%	7/15/25	2,337	2,498
National Fuel Gas Co.	3.950%	9/15/27	2,250	2,222
National Oilwell Varco Inc.	2.600%	12/1/22	15,368	14,986
Noble Energy Inc.	3.900%	11/15/24	7,395	7,555
Occidental Petroleum Corp.	2.700%	2/15/23	8,350	8,381
Occidental Petroleum Corp.	3.500%	6/15/25	4,738	4,849
Occidental Petroleum Corp.	3.400%	4/15/26	18,230	18,687
Occidental Petroleum Corp.	3.000%	2/15/27	1,875	1,846
Oceaneering International Inc.	4.650%	11/15/24	3,425	3,406
ONEOK Inc.	7.500%	9/1/23	3,990	4,780
ONEOK Inc.	4.000%	7/13/27	2,600	2,624
ONEOK Partners LP	3.375%	10/1/22	10,084	10,186
ONEOK Partners LP	5.000%	9/15/23	2,050	2,212
ONEOK Partners LP	4.900%	3/15/25	4,550	4,895
Phillips 66 Partners LP	3.605%	2/15/25	4,925	4,906
Phillips 66 Partners LP	3.550%	10/1/26	5,500	5,382
Pioneer Natural Resources Co.	3.950%	7/15/22	1,678	1,763
Pioneer Natural Resources Co.	4.450%	1/15/26	3,850	4,079
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	2,115	2,124
Plains All American Pipeline LP / PAA
Finance Corp.	3.850%	10/15/23	4,746	4,740
Plains All American Pipeline LP / PAA
Finance Corp.	3.600%	11/1/24	11,145	10,816
Plains All American Pipeline LP / PAA
Finance Corp.	4.650%	10/15/25	8,875	9,130
Plains All American Pipeline LP / PAA
Finance Corp.	4.500%	12/15/26	6,300	6,393

Regency Energy Partners LP / Regency
Energy Finance Corp.	5.000%	10/1/22	4,600	4,974
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.500%	4/15/23	3,530	3,635
Regency Energy Partners LP / Regency
Energy Finance Corp.	4.500%	11/1/23	9,445	9,905
Sabine Pass Liquefaction LLC	5.625%	4/15/23	11,759	13,052
Sabine Pass Liquefaction LLC	5.750%	5/15/24	23,150	25,783
Sabine Pass Liquefaction LLC	5.625%	3/1/25	18,000	19,868
Sabine Pass Liquefaction LLC	5.875%	6/30/26	18,700	20,921
Sabine Pass Liquefaction LLC	5.000%	3/15/27	11,250	12,009
Sasol Financing International plc	4.500%	11/14/22	6,450	6,701
Schlumberger Investment SA	3.650%	12/1/23	16,005	16,980
Shell International Finance BV	2.250%	1/6/23	11,205	11,103
Shell International Finance BV	3.400%	8/12/23	6,265	6,543
Shell International Finance BV	3.250%	5/11/25	18,645	19,057
Shell International Finance BV	2.875%	5/10/26	17,697	17,595
Shell International Finance BV	2.500%	9/12/26	17,005	16,390
Spectra Energy Capital LLC	3.300%	3/15/23	3,475	3,484
Spectra Energy Partners LP	4.750%	3/15/24	10,700	11,625
Spectra Energy Partners LP	3.500%	3/15/25	2,725	2,739
Spectra Energy Partners LP	3.375%	10/15/26	1,899	1,883
Suncor Energy Inc.	3.600%	12/1/24	6,345	6,536
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	2,525	2,521
Sunoco Logistics Partners Operations LP	4.250%	4/1/24	5,116	5,271
Sunoco Logistics Partners Operations LP	5.950%	12/1/25	5,700	6,413
Sunoco Logistics Partners Operations LP	3.900%	7/15/26	6,000	5,945
Sunoco Logistics Partners Operations LP	4.000%	10/1/27	3,500	3,466
TC PipeLines LP	3.900%	5/25/27	5,000	4,963
5 TechnipFMC plc	3.450%	10/1/22	3,225	3,194
5 Texas Eastern Transmission LP	2.800%	10/15/22	50	50
Total Capital Canada Ltd.	2.750%	7/15/23	9,275	9,379
Total Capital International SA	2.700%	1/25/23	11,090	11,192
Total Capital International SA	3.700%	1/15/24	9,866	10,401
Total Capital International SA	3.750%	4/10/24	9,474	9,999
TransCanada PipeLines Ltd.	3.750%	10/16/23	6,450	6,799
TransCanada PipeLines Ltd.	4.875%	1/15/26	6,875	7,705
Transcontinental Gas Pipe Line Co. LLC	7.850%	2/1/26	380	490
Valero Energy Corp.	3.650%	3/15/25	4,200	4,307
Valero Energy Corp.	3.400%	9/15/26	12,440	12,266
Valero Energy Partners LP	4.375%	12/15/26	4,450	4,576
Western Gas Partners LP	3.950%	6/1/25	6,800	6,811
Western Gas Partners LP	4.650%	7/1/26	5,514	5,774
Williams Partners LP	4.500%	11/15/23	3,000	3,190
Williams Partners LP	4.300%	3/4/24	8,977	9,432
Williams Partners LP	3.900%	1/15/25	13,440	13,684
Williams Partners LP	4.000%	9/15/25	12,161	12,441
Williams Partners LP	3.750%	6/15/27	12,300	12,276
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	10,995	11,490
Other Industrial (0.1%)
CBRE Services Inc.	5.000%	3/15/23	5,688	5,873
CBRE Services Inc.	5.250%	3/15/25	5,300	5,811
CBRE Services Inc.	4.875%	3/1/26	4,460	4,801
Cintas Corp. No 2	3.700%	4/1/27	7,175	7,458
Fluor Corp.	3.500%	12/15/24	6,070	6,232

Howard Hughes Medical Institute Revenue	3.500%	9/1/23	10,976	11,371
Technology (4.2%)
Adobe Systems Inc.	3.250%	2/1/25	8,955	9,182
Alphabet Inc.	3.375%	2/25/24	9,670	10,136
Alphabet Inc.	1.998%	8/15/26	15,494	14,555
Altera Corp.	4.100%	11/15/23	8,360	9,038
Amphenol Corp.	3.200%	4/1/24	2,950	2,970
Analog Devices Inc.	2.875%	6/1/23	6,316	6,261
Analog Devices Inc.	3.125%	12/5/23	5,035	5,106
Analog Devices Inc.	3.900%	12/15/25	4,925	5,152
Analog Devices Inc.	3.500%	12/5/26	9,485	9,594
Apple Inc.	2.850%	2/23/23	14,091	14,378
Apple Inc.	2.400%	5/3/23	50,169	50,053
Apple Inc.	3.000%	2/9/24	15,425	15,771
Apple Inc.	3.450%	5/6/24	23,585	24,714
Apple Inc.	2.850%	5/11/24	19,200	19,438
Apple Inc.	2.500%	2/9/25	13,919	13,713
Apple Inc.	3.200%	5/13/25	17,810	18,241
Apple Inc.	3.250%	2/23/26	28,820	29,536
Apple Inc.	2.450%	8/4/26	15,750	15,149
Apple Inc.	3.350%	2/9/27	21,673	22,298
Apple Inc.	3.200%	5/11/27	18,605	18,923
Apple Inc.	3.000%	6/20/27	9,000	8,997
Apple Inc.	2.900%	9/12/27	18,000	17,856
Applied Materials Inc.	3.900%	10/1/25	6,350	6,761
Applied Materials Inc.	3.300%	4/1/27	10,935	11,147
Arrow Electronics Inc.	4.500%	3/1/23	2,824	2,973
Arrow Electronics Inc.	3.250%	9/8/24	4,000	3,942
Arrow Electronics Inc.	4.000%	4/1/25	2,345	2,371
Autodesk Inc.	3.600%	12/15/22	1,700	1,753
Autodesk Inc.	4.375%	6/15/25	2,300	2,441
Autodesk Inc.	3.500%	6/15/27	4,400	4,388
Avnet Inc.	4.875%	12/1/22	3,725	3,926
Avnet Inc.	4.625%	4/15/26	4,370	4,510
Baidu Inc.	3.500%	11/28/22	3,975	4,087
Baidu Inc.	4.125%	6/30/25	4,000	4,200
Baidu Inc.	3.625%	7/6/27	5,475	5,480
5 Broadcom Corp. / Broadcom Cayman Finance
Ltd.	3.625%	1/15/24	26,775	27,489
5 Broadcom Corp. / Broadcom Cayman Finance
Ltd.	3.875%	1/15/27	45,010	46,251
Broadridge Financial Solutions Inc.	3.400%	6/27/26	3,770	3,732
CA Inc.	4.700%	3/15/27	3,200	3,305
Cadence Design Systems Inc.	4.375%	10/15/24	2,275	2,370
Cisco Systems Inc.	2.600%	2/28/23	5,200	5,275
Cisco Systems Inc.	2.200%	9/20/23	3,480	3,427
Cisco Systems Inc.	3.625%	3/4/24	9,255	9,816
Cisco Systems Inc.	2.950%	2/28/26	12,425	12,514
Cisco Systems Inc.	2.500%	9/20/26	13,503	13,065
5 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	5.450%	6/15/23	33,830	36,904
5 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	6.020%	6/15/26	40,533	44,883
DXC Technology Co.	4.250%	4/15/24	8,700	9,170
DXC Technology Co.	4.750%	4/15/27	5,015	5,363
Equifax Inc.	3.300%	12/15/22	4,395	4,379

Fidelity National Information Services Inc.	4.500%	10/15/22	2,490	2,683
Fidelity National Information Services Inc.	3.500%	4/15/23	6,727	6,920
Fidelity National Information Services Inc.	3.875%	6/5/24	3,613	3,777
Fidelity National Information Services Inc.	5.000%	10/15/25	5,816	6,477
Fidelity National Information Services Inc.	3.000%	8/15/26	15,112	14,659
Fiserv Inc.	3.500%	10/1/22	2,323	2,397
Fiserv Inc.	3.850%	6/1/25	10,900	11,375
Flex Ltd.	5.000%	2/15/23	3,932	4,257
Flex Ltd.	4.750%	6/15/25	4,500	4,869
Hewlett Packard Enterprise Co.	4.400%	10/15/22	15,576	16,584
Hewlett Packard Enterprise Co.	4.900%	10/15/25	22,520	23,816
Intel Corp.	2.700%	12/15/22	14,510	14,725
Intel Corp.	2.875%	5/11/24	11,750	11,857
Intel Corp.	3.700%	7/29/25	22,150	23,471
Intel Corp.	2.600%	5/19/26	2,165	2,118
Intel Corp.	3.150%	5/11/27	13,065	13,245
International Business Machines Corp.	2.875%	11/9/22	11,745	11,952
International Business Machines Corp.	3.375%	8/1/23	11,680	12,144
International Business Machines Corp.	3.625%	2/12/24	21,592	22,644
International Business Machines Corp.	3.450%	2/19/26	11,781	12,159
International Business Machines Corp.	3.300%	1/27/27	4,220	4,273
Juniper Networks Inc.	4.500%	3/15/24	2,900	3,083
Juniper Networks Inc.	4.350%	6/15/25	2,025	2,116
Keysight Technologies Inc.	4.550%	10/30/24	4,850	5,113
Keysight Technologies Inc.	4.600%	4/6/27	6,000	6,305
KLA-Tencor Corp.	4.650%	11/1/24	10,890	11,801
Lam Research Corp.	3.800%	3/15/25	4,000	4,101
Maxim Integrated Products Inc.	3.375%	3/15/23	3,575	3,629
Maxim Integrated Products Inc.	3.450%	6/15/27	5,250	5,278
Microsoft Corp.	2.650%	11/3/22	11,680	11,878
Microsoft Corp.	2.125%	11/15/22	6,958	6,898
Microsoft Corp.	2.375%	5/1/23	7,171	7,175
Microsoft Corp.	2.000%	8/8/23	14,940	14,604
Microsoft Corp.	3.625%	12/15/23	11,400	12,122
Microsoft Corp.	2.875%	2/6/24	26,805	27,338
Microsoft Corp.	2.700%	2/12/25	20,791	20,869
Microsoft Corp.	3.125%	11/3/25	25,180	25,872
Microsoft Corp.	2.400%	8/8/26	35,975	34,679
Microsoft Corp.	3.300%	2/6/27	35,000	36,156
Motorola Solutions Inc.	3.500%	3/1/23	6,980	7,009
Motorola Solutions Inc.	4.000%	9/1/24	8,450	8,612
NetApp Inc.	3.300%	9/29/24	3,600	3,590
NVIDIA Corp.	3.200%	9/16/26	8,850	8,793
Oracle Corp.	2.500%	10/15/22	27,200	27,348
Oracle Corp.	3.625%	7/15/23	6,080	6,451
Oracle Corp.	2.400%	9/15/23	24,405	24,238
Oracle Corp.	3.400%	7/8/24	20,484	21,373
Oracle Corp.	2.950%	5/15/25	10,885	10,971
Oracle Corp.	2.650%	7/15/26	31,881	31,136
Pitney Bowes Inc.	4.625%	3/15/24	4,220	4,079
QUALCOMM Inc.	2.600%	1/30/23	13,975	14,013
QUALCOMM Inc.	2.900%	5/20/24	18,295	18,379
QUALCOMM Inc.	3.450%	5/20/25	15,262	15,723
QUALCOMM Inc.	3.250%	5/20/27	17,900	18,042
Seagate HDD Cayman	4.750%	6/1/23	8,650	8,737
5 Seagate HDD Cayman	4.875%	3/1/24	4,975	4,900
Seagate HDD Cayman	4.750%	1/1/25	7,355	7,171

Seagate HDD Cayman	4.875%	6/1/27	6,125	5,773
Tech Data Corp.	4.950%	2/15/27	4,550	4,683
Texas Instruments Inc.	2.250%	5/1/23	2,025	2,000
Texas Instruments Inc.	2.625%	5/15/24	2,500	2,491
Total System Services Inc.	3.750%	6/1/23	7,775	7,956
Total System Services Inc.	4.800%	4/1/26	7,905	8,592
Trimble Navigation Ltd.	4.750%	12/1/24	1,650	1,768
Tyco Electronics Group SA	3.450%	8/1/24	3,200	3,300
Tyco Electronics Group SA	3.700%	2/15/26	3,147	3,265
Tyco Electronics Group SA	3.125%	8/15/27	5,000	4,947
Verisk Analytics Inc.	4.000%	6/15/25	9,534	9,909
VMware Inc.	3.900%	8/21/27	11,600	11,729
Xerox Corp.	3.625%	3/15/23	5,500	5,449
Xerox Corp.	3.800%	5/15/24	2,450	2,424
Xilinx Inc.	2.950%	6/1/24	6,725	6,719
Transportation (0.8%)
4 American Airlines 2013-1 Class A Pass
Through Trust	4.000%	1/15/27	2,740	2,845
4 American Airlines 2013-2 Class A Pass
Through Trust	4.950%	7/15/24	8,736	9,313
4 American Airlines 2015-1 Class A Pass
Through Trust	3.375%	11/1/28	2,712	2,722
4 American Airlines 2015-1 Class B Pass
Through Trust	3.700%	11/1/24	2,541	2,548
4 American Airlines 2017-1B Class B Pass
Through Trust	4.950%	2/15/25	2,350	2,432
4 BNSF Funding Trust I	6.613%	12/15/55	100	114
Burlington Northern Santa Fe LLC	3.000%	3/15/23	7,996	8,176
Burlington Northern Santa Fe LLC	3.850%	9/1/23	7,960	8,504
Burlington Northern Santa Fe LLC	3.750%	4/1/24	9,383	9,941
Burlington Northern Santa Fe LLC	3.400%	9/1/24	8,867	9,208
Burlington Northern Santa Fe LLC	3.000%	4/1/25	6,037	6,104
Burlington Northern Santa Fe LLC	3.650%	9/1/25	4,975	5,236
Burlington Northern Santa Fe LLC	7.000%	12/15/25	5,870	7,451
Burlington Northern Santa Fe LLC	3.250%	6/15/27	275	281
Canadian National Railway Co.	2.950%	11/21/24	3,205	3,248
Canadian National Railway Co.	2.750%	3/1/26	3,600	3,559
Canadian Pacific Railway Co.	4.450%	3/15/23	4,680	5,031
Canadian Pacific Railway Co.	2.900%	2/1/25	3,800	3,767
4 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	4,498	4,742
4 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	5,386	5,653
CSX Corp.	3.700%	11/1/23	4,275	4,478
CSX Corp.	3.400%	8/1/24	5,920	6,075
CSX Corp.	3.350%	11/1/25	8,850	9,011
CSX Corp.	2.600%	11/1/26	4,650	4,430
CSX Corp.	3.250%	6/1/27	6,780	6,761
4 Delta Air Lines 2015-1 Class AA Pass
Through Trust	3.625%	7/30/27	937	975
FedEx Corp.	4.000%	1/15/24	5,431	5,793
FedEx Corp.	3.200%	2/1/25	7,250	7,352
FedEx Corp.	3.250%	4/1/26	9,300	9,380
FedEx Corp.	3.300%	3/15/27	4,000	4,018
Kansas City Southern	3.000%	5/15/23	7,550	7,541
Norfolk Southern Corp.	2.903%	2/15/23	5,461	5,539

Norfolk Southern Corp.	3.850%	1/15/24	2,075	2,190
Norfolk Southern Corp.	5.590%	5/17/25	1,339	1,534
Norfolk Southern Corp.	2.900%	6/15/26	3,260	3,217
Norfolk Southern Corp.	7.800%	5/15/27	450	598
Norfolk Southern Corp.	3.150%	6/1/27	2,310	2,309
Southwest Airlines Co.	3.000%	11/15/26	3,270	3,157
4 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	1,379	1,512
Trinity Industries Inc.	4.550%	10/1/24	2,985	3,022
Union Pacific Corp.	4.163%	7/15/22	5,756	6,186
Union Pacific Corp.	2.950%	1/15/23	2,600	2,660
Union Pacific Corp.	2.750%	4/15/23	2,220	2,231
Union Pacific Corp.	3.646%	2/15/24	4,110	4,323
Union Pacific Corp.	3.750%	3/15/24	1,375	1,455
Union Pacific Corp.	3.250%	1/15/25	6,428	6,573
Union Pacific Corp.	3.250%	8/15/25	5,640	5,780
Union Pacific Corp.	2.750%	3/1/26	5,297	5,244
Union Pacific Corp.	3.000%	4/15/27	3,425	3,435
4 United Airlines 2013-1 Class A Pass Through
Trust	4.300%	2/15/27	4,466	4,729
4 United Airlines 2014-1 Class A Pass Through
Trust	4.000%	10/11/27	4,527	4,763
4 United Airlines 2014-2 Class A Pass Through
Trust	3.750%	3/3/28	5,542	5,742
United Parcel Service Inc.	2.450%	10/1/22	15,401	15,485
United Parcel Service Inc.	2.400%	11/15/26	3,100	2,985
4 US Airways 2012-1 Class A Pass Through
Trust	5.900%	4/1/26	428	481
4 US Airways 2013-1 Class A Pass Through
Trust	3.950%	5/15/27	3,383	3,511
4 US Airways Inc. 2012-2 Class A Pass
Through Trust	4.625%	12/3/26	923	987
				8,487,861
Utilities (2.0%)
Electric (1.8%)
5 AEP Texas Inc.	2.400%	10/1/22	2,700	2,684
AEP Transmission Co. LLC	3.100%	12/1/26	3,070	3,076
Alabama Power Co.	3.550%	12/1/23	3,600	3,757
Ameren Corp.	3.650%	2/15/26	2,612	2,676
Ameren Illinois Co.	3.250%	3/1/25	2,700	2,747
American Electric Power Co. Inc.	2.950%	12/15/22	2,620	2,670
Appalachian Power Co.	3.400%	6/1/25	2,000	2,040
Arizona Public Service Co.	3.150%	5/15/25	4,250	4,278
Arizona Public Service Co.	2.950%	9/15/27	2,725	2,699
Baltimore Gas & Electric Co.	3.350%	7/1/23	3,949	4,081
Baltimore Gas & Electric Co.	2.400%	8/15/26	3,300	3,114
Berkshire Hathaway Energy Co.	3.750%	11/15/23	6,525	6,866
Berkshire Hathaway Energy Co.	3.500%	2/1/25	3,811	3,942
Black Hills Corp.	4.250%	11/30/23	798	849
Black Hills Corp.	3.950%	1/15/26	4,150	4,291
Black Hills Corp.	3.150%	1/15/27	1,500	1,457
CenterPoint Energy Houston Electric LLC	2.400%	9/1/26	1,800	1,721
CenterPoint Energy Houston Electric LLC	3.000%	2/1/27	2,250	2,237
Cleco Corporate Holdings LLC	3.743%	5/1/26	8,180	8,239
Cleveland Electric Illuminating Co.	5.500%	8/15/24	250	287
CMS Energy Corp.	3.000%	5/15/26	2,500	2,447
CMS Energy Corp.	3.450%	8/15/27	1,050	1,058

Commonwealth Edison Co.	2.550%	6/15/26	6,650	6,430
Commonwealth Edison Co.	2.950%	8/15/27	3,100	3,081
Connecticut Light & Power Co.	2.500%	1/15/23	5,908	5,895
Connecticut Light & Power Co.	3.200%	3/15/27	2,775	2,799
Consumers Energy Co.	3.375%	8/15/23	2,550	2,652
Delmarva Power & Light Co.	3.500%	11/15/23	4,875	5,069
Dominion Energy Inc.	3.625%	12/1/24	4,355	4,471
Dominion Energy Inc.	3.900%	10/1/25	7,380	7,687
Dominion Energy Inc.	2.850%	8/15/26	3,800	3,643
4 Dominion Energy Inc.	5.750%	10/1/54	4,600	4,941
DTE Electric Co.	3.650%	3/15/24	5,625	5,887
DTE Electric Co.	3.375%	3/1/25	1,675	1,717
DTE Energy Co.	3.850%	12/1/23	2,113	2,210
DTE Energy Co.	3.500%	6/1/24	6,483	6,582
DTE Energy Co.	2.850%	10/1/26	6,875	6,556
DTE Energy Co.	3.800%	3/15/27	5,175	5,331
Duke Energy Carolinas LLC	2.500%	3/15/23	4,400	4,419
Duke Energy Carolinas LLC	2.950%	12/1/26	3,500	3,477
Duke Energy Corp.	3.950%	10/15/23	3,612	3,809
Duke Energy Corp.	3.750%	4/15/24	13,567	14,180
Duke Energy Corp.	2.650%	9/1/26	9,825	9,369
Duke Energy Corp.	3.150%	8/15/27	6,750	6,680
Duke Energy Florida LLC	3.200%	1/15/27	5,000	5,055
Duke Energy Ohio Inc.	3.800%	9/1/23	2,865	3,041
Duke Energy Progress LLC	3.250%	8/15/25	5,019	5,130
Edison International	2.950%	3/15/23	3,500	3,545
Emera US Finance LP	3.550%	6/15/26	11,010	11,089
Enel Americas SA	4.000%	10/25/26	1,000	1,017
Enel Generacion Chile SA	4.250%	4/15/24	765	803
Entergy Arkansas Inc.	3.700%	6/1/24	1,250	1,307
Entergy Arkansas Inc.	3.500%	4/1/26	6,172	6,340
Entergy Corp.	2.950%	9/1/26	7,230	6,958
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	5,970	6,987
Entergy Louisiana LLC	4.050%	9/1/23	5,000	5,357
Entergy Louisiana LLC	5.400%	11/1/24	1,575	1,828
Entergy Louisiana LLC	2.400%	10/1/26	3,615	3,436
Entergy Louisiana LLC	3.120%	9/1/27	2,500	2,510
Eversource Energy	2.800%	5/1/23	2,325	2,339
Eversource Energy	3.150%	1/15/25	3,610	3,625
Exelon Corp.	3.950%	6/15/25	14,961	15,592
Exelon Corp.	3.400%	4/15/26	6,607	6,615
FirstEnergy Corp.	4.250%	3/15/23	7,635	8,066
FirstEnergy Corp.	3.900%	7/15/27	13,465	13,668
Florida Power & Light Co.	2.750%	6/1/23	7,800	7,929
Florida Power & Light Co.	3.250%	6/1/24	2,700	2,788
Florida Power & Light Co.	3.125%	12/1/25	3,150	3,182
Fortis Inc.	3.055%	10/4/26	21,956	21,310
Georgia Power Co.	3.250%	4/1/26	2,875	2,889
Georgia Power Co.	3.250%	3/30/27	1,300	1,296
Gulf Power Co.	3.300%	5/30/27	3,075	3,110
ITC Holdings Corp.	4.050%	7/1/23	900	936
ITC Holdings Corp.	3.650%	6/15/24	5,320	5,449
ITC Holdings Corp.	3.250%	6/30/26	2,325	2,289
Kansas City Power & Light Co.	3.150%	3/15/23	3,140	3,172
Louisville Gas & Electric Co.	3.300%	10/1/25	2,900	2,944
MidAmerican Energy Co.	3.500%	10/15/24	5,870	6,137
MidAmerican Energy Co.	3.100%	5/1/27	575	576

National Rural Utilities Cooperative Finance
Corp.	2.700%	2/15/23	7,850	7,868
National Rural Utilities Cooperative Finance
Corp.	2.950%	2/7/24	6,440	6,470
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	4,850	4,801
National Rural Utilities Cooperative Finance
Corp.	3.250%	11/1/25	3,970	4,025
National Rural Utilities Cooperative Finance
Corp.	3.050%	4/25/27	3,200	3,194
4 National Rural Utilities Cooperative Finance
Corp.	4.750%	4/30/43	2,100	2,161
4 National Rural Utilities Cooperative Finance
Corp.	5.250%	4/20/46	3,575	3,807
NextEra Energy Capital Holdings Inc.	3.550%	5/1/27	7,600	7,797
Northern States Power Co.	2.600%	5/15/23	2,300	2,320
NSTAR Electric Co.	2.375%	10/15/22	2,075	2,062
NSTAR Electric Co.	3.200%	5/15/27	3,700	3,717
Oncor Electric Delivery Co. LLC	2.950%	4/1/25	2,335	2,317
Pacific Gas & Electric Co.	3.250%	6/15/23	3,450	3,561
Pacific Gas & Electric Co.	3.850%	11/15/23	350	370
Pacific Gas & Electric Co.	3.750%	2/15/24	8,263	8,681
Pacific Gas & Electric Co.	3.400%	8/15/24	5,480	5,641
Pacific Gas & Electric Co.	3.500%	6/15/25	5,700	5,893
Pacific Gas & Electric Co.	2.950%	3/1/26	6,337	6,331
PacifiCorp	2.950%	6/1/23	1,500	1,538
PacifiCorp	3.600%	4/1/24	3,575	3,728
PacifiCorp	3.350%	7/1/25	1,925	1,956
Potomac Electric Power Co.	3.600%	3/15/24	250	261
PPL Capital Funding Inc.	3.500%	12/1/22	1,760	1,819
PPL Capital Funding Inc.	3.400%	6/1/23	6,225	6,394
PPL Capital Funding Inc.	3.950%	3/15/24	1,295	1,356
PPL Capital Funding Inc.	3.100%	5/15/26	7,636	7,498
Public Service Co. of New Hampshire	3.500%	11/1/23	1,550	1,604
Public Service Electric & Gas Co.	2.375%	5/15/23	7,879	7,829
Public Service Electric & Gas Co.	3.000%	5/15/25	3,815	3,817
Public Service Electric & Gas Co.	2.250%	9/15/26	3,875	3,647
Public Service Electric & Gas Co.	3.000%	5/15/27	2,000	1,980
Puget Energy Inc.	3.650%	5/15/25	6,015	6,093
San Diego Gas & Electric Co.	3.600%	9/1/23	3,923	4,129
San Diego Gas & Electric Co.	2.500%	5/15/26	4,650	4,487
Scottish Power Ltd.	5.810%	3/15/25	900	1,020
Sierra Pacific Power Co.	3.375%	8/15/23	3,750	3,877
Sierra Pacific Power Co.	2.600%	5/1/26	4,825	4,657
Southern California Edison Co.	3.500%	10/1/23	2,225	2,317
Southern Co.	2.950%	7/1/23	12,850	12,899
Southern Co.	3.250%	7/1/26	15,860	15,665
Southern Power Co.	4.150%	12/1/25	4,200	4,422
Southwestern Electric Power Co.	2.750%	10/1/26	4,000	3,865
Southwestern Public Service Co.	3.300%	6/15/24	2,650	2,726
TransAlta Corp.	4.500%	11/15/22	3,700	3,769
Tucson Electric Power Co.	3.050%	3/15/25	750	736
Union Electric Co.	3.500%	4/15/24	3,625	3,757
Union Electric Co.	2.950%	6/15/27	3,500	3,464
Virginia Electric & Power Co.	2.750%	3/15/23	4,800	4,842
Virginia Electric & Power Co.	3.450%	2/15/24	2,000	2,069
Virginia Electric & Power Co.	3.100%	5/15/25	3,200	3,221

Virginia Electric & Power Co.	3.150%	1/15/26	8,710	8,784
Virginia Electric & Power Co.	2.950%	11/15/26	6,192	6,141
Virginia Electric & Power Co.	3.500%	3/15/27	8,000	8,291
WEC Energy Group Inc.	3.550%	6/15/25	3,225	3,318
Westar Energy Inc.	2.550%	7/1/26	3,835	3,702
Westar Energy Inc.	3.100%	4/1/27	3,142	3,154
Xcel Energy Inc.	3.300%	6/1/25	5,800	5,873
Xcel Energy Inc.	3.350%	12/1/26	4,575	4,620
Natural Gas (0.2%)
Atmos Energy Corp.	3.000%	6/15/27	4,650	4,633
Laclede Gas Co.	3.400%	8/15/23	1,375	1,384
NiSource Finance Corp.	3.490%	5/15/27	8,950	9,064
ONE Gas Inc.	3.610%	2/1/24	1,845	1,920
Sempra Energy	2.875%	10/1/22	4,004	4,024
Sempra Energy	4.050%	12/1/23	6,500	6,845
Sempra Energy	3.750%	11/15/25	5,485	5,623
Sempra Energy	3.250%	6/15/27	7,250	7,141
Southern California Gas Co.	2.600%	6/15/26	11,000	10,678
Southern Co. Gas Capital Corp.	2.450%	10/1/23	2,950	2,883
Southern Co. Gas Capital Corp.	3.875%	11/15/25	1,100	1,135
Southern Co. Gas Capital Corp.	3.250%	6/15/26	1,525	1,485
Other Utility (0.0%)
American Water Capital Corp.	3.850%	3/1/24	2,525	2,665
American Water Capital Corp.	3.400%	3/1/25	6,068	6,265
American Water Capital Corp.	2.950%	9/1/27	2,500	2,487
				686,989
Total Corporate Bonds (Cost $13,834,746)				14,056,944
Sovereign Bonds (5.4%)
Asian Development Bank	2.000%	1/22/25	14,355	14,045
Asian Development Bank	2.125%	3/19/25	2,000	1,966
Asian Development Bank	2.000%	4/24/26	7,000	6,767
Asian Development Bank	1.750%	8/14/26	15,700	14,849
Asian Development Bank	2.625%	1/12/27	9,250	9,358
Asian Development Bank	2.375%	8/10/27	2,100	2,078
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	19,875	19,856
CNOOC Finance 2015 USA LLC	3.500%	5/5/25	17,375	17,684
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	19,650	20,896
Ecopetrol SA	5.875%	9/18/23	14,199	15,779
Ecopetrol SA	4.125%	1/16/25	10,443	10,456
Ecopetrol SA	5.375%	6/26/26	14,415	15,334
Emirates Telecommunications Group Co.
PJSC	3.500%	6/18/24	2,000	2,053
European Investment Bank	3.250%	1/29/24	35,575	37,599
European Investment Bank	2.500%	10/15/24	7,475	7,575
European Investment Bank	1.875%	2/10/25	34,400	33,271
European Investment Bank	2.125%	4/13/26	9,900	9,673
European Investment Bank	2.375%	5/24/27	8,265	8,188
Export-Import Bank of Korea	4.000%	1/14/24	5,100	5,365
Export-Import Bank of Korea	2.875%	1/21/25	13,800	13,445
Export-Import Bank of Korea	3.250%	11/10/25	9,700	9,690
Export-Import Bank of Korea	2.625%	5/26/26	13,000	12,379
Export-Import Bank of Korea	3.250%	8/12/26	4,400	4,382
FMS Wertmanagement AoeR	2.000%	8/1/22	16,695	16,630
Hydro-Quebec	8.050%	7/7/24	8,825	11,428

Inter-American Development Bank	3.000%	10/4/23	13,700	14,307
Inter-American Development Bank	3.000%	2/21/24	28,800	30,045
Inter-American Development Bank	2.125%	1/15/25	20,550	20,278
Inter-American Development Bank	7.000%	6/15/25	4,050	5,216
Inter-American Development Bank	2.000%	6/2/26	5,600	5,403
Inter-American Development Bank	2.375%	7/7/27	19,603	19,436
International Bank for Reconstruction &
Development	1.875%	10/7/22	2,950	2,920
International Bank for Reconstruction &
Development	7.625%	1/19/23	2,807	3,556
International Bank for Reconstruction &
Development	2.125%	2/13/23	175	174
International Bank for Reconstruction &
Development	1.750%	4/19/23	23,500	22,965
International Bank for Reconstruction &
Development	2.500%	11/25/24	47,300	47,877
International Bank for Reconstruction &
Development	2.125%	3/3/25	860	844
International Bank for Reconstruction &
Development	2.500%	7/29/25	35,000	35,289
International Bank for Reconstruction &
Development	8.875%	3/1/26	1,000	1,446
International Bank for Reconstruction &
Development	1.875%	10/27/26	9,950	9,485
International Finance Corp.	2.125%	4/7/26	8,550	8,342
6 Japan Bank for International Cooperation	3.375%	7/31/23	725	759
6 Japan Bank for International Cooperation	3.000%	5/29/24	6,700	6,867
6 Japan Bank for International Cooperation	2.125%	2/10/25	16,000	15,438
6 Japan Bank for International Cooperation	2.500%	5/28/25	1,600	1,587
6 Japan Bank for International Cooperation	2.750%	1/21/26	10,000	10,049
6 Japan Bank for International Cooperation	2.375%	4/20/26	6,000	5,841
6 Japan Bank for International Cooperation	2.250%	11/4/26	30,000	28,769
6 Japan Bank for International Cooperation	2.875%	6/1/27	26,000	26,288
6 Japan Bank for International Cooperation	2.875%	7/21/27	16,000	16,138
6 Japan International Cooperation Agency	2.750%	4/27/27	8,500	8,455
7 KFW	2.000%	10/4/22	29,350	29,199
7 KFW	2.125%	1/17/23	32,675	32,636
7 KFW	2.500%	11/20/24	51,600	52,126
7 KFW	2.000%	5/2/25	18,875	18,427
Korea Development Bank	2.750%	3/19/23	1,500	1,483
Korea Development Bank	3.750%	1/22/24	7,050	7,301
Korea Development Bank	3.000%	1/13/26	10,000	9,803
Korea Development Bank	2.000%	9/12/26	8,250	7,435
7 Landwirtschaftliche Rentenbank	2.000%	1/13/25	14,150	13,780
7 Landwirtschaftliche Rentenbank	2.375%	6/10/25	11,800	11,760
7 Landwirtschaftliche Rentenbank	1.750%	7/27/26	14,925	14,006
North American Development Bank	2.400%	10/26/22	2,500	2,496
4 Oriental Republic of Uruguay	8.000%	11/18/22	4,530	5,527
4 Oriental Republic of Uruguay	4.500%	8/14/24	12,556	13,741
Petroleos Mexicanos	3.500%	1/30/23	30,230	29,746
Petroleos Mexicanos	4.625%	9/21/23	8,250	8,497
Petroleos Mexicanos	4.875%	1/18/24	22,100	22,924
4 Petroleos Mexicanos	2.290%	2/15/24	1,235	1,232
Petroleos Mexicanos	4.250%	1/15/25	8,150	8,087
Petroleos Mexicanos	4.500%	1/23/26	8,050	8,009
Petroleos Mexicanos	6.875%	8/4/26	28,980	32,901
5 Petroleos Mexicanos	6.500%	3/13/27	27,000	29,797

5 Petroleos Mexicanos	6.500%	3/13/27	26,050	28,748
Province of British Columbia	2.000%	10/23/22	12,350	12,189
Province of British Columbia	6.500%	1/15/26	1,935	2,428
Province of British Columbia	2.250%	6/2/26	7,140	6,924
Province of Manitoba	3.050%	5/14/24	13,600	13,888
Province of Manitoba	2.125%	6/22/26	4,000	3,779
Province of Nova Scotia	8.250%	7/30/22	4,700	5,750
Province of Ontario	2.200%	10/3/22	19,000	18,996
Province of Ontario	3.200%	5/16/24	11,150	11,562
Province of Ontario	2.500%	4/27/26	7,500	7,373
Province of Quebec	2.625%	2/13/23	7,205	7,284
Province of Quebec	7.125%	2/9/24	11,125	13,739
Province of Quebec	2.875%	10/16/24	12,550	12,873
Province of Quebec	2.500%	4/20/26	24,000	23,521
Province of Quebec	2.750%	4/12/27	25,000	24,785
Republic of Chile	2.250%	10/30/22	4,825	4,806
Republic of Chile	3.125%	1/21/26	22,063	22,582
4 Republic of Colombia	2.625%	3/15/23	13,825	13,578
Republic of Colombia	4.000%	2/26/24	25,525	26,635
Republic of Colombia	8.125%	5/21/24	6,090	7,804
4 Republic of Colombia	4.500%	1/28/26	10,861	11,605
4 Republic of Colombia	3.875%	4/25/27	11,200	11,353
Republic of Finland	6.950%	2/15/26	695	884
Republic of Hungary	5.375%	2/21/23	29,580	33,351
Republic of Hungary	5.750%	11/22/23	18,183	21,070
Republic of Hungary	5.375%	3/25/24	13,425	15,372
Republic of Italy	6.875%	9/27/23	28,920	34,417
Republic of Korea	3.875%	9/11/23	10,565	11,216
Republic of Korea	5.625%	11/3/25	1,775	2,111
Republic of Korea	2.750%	1/19/27	12,500	12,126
4 Republic of Panama	4.000%	9/22/24	15,080	16,052
4 Republic of Panama	3.750%	3/16/25	14,890	15,560
Republic of Panama	7.125%	1/29/26	8,779	11,307
Republic of Panama	8.875%	9/30/27	3,770	5,504
Republic of Peru	7.350%	7/21/25	18,225	23,888
Republic of Peru	4.125%	8/25/27	3,885	4,312
Republic of Poland	3.000%	3/17/23	13,955	14,286
Republic of Poland	4.000%	1/22/24	22,747	24,481
Republic of Poland	3.250%	4/6/26	16,800	17,241
Republic of the Philippines	4.200%	1/21/24	14,780	16,221
Republic of the Philippines	9.500%	10/21/24	3,400	4,900
Republic of the Philippines	10.625%	3/16/25	10,515	16,075
Republic of the Philippines	5.500%	3/30/26	9,225	11,001
State of Israel	3.150%	6/30/23	9,800	10,129
State of Israel	2.875%	3/16/26	10,000	10,061
Statoil ASA	2.450%	1/17/23	14,402	14,356
Statoil ASA	2.650%	1/15/24	16,769	16,640
Statoil ASA	3.700%	3/1/24	4,125	4,341
Statoil ASA	3.250%	11/10/24	7,062	7,227
United Mexican States	4.000%	10/2/23	50,705	53,572
United Mexican States	3.600%	1/30/25	37,885	38,758
United Mexican States	4.125%	1/21/26	16,850	17,734
United Mexican States	11.500%	5/15/26	500	791
United Mexican States	4.150%	3/28/27	14,825	15,580
Total Sovereign Bonds (Cost $1,802,711)				1,822,199

Taxable Municipal Bonds (0.1%)
Alabama Economic Settlement Authority BP
Settlement Revenue	3.163%	9/15/25	2,300	2,343
California GO	6.650%	3/1/22	3,500	4,055
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.814%	7/1/24	4,000	4,038
Illinois GO	4.950%	6/1/23	8,954	9,278
Oregon GO	5.762%	6/1/23	1,768	1,973
Oregon GO	5.892%	6/1/27	2,900	3,536
Regents of the University of California
Revenue	3.063%	7/1/25	4,500	4,615
South Carolina Public Service Authority
Revenue	2.388%	12/1/23	3,100	2,900
Utah GO	4.554%	7/1/24	9,895	10,828
Utah GO	3.539%	7/1/25	65	69
Wisconsin General Fund Annual Appropriation
Revenue	3.154%	5/1/27	3,300	3,319
8 Wisconsin GO	5.700%	5/1/26	3,245	3,741
Total Taxable Municipal Bonds (Cost $50,483)				50,695
			Shares
Temporary Cash Investment (0.7%)
Money Market Fund (0.7%)
9 Vanguard Market Liquidity Fund (Cost
$241,685)	1.223%		2,416,384	241,687
Total Investments (99.9%) (Cost $33,688,646)				33,767,193
Other Assets and Liabilities-Net (0.1%)				17,360
Net Assets (100%)				33,784,553

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2017, the
aggregate value of these securities was $467,348,000, representing 1.4% of net assets.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Federal Republic of Germany.
8 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal 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.
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 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. 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

Intermediate-Term Bond Index Fund

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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	17,595,668	—
Corporate Bonds	—	14,056,944	—
Sovereign Bonds	—	1,822,199	—
Taxable Municipal Bonds	—	50,695	—
Temporary Cash Investments	241,687	—	—
Total	241,687	33,525,506	—

C. At September 30, 2017, the cost of investment securities for tax purposes was $33,688,646,000. Net unrealized appreciation of investment securities for tax purposes was $78,547,000, consisting of unrealized gains of $339,886,000 on securities that had risen in value since their purchase and $261,339,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Long-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (40.3%)
U.S. Government Securities (38.5%)
United States Treasury Note/Bond	2.250%	2/15/27	615	611
United States Treasury Note/Bond	2.375%	5/15/27	470	472
United States Treasury Note/Bond	2.250%	8/15/27	5,700	5,658
United States Treasury Note/Bond	6.125%	11/15/27	4,341	5,833
United States Treasury Note/Bond	5.500%	8/15/28	18,875	24,567
United States Treasury Note/Bond	5.250%	11/15/28	30,180	38,682
United States Treasury Note/Bond	5.250%	2/15/29	26,706	34,355
United States Treasury Note/Bond	6.125%	8/15/29	21,170	29,347
United States Treasury Note/Bond	6.250%	5/15/30	27,680	39,258
United States Treasury Note/Bond	5.375%	2/15/31	49,255	65,909
United States Treasury Note/Bond	4.500%	2/15/36	33,385	42,915
United States Treasury Note/Bond	4.750%	2/15/37	17,160	22,775
United States Treasury Note/Bond	5.000%	5/15/37	30,274	41,352
United States Treasury Note/Bond	4.375%	2/15/38	36,653	46,549
United States Treasury Note/Bond	4.500%	5/15/38	25,300	32,653
United States Treasury Note/Bond	3.500%	2/15/39	40,667	45,896
United States Treasury Note/Bond	4.250%	5/15/39	52,662	65,843
United States Treasury Note/Bond	4.500%	8/15/39	42,381	54,765
United States Treasury Note/Bond	4.375%	11/15/39	53,480	68,028
United States Treasury Note/Bond	4.625%	2/15/40	73,261	96,384
United States Treasury Note/Bond	4.375%	5/15/40	67,098	85,477
United States Treasury Note/Bond	3.875%	8/15/40	44,805	53,262
United States Treasury Note/Bond	4.250%	11/15/40	32,405	40,643
United States Treasury Note/Bond	4.750%	2/15/41	67,480	90,613
United States Treasury Note/Bond	4.375%	5/15/41	49,545	63,340
United States Treasury Note/Bond	3.750%	8/15/41	76,625	89,507
United States Treasury Note/Bond	3.125%	11/15/41	49,577	52,420
United States Treasury Note/Bond	3.125%	2/15/42	90,302	95,452
United States Treasury Note/Bond	3.000%	5/15/42	21,500	22,232
United States Treasury Note/Bond	2.750%	8/15/42	104,838	103,528
United States Treasury Note/Bond	2.750%	11/15/42	112,313	110,803
United States Treasury Note/Bond	3.125%	2/15/43	109,640	115,602
United States Treasury Note/Bond	2.875%	5/15/43	151,205	152,315
United States Treasury Note/Bond	3.625%	8/15/43	117,700	134,988
United States Treasury Note/Bond	3.750%	11/15/43	129,060	151,222
United States Treasury Note/Bond	3.625%	2/15/44	142,444	163,610
United States Treasury Note/Bond	3.375%	5/15/44	116,587	128,465
United States Treasury Note/Bond	3.125%	8/15/44	118,838	125,318
United States Treasury Note/Bond	3.000%	11/15/44	148,056	152,474
United States Treasury Note/Bond	2.500%	2/15/45	161,767	150,797
United States Treasury Note/Bond	3.000%	5/15/45	149,455	153,798
United States Treasury Note/Bond	2.875%	8/15/45	132,712	133,251
United States Treasury Note/Bond	3.000%	11/15/45	89,750	92,302
United States Treasury Note/Bond	2.500%	2/15/46	128,432	119,402
United States Treasury Note/Bond	2.500%	5/15/46	136,466	126,765
United States Treasury Note/Bond	2.250%	8/15/46	117,279	103,040
United States Treasury Note/Bond	2.875%	11/15/46	145,194	145,602
United States Treasury Note/Bond	3.000%	2/15/47	139,949	143,841

United States Treasury Note/Bond	3.000%	5/15/47	100,309	103,146
United States Treasury Note/Bond	2.750%	8/15/47	132,900	129,951
				4,095,018
Agency Bonds and Notes (1.8%)
1 Federal Home Loan Banks	5.625%	3/14/36	1,000	1,343
1 Federal Home Loan Banks	5.500%	7/15/36	8,215	11,061
2 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	1,890	2,655
2 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	16,260	23,387
2 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	19,207	27,030
2 Federal National Mortgage Assn.	6.250%	5/15/29	16,280	21,945
2 Federal National Mortgage Assn.	7.125%	1/15/30	9,175	13,295
2 Federal National Mortgage Assn.	7.250%	5/15/30	10,025	14,762
2 Federal National Mortgage Assn.	6.625%	11/15/30	9,050	12,824
2 Federal National Mortgage Assn.	5.625%	7/15/37	6,080	8,337
2 Federal National Mortgage Assn.	6.210%	8/6/38	700	1,017
1 Tennessee Valley Authority	7.125%	5/1/30	3,970	5,746
1 Tennessee Valley Authority	4.650%	6/15/35	4,510	5,415
1 Tennessee Valley Authority	5.880%	4/1/36	4,535	6,198
1 Tennessee Valley Authority	5.980%	4/1/36	1,000	1,386
1 Tennessee Valley Authority	6.150%	1/15/38	2,450	3,508
1 Tennessee Valley Authority	5.500%	6/15/38	1,175	1,562
1 Tennessee Valley Authority	5.250%	9/15/39	10,585	13,907
1 Tennessee Valley Authority	4.875%	1/15/48	2,650	3,338
1 Tennessee Valley Authority	5.375%	4/1/56	1,950	2,668
1 Tennessee Valley Authority	4.625%	9/15/60	1,400	1,705
1 Tennessee Valley Authority	4.250%	9/15/65	3,500	3,973
				187,062
Total U.S. Government and Agency Obligations (Cost $4,129,659)				4,282,080
Corporate Bonds (50.7%)
Finance (8.8%)
Banking (4.9%)
American Express Co.	4.050%	12/3/42	1,956	2,002
Bank of America Corp.	3.248%	10/21/27	8,960	8,760
Bank of America Corp.	4.183%	11/25/27	7,100	7,339
Bank of America Corp.	6.750%	6/1/28	425	523
Bank of America Corp.	6.110%	1/29/37	6,715	8,311
3 Bank of America Corp.	4.244%	4/24/38	7,100	7,504
Bank of America Corp.	7.750%	5/14/38	5,920	8,612
Bank of America Corp.	5.875%	2/7/42	4,925	6,346
Bank of America Corp.	5.000%	1/21/44	12,041	13,950
Bank of America Corp.	4.875%	4/1/44	5,165	5,856
Bank of America Corp.	4.750%	4/21/45	1,990	2,145
3 Bank of America Corp.	4.443%	1/20/48	1,000	1,078
Bank of America NA	6.000%	10/15/36	4,400	5,580
Bank of New York Mellon Corp.	3.000%	10/30/28	1,000	967
Bank of New York Mellon Corp.	3.300%	8/23/29	3,200	3,174
Bank One Capital III	8.750%	9/1/30	575	839
Barclays plc	4.337%	1/10/28	8,205	8,461
Barclays plc	4.836%	5/9/28	7,150	7,403
Barclays plc	5.250%	8/17/45	2,500	2,830
Barclays plc	4.950%	1/10/47	4,060	4,425
Citigroup Inc.	6.625%	1/15/28	625	753
Citigroup Inc.	4.125%	7/25/28	8,115	8,344
Citigroup Inc.	6.625%	6/15/32	3,600	4,521
Citigroup Inc.	6.000%	10/31/33	3,120	3,780
Citigroup Inc.	6.125%	8/25/36	2,033	2,510

Citigroup Inc.	8.125%	7/15/39	7,334	11,447
Citigroup Inc.	5.875%	1/30/42	3,385	4,349
Citigroup Inc.	6.675%	9/13/43	3,066	4,111
Citigroup Inc.	4.950%	11/7/43	1,983	2,195
Citigroup Inc.	5.300%	5/6/44	4,500	5,266
Citigroup Inc.	4.650%	7/30/45	650	720
Citigroup Inc.	4.750%	5/18/46	2,990	3,253
3 Citigroup Inc.	4.281%	4/24/48	3,400	3,548
Cooperatieve Rabobank UA	5.250%	5/24/41	6,925	8,493
Cooperatieve Rabobank UA	5.750%	12/1/43	1,955	2,433
Cooperatieve Rabobank UA	5.250%	8/4/45	5,091	6,000
4 Credit Suisse Group AG	4.282%	1/9/28	3,425	3,572
Credit Suisse Group Funding Guernsey Ltd.	4.875%	5/15/45	5,625	6,271
Credit Suisse USA Inc.	7.125%	7/15/32	1,275	1,742
Fifth Third Bancorp	8.250%	3/1/38	3,345	5,081
First Republic Bank	4.375%	8/1/46	1,300	1,283
First Republic Bank	4.625%	2/13/47	1,350	1,389
Goldman Sachs Capital I	6.345%	2/15/34	4,650	5,812
Goldman Sachs Group Inc.	6.125%	2/15/33	8,272	10,354
Goldman Sachs Group Inc.	6.450%	5/1/36	2,525	3,174
Goldman Sachs Group Inc.	6.750%	10/1/37	19,540	25,737
Goldman Sachs Group Inc.	6.250%	2/1/41	7,710	10,159
Goldman Sachs Group Inc.	4.800%	7/8/44	7,275	8,079
Goldman Sachs Group Inc.	5.150%	5/22/45	6,780	7,757
Goldman Sachs Group Inc.	4.750%	10/21/45	5,130	5,697
HSBC Bank USA NA	5.875%	11/1/34	3,665	4,547
HSBC Bank USA NA	5.625%	8/15/35	2,025	2,466
HSBC Bank USA NA	7.000%	1/15/39	2,500	3,546
HSBC Holdings plc	7.625%	5/17/32	1,450	1,944
HSBC Holdings plc	7.350%	11/27/32	200	271
HSBC Holdings plc	6.500%	5/2/36	9,450	12,305
HSBC Holdings plc	6.500%	9/15/37	7,150	9,483
HSBC Holdings plc	6.800%	6/1/38	2,440	3,339
HSBC Holdings plc	6.100%	1/14/42	3,670	4,873
HSBC Holdings plc	5.250%	3/14/44	7,315	8,572
JPMorgan Chase & Co.	4.250%	10/1/27	5,592	5,908
JPMorgan Chase & Co.	3.625%	12/1/27	2,575	2,575
JPMorgan Chase & Co.	6.400%	5/15/38	7,787	10,344
3 JPMorgan Chase & Co.	3.882%	7/24/38	9,075	9,105
JPMorgan Chase & Co.	5.500%	10/15/40	4,250	5,162
JPMorgan Chase & Co.	5.600%	7/15/41	5,425	6,760
JPMorgan Chase & Co.	5.400%	1/6/42	4,998	6,071
JPMorgan Chase & Co.	5.625%	8/16/43	3,650	4,434
JPMorgan Chase & Co.	4.850%	2/1/44	4,100	4,746
JPMorgan Chase & Co.	4.950%	6/1/45	7,189	8,184
3 JPMorgan Chase & Co.	4.260%	2/22/48	6,780	7,086
3 JPMorgan Chase & Co.	4.032%	7/24/48	5,675	5,699
KeyBank NA	6.950%	2/1/28	1,218	1,537
Lloyds Banking Group plc	5.300%	12/1/45	2,110	2,467
Morgan Stanley	7.250%	4/1/32	3,125	4,237
3 Morgan Stanley	3.971%	7/22/38	6,300	6,337
Morgan Stanley	6.375%	7/24/42	7,225	9,648
Morgan Stanley	4.300%	1/27/45	9,405	9,891
Morgan Stanley	4.375%	1/22/47	7,730	8,217
Regions Bank	6.450%	6/26/37	2,000	2,468
Regions Financial Corp.	7.375%	12/10/37	1,000	1,321
Wachovia Bank NA	5.850%	2/1/37	3,250	4,040

Wachovia Corp.	7.500%	4/15/35	1,940	2,644
Wachovia Corp.	5.500%	8/1/35	1,860	2,159
Wachovia Corp.	6.550%	10/15/35	125	157
Wells Fargo & Co.	5.375%	2/7/35	2,450	2,927
Wells Fargo & Co.	5.375%	11/2/43	6,835	7,947
Wells Fargo & Co.	5.606%	1/15/44	10,121	12,248
Wells Fargo & Co.	4.650%	11/4/44	4,600	4,904
Wells Fargo & Co.	3.900%	5/1/45	6,845	6,813
Wells Fargo & Co.	4.900%	11/17/45	5,141	5,733
Wells Fargo & Co.	4.400%	6/14/46	6,970	7,227
Wells Fargo & Co.	4.750%	12/7/46	6,925	7,515
Wells Fargo Bank NA	5.950%	8/26/36	2,105	2,659
Wells Fargo Bank NA	6.600%	1/15/38	4,975	6,728
3 Wells Fargo Capital X	5.950%	12/1/86	3,025	3,416
Brokerage (0.2%)
Brookfield Finance Inc.	4.700%	9/20/47	1,200	1,208
CME Group Inc.	5.300%	9/15/43	2,500	3,162
Invesco Finance plc	5.375%	11/30/43	1,965	2,353
Jefferies Group LLC	6.250%	1/15/36	1,750	1,922
Jefferies Group LLC	6.500%	1/20/43	1,350	1,537
Legg Mason Inc.	5.625%	1/15/44	1,900	2,053
Raymond James Financial Inc.	4.950%	7/15/46	2,725	2,932
Finance Companies (0.4%)
GATX Corp.	5.200%	3/15/44	875	948
GE Capital International Funding Co.	4.418%	11/15/35	39,366	42,967
Insurance (3.0%)
ACE Capital Trust II	9.700%	4/1/30	1,100	1,663
Aetna Inc.	6.625%	6/15/36	2,700	3,649
Aetna Inc.	6.750%	12/15/37	1,950	2,665
Aetna Inc.	4.500%	5/15/42	1,725	1,885
Aetna Inc.	4.125%	11/15/42	1,700	1,781
Aetna Inc.	4.750%	3/15/44	1,250	1,414
Aetna Inc.	3.875%	8/15/47	3,350	3,400
Aflac Inc.	4.000%	10/15/46	1,275	1,267
Alleghany Corp.	4.900%	9/15/44	975	1,020
Allstate Corp.	5.550%	5/9/35	1,435	1,732
Allstate Corp.	5.950%	4/1/36	1,050	1,338
Allstate Corp.	4.500%	6/15/43	1,655	1,835
Allstate Corp.	4.200%	12/15/46	3,800	4,053
3 Allstate Corp.	6.500%	5/15/67	1,675	1,981
American Financial Group Inc.	4.500%	6/15/47	1,400	1,452
American International Group Inc.	3.875%	1/15/35	4,140	4,041
American International Group Inc.	4.700%	7/10/35	1,650	1,774
American International Group Inc.	6.250%	5/1/36	3,315	4,225
American International Group Inc.	4.500%	7/16/44	6,645	6,928
American International Group Inc.	4.800%	7/10/45	1,307	1,434
American International Group Inc.	4.375%	1/15/55	3,675	3,574
3 American International Group Inc.	8.175%	5/15/68	1,500	2,044
Anthem Inc.	5.950%	12/15/34	841	1,025
Anthem Inc.	5.850%	1/15/36	1,750	2,129
Anthem Inc.	6.375%	6/15/37	2,445	3,192
Anthem Inc.	4.625%	5/15/42	3,150	3,426
Anthem Inc.	4.650%	1/15/43	925	996
Anthem Inc.	5.100%	1/15/44	4,175	4,828

Anthem Inc.	4.650%	8/15/44	2,970	3,247
Anthem Inc.	4.850%	8/15/54	500	545
Aon Corp.	6.250%	9/30/40	975	1,259
Aon plc	4.600%	6/14/44	1,775	1,850
Aon plc	4.750%	5/15/45	2,150	2,350
Arch Capital Finance LLC	5.031%	12/15/46	1,450	1,620
Arch Capital Group Ltd.	7.350%	5/1/34	925	1,229
Arch Capital Group US Inc.	5.144%	11/1/43	2,150	2,383
Assurant Inc.	6.750%	2/15/34	1,489	1,823
AXA SA	8.600%	12/15/30	5,095	7,281
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	3,140	4,038
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	2,289	2,523
Berkshire Hathaway Finance Corp.	4.300%	5/15/43	1,155	1,259
Berkshire Hathaway Inc.	4.500%	2/11/43	4,407	4,907
4 Brighthouse Financial Inc.	4.700%	6/22/47	4,950	4,857
Chubb Corp.	6.000%	5/11/37	2,675	3,501
Chubb Corp.	6.500%	5/15/38	1,605	2,173
Chubb INA Holdings Inc.	6.700%	5/15/36	2,000	2,717
Chubb INA Holdings Inc.	4.150%	3/13/43	1,602	1,709
Chubb INA Holdings Inc.	4.350%	11/3/45	4,881	5,400
Cigna Corp.	3.050%	10/15/27	4,000	3,944
Cigna Corp.	5.375%	2/15/42	2,445	2,998
Cigna Corp.	3.875%	10/15/47	4,380	4,375
Cincinnati Financial Corp.	6.920%	5/15/28	1,400	1,811
Cincinnati Financial Corp.	6.125%	11/1/34	1,350	1,646
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	1,125	1,393
Everest Reinsurance Holdings Inc.	4.868%	6/1/44	1,500	1,543
Hartford Financial Services Group Inc.	5.950%	10/15/36	1,700	2,092
Hartford Financial Services Group Inc.	6.100%	10/1/41	1,350	1,748
Hartford Financial Services Group Inc.	4.300%	4/15/43	425	438
Humana Inc.	4.625%	12/1/42	1,801	1,925
Humana Inc.	4.950%	10/1/44	2,595	2,935
Humana Inc.	4.800%	3/15/47	1,100	1,229
Lincoln National Corp.	6.150%	4/7/36	1,016	1,240
Lincoln National Corp.	6.300%	10/9/37	900	1,114
Lincoln National Corp.	7.000%	6/15/40	2,295	3,062
Loews Corp.	6.000%	2/1/35	1,125	1,388
Loews Corp.	4.125%	5/15/43	1,715	1,698
Manulife Financial Corp.	5.375%	3/4/46	3,010	3,650
Markel Corp.	5.000%	4/5/46	1,700	1,833
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	1,125	1,396
Marsh & McLennan Cos. Inc.	4.350%	1/30/47	1,600	1,699
MetLife Inc.	6.500%	12/15/32	2,025	2,618
MetLife Inc.	6.375%	6/15/34	2,725	3,563
MetLife Inc.	5.700%	6/15/35	3,855	4,781
MetLife Inc.	5.875%	2/6/41	3,153	4,028
MetLife Inc.	4.125%	8/13/42	2,900	2,980
MetLife Inc.	4.875%	11/13/43	4,275	4,811
MetLife Inc.	4.721%	12/15/44	3,275	3,648
MetLife Inc.	4.050%	3/1/45	2,300	2,350
MetLife Inc.	4.600%	5/13/46	925	1,020
3 MetLife Inc.	6.400%	12/15/66	5,020	5,812
3 MetLife Inc.	10.750%	8/1/69	840	1,405
3 Nationwide Financial Services Inc.	6.750%	5/15/87	1,025	1,138
Principal Financial Group Inc.	4.625%	9/15/42	1,375	1,512
Principal Financial Group Inc.	4.350%	5/15/43	1,525	1,598
Principal Financial Group Inc.	4.300%	11/15/46	750	781

Progressive Corp.	6.625%	3/1/29	1,050	1,356
Progressive Corp.	4.350%	4/25/44	3,115	3,400
Progressive Corp.	4.125%	4/15/47	3,500	3,688
Prudential Financial Inc.	5.750%	7/15/33	350	422
Prudential Financial Inc.	5.400%	6/13/35	1,820	2,106
Prudential Financial Inc.	5.900%	3/17/36	850	1,053
Prudential Financial Inc.	5.700%	12/14/36	2,650	3,262
Prudential Financial Inc.	6.625%	12/1/37	2,868	3,822
Prudential Financial Inc.	6.625%	6/21/40	1,150	1,547
Prudential Financial Inc.	6.200%	11/15/40	1,925	2,484
Prudential Financial Inc.	5.625%	5/12/41	1,525	1,856
Prudential Financial Inc.	5.100%	8/15/43	1,395	1,621
Prudential Financial Inc.	4.600%	5/15/44	2,663	2,933
Transatlantic Holdings Inc.	8.000%	11/30/39	1,000	1,356
Travelers Cos. Inc.	6.750%	6/20/36	1,000	1,393
Travelers Cos. Inc.	6.250%	6/15/37	2,434	3,244
Travelers Cos. Inc.	5.350%	11/1/40	2,750	3,411
Travelers Cos. Inc.	4.600%	8/1/43	1,825	2,061
Travelers Cos. Inc.	4.300%	8/25/45	775	840
Travelers Cos. Inc.	3.750%	5/15/46	2,030	2,002
Travelers Cos. Inc.	4.000%	5/30/47	2,000	2,078
Travelers Property Casualty Corp.	6.375%	3/15/33	1,875	2,438
UnitedHealth Group Inc.	4.625%	7/15/35	3,450	3,912
UnitedHealth Group Inc.	5.800%	3/15/36	1,635	2,058
UnitedHealth Group Inc.	6.500%	6/15/37	915	1,248
UnitedHealth Group Inc.	6.625%	11/15/37	2,425	3,387
UnitedHealth Group Inc.	6.875%	2/15/38	4,510	6,416
UnitedHealth Group Inc.	5.700%	10/15/40	100	126
UnitedHealth Group Inc.	5.950%	2/15/41	1,050	1,363
UnitedHealth Group Inc.	4.625%	11/15/41	2,950	3,287
UnitedHealth Group Inc.	4.375%	3/15/42	1,500	1,615
UnitedHealth Group Inc.	3.950%	10/15/42	2,150	2,212
UnitedHealth Group Inc.	4.250%	3/15/43	4,100	4,335
UnitedHealth Group Inc.	4.750%	7/15/45	4,455	5,127
UnitedHealth Group Inc.	4.200%	1/15/47	4,750	5,081
UnitedHealth Group Inc.	4.250%	4/15/47	3,000	3,248
Unum Group	5.750%	8/15/42	1,605	1,900
Voya Financial Inc.	5.700%	7/15/43	1,325	1,553
Voya Financial Inc.	4.800%	6/15/46	1,350	1,404
WR Berkley Corp.	4.750%	8/1/44	1,370	1,421
XLIT Ltd.	5.250%	12/15/43	1,150	1,243
XLIT Ltd.	5.500%	3/31/45	1,500	1,576
Real Estate Investment Trusts (0.3%)
Alexandria Real Estate Equities Inc.	3.950%	1/15/28	1,450	1,475
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	600	633
AvalonBay Communities Inc.	3.900%	10/15/46	1,050	1,027
AvalonBay Communities Inc.	4.150%	7/1/47	525	529
ERP Operating LP	4.500%	7/1/44	2,150	2,275
ERP Operating LP	4.500%	6/1/45	1,800	1,925
ERP Operating LP	4.000%	8/1/47	1,000	993
Federal Realty Investment Trust	4.500%	12/1/44	1,900	1,989
HCP Inc.	6.750%	2/1/41	900	1,167
Hudson Pacific Properties LP	3.950%	11/1/27	1,000	996
Kilroy Realty LP	4.250%	8/15/29	1,550	1,584
Kimco Realty Corp.	4.250%	4/1/45	1,000	956
Kimco Realty Corp.	4.125%	12/1/46	1,200	1,127

Kimco Realty Corp.	4.450%	9/1/47	880	876
National Retail Properties Inc.	3.500%	10/15/27	1,400	1,368
Omega Healthcare Investors Inc.	4.750%	1/15/28	1,550	1,562
Realty Income Corp.	4.650%	3/15/47	1,375	1,429
Regency Centers LP	4.400%	2/1/47	1,450	1,453
Simon Property Group LP	6.750%	2/1/40	2,320	3,135
Simon Property Group LP	4.750%	3/15/42	1,500	1,630
Simon Property Group LP	4.250%	10/1/44	1,240	1,260
Simon Property Group LP	4.250%	11/30/46	2,700	2,750
Ventas Realty LP	5.700%	9/30/43	750	886
Ventas Realty LP	4.375%	2/1/45	1,575	1,561
Welltower Inc.	6.500%	3/15/41	1,390	1,757
				935,529
Industrial (36.0%)
Basic Industry (2.3%)
Agrium Inc.	4.125%	3/15/35	3,200	3,221
Agrium Inc.	7.125%	5/23/36	500	651
Agrium Inc.	6.125%	1/15/41	1,510	1,869
Agrium Inc.	4.900%	6/1/43	2,975	3,245
Agrium Inc.	5.250%	1/15/45	1,790	2,030
Albemarle Corp.	5.450%	12/1/44	1,250	1,453
Barrick Gold Corp.	5.250%	4/1/42	1,015	1,158
Barrick North America Finance LLC	5.700%	5/30/41	4,475	5,339
Barrick North America Finance LLC	5.750%	5/1/43	2,370	2,900
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	3,415	4,145
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	3,435	3,583
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	8,650	10,194
Dow Chemical Co.	7.375%	11/1/29	3,033	4,043
Dow Chemical Co.	4.250%	10/1/34	1,725	1,772
Dow Chemical Co.	9.400%	5/15/39	2,515	4,182
Dow Chemical Co.	5.250%	11/15/41	2,425	2,749
Dow Chemical Co.	4.375%	11/15/42	5,224	5,300
Dow Chemical Co.	4.625%	10/1/44	3,490	3,717
Eastman Chemical Co.	4.800%	9/1/42	2,090	2,222
Eastman Chemical Co.	4.650%	10/15/44	2,705	2,851
Ecolab Inc.	5.500%	12/8/41	3,450	4,241
EI du Pont de Nemours & Co.	6.500%	1/15/28	775	966
EI du Pont de Nemours & Co.	5.600%	12/15/36	627	750
EI du Pont de Nemours & Co.	4.900%	1/15/41	2,590	2,912
EI du Pont de Nemours & Co.	4.150%	2/15/43	2,075	2,105
Georgia-Pacific LLC	7.250%	6/1/28	200	262
Georgia-Pacific LLC	7.750%	11/15/29	1,215	1,690
Georgia-Pacific LLC	8.875%	5/15/31	1,500	2,307
Goldcorp Inc.	5.450%	6/9/44	1,425	1,603
International Flavors & Fragrances Inc.	4.375%	6/1/47	1,725	1,770
International Paper Co.	5.000%	9/15/35	2,050	2,275
International Paper Co.	7.300%	11/15/39	1,840	2,503
International Paper Co.	6.000%	11/15/41	1,750	2,125
International Paper Co.	4.800%	6/15/44	4,146	4,392
International Paper Co.	5.150%	5/15/46	1,750	1,950
International Paper Co.	4.400%	8/15/47	4,625	4,648
International Paper Co.	4.350%	8/15/48	2,600	2,627
Lubrizol Corp.	6.500%	10/1/34	825	1,089
LYB International Finance BV	5.250%	7/15/43	1,525	1,739
LYB International Finance BV	4.875%	3/15/44	3,980	4,273
LyondellBasell Industries NV	4.625%	2/26/55	4,385	4,515
Meadwestvaco Corp.	7.950%	2/15/31	2,125	2,959

Methanex Corp.	5.650%	12/1/44	1,100	1,092
Monsanto Co.	4.200%	7/15/34	2,600	2,670
Monsanto Co.	5.875%	4/15/38	1,100	1,310
Monsanto Co.	3.600%	7/15/42	425	376
Monsanto Co.	3.950%	4/15/45	2,800	2,674
Monsanto Co.	4.700%	7/15/64	2,195	2,216
Mosaic Co.	5.450%	11/15/33	1,725	1,801
Mosaic Co.	4.875%	11/15/41	1,130	1,087
Mosaic Co.	5.625%	11/15/43	1,950	1,995
Newmont Mining Corp.	5.875%	4/1/35	1,410	1,662
Newmont Mining Corp.	6.250%	10/1/39	3,385	4,207
Newmont Mining Corp.	4.875%	3/15/42	4,300	4,604
Nucor Corp.	6.400%	12/1/37	1,793	2,332
Nucor Corp.	5.200%	8/1/43	2,330	2,712
Placer Dome Inc.	6.450%	10/15/35	900	1,116
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	1,465	1,736
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	2,005	2,362
Praxair Inc.	3.550%	11/7/42	2,310	2,269
Rio Tinto Alcan Inc.	5.750%	6/1/35	2,650	3,143
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	3,550	4,704
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	4,325	5,131
Rio Tinto Finance USA plc	4.750%	3/22/42	1,250	1,416
Rio Tinto Finance USA plc	4.125%	8/21/42	4,200	4,367
Rohm & Haas Co.	7.850%	7/15/29	1,300	1,775
RPM International Inc.	5.250%	6/1/45	500	559
Sherwin-Williams Co.	4.000%	12/15/42	400	385
Sherwin-Williams Co.	4.550%	8/1/45	1,360	1,415
Sherwin-Williams Co.	4.500%	6/1/47	3,000	3,147
Southern Copper Corp.	7.500%	7/27/35	3,050	3,976
Southern Copper Corp.	6.750%	4/16/40	3,170	3,914
Southern Copper Corp.	5.250%	11/8/42	3,745	3,983
Southern Copper Corp.	5.875%	4/23/45	5,525	6,335
Syngenta Finance NV	4.375%	3/28/42	350	306
Vale Canada Ltd.	7.200%	9/15/32	1,050	1,133
Vale Overseas Ltd.	8.250%	1/17/34	1,765	2,224
Vale Overseas Ltd.	6.875%	11/21/36	9,175	10,551
Vale Overseas Ltd.	6.875%	11/10/39	4,965	5,679
Vale SA	5.625%	9/11/42	7,040	7,137
Westlake Chemical Corp.	5.000%	8/15/46	3,050	3,316
Westrock MWV LLC	8.200%	1/15/30	545	761
Weyerhaeuser Co.	7.375%	3/15/32	2,915	4,028
Weyerhaeuser Co.	6.875%	12/15/33	1,750	2,246
Capital Goods (2.6%)
3M Co.	2.875%	10/15/27	2,200	2,187
3M Co.	6.375%	2/15/28	500	639
3M Co.	5.700%	3/15/37	2,010	2,554
3M Co.	3.875%	6/15/44	350	359
3M Co.	3.125%	9/19/46	3,000	2,705
3M Co.	3.625%	10/15/47	2,500	2,479
ABB Finance USA Inc.	4.375%	5/8/42	1,675	1,778
Allegion US Holding Co. Inc.	3.550%	10/1/27	1,200	1,189
Boeing Co.	6.125%	2/15/33	1,725	2,257
Boeing Co.	3.300%	3/1/35	1,800	1,717
Boeing Co.	6.625%	2/15/38	1,600	2,248
Boeing Co.	6.875%	3/15/39	975	1,412
Boeing Co.	5.875%	2/15/40	425	558

Boeing Co.	3.375%	6/15/46	1,200	1,140
Boeing Co.	3.650%	3/1/47	1,000	993
Caterpillar Inc.	5.300%	9/15/35	1,100	1,307
Caterpillar Inc.	6.050%	8/15/36	1,425	1,854
Caterpillar Inc.	5.200%	5/27/41	2,150	2,606
Caterpillar Inc.	3.803%	8/15/42	6,603	6,714
Caterpillar Inc.	4.300%	5/15/44	2,250	2,453
Caterpillar Inc.	4.750%	5/15/64	1,300	1,452
Deere & Co.	5.375%	10/16/29	2,469	2,993
Deere & Co.	8.100%	5/15/30	800	1,166
Deere & Co.	7.125%	3/3/31	200	277
Deere & Co.	3.900%	6/9/42	4,310	4,456
Dover Corp.	5.375%	10/15/35	825	977
Dover Corp.	6.600%	3/15/38	575	772
Dover Corp.	5.375%	3/1/41	1,450	1,761
Eaton Corp.	4.000%	11/2/32	2,840	2,953
Eaton Corp.	4.150%	11/2/42	2,650	2,663
Eaton Corp.	3.915%	9/15/47	1,300	1,274
Emerson Electric Co.	6.000%	8/15/32	1,650	2,065
Emerson Electric Co.	5.250%	11/15/39	175	209
Fortive Corp.	4.300%	6/15/46	1,275	1,318
General Dynamics Corp.	2.625%	11/15/27	1,900	1,838
General Dynamics Corp.	3.600%	11/15/42	1,705	1,680
General Electric Capital Corp.	6.750%	3/15/32	9,625	13,361
General Electric Capital Corp.	6.150%	8/7/37	4,232	5,652
General Electric Capital Corp.	5.875%	1/14/38	8,649	11,287
General Electric Capital Corp.	6.875%	1/10/39	7,672	11,194
General Electric Co.	4.125%	10/9/42	5,387	5,678
General Electric Co.	4.500%	3/11/44	8,495	9,513
Harris Corp.	4.854%	4/27/35	1,600	1,765
Harris Corp.	6.150%	12/15/40	845	1,046
Harris Corp.	5.054%	4/27/45	1,680	1,919
Honeywell International Inc.	5.700%	3/15/36	1,700	2,149
Honeywell International Inc.	5.700%	3/15/37	2,050	2,602
Honeywell International Inc.	5.375%	3/1/41	1,670	2,052
Illinois Tool Works Inc.	4.875%	9/15/41	2,533	2,946
Illinois Tool Works Inc.	3.900%	9/1/42	3,975	4,045
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	1,750	2,171
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	1,375	1,488
Johnson Controls International plc	6.000%	1/15/36	1,150	1,412
Johnson Controls International plc	5.700%	3/1/41	1,050	1,221
Johnson Controls International plc	4.625%	7/2/44	1,425	1,522
Johnson Controls International plc	5.125%	9/14/45	2,345	2,679
Johnson Controls International plc	4.500%	2/15/47	1,250	1,324
Johnson Controls International plc	4.950%	7/2/64	1,150	1,234
Lafarge SA	7.125%	7/15/36	1,350	1,738
Lockheed Martin Corp.	4.500%	5/15/36	1,675	1,826
Lockheed Martin Corp.	6.150%	9/1/36	2,535	3,277
Lockheed Martin Corp.	5.720%	6/1/40	2,239	2,767
Lockheed Martin Corp.	4.850%	9/15/41	1,925	2,173
Lockheed Martin Corp.	4.070%	12/15/42	6,275	6,385
Lockheed Martin Corp.	3.800%	3/1/45	1,800	1,744
Lockheed Martin Corp.	4.700%	5/15/46	5,060	5,652
4 Lockheed Martin Corp.	4.090%	9/15/52	1,370	1,365
Masco Corp.	3.500%	11/15/27	250	247
Masco Corp.	7.750%	8/1/29	443	581
Masco Corp.	6.500%	8/15/32	160	188

Masco Corp.	4.500%	5/15/47	825	825
Northrop Grumman Corp.	5.050%	11/15/40	1,900	2,144
Northrop Grumman Corp.	4.750%	6/1/43	2,075	2,281
Northrop Grumman Corp.	3.850%	4/15/45	2,541	2,466
Northrop Grumman Systems Corp.	7.750%	2/15/31	1,465	2,068
Owens Corning	7.000%	12/1/36	1,084	1,393
Owens Corning	4.300%	7/15/47	2,750	2,626
Parker-Hannifin Corp.	4.200%	11/21/34	1,900	2,003
Parker-Hannifin Corp.	6.250%	5/15/38	1,095	1,448
Parker-Hannifin Corp.	4.450%	11/21/44	2,000	2,148
4 Parker-Hannifin Corp.	4.100%	3/1/47	1,850	1,892
Precision Castparts Corp.	4.200%	6/15/35	200	210
Precision Castparts Corp.	3.900%	1/15/43	1,505	1,522
Precision Castparts Corp.	4.375%	6/15/45	1,575	1,725
Raytheon Co.	4.875%	10/15/40	2,050	2,397
Raytheon Co.	4.700%	12/15/41	2,450	2,818
Republic Services Inc.	6.200%	3/1/40	1,110	1,444
Republic Services Inc.	5.700%	5/15/41	1,175	1,446
Rockwell Collins Inc.	4.800%	12/15/43	1,025	1,126
Rockwell Collins Inc.	4.350%	4/15/47	3,955	4,116
Sonoco Products Co.	5.750%	11/1/40	1,700	1,984
Stanley Black & Decker Inc.	5.200%	9/1/40	1,300	1,490
Textron Inc.	3.375%	3/1/28	1,200	1,186
United Technologies Corp.	6.700%	8/1/28	1,175	1,533
United Technologies Corp.	7.500%	9/15/29	1,905	2,641
United Technologies Corp.	5.400%	5/1/35	2,275	2,678
United Technologies Corp.	6.050%	6/1/36	4,525	5,709
United Technologies Corp.	6.125%	7/15/38	2,275	2,919
United Technologies Corp.	5.700%	4/15/40	4,435	5,533
United Technologies Corp.	4.500%	6/1/42	8,625	9,255
United Technologies Corp.	4.150%	5/15/45	2,199	2,247
United Technologies Corp.	3.750%	11/1/46	4,500	4,338
United Technologies Corp.	4.050%	5/4/47	2,000	2,014
Vulcan Materials Co.	4.500%	6/15/47	2,415	2,435
Waste Management Inc.	3.900%	3/1/35	2,590	2,687
Waste Management Inc.	4.100%	3/1/45	2,520	2,644
WW Grainger Inc.	4.600%	6/15/45	3,600	3,847
WW Grainger Inc.	3.750%	5/15/46	1,400	1,329
WW Grainger Inc.	4.200%	5/15/47	600	611
Xylem Inc.	4.375%	11/1/46	1,675	1,741
Communication (7.8%)
21st Century Fox America Inc.	6.550%	3/15/33	1,225	1,555
21st Century Fox America Inc.	6.200%	12/15/34	3,690	4,567
21st Century Fox America Inc.	6.400%	12/15/35	3,930	4,982
21st Century Fox America Inc.	8.150%	10/17/36	1,225	1,811
21st Century Fox America Inc.	6.150%	3/1/37	2,980	3,696
21st Century Fox America Inc.	6.650%	11/15/37	3,395	4,440
21st Century Fox America Inc.	7.850%	3/1/39	775	1,123
21st Century Fox America Inc.	6.900%	8/15/39	2,550	3,440
21st Century Fox America Inc.	6.150%	2/15/41	3,875	4,859
21st Century Fox America Inc.	5.400%	10/1/43	3,735	4,342
21st Century Fox America Inc.	4.750%	9/15/44	2,525	2,671
21st Century Fox America Inc.	4.950%	10/15/45	25	27
21st Century Fox America Inc.	7.750%	12/1/45	1,995	2,977
21st Century Fox America Inc.	4.750%	11/15/46	1,200	1,281
Activision Blizzard Inc.	4.500%	6/15/47	2,125	2,167

America Movil SAB de CV	6.375%	3/1/35	3,460	4,314
America Movil SAB de CV	6.125%	11/15/37	2,125	2,582
America Movil SAB de CV	6.125%	3/30/40	6,115	7,461
America Movil SAB de CV	4.375%	7/16/42	3,850	3,934
Ameritech Capital Funding Corp.	6.550%	1/15/28	875	1,019
AT&T Corp.	8.250%	11/15/31	1,842	2,571
AT&T Inc.	6.450%	6/15/34	1,000	1,178
AT&T Inc.	4.500%	5/15/35	8,508	8,386
AT&T Inc.	5.250%	3/1/37	10,225	10,736
AT&T Inc.	4.900%	8/14/37	15,600	15,779
AT&T Inc.	6.500%	9/1/37	2,260	2,697
AT&T Inc.	6.300%	1/15/38	3,615	4,235
AT&T Inc.	6.550%	2/15/39	2,610	3,138
AT&T Inc.	6.350%	3/15/40	2,510	2,923
AT&T Inc.	6.000%	8/15/40	4,425	4,985
AT&T Inc.	5.350%	9/1/40	6,718	7,028
AT&T Inc.	6.375%	3/1/41	3,983	4,655
AT&T Inc.	5.550%	8/15/41	3,830	4,116
AT&T Inc.	5.150%	3/15/42	4,125	4,218
AT&T Inc.	4.300%	12/15/42	6,575	6,134
AT&T Inc.	4.800%	6/15/44	6,825	6,635
AT&T Inc.	4.350%	6/15/45	9,311	8,448
AT&T Inc.	4.750%	5/15/46	12,375	11,907
AT&T Inc.	5.650%	2/15/47	625	676
AT&T Inc.	5.450%	3/1/47	8,150	8,608
AT&T Inc.	4.500%	3/9/48	16,017	14,749
AT&T Inc.	4.550%	3/9/49	8,634	7,958
AT&T Inc.	5.150%	2/14/50	18,850	18,969
AT&T Inc.	5.700%	3/1/57	3,470	3,734
AT&T Inc.	5.300%	8/14/58	8,500	8,586
AT&T Mobility LLC	7.125%	12/15/31	1,900	2,432
Bellsouth Capital Funding Corp.	7.875%	2/15/30	1,648	2,202
BellSouth LLC	6.875%	10/15/31	1,127	1,347
BellSouth LLC	6.550%	6/15/34	790	928
BellSouth LLC	6.000%	11/15/34	1,071	1,178
BellSouth Telecommunications LLC	6.375%	6/1/28	1,565	1,828
British Telecommunications plc	9.125%	12/15/30	9,100	13,720
CBS Corp.	3.375%	2/15/28	2,000	1,949
CBS Corp.	7.875%	7/30/30	2,703	3,708
CBS Corp.	5.500%	5/15/33	1,323	1,450
CBS Corp.	5.900%	10/15/40	900	1,062
CBS Corp.	4.850%	7/1/42	2,361	2,484
CBS Corp.	4.900%	8/15/44	3,230	3,404
4 Charter Communications Operating LLC /
Charter Communications Operating Capital	3.750%	2/15/28	3,900	3,797
4 Charter Communications Operating LLC /
Charter Communications Operating Capital	4.200%	3/15/28	4,200	4,248
Charter Communications Operating LLC /
Charter Communications Operating Capital	6.384%	10/23/35	6,734	7,861
Charter Communications Operating LLC /
Charter Communications Operating Capital	6.484%	10/23/45	11,772	13,800
4 Charter Communications Operating LLC /
Charter Communications Operating Capital	5.375%	5/1/47	8,325	8,606
Charter Communications Operating LLC /
Charter Communications Operating Capital	6.834%	10/23/55	1,625	1,969
Comcast Corp.	3.150%	2/15/28	5,700	5,654
Comcast Corp.	4.250%	1/15/33	2,842	3,051

Comcast Corp.	7.050%	3/15/33	1,050	1,433
Comcast Corp.	4.200%	8/15/34	3,787	4,004
Comcast Corp.	5.650%	6/15/35	2,575	3,140
Comcast Corp.	4.400%	8/15/35	4,995	5,395
Comcast Corp.	6.500%	11/15/35	5,040	6,677
Comcast Corp.	3.200%	7/15/36	3,590	3,372
Comcast Corp.	6.450%	3/15/37	6,398	8,535
Comcast Corp.	6.950%	8/15/37	5,115	7,118
Comcast Corp.	6.400%	5/15/38	3,575	4,784
Comcast Corp.	6.550%	7/1/39	2,725	3,704
Comcast Corp.	6.400%	3/1/40	3,371	4,495
Comcast Corp.	4.650%	7/15/42	4,140	4,582
Comcast Corp.	4.500%	1/15/43	1,700	1,809
Comcast Corp.	4.750%	3/1/44	3,710	4,145
Comcast Corp.	4.600%	8/15/45	5,785	6,386
Comcast Corp.	3.400%	7/15/46	4,910	4,504
Comcast Corp.	4.000%	8/15/47	3,000	3,052
Crown Castle International Corp.	4.750%	5/15/47	1,600	1,633
Deutsche Telekom International Finance BV	8.750%	6/15/30	14,453	21,216
Discovery Communications LLC	3.950%	3/20/28	5,700	5,664
Discovery Communications LLC	5.000%	9/20/37	4,200	4,285
Discovery Communications LLC	6.350%	6/1/40	2,900	3,354
Discovery Communications LLC	4.950%	5/15/42	1,725	1,691
Discovery Communications LLC	4.875%	4/1/43	3,125	3,039
Discovery Communications LLC	5.200%	9/20/47	4,000	4,042
Grupo Televisa SAB	8.500%	3/11/32	1,135	1,538
Grupo Televisa SAB	6.625%	1/15/40	1,035	1,253
Grupo Televisa SAB	5.000%	5/13/45	3,550	3,555
Grupo Televisa SAB	6.125%	1/31/46	4,000	4,629
Historic TW Inc.	6.625%	5/15/29	2,093	2,612
Koninklijke KPN NV	8.375%	10/1/30	3,175	4,437
4 Moody's Corp.	3.250%	1/15/28	1,725	1,711
Moody's Corp.	5.250%	7/15/44	2,000	2,336
NBCUniversal Media LLC	6.400%	4/30/40	3,420	4,608
NBCUniversal Media LLC	5.950%	4/1/41	4,030	5,220
NBCUniversal Media LLC	4.450%	1/15/43	3,470	3,655
New Cingular Wireless Services Inc.	8.750%	3/1/31	2,585	3,737
Orange SA	9.000%	3/1/31	8,276	12,512
Orange SA	5.375%	1/13/42	3,725	4,374
Orange SA	5.500%	2/6/44	2,810	3,353
Qwest Corp.	6.875%	9/15/33	2,824	2,753
Rogers Communications Inc.	7.500%	8/15/38	2,500	3,465
Rogers Communications Inc.	4.500%	3/15/43	2,575	2,711
Rogers Communications Inc.	5.450%	10/1/43	700	833
Rogers Communications Inc.	5.000%	3/15/44	2,415	2,734
S&P Global Inc.	6.550%	11/15/37	1,350	1,752
TCI Communications Inc.	7.125%	2/15/28	1,095	1,436
Telefonica Emisiones SAU	7.045%	6/20/36	6,870	9,127
Telefonica Emisiones SAU	5.213%	3/8/47	8,615	9,285
Telefonica Europe BV	8.250%	9/15/30	3,881	5,467
Thomson Reuters Corp.	5.500%	8/15/35	1,940	2,156
Thomson Reuters Corp.	5.850%	4/15/40	940	1,099
Thomson Reuters Corp.	4.500%	5/23/43	400	401
Thomson Reuters Corp.	5.650%	11/23/43	2,550	2,989
Time Warner Cable LLC	6.550%	5/1/37	3,785	4,424
Time Warner Cable LLC	7.300%	7/1/38	4,805	5,999
Time Warner Cable LLC	6.750%	6/15/39	6,125	7,262

Time Warner Cable LLC	5.875%	11/15/40	4,025	4,401
Time Warner Cable LLC	5.500%	9/1/41	4,790	4,983
Time Warner Cable LLC	4.500%	9/15/42	4,350	4,116
Time Warner Cos. Inc.	6.950%	1/15/28	1,800	2,250
Time Warner Entertainment Co. LP	8.375%	7/15/33	3,375	4,586
Time Warner Inc.	7.625%	4/15/31	2,825	3,836
Time Warner Inc.	7.700%	5/1/32	2,891	3,992
Time Warner Inc.	6.200%	3/15/40	2,050	2,407
Time Warner Inc.	6.100%	7/15/40	3,485	4,076
Time Warner Inc.	6.250%	3/29/41	2,800	3,346
Time Warner Inc.	5.375%	10/15/41	2,300	2,470
Time Warner Inc.	4.900%	6/15/42	3,325	3,344
Time Warner Inc.	5.350%	12/15/43	1,745	1,876
Time Warner Inc.	4.650%	6/1/44	3,900	3,790
Time Warner Inc.	4.850%	7/15/45	1,500	1,525
Verizon Communications Inc.	4.500%	8/10/33	12,250	12,530
Verizon Communications Inc.	4.400%	11/1/34	11,260	11,315
Verizon Communications Inc.	4.272%	1/15/36	10,350	10,134
Verizon Communications Inc.	5.250%	3/16/37	13,575	14,887
Verizon Communications Inc.	4.812%	3/15/39	6,175	6,387
Verizon Communications Inc.	4.750%	11/1/41	2,567	2,578
Verizon Communications Inc.	3.850%	11/1/42	5,140	4,521
Verizon Communications Inc.	4.125%	8/15/46	5,113	4,644
Verizon Communications Inc.	4.862%	8/21/46	16,570	16,887
Verizon Communications Inc.	5.500%	3/16/47	6,150	6,826
Verizon Communications Inc.	4.522%	9/15/48	17,407	16,851
Verizon Communications Inc.	5.012%	4/15/49	13,915	14,339
Verizon Communications Inc.	5.012%	8/21/54	18,993	19,001
Verizon Communications Inc.	4.672%	3/15/55	18,525	17,653
Viacom Inc.	4.850%	12/15/34	2,025	1,906
Viacom Inc.	6.875%	4/30/36	2,910	3,228
Viacom Inc.	4.375%	3/15/43	6,712	5,783
Viacom Inc.	5.850%	9/1/43	3,940	4,009
Viacom Inc.	5.250%	4/1/44	1,375	1,311
Vodafone Group plc	7.875%	2/15/30	2,425	3,254
Vodafone Group plc	6.250%	11/30/32	1,705	2,042
Vodafone Group plc	6.150%	2/27/37	4,475	5,470
Vodafone Group plc	4.375%	2/19/43	5,785	5,799
Walt Disney Co.	7.000%	3/1/32	1,615	2,284
Walt Disney Co.	4.375%	8/16/41	1,275	1,371
Walt Disney Co.	4.125%	12/1/41	2,305	2,397
Walt Disney Co.	3.700%	12/1/42	1,927	1,902
Walt Disney Co.	4.125%	6/1/44	3,358	3,517
Walt Disney Co.	3.000%	7/30/46	965	835
WPP Finance 2010	5.125%	9/7/42	875	908
WPP Finance 2010	5.625%	11/15/43	1,865	2,074
Consumer Cyclical (3.5%)
Alibaba Group Holding Ltd.	4.500%	11/28/34	2,300	2,526
Amazon.com Inc.	4.800%	12/5/34	5,775	6,538
4 Amazon.com Inc.	3.875%	8/22/37	9,000	9,094
Amazon.com Inc.	4.950%	12/5/44	4,350	5,000
4 Amazon.com Inc.	4.050%	8/22/47	11,600	11,803
4 Amazon.com Inc.	4.250%	8/22/57	7,900	8,101
Bed Bath & Beyond Inc.	4.915%	8/1/34	1,070	990
Bed Bath & Beyond Inc.	5.165%	8/1/44	3,000	2,653
BorgWarner Inc.	4.375%	3/15/45	1,600	1,604

Cummins Inc.	7.125%	3/1/28	950	1,232
Cummins Inc.	4.875%	10/1/43	1,125	1,281
CVS Health Corp.	5.300%	12/5/43	3,680	4,268
CVS Health Corp.	5.125%	7/20/45	12,275	14,088
Daimler Finance North America LLC	8.500%	1/18/31	5,160	7,656
Darden Restaurants Inc.	6.800%	10/15/37	775	1,001
Delphi Automotive plc	4.400%	10/1/46	1,025	1,039
eBay Inc.	4.000%	7/15/42	2,395	2,164
4 Expedia Inc.	3.800%	2/15/28	2,500	2,476
Ford Holdings LLC	9.300%	3/1/30	775	1,065
Ford Motor Co.	6.625%	10/1/28	1,900	2,267
Ford Motor Co.	6.375%	2/1/29	635	743
Ford Motor Co.	7.450%	7/16/31	5,450	7,053
Ford Motor Co.	4.750%	1/15/43	7,035	6,855
Ford Motor Co.	7.400%	11/1/46	1,075	1,412
Ford Motor Co.	5.291%	12/8/46	4,555	4,737
General Motors Co.	4.200%	10/1/27	3,175	3,220
General Motors Co.	5.000%	4/1/35	4,340	4,397
General Motors Co.	6.600%	4/1/36	2,994	3,553
General Motors Co.	5.150%	4/1/38	500	509
General Motors Co.	6.250%	10/2/43	5,140	5,835
General Motors Co.	5.200%	4/1/45	4,270	4,284
General Motors Co.	6.750%	4/1/46	3,323	3,984
General Motors Co.	5.400%	4/1/48	3,250	3,359
Harley-Davidson Inc.	4.625%	7/28/45	1,175	1,223
Home Depot Inc.	5.875%	12/16/36	10,000	12,955
Home Depot Inc.	5.400%	9/15/40	2,025	2,498
Home Depot Inc.	5.950%	4/1/41	2,775	3,666
Home Depot Inc.	4.200%	4/1/43	3,425	3,659
Home Depot Inc.	4.875%	2/15/44	3,850	4,500
Home Depot Inc.	4.400%	3/15/45	4,524	4,952
Home Depot Inc.	4.250%	4/1/46	4,775	5,139
Home Depot Inc.	3.900%	6/15/47	3,800	3,874
Home Depot Inc.	3.500%	9/15/56	2,368	2,175
Kohl's Corp.	5.550%	7/17/45	1,100	1,058
Lowe's Cos. Inc.	6.500%	3/15/29	446	574
Lowe's Cos. Inc.	4.650%	4/15/42	2,760	3,104
Lowe's Cos. Inc.	4.250%	9/15/44	152	159
Lowe's Cos. Inc.	4.375%	9/15/45	3,250	3,454
Lowe's Cos. Inc.	3.700%	4/15/46	5,970	5,786
Lowe's Cos. Inc.	4.050%	5/3/47	6,300	6,466
Macy's Retail Holdings Inc.	6.900%	4/1/29	2,175	2,328
Macy's Retail Holdings Inc.	6.900%	1/15/32	37	39
Macy's Retail Holdings Inc.	6.700%	7/15/34	55	58
Macy's Retail Holdings Inc.	4.500%	12/15/34	1,958	1,668
Macy's Retail Holdings Inc.	6.375%	3/15/37	2,475	2,541
Mastercard Inc.	3.800%	11/21/46	1,800	1,835
McDonald's Corp.	4.700%	12/9/35	2,950	3,260
McDonald's Corp.	6.300%	10/15/37	2,475	3,194
McDonald's Corp.	6.300%	3/1/38	2,115	2,758
McDonald's Corp.	5.700%	2/1/39	2,000	2,417
McDonald's Corp.	3.700%	2/15/42	2,275	2,139
McDonald's Corp.	3.625%	5/1/43	2,475	2,320
McDonald's Corp.	4.600%	5/26/45	2,280	2,452
McDonald's Corp.	4.875%	12/9/45	5,006	5,624
McDonald's Corp.	4.450%	3/1/47	2,240	2,369
NIKE Inc.	3.625%	5/1/43	1,525	1,487

NIKE Inc.	3.875%	11/1/45	359	362
NIKE Inc.	3.375%	11/1/46	4,850	4,490
Nordstrom Inc.	6.950%	3/15/28	925	1,022
Nordstrom Inc.	5.000%	1/15/44	3,274	3,213
Priceline Group Inc.	3.550%	3/15/28	1,750	1,752
QVC Inc.	5.450%	8/15/34	1,500	1,476
Starbucks Corp.	4.300%	6/15/45	975	1,056
Target Corp.	6.350%	11/1/32	1,864	2,395
Target Corp.	6.500%	10/15/37	2,512	3,376
Target Corp.	7.000%	1/15/38	1,794	2,497
Target Corp.	4.000%	7/1/42	4,390	4,432
Target Corp.	3.625%	4/15/46	2,900	2,721
VF Corp.	6.450%	11/1/37	1,140	1,502
Visa Inc.	4.150%	12/14/35	6,400	7,011
Visa Inc.	4.300%	12/14/45	11,975	13,250
Visa Inc.	3.650%	9/15/47	1,300	1,293
Wal-Mart Stores Inc.	7.550%	2/15/30	4,225	6,109
Wal-Mart Stores Inc.	5.250%	9/1/35	8,755	10,716
Wal-Mart Stores Inc.	6.200%	4/15/38	7,320	9,924
Wal-Mart Stores Inc.	5.625%	4/1/40	3,700	4,748
Wal-Mart Stores Inc.	4.875%	7/8/40	2,900	3,426
Wal-Mart Stores Inc.	5.000%	10/25/40	4,570	5,463
Wal-Mart Stores Inc.	5.625%	4/15/41	8,635	11,136
Wal-Mart Stores Inc.	4.000%	4/11/43	4,043	4,270
Wal-Mart Stores Inc.	4.750%	10/2/43	3,225	3,770
Wal-Mart Stores Inc.	4.300%	4/22/44	3,725	4,135
Walgreen Co.	4.400%	9/15/42	1,775	1,789
Walgreens Boots Alliance Inc.	4.500%	11/18/34	2,050	2,130
Walgreens Boots Alliance Inc.	4.800%	11/18/44	5,175	5,493
Walgreens Boots Alliance Inc.	4.650%	6/1/46	2,050	2,133
Western Union Co.	6.200%	11/17/36	1,950	2,098
Western Union Co.	6.200%	6/21/40	135	143
Consumer Noncyclical (8.6%)
Abbott Laboratories	4.750%	11/30/36	8,054	8,846
Abbott Laboratories	6.150%	11/30/37	1,875	2,328
Abbott Laboratories	6.000%	4/1/39	1,245	1,532
Abbott Laboratories	5.300%	5/27/40	250	284
Abbott Laboratories	4.750%	4/15/43	2,400	2,606
Abbott Laboratories	4.900%	11/30/46	13,250	14,778
AbbVie Inc.	4.500%	5/14/35	8,318	8,928
AbbVie Inc.	4.300%	5/14/36	4,495	4,701
AbbVie Inc.	4.400%	11/6/42	7,448	7,797
AbbVie Inc.	4.700%	5/14/45	9,990	10,872
AbbVie Inc.	4.450%	5/14/46	6,800	7,152
Ahold Finance USA LLC	6.875%	5/1/29	1,575	1,944
AHS Hospital Corp.	5.024%	7/1/45	1,250	1,480
Allergan Funding SCS	4.550%	3/15/35	9,735	10,390
Allergan Funding SCS	4.850%	6/15/44	5,500	6,017
Allergan Funding SCS	4.750%	3/15/45	5,140	5,579
Altria Group Inc.	4.250%	8/9/42	3,251	3,322
Altria Group Inc.	4.500%	5/2/43	2,997	3,211
Altria Group Inc.	5.375%	1/31/44	6,615	7,965
Altria Group Inc.	3.875%	9/16/46	3,755	3,650
AmerisourceBergen Corp.	4.250%	3/1/45	1,495	1,507
Amgen Inc.	6.400%	2/1/39	705	900
Amgen Inc.	4.950%	10/1/41	2,660	2,990

Amgen Inc.	5.150%	11/15/41	5,500	6,306
Amgen Inc.	4.400%	5/1/45	10,015	10,629
Amgen Inc.	4.563%	6/15/48	6,726	7,292
Amgen Inc.	4.663%	6/15/51	11,563	12,680
Anheuser-Busch InBev Finance Inc.	4.700%	2/1/36	18,436	20,305
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	2,690	2,673
Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	3,575	3,894
Anheuser-Busch InBev Finance Inc.	4.900%	2/1/46	36,811	41,923
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	4,968	7,871
Anheuser-Busch InBev Worldwide Inc.	8.000%	11/15/39	2,034	3,164
Anheuser-Busch InBev Worldwide Inc.	4.950%	1/15/42	5,325	6,026
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	5,920	5,680
Anheuser-Busch InBev Worldwide Inc.	4.439%	10/6/48	7,316	7,817
Archer-Daniels-Midland Co.	5.935%	10/1/32	1,540	1,887
Archer-Daniels-Midland Co.	5.375%	9/15/35	1,615	1,895
Archer-Daniels-Midland Co.	4.535%	3/26/42	2,185	2,392
Archer-Daniels-Midland Co.	4.016%	4/16/43	2,735	2,813
Archer-Daniels-Midland Co.	3.750%	9/15/47	1,350	1,331
Ascension Health	3.945%	11/15/46	3,225	3,296
3 Ascension Health	4.847%	11/15/53	1,379	1,581
AstraZeneca plc	6.450%	9/15/37	8,111	10,783
AstraZeneca plc	4.000%	9/18/42	3,750	3,767
AstraZeneca plc	4.375%	11/16/45	2,590	2,739
4 BAT Capital Corp.	4.390%	8/15/37	9,650	9,864
4 BAT Capital Corp.	4.540%	8/15/47	8,775	8,989
Baxalta Inc.	5.250%	6/23/45	3,450	3,978
Baxter International Inc.	3.500%	8/15/46	1,375	1,236
Baylor Scott & White Holdings Texas
Revenue	4.185%	11/15/45	1,245	1,303
Becton Dickinson & Co.	5.000%	11/12/40	1,000	1,074
Becton Dickinson & Co.	4.875%	5/15/44	2,475	2,618
Becton Dickinson & Co.	4.685%	12/15/44	4,088	4,272
Becton Dickinson & Co.	4.669%	6/6/47	2,650	2,763
Biogen Inc.	5.200%	9/15/45	6,005	6,901
Boston Children's Hospital Corp. Revenue	4.115%	1/1/47	1,000	1,048
Boston Scientific Corp.	7.000%	11/15/35	1,450	1,841
Boston Scientific Corp.	7.375%	1/15/40	505	677
Bristol-Myers Squibb Co.	3.250%	8/1/42	2,340	2,142
Bristol-Myers Squibb Co.	4.500%	3/1/44	1,025	1,130
Brown-Forman Corp.	4.500%	7/15/45	1,650	1,770
Campbell Soup Co.	3.800%	8/2/42	1,100	1,041
Cardinal Health Inc.	4.600%	3/15/43	2,375	2,477
Cardinal Health Inc.	4.900%	9/15/45	1,550	1,709
Cardinal Health Inc.	4.368%	6/15/47	2,000	2,043
3 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	2,525	2,371
Celgene Corp.	5.250%	8/15/43	5,025	5,827
Celgene Corp.	4.625%	5/15/44	4,900	5,265
Celgene Corp.	5.000%	8/15/45	1,820	2,071
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	1,250	1,313
Church & Dwight Co. Inc.	3.950%	8/1/47	1,375	1,358
City of Hope	5.623%	11/15/43	1,125	1,411
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	1,365	1,482
Coca-Cola Femsa SAB de CV	5.250%	11/26/43	2,175	2,520
Colgate-Palmolive Co.	4.000%	8/15/45	2,025	2,094
Colgate-Palmolive Co.	3.700%	8/1/47	1,750	1,728
Conagra Brands Inc.	7.000%	10/1/28	1,055	1,321
Conagra Brands Inc.	8.250%	9/15/30	1,200	1,668

Constellation Brands Inc.	4.500%	5/9/47	1,800	1,888
Danaher Corp.	4.375%	9/15/45	1,725	1,856
Diageo Capital plc	5.875%	9/30/36	1,825	2,337
Diageo Capital plc	3.875%	4/29/43	1,000	1,007
Diageo Investment Corp.	7.450%	4/15/35	1,250	1,816
Diageo Investment Corp.	4.250%	5/11/42	1,802	1,907
Dignity Health California GO	4.500%	11/1/42	1,050	994
Dignity Health California GO	5.267%	11/1/64	1,100	1,143
4 Dr Pepper Snapple Group Inc.	4.500%	11/15/45	1,475	1,563
Dr Pepper Snapple Group Inc.	4.420%	12/15/46	1,250	1,311
Duke University Health System Inc.	3.920%	6/1/47	1,700	1,739
Eli Lilly & Co.	5.550%	3/15/37	1,442	1,801
Eli Lilly & Co.	3.700%	3/1/45	3,429	3,441
Eli Lilly & Co.	3.950%	5/15/47	2,300	2,403
Estee Lauder Cos. Inc.	6.000%	5/15/37	1,075	1,362
Estee Lauder Cos. Inc.	4.375%	6/15/45	1,725	1,857
Estee Lauder Cos. Inc.	4.150%	3/15/47	1,700	1,786
Express Scripts Holding Co.	6.125%	11/15/41	520	629
Express Scripts Holding Co.	4.800%	7/15/46	7,445	7,866
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	2,325	2,381
Genentech Inc.	5.250%	7/15/35	300	356
General Mills Inc.	5.400%	6/15/40	1,575	1,835
General Mills Inc.	4.150%	2/15/43	1,025	1,027
Gilead Sciences Inc.	4.600%	9/1/35	3,279	3,604
Gilead Sciences Inc.	4.000%	9/1/36	2,400	2,484
Gilead Sciences Inc.	5.650%	12/1/41	3,411	4,235
Gilead Sciences Inc.	4.800%	4/1/44	7,067	7,949
Gilead Sciences Inc.	4.500%	2/1/45	6,650	7,165
Gilead Sciences Inc.	4.750%	3/1/46	6,764	7,572
Gilead Sciences Inc.	4.150%	3/1/47	7,350	7,540
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	1,450	1,733
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	7,994	11,052
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	1,350	1,454
Hackensack Meridian Health	4.500%	7/1/57	1,000	1,084
Hasbro Inc.	6.350%	3/15/40	1,654	2,014
Hasbro Inc.	5.100%	5/15/44	1,025	1,089
JM Smucker Co.	4.250%	3/15/35	1,475	1,540
JM Smucker Co.	4.375%	3/15/45	2,900	3,036
Johns Hopkins Health System Corp.	3.837%	5/15/46	1,675	1,671
Johnson & Johnson	6.950%	9/1/29	2,000	2,735
Johnson & Johnson	4.950%	5/15/33	2,000	2,403
Johnson & Johnson	4.375%	12/5/33	2,815	3,184
Johnson & Johnson	3.550%	3/1/36	4,731	4,861
Johnson & Johnson	3.625%	3/3/37	5,865	6,060
Johnson & Johnson	5.950%	8/15/37	3,255	4,356
Johnson & Johnson	5.850%	7/15/38	1,865	2,489
Johnson & Johnson	4.500%	9/1/40	754	862
Johnson & Johnson	4.850%	5/15/41	1,000	1,194
Johnson & Johnson	4.500%	12/5/43	254	293
Johnson & Johnson	3.700%	3/1/46	5,825	6,002
Johnson & Johnson	3.750%	3/3/47	4,800	5,020
Kaiser Foundation Hospitals	4.875%	4/1/42	2,141	2,506
Kaiser Foundation Hospitals	4.150%	5/1/47	5,100	5,416
Kellogg Co.	7.450%	4/1/31	125	169
Kellogg Co.	4.500%	4/1/46	3,884	4,024
Kimberly-Clark Corp.	6.625%	8/1/37	2,675	3,740
Kimberly-Clark Corp.	5.300%	3/1/41	1,220	1,485

Kimberly-Clark Corp.	3.700%	6/1/43	980	944
Kimberly-Clark Corp.	3.200%	7/30/46	1,700	1,531
Koninklijke Ahold Delhaize NV	5.700%	10/1/40	2,714	3,114
Koninklijke Philips NV	5.000%	3/15/42	1,390	1,538
Kraft Foods Group Inc.	6.875%	1/26/39	3,509	4,524
Kraft Foods Group Inc.	6.500%	2/9/40	3,955	4,908
Kraft Foods Group Inc.	5.000%	6/4/42	3,590	3,812
Kraft Heinz Foods Co.	5.000%	7/15/35	3,960	4,313
Kraft Heinz Foods Co.	5.200%	7/15/45	7,790	8,519
Kraft Heinz Foods Co.	4.375%	6/1/46	9,295	9,124
Laboratory Corp. of America Holdings	4.700%	2/1/45	3,025	3,139
Mattel Inc.	5.450%	11/1/41	1,020	1,020
3 Mayo Clinic	3.774%	11/15/43	900	902
3 Mayo Clinic	4.000%	11/15/47	1,200	1,238
3 Mayo Clinic	4.128%	11/15/52	1,050	1,115
McCormick & Co. Inc.	4.200%	8/15/47	1,200	1,227
McKesson Corp.	6.000%	3/1/41	2,940	3,643
McKesson Corp.	4.883%	3/15/44	1,875	2,075
Mead Johnson Nutrition Co.	5.900%	11/1/39	1,335	1,660
Mead Johnson Nutrition Co.	4.600%	6/1/44	1,500	1,647
Medtronic Inc.	4.375%	3/15/35	8,368	9,181
Medtronic Inc.	6.500%	3/15/39	1,350	1,840
Medtronic Inc.	5.550%	3/15/40	1,535	1,899
Medtronic Inc.	4.500%	3/15/42	1,800	1,988
Medtronic Inc.	4.625%	3/15/44	3,411	3,835
Medtronic Inc.	4.625%	3/15/45	15,123	17,128
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	850	1,010
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	1,555	1,597
Memorial Sloan-Kettering Cancer Center New
York GO	4.200%	7/1/55	1,975	2,060
Merck & Co. Inc.	6.500%	12/1/33	2,945	3,954
Merck & Co. Inc.	6.550%	9/15/37	3,505	4,875
Merck & Co. Inc.	3.600%	9/15/42	1,675	1,653
Merck & Co. Inc.	4.150%	5/18/43	4,384	4,755
Merck & Co. Inc.	3.700%	2/10/45	7,410	7,513
Merck Sharp & Dohme Corp.	5.950%	12/1/28	1,025	1,278
Molson Coors Brewing Co.	5.000%	5/1/42	4,250	4,734
Molson Coors Brewing Co.	4.200%	7/15/46	5,900	5,871
Mondelez International Inc.	6.500%	2/9/40	1,689	2,173
Mylan Inc.	5.400%	11/29/43	1,240	1,352
Mylan NV	5.250%	6/15/46	4,200	4,561
New York & Presbyterian Hospital	4.024%	8/1/45	2,600	2,686
New York & Presbyterian Hospital	4.063%	8/1/56	1,425	1,437
Newell Brands Inc.	5.375%	4/1/36	4,977	5,802
Newell Brands Inc.	5.500%	4/1/46	5,800	6,852
Northwell Healthcare Inc.	3.979%	11/1/46	1,875	1,785
Northwell Healthcare Inc.	4.260%	11/1/47	2,900	2,924
Novartis Capital Corp.	3.700%	9/21/42	1,275	1,277
Novartis Capital Corp.	4.400%	5/6/44	6,500	7,362
Novartis Capital Corp.	4.000%	11/20/45	4,080	4,368
NYU Hospitals Center	4.784%	7/1/44	1,150	1,285
3 NYU Hospitals Center	4.368%	7/1/47	1,750	1,855
Partners Healthcare System Inc.	4.117%	7/1/55	1,000	1,025
PepsiCo Inc.	5.500%	1/15/40	3,325	4,152
PepsiCo Inc.	4.875%	11/1/40	3,890	4,483

PepsiCo Inc.	4.000%	3/5/42	2,670	2,733
PepsiCo Inc.	3.600%	8/13/42	1,625	1,581
PepsiCo Inc.	4.250%	10/22/44	2,333	2,485
PepsiCo Inc.	4.600%	7/17/45	2,599	2,916
PepsiCo Inc.	4.450%	4/14/46	1,925	2,135
PepsiCo Inc.	3.450%	10/6/46	4,800	4,555
PepsiCo Inc.	4.000%	5/2/47	3,750	3,876
Perrigo Finance Unlimited Co.	4.900%	12/15/44	1,781	1,802
Pfizer Inc.	4.000%	12/15/36	5,075	5,406
Pfizer Inc.	7.200%	3/15/39	6,945	10,269
Pfizer Inc.	4.300%	6/15/43	2,500	2,700
Pfizer Inc.	4.400%	5/15/44	5,425	6,026
Pfizer Inc.	4.125%	12/15/46	4,850	5,163
Pharmacia LLC	6.600%	12/1/28	3,200	4,181
Philip Morris International Inc.	6.375%	5/16/38	2,390	3,178
Philip Morris International Inc.	4.375%	11/15/41	2,750	2,904
Philip Morris International Inc.	4.500%	3/20/42	4,678	4,973
Philip Morris International Inc.	3.875%	8/21/42	3,075	3,029
Philip Morris International Inc.	4.125%	3/4/43	3,145	3,208
Philip Morris International Inc.	4.875%	11/15/43	1,365	1,524
Philip Morris International Inc.	4.250%	11/10/44	4,570	4,766
Procter & Gamble Co.	5.500%	2/1/34	1,695	2,158
Procter & Gamble Co.	5.550%	3/5/37	1,476	1,950
Quest Diagnostics Inc.	4.700%	3/30/45	1,175	1,237
Reynolds American Inc.	5.700%	8/15/35	2,748	3,209
Reynolds American Inc.	7.250%	6/15/37	1,550	2,096
Reynolds American Inc.	6.150%	9/15/43	1,400	1,752
Reynolds American Inc.	5.850%	8/15/45	7,525	9,075
RWJ Barnabas Health Inc.	3.949%	7/1/46	1,350	1,332
Stryker Corp.	4.100%	4/1/43	2,050	2,044
Stryker Corp.	4.625%	3/15/46	3,625	3,950
Sysco Corp.	5.375%	9/21/35	1,700	1,995
Sysco Corp.	4.850%	10/1/45	1,250	1,379
Sysco Corp.	4.500%	4/1/46	1,725	1,820
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	2,306	2,489
Teva Pharmaceutical Finance Netherlands III
BV	4.100%	10/1/46	7,230	6,141
3 Texas Health Resources	4.330%	11/15/55	1,000	1,060
The Kroger Co.	7.700%	6/1/29	1,550	2,005
The Kroger Co.	8.000%	9/15/29	775	1,013
The Kroger Co.	7.500%	4/1/31	1,520	1,984
The Kroger Co.	6.900%	4/15/38	500	619
The Kroger Co.	5.400%	7/15/40	995	1,055
The Kroger Co.	5.000%	4/15/42	900	899
The Kroger Co.	5.150%	8/1/43	1,300	1,332
The Kroger Co.	3.875%	10/15/46	1,625	1,412
The Kroger Co.	4.450%	2/1/47	3,375	3,182
The Kroger Co.	4.650%	1/15/48	1,800	1,744
The Pepsi Bottling Group Inc.	7.000%	3/1/29	3,775	5,114
Thermo Fisher Scientific Inc.	5.300%	2/1/44	1,550	1,831
Thermo Fisher Scientific Inc.	4.100%	8/15/47	2,500	2,500
Trinity Health Corp.	4.125%	12/1/45	1,175	1,176
Tyson Foods Inc.	4.875%	8/15/34	2,070	2,285
Tyson Foods Inc.	5.150%	8/15/44	1,448	1,658
Tyson Foods Inc.	4.550%	6/2/47	2,750	2,932
Unilever Capital Corp.	5.900%	11/15/32	3,383	4,451
Whirlpool Corp.	4.500%	6/1/46	2,975	3,082

Wyeth LLC	6.500%	2/1/34	3,085	4,137
Wyeth LLC	6.000%	2/15/36	510	662
Wyeth LLC	5.950%	4/1/37	6,850	8,967
Zimmer Biomet Holdings Inc.	4.250%	8/15/35	413	405
Zimmer Biomet Holdings Inc.	5.750%	11/30/39	750	865
Zimmer Biomet Holdings Inc.	4.450%	8/15/45	1,400	1,402
Zoetis Inc.	4.700%	2/1/43	4,125	4,561
Zoetis Inc.	3.950%	9/12/47	1,845	1,829
Energy (5.7%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	2,025	2,504
Anadarko Finance Co.	7.500%	5/1/31	3,185	3,987
Anadarko Petroleum Corp.	6.450%	9/15/36	5,775	6,825
Anadarko Petroleum Corp.	7.950%	6/15/39	1,150	1,526
Anadarko Petroleum Corp.	6.200%	3/15/40	2,920	3,381
Anadarko Petroleum Corp.	4.500%	7/15/44	2,575	2,444
Anadarko Petroleum Corp.	6.600%	3/15/46	3,425	4,204
Apache Corp.	6.000%	1/15/37	4,056	4,743
Apache Corp.	5.100%	9/1/40	5,750	6,018
Apache Corp.	5.250%	2/1/42	1,675	1,775
Apache Corp.	4.750%	4/15/43	5,515	5,532
Apache Corp.	4.250%	1/15/44	275	259
Apache Finance Canada Corp.	7.750%	12/15/29	1,150	1,508
Baker Hughes a GE Co. LLC	5.125%	9/15/40	4,627	5,336
BP Capital Markets plc	3.723%	11/28/28	2,800	2,880
Buckeye Partners LP	5.850%	11/15/43	1,350	1,448
Buckeye Partners LP	5.600%	10/15/44	1,025	1,059
Burlington Resources Finance Co.	7.200%	8/15/31	1,250	1,658
Burlington Resources Finance Co.	7.400%	12/1/31	2,675	3,618
Canadian Natural Resources Ltd.	7.200%	1/15/32	1,775	2,194
Canadian Natural Resources Ltd.	6.450%	6/30/33	875	1,036
Canadian Natural Resources Ltd.	5.850%	2/1/35	700	789
Canadian Natural Resources Ltd.	6.500%	2/15/37	2,265	2,743
Canadian Natural Resources Ltd.	6.250%	3/15/38	3,380	4,048
Canadian Natural Resources Ltd.	6.750%	2/1/39	1,450	1,771
Canadian Natural Resources Ltd.	4.950%	6/1/47	2,600	2,755
4 Cenovus Energy Inc.	5.250%	6/15/37	2,500	2,475
Cenovus Energy Inc.	6.750%	11/15/39	5,100	5,871
Cenovus Energy Inc.	4.450%	9/15/42	2,800	2,419
Cenovus Energy Inc.	5.200%	9/15/43	800	767
4 Cenovus Energy Inc.	5.400%	6/15/47	3,750	3,760
Columbia Pipeline Group Inc.	5.800%	6/1/45	1,700	2,045
Concho Resources Inc.	3.750%	10/1/27	1,000	1,005
Concho Resources Inc.	4.875%	10/1/47	3,175	3,310
Conoco Funding Co.	7.250%	10/15/31	1,945	2,605
ConocoPhillips	5.900%	10/15/32	1,850	2,232
ConocoPhillips	5.900%	5/15/38	2,275	2,823
ConocoPhillips	6.500%	2/1/39	8,475	11,334
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	1,300	1,623
ConocoPhillips Co.	4.150%	11/15/34	2,725	2,796
ConocoPhillips Co.	4.300%	11/15/44	1,700	1,787
ConocoPhillips Co.	5.950%	3/15/46	1,550	2,009
ConocoPhillips Holding Co.	6.950%	4/15/29	6,008	7,792
Devon Energy Corp.	7.950%	4/15/32	2,960	3,919
Devon Energy Corp.	5.600%	7/15/41	4,810	5,266
Devon Energy Corp.	4.750%	5/15/42	2,740	2,772
Devon Energy Corp.	5.000%	6/15/45	1,800	1,895

Devon Financing Co. LLC	7.875%	9/30/31	3,490	4,607
Dominion Energy Gas Holdings LLC	4.800%	11/1/43	1,300	1,406
Dominion Energy Gas Holdings LLC	4.600%	12/15/44	1,950	2,050
Enable Midstream Partners LP	5.000%	5/15/44	1,725	1,678
Enbridge Energy Partners LP	7.500%	4/15/38	1,456	1,830
Enbridge Energy Partners LP	5.500%	9/15/40	2,425	2,549
Enbridge Energy Partners LP	7.375%	10/15/45	750	975
Enbridge Inc.	4.500%	6/10/44	1,500	1,514
Enbridge Inc.	5.500%	12/1/46	2,500	2,885
Encana Corp.	8.125%	9/15/30	800	1,034
Encana Corp.	6.500%	8/15/34	3,400	3,972
Encana Corp.	6.625%	8/15/37	1,750	2,096
Encana Corp.	6.500%	2/1/38	2,000	2,374
Energy Transfer LP	8.250%	11/15/29	1,250	1,613
Energy Transfer LP	4.900%	3/15/35	1,752	1,712
Energy Transfer LP	6.625%	10/15/36	1,501	1,712
Energy Transfer LP	7.500%	7/1/38	1,075	1,316
Energy Transfer LP	6.050%	6/1/41	2,400	2,594
Energy Transfer LP	6.500%	2/1/42	4,030	4,597
Energy Transfer LP	5.150%	2/1/43	1,424	1,389
Energy Transfer LP	5.950%	10/1/43	900	952
Energy Transfer LP	5.150%	3/15/45	4,275	4,111
Energy Transfer LP	6.125%	12/15/45	4,015	4,403
Energy Transfer LP	5.300%	4/15/47	2,500	2,496
Eni USA Inc.	7.300%	11/15/27	600	757
EnLink Midstream Partners LP	5.600%	4/1/44	1,975	2,024
Enlink Midstream Partners LP	5.050%	4/1/45	600	569
EnLink Midstream Partners LP	5.450%	6/1/47	1,450	1,493
Enterprise Products Operating LLC	6.875%	3/1/33	1,064	1,341
Enterprise Products Operating LLC	6.650%	10/15/34	1,220	1,522
Enterprise Products Operating LLC	7.550%	4/15/38	1,575	2,157
Enterprise Products Operating LLC	6.125%	10/15/39	1,885	2,299
Enterprise Products Operating LLC	6.450%	9/1/40	1,275	1,611
Enterprise Products Operating LLC	5.950%	2/1/41	2,353	2,827
Enterprise Products Operating LLC	5.700%	2/15/42	2,425	2,837
Enterprise Products Operating LLC	4.850%	8/15/42	4,080	4,375
Enterprise Products Operating LLC	4.450%	2/15/43	4,480	4,604
Enterprise Products Operating LLC	4.850%	3/15/44	6,633	7,001
Enterprise Products Operating LLC	5.100%	2/15/45	2,120	2,333
Enterprise Products Operating LLC	4.900%	5/15/46	2,775	3,028
Enterprise Products Operating LLC	4.950%	10/15/54	1,152	1,219
EOG Resources Inc.	3.900%	4/1/35	2,007	2,000
EQT Corp.	3.900%	10/1/27	3,000	2,987
Exxon Mobil Corp.	3.567%	3/6/45	2,913	2,843
Exxon Mobil Corp.	4.114%	3/1/46	9,075	9,793
Halliburton Co.	4.850%	11/15/35	5,308	5,750
Halliburton Co.	6.700%	9/15/38	3,525	4,503
Halliburton Co.	7.450%	9/15/39	759	1,068
Halliburton Co.	4.500%	11/15/41	2,182	2,198
Halliburton Co.	4.750%	8/1/43	2,675	2,819
Halliburton Co.	5.000%	11/15/45	7,301	8,004
Hess Corp.	7.875%	10/1/29	2,550	3,063
Hess Corp.	7.300%	8/15/31	645	750
Hess Corp.	7.125%	3/15/33	1,375	1,592
Hess Corp.	6.000%	1/15/40	2,821	2,920
Hess Corp.	5.600%	2/15/41	5,028	5,009
Hess Corp.	5.800%	4/1/47	2,050	2,103

Husky Energy Inc.	6.800%	9/15/37	1,450	1,813
Kerr-McGee Corp.	7.875%	9/15/31	1,300	1,653
Kinder Morgan Energy Partners LP	7.400%	3/15/31	475	581
Kinder Morgan Energy Partners LP	7.750%	3/15/32	500	631
Kinder Morgan Energy Partners LP	7.300%	8/15/33	2,425	2,950
Kinder Morgan Energy Partners LP	5.800%	3/15/35	2,775	2,977
Kinder Morgan Energy Partners LP	6.500%	2/1/37	650	733
Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,979	4,812
Kinder Morgan Energy Partners LP	6.500%	9/1/39	2,070	2,349
Kinder Morgan Energy Partners LP	6.550%	9/15/40	875	1,002
Kinder Morgan Energy Partners LP	7.500%	11/15/40	1,500	1,873
Kinder Morgan Energy Partners LP	6.375%	3/1/41	2,940	3,388
Kinder Morgan Energy Partners LP	5.625%	9/1/41	2,054	2,139
Kinder Morgan Energy Partners LP	5.000%	8/15/42	2,375	2,333
Kinder Morgan Energy Partners LP	4.700%	11/1/42	2,100	1,997
Kinder Morgan Energy Partners LP	5.000%	3/1/43	1,000	996
Kinder Morgan Energy Partners LP	5.500%	3/1/44	3,240	3,399
Kinder Morgan Energy Partners LP	5.400%	9/1/44	1,650	1,693
Kinder Morgan Inc.	7.800%	8/1/31	925	1,173
Kinder Morgan Inc.	7.750%	1/15/32	4,474	5,744
Kinder Morgan Inc.	5.300%	12/1/34	1,475	1,540
Kinder Morgan Inc.	5.550%	6/1/45	7,230	7,824
Kinder Morgan Inc.	5.050%	2/15/46	340	349
Magellan Midstream Partners LP	5.150%	10/15/43	2,175	2,412
Magellan Midstream Partners LP	4.250%	9/15/46	1,725	1,708
Magellan Midstream Partners LP	4.200%	10/3/47	1,300	1,283
Marathon Oil Corp.	6.800%	3/15/32	1,700	1,938
Marathon Oil Corp.	6.600%	10/1/37	2,575	2,957
Marathon Oil Corp.	5.200%	6/1/45	2,152	2,162
Marathon Petroleum Corp.	6.500%	3/1/41	3,075	3,674
Marathon Petroleum Corp.	4.750%	9/15/44	1,850	1,817
Marathon Petroleum Corp.	5.850%	12/15/45	925	1,012
Marathon Petroleum Corp.	5.000%	9/15/54	3,025	2,927
MPLX LP	5.200%	3/1/47	3,600	3,761
National Oilwell Varco Inc.	3.950%	12/1/42	3,725	3,117
Noble Energy Inc.	3.850%	1/15/28	1,800	1,802
Noble Energy Inc.	6.000%	3/1/41	2,945	3,344
Noble Energy Inc.	5.250%	11/15/43	3,615	3,799
Noble Energy Inc.	5.050%	11/15/44	2,200	2,270
Noble Energy Inc.	4.950%	8/15/47	2,000	2,041
Occidental Petroleum Corp.	4.625%	6/15/45	2,825	3,084
Occidental Petroleum Corp.	4.400%	4/15/46	2,650	2,778
Occidental Petroleum Corp.	4.100%	2/15/47	3,950	4,032
ONEOK Inc.	6.000%	6/15/35	1,285	1,429
ONEOK Inc.	4.950%	7/13/47	2,500	2,524
ONEOK Partners LP	6.650%	10/1/36	2,725	3,288
ONEOK Partners LP	6.850%	10/15/37	650	792
ONEOK Partners LP	6.125%	2/1/41	2,725	3,104
ONEOK Partners LP	6.200%	9/15/43	1,450	1,674
Petro-Canada	5.350%	7/15/33	1,450	1,639
Petro-Canada	5.950%	5/15/35	2,480	2,992
Petro-Canada	6.800%	5/15/38	4,050	5,411
Phillips 66	4.650%	11/15/34	2,800	2,981
Phillips 66	5.875%	5/1/42	4,826	5,914
Phillips 66	4.875%	11/15/44	5,379	5,854
Phillips 66 Partners LP	4.680%	2/15/45	1,000	964
Phillips 66 Partners LP	4.900%	10/1/46	2,350	2,350

Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	1,850	2,047
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	1,761	1,658
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	2,900	2,469
Plains All American Pipeline LP / PAA
Finance Corp.	4.700%	6/15/44	2,375	2,141
Plains All American Pipeline LP / PAA
Finance Corp.	4.900%	2/15/45	2	2
Sabine Pass Liquefaction LLC	4.200%	3/15/28	6,300	6,332
Shell International Finance BV	4.125%	5/11/35	6,000	6,335
Shell International Finance BV	6.375%	12/15/38	9,782	13,096
Shell International Finance BV	5.500%	3/25/40	1,975	2,398
Shell International Finance BV	3.625%	8/21/42	2,100	2,011
Shell International Finance BV	4.550%	8/12/43	3,405	3,699
Shell International Finance BV	4.375%	5/11/45	9,064	9,706
Shell International Finance BV	4.000%	5/10/46	8,400	8,513
Shell International Finance BV	3.750%	9/12/46	5,740	5,639
Spectra Energy Partners LP	5.950%	9/25/43	1,450	1,709
Spectra Energy Partners LP	4.500%	3/15/45	2,525	2,518
Suncor Energy Inc.	7.150%	2/1/32	800	1,048
Suncor Energy Inc.	5.950%	12/1/34	855	1,031
Suncor Energy Inc.	6.500%	6/15/38	2,015	2,618
Suncor Energy Inc.	6.850%	6/1/39	3,475	4,673
Sunoco Logistics Partners Operations LP	4.000%	10/1/27	2,100	2,079
Sunoco Logistics Partners Operations LP	6.100%	2/15/42	1,600	1,710
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	1,600	1,501
Sunoco Logistics Partners Operations LP	5.300%	4/1/44	2,840	2,808
Sunoco Logistics Partners Operations LP	5.350%	5/15/45	3,150	3,128
Sunoco Logistics Partners Operations LP	5.400%	10/1/47	1,800	1,827
Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	1,470	1,764
Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	1,085	1,385
Texas Eastern Transmission LP	7.000%	7/15/32	1,375	1,758
Tosco Corp.	8.125%	2/15/30	2,100	2,885
TransCanada PipeLines Ltd.	4.625%	3/1/34	3,450	3,773
TransCanada PipeLines Ltd.	5.600%	3/31/34	925	1,083
TransCanada PipeLines Ltd.	5.850%	3/15/36	1,150	1,395
TransCanada PipeLines Ltd.	6.200%	10/15/37	4,825	6,207
TransCanada PipeLines Ltd.	7.250%	8/15/38	3,420	4,842
TransCanada PipeLines Ltd.	7.625%	1/15/39	1,700	2,495
TransCanada PipeLines Ltd.	6.100%	6/1/40	3,225	4,170
TransCanada PipeLines Ltd.	5.000%	10/16/43	3,025	3,463
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	1,275	1,456
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	1,150	1,175
Valero Energy Corp.	7.500%	4/15/32	2,166	2,844
Valero Energy Corp.	6.625%	6/15/37	5,739	7,148
Valero Energy Corp.	4.900%	3/15/45	2,200	2,327
Western Gas Partners LP	5.450%	4/1/44	2,075	2,195
Williams Partners LP	6.300%	4/15/40	4,300	5,122
Williams Partners LP	5.800%	11/15/43	2,325	2,621
Williams Partners LP	5.400%	3/4/44	1,754	1,903
Williams Partners LP	4.900%	1/15/45	1,650	1,680
Williams Partners LP	5.100%	9/15/45	3,525	3,710
Other Industrial (0.2%)
California Institute of Technology GO	4.321%	8/1/45	1,000	1,117

California Institute of Technology GO	4.700%	11/1/11	1,575	1,666
3 Johns Hopkins University Maryland GO	4.083%	7/1/53	1,175	1,233
3 Massachusetts Institute of Technology GO	3.959%	7/1/38	1,050	1,128
Massachusetts Institute of Technology GO	5.600%	7/1/11	2,375	3,094
Massachusetts Institute of Technology GO	4.678%	7/1/14	2,125	2,413
Massachusetts Institute of Technology GO	3.885%	7/1/16	1,600	1,518
3 Northwestern University Illinois GO	4.643%	12/1/44	2,050	2,401
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	900	953
3 Rice University Texas GO	3.574%	5/15/45	1,900	1,940
3 Rice University Texas GO	3.774%	5/15/55	150	156
Stanford University California GO	3.647%	5/1/48	2,500	2,574
3 University of Notre Dame Du Lac Indiana GO	3.438%	2/15/45	1,400	1,380
University of Pennsylvania GO	4.674%	9/1/12	1,000	1,108
3 University of Southern California GO	3.028%	10/1/39	2,500	2,338
3 University of Southern California GO	3.841%	10/1/47	1,600	1,672
Technology (3.5%)
Analog Devices Inc.	5.300%	12/15/45	1,200	1,386
Apple Inc.	4.500%	2/23/36	3,075	3,450
Apple Inc.	3.850%	5/4/43	10,225	10,309
Apple Inc.	4.450%	5/6/44	4,755	5,211
Apple Inc.	3.450%	2/9/45	6,620	6,261
Apple Inc.	4.375%	5/13/45	7,336	7,936
Apple Inc.	4.650%	2/23/46	12,297	13,919
Apple Inc.	3.850%	8/4/46	6,875	6,899
Apple Inc.	4.250%	2/9/47	3,820	4,102
Apple Inc.	3.750%	9/12/47	3,400	3,376
Applied Materials Inc.	5.100%	10/1/35	1,250	1,470
Applied Materials Inc.	5.850%	6/15/41	2,080	2,647
Applied Materials Inc.	4.350%	4/1/47	3,575	3,817
Arrow Electronics Inc.	3.875%	1/12/28	1,925	1,919
Cisco Systems Inc.	5.900%	2/15/39	6,631	8,726
Cisco Systems Inc.	5.500%	1/15/40	6,935	8,709
Corning Inc.	4.700%	3/15/37	1,800	1,944
Corning Inc.	5.750%	8/15/40	1,375	1,639
4 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	8.100%	7/15/36	5,364	6,722
4 Diamond 1 Finance Corp. / Diamond 2
Finance Corp.	8.350%	7/15/46	6,915	8,865
Enterprise Services LLC	7.450%	10/15/29	971	1,183
Fidelity National Information Services Inc.	4.500%	8/15/46	2,250	2,339
Hewlett Packard Enterprise Co.	6.200%	10/15/35	340	365
Hewlett Packard Enterprise Co.	6.350%	10/15/45	7,206	7,638
HP Inc.	6.000%	9/15/41	3,066	3,273
Intel Corp.	4.000%	12/15/32	1,050	1,151
Intel Corp.	4.800%	10/1/41	5,045	5,853
Intel Corp.	4.250%	12/15/42	3,140	3,384
Intel Corp.	4.900%	7/29/45	6,720	8,022
Intel Corp.	4.100%	5/19/46	4,200	4,402
Intel Corp.	4.100%	5/11/47	4,050	4,263
International Business Machines Corp.	6.500%	1/15/28	1,520	1,942
International Business Machines Corp.	5.875%	11/29/32	2,750	3,471
International Business Machines Corp.	5.600%	11/30/39	3,228	3,993
International Business Machines Corp.	4.000%	6/20/42	2,150	2,153
International Business Machines Corp.	4.700%	2/19/46	3,350	3,746
Juniper Networks Inc.	5.950%	3/15/41	1,355	1,526

Microsoft Corp.	3.500%	2/12/35	6,397	6,514
Microsoft Corp.	4.200%	11/3/35	1,210	1,345
Microsoft Corp.	3.450%	8/8/36	9,038	9,126
Microsoft Corp.	4.100%	2/6/37	9,295	10,143
Microsoft Corp.	5.200%	6/1/39	1,205	1,487
Microsoft Corp.	4.500%	10/1/40	2,965	3,345
Microsoft Corp.	5.300%	2/8/41	2,175	2,720
Microsoft Corp.	3.500%	11/15/42	2,925	2,839
Microsoft Corp.	3.750%	5/1/43	1,658	1,677
Microsoft Corp.	4.875%	12/15/43	1,900	2,227
Microsoft Corp.	3.750%	2/12/45	7,334	7,486
Microsoft Corp.	4.450%	11/3/45	10,304	11,609
Microsoft Corp.	3.700%	8/8/46	15,325	15,462
Microsoft Corp.	4.250%	2/6/47	10,340	11,374
Microsoft Corp.	4.000%	2/12/55	9,310	9,662
Microsoft Corp.	4.750%	11/3/55	3,659	4,298
Microsoft Corp.	3.950%	8/8/56	4,760	4,905
Microsoft Corp.	4.500%	2/6/57	8,112	9,213
Motorola Solutions Inc.	5.500%	9/1/44	1,250	1,254
Oracle Corp.	3.250%	5/15/30	1,904	1,921
Oracle Corp.	4.300%	7/8/34	6,355	6,979
Oracle Corp.	3.900%	5/15/35	4,203	4,406
Oracle Corp.	3.850%	7/15/36	4,675	4,821
Oracle Corp.	6.500%	4/15/38	4,340	5,970
Oracle Corp.	6.125%	7/8/39	4,225	5,679
Oracle Corp.	5.375%	7/15/40	9,264	11,459
Oracle Corp.	4.500%	7/8/44	4,350	4,782
Oracle Corp.	4.125%	5/15/45	5,452	5,735
Oracle Corp.	4.000%	7/15/46	7,650	7,903
Oracle Corp.	4.375%	5/15/55	3,270	3,501
QUALCOMM Inc.	4.650%	5/20/35	3,375	3,705
QUALCOMM Inc.	4.800%	5/20/45	5,169	5,674
QUALCOMM Inc.	4.300%	5/20/47	5,175	5,254
Seagate HDD Cayman	5.750%	12/1/34	1,650	1,530
Tyco Electronics Group SA	7.125%	10/1/37	2,050	2,866
Verisk Analytics Inc.	5.500%	6/15/45	1,375	1,549
Xerox Corp.	6.750%	12/15/39	1,225	1,306
Transportation (1.8%)
3 American Airlines 2016-1 Class A Pass
Through Trust	4.100%	1/15/28	880	918
3 American Airlines 2016-1 Class AA Pass
Through Trust	3.575%	1/15/28	1,903	1,937
3 American Airlines 2016-2 Class A Pass
Through Trust	3.650%	6/15/28	950	963
3 American Airlines 2016-2 Class AA Pass
Through Trust	3.200%	12/15/29	1,875	1,868
3 American Airlines 2016-3 Class A Pass
Through Trust	3.250%	4/15/30	800	788
American Airlines 2016-3 Class AA Pass
Through Trust	3.000%	10/15/28	1,725	1,699
3 American Airlines 2017-1 Class AA Pass
Through Trust	3.650%	8/15/30	1,050	1,075
3 American Airlines 2017-2 Class AA Pass
Through Trust	3.350%	10/15/29	2,300	2,303
Burlington Northern Santa Fe LLC	6.200%	8/15/36	985	1,289
Burlington Northern Santa Fe LLC	6.150%	5/1/37	1,720	2,255

Burlington Northern Santa Fe LLC	5.750%	5/1/40	3,435	4,359
Burlington Northern Santa Fe LLC	5.050%	3/1/41	2,207	2,572
Burlington Northern Santa Fe LLC	5.400%	6/1/41	2,292	2,772
Burlington Northern Santa Fe LLC	4.950%	9/15/41	1,175	1,350
Burlington Northern Santa Fe LLC	4.400%	3/15/42	2,310	2,491
Burlington Northern Santa Fe LLC	4.375%	9/1/42	2,280	2,463
Burlington Northern Santa Fe LLC	4.450%	3/15/43	2,595	2,838
Burlington Northern Santa Fe LLC	5.150%	9/1/43	2,560	3,060
Burlington Northern Santa Fe LLC	4.900%	4/1/44	2,350	2,736
Burlington Northern Santa Fe LLC	4.550%	9/1/44	2,975	3,269
Burlington Northern Santa Fe LLC	4.150%	4/1/45	3,573	3,786
Burlington Northern Santa Fe LLC	4.700%	9/1/45	1,700	1,933
Burlington Northern Santa Fe LLC	3.900%	8/1/46	1,900	1,933
Burlington Northern Santa Fe LLC	4.125%	6/15/47	2,130	2,241
Canadian National Railway Co.	6.900%	7/15/28	950	1,276
Canadian National Railway Co.	6.250%	8/1/34	2,420	3,180
Canadian National Railway Co.	6.200%	6/1/36	1,692	2,234
Canadian National Railway Co.	6.375%	11/15/37	490	665
Canadian National Railway Co.	3.200%	8/2/46	2,425	2,227
Canadian Pacific Railway Co.	7.125%	10/15/31	1,115	1,522
Canadian Pacific Railway Co.	5.750%	3/15/33	1,075	1,274
Canadian Pacific Railway Co.	4.800%	9/15/35	1,225	1,390
Canadian Pacific Railway Co.	4.800%	8/1/45	1,720	1,965
Canadian Pacific Railway Co.	6.125%	9/15/15	3,025	3,789
CSX Corp.	6.000%	10/1/36	1,095	1,368
CSX Corp.	6.150%	5/1/37	2,480	3,156
CSX Corp.	6.220%	4/30/40	2,925	3,782
CSX Corp.	5.500%	4/15/41	1,810	2,142
CSX Corp.	4.750%	5/30/42	2,100	2,290
CSX Corp.	4.400%	3/1/43	1,150	1,199
CSX Corp.	4.100%	3/15/44	1,750	1,747
CSX Corp.	3.800%	11/1/46	3,150	3,027
CSX Corp.	3.950%	5/1/50	2,325	2,207
CSX Corp.	4.500%	8/1/54	1,665	1,711
CSX Corp.	4.250%	11/1/66	2,000	1,921
FedEx Corp.	4.900%	1/15/34	1,725	1,936
FedEx Corp.	3.900%	2/1/35	1,770	1,790
FedEx Corp.	3.875%	8/1/42	1,755	1,678
FedEx Corp.	4.100%	4/15/43	1,700	1,684
FedEx Corp.	5.100%	1/15/44	2,490	2,794
FedEx Corp.	4.100%	2/1/45	1,270	1,252
FedEx Corp.	4.750%	11/15/45	5,850	6,378
FedEx Corp.	4.550%	4/1/46	4,150	4,419
FedEx Corp.	4.400%	1/15/47	1,280	1,327
FedEx Corp.	4.500%	2/1/65	785	764
Kansas City Southern	4.300%	5/15/43	1,500	1,502
Kansas City Southern	4.950%	8/15/45	1,470	1,638
3 Latam Airlines 2015-1 Pass Through Trust A	4.200%	8/15/29	2,441	2,489
Norfolk Southern Corp.	7.250%	2/15/31	660	890
Norfolk Southern Corp.	7.050%	5/1/37	345	466
Norfolk Southern Corp.	4.837%	10/1/41	1,908	2,147
Norfolk Southern Corp.	3.950%	10/1/42	1,635	1,633
Norfolk Southern Corp.	4.800%	8/15/43	1,404	1,584
Norfolk Southern Corp.	4.450%	6/15/45	1,410	1,511
Norfolk Southern Corp.	4.650%	1/15/46	2,550	2,825
4 Norfolk Southern Corp.	4.050%	8/15/52	3,846	3,789
Norfolk Southern Corp.	6.000%	3/15/05	832	1,022

3 Spirit Airlines Class A Pass Through
Certificates Series 2015-1	4.100%	10/1/29	1,595	1,660
Union Pacific Corp.	3.375%	2/1/35	625	613
Union Pacific Corp.	3.600%	9/15/37	1,700	1,719
Union Pacific Corp.	4.300%	6/15/42	130	139
Union Pacific Corp.	4.250%	4/15/43	1,550	1,650
Union Pacific Corp.	4.821%	2/1/44	150	173
Union Pacific Corp.	4.150%	1/15/45	400	421
Union Pacific Corp.	4.050%	11/15/45	1,200	1,250
Union Pacific Corp.	4.050%	3/1/46	3,100	3,229
Union Pacific Corp.	3.350%	8/15/46	1,425	1,306
Union Pacific Corp.	4.000%	4/15/47	2,000	2,089
Union Pacific Corp.	3.799%	10/1/51	5,606	5,501
Union Pacific Corp.	3.875%	2/1/55	1,910	1,875
Union Pacific Corp.	4.375%	11/15/65	2,350	2,480
Union Pacific Corp.	4.100%	9/15/67	2,000	2,012
3 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	653	757
3 United Airlines 2015-1 Class AA Pass
Through Trust	3.450%	12/1/27	952	968
3 United Airlines 2016-1 Class A Pass Through
Trust	3.450%	1/7/30	1,250	1,269
3 United Airlines 2016-1 Class AA Pass
Through Trust	3.100%	7/7/28	3,350	3,338
3 United Airlines 2016-2 Class A Pass Through
Trust	3.100%	10/7/28	850	833
3 United Airlines 2016-2 Class AA Pass
Through Trust	2.875%	10/7/28	1,075	1,049
United Parcel Service Inc.	6.200%	1/15/38	2,160	2,915
United Parcel Service Inc.	4.875%	11/15/40	1,895	2,207
United Parcel Service Inc.	3.625%	10/1/42	2,510	2,492
United Parcel Service Inc.	3.400%	11/15/46	2,300	2,186
United Parcel Service of America Inc.	8.375%	4/1/30	550	789
				3,826,671
Utilities (5.9%)
Electric (5.4%)
4 AEP Texas Inc.	3.800%	10/1/47	1,550	1,537
AEP Transmission Co. LLC	4.000%	12/1/46	1,450	1,488
4 AEP Transmission Co. LLC	3.750%	12/1/47	1,700	1,691
Alabama Power Co.	6.125%	5/15/38	1,460	1,857
Alabama Power Co.	6.000%	3/1/39	1,490	1,924
Alabama Power Co.	3.850%	12/1/42	1,100	1,106
Alabama Power Co.	4.150%	8/15/44	2,175	2,292
Alabama Power Co.	3.750%	3/1/45	1,470	1,478
Alabama Power Co.	4.300%	1/2/46	1,400	1,503
Ameren Illinois Co.	4.150%	3/15/46	1,152	1,222
Appalachian Power Co.	7.000%	4/1/38	1,518	2,124
Appalachian Power Co.	4.400%	5/15/44	740	786
Appalachian Power Co.	4.450%	6/1/45	1,108	1,209
Arizona Public Service Co.	5.050%	9/1/41	1,430	1,663
Arizona Public Service Co.	4.500%	4/1/42	1,615	1,768
Arizona Public Service Co.	4.350%	11/15/45	825	894
Arizona Public Service Co.	3.750%	5/15/46	1,550	1,520
Baltimore Gas & Electric Co.	6.350%	10/1/36	1,401	1,845
Baltimore Gas & Electric Co.	3.500%	8/15/46	1,400	1,337
Baltimore Gas & Electric Co.	3.750%	8/15/47	1,100	1,095
Berkshire Hathaway Energy Co.	8.480%	9/15/28	1,025	1,484

Berkshire Hathaway Energy Co.	6.125%	4/1/36	3,485	4,473
Berkshire Hathaway Energy Co.	5.950%	5/15/37	3,725	4,719
Berkshire Hathaway Energy Co.	6.500%	9/15/37	1,979	2,645
Berkshire Hathaway Energy Co.	5.150%	11/15/43	875	1,027
Berkshire Hathaway Energy Co.	4.500%	2/1/45	2,568	2,789
Black Hills Corp.	4.200%	9/15/46	1,395	1,382
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	1,105	1,487
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	1,725	1,676
CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	1,175	1,329
Cleco Corporate Holdings LLC	4.973%	5/1/46	1,200	1,291
Cleveland Electric Illuminating Co.	5.950%	12/15/36	830	1,001
CMS Energy Corp.	4.875%	3/1/44	805	902
Commonwealth Edison Co.	5.900%	3/15/36	2,135	2,713
Commonwealth Edison Co.	6.450%	1/15/38	1,230	1,661
Commonwealth Edison Co.	3.800%	10/1/42	1,350	1,353
Commonwealth Edison Co.	4.600%	8/15/43	1,465	1,644
Commonwealth Edison Co.	4.700%	1/15/44	1,200	1,370
Commonwealth Edison Co.	3.700%	3/1/45	1,685	1,663
Commonwealth Edison Co.	4.350%	11/15/45	1,625	1,753
Commonwealth Edison Co.	3.650%	6/15/46	2,200	2,162
Commonwealth Edison Co.	3.750%	8/15/47	2,250	2,255
Connecticut Light & Power Co.	4.300%	4/15/44	2,475	2,699
Connecticut Light & Power Co.	4.150%	6/1/45	50	53
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	2,445	2,881
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	2,270	2,870
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	370	485
Consolidated Edison Co. of New York Inc.	6.300%	8/15/37	870	1,168
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	2,275	3,201
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	790	983
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	2,020	2,597
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	675	717
Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	1,450	1,490
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	3,050	3,375
Consolidated Edison Co. of New York Inc.	4.500%	12/1/45	2,877	3,212
Consolidated Edison Co. of New York Inc.	3.850%	6/15/46	1,850	1,873
Consolidated Edison Co. of New York Inc.	3.875%	6/15/47	1,700	1,751
Consolidated Edison Co. of New York Inc.	4.625%	12/1/54	3,002	3,358
Consolidated Edison Co. of New York Inc.	4.300%	12/1/56	1,125	1,197
Consumers Energy Co.	3.950%	5/15/43	1,480	1,533
Consumers Energy Co.	3.250%	8/15/46	1,600	1,468
Consumers Energy Co.	3.950%	7/15/47	1,275	1,323
Delmarva Power & Light Co.	4.150%	5/15/45	2,250	2,353
Dominion Energy Inc.	6.300%	3/15/33	2,510	3,148
Dominion Energy Inc.	5.250%	8/1/33	1,250	1,420
Dominion Energy Inc.	5.950%	6/15/35	1,890	2,327
Dominion Energy Inc.	4.900%	8/1/41	2,025	2,243
Dominion Energy Inc.	4.050%	9/15/42	1,245	1,226
Dominion Energy Inc.	4.700%	12/1/44	1,670	1,814
DTE Electric Co.	4.000%	4/1/43	1,225	1,271
DTE Electric Co.	4.300%	7/1/44	1,120	1,212
DTE Electric Co.	3.700%	3/15/45	1,700	1,689
DTE Electric Co.	3.700%	6/1/46	1,125	1,118
DTE Electric Co.	3.750%	8/15/47	1,750	1,770
DTE Energy Co.	6.375%	4/15/33	1,630	2,062
Duke Energy Carolinas LLC	6.000%	12/1/28	925	1,143
Duke Energy Carolinas LLC	6.450%	10/15/32	1,525	2,017
Duke Energy Carolinas LLC	6.100%	6/1/37	1,410	1,804

Duke Energy Carolinas LLC	6.050%	4/15/38	1,075	1,400
Duke Energy Carolinas LLC	5.300%	2/15/40	2,625	3,202
Duke Energy Carolinas LLC	4.250%	12/15/41	2,420	2,628
Duke Energy Carolinas LLC	4.000%	9/30/42	2,725	2,849
Duke Energy Carolinas LLC	3.750%	6/1/45	2,010	2,025
Duke Energy Carolinas LLC	3.875%	3/15/46	2,100	2,132
Duke Energy Corp.	4.800%	12/15/45	2,425	2,717
Duke Energy Corp.	3.750%	9/1/46	5,291	5,085
Duke Energy Corp.	3.950%	8/15/47	1,750	1,741
Duke Energy Florida LLC	6.350%	9/15/37	1,390	1,875
Duke Energy Florida LLC	6.400%	6/15/38	1,306	1,788
Duke Energy Florida LLC	5.650%	4/1/40	1,115	1,412
Duke Energy Florida LLC	3.850%	11/15/42	1,490	1,502
Duke Energy Florida LLC	3.400%	10/1/46	1,250	1,165
3 Duke Energy Florida Project Finance LLC	2.538%	9/1/29	1,400	1,356
3 Duke Energy Florida Project Finance LLC	2.858%	3/1/33	800	748
3 Duke Energy Florida Project Finance LLC	3.112%	9/1/36	900	841
Duke Energy Indiana LLC	6.120%	10/15/35	1,106	1,424
Duke Energy Indiana LLC	6.350%	8/15/38	2,215	2,997
Duke Energy Indiana LLC	6.450%	4/1/39	750	1,022
Duke Energy Indiana LLC	4.900%	7/15/43	1,880	2,168
Duke Energy Indiana LLC	3.750%	5/15/46	1,800	1,798
Duke Energy Ohio Inc.	3.700%	6/15/46	925	909
Duke Energy Progress LLC	6.300%	4/1/38	1,075	1,451
Duke Energy Progress LLC	4.100%	5/15/42	2,625	2,738
Duke Energy Progress LLC	4.100%	3/15/43	1,115	1,166
Duke Energy Progress LLC	4.375%	3/30/44	2,100	2,313
Duke Energy Progress LLC	4.150%	12/1/44	1,705	1,818
Duke Energy Progress LLC	4.200%	8/15/45	3,300	3,557
Duke Energy Progress LLC	3.700%	10/15/46	1,625	1,611
Duke Energy Progress LLC	3.600%	9/15/47	2,250	2,194
El Paso Electric Co.	6.000%	5/15/35	550	644
El Paso Electric Co.	5.000%	12/1/44	1,659	1,746
Emera US Finance LP	4.750%	6/15/46	5,100	5,484
Entergy Louisiana LLC	3.250%	4/1/28	275	277
Entergy Louisiana LLC	3.050%	6/1/31	1,750	1,692
Entergy Louisiana LLC	4.950%	1/15/45	2,206	2,282
Entergy Mississippi Inc.	2.850%	6/1/28	3,110	2,992
Exelon Corp.	4.950%	6/15/35	1,585	1,771
Exelon Corp.	5.625%	6/15/35	2,193	2,633
Exelon Corp.	5.100%	6/15/45	1,715	1,951
Exelon Corp.	4.450%	4/15/46	2,550	2,669
Exelon Generation Co. LLC	6.250%	10/1/39	1,665	1,828
Exelon Generation Co. LLC	5.750%	10/1/41	1,835	1,901
Exelon Generation Co. LLC	5.600%	6/15/42	3,500	3,576
FirstEnergy Corp.	7.375%	11/15/31	5,050	6,684
FirstEnergy Corp.	4.850%	7/15/47	3,425	3,593
Florida Power & Light Co.	5.625%	4/1/34	1,199	1,479
Florida Power & Light Co.	4.950%	6/1/35	755	887
Florida Power & Light Co.	5.650%	2/1/37	1,193	1,499
Florida Power & Light Co.	5.950%	2/1/38	1,825	2,402
Florida Power & Light Co.	5.960%	4/1/39	1,720	2,287
Florida Power & Light Co.	5.690%	3/1/40	1,315	1,695
Florida Power & Light Co.	5.250%	2/1/41	1,375	1,697
Florida Power & Light Co.	4.125%	2/1/42	2,525	2,705
Florida Power & Light Co.	4.050%	6/1/42	2,117	2,255
Florida Power & Light Co.	3.800%	12/15/42	1,605	1,640

Florida Power & Light Co.	4.050%	10/1/44	1,682	1,813
Georgia Power Co.	5.650%	3/1/37	1,775	2,073
Georgia Power Co.	5.950%	2/1/39	1,630	2,027
Georgia Power Co.	5.400%	6/1/40	1,656	1,953
Georgia Power Co.	4.750%	9/1/40	1,695	1,842
Georgia Power Co.	4.300%	3/15/42	3,705	3,885
Georgia Power Co.	4.300%	3/15/43	1,270	1,323
Iberdrola International BV	6.750%	7/15/36	1,565	2,039
Indiana Michigan Power Co.	6.050%	3/15/37	1,040	1,310
Indiana Michigan Power Co.	4.550%	3/15/46	1,473	1,643
Indiana Michigan Power Co.	3.750%	7/1/47	1,750	1,714
Interstate Power & Light Co.	6.250%	7/15/39	1,735	2,272
Interstate Power & Light Co.	3.700%	9/15/46	650	629
ITC Holdings Corp.	5.300%	7/1/43	1,140	1,334
3 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,615	2,878
Kansas City Power & Light Co.	6.050%	11/15/35	680	846
Kansas City Power & Light Co.	5.300%	10/1/41	1,375	1,589
Kansas City Power & Light Co.	4.200%	6/15/47	500	517
Kentucky Utilities Co.	5.125%	11/1/40	1,065	1,280
Kentucky Utilities Co.	4.375%	10/1/45	1,300	1,398
MidAmerican Energy Co.	6.750%	12/30/31	1,840	2,478
MidAmerican Energy Co.	5.750%	11/1/35	1,550	1,941
MidAmerican Energy Co.	5.800%	10/15/36	1,580	1,998
MidAmerican Energy Co.	4.800%	9/15/43	1,290	1,497
MidAmerican Energy Co.	4.400%	10/15/44	920	1,007
MidAmerican Energy Co.	4.250%	5/1/46	1,744	1,868
MidAmerican Energy Co.	3.950%	8/1/47	1,750	1,816
MidAmerican Funding LLC	6.927%	3/1/29	150	197
Mississippi Power Co.	4.250%	3/15/42	1,550	1,469
National Rural Utilities Cooperative Finance
Corp.	8.000%	3/1/32	875	1,281
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	2,299	2,443
Nevada Power Co.	6.650%	4/1/36	775	1,041
Nevada Power Co.	6.750%	7/1/37	1,295	1,768
Nevada Power Co.	5.450%	5/15/41	1,230	1,493
Northern States Power Co.	6.250%	6/1/36	1,175	1,546
Northern States Power Co.	6.200%	7/1/37	1,200	1,601
Northern States Power Co.	5.350%	11/1/39	625	771
Northern States Power Co.	3.400%	8/15/42	1,890	1,805
Northern States Power Co.	4.125%	5/15/44	1,450	1,529
Northern States Power Co.	4.000%	8/15/45	1,000	1,042
Northern States Power Co.	3.600%	5/15/46	1,325	1,300
NorthWestern Corp.	4.176%	11/15/44	1,380	1,451
NSTAR Electric Co.	5.500%	3/15/40	1,705	2,123
NSTAR Electric Co.	4.400%	3/1/44	610	672
Oglethorpe Power Corp.	5.950%	11/1/39	1,165	1,439
Oglethorpe Power Corp.	5.375%	11/1/40	2,380	2,763
Oglethorpe Power Corp.	5.250%	9/1/50	440	495
Ohio Edison Co.	6.875%	7/15/36	1,210	1,622
Oklahoma Gas & Electric Co.	4.150%	4/1/47	1,025	1,085
Oklahoma Gas & Electric Co.	3.850%	8/15/47	1,475	1,483
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	1,770	2,445
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	1,140	1,591
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,098	1,613
Oncor Electric Delivery Co. LLC	5.250%	9/30/40	1,940	2,346
Oncor Electric Delivery Co. LLC	4.550%	12/1/41	1,155	1,284

Oncor Electric Delivery Co. LLC	5.300%	6/1/42	1,790	2,188
Oncor Electric Delivery Co. LLC	3.750%	4/1/45	1,595	1,579
4 Oncor Electric Delivery Co. LLC	3.800%	9/30/47	1,000	1,006
Pacific Gas & Electric Co.	6.050%	3/1/34	8,661	11,263
Pacific Gas & Electric Co.	5.800%	3/1/37	3,425	4,353
Pacific Gas & Electric Co.	6.350%	2/15/38	1,770	2,391
Pacific Gas & Electric Co.	6.250%	3/1/39	1,880	2,502
Pacific Gas & Electric Co.	5.400%	1/15/40	2,395	2,919
Pacific Gas & Electric Co.	4.450%	4/15/42	1,650	1,829
Pacific Gas & Electric Co.	4.600%	6/15/43	1,245	1,384
Pacific Gas & Electric Co.	5.125%	11/15/43	2,005	2,395
Pacific Gas & Electric Co.	4.750%	2/15/44	1,955	2,253
Pacific Gas & Electric Co.	4.300%	3/15/45	2,415	2,616
Pacific Gas & Electric Co.	4.250%	3/15/46	2,388	2,569
Pacific Gas & Electric Co.	4.000%	12/1/46	2,700	2,825
PacifiCorp	7.700%	11/15/31	1,370	1,977
PacifiCorp	5.250%	6/15/35	1,385	1,640
PacifiCorp	6.100%	8/1/36	570	744
PacifiCorp	5.750%	4/1/37	2,430	3,083
PacifiCorp	6.250%	10/15/37	2,274	3,040
PacifiCorp	6.350%	7/15/38	1,190	1,611
PacifiCorp	6.000%	1/15/39	2,660	3,482
PacifiCorp	4.100%	2/1/42	960	1,014
PECO Energy Co.	5.950%	10/1/36	1,140	1,460
Potomac Electric Power Co.	6.500%	11/15/37	1,945	2,658
Potomac Electric Power Co.	4.150%	3/15/43	2,190	2,297
PPL Capital Funding Inc.	4.700%	6/1/43	1,771	1,927
PPL Capital Funding Inc.	5.000%	3/15/44	1,235	1,378
PPL Capital Funding Inc.	4.000%	9/15/47	850	842
PPL Electric Utilities Corp.	6.250%	5/15/39	1,665	2,219
PPL Electric Utilities Corp.	4.750%	7/15/43	75	85
PPL Electric Utilities Corp.	4.125%	6/15/44	1,020	1,070
PPL Electric Utilities Corp.	3.950%	6/1/47	3,050	3,127
Progress Energy Inc.	7.750%	3/1/31	2,480	3,497
Progress Energy Inc.	7.000%	10/30/31	1,350	1,805
Progress Energy Inc.	6.000%	12/1/39	1,750	2,220
PSEG Power LLC	8.625%	4/15/31	1,860	2,428
Public Service Co. of Colorado	6.500%	8/1/38	400	553
Public Service Co. of Colorado	3.600%	9/15/42	1,765	1,720
Public Service Co. of Colorado	4.300%	3/15/44	1,875	2,031
Public Service Co. of Colorado	3.800%	6/15/47	1,900	1,921
Public Service Electric & Gas Co.	5.800%	5/1/37	1,535	1,959
Public Service Electric & Gas Co.	3.950%	5/1/42	2,195	2,306
Public Service Electric & Gas Co.	3.650%	9/1/42	2,095	2,052
Public Service Electric & Gas Co.	3.800%	3/1/46	2,072	2,098
Puget Sound Energy Inc.	6.274%	3/15/37	1,370	1,793
Puget Sound Energy Inc.	5.757%	10/1/39	1,400	1,751
Puget Sound Energy Inc.	5.795%	3/15/40	720	922
Puget Sound Energy Inc.	5.638%	4/15/41	915	1,149
Puget Sound Energy Inc.	4.300%	5/20/45	1,585	1,706
San Diego Gas & Electric Co.	6.000%	6/1/39	485	631
San Diego Gas & Electric Co.	4.500%	8/15/40	1,660	1,886
San Diego Gas & Electric Co.	3.750%	6/1/47	2,200	2,244
Sierra Pacific Power Co.	6.750%	7/1/37	885	1,193
South Carolina Electric & Gas Co.	6.625%	2/1/32	850	1,102
South Carolina Electric & Gas Co.	5.300%	5/15/33	1,475	1,705
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,825	2,315

South Carolina Electric & Gas Co.	5.450%	2/1/41	1,015	1,198
South Carolina Electric & Gas Co.	4.350%	2/1/42	1,750	1,809
South Carolina Electric & Gas Co.	4.600%	6/15/43	1,455	1,583
South Carolina Electric & Gas Co.	4.100%	6/15/46	1,555	1,571
South Carolina Electric & Gas Co.	4.500%	6/1/64	1,675	1,739
South Carolina Electric & Gas Co.	5.100%	6/1/65	1,590	1,833
Southern California Edison Co.	6.650%	4/1/29	2,125	2,746
Southern California Edison Co.	6.000%	1/15/34	1,185	1,511
Southern California Edison Co.	5.750%	4/1/35	1,250	1,573
Southern California Edison Co.	5.350%	7/15/35	1,595	1,929
Southern California Edison Co.	5.550%	1/15/36	300	366
Southern California Edison Co.	5.625%	2/1/36	1,585	1,972
Southern California Edison Co.	5.550%	1/15/37	690	857
Southern California Edison Co.	5.950%	2/1/38	2,090	2,737
Southern California Edison Co.	6.050%	3/15/39	475	630
Southern California Edison Co.	5.500%	3/15/40	330	420
Southern California Edison Co.	4.500%	9/1/40	1,955	2,167
Southern California Edison Co.	4.050%	3/15/42	2,445	2,571
Southern California Edison Co.	3.900%	3/15/43	2,525	2,592
Southern California Edison Co.	4.650%	10/1/43	1,830	2,106
Southern California Edison Co.	3.600%	2/1/45	1,815	1,797
Southern California Edison Co.	4.000%	4/1/47	3,500	3,676
Southern Co.	4.250%	7/1/36	1,800	1,854
Southern Co.	4.400%	7/1/46	2,995	3,099
Southern Power Co.	5.150%	9/15/41	1,820	1,982
Southern Power Co.	5.250%	7/15/43	1,355	1,485
Southern Power Co.	4.950%	12/15/46	1,400	1,493
Southwestern Electric Power Co.	6.200%	3/15/40	1,135	1,479
Southwestern Electric Power Co.	3.900%	4/1/45	1,360	1,363
Southwestern Public Service Co.	4.500%	8/15/41	1,630	1,795
Southwestern Public Service Co.	3.400%	8/15/46	1,400	1,324
Southwestern Public Service Co.	3.700%	8/15/47	1,700	1,685
Tampa Electric Co.	6.550%	5/15/36	780	1,021
Tampa Electric Co.	6.150%	5/15/37	1,025	1,283
Tampa Electric Co.	4.100%	6/15/42	1,150	1,157
Tampa Electric Co.	4.350%	5/15/44	185	195
Toledo Edison Co.	6.150%	5/15/37	1,035	1,281
TransAlta Corp.	6.500%	3/15/40	1,040	1,028
Union Electric Co.	5.300%	8/1/37	1,040	1,237
Union Electric Co.	8.450%	3/15/39	1,140	1,826
Union Electric Co.	3.900%	9/15/42	1,650	1,699
Union Electric Co.	3.650%	4/15/45	1,410	1,401
Virginia Electric & Power Co.	6.000%	1/15/36	2,135	2,728
Virginia Electric & Power Co.	6.000%	5/15/37	2,205	2,840
Virginia Electric & Power Co.	6.350%	11/30/37	1,925	2,548
Virginia Electric & Power Co.	8.875%	11/15/38	1,750	2,941
Virginia Electric & Power Co.	4.000%	1/15/43	1,725	1,787
Virginia Electric & Power Co.	4.650%	8/15/43	1,235	1,375
Virginia Electric & Power Co.	4.450%	2/15/44	1,970	2,135
Virginia Electric & Power Co.	4.200%	5/15/45	1,198	1,267
Virginia Electric & Power Co.	4.000%	11/15/46	1,525	1,568
Virginia Electric & Power Co.	3.800%	9/15/47	2,000	2,001
Westar Energy Inc.	4.125%	3/1/42	2,105	2,204
Westar Energy Inc.	4.100%	4/1/43	1,465	1,530
Westar Energy Inc.	4.250%	12/1/45	575	618
Wisconsin Electric Power Co.	5.625%	5/15/33	620	752
Wisconsin Electric Power Co.	5.700%	12/1/36	750	929

Wisconsin Power & Light Co.	6.375%	8/15/37	890	1,185
Wisconsin Public Service Corp.	3.671%	12/1/42	1,030	1,005
Wisconsin Public Service Corp.	4.752%	11/1/44	2,280	2,629
Xcel Energy Inc.	6.500%	7/1/36	1,700	2,263
Natural Gas (0.4%)
Atmos Energy Corp.	5.500%	6/15/41	1,575	1,954
Atmos Energy Corp.	4.150%	1/15/43	1,680	1,775
Atmos Energy Corp.	4.125%	10/15/44	1,980	2,089
CenterPoint Energy Resources Corp.	5.850%	1/15/41	1,350	1,661
CenterPoint Energy Resources Corp.	4.100%	9/1/47	1,050	1,054
KeySpan Corp.	5.803%	4/1/35	1,000	1,208
NiSource Finance Corp.	5.950%	6/15/41	1,375	1,710
Nisource Finance Corp.	5.250%	2/15/43	1,650	1,905
NiSource Finance Corp.	4.800%	2/15/44	1,925	2,112
NiSource Finance Corp.	4.375%	5/15/47	6,050	6,347
ONE Gas Inc.	4.658%	2/1/44	1,782	1,985
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	850	926
Piedmont Natural Gas Co. Inc.	3.640%	11/1/46	975	922
Sempra Energy	6.000%	10/15/39	3,336	4,195
Southern California Gas Co.	3.750%	9/15/42	1,050	1,066
Southern Co. Gas Capital Corp.	6.000%	10/1/34	850	1,010
Southern Co. Gas Capital Corp.	5.875%	3/15/41	2,770	3,369
Southern Co. Gas Capital Corp.	4.400%	6/1/43	1,350	1,380
Southern Co. Gas Capital Corp.	3.950%	10/1/46	975	944
Southern Co. Gas Capital Corp.	4.400%	5/30/47	1,500	1,554
Southwest Gas Corp.	3.800%	9/29/46	1,600	1,522
Washington Gas Light Co.	3.796%	9/15/46	1,550	1,520
Other Utility (0.1%)
American Water Capital Corp.	6.593%	10/15/37	2,677	3,669
American Water Capital Corp.	4.300%	12/1/42	1,300	1,401
American Water Capital Corp.	4.300%	9/1/45	1,025	1,092
American Water Capital Corp.	4.000%	12/1/46	425	437
American Water Capital Corp.	3.750%	9/1/47	3,025	3,030
United Utilities plc	6.875%	8/15/28	1,325	1,585
Veolia Environnement SA	6.750%	6/1/38	1,358	1,759
				629,807
Total Corporate Bonds (Cost $5,021,717)				5,392,007
Sovereign Bonds (4.3%)
Asian Development Bank	5.820%	6/16/28	1,480	1,812
CNOOC Finance 2013 Ltd.	4.250%	5/9/43	4,475	4,509
CNOOC Finance 2015 Australia Pty Ltd.	4.200%	5/5/45	500	500
CNOOC Nexen Finance 2014 ULC	4.875%	4/30/44	3,495	3,888
Ecopetrol SA	7.375%	9/18/43	2,650	3,021
Ecopetrol SA	5.875%	5/28/45	5,175	5,052
European Investment Bank	4.875%	2/15/36	3,399	4,411
Hydro-Quebec	8.500%	12/1/29	1,321	1,920
Inter-American Development Bank	3.875%	10/28/41	1,730	1,925
Inter-American Development Bank	3.200%	8/7/42	2,255	2,243
Inter-American Development Bank	4.375%	1/24/44	1,428	1,705
International Bank for Reconstruction &
Development	4.750%	2/15/35	1,925	2,426
5 KFW	0.000%	4/18/36	6,555	3,753
5 KFW	0.000%	6/29/37	3,165	1,718

Korea Electric Power Corp.	7.000%	2/1/27	750	959
Nexen Energy ULC	7.875%	3/15/32	1,800	2,557
Nexen Energy ULC	5.875%	3/10/35	1,930	2,319
Nexen Energy ULC	6.400%	5/15/37	1,055	1,353
Nexen Energy ULC	7.500%	7/30/39	2,375	3,439
3 Oriental Republic of Uruguay	4.375%	10/27/27	9,200	9,913
3 Oriental Republic of Uruguay	7.625%	3/21/36	4,043	5,670
3 Oriental Republic of Uruguay	4.125%	11/20/45	2,750	2,654
3 Oriental Republic of Uruguay	5.100%	6/18/50	10,450	11,025
Petroleos Mexicanos	6.625%	6/15/35	8,907	9,639
Petroleos Mexicanos	6.625%	6/15/38	2,575	2,748
Petroleos Mexicanos	6.500%	6/2/41	10,275	10,718
Petroleos Mexicanos	5.500%	6/27/44	8,415	7,804
Petroleos Mexicanos	6.375%	1/23/45	11,050	11,271
Petroleos Mexicanos	5.625%	1/23/46	10,100	9,391
4 Petroleos Mexicanos	6.750%	9/21/47	10,500	11,102
Petroleos Mexicanos	6.750%	9/21/47	9,592	10,142
6 Power Sector Assets & Liabilities
Management Corp.	9.625%	5/15/28	550	832
Province of British Columbia	7.250%	9/1/36	1,500	2,300
Province of Quebec	7.500%	9/15/29	8,065	11,453
Republic of Chile	3.860%	6/21/47	6,400	6,501
Republic of Colombia	10.375%	1/28/33	1,025	1,592
Republic of Colombia	7.375%	9/18/37	4,757	6,269
Republic of Colombia	6.125%	1/18/41	7,425	8,724
3 Republic of Colombia	5.625%	2/26/44	9,175	10,253
3 Republic of Colombia	5.000%	6/15/45	15,100	15,553
Republic of Hungary	7.625%	3/29/41	4,710	7,313
Republic of Italy	5.375%	6/15/33	6,000	6,939
Republic of Korea	4.125%	6/10/44	2,150	2,484
3 Republic of Panama	3.875%	3/17/28	6,000	6,355
Republic of Panama	9.375%	4/1/29	3,260	4,914
3 Republic of Panama	6.700%	1/26/36	7,151	9,470
3 Republic of Panama	4.500%	5/15/47	2,800	2,954
3 Republic of Panama	4.300%	4/29/53	3,050	3,118
Republic of Peru	8.750%	11/21/33	7,450	11,781
3 Republic of Peru	6.550%	3/14/37	4,425	5,956
Republic of Peru	5.625%	11/18/50	9,340	11,766
Republic of the Philippines	9.500%	2/2/30	6,867	11,039
Republic of the Philippines	7.750%	1/14/31	8,225	11,978
Republic of the Philippines	6.375%	1/15/32	5,525	7,272
Republic of the Philippines	6.375%	10/23/34	9,650	12,979
Republic of the Philippines	5.000%	1/13/37	4,625	5,463
Republic of the Philippines	3.950%	1/20/40	7,677	7,955
Republic of the Philippines	3.700%	3/1/41	1,487	1,485
Republic of the Philippines	3.700%	2/2/42	4,400	4,413
State of Israel	4.500%	1/30/43	6,100	6,623
Statoil ASA	7.250%	9/23/27	1,625	2,163
Statoil ASA	6.800%	1/15/28	435	558
Statoil ASA	7.150%	1/15/29	1,290	1,705
Statoil ASA	5.100%	8/17/40	3,109	3,587
Statoil ASA	4.250%	11/23/41	2,525	2,670
Statoil ASA	3.950%	5/15/43	1,990	1,986
Statoil ASA	4.800%	11/8/43	2,465	2,804
United Mexican States	7.500%	4/8/33	2,940	4,028
United Mexican States	6.750%	9/27/34	8,072	10,552
United Mexican States	6.050%	1/11/40	11,491	13,795

United Mexican States	4.750%	3/8/44	16,336	16,833
United Mexican States	5.550%	1/21/45	10,255	11,741
United Mexican States	4.600%	1/23/46	11,451	11,576
United Mexican States	4.350%	1/15/47	7,450	7,232
United Mexican States	5.750%	10/12/10	9,050	9,666
Total Sovereign Bonds (Cost $433,255)				458,217
Taxable Municipal Bonds (3.8%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	1,100	1,587
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	680	911
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	645	975
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	550	708
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	2,000	2,577
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	450	577
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	175	256
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	2,495	4,126
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,095	1,555
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	4,250	6,096
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	2,805	4,312
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	1,665	2,547
California GO	7.700%	11/1/30	1,260	1,462
California GO	7.500%	4/1/34	6,780	9,856
California GO	7.950%	3/1/36	1,450	1,637
California GO	7.550%	4/1/39	11,495	17,677
California GO	7.300%	10/1/39	5,405	7,930
California GO	7.350%	11/1/39	2,925	4,297
California GO	7.625%	3/1/40	4,165	6,376
California GO	7.600%	11/1/40	7,150	11,167
California State University Systemwide
Revenue	3.899%	11/1/47	1,000	1,026
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	800	1,007
Chicago IL GO	7.045%	1/1/29	800	883
Chicago IL GO	7.375%	1/1/33	2,000	2,284
Chicago IL GO	7.781%	1/1/35	675	802
Chicago IL GO	5.432%	1/1/42	900	872
Chicago IL GO	6.314%	1/1/44	1,050	1,124
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	1,655	2,112
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,275	1,740
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	1,450	1,792
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	5,150	6,730
Chicago IL Water Revenue	6.742%	11/1/40	1,200	1,554

Clark County NV Airport System Revenue	6.881%	7/1/42	1,150	1,245
Clark County NV Airport System Revenue	6.820%	7/1/45	1,550	2,271
Commonwealth Financing Authority
Pennsylvania Revenue	4.014%	6/1/33	1,300	1,363
Connecticut GO	5.632%	12/1/29	1,500	1,725
Connecticut GO	5.090%	10/1/30	750	814
Connecticut GO	5.850%	3/15/32	3,350	4,031
Cook County IL GO	6.229%	11/15/34	1,050	1,281
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,059
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,545	2,060
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	1,665	1,980
Dallas TX Convention Center Hotel
Development Corp. Hotel Revenue	7.088%	1/1/42	1,665	2,211
Dallas TX Independent School District GO	6.450%	2/15/35	1,495	1,698
District of Columbia Income Tax Revenue	5.591%	12/1/34	675	840
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	1,275	1,412
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	1,575	2,074
George Washington University District of
Columbia GO	4.300%	9/15/44	1,825	1,931
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	4,707	5,935
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	3,175	3,961
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	850	1,056
Grand Parkway Transportation Corp. Texas
System Toll Revenue	5.184%	10/1/42	1,000	1,204
Houston TX GO	6.290%	3/1/32	1,265	1,502
Illinois GO	5.100%	6/1/33	24,940	25,207
Illinois GO	6.630%	2/1/35	1,770	2,007
Illinois GO	6.725%	4/1/35	1,600	1,812
Illinois GO	7.350%	7/1/35	1,055	1,241
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	1,670	2,129
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	1,525	1,626
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	1,050	1,153
Kansas Department of Transportation
Highway Revenue	4.596%	9/1/35	1,225	1,398
Los Angeles CA Community College District
GO	6.750%	8/1/49	2,425	3,691
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	1,025	1,326
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	625	687
Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	1,575	2,329
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	1,775	2,658
Los Angeles CA Unified School District GO	5.755%	7/1/29	1,640	2,012
Los Angeles CA Unified School District GO	5.750%	7/1/34	4,345	5,560
Los Angeles CA Unified School District GO	6.758%	7/1/34	2,810	3,894
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	1,800	2,242

Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	700	1,066
Louisville & Jefferson County KY Metropolitan
Sewer District Sewer & Drainage System
Revenue	6.250%	5/15/43	895	1,190
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	850	1,116
Massachusetts GO	4.500%	8/1/31	1,500	1,698
Massachusetts GO	5.456%	12/1/39	3,135	3,958
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	1,530	1,939
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	1,515	1,948
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	1,000	1,331
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	1,355	1,965
Mississippi GO	5.245%	11/1/34	1,100	1,307
Missouri Health & Educational Facilities
Authority Revenue (Washington University)	3.652%	8/15/57	1,400	1,388
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	600	714
7 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	5,750	7,169
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	1,900	2,127
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.104%	12/15/28	1,660	1,745
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	1,675	2,135
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	4,564	6,881
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	6,585	9,624
New York City NY GO	5.206%	10/1/31	1,070	1,279
New York City NY GO	6.646%	12/1/31	400	455
New York City NY GO	6.246%	6/1/35	1,075	1,193
New York City NY GO	5.517%	10/1/37	1,175	1,475
New York City NY GO	6.271%	12/1/37	1,520	2,059
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	975	1,296
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.790%	6/15/41	500	542
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.724%	6/15/42	1,030	1,377
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	800	1,089
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	1,500	2,048
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	1,970	2,542
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	1,670	2,287
New York City NY Transitional Finance
Authority Future Tax Revenue	5.267%	5/1/27	250	292
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	1,575	1,949
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	1,715	2,151

New York City NY Transitional Finance
Authority Future Tax Revenue	5.572%	11/1/38	1,150	1,445
New York Metropolitan Transportation
Authority Revenue	6.814%	11/15/40	540	758
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	3,400	5,175
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	700	886
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.668%	11/15/39	1,845	2,548
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.427%	3/15/39	500	612
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	1,830	2,308
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.600%	3/15/40	900	1,140
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	1,625	1,984
New York University Hospitals Center
Revenue	5.750%	7/1/43	925	1,163
North Carolina Turnpike Authority Revenue	6.700%	1/1/39	170	179
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	2,835	4,202
Ohio State University General Receipts
Revenue	4.910%	6/1/40	2,175	2,611
Ohio State University General Receipts
Revenue	3.798%	12/1/46	1,400	1,434
Ohio State University General Receipts
Revenue	4.800%	6/1/11	1,682	1,826
Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,125	1,303
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	1,405	1,799
8 Oregon School Boards Association GO	5.528%	6/30/28	1,500	1,753
7 Oregon School Boards Association GO	5.550%	6/30/28	875	1,029
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	1,910	2,466
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	1,260	1,620
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	2,195	2,829
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	1,625	2,094
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	2,375	2,894
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	1,200	1,315
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	3,520	4,228
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	7,375	8,242
Port Authority of New York & New Jersey
Revenue	4.810%	10/15/65	1,500	1,759
Port of Seattle WA Revenue	7.000%	5/1/36	100	108
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	2,650	3,281
President & Fellows of Harvard College
Massachusetts GO	3.150%	7/15/46	1,700	1,620

Princeton University New Jersey GO	5.700%	3/1/39	2,150	2,867
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	1,110	1,485
Rutgers State University New Jersey Revenue	5.665%	5/1/40	1,185	1,424
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	1,900	2,265
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	600	801
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	1,450	1,888
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	1,100	1,236
San Diego County CA Regional
Transportation Commission Sales Tax
Revenue	5.911%	4/1/48	1,365	1,853
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	2,000	2,770
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	1,440	2,129
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	1,500	1,839
South Carolina Public Service Authority
Revenue	5.784%	12/1/41	250	293
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	1,300	1,671
Texas GO	5.517%	4/1/39	3,790	4,886
Texas Transportation Commission Revenue	5.178%	4/1/30	3,900	4,621
Texas Transportation Commission Revenue	4.631%	4/1/33	1,460	1,650
Texas Transportation Commission Revenue	4.681%	4/1/40	950	1,111
University of California Regents Medical
Center Revenue	6.548%	5/15/48	1,350	1,862
University of California Regents Medical Center
Revenue	6.583%	5/15/49	1,075	1,488
University of California Revenue	4.601%	5/15/31	1,500	1,668
University of California Revenue	6.270%	5/15/31	500	532
University of California Revenue	5.770%	5/15/43	2,900	3,713
University of California Revenue	4.131%	5/15/45	1,500	1,558
University of California Revenue	5.946%	5/15/45	1,275	1,645
University of California Revenue	4.858%	5/15/12	3,050	3,295
University of California Revenue	4.767%	5/15/15	1,450	1,515
University of Southern California GO	5.250%	10/1/11	1,000	1,223
University of Texas Revenue	3.354%	8/15/47	1,000	975
University of Texas System Revenue Financing
System Revenue	6.276%	8/15/41	900	967
University of Texas System Revenue Financing
System Revenue	5.134%	8/15/42	550	663
University of Texas System Revenue Financing
System Revenue	4.794%	8/15/46	1,075	1,260
University of Virginia Revenue	4.179%	9/1/17	600	601
Washington GO	5.140%	8/1/40	1,110	1,369
Wisconsin Annual Appropriation Revenue	3.954%	5/1/36	1,650	1,697
Total Taxable Municipal Bonds (Cost $348,089)				409,946

		Shares
Temporary Cash Investment (0.5%)
Money Market Fund (0.5%)
9 Vanguard Market Liquidity Fund (Cost $51,970)	1.223%	519,620	51,973
Total Investments (99.6%) (Cost $9,984,690)			10,594,223
Other Assets and Liabilities-Net (0.4%)			38,588
Net Assets (100%)			10,632,811

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 September 30, 2017, the
aggregate value of these securities was $122,885,000, representing 1.2% of net assets.
5 Guaranteed by the Federal Republic of Germany.
6 Guaranteed by the Republic of the Philippines.
7 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
8 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal 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.
GO—General Obligation Bond.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock

Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments 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. 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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

Long-Term Bond Index Fund
	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	4,282,080	—
Corporate Bonds	—	5,392,007	—
Sovereign Bonds	—	458,217	—
Taxable Municipal Bonds	—	409,946	—
Temporary Cash Investments	51,973	—	—
Total	51,973	10,542,250	—

C. At September 30, 2017, the cost of investment securities for tax purposes was $9,984,690,000. Net unrealized appreciation of investment securities for tax purposes was $609,533,000, consisting of unrealized gains of $671,973,000 on securities that had risen in value since their purchase and $62,440,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Total Bond Market Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

				Face	Market
			Maturity	Amount	Value
		Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (63.9%)
U.S. Government Securities (40.3%)
	United States Treasury Note/Bond	1.375%	9/30/18	241,450	241,450
	United States Treasury Note/Bond	0.875%	10/15/18	56,101	55,811
	United States Treasury Note/Bond	0.750%	10/31/18	850	844
	United States Treasury Note/Bond	1.250%	10/31/18	134,000	133,811
	United States Treasury Note/Bond	1.750%	10/31/18	149,600	150,161
	United States Treasury Note/Bond	1.250%	11/15/18	370,952	370,314
	United States Treasury Note/Bond	3.750%	11/15/18	277,786	284,992
	United States Treasury Note/Bond	9.000%	11/15/18	125	136
	United States Treasury Note/Bond	1.000%	11/30/18	231,867	230,817
	United States Treasury Note/Bond	1.250%	11/30/18	246,360	245,936
	United States Treasury Note/Bond	1.375%	11/30/18	30,400	30,391
	United States Treasury Note/Bond	1.250%	12/15/18	283,808	283,320
	United States Treasury Note/Bond	1.250%	12/31/18	192,295	191,964
	United States Treasury Note/Bond	1.375%	12/31/18	88,175	88,134
	United States Treasury Note/Bond	1.500%	12/31/18	242,841	243,106
	United States Treasury Note/Bond	1.125%	1/15/19	295,153	294,046
	United States Treasury Note/Bond	1.125%	1/31/19	78,100	77,795
	United States Treasury Note/Bond	1.250%	1/31/19	94,800	94,592
	United States Treasury Note/Bond	1.500%	1/31/19	291,770	292,044
	United States Treasury Note/Bond	0.750%	2/15/19	644,537	638,697
	United States Treasury Note/Bond	2.750%	2/15/19	258,075	262,671
	United States Treasury Note/Bond	8.875%	2/15/19	72,220	79,555
	United States Treasury Note/Bond	1.125%	2/28/19	6,620	6,593
	United States Treasury Note/Bond	1.375%	2/28/19	122,070	121,994
	United States Treasury Note/Bond	1.500%	2/28/19	70,545	70,611
	United States Treasury Note/Bond	1.000%	3/15/19	735,920	731,438
	United States Treasury Note/Bond	1.250%	3/31/19	253,790	253,115
	United States Treasury Note/Bond	1.500%	3/31/19	30,965	30,999
	United States Treasury Note/Bond	1.625%	3/31/19	331,485	332,416
	United States Treasury Note/Bond	0.875%	4/15/19	445,495	441,668
	United States Treasury Note/Bond	1.250%	4/30/19	167,302	166,805
	United States Treasury Note/Bond	1.625%	4/30/19	375,075	376,129
	United States Treasury Note/Bond	0.875%	5/15/19	567,645	562,502
	United States Treasury Note/Bond	3.125%	5/15/19	606,834	623,146
	United States Treasury Note/Bond	1.125%	5/31/19	179,315	178,363
	United States Treasury Note/Bond	1.250%	5/31/19	150,055	149,587
	United States Treasury Note/Bond	1.500%	5/31/19	250,930	251,166
	United States Treasury Note/Bond	0.875%	6/15/19	202,325	200,364
	United States Treasury Note/Bond	1.000%	6/30/19	33,462	33,206
	United States Treasury Note/Bond	1.250%	6/30/19	303,895	302,804
	United States Treasury Note/Bond	1.625%	6/30/19	348,770	349,750
	United States Treasury Note/Bond	0.750%	7/15/19	401,795	396,773
	United States Treasury Note/Bond	0.875%	7/31/19	128,706	127,358
	United States Treasury Note/Bond	1.375%	7/31/19	173,255	172,957
	United States Treasury Note/Bond	1.625%	7/31/19	275,496	276,270
1	United States Treasury Note/Bond	0.750%	8/15/19	249,493	246,220
	United States Treasury Note/Bond	3.625%	8/15/19	766,942	797,259
	United States Treasury Note/Bond	8.125%	8/15/19	6,636	7,449
	United States Treasury Note/Bond	1.250%	8/31/19	76,119	75,786

United States Treasury Note/Bond	1.625%	8/31/19	364,194	365,217
United States Treasury Note/Bond	0.875%	9/15/19	472,565	467,027
United States Treasury Note/Bond	1.000%	9/30/19	58,600	58,042
United States Treasury Note/Bond	1.375%	9/30/19	154,375	154,037
United States Treasury Note/Bond	1.750%	9/30/19	404,421	406,443
United States Treasury Note/Bond	1.000%	10/15/19	352,840	349,312
United States Treasury Note/Bond	1.250%	10/31/19	40,600	40,390
United States Treasury Note/Bond	1.500%	10/31/19	505,710	505,629
United States Treasury Note/Bond	1.000%	11/15/19	536,465	530,768
United States Treasury Note/Bond	3.375%	11/15/19	569,133	591,363
United States Treasury Note/Bond	1.000%	11/30/19	147,175	145,612
United States Treasury Note/Bond	1.500%	11/30/19	503,150	502,994
United States Treasury Note/Bond	1.375%	12/15/19	292,585	291,672
United States Treasury Note/Bond	1.125%	12/31/19	95,000	94,169
United States Treasury Note/Bond	1.625%	12/31/19	39,053	39,138
United States Treasury Note/Bond	1.375%	1/15/20	112,100	111,698
United States Treasury Note/Bond	1.250%	1/31/20	553,500	549,780
United States Treasury Note/Bond	1.375%	1/31/20	170,508	169,869
United States Treasury Note/Bond	1.375%	2/15/20	858,024	854,540
1 United States Treasury Note/Bond	3.625%	2/15/20	477,635	500,772
United States Treasury Note/Bond	8.500%	2/15/20	15,275	17,762
United States Treasury Note/Bond	1.250%	2/29/20	77,506	76,961
United States Treasury Note/Bond	1.375%	2/29/20	196,685	195,855
United States Treasury Note/Bond	1.625%	3/15/20	773,475	774,566
United States Treasury Note/Bond	1.125%	3/31/20	20,300	20,081
United States Treasury Note/Bond	1.375%	3/31/20	175,643	174,793
United States Treasury Note/Bond	1.500%	4/15/20	333,640	333,013
United States Treasury Note/Bond	1.125%	4/30/20	88,993	87,992
United States Treasury Note/Bond	1.375%	4/30/20	249,230	247,944
United States Treasury Note/Bond	1.500%	5/15/20	468,788	467,761
United States Treasury Note/Bond	3.500%	5/15/20	501,005	525,745
United States Treasury Note/Bond	8.750%	5/15/20	70	83
United States Treasury Note/Bond	1.375%	5/31/20	312,855	311,144
United States Treasury Note/Bond	1.500%	5/31/20	138,577	138,253
United States Treasury Note/Bond	1.500%	6/15/20	382,922	381,965
United States Treasury Note/Bond	1.625%	6/30/20	88,735	88,790
United States Treasury Note/Bond	1.875%	6/30/20	320,460	322,863
United States Treasury Note/Bond	1.500%	7/15/20	230,071	229,424
United States Treasury Note/Bond	1.625%	7/31/20	330,340	330,442
United States Treasury Note/Bond	2.000%	7/31/20	105,803	106,927
United States Treasury Note/Bond	1.500%	8/15/20	785,991	783,539
United States Treasury Note/Bond	2.625%	8/15/20	323,000	332,083
United States Treasury Note/Bond	8.750%	8/15/20	192,190	230,538
United States Treasury Note/Bond	1.375%	8/31/20	357,825	355,309
United States Treasury Note/Bond	2.125%	8/31/20	175,666	178,136
United States Treasury Note/Bond	1.375%	9/30/20	231,650	229,913
United States Treasury Note/Bond	2.000%	9/30/20	50,741	51,272
United States Treasury Note/Bond	1.375%	10/31/20	220,217	218,358
United States Treasury Note/Bond	1.750%	10/31/20	242,227	242,908
United States Treasury Note/Bond	2.625%	11/15/20	853,684	878,492
United States Treasury Note/Bond	1.625%	11/30/20	404,003	403,373
United States Treasury Note/Bond	2.000%	11/30/20	310,855	313,964
United States Treasury Note/Bond	1.750%	12/31/20	283,948	284,391
United States Treasury Note/Bond	2.375%	12/31/20	302,770	309,298
United States Treasury Note/Bond	1.375%	1/31/21	499,027	493,647
United States Treasury Note/Bond	2.125%	1/31/21	114,586	116,162
United States Treasury Note/Bond	3.625%	2/15/21	391,842	416,575

United States Treasury Note/Bond	7.875%	2/15/21	209,734	251,943
United States Treasury Note/Bond	1.125%	2/28/21	148,979	146,023
United States Treasury Note/Bond	2.000%	2/28/21	426,858	430,862
United States Treasury Note/Bond	1.250%	3/31/21	709,298	697,658
United States Treasury Note/Bond	2.250%	3/31/21	321,376	327,051
United States Treasury Note/Bond	1.375%	4/30/21	167,710	165,562
United States Treasury Note/Bond	2.250%	4/30/21	369,725	376,195
United States Treasury Note/Bond	3.125%	5/15/21	391,810	410,727
United States Treasury Note/Bond	8.125%	5/15/21	110	135
United States Treasury Note/Bond	1.375%	5/31/21	456,650	450,298
United States Treasury Note/Bond	2.000%	5/31/21	265,320	267,559
United States Treasury Note/Bond	1.125%	6/30/21	477,116	465,932
United States Treasury Note/Bond	2.125%	6/30/21	344,450	348,862
United States Treasury Note/Bond	1.125%	7/31/21	400,260	390,378
United States Treasury Note/Bond	2.250%	7/31/21	249,925	254,144
United States Treasury Note/Bond	2.125%	8/15/21	113,948	115,372
United States Treasury Note/Bond	8.125%	8/15/21	35,690	44,155
United States Treasury Note/Bond	1.125%	8/31/21	215,566	210,043
United States Treasury Note/Bond	2.000%	8/31/21	359,915	362,614
United States Treasury Note/Bond	1.125%	9/30/21	564,411	549,420
United States Treasury Note/Bond	2.125%	9/30/21	383,791	388,350
United States Treasury Note/Bond	1.250%	10/31/21	514,864	503,197
United States Treasury Note/Bond	2.000%	10/31/21	278,940	280,859
United States Treasury Note/Bond	2.000%	11/15/21	335,482	337,894
United States Treasury Note/Bond	1.750%	11/30/21	81,215	80,910
United States Treasury Note/Bond	1.875%	11/30/21	290,302	290,801
United States Treasury Note/Bond	2.000%	12/31/21	12,380	12,453
United States Treasury Note/Bond	2.125%	12/31/21	253,010	255,778
United States Treasury Note/Bond	1.500%	1/31/22	228,760	225,258
United States Treasury Note/Bond	1.875%	1/31/22	391,022	391,143
United States Treasury Note/Bond	2.000%	2/15/22	64,416	64,819
United States Treasury Note/Bond	1.750%	2/28/22	703,257	699,628
United States Treasury Note/Bond	1.875%	2/28/22	567,886	567,886
United States Treasury Note/Bond	1.750%	3/31/22	215,000	213,723
United States Treasury Note/Bond	1.875%	3/31/22	495,100	494,793
United States Treasury Note/Bond	1.750%	4/30/22	228,925	227,423
United States Treasury Note/Bond	1.875%	4/30/22	390,080	389,592
United States Treasury Note/Bond	1.750%	5/15/22	25,845	25,691
United States Treasury Note/Bond	1.750%	5/31/22	429,280	426,327
United States Treasury Note/Bond	1.875%	5/31/22	250,470	250,157
United States Treasury Note/Bond	1.750%	6/30/22	343,114	340,486
United States Treasury Note/Bond	2.125%	6/30/22	227,735	229,835
United States Treasury Note/Bond	1.875%	7/31/22	530,907	529,580
United States Treasury Note/Bond	2.000%	7/31/22	227,600	228,417
United States Treasury Note/Bond	1.625%	8/15/22	38,789	38,280
United States Treasury Note/Bond	7.250%	8/15/22	3,014	3,758
United States Treasury Note/Bond	1.625%	8/31/22	453,725	447,346
United States Treasury Note/Bond	1.875%	8/31/22	392,569	391,403
United States Treasury Note/Bond	1.750%	9/30/22	322,915	319,838
United States Treasury Note/Bond	1.875%	9/30/22	601,500	599,810
United States Treasury Note/Bond	1.875%	10/31/22	354,240	352,912
United States Treasury Note/Bond	1.625%	11/15/22	135,125	132,971
United States Treasury Note/Bond	2.000%	11/30/22	277,520	277,953
United States Treasury Note/Bond	2.125%	12/31/22	361,593	364,081
United States Treasury Note/Bond	1.750%	1/31/23	277,602	274,132
United States Treasury Note/Bond	2.000%	2/15/23	70,251	70,262
United States Treasury Note/Bond	7.125%	2/15/23	163,535	206,258

United States Treasury Note/Bond	1.500%	2/28/23	240,125	233,896
United States Treasury Note/Bond	1.500%	3/31/23	448,350	436,298
United States Treasury Note/Bond	1.625%	4/30/23	128,332	125,645
United States Treasury Note/Bond	1.750%	5/15/23	846,053	833,362
United States Treasury Note/Bond	1.625%	5/31/23	367,450	359,410
United States Treasury Note/Bond	1.375%	6/30/23	275,345	265,364
United States Treasury Note/Bond	1.250%	7/31/23	270,465	258,632
United States Treasury Note/Bond	2.500%	8/15/23	466,785	478,529
United States Treasury Note/Bond	6.250%	8/15/23	208,228	256,641
United States Treasury Note/Bond	1.375%	8/31/23	299,160	287,708
United States Treasury Note/Bond	1.375%	9/30/23	327,230	314,497
United States Treasury Note/Bond	1.625%	10/31/23	217,345	211,844
United States Treasury Note/Bond	2.750%	11/15/23	409,962	425,975
United States Treasury Note/Bond	2.125%	11/30/23	379,325	380,391
United States Treasury Note/Bond	2.250%	12/31/23	171,275	172,827
United States Treasury Note/Bond	2.250%	1/31/24	184,225	185,780
United States Treasury Note/Bond	2.750%	2/15/24	407,379	422,908
United States Treasury Note/Bond	2.125%	2/29/24	545,639	545,808
United States Treasury Note/Bond	2.125%	3/31/24	351,400	351,291
United States Treasury Note/Bond	2.000%	4/30/24	313,082	310,540
United States Treasury Note/Bond	2.500%	5/15/24	657,918	672,616
United States Treasury Note/Bond	2.000%	5/31/24	390,993	387,572
United States Treasury Note/Bond	2.000%	6/30/24	361,533	358,142
United States Treasury Note/Bond	2.125%	7/31/24	274,425	273,868
United States Treasury Note/Bond	2.375%	8/15/24	465,390	471,715
United States Treasury Note/Bond	1.875%	8/31/24	444,810	436,678
United States Treasury Note/Bond	2.125%	9/30/24	230,075	229,428
1 United States Treasury Note/Bond	2.250%	11/15/24	600,474	603,194
United States Treasury Note/Bond	7.500%	11/15/24	1,325	1,794
United States Treasury Note/Bond	2.000%	2/15/25	354,279	349,298
United States Treasury Note/Bond	7.625%	2/15/25	2,112	2,900
United States Treasury Note/Bond	2.125%	5/15/25	976,902	970,180
United States Treasury Note/Bond	2.000%	8/15/25	638,325	627,052
United States Treasury Note/Bond	6.875%	8/15/25	17,689	23,681
United States Treasury Note/Bond	2.250%	11/15/25	750,907	750,554
United States Treasury Note/Bond	1.625%	2/15/26	694,677	660,158
United States Treasury Note/Bond	1.625%	5/15/26	716,160	678,898
United States Treasury Note/Bond	1.500%	8/15/26	607,414	568,406
United States Treasury Note/Bond	6.750%	8/15/26	32,360	44,060
United States Treasury Note/Bond	2.000%	11/15/26	487,821	475,167
United States Treasury Note/Bond	6.500%	11/15/26	50,779	68,456
United States Treasury Note/Bond	2.250%	2/15/27	599,090	595,160
United States Treasury Note/Bond	2.375%	5/15/27	488,959	490,793
United States Treasury Note/Bond	2.250%	8/15/27	733,263	727,881
United States Treasury Note/Bond	6.375%	8/15/27	33,585	45,670
United States Treasury Note/Bond	5.500%	8/15/28	39,225	51,054
United States Treasury Note/Bond	5.250%	11/15/28	3,485	4,467
United States Treasury Note/Bond	5.250%	2/15/29	53,395	68,688
United States Treasury Note/Bond	6.125%	8/15/29	75,455	104,599
United States Treasury Note/Bond	6.250%	5/15/30	101,178	143,499
United States Treasury Note/Bond	5.375%	2/15/31	245,890	329,030
United States Treasury Note/Bond	4.500%	2/15/36	243,906	313,534
United States Treasury Note/Bond	4.750%	2/15/37	49,775	66,061
United States Treasury Note/Bond	5.000%	5/15/37	38,000	51,906
United States Treasury Note/Bond	4.375%	2/15/38	88,118	111,910
United States Treasury Note/Bond	4.500%	5/15/38	59,113	76,293
United States Treasury Note/Bond	3.500%	2/15/39	231,856	261,670

United States Treasury Note/Bond	4.250%	5/15/39	109,385	136,764
United States Treasury Note/Bond	4.500%	8/15/39	85,222	110,123
United States Treasury Note/Bond	4.375%	11/15/39	184,026	234,087
United States Treasury Note/Bond	4.625%	2/15/40	225,787	297,050
United States Treasury Note/Bond	4.375%	5/15/40	216,060	275,241
United States Treasury Note/Bond	3.875%	8/15/40	162,672	193,376
United States Treasury Note/Bond	4.250%	11/15/40	329,132	412,804
United States Treasury Note/Bond	4.750%	2/15/41	208,930	280,553
United States Treasury Note/Bond	4.375%	5/15/41	183,108	234,093
United States Treasury Note/Bond	3.750%	8/15/41	133,510	155,956
United States Treasury Note/Bond	3.125%	11/15/41	122,460	129,482
United States Treasury Note/Bond	3.125%	2/15/42	119,027	125,815
United States Treasury Note/Bond	3.000%	5/15/42	158,799	164,208
United States Treasury Note/Bond	2.750%	8/15/42	539,625	532,880
United States Treasury Note/Bond	2.750%	11/15/42	566,619	559,004
United States Treasury Note/Bond	3.125%	2/15/43	208,938	220,300
United States Treasury Note/Bond	2.875%	5/15/43	430,940	434,103
1 United States Treasury Note/Bond	3.625%	8/15/43	281,900	323,305
United States Treasury Note/Bond	3.750%	11/15/43	268,181	314,233
1 United States Treasury Note/Bond	3.625%	2/15/44	412,962	474,324
United States Treasury Note/Bond	3.375%	5/15/44	259,981	286,468
United States Treasury Note/Bond	3.125%	8/15/44	320,450	337,924
United States Treasury Note/Bond	3.000%	11/15/44	356,027	366,651
United States Treasury Note/Bond	2.500%	2/15/45	420,489	391,976
United States Treasury Note/Bond	3.000%	5/15/45	559,279	575,531
1 United States Treasury Note/Bond	2.875%	8/15/45	391,828	393,419
1 United States Treasury Note/Bond	3.000%	11/15/45	176,185	181,196
United States Treasury Note/Bond	2.500%	2/15/46	429,975	399,743
United States Treasury Note/Bond	2.500%	5/15/46	742,187	689,425
United States Treasury Note/Bond	2.250%	8/15/46	379,311	333,258
United States Treasury Note/Bond	2.875%	11/15/46	660,620	662,476
United States Treasury Note/Bond	3.000%	2/15/47	100,025	102,807
United States Treasury Note/Bond	3.000%	5/15/47	261,131	268,515
United States Treasury Note/Bond	2.750%	8/15/47	505,055	493,847
				76,215,361
Agency Bonds and Notes (2.1%)
2 AID-Iraq	2.149%	1/18/22	10,900	10,929
2 AID-Israel	5.500%	9/18/23	542	640
2 AID-Israel	5.500%	12/4/23	4,768	5,644
2 AID-Israel	5.500%	4/26/24	20,405	24,336
2 AID-Jordan	1.945%	6/23/19	7,750	7,783
2 AID-Jordan	2.503%	10/30/20	10,100	10,281
2 AID-Jordan	2.578%	6/30/22	3,400	3,460
2 AID-Tunisia	2.452%	7/24/21	3,275	3,325
2 AID-Tunisia	1.416%	8/5/21	3,860	3,763
2 AID-Ukraine	1.844%	5/16/19	4,650	4,674
2 AID-Ukraine	1.847%	5/29/20	11,500	11,499
2 AID-Ukraine	1.471%	9/29/21	10,100	9,911
3 Federal Farm Credit Banks	5.150%	11/15/19	15,675	16,838
3 Federal Farm Credit Banks	3.500%	12/20/23	5,000	5,379
3 Federal Home Loan Banks	0.875%	10/1/18	85,100	84,674
3 Federal Home Loan Banks	1.250%	1/16/19	74,700	74,494
3 Federal Home Loan Banks	1.375%	3/18/19	30,000	29,952
3 Federal Home Loan Banks	1.375%	5/28/19	19,800	19,757
3 Federal Home Loan Banks	1.125%	6/21/19	77,000	76,490
3 Federal Home Loan Banks	0.875%	8/5/19	53,850	53,196
3 Federal Home Loan Banks	1.000%	9/26/19	61,000	60,339

3 Federal Home Loan Banks	1.375%	11/15/19	47,300	47,102
3 Federal Home Loan Banks	1.875%	3/13/20	795	799
3 Federal Home Loan Banks	4.125%	3/13/20	8,100	8,581
3 Federal Home Loan Banks	3.375%	6/12/20	25,725	26,883
3 Federal Home Loan Banks	1.375%	9/28/20	26,600	26,349
3 Federal Home Loan Banks	5.250%	12/11/20	6,850	7,593
3 Federal Home Loan Banks	1.375%	2/18/21	24,475	24,199
3 Federal Home Loan Banks	2.250%	6/11/21	30,750	31,253
3 Federal Home Loan Banks	5.625%	6/11/21	19,450	22,103
3 Federal Home Loan Banks	1.125%	7/14/21	35,350	34,468
3 Federal Home Loan Banks	1.875%	11/29/21	73,000	72,914
3 Federal Home Loan Banks	2.125%	3/10/23	26,920	26,956
3 Federal Home Loan Banks	2.875%	6/14/24	40,400	41,838
3 Federal Home Loan Banks	5.375%	8/15/24	24,600	29,349
3 Federal Home Loan Banks	2.875%	9/13/24	14,985	15,507
3 Federal Home Loan Banks	5.500%	7/15/36	19,780	26,633
4 Federal Home Loan Mortgage Corp.	0.875%	10/12/18	60,000	59,690
4 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	60,938	62,958
4 Federal Home Loan Mortgage Corp.	1.125%	4/15/19	60,000	59,663
4 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	62,007	62,253
4 Federal Home Loan Mortgage Corp.	0.875%	7/19/19	52,884	52,275
4 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	21,826	21,709
4 Federal Home Loan Mortgage Corp.	1.375%	8/15/19	31,000	30,902
4 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	103,270	102,629
4 Federal Home Loan Mortgage Corp.	0.000%	11/29/19	150	144
4 Federal Home Loan Mortgage Corp.	1.500%	1/17/20	91,400	91,181
4 Federal Home Loan Mortgage Corp.	1.375%	4/20/20	13,319	13,231
4 Federal Home Loan Mortgage Corp.	1.375%	5/1/20	52,251	51,889
4 Federal Home Loan Mortgage Corp.	1.625%	9/29/20	14,000	13,970
4 Federal Home Loan Mortgage Corp.	1.125%	8/12/21	25,000	24,337
4 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	175,299	178,383
4 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	3,606	5,065
4 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	90,204	129,742
4 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	8,604	12,109
4 Federal National Mortgage Assn.	1.125%	10/19/18	63,950	63,773
4 Federal National Mortgage Assn.	1.625%	11/27/18	74,155	74,343
4 Federal National Mortgage Assn.	1.125%	12/14/18	65,222	64,965
4 Federal National Mortgage Assn.	1.375%	1/28/19	75,000	74,910
4 Federal National Mortgage Assn.	1.875%	2/19/19	53,110	53,398
4 Federal National Mortgage Assn.	1.000%	2/26/19	32,450	32,236
4 Federal National Mortgage Assn.	1.750%	6/20/19	48,425	48,615
4 Federal National Mortgage Assn.	0.875%	8/2/19	104,205	102,944
4 Federal National Mortgage Assn.	1.000%	8/28/19	95,000	94,028
4 Federal National Mortgage Assn.	1.750%	9/12/19	67,575	67,824
4 Federal National Mortgage Assn.	0.000%	10/9/19	35,640	34,389
4 Federal National Mortgage Assn.	1.000%	10/24/19	52,500	51,899
4 Federal National Mortgage Assn.	1.750%	11/26/19	61,950	62,176
4 Federal National Mortgage Assn.	1.625%	1/21/20	30,800	30,812
4 Federal National Mortgage Assn.	1.500%	2/28/20	18,975	18,923
4 Federal National Mortgage Assn.	1.500%	6/22/20	52,600	52,391
4 Federal National Mortgage Assn.	1.500%	7/30/20	23,000	22,886
4 Federal National Mortgage Assn.	1.500%	11/30/20	41,400	41,121
4 Federal National Mortgage Assn.	1.875%	12/28/20	40,000	40,169
4 Federal National Mortgage Assn.	1.375%	2/26/21	32,145	31,728
4 Federal National Mortgage Assn.	1.250%	8/17/21	30,300	29,635
4 Federal National Mortgage Assn.	1.375%	10/7/21	60,000	58,824
4 Federal National Mortgage Assn.	2.000%	1/5/22	103,000	103,232

4	Federal National Mortgage Assn.	1.875%	4/5/22	22,275	22,180
4	Federal National Mortgage Assn.	2.625%	9/6/24	93,740	95,931
4	Federal National Mortgage Assn.	2.125%	4/24/26	34,025	33,166
4	Federal National Mortgage Assn.	1.875%	9/24/26	43,000	40,872
4	Federal National Mortgage Assn.	6.250%	5/15/29	4,745	6,396
4	Federal National Mortgage Assn.	7.125%	1/15/30	26,389	38,240
4	Federal National Mortgage Assn.	7.250%	5/15/30	47,677	70,204
4	Federal National Mortgage Assn.	6.625%	11/15/30	24,700	35,001
4	Federal National Mortgage Assn.	5.625%	7/15/37	7,765	10,647
3	Financing Corp.	9.650%	11/2/18	10,615	11,537
3	Financing Corp.	9.700%	4/5/19	1,575	1,765
	Private Export Funding Corp.	4.375%	3/15/19	8,760	9,106
	Private Export Funding Corp.	1.450%	8/15/19	13,800	13,740
	Private Export Funding Corp.	2.250%	3/15/20	8,000	8,092
	Private Export Funding Corp.	2.300%	9/15/20	2,475	2,510
	Private Export Funding Corp.	4.300%	12/15/21	10,975	11,975
	Private Export Funding Corp.	2.800%	5/15/22	2,625	2,708
	Private Export Funding Corp.	2.050%	11/15/22	8,335	8,305
	Private Export Funding Corp.	3.550%	1/15/24	4,200	4,493
	Private Export Funding Corp.	2.450%	7/15/24	8,300	8,316
	Private Export Funding Corp.	3.250%	6/15/25	2,475	2,599
	Resolution Funding Corp.	8.125%	10/15/19	450	508
	Resolution Funding Corp.	8.875%	7/15/20	180	215
	Resolution Funding Corp.	8.625%	1/15/30	110	173
3	Tennessee Valley Authority	1.750%	10/15/18	6,460	6,480
3	Tennessee Valley Authority	3.875%	2/15/21	10,915	11,656
3	Tennessee Valley Authority	1.875%	8/15/22	7,300	7,256
3	Tennessee Valley Authority	2.875%	9/15/24	9,637	9,935
3	Tennessee Valley Authority	6.750%	11/1/25	17,306	22,622
3	Tennessee Valley Authority	2.875%	2/1/27	29,750	30,464
3	Tennessee Valley Authority	7.125%	5/1/30	27,165	39,321
3	Tennessee Valley Authority	4.650%	6/15/35	15,169	18,213
3	Tennessee Valley Authority	5.880%	4/1/36	10,200	13,940
3	Tennessee Valley Authority	6.150%	1/15/38	920	1,317
3	Tennessee Valley Authority	5.500%	6/15/38	2,550	3,391
3	Tennessee Valley Authority	5.250%	9/15/39	17,590	23,110
3	Tennessee Valley Authority	4.875%	1/15/48	6,951	8,756
3	Tennessee Valley Authority	5.375%	4/1/56	6,250	8,550
3	Tennessee Valley Authority	4.625%	9/15/60	7,468	9,095
3	Tennessee Valley Authority	4.250%	9/15/65	14,725	16,715
					3,856,742
Conventional Mortgage-Backed Securities (21.4%)
4,5 Fannie Mae Pool		2.000%	11/1/27–11/1/31	121,083	119,986
4,5,6Fannie Mae Pool		2.500%	11/1/26–10/1/46	1,344,249	1,355,478
4,5,6Fannie Mae Pool		3.000%	9/1/20–10/1/47	4,364,473	4,419,181
4,5,6Fannie Mae Pool		3.500%	10/1/18–10/1/47	4,618,767	4,780,225
4,5,6Fannie Mae Pool		4.000%	6/1/18–10/1/47	3,175,772	3,354,850
4,5,6Fannie Mae Pool		4.500%	1/1/18–10/1/47	1,274,504	1,373,327
4,5 Fannie Mae Pool		5.000%	10/1/17–6/1/44	525,331	574,273
4,5 Fannie Mae Pool		5.500%	10/1/17–2/1/42	469,165	520,446
4,5 Fannie Mae Pool		6.000%	10/1/17–5/1/41	308,377	347,973
4,5 Fannie Mae Pool		6.500%	10/1/17–10/1/39	79,369	88,180
4,5 Fannie Mae Pool		7.000%	11/1/18–11/1/38	24,567	28,442
4,5 Fannie Mae Pool		7.500%	11/1/22–12/1/32	2,081	2,302
4,5 Fannie Mae Pool		8.000%	11/1/21–9/1/31	760	845
4,5 Fannie Mae Pool		8.500%	11/1/18–5/1/32	334	380
4,5 Fannie Mae Pool		9.000%	1/1/19–8/1/30	75	77

4,5	Fannie Mae Pool	9.500%	12/1/18–11/1/25	108	123
4,5	Freddie Mac Gold Pool	2.000%	1/1/28–12/1/31	65,474	64,853
4,5,6Freddie Mac Gold Pool		2.500%	6/1/22–10/1/46	951,342	961,341
4,5,6Freddie Mac Gold Pool		3.000%	3/1/21–10/1/47	3,058,536	3,093,267
4,5,6Freddie Mac Gold Pool		3.500%	9/1/20–10/1/47	2,963,454	3,066,968
4,5,6Freddie Mac Gold Pool		4.000%	3/1/18–10/1/47	1,829,497	1,931,054
4,5,6Freddie Mac Gold Pool		4.500%	12/1/17–10/1/47	706,263	758,623
4,5	Freddie Mac Gold Pool	5.000%	10/1/17–8/1/44	315,739	343,101
4,5	Freddie Mac Gold Pool	5.500%	10/1/17–6/1/41	254,325	280,798
4,5	Freddie Mac Gold Pool	6.000%	11/1/18–5/1/40	136,982	154,239
4,5	Freddie Mac Gold Pool	6.500%	11/1/17–9/1/39	41,309	45,887
4,5	Freddie Mac Gold Pool	7.000%	10/1/17–12/1/38	15,165	17,632
4,5	Freddie Mac Gold Pool	7.500%	4/1/20–2/1/32	1,218	1,381
4,5	Freddie Mac Gold Pool	8.000%	4/1/20–1/1/32	1,361	1,533
4,5	Freddie Mac Gold Pool	8.500%	3/1/21–7/1/31	271	302
4,5	Freddie Mac Gold Pool	9.000%	11/1/20–3/1/31	208	234
4,5	Freddie Mac Gold Pool	9.500%	4/1/20–6/1/25	20	20
4,5	Freddie Mac Gold Pool	10.000%	3/1/21–4/1/25	2	2
4,5	Freddie Mac Non Gold Pool	9.500%	3/1/20	1	1
5	Ginnie Mae I Pool	3.000%	1/15/26–3/15/45	202,379	206,108
5	Ginnie Mae I Pool	3.500%	11/15/25–3/15/45	231,181	241,553
5,6	Ginnie Mae I Pool	4.000%	8/15/18–10/1/47	284,186	300,844
5,6	Ginnie Mae I Pool	4.500%	5/15/18–10/1/47	274,673	295,751
5	Ginnie Mae I Pool	4.750%	8/15/33	13	13
5	Ginnie Mae I Pool	5.000%	10/15/17–4/15/41	173,382	190,076
5	Ginnie Mae I Pool	5.500%	10/15/17–2/15/41	96,765	108,432
5	Ginnie Mae I Pool	6.000%	11/15/22–6/15/41	72,337	81,782
5	Ginnie Mae I Pool	6.500%	9/15/23–1/15/39	18,380	20,142
5	Ginnie Mae I Pool	7.000%	9/15/22–9/15/36	4,861	5,456
5	Ginnie Mae I Pool	7.500%	9/15/22–6/15/32	2,188	2,391
5	Ginnie Mae I Pool	7.750%	2/15/30	2	2
5	Ginnie Mae I Pool	8.000%	12/15/21–12/15/30	1,465	1,607
5	Ginnie Mae I Pool	8.250%	6/15/27	1	1
5	Ginnie Mae I Pool	8.500%	2/15/20–3/15/31	318	345
5	Ginnie Mae I Pool	9.000%	11/15/17–1/15/31	286	299
5	Ginnie Mae I Pool	9.500%	8/15/18–9/15/25	65	70
5	Ginnie Mae I Pool	10.000%	1/15/19–2/15/25	8	9
5	Ginnie Mae I Pool	10.500%	12/15/17–2/15/25	6	7
5	Ginnie Mae II Pool	2.500%	6/20/27–11/20/46	115,059	114,031
5,6	Ginnie Mae II Pool	3.000%	10/20/26–10/1/47	3,042,923	3,091,136
5,6	Ginnie Mae II Pool	3.500%	9/20/25–10/1/47	4,265,673	4,444,406
5,6	Ginnie Mae II Pool	4.000%	9/20/25–10/1/47	2,055,706	2,170,305
5,6	Ginnie Mae II Pool	4.500%	4/20/18–10/1/47	805,335	865,625
5	Ginnie Mae II Pool	5.000%	12/20/32–11/20/44	312,810	340,103
5	Ginnie Mae II Pool	5.500%	8/20/23–5/20/45	124,923	136,865
5	Ginnie Mae II Pool	6.000%	7/20/23–12/20/41	39,381	44,227
5	Ginnie Mae II Pool	6.500%	12/20/23–9/20/40	15,812	17,870
5	Ginnie Mae II Pool	7.000%	3/20/28–11/20/38	2,871	3,412
5	Ginnie Mae II Pool	7.500%	8/20/30	4	5
5	Ginnie Mae II Pool	8.500%	10/20/30	8	10
					40,370,207
Nonconventional Mortgage-Backed Securities (0.1%)
4,5	Fannie Mae Pool	2.122%	3/1/43	7,291	7,310
4,5	Fannie Mae Pool	2.178%	6/1/43	5,820	5,857
4,5	Fannie Mae Pool	2.188%	10/1/42	3,778	3,841
4,5	Fannie Mae Pool	2.267%	7/1/43	8,377	8,355
4,5	Fannie Mae Pool	2.415%	10/1/42	3,789	3,813

4,5	Fannie Mae Pool	2.448%	9/1/43	891	897
4,5,7	Fannie Mae Pool	2.462%	4/1/37	1,308	1,356
4,5,8	Fannie Mae Pool	2.601%	12/1/35	6	6
4,5	Fannie Mae Pool	2.720%	1/1/42	2,807	2,846
4,5	Fannie Mae Pool	2.724%	12/1/43	4,292	4,449
4,5	Fannie Mae Pool	2.746%	3/1/42	3,932	4,102
4,5,8	Fannie Mae Pool	2.756%	12/1/36	13	14
4,5,8	Fannie Mae Pool	2.768%	9/1/33	4	4
4,5,8	Fannie Mae Pool	2.775%	11/1/32	13	14
4,5,7	Fannie Mae Pool	2.798%	7/1/34	222	235
4,5,8	Fannie Mae Pool	2.815%	11/1/36	9	9
4,5,9	Fannie Mae Pool	2.831%	12/1/40	811	852
4,5,9	Fannie Mae Pool	2.874%	9/1/37	1,704	1,821
4,5,7	Fannie Mae Pool	2.888%	9/1/43	5,841	6,159
4,5,8	Fannie Mae Pool	2.893%	12/1/35	989	1,046
4,5,9	Fannie Mae Pool	2.927%	12/1/41	1,955	2,011
4,5,9	Fannie Mae Pool	2.946%	1/1/35	145	150
4,5,8	Fannie Mae Pool	2.985%	6/1/37	424	445
4,5,9	Fannie Mae Pool	3.032%	12/1/33	505	535
4,5,8	Fannie Mae Pool	3.040%	1/1/35	977	1,043
4,5,8	Fannie Mae Pool	3.057%	5/1/33	10	10
4,5,9	Fannie Mae Pool	3.063%	10/1/34	11	11
4,5,8	Fannie Mae Pool	3.065%	5/1/36	65	69
4,5,9	Fannie Mae Pool	3.075%	11/1/33	325	345
4,5,9	Fannie Mae Pool	3.085%	2/1/37	3	3
4,5	Fannie Mae Pool	3.088%	2/1/41	1,128	1,188
4,5,9	Fannie Mae Pool	3.090%	9/1/34	507	533
4,5	Fannie Mae Pool	3.091%	2/1/41	1,338	1,405
4,5,9	Fannie Mae Pool	3.106%	9/1/40	1,340	1,419
4,5,9	Fannie Mae Pool	3.135%	11/1/36	404	428
4,5,9	Fannie Mae Pool	3.166%	1/1/35	2	2
4,5,9	Fannie Mae Pool	3.175%	10/1/39	814	847
4,5,9	Fannie Mae Pool	3.193%	11/1/39	535	567
4,5,9	Fannie Mae Pool	3.203%	2/1/36	961	979
4,5,7	Fannie Mae Pool	3.215%	8/1/37	1,453	1,526
4,5,9	Fannie Mae Pool	3.257%	7/1/36	419	432
4,5,9	Fannie Mae Pool	3.264%	10/1/40	1,649	1,737
4,5,9	Fannie Mae Pool	3.270%	11/1/41	1,816	1,920
4,5,9	Fannie Mae Pool	3.274%	4/1/36	202	214
4,5,9	Fannie Mae Pool	3.280%	10/1/37	64	68
4,5,9	Fannie Mae Pool	3.305%	11/1/41	2,184	2,331
4,5,9	Fannie Mae Pool	3.306%	12/1/40	1,188	1,252
4,5,9	Fannie Mae Pool	3.310%	11/1/39–12/1/41	2,785	2,932
4,5,9	Fannie Mae Pool	3.315%	11/1/40–12/1/40	1,928	2,034
4,5,9	Fannie Mae Pool	3.335%	11/1/35–12/1/39	1,627	1,696
4,5,9	Fannie Mae Pool	3.337%	10/1/40	1,898	1,996
4,5	Fannie Mae Pool	3.348%	8/1/42	3,792	3,835
4,5,9	Fannie Mae Pool	3.351%	1/1/37	837	894
4,5,8	Fannie Mae Pool	3.363%	7/1/38	236	249
4,5,9	Fannie Mae Pool	3.375%	8/1/35	1,379	1,466
4,5,9	Fannie Mae Pool	3.401%	1/1/42	1,866	1,962
4,5,9	Fannie Mae Pool	3.415%	7/1/35–6/1/36	832	875
4,5,9	Fannie Mae Pool	3.416%	2/1/36	448	477
4,5,9	Fannie Mae Pool	3.420%	1/1/37	58	61
4,5,9	Fannie Mae Pool	3.429%	8/1/40	1,599	1,676
4,5,9	Fannie Mae Pool	3.435%	9/1/33–12/1/40	2,549	2,707
4,5,9	Fannie Mae Pool	3.440%	9/1/42	3,605	3,761

4,5,9	Fannie Mae Pool	3.443%	4/1/37	142	149
4,5,9	Fannie Mae Pool	3.444%	6/1/42	2,957	3,077
4,5,9	Fannie Mae Pool	3.445%	7/1/39	273	284
4,5,9	Fannie Mae Pool	3.447%	1/1/40	1,171	1,216
4,5,9	Fannie Mae Pool	3.454%	3/1/42	942	1,010
4,5,9	Fannie Mae Pool	3.467%	5/1/42	336	350
4,5,7	Fannie Mae Pool	3.468%	5/1/42	4,374	4,565
4,5,9	Fannie Mae Pool	3.472%	2/1/41	921	924
4,5,9	Fannie Mae Pool	3.476%	5/1/40	839	895
4,5,9	Fannie Mae Pool	3.480%	10/1/37	1,234	1,272
4,5,9	Fannie Mae Pool	3.481%	4/1/37	759	794
4,5,9	Fannie Mae Pool	3.482%	4/1/36	424	445
4,5,9	Fannie Mae Pool	3.484%	5/1/35	594	623
4,5,9	Fannie Mae Pool	3.495%	11/1/34	631	674
4,5,9	Fannie Mae Pool	3.502%	3/1/41	2,327	2,445
4,5,7	Fannie Mae Pool	3.516%	7/1/42	1,439	1,549
4,5,9	Fannie Mae Pool	3.516%	4/1/37	206	222
4,5,7	Fannie Mae Pool	3.535%	7/1/37	385	410
4,5,9	Fannie Mae Pool	3.545%	9/1/40	2,781	2,938
4,5,7	Fannie Mae Pool	3.554%	8/1/39	2,146	2,205
4,5,7	Fannie Mae Pool	3.556%	2/1/42	2,467	2,638
4,5,9	Fannie Mae Pool	3.575%	3/1/41	1,783	1,900
4,5,9	Fannie Mae Pool	3.576%	7/1/38	349	360
4,5,9	Fannie Mae Pool	3.590%	8/1/39	685	723
4,5	Fannie Mae Pool	3.605%	7/1/41	4,588	4,853
4,5	Fannie Mae Pool	3.608%	4/1/41	1,892	1,933
4,5,9	Fannie Mae Pool	3.628%	11/1/39	825	863
4,5,9	Fannie Mae Pool	3.630%	5/1/41	1,564	1,648
4,5,9	Fannie Mae Pool	3.632%	5/1/40	382	404
4,5,9	Fannie Mae Pool	3.649%	4/1/37	95	101
4,5	Fannie Mae Pool	3.703%	6/1/41	479	506
4,5,9	Fannie Mae Pool	3.715%	6/1/35	—	—
4,5,9	Fannie Mae Pool	3.787%	5/1/36	87	88
4,5,9	Fannie Mae Pool	3.791%	10/1/36	608	655
4,5	Fannie Mae Pool	3.796%	6/1/41	2,853	3,018
4,5,9	Fannie Mae Pool	4.571%	10/1/37	842	864
4,5,9	Fannie Mae Pool	5.188%	3/1/38	224	231
4,5,8	Fannie Mae Pool	5.860%	12/1/37	1,115	1,161
4,5,9	Freddie Mac Non Gold Pool	2.235%	10/1/37	57	58
4,5	Freddie Mac Non Gold Pool	2.378%	5/1/42	737	740
4,5	Freddie Mac Non Gold Pool	2.533%	11/1/43	1,529	1,537
4,5	Freddie Mac Non Gold Pool	2.708%	2/1/42	1,983	2,007
4,5,7	Freddie Mac Non Gold Pool	2.730%	5/1/37	56	58
4,5,7	Freddie Mac Non Gold Pool	2.769%	6/1/37	605	619
4,5	Freddie Mac Non Gold Pool	2.789%	1/1/41	2,557	2,667
4,5,8	Freddie Mac Non Gold Pool	2.815%	12/1/34	33	34
4,5,8	Freddie Mac Non Gold Pool	2.819%	11/1/34	1,145	1,199
4,5,8	Freddie Mac Non Gold Pool	2.938%	11/1/33	3	3
4,5,9	Freddie Mac Non Gold Pool	2.961%	7/1/35	802	843
4,5,7	Freddie Mac Non Gold Pool	3.014%	3/1/37	298	313
4,5,8	Freddie Mac Non Gold Pool	3.023%	6/1/36	9	9
4,5,7	Freddie Mac Non Gold Pool	3.040%	1/1/37	1,167	1,230
4,5,8	Freddie Mac Non Gold Pool	3.088%	10/1/36	631	684
4,5,8	Freddie Mac Non Gold Pool	3.109%	2/1/36	415	432
4,5,9	Freddie Mac Non Gold Pool	3.110%	10/1/37	980	1,040
4,5	Freddie Mac Non Gold Pool	3.114%	1/1/41	491	516
4,5,8	Freddie Mac Non Gold Pool	3.125%	6/1/35	4	4

4,5,9	Freddie Mac Non Gold Pool	3.153%	12/1/36	480	509
4,5,9	Freddie Mac Non Gold Pool	3.176%	8/1/37	73	75
4,5,8	Freddie Mac Non Gold Pool	3.184%	11/1/36	341	352
4,5,8	Freddie Mac Non Gold Pool	3.216%	5/1/36	867	909
4,5,8	Freddie Mac Non Gold Pool	3.231%	6/1/34	3	3
4,5,9	Freddie Mac Non Gold Pool	3.250%	1/1/38	418	444
4,5,9	Freddie Mac Non Gold Pool	3.255%	3/1/37	200	204
4,5,9	Freddie Mac Non Gold Pool	3.265%	12/1/36	209	224
4,5,9	Freddie Mac Non Gold Pool	3.268%	12/1/34	12	12
4,5,9	Freddie Mac Non Gold Pool	3.269%	12/1/34	514	525
4,5,9	Freddie Mac Non Gold Pool	3.278%	12/1/36–4/1/37	931	960
4,5,9	Freddie Mac Non Gold Pool	3.300%	3/1/37	64	67
4,5,9	Freddie Mac Non Gold Pool	3.303%	12/1/35	814	858
4,5,9	Freddie Mac Non Gold Pool	3.342%	3/1/36	7	7
4,5,9	Freddie Mac Non Gold Pool	3.352%	1/1/35	160	172
4,5,9	Freddie Mac Non Gold Pool	3.363%	12/1/40	2,050	2,126
4,5,9	Freddie Mac Non Gold Pool	3.365%	2/1/37	315	335
4,5,8	Freddie Mac Non Gold Pool	3.375%	8/1/34	2	2
4,5	Freddie Mac Non Gold Pool	3.378%	3/1/42	2,002	2,110
4,5,9	Freddie Mac Non Gold Pool	3.380%	11/1/40	442	458
4,5,9	Freddie Mac Non Gold Pool	3.400%	11/1/40	1,019	1,052
4,5,9	Freddie Mac Non Gold Pool	3.420%	6/1/37	1,089	1,161
4,5,9	Freddie Mac Non Gold Pool	3.421%	2/1/42	803	840
4,5,8	Freddie Mac Non Gold Pool	3.423%	3/1/37	98	98
4,5,9	Freddie Mac Non Gold Pool	3.438%	12/1/39	365	387
4,5,9	Freddie Mac Non Gold Pool	3.476%	6/1/41	148	150
4,5,9	Freddie Mac Non Gold Pool	3.500%	4/1/33–5/1/38	111	118
4,5,9	Freddie Mac Non Gold Pool	3.505%	12/1/40	506	524
4,5,9	Freddie Mac Non Gold Pool	3.506%	5/1/33	23	23
4,5,9	Freddie Mac Non Gold Pool	3.515%	4/1/35	53	55
4,5,9	Freddie Mac Non Gold Pool	3.545%	1/1/37	563	596
4,5,9	Freddie Mac Non Gold Pool	3.608%	9/1/37	972	998
4,5	Freddie Mac Non Gold Pool	3.612%	9/1/40	1,358	1,428
4,5,9	Freddie Mac Non Gold Pool	3.616%	3/1/41	602	639
4,5,9	Freddie Mac Non Gold Pool	3.630%	5/1/40–6/1/40	1,529	1,586
4,5,9	Freddie Mac Non Gold Pool	3.635%	7/1/38	666	677
4,5,9	Freddie Mac Non Gold Pool	3.652%	8/1/37–2/1/41	857	904
4,5,9	Freddie Mac Non Gold Pool	3.660%	2/1/41	1,825	1,939
4,5,9	Freddie Mac Non Gold Pool	3.678%	3/1/37	775	823
4,5,9	Freddie Mac Non Gold Pool	3.701%	6/1/41	679	706
4,5,9	Freddie Mac Non Gold Pool	3.706%	5/1/40	374	389
4,5,9	Freddie Mac Non Gold Pool	3.714%	6/1/40	1,500	1,575
4,5,9	Freddie Mac Non Gold Pool	3.715%	6/1/40	1,313	1,371
4,5,9	Freddie Mac Non Gold Pool	3.730%	5/1/37	1,022	1,055
4,5,9	Freddie Mac Non Gold Pool	3.732%	6/1/37	991	1,053
4,5	Freddie Mac Non Gold Pool	4.982%	3/1/38	917	965
5,8	Ginnie Mae II Pool	2.125%	7/20/38	250	250
5,8	Ginnie Mae II Pool	2.250%	10/20/38–12/20/42	10,144	10,469
5,8	Ginnie Mae II Pool	2.375%	1/20/41–3/20/43	14,767	15,212
5,8	Ginnie Mae II Pool	2.500%	7/20/41–10/20/41	5,398	5,606
5,8	Ginnie Mae II Pool	2.625%	6/20/29–6/20/43	9,590	9,856
5,8	Ginnie Mae II Pool	3.000%	11/20/40–10/20/41	1,937	2,008
5,8	Ginnie Mae II Pool	3.125%	5/20/41	1,112	1,156
5	Ginnie Mae II Pool	3.500%	12/20/43–1/20/44	3,064	3,110
					242,194
Total U.S. Government and Agency Obligations (Cost $120,362,086)					120,684,504

Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)
5 AEP Texas Central Transition Funding II LLC
2006-A	5.170%	1/1/18	520	525
5 Ally Auto Receivables Trust 2014-1	1.530%	4/15/19	1,232	1,232
5 Ally Auto Receivables Trust 2014-3	1.280%	6/17/19	1,122	1,122
5 Ally Auto Receivables Trust 2014-3	1.720%	3/16/20	2,000	2,001
5 Ally Auto Receivables Trust 2015-1	1.390%	9/16/19	835	835
5 Ally Auto Receivables Trust 2015-1	1.750%	5/15/20	1,750	1,749
5 Ally Auto Receivables Trust 2015-2	1.490%	11/15/19	2,550	2,550
5 Ally Auto Receivables Trust 2015-2	1.840%	6/15/20	2,225	2,228
5 Ally Auto Receivables Trust 2017-4	1.750%	12/15/21	9,056	9,045
5 Ally Auto Receivables Trust 2017-4	1.960%	7/15/22	3,128	3,124
5 Ally Master Owner Trust Series 2015-3	1.630%	5/15/20	7,725	7,727
5 American Express Credit Account Master
Trust 2014-4	1.430%	6/15/20	4,550	4,550
5 American Express Credit Account Master
Trust 2017-1	1.930%	9/15/22	14,900	14,938
5 American Express Credit Account Master
Trust 2017-3	1.770%	11/15/22	8,500	8,472
5 AmeriCredit Automobile Receivables Trust
2014-1	1.680%	7/8/19	24	24
5 AmeriCredit Automobile Receivables Trust
2015-2	1.270%	1/8/20	1,132	1,132
5 AmeriCredit Automobile Receivables Trust
2016-3	1.460%	5/10/21	4,275	4,264
5 AmeriCredit Automobile Receivables Trust
2017-3	1.900%	3/18/22	4,570	4,565
5 BA Credit Card Trust 2017-A1	1.950%	8/15/22	14,500	14,539
5 Banc of America Commercial Mortgage Trust
2008-1	6.509%	2/10/51	4,482	4,505
5 Banc of America Commercial Mortgage Trust
2015-UBS7	3.429%	9/15/48	2,350	2,442
5 Banc of America Commercial Mortgage Trust
2015-UBS7	3.705%	9/15/48	4,100	4,275
5 Banc of America Commercial Mortgage Trust
2017-BNK3	3.574%	2/15/50	9,108	9,433
5 Banc of America Commercial Mortgage Trust
2017-BNK3	3.748%	2/15/50	3,542	3,666
5 BANK 2017 - BNK5	3.390%	6/15/60	9,750	9,949
5 BANK 2017 - BNK5	3.624%	6/15/60	4,450	4,494
5 BANK 2017 - BNK6	3.518%	7/15/60	3,388	3,493
5 BANK 2017 - BNK6	3.741%	7/15/60	3,388	3,459
5 BANK 2017 - BNK7	3.175%	9/15/60	5,925	5,948
5 BANK 2017 - BNK7	3.435%	9/15/60	3,675	3,762
5 BANK 2017 - BNK7	3.748%	9/15/60	4,100	4,198
Bank of Nova Scotia	2.125%	9/11/19	10,900	10,922
Bank of Nova Scotia	1.850%	4/14/20	24,700	24,597
Bank of Nova Scotia	1.875%	4/26/21	8,800	8,660
5 Barclays Dryrock Issuance Trust 2015-2	1.560%	3/15/21	4,525	4,526
5 Barclays Dryrock Issuance Trust 2016-1	1.520%	5/16/22	8,050	8,004
5 BBCMS Mortgage Trust 2017-C1	3.674%	2/15/50	17,475	18,211
5 BBCMS Mortgage Trust 2017-C1	3.898%	2/15/50	4,675	4,865
5 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR18	5.700%	6/11/50	777	781
5 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.513%	1/12/45	1,938	1,966
5 BMW Vehicle Lease Trust 2015-2	1.400%	9/20/18	2,521	2,521

5 BMW Vehicle Lease Trust 2015-2	1.550%	2/20/19	2,075	2,075
5 BMW Vehicle Owner Trust 2014-A	1.500%	2/25/21	3,279	3,278
5 Capital Auto Receivables Asset Trust 2014-3	1.830%	4/22/19	683	683
5 Capital Auto Receivables Asset Trust 2015-1	1.610%	6/20/19	5,044	5,045
5 Capital Auto Receivables Asset Trust 2015-1	1.860%	10/21/19	2,000	2,002
5 Capital Auto Receivables Asset Trust 2015-2	1.730%	9/20/19	4,849	4,851
5 Capital Auto Receivables Asset Trust 2015-2	1.970%	1/21/20	2,900	2,906
5 Capital Auto Receivables Asset Trust 2015-3	1.720%	1/22/19	1,228	1,228
5 Capital Auto Receivables Asset Trust 2015-3	1.940%	1/21/20	5,025	5,034
5 Capital Auto Receivables Asset Trust 2015-3	2.130%	5/20/20	3,000	3,010
5 Capital Auto Receivables Asset Trust 2015-4	1.830%	3/20/20	4,550	4,555
5 Capital Auto Receivables Asset Trust 2015-4	2.010%	7/20/20	2,950	2,955
5 Capital Auto Receivables Asset Trust 2016-3	1.690%	3/20/21	3,225	3,211
5 Capital One Multi-Asset Execution Trust
2015-A2	2.080%	3/15/23	12,000	12,060
5 Capital One Multi-Asset Execution Trust
2015-A5	1.600%	5/17/21	5,675	5,676
5 Capital One Multi-Asset Execution Trust
2015-A8	2.050%	8/15/23	8,200	8,236
5 Capital One Multi-Asset Execution Trust
2016-A3	1.340%	4/15/22	8,575	8,519
5 Capital One Multi-Asset Execution Trust
2016-A4	1.330%	6/15/22	11,400	11,301
5 Capital One Multi-Asset Execution Trust
2016-A6	1.820%	9/15/22	10,300	10,293
5 Capital One Multi-Asset Execution Trust
2017-A1	2.000%	1/17/23	9,475	9,490
5 Capital One Multi-Asset Execution Trust
2017-A3	2.430%	1/15/25	9,850	9,914
5 CarMax Auto Owner Trust 2013-3	1.490%	1/15/19	553	553
5 CarMax Auto Owner Trust 2013-4	1.280%	5/15/19	247	247
5 CarMax Auto Owner Trust 2014-1	1.320%	7/15/19	772	771
5 CarMax Auto Owner Trust 2014-2	0.980%	1/15/19	105	105
5 CarMax Auto Owner Trust 2014-2	1.610%	10/15/19	2,000	2,000
5 CarMax Auto Owner Trust 2014-3	1.160%	6/17/19	575	575
5 CarMax Auto Owner Trust 2014-3	1.730%	2/18/20	1,625	1,626
5 CarMax Auto Owner Trust 2014-4	1.250%	11/15/19	2,049	2,047
5 CarMax Auto Owner Trust 2015-2	1.370%	3/16/20	2,014	2,013
5 CarMax Auto Owner Trust 2015-2	1.800%	3/15/21	1,575	1,575
5 CarMax Auto Owner Trust 2015-3	1.630%	5/15/20	4,890	4,891
5 CarMax Auto Owner Trust 2015-3	1.980%	2/16/21	1,300	1,301
5 CarMax Auto Owner Trust 2015-4	1.560%	11/16/20	4,275	4,273
5 CarMax Auto Owner Trust 2015-4	1.830%	6/15/21	2,050	2,048
5 CarMax Auto Owner Trust 2016-3	1.390%	5/17/21	4,875	4,852
5 CarMax Auto Owner Trust 2016-3	1.600%	1/18/22	1,685	1,669
5 CD 2016-CD1 Commercial Mortgage Trust	2.724%	8/10/49	9,075	8,798
5 CD 2016-CD2 Commercial Mortgage Trust	3.526%	11/10/49	7,300	7,554
5 CD 2017-CD3 Commercial Mortgage Trust	3.453%	2/10/50	1,285	1,336
5 CD 2017-CD3 Commercial Mortgage Trust	3.631%	2/10/50	9,773	10,179
5 CD 2017-CD3 Commercial Mortgage Trust	3.833%	2/10/50	2,542	2,643
5 CD 2017-CD4 Commercial Mortgage Trust	3.514%	5/10/50	5,133	5,298
5 CD 2017-CD4 Commercial Mortgage Trust	3.747%	5/10/50	3,000	3,099
5 CD 2017-CD5 Commercial Mortgage Trust	3.431%	8/15/50	3,500	3,580
5 CenterPoint Energy Transition Bond Co. II
LLC 2005-A	5.302%	8/1/20	1,030	1,066
5 CenterPoint Energy Transition Bond Co. IV
LLC 2012-1	3.028%	10/15/25	9,483	9,733

5 CFCRE Commercial Mortgage Trust 2016-
C3	3.865%	1/10/48	5,800	6,077
5 CFCRE Commercial Mortgage Trust 2016-
C4	3.283%	5/10/58	8,250	8,302
5 CFCRE Commercial Mortgage Trust 2016-
C4	3.691%	5/10/58	5,900	5,995
5 CFCRE Commercial Mortgage Trust 2016-
C6	3.217%	11/10/49	14,200	14,196
5 CFCRE Commercial Mortgage Trust 2017-
C8	3.572%	6/15/50	3,650	3,740
5 Chase Issuance Trust 2012-A4	1.580%	8/16/21	8,596	8,563
5 Chase Issuance Trust 2012-A7	2.160%	9/16/24	20,440	20,527
5 Chase Issuance Trust 2013-A1	1.300%	2/18/20	13,650	13,645
5 Chase Issuance Trust 2014-A2	2.770%	3/15/23	11,150	11,432
5 Chase Issuance Trust 2014-A7	1.380%	11/15/19	11,225	11,225
5 Chase Issuance Trust 2015-A4	1.840%	4/15/22	8,400	8,403
5 Chase Issuance Trust 2015-A5	1.360%	4/15/20	16,950	16,941
5 Chase Issuance Trust 2016-A2	1.370%	6/15/21	11,525	11,454
5 Chase Issuance Trust 2016-A4	1.490%	7/15/22	9,850	9,746
5 Chase Issuance Trust 2016-A5	1.270%	7/15/21	11,650	11,546
5 Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	11,546	11,697
5 Citibank Credit Card Issuance Trust 2014-A1	2.880%	1/23/23	10,460	10,767
5 Citibank Credit Card Issuance Trust 2014-A5	2.680%	6/7/23	12,342	12,638
5 Citibank Credit Card Issuance Trust 2014-A6	2.150%	7/15/21	27,675	27,865
5 Citibank Credit Card Issuance Trust 2014-A8	1.730%	4/9/20	16,450	16,469
5 Citibank Credit Card Issuance Trust 2016-A2	2.190%	11/20/23	11,325	11,349
5 Citibank Credit Card Issuance Trust 2017-A2	1.740%	1/19/21	19,400	19,418
5 Citibank Credit Card Issuance Trust 2017-A9	1.800%	9/20/21	19,680	19,664
5 Citigroup Commercial Mortgage Trust 2008-
C7	6.427%	12/10/49	1,444	1,445
5 Citigroup Commercial Mortgage Trust 2012-
GC8	3.024%	9/10/45	5,450	5,566
5 Citigroup Commercial Mortgage Trust 2013-
GC11	3.093%	4/10/46	3,165	3,224
5 Citigroup Commercial Mortgage Trust 2013-
GC11	3.422%	4/10/46	2,000	2,030
5 Citigroup Commercial Mortgage Trust 2013-
GC15	3.161%	9/10/46	2,861	2,888
5 Citigroup Commercial Mortgage Trust 2013-
GC15	3.942%	9/10/46	1,200	1,259
5 Citigroup Commercial Mortgage Trust 2013-
GC15	4.371%	9/10/46	1,975	2,146
5 Citigroup Commercial Mortgage Trust 2013-
GC15	4.649%	9/10/46	2,875	3,123
5 Citigroup Commercial Mortgage Trust 2013-
GC17	3.675%	11/10/46	875	909
5 Citigroup Commercial Mortgage Trust 2013-
GC17	4.131%	11/10/46	2,900	3,117
5 Citigroup Commercial Mortgage Trust 2013-
GC17	4.544%	11/10/46	1,150	1,239
5 Citigroup Commercial Mortgage Trust 2013-
GC17	5.095%	11/10/46	1,150	1,260
5 Citigroup Commercial Mortgage Trust 2014-
GC19	2.790%	3/10/47	1,840	1,856
5 Citigroup Commercial Mortgage Trust 2014-
GC19	3.552%	3/10/47	1,150	1,198

5	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.023%	3/10/47	1,700	1,808
5	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.345%	3/10/47	1,425	1,514
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.477%	5/10/47	625	651
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.855%	5/10/47	3,025	3,189
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	4.328%	5/10/47	2,450	2,506
5	Citigroup Commercial Mortgage Trust 2014-
	GC23	3.622%	7/10/47	3,875	4,035
5	Citigroup Commercial Mortgage Trust 2014-
	GC25	3.635%	10/10/47	8,525	8,871
5	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.137%	2/10/48	11,450	11,509
5	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.571%	2/10/48	4,550	4,595
5	Citigroup Commercial Mortgage Trust 2015-
	GC29	2.674%	4/10/48	2,275	2,295
5	Citigroup Commercial Mortgage Trust 2015-
	GC29	3.192%	4/10/48	9,075	9,171
5	Citigroup Commercial Mortgage Trust 2015-
	GC29	3.758%	4/10/48	4,365	4,270
5	Citigroup Commercial Mortgage Trust 2015-
	GC31	3.762%	6/10/48	4,625	4,844
5	Citigroup Commercial Mortgage Trust 2015-
	GC33	3.778%	9/10/58	5,725	5,997
5	Citigroup Commercial Mortgage Trust 2016-
	C1	3.003%	5/10/49	3,400	3,417
5	Citigroup Commercial Mortgage Trust 2016-
	C1	3.209%	5/10/49	6,500	6,554
5	Citigroup Commercial Mortgage Trust 2016-
	C2	2.832%	8/10/49	3,500	3,422
5	Citigroup Commercial Mortgage Trust 2016-
	GC36	3.616%	2/10/49	11,425	11,857
5	Citigroup Commercial Mortgage Trust 2016-
	P4	2.902%	7/10/49	3,825	3,766
5	Citigroup Commercial Mortgage Trust 2017-
	B1	3.458%	8/15/50	13,430	13,754
5	Citigroup Commercial Mortgage Trust 2017-
	B1	3.711%	8/15/50	2,675	2,724
5	COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	2,580	2,651
5	COMM 2012-CCRE2 Mortgage Trust	3.791%	8/15/45	2,950	3,081
5	COMM 2012-CCRE3 Mortgage Trust	2.822%	10/15/45	5,000	5,044
5,10 COMM 2012-CCRE3 Mortgage Trust		3.416%	10/15/45	3,548	3,637
5	COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	5,150	5,197
5	COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,510
5	COMM 2013-CCRE10 Mortgage Trust	4.210%	8/10/46	1,120	1,209
5	COMM 2013-CCRE11 Mortgage Trust	3.047%	8/10/50	1,430	1,451
5	COMM 2013-CCRE11 Mortgage Trust	3.660%	8/10/50	1,430	1,497
5	COMM 2013-CCRE11 Mortgage Trust	3.983%	8/10/50	1,910	2,027
5	COMM 2013-CCRE11 Mortgage Trust	4.258%	8/10/50	6,600	7,143
5	COMM 2013-CCRE11 Mortgage Trust	4.715%	8/10/50	1,430	1,557
5	COMM 2013-CCRE12 Mortgage Trust	1.295%	10/10/46	231	230
5	COMM 2013-CCRE12 Mortgage Trust	2.904%	10/10/46	1,700	1,716
5	COMM 2013-CCRE12 Mortgage Trust	3.623%	10/10/46	1,700	1,772

5 COMM 2013-CCRE12 Mortgage Trust	3.765%	10/10/46	2,275	2,397
5 COMM 2013-CCRE12 Mortgage Trust	4.046%	10/10/46	1,700	1,819
5 COMM 2013-CCRE12 Mortgage Trust	4.300%	10/10/46	1,150	1,227
5 COMM 2013-CCRE12 Mortgage Trust	4.762%	10/10/46	575	611
5 COMM 2013-CCRE13 Mortgage Trust	1.259%	11/12/46	244	243
5 COMM 2013-CCRE13 Mortgage Trust	3.039%	11/12/46	875	885
5 COMM 2013-CCRE13 Mortgage Trust	3.706%	11/12/46	575	601
5 COMM 2013-CCRE13 Mortgage Trust	4.194%	11/12/46	5,850	6,318
5 COMM 2013-CCRE13 Mortgage Trust	4.449%	11/12/46	1,750	1,880
5 COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	2,908	2,974
5 COMM 2013-CCRE7 Mortgage Trust	3.213%	3/10/46	2,300	2,364
5 COMM 2013-CCRE8 Mortgage Trust	3.612%	6/10/46	3,262	3,421
5 COMM 2013-CCRE9 Mortgage Trust	4.373%	7/10/45	4,060	4,401
5 COMM 2013-LC13 Mortgage Trust	3.009%	8/10/46	1,680	1,697
5 COMM 2013-LC13 Mortgage Trust	4.205%	8/10/46	1,680	1,816
5 COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	5,246	5,316
5 COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,547	2,585
5 COMM 2014-CCRE14 Mortgage Trust	3.147%	2/10/47	2,375	2,403
5 COMM 2014-CCRE14 Mortgage Trust	4.236%	2/10/47	1,775	1,913
5 COMM 2014-CCRE14 Mortgage Trust	4.526%	2/10/47	1,950	2,101
5 COMM 2014-CCRE14 Mortgage Trust	4.745%	2/10/47	1,175	1,253
5 COMM 2014-CCRE15 Mortgage Trust	2.928%	2/10/47	4,124	4,173
5 COMM 2014-CCRE15 Mortgage Trust	3.595%	2/10/47	1,422	1,482
5 COMM 2014-CCRE15 Mortgage Trust	4.074%	2/10/47	2,641	2,821
5 COMM 2014-CCRE15 Mortgage Trust	4.861%	2/10/47	1,320	1,413
5 COMM 2014-CCRE16 Mortgage Trust	3.653%	4/10/47	2,206	2,304
5 COMM 2014-CCRE16 Mortgage Trust	4.278%	4/10/47	2,950	3,131
5 COMM 2014-CCRE17 Mortgage Trust	3.012%	5/10/47	2,800	2,846
5 COMM 2014-CCRE17 Mortgage Trust	3.598%	5/10/47	1,400	1,460
5 COMM 2014-CCRE17 Mortgage Trust	3.977%	5/10/47	2,225	2,364
5 COMM 2014-CCRE17 Mortgage Trust	4.377%	5/10/47	1,375	1,416
5 COMM 2014-CCRE18 Mortgage Trust	3.452%	7/15/47	4,315	4,473
5 COMM 2014-CCRE18 Mortgage Trust	3.828%	7/15/47	1,400	1,471
5 COMM 2014-CCRE18 Mortgage Trust	4.103%	7/15/47	1,845	1,941
5 COMM 2014-CCRE19 Mortgage Trust	3.796%	8/10/47	8,400	8,823
5 COMM 2014-CCRE19 Mortgage Trust	4.080%	8/10/47	2,250	2,365
5 COMM 2014-CCRE20 Mortgage Trust	3.590%	11/10/47	2,375	2,465
5 COMM 2014-CCRE21 Mortgage Trust	3.095%	12/10/47	4,429	4,511
5 COMM 2014-CCRE21 Mortgage Trust	3.528%	12/10/47	8,575	8,866
5 COMM 2014-LC15 Mortgage Trust	2.840%	4/10/47	1,675	1,696
5 COMM 2014-LC15 Mortgage Trust	4.006%	4/10/47	8,215	8,735
5 COMM 2014-LC17 Mortgage Trust	3.164%	10/10/47	5,575	5,665
5 COMM 2014-LC17 Mortgage Trust	3.917%	10/10/47	2,225	2,356
5 COMM 2014-UBS2 Mortgage Trust	2.820%	3/10/47	1,129	1,142
5 COMM 2014-UBS2 Mortgage Trust	3.472%	3/10/47	981	1,019
5 COMM 2014-UBS2 Mortgage Trust	3.961%	3/10/47	2,533	2,680
5 COMM 2014-UBS2 Mortgage Trust	4.199%	3/10/47	709	747
5 COMM 2014-UBS2 Mortgage Trust	4.701%	3/10/47	449	476
5 COMM 2014-UBS3 Mortgage Trust	2.844%	6/10/47	1,675	1,696
5 COMM 2014-UBS3 Mortgage Trust	3.819%	6/10/47	4,475	4,709
5 COMM 2014-UBS4 Mortgage Trust	3.694%	8/10/47	5,575	5,806
5 COMM 2014-UBS4 Mortgage Trust	3.968%	8/10/47	2,144	2,225
5 COMM 2014-UBS5 Mortgage Trust	3.838%	9/10/47	6,650	6,982
5 COMM 2014-UBS6 Mortgage Trust	2.935%	12/10/47	5,600	5,675
5 COMM 2014-UBS6 Mortgage Trust	3.387%	12/10/47	5,600	5,799
5 COMM 2014-UBS6 Mortgage Trust	3.644%	12/10/47	10,725	11,155
5 COMM 2014-UBS6 Mortgage Trust	4.048%	12/10/47	2,800	2,925

5	COMM 2015-CCRE22 Mortgage Trust	2.856%	3/10/48	2,850	2,894
5	COMM 2015-CCRE22 Mortgage Trust	3.309%	3/10/48	7,950	8,108
5	COMM 2015-CCRE22 Mortgage Trust	3.603%	3/10/48	2,850	2,907
5	COMM 2015-CCRE23 Mortgage Trust	3.257%	5/10/48	3,475	3,585
5	COMM 2015-CCRE23 Mortgage Trust	3.497%	5/10/48	5,219	5,387
5	COMM 2015-CCRE23 Mortgage Trust	3.801%	5/10/48	2,325	2,394
5	COMM 2015-CCRE25 Mortgage Trust	3.759%	8/10/48	5,725	6,009
5	COMM 2015-CCRE26 Mortgage Trust	3.630%	10/10/48	11,600	12,056
5	COMM 2015-CCRE27 Mortgage Trust	3.404%	10/10/48	5,900	6,088
5	COMM 2015-CCRE27 Mortgage Trust	3.612%	10/10/48	5,900	6,121
5	COMM 2015-LC19 Mortgage Trust	3.040%	2/10/48	1,150	1,176
5	COMM 2015-LC19 Mortgage Trust	3.183%	2/10/48	5,894	5,964
5	COMM 2015-LC19 Mortgage Trust	3.527%	2/10/48	2,687	2,744
5	COMM 2016-CCRE28 Mortgage Trust	3.762%	2/10/49	8,575	8,976
5	COMM 2016-DC2 Mortgage Trust	3.550%	2/10/49	7,000	7,249
5	CSAIL 2015-C1 Commercial Mortgage Trust	3.505%	4/15/50	5,550	5,707
5	CSAIL 2015-C1 Commercial Mortgage Trust	3.791%	4/15/50	2,825	2,927
5	CSAIL 2015-C1 Commercial Mortgage Trust	4.044%	4/15/50	2,250	2,285
5	CSAIL 2015-C2 Commercial Mortgage Trust	1.454%	6/15/57	2,602	2,585
5	CSAIL 2015-C2 Commercial Mortgage Trust	3.504%	6/15/57	7,400	7,588
5	CSAIL 2015-C2 Commercial Mortgage Trust	3.849%	6/15/57	2,900	2,997
5	CSAIL 2015-C3 Commercial Mortgage Trust	3.448%	8/15/48	4,443	4,598
5	CSAIL 2015-C3 Commercial Mortgage Trust	3.718%	8/15/48	5,700	5,928
5	CSAIL 2015-C3 Commercial Mortgage Trust	4.254%	8/15/48	2,625	2,690
5	CSAIL 2015-C4 Commercial Mortgage Trust	3.617%	11/15/48	3,550	3,684
5	CSAIL 2015-C4 Commercial Mortgage Trust	3.808%	11/15/48	4,600	4,820
5	CSAIL 2016-C7 Commercial Mortgage Trust	3.502%	11/15/49	11,675	11,954
5	CSAIL 2017-C8 Commercial Mortgage Trust	3.392%	6/15/50	10,250	10,427
5	CSAIL 2017-CX9 Commercial Mortgage
	Trust	3.446%	9/15/50	3,275	3,354
5	DBJPM 16-C1 Mortgage Trust	3.276%	5/10/49	4,275	4,337
5	DBJPM 16-C3 Mortgage Trust	2.890%	9/10/49	5,000	4,912
5	DBJPM 17-C6 Mortgage Trust	3.328%	6/10/50	7,900	8,025
5	DBJPM 17-C6 Mortgage Trust	3.561%	6/10/50	2,174	2,193
5	Discover Card Execution Note Trust 2014-A5	1.390%	4/15/20	16,025	16,025
5	Discover Card Execution Note Trust 2015-A2	1.900%	10/17/22	14,494	14,493
5	Discover Card Execution Note Trust 2015-A3	1.450%	3/15/21	11,575	11,560
5	Discover Card Execution Note Trust 2015-A4	2.190%	4/17/23	11,500	11,565
5	Discover Card Execution Note Trust 2016-A1	1.640%	7/15/21	17,900	17,896
5	Discover Card Execution Note Trust 2017-A2	2.390%	7/15/24	6,250	6,312
4,5	Fannie Mae-Aces 2010-M1	4.450%	9/25/19	1,814	1,891
4,5	Fannie Mae-Aces 2011-M2	3.764%	4/25/21	8,412	8,777
4,5	Fannie Mae-Aces 2011-M4	3.726%	6/25/21	18,025	18,972
4,5	Fannie Mae-Aces 2013-M12	2.472%	3/25/23	11,964	11,947
4,5	Fannie Mae-Aces 2013-M14	2.600%	4/25/23	13,994	14,094
4,5	Fannie Mae-Aces 2013-M14	3.329%	10/25/23	17,850	18,606
4,5	Fannie Mae-Aces 2013-M4	2.608%	3/25/22	1,221	1,216
4,5	Fannie Mae-Aces 2013-M7	2.280%	12/27/22	5,600	5,575
4,5	Fannie Mae-Aces 2014-M1	2.323%	11/25/18	15,032	15,113
4,5	Fannie Mae-Aces 2014-M1	3.341%	7/25/23	22,275	23,193
4,5	Fannie Mae-Aces 2014-M10	2.171%	9/25/19	10,561	10,628
4,5	Fannie Mae-Aces 2014-M12	2.614%	10/25/21	16,850	17,136
4,5	Fannie Mae-Aces 2014-M13	1.637%	11/25/17	82	82
4,5	Fannie Mae-Aces 2014-M13	2.566%	8/25/24	2,196	2,216
4,5	Fannie Mae-Aces 2014-M13	3.021%	8/25/24	6,750	6,918
4,5	Fannie Mae-Aces 2014-M2	3.513%	12/25/23	17,626	18,596
4,5	Fannie Mae-Aces 2014-M3	2.613%	1/25/24	5,165	5,219

4,5	Fannie Mae-Aces 2014-M3	3.501%	1/25/24	7,825	8,240
4,5	Fannie Mae-Aces 2014-M4	3.346%	3/25/24	8,175	8,558
4,5	Fannie Mae-Aces 2014-M6	2.679%	5/25/21	19,990	20,372
4,5	Fannie Mae-Aces 2014-M7	3.359%	6/25/24	15,570	16,177
4,5	Fannie Mae-Aces 2014-M8	2.346%	6/25/24	2,077	2,082
4,5	Fannie Mae-Aces 2014-M8	3.056%	6/25/24	8,325	8,561
4,5	Fannie Mae-Aces 2014-M9	3.103%	7/25/24	10,459	10,786
4,5	Fannie Mae-Aces 2015-M1	1.626%	2/25/18	1,795	1,793
4,5	Fannie Mae-Aces 2015-M1	2.532%	9/25/24	15,000	14,876
4,5	Fannie Mae-Aces 2015-M10	3.092%	4/25/27	4,600	4,664
4,5	Fannie Mae-Aces 2015-M12	2.885%	5/25/25	11,600	11,673
4,5	Fannie Mae-Aces 2015-M15	2.923%	10/25/25	14,400	14,550
4,5	Fannie Mae-Aces 2015-M2	2.620%	12/25/24	10,652	10,695
4,5	Fannie Mae-Aces 2015-M3	2.723%	10/25/24	5,650	5,665
4,5	Fannie Mae-Aces 2015-M4	2.509%	7/25/22	6,200	6,243
4,5	Fannie Mae-Aces 2015-M7	1.550%	4/25/18	1,271	1,270
4,5	Fannie Mae-Aces 2015-M7	2.590%	12/25/24	10,125	10,049
4,5	Fannie Mae-Aces 2015-M8	2.344%	1/25/25	4,910	4,914
4,5	Fannie Mae-Aces 2015-M8	2.900%	1/25/25	5,700	5,770
4,5	Fannie Mae-Aces 2016-M11	2.369%	7/25/26	14,000	13,476
4,5	Fannie Mae-Aces 2016-M12	2.530%	9/25/26	14,200	13,896
4,5	Fannie Mae-Aces 2016-M2	2.152%	1/25/23	10,275	10,155
4,5	Fannie Mae-Aces 2016-M3	2.702%	2/25/26	5,800	5,756
4,5	Fannie Mae-Aces 2016-M4	2.576%	3/25/26	5,775	5,671
4,5	Fannie Mae-Aces 2016-M5	2.469%	4/25/26	12,400	12,072
4,5	Fannie Mae-Aces 2016-M6	2.488%	5/25/26	8,500	8,274
4,5	Fannie Mae-Aces 2016-M7	2.157%	10/25/23	2,800	2,764
4,5	Fannie Mae-Aces 2016-M7	2.499%	9/25/26	4,625	4,483
4,5	Fannie Mae-Aces 2017-M1	2.497%	10/25/26	9,164	8,847
4,5	Fannie Mae-Aces 2017-M10	2.646%	7/25/24	5,910	5,923
4,5	Fannie Mae-Aces 2017-M11	2.980%	8/25/29	4,000	3,971
4,5	Fannie Mae-Aces 2017-M2	2.877%	2/25/27	6,100	6,067
4,5	Fannie Mae-Aces 2017-M3	2.569%	12/25/26	10,730	10,410
4,5	Fannie Mae-Aces 2017-M4	2.684%	12/25/26	12,000	11,725
4,5	Fannie Mae-Aces 2017-M7	2.961%	2/25/27	9,125	9,154
4,11 Federal Housing Administration		7.430%	10/1/20	1	1
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K005	3.484%	4/25/19	2,824	2,862
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K006	3.398%	7/25/19	3,392	3,451
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K007	3.342%	12/25/19	272	272
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K009	2.757%	5/25/20	2,047	2,064
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K010	3.320%	7/25/20	2,134	2,156
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K011	4.084%	11/25/20	13,725	14,532
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K012	4.186%	12/25/20	1,025	1,090
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K014	3.871%	4/25/21	6,800	7,182
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K017	2.873%	12/25/21	18,650	19,130
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K019	2.272%	3/25/22	7,835	7,859

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K020	2.373%	5/25/22	20,750	20,877
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K021	2.396%	6/25/22	11,840	11,917
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K022	2.355%	7/25/22	870	872
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K026	2.510%	11/25/22	16,600	16,736
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K027	2.637%	1/25/23	16,625	16,851
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K028	3.111%	2/25/23	26,300	27,262
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K029	3.320%	2/25/23	16,425	17,223
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K030	2.779%	9/25/22	11,855	12,099
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K030	3.250%	4/25/23	17,675	18,451
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K031	3.300%	4/25/23	16,452	17,167
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K032	3.016%	2/25/23	11,610	11,832
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K032	3.310%	5/25/23	17,660	18,490
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K033	2.871%	2/25/23	12,550	12,844
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K033	3.060%	7/25/23	19,075	19,657
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K034	3.531%	7/25/23	15,354	16,255
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K035	3.458%	8/25/23	19,775	20,862
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K036	3.527%	10/25/23	17,403	18,422
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K037	3.490%	1/25/24	1,475	1,558
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K038	2.604%	10/25/23	4,341	4,407
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K038	3.389%	3/25/24	19,450	20,466
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K039	2.683%	12/25/23	3,108	3,137
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K039	3.303%	7/25/24	10,850	11,340
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K040	2.768%	4/25/24	5,135	5,247
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K040	3.241%	9/25/24	14,400	15,029
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K041	3.171%	10/25/24	14,025	14,561
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K042	2.267%	6/25/24	2,556	2,544
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K042	2.670%	12/25/24	6,450	6,486
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K043	2.532%	10/25/23	2,601	2,633

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K043	3.062%	12/25/24	8,400	8,664
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K045	2.493%	11/25/24	5,330	5,374
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K045	3.023%	1/25/25	9,050	9,306
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K046	3.205%	3/25/25	9,175	9,527
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K047	2.827%	12/25/24	2,508	2,538
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K047	3.329%	5/25/25	6,850	7,166
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K048	3.284%	6/25/25	11,600	12,069
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K049	3.010%	7/25/25	6,350	6,497
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K050	3.334%	8/25/25	10,325	10,773
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K052	3.151%	11/25/25	7,025	7,245
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K053	2.995%	12/25/25	4,050	4,126
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K054	2.745%	1/25/26	10,375	10,364
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K055	2.673%	3/25/26	11,200	11,137
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K056	2.525%	5/25/26	8,625	8,457
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K057	2.570%	7/25/26	15,025	14,763
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K058	2.653%	8/25/26	8,475	8,364
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K059	3.120%	9/25/26	4,000	4,089
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K060	3.300%	10/25/26	4,321	4,475
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K061	3.347%	11/25/26	9,800	10,185
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K062	3.413%	12/25/26	10,350	10,812
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K063	3.430%	1/25/27	25,950	27,121
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K064	3.224%	3/25/27	10,700	11,006
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K066	3.117%	6/25/27	8,060	8,224
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K152	3.080%	1/25/31	5,800	5,782
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K153	3.294%	3/25/29	10,000	10,328
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K153	3.117%	10/25/31	8,700	8,714
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K503	1.384%	1/25/19	4,410	4,383
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K503	2.456%	8/25/19	17,225	17,376

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K504	2.566%	9/25/20	5,775	5,858
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K702	3.154%	2/25/18	21,958	22,030
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K704	2.412%	8/25/18	3,542	3,559
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K706	2.323%	10/25/18	6,642	6,679
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K707	2.220%	12/25/18	7,650	7,683
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K709	2.086%	3/25/19	350	351
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K710	1.883%	5/25/19	1,475	1,477
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K711	1.321%	12/25/18	4,483	4,461
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K711	1.730%	7/25/19	23,375	23,348
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K712	1.869%	11/25/19	11,158	11,155
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K713	2.313%	3/25/20	27,800	28,017
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K714	3.034%	10/25/20	23,455	24,057
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K716	3.130%	6/25/21	18,645	19,277
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K716	2.413%	8/25/47	2,502	2,511
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K717	2.991%	9/25/21	11,200	11,551
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K718	2.375%	9/25/21	11,455	11,477
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K718	2.791%	1/25/22	10,825	11,082
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K722	2.183%	5/25/22	4,010	4,004
4,5	FHLMC Multifamily Structured Pass Through
	Certificates KW01	2.853%	1/25/26	11,600	11,668
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K715	2.856%	1/25/21	6,180	6,326
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K720	2.716%	6/25/22	7,525	7,676
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K723	2.454%	8/25/23	7,425	7,434
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K724	3.062%	11/25/23	9,000	9,290
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K725	3.002%	1/25/24	21,090	21,705
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K725	2.946%	7/25/24	12,500	12,802
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K726	2.905%	4/25/24	11,000	11,247
5	Fifth Third Auto Trust 2014-2	1.380%	12/15/20	1,002	1,002
5	Fifth Third Auto Trust 2015-1	1.420%	3/16/20	4,008	4,005
5	Ford Credit Auto Lease Trust 2015-B	1.380%	12/15/18	1,071	1,071
5	Ford Credit Auto Lease Trust 2015-B	1.540%	2/15/19	2,950	2,950
5	Ford Credit Auto Owner Trust 2013-D	1.110%	2/15/19	25	25

5 Ford Credit Auto Owner Trust 2014-A	1.290%	4/15/19	139	139
5 Ford Credit Auto Owner Trust 2014-B	1.420%	8/15/19	685	685
5 Ford Credit Auto Owner Trust 2015-A	1.280%	9/15/19	994	993
5 Ford Credit Auto Owner Trust 2015-A	1.640%	6/15/20	850	850
5 Ford Credit Auto Owner Trust 2015-B	1.160%	11/15/19	1,706	1,704
5 Ford Credit Auto Owner Trust 2015-B	1.580%	8/15/20	1,450	1,449
5 Ford Credit Auto Owner Trust 2015-C	1.410%	2/15/20	2,095	2,094
5 Ford Credit Auto Owner Trust 2015-C	1.740%	2/15/21	1,300	1,299
5 Ford Credit Auto Owner Trust 2017-A	1.670%	6/15/21	6,650	6,639
5 Ford Credit Auto Owner Trust 2017-A	1.920%	4/15/22	3,975	3,975
5 Ford Credit Auto Owner Trust 2017-B	1.690%	11/15/21	7,726	7,710
5 Ford Credit Auto Owner Trust 2017-B	1.870%	9/15/22	1,065	1,062
5 Ford Credit Floorplan Master Owner Trust A
Series 2016-1	1.760%	2/15/21	11,400	11,389
5 GM Financial Automobile Leasing Trust
2015-2	1.680%	12/20/18	3,218	3,220
5 GM Financial Automobile Leasing Trust
2015-2	1.850%	7/22/19	2,630	2,632
5 GM Financial Automobile Leasing Trust
2015-3	1.690%	3/20/19	2,360	2,361
5 GM Financial Automobile Leasing Trust
2015-3	1.810%	11/20/19	2,975	2,977
5 GM Financial Automobile Leasing Trust
2016-1	1.790%	3/20/20	5,825	5,802
5 GM Financial Automobile Leasing Trust
2016-2	1.620%	9/20/19	5,725	5,723
5 GM Financial Automobile Leasing Trust
2016-3	1.610%	12/20/19	4,100	4,090
5 GS Mortgage Securities Corporation II 2013-
GC10	2.943%	2/10/46	4,077	4,124
5 GS Mortgage Securities Corporation II 2013-
GC10	3.279%	2/10/46	1,529	1,549
5 GS Mortgage Securities Corporation II 2015-
GC30	2.726%	5/10/50	4,025	4,069
5 GS Mortgage Securities Corporation II 2015-
GC30	3.382%	5/10/50	5,700	5,840
5 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	3,220	3,371
5 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	12,453	12,924
5 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	7,279	7,522
5 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	5,530	5,578
5 GS Mortgage Securities Trust 2013-GCJ12	3.135%	6/10/46	5,682	5,798
5 GS Mortgage Securities Trust 2013-GCJ12	3.375%	6/10/46	1,792	1,810
5 GS Mortgage Securities Trust 2013-GCJ14	2.995%	8/10/46	2,032	2,042
5 GS Mortgage Securities Trust 2013-GCJ14	3.817%	8/10/46	1,470	1,540
5 GS Mortgage Securities Trust 2013-GCJ14	4.243%	8/10/46	7,350	7,934
5 GS Mortgage Securities Trust 2013-GCJ16	3.033%	11/10/46	2,408	2,432
5 GS Mortgage Securities Trust 2013-GCJ16	3.813%	11/10/46	1,100	1,154
5 GS Mortgage Securities Trust 2013-GCJ16	4.271%	11/10/46	1,525	1,652
5 GS Mortgage Securities Trust 2014-GC18	4.074%	1/10/47	8,000	8,508
5 GS Mortgage Securities Trust 2014-GC18	4.383%	1/10/47	1,975	2,116
5 GS Mortgage Securities Trust 2014-GC22	3.467%	6/10/47	2,225	2,319
5 GS Mortgage Securities Trust 2014-GC22	3.516%	6/10/47	500	521
5 GS Mortgage Securities Trust 2014-GC22	3.862%	6/10/47	1,950	2,053
5 GS Mortgage Securities Trust 2014-GC24	3.931%	9/10/47	7,125	7,548
5 GS Mortgage Securities Trust 2014-GC24	4.641%	9/10/47	1,675	1,757
5 GS Mortgage Securities Trust 2014-GC26	2.902%	11/10/47	1,850	1,874
5 GS Mortgage Securities Trust 2014-GC26	3.365%	11/10/47	3,400	3,531

5 GS Mortgage Securities Trust 2014-GC26	3.629%	11/10/47	11,450	11,927
5 GS Mortgage Securities Trust 2014-GC26	3.964%	11/10/47	2,000	2,039
5 GS Mortgage Securities Trust 2014-GC26	4.215%	11/10/47	1,700	1,744
5 GS Mortgage Securities Trust 2015-GC28	3.396%	2/10/48	6,200	6,342
5 GS Mortgage Securities Trust 2015-GC32	3.513%	7/10/48	5,775	5,995
5 GS Mortgage Securities Trust 2015-GC32	3.764%	7/10/48	2,275	2,385
5 GS Mortgage Securities Trust 2015-GC34	3.278%	10/10/48	5,900	6,041
5 GS Mortgage Securities Trust 2015-GC34	3.506%	10/10/48	5,600	5,744
5 GS Mortgage Securities Trust 2016-GS2	3.050%	5/10/49	4,425	4,422
5 GS Mortgage Securities Trust 2016-GS3	2.850%	10/10/49	11,450	11,241
5 GS Mortgage Securities Trust 2016-GS4	3.442%	11/10/49	3,950	4,049
5 GS Mortgage Securities Trust 2016-GS4	3.645%	11/10/49	2,925	2,980
5 GS Mortgage Securities Trust 2017-GS5	3.674%	3/10/50	8,350	8,740
5 GS Mortgage Securities Trust 2017-GS5	3.826%	3/10/50	3,350	3,436
5 GS Mortgage Securities Trust 2017-GS6	3.433%	5/10/50	8,250	8,467
5 GS Mortgage Securities Trust 2017-GS7	3.430%	8/10/50	13,194	13,468
5 GS Mortgage Securities Trust 2017-GS7	3.663%	8/10/50	3,519	3,552
5 Honda Auto Receivables 2014-3 Owner
Trust	1.310%	10/15/20	2,744	2,744
5 Honda Auto Receivables 2015-1 Owner
Trust	1.050%	10/15/18	996	996
5 Honda Auto Receivables 2015-1 Owner
Trust	1.320%	11/16/20	3,675	3,672
5 Honda Auto Receivables 2015-2 Owner
Trust	1.040%	2/21/19	1,382	1,381
5 Honda Auto Receivables 2015-2 Owner
Trust	1.470%	8/23/21	2,500	2,498
5 Honda Auto Receivables 2015-3 Owner
Trust	1.270%	4/18/19	1,971	1,969
5 Honda Auto Receivables 2015-3 Owner
Trust	1.560%	10/18/21	1,150	1,149
5 Honda Auto Receivables 2015-4 Owner
Trust	1.230%	9/23/19	5,710	5,698
5 Honda Auto Receivables 2015-4 Owner
Trust	1.440%	1/21/22	1,600	1,594
5 Honda Auto Receivables 2017-2 Owner
Trust	1.680%	8/16/21	8,389	8,371
5 Honda Auto Receivables 2017-2 Owner
Trust	1.870%	9/15/23	1,864	1,861
5 Huntington Auto Trust 2015-1	1.240%	9/16/19	2,017	2,016
5 Hyundai Auto Receivables Trust 2014-B	1.460%	11/15/19	1,329	1,329
5 Hyundai Auto Receivables Trust 2015-A	1.370%	7/15/20	1,700	1,697
5 Hyundai Auto Receivables Trust 2015-C	1.460%	2/18/20	1,995	1,995
5 Hyundai Auto Receivables Trust 2015-C	1.780%	11/15/21	1,500	1,500
5 Hyundai Auto Receivables Trust 2016-A	1.560%	9/15/20	1,800	1,798
5 Hyundai Auto Receivables Trust 2016-B	1.290%	4/15/21	4,850	4,813
5 Hyundai Auto Receivables Trust 2016-B	1.450%	11/15/22	3,625	3,584
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	6.138%	4/17/45	28	28
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	8,069	8,402
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	6,675	6,745
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	7,490	7,765
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	3,750	3,792

5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.143%	12/15/47	2,314	2,364
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.372%	12/15/47	1,735	1,757
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.674%	12/15/46	1,600	1,667
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.881%	12/15/46	2,300	2,429
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.166%	12/15/46	9,174	9,861
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.517%	12/15/46	1,600	1,718
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	5.076%	12/15/46	1,600	1,707
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-LC11	2.960%	4/15/46	11,478	11,617
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	2.872%	7/15/47	2,250	2,279
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	3.805%	7/15/47	850	893
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2015-JP1	3.914%	1/15/49	4,600	4,886
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP3	2.870%	8/15/49	14,325	14,050
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP4	3.648%	12/15/49	5,800	6,036
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP4	3.870%	12/15/49	4,650	4,799
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.050%	7/15/50	5,700	5,824
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.490%	7/15/50	3,000	3,091
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.744%	7/15/50	4,500	4,593
5 JPMBB Commercial Mortgage Securities
Trust 2013-C12	3.664%	7/15/45	1,776	1,861
5 JPMBB Commercial Mortgage Securities
Trust 2013-C12	4.161%	7/15/45	1,184	1,245
5 JPMBB Commercial Mortgage Securities
Trust 2013-C14	3.761%	8/15/46	1,680	1,754
5 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.133%	8/15/46	4,470	4,780
5 JPMBB Commercial Mortgage Securities
Trust 2013-C14	4.409%	8/15/46	1,260	1,345
5 JPMBB Commercial Mortgage Securities
Trust 2013-C15	2.977%	11/15/45	1,834	1,851
5 JPMBB Commercial Mortgage Securities
Trust 2013-C15	3.659%	11/15/45	420	437
5 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.131%	11/15/45	2,940	3,150
5 JPMBB Commercial Mortgage Securities
Trust 2013-C15	4.420%	11/15/45	1,680	1,796
5 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.003%	1/15/47	1,617	1,631
5 JPMBB Commercial Mortgage Securities
Trust 2013-C17	3.705%	1/15/47	1,650	1,725

5 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.199%	1/15/47	5,500	5,914
5 JPMBB Commercial Mortgage Securities
Trust 2013-C17	4.458%	1/15/47	1,100	1,176
5 JPMBB Commercial Mortgage Securities
Trust 2013-C17	5.052%	1/15/47	1,650	1,749
5 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.079%	2/15/47	6,590	7,030
5 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.439%	2/15/47	1,173	1,252
5 JPMBB Commercial Mortgage Securities
Trust 2014-C18	4.974%	2/15/47	1,422	1,511
5 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.046%	4/15/47	2,225	2,258
5 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.669%	4/15/47	2,800	2,903
5 JPMBB Commercial Mortgage Securities
Trust 2014-C19	3.997%	4/15/47	2,800	2,971
5 JPMBB Commercial Mortgage Securities
Trust 2014-C19	4.243%	4/15/47	2,225	2,348
5 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.428%	8/15/47	1,411	1,463
5 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.775%	8/15/47	1,375	1,442
5 JPMBB Commercial Mortgage Securities
Trust 2014-C21	3.997%	8/15/47	850	884
5 JPMBB Commercial Mortgage Securities
Trust 2014-C22	3.801%	9/15/47	8,325	8,747
5 JPMBB Commercial Mortgage Securities
Trust 2014-C22	4.110%	9/15/47	2,225	2,325
5 JPMBB Commercial Mortgage Securities
Trust 2014-C23	3.934%	9/15/47	4,175	4,422
5 JPMBB Commercial Mortgage Securities
Trust 2014-C23	4.202%	9/15/47	2,462	2,594
5 JPMBB Commercial Mortgage Securities
Trust 2014-C24	2.940%	11/15/47	2,850	2,897
5 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.639%	11/15/47	2,275	2,373
5 JPMBB Commercial Mortgage Securities
Trust 2014-C24	3.914%	11/15/47	4,125	4,258
5 JPMBB Commercial Mortgage Securities
Trust 2014-C25	3.672%	11/15/47	9,975	10,419
5 JPMBB Commercial Mortgage Securities
Trust 2014-C25	4.065%	11/15/47	2,775	2,882
5 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.019%	1/15/48	5,725	5,825
5 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.494%	1/15/48	17,150	17,678
5 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.800%	1/15/48	2,875	2,951
5 JPMBB Commercial Mortgage Securities
Trust 2014-C26	3.951%	1/15/48	2,875	2,881
5 JPMBB Commercial Mortgage Securities
Trust 2015-C27	2.734%	2/15/48	4,695	4,756
5 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.017%	2/15/48	5,715	5,825

5 JPMBB Commercial Mortgage Securities
Trust 2015-C27	3.179%	2/15/48	3,048	3,080
5 JPMBB Commercial Mortgage Securities
Trust 2015-C28	2.773%	10/15/48	5,725	5,804
5 JPMBB Commercial Mortgage Securities
Trust 2015-C28	3.227%	10/15/48	6,775	6,861
5 JPMBB Commercial Mortgage Securities
Trust 2015-C28	3.532%	10/15/48	1,725	1,735
5 JPMBB Commercial Mortgage Securities
Trust 2015-C29	2.921%	5/15/48	5,000	5,089
5 JPMBB Commercial Mortgage Securities
Trust 2015-C29	3.304%	5/15/48	2,963	3,046
5 JPMBB Commercial Mortgage Securities
Trust 2015-C29	3.611%	5/15/48	4,650	4,836
5 JPMBB Commercial Mortgage Securities
Trust 2015-C30	3.559%	7/15/48	5,775	6,019
5 JPMBB Commercial Mortgage Securities
Trust 2015-C30	3.822%	7/15/48	5,675	5,982
5 JPMBB Commercial Mortgage Securities
Trust 2015-C30	4.226%	7/15/48	2,900	3,042
5 JPMBB Commercial Mortgage Securities
Trust 2015-C31	3.540%	8/15/48	2,772	2,882
5 JPMBB Commercial Mortgage Securities
Trust 2015-C31	3.801%	8/15/48	2,960	3,114
5 JPMBB Commercial Mortgage Securities
Trust 2015-C32	3.358%	11/15/48	5,875	6,051
5 JPMBB Commercial Mortgage Securities
Trust 2015-C32	3.598%	11/15/48	5,875	6,103
5 JPMBB Commercial Mortgage Securities
Trust 2015-C33	3.770%	12/15/48	4,230	4,449
5 JPMBB Commercial Mortgage Securities
Trust 2016-C1	3.316%	3/15/49	4,675	4,811
5 JPMCC Commercial Mortgage Securities
Trust 2017-JP5	3.723%	3/15/50	17,175	17,979
5 JPMCC Commercial Mortgage Securities
Trust 2017-JP5	3.876%	3/15/50	3,200	3,303
5 JPMDB Commercial Mortgage Securities
Trust 2016-C2	3.144%	6/15/49	4,400	4,418
5 JPMDB Commercial Mortgage Securities
Trust 2016-C2	3.484%	6/15/49	2,050	2,058
5 JPMDB Commercial Mortgage Securities
Trust 2017-C5	3.694%	3/15/50	14,250	14,895
5 JPMDB Commercial Mortgage Securities
Trust 2017-C5	3.858%	3/15/50	5,600	5,782
5 LB-UBS Commercial Mortgage Trust 2008-
C1	6.319%	4/15/41	14,664	14,912
5 Mercedes-Benz Auto Lease Trust 2015-B	1.340%	7/16/18	1,081	1,080
5 Mercedes-Benz Auto Lease Trust 2015-B	1.530%	5/17/21	1,750	1,750
5 Mercedes-Benz Auto Lease Trust 2017-A	1.790%	4/15/20	5,525	5,528
5 Mercedes-Benz Auto Lease Trust 2017-A	2.010%	1/17/23	3,700	3,699
5 Mercedes-Benz Auto Receivables Trust
2014-1	0.870%	10/15/18	33	33
5 Mercedes-Benz Auto Receivables Trust
2014-1	1.310%	11/16/20	825	825
5 Mercedes-Benz Auto Receivables Trust
2015-1	1.340%	12/16/19	2,313	2,312

5 Mercedes-Benz Auto Receivables Trust
2015-1	1.750%	12/15/21	1,175	1,175
5 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	2,869	2,881
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2012-C5	3.176%	8/15/45	3,025	3,104
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2012-C6	2.858%	11/15/45	3,000	3,034
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C10	4.219%	7/15/46	8,000	8,593
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C11	4.315%	8/15/46	1,680	1,791
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C11	4.515%	8/15/46	840	892
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C12	3.001%	10/15/46	2,340	2,365
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C12	4.259%	10/15/46	3,915	4,227
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C13	2.936%	11/15/46	1,750	1,769
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C13	4.039%	11/15/46	3,500	3,731
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C13	4.901%	11/15/46	1,750	1,867
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C7	2.918%	2/15/46	3,011	3,048
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C7	3.214%	2/15/46	599	603
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C8	3.134%	12/15/48	3,475	3,552
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C8	3.376%	12/15/48	1,800	1,826
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C9	3.102%	5/15/46	3,475	3,544
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2013-C9	3.456%	5/15/46	2,150	2,197
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C14	2.916%	2/15/47	2,139	2,163
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C14	3.669%	2/15/47	4,695	4,889
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C14	4.064%	2/15/47	4,475	4,767
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C14	4.796%	2/15/47	1,600	1,714
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C16	2.849%	6/15/47	850	861
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C16	3.477%	6/15/47	1,125	1,169
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C16	3.892%	6/15/47	4,200	4,434
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C16	4.481%	6/15/47	1,675	1,747
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C18	3.194%	10/15/47	5,000	5,091
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C18	3.923%	10/15/47	1,400	1,480
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C18	4.589%	10/15/47	1,675	1,757

5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C19	3.101%	12/15/47	5,700	5,813
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C19	3.326%	12/15/47	3,925	4,057
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2014-C19	3.526%	12/15/47	5,050	5,222
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C20	3.069%	2/15/48	2,875	2,928
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C20	3.249%	2/15/48	10,125	10,245
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C21	3.338%	3/15/48	2,500	2,547
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C22	3.040%	4/15/48	5,725	5,805
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C22	3.306%	4/15/48	4,500	4,565
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C22	3.883%	4/15/48	2,875	2,923
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C23	2.982%	7/15/50	2,900	2,949
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C23	3.398%	7/15/50	1,750	1,802
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C23	3.719%	7/15/50	5,775	6,049
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C25	3.383%	10/15/48	6,550	6,789
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C25	3.635%	10/15/48	3,475	3,609
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C26	3.323%	10/15/48	3,825	3,950
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C26	3.531%	10/15/48	4,325	4,460
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C27	3.557%	12/15/47	2,950	3,052
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2015-C27	3.753%	12/15/47	3,500	3,656
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C28	3.288%	1/15/49	4,175	4,293
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C28	3.544%	1/15/49	11,975	12,342
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C29	3.140%	5/15/49	2,200	2,241
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C29	3.325%	5/15/49	1,250	1,271
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C30	2.860%	9/15/49	11,700	11,421
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C31	3.102%	11/15/49	14,200	14,162
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C32	3.720%	12/15/49	11,600	12,139
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2016-C32	3.994%	12/15/49	4,625	4,821
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2017-C33	3.599%	5/15/50	8,150	8,457
5 Morgan Stanley Bank of America Merrill
Lynch Trust 2017-C33	3.852%	5/15/50	5,200	5,332
5 Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	623	621

5	Morgan Stanley Capital I Trust 2007-IQ16	6.321%	12/12/49	1,675	1,689
5	Morgan Stanley Capital I Trust 2008-TOP29	6.498%	1/11/43	11,474	11,524
5	Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	7,000	7,207
5	Morgan Stanley Capital I Trust 2012-C4	3.773%	3/15/45	2,900	2,988
5	Morgan Stanley Capital I Trust 2015-UBS8	3.809%	12/15/48	4,100	4,294
5	Morgan Stanley Capital I Trust 2016-BNK2	3.049%	11/15/49	5,850	5,818
5	Morgan Stanley Capital I Trust 2016-BNK2	3.282%	11/15/49	4,707	4,756
5	Morgan Stanley Capital I Trust 2016-UB11	2.782%	8/15/49	11,700	11,395
5	Morgan Stanley Capital I Trust 2016-UB12	3.778%	12/15/49	5,000	5,116
5	Morgan Stanley Capital I Trust 2016-UBS12	3.596%	12/15/49	11,625	12,042
5	Morgan Stanley Capital I Trust 2017-H1	3.530%	6/15/50	7,500	7,722
10	National Australia Bank Ltd.	2.250%	3/16/21	16,000	15,982
5	Nissan Auto Lease Trust 2015-B	1.540%	4/16/18	478	479
5	Nissan Auto Lease Trust 2015-B	1.700%	4/15/21	2,625	2,626
5	Nissan Auto Lease Trust 2016-B	1.610%	1/18/22	5,250	5,235
5	Nissan Auto Receivables 2013-C Owner
	Trust	1.300%	6/15/20	912	912
5	Nissan Auto Receivables 2014-A Owner
	Trust	1.340%	8/17/20	1,597	1,596
5	Nissan Auto Receivables 2014-B Owner
	Trust	1.110%	5/15/19	701	701
5	Nissan Auto Receivables 2015-A Owner
	Trust	1.050%	10/15/19	1,986	1,983
5	Nissan Auto Receivables 2015-B Owner
	Trust	1.340%	3/16/20	2,776	2,772
5	Nissan Auto Receivables 2015-B Owner
	Trust	1.790%	1/17/22	1,750	1,750
5	Nissan Auto Receivables 2015-C Owner
	Trust	1.370%	5/15/20	1,800	1,798
5	Nissan Auto Receivables 2015-C Owner
	Trust	1.670%	2/15/22	2,975	2,966
5	Nissan Auto Receivables 2016-B Owner
	Trust	1.540%	10/17/22	2,500	2,482
5	Nissan Auto Receivables 2016-C Owner
	Trust	1.180%	1/15/21	5,125	5,089
5	Nissan Auto Receivables 2016-C Owner
	Trust	1.380%	1/17/23	4,250	4,198
5	Nissan Auto Receivables 2017-B Owner
	Trust	1.750%	10/15/21	7,550	7,544
5	Nissan Auto Receivables 2017-B Owner
	Trust	1.950%	10/16/23	3,469	3,466
5	Nissan Master Owner Trust Receivables
	Series 2016-A	1.540%	6/15/21	5,750	5,716
	Royal Bank of Canada	2.200%	9/23/19	19,475	19,540
5	Royal Bank of Canada	2.000%	10/1/19	20,000	20,026
	Royal Bank of Canada	2.100%	10/14/20	57,900	57,799
5	Royal Bank of Canada	1.875%	2/5/21	8,625	8,587
	Royal Bank of Canada	2.300%	3/22/21	8,750	8,740
5	Santander Drive Auto Receivables Trust
	2017-3	1.870%	6/15/21	5,390	5,382
5	SG Commercial Mortgage Securities Trust
	2016-C5	3.055%	10/10/48	9,000	8,868
5	Synchrony Credit Card Master Note Trust
	2014-1	1.610%	11/15/20	3,325	3,326
5	Synchrony Credit Card Master Note Trust
	2015-2	1.600%	4/15/21	3,375	3,376

5	Synchrony Credit Card Master Note Trust
	2016-2	2.210%	5/15/24	21,306	21,312
5	Synchrony Credit Card Master Note Trust
	2016-3	1.580%	9/15/22	8,550	8,491
5	Synchrony Credit Card Master Note Trust
	Series 2012-7	1.760%	9/15/22	6,545	6,526
5	TIAA Seasoned Commercial Mortgage Trust
	2007-C4	5.475%	8/15/39	444	444
10	Toronto-Dominion Bank	2.250%	3/15/21	28,400	28,471
5	Toyota Auto Receivables 2014-A Owner
	Trust	1.180%	6/17/19	395	395
5	Toyota Auto Receivables 2014-B Owner
	Trust	1.310%	9/16/19	622	622
5	Toyota Auto Receivables 2015-B Owner
	Trust	1.270%	5/15/19	3,939	3,937
5	Toyota Auto Receivables 2015-B Owner
	Trust	1.740%	9/15/20	5,200	5,207
5	Toyota Auto Receivables 2015-C Owner
	Trust	1.340%	6/17/19	3,094	3,093
5	Toyota Auto Receivables 2015-C Owner
	Trust	1.690%	12/15/20	5,000	5,001
5	Toyota Auto Receivables 2016-B Owner
	Trust	1.300%	4/15/20	2,875	2,868
5	Toyota Auto Receivables 2016-B Owner
	Trust	1.520%	8/16/21	3,575	3,556
5	Toyota Auto Receivables 2016-C Owner
	Trust	1.140%	8/17/20	4,575	4,553
5	Toyota Auto Receivables 2016-C Owner
	Trust	1.320%	11/15/21	2,525	2,498
5	UBS Commercial Mortgage Trust 2017-C1	3.460%	6/15/50	10,100	10,349
5	UBS Commercial Mortgage Trust 2017-C1	3.724%	6/15/50	4,800	4,899
5	UBS Commercial Mortgage Trust 2017-C2	3.487%	8/15/50	8,050	8,278
5	UBS Commercial Mortgage Trust 2017-C2	3.740%	8/15/50	2,150	2,206
5	UBS Commercial Mortgage Trust 2017-C3	3.426%	8/15/50	9,700	9,903
5	UBS Commercial Mortgage Trust 2017-C3	3.739%	8/15/50	4,050	4,122
5	UBS Commercial Mortgage Trust 2017-C4	3.301%	10/15/50	6,450	6,514
5	UBS Commercial Mortgage Trust 2017-C4	3.563%	10/15/50	8,050	8,291
5,11 UBS Commercial Mortgage Trust 2017-C4		3.836%	10/15/50	3,562	3,669
5	UBS-Barclays Commercial Mortgage Trust
	2013-C5	3.185%	3/10/46	4,636	4,739
5	UBS-Barclays Commercial Mortgage Trust
	2013-C6	3.244%	4/10/46	7,716	7,912
5	UBS-Barclays Commercial Mortgage Trust
	2013-C6	3.469%	4/10/46	1,150	1,181
5	Volkswagen Auto Loan Enhanced Trust
	2014-1	1.450%	9/21/20	2,373	2,372
5	Volkswagen Auto Loan Enhanced Trust
	2014-2	0.950%	4/22/19	1,159	1,158
5	Volkswagen Auto Loan Enhanced Trust
	2014-2	1.390%	5/20/21	2,850	2,847
5	Wells Fargo Commercial Mortgage Trust
	2012-LC5	2.918%	10/15/45	9,533	9,688
5	Wells Fargo Commercial Mortgage Trust
	2014-LC16	2.819%	8/15/50	1,675	1,694
5	Wells Fargo Commercial Mortgage Trust
	2014-LC16	3.477%	8/15/50	1,125	1,168

5 Wells Fargo Commercial Mortgage Trust
2014-LC16	3.817%	8/15/50	9,925	10,419
5 Wells Fargo Commercial Mortgage Trust
2014-LC16	4.020%	8/15/50	550	572
5 Wells Fargo Commercial Mortgage Trust
2014-LC18	2.954%	12/15/47	3,400	3,458
5 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.244%	12/15/47	1,961	2,015
5 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.271%	12/15/47	4,000	4,092
5 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.405%	12/15/47	5,650	5,803
5 Wells Fargo Commercial Mortgage Trust
2014-LC18	3.808%	12/15/47	2,850	2,923
5 Wells Fargo Commercial Mortgage Trust
2015-C26	2.991%	2/15/48	5,725	5,821
5 Wells Fargo Commercial Mortgage Trust
2015-C26	3.166%	2/15/48	3,150	3,182
5 Wells Fargo Commercial Mortgage Trust
2015-C26	3.580%	2/15/48	2,275	2,316
5 Wells Fargo Commercial Mortgage Trust
2015-C27	3.190%	2/15/48	14,150	14,281
5 Wells Fargo Commercial Mortgage Trust
2015-C28	3.540%	5/15/48	8,500	8,765
5 Wells Fargo Commercial Mortgage Trust
2015-C28	3.872%	5/15/48	1,619	1,670
5 Wells Fargo Commercial Mortgage Trust
2015-C29	3.400%	6/15/48	5,800	5,991
5 Wells Fargo Commercial Mortgage Trust
2015-C29	3.637%	6/15/48	8,500	8,845
5 Wells Fargo Commercial Mortgage Trust
2015-LC20	2.978%	4/15/50	1,536	1,559
5 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.184%	4/15/50	14,401	14,521
5 Wells Fargo Commercial Mortgage Trust
2015-LC20	3.719%	4/15/50	2,850	2,838
5 Wells Fargo Commercial Mortgage Trust
2015-LC22	3.571%	9/15/58	2,350	2,450
5 Wells Fargo Commercial Mortgage Trust
2015-LC22	3.839%	9/15/58	3,425	3,615
5 Wells Fargo Commercial Mortgage Trust
2015-LC22	4.207%	9/15/58	2,925	3,115
5 Wells Fargo Commercial Mortgage Trust
2015-NXS1	2.632%	5/15/48	2,425	2,448
5 Wells Fargo Commercial Mortgage Trust
2015-NXS1	2.934%	5/15/48	4,200	4,263
5 Wells Fargo Commercial Mortgage Trust
2015-NXS1	3.148%	5/15/48	2,275	2,298
5 Wells Fargo Commercial Mortgage Trust
2015-P2	3.656%	12/15/48	4,700	4,910
5 Wells Fargo Commercial Mortgage Trust
2015-P2	3.809%	12/15/48	2,950	3,109
5 Wells Fargo Commercial Mortgage Trust
2015-SG1	3.789%	9/15/48	10,375	10,860
5 Wells Fargo Commercial Mortgage Trust
2016-BNK1	2.652%	8/15/49	7,850	7,590

5 Wells Fargo Commercial Mortgage Trust
2016-BNK1	2.814%	8/15/49	1,800	1,756
5 Wells Fargo Commercial Mortgage Trust
2016-C32	3.324%	1/15/59	3,084	3,183
5 Wells Fargo Commercial Mortgage Trust
2016-C32	3.560%	1/15/59	6,700	6,923
5 Wells Fargo Commercial Mortgage Trust
2016-C33	3.426%	3/15/59	2,350	2,403
5 Wells Fargo Commercial Mortgage Trust
2016-C34	3.096%	6/15/49	4,700	4,696
5 Wells Fargo Commercial Mortgage Trust
2016-C37	3.794%	12/15/49	4,675	4,916
5 Wells Fargo Commercial Mortgage Trust
2016-LC24	2.825%	10/15/49	5,275	5,266
5 Wells Fargo Commercial Mortgage Trust
2016-LC24	2.942%	10/15/49	9,053	8,924
5 Wells Fargo Commercial Mortgage Trust
2017-C38	3.453%	7/15/50	11,445	11,709
5 Wells Fargo Commercial Mortgage Trust
2017-C38	3.665%	7/15/50	3,243	3,313
5 Wells Fargo Commercial Mortgage Trust
2017-C39	3.418%	9/15/50	9,675	9,885
5 Wells Fargo Commercial Mortgage Trust
2017-C39	3.702%	9/15/50	5,375	5,457
5 Wells Fargo Commercial Mortgage Trust
2017-RB1	3.635%	3/15/50	8,600	8,949
5 Wells Fargo Commercial Mortgage Trust
2017-RC1	3.631%	1/15/60	8,500	8,815
5 WFRBS Commercial Mortgage Trust 2012-
C10	2.875%	12/15/45	10,900	11,050
5 WFRBS Commercial Mortgage Trust 2012-
C6	3.440%	4/15/45	7,425	7,716
5 WFRBS Commercial Mortgage Trust 2012-
C7	3.431%	6/15/45	4,975	5,164
5 WFRBS Commercial Mortgage Trust 2012-
C7	4.090%	6/15/45	4,400	4,597
5 WFRBS Commercial Mortgage Trust 2012-
C8	3.001%	8/15/45	3,100	3,173
5 WFRBS Commercial Mortgage Trust 2012-
C9	2.870%	11/15/45	6,125	6,214
5 WFRBS Commercial Mortgage Trust 2013-
C11	3.071%	3/15/45	4,148	4,228
5 WFRBS Commercial Mortgage Trust 2013-
C12	3.198%	3/15/48	1,733	1,781
5 WFRBS Commercial Mortgage Trust 2013-
C12	3.560%	3/15/48	820	839
5 WFRBS Commercial Mortgage Trust 2013-
C13	3.001%	5/15/45	3,436	3,479
5 WFRBS Commercial Mortgage Trust 2013-
C13	3.345%	5/15/45	673	680
5 WFRBS Commercial Mortgage Trust 2013-
C14	3.337%	6/15/46	6,000	6,185
5 WFRBS Commercial Mortgage Trust 2013-
C14	3.488%	6/15/46	3,000	3,051
5 WFRBS Commercial Mortgage Trust 2013-
C15	3.720%	8/15/46	1,120	1,168

5 WFRBS Commercial Mortgage Trust 2013-
C15	4.153%	8/15/46	4,470	4,803
5 WFRBS Commercial Mortgage Trust 2013-
C15	4.358%	8/15/46	1,120	1,185
5 WFRBS Commercial Mortgage Trust 2013-
C16	3.223%	9/15/46	2,100	2,121
5 WFRBS Commercial Mortgage Trust 2013-
C16	3.963%	9/15/46	1,250	1,314
5 WFRBS Commercial Mortgage Trust 2013-
C16	4.415%	9/15/46	1,250	1,360
5 WFRBS Commercial Mortgage Trust 2013-
C16	4.668%	9/15/46	2,100	2,261
5 WFRBS Commercial Mortgage Trust 2013-
C17	2.921%	12/15/46	1,150	1,162
5 WFRBS Commercial Mortgage Trust 2013-
C17	3.558%	12/15/46	1,150	1,194
5 WFRBS Commercial Mortgage Trust 2013-
C17	4.023%	12/15/46	1,450	1,545
5 WFRBS Commercial Mortgage Trust 2013-
C17	4.255%	12/15/46	1,150	1,213
5 WFRBS Commercial Mortgage Trust 2013-
C17	4.788%	12/15/46	1,150	1,221
5 WFRBS Commercial Mortgage Trust 2013-
C18	3.027%	12/15/46	1,150	1,161
5 WFRBS Commercial Mortgage Trust 2013-
C18	3.651%	12/15/46	2,300	2,391
5 WFRBS Commercial Mortgage Trust 2013-
C18	4.162%	12/15/46	5,010	5,397
5 WFRBS Commercial Mortgage Trust 2013-
C18	4.387%	12/15/46	575	616
5 WFRBS Commercial Mortgage Trust 2013-
C18	4.816%	12/15/46	862	932
5 WFRBS Commercial Mortgage Trust 2013-
UBS1	2.927%	3/15/46	3,100	3,128
5 WFRBS Commercial Mortgage Trust 2013-
UBS1	3.591%	3/15/46	1,750	1,806
5 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.079%	3/15/46	2,350	2,517
5 WFRBS Commercial Mortgage Trust 2013-
UBS1	4.627%	3/15/46	575	620
5 WFRBS Commercial Mortgage Trust 2014-
C19	1.233%	3/15/47	215	214
5 WFRBS Commercial Mortgage Trust 2014-
C19	3.618%	3/15/47	950	991
5 WFRBS Commercial Mortgage Trust 2014-
C19	3.660%	3/15/47	1,250	1,298
5 WFRBS Commercial Mortgage Trust 2014-
C19	4.101%	3/15/47	2,825	3,018
5 WFRBS Commercial Mortgage Trust 2014-
C19	4.723%	3/15/47	950	996
5 WFRBS Commercial Mortgage Trust 2014-
C20	3.036%	5/15/47	1,100	1,117
5 WFRBS Commercial Mortgage Trust 2014-
C20	3.638%	5/15/47	1,100	1,149
5 WFRBS Commercial Mortgage Trust 2014-
C20	3.723%	5/15/47	3,500	3,653

5 WFRBS Commercial Mortgage Trust 2014-
C20	3.995%	5/15/47	1,675	1,782
5 WFRBS Commercial Mortgage Trust 2014-
C20	4.176%	5/15/47	1,675	1,751
5 WFRBS Commercial Mortgage Trust 2014-
C21	3.678%	8/15/47	4,000	4,182
5 WFRBS Commercial Mortgage Trust 2014-
C22	3.752%	9/15/57	8,200	8,598
5 WFRBS Commercial Mortgage Trust 2014-
C22	4.371%	9/15/57	1,675	1,702
5 WFRBS Commercial Mortgage Trust 2014-
C23	3.636%	10/15/57	3,143	3,288
5 WFRBS Commercial Mortgage Trust 2014-
C23	3.917%	10/15/57	1,675	1,776
5 WFRBS Commercial Mortgage Trust 2014-
C23	4.210%	10/15/57	1,125	1,196
5 WFRBS Commercial Mortgage Trust 2014-
C24	3.428%	11/15/47	2,860	2,923
5 WFRBS Commercial Mortgage Trust 2014-
C24	3.607%	11/15/47	2,860	2,961
5 WFRBS Commercial Mortgage Trust 2014-
LC14	1.193%	3/15/47	650	648
5 WFRBS Commercial Mortgage Trust 2014-
LC14	2.862%	3/15/47	1,120	1,133
5 WFRBS Commercial Mortgage Trust 2014-
LC14	3.522%	3/15/47	2,800	2,911
5 WFRBS Commercial Mortgage Trust 2014-
LC14	4.045%	3/15/47	6,720	7,165
5 WFRBS Commercial Mortgage Trust 2014-
LC14	4.351%	3/15/47	2,800	2,951
5 World Omni Auto Receivables Trust 2013-B	1.320%	1/15/20	459	459
5 World Omni Auto Receivables Trust 2014-A	0.940%	4/15/19	19	19
5 World Omni Auto Receivables Trust 2014-A	1.530%	6/15/20	2,775	2,775
5 World Omni Auto Receivables Trust 2014-B	1.140%	1/15/20	1,208	1,207
5 World Omni Auto Receivables Trust 2014-B	1.680%	12/15/20	1,530	1,530
5 World Omni Auto Receivables Trust 2015-B	1.490%	12/15/20	2,975	2,974
5 World Omni Auto Receivables Trust 2015-B	1.840%	1/17/22	2,975	2,974
5 World Omni Automobile Lease Securitization
Trust 2015-A	1.540%	10/15/18	2,099	2,099
5 World Omni Automobile Lease Securitization
Trust 2016-A	1.610%	1/15/22	3,000	2,991
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,588,444)				4,609,188
Corporate Bonds (27.8%)
Finance (8.7%)
Banking (6.3%)
American Express Co.	2.500%	8/1/22	7,900	7,870
American Express Co.	2.650%	12/2/22	10,530	10,553
American Express Co.	3.625%	12/5/24	12,325	12,681
American Express Co.	4.050%	12/3/42	2,089	2,139
American Express Credit Corp.	2.125%	3/18/19	5,251	5,276
American Express Credit Corp.	1.875%	5/3/19	12,000	11,966
American Express Credit Corp.	2.250%	8/15/19	10,375	10,410
American Express Credit Corp.	1.700%	10/30/19	750	744
American Express Credit Corp.	2.200%	3/3/20	15,100	15,128
American Express Credit Corp.	2.375%	5/26/20	12,890	12,977
American Express Credit Corp.	2.600%	9/14/20	25,147	25,505
American Express Credit Corp.	2.250%	5/5/21	20,938	20,892

American Express Credit Corp.	2.700%	3/3/22	37,394	37,713
American Express Credit Corp.	3.300%	5/3/27	23,225	23,375
Australia & New Zealand Banking Group Ltd.	2.000%	11/16/18	20,000	20,049
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	16,800	16,896
Australia & New Zealand Banking Group Ltd.	1.600%	7/15/19	23,800	23,668
Australia & New Zealand Banking Group Ltd.	2.050%	9/23/19	4,550	4,553
Australia & New Zealand Banking Group Ltd.	2.125%	8/19/20	7,500	7,453
Australia & New Zealand Banking Group Ltd.	2.700%	11/16/20	14,275	14,485
Australia & New Zealand Banking Group Ltd.	2.300%	6/1/21	7,600	7,570
Australia & New Zealand Banking Group Ltd.	2.550%	11/23/21	7,000	6,996
Australia & New Zealand Banking Group Ltd.	2.625%	5/19/22	12,000	12,021
Australia & New Zealand Banking Group Ltd.	3.700%	11/16/25	12,425	13,062
Banco Bilbao Vizcaya Argentaria SA	3.000%	10/20/20	14,475	14,746
Banco Santander SA	4.250%	4/11/27	1,000	1,032
Bancolombia SA	5.950%	6/3/21	6,425	7,101
Bank of America Corp.	6.875%	11/15/18	835	879
Bank of America Corp.	2.600%	1/15/19	43,527	43,870
Bank of America Corp.	5.490%	3/15/19	550	576
Bank of America Corp.	2.650%	4/1/19	4,147	4,184
Bank of America Corp.	7.625%	6/1/19	39,470	42,995
Bank of America Corp.	2.250%	4/21/20	24,120	24,114
Bank of America Corp.	5.625%	7/1/20	57,373	62,417
Bank of America Corp.	2.625%	10/19/20	25,561	25,827
Bank of America Corp.	2.151%	11/9/20	5,211	5,191
Bank of America Corp.	5.875%	1/5/21	3,930	4,346
Bank of America Corp.	2.625%	4/19/21	13,710	13,779
Bank of America Corp.	5.000%	5/13/21	11,060	12,026
5 Bank of America Corp.	2.369%	7/21/21	10,625	10,622
5 Bank of America Corp.	2.328%	10/1/21	31,450	31,412
Bank of America Corp.	5.700%	1/24/22	22,378	25,162
Bank of America Corp.	2.503%	10/21/22	19,275	19,055
Bank of America Corp.	3.300%	1/11/23	60,238	61,684
5 Bank of America Corp.	3.124%	1/20/23	5,675	5,766
5 Bank of America Corp.	2.881%	4/24/23	28,325	28,427
5 Bank of America Corp.	2.816%	7/21/23	46,100	46,078
Bank of America Corp.	4.100%	7/24/23	12,583	13,373
Bank of America Corp.	4.125%	1/22/24	34,280	36,390
Bank of America Corp.	4.000%	4/1/24	24,889	26,267
Bank of America Corp.	4.200%	8/26/24	43,631	45,777
Bank of America Corp.	4.000%	1/22/25	49,353	51,046
Bank of America Corp.	3.950%	4/21/25	42,745	44,001
Bank of America Corp.	3.875%	8/1/25	25,984	27,274
5 Bank of America Corp.	3.093%	10/1/25	34,000	33,803
Bank of America Corp.	4.450%	3/3/26	17,925	18,871
Bank of America Corp.	3.500%	4/19/26	8,900	9,042
Bank of America Corp.	4.250%	10/22/26	9,960	10,414
Bank of America Corp.	3.248%	10/21/27	31,990	31,275
Bank of America Corp.	4.183%	11/25/27	22,017	22,759
5 Bank of America Corp.	3.824%	1/20/28	25,975	26,609
5 Bank of America Corp.	3.705%	4/24/28	13,775	13,943
5 Bank of America Corp.	3.593%	7/21/28	35,175	35,259
Bank of America Corp.	6.110%	1/29/37	12,324	15,253
5 Bank of America Corp.	4.244%	4/24/38	23,290	24,616
Bank of America Corp.	7.750%	5/14/38	20,598	29,965
Bank of America Corp.	5.875%	2/7/42	27,688	35,677
Bank of America Corp.	5.000%	1/21/44	30,524	35,363
Bank of America Corp.	4.875%	4/1/44	13,475	15,276

Bank of America Corp.	4.750%	4/21/45	1,400	1,509
5 Bank of America Corp.	4.443%	1/20/48	3,525	3,801
Bank of America NA	2.050%	12/7/18	23,525	23,601
Bank of America NA	6.000%	10/15/36	9,680	12,276
Bank of Montreal	2.375%	1/25/19	13,885	13,990
Bank of Montreal	1.500%	7/18/19	16,575	16,465
Bank of Montreal	2.100%	12/12/19	4,150	4,171
Bank of Montreal	2.100%	6/15/20	5,000	5,006
Bank of Montreal	1.900%	8/27/21	25,875	25,511
Bank of Montreal	2.550%	11/6/22	23,785	23,848
Bank of New York Mellon Corp.	2.100%	1/15/19	30,326	30,433
Bank of New York Mellon Corp.	2.200%	3/4/19	6,643	6,677
Bank of New York Mellon Corp.	2.200%	5/15/19	375	377
Bank of New York Mellon Corp.	5.450%	5/15/19	5,535	5,841
Bank of New York Mellon Corp.	2.300%	9/11/19	15,750	15,852
Bank of New York Mellon Corp.	4.600%	1/15/20	6,375	6,737
Bank of New York Mellon Corp.	2.150%	2/24/20	5,000	5,023
Bank of New York Mellon Corp.	2.600%	8/17/20	5,125	5,197
Bank of New York Mellon Corp.	2.450%	11/27/20	6,800	6,866
Bank of New York Mellon Corp.	2.500%	4/15/21	14,410	14,536
Bank of New York Mellon Corp.	2.050%	5/3/21	23,625	23,506
Bank of New York Mellon Corp.	3.550%	9/23/21	4,455	4,660
Bank of New York Mellon Corp.	2.600%	2/7/22	10,950	11,046
5 Bank of New York Mellon Corp.	2.661%	5/16/23	11,600	11,627
Bank of New York Mellon Corp.	2.200%	8/16/23	9,949	9,714
Bank of New York Mellon Corp.	3.650%	2/4/24	6,775	7,110
Bank of New York Mellon Corp.	3.400%	5/15/24	1,160	1,197
Bank of New York Mellon Corp.	3.250%	9/11/24	13,790	14,068
Bank of New York Mellon Corp.	3.000%	2/24/25	5,750	5,756
Bank of New York Mellon Corp.	2.800%	5/4/26	6,265	6,118
Bank of New York Mellon Corp.	2.450%	8/17/26	6,375	6,063
Bank of New York Mellon Corp.	3.250%	5/16/27	22,135	22,451
5 Bank of New York Mellon Corp.	3.442%	2/7/28	7,000	7,105
Bank of New York Mellon Corp.	3.000%	10/30/28	5,000	4,833
Bank of New York Mellon Corp.	3.300%	8/23/29	4,000	3,967
Bank of Nova Scotia	2.050%	10/30/18	16,835	16,907
Bank of Nova Scotia	1.950%	1/15/19	11,600	11,648
Bank of Nova Scotia	2.050%	6/5/19	10,765	10,800
Bank of Nova Scotia	1.650%	6/14/19	16,250	16,207
Bank of Nova Scotia	2.350%	10/21/20	21,500	21,671
Bank of Nova Scotia	4.375%	1/13/21	1,560	1,664
Bank of Nova Scotia	2.800%	7/21/21	37,435	38,119
Bank of Nova Scotia	2.700%	3/7/22	12,000	12,130
Bank of Nova Scotia	4.500%	12/16/25	31,750	33,454
Bank One Capital III	8.750%	9/1/30	1,100	1,605
Bank One Corp.	7.625%	10/15/26	1,980	2,529
Bank One Corp.	8.000%	4/29/27	1,500	1,997
Barclays Bank plc	5.140%	10/14/20	1,335	1,422
Barclays plc	2.750%	11/8/19	14,373	14,508
Barclays plc	2.875%	6/8/20	15,050	15,183
Barclays plc	3.250%	1/12/21	21,565	21,910
Barclays plc	3.200%	8/10/21	21,200	21,496
Barclays plc	3.684%	1/10/23	26,475	27,150
Barclays plc	4.375%	9/11/24	15,000	15,398
Barclays plc	3.650%	3/16/25	32,290	32,261
Barclays plc	4.375%	1/12/26	24,140	25,197
Barclays plc	5.200%	5/12/26	18,600	19,888

	Barclays plc	4.337%	1/10/28	24,190	24,945
	Barclays plc	4.836%	5/9/28	7,400	7,662
	Barclays plc	5.250%	8/17/45	7,520	8,513
	Barclays plc	4.950%	1/10/47	14,000	15,257
	BB&T Corp.	2.050%	6/19/18	11,955	11,985
	BB&T Corp.	2.250%	2/1/19	3,950	3,973
	BB&T Corp.	6.850%	4/30/19	8,193	8,776
	BB&T Corp.	5.250%	11/1/19	10,240	10,915
	BB&T Corp.	2.450%	1/15/20	14,620	14,767
	BB&T Corp.	2.050%	5/10/21	14,759	14,629
	BB&T Corp.	2.750%	4/1/22	6,350	6,441
	BNP Paribas SA	2.400%	12/12/18	12,750	12,825
	BNP Paribas SA	2.450%	3/17/19	3,325	3,353
	BNP Paribas SA	2.375%	5/21/20	6,975	7,029
	BNP Paribas SA	5.000%	1/15/21	39,080	42,417
	BNP Paribas SA	3.250%	3/3/23	21,280	21,926
	BNP Paribas SA	4.250%	10/15/24	2,450	2,562
	BPCE SA	2.500%	12/10/18	16,525	16,633
	BPCE SA	2.500%	7/15/19	11,000	11,091
	BPCE SA	2.250%	1/27/20	4,700	4,707
	BPCE SA	2.650%	2/3/21	7,705	7,750
	BPCE SA	2.750%	12/2/21	8,300	8,357
10	BPCE SA	3.000%	5/22/22	5,500	5,530
	BPCE SA	4.000%	4/15/24	21,045	22,293
	BPCE SA	3.375%	12/2/26	4,700	4,771
	Branch Banking & Trust Co.	2.300%	10/15/18	8,200	8,245
	Branch Banking & Trust Co.	1.450%	5/10/19	9,525	9,451
	Branch Banking & Trust Co.	2.100%	1/15/20	14,500	14,551
	Branch Banking & Trust Co.	2.850%	4/1/21	450	458
	Branch Banking & Trust Co.	2.625%	1/15/22	9,500	9,632
	Branch Banking & Trust Co.	3.625%	9/16/25	18,600	19,339
	Branch Banking & Trust Co.	3.800%	10/30/26	2,768	2,914
	Canadian Imperial Bank of Commerce	1.600%	9/6/19	8,430	8,384
	Canadian Imperial Bank of Commerce	2.100%	10/5/20	12,375	12,348
	Canadian Imperial Bank of Commerce	2.550%	6/16/22	19,500	19,526
	Capital One Bank USA NA	2.150%	11/21/18	11,850	11,867
	Capital One Bank USA NA	2.250%	2/13/19	11,500	11,526
	Capital One Bank USA NA	2.300%	6/5/19	9,325	9,349
	Capital One Bank USA NA	8.800%	7/15/19	5,975	6,634
	Capital One Bank USA NA	3.375%	2/15/23	26,500	26,810
	Capital One Financial Corp.	2.450%	4/24/19	10,275	10,324
	Capital One Financial Corp.	2.500%	5/12/20	15,000	15,066
	Capital One Financial Corp.	4.750%	7/15/21	4,085	4,397
	Capital One Financial Corp.	3.500%	6/15/23	4,508	4,612
	Capital One Financial Corp.	3.750%	4/24/24	7,910	8,156
	Capital One Financial Corp.	4.200%	10/29/25	10,100	10,353
	Capital One Financial Corp.	3.750%	7/28/26	11,200	11,015
	Capital One Financial Corp.	3.750%	3/9/27	7,025	7,073
	Capital One NA	2.400%	9/5/19	7,785	7,819
	Capital One NA	1.850%	9/13/19	7,000	6,949
	Capital One NA	2.350%	1/31/20	14,825	14,843
	Capital One NA	2.950%	7/23/21	7,925	8,018
	Capital One NA	2.250%	9/13/21	16,275	16,023
	Capital One NA	2.650%	8/8/22	15,200	15,079
	Citibank NA	1.850%	9/18/19	21,000	20,971
	Citibank NA	2.100%	6/12/20	15,000	15,008
5,10 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	10,588	11,839

Citigroup Inc.	1.800%	2/5/18	11,025	11,028
Citigroup Inc.	1.750%	5/1/18	21,947	21,949
Citigroup Inc.	2.150%	7/30/18	17,000	17,047
Citigroup Inc.	2.050%	12/7/18	35,955	35,995
Citigroup Inc.	2.550%	4/8/19	15,800	15,924
Citigroup Inc.	2.050%	6/7/19	14,425	14,431
Citigroup Inc.	2.500%	7/29/19	2,950	2,974
Citigroup Inc.	2.450%	1/10/20	9,400	9,466
Citigroup Inc.	2.400%	2/18/20	18,315	18,437
Citigroup Inc.	5.375%	8/9/20	10,485	11,396
Citigroup Inc.	2.650%	10/26/20	5,871	5,926
Citigroup Inc.	2.700%	3/30/21	27,731	27,956
Citigroup Inc.	2.350%	8/2/21	5,125	5,087
Citigroup Inc.	2.900%	12/8/21	46,425	46,987
Citigroup Inc.	4.500%	1/14/22	35,922	38,644
Citigroup Inc.	2.750%	4/25/22	500	501
Citigroup Inc.	4.050%	7/30/22	10,570	11,067
Citigroup Inc.	3.375%	3/1/23	5,600	5,708
Citigroup Inc.	3.500%	5/15/23	19,533	19,815
5 Citigroup Inc.	2.876%	7/24/23	15,000	14,986
Citigroup Inc.	3.875%	10/25/23	12,342	12,883
Citigroup Inc.	3.750%	6/16/24	26,477	27,570
Citigroup Inc.	4.000%	8/5/24	18,925	19,596
Citigroup Inc.	3.875%	3/26/25	10,435	10,640
Citigroup Inc.	3.300%	4/27/25	7,322	7,374
Citigroup Inc.	4.400%	6/10/25	51,869	54,441
Citigroup Inc.	5.500%	9/13/25	11,499	12,884
Citigroup Inc.	3.700%	1/12/26	8,775	8,967
Citigroup Inc.	4.600%	3/9/26	22,900	24,255
Citigroup Inc.	3.400%	5/1/26	12,530	12,508
Citigroup Inc.	3.200%	10/21/26	41,368	40,495
Citigroup Inc.	4.450%	9/29/27	22,390	23,526
5 Citigroup Inc.	3.887%	1/10/28	7,025	7,192
5 Citigroup Inc.	3.668%	7/24/28	20,900	21,027
Citigroup Inc.	4.125%	7/25/28	13,175	13,547
Citigroup Inc.	6.625%	6/15/32	4,340	5,451
Citigroup Inc.	6.000%	10/31/33	7,445	9,021
Citigroup Inc.	6.125%	8/25/36	13,964	17,242
Citigroup Inc.	8.125%	7/15/39	26,605	41,526
Citigroup Inc.	5.875%	1/30/42	13,383	17,193
Citigroup Inc.	6.675%	9/13/43	5,153	6,909
Citigroup Inc.	4.950%	11/7/43	3,036	3,360
Citigroup Inc.	5.300%	5/6/44	8,875	10,386
Citigroup Inc.	4.650%	7/30/45	11,449	12,675
Citigroup Inc.	4.750%	5/18/46	7,785	8,470
5 Citigroup Inc.	4.281%	4/24/48	10,500	10,957
Citizens Bank NA	1.600%	12/4/17	4,575	4,574
Citizens Bank NA	2.300%	12/3/18	5,025	5,044
Citizens Bank NA	2.500%	3/14/19	4,000	4,029
Citizens Bank NA	2.450%	12/4/19	4,550	4,579
Citizens Bank NA	2.250%	3/2/20	5,000	5,000
Citizens Bank NA	2.200%	5/26/20	12,485	12,463
Citizens Bank NA	2.550%	5/13/21	7,200	7,203
Citizens Bank NA	2.650%	5/26/22	9,175	9,165
Citizens Financial Group Inc.	2.375%	7/28/21	1,250	1,238
Citizens Financial Group Inc.	4.300%	12/3/25	6,300	6,560
Comerica Bank	4.000%	7/27/25	50	52

	Comerica Inc.	2.125%	5/23/19	2,260	2,258
	Commonwealth Bank of Australia	1.750%	11/2/18	9,050	9,035
	Commonwealth Bank of Australia	2.250%	3/13/19	6,725	6,764
	Commonwealth Bank of Australia	2.050%	3/15/19	8,400	8,417
	Commonwealth Bank of Australia	2.300%	9/6/19	17,350	17,485
	Commonwealth Bank of Australia	2.400%	11/2/20	12,850	12,899
	Commonwealth Bank of Australia	2.550%	3/15/21	10,895	10,933
10	Commonwealth Bank of Australia	2.750%	3/10/22	15,000	15,103
	Compass Bank	6.400%	10/1/17	2,675	2,675
	Compass Bank	2.750%	9/29/19	3,110	3,123
	Compass Bank	2.875%	6/29/22	19,000	18,873
	Cooperatieve Rabobank UA	2.250%	1/14/19	22,424	22,589
	Cooperatieve Rabobank UA	2.500%	1/19/21	51,475	52,004
	Cooperatieve Rabobank UA	2.750%	1/10/22	11,550	11,687
	Cooperatieve Rabobank UA	3.875%	2/8/22	40,044	42,325
	Cooperatieve Rabobank UA	3.950%	11/9/22	40,642	42,642
	Cooperatieve Rabobank UA	4.625%	12/1/23	17,615	18,912
	Cooperatieve Rabobank UA	3.375%	5/21/25	19,100	19,580
	Cooperatieve Rabobank UA	4.375%	8/4/25	14,947	15,717
	Cooperatieve Rabobank UA	3.750%	7/21/26	11,700	11,863
	Cooperatieve Rabobank UA	5.250%	5/24/41	9,380	11,504
	Cooperatieve Rabobank UA	5.750%	12/1/43	10,275	12,786
	Cooperatieve Rabobank UA	5.250%	8/4/45	10,170	11,985
	Credit Suisse AG	2.300%	5/28/19	43,359	43,595
	Credit Suisse AG	5.300%	8/13/19	12,525	13,261
	Credit Suisse AG	5.400%	1/14/20	8,516	9,097
	Credit Suisse AG	3.000%	10/29/21	27,944	28,442
	Credit Suisse AG	3.625%	9/9/24	27,250	28,181
10	Credit Suisse Group AG	3.574%	1/9/23	10,000	10,217
10	Credit Suisse Group AG	4.282%	1/9/28	25,500	26,594
	Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	2,850	2,872
	Credit Suisse Group Funding Guernsey Ltd.	3.125%	12/10/20	12,775	13,022
	Credit Suisse Group Funding Guernsey Ltd.	3.450%	4/16/21	36,845	37,615
	Credit Suisse Group Funding Guernsey Ltd.	3.800%	9/15/22	21,300	22,124
	Credit Suisse Group Funding Guernsey Ltd.	3.800%	6/9/23	14,780	15,241
	Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	31,950	32,527
	Credit Suisse Group Funding Guernsey Ltd.	4.550%	4/17/26	1,000	1,073
	Credit Suisse Group Funding Guernsey Ltd.	4.875%	5/15/45	12,328	13,743
	Credit Suisse USA Inc.	7.125%	7/15/32	11,191	15,287
	Deutsche Bank AG	2.500%	2/13/19	15,581	15,671
	Deutsche Bank AG	2.850%	5/10/19	8,669	8,751
	Deutsche Bank AG	2.700%	7/13/20	19,000	19,066
	Deutsche Bank AG	2.950%	8/20/20	7,776	7,836
	Deutsche Bank AG	3.125%	1/13/21	11,550	11,672
	Deutsche Bank AG	3.375%	5/12/21	9,975	10,121
	Deutsche Bank AG	4.250%	10/14/21	20,000	20,954
	Deutsche Bank AG	3.700%	5/30/24	27,655	27,941
	Deutsche Bank AG	4.100%	1/13/26	8,010	8,217
	Discover Bank	2.600%	11/13/18	5,250	5,281
	Discover Bank	3.100%	6/4/20	3,925	4,006
	Discover Bank	3.200%	8/9/21	4,440	4,526
	Discover Bank	4.200%	8/8/23	17,095	18,106
	Discover Bank	4.250%	3/13/26	2,675	2,768
	Discover Bank	3.450%	7/27/26	8,250	8,075
	Discover Financial Services	5.200%	4/27/22	1,817	1,978
	Discover Financial Services	3.850%	11/21/22	9,695	9,988
	Discover Financial Services	3.750%	3/4/25	5,800	5,843

Discover Financial Services	4.100%	2/9/27	6,500	6,582
Fifth Third Bancorp	2.300%	3/1/19	4,475	4,501
Fifth Third Bancorp	2.875%	7/27/20	75	76
Fifth Third Bancorp	3.500%	3/15/22	2,206	2,287
Fifth Third Bancorp	4.300%	1/16/24	11,234	11,890
Fifth Third Bancorp	8.250%	3/1/38	8,415	12,782
Fifth Third Bank	2.300%	3/15/19	3,850	3,875
Fifth Third Bank	2.375%	4/25/19	10,900	10,979
Fifth Third Bank	1.625%	9/27/19	7,700	7,651
Fifth Third Bank	2.250%	6/14/21	13,500	13,487
Fifth Third Bank	2.875%	10/1/21	7,750	7,891
Fifth Third Bank	3.850%	3/15/26	4,950	5,081
First Horizon National Corp.	3.500%	12/15/20	3,500	3,599
First Niagara Financial Group Inc.	6.750%	3/19/20	1,875	2,078
First Republic Bank	2.375%	6/17/19	4,100	4,094
First Republic Bank	2.500%	6/6/22	11,850	11,748
First Republic Bank	4.375%	8/1/46	2,375	2,343
First Republic Bank	4.625%	2/13/47	2,875	2,957
FirstMerit Bank NA	4.270%	11/25/26	5,750	5,964
FirstMerit Corp.	4.350%	2/4/23	2,750	2,895
Goldman Sachs Capital I	6.345%	2/15/34	12,325	15,405
Goldman Sachs Group Inc.	2.625%	1/31/19	31,235	31,494
Goldman Sachs Group Inc.	7.500%	2/15/19	24,312	26,101
Goldman Sachs Group Inc.	1.950%	7/23/19	3,500	3,497
Goldman Sachs Group Inc.	2.550%	10/23/19	26,544	26,771
Goldman Sachs Group Inc.	2.300%	12/13/19	24,000	24,092
Goldman Sachs Group Inc.	5.375%	3/15/20	39,092	41,978
Goldman Sachs Group Inc.	2.600%	4/23/20	21,524	21,704
Goldman Sachs Group Inc.	6.000%	6/15/20	34,979	38,395
Goldman Sachs Group Inc.	2.750%	9/15/20	19,561	19,815
Goldman Sachs Group Inc.	2.875%	2/25/21	15,500	15,730
Goldman Sachs Group Inc.	2.625%	4/25/21	22,300	22,388
Goldman Sachs Group Inc.	5.250%	7/27/21	13,796	15,154
Goldman Sachs Group Inc.	2.350%	11/15/21	18,870	18,704
Goldman Sachs Group Inc.	5.750%	1/24/22	62,353	69,804
Goldman Sachs Group Inc.	3.000%	4/26/22	36,834	37,224
Goldman Sachs Group Inc.	3.625%	1/22/23	31,100	32,159
5 Goldman Sachs Group Inc.	2.908%	6/5/23	24,000	23,960
5 Goldman Sachs Group Inc.	2.905%	7/24/23	23,900	23,877
Goldman Sachs Group Inc.	4.000%	3/3/24	69,704	73,562
Goldman Sachs Group Inc.	3.850%	7/8/24	13,039	13,546
Goldman Sachs Group Inc.	3.500%	1/23/25	26,775	27,154
5 Goldman Sachs Group Inc.	3.272%	9/29/25	40,000	39,940
Goldman Sachs Group Inc.	4.250%	10/21/25	13,620	14,172
Goldman Sachs Group Inc.	3.750%	2/25/26	24,711	25,280
Goldman Sachs Group Inc.	3.500%	11/16/26	35,725	35,825
Goldman Sachs Group Inc.	5.950%	1/15/27	9,251	10,775
Goldman Sachs Group Inc.	3.850%	1/26/27	35,400	35,995
5 Goldman Sachs Group Inc.	3.691%	6/5/28	25,550	25,730
Goldman Sachs Group Inc.	6.125%	2/15/33	28,006	35,053
Goldman Sachs Group Inc.	6.450%	5/1/36	24,715	31,071
Goldman Sachs Group Inc.	6.750%	10/1/37	40,836	53,786
Goldman Sachs Group Inc.	6.250%	2/1/41	29,342	38,662
Goldman Sachs Group Inc.	4.800%	7/8/44	29,735	33,022
Goldman Sachs Group Inc.	5.150%	5/22/45	27,628	31,609
Goldman Sachs Group Inc.	4.750%	10/21/45	6,521	7,242
HSBC Bank USA NA	4.875%	8/24/20	26,550	28,529

HSBC Bank USA NA	5.875%	11/1/34	7,275	9,025
HSBC Bank USA NA	5.625%	8/15/35	3,782	4,606
HSBC Bank USA NA	7.000%	1/15/39	7,909	11,218
HSBC Holdings plc	3.400%	3/8/21	35,683	36,798
HSBC Holdings plc	5.100%	4/5/21	41,620	45,180
HSBC Holdings plc	2.950%	5/25/21	36,328	36,977
HSBC Holdings plc	2.650%	1/5/22	21,100	21,121
HSBC Holdings plc	4.875%	1/14/22	3,030	3,293
HSBC Holdings plc	4.000%	3/30/22	12,381	13,071
5 HSBC Holdings plc	3.262%	3/13/23	18,000	18,360
HSBC Holdings plc	3.600%	5/25/23	21,900	22,780
HSBC Holdings plc	4.250%	3/14/24	30,100	31,528
HSBC Holdings plc	4.250%	8/18/25	12,100	12,531
HSBC Holdings plc	4.300%	3/8/26	39,620	42,413
HSBC Holdings plc	3.900%	5/25/26	39,730	41,528
HSBC Holdings plc	4.375%	11/23/26	16,050	16,714
5 HSBC Holdings plc	4.041%	3/13/28	32,400	33,794
HSBC Holdings plc	7.625%	5/17/32	1,996	2,676
HSBC Holdings plc	7.350%	11/27/32	2,040	2,759
HSBC Holdings plc	6.500%	5/2/36	24,045	31,309
HSBC Holdings plc	6.500%	9/15/37	32,977	43,739
HSBC Holdings plc	6.800%	6/1/38	5,415	7,410
HSBC Holdings plc	6.100%	1/14/42	6,825	9,062
HSBC Holdings plc	5.250%	3/14/44	14,475	16,963
HSBC USA Inc.	2.000%	8/7/18	11,000	11,026
HSBC USA Inc.	2.250%	6/23/19	6,550	6,577
HSBC USA Inc.	2.375%	11/13/19	22,150	22,301
HSBC USA Inc.	2.350%	3/5/20	16,575	16,661
HSBC USA Inc.	2.750%	8/7/20	5,225	5,312
HSBC USA Inc.	5.000%	9/27/20	8,700	9,355
HSBC USA Inc.	3.500%	6/23/24	7,350	7,561
Huntington Bancshares Inc.	7.000%	12/15/20	4,200	4,772
Huntington Bancshares Inc.	3.150%	3/14/21	3,525	3,591
Huntington Bancshares Inc.	2.300%	1/14/22	10,168	10,042
Huntington National Bank	2.200%	11/6/18	7,225	7,250
Huntington National Bank	2.375%	3/10/20	19,000	19,101
Huntington National Bank	2.400%	4/1/20	12,575	12,642
Huntington National Bank	2.875%	8/20/20	7,750	7,898
Huntington National Bank	2.500%	8/7/22	12,000	11,920
ING Groep NV	3.150%	3/29/22	6,500	6,624
ING Groep NV	3.950%	3/29/27	13,900	14,489
Intesa Sanpaolo SPA	3.875%	1/15/19	9,500	9,698
Intesa Sanpaolo SPA	5.250%	1/12/24	26,381	28,970
JPMorgan Chase & Co.	2.350%	1/28/19	12,225	12,305
JPMorgan Chase & Co.	1.850%	3/22/19	14,870	14,880
JPMorgan Chase & Co.	6.300%	4/23/19	25,200	26,878
JPMorgan Chase & Co.	2.200%	10/22/19	4,111	4,135
JPMorgan Chase & Co.	2.250%	1/23/20	52,525	52,783
JPMorgan Chase & Co.	2.750%	6/23/20	50,231	51,184
JPMorgan Chase & Co.	4.400%	7/22/20	5,053	5,356
JPMorgan Chase & Co.	4.250%	10/15/20	15,040	15,940
JPMorgan Chase & Co.	2.550%	10/29/20	24,012	24,282
JPMorgan Chase & Co.	2.550%	3/1/21	19,903	20,051
JPMorgan Chase & Co.	4.625%	5/10/21	4,626	4,976
JPMorgan Chase & Co.	2.400%	6/7/21	8,435	8,454
JPMorgan Chase & Co.	2.295%	8/15/21	9,848	9,818
JPMorgan Chase & Co.	4.350%	8/15/21	26,309	28,115

JPMorgan Chase & Co.	4.500%	1/24/22	31,479	33,986
JPMorgan Chase & Co.	3.250%	9/23/22	19,645	20,268
JPMorgan Chase & Co.	2.972%	1/15/23	46,552	47,123
JPMorgan Chase & Co.	3.200%	1/25/23	50,497	51,545
5 JPMorgan Chase & Co.	2.776%	4/25/23	20,000	20,076
JPMorgan Chase & Co.	3.375%	5/1/23	28,849	29,406
JPMorgan Chase & Co.	2.700%	5/18/23	17,776	17,715
JPMorgan Chase & Co.	3.875%	2/1/24	19,270	20,299
JPMorgan Chase & Co.	3.625%	5/13/24	46,866	48,656
JPMorgan Chase & Co.	3.875%	9/10/24	32,822	34,161
JPMorgan Chase & Co.	3.125%	1/23/25	27,245	27,371
5 JPMorgan Chase & Co.	3.220%	3/1/25	21,300	21,557
JPMorgan Chase & Co.	3.900%	7/15/25	26,599	27,865
JPMorgan Chase & Co.	3.300%	4/1/26	55,218	55,203
JPMorgan Chase & Co.	3.200%	6/15/26	25,715	25,476
JPMorgan Chase & Co.	2.950%	10/1/26	28,275	27,648
JPMorgan Chase & Co.	4.125%	12/15/26	34,018	35,449
JPMorgan Chase & Co.	4.250%	10/1/27	15,907	16,805
JPMorgan Chase & Co.	3.625%	12/1/27	10,600	10,601
5 JPMorgan Chase & Co.	3.782%	2/1/28	23,100	23,644
5 JPMorgan Chase & Co.	3.540%	5/1/28	29,100	29,303
JPMorgan Chase & Co.	6.400%	5/15/38	25,467	33,830
5 JPMorgan Chase & Co.	3.882%	7/24/38	25,895	25,980
JPMorgan Chase & Co.	5.500%	10/15/40	35,907	43,610
JPMorgan Chase & Co.	5.600%	7/15/41	12,145	15,135
JPMorgan Chase & Co.	5.400%	1/6/42	9,849	11,963
JPMorgan Chase & Co.	5.625%	8/16/43	6,960	8,456
JPMorgan Chase & Co.	4.850%	2/1/44	1,700	1,968
JPMorgan Chase & Co.	4.950%	6/1/45	10,200	11,612
5 JPMorgan Chase & Co.	4.260%	2/22/48	10,265	10,728
5 JPMorgan Chase & Co.	4.032%	7/24/48	19,925	20,008
JPMorgan Chase Bank NA	1.650%	9/23/19	14,625	14,573
KeyBank NA	2.350%	3/8/19	8,650	8,720
KeyBank NA	2.500%	12/15/19	5,500	5,564
KeyBank NA	2.250%	3/16/20	2,780	2,793
KeyBank NA	2.500%	11/22/21	3,575	3,592
KeyBank NA	2.400%	6/9/22	2,695	2,679
KeyBank NA	2.300%	9/14/22	10,000	9,905
KeyBank NA	3.300%	6/1/25	7,725	7,865
KeyBank NA	3.400%	5/20/26	12,750	12,690
5 KeyBank NA	3.180%	10/15/27	500	510
KeyBank NA	6.950%	2/1/28	1,290	1,628
KeyCorp	5.100%	3/24/21	9,207	10,032
Lloyds Bank plc	2.300%	11/27/18	9,850	9,907
Lloyds Bank plc	2.050%	1/22/19	3,775	3,778
Lloyds Bank plc	2.700%	8/17/20	7,200	7,306
Lloyds Bank plc	6.375%	1/21/21	11,050	12,385
Lloyds Bank plc	3.500%	5/14/25	500	519
Lloyds Banking Group plc	3.000%	1/11/22	9,800	9,876
Lloyds Banking Group plc	4.500%	11/4/24	12,995	13,651
Lloyds Banking Group plc	4.582%	12/10/25	37,050	38,716
Lloyds Banking Group plc	4.650%	3/24/26	10,576	11,149
Lloyds Banking Group plc	3.750%	1/11/27	13,225	13,324
Lloyds Banking Group plc	5.300%	12/1/45	1,925	2,251
Manufacturers & Traders Trust Co.	2.300%	1/30/19	28,850	28,999
Manufacturers & Traders Trust Co.	2.250%	7/25/19	8,000	8,036
Manufacturers & Traders Trust Co.	2.100%	2/6/20	15,200	15,197

Manufacturers & Traders Trust Co.	2.500%	5/18/22	1,250	1,251
Manufacturers & Traders Trust Co.	2.900%	2/6/25	7,825	7,767
Mitsubishi UFJ Financial Group Inc.	2.950%	3/1/21	40,591	41,232
Mitsubishi UFJ Financial Group Inc.	2.190%	9/13/21	30,090	29,703
Mitsubishi UFJ Financial Group Inc.	2.665%	7/25/22	25,100	25,055
Mitsubishi UFJ Financial Group Inc.	2.527%	9/13/23	2,500	2,460
Mitsubishi UFJ Financial Group Inc.	3.850%	3/1/26	32,250	33,438
Mitsubishi UFJ Financial Group Inc.	2.757%	9/13/26	9,325	8,940
Mitsubishi UFJ Financial Group Inc.	3.677%	2/22/27	30,600	31,465
Mitsubishi UFJ Financial Group Inc.	3.287%	7/25/27	25,400	25,301
Mizuho Financial Group Inc.	2.953%	2/28/22	500	505
Mizuho Financial Group Inc.	3.663%	2/28/27	2,000	2,050
Morgan Stanley	2.200%	12/7/18	2,000	2,007
Morgan Stanley	2.500%	1/24/19	32,022	32,247
Morgan Stanley	2.450%	2/1/19	18,050	18,174
Morgan Stanley	7.300%	5/13/19	38,964	42,173
Morgan Stanley	2.375%	7/23/19	20,403	20,526
Morgan Stanley	5.625%	9/23/19	34,450	36,789
Morgan Stanley	5.500%	1/26/20	7,914	8,492
Morgan Stanley	2.650%	1/27/20	23,294	23,550
Morgan Stanley	2.800%	6/16/20	19,707	19,995
Morgan Stanley	5.500%	7/24/20	3,142	3,412
Morgan Stanley	5.750%	1/25/21	21,300	23,481
Morgan Stanley	2.500%	4/21/21	4,839	4,846
Morgan Stanley	5.500%	7/28/21	11,980	13,255
Morgan Stanley	2.625%	11/17/21	48,116	48,113
Morgan Stanley	2.750%	5/19/22	31,350	31,449
Morgan Stanley	4.875%	11/1/22	22,320	24,161
Morgan Stanley	3.750%	2/25/23	66,785	69,612
Morgan Stanley	4.100%	5/22/23	21,230	22,223
Morgan Stanley	3.875%	4/29/24	43,460	45,465
Morgan Stanley	3.700%	10/23/24	44,934	46,476
Morgan Stanley	4.000%	7/23/25	42,968	45,283
Morgan Stanley	5.000%	11/24/25	21,814	23,833
Morgan Stanley	3.875%	1/27/26	38,425	39,670
Morgan Stanley	3.125%	7/27/26	32,814	32,122
Morgan Stanley	6.250%	8/9/26	11,727	14,041
Morgan Stanley	4.350%	9/8/26	26,049	27,138
Morgan Stanley	3.625%	1/20/27	33,425	33,744
Morgan Stanley	3.950%	4/23/27	16,203	16,443
5 Morgan Stanley	3.591%	7/22/28	49,575	49,563
Morgan Stanley	7.250%	4/1/32	7,497	10,164
5 Morgan Stanley	3.971%	7/22/38	20,975	21,098
Morgan Stanley	6.375%	7/24/42	21,387	28,561
Morgan Stanley	4.300%	1/27/45	30,804	32,394
Morgan Stanley	4.375%	1/22/47	11,475	12,197
MUFG Americas Holdings Corp.	2.250%	2/10/20	10,850	10,828
MUFG Americas Holdings Corp.	3.500%	6/18/22	16,668	17,219
MUFG Americas Holdings Corp.	3.000%	2/10/25	7,000	6,898
MUFG Union Bank NA	2.250%	5/6/19	4,925	4,940
National Australia Bank Ltd.	2.000%	1/14/19	4,650	4,660
National Australia Bank Ltd.	1.375%	7/12/19	9,500	9,412
National Australia Bank Ltd.	2.125%	5/22/20	25,800	25,770
National Australia Bank Ltd.	2.625%	1/14/21	10,245	10,319
National Australia Bank Ltd.	1.875%	7/12/21	9,650	9,443
National Australia Bank Ltd.	2.800%	1/10/22	6,000	6,064
National Australia Bank Ltd.	2.500%	5/22/22	17,900	17,795

National Australia Bank Ltd.	3.000%	1/20/23	5,050	5,146
National Australia Bank Ltd.	3.375%	1/14/26	6,750	6,843
National Australia Bank Ltd.	2.500%	7/12/26	19,975	18,995
National Bank of Canada	1.450%	11/7/17	8,250	8,250
National Bank of Canada	2.100%	12/14/18	1,600	1,604
National Bank of Canada	2.150%	6/12/20	10,100	10,091
National City Corp.	6.875%	5/15/19	1,690	1,817
Northern Trust Corp.	3.450%	11/4/20	7,820	8,129
Northern Trust Corp.	3.375%	8/23/21	2,043	2,121
Northern Trust Corp.	2.375%	8/2/22	6,300	6,314
Northern Trust Corp.	3.950%	10/30/25	8,975	9,501
5 Northern Trust Corp.	3.375%	5/8/32	3,850	3,838
People's United Bank NA	4.000%	7/15/24	3,850	3,927
People's United Financial Inc.	3.650%	12/6/22	4,650	4,780
PNC Bank NA	1.800%	11/5/18	10,425	10,434
PNC Bank NA	1.700%	12/7/18	5,800	5,797
PNC Bank NA	1.950%	3/4/19	4,750	4,760
PNC Bank NA	2.250%	7/2/19	5,475	5,506
PNC Bank NA	1.450%	7/29/19	7,500	7,439
PNC Bank NA	2.400%	10/18/19	22,095	22,241
PNC Bank NA	2.000%	5/19/20	4,500	4,491
PNC Bank NA	2.300%	6/1/20	10,978	11,060
PNC Bank NA	2.600%	7/21/20	5,320	5,394
PNC Bank NA	2.450%	11/5/20	9,710	9,789
PNC Bank NA	2.150%	4/29/21	21,875	21,803
PNC Bank NA	2.550%	12/9/21	5,800	5,826
PNC Bank NA	2.625%	2/17/22	20,045	20,214
PNC Bank NA	2.700%	11/1/22	7,567	7,600
PNC Bank NA	2.950%	1/30/23	10,077	10,181
PNC Bank NA	3.800%	7/25/23	15,675	16,545
PNC Bank NA	3.300%	10/30/24	8,400	8,609
PNC Bank NA	2.950%	2/23/25	8,675	8,667
PNC Bank NA	3.250%	6/1/25	5,850	5,943
PNC Financial Services Group Inc.	2.854%	11/9/22	14,450	14,606
PNC Financial Services Group Inc.	3.900%	4/29/24	20,535	21,540
PNC Financial Services Group Inc.	3.150%	5/19/27	9,750	9,763
PNC Funding Corp.	6.700%	6/10/19	6,479	6,989
PNC Funding Corp.	5.125%	2/8/20	11,853	12,664
PNC Funding Corp.	4.375%	8/11/20	19,200	20,349
PNC Funding Corp.	3.300%	3/8/22	10,781	11,136
Regions Bank	6.450%	6/26/37	3,371	4,160
Regions Financial Corp.	3.200%	2/8/21	2,575	2,627
Regions Financial Corp.	2.750%	8/14/22	5,225	5,214
Regions Financial Corp.	7.375%	12/10/37	4,105	5,424
Royal Bank of Canada	2.000%	12/10/18	3,000	3,010
Royal Bank of Canada	2.150%	3/15/19	4,023	4,047
Royal Bank of Canada	1.625%	4/15/19	3,725	3,714
Royal Bank of Canada	1.500%	7/29/19	12,775	12,704
Royal Bank of Canada	2.125%	3/2/20	25,250	25,357
Royal Bank of Canada	2.150%	3/6/20	500	502
Royal Bank of Canada	2.350%	10/30/20	24,500	24,686
Royal Bank of Canada	2.500%	1/19/21	18,092	18,261
Royal Bank of Canada	2.750%	2/1/22	21,250	21,633
Royal Bank of Canada	4.650%	1/27/26	10,830	11,622
5 Royal Bank of Scotland Group plc	3.498%	5/15/23	13,500	13,598
Royal Bank of Scotland Group plc	3.875%	9/12/23	37,575	38,437
Royal Bank of Scotland Group plc	4.800%	4/5/26	4,625	4,947

	Santander Holdings USA Inc.	2.700%	5/24/19	24,040	24,226
	Santander Holdings USA Inc.	2.650%	4/17/20	4,750	4,757
10	Santander Holdings USA Inc.	3.700%	3/28/22	21,050	21,421
	Santander Holdings USA Inc.	4.500%	7/17/25	8,825	9,193
10	Santander Holdings USA Inc.	4.400%	7/13/27	10,000	10,188
	Santander Issuances SAU	5.179%	11/19/25	23,600	25,321
	Santander UK Group Holdings plc	2.875%	10/16/20	14,450	14,595
	Santander UK Group Holdings plc	3.125%	1/8/21	17,500	17,761
	Santander UK Group Holdings plc	2.875%	8/5/21	11,375	11,437
	Santander UK Group Holdings plc	3.571%	1/10/23	6,700	6,828
	Santander UK plc	2.500%	3/14/19	32,750	33,021
	Santander UK plc	2.350%	9/10/19	7,985	8,031
	Santander UK plc	2.375%	3/16/20	3,525	3,548
	Santander UK plc	4.000%	3/13/24	17,870	18,831
	Skandinaviska Enskilda Banken AB	2.300%	3/11/20	5,500	5,529
	Skandinaviska Enskilda Banken AB	2.625%	3/15/21	15,520	15,633
	Skandinaviska Enskilda Banken AB	1.875%	9/13/21	31,400	30,720
	Skandinaviska Enskilda Banken AB	2.800%	3/11/22	8,100	8,227
	Societe Generale SA	2.625%	10/1/18	14,250	14,371
	State Street Bank & Trust Co.	5.250%	10/15/18	275	284
	State Street Corp.	4.375%	3/7/21	805	857
	State Street Corp.	1.950%	5/19/21	7,175	7,101
5	State Street Corp.	2.653%	5/15/23	5,850	5,869
	State Street Corp.	3.100%	5/15/23	9,129	9,301
	State Street Corp.	3.700%	11/20/23	6,911	7,292
	State Street Corp.	3.300%	12/16/24	11,100	11,435
	State Street Corp.	3.550%	8/18/25	18,187	18,931
	State Street Corp.	2.650%	5/19/26	7,375	7,194
	Sumitomo Mitsui Banking Corp.	1.762%	10/19/18	3,950	3,947
	Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	6,825	6,874
	Sumitomo Mitsui Banking Corp.	1.966%	1/11/19	17,000	16,993
	Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	4,050	4,064
	Sumitomo Mitsui Banking Corp.	2.450%	1/16/20	200	201
	Sumitomo Mitsui Banking Corp.	2.650%	7/23/20	4,850	4,910
	Sumitomo Mitsui Banking Corp.	2.450%	10/20/20	3,250	3,238
	Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	5,025	5,120
	Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	550	554
	Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	9,998	10,573
	Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	9,850	10,408
	Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	7,050	7,211
	Sumitomo Mitsui Banking Corp.	3.650%	7/23/25	3,100	3,206
	Sumitomo Mitsui Financial Group Inc.	2.934%	3/9/21	14,035	14,204
	Sumitomo Mitsui Financial Group Inc.	2.058%	7/14/21	13,075	12,847
	Sumitomo Mitsui Financial Group Inc.	2.442%	10/19/21	10,725	10,663
	Sumitomo Mitsui Financial Group Inc.	2.846%	1/11/22	10,000	10,069
	Sumitomo Mitsui Financial Group Inc.	2.784%	7/12/22	25,400	25,501
	Sumitomo Mitsui Financial Group Inc.	3.784%	3/9/26	12,562	13,040
	Sumitomo Mitsui Financial Group Inc.	2.632%	7/14/26	40,385	38,391
	Sumitomo Mitsui Financial Group Inc.	3.010%	10/19/26	6,250	6,108
	Sumitomo Mitsui Financial Group Inc.	3.446%	1/11/27	10,500	10,601
	Sumitomo Mitsui Financial Group Inc.	3.364%	7/12/27	20,300	20,350
	SunTrust Bank	2.250%	1/31/20	14,375	14,443
	SunTrust Bank	2.750%	5/1/23	6,175	6,135
	SunTrust Bank	3.300%	5/15/26	7,025	6,930
	SunTrust Banks Inc.	2.500%	5/1/19	4,040	4,069
	SunTrust Banks Inc.	2.900%	3/3/21	4,957	5,042
	SunTrust Banks Inc.	2.700%	1/27/22	12,925	13,000

SVB Financial Group	3.500%	1/29/25	4,475	4,482
Svenska Handelsbanken AB	2.500%	1/25/19	10,025	10,108
Svenska Handelsbanken AB	2.250%	6/17/19	13,860	13,923
Svenska Handelsbanken AB	1.500%	9/6/19	24,925	24,748
Svenska Handelsbanken AB	2.400%	10/1/20	4,600	4,629
Svenska Handelsbanken AB	2.450%	3/30/21	8,975	9,028
Svenska Handelsbanken AB	1.875%	9/7/21	8,500	8,335
Synchrony Bank	3.000%	6/15/22	4,000	3,980
Synchrony Financial	2.600%	1/15/19	12,164	12,238
Synchrony Financial	3.000%	8/15/19	5,274	5,330
Synchrony Financial	2.700%	2/3/20	7,595	7,630
Synchrony Financial	3.750%	8/15/21	6,338	6,531
Synchrony Financial	4.250%	8/15/24	29,921	31,104
Synchrony Financial	4.500%	7/23/25	16,570	17,222
Synchrony Financial	3.700%	8/4/26	8,150	7,973
Toronto-Dominion Bank	1.950%	1/22/19	1,458	1,462
Toronto-Dominion Bank	2.125%	7/2/19	7,000	7,039
Toronto-Dominion Bank	1.450%	8/13/19	10,275	10,211
Toronto-Dominion Bank	2.250%	11/5/19	30,397	30,633
Toronto-Dominion Bank	2.500%	12/14/20	11,350	11,485
Toronto-Dominion Bank	2.125%	4/7/21	20,085	20,025
Toronto-Dominion Bank	1.800%	7/13/21	14,450	14,242
5 Toronto-Dominion Bank	3.625%	9/15/31	9,200	9,094
UBS AG	2.375%	8/14/19	17,546	17,694
UBS AG	2.350%	3/26/20	4,640	4,669
UBS AG	4.875%	8/4/20	2,510	2,692
US Bancorp	1.950%	11/15/18	8,606	8,631
US Bancorp	2.200%	4/25/19	15,815	15,911
US Bancorp	2.350%	1/29/21	9,182	9,242
US Bancorp	4.125%	5/24/21	7,185	7,649
US Bancorp	2.625%	1/24/22	17,825	18,067
US Bancorp	3.000%	3/15/22	2,254	2,320
US Bancorp	2.950%	7/15/22	17,028	17,405
US Bancorp	3.600%	9/11/24	2,355	2,448
US Bancorp	3.100%	4/27/26	6,000	5,963
US Bancorp	2.375%	7/22/26	7,500	7,115
US Bancorp	3.150%	4/27/27	15,225	15,258
US Bank NA	1.400%	4/26/19	8,600	8,528
US Bank NA	2.125%	10/28/19	14,500	14,571
US Bank NA	2.000%	1/24/20	14,225	14,267
US Bank NA	2.800%	1/27/25	20,375	20,236
Wachovia Bank NA	5.850%	2/1/37	16,026	19,921
Wachovia Corp.	6.605%	10/1/25	3,175	3,754
Wachovia Corp.	5.500%	8/1/35	13,375	15,527
Wachovia Corp.	6.550%	10/15/35	7,625	9,566
Wells Fargo & Co.	2.150%	1/15/19	6,410	6,436
Wells Fargo & Co.	2.125%	4/22/19	2,556	2,567
Wells Fargo & Co.	2.150%	1/30/20	6,744	6,758
Wells Fargo & Co.	2.600%	7/22/20	32,858	33,311
Wells Fargo & Co.	2.550%	12/7/20	22,366	22,598
Wells Fargo & Co.	3.000%	1/22/21	15,295	15,630
Wells Fargo & Co.	2.500%	3/4/21	33,195	33,372
Wells Fargo & Co.	4.600%	4/1/21	20,969	22,524
Wells Fargo & Co.	2.100%	7/26/21	58,875	58,179
Wells Fargo & Co.	3.500%	3/8/22	23,190	24,052
Wells Fargo & Co.	2.625%	7/22/22	38,300	38,297
Wells Fargo & Co.	3.069%	1/24/23	30,700	31,224

	Wells Fargo & Co.	3.450%	2/13/23	19,848	20,320
	Wells Fargo & Co.	4.125%	8/15/23	14,764	15,613
	Wells Fargo & Co.	4.480%	1/16/24	11,057	11,861
	Wells Fargo & Co.	3.300%	9/9/24	22,666	22,956
	Wells Fargo & Co.	3.000%	2/19/25	19,849	19,662
	Wells Fargo & Co.	3.550%	9/29/25	26,295	26,970
	Wells Fargo & Co.	3.000%	4/22/26	29,300	28,749
	Wells Fargo & Co.	4.100%	6/3/26	41,731	43,134
	Wells Fargo & Co.	3.000%	10/23/26	35,170	34,259
	Wells Fargo & Co.	4.300%	7/22/27	15,005	15,861
5	Wells Fargo & Co.	3.584%	5/22/28	25,125	25,390
	Wells Fargo & Co.	5.375%	2/7/35	13,216	15,790
	Wells Fargo & Co.	5.375%	11/2/43	32,624	37,933
	Wells Fargo & Co.	5.606%	1/15/44	26,374	31,916
	Wells Fargo & Co.	4.650%	11/4/44	15,615	16,646
	Wells Fargo & Co.	3.900%	5/1/45	25,200	25,082
	Wells Fargo & Co.	4.900%	11/17/45	29,657	33,075
	Wells Fargo & Co.	4.400%	6/14/46	15,677	16,256
	Wells Fargo & Co.	4.750%	12/7/46	8,000	8,682
	Wells Fargo Bank NA	1.800%	11/28/18	12,250	12,263
	Wells Fargo Bank NA	1.750%	5/24/19	47,515	47,467
	Wells Fargo Bank NA	2.150%	12/6/19	25,000	25,115
	Wells Fargo Bank NA	5.950%	8/26/36	11,053	13,963
	Wells Fargo Bank NA	6.600%	1/15/38	10,140	13,714
5	Wells Fargo Capital X	5.950%	12/1/86	3,907	4,412
	Westpac Banking Corp.	1.950%	11/23/18	9,650	9,655
	Westpac Banking Corp.	2.250%	1/17/19	11,980	12,035
	Westpac Banking Corp.	1.650%	5/13/19	10,200	10,157
	Westpac Banking Corp.	1.600%	8/19/19	11,000	10,954
	Westpac Banking Corp.	4.875%	11/19/19	17,404	18,416
	Westpac Banking Corp.	2.150%	3/6/20	23,375	23,436
	Westpac Banking Corp.	2.300%	5/26/20	13,100	13,204
	Westpac Banking Corp.	2.600%	11/23/20	21,465	21,731
	Westpac Banking Corp.	2.100%	5/13/21	39,250	38,839
	Westpac Banking Corp.	2.000%	8/19/21	16,200	15,953
	Westpac Banking Corp.	2.800%	1/11/22	14,900	15,089
	Westpac Banking Corp.	2.500%	6/28/22	25,000	24,962
	Westpac Banking Corp.	2.850%	5/13/26	23,225	22,645
	Westpac Banking Corp.	2.700%	8/19/26	18,675	17,953
	Westpac Banking Corp.	3.350%	3/8/27	16,125	16,329
5	Westpac Banking Corp.	4.322%	11/23/31	29,000	29,651
	Brokerage (0.2%)
	Affiliated Managers Group Inc.	4.250%	2/15/24	8,625	9,024
	Affiliated Managers Group Inc.	3.500%	8/1/25	10,650	10,720
	Ameriprise Financial Inc.	7.300%	6/28/19	2,227	2,424
	Ameriprise Financial Inc.	5.300%	3/15/20	3,942	4,230
	Ameriprise Financial Inc.	4.000%	10/15/23	10,610	11,346
	Ameriprise Financial Inc.	3.700%	10/15/24	5,530	5,780
	Ameriprise Financial Inc.	2.875%	9/15/26	100	97
	Apollo Investment Corp.	5.250%	3/3/25	2,475	2,531
10 Apollo Management Holdings LP		4.400%	5/27/26	150	155
	BGC Partners Inc.	5.375%	12/9/19	412	432
	BGC Partners Inc.	5.125%	5/27/21	2,625	2,753
	BlackRock Inc.	5.000%	12/10/19	7,923	8,454
	BlackRock Inc.	4.250%	5/24/21	6,540	6,991
	BlackRock Inc.	3.375%	6/1/22	12,075	12,572

	BlackRock Inc.	3.500%	3/18/24	17,325	18,085
	BlackRock Inc.	3.200%	3/15/27	400	405
	Brookfield Asset Management Inc.	4.000%	1/15/25	5,745	5,923
	Brookfield Finance Inc.	4.250%	6/2/26	2,300	2,380
	Brookfield Finance LLC	4.000%	4/1/24	7,625	7,902
	Cboe Global Markets Inc.	3.650%	1/12/27	6,625	6,756
	CBOE Holdings Inc.	1.950%	6/28/19	2,400	2,394
	Charles Schwab Corp.	4.450%	7/22/20	10,750	11,449
	Charles Schwab Corp.	3.225%	9/1/22	3,955	4,045
	Charles Schwab Corp.	3.450%	2/13/26	3,425	3,519
	Charles Schwab Corp.	3.200%	3/2/27	12,300	12,335
	CME Group Inc.	3.000%	9/15/22	7,845	8,050
	CME Group Inc.	3.000%	3/15/25	5,019	5,073
	CME Group Inc.	5.300%	9/15/43	7,405	9,365
	Eaton Vance Corp.	3.625%	6/15/23	1,900	1,979
	Eaton Vance Corp.	3.500%	4/6/27	4,530	4,601
10	FMR LLC	7.490%	6/15/19	800	857
	Franklin Resources Inc.	4.625%	5/20/20	1,550	1,650
	Franklin Resources Inc.	2.800%	9/15/22	10,550	10,680
	Franklin Resources Inc.	2.850%	3/30/25	1,885	1,871
	Intercontinental Exchange Inc.	2.500%	10/15/18	4,745	4,782
	Intercontinental Exchange Inc.	2.750%	12/1/20	11,960	12,187
	Intercontinental Exchange Inc.	4.000%	10/15/23	13,771	14,764
	Intercontinental Exchange Inc.	3.750%	12/1/25	10,110	10,551
	Intercontinental Exchange Inc.	3.100%	9/15/27	2,110	2,090
	Invesco Finance plc	3.125%	11/30/22	7,000	7,141
	Invesco Finance plc	4.000%	1/30/24	4,253	4,512
	Invesco Finance plc	3.750%	1/15/26	1,940	2,007
	Invesco Finance plc	5.375%	11/30/43	11,430	13,690
	Janus Capital Group Inc.	4.875%	8/1/25	3,950	4,251
	Jefferies Group LLC	8.500%	7/15/19	2,132	2,354
	Jefferies Group LLC	6.875%	4/15/21	12,420	14,050
	Jefferies Group LLC	5.125%	1/20/23	1,380	1,498
	Jefferies Group LLC	4.850%	1/15/27	14,000	14,711
	Jefferies Group LLC	6.450%	6/8/27	475	547
	Jefferies Group LLC	6.250%	1/15/36	3,325	3,651
	Jefferies Group LLC	6.500%	1/20/43	4,175	4,755
10	KKR Group Finance Co. III LLC	5.125%	6/1/44	5	5
	Lazard Group LLC	3.750%	2/13/25	125	127
	Lazard Group LLC	3.625%	3/1/27	5,520	5,468
	Legg Mason Inc.	3.950%	7/15/24	1,775	1,821
	Legg Mason Inc.	4.750%	3/15/26	3,375	3,562
	Legg Mason Inc.	5.625%	1/15/44	7,220	7,800
	Leucadia National Corp.	5.500%	10/18/23	2,650	2,824
	Nasdaq Inc.	5.550%	1/15/20	10,175	10,923
	Nasdaq Inc.	3.850%	6/30/26	2,400	2,462
	Nomura Holdings Inc.	2.750%	3/19/19	22,344	22,540
	Nomura Holdings Inc.	6.700%	3/4/20	7,880	8,664
	Raymond James Financial Inc.	3.625%	9/15/26	2,601	2,603
	Raymond James Financial Inc.	4.950%	7/15/46	14,395	15,488
	Stifel Financial Corp.	4.250%	7/18/24	10,075	10,281
	TD Ameritrade Holding Corp.	5.600%	12/1/19	2,250	2,422
	TD Ameritrade Holding Corp.	2.950%	4/1/22	16,825	17,026
	TD Ameritrade Holding Corp.	3.625%	4/1/25	5,975	6,176
	TD Ameritrade Holding Corp.	3.300%	4/1/27	6,160	6,188

Finance Companies (0.3%)
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.750%	5/15/19	12,307	12,584
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.250%	7/1/20	12,217	12,782
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.625%	10/30/20	9,811	10,412
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.500%	5/15/21	10,635	11,246
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	5.000%	10/1/21	16,705	18,000
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.950%	2/1/22	13,355	13,872
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.500%	5/26/22	2,900	2,969
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.625%	7/1/22	6,565	7,025
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.650%	7/21/27	8,250	8,209
Air Lease Corp.	3.375%	1/15/19	26,685	27,077
Air Lease Corp.	2.125%	1/15/20	2,850	2,844
Air Lease Corp.	4.750%	3/1/20	11,700	12,360
Air Lease Corp.	3.875%	4/1/21	4,315	4,507
Air Lease Corp.	3.375%	6/1/21	575	592
Air Lease Corp.	3.750%	2/1/22	4,425	4,600
Air Lease Corp.	2.625%	7/1/22	4,575	4,531
Air Lease Corp.	3.000%	9/15/23	420	419
Air Lease Corp.	4.250%	9/15/24	500	527
Air Lease Corp.	3.625%	4/1/27	3,225	3,213
Ares Capital Corp.	4.875%	11/30/18	9,500	9,724
Ares Capital Corp.	3.875%	1/15/20	1,800	1,845
Ares Capital Corp.	3.500%	2/10/23	16,835	16,635
FS Investment Corp.	4.000%	7/15/19	3,775	3,843
FS Investment Corp.	4.750%	5/15/22	2,184	2,254
GATX Corp.	2.500%	3/15/19	1,155	1,161
GATX Corp.	2.500%	7/30/19	2,500	2,517
GATX Corp.	4.850%	6/1/21	125	135
GATX Corp.	3.250%	3/30/25	4,970	4,933
GATX Corp.	3.250%	9/15/26	3,100	3,045
GATX Corp.	3.850%	3/30/27	11,000	11,146
GATX Corp.	5.200%	3/15/44	875	948
GATX Corp.	4.500%	3/30/45	1,952	1,846
GE Capital International Funding Co.	2.342%	11/15/20	95,236	95,641
GE Capital International Funding Co.	3.373%	11/15/25	22,049	22,776
GE Capital International Funding Co.	4.418%	11/15/35	118,612	129,461
HSBC Finance Corp.	6.676%	1/15/21	10,279	11,605
International Lease Finance Corp.	5.875%	4/1/19	7,187	7,576
International Lease Finance Corp.	6.250%	5/15/19	9,840	10,472
International Lease Finance Corp.	8.250%	12/15/20	13,770	16,130
International Lease Finance Corp.	4.625%	4/15/21	5,795	6,154
International Lease Finance Corp.	8.625%	1/15/22	6,510	7,964
International Lease Finance Corp.	5.875%	8/15/22	9,531	10,688
Prospect Capital Corp.	5.000%	7/15/19	3,625	3,741
Prospect Capital Corp.	5.875%	3/15/23	1,610	1,658
Insurance (1.2%)
ACE Capital Trust II	9.700%	4/1/30	1,689	2,553

AEGON Funding Co. LLC	5.750%	12/15/20	9,350	10,206
Aetna Inc.	2.200%	3/15/19	3,580	3,597
Aetna Inc.	4.125%	6/1/21	375	396
Aetna Inc.	2.750%	11/15/22	9,300	9,320
Aetna Inc.	2.800%	6/15/23	12,950	12,974
Aetna Inc.	3.500%	11/15/24	11,451	11,895
Aetna Inc.	6.625%	6/15/36	8,161	11,029
Aetna Inc.	6.750%	12/15/37	3,157	4,315
Aetna Inc.	4.500%	5/15/42	4,112	4,494
Aetna Inc.	4.125%	11/15/42	2,203	2,307
Aetna Inc.	4.750%	3/15/44	3,475	3,930
Aetna Inc.	3.875%	8/15/47	13,500	13,701
Aflac Inc.	2.400%	3/16/20	13,356	13,448
Aflac Inc.	4.000%	2/15/22	1,150	1,223
Aflac Inc.	3.625%	6/15/23	8,160	8,594
Aflac Inc.	3.625%	11/15/24	125	131
Aflac Inc.	3.250%	3/17/25	4,500	4,561
Aflac Inc.	2.875%	10/15/26	6,100	5,977
Aflac Inc.	4.000%	10/15/46	2,650	2,632
Alleghany Corp.	5.625%	9/15/20	3,450	3,753
Alleghany Corp.	4.950%	6/27/22	2,370	2,595
Alleghany Corp.	4.900%	9/15/44	8,027	8,398
Allied World Assurance Co. Holdings Ltd.	5.500%	11/15/20	1,850	1,986
Allied World Assurance Co. Holdings Ltd.	4.350%	10/29/25	10,501	10,652
Allstate Corp.	7.450%	5/16/19	500	542
Allstate Corp.	3.150%	6/15/23	9,750	9,942
Allstate Corp.	3.280%	12/15/26	5,400	5,458
Allstate Corp.	5.350%	6/1/33	1,579	1,817
Allstate Corp.	5.550%	5/9/35	2,906	3,508
Allstate Corp.	5.950%	4/1/36	28	36
Allstate Corp.	4.500%	6/15/43	10,137	11,242
Allstate Corp.	4.200%	12/15/46	7,295	7,781
5 Allstate Corp.	5.750%	8/15/53	7,645	8,380
5 Allstate Corp.	6.500%	5/15/67	4,140	4,896
Alterra Finance LLC	6.250%	9/30/20	735	811
American Financial Group Inc.	9.875%	6/15/19	8,129	9,151
American Financial Group Inc.	3.500%	8/15/26	2,400	2,399
American Financial Group Inc.	4.500%	6/15/47	3,650	3,784
American International Group Inc.	2.300%	7/16/19	12,937	12,981
American International Group Inc.	3.375%	8/15/20	15,425	15,913
American International Group Inc.	6.400%	12/15/20	27,788	31,164
American International Group Inc.	4.875%	6/1/22	15,983	17,536
American International Group Inc.	4.125%	2/15/24	14,590	15,471
American International Group Inc.	3.750%	7/10/25	700	724
American International Group Inc.	3.900%	4/1/26	4,970	5,150
American International Group Inc.	3.875%	1/15/35	10,225	9,980
American International Group Inc.	4.700%	7/10/35	5,245	5,639
American International Group Inc.	6.250%	5/1/36	8,620	10,986
American International Group Inc.	4.500%	7/16/44	20,288	21,153
American International Group Inc.	4.800%	7/10/45	1,915	2,101
American International Group Inc.	4.375%	1/15/55	9,380	9,121
5 American International Group Inc.	8.175%	5/15/68	5,725	7,801
Anthem Inc.	7.000%	2/15/19	875	933
Anthem Inc.	2.250%	8/15/19	8,395	8,412
Anthem Inc.	4.350%	8/15/20	6,475	6,858
Anthem Inc.	3.700%	8/15/21	6,630	6,895
Anthem Inc.	3.125%	5/15/22	7,340	7,476

	Anthem Inc.	3.300%	1/15/23	11,220	11,541
	Anthem Inc.	3.500%	8/15/24	10,309	10,605
	Anthem Inc.	5.950%	12/15/34	7,525	9,168
	Anthem Inc.	5.850%	1/15/36	6,685	8,131
	Anthem Inc.	6.375%	6/15/37	6,103	7,967
	Anthem Inc.	4.625%	5/15/42	12,597	13,699
	Anthem Inc.	4.650%	1/15/43	11,800	12,700
	Anthem Inc.	5.100%	1/15/44	5,175	5,985
	Anthem Inc.	4.650%	8/15/44	875	957
	Anthem Inc.	4.850%	8/15/54	3,650	3,982
	Aon Corp.	5.000%	9/30/20	6,235	6,689
	Aon Corp.	8.205%	1/1/27	319	417
	Aon Corp.	6.250%	9/30/40	4,175	5,393
	Aon plc	2.800%	3/15/21	13,425	13,533
	Aon plc	3.500%	6/14/24	6,250	6,437
	Aon plc	3.875%	12/15/25	6,873	7,183
	Aon plc	4.600%	6/14/44	7,850	8,182
	Aon plc	4.750%	5/15/45	902	986
	Arch Capital Finance LLC	4.011%	12/15/26	4,520	4,649
	Arch Capital Finance LLC	5.031%	12/15/46	7,257	8,109
	Arch Capital Group Ltd.	7.350%	5/1/34	4,510	5,993
	Arch Capital Group US Inc.	5.144%	11/1/43	625	693
	Aspen Insurance Holdings Ltd.	4.650%	11/15/23	11,065	11,801
	Assurant Inc.	4.000%	3/15/23	8,175	8,469
	Assurant Inc.	6.750%	2/15/34	6,650	8,143
	Assured Guaranty US Holdings Inc.	5.000%	7/1/24	973	1,059
	AXA SA	8.600%	12/15/30	15,171	21,681
	AXIS Specialty Finance LLC	5.875%	6/1/20	14,950	16,172
	Berkshire Hathaway Finance Corp.	1.700%	3/15/19	11,400	11,410
	Berkshire Hathaway Finance Corp.	1.300%	8/15/19	1,500	1,486
	Berkshire Hathaway Finance Corp.	2.900%	10/15/20	13,847	14,249
	Berkshire Hathaway Finance Corp.	4.250%	1/15/21	3,097	3,299
	Berkshire Hathaway Finance Corp.	3.000%	5/15/22	21,775	22,454
	Berkshire Hathaway Finance Corp.	5.750%	1/15/40	8,290	10,662
	Berkshire Hathaway Finance Corp.	4.400%	5/15/42	4,925	5,429
	Berkshire Hathaway Finance Corp.	4.300%	5/15/43	5,275	5,750
	Berkshire Hathaway Inc.	2.100%	8/14/19	11,925	12,008
	Berkshire Hathaway Inc.	2.200%	3/15/21	5,716	5,732
	Berkshire Hathaway Inc.	3.750%	8/15/21	2,952	3,122
	Berkshire Hathaway Inc.	3.400%	1/31/22	1,630	1,699
	Berkshire Hathaway Inc.	3.000%	2/11/23	3,806	3,923
	Berkshire Hathaway Inc.	2.750%	3/15/23	26,939	27,205
	Berkshire Hathaway Inc.	3.125%	3/15/26	42,727	43,080
	Berkshire Hathaway Inc.	4.500%	2/11/43	9,984	11,116
10	Brighthouse Financial Inc.	3.700%	6/22/27	15,835	15,491
10	Brighthouse Financial Inc.	4.700%	6/22/47	15,150	14,865
	Brown & Brown Inc.	4.200%	9/15/24	5,090	5,352
	Chubb Corp.	6.000%	5/11/37	4,692	6,141
	Chubb Corp.	6.500%	5/15/38	2,141	2,899
	Chubb INA Holdings Inc.	5.900%	6/15/19	3,025	3,224
	Chubb INA Holdings Inc.	2.300%	11/3/20	7,000	7,029
	Chubb INA Holdings Inc.	2.875%	11/3/22	24,066	24,454
	Chubb INA Holdings Inc.	2.700%	3/13/23	9,473	9,480
	Chubb INA Holdings Inc.	3.350%	5/15/24	5,399	5,583
	Chubb INA Holdings Inc.	3.150%	3/15/25	7,806	7,944
	Chubb INA Holdings Inc.	3.350%	5/3/26	12,275	12,529
	Chubb INA Holdings Inc.	6.700%	5/15/36	440	598

Chubb INA Holdings Inc.	4.150%	3/13/43	4,908	5,237
Chubb INA Holdings Inc.	4.350%	11/3/45	14,425	15,959
Cigna Corp.	5.125%	6/15/20	8,114	8,726
Cigna Corp.	4.375%	12/15/20	8,571	9,185
Cigna Corp.	4.500%	3/15/21	1,050	1,117
Cigna Corp.	4.000%	2/15/22	10,215	10,765
Cigna Corp.	3.250%	4/15/25	8,875	8,962
Cigna Corp.	7.875%	5/15/27	985	1,355
Cigna Corp.	3.050%	10/15/27	10,500	10,353
Cigna Corp.	5.375%	2/15/42	796	976
Cigna Corp.	3.875%	10/15/47	11,000	10,988
Cincinnati Financial Corp.	6.920%	5/15/28	3,946	5,104
Cincinnati Financial Corp.	6.125%	11/1/34	1,870	2,280
CNA Financial Corp.	5.875%	8/15/20	5,820	6,346
CNA Financial Corp.	5.750%	8/15/21	4,118	4,566
CNA Financial Corp.	3.950%	5/15/24	100	104
CNA Financial Corp.	4.500%	3/1/26	1,850	1,984
CNA Financial Corp.	3.450%	8/15/27	3,500	3,448
Coventry Health Care Inc.	5.450%	6/15/21	9,745	10,720
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	7,250	8,977
Enstar Group Ltd.	4.500%	3/10/22	2,382	2,462
Everest Reinsurance Holdings Inc.	4.868%	6/1/44	4,500	4,628
Fidelity National Financial Inc.	5.500%	9/1/22	3,850	4,208
First American Financial Corp.	4.600%	11/15/24	5,075	5,212
Hanover Insurance Group Inc.	4.500%	4/15/26	4,400	4,592
Hartford Financial Services Group Inc.	6.000%	1/15/19	3,509	3,683
Hartford Financial Services Group Inc.	5.125%	4/15/22	7,055	7,795
Hartford Financial Services Group Inc.	5.950%	10/15/36	3,595	4,425
Hartford Financial Services Group Inc.	6.100%	10/1/41	3,156	4,086
Hartford Financial Services Group Inc.	4.300%	4/15/43	6,390	6,582
Humana Inc.	2.625%	10/1/19	2,100	2,123
Humana Inc.	3.150%	12/1/22	6,360	6,462
Humana Inc.	3.850%	10/1/24	9,265	9,704
Humana Inc.	3.950%	3/15/27	5,000	5,215
Humana Inc.	4.625%	12/1/42	4,128	4,413
Humana Inc.	4.950%	10/1/44	4,933	5,579
Humana Inc.	4.800%	3/15/47	3,525	3,939
Kemper Corp.	4.350%	2/15/25	1,900	1,926
Lincoln National Corp.	8.750%	7/1/19	305	338
Lincoln National Corp.	6.250%	2/15/20	1,268	1,383
Lincoln National Corp.	4.200%	3/15/22	5,615	5,950
Lincoln National Corp.	4.000%	9/1/23	4,905	5,140
Lincoln National Corp.	3.350%	3/9/25	4,797	4,827
Lincoln National Corp.	3.625%	12/12/26	8,625	8,720
Lincoln National Corp.	6.150%	4/7/36	3,581	4,369
Lincoln National Corp.	6.300%	10/9/37	3,493	4,322
Lincoln National Corp.	7.000%	6/15/40	2,980	3,976
Loews Corp.	2.625%	5/15/23	11,175	11,123
Loews Corp.	6.000%	2/1/35	643	794
Loews Corp.	4.125%	5/15/43	14,252	14,108
Manulife Financial Corp.	4.900%	9/17/20	13,034	14,003
Manulife Financial Corp.	4.150%	3/4/26	17,497	18,604
5 Manulife Financial Corp.	4.061%	2/24/32	15,750	15,900
Manulife Financial Corp.	5.375%	3/4/46	8,315	10,083
Markel Corp.	4.900%	7/1/22	700	763
Markel Corp.	5.000%	4/5/46	6,303	6,796
Marsh & McLennan Cos. Inc.	2.550%	10/15/18	3,225	3,247

Marsh & McLennan Cos. Inc.	2.350%	9/10/19	1,650	1,659
Marsh & McLennan Cos. Inc.	2.350%	3/6/20	6,225	6,260
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	1,949	2,105
Marsh & McLennan Cos. Inc.	2.750%	1/30/22	3,350	3,379
Marsh & McLennan Cos. Inc.	3.300%	3/14/23	100	103
Marsh & McLennan Cos. Inc.	4.050%	10/15/23	4,568	4,853
Marsh & McLennan Cos. Inc.	3.500%	6/3/24	14,400	14,831
Marsh & McLennan Cos. Inc.	3.500%	3/10/25	15,620	16,122
Marsh & McLennan Cos. Inc.	3.750%	3/14/26	3,800	3,964
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	2,664	3,306
Marsh & McLennan Cos. Inc.	4.350%	1/30/47	6,455	6,855
Mercury General Corp.	4.400%	3/15/27	2,550	2,623
MetLife Inc.	7.717%	2/15/19	4,996	5,363
MetLife Inc.	4.750%	2/8/21	10,215	11,046
MetLife Inc.	3.048%	12/15/22	6,400	6,535
MetLife Inc.	4.368%	9/15/23	5,435	5,902
MetLife Inc.	3.600%	4/10/24	13,895	14,508
MetLife Inc.	3.000%	3/1/25	10,675	10,672
MetLife Inc.	3.600%	11/13/25	11,850	12,303
MetLife Inc.	6.500%	12/15/32	3,355	4,337
MetLife Inc.	6.375%	6/15/34	2,075	2,713
MetLife Inc.	5.700%	6/15/35	11,090	13,755
MetLife Inc.	5.875%	2/6/41	13,565	17,329
MetLife Inc.	4.125%	8/13/42	10,009	10,285
MetLife Inc.	4.875%	11/13/43	10,320	11,613
MetLife Inc.	4.721%	12/15/44	5,425	6,043
MetLife Inc.	4.050%	3/1/45	9,050	9,247
MetLife Inc.	4.600%	5/13/46	5,655	6,235
5 MetLife Inc.	6.400%	12/15/66	19,142	22,163
5 MetLife Inc.	10.750%	8/1/69	685	1,146
Montpelier Re Holdings Ltd.	4.700%	10/15/22	3,250	3,463
Munich Re America Corp.	7.450%	12/15/26	2,350	2,997
5 Nationwide Financial Services Inc.	6.750%	5/15/87	275	305
Old Republic International Corp.	4.875%	10/1/24	11,330	12,206
Old Republic International Corp.	3.875%	8/26/26	7,618	7,712
PartnerRe Finance B LLC	5.500%	6/1/20	13,579	14,570
Primerica Inc.	4.750%	7/15/22	1,900	2,059
Principal Financial Group Inc.	3.300%	9/15/22	2,875	2,935
Principal Financial Group Inc.	3.125%	5/15/23	3,661	3,727
Principal Financial Group Inc.	3.400%	5/15/25	3,550	3,626
Principal Financial Group Inc.	3.100%	11/15/26	4,852	4,828
Principal Financial Group Inc.	4.625%	9/15/42	1,680	1,848
Principal Financial Group Inc.	4.350%	5/15/43	843	883
Principal Financial Group Inc.	4.300%	11/15/46	7,320	7,619
5 Principal Financial Group Inc.	4.700%	5/15/55	3,250	3,329
Progressive Corp.	3.750%	8/23/21	10,133	10,579
Progressive Corp.	2.450%	1/15/27	2,060	1,952
Progressive Corp.	6.625%	3/1/29	4,600	5,941
Progressive Corp.	6.250%	12/1/32	325	419
Progressive Corp.	4.350%	4/25/44	3,560	3,886
Progressive Corp.	4.125%	4/15/47	24,050	25,345
Protective Life Corp.	7.375%	10/15/19	4,080	4,486
Prudential Financial Inc.	7.375%	6/15/19	1,490	1,623
Prudential Financial Inc.	2.350%	8/15/19	11,150	11,216
Prudential Financial Inc.	5.375%	6/21/20	6,530	7,079
Prudential Financial Inc.	4.500%	11/15/20	10,675	11,401
Prudential Financial Inc.	4.500%	11/16/21	4,430	4,785

Prudential Financial Inc.	3.500%	5/15/24	7,740	8,037
Prudential Financial Inc.	5.750%	7/15/33	570	687
Prudential Financial Inc.	5.400%	6/13/35	9,160	10,598
Prudential Financial Inc.	5.900%	3/17/36	12,222	15,142
Prudential Financial Inc.	5.700%	12/14/36	12,092	14,884
Prudential Financial Inc.	6.625%	12/1/37	10,557	14,068
Prudential Financial Inc.	6.625%	6/21/40	5,675	7,637
Prudential Financial Inc.	6.200%	11/15/40	3,325	4,291
Prudential Financial Inc.	5.625%	5/12/41	550	670
Prudential Financial Inc.	5.800%	11/16/41	2,872	3,616
5 Prudential Financial Inc.	5.875%	9/15/42	12,180	13,458
5 Prudential Financial Inc.	5.625%	6/15/43	5,100	5,576
Prudential Financial Inc.	5.100%	8/15/43	3,150	3,661
5 Prudential Financial Inc.	5.200%	3/15/44	2,415	2,565
Prudential Financial Inc.	4.600%	5/15/44	4,920	5,418
5 Prudential Financial Inc.	5.375%	5/15/45	3,895	4,209
Reinsurance Group of America Inc.	5.000%	6/1/21	1,240	1,339
Reinsurance Group of America Inc.	4.700%	9/15/23	3,475	3,756
Reinsurance Group of America Inc.	3.950%	9/15/26	4,504	4,571
RenaissanceRe Finance Inc.	3.450%	7/1/27	2,300	2,262
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	1,309	1,589
Torchmark Corp.	3.800%	9/15/22	110	114
Transatlantic Holdings Inc.	8.000%	11/30/39	4,638	6,289
Travelers Cos. Inc.	5.900%	6/2/19	11,225	11,923
Travelers Cos. Inc.	3.900%	11/1/20	3,065	3,212
Travelers Cos. Inc.	6.750%	6/20/36	10	14
Travelers Cos. Inc.	6.250%	6/15/37	2,917	3,887
Travelers Cos. Inc.	5.350%	11/1/40	2,350	2,915
Travelers Cos. Inc.	4.600%	8/1/43	14,785	16,695
Travelers Cos. Inc.	3.750%	5/15/46	5,130	5,059
Travelers Cos. Inc.	4.000%	5/30/47	8,950	9,300
Travelers Property Casualty Corp.	6.375%	3/15/33	460	598
Trinity Acquisition plc	4.400%	3/15/26	500	516
UnitedHealth Group Inc.	1.700%	2/15/19	100	100
UnitedHealth Group Inc.	1.625%	3/15/19	5,035	5,021
UnitedHealth Group Inc.	2.300%	12/15/19	12,550	12,653
UnitedHealth Group Inc.	2.700%	7/15/20	14,085	14,354
UnitedHealth Group Inc.	3.875%	10/15/20	905	949
UnitedHealth Group Inc.	4.700%	2/15/21	4,925	5,283
UnitedHealth Group Inc.	2.125%	3/15/21	6,355	6,340
UnitedHealth Group Inc.	3.375%	11/15/21	2,050	2,132
UnitedHealth Group Inc.	2.875%	12/15/21	10,891	11,121
UnitedHealth Group Inc.	2.875%	3/15/22	3,021	3,077
UnitedHealth Group Inc.	3.350%	7/15/22	18,808	19,538
UnitedHealth Group Inc.	2.750%	2/15/23	10,030	10,113
UnitedHealth Group Inc.	2.875%	3/15/23	2,296	2,332
UnitedHealth Group Inc.	3.750%	7/15/25	26,348	27,933
UnitedHealth Group Inc.	3.100%	3/15/26	10,375	10,465
UnitedHealth Group Inc.	3.450%	1/15/27	1,925	1,982
UnitedHealth Group Inc.	3.375%	4/15/27	28,510	29,215
UnitedHealth Group Inc.	4.625%	7/15/35	11,076	12,558
UnitedHealth Group Inc.	5.800%	3/15/36	3,064	3,858
UnitedHealth Group Inc.	6.500%	6/15/37	1,425	1,943
UnitedHealth Group Inc.	6.625%	11/15/37	8,325	11,627
UnitedHealth Group Inc.	6.875%	2/15/38	18,693	26,593
UnitedHealth Group Inc.	5.950%	2/15/41	2,955	3,835
UnitedHealth Group Inc.	4.625%	11/15/41	9,211	10,265

UnitedHealth Group Inc.	4.375%	3/15/42	341	367
UnitedHealth Group Inc.	3.950%	10/15/42	11,481	11,811
UnitedHealth Group Inc.	4.250%	3/15/43	5,866	6,202
UnitedHealth Group Inc.	4.750%	7/15/45	16,423	18,902
UnitedHealth Group Inc.	4.200%	1/15/47	4,630	4,953
UnitedHealth Group Inc.	4.250%	4/15/47	22,475	24,330
Unum Group	5.625%	9/15/20	2,200	2,385
Unum Group	3.000%	5/15/21	3,000	3,019
Unum Group	4.000%	3/15/24	2,190	2,289
Unum Group	3.875%	11/5/25	175	178
Unum Group	5.750%	8/15/42	2,125	2,516
Voya Financial Inc.	3.125%	7/15/24	1,000	987
Voya Financial Inc.	3.650%	6/15/26	2,400	2,403
Voya Financial Inc.	5.700%	7/15/43	9,430	11,051
Voya Financial Inc.	4.800%	6/15/46	4,735	4,924
Willis North America Inc.	3.600%	5/15/24	3,050	3,120
Willis Towers Watson plc	5.750%	3/15/21	9,351	10,257
WR Berkley Corp.	5.375%	9/15/20	595	644
WR Berkley Corp.	4.625%	3/15/22	2,550	2,753
WR Berkley Corp.	4.750%	8/1/44	3,188	3,307
XLIT Ltd.	2.300%	12/15/18	3,050	3,053
XLIT Ltd.	5.750%	10/1/21	4,255	4,731
XLIT Ltd.	4.450%	3/31/25	2,850	2,920
XLIT Ltd.	6.250%	5/15/27	2,275	2,691
XLIT Ltd.	5.250%	12/15/43	7,775	8,402
XLIT Ltd.	5.500%	3/31/45	15,229	16,006
Other Finance (0.0%)
Jones Lang LaSalle Inc.	4.400%	11/15/22	825	874
ORIX Corp.	2.900%	7/18/22	2,750	2,759
ORIX Corp.	3.700%	7/18/27	10,650	10,672
Real Estate Investment Trusts (0.7%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	4,225	4,266
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	6,225	6,640
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	400	416
Alexandria Real Estate Equities Inc.	4.300%	1/15/26	400	418
Alexandria Real Estate Equities Inc.	3.950%	1/15/27	3,602	3,688
Alexandria Real Estate Equities Inc.	3.950%	1/15/28	4,550	4,629
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	3,350	3,531
American Campus Communities Operating
Partnership LP	3.350%	10/1/20	3,500	3,581
American Campus Communities Operating
Partnership LP	3.750%	4/15/23	1,240	1,277
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	3,200	3,350
AvalonBay Communities Inc.	2.850%	3/15/23	6,264	6,266
AvalonBay Communities Inc.	4.200%	12/15/23	1,555	1,664
AvalonBay Communities Inc.	3.500%	11/15/24	3,325	3,421
AvalonBay Communities Inc.	3.450%	6/1/25	10,980	11,230
AvalonBay Communities Inc.	3.500%	11/15/25	600	610
AvalonBay Communities Inc.	2.950%	5/11/26	11,680	11,450
AvalonBay Communities Inc.	2.900%	10/15/26	1,475	1,414
AvalonBay Communities Inc.	3.350%	5/15/27	7,816	7,890
Boston Properties LP	3.700%	11/15/18	3,001	3,047
Boston Properties LP	5.875%	10/15/19	2,395	2,559
Boston Properties LP	5.625%	11/15/20	9,225	10,098

Boston Properties LP	4.125%	5/15/21	4,095	4,322
Boston Properties LP	3.850%	2/1/23	11,623	12,238
Boston Properties LP	3.125%	9/1/23	4,540	4,619
Boston Properties LP	3.800%	2/1/24	7,025	7,345
Boston Properties LP	3.650%	2/1/26	6,125	6,229
Boston Properties LP	2.750%	10/1/26	9,500	8,987
Brixmor Operating Partnership LP	3.875%	8/15/22	5,950	6,131
Brixmor Operating Partnership LP	3.250%	9/15/23	3,925	3,868
Brixmor Operating Partnership LP	3.650%	6/15/24	2,200	2,190
Brixmor Operating Partnership LP	3.850%	2/1/25	14,485	14,490
Brixmor Operating Partnership LP	4.125%	6/15/26	5,350	5,393
Brixmor Operating Partnership LP	3.900%	3/15/27	2,550	2,529
Camden Property Trust	2.950%	12/15/22	4,850	4,840
CBL & Associates LP	5.250%	12/1/23	5,300	5,348
CBL & Associates LP	4.600%	10/15/24	5,100	4,897
CBL & Associates LP	5.950%	12/15/26	750	759
Columbia Property Trust Operating
Partnership LP	4.150%	4/1/25	3,025	3,101
Columbia Property Trust Operating
Partnership LP	3.650%	8/15/26	12,675	12,343
Corporate Office Properties LP	3.700%	6/15/21	3,925	4,025
Corporate Office Properties LP	3.600%	5/15/23	7,931	7,961
CubeSmart LP	4.375%	12/15/23	7,400	7,862
CubeSmart LP	4.000%	11/15/25	2,265	2,307
CubeSmart LP	3.125%	9/1/26	2,675	2,568
DCT Industrial Operating Partnership LP	4.500%	10/15/23	4,125	4,351
DDR Corp.	3.500%	1/15/21	11,105	11,269
DDR Corp.	4.625%	7/15/22	9,590	10,159
DDR Corp.	3.375%	5/15/23	5,250	5,179
DDR Corp.	3.625%	2/1/25	9,630	9,358
DDR Corp.	4.250%	2/1/26	2,640	2,647
DDR Corp.	4.700%	6/1/27	12,525	12,903
Digital Realty Trust LP	5.875%	2/1/20	2,175	2,340
Digital Realty Trust LP	3.400%	10/1/20	5,600	5,772
Digital Realty Trust LP	5.250%	3/15/21	9,290	10,083
Digital Realty Trust LP	3.950%	7/1/22	11,850	12,492
Digital Realty Trust LP	2.750%	2/1/23	2,350	2,339
Digital Realty Trust LP	4.750%	10/1/25	6,050	6,541
Digital Realty Trust LP	3.700%	8/15/27	6,900	6,966
Duke Realty LP	4.375%	6/15/22	100	107
Duke Realty LP	3.875%	10/15/22	1,223	1,278
Duke Realty LP	3.625%	4/15/23	748	769
Duke Realty LP	3.750%	12/1/24	2,425	2,501
Duke Realty LP	3.250%	6/30/26	5,500	5,440
EPR Properties	5.750%	8/15/22	3,610	3,988
EPR Properties	5.250%	7/15/23	1,575	1,687
EPR Properties	4.500%	4/1/25	7,025	7,054
EPR Properties	4.750%	12/15/26	4,000	4,140
ERP Operating LP	2.375%	7/1/19	1,370	1,378
ERP Operating LP	4.750%	7/15/20	3,085	3,282
ERP Operating LP	4.625%	12/15/21	6,936	7,522
ERP Operating LP	3.000%	4/15/23	2,603	2,652
ERP Operating LP	3.375%	6/1/25	750	765
ERP Operating LP	2.850%	11/1/26	5,325	5,165
ERP Operating LP	3.250%	8/1/27	3,000	3,004
ERP Operating LP	4.500%	7/1/44	7,555	7,993
ERP Operating LP	4.000%	8/1/47	3,600	3,575

Essex Portfolio LP	5.200%	3/15/21	2,825	3,047
Essex Portfolio LP	3.250%	5/1/23	3,305	3,326
Essex Portfolio LP	3.500%	4/1/25	10,937	10,985
Essex Portfolio LP	3.375%	4/15/26	6,450	6,380
Federal Realty Investment Trust	2.750%	6/1/23	2,685	2,655
Federal Realty Investment Trust	3.250%	7/15/27	2,100	2,070
Federal Realty Investment Trust	4.500%	12/1/44	14,950	15,649
Government Properties Income Trust	4.000%	7/15/22	5,000	5,042
HCP Inc.	3.750%	2/1/19	8,300	8,463
HCP Inc.	2.625%	2/1/20	1,235	1,245
HCP Inc.	5.375%	2/1/21	433	470
HCP Inc.	3.150%	8/1/22	3,415	3,456
HCP Inc.	4.000%	12/1/22	27,250	28,617
HCP Inc.	4.250%	11/15/23	5,022	5,311
HCP Inc.	4.200%	3/1/24	3,450	3,607
HCP Inc.	3.875%	8/15/24	4,635	4,771
HCP Inc.	3.400%	2/1/25	1,675	1,669
HCP Inc.	4.000%	6/1/25	965	995
HCP Inc.	6.750%	2/1/41	480	623
Healthcare Realty Trust Inc.	5.750%	1/15/21	2,575	2,819
Healthcare Trust of America Holdings LP	3.375%	7/15/21	3,840	3,936
Healthcare Trust of America Holdings LP	2.950%	7/1/22	3,650	3,652
Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,500	1,537
Healthcare Trust of America Holdings LP	3.500%	8/1/26	6,050	5,914
Healthcare Trust of America Holdings LP	3.750%	7/1/27	3,400	3,385
Highwoods Realty LP	3.200%	6/15/21	13,850	14,031
Highwoods Realty LP	3.625%	1/15/23	100	101
Highwoods Realty LP	3.875%	3/1/27	5,900	5,919
Hospitality Properties Trust	5.000%	8/15/22	2,430	2,604
Hospitality Properties Trust	4.500%	6/15/23	8,147	8,632
Hospitality Properties Trust	4.650%	3/15/24	3,441	3,598
Hospitality Properties Trust	4.500%	3/15/25	650	668
Hospitality Properties Trust	5.250%	2/15/26	2,740	2,924
Hospitality Properties Trust	4.950%	2/15/27	3,625	3,792
Host Hotels & Resorts LP	6.000%	10/1/21	10,550	11,706
Host Hotels & Resorts LP	5.250%	3/15/22	4,890	5,302
Host Hotels & Resorts LP	4.750%	3/1/23	1,100	1,176
Host Hotels & Resorts LP	3.750%	10/15/23	6,100	6,237
Host Hotels & Resorts LP	3.875%	4/1/24	4,600	4,696
Host Hotels & Resorts LP	4.000%	6/15/25	1,300	1,326
Hudson Pacific Properties LP	3.950%	11/1/27	3,400	3,385
Kilroy Realty LP	3.800%	1/15/23	3,200	3,293
Kilroy Realty LP	4.250%	8/15/29	750	767
Kimco Realty Corp.	6.875%	10/1/19	5,682	6,190
Kimco Realty Corp.	3.200%	5/1/21	3,515	3,584
Kimco Realty Corp.	3.125%	6/1/23	3,300	3,292
Kimco Realty Corp.	2.700%	3/1/24	200	193
Kimco Realty Corp.	3.300%	2/1/25	1,400	1,392
Kimco Realty Corp.	2.800%	10/1/26	4,350	4,077
Kimco Realty Corp.	3.800%	4/1/27	4,150	4,185
Kimco Realty Corp.	4.125%	12/1/46	485	456
Kimco Realty Corp.	4.450%	9/1/47	4,170	4,150
Kite Realty Group LP	4.000%	10/1/26	10,700	10,221
Liberty Property LP	4.750%	10/1/20	1,080	1,145
Liberty Property LP	3.375%	6/15/23	1,250	1,262
Liberty Property LP	4.400%	2/15/24	10,800	11,494
Liberty Property LP	3.750%	4/1/25	6,400	6,546

Liberty Property LP	3.250%	10/1/26	1,625	1,598
LifeStorage LP	3.500%	7/1/26	18,125	17,237
Mack-Cali Realty LP	4.500%	4/18/22	3,550	3,663
Mack-Cali Realty LP	3.150%	5/15/23	2,000	1,898
Mid-America Apartments LP	4.300%	10/15/23	12,300	13,034
Mid-America Apartments LP	3.750%	6/15/24	3,985	4,108
Mid-America Apartments LP	3.600%	6/1/27	8,200	8,217
National Retail Properties Inc.	5.500%	7/15/21	2,000	2,184
National Retail Properties Inc.	3.800%	10/15/22	3,400	3,532
National Retail Properties Inc.	3.300%	4/15/23	2,999	3,033
National Retail Properties Inc.	3.900%	6/15/24	3,700	3,798
National Retail Properties Inc.	3.600%	12/15/26	2,425	2,398
National Retail Properties Inc.	3.500%	10/15/27	13,300	12,998
Omega Healthcare Investors Inc.	4.375%	8/1/23	20,850	21,528
Omega Healthcare Investors Inc.	4.950%	4/1/24	3,875	4,088
Omega Healthcare Investors Inc.	4.500%	1/15/25	3,050	3,103
Omega Healthcare Investors Inc.	5.250%	1/15/26	5,792	6,125
Omega Healthcare Investors Inc.	4.500%	4/1/27	23,703	23,673
Omega Healthcare Investors Inc.	4.750%	1/15/28	5,025	5,063
Physicians Realty LP	4.300%	3/15/27	5,900	6,008
Piedmont Operating Partnership LP	3.400%	6/1/23	1,662	1,637
Piedmont Operating Partnership LP	4.450%	3/15/24	4,225	4,382
ProLogis LP	3.350%	2/1/21	1,840	1,905
ProLogis LP	4.250%	8/15/23	5,120	5,549
Public Storage	2.370%	9/15/22	5,000	4,985
Public Storage	3.094%	9/15/27	4,550	4,535
Realty Income Corp.	6.750%	8/15/19	8,827	9,582
Realty Income Corp.	3.250%	10/15/22	300	305
Realty Income Corp.	3.875%	7/15/24	3,700	3,802
Realty Income Corp.	4.125%	10/15/26	11,425	11,792
Realty Income Corp.	3.000%	1/15/27	4,825	4,593
Realty Income Corp.	4.650%	3/15/47	10,525	10,940
Regency Centers Corp.	3.750%	11/15/22	1,600	1,646
Regency Centers LP	3.600%	2/1/27	3,100	3,094
Regency Centers LP	4.400%	2/1/47	5,550	5,559
Sabra Health Care LP	5.125%	8/15/26	620	631
Select Income REIT	3.600%	2/1/20	206	207
Select Income REIT	4.150%	2/1/22	4,000	4,053
Select Income REIT	4.500%	2/1/25	9,475	9,573
Senior Housing Properties Trust	3.250%	5/1/19	10,240	10,363
Simon Property Group LP	2.200%	2/1/19	2,090	2,100
Simon Property Group LP	2.500%	9/1/20	800	810
Simon Property Group LP	4.375%	3/1/21	8,489	9,016
Simon Property Group LP	2.500%	7/15/21	7,210	7,235
Simon Property Group LP	4.125%	12/1/21	9,833	10,467
Simon Property Group LP	2.350%	1/30/22	6,250	6,223
Simon Property Group LP	3.375%	3/15/22	2,925	2,996
Simon Property Group LP	2.625%	6/15/22	7,750	7,774
Simon Property Group LP	2.750%	2/1/23	6,200	6,217
Simon Property Group LP	3.750%	2/1/24	6,014	6,274
Simon Property Group LP	3.375%	10/1/24	397	405
Simon Property Group LP	3.500%	9/1/25	3,640	3,712
Simon Property Group LP	3.300%	1/15/26	8,019	8,034
Simon Property Group LP	3.250%	11/30/26	4,575	4,545
Simon Property Group LP	3.375%	6/15/27	15,775	15,815
Simon Property Group LP	6.750%	2/1/40	11,543	15,597
Simon Property Group LP	4.750%	3/15/42	1,671	1,816

Simon Property Group LP	4.250%	10/1/44	160	163
Simon Property Group LP	4.250%	11/30/46	9,750	9,931
Tanger Properties LP	3.750%	12/1/24	1,325	1,329
Tanger Properties LP	3.125%	9/1/26	6,100	5,728
Tanger Properties LP	3.875%	7/15/27	10,050	9,938
UDR Inc.	3.700%	10/1/20	6,800	7,022
UDR Inc.	4.625%	1/10/22	11,695	12,463
UDR Inc.	2.950%	9/1/26	8,300	7,963
UDR Inc.	3.500%	7/1/27	3,000	2,994
Ventas Realty LP	3.100%	1/15/23	14,975	15,014
Ventas Realty LP	3.125%	6/15/23	1,150	1,152
Ventas Realty LP	3.750%	5/1/24	2,000	2,054
Ventas Realty LP	3.500%	2/1/25	3,150	3,155
Ventas Realty LP	4.125%	1/15/26	1,015	1,048
Ventas Realty LP	3.250%	10/15/26	800	777
Ventas Realty LP	3.850%	4/1/27	3,875	3,945
Ventas Realty LP	5.700%	9/30/43	4,525	5,345
Ventas Realty LP	4.375%	2/1/45	6,730	6,672
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	350	359
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	5,675	5,726
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	4,825	5,161
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	1,892	1,997
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	10,463	10,626
VEREIT Operating Partnership LP	3.000%	2/6/19	750	756
VEREIT Operating Partnership LP	4.125%	6/1/21	700	732
VEREIT Operating Partnership LP	4.600%	2/6/24	5,375	5,644
VEREIT Operating Partnership LP	4.875%	6/1/26	7,710	8,279
VEREIT Operating Partnership LP	3.950%	8/15/27	11,800	11,748
Vornado Realty LP	2.500%	6/30/19	8,875	8,931
Vornado Realty LP	5.000%	1/15/22	200	215
Washington Prime Group LP	3.850%	4/1/20	4,525	4,526
Washington Prime Group LP	5.950%	8/15/24	1,450	1,481
Washington REIT	4.950%	10/1/20	825	870
Washington REIT	3.950%	10/15/22	2,200	2,273
Weingarten Realty Investors	3.375%	10/15/22	1,275	1,296
Weingarten Realty Investors	3.500%	4/15/23	3,925	3,950
Weingarten Realty Investors	4.450%	1/15/24	450	472
Welltower Inc.	4.125%	4/1/19	6,455	6,631
Welltower Inc.	4.950%	1/15/21	7,680	8,236
Welltower Inc.	5.250%	1/15/22	8,184	8,986
Welltower Inc.	3.750%	3/15/23	7,050	7,334
Welltower Inc.	4.500%	1/15/24	250	268
Welltower Inc.	4.000%	6/1/25	17,247	17,982
Welltower Inc.	4.250%	4/1/26	7,206	7,604
Welltower Inc.	6.500%	3/15/41	5,042	6,374
Welltower Inc.	5.125%	3/15/43	1,260	1,367
WP Carey Inc.	4.600%	4/1/24	6,201	6,494
WP Carey Inc.	4.000%	2/1/25	1,800	1,805
WP Carey Inc.	4.250%	10/1/26	3,500	3,549
				16,463,710
Industrial (17.2%)
Basic Industry (0.9%)
Agrium Inc.	6.750%	1/15/19	7,095	7,478
Agrium Inc.	3.150%	10/1/22	3,921	4,001
Agrium Inc.	3.500%	6/1/23	15,550	15,993
Agrium Inc.	3.375%	3/15/25	7,125	7,168
Agrium Inc.	4.125%	3/15/35	6,750	6,795

Agrium Inc.	6.125%	1/15/41	7,356	9,105
Agrium Inc.	4.900%	6/1/43	3,200	3,491
Agrium Inc.	5.250%	1/15/45	11,292	12,806
Air Products & Chemicals Inc.	3.000%	11/3/21	4,425	4,548
Air Products & Chemicals Inc.	2.750%	2/3/23	7,145	7,129
Air Products & Chemicals Inc.	3.350%	7/31/24	6,300	6,484
Airgas Inc.	3.050%	8/1/20	8,200	8,258
Airgas Inc.	3.650%	7/15/24	7,000	7,284
Albemarle Corp.	4.150%	12/1/24	4,995	5,295
Albemarle Corp.	5.450%	12/1/44	5,375	6,246
Barrick Gold Corp.	5.250%	4/1/42	8,414	9,602
Barrick North America Finance LLC	4.400%	5/30/21	3,070	3,302
Barrick North America Finance LLC	5.700%	5/30/41	12,303	14,678
Barrick North America Finance LLC	5.750%	5/1/43	9,510	11,635
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	17,333	21,038
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	13,958	14,248
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	2,496	2,672
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	11,833	12,343
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	26,548	31,288
Braskem Finance Ltd.	6.450%	2/3/24	850	957
Cabot Corp.	3.700%	7/15/22	1,125	1,148
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	1,225	1,333
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	3,300	3,516
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	7,363	7,799
Celulosa Arauco y Constitucion SA	4.500%	8/1/24	1,500	1,581
Domtar Corp.	6.750%	2/15/44	4,900	5,438
Dow Chemical Co.	8.550%	5/15/19	34,521	38,136
Dow Chemical Co.	4.250%	11/15/20	19,620	20,722
Dow Chemical Co.	4.125%	11/15/21	3,007	3,189
Dow Chemical Co.	3.000%	11/15/22	22,380	22,812
Dow Chemical Co.	3.500%	10/1/24	3,600	3,700
Dow Chemical Co.	7.375%	11/1/29	3,098	4,129
Dow Chemical Co.	4.250%	10/1/34	8,386	8,612
Dow Chemical Co.	9.400%	5/15/39	13,368	22,230
Dow Chemical Co.	5.250%	11/15/41	8,932	10,126
Dow Chemical Co.	4.375%	11/15/42	8,357	8,479
Dow Chemical Co.	4.625%	10/1/44	2,965	3,158
Eastman Chemical Co.	5.500%	11/15/19	4,771	5,096
Eastman Chemical Co.	2.700%	1/15/20	14,380	14,545
Eastman Chemical Co.	4.500%	1/15/21	53	56
Eastman Chemical Co.	3.600%	8/15/22	6,459	6,712
Eastman Chemical Co.	3.800%	3/15/25	1,889	1,952
Eastman Chemical Co.	4.800%	9/1/42	7,249	7,708
Eastman Chemical Co.	4.650%	10/15/44	4,675	4,928
Ecolab Inc.	2.000%	1/14/19	4,150	4,154
Ecolab Inc.	2.250%	1/12/20	3,243	3,265
Ecolab Inc.	4.350%	12/8/21	4,715	5,099
Ecolab Inc.	2.375%	8/10/22	11,425	11,410
Ecolab Inc.	3.250%	1/14/23	4,575	4,713
Ecolab Inc.	2.700%	11/1/26	6,250	6,004
Ecolab Inc.	5.500%	12/8/41	9,791	12,037
EI du Pont de Nemours & Co.	4.625%	1/15/20	5,252	5,562
EI du Pont de Nemours & Co.	2.200%	5/1/20	7,300	7,333
EI du Pont de Nemours & Co.	3.625%	1/15/21	15,225	15,931
EI du Pont de Nemours & Co.	4.250%	4/1/21	3,255	3,466
EI du Pont de Nemours & Co.	2.800%	2/15/23	15,885	16,039
EI du Pont de Nemours & Co.	6.500%	1/15/28	1,100	1,372

EI du Pont de Nemours & Co.	4.900%	1/15/41	13,473	15,146
EI du Pont de Nemours & Co.	4.150%	2/15/43	2,450	2,485
Fibria Overseas Finance Ltd.	5.250%	5/12/24	350	376
FMC Corp.	3.950%	2/1/22	1,675	1,711
FMC Corp.	4.100%	2/1/24	11,210	11,471
Georgia-Pacific LLC	8.000%	1/15/24	7,279	9,361
Georgia-Pacific LLC	7.375%	12/1/25	5,750	7,355
Georgia-Pacific LLC	7.750%	11/15/29	3,318	4,615
Georgia-Pacific LLC	8.875%	5/15/31	4,665	7,174
Goldcorp Inc.	3.625%	6/9/21	2,000	2,067
Goldcorp Inc.	3.700%	3/15/23	10,600	11,018
Goldcorp Inc.	5.450%	6/9/44	6,855	7,710
HB Fuller Co.	4.000%	2/15/27	5,000	4,718
International Flavors & Fragrances Inc.	3.200%	5/1/23	1,285	1,301
International Flavors & Fragrances Inc.	4.375%	6/1/47	6,600	6,773
International Paper Co.	7.500%	8/15/21	13,210	15,611
International Paper Co.	3.650%	6/15/24	7,681	7,952
International Paper Co.	3.800%	1/15/26	1,800	1,851
International Paper Co.	3.000%	2/15/27	19,100	18,546
International Paper Co.	5.000%	9/15/35	3,925	4,355
International Paper Co.	7.300%	11/15/39	4,268	5,806
International Paper Co.	6.000%	11/15/41	2,250	2,732
International Paper Co.	4.800%	6/15/44	15,035	15,926
International Paper Co.	5.150%	5/15/46	12,252	13,654
International Paper Co.	4.400%	8/15/47	14,580	14,654
International Paper Co.	4.350%	8/15/48	5,400	5,455
Lubrizol Corp.	6.500%	10/1/34	6,025	7,950
LYB International Finance BV	4.000%	7/15/23	3,675	3,890
LYB International Finance BV	5.250%	7/15/43	2,087	2,379
LYB International Finance BV	4.875%	3/15/44	14,590	15,664
LYB International Finance II BV	3.500%	3/2/27	10,200	10,187
LyondellBasell Industries NV	5.000%	4/15/19	11,591	12,023
LyondellBasell Industries NV	6.000%	11/15/21	19,000	21,337
LyondellBasell Industries NV	5.750%	4/15/24	6,200	7,099
LyondellBasell Industries NV	4.625%	2/26/55	12,052	12,410
Meadwestvaco Corp.	7.950%	2/15/31	5,253	7,316
Methanex Corp.	3.250%	12/15/19	7,850	7,905
Methanex Corp.	4.250%	12/1/24	365	362
Methanex Corp.	5.650%	12/1/44	3,700	3,674
Monsanto Co.	2.125%	7/15/19	4,400	4,403
Monsanto Co.	2.750%	7/15/21	13,810	13,941
Monsanto Co.	2.200%	7/15/22	7,580	7,366
Monsanto Co.	3.375%	7/15/24	500	506
Monsanto Co.	2.850%	4/15/25	2,800	2,723
Monsanto Co.	5.500%	8/15/25	2,353	2,668
Monsanto Co.	4.200%	7/15/34	9,025	9,267
Monsanto Co.	3.600%	7/15/42	6,341	5,616
Monsanto Co.	4.650%	11/15/43	1,850	1,933
Monsanto Co.	3.950%	4/15/45	8,500	8,116
Monsanto Co.	4.700%	7/15/64	9,885	9,980
Mosaic Co.	3.750%	11/15/21	7,860	8,122
Mosaic Co.	4.250%	11/15/23	12,782	13,267
Mosaic Co.	5.450%	11/15/33	3,054	3,188
Mosaic Co.	4.875%	11/15/41	1,568	1,509
Mosaic Co.	5.625%	11/15/43	3,981	4,072
Newmont Mining Corp.	5.125%	10/1/19	2,045	2,149
Newmont Mining Corp.	3.500%	3/15/22	350	361

Newmont Mining Corp.	5.875%	4/1/35	2,155	2,540
Newmont Mining Corp.	6.250%	10/1/39	11,224	13,950
Newmont Mining Corp.	4.875%	3/15/42	9,108	9,753
Nucor Corp.	4.125%	9/15/22	382	408
Nucor Corp.	4.000%	8/1/23	10,795	11,413
Nucor Corp.	6.400%	12/1/37	10,488	13,640
Nucor Corp.	5.200%	8/1/43	13,250	15,420
Packaging Corp. of America	3.900%	6/15/22	6,015	6,273
Packaging Corp. of America	4.500%	11/1/23	18,870	20,307
Packaging Corp. of America	3.650%	9/15/24	4,825	4,916
Placer Dome Inc.	6.450%	10/15/35	2,175	2,698
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	1,290	1,374
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	7,078	7,465
Potash Corp. of Saskatchewan Inc.	3.625%	3/15/24	5,375	5,475
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	9,096	8,839
Potash Corp. of Saskatchewan Inc.	4.000%	12/15/26	5,850	6,082
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	775	918
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	4,743	5,588
PPG Industries Inc.	2.300%	11/15/19	10,143	10,198
PPG Industries Inc.	3.600%	11/15/20	4,850	5,043
Praxair Inc.	1.250%	11/7/18	300	298
Praxair Inc.	4.500%	8/15/19	2,590	2,714
Praxair Inc.	2.250%	9/24/20	1,750	1,757
Praxair Inc.	3.000%	9/1/21	5,970	6,102
Praxair Inc.	2.450%	2/15/22	20,265	20,353
Praxair Inc.	2.200%	8/15/22	5,569	5,509
Praxair Inc.	2.650%	2/5/25	4,675	4,588
Praxair Inc.	3.200%	1/30/26	4,850	4,952
Praxair Inc.	3.550%	11/7/42	2,250	2,210
Rayonier Inc.	3.750%	4/1/22	2,875	2,912
Reliance Steel & Aluminum Co.	4.500%	4/15/23	1,790	1,896
Rio Tinto Alcan Inc.	5.750%	6/1/35	9,604	11,392
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	4,375	4,652
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	5,739	6,045
Rio Tinto Finance USA Ltd.	3.750%	6/15/25	41,915	44,050
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	7,209	9,551
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	13,181	15,636
Rio Tinto Finance USA plc	3.500%	3/22/22	903	943
Rio Tinto Finance USA plc	2.875%	8/21/22	1,868	1,895
Rio Tinto Finance USA plc	4.750%	3/22/42	4,618	5,233
Rio Tinto Finance USA plc	4.125%	8/21/42	9,420	9,795
Rohm & Haas Co.	7.850%	7/15/29	2,965	4,048
RPM International Inc.	6.125%	10/15/19	2,793	3,020
RPM International Inc.	3.450%	11/15/22	4,600	4,810
RPM International Inc.	3.750%	3/15/27	4,250	4,306
RPM International Inc.	5.250%	6/1/45	3,742	4,183
Sherwin-Williams Co.	7.250%	6/15/19	675	734
Sherwin-Williams Co.	2.250%	5/15/20	4,150	4,166
Sherwin-Williams Co.	4.200%	1/15/22	1,000	1,057
Sherwin-Williams Co.	2.750%	6/1/22	6,575	6,617
Sherwin-Williams Co.	3.125%	6/1/24	1,950	1,959
Sherwin-Williams Co.	3.450%	8/1/25	9,300	9,374
Sherwin-Williams Co.	3.950%	1/15/26	8,700	9,040
Sherwin-Williams Co.	3.450%	6/1/27	4,000	4,022
Sherwin-Williams Co.	4.000%	12/15/42	2,000	1,923
Sherwin-Williams Co.	4.550%	8/1/45	3,044	3,167
Sherwin-Williams Co.	4.500%	6/1/47	3,550	3,724

	Southern Copper Corp.	5.375%	4/16/20	1,138	1,225
	Southern Copper Corp.	3.500%	11/8/22	8,000	8,216
	Southern Copper Corp.	3.875%	4/23/25	1,225	1,269
	Southern Copper Corp.	7.500%	7/27/35	5,344	6,966
	Southern Copper Corp.	6.750%	4/16/40	2,465	3,044
	Southern Copper Corp.	5.250%	11/8/42	16,320	17,357
	Southern Copper Corp.	5.875%	4/23/45	32,250	36,979
	Syngenta Finance NV	3.125%	3/28/22	4,100	4,031
	Syngenta Finance NV	4.375%	3/28/42	2,675	2,341
	Vale Canada Ltd.	7.200%	9/15/32	1,475	1,592
	Vale Overseas Ltd.	5.875%	6/10/21	44,500	49,006
	Vale Overseas Ltd.	4.375%	1/11/22	24,435	25,412
	Vale Overseas Ltd.	6.250%	8/10/26	11,500	13,075
	Vale Overseas Ltd.	8.250%	1/17/34	2,312	2,913
	Vale Overseas Ltd.	6.875%	11/21/36	14,584	16,772
	Vale Overseas Ltd.	6.875%	11/10/39	11,989	13,712
	Vale SA	5.625%	9/11/42	33,060	33,515
	Westlake Chemical Corp.	4.625%	2/15/21	10,000	10,312
	Westlake Chemical Corp.	3.600%	8/15/26	18,120	18,156
	Westlake Chemical Corp.	5.000%	8/15/46	12,300	13,373
10	WestRock Co.	3.000%	9/15/24	4,000	3,987
10	WestRock Co.	3.375%	9/15/27	4,575	4,554
	Westrock MWV LLC	8.200%	1/15/30	5,243	7,323
	WestRock RKT Co.	4.450%	3/1/19	9,150	9,432
	WestRock RKT Co.	3.500%	3/1/20	3,755	3,845
	WestRock RKT Co.	4.900%	3/1/22	3,765	4,050
	Weyerhaeuser Co.	7.375%	10/1/19	8,291	9,157
	Weyerhaeuser Co.	4.700%	3/15/21	3,655	3,896
	Weyerhaeuser Co.	4.625%	9/15/23	5,625	6,144
	Weyerhaeuser Co.	8.500%	1/15/25	2,350	3,081
	Weyerhaeuser Co.	7.375%	3/15/32	7,818	10,804
	Weyerhaeuser Co.	6.875%	12/15/33	2,775	3,561
	Yamana Gold Inc.	4.950%	7/15/24	2,105	2,155
	Capital Goods (1.4%)
	3M Co.	2.000%	8/7/20	5,215	5,251
	3M Co.	1.625%	9/19/21	2,600	2,552
	3M Co.	2.250%	3/15/23	3,000	2,985
	3M Co.	3.000%	8/7/25	2,350	2,361
	3M Co.	2.250%	9/19/26	9,100	8,620
	3M Co.	2.875%	10/15/27	7,000	6,960
	3M Co.	6.375%	2/15/28	3,550	4,540
	3M Co.	5.700%	3/15/37	9,903	12,585
	3M Co.	3.125%	9/19/46	4,800	4,328
	3M Co.	3.625%	10/15/47	6,000	5,950
	ABB Finance USA Inc.	2.875%	5/8/22	3,712	3,781
	ABB Finance USA Inc.	4.375%	5/8/42	1,678	1,781
	Allegion US Holding Co. Inc.	3.200%	10/1/24	1,200	1,190
	Allegion US Holding Co. Inc.	3.550%	10/1/27	3,400	3,369
	Bemis Co. Inc.	3.100%	9/15/26	3,000	2,914
	Boeing Capital Corp.	4.700%	10/27/19	6,025	6,376
	Boeing Co.	6.000%	3/15/19	665	705
	Boeing Co.	4.875%	2/15/20	14,115	15,123
	Boeing Co.	1.650%	10/30/20	1,555	1,543
	Boeing Co.	8.750%	8/15/21	1,260	1,558
	Boeing Co.	2.350%	10/30/21	9,645	9,733
	Boeing Co.	2.125%	3/1/22	3,350	3,347

Boeing Co.	1.875%	6/15/23	6,800	6,634
Boeing Co.	7.950%	8/15/24	1,173	1,544
Boeing Co.	2.850%	10/30/24	7,483	7,563
Boeing Co.	2.500%	3/1/25	2,831	2,772
Boeing Co.	7.250%	6/15/25	675	866
Boeing Co.	2.600%	10/30/25	3,300	3,263
Boeing Co.	2.250%	6/15/26	1,200	1,149
Boeing Co.	2.800%	3/1/27	2,200	2,187
Boeing Co.	8.750%	9/15/31	850	1,302
Boeing Co.	6.125%	2/15/33	4,462	5,839
Boeing Co.	3.300%	3/1/35	3,950	3,768
Boeing Co.	6.625%	2/15/38	2,505	3,520
Boeing Co.	6.875%	3/15/39	2,853	4,132
Boeing Co.	5.875%	2/15/40	3,762	4,938
Boeing Co.	3.375%	6/15/46	3,800	3,609
Boeing Co.	3.650%	3/1/47	1,150	1,142
Carlisle Cos. Inc.	3.750%	11/15/22	3,205	3,282
Caterpillar Financial Services Corp.	7.050%	10/1/18	1,464	1,539
Caterpillar Financial Services Corp.	1.800%	11/13/18	4,300	4,298
Caterpillar Financial Services Corp.	7.150%	2/15/19	19,753	21,154
Caterpillar Financial Services Corp.	1.350%	5/18/19	11,650	11,558
Caterpillar Financial Services Corp.	2.100%	6/9/19	7,125	7,158
Caterpillar Financial Services Corp.	2.250%	12/1/19	4,740	4,779
Caterpillar Financial Services Corp.	2.100%	1/10/20	5,550	5,546
Caterpillar Financial Services Corp.	2.000%	3/5/20	4,060	4,047
Caterpillar Financial Services Corp.	1.850%	9/4/20	9,000	8,924
Caterpillar Financial Services Corp.	2.500%	11/13/20	2,950	2,976
Caterpillar Financial Services Corp.	1.700%	8/9/21	28,253	27,658
Caterpillar Financial Services Corp.	2.750%	8/20/21	3,400	3,443
Caterpillar Financial Services Corp.	1.931%	10/1/21	2,500	2,466
Caterpillar Financial Services Corp.	2.850%	6/1/22	825	843
Caterpillar Financial Services Corp.	2.400%	6/6/22	8,100	8,095
Caterpillar Financial Services Corp.	3.750%	11/24/23	3,100	3,280
Caterpillar Financial Services Corp.	3.300%	6/9/24	2,000	2,058
Caterpillar Financial Services Corp.	3.250%	12/1/24	5,337	5,476
Caterpillar Financial Services Corp.	2.400%	8/9/26	3,250	3,108
Caterpillar Inc.	7.900%	12/15/18	475	510
Caterpillar Inc.	3.900%	5/27/21	11,356	12,027
Caterpillar Inc.	3.400%	5/15/24	19,741	20,584
Caterpillar Inc.	6.050%	8/15/36	8,922	11,609
Caterpillar Inc.	5.200%	5/27/41	9,000	10,907
Caterpillar Inc.	3.803%	8/15/42	24,973	25,391
Caterpillar Inc.	4.300%	5/15/44	10,053	10,962
Caterpillar Inc.	4.750%	5/15/64	3,575	3,992
Crane Co.	2.750%	12/15/18	2,525	2,544
Crane Co.	4.450%	12/15/23	7,950	8,347
CRH America Inc.	5.750%	1/15/21	4,750	5,214
Deere & Co.	4.375%	10/16/19	7,297	7,659
Deere & Co.	2.600%	6/8/22	28,778	29,076
Deere & Co.	5.375%	10/16/29	10,467	12,687
Deere & Co.	8.100%	5/15/30	5,517	8,042
Deere & Co.	7.125%	3/3/31	525	727
Deere & Co.	3.900%	6/9/42	7,020	7,258
Dover Corp.	4.300%	3/1/21	250	265
Dover Corp.	3.150%	11/15/25	7,640	7,775
Dover Corp.	5.375%	10/15/35	2,650	3,138
Dover Corp.	6.600%	3/15/38	3,115	4,181

	Dover Corp.	5.375%	3/1/41	4,074	4,949
	Eaton Corp.	6.950%	3/20/19	50	54
	Eaton Corp.	2.750%	11/2/22	18,930	19,015
	Eaton Corp.	3.103%	9/15/27	9,800	9,640
	Eaton Corp.	4.000%	11/2/32	9,454	9,831
	Eaton Corp.	4.150%	11/2/42	687	690
	Eaton Corp.	3.915%	9/15/47	3,825	3,749
	Embraer Netherlands Finance BV	5.050%	6/15/25	8,250	8,811
	Embraer Netherlands Finance BV	5.400%	2/1/27	6,850	7,416
10	Embraer Overseas Ltd.	5.696%	9/16/23	5,630	6,114
	Embraer SA	5.150%	6/15/22	1,300	1,397
	Emerson Electric Co.	5.250%	10/15/18	4,545	4,713
	Emerson Electric Co.	4.875%	10/15/19	3,595	3,804
	Emerson Electric Co.	4.250%	11/15/20	745	792
	Emerson Electric Co.	2.625%	12/1/21	15,650	15,973
	Emerson Electric Co.	2.625%	2/15/23	3,225	3,230
	Emerson Electric Co.	3.150%	6/1/25	3,950	4,035
	Emerson Electric Co.	6.000%	8/15/32	1,100	1,377
	Exelis Inc.	5.550%	10/1/21	2,400	2,657
	FLIR Systems Inc.	3.125%	6/15/21	1,600	1,616
	Flowserve Corp.	3.500%	9/15/22	16,800	16,911
	Flowserve Corp.	4.000%	11/15/23	4,225	4,321
	Fortive Corp.	1.800%	6/15/19	1,300	1,296
	Fortive Corp.	2.350%	6/15/21	9,955	9,890
	Fortive Corp.	3.150%	6/15/26	5,865	5,837
	Fortive Corp.	4.300%	6/15/46	9,425	9,742
	Fortune Brands Home & Security Inc.	3.000%	6/15/20	1,930	1,967
	Fortune Brands Home & Security Inc.	4.000%	6/15/25	4,750	4,934
	General Dynamics Corp.	3.875%	7/15/21	5,869	6,212
	General Dynamics Corp.	2.250%	11/15/22	8,965	8,946
	General Dynamics Corp.	1.875%	8/15/23	10,490	10,193
	General Dynamics Corp.	2.375%	11/15/24	13,500	13,266
	General Dynamics Corp.	2.125%	8/15/26	4,800	4,495
	General Dynamics Corp.	2.625%	11/15/27	5,800	5,609
	General Dynamics Corp.	3.600%	11/15/42	3,943	3,886
	General Electric Capital Corp.	6.000%	8/7/19	13,900	14,955
	General Electric Capital Corp.	2.100%	12/11/19	1,341	1,350
	General Electric Capital Corp.	5.500%	1/8/20	11,899	12,844
	General Electric Capital Corp.	2.200%	1/9/20	15,031	15,154
	General Electric Capital Corp.	5.550%	5/4/20	16,426	17,936
	General Electric Capital Corp.	4.375%	9/16/20	18,108	19,384
	General Electric Capital Corp.	4.625%	1/7/21	11,471	12,377
	General Electric Capital Corp.	5.300%	2/11/21	10,722	11,782
	General Electric Capital Corp.	4.650%	10/17/21	17,435	19,003
	General Electric Capital Corp.	3.150%	9/7/22	4,743	4,913
	General Electric Capital Corp.	3.100%	1/9/23	18,536	19,291
	General Electric Capital Corp.	6.750%	3/15/32	30,797	42,751
	General Electric Capital Corp.	7.500%	8/21/35	100	144
	General Electric Capital Corp.	6.150%	8/7/37	9,362	12,504
	General Electric Capital Corp.	5.875%	1/14/38	32,038	41,811
	General Electric Capital Corp.	6.875%	1/10/39	20,374	29,726
	General Electric Co.	2.700%	10/9/22	33,569	34,067
	General Electric Co.	3.375%	3/11/24	5,785	6,024
	General Electric Co.	3.450%	5/15/24	5,055	5,276
	General Electric Co.	4.125%	10/9/42	24,124	25,425
	General Electric Co.	4.500%	3/11/44	25,657	28,731
	Harris Corp.	2.700%	4/27/20	2,540	2,566

Harris Corp.	4.400%	12/15/20	3,995	4,219
Harris Corp.	3.832%	4/27/25	9,780	10,170
Harris Corp.	4.854%	4/27/35	3,875	4,274
Harris Corp.	6.150%	12/15/40	7,628	9,442
Harris Corp.	5.054%	4/27/45	4,056	4,633
Hexcel Corp.	4.700%	8/15/25	1,400	1,489
Honeywell International Inc.	1.400%	10/30/19	7,650	7,595
Honeywell International Inc.	4.250%	3/1/21	11,025	11,781
Honeywell International Inc.	1.850%	11/1/21	11,000	10,861
Honeywell International Inc.	3.350%	12/1/23	7,160	7,483
Honeywell International Inc.	2.500%	11/1/26	13,625	13,020
Honeywell International Inc.	5.700%	3/15/36	1,435	1,814
Honeywell International Inc.	5.700%	3/15/37	9,581	12,161
Honeywell International Inc.	5.375%	3/1/41	9,840	12,090
Hubbell Inc.	3.350%	3/1/26	4,750	4,801
Hubbell Inc.	3.150%	8/15/27	2,050	2,048
Illinois Tool Works Inc.	1.950%	3/1/19	4,000	4,008
Illinois Tool Works Inc.	6.250%	4/1/19	12,700	13,536
Illinois Tool Works Inc.	3.375%	9/15/21	3,465	3,606
Illinois Tool Works Inc.	3.500%	3/1/24	2,014	2,105
Illinois Tool Works Inc.	2.650%	11/15/26	20,990	20,467
Illinois Tool Works Inc.	4.875%	9/15/41	4,920	5,722
Illinois Tool Works Inc.	3.900%	9/1/42	18,606	18,936
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	5,000	5,054
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	11,425	12,295
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	3,850	4,776
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	3,900	3,936
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	2,100	2,169
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	5,200	5,628
John Deere Capital Corp.	1.650%	10/15/18	4,145	4,142
John Deere Capital Corp.	1.950%	12/13/18	10,375	10,402
John Deere Capital Corp.	1.950%	1/8/19	4,950	4,948
John Deere Capital Corp.	1.950%	3/4/19	10,200	10,235
John Deere Capital Corp.	2.250%	4/17/19	5,800	5,841
John Deere Capital Corp.	1.250%	10/9/19	15,500	15,300
John Deere Capital Corp.	1.700%	1/15/20	6,035	6,008
John Deere Capital Corp.	2.050%	3/10/20	4,900	4,915
John Deere Capital Corp.	2.200%	3/13/20	2,000	2,014
John Deere Capital Corp.	1.950%	6/22/20	1,700	1,701
John Deere Capital Corp.	2.375%	7/14/20	1,000	1,009
John Deere Capital Corp.	2.450%	9/11/20	3,500	3,537
John Deere Capital Corp.	2.550%	1/8/21	200	202
John Deere Capital Corp.	2.800%	3/4/21	6,800	6,921
John Deere Capital Corp.	3.900%	7/12/21	5,853	6,191
John Deere Capital Corp.	3.150%	10/15/21	7,849	8,094
John Deere Capital Corp.	2.650%	1/6/22	3,400	3,442
John Deere Capital Corp.	2.750%	3/15/22	1,645	1,672
John Deere Capital Corp.	2.150%	9/8/22	14,500	14,316
John Deere Capital Corp.	2.800%	1/27/23	6,060	6,170
John Deere Capital Corp.	2.800%	3/6/23	12,608	12,796
John Deere Capital Corp.	3.350%	6/12/24	17,650	18,223
John Deere Capital Corp.	2.650%	6/24/24	1,550	1,540
John Deere Capital Corp.	3.400%	9/11/25	2,710	2,811
John Deere Capital Corp.	2.650%	6/10/26	2,075	2,025
John Deere Capital Corp.	2.800%	9/8/27	7,200	7,069
Johnson Controls International plc	5.000%	3/30/20	16,587	17,649
Johnson Controls International plc	4.250%	3/1/21	750	793

	Johnson Controls International plc	3.750%	12/1/21	50	52
	Johnson Controls International plc	3.900%	2/14/26	11,677	12,252
	Johnson Controls International plc	6.000%	1/15/36	1,970	2,419
	Johnson Controls International plc	5.700%	3/1/41	1,300	1,512
	Johnson Controls International plc	4.625%	7/2/44	1,372	1,465
	Johnson Controls International plc	5.125%	9/14/45	7,197	8,222
	Johnson Controls International plc	4.500%	2/15/47	3,250	3,442
	Johnson Controls International plc	4.950%	7/2/64	3,770	4,046
	Kennametal Inc.	2.650%	11/1/19	3,800	3,817
	Kennametal Inc.	3.875%	2/15/22	2,575	2,615
	Komatsu Mining Corp.	5.125%	10/15/21	1,193	1,309
	L3 Technologies Inc.	5.200%	10/15/19	12,985	13,802
	L3 Technologies Inc.	4.750%	7/15/20	11,904	12,719
	L3 Technologies Inc.	4.950%	2/15/21	11,320	12,125
	L3 Technologies Inc.	3.950%	5/28/24	716	749
	L3 Technologies Inc.	3.850%	12/15/26	1,910	1,971
	Lafarge SA	7.125%	7/15/36	5,000	6,437
	Leggett & Platt Inc.	3.800%	11/15/24	4,600	4,735
	Legrand France SA	8.500%	2/15/25	1,875	2,419
	Lennox International Inc.	3.000%	11/15/23	1,000	996
	Lockheed Martin Corp.	1.850%	11/23/18	8,569	8,573
	Lockheed Martin Corp.	4.250%	11/15/19	6,681	6,994
	Lockheed Martin Corp.	2.500%	11/23/20	12,405	12,585
	Lockheed Martin Corp.	3.350%	9/15/21	14,971	15,559
	Lockheed Martin Corp.	3.100%	1/15/23	8,210	8,442
	Lockheed Martin Corp.	2.900%	3/1/25	2,652	2,636
	Lockheed Martin Corp.	3.550%	1/15/26	21,258	21,930
	Lockheed Martin Corp.	3.600%	3/1/35	7,485	7,390
	Lockheed Martin Corp.	4.500%	5/15/36	4,820	5,254
	Lockheed Martin Corp.	6.150%	9/1/36	16,949	21,911
	Lockheed Martin Corp.	5.720%	6/1/40	5,335	6,594
	Lockheed Martin Corp.	4.850%	9/15/41	5,872	6,627
	Lockheed Martin Corp.	4.070%	12/15/42	2,850	2,900
	Lockheed Martin Corp.	3.800%	3/1/45	2,932	2,840
	Lockheed Martin Corp.	4.700%	5/15/46	18,832	21,034
10	Lockheed Martin Corp.	4.090%	9/15/52	6,508	6,485
	Martin Marietta Materials Inc.	3.450%	6/1/27	6,500	6,445
	Masco Corp.	4.450%	4/1/25	8,137	8,646
	Masco Corp.	4.375%	4/1/26	2,454	2,595
	Masco Corp.	3.500%	11/15/27	11,700	11,559
	Masco Corp.	6.500%	8/15/32	27	32
	Masco Corp.	4.500%	5/15/47	7,850	7,851
	Mohawk Industries Inc.	3.850%	2/1/23	12,690	13,186
	Northrop Grumman Corp.	5.050%	8/1/19	2,810	2,966
	Northrop Grumman Corp.	3.500%	3/15/21	14,828	15,368
	Northrop Grumman Corp.	3.250%	8/1/23	5,592	5,758
	Northrop Grumman Corp.	3.200%	2/1/27	18,300	18,338
	Northrop Grumman Corp.	5.050%	11/15/40	6,925	7,813
	Northrop Grumman Corp.	4.750%	6/1/43	7,479	8,222
	Northrop Grumman Corp.	3.850%	4/15/45	1,704	1,653
	Northrop Grumman Systems Corp.	7.875%	3/1/26	2,475	3,251
	Northrop Grumman Systems Corp.	7.750%	2/15/31	381	538
	Owens Corning	4.200%	12/15/22	13,437	14,245
	Owens Corning	4.200%	12/1/24	2,190	2,303
	Owens Corning	3.400%	8/15/26	5,000	4,923
	Owens Corning	7.000%	12/1/36	817	1,050
	Owens Corning	4.300%	7/15/47	5,700	5,442

	Parker-Hannifin Corp.	3.500%	9/15/22	3,700	3,867
	Parker-Hannifin Corp.	3.300%	11/21/24	8,250	8,470
10	Parker-Hannifin Corp.	3.250%	3/1/27	9,415	9,458
	Parker-Hannifin Corp.	4.200%	11/21/34	5,353	5,642
	Parker-Hannifin Corp.	6.250%	5/15/38	4,503	5,955
	Parker-Hannifin Corp.	4.450%	11/21/44	4,650	4,995
10	Parker-Hannifin Corp.	4.100%	3/1/47	5,125	5,241
	Pentair Finance SA	2.650%	12/1/19	2,204	2,202
	Precision Castparts Corp.	2.250%	6/15/20	4,880	4,923
	Precision Castparts Corp.	2.500%	1/15/23	20,427	20,452
	Precision Castparts Corp.	3.250%	6/15/25	11,105	11,301
	Precision Castparts Corp.	4.200%	6/15/35	2,100	2,205
	Precision Castparts Corp.	3.900%	1/15/43	6,675	6,751
	Precision Castparts Corp.	4.375%	6/15/45	5,502	6,026
	Raytheon Co.	4.400%	2/15/20	2,821	2,980
	Raytheon Co.	3.125%	10/15/20	9,609	9,928
	Raytheon Co.	2.500%	12/15/22	12,900	12,985
	Raytheon Co.	3.150%	12/15/24	4,625	4,689
	Raytheon Co.	7.200%	8/15/27	4,810	6,468
	Raytheon Co.	4.875%	10/15/40	1,540	1,801
	Raytheon Co.	4.700%	12/15/41	8,075	9,289
	Raytheon Co.	4.200%	12/15/44	2,400	2,583
	Republic Services Inc.	5.500%	9/15/19	14,940	15,921
	Republic Services Inc.	5.000%	3/1/20	7,410	7,893
	Republic Services Inc.	5.250%	11/15/21	11,497	12,682
	Republic Services Inc.	3.550%	6/1/22	5,090	5,304
	Republic Services Inc.	4.750%	5/15/23	2,700	2,981
	Republic Services Inc.	3.200%	3/15/25	7,100	7,155
	Republic Services Inc.	2.900%	7/1/26	375	367
	Republic Services Inc.	6.200%	3/1/40	6,273	8,160
	Republic Services Inc.	5.700%	5/15/41	11,448	14,084
	Rockwell Automation Inc.	2.050%	3/1/20	5,800	5,797
	Rockwell Collins Inc.	1.950%	7/15/19	1,000	1,000
	Rockwell Collins Inc.	5.250%	7/15/19	265	279
	Rockwell Collins Inc.	3.100%	11/15/21	2,350	2,387
	Rockwell Collins Inc.	2.800%	3/15/22	9,800	9,880
	Rockwell Collins Inc.	3.200%	3/15/24	10,650	10,797
	Rockwell Collins Inc.	3.500%	3/15/27	8,350	8,462
	Rockwell Collins Inc.	4.800%	12/15/43	3,325	3,652
	Rockwell Collins Inc.	4.350%	4/15/47	11,850	12,332
	Roper Technologies Inc.	2.050%	10/1/18	16,430	16,439
	Roper Technologies Inc.	6.250%	9/1/19	3,010	3,238
	Roper Technologies Inc.	3.000%	12/15/20	1,400	1,428
	Roper Technologies Inc.	2.800%	12/15/21	6,700	6,762
	Roper Technologies Inc.	3.125%	11/15/22	3,993	4,050
	Roper Technologies Inc.	3.850%	12/15/25	1,200	1,236
	Roper Technologies Inc.	3.800%	12/15/26	10,830	11,140
	Snap-on Inc.	6.125%	9/1/21	3,700	4,215
	Snap-on Inc.	3.250%	3/1/27	2,200	2,226
	Sonoco Products Co.	5.750%	11/1/40	6,400	7,470
	Spirit AeroSystems Inc.	5.250%	3/15/22	600	621
	Spirit AeroSystems Inc.	3.850%	6/15/26	7,770	7,785
	Stanley Black & Decker Inc.	1.622%	11/17/18	5,100	5,082
	Stanley Black & Decker Inc.	2.451%	11/17/18	2,549	2,565
	Stanley Black & Decker Inc.	3.400%	12/1/21	4,875	5,066
	Stanley Black & Decker Inc.	2.900%	11/1/22	2,491	2,520
	Stanley Black & Decker Inc.	5.200%	9/1/40	3,328	3,815

5 Stanley Black & Decker Inc.	5.750%	12/15/53	200	207
Textron Inc.	4.300%	3/1/24	3,725	3,944
Textron Inc.	3.875%	3/1/25	6,385	6,602
Textron Inc.	4.000%	3/15/26	6,700	6,941
Textron Inc.	3.650%	3/15/27	3,875	3,883
Textron Inc.	3.375%	3/1/28	3,725	3,681
Timken Co.	3.875%	9/1/24	1,000	1,008
United Technologies Corp.	1.500%	11/1/19	7,900	7,848
United Technologies Corp.	4.500%	4/15/20	26,253	27,766
United Technologies Corp.	1.900%	5/4/20	15,800	15,760
United Technologies Corp.	1.950%	11/1/21	3,850	3,790
United Technologies Corp.	2.300%	5/4/22	400	397
United Technologies Corp.	3.100%	6/1/22	6,956	7,131
United Technologies Corp.	2.800%	5/4/24	13,600	13,613
United Technologies Corp.	2.650%	11/1/26	3,000	2,888
United Technologies Corp.	3.125%	5/4/27	6,925	6,875
United Technologies Corp.	6.700%	8/1/28	2,397	3,128
United Technologies Corp.	7.500%	9/15/29	4,821	6,683
United Technologies Corp.	5.400%	5/1/35	7,275	8,563
United Technologies Corp.	6.050%	6/1/36	8,612	10,866
United Technologies Corp.	6.125%	7/15/38	5,696	7,309
United Technologies Corp.	5.700%	4/15/40	10,930	13,636
United Technologies Corp.	4.500%	6/1/42	42,109	45,187
United Technologies Corp.	4.150%	5/15/45	9,725	9,936
United Technologies Corp.	3.750%	11/1/46	13,650	13,159
United Technologies Corp.	4.050%	5/4/47	3,300	3,323
Vulcan Materials Co.	7.500%	6/15/21	4,485	5,239
Vulcan Materials Co.	4.500%	4/1/25	3,450	3,665
Vulcan Materials Co.	4.500%	6/15/47	9,000	9,074
Wabtec Corp.	3.450%	11/15/26	7,450	7,322
Waste Management Inc.	4.750%	6/30/20	10,294	11,017
Waste Management Inc.	4.600%	3/1/21	9,470	10,140
Waste Management Inc.	2.900%	9/15/22	250	254
Waste Management Inc.	2.400%	5/15/23	8,750	8,644
Waste Management Inc.	3.500%	5/15/24	3,250	3,376
Waste Management Inc.	3.125%	3/1/25	7,395	7,484
Waste Management Inc.	3.900%	3/1/35	2,210	2,292
Waste Management Inc.	6.125%	11/30/39	575	748
Waste Management Inc.	4.100%	3/1/45	6,209	6,514
WW Grainger Inc.	4.600%	6/15/45	12,068	12,896
WW Grainger Inc.	3.750%	5/15/46	4,975	4,724
Xylem Inc.	4.875%	10/1/21	160	173
Xylem Inc.	3.250%	11/1/26	1,026	1,022
Xylem Inc.	4.375%	11/1/46	2,950	3,067
Communication (2.7%)
21st Century Fox America Inc.	6.900%	3/1/19	3,045	3,245
21st Century Fox America Inc.	5.650%	8/15/20	4,701	5,130
21st Century Fox America Inc.	4.500%	2/15/21	7,900	8,432
21st Century Fox America Inc.	3.000%	9/15/22	3,560	3,618
21st Century Fox America Inc.	3.700%	9/15/24	2,585	2,686
21st Century Fox America Inc.	3.700%	10/15/25	4,950	5,091
21st Century Fox America Inc.	7.700%	10/30/25	1,225	1,584
21st Century Fox America Inc.	3.375%	11/15/26	6,950	6,951
21st Century Fox America Inc.	6.550%	3/15/33	12,765	16,201
21st Century Fox America Inc.	6.200%	12/15/34	14,541	17,997
21st Century Fox America Inc.	6.400%	12/15/35	24,140	30,601

21st Century Fox America Inc.	8.150%	10/17/36	2,075	3,068
21st Century Fox America Inc.	6.150%	3/1/37	10,073	12,494
21st Century Fox America Inc.	6.650%	11/15/37	760	994
21st Century Fox America Inc.	6.900%	8/15/39	7,523	10,147
21st Century Fox America Inc.	6.150%	2/15/41	4,548	5,703
21st Century Fox America Inc.	5.400%	10/1/43	10,250	11,917
21st Century Fox America Inc.	4.750%	9/15/44	8,050	8,515
21st Century Fox America Inc.	4.950%	10/15/45	727	797
21st Century Fox America Inc.	7.750%	12/1/45	5,160	7,701
21st Century Fox America Inc.	4.750%	11/15/46	2,000	2,135
Activision Blizzard Inc.	2.300%	9/15/21	17,375	17,275
Activision Blizzard Inc.	2.600%	6/15/22	1,475	1,472
Activision Blizzard Inc.	3.400%	9/15/26	20,935	21,171
Activision Blizzard Inc.	3.400%	6/15/27	3,350	3,368
Activision Blizzard Inc.	4.500%	6/15/47	5,405	5,512
America Movil SAB de CV	5.000%	10/16/19	7,675	8,134
America Movil SAB de CV	5.000%	3/30/20	12,141	12,953
America Movil SAB de CV	3.125%	7/16/22	36,875	37,733
America Movil SAB de CV	6.375%	3/1/35	15,817	19,719
America Movil SAB de CV	6.125%	11/15/37	4,383	5,325
America Movil SAB de CV	6.125%	3/30/40	14,550	17,753
America Movil SAB de CV	4.375%	7/16/42	12,090	12,355
American Tower Corp.	3.400%	2/15/19	6,325	6,441
American Tower Corp.	2.800%	6/1/20	6,759	6,853
American Tower Corp.	5.050%	9/1/20	6,245	6,731
American Tower Corp.	3.300%	2/15/21	4,052	4,147
American Tower Corp.	3.450%	9/15/21	14,550	15,009
American Tower Corp.	5.900%	11/1/21	7,125	7,992
American Tower Corp.	2.250%	1/15/22	6,265	6,136
American Tower Corp.	3.500%	1/31/23	18,825	19,420
American Tower Corp.	5.000%	2/15/24	11,480	12,652
American Tower Corp.	4.000%	6/1/25	8,115	8,387
American Tower Corp.	4.400%	2/15/26	2,750	2,905
American Tower Corp.	3.375%	10/15/26	4,225	4,164
American Tower Corp.	3.125%	1/15/27	9,050	8,662
American Tower Corp.	3.550%	7/15/27	7,750	7,640
Ameritech Capital Funding Corp.	6.550%	1/15/28	445	518
AT&T Corp.	8.250%	11/15/31	16,578	23,141
AT&T Inc.	2.375%	11/27/18	16,440	16,566
AT&T Inc.	5.800%	2/15/19	23,197	24,403
AT&T Inc.	2.300%	3/11/19	7,342	7,387
AT&T Inc.	5.875%	10/1/19	23,445	25,190
AT&T Inc.	5.200%	3/15/20	12,289	13,167
AT&T Inc.	2.450%	6/30/20	34,233	34,432
AT&T Inc.	4.600%	2/15/21	9,727	10,339
AT&T Inc.	2.800%	2/17/21	19,769	19,989
AT&T Inc.	5.000%	3/1/21	15,018	16,236
AT&T Inc.	4.450%	5/15/21	3,000	3,192
AT&T Inc.	3.875%	8/15/21	15,523	16,261
AT&T Inc.	3.000%	2/15/22	13,161	13,298
AT&T Inc.	3.200%	3/1/22	11,909	12,123
AT&T Inc.	3.800%	3/15/22	16,296	16,977
AT&T Inc.	3.000%	6/30/22	32,750	33,061
AT&T Inc.	2.625%	12/1/22	15,904	15,730
AT&T Inc.	2.850%	2/14/23	17,975	17,864
AT&T Inc.	3.600%	2/17/23	28,005	28,812
AT&T Inc.	3.800%	3/1/24	6,525	6,714

AT&T Inc.	3.900%	3/11/24	100	103
AT&T Inc.	4.450%	4/1/24	7,025	7,459
AT&T Inc.	3.400%	8/14/24	31,100	31,092
AT&T Inc.	3.950%	1/15/25	22,810	23,414
AT&T Inc.	3.400%	5/15/25	38,635	38,114
AT&T Inc.	4.125%	2/17/26	10,092	10,359
AT&T Inc.	4.250%	3/1/27	27,900	28,699
AT&T Inc.	3.900%	8/14/27	52,800	52,868
AT&T Inc.	6.450%	6/15/34	6,760	7,963
AT&T Inc.	4.500%	5/15/35	19,700	19,418
AT&T Inc.	5.250%	3/1/37	21,250	22,312
AT&T Inc.	4.900%	8/14/37	50,750	51,331
AT&T Inc.	6.500%	9/1/37	12,828	15,310
AT&T Inc.	6.300%	1/15/38	9,050	10,603
AT&T Inc.	6.550%	2/15/39	22,474	27,016
AT&T Inc.	6.350%	3/15/40	11,000	12,810
AT&T Inc.	6.000%	8/15/40	10,697	12,051
AT&T Inc.	5.350%	9/1/40	40,068	41,914
AT&T Inc.	6.375%	3/1/41	9,822	11,478
AT&T Inc.	5.550%	8/15/41	10,310	11,080
AT&T Inc.	5.150%	3/15/42	29,909	30,583
AT&T Inc.	4.300%	12/15/42	19,050	17,772
AT&T Inc.	4.800%	6/15/44	27,515	26,749
AT&T Inc.	4.350%	6/15/45	18,053	16,380
AT&T Inc.	4.750%	5/15/46	28,229	27,163
AT&T Inc.	5.650%	2/15/47	5,150	5,571
AT&T Inc.	5.450%	3/1/47	28,075	29,654
AT&T Inc.	4.500%	3/9/48	34,474	31,745
AT&T Inc.	4.550%	3/9/49	12,145	11,194
AT&T Inc.	5.150%	2/14/50	52,725	53,059
AT&T Inc.	5.700%	3/1/57	9,365	10,078
AT&T Inc.	5.300%	8/14/58	30,200	30,505
AT&T Mobility LLC	7.125%	12/15/31	8,115	10,388
Bellsouth Capital Funding Corp.	7.875%	2/15/30	6,590	8,806
BellSouth LLC	6.875%	10/15/31	6,490	7,755
BellSouth LLC	6.550%	6/15/34	2,380	2,794
BellSouth LLC	6.000%	11/15/34	2,162	2,377
BellSouth Telecommunications LLC	6.375%	6/1/28	6,748	7,882
British Telecommunications plc	2.350%	2/14/19	7,500	7,545
British Telecommunications plc	9.125%	12/15/30	27,433	41,362
CBS Corp.	2.300%	8/15/19	6,110	6,145
CBS Corp.	5.750%	4/15/20	9,810	10,669
CBS Corp.	4.300%	2/15/21	5,550	5,861
CBS Corp.	3.375%	3/1/22	6,437	6,651
CBS Corp.	2.500%	2/15/23	12,500	12,281
CBS Corp.	3.700%	8/15/24	3,775	3,871
CBS Corp.	3.500%	1/15/25	2,850	2,893
CBS Corp.	4.000%	1/15/26	5,499	5,678
CBS Corp.	2.900%	1/15/27	12,800	12,085
CBS Corp.	3.375%	2/15/28	6,200	6,041
CBS Corp.	7.875%	7/30/30	2,339	3,209
CBS Corp.	5.500%	5/15/33	668	732
CBS Corp.	5.900%	10/15/40	3,125	3,689
CBS Corp.	4.850%	7/1/42	9,486	9,979
CBS Corp.	4.900%	8/15/44	10,554	11,124
CBS Corp.	4.600%	1/15/45	6,750	6,888

	CC Holdings GS V LLC / Crown Castle GS III
	Corp.	3.849%	4/15/23	11,201	11,686
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	3.579%	7/23/20	23,780	24,405
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.464%	7/23/22	30,820	32,493
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.908%	7/23/25	49,660	52,986
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	3.750%	2/15/28	19,460	18,946
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.200%	3/15/28	3,000	3,034
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	6.384%	10/23/35	21,140	24,677
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	6.484%	10/23/45	36,593	42,896
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	5.375%	5/1/47	26,025	26,904
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	6.834%	10/23/55	4,700	5,696
	Comcast Cable Communications Holdings
	Inc.	9.455%	11/15/22	7,156	9,490
	Comcast Corp.	5.700%	7/1/19	7,350	7,832
	Comcast Corp.	5.150%	3/1/20	9,418	10,115
	Comcast Corp.	1.625%	1/15/22	24	23
	Comcast Corp.	3.125%	7/15/22	14,475	14,990
	Comcast Corp.	2.850%	1/15/23	975	989
	Comcast Corp.	2.750%	3/1/23	12,025	12,113
	Comcast Corp.	3.000%	2/1/24	24,270	24,558
	Comcast Corp.	3.600%	3/1/24	1,820	1,907
	Comcast Corp.	3.375%	2/15/25	9,532	9,770
	Comcast Corp.	3.375%	8/15/25	14,204	14,591
	Comcast Corp.	3.150%	3/1/26	24,195	24,224
	Comcast Corp.	2.350%	1/15/27	8,900	8,294
	Comcast Corp.	3.300%	2/1/27	19,165	19,374
	Comcast Corp.	3.150%	2/15/28	29,500	29,263
	Comcast Corp.	4.250%	1/15/33	15,797	16,958
	Comcast Corp.	7.050%	3/15/33	3,152	4,301
	Comcast Corp.	4.200%	8/15/34	12,550	13,268
	Comcast Corp.	5.650%	6/15/35	3,871	4,720
	Comcast Corp.	4.400%	8/15/35	9,725	10,504
	Comcast Corp.	6.500%	11/15/35	17,230	22,825
	Comcast Corp.	3.200%	7/15/36	11,145	10,468
	Comcast Corp.	6.450%	3/15/37	10,092	13,462
	Comcast Corp.	6.950%	8/15/37	13,211	18,384
	Comcast Corp.	6.400%	5/15/38	15,871	21,240
	Comcast Corp.	6.550%	7/1/39	2,686	3,651
	Comcast Corp.	6.400%	3/1/40	2,050	2,733
	Comcast Corp.	4.650%	7/15/42	19,572	21,660
	Comcast Corp.	4.500%	1/15/43	7,961	8,473
	Comcast Corp.	4.750%	3/1/44	7,050	7,877
	Comcast Corp.	4.600%	8/15/45	23,439	25,875
	Comcast Corp.	3.400%	7/15/46	20,555	18,855
	Comcast Corp.	4.000%	8/15/47	8,575	8,722
	Crown Castle International Corp.	3.400%	2/15/21	14,600	15,029
	Crown Castle International Corp.	2.250%	9/1/21	6,775	6,694
	Crown Castle International Corp.	4.875%	4/15/22	6,800	7,392

	Crown Castle International Corp.	5.250%	1/15/23	19,764	21,835
	Crown Castle International Corp.	3.200%	9/1/24	12,200	12,144
	Crown Castle International Corp.	4.450%	2/15/26	17,985	19,036
	Crown Castle International Corp.	3.700%	6/15/26	11,950	12,026
	Crown Castle International Corp.	4.000%	3/1/27	4,900	5,022
	Crown Castle International Corp.	3.650%	9/1/27	14,175	14,158
	Crown Castle International Corp.	4.750%	5/15/47	2,850	2,910
	Deutsche Telekom International Finance BV	6.000%	7/8/19	10,725	11,421
	Deutsche Telekom International Finance BV	8.750%	6/15/30	41,719	61,240
	Discovery Communications LLC	5.625%	8/15/19	4,175	4,438
	Discovery Communications LLC	2.200%	9/20/19	5,312	5,329
	Discovery Communications LLC	4.375%	6/15/21	4,925	5,200
	Discovery Communications LLC	3.300%	5/15/22	5,250	5,303
	Discovery Communications LLC	2.950%	3/20/23	11,000	10,981
	Discovery Communications LLC	3.250%	4/1/23	2,500	2,503
	Discovery Communications LLC	3.800%	3/13/24	11,775	12,132
	Discovery Communications LLC	3.450%	3/15/25	5,500	5,392
	Discovery Communications LLC	4.900%	3/11/26	13,925	14,862
	Discovery Communications LLC	3.950%	3/20/28	17,850	17,738
	Discovery Communications LLC	5.000%	9/20/37	13,037	13,300
	Discovery Communications LLC	6.350%	6/1/40	4,295	4,967
	Discovery Communications LLC	4.950%	5/15/42	6,575	6,447
	Discovery Communications LLC	4.875%	4/1/43	9,098	8,847
	Discovery Communications LLC	5.200%	9/20/47	13,000	13,137
	Electronic Arts Inc.	3.700%	3/1/21	8,015	8,340
	Electronic Arts Inc.	4.800%	3/1/26	4,065	4,496
	Grupo Televisa SAB	6.625%	3/18/25	3,939	4,683
	Grupo Televisa SAB	4.625%	1/30/26	2,725	2,909
	Grupo Televisa SAB	8.500%	3/11/32	535	725
	Grupo Televisa SAB	6.625%	1/15/40	6,768	8,193
	Grupo Televisa SAB	5.000%	5/13/45	8,461	8,472
	Grupo Televisa SAB	6.125%	1/31/46	13,342	15,441
	Historic TW Inc.	9.150%	2/1/23	6,425	8,256
	Historic TW Inc.	6.625%	5/15/29	2,966	3,701
	Interpublic Group of Cos. Inc.	3.750%	2/15/23	5,475	5,673
	Interpublic Group of Cos. Inc.	4.200%	4/15/24	14,615	15,335
	Koninklijke KPN NV	8.375%	10/1/30	6,571	9,182
	Moody's Corp.	2.750%	7/15/19	3,404	3,453
	Moody's Corp.	5.500%	9/1/20	1,575	1,717
	Moody's Corp.	2.750%	12/15/21	5,800	5,840
	Moody's Corp.	4.500%	9/1/22	15,750	17,020
10	Moody's Corp.	2.625%	1/15/23	3,375	3,354
	Moody's Corp.	4.875%	2/15/24	6,485	7,120
	Moody's Corp.	5.250%	7/15/44	8,150	9,519
	NBCUniversal Media LLC	5.150%	4/30/20	18,090	19,537
	NBCUniversal Media LLC	4.375%	4/1/21	20,960	22,460
	NBCUniversal Media LLC	2.875%	1/15/23	31,359	31,790
	NBCUniversal Media LLC	6.400%	4/30/40	23,765	32,022
	NBCUniversal Media LLC	5.950%	4/1/41	8,183	10,600
	NBCUniversal Media LLC	4.450%	1/15/43	15,817	16,659
	New Cingular Wireless Services Inc.	8.750%	3/1/31	695	1,005
	Omnicom Group Inc.	6.250%	7/15/19	770	826
	Omnicom Group Inc.	4.450%	8/15/20	21,640	22,985
	Omnicom Group Inc.	3.625%	5/1/22	18,378	19,134
	Omnicom Group Inc.	3.650%	11/1/24	10,563	10,779
	Omnicom Group Inc.	3.600%	4/15/26	8,135	8,186
	Orange SA	2.750%	2/6/19	2,150	2,176

Orange SA	5.375%	7/8/19	9,559	10,105
Orange SA	1.625%	11/3/19	11,300	11,225
Orange SA	4.125%	9/14/21	24,370	25,968
Orange SA	9.000%	3/1/31	23,325	35,264
Orange SA	5.375%	1/13/42	15,125	17,759
Orange SA	5.500%	2/6/44	4,591	5,478
Pacific Bell Telephone Co.	7.125%	3/15/26	640	786
Qwest Corp.	6.750%	12/1/21	9,804	10,704
Qwest Corp.	6.875%	9/15/33	8,830	8,609
RELX Capital Inc.	3.125%	10/15/22	11,518	11,783
Rogers Communications Inc.	3.000%	3/15/23	7,175	7,240
Rogers Communications Inc.	4.100%	10/1/23	2,675	2,848
Rogers Communications Inc.	3.625%	12/15/25	3,990	4,084
Rogers Communications Inc.	2.900%	11/15/26	5,500	5,305
Rogers Communications Inc.	7.500%	8/15/38	1,258	1,744
Rogers Communications Inc.	4.500%	3/15/43	3,758	3,957
Rogers Communications Inc.	5.450%	10/1/43	725	862
Rogers Communications Inc.	5.000%	3/15/44	10,809	12,236
S&P Global Inc.	3.300%	8/14/20	6,925	7,073
S&P Global Inc.	4.000%	6/15/25	7,285	7,622
S&P Global Inc.	4.400%	2/15/26	10,900	11,718
S&P Global Inc.	2.950%	1/22/27	10,400	9,962
S&P Global Inc.	6.550%	11/15/37	6,590	8,552
Scripps Networks Interactive Inc.	2.750%	11/15/19	5,465	5,516
Scripps Networks Interactive Inc.	2.800%	6/15/20	5,375	5,415
Scripps Networks Interactive Inc.	3.500%	6/15/22	4,100	4,185
Scripps Networks Interactive Inc.	3.900%	11/15/24	5,375	5,477
Scripps Networks Interactive Inc.	3.950%	6/15/25	2,575	2,610
TCI Communications Inc.	7.875%	2/15/26	4,868	6,470
TCI Communications Inc.	7.125%	2/15/28	2,472	3,242
Telefonica Emisiones SAU	5.877%	7/15/19	9,633	10,198
Telefonica Emisiones SAU	5.134%	4/27/20	9,205	9,856
Telefonica Emisiones SAU	5.462%	2/16/21	12,289	13,427
Telefonica Emisiones SAU	4.570%	4/27/23	16,025	17,448
Telefonica Emisiones SAU	4.103%	3/8/27	11,690	11,965
Telefonica Emisiones SAU	7.045%	6/20/36	24,226	32,185
Telefonica Emisiones SAU	5.213%	3/8/47	25,650	27,646
Telefonica Europe BV	8.250%	9/15/30	10,027	14,125
TELUS Corp.	2.800%	2/16/27	12,850	12,064
Thomson Reuters Corp.	4.700%	10/15/19	1,850	1,939
Thomson Reuters Corp.	4.300%	11/23/23	9,308	9,925
Thomson Reuters Corp.	3.850%	9/29/24	7,150	7,469
Thomson Reuters Corp.	3.350%	5/15/26	5,200	5,187
Thomson Reuters Corp.	5.500%	8/15/35	8,350	9,281
Thomson Reuters Corp.	5.850%	4/15/40	6,295	7,363
Thomson Reuters Corp.	4.500%	5/23/43	1,825	1,828
Thomson Reuters Corp.	5.650%	11/23/43	10,075	11,811
Time Warner Cable LLC	8.750%	2/14/19	13,202	14,339
Time Warner Cable LLC	8.250%	4/1/19	12,826	13,945
Time Warner Cable LLC	5.000%	2/1/20	17,735	18,715
Time Warner Cable LLC	4.125%	2/15/21	2,887	2,998
Time Warner Cable LLC	4.000%	9/1/21	14,193	14,715
Time Warner Cable LLC	6.550%	5/1/37	13,118	15,331
Time Warner Cable LLC	7.300%	7/1/38	15,846	19,782
Time Warner Cable LLC	6.750%	6/15/39	15,759	18,685
Time Warner Cable LLC	5.875%	11/15/40	22,208	24,282
Time Warner Cable LLC	5.500%	9/1/41	10,000	10,404

	Time Warner Cable LLC	4.500%	9/15/42	12,800	12,111
	Time Warner Cos. Inc.	7.570%	2/1/24	1,680	2,083
	Time Warner Cos. Inc.	6.950%	1/15/28	7,612	9,516
	Time Warner Entertainment Co. LP	8.375%	7/15/33	6,985	9,491
	Time Warner Inc.	2.100%	6/1/19	12,280	12,274
	Time Warner Inc.	4.875%	3/15/20	14,505	15,415
	Time Warner Inc.	4.700%	1/15/21	7,920	8,452
	Time Warner Inc.	4.750%	3/29/21	15,390	16,522
	Time Warner Inc.	4.000%	1/15/22	3,200	3,357
	Time Warner Inc.	3.400%	6/15/22	3,695	3,811
	Time Warner Inc.	4.050%	12/15/23	550	580
	Time Warner Inc.	3.550%	6/1/24	7,375	7,479
	Time Warner Inc.	3.600%	7/15/25	20,526	20,576
	Time Warner Inc.	3.875%	1/15/26	16,850	17,102
	Time Warner Inc.	3.800%	2/15/27	13,300	13,285
	Time Warner Inc.	7.625%	4/15/31	10,975	14,902
	Time Warner Inc.	7.700%	5/1/32	9,509	13,130
	Time Warner Inc.	6.200%	3/15/40	4,895	5,749
	Time Warner Inc.	6.100%	7/15/40	11,276	13,190
	Time Warner Inc.	6.250%	3/29/41	11,040	13,194
	Time Warner Inc.	5.375%	10/15/41	2,475	2,658
	Time Warner Inc.	4.900%	6/15/42	1,600	1,609
	Time Warner Inc.	5.350%	12/15/43	7,935	8,533
	Time Warner Inc.	4.650%	6/1/44	8,945	8,692
	Time Warner Inc.	4.850%	7/15/45	4,313	4,386
	Verizon Communications Inc.	2.625%	2/21/20	11,560	11,722
	Verizon Communications Inc.	4.500%	9/15/20	29,945	32,124
	Verizon Communications Inc.	3.450%	3/15/21	10,395	10,760
	Verizon Communications Inc.	4.600%	4/1/21	14,500	15,637
	Verizon Communications Inc.	1.750%	8/15/21	2,550	2,495
	Verizon Communications Inc.	3.000%	11/1/21	12,110	12,313
	Verizon Communications Inc.	3.500%	11/1/21	22,465	23,291
	Verizon Communications Inc.	2.946%	3/15/22	34,235	34,810
	Verizon Communications Inc.	3.125%	3/16/22	19,075	19,538
	Verizon Communications Inc.	2.450%	11/1/22	16,825	16,686
	Verizon Communications Inc.	5.150%	9/15/23	62,740	70,387
	Verizon Communications Inc.	4.150%	3/15/24	19,310	20,425
	Verizon Communications Inc.	3.500%	11/1/24	23,014	23,457
10	Verizon Communications Inc.	3.376%	2/15/25	41,953	42,163
	Verizon Communications Inc.	2.625%	8/15/26	28,450	26,662
	Verizon Communications Inc.	4.125%	3/16/27	41,625	43,418
	Verizon Communications Inc.	4.500%	8/10/33	33,700	34,470
	Verizon Communications Inc.	4.400%	11/1/34	36,452	36,628
	Verizon Communications Inc.	4.272%	1/15/36	31,335	30,681
	Verizon Communications Inc.	5.250%	3/16/37	41,610	45,630
	Verizon Communications Inc.	4.812%	3/15/39	11,100	11,481
	Verizon Communications Inc.	4.750%	11/1/41	13,209	13,266
	Verizon Communications Inc.	3.850%	11/1/42	18,045	15,873
	Verizon Communications Inc.	4.125%	8/15/46	23,673	21,501
	Verizon Communications Inc.	4.862%	8/21/46	46,949	47,848
	Verizon Communications Inc.	5.500%	3/16/47	16,000	17,758
	Verizon Communications Inc.	4.522%	9/15/48	49,548	47,964
	Verizon Communications Inc.	5.012%	4/15/49	47,807	49,264
	Verizon Communications Inc.	5.012%	8/21/54	59,487	59,511
	Verizon Communications Inc.	4.672%	3/15/55	57,071	54,385
	Viacom Inc.	5.625%	9/15/19	12,675	13,490
	Viacom Inc.	3.875%	12/15/21	4,908	5,028

	Viacom Inc.	4.250%	9/1/23	15,326	15,692
	Viacom Inc.	3.875%	4/1/24	15,590	15,591
	Viacom Inc.	3.450%	10/4/26	8,875	8,474
	Viacom Inc.	4.850%	12/15/34	6,085	5,726
	Viacom Inc.	6.875%	4/30/36	9,189	10,192
	Viacom Inc.	4.375%	3/15/43	24,353	20,983
	Viacom Inc.	5.850%	9/1/43	6,365	6,476
	Viacom Inc.	5.250%	4/1/44	2,650	2,526
	Vodafone Group plc	5.450%	6/10/19	8,215	8,662
	Vodafone Group plc	4.375%	3/16/21	5,025	5,349
	Vodafone Group plc	2.500%	9/26/22	13,284	13,257
	Vodafone Group plc	2.950%	2/19/23	17,895	18,131
	Vodafone Group plc	7.875%	2/15/30	755	1,013
	Vodafone Group plc	6.250%	11/30/32	7,575	9,072
	Vodafone Group plc	6.150%	2/27/37	10,425	12,743
	Vodafone Group plc	4.375%	2/19/43	24,574	24,632
	Walt Disney Co.	1.650%	1/8/19	2,100	2,100
	Walt Disney Co.	1.850%	5/30/19	9,705	9,729
	Walt Disney Co.	0.875%	7/12/19	4,900	4,824
	Walt Disney Co.	1.950%	3/4/20	5,525	5,541
	Walt Disney Co.	1.800%	6/5/20	8,500	8,469
	Walt Disney Co.	2.150%	9/17/20	4,000	4,029
	Walt Disney Co.	2.300%	2/12/21	6,930	6,992
	Walt Disney Co.	2.750%	8/16/21	9,318	9,498
	Walt Disney Co.	2.550%	2/15/22	3,806	3,846
	Walt Disney Co.	2.450%	3/4/22	3,400	3,428
	Walt Disney Co.	2.350%	12/1/22	6,836	6,828
	Walt Disney Co.	3.150%	9/17/25	5,400	5,505
	Walt Disney Co.	3.000%	2/13/26	13,800	13,877
	Walt Disney Co.	1.850%	7/30/26	17,000	15,639
	Walt Disney Co.	2.950%	6/15/27	7,225	7,192
	Walt Disney Co.	7.000%	3/1/32	2,843	4,020
	Walt Disney Co.	4.375%	8/16/41	3,835	4,123
	Walt Disney Co.	4.125%	12/1/41	7,850	8,163
	Walt Disney Co.	3.700%	12/1/42	7,129	7,037
	Walt Disney Co.	4.125%	6/1/44	11,315	11,851
	Walt Disney Co.	3.000%	7/30/46	235	203
	WPP Finance 2010	4.750%	11/21/21	12,704	13,631
	WPP Finance 2010	3.625%	9/7/22	7,006	7,254
	WPP Finance 2010	3.750%	9/19/24	6,415	6,564
	WPP Finance 2010	5.125%	9/7/42	100	104
	WPP Finance 2010	5.625%	11/15/43	7,350	8,175
	Consumer Cyclical (2.1%)
	Advance Auto Parts Inc.	4.500%	1/15/22	2,525	2,670
	Advance Auto Parts Inc.	4.500%	12/1/23	4,221	4,404
	Alibaba Group Holding Ltd.	2.500%	11/28/19	23,350	23,521
	Alibaba Group Holding Ltd.	3.125%	11/28/21	7,440	7,583
	Alibaba Group Holding Ltd.	3.600%	11/28/24	13,219	13,688
	Alibaba Group Holding Ltd.	4.500%	11/28/34	6,950	7,632
	Amazon.com Inc.	2.600%	12/5/19	16,809	17,117
10	Amazon.com Inc.	1.900%	8/21/20	11,050	11,075
	Amazon.com Inc.	3.300%	12/5/21	12,404	12,922
	Amazon.com Inc.	2.500%	11/29/22	7,853	7,904
10	Amazon.com Inc.	2.400%	2/22/23	14,350	14,325
10	Amazon.com Inc.	2.800%	8/22/24	16,375	16,484
	Amazon.com Inc.	3.800%	12/5/24	5,130	5,460

10	Amazon.com Inc.	3.150%	8/22/27	34,900	35,125
	Amazon.com Inc.	4.800%	12/5/34	17,946	20,317
10	Amazon.com Inc.	3.875%	8/22/37	22,025	22,256
	Amazon.com Inc.	4.950%	12/5/44	15,850	18,217
10	Amazon.com Inc.	4.050%	8/22/47	37,200	37,852
10	Amazon.com Inc.	4.250%	8/22/57	29,000	29,738
	American Honda Finance Corp.	2.125%	10/10/18	8,223	8,263
	American Honda Finance Corp.	1.200%	7/12/19	8,500	8,414
	American Honda Finance Corp.	2.250%	8/15/19	10,225	10,299
	American Honda Finance Corp.	2.000%	2/14/20	2,200	2,202
	American Honda Finance Corp.	1.950%	7/20/20	6,500	6,488
	American Honda Finance Corp.	2.450%	9/24/20	19,217	19,477
	American Honda Finance Corp.	1.650%	7/12/21	9,850	9,645
	American Honda Finance Corp.	1.700%	9/9/21	15,925	15,623
	American Honda Finance Corp.	2.900%	2/16/24	7,350	7,422
	American Honda Finance Corp.	2.300%	9/9/26	3,950	3,728
	Automatic Data Processing Inc.	2.250%	9/15/20	10,161	10,260
	Automatic Data Processing Inc.	3.375%	9/15/25	7,120	7,362
	AutoNation Inc.	5.500%	2/1/20	2,376	2,537
	AutoNation Inc.	3.350%	1/15/21	3,205	3,262
	AutoNation Inc.	4.500%	10/1/25	7,600	7,999
	AutoZone Inc.	2.500%	4/15/21	3,605	3,595
	AutoZone Inc.	3.700%	4/15/22	9,336	9,698
	AutoZone Inc.	2.875%	1/15/23	2,091	2,089
	AutoZone Inc.	3.125%	7/15/23	375	379
	AutoZone Inc.	3.250%	4/15/25	5,975	5,887
	AutoZone Inc.	3.125%	4/21/26	4,410	4,253
	AutoZone Inc.	3.750%	6/1/27	5,500	5,516
	Bed Bath & Beyond Inc.	3.749%	8/1/24	1,190	1,186
	Bed Bath & Beyond Inc.	4.915%	8/1/34	3,500	3,237
	Bed Bath & Beyond Inc.	5.165%	8/1/44	7,725	6,833
	Best Buy Co. Inc.	5.500%	3/15/21	2,866	3,117
	Block Financial LLC	4.125%	10/1/20	5,115	5,308
	Block Financial LLC	5.500%	11/1/22	2,875	3,130
	Block Financial LLC	5.250%	10/1/25	10,775	11,625
	BorgWarner Inc.	4.625%	9/15/20	1,000	1,064
	BorgWarner Inc.	3.375%	3/15/25	1,000	1,005
	BorgWarner Inc.	4.375%	3/15/45	5,615	5,629
	Carnival Corp.	3.950%	10/15/20	4,050	4,251
	Coach Inc.	3.000%	7/15/22	3,700	3,694
	Coach Inc.	4.250%	4/1/25	5,125	5,266
	Coach Inc.	4.125%	7/15/27	3,775	3,793
	Costco Wholesale Corp.	1.700%	12/15/19	8,168	8,144
	Costco Wholesale Corp.	1.750%	2/15/20	5,425	5,409
	Costco Wholesale Corp.	2.150%	5/18/21	6,925	6,934
	Costco Wholesale Corp.	2.250%	2/15/22	4,200	4,196
	Costco Wholesale Corp.	2.300%	5/18/22	11,700	11,703
	Costco Wholesale Corp.	2.750%	5/18/24	15,625	15,640
	Costco Wholesale Corp.	3.000%	5/18/27	12,250	12,266
	Cummins Inc.	3.650%	10/1/23	4,425	4,650
	Cummins Inc.	7.125%	3/1/28	1,250	1,622
	Cummins Inc.	4.875%	10/1/43	5,850	6,663
	CVS Health Corp.	2.250%	12/5/18	21,000	21,083
	CVS Health Corp.	2.250%	8/12/19	12,615	12,671
	CVS Health Corp.	2.800%	7/20/20	26,225	26,678
	CVS Health Corp.	2.125%	6/1/21	19,850	19,574
	CVS Health Corp.	3.500%	7/20/22	16,350	17,013

	CVS Health Corp.	2.750%	12/1/22	17,530	17,576
	CVS Health Corp.	4.750%	12/1/22	5,000	5,457
	CVS Health Corp.	4.000%	12/5/23	10,086	10,688
	CVS Health Corp.	3.375%	8/12/24	13,185	13,388
	CVS Health Corp.	3.875%	7/20/25	26,379	27,499
	CVS Health Corp.	2.875%	6/1/26	18,050	17,392
	CVS Health Corp.	4.875%	7/20/35	1,400	1,553
	CVS Health Corp.	5.300%	12/5/43	11,835	13,726
	CVS Health Corp.	5.125%	7/20/45	34,105	39,142
	Daimler Finance North America LLC	8.500%	1/18/31	14,012	20,789
	Darden Restaurants Inc.	3.850%	5/1/27	5,600	5,702
	Darden Restaurants Inc.	6.800%	10/15/37	2,000	2,584
	Delphi Automotive plc	3.150%	11/19/20	7,815	7,986
	Delphi Automotive plc	4.250%	1/15/26	9,325	9,911
	Delphi Automotive plc	4.400%	10/1/46	4,220	4,276
	Delphi Corp.	4.150%	3/15/24	7,520	7,972
	Dollar General Corp.	3.250%	4/15/23	10,170	10,364
	Dollar General Corp.	4.150%	11/1/25	3,500	3,714
	Dollar General Corp.	3.875%	4/15/27	3,650	3,789
	DR Horton Inc.	3.750%	3/1/19	1,775	1,806
	DR Horton Inc.	4.375%	9/15/22	5,950	6,342
	DR Horton Inc.	4.750%	2/15/23	3,100	3,355
	DR Horton Inc.	5.750%	8/15/23	7,895	8,962
	eBay Inc.	2.200%	8/1/19	11,075	11,111
	eBay Inc.	2.150%	6/5/20	2,425	2,426
	eBay Inc.	3.250%	10/15/20	5,380	5,529
	eBay Inc.	2.875%	8/1/21	7,550	7,651
	eBay Inc.	3.800%	3/9/22	5,835	6,118
	eBay Inc.	2.600%	7/15/22	7,175	7,141
	eBay Inc.	2.750%	1/30/23	5,800	5,793
	eBay Inc.	3.450%	8/1/24	8,375	8,475
	eBay Inc.	3.600%	6/5/27	8,625	8,546
	eBay Inc.	4.000%	7/15/42	6,423	5,804
	Expedia Inc.	5.950%	8/15/20	7,696	8,408
	Expedia Inc.	4.500%	8/15/24	4,880	5,156
	Expedia Inc.	5.000%	2/15/26	9,275	10,084
10	Expedia Inc.	3.800%	2/15/28	6,600	6,537
	Ford Holdings LLC	9.300%	3/1/30	4,325	5,944
	Ford Motor Co.	4.346%	12/8/26	12,700	13,199
	Ford Motor Co.	6.625%	10/1/28	5,861	6,992
	Ford Motor Co.	6.375%	2/1/29	6,944	8,120
	Ford Motor Co.	7.450%	7/16/31	18,711	24,213
	Ford Motor Co.	4.750%	1/15/43	7,870	7,668
	Ford Motor Co.	7.400%	11/1/46	6,325	8,309
	Ford Motor Co.	5.291%	12/8/46	16,250	16,900
	Ford Motor Credit Co. LLC	5.000%	5/15/18	23,720	24,187
	Ford Motor Credit Co. LLC	2.875%	10/1/18	7,995	8,068
	Ford Motor Credit Co. LLC	2.551%	10/5/18	13,100	13,180
	Ford Motor Credit Co. LLC	2.943%	1/8/19	500	506
	Ford Motor Credit Co. LLC	2.375%	3/12/19	24,025	24,138
	Ford Motor Credit Co. LLC	2.262%	3/28/19	5,600	5,615
	Ford Motor Credit Co. LLC	1.897%	8/12/19	10,600	10,535
	Ford Motor Credit Co. LLC	2.597%	11/4/19	10,000	10,072
	Ford Motor Credit Co. LLC	2.681%	1/9/20	18,700	18,840
	Ford Motor Credit Co. LLC	8.125%	1/15/20	18,197	20,471
	Ford Motor Credit Co. LLC	2.459%	3/27/20	2,002	2,004
	Ford Motor Credit Co. LLC	3.157%	8/4/20	4,286	4,373

Ford Motor Credit Co. LLC	3.200%	1/15/21	17,125	17,405
Ford Motor Credit Co. LLC	5.750%	2/1/21	20,650	22,595
Ford Motor Credit Co. LLC	3.336%	3/18/21	14,950	15,239
Ford Motor Credit Co. LLC	5.875%	8/2/21	21,836	24,244
Ford Motor Credit Co. LLC	3.219%	1/9/22	6,400	6,464
Ford Motor Credit Co. LLC	3.339%	3/28/22	7,325	7,427
Ford Motor Credit Co. LLC	2.979%	8/3/22	24,200	24,181
Ford Motor Credit Co. LLC	4.250%	9/20/22	7,690	8,088
Ford Motor Credit Co. LLC	3.096%	5/4/23	4,400	4,357
Ford Motor Credit Co. LLC	4.375%	8/6/23	15,020	15,801
Ford Motor Credit Co. LLC	3.810%	1/9/24	9,550	9,714
Ford Motor Credit Co. LLC	3.664%	9/8/24	4,375	4,375
Ford Motor Credit Co. LLC	4.134%	8/4/25	16,543	16,932
Ford Motor Credit Co. LLC	4.389%	1/8/26	10,090	10,461
General Motors Co.	3.500%	10/2/18	8,675	8,809
General Motors Co.	4.875%	10/2/23	16,853	18,176
General Motors Co.	4.000%	4/1/25	5,081	5,142
General Motors Co.	5.000%	4/1/35	12,140	12,299
General Motors Co.	6.600%	4/1/36	4,980	5,909
General Motors Co.	5.150%	4/1/38	200	204
General Motors Co.	6.250%	10/2/43	15,705	17,827
General Motors Co.	5.200%	4/1/45	14,137	14,183
General Motors Co.	6.750%	4/1/46	11,225	13,458
General Motors Co.	5.400%	4/1/48	9,000	9,303
General Motors Financial Co. Inc.	3.100%	1/15/19	17,850	18,074
General Motors Financial Co. Inc.	2.400%	5/9/19	11,150	11,188
General Motors Financial Co. Inc.	3.500%	7/10/19	11,434	11,710
General Motors Financial Co. Inc.	2.350%	10/4/19	8,500	8,501
General Motors Financial Co. Inc.	3.150%	1/15/20	10,275	10,452
General Motors Financial Co. Inc.	2.650%	4/13/20	17,000	17,134
General Motors Financial Co. Inc.	3.200%	7/13/20	38,220	39,047
General Motors Financial Co. Inc.	3.700%	11/24/20	15,702	16,216
General Motors Financial Co. Inc.	4.200%	3/1/21	9,675	10,123
General Motors Financial Co. Inc.	3.200%	7/6/21	18,181	18,480
General Motors Financial Co. Inc.	4.375%	9/25/21	5,890	6,242
General Motors Financial Co. Inc.	3.450%	1/14/22	5,700	5,821
General Motors Financial Co. Inc.	3.450%	4/10/22	11,509	11,689
General Motors Financial Co. Inc.	3.150%	6/30/22	8,550	8,589
General Motors Financial Co. Inc.	3.700%	5/9/23	15,700	15,957
General Motors Financial Co. Inc.	4.250%	5/15/23	9,132	9,537
General Motors Financial Co. Inc.	3.950%	4/13/24	13,300	13,537
General Motors Financial Co. Inc.	4.000%	1/15/25	9,650	9,794
General Motors Financial Co. Inc.	4.300%	7/13/25	9,089	9,340
General Motors Financial Co. Inc.	5.250%	3/1/26	5,940	6,446
General Motors Financial Co. Inc.	4.000%	10/6/26	9,520	9,525
General Motors Financial Co. Inc.	4.350%	1/17/27	15,287	15,610
Harley-Davidson Inc.	3.500%	7/28/25	6,925	7,080
Harley-Davidson Inc.	4.625%	7/28/45	5,360	5,580
Harman International Industries Inc.	4.150%	5/15/25	4,125	4,254
Home Depot Inc.	2.000%	6/15/19	10,775	10,840
Home Depot Inc.	1.800%	6/5/20	15,000	14,980
Home Depot Inc.	3.950%	9/15/20	5,225	5,512
Home Depot Inc.	2.000%	4/1/21	9,409	9,370
Home Depot Inc.	4.400%	4/1/21	34,173	36,552
Home Depot Inc.	2.625%	6/1/22	17,700	17,981
Home Depot Inc.	2.700%	4/1/23	3,715	3,758
Home Depot Inc.	3.750%	2/15/24	10,973	11,614

Home Depot Inc.	3.350%	9/15/25	3,705	3,816
Home Depot Inc.	3.000%	4/1/26	10,750	10,771
Home Depot Inc.	2.125%	9/15/26	7,800	7,283
Home Depot Inc.	2.800%	9/14/27	17,000	16,701
Home Depot Inc.	5.875%	12/16/36	32,913	42,639
Home Depot Inc.	5.400%	9/15/40	5,668	6,991
Home Depot Inc.	5.950%	4/1/41	12,053	15,923
Home Depot Inc.	4.200%	4/1/43	16,350	17,469
Home Depot Inc.	4.875%	2/15/44	11,699	13,675
Home Depot Inc.	4.400%	3/15/45	5,717	6,258
Home Depot Inc.	4.250%	4/1/46	13,308	14,322
Home Depot Inc.	3.900%	6/15/47	6,150	6,270
Home Depot Inc.	3.500%	9/15/56	7,875	7,233
Hyatt Hotels Corp.	5.375%	8/15/21	1,347	1,473
Hyatt Hotels Corp.	3.375%	7/15/23	3,446	3,493
Hyatt Hotels Corp.	4.850%	3/15/26	700	762
JD.com Inc.	3.875%	4/29/26	620	620
Kohl's Corp.	4.000%	11/1/21	7,655	7,919
Kohl's Corp.	3.250%	2/1/23	2,518	2,471
Kohl's Corp.	4.750%	12/15/23	2,113	2,213
Kohl's Corp.	4.250%	7/17/25	6,875	6,978
Kohl's Corp.	5.550%	7/17/45	3,865	3,717
Lear Corp.	5.250%	1/15/25	7,262	7,776
Lear Corp.	3.800%	9/15/27	4,500	4,485
Lowe's Cos. Inc.	1.150%	4/15/19	4,800	4,762
Lowe's Cos. Inc.	4.625%	4/15/20	350	368
Lowe's Cos. Inc.	3.750%	4/15/21	2,012	2,114
Lowe's Cos. Inc.	3.800%	11/15/21	2,350	2,481
Lowe's Cos. Inc.	3.120%	4/15/22	9,175	9,479
Lowe's Cos. Inc.	3.875%	9/15/23	14,494	15,470
Lowe's Cos. Inc.	3.125%	9/15/24	13,069	13,349
Lowe's Cos. Inc.	3.375%	9/15/25	10,905	11,213
Lowe's Cos. Inc.	2.500%	4/15/26	11,967	11,455
Lowe's Cos. Inc.	3.100%	5/3/27	15,190	15,110
Lowe's Cos. Inc.	6.500%	3/15/29	1,099	1,415
Lowe's Cos. Inc.	4.650%	4/15/42	17,487	19,667
Lowe's Cos. Inc.	4.250%	9/15/44	3,555	3,707
Lowe's Cos. Inc.	4.375%	9/15/45	9,930	10,554
Lowe's Cos. Inc.	3.700%	4/15/46	15,796	15,310
Lowe's Cos. Inc.	4.050%	5/3/47	20,775	21,321
Macy's Retail Holdings Inc.	3.450%	1/15/21	2,735	2,732
Macy's Retail Holdings Inc.	3.875%	1/15/22	1,083	1,083
Macy's Retail Holdings Inc.	2.875%	2/15/23	13,825	12,982
Macy's Retail Holdings Inc.	4.375%	9/1/23	3,610	3,612
Macy's Retail Holdings Inc.	3.625%	6/1/24	1,375	1,313
Macy's Retail Holdings Inc.	6.650%	7/15/24	105	114
Macy's Retail Holdings Inc.	6.900%	4/1/29	14,560	15,582
Macy's Retail Holdings Inc.	6.900%	1/15/32	25	27
Macy's Retail Holdings Inc.	6.700%	7/15/34	118	125
Macy's Retail Holdings Inc.	4.500%	12/15/34	6,707	5,714
Macy's Retail Holdings Inc.	6.375%	3/15/37	4,275	4,388
Magna International Inc.	3.625%	6/15/24	7,277	7,549
Magna International Inc.	4.150%	10/1/25	1,350	1,438
Marriott International Inc.	3.000%	3/1/19	2,871	2,906
Marriott International Inc.	3.375%	10/15/20	9,108	9,347
Marriott International Inc.	2.875%	3/1/21	4,550	4,594
Marriott International Inc.	3.125%	10/15/21	3,992	4,065

Marriott International Inc.	2.300%	1/15/22	3,000	2,952
Marriott International Inc.	3.250%	9/15/22	3,000	3,050
Marriott International Inc.	3.750%	3/15/25	4,800	4,944
Marriott International Inc.	3.750%	10/1/25	4,460	4,583
Marriott International Inc.	3.125%	6/15/26	7,130	7,029
Mastercard Inc.	2.000%	4/1/19	7,275	7,318
Mastercard Inc.	2.000%	11/21/21	5,250	5,218
Mastercard Inc.	3.375%	4/1/24	9,890	10,301
Mastercard Inc.	2.950%	11/21/26	8,340	8,337
Mastercard Inc.	3.800%	11/21/46	5,240	5,343
McDonald's Corp.	5.800%	10/15/17	5,798	5,806
McDonald's Corp.	2.100%	12/7/18	2,405	2,415
McDonald's Corp.	5.000%	2/1/19	4,565	4,752
McDonald's Corp.	1.875%	5/29/19	7,110	7,122
McDonald's Corp.	3.500%	7/15/20	115	120
McDonald's Corp.	2.750%	12/9/20	6,468	6,585
McDonald's Corp.	3.625%	5/20/21	1,370	1,437
McDonald's Corp.	2.625%	1/15/22	13,770	13,865
McDonald's Corp.	3.250%	6/10/24	125	128
McDonald's Corp.	3.375%	5/26/25	8,540	8,761
McDonald's Corp.	3.700%	1/30/26	17,229	17,952
McDonald's Corp.	3.500%	3/1/27	10,250	10,529
McDonald's Corp.	4.700%	12/9/35	10,350	11,436
McDonald's Corp.	6.300%	10/15/37	4,428	5,715
McDonald's Corp.	6.300%	3/1/38	11,200	14,604
McDonald's Corp.	5.700%	2/1/39	10,552	12,751
McDonald's Corp.	3.700%	2/15/42	6,639	6,242
McDonald's Corp.	3.625%	5/1/43	5,133	4,811
McDonald's Corp.	4.600%	5/26/45	6,244	6,715
McDonald's Corp.	4.875%	12/9/45	17,550	19,717
McDonald's Corp.	4.450%	3/1/47	5,925	6,268
NIKE Inc.	2.250%	5/1/23	430	427
NIKE Inc.	2.375%	11/1/26	13,350	12,616
NIKE Inc.	3.625%	5/1/43	5,218	5,087
NIKE Inc.	3.875%	11/1/45	12,753	12,874
NIKE Inc.	3.375%	11/1/46	4,000	3,703
Nordstrom Inc.	4.750%	5/1/20	4,525	4,690
Nordstrom Inc.	4.000%	10/15/21	9,716	9,929
Nordstrom Inc.	4.000%	3/15/27	6,250	6,200
Nordstrom Inc.	6.950%	3/15/28	1,250	1,382
Nordstrom Inc.	5.000%	1/15/44	10,792	10,591
NVR Inc.	3.950%	9/15/22	6,061	6,351
O'Reilly Automotive Inc.	4.875%	1/14/21	900	964
O'Reilly Automotive Inc.	4.625%	9/15/21	5,393	5,787
O'Reilly Automotive Inc.	3.800%	9/1/22	3,991	4,166
O'Reilly Automotive Inc.	3.850%	6/15/23	6,625	6,913
O'Reilly Automotive Inc.	3.550%	3/15/26	1,950	1,940
O'Reilly Automotive Inc.	3.600%	9/1/27	10,550	10,494
PACCAR Financial Corp.	1.300%	5/10/19	6,400	6,358
PACCAR Financial Corp.	2.200%	9/15/19	2,350	2,364
PACCAR Financial Corp.	2.500%	8/14/20	3,200	3,242
PACCAR Financial Corp.	2.250%	2/25/21	3,000	3,008
PACCAR Financial Corp.	2.300%	8/10/22	4,875	4,852
Priceline Group Inc.	2.750%	3/15/23	6,300	6,270
Priceline Group Inc.	3.650%	3/15/25	3,625	3,717
Priceline Group Inc.	3.600%	6/1/26	20,755	21,089
Priceline Group Inc.	3.550%	3/15/28	6,850	6,859

QVC Inc.	3.125%	4/1/19	3,165	3,199
QVC Inc.	5.125%	7/2/22	2,260	2,399
QVC Inc.	4.375%	3/15/23	995	1,029
QVC Inc.	4.850%	4/1/24	6,763	7,044
QVC Inc.	4.450%	2/15/25	850	863
QVC Inc.	5.450%	8/15/34	2,925	2,878
QVC Inc.	5.950%	3/15/43	4,423	4,355
Ralph Lauren Corp.	2.625%	8/18/20	3,000	3,038
Royal Caribbean Cruises Ltd.	5.250%	11/15/22	4,500	4,995
Starbucks Corp.	2.000%	12/5/18	4,905	4,928
Starbucks Corp.	2.100%	2/4/21	6,450	6,457
Starbucks Corp.	2.700%	6/15/22	3,675	3,731
Starbucks Corp.	3.850%	10/1/23	3,380	3,628
Starbucks Corp.	2.450%	6/15/26	11,100	10,657
Starbucks Corp.	4.300%	6/15/45	3,631	3,934
Target Corp.	2.300%	6/26/19	9,960	10,053
Target Corp.	3.875%	7/15/20	750	790
Target Corp.	2.900%	1/15/22	10,415	10,637
Target Corp.	3.500%	7/1/24	13,995	14,572
Target Corp.	2.500%	4/15/26	7,350	7,014
Target Corp.	6.350%	11/1/32	5,841	7,504
Target Corp.	6.500%	10/15/37	5,137	6,905
Target Corp.	7.000%	1/15/38	4,920	6,847
Target Corp.	4.000%	7/1/42	15,049	15,192
Target Corp.	3.625%	4/15/46	9,700	9,101
TJX Cos. Inc.	2.750%	6/15/21	8,570	8,717
TJX Cos. Inc.	2.500%	5/15/23	2,650	2,637
TJX Cos. Inc.	2.250%	9/15/26	17,300	16,063
Toyota Motor Credit Corp.	2.000%	10/24/18	5,875	5,902
Toyota Motor Credit Corp.	1.700%	1/9/19	8,000	8,001
Toyota Motor Credit Corp.	2.100%	1/17/19	10,225	10,270
Toyota Motor Credit Corp.	1.700%	2/19/19	13,970	13,956
Toyota Motor Credit Corp.	1.400%	5/20/19	19,450	19,362
Toyota Motor Credit Corp.	2.125%	7/18/19	14,985	15,056
Toyota Motor Credit Corp.	1.550%	10/18/19	1,700	1,690
Toyota Motor Credit Corp.	2.150%	3/12/20	18,900	18,981
Toyota Motor Credit Corp.	1.950%	4/17/20	7,650	7,652
Toyota Motor Credit Corp.	4.500%	6/17/20	10,285	10,962
Toyota Motor Credit Corp.	4.250%	1/11/21	2,575	2,739
Toyota Motor Credit Corp.	1.900%	4/8/21	16,300	16,137
Toyota Motor Credit Corp.	2.750%	5/17/21	7,275	7,409
Toyota Motor Credit Corp.	3.400%	9/15/21	10,556	10,981
Toyota Motor Credit Corp.	2.600%	1/11/22	11,850	11,962
Toyota Motor Credit Corp.	3.300%	1/12/22	15,961	16,583
Toyota Motor Credit Corp.	2.800%	7/13/22	3,283	3,338
Toyota Motor Credit Corp.	2.150%	9/8/22	15,000	14,836
Toyota Motor Credit Corp.	2.625%	1/10/23	8,675	8,721
Toyota Motor Credit Corp.	2.250%	10/18/23	5,000	4,904
Toyota Motor Credit Corp.	2.900%	4/17/24	6,200	6,273
Toyota Motor Credit Corp.	3.200%	1/11/27	7,659	7,786
VF Corp.	3.500%	9/1/21	5,550	5,784
VF Corp.	6.450%	11/1/37	5,169	6,812
Visa Inc.	2.200%	12/14/20	32,740	33,033
Visa Inc.	2.150%	9/15/22	5,929	5,906
Visa Inc.	2.800%	12/14/22	31,600	32,300
Visa Inc.	3.150%	12/14/25	51,278	52,352
Visa Inc.	2.750%	9/15/27	6,525	6,384

Visa Inc.	4.150%	12/14/35	15,885	17,402
Visa Inc.	4.300%	12/14/45	37,795	41,818
Visa Inc.	3.650%	9/15/47	6,900	6,861
Wal-Mart Stores Inc.	1.950%	12/15/18	587	590
Wal-Mart Stores Inc.	3.625%	7/8/20	36,819	38,572
Wal-Mart Stores Inc.	3.250%	10/25/20	28,261	29,373
Wal-Mart Stores Inc.	4.250%	4/15/21	4,919	5,280
Wal-Mart Stores Inc.	2.550%	4/11/23	23,360	23,595
Wal-Mart Stores Inc.	3.300%	4/22/24	18,173	19,009
Wal-Mart Stores Inc.	5.875%	4/5/27	20,530	25,779
Wal-Mart Stores Inc.	7.550%	2/15/30	11,255	16,275
Wal-Mart Stores Inc.	5.250%	9/1/35	18,239	22,324
Wal-Mart Stores Inc.	6.200%	4/15/38	11,719	15,888
Wal-Mart Stores Inc.	5.625%	4/1/40	7,300	9,368
Wal-Mart Stores Inc.	4.875%	7/8/40	7,075	8,359
Wal-Mart Stores Inc.	5.000%	10/25/40	11,380	13,603
Wal-Mart Stores Inc.	5.625%	4/15/41	23,796	30,689
Wal-Mart Stores Inc.	4.000%	4/11/43	11,222	11,853
Wal-Mart Stores Inc.	4.750%	10/2/43	19,042	22,259
Wal-Mart Stores Inc.	4.300%	4/22/44	15,532	17,241
Walgreen Co.	5.250%	1/15/19	3,862	4,015
Walgreen Co.	3.100%	9/15/22	11,722	11,903
Walgreen Co.	4.400%	9/15/42	7,750	7,809
Walgreens Boots Alliance Inc.	2.700%	11/18/19	13,380	13,561
Walgreens Boots Alliance Inc.	3.300%	11/18/21	12,635	13,051
Walgreens Boots Alliance Inc.	3.800%	11/18/24	14,083	14,568
Walgreens Boots Alliance Inc.	3.450%	6/1/26	28,500	28,281
Walgreens Boots Alliance Inc.	4.500%	11/18/34	3,290	3,418
Walgreens Boots Alliance Inc.	4.800%	11/18/44	14,674	15,575
Walgreens Boots Alliance Inc.	4.650%	6/1/46	15,425	16,051
Western Union Co.	5.253%	4/1/20	4,026	4,293
Western Union Co.	3.600%	3/15/22	11,700	11,876
Western Union Co.	6.200%	11/17/36	3,623	3,898
Western Union Co.	6.200%	6/21/40	3,400	3,602
Wyndham Worldwide Corp.	4.250%	3/1/22	13,698	13,877
Wyndham Worldwide Corp.	3.900%	3/1/23	2,725	2,722
Wyndham Worldwide Corp.	5.100%	10/1/25	2,516	2,635
Wyndham Worldwide Corp.	4.500%	4/1/27	1,600	1,623
Consumer Noncyclical (4.4%)
Abbott Laboratories	5.125%	4/1/19	14,628	15,316
Abbott Laboratories	2.350%	11/22/19	29,625	29,861
Abbott Laboratories	2.000%	3/15/20	7,250	7,229
Abbott Laboratories	4.125%	5/27/20	9,743	10,231
Abbott Laboratories	2.800%	9/15/20	5,650	5,740
Abbott Laboratories	2.900%	11/30/21	32,475	33,056
Abbott Laboratories	2.550%	3/15/22	7,050	7,052
Abbott Laboratories	3.250%	4/15/23	9,425	9,619
Abbott Laboratories	3.400%	11/30/23	25,000	25,736
Abbott Laboratories	2.950%	3/15/25	3,275	3,229
Abbott Laboratories	3.875%	9/15/25	3,400	3,532
Abbott Laboratories	3.750%	11/30/26	40,400	41,460
Abbott Laboratories	4.750%	11/30/36	22,260	24,449
Abbott Laboratories	6.150%	11/30/37	5,641	7,004
Abbott Laboratories	6.000%	4/1/39	1,425	1,754
Abbott Laboratories	5.300%	5/27/40	2,603	2,961
Abbott Laboratories	4.750%	4/15/43	8,250	8,957

Abbott Laboratories	4.900%	11/30/46	40,410	45,070
AbbVie Inc.	2.000%	11/6/18	14,975	15,011
AbbVie Inc.	2.500%	5/14/20	39,568	40,039
AbbVie Inc.	2.300%	5/14/21	9,825	9,810
AbbVie Inc.	2.900%	11/6/22	24,350	24,691
AbbVie Inc.	3.200%	11/6/22	24,692	25,317
AbbVie Inc.	2.850%	5/14/23	16,925	17,008
AbbVie Inc.	3.600%	5/14/25	38,325	39,658
AbbVie Inc.	3.200%	5/14/26	21,492	21,486
AbbVie Inc.	4.500%	5/14/35	23,249	24,954
AbbVie Inc.	4.300%	5/14/36	11,081	11,589
AbbVie Inc.	4.400%	11/6/42	29,438	30,816
AbbVie Inc.	4.700%	5/14/45	28,166	30,652
AbbVie Inc.	4.450%	5/14/46	20,650	21,719
Actavis Inc.	6.125%	8/15/19	5,410	5,808
Actavis Inc.	3.250%	10/1/22	17,192	17,636
Agilent Technologies Inc.	5.000%	7/15/20	8,405	8,983
Agilent Technologies Inc.	3.200%	10/1/22	6,200	6,276
Agilent Technologies Inc.	3.875%	7/15/23	5,781	5,975
Agilent Technologies Inc.	3.050%	9/22/26	7,775	7,413
Ahold Finance USA LLC	6.875%	5/1/29	855	1,056
AHS Hospital Corp.	5.024%	7/1/45	3,000	3,552
Allergan Funding SCS	2.450%	6/15/19	4,000	4,020
Allergan Funding SCS	3.000%	3/12/20	37,896	38,598
Allergan Funding SCS	3.450%	3/15/22	25,354	26,260
Allergan Funding SCS	3.850%	6/15/24	13,211	13,762
Allergan Funding SCS	3.800%	3/15/25	50,274	52,010
Allergan Funding SCS	4.550%	3/15/35	28,810	30,749
Allergan Funding SCS	4.850%	6/15/44	24,950	27,297
Allergan Funding SCS	4.750%	3/15/45	13,848	15,032
Allergan Inc.	3.375%	9/15/20	835	861
Allergan Inc.	2.800%	3/15/23	4,250	4,247
Altria Group Inc.	9.250%	8/6/19	10,904	12,341
Altria Group Inc.	2.625%	1/14/20	18,443	18,711
Altria Group Inc.	4.750%	5/5/21	14,830	16,110
Altria Group Inc.	2.850%	8/9/22	19,170	19,532
Altria Group Inc.	2.950%	5/2/23	7,885	7,997
Altria Group Inc.	4.000%	1/31/24	11,162	11,863
Altria Group Inc.	2.625%	9/16/26	3,000	2,882
Altria Group Inc.	4.250%	8/9/42	11,788	12,044
Altria Group Inc.	4.500%	5/2/43	12,567	13,464
Altria Group Inc.	5.375%	1/31/44	17,773	21,400
Altria Group Inc.	3.875%	9/16/46	8,275	8,044
AmerisourceBergen Corp.	4.875%	11/15/19	5,395	5,709
AmerisourceBergen Corp.	3.500%	11/15/21	8,419	8,728
AmerisourceBergen Corp.	3.400%	5/15/24	5,725	5,877
AmerisourceBergen Corp.	3.250%	3/1/25	4,740	4,789
AmerisourceBergen Corp.	4.250%	3/1/45	4,609	4,647
Amgen Inc.	5.700%	2/1/19	18,038	18,935
Amgen Inc.	1.900%	5/10/19	16,650	16,677
Amgen Inc.	2.200%	5/22/19	14,493	14,563
Amgen Inc.	2.125%	5/1/20	8,835	8,843
Amgen Inc.	2.200%	5/11/20	12,750	12,789
Amgen Inc.	3.450%	10/1/20	2,266	2,350
Amgen Inc.	4.100%	6/15/21	13,330	14,116
Amgen Inc.	1.850%	8/19/21	8,265	8,120
Amgen Inc.	3.875%	11/15/21	8,855	9,352

	Amgen Inc.	2.700%	5/1/22	5,320	5,344
	Amgen Inc.	2.650%	5/11/22	6,100	6,149
	Amgen Inc.	3.625%	5/15/22	16,679	17,370
	Amgen Inc.	2.250%	8/19/23	14,550	14,170
	Amgen Inc.	3.625%	5/22/24	12,280	12,803
	Amgen Inc.	3.125%	5/1/25	9,082	9,132
	Amgen Inc.	2.600%	8/19/26	12,850	12,322
	Amgen Inc.	4.950%	10/1/41	6,990	7,858
	Amgen Inc.	5.150%	11/15/41	250	287
	Amgen Inc.	4.400%	5/1/45	23,498	24,940
	Amgen Inc.	4.563%	6/15/48	33,607	36,437
	Amgen Inc.	4.663%	6/15/51	48,124	52,772
	Anheuser-Busch Cos. LLC	5.000%	3/1/19	3,020	3,155
	Anheuser-Busch InBev Finance Inc.	1.900%	2/1/19	53,456	53,577
	Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	14,480	14,568
	Anheuser-Busch InBev Finance Inc.	2.650%	2/1/21	75,454	76,672
	Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	24,946	25,081
	Anheuser-Busch InBev Finance Inc.	3.300%	2/1/23	73,425	76,097
	Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	12,250	12,868
	Anheuser-Busch InBev Finance Inc.	3.650%	2/1/26	118,252	122,342
	Anheuser-Busch InBev Finance Inc.	4.700%	2/1/36	67,579	74,428
	Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	11,885	11,811
	Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	6,780	7,385
	Anheuser-Busch InBev Finance Inc.	4.900%	2/1/46	121,488	138,359
	Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	18,542	19,911
	Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	12,700	13,980
	Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	36,587	39,320
	Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	9,765	10,488
	Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	2,624	2,799
	Anheuser-Busch InBev Worldwide Inc.	3.750%	1/15/22	4,050	4,289
	Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	31,494	31,742
	Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	3,018	4,781
	Anheuser-Busch InBev Worldwide Inc.	4.950%	1/15/42	17,500	19,804
	Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	21,005	20,153
	Anheuser-Busch InBev Worldwide Inc.	4.439%	10/6/48	27,618	29,509
	Archer-Daniels-Midland Co.	4.479%	3/1/21	5,118	5,498
	Archer-Daniels-Midland Co.	2.500%	8/11/26	11,202	10,732
	Archer-Daniels-Midland Co.	5.935%	10/1/32	3,305	4,049
	Archer-Daniels-Midland Co.	5.375%	9/15/35	2,438	2,861
	Archer-Daniels-Midland Co.	4.535%	3/26/42	3,700	4,050
	Archer-Daniels-Midland Co.	4.016%	4/16/43	7,344	7,554
	Archer-Daniels-Midland Co.	3.750%	9/15/47	6,250	6,162
	Ascension Health	3.945%	11/15/46	3,000	3,066
5	Ascension Health	4.847%	11/15/53	8,200	9,400
	AstraZeneca plc	1.750%	11/16/18	9,655	9,654
	AstraZeneca plc	1.950%	9/18/19	9,455	9,441
	AstraZeneca plc	2.375%	11/16/20	21,685	21,783
	AstraZeneca plc	2.375%	6/12/22	10,125	10,010
	AstraZeneca plc	3.375%	11/16/25	17,700	17,953
	AstraZeneca plc	3.125%	6/12/27	8,150	8,017
	AstraZeneca plc	6.450%	9/15/37	25,294	33,626
	AstraZeneca plc	4.000%	9/18/42	9,836	9,881
	AstraZeneca plc	4.375%	11/16/45	11,089	11,727
10	BAT Capital Corp.	2.297%	8/14/20	28,300	28,274
10	BAT Capital Corp.	2.764%	8/15/22	21,075	21,093
10	BAT Capital Corp.	3.222%	8/15/24	26,550	26,547
10	BAT Capital Corp.	3.557%	8/15/27	40,900	41,077

10	BAT Capital Corp.	4.390%	8/15/37	33,600	34,345
10	BAT Capital Corp.	4.540%	8/15/47	26,250	26,891
	Baxalta Inc.	2.875%	6/23/20	9,365	9,514
	Baxalta Inc.	3.600%	6/23/22	4,765	4,927
	Baxalta Inc.	4.000%	6/23/25	18,962	19,881
	Baxalta Inc.	5.250%	6/23/45	9,385	10,821
	Baxter International Inc.	1.700%	8/15/21	7,350	7,152
	Baxter International Inc.	2.600%	8/15/26	2,525	2,402
	Baxter International Inc.	3.500%	8/15/46	4,550	4,091
	Baylor Scott & White Holdings Texas
	Revenue	4.185%	11/15/45	4,750	4,972
	Beam Suntory Inc.	3.250%	5/15/22	2,050	2,104
	Beam Suntory Inc.	3.250%	6/15/23	550	553
	Becton Dickinson & Co.	2.133%	6/6/19	7,750	7,770
	Becton Dickinson & Co.	2.675%	12/15/19	11,767	11,910
	Becton Dickinson & Co.	2.404%	6/5/20	10,025	10,047
	Becton Dickinson & Co.	3.250%	11/12/20	6,349	6,489
	Becton Dickinson & Co.	3.125%	11/8/21	10,218	10,399
	Becton Dickinson & Co.	2.894%	6/6/22	19,180	19,238
	Becton Dickinson & Co.	3.300%	3/1/23	3,950	3,980
	Becton Dickinson & Co.	3.875%	5/15/24	100	104
	Becton Dickinson & Co.	3.363%	6/6/24	13,400	13,487
	Becton Dickinson & Co.	3.734%	12/15/24	14,332	14,678
	Becton Dickinson & Co.	3.700%	6/6/27	25,875	26,161
	Becton Dickinson & Co.	5.000%	11/12/40	2,875	3,089
	Becton Dickinson & Co.	4.875%	5/15/44	650	688
	Becton Dickinson & Co.	4.685%	12/15/44	18,575	19,411
	Becton Dickinson & Co.	4.669%	6/6/47	8,775	9,150
	Bestfoods	7.250%	12/15/26	250	328
	Bio-Rad Laboratories Inc.	4.875%	12/15/20	3,400	3,636
	Biogen Inc.	2.900%	9/15/20	20,131	20,624
	Biogen Inc.	3.625%	9/15/22	9,329	9,804
	Biogen Inc.	4.050%	9/15/25	22,650	24,150
	Biogen Inc.	5.200%	9/15/45	25,641	29,468
	Boston Children's Hospital Corp. Revenue	4.115%	1/1/47	2,300	2,411
	Boston Scientific Corp.	2.650%	10/1/18	9,650	9,731
	Boston Scientific Corp.	6.000%	1/15/20	9,984	10,824
	Boston Scientific Corp.	3.375%	5/15/22	3,375	3,465
	Boston Scientific Corp.	4.125%	10/1/23	3,650	3,873
	Boston Scientific Corp.	3.850%	5/15/25	6,050	6,287
	Boston Scientific Corp.	7.000%	11/15/35	7,275	9,239
	Boston Scientific Corp.	7.375%	1/15/40	1,355	1,816
	Bristol-Myers Squibb Co.	1.600%	2/27/19	6,225	6,221
	Bristol-Myers Squibb Co.	1.750%	3/1/19	1,870	1,872
	Bristol-Myers Squibb Co.	2.000%	8/1/22	12,965	12,774
	Bristol-Myers Squibb Co.	7.150%	6/15/23	400	497
	Bristol-Myers Squibb Co.	3.250%	11/1/23	1,700	1,766
	Bristol-Myers Squibb Co.	3.250%	8/1/42	6,621	6,060
	Brown-Forman Corp.	4.500%	7/15/45	4,025	4,319
	Bunge Ltd. Finance Corp.	8.500%	6/15/19	6,880	7,565
	Bunge Ltd. Finance Corp.	3.500%	11/24/20	2,900	2,981
	Bunge Ltd. Finance Corp.	3.000%	9/25/22	3,500	3,486
	Bunge Ltd. Finance Corp.	3.250%	8/15/26	4,800	4,626
	Bunge Ltd. Finance Corp.	3.750%	9/25/27	6,500	6,482
	Campbell Soup Co.	4.250%	4/15/21	1,641	1,744
	Campbell Soup Co.	2.500%	8/2/22	1,425	1,418
	Campbell Soup Co.	3.300%	3/19/25	3,225	3,258

Campbell Soup Co.	3.800%	8/2/42	3,328	3,149
Cardinal Health Inc.	1.948%	6/14/19	8,000	7,997
Cardinal Health Inc.	4.625%	12/15/20	12,165	13,009
Cardinal Health Inc.	2.616%	6/15/22	5,700	5,680
Cardinal Health Inc.	3.200%	6/15/22	3,350	3,426
Cardinal Health Inc.	3.200%	3/15/23	8,033	8,156
Cardinal Health Inc.	3.079%	6/15/24	4,545	4,579
Cardinal Health Inc.	3.500%	11/15/24	500	513
Cardinal Health Inc.	3.750%	9/15/25	3,800	3,942
Cardinal Health Inc.	3.410%	6/15/27	13,215	13,243
Cardinal Health Inc.	4.600%	3/15/43	1,350	1,408
Cardinal Health Inc.	4.500%	11/15/44	3,525	3,666
Cardinal Health Inc.	4.900%	9/15/45	4,120	4,542
Cardinal Health Inc.	4.368%	6/15/47	6,000	6,129
Catholic Health Initiatives Colorado GO	2.950%	11/1/22	4,987	4,857
5 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	9,175	8,615
Celgene Corp.	2.250%	5/15/19	7,775	7,792
Celgene Corp.	2.875%	8/15/20	16,443	16,782
Celgene Corp.	3.950%	10/15/20	16,616	17,505
Celgene Corp.	3.250%	8/15/22	7,900	8,150
Celgene Corp.	3.550%	8/15/22	6,455	6,744
Celgene Corp.	4.000%	8/15/23	5,345	5,718
Celgene Corp.	3.625%	5/15/24	13,075	13,591
Celgene Corp.	3.875%	8/15/25	23,336	24,617
Celgene Corp.	5.700%	10/15/40	4,725	5,556
Celgene Corp.	5.250%	8/15/43	3,830	4,441
Celgene Corp.	4.625%	5/15/44	9,180	9,864
Celgene Corp.	5.000%	8/15/45	20,240	23,031
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	2,100	2,206
Church & Dwight Co. Inc.	2.450%	12/15/19	4,825	4,866
Church & Dwight Co. Inc.	2.450%	8/1/22	1,700	1,693
Church & Dwight Co. Inc.	3.150%	8/1/27	5,000	4,948
Church & Dwight Co. Inc.	3.950%	8/1/47	4,125	4,075
City of Hope	5.623%	11/15/43	2,040	2,558
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	4,785	5,195
Clorox Co.	3.800%	11/15/21	450	473
Clorox Co.	3.050%	9/15/22	4,472	4,585
Clorox Co.	3.500%	12/15/24	7,925	8,173
Clorox Co.	3.100%	10/1/27	1,500	1,492
Coca-Cola Bottling Co. Consolidated	3.800%	11/25/25	8,300	8,455
Coca-Cola Co.	1.650%	11/1/18	21,704	21,719
Coca-Cola Co.	1.375%	5/30/19	5,100	5,079
Coca-Cola Co.	1.875%	10/27/20	5,725	5,719
Coca-Cola Co.	2.450%	11/1/20	15,620	15,880
Coca-Cola Co.	3.150%	11/15/20	8,864	9,214
Coca-Cola Co.	1.550%	9/1/21	10,200	10,000
Coca-Cola Co.	3.300%	9/1/21	3,727	3,905
Coca-Cola Co.	2.200%	5/25/22	5,350	5,365
Coca-Cola Co.	2.500%	4/1/23	1,600	1,610
Coca-Cola Co.	3.200%	11/1/23	14,719	15,310
Coca-Cola Co.	2.875%	10/27/25	18,095	18,214
Coca-Cola Co.	2.550%	6/1/26	5,100	4,986
Coca-Cola Co.	2.250%	9/1/26	10,500	9,988
Coca-Cola Co.	2.900%	5/25/27	8,500	8,476
Coca-Cola Enterprises Inc.	3.500%	9/15/20	5,800	6,014
Coca-Cola Enterprises Inc.	3.250%	8/19/21	1,575	1,613
Coca-Cola Enterprises Inc.	4.500%	9/1/21	2,045	2,181

	Coca-Cola Femsa SAB de CV	2.375%	11/26/18	266	266
	Coca-Cola Femsa SAB de CV	4.625%	2/15/20	1,302	1,373
	Coca-Cola Femsa SAB de CV	3.875%	11/26/23	9,600	10,113
	Coca-Cola Femsa SAB de CV	5.250%	11/26/43	12,775	14,799
	Colgate-Palmolive Co.	1.750%	3/15/19	2,200	2,202
	Colgate-Palmolive Co.	2.450%	11/15/21	6,000	6,069
	Colgate-Palmolive Co.	2.300%	5/3/22	7,160	7,190
	Colgate-Palmolive Co.	1.950%	2/1/23	9,500	9,332
	Colgate-Palmolive Co.	2.100%	5/1/23	5,133	5,044
	Colgate-Palmolive Co.	3.250%	3/15/24	3,450	3,571
	Colgate-Palmolive Co.	4.000%	8/15/45	7,132	7,376
	Colgate-Palmolive Co.	3.700%	8/1/47	6,900	6,815
	Conagra Brands Inc.	3.250%	9/15/22	9,012	9,217
	Conagra Brands Inc.	3.200%	1/25/23	8,291	8,419
	Conagra Brands Inc.	7.000%	10/1/28	1,070	1,340
	Conagra Brands Inc.	8.250%	9/15/30	5,849	8,129
	Constellation Brands Inc.	3.875%	11/15/19	9,690	10,055
	Constellation Brands Inc.	3.750%	5/1/21	5,280	5,507
	Constellation Brands Inc.	6.000%	5/1/22	5,880	6,725
	Constellation Brands Inc.	2.700%	5/9/22	8,400	8,445
	Constellation Brands Inc.	4.250%	5/1/23	17,800	19,091
	Constellation Brands Inc.	4.750%	11/15/24	3,760	4,122
	Constellation Brands Inc.	4.750%	12/1/25	3,050	3,352
	Constellation Brands Inc.	3.700%	12/6/26	7,450	7,634
	Constellation Brands Inc.	3.500%	5/9/27	4,700	4,768
	Constellation Brands Inc.	4.500%	5/9/47	4,650	4,877
	Covidien International Finance SA	4.200%	6/15/20	6,025	6,369
	Covidien International Finance SA	3.200%	6/15/22	15,950	16,461
	CR Bard Inc.	4.400%	1/15/21	2,512	2,636
	CR Bard Inc.	3.000%	5/15/26	2,875	2,825
	CR Bard Inc.	6.700%	12/1/26	3,450	4,283
	Danaher Corp.	2.400%	9/15/20	4,950	4,999
	Danaher Corp.	3.350%	9/15/25	5,100	5,283
	Danaher Corp.	4.375%	9/15/45	5,100	5,489
	Delhaize America LLC	9.000%	4/15/31	4,305	6,346
	Diageo Capital plc	4.828%	7/15/20	5,795	6,227
	Diageo Capital plc	2.625%	4/29/23	14,376	14,530
	Diageo Capital plc	5.875%	9/30/36	2,622	3,357
	Diageo Capital plc	3.875%	4/29/43	5,706	5,747
	Diageo Investment Corp.	2.875%	5/11/22	16,025	16,458
	Diageo Investment Corp.	7.450%	4/15/35	1,250	1,816
	Diageo Investment Corp.	4.250%	5/11/42	4,347	4,600
	Dignity Health California GO	2.637%	11/1/19	3,000	3,029
	Dignity Health California GO	3.125%	11/1/22	2,100	2,117
	Dignity Health California GO	3.812%	11/1/24	2,175	2,246
	Dignity Health California GO	4.500%	11/1/42	7,275	6,888
	Dignity Health California GO	5.267%	11/1/64	2,075	2,156
	Dr Pepper Snapple Group Inc.	2.600%	1/15/19	6,715	6,764
	Dr Pepper Snapple Group Inc.	2.000%	1/15/20	1,320	1,313
	Dr Pepper Snapple Group Inc.	2.700%	11/15/22	4,072	4,067
	Dr Pepper Snapple Group Inc.	3.130%	12/15/23	3,800	3,874
	Dr Pepper Snapple Group Inc.	3.400%	11/15/25	500	507
	Dr Pepper Snapple Group Inc.	2.550%	9/15/26	4,220	3,969
	Dr Pepper Snapple Group Inc.	3.430%	6/15/27	5,200	5,215
10	Dr Pepper Snapple Group Inc.	3.430%	6/15/27	1,700	1,702
	Dr Pepper Snapple Group Inc.	7.450%	5/1/38	678	954
10	Dr Pepper Snapple Group Inc.	4.500%	11/15/45	7,537	7,986

Duke University Health System Inc.	3.920%	6/1/47	6,005	6,144
Edwards Lifesciences Corp.	2.875%	10/15/18	4,550	4,587
Eli Lilly & Co.	1.950%	3/15/19	9,424	9,467
Eli Lilly & Co.	2.350%	5/15/22	1,750	1,757
Eli Lilly & Co.	2.750%	6/1/25	7,795	7,777
Eli Lilly & Co.	3.100%	5/15/27	9,225	9,291
Eli Lilly & Co.	5.550%	3/15/37	3,994	4,987
Eli Lilly & Co.	3.700%	3/1/45	9,640	9,674
Eli Lilly & Co.	3.950%	5/15/47	9,200	9,613
Estee Lauder Cos. Inc.	1.800%	2/7/20	10,000	9,991
Estee Lauder Cos. Inc.	1.700%	5/10/21	4,795	4,728
Estee Lauder Cos. Inc.	3.150%	3/15/27	7,625	7,748
Estee Lauder Cos. Inc.	6.000%	5/15/37	2,897	3,670
Estee Lauder Cos. Inc.	4.375%	6/15/45	5,343	5,752
Estee Lauder Cos. Inc.	4.150%	3/15/47	7,625	8,013
Express Scripts Holding Co.	3.300%	2/25/21	22,500	23,116
Express Scripts Holding Co.	4.750%	11/15/21	11,373	12,347
Express Scripts Holding Co.	3.900%	2/15/22	17,212	18,076
Express Scripts Holding Co.	3.000%	7/15/23	13,887	13,883
Express Scripts Holding Co.	3.500%	6/15/24	5,112	5,184
Express Scripts Holding Co.	4.500%	2/25/26	21,155	22,612
Express Scripts Holding Co.	3.400%	3/1/27	17,405	17,137
Express Scripts Holding Co.	6.125%	11/15/41	2,694	3,258
Express Scripts Holding Co.	4.800%	7/15/46	25,594	27,041
Flowers Foods Inc.	4.375%	4/1/22	8,075	8,674
Flowers Foods Inc.	3.500%	10/1/26	3,000	2,945
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	1,000	991
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	4,215	4,316
General Mills Inc.	5.650%	2/15/19	19,143	20,118
General Mills Inc.	2.200%	10/21/19	9,100	9,175
General Mills Inc.	3.150%	12/15/21	10,478	10,733
General Mills Inc.	3.650%	2/15/24	250	259
General Mills Inc.	3.200%	2/10/27	6,575	6,515
General Mills Inc.	5.400%	6/15/40	4,350	5,067
General Mills Inc.	4.150%	2/15/43	2,875	2,880
Gilead Sciences Inc.	2.050%	4/1/19	5,505	5,529
Gilead Sciences Inc.	1.850%	9/20/19	6,425	6,428
Gilead Sciences Inc.	2.350%	2/1/20	500	505
Gilead Sciences Inc.	2.550%	9/1/20	17,584	17,901
Gilead Sciences Inc.	4.500%	4/1/21	10,981	11,794
Gilead Sciences Inc.	4.400%	12/1/21	21,745	23,489
Gilead Sciences Inc.	1.950%	3/1/22	4,750	4,672
Gilead Sciences Inc.	3.250%	9/1/22	9,050	9,368
Gilead Sciences Inc.	2.500%	9/1/23	8,480	8,422
Gilead Sciences Inc.	3.700%	4/1/24	26,600	28,007
Gilead Sciences Inc.	3.500%	2/1/25	11,219	11,657
Gilead Sciences Inc.	3.650%	3/1/26	30,155	31,389
Gilead Sciences Inc.	2.950%	3/1/27	13,575	13,450
Gilead Sciences Inc.	4.600%	9/1/35	7,625	8,381
Gilead Sciences Inc.	4.000%	9/1/36	5,250	5,434
Gilead Sciences Inc.	5.650%	12/1/41	9,335	11,591
Gilead Sciences Inc.	4.800%	4/1/44	21,284	23,940
Gilead Sciences Inc.	4.500%	2/1/45	20,002	21,552
Gilead Sciences Inc.	4.750%	3/1/46	24,177	27,064
Gilead Sciences Inc.	4.150%	3/1/47	23,100	23,698
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	8,875	9,017
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	3,773	4,508

GlaxoSmithKline Capital Inc.	6.375%	5/15/38	25,574	35,356
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	4,500	4,846
GlaxoSmithKline Capital plc	2.850%	5/8/22	8,506	8,685
Hackensack Meridian Health	4.500%	7/1/57	3,050	3,306
Hasbro Inc.	3.150%	5/15/21	1,500	1,530
Hasbro Inc.	6.350%	3/15/40	5,026	6,121
Hasbro Inc.	5.100%	5/15/44	5,070	5,384
Hershey Co.	4.125%	12/1/20	6,295	6,673
Hershey Co.	2.625%	5/1/23	7,400	7,458
Hershey Co.	3.200%	8/21/25	3,120	3,167
Hershey Co.	2.300%	8/15/26	3,000	2,821
Hillshire Brands Co.	4.100%	9/15/20	2,002	2,086
Ingredion Inc.	4.625%	11/1/20	1,185	1,263
Ingredion Inc.	3.200%	10/1/26	5,435	5,342
JM Smucker Co.	2.500%	3/15/20	10,375	10,469
JM Smucker Co.	3.500%	10/15/21	7,225	7,491
JM Smucker Co.	3.000%	3/15/22	3,595	3,665
JM Smucker Co.	3.500%	3/15/25	9,945	10,172
JM Smucker Co.	4.250%	3/15/35	5,800	6,056
JM Smucker Co.	4.375%	3/15/45	6,625	6,935
Johns Hopkins Health System Corp.	3.837%	5/15/46	5,000	4,989
Johnson & Johnson	1.650%	12/5/18	13,556	13,585
Johnson & Johnson	1.125%	3/1/19	6,300	6,274
Johnson & Johnson	1.875%	12/5/19	6,500	6,529
Johnson & Johnson	2.950%	9/1/20	4,146	4,276
Johnson & Johnson	1.650%	3/1/21	10,980	10,881
Johnson & Johnson	2.450%	12/5/21	7,025	7,116
Johnson & Johnson	2.250%	3/3/22	12,000	12,083
Johnson & Johnson	2.050%	3/1/23	9,250	9,135
Johnson & Johnson	3.375%	12/5/23	8,350	8,861
Johnson & Johnson	2.450%	3/1/26	20,680	20,303
Johnson & Johnson	2.950%	3/3/27	12,150	12,296
Johnson & Johnson	6.950%	9/1/29	3,920	5,360
Johnson & Johnson	4.950%	5/15/33	5,285	6,350
Johnson & Johnson	4.375%	12/5/33	12,949	14,649
Johnson & Johnson	3.550%	3/1/36	10,205	10,485
Johnson & Johnson	3.625%	3/3/37	13,100	13,536
Johnson & Johnson	5.950%	8/15/37	9,471	12,676
Johnson & Johnson	5.850%	7/15/38	4,292	5,727
Johnson & Johnson	4.500%	9/1/40	7,021	8,026
Johnson & Johnson	4.850%	5/15/41	210	251
Johnson & Johnson	4.500%	12/5/43	2,605	3,000
Johnson & Johnson	3.700%	3/1/46	14,837	15,289
Johnson & Johnson	3.750%	3/3/47	15,714	16,434
Kaiser Foundation Hospitals	3.500%	4/1/22	3,365	3,501
Kaiser Foundation Hospitals	3.150%	5/1/27	5,900	5,937
Kaiser Foundation Hospitals	4.875%	4/1/42	8,475	9,920
Kaiser Foundation Hospitals	4.150%	5/1/47	14,000	14,867
Kellogg Co.	4.150%	11/15/19	1,300	1,355
Kellogg Co.	4.000%	12/15/20	8,125	8,551
Kellogg Co.	2.650%	12/1/23	10,800	10,664
Kellogg Co.	3.250%	4/1/26	6,425	6,419
Kellogg Co.	7.450%	4/1/31	900	1,214
Kellogg Co.	4.500%	4/1/46	13,350	13,832
Kimberly-Clark Corp.	7.500%	11/1/18	1,500	1,593
Kimberly-Clark Corp.	1.400%	2/15/19	7,725	7,693
Kimberly-Clark Corp.	3.625%	8/1/20	8,444	8,784

Kimberly-Clark Corp.	3.875%	3/1/21	575	603
Kimberly-Clark Corp.	2.400%	3/1/22	6,125	6,144
Kimberly-Clark Corp.	2.400%	6/1/23	5,397	5,350
Kimberly-Clark Corp.	3.050%	8/15/25	4,130	4,172
Kimberly-Clark Corp.	2.750%	2/15/26	5,900	5,824
Kimberly-Clark Corp.	6.625%	8/1/37	2,128	2,975
Kimberly-Clark Corp.	5.300%	3/1/41	8,468	10,307
Kimberly-Clark Corp.	3.700%	6/1/43	2,485	2,393
Kimberly-Clark Corp.	3.200%	7/30/46	5,090	4,583
Koninklijke Ahold Delhaize NV	5.700%	10/1/40	2,550	2,925
Koninklijke Philips NV	3.750%	3/15/22	11,100	11,707
Koninklijke Philips NV	5.000%	3/15/42	4,460	4,936
Kraft Foods Group Inc.	5.375%	2/10/20	8,438	9,041
Kraft Foods Group Inc.	3.500%	6/6/22	16,556	17,145
Kraft Foods Group Inc.	6.875%	1/26/39	14,751	19,018
Kraft Foods Group Inc.	6.500%	2/9/40	5,435	6,745
Kraft Foods Group Inc.	5.000%	6/4/42	25,212	26,769
Kraft Heinz Foods Co.	2.800%	7/2/20	19,329	19,647
Kraft Heinz Foods Co.	3.500%	7/15/22	8,250	8,531
Kraft Heinz Foods Co.	3.950%	7/15/25	19,935	20,522
Kraft Heinz Foods Co.	3.000%	6/1/26	17,700	16,949
Kraft Heinz Foods Co.	5.000%	7/15/35	8,415	9,164
Kraft Heinz Foods Co.	5.200%	7/15/45	17,230	18,843
Kraft Heinz Foods Co.	4.375%	6/1/46	33,655	33,036
Laboratory Corp. of America Holdings	2.500%	11/1/18	2,025	2,037
Laboratory Corp. of America Holdings	2.625%	2/1/20	2,825	2,855
Laboratory Corp. of America Holdings	3.200%	2/1/22	6,405	6,536
Laboratory Corp. of America Holdings	3.750%	8/23/22	1,040	1,087
Laboratory Corp. of America Holdings	4.000%	11/1/23	1,800	1,928
Laboratory Corp. of America Holdings	3.250%	9/1/24	5,500	5,516
Laboratory Corp. of America Holdings	3.600%	2/1/25	10,150	10,331
Laboratory Corp. of America Holdings	3.600%	9/1/27	6,750	6,787
Laboratory Corp. of America Holdings	4.700%	2/1/45	9,703	10,069
Life Technologies Corp.	6.000%	3/1/20	1,700	1,847
Life Technologies Corp.	5.000%	1/15/21	3,725	3,987
Mattel Inc.	2.350%	5/6/19	3,150	3,157
Mattel Inc.	2.350%	8/15/21	3,450	3,345
Mattel Inc.	3.150%	3/15/23	4,000	3,936
Mattel Inc.	5.450%	11/1/41	4,288	4,288
5 Mayo Clinic	3.774%	11/15/43	6,502	6,517
5 Mayo Clinic	4.000%	11/15/47	3,775	3,894
5 Mayo Clinic	4.128%	11/15/52	1,975	2,097
McCormick & Co. Inc.	3.900%	7/15/21	3,025	3,171
McCormick & Co. Inc.	3.400%	8/15/27	10,400	10,423
McKesson Corp.	7.500%	2/15/19	3,484	3,735
McKesson Corp.	2.284%	3/15/19	12,175	12,216
McKesson Corp.	4.750%	3/1/21	10,320	11,038
McKesson Corp.	2.700%	12/15/22	5,800	5,793
McKesson Corp.	2.850%	3/15/23	250	250
McKesson Corp.	3.796%	3/15/24	12,519	13,127
McKesson Corp.	6.000%	3/1/41	4,439	5,501
McKesson Corp.	4.883%	3/15/44	6,836	7,566
Mead Johnson Nutrition Co.	4.900%	11/1/19	5,460	5,784
Mead Johnson Nutrition Co.	3.000%	11/15/20	5,544	5,689
Mead Johnson Nutrition Co.	4.125%	11/15/25	8,175	8,776
Mead Johnson Nutrition Co.	5.900%	11/1/39	7,200	8,951
Mead Johnson Nutrition Co.	4.600%	6/1/44	5,215	5,725

	Medtronic Global Holdings SCA	1.700%	3/28/19	1,850	1,848
	Medtronic Global Holdings SCA	3.350%	4/1/27	6,675	6,826
	Medtronic Inc.	5.600%	3/15/19	1,450	1,525
	Medtronic Inc.	2.500%	3/15/20	42,499	43,137
	Medtronic Inc.	4.450%	3/15/20	120	127
	Medtronic Inc.	3.125%	3/15/22	5,350	5,507
	Medtronic Inc.	3.150%	3/15/22	38,819	40,150
	Medtronic Inc.	2.750%	4/1/23	1,100	1,110
	Medtronic Inc.	3.625%	3/15/24	9,611	10,109
	Medtronic Inc.	3.500%	3/15/25	41,239	42,932
	Medtronic Inc.	4.375%	3/15/35	34,602	37,963
	Medtronic Inc.	6.500%	3/15/39	2,445	3,333
	Medtronic Inc.	5.550%	3/15/40	4,325	5,349
	Medtronic Inc.	4.500%	3/15/42	5,500	6,073
	Medtronic Inc.	4.625%	3/15/44	5,418	6,092
	Medtronic Inc.	4.625%	3/15/45	50,190	56,844
	Memorial Sloan-Kettering Cancer Center New
	York GO	5.000%	7/1/42	1,175	1,396
	Memorial Sloan-Kettering Cancer Center New
	York GO	4.125%	7/1/52	8,100	8,321
	Memorial Sloan-Kettering Cancer Center New
	York GO	4.200%	7/1/55	1,000	1,043
	Merck & Co. Inc.	1.850%	2/10/20	10,560	10,550
	Merck & Co. Inc.	3.875%	1/15/21	12,017	12,677
	Merck & Co. Inc.	2.350%	2/10/22	12,078	12,160
	Merck & Co. Inc.	2.400%	9/15/22	7,580	7,621
	Merck & Co. Inc.	2.800%	5/18/23	19,249	19,698
	Merck & Co. Inc.	2.750%	2/10/25	24,030	24,087
	Merck & Co. Inc.	6.500%	12/1/33	4,543	6,100
	Merck & Co. Inc.	6.550%	9/15/37	6,063	8,433
	Merck & Co. Inc.	3.600%	9/15/42	10,787	10,648
	Merck & Co. Inc.	4.150%	5/18/43	13,462	14,601
	Merck & Co. Inc.	3.700%	2/10/45	19,606	19,879
	Merck Sharp & Dohme Corp.	5.000%	6/30/19	13,115	13,829
	Merck Sharp & Dohme Corp.	5.750%	11/15/36	2,000	2,539
	Merck Sharp & Dohme Corp.	5.850%	6/30/39	1,410	1,848
10	Molson Coors Brewing Co.	1.900%	3/15/19	7,285	7,275
	Molson Coors Brewing Co.	1.450%	7/15/19	4,580	4,532
10	Molson Coors Brewing Co.	2.250%	3/15/20	7,400	7,402
	Molson Coors Brewing Co.	2.100%	7/15/21	8,275	8,158
	Molson Coors Brewing Co.	3.500%	5/1/22	600	620
	Molson Coors Brewing Co.	3.000%	7/15/26	22,525	21,856
	Molson Coors Brewing Co.	5.000%	5/1/42	11,475	12,781
	Molson Coors Brewing Co.	4.200%	7/15/46	17,440	17,355
	Mondelez International Inc.	6.500%	2/9/40	6,485	8,345
	Mylan Inc.	2.550%	3/28/19	10,761	10,796
	Mylan Inc.	4.200%	11/29/23	14,493	15,014
	Mylan Inc.	5.400%	11/29/43	6,175	6,734
	Mylan NV	2.500%	6/7/19	6,525	6,558
	Mylan NV	3.150%	6/15/21	12,755	12,976
	Mylan NV	3.950%	6/15/26	19,800	20,086
	Mylan NV	5.250%	6/15/46	9,850	10,697
	New York & Presbyterian Hospital	4.024%	8/1/45	7,000	7,232
	New York & Presbyterian Hospital	4.063%	8/1/56	4,750	4,790
	Newell Brands Inc.	2.150%	10/15/18	3,200	3,209
	Newell Brands Inc.	2.875%	12/1/19	6,025	6,118
	Newell Brands Inc.	3.150%	4/1/21	15,340	15,659

Newell Brands Inc.	4.000%	6/15/22	250	262
Newell Brands Inc.	3.850%	4/1/23	17,678	18,604
Newell Brands Inc.	4.000%	12/1/24	10,925	11,406
Newell Brands Inc.	3.900%	11/1/25	4,625	4,763
Newell Brands Inc.	4.200%	4/1/26	26,350	27,708
Newell Brands Inc.	5.375%	4/1/36	6,435	7,501
Newell Brands Inc.	5.500%	4/1/46	23,840	28,165
Northwell Healthcare Inc.	3.979%	11/1/46	9,475	9,019
Northwell Healthcare Inc.	4.260%	11/1/47	11,000	11,092
Novartis Capital Corp.	1.800%	2/14/20	24,000	23,923
Novartis Capital Corp.	4.400%	4/24/20	6,676	7,096
Novartis Capital Corp.	2.400%	5/17/22	20,750	20,800
Novartis Capital Corp.	2.400%	9/21/22	23,754	23,749
Novartis Capital Corp.	3.400%	5/6/24	15,615	16,315
Novartis Capital Corp.	3.000%	11/20/25	9,498	9,626
Novartis Capital Corp.	3.100%	5/17/27	14,790	14,982
Novartis Capital Corp.	3.700%	9/21/42	4,513	4,521
Novartis Capital Corp.	4.400%	5/6/44	19,488	22,072
Novartis Capital Corp.	4.000%	11/20/45	12,356	13,227
Novartis Securities Investment Ltd.	5.125%	2/10/19	13,845	14,463
NYU Hospitals Center	4.784%	7/1/44	4,425	4,945
5 NYU Hospitals Center	4.368%	7/1/47	5,600	5,938
Partners Healthcare System Inc.	4.117%	7/1/55	3,125	3,202
PepsiCo Inc.	2.250%	1/7/19	14,464	14,567
PepsiCo Inc.	1.550%	5/2/19	13,250	13,226
PepsiCo Inc.	1.350%	10/4/19	7,500	7,464
PepsiCo Inc.	4.500%	1/15/20	8,247	8,733
PepsiCo Inc.	1.850%	4/30/20	14,946	14,957
PepsiCo Inc.	2.150%	10/14/20	20,310	20,411
PepsiCo Inc.	3.125%	11/1/20	6,388	6,615
PepsiCo Inc.	3.000%	8/25/21	12,712	13,121
PepsiCo Inc.	1.700%	10/6/21	8,500	8,369
PepsiCo Inc.	2.750%	3/5/22	11,590	11,840
PepsiCo Inc.	2.250%	5/2/22	3,925	3,923
PepsiCo Inc.	3.100%	7/17/22	5,525	5,733
PepsiCo Inc.	2.750%	3/1/23	1,741	1,777
PepsiCo Inc.	3.600%	3/1/24	7,473	7,878
PepsiCo Inc.	2.750%	4/30/25	12,213	12,168
PepsiCo Inc.	3.500%	7/17/25	11,170	11,647
PepsiCo Inc.	2.850%	2/24/26	4,080	4,055
PepsiCo Inc.	2.375%	10/6/26	10,430	9,964
PepsiCo Inc.	5.500%	1/15/40	10,885	13,594
PepsiCo Inc.	4.875%	11/1/40	4,752	5,477
PepsiCo Inc.	4.000%	3/5/42	11,625	11,901
PepsiCo Inc.	3.600%	8/13/42	7,243	7,046
PepsiCo Inc.	4.250%	10/22/44	7,225	7,696
PepsiCo Inc.	4.600%	7/17/45	8,195	9,194
PepsiCo Inc.	4.450%	4/14/46	11,426	12,672
PepsiCo Inc.	3.450%	10/6/46	9,825	9,324
PepsiCo Inc.	4.000%	5/2/47	9,075	9,380
PerkinElmer Inc.	5.000%	11/15/21	4,725	5,129
Perrigo Finance Unlimited Co.	3.500%	3/15/21	2,023	2,077
Perrigo Finance Unlimited Co.	3.500%	12/15/21	2,107	2,174
Perrigo Finance Unlimited Co.	3.900%	12/15/24	7,700	7,838
Perrigo Finance Unlimited Co.	4.375%	3/15/26	20,231	20,809
Perrigo Finance Unlimited Co.	4.900%	12/15/44	10,317	10,438
Pfizer Inc.	2.100%	5/15/19	13,575	13,692

Pfizer Inc.	1.450%	6/3/19	16,425	16,356
Pfizer Inc.	1.700%	12/15/19	29,675	29,658
Pfizer Inc.	1.950%	6/3/21	20,925	20,863
Pfizer Inc.	2.200%	12/15/21	4,950	4,975
Pfizer Inc.	3.000%	6/15/23	9,910	10,217
Pfizer Inc.	3.400%	5/15/24	5,209	5,463
Pfizer Inc.	2.750%	6/3/26	13,360	13,244
Pfizer Inc.	3.000%	12/15/26	20,190	20,362
Pfizer Inc.	4.000%	12/15/36	20,450	21,783
Pfizer Inc.	7.200%	3/15/39	10,072	14,893
Pfizer Inc.	4.300%	6/15/43	8,243	8,902
Pfizer Inc.	4.400%	5/15/44	11,100	12,329
Pfizer Inc.	4.125%	12/15/46	16,525	17,590
Pharmacia LLC	6.600%	12/1/28	6,975	9,114
Philip Morris International Inc.	1.875%	1/15/19	26,150	26,205
Philip Morris International Inc.	1.625%	2/21/19	7,125	7,119
Philip Morris International Inc.	1.375%	2/25/19	5,550	5,513
Philip Morris International Inc.	2.000%	2/21/20	8,950	8,952
Philip Morris International Inc.	4.500%	3/26/20	930	985
Philip Morris International Inc.	1.875%	2/25/21	4,575	4,511
Philip Morris International Inc.	4.125%	5/17/21	3,050	3,232
Philip Morris International Inc.	2.900%	11/15/21	3,890	3,971
Philip Morris International Inc.	2.375%	8/17/22	7,325	7,262
Philip Morris International Inc.	2.500%	8/22/22	1,895	1,891
Philip Morris International Inc.	2.625%	3/6/23	6,340	6,337
Philip Morris International Inc.	2.125%	5/10/23	7,000	6,790
Philip Morris International Inc.	3.600%	11/15/23	5,250	5,522
Philip Morris International Inc.	3.250%	11/10/24	11,100	11,281
Philip Morris International Inc.	3.375%	8/11/25	7,989	8,156
Philip Morris International Inc.	2.750%	2/25/26	17,200	16,766
Philip Morris International Inc.	6.375%	5/16/38	18,167	24,157
Philip Morris International Inc.	4.375%	11/15/41	10,750	11,354
Philip Morris International Inc.	4.500%	3/20/42	5,838	6,206
Philip Morris International Inc.	3.875%	8/21/42	5,785	5,699
Philip Morris International Inc.	4.125%	3/4/43	5,710	5,824
Philip Morris International Inc.	4.875%	11/15/43	12,826	14,323
Philip Morris International Inc.	4.250%	11/10/44	10,875	11,342
5 Procter & Gamble - Esop	9.360%	1/1/21	2,301	2,569
Procter & Gamble Co.	1.600%	11/15/18	6,700	6,705
Procter & Gamble Co.	1.900%	11/1/19	5,130	5,155
Procter & Gamble Co.	1.850%	2/2/21	3,250	3,229
Procter & Gamble Co.	1.700%	11/3/21	9,875	9,746
Procter & Gamble Co.	2.300%	2/6/22	9,648	9,690
Procter & Gamble Co.	3.100%	8/15/23	12,642	13,134
Procter & Gamble Co.	2.700%	2/2/26	7,450	7,387
Procter & Gamble Co.	2.450%	11/3/26	8,850	8,538
Procter & Gamble Co.	5.550%	3/5/37	2,167	2,862
Providence St. Joseph Health Obligated
Group	2.746%	10/1/26	2,000	1,917
Quest Diagnostics Inc.	2.700%	4/1/19	5,030	5,084
Quest Diagnostics Inc.	4.750%	1/30/20	2,650	2,802
Quest Diagnostics Inc.	2.500%	3/30/20	3,000	3,012
Quest Diagnostics Inc.	4.700%	4/1/21	2,000	2,139
Quest Diagnostics Inc.	4.250%	4/1/24	4,587	4,894
Quest Diagnostics Inc.	3.500%	3/30/25	5,420	5,444
Quest Diagnostics Inc.	3.450%	6/1/26	4,735	4,790
Quest Diagnostics Inc.	5.750%	1/30/40	1,368	1,551

Quest Diagnostics Inc.	4.700%	3/30/45	2,032	2,139
Reynolds American Inc.	8.125%	6/23/19	7,728	8,506
Reynolds American Inc.	6.875%	5/1/20	1,550	1,726
Reynolds American Inc.	3.250%	6/12/20	11,335	11,632
Reynolds American Inc.	4.000%	6/12/22	8,250	8,707
Reynolds American Inc.	4.850%	9/15/23	3,425	3,761
Reynolds American Inc.	4.450%	6/12/25	33,000	35,272
Reynolds American Inc.	5.700%	8/15/35	10,750	12,555
Reynolds American Inc.	7.250%	6/15/37	3,034	4,102
Reynolds American Inc.	8.125%	5/1/40	2,569	3,762
Reynolds American Inc.	7.000%	8/4/41	3,375	4,348
Reynolds American Inc.	5.850%	8/15/45	19,150	23,095
RWJ Barnabas Health Inc.	3.949%	7/1/46	4,450	4,389
Sanofi	4.000%	3/29/21	13,823	14,628
Shire Acquisitions Investments Ireland DAC	1.900%	9/23/19	70,700	70,496
Shire Acquisitions Investments Ireland DAC	2.400%	9/23/21	40,250	39,963
Shire Acquisitions Investments Ireland DAC	2.875%	9/23/23	36,085	35,792
Shire Acquisitions Investments Ireland DAC	3.200%	9/23/26	18,840	18,567
SSM Health Care Corp.	3.823%	6/1/27	5,200	5,358
Stryker Corp.	2.000%	3/8/19	6,425	6,444
Stryker Corp.	4.375%	1/15/20	811	854
Stryker Corp.	2.625%	3/15/21	20,325	20,574
Stryker Corp.	3.375%	5/15/24	11,300	11,660
Stryker Corp.	3.375%	11/1/25	9,725	9,919
Stryker Corp.	3.500%	3/15/26	8,865	9,084
Stryker Corp.	4.375%	5/15/44	4,075	4,256
Stryker Corp.	4.625%	3/15/46	10,385	11,315
Sysco Corp.	1.900%	4/1/19	4,700	4,698
Sysco Corp.	2.600%	10/1/20	5,575	5,652
Sysco Corp.	2.500%	7/15/21	4,750	4,771
Sysco Corp.	2.600%	6/12/22	1,150	1,151
Sysco Corp.	3.750%	10/1/25	4,075	4,219
Sysco Corp.	3.300%	7/15/26	8,250	8,298
Sysco Corp.	3.250%	7/15/27	10,000	9,963
Sysco Corp.	5.375%	9/21/35	5,755	6,755
Sysco Corp.	4.850%	10/1/45	3,865	4,263
Sysco Corp.	4.500%	4/1/46	5,115	5,395
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	5,892	5,945
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	11,225	10,858
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	1,720	1,856
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	5,720	5,771
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	12,969	12,798
Teva Pharmaceutical Finance Netherlands III
BV	1.700%	7/19/19	33,279	32,764
Teva Pharmaceutical Finance Netherlands III
BV	2.200%	7/21/21	34,435	33,015
Teva Pharmaceutical Finance Netherlands III
BV	2.800%	7/21/23	29,800	28,404
Teva Pharmaceutical Finance Netherlands III
BV	3.150%	10/1/26	36,086	33,161
Teva Pharmaceutical Finance Netherlands III
BV	4.100%	10/1/46	25,060	21,284
5 Texas Health Resources	4.330%	11/15/55	1,725	1,828
The Kroger Co.	6.800%	12/15/18	2,185	2,304
The Kroger Co.	2.000%	1/15/19	1,600	1,604
The Kroger Co.	2.300%	1/15/19	11,790	11,829
The Kroger Co.	1.500%	9/30/19	4,725	4,669

The Kroger Co.	6.150%	1/15/20	11,699	12,684
The Kroger Co.	3.300%	1/15/21	4,282	4,370
The Kroger Co.	2.600%	2/1/21	3,594	3,597
The Kroger Co.	2.950%	11/1/21	7,134	7,174
The Kroger Co.	3.400%	4/15/22	3,883	3,977
The Kroger Co.	2.800%	8/1/22	2,375	2,376
The Kroger Co.	3.850%	8/1/23	5,550	5,745
The Kroger Co.	4.000%	2/1/24	5,186	5,364
The Kroger Co.	3.500%	2/1/26	3,600	3,505
The Kroger Co.	2.650%	10/15/26	10,075	9,201
The Kroger Co.	3.700%	8/1/27	5,200	5,114
The Kroger Co.	7.700%	6/1/29	8,550	11,062
The Kroger Co.	8.000%	9/15/29	4,185	5,471
The Kroger Co.	7.500%	4/1/31	4,570	5,965
The Kroger Co.	6.900%	4/15/38	5,094	6,305
The Kroger Co.	5.400%	7/15/40	2,018	2,140
The Kroger Co.	5.000%	4/15/42	1,425	1,423
The Kroger Co.	5.150%	8/1/43	950	973
The Kroger Co.	3.875%	10/15/46	5,050	4,387
The Kroger Co.	4.450%	2/1/47	13,275	12,515
The Kroger Co.	4.650%	1/15/48	3,650	3,536
The Pepsi Bottling Group Inc.	7.000%	3/1/29	9,965	13,500
Thermo Fisher Scientific Inc.	2.150%	12/14/18	3,525	3,535
Thermo Fisher Scientific Inc.	2.400%	2/1/19	9,262	9,328
Thermo Fisher Scientific Inc.	4.700%	5/1/20	750	796
Thermo Fisher Scientific Inc.	4.500%	3/1/21	8,800	9,379
Thermo Fisher Scientific Inc.	3.600%	8/15/21	7,296	7,613
Thermo Fisher Scientific Inc.	3.300%	2/15/22	8,645	8,910
Thermo Fisher Scientific Inc.	3.150%	1/15/23	4,465	4,556
Thermo Fisher Scientific Inc.	3.000%	4/15/23	10,500	10,669
Thermo Fisher Scientific Inc.	4.150%	2/1/24	6,939	7,378
Thermo Fisher Scientific Inc.	3.650%	12/15/25	8,375	8,679
Thermo Fisher Scientific Inc.	2.950%	9/19/26	13,780	13,478
Thermo Fisher Scientific Inc.	3.200%	8/15/27	8,550	8,454
Thermo Fisher Scientific Inc.	5.300%	2/1/44	7,076	8,360
Thermo Fisher Scientific Inc.	4.100%	8/15/47	6,750	6,751
Trinity Health Corp.	4.125%	12/1/45	2,740	2,742
Tupperware Brands Corp.	4.750%	6/1/21	5,960	6,301
Tyson Foods Inc.	2.650%	8/15/19	12,731	12,882
Tyson Foods Inc.	2.250%	8/23/21	2,000	1,989
Tyson Foods Inc.	4.500%	6/15/22	16,933	18,250
Tyson Foods Inc.	3.950%	8/15/24	13,633	14,333
Tyson Foods Inc.	3.550%	6/2/27	13,950	14,140
Tyson Foods Inc.	4.875%	8/15/34	9,179	10,134
Tyson Foods Inc.	5.150%	8/15/44	3,950	4,523
Tyson Foods Inc.	4.550%	6/2/47	7,750	8,263
Unilever Capital Corp.	4.800%	2/15/19	6,986	7,273
Unilever Capital Corp.	2.200%	3/6/19	3,600	3,622
Unilever Capital Corp.	2.100%	7/30/20	7,600	7,623
Unilever Capital Corp.	4.250%	2/10/21	12,820	13,691
Unilever Capital Corp.	1.375%	7/28/21	8,830	8,588
Unilever Capital Corp.	2.600%	5/5/24	11,975	11,858
Unilever Capital Corp.	3.100%	7/30/25	7,200	7,278
Unilever Capital Corp.	2.000%	7/28/26	10,125	9,328
Unilever Capital Corp.	5.900%	11/15/32	4,300	5,658
Whirlpool Corp.	2.400%	3/1/19	5,000	5,026
Whirlpool Corp.	4.850%	6/15/21	2,763	2,990

	Whirlpool Corp.	4.700%	6/1/22	4,030	4,369
	Whirlpool Corp.	4.000%	3/1/24	2,734	2,888
	Whirlpool Corp.	3.700%	5/1/25	2,655	2,741
	Whirlpool Corp.	4.500%	6/1/46	6,282	6,507
	Whole Foods Market Inc.	5.200%	12/3/25	10,425	11,972
	Wyeth LLC	7.250%	3/1/23	2,400	2,946
	Wyeth LLC	6.450%	2/1/24	5,425	6,585
	Wyeth LLC	6.500%	2/1/34	6,675	8,950
	Wyeth LLC	6.000%	2/15/36	5,440	7,063
	Wyeth LLC	5.950%	4/1/37	33,368	43,679
	Zeneca Wilmington Inc.	7.000%	11/15/23	4,275	5,204
	Zimmer Biomet Holdings Inc.	4.625%	11/30/19	1,850	1,942
	Zimmer Biomet Holdings Inc.	2.700%	4/1/20	27,300	27,583
	Zimmer Biomet Holdings Inc.	3.375%	11/30/21	5,675	5,812
	Zimmer Biomet Holdings Inc.	3.150%	4/1/22	8,925	9,073
	Zimmer Biomet Holdings Inc.	3.550%	4/1/25	23,140	23,362
	Zimmer Biomet Holdings Inc.	5.750%	11/30/39	1,650	1,902
	Zimmer Biomet Holdings Inc.	4.450%	8/15/45	4,070	4,077
	Zoetis Inc.	3.450%	11/13/20	5,000	5,162
	Zoetis Inc.	3.250%	2/1/23	13,920	14,371
	Zoetis Inc.	4.500%	11/13/25	5,140	5,655
	Zoetis Inc.	3.000%	9/12/27	6,000	5,927
	Zoetis Inc.	4.700%	2/1/43	13,153	14,545
	Zoetis Inc.	3.950%	9/12/47	3,500	3,470
	Energy (2.6%)
	Alberta Energy Co. Ltd.	7.375%	11/1/31	3,650	4,513
	Anadarko Finance Co.	7.500%	5/1/31	8,711	10,904
	Anadarko Petroleum Corp.	8.700%	3/15/19	350	381
	Anadarko Petroleum Corp.	6.950%	6/15/19	1,000	1,077
	Anadarko Petroleum Corp.	4.850%	3/15/21	2,000	2,121
	Anadarko Petroleum Corp.	3.450%	7/15/24	7,494	7,407
	Anadarko Petroleum Corp.	5.550%	3/15/26	22,957	25,602
	Anadarko Petroleum Corp.	6.450%	9/15/36	17,515	20,698
	Anadarko Petroleum Corp.	7.950%	6/15/39	3,405	4,518
	Anadarko Petroleum Corp.	6.200%	3/15/40	13,865	16,054
	Anadarko Petroleum Corp.	4.500%	7/15/44	1,000	949
	Anadarko Petroleum Corp.	6.600%	3/15/46	10,375	12,735
	Andeavor	5.375%	10/1/22	2,000	2,057
10	Andeavor	4.750%	12/15/23	25,705	27,697
	Andeavor	5.125%	4/1/24	1,000	1,056
10	Andeavor	5.125%	12/15/26	24,210	26,510
	Apache Corp.	3.625%	2/1/21	5,600	5,766
	Apache Corp.	3.250%	4/15/22	5,938	5,997
	Apache Corp.	2.625%	1/15/23	1,075	1,053
	Apache Corp.	6.000%	1/15/37	18,505	21,638
	Apache Corp.	5.100%	9/1/40	12,368	12,944
	Apache Corp.	5.250%	2/1/42	10,500	11,127
	Apache Corp.	4.750%	4/15/43	9,106	9,134
	Apache Finance Canada Corp.	7.750%	12/15/29	5,215	6,836
	Baker Hughes a GE Co. LLC	3.200%	8/15/21	10,352	10,631
	Baker Hughes a GE Co. LLC	5.125%	9/15/40	13,730	15,834
	Boardwalk Pipelines LP	5.750%	9/15/19	50	53
	Boardwalk Pipelines LP	3.375%	2/1/23	3,525	3,494
	Boardwalk Pipelines LP	4.950%	12/15/24	8,250	8,750
	Boardwalk Pipelines LP	5.950%	6/1/26	12,160	13,575
	Boardwalk Pipelines LP	4.450%	7/15/27	8,500	8,666

	BP Capital Markets plc	4.750%	3/10/19	11,910	12,412
	BP Capital Markets plc	1.676%	5/3/19	1,200	1,198
	BP Capital Markets plc	2.237%	5/10/19	25,186	25,364
	BP Capital Markets plc	1.768%	9/19/19	5,200	5,200
	BP Capital Markets plc	2.315%	2/13/20	16,038	16,169
	BP Capital Markets plc	4.742%	3/11/21	16,578	17,998
	BP Capital Markets plc	2.112%	9/16/21	8,939	8,861
	BP Capital Markets plc	3.561%	11/1/21	14,870	15,540
	BP Capital Markets plc	3.062%	3/17/22	4,025	4,121
	BP Capital Markets plc	3.245%	5/6/22	20,261	20,970
	BP Capital Markets plc	2.520%	9/19/22	7,950	7,919
	BP Capital Markets plc	2.500%	11/6/22	14,382	14,358
	BP Capital Markets plc	2.750%	5/10/23	24,150	24,107
	BP Capital Markets plc	3.994%	9/26/23	5,800	6,207
	BP Capital Markets plc	3.216%	11/28/23	15,800	16,084
	BP Capital Markets plc	3.814%	2/10/24	5,972	6,278
	BP Capital Markets plc	3.224%	4/14/24	200	204
	BP Capital Markets plc	3.535%	11/4/24	23,559	24,383
	BP Capital Markets plc	3.506%	3/17/25	14,373	14,823
	BP Capital Markets plc	3.119%	5/4/26	6,472	6,466
	BP Capital Markets plc	3.017%	1/16/27	3,503	3,440
	BP Capital Markets plc	3.279%	9/19/27	16,775	16,726
	BP Capital Markets plc	3.723%	11/28/28	13,680	14,069
	Buckeye Partners LP	2.650%	11/15/18	6,900	6,925
	Buckeye Partners LP	4.875%	2/1/21	150	158
	Buckeye Partners LP	4.150%	7/1/23	4,175	4,316
	Buckeye Partners LP	4.350%	10/15/24	400	413
	Buckeye Partners LP	3.950%	12/1/26	8,200	8,061
	Buckeye Partners LP	5.850%	11/15/43	5,800	6,223
	Buckeye Partners LP	5.600%	10/15/44	1,675	1,730
	Burlington Resources Finance Co.	7.200%	8/15/31	1,000	1,326
	Burlington Resources Finance Co.	7.400%	12/1/31	5,150	6,966
	Canadian Natural Resources Ltd.	3.450%	11/15/21	5,663	5,809
	Canadian Natural Resources Ltd.	2.950%	1/15/23	12,650	12,601
	Canadian Natural Resources Ltd.	3.800%	4/15/24	4,823	4,917
	Canadian Natural Resources Ltd.	3.900%	2/1/25	50	51
	Canadian Natural Resources Ltd.	3.850%	6/1/27	13,600	13,760
	Canadian Natural Resources Ltd.	7.200%	1/15/32	5,393	6,666
	Canadian Natural Resources Ltd.	6.450%	6/30/33	5,865	6,946
	Canadian Natural Resources Ltd.	5.850%	2/1/35	3,445	3,884
	Canadian Natural Resources Ltd.	6.500%	2/15/37	6,997	8,475
	Canadian Natural Resources Ltd.	6.250%	3/15/38	10,964	13,131
	Canadian Natural Resources Ltd.	6.750%	2/1/39	4,454	5,441
	Canadian Natural Resources Ltd.	4.950%	6/1/47	3,850	4,079
	Cenovus Energy Inc.	5.700%	10/15/19	15,625	16,523
	Cenovus Energy Inc.	3.000%	8/15/22	7,000	6,877
	Cenovus Energy Inc.	3.800%	9/15/23	16,850	16,934
10	Cenovus Energy Inc.	4.250%	4/15/27	11,125	11,042
10	Cenovus Energy Inc.	5.250%	6/15/37	10,400	10,296
	Cenovus Energy Inc.	6.750%	11/15/39	12,450	14,333
	Cenovus Energy Inc.	4.450%	9/15/42	1,350	1,166
	Cenovus Energy Inc.	5.200%	9/15/43	7,155	6,860
10	Cenovus Energy Inc.	5.400%	6/15/47	17,300	17,347
	Chevron Corp.	1.790%	11/16/18	11,300	11,317
	Chevron Corp.	1.686%	2/28/19	6,000	6,001
	Chevron Corp.	4.950%	3/3/19	21,350	22,303
	Chevron Corp.	1.561%	5/16/19	16,200	16,173

Chevron Corp.	2.193%	11/15/19	12,850	12,955
Chevron Corp.	1.961%	3/3/20	20,743	20,773
Chevron Corp.	1.991%	3/3/20	6,200	6,216
Chevron Corp.	2.427%	6/24/20	7,092	7,198
Chevron Corp.	2.419%	11/17/20	11,074	11,234
Chevron Corp.	2.100%	5/16/21	15,940	15,893
Chevron Corp.	2.411%	3/3/22	8,835	8,863
Chevron Corp.	2.498%	3/3/22	7,150	7,199
Chevron Corp.	2.355%	12/5/22	17,671	17,629
Chevron Corp.	3.191%	6/24/23	17,225	17,833
Chevron Corp.	2.895%	3/3/24	12,270	12,386
Chevron Corp.	3.326%	11/17/25	1,150	1,182
Chevron Corp.	2.954%	5/16/26	21,000	20,905
Cimarex Energy Co.	4.375%	6/1/24	13,700	14,487
Cimarex Energy Co.	3.900%	5/15/27	17,700	17,987
Columbia Pipeline Group Inc.	3.300%	6/1/20	1,485	1,520
Columbia Pipeline Group Inc.	4.500%	6/1/25	14,325	15,316
Columbia Pipeline Group Inc.	5.800%	6/1/45	5,875	7,068
Concho Resources Inc.	3.750%	10/1/27	2,900	2,914
Concho Resources Inc.	4.875%	10/1/47	4,500	4,691
ConocoPhillips	5.900%	10/15/32	12,526	15,110
ConocoPhillips	5.900%	5/15/38	4,362	5,413
ConocoPhillips	6.500%	2/1/39	18,207	24,349
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	5,270	6,581
ConocoPhillips Co.	2.200%	5/15/20	1,150	1,153
ConocoPhillips Co.	4.200%	3/15/21	11,450	12,158
ConocoPhillips Co.	2.875%	11/15/21	13,668	13,897
ConocoPhillips Co.	2.400%	12/15/22	11,630	11,459
ConocoPhillips Co.	3.350%	11/15/24	5,081	5,209
ConocoPhillips Co.	3.350%	5/15/25	250	255
ConocoPhillips Co.	4.950%	3/15/26	24,578	27,675
ConocoPhillips Co.	4.150%	11/15/34	23,371	23,979
ConocoPhillips Co.	4.300%	11/15/44	5,962	6,267
ConocoPhillips Co.	5.950%	3/15/46	7,074	9,170
ConocoPhillips Holding Co.	6.950%	4/15/29	8,659	11,231
Devon Energy Corp.	4.000%	7/15/21	5,365	5,551
Devon Energy Corp.	3.250%	5/15/22	19,047	19,272
Devon Energy Corp.	5.850%	12/15/25	2,200	2,534
Devon Energy Corp.	7.950%	4/15/32	6,130	8,115
Devon Energy Corp.	5.600%	7/15/41	11,374	12,451
Devon Energy Corp.	4.750%	5/15/42	11,547	11,682
Devon Energy Corp.	5.000%	6/15/45	8,353	8,793
Devon Financing Co. LLC	7.875%	9/30/31	15,336	20,243
Dominion Energy Gas Holdings LLC	2.800%	11/15/20	5,250	5,322
Dominion Energy Gas Holdings LLC	3.550%	11/1/23	13,725	14,098
Dominion Energy Gas Holdings LLC	3.600%	12/15/24	7,850	8,008
Dominion Energy Gas Holdings LLC	4.800%	11/1/43	5,650	6,111
Dominion Energy Gas Holdings LLC	4.600%	12/15/44	5,025	5,284
Enable Midstream Partners LP	2.400%	5/15/19	4,000	3,983
Enable Midstream Partners LP	3.900%	5/15/24	9,994	9,986
Enable Midstream Partners LP	4.400%	3/15/27	10,950	11,125
Enable Midstream Partners LP	5.000%	5/15/44	1,225	1,192
Enbridge Energy Partners LP	9.875%	3/1/19	8,235	9,094
Enbridge Energy Partners LP	4.375%	10/15/20	1,480	1,554
Enbridge Energy Partners LP	4.200%	9/15/21	478	501
Enbridge Energy Partners LP	5.875%	10/15/25	3,400	3,876
Enbridge Energy Partners LP	7.500%	4/15/38	11,285	14,186

Enbridge Energy Partners LP	5.500%	9/15/40	8,270	8,694
Enbridge Energy Partners LP	7.375%	10/15/45	4,116	5,350
Enbridge Inc.	2.900%	7/15/22	6,500	6,552
Enbridge Inc.	4.250%	12/1/26	12,550	13,208
Enbridge Inc.	3.700%	7/15/27	9,050	9,181
Enbridge Inc.	4.500%	6/10/44	4,100	4,137
Enbridge Inc.	5.500%	12/1/46	9,400	10,849
Encana Corp.	6.500%	5/15/19	5,525	5,867
Encana Corp.	3.900%	11/15/21	6,892	7,086
Encana Corp.	8.125%	9/15/30	1,300	1,680
Encana Corp.	6.500%	8/15/34	18,265	21,336
Encana Corp.	6.625%	8/15/37	448	536
Encana Corp.	6.500%	2/1/38	10,300	12,228
Energy Transfer LP	9.000%	4/15/19	21,088	23,185
Energy Transfer LP	4.150%	10/1/20	8,051	8,380
Energy Transfer LP	4.650%	6/1/21	4,900	5,204
Energy Transfer LP	5.200%	2/1/22	6,466	6,991
Energy Transfer LP	3.600%	2/1/23	24,981	25,302
Energy Transfer LP	4.900%	2/1/24	1,620	1,728
Energy Transfer LP	4.050%	3/15/25	12,075	12,188
Energy Transfer LP	4.750%	1/15/26	14,500	15,235
Energy Transfer LP	4.200%	4/15/27	5,700	5,761
Energy Transfer LP	8.250%	11/15/29	10	13
Energy Transfer LP	4.900%	3/15/35	4,195	4,099
Energy Transfer LP	6.625%	10/15/36	3,495	3,987
Energy Transfer LP	7.500%	7/1/38	7,457	9,130
Energy Transfer LP	6.050%	6/1/41	4,300	4,647
Energy Transfer LP	6.500%	2/1/42	16,219	18,499
Energy Transfer LP	5.150%	2/1/43	1,524	1,486
Energy Transfer LP	5.950%	10/1/43	4,335	4,585
Energy Transfer LP	5.150%	3/15/45	3,953	3,802
Energy Transfer LP	6.125%	12/15/45	11,050	12,118
Energy Transfer LP	5.300%	4/15/47	5,655	5,647
EnLink Midstream Partners LP	2.700%	4/1/19	750	751
EnLink Midstream Partners LP	4.400%	4/1/24	16,575	17,037
EnLink Midstream Partners LP	4.150%	6/1/25	5,299	5,331
EnLink Midstream Partners LP	4.850%	7/15/26	11,150	11,695
EnLink Midstream Partners LP	5.600%	4/1/44	6,520	6,683
EnLink Midstream Partners LP	5.450%	6/1/47	3,000	3,089
Enterprise Products Operating LLC	6.500%	1/31/19	9,594	10,146
Enterprise Products Operating LLC	2.550%	10/15/19	11,285	11,386
Enterprise Products Operating LLC	5.250%	1/31/20	895	956
Enterprise Products Operating LLC	5.200%	9/1/20	3,258	3,534
Enterprise Products Operating LLC	2.850%	4/15/21	1,010	1,022
Enterprise Products Operating LLC	4.050%	2/15/22	225	237
Enterprise Products Operating LLC	3.350%	3/15/23	11,361	11,661
Enterprise Products Operating LLC	3.900%	2/15/24	18,781	19,683
Enterprise Products Operating LLC	3.750%	2/15/25	16,798	17,362
Enterprise Products Operating LLC	3.700%	2/15/26	4,593	4,701
Enterprise Products Operating LLC	3.950%	2/15/27	4,150	4,351
Enterprise Products Operating LLC	6.875%	3/1/33	5,493	6,925
Enterprise Products Operating LLC	6.650%	10/15/34	1,485	1,852
Enterprise Products Operating LLC	7.550%	4/15/38	2,969	4,066
Enterprise Products Operating LLC	6.125%	10/15/39	5,335	6,505
Enterprise Products Operating LLC	6.450%	9/1/40	743	939
Enterprise Products Operating LLC	5.950%	2/1/41	5,319	6,391
Enterprise Products Operating LLC	5.700%	2/15/42	7,145	8,360

Enterprise Products Operating LLC	4.850%	8/15/42	8,090	8,676
Enterprise Products Operating LLC	4.450%	2/15/43	19,042	19,571
Enterprise Products Operating LLC	4.850%	3/15/44	23,950	25,279
Enterprise Products Operating LLC	5.100%	2/15/45	2,032	2,237
Enterprise Products Operating LLC	4.900%	5/15/46	17,145	18,711
Enterprise Products Operating LLC	4.950%	10/15/54	4,320	4,572
5 Enterprise Products Operating LLC	5.250%	8/16/77	3,100	3,127
EOG Resources Inc.	5.625%	6/1/19	1,006	1,062
EOG Resources Inc.	2.450%	4/1/20	70	71
EOG Resources Inc.	4.400%	6/1/20	9,220	9,729
EOG Resources Inc.	4.100%	2/1/21	9,735	10,231
EOG Resources Inc.	2.625%	3/15/23	16,428	16,305
EOG Resources Inc.	3.150%	4/1/25	7,750	7,733
EOG Resources Inc.	4.150%	1/15/26	4,300	4,546
EOG Resources Inc.	3.900%	4/1/35	4,976	4,958
EQT Corp.	8.125%	6/1/19	4,400	4,828
EQT Corp.	2.500%	10/1/20	2,750	2,757
EQT Corp.	4.875%	11/15/21	6,500	6,999
EQT Corp.	3.000%	10/1/22	4,275	4,282
EQT Corp.	3.900%	10/1/27	11,000	10,952
EQT Midstream Partners LP	4.000%	8/1/24	3,210	3,261
EQT Midstream Partners LP	4.125%	12/1/26	4,800	4,804
Exxon Mobil Corp.	1.819%	3/15/19	2,578	2,583
Exxon Mobil Corp.	1.912%	3/6/20	7,853	7,864
Exxon Mobil Corp.	2.222%	3/1/21	22,465	22,629
Exxon Mobil Corp.	2.397%	3/6/22	27,715	27,841
Exxon Mobil Corp.	2.726%	3/1/23	29,450	29,871
Exxon Mobil Corp.	2.709%	3/6/25	17,905	17,877
Exxon Mobil Corp.	3.043%	3/1/26	12,904	13,147
Exxon Mobil Corp.	3.567%	3/6/45	8,825	8,612
Exxon Mobil Corp.	4.114%	3/1/46	22,200	23,955
Halliburton Co.	3.500%	8/1/23	4,192	4,307
Halliburton Co.	3.800%	11/15/25	45,300	46,433
Halliburton Co.	4.850%	11/15/35	13,335	14,445
Halliburton Co.	6.700%	9/15/38	10,140	12,953
Halliburton Co.	7.450%	9/15/39	4,984	7,013
Halliburton Co.	4.500%	11/15/41	4,496	4,528
Halliburton Co.	4.750%	8/1/43	8,950	9,431
Halliburton Co.	5.000%	11/15/45	20,265	22,217
Helmerich & Payne International Drilling Co.	4.650%	3/15/25	3,500	3,712
Hess Corp.	3.500%	7/15/24	5,050	4,944
Hess Corp.	4.300%	4/1/27	7,600	7,528
Hess Corp.	7.875%	10/1/29	5,983	7,187
Hess Corp.	7.300%	8/15/31	4,528	5,266
Hess Corp.	7.125%	3/15/33	4,642	5,373
Hess Corp.	6.000%	1/15/40	15,268	15,803
Hess Corp.	5.600%	2/15/41	12,807	12,758
Hess Corp.	5.800%	4/1/47	6,700	6,873
HollyFrontier Corp.	5.875%	4/1/26	2,380	2,587
Husky Energy Inc.	6.150%	6/15/19	650	693
Husky Energy Inc.	7.250%	12/15/19	6,216	6,795
Husky Energy Inc.	3.950%	4/15/22	12,571	13,006
Husky Energy Inc.	4.000%	4/15/24	15,363	15,738
Husky Energy Inc.	6.800%	9/15/37	2,716	3,396
Kerr-McGee Corp.	6.950%	7/1/24	9,295	11,136
Kerr-McGee Corp.	7.875%	9/15/31	3,124	3,973
Kinder Morgan Energy Partners LP	2.650%	2/1/19	25,275	25,445

Kinder Morgan Energy Partners LP	6.850%	2/15/20	5,260	5,787
Kinder Morgan Energy Partners LP	6.500%	4/1/20	2,200	2,409
Kinder Morgan Energy Partners LP	3.500%	3/1/21	7,450	7,624
Kinder Morgan Energy Partners LP	5.800%	3/1/21	5,815	6,330
Kinder Morgan Energy Partners LP	5.000%	10/1/21	12,450	13,358
Kinder Morgan Energy Partners LP	4.150%	3/1/22	6,125	6,394
Kinder Morgan Energy Partners LP	3.950%	9/1/22	8,400	8,697
Kinder Morgan Energy Partners LP	3.450%	2/15/23	6,880	6,942
Kinder Morgan Energy Partners LP	3.500%	9/1/23	13,399	13,494
Kinder Morgan Energy Partners LP	4.150%	2/1/24	450	464
Kinder Morgan Energy Partners LP	4.300%	5/1/24	15,900	16,505
Kinder Morgan Energy Partners LP	4.250%	9/1/24	1,770	1,838
Kinder Morgan Energy Partners LP	7.400%	3/15/31	135	165
Kinder Morgan Energy Partners LP	7.300%	8/15/33	2,465	2,999
Kinder Morgan Energy Partners LP	5.800%	3/15/35	4,749	5,095
Kinder Morgan Energy Partners LP	6.500%	2/1/37	22,141	24,959
Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,768	4,557
Kinder Morgan Energy Partners LP	6.500%	9/1/39	5,995	6,804
Kinder Morgan Energy Partners LP	6.550%	9/15/40	5,750	6,583
Kinder Morgan Energy Partners LP	7.500%	11/15/40	6,381	7,970
Kinder Morgan Energy Partners LP	5.625%	9/1/41	12,317	12,825
Kinder Morgan Energy Partners LP	5.000%	8/15/42	1,995	1,959
Kinder Morgan Energy Partners LP	4.700%	11/1/42	11,474	10,910
Kinder Morgan Energy Partners LP	5.000%	3/1/43	2,591	2,581
Kinder Morgan Energy Partners LP	5.500%	3/1/44	11,074	11,617
Kinder Morgan Energy Partners LP	5.400%	9/1/44	1,759	1,805
Kinder Morgan Inc.	3.050%	12/1/19	11,283	11,486
Kinder Morgan Inc.	3.150%	1/15/23	2,900	2,913
Kinder Morgan Inc.	4.300%	6/1/25	11,375	11,916
Kinder Morgan Inc.	7.800%	8/1/31	4,350	5,518
Kinder Morgan Inc.	7.750%	1/15/32	9,603	12,328
Kinder Morgan Inc.	5.300%	12/1/34	12,367	12,910
Kinder Morgan Inc.	5.550%	6/1/45	23,318	25,235
Kinder Morgan Inc.	5.050%	2/15/46	150	154
Magellan Midstream Partners LP	6.550%	7/15/19	9,765	10,492
Magellan Midstream Partners LP	4.250%	2/1/21	3,945	4,151
Magellan Midstream Partners LP	5.000%	3/1/26	8,350	9,298
Magellan Midstream Partners LP	5.150%	10/15/43	176	195
Magellan Midstream Partners LP	4.250%	9/15/46	4,150	4,109
Magellan Midstream Partners LP	4.200%	10/3/47	8,350	8,237
Marathon Oil Corp.	2.700%	6/1/20	6,791	6,756
Marathon Oil Corp.	2.800%	11/1/22	17,796	17,339
Marathon Oil Corp.	3.850%	6/1/25	11,325	11,285
Marathon Oil Corp.	4.400%	7/15/27	5,000	5,078
Marathon Oil Corp.	6.800%	3/15/32	7,267	8,283
Marathon Oil Corp.	6.600%	10/1/37	5,588	6,417
Marathon Oil Corp.	5.200%	6/1/45	9,975	10,019
Marathon Petroleum Corp.	2.700%	12/14/18	4,400	4,431
Marathon Petroleum Corp.	3.400%	12/15/20	5,725	5,890
Marathon Petroleum Corp.	5.125%	3/1/21	11,717	12,691
Marathon Petroleum Corp.	3.625%	9/15/24	7,375	7,489
Marathon Petroleum Corp.	6.500%	3/1/41	12,890	15,400
Marathon Petroleum Corp.	4.750%	9/15/44	2,127	2,089
Marathon Petroleum Corp.	5.850%	12/15/45	1,459	1,596
Marathon Petroleum Corp.	5.000%	9/15/54	3,252	3,146
MPLX LP	5.500%	2/15/23	5	5
MPLX LP	4.500%	7/15/23	22,232	23,590

MPLX LP	4.875%	12/1/24	29,860	32,185
MPLX LP	4.000%	2/15/25	3,700	3,697
MPLX LP	4.875%	6/1/25	3,470	3,718
MPLX LP	4.125%	3/1/27	12,550	12,796
MPLX LP	5.200%	3/1/47	6,275	6,555
Nabors Industries Inc.	6.150%	2/15/18	14,369	14,537
Nabors Industries Inc.	9.250%	1/15/19	2,450	2,640
National Fuel Gas Co.	4.900%	12/1/21	1,062	1,132
National Fuel Gas Co.	3.750%	3/1/23	3,660	3,744
National Fuel Gas Co.	5.200%	7/15/25	1,200	1,283
National Fuel Gas Co.	3.950%	9/15/27	2,600	2,568
National Oilwell Varco Inc.	2.600%	12/1/22	26,291	25,638
National Oilwell Varco Inc.	3.950%	12/1/42	8,373	7,007
Noble Energy Inc.	5.625%	5/1/21	53	54
Noble Energy Inc.	4.150%	12/15/21	11,224	11,807
Noble Energy Inc.	3.900%	11/15/24	3,850	3,933
Noble Energy Inc.	3.850%	1/15/28	7,000	7,010
Noble Energy Inc.	6.000%	3/1/41	15,901	18,057
Noble Energy Inc.	5.250%	11/15/43	8,127	8,540
Noble Energy Inc.	5.050%	11/15/44	2,825	2,914
Noble Energy Inc.	4.950%	8/15/47	6,500	6,632
Occidental Petroleum Corp.	4.100%	2/1/21	23,816	25,153
Occidental Petroleum Corp.	3.125%	2/15/22	6,990	7,159
Occidental Petroleum Corp.	2.700%	2/15/23	10,268	10,306
Occidental Petroleum Corp.	3.500%	6/15/25	4,320	4,421
Occidental Petroleum Corp.	3.400%	4/15/26	9,404	9,640
Occidental Petroleum Corp.	4.625%	6/15/45	8,056	8,795
Occidental Petroleum Corp.	4.400%	4/15/46	14,853	15,568
Occidental Petroleum Corp.	4.100%	2/15/47	5,800	5,920
Oceaneering International Inc.	4.650%	11/15/24	7,326	7,285
ONEOK Inc.	7.500%	9/1/23	7,700	9,225
ONEOK Inc.	4.000%	7/13/27	2,900	2,927
ONEOK Inc.	6.000%	6/15/35	1,000	1,112
ONEOK Inc.	4.950%	7/13/47	10,950	11,056
ONEOK Partners LP	8.625%	3/1/19	10,050	10,909
ONEOK Partners LP	3.375%	10/1/22	12,877	13,007
ONEOK Partners LP	4.900%	3/15/25	6,969	7,498
ONEOK Partners LP	6.650%	10/1/36	14,169	17,098
ONEOK Partners LP	6.850%	10/15/37	1,875	2,284
ONEOK Partners LP	6.125%	2/1/41	4,765	5,428
Petro-Canada	5.350%	7/15/33	4,725	5,341
Petro-Canada	5.950%	5/15/35	8,410	10,145
Petro-Canada	6.800%	5/15/38	8,509	11,368
Phillips 66	4.300%	4/1/22	14,585	15,545
Phillips 66	4.650%	11/15/34	5,190	5,526
Phillips 66	5.875%	5/1/42	14,431	17,684
Phillips 66	4.875%	11/15/44	25,681	27,947
Phillips 66 Partners LP	2.646%	2/15/20	1,851	1,861
Phillips 66 Partners LP	3.605%	2/15/25	8,008	7,978
Phillips 66 Partners LP	3.550%	10/1/26	1,600	1,566
Phillips 66 Partners LP	4.680%	2/15/45	2,050	1,977
Phillips 66 Partners LP	4.900%	10/1/46	4,700	4,700
Pioneer Natural Resources Co.	3.450%	1/15/21	3,100	3,196
Pioneer Natural Resources Co.	3.950%	7/15/22	8,310	8,729
Pioneer Natural Resources Co.	4.450%	1/15/26	15,000	15,891
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	2,986	3,257

Plains All American Pipeline LP / PAA
Finance Corp.	2.600%	12/15/19	100	100
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	9,656	10,253
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	3,037	3,184
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	3,854	3,870
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	18,203	17,438
Plains All American Pipeline LP / PAA
Finance Corp.	3.850%	10/15/23	3,834	3,829
Plains All American Pipeline LP / PAA
Finance Corp.	3.600%	11/1/24	22,615	21,948
Plains All American Pipeline LP / PAA
Finance Corp.	4.650%	10/15/25	3,458	3,558
Plains All American Pipeline LP / PAA
Finance Corp.	4.500%	12/15/26	7,500	7,610
Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	1,975	2,185
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	7,525	7,085
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	13,247	11,280
Plains All American Pipeline LP / PAA
Finance Corp.	4.700%	6/15/44	4,310	3,886
Plains All American Pipeline LP / PAA
Finance Corp.	4.900%	2/15/45	100	93
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.750%	9/1/20	50	54
Regency Energy Partners LP / Regency
Energy Finance Corp.	6.500%	7/15/21	10,189	10,410
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.875%	3/1/22	8,770	9,713
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.000%	10/1/22	20,850	22,544
Regency Energy Partners LP / Regency
Energy Finance Corp.	5.500%	4/15/23	9,100	9,371
Regency Energy Partners LP / Regency
Energy Finance Corp.	4.500%	11/1/23	14,300	14,997
Repsol Oil & Gas Canada Inc.	7.750%	6/1/19	9,422	10,211
Repsol Oil & Gas Canada Inc.	3.750%	2/1/21	5,779	5,707
Sabine Pass Liquefaction LLC	5.625%	2/1/21	32,387	35,059
Sabine Pass Liquefaction LLC	6.250%	3/15/22	14,375	16,154
Sabine Pass Liquefaction LLC	5.625%	4/15/23	19,248	21,365
Sabine Pass Liquefaction LLC	5.750%	5/15/24	26,625	29,654
Sabine Pass Liquefaction LLC	5.625%	3/1/25	23,950	26,435
Sabine Pass Liquefaction LLC	5.875%	6/30/26	26,500	29,647
Sabine Pass Liquefaction LLC	5.000%	3/15/27	6,700	7,152
Sabine Pass Liquefaction LLC	4.200%	3/15/28	14,200	14,271
Sasol Financing International plc	4.500%	11/14/22	1,600	1,662
Schlumberger Investment SA	3.650%	12/1/23	12,505	13,267
Shell International Finance BV	1.625%	11/10/18	4,700	4,694
Shell International Finance BV	2.000%	11/15/18	10,150	10,179
Shell International Finance BV	1.375%	5/10/19	23,550	23,431
Shell International Finance BV	1.375%	9/12/19	15,200	15,084
Shell International Finance BV	4.300%	9/22/19	26,850	28,123

	Shell International Finance BV	4.375%	3/25/20	7,374	7,827
	Shell International Finance BV	2.125%	5/11/20	12,675	12,750
	Shell International Finance BV	2.250%	11/10/20	2,450	2,465
	Shell International Finance BV	1.875%	5/10/21	23,000	22,853
	Shell International Finance BV	1.750%	9/12/21	13,615	13,436
	Shell International Finance BV	2.375%	8/21/22	7,510	7,517
	Shell International Finance BV	2.250%	1/6/23	12,753	12,637
	Shell International Finance BV	3.400%	8/12/23	8,470	8,846
	Shell International Finance BV	3.250%	5/11/25	18,475	18,883
	Shell International Finance BV	2.875%	5/10/26	29,600	29,429
	Shell International Finance BV	2.500%	9/12/26	17,950	17,300
	Shell International Finance BV	4.125%	5/11/35	21,050	22,225
	Shell International Finance BV	6.375%	12/15/38	25,042	33,527
	Shell International Finance BV	5.500%	3/25/40	6,908	8,387
	Shell International Finance BV	3.625%	8/21/42	6,660	6,379
	Shell International Finance BV	4.550%	8/12/43	13,091	14,220
	Shell International Finance BV	4.375%	5/11/45	29,759	31,868
	Shell International Finance BV	4.000%	5/10/46	21,900	22,196
	Shell International Finance BV	3.750%	9/12/46	24,700	24,267
	Southern Natural Gas Co. LLC / Southern
	Natural Issuing Corp.	4.400%	6/15/21	6,443	6,811
	Spectra Energy Partners LP	4.750%	3/15/24	2,450	2,662
	Spectra Energy Partners LP	3.500%	3/15/25	13,570	13,637
	Spectra Energy Partners LP	3.375%	10/15/26	3,075	3,049
	Spectra Energy Partners LP	5.950%	9/25/43	350	412
	Spectra Energy Partners LP	4.500%	3/15/45	11,300	11,268
	Suncor Energy Inc.	3.600%	12/1/24	1,165	1,200
	Suncor Energy Inc.	7.150%	2/1/32	4,903	6,421
	Suncor Energy Inc.	5.950%	12/1/34	260	313
	Suncor Energy Inc.	6.500%	6/15/38	18,758	24,373
	Suncor Energy Inc.	6.850%	6/1/39	1,859	2,500
	Sunoco Logistics Partners Operations LP	4.400%	4/1/21	22,400	23,600
	Sunoco Logistics Partners Operations LP	3.450%	1/15/23	1,664	1,661
	Sunoco Logistics Partners Operations LP	4.250%	4/1/24	2,250	2,318
	Sunoco Logistics Partners Operations LP	5.950%	12/1/25	6,600	7,426
	Sunoco Logistics Partners Operations LP	4.000%	10/1/27	8,300	8,218
	Sunoco Logistics Partners Operations LP	6.100%	2/15/42	10,440	11,159
	Sunoco Logistics Partners Operations LP	4.950%	1/15/43	475	446
	Sunoco Logistics Partners Operations LP	5.300%	4/1/44	12,828	12,685
	Sunoco Logistics Partners Operations LP	5.350%	5/15/45	6,823	6,775
	Sunoco Logistics Partners Operations LP	5.400%	10/1/47	8,000	8,118
	TC PipeLines LP	3.900%	5/25/27	6,600	6,551
10	TechnipFMC plc	3.450%	10/1/22	1,292	1,279
	Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	1,580	1,867
	Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	2,220	2,663
	Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	1,342	1,712
10	Texas Eastern Transmission LP	2.800%	10/15/22	165	163
	Texas Eastern Transmission LP	7.000%	7/15/32	5,950	7,608
	Tosco Corp.	7.800%	1/1/27	875	1,142
	Tosco Corp.	8.125%	2/15/30	17,705	24,325
	Total Capital Canada Ltd.	2.750%	7/15/23	22,965	23,223
	Total Capital International SA	2.125%	1/10/19	13,160	13,224
	Total Capital International SA	2.100%	6/19/19	16,118	16,211
	Total Capital International SA	2.750%	6/19/21	26,698	27,243
	Total Capital International SA	2.875%	2/17/22	6,465	6,589
	Total Capital International SA	2.700%	1/25/23	8,800	8,881
	Total Capital International SA	3.700%	1/15/24	19,900	20,979

Total Capital International SA	3.750%	4/10/24	3,530	3,726
Total Capital SA	4.450%	6/24/20	12,765	13,627
Total Capital SA	4.125%	1/28/21	8,506	9,048
TransCanada PipeLines Ltd.	7.125%	1/15/19	1,150	1,225
TransCanada PipeLines Ltd.	3.800%	10/1/20	14,955	15,621
TransCanada PipeLines Ltd.	2.500%	8/1/22	11,755	11,750
TransCanada PipeLines Ltd.	3.750%	10/16/23	1,500	1,581
TransCanada PipeLines Ltd.	4.875%	1/15/26	18,275	20,481
TransCanada PipeLines Ltd.	4.625%	3/1/34	7,905	8,644
TransCanada PipeLines Ltd.	5.600%	3/31/34	2,755	3,224
TransCanada PipeLines Ltd.	5.850%	3/15/36	14,210	17,239
TransCanada PipeLines Ltd.	6.200%	10/15/37	16,080	20,687
TransCanada PipeLines Ltd.	7.250%	8/15/38	5,736	8,120
TransCanada PipeLines Ltd.	7.625%	1/15/39	1,584	2,325
TransCanada PipeLines Ltd.	5.000%	10/16/43	16,350	18,717
Transcontinental Gas Pipe Line Co. LLC	7.850%	2/1/26	7,365	9,493
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	568	649
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	650	664
Valero Energy Corp.	9.375%	3/15/19	10,006	11,027
Valero Energy Corp.	6.125%	2/1/20	12,770	13,874
Valero Energy Corp.	3.650%	3/15/25	759	778
Valero Energy Corp.	3.400%	9/15/26	15,830	15,609
Valero Energy Corp.	7.500%	4/15/32	10,621	13,948
Valero Energy Corp.	6.625%	6/15/37	10,003	12,460
Valero Energy Corp.	4.900%	3/15/45	12,735	13,472
Valero Energy Partners LP	4.375%	12/15/26	3,650	3,753
Western Gas Partners LP	5.375%	6/1/21	4,957	5,312
Western Gas Partners LP	4.000%	7/1/22	250	259
Western Gas Partners LP	4.650%	7/1/26	2,000	2,094
Western Gas Partners LP	5.450%	4/1/44	7,400	7,829
Williams Partners LP	5.250%	3/15/20	7,350	7,882
Williams Partners LP	4.000%	11/15/21	4,425	4,605
Williams Partners LP	3.600%	3/15/22	40,285	41,617
Williams Partners LP	3.350%	8/15/22	10,275	10,383
Williams Partners LP	4.500%	11/15/23	4,050	4,307
Williams Partners LP	4.300%	3/4/24	14,623	15,364
Williams Partners LP	3.900%	1/15/25	14,791	15,060
Williams Partners LP	4.000%	9/15/25	7,875	8,056
Williams Partners LP	3.750%	6/15/27	16,100	16,069
Williams Partners LP	6.300%	4/15/40	4,315	5,140
Williams Partners LP	5.800%	11/15/43	14,705	16,577
Williams Partners LP	5.400%	3/4/44	3,400	3,689
Williams Partners LP	4.900%	1/15/45	1,520	1,548
Williams Partners LP	5.100%	9/15/45	15,465	16,278
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	17,868	18,672
Other Industrial (0.1%)
California Institute of Technology GO	4.321%	8/1/45	500	558
California Institute of Technology GO	4.700%	11/1/11	11,300	11,953
CBRE Services Inc.	5.250%	3/15/25	4,975	5,455
CBRE Services Inc.	4.875%	3/1/26	12,255	13,192
Cintas Corp. No 2	2.900%	4/1/22	4,625	4,691
Cintas Corp. No 2	3.250%	6/1/22	3,965	4,050
Cintas Corp. No 2	3.700%	4/1/27	9,725	10,109
Fluor Corp.	3.375%	9/15/21	2,170	2,243
Fluor Corp.	3.500%	12/15/24	10,479	10,759
Howard Hughes Medical Institute Revenue	3.500%	9/1/23	8,407	8,710

5 Johns Hopkins University Maryland GO	4.083%	7/1/53	4,025	4,225
5 Massachusetts Institute of Technology GO	3.959%	7/1/38	7,975	8,565
Massachusetts Institute of Technology GO	5.600%	7/1/11	11,381	14,826
Massachusetts Institute of Technology GO	4.678%	7/1/14	5,575	6,331
Massachusetts Institute of Technology GO	3.885%	7/1/16	6,950	6,593
5 Northwestern University Illinois GO	4.643%	12/1/44	6,125	7,173
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	2,500	2,647
President & Fellows of Harvard College
Massachusetts Revenue	3.300%	7/15/56	2,710	2,618
5 Rice University Texas GO	3.574%	5/15/45	6,160	6,290
Stanford University California GO	3.647%	5/1/48	5,569	5,733
5 University of Notre Dame Du Lac Indiana GO	3.438%	2/15/45	7,000	6,901
University of Pennsylvania GO	4.674%	9/1/12	10,350	11,470
5 University of Southern California GO	3.028%	10/1/39	9,450	8,839
5 University of Southern California GO	3.841%	10/1/47	12,700	13,273
Yale University Connecticut GO	2.086%	4/15/19	7,865	7,900
Technology (2.4%)
Adobe Systems Inc.	4.750%	2/1/20	9,270	9,877
Adobe Systems Inc.	3.250%	2/1/25	10,250	10,510
Alphabet Inc.	3.625%	5/19/21	13,200	13,935
Altera Corp.	2.500%	11/15/18	16,565	16,721
Altera Corp.	4.100%	11/15/23	7,030	7,600
Amphenol Corp.	2.550%	1/30/19	14,893	14,998
Amphenol Corp.	2.200%	4/1/20	4,000	4,006
Amphenol Corp.	4.000%	2/1/22	490	516
Amphenol Corp.	3.200%	4/1/24	3,675	3,700
Analog Devices Inc.	2.500%	12/5/21	5,400	5,410
Analog Devices Inc.	2.875%	6/1/23	12,675	12,564
Analog Devices Inc.	3.125%	12/5/23	6,766	6,861
Analog Devices Inc.	3.500%	12/5/26	13,550	13,705
Analog Devices Inc.	4.500%	12/5/36	2,000	2,076
Analog Devices Inc.	5.300%	12/15/45	500	578
Apple Inc.	1.550%	2/8/19	5,550	5,549
Apple Inc.	1.700%	2/22/19	900	902
Apple Inc.	2.100%	5/6/19	17,825	17,954
Apple Inc.	1.100%	8/2/19	18,125	17,960
Apple Inc.	1.500%	9/12/19	11,175	11,150
Apple Inc.	1.550%	2/7/20	9,995	9,929
Apple Inc.	1.900%	2/7/20	8,175	8,192
Apple Inc.	2.000%	5/6/20	7,300	7,333
Apple Inc.	1.800%	5/11/20	9,375	9,370
Apple Inc.	2.250%	2/23/21	33,206	33,439
Apple Inc.	2.850%	5/6/21	61,522	63,229
Apple Inc.	1.550%	8/4/21	19,775	19,380
Apple Inc.	2.150%	2/9/22	18,045	18,004
Apple Inc.	2.500%	2/9/22	21,550	22,011
Apple Inc.	2.300%	5/11/22	14,325	14,360
Apple Inc.	2.700%	5/13/22	26,140	26,601
Apple Inc.	2.850%	2/23/23	16,102	16,430
Apple Inc.	2.400%	5/3/23	56,505	56,374
Apple Inc.	3.000%	2/9/24	7,050	7,208
Apple Inc.	3.450%	5/6/24	14,032	14,703
Apple Inc.	2.850%	5/11/24	23,325	23,615
Apple Inc.	2.500%	2/9/25	16,237	15,996
Apple Inc.	3.200%	5/13/25	16,110	16,500

	Apple Inc.	3.250%	2/23/26	49,484	50,714
	Apple Inc.	2.450%	8/4/26	21,825	20,992
	Apple Inc.	3.350%	2/9/27	23,775	24,461
	Apple Inc.	3.200%	5/11/27	21,200	21,563
	Apple Inc.	2.900%	9/12/27	21,025	20,857
	Apple Inc.	4.500%	2/23/36	6,475	7,264
	Apple Inc.	3.850%	5/4/43	35,525	35,817
	Apple Inc.	4.450%	5/6/44	10,875	11,918
	Apple Inc.	3.450%	2/9/45	12,274	11,608
	Apple Inc.	4.375%	5/13/45	17,457	18,884
	Apple Inc.	4.650%	2/23/46	58,226	65,905
	Apple Inc.	3.850%	8/4/46	28,525	28,627
	Apple Inc.	4.250%	2/9/47	3,650	3,919
	Apple Inc.	3.750%	9/12/47	5,900	5,859
	Applied Materials Inc.	2.625%	10/1/20	6,000	6,105
	Applied Materials Inc.	4.300%	6/15/21	8,112	8,728
	Applied Materials Inc.	3.900%	10/1/25	17,100	18,207
	Applied Materials Inc.	3.300%	4/1/27	12,750	12,997
	Applied Materials Inc.	5.100%	10/1/35	4,675	5,496
	Applied Materials Inc.	5.850%	6/15/41	6,736	8,573
	Applied Materials Inc.	4.350%	4/1/47	10,275	10,970
	Arrow Electronics Inc.	3.500%	4/1/22	4,350	4,440
	Arrow Electronics Inc.	4.500%	3/1/23	2,154	2,267
	Arrow Electronics Inc.	3.250%	9/8/24	5,000	4,928
	Arrow Electronics Inc.	4.000%	4/1/25	4,410	4,459
	Arrow Electronics Inc.	3.875%	1/12/28	6,450	6,429
	Autodesk Inc.	3.125%	6/15/20	2,500	2,518
	Autodesk Inc.	3.600%	12/15/22	1,675	1,727
	Autodesk Inc.	4.375%	6/15/25	2,900	3,077
	Autodesk Inc.	3.500%	6/15/27	5,000	4,986
	Avnet Inc.	5.875%	6/15/20	120	128
	Avnet Inc.	3.750%	12/1/21	1,950	1,990
	Avnet Inc.	4.875%	12/1/22	5,175	5,454
	Avnet Inc.	4.625%	4/15/26	7,600	7,844
	Baidu Inc.	2.750%	6/9/19	11,475	11,558
	Baidu Inc.	2.875%	7/6/22	10,000	10,044
	Baidu Inc.	3.500%	11/28/22	11,625	11,952
	Baidu Inc.	3.625%	7/6/27	9,375	9,383
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	2.375%	1/15/20	28,875	29,019
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.000%	1/15/22	36,200	36,806
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.625%	1/15/24	26,150	26,847
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.875%	1/15/27	50,410	51,800
	Broadridge Financial Solutions Inc.	3.950%	9/1/20	2,425	2,532
	Broadridge Financial Solutions Inc.	3.400%	6/27/26	4,400	4,356
	CA Inc.	5.375%	12/1/19	3,775	4,014
	CA Inc.	3.600%	8/1/20	6,525	6,725
	CA Inc.	4.700%	3/15/27	4,000	4,131
	Cadence Design Systems Inc.	4.375%	10/15/24	725	755
	Cisco Systems Inc.	4.950%	2/15/19	29,800	31,128
	Cisco Systems Inc.	1.600%	2/28/19	21,125	21,094
	Cisco Systems Inc.	2.125%	3/1/19	22,635	22,773
	Cisco Systems Inc.	1.400%	9/20/19	600	597
	Cisco Systems Inc.	4.450%	1/15/20	31,954	33,817

	Cisco Systems Inc.	2.450%	6/15/20	15,900	16,137
	Cisco Systems Inc.	2.200%	2/28/21	52,298	52,581
	Cisco Systems Inc.	2.900%	3/4/21	2,150	2,208
	Cisco Systems Inc.	1.850%	9/20/21	7,965	7,873
	Cisco Systems Inc.	2.600%	2/28/23	2,750	2,790
	Cisco Systems Inc.	2.200%	9/20/23	7,550	7,436
	Cisco Systems Inc.	3.625%	3/4/24	9,125	9,678
	Cisco Systems Inc.	2.950%	2/28/26	1,050	1,057
	Cisco Systems Inc.	2.500%	9/20/26	8,600	8,321
	Cisco Systems Inc.	5.900%	2/15/39	31,001	40,796
	Cisco Systems Inc.	5.500%	1/15/40	12,274	15,414
	Corning Inc.	6.625%	5/15/19	3,860	4,143
	Corning Inc.	4.250%	8/15/20	7,474	7,882
	Corning Inc.	2.900%	5/15/22	3,675	3,709
	Corning Inc.	4.700%	3/15/37	4,000	4,320
	Corning Inc.	5.750%	8/15/40	4,231	5,043
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	3.480%	6/1/19	38,550	39,213
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	4.420%	6/15/21	46,805	49,090
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	5.450%	6/15/23	66,840	72,913
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	6.020%	6/15/26	46,664	51,672
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	8.100%	7/15/36	15,558	19,496
10	Diamond 1 Finance Corp. / Diamond 2
	Finance Corp.	8.350%	7/15/46	20,910	26,807
	DXC Technology Co.	2.875%	3/27/20	5,575	5,648
	DXC Technology Co.	4.250%	4/15/24	11,120	11,720
	DXC Technology Co.	4.750%	4/15/27	10,475	11,201
	Enterprise Services LLC	7.450%	10/15/29	1,950	2,375
	Equifax Inc.	2.300%	6/1/21	10,500	10,227
	Equifax Inc.	3.300%	12/15/22	2,000	1,993
	Fidelity National Information Services Inc.	2.850%	10/15/18	5,275	5,321
	Fidelity National Information Services Inc.	3.625%	10/15/20	18,931	19,696
	Fidelity National Information Services Inc.	2.250%	8/15/21	10,150	10,096
	Fidelity National Information Services Inc.	4.500%	10/15/22	3,000	3,233
	Fidelity National Information Services Inc.	3.500%	4/15/23	6,876	7,073
	Fidelity National Information Services Inc.	3.875%	6/5/24	1,043	1,090
	Fidelity National Information Services Inc.	5.000%	10/15/25	4,053	4,513
	Fidelity National Information Services Inc.	3.000%	8/15/26	23,300	22,602
	Fidelity National Information Services Inc.	4.500%	8/15/46	6,506	6,764
	Fiserv Inc.	2.700%	6/1/20	6,090	6,162
	Fiserv Inc.	4.750%	6/15/21	175	188
	Fiserv Inc.	3.500%	10/1/22	8,566	8,838
	Fiserv Inc.	3.850%	6/1/25	11,519	12,021
	Flex Ltd.	4.625%	2/15/20	5,340	5,585
	Flex Ltd.	5.000%	2/15/23	7,770	8,413
	Hewlett Packard Enterprise Co.	2.850%	10/5/18	18,350	18,496
	Hewlett Packard Enterprise Co.	3.600%	10/15/20	43,260	44,719
	Hewlett Packard Enterprise Co.	4.400%	10/15/22	21,310	22,690
	Hewlett Packard Enterprise Co.	4.900%	10/15/25	25,945	27,438
	Hewlett Packard Enterprise Co.	6.200%	10/15/35	5,885	6,311
	Hewlett Packard Enterprise Co.	6.350%	10/15/45	20,065	21,268
	HP Inc.	3.750%	12/1/20	1,149	1,195
	HP Inc.	4.300%	6/1/21	16,141	17,119

HP Inc.	4.375%	9/15/21	16,420	17,435
HP Inc.	4.650%	12/9/21	27,575	29,592
HP Inc.	6.000%	9/15/41	8,945	9,549
IBM Credit LLC	1.625%	9/6/19	15,625	15,613
IBM Credit LLC	1.800%	1/20/21	7,725	7,675
IBM Credit LLC	2.200%	9/8/22	8,000	7,932
Intel Corp.	1.850%	5/11/20	6,475	6,475
Intel Corp.	2.450%	7/29/20	23,212	23,651
Intel Corp.	1.700%	5/19/21	5,450	5,387
Intel Corp.	3.300%	10/1/21	15,976	16,660
Intel Corp.	2.350%	5/11/22	8,100	8,123
Intel Corp.	3.100%	7/29/22	14,000	14,557
Intel Corp.	2.700%	12/15/22	13,640	13,842
Intel Corp.	2.875%	5/11/24	12,775	12,891
Intel Corp.	3.700%	7/29/25	19,321	20,474
Intel Corp.	2.600%	5/19/26	5,910	5,783
Intel Corp.	3.150%	5/11/27	8,750	8,871
Intel Corp.	4.000%	12/15/32	5,525	6,058
Intel Corp.	4.800%	10/1/41	15,704	18,218
Intel Corp.	4.250%	12/15/42	14,316	15,429
Intel Corp.	4.900%	7/29/45	11,920	14,230
Intel Corp.	4.100%	5/19/46	12,800	13,416
Intel Corp.	4.100%	5/11/47	16,150	17,000
International Business Machines Corp.	7.625%	10/15/18	10,606	11,242
International Business Machines Corp.	1.950%	2/12/19	15,600	15,676
International Business Machines Corp.	1.875%	5/15/19	2,090	2,097
International Business Machines Corp.	1.800%	5/17/19	3,345	3,352
International Business Machines Corp.	8.375%	11/1/19	4,791	5,429
International Business Machines Corp.	1.900%	1/27/20	15,450	15,453
International Business Machines Corp.	2.250%	2/19/21	15,250	15,302
International Business Machines Corp.	2.900%	11/1/21	1,050	1,076
International Business Machines Corp.	2.500%	1/27/22	9,415	9,502
International Business Machines Corp.	1.875%	8/1/22	3,300	3,234
International Business Machines Corp.	2.875%	11/9/22	25,535	25,985
International Business Machines Corp.	3.375%	8/1/23	14,275	14,842
International Business Machines Corp.	3.625%	2/12/24	19,425	20,371
International Business Machines Corp.	7.000%	10/30/25	3,815	4,888
International Business Machines Corp.	3.450%	2/19/26	2,200	2,271
International Business Machines Corp.	3.300%	1/27/27	6,600	6,683
International Business Machines Corp.	6.220%	8/1/27	10,350	12,934
International Business Machines Corp.	6.500%	1/15/28	620	792
International Business Machines Corp.	5.600%	11/30/39	9,330	11,542
International Business Machines Corp.	4.000%	6/20/42	11,577	11,596
International Business Machines Corp.	4.700%	2/19/46	7,518	8,407
Jabil Inc.	5.625%	12/15/20	2,200	2,384
Jabil Inc.	4.700%	9/15/22	400	425
Juniper Networks Inc.	3.125%	2/26/19	6,350	6,448
Juniper Networks Inc.	3.300%	6/15/20	4,000	4,096
Juniper Networks Inc.	4.600%	3/15/21	3,880	4,126
Juniper Networks Inc.	4.500%	3/15/24	2,150	2,285
Juniper Networks Inc.	4.350%	6/15/25	1,550	1,620
Juniper Networks Inc.	5.950%	3/15/41	3,625	4,081
Keysight Technologies Inc.	3.300%	10/30/19	4,540	4,610
Keysight Technologies Inc.	4.550%	10/30/24	6,075	6,404
Keysight Technologies Inc.	4.600%	4/6/27	7,000	7,356
KLA-Tencor Corp.	3.375%	11/1/19	2,615	2,672
KLA-Tencor Corp.	4.125%	11/1/21	10,475	11,025

KLA-Tencor Corp.	4.650%	11/1/24	5,249	5,688
Lam Research Corp.	2.750%	3/15/20	4,465	4,535
Lam Research Corp.	2.800%	6/15/21	8,475	8,590
Lam Research Corp.	3.800%	3/15/25	5,000	5,126
Maxim Integrated Products Inc.	3.375%	3/15/23	5,300	5,379
Maxim Integrated Products Inc.	3.450%	6/15/27	8,950	8,998
Microsoft Corp.	1.300%	11/3/18	31,600	31,530
Microsoft Corp.	4.200%	6/1/19	9,520	9,920
Microsoft Corp.	1.100%	8/8/19	30,875	30,580
Microsoft Corp.	1.850%	2/6/20	15,632	15,682
Microsoft Corp.	1.850%	2/12/20	14,490	14,530
Microsoft Corp.	3.000%	10/1/20	8,305	8,609
Microsoft Corp.	2.000%	11/3/20	42,218	42,382
Microsoft Corp.	4.000%	2/8/21	5,025	5,345
Microsoft Corp.	1.550%	8/8/21	31,245	30,665
Microsoft Corp.	2.400%	2/6/22	21,350	21,566
Microsoft Corp.	2.375%	2/12/22	14,389	14,508
Microsoft Corp.	2.650%	11/3/22	13,180	13,404
Microsoft Corp.	2.125%	11/15/22	3,573	3,542
Microsoft Corp.	2.375%	5/1/23	3,860	3,862
Microsoft Corp.	2.000%	8/8/23	20,650	20,186
Microsoft Corp.	3.625%	12/15/23	3,340	3,552
Microsoft Corp.	2.875%	2/6/24	23,325	23,788
Microsoft Corp.	2.700%	2/12/25	9,579	9,615
Microsoft Corp.	3.125%	11/3/25	36,482	37,484
Microsoft Corp.	2.400%	8/8/26	45,125	43,500
Microsoft Corp.	3.300%	2/6/27	41,750	43,129
Microsoft Corp.	3.500%	2/12/35	15,805	16,095
Microsoft Corp.	4.200%	11/3/35	6,545	7,277
Microsoft Corp.	3.450%	8/8/36	26,225	26,481
Microsoft Corp.	4.100%	2/6/37	29,700	32,410
Microsoft Corp.	5.200%	6/1/39	1,738	2,145
Microsoft Corp.	4.500%	10/1/40	6,182	6,975
Microsoft Corp.	5.300%	2/8/41	5,985	7,485
Microsoft Corp.	3.500%	11/15/42	12,800	12,425
Microsoft Corp.	3.750%	5/1/43	5,956	6,025
Microsoft Corp.	4.875%	12/15/43	2,862	3,354
Microsoft Corp.	3.750%	2/12/45	21,200	21,641
Microsoft Corp.	4.450%	11/3/45	34,885	39,303
Microsoft Corp.	3.700%	8/8/46	46,756	47,175
Microsoft Corp.	4.250%	2/6/47	40,350	44,383
Microsoft Corp.	4.000%	2/12/55	25,780	26,754
Microsoft Corp.	4.750%	11/3/55	10,750	12,628
Microsoft Corp.	3.950%	8/8/56	14,525	14,967
Microsoft Corp.	4.500%	2/6/57	22,120	25,122
Motorola Solutions Inc.	3.500%	9/1/21	150	153
Motorola Solutions Inc.	3.750%	5/15/22	4,146	4,257
Motorola Solutions Inc.	3.500%	3/1/23	6,375	6,402
Motorola Solutions Inc.	4.000%	9/1/24	6,226	6,345
Motorola Solutions Inc.	7.500%	5/15/25	410	495
Motorola Solutions Inc.	5.500%	9/1/44	7,078	7,098
NetApp Inc.	2.000%	9/27/19	8,000	7,985
NetApp Inc.	3.300%	9/29/24	4,000	3,989
NVIDIA Corp.	2.200%	9/16/21	10,175	10,108
NVIDIA Corp.	3.200%	9/16/26	13,450	13,363
Oracle Corp.	2.375%	1/15/19	20,375	20,570
Oracle Corp.	5.000%	7/8/19	17,974	18,998

	Oracle Corp.	2.250%	10/8/19	17,023	17,222
	Oracle Corp.	3.875%	7/15/20	13,365	14,103
	Oracle Corp.	2.800%	7/8/21	12,430	12,737
	Oracle Corp.	1.900%	9/15/21	68,048	67,472
	Oracle Corp.	2.500%	5/15/22	16,220	16,444
	Oracle Corp.	2.500%	10/15/22	12,063	12,129
	Oracle Corp.	3.625%	7/15/23	425	451
	Oracle Corp.	2.400%	9/15/23	21,790	21,641
	Oracle Corp.	3.400%	7/8/24	36,835	38,433
	Oracle Corp.	2.950%	5/15/25	30,213	30,452
	Oracle Corp.	2.650%	7/15/26	31,950	31,204
	Oracle Corp.	3.250%	5/15/30	5,245	5,292
	Oracle Corp.	4.300%	7/8/34	12,870	14,134
	Oracle Corp.	3.900%	5/15/35	13,947	14,620
	Oracle Corp.	3.850%	7/15/36	23,475	24,207
	Oracle Corp.	6.500%	4/15/38	6,470	8,900
	Oracle Corp.	6.125%	7/8/39	7,903	10,622
	Oracle Corp.	5.375%	7/15/40	31,623	39,117
	Oracle Corp.	4.500%	7/8/44	9,900	10,882
	Oracle Corp.	4.125%	5/15/45	10,775	11,334
	Oracle Corp.	4.000%	7/15/46	27,472	28,382
	Oracle Corp.	4.375%	5/15/55	15,077	16,143
	Pitney Bowes Inc.	6.250%	3/15/19	1,700	1,784
	Pitney Bowes Inc.	3.375%	10/1/21	12,000	11,807
	Pitney Bowes Inc.	4.625%	3/15/24	12,025	11,622
	QUALCOMM Inc.	1.850%	5/20/19	13,415	13,450
	QUALCOMM Inc.	2.100%	5/20/20	15,800	15,885
	QUALCOMM Inc.	2.250%	5/20/20	10,100	10,190
	QUALCOMM Inc.	3.000%	5/20/22	20,775	21,342
	QUALCOMM Inc.	2.600%	1/30/23	15,550	15,592
	QUALCOMM Inc.	2.900%	5/20/24	16,785	16,862
	QUALCOMM Inc.	3.450%	5/20/25	24,080	24,808
	QUALCOMM Inc.	3.250%	5/20/27	26,475	26,685
	QUALCOMM Inc.	4.650%	5/20/35	10,822	11,880
	QUALCOMM Inc.	4.800%	5/20/45	15,527	17,043
	QUALCOMM Inc.	4.300%	5/20/47	20,885	21,203
	Seagate HDD Cayman	3.750%	11/15/18	9,550	9,717
10	Seagate HDD Cayman	4.250%	3/1/22	3,000	2,985
	Seagate HDD Cayman	4.750%	6/1/23	10,000	10,100
10	Seagate HDD Cayman	4.875%	3/1/24	4,975	4,900
	Seagate HDD Cayman	4.750%	1/1/25	9,775	9,531
	Seagate HDD Cayman	4.875%	6/1/27	7,350	6,927
	Seagate HDD Cayman	5.750%	12/1/34	6,550	6,075
	Tech Data Corp.	3.700%	2/15/22	5,200	5,226
	Tech Data Corp.	4.950%	2/15/27	5,500	5,660
	Texas Instruments Inc.	1.650%	8/3/19	9,540	9,511
	Texas Instruments Inc.	2.750%	3/12/21	5,900	6,024
	Texas Instruments Inc.	2.625%	5/15/24	3,500	3,488
	Total System Services Inc.	3.800%	4/1/21	8,495	8,818
	Total System Services Inc.	3.750%	6/1/23	2,098	2,147
	Total System Services Inc.	4.800%	4/1/26	19,550	21,248
	Trimble Navigation Ltd.	4.750%	12/1/24	3,800	4,073
	Tyco Electronics Group SA	2.350%	8/1/19	3,926	3,938
	Tyco Electronics Group SA	3.500%	2/3/22	2,200	2,278
	Tyco Electronics Group SA	3.450%	8/1/24	5,150	5,310
	Tyco Electronics Group SA	3.700%	2/15/26	1,000	1,038
	Tyco Electronics Group SA	3.125%	8/15/27	12,675	12,541

Tyco Electronics Group SA	7.125%	10/1/37	9,725	13,598
Verisk Analytics Inc.	5.800%	5/1/21	2,125	2,347
Verisk Analytics Inc.	4.125%	9/12/22	5,414	5,693
Verisk Analytics Inc.	4.000%	6/15/25	9,200	9,562
Verisk Analytics Inc.	5.500%	6/15/45	9,050	10,196
VMware Inc.	2.300%	8/21/20	12,620	12,655
VMware Inc.	2.950%	8/21/22	15,425	15,491
VMware Inc.	3.900%	8/21/27	13,100	13,246
Xerox Corp.	2.750%	3/15/19	2,646	2,658
Xerox Corp.	5.625%	12/15/19	5,875	6,261
Xerox Corp.	2.800%	5/15/20	4,300	4,301
Xerox Corp.	2.750%	9/1/20	2,950	2,937
Xerox Corp.	4.070%	3/17/22	3,300	3,357
Xerox Corp.	3.625%	3/15/23	10,500	10,403
Xerox Corp.	3.800%	5/15/24	2,000	1,979
Xerox Corp.	6.750%	12/15/39	2,000	2,132
Xilinx Inc.	3.000%	3/15/21	10,675	10,859
Xilinx Inc.	2.950%	6/1/24	5,810	5,805
Transportation (0.6%)
5 American Airlines 2011-1 Class A Pass
Through Trust	5.250%	7/31/22	791	842
5 American Airlines 2013-1 Class A Pass
Through Trust	4.000%	1/15/27	1,374	1,426
5 American Airlines 2013-2 Class A Pass
Through Trust	4.950%	7/15/24	7,550	8,049
5 American Airlines 2014-1 Class A Pass
Through Trust	3.700%	4/1/28	4,418	4,507
5 American Airlines 2015-1 Class A Pass
Through Trust	3.375%	11/1/28	4,452	4,468
5 American Airlines 2015-1 Class B Pass
Through Trust	3.700%	11/1/24	2,097	2,103
5 American Airlines 2015-2 Class AA Pass
Through Trust	3.600%	9/22/27	1,923	1,977
5 American Airlines 2016-1 Class A Pass
Through Trust	4.100%	1/15/28	3,211	3,350
5 American Airlines 2016-1 Class AA Pass
Through Trust	3.575%	1/15/28	8,089	8,233
5 American Airlines 2016-2 Class A Pass
Through Trust	3.650%	6/15/28	9,156	9,283
5 American Airlines 2016-2 Class AA Pass
Through Trust	3.200%	12/15/29	14,415	14,362
5 American Airlines 2016-3 Class A Pass
Through Trust	3.250%	4/15/30	2,300	2,266
5 American Airlines 2016-3 Class AA Pass
Through Trust	3.000%	10/15/28	9,200	9,062
5 American Airlines 2017-1 Class AA Pass
Through Trust	3.650%	8/15/30	2,900	2,968
5 American Airlines 2017-1B Class B Pass
Through Trust	4.950%	2/15/25	1,500	1,552
Burlington Northern Santa Fe LLC	4.700%	10/1/19	500	527
Burlington Northern Santa Fe LLC	3.600%	9/1/20	5,800	6,024
Burlington Northern Santa Fe LLC	4.100%	6/1/21	700	741
Burlington Northern Santa Fe LLC	3.450%	9/15/21	8,925	9,268
Burlington Northern Santa Fe LLC	3.050%	3/15/22	2,390	2,457
Burlington Northern Santa Fe LLC	3.050%	9/1/22	5,637	5,802
Burlington Northern Santa Fe LLC	3.000%	3/15/23	7,666	7,839

Burlington Northern Santa Fe LLC	3.850%	9/1/23	5,350	5,716
Burlington Northern Santa Fe LLC	3.750%	4/1/24	5,812	6,158
Burlington Northern Santa Fe LLC	3.400%	9/1/24	5,565	5,779
Burlington Northern Santa Fe LLC	3.000%	4/1/25	17,500	17,695
Burlington Northern Santa Fe LLC	3.650%	9/1/25	5,900	6,209
Burlington Northern Santa Fe LLC	7.000%	12/15/25	986	1,252
Burlington Northern Santa Fe LLC	3.250%	6/15/27	5,000	5,111
Burlington Northern Santa Fe LLC	6.200%	8/15/36	3,250	4,252
Burlington Northern Santa Fe LLC	6.150%	5/1/37	2,627	3,444
Burlington Northern Santa Fe LLC	5.750%	5/1/40	8,195	10,400
Burlington Northern Santa Fe LLC	5.050%	3/1/41	6,760	7,878
Burlington Northern Santa Fe LLC	5.400%	6/1/41	8,140	9,845
Burlington Northern Santa Fe LLC	4.950%	9/15/41	4,350	4,998
Burlington Northern Santa Fe LLC	4.400%	3/15/42	6,183	6,668
Burlington Northern Santa Fe LLC	4.375%	9/1/42	10,112	10,925
Burlington Northern Santa Fe LLC	4.450%	3/15/43	13,250	14,488
Burlington Northern Santa Fe LLC	5.150%	9/1/43	7,275	8,697
Burlington Northern Santa Fe LLC	4.900%	4/1/44	6,901	8,035
Burlington Northern Santa Fe LLC	4.550%	9/1/44	7,830	8,605
Burlington Northern Santa Fe LLC	4.150%	4/1/45	4,184	4,433
Burlington Northern Santa Fe LLC	4.700%	9/1/45	7,400	8,416
Burlington Northern Santa Fe LLC	3.900%	8/1/46	7,978	8,118
Burlington Northern Santa Fe LLC	4.125%	6/15/47	11,360	11,951
Canadian National Railway Co.	5.550%	3/1/19	2,660	2,803
Canadian National Railway Co.	2.850%	12/15/21	2,335	2,379
Canadian National Railway Co.	2.950%	11/21/24	1,440	1,459
Canadian National Railway Co.	2.750%	3/1/26	8,560	8,462
Canadian National Railway Co.	6.900%	7/15/28	3,550	4,769
Canadian National Railway Co.	6.250%	8/1/34	1,225	1,610
Canadian National Railway Co.	6.200%	6/1/36	3,118	4,116
Canadian National Railway Co.	6.375%	11/15/37	2,068	2,805
Canadian National Railway Co.	3.200%	8/2/46	1,950	1,791
Canadian Pacific Railway Co.	7.250%	5/15/19	5,789	6,275
Canadian Pacific Railway Co.	9.450%	8/1/21	1,000	1,228
Canadian Pacific Railway Co.	4.500%	1/15/22	8,500	9,058
Canadian Pacific Railway Co.	4.450%	3/15/23	6,303	6,776
Canadian Pacific Railway Co.	2.900%	2/1/25	6,514	6,457
Canadian Pacific Railway Co.	7.125%	10/15/31	2,785	3,802
Canadian Pacific Railway Co.	5.750%	3/15/33	375	444
Canadian Pacific Railway Co.	4.800%	9/15/35	725	823
Canadian Pacific Railway Co.	5.950%	5/15/37	14,674	18,489
Canadian Pacific Railway Co.	5.750%	1/15/42	13,430	16,530
Canadian Pacific Railway Co.	4.800%	8/1/45	1,300	1,485
Canadian Pacific Railway Co.	6.125%	9/15/15	3,410	4,271
5 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	10/19/23	2,773	3,033
5 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	3,043	3,333
5 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	7/12/22	2,153	2,273
5 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	7,382	7,783
5 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	2,753	2,889
CSX Corp.	3.700%	10/30/20	1,155	1,202
CSX Corp.	4.250%	6/1/21	4,490	4,758
CSX Corp.	3.700%	11/1/23	5,500	5,761

CSX Corp.	3.350%	11/1/25	10,115	10,299
CSX Corp.	2.600%	11/1/26	5,500	5,240
CSX Corp.	3.250%	6/1/27	12,969	12,933
CSX Corp.	6.000%	10/1/36	6,619	8,268
CSX Corp.	6.150%	5/1/37	2,822	3,591
CSX Corp.	6.220%	4/30/40	8,485	10,970
CSX Corp.	5.500%	4/15/41	8,667	10,255
CSX Corp.	4.750%	5/30/42	4,490	4,896
CSX Corp.	4.400%	3/1/43	237	247
CSX Corp.	4.100%	3/15/44	7,100	7,089
CSX Corp.	3.800%	11/1/46	4,300	4,132
CSX Corp.	3.950%	5/1/50	4,465	4,238
CSX Corp.	4.500%	8/1/54	375	385
CSX Corp.	4.250%	11/1/66	8,645	8,302
5 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	4,068	4,688
5 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	2,796	3,054
5 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	1,406	1,448
5 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	619	647
5 Delta Air Lines 2015-1 Class AA Pass
Through Trust	3.625%	7/30/27	3,612	3,755
Delta Air Lines Inc.	2.875%	3/13/20	10,000	10,114
Delta Air Lines Inc.	3.625%	3/15/22	9,975	10,218
FedEx Corp.	8.000%	1/15/19	5,630	6,064
FedEx Corp.	2.300%	2/1/20	4,300	4,322
FedEx Corp.	2.625%	8/1/22	5,465	5,515
FedEx Corp.	4.000%	1/15/24	5,650	6,027
FedEx Corp.	3.200%	2/1/25	5,914	5,998
FedEx Corp.	3.250%	4/1/26	7,395	7,459
FedEx Corp.	3.300%	3/15/27	5,600	5,625
FedEx Corp.	4.900%	1/15/34	302	339
FedEx Corp.	3.900%	2/1/35	5,416	5,478
FedEx Corp.	3.875%	8/1/42	1,925	1,841
FedEx Corp.	4.100%	4/15/43	4,760	4,716
FedEx Corp.	5.100%	1/15/44	5,705	6,400
FedEx Corp.	4.100%	2/1/45	1,100	1,084
FedEx Corp.	4.750%	11/15/45	17,375	18,944
FedEx Corp.	4.550%	4/1/46	13,800	14,695
FedEx Corp.	4.400%	1/15/47	1,850	1,918
FedEx Corp.	4.500%	2/1/65	740	720
JB Hunt Transport Services Inc.	2.400%	3/15/19	1,270	1,274
JB Hunt Transport Services Inc.	3.300%	8/15/22	4,650	4,769
Kansas City Southern	3.000%	5/15/23	6,205	6,197
Kansas City Southern	4.300%	5/15/43	5,050	5,058
Kansas City Southern	4.950%	8/15/45	4,700	5,238
5 Latam Airlines 2015-1 Pass Through Trust A	4.200%	8/15/29	5,000	5,100
Norfolk Southern Corp.	5.900%	6/15/19	9,350	9,941
Norfolk Southern Corp.	3.250%	12/1/21	5,500	5,661
Norfolk Southern Corp.	3.000%	4/1/22	5,773	5,891
Norfolk Southern Corp.	2.903%	2/15/23	3,668	3,720
Norfolk Southern Corp.	3.850%	1/15/24	1,500	1,583
Norfolk Southern Corp.	5.590%	5/17/25	2,302	2,637
Norfolk Southern Corp.	2.900%	6/15/26	250	247
Norfolk Southern Corp.	7.800%	5/15/27	2,700	3,590

	Norfolk Southern Corp.	7.250%	2/15/31	3,812	5,140
	Norfolk Southern Corp.	7.050%	5/1/37	2,000	2,700
	Norfolk Southern Corp.	4.837%	10/1/41	20,081	22,594
	Norfolk Southern Corp.	3.950%	10/1/42	403	402
	Norfolk Southern Corp.	4.450%	6/15/45	3,900	4,179
	Norfolk Southern Corp.	4.650%	1/15/46	6,185	6,851
10	Norfolk Southern Corp.	4.050%	8/15/52	17,978	17,712
	Norfolk Southern Corp.	6.000%	3/15/05	1,047	1,286
	Norfolk Southern Railway Co.	9.750%	6/15/20	1,559	1,857
5	Northwest Airlines 2007-1 Class A Pass
	Through Trust	7.027%	5/1/21	602	656
	Ryder System Inc.	2.450%	11/15/18	13,740	13,814
	Ryder System Inc.	2.350%	2/26/19	13,637	13,699
	Ryder System Inc.	2.550%	6/1/19	11,495	11,589
	Ryder System Inc.	2.450%	9/3/19	3,620	3,645
	Ryder System Inc.	2.500%	5/11/20	3,050	3,080
	Ryder System Inc.	2.875%	9/1/20	3,375	3,426
	Southwest Airlines Co.	2.750%	11/6/19	3,650	3,701
	Southwest Airlines Co.	2.650%	11/5/20	6,530	6,619
	Southwest Airlines Co.	3.000%	11/15/26	5,400	5,214
5	Southwest Airlines Co. 2007-1 Pass Through
	Trust	6.150%	2/1/24	1,111	1,218
5	Spirit Airlines Class A Pass Through
	Certificates Series 2015-1	4.100%	10/1/29	4,184	4,356
	Trinity Industries Inc.	4.550%	10/1/24	2,405	2,435
	Union Pacific Corp.	5.750%	11/15/17	155	156
	Union Pacific Corp.	1.800%	2/1/20	2,832	2,822
	Union Pacific Corp.	2.250%	6/19/20	11,725	11,799
	Union Pacific Corp.	4.000%	2/1/21	5,703	6,015
	Union Pacific Corp.	4.163%	7/15/22	18,253	19,618
	Union Pacific Corp.	2.750%	4/15/23	1,475	1,482
	Union Pacific Corp.	3.646%	2/15/24	5,520	5,806
	Union Pacific Corp.	3.750%	3/15/24	1,413	1,495
	Union Pacific Corp.	3.250%	1/15/25	2,929	2,995
	Union Pacific Corp.	3.250%	8/15/25	12,950	13,272
	Union Pacific Corp.	2.750%	3/1/26	6,425	6,361
	Union Pacific Corp.	3.375%	2/1/35	7,200	7,066
	Union Pacific Corp.	3.600%	9/15/37	5,300	5,360
	Union Pacific Corp.	4.250%	4/15/43	1,406	1,497
	Union Pacific Corp.	4.821%	2/1/44	300	345
	Union Pacific Corp.	4.150%	1/15/45	1,000	1,052
	Union Pacific Corp.	4.050%	11/15/45	2,132	2,220
	Union Pacific Corp.	4.050%	3/1/46	7,525	7,838
	Union Pacific Corp.	3.350%	8/15/46	5,250	4,813
	Union Pacific Corp.	3.799%	10/1/51	17,277	16,952
	Union Pacific Corp.	3.875%	2/1/55	8,800	8,639
	Union Pacific Corp.	4.375%	11/15/65	10,611	11,200
	Union Pacific Corp.	4.100%	9/15/67	5,775	5,811
5	Union Pacific Railroad Co. 2007-3 Pass
	Through Trust	6.176%	1/2/31	940	1,090
5	United Airlines 2013-1 Class A Pass Through
	Trust	4.300%	2/15/27	2,344	2,482
5	United Airlines 2014-1 Class A Pass Through
	Trust	4.000%	10/11/27	6,397	6,729
5	United Airlines 2014-2 Class A Pass Through
	Trust	3.750%	3/3/28	1,306	1,353

5	United Airlines 2015-1 Class A Pass Through
	Trust	3.700%	6/1/24	2,880	2,935
5	United Airlines 2015-1 Class AA Pass
	Through Trust	3.450%	12/1/27	11,063	11,254
5	United Airlines 2016-1 Class A Pass Through
	Trust	3.450%	1/7/30	4,100	4,161
5	United Airlines 2016-1 Class AA Pass
	Through Trust	3.100%	7/7/28	37,515	37,380
5	United Airlines 2016-2 Class A Pass Through
	Trust	3.100%	10/7/28	2,350	2,303
5	United Airlines 2016-2 Class AA Pass
	Through Trust	2.875%	10/7/28	8,025	7,832
	United Parcel Service Inc.	5.125%	4/1/19	14,636	15,373
	United Parcel Service Inc.	3.125%	1/15/21	9,049	9,361
	United Parcel Service Inc.	2.350%	5/16/22	4,400	4,413
	United Parcel Service Inc.	2.450%	10/1/22	7,865	7,908
	United Parcel Service Inc.	2.400%	11/15/26	8,275	7,969
	United Parcel Service Inc.	6.200%	1/15/38	17,471	23,574
	United Parcel Service Inc.	4.875%	11/15/40	4,842	5,638
	United Parcel Service Inc.	3.625%	10/1/42	3,805	3,778
	United Parcel Service Inc.	3.400%	11/15/46	3,200	3,041
	United Parcel Service of America Inc.	8.375%	4/1/20	110	127
	United Parcel Service of America Inc.	8.375%	4/1/30	1,563	2,241
5	US Airways 2012-1 Class A Pass Through
	Trust	5.900%	4/1/26	1,126	1,267
5	US Airways 2013-1 Class A Pass Through
	Trust	3.950%	5/15/27	665	690
5	US Airways Inc. 2012-2 Class A Pass
	Through Trust	4.625%	12/3/26	664	711
					32,497,424
Utilities (1.9%)
	Electric (1.8%)
10	AEP Texas Inc.	2.400%	10/1/22	4,150	4,126
10	AEP Texas Inc.	3.800%	10/1/47	4,500	4,462
	AEP Transmission Co. LLC	3.100%	12/1/26	2,290	2,295
	AEP Transmission Co. LLC	4.000%	12/1/46	3,665	3,762
10	AEP Transmission Co. LLC	3.750%	12/1/47	5,250	5,223
	Alabama Power Co.	2.450%	3/30/22	7,850	7,855
	Alabama Power Co.	3.550%	12/1/23	1,000	1,044
	Alabama Power Co.	6.125%	5/15/38	275	350
	Alabama Power Co.	6.000%	3/1/39	445	575
	Alabama Power Co.	3.850%	12/1/42	1,600	1,608
	Alabama Power Co.	4.150%	8/15/44	3,575	3,767
	Alabama Power Co.	3.750%	3/1/45	4,030	4,052
	Alabama Power Co.	4.300%	1/2/46	14,754	15,843
	Ameren Corp.	2.700%	11/15/20	10,475	10,593
	Ameren Corp.	3.650%	2/15/26	4,190	4,292
	Ameren Illinois Co.	2.700%	9/1/22	11,831	11,952
	Ameren Illinois Co.	3.250%	3/1/25	1,335	1,358
	Ameren Illinois Co.	4.150%	3/15/46	2,400	2,546
	American Electric Power Co. Inc.	2.950%	12/15/22	5,381	5,483
	Appalachian Power Co.	4.600%	3/30/21	5,822	6,227
	Appalachian Power Co.	3.400%	6/1/25	2,825	2,882
	Appalachian Power Co.	3.300%	6/1/27	3,375	3,413
	Appalachian Power Co.	7.000%	4/1/38	535	749
	Appalachian Power Co.	4.450%	6/1/45	6,450	7,038
	Arizona Public Service Co.	8.750%	3/1/19	3,905	4,269

Arizona Public Service Co.	3.150%	5/15/25	3,500	3,523
Arizona Public Service Co.	4.500%	4/1/42	8,988	9,837
Arizona Public Service Co.	4.350%	11/15/45	725	786
Arizona Public Service Co.	3.750%	5/15/46	10,325	10,127
Baltimore Gas & Electric Co.	3.500%	11/15/21	1,738	1,809
Baltimore Gas & Electric Co.	3.350%	7/1/23	6,650	6,873
Baltimore Gas & Electric Co.	2.400%	8/15/26	4,000	3,774
Baltimore Gas & Electric Co.	6.350%	10/1/36	643	847
Baltimore Gas & Electric Co.	3.500%	8/15/46	10,280	9,815
Baltimore Gas & Electric Co.	3.750%	8/15/47	3,500	3,483
Berkshire Hathaway Energy Co.	2.000%	11/15/18	2,750	2,755
Berkshire Hathaway Energy Co.	2.400%	2/1/20	5,703	5,748
Berkshire Hathaway Energy Co.	3.750%	11/15/23	8,099	8,522
Berkshire Hathaway Energy Co.	3.500%	2/1/25	7,475	7,732
Berkshire Hathaway Energy Co.	8.480%	9/15/28	605	876
Berkshire Hathaway Energy Co.	6.125%	4/1/36	11,126	14,279
Berkshire Hathaway Energy Co.	5.950%	5/15/37	8,450	10,704
Berkshire Hathaway Energy Co.	6.500%	9/15/37	3,541	4,733
Berkshire Hathaway Energy Co.	5.150%	11/15/43	8,229	9,662
Berkshire Hathaway Energy Co.	4.500%	2/1/45	8,600	9,339
Black Hills Corp.	3.950%	1/15/26	2,700	2,792
Black Hills Corp.	3.150%	1/15/27	4,125	4,007
Black Hills Corp.	4.200%	9/15/46	5,825	5,769
CenterPoint Energy Houston Electric LLC	1.850%	6/1/21	2,575	2,532
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	5,300	5,248
CenterPoint Energy Houston Electric LLC	2.400%	9/1/26	2,100	2,008
CenterPoint Energy Houston Electric LLC	3.000%	2/1/27	600	596
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	100	135
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	10,772	10,463
CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	1,200	1,357
CenterPoint Energy Inc.	2.500%	9/1/22	5,200	5,189
Cleco Corporate Holdings LLC	3.743%	5/1/26	7,410	7,464
Cleco Corporate Holdings LLC	4.973%	5/1/46	3,500	3,766
Cleveland Electric Illuminating Co.	5.500%	8/15/24	5,740	6,588
Cleveland Electric Illuminating Co.	5.950%	12/15/36	20	24
CMS Energy Corp.	8.750%	6/15/19	10,110	11,220
CMS Energy Corp.	6.250%	2/1/20	3,476	3,791
CMS Energy Corp.	5.050%	3/15/22	1,275	1,399
CMS Energy Corp.	3.000%	5/15/26	3,000	2,937
CMS Energy Corp.	3.450%	8/15/27	950	958
CMS Energy Corp.	4.875%	3/1/44	2,400	2,690
Commonwealth Edison Co.	4.000%	8/1/20	3,831	4,013
Commonwealth Edison Co.	3.400%	9/1/21	5,150	5,340
Commonwealth Edison Co.	2.550%	6/15/26	9,550	9,235
Commonwealth Edison Co.	2.950%	8/15/27	4,050	4,025
Commonwealth Edison Co.	5.900%	3/15/36	3,094	3,932
Commonwealth Edison Co.	6.450%	1/15/38	9,023	12,184
Commonwealth Edison Co.	3.800%	10/1/42	2,314	2,319
Commonwealth Edison Co.	4.600%	8/15/43	3,615	4,058
Commonwealth Edison Co.	4.700%	1/15/44	5,302	6,054
Commonwealth Edison Co.	3.700%	3/1/45	8,550	8,437
Commonwealth Edison Co.	4.350%	11/15/45	12,375	13,348
Commonwealth Edison Co.	3.650%	6/15/46	12,300	12,089
Commonwealth Edison Co.	3.750%	8/15/47	5,500	5,512
Connecticut Light & Power Co.	2.500%	1/15/23	6,940	6,925
Connecticut Light & Power Co.	3.200%	3/15/27	3,125	3,152
Connecticut Light & Power Co.	4.300%	4/15/44	5,000	5,453

Connecticut Light & Power Co.	4.150%	6/1/45	500	534
Consolidated Edison Co. of New York Inc.	7.125%	12/1/18	800	848
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	13,090	13,985
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	2,250	2,395
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	6,475	7,630
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	4,944	6,251
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	2,920	3,825
Consolidated Edison Co. of New York Inc.	6.300%	8/15/37	500	671
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	1,080	1,520
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	428	533
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	6,650	8,551
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	21,095	23,341
Consolidated Edison Co. of New York Inc.	4.500%	12/1/45	9,450	10,551
Consolidated Edison Co. of New York Inc.	3.850%	6/15/46	8,570	8,678
Consolidated Edison Co. of New York Inc.	3.875%	6/15/47	6,975	7,184
Consolidated Edison Co. of New York Inc.	4.625%	12/1/54	4,737	5,299
Consolidated Edison Co. of New York Inc.	4.300%	12/1/56	3,255	3,462
Consolidated Edison Inc.	2.000%	3/15/20	4,750	4,749
Consolidated Edison Inc.	2.000%	5/15/21	5,000	4,945
Constellation Energy Group Inc.	5.150%	12/1/20	8,408	9,056
Consumers Energy Co.	6.125%	3/15/19	19,856	21,061
Consumers Energy Co.	6.700%	9/15/19	12,212	13,301
Consumers Energy Co.	2.850%	5/15/22	10,750	10,952
Consumers Energy Co.	3.375%	8/15/23	5,085	5,288
Consumers Energy Co.	3.950%	5/15/43	3,493	3,618
Consumers Energy Co.	3.250%	8/15/46	4,675	4,290
Consumers Energy Co.	3.950%	7/15/47	3,800	3,944
Delmarva Power & Light Co.	3.500%	11/15/23	3,525	3,665
Delmarva Power & Light Co.	4.150%	5/15/45	7,500	7,844
Dominion Energy Inc.	1.875%	1/15/19	5,225	5,219
Dominion Energy Inc.	1.600%	8/15/19	1,000	992
Dominion Energy Inc.	5.200%	8/15/19	1,515	1,601
Dominion Energy Inc.	2.500%	12/1/19	5,288	5,330
Dominion Energy Inc.	2.579%	7/1/20	7,275	7,326
Dominion Energy Inc.	4.450%	3/15/21	9,163	9,767
Dominion Energy Inc.	2.750%	1/15/22	5,050	5,082
Dominion Energy Inc.	2.750%	9/15/22	50	50
Dominion Energy Inc.	3.625%	12/1/24	5,950	6,109
Dominion Energy Inc.	3.900%	10/1/25	9,090	9,468
Dominion Energy Inc.	6.300%	3/15/33	7,775	9,751
Dominion Energy Inc.	5.250%	8/1/33	753	855
Dominion Energy Inc.	5.950%	6/15/35	9,135	11,250
Dominion Energy Inc.	4.900%	8/1/41	3,795	4,204
Dominion Energy Inc.	4.050%	9/15/42	6,725	6,623
Dominion Energy Inc.	4.700%	12/1/44	8,057	8,750
5 Dominion Energy Inc.	5.750%	10/1/54	4,125	4,431
DTE Electric Co.	3.450%	10/1/20	2,865	2,969
DTE Electric Co.	3.650%	3/15/24	7,950	8,320
DTE Electric Co.	3.375%	3/1/25	6,800	6,971
DTE Electric Co.	4.000%	4/1/43	6,575	6,824
DTE Electric Co.	4.300%	7/1/44	375	406
DTE Electric Co.	3.700%	3/15/45	4,450	4,421
DTE Electric Co.	3.700%	6/1/46	2,025	2,012
DTE Electric Co.	3.750%	8/15/47	6,150	6,219
DTE Energy Co.	1.500%	10/1/19	2,000	1,973
DTE Energy Co.	2.400%	12/1/19	5,858	5,882
DTE Energy Co.	3.850%	12/1/23	500	523

DTE Energy Co.	3.500%	6/1/24	7,556	7,671
DTE Energy Co.	2.850%	10/1/26	24,725	23,579
DTE Energy Co.	3.800%	3/15/27	5,075	5,228
DTE Energy Co.	6.375%	4/15/33	5,195	6,572
Duke Energy Carolinas LLC	7.000%	11/15/18	1,102	1,165
Duke Energy Carolinas LLC	4.300%	6/15/20	6,400	6,785
Duke Energy Carolinas LLC	3.900%	6/15/21	1,120	1,184
Duke Energy Carolinas LLC	2.500%	3/15/23	500	502
Duke Energy Carolinas LLC	2.950%	12/1/26	7,450	7,400
Duke Energy Carolinas LLC	6.000%	12/1/28	5,170	6,386
Duke Energy Carolinas LLC	6.450%	10/15/32	1,825	2,414
Duke Energy Carolinas LLC	6.100%	6/1/37	11,676	14,940
Duke Energy Carolinas LLC	6.000%	1/15/38	6,445	8,343
Duke Energy Carolinas LLC	6.050%	4/15/38	4,486	5,842
Duke Energy Carolinas LLC	5.300%	2/15/40	7,273	8,872
Duke Energy Carolinas LLC	4.250%	12/15/41	5,640	6,126
Duke Energy Carolinas LLC	4.000%	9/30/42	2,895	3,027
Duke Energy Carolinas LLC	3.750%	6/1/45	5,110	5,147
Duke Energy Carolinas LLC	3.875%	3/15/46	10,000	10,151
Duke Energy Corp.	5.050%	9/15/19	11,700	12,383
Duke Energy Corp.	1.800%	9/1/21	240	235
Duke Energy Corp.	3.550%	9/15/21	7,139	7,426
Duke Energy Corp.	2.400%	8/15/22	10,350	10,276
Duke Energy Corp.	3.050%	8/15/22	13,015	13,271
Duke Energy Corp.	2.650%	9/1/26	3,475	3,314
Duke Energy Corp.	3.150%	8/15/27	10,000	9,896
Duke Energy Corp.	4.800%	12/15/45	1,675	1,877
Duke Energy Corp.	3.750%	9/1/46	6,095	5,858
Duke Energy Corp.	3.950%	8/15/47	8,825	8,782
Duke Energy Florida LLC	3.100%	8/15/21	400	412
Duke Energy Florida LLC	3.200%	1/15/27	3,500	3,538
Duke Energy Florida LLC	6.350%	9/15/37	10,625	14,334
Duke Energy Florida LLC	6.400%	6/15/38	8,510	11,649
Duke Energy Florida LLC	5.650%	4/1/40	750	950
Duke Energy Florida LLC	3.400%	10/1/46	6,960	6,488
5 Duke Energy Florida Project Finance LLC	1.196%	3/1/22	1,939	1,920
5 Duke Energy Florida Project Finance LLC	1.731%	9/1/22	2,950	2,876
5 Duke Energy Florida Project Finance LLC	2.538%	9/1/29	4,000	3,874
5 Duke Energy Florida Project Finance LLC	2.858%	3/1/33	2,150	2,009
5 Duke Energy Florida Project Finance LLC	3.112%	9/1/36	3,800	3,550
Duke Energy Indiana LLC	3.750%	7/15/20	539	563
Duke Energy Indiana LLC	6.120%	10/15/35	5,048	6,499
Duke Energy Indiana LLC	6.350%	8/15/38	9,004	12,184
Duke Energy Indiana LLC	6.450%	4/1/39	400	545
Duke Energy Indiana LLC	4.900%	7/15/43	1,200	1,384
Duke Energy Indiana LLC	3.750%	5/15/46	18,545	18,519
Duke Energy Ohio Inc.	3.700%	6/15/46	4,800	4,716
Duke Energy Progress Llc	5.300%	1/15/19	14,905	15,555
Duke Energy Progress Llc	3.000%	9/15/21	7,817	8,042
Duke Energy Progress Llc	2.800%	5/15/22	3,095	3,167
Duke Energy Progress LLC	3.250%	8/15/25	5,300	5,417
Duke Energy Progress LLC	6.300%	4/1/38	6,799	9,179
Duke Energy Progress LLC	4.100%	5/15/42	196	204
Duke Energy Progress LLC	4.100%	3/15/43	775	810
Duke Energy Progress LLC	4.375%	3/30/44	6,875	7,571
Duke Energy Progress LLC	4.150%	12/1/44	6,284	6,701
Duke Energy Progress LLC	4.200%	8/15/45	3,077	3,316

Duke Energy Progress LLC	3.700%	10/15/46	4,475	4,437
Duke Energy Progress LLC	3.600%	9/15/47	5,500	5,364
Edison International	2.125%	4/15/20	3,000	3,001
Edison International	2.400%	9/15/22	2,100	2,084
Edison International	2.950%	3/15/23	950	962
El Paso Electric Co.	6.000%	5/15/35	1,475	1,727
El Paso Electric Co.	5.000%	12/1/44	4,375	4,604
Emera US Finance LP	2.150%	6/15/19	4,725	4,723
Emera US Finance LP	2.700%	6/15/21	5,220	5,226
Emera US Finance LP	3.550%	6/15/26	5,855	5,897
Emera US Finance LP	4.750%	6/15/46	23,220	24,968
Enel Americas SA	4.000%	10/25/26	3,000	3,052
Entergy Arkansas Inc.	3.750%	2/15/21	7,675	7,999
Entergy Arkansas Inc.	3.500%	4/1/26	5,878	6,038
Entergy Corp.	4.000%	7/15/22	2,106	2,229
Entergy Corp.	2.950%	9/1/26	7,525	7,242
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	2,305	2,698
Entergy Louisiana LLC	4.050%	9/1/23	6,675	7,151
Entergy Louisiana LLC	5.400%	11/1/24	3,325	3,859
Entergy Louisiana LLC	2.400%	10/1/26	4,852	4,612
Entergy Louisiana LLC	3.120%	9/1/27	5,600	5,622
Entergy Louisiana LLC	3.250%	4/1/28	5,375	5,411
Entergy Louisiana LLC	3.050%	6/1/31	17,515	16,936
Entergy Louisiana LLC	4.950%	1/15/45	9,800	10,136
Entergy Mississippi Inc.	2.850%	6/1/28	5,175	4,979
Entergy Texas Inc.	7.125%	2/1/19	11,635	12,385
Eversource Energy	4.500%	11/15/19	3,653	3,829
Eversource Energy	3.150%	1/15/25	5,400	5,423
Exelon Corp.	2.850%	6/15/20	3,813	3,886
Exelon Corp.	2.450%	4/15/21	2,875	2,873
Exelon Corp.	3.950%	6/15/25	20,250	21,105
Exelon Corp.	3.400%	4/15/26	10,125	10,137
Exelon Corp.	4.950%	6/15/35	6,500	7,262
Exelon Corp.	5.625%	6/15/35	5,515	6,622
Exelon Corp.	5.100%	6/15/45	3,850	4,379
Exelon Corp.	4.450%	4/15/46	12,475	13,059
Exelon Generation Co. LLC	5.200%	10/1/19	1,158	1,227
Exelon Generation Co. LLC	4.000%	10/1/20	7,923	8,280
Exelon Generation Co. LLC	4.250%	6/15/22	18,775	20,054
Exelon Generation Co. LLC	6.250%	10/1/39	8,657	9,506
Exelon Generation Co. LLC	5.750%	10/1/41	2,310	2,393
Exelon Generation Co. LLC	5.600%	6/15/42	10,812	11,048
FirstEnergy Corp.	2.850%	7/15/22	7,425	7,423
FirstEnergy Corp.	4.250%	3/15/23	1,600	1,690
FirstEnergy Corp.	3.900%	7/15/27	15,475	15,709
FirstEnergy Corp.	7.375%	11/15/31	15,800	20,913
FirstEnergy Corp.	4.850%	7/15/47	10,975	11,512
Florida Power & Light Co.	2.750%	6/1/23	7,425	7,547
Florida Power & Light Co.	3.250%	6/1/24	10,675	11,021
Florida Power & Light Co.	3.125%	12/1/25	12,400	12,526
Florida Power & Light Co.	5.625%	4/1/34	3,000	3,699
Florida Power & Light Co.	4.950%	6/1/35	645	758
Florida Power & Light Co.	5.650%	2/1/37	3,297	4,142
Florida Power & Light Co.	5.950%	2/1/38	8,685	11,433
Florida Power & Light Co.	5.250%	2/1/41	500	617
Florida Power & Light Co.	4.125%	2/1/42	14,993	16,064
Florida Power & Light Co.	3.800%	12/15/42	5,095	5,205

Florida Power & Light Co.	4.050%	10/1/44	4,200	4,526
Fortis Inc.	2.100%	10/4/21	3,270	3,205
Fortis Inc.	3.055%	10/4/26	29,635	28,764
Georgia Power Co.	1.950%	12/1/18	7,245	7,257
Georgia Power Co.	4.250%	12/1/19	45	47
Georgia Power Co.	2.000%	3/30/20	4,150	4,151
Georgia Power Co.	2.000%	9/8/20	18,000	17,922
Georgia Power Co.	2.400%	4/1/21	7,500	7,508
Georgia Power Co.	2.850%	5/15/22	8,375	8,496
Georgia Power Co.	3.250%	4/1/26	5,150	5,175
Georgia Power Co.	3.250%	3/30/27	4,800	4,787
Georgia Power Co.	5.650%	3/1/37	1,133	1,323
Georgia Power Co.	5.950%	2/1/39	2,000	2,487
Georgia Power Co.	5.400%	6/1/40	6,990	8,245
Georgia Power Co.	4.750%	9/1/40	5,532	6,013
Georgia Power Co.	4.300%	3/15/42	10,962	11,493
Georgia Power Co.	4.300%	3/15/43	4,055	4,223
Great Plains Energy Inc.	4.850%	6/1/21	1,103	1,175
Gulf Power Co.	3.300%	5/30/27	3,400	3,438
Iberdrola International BV	6.750%	7/15/36	3,475	4,527
Indiana Michigan Power Co.	7.000%	3/15/19	4,540	4,855
Indiana Michigan Power Co.	6.050%	3/15/37	7,050	8,883
Indiana Michigan Power Co.	4.550%	3/15/46	1,405	1,567
Indiana Michigan Power Co.	3.750%	7/1/47	4,000	3,917
Interstate Power & Light Co.	6.250%	7/15/39	2,864	3,751
Interstate Power & Light Co.	3.700%	9/15/46	2,500	2,419
ITC Holdings Corp.	4.050%	7/1/23	2,925	3,042
ITC Holdings Corp.	3.650%	6/15/24	4,070	4,169
ITC Holdings Corp.	3.250%	6/30/26	250	246
ITC Holdings Corp.	5.300%	7/1/43	11,600	13,573
5 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,527	2,781
Kansas City Power & Light Co.	7.150%	4/1/19	2,890	3,108
Kansas City Power & Light Co.	3.150%	3/15/23	750	758
Kansas City Power & Light Co.	6.050%	11/15/35	1,440	1,791
Kansas City Power & Light Co.	5.300%	10/1/41	6,370	7,362
Kansas City Power & Light Co.	4.200%	6/15/47	3,350	3,461
Kentucky Utilities Co.	3.250%	11/1/20	3,575	3,687
Kentucky Utilities Co.	5.125%	11/1/40	2,831	3,404
LG&E & KU Energy LLC	3.750%	11/15/20	23,786	24,707
LG&E & KU Energy LLC	4.375%	10/1/21	75	79
Louisville Gas & Electric Co.	3.300%	10/1/25	250	254
Metropolitan Edison Co.	7.700%	1/15/19	4,586	4,893
MidAmerican Energy Co.	3.500%	10/15/24	8,728	9,125
MidAmerican Energy Co.	3.100%	5/1/27	4,000	4,009
MidAmerican Energy Co.	6.750%	12/30/31	9,014	12,139
MidAmerican Energy Co.	5.750%	11/1/35	1,400	1,753
MidAmerican Energy Co.	5.800%	10/15/36	275	348
MidAmerican Energy Co.	4.800%	9/15/43	553	642
MidAmerican Energy Co.	4.250%	5/1/46	1,195	1,280
MidAmerican Energy Co.	3.950%	8/1/47	4,950	5,138
MidAmerican Funding LLC	6.927%	3/1/29	1,400	1,841
Mississippi Power Co.	4.250%	3/15/42	7,825	7,417
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	13,690	14,902
National Rural Utilities Cooperative Finance
Corp.	2.150%	2/1/19	3,275	3,291

National Rural Utilities Cooperative Finance
Corp.	1.650%	2/8/19	15,000	14,982
National Rural Utilities Cooperative Finance
Corp.	1.500%	11/1/19	1,925	1,911
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	5,000	5,048
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	3,505	3,512
National Rural Utilities Cooperative Finance
Corp.	2.350%	6/15/20	6,900	6,947
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/1/20	4,500	4,529
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	2,117	2,170
National Rural Utilities Cooperative Finance
Corp.	2.400%	4/25/22	5,900	5,936
National Rural Utilities Cooperative Finance
Corp.	2.700%	2/15/23	9,800	9,822
National Rural Utilities Cooperative Finance
Corp.	2.950%	2/7/24	11,500	11,554
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	7,520	7,444
National Rural Utilities Cooperative Finance
Corp.	3.250%	11/1/25	650	659
National Rural Utilities Cooperative Finance
Corp.	3.050%	4/25/27	4,000	3,993
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	12,787	13,590
5 National Rural Utilities Cooperative Finance
Corp.	4.750%	4/30/43	1,866	1,920
5 National Rural Utilities Cooperative Finance
Corp.	5.250%	4/20/46	4,775	5,085
Nevada Power Co.	7.125%	3/15/19	19,205	20,609
Nevada Power Co.	6.650%	4/1/36	5,650	7,587
Nevada Power Co.	6.750%	7/1/37	7,472	10,199
Nevada Power Co.	5.450%	5/15/41	2,225	2,700
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	15,600	16,454
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	8,075	8,130
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	3,075	3,110
NextEra Energy Capital Holdings Inc.	3.550%	5/1/27	12,850	13,182
Northern States Power Co.	2.200%	8/15/20	2,700	2,714
Northern States Power Co.	6.250%	6/1/36	3,670	4,830
Northern States Power Co.	6.200%	7/1/37	5,443	7,263
Northern States Power Co.	5.350%	11/1/39	9,296	11,471
Northern States Power Co.	3.400%	8/15/42	2,983	2,849
Northern States Power Co.	4.000%	8/15/45	2,900	3,021
NorthWestern Corp.	6.340%	4/1/19	4,500	4,778
NorthWestern Corp.	4.176%	11/15/44	3,125	3,286
NSTAR Electric Co.	2.375%	10/15/22	8,150	8,100
NSTAR Electric Co.	3.200%	5/15/27	3,875	3,893
NSTAR Electric Co.	5.500%	3/15/40	5,271	6,563
NV Energy Inc.	6.250%	11/15/20	12,485	13,927
Oglethorpe Power Corp.	5.950%	11/1/39	1,450	1,791
Oglethorpe Power Corp.	5.375%	11/1/40	7,000	8,127
Oglethorpe Power Corp.	5.250%	9/1/50	518	583
Ohio Edison Co.	6.875%	7/15/36	1,550	2,078
Ohio Power Co.	5.375%	10/1/21	4,466	4,959

	Oklahoma Gas & Electric Co.	4.150%	4/1/47	2,975	3,149
	Oklahoma Gas & Electric Co.	3.850%	8/15/47	12,000	12,068
	Oncor Electric Delivery Co. LLC	2.150%	6/1/19	6,010	6,014
	Oncor Electric Delivery Co. LLC	7.000%	9/1/22	5,496	6,571
	Oncor Electric Delivery Co. LLC	2.950%	4/1/25	6,250	6,203
	Oncor Electric Delivery Co. LLC	7.000%	5/1/32	2,525	3,487
	Oncor Electric Delivery Co. LLC	7.250%	1/15/33	2,930	4,090
	Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,621	2,382
	Oncor Electric Delivery Co. LLC	5.250%	9/30/40	5,875	7,104
	Oncor Electric Delivery Co. LLC	4.550%	12/1/41	4,119	4,578
	Oncor Electric Delivery Co. LLC	5.300%	6/1/42	4,850	5,927
	Oncor Electric Delivery Co. LLC	3.750%	4/1/45	5,600	5,545
10	Oncor Electric Delivery Co. LLC	3.800%	9/30/47	1,600	1,609
	Pacific Gas & Electric Co.	3.500%	10/1/20	21,075	21,901
	Pacific Gas & Electric Co.	4.250%	5/15/21	11,366	12,063
	Pacific Gas & Electric Co.	3.250%	6/15/23	7,480	7,721
	Pacific Gas & Electric Co.	3.850%	11/15/23	1,500	1,587
	Pacific Gas & Electric Co.	3.750%	2/15/24	4,975	5,227
	Pacific Gas & Electric Co.	3.400%	8/15/24	5,671	5,838
	Pacific Gas & Electric Co.	3.500%	6/15/25	4,800	4,963
	Pacific Gas & Electric Co.	2.950%	3/1/26	2,000	1,998
	Pacific Gas & Electric Co.	6.050%	3/1/34	31,487	40,947
	Pacific Gas & Electric Co.	5.800%	3/1/37	9,795	12,450
	Pacific Gas & Electric Co.	6.350%	2/15/38	1,525	2,060
	Pacific Gas & Electric Co.	6.250%	3/1/39	4,925	6,553
	Pacific Gas & Electric Co.	4.450%	4/15/42	9,844	10,913
	Pacific Gas & Electric Co.	3.750%	8/15/42	210	207
	Pacific Gas & Electric Co.	4.600%	6/15/43	15,200	16,896
	Pacific Gas & Electric Co.	5.125%	11/15/43	55	66
	Pacific Gas & Electric Co.	4.750%	2/15/44	5,115	5,894
	Pacific Gas & Electric Co.	4.300%	3/15/45	6,442	6,979
	Pacific Gas & Electric Co.	4.250%	3/15/46	11,995	12,905
	Pacific Gas & Electric Co.	4.000%	12/1/46	5,875	6,147
	PacifiCorp	5.500%	1/15/19	10,477	10,956
	PacifiCorp	2.950%	2/1/22	8,000	8,174
	PacifiCorp	3.600%	4/1/24	9,564	9,973
	PacifiCorp	7.700%	11/15/31	1,174	1,694
	PacifiCorp	5.250%	6/15/35	100	118
	PacifiCorp	5.750%	4/1/37	3,181	4,036
	PacifiCorp	6.250%	10/15/37	8,606	11,504
	PacifiCorp	6.350%	7/15/38	2,050	2,776
	PacifiCorp	6.000%	1/15/39	3,806	4,982
	PacifiCorp	4.100%	2/1/42	3,920	4,139
	PECO Energy Co.	2.375%	9/15/22	2,925	2,914
	PECO Energy Co.	3.150%	10/15/25	200	201
	Pennsylvania Electric Co.	5.200%	4/1/20	3,600	3,821
	PG&E Corp.	2.400%	3/1/19	3,975	3,989
	Potomac Electric Power Co.	3.600%	3/15/24	1,900	1,984
	Potomac Electric Power Co.	6.500%	11/15/37	7,657	10,465
	Potomac Electric Power Co.	4.150%	3/15/43	4,675	4,903
	PPL Capital Funding Inc.	4.200%	6/15/22	2,365	2,517
	PPL Capital Funding Inc.	3.500%	12/1/22	1,795	1,855
	PPL Capital Funding Inc.	3.400%	6/1/23	3,695	3,795
	PPL Capital Funding Inc.	3.950%	3/15/24	815	853
	PPL Capital Funding Inc.	3.100%	5/15/26	4,726	4,640
	PPL Capital Funding Inc.	4.700%	6/1/43	2,750	2,993
	PPL Capital Funding Inc.	5.000%	3/15/44	11,571	12,912

PPL Capital Funding Inc.	4.000%	9/15/47	4,600	4,554
PPL Electric Utilities Corp.	3.000%	9/15/21	3,300	3,381
PPL Electric Utilities Corp.	6.250%	5/15/39	5,327	7,099
PPL Electric Utilities Corp.	4.750%	7/15/43	700	798
PPL Electric Utilities Corp.	4.125%	6/15/44	2,700	2,833
PPL Electric Utilities Corp.	3.950%	6/1/47	4,775	4,895
Progress Energy Inc.	4.875%	12/1/19	4,500	4,751
Progress Energy Inc.	4.400%	1/15/21	6,347	6,705
Progress Energy Inc.	3.150%	4/1/22	17,265	17,587
Progress Energy Inc.	7.750%	3/1/31	1,935	2,729
Progress Energy Inc.	7.000%	10/30/31	2,850	3,810
Progress Energy Inc.	6.000%	12/1/39	5,620	7,128
PSEG Power LLC	5.125%	4/15/20	1,286	1,375
PSEG Power LLC	3.000%	6/15/21	4,160	4,235
PSEG Power LLC	8.625%	4/15/31	540	705
Public Service Co. of Colorado	5.125%	6/1/19	7,475	7,863
Public Service Co. of Colorado	3.200%	11/15/20	4,175	4,301
Public Service Co. of Colorado	2.250%	9/15/22	5,550	5,502
Public Service Co. of Colorado	6.250%	9/1/37	497	658
Public Service Co. of Colorado	3.600%	9/15/42	10,475	10,209
Public Service Co. of Colorado	4.300%	3/15/44	120	130
Public Service Co. of Colorado	3.800%	6/15/47	3,000	3,033
Public Service Co. of New Hampshire	3.500%	11/1/23	2,054	2,125
Public Service Co. of Oklahoma	5.150%	12/1/19	100	106
Public Service Electric & Gas Co.	1.900%	3/15/21	3,100	3,064
Public Service Electric & Gas Co.	2.375%	5/15/23	308	306
Public Service Electric & Gas Co.	3.000%	5/15/25	4,460	4,462
Public Service Electric & Gas Co.	2.250%	9/15/26	575	541
Public Service Electric & Gas Co.	3.000%	5/15/27	4,275	4,231
Public Service Electric & Gas Co.	5.800%	5/1/37	1,741	2,222
Public Service Electric & Gas Co.	3.950%	5/1/42	14,965	15,720
Public Service Electric & Gas Co.	3.650%	9/1/42	825	808
Public Service Electric & Gas Co.	3.800%	3/1/46	15,930	16,130
Public Service Enterprise Group Inc.	1.600%	11/15/19	625	618
Puget Energy Inc.	6.500%	12/15/20	15,900	17,801
Puget Energy Inc.	6.000%	9/1/21	5,619	6,268
Puget Energy Inc.	5.625%	7/15/22	2,150	2,387
Puget Energy Inc.	3.650%	5/15/25	6,680	6,767
Puget Sound Energy Inc.	6.274%	3/15/37	3,475	4,547
Puget Sound Energy Inc.	5.757%	10/1/39	2,675	3,346
Puget Sound Energy Inc.	5.795%	3/15/40	1,774	2,271
Puget Sound Energy Inc.	5.638%	4/15/41	3,068	3,853
Puget Sound Energy Inc.	4.300%	5/20/45	6,000	6,459
San Diego Gas & Electric Co.	3.000%	8/15/21	3,000	3,076
San Diego Gas & Electric Co.	3.600%	9/1/23	3,675	3,868
San Diego Gas & Electric Co.	2.500%	5/15/26	100	96
San Diego Gas & Electric Co.	6.000%	6/1/39	805	1,047
San Diego Gas & Electric Co.	4.500%	8/15/40	2,570	2,921
San Diego Gas & Electric Co.	3.750%	6/1/47	6,000	6,121
SCANA Corp.	4.750%	5/15/21	4,475	4,695
Sierra Pacific Power Co.	3.375%	8/15/23	8,448	8,734
Sierra Pacific Power Co.	2.600%	5/1/26	13,845	13,364
Sierra Pacific Power Co.	6.750%	7/1/37	4,250	5,728
South Carolina Electric & Gas Co.	6.500%	11/1/18	1,720	1,801
South Carolina Electric & Gas Co.	6.625%	2/1/32	5,729	7,427
South Carolina Electric & Gas Co.	5.300%	5/15/33	93	108
South Carolina Electric & Gas Co.	6.050%	1/15/38	3,635	4,612

South Carolina Electric & Gas Co.	5.450%	2/1/41	3,370	3,977
South Carolina Electric & Gas Co.	4.350%	2/1/42	5,243	5,421
South Carolina Electric & Gas Co.	4.600%	6/15/43	7,560	8,223
South Carolina Electric & Gas Co.	4.100%	6/15/46	4,295	4,340
South Carolina Electric & Gas Co.	4.500%	6/1/64	3,750	3,894
South Carolina Electric & Gas Co.	5.100%	6/1/65	5,200	5,995
Southern California Edison Co.	3.875%	6/1/21	17,875	18,847
5 Southern California Edison Co.	1.845%	2/1/22	3,520	3,479
Southern California Edison Co.	2.400%	2/1/22	9,900	9,918
Southern California Edison Co.	6.650%	4/1/29	2,056	2,657
Southern California Edison Co.	6.000%	1/15/34	5,485	6,996
Southern California Edison Co.	5.750%	4/1/35	2,913	3,665
Southern California Edison Co.	5.350%	7/15/35	7,323	8,857
Southern California Edison Co.	5.550%	1/15/36	1,280	1,562
Southern California Edison Co.	5.625%	2/1/36	7,300	9,083
Southern California Edison Co.	5.550%	1/15/37	6,650	8,264
Southern California Edison Co.	5.950%	2/1/38	5,713	7,482
Southern California Edison Co.	6.050%	3/15/39	1,135	1,506
Southern California Edison Co.	5.500%	3/15/40	898	1,142
Southern California Edison Co.	4.500%	9/1/40	4,575	5,071
Southern California Edison Co.	4.050%	3/15/42	4,950	5,204
Southern California Edison Co.	3.900%	3/15/43	4,915	5,045
Southern California Edison Co.	4.650%	10/1/43	2,699	3,106
Southern California Edison Co.	3.600%	2/1/45	8,250	8,168
Southern California Edison Co.	4.000%	4/1/47	7,100	7,457
Southern Co.	1.850%	7/1/19	3,675	3,668
Southern Co.	2.150%	9/1/19	2,650	2,655
Southern Co.	2.750%	6/15/20	12,160	12,344
Southern Co.	2.350%	7/1/21	10,425	10,363
Southern Co.	2.950%	7/1/23	7,950	7,981
Southern Co.	3.250%	7/1/26	14,465	14,287
Southern Co.	4.250%	7/1/36	12,700	13,080
Southern Co.	4.400%	7/1/46	14,575	15,081
Southern Power Co.	1.950%	12/15/19	6,200	6,182
Southern Power Co.	2.375%	6/1/20	2,950	2,956
Southern Power Co.	2.500%	12/15/21	10,000	9,938
Southern Power Co.	4.150%	12/1/25	12,200	12,844
Southern Power Co.	5.150%	9/15/41	11,340	12,347
Southern Power Co.	4.950%	12/15/46	3,375	3,599
Southwestern Electric Power Co.	6.450%	1/15/19	3,685	3,888
Southwestern Electric Power Co.	2.750%	10/1/26	2,225	2,150
Southwestern Electric Power Co.	6.200%	3/15/40	2,050	2,671
Southwestern Electric Power Co.	3.900%	4/1/45	4,275	4,284
Southwestern Public Service Co.	3.300%	6/15/24	1,815	1,867
Southwestern Public Service Co.	4.500%	8/15/41	3,645	4,014
Southwestern Public Service Co.	3.400%	8/15/46	21,640	20,465
Southwestern Public Service Co.	3.700%	8/15/47	7,275	7,213
Tampa Electric Co.	5.400%	5/15/21	2,462	2,709
Tampa Electric Co.	2.600%	9/15/22	5,690	5,670
Tampa Electric Co.	6.550%	5/15/36	850	1,113
Tampa Electric Co.	4.100%	6/15/42	602	606
Tampa Electric Co.	4.350%	5/15/44	6,960	7,336
TECO Finance Inc.	5.150%	3/15/20	3,494	3,722
Toledo Edison Co.	6.150%	5/15/37	2,880	3,565
TransAlta Corp.	4.500%	11/15/22	3,745	3,815
TransAlta Corp.	6.500%	3/15/40	4,239	4,189
Tucson Electric Power Co.	3.050%	3/15/25	2,375	2,331

UIL Holdings Corp.	4.625%	10/1/20	1,600	1,681
Union Electric Co.	6.700%	2/1/19	3,941	4,185
Union Electric Co.	3.500%	4/15/24	7,760	8,043
Union Electric Co.	2.950%	6/15/27	4,000	3,959
Union Electric Co.	5.300%	8/1/37	3,945	4,692
Union Electric Co.	8.450%	3/15/39	1,775	2,842
Union Electric Co.	3.900%	9/15/42	2,450	2,522
Union Electric Co.	3.650%	4/15/45	3,975	3,949
Virginia Electric & Power Co.	5.000%	6/30/19	4,637	4,871
Virginia Electric & Power Co.	2.950%	1/15/22	4,070	4,148
Virginia Electric & Power Co.	3.450%	9/1/22	1,415	1,472
Virginia Electric & Power Co.	2.750%	3/15/23	5,275	5,321
Virginia Electric & Power Co.	3.450%	2/15/24	4,920	5,090
Virginia Electric & Power Co.	3.100%	5/15/25	4,180	4,207
Virginia Electric & Power Co.	3.150%	1/15/26	7,900	7,967
Virginia Electric & Power Co.	2.950%	11/15/26	4,120	4,086
Virginia Electric & Power Co.	3.500%	3/15/27	21,575	22,360
Virginia Electric & Power Co.	6.000%	1/15/36	5,700	7,282
Virginia Electric & Power Co.	6.000%	5/15/37	4,025	5,184
Virginia Electric & Power Co.	6.350%	11/30/37	3,700	4,897
Virginia Electric & Power Co.	4.000%	1/15/43	4,633	4,800
Virginia Electric & Power Co.	4.650%	8/15/43	8,055	8,966
Virginia Electric & Power Co.	4.450%	2/15/44	9,295	10,071
Virginia Electric & Power Co.	4.200%	5/15/45	5,800	6,135
Virginia Electric & Power Co.	3.800%	9/15/47	6,700	6,703
WEC Energy Group Inc.	2.450%	6/15/20	3,000	3,018
WEC Energy Group Inc.	3.550%	6/15/25	3,525	3,627
Westar Energy Inc.	2.550%	7/1/26	5,875	5,671
Westar Energy Inc.	3.100%	4/1/27	7,500	7,528
Westar Energy Inc.	4.125%	3/1/42	7,512	7,864
Westar Energy Inc.	4.100%	4/1/43	5,175	5,403
Westar Energy Inc.	4.250%	12/1/45	1,560	1,676
Wisconsin Electric Power Co.	2.950%	9/15/21	2,515	2,573
Wisconsin Electric Power Co.	5.625%	5/15/33	775	940
Wisconsin Electric Power Co.	5.700%	12/1/36	1,050	1,300
Wisconsin Electric Power Co.	4.250%	6/1/44	2,125	2,262
Wisconsin Power & Light Co.	6.375%	8/15/37	4,325	5,761
Wisconsin Public Service Corp.	1.650%	12/4/18	3,920	3,917
Wisconsin Public Service Corp.	3.671%	12/1/42	1,875	1,830
Xcel Energy Inc.	4.700%	5/15/20	825	870
Xcel Energy Inc.	2.400%	3/15/21	8,000	8,017
Xcel Energy Inc.	2.600%	3/15/22	5,250	5,273
Xcel Energy Inc.	3.300%	6/1/25	4,800	4,860
Xcel Energy Inc.	3.350%	12/1/26	3,875	3,913
Xcel Energy Inc.	6.500%	7/1/36	7,817	10,404
Natural Gas (0.1%)
Atmos Energy Corp.	8.500%	3/15/19	1,110	1,214
Atmos Energy Corp.	3.000%	6/15/27	5,000	4,982
Atmos Energy Corp.	5.500%	6/15/41	10,165	12,609
Atmos Energy Corp.	4.150%	1/15/43	8,840	9,343
Atmos Energy Corp.	4.125%	10/15/44	2,350	2,479
CenterPoint Energy Resources Corp.	4.500%	1/15/21	16,642	17,509
CenterPoint Energy Resources Corp.	5.850%	1/15/41	7,075	8,707
CenterPoint Energy Resources Corp.	4.100%	9/1/47	3,150	3,162
NiSource Finance Corp.	6.800%	1/15/19	195	206
NiSource Finance Corp.	5.450%	9/15/20	6,732	7,321

NiSource Finance Corp.	3.490%	5/15/27	10,000	10,127
NiSource Finance Corp.	5.950%	6/15/41	9,065	11,277
Nisource Finance Corp.	5.250%	2/15/43	1,300	1,501
NiSource Finance Corp.	4.800%	2/15/44	412	452
NiSource Finance Corp.	4.375%	5/15/47	19,675	20,640
ONE Gas Inc.	2.070%	2/1/19	4,529	4,532
ONE Gas Inc.	4.658%	2/1/44	1,325	1,476
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	2,450	2,668
Piedmont Natural Gas Co. Inc.	3.640%	11/1/46	1,750	1,654
Sempra Energy	9.800%	2/15/19	6,155	6,798
Sempra Energy	1.625%	10/7/19	3,500	3,471
Sempra Energy	2.400%	3/15/20	3,211	3,224
Sempra Energy	2.850%	11/15/20	7,179	7,279
Sempra Energy	2.875%	10/1/22	6,181	6,212
Sempra Energy	4.050%	12/1/23	7,435	7,830
Sempra Energy	3.750%	11/15/25	3,000	3,075
Sempra Energy	3.250%	6/15/27	8,565	8,436
Sempra Energy	6.000%	10/15/39	21,228	26,693
Southern California Gas Co.	3.150%	9/15/24	175	178
Southern California Gas Co.	3.200%	6/15/25	1,020	1,037
Southern California Gas Co.	2.600%	6/15/26	13,050	12,669
Southern California Gas Co.	3.750%	9/15/42	5,170	5,248
Southern Co. Gas Capital Corp.	5.250%	8/15/19	885	934
Southern Co. Gas Capital Corp.	3.500%	9/15/21	2,625	2,689
Southern Co. Gas Capital Corp.	2.450%	10/1/23	250	244
Southern Co. Gas Capital Corp.	3.875%	11/15/25	1,000	1,032
Southern Co. Gas Capital Corp.	3.250%	6/15/26	5,200	5,064
Southern Co. Gas Capital Corp.	5.875%	3/15/41	4,075	4,957
Southern Co. Gas Capital Corp.	4.400%	6/1/43	4,325	4,420
Southern Co. Gas Capital Corp.	3.950%	10/1/46	4,700	4,552
Southern Co. Gas Capital Corp.	4.400%	5/30/47	12,535	12,984
Southwest Gas Corp.	3.800%	9/29/46	400	381
Washington Gas Light Co.	3.796%	9/15/46	4,700	4,609
Other Utility (0.0%)
American Water Capital Corp.	3.850%	3/1/24	3,500	3,694
American Water Capital Corp.	3.400%	3/1/25	1,560	1,611
American Water Capital Corp.	2.950%	9/1/27	6,900	6,863
American Water Capital Corp.	6.593%	10/15/37	5,620	7,702
American Water Capital Corp.	4.300%	12/1/42	60	65
American Water Capital Corp.	4.300%	9/1/45	5,700	6,072
American Water Capital Corp.	4.000%	12/1/46	925	951
American Water Capital Corp.	3.750%	9/1/47	11,775	11,793
United Utilities plc	5.375%	2/1/19	3,700	3,842
United Utilities plc	6.875%	8/15/28	960	1,148
Veolia Environnement SA	6.750%	6/1/38	4,174	5,408
				3,660,867
Total Corporate Bonds (Cost $50,834,248)				52,622,001
Sovereign Bonds (4.9%)
African Development Bank	1.625%	10/2/18	24,655	24,684
African Development Bank	1.000%	11/2/18	8,675	8,620
African Development Bank	1.000%	5/15/19	16,400	16,234
African Development Bank	1.375%	2/12/20	9,600	9,526
African Development Bank	1.875%	3/16/20	27,000	27,094
African Development Bank	1.250%	7/26/21	3,620	3,528
African Development Bank	2.375%	9/23/21	26,600	27,027

Agricultural Bank of China Ltd.	2.750%	5/21/20	1,645	1,650
Asian Development Bank	0.875%	10/5/18	33,000	32,793
Asian Development Bank	1.875%	10/23/18	13,850	13,900
Asian Development Bank	1.375%	1/15/19	14,500	14,463
Asian Development Bank	1.750%	3/21/19	3,370	3,378
Asian Development Bank	1.875%	4/12/19	12,120	12,163
Asian Development Bank	1.000%	8/16/19	4,220	4,172
Asian Development Bank	1.500%	1/22/20	17,280	17,214
Asian Development Bank	1.375%	3/23/20	16,525	16,400
Asian Development Bank	1.625%	5/5/20	101,000	100,733
Asian Development Bank	1.625%	8/26/20	3,900	3,880
Asian Development Bank	1.625%	3/16/21	44,000	43,606
Asian Development Bank	1.750%	6/8/21	37,000	36,798
Asian Development Bank	2.125%	11/24/21	20,000	20,119
Asian Development Bank	2.000%	2/16/22	81,601	81,551
Asian Development Bank	1.875%	2/18/22	27,550	27,367
Asian Development Bank	1.750%	9/13/22	12,000	11,807
Asian Development Bank	2.000%	1/22/25	16,950	16,583
Asian Development Bank	2.000%	4/24/26	9,350	9,038
Asian Development Bank	2.625%	1/12/27	11,300	11,431
Asian Development Bank	6.220%	8/15/27	375	488
Canada	1.625%	2/27/19	30,310	30,230
CNOOC Curtis Funding No 1 Pty Ltd.	4.500%	10/3/23	5,000	5,393
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	6,525	6,519
CNOOC Finance 2015 Australia Pty Ltd.	2.625%	5/5/20	21,185	21,283
CNOOC Finance 2015 Australia Pty Ltd.	4.200%	5/5/45	4,500	4,499
CNOOC Finance 2015 USA LLC	3.500%	5/5/25	30,550	31,093
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	30,800	32,753
CNOOC Nexen Finance 2014 ULC	4.875%	4/30/44	400	445
Corp. Andina de Fomento	2.000%	5/10/19	16,750	16,748
Corp. Andina de Fomento	8.125%	6/4/19	19,800	21,727
Corp. Andina de Fomento	2.200%	7/18/20	24,910	24,937
Corp. Andina de Fomento	4.375%	6/15/22	25,925	27,954
Council Of Europe Development Bank	1.500%	5/17/19	6,100	6,091
Council Of Europe Development Bank	1.750%	11/14/19	2,900	2,903
Council Of Europe Development Bank	1.875%	1/27/20	2,250	2,258
Council Of Europe Development Bank	1.625%	3/10/20	17,800	17,751
Council Of Europe Development Bank	1.625%	3/16/21	8,500	8,413
Ecopetrol SA	5.875%	9/18/23	20,265	22,519
Ecopetrol SA	4.125%	1/16/25	20,250	20,275
Ecopetrol SA	5.375%	6/26/26	27,800	29,572
Ecopetrol SA	7.375%	9/18/43	4,000	4,560
Ecopetrol SA	5.875%	5/28/45	23,115	22,566
Emirates Telecommunications Group Co.
PJSC	3.500%	6/18/24	5,000	5,131
European Bank for Reconstruction &
Development	1.625%	11/15/18	10,625	10,638
European Bank for Reconstruction &
Development	1.750%	6/14/19	20,400	20,449
European Bank for Reconstruction &
Development	0.875%	7/22/19	5,000	4,931
European Bank for Reconstruction &
Development	1.750%	11/26/19	19,600	19,621
European Bank for Reconstruction &
Development	1.500%	3/16/20	23,050	22,929
European Bank for Reconstruction &
Development	1.125%	8/24/20	3,250	3,188

	European Bank for Reconstruction &
	Development	2.000%	2/1/21	51,650	51,758
	European Bank for Reconstruction &
	Development	1.875%	7/15/21	5,075	5,058
	European Bank for Reconstruction &
	Development	1.875%	2/23/22	14,800	14,683
	European Bank for Reconstruction &
	Development	2.125%	3/7/22	1,500	1,505
	European Investment Bank	1.625%	12/18/18	23,570	23,598
	European Investment Bank	1.875%	3/15/19	74,780	75,055
	European Investment Bank	1.250%	5/15/19	46,350	46,065
	European Investment Bank	1.750%	6/17/19	68,060	68,223
	European Investment Bank	1.125%	8/15/19	64,600	64,030
	European Investment Bank	1.625%	3/16/20	77,370	77,157
	European Investment Bank	1.750%	5/15/20	50,000	49,987
	European Investment Bank	1.375%	6/15/20	29,800	29,499
	European Investment Bank	1.625%	8/14/20	19,960	19,857
	European Investment Bank	2.875%	9/15/20	12,945	13,332
	European Investment Bank	1.625%	12/15/20	40,000	39,691
	European Investment Bank	4.000%	2/16/21	30,585	32,677
	European Investment Bank	2.000%	3/15/21	7,700	7,727
	European Investment Bank	2.500%	4/15/21	40,760	41,558
	European Investment Bank	1.625%	6/15/21	12,000	11,876
	European Investment Bank	1.375%	9/15/21	2,750	2,687
	European Investment Bank	2.125%	10/15/21	4,550	4,571
	European Investment Bank	2.250%	3/15/22	54,000	54,447
	European Investment Bank	2.375%	6/15/22	47,850	48,490
	European Investment Bank	2.250%	8/15/22	28,045	28,207
	European Investment Bank	3.250%	1/29/24	21,150	22,353
	European Investment Bank	2.500%	10/15/24	24,160	24,482
	European Investment Bank	1.875%	2/10/25	42,650	41,251
	European Investment Bank	2.125%	4/13/26	59,100	57,748
	European Investment Bank	2.375%	5/24/27	18,750	18,576
	European Investment Bank	4.875%	2/15/36	8,990	11,668
	Export Development Canada	1.500%	10/3/18	5,275	5,262
	Export Development Canada	1.000%	11/1/18	7,775	7,726
	Export Development Canada	1.250%	2/4/19	11,600	11,555
10	Export Development Canada	1.500%	4/4/19	2,200	2,196
12	Export Development Canada	1.750%	8/19/19	28,150	28,219
12	Export Development Canada	1.625%	12/3/19	4,500	4,494
	Export Development Canada	1.625%	1/17/20	11,000	10,977
	Export Development Canada	1.625%	6/1/20	3,000	2,991
	Export Development Canada	1.750%	7/21/20	325	324
	Export Development Canada	1.500%	5/26/21	24,750	24,364
	Export Development Canada	1.375%	10/21/21	9,400	9,167
	Export-Import Bank of Korea	1.750%	2/27/18	17,810	17,796
	Export-Import Bank of Korea	1.750%	5/26/19	8,300	8,238
	Export-Import Bank of Korea	2.375%	8/12/19	7,000	7,005
	Export-Import Bank of Korea	1.500%	10/21/19	12,000	11,798
	Export-Import Bank of Korea	5.125%	6/29/20	9,730	10,375
	Export-Import Bank of Korea	2.625%	12/30/20	2,450	2,447
	Export-Import Bank of Korea	4.000%	1/29/21	7,824	8,126
	Export-Import Bank of Korea	2.125%	2/11/21	500	491
	Export-Import Bank of Korea	2.500%	5/10/21	5,200	5,146
	Export-Import Bank of Korea	4.375%	9/15/21	4,425	4,676
	Export-Import Bank of Korea	1.875%	10/21/21	11,500	11,076
	Export-Import Bank of Korea	2.750%	1/25/22	22,200	22,133

	Export-Import Bank of Korea	5.000%	4/11/22	4,150	4,520
	Export-Import Bank of Korea	4.000%	1/14/24	34,750	36,554
	Export-Import Bank of Korea	3.250%	11/10/25	6,430	6,424
	Export-Import Bank of Korea	2.625%	5/26/26	12,900	12,283
	FMS Wertmanagement AoeR	1.625%	11/20/18	22,450	22,450
	FMS Wertmanagement AoeR	1.000%	8/16/19	35,000	34,566
13	FMS Wertmanagement AoeR	1.750%	1/24/20	24,100	24,127
	FMS Wertmanagement AoeR	1.750%	3/17/20	8,000	8,000
	FMS Wertmanagement AoeR	2.000%	8/1/22	44,610	44,437
	Hydro-Quebec	8.400%	1/15/22	8,195	9,963
	Hydro-Quebec	8.050%	7/7/24	3,310	4,286
	Hydro-Quebec	8.500%	12/1/29	825	1,199
	Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	4,850	4,853
	Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	4,400	4,458
	Industrial & Commercial Bank of China Ltd.	2.635%	5/26/21	8,000	7,937
	Inter-American Development Bank	1.000%	5/13/19	17,300	17,147
	Inter-American Development Bank	1.125%	9/12/19	2,650	2,623
	Inter-American Development Bank	3.875%	9/17/19	57,480	59,920
	Inter-American Development Bank	1.250%	10/15/19	12,750	12,653
	Inter-American Development Bank	1.750%	10/15/19	32,200	32,277
	Inter-American Development Bank	3.875%	2/14/20	6,475	6,797
	Inter-American Development Bank	1.625%	5/12/20	52,200	52,061
	Inter-American Development Bank	1.875%	6/16/20	29,600	29,705
	Inter-American Development Bank	2.125%	11/9/20	11,470	11,580
	Inter-American Development Bank	1.875%	3/15/21	2,975	2,974
	Inter-American Development Bank	2.125%	1/18/22	55,900	56,152
	Inter-American Development Bank	1.750%	4/14/22	29,260	28,877
	Inter-American Development Bank	1.750%	9/14/22	34,000	33,421
	Inter-American Development Bank	3.000%	10/4/23	8,025	8,380
	Inter-American Development Bank	3.000%	2/21/24	19,195	20,025
	Inter-American Development Bank	2.125%	1/15/25	20,860	20,584
	Inter-American Development Bank	7.000%	6/15/25	2,950	3,799
	Inter-American Development Bank	2.000%	6/2/26	28,350	27,351
	Inter-American Development Bank	2.375%	7/7/27	52,050	51,607
	Inter-American Development Bank	3.875%	10/28/41	45	50
	Inter-American Development Bank	3.200%	8/7/42	6,972	6,935
	Inter-American Development Bank	4.375%	1/24/44	8,225	9,819
	International Bank for Reconstruction &
	Development	1.000%	10/5/18	18,430	18,337
	International Bank for Reconstruction &
	Development	1.875%	3/15/19	72,430	72,781
	International Bank for Reconstruction &
	Development	1.250%	7/26/19	65,200	64,785
	International Bank for Reconstruction &
	Development	0.875%	8/15/19	53,150	52,410
	International Bank for Reconstruction &
	Development	1.875%	10/7/19	45,625	45,845
	International Bank for Reconstruction &
	Development	1.300%	10/25/19	2,200	2,170
	International Bank for Reconstruction &
	Development	1.125%	11/27/19	28,400	28,075
	International Bank for Reconstruction &
	Development	1.375%	3/30/20	15,000	14,885
	International Bank for Reconstruction &
	Development	1.875%	4/21/20	91,450	91,782
	International Bank for Reconstruction &
	Development	1.125%	8/10/20	6,000	5,893

	International Bank for Reconstruction &
	Development	1.625%	9/4/20	46,100	45,912
	International Bank for Reconstruction &
	Development	2.125%	11/1/20	21,000	21,201
	International Bank for Reconstruction &
	Development	1.625%	3/9/21	19,750	19,594
	International Bank for Reconstruction &
	Development	1.375%	5/24/21	63,300	62,172
	International Bank for Reconstruction &
	Development	2.250%	6/24/21	23,085	23,362
	International Bank for Reconstruction &
	Development	1.375%	9/20/21	61,100	59,781
	International Bank for Reconstruction &
	Development	2.000%	1/26/22	60,750	60,714
	International Bank for Reconstruction &
	Development	1.625%	2/10/22	23,475	23,087
	International Bank for Reconstruction &
	Development	1.875%	10/7/22	1,600	1,583
	International Bank for Reconstruction &
	Development	7.625%	1/19/23	14,000	17,737
	International Bank for Reconstruction &
	Development	1.750%	4/19/23	1,000	977
	International Bank for Reconstruction &
	Development	2.500%	11/25/24	63,650	64,427
	International Bank for Reconstruction &
	Development	2.125%	3/3/25	260	255
	International Bank for Reconstruction &
	Development	2.500%	7/29/25	31,000	31,256
	International Bank for Reconstruction &
	Development	8.875%	3/1/26	1,050	1,519
	International Bank for Reconstruction &
	Development	1.875%	10/27/26	1,000	953
	International Bank for Reconstruction &
	Development	4.750%	2/15/35	6,858	8,643
	International Finance Corp.	1.750%	9/16/19	17,100	17,134
	International Finance Corp.	1.750%	3/30/20	25,000	24,994
	International Finance Corp.	1.625%	7/16/20	32,605	32,495
	International Finance Corp.	1.125%	7/20/21	2,750	2,668
	International Finance Corp.	2.125%	4/7/26	22,300	21,759
14	Japan Bank for International Cooperation	1.750%	11/13/18	19,000	18,976
14	Japan Bank for International Cooperation	2.250%	2/24/20	31,850	31,968
14	Japan Bank for International Cooperation	1.750%	5/28/20	37,600	37,272
14	Japan Bank for International Cooperation	2.125%	6/1/20	23,000	22,997
14	Japan Bank for International Cooperation	2.125%	7/21/20	16,180	16,200
14	Japan Bank for International Cooperation	1.875%	4/20/21	9,300	9,183
14	Japan Bank for International Cooperation	1.500%	7/21/21	21,425	20,862
14	Japan Bank for International Cooperation	2.000%	11/4/21	12,000	11,863
14	Japan Bank for International Cooperation	2.500%	6/1/22	9,200	9,279
14	Japan Bank for International Cooperation	2.375%	7/21/22	11,000	11,025
14	Japan Bank for International Cooperation	3.375%	7/31/23	2,100	2,199
14	Japan Bank for International Cooperation	3.000%	5/29/24	25,500	26,137
14	Japan Bank for International Cooperation	2.125%	2/10/25	26,200	25,280
14	Japan Bank for International Cooperation	2.750%	1/21/26	5,800	5,828
14	Japan Bank for International Cooperation	2.375%	4/20/26	2,000	1,947
14	Japan Bank for International Cooperation	1.875%	7/21/26	26,250	24,576
14	Japan Bank for International Cooperation	2.250%	11/4/26	34,000	32,605
14	Japan Bank for International Cooperation	2.875%	6/1/27	34,250	34,629

14	Japan Finance Organization for Municipalities	4.000%	1/13/21	10,400	10,906
14	Japan International Cooperation Agency	2.750%	4/27/27	12,000	11,936
13	KFW	1.125%	11/16/18	28,550	28,407
13	KFW	1.375%	12/14/18	24,400	24,339
13	KFW	1.500%	2/6/19	11,275	11,260
13	KFW	1.875%	4/1/19	42,530	42,692
13	KFW	4.875%	6/17/19	38,975	41,068
13	KFW	1.000%	7/15/19	70,247	69,452
13	KFW	1.500%	9/9/19	40,185	40,088
13	KFW	1.750%	10/15/19	13,800	13,817
13	KFW	4.000%	1/27/20	40,645	42,778
13	KFW	1.750%	3/31/20	38,000	38,044
13	KFW	1.500%	4/20/20	45,950	45,665
13	KFW	1.625%	5/29/20	48,850	48,667
13	KFW	1.875%	6/30/20	58,130	58,339
13	KFW	2.750%	9/8/20	53,280	54,734
13	KFW	2.750%	10/1/20	46,589	47,868
13	KFW	1.875%	11/30/20	4,500	4,505
13	KFW	1.625%	3/15/21	44,300	43,903
13	KFW	1.500%	6/15/21	97,060	95,595
13	KFW	2.375%	8/25/21	13,825	14,047
13	KFW	1.750%	9/15/21	65,000	64,496
13	KFW	2.000%	11/30/21	20,000	20,020
13	KFW	2.625%	1/25/22	4,000	4,099
13	KFW	2.125%	3/7/22	56,050	56,146
13	KFW	2.125%	6/15/22	50,080	50,192
13	KFW	2.000%	10/4/22	24,700	24,573
13	KFW	2.125%	1/17/23	40,135	40,088
13	KFW	2.500%	11/20/24	48,850	49,348
13	KFW	2.000%	5/2/25	18,175	17,744
13	KFW	0.000%	4/18/36	15,890	9,097
13	KFW	0.000%	6/29/37	6,850	3,717
	Korea Development Bank	3.000%	3/17/19	7,745	7,829
	Korea Development Bank	2.500%	3/11/20	3,500	3,493
	Korea Development Bank	2.500%	1/13/21	1,000	991
	Korea Development Bank	4.625%	11/16/21	6,975	7,446
	Korea Development Bank	2.625%	2/27/22	20,000	19,811
	Korea Development Bank	3.000%	9/14/22	15,000	15,079
	Korea Development Bank	2.750%	3/19/23	8,600	8,503
	Korea Development Bank	3.750%	1/22/24	23,490	24,325
	Korea Development Bank	2.000%	9/12/26	1,500	1,352
	Landesbank Baden-Wuerttemberg	7.625%	2/1/23	1,000	1,216
13	Landwirtschaftliche Rentenbank	1.750%	4/15/19	3,425	3,432
13	Landwirtschaftliche Rentenbank	1.375%	10/23/19	13,665	13,571
13	Landwirtschaftliche Rentenbank	2.250%	10/1/21	100	101
13	Landwirtschaftliche Rentenbank	2.000%	1/13/25	41,660	40,570
13	Landwirtschaftliche Rentenbank	2.375%	6/10/25	24,100	24,018
13	Landwirtschaftliche Rentenbank	1.750%	7/27/26	16,675	15,648
	Nexen Energy ULC	6.200%	7/30/19	3,505	3,721
	Nexen Energy ULC	7.875%	3/15/32	9,765	13,869
	Nexen Energy ULC	5.875%	3/10/35	4,687	5,630
	Nexen Energy ULC	6.400%	5/15/37	9,984	12,804
	Nexen Energy ULC	7.500%	7/30/39	6,635	9,608
	Nordic Investment Bank	1.875%	6/14/19	20,900	21,000
	Nordic Investment Bank	1.500%	8/9/19	2,750	2,743
	Nordic Investment Bank	1.500%	9/29/20	3,100	3,072
	Nordic Investment Bank	1.625%	11/20/20	21,650	21,548

	Nordic Investment Bank	1.250%	8/2/21	4,950	4,824
	Nordic Investment Bank	2.125%	2/1/22	3,100	3,110
	North American Development Bank	2.300%	10/10/18	2,138	2,146
	North American Development Bank	4.375%	2/11/20	2,600	2,726
	North American Development Bank	2.400%	10/26/22	6,000	5,990
15	Oesterreichische Kontrollbank AG	1.125%	4/26/19	18,300	18,131
15	Oesterreichische Kontrollbank AG	1.750%	1/24/20	16,850	16,835
15	Oesterreichische Kontrollbank AG	1.375%	2/10/20	8,525	8,442
15	Oesterreichische Kontrollbank AG	1.500%	10/21/20	24,545	24,241
15	Oesterreichische Kontrollbank AG	1.875%	1/20/21	7,900	7,877
15	Oesterreichische Kontrollbank AG	2.375%	10/1/21	8,950	9,056
5	Oriental Republic of Uruguay	4.500%	8/14/24	12,481	13,658
5	Oriental Republic of Uruguay	4.375%	10/27/27	34,119	36,764
5	Oriental Republic of Uruguay	7.625%	3/21/36	13,645	19,137
5	Oriental Republic of Uruguay	4.125%	11/20/45	14,775	14,258
5	Oriental Republic of Uruguay	5.100%	6/18/50	34,570	36,472
	Petroleos Mexicanos	5.500%	2/4/19	21,750	22,610
	Petroleos Mexicanos	8.000%	5/3/19	600	652
	Petroleos Mexicanos	6.000%	3/5/20	5,963	6,403
	Petroleos Mexicanos	3.500%	7/23/20	14,260	14,560
	Petroleos Mexicanos	5.500%	1/21/21	29,770	31,787
	Petroleos Mexicanos	6.375%	2/4/21	36,480	39,808
	Petroleos Mexicanos	4.875%	1/24/22	21,448	22,386
10	Petroleos Mexicanos	5.375%	3/13/22	5,500	5,864
	Petroleos Mexicanos	3.500%	1/30/23	17,180	16,905
	Petroleos Mexicanos	4.625%	9/21/23	32,881	33,866
	Petroleos Mexicanos	4.875%	1/18/24	27,858	28,897
5	Petroleos Mexicanos	2.290%	2/15/24	1,544	1,540
	Petroleos Mexicanos	2.378%	4/15/25	2,260	2,257
	Petroleos Mexicanos	4.500%	1/23/26	4,495	4,472
	Petroleos Mexicanos	6.875%	8/4/26	29,619	33,626
10	Petroleos Mexicanos	6.500%	3/13/27	55,000	60,697
10	Petroleos Mexicanos	6.500%	3/13/27	29,500	32,556
	Petroleos Mexicanos	6.625%	6/15/35	22,361	24,199
	Petroleos Mexicanos	6.625%	6/15/38	7,275	7,763
	Petroleos Mexicanos	6.500%	6/2/41	22,330	23,293
	Petroleos Mexicanos	5.500%	6/27/44	16,527	15,326
	Petroleos Mexicanos	6.375%	1/23/45	10,214	10,418
	Petroleos Mexicanos	5.625%	1/23/46	54,561	50,730
10	Petroleos Mexicanos	6.750%	9/21/47	45,400	48,003
	Petroleos Mexicanos	6.750%	9/21/47	53,423	56,486
16	Power Sector Assets & Liabilities
	Management Corp.	9.625%	5/15/28	1,970	2,980
	Province of Alberta	1.900%	12/6/19	23,000	22,921
	Province of Alberta	2.200%	7/26/22	21,900	21,752
	Province of British Columbia	2.650%	9/22/21	16,660	16,915
	Province of British Columbia	2.000%	10/23/22	6,500	6,415
	Province of British Columbia	6.500%	1/15/26	266	334
	Province of British Columbia	2.250%	6/2/26	5,500	5,333
	Province of Manitoba	1.750%	5/30/19	4,000	3,987
	Province of Manitoba	2.100%	9/6/22	6,450	6,371
	Province of Manitoba	3.050%	5/14/24	23,250	23,742
	Province of Manitoba	2.125%	6/22/26	5,175	4,890
	Province of Ontario	1.625%	1/18/19	27,825	27,694
	Province of Ontario	2.000%	1/30/19	10,920	10,917
	Province of Ontario	1.250%	6/17/19	13,200	13,029
	Province of Ontario	1.650%	9/27/19	25,520	25,309

Province of Ontario	4.000%	10/7/19	22,240	23,069
Province of Ontario	4.400%	4/14/20	33,100	34,883
Province of Ontario	1.875%	5/21/20	26,315	26,104
Province of Ontario	2.500%	9/10/21	33,225	33,586
Province of Ontario	2.400%	2/8/22	14,975	15,012
Province of Ontario	2.250%	5/18/22	31,575	31,513
Province of Ontario	2.450%	6/29/22	9,975	10,017
Province of Ontario	3.200%	5/16/24	2,050	2,126
Province of Ontario	2.500%	4/27/26	12,600	12,386
Province of Quebec	3.500%	7/29/20	17,120	17,678
Province of Quebec	2.750%	8/25/21	17,205	17,431
Province of Quebec	2.375%	1/31/22	18,150	18,101
Province of Quebec	2.625%	2/13/23	25,010	25,286
Province of Quebec	7.500%	7/15/23	300	371
Province of Quebec	7.125%	2/9/24	10,915	13,480
Province of Quebec	2.875%	10/16/24	12,950	13,284
Province of Quebec	2.500%	4/20/26	17,000	16,661
Province of Quebec	2.750%	4/12/27	45,000	44,613
Province of Quebec	7.500%	9/15/29	19,605	27,841
Republic of Chile	3.250%	9/14/21	200	208
Republic of Chile	2.250%	10/30/22	10,205	10,164
Republic of Chile	3.125%	3/27/25	500	514
Republic of Chile	3.125%	1/21/26	29,118	29,803
Republic of Chile	3.860%	6/21/47	15,387	15,630
Republic of Colombia	7.375%	3/18/19	13,800	14,884
Republic of Colombia	11.750%	2/25/20	3,350	4,101
Republic of Colombia	4.375%	7/12/21	19,552	20,774
5 Republic of Colombia	2.625%	3/15/23	20,485	20,119
Republic of Colombia	4.000%	2/26/24	50,635	52,838
Republic of Colombia	8.125%	5/21/24	3,784	4,849
5 Republic of Colombia	4.500%	1/28/26	10,293	10,998
5 Republic of Colombia	3.875%	4/25/27	28,025	28,408
Republic of Colombia	10.375%	1/28/33	10,050	15,608
Republic of Colombia	7.375%	9/18/37	19,672	25,925
Republic of Colombia	6.125%	1/18/41	18,275	21,473
5 Republic of Colombia	5.625%	2/26/44	6,432	7,188
5 Republic of Colombia	5.000%	6/15/45	53,861	55,477
Republic of Finland	6.950%	2/15/26	1,905	2,422
Republic of Hungary	6.250%	1/29/20	36,500	39,784
Republic of Hungary	6.375%	3/29/21	80,721	91,013
Republic of Hungary	5.375%	2/21/23	18,700	21,084
Republic of Hungary	5.750%	11/22/23	1,800	2,086
Republic of Hungary	5.375%	3/25/24	2,280	2,611
Republic of Hungary	7.625%	3/29/41	7,405	11,498
Republic of Italy	6.875%	9/27/23	25,715	30,602
Republic of Italy	5.375%	6/15/33	16,595	19,191
Republic of Korea	7.125%	4/16/19	27,198	29,237
Republic of Korea	3.875%	9/11/23	10,650	11,306
Republic of Korea	5.625%	11/3/25	525	624
Republic of Korea	2.750%	1/19/27	25,300	24,542
Republic of Korea	4.125%	6/10/44	340	393
Republic of Panama	5.200%	1/30/20	17,788	19,086
5 Republic of Panama	4.000%	9/22/24	1,480	1,575
5 Republic of Panama	3.750%	3/16/25	16,875	17,634
Republic of Panama	7.125%	1/29/26	20,400	26,275
Republic of Panama	8.875%	9/30/27	850	1,241
5 Republic of Panama	3.875%	3/17/28	14,750	15,624

	Republic of Panama	9.375%	4/1/29	12,195	18,384
5	Republic of Panama	6.700%	1/26/36	31,095	41,180
5	Republic of Panama	4.500%	5/15/47	10,200	10,761
5	Republic of Panama	4.300%	4/29/53	5,000	5,111
	Republic of Peru	7.125%	3/30/19	1,000	1,080
	Republic of Peru	7.350%	7/21/25	5,500	7,209
	Republic of Peru	4.125%	8/25/27	801	889
	Republic of Peru	8.750%	11/21/33	43,964	69,522
5	Republic of Peru	6.550%	3/14/37	13,266	17,855
	Republic of Peru	5.625%	11/18/50	26,291	33,120
	Republic of Poland	6.375%	7/15/19	43,983	47,500
	Republic of Poland	5.125%	4/21/21	26,325	28,859
	Republic of Poland	5.000%	3/23/22	33,877	37,476
	Republic of Poland	3.000%	3/17/23	17,668	18,088
	Republic of Poland	4.000%	1/22/24	9,995	10,757
	Republic of Poland	3.250%	4/6/26	25,710	26,385
	Republic of the Philippines	8.375%	6/17/19	20,580	22,844
	Republic of the Philippines	4.000%	1/15/21	11,610	12,321
	Republic of the Philippines	9.500%	10/21/24	1,150	1,657
	Republic of the Philippines	10.625%	3/16/25	16,900	25,836
	Republic of the Philippines	5.500%	3/30/26	23,425	27,934
	Republic of the Philippines	9.500%	2/2/30	6,400	10,288
	Republic of the Philippines	7.750%	1/14/31	21,670	31,557
	Republic of the Philippines	6.375%	1/15/32	9,400	12,373
	Republic of the Philippines	6.375%	10/23/34	34,415	46,288
	Republic of the Philippines	5.000%	1/13/37	805	951
	Republic of the Philippines	3.950%	1/20/40	21,450	22,228
	Republic of the Philippines	3.700%	3/1/41	19,150	19,126
	Republic of the Philippines	3.700%	2/2/42	15,620	15,667
	State of Israel	5.125%	3/26/19	15,595	16,334
	State of Israel	4.000%	6/30/22	16,030	17,169
	State of Israel	3.150%	6/30/23	11,000	11,369
	State of Israel	2.875%	3/16/26	25,000	25,152
	State of Israel	4.500%	1/30/43	15,550	16,882
	Statoil ASA	1.950%	11/8/18	7,988	8,000
	Statoil ASA	5.250%	4/15/19	25,254	26,515
	Statoil ASA	2.250%	11/8/19	14,350	14,456
	Statoil ASA	2.900%	11/8/20	4,520	4,621
	Statoil ASA	2.750%	11/10/21	17,660	17,959
	Statoil ASA	3.150%	1/23/22	6,440	6,630
	Statoil ASA	2.450%	1/17/23	10,375	10,342
	Statoil ASA	7.750%	6/15/23	25	31
	Statoil ASA	2.650%	1/15/24	21,436	21,272
	Statoil ASA	3.700%	3/1/24	10,537	11,088
	Statoil ASA	3.250%	11/10/24	9,040	9,251
	Statoil ASA	7.250%	9/23/27	5,375	7,154
10	Statoil ASA	6.500%	12/1/28	975	1,246
	Statoil ASA	7.150%	1/15/29	2,950	3,900
	Statoil ASA	5.100%	8/17/40	1,021	1,178
	Statoil ASA	4.250%	11/23/41	8,395	8,877
	Statoil ASA	3.950%	5/15/43	10,232	10,214
	Statoil ASA	4.800%	11/8/43	7,950	9,043
	Svensk Exportkredit AB	1.250%	4/12/19	13,100	13,018
	Svensk Exportkredit AB	1.875%	6/17/19	12,000	12,030
	Svensk Exportkredit AB	1.125%	8/28/19	25,750	25,461
	Svensk Exportkredit AB	1.750%	5/18/20	15,500	15,480
	Svensk Exportkredit AB	1.875%	6/23/20	10,700	10,713

Svensk Exportkredit AB	1.750%	8/28/20	7,000	6,974
Svensk Exportkredit AB	1.750%	3/10/21	12,350	12,275
Svensk Exportkredit AB	2.000%	8/30/22	16,000	15,863
United Mexican States	5.125%	1/15/20	20,835	22,502
United Mexican States	3.500%	1/21/21	2,558	2,682
United Mexican States	3.625%	3/15/22	57,309	60,121
United Mexican States	4.000%	10/2/23	75,311	79,571
United Mexican States	3.600%	1/30/25	18,762	19,194
United Mexican States	4.125%	1/21/26	7,783	8,191
United Mexican States	4.150%	3/28/27	14,200	14,924
United Mexican States	7.500%	4/8/33	16,775	22,982
United Mexican States	6.750%	9/27/34	28,816	37,671
United Mexican States	6.050%	1/11/40	40,866	49,060
United Mexican States	4.750%	3/8/44	60,371	62,206
United Mexican States	5.550%	1/21/45	4,022	4,605
United Mexican States	4.600%	1/23/46	12,439	12,575
United Mexican States	4.350%	1/15/47	17,450	16,940
United Mexican States	5.750%	10/12/10	47,150	50,360
Total Sovereign Bonds (Cost $9,075,096)				9,218,755
Taxable Municipal Bonds (0.7%)
Alabama Economic Settlement Authority BP
Settlement Revenue	3.163%	9/15/25	4,500	4,585
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	2,050	2,958
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	50	67
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	2,300	3,477
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	1,000	1,287
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	8,500	10,950
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	2,175	2,788
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	1,550	2,269
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	8,125	13,436
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	4,075	5,789
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	17,045	24,449
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	2,900	4,458
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	10,330	15,801
California Department of Water Resources
Power Supply Revenue	2.000%	5/1/22	14,745	14,563
California GO	6.200%	3/1/19	1,400	1,484
California GO	6.200%	10/1/19	11,100	12,057
California GO	5.700%	11/1/21	24,150	27,251
California GO	2.367%	4/1/22	2,000	2,016
California GO	7.500%	4/1/34	35,650	51,824
California GO	7.950%	3/1/36	550	621
California GO	7.550%	4/1/39	16,730	25,727
California GO	7.300%	10/1/39	5,880	8,626
California GO	7.350%	11/1/39	24,970	36,681

California GO	7.625%	3/1/40	15,200	23,269
California GO	7.600%	11/1/40	15,800	24,677
California State University Systemwide
Revenue	3.899%	11/1/47	3,220	3,302
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	1,410	1,776
Chicago IL GO	7.045%	1/1/29	3,000	3,313
Chicago IL GO	7.375%	1/1/33	1,850	2,113
Chicago IL GO	7.781%	1/1/35	2,010	2,387
Chicago IL GO	5.432%	1/1/42	2,500	2,423
Chicago IL GO	6.314%	1/1/44	5,700	6,104
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	8,050	10,271
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,745	2,381
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	2,375	2,936
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	7,035	9,194
Chicago IL Water Revenue	6.742%	11/1/40	5,750	7,445
Clark County NV Airport System Revenue	6.881%	7/1/42	475	514
Clark County NV Airport System Revenue	6.820%	7/1/45	3,745	5,487
Connecticut GO	5.090%	10/1/30	8,770	9,519
Connecticut GO	5.850%	3/15/32	6,410	7,713
Cook County IL GO	6.229%	11/15/34	5,525	6,742
Dallas County TX Hospital District Revenue	5.621%	8/15/44	2,100	2,617
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	2,065	2,753
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	3,850	4,579
Dallas TX Convention Center Hotel
Development Corp. Hotel Revenue	7.088%	1/1/42	9,740	12,933
Dallas TX Independent School District GO	6.450%	2/15/35	3,750	4,260
Dartmouth College New Hampshire GO	4.750%	6/1/19	712	745
District of Columbia Income Tax Revenue	5.591%	12/1/34	1,175	1,462
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	11,600	12,843
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	5,255	6,921
Emory University Georgia GO	5.625%	9/1/19	7,000	7,398
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	4,000	4,016
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.814%	7/1/24	2,000	2,019
Florida Board of Administration Finance Corp
Revenue	2.638%	7/1/21	7,330	7,359
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.995%	7/1/20	19,255	19,625
George Washington University District of
Columbia GO	3.485%	9/15/22	7,450	7,788
George Washington University District of
Columbia GO	4.300%	9/15/44	4,825	5,104
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	13,000	16,392
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	6,730	8,397
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	3,700	4,596
Houston TX GO	6.290%	3/1/32	15,160	17,995

	Illinois GO	5.877%	3/1/19	8,695	9,023
	Illinois GO	4.950%	6/1/23	14,875	15,413
	Illinois GO	5.100%	6/1/33	57,279	57,893
	Illinois GO	6.630%	2/1/35	8,155	9,249
	Illinois GO	6.725%	4/1/35	5,975	6,768
	Illinois GO	7.350%	7/1/35	8,700	10,237
	Illinois Toll Highway Authority Revenue	6.184%	1/1/34	5,130	6,541
	JobsOhio Beverage System Statewide Liquor
	Profits Revenue	3.985%	1/1/29	6,300	6,719
	JobsOhio Beverage System Statewide Liquor
	Profits Revenue	4.532%	1/1/35	4,100	4,500
	Kansas Department of Transportation
	Highway Revenue	4.596%	9/1/35	1,900	2,168
	Kansas Development Finance Authority
	Revenue	4.927%	4/15/45	400	449
17	Kansas Development Finance Authority
	Revenue (Public Employees Retirement
	System)	5.501%	5/1/34	4,300	5,121
	Los Angeles CA Community College District
	GO	6.750%	8/1/49	3,025	4,605
	Los Angeles CA Department of Water &
	Power Revenue	5.716%	7/1/39	3,840	4,966
	Los Angeles CA Department of Water &
	Power Revenue	6.166%	7/1/40	1,550	1,704
	Los Angeles CA Department of Water &
	Power Revenue	6.574%	7/1/45	2,700	3,993
	Los Angeles CA Department of Water &
	Power Revenue	6.603%	7/1/50	5,060	7,578
	Los Angeles CA Unified School District GO	5.750%	7/1/34	10,100	12,925
	Los Angeles CA Unified School District GO	6.758%	7/1/34	14,910	20,662
	Los Angeles County CA Metropolitan
	Transportation Authority Sales Tax
	Revenue	5.735%	6/1/39	8,500	10,586
	Los Angeles County CA Public Works
	Financing Authority Lease Revenue	7.618%	8/1/40	2,250	3,426
	Maryland Transportation Authority Facilities
	Projects Revenue	5.888%	7/1/43	2,330	3,058
	Massachusetts GO	4.200%	12/1/21	5,020	5,306
	Massachusetts GO	4.500%	8/1/31	400	453
	Massachusetts GO	5.456%	12/1/39	5,250	6,628
	Massachusetts School Building Authority
	Dedicated Sales Tax Revenue	5.715%	8/15/39	3,100	3,929
	Massachusetts Transportation Fund Revenue	5.731%	6/1/40	1,000	1,286
	Metropolitan Government of Nashville &
	Davidson County TN Convention Center
	Authority Tourism Tax Revenue	6.731%	7/1/43	2,260	3,009
	Metropolitan Washington DC/VA Airports
	Authority Dulles Toll Road Revenue	7.462%	10/1/46	6,425	9,316
	Mississippi GO	5.245%	11/1/34	1,375	1,634
	Missouri Health & Educational Facilities
	Authority Revenue (Washington University)	3.652%	8/15/57	5,750	5,701
	Missouri Highways & Transportation
	Commission Road Revenue	5.445%	5/1/33	1,650	1,964
18	New Jersey Economic Development Authority
	Revenue (State Pension Funding)	7.425%	2/15/29	15,525	19,356
	New Jersey Transportation Trust Fund
	Authority Transportation System Revenue	5.754%	12/15/28	12,075	13,519

	New Jersey Transportation Trust Fund
	Authority Transportation System Revenue	6.104%	12/15/28	11,355	11,938
	New Jersey Transportation Trust Fund
	Authority Transportation System Revenue	6.561%	12/15/40	8,635	11,005
	New Jersey Turnpike Authority Revenue	7.414%	1/1/40	14,050	21,181
	New Jersey Turnpike Authority Revenue	7.102%	1/1/41	15,750	23,020
	New York City NY GO	6.246%	6/1/35	2,150	2,385
	New York City NY GO	5.517%	10/1/37	7,150	8,977
	New York City NY GO	6.271%	12/1/37	1,950	2,642
	New York City NY Housing Development
	Corp. Multi-Family Mortgage Revenue (8
	Spruce Street)	3.709%	2/15/48	150	152
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.750%	6/15/41	1,435	1,908
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.724%	6/15/42	395	528
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.952%	6/15/42	2,900	3,949
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	6.011%	6/15/42	1,050	1,434
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.440%	6/15/43	4,400	5,678
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.882%	6/15/44	19,675	26,942
	New York City NY Transitional Finance
	Authority Future Tax Revenue	5.767%	8/1/36	4,675	5,785
	New York City NY Transitional Finance
	Authority Future Tax Revenue	5.508%	8/1/37	8,550	10,725
	New York Metropolitan Transportation
	Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	20,405	31,055
	New York Metropolitan Transportation
	Authority Revenue (Transit Revenue)	5.871%	11/15/39	1,950	2,469
	New York Metropolitan Transportation
	Authority Revenue (Transit Revenue)	6.668%	11/15/39	200	276
	New York State Dormitory Authority Revenue
	(Personal Income Tax)	5.628%	3/15/39	2,140	2,699
	New York State Dormitory Authority Revenue
	(Personal Income Tax)	5.600%	3/15/40	765	969
	New York State Urban Development Corp.
	Revenue (Personal Income Tax)	5.770%	3/15/39	5,775	7,052
	New York University Hospitals Center
	Revenue	5.750%	7/1/43	4,780	6,010
	North Texas Tollway Authority System
	Revenue	6.718%	1/1/49	10,730	15,903
	Ohio State University General Receipts
	Revenue	4.910%	6/1/40	9,260	11,118
	Ohio State University General Receipts
	Revenue	3.798%	12/1/46	2,550	2,612
	Ohio State University General Receipts
	Revenue	4.800%	6/1/11	3,200	3,473
	Ohio Water Development Authority Water
	Pollution Control Loan Fund Revenue	4.879%	12/1/34	2,550	2,953
	Oregon Department of Transportation
	Highway User Tax Revenue	5.834%	11/15/34	2,425	3,105
	Oregon GO	5.892%	6/1/27	2,730	3,329
17	Oregon School Boards Association GO	5.528%	6/30/28	1,200	1,402
18	Oregon School Boards Association GO	5.680%	6/30/28	1,375	1,636

Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	2,617	2,869
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	2,150	2,776
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	2,550	3,278
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	11,975	15,433
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	6,355	8,190
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	6,300	7,677
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	4,625	5,069
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	3,600	4,324
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	21,900	24,474
Port Authority of New York & New Jersey
Revenue	4.810%	10/15/65	5,500	6,451
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	6,100	7,552
President & Fellows of Harvard College
Massachusetts GO	3.150%	7/15/46	5,962	5,680
Princeton University New Jersey GO	4.950%	3/1/19	100	104
Princeton University New Jersey GO	5.700%	3/1/39	9,740	12,986
Regents of the University of California
Revenue	3.063%	7/1/25	10,500	10,768
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	3,400	4,549
Rutgers State University New Jersey Revenue	5.665%	5/1/40	3,225	3,875
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	3,700	4,410
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	4,335	5,790
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	6,750	8,790
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	5,300	5,954
San Diego County CA Regional
Transportation Commission Sales Tax
Revenue	5.911%	4/1/48	2,225	3,020
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	11,720	16,230
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	4,950	7,320
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	8,800	10,789
South Carolina Public Service Authority
Revenue	2.388%	12/1/23	4,250	3,975
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	8,750	11,245
Stanford University California GO	4.750%	5/1/19	30	31
Texas GO	5.517%	4/1/39	8,265	10,655
Texas Transportation Commission Revenue	5.178%	4/1/30	5,035	5,966
Texas Transportation Commission Revenue	4.631%	4/1/33	8,450	9,547
Texas Transportation Commission Revenue	4.681%	4/1/40	2,850	3,334

	University of California Regents Medical
	Center Revenue	6.548%	5/15/48	3,950	5,448
	University of California Regents Medical
	Center Revenue	6.583%	5/15/49	2,575	3,564
	University of California Revenue	6.270%	5/15/31	500	532
	University of California Revenue	5.770%	5/15/43	1,120	1,434
	University of California Revenue	5.946%	5/15/45	13,100	16,900
	University of California Revenue	4.858%	5/15/12	17,090	18,463
	University of California Revenue	4.767%	5/15/15	8,100	8,465
	University of Southern California GO	5.250%	10/1/11	3,400	4,157
	University of Texas Revenue	3.354%	8/15/47	3,200	3,120
	University of Texas System Revenue
	Financing System Revenue	6.276%	8/15/41	1,535	1,650
	University of Texas System Revenue
	Financing System Revenue	5.134%	8/15/42	100	121
	University of Texas System Revenue
	Financing System Revenue	4.794%	8/15/46	1,710	2,004
	University of Virginia Revenue	4.179%	9/1/17	3,550	3,554
	Utah GO	4.554%	7/1/24	2,425	2,654
	Utah GO	3.539%	7/1/25	8,710	9,208
	Washington GO	5.140%	8/1/40	5,935	7,317
	Wisconsin Annual Appropriation Revenue	3.954%	5/1/36	17,970	18,480
	Wisconsin General Fund Annual Appropriation
	Revenue	3.154%	5/1/27	3,100	3,118
17	Wisconsin GO	5.700%	5/1/26	1,300	1,499
Total Taxable Municipal Bonds (Cost $1,241,160)					1,413,326
				Shares
Temporary Cash Investment (2.4%)
Money Market Fund (2.4%)
19	Vanguard Market Liquidity Fund (Cost
	$4,480,933)	1.223%		44,805,795	4,481,476
Total Investments (102.1%) (Cost $190,581,967)					193,029,250
Other Assets and Liabilities-Net (-2.1%)					(3,233,634)
Net Assets (100%)					189,795,616

1 Securities with a value of $5,070,000 have been segregated as collateral for certain open To Be Announced
(TBA) transactions.
2 U.S. government-guaranteed.
3 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
6 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of September 30, 2017.
7 Adjustable-rate security based upon 6-month USD LIBOR plus spread.
8 Adjustable-rate security based upon one-year Constant Maturity Treasury yield plus spread.
9 Adjustable-rate security based upon 12-month USD LIBOR plus spread.
10 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2017, the
aggregate value of these securities was $1,376,155,000, representing 0.7% of net assets.
11 Security value determined using significant unobservable inputs.
12 Guaranteed by the Government of Canada.

13 Guaranteed by the Federal Republic of Germany.
14 Guaranteed by the Government of Japan.
15 Guaranteed by the Republic of Austria.
16 Guaranteed by the Republic of the Philippines.
17 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
18 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
19 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.
USD—United School District.

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 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. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

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

Total Bond Market Index Fund

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

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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	120,684,504
Asset-Backed/Commercial Mortgage-Backed Securities	—	4,605,518	3,670
Corporate Bonds	—	52,622,001	—
Sovereign Bonds	—	9,218,755	—
Taxable Municipal Bonds	—	1,413,326	—
Temporary Cash Investments	4,481,476	—	—
Total	4,481,476	188,544,104	3,670

E. At September 30, 2017, the cost of investment securities for tax purposes was $190,581,967,000. Net unrealized appreciation of investment securities for tax purposes was $2,447,283,000, consisting of unrealized gains of $3,492,024,000 on securities that had risen in value since their purchase and $1,044,741,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Inflation-Protected Securities Fund

Schedule of Investments (unaudited)
As of September 30, 2017

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (99.7%)
U.S. Government Securities (99.7%)
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/18	244,721	259,228
United States Treasury Inflation Indexed
Bonds	2.125%	1/15/19	280,697	329,981
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/19	868,580	910,500
United States Treasury Inflation Indexed
Bonds	1.875%	7/15/19	342,276	408,585
United States Treasury Inflation Indexed
Bonds	1.375%	1/15/20	395,584	463,604
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/20	1,105,200	1,160,673
United States Treasury Inflation Indexed
Bonds	1.250%	7/15/20	641,210	749,517
United States Treasury Inflation Indexed
Bonds	1.125%	1/15/21	770,499	896,011
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/21	1,060,500	1,098,219
United States Treasury Inflation Indexed
Bonds	0.625%	7/15/21	857,801	956,831
United States Treasury Inflation Indexed
Bonds	0.125%	1/15/22	937,671	1,016,808
United States Treasury Inflation Indexed
Bonds	0.125%	4/15/22	720,000	724,368
United States Treasury Inflation Indexed
Bonds	0.125%	7/15/22	987,019	1,055,076
United States Treasury Inflation Indexed
Bonds	0.125%	1/15/23	1,006,330	1,063,884
United States Treasury Inflation Indexed
Bonds	0.375%	7/15/23	974,236	1,037,252
United States Treasury Inflation Indexed
Bonds	0.625%	1/15/24	1,091,256	1,168,271
United States Treasury Inflation Indexed
Bonds	0.125%	7/15/24	1,038,771	1,059,507
United States Treasury Inflation Indexed
Bonds	0.250%	1/15/25	1,000,300	1,022,976
United States Treasury Inflation Indexed
Bonds	2.375%	1/15/25	521,651	773,322
United States Treasury Inflation Indexed
Bonds	0.375%	7/15/25	1,001,844	1,033,647
United States Treasury Inflation Indexed
Bonds	0.625%	1/15/26	887,522	926,184
United States Treasury Inflation Indexed
Bonds	2.000%	1/15/26	399,727	553,999
United States Treasury Inflation Indexed
Bonds	0.125%	7/15/26	853,304	846,899
United States Treasury Inflation Indexed

United States Treasury Inflation Indexed
Bonds	2.375%	1/15/27	314,047	445,230
United States Treasury Inflation Indexed
Bonds	0.375%	7/15/27	585,000	579,275
United States Treasury Inflation Indexed
Bonds	1.750%	1/15/28	340,866	445,394
United States Treasury Inflation Indexed
Bonds	3.625%	4/15/28	222,575	440,598
United States Treasury Inflation Indexed
Bonds	2.500%	1/15/29	342,170	470,460
United States Treasury Inflation Indexed
Bonds	3.875%	4/15/29	275,242	557,002
United States Treasury Inflation Indexed
Bonds	3.375%	4/15/32	112,029	212,723
United States Treasury Inflation Indexed
Bonds	2.125%	2/15/40	94,056	133,868
United States Treasury Inflation Indexed
Bonds	2.125%	2/15/41	240,258	339,307
United States Treasury Inflation Indexed
Bonds	0.750%	2/15/42	442,145	461,990
United States Treasury Inflation Indexed
Bonds	0.625%	2/15/43	324,755	322,483
1 United States Treasury Inflation Indexed
Bonds	1.375%	2/15/44	502,735	581,581
United States Treasury Inflation Indexed
Bonds	0.750%	2/15/45	675,400	668,624
United States Treasury Inflation Indexed
Bonds	1.000%	2/15/46	435,582	455,832
United States Treasury Inflation Indexed
Bonds	0.875%	2/15/47	323,300	322,620
Total U.S. Government and Agency Obligations (Cost $26,508,670)				27,203,904

				Shares
Temporary Cash Investment (0.1%)
Money Market Fund (0.1%)
2 Vanguard Market Liquidity Fund
(Cost $45,288)		1.223%		452,860	45,295
				Notional
	Expiration			Amount	Value
	Date	Contracts	Exercise Price	($000)	($000)
Options Purchased (0.0%)
Call Options on 5-year U.S. Treasury
Note Futures Contracts
(Cost $245)	10/27/17	1,402	USD 118.00	165,436	175
Total Investments (99.8%) (Cost $26,554,203)					27,249,374
				Notional
	Expiration			Amount	Value
	Date	Contracts	Exercise Price	($000)	($000)
Liability for Options Written (0.0%)
Call Options on 5-year U.S. Treasury
Note Futures Contracts	10/27/17	2,804	USD 118.50	332,274	(131)
Call Options on 10-year U.S. Treasury
Note Futures Contracts	11/24/17	376	USD 127.50	47,940	(65)
Put Options on 10-year U.S. Treasury
Note Futures Contracts	10/27/17	850	USD 125.50	106,675	(545)
Put Options on 10-year U.S. Treasury
Note Futures Contracts	10/27/17	847	USD 125.00	105,875	(331)
Put Options on 10-year U.S. Treasury
Note Futures Contracts	11/24/17	846	USD 124.50	105,327	(357)
Put Options on 10-year U.S. Treasury
Note Futures Contracts	11/24/17	376	USD 125.50	47,188	(323)
Put Options on 10-year U.S. Treasury
Note Futures Contracts	11/24/17	563	USD 124.00	69,812	(158)
Total Liability on Options Written (Premiums Received $1,425)					(1,910)
Other Assets and Liabilities-Net (0.2%)					42,858
Net Assets (100%)					27,290,322

1 Securities with a value of $8,894,000 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.

Inflation-Protected Securities Fund

Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
				($000)
				Value and
		Number of		Unrealized
		Long (Short)	Notional	Appreciation
	Expiration	Contracts	Amount	(Depreciation)
Long Futures Contracts
5-Year U.S. Treasury Note	December 2017	13,215	1,552,763	(9,475)
10-Year U.S. Treasury Note	December 2017	5,426	679,946	(2,491)
2-Year U.S. Treasury Note	December 2017	514	110,871	15
				(11,951)
Short Futures Contracts
Ultra 10-Year U.S. Treasury Note	December 2017	(6,578)	(883,610)	8,450
Ultra Long U.S. Treasury Bond	December 2017	(2,245)	(370,706)	6,286
				14,736
				2,785

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

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 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. 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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

Inflation-Protected Securities Fund

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	27,203,904	—
Temporary Cash Investments	45,295	—	—
Options Purchased	175	—	—
Liability for Options Written	(1,910)	—	—
Futures Contracts—Assets1	2,440	—	—
Futures Contracts—Liabilities1	(6,604)	—	—
Total	39,396	27,203,904	—
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 exercise price of the option exceeds the value of the underlying investment), the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that interest rates move such that the option is in-the-money (the exercise price of the option exceeds the value of the underlying investment), the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving futures and exchange-traded options is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures and options on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, 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 notional amounts 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.

D. At September 30, 2017, the cost of investment securities for tax purposes was $26,555,671,000. Net unrealized appreciation of investment securities for tax purposes was $693,528,000, consisting of unrealized gains of $845,140,000 on securities that had risen in value since their purchase and $151,612,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Total Bond Market II Index Fund

Schedule of Investments (unaudited)
As of September 30, 2017

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (64.2%)
U.S. Government Securities (41.1%)
United States Treasury Note/Bond	2.875%	3/31/18	1,092	1,101
United States Treasury Note/Bond	9.125%	5/15/18	11,300	11,840
United States Treasury Note/Bond	2.375%	5/31/18	60,646	61,072
United States Treasury Note/Bond	1.125%	6/15/18	56,275	56,214
United States Treasury Note/Bond	0.625%	6/30/18	356,305	354,580
United States Treasury Note/Bond	1.375%	6/30/18	242,400	242,550
United States Treasury Note/Bond	2.375%	6/30/18	22,211	22,381
United States Treasury Note/Bond	0.875%	7/15/18	125,000	124,570
United States Treasury Note/Bond	0.750%	7/31/18	271,925	270,650
United States Treasury Note/Bond	1.375%	7/31/18	113,258	113,293
United States Treasury Note/Bond	2.250%	7/31/18	56,984	57,402
United States Treasury Note/Bond	1.000%	8/15/18	261,275	260,499
United States Treasury Note/Bond	0.750%	8/31/18	152,645	151,810
United States Treasury Note/Bond	1.500%	8/31/18	50,000	50,062
United States Treasury Note/Bond	1.000%	9/15/18	92,374	92,056
United States Treasury Note/Bond	0.750%	9/30/18	333,907	331,873
United States Treasury Note/Bond	1.375%	9/30/18	207,425	207,425
United States Treasury Note/Bond	0.875%	10/15/18	84,320	83,885
United States Treasury Note/Bond	0.750%	10/31/18	102,190	101,503
United States Treasury Note/Bond	1.250%	10/31/18	148,000	147,791
United States Treasury Note/Bond	1.750%	10/31/18	82,900	83,211
United States Treasury Note/Bond	1.250%	11/15/18	53,932	53,839
United States Treasury Note/Bond	3.750%	11/15/18	53,917	55,316
United States Treasury Note/Bond	1.000%	11/30/18	178,482	177,673
United States Treasury Note/Bond	1.250%	11/30/18	149,100	148,844
United States Treasury Note/Bond	1.375%	11/30/18	32,530	32,520
United States Treasury Note/Bond	1.375%	12/31/18	125,925	125,866
United States Treasury Note/Bond	1.500%	12/31/18	191,936	192,145
United States Treasury Note/Bond	1.125%	1/15/19	240,005	239,105
United States Treasury Note/Bond	1.125%	1/31/19	17,220	17,153
United States Treasury Note/Bond	1.250%	1/31/19	60,775	60,642
United States Treasury Note/Bond	1.500%	1/31/19	105,750	105,849
United States Treasury Note/Bond	0.750%	2/15/19	258,495	256,153
United States Treasury Note/Bond	2.750%	2/15/19	15,365	15,639
United States Treasury Note/Bond	1.125%	2/28/19	3,805	3,790
United States Treasury Note/Bond	1.375%	2/28/19	178,275	178,164
United States Treasury Note/Bond	1.500%	2/28/19	257,155	257,397
United States Treasury Note/Bond	1.000%	3/15/19	266,354	264,732
United States Treasury Note/Bond	1.250%	3/31/19	166,530	166,087
United States Treasury Note/Bond	1.500%	3/31/19	32,800	32,836
United States Treasury Note/Bond	1.625%	3/31/19	60,380	60,550
United States Treasury Note/Bond	0.875%	4/15/19	6,750	6,692
United States Treasury Note/Bond	1.250%	4/30/19	57,180	57,010
United States Treasury Note/Bond	1.625%	4/30/19	54,000	54,152
United States Treasury Note/Bond	0.875%	5/15/19	25,000	24,773
United States Treasury Note/Bond	3.125%	5/15/19	58,125	59,687
United States Treasury Note/Bond	1.125%	5/31/19	56,175	55,877
United States Treasury Note/Bond	1.250%	5/31/19	240,805	240,054
United States Treasury Note/Bond	1.500%	5/31/19	108,925	109,027

United States Treasury Note/Bond	0.875%	6/15/19	175,691	173,989
United States Treasury Note/Bond	1.000%	6/30/19	37,103	36,819
United States Treasury Note/Bond	1.250%	6/30/19	206,455	205,714
United States Treasury Note/Bond	1.625%	6/30/19	336,175	337,120
United States Treasury Note/Bond	0.750%	7/15/19	274,895	271,459
United States Treasury Note/Bond	0.875%	7/31/19	144,261	142,751
United States Treasury Note/Bond	1.375%	7/31/19	93,175	93,015
United States Treasury Note/Bond	1.625%	7/31/19	286,000	286,804
1 United States Treasury Note/Bond	0.750%	8/15/19	257,329	253,952
United States Treasury Note/Bond	3.625%	8/15/19	271,150	281,869
United States Treasury Note/Bond	8.125%	8/15/19	1,215	1,364
United States Treasury Note/Bond	1.000%	8/31/19	276,575	274,111
United States Treasury Note/Bond	1.250%	8/31/19	92,425	92,020
United States Treasury Note/Bond	1.625%	8/31/19	275,523	276,297
United States Treasury Note/Bond	0.875%	9/15/19	108,455	107,184
United States Treasury Note/Bond	1.000%	9/30/19	65,253	64,631
United States Treasury Note/Bond	1.375%	9/30/19	108,085	107,848
United States Treasury Note/Bond	1.750%	9/30/19	306,311	307,843
United States Treasury Note/Bond	1.000%	10/15/19	246,535	244,070
United States Treasury Note/Bond	1.250%	10/31/19	75,000	74,613
United States Treasury Note/Bond	1.500%	10/31/19	406,250	406,185
United States Treasury Note/Bond	1.000%	11/15/19	898,430	888,889
United States Treasury Note/Bond	3.375%	11/15/19	40,476	42,057
United States Treasury Note/Bond	1.000%	11/30/19	155,000	153,354
United States Treasury Note/Bond	1.500%	11/30/19	503,000	502,844
United States Treasury Note/Bond	1.375%	12/15/19	823,422	820,853
United States Treasury Note/Bond	1.125%	12/31/19	47,315	46,901
1 United States Treasury Note/Bond	1.625%	12/31/19	282,284	282,902
United States Treasury Note/Bond	1.375%	1/15/20	916,610	913,319
United States Treasury Note/Bond	1.250%	1/31/20	137,319	136,396
United States Treasury Note/Bond	1.375%	1/31/20	90,400	90,061
United States Treasury Note/Bond	1.375%	2/15/20	861,627	858,129
United States Treasury Note/Bond	8.500%	2/15/20	5,018	5,835
United States Treasury Note/Bond	1.375%	2/29/20	66,100	65,821
United States Treasury Note/Bond	1.625%	3/15/20	531,000	531,749
United States Treasury Note/Bond	1.375%	3/31/20	64,030	63,720
United States Treasury Note/Bond	1.500%	4/15/20	347,514	346,861
United States Treasury Note/Bond	1.125%	4/30/20	56,276	55,643
United States Treasury Note/Bond	1.375%	4/30/20	186,474	185,512
United States Treasury Note/Bond	1.500%	5/15/20	307,960	307,286
United States Treasury Note/Bond	3.500%	5/15/20	134,995	141,661
United States Treasury Note/Bond	1.375%	5/31/20	135,615	134,873
United States Treasury Note/Bond	1.500%	5/31/20	798,900	797,031
United States Treasury Note/Bond	1.500%	6/15/20	338,310	337,464
United States Treasury Note/Bond	1.625%	6/30/20	126,325	126,403
United States Treasury Note/Bond	1.875%	6/30/20	151,470	152,606
United States Treasury Note/Bond	1.500%	7/15/20	194,089	193,544
United States Treasury Note/Bond	1.625%	7/31/20	189,145	189,204
United States Treasury Note/Bond	1.500%	8/15/20	1,025,172	1,021,973
United States Treasury Note/Bond	2.625%	8/15/20	233,220	239,778
United States Treasury Note/Bond	8.750%	8/15/20	21,755	26,096
United States Treasury Note/Bond	1.375%	8/31/20	218,375	216,840
United States Treasury Note/Bond	2.125%	8/31/20	220,683	223,786
United States Treasury Note/Bond	1.375%	9/30/20	324,315	321,883
United States Treasury Note/Bond	2.000%	9/30/20	14,642	14,795
United States Treasury Note/Bond	1.375%	10/31/20	312,743	310,103
United States Treasury Note/Bond	1.750%	10/31/20	246,582	247,275

United States Treasury Note/Bond	2.625%	11/15/20	290,500	298,942
United States Treasury Note/Bond	1.625%	11/30/20	39,000	38,939
United States Treasury Note/Bond	2.000%	11/30/20	241,475	243,890
United States Treasury Note/Bond	1.750%	12/31/20	212,111	212,442
United States Treasury Note/Bond	2.375%	12/31/20	119,345	121,918
United States Treasury Note/Bond	1.375%	1/31/21	503,803	498,372
United States Treasury Note/Bond	2.125%	1/31/21	169,525	171,856
United States Treasury Note/Bond	3.625%	2/15/21	142,000	150,963
United States Treasury Note/Bond	7.875%	2/15/21	22,550	27,088
United States Treasury Note/Bond	1.125%	2/28/21	114,373	112,104
United States Treasury Note/Bond	2.000%	2/28/21	176,100	177,752
United States Treasury Note/Bond	1.250%	3/31/21	264,837	260,491
United States Treasury Note/Bond	2.250%	3/31/21	206,451	210,096
United States Treasury Note/Bond	1.375%	4/30/21	129,581	127,921
United States Treasury Note/Bond	2.250%	4/30/21	139,880	142,328
United States Treasury Note/Bond	3.125%	5/15/21	13,845	14,513
United States Treasury Note/Bond	1.375%	5/31/21	159,460	157,242
United States Treasury Note/Bond	2.000%	5/31/21	123,450	124,492
United States Treasury Note/Bond	1.125%	6/30/21	651,993	636,710
United States Treasury Note/Bond	2.125%	6/30/21	338,285	342,618
United States Treasury Note/Bond	1.125%	7/31/21	356,305	347,508
United States Treasury Note/Bond	2.250%	7/31/21	179,750	182,784
United States Treasury Note/Bond	2.125%	8/15/21	287,453	291,046
United States Treasury Note/Bond	8.125%	8/15/21	34,550	42,745
United States Treasury Note/Bond	1.125%	8/31/21	274,994	267,949
United States Treasury Note/Bond	2.000%	8/31/21	173,550	174,852
United States Treasury Note/Bond	1.125%	9/30/21	58,473	56,920
United States Treasury Note/Bond	2.125%	9/30/21	265,000	268,148
United States Treasury Note/Bond	1.250%	10/31/21	468,817	458,194
United States Treasury Note/Bond	2.000%	10/31/21	275,870	277,768
United States Treasury Note/Bond	2.000%	11/15/21	281,291	283,313
United States Treasury Note/Bond	1.750%	11/30/21	507,935	506,030
United States Treasury Note/Bond	1.875%	11/30/21	215,853	216,224
United States Treasury Note/Bond	2.000%	12/31/21	118,090	118,791
United States Treasury Note/Bond	2.125%	12/31/21	154,225	155,912
United States Treasury Note/Bond	1.500%	1/31/22	325,593	320,608
United States Treasury Note/Bond	1.875%	1/31/22	410,028	410,155
United States Treasury Note/Bond	2.000%	2/15/22	83,537	84,059
United States Treasury Note/Bond	1.750%	2/28/22	160,777	159,947
United States Treasury Note/Bond	1.875%	2/28/22	387,690	387,690
United States Treasury Note/Bond	1.750%	3/31/22	60,937	60,575
United States Treasury Note/Bond	1.875%	3/31/22	504,683	504,370
United States Treasury Note/Bond	1.750%	4/30/22	177,100	175,938
United States Treasury Note/Bond	1.875%	4/30/22	63,511	63,432
United States Treasury Note/Bond	1.750%	5/31/22	92,151	91,517
United States Treasury Note/Bond	1.875%	5/31/22	115,350	115,206
United States Treasury Note/Bond	1.750%	6/30/22	513,730	509,795
United States Treasury Note/Bond	2.125%	6/30/22	35,735	36,064
United States Treasury Note/Bond	1.875%	7/31/22	54,738	54,601
United States Treasury Note/Bond	2.000%	7/31/22	47,730	47,901
United States Treasury Note/Bond	1.625%	8/15/22	139,440	137,611
United States Treasury Note/Bond	7.250%	8/15/22	75	93
United States Treasury Note/Bond	1.625%	8/31/22	701,915	692,046
United States Treasury Note/Bond	1.875%	8/31/22	183,000	182,456
United States Treasury Note/Bond	1.750%	9/30/22	316,953	313,932
United States Treasury Note/Bond	1.875%	9/30/22	150,000	149,578
United States Treasury Note/Bond	1.875%	10/31/22	246,430	245,506

United States Treasury Note/Bond	1.625%	11/15/22	33,976	33,434
United States Treasury Note/Bond	7.625%	11/15/22	150	191
United States Treasury Note/Bond	2.000%	11/30/22	40,800	40,864
United States Treasury Note/Bond	2.125%	12/31/22	93,763	94,408
United States Treasury Note/Bond	1.750%	1/31/23	184,865	182,554
United States Treasury Note/Bond	2.000%	2/15/23	179,625	179,654
United States Treasury Note/Bond	7.125%	2/15/23	15,675	19,770
United States Treasury Note/Bond	1.500%	2/28/23	430,055	418,899
United States Treasury Note/Bond	1.500%	3/31/23	116,865	113,724
United States Treasury Note/Bond	1.625%	4/30/23	166,746	163,254
United States Treasury Note/Bond	1.750%	5/15/23	299,150	294,663
United States Treasury Note/Bond	1.625%	5/31/23	16,505	16,144
United States Treasury Note/Bond	1.375%	6/30/23	436,587	420,761
United States Treasury Note/Bond	1.250%	7/31/23	217,965	208,429
United States Treasury Note/Bond	2.500%	8/15/23	353,810	362,712
United States Treasury Note/Bond	6.250%	8/15/23	31,045	38,263
United States Treasury Note/Bond	1.375%	8/31/23	393,095	378,047
United States Treasury Note/Bond	1.375%	9/30/23	172,515	165,802
United States Treasury Note/Bond	1.625%	10/31/23	335,895	327,393
United States Treasury Note/Bond	2.750%	11/15/23	343,390	356,803
United States Treasury Note/Bond	2.125%	11/30/23	353,625	354,619
United States Treasury Note/Bond	2.250%	12/31/23	278,400	280,922
United States Treasury Note/Bond	2.250%	1/31/24	290,600	293,053
United States Treasury Note/Bond	2.750%	2/15/24	178,974	185,796
United States Treasury Note/Bond	2.125%	2/29/24	429,061	429,194
United States Treasury Note/Bond	2.125%	3/31/24	530,620	530,455
United States Treasury Note/Bond	2.000%	4/30/24	208,290	206,599
United States Treasury Note/Bond	2.500%	5/15/24	468,818	479,291
United States Treasury Note/Bond	2.000%	5/31/24	365,731	362,531
United States Treasury Note/Bond	2.000%	6/30/24	525,590	520,660
United States Treasury Note/Bond	2.125%	7/31/24	203,340	202,927
United States Treasury Note/Bond	2.375%	8/15/24	499,320	506,106
United States Treasury Note/Bond	1.875%	8/31/24	598,055	587,123
United States Treasury Note/Bond	2.125%	9/30/24	200,000	199,438
1 United States Treasury Note/Bond	2.250%	11/15/24	299,872	301,230
United States Treasury Note/Bond	7.500%	11/15/24	16,650	22,545
United States Treasury Note/Bond	2.000%	2/15/25	207,709	204,789
United States Treasury Note/Bond	2.125%	5/15/25	485,546	482,205
United States Treasury Note/Bond	2.000%	8/15/25	381,808	375,065
United States Treasury Note/Bond	6.875%	8/15/25	4,072	5,451
United States Treasury Note/Bond	2.250%	11/15/25	441,040	440,833
United States Treasury Note/Bond	1.625%	2/15/26	279,234	265,359
United States Treasury Note/Bond	1.625%	5/15/26	327,078	310,060
United States Treasury Note/Bond	1.500%	8/15/26	514,832	481,769
United States Treasury Note/Bond	6.750%	8/15/26	8,800	11,982
United States Treasury Note/Bond	2.000%	11/15/26	288,062	280,590
United States Treasury Note/Bond	6.500%	11/15/26	36,215	48,822
United States Treasury Note/Bond	2.250%	2/15/27	451,416	448,455
United States Treasury Note/Bond	6.625%	2/15/27	39,650	54,160
United States Treasury Note/Bond	2.375%	5/15/27	80,510	80,812
United States Treasury Note/Bond	2.250%	8/15/27	762,590	756,993
United States Treasury Note/Bond	6.375%	8/15/27	6,850	9,315
United States Treasury Note/Bond	6.125%	11/15/27	6,808	9,148
United States Treasury Note/Bond	5.500%	8/15/28	50,775	66,087
United States Treasury Note/Bond	5.250%	11/15/28	62,342	79,905
United States Treasury Note/Bond	5.250%	2/15/29	141,279	181,743
United States Treasury Note/Bond	6.125%	8/15/29	32,930	45,649

United States Treasury Note/Bond	6.250%	5/15/30	92,435	131,099
United States Treasury Note/Bond	5.375%	2/15/31	306,875	410,636
United States Treasury Note/Bond	4.500%	2/15/36	208,600	268,149
United States Treasury Note/Bond	4.750%	2/15/37	138,000	183,152
United States Treasury Note/Bond	5.000%	5/15/37	90,327	123,381
United States Treasury Note/Bond	4.375%	2/15/38	98,450	125,031
United States Treasury Note/Bond	4.500%	5/15/38	94,579	122,066
United States Treasury Note/Bond	3.500%	2/15/39	140,394	158,447
United States Treasury Note/Bond	4.250%	5/15/39	82,367	102,984
United States Treasury Note/Bond	4.500%	8/15/39	89,306	115,400
United States Treasury Note/Bond	4.375%	11/15/39	97,905	124,538
United States Treasury Note/Bond	4.625%	2/15/40	151,305	199,060
United States Treasury Note/Bond	4.375%	5/15/40	118,320	150,729
United States Treasury Note/Bond	3.875%	8/15/40	110,050	130,822
United States Treasury Note/Bond	4.250%	11/15/40	111,654	140,039
United States Treasury Note/Bond	4.750%	2/15/41	132,492	177,912
United States Treasury Note/Bond	4.375%	5/15/41	127,000	162,362
United States Treasury Note/Bond	3.750%	8/15/41	133,000	155,360
United States Treasury Note/Bond	3.125%	11/15/41	129,626	137,059
United States Treasury Note/Bond	3.125%	2/15/42	143,742	151,940
United States Treasury Note/Bond	3.000%	5/15/42	133,000	137,530
United States Treasury Note/Bond	2.750%	8/15/42	383,938	379,139
United States Treasury Note/Bond	2.750%	11/15/42	765,854	755,561
United States Treasury Note/Bond	3.125%	2/15/43	131,409	138,555
United States Treasury Note/Bond	2.875%	5/15/43	170,200	171,449
1 United States Treasury Note/Bond	3.625%	8/15/43	304,652	349,399
United States Treasury Note/Bond	3.750%	11/15/43	181,706	212,909
United States Treasury Note/Bond	3.625%	2/15/44	155,994	179,174
United States Treasury Note/Bond	3.375%	5/15/44	151,990	167,475
United States Treasury Note/Bond	3.125%	8/15/44	202,650	213,700
1 United States Treasury Note/Bond	3.000%	11/15/44	272,831	280,972
1 United States Treasury Note/Bond	2.500%	2/15/45	242,882	226,412
United States Treasury Note/Bond	3.000%	5/15/45	253,154	260,510
United States Treasury Note/Bond	2.875%	8/15/45	255,506	256,543
1 United States Treasury Note/Bond	3.000%	11/15/45	135,937	139,803
United States Treasury Note/Bond	2.500%	2/15/46	306,698	285,134
1 United States Treasury Note/Bond	2.500%	5/15/46	283,873	263,692
United States Treasury Note/Bond	2.250%	8/15/46	403,005	354,076
United States Treasury Note/Bond	2.875%	11/15/46	514,990	516,437
United States Treasury Note/Bond	3.000%	2/15/47	254,099	261,166
United States Treasury Note/Bond	3.000%	5/15/47	403,408	414,816
United States Treasury Note/Bond	2.750%	8/15/47	306,035	299,244
				56,823,698
Agency Bonds and Notes (2.0%)
2 AID-Iraq	2.149%	1/18/22	8,200	8,222
2 AID-Israel	5.500%	9/18/23	6,375	7,525
2 AID-Israel	5.500%	12/4/23	6,502	7,697
2 AID-Israel	5.500%	4/26/24	5,075	6,053
2 AID-Jordan	1.945%	6/23/19	5,200	5,222
2 AID-Jordan	2.503%	10/30/20	6,375	6,489
2 AID-Jordan	2.578%	6/30/22	2,680	2,727
2 AID-Tunisia	2.452%	7/24/21	2,300	2,335
2 AID-Tunisia	1.416%	8/5/21	2,320	2,262
2 AID-Ukraine	1.844%	5/16/19	3,200	3,216
2 AID-Ukraine	1.847%	5/29/20	5,700	5,700
2 AID-Ukraine	1.471%	9/29/21	6,300	6,182
3 Federal Farm Credit Banks	5.150%	11/15/19	5,325	5,720

3 Federal Farm Credit Banks	3.500%	12/20/23	5,000	5,379
3 Federal Home Loan Banks	0.875%	10/1/18	50,000	49,750
3 Federal Home Loan Banks	1.250%	1/16/19	56,000	55,845
3 Federal Home Loan Banks	1.375%	3/18/19	60,000	59,903
3 Federal Home Loan Banks	1.375%	5/28/19	40,000	39,914
3 Federal Home Loan Banks	1.125%	6/21/19	36,500	36,258
3 Federal Home Loan Banks	0.875%	8/5/19	48,500	47,911
3 Federal Home Loan Banks	5.125%	8/15/19	4,095	4,364
3 Federal Home Loan Banks	1.000%	9/26/19	41,000	40,556
3 Federal Home Loan Banks	1.375%	11/15/19	31,550	31,418
3 Federal Home Loan Banks	1.875%	3/13/20	3,425	3,444
3 Federal Home Loan Banks	4.125%	3/13/20	11,555	12,241
3 Federal Home Loan Banks	3.375%	6/12/20	15,200	15,884
3 Federal Home Loan Banks	1.375%	9/28/20	19,075	18,895
3 Federal Home Loan Banks	5.250%	12/11/20	5,000	5,543
3 Federal Home Loan Banks	1.375%	2/18/21	14,175	14,015
3 Federal Home Loan Banks	2.250%	6/11/21	30,000	30,491
3 Federal Home Loan Banks	5.625%	6/11/21	16,950	19,262
3 Federal Home Loan Banks	1.125%	7/14/21	18,000	17,551
3 Federal Home Loan Banks	1.875%	11/29/21	73,000	72,914
3 Federal Home Loan Banks	2.125%	3/10/23	28,325	28,363
3 Federal Home Loan Banks	5.375%	8/15/24	1,585	1,891
3 Federal Home Loan Banks	5.500%	7/15/36	14,475	19,490
4 Federal Home Loan Mortgage Corp.	0.875%	10/12/18	35,000	34,819
4 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	16,500	17,047
4 Federal Home Loan Mortgage Corp.	1.125%	4/15/19	55,200	54,890
4 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	35,175	35,315
4 Federal Home Loan Mortgage Corp.	0.875%	7/19/19	40,621	40,153
4 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	29,479	29,322
4 Federal Home Loan Mortgage Corp.	1.375%	8/15/19	50,000	49,842
4 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	43,700	43,429
4 Federal Home Loan Mortgage Corp.	1.500%	1/17/20	120,000	119,712
4 Federal Home Loan Mortgage Corp.	1.375%	4/20/20	30,658	30,456
4 Federal Home Loan Mortgage Corp.	1.375%	5/1/20	17,292	17,172
4 Federal Home Loan Mortgage Corp.	1.625%	9/29/20	65,400	65,258
4 Federal Home Loan Mortgage Corp.	1.125%	8/12/21	35,000	34,071
4 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	56,650	57,647
4 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	1,150	1,615
4 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	23,400	33,657
4 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	23,382	32,906
4 Federal National Mortgage Assn.	1.125%	10/19/18	12,000	11,967
4 Federal National Mortgage Assn.	1.625%	11/27/18	41,640	41,745
4 Federal National Mortgage Assn.	1.125%	12/14/18	57,405	57,179
4 Federal National Mortgage Assn.	1.375%	1/28/19	45,000	44,946
4 Federal National Mortgage Assn.	1.875%	2/19/19	43,000	43,233
4 Federal National Mortgage Assn.	1.000%	2/26/19	16,500	16,391
4 Federal National Mortgage Assn.	1.750%	6/20/19	76,000	76,299
4 Federal National Mortgage Assn.	0.875%	8/2/19	100,000	98,790
4 Federal National Mortgage Assn.	1.000%	8/28/19	55,450	54,883
4 Federal National Mortgage Assn.	1.750%	9/12/19	67,575	67,824
4 Federal National Mortgage Assn.	0.000%	10/9/19	20,490	19,771
4 Federal National Mortgage Assn.	1.000%	10/24/19	50,000	49,428
4 Federal National Mortgage Assn.	1.750%	11/26/19	16,500	16,560
4 Federal National Mortgage Assn.	1.625%	1/21/20	22,000	22,009
4 Federal National Mortgage Assn.	1.500%	2/28/20	47,435	47,305
4 Federal National Mortgage Assn.	1.500%	6/22/20	17,000	16,932
4 Federal National Mortgage Assn.	1.500%	7/30/20	30,000	29,852

4	Federal National Mortgage Assn.	1.500%	11/30/20	26,000	25,825
4	Federal National Mortgage Assn.	1.875%	12/28/20	40,000	40,169
4	Federal National Mortgage Assn.	1.375%	2/26/21	17,000	16,780
4	Federal National Mortgage Assn.	1.250%	8/17/21	18,500	18,094
4	Federal National Mortgage Assn.	1.375%	10/7/21	42,050	41,226
4	Federal National Mortgage Assn.	2.000%	1/5/22	100,000	100,225
4	Federal National Mortgage Assn.	1.875%	4/5/22	60,000	59,744
4	Federal National Mortgage Assn.	2.625%	9/6/24	20,000	20,467
4	Federal National Mortgage Assn.	2.125%	4/24/26	30,000	29,243
4	Federal National Mortgage Assn.	1.875%	9/24/26	26,000	24,713
4	Federal National Mortgage Assn.	6.250%	5/15/29	5,550	7,481
4	Federal National Mortgage Assn.	7.125%	1/15/30	7,120	10,317
4	Federal National Mortgage Assn.	7.250%	5/15/30	28,925	42,592
4	Federal National Mortgage Assn.	6.625%	11/15/30	21,295	30,176
4	Federal National Mortgage Assn.	5.625%	7/15/37	2,721	3,731
3	Financing Corp.	9.650%	11/2/18	2,375	2,581
3	Financing Corp.	9.700%	4/5/19	425	476
	Private Export Funding Corp.	4.375%	3/15/19	6,867	7,138
	Private Export Funding Corp.	1.450%	8/15/19	7,575	7,542
	Private Export Funding Corp.	2.250%	3/15/20	6,900	6,979
	Private Export Funding Corp.	2.300%	9/15/20	1,500	1,521
	Private Export Funding Corp.	4.300%	12/15/21	7,760	8,467
	Private Export Funding Corp.	2.800%	5/15/22	1,125	1,161
	Private Export Funding Corp.	2.050%	11/15/22	15,350	15,295
	Private Export Funding Corp.	3.550%	1/15/24	16,350	17,491
	Private Export Funding Corp.	2.450%	7/15/24	4,750	4,759
	Private Export Funding Corp.	3.250%	6/15/25	1,500	1,575
	Resolution Funding Corp.	8.125%	10/15/19	100	113
	Resolution Funding Corp.	8.875%	7/15/20	100	119
3	Tennessee Valley Authority	1.750%	10/15/18	9,500	9,529
3	Tennessee Valley Authority	3.875%	2/15/21	5,170	5,521
3	Tennessee Valley Authority	1.875%	8/15/22	3,750	3,728
3	Tennessee Valley Authority	2.875%	9/15/24	11,831	12,197
3	Tennessee Valley Authority	6.750%	11/1/25	17,756	23,210
3	Tennessee Valley Authority	2.875%	2/1/27	25,000	25,600
3	Tennessee Valley Authority	7.125%	5/1/30	8,975	12,991
3	Tennessee Valley Authority	4.650%	6/15/35	3,425	4,112
3	Tennessee Valley Authority	5.880%	4/1/36	4,265	5,829
3	Tennessee Valley Authority	5.500%	6/15/38	850	1,130
3	Tennessee Valley Authority	5.250%	9/15/39	8,283	10,882
3	Tennessee Valley Authority	4.875%	1/15/48	14,075	17,729
3	Tennessee Valley Authority	5.375%	4/1/56	4,770	6,525
3	Tennessee Valley Authority	4.625%	9/15/60	7,988	9,729
3	Tennessee Valley Authority	4.250%	9/15/65	7,450	8,457
					2,816,226
Conventional Mortgage-Backed Securities (21.0%)
4,5	Fannie Mae Pool	2.000%	11/1/27–11/1/31	73,302	72,653
4,5,6Fannie Mae Pool		2.500%	11/1/26–10/1/46	986,225	994,879
4,5,6Fannie Mae Pool		3.000%	11/1/20–10/1/47	3,258,789	3,298,175
4,5,6Fannie Mae Pool		3.500%	5/1/20–11/1/47	3,369,316	3,486,418
4,5,6Fannie Mae Pool		4.000%	6/1/18–10/1/47	2,305,829	2,434,821
4,5,6Fannie Mae Pool		4.500%	2/1/18–10/1/47	939,389	1,011,657
4,5,6Fannie Mae Pool		5.000%	10/1/17–10/1/47	347,400	379,778
4,5	Fannie Mae Pool	5.500%	10/1/17–2/1/42	303,455	336,737
4,5	Fannie Mae Pool	6.000%	10/1/17–5/1/41	204,851	231,344
4,5	Fannie Mae Pool	6.500%	10/1/17–5/1/40	50,625	56,321
4,5	Fannie Mae Pool	7.000%	11/1/18–12/1/38	14,020	16,331

4,5	Fannie Mae Pool	7.500%	7/1/30–12/1/32	160	183
4,5	Fannie Mae Pool	8.000%	12/1/29	18	21
4,5	Freddie Mac Gold Pool	2.000%	7/1/28–12/1/31	46,328	45,888
4,5,6Freddie Mac Gold Pool		2.500%	4/1/27–10/1/46	674,245	681,130
4,5,6Freddie Mac Gold Pool		3.000%	4/1/21–10/1/47	2,198,678	2,222,993
4,5,6Freddie Mac Gold Pool		3.500%	12/1/20–10/1/47	2,161,293	2,235,783
4,5,6Freddie Mac Gold Pool		4.000%	3/1/18–10/1/47	1,331,337	1,404,840
4,5,6Freddie Mac Gold Pool		4.500%	12/1/17–10/1/47	507,297	544,691
4,5	Freddie Mac Gold Pool	5.000%	10/1/17–8/1/44	212,596	231,128
4,5	Freddie Mac Gold Pool	5.500%	10/1/17–6/1/41	165,323	182,558
4,5	Freddie Mac Gold Pool	6.000%	11/1/18–5/1/40	86,282	97,315
4,5	Freddie Mac Gold Pool	6.500%	1/1/18–9/1/39	21,554	23,990
4,5	Freddie Mac Gold Pool	7.000%	3/1/26–12/1/38	8,143	9,502
4,5	Freddie Mac Gold Pool	7.500%	4/1/27–2/1/32	79	90
4,5	Freddie Mac Gold Pool	8.000%	1/1/27–11/1/31	117	136
4,5	Freddie Mac Gold Pool	8.500%	6/1/25	24	28
5	Ginnie Mae I Pool	3.000%	1/15/26–3/15/45	131,350	133,724
5	Ginnie Mae I Pool	3.500%	11/15/25–3/15/45	130,763	136,606
5	Ginnie Mae I Pool	4.000%	8/15/18–5/15/46	176,613	186,949
5,6	Ginnie Mae I Pool	4.500%	6/15/18–10/1/47	171,438	184,579
5	Ginnie Mae I Pool	5.000%	12/15/17–11/15/46	123,966	135,895
5	Ginnie Mae I Pool	5.500%	5/15/18–6/15/41	59,882	67,146
5	Ginnie Mae I Pool	6.000%	1/15/26–6/15/41	36,686	41,501
5	Ginnie Mae I Pool	6.500%	5/15/24–8/15/39	10,520	11,694
5	Ginnie Mae I Pool	7.000%	7/15/23–9/15/36	512	590
5	Ginnie Mae I Pool	7.500%	12/15/23	16	19
5	Ginnie Mae I Pool	8.000%	6/15/25–1/15/27	45	52
5	Ginnie Mae I Pool	9.000%	11/15/17		—
5	Ginnie Mae II Pool	2.500%	6/20/27–11/20/46	75,287	74,507
5,6	Ginnie Mae II Pool	3.000%	10/20/26–10/1/47	2,228,308	2,263,423
5,6	Ginnie Mae II Pool	3.500%	9/20/25–10/1/47	3,135,480	3,266,354
5,6	Ginnie Mae II Pool	4.000%	9/20/25–10/1/47	1,514,939	1,599,007
5,6	Ginnie Mae II Pool	4.500%	8/20/33–10/1/47	616,692	661,982
5	Ginnie Mae II Pool	5.000%	3/20/18–6/20/44	203,772	221,736
5	Ginnie Mae II Pool	5.500%	8/20/23–5/20/45	77,004	84,423
5	Ginnie Mae II Pool	6.000%	3/20/31–9/20/41	24,400	27,398
5	Ginnie Mae II Pool	6.500%	10/20/28–11/20/39	8,796	9,946
5	Ginnie Mae II Pool	7.000%	8/20/34–11/20/38	1,608	1,908
					29,108,829
Nonconventional Mortgage-Backed Securities (0.1%)
4,5	Fannie Mae Pool	2.122%	3/1/43	4,493	4,505
4,5	Fannie Mae Pool	2.178%	6/1/43	3,338	3,360
4,5	Fannie Mae Pool	2.188%	10/1/42	2,173	2,209
4,5	Fannie Mae Pool	2.267%	7/1/43	4,345	4,334
4,5	Fannie Mae Pool	2.415%	10/1/42	2,283	2,297
4,5	Fannie Mae Pool	2.448%	9/1/43	577	582
4,5,7Fannie Mae Pool		2.462%	4/1/37	828	859
4,5	Fannie Mae Pool	2.720%	1/1/42	2,131	2,161
4,5	Fannie Mae Pool	2.724%	12/1/43	3,302	3,422
4,5	Fannie Mae Pool	2.746%	3/1/42	2,505	2,613
4,5,8Fannie Mae Pool		2.831%	12/1/40	505	530
4,5,8Fannie Mae Pool		2.874%	9/1/37	1,504	1,607
4,5,7Fannie Mae Pool		2.888%	9/1/43	3,388	3,573
4,5,9Fannie Mae Pool		2.893%	12/1/35	400	423
4,5,8Fannie Mae Pool		2.927%	12/1/41	1,198	1,232
4,5,9Fannie Mae Pool		2.985%	6/1/37	118	124
4,5,8Fannie Mae Pool		3.032%	12/1/33	178	188

4,5,9Fannie Mae Pool	3.040%	1/1/35	474	506
4,5,8Fannie Mae Pool	3.075%	11/1/33	114	121
4,5 Fannie Mae Pool	3.088%	2/1/41	681	717
4,5,8Fannie Mae Pool	3.090%	9/1/34	187	197
4,5 Fannie Mae Pool	3.091%	2/1/41	1,016	1,066
4,5,8Fannie Mae Pool	3.106%	9/1/40	528	559
4,5,8Fannie Mae Pool	3.135%	11/1/36	132	140
4,5,8Fannie Mae Pool	3.175%	10/1/39	375	390
4,5,8Fannie Mae Pool	3.193%	11/1/39	234	248
4,5,8Fannie Mae Pool	3.203%	2/1/36	293	298
4,5,7Fannie Mae Pool	3.215%	8/1/37	449	472
4,5,8Fannie Mae Pool	3.257%	7/1/36	208	214
4,5,8Fannie Mae Pool	3.264%	10/1/40	685	722
4,5,8Fannie Mae Pool	3.270%	11/1/41	1,032	1,091
4,5,8Fannie Mae Pool	3.305%	11/1/41	1,144	1,221
4,5,8Fannie Mae Pool	3.306%	12/1/40	607	640
4,5,8Fannie Mae Pool	3.310%	11/1/39–12/1/41	1,429	1,508
4,5,8Fannie Mae Pool	3.315%	11/1/40–12/1/40	1,277	1,346
4,5,8Fannie Mae Pool	3.335%	12/1/39	906	945
4,5,8Fannie Mae Pool	3.337%	10/1/40	1,258	1,323
4,5 Fannie Mae Pool	3.348%	8/1/42	2,024	2,047
4,5,8Fannie Mae Pool	3.351%	1/1/37	297	317
4,5,9Fannie Mae Pool	3.363%	7/1/38	79	84
4,5,8Fannie Mae Pool	3.375%	8/1/35	454	483
4,5,8Fannie Mae Pool	3.401%	1/1/42	1,153	1,212
4,5,8Fannie Mae Pool	3.415%	7/1/35–6/1/36	389	409
4,5,8Fannie Mae Pool	3.416%	2/1/36	280	298
4,5,8Fannie Mae Pool	3.429%	8/1/40	618	647
4,5,8Fannie Mae Pool	3.435%	11/1/33–12/1/40	1,198	1,267
4,5,8Fannie Mae Pool	3.440%	9/1/42	2,101	2,192
4,5,8Fannie Mae Pool	3.444%	6/1/42	2,535	2,637
4,5,8Fannie Mae Pool	3.445%	7/1/39	133	139
4,5,8Fannie Mae Pool	3.447%	1/1/40	430	447
4,5,8Fannie Mae Pool	3.454%	3/1/42	1,435	1,539
4,5,8Fannie Mae Pool	3.467%	5/1/42	649	677
4,5,7Fannie Mae Pool	3.468%	5/1/42	2,459	2,566
4,5,8Fannie Mae Pool	3.472%	2/1/41	446	448
4,5,8Fannie Mae Pool	3.476%	5/1/40	420	448
4,5,8Fannie Mae Pool	3.480%	10/1/37	707	729
4,5,8Fannie Mae Pool	3.481%	4/1/37	446	467
4,5,8Fannie Mae Pool	3.482%	4/1/36	120	126
4,5,8Fannie Mae Pool	3.484%	5/1/35	276	289
4,5,8Fannie Mae Pool	3.495%	11/1/34	508	543
4,5,8Fannie Mae Pool	3.502%	3/1/41	1,150	1,208
4,5,7Fannie Mae Pool	3.508%	2/1/42	4,140	4,398
4,5,7Fannie Mae Pool	3.516%	7/1/42	1,335	1,437
4,5,7Fannie Mae Pool	3.535%	7/1/37	186	199
4,5,8Fannie Mae Pool	3.545%	9/1/40	1,439	1,520
4,5,7Fannie Mae Pool	3.554%	8/1/39	1,328	1,364
4,5,7Fannie Mae Pool	3.556%	2/1/42	1,510	1,615
4,5,8Fannie Mae Pool	3.575%	3/1/41	1,155	1,231
4,5,8Fannie Mae Pool	3.576%	7/1/38	97	101
4,5,8Fannie Mae Pool	3.590%	8/1/39	329	347
4,5 Fannie Mae Pool	3.605%	7/1/41	2,396	2,534
4,5 Fannie Mae Pool	3.608%	4/1/41	927	948
4,5,8Fannie Mae Pool	3.628%	11/1/39	520	543
4,5,8Fannie Mae Pool	3.630%	5/1/41	851	897

4,5,8Fannie Mae Pool	3.632%	5/1/40	186	196
4,5,8Fannie Mae Pool	3.649%	4/1/37	28	30
4,5 Fannie Mae Pool	3.703%	6/1/41	263	277
4,5,8Fannie Mae Pool	3.787%	5/1/36	24	24
4,5,8Fannie Mae Pool	3.791%	10/1/36	296	319
4,5 Fannie Mae Pool	3.796%	6/1/41	1,593	1,685
4,5,8Fannie Mae Pool	4.571%	10/1/37	235	241
4,5,8Fannie Mae Pool	5.188%	3/1/38	173	179
4,5,9Fannie Mae Pool	5.860%	12/1/37	653	680
4,5,8Freddie Mac Non Gold Pool	2.235%	10/1/37	23	23
4,5 Freddie Mac Non Gold Pool	2.378%	5/1/42	504	506
4,5 Freddie Mac Non Gold Pool	2.533%	11/1/43	3,021	3,037
4,5 Freddie Mac Non Gold Pool	2.708%	2/1/42	1,811	1,832
4,5,7Freddie Mac Non Gold Pool	2.769%	6/1/37	176	180
4,5 Freddie Mac Non Gold Pool	2.789%	1/1/41	1,624	1,694
4,5,9Freddie Mac Non Gold Pool	2.819%	11/1/34	462	484
4,5 Freddie Mac Non Gold Pool	2.951%	12/1/41	1,758	1,838
4,5,8Freddie Mac Non Gold Pool	2.961%	7/1/35	260	273
4,5,7Freddie Mac Non Gold Pool	3.014%	3/1/37	21	23
4,5,7Freddie Mac Non Gold Pool	3.040%	1/1/37	415	437
4,5,9Freddie Mac Non Gold Pool	3.088%	10/1/36	313	339
4,5,9Freddie Mac Non Gold Pool	3.109%	2/1/36	132	138
4,5,8Freddie Mac Non Gold Pool	3.110%	10/1/37	662	702
4,5 Freddie Mac Non Gold Pool	3.114%	1/1/41	286	301
4,5,8Freddie Mac Non Gold Pool	3.153%	12/1/36	185	196
4,5,9Freddie Mac Non Gold Pool	3.184%	11/1/36	118	122
4,5,9Freddie Mac Non Gold Pool	3.216%	5/1/36	276	289
4,5,8Freddie Mac Non Gold Pool	3.250%	1/1/38	199	211
4,5,8Freddie Mac Non Gold Pool	3.255%	3/1/37	94	96
4,5,8Freddie Mac Non Gold Pool	3.265%	12/1/36	57	61
4,5,8Freddie Mac Non Gold Pool	3.269%	12/1/34	186	190
4,5,8Freddie Mac Non Gold Pool	3.278%	12/1/36	331	341
4,5,8Freddie Mac Non Gold Pool	3.300%	3/1/37	21	22
4,5,8Freddie Mac Non Gold Pool	3.303%	12/1/35	311	328
4,5,8Freddie Mac Non Gold Pool	3.352%	1/1/35	55	59
4,5,8Freddie Mac Non Gold Pool	3.363%	12/1/40	1,585	1,644
4,5,8Freddie Mac Non Gold Pool	3.365%	2/1/37	129	137
4,5 Freddie Mac Non Gold Pool	3.378%	3/1/42	1,138	1,199
4,5,8Freddie Mac Non Gold Pool	3.380%	11/1/40	183	190
4,5,8Freddie Mac Non Gold Pool	3.400%	11/1/40	590	609
4,5,8Freddie Mac Non Gold Pool	3.420%	6/1/37	480	512
4,5,8Freddie Mac Non Gold Pool	3.421%	2/1/42	412	432
4,5,9Freddie Mac Non Gold Pool	3.423%	3/1/37	42	42
4,5,8Freddie Mac Non Gold Pool	3.500%	5/1/38	41	43
4,5,8Freddie Mac Non Gold Pool	3.505%	12/1/40	457	474
4,5,8Freddie Mac Non Gold Pool	3.515%	4/1/35	14	15
4,5,8Freddie Mac Non Gold Pool	3.545%	1/1/37	159	168
4,5,8Freddie Mac Non Gold Pool	3.608%	9/1/37	190	195
4,5 Freddie Mac Non Gold Pool	3.612%	9/1/40	1,060	1,114
4,5,8Freddie Mac Non Gold Pool	3.616%	3/1/41	275	292
4,5,8Freddie Mac Non Gold Pool	3.630%	5/1/40–6/1/40	698	726
4,5,8Freddie Mac Non Gold Pool	3.635%	7/1/38	189	192
4,5,8Freddie Mac Non Gold Pool	3.652%	8/1/37–2/1/41	581	615
4,5,8Freddie Mac Non Gold Pool	3.660%	2/1/41	856	910
4,5,8Freddie Mac Non Gold Pool	3.678%	3/1/37	268	285
4,5,8Freddie Mac Non Gold Pool	3.701%	6/1/41	320	332
4,5,8Freddie Mac Non Gold Pool	3.706%	5/1/40	244	253

4,5,8Freddie Mac Non Gold Pool		3.714%	6/1/40	998	1,048
4,5,8Freddie Mac Non Gold Pool		3.715%	6/1/40	572	597
4,5,8Freddie Mac Non Gold Pool		3.730%	5/1/37	771	796
4,5,8Freddie Mac Non Gold Pool		3.732%	6/1/37	369	391
4,5	Freddie Mac Non Gold Pool	4.982%	3/1/38	292	307
5,9	Ginnie Mae II Pool	2.125%	7/20/38	78	78
5,9	Ginnie Mae II Pool	2.250%	10/20/38–12/20/42	7,349	7,584
5,9	Ginnie Mae II Pool	2.375%	1/20/41–3/20/43	12,615	13,019
5,9	Ginnie Mae II Pool	2.500%	7/20/41–5/20/43	7,654	7,917
5,9	Ginnie Mae II Pool	2.625%	6/20/29–6/20/43	7,630	7,851
5,9	Ginnie Mae II Pool	3.000%	11/20/40–10/20/41	1,114	1,155
5,9	Ginnie Mae II Pool	3.125%	5/20/41	513	533
5	Ginnie Mae II Pool	3.500%	12/20/43	615	624
					155,728
Total U.S. Government and Agency Obligations (Cost $88,799,238)					88,904,481
Asset-Backed/Commercial Mortgage-Backed Securities (2.3%)
5	AEP Texas Central Transition Funding II LLC
	2006-A	5.170%	1/1/18	319	322
5	Ally Auto Receivables Trust 2014-1	1.530%	4/15/19	846	846
5	Ally Auto Receivables Trust 2014-3	1.280%	6/17/19	752	752
5	Ally Auto Receivables Trust 2014-3	1.720%	3/16/20	1,325	1,326
5	Ally Auto Receivables Trust 2015-1	1.390%	9/16/19	516	516
5	Ally Auto Receivables Trust 2015-1	1.750%	5/15/20	1,075	1,075
5	Ally Auto Receivables Trust 2015-2	1.490%	11/15/19	1,483	1,483
5	Ally Auto Receivables Trust 2015-2	1.840%	6/15/20	1,310	1,312
5	Ally Auto Receivables Trust 2017-4	1.750%	12/15/21	6,038	6,031
5	Ally Auto Receivables Trust 2017-4	1.960%	7/15/22	2,568	2,565
5	Ally Master Owner Trust Series 2015-3	1.630%	5/15/20	4,950	4,951
5	American Express Credit Account Master Trust
	2014-4	1.430%	6/15/20	3,025	3,025
5	American Express Credit Account Master Trust
	2017-1	1.930%	9/15/22	10,100	10,125
5	American Express Credit Account Master Trust
	2017-3	1.770%	11/15/22	20,000	19,935
5	AmeriCredit Automobile Receivables Trust 2014-
	1	1.680%	7/8/19	16	16
5	AmeriCredit Automobile Receivables Trust 2015-
	2	1.270%	1/8/20	750	750
5	AmeriCredit Automobile Receivables Trust 2016-
	3	1.460%	5/10/21	2,650	2,643
5	AmeriCredit Automobile Receivables Trust 2017-
	2	1.980%	12/20/21	1,450	1,452
5	AmeriCredit Automobile Receivables Trust 2017-
	3	1.900%	3/18/22	3,320	3,316
5	BA Credit Card Trust 2017-A1	1.950%	8/15/22	10,000	10,027
5	Banc of America Commercial Mortgage Trust
	2008-1	6.509%	2/10/51	2,621	2,634
5	Banc of America Commercial Mortgage Trust
	2015-UBS7	3.429%	9/15/48	1,425	1,481
5	Banc of America Commercial Mortgage Trust
	2015-UBS7	3.705%	9/15/48	2,525	2,633
5	Banc of America Commercial Mortgage Trust
	2017-BNK3	3.574%	2/15/50	7,200	7,457
5	Banc of America Commercial Mortgage Trust
	2017-BNK3	3.748%	2/15/50	2,800	2,898
5	BANK 2017 - BNK4	3.625%	5/15/50	5,700	5,927

5 BANK 2017 - BNK5	3.390%	6/15/60	7,000	7,143
5 BANK 2017 - BNK5	3.624%	6/15/60	3,500	3,535
5 BANK 2017 - BNK6	3.518%	7/15/60	9,408	9,699
5 BANK 2017 - BNK6	3.741%	7/15/60	9,408	9,606
5 BANK 2017 - BNK7	3.175%	9/15/60	7,575	7,605
5 BANK 2017 - BNK7	3.435%	9/15/60	4,690	4,801
5 BANK 2017 - BNK7	3.748%	9/15/60	5,225	5,349
Bank of Nova Scotia	2.125%	9/11/19	7,400	7,415
Bank of Nova Scotia	1.850%	4/14/20	17,300	17,228
Bank of Nova Scotia	1.875%	4/26/21	5,225	5,142
5 Barclays Dryrock Issuance Trust 2015-2	1.560%	3/15/21	2,875	2,876
5 Barclays Dryrock Issuance Trust 2016-1	1.520%	5/16/22	4,925	4,897
5 BBCMS MORTGAGE TRUST 2017-C1	3.674%	2/15/50	10,825	11,281
5 BBCMS MORTGAGE TRUST 2017-C1	3.898%	2/15/50	2,900	3,018
5 BMW Vehicle Lease Trust 2015-2	1.400%	9/20/18	1,499	1,499
5 BMW Vehicle Lease Trust 2015-2	1.550%	2/20/19	1,250	1,250
5 BMW Vehicle Owner Trust 2014-A	1.500%	2/25/21	2,194	2,193
5 Capital Auto Receivables Asset Trust 2014-3	1.830%	4/22/19	476	476
5 Capital Auto Receivables Asset Trust 2015-1	1.610%	6/20/19	1,044	1,044
5 Capital Auto Receivables Asset Trust 2015-1	1.860%	10/21/19	1,300	1,302
5 Capital Auto Receivables Asset Trust 2015-2	1.730%	9/20/19	3,051	3,053
5 Capital Auto Receivables Asset Trust 2015-2	1.970%	1/21/20	1,800	1,804
5 Capital Auto Receivables Asset Trust 2015-3	1.940%	1/21/20	2,875	2,880
5 Capital Auto Receivables Asset Trust 2015-3	2.130%	5/20/20	1,840	1,846
5 Capital Auto Receivables Asset Trust 2015-4	1.830%	3/20/20	2,750	2,753
5 Capital Auto Receivables Asset Trust 2015-4	2.010%	7/20/20	1,775	1,778
5 Capital Auto Receivables Asset Trust 2016-2	1.630%	1/20/21	2,250	2,241
5 Capital Auto Receivables Asset Trust 2016-3	1.690%	3/20/21	2,000	1,991
5 Capital One Multi-Asset Execution Trust 2015-A2	2.080%	3/15/23	7,675	7,713
5 Capital One Multi-Asset Execution Trust 2015-A5	1.600%	5/17/21	3,625	3,626
5 Capital One Multi-Asset Execution Trust 2015-A8	2.050%	8/15/23	4,950	4,972
5 Capital One Multi-Asset Execution Trust 2016-A3	1.340%	4/15/22	5,325	5,290
5 Capital One Multi-Asset Execution Trust 2016-A4	1.330%	6/15/22	7,100	7,038
5 Capital One Multi-Asset Execution Trust 2016-A6	1.820%	9/15/22	6,500	6,495
5 Capital One Multi-Asset Execution Trust 2017-A1	2.000%	1/17/23	6,600	6,611
5 Capital One Multi-Asset Execution Trust 2017-A3	2.430%	1/15/25	6,725	6,768
5 CarMax Auto Owner Trust 2013-3	1.490%	1/15/19	307	307
5 CarMax Auto Owner Trust 2013-4	1.280%	5/15/19	168	168
5 CarMax Auto Owner Trust 2014-1	1.320%	7/15/19	507	506
5 CarMax Auto Owner Trust 2014-2	0.980%	1/15/19	54	54
5 CarMax Auto Owner Trust 2014-2	1.610%	10/15/19	1,000	1,000
5 CarMax Auto Owner Trust 2014-3	1.160%	6/17/19	404	404
5 CarMax Auto Owner Trust 2014-3	1.730%	2/18/20	1,150	1,151
5 CarMax Auto Owner Trust 2014-4	1.250%	11/15/19	1,278	1,277
5 CarMax Auto Owner Trust 2015-2	1.370%	3/16/20	1,289	1,288
5 CarMax Auto Owner Trust 2015-2	1.800%	3/15/21	1,025	1,025
5 CarMax Auto Owner Trust 2015-3	1.630%	5/15/20	2,806	2,807
5 CarMax Auto Owner Trust 2015-3	1.980%	2/16/21	800	801
5 CarMax Auto Owner Trust 2015-4	1.560%	11/16/20	2,429	2,428
5 CarMax Auto Owner Trust 2015-4	1.830%	6/15/21	1,250	1,249
5 CarMax Auto Owner Trust 2016-3	1.390%	5/17/21	2,975	2,961
5 CarMax Auto Owner Trust 2016-3	1.600%	1/18/22	1,030	1,020
5 CD 2006-CD3 Commercial Mortgage Trust	5.648%	10/15/48	3,071	3,122
5 CD 2016-CD1 Commercial Mortgage Trust	2.724%	8/10/49	5,650	5,477
5 CD 2016-CD2 Commercial Mortgage Trust	3.526%	11/10/49	5,000	5,174
5 CD 2017-CD3 Commercial Mortgage Trust	3.453%	2/10/50	1,862	1,937
5 CD 2017-CD3 Commercial Mortgage Trust	3.631%	2/10/50	14,220	14,811

5 CD 2017-CD3 Commercial Mortgage Trust	3.833%	2/10/50	3,706	3,854
5 CD 2017-CD4 Commercial Mortgage Trust	3.514%	5/10/50	4,100	4,232
5 CD 2017-CD4 Commercial Mortgage Trust	3.747%	5/10/50	2,700	2,789
5 CD 2017-CD5 Commercial Mortgage Trust	3.431%	8/15/50	3,500	3,580
5 CenterPoint Energy Transition Bond Co. II LLC
2005-A	5.302%	8/1/20	569	589
5 CenterPoint Energy Transition Bond Co. IV LLC
2012-1	3.028%	10/15/25	5,300	5,439
5 CFCRE Commercial Mortgage Trust 2016-C3	3.865%	1/10/48	3,650	3,824
5 CFCRE Commercial Mortgage Trust 2016-C4	3.283%	5/10/58	5,050	5,082
5 CFCRE Commercial Mortgage Trust 2016-C4	3.691%	5/10/58	3,600	3,658
5 CFCRE Commercial Mortgage Trust 2016-C6	3.217%	11/10/49	9,400	9,398
5 CFCRE Commercial Mortgage Trust 2017-C8	3.572%	6/15/50	3,000	3,074
5 Chase Issuance Trust 2012-A4	1.580%	8/16/21	5,500	5,479
5 Chase Issuance Trust 2012-A7	2.160%	9/16/24	12,805	12,859
5 Chase Issuance Trust 2013-A1	1.300%	2/18/20	9,550	9,546
5 Chase Issuance Trust 2014-A2	2.770%	3/15/23	7,550	7,741
5 Chase Issuance Trust 2014-A7	1.380%	11/15/19	7,400	7,400
5 Chase Issuance Trust 2015-A4	1.840%	4/15/22	5,400	5,402
5 Chase Issuance Trust 2015-A5	1.360%	4/15/20	11,000	10,994
5 Chase Issuance Trust 2016-A2	1.370%	6/15/21	6,975	6,932
5 Chase Issuance Trust 2016-A4	1.490%	7/15/22	6,125	6,060
5 Chase Issuance Trust 2016-A5	1.270%	7/15/21	7,200	7,136
5 Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	6,114	6,194
5 Citibank Credit Card Issuance Trust 2014-A1	2.880%	1/23/23	15,000	15,440
5 Citibank Credit Card Issuance Trust 2014-A5	2.680%	6/7/23	6,525	6,681
5 Citibank Credit Card Issuance Trust 2014-A6	2.150%	7/15/21	18,925	19,055
5 Citibank Credit Card Issuance Trust 2014-A8	1.730%	4/9/20	11,625	11,638
5 Citibank Credit Card Issuance Trust 2016-A2	2.190%	11/20/23	7,175	7,190
5 Citibank Credit Card Issuance Trust 2017-A2	1.740%	1/19/21	13,050	13,062
5 Citibank Credit Card Issuance Trust 2017-A9	1.800%	9/20/21	14,300	14,288
5 Citigroup Commercial Mortgage Trust 2008-C7	6.427%	12/10/49	741	741
5 Citigroup Commercial Mortgage Trust 2012-GC8	3.024%	9/10/45	3,950	4,034
5 Citigroup Commercial Mortgage Trust 2013-
GC11	3.093%	4/10/46	1,500	1,528
5 Citigroup Commercial Mortgage Trust 2013-
GC11	3.422%	4/10/46	1,300	1,320
5 Citigroup Commercial Mortgage Trust 2013-
GC15	3.161%	9/10/46	1,677	1,693
5 Citigroup Commercial Mortgage Trust 2013-
GC15	3.942%	9/10/46	800	839
5 Citigroup Commercial Mortgage Trust 2013-
GC15	4.371%	9/10/46	1,200	1,304
5 Citigroup Commercial Mortgage Trust 2013-
GC15	4.649%	9/10/46	1,700	1,847
5 Citigroup Commercial Mortgage Trust 2013-
GC17	3.675%	11/10/46	550	572
5 Citigroup Commercial Mortgage Trust 2013-
GC17	4.131%	11/10/46	1,825	1,961
5 Citigroup Commercial Mortgage Trust 2013-
GC17	4.544%	11/10/46	750	808
5 Citigroup Commercial Mortgage Trust 2013-
GC17	5.095%	11/10/46	750	821
5 Citigroup Commercial Mortgage Trust 2014-
GC19	2.790%	3/10/47	3,210	3,239
5 Citigroup Commercial Mortgage Trust 2014-
GC19	3.552%	3/10/47	750	781

5	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.023%	3/10/47	1,150	1,223
5	Citigroup Commercial Mortgage Trust 2014-
	GC19	4.345%	3/10/47	955	1,015
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.477%	5/10/47	375	390
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	3.855%	5/10/47	1,675	1,766
5	Citigroup Commercial Mortgage Trust 2014-
	GC21	4.328%	5/10/47	1,350	1,381
5	Citigroup Commercial Mortgage Trust 2014-
	GC23	3.622%	7/10/47	2,725	2,838
5	Citigroup Commercial Mortgage Trust 2014-
	GC25	3.635%	10/10/47	5,650	5,879
5	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.137%	2/10/48	7,425	7,463
5	Citigroup Commercial Mortgage Trust 2015-
	GC27	3.571%	2/10/48	3,025	3,055
5	Citigroup Commercial Mortgage Trust 2015-
	GC29	2.674%	4/10/48	1,525	1,539
5	Citigroup Commercial Mortgage Trust 2015-
	GC29	3.758%	4/10/48	2,937	2,873
5	Citigroup Commercial Mortgage Trust 2015-
	GC31	3.762%	6/10/48	2,925	3,064
5	Citigroup Commercial Mortgage Trust 2015-
	GC33	3.778%	9/10/58	3,375	3,535
5	Citigroup Commercial Mortgage Trust 2016-C1	3.003%	5/10/49	2,075	2,085
5	Citigroup Commercial Mortgage Trust 2016-C1	3.209%	5/10/49	3,950	3,983
5	Citigroup Commercial Mortgage Trust 2016-C2	2.832%	8/10/49	2,500	2,444
5	Citigroup Commercial Mortgage Trust 2016-
	GC36	3.616%	2/10/49	7,150	7,421
5	Citigroup Commercial Mortgage Trust 2016-P4	2.902%	7/10/49	2,350	2,313
5	Citigroup Commercial Mortgage Trust 2017-B1	3.458%	8/15/50	9,700	9,934
5	Citigroup Commercial Mortgage Trust 2017-B1	3.711%	8/15/50	1,950	1,986
5	COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	1,285	1,320
5	COMM 2012-CCRE2 Mortgage Trust	3.791%	8/15/45	1,825	1,906
5	COMM 2012-CCRE3 Mortgage Trust	2.822%	10/15/45	5,000	5,044
5,10 COMM 2012-CCRE3 Mortgage Trust		3.416%	10/15/45	2,195	2,250
5	COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	6,300	6,357
5	COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,510
5	COMM 2013-CCRE10 Mortgage Trust	4.210%	8/10/46	660	712
5	COMM 2013-CCRE11 Mortgage Trust	3.047%	8/10/50	1,310	1,329
5	COMM 2013-CCRE11 Mortgage Trust	3.660%	8/10/50	1,310	1,372
5	COMM 2013-CCRE11 Mortgage Trust	3.983%	8/10/50	1,750	1,857
5	COMM 2013-CCRE11 Mortgage Trust	4.258%	8/10/50	5,890	6,374
5	COMM 2013-CCRE11 Mortgage Trust	4.715%	8/10/50	1,310	1,426
5	COMM 2013-CCRE12 Mortgage Trust	1.295%	10/10/46	132	132
5	COMM 2013-CCRE12 Mortgage Trust	2.904%	10/10/46	1,075	1,085
5	COMM 2013-CCRE12 Mortgage Trust	3.623%	10/10/46	1,075	1,121
5	COMM 2013-CCRE12 Mortgage Trust	3.765%	10/10/46	1,500	1,581
5	COMM 2013-CCRE12 Mortgage Trust	4.046%	10/10/46	1,125	1,203
5	COMM 2013-CCRE12 Mortgage Trust	4.300%	10/10/46	750	800
5	COMM 2013-CCRE12 Mortgage Trust	4.762%	10/10/46	350	372
5	COMM 2013-CCRE13 Mortgage Trust	1.259%	11/12/46	141	140
5	COMM 2013-CCRE13 Mortgage Trust	3.039%	11/12/46	550	556
5	COMM 2013-CCRE13 Mortgage Trust	3.706%	11/12/46	375	392
5	COMM 2013-CCRE13 Mortgage Trust	4.194%	11/12/46	3,700	3,996

5 COMM 2013-CCRE13 Mortgage Trust	4.449%	11/12/46	1,100	1,182
5 COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	1,744	1,783
5 COMM 2013-CCRE7 Mortgage Trust	3.213%	3/10/46	1,425	1,465
5 COMM 2013-CCRE8 Mortgage Trust	3.612%	6/10/46	1,888	1,980
5 COMM 2013-CCRE9 Mortgage Trust	4.373%	7/10/45	2,295	2,488
5 COMM 2013-LC13 Mortgage Trust	3.009%	8/10/46	2,050	2,070
5 COMM 2013-LC13 Mortgage Trust	4.205%	8/10/46	2,020	2,183
5 COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	3,981	4,034
5 COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,184	2,216
5 COMM 2014-CCRE14 Mortgage Trust	3.147%	2/10/47	3,275	3,313
5 COMM 2014-CCRE14 Mortgage Trust	4.236%	2/10/47	2,450	2,641
5 COMM 2014-CCRE14 Mortgage Trust	4.526%	2/10/47	2,725	2,936
5 COMM 2014-CCRE14 Mortgage Trust	4.745%	2/10/47	2,650	2,825
5 COMM 2014-CCRE15 Mortgage Trust	2.928%	2/10/47	2,712	2,744
5 COMM 2014-CCRE15 Mortgage Trust	3.595%	2/10/47	935	975
5 COMM 2014-CCRE15 Mortgage Trust	4.074%	2/10/47	1,737	1,855
5 COMM 2014-CCRE15 Mortgage Trust	4.861%	2/10/47	869	930
5 COMM 2014-CCRE16 Mortgage Trust	3.653%	4/10/47	1,500	1,567
5 COMM 2014-CCRE16 Mortgage Trust	4.278%	4/10/47	1,975	2,096
5 COMM 2014-CCRE17 Mortgage Trust	3.012%	5/10/47	1,900	1,932
5 COMM 2014-CCRE17 Mortgage Trust	3.598%	5/10/47	950	990
5 COMM 2014-CCRE17 Mortgage Trust	3.977%	5/10/47	2,425	2,577
5 COMM 2014-CCRE17 Mortgage Trust	4.377%	5/10/47	955	983
5 COMM 2014-CCRE18 Mortgage Trust	3.452%	7/15/47	2,950	3,058
5 COMM 2014-CCRE18 Mortgage Trust	3.828%	7/15/47	975	1,024
5 COMM 2014-CCRE18 Mortgage Trust	4.103%	7/15/47	1,281	1,348
5 COMM 2014-CCRE19 Mortgage Trust	3.796%	8/10/47	5,775	6,065
5 COMM 2014-CCRE19 Mortgage Trust	4.080%	8/10/47	1,550	1,629
5 COMM 2014-CCRE20 Mortgage Trust	3.590%	11/10/47	1,525	1,583
5 COMM 2014-CCRE21 Mortgage Trust	3.095%	12/10/47	2,916	2,970
5 COMM 2014-CCRE21 Mortgage Trust	3.528%	12/10/47	5,625	5,816
5 COMM 2014-LC15 Mortgage Trust	2.840%	4/10/47	1,150	1,164
5 COMM 2014-LC15 Mortgage Trust	4.006%	4/10/47	5,225	5,556
5 COMM 2014-LC17 Mortgage Trust	3.164%	10/10/47	3,900	3,963
5 COMM 2014-LC17 Mortgage Trust	3.917%	10/10/47	1,550	1,641
5 COMM 2014-UBS2 Mortgage Trust	2.820%	3/10/47	757	766
5 COMM 2014-UBS2 Mortgage Trust	3.472%	3/10/47	658	683
5 COMM 2014-UBS2 Mortgage Trust	3.961%	3/10/47	1,699	1,798
5 COMM 2014-UBS2 Mortgage Trust	4.199%	3/10/47	475	500
5 COMM 2014-UBS2 Mortgage Trust	4.701%	3/10/47	301	319
5 COMM 2014-UBS3 Mortgage Trust	2.844%	6/10/47	1,150	1,165
5 COMM 2014-UBS3 Mortgage Trust	3.819%	6/10/47	3,075	3,236
5 COMM 2014-UBS4 Mortgage Trust	3.694%	8/10/47	6,000	6,248
5 COMM 2014-UBS4 Mortgage Trust	3.968%	8/10/47	1,502	1,559
5 COMM 2014-UBS5 Mortgage Trust	3.838%	9/10/47	4,575	4,803
5 COMM 2014-UBS6 Mortgage Trust	2.935%	12/10/47	3,850	3,902
5 COMM 2014-UBS6 Mortgage Trust	3.387%	12/10/47	3,850	3,987
5 COMM 2014-UBS6 Mortgage Trust	3.644%	12/10/47	7,500	7,801
5 COMM 2014-UBS6 Mortgage Trust	4.048%	12/10/47	1,925	2,011
5 COMM 2015-CCRE22 Mortgage Trust	2.856%	3/10/48	1,900	1,930
5 COMM 2015-CCRE22 Mortgage Trust	3.309%	3/10/48	5,325	5,431
5 COMM 2015-CCRE22 Mortgage Trust	3.603%	3/10/48	1,900	1,938
5 COMM 2015-CCRE23 Mortgage Trust	3.257%	5/10/48	2,200	2,270
5 COMM 2015-CCRE23 Mortgage Trust	3.497%	5/10/48	3,250	3,355
5 COMM 2015-CCRE23 Mortgage Trust	3.801%	5/10/48	1,450	1,493
5 COMM 2015-CCRE25 Mortgage Trust	3.759%	8/10/48	3,500	3,674
5 COMM 2015-CCRE26 Mortgage Trust	3.630%	10/10/48	7,125	7,405

5	COMM 2015-CCRE27 Mortgage Trust	3.404%	10/10/48	3,575	3,689
5	COMM 2015-CCRE27 Mortgage Trust	3.612%	10/10/48	3,575	3,709
5	COMM 2015-LC19 Mortgage Trust	3.040%	2/10/48	750	767
5	COMM 2015-LC19 Mortgage Trust	3.183%	2/10/48	4,000	4,047
5	COMM 2015-LC19 Mortgage Trust	3.527%	2/10/48	1,775	1,812
5	COMM 2016-CCRE28 Mortgage Trust	3.762%	2/10/49	5,350	5,600
5	COMM 2016-DC2 Mortgage Trust	3.550%	2/10/49	4,375	4,531
5	CSAIL 2015-C1 Commercial Mortgage Trust	3.505%	4/15/50	3,750	3,856
5	CSAIL 2015-C1 Commercial Mortgage Trust	3.791%	4/15/50	1,900	1,969
5	CSAIL 2015-C1 Commercial Mortgage Trust	4.044%	4/15/50	1,525	1,549
5	CSAIL 2015-C2 Commercial Mortgage Trust	1.454%	6/15/57	1,448	1,439
5	CSAIL 2015-C2 Commercial Mortgage Trust	3.504%	6/15/57	4,700	4,820
5	CSAIL 2015-C2 Commercial Mortgage Trust	3.849%	6/15/57	1,800	1,860
5	CSAIL 2015-C3 Commercial Mortgage Trust	3.448%	8/15/48	2,772	2,869
5	CSAIL 2015-C3 Commercial Mortgage Trust	3.718%	8/15/48	3,550	3,692
5	CSAIL 2015-C3 Commercial Mortgage Trust	4.254%	8/15/48	1,625	1,665
5	CSAIL 2015-C4 Commercial Mortgage Trust	3.617%	11/15/48	2,200	2,283
5	CSAIL 2015-C4 Commercial Mortgage Trust	3.808%	11/15/48	2,850	2,986
5	CSAIL 2016-C7 Commercial Mortgage Trust	3.502%	11/15/49	7,325	7,500
5	CSAIL 2017-C8 Commercial Mortgage Trust	3.392%	6/15/50	7,800	7,935
5	CSAIL 2017-CX9 Commercial Mortgage Trust	3.446%	9/15/50	4,175	4,276
5	DBJPM 16-C1 Mortgage Trust	3.276%	5/10/49	2,600	2,638
5	DBJPM 16-C3 Mortgage Trust	2.890%	9/10/49	3,075	3,021
5	DBJPM 17-C6 Mortgage Trust	3.328%	6/10/50	5,700	5,790
5	DBJPM 17-C6 Mortgage Trust	3.561%	6/10/50	1,600	1,614
5	Discover Card Execution Note Trust 2014-A5	1.390%	4/15/20	10,650	10,650
5	Discover Card Execution Note Trust 2015-A2	1.900%	10/17/22	9,175	9,174
5	Discover Card Execution Note Trust 2015-A3	1.450%	3/15/21	6,900	6,891
5	Discover Card Execution Note Trust 2015-A4	2.190%	4/17/23	6,950	6,989
5	Discover Card Execution Note Trust 2016-A1	1.640%	7/15/21	11,000	10,998
5	Discover Card Execution Note Trust 2017-A2	2.390%	7/15/24	7,000	7,070
4,5	Fannie Mae-Aces 2010-M1	4.450%	9/25/19	1,024	1,067
4,5	Fannie Mae-Aces 2011-M2	3.764%	4/25/21	5,200	5,426
4,5	Fannie Mae-Aces 2011-M4	3.726%	6/25/21	11,170	11,757
4,5	Fannie Mae-Aces 2013-M12	2.472%	3/25/23	8,312	8,301
4,5	Fannie Mae-Aces 2013-M14	2.600%	4/25/23	9,057	9,122
4,5	Fannie Mae-Aces 2013-M14	3.329%	10/25/23	11,450	11,935
4,5	Fannie Mae-Aces 2013-M4	2.608%	3/25/22	938	933
4,5	Fannie Mae-Aces 2013-M7	2.280%	12/27/22	3,850	3,833
4,5	Fannie Mae-Aces 2014-M10	2.171%	9/25/19	6,776	6,819
4,5	Fannie Mae-Aces 2014-M12	2.614%	10/25/21	11,300	11,492
4,5	Fannie Mae-Aces 2014-M13	1.637%	11/25/17	55	55
4,5	Fannie Mae-Aces 2014-M13	2.566%	8/25/24	1,443	1,456
4,5	Fannie Mae-Aces 2014-M13	3.021%	8/25/24	4,500	4,612
4,5	Fannie Mae-Aces 2014-M2	3.513%	12/25/23	11,322	11,945
4,5	Fannie Mae-Aces 2014-M3	2.613%	1/25/24	3,533	3,570
4,5	Fannie Mae-Aces 2014-M3	3.501%	1/25/24	5,400	5,687
4,5	Fannie Mae-Aces 2014-M4	3.346%	3/25/24	5,650	5,915
4,5	Fannie Mae-Aces 2014-M6	2.679%	5/25/21	10,600	10,802
4,5	Fannie Mae-Aces 2014-M7	3.359%	6/25/24	10,862	11,285
4,5	Fannie Mae-Aces 2014-M8	2.346%	6/25/24	1,460	1,463
4,5	Fannie Mae-Aces 2014-M8	3.056%	6/25/24	5,850	6,016
4,5	Fannie Mae-Aces 2014-M9	3.103%	7/25/24	6,825	7,038
4,5	Fannie Mae-Aces 2015-M1	1.626%	2/25/18	1,190	1,189
4,5	Fannie Mae-Aces 2015-M1	2.532%	9/25/24	10,000	9,917
4,5	Fannie Mae-Aces 2015-M10	3.092%	4/25/27	2,750	2,788
4,5	Fannie Mae-Aces 2015-M12	2.885%	5/25/25	7,025	7,069

4,5	Fannie Mae-Aces 2015-M15	2.923%	10/25/25	8,825	8,917
4,5	Fannie Mae-Aces 2015-M2	2.620%	12/25/24	7,046	7,074
4,5	Fannie Mae-Aces 2015-M3	2.723%	10/25/24	3,700	3,710
4,5	Fannie Mae-Aces 2015-M4	2.509%	7/25/22	4,150	4,179
4,5	Fannie Mae-Aces 2015-M7	1.550%	4/25/18	836	835
4,5	Fannie Mae-Aces 2015-M7	2.590%	12/25/24	6,650	6,600
4,5	Fannie Mae-Aces 2015-M8	2.344%	1/25/25	3,090	3,092
4,5	Fannie Mae-Aces 2015-M8	2.900%	1/25/25	7,800	7,896
4,5	Fannie Mae-Aces 2016-M11	2.369%	7/25/26	9,650	9,289
4,5	Fannie Mae-Aces 2016-M12	2.530%	9/25/26	9,400	9,199
4,5	Fannie Mae-Aces 2016-M2	2.152%	1/25/23	6,425	6,350
4,5	Fannie Mae-Aces 2016-M3	2.702%	2/25/26	3,500	3,473
4,5	Fannie Mae-Aces 2016-M4	2.576%	3/25/26	3,525	3,462
4,5	Fannie Mae-Aces 2016-M5	2.469%	4/25/26	7,600	7,399
4,5	Fannie Mae-Aces 2016-M6	2.488%	5/25/26	5,150	5,013
4,5	Fannie Mae-Aces 2016-M7	2.157%	10/25/23	1,700	1,678
4,5	Fannie Mae-Aces 2016-M7	2.499%	9/25/26	2,825	2,738
4,5	Fannie Mae-Aces 2017-M1	2.497%	10/25/26	10,000	9,655
4,5	Fannie Mae-Aces 2017-M10	2.646%	7/25/24	4,280	4,289
4,5	Fannie Mae-Aces 2017-M11	2.980%	8/25/29	5,100	5,063
4,5	Fannie Mae-Aces 2017-M2	2.877%	2/25/27	7,000	6,962
4,5	Fannie Mae-Aces 2017-M3	2.569%	12/25/26	12,000	11,642
4,5	Fannie Mae-Aces 2017-M4	2.684%	12/25/26	10,590	10,348
4,5	Fannie Mae-Aces 2017-M7	2.961%	2/25/27	6,500	6,521
4,5	Fannie Mae-Aces 2017-M8	3.061%	5/25/27	12,729	12,877
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K004	4.186%	8/25/19	2,050	2,123
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K005	3.484%	4/25/19	1,980	2,006
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K006	3.398%	7/25/19	2,348	2,389
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K007	3.342%	12/25/19	186	187
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K009	2.757%	5/25/20	1,419	1,431
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K010	3.320%	7/25/20	740	747
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K011	4.084%	11/25/20	1,675	1,773
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K012	4.186%	12/25/20	2,725	2,897
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K014	3.871%	4/25/21	4,667	4,929
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K017	2.873%	12/25/21	12,820	13,150
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K019	2.272%	3/25/22	5,430	5,447
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K020	2.373%	5/25/22	13,400	13,482
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K021	2.396%	6/25/22	8,300	8,354
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K022	2.355%	7/25/22	575	576
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K026	2.510%	11/25/22	11,500	11,594
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K028	3.111%	2/25/23	8,625	8,941

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K029	3.320%	2/25/23	11,425	11,980
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K030	2.779%	9/25/22	7,721	7,880
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K030	3.250%	4/25/23	11,425	11,927
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K031	3.300%	4/25/23	11,906	12,423
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K032	3.016%	2/25/23	4,603	4,691
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K032	3.310%	5/25/23	6,420	6,722
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K033	2.871%	2/25/23	8,664	8,867
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K033	3.060%	7/25/23	12,875	13,268
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K034	3.531%	7/25/23	10,633	11,257
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K035	3.458%	8/25/23	12,575	13,266
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K037	3.490%	1/25/24	475	502
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K038	2.604%	10/25/23	2,985	3,030
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K038	3.389%	3/25/24	5,225	5,498
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K039	2.683%	12/25/23	2,138	2,158
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K039	3.303%	7/25/24	2,600	2,717
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K040	2.768%	4/25/24	3,276	3,348
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K040	3.241%	9/25/24	9,300	9,706
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K041	3.171%	10/25/24	9,600	9,967
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K042	2.267%	6/25/24	1,667	1,659
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K042	2.670%	12/25/24	7,225	7,265
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K043	2.532%	10/25/23	1,734	1,755
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K043	3.062%	12/25/24	5,600	5,776
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K045	2.493%	11/25/24	3,354	3,382
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K045	3.023%	1/25/25	5,800	5,964
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K046	3.205%	3/25/25	5,800	6,022
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K047	2.827%	12/25/24	1,570	1,589
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K047	3.329%	5/25/25	4,450	4,656
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K048	3.284%	6/25/25	6,350	6,607

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K049	3.010%	7/25/25	3,850	3,939
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K050	3.334%	8/25/25	6,375	6,652
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K052	3.151%	11/25/25	4,150	4,280
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K053	2.995%	12/25/25	2,450	2,496
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K054	2.745%	1/25/26	6,350	6,343
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K055	2.673%	3/25/26	7,500	7,458
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K056	2.525%	5/25/26	5,325	5,221
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K057	2.570%	7/25/26	9,375	9,211
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K058	2.653%	8/25/26	5,800	5,724
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K059	3.120%	9/25/26	5,000	5,112
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K060	3.300%	10/25/26	8,000	8,284
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K061	3.347%	11/25/26	17,000	17,668
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K062	3.413%	12/25/26	17,750	18,542
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K063	3.430%	1/25/27	16,200	16,931
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K064	3.224%	3/25/27	14,680	15,100
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K065	3.243%	4/25/27	17,557	18,099
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K066	3.117%	6/25/27	5,840	5,959
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K152	3.080%	1/25/31	3,500	3,489
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K153	3.294%	3/25/29	13,500	13,943
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K153	3.117%	10/25/31	7,100	7,111
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K503	1.384%	1/25/19	2,872	2,854
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K503	2.456%	8/25/19	11,200	11,298
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K504	2.566%	9/25/20	3,500	3,550
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K702	3.154%	2/25/18	14,235	14,281
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K704	2.412%	8/25/18	2,353	2,365
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K706	2.323%	10/25/18	4,837	4,863
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K707	2.220%	12/25/18	4,725	4,746
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K710	1.883%	5/25/19	1,205	1,207

4,5	FHLMC Multifamily Structured Pass Through
	Certificates K711	1.321%	12/25/18	3,100	3,085
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K711	1.730%	7/25/19	14,925	14,908
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K712	1.869%	11/25/19	6,974	6,972
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K713	2.313%	3/25/20	18,525	18,670
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K714	3.034%	10/25/20	13,040	13,375
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K716	3.130%	6/25/21	12,630	13,058
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K716	2.413%	8/25/47	1,748	1,754
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K717	2.991%	9/25/21	12,975	13,382
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K718	2.375%	9/25/21	7,790	7,806
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K718	2.791%	1/25/22	6,800	6,962
4,5	FHLMC Multifamily Structured Pass Through
	Certificates K722	2.183%	5/25/22	2,445	2,442
4,5	FHLMC Multifamily Structured Pass Through
	Certificates KW01	2.853%	1/25/26	7,000	7,041
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K715	2.856%	1/25/21	4,225	4,325
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K720	2.716%	6/25/22	4,550	4,641
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K723	2.454%	8/25/23	4,650	4,656
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K724	3.062%	11/25/23	8,900	9,186
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K725	3.002%	1/25/24	15,300	15,746
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K725	2.946%	7/25/24	14,700	15,055
4,5	FHLMC Multifamily Structures Pass Through
	Certificates K726	2.905%	4/25/24	7,800	7,975
5	Fifth Third Auto Trust 2014-2	1.380%	12/15/20	685	685
5	Fifth Third Auto Trust 2015-1	1.420%	3/16/20	2,429	2,427
5	Ford Credit Auto Lease Trust 2015-B	1.380%	12/15/18	649	649
5	Ford Credit Auto Lease Trust 2015-B	1.540%	2/15/19	1,775	1,775
5	Ford Credit Auto Owner Trust 2013-D	1.110%	2/15/19	16	16
5	Ford Credit Auto Owner Trust 2014-A	1.290%	4/15/19	185	185
5	Ford Credit Auto Owner Trust 2014-B	1.420%	8/15/19	463	463
5	Ford Credit Auto Owner Trust 2015-A	1.280%	9/15/19	681	680
5	Ford Credit Auto Owner Trust 2015-A	1.640%	6/15/20	575	575
5	Ford Credit Auto Owner Trust 2015-B	1.160%	11/15/19	1,068	1,067
5	Ford Credit Auto Owner Trust 2015-B	1.580%	8/15/20	900	899
5	Ford Credit Auto Owner Trust 2015-C	1.410%	2/15/20	1,279	1,279
5	Ford Credit Auto Owner Trust 2015-C	1.740%	2/15/21	800	799
5	Ford Credit Auto Owner Trust 2017-A	1.670%	6/15/21	4,475	4,468
5	Ford Credit Auto Owner Trust 2017-A	1.920%	4/15/22	2,675	2,675
5	Ford Credit Auto Owner Trust 2017-B	1.690%	11/15/21	5,478	5,467
5	Ford Credit Auto Owner Trust 2017-B	1.870%	9/15/22	756	754
5	Ford Credit Floorplan Master Owner Trust A
	Series 2016-1	1.760%	2/15/21	7,125	7,118

5 Ford Credit Floorplan Master Owner Trust A
Series 2017-1	2.070%	5/15/22	6,450	6,468
5 GM Financial Automobile Leasing Trust 2015-2	1.680%	12/20/18	1,857	1,858
5 GM Financial Automobile Leasing Trust 2015-2	1.850%	7/22/19	1,600	1,601
5 GM Financial Automobile Leasing Trust 2015-3	1.690%	3/20/19	1,429	1,429
5 GM Financial Automobile Leasing Trust 2015-3	1.810%	11/20/19	1,775	1,776
5 GM Financial Automobile Leasing Trust 2016-1	1.790%	3/20/20	3,650	3,636
5 GM Financial Automobile Leasing Trust 2016-2	1.620%	9/20/19	3,550	3,549
5 GM Financial Automobile Leasing Trust 2016-3	1.610%	12/20/19	2,550	2,544
5 GS Mortgage Securities Corporation II 2013-
GC10	2.943%	2/10/46	3,494	3,534
5 GS Mortgage Securities Corporation II 2013-
GC10	3.279%	2/10/46	1,310	1,327
5 GS Mortgage Securities Corporation II 2015-
GC30	2.726%	5/10/50	2,575	2,603
5 GS Mortgage Securities Corporation II 2015-
GC30	3.382%	5/10/50	3,700	3,791
5 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	1,500	1,571
5 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	6,326	6,565
5 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	3,725	3,849
5 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	2,955	2,980
5 GS Mortgage Securities Trust 2013-GCJ12	3.135%	6/10/46	2,255	2,301
5 GS Mortgage Securities Trust 2013-GCJ12	3.375%	6/10/46	966	976
5 GS Mortgage Securities Trust 2013-GCJ14	2.995%	8/10/46	1,854	1,863
5 GS Mortgage Securities Trust 2013-GCJ14	3.817%	8/10/46	1,340	1,404
5 GS Mortgage Securities Trust 2013-GCJ16	3.033%	11/10/46	1,853	1,871
5 GS Mortgage Securities Trust 2013-GCJ16	3.813%	11/10/46	710	745
5 GS Mortgage Securities Trust 2013-GCJ16	4.271%	11/10/46	1,150	1,246
5 GS Mortgage Securities Trust 2014-GC18	4.074%	1/10/47	9,225	9,811
5 GS Mortgage Securities Trust 2014-GC18	4.383%	1/10/47	2,750	2,947
5 GS Mortgage Securities Trust 2014-GC22	3.467%	6/10/47	1,550	1,616
5 GS Mortgage Securities Trust 2014-GC22	3.516%	6/10/47	500	521
5 GS Mortgage Securities Trust 2014-GC22	3.862%	6/10/47	1,350	1,422
5 GS Mortgage Securities Trust 2014-GC24	3.931%	9/10/47	5,582	5,913
5 GS Mortgage Securities Trust 2014-GC24	4.641%	9/10/47	1,175	1,232
5 GS Mortgage Securities Trust 2014-GC26	2.902%	11/10/47	1,225	1,241
5 GS Mortgage Securities Trust 2014-GC26	3.365%	11/10/47	2,275	2,363
5 GS Mortgage Securities Trust 2014-GC26	3.629%	11/10/47	7,475	7,786
5 GS Mortgage Securities Trust 2014-GC26	3.964%	11/10/47	1,325	1,351
5 GS Mortgage Securities Trust 2014-GC26	4.215%	11/10/47	1,125	1,154
5 GS Mortgage Securities Trust 2015-GC28	3.396%	2/10/48	4,150	4,245
5 GS Mortgage Securities Trust 2015-GC32	3.513%	7/10/48	3,675	3,815
5 GS Mortgage Securities Trust 2015-GC32	3.764%	7/10/48	1,425	1,494
5 GS Mortgage Securities Trust 2015-GC34	3.278%	10/10/48	3,575	3,661
5 GS Mortgage Securities Trust 2015-GC34	3.506%	10/10/48	3,400	3,488
5 GS Mortgage Securities Trust 2016-GS2	3.050%	5/10/49	2,700	2,698
5 GS Mortgage Securities Trust 2016-GS3	2.850%	10/10/49	7,125	6,995
5 GS Mortgage Securities Trust 2016-GS4	3.442%	11/10/49	2,450	2,511
5 GS Mortgage Securities Trust 2016-GS4	3.645%	11/10/49	1,825	1,859
5 GS Mortgage Securities Trust 2017-GS5	3.674%	3/10/50	5,750	6,018
5 GS Mortgage Securities Trust 2017-GS5	3.826%	3/10/50	2,300	2,359
5 GS Mortgage Securities Trust 2017-GS6	3.433%	5/10/50	5,000	5,131
5 GS Mortgage Securities Trust 2017-GS7	3.430%	8/10/50	13,872	14,160
5 GS Mortgage Securities Trust 2017-GS7	3.663%	8/10/50	3,700	3,735
5 Honda Auto Receivables 2014-3 Owner Trust	1.310%	10/15/20	1,746	1,746
5 Honda Auto Receivables 2015-1 Owner Trust	1.050%	10/15/18	656	656
5 Honda Auto Receivables 2015-1 Owner Trust	1.320%	11/16/20	2,250	2,248

5 Honda Auto Receivables 2015-2 Owner Trust	1.040%	2/21/19	808	807
5 Honda Auto Receivables 2015-2 Owner Trust	1.470%	8/23/21	1,450	1,449
5 Honda Auto Receivables 2015-3 Owner Trust	1.270%	4/18/19	1,097	1,247
5 Honda Auto Receivables 2015-3 Owner Trust	1.560%	10/18/21	700	699
5 Honda Auto Receivables 2015-4 Owner Trust	1.230%	9/23/19	3,489	3,482
5 Honda Auto Receivables 2015-4 Owner Trust	1.440%	1/21/22	900	897
5 Honda Auto Receivables 2017-2 Owner Trust	1.680%	8/16/21	7,138	7,123
5 Honda Auto Receivables 2017-2 Owner Trust	1.870%	9/15/23	1,586	1,583
5 Huntington Auto Trust 2015-1	1.240%	9/16/19	1,284	1,283
5 Hyundai Auto Receivables Trust 2014-B	1.460%	11/15/19	873	873
5 Hyundai Auto Receivables Trust 2015-A	1.370%	7/15/20	1,125	1,123
5 Hyundai Auto Receivables Trust 2015-C	1.460%	2/18/20	1,178	1,178
5 Hyundai Auto Receivables Trust 2015-C	1.780%	11/15/21	850	850
5 Hyundai Auto Receivables Trust 2016-A	1.560%	9/15/20	1,200	1,199
5 Hyundai Auto Receivables Trust 2016-B	1.290%	4/15/21	3,025	3,002
5 Hyundai Auto Receivables Trust 2016-B	1.450%	11/15/22	2,250	2,225
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	6.138%	4/17/45	20	20
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	4,253	4,428
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	11,975	12,101
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	3,816	3,956
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	2,250	2,275
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.143%	12/15/47	1,389	1,419
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.372%	12/15/47	1,042	1,055
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.674%	12/15/46	1,250	1,302
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	3.881%	12/15/46	1,500	1,584
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.166%	12/15/46	4,900	5,267
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	4.517%	12/15/46	1,250	1,342
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C16	5.076%	12/15/46	1,250	1,334
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-LC11	2.960%	4/15/46	6,766	6,848
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	2.872%	7/15/47	1,525	1,545
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2014-C20	3.805%	7/15/47	575	604
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2015-JP1	3.914%	1/15/49	2,825	3,001
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP3	2.870%	8/15/49	8,900	8,729
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP4	3.648%	12/15/49	3,700	3,851
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2016-JP4	3.870%	12/15/49	2,950	3,044
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.050%	7/15/50	3,600	3,678

5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.490%	7/15/50	2,000	2,061
5 JP Morgan Chase Commercial Mortgage
Securities Trust 2017-JP6	3.744%	7/15/50	2,800	2,858
5 JPMBB Commercial Mortgage Securities Trust
2013-C12	3.664%	7/15/45	1,982	2,077
5 JPMBB Commercial Mortgage Securities Trust
2013-C12	4.161%	7/15/45	655	689
5 JPMBB Commercial Mortgage Securities Trust
2013-C14	3.761%	8/15/46	990	1,033
5 JPMBB Commercial Mortgage Securities Trust
2013-C14	4.133%	8/15/46	2,640	2,823
5 JPMBB Commercial Mortgage Securities Trust
2013-C14	4.409%	8/15/46	740	790
5 JPMBB Commercial Mortgage Securities Trust
2013-C15	2.977%	11/15/45	2,196	2,217
5 JPMBB Commercial Mortgage Securities Trust
2013-C15	3.659%	11/15/45	505	526
5 JPMBB Commercial Mortgage Securities Trust
2013-C15	4.131%	11/15/45	3,520	3,771
5 JPMBB Commercial Mortgage Securities Trust
2013-C15	4.420%	11/15/45	2,010	2,148
5 JPMBB Commercial Mortgage Securities Trust
2013-C17	3.003%	1/15/47	1,139	1,149
5 JPMBB Commercial Mortgage Securities Trust
2013-C17	3.705%	1/15/47	1,163	1,215
5 JPMBB Commercial Mortgage Securities Trust
2013-C17	4.199%	1/15/47	4,320	4,645
5 JPMBB Commercial Mortgage Securities Trust
2013-C17	4.458%	1/15/47	775	829
5 JPMBB Commercial Mortgage Securities Trust
2013-C17	5.052%	1/15/47	1,163	1,232
5 JPMBB Commercial Mortgage Securities Trust
2014-C18	4.079%	2/15/47	4,338	4,628
5 JPMBB Commercial Mortgage Securities Trust
2014-C18	4.439%	2/15/47	771	823
5 JPMBB Commercial Mortgage Securities Trust
2014-C18	4.974%	2/15/47	935	993
5 JPMBB Commercial Mortgage Securities Trust
2014-C19	3.046%	4/15/47	1,525	1,548
5 JPMBB Commercial Mortgage Securities Trust
2014-C19	3.669%	4/15/47	1,900	1,970
5 JPMBB Commercial Mortgage Securities Trust
2014-C19	3.997%	4/15/47	1,900	2,016
5 JPMBB Commercial Mortgage Securities Trust
2014-C19	4.243%	4/15/47	1,525	1,609
5 JPMBB Commercial Mortgage Securities Trust
2014-C21	3.428%	8/15/47	979	1,015
5 JPMBB Commercial Mortgage Securities Trust
2014-C21	3.775%	8/15/47	950	996
5 JPMBB Commercial Mortgage Securities Trust
2014-C21	3.997%	8/15/47	575	598
5 JPMBB Commercial Mortgage Securities Trust
2014-C22	3.801%	9/15/47	5,850	6,146
5 JPMBB Commercial Mortgage Securities Trust
2014-C22	4.110%	9/15/47	1,550	1,619

5 JPMBB Commercial Mortgage Securities Trust
2014-C23	3.934%	9/15/47	2,919	3,091
5 JPMBB Commercial Mortgage Securities Trust
2014-C23	4.202%	9/15/47	1,722	1,815
5 JPMBB Commercial Mortgage Securities Trust
2014-C24	2.940%	11/15/47	1,900	1,931
5 JPMBB Commercial Mortgage Securities Trust
2014-C24	3.639%	11/15/47	1,525	1,590
5 JPMBB Commercial Mortgage Securities Trust
2014-C24	3.914%	11/15/47	2,750	2,839
5 JPMBB Commercial Mortgage Securities Trust
2014-C25	3.672%	11/15/47	6,825	7,129
5 JPMBB Commercial Mortgage Securities Trust
2014-C25	4.065%	11/15/47	1,900	1,973
5 JPMBB Commercial Mortgage Securities Trust
2014-C26	3.019%	1/15/48	3,750	3,815
5 JPMBB Commercial Mortgage Securities Trust
2014-C26	3.494%	1/15/48	10,160	10,473
5 JPMBB Commercial Mortgage Securities Trust
2014-C26	3.800%	1/15/48	1,875	1,925
5 JPMBB Commercial Mortgage Securities Trust
2014-C26	3.951%	1/15/48	1,875	1,879
5 JPMBB Commercial Mortgage Securities Trust
2015-C27	2.734%	2/15/48	3,000	3,039
5 JPMBB Commercial Mortgage Securities Trust
2015-C27	3.017%	2/15/48	3,763	3,835
5 JPMBB Commercial Mortgage Securities Trust
2015-C28	2.773%	10/15/48	3,750	3,802
5 JPMBB Commercial Mortgage Securities Trust
2015-C28	3.532%	10/15/48	1,125	1,131
5 JPMBB Commercial Mortgage Securities Trust
2015-C29	2.921%	5/15/48	3,000	3,053
5 JPMBB Commercial Mortgage Securities Trust
2015-C29	3.304%	5/15/48	2,903	2,984
5 JPMBB Commercial Mortgage Securities Trust
2015-C29	3.611%	5/15/48	2,900	3,016
5 JPMBB Commercial Mortgage Securities Trust
2015-C30	3.559%	7/15/48	3,675	3,830
5 JPMBB Commercial Mortgage Securities Trust
2015-C30	3.822%	7/15/48	3,600	3,795
5 JPMBB Commercial Mortgage Securities Trust
2015-C30	4.226%	7/15/48	1,850	1,941
5 JPMBB Commercial Mortgage Securities Trust
2015-C31	3.540%	8/15/48	1,709	1,777
5 JPMBB Commercial Mortgage Securities Trust
2015-C31	3.801%	8/15/48	1,841	1,937
5 JPMBB Commercial Mortgage Securities Trust
2015-C32	3.358%	11/15/48	3,575	3,682
5 JPMBB Commercial Mortgage Securities Trust
2015-C32	3.598%	11/15/48	3,575	3,714
5 JPMBB Commercial Mortgage Securities Trust
2015-C33	3.770%	12/15/48	2,610	2,745
5 JPMBB Commercial Mortgage Securities Trust
2016-C1	3.316%	3/15/49	2,925	3,010
5 JPMCC Commercial Mortgage Securities Trust
2017-JP5	3.723%	3/15/50	10,725	11,227

5 JPMCC Commercial Mortgage Securities Trust
2017-JP5	3.876%	3/15/50	2,300	2,374
5 JPMDB Commercial Mortgage Securities Trust
2016-C2	3.144%	6/15/49	2,725	2,736
5 JPMDB Commercial Mortgage Securities Trust
2016-C2	3.484%	6/15/49	1,250	1,255
5 JPMDB Commercial Mortgage Securities Trust
2017-C5	3.694%	3/15/50	13,000	13,589
5 JPMDB Commercial Mortgage Securities Trust
2017-C5	3.858%	3/15/50	3,975	4,104
5 LB-UBS Commercial Mortgage Trust 2008-C1	6.319%	4/15/41	8,358	8,499
5 Mercedes-Benz Auto Lease Trust 2015-B	1.340%	7/16/18	659	659
5 Mercedes-Benz Auto Lease Trust 2015-B	1.530%	5/17/21	1,075	1,075
5 Mercedes-Benz Auto Lease Trust 2017-A	1.790%	4/15/20	10,000	10,006
5 Mercedes-Benz Auto Lease Trust 2017-A	2.010%	1/17/23	4,000	3,999
5 Mercedes-Benz Auto Receivables Trust 2014-1	0.870%	10/15/18	23	23
5 Mercedes-Benz Auto Receivables Trust 2014-1	1.310%	11/16/20	600	600
5 Mercedes-Benz Auto Receivables Trust 2015-1	1.340%	12/16/19	1,463	1,462
5 Mercedes-Benz Auto Receivables Trust 2015-1	1.750%	12/15/21	725	725
5 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	953	957
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C5	3.176%	8/15/45	1,600	1,642
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C6	2.858%	11/15/45	4,000	4,045
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.315%	8/15/46	990	1,055
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C11	4.515%	8/15/46	490	520
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	3.001%	10/15/46	2,260	2,284
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C12	4.259%	10/15/46	3,360	3,628
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	2.936%	11/15/46	1,100	1,112
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.039%	11/15/46	2,200	2,345
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C13	4.901%	11/15/46	1,100	1,173
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	2.918%	2/15/46	1,707	1,728
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	3.214%	2/15/46	341	343
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.134%	12/15/48	2,100	2,147
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.376%	12/15/48	1,000	1,015
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.102%	5/15/46	1,275	1,300
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C9	3.456%	5/15/46	1,125	1,150
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	2.916%	2/15/47	1,483	1,500
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	3.669%	2/15/47	3,201	3,333
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.064%	2/15/47	3,050	3,249

5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C14	4.796%	2/15/47	1,150	1,232
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	2.849%	6/15/47	575	582
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.477%	6/15/47	775	806
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	3.892%	6/15/47	2,875	3,035
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C16	4.481%	6/15/47	1,150	1,200
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.194%	10/15/47	3,500	3,564
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	3.923%	10/15/47	1,000	1,057
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C18	4.589%	10/15/47	1,150	1,206
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.101%	12/15/47	3,775	3,850
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.326%	12/15/47	2,000	2,067
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2014-C19	3.526%	12/15/47	3,275	3,386
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.069%	2/15/48	1,875	1,909
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C20	3.249%	2/15/48	6,650	6,729
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C21	3.338%	3/15/48	1,500	1,528
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C22	3.040%	4/15/48	3,750	3,802
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C22	3.306%	4/15/48	2,950	2,992
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C22	3.883%	4/15/48	1,875	1,906
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C23	2.982%	7/15/50	1,800	1,830
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C23	3.398%	7/15/50	1,050	1,081
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C23	3.719%	7/15/50	3,650	3,823
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C25	3.383%	10/15/48	3,850	3,991
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C25	3.635%	10/15/48	1,975	2,051
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C26	3.323%	10/15/48	2,325	2,401
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C26	3.531%	10/15/48	2,625	2,707
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C27	3.557%	12/15/47	1,800	1,863
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2015-C27	3.753%	12/15/47	2,175	2,272
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2016-C28	3.288%	1/15/49	2,425	2,494
5 Morgan Stanley Bank of America Merrill Lynch
Trust 2016-C28	3.544%	1/15/49	7,000	7,215

5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C29	3.140%	5/15/49	1,500	1,528
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C29	3.325%	5/15/49	750	763
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C30	2.860%	9/15/49	7,300	7,126
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C31	3.102%	11/15/49	9,400	9,375
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C32	3.720%	12/15/49	7,600	7,953
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2016-C32	3.994%	12/15/49	3,050	3,180
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2017-C33	3.599%	5/15/50	6,500	6,745
5	Morgan Stanley Bank of America Merrill Lynch
	Trust 2017-C33	3.852%	5/15/50	3,800	3,897
5	Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	262	261
5	Morgan Stanley Capital I Trust 2007-IQ16	6.321%	12/12/49	722	728
5	Morgan Stanley Capital I Trust 2008-TOP29	6.498%	1/11/43	8,246	8,282
5	Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	6,000	6,178
5	Morgan Stanley Capital I Trust 2012-C4	3.773%	3/15/45	1,800	1,854
5	Morgan Stanley Capital I Trust 2015-UBS8	3.809%	12/15/48	2,525	2,645
5	Morgan Stanley Capital I Trust 2016-BNK2	3.049%	11/15/49	3,650	3,630
5	Morgan Stanley Capital I Trust 2016-BNK2	3.282%	11/15/49	2,951	2,982
5	Morgan Stanley Capital I Trust 2016-UB11	2.782%	8/15/49	7,300	7,110
5	Morgan Stanley Capital I Trust 2016-UB12	3.778%	12/15/49	3,000	3,070
5	Morgan Stanley Capital I Trust 2016-UBS12	3.596%	12/15/49	7,350	7,613
5	Morgan Stanley Capital I Trust 2017-H1	3.530%	6/15/50	5,800	5,971
10	National Australia Bank Ltd.	2.250%	3/16/21	12,000	11,986
5	Nissan Auto Lease Trust 2015-B	1.540%	4/16/18	292	292
5	Nissan Auto Lease Trust 2015-B	1.700%	4/15/21	1,625	1,626
5	Nissan Auto Lease Trust 2016-B	1.610%	1/18/22	3,300	3,290
5	Nissan Auto Receivables 2013-C Owner Trust	1.300%	6/15/20	656	655
5	Nissan Auto Receivables 2014-A Owner Trust	1.340%	8/17/20	1,047	1,046
5	Nissan Auto Receivables 2014-B Owner Trust	1.110%	5/15/19	451	450
5	Nissan Auto Receivables 2015-B Owner Trust	1.340%	3/16/20	1,735	1,733
5	Nissan Auto Receivables 2015-B Owner Trust	1.790%	1/17/22	1,075	1,075
5	Nissan Auto Receivables 2015-C Owner Trust	1.370%	5/15/20	1,025	1,024
5	Nissan Auto Receivables 2015-C Owner Trust	1.670%	2/15/22	1,750	1,745
5	Nissan Auto Receivables 2016-B Owner Trust	1.540%	10/17/22	2,500	2,482
5	Nissan Auto Receivables 2016-C Owner Trust	1.180%	1/15/21	3,175	3,153
5	Nissan Auto Receivables 2016-C Owner Trust	1.380%	1/17/23	2,650	2,618
5	Nissan Auto Receivables 2017-B Owner Trust	1.750%	10/15/21	5,034	5,030
5	Nissan Auto Receivables 2017-B Owner Trust	1.950%	10/16/23	2,848	2,846
5	Nissan Master Owner Trust Receivables Series
	2016-A	1.540%	6/15/21	3,500	3,479
	Royal Bank of Canada	2.200%	9/23/19	24,550	24,632
5	Royal Bank of Canada	2.000%	10/1/19	12,000	12,015
	Royal Bank of Canada	2.100%	10/14/20	35,000	34,939
	Royal Bank of Canada	2.300%	3/22/21	5,000	4,994
5	Santander Drive Auto Receivables Trust 2017-3	1.870%	6/15/21	3,870	3,864
5	SG Commercial Mortgage Securities Trust 2016-
	C5	3.055%	10/10/48	6,000	5,912
5	Synchrony Credit Card Master Note Trust 2014-1	1.610%	11/15/20	2,225	2,225
5	Synchrony Credit Card Master Note Trust 2015-2	1.600%	4/15/21	2,200	2,200
5	Synchrony Credit Card Master Note Trust 2016-2	2.210%	5/15/24	14,825	14,829
5	Synchrony Credit Card Master Note Trust 2016-3	1.580%	9/15/22	5,350	5,313

5	Synchrony Credit Card Master Note Trust Series
	2012-7	1.760%	9/15/22	5,644	5,628
5	TIAA Seasoned Commercial Mortgage Trust
	2007-C4	5.475%	8/15/39	187	187
10	Toronto-Dominion Bank	2.250%	3/15/21	18,000	18,045
5	Toyota Auto Receivables 2014-A Owner Trust	1.180%	6/17/19	269	269
5	Toyota Auto Receivables 2014-B Owner Trust	1.310%	9/16/19	415	415
5	Toyota Auto Receivables 2015-B Owner Trust	1.270%	5/15/19	2,456	2,455
5	Toyota Auto Receivables 2015-B Owner Trust	1.740%	9/15/20	3,275	3,280
5	Toyota Auto Receivables 2015-C Owner Trust	1.340%	6/17/19	1,772	1,772
5	Toyota Auto Receivables 2015-C Owner Trust	1.690%	12/15/20	3,000	3,001
5	Toyota Auto Receivables 2016-B Owner Trust	1.300%	4/15/20	1,750	1,746
5	Toyota Auto Receivables 2016-B Owner Trust	1.520%	8/16/21	2,200	2,188
5	Toyota Auto Receivables 2016-C Owner Trust	1.140%	8/17/20	2,825	2,811
5	Toyota Auto Receivables 2016-C Owner Trust	1.320%	11/15/21	1,575	1,558
5	Toyota Auto Receivables 2017-B Owner Trust	1.760%	7/15/21	13,400	13,399
5	UBS Commercial Mortgage Trust 2017-C1	3.460%	6/15/50	7,000	7,172
5	UBS Commercial Mortgage Trust 2017-C1	3.724%	6/15/50	3,400	3,470
5	UBS Commercial Mortgage Trust 2017-C2	3.487%	8/15/50	5,850	6,016
5	UBS Commercial Mortgage Trust 2017-C2	3.740%	8/15/50	1,550	1,590
5	UBS Commercial Mortgage Trust 2017-C3	3.426%	8/15/50	6,975	7,121
5	UBS Commercial Mortgage Trust 2017-C3	3.739%	8/15/50	2,900	2,951
5	UBS Commercial Mortgage Trust 2017-C4	3.301%	10/15/50	4,700	4,747
5	UBS Commercial Mortgage Trust 2017-C4	3.563%	10/15/50	5,875	6,051
5,11 UBS Commercial Mortgage Trust 2017-C4		3.836%	10/15/50	2,594	2,672
5	UBS-Barclays Commercial Mortgage Trust 2012-
	C4	2.850%	12/10/45	9,400	9,478
5	UBS-Barclays Commercial Mortgage Trust 2013-
	C5	3.185%	3/10/46	2,870	2,934
5	UBS-Barclays Commercial Mortgage Trust 2013-
	C6	3.244%	4/10/46	4,765	4,886
5	UBS-Barclays Commercial Mortgage Trust 2013-
	C6	3.469%	4/10/46	700	719
5	Volkswagen Auto Loan Enhanced Trust 2014-1	1.450%	9/21/20	1,667	1,667
5	Volkswagen Auto Loan Enhanced Trust 2014-2	1.390%	5/20/21	1,875	1,873
5	Wells Fargo Commercial Mortgage Trust 2012-
	LC5	2.918%	10/15/45	4,971	5,052
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC16	2.819%	8/15/50	1,150	1,163
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC16	3.477%	8/15/50	775	805
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC16	3.817%	8/15/50	11,690	12,272
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC16	4.020%	8/15/50	400	416
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC18	2.954%	12/15/47	2,250	2,288
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC18	3.244%	12/15/47	1,400	1,439
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC18	3.271%	12/15/47	2,625	2,686
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC18	3.405%	12/15/47	3,725	3,826
5	Wells Fargo Commercial Mortgage Trust 2014-
	LC18	3.808%	12/15/47	1,875	1,923
5	Wells Fargo Commercial Mortgage Trust 2015-
	C26	2.991%	2/15/48	3,750	3,813

5 Wells Fargo Commercial Mortgage Trust 2015-
C26	3.166%	2/15/48	2,075	2,096
5 Wells Fargo Commercial Mortgage Trust 2015-
C26	3.580%	2/15/48	1,500	1,527
5 Wells Fargo Commercial Mortgage Trust 2015-
C28	3.540%	5/15/48	5,425	5,594
5 Wells Fargo Commercial Mortgage Trust 2015-
C28	3.872%	5/15/48	1,040	1,073
5 Wells Fargo Commercial Mortgage Trust 2015-
C29	3.400%	6/15/48	3,650	3,770
5 Wells Fargo Commercial Mortgage Trust 2015-
LC20	2.978%	4/15/50	1,029	1,044
5 Wells Fargo Commercial Mortgage Trust 2015-
LC20	3.184%	4/15/50	4,335	4,371
5 Wells Fargo Commercial Mortgage Trust 2015-
LC20	3.719%	4/15/50	1,900	1,892
5 Wells Fargo Commercial Mortgage Trust 2015-
LC22	3.571%	9/15/58	1,425	1,486
5 Wells Fargo Commercial Mortgage Trust 2015-
LC22	3.839%	9/15/58	2,000	2,111
5 Wells Fargo Commercial Mortgage Trust 2015-
LC22	4.207%	9/15/58	1,775	1,890
5 Wells Fargo Commercial Mortgage Trust 2015-
NXS1	2.632%	5/15/48	1,600	1,615
5 Wells Fargo Commercial Mortgage Trust 2015-
NXS1	2.934%	5/15/48	2,720	2,761
5 Wells Fargo Commercial Mortgage Trust 2015-
NXS1	3.148%	5/15/48	1,500	1,515
5 Wells Fargo Commercial Mortgage Trust 2015-
P2	3.656%	12/15/48	2,875	3,004
5 Wells Fargo Commercial Mortgage Trust 2015-
P2	3.809%	12/15/48	1,800	1,897
5 Wells Fargo Commercial Mortgage Trust 2015-
SG1	3.789%	9/15/48	6,840	7,160
5 Wells Fargo Commercial Mortgage Trust 2016-
BNK1	2.652%	8/15/49	4,875	4,714
5 Wells Fargo Commercial Mortgage Trust 2016-
BNK1	2.814%	8/15/49	1,200	1,170
5 Wells Fargo Commercial Mortgage Trust 2016-
C32	3.324%	1/15/59	1,929	1,991
5 Wells Fargo Commercial Mortgage Trust 2016-
C32	3.560%	1/15/59	4,200	4,340
5 Wells Fargo Commercial Mortgage Trust 2016-
C33	3.426%	3/15/59	1,450	1,483
5 Wells Fargo Commercial Mortgage Trust 2016-
C34	3.096%	6/15/49	2,900	2,897
5 Wells Fargo Commercial Mortgage Trust 2016-
C37	3.794%	12/15/49	2,900	3,049
5 Wells Fargo Commercial Mortgage Trust 2016-
LC24	2.825%	10/15/49	3,275	3,269
5 Wells Fargo Commercial Mortgage Trust 2016-
LC24	2.942%	10/15/49	5,654	5,573
5 Wells Fargo Commercial Mortgage Trust 2017-
C38	3.453%	7/15/50	16,255	16,629
5 Wells Fargo Commercial Mortgage Trust 2017-
C38	3.665%	7/15/50	4,606	4,705

5 Wells Fargo Commercial Mortgage Trust 2017-
C39	3.418%	9/15/50	7,000	7,152
5 Wells Fargo Commercial Mortgage Trust 2017-
C39	3.702%	9/15/50	3,900	3,960
5 Wells Fargo Commercial Mortgage Trust 2017-
RB1	3.635%	3/15/50	10,000	10,406
5 Wells Fargo Commercial Mortgage Trust 2017-
RC1	3.631%	1/15/60	15,000	15,555
5 WFRBS Commercial Mortgage Trust 2012-C10	2.875%	12/15/45	8,100	8,211
5 WFRBS Commercial Mortgage Trust 2012-C6	3.440%	4/15/45	3,875	4,027
5 WFRBS Commercial Mortgage Trust 2012-C7	3.431%	6/15/45	3,511	3,644
5 WFRBS Commercial Mortgage Trust 2012-C7	4.090%	6/15/45	2,200	2,299
5 WFRBS Commercial Mortgage Trust 2012-C8	3.001%	8/15/45	1,600	1,638
5 WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/45	3,300	3,348
5 WFRBS Commercial Mortgage Trust 2013-C11	3.071%	3/15/45	2,414	2,460
5 WFRBS Commercial Mortgage Trust 2013-C12	3.198%	3/15/48	1,045	1,074
5 WFRBS Commercial Mortgage Trust 2013-C12	3.560%	3/15/48	495	506
5 WFRBS Commercial Mortgage Trust 2013-C13	3.001%	5/15/45	2,154	2,181
5 WFRBS Commercial Mortgage Trust 2013-C13	3.345%	5/15/45	421	425
5 WFRBS Commercial Mortgage Trust 2013-C14	3.337%	6/15/46	3,250	3,350
5 WFRBS Commercial Mortgage Trust 2013-C14	3.488%	6/15/46	1,725	1,754
5 WFRBS Commercial Mortgage Trust 2013-C15	3.720%	8/15/46	660	689
5 WFRBS Commercial Mortgage Trust 2013-C15	4.153%	8/15/46	2,640	2,837
5 WFRBS Commercial Mortgage Trust 2013-C15	4.358%	8/15/46	660	698
5 WFRBS Commercial Mortgage Trust 2013-C16	3.223%	9/15/46	2,530	2,555
5 WFRBS Commercial Mortgage Trust 2013-C16	3.963%	9/15/46	1,520	1,598
5 WFRBS Commercial Mortgage Trust 2013-C16	4.415%	9/15/46	1,520	1,654
5 WFRBS Commercial Mortgage Trust 2013-C16	4.668%	9/15/46	2,530	2,724
5 WFRBS Commercial Mortgage Trust 2013-C17	2.921%	12/15/46	725	732
5 WFRBS Commercial Mortgage Trust 2013-C17	3.558%	12/15/46	725	753
5 WFRBS Commercial Mortgage Trust 2013-C17	4.023%	12/15/46	925	985
5 WFRBS Commercial Mortgage Trust 2013-C17	4.255%	12/15/46	725	765
5 WFRBS Commercial Mortgage Trust 2013-C17	4.788%	12/15/46	725	770
5 WFRBS Commercial Mortgage Trust 2013-C18	3.027%	12/15/46	750	757
5 WFRBS Commercial Mortgage Trust 2013-C18	3.651%	12/15/46	1,500	1,560
5 WFRBS Commercial Mortgage Trust 2013-C18	4.162%	12/15/46	7,268	7,829
5 WFRBS Commercial Mortgage Trust 2013-C18	4.387%	12/15/46	375	402
5 WFRBS Commercial Mortgage Trust 2013-C18	4.816%	12/15/46	563	609
5 WFRBS Commercial Mortgage Trust 2013-UBS1	2.927%	3/15/46	1,850	1,867
5 WFRBS Commercial Mortgage Trust 2013-UBS1	3.591%	3/15/46	1,100	1,135
5 WFRBS Commercial Mortgage Trust 2013-UBS1	4.079%	3/15/46	1,475	1,580
5 WFRBS Commercial Mortgage Trust 2013-UBS1	4.627%	3/15/46	375	405
5 WFRBS Commercial Mortgage Trust 2014-C19	1.233%	3/15/47	105	105
5 WFRBS Commercial Mortgage Trust 2014-C19	3.618%	3/15/47	475	496
5 WFRBS Commercial Mortgage Trust 2014-C19	3.660%	3/15/47	650	675
5 WFRBS Commercial Mortgage Trust 2014-C19	4.101%	3/15/47	1,450	1,549
5 WFRBS Commercial Mortgage Trust 2014-C19	4.723%	3/15/47	475	498
5 WFRBS Commercial Mortgage Trust 2014-C20	3.036%	5/15/47	775	787
5 WFRBS Commercial Mortgage Trust 2014-C20	3.638%	5/15/47	775	809
5 WFRBS Commercial Mortgage Trust 2014-C20	3.723%	5/15/47	2,200	2,296
5 WFRBS Commercial Mortgage Trust 2014-C20	3.995%	5/15/47	1,150	1,223
5 WFRBS Commercial Mortgage Trust 2014-C20	4.176%	5/15/47	1,220	1,276
5 WFRBS Commercial Mortgage Trust 2014-C21	3.678%	8/15/47	3,000	3,137
5 WFRBS Commercial Mortgage Trust 2014-C22	3.752%	9/15/57	6,275	6,579
5 WFRBS Commercial Mortgage Trust 2014-C22	4.371%	9/15/57	1,200	1,219
5 WFRBS Commercial Mortgage Trust 2014-C23	3.636%	10/15/57	2,054	2,149
5 WFRBS Commercial Mortgage Trust 2014-C23	3.917%	10/15/57	1,150	1,219

5 WFRBS Commercial Mortgage Trust 2014-C23	4.210%	10/15/57	800	850
5 WFRBS Commercial Mortgage Trust 2014-C24	3.428%	11/15/47	2,075	2,121
5 WFRBS Commercial Mortgage Trust 2014-C24	3.607%	11/15/47	2,075	2,148
5 WFRBS Commercial Mortgage Trust 2014-LC14	1.193%	3/15/47	385	384
5 WFRBS Commercial Mortgage Trust 2014-LC14	2.862%	3/15/47	735	744
5 WFRBS Commercial Mortgage Trust 2014-LC14	3.522%	3/15/47	1,840	1,913
5 WFRBS Commercial Mortgage Trust 2014-LC14	4.045%	3/15/47	4,415	4,707
5 WFRBS Commercial Mortgage Trust 2014-LC14	4.351%	3/15/47	1,840	1,940
5 World Financial Network Credit Card Master
Note Trust Series 2013-A	1.610%	12/15/21	900	900
5 World Omni Auto Receivables Trust 2013-B	1.320%	1/15/20	306	306
5 World Omni Auto Receivables Trust 2014-A	0.940%	4/15/19	13	13
5 World Omni Auto Receivables Trust 2014-A	1.530%	6/15/20	1,925	1,925
5 World Omni Auto Receivables Trust 2014-B	1.140%	1/15/20	776	776
5 World Omni Auto Receivables Trust 2014-B	1.680%	12/15/20	1,000	1,000
5 World Omni Auto Receivables Trust 2015-B	1.490%	12/15/20	1,775	1,774
5 World Omni Auto Receivables Trust 2015-B	1.840%	1/17/22	1,775	1,775
5 World Omni Automobile Lease Securitization
Trust 2015-A	1.540%	10/15/18	1,314	1,314
5 World Omni Automobile Lease Securitization
Trust 2016-A	1.610%	1/15/22	2,000	1,994
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $3,174,889)				3,190,289
Corporate Bonds (27.4%)
Finance (8.5%)
Banking (6.2%)
American Express Co.	2.500%	8/1/22	8,000	7,969
American Express Co.	2.650%	12/2/22	12,875	12,903
American Express Co.	3.625%	12/5/24	7,775	8,000
American Express Co.	4.050%	12/3/42	875	896
American Express Credit Corp.	2.125%	3/18/19	4,025	4,044
American Express Credit Corp.	1.875%	5/3/19	8,000	7,977
American Express Credit Corp.	2.250%	8/15/19	13,275	13,319
American Express Credit Corp.	2.200%	3/3/20	10,450	10,470
American Express Credit Corp.	2.375%	5/26/20	2,280	2,295
American Express Credit Corp.	2.600%	9/14/20	13,000	13,185
American Express Credit Corp.	2.250%	5/5/21	19,220	19,178
American Express Credit Corp.	2.700%	3/3/22	25,650	25,869
American Express Credit Corp.	3.300%	5/3/27	14,425	14,518
Australia & New Zealand Banking Group Ltd.	2.000%	11/16/18	10,000	10,025
Australia & New Zealand Banking Group Ltd.	2.250%	6/13/19	1,600	1,609
Australia & New Zealand Banking Group Ltd.	1.600%	7/15/19	14,650	14,569
Australia & New Zealand Banking Group Ltd.	2.050%	9/23/19	4,000	4,003
Australia & New Zealand Banking Group Ltd.	2.125%	8/19/20	10,000	9,938
Australia & New Zealand Banking Group Ltd.	2.700%	11/16/20	10,000	10,147
Australia & New Zealand Banking Group Ltd.	2.300%	6/1/21	7,100	7,072
Australia & New Zealand Banking Group Ltd.	2.550%	11/23/21	6,000	5,997
Australia & New Zealand Banking Group Ltd.	2.625%	5/19/22	13,000	13,023
Australia & New Zealand Banking Group Ltd.	3.700%	11/16/25	9,425	9,909
Banco Bilbao Vizcaya Argentaria SA	3.000%	10/20/20	8,125	8,277
Bank of America Corp.	2.600%	1/15/19	32,238	32,492
Bank of America Corp.	2.650%	4/1/19	11,325	11,426
Bank of America Corp.	7.625%	6/1/19	21,820	23,769
Bank of America Corp.	2.250%	4/21/20	9,700	9,698
Bank of America Corp.	5.625%	7/1/20	10,715	11,657
Bank of America Corp.	2.625%	10/19/20	34,779	35,140
Bank of America Corp.	2.625%	4/19/21	17,020	17,105
Bank of America Corp.	5.000%	5/13/21	4,745	5,160

5 Bank of America Corp.	2.369%	7/21/21	9,175	9,172
5 Bank of America Corp.	2.328%	10/1/21	21,000	20,975
Bank of America Corp.	5.700%	1/24/22	3,586	4,032
Bank of America Corp.	2.503%	10/21/22	31,500	31,141
Bank of America Corp.	3.300%	1/11/23	35,450	36,301
5 Bank of America Corp.	3.124%	1/20/23	3,655	3,713
5 Bank of America Corp.	2.881%	4/24/23	19,850	19,921
5 Bank of America Corp.	2.816%	7/21/23	32,750	32,734
Bank of America Corp.	4.100%	7/24/23	13,568	14,420
Bank of America Corp.	4.125%	1/22/24	16,650	17,675
Bank of America Corp.	4.000%	4/1/24	46,675	49,259
Bank of America Corp.	4.200%	8/26/24	38,845	40,756
Bank of America Corp.	4.000%	1/22/25	46,700	48,302
Bank of America Corp.	3.950%	4/21/25	12,750	13,125
Bank of America Corp.	3.875%	8/1/25	26,050	27,344
5 Bank of America Corp.	3.093%	10/1/25	26,100	25,949
Bank of America Corp.	4.450%	3/3/26	12,150	12,791
Bank of America Corp.	3.500%	4/19/26	15,000	15,240
Bank of America Corp.	4.250%	10/22/26	15,350	16,050
Bank of America Corp.	3.248%	10/21/27	19,700	19,260
5 Bank of America Corp.	3.824%	1/20/28	19,030	19,494
5 Bank of America Corp.	3.705%	4/24/28	14,500	14,676
5 Bank of America Corp.	3.593%	7/21/28	36,000	36,086
Bank of America Corp.	6.110%	1/29/37	16,187	20,034
5 Bank of America Corp.	4.244%	4/24/38	19,375	20,478
Bank of America Corp.	7.750%	5/14/38	10,815	15,733
Bank of America Corp.	5.875%	2/7/42	9,550	12,305
Bank of America Corp.	5.000%	1/21/44	30,760	35,637
Bank of America Corp.	4.875%	4/1/44	4,725	5,357
Bank of America Corp.	4.750%	4/21/45	1,000	1,078
5 Bank of America Corp.	4.443%	1/20/48	1,550	1,671
Bank of America NA	2.050%	12/7/18	10,850	10,885
Bank of America NA	6.000%	10/15/36	6,875	8,719
Bank of Montreal	2.375%	1/25/19	16,645	16,771
Bank of Montreal	1.500%	7/18/19	12,200	12,119
Bank of Montreal	2.100%	12/12/19	5,000	5,025
Bank of Montreal	2.100%	6/15/20	6,100	6,107
Bank of Montreal	1.900%	8/27/21	17,600	17,352
Bank of Montreal	2.550%	11/6/22	4,925	4,938
Bank of New York Mellon Corp.	2.100%	1/15/19	19,768	19,838
Bank of New York Mellon Corp.	2.200%	3/4/19	7,625	7,664
Bank of New York Mellon Corp.	2.200%	5/15/19	775	779
Bank of New York Mellon Corp.	5.450%	5/15/19	6,645	7,012
Bank of New York Mellon Corp.	2.300%	9/11/19	12,000	12,078
Bank of New York Mellon Corp.	4.600%	1/15/20	6,875	7,266
Bank of New York Mellon Corp.	2.600%	8/17/20	3,000	3,042
Bank of New York Mellon Corp.	2.450%	11/27/20	8,330	8,411
Bank of New York Mellon Corp.	2.050%	5/3/21	9,475	9,427
Bank of New York Mellon Corp.	3.550%	9/23/21	5,700	5,962
Bank of New York Mellon Corp.	2.600%	2/7/22	10,000	10,088
5 Bank of New York Mellon Corp.	2.661%	5/16/23	11,575	11,602
Bank of New York Mellon Corp.	2.200%	8/16/23	3,000	2,929
Bank of New York Mellon Corp.	3.650%	2/4/24	1,100	1,154
Bank of New York Mellon Corp.	3.400%	5/15/24	2,875	2,966
Bank of New York Mellon Corp.	3.250%	9/11/24	4,050	4,132
Bank of New York Mellon Corp.	3.000%	2/24/25	300	300
Bank of New York Mellon Corp.	2.800%	5/4/26	3,000	2,930

	Bank of New York Mellon Corp.	2.450%	8/17/26	4,500	4,280
	Bank of New York Mellon Corp.	3.250%	5/16/27	12,900	13,084
5	Bank of New York Mellon Corp.	3.442%	2/7/28	7,025	7,131
	Bank of New York Mellon Corp.	3.000%	10/30/28	3,700	3,576
	Bank of New York Mellon Corp.	3.300%	8/23/29	10,150	10,067
	Bank of Nova Scotia	2.050%	10/30/18	21,525	21,616
	Bank of Nova Scotia	1.950%	1/15/19	5,600	5,623
	Bank of Nova Scotia	2.050%	6/5/19	11,513	11,551
	Bank of Nova Scotia	1.650%	6/14/19	11,000	10,971
	Bank of Nova Scotia	2.350%	10/21/20	9,800	9,878
	Bank of Nova Scotia	4.375%	1/13/21	1,570	1,674
	Bank of Nova Scotia	2.800%	7/21/21	16,630	16,934
	Bank of Nova Scotia	2.700%	3/7/22	8,000	8,087
	Bank of Nova Scotia	4.500%	12/16/25	18,950	19,967
	Bank One Capital III	8.750%	9/1/30	290	423
	Bank One Corp.	7.625%	10/15/26	975	1,246
	Bank One Corp.	8.000%	4/29/27	2,500	3,328
	Bank One Michigan	8.250%	11/1/24	6,000	7,685
	Barclays Bank plc	5.140%	10/14/20	4,795	5,107
	Barclays plc	2.750%	11/8/19	12,225	12,340
	Barclays plc	2.875%	6/8/20	7,750	7,819
	Barclays plc	3.250%	1/12/21	9,200	9,347
	Barclays plc	3.200%	8/10/21	21,600	21,902
	Barclays plc	3.684%	1/10/23	29,000	29,739
	Barclays plc	4.375%	9/11/24	5,000	5,133
	Barclays plc	3.650%	3/16/25	14,900	14,887
	Barclays plc	4.375%	1/12/26	7,000	7,307
	Barclays plc	5.200%	5/12/26	16,775	17,937
	Barclays plc	4.337%	1/10/28	25,000	25,780
	Barclays plc	4.836%	5/9/28	9,200	9,526
	Barclays plc	5.250%	8/17/45	3,600	4,075
	Barclays plc	4.950%	1/10/47	11,500	12,533
	BB&T Corp.	2.250%	2/1/19	2,400	2,414
	BB&T Corp.	6.850%	4/30/19	8,261	8,849
	BB&T Corp.	5.250%	11/1/19	3,650	3,891
	BB&T Corp.	2.450%	1/15/20	1,250	1,263
	BB&T Corp.	2.050%	5/10/21	14,025	13,901
	BB&T Corp.	3.950%	3/22/22	2,049	2,160
	BB&T Corp.	2.750%	4/1/22	7,000	7,100
	BNP Paribas SA	2.400%	12/12/18	50	50
	BNP Paribas SA	2.450%	3/17/19	1,200	1,210
	BNP Paribas SA	2.375%	5/21/20	9,500	9,574
	BNP Paribas SA	5.000%	1/15/21	24,404	26,488
	BNP Paribas SA	3.250%	3/3/23	9,025	9,299
	BNP Paribas SA	4.250%	10/15/24	3,600	3,764
	BPCE SA	2.500%	12/10/18	5,500	5,536
	BPCE SA	2.500%	7/15/19	6,320	6,372
	BPCE SA	2.250%	1/27/20	2,375	2,379
	BPCE SA	2.650%	2/3/21	5,025	5,055
	BPCE SA	2.750%	12/2/21	13,000	13,089
10	BPCE SA	3.000%	5/22/22	5,500	5,530
	BPCE SA	4.000%	4/15/24	12,800	13,559
	BPCE SA	3.375%	12/2/26	4,000	4,060
	Branch Banking & Trust Co.	2.300%	10/15/18	6,000	6,033
	Branch Banking & Trust Co.	1.450%	5/10/19	5,775	5,730
	Branch Banking & Trust Co.	2.100%	1/15/20	10,000	10,036
	Branch Banking & Trust Co.	2.850%	4/1/21	3,000	3,054

	Branch Banking & Trust Co.	2.625%	1/15/22	5,000	5,069
	Branch Banking & Trust Co.	3.625%	9/16/25	9,100	9,462
	Branch Banking & Trust Co.	3.800%	10/30/26	3,200	3,369
	Canadian Imperial Bank of Commerce	1.600%	9/6/19	6,450	6,415
	Canadian Imperial Bank of Commerce	2.100%	10/5/20	9,000	8,980
	Canadian Imperial Bank of Commerce	2.550%	6/16/22	15,400	15,421
	Capital One Bank USA NA	2.250%	2/13/19	10,000	10,022
	Capital One Bank USA NA	2.300%	6/5/19	5,850	5,865
	Capital One Bank USA NA	8.800%	7/15/19	6,825	7,577
	Capital One Bank USA NA	3.375%	2/15/23	9,110	9,216
	Capital One Financial Corp.	2.450%	4/24/19	6,875	6,908
	Capital One Financial Corp.	2.500%	5/12/20	6,250	6,278
	Capital One Financial Corp.	4.750%	7/15/21	545	587
	Capital One Financial Corp.	3.050%	3/9/22	7,500	7,574
	Capital One Financial Corp.	3.500%	6/15/23	1,210	1,238
	Capital One Financial Corp.	3.750%	4/24/24	6,900	7,115
	Capital One Financial Corp.	3.200%	2/5/25	7,000	6,994
	Capital One Financial Corp.	4.200%	10/29/25	625	641
	Capital One Financial Corp.	3.750%	7/28/26	7,500	7,376
	Capital One Financial Corp.	3.750%	3/9/27	4,950	4,984
	Capital One NA	2.400%	9/5/19	2,850	2,863
	Capital One NA	1.850%	9/13/19	4,450	4,418
	Capital One NA	2.350%	1/31/20	20,000	20,025
	Capital One NA	2.950%	7/23/21	19,500	19,729
	Capital One NA	2.250%	9/13/21	7,300	7,187
	Capital One NA	2.650%	8/8/22	12,000	11,904
	Citibank NA	1.850%	9/18/19	16,275	16,252
	Citibank NA	2.100%	6/12/20	10,000	10,005
5,10 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	2,996	3,350
	Citigroup Inc.	1.850%	11/24/17	12,000	12,005
	Citigroup Inc.	1.800%	2/5/18	6,425	6,427
	Citigroup Inc.	1.750%	5/1/18	7,575	7,576
	Citigroup Inc.	2.150%	7/30/18	10,500	10,529
	Citigroup Inc.	2.050%	12/7/18	45,000	45,050
	Citigroup Inc.	2.550%	4/8/19	24,000	24,188
	Citigroup Inc.	2.050%	6/7/19	11,100	11,105
	Citigroup Inc.	2.500%	7/29/19	10,025	10,108
	Citigroup Inc.	2.450%	1/10/20	10,750	10,825
	Citigroup Inc.	2.400%	2/18/20	8,225	8,280
	Citigroup Inc.	5.375%	8/9/20	5,564	6,048
	Citigroup Inc.	2.650%	10/26/20	2,000	2,019
	Citigroup Inc.	2.700%	3/30/21	25,220	25,425
	Citigroup Inc.	2.350%	8/2/21	3,150	3,126
	Citigroup Inc.	2.900%	12/8/21	23,850	24,139
	Citigroup Inc.	4.500%	1/14/22	12,600	13,555
	Citigroup Inc.	4.050%	7/30/22	6,275	6,570
	Citigroup Inc.	3.375%	3/1/23	1,600	1,631
	Citigroup Inc.	3.500%	5/15/23	17,725	17,981
5	Citigroup Inc.	2.876%	7/24/23	12,500	12,488
	Citigroup Inc.	3.875%	10/25/23	15,480	16,159
	Citigroup Inc.	3.750%	6/16/24	1,950	2,030
	Citigroup Inc.	4.000%	8/5/24	5,525	5,721
	Citigroup Inc.	3.875%	3/26/25	11,325	11,547
	Citigroup Inc.	3.300%	4/27/25	4,825	4,859
	Citigroup Inc.	4.400%	6/10/25	28,125	29,519
	Citigroup Inc.	5.500%	9/13/25	9,000	10,084
	Citigroup Inc.	3.700%	1/12/26	13,575	13,872

	Citigroup Inc.	4.600%	3/9/26	24,150	25,579
	Citigroup Inc.	3.400%	5/1/26	10,000	9,982
	Citigroup Inc.	3.200%	10/21/26	46,025	45,054
	Citigroup Inc.	4.300%	11/20/26	6,000	6,237
	Citigroup Inc.	4.450%	9/29/27	25,700	27,004
5	Citigroup Inc.	3.887%	1/10/28	17,150	17,557
	Citigroup Inc.	6.625%	1/15/28	2,900	3,495
5	Citigroup Inc.	3.668%	7/24/28	14,525	14,613
	Citigroup Inc.	4.125%	7/25/28	4,100	4,216
	Citigroup Inc.	6.625%	6/15/32	1,125	1,413
	Citigroup Inc.	6.000%	10/31/33	3,850	4,665
	Citigroup Inc.	6.125%	8/25/36	10,218	12,616
	Citigroup Inc.	8.125%	7/15/39	14,199	22,163
	Citigroup Inc.	5.875%	1/30/42	7,064	9,075
	Citigroup Inc.	6.675%	9/13/43	4,000	5,363
	Citigroup Inc.	4.950%	11/7/43	8,250	9,130
	Citigroup Inc.	5.300%	5/6/44	4,725	5,529
	Citigroup Inc.	4.650%	7/30/45	5,000	5,535
	Citigroup Inc.	4.750%	5/18/46	6,730	7,322
	Citizens Bank NA	1.600%	12/4/17	3,000	2,999
	Citizens Bank NA	2.300%	12/3/18	4,225	4,241
	Citizens Bank NA	2.500%	3/14/19	7,500	7,554
	Citizens Bank NA	2.450%	12/4/19	3,100	3,120
	Citizens Bank NA	2.250%	3/2/20	6,600	6,600
	Citizens Bank NA	2.200%	5/26/20	9,300	9,283
	Citizens Bank NA	2.550%	5/13/21	250	250
	Citizens Bank NA	2.650%	5/26/22	5,600	5,594
	Citizens Financial Group Inc.	2.375%	7/28/21	1,000	990
	Citizens Financial Group Inc.	4.300%	12/3/25	3,950	4,113
	Comerica Bank	4.000%	7/27/25	2,975	3,071
	Comerica Inc.	2.125%	5/23/19	800	799
	Comerica Inc.	3.800%	7/22/26	850	861
	Commonwealth Bank of Australia	1.750%	11/2/18	5,525	5,516
	Commonwealth Bank of Australia	2.250%	3/13/19	2,000	2,012
	Commonwealth Bank of Australia	2.050%	3/15/19	6,775	6,789
	Commonwealth Bank of Australia	2.300%	9/6/19	3,350	3,376
10	Commonwealth Bank of Australia	1.750%	11/7/19	800	795
	Commonwealth Bank of Australia	2.400%	11/2/20	7,500	7,529
	Commonwealth Bank of Australia	2.550%	3/15/21	5,775	5,795
10	Commonwealth Bank of Australia	2.750%	3/10/22	10,700	10,774
10	Commonwealth Bank of Australia	2.625%	9/6/26	200	191
	Compass Bank	2.750%	9/29/19	1,750	1,757
	Compass Bank	2.875%	6/29/22	14,100	14,006
	Cooperatieve Rabobank UA	2.250%	1/14/19	18,700	18,837
	Cooperatieve Rabobank UA	2.250%	1/14/20	13,000	13,089
	Cooperatieve Rabobank UA	4.500%	1/11/21	2,465	2,640
	Cooperatieve Rabobank UA	2.500%	1/19/21	40,200	40,613
	Cooperatieve Rabobank UA	2.750%	1/10/22	14,000	14,166
	Cooperatieve Rabobank UA	3.875%	2/8/22	20,421	21,584
	Cooperatieve Rabobank UA	3.950%	11/9/22	15,000	15,738
	Cooperatieve Rabobank UA	4.625%	12/1/23	15,775	16,936
	Cooperatieve Rabobank UA	3.375%	5/21/25	7,342	7,527
	Cooperatieve Rabobank UA	4.375%	8/4/25	11,375	11,961
	Cooperatieve Rabobank UA	3.750%	7/21/26	7,725	7,833
	Cooperatieve Rabobank UA	5.250%	5/24/41	9,755	11,964
	Cooperatieve Rabobank UA	5.750%	12/1/43	7,925	9,862
	Cooperatieve Rabobank UA	5.250%	8/4/45	11,700	13,789

	Credit Suisse AG	2.300%	5/28/19	26,025	26,167
	Credit Suisse AG	5.300%	8/13/19	8,650	9,158
	Credit Suisse AG	5.400%	1/14/20	5,725	6,116
	Credit Suisse AG	3.000%	10/29/21	11,600	11,807
	Credit Suisse AG	3.625%	9/9/24	19,917	20,598
10	Credit Suisse Group AG	3.574%	1/9/23	10,500	10,727
10	Credit Suisse Group AG	4.282%	1/9/28	22,250	23,204
	Credit Suisse Group Funding Guernsey Ltd.	2.750%	3/26/20	600	605
	Credit Suisse Group Funding Guernsey Ltd.	3.125%	12/10/20	8,100	8,256
	Credit Suisse Group Funding Guernsey Ltd.	3.450%	4/16/21	25,305	25,834
	Credit Suisse Group Funding Guernsey Ltd.	3.800%	9/15/22	17,250	17,917
	Credit Suisse Group Funding Guernsey Ltd.	3.800%	6/9/23	8,735	9,008
	Credit Suisse Group Funding Guernsey Ltd.	3.750%	3/26/25	23,250	23,670
	Credit Suisse Group Funding Guernsey Ltd.	4.550%	4/17/26	9,700	10,406
	Credit Suisse Group Funding Guernsey Ltd.	4.875%	5/15/45	9,800	10,925
	Credit Suisse USA Inc.	7.125%	7/15/32	4,560	6,229
10	Danske Bank A/S	2.800%	3/10/21	200	202
	Deutsche Bank AG	2.500%	2/13/19	16,100	16,193
	Deutsche Bank AG	2.850%	5/10/19	8,725	8,807
	Deutsche Bank AG	2.700%	7/13/20	20,900	20,972
	Deutsche Bank AG	2.950%	8/20/20	10,500	10,581
	Deutsche Bank AG	3.125%	1/13/21	5,475	5,533
	Deutsche Bank AG	3.375%	5/12/21	7,775	7,889
	Deutsche Bank AG	4.250%	10/14/21	17,000	17,811
	Deutsche Bank AG	3.700%	5/30/24	14,550	14,701
	Deutsche Bank AG	4.100%	1/13/26	3,475	3,565
	Discover Bank	2.600%	11/13/18	2,000	2,012
	Discover Bank	7.000%	4/15/20	1,350	1,493
	Discover Bank	3.200%	8/9/21	1,400	1,427
	Discover Bank	4.200%	8/8/23	9,475	10,035
	Discover Bank	4.250%	3/13/26	2,175	2,251
	Discover Bank	3.450%	7/27/26	6,000	5,873
	Discover Financial Services	5.200%	4/27/22	950	1,034
	Discover Financial Services	3.850%	11/21/22	5,630	5,800
	Discover Financial Services	3.750%	3/4/25	3,600	3,627
	Discover Financial Services	4.100%	2/9/27	5,300	5,367
	Fifth Third Bancorp	2.300%	3/1/19	4,000	4,023
	Fifth Third Bancorp	3.500%	3/15/22	6,025	6,246
	Fifth Third Bancorp	4.300%	1/16/24	7,050	7,462
	Fifth Third Bancorp	8.250%	3/1/38	5,771	8,766
	Fifth Third Bank	2.300%	3/15/19	5,000	5,033
	Fifth Third Bank	2.375%	4/25/19	10,000	10,073
	Fifth Third Bank	1.625%	9/27/19	4,575	4,546
	Fifth Third Bank	2.250%	6/14/21	6,500	6,494
	Fifth Third Bank	3.850%	3/15/26	10,500	10,777
	First Horizon National Corp.	3.500%	12/15/20	2,050	2,108
	First Niagara Financial Group Inc.	6.750%	3/19/20	2,300	2,549
	First Republic Bank	2.500%	6/6/22	9,300	9,220
	First Republic Bank	4.375%	8/1/46	1,200	1,184
	First Republic Bank	4.625%	2/13/47	2,000	2,057
	FirstMerit Bank NA	4.270%	11/25/26	4,150	4,305
	FirstMerit Corp.	4.350%	2/4/23	4,950	5,211
	Goldman Sachs Capital I	6.345%	2/15/34	8,175	10,218
	Goldman Sachs Group Inc.	2.625%	1/31/19	8,800	8,873
	Goldman Sachs Group Inc.	7.500%	2/15/19	20,105	21,584
	Goldman Sachs Group Inc.	1.950%	7/23/19	3,800	3,796
	Goldman Sachs Group Inc.	2.550%	10/23/19	18,500	18,658

Goldman Sachs Group Inc.	2.300%	12/13/19	16,750	16,814
Goldman Sachs Group Inc.	5.375%	3/15/20	23,140	24,848
Goldman Sachs Group Inc.	2.600%	4/23/20	11,125	11,218
Goldman Sachs Group Inc.	6.000%	6/15/20	22,270	24,445
Goldman Sachs Group Inc.	2.750%	9/15/20	7,275	7,370
Goldman Sachs Group Inc.	2.875%	2/25/21	750	761
Goldman Sachs Group Inc.	2.625%	4/25/21	7,950	7,981
Goldman Sachs Group Inc.	5.250%	7/27/21	19,325	21,228
Goldman Sachs Group Inc.	2.350%	11/15/21	8,750	8,673
Goldman Sachs Group Inc.	5.750%	1/24/22	43,944	49,195
Goldman Sachs Group Inc.	3.000%	4/26/22	40,150	40,575
Goldman Sachs Group Inc.	3.625%	1/22/23	15,450	15,976
5 Goldman Sachs Group Inc.	2.908%	6/5/23	25,000	24,958
5 Goldman Sachs Group Inc.	2.905%	7/24/23	23,400	23,377
Goldman Sachs Group Inc.	4.000%	3/3/24	46,900	49,496
Goldman Sachs Group Inc.	3.850%	7/8/24	4,525	4,701
Goldman Sachs Group Inc.	3.500%	1/23/25	22,150	22,463
5 Goldman Sachs Group Inc.	3.272%	9/29/25	30,985	30,938
Goldman Sachs Group Inc.	4.250%	10/21/25	3,750	3,902
Goldman Sachs Group Inc.	3.750%	2/25/26	21,100	21,586
Goldman Sachs Group Inc.	3.500%	11/16/26	25,865	25,937
Goldman Sachs Group Inc.	5.950%	1/15/27	3,945	4,595
Goldman Sachs Group Inc.	3.850%	1/26/27	27,175	27,632
5 Goldman Sachs Group Inc.	3.691%	6/5/28	18,500	18,630
Goldman Sachs Group Inc.	6.125%	2/15/33	18,525	23,187
Goldman Sachs Group Inc.	6.450%	5/1/36	12,600	15,840
Goldman Sachs Group Inc.	6.750%	10/1/37	42,165	55,536
Goldman Sachs Group Inc.	6.250%	2/1/41	14,006	18,455
Goldman Sachs Group Inc.	4.800%	7/8/44	26,075	28,957
Goldman Sachs Group Inc.	5.150%	5/22/45	19,600	22,424
Goldman Sachs Group Inc.	4.750%	10/21/45	7,250	8,052
HSBC Bank USA NA	4.875%	8/24/20	9,275	9,966
HSBC Bank USA NA	5.875%	11/1/34	3,875	4,807
HSBC Bank USA NA	5.625%	8/15/35	5,450	6,637
HSBC Bank USA NA	7.000%	1/15/39	7,226	10,250
HSBC Holdings plc	3.400%	3/8/21	24,038	24,789
HSBC Holdings plc	5.100%	4/5/21	14,020	15,219
HSBC Holdings plc	2.950%	5/25/21	20,000	20,357
HSBC Holdings plc	2.650%	1/5/22	33,000	33,033
HSBC Holdings plc	4.875%	1/14/22	1,895	2,059
HSBC Holdings plc	4.000%	3/30/22	7,455	7,871
5 HSBC Holdings plc	3.262%	3/13/23	31,000	31,620
HSBC Holdings plc	3.600%	5/25/23	15,750	16,383
HSBC Holdings plc	4.250%	3/14/24	10,500	10,998
HSBC Holdings plc	4.250%	8/18/25	12,250	12,686
HSBC Holdings plc	4.300%	3/8/26	35,305	37,794
HSBC Holdings plc	3.900%	5/25/26	22,600	23,623
HSBC Holdings plc	4.375%	11/23/26	21,300	22,181
5 HSBC Holdings plc	4.041%	3/13/28	24,100	25,137
HSBC Holdings plc	7.625%	5/17/32	575	771
HSBC Holdings plc	7.350%	11/27/32	600	812
HSBC Holdings plc	6.500%	5/2/36	18,965	24,695
HSBC Holdings plc	6.500%	9/15/37	13,015	17,262
HSBC Holdings plc	6.800%	6/1/38	4,225	5,782
HSBC Holdings plc	6.100%	1/14/42	4,075	5,411
HSBC Holdings plc	5.250%	3/14/44	13,350	15,644
HSBC USA Inc.	2.000%	8/7/18	7,000	7,017

HSBC USA Inc.	2.625%	9/24/18	9,670	9,754
HSBC USA Inc.	2.250%	6/23/19	1,000	1,004
HSBC USA Inc.	2.375%	11/13/19	10,225	10,295
HSBC USA Inc.	2.350%	3/5/20	13,200	13,268
HSBC USA Inc.	2.750%	8/7/20	3,000	3,050
HSBC USA Inc.	5.000%	9/27/20	4,855	5,221
HSBC USA Inc.	3.500%	6/23/24	11,475	11,805
Huntington Bancshares Inc.	7.000%	12/15/20	6,800	7,726
Huntington Bancshares Inc.	3.150%	3/14/21	9,700	9,882
Huntington Bancshares Inc.	2.300%	1/14/22	1,500	1,481
Huntington National Bank	2.200%	11/6/18	5,500	5,519
Huntington National Bank	2.200%	4/1/19	725	727
Huntington National Bank	2.375%	3/10/20	11,000	11,058
Huntington National Bank	2.400%	4/1/20	3,600	3,619
Huntington National Bank	2.875%	8/20/20	4,250	4,331
Huntington National Bank	2.500%	8/7/22	10,000	9,934
ING Groep NV	3.150%	3/29/22	6,250	6,370
ING Groep NV	3.950%	3/29/27	10,500	10,945
Intesa Sanpaolo SPA	3.875%	1/15/19	14,120	14,414
Intesa Sanpaolo SPA	5.250%	1/12/24	10,475	11,503
JPMorgan Chase & Co.	2.350%	1/28/19	13,039	13,125
JPMorgan Chase & Co.	1.850%	3/22/19	7,245	7,250
JPMorgan Chase & Co.	6.300%	4/23/19	15,110	16,116
JPMorgan Chase & Co.	2.200%	10/22/19	2,300	2,313
JPMorgan Chase & Co.	2.250%	1/23/20	43,515	43,729
JPMorgan Chase & Co.	4.950%	3/25/20	1,040	1,111
JPMorgan Chase & Co.	2.750%	6/23/20	28,845	29,392
JPMorgan Chase & Co.	4.400%	7/22/20	8,795	9,323
JPMorgan Chase & Co.	4.250%	10/15/20	16,350	17,328
JPMorgan Chase & Co.	2.550%	10/29/20	5,750	5,815
JPMorgan Chase & Co.	2.550%	3/1/21	18,290	18,426
JPMorgan Chase & Co.	4.625%	5/10/21	1,140	1,226
JPMorgan Chase & Co.	2.400%	6/7/21	6,500	6,514
JPMorgan Chase & Co.	2.295%	8/15/21	7,175	7,153
JPMorgan Chase & Co.	4.350%	8/15/21	15,765	16,847
JPMorgan Chase & Co.	4.500%	1/24/22	24,700	26,667
JPMorgan Chase & Co.	3.250%	9/23/22	24,350	25,122
JPMorgan Chase & Co.	2.972%	1/15/23	34,700	35,126
JPMorgan Chase & Co.	3.200%	1/25/23	17,325	17,685
5 JPMorgan Chase & Co.	2.776%	4/25/23	15,000	15,057
JPMorgan Chase & Co.	3.375%	5/1/23	9,300	9,479
JPMorgan Chase & Co.	2.700%	5/18/23	9,550	9,517
JPMorgan Chase & Co.	3.875%	2/1/24	27,475	28,942
JPMorgan Chase & Co.	3.625%	5/13/24	9,575	9,941
JPMorgan Chase & Co.	3.875%	9/10/24	30,875	32,135
JPMorgan Chase & Co.	3.125%	1/23/25	18,895	18,982
5 JPMorgan Chase & Co.	3.220%	3/1/25	25,750	26,061
JPMorgan Chase & Co.	3.900%	7/15/25	23,500	24,619
JPMorgan Chase & Co.	3.300%	4/1/26	54,950	54,935
JPMorgan Chase & Co.	3.200%	6/15/26	17,100	16,941
JPMorgan Chase & Co.	2.950%	10/1/26	28,075	27,452
JPMorgan Chase & Co.	4.125%	12/15/26	35,600	37,098
JPMorgan Chase & Co.	4.250%	10/1/27	10,000	10,564
JPMorgan Chase & Co.	3.625%	12/1/27	10,000	10,001
5 JPMorgan Chase & Co.	3.782%	2/1/28	24,125	24,693
5 JPMorgan Chase & Co.	3.540%	5/1/28	44,525	44,835
JPMorgan Chase & Co.	6.400%	5/15/38	14,865	19,747

5 JPMorgan Chase & Co.	3.882%	7/24/38	19,100	19,163
JPMorgan Chase & Co.	5.500%	10/15/40	10,390	12,619
JPMorgan Chase & Co.	5.600%	7/15/41	6,300	7,851
JPMorgan Chase & Co.	5.400%	1/6/42	3,125	3,796
JPMorgan Chase & Co.	5.625%	8/16/43	8,560	10,399
JPMorgan Chase & Co.	4.950%	6/1/45	6,650	7,570
5 JPMorgan Chase & Co.	4.260%	2/22/48	7,675	8,021
5 JPMorgan Chase & Co.	4.032%	7/24/48	16,950	17,020
JPMorgan Chase Bank NA	1.650%	9/23/19	9,000	8,968
KeyBank NA	2.350%	3/8/19	8,650	8,720
KeyBank NA	2.500%	12/15/19	2,000	2,023
KeyBank NA	2.250%	3/16/20	2,000	2,009
KeyBank NA	2.500%	11/22/21	11,000	11,053
KeyBank NA	2.400%	6/9/22	1,550	1,541
KeyBank NA	2.300%	9/14/22	9,550	9,459
KeyBank NA	3.300%	6/1/25	1,125	1,145
KeyBank NA	3.400%	5/20/26	2,000	1,991
KeyBank NA	6.950%	2/1/28	500	631
KeyCorp	2.300%	12/13/18	3,025	3,041
KeyCorp	5.100%	3/24/21	8,490	9,251
Lloyds Bank plc	2.300%	11/27/18	13,850	13,930
Lloyds Bank plc	2.050%	1/22/19	525	525
Lloyds Bank plc	6.375%	1/21/21	5,500	6,164
Lloyds Banking Group plc	3.000%	1/11/22	10,000	10,078
Lloyds Banking Group plc	4.500%	11/4/24	8,300	8,719
Lloyds Banking Group plc	4.582%	12/10/25	29,846	31,188
Lloyds Banking Group plc	4.650%	3/24/26	3,750	3,953
Lloyds Banking Group plc	3.750%	1/11/27	9,500	9,571
Lloyds Banking Group plc	5.300%	12/1/45	1,100	1,286
Manufacturers & Traders Trust Co.	2.300%	1/30/19	11,000	11,057
Manufacturers & Traders Trust Co.	2.250%	7/25/19	11,000	11,050
Manufacturers & Traders Trust Co.	2.100%	2/6/20	3,200	3,199
Manufacturers & Traders Trust Co.	2.050%	8/17/20	250	249
Manufacturers & Traders Trust Co.	2.900%	2/6/25	7,195	7,141
Mitsubishi UFJ Financial Group Inc.	2.950%	3/1/21	21,300	21,636
Mitsubishi UFJ Financial Group Inc.	2.190%	9/13/21	17,000	16,782
Mitsubishi UFJ Financial Group Inc.	2.998%	2/22/22	13,000	13,167
Mitsubishi UFJ Financial Group Inc.	2.665%	7/25/22	20,000	19,964
Mitsubishi UFJ Financial Group Inc.	2.527%	9/13/23	1,700	1,672
Mitsubishi UFJ Financial Group Inc.	3.850%	3/1/26	16,550	17,160
Mitsubishi UFJ Financial Group Inc.	2.757%	9/13/26	4,500	4,314
Mitsubishi UFJ Financial Group Inc.	3.677%	2/22/27	30,900	31,774
Mitsubishi UFJ Financial Group Inc.	3.287%	7/25/27	25,000	24,902
Morgan Stanley	2.200%	12/7/18	1,900	1,906
Morgan Stanley	2.500%	1/24/19	28,575	28,776
Morgan Stanley	7.300%	5/13/19	26,585	28,775
Morgan Stanley	2.375%	7/23/19	30,700	30,885
Morgan Stanley	5.625%	9/23/19	11,455	12,233
Morgan Stanley	5.500%	1/26/20	15,250	16,364
Morgan Stanley	2.650%	1/27/20	18,624	18,829
Morgan Stanley	2.800%	6/16/20	12,450	12,632
Morgan Stanley	5.500%	7/24/20	4,385	4,762
Morgan Stanley	5.750%	1/25/21	12,940	14,265
Morgan Stanley	2.500%	4/21/21	15,800	15,823
Morgan Stanley	5.500%	7/28/21	3,675	4,066
Morgan Stanley	2.625%	11/17/21	30,310	30,308
Morgan Stanley	2.750%	5/19/22	35,000	35,111

Morgan Stanley	4.875%	11/1/22	12,550	13,585
Morgan Stanley	3.750%	2/25/23	41,150	42,892
Morgan Stanley	4.100%	5/22/23	20,325	21,276
Morgan Stanley	3.875%	4/29/24	19,590	20,494
Morgan Stanley	3.700%	10/23/24	30,352	31,393
Morgan Stanley	4.000%	7/23/25	42,350	44,631
Morgan Stanley	5.000%	11/24/25	14,600	15,952
Morgan Stanley	3.875%	1/27/26	27,375	28,262
Morgan Stanley	3.125%	7/27/26	37,450	36,660
Morgan Stanley	6.250%	8/9/26	9,650	11,554
Morgan Stanley	4.350%	9/8/26	18,770	19,554
Morgan Stanley	3.625%	1/20/27	33,225	33,542
Morgan Stanley	3.950%	4/23/27	7,155	7,261
5 Morgan Stanley	3.591%	7/22/28	43,950	43,939
Morgan Stanley	7.250%	4/1/32	6,925	9,388
5 Morgan Stanley	3.971%	7/22/38	2,000	2,012
Morgan Stanley	6.375%	7/24/42	20,425	27,276
Morgan Stanley	4.300%	1/27/45	22,100	23,241
Morgan Stanley	4.375%	1/22/47	8,450	8,982
MUFG Americas Holdings Corp.	2.250%	2/10/20	6,600	6,586
MUFG Americas Holdings Corp.	3.500%	6/18/22	5,600	5,785
MUFG Americas Holdings Corp.	3.000%	2/10/25	4,350	4,287
MUFG Union Bank NA	2.250%	5/6/19	2,375	2,382
National Australia Bank Ltd.	2.000%	1/14/19	3,000	3,006
National Australia Bank Ltd.	1.375%	7/12/19	5,500	5,449
National Australia Bank Ltd.	2.125%	5/22/20	26,000	25,970
National Australia Bank Ltd.	2.625%	7/23/20	3,245	3,282
National Australia Bank Ltd.	2.625%	1/14/21	4,000	4,029
National Australia Bank Ltd.	1.875%	7/12/21	5,500	5,382
National Australia Bank Ltd.	2.800%	1/10/22	3,000	3,032
National Australia Bank Ltd.	2.500%	5/22/22	16,000	15,907
National Australia Bank Ltd.	3.000%	1/20/23	3,450	3,515
National Australia Bank Ltd.	3.375%	1/14/26	3,600	3,650
National Australia Bank Ltd.	2.500%	7/12/26	12,175	11,578
National Bank of Canada	1.450%	11/7/17	2,200	2,200
National Bank of Canada	2.150%	6/12/20	10,000	9,991
National City Corp.	6.875%	5/15/19	4,215	4,532
Northern Trust Corp.	3.450%	11/4/20	2,950	3,067
Northern Trust Corp.	2.375%	8/2/22	6,050	6,063
Northern Trust Corp.	3.950%	10/30/25	8,750	9,262
5 Northern Trust Corp.	3.375%	5/8/32	4,950	4,934
People's United Bank NA	4.000%	7/15/24	3,000	3,060
People's United Financial Inc.	3.650%	12/6/22	2,895	2,976
PNC Bank NA	1.800%	11/5/18	8,500	8,507
PNC Bank NA	1.700%	12/7/18	3,700	3,698
PNC Bank NA	2.200%	1/28/19	6,475	6,509
PNC Bank NA	1.950%	3/4/19	2,500	2,505
PNC Bank NA	2.250%	7/2/19	8,550	8,599
PNC Bank NA	1.450%	7/29/19	4,300	4,265
PNC Bank NA	2.400%	10/18/19	6,700	6,744
PNC Bank NA	2.000%	5/19/20	13,000	12,973
PNC Bank NA	2.300%	6/1/20	5,250	5,289
PNC Bank NA	2.600%	7/21/20	2,000	2,028
PNC Bank NA	2.450%	11/5/20	6,550	6,603
PNC Bank NA	2.150%	4/29/21	15,000	14,950
PNC Bank NA	2.550%	12/9/21	16,400	16,472
PNC Bank NA	2.625%	2/17/22	20,000	20,169

	PNC Bank NA	2.700%	11/1/22	6,251	6,279
	PNC Bank NA	2.950%	1/30/23	4,500	4,547
	PNC Bank NA	3.300%	10/30/24	4,950	5,073
	PNC Bank NA	2.950%	2/23/25	6,750	6,744
	PNC Bank NA	3.250%	6/1/25	3,450	3,505
	PNC Bank NA	4.200%	11/1/25	4,400	4,710
	PNC Financial Services Group Inc.	2.854%	11/9/22	4,975	5,029
	PNC Financial Services Group Inc.	3.900%	4/29/24	15,525	16,284
	PNC Financial Services Group Inc.	3.150%	5/19/27	28,950	28,989
	PNC Funding Corp.	6.700%	6/10/19	6,475	6,984
	PNC Funding Corp.	5.125%	2/8/20	5,700	6,090
	PNC Funding Corp.	4.375%	8/11/20	7,575	8,028
	PNC Funding Corp.	3.300%	3/8/22	3,090	3,192
	Regions Bank	6.450%	6/26/37	1,079	1,331
	Regions Financial Corp.	3.200%	2/8/21	1,750	1,786
	Regions Financial Corp.	2.750%	8/14/22	3,000	2,994
	Regions Financial Corp.	7.375%	12/10/37	7,000	9,250
	Royal Bank of Canada	2.000%	12/10/18	5,700	5,719
	Royal Bank of Canada	1.625%	4/15/19	7,250	7,228
	Royal Bank of Canada	1.500%	7/29/19	7,575	7,533
	Royal Bank of Canada	2.125%	3/2/20	22,000	22,093
	Royal Bank of Canada	2.350%	10/30/20	15,500	15,618
	Royal Bank of Canada	2.500%	1/19/21	5,000	5,047
	Royal Bank of Canada	2.750%	2/1/22	13,000	13,235
	Royal Bank of Canada	4.650%	1/27/26	6,250	6,707
5	Royal Bank of Scotland Group plc	3.498%	5/15/23	10,000	10,072
	Royal Bank of Scotland Group plc	3.875%	9/12/23	24,200	24,755
	Royal Bank of Scotland Group plc	4.800%	4/5/26	1,400	1,497
	Santander Holdings USA Inc.	2.700%	5/24/19	13,840	13,947
	Santander Holdings USA Inc.	2.650%	4/17/20	950	951
10	Santander Holdings USA Inc.	3.700%	3/28/22	21,375	21,752
	Santander Holdings USA Inc.	4.500%	7/17/25	9,425	9,818
10	Santander Holdings USA Inc.	4.400%	7/13/27	5,900	6,011
	Santander Issuances SAU	5.179%	11/19/25	14,700	15,772
	Santander UK Group Holdings plc	2.875%	10/16/20	9,465	9,560
	Santander UK Group Holdings plc	3.125%	1/8/21	8,300	8,424
	Santander UK Group Holdings plc	2.875%	8/5/21	7,575	7,616
	Santander UK Group Holdings plc	3.571%	1/10/23	7,000	7,133
	Santander UK plc	2.500%	3/14/19	30,875	31,131
	Santander UK plc	2.350%	9/10/19	6,200	6,235
	Santander UK plc	2.375%	3/16/20	4,810	4,841
	Santander UK plc	4.000%	3/13/24	9,350	9,853
	Skandinaviska Enskilda Banken AB	2.300%	3/11/20	5,750	5,780
	Skandinaviska Enskilda Banken AB	2.625%	3/15/21	8,500	8,562
	Skandinaviska Enskilda Banken AB	1.875%	9/13/21	21,050	20,594
	Skandinaviska Enskilda Banken AB	2.800%	3/11/22	5,500	5,586
	Societe Generale SA	2.625%	10/1/18	11,750	11,850
	State Street Bank & Trust Co.	5.250%	10/15/18	2,579	2,668
	State Street Corp.	2.550%	8/18/20	300	305
	State Street Corp.	4.375%	3/7/21	1,385	1,474
	State Street Corp.	1.950%	5/19/21	4,575	4,528
5	State Street Corp.	2.653%	5/15/23	12,000	12,040
	State Street Corp.	3.100%	5/15/23	11,125	11,334
	State Street Corp.	3.700%	11/20/23	500	528
	State Street Corp.	3.300%	12/16/24	2,500	2,575
	State Street Corp.	3.550%	8/18/25	11,086	11,539
	State Street Corp.	2.650%	5/19/26	4,550	4,439

Sumitomo Mitsui Banking Corp.	1.762%	10/19/18	2,900	2,898
Sumitomo Mitsui Banking Corp.	2.450%	1/10/19	4,025	4,054
Sumitomo Mitsui Banking Corp.	1.966%	1/11/19	16,750	16,743
Sumitomo Mitsui Banking Corp.	2.250%	7/11/19	5,500	5,519
Sumitomo Mitsui Banking Corp.	2.450%	1/16/20	840	845
Sumitomo Mitsui Banking Corp.	2.450%	10/20/20	2,500	2,491
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	1,775	1,809
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	550	554
Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	5,350	5,658
Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	6,125	6,472
Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	2,650	2,711
Sumitomo Mitsui Banking Corp.	3.650%	7/23/25	2,500	2,585
Sumitomo Mitsui Financial Group Inc.	2.934%	3/9/21	9,470	9,584
Sumitomo Mitsui Financial Group Inc.	2.058%	7/14/21	6,850	6,731
Sumitomo Mitsui Financial Group Inc.	2.442%	10/19/21	9,000	8,948
Sumitomo Mitsui Financial Group Inc.	2.846%	1/11/22	10,000	10,069
Sumitomo Mitsui Financial Group Inc.	2.784%	7/12/22	18,000	18,071
Sumitomo Mitsui Financial Group Inc.	3.784%	3/9/26	9,500	9,862
Sumitomo Mitsui Financial Group Inc.	2.632%	7/14/26	28,900	27,473
Sumitomo Mitsui Financial Group Inc.	3.010%	10/19/26	2,425	2,370
Sumitomo Mitsui Financial Group Inc.	3.446%	1/11/27	2,000	2,019
Sumitomo Mitsui Financial Group Inc.	3.364%	7/12/27	15,650	15,689
SunTrust Bank	2.250%	1/31/20	15,300	15,373
SunTrust Bank	2.750%	5/1/23	2,150	2,136
SunTrust Bank	3.300%	5/15/26	3,000	2,959
SunTrust Banks Inc.	2.350%	11/1/18	6,575	6,602
SunTrust Banks Inc.	2.500%	5/1/19	2,700	2,720
SunTrust Banks Inc.	2.900%	3/3/21	2,725	2,772
SunTrust Banks Inc.	2.700%	1/27/22	10,025	10,083
SVB Financial Group	3.500%	1/29/25	2,100	2,103
Svenska Handelsbanken AB	2.500%	1/25/19	6,250	6,302
Svenska Handelsbanken AB	2.250%	6/17/19	7,300	7,333
Svenska Handelsbanken AB	1.500%	9/6/19	15,000	14,894
Svenska Handelsbanken AB	2.400%	10/1/20	6,350	6,390
Svenska Handelsbanken AB	2.450%	3/30/21	5,750	5,784
Svenska Handelsbanken AB	1.875%	9/7/21	4,775	4,683
Synchrony Bank	3.000%	6/15/22	1,625	1,617
Synchrony Financial	2.600%	1/15/19	5,725	5,760
Synchrony Financial	3.000%	8/15/19	5,050	5,103
Synchrony Financial	2.700%	2/3/20	3,025	3,039
Synchrony Financial	3.750%	8/15/21	3,500	3,607
Synchrony Financial	4.250%	8/15/24	21,550	22,402
Synchrony Financial	4.500%	7/23/25	15,525	16,136
Synchrony Financial	3.700%	8/4/26	7,900	7,728
Toronto-Dominion Bank	2.125%	7/2/19	4,600	4,626
Toronto-Dominion Bank	1.450%	8/13/19	6,000	5,963
Toronto-Dominion Bank	2.250%	11/5/19	13,000	13,101
Toronto-Dominion Bank	2.500%	12/14/20	14,500	14,672
Toronto-Dominion Bank	2.125%	4/7/21	17,925	17,871
Toronto-Dominion Bank	1.800%	7/13/21	6,000	5,914
5 Toronto-Dominion Bank	3.625%	9/15/31	6,000	5,931
UBS AG	2.375%	8/14/19	15,162	15,290
UBS AG	2.350%	3/26/20	1,925	1,937
UBS AG	4.875%	8/4/20	875	938
US Bancorp	1.950%	11/15/18	3,725	3,736
US Bancorp	2.200%	4/25/19	8,395	8,446
US Bancorp	2.350%	1/29/21	3,675	3,699

US Bancorp	4.125%	5/24/21	2,515	2,677
US Bancorp	2.625%	1/24/22	10,050	10,186
US Bancorp	3.000%	3/15/22	4,225	4,348
US Bancorp	2.950%	7/15/22	11,275	11,525
US Bancorp	3.700%	1/30/24	11,050	11,666
US Bancorp	3.100%	4/27/26	3,950	3,925
US Bancorp	2.375%	7/22/26	10,550	10,009
US Bancorp	3.150%	4/27/27	9,850	9,871
US Bank NA	1.400%	4/26/19	12,000	11,900
US Bank NA	2.125%	10/28/19	10,800	10,853
US Bank NA	2.000%	1/24/20	9,925	9,954
US Bank NA	2.800%	1/27/25	13,100	13,011
Wachovia Bank NA	5.850%	2/1/37	11,025	13,705
Wachovia Corp.	6.605%	10/1/25	1,150	1,360
Wachovia Corp.	7.500%	4/15/35	500	681
Wachovia Corp.	5.500%	8/1/35	1,875	2,177
Wachovia Corp.	6.550%	10/15/35	250	314
Wells Fargo & Co.	2.150%	1/15/19	9,250	9,288
Wells Fargo & Co.	2.150%	1/30/20	9,625	9,645
Wells Fargo & Co.	2.600%	7/22/20	29,075	29,476
Wells Fargo & Co.	2.550%	12/7/20	10,375	10,483
Wells Fargo & Co.	3.000%	1/22/21	11,060	11,302
Wells Fargo & Co.	2.500%	3/4/21	23,200	23,324
Wells Fargo & Co.	4.600%	4/1/21	15,140	16,262
Wells Fargo & Co.	2.100%	7/26/21	47,000	46,444
Wells Fargo & Co.	3.500%	3/8/22	21,675	22,480
Wells Fargo & Co.	2.625%	7/22/22	35,450	35,447
Wells Fargo & Co.	3.069%	1/24/23	25,350	25,783
Wells Fargo & Co.	3.450%	2/13/23	15,525	15,894
Wells Fargo & Co.	4.125%	8/15/23	18,350	19,405
Wells Fargo & Co.	4.480%	1/16/24	10,000	10,727
Wells Fargo & Co.	3.300%	9/9/24	16,735	16,949
Wells Fargo & Co.	3.000%	2/19/25	10,250	10,154
Wells Fargo & Co.	3.550%	9/29/25	18,300	18,770
Wells Fargo & Co.	3.000%	4/22/26	13,325	13,074
Wells Fargo & Co.	4.100%	6/3/26	26,950	27,856
Wells Fargo & Co.	3.000%	10/23/26	23,298	22,695
Wells Fargo & Co.	4.300%	7/22/27	5,400	5,708
5 Wells Fargo & Co.	3.584%	5/22/28	22,700	22,939
Wells Fargo & Co.	5.375%	2/7/35	4,150	4,958
Wells Fargo & Co.	5.375%	11/2/43	24,029	27,939
Wells Fargo & Co.	5.606%	1/15/44	10,100	12,223
Wells Fargo & Co.	4.650%	11/4/44	24,520	26,139
Wells Fargo & Co.	3.900%	5/1/45	21,055	20,957
Wells Fargo & Co.	4.900%	11/17/45	11,025	12,296
Wells Fargo & Co.	4.400%	6/14/46	9,325	9,669
Wells Fargo & Co.	4.750%	12/7/46	20,250	21,977
Wells Fargo Bank NA	1.800%	11/28/18	8,000	8,009
Wells Fargo Bank NA	1.750%	5/24/19	10,950	10,939
Wells Fargo Bank NA	2.150%	12/6/19	30,000	30,138
Wells Fargo Bank NA	5.950%	8/26/36	2,700	3,411
Wells Fargo Bank NA	6.600%	1/15/38	10,545	14,261
5 Wells Fargo Capital X	5.950%	12/1/86	3,500	3,953
Westpac Banking Corp.	1.950%	11/23/18	5,000	5,002
Westpac Banking Corp.	2.250%	1/17/19	14,300	14,366
Westpac Banking Corp.	1.650%	5/13/19	6,000	5,975
Westpac Banking Corp.	1.600%	8/19/19	6,350	6,324

	Westpac Banking Corp.	4.875%	11/19/19	9,420	9,968
	Westpac Banking Corp.	2.150%	3/6/20	19,475	19,525
	Westpac Banking Corp.	2.600%	11/23/20	16,000	16,198
	Westpac Banking Corp.	2.100%	5/13/21	25,000	24,738
	Westpac Banking Corp.	2.000%	8/19/21	9,050	8,912
	Westpac Banking Corp.	2.800%	1/11/22	9,000	9,114
	Westpac Banking Corp.	2.500%	6/28/22	28,000	27,957
	Westpac Banking Corp.	2.850%	5/13/26	32,475	31,664
	Westpac Banking Corp.	2.700%	8/19/26	6,550	6,297
	Westpac Banking Corp.	3.350%	3/8/27	12,000	12,152
5	Westpac Banking Corp.	4.322%	11/23/31	21,260	21,737
	Brokerage (0.2%)
	Affiliated Managers Group Inc.	4.250%	2/15/24	2,800	2,930
	Affiliated Managers Group Inc.	3.500%	8/1/25	4,600	4,630
	Ameriprise Financial Inc.	4.000%	10/15/23	2,950	3,155
	Ameriprise Financial Inc.	3.700%	10/15/24	4,500	4,703
	Ameriprise Financial Inc.	2.875%	9/15/26	4,825	4,684
	Apollo Investment Corp.	5.250%	3/3/25	600	614
	BGC Partners Inc.	5.375%	12/9/19	500	524
	BGC Partners Inc.	5.125%	5/27/21	1,200	1,258
	BlackRock Inc.	4.250%	5/24/21	5,750	6,147
	BlackRock Inc.	3.375%	6/1/22	15,544	16,184
	BlackRock Inc.	3.500%	3/18/24	7,650	7,986
	BlackRock Inc.	3.200%	3/15/27	6,000	6,072
	Brookfield Asset Management Inc.	4.000%	1/15/25	4,725	4,871
	Brookfield Finance Inc.	4.250%	6/2/26	1,015	1,050
	Brookfield Finance LLC	4.000%	4/1/24	5,325	5,518
	CBOE Holdings Inc.	3.650%	1/12/27	4,910	5,007
	Charles Schwab Corp.	4.450%	7/22/20	775	825
	Charles Schwab Corp.	3.225%	9/1/22	4,464	4,566
	Charles Schwab Corp.	3.450%	2/13/26	4,225	4,341
	Charles Schwab Corp.	3.200%	3/2/27	3,500	3,510
	CME Group Inc.	3.000%	9/15/22	19,905	20,425
	CME Group Inc.	3.000%	3/15/25	750	758
	CME Group Inc.	5.300%	9/15/43	5,985	7,569
	Eaton Vance Corp.	3.625%	6/15/23	1,875	1,953
	Eaton Vance Corp.	3.500%	4/6/27	2,600	2,641
10	FMR LLC	7.490%	6/15/19	200	214
	Franklin Resources Inc.	2.800%	9/15/22	6,800	6,883
	Franklin Resources Inc.	2.850%	3/30/25	3,000	2,977
	Intercontinental Exchange Inc.	2.500%	10/15/18	625	630
	Intercontinental Exchange Inc.	2.750%	12/1/20	4,875	4,968
	Intercontinental Exchange Inc.	2.350%	9/15/22	5,375	5,336
	Intercontinental Exchange Inc.	4.000%	10/15/23	9,975	10,694
	Intercontinental Exchange Inc.	3.750%	12/1/25	7,140	7,451
	Intercontinental Exchange Inc.	3.100%	9/15/27	5,000	4,952
	Invesco Finance plc	3.125%	11/30/22	16,300	16,628
	Invesco Finance plc	4.000%	1/30/24	4,550	4,827
	Invesco Finance plc	3.750%	1/15/26	10	10
	Invesco Finance plc	5.375%	11/30/43	6,425	7,696
	Janus Capital Group Inc.	4.875%	8/1/25	2,400	2,583
	Jefferies Group LLC	8.500%	7/15/19	3,000	3,313
	Jefferies Group LLC	6.875%	4/15/21	5,345	6,047
	Jefferies Group LLC	5.125%	1/20/23	2,775	3,013
	Jefferies Group LLC	4.850%	1/15/27	10,625	11,164
	Jefferies Group LLC	6.450%	6/8/27	1,235	1,421

Jefferies Group LLC	6.250%	1/15/36	2,105	2,312
Jefferies Group LLC	6.500%	1/20/43	2,850	3,246
Lazard Group LLC	4.250%	11/14/20	425	449
Lazard Group LLC	3.750%	2/13/25	100	102
Lazard Group LLC	3.625%	3/1/27	5,000	4,953
Legg Mason Inc.	3.950%	7/15/24	400	410
Legg Mason Inc.	4.750%	3/15/26	1,500	1,583
Legg Mason Inc.	5.625%	1/15/44	4,875	5,267
Leucadia National Corp.	5.500%	10/18/23	7,200	7,673
Nasdaq Inc.	5.550%	1/15/20	4,400	4,723
Nasdaq Inc.	4.250%	6/1/24	1,375	1,451
Nasdaq Inc.	3.850%	6/30/26	3,200	3,283
Nomura Holdings Inc.	2.750%	3/19/19	19,425	19,595
Raymond James Financial Inc.	3.625%	9/15/26	3,066	3,069
Raymond James Financial Inc.	4.950%	7/15/46	7,325	7,881
Stifel Financial Corp.	3.500%	12/1/20	1,500	1,535
Stifel Financial Corp.	4.250%	7/18/24	5,275	5,383
TD Ameritrade Holding Corp.	2.950%	4/1/22	16,300	16,495
TD Ameritrade Holding Corp.	3.625%	4/1/25	1,600	1,654
TD Ameritrade Holding Corp.	3.300%	4/1/27	5,725	5,751
Finance Companies (0.3%)
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.750%	5/15/19	7,382	7,548
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.250%	7/1/20	9,780	10,232
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.625%	10/30/20	6,137	6,513
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.500%	5/15/21	6,685	7,069
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	5.000%	10/1/21	8,695	9,369
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.950%	2/1/22	8,400	8,725
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.500%	5/26/22	2,000	2,048
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	4.625%	7/1/22	6,950	7,437
AerCap Ireland Capital DAC / AerCap Global
Aviation Trust	3.650%	7/21/27	8,150	8,109
Air Lease Corp.	3.375%	1/15/19	5,700	5,784
Air Lease Corp.	4.750%	3/1/20	4,000	4,226
Air Lease Corp.	3.875%	4/1/21	9,743	10,177
Air Lease Corp.	3.375%	6/1/21	1,625	1,672
Air Lease Corp.	3.750%	2/1/22	5,625	5,847
Air Lease Corp.	2.625%	7/1/22	5,000	4,952
Air Lease Corp.	3.000%	9/15/23	5,900	5,886
Air Lease Corp.	4.250%	9/15/24	600	633
Air Lease Corp.	3.625%	4/1/27	3,325	3,312
Ares Capital Corp.	4.875%	11/30/18	7,000	7,165
Ares Capital Corp.	3.500%	2/10/23	11,500	11,363
FS Investment Corp.	4.000%	7/15/19	2,225	2,265
FS Investment Corp.	4.250%	1/15/20	1,000	1,025
FS Investment Corp.	4.750%	5/15/22	2,200	2,271
GATX Corp.	2.500%	7/30/19	300	302
GATX Corp.	2.600%	3/30/20	2,250	2,267
GATX Corp.	3.250%	3/30/25	2,175	2,159

GATX Corp.	3.250%	9/15/26	2,800	2,750
GATX Corp.	3.850%	3/30/27	4,000	4,053
GATX Corp.	5.200%	3/15/44	325	352
GATX Corp.	4.500%	3/30/45	2,175	2,057
GE Capital International Funding Co.	2.342%	11/15/20	64,564	64,838
GE Capital International Funding Co.	3.373%	11/15/25	19,043	19,671
GE Capital International Funding Co.	4.418%	11/15/35	78,135	85,282
HSBC Finance Corp.	6.676%	1/15/21	8,322	9,395
International Lease Finance Corp.	5.875%	4/1/19	4,487	4,730
International Lease Finance Corp.	6.250%	5/15/19	5,648	6,011
International Lease Finance Corp.	8.250%	12/15/20	9,677	11,336
International Lease Finance Corp.	4.625%	4/15/21	3,310	3,515
International Lease Finance Corp.	8.625%	1/15/22	4,245	5,193
International Lease Finance Corp.	5.875%	8/15/22	8,212	9,209
Prospect Capital Corp.	5.000%	7/15/19	2,150	2,219
Prospect Capital Corp.	5.875%	3/15/23	550	566
Insurance (1.1%)
ACE Capital Trust II	9.700%	4/1/30	1,025	1,549
AEGON Funding Co. LLC	5.750%	12/15/20	4,641	5,066
Aetna Inc.	2.200%	3/15/19	2,375	2,386
Aetna Inc.	4.125%	6/1/21	1,680	1,773
Aetna Inc.	2.750%	11/15/22	13,910	13,940
Aetna Inc.	2.800%	6/15/23	9,050	9,067
Aetna Inc.	3.500%	11/15/24	6,000	6,232
Aetna Inc.	6.625%	6/15/36	4,000	5,405
Aetna Inc.	6.750%	12/15/37	3,000	4,100
Aetna Inc.	4.500%	5/15/42	3,500	3,825
Aetna Inc.	4.125%	11/15/42	2,525	2,645
Aetna Inc.	4.750%	3/15/44	400	452
Aetna Inc.	3.875%	8/15/47	9,500	9,642
Aflac Inc.	2.400%	3/16/20	2,900	2,920
Aflac Inc.	3.625%	6/15/23	9,150	9,636
Aflac Inc.	3.250%	3/17/25	3,925	3,979
Aflac Inc.	2.875%	10/15/26	8,725	8,549
Aflac Inc.	4.000%	10/15/46	1,200	1,192
Alleghany Corp.	4.950%	6/27/22	3,000	3,285
Alleghany Corp.	4.900%	9/15/44	4,575	4,786
Allied World Assurance Co. Holdings Ltd.	5.500%	11/15/20	1,180	1,267
Allied World Assurance Co. Holdings Ltd.	4.350%	10/29/25	5,400	5,477
Allstate Corp.	3.150%	6/15/23	2,500	2,549
Allstate Corp.	3.280%	12/15/26	4,000	4,043
Allstate Corp.	5.350%	6/1/33	1,700	1,957
Allstate Corp.	5.550%	5/9/35	495	598
Allstate Corp.	5.950%	4/1/36	525	669
Allstate Corp.	4.500%	6/15/43	3,450	3,826
Allstate Corp.	4.200%	12/15/46	8,625	9,200
5 Allstate Corp.	5.750%	8/15/53	5,450	5,974
5 Allstate Corp.	6.500%	5/15/67	2,575	3,045
Alterra Finance LLC	6.250%	9/30/20	745	822
American Financial Group Inc.	9.875%	6/15/19	1,410	1,587
American Financial Group Inc.	3.500%	8/15/26	2,900	2,899
American Financial Group Inc.	4.500%	6/15/47	2,700	2,799
American International Group Inc.	2.300%	7/16/19	7,425	7,450
American International Group Inc.	3.375%	8/15/20	2,650	2,734
American International Group Inc.	6.400%	12/15/20	15,825	17,747
American International Group Inc.	3.300%	3/1/21	2,375	2,441

American International Group Inc.	4.875%	6/1/22	13,425	14,730
American International Group Inc.	4.125%	2/15/24	3,605	3,823
American International Group Inc.	3.750%	7/10/25	2,960	3,060
American International Group Inc.	3.900%	4/1/26	14,000	14,507
American International Group Inc.	3.875%	1/15/35	8,925	8,711
American International Group Inc.	4.700%	7/10/35	3,860	4,150
American International Group Inc.	6.250%	5/1/36	15,905	20,270
American International Group Inc.	4.500%	7/16/44	3,315	3,456
American International Group Inc.	4.800%	7/10/45	25	27
American International Group Inc.	4.375%	1/15/55	8,035	7,813
5 American International Group Inc.	8.175%	5/15/68	1,900	2,589
Anthem Inc.	7.000%	2/15/19	5	5
Anthem Inc.	2.250%	8/15/19	8,951	8,969
Anthem Inc.	4.350%	8/15/20	5,250	5,560
Anthem Inc.	3.700%	8/15/21	5,630	5,855
Anthem Inc.	3.125%	5/15/22	6,655	6,779
Anthem Inc.	3.300%	1/15/23	11,621	11,954
Anthem Inc.	3.500%	8/15/24	11,182	11,503
Anthem Inc.	5.950%	12/15/34	4,895	5,964
Anthem Inc.	5.850%	1/15/36	2,175	2,646
Anthem Inc.	6.375%	6/15/37	3,540	4,621
Anthem Inc.	4.625%	5/15/42	7,900	8,591
Anthem Inc.	4.650%	1/15/43	5,700	6,135
Anthem Inc.	5.100%	1/15/44	3,705	4,285
Anthem Inc.	4.650%	8/15/44	1,437	1,571
Anthem Inc.	4.850%	8/15/54	2,525	2,755
Aon Corp.	5.000%	9/30/20	4,170	4,474
Aon Corp.	6.250%	9/30/40	2,125	2,745
Aon plc	2.800%	3/15/21	8,355	8,422
Aon plc	4.000%	11/27/23	2,675	2,841
Aon plc	3.500%	6/14/24	5,450	5,613
Aon plc	3.875%	12/15/25	4,850	5,069
Aon plc	4.600%	6/14/44	3,175	3,309
Aon plc	4.750%	5/15/45	4,375	4,782
Arch Capital Finance LLC	4.011%	12/15/26	6,025	6,196
Arch Capital Finance LLC	5.031%	12/15/46	4,725	5,280
Arch Capital Group Ltd.	7.350%	5/1/34	1,100	1,462
Arch Capital Group US Inc.	5.144%	11/1/43	5,400	5,984
Aspen Insurance Holdings Ltd.	4.650%	11/15/23	9,575	10,212
Assurant Inc.	4.000%	3/15/23	6,975	7,226
Assurant Inc.	6.750%	2/15/34	4,325	5,296
Assured Guaranty US Holdings Inc.	5.000%	7/1/24	1,675	1,823
AXA Financial Inc.	7.000%	4/1/28	1,325	1,682
AXA SA	8.600%	12/15/30	6,970	9,961
AXIS Specialty Finance LLC	5.875%	6/1/20	11,950	12,927
Berkshire Hathaway Finance Corp.	1.700%	3/15/19	3,340	3,343
Berkshire Hathaway Finance Corp.	1.300%	8/15/19	6,000	5,944
Berkshire Hathaway Finance Corp.	2.900%	10/15/20	12,650	13,017
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	10,145	10,805
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	3,925	4,047
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	380	489
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	2,525	2,783
Berkshire Hathaway Finance Corp.	4.300%	5/15/43	8,900	9,702
Berkshire Hathaway Inc.	2.100%	8/14/19	12,075	12,159
Berkshire Hathaway Inc.	3.750%	8/15/21	2,260	2,390
Berkshire Hathaway Inc.	3.400%	1/31/22	2,000	2,084
Berkshire Hathaway Inc.	3.000%	2/11/23	4,000	4,123

	Berkshire Hathaway Inc.	2.750%	3/15/23	19,965	20,162
	Berkshire Hathaway Inc.	3.125%	3/15/26	25,700	25,912
	Berkshire Hathaway Inc.	4.500%	2/11/43	6,865	7,643
10	Brighthouse Financial Inc.	3.700%	6/22/27	18,100	17,707
10	Brighthouse Financial Inc.	4.700%	6/22/47	7,500	7,359
	Brown & Brown Inc.	4.200%	9/15/24	3,555	3,738
	Chubb Corp.	6.000%	5/11/37	1,450	1,898
	Chubb Corp.	6.500%	5/15/38	500	677
	Chubb INA Holdings Inc.	5.900%	6/15/19	785	837
	Chubb INA Holdings Inc.	2.300%	11/3/20	3,300	3,314
	Chubb INA Holdings Inc.	2.875%	11/3/22	12,375	12,575
	Chubb INA Holdings Inc.	2.700%	3/13/23	2,100	2,102
	Chubb INA Holdings Inc.	3.350%	5/15/24	7,900	8,169
	Chubb INA Holdings Inc.	3.150%	3/15/25	5,750	5,852
	Chubb INA Holdings Inc.	3.350%	5/3/26	10,425	10,641
	Chubb INA Holdings Inc.	6.700%	5/15/36	675	917
	Chubb INA Holdings Inc.	4.150%	3/13/43	5,675	6,055
	Chubb INA Holdings Inc.	4.350%	11/3/45	7,161	7,923
	Cigna Corp.	5.125%	6/15/20	500	538
	Cigna Corp.	4.375%	12/15/20	200	214
	Cigna Corp.	4.500%	3/15/21	1,090	1,160
	Cigna Corp.	4.000%	2/15/22	9,585	10,101
	Cigna Corp.	3.250%	4/15/25	13,075	13,203
	Cigna Corp.	7.875%	5/15/27	362	498
	Cigna Corp.	3.050%	10/15/27	12,000	11,832
	Cigna Corp.	5.375%	2/15/42	1,300	1,594
	Cigna Corp.	3.875%	10/15/47	6,210	6,203
	Cincinnati Financial Corp.	6.920%	5/15/28	4,600	5,950
	CNA Financial Corp.	5.875%	8/15/20	355	387
	CNA Financial Corp.	5.750%	8/15/21	2,765	3,066
	CNA Financial Corp.	3.950%	5/15/24	3,375	3,494
	CNA Financial Corp.	4.500%	3/1/26	2,650	2,841
	CNA Financial Corp.	3.450%	8/15/27	3,500	3,448
	Coventry Health Care Inc.	5.450%	6/15/21	3,810	4,191
	Endurance Specialty Holdings Ltd.	7.000%	7/15/34	1,004	1,243
	Enstar Group Ltd.	4.500%	3/10/22	1,750	1,809
	Everest Reinsurance Holdings Inc.	4.868%	6/1/44	3,225	3,317
	First American Financial Corp.	4.600%	11/15/24	4,675	4,801
	Hanover Insurance Group Inc.	4.500%	4/15/26	3,020	3,152
	Hartford Financial Services Group Inc.	6.000%	1/15/19	925	971
	Hartford Financial Services Group Inc.	5.500%	3/30/20	4,100	4,436
	Hartford Financial Services Group Inc.	5.125%	4/15/22	8,350	9,226
	Hartford Financial Services Group Inc.	5.950%	10/15/36	300	369
	Hartford Financial Services Group Inc.	6.100%	10/1/41	2,400	3,107
	Hartford Financial Services Group Inc.	6.625%	4/15/42	1,793	2,302
	Humana Inc.	2.625%	10/1/19	1,525	1,542
	Humana Inc.	3.150%	12/1/22	3,825	3,886
	Humana Inc.	3.850%	10/1/24	7,000	7,332
	Humana Inc.	3.950%	3/15/27	7,300	7,614
	Humana Inc.	4.625%	12/1/42	2,175	2,325
	Humana Inc.	4.950%	10/1/44	4,425	5,005
	Humana Inc.	4.800%	3/15/47	3,275	3,659
	Kemper Corp.	4.350%	2/15/25	1,500	1,520
	Lincoln National Corp.	8.750%	7/1/19	162	180
	Lincoln National Corp.	6.250%	2/15/20	4,795	5,229
	Lincoln National Corp.	4.850%	6/24/21	12	13
	Lincoln National Corp.	4.200%	3/15/22	4,825	5,113

	Lincoln National Corp.	4.000%	9/1/23	2,000	2,096
	Lincoln National Corp.	3.625%	12/12/26	10,000	10,110
	Lincoln National Corp.	6.150%	4/7/36	2,526	3,082
	Lincoln National Corp.	6.300%	10/9/37	2,550	3,156
	Lincoln National Corp.	7.000%	6/15/40	200	267
	Loews Corp.	2.625%	5/15/23	9,675	9,630
	Loews Corp.	6.000%	2/1/35	225	278
	Loews Corp.	4.125%	5/15/43	5,865	5,806
	Manulife Financial Corp.	4.900%	9/17/20	4,875	5,237
	Manulife Financial Corp.	4.150%	3/4/26	10,075	10,712
5	Manulife Financial Corp.	4.061%	2/24/32	8,640	8,722
	Manulife Financial Corp.	5.375%	3/4/46	6,475	7,852
	Markel Corp.	4.900%	7/1/22	4,665	5,088
	Markel Corp.	5.000%	4/5/46	3,500	3,774
	Marsh & McLennan Cos. Inc.	2.350%	9/10/19	1,200	1,207
	Marsh & McLennan Cos. Inc.	2.350%	3/6/20	5,575	5,606
	Marsh & McLennan Cos. Inc.	4.800%	7/15/21	2,265	2,446
	Marsh & McLennan Cos. Inc.	2.750%	1/30/22	800	807
	Marsh & McLennan Cos. Inc.	3.300%	3/14/23	7,042	7,260
	Marsh & McLennan Cos. Inc.	3.500%	6/3/24	17,600	18,126
	Marsh & McLennan Cos. Inc.	3.500%	3/10/25	7,425	7,664
	Marsh & McLennan Cos. Inc.	3.750%	3/14/26	4,850	5,059
	Marsh & McLennan Cos. Inc.	5.875%	8/1/33	3,375	4,189
	Marsh & McLennan Cos. Inc.	4.350%	1/30/47	875	929
10	Massachusetts Mutual Life Insurance Co.	8.875%	6/1/39	136	220
10	Massachusetts Mutual Life Insurance Co.	4.500%	4/15/65	10	10
	Mercury General Corp.	4.400%	3/15/27	2,000	2,057
	MetLife Inc.	7.717%	2/15/19	1,170	1,256
	MetLife Inc.	4.750%	2/8/21	6,645	7,185
	MetLife Inc.	3.048%	12/15/22	5,475	5,590
	MetLife Inc.	4.368%	9/15/23	275	299
	MetLife Inc.	3.600%	4/10/24	18,300	19,107
	MetLife Inc.	3.000%	3/1/25	5,475	5,474
	MetLife Inc.	3.600%	11/13/25	7,975	8,280
	MetLife Inc.	6.500%	12/15/32	225	291
	MetLife Inc.	6.375%	6/15/34	2,195	2,870
	MetLife Inc.	5.700%	6/15/35	8,410	10,431
	MetLife Inc.	5.875%	2/6/41	6,720	8,585
	MetLife Inc.	4.125%	8/13/42	6,475	6,654
	MetLife Inc.	4.875%	11/13/43	7,919	8,911
	MetLife Inc.	4.721%	12/15/44	5,350	5,960
	MetLife Inc.	4.050%	3/1/45	10,325	10,550
	MetLife Inc.	4.600%	5/13/46	8,141	8,976
5	MetLife Inc.	6.400%	12/15/66	9,930	11,497
5	MetLife Inc.	10.750%	8/1/69	500	836
10	Metropolitan Life Global Funding I	2.000%	4/14/20	100	100
	Montpelier Re Holdings Ltd.	4.700%	10/15/22	3,850	4,103
	Munich Re America Corp.	7.450%	12/15/26	1,200	1,530
5	Nationwide Financial Services Inc.	6.750%	5/15/87	300	333
	Old Republic International Corp.	4.875%	10/1/24	8,050	8,673
	Old Republic International Corp.	3.875%	8/26/26	6,885	6,970
	PartnerRe Finance B LLC	5.500%	6/1/20	9,458	10,148
	Primerica Inc.	4.750%	7/15/22	2,000	2,167
	Principal Financial Group Inc.	3.400%	5/15/25	4,000	4,085
	Principal Financial Group Inc.	3.100%	11/15/26	10,500	10,447
	Principal Financial Group Inc.	4.350%	5/15/43	375	393
	Principal Financial Group Inc.	4.300%	11/15/46	5,589	5,817

5	Principal Financial Group Inc.	4.700%	5/15/55	2,700	2,766
	Progressive Corp.	3.750%	8/23/21	10,655	11,124
	Progressive Corp.	2.450%	1/15/27	9,100	8,623
	Progressive Corp.	6.625%	3/1/29	2,625	3,390
	Progressive Corp.	4.350%	4/25/44	1,844	2,013
	Progressive Corp.	4.125%	4/15/47	17,200	18,126
	Protective Life Corp.	7.375%	10/15/19	900	990
	Prudential Financial Inc.	7.375%	6/15/19	795	866
	Prudential Financial Inc.	2.350%	8/15/19	2,200	2,213
	Prudential Financial Inc.	5.375%	6/21/20	3,695	4,006
	Prudential Financial Inc.	4.500%	11/15/20	5,000	5,340
	Prudential Financial Inc.	4.500%	11/16/21	675	729
	Prudential Financial Inc.	3.500%	5/15/24	1,175	1,220
	Prudential Financial Inc.	5.750%	7/15/33	1,280	1,542
	Prudential Financial Inc.	5.400%	6/13/35	2,875	3,326
	Prudential Financial Inc.	5.900%	3/17/36	3,600	4,460
	Prudential Financial Inc.	5.700%	12/14/36	7,720	9,503
	Prudential Financial Inc.	6.625%	12/1/37	5,050	6,730
	Prudential Financial Inc.	6.625%	6/21/40	10,825	14,567
	Prudential Financial Inc.	6.200%	11/15/40	300	387
	Prudential Financial Inc.	5.625%	5/12/41	1,420	1,729
5	Prudential Financial Inc.	5.875%	9/15/42	11,936	13,189
5	Prudential Financial Inc.	5.625%	6/15/43	8,775	9,594
	Prudential Financial Inc.	5.100%	8/15/43	3,975	4,619
5	Prudential Financial Inc.	5.200%	3/15/44	2,350	2,496
	Prudential Financial Inc.	4.600%	5/15/44	15,625	17,208
5	Prudential Financial Inc.	5.375%	5/15/45	1,850	1,999
	Reinsurance Group of America Inc.	5.000%	6/1/21	4,691	5,067
	Reinsurance Group of America Inc.	4.700%	9/15/23	1,400	1,513
	Reinsurance Group of America Inc.	3.950%	9/15/26	500	507
10	Reliance Standard Life Global Funding II	2.500%	1/15/20	500	502
	RenaissanceRe Finance Inc.	3.450%	7/1/27	1,600	1,574
	Swiss Re Solutions Holding Corp.	7.000%	2/15/26	2,175	2,640
	Torchmark Corp.	9.250%	6/15/19	895	1,000
	Transatlantic Holdings Inc.	8.000%	11/30/39	4,125	5,594
	Travelers Cos. Inc.	5.900%	6/2/19	225	239
	Travelers Cos. Inc.	3.900%	11/1/20	1,870	1,960
	Travelers Cos. Inc.	6.750%	6/20/36	1,125	1,567
	Travelers Cos. Inc.	6.250%	6/15/37	4,885	6,510
	Travelers Cos. Inc.	5.350%	11/1/40	4,145	5,141
	Travelers Cos. Inc.	4.600%	8/1/43	2,920	3,297
	Travelers Cos. Inc.	4.300%	8/25/45	500	542
	Travelers Cos. Inc.	3.750%	5/15/46	4,925	4,857
	Travelers Cos. Inc.	4.000%	5/30/47	12,600	13,093
	UnitedHealth Group Inc.	1.625%	3/15/19	7,000	6,980
	UnitedHealth Group Inc.	2.300%	12/15/19	2,450	2,470
	UnitedHealth Group Inc.	2.700%	7/15/20	8,225	8,382
	UnitedHealth Group Inc.	3.875%	10/15/20	2,025	2,125
	UnitedHealth Group Inc.	4.700%	2/15/21	5,735	6,152
	UnitedHealth Group Inc.	2.125%	3/15/21	2,500	2,494
	UnitedHealth Group Inc.	3.375%	11/15/21	270	281
	UnitedHealth Group Inc.	2.875%	12/15/21	4,100	4,186
	UnitedHealth Group Inc.	2.875%	3/15/22	3,300	3,361
	UnitedHealth Group Inc.	3.350%	7/15/22	10,475	10,881
	UnitedHealth Group Inc.	2.750%	2/15/23	3,600	3,630
	UnitedHealth Group Inc.	2.875%	3/15/23	1,500	1,524
	UnitedHealth Group Inc.	3.750%	7/15/25	26,738	28,347

UnitedHealth Group Inc.	3.100%	3/15/26	7,275	7,338
UnitedHealth Group Inc.	3.450%	1/15/27	6,000	6,177
UnitedHealth Group Inc.	3.375%	4/15/27	15,825	16,216
UnitedHealth Group Inc.	4.625%	7/15/35	2,900	3,288
UnitedHealth Group Inc.	5.800%	3/15/36	3,300	4,155
UnitedHealth Group Inc.	6.500%	6/15/37	725	989
UnitedHealth Group Inc.	6.625%	11/15/37	5,100	7,123
UnitedHealth Group Inc.	6.875%	2/15/38	13,845	19,696
UnitedHealth Group Inc.	5.950%	2/15/41	1,575	2,044
UnitedHealth Group Inc.	4.625%	11/15/41	4,205	4,686
UnitedHealth Group Inc.	4.375%	3/15/42	1,775	1,911
UnitedHealth Group Inc.	3.950%	10/15/42	4,400	4,526
UnitedHealth Group Inc.	4.250%	3/15/43	5,775	6,106
UnitedHealth Group Inc.	4.750%	7/15/45	13,098	15,075
UnitedHealth Group Inc.	4.200%	1/15/47	10,150	10,858
UnitedHealth Group Inc.	4.250%	4/15/47	16,175	17,510
Unum Group	5.625%	9/15/20	625	678
Unum Group	4.000%	3/15/24	3,300	3,449
Unum Group	5.750%	8/15/42	1,623	1,922
Voya Financial Inc.	3.125%	7/15/24	4,454	4,398
Voya Financial Inc.	3.650%	6/15/26	3,000	3,004
Voya Financial Inc.	5.700%	7/15/43	4,550	5,332
Voya Financial Inc.	4.800%	6/15/46	3,150	3,276
Willis North America Inc.	3.600%	5/15/24	4,800	4,910
Willis Towers Watson plc	5.750%	3/15/21	1,385	1,519
WR Berkley Corp.	5.375%	9/15/20	375	406
WR Berkley Corp.	4.625%	3/15/22	6,400	6,909
WR Berkley Corp.	4.750%	8/1/44	2,855	2,961
XLIT Ltd.	5.750%	10/1/21	5,455	6,065
XLIT Ltd.	6.375%	11/15/24	375	437
XLIT Ltd.	4.450%	3/31/25	2,200	2,254
XLIT Ltd.	6.250%	5/15/27	2,242	2,652
XLIT Ltd.	5.250%	12/15/43	3,850	4,160
XLIT Ltd.	5.500%	3/31/45	4,650	4,887
Other Finance (0.0%)
Jones Lang LaSalle Inc.	4.400%	11/15/22	150	159
ORIX Corp.	2.900%	7/18/22	2,800	2,809
ORIX Corp.	3.700%	7/18/27	8,650	8,668
Real Estate Investment Trusts (0.7%)
Alexandria Real Estate Equities Inc.	2.750%	1/15/20	1,900	1,918
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	1,825	1,947
Alexandria Real Estate Equities Inc.	3.900%	6/15/23	220	229
Alexandria Real Estate Equities Inc.	4.300%	1/15/26	2,550	2,667
Alexandria Real Estate Equities Inc.	3.950%	1/15/27	2,300	2,355
Alexandria Real Estate Equities Inc.	3.950%	1/15/28	4,030	4,100
Alexandria Real Estate Equities Inc.	4.500%	7/30/29	2,325	2,451
American Campus Communities Operating
Partnership LP	3.350%	10/1/20	2,470	2,527
American Campus Communities Operating
Partnership LP	4.125%	7/1/24	2,200	2,303
AvalonBay Communities Inc.	3.625%	10/1/20	4,000	4,153
AvalonBay Communities Inc.	2.950%	9/15/22	75	76
AvalonBay Communities Inc.	2.850%	3/15/23	1,720	1,721
AvalonBay Communities Inc.	4.200%	12/15/23	1,680	1,798
AvalonBay Communities Inc.	3.500%	11/15/24	850	875

AvalonBay Communities Inc.	3.450%	6/1/25	8,445	8,637
AvalonBay Communities Inc.	2.950%	5/11/26	4,000	3,921
AvalonBay Communities Inc.	2.900%	10/15/26	4,650	4,459
AvalonBay Communities Inc.	3.350%	5/15/27	5,000	5,048
Boston Properties LP	3.700%	11/15/18	1,635	1,660
Boston Properties LP	5.625%	11/15/20	6,450	7,061
Boston Properties LP	4.125%	5/15/21	1,410	1,488
Boston Properties LP	3.850%	2/1/23	8,325	8,765
Boston Properties LP	3.800%	2/1/24	3,600	3,764
Boston Properties LP	3.650%	2/1/26	6,800	6,915
Boston Properties LP	2.750%	10/1/26	4,300	4,068
Brixmor Operating Partnership LP	3.875%	8/15/22	3,950	4,070
Brixmor Operating Partnership LP	3.250%	9/15/23	1,475	1,453
Brixmor Operating Partnership LP	3.650%	6/15/24	2,000	1,991
Brixmor Operating Partnership LP	3.850%	2/1/25	12,200	12,204
Brixmor Operating Partnership LP	4.125%	6/15/26	2,400	2,419
Brixmor Operating Partnership LP	3.900%	3/15/27	3,725	3,695
Camden Property Trust	4.625%	6/15/21	1,025	1,091
Camden Property Trust	2.950%	12/15/22	5,575	5,563
CBL & Associates LP	5.250%	12/1/23	2,950	2,977
CBL & Associates LP	4.600%	10/15/24	4,800	4,609
Columbia Property Trust Operating Partnership
LP	4.150%	4/1/25	4,000	4,100
Columbia Property Trust Operating Partnership
LP	3.650%	8/15/26	5,410	5,268
Corporate Office Properties LP	3.700%	6/15/21	6,375	6,538
Corporate Office Properties LP	3.600%	5/15/23	950	954
Corporate Office Properties LP	5.250%	2/15/24	675	723
CubeSmart LP	4.375%	12/15/23	6,550	6,959
CubeSmart LP	4.000%	11/15/25	1,375	1,400
CubeSmart LP	3.125%	9/1/26	5,300	5,088
DCT Industrial Operating Partnership LP	4.500%	10/15/23	1,525	1,609
DDR Corp.	4.625%	7/15/22	4,775	5,058
DDR Corp.	3.375%	5/15/23	4,100	4,044
DDR Corp.	3.900%	8/15/24	1,725	1,735
DDR Corp.	4.250%	2/1/26	1,700	1,704
DDR Corp.	4.700%	6/1/27	24,725	25,472
Digital Realty Trust LP	3.400%	10/1/20	3,800	3,917
Digital Realty Trust LP	5.250%	3/15/21	3,265	3,544
Digital Realty Trust LP	3.950%	7/1/22	7,625	8,038
Digital Realty Trust LP	3.625%	10/1/22	3,675	3,822
Digital Realty Trust LP	2.750%	2/1/23	2,500	2,488
Digital Realty Trust LP	4.750%	10/1/25	4,425	4,784
Digital Realty Trust LP	3.700%	8/15/27	5,000	5,048
Duke Realty LP	3.875%	2/15/21	10,000	10,423
Duke Realty LP	3.625%	4/15/23	740	761
Duke Realty LP	3.750%	12/1/24	1,500	1,547
EPR Properties	5.750%	8/15/22	3,110	3,436
EPR Properties	5.250%	7/15/23	3,375	3,615
EPR Properties	4.500%	4/1/25	7,023	7,052
EPR Properties	4.750%	12/15/26	1,025	1,061
EPR Properties	4.500%	6/1/27	245	247
ERP Operating LP	2.375%	7/1/19	2,600	2,615
ERP Operating LP	4.750%	7/15/20	5,510	5,861
ERP Operating LP	4.625%	12/15/21	1,459	1,582
ERP Operating LP	3.000%	4/15/23	1,675	1,706
ERP Operating LP	3.375%	6/1/25	300	306

ERP Operating LP	2.850%	11/1/26	11,775	11,422
ERP Operating LP	4.500%	7/1/44	4,200	4,443
ERP Operating LP	4.500%	6/1/45	3,825	4,090
ERP Operating LP	4.000%	8/1/47	2,800	2,781
Essex Portfolio LP	5.200%	3/15/21	1,750	1,888
Essex Portfolio LP	3.250%	5/1/23	1,425	1,434
Essex Portfolio LP	3.875%	5/1/24	500	518
Essex Portfolio LP	3.500%	4/1/25	8,800	8,838
Essex Portfolio LP	3.375%	4/15/26	3,200	3,165
Federal Realty Investment Trust	2.750%	6/1/23	950	939
Federal Realty Investment Trust	3.250%	7/15/27	3,725	3,671
Federal Realty Investment Trust	4.500%	12/1/44	5,300	5,548
Government Properties Income Trust	4.000%	7/15/22	2,725	2,748
HCP Inc.	2.625%	2/1/20	5,350	5,392
HCP Inc.	5.375%	2/1/21	270	293
HCP Inc.	3.150%	8/1/22	3,375	3,415
HCP Inc.	4.000%	12/1/22	5,020	5,272
HCP Inc.	4.250%	11/15/23	8,350	8,831
HCP Inc.	4.200%	3/1/24	7,850	8,207
HCP Inc.	3.875%	8/15/24	4,200	4,323
HCP Inc.	3.400%	2/1/25	4,850	4,833
HCP Inc.	4.000%	6/1/25	425	438
HCP Inc.	6.750%	2/1/41	1,396	1,811
Healthcare Realty Trust Inc.	5.750%	1/15/21	4,666	5,108
Healthcare Trust of America Holdings LP	3.375%	7/15/21	4,575	4,689
Healthcare Trust of America Holdings LP	2.950%	7/1/22	6,200	6,204
Healthcare Trust of America Holdings LP	3.700%	4/15/23	3,125	3,201
Healthcare Trust of America Holdings LP	3.500%	8/1/26	2,300	2,248
Healthcare Trust of America Holdings LP	3.750%	7/1/27	3,725	3,709
Highwoods Realty LP	3.200%	6/15/21	9,209	9,329
Highwoods Realty LP	3.875%	3/1/27	3,850	3,862
Hospitality Properties Trust	4.500%	6/15/23	3,211	3,402
Hospitality Properties Trust	4.650%	3/15/24	3,725	3,895
Hospitality Properties Trust	4.500%	3/15/25	1,475	1,516
Hospitality Properties Trust	5.250%	2/15/26	1,960	2,092
Hospitality Properties Trust	4.950%	2/15/27	4,000	4,185
Host Hotels & Resorts LP	6.000%	10/1/21	3,000	3,329
Host Hotels & Resorts LP	5.250%	3/15/22	5,919	6,417
Host Hotels & Resorts LP	3.750%	10/15/23	2,125	2,173
Host Hotels & Resorts LP	3.875%	4/1/24	2,800	2,858
Host Hotels & Resorts LP	4.000%	6/15/25	1,100	1,122
Hudson Pacific Properties LP	3.950%	11/1/27	2,500	2,489
Kilroy Realty LP	3.800%	1/15/23	4,850	4,992
Kilroy Realty LP	4.375%	10/1/25	575	602
Kilroy Realty LP	4.250%	8/15/29	2,975	3,041
Kimco Realty Corp.	6.875%	10/1/19	1,750	1,906
Kimco Realty Corp.	3.125%	6/1/23	875	873
Kimco Realty Corp.	3.300%	2/1/25	3,125	3,106
Kimco Realty Corp.	2.800%	10/1/26	1,693	1,587
Kimco Realty Corp.	3.800%	4/1/27	3,000	3,025
Kimco Realty Corp.	4.125%	12/1/46	400	376
Kimco Realty Corp.	4.450%	9/1/47	2,250	2,239
Kite Realty Group LP	4.000%	10/1/26	7,900	7,546
Liberty Property LP	4.750%	10/1/20	1,535	1,627
Liberty Property LP	3.375%	6/15/23	1,775	1,792
Liberty Property LP	4.400%	2/15/24	3,979	4,235
Liberty Property LP	3.750%	4/1/25	5,675	5,804

LifeStorage LP	3.500%	7/1/26	10,500	9,986
Mack-Cali Realty LP	4.500%	4/18/22	3,250	3,353
Mack-Cali Realty LP	3.150%	5/15/23	2,850	2,705
Mid-America Apartments LP	4.300%	10/15/23	2,400	2,543
Mid-America Apartments LP	3.750%	6/15/24	2,725	2,809
Mid-America Apartments LP	4.000%	11/15/25	75	78
Mid-America Apartments LP	3.600%	6/1/27	7,770	7,786
National Retail Properties Inc.	5.500%	7/15/21	5,050	5,514
National Retail Properties Inc.	3.800%	10/15/22	1,600	1,662
National Retail Properties Inc.	3.300%	4/15/23	900	910
National Retail Properties Inc.	3.900%	6/15/24	2,750	2,823
National Retail Properties Inc.	4.000%	11/15/25	2,875	2,944
National Retail Properties Inc.	3.600%	12/15/26	2,375	2,349
National Retail Properties Inc.	3.500%	10/15/27	6,000	5,864
Omega Healthcare Investors Inc.	4.375%	8/1/23	19,200	19,824
Omega Healthcare Investors Inc.	4.950%	4/1/24	1,550	1,635
Omega Healthcare Investors Inc.	4.500%	1/15/25	3,250	3,307
Omega Healthcare Investors Inc.	5.250%	1/15/26	4,000	4,230
Omega Healthcare Investors Inc.	4.500%	4/1/27	11,500	11,486
Omega Healthcare Investors Inc.	4.750%	1/15/28	4,680	4,715
Physicians Realty LP	4.300%	3/15/27	6,500	6,620
Piedmont Operating Partnership LP	3.400%	6/1/23	6,150	6,058
Piedmont Operating Partnership LP	4.450%	3/15/24	1,750	1,815
ProLogis LP	4.250%	8/15/23	1,800	1,951
Prologis LP	3.750%	11/1/25	1,300	1,362
Public Storage	2.370%	9/15/22	5,460	5,444
Public Storage	3.094%	9/15/27	2,500	2,492
Realty Income Corp.	6.750%	8/15/19	5,565	6,041
Realty Income Corp.	3.250%	10/15/22	825	839
Realty Income Corp.	4.650%	8/1/23	1,825	1,983
Realty Income Corp.	3.875%	7/15/24	1,950	2,004
Realty Income Corp.	4.125%	10/15/26	8,420	8,690
Realty Income Corp.	3.000%	1/15/27	5,750	5,474
Realty Income Corp.	4.650%	3/15/47	7,500	7,796
Regency Centers Corp.	3.750%	11/15/22	2,000	2,058
Regency Centers LP	4.800%	4/15/21	2,000	2,127
Regency Centers LP	3.600%	2/1/27	1,600	1,597
Regency Centers LP	4.400%	2/1/47	5,275	5,284
Sabra Health Care LP	5.125%	8/15/26	500	509
Select Income REIT	4.150%	2/1/22	2,250	2,280
Select Income REIT	4.500%	2/1/25	5,766	5,825
Senior Housing Properties Trust	3.250%	5/1/19	4,325	4,377
Simon Property Group LP	2.200%	2/1/19	12,850	12,909
Simon Property Group LP	2.500%	9/1/20	4,800	4,861
Simon Property Group LP	4.375%	3/1/21	1,645	1,747
Simon Property Group LP	2.500%	7/15/21	2,000	2,007
Simon Property Group LP	4.125%	12/1/21	17,150	18,255
Simon Property Group LP	2.350%	1/30/22	525	523
Simon Property Group LP	3.375%	3/15/22	1,675	1,715
Simon Property Group LP	2.625%	6/15/22	10,000	10,031
Simon Property Group LP	2.750%	2/1/23	3,625	3,635
Simon Property Group LP	3.750%	2/1/24	5,000	5,216
Simon Property Group LP	3.500%	9/1/25	2,800	2,856
Simon Property Group LP	3.300%	1/15/26	5,070	5,080
Simon Property Group LP	3.250%	11/30/26	2,150	2,136
Simon Property Group LP	3.375%	6/15/27	9,500	9,524
Simon Property Group LP	6.750%	2/1/40	4,550	6,148

Simon Property Group LP	4.750%	3/15/42	2,010	2,185
Simon Property Group LP	4.250%	10/1/44	200	203
Simon Property Group LP	4.250%	11/30/46	10,275	10,466
Tanger Properties LP	3.750%	12/1/24	1,000	1,003
Tanger Properties LP	3.125%	9/1/26	4,650	4,366
Tanger Properties LP	3.875%	7/15/27	7,500	7,416
UDR Inc.	3.700%	10/1/20	1,000	1,033
UDR Inc.	4.625%	1/10/22	8,350	8,898
UDR Inc.	2.950%	9/1/26	4,400	4,221
UDR Inc.	3.500%	7/1/27	5,150	5,140
Ventas Realty LP	3.100%	1/15/23	5,500	5,514
Ventas Realty LP	3.125%	6/15/23	5,000	5,008
Ventas Realty LP	3.750%	5/1/24	2,325	2,387
Ventas Realty LP	4.125%	1/15/26	1,825	1,885
Ventas Realty LP	3.250%	10/15/26	9,075	8,816
Ventas Realty LP	3.850%	4/1/27	2,075	2,112
Ventas Realty LP	4.375%	2/1/45	3,100	3,073
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	4,025	4,129
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	2,425	2,447
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	975	1,043
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	1,300	1,372
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	6,877	6,984
VEREIT Operating Partnership LP	4.600%	2/6/24	2,550	2,678
VEREIT Operating Partnership LP	4.875%	6/1/26	2,200	2,362
VEREIT Operating Partnership LP	3.950%	8/15/27	4,475	4,455
Vornado Realty LP	2.500%	6/30/19	2,400	2,415
Vornado Realty LP	5.000%	1/15/22	5,500	5,922
Washington Prime Group LP	3.850%	4/1/20	1,775	1,775
Washington Prime Group LP	5.950%	8/15/24	1,500	1,533
Washington REIT	4.950%	10/1/20	800	844
Washington REIT	3.950%	10/15/22	1,050	1,085
Weingarten Realty Investors	3.375%	10/15/22	2,300	2,339
Weingarten Realty Investors	3.500%	4/15/23	2,200	2,214
Weingarten Realty Investors	4.450%	1/15/24	600	630
Weingarten Realty Investors	3.850%	6/1/25	900	909
Welltower Inc.	4.125%	4/1/19	4,195	4,310
Welltower Inc.	4.950%	1/15/21	5,340	5,726
Welltower Inc.	5.250%	1/15/22	3,440	3,777
Welltower Inc.	3.750%	3/15/23	6,505	6,767
Welltower Inc.	4.000%	6/1/25	12,000	12,512
Welltower Inc.	4.250%	4/1/26	7,000	7,386
Welltower Inc.	6.500%	3/15/41	950	1,201
Welltower Inc.	5.125%	3/15/43	950	1,030
WP Carey Inc.	4.600%	4/1/24	3,980	4,168
WP Carey Inc.	4.000%	2/1/25	1,250	1,254
WP Carey Inc.	4.250%	10/1/26	2,350	2,383
				11,798,569
Industrial (17.0%)
Basic Industry (0.9%)
Agrium Inc.	3.150%	10/1/22	14,160	14,450
Agrium Inc.	3.500%	6/1/23	6,664	6,854
Agrium Inc.	3.375%	3/15/25	5,250	5,281
Agrium Inc.	4.125%	3/15/35	3,825	3,851
Agrium Inc.	7.125%	5/23/36	200	260
Agrium Inc.	6.125%	1/15/41	1,375	1,702
Agrium Inc.	4.900%	6/1/43	6,410	6,992
Agrium Inc.	5.250%	1/15/45	6,500	7,371

Air Products & Chemicals Inc.	3.000%	11/3/21	9,860	10,134
Air Products & Chemicals Inc.	3.350%	7/31/24	3,875	3,988
Airgas Inc.	3.050%	8/1/20	700	705
Airgas Inc.	3.650%	7/15/24	3,750	3,902
Albemarle Corp.	4.150%	12/1/24	3,300	3,498
Albemarle Corp.	5.450%	12/1/44	2,850	3,312
Barrick Gold Corp.	5.250%	4/1/42	9,150	10,442
Barrick North America Finance LLC	4.400%	5/30/21	5,421	5,831
Barrick North America Finance LLC	5.700%	5/30/41	7,125	8,500
Barrick North America Finance LLC	5.750%	5/1/43	5,400	6,607
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	11,244	13,647
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	12,815	13,081
BHP Billiton Finance USA Ltd.	3.850%	9/30/23	1,675	1,793
BHP Billiton Finance USA Ltd.	6.420%	3/1/26	100	122
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	3,900	4,068
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	16,040	18,904
Braskem Finance Ltd.	6.450%	2/3/24	2,500	2,816
Cabot Corp.	3.700%	7/15/22	400	408
Celanese US Holdings LLC	5.875%	6/15/21	4,000	4,432
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	625	680
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	1,800	1,918
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	8,650	9,162
Cytec Industries Inc.	3.500%	4/1/23	225	233
Domtar Corp.	6.750%	2/15/44	3,325	3,690
Dow Chemical Co.	8.550%	5/15/19	15,689	17,332
Dow Chemical Co.	4.250%	11/15/20	7,965	8,412
Dow Chemical Co.	4.125%	11/15/21	15,615	16,561
Dow Chemical Co.	3.000%	11/15/22	7,100	7,237
Dow Chemical Co.	3.500%	10/1/24	1,700	1,747
Dow Chemical Co.	7.375%	11/1/29	2,000	2,666
Dow Chemical Co.	4.250%	10/1/34	4,600	4,724
Dow Chemical Co.	9.400%	5/15/39	9,765	16,238
Dow Chemical Co.	5.250%	11/15/41	3,515	3,985
Dow Chemical Co.	4.375%	11/15/42	11,550	11,719
Dow Chemical Co.	4.625%	10/1/44	1,600	1,704
Eastman Chemical Co.	5.500%	11/15/19	4,321	4,615
Eastman Chemical Co.	2.700%	1/15/20	7,100	7,182
Eastman Chemical Co.	4.500%	1/15/21	430	453
Eastman Chemical Co.	3.600%	8/15/22	7,345	7,633
Eastman Chemical Co.	4.800%	9/1/42	3,250	3,456
Eastman Chemical Co.	4.650%	10/15/44	5,425	5,718
Ecolab Inc.	2.000%	1/14/19	1,700	1,702
Ecolab Inc.	2.250%	1/12/20	2,100	2,114
Ecolab Inc.	4.350%	12/8/21	5,600	6,056
Ecolab Inc.	2.375%	8/10/22	7,000	6,991
Ecolab Inc.	3.250%	1/14/23	1,700	1,751
Ecolab Inc.	2.700%	11/1/26	3,050	2,930
Ecolab Inc.	5.500%	12/8/41	10,400	12,785
EI du Pont de Nemours & Co.	4.625%	1/15/20	2,615	2,769
EI du Pont de Nemours & Co.	2.200%	5/1/20	5,000	5,023
EI du Pont de Nemours & Co.	3.625%	1/15/21	3,568	3,733
EI du Pont de Nemours & Co.	4.250%	4/1/21	1,750	1,864
EI du Pont de Nemours & Co.	2.800%	2/15/23	11,555	11,667
EI du Pont de Nemours & Co.	6.500%	1/15/28	475	592
EI du Pont de Nemours & Co.	4.900%	1/15/41	10,300	11,579
EI du Pont de Nemours & Co.	4.150%	2/15/43	1,125	1,141
Fibria Overseas Finance Ltd.	5.500%	1/17/27	300	317

FMC Corp.	3.950%	2/1/22	3,200	3,270
FMC Corp.	4.100%	2/1/24	6,500	6,651
Georgia-Pacific LLC	8.000%	1/15/24	6,971	8,965
Georgia-Pacific LLC	7.375%	12/1/25	2,500	3,198
Georgia-Pacific LLC	7.250%	6/1/28	1,000	1,312
Georgia-Pacific LLC	7.750%	11/15/29	1,950	2,712
Georgia-Pacific LLC	8.875%	5/15/31	4,250	6,536
Goldcorp Inc.	3.625%	6/9/21	2,000	2,067
Goldcorp Inc.	3.700%	3/15/23	9,475	9,849
Goldcorp Inc.	5.450%	6/9/44	7,254	8,158
HB Fuller Co.	4.000%	2/15/27	5,000	4,718
International Flavors & Fragrances Inc.	3.200%	5/1/23	525	532
International Flavors & Fragrances Inc.	4.375%	6/1/47	5,400	5,541
International Paper Co.	7.500%	8/15/21	7,265	8,586
International Paper Co.	4.750%	2/15/22	4,413	4,796
International Paper Co.	3.800%	1/15/26	975	1,003
International Paper Co.	3.000%	2/15/27	17,900	17,380
International Paper Co.	5.000%	9/15/35	3,050	3,384
International Paper Co.	7.300%	11/15/39	3,570	4,856
International Paper Co.	6.000%	11/15/41	2,100	2,550
International Paper Co.	4.800%	6/15/44	9,200	9,745
International Paper Co.	5.150%	5/15/46	5,400	6,018
International Paper Co.	4.400%	8/15/47	11,300	11,357
International Paper Co.	4.350%	8/15/48	7,000	7,072
LYB International Finance BV	4.000%	7/15/23	3,000	3,176
LYB International Finance BV	5.250%	7/15/43	8,316	9,482
LYB International Finance BV	4.875%	3/15/44	5,250	5,637
LYB International Finance II BV	3.500%	3/2/27	17,000	16,979
LyondellBasell Industries NV	5.000%	4/15/19	6,563	6,808
LyondellBasell Industries NV	6.000%	11/15/21	15,450	17,350
LyondellBasell Industries NV	5.750%	4/15/24	3,300	3,779
LyondellBasell Industries NV	4.625%	2/26/55	3,900	4,016
Meadwestvaco Corp.	7.950%	2/15/31	7,050	9,818
Methanex Corp.	3.250%	12/15/19	5,750	5,790
Methanex Corp.	5.650%	12/1/44	5,500	5,461
Monsanto Co.	2.125%	7/15/19	5,000	5,003
Monsanto Co.	2.750%	7/15/21	7,550	7,622
Monsanto Co.	2.200%	7/15/22	650	632
Monsanto Co.	2.850%	4/15/25	4,000	3,890
Monsanto Co.	5.500%	8/15/25	3,825	4,337
Monsanto Co.	4.200%	7/15/34	5,600	5,750
Monsanto Co.	3.600%	7/15/42	3,250	2,878
Monsanto Co.	4.650%	11/15/43	1,500	1,568
Monsanto Co.	3.950%	4/15/45	8,330	7,954
Monsanto Co.	4.700%	7/15/64	6,475	6,537
Mosaic Co.	3.750%	11/15/21	13,275	13,718
Mosaic Co.	4.250%	11/15/23	5,850	6,072
Mosaic Co.	5.450%	11/15/33	1,600	1,670
Mosaic Co.	4.875%	11/15/41	4,445	4,277
Mosaic Co.	5.625%	11/15/43	1,600	1,637
Newmont Mining Corp.	5.125%	10/1/19	1,525	1,602
Newmont Mining Corp.	5.875%	4/1/35	600	707
Newmont Mining Corp.	6.250%	10/1/39	5,626	6,992
Newmont Mining Corp.	4.875%	3/15/42	7,125	7,629
Nucor Corp.	4.125%	9/15/22	9,741	10,415
Nucor Corp.	4.000%	8/1/23	8,027	8,486
Nucor Corp.	6.400%	12/1/37	7,875	10,241

Nucor Corp.	5.200%	8/1/43	10,875	12,656
Packaging Corp. of America	3.900%	6/15/22	7,222	7,532
Packaging Corp. of America	4.500%	11/1/23	10,325	11,111
Packaging Corp. of America	3.650%	9/15/24	4,050	4,126
Placer Dome Inc.	6.450%	10/15/35	1,050	1,302
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	1,077	1,147
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	7,865	8,295
Potash Corp. of Saskatchewan Inc.	3.000%	4/1/25	4,000	3,887
Potash Corp. of Saskatchewan Inc.	4.000%	12/15/26	2,000	2,079
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	4,375	5,155
PPG Industries Inc.	2.300%	11/15/19	3,600	3,620
Praxair Inc.	4.500%	8/15/19	800	838
Praxair Inc.	2.250%	9/24/20	1,500	1,506
Praxair Inc.	4.050%	3/15/21	50	53
Praxair Inc.	3.000%	9/1/21	8,125	8,305
Praxair Inc.	2.450%	2/15/22	15,971	16,040
Praxair Inc.	2.200%	8/15/22	10,393	10,282
Praxair Inc.	2.650%	2/5/25	3,400	3,337
Praxair Inc.	3.200%	1/30/26	3,000	3,063
Praxair Inc.	3.550%	11/7/42	2,500	2,455
Rayonier Inc.	3.750%	4/1/22	2,000	2,026
Reliance Steel & Aluminum Co.	4.500%	4/15/23	1,850	1,959
Rio Tinto Alcan Inc.	6.125%	12/15/33	3,144	3,917
Rio Tinto Alcan Inc.	5.750%	6/1/35	3,850	4,567
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	4,225	4,493
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	4,461	4,699
Rio Tinto Finance USA Ltd.	3.750%	6/15/25	39,090	41,081
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	2,225	2,948
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	4,685	5,558
Rio Tinto Finance USA plc	3.500%	3/22/22	163	170
Rio Tinto Finance USA plc	2.875%	8/21/22	376	382
Rio Tinto Finance USA plc	4.750%	3/22/42	5,475	6,204
Rio Tinto Finance USA plc	4.125%	8/21/42	11,000	11,438
Rohm & Haas Co.	7.850%	7/15/29	4,775	6,519
RPM International Inc.	6.125%	10/15/19	590	638
RPM International Inc.	3.450%	11/15/22	3,275	3,424
RPM International Inc.	3.750%	3/15/27	200	203
RPM International Inc.	5.250%	6/1/45	3,592	4,015
Sherwin-Williams Co.	7.250%	6/15/19	1,675	1,821
Sherwin-Williams Co.	2.250%	5/15/20	6,500	6,525
Sherwin-Williams Co.	4.200%	1/15/22	375	396
Sherwin-Williams Co.	2.750%	6/1/22	9,490	9,550
Sherwin-Williams Co.	3.125%	6/1/24	1,200	1,206
Sherwin-Williams Co.	3.450%	8/1/25	5,425	5,468
Sherwin-Williams Co.	3.950%	1/15/26	5,000	5,196
Sherwin-Williams Co.	3.450%	6/1/27	2,500	2,513
Sherwin-Williams Co.	4.000%	12/15/42	1,000	962
Sherwin-Williams Co.	4.550%	8/1/45	1,590	1,654
Sherwin-Williams Co.	4.500%	6/1/47	3,000	3,147
Southern Copper Corp.	5.375%	4/16/20	200	215
Southern Copper Corp.	3.500%	11/8/22	1,400	1,438
Southern Copper Corp.	3.875%	4/23/25	2,600	2,693
Southern Copper Corp.	7.500%	7/27/35	3,575	4,660
Southern Copper Corp.	6.750%	4/16/40	1,450	1,791
Southern Copper Corp.	5.250%	11/8/42	16,725	17,788
Southern Copper Corp.	5.875%	4/23/45	18,075	20,726
Syngenta Finance NV	3.125%	3/28/22	2,250	2,212

	Syngenta Finance NV	4.375%	3/28/42	1,550	1,356
	Vale Canada Ltd.	7.200%	9/15/32	3,291	3,551
	Vale Overseas Ltd.	5.875%	6/10/21	25,250	27,807
	Vale Overseas Ltd.	4.375%	1/11/22	21,375	22,230
	Vale Overseas Ltd.	6.250%	8/10/26	10,400	11,825
	Vale Overseas Ltd.	8.250%	1/17/34	800	1,008
	Vale Overseas Ltd.	6.875%	11/21/36	8,910	10,247
	Vale Overseas Ltd.	6.875%	11/10/39	7,015	8,023
	Vale SA	5.625%	9/11/42	18,115	18,364
	Westlake Chemical Corp.	4.625%	2/15/21	3,000	3,094
	Westlake Chemical Corp.	3.600%	8/15/26	18,200	18,236
	Westlake Chemical Corp.	5.000%	8/15/46	12,400	13,482
10	WestRock Co.	3.000%	9/15/24	5,475	5,457
10	WestRock Co.	3.375%	9/15/27	4,700	4,679
	Westrock MWV LLC	8.200%	1/15/30	5,804	8,107
	WestRock RKT Co.	4.450%	3/1/19	1,750	1,804
	WestRock RKT Co.	3.500%	3/1/20	2,000	2,048
	WestRock RKT Co.	4.900%	3/1/22	2,000	2,151
	WestRock RKT Co.	4.000%	3/1/23	3,500	3,685
	Weyerhaeuser Co.	7.375%	10/1/19	5,039	5,565
	Weyerhaeuser Co.	4.700%	3/15/21	445	474
	Weyerhaeuser Co.	3.250%	3/15/23	500	507
	Weyerhaeuser Co.	4.625%	9/15/23	8,125	8,874
	Weyerhaeuser Co.	8.500%	1/15/25	800	1,049
	Weyerhaeuser Co.	7.375%	3/15/32	3,625	5,010
	Weyerhaeuser Co.	6.875%	12/15/33	1,000	1,283
	Yamana Gold Inc.	4.950%	7/15/24	1,870	1,914
	Capital Goods (1.4%)
	3M Co.	2.000%	8/7/20	3,660	3,685
	3M Co.	1.625%	9/19/21	4,300	4,220
	3M Co.	2.000%	6/26/22	3,500	3,463
	3M Co.	2.250%	3/15/23	3,950	3,931
	3M Co.	3.000%	8/7/25	3,450	3,466
	3M Co.	2.250%	9/19/26	6,000	5,683
	3M Co.	2.875%	10/15/27	4,850	4,822
	3M Co.	6.375%	2/15/28	1,300	1,662
	3M Co.	5.700%	3/15/37	3,595	4,569
	3M Co.	3.125%	9/19/46	5,500	4,960
	3M Co.	3.625%	10/15/47	4,300	4,265
	The Timken Co.	3.875%	9/1/24	1,000	1,008
	ABB Finance USA Inc.	2.875%	5/8/22	4,860	4,950
	ABB Finance USA Inc.	4.375%	5/8/42	1,050	1,115
	Acuity Brands Lighting Inc.	6.000%	12/15/19	800	864
	Allegion plc	5.875%	9/15/23	1,174	1,269
	Allegion US Holding Co. Inc.	3.200%	10/1/24	1,000	991
	Allegion US Holding Co. Inc.	3.550%	10/1/27	3,000	2,972
	Bemis Co. Inc.	3.100%	9/15/26	2,400	2,331
	Boeing Capital Corp.	4.700%	10/27/19	4,875	5,159
	Boeing Co.	6.000%	3/15/19	4,750	5,034
	Boeing Co.	4.875%	2/15/20	5,365	5,748
	Boeing Co.	1.650%	10/30/20	4,190	4,156
	Boeing Co.	8.750%	8/15/21	290	359
	Boeing Co.	2.350%	10/30/21	2,000	2,018
	Boeing Co.	2.125%	3/1/22	4,900	4,896
	Boeing Co.	1.875%	6/15/23	5,000	4,878
	Boeing Co.	7.950%	8/15/24	1,335	1,757

Boeing Co.	2.850%	10/30/24	4,300	4,346
Boeing Co.	2.500%	3/1/25	580	568
Boeing Co.	7.250%	6/15/25	325	417
Boeing Co.	2.600%	10/30/25	5,000	4,945
Boeing Co.	2.250%	6/15/26	1,750	1,676
Boeing Co.	2.800%	3/1/27	2,250	2,236
Boeing Co.	6.125%	2/15/33	6,075	7,950
Boeing Co.	3.300%	3/1/35	2,000	1,908
Boeing Co.	6.625%	2/15/38	525	738
Boeing Co.	6.875%	3/15/39	1,615	2,339
Boeing Co.	5.875%	2/15/40	980	1,286
Boeing Co.	3.375%	6/15/46	4,000	3,799
Boeing Co.	3.650%	3/1/47	2,000	1,986
Carlisle Cos. Inc.	3.750%	11/15/22	1,650	1,690
Caterpillar Financial Services Corp.	1.800%	11/13/18	4,700	4,698
Caterpillar Financial Services Corp.	7.150%	2/15/19	10,490	11,234
Caterpillar Financial Services Corp.	1.350%	5/18/19	2,700	2,679
Caterpillar Financial Services Corp.	2.100%	6/9/19	2,152	2,162
Caterpillar Financial Services Corp.	2.250%	12/1/19	5,550	5,596
Caterpillar Financial Services Corp.	2.100%	1/10/20	6,500	6,496
Caterpillar Financial Services Corp.	2.000%	3/5/20	2,500	2,492
Caterpillar Financial Services Corp.	1.850%	9/4/20	9,500	9,420
Caterpillar Financial Services Corp.	2.500%	11/13/20	2,500	2,522
Caterpillar Financial Services Corp.	1.700%	8/9/21	11,800	11,551
Caterpillar Financial Services Corp.	2.750%	8/20/21	1,300	1,317
Caterpillar Financial Services Corp.	1.931%	10/1/21	8,038	7,927
Caterpillar Financial Services Corp.	2.850%	6/1/22	4,604	4,702
Caterpillar Financial Services Corp.	2.400%	6/6/22	16,900	16,889
Caterpillar Financial Services Corp.	2.625%	3/1/23	1,600	1,598
Caterpillar Financial Services Corp.	3.300%	6/9/24	4,175	4,295
Caterpillar Financial Services Corp.	3.250%	12/1/24	3,900	4,002
Caterpillar Financial Services Corp.	2.400%	8/9/26	2,300	2,200
Caterpillar Inc.	3.900%	5/27/21	6,447	6,828
Caterpillar Inc.	2.600%	6/26/22	5,000	5,048
Caterpillar Inc.	3.400%	5/15/24	10,500	10,948
Caterpillar Inc.	6.050%	8/15/36	8,816	11,471
Caterpillar Inc.	5.200%	5/27/41	4,772	5,783
Caterpillar Inc.	3.803%	8/15/42	15,054	15,306
Caterpillar Inc.	4.300%	5/15/44	3,950	4,307
Caterpillar Inc.	4.750%	5/15/64	850	949
Crane Co.	2.750%	12/15/18	2,000	2,015
Crane Co.	4.450%	12/15/23	5,690	5,974
CRH America Inc.	5.750%	1/15/21	3,415	3,749
Deere & Co.	2.600%	6/8/22	6,365	6,431
Deere & Co.	5.375%	10/16/29	4,095	4,963
Deere & Co.	8.100%	5/15/30	2,711	3,952
Deere & Co.	3.900%	6/9/42	3,562	3,683
Dover Corp.	4.300%	3/1/21	1,780	1,886
Dover Corp.	3.150%	11/15/25	10,000	10,177
Dover Corp.	6.600%	3/15/38	1,475	1,980
Dover Corp.	5.375%	3/1/41	795	966
Eaton Corp.	2.750%	11/2/22	13,425	13,486
Eaton Corp.	3.103%	9/15/27	6,275	6,173
Eaton Corp.	4.000%	11/2/32	5,350	5,563
Eaton Corp.	4.150%	11/2/42	1,050	1,055
Eaton Corp.	3.915%	9/15/47	3,800	3,724
Embraer Netherlands Finance BV	5.050%	6/15/25	6,400	6,835

	Embraer Netherlands Finance BV	5.400%	2/1/27	5,100	5,521
10	Embraer Overseas Ltd.	5.696%	9/16/23	3,340	3,627
	Embraer SA	5.150%	6/15/22	3,850	4,136
	Emerson Electric Co.	5.250%	10/15/18	2,200	2,281
	Emerson Electric Co.	4.875%	10/15/19	275	291
	Emerson Electric Co.	4.250%	11/15/20	1,307	1,390
	Emerson Electric Co.	2.625%	12/1/21	11,000	11,227
	Emerson Electric Co.	2.625%	2/15/23	3,450	3,455
	Emerson Electric Co.	3.150%	6/1/25	1,700	1,737
	Emerson Electric Co.	6.000%	8/15/32	925	1,158
	Emerson Electric Co.	5.250%	11/15/39	440	525
	Exelis Inc.	5.550%	10/1/21	175	194
	FLIR Systems Inc.	3.125%	6/15/21	1,500	1,515
	Flowserve Corp.	3.500%	9/15/22	13,705	13,795
	Flowserve Corp.	4.000%	11/15/23	4,575	4,678
	Fortive Corp.	1.800%	6/15/19	1,000	997
	Fortive Corp.	2.350%	6/15/21	5,097	5,064
	Fortive Corp.	3.150%	6/15/26	5,500	5,473
	Fortive Corp.	4.300%	6/15/46	7,625	7,881
	Fortune Brands Home & Security Inc.	3.000%	6/15/20	3,000	3,057
	Fortune Brands Home & Security Inc.	4.000%	6/15/25	1,200	1,246
	General Dynamics Corp.	3.875%	7/15/21	7,225	7,647
	General Dynamics Corp.	2.250%	11/15/22	6,822	6,807
	General Dynamics Corp.	1.875%	8/15/23	5,100	4,956
	General Dynamics Corp.	2.375%	11/15/24	7,000	6,878
	General Dynamics Corp.	2.125%	8/15/26	3,000	2,810
	General Dynamics Corp.	2.625%	11/15/27	4,800	4,642
	General Dynamics Corp.	3.600%	11/15/42	4,264	4,202
	General Electric Capital Corp.	6.000%	8/7/19	9,770	10,511
	General Electric Capital Corp.	2.100%	12/11/19	900	906
	General Electric Capital Corp.	5.500%	1/8/20	12,432	13,419
	General Electric Capital Corp.	2.200%	1/9/20	9,759	9,839
	General Electric Capital Corp.	5.550%	5/4/20	3,482	3,802
	General Electric Capital Corp.	4.375%	9/16/20	12,222	13,083
	General Electric Capital Corp.	4.625%	1/7/21	6,728	7,260
	General Electric Capital Corp.	5.300%	2/11/21	6,282	6,903
	General Electric Capital Corp.	4.650%	10/17/21	8,692	9,474
	General Electric Capital Corp.	3.150%	9/7/22	7,106	7,361
	General Electric Capital Corp.	3.100%	1/9/23	10,273	10,692
	General Electric Capital Corp.	6.750%	3/15/32	16,609	23,056
	General Electric Capital Corp.	6.150%	8/7/37	6,696	8,943
	General Electric Capital Corp.	5.875%	1/14/38	25,970	33,892
	General Electric Capital Corp.	6.875%	1/10/39	12,153	17,732
	General Electric Co.	2.700%	10/9/22	19,165	19,449
	General Electric Co.	3.375%	3/11/24	5,300	5,519
	General Electric Co.	3.450%	5/15/24	6,592	6,880
	General Electric Co.	4.125%	10/9/42	24,700	26,033
	General Electric Co.	4.500%	3/11/44	12,345	13,824
	Harris Corp.	2.700%	4/27/20	2,000	2,020
	Harris Corp.	4.400%	12/15/20	5,298	5,596
	Harris Corp.	3.832%	4/27/25	7,659	7,964
	Harris Corp.	4.854%	4/27/35	4,300	4,743
	Harris Corp.	6.150%	12/15/40	1,125	1,392
	Harris Corp.	5.054%	4/27/45	2,795	3,193
	Hexcel Corp.	4.700%	8/15/25	1,450	1,543
	Honeywell International Inc.	1.400%	10/30/19	4,300	4,269
	Honeywell International Inc.	4.250%	3/1/21	10,205	10,905

Honeywell International Inc.	1.850%	11/1/21	5,750	5,678
Honeywell International Inc.	3.350%	12/1/23	10,050	10,503
Honeywell International Inc.	2.500%	11/1/26	5,500	5,256
Honeywell International Inc.	5.700%	3/15/36	1,600	2,023
Honeywell International Inc.	5.700%	3/15/37	4,595	5,832
Honeywell International Inc.	5.375%	3/1/41	10,345	12,711
Hubbell Inc.	3.350%	3/1/26	2,800	2,830
Hubbell Inc.	3.150%	8/15/27	1,500	1,498
Illinois Tool Works Inc.	1.950%	3/1/19	3,400	3,407
Illinois Tool Works Inc.	6.250%	4/1/19	6,925	7,381
Illinois Tool Works Inc.	3.375%	9/15/21	1,895	1,972
Illinois Tool Works Inc.	3.500%	3/1/24	7,687	8,036
Illinois Tool Works Inc.	2.650%	11/15/26	9,800	9,556
Illinois Tool Works Inc.	4.875%	9/15/41	3,595	4,181
Illinois Tool Works Inc.	3.900%	9/1/42	11,217	11,416
Ingersoll-Rand Global Holding Co. Ltd.	2.875%	1/15/19	2,045	2,067
Ingersoll-Rand Global Holding Co. Ltd.	4.250%	6/15/23	12,575	13,533
Ingersoll-Rand Global Holding Co. Ltd.	5.750%	6/15/43	1,150	1,427
Ingersoll-Rand Luxembourg Finance SA	2.625%	5/1/20	2,000	2,018
Ingersoll-Rand Luxembourg Finance SA	3.550%	11/1/24	2,250	2,323
Ingersoll-Rand Luxembourg Finance SA	4.650%	11/1/44	4,700	5,087
John Deere Capital Corp.	1.650%	10/15/18	3,200	3,198
John Deere Capital Corp.	1.950%	12/13/18	4,783	4,796
John Deere Capital Corp.	1.950%	1/8/19	5,200	5,198
John Deere Capital Corp.	1.950%	3/4/19	3,100	3,111
John Deere Capital Corp.	2.250%	4/17/19	1,275	1,284
John Deere Capital Corp.	1.250%	10/9/19	11,550	11,401
John Deere Capital Corp.	1.700%	1/15/20	5,400	5,376
John Deere Capital Corp.	2.050%	3/10/20	5,400	5,417
John Deere Capital Corp.	2.200%	3/13/20	2,950	2,970
John Deere Capital Corp.	1.950%	6/22/20	4,000	4,002
John Deere Capital Corp.	2.450%	9/11/20	2,125	2,147
John Deere Capital Corp.	2.550%	1/8/21	8,650	8,738
John Deere Capital Corp.	2.800%	3/4/21	5,000	5,089
John Deere Capital Corp.	3.900%	7/12/21	8,268	8,745
John Deere Capital Corp.	3.150%	10/15/21	8,816	9,091
John Deere Capital Corp.	2.650%	1/6/22	7,450	7,542
John Deere Capital Corp.	2.750%	3/15/22	2,250	2,286
John Deere Capital Corp.	2.150%	9/8/22	10,000	9,873
John Deere Capital Corp.	2.800%	1/27/23	7,815	7,957
John Deere Capital Corp.	2.800%	3/6/23	10,450	10,606
John Deere Capital Corp.	3.350%	6/12/24	9,781	10,099
John Deere Capital Corp.	2.650%	6/24/24	3,000	2,981
John Deere Capital Corp.	3.400%	9/11/25	1,750	1,815
John Deere Capital Corp.	2.650%	6/10/26	2,000	1,952
John Deere Capital Corp.	2.800%	9/8/27	4,100	4,025
Johnson Controls International plc	5.000%	3/30/20	2,100	2,234
Johnson Controls International plc	4.250%	3/1/21	5,305	5,608
Johnson Controls International plc	3.750%	12/1/21	1,425	1,487
Johnson Controls International plc	3.625%	7/2/24	5,250	5,435
Johnson Controls International plc	3.900%	2/14/26	7,050	7,397
Johnson Controls International plc	6.000%	1/15/36	950	1,167
Johnson Controls International plc	5.700%	3/1/41	1,045	1,215
Johnson Controls International plc	4.625%	7/2/44	2,500	2,670
Johnson Controls International plc	5.125%	9/14/45	6,105	6,974
Johnson Controls International plc	4.500%	2/15/47	500	530
Johnson Controls International plc	4.950%	7/2/64	2,650	2,844

	Kennametal Inc.	2.650%	11/1/19	3,678	3,695
	Kennametal Inc.	3.875%	2/15/22	1,550	1,574
	Komatsu Mining Corp.	5.125%	10/15/21	1,500	1,646
	L3 Technologies Inc.	5.200%	10/15/19	6,555	6,967
	L3 Technologies Inc.	4.750%	7/15/20	7,350	7,853
	L3 Technologies Inc.	4.950%	2/15/21	7,100	7,605
	L3 Technologies Inc.	3.950%	5/28/24	1,030	1,077
	L3 Technologies Inc.	3.850%	12/15/26	5,500	5,675
	Lafarge SA	7.125%	7/15/36	2,900	3,734
	Leggett & Platt Inc.	3.800%	11/15/24	3,725	3,834
	Legrand France SA	8.500%	2/15/25	2,150	2,774
	Lennox International Inc.	3.000%	11/15/23	1,000	996
	Lockheed Martin Corp.	1.850%	11/23/18	4,450	4,452
	Lockheed Martin Corp.	4.250%	11/15/19	5,418	5,672
	Lockheed Martin Corp.	2.500%	11/23/20	7,570	7,680
	Lockheed Martin Corp.	3.350%	9/15/21	19,354	20,114
	Lockheed Martin Corp.	3.100%	1/15/23	7,230	7,434
	Lockheed Martin Corp.	2.900%	3/1/25	425	422
	Lockheed Martin Corp.	3.550%	1/15/26	15,950	16,454
	Lockheed Martin Corp.	3.600%	3/1/35	9,240	9,123
	Lockheed Martin Corp.	4.500%	5/15/36	2,600	2,834
	Lockheed Martin Corp.	6.150%	9/1/36	7,985	10,323
	Lockheed Martin Corp.	5.720%	6/1/40	3,226	3,987
	Lockheed Martin Corp.	4.850%	9/15/41	5,025	5,671
	Lockheed Martin Corp.	4.070%	12/15/42	2,000	2,035
	Lockheed Martin Corp.	3.800%	3/1/45	1,575	1,526
	Lockheed Martin Corp.	4.700%	5/15/46	15,250	17,033
10	Lockheed Martin Corp.	4.090%	9/15/52	6,786	6,762
	Martin Marietta Materials Inc.	4.250%	7/2/24	1,370	1,437
	Martin Marietta Materials Inc.	3.450%	6/1/27	3,125	3,099
	Masco Corp.	7.125%	3/15/20	583	649
	Masco Corp.	3.500%	4/1/21	2,730	2,807
	Masco Corp.	5.950%	3/15/22	583	656
	Masco Corp.	4.450%	4/1/25	4,700	4,994
	Masco Corp.	4.375%	4/1/26	4,300	4,547
	Masco Corp.	3.500%	11/15/27	2,550	2,519
	Masco Corp.	7.750%	8/1/29	561	736
	Masco Corp.	6.500%	8/15/32	54	63
	Masco Corp.	4.500%	5/15/47	5,000	5,000
	Mohawk Industries Inc.	3.850%	2/1/23	6,175	6,416
	Northrop Grumman Corp.	3.500%	3/15/21	4,650	4,819
	Northrop Grumman Corp.	3.250%	8/1/23	11,675	12,022
	Northrop Grumman Corp.	3.200%	2/1/27	10,000	10,021
	Northrop Grumman Corp.	5.050%	11/15/40	1,775	2,003
	Northrop Grumman Corp.	4.750%	6/1/43	2,940	3,232
	Northrop Grumman Corp.	3.850%	4/15/45	1,900	1,844
	Northrop Grumman Systems Corp.	7.750%	2/15/31	2,670	3,769
	Owens Corning	4.200%	12/15/22	10,765	11,412
	Owens Corning	3.400%	8/15/26	1,400	1,378
	Owens Corning	7.000%	12/1/36	3,752	4,823
	Owens Corning	4.300%	7/15/47	1,350	1,289
	Parker-Hannifin Corp.	3.500%	9/15/22	10,621	11,100
	Parker-Hannifin Corp.	3.300%	11/21/24	11,550	11,858
10	Parker-Hannifin Corp.	3.250%	3/1/27	10,600	10,648
	Parker-Hannifin Corp.	4.200%	11/21/34	2,800	2,951
	Parker-Hannifin Corp.	6.250%	5/15/38	550	727
	Parker-Hannifin Corp.	4.450%	11/21/44	4,850	5,210

10	Parker-Hannifin Corp.	4.100%	3/1/47	3,500	3,579
	Pentair Finance SA	2.650%	12/1/19	1,750	1,749
	Precision Castparts Corp.	2.250%	6/15/20	1,270	1,281
	Precision Castparts Corp.	2.500%	1/15/23	23,770	23,799
	Precision Castparts Corp.	3.250%	6/15/25	10,550	10,737
	Precision Castparts Corp.	4.200%	6/15/35	1,250	1,312
	Precision Castparts Corp.	3.900%	1/15/43	6,075	6,144
	Precision Castparts Corp.	4.375%	6/15/45	5,962	6,530
	Raytheon Co.	4.400%	2/15/20	500	528
	Raytheon Co.	3.125%	10/15/20	8,475	8,757
	Raytheon Co.	2.500%	12/15/22	12,075	12,154
	Raytheon Co.	3.150%	12/15/24	2,300	2,332
	Raytheon Co.	7.200%	8/15/27	2,010	2,703
	Raytheon Co.	4.875%	10/15/40	450	526
	Raytheon Co.	4.700%	12/15/41	6,350	7,304
	Raytheon Co.	4.200%	12/15/44	2,900	3,122
	Republic Services Inc.	5.500%	9/15/19	6,320	6,735
	Republic Services Inc.	5.000%	3/1/20	5,300	5,645
	Republic Services Inc.	5.250%	11/15/21	8,838	9,749
	Republic Services Inc.	3.550%	6/1/22	475	495
	Republic Services Inc.	4.750%	5/15/23	525	580
	Republic Services Inc.	3.200%	3/15/25	1,500	1,512
	Republic Services Inc.	2.900%	7/1/26	8,525	8,335
	Republic Services Inc.	6.200%	3/1/40	3,440	4,475
	Republic Services Inc.	5.700%	5/15/41	5,475	6,736
	Rockwell Automation Inc.	2.050%	3/1/20	3,800	3,798
	Rockwell Collins Inc.	1.950%	7/15/19	500	500
	Rockwell Collins Inc.	5.250%	7/15/19	275	290
	Rockwell Collins Inc.	3.100%	11/15/21	1,000	1,016
	Rockwell Collins Inc.	2.800%	3/15/22	7,000	7,057
	Rockwell Collins Inc.	3.700%	12/15/23	2,775	2,890
	Rockwell Collins Inc.	3.200%	3/15/24	12,000	12,165
	Rockwell Collins Inc.	3.500%	3/15/27	11,500	11,654
	Rockwell Collins Inc.	4.800%	12/15/43	1,250	1,373
	Rockwell Collins Inc.	4.350%	4/15/47	8,575	8,924
	Roper Technologies Inc.	2.050%	10/1/18	7,850	7,854
	Roper Technologies Inc.	6.250%	9/1/19	5,500	5,916
	Roper Technologies Inc.	3.000%	12/15/20	100	102
	Roper Technologies Inc.	2.800%	12/15/21	10,480	10,578
	Roper Technologies Inc.	3.125%	11/15/22	400	406
	Roper Technologies Inc.	3.850%	12/15/25	1,925	1,983
	Roper Technologies Inc.	3.800%	12/15/26	6,160	6,337
	Snap-on Inc.	6.125%	9/1/21	3,135	3,572
	Snap-on Inc.	3.250%	3/1/27	1,900	1,923
	Sonoco Products Co.	5.750%	11/1/40	4,085	4,768
	Spirit AeroSystems Inc.	5.250%	3/15/22	2,250	2,329
	Spirit AeroSystems Inc.	3.850%	6/15/26	8,680	8,696
	Stanley Black & Decker Inc.	1.622%	11/17/18	3,000	2,989
	Stanley Black & Decker Inc.	2.451%	11/17/18	3,500	3,523
	Stanley Black & Decker Inc.	3.400%	12/1/21	4,075	4,235
	Stanley Black & Decker Inc.	2.900%	11/1/22	3,000	3,035
	Textron Inc.	4.300%	3/1/24	2,675	2,833
	Textron Inc.	3.875%	3/1/25	2,600	2,688
	Textron Inc.	4.000%	3/15/26	11,100	11,500
	Textron Inc.	3.650%	3/15/27	1,750	1,754
	Textron Inc.	3.375%	3/1/28	4,000	3,953
	United Technologies Corp.	1.500%	11/1/19	4,000	3,973

United Technologies Corp.	4.500%	4/15/20	7,255	7,673
United Technologies Corp.	1.900%	5/4/20	8,600	8,578
United Technologies Corp.	1.950%	11/1/21	10,750	10,582
United Technologies Corp.	3.100%	6/1/22	14,043	14,396
United Technologies Corp.	2.800%	5/4/24	10,500	10,510
United Technologies Corp.	2.650%	11/1/26	4,075	3,923
United Technologies Corp.	3.125%	5/4/27	6,350	6,304
United Technologies Corp.	6.700%	8/1/28	325	424
United Technologies Corp.	7.500%	9/15/29	3,775	5,233
United Technologies Corp.	5.400%	5/1/35	700	824
United Technologies Corp.	6.050%	6/1/36	4,815	6,075
United Technologies Corp.	6.125%	7/15/38	10,950	14,050
United Technologies Corp.	5.700%	4/15/40	9,325	11,634
United Technologies Corp.	4.500%	6/1/42	23,840	25,582
United Technologies Corp.	4.150%	5/15/45	8,400	8,582
United Technologies Corp.	3.750%	11/1/46	12,200	11,761
United Technologies Corp.	4.050%	5/4/47	2,100	2,115
Vulcan Materials Co.	7.500%	6/15/21	3,680	4,299
Vulcan Materials Co.	4.500%	4/1/25	2,750	2,922
Vulcan Materials Co.	4.500%	6/15/47	6,455	6,508
Wabtec Corp.	3.450%	11/15/26	4,200	4,128
Waste Management Inc.	4.750%	6/30/20	4,700	5,030
Waste Management Inc.	4.600%	3/1/21	6,425	6,880
Waste Management Inc.	2.400%	5/15/23	4,825	4,766
Waste Management Inc.	3.500%	5/15/24	5,785	6,009
Waste Management Inc.	3.125%	3/1/25	7,785	7,878
Waste Management Inc.	3.900%	3/1/35	3,785	3,926
Waste Management Inc.	4.100%	3/1/45	6,250	6,557
WW Grainger Inc.	4.600%	6/15/45	11,325	12,102
WW Grainger Inc.	3.750%	5/15/46	2,300	2,184
Xylem Inc.	3.250%	11/1/26	1,800	1,792
Xylem Inc.	4.375%	11/1/46	3,180	3,306
Communication (2.7%)
21st Century Fox America Inc.	6.900%	3/1/19	4,090	4,359
21st Century Fox America Inc.	4.500%	2/15/21	6,125	6,538
21st Century Fox America Inc.	3.000%	9/15/22	27,214	27,660
21st Century Fox America Inc.	4.000%	10/1/23	825	873
21st Century Fox America Inc.	3.700%	9/15/24	5,500	5,714
21st Century Fox America Inc.	3.700%	10/15/25	3,000	3,085
21st Century Fox America Inc.	3.375%	11/15/26	8,000	8,001
21st Century Fox America Inc.	6.550%	3/15/33	2,365	3,002
21st Century Fox America Inc.	6.200%	12/15/34	6,250	7,735
21st Century Fox America Inc.	6.400%	12/15/35	13,100	16,606
21st Century Fox America Inc.	8.150%	10/17/36	275	407
21st Century Fox America Inc.	6.150%	3/1/37	7,250	8,993
21st Century Fox America Inc.	6.650%	11/15/37	6,250	8,174
21st Century Fox America Inc.	6.900%	8/15/39	2,275	3,069
21st Century Fox America Inc.	6.150%	2/15/41	8,925	11,191
21st Century Fox America Inc.	5.400%	10/1/43	4,833	5,619
21st Century Fox America Inc.	4.750%	9/15/44	4,740	5,014
21st Century Fox America Inc.	4.950%	10/15/45	300	329
21st Century Fox America Inc.	7.750%	12/1/45	3,150	4,701
21st Century Fox America Inc.	4.750%	11/15/46	3,000	3,202
Activision Blizzard Inc.	2.300%	9/15/21	5,500	5,468
Activision Blizzard Inc.	2.600%	6/15/22	4,200	4,192
Activision Blizzard Inc.	3.400%	9/15/26	13,960	14,117

Activision Blizzard Inc.	3.400%	6/15/27	4,500	4,524
Activision Blizzard Inc.	4.500%	6/15/47	5,975	6,094
America Movil SAB de CV	5.000%	10/16/19	5,700	6,041
America Movil SAB de CV	5.000%	3/30/20	17,168	18,317
America Movil SAB de CV	3.125%	7/16/22	12,825	13,123
America Movil SAB de CV	6.375%	3/1/35	6,475	8,072
America Movil SAB de CV	6.125%	11/15/37	2,100	2,551
America Movil SAB de CV	6.125%	3/30/40	17,240	21,036
America Movil SAB de CV	4.375%	7/16/42	9,000	9,197
American Tower Corp.	5.050%	9/1/20	1,200	1,293
American Tower Corp.	3.300%	2/15/21	3,750	3,838
American Tower Corp.	3.450%	9/15/21	7,650	7,891
American Tower Corp.	5.900%	11/1/21	8,040	9,019
American Tower Corp.	2.250%	1/15/22	3,000	2,938
American Tower Corp.	4.700%	3/15/22	5,000	5,403
American Tower Corp.	3.500%	1/31/23	21,325	21,998
American Tower Corp.	5.000%	2/15/24	10,100	11,131
American Tower Corp.	4.000%	6/1/25	5,750	5,943
American Tower Corp.	4.400%	2/15/26	2,000	2,113
American Tower Corp.	3.375%	10/15/26	1,500	1,478
American Tower Corp.	3.125%	1/15/27	4,075	3,900
American Tower Corp.	3.550%	7/15/27	7,625	7,517
Ameritech Capital Funding Corp.	6.550%	1/15/28	500	583
AT&T Corp.	8.250%	11/15/31	5,035	7,028
AT&T Inc.	2.375%	11/27/18	11,800	11,891
AT&T Inc.	5.800%	2/15/19	8,900	9,363
AT&T Inc.	2.300%	3/11/19	5,275	5,307
AT&T Inc.	5.875%	10/1/19	7,000	7,521
AT&T Inc.	5.200%	3/15/20	9,080	9,728
AT&T Inc.	2.450%	6/30/20	21,375	21,499
AT&T Inc.	4.600%	2/15/21	7,075	7,520
AT&T Inc.	5.000%	3/1/21	27,150	29,352
AT&T Inc.	4.450%	5/15/21	5,590	5,948
AT&T Inc.	3.875%	8/15/21	13,683	14,334
AT&T Inc.	3.000%	2/15/22	13,775	13,919
AT&T Inc.	3.200%	3/1/22	10,825	11,019
AT&T Inc.	3.800%	3/15/22	10,550	10,991
AT&T Inc.	3.000%	6/30/22	19,500	19,685
AT&T Inc.	2.625%	12/1/22	10,350	10,237
AT&T Inc.	2.850%	2/14/23	13,000	12,920
AT&T Inc.	3.600%	2/17/23	28,525	29,347
AT&T Inc.	3.800%	3/1/24	4,700	4,836
AT&T Inc.	4.450%	4/1/24	8,654	9,188
AT&T Inc.	3.400%	8/14/24	22,600	22,594
AT&T Inc.	3.950%	1/15/25	9,975	10,239
AT&T Inc.	3.400%	5/15/25	39,938	39,400
AT&T Inc.	4.125%	2/17/26	8,826	9,059
AT&T Inc.	4.250%	3/1/27	23,650	24,327
AT&T Inc.	3.900%	8/14/27	37,775	37,824
AT&T Inc.	6.450%	6/15/34	2,670	3,145
AT&T Inc.	4.500%	5/15/35	17,800	17,545
AT&T Inc.	5.250%	3/1/37	23,838	25,030
AT&T Inc.	4.900%	8/14/37	37,750	38,182
AT&T Inc.	6.500%	9/1/37	5,156	6,154
AT&T Inc.	6.300%	1/15/38	5,340	6,256
AT&T Inc.	6.550%	2/15/39	9,665	11,618
AT&T Inc.	6.350%	3/15/40	8,650	10,073

	AT&T Inc.	6.000%	8/15/40	675	760
	AT&T Inc.	5.350%	9/1/40	21,653	22,651
	AT&T Inc.	6.375%	3/1/41	7,775	9,086
	AT&T Inc.	5.550%	8/15/41	6,100	6,556
	AT&T Inc.	5.150%	3/15/42	10,650	10,890
	AT&T Inc.	4.300%	12/15/42	14,686	13,701
	AT&T Inc.	4.800%	6/15/44	20,550	19,978
	AT&T Inc.	4.350%	6/15/45	31,558	28,633
	AT&T Inc.	4.750%	5/15/46	25,833	24,857
	AT&T Inc.	5.650%	2/15/47	9,125	9,871
	AT&T Inc.	5.450%	3/1/47	18,150	19,171
	AT&T Inc.	4.500%	3/9/48	32,008	29,475
	AT&T Inc.	4.550%	3/9/49	5,238	4,828
	AT&T Inc.	5.150%	2/14/50	38,175	38,417
	AT&T Inc.	5.700%	3/1/57	9,625	10,358
	AT&T Inc.	5.300%	8/14/58	22,500	22,727
	AT&T Mobility LLC	7.125%	12/15/31	1,800	2,304
	Bellsouth Capital Funding Corp.	7.875%	2/15/30	4,832	6,457
	BellSouth LLC	6.875%	10/15/31	3,211	3,837
	BellSouth LLC	6.550%	6/15/34	528	620
	BellSouth LLC	6.000%	11/15/34	344	378
	BellSouth Telecommunications LLC	6.375%	6/1/28	3,450	4,030
	British Telecommunications plc	2.350%	2/14/19	6,575	6,615
	British Telecommunications plc	9.125%	12/15/30	19,250	29,024
	CBS Corp.	2.300%	8/15/19	7,075	7,115
	CBS Corp.	5.750%	4/15/20	12,390	13,474
	CBS Corp.	4.300%	2/15/21	4,150	4,382
	CBS Corp.	3.375%	3/1/22	1,000	1,033
	CBS Corp.	2.500%	2/15/23	6,500	6,386
	CBS Corp.	3.700%	8/15/24	1,175	1,205
	CBS Corp.	3.500%	1/15/25	4,500	4,568
	CBS Corp.	4.000%	1/15/26	3,000	3,097
	CBS Corp.	2.900%	1/15/27	17,025	16,073
	CBS Corp.	3.375%	2/15/28	5,000	4,872
	CBS Corp.	7.875%	7/30/30	25	34
	CBS Corp.	5.900%	10/15/40	2,525	2,980
	CBS Corp.	4.850%	7/1/42	9,943	10,460
	CBS Corp.	4.900%	8/15/44	6,070	6,398
	CBS Corp.	4.600%	1/15/45	2,000	2,041
	CC Holdings GS V LLC / Crown Castle GS III
	Corp.	3.849%	4/15/23	13,900	14,502
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	3.579%	7/23/20	14,275	14,650
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.464%	7/23/22	23,205	24,465
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.908%	7/23/25	40,800	43,532
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	3.750%	2/15/28	7,675	7,472
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	4.200%	3/15/28	4,225	4,273
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	6.384%	10/23/35	16,665	19,453
	Charter Communications Operating LLC /
	Charter Communications Operating Capital	6.484%	10/23/45	26,805	31,422
10	Charter Communications Operating LLC /
	Charter Communications Operating Capital	5.375%	5/1/47	19,050	19,694

Charter Communications Operating LLC /
Charter Communications Operating Capital	6.834%	10/23/55	2,675	3,242
Comcast Cable Communications Holdings Inc.	9.455%	11/15/22	2,000	2,652
Comcast Corp.	5.700%	7/1/19	12,436	13,252
Comcast Corp.	5.150%	3/1/20	4,555	4,892
Comcast Corp.	1.625%	1/15/22	1,650	1,606
Comcast Corp.	3.125%	7/15/22	12,765	13,219
Comcast Corp.	2.850%	1/15/23	540	548
Comcast Corp.	2.750%	3/1/23	14,625	14,732
Comcast Corp.	3.000%	2/1/24	23,000	23,273
Comcast Corp.	3.600%	3/1/24	4,175	4,374
Comcast Corp.	3.375%	2/15/25	7,100	7,278
Comcast Corp.	3.375%	8/15/25	10,425	10,709
Comcast Corp.	3.150%	3/1/26	20,000	20,024
Comcast Corp.	2.350%	1/15/27	6,490	6,048
Comcast Corp.	3.300%	2/1/27	15,560	15,730
Comcast Corp.	3.150%	2/15/28	14,525	14,408
Comcast Corp.	4.250%	1/15/33	11,700	12,560
Comcast Corp.	7.050%	3/15/33	2,150	2,934
Comcast Corp.	4.200%	8/15/34	9,825	10,387
Comcast Corp.	5.650%	6/15/35	3,900	4,756
Comcast Corp.	4.400%	8/15/35	17,830	19,258
Comcast Corp.	6.500%	11/15/35	13,300	17,619
Comcast Corp.	3.200%	7/15/36	8,125	7,632
Comcast Corp.	6.450%	3/15/37	6,825	9,104
Comcast Corp.	6.950%	8/15/37	11,250	15,655
Comcast Corp.	6.400%	5/15/38	6,125	8,197
Comcast Corp.	6.550%	7/1/39	1,750	2,379
Comcast Corp.	6.400%	3/1/40	9,050	12,067
Comcast Corp.	4.650%	7/15/42	14,325	15,853
Comcast Corp.	4.500%	1/15/43	1,950	2,075
Comcast Corp.	4.750%	3/1/44	2,580	2,882
Comcast Corp.	4.600%	8/15/45	13,125	14,489
Comcast Corp.	3.400%	7/15/46	19,325	17,727
Comcast Corp.	4.000%	8/15/47	6,100	6,205
Crown Castle International Corp.	3.400%	2/15/21	12,675	13,047
Crown Castle International Corp.	2.250%	9/1/21	3,858	3,812
Crown Castle International Corp.	4.875%	4/15/22	1,500	1,631
Crown Castle International Corp.	5.250%	1/15/23	18,540	20,483
Crown Castle International Corp.	3.200%	9/1/24	7,225	7,192
Crown Castle International Corp.	4.450%	2/15/26	11,150	11,801
Crown Castle International Corp.	3.700%	6/15/26	8,510	8,564
Crown Castle International Corp.	3.650%	9/1/27	8,750	8,740
Crown Castle International Corp.	4.750%	5/15/47	2,525	2,578
Deutsche Telekom International Finance BV	6.000%	7/8/19	5,425	5,777
Deutsche Telekom International Finance BV	8.750%	6/15/30	28,942	42,484
Discovery Communications LLC	5.625%	8/15/19	2,167	2,304
Discovery Communications LLC	2.200%	9/20/19	3,800	3,812
Discovery Communications LLC	4.375%	6/15/21	1,420	1,499
Discovery Communications LLC	3.300%	5/15/22	3,725	3,762
Discovery Communications LLC	2.950%	3/20/23	9,000	8,984
Discovery Communications LLC	3.250%	4/1/23	1,325	1,327
Discovery Communications LLC	3.800%	3/13/24	5,400	5,564
Discovery Communications LLC	3.450%	3/15/25	2,250	2,206
Discovery Communications LLC	4.900%	3/11/26	12,000	12,808
Discovery Communications LLC	3.950%	3/20/28	13,075	12,993
Discovery Communications LLC	5.000%	9/20/37	9,487	9,679

Discovery Communications LLC	6.350%	6/1/40	3,860	4,464
Discovery Communications LLC	4.950%	5/15/42	3,800	3,726
Discovery Communications LLC	4.875%	4/1/43	7,250	7,050
Discovery Communications LLC	5.200%	9/20/47	9,921	10,025
Electronic Arts Inc.	3.700%	3/1/21	7,800	8,116
Electronic Arts Inc.	4.800%	3/1/26	4,100	4,535
Grupo Televisa SAB	6.625%	3/18/25	1,475	1,754
Grupo Televisa SAB	4.625%	1/30/26	7,270	7,762
Grupo Televisa SAB	8.500%	3/11/32	275	373
Grupo Televisa SAB	6.625%	1/15/40	4,795	5,804
Grupo Televisa SAB	5.000%	5/13/45	8,325	8,336
Grupo Televisa SAB	6.125%	1/31/46	6,950	8,043
Historic TW Inc.	9.150%	2/1/23	2,425	3,116
Historic TW Inc.	6.625%	5/15/29	1,849	2,307
Interpublic Group of Cos. Inc.	3.750%	2/15/23	9,696	10,047
Interpublic Group of Cos. Inc.	4.200%	4/15/24	9,070	9,517
Koninklijke KPN NV	8.375%	10/1/30	5,200	7,267
Moody's Corp.	5.500%	9/1/20	3,638	3,966
Moody's Corp.	2.750%	12/15/21	2,684	2,703
Moody's Corp.	4.500%	9/1/22	19,758	21,351
Moody's Corp.	4.875%	2/15/24	3,750	4,117
Moody's Corp.	5.250%	7/15/44	6,815	7,960
NBCUniversal Media LLC	5.150%	4/30/20	14,618	15,787
NBCUniversal Media LLC	4.375%	4/1/21	15,045	16,122
NBCUniversal Media LLC	2.875%	1/15/23	14,099	14,293
NBCUniversal Media LLC	6.400%	4/30/40	8,550	11,521
NBCUniversal Media LLC	5.950%	4/1/41	3,370	4,365
NBCUniversal Media LLC	4.450%	1/15/43	13,675	14,403
New Cingular Wireless Services Inc.	8.750%	3/1/31	1,370	1,980
Omnicom Group Inc.	4.450%	8/15/20	3,850	4,089
Omnicom Group Inc.	3.625%	5/1/22	11,726	12,208
Omnicom Group Inc.	3.650%	11/1/24	3,900	3,980
Omnicom Group Inc.	3.600%	4/15/26	13,550	13,636
Orange SA	2.750%	2/6/19	5,650	5,720
Orange SA	5.375%	7/8/19	6,975	7,374
Orange SA	1.625%	11/3/19	9,300	9,239
Orange SA	4.125%	9/14/21	10,660	11,359
Orange SA	9.000%	3/1/31	14,790	22,360
Orange SA	5.375%	1/13/42	9,100	10,685
Orange SA	5.500%	2/6/44	7,870	9,390
Pacific Bell Telephone Co.	7.125%	3/15/26	425	522
Qwest Corp.	6.750%	12/1/21	6,890	7,522
Qwest Corp.	6.875%	9/15/33	6,135	5,982
RELX Capital Inc.	3.125%	10/15/22	6,809	6,965
Rogers Communications Inc.	3.000%	3/15/23	1,275	1,287
Rogers Communications Inc.	4.100%	10/1/23	6,350	6,760
Rogers Communications Inc.	3.625%	12/15/25	5,235	5,359
Rogers Communications Inc.	2.900%	11/15/26	3,700	3,569
Rogers Communications Inc.	7.500%	8/15/38	300	416
Rogers Communications Inc.	4.500%	3/15/43	3,760	3,959
Rogers Communications Inc.	5.000%	3/15/44	7,302	8,266
S&P Global Inc.	3.300%	8/14/20	4,700	4,801
S&P Global Inc.	4.000%	6/15/25	5,200	5,441
S&P Global Inc.	4.400%	2/15/26	7,825	8,412
S&P Global Inc.	2.950%	1/22/27	9,500	9,100
S&P Global Inc.	6.550%	11/15/37	1,700	2,206
Scripps Networks Interactive Inc.	2.750%	11/15/19	4,525	4,567

Scripps Networks Interactive Inc.	2.800%	6/15/20	4,000	4,030
Scripps Networks Interactive Inc.	3.500%	6/15/22	2,900	2,960
Scripps Networks Interactive Inc.	3.900%	11/15/24	3,775	3,847
Scripps Networks Interactive Inc.	3.950%	6/15/25	3,940	3,994
TCI Communications Inc.	7.875%	2/15/26	1,675	2,226
TCI Communications Inc.	7.125%	2/15/28	725	951
Telefonica Emisiones SAU	5.877%	7/15/19	13,400	14,186
Telefonica Emisiones SAU	5.462%	2/16/21	540	590
Telefonica Emisiones SAU	4.570%	4/27/23	13,475	14,671
Telefonica Emisiones SAU	4.103%	3/8/27	13,100	13,408
Telefonica Emisiones SAU	7.045%	6/20/36	14,760	19,609
Telefonica Emisiones SAU	5.213%	3/8/47	18,630	20,079
Telefonica Europe BV	8.250%	9/15/30	7,100	10,001
TELUS Corp.	2.800%	2/16/27	8,525	8,004
Thomson Reuters Corp.	4.700%	10/15/19	1,525	1,598
Thomson Reuters Corp.	3.950%	9/30/21	5,125	5,353
Thomson Reuters Corp.	4.300%	11/23/23	4,575	4,878
Thomson Reuters Corp.	3.850%	9/29/24	13,700	14,312
Thomson Reuters Corp.	3.350%	5/15/26	150	150
Thomson Reuters Corp.	5.500%	8/15/35	3,075	3,418
Thomson Reuters Corp.	5.850%	4/15/40	10,445	12,217
Thomson Reuters Corp.	4.500%	5/23/43	100	100
Thomson Reuters Corp.	5.650%	11/23/43	8,125	9,525
Time Warner Cable LLC	8.750%	2/14/19	9,600	10,427
Time Warner Cable LLC	8.250%	4/1/19	12,550	13,645
Time Warner Cable LLC	5.000%	2/1/20	5,220	5,508
Time Warner Cable LLC	4.125%	2/15/21	5,306	5,509
Time Warner Cable LLC	4.000%	9/1/21	7,300	7,568
Time Warner Cable LLC	6.550%	5/1/37	10,945	12,791
Time Warner Cable LLC	7.300%	7/1/38	14,408	17,987
Time Warner Cable LLC	6.750%	6/15/39	12,237	14,509
Time Warner Cable LLC	5.875%	11/15/40	8,075	8,829
Time Warner Cable LLC	5.500%	9/1/41	15,275	15,892
Time Warner Cable LLC	4.500%	9/15/42	2,725	2,578
Time Warner Cos. Inc.	7.570%	2/1/24	3,825	4,742
Time Warner Cos. Inc.	6.950%	1/15/28	7,400	9,251
Time Warner Entertainment Co. LP	8.375%	7/15/33	3,650	4,959
Time Warner Inc.	2.100%	6/1/19	3,450	3,448
Time Warner Inc.	4.875%	3/15/20	10,510	11,169
Time Warner Inc.	4.700%	1/15/21	7,050	7,523
Time Warner Inc.	4.750%	3/29/21	7,975	8,561
Time Warner Inc.	4.000%	1/15/22	3,426	3,594
Time Warner Inc.	3.400%	6/15/22	6,001	6,189
Time Warner Inc.	4.050%	12/15/23	525	554
Time Warner Inc.	3.550%	6/1/24	200	203
Time Warner Inc.	3.600%	7/15/25	14,950	14,986
Time Warner Inc.	3.875%	1/15/26	7,650	7,764
Time Warner Inc.	3.800%	2/15/27	10,250	10,239
Time Warner Inc.	7.625%	4/15/31	12,850	17,448
Time Warner Inc.	7.700%	5/1/32	3,450	4,764
Time Warner Inc.	6.200%	3/15/40	950	1,116
Time Warner Inc.	6.100%	7/15/40	10,000	11,697
Time Warner Inc.	6.250%	3/29/41	5,275	6,304
Time Warner Inc.	5.375%	10/15/41	295	317
Time Warner Inc.	4.900%	6/15/42	3,849	3,871
Time Warner Inc.	5.350%	12/15/43	10,550	11,345
Time Warner Inc.	4.650%	6/1/44	4,900	4,762

	Time Warner Inc.	4.850%	7/15/45	1,000	1,017
	Verizon Communications Inc.	2.625%	2/21/20	6,999	7,097
	Verizon Communications Inc.	4.500%	9/15/20	33,400	35,830
	Verizon Communications Inc.	3.450%	3/15/21	6,775	7,013
	Verizon Communications Inc.	4.600%	4/1/21	7,810	8,422
	Verizon Communications Inc.	1.750%	8/15/21	6,725	6,580
	Verizon Communications Inc.	3.000%	11/1/21	11,358	11,548
	Verizon Communications Inc.	3.500%	11/1/21	8,335	8,642
	Verizon Communications Inc.	2.946%	3/15/22	23,881	24,282
	Verizon Communications Inc.	3.125%	3/16/22	13,590	13,920
	Verizon Communications Inc.	2.450%	11/1/22	15,375	15,248
	Verizon Communications Inc.	5.150%	9/15/23	42,925	48,157
	Verizon Communications Inc.	4.150%	3/15/24	15,450	16,342
	Verizon Communications Inc.	3.500%	11/1/24	25,775	26,271
10	Verizon Communications Inc.	3.376%	2/15/25	30,401	30,553
	Verizon Communications Inc.	2.625%	8/15/26	16,935	15,871
	Verizon Communications Inc.	4.125%	3/16/27	28,250	29,467
	Verizon Communications Inc.	4.500%	8/10/33	25,000	25,571
	Verizon Communications Inc.	4.400%	11/1/34	27,183	27,315
	Verizon Communications Inc.	4.272%	1/15/36	23,564	23,072
	Verizon Communications Inc.	5.250%	3/16/37	32,000	35,092
	Verizon Communications Inc.	4.812%	3/15/39	13,000	13,446
	Verizon Communications Inc.	4.750%	11/1/41	10,725	10,772
	Verizon Communications Inc.	3.850%	11/1/42	13,475	11,853
	Verizon Communications Inc.	4.125%	8/15/46	17,150	15,576
	Verizon Communications Inc.	4.862%	8/21/46	33,955	34,605
	Verizon Communications Inc.	5.500%	3/16/47	11,400	12,652
	Verizon Communications Inc.	4.522%	9/15/48	37,546	36,346
	Verizon Communications Inc.	5.012%	4/15/49	32,482	33,472
	Verizon Communications Inc.	5.012%	8/21/54	41,827	41,844
	Verizon Communications Inc.	4.672%	3/15/55	34,170	32,562
	Viacom Inc.	5.625%	9/15/19	4,520	4,811
	Viacom Inc.	3.875%	12/15/21	3,890	3,985
	Viacom Inc.	4.250%	9/1/23	21,275	21,783
	Viacom Inc.	3.875%	4/1/24	8,050	8,051
	Viacom Inc.	3.450%	10/4/26	5,535	5,285
	Viacom Inc.	4.850%	12/15/34	5,320	5,006
	Viacom Inc.	6.875%	4/30/36	4,335	4,808
	Viacom Inc.	4.375%	3/15/43	13,625	11,740
	Viacom Inc.	5.850%	9/1/43	7,785	7,921
	Viacom Inc.	5.250%	4/1/44	850	810
	Vodafone Group plc	5.450%	6/10/19	10,300	10,860
	Vodafone Group plc	4.375%	3/16/21	3,568	3,798
	Vodafone Group plc	2.500%	9/26/22	6,250	6,237
	Vodafone Group plc	2.950%	2/19/23	10,025	10,157
	Vodafone Group plc	7.875%	2/15/30	2,388	3,205
	Vodafone Group plc	6.250%	11/30/32	2,675	3,204
	Vodafone Group plc	6.150%	2/27/37	6,920	8,459
	Vodafone Group plc	4.375%	2/19/43	20,330	20,378
	Walt Disney Co.	1.650%	1/8/19	2,750	2,749
	Walt Disney Co.	1.850%	5/30/19	6,300	6,316
	Walt Disney Co.	0.875%	7/12/19	4,600	4,529
	Walt Disney Co.	1.950%	3/4/20	4,000	4,011
	Walt Disney Co.	1.800%	6/5/20	5,825	5,804
	Walt Disney Co.	2.150%	9/17/20	4,450	4,482
	Walt Disney Co.	2.300%	2/12/21	1,800	1,816
	Walt Disney Co.	2.750%	8/16/21	1,000	1,019

	Walt Disney Co.	2.550%	2/15/22	3,000	3,032
	Walt Disney Co.	2.450%	3/4/22	3,000	3,025
	Walt Disney Co.	2.350%	12/1/22	4,300	4,295
	Walt Disney Co.	3.150%	9/17/25	3,800	3,874
	Walt Disney Co.	3.000%	2/13/26	6,250	6,285
	Walt Disney Co.	1.850%	7/30/26	17,600	16,191
	Walt Disney Co.	2.950%	6/15/27	5,000	4,977
	Walt Disney Co.	7.000%	3/1/32	1,875	2,651
	Walt Disney Co.	4.375%	8/16/41	600	645
	Walt Disney Co.	4.125%	12/1/41	9,933	10,329
	Walt Disney Co.	3.700%	12/1/42	8,650	8,539
	Walt Disney Co.	4.125%	6/1/44	7,775	8,143
	WPP Finance 2010	4.750%	11/21/21	17,962	19,273
	WPP Finance 2010	3.625%	9/7/22	2,500	2,589
	WPP Finance 2010	3.750%	9/19/24	3,325	3,402
	WPP Finance 2010	5.125%	9/7/42	700	727
	WPP Finance 2010	5.625%	11/15/43	4,750	5,283
	Consumer Cyclical (2.0%)
	Advance Auto Parts Inc.	5.750%	5/1/20	1,475	1,589
	Advance Auto Parts Inc.	4.500%	1/15/22	325	344
	Advance Auto Parts Inc.	4.500%	12/1/23	1,850	1,930
	Alibaba Group Holding Ltd.	2.500%	11/28/19	12,300	12,390
	Alibaba Group Holding Ltd.	3.125%	11/28/21	9,585	9,769
	Alibaba Group Holding Ltd.	3.600%	11/28/24	16,940	17,541
	Alibaba Group Holding Ltd.	4.500%	11/28/34	3,870	4,250
	Amazon.com Inc.	2.600%	12/5/19	6,650	6,772
10	Amazon.com Inc.	1.900%	8/21/20	11,500	11,526
	Amazon.com Inc.	3.300%	12/5/21	20,610	21,471
	Amazon.com Inc.	2.500%	11/29/22	4,300	4,328
10	Amazon.com Inc.	2.400%	2/22/23	12,050	12,029
10	Amazon.com Inc.	2.800%	8/22/24	11,000	11,073
	Amazon.com Inc.	3.800%	12/5/24	575	612
10	Amazon.com Inc.	3.150%	8/22/27	27,775	27,954
	Amazon.com Inc.	4.800%	12/5/34	10,275	11,632
10	Amazon.com Inc.	3.875%	8/22/37	15,000	15,157
	Amazon.com Inc.	4.950%	12/5/44	11,255	12,936
10	Amazon.com Inc.	4.050%	8/22/47	27,000	27,474
10	Amazon.com Inc.	4.250%	8/22/57	21,025	21,560
	American Honda Finance Corp.	1.550%	12/11/17	15,970	15,972
	American Honda Finance Corp.	2.125%	10/10/18	3,650	3,668
	American Honda Finance Corp.	1.200%	7/12/19	5,000	4,949
	American Honda Finance Corp.	2.250%	8/15/19	3,000	3,022
	American Honda Finance Corp.	2.000%	2/14/20	700	700
	American Honda Finance Corp.	1.950%	7/20/20	4,375	4,367
	American Honda Finance Corp.	2.450%	9/24/20	14,250	14,443
	American Honda Finance Corp.	1.650%	7/12/21	4,450	4,358
	American Honda Finance Corp.	1.700%	9/9/21	8,600	8,437
	American Honda Finance Corp.	2.900%	2/16/24	6,000	6,059
	American Honda Finance Corp.	2.300%	9/9/26	3,575	3,374
	Automatic Data Processing Inc.	2.250%	9/15/20	10,445	10,546
	Automatic Data Processing Inc.	3.375%	9/15/25	1,500	1,551
	AutoNation Inc.	5.500%	2/1/20	1,655	1,767
	AutoNation Inc.	3.350%	1/15/21	5,040	5,130
	AutoNation Inc.	4.500%	10/1/25	5,600	5,894
	AutoZone Inc.	2.500%	4/15/21	1,125	1,122
	AutoZone Inc.	3.700%	4/15/22	8,000	8,310

AutoZone Inc.	2.875%	1/15/23	280	280
AutoZone Inc.	3.250%	4/15/25	7,040	6,936
AutoZone Inc.	3.125%	4/21/26	2,200	2,122
AutoZone Inc.	3.750%	6/1/27	7,000	7,020
Bed Bath & Beyond Inc.	3.749%	8/1/24	950	947
Bed Bath & Beyond Inc.	4.915%	8/1/34	1,375	1,272
Bed Bath & Beyond Inc.	5.165%	8/1/44	5,154	4,559
Best Buy Co. Inc.	5.500%	3/15/21	700	761
Block Financial LLC	4.125%	10/1/20	2,875	2,984
Block Financial LLC	5.500%	11/1/22	200	218
Block Financial LLC	5.250%	10/1/25	12,925	13,945
BorgWarner Inc.	4.625%	9/15/20	400	425
BorgWarner Inc.	3.375%	3/15/25	1,050	1,056
BorgWarner Inc.	4.375%	3/15/45	3,765	3,774
Carnival Corp.	3.950%	10/15/20	2,600	2,729
Coach Inc.	3.000%	7/15/22	2,800	2,796
Coach Inc.	4.250%	4/1/25	3,771	3,875
Coach Inc.	4.125%	7/15/27	2,500	2,512
Costco Wholesale Corp.	1.700%	12/15/19	5,450	5,434
Costco Wholesale Corp.	1.750%	2/15/20	2,000	1,994
Costco Wholesale Corp.	2.150%	5/18/21	8,000	8,010
Costco Wholesale Corp.	2.250%	2/15/22	4,900	4,895
Costco Wholesale Corp.	2.300%	5/18/22	7,300	7,302
Costco Wholesale Corp.	2.750%	5/18/24	8,000	8,008
Costco Wholesale Corp.	3.000%	5/18/27	12,500	12,517
Cummins Inc.	3.650%	10/1/23	2,890	3,037
Cummins Inc.	7.125%	3/1/28	100	130
Cummins Inc.	4.875%	10/1/43	4,250	4,841
CVS Health Corp.	2.250%	12/5/18	19,900	19,979
CVS Health Corp.	2.250%	8/12/19	3,940	3,957
CVS Health Corp.	2.800%	7/20/20	14,575	14,827
CVS Health Corp.	2.125%	6/1/21	10,470	10,324
CVS Health Corp.	3.500%	7/20/22	12,550	13,059
CVS Health Corp.	2.750%	12/1/22	5,490	5,504
CVS Health Corp.	4.750%	12/1/22	9,000	9,822
CVS Health Corp.	4.000%	12/5/23	6,780	7,185
CVS Health Corp.	3.375%	8/12/24	6,090	6,184
CVS Health Corp.	3.875%	7/20/25	22,923	23,896
CVS Health Corp.	2.875%	6/1/26	12,725	12,261
CVS Health Corp.	5.300%	12/5/43	7,350	8,524
CVS Health Corp.	5.125%	7/20/45	27,610	31,688
Daimler Finance North America LLC	8.500%	1/18/31	7,970	11,825
Darden Restaurants Inc.	3.850%	5/1/27	4,300	4,378
Darden Restaurants Inc.	6.800%	10/15/37	1,400	1,809
Delphi Automotive plc	3.150%	11/19/20	3,960	4,047
Delphi Automotive plc	4.250%	1/15/26	2,550	2,710
Delphi Automotive plc	4.400%	10/1/46	4,000	4,053
Delphi Corp.	4.150%	3/15/24	5,855	6,207
Dollar General Corp.	3.250%	4/15/23	7,493	7,636
Dollar General Corp.	4.150%	11/1/25	3,100	3,289
Dollar General Corp.	3.875%	4/15/27	1,625	1,687
DR Horton Inc.	3.750%	3/1/19	5,000	5,086
DR Horton Inc.	4.375%	9/15/22	3,550	3,784
DR Horton Inc.	4.750%	2/15/23	2,200	2,381
DR Horton Inc.	5.750%	8/15/23	4,500	5,108
eBay Inc.	2.200%	8/1/19	6,925	6,948
eBay Inc.	2.150%	6/5/20	4,175	4,176

	eBay Inc.	3.250%	10/15/20	5,425	5,575
	eBay Inc.	2.875%	8/1/21	5,675	5,751
	eBay Inc.	3.800%	3/9/22	4,400	4,613
	eBay Inc.	2.600%	7/15/22	3,250	3,235
	eBay Inc.	2.750%	1/30/23	6,500	6,492
	eBay Inc.	3.450%	8/1/24	3,725	3,769
	eBay Inc.	3.600%	6/5/27	7,925	7,852
	eBay Inc.	4.000%	7/15/42	4,150	3,750
	Expedia Inc.	5.950%	8/15/20	8,400	9,177
	Expedia Inc.	4.500%	8/15/24	2,750	2,906
	Expedia Inc.	5.000%	2/15/26	6,415	6,975
10	Expedia Inc.	3.800%	2/15/28	5,300	5,249
	Ford Holdings LLC	9.300%	3/1/30	1,175	1,615
	Ford Motor Co.	6.500%	8/1/18	1,025	1,064
	Ford Motor Co.	4.346%	12/8/26	14,900	15,485
	Ford Motor Co.	6.625%	10/1/28	3,425	4,086
	Ford Motor Co.	6.375%	2/1/29	3,425	4,005
	Ford Motor Co.	7.450%	7/16/31	11,625	15,043
	Ford Motor Co.	4.750%	1/15/43	13,250	12,911
	Ford Motor Co.	7.400%	11/1/46	3,250	4,269
	Ford Motor Co.	5.291%	12/8/46	14,500	15,080
	Ford Motor Credit Co. LLC	5.000%	5/15/18	10,675	10,885
	Ford Motor Credit Co. LLC	2.551%	10/5/18	8,775	8,829
	Ford Motor Credit Co. LLC	2.943%	1/8/19	6,800	6,876
	Ford Motor Credit Co. LLC	2.375%	3/12/19	18,700	18,788
	Ford Motor Credit Co. LLC	2.262%	3/28/19	5,000	5,014
	Ford Motor Credit Co. LLC	2.021%	5/3/19	7,150	7,145
	Ford Motor Credit Co. LLC	1.897%	8/12/19	5,600	5,566
	Ford Motor Credit Co. LLC	2.597%	11/4/19	9,750	9,820
	Ford Motor Credit Co. LLC	2.681%	1/9/20	11,600	11,687
	Ford Motor Credit Co. LLC	8.125%	1/15/20	12,565	14,135
	Ford Motor Credit Co. LLC	2.459%	3/27/20	1,000	1,001
	Ford Motor Credit Co. LLC	3.157%	8/4/20	8,963	9,145
	Ford Motor Credit Co. LLC	3.200%	1/15/21	8,425	8,563
	Ford Motor Credit Co. LLC	5.750%	2/1/21	2,681	2,934
	Ford Motor Credit Co. LLC	3.336%	3/18/21	15,000	15,290
	Ford Motor Credit Co. LLC	5.875%	8/2/21	14,044	15,593
	Ford Motor Credit Co. LLC	3.219%	1/9/22	5,300	5,353
	Ford Motor Credit Co. LLC	3.339%	3/28/22	2,300	2,332
	Ford Motor Credit Co. LLC	2.979%	8/3/22	10,000	9,992
	Ford Motor Credit Co. LLC	4.250%	9/20/22	6,500	6,836
	Ford Motor Credit Co. LLC	4.375%	8/6/23	7,625	8,021
	Ford Motor Credit Co. LLC	3.810%	1/9/24	8,000	8,138
	Ford Motor Credit Co. LLC	3.664%	9/8/24	5,125	5,125
	Ford Motor Credit Co. LLC	4.134%	8/4/25	16,200	16,581
	Ford Motor Credit Co. LLC	4.389%	1/8/26	4,000	4,147
	General Motors Co.	3.500%	10/2/18	3,675	3,732
	General Motors Co.	4.875%	10/2/23	10,240	11,044
	General Motors Co.	4.000%	4/1/25	2,750	2,783
	General Motors Co.	5.000%	4/1/35	7,930	8,034
	General Motors Co.	6.600%	4/1/36	3,901	4,629
	General Motors Co.	6.250%	10/2/43	10,325	11,720
	General Motors Co.	5.200%	4/1/45	11,438	11,475
	General Motors Co.	6.750%	4/1/46	9,740	11,677
	General Motors Co.	5.400%	4/1/48	6,500	6,719
	General Motors Financial Co. Inc.	3.100%	1/15/19	20,575	20,833
	General Motors Financial Co. Inc.	2.400%	5/9/19	10,350	10,385

General Motors Financial Co. Inc.	3.500%	7/10/19	14,310	14,655
General Motors Financial Co. Inc.	2.350%	10/4/19	7,000	7,001
General Motors Financial Co. Inc.	3.150%	1/15/20	5,200	5,290
General Motors Financial Co. Inc.	2.650%	4/13/20	13,000	13,103
General Motors Financial Co. Inc.	3.200%	7/13/20	24,425	24,953
General Motors Financial Co. Inc.	3.700%	11/24/20	9,050	9,346
General Motors Financial Co. Inc.	4.200%	3/1/21	8,000	8,371
General Motors Financial Co. Inc.	3.200%	7/6/21	14,217	14,451
General Motors Financial Co. Inc.	4.375%	9/25/21	3,265	3,460
General Motors Financial Co. Inc.	3.450%	1/14/22	6,325	6,460
General Motors Financial Co. Inc.	3.450%	4/10/22	14,149	14,370
General Motors Financial Co. Inc.	3.150%	6/30/22	2,500	2,511
General Motors Financial Co. Inc.	3.700%	5/9/23	8,450	8,588
General Motors Financial Co. Inc.	4.250%	5/15/23	4,550	4,752
General Motors Financial Co. Inc.	3.950%	4/13/24	11,500	11,705
General Motors Financial Co. Inc.	4.000%	1/15/25	7,845	7,962
General Motors Financial Co. Inc.	5.250%	3/1/26	4,700	5,101
General Motors Financial Co. Inc.	4.000%	10/6/26	8,500	8,504
General Motors Financial Co. Inc.	4.350%	1/17/27	9,900	10,109
Harley-Davidson Inc.	3.500%	7/28/25	4,850	4,959
Harley-Davidson Inc.	4.625%	7/28/45	3,235	3,368
Harman International Industries Inc.	4.150%	5/15/25	3,900	4,022
Home Depot Inc.	2.250%	9/10/18	9,750	9,804
Home Depot Inc.	2.000%	6/15/19	8,900	8,954
Home Depot Inc.	1.800%	6/5/20	16,445	16,424
Home Depot Inc.	2.000%	4/1/21	4,675	4,656
Home Depot Inc.	4.400%	4/1/21	10,030	10,728
Home Depot Inc.	2.625%	6/1/22	20,544	20,870
Home Depot Inc.	2.700%	4/1/23	3,250	3,287
Home Depot Inc.	3.750%	2/15/24	9,459	10,011
Home Depot Inc.	3.350%	9/15/25	6,000	6,180
Home Depot Inc.	3.000%	4/1/26	12,100	12,124
Home Depot Inc.	2.125%	9/15/26	4,875	4,552
Home Depot Inc.	2.800%	9/14/27	4,200	4,126
Home Depot Inc.	5.875%	12/16/36	21,696	28,108
Home Depot Inc.	5.400%	9/15/40	4,290	5,291
Home Depot Inc.	5.950%	4/1/41	4,505	5,951
Home Depot Inc.	4.200%	4/1/43	11,975	12,795
Home Depot Inc.	4.875%	2/15/44	11,150	13,033
Home Depot Inc.	4.400%	3/15/45	2,950	3,229
Home Depot Inc.	4.250%	4/1/46	9,695	10,434
Home Depot Inc.	3.900%	6/15/47	10,200	10,400
Home Depot Inc.	3.500%	9/15/56	7,075	6,498
Hyatt Hotels Corp.	3.375%	7/15/23	3,050	3,092
Hyatt Hotels Corp.	4.850%	3/15/26	2,800	3,048
JD.com Inc.	3.125%	4/29/21	871	868
JD.com Inc.	3.875%	4/29/26	2,077	2,079
Kohl's Corp.	4.000%	11/1/21	9,380	9,703
Kohl's Corp.	3.250%	2/1/23	1,750	1,718
Kohl's Corp.	4.750%	12/15/23	1,625	1,702
Kohl's Corp.	4.250%	7/17/25	6,502	6,599
Kohl's Corp.	5.550%	7/17/45	1,575	1,515
Lear Corp.	5.250%	1/15/25	5,550	5,943
Lear Corp.	3.800%	9/15/27	3,000	2,990
Lowe's Cos. Inc.	1.150%	4/15/19	4,650	4,613
Lowe's Cos. Inc.	4.625%	4/15/20	1,355	1,425
Lowe's Cos. Inc.	3.750%	4/15/21	3,745	3,936

Lowe's Cos. Inc.	3.800%	11/15/21	2,675	2,824
Lowe's Cos. Inc.	3.120%	4/15/22	1,625	1,679
Lowe's Cos. Inc.	3.875%	9/15/23	10,899	11,633
Lowe's Cos. Inc.	3.125%	9/15/24	12,900	13,176
Lowe's Cos. Inc.	3.375%	9/15/25	7,735	7,953
Lowe's Cos. Inc.	2.500%	4/15/26	7,925	7,586
Lowe's Cos. Inc.	3.100%	5/3/27	14,800	14,722
Lowe's Cos. Inc.	6.500%	3/15/29	267	344
Lowe's Cos. Inc.	4.650%	4/15/42	5,925	6,664
Lowe's Cos. Inc.	4.250%	9/15/44	1,950	2,033
Lowe's Cos. Inc.	4.375%	9/15/45	9,250	9,831
Lowe's Cos. Inc.	3.700%	4/15/46	15,000	14,538
Lowe's Cos. Inc.	4.050%	5/3/47	14,000	14,368
Macy's Retail Holdings Inc.	3.450%	1/15/21	2,715	2,712
Macy's Retail Holdings Inc.	3.875%	1/15/22	2,050	2,051
Macy's Retail Holdings Inc.	2.875%	2/15/23	14,308	13,435
Macy's Retail Holdings Inc.	4.375%	9/1/23	7,875	7,879
Macy's Retail Holdings Inc.	3.625%	6/1/24	3,645	3,480
Macy's Retail Holdings Inc.	7.000%	2/15/28	2,350	2,515
Macy's Retail Holdings Inc.	6.900%	4/1/29	2,500	2,676
Macy's Retail Holdings Inc.	4.500%	12/15/34	3,000	2,556
Macy's Retail Holdings Inc.	6.375%	3/15/37	2,550	2,618
Magna International Inc.	3.625%	6/15/24	7,570	7,853
Magna International Inc.	4.150%	10/1/25	2,775	2,955
Marriott International Inc.	3.000%	3/1/19	1,750	1,771
Marriott International Inc.	3.375%	10/15/20	2,075	2,130
Marriott International Inc.	2.875%	3/1/21	2,500	2,524
Marriott International Inc.	3.125%	10/15/21	4,700	4,786
Marriott International Inc.	2.300%	1/15/22	2,000	1,968
Marriott International Inc.	3.250%	9/15/22	3,525	3,584
Marriott International Inc.	3.750%	3/15/25	4,650	4,789
Marriott International Inc.	3.750%	10/1/25	2,340	2,405
Marriott International Inc.	3.125%	6/15/26	4,090	4,032
Mastercard Inc.	2.000%	4/1/19	3,425	3,445
Mastercard Inc.	2.000%	11/21/21	5,150	5,119
Mastercard Inc.	3.375%	4/1/24	4,050	4,218
Mastercard Inc.	2.950%	11/21/26	6,750	6,748
Mastercard Inc.	3.800%	11/21/46	3,750	3,824
McDonald's Corp.	2.100%	12/7/18	500	502
McDonald's Corp.	5.000%	2/1/19	4,525	4,710
McDonald's Corp.	1.875%	5/29/19	6,450	6,461
McDonald's Corp.	2.750%	12/9/20	7,889	8,031
McDonald's Corp.	3.625%	5/20/21	1,750	1,835
McDonald's Corp.	2.625%	1/15/22	16,240	16,352
McDonald's Corp.	3.375%	5/26/25	3,105	3,185
McDonald's Corp.	3.700%	1/30/26	12,140	12,649
McDonald's Corp.	3.500%	3/1/27	10,875	11,171
McDonald's Corp.	4.700%	12/9/35	5,375	5,939
McDonald's Corp.	6.300%	10/15/37	325	419
McDonald's Corp.	6.300%	3/1/38	1,525	1,989
McDonald's Corp.	5.700%	2/1/39	4,075	4,924
McDonald's Corp.	3.700%	2/15/42	14,175	13,328
McDonald's Corp.	3.625%	5/1/43	1,725	1,617
McDonald's Corp.	4.600%	5/26/45	6,660	7,162
McDonald's Corp.	4.875%	12/9/45	15,050	16,908
McDonald's Corp.	4.450%	3/1/47	5,000	5,289
NIKE Inc.	2.250%	5/1/23	475	471

NIKE Inc.	2.375%	11/1/26	6,000	5,670
NIKE Inc.	3.625%	5/1/43	6,025	5,873
NIKE Inc.	3.875%	11/1/45	3,175	3,205
NIKE Inc.	3.375%	11/1/46	2,100	1,944
Nordstrom Inc.	4.750%	5/1/20	3,650	3,783
Nordstrom Inc.	4.000%	10/15/21	5,315	5,431
Nordstrom Inc.	4.000%	3/15/27	6,000	5,952
Nordstrom Inc.	6.950%	3/15/28	1,500	1,658
Nordstrom Inc.	5.000%	1/15/44	6,810	6,683
NVR Inc.	3.950%	9/15/22	16,638	17,435
O'Reilly Automotive Inc.	4.875%	1/14/21	600	643
O'Reilly Automotive Inc.	3.800%	9/1/22	4,904	5,120
O'Reilly Automotive Inc.	3.850%	6/15/23	7,075	7,382
O'Reilly Automotive Inc.	3.550%	3/15/26	1,350	1,343
O'Reilly Automotive Inc.	3.600%	9/1/27	6,275	6,242
PACCAR Financial Corp.	1.300%	5/10/19	8,650	8,593
PACCAR Financial Corp.	2.200%	9/15/19	1,600	1,609
PACCAR Financial Corp.	2.500%	8/14/20	2,000	2,026
PACCAR Financial Corp.	2.250%	2/25/21	1,500	1,504
PACCAR Financial Corp.	2.300%	8/10/22	2,200	2,190
Priceline Group Inc.	2.750%	3/15/23	2,000	1,990
Priceline Group Inc.	3.650%	3/15/25	5,700	5,845
Priceline Group Inc.	3.600%	6/1/26	14,100	14,327
Priceline Group Inc.	3.550%	3/15/28	4,700	4,706
QVC Inc.	3.125%	4/1/19	1,490	1,506
QVC Inc.	5.125%	7/2/22	3,075	3,265
QVC Inc.	4.850%	4/1/24	4,300	4,479
QVC Inc.	4.450%	2/15/25	2,100	2,132
QVC Inc.	5.450%	8/15/34	350	344
QVC Inc.	5.950%	3/15/43	4,050	3,988
Ralph Lauren Corp.	2.625%	8/18/20	1,670	1,691
Royal Caribbean Cruises Ltd.	5.250%	11/15/22	3,750	4,162
Starbucks Corp.	2.000%	12/5/18	3,700	3,717
Starbucks Corp.	2.100%	2/4/21	4,375	4,380
Starbucks Corp.	2.700%	6/15/22	5,120	5,198
Starbucks Corp.	3.850%	10/1/23	5,200	5,581
Starbucks Corp.	2.450%	6/15/26	3,000	2,880
Starbucks Corp.	4.300%	6/15/45	1,250	1,354
Target Corp.	2.300%	6/26/19	8,500	8,580
Target Corp.	3.875%	7/15/20	5,630	5,930
Target Corp.	2.900%	1/15/22	9,180	9,375
Target Corp.	3.500%	7/1/24	7,450	7,757
Target Corp.	2.500%	4/15/26	3,340	3,187
Target Corp.	6.350%	11/1/32	1,680	2,158
Target Corp.	6.500%	10/15/37	4,058	5,454
Target Corp.	7.000%	1/15/38	3,725	5,184
Target Corp.	4.000%	7/1/42	12,100	12,215
Target Corp.	3.625%	4/15/46	5,725	5,372
TJX Cos. Inc.	2.750%	6/15/21	11,350	11,544
TJX Cos. Inc.	2.500%	5/15/23	5,798	5,769
TJX Cos. Inc.	2.250%	9/15/26	13,200	12,256
Toyota Motor Credit Corp.	2.000%	10/24/18	7,425	7,460
Toyota Motor Credit Corp.	1.700%	1/9/19	8,600	8,601
Toyota Motor Credit Corp.	2.100%	1/17/19	6,575	6,604
Toyota Motor Credit Corp.	1.700%	2/19/19	4,430	4,426
Toyota Motor Credit Corp.	1.400%	5/20/19	5,000	4,977
Toyota Motor Credit Corp.	2.125%	7/18/19	5,200	5,225

Toyota Motor Credit Corp.	1.550%	10/18/19	3,800	3,779
Toyota Motor Credit Corp.	2.150%	3/12/20	19,800	19,885
Toyota Motor Credit Corp.	1.950%	4/17/20	5,000	5,001
Toyota Motor Credit Corp.	4.500%	6/17/20	3,523	3,755
Toyota Motor Credit Corp.	4.250%	1/11/21	2,200	2,340
Toyota Motor Credit Corp.	1.900%	4/8/21	11,000	10,890
Toyota Motor Credit Corp.	2.750%	5/17/21	4,250	4,328
Toyota Motor Credit Corp.	3.400%	9/15/21	4,070	4,234
Toyota Motor Credit Corp.	2.600%	1/11/22	8,300	8,378
Toyota Motor Credit Corp.	3.300%	1/12/22	9,650	10,026
Toyota Motor Credit Corp.	2.800%	7/13/22	1,000	1,017
Toyota Motor Credit Corp.	2.150%	9/8/22	12,100	11,968
Toyota Motor Credit Corp.	2.625%	1/10/23	6,975	7,012
Toyota Motor Credit Corp.	2.250%	10/18/23	7,050	6,914
Toyota Motor Credit Corp.	2.900%	4/17/24	3,400	3,440
Toyota Motor Credit Corp.	3.200%	1/11/27	8,500	8,641
VF Corp.	3.500%	9/1/21	8,035	8,374
VF Corp.	6.450%	11/1/37	4,475	5,897
Visa Inc.	2.200%	12/14/20	20,050	20,229
Visa Inc.	2.150%	9/15/22	8,000	7,968
Visa Inc.	2.800%	12/14/22	16,550	16,917
Visa Inc.	3.150%	12/14/25	28,490	29,087
Visa Inc.	2.750%	9/15/27	9,650	9,441
Visa Inc.	4.150%	12/14/35	14,470	15,852
Visa Inc.	4.300%	12/14/45	25,250	27,938
Visa Inc.	3.650%	9/15/47	5,000	4,972
Wal-Mart Stores Inc.	1.950%	12/15/18	9,925	9,975
Wal-Mart Stores Inc.	3.625%	7/8/20	8,750	9,166
Wal-Mart Stores Inc.	3.250%	10/25/20	10,370	10,778
Wal-Mart Stores Inc.	4.250%	4/15/21	10,835	11,630
Wal-Mart Stores Inc.	2.550%	4/11/23	12,650	12,777
Wal-Mart Stores Inc.	3.300%	4/22/24	16,050	16,788
Wal-Mart Stores Inc.	5.875%	4/5/27	12,550	15,759
Wal-Mart Stores Inc.	7.550%	2/15/30	6,496	9,393
Wal-Mart Stores Inc.	5.250%	9/1/35	13,750	16,830
Wal-Mart Stores Inc.	6.200%	4/15/38	17,150	23,251
Wal-Mart Stores Inc.	5.625%	4/1/40	9,275	11,903
Wal-Mart Stores Inc.	4.875%	7/8/40	8,320	9,830
Wal-Mart Stores Inc.	5.000%	10/25/40	9,325	11,147
Wal-Mart Stores Inc.	5.625%	4/15/41	12,895	16,631
Wal-Mart Stores Inc.	4.000%	4/11/43	7,960	8,407
Wal-Mart Stores Inc.	4.750%	10/2/43	18,520	21,649
Wal-Mart Stores Inc.	4.300%	4/22/44	8,920	9,902
Walgreen Co.	5.250%	1/15/19	489	508
Walgreen Co.	3.100%	9/15/22	7,100	7,209
Walgreen Co.	4.400%	9/15/42	5,100	5,139
Walgreens Boots Alliance Inc.	2.700%	11/18/19	8,800	8,919
Walgreens Boots Alliance Inc.	3.300%	11/18/21	6,300	6,508
Walgreens Boots Alliance Inc.	3.800%	11/18/24	10,100	10,448
Walgreens Boots Alliance Inc.	3.450%	6/1/26	16,300	16,174
Walgreens Boots Alliance Inc.	4.500%	11/18/34	4,615	4,795
Walgreens Boots Alliance Inc.	4.800%	11/18/44	10,725	11,384
Walgreens Boots Alliance Inc.	4.650%	6/1/46	12,750	13,267
Western Union Co.	3.600%	3/15/22	4,500	4,568
Western Union Co.	6.200%	11/17/36	5,350	5,757
Western Union Co.	6.200%	6/21/40	1,445	1,531
Wyndham Worldwide Corp.	4.250%	3/1/22	9,990	10,120

Wyndham Worldwide Corp.	3.900%	3/1/23	570	569
Wyndham Worldwide Corp.	5.100%	10/1/25	2,500	2,618
Wyndham Worldwide Corp.	4.500%	4/1/27	1,500	1,522
Consumer Noncyclical (4.3%)
Abbott Laboratories	5.125%	4/1/19	6,902	7,227
Abbott Laboratories	2.350%	11/22/19	27,095	27,311
Abbott Laboratories	2.000%	3/15/20	10,375	10,345
Abbott Laboratories	4.125%	5/27/20	2,700	2,835
Abbott Laboratories	2.800%	9/15/20	4,700	4,775
Abbott Laboratories	2.900%	11/30/21	22,000	22,394
Abbott Laboratories	2.550%	3/15/22	5,725	5,726
Abbott Laboratories	3.250%	4/15/23	5,925	6,047
Abbott Laboratories	3.400%	11/30/23	25,100	25,839
Abbott Laboratories	2.950%	3/15/25	1,500	1,479
Abbott Laboratories	3.875%	9/15/25	2,625	2,727
Abbott Laboratories	3.750%	11/30/26	23,950	24,578
Abbott Laboratories	4.750%	11/30/36	15,135	16,623
Abbott Laboratories	6.150%	11/30/37	3,980	4,941
Abbott Laboratories	6.000%	4/1/39	350	431
Abbott Laboratories	5.300%	5/27/40	1,851	2,106
Abbott Laboratories	4.750%	4/15/43	6,125	6,650
Abbott Laboratories	4.900%	11/30/46	30,075	33,544
AbbVie Inc.	2.000%	11/6/18	14,225	14,259
AbbVie Inc.	2.500%	5/14/20	26,170	26,481
AbbVie Inc.	2.300%	5/14/21	5,550	5,541
AbbVie Inc.	2.900%	11/6/22	19,507	19,780
AbbVie Inc.	3.200%	11/6/22	13,666	14,012
AbbVie Inc.	2.850%	5/14/23	10,000	10,049
AbbVie Inc.	3.600%	5/14/25	29,260	30,278
AbbVie Inc.	3.200%	5/14/26	15,065	15,061
AbbVie Inc.	4.500%	5/14/35	15,545	16,685
AbbVie Inc.	4.300%	5/14/36	9,925	10,380
AbbVie Inc.	4.400%	11/6/42	19,188	20,086
AbbVie Inc.	4.700%	5/14/45	22,753	24,761
AbbVie Inc.	4.450%	5/14/46	13,275	13,962
Actavis Inc.	3.250%	10/1/22	10,602	10,876
Agilent Technologies Inc.	5.000%	7/15/20	4,600	4,916
Agilent Technologies Inc.	3.200%	10/1/22	6,015	6,089
Agilent Technologies Inc.	3.875%	7/15/23	3,800	3,927
Agilent Technologies Inc.	3.050%	9/22/26	6,700	6,388
Ahold Finance USA LLC	6.875%	5/1/29	1,100	1,358
AHS Hospital Corp.	5.024%	7/1/45	2,000	2,368
Allergan Funding SCS	2.450%	6/15/19	7,870	7,910
Allergan Funding SCS	3.000%	3/12/20	30,800	31,371
Allergan Funding SCS	3.450%	3/15/22	16,700	17,297
Allergan Funding SCS	3.850%	6/15/24	11,000	11,459
Allergan Funding SCS	3.800%	3/15/25	36,973	38,250
Allergan Funding SCS	4.550%	3/15/35	19,845	21,181
Allergan Funding SCS	4.850%	6/15/44	18,926	20,706
Allergan Funding SCS	4.750%	3/15/45	9,859	10,702
Allergan Inc.	3.375%	9/15/20	2,000	2,063
Altria Group Inc.	9.250%	8/6/19	401	454
Altria Group Inc.	2.625%	1/14/20	16,498	16,738
Altria Group Inc.	4.750%	5/5/21	15,395	16,723
Altria Group Inc.	2.850%	8/9/22	9,550	9,730
Altria Group Inc.	2.950%	5/2/23	3,175	3,220

Altria Group Inc.	4.000%	1/31/24	9,850	10,469
Altria Group Inc.	2.625%	9/16/26	1,750	1,681
Altria Group Inc.	4.250%	8/9/42	9,166	9,365
Altria Group Inc.	4.500%	5/2/43	6,334	6,786
Altria Group Inc.	5.375%	1/31/44	11,938	14,374
Altria Group Inc.	3.875%	9/16/46	9,200	8,943
AmerisourceBergen Corp.	4.875%	11/15/19	2,741	2,901
AmerisourceBergen Corp.	3.500%	11/15/21	6,375	6,609
AmerisourceBergen Corp.	3.400%	5/15/24	4,475	4,594
AmerisourceBergen Corp.	3.250%	3/1/25	5,725	5,784
AmerisourceBergen Corp.	4.250%	3/1/45	2,625	2,646
Amgen Inc.	5.700%	2/1/19	8,014	8,413
Amgen Inc.	1.900%	5/10/19	9,500	9,515
Amgen Inc.	2.200%	5/22/19	10,470	10,521
Amgen Inc.	2.125%	5/1/20	8,870	8,878
Amgen Inc.	2.200%	5/11/20	7,560	7,583
Amgen Inc.	3.450%	10/1/20	2,775	2,877
Amgen Inc.	4.100%	6/15/21	7,515	7,958
Amgen Inc.	1.850%	8/19/21	6,725	6,607
Amgen Inc.	3.875%	11/15/21	6,320	6,674
Amgen Inc.	2.700%	5/1/22	3,675	3,692
Amgen Inc.	2.650%	5/11/22	4,050	4,082
Amgen Inc.	3.625%	5/15/22	11,075	11,534
Amgen Inc.	2.250%	8/19/23	7,100	6,914
Amgen Inc.	3.625%	5/22/24	15,429	16,087
Amgen Inc.	3.125%	5/1/25	3,000	3,016
Amgen Inc.	2.600%	8/19/26	9,950	9,541
Amgen Inc.	4.950%	10/1/41	4,075	4,581
Amgen Inc.	5.150%	11/15/41	400	459
Amgen Inc.	4.400%	5/1/45	18,050	19,157
Amgen Inc.	4.563%	6/15/48	28,809	31,235
Amgen Inc.	4.663%	6/15/51	31,190	34,203
Anheuser-Busch Cos. LLC	5.000%	3/1/19	2,825	2,951
Anheuser-Busch InBev Finance Inc.	1.900%	2/1/19	38,129	38,215
Anheuser-Busch InBev Finance Inc.	2.150%	2/1/19	10,775	10,840
Anheuser-Busch InBev Finance Inc.	2.650%	2/1/21	52,160	53,002
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	17,965	18,063
Anheuser-Busch InBev Finance Inc.	3.300%	2/1/23	49,475	51,275
Anheuser-Busch InBev Finance Inc.	3.700%	2/1/24	8,100	8,508
Anheuser-Busch InBev Finance Inc.	3.650%	2/1/26	91,367	94,527
Anheuser-Busch InBev Finance Inc.	4.700%	2/1/36	38,995	42,947
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	15,925	15,826
Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	5,725	6,236
Anheuser-Busch InBev Finance Inc.	4.900%	2/1/46	83,590	95,198
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	10,435	11,205
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	10,525	11,586
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	26,865	28,872
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	7,375	7,921
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	2,200	2,347
Anheuser-Busch InBev Worldwide Inc.	3.750%	1/15/22	7,075	7,493
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	32,501	32,757
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	6,250	9,902
Anheuser-Busch InBev Worldwide Inc.	4.950%	1/15/42	14,126	15,986
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	13,357	12,816
Anheuser-Busch InBev Worldwide Inc.	4.439%	10/6/48	14,435	15,423
Archer-Daniels-Midland Co.	4.479%	3/1/21	587	631
Archer-Daniels-Midland Co.	2.500%	8/11/26	10,050	9,629

	Archer-Daniels-Midland Co.	5.935%	10/1/32	530	649
	Archer-Daniels-Midland Co.	5.375%	9/15/35	2,345	2,752
	Archer-Daniels-Midland Co.	4.535%	3/26/42	2,825	3,092
	Archer-Daniels-Midland Co.	4.016%	4/16/43	5,291	5,442
	Archer-Daniels-Midland Co.	3.750%	9/15/47	6,000	5,916
	Ascension Health	3.945%	11/15/46	7,925	8,099
5	Ascension Health	4.847%	11/15/53	1,375	1,576
	AstraZeneca plc	1.750%	11/16/18	6,200	6,200
	AstraZeneca plc	1.950%	9/18/19	5,900	5,891
	AstraZeneca plc	2.375%	11/16/20	12,725	12,782
	AstraZeneca plc	2.375%	6/12/22	7,625	7,538
	AstraZeneca plc	3.375%	11/16/25	8,740	8,865
	AstraZeneca plc	3.125%	6/12/27	5,800	5,705
	AstraZeneca plc	6.450%	9/15/37	14,620	19,436
	AstraZeneca plc	4.000%	9/18/42	5,925	5,952
	AstraZeneca plc	4.375%	11/16/45	12,300	13,008
10	BAT Capital Corp.	2.297%	8/14/20	23,700	23,678
10	BAT Capital Corp.	2.764%	8/15/22	17,000	17,015
10	BAT Capital Corp.	3.222%	8/15/24	19,200	19,198
10	BAT Capital Corp.	3.557%	8/15/27	25,900	26,012
10	BAT Capital Corp.	4.390%	8/15/37	19,075	19,498
10	BAT Capital Corp.	4.540%	8/15/47	17,000	17,415
	Baxalta Inc.	2.875%	6/23/20	5,475	5,562
	Baxalta Inc.	3.600%	6/23/22	3,650	3,774
	Baxalta Inc.	4.000%	6/23/25	12,500	13,106
	Baxalta Inc.	5.250%	6/23/45	5,880	6,780
	Baxter International Inc.	1.700%	8/15/21	4,425	4,306
	Baxter International Inc.	2.600%	8/15/26	1,925	1,832
	Baxter International Inc.	3.500%	8/15/46	3,550	3,192
	Baylor Scott & White Holdings Texas Revenue	4.185%	11/15/45	4,530	4,742
	Beam Suntory Inc.	3.250%	5/15/22	600	616
	Beam Suntory Inc.	3.250%	6/15/23	850	854
	Becton Dickinson & Co.	2.133%	6/6/19	9,000	9,023
	Becton Dickinson & Co.	2.675%	12/15/19	6,686	6,767
	Becton Dickinson & Co.	2.404%	6/5/20	7,425	7,441
	Becton Dickinson & Co.	3.250%	11/12/20	5,250	5,365
	Becton Dickinson & Co.	3.125%	11/8/21	13,235	13,470
	Becton Dickinson & Co.	2.894%	6/6/22	13,375	13,415
	Becton Dickinson & Co.	3.300%	3/1/23	3,750	3,779
	Becton Dickinson & Co.	3.363%	6/6/24	7,000	7,045
	Becton Dickinson & Co.	3.734%	12/15/24	11,003	11,268
	Becton Dickinson & Co.	3.700%	6/6/27	19,600	19,816
	Becton Dickinson & Co.	5.000%	11/12/40	6,572	7,061
	Becton Dickinson & Co.	4.875%	5/15/44	600	635
	Becton Dickinson & Co.	4.685%	12/15/44	7,875	8,229
	Becton Dickinson & Co.	4.669%	6/6/47	6,200	6,465
	Bio-Rad Laboratories Inc.	4.875%	12/15/20	2,500	2,673
	Biogen Inc.	2.900%	9/15/20	17,891	18,329
	Biogen Inc.	3.625%	9/15/22	14,416	15,150
	Biogen Inc.	4.050%	9/15/25	13,945	14,868
	Biogen Inc.	5.200%	9/15/45	19,030	21,870
	Boston Children's Hospital Corp. Revenue	4.115%	1/1/47	1,400	1,467
	Boston Scientific Corp.	2.650%	10/1/18	4,050	4,084
	Boston Scientific Corp.	6.000%	1/15/20	3,670	3,979
	Boston Scientific Corp.	2.850%	5/15/20	500	508
	Boston Scientific Corp.	3.375%	5/15/22	2,975	3,054
	Boston Scientific Corp.	4.125%	10/1/23	2,700	2,865

Boston Scientific Corp.	3.850%	5/15/25	4,550	4,729
Boston Scientific Corp.	7.000%	11/15/35	4,100	5,207
Boston Scientific Corp.	7.375%	1/15/40	1,125	1,508
Bristol-Myers Squibb Co.	1.600%	2/27/19	3,000	2,998
Bristol-Myers Squibb Co.	1.750%	3/1/19	4,325	4,329
Bristol-Myers Squibb Co.	2.000%	8/1/22	11,175	11,010
Bristol-Myers Squibb Co.	7.150%	6/15/23	100	124
Bristol-Myers Squibb Co.	3.250%	11/1/23	1,750	1,818
Bristol-Myers Squibb Co.	3.250%	8/1/42	5,665	5,185
Bristol-Myers Squibb Co.	4.500%	3/1/44	2,125	2,342
Brown-Forman Corp.	4.500%	7/15/45	2,750	2,951
Bunge Ltd. Finance Corp.	8.500%	6/15/19	4,315	4,745
Bunge Ltd. Finance Corp.	3.500%	11/24/20	2,600	2,672
Bunge Ltd. Finance Corp.	3.000%	9/25/22	3,250	3,237
Bunge Ltd. Finance Corp.	3.250%	8/15/26	3,000	2,891
Bunge Ltd. Finance Corp.	3.750%	9/25/27	4,500	4,487
Campbell Soup Co.	2.500%	8/2/22	1,850	1,841
Campbell Soup Co.	3.300%	3/19/25	1,900	1,920
Campbell Soup Co.	3.800%	8/2/42	2,550	2,413
Cardinal Health Inc.	1.948%	6/14/19	5,700	5,698
Cardinal Health Inc.	4.625%	12/15/20	5,135	5,491
Cardinal Health Inc.	2.616%	6/15/22	9,000	8,969
Cardinal Health Inc.	3.200%	6/15/22	2,070	2,117
Cardinal Health Inc.	3.200%	3/15/23	4,450	4,518
Cardinal Health Inc.	3.079%	6/15/24	4,600	4,635
Cardinal Health Inc.	3.750%	9/15/25	1,750	1,815
Cardinal Health Inc.	3.410%	6/15/27	10,115	10,137
Cardinal Health Inc.	4.600%	3/15/43	1,275	1,330
Cardinal Health Inc.	4.500%	11/15/44	2,525	2,626
Cardinal Health Inc.	4.900%	9/15/45	3,230	3,561
Cardinal Health Inc.	4.368%	6/15/47	5,150	5,261
Catholic Health Initiatives Colorado GO	2.950%	11/1/22	3,225	3,141
5 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	6,900	6,479
Celgene Corp.	2.250%	5/15/19	3,975	3,984
Celgene Corp.	2.875%	8/15/20	11,725	11,967
Celgene Corp.	3.950%	10/15/20	10,310	10,861
Celgene Corp.	3.250%	8/15/22	5,700	5,880
Celgene Corp.	3.550%	8/15/22	3,985	4,164
Celgene Corp.	4.000%	8/15/23	3,550	3,798
Celgene Corp.	3.625%	5/15/24	12,450	12,941
Celgene Corp.	3.875%	8/15/25	13,450	14,188
Celgene Corp.	5.700%	10/15/40	2,792	3,283
Celgene Corp.	5.250%	8/15/43	3,805	4,412
Celgene Corp.	4.625%	5/15/44	5,750	6,178
Celgene Corp.	5.000%	8/15/45	14,865	16,915
Children's Hospital Medical Center Ohio GO	4.268%	5/15/44	1,050	1,103
Church & Dwight Co. Inc.	2.450%	12/15/19	2,590	2,612
Church & Dwight Co. Inc.	2.450%	8/1/22	1,500	1,494
Church & Dwight Co. Inc.	3.150%	8/1/27	3,200	3,167
Church & Dwight Co. Inc.	3.950%	8/1/47	3,175	3,137
City of Hope	5.623%	11/15/43	2,000	2,508
Cleveland Clinic Foundation Ohio Revenue	4.858%	1/1/14	2,815	3,056
Clorox Co.	3.800%	11/15/21	1,288	1,354
Clorox Co.	3.050%	9/15/22	4,400	4,511
Clorox Co.	3.500%	12/15/24	3,850	3,970
Clorox Co.	3.100%	10/1/27	1,000	995
Coca-Cola Bottling Co. Consolidated	3.800%	11/25/25	6,117	6,231

Coca-Cola Co.	1.650%	11/1/18	9,850	9,857
Coca-Cola Co.	1.375%	5/30/19	3,300	3,286
Coca-Cola Co.	1.875%	10/27/20	10,715	10,704
Coca-Cola Co.	2.450%	11/1/20	15,250	15,504
Coca-Cola Co.	3.150%	11/15/20	1,100	1,143
Coca-Cola Co.	1.550%	9/1/21	8,750	8,578
Coca-Cola Co.	3.300%	9/1/21	4,780	5,008
Coca-Cola Co.	2.200%	5/25/22	3,750	3,761
Coca-Cola Co.	2.500%	4/1/23	3,550	3,573
Coca-Cola Co.	3.200%	11/1/23	9,575	9,959
Coca-Cola Co.	2.875%	10/27/25	10,650	10,720
Coca-Cola Co.	2.550%	6/1/26	7,825	7,650
Coca-Cola Co.	2.250%	9/1/26	7,725	7,349
Coca-Cola Co.	2.900%	5/25/27	5,975	5,958
Coca-Cola Enterprises Inc.	3.500%	9/15/20	4,250	4,407
Coca-Cola Enterprises Inc.	4.500%	9/1/21	1,675	1,787
Coca-Cola Femsa SAB de CV	2.375%	11/26/18	2,178	2,181
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	1,925	2,030
Coca-Cola Femsa SAB de CV	3.875%	11/26/23	6,480	6,826
Coca-Cola Femsa SAB de CV	5.250%	11/26/43	7,800	9,036
Colgate-Palmolive Co.	1.750%	3/15/19	3,500	3,504
Colgate-Palmolive Co.	2.450%	11/15/21	2,680	2,711
Colgate-Palmolive Co.	2.300%	5/3/22	8,311	8,345
Colgate-Palmolive Co.	1.950%	2/1/23	6,800	6,680
Colgate-Palmolive Co.	2.100%	5/1/23	1,450	1,425
Colgate-Palmolive Co.	3.250%	3/15/24	3,200	3,312
Colgate-Palmolive Co.	4.000%	8/15/45	4,445	4,597
Colgate-Palmolive Co.	3.700%	8/1/47	5,500	5,432
Conagra Brands Inc.	3.250%	9/15/22	4,300	4,398
Conagra Brands Inc.	3.200%	1/25/23	6,011	6,104
Conagra Brands Inc.	7.000%	10/1/28	450	563
Conagra Brands Inc.	8.250%	9/15/30	3,825	5,316
Constellation Brands Inc.	3.875%	11/15/19	11,500	11,933
Constellation Brands Inc.	3.750%	5/1/21	4,561	4,757
Constellation Brands Inc.	6.000%	5/1/22	5,905	6,754
Constellation Brands Inc.	2.700%	5/9/22	6,607	6,643
Constellation Brands Inc.	4.250%	5/1/23	10,500	11,262
Constellation Brands Inc.	4.750%	11/15/24	8,571	9,397
Constellation Brands Inc.	4.750%	12/1/25	2,700	2,967
Constellation Brands Inc.	3.700%	12/6/26	5,200	5,329
Constellation Brands Inc.	3.500%	5/9/27	1,875	1,902
Constellation Brands Inc.	4.500%	5/9/47	3,875	4,064
Covidien International Finance SA	4.200%	6/15/20	3,675	3,885
Covidien International Finance SA	3.200%	6/15/22	5,869	6,057
CR Bard Inc.	4.400%	1/15/21	2,220	2,330
CR Bard Inc.	3.000%	5/15/26	2,000	1,965
CR Bard Inc.	6.700%	12/1/26	2,300	2,855
Danaher Corp.	2.400%	9/15/20	3,350	3,383
Danaher Corp.	3.350%	9/15/25	3,725	3,858
Danaher Corp.	4.375%	9/15/45	3,775	4,063
Delhaize America LLC	9.000%	4/15/31	1,930	2,845
Diageo Capital plc	4.828%	7/15/20	4,050	4,352
Diageo Capital plc	2.625%	4/29/23	11,470	11,593
Diageo Capital plc	5.875%	9/30/36	500	640
Diageo Capital plc	3.875%	4/29/43	5,569	5,609
Diageo Investment Corp.	2.875%	5/11/22	9,485	9,741
Diageo Investment Corp.	7.450%	4/15/35	275	399

	Diageo Investment Corp.	4.250%	5/11/42	5,137	5,436
	Dignity Health California GO	2.637%	11/1/19	2,250	2,272
	Dignity Health California GO	3.125%	11/1/22	900	907
	Dignity Health California GO	3.812%	11/1/24	2,050	2,117
	Dignity Health California GO	4.500%	11/1/42	5,300	5,018
	Dignity Health California GO	5.267%	11/1/64	1,000	1,039
	Dr Pepper Snapple Group Inc.	2.600%	1/15/19	4,785	4,820
	Dr Pepper Snapple Group Inc.	2.000%	1/15/20	3,475	3,457
	Dr Pepper Snapple Group Inc.	2.700%	11/15/22	2,725	2,722
	Dr Pepper Snapple Group Inc.	3.130%	12/15/23	3,350	3,415
	Dr Pepper Snapple Group Inc.	3.400%	11/15/25	3,650	3,701
	Dr Pepper Snapple Group Inc.	2.550%	9/15/26	3,500	3,292
	Dr Pepper Snapple Group Inc.	3.430%	6/15/27	3,575	3,586
10	Dr Pepper Snapple Group Inc.	3.430%	6/15/27	725	726
	Dr Pepper Snapple Group Inc.	7.450%	5/1/38	305	429
10	Dr Pepper Snapple Group Inc.	4.500%	11/15/45	4,750	5,033
	Duke University Health System Inc.	3.920%	6/1/47	4,300	4,399
	Edwards Lifesciences Corp.	2.875%	10/15/18	4,925	4,965
	Eli Lilly & Co.	1.950%	3/15/19	9,250	9,293
	Eli Lilly & Co.	2.350%	5/15/22	1,500	1,506
	Eli Lilly & Co.	2.750%	6/1/25	4,550	4,539
	Eli Lilly & Co.	3.100%	5/15/27	5,500	5,539
	Eli Lilly & Co.	5.550%	3/15/37	3,210	4,008
	Eli Lilly & Co.	3.700%	3/1/45	6,950	6,975
	Eli Lilly & Co.	3.950%	5/15/47	5,675	5,930
	Estee Lauder Cos. Inc.	1.800%	2/7/20	7,825	7,818
	Estee Lauder Cos. Inc.	1.700%	5/10/21	2,925	2,884
	Estee Lauder Cos. Inc.	3.150%	3/15/27	4,300	4,369
	Estee Lauder Cos. Inc.	6.000%	5/15/37	1,300	1,647
	Estee Lauder Cos. Inc.	4.375%	6/15/45	4,125	4,441
	Estee Lauder Cos. Inc.	4.150%	3/15/47	6,700	7,041
	Express Scripts Holding Co.	3.300%	2/25/21	1,750	1,798
	Express Scripts Holding Co.	4.750%	11/15/21	8,617	9,355
	Express Scripts Holding Co.	3.900%	2/15/22	13,256	13,921
	Express Scripts Holding Co.	3.000%	7/15/23	14,450	14,446
	Express Scripts Holding Co.	3.500%	6/15/24	15,130	15,343
	Express Scripts Holding Co.	4.500%	2/25/26	14,575	15,579
	Express Scripts Holding Co.	3.400%	3/1/27	16,440	16,187
	Express Scripts Holding Co.	6.125%	11/15/41	577	698
	Express Scripts Holding Co.	4.800%	7/15/46	17,300	18,278
	Flowers Foods Inc.	4.375%	4/1/22	4,725	5,076
	Flowers Foods Inc.	3.500%	10/1/26	1,950	1,914
	Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	600	595
	Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	3,100	3,174
	Genentech Inc.	5.250%	7/15/35	600	712
	General Mills Inc.	5.650%	2/15/19	10,075	10,588
	General Mills Inc.	2.200%	10/21/19	11,700	11,797
	General Mills Inc.	3.150%	12/15/21	7,875	8,067
	General Mills Inc.	3.650%	2/15/24	825	856
	General Mills Inc.	3.200%	2/10/27	4,500	4,459
	General Mills Inc.	5.400%	6/15/40	3,500	4,077
	General Mills Inc.	4.150%	2/15/43	1,500	1,502
	Gilead Sciences Inc.	2.050%	4/1/19	5,245	5,268
	Gilead Sciences Inc.	2.350%	2/1/20	4,025	4,068
	Gilead Sciences Inc.	2.550%	9/1/20	13,003	13,238
	Gilead Sciences Inc.	4.500%	4/1/21	8,450	9,075
	Gilead Sciences Inc.	4.400%	12/1/21	17,764	19,188

Gilead Sciences Inc.	1.950%	3/1/22	4,375	4,303
Gilead Sciences Inc.	3.250%	9/1/22	9,710	10,052
Gilead Sciences Inc.	2.500%	9/1/23	8,000	7,946
Gilead Sciences Inc.	3.700%	4/1/24	17,500	18,426
Gilead Sciences Inc.	3.500%	2/1/25	9,060	9,414
Gilead Sciences Inc.	3.650%	3/1/26	21,021	21,881
Gilead Sciences Inc.	2.950%	3/1/27	11,300	11,196
Gilead Sciences Inc.	4.600%	9/1/35	2,825	3,105
Gilead Sciences Inc.	4.000%	9/1/36	1,975	2,044
Gilead Sciences Inc.	5.650%	12/1/41	5,460	6,779
Gilead Sciences Inc.	4.800%	4/1/44	15,225	17,125
Gilead Sciences Inc.	4.500%	2/1/45	12,850	13,846
Gilead Sciences Inc.	4.750%	3/1/46	22,070	24,706
Gilead Sciences Inc.	4.150%	3/1/47	16,625	17,055
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	3,581	3,638
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	875	1,045
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	18,010	24,899
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	3,625	3,904
GlaxoSmithKline Capital plc	2.850%	5/8/22	10,450	10,670
Hackensack Meridian Health	4.500%	7/1/57	2,100	2,276
Hasbro Inc.	3.150%	5/15/21	3,200	3,263
Hasbro Inc.	3.500%	9/15/27	2,375	2,353
Hasbro Inc.	6.350%	3/15/40	2,700	3,288
Hasbro Inc.	5.100%	5/15/44	4,513	4,793
Hershey Co.	4.125%	12/1/20	2,195	2,327
Hershey Co.	2.625%	5/1/23	2,750	2,771
Hershey Co.	3.200%	8/21/25	1,695	1,721
Hershey Co.	2.300%	8/15/26	4,075	3,832
Hillshire Brands Co.	4.100%	9/15/20	1,250	1,302
Ingredion Inc.	4.625%	11/1/20	890	949
Ingredion Inc.	3.200%	10/1/26	4,000	3,931
JM Smucker Co.	2.500%	3/15/20	7,414	7,481
JM Smucker Co.	3.500%	10/15/21	7,245	7,512
JM Smucker Co.	3.000%	3/15/22	2,605	2,656
JM Smucker Co.	3.500%	3/15/25	6,950	7,109
JM Smucker Co.	4.250%	3/15/35	2,600	2,715
JM Smucker Co.	4.375%	3/15/45	6,400	6,700
Johns Hopkins Health System Corp.	3.837%	5/15/46	3,100	3,093
Johnson & Johnson	1.650%	12/5/18	5,850	5,862
Johnson & Johnson	1.125%	3/1/19	6,000	5,975
Johnson & Johnson	1.875%	12/5/19	3,500	3,515
Johnson & Johnson	2.950%	9/1/20	9,300	9,591
Johnson & Johnson	1.650%	3/1/21	10,550	10,455
Johnson & Johnson	3.550%	5/15/21	2,325	2,456
Johnson & Johnson	2.450%	12/5/21	5,000	5,065
Johnson & Johnson	2.250%	3/3/22	9,725	9,793
Johnson & Johnson	2.050%	3/1/23	8,369	8,265
Johnson & Johnson	6.730%	11/15/23	1,203	1,490
Johnson & Johnson	3.375%	12/5/23	6,875	7,296
Johnson & Johnson	2.450%	3/1/26	14,975	14,702
Johnson & Johnson	2.950%	3/3/27	10,250	10,373
Johnson & Johnson	6.950%	9/1/29	1,700	2,324
Johnson & Johnson	4.950%	5/15/33	1,800	2,163
Johnson & Johnson	4.375%	12/5/33	12,104	13,693
Johnson & Johnson	3.550%	3/1/36	5,400	5,548
Johnson & Johnson	3.625%	3/3/37	12,825	13,252
Johnson & Johnson	5.950%	8/15/37	1,330	1,780

Johnson & Johnson	5.850%	7/15/38	3,797	5,067
Johnson & Johnson	4.500%	9/1/40	3,125	3,572
Johnson & Johnson	4.850%	5/15/41	200	239
Johnson & Johnson	4.500%	12/5/43	3,650	4,204
Johnson & Johnson	3.700%	3/1/46	17,525	18,058
Johnson & Johnson	3.750%	3/3/47	9,200	9,621
Kaiser Foundation Hospitals	3.500%	4/1/22	1,835	1,909
Kaiser Foundation Hospitals	3.150%	5/1/27	4,200	4,226
Kaiser Foundation Hospitals	4.875%	4/1/42	5,950	6,965
Kaiser Foundation Hospitals	4.150%	5/1/47	11,025	11,708
Kellogg Co.	4.150%	11/15/19	300	313
Kellogg Co.	4.000%	12/15/20	8,805	9,267
Kellogg Co.	2.650%	12/1/23	7,100	7,011
Kellogg Co.	3.250%	4/1/26	4,775	4,770
Kellogg Co.	7.450%	4/1/31	867	1,170
Kellogg Co.	4.500%	4/1/46	8,900	9,222
Kimberly-Clark Corp.	7.500%	11/1/18	800	850
Kimberly-Clark Corp.	1.400%	2/15/19	1,425	1,419
Kimberly-Clark Corp.	1.850%	3/1/20	2,400	2,395
Kimberly-Clark Corp.	3.625%	8/1/20	3,150	3,277
Kimberly-Clark Corp.	3.875%	3/1/21	4,015	4,214
Kimberly-Clark Corp.	2.400%	3/1/22	4,825	4,840
Kimberly-Clark Corp.	2.400%	6/1/23	1,600	1,586
Kimberly-Clark Corp.	3.050%	8/15/25	3,100	3,132
Kimberly-Clark Corp.	2.750%	2/15/26	2,575	2,542
Kimberly-Clark Corp.	6.625%	8/1/37	300	419
Kimberly-Clark Corp.	5.300%	3/1/41	5,350	6,512
Kimberly-Clark Corp.	3.700%	6/1/43	2,025	1,950
Kimberly-Clark Corp.	3.200%	7/30/46	4,950	4,457
Koninklijke Ahold Delhaize NV	5.700%	10/1/40	2,046	2,347
Koninklijke Philips NV	3.750%	3/15/22	9,350	9,862
Koninklijke Philips NV	5.000%	3/15/42	3,600	3,984
Kraft Foods Group Inc.	5.375%	2/10/20	2,539	2,720
Kraft Foods Group Inc.	3.500%	6/6/22	7,175	7,430
Kraft Foods Group Inc.	6.875%	1/26/39	7,950	10,250
Kraft Foods Group Inc.	6.500%	2/9/40	7,900	9,804
Kraft Foods Group Inc.	5.000%	6/4/42	15,408	16,359
Kraft Heinz Foods Co.	2.800%	7/2/20	12,450	12,655
Kraft Heinz Foods Co.	3.500%	7/15/22	1,050	1,086
Kraft Heinz Foods Co.	3.950%	7/15/25	15,395	15,848
Kraft Heinz Foods Co.	3.000%	6/1/26	16,713	16,004
Kraft Heinz Foods Co.	5.000%	7/15/35	5,280	5,750
Kraft Heinz Foods Co.	5.200%	7/15/45	12,450	13,615
Kraft Heinz Foods Co.	4.375%	6/1/46	23,450	23,019
Kroger Co.	4.450%	2/1/47	11,475	10,818
Kroger Co.	4.650%	1/15/48	4,000	3,875
Laboratory Corp. of America Holdings	2.500%	11/1/18	3,915	3,938
Laboratory Corp. of America Holdings	2.625%	2/1/20	1,500	1,516
Laboratory Corp. of America Holdings	3.200%	2/1/22	6,800	6,939
Laboratory Corp. of America Holdings	3.750%	8/23/22	475	496
Laboratory Corp. of America Holdings	4.000%	11/1/23	550	589
Laboratory Corp. of America Holdings	3.250%	9/1/24	4,000	4,011
Laboratory Corp. of America Holdings	3.600%	2/1/25	6,408	6,522
Laboratory Corp. of America Holdings	3.600%	9/1/27	5,000	5,027
Laboratory Corp. of America Holdings	4.700%	2/1/45	7,775	8,069
Life Technologies Corp.	6.000%	3/1/20	3,690	4,009
Life Technologies Corp.	5.000%	1/15/21	2,175	2,328

Mattel Inc.	2.350%	5/6/19	940	942
Mattel Inc.	2.350%	8/15/21	3,400	3,296
Mattel Inc.	3.150%	3/15/23	1,600	1,574
Mattel Inc.	5.450%	11/1/41	3,905	3,905
5 Mayo Clinic	3.774%	11/15/43	5,125	5,137
5 Mayo Clinic	4.000%	11/15/47	1,375	1,418
5 Mayo Clinic	4.128%	11/15/52	1,125	1,194
McCormick & Co. Inc.	3.900%	7/15/21	875	917
McCormick & Co. Inc.	3.400%	8/15/27	8,500	8,518
McKesson Corp.	7.500%	2/15/19	4,405	4,723
McKesson Corp.	2.284%	3/15/19	8,550	8,579
McKesson Corp.	4.750%	3/1/21	4,180	4,471
McKesson Corp.	2.700%	12/15/22	5,600	5,593
McKesson Corp.	2.850%	3/15/23	1,500	1,498
McKesson Corp.	3.796%	3/15/24	9,200	9,646
McKesson Corp.	6.000%	3/1/41	5,225	6,475
McKesson Corp.	4.883%	3/15/44	2,650	2,933
Mead Johnson Nutrition Co.	4.900%	11/1/19	2,509	2,658
Mead Johnson Nutrition Co.	3.000%	11/15/20	5,775	5,926
Mead Johnson Nutrition Co.	4.125%	11/15/25	5,935	6,371
Mead Johnson Nutrition Co.	5.900%	11/1/39	5,535	6,881
Mead Johnson Nutrition Co.	4.600%	6/1/44	3,425	3,760
Medco Health Solutions Inc.	4.125%	9/15/20	590	620
Medtronic Global Holdings SCA	1.700%	3/28/19	400	400
Medtronic Global Holdings SCA	3.350%	4/1/27	4,000	4,090
Medtronic Inc.	5.600%	3/15/19	1,000	1,052
Medtronic Inc.	2.500%	3/15/20	27,567	27,981
Medtronic Inc.	4.125%	3/15/21	590	624
Medtronic Inc.	3.125%	3/15/22	17,233	17,739
Medtronic Inc.	3.150%	3/15/22	23,908	24,728
Medtronic Inc.	3.625%	3/15/24	5,000	5,259
Medtronic Inc.	3.500%	3/15/25	31,875	33,183
Medtronic Inc.	4.375%	3/15/35	22,417	24,594
Medtronic Inc.	6.500%	3/15/39	500	682
Medtronic Inc.	5.550%	3/15/40	1,725	2,134
Medtronic Inc.	4.500%	3/15/42	7,419	8,192
Medtronic Inc.	4.625%	3/15/44	4,881	5,488
Medtronic Inc.	4.625%	3/15/45	36,865	41,753
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	700	832
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	4,430	4,551
Memorial Sloan-Kettering Cancer Center New
York GO	4.200%	7/1/55	1,700	1,773
Merck & Co. Inc.	1.850%	2/10/20	7,000	6,994
Merck & Co. Inc.	3.875%	1/15/21	3,375	3,560
Merck & Co. Inc.	2.350%	2/10/22	10,259	10,329
Merck & Co. Inc.	2.400%	9/15/22	10,820	10,878
Merck & Co. Inc.	2.800%	5/18/23	12,125	12,408
Merck & Co. Inc.	2.750%	2/10/25	11,228	11,255
Merck & Co. Inc.	6.500%	12/1/33	2,672	3,588
Merck & Co. Inc.	6.550%	9/15/37	3,465	4,820
Merck & Co. Inc.	3.600%	9/15/42	7,470	7,374
Merck & Co. Inc.	4.150%	5/18/43	11,590	12,571
Merck & Co. Inc.	3.700%	2/10/45	14,459	14,660
Merck Sharp & Dohme Corp.	5.000%	6/30/19	9,845	10,381
Merck Sharp & Dohme Corp.	5.750%	11/15/36	3,900	4,952

10	Molson Coors Brewing Co.	1.900%	3/15/19	4,800	4,793
	Molson Coors Brewing Co.	1.450%	7/15/19	1,750	1,731
10	Molson Coors Brewing Co.	2.250%	3/15/20	4,800	4,801
	Molson Coors Brewing Co.	2.100%	7/15/21	5,213	5,139
	Molson Coors Brewing Co.	3.500%	5/1/22	1,050	1,085
	Molson Coors Brewing Co.	3.000%	7/15/26	15,176	14,725
	Molson Coors Brewing Co.	5.000%	5/1/42	5,625	6,265
	Molson Coors Brewing Co.	4.200%	7/15/46	15,450	15,374
	Mondelez International Inc.	6.500%	2/9/40	5,365	6,904
	Mylan Inc.	2.550%	3/28/19	5,462	5,480
10	Mylan Inc.	3.125%	1/15/23	350	350
	Mylan Inc.	4.200%	11/29/23	9,295	9,629
	Mylan Inc.	5.400%	11/29/43	3,270	3,566
	Mylan NV	2.500%	6/7/19	3,800	3,819
	Mylan NV	3.750%	12/15/20	350	362
	Mylan NV	3.150%	6/15/21	11,652	11,854
	Mylan NV	3.950%	6/15/26	16,390	16,626
	Mylan NV	5.250%	6/15/46	7,075	7,683
	New York & Presbyterian Hospital	4.024%	8/1/45	4,390	4,535
	New York & Presbyterian Hospital	4.063%	8/1/56	4,575	4,614
	Newell Brands Inc.	2.150%	10/15/18	1,600	1,604
	Newell Brands Inc.	2.875%	12/1/19	4,475	4,544
	Newell Brands Inc.	3.150%	4/1/21	9,292	9,485
	Newell Brands Inc.	3.850%	4/1/23	16,850	17,733
	Newell Brands Inc.	4.000%	12/1/24	7,930	8,279
	Newell Brands Inc.	3.900%	11/1/25	3,825	3,939
	Newell Brands Inc.	4.200%	4/1/26	19,581	20,590
	Newell Brands Inc.	5.375%	4/1/36	4,325	5,042
	Newell Brands Inc.	5.500%	4/1/46	15,150	17,899
	Northwell Healthcare Inc.	3.979%	11/1/46	6,900	6,568
	Northwell Healthcare Inc.	4.260%	11/1/47	8,000	8,067
	Novartis Capital Corp.	1.800%	2/14/20	21,125	21,057
	Novartis Capital Corp.	4.400%	4/24/20	7,300	7,759
	Novartis Capital Corp.	2.400%	5/17/22	23,825	23,882
	Novartis Capital Corp.	2.400%	9/21/22	25,789	25,784
	Novartis Capital Corp.	3.400%	5/6/24	2,528	2,641
	Novartis Capital Corp.	3.000%	11/20/25	7,250	7,347
	Novartis Capital Corp.	3.100%	5/17/27	10,825	10,966
	Novartis Capital Corp.	3.700%	9/21/42	2,575	2,579
	Novartis Capital Corp.	4.400%	5/6/44	16,442	18,622
	Novartis Capital Corp.	4.000%	11/20/45	7,800	8,350
	Novartis Securities Investment Ltd.	5.125%	2/10/19	10,540	11,011
	NYU Hospitals Center	4.784%	7/1/44	3,325	3,716
5	NYU Hospitals Center	4.368%	7/1/47	3,550	3,764
	Ochsner Clinic Foundation	5.897%	5/15/45	275	343
	Partners Healthcare System Inc.	4.117%	7/1/55	2,500	2,562
	PepsiCo Inc.	2.250%	1/7/19	9,075	9,140
	PepsiCo Inc.	1.550%	5/2/19	9,000	8,984
	PepsiCo Inc.	1.350%	10/4/19	5,400	5,374
	PepsiCo Inc.	4.500%	1/15/20	2,800	2,965
	PepsiCo Inc.	1.850%	4/30/20	10,100	10,108
	PepsiCo Inc.	2.150%	10/14/20	11,625	11,683
	PepsiCo Inc.	3.125%	11/1/20	5,425	5,618
	PepsiCo Inc.	3.000%	8/25/21	12,420	12,820
	PepsiCo Inc.	1.700%	10/6/21	6,125	6,030
	PepsiCo Inc.	2.750%	3/5/22	17,895	18,281
	PepsiCo Inc.	2.250%	5/2/22	5,475	5,472

PepsiCo Inc.	3.100%	7/17/22	3,425	3,554
PepsiCo Inc.	2.750%	3/1/23	6,750	6,888
PepsiCo Inc.	3.600%	3/1/24	1,200	1,265
PepsiCo Inc.	2.750%	4/30/25	6,700	6,676
PepsiCo Inc.	3.500%	7/17/25	3,925	4,093
PepsiCo Inc.	2.850%	2/24/26	2,000	1,988
PepsiCo Inc.	2.375%	10/6/26	12,900	12,323
PepsiCo Inc.	5.500%	1/15/40	8,075	10,085
PepsiCo Inc.	4.875%	11/1/40	6,625	7,636
PepsiCo Inc.	4.000%	3/5/42	7,600	7,780
PepsiCo Inc.	3.600%	8/13/42	4,100	3,988
PepsiCo Inc.	4.250%	10/22/44	3,675	3,915
PepsiCo Inc.	4.600%	7/17/45	4,860	5,452
PepsiCo Inc.	4.450%	4/14/46	10,000	11,090
PepsiCo Inc.	3.450%	10/6/46	8,475	8,043
PepsiCo Inc.	4.000%	5/2/47	8,300	8,579
PerkinElmer Inc.	5.000%	11/15/21	3,060	3,322
Perrigo Finance Unlimited Co.	3.500%	3/15/21	1,264	1,298
Perrigo Finance Unlimited Co.	3.500%	12/15/21	2,023	2,087
Perrigo Finance Unlimited Co.	3.900%	12/15/24	4,500	4,581
Perrigo Finance Unlimited Co.	4.375%	3/15/26	13,800	14,194
Perrigo Finance Unlimited Co.	4.900%	12/15/44	9,851	9,967
Pfizer Inc.	2.100%	5/15/19	10,500	10,591
Pfizer Inc.	1.450%	6/3/19	10,500	10,456
Pfizer Inc.	1.700%	12/15/19	11,000	10,994
Pfizer Inc.	1.950%	6/3/21	11,750	11,715
Pfizer Inc.	2.200%	12/15/21	3,000	3,015
Pfizer Inc.	3.000%	6/15/23	5,000	5,155
Pfizer Inc.	3.400%	5/15/24	650	682
Pfizer Inc.	2.750%	6/3/26	8,850	8,773
Pfizer Inc.	3.000%	12/15/26	29,000	29,247
Pfizer Inc.	4.000%	12/15/36	14,450	15,392
Pfizer Inc.	7.200%	3/15/39	11,540	17,063
Pfizer Inc.	4.300%	6/15/43	8,706	9,402
Pfizer Inc.	4.400%	5/15/44	6,925	7,692
Pfizer Inc.	4.125%	12/15/46	10,000	10,644
Pharmacia LLC	6.500%	12/1/18	6,000	6,318
Pharmacia LLC	6.600%	12/1/28	4,723	6,171
Philip Morris International Inc.	1.875%	1/15/19	5,750	5,762
Philip Morris International Inc.	1.625%	2/21/19	5,000	4,996
Philip Morris International Inc.	1.375%	2/25/19	2,400	2,384
Philip Morris International Inc.	2.000%	2/21/20	8,050	8,052
Philip Morris International Inc.	4.500%	3/26/20	375	397
Philip Morris International Inc.	1.875%	2/25/21	10,000	9,860
Philip Morris International Inc.	4.125%	5/17/21	4,458	4,724
Philip Morris International Inc.	2.900%	11/15/21	3,500	3,573
Philip Morris International Inc.	2.625%	2/18/22	5,000	5,041
Philip Morris International Inc.	2.375%	8/17/22	5,600	5,552
Philip Morris International Inc.	2.500%	8/22/22	3,000	2,994
Philip Morris International Inc.	2.625%	3/6/23	2,500	2,499
Philip Morris International Inc.	2.125%	5/10/23	4,230	4,103
Philip Morris International Inc.	3.600%	11/15/23	7,300	7,679
Philip Morris International Inc.	3.250%	11/10/24	7,100	7,216
Philip Morris International Inc.	3.375%	8/11/25	2,850	2,909
Philip Morris International Inc.	2.750%	2/25/26	14,225	13,866
Philip Morris International Inc.	6.375%	5/16/38	5,600	7,446
Philip Morris International Inc.	4.375%	11/15/41	6,643	7,016

Philip Morris International Inc.	4.500%	3/20/42	6,290	6,687
Philip Morris International Inc.	3.875%	8/21/42	5,414	5,334
Philip Morris International Inc.	4.125%	3/4/43	5,475	5,584
Philip Morris International Inc.	4.875%	11/15/43	10,725	11,977
Philip Morris International Inc.	4.250%	11/10/44	10,710	11,170
5 Procter & Gamble - Esop	9.360%	1/1/21	793	886
Procter & Gamble Co.	1.900%	11/1/19	3,925	3,944
Procter & Gamble Co.	1.850%	2/2/21	3,400	3,378
Procter & Gamble Co.	1.700%	11/3/21	6,955	6,864
Procter & Gamble Co.	2.300%	2/6/22	7,164	7,195
Procter & Gamble Co.	3.100%	8/15/23	7,975	8,286
Procter & Gamble Co.	2.700%	2/2/26	5,500	5,454
Procter & Gamble Co.	2.450%	11/3/26	9,000	8,683
Procter & Gamble Co.	5.550%	3/5/37	4,055	5,356
Providence St. Joseph Health Obligated Group	2.746%	10/1/26	1,250	1,198
Quest Diagnostics Inc.	2.700%	4/1/19	1,475	1,491
Quest Diagnostics Inc.	4.750%	1/30/20	2,500	2,643
Quest Diagnostics Inc.	2.500%	3/30/20	2,250	2,259
Quest Diagnostics Inc.	4.700%	4/1/21	1,335	1,428
Quest Diagnostics Inc.	4.250%	4/1/24	3,300	3,521
Quest Diagnostics Inc.	3.500%	3/30/25	1,250	1,255
Quest Diagnostics Inc.	3.450%	6/1/26	5,900	5,969
Quest Diagnostics Inc.	5.750%	1/30/40	876	993
Quest Diagnostics Inc.	4.700%	3/30/45	1,250	1,316
Reynolds American Inc.	8.125%	6/23/19	2,825	3,109
Reynolds American Inc.	6.875%	5/1/20	200	223
Reynolds American Inc.	3.250%	6/12/20	7,010	7,194
Reynolds American Inc.	4.000%	6/12/22	5,100	5,382
Reynolds American Inc.	4.850%	9/15/23	845	928
Reynolds American Inc.	4.450%	6/12/25	24,650	26,347
Reynolds American Inc.	5.700%	8/15/35	5,020	5,863
Reynolds American Inc.	7.250%	6/15/37	1,450	1,960
Reynolds American Inc.	8.125%	5/1/40	2,239	3,279
Reynolds American Inc.	7.000%	8/4/41	2,040	2,628
Reynolds American Inc.	5.850%	8/15/45	16,315	19,676
RWJ Barnabas Health Inc.	3.949%	7/1/46	2,900	2,860
Sanofi	4.000%	3/29/21	10,365	10,969
Shire Acquisitions Investments Ireland DAC	1.900%	9/23/19	42,550	42,427
Shire Acquisitions Investments Ireland DAC	2.400%	9/23/21	28,000	27,800
Shire Acquisitions Investments Ireland DAC	2.875%	9/23/23	35,700	35,410
Shire Acquisitions Investments Ireland DAC	3.200%	9/23/26	11,045	10,885
SSM Health Care Corp.	3.823%	6/1/27	3,600	3,709
Stryker Corp.	2.000%	3/8/19	3,600	3,611
Stryker Corp.	4.375%	1/15/20	700	737
Stryker Corp.	2.625%	3/15/21	8,250	8,351
Stryker Corp.	3.375%	5/15/24	9,500	9,802
Stryker Corp.	3.375%	11/1/25	6,190	6,314
Stryker Corp.	3.500%	3/15/26	8,697	8,912
Stryker Corp.	4.100%	4/1/43	350	349
Stryker Corp.	4.375%	5/15/44	2,575	2,689
Stryker Corp.	4.625%	3/15/46	7,110	7,747
Sysco Corp.	1.900%	4/1/19	3,350	3,349
Sysco Corp.	2.600%	10/1/20	6,800	6,894
Sysco Corp.	2.500%	7/15/21	1,825	1,833
Sysco Corp.	3.750%	10/1/25	4,575	4,737
Sysco Corp.	3.300%	7/15/26	5,250	5,280
Sysco Corp.	3.250%	7/15/27	9,664	9,629

Sysco Corp.	5.375%	9/21/35	2,548	2,991
Sysco Corp.	4.500%	4/1/46	5,800	6,118
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	5,889	5,942
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	6,474	6,262
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	1,762	1,902
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	1,328	1,340
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	10,075	9,942
Teva Pharmaceutical Finance Netherlands III BV	1.700%	7/19/19	23,350	22,989
Teva Pharmaceutical Finance Netherlands III BV	2.200%	7/21/21	21,735	20,839
Teva Pharmaceutical Finance Netherlands III BV	2.800%	7/21/23	20,175	19,230
Teva Pharmaceutical Finance Netherlands III BV	3.150%	10/1/26	25,914	23,813
Teva Pharmaceutical Finance Netherlands III BV	4.100%	10/1/46	18,690	15,874
5 Texas Health Resources	4.330%	11/15/55	900	954
The Kroger Co.	6.800%	12/15/18	2,400	2,531
The Kroger Co.	2.000%	1/15/19	925	927
The Kroger Co.	2.300%	1/15/19	10,245	10,279
The Kroger Co.	1.500%	9/30/19	2,100	2,075
The Kroger Co.	6.150%	1/15/20	4,150	4,499
The Kroger Co.	3.300%	1/15/21	3,100	3,163
The Kroger Co.	2.600%	2/1/21	5,200	5,204
The Kroger Co.	2.950%	11/1/21	13,561	13,636
The Kroger Co.	2.800%	8/1/22	2,650	2,651
The Kroger Co.	3.850%	8/1/23	4,500	4,658
The Kroger Co.	4.000%	2/1/24	2,143	2,216
The Kroger Co.	3.500%	2/1/26	2,000	1,947
The Kroger Co.	2.650%	10/15/26	6,405	5,849
The Kroger Co.	3.700%	8/1/27	2,750	2,705
The Kroger Co.	7.700%	6/1/29	3,200	4,140
The Kroger Co.	8.000%	9/15/29	6,375	8,334
The Kroger Co.	7.500%	4/1/31	1,125	1,468
The Kroger Co.	6.900%	4/15/38	3,552	4,397
The Kroger Co.	5.000%	4/15/42	850	849
The Kroger Co.	5.150%	8/1/43	1,000	1,024
The Kroger Co.	3.875%	10/15/46	3,575	3,106
The Pepsi Bottling Group Inc.	7.000%	3/1/29	4,975	6,740
Thermo Fisher Scientific Inc.	2.150%	12/14/18	2,500	2,507
Thermo Fisher Scientific Inc.	2.400%	2/1/19	245	247
Thermo Fisher Scientific Inc.	4.700%	5/1/20	525	557
Thermo Fisher Scientific Inc.	4.500%	3/1/21	7,950	8,474
Thermo Fisher Scientific Inc.	3.600%	8/15/21	7,225	7,539
Thermo Fisher Scientific Inc.	3.300%	2/15/22	6,845	7,055
Thermo Fisher Scientific Inc.	3.150%	1/15/23	3,950	4,030
Thermo Fisher Scientific Inc.	3.000%	4/15/23	6,000	6,097
Thermo Fisher Scientific Inc.	4.150%	2/1/24	275	292
Thermo Fisher Scientific Inc.	3.650%	12/15/25	7,975	8,265
Thermo Fisher Scientific Inc.	2.950%	9/19/26	9,270	9,067
Thermo Fisher Scientific Inc.	3.200%	8/15/27	10,500	10,383
Thermo Fisher Scientific Inc.	5.300%	2/1/44	5,450	6,439
Thermo Fisher Scientific Inc.	4.100%	8/15/47	3,450	3,450
Trinity Health Corp.	4.125%	12/1/45	1,995	1,997
Tupperware Brands Corp.	4.750%	6/1/21	3,870	4,091
Tyson Foods Inc.	2.650%	8/15/19	7,225	7,311
Tyson Foods Inc.	2.250%	8/23/21	1,350	1,343
Tyson Foods Inc.	4.500%	6/15/22	13,350	14,389
Tyson Foods Inc.	3.950%	8/15/24	9,473	9,959
Tyson Foods Inc.	3.550%	6/2/27	10,100	10,237
Tyson Foods Inc.	4.875%	8/15/34	6,730	7,430

	Tyson Foods Inc.	5.150%	8/15/44	3,150	3,607
	Tyson Foods Inc.	4.550%	6/2/47	5,475	5,837
	Unilever Capital Corp.	4.800%	2/15/19	200	208
	Unilever Capital Corp.	2.200%	3/6/19	4,205	4,230
	Unilever Capital Corp.	2.100%	7/30/20	1,545	1,550
	Unilever Capital Corp.	4.250%	2/10/21	10,310	11,010
	Unilever Capital Corp.	1.375%	7/28/21	5,700	5,544
	Unilever Capital Corp.	2.600%	5/5/24	9,925	9,828
	Unilever Capital Corp.	3.100%	7/30/25	2,700	2,729
	Unilever Capital Corp.	2.000%	7/28/26	6,200	5,712
	Unilever Capital Corp.	5.900%	11/15/32	3,125	4,112
	Whirlpool Corp.	2.400%	3/1/19	6,900	6,936
	Whirlpool Corp.	4.850%	6/15/21	1,625	1,758
	Whirlpool Corp.	4.700%	6/1/22	6,700	7,263
	Whirlpool Corp.	4.000%	3/1/24	2,175	2,298
	Whirlpool Corp.	3.700%	5/1/25	2,400	2,478
	Whirlpool Corp.	4.500%	6/1/46	4,425	4,584
	Whole Foods Market Inc.	5.200%	12/3/25	7,325	8,412
	Wyeth LLC	7.250%	3/1/23	2,000	2,455
	Wyeth LLC	6.450%	2/1/24	9,825	11,927
	Wyeth LLC	6.500%	2/1/34	3,425	4,593
	Wyeth LLC	6.000%	2/15/36	1,680	2,181
	Wyeth LLC	5.950%	4/1/37	16,860	22,070
	Zeneca Wilmington Inc.	7.000%	11/15/23	5,100	6,208
	Zimmer Biomet Holdings Inc.	4.625%	11/30/19	2,745	2,881
	Zimmer Biomet Holdings Inc.	2.700%	4/1/20	18,859	19,055
	Zimmer Biomet Holdings Inc.	3.375%	11/30/21	1,550	1,588
	Zimmer Biomet Holdings Inc.	3.150%	4/1/22	5,400	5,490
	Zimmer Biomet Holdings Inc.	3.550%	4/1/25	14,875	15,018
	Zimmer Biomet Holdings Inc.	5.750%	11/30/39	1,750	2,017
	Zimmer Biomet Holdings Inc.	4.450%	8/15/45	3,350	3,356
	Zoetis Inc.	3.450%	11/13/20	3,100	3,201
	Zoetis Inc.	3.250%	2/1/23	12,350	12,750
	Zoetis Inc.	4.500%	11/13/25	3,040	3,345
	Zoetis Inc.	3.000%	9/12/27	4,065	4,015
	Zoetis Inc.	4.700%	2/1/43	9,040	9,996
	Zoetis Inc.	3.950%	9/12/47	2,500	2,479
	Energy (2.6%)
	Alberta Energy Co. Ltd.	7.375%	11/1/31	3,122	3,860
	Anadarko Finance Co.	7.500%	5/1/31	6,375	7,980
	Anadarko Petroleum Corp.	8.700%	3/15/19	3,355	3,656
	Anadarko Petroleum Corp.	6.950%	6/15/19	675	727
	Anadarko Petroleum Corp.	4.850%	3/15/21	7,525	7,979
	Anadarko Petroleum Corp.	3.450%	7/15/24	5,345	5,283
	Anadarko Petroleum Corp.	5.550%	3/15/26	23,670	26,397
	Anadarko Petroleum Corp.	6.450%	9/15/36	14,405	17,023
	Anadarko Petroleum Corp.	7.950%	6/15/39	300	398
	Anadarko Petroleum Corp.	6.200%	3/15/40	4,625	5,355
	Anadarko Petroleum Corp.	4.500%	7/15/44	1,000	949
	Anadarko Petroleum Corp.	6.600%	3/15/46	8,450	10,372
	Andeavor	5.375%	10/1/22	2,000	2,058
10	Andeavor	4.750%	12/15/23	20,350	21,927
	Andeavor	5.125%	4/1/24	497	525
10	Andeavor	5.125%	12/15/26	15,800	17,301
	Apache Corp.	3.625%	2/1/21	6,910	7,115
	Apache Corp.	3.250%	4/15/22	2,201	2,223

Apache Corp.	6.000%	1/15/37	8,875	10,377
Apache Corp.	5.100%	9/1/40	14,275	14,940
Apache Corp.	5.250%	2/1/42	340	360
Apache Corp.	4.750%	4/15/43	13,724	13,766
Apache Corp.	4.250%	1/15/44	3,900	3,667
Apache Finance Canada Corp.	7.750%	12/15/29	650	852
Baker Hughes a GE Co. LLC	3.200%	8/15/21	9,595	9,854
Baker Hughes a GE Co. LLC	5.125%	9/15/40	6,740	7,773
Boardwalk Pipelines LP	5.750%	9/15/19	3,545	3,750
Boardwalk Pipelines LP	3.375%	2/1/23	2,150	2,131
Boardwalk Pipelines LP	4.950%	12/15/24	575	610
Boardwalk Pipelines LP	5.950%	6/1/26	15,010	16,757
Boardwalk Pipelines LP	4.450%	7/15/27	4,300	4,384
BP Capital Markets plc	4.750%	3/10/19	5,775	6,018
BP Capital Markets plc	1.676%	5/3/19	2,100	2,097
BP Capital Markets plc	2.237%	5/10/19	6,000	6,042
BP Capital Markets plc	1.768%	9/19/19	6,200	6,200
BP Capital Markets plc	2.521%	1/15/20	13,705	13,885
BP Capital Markets plc	2.315%	2/13/20	16,850	16,987
BP Capital Markets plc	4.500%	10/1/20	11,578	12,349
BP Capital Markets plc	4.742%	3/11/21	8,965	9,733
BP Capital Markets plc	2.112%	9/16/21	9,200	9,120
BP Capital Markets plc	3.561%	11/1/21	17,824	18,627
BP Capital Markets plc	3.062%	3/17/22	3,900	3,993
BP Capital Markets plc	3.245%	5/6/22	10,075	10,428
BP Capital Markets plc	2.520%	9/19/22	5,200	5,180
BP Capital Markets plc	2.500%	11/6/22	7,675	7,662
BP Capital Markets plc	2.750%	5/10/23	22,515	22,475
BP Capital Markets plc	3.994%	9/26/23	2,700	2,890
BP Capital Markets plc	3.216%	11/28/23	1,800	1,832
BP Capital Markets plc	3.814%	2/10/24	2,200	2,313
BP Capital Markets plc	3.535%	11/4/24	7,225	7,478
BP Capital Markets plc	3.506%	3/17/25	2,675	2,759
BP Capital Markets plc	3.119%	5/4/26	13,681	13,668
BP Capital Markets plc	3.017%	1/16/27	8,500	8,346
BP Capital Markets plc	3.588%	4/14/27	2,100	2,158
BP Capital Markets plc	3.279%	9/19/27	13,900	13,859
BP Capital Markets plc	3.723%	11/28/28	3,700	3,805
Buckeye Partners LP	2.650%	11/15/18	4,175	4,190
Buckeye Partners LP	4.875%	2/1/21	1,000	1,055
Buckeye Partners LP	4.150%	7/1/23	2,800	2,895
Buckeye Partners LP	3.950%	12/1/26	10,300	10,126
Buckeye Partners LP	5.850%	11/15/43	3,525	3,782
Buckeye Partners LP	5.600%	10/15/44	900	929
Burlington Resources Finance Co.	7.200%	8/15/31	9,562	12,681
Burlington Resources Finance Co.	7.400%	12/1/31	2,650	3,584
Canadian Natural Resources Ltd.	3.450%	11/15/21	615	631
Canadian Natural Resources Ltd.	2.950%	1/15/23	8,050	8,019
Canadian Natural Resources Ltd.	3.800%	4/15/24	10,645	10,853
Canadian Natural Resources Ltd.	3.850%	6/1/27	16,900	17,099
Canadian Natural Resources Ltd.	7.200%	1/15/32	1,875	2,318
Canadian Natural Resources Ltd.	6.450%	6/30/33	2,325	2,753
Canadian Natural Resources Ltd.	5.850%	2/1/35	2,212	2,494
Canadian Natural Resources Ltd.	6.500%	2/15/37	7,000	8,478
Canadian Natural Resources Ltd.	6.250%	3/15/38	7,743	9,273
Canadian Natural Resources Ltd.	6.750%	2/1/39	2,800	3,421
Canadian Natural Resources Ltd.	4.950%	6/1/47	2,000	2,119

	Cenovus Energy Inc.	5.700%	10/15/19	11,000	11,632
	Cenovus Energy Inc.	3.000%	8/15/22	4,559	4,479
	Cenovus Energy Inc.	3.800%	9/15/23	5,425	5,452
10	Cenovus Energy Inc.	4.250%	4/15/27	9,600	9,528
10	Cenovus Energy Inc.	5.250%	6/15/37	7,100	7,029
	Cenovus Energy Inc.	6.750%	11/15/39	13,600	15,657
	Cenovus Energy Inc.	4.450%	9/15/42	1,000	864
	Cenovus Energy Inc.	5.200%	9/15/43	3,500	3,356
10	Cenovus Energy Inc.	5.400%	6/15/47	13,200	13,236
	Chevron Corp.	1.790%	11/16/18	12,000	12,018
	Chevron Corp.	1.686%	2/28/19	4,000	4,000
	Chevron Corp.	4.950%	3/3/19	7,750	8,096
	Chevron Corp.	1.561%	5/16/19	15,935	15,908
	Chevron Corp.	2.193%	11/15/19	11,850	11,947
	Chevron Corp.	1.961%	3/3/20	13,375	13,394
	Chevron Corp.	1.991%	3/3/20	4,100	4,111
	Chevron Corp.	2.419%	11/17/20	8,000	8,116
	Chevron Corp.	2.100%	5/16/21	9,500	9,472
	Chevron Corp.	2.411%	3/3/22	5,150	5,166
	Chevron Corp.	2.498%	3/3/22	4,100	4,128
	Chevron Corp.	2.355%	12/5/22	17,744	17,701
	Chevron Corp.	3.191%	6/24/23	24,283	25,140
	Chevron Corp.	2.895%	3/3/24	16,000	16,151
	Chevron Corp.	3.326%	11/17/25	400	411
	Chevron Corp.	2.954%	5/16/26	13,800	13,738
	Cimarex Energy Co.	4.375%	6/1/24	5,900	6,239
	Cimarex Energy Co.	3.900%	5/15/27	19,400	19,714
	Columbia Pipeline Group Inc.	3.300%	6/1/20	1,550	1,587
	Columbia Pipeline Group Inc.	4.500%	6/1/25	7,590	8,115
	Columbia Pipeline Group Inc.	5.800%	6/1/45	3,800	4,572
	Concho Resources Inc.	3.750%	10/1/27	2,500	2,513
	Concho Resources Inc.	4.875%	10/1/47	2,500	2,606
	Conoco Funding Co.	7.250%	10/15/31	1,475	1,976
	ConocoPhillips	5.900%	10/15/32	1,725	2,081
	ConocoPhillips	5.900%	5/15/38	5,661	7,025
	ConocoPhillips	6.500%	2/1/39	19,663	26,297
	ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	5,971	7,457
	ConocoPhillips Co.	2.200%	5/15/20	3,450	3,459
	ConocoPhillips Co.	4.200%	3/15/21	6,600	7,008
	ConocoPhillips Co.	2.875%	11/15/21	6,715	6,827
	ConocoPhillips Co.	2.400%	12/15/22	12,324	12,143
	ConocoPhillips Co.	3.350%	11/15/24	2,847	2,919
	ConocoPhillips Co.	4.950%	3/15/26	22,035	24,812
	ConocoPhillips Co.	4.150%	11/15/34	11,030	11,317
	ConocoPhillips Co.	4.300%	11/15/44	1,375	1,445
	ConocoPhillips Co.	5.950%	3/15/46	4,100	5,315
	ConocoPhillips Holding Co.	6.950%	4/15/29	3,350	4,345
	Devon Energy Corp.	4.000%	7/15/21	3,800	3,931
	Devon Energy Corp.	3.250%	5/15/22	13,030	13,184
	Devon Energy Corp.	5.850%	12/15/25	2,850	3,283
	Devon Energy Corp.	7.950%	4/15/32	2,950	3,906
	Devon Energy Corp.	5.600%	7/15/41	5,945	6,508
	Devon Energy Corp.	4.750%	5/15/42	15,200	15,378
	Devon Energy Corp.	5.000%	6/15/45	14,030	14,769
	Devon Financing Co. LLC	7.875%	9/30/31	9,625	12,705
	Dominion Energy Gas Holdings LLC	2.500%	12/15/19	3,900	3,934
	Dominion Energy Gas Holdings LLC	2.800%	11/15/20	2,000	2,027

Dominion Energy Gas Holdings LLC	3.550%	11/1/23	10,379	10,661
Dominion Energy Gas Holdings LLC	3.600%	12/15/24	1,700	1,734
Dominion Energy Gas Holdings LLC	4.800%	11/1/43	5,975	6,462
Dominion Energy Gas Holdings LLC	4.600%	12/15/44	2,660	2,797
Enable Midstream Partners LP	2.400%	5/15/19	2,600	2,589
Enable Midstream Partners LP	3.900%	5/15/24	6,100	6,095
Enable Midstream Partners LP	4.400%	3/15/27	9,000	9,144
Enable Midstream Partners LP	5.000%	5/15/44	1,025	997
Enbridge Energy Partners LP	9.875%	3/1/19	1,230	1,358
Enbridge Energy Partners LP	5.200%	3/15/20	675	718
Enbridge Energy Partners LP	4.200%	9/15/21	9,950	10,427
Enbridge Energy Partners LP	5.875%	10/15/25	2,700	3,078
Enbridge Energy Partners LP	7.500%	4/15/38	6,400	8,045
Enbridge Energy Partners LP	5.500%	9/15/40	3,940	4,142
Enbridge Energy Partners LP	7.375%	10/15/45	3,690	4,796
Enbridge Inc.	2.900%	7/15/22	4,400	4,435
Enbridge Inc.	3.500%	6/10/24	1,100	1,113
Enbridge Inc.	4.250%	12/1/26	10,410	10,956
Enbridge Inc.	3.700%	7/15/27	6,500	6,594
Enbridge Inc.	4.500%	6/10/44	2,725	2,750
Enbridge Inc.	5.500%	12/1/46	4,800	5,540
Encana Corp.	6.500%	5/15/19	4,750	5,044
Encana Corp.	3.900%	11/15/21	3,500	3,599
Encana Corp.	8.125%	9/15/30	1,400	1,810
Encana Corp.	6.500%	8/15/34	9,300	10,864
Encana Corp.	6.625%	8/15/37	4,205	5,036
Encana Corp.	6.500%	2/1/38	3,900	4,630
Energy Transfer LP	9.700%	3/15/19	1,296	1,431
Energy Transfer LP	9.000%	4/15/19	1,714	1,884
Energy Transfer LP	4.150%	10/1/20	4,500	4,684
Energy Transfer LP	4.650%	6/1/21	3,727	3,958
Energy Transfer LP	5.200%	2/1/22	8,497	9,187
Energy Transfer LP	3.600%	2/1/23	4,375	4,431
Energy Transfer LP	4.900%	2/1/24	1,620	1,728
Energy Transfer LP	4.050%	3/15/25	18,485	18,658
Energy Transfer LP	4.750%	1/15/26	15,905	16,711
Energy Transfer LP	4.200%	4/15/27	8,300	8,389
Energy Transfer LP	8.250%	11/15/29	400	516
Energy Transfer LP	4.900%	3/15/35	2,950	2,883
Energy Transfer LP	6.625%	10/15/36	1,750	1,996
Energy Transfer LP	7.500%	7/1/38	3,257	3,988
Energy Transfer LP	6.050%	6/1/41	11,845	12,800
Energy Transfer LP	6.500%	2/1/42	9,926	11,321
Energy Transfer LP	5.150%	2/1/43	5,700	5,558
Energy Transfer LP	5.150%	3/15/45	6,380	6,136
Energy Transfer LP	6.125%	12/15/45	2,600	2,851
Energy Transfer LP	5.300%	4/15/47	10,775	10,760
Eni USA Inc.	7.300%	11/15/27	100	126
EnLink Midstream Partners LP	2.700%	4/1/19	850	851
EnLink Midstream Partners LP	4.400%	4/1/24	18,627	19,146
EnLink Midstream Partners LP	4.150%	6/1/25	925	931
EnLink Midstream Partners LP	4.850%	7/15/26	7,800	8,181
EnLink Midstream Partners LP	5.600%	4/1/44	3,500	3,588
Enlink Midstream Partners LP	5.050%	4/1/45	440	418
EnLink Midstream Partners LP	5.450%	6/1/47	2,800	2,883
Enterprise Products Operating LLC	6.500%	1/31/19	7,050	7,456
Enterprise Products Operating LLC	2.550%	10/15/19	6,900	6,962

Enterprise Products Operating LLC	5.200%	9/1/20	8,600	9,329
Enterprise Products Operating LLC	2.850%	4/15/21	1,000	1,012
Enterprise Products Operating LLC	4.050%	2/15/22	500	527
Enterprise Products Operating LLC	3.350%	3/15/23	6,050	6,210
Enterprise Products Operating LLC	3.900%	2/15/24	8,725	9,144
Enterprise Products Operating LLC	3.750%	2/15/25	15,025	15,530
Enterprise Products Operating LLC	3.950%	2/15/27	4,000	4,194
Enterprise Products Operating LLC	6.875%	3/1/33	7,343	9,257
Enterprise Products Operating LLC	6.650%	10/15/34	235	293
Enterprise Products Operating LLC	7.550%	4/15/38	3,130	4,287
Enterprise Products Operating LLC	6.125%	10/15/39	1,695	2,067
Enterprise Products Operating LLC	6.450%	9/1/40	2,425	3,064
Enterprise Products Operating LLC	5.950%	2/1/41	10,065	12,094
Enterprise Products Operating LLC	5.700%	2/15/42	2,425	2,837
Enterprise Products Operating LLC	4.850%	8/15/42	6,463	6,931
Enterprise Products Operating LLC	4.450%	2/15/43	13,617	13,995
Enterprise Products Operating LLC	4.850%	3/15/44	11,020	11,631
Enterprise Products Operating LLC	5.100%	2/15/45	1,490	1,640
Enterprise Products Operating LLC	4.900%	5/15/46	11,970	13,063
Enterprise Products Operating LLC	4.950%	10/15/54	2,125	2,249
5 Enterprise Products Operating LLC	5.250%	8/16/77	3,100	3,127
EOG Resources Inc.	4.400%	6/1/20	1,880	1,984
EOG Resources Inc.	4.100%	2/1/21	9,450	9,931
EOG Resources Inc.	2.625%	3/15/23	13,400	13,299
EOG Resources Inc.	3.150%	4/1/25	400	399
EOG Resources Inc.	4.150%	1/15/26	2,500	2,643
EOG Resources Inc.	3.900%	4/1/35	2,900	2,889
EQT Corp.	8.125%	6/1/19	5,725	6,282
EQT Corp.	2.500%	10/1/20	1,500	1,504
EQT Corp.	4.875%	11/15/21	2,100	2,261
EQT Corp.	3.000%	10/1/22	3,800	3,806
EQT Corp.	3.900%	10/1/27	8,500	8,463
EQT Midstream Partners LP	4.125%	12/1/26	3,600	3,603
Exxon Mobil Corp.	1.819%	3/15/19	2,250	2,255
Exxon Mobil Corp.	1.912%	3/6/20	13,382	13,401
Exxon Mobil Corp.	2.222%	3/1/21	23,125	23,294
Exxon Mobil Corp.	2.397%	3/6/22	27,250	27,374
Exxon Mobil Corp.	2.726%	3/1/23	26,400	26,778
Exxon Mobil Corp.	3.176%	3/15/24	250	259
Exxon Mobil Corp.	2.709%	3/6/25	4,600	4,593
Exxon Mobil Corp.	3.567%	3/6/45	4,850	4,733
Exxon Mobil Corp.	4.114%	3/1/46	18,850	20,340
Halliburton Co.	3.250%	11/15/21	4,425	4,539
Halliburton Co.	3.500%	8/1/23	5,450	5,599
Halliburton Co.	3.800%	11/15/25	21,450	21,987
Halliburton Co.	4.850%	11/15/35	10,950	11,862
Halliburton Co.	6.700%	9/15/38	5,920	7,562
Halliburton Co.	7.450%	9/15/39	1,859	2,616
Halliburton Co.	4.500%	11/15/41	2,707	2,726
Halliburton Co.	4.750%	8/1/43	8,475	8,931
Halliburton Co.	5.000%	11/15/45	12,375	13,567
Helmerich & Payne International Drilling Co.	4.650%	3/15/25	3,500	3,712
Hess Corp.	3.500%	7/15/24	1,600	1,566
Hess Corp.	4.300%	4/1/27	11,500	11,391
Hess Corp.	7.875%	10/1/29	1,900	2,282
Hess Corp.	7.300%	8/15/31	950	1,105
Hess Corp.	7.125%	3/15/33	2,050	2,373

Hess Corp.	6.000%	1/15/40	12,640	13,083
Hess Corp.	5.600%	2/15/41	9,330	9,294
Hess Corp.	5.800%	4/1/47	6,400	6,566
HollyFrontier Corp.	5.875%	4/1/26	2,350	2,555
Husky Energy Inc.	6.150%	6/15/19	275	293
Husky Energy Inc.	7.250%	12/15/19	2,020	2,208
Husky Energy Inc.	3.950%	4/15/22	24,800	25,657
Husky Energy Inc.	4.000%	4/15/24	5,300	5,429
Husky Energy Inc.	6.800%	9/15/37	4,310	5,389
Kerr-McGee Corp.	6.950%	7/1/24	5,505	6,595
Kerr-McGee Corp.	7.875%	9/15/31	1,775	2,257
Kinder Morgan Energy Partners LP	2.650%	2/1/19	13,350	13,440
Kinder Morgan Energy Partners LP	9.000%	2/1/19	5,127	5,568
Kinder Morgan Energy Partners LP	6.850%	2/15/20	10,075	11,085
Kinder Morgan Energy Partners LP	6.500%	4/1/20	4,961	5,433
Kinder Morgan Energy Partners LP	5.300%	9/15/20	1,400	1,508
Kinder Morgan Energy Partners LP	5.000%	10/1/21	11,940	12,811
Kinder Morgan Energy Partners LP	4.150%	3/1/22	4,426	4,621
Kinder Morgan Energy Partners LP	3.950%	9/1/22	16,075	16,643
Kinder Morgan Energy Partners LP	3.450%	2/15/23	8,700	8,778
Kinder Morgan Energy Partners LP	3.500%	9/1/23	8,783	8,845
Kinder Morgan Energy Partners LP	4.300%	5/1/24	5,900	6,125
Kinder Morgan Energy Partners LP	4.250%	9/1/24	8,612	8,944
Kinder Morgan Energy Partners LP	7.400%	3/15/31	1,980	2,421
Kinder Morgan Energy Partners LP	7.300%	8/15/33	2,000	2,433
Kinder Morgan Energy Partners LP	6.500%	2/1/37	6,250	7,046
Kinder Morgan Energy Partners LP	6.950%	1/15/38	5,815	7,033
Kinder Morgan Energy Partners LP	6.500%	9/1/39	8,425	9,562
Kinder Morgan Energy Partners LP	6.550%	9/15/40	4,500	5,152
Kinder Morgan Energy Partners LP	7.500%	11/15/40	150	187
Kinder Morgan Energy Partners LP	6.375%	3/1/41	3,600	4,148
Kinder Morgan Energy Partners LP	5.625%	9/1/41	7,500	7,809
Kinder Morgan Energy Partners LP	5.000%	8/15/42	2,575	2,529
Kinder Morgan Energy Partners LP	4.700%	11/1/42	6,400	6,085
Kinder Morgan Energy Partners LP	5.000%	3/1/43	1,000	996
Kinder Morgan Energy Partners LP	5.500%	3/1/44	1,000	1,049
Kinder Morgan Inc.	6.500%	9/15/20	1,500	1,644
Kinder Morgan Inc.	3.150%	1/15/23	2,500	2,511
Kinder Morgan Inc.	4.300%	6/1/25	11,800	12,361
Kinder Morgan Inc.	7.800%	8/1/31	2,730	3,463
Kinder Morgan Inc.	7.750%	1/15/32	5,450	6,997
Kinder Morgan Inc.	5.300%	12/1/34	5,000	5,219
Kinder Morgan Inc.	5.550%	6/1/45	19,855	21,487
Kinder Morgan Inc.	5.050%	2/15/46	10,027	10,301
Magellan Midstream Partners LP	6.550%	7/15/19	6,750	7,252
Magellan Midstream Partners LP	4.250%	2/1/21	3,950	4,156
Magellan Midstream Partners LP	5.000%	3/1/26	10,500	11,692
Magellan Midstream Partners LP	5.150%	10/15/43	1,675	1,858
Magellan Midstream Partners LP	4.250%	9/15/46	2,800	2,773
Magellan Midstream Partners LP	4.200%	10/3/47	3,000	2,960
Marathon Oil Corp.	2.700%	6/1/20	6,060	6,029
Marathon Oil Corp.	2.800%	11/1/22	7,600	7,405
Marathon Oil Corp.	3.850%	6/1/25	6,470	6,447
Marathon Oil Corp.	4.400%	7/15/27	5,000	5,078
Marathon Oil Corp.	6.800%	3/15/32	2,770	3,157
Marathon Oil Corp.	6.600%	10/1/37	7,741	8,890
Marathon Oil Corp.	5.200%	6/1/45	9,060	9,100

Marathon Petroleum Corp.	2.700%	12/14/18	5,000	5,035
Marathon Petroleum Corp.	3.400%	12/15/20	2,800	2,880
Marathon Petroleum Corp.	5.125%	3/1/21	6,000	6,499
Marathon Petroleum Corp.	3.625%	9/15/24	5,150	5,230
Marathon Petroleum Corp.	6.500%	3/1/41	11,639	13,906
Marathon Petroleum Corp.	4.750%	9/15/44	1,676	1,646
Marathon Petroleum Corp.	5.000%	9/15/54	2,350	2,274
MPLX LP	4.500%	7/15/23	15,240	16,171
MPLX LP	4.875%	12/1/24	21,992	23,704
MPLX LP	4.000%	2/15/25	3,000	2,997
MPLX LP	4.875%	6/1/25	6,300	6,749
MPLX LP	4.125%	3/1/27	9,800	9,992
MPLX LP	5.200%	3/1/47	7,550	7,887
Nabors Industries Inc.	6.150%	2/15/18	4,299	4,349
Nabors Industries Inc.	9.250%	1/15/19	5,255	5,662
National Fuel Gas Co.	3.950%	9/15/27	1,900	1,876
National Oilwell Varco Inc.	2.600%	12/1/22	23,415	22,833
National Oilwell Varco Inc.	3.950%	12/1/42	2,800	2,343
Noble Energy Inc.	4.150%	12/15/21	9,300	9,783
Noble Energy Inc.	3.850%	1/15/28	5,550	5,558
Noble Energy Inc.	6.000%	3/1/41	2,050	2,328
Noble Energy Inc.	5.250%	11/15/43	12,260	12,883
Noble Energy Inc.	4.950%	8/15/47	5,700	5,816
Occidental Petroleum Corp.	4.100%	2/1/21	17,260	18,229
Occidental Petroleum Corp.	3.125%	2/15/22	7,640	7,825
Occidental Petroleum Corp.	2.700%	2/15/23	4,225	4,241
Occidental Petroleum Corp.	3.500%	6/15/25	9,200	9,416
Occidental Petroleum Corp.	3.400%	4/15/26	12,100	12,403
Occidental Petroleum Corp.	4.625%	6/15/45	3,000	3,275
Occidental Petroleum Corp.	4.400%	4/15/46	5,375	5,634
Occidental Petroleum Corp.	4.100%	2/15/47	4,900	5,002
Oceaneering International Inc.	4.650%	11/15/24	2,150	2,138
ONEOK Inc.	7.500%	9/1/23	7,103	8,510
ONEOK Inc.	4.000%	7/13/27	2,000	2,019
ONEOK Inc.	6.000%	6/15/35	600	667
ONEOK Inc.	4.950%	7/13/47	8,364	8,445
ONEOK Partners LP	3.375%	10/1/22	13,425	13,561
ONEOK Partners LP	6.650%	10/1/36	8,203	9,898
ONEOK Partners LP	6.850%	10/15/37	2,325	2,833
ONEOK Partners LP	6.200%	9/15/43	3,200	3,694
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	4,703	4,719
Petro-Canada	5.350%	7/15/33	1,325	1,498
Petro-Canada	5.950%	5/15/35	6,395	7,715
Petro-Canada	6.800%	5/15/38	5,525	7,382
Phillips 66	4.300%	4/1/22	13,335	14,212
Phillips 66	4.650%	11/15/34	400	426
Phillips 66	5.875%	5/1/42	11,210	13,737
Phillips 66	4.875%	11/15/44	16,305	17,744
Phillips 66 Partners LP	2.646%	2/15/20	1,255	1,261
Phillips 66 Partners LP	3.605%	2/15/25	3,500	3,487
Phillips 66 Partners LP	3.550%	10/1/26	7,950	7,780
Phillips 66 Partners LP	4.680%	2/15/45	1,375	1,326
Phillips 66 Partners LP	4.900%	10/1/46	1,900	1,900
Pioneer Natural Resources Co.	3.450%	1/15/21	4,000	4,124
Pioneer Natural Resources Co.	3.950%	7/15/22	7,400	7,773
Pioneer Natural Resources Co.	4.450%	1/15/26	9,650	10,223

Plains All American Pipeline LP / PAA Finance
Corp.	8.750%	5/1/19	450	491
Plains All American Pipeline LP / PAA Finance
Corp.	5.750%	1/15/20	12,660	13,442
Plains All American Pipeline LP / PAA Finance
Corp.	5.000%	2/1/21	1,460	1,531
Plains All American Pipeline LP / PAA Finance
Corp.	3.650%	6/1/22	2,600	2,611
Plains All American Pipeline LP / PAA Finance
Corp.	2.850%	1/31/23	7,507	7,192
Plains All American Pipeline LP / PAA Finance
Corp.	3.850%	10/15/23	2,396	2,393
Plains All American Pipeline LP / PAA Finance
Corp.	3.600%	11/1/24	14,960	14,519
Plains All American Pipeline LP / PAA Finance
Corp.	4.650%	10/15/25	6,715	6,908
Plains All American Pipeline LP / PAA Finance
Corp.	4.500%	12/15/26	7,300	7,408
Plains All American Pipeline LP / PAA Finance
Corp.	5.150%	6/1/42	2,975	2,801
Plains All American Pipeline LP / PAA Finance
Corp.	4.300%	1/31/43	8,575	7,301
Plains All American Pipeline LP / PAA Finance
Corp.	4.700%	6/15/44	4,575	4,125
Regency Energy Partners LP / Regency Energy
Finance Corp.	5.750%	9/1/20	1,725	1,859
Regency Energy Partners LP / Regency Energy
Finance Corp.	5.875%	3/1/22	5,950	6,590
Regency Energy Partners LP / Regency Energy
Finance Corp.	5.000%	10/1/22	11,300	12,218
Regency Energy Partners LP / Regency Energy
Finance Corp.	5.500%	4/15/23	5,650	5,818
Repsol Oil & Gas Canada Inc.	7.750%	6/1/19	3,975	4,308
Sabine Pass Liquefaction LLC	5.625%	2/1/21	16,015	17,336
Sabine Pass Liquefaction LLC	6.250%	3/15/22	11,900	13,373
Sabine Pass Liquefaction LLC	5.625%	4/15/23	15,400	17,094
Sabine Pass Liquefaction LLC	5.750%	5/15/24	18,500	20,604
Sabine Pass Liquefaction LLC	5.625%	3/1/25	19,925	21,992
Sabine Pass Liquefaction LLC	5.875%	6/30/26	22,150	24,780
Sabine Pass Liquefaction LLC	5.000%	3/15/27	4,130	4,409
Sabine Pass Liquefaction LLC	4.200%	3/15/28	11,400	11,457
Sasol Financing International plc	4.500%	11/14/22	3,500	3,636
Schlumberger Investment SA	3.650%	12/1/23	17,513	18,580
Shell International Finance BV	1.625%	11/10/18	12,900	12,884
Shell International Finance BV	2.000%	11/15/18	6,625	6,644
Shell International Finance BV	1.375%	5/10/19	4,350	4,328
Shell International Finance BV	1.375%	9/12/19	9,800	9,725
Shell International Finance BV	4.300%	9/22/19	35,800	37,498
Shell International Finance BV	4.375%	3/25/20	7,650	8,120
Shell International Finance BV	2.125%	5/11/20	10,000	10,059
Shell International Finance BV	2.250%	11/10/20	550	553
Shell International Finance BV	1.875%	5/10/21	20,000	19,872
Shell International Finance BV	1.750%	9/12/21	10,000	9,868
Shell International Finance BV	2.375%	8/21/22	11,865	11,876
Shell International Finance BV	2.250%	1/6/23	5,150	5,103
Shell International Finance BV	3.400%	8/12/23	7,080	7,394
Shell International Finance BV	3.250%	5/11/25	3,700	3,782

	Shell International Finance BV	2.875%	5/10/26	16,200	16,107
	Shell International Finance BV	2.500%	9/12/26	12,500	12,048
	Shell International Finance BV	4.125%	5/11/35	26,241	27,706
	Shell International Finance BV	6.375%	12/15/38	16,542	22,147
	Shell International Finance BV	5.500%	3/25/40	4,025	4,887
	Shell International Finance BV	3.625%	8/21/42	8,275	7,926
	Shell International Finance BV	4.550%	8/12/43	4,975	5,404
	Shell International Finance BV	4.375%	5/11/45	21,871	23,421
	Shell International Finance BV	4.000%	5/10/46	10,250	10,388
	Shell International Finance BV	3.750%	9/12/46	15,850	15,572
	Southern Natural Gas Co. LLC / Southern
	Natural Issuing Corp.	4.400%	6/15/21	7,315	7,732
	Spectra Energy Partners LP	4.750%	3/15/24	3,500	3,802
	Spectra Energy Partners LP	3.500%	3/15/25	9,050	9,095
	Spectra Energy Partners LP	3.375%	10/15/26	2,075	2,058
	Spectra Energy Partners LP	5.950%	9/25/43	2,240	2,640
	Spectra Energy Partners LP	4.500%	3/15/45	3,300	3,291
	Suncor Energy Inc.	3.600%	12/1/24	350	361
	Suncor Energy Inc.	7.150%	2/1/32	3,475	4,551
	Suncor Energy Inc.	5.950%	12/1/34	575	693
	Suncor Energy Inc.	6.500%	6/15/38	10,220	13,279
	Suncor Energy Inc.	6.850%	6/1/39	2,255	3,033
	Sunoco Logistics Partners Operations LP	4.400%	4/1/21	6,450	6,796
	Sunoco Logistics Partners Operations LP	4.250%	4/1/24	575	592
	Sunoco Logistics Partners Operations LP	5.950%	12/1/25	1,000	1,125
	Sunoco Logistics Partners Operations LP	3.900%	7/15/26	18,000	17,836
	Sunoco Logistics Partners Operations LP	4.000%	10/1/27	5,600	5,545
	Sunoco Logistics Partners Operations LP	6.100%	2/15/42	250	267
	Sunoco Logistics Partners Operations LP	4.950%	1/15/43	5,525	5,184
	Sunoco Logistics Partners Operations LP	5.300%	4/1/44	10,975	10,853
	Sunoco Logistics Partners Operations LP	5.350%	5/15/45	4,475	4,443
	Sunoco Logistics Partners Operations LP	5.400%	10/1/47	3,400	3,450
	TC PipeLines LP	3.900%	5/25/27	2,600	2,581
10	TechnipFMC plc	3.450%	10/1/22	2,700	2,674
	Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	825	975
	Texas Eastern Transmission LP	7.000%	7/15/32	3,205	4,098
	Tosco Corp.	7.800%	1/1/27	315	411
	Tosco Corp.	8.125%	2/15/30	4,600	6,320
	Total Capital Canada Ltd.	2.750%	7/15/23	6,800	6,877
	Total Capital International SA	2.125%	1/10/19	8,050	8,089
	Total Capital International SA	2.100%	6/19/19	21,700	21,825
	Total Capital International SA	2.750%	6/19/21	22,675	23,138
	Total Capital International SA	2.875%	2/17/22	11,075	11,288
	Total Capital International SA	2.700%	1/25/23	8,950	9,032
	Total Capital International SA	3.700%	1/15/24	7,675	8,091
	Total Capital International SA	3.750%	4/10/24	2,991	3,157
	Total Capital SA	4.450%	6/24/20	5,075	5,418
	Total Capital SA	4.125%	1/28/21	3,005	3,197
	TransCanada PipeLines Ltd.	3.800%	10/1/20	7,332	7,659
	TransCanada PipeLines Ltd.	2.500%	8/1/22	6,075	6,072
	TransCanada PipeLines Ltd.	3.750%	10/16/23	4,775	5,034
	TransCanada PipeLines Ltd.	4.875%	1/15/26	5,221	5,851
	TransCanada PipeLines Ltd.	4.625%	3/1/34	7,750	8,475
	TransCanada PipeLines Ltd.	5.600%	3/31/34	2,000	2,341
	TransCanada PipeLines Ltd.	5.850%	3/15/36	3,225	3,912
	TransCanada PipeLines Ltd.	6.200%	10/15/37	14,075	18,107
	TransCanada PipeLines Ltd.	7.250%	8/15/38	2,650	3,751

TransCanada PipeLines Ltd.	7.625%	1/15/39	2,500	3,669
TransCanada PipeLines Ltd.	6.100%	6/1/40	3,975	5,140
TransCanada PipeLines Ltd.	5.000%	10/16/43	9,835	11,259
Transcontinental Gas Pipe Line Co. LLC	7.850%	2/1/26	10,000	12,889
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	500	571
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	2,923	2,986
Valero Energy Corp.	9.375%	3/15/19	2,150	2,369
Valero Energy Corp.	6.125%	2/1/20	3,875	4,210
Valero Energy Corp.	3.650%	3/15/25	1,250	1,282
Valero Energy Corp.	3.400%	9/15/26	15,300	15,086
Valero Energy Corp.	7.500%	4/15/32	4,025	5,286
Valero Energy Corp.	6.625%	6/15/37	10,306	12,837
Valero Energy Corp.	4.900%	3/15/45	6,850	7,246
Valero Energy Partners LP	4.375%	12/15/26	1,800	1,851
Western Gas Partners LP	5.375%	6/1/21	7,275	7,795
Western Gas Partners LP	3.950%	6/1/25	4,300	4,307
Western Gas Partners LP	4.650%	7/1/26	2,000	2,094
Western Gas Partners LP	5.450%	4/1/44	4,925	5,210
Williams Partners LP	5.250%	3/15/20	6,751	7,239
Williams Partners LP	4.000%	11/15/21	3,250	3,382
Williams Partners LP	3.600%	3/15/22	16,405	16,947
Williams Partners LP	3.350%	8/15/22	6,350	6,417
Williams Partners LP	4.500%	11/15/23	3,550	3,775
Williams Partners LP	4.300%	3/4/24	4,000	4,203
Williams Partners LP	3.900%	1/15/25	24,518	24,963
Williams Partners LP	4.000%	9/15/25	7,275	7,442
Williams Partners LP	3.750%	6/15/27	12,750	12,725
Williams Partners LP	6.300%	4/15/40	4,045	4,818
Williams Partners LP	5.800%	11/15/43	9,725	10,963
Williams Partners LP	5.400%	3/4/44	1,450	1,573
Williams Partners LP	4.900%	1/15/45	1,100	1,120
Williams Partners LP	5.100%	9/15/45	9,845	10,363
Williams Partners LP / ACMP Finance Corp.	4.875%	3/15/24	8,300	8,673
Other Industrial (0.1%)
California Institute of Technology GO	4.321%	8/1/45	1,025	1,145
California Institute of Technology GO	4.700%	11/1/11	5,600	5,923
CBRE Services Inc.	5.250%	3/15/25	3,700	4,057
CBRE Services Inc.	4.875%	3/1/26	10,995	11,836
Cintas Corp. No 2	2.900%	4/1/22	3,500	3,549
Cintas Corp. No 2	3.250%	6/1/22	1,025	1,047
Cintas Corp. No 2	3.700%	4/1/27	7,275	7,563
Cintas Corp. No 2	6.150%	8/15/36	259	323
Fluor Corp.	3.375%	9/15/21	3,980	4,114
Fluor Corp.	3.500%	12/15/24	6,650	6,827
Howard Hughes Medical Institute Revenue	3.500%	9/1/23	3,975	4,118
5 Johns Hopkins University Maryland GO	4.083%	7/1/53	5,350	5,616
5 Massachusetts Institute of Technology GO	3.959%	7/1/38	45	48
Massachusetts Institute of Technology GO	5.600%	7/1/11	6,425	8,370
Massachusetts Institute of Technology GO	4.678%	7/1/14	13,800	15,672
Massachusetts Institute of Technology GO	3.885%	7/1/16	4,850	4,601
5 Northwestern University Illinois GO	4.643%	12/1/44	4,850	5,680
President & Fellows of Harvard College
Massachusetts GO	3.619%	10/1/37	2,700	2,858
President & Fellows of Harvard College
Massachusetts Revenue	3.300%	7/15/56	300	290
5 Rice University Texas GO	3.574%	5/15/45	6,400	6,535

Stanford University California GO	3.647%	5/1/48	6,000	6,177
5 University of Notre Dame du Lac Indiana GO	3.438%	2/15/45	7,925	7,813
University of Pennsylvania GO	4.674%	9/1/12	5,200	5,763
5 University of Southern California GO	3.028%	10/1/39	7,751	7,250
5 University of Southern California GO	3.841%	10/1/47	9,500	9,928
Yale University Connecticut GO	2.086%	4/15/19	2,000	2,009
Technology (2.4%)
Adobe Systems Inc.	4.750%	2/1/20	4,275	4,555
Adobe Systems Inc.	3.250%	2/1/25	9,233	9,467
Alphabet Inc.	3.625%	5/19/21	3,125	3,299
Alphabet Inc.	1.998%	8/15/26	12,500	11,742
Altera Corp.	2.500%	11/15/18	12,675	12,794
Altera Corp.	4.100%	11/15/23	6,000	6,487
Amphenol Corp.	2.550%	1/30/19	8,525	8,585
Amphenol Corp.	2.200%	4/1/20	2,150	2,153
Amphenol Corp.	3.125%	9/15/21	5,205	5,306
Analog Devices Inc.	2.500%	12/5/21	3,500	3,506
Analog Devices Inc.	2.875%	6/1/23	7,600	7,533
Analog Devices Inc.	3.125%	12/5/23	6,800	6,896
Analog Devices Inc.	3.500%	12/5/26	13,196	13,347
Analog Devices Inc.	4.500%	12/5/36	3,000	3,114
Apple Inc.	1.550%	2/8/19	3,200	3,199
Apple Inc.	2.100%	5/6/19	14,375	14,479
Apple Inc.	1.100%	8/2/19	15,949	15,804
Apple Inc.	1.500%	9/12/19	7,525	7,508
Apple Inc.	1.550%	2/7/20	9,500	9,437
Apple Inc.	1.900%	2/7/20	6,000	6,012
Apple Inc.	2.000%	5/6/20	8,300	8,338
Apple Inc.	1.800%	5/11/20	8,000	7,996
Apple Inc.	2.250%	2/23/21	32,295	32,522
Apple Inc.	2.850%	5/6/21	37,585	38,628
Apple Inc.	1.550%	8/4/21	10,450	10,241
Apple Inc.	2.150%	2/9/22	9,175	9,154
Apple Inc.	2.500%	2/9/22	16,800	17,159
Apple Inc.	2.300%	5/11/22	13,650	13,683
Apple Inc.	2.700%	5/13/22	25,434	25,883
Apple Inc.	2.850%	2/23/23	4,000	4,081
Apple Inc.	2.400%	5/3/23	37,035	36,949
Apple Inc.	3.000%	2/9/24	12,450	12,730
Apple Inc.	3.450%	5/6/24	9,905	10,379
Apple Inc.	2.850%	5/11/24	18,800	19,034
Apple Inc.	2.500%	2/9/25	19,000	18,718
Apple Inc.	3.200%	5/13/25	4,100	4,199
Apple Inc.	3.250%	2/23/26	34,675	35,537
Apple Inc.	2.450%	8/4/26	9,500	9,137
Apple Inc.	3.350%	2/9/27	17,075	17,568
Apple Inc.	3.200%	5/11/27	15,000	15,257
Apple Inc.	2.900%	9/12/27	15,200	15,078
Apple Inc.	4.500%	2/23/36	11,200	12,564
Apple Inc.	3.850%	5/4/43	21,350	21,526
Apple Inc.	4.450%	5/6/44	9,850	10,794
Apple Inc.	3.450%	2/9/45	9,950	9,410
Apple Inc.	4.375%	5/13/45	6,660	7,204
Apple Inc.	4.650%	2/23/46	46,025	52,095
Apple Inc.	3.850%	8/4/46	19,345	19,414
Apple Inc.	4.250%	2/9/47	2,850	3,060

	Apple Inc.	3.750%	9/12/47	7,525	7,472
	Applied Materials Inc.	2.625%	10/1/20	3,250	3,307
	Applied Materials Inc.	4.300%	6/15/21	6,840	7,359
	Applied Materials Inc.	3.900%	10/1/25	17,280	18,399
	Applied Materials Inc.	3.300%	4/1/27	6,000	6,116
	Applied Materials Inc.	5.100%	10/1/35	3,550	4,173
	Applied Materials Inc.	5.850%	6/15/41	5,835	7,426
	Applied Materials Inc.	4.350%	4/1/47	7,300	7,794
	Arrow Electronics Inc.	3.500%	4/1/22	2,500	2,552
	Arrow Electronics Inc.	4.500%	3/1/23	3,450	3,632
	Arrow Electronics Inc.	4.000%	4/1/25	3,500	3,539
	Arrow Electronics Inc.	3.875%	1/12/28	4,500	4,485
	Autodesk Inc.	3.125%	6/15/20	1,500	1,511
	Autodesk Inc.	3.600%	12/15/22	825	850
	Autodesk Inc.	4.375%	6/15/25	2,350	2,494
	Autodesk Inc.	3.500%	6/15/27	4,925	4,911
	Avnet Inc.	5.875%	6/15/20	4,300	4,596
	Avnet Inc.	3.750%	12/1/21	2,000	2,041
	Avnet Inc.	4.875%	12/1/22	3,050	3,215
	Avnet Inc.	4.625%	4/15/26	4,750	4,903
	Baidu Inc.	2.750%	6/9/19	2,500	2,518
	Baidu Inc.	2.875%	7/6/22	13,775	13,836
	Baidu Inc.	3.500%	11/28/22	7,200	7,402
	Baidu Inc.	3.625%	7/6/27	5,000	5,004
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	2.375%	1/15/20	21,150	21,255
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.000%	1/15/22	26,050	26,486
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.625%	1/15/24	18,825	19,327
10	Broadcom Corp. / Broadcom Cayman Finance
	Ltd.	3.875%	1/15/27	35,425	36,402
	Broadridge Financial Solutions Inc.	3.950%	9/1/20	2,150	2,245
	Broadridge Financial Solutions Inc.	3.400%	6/27/26	2,700	2,673
	CA Inc.	5.375%	12/1/19	3,545	3,770
	CA Inc.	3.600%	8/1/20	5,900	6,081
	CA Inc.	4.700%	3/15/27	2,750	2,840
	Cadence Design Systems Inc.	4.375%	10/15/24	725	755
	Cisco Systems Inc.	4.950%	2/15/19	16,325	17,053
	Cisco Systems Inc.	1.600%	2/28/19	16,450	16,426
	Cisco Systems Inc.	2.125%	3/1/19	25,075	25,227
	Cisco Systems Inc.	1.400%	9/20/19	9,800	9,746
	Cisco Systems Inc.	4.450%	1/15/20	11,850	12,541
	Cisco Systems Inc.	2.450%	6/15/20	6,325	6,419
	Cisco Systems Inc.	2.200%	2/28/21	25,300	25,437
	Cisco Systems Inc.	2.900%	3/4/21	1,300	1,335
	Cisco Systems Inc.	1.850%	9/20/21	6,275	6,203
	Cisco Systems Inc.	2.600%	2/28/23	3,550	3,601
	Cisco Systems Inc.	2.200%	9/20/23	5,000	4,924
	Cisco Systems Inc.	3.625%	3/4/24	3,950	4,189
	Cisco Systems Inc.	2.950%	2/28/26	14,700	14,805
	Cisco Systems Inc.	2.500%	9/20/26	7,200	6,967
	Cisco Systems Inc.	5.900%	2/15/39	13,950	18,358
	Cisco Systems Inc.	5.500%	1/15/40	15,092	18,953
	Corning Inc.	6.625%	5/15/19	275	295
	Corning Inc.	2.900%	5/15/22	4,675	4,718
	Corning Inc.	4.700%	3/15/37	2,000	2,160

	Corning Inc.	5.750%	8/15/40	7,910	9,427
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	3.480%	6/1/19	27,600	28,074
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	4.420%	6/15/21	36,975	38,780
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	5.450%	6/15/23	41,105	44,840
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	6.020%	6/15/26	33,600	37,206
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	8.100%	7/15/36	11,815	14,806
10	Diamond 1 Finance Corp. / Diamond 2 Finance
	Corp.	8.350%	7/15/46	14,405	18,468
	DXC Technology Co.	2.875%	3/27/20	3,500	3,546
	DXC Technology Co.	4.250%	4/15/24	7,500	7,905
	DXC Technology Co.	4.750%	4/15/27	6,000	6,416
	Enterprise Services LLC	7.450%	10/15/29	500	609
	Equifax Inc.	2.300%	6/1/21	9,550	9,302
	Fidelity National Information Services Inc.	2.850%	10/15/18	3,150	3,177
	Fidelity National Information Services Inc.	3.625%	10/15/20	15,158	15,770
	Fidelity National Information Services Inc.	2.250%	8/15/21	5,300	5,272
	Fidelity National Information Services Inc.	3.500%	4/15/23	5,276	5,427
	Fidelity National Information Services Inc.	3.875%	6/5/24	1,257	1,314
	Fidelity National Information Services Inc.	5.000%	10/15/25	4,038	4,497
	Fidelity National Information Services Inc.	3.000%	8/15/26	9,650	9,361
	Fidelity National Information Services Inc.	4.500%	8/15/46	9,400	9,773
	Fiserv Inc.	2.700%	6/1/20	4,575	4,629
	Fiserv Inc.	3.500%	10/1/22	2,425	2,502
	Fiserv Inc.	3.850%	6/1/25	6,625	6,914
	Flex Ltd.	4.625%	2/15/20	1,750	1,830
	Flex Ltd.	5.000%	2/15/23	1,530	1,657
	Hewlett Packard Enterprise Co.	2.850%	10/5/18	19,175	19,327
	Hewlett Packard Enterprise Co.	3.600%	10/15/20	23,380	24,168
	Hewlett Packard Enterprise Co.	4.400%	10/15/22	17,575	18,713
	Hewlett Packard Enterprise Co.	4.900%	10/15/25	19,100	20,199
	Hewlett Packard Enterprise Co.	6.200%	10/15/35	3,900	4,182
	Hewlett Packard Enterprise Co.	6.350%	10/15/45	15,275	16,191
	HP Inc.	3.750%	12/1/20	2,009	2,089
	HP Inc.	4.300%	6/1/21	4,630	4,911
	HP Inc.	4.375%	9/15/21	18,650	19,802
	HP Inc.	4.650%	12/9/21	12,415	13,323
	HP Inc.	6.000%	9/15/41	7,545	8,055
	IBM Credit LLC	1.625%	9/6/19	6,750	6,745
	IBM Credit LLC	1.800%	1/20/21	7,100	7,054
	IBM Credit LLC	2.200%	9/8/22	6,350	6,296
	Intel Corp.	1.850%	5/11/20	7,300	7,300
	Intel Corp.	2.450%	7/29/20	11,615	11,835
	Intel Corp.	1.700%	5/19/21	5,375	5,312
	Intel Corp.	3.300%	10/1/21	12,525	13,062
	Intel Corp.	2.350%	5/11/22	5,500	5,516
	Intel Corp.	3.100%	7/29/22	6,025	6,265
	Intel Corp.	2.700%	12/15/22	14,575	14,791
	Intel Corp.	2.875%	5/11/24	9,500	9,586
	Intel Corp.	3.700%	7/29/25	9,625	10,199
	Intel Corp.	2.600%	5/19/26	100	98
	Intel Corp.	3.150%	5/11/27	7,650	7,756
	Intel Corp.	4.000%	12/15/32	4,800	5,263

Intel Corp.	4.800%	10/1/41	10,095	11,711
Intel Corp.	4.250%	12/15/42	7,325	7,894
Intel Corp.	4.900%	7/29/45	11,000	13,132
Intel Corp.	4.100%	5/19/46	6,675	6,996
Intel Corp.	4.100%	5/11/47	15,500	16,316
International Business Machines Corp.	7.625%	10/15/18	9,800	10,387
International Business Machines Corp.	1.950%	2/12/19	13,192	13,256
International Business Machines Corp.	1.875%	5/15/19	775	778
International Business Machines Corp.	1.900%	1/27/20	7,500	7,502
International Business Machines Corp.	1.625%	5/15/20	4,501	4,478
International Business Machines Corp.	2.900%	11/1/21	7,325	7,505
International Business Machines Corp.	2.500%	1/27/22	6,575	6,636
International Business Machines Corp.	1.875%	8/1/22	11,185	10,962
International Business Machines Corp.	2.875%	11/9/22	17,325	17,630
International Business Machines Corp.	3.375%	8/1/23	13,825	14,375
International Business Machines Corp.	3.625%	2/12/24	11,650	12,217
International Business Machines Corp.	7.000%	10/30/25	2,850	3,652
International Business Machines Corp.	3.450%	2/19/26	8,469	8,741
International Business Machines Corp.	3.300%	1/27/27	4,000	4,050
International Business Machines Corp.	6.220%	8/1/27	1,975	2,468
International Business Machines Corp.	5.875%	11/29/32	100	126
International Business Machines Corp.	5.600%	11/30/39	1,098	1,358
International Business Machines Corp.	4.000%	6/20/42	8,997	9,012
International Business Machines Corp.	4.700%	2/19/46	9,100	10,176
Jabil Inc.	5.625%	12/15/20	1,375	1,490
Jabil Inc.	4.700%	9/15/22	1,500	1,594
Juniper Networks Inc.	3.125%	2/26/19	2,700	2,742
Juniper Networks Inc.	3.300%	6/15/20	1,000	1,024
Juniper Networks Inc.	4.600%	3/15/21	900	957
Juniper Networks Inc.	4.350%	6/15/25	725	758
Juniper Networks Inc.	5.950%	3/15/41	5,800	6,530
Keysight Technologies Inc.	3.300%	10/30/19	3,135	3,184
Keysight Technologies Inc.	4.550%	10/30/24	4,075	4,296
Keysight Technologies Inc.	4.600%	4/6/27	5,375	5,648
KLA-Tencor Corp.	4.125%	11/1/21	8,950	9,420
KLA-Tencor Corp.	4.650%	11/1/24	6,550	7,098
Lam Research Corp.	2.750%	3/15/20	3,300	3,352
Lam Research Corp.	2.800%	6/15/21	7,400	7,500
Lam Research Corp.	3.800%	3/15/25	2,700	2,768
Maxim Integrated Products Inc.	2.500%	11/15/18	3,365	3,385
Maxim Integrated Products Inc.	3.375%	3/15/23	3,875	3,933
Maxim Integrated Products Inc.	3.450%	6/15/27	3,700	3,720
Microsoft Corp.	1.300%	11/3/18	30,117	30,050
Microsoft Corp.	4.200%	6/1/19	1,265	1,318
Microsoft Corp.	1.100%	8/8/19	19,425	19,239
Microsoft Corp.	1.850%	2/6/20	4,000	4,013
Microsoft Corp.	3.000%	10/1/20	2,000	2,073
Microsoft Corp.	2.000%	11/3/20	35,675	35,813
Microsoft Corp.	4.000%	2/8/21	3,825	4,068
Microsoft Corp.	1.550%	8/8/21	18,025	17,690
Microsoft Corp.	2.400%	2/6/22	13,000	13,132
Microsoft Corp.	2.375%	2/12/22	9,625	9,705
Microsoft Corp.	2.650%	11/3/22	35,125	35,721
Microsoft Corp.	2.125%	11/15/22	4,350	4,313
Microsoft Corp.	2.375%	5/1/23	1,150	1,151
Microsoft Corp.	2.000%	8/8/23	17,100	16,716
Microsoft Corp.	3.625%	12/15/23	150	160

Microsoft Corp.	2.875%	2/6/24	25,400	25,905
Microsoft Corp.	2.700%	2/12/25	8,825	8,858
Microsoft Corp.	3.125%	11/3/25	17,550	18,032
Microsoft Corp.	2.400%	8/8/26	34,665	33,416
Microsoft Corp.	3.300%	2/6/27	30,400	31,404
Microsoft Corp.	3.500%	2/12/35	13,425	13,671
Microsoft Corp.	4.200%	11/3/35	5,160	5,737
Microsoft Corp.	3.450%	8/8/36	23,700	23,932
Microsoft Corp.	4.100%	2/6/37	20,925	22,834
Microsoft Corp.	5.200%	6/1/39	1,750	2,160
Microsoft Corp.	4.500%	10/1/40	6,435	7,260
Microsoft Corp.	5.300%	2/8/41	2,500	3,126
Microsoft Corp.	3.500%	11/15/42	7,580	7,358
Microsoft Corp.	3.750%	5/1/43	3,715	3,758
Microsoft Corp.	4.875%	12/15/43	4,925	5,772
Microsoft Corp.	3.750%	2/12/45	13,600	13,883
Microsoft Corp.	4.450%	11/3/45	24,825	27,969
Microsoft Corp.	3.700%	8/8/46	30,500	30,773
Microsoft Corp.	4.250%	2/6/47	30,700	33,768
Microsoft Corp.	4.000%	2/12/55	17,075	17,720
Microsoft Corp.	4.750%	11/3/55	1,050	1,233
Microsoft Corp.	3.950%	8/8/56	15,100	15,560
Microsoft Corp.	4.500%	2/6/57	19,075	21,664
Motorola Solutions Inc.	3.500%	9/1/21	400	409
Motorola Solutions Inc.	3.750%	5/15/22	4,600	4,723
Motorola Solutions Inc.	3.500%	3/1/23	4,400	4,418
Motorola Solutions Inc.	4.000%	9/1/24	6,525	6,650
Motorola Solutions Inc.	5.500%	9/1/44	4,100	4,112
NetApp Inc.	2.000%	9/27/19	3,950	3,943
NetApp Inc.	3.375%	6/15/21	4,350	4,457
NetApp Inc.	3.300%	9/29/24	3,050	3,042
NVIDIA Corp.	2.200%	9/16/21	7,100	7,054
NVIDIA Corp.	3.200%	9/16/26	9,755	9,692
Oracle Corp.	2.375%	1/15/19	6,325	6,386
Oracle Corp.	5.000%	7/8/19	8,500	8,984
Oracle Corp.	2.250%	10/8/19	19,200	19,425
Oracle Corp.	3.875%	7/15/20	7,983	8,424
Oracle Corp.	2.800%	7/8/21	12,460	12,767
Oracle Corp.	1.900%	9/15/21	34,450	34,159
Oracle Corp.	2.500%	5/15/22	8,800	8,921
Oracle Corp.	2.500%	10/15/22	18,160	18,259
Oracle Corp.	2.400%	9/15/23	14,030	13,934
Oracle Corp.	3.400%	7/8/24	21,450	22,381
Oracle Corp.	2.950%	5/15/25	17,100	17,235
Oracle Corp.	2.650%	7/15/26	25,715	25,114
Oracle Corp.	3.250%	5/15/30	3,147	3,175
Oracle Corp.	4.300%	7/8/34	14,075	15,457
Oracle Corp.	3.900%	5/15/35	12,400	12,999
Oracle Corp.	3.850%	7/15/36	17,650	18,201
Oracle Corp.	6.500%	4/15/38	3,800	5,227
Oracle Corp.	6.125%	7/8/39	5,355	7,197
Oracle Corp.	5.375%	7/15/40	17,022	21,056
Oracle Corp.	4.500%	7/8/44	9,625	10,580
Oracle Corp.	4.000%	7/15/46	24,675	25,492
Oracle Corp.	4.375%	5/15/55	7,475	8,003
Pitney Bowes Inc.	6.250%	3/15/19	1,375	1,443
Pitney Bowes Inc.	3.375%	10/1/21	10,470	10,302

	Pitney Bowes Inc.	4.625%	3/15/24	7,275	7,031
	QUALCOMM Inc.	1.850%	5/20/19	17,398	17,443
	QUALCOMM Inc.	2.100%	5/20/20	11,325	11,386
	QUALCOMM Inc.	2.250%	5/20/20	5,750	5,801
	QUALCOMM Inc.	3.000%	5/20/22	16,500	16,950
	QUALCOMM Inc.	2.600%	1/30/23	11,250	11,280
	QUALCOMM Inc.	2.900%	5/20/24	28,820	28,952
	QUALCOMM Inc.	3.450%	5/20/25	8,300	8,551
	QUALCOMM Inc.	3.250%	5/20/27	23,350	23,535
	QUALCOMM Inc.	4.650%	5/20/35	7,290	8,002
	QUALCOMM Inc.	4.800%	5/20/45	10,925	11,992
	QUALCOMM Inc.	4.300%	5/20/47	9,225	9,366
	Seagate HDD Cayman	3.750%	11/15/18	2,125	2,162
10	Seagate HDD Cayman	4.250%	3/1/22	5,500	5,473
	Seagate HDD Cayman	4.750%	6/1/23	7,225	7,297
10	Seagate HDD Cayman	4.875%	3/1/24	4,500	4,433
	Seagate HDD Cayman	4.750%	1/1/25	9,450	9,214
	Seagate HDD Cayman	4.875%	6/1/27	5,310	5,005
	Seagate HDD Cayman	5.750%	12/1/34	2,610	2,421
	Tech Data Corp.	3.700%	2/15/22	3,800	3,819
	Tech Data Corp.	4.950%	2/15/27	4,375	4,502
	Texas Instruments Inc.	1.650%	8/3/19	5,300	5,284
	Texas Instruments Inc.	2.750%	3/12/21	4,000	4,084
	Texas Instruments Inc.	1.850%	5/15/22	1,400	1,375
	Texas Instruments Inc.	2.250%	5/1/23	1,750	1,729
	Texas Instruments Inc.	2.625%	5/15/24	2,500	2,491
	Total System Services Inc.	3.800%	4/1/21	7,305	7,583
	Total System Services Inc.	3.750%	6/1/23	4,650	4,758
	Total System Services Inc.	4.800%	4/1/26	9,829	10,683
	Trimble Navigation Ltd.	4.750%	12/1/24	2,500	2,679
	Tyco Electronics Group SA	6.550%	10/1/17	6,866	6,867
	Tyco Electronics Group SA	4.875%	1/15/21	3,750	4,031
	Tyco Electronics Group SA	3.500%	2/3/22	3,900	4,039
	Tyco Electronics Group SA	3.450%	8/1/24	1,000	1,031
	Tyco Electronics Group SA	3.700%	2/15/26	3,000	3,113
	Tyco Electronics Group SA	3.125%	8/15/27	2,950	2,919
	Tyco Electronics Group SA	7.125%	10/1/37	9,575	13,388
	Verisk Analytics Inc.	5.800%	5/1/21	5,200	5,743
	Verisk Analytics Inc.	4.125%	9/12/22	8,050	8,465
	Verisk Analytics Inc.	4.000%	6/15/25	6,525	6,782
	Verisk Analytics Inc.	5.500%	6/15/45	3,970	4,473
	VMware Inc.	2.300%	8/21/20	9,300	9,326
	VMware Inc.	2.950%	8/21/22	11,200	11,248
	VMware Inc.	3.900%	8/21/27	9,925	10,036
	Xerox Corp.	5.625%	12/15/19	1,165	1,241
	Xerox Corp.	2.800%	5/15/20	2,250	2,251
	Xerox Corp.	2.750%	9/1/20	1,825	1,817
	Xerox Corp.	4.070%	3/17/22	6,912	7,032
	Xerox Corp.	3.625%	3/15/23	7,600	7,530
	Xerox Corp.	6.750%	12/15/39	600	639
	Xilinx Inc.	2.125%	3/15/19	500	501
	Xilinx Inc.	3.000%	3/15/21	9,375	9,537
	Xilinx Inc.	2.950%	6/1/24	5,500	5,495
	Transportation (0.6%)
5	American Airlines 2011-1 Class A Pass Through
	Trust	5.250%	7/31/22	3,942	4,195

5 American Airlines 2013-1 Class A Pass Through
Trust	4.000%	1/15/27	929	965
5 American Airlines 2013-2 Class A Pass Through
Trust	4.950%	7/15/24	4,486	4,783
5 American Airlines 2014-1 Class A Pass Through
Trust	3.700%	4/1/28	1,780	1,816
5 American Airlines 2015-1 Class A Pass Through
Trust	3.375%	11/1/28	6,169	6,192
5 American Airlines 2015-1 Class B Pass Through
Trust	3.700%	11/1/24	1,371	1,375
5 American Airlines 2015-2 Class AA Pass
Through Trust	3.600%	9/22/27	975	1,003
5 American Airlines 2016-1 Class A Pass Through
Trust	4.100%	1/15/28	1,998	2,085
5 American Airlines 2016-1 Class AA Pass
Through Trust	3.575%	1/15/28	5,091	5,182
5 American Airlines 2016-2 Class A Pass Through
Trust	3.650%	6/15/28	4,115	4,172
5 American Airlines 2016-2 Class AA Pass
Through Trust	3.200%	12/15/29	10,032	9,995
5 American Airlines 2016-3 Class A Pass Through
Trust	3.250%	4/15/30	1,425	1,404
5 American Airlines 2016-3 Class AA Pass
Through Trust	3.000%	10/15/28	6,950	6,846
5 American Airlines 2017-1 Class AA Pass
Through Trust	3.650%	8/15/30	2,800	2,866
5 American Airlines 2017-1B Class B Pass
Through Trust	4.950%	2/15/25	1,500	1,552
Burlington Northern Santa Fe LLC	4.700%	10/1/19	50	53
Burlington Northern Santa Fe LLC	3.600%	9/1/20	3,750	3,895
Burlington Northern Santa Fe LLC	3.450%	9/15/21	2,340	2,430
Burlington Northern Santa Fe LLC	3.050%	3/15/22	375	385
Burlington Northern Santa Fe LLC	3.050%	9/1/22	6,100	6,279
Burlington Northern Santa Fe LLC	3.000%	3/15/23	6,160	6,299
Burlington Northern Santa Fe LLC	3.850%	9/1/23	6,200	6,624
Burlington Northern Santa Fe LLC	3.750%	4/1/24	3,475	3,682
Burlington Northern Santa Fe LLC	3.400%	9/1/24	8,375	8,697
Burlington Northern Santa Fe LLC	3.000%	4/1/25	12,300	12,437
Burlington Northern Santa Fe LLC	3.250%	6/15/27	11,200	11,449
Burlington Northern Santa Fe LLC	6.200%	8/15/36	1,475	1,930
Burlington Northern Santa Fe LLC	6.150%	5/1/37	550	721
Burlington Northern Santa Fe LLC	5.750%	5/1/40	12,450	15,800
Burlington Northern Santa Fe LLC	5.050%	3/1/41	3,875	4,516
Burlington Northern Santa Fe LLC	5.400%	6/1/41	4,025	4,868
Burlington Northern Santa Fe LLC	4.950%	9/15/41	3,630	4,171
Burlington Northern Santa Fe LLC	4.400%	3/15/42	4,304	4,642
Burlington Northern Santa Fe LLC	4.375%	9/1/42	9,591	10,362
Burlington Northern Santa Fe LLC	4.450%	3/15/43	10,340	11,306
Burlington Northern Santa Fe LLC	4.900%	4/1/44	7,305	8,506
Burlington Northern Santa Fe LLC	4.550%	9/1/44	7,805	8,577
Burlington Northern Santa Fe LLC	4.150%	4/1/45	1,180	1,250
Burlington Northern Santa Fe LLC	4.700%	9/1/45	4,300	4,890
Burlington Northern Santa Fe LLC	3.900%	8/1/46	3,300	3,358
Burlington Northern Santa Fe LLC	4.125%	6/15/47	12,700	13,361
Canadian National Railway Co.	5.550%	3/1/19	5,085	5,358
Canadian National Railway Co.	2.850%	12/15/21	11,235	11,445
Canadian National Railway Co.	2.750%	3/1/26	1,800	1,780

Canadian National Railway Co.	6.900%	7/15/28	300	403
Canadian National Railway Co.	6.250%	8/1/34	300	394
Canadian National Railway Co.	6.200%	6/1/36	5,425	7,162
Canadian National Railway Co.	6.375%	11/15/37	250	339
Canadian National Railway Co.	3.200%	8/2/46	4,850	4,454
Canadian Pacific Railway Co.	7.250%	5/15/19	2,445	2,650
Canadian Pacific Railway Co.	4.500%	1/15/22	4,925	5,248
Canadian Pacific Railway Co.	4.450%	3/15/23	4,530	4,870
Canadian Pacific Railway Co.	2.900%	2/1/25	5,625	5,576
Canadian Pacific Railway Co.	7.125%	10/15/31	1,456	1,988
Canadian Pacific Railway Co.	5.750%	3/15/33	100	118
Canadian Pacific Railway Co.	5.950%	5/15/37	11,010	13,873
Canadian Pacific Railway Co.	5.750%	1/15/42	9,360	11,520
Canadian Pacific Railway Co.	4.800%	8/1/45	100	114
Canadian Pacific Railway Co.	6.125%	9/15/15	1,960	2,455
5 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	1,155	1,265
5 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	7/12/22	3,239	3,420
5 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	5,452	5,749
5 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	1,007	1,057
CSX Corp.	4.250%	6/1/21	7,265	7,698
CSX Corp.	3.700%	11/1/23	1,200	1,257
CSX Corp.	3.350%	11/1/25	3,300	3,360
CSX Corp.	2.600%	11/1/26	1,400	1,334
CSX Corp.	3.250%	6/1/27	12,350	12,315
CSX Corp.	6.000%	10/1/36	300	375
CSX Corp.	6.150%	5/1/37	1,500	1,909
CSX Corp.	6.220%	4/30/40	5,864	7,581
CSX Corp.	5.500%	4/15/41	4,800	5,680
CSX Corp.	4.750%	5/30/42	2,290	2,497
CSX Corp.	4.100%	3/15/44	3,925	3,919
CSX Corp.	3.800%	11/1/46	2,375	2,282
CSX Corp.	3.950%	5/1/50	10,100	9,586
CSX Corp.	4.500%	8/1/54	150	154
CSX Corp.	4.250%	11/1/66	5,175	4,970
5 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	6,103	7,033
5 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	6/17/21	3,025	3,304
5 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	11/23/20	469	483
5 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	11/7/21	1,032	1,078
5 Delta Air Lines 2015-1 Class AA Pass Through
Trust	3.625%	7/30/27	960	998
Delta Air Lines Inc.	2.875%	3/13/20	7,000	7,080
Delta Air Lines Inc.	3.625%	3/15/22	7,000	7,171
FedEx Corp.	8.000%	1/15/19	3,580	3,856
FedEx Corp.	2.300%	2/1/20	4,100	4,121
FedEx Corp.	2.625%	8/1/22	3,353	3,383
FedEx Corp.	4.000%	1/15/24	3,250	3,467
FedEx Corp.	3.200%	2/1/25	3,300	3,347
FedEx Corp.	3.250%	4/1/26	3,400	3,429
FedEx Corp.	3.300%	3/15/27	3,350	3,365

	FedEx Corp.	4.900%	1/15/34	800	898
	FedEx Corp.	3.900%	2/1/35	6,600	6,675
	FedEx Corp.	3.875%	8/1/42	275	263
	FedEx Corp.	4.100%	4/15/43	2,275	2,254
	FedEx Corp.	5.100%	1/15/44	6,250	7,012
	FedEx Corp.	4.750%	11/15/45	11,800	12,866
	FedEx Corp.	4.550%	4/1/46	7,825	8,333
	FedEx Corp.	4.400%	1/15/47	3,400	3,526
	JB Hunt Transport Services Inc.	3.300%	8/15/22	6,100	6,256
	Kansas City Southern	3.000%	5/15/23	3,975	3,970
	Kansas City Southern	4.300%	5/15/43	3,675	3,681
	Kansas City Southern	4.950%	8/15/45	7,050	7,857
5	Latam Airlines 2015-1 Pass Through Trust A	4.200%	8/15/29	2,988	3,048
	Norfolk Southern Corp.	5.900%	6/15/19	3,390	3,604
	Norfolk Southern Corp.	3.250%	12/1/21	1,000	1,029
	Norfolk Southern Corp.	3.000%	4/1/22	5,130	5,235
	Norfolk Southern Corp.	2.903%	2/15/23	7,053	7,153
	Norfolk Southern Corp.	3.850%	1/15/24	2,000	2,110
	Norfolk Southern Corp.	7.800%	5/15/27	1,095	1,456
	Norfolk Southern Corp.	3.150%	6/1/27	6,000	5,998
	Norfolk Southern Corp.	7.250%	2/15/31	811	1,094
	Norfolk Southern Corp.	7.050%	5/1/37	800	1,080
	Norfolk Southern Corp.	4.837%	10/1/41	9,748	10,968
	Norfolk Southern Corp.	3.950%	10/1/42	2,125	2,122
	Norfolk Southern Corp.	4.800%	8/15/43	150	169
	Norfolk Southern Corp.	4.450%	6/15/45	5,320	5,701
	Norfolk Southern Corp.	4.650%	1/15/46	3,900	4,320
10	Norfolk Southern Corp.	4.050%	8/15/52	11,749	11,575
	Norfolk Southern Corp.	6.000%	3/15/05	1,512	1,858
	Norfolk Southern Railway Co.	9.750%	6/15/20	275	328
5	Northwest Airlines 2007-1 Class A Pass Through
	Trust	7.027%	5/1/21	181	197
	Ryder System Inc.	2.450%	11/15/18	8,600	8,647
	Ryder System Inc.	2.350%	2/26/19	3,205	3,220
	Ryder System Inc.	2.550%	6/1/19	8,825	8,897
	Ryder System Inc.	2.450%	9/3/19	700	705
	Ryder System Inc.	2.500%	5/11/20	2,000	2,020
	Ryder System Inc.	2.875%	9/1/20	1,700	1,725
	Ryder System Inc.	2.250%	9/1/21	350	346
	Southwest Airlines Co.	2.750%	11/6/19	3,450	3,498
	Southwest Airlines Co.	2.650%	11/5/20	3,425	3,472
	Southwest Airlines Co.	3.000%	11/15/26	3,425	3,307
5	Southwest Airlines Co. 2007-1 Pass Through
	Trust	6.150%	2/1/24	264	290
5	Spirit Airlines Class A Pass Through Certificates
	Series 2015-1	4.100%	10/1/29	2,394	2,493
	Trinity Industries Inc.	4.550%	10/1/24	1,240	1,255
	Union Pacific Corp.	1.800%	2/1/20	1,000	997
	Union Pacific Corp.	2.250%	6/19/20	6,500	6,541
	Union Pacific Corp.	4.000%	2/1/21	4,325	4,561
	Union Pacific Corp.	4.163%	7/15/22	4,290	4,611
	Union Pacific Corp.	2.750%	4/15/23	4,500	4,522
	Union Pacific Corp.	3.646%	2/15/24	3,543	3,726
	Union Pacific Corp.	3.250%	1/15/25	4,200	4,295
	Union Pacific Corp.	3.250%	8/15/25	4,200	4,305
	Union Pacific Corp.	2.750%	3/1/26	3,350	3,317
	Union Pacific Corp.	3.000%	4/15/27	6,725	6,745

	Union Pacific Corp.	3.375%	2/1/35	5,000	4,907
	Union Pacific Corp.	3.600%	9/15/37	1,500	1,517
	Union Pacific Corp.	4.250%	4/15/43	100	106
	Union Pacific Corp.	4.821%	2/1/44	500	575
	Union Pacific Corp.	4.150%	1/15/45	350	368
	Union Pacific Corp.	4.050%	11/15/45	7,400	7,705
	Union Pacific Corp.	4.050%	3/1/46	2,000	2,083
	Union Pacific Corp.	3.350%	8/15/46	3,050	2,796
	Union Pacific Corp.	4.000%	4/15/47	3,850	4,021
	Union Pacific Corp.	3.799%	10/1/51	13,924	13,662
	Union Pacific Corp.	3.875%	2/1/55	5,395	5,296
	Union Pacific Corp.	4.375%	11/15/65	10,660	11,252
	Union Pacific Corp.	4.100%	9/15/67	5,900	5,936
5	Union Pacific Railroad Co. 2007-3 Pass Through
	Trust	6.176%	1/2/31	315	365
5	United Airlines 2013-1 Class A Pass Through
	Trust	4.300%	2/15/27	3,090	3,272
5	United Airlines 2014-1 Class A Pass Through
	Trust	4.000%	10/11/27	4,994	5,253
5	United Airlines 2014-2 Class A Pass Through
	Trust	3.750%	3/3/28	4,072	4,219
5	United Airlines 2015-1 Class A Pass Through
	Trust	3.700%	6/1/24	1,750	1,783
5	United Airlines 2015-1 Class AA Pass Through
	Trust	3.450%	12/1/27	5,615	5,711
5	United Airlines 2016-1 Class A Pass Through
	Trust	3.450%	1/7/30	3,500	3,552
5	United Airlines 2016-1 Class AA Pass Through
	Trust	3.100%	7/7/28	23,625	23,540
5	United Airlines 2016-2 Class A Pass Through
	Trust	3.100%	10/7/28	1,275	1,249
5	United Airlines 2016-2 Class AA Pass Through
	Trust	2.875%	10/7/28	4,400	4,294
	United Parcel Service Inc.	5.125%	4/1/19	5,075	5,331
	United Parcel Service Inc.	3.125%	1/15/21	7,350	7,603
	United Parcel Service Inc.	2.350%	5/16/22	6,000	6,017
	United Parcel Service Inc.	2.450%	10/1/22	7,850	7,893
	United Parcel Service Inc.	2.400%	11/15/26	10,550	10,160
	United Parcel Service Inc.	6.200%	1/15/38	9,600	12,953
	United Parcel Service Inc.	4.875%	11/15/40	3,625	4,221
	United Parcel Service Inc.	3.625%	10/1/42	2,400	2,383
	United Parcel Service Inc.	3.400%	11/15/46	2,025	1,924
	United Parcel Service of America Inc.	8.375%	4/1/30	500	717
					23,519,910
Utilities (1.9%)
	Electric (1.7%)
10	AEP Texas Inc.	2.400%	10/1/22	2,700	2,684
10	AEP Texas Inc.	3.800%	10/1/47	3,000	2,975
	AEP Transmission Co. LLC	4.000%	12/1/46	1,740	1,786
10	AEP Transmission Co. LLC	3.750%	12/1/47	3,800	3,781
	Alabama Power Co.	2.450%	3/30/22	6,500	6,504
	Alabama Power Co.	3.550%	12/1/23	8,800	9,184
	Alabama Power Co.	6.125%	5/15/38	900	1,145
	Alabama Power Co.	6.000%	3/1/39	2,250	2,905
	Alabama Power Co.	3.850%	12/1/42	1,850	1,860
	Alabama Power Co.	4.150%	8/15/44	2,300	2,424
	Alabama Power Co.	3.750%	3/1/45	3,565	3,585

Alabama Power Co.	4.300%	1/2/46	9,750	10,470
Ameren Corp.	2.700%	11/15/20	2,500	2,528
Ameren Corp.	3.650%	2/15/26	2,775	2,843
Ameren Illinois Co.	2.700%	9/1/22	3,170	3,203
Ameren Illinois Co.	3.250%	3/1/25	1,890	1,923
Ameren Illinois Co.	4.150%	3/15/46	525	557
Appalachian Power Co.	4.600%	3/30/21	13,850	14,814
Appalachian Power Co.	7.000%	4/1/38	1,805	2,526
Appalachian Power Co.	4.400%	5/15/44	4,000	4,248
Appalachian Power Co.	4.450%	6/1/45	1,650	1,800
Arizona Public Service Co.	8.750%	3/1/19	1,573	1,719
Arizona Public Service Co.	3.150%	5/15/25	650	654
Arizona Public Service Co.	2.950%	9/15/27	5,300	5,249
Arizona Public Service Co.	4.500%	4/1/42	4,775	5,226
Arizona Public Service Co.	4.350%	11/15/45	1,400	1,518
Arizona Public Service Co.	3.750%	5/15/46	7,000	6,866
Baltimore Gas & Electric Co.	3.500%	11/15/21	4,825	5,021
Baltimore Gas & Electric Co.	3.350%	7/1/23	3,225	3,333
Baltimore Gas & Electric Co.	2.400%	8/15/26	8,500	8,020
Baltimore Gas & Electric Co.	3.500%	8/15/46	10,395	9,925
Baltimore Gas & Electric Co.	3.750%	8/15/47	2,300	2,289
Berkshire Hathaway Energy Co.	2.000%	11/15/18	1,000	1,002
Berkshire Hathaway Energy Co.	3.750%	11/15/23	5,925	6,234
Berkshire Hathaway Energy Co.	3.500%	2/1/25	7,875	8,146
Berkshire Hathaway Energy Co.	6.125%	4/1/36	12,875	16,523
Berkshire Hathaway Energy Co.	5.950%	5/15/37	5,367	6,799
Berkshire Hathaway Energy Co.	6.500%	9/15/37	7,055	9,431
Berkshire Hathaway Energy Co.	5.150%	11/15/43	7,050	8,278
Berkshire Hathaway Energy Co.	4.500%	2/1/45	5,675	6,163
Black Hills Corp.	3.950%	1/15/26	1,300	1,344
Black Hills Corp.	3.150%	1/15/27	2,875	2,793
Black Hills Corp.	4.200%	9/15/46	3,625	3,590
CenterPoint Energy Houston Electric LLC	1.850%	6/1/21	5,800	5,703
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	700	693
CenterPoint Energy Houston Electric LLC	2.400%	9/1/26	8,800	8,414
CenterPoint Energy Houston Electric LLC	3.000%	2/1/27	2,000	1,988
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	4,950	4,808
CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	325	368
CenterPoint Energy Inc.	2.500%	9/1/22	8,525	8,507
Cleco Corporate Holdings LLC	3.743%	5/1/26	9,550	9,619
Cleco Corporate Holdings LLC	4.973%	5/1/46	4,425	4,761
Cleveland Electric Illuminating Co.	5.500%	8/15/24	1,250	1,435
CMS Energy Corp.	8.750%	6/15/19	5,620	6,237
CMS Energy Corp.	6.250%	2/1/20	2,900	3,163
CMS Energy Corp.	3.000%	5/15/26	2,650	2,594
CMS Energy Corp.	3.450%	8/15/27	2,850	2,873
CMS Energy Corp.	4.875%	3/1/44	4,650	5,211
Commonwealth Edison Co.	2.150%	1/15/19	1,750	1,758
Commonwealth Edison Co.	4.000%	8/1/20	5,200	5,448
Commonwealth Edison Co.	3.400%	9/1/21	2,000	2,074
Commonwealth Edison Co.	2.550%	6/15/26	2,625	2,538
Commonwealth Edison Co.	2.950%	8/15/27	3,000	2,981
Commonwealth Edison Co.	5.900%	3/15/36	3,330	4,232
Commonwealth Edison Co.	6.450%	1/15/38	3,020	4,078
Commonwealth Edison Co.	3.800%	10/1/42	4,450	4,459
Commonwealth Edison Co.	4.600%	8/15/43	1,950	2,189
Commonwealth Edison Co.	3.700%	3/1/45	4,650	4,588

Commonwealth Edison Co.	4.350%	11/15/45	5,425	5,851
Commonwealth Edison Co.	3.650%	6/15/46	8,325	8,182
Commonwealth Edison Co.	3.750%	8/15/47	4,800	4,810
Connecticut Light & Power Co.	2.500%	1/15/23	2,775	2,769
Connecticut Light & Power Co.	3.200%	3/15/27	2,500	2,522
Connecticut Light & Power Co.	4.300%	4/15/44	4,800	5,235
Connecticut Light & Power Co.	4.150%	6/1/45	2,650	2,832
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	4,850	5,182
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	6,675	7,106
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	800	943
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	8,565	10,829
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	1,628	2,133
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	500	704
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	5,460	7,020
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	118	125
Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	4,500	4,623
Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	14,870	16,453
Consolidated Edison Co. of New York Inc.	4.500%	12/1/45	1,875	2,093
Consolidated Edison Co. of New York Inc.	3.850%	6/15/46	4,050	4,101
Consolidated Edison Co. of New York Inc.	3.875%	6/15/47	10,000	10,299
Consolidated Edison Co. of New York Inc.	4.300%	12/1/56	7,280	7,743
Consolidated Edison Inc.	2.000%	3/15/20	3,475	3,474
Consolidated Edison Inc.	2.000%	5/15/21	2,700	2,670
Constellation Energy Group Inc.	5.150%	12/1/20	4,205	4,529
Consumers Energy Co.	6.125%	3/15/19	50	53
Consumers Energy Co.	6.700%	9/15/19	8,060	8,779
Consumers Energy Co.	5.650%	4/15/20	1,375	1,497
Consumers Energy Co.	2.850%	5/15/22	3,516	3,582
Consumers Energy Co.	3.375%	8/15/23	875	910
Consumers Energy Co.	3.950%	5/15/43	3,950	4,092
Consumers Energy Co.	3.250%	8/15/46	3,350	3,074
Consumers Energy Co.	3.950%	7/15/47	2,725	2,828
Delmarva Power & Light Co.	3.500%	11/15/23	2,175	2,262
Delmarva Power & Light Co.	4.150%	5/15/45	5,000	5,229
Dominion Energy Inc.	2.750%	9/15/22	450	449
Dominion Energy Inc.	1.875%	1/15/19	4,500	4,495
Dominion Energy Inc.	2.500%	12/1/19	2,900	2,923
Dominion Energy Inc.	2.579%	7/1/20	4,800	4,834
Dominion Energy Inc.	4.450%	3/15/21	6,083	6,484
Dominion Energy Inc.	2.000%	8/15/21	5,000	4,909
Dominion Energy Inc.	2.750%	1/15/22	3,825	3,849
Dominion Energy Inc.	3.625%	12/1/24	5,300	5,442
Dominion Energy Inc.	3.900%	10/1/25	3,550	3,698
Dominion Energy Inc.	2.850%	8/15/26	2,375	2,277
Dominion Energy Inc.	6.300%	3/15/33	150	188
Dominion Energy Inc.	5.950%	6/15/35	6,025	7,420
Dominion Energy Inc.	4.900%	8/1/41	4,500	4,985
Dominion Energy Inc.	4.050%	9/15/42	6,747	6,645
Dominion Energy Inc.	4.700%	12/1/44	4,875	5,294
5 Dominion Energy Inc.	5.750%	10/1/54	575	618
DTE Electric Co.	3.450%	10/1/20	6,755	7,000
DTE Electric Co.	3.650%	3/15/24	2,160	2,261
DTE Electric Co.	3.375%	3/1/25	150	154
DTE Electric Co.	4.000%	4/1/43	1,971	2,046
DTE Electric Co.	3.700%	3/15/45	1,300	1,292
DTE Electric Co.	3.700%	6/1/46	6,200	6,159
DTE Electric Co.	3.750%	8/15/47	5,500	5,561

DTE Energy Co.	1.500%	10/1/19	3,200	3,158
DTE Energy Co.	2.400%	12/1/19	2,250	2,259
DTE Energy Co.	3.300%	6/15/22	2,225	2,274
DTE Energy Co.	3.500%	6/1/24	8,150	8,274
DTE Energy Co.	2.850%	10/1/26	22,150	21,124
DTE Energy Co.	3.800%	3/15/27	3,500	3,606
Duke Energy Carolinas LLC	7.000%	11/15/18	150	159
Duke Energy Carolinas LLC	4.300%	6/15/20	2,275	2,412
Duke Energy Carolinas LLC	3.900%	6/15/21	8,868	9,373
Duke Energy Carolinas LLC	2.950%	12/1/26	8,200	8,145
Duke Energy Carolinas LLC	6.000%	12/1/28	3,694	4,563
Duke Energy Carolinas LLC	6.450%	10/15/32	6,575	8,696
Duke Energy Carolinas LLC	6.100%	6/1/37	3,625	4,638
Duke Energy Carolinas LLC	6.000%	1/15/38	2,925	3,786
Duke Energy Carolinas LLC	6.050%	4/15/38	525	684
Duke Energy Carolinas LLC	5.300%	2/15/40	5,040	6,148
Duke Energy Carolinas LLC	4.250%	12/15/41	6,875	7,467
Duke Energy Carolinas LLC	4.000%	9/30/42	3,725	3,895
Duke Energy Carolinas LLC	3.750%	6/1/45	2,050	2,065
Duke Energy Carolinas LLC	3.875%	3/15/46	9,604	9,749
Duke Energy Corp.	5.050%	9/15/19	2,225	2,355
Duke Energy Corp.	2.400%	8/15/22	9,300	9,234
Duke Energy Corp.	3.050%	8/15/22	2,000	2,039
Duke Energy Corp.	3.950%	10/15/23	1,850	1,951
Duke Energy Corp.	3.750%	4/15/24	7,025	7,342
Duke Energy Corp.	2.650%	9/1/26	3,080	2,937
Duke Energy Corp.	3.150%	8/15/27	8,600	8,511
Duke Energy Corp.	4.800%	12/15/45	600	672
Duke Energy Corp.	3.750%	9/1/46	6,650	6,391
Duke Energy Corp.	3.950%	8/15/47	7,525	7,488
Duke Energy Florida LLC	3.200%	1/15/27	9,250	9,351
Duke Energy Florida LLC	6.350%	9/15/37	775	1,046
Duke Energy Florida LLC	6.400%	6/15/38	5,000	6,844
Duke Energy Florida LLC	5.650%	4/1/40	4,200	5,318
Duke Energy Florida LLC	3.400%	10/1/46	5,150	4,800
5 Duke Energy Florida Project Finance LLC	1.196%	3/1/22	1,183	1,172
5 Duke Energy Florida Project Finance LLC	1.731%	9/1/22	1,800	1,755
5 Duke Energy Florida Project Finance LLC	2.538%	9/1/29	3,025	2,930
5 Duke Energy Florida Project Finance LLC	2.858%	3/1/33	1,500	1,402
5 Duke Energy Florida Project Finance LLC	3.112%	9/1/36	2,575	2,406
Duke Energy Indiana LLC	3.750%	7/15/20	2,100	2,192
Duke Energy Indiana LLC	6.120%	10/15/35	615	792
Duke Energy Indiana LLC	6.350%	8/15/38	3,575	4,838
Duke Energy Indiana LLC	4.900%	7/15/43	2,450	2,825
Duke Energy Indiana LLC	3.750%	5/15/46	14,700	14,680
Duke Energy Ohio Inc.	3.700%	6/15/46	3,275	3,217
Duke Energy Progress Llc	5.300%	1/15/19	5,225	5,453
Duke Energy Progress Llc	3.000%	9/15/21	5,756	5,922
Duke Energy Progress Llc	2.800%	5/15/22	10,745	10,995
Duke Energy Progress LLC	3.250%	8/15/25	3,050	3,117
Duke Energy Progress LLC	6.300%	4/1/38	3,025	4,084
Duke Energy Progress LLC	4.100%	5/15/42	3,875	4,042
Duke Energy Progress LLC	4.100%	3/15/43	2,000	2,091
Duke Energy Progress LLC	4.375%	3/30/44	10,150	11,177
Duke Energy Progress LLC	4.150%	12/1/44	3,800	4,052
Duke Energy Progress LLC	3.700%	10/15/46	3,500	3,471
Duke Energy Progress LLC	3.600%	9/15/47	350	341

Edison International	2.125%	4/15/20	4,000	4,001
Edison International	2.400%	9/15/22	1,500	1,488
Edison International	2.950%	3/15/23	7,600	7,697
El Paso Electric Co.	6.000%	5/15/35	800	937
El Paso Electric Co.	5.000%	12/1/44	2,950	3,105
Emera US Finance LP	2.150%	6/15/19	1,250	1,249
Emera US Finance LP	2.700%	6/15/21	2,500	2,503
Emera US Finance LP	3.550%	6/15/26	5,500	5,539
Emera US Finance LP	4.750%	6/15/46	16,750	18,011
Enel Americas SA	4.000%	10/25/26	1,100	1,119
Entergy Arkansas Inc.	3.750%	2/15/21	3,350	3,491
Entergy Arkansas Inc.	3.500%	4/1/26	3,950	4,057
Entergy Corp.	4.000%	7/15/22	2,750	2,910
Entergy Corp.	2.950%	9/1/26	5,500	5,293
Entergy Gulf States Louisiana LLC	3.950%	10/1/20	8,450	8,781
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	1,000	1,170
Entergy Louisiana LLC	4.050%	9/1/23	5,650	6,053
Entergy Louisiana LLC	5.400%	11/1/24	3,077	3,572
Entergy Louisiana LLC	2.400%	10/1/26	5,500	5,227
Entergy Louisiana LLC	3.120%	9/1/27	4,500	4,518
Entergy Louisiana LLC	3.250%	4/1/28	4,700	4,732
Entergy Louisiana LLC	3.050%	6/1/31	12,730	12,309
Entergy Louisiana LLC	4.950%	1/15/45	5,175	5,352
Entergy Mississippi Inc.	2.850%	6/1/28	1,700	1,636
Entergy Texas Inc.	7.125%	2/1/19	3,000	3,193
Eversource Energy	4.500%	11/15/19	10,332	10,829
Exelon Corp.	2.850%	6/15/20	1,625	1,656
Exelon Corp.	2.450%	4/15/21	1,000	999
Exelon Corp.	3.497%	6/1/22	3,000	3,086
Exelon Corp.	3.950%	6/15/25	11,425	11,907
Exelon Corp.	3.400%	4/15/26	7,025	7,033
Exelon Corp.	4.950%	6/15/35	5,400	6,033
Exelon Corp.	5.625%	6/15/35	3,250	3,902
Exelon Corp.	5.100%	6/15/45	4,725	5,374
Exelon Corp.	4.450%	4/15/46	6,600	6,909
Exelon Generation Co. LLC	2.950%	1/15/20	4,775	4,858
Exelon Generation Co. LLC	4.000%	10/1/20	4,300	4,494
Exelon Generation Co. LLC	3.400%	3/15/22	4,500	4,622
Exelon Generation Co. LLC	4.250%	6/15/22	6,000	6,409
Exelon Generation Co. LLC	6.250%	10/1/39	3,000	3,294
Exelon Generation Co. LLC	5.750%	10/1/41	5,175	5,362
Exelon Generation Co. LLC	5.600%	6/15/42	7,323	7,483
FirstEnergy Corp.	2.850%	7/15/22	5,000	4,998
FirstEnergy Corp.	4.250%	3/15/23	4,200	4,437
FirstEnergy Corp.	3.900%	7/15/27	11,000	11,166
FirstEnergy Corp.	7.375%	11/15/31	12,972	17,170
FirstEnergy Corp.	4.850%	7/15/47	7,750	8,129
Florida Power & Light Co.	2.750%	6/1/23	2,400	2,440
Florida Power & Light Co.	3.250%	6/1/24	2,800	2,891
Florida Power & Light Co.	5.625%	4/1/34	1,450	1,788
Florida Power & Light Co.	5.650%	2/1/37	879	1,104
Florida Power & Light Co.	5.950%	2/1/38	3,250	4,278
Florida Power & Light Co.	5.960%	4/1/39	9,900	13,166
Florida Power & Light Co.	5.250%	2/1/41	975	1,203
Florida Power & Light Co.	4.125%	2/1/42	10,725	11,491
Florida Power & Light Co.	4.050%	6/1/42	800	852
Florida Power & Light Co.	3.800%	12/15/42	4,350	4,444

Florida Power & Light Co.	4.050%	10/1/44	2,873	3,096
Fortis Inc.	2.100%	10/4/21	3,900	3,823
Fortis Inc.	3.055%	10/4/26	18,850	18,296
Georgia Power Co.	1.950%	12/1/18	17,175	17,203
Georgia Power Co.	2.000%	3/30/20	3,150	3,151
Georgia Power Co.	2.000%	9/8/20	13,000	12,944
Georgia Power Co.	2.400%	4/1/21	2,200	2,202
Georgia Power Co.	2.850%	5/15/22	1,900	1,927
Georgia Power Co.	3.250%	4/1/26	7,700	7,738
Georgia Power Co.	3.250%	3/30/27	3,500	3,490
Georgia Power Co.	5.650%	3/1/37	200	234
Georgia Power Co.	5.950%	2/1/39	1,400	1,741
Georgia Power Co.	4.750%	9/1/40	2,900	3,152
Georgia Power Co.	4.300%	3/15/42	8,940	9,373
Georgia Power Co.	4.300%	3/15/43	3,810	3,968
Gulf Power Co.	3.300%	5/30/27	2,250	2,275
Iberdrola International BV	6.750%	7/15/36	3,735	4,865
Indiana Michigan Power Co.	7.000%	3/15/19	2,012	2,152
Indiana Michigan Power Co.	6.050%	3/15/37	2,850	3,591
Indiana Michigan Power Co.	4.550%	3/15/46	1,250	1,394
Indiana Michigan Power Co.	3.750%	7/1/47	2,200	2,154
Interstate Power & Light Co.	6.250%	7/15/39	2,475	3,242
Interstate Power & Light Co.	3.700%	9/15/46	2,925	2,830
ITC Holdings Corp.	4.050%	7/1/23	5,000	5,201
ITC Holdings Corp.	3.650%	6/15/24	2,489	2,549
ITC Holdings Corp.	5.300%	7/1/43	3,200	3,744
5 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,876	3,165
Kansas City Power & Light Co.	3.150%	3/15/23	850	859
Kansas City Power & Light Co.	6.050%	11/15/35	125	155
Kansas City Power & Light Co.	5.300%	10/1/41	4,795	5,542
Kansas City Power & Light Co.	4.200%	6/15/47	5,500	5,682
Kentucky Utilities Co.	3.250%	11/1/20	4,945	5,100
Kentucky Utilities Co.	5.125%	11/1/40	3,375	4,058
Kentucky Utilities Co.	4.375%	10/1/45	1,300	1,398
LG&E & KU Energy LLC	3.750%	11/15/20	1,600	1,662
LG&E & KU Energy LLC	4.375%	10/1/21	5,190	5,498
Louisville Gas & Electric Co.	3.300%	10/1/25	1,600	1,624
MidAmerican Energy Co.	3.500%	10/15/24	10,000	10,455
MidAmerican Energy Co.	3.100%	5/1/27	3,050	3,057
MidAmerican Energy Co.	6.750%	12/30/31	3,800	5,117
MidAmerican Energy Co.	5.750%	11/1/35	1,575	1,972
MidAmerican Energy Co.	5.800%	10/15/36	1,350	1,708
MidAmerican Energy Co.	4.800%	9/15/43	675	784
MidAmerican Energy Co.	4.400%	10/15/44	3,800	4,157
MidAmerican Energy Co.	4.250%	5/1/46	3,505	3,754
MidAmerican Energy Co.	3.950%	8/1/47	4,500	4,671
MidAmerican Funding LLC	6.927%	3/1/29	2,535	3,334
Mississippi Power Co.	4.250%	3/15/42	4,300	4,076
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	6,975	7,592
National Rural Utilities Cooperative Finance
Corp.	2.150%	2/1/19	3,000	3,014
National Rural Utilities Cooperative Finance
Corp.	1.650%	2/8/19	2,500	2,497
National Rural Utilities Cooperative Finance
Corp.	1.500%	11/1/19	432	429

National Rural Utilities Cooperative Finance
Corp.	2.300%	11/15/19	4,250	4,291
National Rural Utilities Cooperative Finance
Corp.	2.000%	1/27/20	3,000	3,006
National Rural Utilities Cooperative Finance
Corp.	2.350%	6/15/20	8,975	9,036
National Rural Utilities Cooperative Finance
Corp.	2.300%	11/1/20	4,004	4,030
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	6,510	6,672
National Rural Utilities Cooperative Finance
Corp.	2.400%	4/25/22	3,500	3,522
National Rural Utilities Cooperative Finance
Corp.	2.700%	2/15/23	2,700	2,706
National Rural Utilities Cooperative Finance
Corp.	2.950%	2/7/24	6,200	6,229
National Rural Utilities Cooperative Finance
Corp.	2.850%	1/27/25	4,500	4,455
National Rural Utilities Cooperative Finance
Corp.	3.050%	4/25/27	2,150	2,146
National Rural Utilities Cooperative Finance
Corp.	8.000%	3/1/32	1,363	1,995
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	7,378	7,842
5 National Rural Utilities Cooperative Finance
Corp.	4.750%	4/30/43	50	51
5 National Rural Utilities Cooperative Finance
Corp.	5.250%	4/20/46	2,900	3,088
Nevada Power Co.	7.125%	3/15/19	550	590
Nevada Power Co.	6.650%	4/1/36	965	1,296
Nevada Power Co.	6.750%	7/1/37	1,475	2,013
Nevada Power Co.	5.450%	5/15/41	500	607
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	3,613	3,811
NextEra Energy Capital Holdings Inc.	2.300%	4/1/19	9,175	9,215
NextEra Energy Capital Holdings Inc.	2.400%	9/15/19	6,500	6,544
NextEra Energy Capital Holdings Inc.	2.700%	9/15/19	950	961
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	910	971
NextEra Energy Capital Holdings Inc.	3.550%	5/1/27	9,000	9,233
Northern States Power Co.	2.200%	8/15/20	1,700	1,709
Northern States Power Co.	2.600%	5/15/23	1,280	1,291
Northern States Power Co.	6.250%	6/1/36	840	1,106
Northern States Power Co.	6.200%	7/1/37	1,795	2,395
Northern States Power Co.	5.350%	11/1/39	3,245	4,004
Northern States Power Co.	3.400%	8/15/42	2,645	2,526
Northern States Power Co.	4.125%	5/15/44	5,850	6,169
Northern States Power Co.	4.000%	8/15/45	1,200	1,250
Northern States Power Co.	3.600%	5/15/46	3,075	3,017
NorthWestern Corp.	6.340%	4/1/19	3,000	3,186
NorthWestern Corp.	4.176%	11/15/44	2,400	2,523
NSTAR Electric Co.	2.375%	10/15/22	1,700	1,689
NSTAR Electric Co.	3.200%	5/15/27	3,000	3,014
NSTAR Electric Co.	5.500%	3/15/40	3,655	4,551
NV Energy Inc.	6.250%	11/15/20	9,260	10,330
Oglethorpe Power Corp.	5.950%	11/1/39	500	618
Oglethorpe Power Corp.	5.375%	11/1/40	8,395	9,747
Oglethorpe Power Corp.	5.250%	9/1/50	2,330	2,621
Ohio Edison Co.	6.875%	7/15/36	3,900	5,229

	Ohio Power Co.	5.375%	10/1/21	5,925	6,579
	Oklahoma Gas & Electric Co.	4.150%	4/1/47	2,125	2,249
	Oklahoma Gas & Electric Co.	3.850%	8/15/47	9,000	9,051
	Oncor Electric Delivery Co. LLC	2.150%	6/1/19	2,125	2,127
	Oncor Electric Delivery Co. LLC	4.100%	6/1/22	3,615	3,852
	Oncor Electric Delivery Co. LLC	7.000%	5/1/32	6,470	8,936
	Oncor Electric Delivery Co. LLC	7.250%	1/15/33	150	209
	Oncor Electric Delivery Co. LLC	7.500%	9/1/38	2,800	4,114
	Oncor Electric Delivery Co. LLC	5.250%	9/30/40	3,500	4,232
	Oncor Electric Delivery Co. LLC	4.550%	12/1/41	7,590	8,436
	Oncor Electric Delivery Co. LLC	5.300%	6/1/42	3,850	4,705
	Oncor Electric Delivery Co. LLC	3.750%	4/1/45	2,143	2,122
10	Oncor Electric Delivery Co. LLC	3.800%	9/30/47	1,700	1,710
	Pacific Gas & Electric Co.	8.250%	10/15/18	3,455	3,673
	Pacific Gas & Electric Co.	3.500%	10/1/20	5,790	6,017
	Pacific Gas & Electric Co.	4.250%	5/15/21	4,400	4,670
	Pacific Gas & Electric Co.	2.450%	8/15/22	6,967	6,959
	Pacific Gas & Electric Co.	3.250%	6/15/23	3,175	3,277
	Pacific Gas & Electric Co.	3.850%	11/15/23	1,200	1,270
	Pacific Gas & Electric Co.	3.750%	2/15/24	3,000	3,152
	Pacific Gas & Electric Co.	3.400%	8/15/24	3,225	3,320
	Pacific Gas & Electric Co.	3.500%	6/15/25	2,850	2,947
	Pacific Gas & Electric Co.	2.950%	3/1/26	1,000	999
	Pacific Gas & Electric Co.	3.300%	3/15/27	6,000	6,057
	Pacific Gas & Electric Co.	6.050%	3/1/34	13,074	17,002
	Pacific Gas & Electric Co.	5.800%	3/1/37	10,084	12,818
	Pacific Gas & Electric Co.	6.350%	2/15/38	4,000	5,404
	Pacific Gas & Electric Co.	6.250%	3/1/39	973	1,295
	Pacific Gas & Electric Co.	4.450%	4/15/42	13,052	14,469
	Pacific Gas & Electric Co.	4.600%	6/15/43	3,776	4,197
	Pacific Gas & Electric Co.	5.125%	11/15/43	2,850	3,404
	Pacific Gas & Electric Co.	4.750%	2/15/44	3,080	3,549
	Pacific Gas & Electric Co.	4.300%	3/15/45	4,500	4,875
	Pacific Gas & Electric Co.	4.250%	3/15/46	6,200	6,670
	Pacific Gas & Electric Co.	4.000%	12/1/46	6,075	6,356
	PacifiCorp	5.500%	1/15/19	4,000	4,183
	PacifiCorp	2.950%	2/1/22	3,550	3,627
	PacifiCorp	3.600%	4/1/24	4,350	4,536
	PacifiCorp	3.350%	7/1/25	1,448	1,471
	PacifiCorp	7.700%	11/15/31	985	1,421
	PacifiCorp	5.250%	6/15/35	2,875	3,404
	PacifiCorp	5.750%	4/1/37	10,850	13,766
	PacifiCorp	6.250%	10/15/37	1,100	1,470
	PacifiCorp	6.350%	7/15/38	1,350	1,828
	PacifiCorp	6.000%	1/15/39	100	131
	PacifiCorp	4.100%	2/1/42	2,900	3,062
	PECO Energy Co.	2.375%	9/15/22	6,129	6,106
	PECO Energy Co.	5.950%	10/1/36	3,900	4,996
	PECO Energy Co.	4.150%	10/1/44	1,890	1,989
	PG&E Corp.	2.400%	3/1/19	3,425	3,437
	Potomac Electric Power Co.	3.600%	3/15/24	200	209
	Potomac Electric Power Co.	6.500%	11/15/37	4,043	5,526
	Potomac Electric Power Co.	4.150%	3/15/43	4,200	4,405
	PPL Capital Funding Inc.	4.200%	6/15/22	6,546	6,966
	PPL Capital Funding Inc.	3.500%	12/1/22	490	506
	PPL Capital Funding Inc.	3.400%	6/1/23	10,700	10,990
	PPL Capital Funding Inc.	3.950%	3/15/24	275	288

PPL Capital Funding Inc.	3.100%	5/15/26	5,000	4,909
PPL Capital Funding Inc.	4.700%	6/1/43	4,050	4,408
PPL Capital Funding Inc.	5.000%	3/15/44	2,000	2,232
PPL Capital Funding Inc.	4.000%	9/15/47	3,400	3,366
PPL Electric Utilities Corp.	3.000%	9/15/21	3,065	3,140
PPL Electric Utilities Corp.	6.250%	5/15/39	800	1,066
PPL Electric Utilities Corp.	4.750%	7/15/43	3,885	4,427
PPL Electric Utilities Corp.	4.125%	6/15/44	1,700	1,784
PPL Electric Utilities Corp.	3.950%	6/1/47	3,300	3,383
Progress Energy Inc.	4.875%	12/1/19	150	158
Progress Energy Inc.	4.400%	1/15/21	7,667	8,099
Progress Energy Inc.	3.150%	4/1/22	12,800	13,039
Progress Energy Inc.	7.000%	10/30/31	2,300	3,074
Progress Energy Inc.	6.000%	12/1/39	2,365	3,000
PSEG Power LLC	5.125%	4/15/20	415	444
PSEG Power LLC	3.000%	6/15/21	1,675	1,705
PSEG Power LLC	8.625%	4/15/31	2,725	3,557
Public Service Co. of Colorado	5.125%	6/1/19	3,725	3,918
Public Service Co. of Colorado	3.200%	11/15/20	6,025	6,207
Public Service Co. of Colorado	6.250%	9/1/37	75	99
Public Service Co. of Colorado	6.500%	8/1/38	25	35
Public Service Co. of Colorado	3.600%	9/15/42	800	780
Public Service Co. of Colorado	4.300%	3/15/44	4,575	4,956
Public Service Co. of Colorado	3.800%	6/15/47	6,000	6,066
Public Service Co. of New Hampshire	3.500%	11/1/23	875	905
Public Service Co. of Oklahoma	5.150%	12/1/19	650	687
Public Service Electric & Gas Co.	1.900%	3/15/21	6,575	6,498
Public Service Electric & Gas Co.	2.375%	5/15/23	3,100	3,080
Public Service Electric & Gas Co.	3.000%	5/15/25	1,170	1,170
Public Service Electric & Gas Co.	2.250%	9/15/26	3,055	2,875
Public Service Electric & Gas Co.	3.000%	5/15/27	3,000	2,969
Public Service Electric & Gas Co.	5.800%	5/1/37	875	1,117
Public Service Electric & Gas Co.	3.950%	5/1/42	3,800	3,992
Public Service Electric & Gas Co.	3.650%	9/1/42	575	563
Public Service Electric & Gas Co.	3.800%	3/1/46	14,050	14,227
Puget Energy Inc.	6.500%	12/15/20	4,050	4,534
Puget Energy Inc.	6.000%	9/1/21	3,825	4,267
Puget Energy Inc.	5.625%	7/15/22	2,425	2,693
Puget Energy Inc.	3.650%	5/15/25	3,150	3,191
Puget Sound Energy Inc.	6.274%	3/15/37	3,825	5,005
Puget Sound Energy Inc.	5.757%	10/1/39	1,400	1,751
Puget Sound Energy Inc.	5.795%	3/15/40	1,610	2,061
Puget Sound Energy Inc.	5.638%	4/15/41	900	1,130
Puget Sound Energy Inc.	4.300%	5/20/45	6,025	6,486
San Diego Gas & Electric Co.	3.000%	8/15/21	1,350	1,384
San Diego Gas & Electric Co.	6.000%	6/1/39	200	260
San Diego Gas & Electric Co.	4.500%	8/15/40	3,970	4,512
San Diego Gas & Electric Co.	3.750%	6/1/47	5,000	5,101
SCANA Corp.	4.750%	5/15/21	2,445	2,565
Sierra Pacific Power Co.	3.375%	8/15/23	1,450	1,499
Sierra Pacific Power Co.	2.600%	5/1/26	11,255	10,864
Sierra Pacific Power Co.	6.750%	7/1/37	1,450	1,954
South Carolina Electric & Gas Co.	6.500%	11/1/18	2,750	2,880
South Carolina Electric & Gas Co.	6.625%	2/1/32	2,225	2,885
South Carolina Electric & Gas Co.	5.300%	5/15/33	150	173
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,550	1,966
South Carolina Electric & Gas Co.	5.450%	2/1/41	1,525	1,800

South Carolina Electric & Gas Co.	4.350%	2/1/42	2,500	2,585
South Carolina Electric & Gas Co.	4.600%	6/15/43	3,300	3,589
South Carolina Electric & Gas Co.	4.100%	6/15/46	3,300	3,335
South Carolina Electric & Gas Co.	4.500%	6/1/64	10,015	10,400
South Carolina Electric & Gas Co.	5.100%	6/1/65	3,725	4,295
Southern California Edison Co.	3.875%	6/1/21	3,789	3,995
5 Southern California Edison Co.	1.845%	2/1/22	2,250	2,224
Southern California Edison Co.	2.400%	2/1/22	2,700	2,705
Southern California Edison Co.	3.500%	10/1/23	10,600	11,039
Southern California Edison Co.	6.650%	4/1/29	450	582
Southern California Edison Co.	6.000%	1/15/34	750	957
Southern California Edison Co.	5.750%	4/1/35	800	1,007
Southern California Edison Co.	5.350%	7/15/35	4,485	5,425
Southern California Edison Co.	5.550%	1/15/36	500	610
Southern California Edison Co.	5.625%	2/1/36	1,875	2,333
Southern California Edison Co.	5.950%	2/1/38	2,775	3,634
Southern California Edison Co.	6.050%	3/15/39	1,460	1,937
Southern California Edison Co.	4.500%	9/1/40	6,807	7,545
Southern California Edison Co.	4.050%	3/15/42	6,450	6,781
Southern California Edison Co.	3.900%	3/15/43	2,925	3,002
Southern California Edison Co.	4.650%	10/1/43	2,975	3,424
Southern California Edison Co.	3.600%	2/1/45	2,200	2,178
Southern California Edison Co.	4.000%	4/1/47	5,200	5,462
Southern Co.	1.850%	7/1/19	3,190	3,184
Southern Co.	2.150%	9/1/19	1,650	1,653
Southern Co.	2.750%	6/15/20	2,400	2,436
Southern Co.	2.350%	7/1/21	5,400	5,368
Southern Co.	2.950%	7/1/23	4,450	4,467
Southern Co.	3.250%	7/1/26	7,230	7,141
Southern Co.	4.250%	7/1/36	8,125	8,368
Southern Co.	4.400%	7/1/46	9,400	9,726
5 Southern Co.	5.500%	3/15/57	1,400	1,477
Southern Power Co.	1.950%	12/15/19	1,400	1,396
Southern Power Co.	2.375%	6/1/20	500	501
Southern Power Co.	2.500%	12/15/21	5,000	4,969
Southern Power Co.	4.150%	12/1/25	2,000	2,106
Southern Power Co.	5.150%	9/15/41	5,790	6,304
Southern Power Co.	5.250%	7/15/43	5,625	6,166
Southern Power Co.	4.950%	12/15/46	2,475	2,639
Southwestern Electric Power Co.	6.450%	1/15/19	4,763	5,025
Southwestern Electric Power Co.	2.750%	10/1/26	4,800	4,638
Southwestern Electric Power Co.	3.900%	4/1/45	3,331	3,338
Southwestern Public Service Co.	3.300%	6/15/24	200	206
Southwestern Public Service Co.	4.500%	8/15/41	2,154	2,372
Southwestern Public Service Co.	3.400%	8/15/46	14,075	13,311
Southwestern Public Service Co.	3.700%	8/15/47	8,975	8,898
Tampa Electric Co.	5.400%	5/15/21	2,590	2,850
Tampa Electric Co.	2.600%	9/15/22	1,000	996
Tampa Electric Co.	6.550%	5/15/36	350	458
Tampa Electric Co.	4.100%	6/15/42	100	101
Tampa Electric Co.	4.350%	5/15/44	3,500	3,689
TECO Finance Inc.	5.150%	3/15/20	4,862	5,179
Toledo Edison Co.	6.150%	5/15/37	2,244	2,777
TransAlta Corp.	4.500%	11/15/22	2,050	2,088
TransAlta Corp.	6.500%	3/15/40	2,550	2,520
Tucson Electric Power Co.	3.050%	3/15/25	2,000	1,963
UIL Holdings Corp.	4.625%	10/1/20	4,400	4,624

Union Electric Co.	6.700%	2/1/19	2,732	2,901
Union Electric Co.	3.500%	4/15/24	5,300	5,493
Union Electric Co.	2.950%	6/15/27	9,500	9,402
Union Electric Co.	5.300%	8/1/37	3,244	3,858
Union Electric Co.	8.450%	3/15/39	2,200	3,523
Union Electric Co.	3.900%	9/15/42	175	180
Union Electric Co.	3.650%	4/15/45	1,825	1,813
Virginia Electric & Power Co.	2.950%	1/15/22	2,025	2,064
Virginia Electric & Power Co.	3.450%	9/1/22	10,595	11,023
Virginia Electric & Power Co.	2.750%	3/15/23	6,050	6,103
Virginia Electric & Power Co.	3.450%	2/15/24	5,390	5,576
Virginia Electric & Power Co.	3.100%	5/15/25	3,450	3,472
Virginia Electric & Power Co.	3.150%	1/15/26	8,145	8,214
Virginia Electric & Power Co.	2.950%	11/15/26	3,357	3,329
Virginia Electric & Power Co.	3.500%	3/15/27	4,500	4,664
Virginia Electric & Power Co.	6.000%	1/15/36	2,840	3,628
Virginia Electric & Power Co.	6.000%	5/15/37	4,475	5,764
Virginia Electric & Power Co.	6.350%	11/30/37	2,800	3,706
Virginia Electric & Power Co.	4.000%	1/15/43	18,375	19,036
Virginia Electric & Power Co.	4.650%	8/15/43	225	250
Virginia Electric & Power Co.	4.450%	2/15/44	2,045	2,216
Virginia Electric & Power Co.	4.200%	5/15/45	2,750	2,909
Virginia Electric & Power Co.	4.000%	11/15/46	7,500	7,712
Virginia Electric & Power Co.	3.800%	9/15/47	4,150	4,152
WEC Energy Group Inc.	2.450%	6/15/20	2,075	2,088
WEC Energy Group Inc.	3.550%	6/15/25	2,900	2,984
Westar Energy Inc.	2.550%	7/1/26	6,200	5,985
Westar Energy Inc.	3.100%	4/1/27	4,500	4,517
Westar Energy Inc.	4.125%	3/1/42	4,550	4,763
Westar Energy Inc.	4.100%	4/1/43	2,405	2,511
Westar Energy Inc.	4.250%	12/1/45	750	806
Wisconsin Electric Power Co.	5.625%	5/15/33	150	182
Wisconsin Electric Power Co.	4.250%	6/1/44	1,405	1,495
Wisconsin Electric Power Co.	4.300%	12/15/45	2,500	2,658
Wisconsin Power & Light Co.	6.375%	8/15/37	2,125	2,830
Wisconsin Public Service Corp.	1.650%	12/4/18	4,500	4,497
Wisconsin Public Service Corp.	3.671%	12/1/42	2,150	2,098
Wisconsin Public Service Corp.	4.752%	11/1/44	2,175	2,508
Xcel Energy Inc.	4.700%	5/15/20	4,120	4,343
Xcel Energy Inc.	2.400%	3/15/21	7,625	7,641
Xcel Energy Inc.	2.600%	3/15/22	4,250	4,268
Xcel Energy Inc.	3.300%	6/1/25	11,100	11,240
Xcel Energy Inc.	3.350%	12/1/26	3,325	3,358
Xcel Energy Inc.	6.500%	7/1/36	961	1,279
Natural Gas (0.1%)
Atmos Energy Corp.	8.500%	3/15/19	760	831
Atmos Energy Corp.	3.000%	6/15/27	4,875	4,857
Atmos Energy Corp.	5.500%	6/15/41	4,050	5,024
Atmos Energy Corp.	4.150%	1/15/43	75	79
Atmos Energy Corp.	4.125%	10/15/44	5,325	5,618
CenterPoint Energy Resources Corp.	4.500%	1/15/21	7,001	7,366
CenterPoint Energy Resources Corp.	5.850%	1/15/41	1,975	2,431
CenterPoint Energy Resources Corp.	4.100%	9/1/47	2,275	2,283
KeySpan Corp.	5.803%	4/1/35	100	121
NiSource Finance Corp.	6.800%	1/15/19	905	957
NiSource Finance Corp.	5.450%	9/15/20	800	870

NiSource Finance Corp.	3.490%	5/15/27	7,300	7,393
NiSource Finance Corp.	5.950%	6/15/41	10,422	12,965
NiSource Finance Corp.	4.800%	2/15/44	3,250	3,566
NiSource Finance Corp.	5.650%	2/1/45	742	908
NiSource Finance Corp.	4.375%	5/15/47	7,300	7,658
ONE Gas Inc.	2.070%	2/1/19	2,350	2,352
ONE Gas Inc.	4.658%	2/1/44	1,200	1,336
Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	1,225	1,334
Piedmont Natural Gas Co. Inc.	3.640%	11/1/46	3,550	3,356
Sempra Energy	9.800%	2/15/19	1,500	1,657
Sempra Energy	1.625%	10/7/19	3,900	3,868
Sempra Energy	2.400%	3/15/20	3,200	3,213
Sempra Energy	2.850%	11/15/20	3,930	3,985
Sempra Energy	2.875%	10/1/22	2,325	2,337
Sempra Energy	4.050%	12/1/23	11,785	12,411
Sempra Energy	3.750%	11/15/25	8,855	9,077
Sempra Energy	3.250%	6/15/27	7,495	7,382
Sempra Energy	6.000%	10/15/39	6,925	8,708
Southern California Gas Co.	3.200%	6/15/25	560	569
Southern California Gas Co.	2.600%	6/15/26	11,376	11,043
Southern California Gas Co.	3.750%	9/15/42	3,325	3,375
Southern Co. Gas Capital Corp.	5.250%	8/15/19	1,600	1,689
Southern Co. Gas Capital Corp.	3.500%	9/15/21	680	696
Southern Co. Gas Capital Corp.	3.250%	6/15/26	2,700	2,629
Southern Co. Gas Capital Corp.	5.875%	3/15/41	5,475	6,660
Southern Co. Gas Capital Corp.	4.400%	6/1/43	1,000	1,022
Southern Co. Gas Capital Corp.	3.950%	10/1/46	2,700	2,615
Southern Co. Gas Capital Corp.	4.400%	5/30/47	14,000	14,501
Washington Gas Light Co.	3.796%	9/15/46	3,500	3,432
Other Utility (0.1%)
American Water Capital Corp.	3.400%	3/1/25	1,400	1,446
American Water Capital Corp.	2.950%	9/1/27	5,000	4,973
American Water Capital Corp.	6.593%	10/15/37	6,175	8,462
American Water Capital Corp.	4.300%	9/1/45	1,025	1,092
American Water Capital Corp.	4.000%	12/1/46	600	617
American Water Capital Corp.	3.750%	9/1/47	9,700	9,715
United Utilities plc	5.375%	2/1/19	4,675	4,855
United Utilities plc	6.875%	8/15/28	100	120
Veolia Environnement SA	6.750%	6/1/38	4,000	5,182
				2,590,110
Total Corporate Bonds (Cost $36,739,334)				37,908,589
Sovereign Bonds (4.8%)
African Development Bank	1.625%	10/2/18	11,675	11,689
African Development Bank	1.000%	11/2/18	9,100	9,042
African Development Bank	1.000%	5/15/19	11,000	10,889
African Development Bank	1.375%	2/12/20	5,700	5,656
African Development Bank	1.875%	3/16/20	23,100	23,180
African Development Bank	1.250%	7/26/21	6,650	6,481
African Development Bank	2.375%	9/23/21	13,500	13,717
Agricultural Bank of China Ltd.	2.750%	5/21/20	2,000	2,007
Asian Development Bank	0.875%	10/5/18	25,000	24,843
Asian Development Bank	1.875%	10/23/18	5,120	5,139
Asian Development Bank	1.375%	1/15/19	9,500	9,476
Asian Development Bank	1.750%	3/21/19	14,700	14,735

Asian Development Bank	1.875%	4/12/19	13,500	13,548
Asian Development Bank	1.000%	8/16/19	7,250	7,168
Asian Development Bank	1.750%	1/10/20	17,500	17,519
Asian Development Bank	1.500%	1/22/20	10,400	10,360
Asian Development Bank	1.375%	3/23/20	2,750	2,729
Asian Development Bank	1.625%	5/5/20	91,175	90,934
Asian Development Bank	1.625%	3/16/21	8,300	8,226
Asian Development Bank	1.750%	6/8/21	13,550	13,476
Asian Development Bank	2.125%	11/24/21	700	704
Asian Development Bank	2.000%	2/16/22	53,650	53,617
Asian Development Bank	1.875%	2/18/22	15,700	15,596
Asian Development Bank	1.750%	9/13/22	26,050	25,631
Asian Development Bank	2.000%	1/22/25	10,750	10,517
Asian Development Bank	2.000%	4/24/26	4,700	4,543
Asian Development Bank	2.625%	1/12/27	7,250	7,334
Asian Development Bank	2.375%	8/10/27	5,265	5,211
Asian Development Bank	6.220%	8/15/27	2,175	2,829
Canada	1.625%	2/27/19	22,395	22,336
CNOOC Finance 2013 Ltd.	3.000%	5/9/23	14,450	14,436
CNOOC Finance 2015 Australia Pty Ltd.	2.625%	5/5/20	8,000	8,037
CNOOC Finance 2015 USA LLC	3.500%	5/5/25	22,100	22,493
CNOOC Nexen Finance 2014 ULC	4.250%	4/30/24	15,000	15,951
Corp. Andina de Fomento	2.000%	5/10/19	9,600	9,599
Corp. Andina de Fomento	8.125%	6/4/19	11,725	12,866
Corp. Andina de Fomento	2.200%	7/18/20	14,000	14,015
Corp. Andina de Fomento	4.375%	6/15/22	24,419	26,331
Council Of Europe Development Bank	1.500%	5/17/19	5,300	5,293
Council Of Europe Development Bank	1.750%	11/14/19	5,000	5,005
Council Of Europe Development Bank	1.625%	3/10/20	15,500	15,458
Council Of Europe Development Bank	1.625%	3/16/21	4,600	4,553
Ecopetrol SA	5.875%	9/18/23	13,250	14,724
Ecopetrol SA	4.125%	1/16/25	16,775	16,796
Ecopetrol SA	5.375%	6/26/26	13,000	13,829
Ecopetrol SA	7.375%	9/18/43	5,950	6,783
Ecopetrol SA	5.875%	5/28/45	12,525	12,228
Emirates Telecommunications Group Co. PJSC	3.500%	6/18/24	5,000	5,131
European Bank for Reconstruction &
Development	1.625%	11/15/18	4,675	4,681
European Bank for Reconstruction &
Development	1.750%	6/14/19	21,525	21,576
European Bank for Reconstruction &
Development	0.875%	7/22/19	7,900	7,791
European Bank for Reconstruction &
Development	1.750%	11/26/19	12,700	12,713
European Bank for Reconstruction &
Development	1.500%	3/16/20	10,750	10,693
European Bank for Reconstruction &
Development	2.000%	2/1/21	35,000	35,073
European Bank for Reconstruction &
Development	1.875%	7/15/21	5,200	5,182
European Bank for Reconstruction &
Development	1.875%	2/23/22	14,300	14,187
European Investment Bank	1.625%	12/18/18	34,225	34,265
European Investment Bank	1.875%	3/15/19	46,000	46,169
European Investment Bank	1.750%	6/17/19	62,470	62,619
European Investment Bank	1.125%	8/15/19	11,275	11,175
European Investment Bank	1.625%	3/16/20	62,400	62,228

	European Investment Bank	1.750%	5/15/20	42,650	42,639
	European Investment Bank	1.375%	6/15/20	31,375	31,058
	European Investment Bank	1.625%	8/14/20	35,000	34,820
	European Investment Bank	2.875%	9/15/20	17,125	17,637
	European Investment Bank	1.625%	12/15/20	21,500	21,334
	European Investment Bank	4.000%	2/16/21	11,575	12,367
	European Investment Bank	2.000%	3/15/21	37,000	37,130
	European Investment Bank	2.500%	4/15/21	22,975	23,425
	European Investment Bank	1.375%	9/15/21	2,000	1,954
	European Investment Bank	2.125%	10/15/21	7,600	7,635
	European Investment Bank	2.250%	3/15/22	75,150	75,772
	European Investment Bank	2.375%	6/15/22	40,000	40,535
	European Investment Bank	2.250%	8/15/22	21,100	21,222
	European Investment Bank	3.250%	1/29/24	12,200	12,894
	European Investment Bank	1.875%	2/10/25	9,400	9,092
	European Investment Bank	2.125%	4/13/26	30,000	29,314
	European Investment Bank	2.375%	5/24/27	8,000	7,926
	European Investment Bank	4.875%	2/15/36	8,600	11,162
	Export Development Canada	1.500%	10/3/18	15,125	15,088
	Export Development Canada	1.250%	2/4/19	8,300	8,268
10	Export Development Canada	1.500%	4/4/19	2,350	2,345
12	Export Development Canada	1.750%	8/19/19	7,000	7,017
12	Export Development Canada	1.625%	12/3/19	3,600	3,595
	Export Development Canada	1.625%	1/17/20	5,450	5,438
	Export Development Canada	1.625%	6/1/20	6,625	6,605
	Export Development Canada	1.500%	5/26/21	17,900	17,621
	Export Development Canada	1.375%	10/21/21	7,300	7,119
	Export-Import Bank of Korea	1.750%	2/27/18	4,150	4,147
	Export-Import Bank of Korea	1.750%	5/26/19	5,100	5,062
	Export-Import Bank of Korea	2.375%	8/12/19	5,000	5,003
	Export-Import Bank of Korea	1.500%	10/21/19	10,000	9,831
	Export-Import Bank of Korea	5.125%	6/29/20	5,300	5,651
	Export-Import Bank of Korea	4.000%	1/29/21	3,400	3,531
	Export-Import Bank of Korea	2.500%	5/10/21	6,000	5,938
	Export-Import Bank of Korea	4.375%	9/15/21	4,000	4,227
	Export-Import Bank of Korea	1.875%	10/21/21	13,450	12,955
	Export-Import Bank of Korea	2.750%	1/25/22	14,500	14,456
	Export-Import Bank of Korea	5.000%	4/11/22	3,300	3,594
	Export-Import Bank of Korea	4.000%	1/14/24	17,850	18,777
	Export-Import Bank of Korea	2.875%	1/21/25	3,000	2,923
	Export-Import Bank of Korea	3.250%	11/10/25	6,200	6,194
	Export-Import Bank of Korea	2.625%	5/26/26	6,000	5,713
	Export-Import Bank of Korea	3.250%	8/12/26	425	423
	FMS Wertmanagement AoeR	1.625%	11/20/18	11,000	11,000
	FMS Wertmanagement AoeR	1.000%	8/16/19	11,700	11,555
13	FMS Wertmanagement AoeR	1.750%	1/24/20	21,000	21,024
	FMS Wertmanagement AoeR	1.750%	3/17/20	6,000	6,000
	FMS Wertmanagement AoeR	2.000%	8/1/22	46,025	45,847
	Hydro-Quebec	8.400%	1/15/22	3,040	3,696
	Hydro-Quebec	8.050%	7/7/24	1,150	1,489
	Industrial & Commercial Bank of China Ltd.	2.351%	11/13/17	4,200	4,202
	Industrial & Commercial Bank of China Ltd.	3.231%	11/13/19	5,850	5,927
	Industrial & Commercial Bank of China Ltd.	2.905%	11/13/20	250	252
	Industrial & Commercial Bank of China Ltd.	2.635%	5/26/21	5,200	5,159
	Inter-American Development Bank	1.000%	5/13/19	14,500	14,372
	Inter-American Development Bank	1.125%	9/12/19	24,800	24,548
	Inter-American Development Bank	3.875%	9/17/19	16,950	17,670

Inter-American Development Bank	1.750%	10/15/19	20,200	20,248
Inter-American Development Bank	3.875%	2/14/20	1,800	1,889
Inter-American Development Bank	1.625%	5/12/20	32,000	31,915
Inter-American Development Bank	2.125%	11/9/20	10,400	10,500
Inter-American Development Bank	1.875%	3/15/21	16,000	15,995
Inter-American Development Bank	2.125%	1/18/22	69,250	69,562
Inter-American Development Bank	1.750%	4/14/22	25,600	25,265
Inter-American Development Bank	1.750%	9/14/22	23,850	23,444
Inter-American Development Bank	3.000%	10/4/23	2,350	2,454
Inter-American Development Bank	3.000%	2/21/24	13,000	13,562
Inter-American Development Bank	2.125%	1/15/25	14,000	13,814
Inter-American Development Bank	7.000%	6/15/25	4,425	5,699
Inter-American Development Bank	2.000%	6/2/26	27,625	26,652
Inter-American Development Bank	2.375%	7/7/27	32,450	32,174
Inter-American Development Bank	3.200%	8/7/42	3,375	3,357
Inter-American Development Bank	4.375%	1/24/44	5,200	6,208
International Bank for Reconstruction &
Development	1.000%	10/5/18	9,000	8,955
International Bank for Reconstruction &
Development	1.875%	3/15/19	42,875	43,083
International Bank for Reconstruction &
Development	1.250%	7/26/19	17,000	16,892
International Bank for Reconstruction &
Development	0.875%	8/15/19	41,300	40,725
International Bank for Reconstruction &
Development	1.875%	10/7/19	5,100	5,125
International Bank for Reconstruction &
Development	1.125%	11/27/19	22,025	21,773
International Bank for Reconstruction &
Development	1.375%	3/30/20	9,000	8,931
International Bank for Reconstruction &
Development	1.875%	4/21/20	91,000	91,330
International Bank for Reconstruction &
Development	1.625%	9/4/20	39,100	38,940
International Bank for Reconstruction &
Development	2.125%	11/1/20	20,400	20,595
International Bank for Reconstruction &
Development	1.625%	3/9/21	28,100	27,878
International Bank for Reconstruction &
Development	1.375%	5/24/21	34,000	33,394
International Bank for Reconstruction &
Development	2.250%	6/24/21	10,250	10,373
International Bank for Reconstruction &
Development	1.375%	9/20/21	36,000	35,223
International Bank for Reconstruction &
Development	2.000%	1/26/22	92,000	91,945
International Bank for Reconstruction &
Development	1.625%	2/10/22	28,425	27,955
International Bank for Reconstruction &
Development	7.625%	1/19/23	29,890	37,868
International Bank for Reconstruction &
Development	2.500%	11/25/24	33,750	34,162
International Bank for Reconstruction &
Development	8.875%	3/1/26	450	651
International Bank for Reconstruction &
Development	4.750%	2/15/35	2,400	3,025
International Finance Corp.	2.125%	11/17/17	25,300	25,321

	International Finance Corp.	1.750%	9/16/19	10,500	10,521
	International Finance Corp.	1.750%	3/30/20	18,225	18,221
	International Finance Corp.	2.125%	4/7/26	28,575	27,881
14	Japan Bank for International Cooperation	1.750%	11/13/18	19,900	19,875
14	Japan Bank for International Cooperation	2.125%	2/7/19	6,050	6,065
14	Japan Bank for International Cooperation	1.750%	5/29/19	500	498
14	Japan Bank for International Cooperation	2.250%	2/24/20	15,400	15,457
14	Japan Bank for International Cooperation	1.750%	5/28/20	51,300	50,852
14	Japan Bank for International Cooperation	2.125%	6/1/20	11,000	10,999
14	Japan Bank for International Cooperation	2.125%	7/21/20	11,730	11,744
14	Japan Bank for International Cooperation	1.875%	4/20/21	6,600	6,517
14	Japan Bank for International Cooperation	1.500%	7/21/21	14,000	13,632
14	Japan Bank for International Cooperation	2.000%	11/4/21	14,250	14,087
14	Japan Bank for International Cooperation	2.500%	6/1/22	2,200	2,219
14	Japan Bank for International Cooperation	2.375%	7/21/22	9,340	9,361
14	Japan Bank for International Cooperation	3.000%	5/29/24	17,000	17,425
14	Japan Bank for International Cooperation	2.125%	2/10/25	14,500	13,991
14	Japan Bank for International Cooperation	2.375%	4/20/26	1,600	1,558
14	Japan Bank for International Cooperation	1.875%	7/21/26	29,600	27,712
14	Japan Bank for International Cooperation	2.250%	11/4/26	18,000	17,261
14	Japan Bank for International Cooperation	2.875%	6/1/27	7,000	7,077
14	Japan Finance Organization for Municipalities	4.000%	1/13/21	5,625	5,899
14	Japan International Cooperation Agency	2.750%	4/27/27	8,400	8,355
13	KFW	1.125%	11/16/18	35,000	34,825
13	KFW	1.375%	12/14/18	5,110	5,097
13	KFW	1.500%	2/6/19	51,500	51,434
13	KFW	1.875%	4/1/19	48,590	48,775
13	KFW	4.875%	6/17/19	14,275	15,042
13	KFW	1.000%	7/15/19	36,250	35,840
13	KFW	1.500%	9/9/19	14,500	14,465
13	KFW	1.750%	10/15/19	23,650	23,678
13	KFW	4.000%	1/27/20	5,400	5,683
13	KFW	1.750%	3/31/20	31,700	31,737
13	KFW	1.500%	4/20/20	27,500	27,329
13	KFW	1.625%	5/29/20	60,175	59,949
13	KFW	2.750%	9/8/20	20,050	20,597
13	KFW	2.750%	10/1/20	13,200	13,562
13	KFW	1.500%	6/15/21	60,600	59,686
13	KFW	2.375%	8/25/21	19,590	19,905
13	KFW	1.750%	9/15/21	33,000	32,744
13	KFW	2.625%	1/25/22	14,200	14,550
13	KFW	2.125%	3/7/22	70,000	70,120
13	KFW	2.125%	6/15/22	81,100	81,281
13	KFW	2.000%	10/4/22	24,875	24,747
13	KFW	2.125%	1/17/23	23,500	23,472
13	KFW	2.500%	11/20/24	39,500	39,903
13	KFW	2.000%	5/2/25	31,400	30,655
13	KFW	0.000%	4/18/36	8,000	4,580
	Korea Development Bank	2.500%	1/13/21	5,000	4,956
	Korea Development Bank	4.625%	11/16/21	9,250	9,875
	Korea Development Bank	2.625%	2/27/22	14,000	13,868
	Korea Development Bank	3.000%	9/14/22	30,250	30,410
	Korea Development Bank	2.750%	3/19/23	3,100	3,065
	Korea Development Bank	3.750%	1/22/24	10,350	10,718
	Korea Development Bank	3.000%	1/13/26	1,500	1,470
13	Landwirtschaftliche Rentenbank	1.375%	10/23/19	2,900	2,880
13	Landwirtschaftliche Rentenbank	2.250%	10/1/21	20,370	20,561

13	Landwirtschaftliche Rentenbank	2.000%	12/6/21	3,600	3,594
13	Landwirtschaftliche Rentenbank	2.000%	1/13/25	16,300	15,874
13	Landwirtschaftliche Rentenbank	2.375%	6/10/25	14,575	14,525
13	Landwirtschaftliche Rentenbank	1.750%	7/27/26	9,095	8,535
	Nexen Energy ULC	7.875%	3/15/32	525	746
	Nexen Energy ULC	5.875%	3/10/35	690	829
	Nexen Energy ULC	6.400%	5/15/37	13,400	17,184
	Nexen Energy ULC	7.500%	7/30/39	3,400	4,923
	Nordic Investment Bank	1.875%	6/14/19	8,300	8,340
	Nordic Investment Bank	1.500%	8/9/19	2,555	2,548
	Nordic Investment Bank	1.625%	11/20/20	15,600	15,527
	Nordic Investment Bank	1.250%	8/2/21	5,000	4,872
	Nordic Investment Bank	2.125%	2/1/22	9,000	9,030
	North American Development Bank	2.300%	10/10/18	2,087	2,095
	North American Development Bank	4.375%	2/11/20	975	1,022
	North American Development Bank	2.400%	10/26/22	3,300	3,295
15	Oesterreichische Kontrollbank AG	1.625%	3/12/19	3,800	3,798
15	Oesterreichische Kontrollbank AG	1.125%	4/26/19	10,200	10,106
15	Oesterreichische Kontrollbank AG	1.375%	2/10/20	5,675	5,620
15	Oesterreichische Kontrollbank AG	1.500%	10/21/20	30,000	29,629
15	Oesterreichische Kontrollbank AG	1.875%	1/20/21	10,900	10,869
15	Oesterreichische Kontrollbank AG	2.375%	10/1/21	6,450	6,526
5	Oriental Republic of Uruguay	8.000%	11/18/22	3,900	4,758
5	Oriental Republic of Uruguay	4.500%	8/14/24	9,225	10,096
5	Oriental Republic of Uruguay	4.375%	10/27/27	19,750	21,281
	Oriental Republic of Uruguay	7.875%	1/15/33	200	283
5	Oriental Republic of Uruguay	7.625%	3/21/36	11,750	16,479
5	Oriental Republic of Uruguay	4.125%	11/20/45	6,579	6,348
5	Oriental Republic of Uruguay	5.100%	6/18/50	24,025	25,346
	Petroleos Mexicanos	5.500%	2/4/19	5,000	5,198
	Petroleos Mexicanos	8.000%	5/3/19	300	326
	Petroleos Mexicanos	6.000%	3/5/20	3,500	3,758
	Petroleos Mexicanos	3.500%	7/23/20	4,200	4,288
	Petroleos Mexicanos	5.500%	1/21/21	16,220	17,319
	Petroleos Mexicanos	6.375%	2/4/21	51,113	55,776
	Petroleos Mexicanos	4.875%	1/24/22	38,757	40,452
10	Petroleos Mexicanos	5.375%	3/13/22	10,590	11,291
	Petroleos Mexicanos	3.500%	1/30/23	11,150	10,972
	Petroleos Mexicanos	4.625%	9/21/23	20,612	21,230
	Petroleos Mexicanos	4.875%	1/18/24	8,322	8,632
5	Petroleos Mexicanos	2.290%	2/15/24	975	973
	Petroleos Mexicanos	2.378%	4/15/25	1,520	1,518
	Petroleos Mexicanos	4.500%	1/23/26	2,995	2,980
	Petroleos Mexicanos	6.875%	8/4/26	12,730	14,452
10	Petroleos Mexicanos	6.500%	3/13/27	38,550	42,543
10	Petroleos Mexicanos	6.500%	3/13/27	32,575	35,949
	Petroleos Mexicanos	6.625%	6/15/35	16,600	17,965
	Petroleos Mexicanos	6.625%	6/15/38	3,025	3,228
	Petroleos Mexicanos	6.500%	6/2/41	18,725	19,532
	Petroleos Mexicanos	5.500%	6/27/44	9,225	8,555
	Petroleos Mexicanos	6.375%	1/23/45	13,170	13,434
	Petroleos Mexicanos	5.625%	1/23/46	31,454	29,246
	Petroleos Mexicanos	6.750%	9/21/47	38,376	40,576
10	Petroleos Mexicanos	6.750%	9/21/47	25,075	26,513
16	Power Sector Assets & Liabilities Management
	Corp.	9.625%	5/15/28	1,255	1,898
	Province of Alberta	1.900%	12/6/19	19,775	19,707

Province of Alberta	2.200%	7/26/22	13,000	12,912
Province of British Columbia	2.650%	9/22/21	14,150	14,367
Province of British Columbia	2.000%	10/23/22	9,800	9,672
Province of British Columbia	2.250%	6/2/26	1,100	1,067
Province of British Columbia	7.250%	9/1/36	2,171	3,329
Province of Manitoba	2.100%	9/6/22	6,925	6,840
Province of Manitoba	3.050%	5/14/24	19,800	20,219
Province of Manitoba	2.125%	6/22/26	4,000	3,779
Province of Nova Scotia	9.125%	5/1/21	1,280	1,551
Province of Ontario	1.625%	1/18/19	13,000	12,939
Province of Ontario	2.000%	1/30/19	30,000	29,993
Province of Ontario	1.250%	6/17/19	10,000	9,870
Province of Ontario	1.650%	9/27/19	18,000	17,851
Province of Ontario	4.000%	10/7/19	3,550	3,682
Province of Ontario	4.400%	4/14/20	13,100	13,806
Province of Ontario	1.875%	5/21/20	7,400	7,341
Province of Ontario	2.500%	9/10/21	16,000	16,174
Province of Ontario	2.400%	2/8/22	16,000	16,040
Province of Ontario	2.250%	5/18/22	34,000	33,934
Province of Ontario	2.450%	6/29/22	1,525	1,531
Province of Ontario	3.200%	5/16/24	10,000	10,370
Province of Ontario	2.500%	4/27/26	8,000	7,864
Province of Quebec	3.500%	7/29/20	8,670	8,953
Province of Quebec	2.750%	8/25/21	13,475	13,652
Province of Quebec	2.375%	1/31/22	8,000	7,978
Province of Quebec	2.625%	2/13/23	34,919	35,304
Province of Quebec	7.125%	2/9/24	9,075	11,207
Province of Quebec	2.875%	10/16/24	9,400	9,642
Province of Quebec	2.500%	4/20/26	500	490
Province of Quebec	2.750%	4/12/27	34,300	34,005
Province of Quebec	7.500%	9/15/29	10,342	14,686
Republic of Chile	3.875%	8/5/20	200	211
Republic of Chile	2.250%	10/30/22	10,400	10,358
Republic of Chile	3.125%	1/21/26	19,794	20,260
Republic of Chile	3.860%	6/21/47	7,100	7,212
Republic of Colombia	7.375%	3/18/19	3,760	4,055
Republic of Colombia	11.750%	2/25/20	350	428
Republic of Colombia	4.375%	7/12/21	15,385	16,347
5 Republic of Colombia	2.625%	3/15/23	12,950	12,719
Republic of Colombia	4.000%	2/26/24	44,428	46,361
Republic of Colombia	8.125%	5/21/24	1,800	2,307
5 Republic of Colombia	4.500%	1/28/26	18,017	19,251
5 Republic of Colombia	3.875%	4/25/27	15,275	15,484
Republic of Colombia	10.375%	1/28/33	3,850	5,979
Republic of Colombia	7.375%	9/18/37	4,600	6,062
Republic of Colombia	6.125%	1/18/41	9,500	11,162
5 Republic of Colombia	5.625%	2/26/44	5,500	6,146
5 Republic of Colombia	5.000%	6/15/45	55,138	56,792
Republic of Finland	6.950%	2/15/26	1,000	1,271
Republic of Hungary	6.250%	1/29/20	12,075	13,161
Republic of Hungary	6.375%	3/29/21	76,825	86,620
Republic of Hungary	5.375%	2/21/23	8,200	9,245
Republic of Hungary	7.625%	3/29/41	4,025	6,250
Republic of Italy	6.875%	9/27/23	16,425	19,547
Republic of Italy	5.375%	6/15/33	13,750	15,901
Republic of Korea	7.125%	4/16/19	19,678	21,153
Republic of Korea	3.875%	9/11/23	7,800	8,280

	Republic of Korea	5.625%	11/3/25	575	684
	Republic of Korea	2.750%	1/19/27	18,400	17,849
	Republic of Panama	5.200%	1/30/20	20,755	22,270
5	Republic of Panama	3.750%	3/16/25	12,200	12,749
	Republic of Panama	7.125%	1/29/26	13,700	17,646
	Republic of Panama	8.875%	9/30/27	2,500	3,650
5	Republic of Panama	3.875%	3/17/28	3,000	3,178
	Republic of Panama	9.375%	4/1/29	8,450	12,738
5	Republic of Panama	6.700%	1/26/36	21,548	28,536
5	Republic of Panama	4.500%	5/15/47	6,900	7,280
5	Republic of Panama	4.300%	4/29/53	5,000	5,111
	Republic of Peru	4.125%	8/25/27	800	888
	Republic of Peru	8.750%	11/21/33	30,883	48,836
5	Republic of Peru	6.550%	3/14/37	14,900	20,054
	Republic of Peru	5.625%	11/18/50	18,133	22,843
	Republic of Poland	6.375%	7/15/19	26,860	29,008
	Republic of Poland	5.125%	4/21/21	15,650	17,156
	Republic of Poland	5.000%	3/23/22	29,185	32,286
	Republic of Poland	3.000%	3/17/23	23,200	23,751
	Republic of Poland	4.000%	1/22/24	975	1,049
	Republic of Poland	3.250%	4/6/26	11,900	12,212
	Republic of the Philippines	8.375%	6/17/19	7,000	7,770
	Republic of the Philippines	6.500%	1/20/20	200	221
	Republic of the Philippines	4.000%	1/15/21	15,025	15,946
	Republic of the Philippines	4.200%	1/21/24	8,200	9,000
	Republic of the Philippines	9.500%	10/21/24	2,000	2,883
	Republic of the Philippines	10.625%	3/16/25	8,525	13,033
	Republic of the Philippines	5.500%	3/30/26	9,350	11,150
	Republic of the Philippines	9.500%	2/2/30	4,250	6,832
	Republic of the Philippines	7.750%	1/14/31	13,300	19,368
	Republic of the Philippines	6.375%	1/15/32	15,004	19,749
	Republic of the Philippines	6.375%	10/23/34	14,025	18,864
	Republic of the Philippines	5.000%	1/13/37	1,950	2,303
	Republic of the Philippines	3.950%	1/20/40	24,999	25,905
	Republic of the Philippines	3.700%	3/1/41	6,733	6,725
	Republic of the Philippines	3.700%	2/2/42	16,288	16,337
10	Sinopec Group Overseas Development 2012 Ltd.	4.875%	5/17/42	450	501
	State of Israel	5.125%	3/26/19	5,350	5,603
	State of Israel	4.000%	6/30/22	8,200	8,783
	State of Israel	3.150%	6/30/23	2,400	2,480
	State of Israel	2.875%	3/16/26	30,000	30,182
	State of Israel	4.500%	1/30/43	7,700	8,360
	Statoil ASA	1.950%	11/8/18	3,500	3,505
	Statoil ASA	5.250%	4/15/19	3,990	4,189
	Statoil ASA	2.250%	11/8/19	8,000	8,059
	Statoil ASA	2.900%	11/8/20	3,025	3,093
	Statoil ASA	2.750%	11/10/21	10,400	10,576
	Statoil ASA	3.150%	1/23/22	3,975	4,092
	Statoil ASA	2.450%	1/17/23	17,550	17,494
	Statoil ASA	2.650%	1/15/24	16,518	16,391
	Statoil ASA	3.700%	3/1/24	9,856	10,371
	Statoil ASA	3.250%	11/10/24	5,100	5,219
	Statoil ASA	7.250%	9/23/27	3,350	4,459
10	Statoil ASA	6.500%	12/1/28	225	288
	Statoil ASA	7.150%	1/15/29	1,165	1,540
	Statoil ASA	5.100%	8/17/40	11,000	12,692
	Statoil ASA	4.250%	11/23/41	3,100	3,278

Statoil ASA	3.950%	5/15/43	2,400	2,396
Statoil ASA	4.800%	11/8/43	12,295	13,985
Svensk Exportkredit AB	1.250%	4/12/19	4,900	4,869
Svensk Exportkredit AB	1.875%	6/17/19	11,900	11,929
Svensk Exportkredit AB	1.125%	8/28/19	7,100	7,020
Svensk Exportkredit AB	1.750%	5/18/20	16,400	16,379
Svensk Exportkredit AB	1.750%	8/28/20	22,370	22,285
Svensk Exportkredit AB	1.750%	3/10/21	7,500	7,454
Svensk Exportkredit AB	2.000%	8/30/22	18,520	18,362
United Mexican States	5.125%	1/15/20	3,500	3,780
United Mexican States	3.625%	3/15/22	63,392	66,502
United Mexican States	4.000%	10/2/23	59,183	62,530
United Mexican States	3.600%	1/30/25	16,826	17,214
United Mexican States	4.125%	1/21/26	6,650	6,999
United Mexican States	4.150%	3/28/27	23,000	24,172
United Mexican States	7.500%	4/8/33	2,100	2,877
United Mexican States	6.750%	9/27/34	6,000	7,844
United Mexican States	6.050%	1/11/40	25,952	31,155
United Mexican States	4.750%	3/8/44	52,583	54,182
United Mexican States	5.550%	1/21/45	300	343
United Mexican States	4.600%	1/23/46	4,151	4,196
United Mexican States	4.350%	1/15/47	31,600	30,676
United Mexican States	5.750%	10/12/10	31,110	33,228
Total Sovereign Bonds (Cost $6,492,577)				6,588,129
Taxable Municipal Bonds (0.7%)
Alabama Economic Settlement Authority BP
Settlement Revenue	3.163%	9/15/25	2,800	2,853
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	2,080	3,001
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	3,625	5,481
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	400	515
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	6,245	8,045
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	1,090	1,397
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	750	1,098
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	2,850	4,713
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,600	2,273
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	13,058	18,730
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	2,425	3,728
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	6,940	10,616
California Department of Water Resources
Power Supply Revenue	2.000%	5/1/22	9,000	8,889
California GO	6.200%	3/1/19	1,100	1,166
California GO	6.200%	10/1/19	4,710	5,116
California GO	5.700%	11/1/21	9,805	11,064
California GO	2.367%	4/1/22	9,245	9,319
California GO	7.500%	4/1/34	14,705	21,377
California GO	7.550%	4/1/39	17,145	26,366

California GO	7.300%	10/1/39	11,735	17,216
California GO	7.350%	11/1/39	12,325	18,105
California GO	7.625%	3/1/40	14,230	21,784
California GO	7.600%	11/1/40	20,015	31,260
California State University Systemwide Revenue	3.899%	11/1/47	2,300	2,359
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	615	774
Chicago IL GO	7.045%	1/1/29	4,950	5,466
Chicago IL GO	7.375%	1/1/33	1,850	2,113
Chicago IL GO	7.781%	1/1/35	825	980
Chicago IL GO	5.432%	1/1/42	2,500	2,423
Chicago IL GO	6.314%	1/1/44	2,400	2,570
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	5,160	6,584
Chicago IL O'Hare International Airport Revenue	6.395%	1/1/40	1,320	1,801
Chicago IL Transit Authority Sales Tax Receipts
Revenue	6.200%	12/1/40	1,750	2,163
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	4,835	6,319
Chicago IL Water Revenue	6.742%	11/1/40	4,400	5,697
Clark County NV Airport System Revenue	6.881%	7/1/42	550	595
Clark County NV Airport System Revenue	6.820%	7/1/45	3,400	4,982
Connecticut GO	5.632%	12/1/29	1,610	1,851
Connecticut GO	5.090%	10/1/30	800	868
Connecticut GO	5.850%	3/15/32	9,015	10,847
Cook County IL GO	6.229%	11/15/34	1,750	2,135
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,059
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,800	2,400
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	2,935	3,491
Dallas TX Convention Center Hotel Development
Corp. Hotel Revenue	7.088%	1/1/42	6,950	9,228
Dallas TX Independent School District GO	6.450%	2/15/35	1,500	1,704
Dartmouth College New Hampshire GO	4.750%	6/1/19	165	173
District of Columbia Income Tax Revenue	5.591%	12/1/34	450	560
District of Columbia Water & Sewer Authority
Public Utility Revenue	4.814%	10/1/14	8,750	9,688
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	1,415	1,864
Emory University Georgia GO	5.625%	9/1/19	1,430	1,511
Energy Northwest Washington Electric Revenue
(Columbia Generating Station)	2.197%	7/1/19	2,000	2,008
Florida Board of Administration Finance Corp
Revenue	2.638%	7/1/21	5,000	5,020
Florida Hurricane Catastrophe Fund Finance
Corp. Revenue	2.995%	7/1/20	15,935	16,242
George Washington University District of
Columbia GO	3.485%	9/15/22	6,750	7,056
George Washington University District of
Columbia GO	4.300%	9/15/44	1,500	1,587
George Washington University District of
Columbia GO	4.868%	9/15/45	39	46
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	7,120	8,978
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	6,650	8,297
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	5,100	6,336

	Houston TX GO	6.290%	3/1/32	13,840	16,428
	Illinois GO	4.950%	6/1/23	2,125	2,202
	Illinois GO	5.100%	6/1/33	44,760	45,240
	Illinois GO	6.630%	2/1/35	5,400	6,124
	Illinois GO	6.725%	4/1/35	3,550	4,021
	Illinois GO	7.350%	7/1/35	5,800	6,824
	Illinois Toll Highway Authority Revenue	6.184%	1/1/34	4,220	5,380
	JobsOhio Beverage System Statewide Liquor
	Profits Revenue	3.985%	1/1/29	3,640	3,882
	JobsOhio Beverage System Statewide Liquor
	Profits Revenue	4.532%	1/1/35	2,250	2,470
	Kansas Department of Transportation Highway
	Revenue	4.596%	9/1/35	2,700	3,081
	Kansas Development Finance Authority Revenue	4.927%	4/15/45	100	112
17	Kansas Development Finance Authority Revenue
	(Public Employees Retirement System)	5.501%	5/1/34	2,025	2,411
	Los Angeles CA Community College District GO	6.750%	8/1/49	4,250	6,469
	Los Angeles CA Department of Water & Power
	Revenue	5.716%	7/1/39	1,650	2,134
	Los Angeles CA Department of Water & Power
	Revenue	6.166%	7/1/40	600	660
	Los Angeles CA Department of Water & Power
	Revenue	6.574%	7/1/45	6,555	9,695
	Los Angeles CA Department of Water & Power
	Revenue	6.603%	7/1/50	600	899
	Los Angeles CA Unified School District GO	5.755%	7/1/29	5,195	6,373
	Los Angeles CA Unified School District GO	5.750%	7/1/34	10,295	13,175
	Los Angeles CA Unified School District GO	6.758%	7/1/34	3,150	4,365
	Los Angeles County CA Metropolitan
	Transportation Authority Sales Tax Revenue	5.735%	6/1/39	6,300	7,846
	Los Angeles County CA Public Works Financing
	Authority Lease Revenue	7.618%	8/1/40	850	1,294
	Maryland Transportation Authority Facilities
	Projects Revenue	5.888%	7/1/43	800	1,050
	Massachusetts GO	4.200%	12/1/21	8,980	9,492
	Massachusetts GO	5.456%	12/1/39	5,250	6,628
	Massachusetts School Building Authority
	Dedicated Sales Tax Revenue	5.715%	8/15/39	2,750	3,485
	Massachusetts Transportation Fund Revenue	5.731%	6/1/40	425	546
	Metropolitan Government of Nashville &
	Davidson County TN Convention Center
	Authority Tourism Tax Revenue	6.731%	7/1/43	1,500	1,997
	Metropolitan Washington DC/VA Airports
	Authority Dulles Toll Road Revenue	7.462%	10/1/46	4,625	6,706
	Mississippi GO	5.245%	11/1/34	1,350	1,604
	Missouri Health & Educational Facilities Authority
	Revenue (Washington University)	3.652%	8/15/57	3,500	3,470
	Missouri Highways & Transportation Commission
	Road Revenue	5.445%	5/1/33	600	714
18	New Jersey Economic Development Authority
	Revenue (State Pension Funding)	7.425%	2/15/29	10,515	13,110
	New Jersey Transportation Trust Fund Authority
	Transportation System Revenue	5.754%	12/15/28	7,680	8,598
	New Jersey Transportation Trust Fund Authority
	Transportation System Revenue	6.561%	12/15/40	3,180	4,053
	New Jersey Turnpike Authority Revenue	7.414%	1/1/40	10,960	16,523
	New Jersey Turnpike Authority Revenue	7.102%	1/1/41	16,526	24,154

	New York City NY GO	6.646%	12/1/31	100	114
	New York City NY GO	6.246%	6/1/35	950	1,054
	New York City NY GO	5.517%	10/1/37	3,225	4,049
	New York City NY GO	6.271%	12/1/37	5,500	7,452
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.750%	6/15/41	500	665
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.790%	6/15/41	4,000	4,339
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.724%	6/15/42	795	1,062
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.952%	6/15/42	1,000	1,362
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	6.011%	6/15/42	350	478
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	6.282%	6/15/42	2,275	2,530
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.440%	6/15/43	2,580	3,329
	New York City NY Municipal Water Finance
	Authority Water & Sewer System Revenue	5.882%	6/15/44	13,590	18,609
	New York City NY Transitional Finance Authority
	Future Tax Revenue	5.767%	8/1/36	2,925	3,619
	New York City NY Transitional Finance Authority
	Future Tax Revenue	5.508%	8/1/37	3,800	4,767
	New York City NY Transitional Finance Authority
	Future Tax Revenue	5.572%	11/1/38	1,000	1,257
	New York Metropolitan Transportation Authority
	Revenue (Dedicated Tax Fund)	7.336%	11/15/39	9,600	14,611
	New York Metropolitan Transportation Authority
	Revenue (Transit Revenue)	5.871%	11/15/39	975	1,234
	New York Metropolitan Transportation Authority
	Revenue (Transit Revenue)	6.668%	11/15/39	6,360	8,784
	New York State Dormitory Authority Revenue
	(Personal Income Tax)	5.628%	3/15/39	1,150	1,450
	New York State Dormitory Authority Revenue
	(Personal Income Tax)	5.600%	3/15/40	1,785	2,261
	New York State Urban Development Corp.
	Revenue (Personal Income Tax)	5.770%	3/15/39	2,375	2,900
	New York University Hospitals Center Revenue	5.750%	7/1/43	3,100	3,897
	North Texas Tollway Authority System Revenue	6.718%	1/1/49	4,825	7,151
	Ohio State University General Receipts Revenue	4.910%	6/1/40	1,575	1,891
	Ohio State University General Receipts Revenue	3.798%	12/1/46	4,500	4,609
	Ohio State University General Receipts Revenue	4.800%	6/1/11	5,531	6,004
	Ohio Water Development Authority Water
	Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,050	1,216
	Oregon Department of Transportation Highway
	User Tax Revenue	5.834%	11/15/34	2,060	2,638
	Oregon GO	5.762%	6/1/23	680	759
	Oregon GO	5.892%	6/1/27	1,725	2,103
17	Oregon School Boards Association GO	5.528%	6/30/28	375	438
	Pennsylvania Public School Building Authority
	Lease Revenue (School District of
	Philadelphia)	5.000%	9/15/27	1,947	2,135
	Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	2,250	2,905
	Port Authority of New York & New Jersey
	Revenue	6.040%	12/1/29	1,850	2,378

Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	4,900	6,315
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	3,050	3,931
Port Authority of New York & New Jersey
Revenue	4.960%	8/1/46	5,025	6,123
Port Authority of New York & New Jersey
Revenue	5.310%	8/1/46	3,350	3,671
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	5,510	6,619
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	13,850	15,478
Port Authority of New York & New Jersey
Revenue	4.810%	10/15/65	7,560	8,867
Port of Morrow OR Transmission Facilities
Revenue (Bonneville Cooperation Project)	2.987%	9/1/36	105	97
President & Fellows of Harvard College
Massachusetts GO	4.875%	10/15/40	3,630	4,494
President & Fellows of Harvard College
Massachusetts GO	3.150%	7/15/46	3,000	2,858
Princeton University New Jersey GO	4.950%	3/1/19	3,400	3,543
Princeton University New Jersey GO	5.700%	3/1/39	6,650	8,866
Regents of the University of California Revenue	3.063%	7/1/25	4,000	4,102
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	1,250	1,672
Rutgers State University New Jersey Revenue	5.665%	5/1/40	2,900	3,485
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	3,250	3,874
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	1,550	2,070
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	7,000	9,116
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	1,410	1,584
San Diego County CA Regional Transportation
Commission Sales Tax Revenue	5.911%	4/1/48	1,470	1,995
San Diego County CA Water Authority Revenue	6.138%	5/1/49	6,180	8,558
San Francisco CA City & County Public Utilities
Commission Water Revenue	6.950%	11/1/50	5,750	8,503
Santa Clara Valley CA Transportation Authority
Sales Tax Revenue	5.876%	4/1/32	3,355	4,114
South Carolina Public Service Authority Revenue	2.388%	12/1/23	2,000	1,871
South Carolina Public Service Authority Revenue	6.454%	1/1/50	6,925	8,900
Stanford University California GO	4.750%	5/1/19	100	105
Texas GO	5.517%	4/1/39	7,590	9,784
Texas Transportation Commission Revenue	5.178%	4/1/30	3,850	4,562
Texas Transportation Commission Revenue	4.631%	4/1/33	4,000	4,519
Texas Transportation Commission Revenue	4.681%	4/1/40	1,375	1,608
University of California Regents Medical Center
Revenue	6.548%	5/15/48	4,925	6,793
University of California Regents Medical Center
Revenue	6.583%	5/15/49	1,055	1,460
University of California Revenue	4.601%	5/15/31	12,830	14,268
University of California Revenue	5.770%	5/15/43	5,790	7,413
University of California Revenue	5.946%	5/15/45	5,510	7,108
University of California Revenue	4.858%	5/15/12	8,065	8,713
University of California Revenue	4.767%	5/15/15	175	183

	University of North Carolina University System
	Revenue	3.327%	12/1/36	90	91
	University of Southern California GO	5.250%	10/1/11	1,800	2,201
	University of Texas Revenue	3.354%	8/15/47	2,375	2,315
	University of Texas System Revenue Financing
	System Revenue	6.276%	8/15/41	525	564
	University of Texas System Revenue Financing
	System Revenue	5.134%	8/15/42	150	181
	University of Texas System Revenue Financing
	System Revenue	4.794%	8/15/46	1,665	1,952
	University of Virginia Revenue	4.179%	9/1/17	2,400	2,403
	Utah GO	4.554%	7/1/24	7,705	8,432
	Utah GO	3.539%	7/1/25	4,400	4,651
	Washington GO	5.140%	8/1/40	1,920	2,367
	Wisconsin Annual Appropriation Revenue	3.954%	5/1/36	9,400	9,667
	Wisconsin General Fund Annual Appropriation
	Revenue	3.154%	5/1/27	3,000	3,017
17	Wisconsin GO	5.700%	5/1/26	3,020	3,482
Total Taxable Municipal Bonds (Cost $896,689)					997,697
				Shares
Temporary Cash Investment (3.8%)
Money Market Fund (3.8%)
19	Vanguard Market Liquidity Fund (Cost
	$5,320,512)	1.223%		53,200,380	5,321,102
Total Investments (103.2%) (Cost $141,423,239)					142,910,287
Other Assets and Liabilities-Net (-3.2%)					(4,447,780)
Net Assets (100%)					138,462,507

1 Securities with a value of $7,670,000 have been segregated as collateral for certain open To Be Announced
(TBA) transactions.
2 U.S. government-guaranteed.
3 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
6 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of September 30, 2017.
7 Adjustable-rate security based upon 6-month USD LIBOR plus spread.
8 Adjustable-rate security based upon 12-month USD LIBOR plus spread.
9 Adjustable-rate security based upon one-year Constant Maturity Treasury yield plus margin.
10 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2017, the
aggregate value of these securities was $1,017,614,000, representing 0.7% of net assets.
11 Security value determined using significant unobservable inputs.
12 Guaranteed by the Government of Canada.
13 Guaranteed by the Federal Republic of Germany.
14 Guaranteed by the Government of Japan.
15 Guaranteed by the Republic of Austria.
16 Guaranteed by the Republic of the Philippines.
17 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
18 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.

19 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 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. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

At September 30, 2017, counterparties had deposited in segregated accounts securities and cash with a value of $365,000 in connection with TBA transactions.

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

Total Bond Market II Index Fund

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). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 2017, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	88,904,481	—
Asset-Backed/Commercial Mortgage-Backed Securities	—	3,187,617	2,672
Corporate Bonds	—	37,908,589	—
Sovereign Bonds	—	6,588,129	—
Taxable Municipal Bonds	—	997,697	—
Temporary Cash Investments	5,321,102	—	—
Total	5,321,102	137,586,513	2,672

E. At September 30, 2017, the cost of investment securities for tax purposes was $141,423,239,000.

Net unrealized appreciation of investment securities for tax purposes was $1,487,048,000, consisting of unrealized gains of $2,176,851,000 on securities that had risen in value since their purchase and $689,803,000 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: November 21, 2017

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

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: November 21, 2017
	VANGUARD BOND INDEX FUNDS
By:	/s/ THOMAS J. HIGGINS*
	THOMAS J. HIGGINS
	CHIEF FINANCIAL OFFICER
Date: November 21, 2017

* By:/s/ Anne E. Robinson

Anne E. Robinson, pursuant to a Power of Attorney filed on October 4, 2016, see file Number 33-32548,
Incorporated by Reference.