N-Q 1 bondindexfinal.htm VANGUARD BOND INDEX FUNDS bondindexfinal.htm - Generated by SEC Publisher for SEC Filing

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

 

Investment Company Act file number:    811-04681

 

Name of Registrant:   Vanguard Bond Index Funds

 

Address of Registrant:

P.O. Box 2600
Valley Forge, PA 19482

 

Name and address of agent for service:

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

 

Date of fiscal year end:    December 31

 

Date of reporting period:   March 31, 2018

 

Item 1: Schedule of Investments

 


Vanguard Short-Term Bond Index Fund

Schedule of Investments (unaudited)
As of March 31, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (63.6%)        
U.S. Government Securities (60.0%)        
United States Treasury Note/Bond 0.875% 4/15/19 267,320 263,813
United States Treasury Note/Bond 1.250% 4/30/19 122,911 121,720
United States Treasury Note/Bond 1.625% 4/30/19 378,699 376,510
United States Treasury Note/Bond 0.875% 5/15/19 345,105 340,142
United States Treasury Note/Bond 3.125% 5/15/19 2,625 2,652
United States Treasury Note/Bond 1.125% 5/31/19 800 790
United States Treasury Note/Bond 1.250% 5/31/19 190,361 188,339
United States Treasury Note/Bond 1.500% 5/31/19 382,425 379,438
United States Treasury Note/Bond 0.875% 6/15/19 113,612 111,854
United States Treasury Note/Bond 1.000% 6/30/19 11,705 11,531
United States Treasury Note/Bond 1.250% 6/30/19 134,466 132,912
United States Treasury Note/Bond 1.625% 6/30/19 383,139 380,503
United States Treasury Note/Bond 0.750% 7/15/19 24,123 23,682
United States Treasury Note/Bond 0.875% 7/31/19 63,239 62,152
United States Treasury Note/Bond 1.375% 7/31/19 188,809 186,774
United States Treasury Note/Bond 1.625% 7/31/19 309,561 307,239
United States Treasury Note/Bond 0.750% 8/15/19 215,332 211,127
United States Treasury Note/Bond 3.625% 8/15/19 1,190 1,212
United States Treasury Note/Bond 8.125% 8/15/19 180 194
United States Treasury Note/Bond 1.000% 8/31/19 13,245 13,019
United States Treasury Note/Bond 1.250% 8/31/19 46,000 45,382
United States Treasury Note/Bond 1.625% 8/31/19 511,191 506,958
United States Treasury Note/Bond 0.875% 9/15/19 258,280 253,275
United States Treasury Note/Bond 1.000% 9/30/19 10,750 10,559
United States Treasury Note/Bond 1.375% 9/30/19 25,477 25,151
United States Treasury Note/Bond 1.750% 9/30/19 406,596 403,738
United States Treasury Note/Bond 1.000% 10/15/19 258,275 253,512
United States Treasury Note/Bond 1.250% 10/31/19 675 665
United States Treasury Note/Bond 1.500% 10/31/19 487,273 481,640
United States Treasury Note/Bond 1.000% 11/15/19 26,550 26,027
United States Treasury Note/Bond 3.375% 11/15/19 46,927 47,763
United States Treasury Note/Bond 1.500% 11/30/19 905,019 893,987
United States Treasury Note/Bond 1.750% 11/30/19 3,070 3,045
United States Treasury Note/Bond 1.375% 12/15/19 208,970 205,869
United States Treasury Note/Bond 1.125% 12/31/19 33,950 33,297
United States Treasury Note/Bond 1.625% 12/31/19 220,449 218,073
United States Treasury Note/Bond 1.875% 12/31/19 32,186 31,975
United States Treasury Note/Bond 1.375% 1/15/20 95,405 93,929
United States Treasury Note/Bond 1.250% 1/31/20 374,467 367,622
United States Treasury Note/Bond 1.375% 1/31/20 28,790 28,336
United States Treasury Note/Bond 2.000% 1/31/20 76,531 76,172
United States Treasury Note/Bond 1.375% 2/15/20 178,313 175,361
United States Treasury Note/Bond 3.625% 2/15/20 76,900 78,786
United States Treasury Note/Bond 1.250% 2/29/20 935 917
United States Treasury Note/Bond 1.375% 2/29/20 540,182 531,064
United States Treasury Note/Bond 2.250% 2/29/20 162,825 162,748
United States Treasury Note/Bond 1.625% 3/15/20 208,980 206,334
United States Treasury Note/Bond 1.125% 3/31/20 15,750 15,391
United States Treasury Note/Bond 1.375% 3/31/20 625,013 613,782

 

 

United States Treasury Note/Bond 2.250% 3/31/20 175,230 175,176
United States Treasury Note/Bond 1.500% 4/15/20 293,296 288,621
United States Treasury Note/Bond 1.125% 4/30/20 835 815
United States Treasury Note/Bond 1.375% 4/30/20 314,470 308,523
United States Treasury Note/Bond 1.500% 5/15/20 340,461 334,769
United States Treasury Note/Bond 3.500% 5/15/20 1,495 1,531
United States Treasury Note/Bond 8.750% 5/15/20 160 182
United States Treasury Note/Bond 1.375% 5/31/20 975 956
United States Treasury Note/Bond 1.500% 5/31/20 395,312 388,457
United States Treasury Note/Bond 1.500% 6/15/20 78,982 77,587
United States Treasury Note/Bond 1.625% 6/30/20 277,165 272,922
United States Treasury Note/Bond 1.875% 6/30/20 600 594
United States Treasury Note/Bond 1.500% 7/15/20 288,805 283,436
United States Treasury Note/Bond 1.625% 7/31/20 575,534 566,360
United States Treasury Note/Bond 2.000% 7/31/20 5,225 5,187
United States Treasury Note/Bond 1.500% 8/15/20 126,412 124,003
United States Treasury Note/Bond 2.625% 8/15/20 1,560 1,570
United States Treasury Note/Bond 8.750% 8/15/20 250 287
United States Treasury Note/Bond 1.375% 8/31/20 1,001,365 978,364
United States Treasury Note/Bond 2.125% 8/31/20 28,973 28,819
United States Treasury Note/Bond 1.375% 9/15/20 82,790 80,888
United States Treasury Note/Bond 1.375% 9/30/20 442,932 432,342
United States Treasury Note/Bond 2.000% 9/30/20 10,508 10,419
United States Treasury Note/Bond 1.625% 10/15/20 141,901 139,330
United States Treasury Note/Bond 1.375% 10/31/20 541,106 527,746
United States Treasury Note/Bond 1.750% 10/31/20 103,820 102,214
United States Treasury Note/Bond 1.750% 11/15/20 191,259 188,300
United States Treasury Note/Bond 2.625% 11/15/20 2,555 2,571
United States Treasury Note/Bond 1.625% 11/30/20 627,760 615,694
United States Treasury Note/Bond 2.000% 11/30/20 8,760 8,677
United States Treasury Note/Bond 1.875% 12/15/20 372,925 368,088
United States Treasury Note/Bond 1.750% 12/31/20 228,269 224,489
United States Treasury Note/Bond 2.375% 12/31/20 5,070 5,070
United States Treasury Note/Bond 2.000% 1/15/21 169,930 168,204
United States Treasury Note/Bond 1.375% 1/31/21 256,574 249,477
United States Treasury Note/Bond 2.125% 1/31/21 7,250 7,197
United States Treasury Note/Bond 2.250% 2/15/21 176,197 175,482
United States Treasury Note/Bond 3.625% 2/15/21 1,493 1,544
United States Treasury Note/Bond 7.875% 2/15/21 250 288
United States Treasury Note/Bond 1.125% 2/28/21 379,402 365,827
United States Treasury Note/Bond 2.000% 2/28/21 75,350 74,502
United States Treasury Note/Bond 2.375% 3/15/21 250,129 250,011
United States Treasury Note/Bond 1.250% 3/31/21 587,351 567,804
United States Treasury Note/Bond 2.250% 3/31/21 775 772
United States Treasury Note/Bond 1.375% 4/30/21 218,407 211,684
United States Treasury Note/Bond 2.250% 4/30/21 950 945
United States Treasury Note/Bond 3.125% 5/15/21 1,380 1,409
United States Treasury Note/Bond 8.125% 5/15/21 190 222
United States Treasury Note/Bond 1.375% 5/31/21 613,845 594,085
United States Treasury Note/Bond 2.000% 5/31/21 1,100 1,085
United States Treasury Note/Bond 1.125% 6/30/21 549,223 526,826
United States Treasury Note/Bond 2.125% 6/30/21 1,150 1,139
United States Treasury Note/Bond 1.125% 7/31/21 253,355 242,666
United States Treasury Note/Bond 2.250% 7/31/21 1,350 1,341
United States Treasury Note/Bond 2.125% 8/15/21 120,173 118,840
United States Treasury Note/Bond 1.125% 8/31/21 653,088 624,619
United States Treasury Note/Bond 2.000% 8/31/21 16,209 15,963

 

 

United States Treasury Note/Bond 1.125% 9/30/21 635,263 606,676
United States Treasury Note/Bond 2.125% 9/30/21 31,400 31,042
United States Treasury Note/Bond 1.250% 10/31/21 997,796 956,168
United States Treasury Note/Bond 2.000% 10/31/21 18,630 18,327
United States Treasury Note/Bond 2.000% 11/15/21 21,575 21,221
United States Treasury Note/Bond 1.750% 11/30/21 312,639 304,629
United States Treasury Note/Bond 1.875% 11/30/21 1,069 1,047
United States Treasury Note/Bond 2.000% 12/31/21 264,378 259,669
United States Treasury Note/Bond 2.125% 12/31/21 1,450 1,431
United States Treasury Note/Bond 1.500% 1/31/22 69,500 66,959
United States Treasury Note/Bond 1.875% 1/31/22 636,005 621,498
United States Treasury Note/Bond 2.000% 2/15/22 169,513 166,494
United States Treasury Note/Bond 1.750% 2/28/22 201,961 196,344
United States Treasury Note/Bond 1.875% 2/28/22 79,660 77,793
United States Treasury Note/Bond 1.750% 3/31/22 229,242 222,722
United States Treasury Note/Bond 1.875% 3/31/22 444,170 433,412
United States Treasury Note/Bond 1.750% 4/30/22 392,640 381,045
United States Treasury Note/Bond 1.875% 4/30/22 132,760 129,420
United States Treasury Note/Bond 1.750% 5/15/22 217,660 211,165
United States Treasury Note/Bond 1.750% 5/31/22 468,287 454,093
United States Treasury Note/Bond 1.750% 6/30/22 119,680 115,940
United States Treasury Note/Bond 2.125% 6/30/22 54,730 53,849
United States Treasury Note/Bond 1.875% 7/31/22 258,294 251,271
United States Treasury Note/Bond 2.000% 7/31/22 145,520 142,383
United States Treasury Note/Bond 1.625% 8/15/22 82,447 79,368
United States Treasury Note/Bond 1.625% 8/31/22 625,501 601,657
United States Treasury Note/Bond 1.875% 8/31/22 269,117 261,716
United States Treasury Note/Bond 1.750% 9/30/22 86,085 83,180
United States Treasury Note/Bond 1.875% 9/30/22 193,712 188,203
United States Treasury Note/Bond 1.875% 10/31/22 915 889
United States Treasury Note/Bond 2.000% 10/31/22 222,285 217,006
United States Treasury Note/Bond 1.625% 11/15/22 161,143 154,647
United States Treasury Note/Bond 2.000% 11/30/22 493,160 481,215
United States Treasury Note/Bond 2.125% 12/31/22 473,977 464,720
United States Treasury Note/Bond 1.750% 1/31/23 29,330 28,239
United States Treasury Note/Bond 2.375% 1/31/23 513,593 509,181
United States Treasury Note/Bond 1.500% 2/28/23 129,510 123,115
United States Treasury Note/Bond 2.625% 2/28/23 608,013 609,630
United States Treasury Note/Bond 1.500% 3/31/23 166,205 157,817
United States Treasury Note/Bond 2.500% 3/31/23 500,000 498,280
United States Treasury Note/Bond 1.625% 4/30/23 69,135 65,970
United States Treasury Note/Bond 1.750% 5/15/23 180,000 172,744
        30,075,055
Agency Bonds and Notes (3.6%)        
1 AID-Iraq 2.149% 1/18/22 9,755 9,589
1 AID-Jordan 1.945% 6/23/19 5,600 5,565
1 AID-Jordan 2.503% 10/30/20 7,250 7,220
1 AID-Jordan 2.578% 6/30/22 3,200 3,169
1 AID-Tunisia 2.452% 7/24/21 2,175 2,160
1 AID-Tunisia 1.416% 8/5/21 4,885 4,704
1 AID-Ukraine 1.844% 5/16/19 3,400 3,390
1 AID-Ukraine 1.847% 5/29/20 6,000 5,905
1 AID-Ukraine 1.471% 9/29/21 10,305 9,876
2 Federal Farm Credit Banks 5.150% 11/15/19 7,621 7,966
2 Federal Farm Credit Banks 2.375% 3/27/20 5,000 5,004
2 Federal Farm Credit Banks 1.680% 10/13/20 7,650 7,512
2 Federal Home Loan Banks 5.375% 5/15/19 11,920 12,335

 

 

2 Federal Home Loan Banks 1.125% 6/21/19 63,380 62,552
2 Federal Home Loan Banks 0.875% 8/5/19 20,250 19,885
2 Federal Home Loan Banks 5.125% 8/15/19 7,350 7,633
2 Federal Home Loan Banks 1.000% 9/26/19 20,800 20,421
2 Federal Home Loan Banks 1.500% 10/21/19 67,250 66,458
2 Federal Home Loan Banks 1.375% 11/15/19 39,475 38,906
2 Federal Home Loan Banks 1.250% 12/13/19 8,875 8,720
2 Federal Home Loan Banks 4.125% 12/13/19 250 257
2 Federal Home Loan Banks 2.125% 2/11/20 40,375 40,220
2 Federal Home Loan Banks 1.875% 3/13/20 16,775 16,628
2 Federal Home Loan Banks 4.125% 3/13/20 40,670 42,047
2 Federal Home Loan Banks 2.375% 3/30/20 27,170 27,190
2 Federal Home Loan Banks 1.750% 6/12/20 1,300 1,283
2 Federal Home Loan Banks 3.375% 6/12/20 7,025 7,174
2 Federal Home Loan Banks 1.375% 9/28/20 18,250 17,798
2 Federal Home Loan Banks 5.250% 12/11/20 3,400 3,648
2 Federal Home Loan Banks 1.375% 2/18/21 18,000 17,465
2 Federal Home Loan Banks 5.625% 6/11/21 13,465 14,751
2 Federal Home Loan Banks 1.125% 7/14/21 19,600 18,755
2 Federal Home Loan Banks 1.875% 11/29/21 52,600 51,400
2 Federal Home Loan Banks 2.125% 3/10/23 8,950 8,726
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 20,000 19,782
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 27,505 27,362
3 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 25,400 24,963
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 120,860 119,041
3 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 55,740 54,946
3 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 19,102 18,729
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 33,103 32,441
3 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 9,000 8,831
3 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 35,320 34,832
3 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 35,000 34,926
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 19,000 18,150
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 113,630 112,829
3 Federal National Mortgage Assn. 1.750% 6/20/19 45,155 44,903
3 Federal National Mortgage Assn. 0.875% 8/2/19 69,470 68,225
3 Federal National Mortgage Assn. 1.000% 8/28/19 53,000 52,091
3 Federal National Mortgage Assn. 1.750% 9/12/19 35,250 34,998
3 Federal National Mortgage Assn. 0.000% 10/9/19 47,300 45,612
3 Federal National Mortgage Assn. 1.000% 10/24/19 20,500 20,101
3 Federal National Mortgage Assn. 1.750% 11/26/19 23,150 22,950
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,750 22,474
3,4 Federal National Mortgage Assn. 1.700% 1/27/20 300 296
3 Federal National Mortgage Assn. 1.500% 2/28/20 13,282 13,076
3 Federal National Mortgage Assn. 1.500% 6/22/20 114,065 111,914
3 Federal National Mortgage Assn. 1.500% 7/30/20 13,000 12,738
3 Federal National Mortgage Assn. 1.500% 11/30/20 27,880 27,221
3 Federal National Mortgage Assn. 1.875% 12/28/20 28,850 28,427
3 Federal National Mortgage Assn. 1.375% 2/26/21 21,400 20,759
3 Federal National Mortgage Assn. 1.250% 5/6/21 250 241
3 Federal National Mortgage Assn. 1.250% 8/17/21 30,500 29,253
3 Federal National Mortgage Assn. 1.375% 10/7/21 40,100 38,550
3 Federal National Mortgage Assn. 2.000% 1/5/22 40,700 39,871
3 Federal National Mortgage Assn. 1.875% 4/5/22 1,070 1,042
3 Federal National Mortgage Assn. 2.000% 10/5/22 26,250 25,569
3 Federal National Mortgage Assn. 2.375% 1/19/23 19,149 18,901
2 Financing Corp. 8.600% 9/26/19 1,810 1,975
  Private Export Funding Corp. 1.450% 8/15/19 1,000 987

 

 

  Private Export Funding Corp. 2.300% 9/15/20 6,650 6,615
  Private Export Funding Corp. 4.300% 12/15/21 9,940 10,513
  Private Export Funding Corp. 2.800% 5/15/22 3,725 3,742
  Private Export Funding Corp. 2.050% 11/15/22 10,276 9,964
  Resolution Funding Corp. 8.625% 1/15/21 850 989
2 Tennessee Valley Authority 2.250% 3/15/20 7,875 7,853
2 Tennessee Valley Authority 3.875% 2/15/21 6,100 6,332
2 Tennessee Valley Authority 1.875% 8/15/22 8,175 7,927
          1,819,253
Total U.S. Government and Agency Obligations (Cost $32,511,274)     31,894,308
Corporate Bonds (27.4%)        
Finance (11.3%)        
  Banking (9.3%)        
  American Express Co. 8.125% 5/20/19 495 525
  American Express Co. 2.200% 10/30/20 12,850 12,659
  American Express Co. 2.500% 8/1/22 13,761 13,232
  American Express Co. 2.650% 12/2/22 5,048 4,868
  American Express Co. 3.400% 2/27/23 6,000 5,975
  American Express Credit Corp. 1.875% 5/3/19 18,325 18,200
  American Express Credit Corp. 2.250% 8/15/19 1,525 1,518
  American Express Credit Corp. 1.700% 10/30/19 1,610 1,587
  American Express Credit Corp. 2.200% 3/3/20 10,750 10,660
  American Express Credit Corp. 2.375% 5/26/20 16,685 16,517
  American Express Credit Corp. 2.600% 9/14/20 9,327 9,241
  American Express Credit Corp. 2.250% 5/5/21 26,710 25,953
  American Express Credit Corp. 2.700% 3/3/22 13,100 12,811
  Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 4,750 4,721
  Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 10,400 10,247
  Australia & New Zealand Banking Group Ltd. 2.050% 9/23/19 6,000 5,942
  Australia & New Zealand Banking Group Ltd. 2.125% 8/19/20 7,000 6,845
  Australia & New Zealand Banking Group Ltd. 2.250% 11/9/20 8,000 7,846
  Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 6,375 6,307
  Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 7,750 7,560
  Australia & New Zealand Banking Group Ltd. 2.550% 11/23/21 6,000 5,861
  Australia & New Zealand Banking Group Ltd. 2.625% 5/19/22 9,000 8,769
  Australia & New Zealand Banking Group Ltd. 2.625% 11/9/22 8,000 7,763
  Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 10,625 10,564
  Banco Santander SA 3.500% 4/11/22 2,793 2,780
  Banco Santander SA 3.125% 2/23/23 5,600 5,434
  Bancolombia SA 5.950% 6/3/21 6,120 6,490
  Bank of America Corp. 2.650% 4/1/19 16,397 16,388
  Bank of America Corp. 7.625% 6/1/19 2 2
  Bank of America Corp. 2.250% 4/21/20 15,740 15,484
  Bank of America Corp. 2.625% 10/19/20 19,718 19,536
  Bank of America Corp. 2.625% 4/19/21 13,751 13,542
4 Bank of America Corp. 2.369% 7/21/21 20,718 20,370
4 Bank of America Corp. 2.328% 10/1/21 15,000 14,667
4 Bank of America Corp. 2.738% 1/23/22 3,790 3,729
  Bank of America Corp. 2.503% 10/21/22 14,454 13,866
  Bank of America Corp. 3.300% 1/11/23 34,710 34,562
4 Bank of America Corp. 3.124% 1/20/23 10,825 10,716
4 Bank of America Corp. 2.881% 4/24/23 14,225 13,928
4 Bank of America Corp. 2.816% 7/21/23 15,000 14,601
4,5 Bank of America Corp. 3.004% 12/20/23 85,532 83,572
4 Bank of America Corp. 3.550% 3/5/24 22,000 22,051
  Bank of Montreal 1.500% 7/18/19 7,625 7,515

 

 

Bank of Montreal 2.100% 12/12/19 6,250 6,189
Bank of Montreal 2.100% 6/15/20 7,532 7,397
Bank of Montreal 1.900% 8/27/21 14,864 14,264
Bank of New York Mellon Corp. 2.200% 5/15/19 10,485 10,445
Bank of New York Mellon Corp. 5.450% 5/15/19 2,677 2,758
Bank of New York Mellon Corp. 2.300% 9/11/19 9,250 9,180
Bank of New York Mellon Corp. 4.600% 1/15/20 3,600 3,707
Bank of New York Mellon Corp. 2.150% 2/24/20 6,552 6,464
Bank of New York Mellon Corp. 2.600% 8/17/20 9,400 9,323
Bank of New York Mellon Corp. 2.450% 11/27/20 9,823 9,670
Bank of New York Mellon Corp. 4.150% 2/1/21 1,348 1,390
Bank of New York Mellon Corp. 2.500% 4/15/21 1,777 1,744
Bank of New York Mellon Corp. 2.050% 5/3/21 18,700 18,147
Bank of New York Mellon Corp. 3.550% 9/23/21 200 203
Bank of New York Mellon Corp. 2.600% 2/7/22 17,021 16,704
Bank of New York Mellon Corp. 2.950% 1/29/23 6,700 6,591
4 Bank of New York Mellon Corp. 2.661% 5/16/23 3,850 3,742
Bank of Nova Scotia 2.050% 6/5/19 24,082 23,857
Bank of Nova Scotia 1.650% 6/14/19 6,980 6,893
Bank of Nova Scotia 2.150% 7/14/20 5,400 5,301
Bank of Nova Scotia 2.350% 10/21/20 11,886 11,699
Bank of Nova Scotia 2.500% 1/8/21 1,000 983
Bank of Nova Scotia 4.375% 1/13/21 3,050 3,150
Bank of Nova Scotia 2.800% 7/21/21 6,780 6,739
Bank of Nova Scotia 2.700% 3/7/22 21,025 20,644
Bank of Nova Scotia 2.450% 9/19/22 2,014 1,944
Barclays Bank plc 5.140% 10/14/20 2,000 2,063
Barclays Bank plc 2.650% 1/11/21 15,000 14,796
Barclays plc 2.750% 11/8/19 15,015 14,888
Barclays plc 2.875% 6/8/20 20,550 20,377
Barclays plc 3.250% 1/12/21 16,312 16,238
Barclays plc 3.200% 8/10/21 9,360 9,245
Barclays plc 3.684% 1/10/23 11,000 10,895
BB&T Corp. 6.850% 4/30/19 6,800 7,093
BB&T Corp. 2.450% 1/15/20 15,014 14,874
BB&T Corp. 2.625% 6/29/20 2,858 2,833
BB&T Corp. 2.150% 2/1/21 5,175 5,063
BB&T Corp. 2.050% 5/10/21 9,607 9,319
BB&T Corp. 3.950% 3/22/22 1,800 1,845
BB&T Corp. 2.750% 4/1/22 7,160 7,007
BNP Paribas SA 2.375% 5/21/20 10,196 10,083
BNP Paribas SA 5.000% 1/15/21 13,175 13,869
BNP Paribas SA 3.250% 3/3/23 3,699 3,673
BPCE SA 2.500% 7/15/19 8,215 8,176
BPCE SA 2.250% 1/27/20 7,015 6,912
BPCE SA 2.650% 2/3/21 5,150 5,082
BPCE SA 2.750% 12/2/21 11,000 10,773
5 BPCE SA 3.000% 5/22/22 7,000 6,855
Branch Banking & Trust Co. 1.450% 5/10/19 7,856 7,741
Branch Banking & Trust Co. 2.100% 1/15/20 2,240 2,208
Branch Banking & Trust Co. 2.250% 6/1/20 5,862 5,763
Branch Banking & Trust Co. 2.850% 4/1/21 2,175 2,164
Branch Banking & Trust Co. 2.625% 1/15/22 5,500 5,367
Canadian Imperial Bank of Commerce 1.600% 9/6/19 8,683 8,548
Canadian Imperial Bank of Commerce 2.100% 10/5/20 8,060 7,881
Canadian Imperial Bank of Commerce 2.700% 2/2/21 1,500 1,480
Canadian Imperial Bank of Commerce 2.550% 6/16/22 11,900 11,564

 

 

  Capital One Bank USA NA 2.300% 6/5/19 1,150 1,142
  Capital One Bank USA NA 8.800% 7/15/19 2,425 2,597
  Capital One Financial Corp. 2.450% 4/24/19 100 99
  Capital One Financial Corp. 2.500% 5/12/20 7,358 7,243
  Capital One Financial Corp. 2.400% 10/30/20 1,200 1,176
  Capital One Financial Corp. 4.750% 7/15/21 7,033 7,334
  Capital One Financial Corp. 3.050% 3/9/22 8,165 8,023
  Capital One Financial Corp. 3.200% 1/30/23 900 876
  Capital One NA 2.400% 9/5/19 5,425 5,374
  Capital One NA 1.850% 9/13/19 11,615 11,411
  Capital One NA 2.350% 1/31/20 9,230 9,076
  Capital One NA 2.950% 7/23/21 9,650 9,535
  Capital One NA 2.250% 9/13/21 13,400 12,890
  Capital One NA 2.650% 8/8/22 4,763 4,592
  Citibank NA 1.850% 9/18/19 20,500 20,219
  Citibank NA 2.100% 6/12/20 14,500 14,202
  Citibank NA 2.125% 10/20/20 25,325 24,728
  Citibank NA 2.850% 2/12/21 7,350 7,288
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 335 362
  Citigroup Inc. 2.550% 4/8/19 15,063 15,028
  Citigroup Inc. 2.050% 6/7/19 10,000 9,906
  Citigroup Inc. 2.500% 7/29/19 15,892 15,819
  Citigroup Inc. 2.450% 1/10/20 8,058 7,978
  Citigroup Inc. 2.400% 2/18/20 24,650 24,367
  Citigroup Inc. 5.375% 8/9/20 2,583 2,713
  Citigroup Inc. 2.650% 10/26/20 12,465 12,311
  Citigroup Inc. 2.700% 3/30/21 19,425 19,144
  Citigroup Inc. 2.350% 8/2/21 12,767 12,371
  Citigroup Inc. 2.900% 12/8/21 31,773 31,238
  Citigroup Inc. 4.500% 1/14/22 19,543 20,245
  Citigroup Inc. 2.750% 4/25/22 23,375 22,754
  Citigroup Inc. 4.050% 7/30/22 5,480 5,594
  Citigroup Inc. 2.700% 10/27/22 7,000 6,743
4 Citigroup Inc. 2.876% 7/24/23 6,034 5,869
  Citizens Bank NA 2.450% 12/4/19 4,745 4,694
  Citizens Bank NA 2.250% 3/2/20 5,830 5,734
  Citizens Bank NA 2.200% 5/26/20 6,580 6,456
  Citizens Bank NA 2.250% 10/30/20 6,150 5,997
  Citizens Bank NA 2.550% 5/13/21 12,665 12,342
  Citizens Bank NA 2.650% 5/26/22 5,500 5,353
  Citizens Bank NA 3.700% 3/29/23 3,700 3,702
  Citizens Financial Group Inc. 2.375% 7/28/21 1,400 1,362
  Comerica Inc. 2.125% 5/23/19 3,000 2,976
  Commonwealth Bank of Australia 2.300% 9/6/19 14,800 14,686
  Commonwealth Bank of Australia 2.300% 3/12/20 182 180
  Commonwealth Bank of Australia 2.400% 11/2/20 18,375 18,037
  Commonwealth Bank of Australia 2.550% 3/15/21 8,640 8,492
  Compass Bank 2.750% 9/29/19 2,250 2,238
  Compass Bank 2.875% 6/29/22 8,800 8,532
  Cooperatieve Rabobank UA 1.375% 8/9/19 8,000 7,842
  Cooperatieve Rabobank UA 2.250% 1/14/20 9,705 9,575
  Cooperatieve Rabobank UA 4.500% 1/11/21 1,148 1,190
  Cooperatieve Rabobank UA 2.500% 1/19/21 24,843 24,419
  Cooperatieve Rabobank UA 2.750% 1/10/22 26,645 26,125
  Cooperatieve Rabobank UA 3.875% 2/8/22 13,500 13,761
  Cooperatieve Rabobank UA 3.950% 11/9/22 6,217 6,268
  Cooperatieve Rabobank UA 2.750% 1/10/23 1,500 1,459

 

 

Credit Suisse AG 2.300% 5/28/19 19,600 19,473
Credit Suisse AG 5.300% 8/13/19 3,350 3,453
Credit Suisse AG 5.400% 1/14/20 11,066 11,453
Credit Suisse AG 4.375% 8/5/20 6,074 6,236
Credit Suisse AG 3.000% 10/29/21 18,225 18,017
5 Credit Suisse Group AG 3.574% 1/9/23 5,000 4,967
Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 15,814 15,662
Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 11,725 11,674
Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 12,020 12,009
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 10,364 10,409
Deutsche Bank AG 2.850% 5/10/19 9,495 9,461
Deutsche Bank AG 2.700% 7/13/20 21,650 21,219
Deutsche Bank AG 2.950% 8/20/20 3,340 3,283
Deutsche Bank AG 3.125% 1/13/21 9,825 9,682
Deutsche Bank AG 3.150% 1/22/21 8,725 8,600
Deutsche Bank AG 3.375% 5/12/21 7,525 7,442
Deutsche Bank AG 4.250% 10/14/21 26,000 26,373
Deutsche Bank AG 3.300% 11/16/22 13,426 13,047
Deutsche Bank AG 3.950% 2/27/23 9,500 9,448
Discover Bank 7.000% 4/15/20 2,485 2,653
Discover Bank 3.100% 6/4/20 6,491 6,466
Discover Bank 3.200% 8/9/21 2,611 2,584
Discover Bank 3.350% 2/6/23 650 638
Discover Financial Services 3.850% 11/21/22 5,254 5,292
Fifth Third Bancorp 2.875% 7/27/20 7,002 6,966
Fifth Third Bancorp 3.500% 3/15/22 572 574
Fifth Third Bank 2.375% 4/25/19 6,286 6,261
Fifth Third Bank 1.625% 9/27/19 5,285 5,190
Fifth Third Bank 2.200% 10/30/20 2,750 2,681
Fifth Third Bank 2.250% 6/14/21 15,733 15,286
Fifth Third Bank 2.875% 10/1/21 3,191 3,152
First Horizon National Corp. 3.500% 12/15/20 2,408 2,421
First Niagara Financial Group Inc. 6.750% 3/19/20 1,275 1,359
First Republic Bank 2.375% 6/17/19 4,988 4,955
First Republic Bank 2.500% 6/6/22 7,475 7,233
Goldman Sachs Group Inc. 7.500% 2/15/19 19,176 19,936
Goldman Sachs Group Inc. 2.000% 4/25/19 860 852
Goldman Sachs Group Inc. 1.950% 7/23/19 5,450 5,393
Goldman Sachs Group Inc. 2.550% 10/23/19 17,093 17,001
Goldman Sachs Group Inc. 2.300% 12/13/19 23,516 23,279
Goldman Sachs Group Inc. 5.375% 3/15/20 18,542 19,325
Goldman Sachs Group Inc. 2.600% 4/23/20 13,060 12,915
Goldman Sachs Group Inc. 6.000% 6/15/20 8,495 8,986
Goldman Sachs Group Inc. 2.750% 9/15/20 14,722 14,557
Goldman Sachs Group Inc. 2.600% 12/27/20 1,470 1,448
Goldman Sachs Group Inc. 2.875% 2/25/21 14,977 14,799
Goldman Sachs Group Inc. 2.625% 4/25/21 12,202 11,916
Goldman Sachs Group Inc. 5.250% 7/27/21 31,382 33,236
Goldman Sachs Group Inc. 2.350% 11/15/21 4,765 4,602
Goldman Sachs Group Inc. 5.750% 1/24/22 33,414 36,125
Goldman Sachs Group Inc. 3.000% 4/26/22 53,090 52,117
4 Goldman Sachs Group Inc. 2.876% 10/31/22 15,028 14,709
Goldman Sachs Group Inc. 3.625% 1/22/23 12,190 12,226
Goldman Sachs Group Inc. 3.200% 2/23/23 16,000 15,728
4 Goldman Sachs Group Inc. 2.908% 6/5/23 13,750 13,370
4 Goldman Sachs Group Inc. 2.905% 7/24/23 17,300 16,832
HSBC Bank USA NA 4.875% 8/24/20 3,120 3,227

 

 

HSBC Holdings plc 3.400% 3/8/21 44,602 44,860
HSBC Holdings plc 5.100% 4/5/21 3,670 3,855
HSBC Holdings plc 2.950% 5/25/21 24,198 23,938
HSBC Holdings plc 2.650% 1/5/22 16,270 15,813
HSBC Holdings plc 4.875% 1/14/22 2,944 3,093
HSBC Holdings plc 4.000% 3/30/22 19,161 19,577
4 HSBC Holdings plc 3.262% 3/13/23 19,495 19,198
4 HSBC Holdings plc 3.033% 11/22/23 4,000 3,903
HSBC USA Inc. 2.250% 6/23/19 4,300 4,266
HSBC USA Inc. 2.375% 11/13/19 17,895 17,713
HSBC USA Inc. 2.350% 3/5/20 5,836 5,752
HSBC USA Inc. 2.750% 8/7/20 9,570 9,481
HSBC USA Inc. 5.000% 9/27/20 5,982 6,220
Huntington Bancshares Inc. 7.000% 12/15/20 900 982
Huntington Bancshares Inc. 3.150% 3/14/21 5,269 5,239
Huntington Bancshares Inc. 2.300% 1/14/22 970 929
Huntington National Bank 2.200% 4/1/19 4,080 4,051
Huntington National Bank 2.375% 3/10/20 10,510 10,355
Huntington National Bank 2.400% 4/1/20 4,275 4,223
Huntington National Bank 2.875% 8/20/20 4,450 4,434
Huntington National Bank 2.500% 8/7/22 7,250 6,986
ING Groep NV 3.150% 3/29/22 9,891 9,747
5 Itau Corpbanca 3.875% 9/22/19 400 403
JPMorgan Chase & Co. 6.300% 4/23/19 29,659 30,732
JPMorgan Chase & Co. 2.200% 10/22/19 5,433 5,376
JPMorgan Chase & Co. 2.250% 1/23/20 45,782 45,178
JPMorgan Chase & Co. 2.750% 6/23/20 38,442 38,192
JPMorgan Chase & Co. 4.400% 7/22/20 17,590 18,100
JPMorgan Chase & Co. 4.250% 10/15/20 21,777 22,385
JPMorgan Chase & Co. 2.550% 10/29/20 19,362 19,084
JPMorgan Chase & Co. 2.550% 3/1/21 21,165 20,818
JPMorgan Chase & Co. 4.625% 5/10/21 10,500 10,938
JPMorgan Chase & Co. 2.400% 6/7/21 11,536 11,282
JPMorgan Chase & Co. 2.295% 8/15/21 29,358 28,460
JPMorgan Chase & Co. 4.350% 8/15/21 17,664 18,272
JPMorgan Chase & Co. 4.500% 1/24/22 14,423 14,992
JPMorgan Chase & Co. 3.250% 9/23/22 22,255 22,120
JPMorgan Chase & Co. 2.972% 1/15/23 1,400 1,371
JPMorgan Chase & Co. 3.200% 1/25/23 25,700 25,431
4 JPMorgan Chase & Co. 2.776% 4/25/23 7,000 6,834
JPMorgan Chase Bank NA 1.650% 9/23/19 7,000 6,898
4 JPMorgan Chase Bank NA 2.604% 2/1/21 5,000 4,967
KeyBank NA 1.600% 8/22/19 4,500 4,430
KeyBank NA 2.500% 12/15/19 3,250 3,226
KeyBank NA 2.250% 3/16/20 2,660 2,623
KeyBank NA 2.500% 11/22/21 5,910 5,771
KeyBank NA 2.400% 6/9/22 8,660 8,382
KeyBank NA 2.300% 9/14/22 6,490 6,245
KeyBank NA 3.375% 3/7/23 2,850 2,860
4 KeyBank NA 3.180% 10/15/27 1,250 1,245
KeyCorp 2.900% 9/15/20 10,466 10,423
KeyCorp 5.100% 3/24/21 10,185 10,735
Lloyds Bank plc 2.400% 3/17/20 1,000 987
Lloyds Bank plc 2.700% 8/17/20 10,046 9,937
Lloyds Bank plc 6.375% 1/21/21 2,942 3,183
Lloyds Banking Group plc 3.000% 1/11/22 25,340 24,874
4 Lloyds Banking Group plc 2.907% 11/7/23 5,000 4,823

 

 

Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,318 11,239
Manufacturers & Traders Trust Co. 2.100% 2/6/20 1,650 1,623
Manufacturers & Traders Trust Co. 2.050% 8/17/20 4,800 4,693
Manufacturers & Traders Trust Co. 2.625% 1/25/21 4,000 3,942
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 8,985 8,925
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 19,360 18,671
Mitsubishi UFJ Financial Group Inc. 2.998% 2/22/22 9,800 9,660
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 21,363 20,709
Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 7,500 7,480
Mizuho Financial Group Inc. 2.273% 9/13/21 1,500 1,444
Mizuho Financial Group Inc. 2.953% 2/28/22 3,000 2,942
Mizuho Financial Group Inc. 3.549% 3/5/23 8,000 7,955
Morgan Stanley 7.300% 5/13/19 16,965 17,764
Morgan Stanley 2.375% 7/23/19 20,238 20,114
Morgan Stanley 5.625% 9/23/19 15,090 15,657
Morgan Stanley 5.500% 1/26/20 13,457 14,035
Morgan Stanley 2.650% 1/27/20 18,872 18,724
Morgan Stanley 2.800% 6/16/20 27,392 27,175
Morgan Stanley 5.500% 7/24/20 12,325 12,935
Morgan Stanley 5.750% 1/25/21 15,375 16,385
Morgan Stanley 2.500% 4/21/21 26,674 26,074
Morgan Stanley 5.500% 7/28/21 16,978 18,120
Morgan Stanley 2.625% 11/17/21 31,574 30,818
Morgan Stanley 2.750% 5/19/22 31,870 31,034
Morgan Stanley 4.875% 11/1/22 15,924 16,625
Morgan Stanley 3.125% 1/23/23 15,000 14,781
Morgan Stanley 3.750% 2/25/23 23,133 23,383
MUFG Americas Holdings Corp. 2.250% 2/10/20 6,436 6,331
MUFG Union Bank NA 2.250% 5/6/19 5,950 5,907
National Australia Bank Ltd. 1.375% 7/12/19 11,000 10,823
National Australia Bank Ltd. 2.250% 1/10/20 500 495
National Australia Bank Ltd. 2.125% 5/22/20 17,000 16,668
National Australia Bank Ltd. 2.625% 7/23/20 8,750 8,666
National Australia Bank Ltd. 2.625% 1/14/21 8,635 8,510
National Australia Bank Ltd. 1.875% 7/12/21 6,200 5,955
National Australia Bank Ltd. 2.800% 1/10/22 6,000 5,906
National Australia Bank Ltd. 2.500% 5/22/22 5,000 4,846
National Australia Bank Ltd. 3.000% 1/20/23 4,536 4,459
National Bank of Canada 2.150% 6/12/20 8,100 7,962
National Bank of Canada 2.200% 11/2/20 9,650 9,442
National City Corp. 6.875% 5/15/19 4,369 4,560
Northern Trust Corp. 3.450% 11/4/20 175 178
Northern Trust Corp. 3.375% 8/23/21 2,771 2,814
Northern Trust Corp. 2.375% 8/2/22 1,845 1,806
People's United Financial Inc. 3.650% 12/6/22 3,600 3,631
PNC Bank NA 2.250% 7/2/19 12,525 12,436
PNC Bank NA 1.450% 7/29/19 3,420 3,359
PNC Bank NA 2.400% 10/18/19 9,713 9,655
PNC Bank NA 2.000% 5/19/20 5,935 5,820
PNC Bank NA 2.300% 6/1/20 10,707 10,541
PNC Bank NA 2.600% 7/21/20 5,320 5,273
PNC Bank NA 2.450% 11/5/20 9,383 9,256
PNC Bank NA 2.500% 1/22/21 3,000 2,954
PNC Bank NA 2.150% 4/29/21 14,506 14,125
PNC Bank NA 2.550% 12/9/21 4,800 4,678
PNC Bank NA 2.625% 2/17/22 16,989 16,567
PNC Bank NA 2.700% 11/1/22 5,139 4,961

 

 

PNC Bank NA 2.950% 1/30/23 6,000 5,853
PNC Financial Services Group Inc. 2.854% 11/9/22 4,000 3,922
PNC Funding Corp. 6.700% 6/10/19 3,641 3,807
PNC Funding Corp. 5.125% 2/8/20 10,278 10,664
PNC Funding Corp. 4.375% 8/11/20 406 418
RBC USA Holdco Corp. 5.250% 9/15/20 100 105
Regions Bank 2.750% 4/1/21 5,225 5,160
Regions Financial Corp. 3.200% 2/8/21 2,869 2,867
Regions Financial Corp. 2.750% 8/14/22 7,210 7,002
Royal Bank of Canada 1.625% 4/15/19 8,834 8,749
Royal Bank of Canada 1.500% 7/29/19 20,640 20,324
Royal Bank of Canada 2.125% 3/2/20 16,500 16,259
Royal Bank of Canada 2.150% 3/6/20 1,750 1,725
Royal Bank of Canada 2.150% 10/26/20 9,570 9,365
Royal Bank of Canada 2.350% 10/30/20 12,642 12,438
Royal Bank of Canada 2.500% 1/19/21 6,915 6,817
Royal Bank of Canada 2.750% 2/1/22 10,175 10,013
4 Royal Bank of Scotland Group plc 3.498% 5/15/23 19,675 19,322
Santander Holdings USA Inc. 2.700% 5/24/19 4,940 4,927
Santander Holdings USA Inc. 2.650% 4/17/20 3,130 3,097
Santander Holdings USA Inc. 3.700% 3/28/22 14,315 14,355
Santander Holdings USA Inc. 3.400% 1/18/23 7,400 7,225
Santander UK Group Holdings plc 2.875% 10/16/20 4,270 4,230
Santander UK Group Holdings plc 3.125% 1/8/21 17,345 17,246
Santander UK Group Holdings plc 2.875% 8/5/21 2,425 2,374
4 Santander UK Group Holdings plc 3.373% 1/5/24 7,000 6,858
Santander UK plc 2.350% 9/10/19 19,405 19,216
Santander UK plc 2.375% 3/16/20 350 345
Santander UK plc 2.125% 11/3/20 9,000 8,767
Skandinaviska Enskilda Banken AB 1.500% 9/13/19 1,500 1,470
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,424 5,351
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 12,535 12,354
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 15,250 14,533
Skandinaviska Enskilda Banken AB 2.800% 3/11/22 5,250 5,168
State Street Corp. 2.550% 8/18/20 9,114 9,057
State Street Corp. 4.375% 3/7/21 5,802 6,042
State Street Corp. 1.950% 5/19/21 4,425 4,283
4 State Street Corp. 2.653% 5/15/23 5,425 5,296
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 10,150 10,063
Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 11,700 11,542
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 13,260 13,111
Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 10,000 9,903
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 7,575 7,493
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,250 3,201
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 10,908 10,845
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 10,221 9,860
Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 14,000 13,531
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 6,750 6,627
Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 3,017 2,941
Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 6,286 6,093
Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 10,000 9,820
SunTrust Bank 2.250% 1/31/20 7,631 7,524
4 SunTrust Bank 2.590% 1/29/21 9,000 8,932
SunTrust Bank 2.450% 8/1/22 7,126 6,865
SunTrust Bank 3.000% 2/2/23 5,000 4,908
SunTrust Banks Inc. 2.500% 5/1/19 4,088 4,076
SunTrust Banks Inc. 2.900% 3/3/21 4,765 4,727

 

 

SunTrust Banks Inc. 2.700% 1/27/22 1,735 1,696
Svenska Handelsbanken AB 2.250% 6/17/19 6,050 6,006
Svenska Handelsbanken AB 1.500% 9/6/19 8,800 8,637
Svenska Handelsbanken AB 1.950% 9/8/20 12,250 11,918
Svenska Handelsbanken AB 2.400% 10/1/20 7,525 7,397
Svenska Handelsbanken AB 2.450% 3/30/21 14,558 14,293
Svenska Handelsbanken AB 1.875% 9/7/21 3,932 3,752
Synchrony Bank 3.000% 6/15/22 3,150 3,050
Synchrony Financial 3.000% 8/15/19 15,193 15,143
Synchrony Financial 2.700% 2/3/20 7,477 7,393
Synchrony Financial 3.750% 8/15/21 2,211 2,231
Synovus Financial Corp. 3.125% 11/1/22 2,200 2,144
Toronto-Dominion Bank 2.125% 7/2/19 18,380 18,263
Toronto-Dominion Bank 1.450% 8/13/19 7,127 7,017
Toronto-Dominion Bank 2.250% 11/5/19 17,385 17,273
Toronto-Dominion Bank 2.500% 12/14/20 12,250 12,078
Toronto-Dominion Bank 2.550% 1/25/21 8,050 7,942
Toronto-Dominion Bank 2.125% 4/7/21 16,950 16,487
Toronto-Dominion Bank 1.800% 7/13/21 17,113 16,429
UBS AG 2.375% 8/14/19 28,004 27,795
UBS AG 2.350% 3/26/20 9,030 8,900
UBS AG 4.875% 8/4/20 6,210 6,461
US Bancorp 2.200% 4/25/19 9,412 9,361
US Bancorp 2.350% 1/29/21 5,910 5,821
US Bancorp 4.125% 5/24/21 2,764 2,852
US Bancorp 2.625% 1/24/22 10,254 10,099
US Bancorp 3.000% 3/15/22 5,130 5,106
US Bancorp 2.950% 7/15/22 108 107
US Bank NA 1.400% 4/26/19 11,390 11,240
US Bank NA 2.125% 10/28/19 11,617 11,493
US Bank NA 2.350% 1/23/20 5,000 4,965
US Bank NA 2.000% 1/24/20 8,225 8,113
US Bank NA 2.050% 10/23/20 15,000 14,668
US Bank NA 2.850% 1/23/23 5,600 5,526
Wells Fargo & Co. 2.125% 4/22/19 15,839 15,741
Wells Fargo & Co. 2.150% 1/30/20 14,848 14,603
Wells Fargo & Co. 2.600% 7/22/20 30,055 29,687
Wells Fargo & Co. 2.550% 12/7/20 21,150 20,802
Wells Fargo & Co. 3.000% 1/22/21 9,917 9,866
Wells Fargo & Co. 2.500% 3/4/21 11,135 10,916
Wells Fargo & Co. 4.600% 4/1/21 24,394 25,311
Wells Fargo & Co. 2.100% 7/26/21 21,820 21,043
Wells Fargo & Co. 3.500% 3/8/22 9,631 9,653
Wells Fargo & Co. 2.625% 7/22/22 27,078 26,184
Wells Fargo & Co. 3.069% 1/24/23 15,146 14,853
Wells Fargo & Co. 3.450% 2/13/23 10,655 10,487
Wells Fargo Bank NA 1.750% 5/24/19 18,352 18,144
Wells Fargo Bank NA 2.150% 12/6/19 18,360 18,155
Wells Fargo Bank NA 2.400% 1/15/20 13,400 13,283
Wells Fargo Bank NA 2.600% 1/15/21 15,000 14,793
Westpac Banking Corp. 1.650% 5/13/19 9,100 8,989
Westpac Banking Corp. 1.600% 8/19/19 8,250 8,119
Westpac Banking Corp. 4.875% 11/19/19 11,165 11,503
Westpac Banking Corp. 2.150% 3/6/20 11,000 10,825
Westpac Banking Corp. 2.300% 5/26/20 16,577 16,315
Westpac Banking Corp. 2.600% 11/23/20 10,375 10,238
Westpac Banking Corp. 2.100% 5/13/21 23,352 22,636

 

 

Westpac Banking Corp. 2.000% 8/19/21 11,450 11,027
Westpac Banking Corp. 2.800% 1/11/22 5,000 4,927
Westpac Banking Corp. 2.500% 6/28/22 17,850 17,280
Westpac Banking Corp. 2.750% 1/11/23 4,000 3,887
 
Brokerage (0.2%)        
Ameriprise Financial Inc. 7.300% 6/28/19 2,400 2,536
Ameriprise Financial Inc. 5.300% 3/15/20 4,440 4,652
BGC Partners Inc. 5.375% 12/9/19 1,700 1,750
BGC Partners Inc. 5.125% 5/27/21 1,675 1,730
BlackRock Inc. 5.000% 12/10/19 11,009 11,439
BlackRock Inc. 4.250% 5/24/21 5,175 5,339
BlackRock Inc. 3.375% 6/1/22 2,275 2,303
Cboe Global Markets Inc. 1.950% 6/28/19 1,325 1,309
Charles Schwab Corp. 4.450% 7/22/20 2,580 2,670
Charles Schwab Corp. 2.650% 1/25/23 6,475 6,307
E*TRADE Financial Corp. 2.950% 8/24/22 4,450 4,330
Franklin Resources Inc. 4.625% 5/20/20 1,200 1,245
Intercontinental Exchange Inc. 2.750% 12/1/20 5,421 5,378
Intercontinental Exchange Inc. 2.350% 9/15/22 75 72
Invesco Finance plc 3.125% 11/30/22 7,325 7,278
Jefferies Group LLC 8.500% 7/15/19 6,325 6,732
Jefferies Group LLC 6.875% 4/15/21 4,897 5,340
Lazard Group LLC 4.250% 11/14/20 3,575 3,672
Nasdaq Inc. 5.550% 1/15/20 4,875 5,083
Nomura Holdings Inc. 6.700% 3/4/20 5,310 5,652
Stifel Financial Corp. 3.500% 12/1/20 7,645 7,651
TD Ameritrade Holding Corp. 5.600% 12/1/19 1,775 1,856
TD Ameritrade Holding Corp. 2.950% 4/1/22 3,683 3,645
 
Finance Companies (0.4%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.750% 5/15/19 9,271 9,329
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.250% 7/1/20 6,036 6,142
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 10/30/20 11,014 11,331
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.500% 5/15/21 9,680 9,898
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 5.000% 10/1/21 6,028 6,269
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.950% 2/1/22 3,499 3,512
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 5/26/22 3,100 3,050
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.300% 1/23/23 4,250 4,133
Air Lease Corp. 2.125% 1/15/20 5,310 5,218
Air Lease Corp. 4.750% 3/1/20 1,449 1,489
Air Lease Corp. 2.500% 3/1/21 2,500 2,448
Air Lease Corp. 3.875% 4/1/21 2,665 2,703
Air Lease Corp. 3.375% 6/1/21 5,526 5,529
Air Lease Corp. 3.750% 2/1/22 4,025 4,064
Air Lease Corp. 2.625% 7/1/22 1,219 1,171
Air Lease Corp. 2.750% 1/15/23 1,700 1,639
Ares Capital Corp. 3.875% 1/15/20 2,000 2,016
Ares Capital Corp. 3.625% 1/19/22 1,000 986

 

 

Ares Capital Corp. 3.500% 2/10/23 2,190 2,129
FS Investment Corp. 4.000% 7/15/19 3,850 3,869
FS Investment Corp. 4.250% 1/15/20 776 783
GATX Corp. 2.500% 7/30/19 1,870 1,856
GATX Corp. 2.600% 3/30/20 3,375 3,350
GE Capital International Funding Co. Unlimited Co. 2.342% 11/15/20 60,715 59,288
International Lease Finance Corp. 5.875% 4/1/19 5,956 6,075
International Lease Finance Corp. 6.250% 5/15/19 6,259 6,447
International Lease Finance Corp. 8.250% 12/15/20 11,211 12,458
International Lease Finance Corp. 4.625% 4/15/21 3,503 3,621
International Lease Finance Corp. 8.625% 1/15/22 4,839 5,656
International Lease Finance Corp. 5.875% 8/15/22 6,573 7,025
Prospect Capital Corp. 5.000% 7/15/19 2,131 2,169
 
Insurance (0.9%)        
AEGON Funding Co. LLC 5.750% 12/15/20 2,443 2,604
Aetna Inc. 4.125% 6/1/21 3,125 3,192
Aetna Inc. 2.750% 11/15/22 7,588 7,318
Aflac Inc. 2.400% 3/16/20 4,475 4,455
Aflac Inc. 4.000% 2/15/22 1,350 1,382
Alleghany Corp. 5.625% 9/15/20 900 952
Alleghany Corp. 4.950% 6/27/22 3,016 3,175
Allied World Assurance Co. Holdings Ltd. 5.500% 11/15/20 2,275 2,387
Alterra Finance LLC 6.250% 9/30/20 5,095 5,460
American International Group Inc. 2.300% 7/16/19 5,440 5,403
American International Group Inc. 3.375% 8/15/20 3,817 3,836
American International Group Inc. 6.400% 12/15/20 7,750 8,393
American International Group Inc. 3.300% 3/1/21 9,930 9,940
American International Group Inc. 4.875% 6/1/22 11,890 12,501
Anthem Inc. 2.250% 8/15/19 6,478 6,420
Anthem Inc. 4.350% 8/15/20 10,655 11,025
Anthem Inc. 2.500% 11/21/20 6,775 6,701
Anthem Inc. 3.700% 8/15/21 3,750 3,788
Anthem Inc. 3.125% 5/15/22 1,541 1,525
Anthem Inc. 2.950% 12/1/22 2,405 2,345
Anthem Inc. 3.300% 1/15/23 11,024 10,892
Aon Corp. 5.000% 9/30/20 4,025 4,216
Aon plc 2.800% 3/15/21 2,823 2,792
Assurant Inc. 4.000% 3/15/23 3,500 3,479
AXIS Specialty Finance LLC 5.875% 6/1/20 7,463 7,878
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 7,021 6,917
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 8,290 8,338
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 6,159 6,399
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 1,240 1,238
Berkshire Hathaway Inc. 2.100% 8/14/19 11,315 11,263
Berkshire Hathaway Inc. 2.200% 3/15/21 8,039 7,928
Berkshire Hathaway Inc. 3.750% 8/15/21 4,550 4,665
Berkshire Hathaway Inc. 3.400% 1/31/22 5,502 5,564
Berkshire Hathaway Inc. 3.000% 2/11/23 4,875 4,859
Berkshire Hathaway Inc. 2.750% 3/15/23 3,525 3,465
Chubb INA Holdings Inc. 5.900% 6/15/19 2,981 3,094
Chubb INA Holdings Inc. 2.300% 11/3/20 15,988 15,746
Chubb INA Holdings Inc. 2.875% 11/3/22 3,503 3,460
Cigna Corp. 5.125% 6/15/20 4,675 4,892
Cigna Corp. 4.375% 12/15/20 1,675 1,731
Cigna Corp. 4.500% 3/15/21 2,375 2,444
Cigna Corp. 4.000% 2/15/22 3,300 3,355

 

 

CNA Financial Corp. 5.875% 8/15/20 2,440 2,587
CNA Financial Corp. 5.750% 8/15/21 5,840 6,244
Coventry Health Care Inc. 5.450% 6/15/21 2,992 3,173
Enstar Group Ltd. 4.500% 3/10/22 2,200 2,211
Hartford Financial Services Group Inc. 5.500% 3/30/20 2,729 2,865
Hartford Financial Services Group Inc. 5.125% 4/15/22 7,025 7,485
Humana Inc. 2.625% 10/1/19 4,401 4,386
Humana Inc. 3.150% 12/1/22 775 764
Humana Inc. 2.900% 12/15/22 3,885 3,795
Lincoln National Corp. 6.250% 2/15/20 2,140 2,264
Lincoln National Corp. 4.200% 3/15/22 100 103
Manulife Financial Corp. 4.900% 9/17/20 3,525 3,669
Markel Corp. 4.900% 7/1/22 1,150 1,214
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 6,960 6,942
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 3,200 3,177
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 4,337 4,539
Marsh & McLennan Cos. Inc. 2.750% 1/30/22 7,338 7,193
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 3,800 3,787
MetLife Inc. 4.750% 2/8/21 12,797 13,314
PartnerRe Finance B LLC 5.500% 6/1/20 3,665 3,837
Primerica Inc. 4.750% 7/15/22 2,700 2,829
4 Principal Financial Group Inc. 4.700% 5/15/55 4,000 4,020
Progressive Corp. 3.750% 8/23/21 5,744 5,883
Protective Life Corp. 7.375% 10/15/19 1,652 1,761
Prudential Financial Inc. 7.375% 6/15/19 6,264 6,616
Prudential Financial Inc. 2.350% 8/15/19 7,439 7,408
Prudential Financial Inc. 5.375% 6/21/20 5,135 5,415
Prudential Financial Inc. 4.500% 11/15/20 2,300 2,392
Prudential Financial Inc. 4.500% 11/16/21 6,860 7,154
4 Prudential Financial Inc. 5.875% 9/15/42 7,200 7,609
Reinsurance Group of America Inc. 6.450% 11/15/19 2,976 3,140
Reinsurance Group of America Inc. 5.000% 6/1/21 2,782 2,908
Torchmark Corp. 9.250% 6/15/19 1,500 1,612
Travelers Cos. Inc. 5.900% 6/2/19 1,881 1,951
Travelers Cos. Inc. 3.900% 11/1/20 150 154
Trinity Acquisition plc 3.500% 9/15/21 1,150 1,133
UnitedHealth Group Inc. 2.300% 12/15/19 4,920 4,897
UnitedHealth Group Inc. 2.700% 7/15/20 11,305 11,297
UnitedHealth Group Inc. 1.950% 10/15/20 6,594 6,489
UnitedHealth Group Inc. 3.875% 10/15/20 3,725 3,821
UnitedHealth Group Inc. 4.700% 2/15/21 2,700 2,816
UnitedHealth Group Inc. 2.125% 3/15/21 9,320 9,088
UnitedHealth Group Inc. 2.875% 12/15/21 5,995 5,937
UnitedHealth Group Inc. 2.875% 3/15/22 8,823 8,716
UnitedHealth Group Inc. 3.350% 7/15/22 9,525 9,572
UnitedHealth Group Inc. 2.375% 10/15/22 6,859 6,610
UnitedHealth Group Inc. 2.875% 3/15/23 3,875 3,805
Unum Group 5.625% 9/15/20 1,150 1,219
Unum Group 3.000% 5/15/21 3,540 3,497
Willis Towers Watson plc 5.750% 3/15/21 3,046 3,245
WR Berkley Corp. 7.375% 9/15/19 100 106
XLIT Ltd. 5.750% 10/1/21 5,282 5,711

 

 

Other Finance (0.0%)        
ORIX Corp. 2.900% 7/18/22 3,401 3,321
 
Real Estate Investment Trusts (0.5%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 2,598 2,582
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,094 1,140
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,546 3,548
AvalonBay Communities Inc. 3.625% 10/1/20 4,520 4,579
AvalonBay Communities Inc. 2.950% 9/15/22 1,564 1,537
Boston Properties LP 5.875% 10/15/19 1,475 1,536
Boston Properties LP 5.625% 11/15/20 9,135 9,676
Boston Properties LP 4.125% 5/15/21 6,024 6,186
Boston Properties LP 3.850% 2/1/23 647 659
Brixmor Operating Partnership LP 3.875% 8/15/22 5,975 6,001
Corporate Office Properties LP 3.700% 6/15/21 1,970 1,971
DDR Corp. 4.625% 7/15/22 6,839 7,083
Digital Realty Trust LP 5.875% 2/1/20 2,076 2,167
Digital Realty Trust LP 3.400% 10/1/20 1,760 1,770
Digital Realty Trust LP 5.250% 3/15/21 13,605 14,325
Digital Realty Trust LP 3.950% 7/1/22 4,625 4,715
Digital Realty Trust LP 3.625% 10/1/22 4,625 4,627
Digital Realty Trust LP 2.750% 2/1/23 275 264
Duke Realty LP 3.875% 2/15/21 1,000 1,018
EPR Properties 5.750% 8/15/22 2,595 2,775
ERP Operating LP 2.375% 7/1/19 6,574 6,558
ERP Operating LP 4.750% 7/15/20 330 342
ERP Operating LP 4.625% 12/15/21 6,398 6,690
Essex Portfolio LP 5.200% 3/15/21 1,850 1,943
Government Properties Income Trust 4.000% 7/15/22 5,000 4,991
HCP Inc. 2.625% 2/1/20 8,623 8,539
HCP Inc. 5.375% 2/1/21 2,286 2,404
HCP Inc. 3.150% 8/1/22 87 86
HCP Inc. 4.000% 12/1/22 7,356 7,489
Healthcare Trust of America Holdings LP 3.375% 7/15/21 1,000 1,003
Healthcare Trust of America Holdings LP 2.950% 7/1/22 3,900 3,799
Highwoods Realty LP 3.200% 6/15/21 2,000 1,984
Hospitality Properties Trust 4.250% 2/15/21 3,150 3,210
Hospitality Properties Trust 5.000% 8/15/22 1,557 1,619
Host Hotels & Resorts LP 6.000% 10/1/21 2,600 2,783
Host Hotels & Resorts LP 5.250% 3/15/22 2,025 2,132
Host Hotels & Resorts LP 4.750% 3/1/23 1,247 1,300
Kimco Realty Corp. 6.875% 10/1/19 1,000 1,058
Kimco Realty Corp. 3.200% 5/1/21 1,769 1,770
Kimco Realty Corp. 3.400% 11/1/22 1,850 1,851
Liberty Property LP 4.750% 10/1/20 1,950 2,024
Liberty Property LP 4.125% 6/15/22 2,168 2,229
Public Storage 2.370% 9/15/22 4,000 3,853
Realty Income Corp. 3.250% 10/15/22 13,417 13,309
Regency Centers Corp. 3.750% 11/15/22 425 429
Regency Centers LP 4.800% 4/15/21 725 755
Select Income REIT 3.600% 2/1/20 234 234
Senior Housing Properties Trust 3.250% 5/1/19 5,105 5,106
Simon Property Group LP 2.500% 9/1/20 4,500 4,455
Simon Property Group LP 4.375% 3/1/21 7,260 7,517
Simon Property Group LP 2.500% 7/15/21 2,650 2,595
Simon Property Group LP 4.125% 12/1/21 3,185 3,282

 

 

Simon Property Group LP 2.350% 1/30/22 8,858 8,575
Simon Property Group LP 3.375% 3/15/22 1,107 1,110
Simon Property Group LP 2.625% 6/15/22 6,325 6,163
SL Green Operating Partnership LP 3.250% 10/15/22 2,350 2,290
SL Green Realty Corp. 7.750% 3/15/20 2,500 2,704
SL Green Realty Corp. 4.500% 12/1/22 1,225 1,256
UDR Inc. 3.700% 10/1/20 6,400 6,468
UDR Inc. 4.625% 1/10/22 225 233
Ventas Realty LP 3.100% 1/15/23 1,950 1,907
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 398 395
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 6,414 6,683
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 2,900 2,977
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 4,728 4,672
VEREIT Operating Partnership LP 4.125% 6/1/21 11,750 11,932
Washington Prime Group LP 3.850% 4/1/20 1,525 1,496
Washington REIT 4.950% 10/1/20 1,700 1,745
Welltower Inc. 4.125% 4/1/19 4,865 4,917
Welltower Inc. 6.125% 4/15/20 2,802 2,968
Welltower Inc. 4.950% 1/15/21 4,500 4,688
Welltower Inc. 5.250% 1/15/22 525 558
Welltower Inc. 3.750% 3/15/23 6,275 6,350
        5,669,049
Industrial (15.0%)        
Basic Industry (0.7%)        
Agrium Inc. 3.150% 10/1/22 3,841 3,812
Air Products & Chemicals Inc. 4.375% 8/21/19 2,500 2,560
Air Products & Chemicals Inc. 3.000% 11/3/21 1,750 1,749
Airgas Inc. 2.375% 2/15/20 1,300 1,287
Barrick Gold Corp. 3.850% 4/1/22 459 468
Barrick North America Finance LLC 4.400% 5/30/21 5,307 5,483
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 5,000 4,958
Cabot Corp. 3.700% 7/15/22 2,815 2,831
Celanese US Holdings LLC 5.875% 6/15/21 2,950 3,169
Celanese US Holdings LLC 4.625% 11/15/22 5 5
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,850 2,988
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 8,300 8,547
Domtar Corp. 4.400% 4/1/22 660 678
Dow Chemical Co. 8.550% 5/15/19 29,010 30,858
Dow Chemical Co. 4.250% 11/15/20 3,950 4,056
Dow Chemical Co. 4.125% 11/15/21 10,442 10,707
Dow Chemical Co. 3.000% 11/15/22 6,000 5,892
Eastman Chemical Co. 2.700% 1/15/20 9,417 9,361
Eastman Chemical Co. 4.500% 1/15/21 155 159
Eastman Chemical Co. 3.600% 8/15/22 3,244 3,267
Ecolab Inc. 2.250% 1/12/20 3,220 3,185
Ecolab Inc. 4.350% 12/8/21 5,328 5,565
Ecolab Inc. 2.375% 8/10/22 7,100 6,865
EI du Pont de Nemours & Co. 4.625% 1/15/20 1,800 1,855
EI du Pont de Nemours & Co. 2.200% 5/1/20 15,850 15,619
EI du Pont de Nemours & Co. 3.625% 1/15/21 10,522 10,684
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,575 2,660
FMC Corp. 5.200% 12/15/19 2,001 2,068
FMC Corp. 3.950% 2/1/22 3,235 3,281
Goldcorp Inc. 3.625% 6/9/21 8,200 8,255
Goldcorp Inc. 3.700% 3/15/23 2,900 2,883
International Paper Co. 7.500% 8/15/21 3,165 3,586
International Paper Co. 4.750% 2/15/22 7,668 8,025

 

 

Kinross Gold Corp. 5.125% 9/1/21 2,790 2,895
LyondellBasell Industries NV 5.000% 4/15/19 10,320 10,479
LyondellBasell Industries NV 6.000% 11/15/21 11,866 12,806
Methanex Corp. 3.250% 12/15/19 2,568 2,560
Monsanto Co. 2.125% 7/15/19 7,593 7,533
Monsanto Co. 2.750% 7/15/21 2,758 2,718
Mosaic Co. 3.750% 11/15/21 3,870 3,896
Mosaic Co. 3.250% 11/15/22 5,485 5,364
Newmont Mining Corp. 5.125% 10/1/19 2,888 2,972
Newmont Mining Corp. 3.500% 3/15/22 955 955
Packaging Corp. of America 2.450% 12/15/20 5,811 5,716
Packaging Corp. of America 3.900% 6/15/22 1,900 1,934
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,787 1,857
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,800 1,857
PPG Industries Inc. 2.300% 11/15/19 9,402 9,352
PPG Industries Inc. 3.600% 11/15/20 6,350 6,449
Praxair Inc. 2.250% 9/24/20 8,550 8,437
Praxair Inc. 4.050% 3/15/21 2,075 2,141
Praxair Inc. 3.000% 9/1/21 3,295 3,288
Praxair Inc. 2.450% 2/15/22 5,109 5,003
Praxair Inc. 2.200% 8/15/22 5,495 5,300
Praxair Inc. 2.700% 2/21/23 2,300 2,253
Rayonier Inc. 3.750% 4/1/22 1,050 1,034
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 1,393 1,447
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 4,625 4,769
Rio Tinto Finance USA plc 3.500% 3/22/22 3,119 3,166
Rio Tinto Finance USA plc 2.875% 8/21/22 6,144 6,090
RPM International Inc. 6.125% 10/15/19 502 526
RPM International Inc. 3.450% 11/15/22 425 425
Sherwin-Williams Co. 7.250% 6/15/19 863 910
Sherwin-Williams Co. 2.250% 5/15/20 13,396 13,168
Sherwin-Williams Co. 2.750% 6/1/22 6,774 6,583
Southern Copper Corp. 5.375% 4/16/20 2,602 2,713
Southern Copper Corp. 3.500% 11/8/22 25 25
Syngenta Finance NV 3.125% 3/28/22 3,615 3,485
Vale Overseas Ltd. 4.625% 9/15/20 3,100 3,232
Vale Overseas Ltd. 5.875% 6/10/21 6,945 7,457
Vale Overseas Ltd. 4.375% 1/11/22 9,998 10,260
WestRock RKT Co. 3.500% 3/1/20 2,634 2,651
Weyerhaeuser Co. 4.700% 3/15/21 5,010 5,194
 
Capital Goods (1.5%)        
3M Co. 2.000% 8/7/20 3,475 3,420
3M Co. 1.625% 9/19/21 5,685 5,453
3M Co. 2.000% 6/26/22 3,240 3,115
3M Co. 2.250% 3/15/23 4,175 4,034
ABB Finance USA Inc. 2.800% 4/3/20 100 100
ABB Finance USA Inc. 2.875% 5/8/22 7,018 6,917
ABB Finance USA Inc. 3.375% 4/3/23 200 200
Acuity Brands Lighting Inc. 6.000% 12/15/19 675 710
Bemis Co. Inc. 6.800% 8/1/19 500 525
Bemis Co. Inc. 4.500% 10/15/21 2,800 2,917
Boeing Capital Corp. 4.700% 10/27/19 6,775 7,005
Boeing Co. 4.875% 2/15/20 6,095 6,349
Boeing Co. 1.650% 10/30/20 4,830 4,705
Boeing Co. 8.750% 8/15/21 1,000 1,181
Boeing Co. 2.350% 10/30/21 4,000 3,942

 

 

Boeing Co. 2.125% 3/1/22 4,150 4,043
Boeing Co. 2.800% 3/1/23 3,000 2,967
Carlisle Cos. Inc. 3.750% 11/15/22 2,650 2,664
Caterpillar Financial Services Corp. 1.350% 5/18/19 5,000 4,941
Caterpillar Financial Services Corp. 2.100% 6/9/19 12,833 12,781
Caterpillar Financial Services Corp. 2.000% 11/29/19 5,500 5,452
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,341 5,301
Caterpillar Financial Services Corp. 2.100% 1/10/20 6,000 5,950
Caterpillar Financial Services Corp. 2.000% 3/5/20 6,175 6,106
Caterpillar Financial Services Corp. 1.850% 9/4/20 7,400 7,241
Caterpillar Financial Services Corp. 2.500% 11/13/20 3,500 3,484
Caterpillar Financial Services Corp. 1.700% 8/9/21 15,700 15,037
Caterpillar Financial Services Corp. 2.750% 8/20/21 350 346
Caterpillar Financial Services Corp. 1.931% 10/1/21 4,650 4,467
Caterpillar Financial Services Corp. 2.400% 6/6/22 2,000 1,941
Caterpillar Financial Services Corp. 2.550% 11/29/22 5,200 5,050
Caterpillar Inc. 3.900% 5/27/21 16,415 16,855
Caterpillar Inc. 2.600% 6/26/22 6,600 6,446
CNH Industrial Capital LLC 4.375% 11/6/20 5,961 6,058
CNH Industrial Capital LLC 4.875% 4/1/21 4,032 4,153
CNH Industrial Capital LLC 3.875% 10/15/21 2,395 2,392
CNH Industrial Capital LLC 4.375% 4/5/22 4,490 4,552
CRH America Inc. 5.750% 1/15/21 450 478
Deere & Co. 4.375% 10/16/19 225 231
Deere & Co. 2.600% 6/8/22 8,988 8,780
Dover Corp. 4.300% 3/1/21 4,200 4,333
Eaton Corp. 2.750% 11/2/22 8,260 8,057
Embraer SA 5.150% 6/15/22 400 417
Emerson Electric Co. 4.875% 10/15/19 3,220 3,329
Emerson Electric Co. 4.250% 11/15/20 825 852
Emerson Electric Co. 2.625% 12/1/21 4,475 4,415
Emerson Electric Co. 2.625% 2/15/23 2,275 2,214
Exelis Inc. 5.550% 10/1/21 20 21
FLIR Systems Inc. 3.125% 6/15/21 2,325 2,306
Flowserve Corp. 3.500% 9/15/22 4,625 4,534
Fortive Corp. 1.800% 6/15/19 2,075 2,050
Fortive Corp. 2.350% 6/15/21 6,400 6,225
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 2,986
General Dynamics Corp. 3.875% 7/15/21 3,805 3,902
General Dynamics Corp. 2.250% 11/15/22 7,732 7,447
General Electric Co. 6.000% 8/7/19 8,458 8,805
General Electric Co. 2.100% 12/11/19 2,925 2,904
General Electric Co. 5.500% 1/8/20 9,876 10,277
General Electric Co. 2.200% 1/9/20 12,636 12,480
General Electric Co. 5.550% 5/4/20 7,556 7,930
General Electric Co. 4.375% 9/16/20 10,548 10,891
General Electric Co. 4.625% 1/7/21 9,036 9,372
General Electric Co. 5.300% 2/11/21 7,350 7,706
General Electric Co. 4.650% 10/17/21 18,403 19,217
General Electric Co. 2.700% 10/9/22 20,966 20,242
General Electric Co. 3.100% 1/9/23 8,325 8,142
Harris Corp. 2.700% 4/27/20 6,533 6,462
Harris Corp. 4.400% 12/15/20 2,725 2,804
Honeywell International Inc. 1.400% 10/30/19 4,000 3,921
Honeywell International Inc. 1.800% 10/30/19 8,300 8,190
Honeywell International Inc. 4.250% 3/1/21 6,500 6,737
Honeywell International Inc. 1.850% 11/1/21 11,875 11,438

 

 

Illinois Tool Works Inc. 6.250% 4/1/19 5,600 5,806
Illinois Tool Works Inc. 3.375% 9/15/21 1,075 1,086
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 2,000 1,981
John Deere Capital Corp. 2.250% 4/17/19 5,885 5,874
John Deere Capital Corp. 2.300% 9/16/19 3,770 3,742
John Deere Capital Corp. 1.250% 10/9/19 7,650 7,504
John Deere Capital Corp. 1.700% 1/15/20 350 345
John Deere Capital Corp. 2.050% 3/10/20 4,200 4,162
John Deere Capital Corp. 2.200% 3/13/20 2,031 2,013
John Deere Capital Corp. 1.950% 6/22/20 3,700 3,647
John Deere Capital Corp. 2.375% 7/14/20 2,500 2,486
John Deere Capital Corp. 2.450% 9/11/20 2,850 2,832
John Deere Capital Corp. 2.550% 1/8/21 2,200 2,176
John Deere Capital Corp. 2.800% 3/4/21 3,000 2,978
John Deere Capital Corp. 2.875% 3/12/21 3,700 3,688
John Deere Capital Corp. 3.900% 7/12/21 3,500 3,595
John Deere Capital Corp. 3.150% 10/15/21 175 175
John Deere Capital Corp. 2.650% 1/6/22 6,602 6,489
John Deere Capital Corp. 2.750% 3/15/22 255 252
John Deere Capital Corp. 2.150% 9/8/22 5,650 5,413
John Deere Capital Corp. 2.700% 1/6/23 3,950 3,866
John Deere Capital Corp. 2.800% 1/27/23 2,750 2,700
John Deere Capital Corp. 2.800% 3/6/23 13,883 13,580
Johnson Controls International plc 5.000% 3/30/20 1,575 1,636
Johnson Controls International plc 4.250% 3/1/21 1,364 1,400
Johnson Controls International plc 3.750% 12/1/21 1,377 1,397
Kennametal Inc. 2.650% 11/1/19 3,460 3,435
Kennametal Inc. 3.875% 2/15/22 575 577
L3 Technologies Inc. 5.200% 10/15/19 9,270 9,550
L3 Technologies Inc. 4.750% 7/15/20 6,234 6,423
L3 Technologies Inc. 4.950% 2/15/21 4,091 4,266
Lockheed Martin Corp. 4.250% 11/15/19 5,660 5,792
Lockheed Martin Corp. 2.500% 11/23/20 13,819 13,688
Lockheed Martin Corp. 3.350% 9/15/21 3,181 3,207
Lockheed Martin Corp. 3.100% 1/15/23 1,520 1,514
Masco Corp. 7.125% 3/15/20 534 573
Masco Corp. 3.500% 4/1/21 2,710 2,720
Masco Corp. 5.950% 3/15/22 823 891
Mohawk Industries Inc. 3.850% 2/1/23 4,325 4,386
Northrop Grumman Corp. 5.050% 8/1/19 200 206
Northrop Grumman Corp. 2.080% 10/15/20 9,416 9,219
Northrop Grumman Corp. 3.500% 3/15/21 5,611 5,676
Northrop Grumman Corp. 2.550% 10/15/22 12,108 11,737
5 Nvent Finance Sarl 3.950% 4/15/23 1,000 1,001
Owens Corning 4.200% 12/15/22 3,011 3,081
Precision Castparts Corp. 2.250% 6/15/20 7,250 7,174
Precision Castparts Corp. 2.500% 1/15/23 4,400 4,275
Raytheon Co. 4.400% 2/15/20 3,400 3,495
Raytheon Co. 3.125% 10/15/20 6,382 6,417
Raytheon Co. 2.500% 12/15/22 5,363 5,211
Republic Services Inc. 5.500% 9/15/19 5,665 5,889
Republic Services Inc. 5.000% 3/1/20 8,208 8,530
Republic Services Inc. 5.250% 11/15/21 2,729 2,918
Republic Services Inc. 3.550% 6/1/22 4,124 4,168
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,737
Rockwell Collins Inc. 1.950% 7/15/19 3,325 3,288
Rockwell Collins Inc. 2.800% 3/15/22 4,030 3,931

 

 

Roper Technologies Inc. 6.250% 9/1/19 2,095 2,194
Roper Technologies Inc. 3.000% 12/15/20 5,387 5,367
Roper Technologies Inc. 2.800% 12/15/21 7,751 7,619
Roper Technologies Inc. 3.125% 11/15/22 5,912 5,835
Stanley Black & Decker Inc. 3.400% 12/1/21 3,000 3,036
Stanley Black & Decker Inc. 2.900% 11/1/22 690 679
4 Stanley Black & Decker Inc. 5.750% 12/15/53 2,190 2,223
United Technologies Corp. 1.500% 11/1/19 6,400 6,294
United Technologies Corp. 4.500% 4/15/20 10,142 10,489
United Technologies Corp. 1.900% 5/4/20 6,285 6,162
United Technologies Corp. 1.950% 11/1/21 6,540 6,265
United Technologies Corp. 3.100% 6/1/22 14,371 14,252
Waste Management Inc. 4.750% 6/30/20 4,827 5,016
Waste Management Inc. 4.600% 3/1/21 2,703 2,813
Waste Management Inc. 2.900% 9/15/22 5,661 5,595
Xylem Inc. 4.875% 10/1/21 5,062 5,350
 
Communication (1.7%)        
21st Century Fox America Inc. 5.650% 8/15/20 6,333 6,708
21st Century Fox America Inc. 4.500% 2/15/21 6,225 6,490
21st Century Fox America Inc. 3.000% 9/15/22 7,225 7,129
Activision Blizzard Inc. 2.300% 9/15/21 7,425 7,168
Activision Blizzard Inc. 2.600% 6/15/22 1,575 1,529
America Movil SAB de CV 5.000% 10/16/19 6,200 6,392
America Movil SAB de CV 5.000% 3/30/20 16,428 16,963
America Movil SAB de CV 3.125% 7/16/22 11,828 11,660
American Tower Corp. 2.800% 6/1/20 5,929 5,879
American Tower Corp. 5.050% 9/1/20 4,573 4,757
American Tower Corp. 3.300% 2/15/21 7,555 7,530
American Tower Corp. 3.450% 9/15/21 6,569 6,573
American Tower Corp. 5.900% 11/1/21 3,787 4,102
American Tower Corp. 2.250% 1/15/22 2,880 2,755
American Tower Corp. 4.700% 3/15/22 3,440 3,596
American Tower Corp. 3.500% 1/31/23 7,300 7,256
AT&T Inc. 5.875% 10/1/19 5,800 6,053
AT&T Inc. 5.200% 3/15/20 10,356 10,775
AT&T Inc. 2.450% 6/30/20 28,387 28,047
AT&T Inc. 4.600% 2/15/21 5,207 5,392
AT&T Inc. 2.800% 2/17/21 14,198 14,062
AT&T Inc. 5.000% 3/1/21 10,094 10,600
AT&T Inc. 4.450% 5/15/21 6,502 6,733
AT&T Inc. 3.875% 8/15/21 8,854 9,014
AT&T Inc. 3.000% 2/15/22 11,021 10,876
AT&T Inc. 3.200% 3/1/22 8,525 8,477
AT&T Inc. 3.800% 3/15/22 5,735 5,814
AT&T Inc. 3.000% 6/30/22 22,375 21,951
AT&T Inc. 2.850% 2/14/23 12,500 12,531
AT&T Inc. 3.600% 2/17/23 7,250 7,274
CBS Corp. 2.300% 8/15/19 8,475 8,403
CBS Corp. 4.300% 2/15/21 1,800 1,848
CBS Corp. 3.375% 3/1/22 5,075 5,055
CBS Corp. 2.500% 2/15/23 3,000 2,851
Charter Communications Operating LLC / Charter        
Communications Operating Capital 3.579% 7/23/20 14,520 14,559
Charter Communications Operating LLC / Charter        
Communications Operating Capital 4.464% 7/23/22 25,416 25,873
Comcast Cable Communications Holdings Inc. 9.455% 11/15/22 5,009 6,313

 

 

Comcast Corp. 5.700% 7/1/19 2,195 2,272
Comcast Corp. 5.150% 3/1/20 10,409 10,828
Comcast Corp. 1.625% 1/15/22 4,788 4,527
Comcast Corp. 3.125% 7/15/22 4,124 4,113
Comcast Corp. 2.750% 3/1/23 8,000 7,772
Crown Castle International Corp. 3.400% 2/15/21 6,385 6,412
Crown Castle International Corp. 2.250% 9/1/21 7,601 7,338
Crown Castle International Corp. 4.875% 4/15/22 6,606 6,964
Crown Castle International Corp. 5.250% 1/15/23 12,586 13,369
Deutsche Telekom International Finance BV 6.000% 7/8/19 4,525 4,701
Discovery Communications LLC 5.625% 8/15/19 2,460 2,547
Discovery Communications LLC 2.200% 9/20/19 3,675 3,634
Discovery Communications LLC 4.375% 6/15/21 1,458 1,501
Discovery Communications LLC 3.300% 5/15/22 7,029 6,945
Discovery Communications LLC 2.950% 3/20/23 10,400 10,020
Electronic Arts Inc. 3.700% 3/1/21 7,825 7,937
Interpublic Group of Cos. Inc. 3.750% 2/15/23 2,750 2,759
Moody's Corp. 2.750% 7/15/19 7,201 7,207
Moody's Corp. 5.500% 9/1/20 3,452 3,643
Moody's Corp. 2.750% 12/15/21 3,556 3,487
Moody's Corp. 4.500% 9/1/22 250 261
5 Moody's Corp. 2.625% 1/15/23 2,150 2,077
NBCUniversal Media LLC 5.150% 4/30/20 24,724 25,774
NBCUniversal Media LLC 4.375% 4/1/21 16,673 17,285
NBCUniversal Media LLC 2.875% 1/15/23 12,100 11,835
Omnicom Group Inc. 6.250% 7/15/19 3,535 3,689
Omnicom Group Inc. 4.450% 8/15/20 9,335 9,608
Omnicom Group Inc. 3.625% 5/1/22 10,375 10,446
Orange SA 5.375% 7/8/19 4,240 4,368
Orange SA 1.625% 11/3/19 12,577 12,328
Orange SA 4.125% 9/14/21 7,194 7,447
RELX Capital Inc. 3.125% 10/15/22 3,907 3,841
RELX Capital Inc. 3.500% 3/16/23 8,000 8,000
Rogers Communications Inc. 3.000% 3/15/23 4,800 4,717
S&P Global Inc. 3.300% 8/14/20 5,025 5,046
Scripps Networks Interactive Inc. 2.750% 11/15/19 3,920 3,891
Scripps Networks Interactive Inc. 2.800% 6/15/20 3,650 3,601
Scripps Networks Interactive Inc. 3.500% 6/15/22 3,225 3,180
Telefonica Emisiones SAU 5.877% 7/15/19 1,475 1,530
Telefonica Emisiones SAU 5.134% 4/27/20 10,158 10,540
Telefonica Emisiones SAU 5.462% 2/16/21 12,010 12,779
Thomson Reuters Corp. 4.700% 10/15/19 350 360
Thomson Reuters Corp. 3.950% 9/30/21 1,775 1,803
Time Warner Cable LLC 8.250% 4/1/19 6,006 6,303
Time Warner Cable LLC 5.000% 2/1/20 8,225 8,433
Time Warner Cable LLC 4.125% 2/15/21 5,495 5,558
Time Warner Cable LLC 4.000% 9/1/21 10,029 10,070
Time Warner Entertainment Co. LP 8.375% 3/15/23 5,901 6,996
Time Warner Inc. 2.100% 6/1/19 5,425 5,378
Time Warner Inc. 4.875% 3/15/20 13,945 14,420
Time Warner Inc. 4.700% 1/15/21 5,963 6,189
Time Warner Inc. 4.750% 3/29/21 8,025 8,357
Time Warner Inc. 4.000% 1/15/22 3,000 3,061
Time Warner Inc. 3.400% 6/15/22 1,000 997
Verizon Communications Inc. 2.625% 2/21/20 11,043 10,992
Verizon Communications Inc. 3.450% 3/15/21 7,163 7,239
Verizon Communications Inc. 4.600% 4/1/21 10,507 10,945

 

 

Verizon Communications Inc. 1.750% 8/15/21 6,675 6,370
Verizon Communications Inc. 3.000% 11/1/21 9,912 9,842
Verizon Communications Inc. 3.500% 11/1/21 11,933 12,028
Verizon Communications Inc. 3.125% 3/16/22 19,708 19,549
Verizon Communications Inc. 2.450% 11/1/22 8,075 7,748
Verizon Communications Inc. 5.150% 9/15/23 6,000 6,477
Viacom Inc. 5.625% 9/15/19 4,000 4,151
Viacom Inc. 3.875% 12/15/21 4,156 4,215
Vodafone Group plc 5.450% 6/10/19 9,381 9,688
Vodafone Group plc 4.375% 3/16/21 3,330 3,440
Vodafone Group plc 2.500% 9/26/22 7,200 6,908
Vodafone Group plc 2.950% 2/19/23 11,123 10,781
Walt Disney Co. 1.850% 5/30/19 5,493 5,453
Walt Disney Co. 0.875% 7/12/19 7,450 7,293
Walt Disney Co. 1.950% 3/4/20 5,170 5,100
Walt Disney Co. 1.800% 6/5/20 7,000 6,871
Walt Disney Co. 2.150% 9/17/20 5,100 5,019
Walt Disney Co. 2.300% 2/12/21 5,489 5,409
Walt Disney Co. 3.750% 6/1/21 3,781 3,877
Walt Disney Co. 2.750% 8/16/21 5,475 5,443
Walt Disney Co. 2.550% 2/15/22 1,650 1,622
Walt Disney Co. 2.450% 3/4/22 3,050 2,987
WPP Finance 2010 4.750% 11/21/21 9,800 10,182
WPP Finance 2010 3.625% 9/7/22 1,295 1,295
 
Consumer Cyclical (2.1%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,190 1,248
Alibaba Group Holding Ltd. 2.500% 11/28/19 16,250 16,133
Alibaba Group Holding Ltd. 3.125% 11/28/21 10,350 10,331
Amazon.com Inc. 2.600% 12/5/19 10,731 10,733
5 Amazon.com Inc. 1.900% 8/21/20 7,200 7,051
Amazon.com Inc. 3.300% 12/5/21 6,825 6,917
Amazon.com Inc. 2.500% 11/29/22 7,696 7,509
5 Amazon.com Inc. 2.400% 2/22/23 7,100 6,847
American Honda Finance Corp. 1.200% 7/12/19 8,088 7,939
American Honda Finance Corp. 2.250% 8/15/19 7,252 7,208
American Honda Finance Corp. 2.000% 11/13/19 6,300 6,234
American Honda Finance Corp. 2.000% 2/14/20 11,200 11,033
American Honda Finance Corp. 1.950% 7/20/20 4,770 4,668
American Honda Finance Corp. 2.450% 9/24/20 9,271 9,193
American Honda Finance Corp. 2.650% 2/12/21 4,400 4,379
American Honda Finance Corp. 1.650% 7/12/21 6,865 6,588
American Honda Finance Corp. 1.700% 9/9/21 7,123 6,811
American Honda Finance Corp. 2.600% 11/16/22 4,300 4,223
Aptiv plc 3.150% 11/19/20 3,550 3,538
Automatic Data Processing Inc. 2.250% 9/15/20 8,563 8,459
AutoNation Inc. 5.500% 2/1/20 1,623 1,684
AutoNation Inc. 3.350% 1/15/21 5,650 5,638
AutoZone Inc. 1.625% 4/21/19 5,075 5,012
AutoZone Inc. 4.000% 11/15/20 475 486
AutoZone Inc. 2.500% 4/15/21 900 883
AutoZone Inc. 3.700% 4/15/22 1,516 1,532
Best Buy Co. Inc. 5.500% 3/15/21 1,650 1,739
Block Financial LLC 4.125% 10/1/20 6,000 6,099
Block Financial LLC 5.500% 11/1/22 2,500 2,645
Booking Holdings Inc. 2.750% 3/15/23 4,901 4,726
BorgWarner Inc. 4.625% 9/15/20 450 466

 

 

Carnival Corp. 3.950% 10/15/20 2,615 2,679
Costco Wholesale Corp. 1.700% 12/15/19 8,628 8,526
Costco Wholesale Corp. 1.750% 2/15/20 3,533 3,468
Costco Wholesale Corp. 2.150% 5/18/21 8,145 7,987
Costco Wholesale Corp. 2.250% 2/15/22 2,483 2,422
Costco Wholesale Corp. 2.300% 5/18/22 8,637 8,406
DR Horton Inc. 3.750% 3/1/19 4,243 4,272
DR Horton Inc. 2.550% 12/1/20 7,283 7,176
DR Horton Inc. 4.375% 9/15/22 583 602
DR Horton Inc. 4.750% 2/15/23 2,850 2,987
eBay Inc. 2.200% 8/1/19 7,612 7,554
eBay Inc. 2.150% 6/5/20 5,300 5,202
eBay Inc. 3.250% 10/15/20 700 703
eBay Inc. 2.875% 8/1/21 5,125 5,077
eBay Inc. 3.800% 3/9/22 5,402 5,492
eBay Inc. 2.600% 7/15/22 7,603 7,352
eBay Inc. 2.750% 1/30/23 7,284 7,033
Expedia Inc. 5.950% 8/15/20 10,722 11,344
Ford Motor Credit Co. LLC 2.021% 5/3/19 8,100 8,011
Ford Motor Credit Co. LLC 1.897% 8/12/19 2,750 2,706
Ford Motor Credit Co. LLC 2.597% 11/4/19 9,371 9,295
Ford Motor Credit Co. LLC 2.681% 1/9/20 9,800 9,704
Ford Motor Credit Co. LLC 8.125% 1/15/20 5,450 5,897
Ford Motor Credit Co. LLC 2.459% 3/27/20 7,290 7,174
Ford Motor Credit Co. LLC 3.157% 8/4/20 7,160 7,120
Ford Motor Credit Co. LLC 2.343% 11/2/20 12,800 12,445
Ford Motor Credit Co. LLC 3.200% 1/15/21 10,590 10,495
Ford Motor Credit Co. LLC 5.750% 2/1/21 9,425 9,956
Ford Motor Credit Co. LLC 3.336% 3/18/21 16,790 16,670
Ford Motor Credit Co. LLC 5.875% 8/2/21 10,160 10,819
Ford Motor Credit Co. LLC 3.219% 1/9/22 3,196 3,142
Ford Motor Credit Co. LLC 3.339% 3/28/22 14,250 14,011
Ford Motor Credit Co. LLC 2.979% 8/3/22 7,900 7,650
Ford Motor Credit Co. LLC 4.250% 9/20/22 9,585 9,738
General Motors Financial Co. Inc. 2.400% 5/9/19 12,553 12,470
General Motors Financial Co. Inc. 3.500% 7/10/19 11,875 11,939
General Motors Financial Co. Inc. 2.350% 10/4/19 1,255 1,241
General Motors Financial Co. Inc. 3.150% 1/15/20 6,270 6,257
General Motors Financial Co. Inc. 2.650% 4/13/20 775 765
General Motors Financial Co. Inc. 3.200% 7/13/20 22,144 22,064
General Motors Financial Co. Inc. 2.450% 11/6/20 7,006 6,843
General Motors Financial Co. Inc. 3.700% 11/24/20 7,526 7,576
General Motors Financial Co. Inc. 4.200% 3/1/21 10,539 10,738
General Motors Financial Co. Inc. 3.200% 7/6/21 12,877 12,766
General Motors Financial Co. Inc. 4.375% 9/25/21 16,154 16,543
General Motors Financial Co. Inc. 3.450% 1/14/22 11,733 11,656
General Motors Financial Co. Inc. 3.450% 4/10/22 9,537 9,443
General Motors Financial Co. Inc. 3.150% 6/30/22 5,297 5,176
General Motors Financial Co. Inc. 3.250% 1/5/23 1,225 1,194
Home Depot Inc. 2.000% 6/15/19 10,105 10,057
Home Depot Inc. 1.800% 6/5/20 4,000 3,931
Home Depot Inc. 3.950% 9/15/20 1,300 1,335
Home Depot Inc. 2.000% 4/1/21 11,862 11,554
Home Depot Inc. 4.400% 4/1/21 7,533 7,817
Home Depot Inc. 2.625% 6/1/22 8,969 8,826
JD.com Inc. 3.125% 4/29/21 3,700 3,627
Kohl's Corp. 4.000% 11/1/21 4,525 4,596

 

 

Kohl's Corp. 3.250% 2/1/23 1,360 1,334
Lowe's Cos. Inc. 1.150% 4/15/19 4,002 3,942
Lowe's Cos. Inc. 4.625% 4/15/20 5,950 6,108
Lowe's Cos. Inc. 3.750% 4/15/21 4,825 4,929
Lowe's Cos. Inc. 3.800% 11/15/21 1,300 1,333
Lowe's Cos. Inc. 3.120% 4/15/22 3,314 3,315
Macy's Retail Holdings Inc. 3.450% 1/15/21 3,050 3,040
Macy's Retail Holdings Inc. 3.875% 1/15/22 800 799
Macy's Retail Holdings Inc. 2.875% 2/15/23 9,425 8,875
Marriott International Inc. 3.375% 10/15/20 3,876 3,895
Marriott International Inc. 2.875% 3/1/21 1,625 1,609
Marriott International Inc. 3.125% 10/15/21 3,725 3,692
Marriott International Inc. 2.300% 1/15/22 2,815 2,704
Marriott International Inc. 3.250% 9/15/22 3,725 3,689
Mastercard Inc. 2.000% 4/1/19 4,300 4,280
Mastercard Inc. 2.000% 11/21/21 5,000 4,852
McDonald's Corp. 1.875% 5/29/19 3,945 3,915
McDonald's Corp. 2.200% 5/26/20 1,526 1,506
McDonald's Corp. 3.500% 7/15/20 2,499 2,538
McDonald's Corp. 2.750% 12/9/20 9,563 9,520
McDonald's Corp. 3.625% 5/20/21 6,118 6,237
McDonald's Corp. 2.625% 1/15/22 8,909 8,770
Nordstrom Inc. 4.750% 5/1/20 3,025 3,118
Nordstrom Inc. 4.000% 10/15/21 2,004 2,043
NVR Inc. 3.950% 9/15/22 2,762 2,819
O'Reilly Automotive Inc. 4.875% 1/14/21 2,435 2,536
O'Reilly Automotive Inc. 4.625% 9/15/21 2,210 2,305
PACCAR Financial Corp. 1.300% 5/10/19 3,575 3,533
PACCAR Financial Corp. 1.950% 2/27/20 275 272
PACCAR Financial Corp. 2.500% 8/14/20 2,000 1,991
PACCAR Financial Corp. 2.050% 11/13/20 3,000 2,949
PACCAR Financial Corp. 2.250% 2/25/21 2,725 2,672
PACCAR Financial Corp. 2.800% 3/1/21 2,000 2,002
PACCAR Financial Corp. 1.650% 8/11/21 75 72
PACCAR Financial Corp. 2.300% 8/10/22 2,200 2,136
QVC Inc. 3.125% 4/1/19 2,947 2,940
QVC Inc. 4.375% 3/15/23 8,051 8,044
Ralph Lauren Corp. 2.625% 8/18/20 1,902 1,893
Royal Caribbean Cruises Ltd. 2.650% 11/28/20 1,803 1,765
Royal Caribbean Cruises Ltd. 5.250% 11/15/22 4,775 5,097
Starbucks Corp. 2.200% 11/22/20 4,201 4,144
Starbucks Corp. 2.100% 2/4/21 8,935 8,748
Starbucks Corp. 2.700% 6/15/22 1,075 1,061
Starbucks Corp. 3.100% 3/1/23 5,725 5,719
Tapestry Inc. 3.000% 7/15/22 2,800 2,703
Target Corp. 2.300% 6/26/19 8,257 8,236
Target Corp. 3.875% 7/15/20 1,000 1,024
Target Corp. 2.900% 1/15/22 7,353 7,354
TJX Cos. Inc. 2.750% 6/15/21 6,005 5,977
Toyota Motor Credit Corp. 1.400% 5/20/19 9,673 9,540
Toyota Motor Credit Corp. 2.125% 7/18/19 10,298 10,229
Toyota Motor Credit Corp. 1.550% 10/18/19 9,650 9,493
Toyota Motor Credit Corp. 2.200% 1/10/20 5,500 5,467
Toyota Motor Credit Corp. 2.150% 3/12/20 12,030 11,880
Toyota Motor Credit Corp. 1.950% 4/17/20 8,731 8,586
Toyota Motor Credit Corp. 4.500% 6/17/20 2,000 2,073
Toyota Motor Credit Corp. 4.250% 1/11/21 3,025 3,130

 

 

Toyota Motor Credit Corp. 1.900% 4/8/21 10,975 10,657
Toyota Motor Credit Corp. 2.750% 5/17/21 4,275 4,251
Toyota Motor Credit Corp. 3.400% 9/15/21 7,515 7,617
Toyota Motor Credit Corp. 2.600% 1/11/22 8,540 8,423
Toyota Motor Credit Corp. 3.300% 1/12/22 1,057 1,067
Toyota Motor Credit Corp. 2.150% 9/8/22 9,800 9,418
Toyota Motor Credit Corp. 2.700% 1/11/23 5,000 4,895
VF Corp. 3.500% 9/1/21 2,000 2,037
Visa Inc. 2.200% 12/14/20 26,490 26,153
Visa Inc. 2.150% 9/15/22 5,889 5,667
Visa Inc. 2.800% 12/14/22 18,652 18,382
Walgreens Boots Alliance Inc. 2.700% 11/18/19 6,890 6,882
Walgreens Boots Alliance Inc. 3.300% 11/18/21 19,114 19,029
Walmart Inc. 1.750% 10/9/19 9,519 9,436
Walmart Inc. 3.250% 10/25/20 13,097 13,301
Walmart Inc. 1.900% 12/15/20 20,335 19,910
Walmart Inc. 2.350% 12/15/22 7,987 7,773
Western Union Co. 5.253% 4/1/20 200 208
Western Union Co. 3.600% 3/15/22 6,850 6,836
Wyndham Worldwide Corp. 4.250% 3/1/22 1,227 1,224
Wyndham Worldwide Corp. 3.900% 3/1/23 2,325 2,262
 
Consumer Noncyclical (4.2%)        
Abbott Laboratories 2.350% 11/22/19 13,734 13,669
Abbott Laboratories 2.000% 3/15/20 13,780 13,527
Abbott Laboratories 4.125% 5/27/20 6,075 6,222
Abbott Laboratories 2.800% 9/15/20 3,500 3,484
Abbott Laboratories 2.900% 11/30/21 20,622 20,395
Abbott Laboratories 2.550% 3/15/22 4,605 4,476
AbbVie Inc. 2.500% 5/14/20 27,299 26,968
AbbVie Inc. 2.300% 5/14/21 17,995 17,533
AbbVie Inc. 2.900% 11/6/22 22,482 21,938
AbbVie Inc. 3.200% 11/6/22 10,155 10,033
Actavis Inc. 3.250% 10/1/22 13,407 13,114
Agilent Technologies Inc. 5.000% 7/15/20 3,707 3,861
Agilent Technologies Inc. 3.200% 10/1/22 2,750 2,723
Allergan Funding SCS 2.450% 6/15/19 7,540 7,484
Allergan Funding SCS 3.000% 3/12/20 31,201 31,019
Allergan Funding SCS 3.450% 3/15/22 21,190 21,009
Allergan Inc. 3.375% 9/15/20 2,500 2,501
Altria Group Inc. 9.250% 8/6/19 7,488 8,136
Altria Group Inc. 2.625% 1/14/20 15,740 15,650
Altria Group Inc. 4.750% 5/5/21 11,043 11,532
Altria Group Inc. 2.850% 8/9/22 8,990 8,794
AmerisourceBergen Corp. 3.500% 11/15/21 4,150 4,174
Amgen Inc. 1.900% 5/10/19 7,352 7,303
Amgen Inc. 2.200% 5/22/19 18,988 18,881
Amgen Inc. 2.125% 5/1/20 6,523 6,411
Amgen Inc. 2.200% 5/11/20 8,310 8,178
Amgen Inc. 3.450% 10/1/20 6,146 6,207
Amgen Inc. 4.100% 6/15/21 7,305 7,514
Amgen Inc. 1.850% 8/19/21 5,655 5,414
Amgen Inc. 3.875% 11/15/21 9,355 9,572
Amgen Inc. 2.700% 5/1/22 2,100 2,050
Amgen Inc. 2.650% 5/11/22 7,603 7,402
Amgen Inc. 3.625% 5/15/22 5,720 5,783
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 52,222 51,797

 

 

Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 6,050 5,885
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 54,465 54,503
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 7,625 8,113
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 19,906 20,852
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 1,855 1,932
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,425 2,514
Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 9,285 9,461
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 23,434 22,742
Archer-Daniels-Midland Co. 4.479% 3/1/21 3,354 3,482
AstraZeneca plc 2.375% 11/16/20 9,832 9,691
AstraZeneca plc 2.375% 6/12/22 9,050 8,747
5 BAT Capital Corp. 2.297% 8/14/20 19,950 19,613
5 BAT Capital Corp. 2.764% 8/15/22 16,342 15,811
Baxalta Inc. 2.875% 6/23/20 2,705 2,686
Baxalta Inc. 3.600% 6/23/22 3,809 3,802
Baxter International Inc. 1.700% 8/15/21 3,300 3,153
Becton Dickinson & Co. 2.133% 6/6/19 5,600 5,541
Becton Dickinson & Co. 2.675% 12/15/19 9,786 9,731
Becton Dickinson & Co. 2.404% 6/5/20 7,950 7,797
Becton Dickinson & Co. 3.250% 11/12/20 4,723 4,713
5 Becton Dickinson & Co. 4.400% 1/15/21 2,295 2,342
Becton Dickinson & Co. 3.125% 11/8/21 7,290 7,171
Becton Dickinson & Co. 2.894% 6/6/22 12,967 12,579
Bio-Rad Laboratories Inc. 4.875% 12/15/20 3,075 3,196
Biogen Inc. 2.900% 9/15/20 16,924 16,838
Biogen Inc. 3.625% 9/15/22 2,713 2,739
Boston Scientific Corp. 6.000% 1/15/20 4,591 4,822
Boston Scientific Corp. 2.850% 5/15/20 4,975 4,952
Boston Scientific Corp. 3.375% 5/15/22 3,325 3,315
Bristol-Myers Squibb Co. 2.000% 8/1/22 10,035 9,629
Bunge Ltd. Finance Corp. 8.500% 6/15/19 5,343 5,684
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,940 2,957
Bunge Ltd. Finance Corp. 3.000% 9/25/22 9,425 9,112
Campbell Soup Co. 3.300% 3/15/21 10,235 10,295
Campbell Soup Co. 3.650% 3/15/23 10,000 10,003
Cardinal Health Inc. 1.948% 6/14/19 6,253 6,195
Cardinal Health Inc. 2.400% 11/15/19 75 75
Cardinal Health Inc. 4.625% 12/15/20 3,725 3,858
Cardinal Health Inc. 2.616% 6/15/22 11,970 11,513
Cardinal Health Inc. 3.200% 3/15/23 7,519 7,366
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 2,000 1,944
Celgene Corp. 2.250% 5/15/19 5,104 5,080
Celgene Corp. 2.875% 8/15/20 10,268 10,221
Celgene Corp. 3.950% 10/15/20 8,669 8,825
Celgene Corp. 2.875% 2/19/21 2,425 2,408
Celgene Corp. 2.250% 8/15/21 2,000 1,933
Celgene Corp. 3.250% 8/15/22 3,847 3,792
Celgene Corp. 3.550% 8/15/22 7,272 7,250
Celgene Corp. 2.750% 2/15/23 2,590 2,485
Celgene Corp. 3.250% 2/20/23 5,750 5,649
Church & Dwight Co. Inc. 2.450% 12/15/19 5,051 5,040
Church & Dwight Co. Inc. 2.450% 8/1/22 1,700 1,644
Clorox Co. 3.800% 11/15/21 4 4
Clorox Co. 3.050% 9/15/22 4,425 4,395
Coca-Cola Co. 1.375% 5/30/19 5,938 5,872
Coca-Cola Co. 1.875% 10/27/20 7,925 7,772
Coca-Cola Co. 2.450% 11/1/20 8,095 8,048

 

 

Coca-Cola Co. 3.150% 11/15/20 4,285 4,325
Coca-Cola Co. 1.550% 9/1/21 6,940 6,657
Coca-Cola Co. 3.300% 9/1/21 12,747 12,936
Coca-Cola Co. 2.200% 5/25/22 3,650 3,542
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,750 4,806
Coca-Cola Enterprises Inc. 4.500% 9/1/21 1,225 1,267
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 275 283
Colgate-Palmolive Co. 2.450% 11/15/21 2,665 2,633
Colgate-Palmolive Co. 2.300% 5/3/22 2,238 2,185
Colgate-Palmolive Co. 2.250% 11/15/22 3,450 3,363
Colgate-Palmolive Co. 1.950% 2/1/23 3,675 3,485
Conagra Brands Inc. 3.200% 1/25/23 250 248
Constellation Brands Inc. 2.000% 11/7/19 3,925 3,881
Constellation Brands Inc. 3.875% 11/15/19 7,051 7,171
Constellation Brands Inc. 2.250% 11/6/20 6,750 6,610
Constellation Brands Inc. 3.750% 5/1/21 4,228 4,288
Constellation Brands Inc. 2.700% 5/9/22 6,540 6,331
Constellation Brands Inc. 2.650% 11/7/22 1,000 966
Constellation Brands Inc. 3.200% 2/15/23 4,000 3,923
Covidien International Finance SA 4.200% 6/15/20 4,475 4,600
Covidien International Finance SA 3.200% 6/15/22 8,204 8,219
CVS Health Corp. 2.250% 8/12/19 3,978 3,940
CVS Health Corp. 3.125% 3/9/20 18,000 18,033
CVS Health Corp. 2.800% 7/20/20 28,811 28,606
CVS Health Corp. 3.350% 3/9/21 22,000 22,066
CVS Health Corp. 2.125% 6/1/21 12,936 12,471
CVS Health Corp. 3.500% 7/20/22 8,450 8,422
CVS Health Corp. 2.750% 12/1/22 5,296 5,090
CVS Health Corp. 4.750% 12/1/22 1,875 1,953
CVS Health Corp. 3.700% 3/9/23 33,395 33,568
Danaher Corp. 2.400% 9/15/20 3,752 3,723
Diageo Capital plc 4.828% 7/15/20 85 89
Diageo Investment Corp. 2.875% 5/11/22 11,296 11,145
Dignity Health California GO 2.637% 11/1/19 1,952 1,942
Eli Lilly & Co. 2.350% 5/15/22 2,325 2,266
Estee Lauder Cos. Inc. 1.800% 2/7/20 7,613 7,492
Estee Lauder Cos. Inc. 1.700% 5/10/21 5,575 5,373
Express Scripts Holding Co. 2.250% 6/15/19 8,007 7,962
Express Scripts Holding Co. 2.600% 11/30/20 8,710 8,563
Express Scripts Holding Co. 3.300% 2/25/21 9,500 9,481
Express Scripts Holding Co. 4.750% 11/15/21 12,566 13,090
Express Scripts Holding Co. 3.900% 2/15/22 9,220 9,327
Express Scripts Holding Co. 3.050% 11/30/22 10,600 10,395
Flowers Foods Inc. 4.375% 4/1/22 2,975 3,066
General Mills Inc. 2.200% 10/21/19 3,525 3,490
General Mills Inc. 3.150% 12/15/21 6,753 6,687
General Mills Inc. 2.600% 10/12/22 4,000 3,843
Gilead Sciences Inc. 2.050% 4/1/19 13,675 13,619
Gilead Sciences Inc. 1.850% 9/20/19 7,202 7,148
Gilead Sciences Inc. 2.350% 2/1/20 1,450 1,438
Gilead Sciences Inc. 2.550% 9/1/20 18,308 18,157
Gilead Sciences Inc. 4.500% 4/1/21 7,012 7,296
Gilead Sciences Inc. 4.400% 12/1/21 12,413 12,918
Gilead Sciences Inc. 1.950% 3/1/22 2,250 2,153
Gilead Sciences Inc. 3.250% 9/1/22 7,166 7,171
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 4,075 3,985
GlaxoSmithKline Capital plc 2.850% 5/8/22 6,627 6,555

 

 

Hasbro Inc. 3.150% 5/15/21 2,040 2,041
Hershey Co. 4.125% 12/1/20 1,450 1,494
Hillshire Brands Co. 4.100% 9/15/20 673 687
Ingredion Inc. 4.625% 11/1/20 2,100 2,177
JM Smucker Co. 2.200% 12/6/19 1,500 1,489
JM Smucker Co. 2.500% 3/15/20 10,206 10,107
JM Smucker Co. 3.500% 10/15/21 100 101
JM Smucker Co. 3.000% 3/15/22 3,000 2,968
Johnson & Johnson 1.875% 12/5/19 5,302 5,255
Johnson & Johnson 2.950% 9/1/20 3,095 3,116
Johnson & Johnson 1.950% 11/10/20 1,610 1,585
Johnson & Johnson 1.650% 3/1/21 8,310 8,085
Johnson & Johnson 3.550% 5/15/21 3,500 3,589
Johnson & Johnson 2.450% 12/5/21 995 983
Johnson & Johnson 2.250% 3/3/22 13,250 12,975
Johnson & Johnson 2.050% 3/1/23 5,295 5,094
Kaiser Foundation Hospitals 3.500% 4/1/22 1,830 1,860
Kellogg Co. 4.150% 11/15/19 1,201 1,227
Kellogg Co. 4.000% 12/15/20 5,663 5,800
Kimberly-Clark Corp. 1.900% 5/22/19 3,990 3,961
Kimberly-Clark Corp. 2.400% 3/1/22 825 804
Koninklijke Philips NV 3.750% 3/15/22 7,475 7,643
Kraft Foods Group Inc. 5.375% 2/10/20 5,770 6,003
Kraft Foods Group Inc. 3.500% 6/6/22 8,166 8,149
Kraft Heinz Foods Co. 2.800% 7/2/20 15,150 15,043
Kraft Heinz Foods Co. 3.500% 7/15/22 7,685 7,671
Kroger Co. 2.950% 11/1/21 300 296
Laboratory Corp. of America Holdings 2.625% 2/1/20 900 893
Laboratory Corp. of America Holdings 4.625% 11/15/20 125 129
Laboratory Corp. of America Holdings 3.200% 2/1/22 1,124 1,117
Laboratory Corp. of America Holdings 3.750% 8/23/22 4,315 4,361
Life Technologies Corp. 6.000% 3/1/20 5,305 5,584
Life Technologies Corp. 5.000% 1/15/21 225 234
McCormick & Co. Inc. 3.900% 7/15/21 265 271
McCormick & Co. Inc. 2.700% 8/15/22 3,056 2,972
McKesson Corp. 2.850% 3/15/23 1,980 1,905
Mead Johnson Nutrition Co. 4.900% 11/1/19 1,826 1,889
Mead Johnson Nutrition Co. 3.000% 11/15/20 7,688 7,673
Medco Health Solutions Inc. 4.125% 9/15/20 5,058 5,162
Medtronic Inc. 2.500% 3/15/20 33,266 33,068
Medtronic Inc. 4.450% 3/15/20 1,075 1,099
Medtronic Inc. 4.125% 3/15/21 2,321 2,389
Medtronic Inc. 3.125% 3/15/22 765 764
Medtronic Inc. 3.150% 3/15/22 19,753 19,786
Merck & Co. Inc. 1.850% 2/10/20 6,045 5,971
Merck & Co. Inc. 3.875% 1/15/21 9,550 9,830
Merck & Co. Inc. 2.350% 2/10/22 7,176 7,027
Merck & Co. Inc. 2.400% 9/15/22 9,967 9,738
Merck Sharp & Dohme Corp. 5.000% 6/30/19 6,565 6,769
Molson Coors Brewing Co. 1.450% 7/15/19 3,455 3,402
Molson Coors Brewing Co. 2.250% 3/15/20 5,823 5,740
Molson Coors Brewing Co. 2.100% 7/15/21 7,625 7,333
Molson Coors Brewing Co. 3.500% 5/1/22 2,925 2,938
Mylan NV 2.500% 6/7/19 5,176 5,132
Mylan NV 3.750% 12/15/20 1,247 1,255
Mylan NV 3.150% 6/15/21 13,909 13,670
Newell Brands Inc. 2.875% 12/1/19 5,851 5,858

 

 

Newell Brands Inc. 3.150% 4/1/21 12,570 12,452
Novartis Capital Corp. 1.800% 2/14/20 14,000 13,815
Novartis Capital Corp. 4.400% 4/24/20 7,135 7,393
Novartis Capital Corp. 2.400% 5/17/22 7,425 7,241
Novartis Capital Corp. 2.400% 9/21/22 11,037 10,724
PepsiCo Inc. 1.550% 5/2/19 8,113 8,046
PepsiCo Inc. 1.350% 10/4/19 3,778 3,717
PepsiCo Inc. 4.500% 1/15/20 1,600 1,650
PepsiCo Inc. 1.850% 4/30/20 9,287 9,128
PepsiCo Inc. 2.150% 10/14/20 19,235 18,956
PepsiCo Inc. 3.125% 11/1/20 4,549 4,592
PepsiCo Inc. 2.000% 4/15/21 9,000 8,781
PepsiCo Inc. 3.000% 8/25/21 5,000 5,022
PepsiCo Inc. 1.700% 10/6/21 10,912 10,481
PepsiCo Inc. 2.750% 3/5/22 5,702 5,665
PepsiCo Inc. 2.250% 5/2/22 5,159 5,015
PepsiCo Inc. 3.100% 7/17/22 2,965 2,974
PepsiCo Inc. 2.750% 3/1/23 10,000 9,858
PerkinElmer Inc. 5.000% 11/15/21 3,000 3,151
Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,603 2,614
Perrigo Finance Unlimited Co. 3.500% 12/15/21 1,169 1,160
Pfizer Inc. 2.100% 5/15/19 13,204 13,163
Pfizer Inc. 1.450% 6/3/19 8,458 8,368
Pfizer Inc. 1.700% 12/15/19 13,465 13,296
Pfizer Inc. 5.200% 8/12/20 1,570 1,659
Pfizer Inc. 1.950% 6/3/21 955 933
Pfizer Inc. 2.200% 12/15/21 11,144 10,887
Philip Morris International Inc. 2.000% 2/21/20 7,130 7,025
Philip Morris International Inc. 4.500% 3/26/20 4,486 4,622
Philip Morris International Inc. 1.875% 2/25/21 8,921 8,622
Philip Morris International Inc. 4.125% 5/17/21 1,920 1,976
Philip Morris International Inc. 2.900% 11/15/21 5,644 5,582
Philip Morris International Inc. 2.625% 2/18/22 4,280 4,201
Philip Morris International Inc. 2.375% 8/17/22 5,128 4,937
Philip Morris International Inc. 2.500% 8/22/22 5,162 4,984
Philip Morris International Inc. 2.500% 11/2/22 8,495 8,189
4 Procter & Gamble - Esop 9.360% 1/1/21 3,204 3,494
Procter & Gamble Co. 1.750% 10/25/19 10,976 10,885
Procter & Gamble Co. 1.900% 11/1/19 4,843 4,806
Procter & Gamble Co. 1.900% 10/23/20 6,775 6,656
Procter & Gamble Co. 1.850% 2/2/21 2,175 2,124
Procter & Gamble Co. 1.700% 11/3/21 7,610 7,326
Procter & Gamble Co. 2.300% 2/6/22 6,172 6,044
Quest Diagnostics Inc. 2.700% 4/1/19 8,417 8,420
Quest Diagnostics Inc. 2.500% 3/30/20 2,990 2,961
Quest Diagnostics Inc. 4.700% 4/1/21 349 364
Reynolds American Inc. 8.125% 6/23/19 2,475 2,627
Reynolds American Inc. 6.875% 5/1/20 1,925 2,068
Reynolds American Inc. 3.250% 6/12/20 14,233 14,256
Reynolds American Inc. 4.000% 6/12/22 4,621 4,686
Sanofi 4.000% 3/29/21 14,845 15,240
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 28,716 28,258
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 28,164 27,120
Stryker Corp. 4.375% 1/15/20 3,585 3,676
Stryker Corp. 2.625% 3/15/21 9,455 9,342
Sysco Corp. 1.900% 4/1/19 4,542 4,516
Sysco Corp. 2.600% 10/1/20 1,120 1,111

 

 

Sysco Corp. 2.500% 7/15/21 2,975 2,919
Sysco Corp. 2.600% 6/12/22 4,950 4,811
The Kroger Co. 1.500% 9/30/19 4,138 4,051
The Kroger Co. 6.150% 1/15/20 6,199 6,534
The Kroger Co. 3.300% 1/15/21 7,950 7,983
The Kroger Co. 2.600% 2/1/21 2,370 2,326
The Kroger Co. 3.400% 4/15/22 750 747
The Kroger Co. 2.800% 8/1/22 3,975 3,867
Thermo Fisher Scientific Inc. 4.700% 5/1/20 1,375 1,424
Thermo Fisher Scientific Inc. 4.500% 3/1/21 6,830 7,098
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,900 7,984
Thermo Fisher Scientific Inc. 3.300% 2/15/22 2,001 1,995
Thermo Fisher Scientific Inc. 3.150% 1/15/23 5,300 5,213
Tupperware Brands Corp. 4.750% 6/1/21 4,378 4,494
Tyson Foods Inc. 2.650% 8/15/19 8,118 8,115
Tyson Foods Inc. 2.250% 8/23/21 7,115 6,853
Tyson Foods Inc. 4.500% 6/15/22 5,479 5,682
Unilever Capital Corp. 1.800% 5/5/20 935 920
Unilever Capital Corp. 2.100% 7/30/20 1,200 1,185
Unilever Capital Corp. 4.250% 2/10/21 6,112 6,326
Unilever Capital Corp. 1.375% 7/28/21 6,525 6,184
Unilever Capital Corp. 2.200% 5/5/22 6,000 5,807
Whirlpool Corp. 4.850% 6/15/21 2,190 2,295
Whirlpool Corp. 4.700% 6/1/22 2,148 2,259
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,275 1,310
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 13,357 13,212
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 4,477 4,379
Zimmer Biomet Holdings Inc. 3.700% 3/19/23 3,000 3,005
Zoetis Inc. 3.450% 11/13/20 3,225 3,247
Zoetis Inc. 3.250% 2/1/23 10,125 10,025
 
Energy (2.0%)        
Anadarko Petroleum Corp. 6.950% 6/15/19 4,126 4,313
Anadarko Petroleum Corp. 4.850% 3/15/21 8,765 9,108
Andeavor Logistics LP / Tesoro Logistics Finance        
Corp. 5.500% 10/15/19 1,293 1,329
Andeavor Logistics LP / Tesoro Logistics Finance        
Corp. 3.500% 12/1/22 3,175 3,115
Apache Corp. 3.625% 2/1/21 4,000 4,031
Apache Corp. 3.250% 4/15/22 10,428 10,275
Baker Hughes a GE Co. LLC 3.200% 8/15/21 5,070 5,079
Baker Hughes a GE Co. LLC / Baker Hughes Co-        
Obligor Inc. 2.773% 12/15/22 11,250 10,944
Boardwalk Pipelines LP 5.750% 9/15/19 4,120 4,267
Boardwalk Pipelines LP 3.375% 2/1/23 550 532
BP Capital Markets plc 1.676% 5/3/19 869 861
BP Capital Markets plc 2.237% 5/10/19 18,755 18,712
BP Capital Markets plc 1.768% 9/19/19 4,802 4,737
BP Capital Markets plc 2.521% 1/15/20 2,917 2,907
BP Capital Markets plc 2.315% 2/13/20 14,649 14,584
BP Capital Markets plc 4.500% 10/1/20 9,063 9,460
BP Capital Markets plc 4.742% 3/11/21 10,400 10,884
BP Capital Markets plc 2.112% 9/16/21 10,175 9,860
BP Capital Markets plc 3.062% 3/17/22 13,785 13,738
BP Capital Markets plc 3.245% 5/6/22 13,046 13,037
BP Capital Markets plc 2.520% 9/19/22 3,000 2,911
BP Capital Markets plc 2.500% 11/6/22 15,384 14,855

 

 

Buckeye Partners LP 4.875% 2/1/21 2,610 2,679
Canadian Natural Resources Ltd. 3.450% 11/15/21 110 110
Canadian Natural Resources Ltd. 2.950% 1/15/23 10,600 10,293
Cenovus Energy Inc. 5.700% 10/15/19 13,955 14,426
Cenovus Energy Inc. 3.000% 8/15/22 2,504 2,407
Chevron Corp. 1.561% 5/16/19 5,852 5,789
Chevron Corp. 2.193% 11/15/19 16,971 16,869
Chevron Corp. 1.961% 3/3/20 10,489 10,348
Chevron Corp. 1.991% 3/3/20 8,625 8,518
Chevron Corp. 2.427% 6/24/20 12,974 12,899
Chevron Corp. 2.419% 11/17/20 11,240 11,132
Chevron Corp. 2.100% 5/16/21 12,531 12,222
Chevron Corp. 2.411% 3/3/22 1,000 979
Chevron Corp. 2.498% 3/3/22 6,665 6,534
Chevron Corp. 2.355% 12/5/22 9,265 8,969
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,000 1,000
ConocoPhillips Co. 2.400% 12/15/22 900 863
Devon Energy Corp. 4.000% 7/15/21 575 585
Devon Energy Corp. 3.250% 5/15/22 11,668 11,511
Dominion Energy Gas Holdings LLC 2.500% 12/15/19 8,628 8,597
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 7,495 7,425
Enable Midstream Partners LP 2.400% 5/15/19 3,092 3,065
Enbridge Energy Partners LP 4.375% 10/15/20 5,498 5,605
Enbridge Energy Partners LP 4.200% 9/15/21 1,125 1,141
Enbridge Inc. 2.900% 7/15/22 4,600 4,467
Encana Corp. 6.500% 5/15/19 4,153 4,304
Encana Corp. 3.900% 11/15/21 1,925 1,950
Energy Transfer LP 9.000% 4/15/19 7,743 8,167
Energy Transfer LP 4.150% 10/1/20 7,523 7,620
Energy Transfer LP 4.650% 6/1/21 2,825 2,904
Energy Transfer LP 5.200% 2/1/22 6,925 7,269
Energy Transfer LP 3.600% 2/1/23 7,200 7,018
EnLink Midstream Partners LP 2.700% 4/1/19 2,324 2,308
Enterprise Products Operating LLC 2.550% 10/15/19 4,634 4,599
Enterprise Products Operating LLC 5.250% 1/31/20 3,536 3,670
Enterprise Products Operating LLC 5.200% 9/1/20 3,193 3,330
Enterprise Products Operating LLC 2.800% 2/15/21 5,800 5,736
Enterprise Products Operating LLC 2.850% 4/15/21 10,000 9,879
Enterprise Products Operating LLC 4.050% 2/15/22 2,518 2,576
Enterprise Products Operating LLC 3.350% 3/15/23 8,967 8,937
4 Enterprise Products Operating LLC 4.875% 8/16/77 1,500 1,474
EOG Resources Inc. 5.625% 6/1/19 5,070 5,226
EOG Resources Inc. 2.450% 4/1/20 3,200 3,169
EOG Resources Inc. 4.100% 2/1/21 9,990 10,216
EOG Resources Inc. 2.625% 3/15/23 4,778 4,601
EQT Corp. 8.125% 6/1/19 6,830 7,232
EQT Corp. 2.500% 10/1/20 2,402 2,350
EQT Corp. 4.875% 11/15/21 975 1,015
EQT Corp. 3.000% 10/1/22 1,515 1,465
Exxon Mobil Corp. 1.912% 3/6/20 26,526 26,169
Exxon Mobil Corp. 2.222% 3/1/21 28,442 28,035
Exxon Mobil Corp. 2.397% 3/6/22 4,204 4,121
Halliburton Co. 3.250% 11/15/21 2,806 2,813
Husky Energy Inc. 7.250% 12/15/19 1,500 1,602
Husky Energy Inc. 3.950% 4/15/22 625 636
Kinder Morgan Energy Partners LP 6.850% 2/15/20 3,850 4,093
Kinder Morgan Energy Partners LP 6.500% 4/1/20 15,115 16,009

 

 

Kinder Morgan Energy Partners LP 5.300% 9/15/20 200 208
Kinder Morgan Energy Partners LP 3.500% 3/1/21 7,960 7,962
Kinder Morgan Energy Partners LP 5.800% 3/1/21 2,300 2,437
Kinder Morgan Energy Partners LP 5.000% 10/1/21 5,251 5,452
Kinder Morgan Energy Partners LP 3.950% 9/1/22 525 529
Kinder Morgan Energy Partners LP 3.450% 2/15/23 10,249 10,000
Kinder Morgan Inc. 3.050% 12/1/19 5,719 5,717
Kinder Morgan Inc. 6.500% 9/15/20 2,225 2,371
Kinder Morgan Inc. 3.150% 1/15/23 50 48
Magellan Midstream Partners LP 6.550% 7/15/19 1,065 1,110
Magellan Midstream Partners LP 4.250% 2/1/21 3 3
Marathon Oil Corp. 2.700% 6/1/20 7,933 7,817
Marathon Petroleum Corp. 3.400% 12/15/20 5,155 5,200
Marathon Petroleum Corp. 5.125% 3/1/21 10,654 11,204
MPLX LP 3.375% 3/15/23 3,500 3,462
Nabors Industries Inc. 9.250% 1/15/19 925 963
National Fuel Gas Co. 4.900% 12/1/21 2,125 2,204
National Fuel Gas Co. 3.750% 3/1/23 2,816 2,804
National Oilwell Varco Inc. 2.600% 12/1/22 15,368 14,667
Noble Energy Inc. 5.625% 5/1/21 950 964
Noble Energy Inc. 4.150% 12/15/21 15,315 15,609
Occidental Petroleum Corp. 4.100% 2/1/21 11,453 11,778
Occidental Petroleum Corp. 3.125% 2/15/22 7,598 7,573
Occidental Petroleum Corp. 2.600% 4/15/22 3,678 3,597
Occidental Petroleum Corp. 2.700% 2/15/23 3,450 3,374
ONEOK Inc. 4.250% 2/1/22 10,400 10,630
ONEOK Partners LP 3.800% 3/15/20 250 252
ONEOK Partners LP 3.375% 10/1/22 3,762 3,716
Phillips 66 4.300% 4/1/22 15,135 15,655
Phillips 66 Partners LP 2.646% 2/15/20 1,600 1,584
Pioneer Natural Resources Co. 7.500% 1/15/20 4,000 4,301
Pioneer Natural Resources Co. 3.450% 1/15/21 3,885 3,901
Pioneer Natural Resources Co. 3.950% 7/15/22 3,565 3,625
Plains All American Pipeline LP / PAA Finance Corp. 2.600% 12/15/19 4,557 4,495
Plains All American Pipeline LP / PAA Finance Corp. 5.750% 1/15/20 7,110 7,388
Plains All American Pipeline LP / PAA Finance Corp. 5.000% 2/1/21 4,975 5,132
Plains All American Pipeline LP / PAA Finance Corp. 3.650% 6/1/22 1,000 986
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.750% 9/1/20 4,543 4,753
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.875% 3/1/22 9,219 9,830
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.000% 10/1/22 3,772 3,932
Sabine Pass Liquefaction LLC 5.625% 2/1/21 25,385 26,686
Sabine Pass Liquefaction LLC 6.250% 3/15/22 8,990 9,743
Shell International Finance BV 1.375% 5/10/19 12,250 12,099
Shell International Finance BV 1.375% 9/12/19 14,700 14,439
Shell International Finance BV 4.300% 9/22/19 15,250 15,598
Shell International Finance BV 2.125% 5/11/20 26,297 25,880
Shell International Finance BV 2.250% 11/10/20 9,708 9,561
Shell International Finance BV 1.875% 5/10/21 8,950 8,651
Shell International Finance BV 1.750% 9/12/21 10,450 10,022
Shell International Finance BV 2.375% 8/21/22 12,609 12,235
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 8,800 8,978
Total Capital International SA 2.100% 6/19/19 9,853 9,781
Total Capital International SA 2.750% 6/19/21 1,975 1,958
Total Capital International SA 2.875% 2/17/22 7,835 7,777

 

 

Total Capital International SA 2.700% 1/25/23 2,675 2,613
Total Capital SA 4.450% 6/24/20 14,418 14,888
Total Capital SA 4.125% 1/28/21 2,975 3,065
Total Capital SA 4.250% 12/15/21 6,635 6,910
TransCanada PipeLines Ltd. 2.125% 11/15/19 5,490 5,430
TransCanada PipeLines Ltd. 3.800% 10/1/20 1,585 1,614
Valero Energy Corp. 6.125% 2/1/20 2,543 2,681
Western Gas Partners LP 5.375% 6/1/21 4,882 5,098
Western Gas Partners LP 4.000% 7/1/22 7,222 7,237
Williams Partners LP 5.250% 3/15/20 20,210 20,953
Williams Partners LP 4.125% 11/15/20 2,596 2,640
Williams Partners LP 4.000% 11/15/21 7,421 7,500
Williams Partners LP 3.600% 3/15/22 3,425 3,408
Williams Partners LP 3.350% 8/15/22 6,059 5,942
 
Other Industrial (0.0%)        
Cintas Corp. No 2 2.900% 4/1/22 2,325 2,295
Yale University Connecticut GO 2.086% 4/15/19 3,550 3,539
 
Technology (2.4%)        
Adobe Systems Inc. 4.750% 2/1/20 6,425 6,653
Alphabet Inc. 3.625% 5/19/21 3,772 3,878
Amphenol Corp. 2.200% 4/1/20 5,542 5,460
Analog Devices Inc. 2.850% 3/12/20 2,000 1,997
Analog Devices Inc. 2.500% 12/5/21 3,060 2,981
Apple Inc. 2.100% 5/6/19 14,691 14,652
Apple Inc. 1.100% 8/2/19 8,399 8,258
Apple Inc. 1.500% 9/12/19 7,287 7,198
Apple Inc. 1.800% 11/13/19 5,749 5,694
Apple Inc. 1.550% 2/7/20 14,279 14,017
Apple Inc. 1.900% 2/7/20 7,962 7,866
Apple Inc. 2.000% 5/6/20 10,489 10,362
Apple Inc. 1.800% 5/11/20 7,520 7,401
Apple Inc. 2.000% 11/13/20 8,725 8,571
Apple Inc. 2.250% 2/23/21 23,114 22,769
Apple Inc. 2.850% 5/6/21 22,597 22,596
Apple Inc. 1.550% 8/4/21 13,455 12,906
Apple Inc. 2.150% 2/9/22 8,745 8,497
Apple Inc. 2.500% 2/9/22 15,810 15,562
Apple Inc. 2.300% 5/11/22 14,098 13,739
Apple Inc. 2.700% 5/13/22 8,825 8,732
Apple Inc. 2.850% 2/23/23 14,091 13,955
Applied Materials Inc. 2.625% 10/1/20 6,472 6,442
Applied Materials Inc. 4.300% 6/15/21 3,700 3,841
Arrow Electronics Inc. 3.500% 4/1/22 2,500 2,473
Arrow Electronics Inc. 4.500% 3/1/23 1,249 1,283
Autodesk Inc. 3.125% 6/15/20 1,975 1,981
Avnet Inc. 5.875% 6/15/20 755 791
Avnet Inc. 3.750% 12/1/21 4,300 4,301
Avnet Inc. 4.875% 12/1/22 1,950 2,021
Baidu Inc. 2.750% 6/9/19 7,100 7,076
Baidu Inc. 3.000% 6/30/20 3,550 3,530
Baidu Inc. 2.875% 7/6/22 7,625 7,396
Baidu Inc. 3.500% 11/28/22 5,780 5,747
Broadcom Corp. / Broadcom Cayman Finance Ltd. 2.375% 1/15/20 20,447 20,165
Broadcom Corp. / Broadcom Cayman Finance Ltd. 2.200% 1/15/21 6,800 6,598
Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.000% 1/15/22 27,850 27,288

 

 

Broadcom Corp. / Broadcom Cayman Finance Ltd. 2.650% 1/15/23 8,825 8,405
CA Inc. 5.375% 12/1/19 4,026 4,175
CA Inc. 3.600% 8/1/20 4,301 4,335
CA Inc. 3.600% 8/15/22 2,575 2,593
Cisco Systems Inc. 1.400% 9/20/19 5,597 5,513
Cisco Systems Inc. 4.450% 1/15/20 17,069 17,601
Cisco Systems Inc. 2.450% 6/15/20 21,594 21,458
Cisco Systems Inc. 2.200% 2/28/21 10,568 10,376
Cisco Systems Inc. 2.900% 3/4/21 3,265 3,274
Cisco Systems Inc. 1.850% 9/20/21 16,047 15,474
Cisco Systems Inc. 3.000% 6/15/22 2,575 2,571
Cisco Systems Inc. 2.600% 2/28/23 4,000 3,902
Corning Inc. 6.625% 5/15/19 5,090 5,301
Corning Inc. 4.250% 8/15/20 907 930
5 Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 3.480% 6/1/19 27,245 27,409
5 Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 4.420% 6/15/21 38,463 39,452
DXC Technology Co. 2.875% 3/27/20 4,120 4,098
Equifax Inc. 3.300% 12/15/22 3,955 3,919
Fidelity National Information Services Inc. 3.625% 10/15/20 7,370 7,464
Fidelity National Information Services Inc. 2.250% 8/15/21 13,910 13,447
Fiserv Inc. 2.700% 6/1/20 6,980 6,949
Fiserv Inc. 4.625% 10/1/20 3,023 3,138
Fiserv Inc. 3.500% 10/1/22 6,928 6,958
Flex Ltd. 4.625% 2/15/20 3,508 3,593
Flex Ltd. 5.000% 2/15/23 3,307 3,471
Hewlett Packard Enterprise Co. 3.600% 10/15/20 24,573 24,806
Hewlett Packard Enterprise Co. 4.400% 10/15/22 14,091 14,592
HP Inc. 3.750% 12/1/20 650 658
HP Inc. 4.375% 9/15/21 10,600 10,989
HP Inc. 4.050% 9/15/22 2,413 2,479
IBM Credit LLC 1.625% 9/6/19 5,002 4,944
IBM Credit LLC 1.800% 1/20/21 5,425 5,271
IBM Credit LLC 2.650% 2/5/21 6,000 5,970
IBM Credit LLC 2.200% 9/8/22 4,500 4,317
IBM Credit LLC 3.000% 2/6/23 6,000 5,932
Intel Corp. 1.850% 5/11/20 3,650 3,587
Intel Corp. 2.450% 7/29/20 4,780 4,749
Intel Corp. 1.700% 5/19/21 3,600 3,475
Intel Corp. 3.300% 10/1/21 11,331 11,510
Intel Corp. 2.350% 5/11/22 5,350 5,226
Intel Corp. 3.100% 7/29/22 9,120 9,155
Intel Corp. 2.700% 12/15/22 10,854 10,682
International Business Machines Corp. 1.875% 5/15/19 703 699
International Business Machines Corp. 1.800% 5/17/19 19,361 19,198
International Business Machines Corp. 8.375% 11/1/19 350 382
International Business Machines Corp. 1.900% 1/27/20 6,722 6,623
International Business Machines Corp. 1.625% 5/15/20 4,350 4,249
International Business Machines Corp. 2.250% 2/19/21 7,529 7,390
International Business Machines Corp. 2.500% 1/27/22 7,085 6,947
International Business Machines Corp. 1.875% 8/1/22 3,875 3,679
International Business Machines Corp. 2.875% 11/9/22 5,575 5,488
Jabil Inc. 5.625% 12/15/20 2,616 2,761
Juniper Networks Inc. 3.300% 6/15/20 1,550 1,551
Juniper Networks Inc. 4.600% 3/15/21 1,625 1,681
Keysight Technologies Inc. 3.300% 10/30/19 3,201 3,206
KLA-Tencor Corp. 4.125% 11/1/21 3,171 3,247
Lam Research Corp. 2.750% 3/15/20 3,655 3,643

 

 

Lam Research Corp. 2.800% 6/15/21 5,735 5,658
Maxim Integrated Products Inc. 3.375% 3/15/23 3,599 3,560
Microsoft Corp. 4.200% 6/1/19 9,613 9,818
Microsoft Corp. 1.100% 8/8/19 18,062 17,758
Microsoft Corp. 1.850% 2/6/20 6,061 5,995
Microsoft Corp. 1.850% 2/12/20 11,717 11,603
Microsoft Corp. 3.000% 10/1/20 6,454 6,512
Microsoft Corp. 2.000% 11/3/20 16,444 16,168
Microsoft Corp. 4.000% 2/8/21 260 269
Microsoft Corp. 1.550% 8/8/21 21,795 20,909
Microsoft Corp. 2.400% 2/6/22 14,594 14,328
Microsoft Corp. 2.375% 2/12/22 14,289 14,010
Microsoft Corp. 2.650% 11/3/22 8,874 8,759
Microsoft Corp. 2.125% 11/15/22 5,356 5,166
Motorola Solutions Inc. 3.500% 9/1/21 950 951
Motorola Solutions Inc. 3.750% 5/15/22 6,757 6,743
Motorola Solutions Inc. 3.500% 3/1/23 5,000 4,908
NetApp Inc. 2.000% 9/27/19 5,201 5,140
NetApp Inc. 3.375% 6/15/21 1,975 1,973
NVIDIA Corp. 2.200% 9/16/21 8,320 8,113
Oracle Corp. 5.000% 7/8/19 13,481 13,915
Oracle Corp. 2.250% 10/8/19 15,422 15,343
Oracle Corp. 3.875% 7/15/20 7,375 7,563
Oracle Corp. 2.800% 7/8/21 2,965 2,948
Oracle Corp. 1.900% 9/15/21 35,504 34,277
Oracle Corp. 2.500% 5/15/22 17,110 16,668
Oracle Corp. 2.500% 10/15/22 19,037 18,546
Oracle Corp. 2.625% 2/15/23 3,175 3,097
Pitney Bowes Inc. 3.625% 10/1/21 3,820 3,640
Pitney Bowes Inc. 4.125% 5/15/22 2,800 2,648
QUALCOMM Inc. 1.850% 5/20/19 9,215 9,147
QUALCOMM Inc. 2.100% 5/20/20 12,850 12,700
QUALCOMM Inc. 2.250% 5/20/20 12,847 12,658
QUALCOMM Inc. 3.000% 5/20/22 14,626 14,405
QUALCOMM Inc. 2.600% 1/30/23 10,900 10,414
5 Seagate HDD Cayman 4.250% 3/1/22 5,650 5,579
Tech Data Corp. 3.700% 2/15/22 3,960 3,907
Texas Instruments Inc. 1.650% 8/3/19 3,713 3,667
Texas Instruments Inc. 1.750% 5/1/20 800 784
Texas Instruments Inc. 2.750% 3/12/21 3,765 3,752
Texas Instruments Inc. 1.850% 5/15/22 3,950 3,779
Total System Services Inc. 3.800% 4/1/21 10,495 10,604
Tyco Electronics Group SA 2.350% 8/1/19 3,546 3,517
Tyco Electronics Group SA 4.875% 1/15/21 5,727 6,000
Verisk Analytics Inc. 5.800% 5/1/21 3,365 3,611
Verisk Analytics Inc. 4.125% 9/12/22 2,525 2,599
VMware Inc. 2.300% 8/21/20 11,300 10,993
VMware Inc. 2.950% 8/21/22 11,362 10,929
Xerox Corp. 5.625% 12/15/19 4,075 4,224
Xerox Corp. 2.800% 5/15/20 2,725 2,695
Xerox Corp. 2.750% 9/1/20 1,500 1,471
Xerox Corp. 4.500% 5/15/21 7,600 7,745
Xerox Corp. 4.070% 3/17/22 264 264
Xerox Corp. 3.625% 3/15/23 7,000 6,832
Xilinx Inc. 3.000% 3/15/21 1,570 1,561

 

 

Transportation (0.4%)        
4 American Airlines 2013-2 Class A Pass Through        
Trust 4.950% 7/15/24 8,357 8,685
Burlington Northern Santa Fe LLC 4.700% 10/1/19 2,453 2,521
Burlington Northern Santa Fe LLC 3.600% 9/1/20 1,175 1,191
Burlington Northern Santa Fe LLC 3.450% 9/15/21 5,150 5,216
Burlington Northern Santa Fe LLC 3.050% 3/15/22 2,900 2,897
Burlington Northern Santa Fe LLC 3.050% 9/1/22 4,729 4,724
Burlington Northern Santa Fe LLC 3.000% 3/15/23 12,496 12,391
Canadian National Railway Co. 2.400% 2/3/20 2,000 1,994
Canadian National Railway Co. 2.850% 12/15/21 2,710 2,700
Canadian Pacific Railway Co. 7.250% 5/15/19 6,780 7,115
Canadian Pacific Railway Co. 9.450% 8/1/21 2,700 3,204
4 Continental Airlines 2007-1 Class A Pass Through        
Trust 5.983% 10/19/23 1,815 1,934
4 Continental Airlines 2009-2 Class A Pass Through        
Trust 7.250% 5/10/21 2,190 2,313
4 Continental Airlines 2010-1 Class A Pass Through        
Trust 4.750% 7/12/22 1,341 1,377
CSX Corp. 3.700% 10/30/20 407 414
CSX Corp. 4.250% 6/1/21 3,325 3,430
4 Delta Air Lines 2007-1 Class A Pass Through Trust 6.821% 2/10/24 2,313 2,559
4 Delta Air Lines 2009-1 Class A Pass Through Trust 7.750% 6/17/21 1,362 1,442
4 Delta Air Lines 2010-2 Class A Pass Through Trust 4.950% 11/23/20 1,005 1,017
4 Delta Air Lines 2012-1 Class A Pass Through Trust 4.750% 11/7/21 757 774
Delta Air Lines Inc. 2.875% 3/13/20 6,830 6,781
Delta Air Lines Inc. 2.600% 12/4/20 2,000 1,958
Delta Air Lines Inc. 3.625% 3/15/22 9,000 8,958
FedEx Corp. 2.300% 2/1/20 3,224 3,193
FedEx Corp. 2.625% 8/1/22 2,505 2,447
JB Hunt Transport Services Inc. 3.300% 8/15/22 251 249
Norfolk Southern Corp. 5.900% 6/15/19 2,874 2,976
Norfolk Southern Corp. 3.250% 12/1/21 5,183 5,198
Norfolk Southern Corp. 3.000% 4/1/22 6,467 6,430
Norfolk Southern Corp. 2.903% 2/15/23 3,186 3,140
4 Northwest Airlines 2007-1 Class A Pass Through        
Trust 7.027% 5/1/21 892 939
Ryder System Inc. 2.550% 6/1/19 1,400 1,397
Ryder System Inc. 2.450% 9/3/19 3,960 3,944
Ryder System Inc. 2.500% 5/11/20 3,800 3,754
Ryder System Inc. 2.875% 9/1/20 1,850 1,837
Ryder System Inc. 2.250% 9/1/21 1,660 1,603
Ryder System Inc. 3.400% 3/1/23 7,300 7,276
Southwest Airlines Co. 2.750% 11/6/19 4,600 4,592
Southwest Airlines Co. 2.650% 11/5/20 1,670 1,654
Southwest Airlines Co. 2.750% 11/16/22 2,400 2,354
Union Pacific Corp. 1.800% 2/1/20 4,700 4,619
Union Pacific Corp. 2.250% 6/19/20 7,400 7,311
Union Pacific Corp. 4.000% 2/1/21 3,900 4,004
Union Pacific Corp. 4.163% 7/15/22 750 779
Union Pacific Corp. 2.950% 1/15/23 1,375 1,364
United Parcel Service Inc. 5.125% 4/1/19 14,721 15,077
United Parcel Service Inc. 3.125% 1/15/21 6,384 6,426
United Parcel Service Inc. 2.050% 4/1/21 8,900 8,694
United Parcel Service Inc. 2.350% 5/16/22 6,487 6,319
United Parcel Service Inc. 2.450% 10/1/22 6,865 6,670
        7,516,737

 

 

Utilities (1.1%)        
Electric (1.0%)        
Alabama Power Co. 2.450% 3/30/22 5,215 5,086
Ameren Corp. 2.700% 11/15/20 6,875 6,793
American Electric Power Co. Inc. 2.150% 11/13/20 3,290 3,218
American Electric Power Co. Inc. 2.950% 12/15/22 1,735 1,702
Appalachian Power Co. 4.600% 3/30/21 2,842 2,958
Baltimore Gas & Electric Co. 3.500% 11/15/21 2,150 2,176
Berkshire Hathaway Energy Co. 2.400% 2/1/20 5,180 5,150
5 Berkshire Hathaway Energy Co. 2.375% 1/15/21 2,925 2,870
5 Berkshire Hathaway Energy Co. 2.800% 1/15/23 2,700 2,644
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,315 2,232
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 1,131 1,084
CenterPoint Energy Inc. 2.500% 9/1/22 3,750 3,633
CMS Energy Corp. 8.750% 6/15/19 1,835 1,960
CMS Energy Corp. 6.250% 2/1/20 1,200 1,264
CMS Energy Corp. 5.050% 3/15/22 3,575 3,769
Commonwealth Edison Co. 4.000% 8/1/20 4,126 4,216
Commonwealth Edison Co. 3.400% 9/1/21 4,000 4,046
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 3,500 3,635
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 947 977
Consolidated Edison Inc. 2.000% 3/15/20 4,335 4,255
Consolidated Edison Inc. 2.000% 5/15/21 4,880 4,706
Constellation Energy Group Inc. 5.150% 12/1/20 3,673 3,827
Consumers Energy Co. 6.700% 9/15/19 400 422
Consumers Energy Co. 2.850% 5/15/22 1,250 1,234
Dominion Energy Inc. 2.962% 7/1/19 7,200 7,219
Dominion Energy Inc. 1.600% 8/15/19 1,000 986
Dominion Energy Inc. 5.200% 8/15/19 1,650 1,702
Dominion Energy Inc. 2.500% 12/1/19 5,025 4,983
Dominion Energy Inc. 2.579% 7/1/20 4,500 4,444
Dominion Energy Inc. 4.450% 3/15/21 6,489 6,680
Dominion Energy Inc. 2.000% 8/15/21 300 287
Dominion Energy Inc. 2.750% 1/15/22 2,700 2,627
Dominion Energy Inc. 2.750% 9/15/22 5,048 4,874
DTE Electric Co. 3.450% 10/1/20 2,155 2,180
DTE Energy Co. 1.500% 10/1/19 4,331 4,249
DTE Energy Co. 2.400% 12/1/19 3,075 3,054
DTE Energy Co. 3.300% 6/15/22 2,060 2,057
Duke Energy Carolinas LLC 4.300% 6/15/20 3,300 3,397
Duke Energy Carolinas LLC 3.900% 6/15/21 2,612 2,673
Duke Energy Carolinas LLC 2.500% 3/15/23 3,700 3,597
Duke Energy Carolinas LLC 3.050% 3/15/23 5,000 4,981
Duke Energy Corp. 5.050% 9/15/19 3,343 3,451
Duke Energy Corp. 1.800% 9/1/21 5,155 4,906
Duke Energy Corp. 3.550% 9/15/21 4,850 4,894
Duke Energy Corp. 2.400% 8/15/22 2,700 2,591
Duke Energy Corp. 3.050% 8/15/22 5,671 5,588
4 Duke Energy Florida LLC 2.100% 12/15/19 1,991 1,980
Duke Energy Florida LLC 3.100% 8/15/21 2,000 1,999
Duke Energy Indiana LLC 3.750% 7/15/20 3,964 4,045
Duke Energy Ohio Inc. 5.450% 4/1/19 3,824 3,930
Duke Energy Progress Llc 3.000% 9/15/21 2,265 2,263
Duke Energy Progress Llc 2.800% 5/15/22 4,716 4,672
Edison International 2.125% 4/15/20 2,901 2,843
Edison International 2.400% 9/15/22 3,975 3,848
Edison International 2.950% 3/15/23 2,711 2,616

 

 

Emera US Finance LP 2.150% 6/15/19 5,109 5,070
Emera US Finance LP 2.700% 6/15/21 7,770 7,592
Entergy Arkansas Inc. 3.750% 2/15/21 2,500 2,548
Entergy Corp. 5.125% 9/15/20 3,175 3,292
Entergy Corp. 4.000% 7/15/22 4,817 4,900
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 500 510
Eversource Energy 4.500% 11/15/19 2,477 2,541
Eversource Energy 2.500% 3/15/21 4,000 3,933
Eversource Energy 2.750% 3/15/22 3,485 3,409
Exelon Corp. 2.850% 6/15/20 8,578 8,497
Exelon Corp. 2.450% 4/15/21 3,862 3,748
Exelon Corp. 3.497% 6/1/22 3,410 3,374
Exelon Generation Co. LLC 5.200% 10/1/19 5,178 5,346
Exelon Generation Co. LLC 2.950% 1/15/20 7,585 7,555
Exelon Generation Co. LLC 4.000% 10/1/20 4,587 4,664
Exelon Generation Co. LLC 3.400% 3/15/22 4,350 4,332
Exelon Generation Co. LLC 4.250% 6/15/22 4,405 4,536
FirstEnergy Corp. 2.850% 7/15/22 4,175 4,043
FirstEnergy Corp. 4.250% 3/15/23 10,204 10,389
Fortis Inc. 2.100% 10/4/21 7,943 7,594
Georgia Power Co. 2.000% 3/30/20 2,402 2,370
Georgia Power Co. 2.000% 9/8/20 3,825 3,737
Georgia Power Co. 2.400% 4/1/21 6,200 6,087
Georgia Power Co. 2.850% 5/15/22 1,000 983
Great Plains Energy Inc. 4.850% 6/1/21 3,175 3,280
5 ITC Holdings Corp. 2.700% 11/15/22 3,861 3,733
Kansas City Power & Light Co. 7.150% 4/1/19 4,175 4,353
Kansas City Power & Light Co. 3.150% 3/15/23 1,740 1,709
LG&E & KU Energy LLC 3.750% 11/15/20 6,771 6,859
LG&E & KU Energy LLC 4.375% 10/1/21 25 26
National Rural Utilities Cooperative Finance Corp. 1.500% 11/1/19 3,602 3,541
National Rural Utilities Cooperative Finance Corp. 2.300% 11/15/19 1,130 1,126
National Rural Utilities Cooperative Finance Corp. 2.000% 1/27/20 7,575 7,487
National Rural Utilities Cooperative Finance Corp. 2.300% 11/1/20 2,685 2,654
National Rural Utilities Cooperative Finance Corp. 2.900% 3/15/21 2,200 2,194
National Rural Utilities Cooperative Finance Corp. 3.050% 2/15/22 4,342 4,321
National Rural Utilities Cooperative Finance Corp. 2.400% 4/25/22 4,400 4,262
National Rural Utilities Cooperative Finance Corp. 2.700% 2/15/23 2,500 2,419
NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 6,060 6,033
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 3,230 3,214
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 5,950 5,957
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 3,500 3,625
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 3,680 3,573
Northern States Power Co. 2.200% 8/15/20 2,745 2,705
Ohio Power Co. 5.375% 10/1/21 575 618
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 4,635 4,603
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 1,025 1,060
Pacific Gas & Electric Co. 3.500% 10/1/20 6,985 7,032
Pacific Gas & Electric Co. 4.250% 5/15/21 2,890 2,960
Pacific Gas & Electric Co. 2.450% 8/15/22 1,825 1,746
PacifiCorp 3.850% 6/15/21 2,710 2,776
PacifiCorp 2.950% 2/1/22 4,619 4,620
PECO Energy Co. 1.700% 9/15/21 2,145 2,050
Pennsylvania Electric Co. 5.200% 4/1/20 1,550 1,605
Pinnacle West Capital Corp. 2.250% 11/30/20 2,800 2,735
PNM Resources Inc. 3.250% 3/9/21 2,200 2,197
Portland General Electric Co. 6.100% 4/15/19 2,330 2,405

 

 

PPL Capital Funding Inc. 4.200% 6/15/22 25 26
PPL Capital Funding Inc. 3.500% 12/1/22 910 909
Progress Energy Inc. 4.875% 12/1/19 2,711 2,804
Progress Energy Inc. 4.400% 1/15/21 4,422 4,540
Progress Energy Inc. 3.150% 4/1/22 3,000 2,964
PSEG Power LLC 5.125% 4/15/20 3,037 3,158
PSEG Power LLC 3.000% 6/15/21 2,000 1,991
Public Service Co. of Colorado 5.125% 6/1/19 2,925 3,000
Public Service Co. of Colorado 3.200% 11/15/20 2,300 2,316
Public Service Co. of Oklahoma 5.150% 12/1/19 1,725 1,787
Public Service Electric & Gas Co. 1.900% 3/15/21 2,931 2,841
Public Service Enterprise Group Inc. 1.600% 11/15/19 4,301 4,217
Public Service Enterprise Group Inc. 2.650% 11/15/22 5,500 5,313
Puget Energy Inc. 6.500% 12/15/20 4,075 4,400
Puget Energy Inc. 6.000% 9/1/21 3,500 3,760
Puget Energy Inc. 5.625% 7/15/22 3,200 3,434
San Diego Gas & Electric Co. 3.000% 8/15/21 2,572 2,567
SCANA Corp. 4.750% 5/15/21 2,190 2,232
Southern California Edison Co. 2.900% 3/1/21 4,000 4,000
Southern California Edison Co. 3.875% 6/1/21 3,790 3,882
4 Southern California Edison Co. 1.845% 2/1/22 2,317 2,226
Southern California Edison Co. 2.400% 2/1/22 1,000 972
Southern Co. 1.850% 7/1/19 7,394 7,324
Southern Co. 2.150% 9/1/19 3,575 3,539
Southern Co. 2.750% 6/15/20 6,895 6,842
Southern Co. 2.350% 7/1/21 11,109 10,789
4 Southern Co. 5.500% 3/15/57 2,250 2,320
Southern Power Co. 1.950% 12/15/19 4,552 4,491
Southern Power Co. 2.375% 6/1/20 2,000 1,966
Southern Power Co. 2.500% 12/15/21 3,500 3,389
Tampa Electric Co. 5.400% 5/15/21 1,900 2,018
TECO Finance Inc. 5.150% 3/15/20 4,275 4,427
TransAlta Corp. 4.500% 11/15/22 3,675 3,699
Virginia Electric & Power Co. 2.950% 1/15/22 5,445 5,402
Virginia Electric & Power Co. 2.750% 3/15/23 4,820 4,710
WEC Energy Group Inc. 2.450% 6/15/20 2,618 2,587
Wisconsin Electric Power Co. 2.950% 9/15/21 1,075 1,070
Xcel Energy Inc. 4.700% 5/15/20 5,335 5,477
Xcel Energy Inc. 2.400% 3/15/21 8,000 7,845
Xcel Energy Inc. 2.600% 3/15/22 2,175 2,122
 
Natural Gas (0.1%)        
CenterPoint Energy Resources Corp. 4.500% 1/15/21 3,209 3,307
CenterPoint Energy Resources Corp. 3.550% 4/1/23 2,200 2,206
NiSource Finance Corp. 5.450% 9/15/20 1,300 1,367
NiSource Finance Corp. 2.650% 11/17/22 2,625 2,540
Sempra Energy 1.625% 10/7/19 7,775 7,650
Sempra Energy 2.400% 2/1/20 3,725 3,686
Sempra Energy 2.400% 3/15/20 3,443 3,400
Sempra Energy 2.850% 11/15/20 4,778 4,739
Sempra Energy 2.875% 10/1/22 5,004 4,895
Southern Co. Gas Capital Corp. 5.250% 8/15/19 225 232
Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,277 2,275
        583,654
Total Corporate Bonds (Cost $13,992,269)       13,769,440

 

 

Sovereign Bonds (8.2%)        
African Development Bank 1.000% 5/15/19 4,000 3,946
African Development Bank 1.375% 2/12/20 5,650 5,546
African Development Bank 1.875% 3/16/20 19,293 19,077
African Development Bank 2.625% 3/22/21 15,000 14,993
African Development Bank 1.250% 7/26/21 14,110 13,478
African Development Bank 2.375% 9/23/21 8,250 8,169
African Development Bank 2.125% 11/16/22 23,000 22,347
Agricultural Bank of China Ltd. 2.750% 5/21/20 2,100 2,080
Asian Development Bank 1.875% 4/12/19 7,975 7,945
Asian Development Bank 1.000% 8/16/19 6,940 6,820
Asian Development Bank 1.750% 1/10/20 16,250 16,072
Asian Development Bank 1.500% 1/22/20 12,605 12,405
Asian Development Bank 1.375% 3/23/20 11,500 11,272
Asian Development Bank 1.625% 5/5/20 32,795 32,233
Asian Development Bank 1.625% 8/26/20 13,220 12,958
Asian Development Bank 2.250% 1/20/21 8,000 7,933
Asian Development Bank 1.625% 3/16/21 22,600 21,983
Asian Development Bank 1.750% 6/8/21 22,575 21,965
Asian Development Bank 2.125% 11/24/21 7,300 7,167
Asian Development Bank 2.000% 2/16/22 21,200 20,655
Asian Development Bank 1.875% 2/18/22 23,250 22,562
Asian Development Bank 1.875% 8/10/22 19,735 19,052
Asian Development Bank 1.750% 9/13/22 24,500 23,468
Asian Development Bank 2.750% 3/17/23 33,545 33,447
Canada 2.000% 11/15/22 22,500 21,826
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 7,625 7,542
Corp. Andina de Fomento 2.000% 5/10/19 5,250 5,212
Corp. Andina de Fomento 8.125% 6/4/19 9,855 10,473
Corp. Andina de Fomento 2.200% 7/18/20 8,000 7,892
Corp. Andina de Fomento 4.375% 6/15/22 22,827 23,896
Corp. Andina de Fomento 2.750% 1/6/23 11,150 10,918
Council Of Europe Development Bank 1.500% 5/17/19 15,600 15,464
Council Of Europe Development Bank 1.750% 11/14/19 3,020 2,988
Council Of Europe Development Bank 1.875% 1/27/20 5,000 4,951
Council Of Europe Development Bank 1.625% 3/10/20 10,640 10,470
Council Of Europe Development Bank 1.625% 3/16/21 7,700 7,481
Council Of Europe Development Bank 2.625% 2/13/23 2,500 2,482
Ecopetrol SA 7.625% 7/23/19 10,880 11,498
European Bank for Reconstruction & Development 1.750% 6/14/19 9,030 8,975
European Bank for Reconstruction & Development 0.875% 7/22/19 18,140 17,804
European Bank for Reconstruction & Development 1.750% 11/26/19 8,500 8,417
European Bank for Reconstruction & Development 1.500% 3/16/20 7,650 7,518
European Bank for Reconstruction & Development 1.125% 8/24/20 430 416
European Bank for Reconstruction & Development 2.000% 2/1/21 23,142 22,771
European Bank for Reconstruction & Development 1.875% 7/15/21 14,800 14,437
European Bank for Reconstruction & Development 1.500% 11/2/21 9,750 9,353
European Bank for Reconstruction & Development 1.875% 2/23/22 9,035 8,757
European Bank for Reconstruction & Development 2.750% 3/7/23 9,500 9,496
European Investment Bank 1.250% 5/15/19 19,295 19,081
European Investment Bank 1.750% 6/17/19 48,435 48,135
European Investment Bank 1.125% 8/15/19 54,500 53,612
European Investment Bank 1.250% 12/16/19 26,135 25,651
European Investment Bank 1.625% 3/16/20 15,900 15,647
European Investment Bank 1.750% 5/15/20 11,000 10,837
European Investment Bank 1.375% 6/15/20 25,835 25,226
European Investment Bank 1.625% 8/14/20 30,875 30,229

 

 

European Investment Bank 2.875% 9/15/20 4,500 4,535
European Investment Bank 1.625% 12/15/20 24,365 23,761
European Investment Bank 4.000% 2/16/21 13,770 14,307
European Investment Bank 2.000% 3/15/21 33,400 32,824
European Investment Bank 2.500% 4/15/21 26,925 26,830
European Investment Bank 2.375% 5/13/21 18,500 18,365
European Investment Bank 1.625% 6/15/21 42,000 40,698
European Investment Bank 1.375% 9/15/21 17,125 16,380
European Investment Bank 2.125% 10/15/21 22,370 21,959
European Investment Bank 2.250% 3/15/22 29,700 29,154
European Investment Bank 2.375% 6/15/22 40,600 40,009
European Investment Bank 2.250% 8/15/22 27,325 26,751
European Investment Bank 2.000% 12/15/22 13,825 13,345
European Investment Bank 2.500% 3/15/23 41,575 40,976
5 Export Development Canada 1.500% 4/4/19 1,300 1,289
6 Export Development Canada 1.750% 8/19/19 6,800 6,746
Export Development Canada 1.000% 9/13/19 750 735
6 Export Development Canada 1.625% 12/3/19 12,450 12,296
Export Development Canada 1.625% 1/17/20 3,190 3,147
Export Development Canada 1.625% 6/1/20 3,000 2,945
Export Development Canada 2.000% 11/30/20 14,665 14,471
Export Development Canada 1.500% 5/26/21 18,800 18,172
Export Development Canada 1.375% 10/21/21 14,700 14,044
Export Development Canada 2.500% 1/24/23 6,000 5,926
Export Development Canada 2.750% 3/15/23 11,000 10,981
Export-Import Bank of Korea 1.750% 5/26/19 2,750 2,712
Export-Import Bank of Korea 2.375% 8/12/19 4,900 4,859
Export-Import Bank of Korea 1.500% 10/21/19 10,400 10,158
Export-Import Bank of Korea 2.250% 1/21/20 750 739
Export-Import Bank of Korea 2.125% 1/25/20 3,500 3,441
Export-Import Bank of Korea 5.125% 6/29/20 7,400 7,706
Export-Import Bank of Korea 2.500% 11/1/20 700 689
Export-Import Bank of Korea 2.625% 12/30/20 6,250 6,144
Export-Import Bank of Korea 4.000% 1/29/21 12,484 12,747
Export-Import Bank of Korea 2.125% 2/11/21 5,300 5,137
Export-Import Bank of Korea 2.500% 5/10/21 4,000 3,905
Export-Import Bank of Korea 4.375% 9/15/21 10,060 10,399
Export-Import Bank of Korea 1.875% 10/21/21 8,000 7,613
Export-Import Bank of Korea 5.000% 4/11/22 7,050 7,462
Export-Import Bank of Korea 3.000% 11/1/22 6,500 6,371
FMS Wertmanagement 2.750% 3/6/23 10,500 10,474
FMS Wertmanagement AoeR 1.000% 8/16/19 22,000 21,591
7 FMS Wertmanagement AoeR 1.750% 1/24/20 15,000 14,816
FMS Wertmanagement AoeR 1.750% 3/17/20 8,500 8,386
FMS Wertmanagement AoeR 1.375% 6/8/21 1,800 1,729
FMS Wertmanagement AoeR 2.000% 8/1/22 14,935 14,472
Hydro-Quebec 9.400% 2/1/21 2,025 2,375
Hydro-Quebec 8.400% 1/15/22 4,825 5,707
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 6,500 6,502
Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 5,000 4,884
Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 5,500 5,360
Inter-American Development Bank 1.000% 5/13/19 21,900 21,598
Inter-American Development Bank 1.125% 9/12/19 7,250 7,125
Inter-American Development Bank 3.875% 9/17/19 17,602 17,980
Inter-American Development Bank 1.250% 10/15/19 210 207
Inter-American Development Bank 1.750% 10/15/19 18,250 18,095
Inter-American Development Bank 3.875% 2/14/20 9,635 9,891

 

 

Inter-American Development Bank 1.625% 5/12/20 42,855 42,123
Inter-American Development Bank 1.875% 6/16/20 34,220 33,799
Inter-American Development Bank 2.125% 11/9/20 12,900 12,759
Inter-American Development Bank 1.875% 3/15/21 24,326 23,848
Inter-American Development Bank 2.125% 1/18/22 38,000 37,212
Inter-American Development Bank 1.750% 4/14/22 25,880 24,924
Inter-American Development Bank 1.750% 9/14/22 11,400 10,933
Inter-American Development Bank 2.500% 1/18/23 19,825 19,609
International Bank for Reconstruction & Development 1.375% 4/22/19 10,500 10,395
International Bank for Reconstruction & Development 1.250% 4/26/19 1,000 989
International Bank for Reconstruction & Development 1.250% 7/26/19 31,565 31,136
International Bank for Reconstruction & Development 0.875% 8/15/19 45,550 44,672
International Bank for Reconstruction & Development 1.200% 9/30/19 1,000 984
International Bank for Reconstruction & Development 1.875% 10/7/19 27,925 27,723
International Bank for Reconstruction & Development 1.125% 11/27/19 26,350 25,828
International Bank for Reconstruction & Development 1.375% 3/30/20 18,000 17,645
International Bank for Reconstruction & Development 1.875% 4/21/20 73,720 72,914
International Bank for Reconstruction & Development 1.125% 8/10/20 1,500 1,453
International Bank for Reconstruction & Development 1.625% 9/4/20 18,255 17,895
International Bank for Reconstruction & Development 2.125% 11/1/20 17,275 17,105
International Bank for Reconstruction & Development 1.625% 3/9/21 16,135 15,698
International Bank for Reconstruction & Development 1.375% 5/24/21 21,880 21,063
International Bank for Reconstruction & Development 2.250% 6/24/21 23,050 22,772
International Bank for Reconstruction & Development 1.375% 9/20/21 31,300 29,977
International Bank for Reconstruction & Development 2.125% 12/13/21 8,065 7,908
International Bank for Reconstruction & Development 2.000% 1/26/22 33,260 32,405
International Bank for Reconstruction & Development 1.625% 2/10/22 35,900 34,519
International Bank for Reconstruction & Development 1.875% 10/7/22 3,350 3,230
International Bank for Reconstruction & Development 7.625% 1/19/23 2,857 3,476
International Bank for Reconstruction & Development 2.125% 2/13/23 175 170
International Finance Corp. 1.750% 9/16/19 19,925 19,739
International Finance Corp. 1.750% 3/30/20 23,685 23,366
International Finance Corp. 1.625% 7/16/20 9,475 9,296
International Finance Corp. 2.250% 1/25/21 17,500 17,353
International Finance Corp. 1.125% 7/20/21 4,100 3,907
8 Japan Bank for International Cooperation 1.750% 5/29/19 11,950 11,848
8 Japan Bank for International Cooperation 2.250% 2/24/20 9,000 8,930
8 Japan Bank for International Cooperation 1.750% 5/28/20 19,250 18,869
8 Japan Bank for International Cooperation 2.125% 6/1/20 12,000 11,844
8 Japan Bank for International Cooperation 2.125% 7/21/20 2,100 2,069
8 Japan Bank for International Cooperation 2.125% 11/16/20 26,940 26,476
8 Japan Bank for International Cooperation 1.875% 4/20/21 4,750 4,616
8 Japan Bank for International Cooperation 1.500% 7/21/21 15,700 14,998
8 Japan Bank for International Cooperation 2.000% 11/4/21 14,875 14,395
8 Japan Bank for International Cooperation 2.500% 6/1/22 10,825 10,596
8 Japan Bank for International Cooperation 2.375% 7/21/22 8,300 8,094
8 Japan Bank for International Cooperation 2.375% 11/16/22 6,760 6,569
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 200 206
7 KFW 1.875% 4/1/19 19,270 19,197
7 KFW 4.875% 6/17/19 25,985 26,765
7 KFW 1.000% 7/15/19 34,550 33,988
7 KFW 1.500% 9/9/19 28,200 27,847
7 KFW 1.250% 9/30/19 29,620 29,147
7 KFW 1.750% 10/15/19 12,250 12,130
7 KFW 2.250% 11/5/19 29,500 29,342
7 KFW 4.000% 1/27/20 21,350 21,943
7 KFW 1.750% 3/31/20 8,850 8,731

 

 

7 KFW 1.500% 4/20/20 49,470 48,492
7 KFW 1.625% 5/29/20 30,230 29,668
7 KFW 1.875% 6/30/20 31,450 31,026
7 KFW 2.750% 9/8/20 25,475 25,611
7 KFW 2.750% 10/1/20 12,650 12,701
7 KFW 1.875% 11/30/20 1,625 1,595
7 KFW 1.875% 12/15/20 1,375 1,350
7 KFW 1.625% 3/15/21 23,650 22,979
7 KFW 2.625% 4/12/21 32,000 31,948
7 KFW 1.500% 6/15/21 40,100 38,716
7 KFW 2.375% 8/25/21 18,000 17,826
7 KFW 1.750% 9/15/21 20,000 19,382
7 KFW 2.000% 11/30/21 47,730 46,551
7 KFW 2.625% 1/25/22 34,780 34,656
7 KFW 2.125% 3/7/22 38,525 37,699
7 KFW 2.000% 10/4/22 26,950 26,084
7 KFW 2.375% 12/29/22 34,070 33,590
7 KFW 2.125% 1/17/23 32,925 31,944
Korea Development Bank 1.375% 9/12/19 2,500 2,445
Korea Development Bank 2.500% 1/13/21 7,800 7,647
Korea Development Bank 4.625% 11/16/21 5,850 6,101
Korea Development Bank 2.625% 2/27/22 11,600 11,272
Korea Development Bank 3.000% 9/14/22 60 59
Korea Development Bank 3.375% 3/12/23 9,000 8,952
Korea Development Bank 2.750% 3/19/23 3,700 3,572
7 Landwirtschaftliche Rentenbank 1.750% 4/15/19 8,225 8,175
7 Landwirtschaftliche Rentenbank 1.375% 10/23/19 5,400 5,320
7 Landwirtschaftliche Rentenbank 2.250% 10/1/21 4,650 4,584
7 Landwirtschaftliche Rentenbank 2.000% 12/6/21 12,925 12,610
Nexen Energy ULC 6.200% 7/30/19 3,510 3,649
Nordic Investment Bank 1.875% 6/14/19 3,900 3,881
Nordic Investment Bank 1.500% 8/9/19 13,500 13,351
Nordic Investment Bank 1.500% 9/29/20 8,700 8,485
Nordic Investment Bank 1.625% 11/20/20 5,400 5,273
Nordic Investment Bank 2.250% 2/1/21 7,500 7,437
Nordic Investment Bank 1.250% 8/2/21 7,850 7,499
Nordic Investment Bank 2.125% 2/1/22 8,800 8,606
North American Development Bank 4.375% 2/11/20 675 690
North American Development Bank 2.400% 10/26/22 2,500 2,429
9 Oesterreichische Kontrollbank AG 1.125% 4/26/19 18,550 18,298
9 Oesterreichische Kontrollbank AG 1.750% 1/24/20 11,530 11,391
9 Oesterreichische Kontrollbank AG 1.375% 2/10/20 9,060 8,837
9 Oesterreichische Kontrollbank AG 1.500% 10/21/20 5,430 5,283
9 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,300 10,086
9 Oesterreichische Kontrollbank AG 2.375% 10/1/21 1,000 989
9 Oesterreichische Kontrollbank AG 2.875% 3/13/23 7,000 7,013
Petroleos Mexicanos 8.000% 5/3/19 2,945 3,095
Petroleos Mexicanos 6.000% 3/5/20 4,422 4,619
Petroleos Mexicanos 5.500% 1/21/21 33,210 34,538
Petroleos Mexicanos 6.375% 2/4/21 28,910 30,817
Petroleos Mexicanos 4.875% 1/24/22 15,575 15,955
Petroleos Mexicanos 5.375% 3/13/22 8,530 8,864
Petroleos Mexicanos 3.500% 1/30/23 17,965 17,228
Province of Alberta 1.900% 12/6/19 22,175 21,916
Province of Alberta 2.200% 7/26/22 13,250 12,853
Province of British Columbia 2.650% 9/22/21 3,900 3,887
Province of British Columbia 2.000% 10/23/22 1,020 983

 

 

Province of Manitoba 1.750% 5/30/19 5,725 5,684
Province of Manitoba 9.250% 4/1/20 1,500 1,679
Province of Manitoba 2.050% 11/30/20 9,700 9,523
Province of Manitoba 2.100% 9/6/22 475 458
Province of New Brunswick 2.500% 12/12/22 4,000 3,911
Province of Ontario 1.250% 6/17/19 14,025 13,822
Province of Ontario 1.650% 9/27/19 17,325 17,108
Province of Ontario 4.000% 10/7/19 12,850 13,129
Province of Ontario 4.400% 4/14/20 3,275 3,391
Province of Ontario 2.500% 9/10/21 13,550 13,386
Province of Ontario 2.400% 2/8/22 10,550 10,343
Province of Ontario 2.250% 5/18/22 33,000 32,054
Province of Ontario 2.450% 6/29/22 12,950 12,661
Province of Ontario 2.200% 10/3/22 1,225 1,184
Province of Ontario 2.550% 2/12/21 33,500 33,299
Province of Quebec 3.500% 7/29/20 5,213 5,314
Province of Quebec 2.750% 8/25/21 23,125 23,072
Province of Quebec 2.375% 1/31/22 16,500 16,196
Province of Quebec 2.625% 2/13/23 375 369
Republic of Chile 3.875% 8/5/20 9,353 9,560
Republic of Chile 3.250% 9/14/21 7,199 7,274
Republic of Chile 2.250% 10/30/22 560 538
Republic of Colombia 11.750% 2/25/20 5,092 5,912
Republic of Colombia 4.375% 7/12/21 21,842 22,563
Republic of Hungary 6.250% 1/29/20 21,662 22,915
Republic of Hungary 6.375% 3/29/21 33,620 36,604
Republic of Hungary 5.375% 2/21/23 775 837
Republic of Korea 7.125% 4/16/19 15,890 16,609
Republic of Panama 5.200% 1/30/20 32,095 33,475
Republic of Poland 6.375% 7/15/19 31,438 32,902
Republic of Poland 5.125% 4/21/21 11,965 12,713
Republic of Poland 5.000% 3/23/22 28,651 30,657
Republic of the Philippines 8.375% 6/17/19 13,575 14,525
Republic of the Philippines 6.500% 1/20/20 50 53
Republic of the Philippines 4.000% 1/15/21 3,370 3,447
State of Israel 4.000% 6/30/22 12,075 12,550
Statoil ASA 2.250% 11/8/19 10,072 9,986
Statoil ASA 2.900% 11/8/20 8,065 8,068
Statoil ASA 2.750% 11/10/21 3,000 2,972
Statoil ASA 3.150% 1/23/22 14,859 14,862
Statoil ASA 2.450% 1/17/23 2,075 2,010
Svensk Exportkredit AB 1.250% 4/12/19 15,560 15,386
Svensk Exportkredit AB 1.875% 6/17/19 13,100 13,018
Svensk Exportkredit AB 1.125% 8/28/19 7,700 7,567
Svensk Exportkredit AB 1.750% 5/18/20 12,170 11,977
Svensk Exportkredit AB 1.875% 6/23/20 10,250 10,099
Svensk Exportkredit AB 1.750% 8/28/20 60 59
Svensk Exportkredit AB 1.750% 3/10/21 9,050 8,816
Svensk Exportkredit AB 2.375% 3/9/22 750 738
Svensk Exportkredit AB 2.000% 8/30/22 7,900 7,635
Svensk Exportkredit AB 2.875% 3/14/23 6,500 6,503
United Mexican States 3.500% 1/21/21 6,534 6,598
United Mexican States 3.625% 3/15/22 34,745 35,309
Total Sovereign Bonds (Cost $4,167,068)       4,098,200
Taxable Municipal Bonds (0.1%)        
California GO 6.200% 10/1/19 3,725 3,929
California GO 5.700% 11/1/21 5,330 5,848

 

 

  California GO 2.367% 4/1/22 1,000 989
  Emory University Georgia GO 5.625% 9/1/19 1,605 1,669
  Energy Northwest Washington Electric Revenue        
  (Columbia Generating Station) 2.197% 7/1/19 1,650 1,646
  Florida Board of Administration Finance Corp        
  Revenue 2.163% 7/1/19 7,000 6,983
  Florida Board of Administration Finance Corp        
  Revenue 2.638% 7/1/21 4,500 4,471
  Florida Hurricane Catastrophe Fund Finance Corp.        
  Revenue 2.995% 7/1/20 8,995 9,046
  Massachusetts GO 4.200% 12/1/21 2,500 2,605
10 New Jersey Economic Development Authority Lease        
  Revenue 0.000% 2/15/22 5,000 4,377
10 New Jersey Economic Development Authority        
  Revenue 0.000% 2/15/20 1,380 1,306
  New York State Urban Development Corp. Revenue 2.100% 3/15/22 1,270 1,251
  Stanford University California GO 4.750% 5/1/19 1,150 1,177
  University of California Revenue 1.796% 7/1/19 5,220 5,197
Total Taxable Municipal Bonds (Cost $50,828)       50,494
        Shares  
Temporary Cash Investment (1.1%)        
Money Market Fund (1.1%)        
11 Vanguard Market Liquidity Fund        
  (Cost $560,438) 1.775%   5,604,926 560,492
Total Investments (100.4%) (Cost $51,281,877)       50,372,934
Other Assets and Liabilities-Net (-0.4%)       (203,815)
Net Assets (100%)       50,169,119

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2018, the aggregate
value of these securities was $233,877,000, representing 0.5% of net assets.
6 Guaranteed by the Government of Canada.
7 Guaranteed by the Federal Republic of Germany.
8 Guaranteed by the Government of Japan.
9 Guaranteed by the Republic of Austria.
10 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
11 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments 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 March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 31,894,308 —
Corporate Bonds — 13,769,440 —
Sovereign Bonds — 4,098,200 —
Taxable Municipal Bonds — 50,494 —
Temporary Cash Investments 560,492 — —
Total 560,492 49,812,442 —

 

C. At March 31, 2018, the cost of investment securities for tax purposes was $51,281,877,000. Net unrealized depreciation of investment securities for tax purposes was $908,943,000, consisting of unrealized gains of $9,665,000 on securities that had risen in value since their purchase and $918,608,000 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 March 31, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (53.0%)        
U.S. Government Securities (52.2%)        
United States Treasury Note/Bond 2.625% 2/28/23 20,440 20,494
United States Treasury Note/Bond 2.500% 3/31/23 20,000 19,931
United States Treasury Note/Bond 1.750% 5/15/23 688,530 660,775
United States Treasury Note/Bond 1.625% 5/31/23 227,300 216,681
United States Treasury Note/Bond 1.375% 6/30/23 145,120 136,481
United States Treasury Note/Bond 1.250% 7/31/23 224,150 209,125
United States Treasury Note/Bond 2.500% 8/15/23 640,860 637,553
United States Treasury Note/Bond 6.250% 8/15/23 53,905 63,751
United States Treasury Note/Bond 1.375% 8/31/23 310,125 290,888
United States Treasury Note/Bond 1.375% 9/30/23 202,400 189,592
United States Treasury Note/Bond 1.625% 10/31/23 28,105 26,665
United States Treasury Note/Bond 2.750% 11/15/23 688,167 692,681
United States Treasury Note/Bond 2.125% 11/30/23 358,340 348,876
United States Treasury Note/Bond 2.250% 12/31/23 114,279 111,923
United States Treasury Note/Bond 2.250% 1/31/24 124,195 121,556
United States Treasury Note/Bond 2.750% 2/15/24 322,737 324,654
United States Treasury Note/Bond 2.125% 2/29/24 875,345 850,319
United States Treasury Note/Bond 2.125% 3/31/24 310,775 301,548
United States Treasury Note/Bond 2.000% 4/30/24 127,010 122,287
United States Treasury Note/Bond 2.500% 5/15/24 678,624 672,476
United States Treasury Note/Bond 2.000% 5/31/24 350,350 337,103
United States Treasury Note/Bond 2.000% 6/30/24 332,240 319,469
United States Treasury Note/Bond 2.125% 7/31/24 187,650 181,698
United States Treasury Note/Bond 2.375% 8/15/24 448,049 440,280
United States Treasury Note/Bond 1.875% 8/31/24 243,078 231,721
United States Treasury Note/Bond 2.125% 9/30/24 528,775 511,341
United States Treasury Note/Bond 2.250% 10/31/24 87,120 84,833
United States Treasury Note/Bond 2.250% 11/15/24 414,024 402,961
United States Treasury Note/Bond 2.125% 11/30/24 454,400 438,850
United States Treasury Note/Bond 2.250% 12/31/24 233,500 227,151
United States Treasury Note/Bond 2.500% 1/31/25 331,925 327,932
United States Treasury Note/Bond 2.000% 2/15/25 458,951 438,798
United States Treasury Note/Bond 2.750% 2/28/25 448,825 450,436
United States Treasury Note/Bond 2.625% 3/31/25 210,000 209,015
United States Treasury Note/Bond 2.125% 5/15/25 591,160 568,897
United States Treasury Note/Bond 2.000% 8/15/25 594,527 566,192
United States Treasury Note/Bond 2.250% 11/15/25 675,687 653,619
United States Treasury Note/Bond 1.625% 2/15/26 653,299 602,361
United States Treasury Note/Bond 1.625% 5/15/26 679,848 624,930
United States Treasury Note/Bond 1.500% 8/15/26 595,211 540,059
United States Treasury Note/Bond 2.000% 11/15/26 615,297 580,016
United States Treasury Note/Bond 2.250% 2/15/27 629,090 604,317
United States Treasury Note/Bond 2.375% 5/15/27 711,747 690,174
United States Treasury Note/Bond 2.250% 8/15/27 575,586 551,664
United States Treasury Note/Bond 2.250% 11/15/27 774,975 741,799
United States Treasury Note/Bond 2.750% 2/15/28 618,996 618,804
        17,962,676

 

 

Agency Bonds and Notes (0.8%)        
1 AID-Israel 5.500% 9/18/23 4,300 4,876
1 AID-Israel 5.500% 12/4/23 8,000 9,119
1 AID-Israel 5.500% 4/26/24 12,058 13,834
1 AID-Jordan 3.000% 6/30/25 4,675 4,626
2 Federal Farm Credit Banks 3.500% 12/20/23 4,250 4,429
2 Federal Home Loan Banks 2.875% 6/14/24 20,000 20,131
2 Federal Home Loan Banks 5.375% 8/15/24 100 115
2 Federal Home Loan Banks 2.875% 9/13/24 20,000 20,112
3 Federal National Mortgage Assn. 2.625% 9/6/24 113,560 112,404
3 Federal National Mortgage Assn. 2.125% 4/24/26 23,500 22,193
3 Federal National Mortgage Assn. 1.875% 9/24/26 24,300 22,382
  Private Export Funding Corp. 3.550% 1/15/24 3,500 3,637
  Private Export Funding Corp. 2.450% 7/15/24 3,350 3,266
  Private Export Funding Corp. 3.250% 6/15/25 1,675 1,703
2 Tennessee Valley Authority 2.875% 9/15/24 7,875 7,882
2 Tennessee Valley Authority 6.750% 11/1/25 6,830 8,577
2 Tennessee Valley Authority 2.875% 2/1/27 12,000 11,881
          271,167
Total U.S. Government and Agency Obligations (Cost $18,859,966)     18,233,843
Corporate Bonds (40.7%)        
Finance (14.6%)        
  Banking (9.9%)        
  American Express Co. 3.000% 10/30/24 14,790 14,183
  American Express Co. 3.625% 12/5/24 6,505 6,445
  American Express Credit Corp. 3.300% 5/3/27 20,687 20,033
  Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 7,125 7,203
  Banco Santander SA 5.179% 11/19/25 12,492 13,039
  Banco Santander SA 4.250% 4/11/27 11,228 11,159
  Banco Santander SA 3.800% 2/23/28 9,600 9,236
  Bank of America Corp. 4.100% 7/24/23 18,989 19,576
  Bank of America Corp. 4.125% 1/22/24 21,376 21,962
  Bank of America Corp. 4.000% 4/1/24 12,815 13,050
  Bank of America Corp. 4.200% 8/26/24 31,307 31,627
  Bank of America Corp. 4.000% 1/22/25 32,480 32,357
  Bank of America Corp. 3.950% 4/21/25 21,778 21,483
4 Bank of America Corp. 3.093% 10/1/25 16,825 16,134
4 Bank of America Corp. 3.366% 1/23/26 19,850 19,322
  Bank of America Corp. 4.450% 3/3/26 32,245 32,796
  Bank of America Corp. 3.500% 4/19/26 23,791 23,311
  Bank of America Corp. 4.250% 10/22/26 21,867 21,970
  Bank of America Corp. 3.248% 10/21/27 23,080 21,742
  Bank of America Corp. 4.183% 11/25/27 15,158 15,016
4 Bank of America Corp. 3.824% 1/20/28 21,875 21,553
4 Bank of America Corp. 3.705% 4/24/28 18,841 18,515
4 Bank of America Corp. 3.593% 7/21/28 21,844 21,103
4,5 Bank of America Corp. 3.419% 12/20/28 79,166 75,778
4 Bank of America Corp. 3.970% 3/5/29 20,000 19,978
4 Bank of Montreal 3.803% 12/15/32 12,800 12,121
  Bank of New York Mellon Corp. 2.200% 8/16/23 12,820 12,018
  Bank of New York Mellon Corp. 3.650% 2/4/24 633 639
  Bank of New York Mellon Corp. 3.400% 5/15/24 6,375 6,366
  Bank of New York Mellon Corp. 3.250% 9/11/24 9,031 8,920
  Bank of New York Mellon Corp. 3.000% 2/24/25 8,978 8,650
  Bank of New York Mellon Corp. 2.800% 5/4/26 3,410 3,199
  Bank of New York Mellon Corp. 2.450% 8/17/26 12,030 10,912

 

 

  Bank of New York Mellon Corp. 3.250% 5/16/27 8,660 8,340
  Bank of New York Mellon Corp. 3.400% 1/29/28 6,400 6,251
4 Bank of New York Mellon Corp. 3.442% 2/7/28 8,000 7,849
  Bank of Nova Scotia 4.500% 12/16/25 11,696 11,937
  Bank One Corp. 8.000% 4/29/27 7,085 9,158
  Barclays plc 4.375% 9/11/24 11,765 11,495
  Barclays plc 3.650% 3/16/25 17,275 16,623
  Barclays plc 4.375% 1/12/26 26,789 26,913
  Barclays plc 5.200% 5/12/26 16,275 16,421
  Barclays plc 4.337% 1/10/28 12,000 11,880
  BB&T Corp. 2.850% 10/26/24 8,900 8,524
  BNP Paribas SA 4.250% 10/15/24 7,266 7,335
  BPCE SA 4.000% 4/15/24 16,476 16,675
  BPCE SA 3.375% 12/2/26 3,250 3,148
  Branch Banking & Trust Co. 3.625% 9/16/25 16,020 15,919
  Branch Banking & Trust Co. 3.800% 10/30/26 750 752
  Capital One Financial Corp. 3.500% 6/15/23 8,880 8,765
  Capital One Financial Corp. 3.750% 4/24/24 8,550 8,520
  Capital One Financial Corp. 3.300% 10/30/24 13,525 13,053
  Capital One Financial Corp. 3.200% 2/5/25 11,211 10,748
  Capital One Financial Corp. 4.200% 10/29/25 10,057 9,953
  Capital One Financial Corp. 3.750% 7/28/26 15,947 15,099
  Capital One Financial Corp. 3.750% 3/9/27 8,240 7,931
  Capital One Financial Corp. 3.800% 1/31/28 13,205 12,778
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,563 1,688
  Citigroup Inc. 3.500% 5/15/23 15,115 14,929
  Citigroup Inc. 3.875% 10/25/23 9,901 10,029
  Citigroup Inc. 3.750% 6/16/24 8,729 8,769
  Citigroup Inc. 4.000% 8/5/24 5,280 5,269
  Citigroup Inc. 3.875% 3/26/25 9,820 9,679
  Citigroup Inc. 3.300% 4/27/25 9,268 8,953
  Citigroup Inc. 4.400% 6/10/25 29,651 30,100
  Citigroup Inc. 5.500% 9/13/25 5,165 5,589
  Citigroup Inc. 3.700% 1/12/26 23,822 23,499
  Citigroup Inc. 4.600% 3/9/26 14,625 14,933
  Citigroup Inc. 3.400% 5/1/26 7,127 6,876
  Citigroup Inc. 3.200% 10/21/26 31,447 29,808
  Citigroup Inc. 4.300% 11/20/26 8,975 8,985
  Citigroup Inc. 4.450% 9/29/27 30,401 30,698
4 Citigroup Inc. 3.887% 1/10/28 28,735 28,551
  Citigroup Inc. 6.625% 1/15/28 2,875 3,426
4 Citigroup Inc. 3.668% 7/24/28 30,450 29,592
4 Citigroup Inc. 3.520% 10/27/28 20,500 19,784
  Citizens Financial Group Inc. 4.350% 8/1/25 20 20
  Citizens Financial Group Inc. 4.300% 12/3/25 5,200 5,266
  Comerica Bank 4.000% 7/27/25 1,925 1,943
  Compass Bank 3.875% 4/10/25 2,150 2,106
  Cooperatieve Rabobank UA 4.625% 12/1/23 18,992 19,769
  Cooperatieve Rabobank UA 3.375% 5/21/25 15,970 15,712
  Cooperatieve Rabobank UA 4.375% 8/4/25 10,997 11,080
  Cooperatieve Rabobank UA 3.750% 7/21/26 10,370 10,001
  Credit Suisse AG 3.625% 9/9/24 28,312 28,084
5 Credit Suisse Group AG 3.574% 1/9/23 7,000 6,954
5 Credit Suisse Group AG 4.282% 1/9/28 6,500 6,509
  Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 17,130 17,118
  Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 15,997 15,619
  Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 17,975 18,396

 

 

Deutsche Bank AG 3.700% 5/30/24 14,080 13,602
Deutsche Bank AG 4.100% 1/13/26 6,540 6,335
Discover Bank 4.200% 8/8/23 9,272 9,433
Discover Bank 4.250% 3/13/26 2,100 2,121
Discover Bank 3.450% 7/27/26 11,164 10,518
Discover Financial Services 3.950% 11/6/24 4,675 4,655
Discover Financial Services 3.750% 3/4/25 5,395 5,227
Discover Financial Services 4.100% 2/9/27 8,550 8,475
Fifth Third Bancorp 4.300% 1/16/24 6,000 6,147
Fifth Third Bancorp 3.950% 3/14/28 3,500 3,505
Fifth Third Bank 3.850% 3/15/26 8,240 8,123
FirstMerit Bank NA 4.270% 11/25/26 1,225 1,241
Goldman Sachs Group Inc. 4.000% 3/3/24 27,448 27,769
Goldman Sachs Group Inc. 3.850% 7/8/24 28,670 28,751
Goldman Sachs Group Inc. 3.500% 1/23/25 40,328 39,532
Goldman Sachs Group Inc. 3.750% 5/22/25 4,250 4,193
4 Goldman Sachs Group Inc. 3.272% 9/29/25 25,025 24,025
Goldman Sachs Group Inc. 4.250% 10/21/25 25,305 25,396
Goldman Sachs Group Inc. 3.750% 2/25/26 19,915 19,547
Goldman Sachs Group Inc. 3.500% 11/16/26 23,710 22,779
Goldman Sachs Group Inc. 5.950% 1/15/27 7,200 8,059
Goldman Sachs Group Inc. 3.850% 1/26/27 30,522 30,028
4 Goldman Sachs Group Inc. 3.691% 6/5/28 20,800 20,258
4 Goldman Sachs Group Inc. 3.814% 4/23/29 7,000 6,850
HSBC Holdings plc 3.600% 5/25/23 22,230 22,246
HSBC Holdings plc 4.250% 3/14/24 20,924 21,040
HSBC Holdings plc 4.250% 8/18/25 15,212 15,132
HSBC Holdings plc 4.300% 3/8/26 31,935 32,703
HSBC Holdings plc 3.900% 5/25/26 25,510 25,450
HSBC Holdings plc 4.375% 11/23/26 16,075 15,996
4 HSBC Holdings plc 4.041% 3/13/28 14,700 14,669
HSBC USA Inc. 3.500% 6/23/24 5,745 5,714
Huntington Bancshares Inc. 4.350% 2/4/23 4,420 4,531
ING Groep NV 3.950% 3/29/27 13,835 13,687
Intesa Sanpaolo SPA 5.250% 1/12/24 8,879 9,364
JPMorgan Chase & Co. 3.375% 5/1/23 19,082 18,774
JPMorgan Chase & Co. 2.700% 5/18/23 19,113 18,404
JPMorgan Chase & Co. 3.875% 2/1/24 20,460 20,821
JPMorgan Chase & Co. 3.625% 5/13/24 20,730 20,626
JPMorgan Chase & Co. 3.875% 9/10/24 41,490 41,391
JPMorgan Chase & Co. 3.125% 1/23/25 27,786 26,729
4 JPMorgan Chase & Co. 3.220% 3/1/25 17,562 17,097
JPMorgan Chase & Co. 3.900% 7/15/25 21,924 22,098
JPMorgan Chase & Co. 3.300% 4/1/26 42,310 40,882
JPMorgan Chase & Co. 3.200% 6/15/26 18,895 18,033
JPMorgan Chase & Co. 2.950% 10/1/26 30,307 28,430
JPMorgan Chase & Co. 4.125% 12/15/26 21,766 21,767
JPMorgan Chase & Co. 4.250% 10/1/27 14,028 14,133
4 JPMorgan Chase & Co. 3.782% 2/1/28 13,903 13,767
4 JPMorgan Chase & Co. 3.540% 5/1/28 26,562 25,929
4 JPMorgan Chase & Co. 3.509% 1/23/29 8,975 8,666
KeyBank NA 3.300% 6/1/25 3,000 2,956
KeyBank NA 3.400% 5/20/26 7,450 7,165
Lloyds Banking Group plc 4.500% 11/4/24 12,055 12,141
Lloyds Banking Group plc 4.582% 12/10/25 20,989 20,959
Lloyds Banking Group plc 4.650% 3/24/26 6,980 7,006
Lloyds Banking Group plc 3.750% 1/11/27 11,335 10,953

 

 

Lloyds Banking Group plc 4.375% 3/22/28 5,000 5,045
4 Lloyds Banking Group plc 3.574% 11/7/28 11,120 10,488
Manufacturers & Traders Trust Co. 2.900% 2/6/25 6,755 6,573
Manufacturers & Traders Trust Co. 3.400% 8/17/27 6,200 6,028
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 5,700 5,418
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 7,000 7,003
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 25,255 25,248
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 11,000 10,145
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 13,060 12,897
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 18,500 17,686
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 6,500 6,536
Mizuho Financial Group Inc. 2.839% 9/13/26 7,000 6,468
Mizuho Financial Group Inc. 3.663% 2/28/27 2,750 2,709
Mizuho Financial Group Inc. 3.170% 9/11/27 10,000 9,380
Mizuho Financial Group Inc. 4.018% 3/5/28 9,500 9,534
Morgan Stanley 4.100% 5/22/23 15,058 15,241
Morgan Stanley 3.875% 4/29/24 24,324 24,491
Morgan Stanley 3.700% 10/23/24 32,507 32,232
Morgan Stanley 4.000% 7/23/25 37,155 37,356
Morgan Stanley 5.000% 11/24/25 27,602 28,823
Morgan Stanley 3.875% 1/27/26 17,493 17,378
Morgan Stanley 3.125% 7/27/26 32,775 30,799
Morgan Stanley 6.250% 8/9/26 1,543 1,795
Morgan Stanley 4.350% 9/8/26 26,983 27,032
Morgan Stanley 3.625% 1/20/27 37,400 36,520
Morgan Stanley 3.950% 4/23/27 11,635 11,295
4 Morgan Stanley 3.591% 7/22/28 28,392 27,424
4 Morgan Stanley 3.772% 1/24/29 22,800 22,429
MUFG Americas Holdings Corp. 3.000% 2/10/25 5,207 5,021
National Australia Bank Ltd. 3.375% 1/14/26 3,000 2,952
National Australia Bank Ltd. 2.500% 7/12/26 14,555 13,316
Northern Trust Corp. 3.950% 10/30/25 2,300 2,372
4 Northern Trust Corp. 3.375% 5/8/32 3,050 2,923
People's United Bank NA 4.000% 7/15/24 1,675 1,689
PNC Bank NA 3.800% 7/25/23 11,591 11,702
PNC Bank NA 3.300% 10/30/24 4,587 4,556
PNC Bank NA 2.950% 2/23/25 4,541 4,367
PNC Bank NA 3.250% 6/1/25 8,385 8,201
PNC Bank NA 4.200% 11/1/25 3,300 3,402
PNC Bank NA 3.100% 10/25/27 8,550 8,131
PNC Bank NA 3.250% 1/22/28 7,000 6,719
PNC Financial Services Group Inc. 3.900% 4/29/24 8,550 8,679
PNC Financial Services Group Inc. 3.150% 5/19/27 6,460 6,209
Royal Bank of Canada 4.650% 1/27/26 15,474 15,940
Royal Bank of Scotland Group plc 3.875% 9/12/23 29,888 29,528
Royal Bank of Scotland Group plc 4.800% 4/5/26 8,964 9,244
Santander Holdings USA Inc. 4.500% 7/17/25 14,505 14,726
Santander Holdings USA Inc. 4.400% 7/13/27 6,600 6,573
4 Santander UK Group Holdings plc 3.823% 11/3/28 10,000 9,550
Santander UK plc 4.000% 3/13/24 10,924 11,072
State Street Corp. 3.100% 5/15/23 8,532 8,437
State Street Corp. 3.700% 11/20/23 7,073 7,237
State Street Corp. 3.300% 12/16/24 9,940 9,818
State Street Corp. 3.550% 8/18/25 8,063 8,087
State Street Corp. 2.650% 5/19/26 8,540 7,959
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 4,975 5,067
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 2,375 2,430

 

 

Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 3,575 3,546
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 1,400 1,400
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 15,780 15,705
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 21,271 19,415
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 12,350 11,572
Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 10,800 10,467
Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 18,296 17,575
Sumitomo Mitsui Financial Group Inc. 3.352% 10/18/27 975 934
Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 15,000 14,493
SunTrust Bank 3.000% 2/2/23 3,500 3,435
SunTrust Bank 2.750% 5/1/23 3,525 3,424
SunTrust Bank 3.300% 5/15/26 5,250 4,996
SVB Financial Group 3.500% 1/29/25 3,825 3,735
Synchrony Financial 4.250% 8/15/24 15,915 15,901
Synchrony Financial 4.500% 7/23/25 18,280 18,265
Synchrony Financial 3.700% 8/4/26 7,444 6,929
4 Toronto-Dominion Bank 3.625% 9/15/31 14,300 13,691
US Bancorp 3.700% 1/30/24 4,985 5,069
US Bancorp 3.600% 9/11/24 8,004 8,010
US Bancorp 3.100% 4/27/26 7,370 7,037
US Bancorp 2.375% 7/22/26 7,775 7,032
US Bancorp 3.150% 4/27/27 12,000 11,466
US Bank NA 2.800% 1/27/25 12,855 12,250
Wells Fargo & Co. 4.125% 8/15/23 13,562 13,749
Wells Fargo & Co. 4.480% 1/16/24 6,419 6,611
Wells Fargo & Co. 3.300% 9/9/24 23,477 22,816
Wells Fargo & Co. 3.000% 2/19/25 23,328 22,216
Wells Fargo & Co. 3.550% 9/29/25 18,299 17,952
Wells Fargo & Co. 3.000% 4/22/26 35,049 32,832
Wells Fargo & Co. 4.100% 6/3/26 24,961 24,749
Wells Fargo & Co. 3.000% 10/23/26 30,942 28,882
Wells Fargo & Co. 4.300% 7/22/27 23,575 23,675
4 Wells Fargo & Co. 3.584% 5/22/28 28,875 28,149
Westpac Banking Corp. 2.850% 5/13/26 11,500 10,825
Westpac Banking Corp. 2.700% 8/19/26 11,590 10,735
Westpac Banking Corp. 3.350% 3/8/27 10,500 10,158
4 Westpac Banking Corp. 4.322% 11/23/31 17,500 17,280
 
Brokerage (0.6%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,975 3,085
Affiliated Managers Group Inc. 3.500% 8/1/25 2,575 2,520
Ameriprise Financial Inc. 4.000% 10/15/23 9,003 9,299
Ameriprise Financial Inc. 3.700% 10/15/24 7,750 7,829
Ameriprise Financial Inc. 2.875% 9/15/26 2,280 2,141
Apollo Investment Corp. 5.250% 3/3/25 2,625 2,647
BlackRock Inc. 3.500% 3/18/24 16,479 16,573
BlackRock Inc. 3.200% 3/15/27 1,562 1,514
Brookfield Asset Management Inc. 4.000% 1/15/25 5,910 5,888
Brookfield Finance Inc. 4.250% 6/2/26 2,600 2,606
Brookfield Finance Inc. 3.900% 1/25/28 4,800 4,646
Brookfield Finance LLC 4.000% 4/1/24 6,350 6,369
Cboe Global Markets Inc. 3.650% 1/12/27 6,023 5,866
Charles Schwab Corp. 3.225% 9/1/22 2,550 2,552
Charles Schwab Corp. 3.450% 2/13/26 3,585 3,582
Charles Schwab Corp. 3.200% 3/2/27 6,840 6,636
Charles Schwab Corp. 3.200% 1/25/28 5,150 4,938
CME Group Inc. 3.000% 3/15/25 7,650 7,440

 

 

E*TRADE Financial Corp. 3.800% 8/24/27 4,000 3,882
Eaton Vance Corp. 3.625% 6/15/23 1,800 1,826
Eaton Vance Corp. 3.500% 4/6/27 3,370 3,344
Franklin Resources Inc. 2.850% 3/30/25 4,165 4,025
Intercontinental Exchange Inc. 4.000% 10/15/23 4,455 4,608
Intercontinental Exchange Inc. 3.750% 12/1/25 12,755 12,984
Intercontinental Exchange Inc. 3.100% 9/15/27 3,200 3,057
Invesco Finance plc 4.000% 1/30/24 6,975 7,206
Invesco Finance plc 3.750% 1/15/26 6,250 6,252
Janus Capital Group Inc. 4.875% 8/1/25 2,660 2,772
Jefferies Group LLC 4.850% 1/15/27 8,548 8,735
Lazard Group LLC 3.750% 2/13/25 2,575 2,532
Lazard Group LLC 3.625% 3/1/27 5,950 5,722
Legg Mason Inc. 3.950% 7/15/24 1,750 1,755
Legg Mason Inc. 4.750% 3/15/26 3,395 3,547
Leucadia National Corp. 5.500% 10/18/23 6,829 7,004
Nasdaq Inc. 4.250% 6/1/24 1,155 1,178
Nasdaq Inc. 3.850% 6/30/26 8,460 8,360
Raymond James Financial Inc. 3.625% 9/15/26 4,586 4,521
Stifel Financial Corp. 4.250% 7/18/24 4,835 4,849
TD Ameritrade Holding Corp. 3.625% 4/1/25 3,050 3,091
TD Ameritrade Holding Corp. 3.300% 4/1/27 8,664 8,431
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 1/15/25 7,100 6,843
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.650% 7/21/27 9,192 8,595
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.875% 1/23/28 5,400 5,150
Air Lease Corp. 3.000% 9/15/23 6,664 6,383
Air Lease Corp. 4.250% 9/15/24 4,298 4,360
Air Lease Corp. 3.250% 3/1/25 11,200 10,674
Air Lease Corp. 3.625% 4/1/27 5,650 5,383
Air Lease Corp. 3.625% 12/1/27 2,000 1,889
Ares Capital Corp. 4.250% 3/1/25 6,200 6,060
GATX Corp. 3.900% 3/30/23 2,825 2,867
GATX Corp. 3.250% 3/30/25 2,675 2,545
GATX Corp. 3.250% 9/15/26 1,800 1,684
GATX Corp. 3.850% 3/30/27 2,000 1,949
GE Capital International Funding Co. Unlimited        
Co. 3.373% 11/15/25 23,161 22,313
Prospect Capital Corp. 5.875% 3/15/23 1,725 1,805
 
Insurance (1.7%)        
Aetna Inc. 2.800% 6/15/23 11,288 10,814
Aetna Inc. 3.500% 11/15/24 8,188 8,006
Aflac Inc. 3.625% 6/15/23 1,805 1,826
Aflac Inc. 3.625% 11/15/24 12,295 12,332
Aflac Inc. 3.250% 3/17/25 3,525 3,451
Aflac Inc. 2.875% 10/15/26 2,975 2,802
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 5,778 5,716
Allstate Corp. 3.150% 6/15/23 3,420 3,400
Allstate Corp. 3.280% 12/15/26 7,405 7,216
4 Allstate Corp. 5.750% 8/15/53 6,710 7,071
American Financial Group Inc. 3.500% 8/15/26 4,200 4,019
American International Group Inc. 4.125% 2/15/24 13,911 14,093

 

 

American International Group Inc. 3.750% 7/10/25 7,372 7,263
American International Group Inc. 3.900% 4/1/26 11,609 11,469
Anthem Inc. 3.500% 8/15/24 10,162 9,910
Anthem Inc. 3.350% 12/1/24 8,355 8,124
Anthem Inc. 3.650% 12/1/27 9,750 9,400
Anthem Inc. 4.101% 3/1/28 11,000 11,015
Aon plc 4.000% 11/27/23 1,950 1,997
Aon plc 3.500% 6/14/24 5,720 5,680
Aon plc 3.875% 12/15/25 14,645 14,675
Arch Capital Finance LLC 4.011% 12/15/26 8,140 8,162
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 6,225 6,438
Assurant Inc. 4.200% 9/27/23 2,000 2,010
Assurant Inc. 4.900% 3/27/28 2,500 2,547
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 4,700 4,962
Athene Holding Ltd. 4.125% 1/12/28 9,575 9,182
AXIS Specialty Finance plc 4.000% 12/6/27 3,075 2,950
Berkshire Hathaway Inc. 3.125% 3/15/26 28,515 27,675
5 Brighthouse Financial Inc. 3.700% 6/22/27 13,770 12,765
Brown & Brown Inc. 4.200% 9/15/24 5,255 5,343
Chubb INA Holdings Inc. 3.350% 5/15/24 5,735 5,724
Chubb INA Holdings Inc. 3.150% 3/15/25 9,148 8,945
Chubb INA Holdings Inc. 3.350% 5/3/26 13,121 12,907
Cigna Corp. 3.250% 4/15/25 9,500 9,065
Cigna Corp. 3.050% 10/15/27 3,885 3,542
CNA Financial Corp. 3.950% 5/15/24 5,230 5,280
CNA Financial Corp. 4.500% 3/1/26 5,839 6,026
CNA Financial Corp. 3.450% 8/15/27 2,053 1,944
First American Financial Corp. 4.600% 11/15/24 2,700 2,735
Hanover Insurance Group Inc. 4.500% 4/15/26 4,700 4,708
Humana Inc. 3.850% 10/1/24 6,411 6,414
Humana Inc. 3.950% 3/15/27 5,475 5,437
Kemper Corp. 4.350% 2/15/25 2,500 2,486
Lincoln National Corp. 4.000% 9/1/23 5,400 5,526
Lincoln National Corp. 3.350% 3/9/25 3,200 3,129
Lincoln National Corp. 3.625% 12/12/26 2,583 2,536
Loews Corp. 2.625% 5/15/23 6,860 6,617
Loews Corp. 3.750% 4/1/26 780 784
Manulife Financial Corp. 4.150% 3/4/26 13,187 13,388
4 Manulife Financial Corp. 4.061% 2/24/32 6,935 6,740
Markel Corp. 3.500% 11/1/27 2,500 2,397
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 2,000 2,054
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 12,140 12,071
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 3,250 3,212
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 5,957 5,931
Mercury General Corp. 4.400% 3/15/27 3,465 3,472
MetLife Inc. 4.368% 9/15/23 6,182 6,440
MetLife Inc. 3.600% 4/10/24 10,669 10,661
MetLife Inc. 3.000% 3/1/25 3,150 3,022
MetLife Inc. 3.600% 11/13/25 7,365 7,315
Old Republic International Corp. 4.875% 10/1/24 4,625 4,864
Old Republic International Corp. 3.875% 8/26/26 6,325 6,197
Principal Financial Group Inc. 3.125% 5/15/23 2,525 2,472
Principal Financial Group Inc. 3.400% 5/15/25 6,266 6,159
Principal Financial Group Inc. 3.100% 11/15/26 1,600 1,511
Progressive Corp. 2.450% 1/15/27 4,340 3,978
Prudential Financial Inc. 3.500% 5/15/24 11,150 11,138
4 Prudential Financial Inc. 5.625% 6/15/43 13,010 13,644

 

 

4 Prudential Financial Inc. 5.200% 3/15/44 5,525 5,587
4 Prudential Financial Inc. 5.375% 5/15/45 9,150 9,406
4 Prudential Financial Inc. 4.500% 9/15/47 7,775 7,387
Reinsurance Group of America Inc. 4.700% 9/15/23 4,258 4,485
Reinsurance Group of America Inc. 3.950% 9/15/26 1,700 1,679
RenaissanceRe Finance Inc. 3.700% 4/1/25 2,800 2,801
RenaissanceRe Finance Inc. 3.450% 7/1/27 1,800 1,710
Trinity Acquisition plc 4.400% 3/15/26 4,480 4,473
UnitedHealth Group Inc. 2.750% 2/15/23 9,075 8,851
UnitedHealth Group Inc. 3.750% 7/15/25 20,620 20,891
UnitedHealth Group Inc. 3.100% 3/15/26 9,562 9,232
UnitedHealth Group Inc. 3.450% 1/15/27 3,154 3,125
UnitedHealth Group Inc. 3.375% 4/15/27 6,365 6,206
UnitedHealth Group Inc. 2.950% 10/15/27 9,400 8,923
Unum Group 4.000% 3/15/24 4,120 4,169
Voya Financial Inc. 3.125% 7/15/24 9,450 9,099
Voya Financial Inc. 3.650% 6/15/26 3,504 3,401
Willis North America Inc. 3.600% 5/15/24 6,055 5,920
XLIT Ltd. 6.375% 11/15/24 4,387 4,992
XLIT Ltd. 4.450% 3/31/25 5,646 5,668
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 1,300 1,338
ORIX Corp. 3.250% 12/4/24 5,950 5,757
ORIX Corp. 3.700% 7/18/27 3,500 3,407
 
Real Estate Investment Trusts (2.1%)        
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 4,325 4,371
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 5,700 5,514
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,350 2,388
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,800 1,792
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,700 2,712
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 500 476
AvalonBay Communities Inc. 2.850% 3/15/23 1,520 1,481
AvalonBay Communities Inc. 4.200% 12/15/23 2,290 2,375
AvalonBay Communities Inc. 3.450% 6/1/25 9,067 8,974
AvalonBay Communities Inc. 3.500% 11/15/25 4,700 4,646
AvalonBay Communities Inc. 2.950% 5/11/26 5,638 5,343
AvalonBay Communities Inc. 2.900% 10/15/26 600 562
AvalonBay Communities Inc. 3.350% 5/15/27 4,575 4,420
AvalonBay Communities Inc. 3.200% 1/15/28 25 24
Boston Properties LP 3.125% 9/1/23 5,151 5,038
Boston Properties LP 3.800% 2/1/24 5,765 5,800
Boston Properties LP 3.200% 1/15/25 8,050 7,771
Boston Properties LP 3.650% 2/1/26 7,720 7,548
Boston Properties LP 2.750% 10/1/26 9,291 8,440
Brandywine Operating Partnership LP 3.950% 11/15/27 9,000 8,696
Brixmor Operating Partnership LP 3.250% 9/15/23 3,050 2,946
Brixmor Operating Partnership LP 3.650% 6/15/24 2,200 2,145
Brixmor Operating Partnership LP 3.850% 2/1/25 10,108 9,880
Brixmor Operating Partnership LP 4.125% 6/15/26 5,625 5,518
Brixmor Operating Partnership LP 3.900% 3/15/27 6,875 6,577
CBL & Associates LP 4.600% 10/15/24 120 98

 

 

Columbia Property Trust Operating Partnership        
LP 4.150% 4/1/25 3,700 3,653
Columbia Property Trust Operating Partnership        
LP 3.650% 8/15/26 6,575 6,165
Corporate Office Properties LP 3.600% 5/15/23 4,450 4,353
Corporate Office Properties LP 5.250% 2/15/24 2,975 3,126
CubeSmart LP 4.375% 12/15/23 2,575 2,648
CubeSmart LP 4.000% 11/15/25 825 821
CubeSmart LP 3.125% 9/1/26 4,350 4,017
DCT Industrial Operating Partnership LP 4.500% 10/15/23 2,975 3,030
DDR Corp. 3.900% 8/15/24 4,300 4,265
DDR Corp. 3.625% 2/1/25 6,400 6,127
DDR Corp. 4.250% 2/1/26 2,823 2,791
DDR Corp. 4.700% 6/1/27 3,775 3,847
Digital Realty Trust LP 4.750% 10/1/25 4,525 4,739
Digital Realty Trust LP 3.700% 8/15/27 7,625 7,347
Duke Realty LP 3.750% 12/1/24 1,900 1,902
Duke Realty LP 3.250% 6/30/26 1,450 1,391
Duke Realty LP 3.375% 12/15/27 2,800 2,666
EPR Properties 5.250% 7/15/23 350 366
EPR Properties 4.500% 4/1/25 3,486 3,489
EPR Properties 4.750% 12/15/26 4,800 4,805
EPR Properties 4.500% 6/1/27 3,900 3,799
ERP Operating LP 3.000% 4/15/23 2,598 2,564
ERP Operating LP 3.375% 6/1/25 2,300 2,268
ERP Operating LP 2.850% 11/1/26 8,325 7,824
ERP Operating LP 3.250% 8/1/27 2,150 2,072
ERP Operating LP 3.500% 3/1/28 1,000 978
Essex Portfolio LP 3.250% 5/1/23 6,855 6,715
Essex Portfolio LP 3.875% 5/1/24 2,900 2,913
Essex Portfolio LP 3.500% 4/1/25 6,400 6,255
Essex Portfolio LP 3.375% 4/15/26 4,250 4,079
Essex Portfolio LP 3.625% 5/1/27 400 388
Federal Realty Investment Trust 2.750% 6/1/23 2,100 2,041
Federal Realty Investment Trust 3.250% 7/15/27 7,900 7,537
HCP Inc. 4.250% 11/15/23 10,570 10,844
HCP Inc. 4.200% 3/1/24 6,392 6,471
HCP Inc. 3.875% 8/15/24 20,125 19,935
HCP Inc. 3.400% 2/1/25 9,444 9,134
HCP Inc. 4.000% 6/1/25 4,562 4,566
Healthcare Realty Trust Inc. 3.625% 1/15/28 1,300 1,236
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,625 1,624
Healthcare Trust of America Holdings LP 3.500% 8/1/26 3,200 3,050
Healthcare Trust of America Holdings LP 3.750% 7/1/27 4,375 4,196
Highwoods Realty LP 3.625% 1/15/23 560 553
Highwoods Realty LP 3.875% 3/1/27 2,500 2,434
Highwoods Realty LP 4.125% 3/15/28 3,700 3,668
Hospitality Properties Trust 4.500% 6/15/23 3,216 3,299
Hospitality Properties Trust 4.650% 3/15/24 4,160 4,261
Hospitality Properties Trust 4.500% 3/15/25 3,025 3,055
Hospitality Properties Trust 5.250% 2/15/26 3,120 3,250
Hospitality Properties Trust 4.950% 2/15/27 1,610 1,638
Hospitality Properties Trust 3.950% 1/15/28 2,000 1,887
Hospitality Properties Trust 4.375% 2/15/30 1,500 1,438
Host Hotels & Resorts LP 3.750% 10/15/23 3,059 3,015
Host Hotels & Resorts LP 3.875% 4/1/24 3,800 3,740
Host Hotels & Resorts LP 4.000% 6/15/25 4,830 4,749

 

 

Hudson Pacific Properties LP 3.950% 11/1/27 1,150 1,101
Kilroy Realty LP 3.450% 12/15/24 4,600 4,459
Kilroy Realty LP 4.375% 10/1/25 4,464 4,518
Kimco Realty Corp. 3.125% 6/1/23 1,450 1,413
Kimco Realty Corp. 2.700% 3/1/24 1,000 940
Kimco Realty Corp. 3.300% 2/1/25 5,745 5,515
Kimco Realty Corp. 2.800% 10/1/26 14,150 12,678
Kimco Realty Corp. 3.800% 4/1/27 300 288
Kite Realty Group LP 4.000% 10/1/26 2,750 2,581
Liberty Property LP 3.375% 6/15/23 600 595
Liberty Property LP 4.400% 2/15/24 3,225 3,344
Liberty Property LP 3.750% 4/1/25 7,850 7,791
Liberty Property LP 3.250% 10/1/26 1,900 1,800
Life Storage LP 3.875% 12/15/27 2,945 2,834
LifeStorage LP 3.500% 7/1/26 4,075 3,847
Mid-America Apartments LP 4.300% 10/15/23 3,050 3,166
Mid-America Apartments LP 3.750% 6/15/24 1,700 1,688
Mid-America Apartments LP 4.000% 11/15/25 4,150 4,171
Mid-America Apartments LP 3.600% 6/1/27 9,845 9,528
National Retail Properties Inc. 3.300% 4/15/23 7,020 6,929
National Retail Properties Inc. 3.900% 6/15/24 4,825 4,829
National Retail Properties Inc. 4.000% 11/15/25 1,150 1,146
National Retail Properties Inc. 3.600% 12/15/26 3,150 3,024
Omega Healthcare Investors Inc. 4.375% 8/1/23 8,565 8,544
Omega Healthcare Investors Inc. 4.950% 4/1/24 2,950 3,002
Omega Healthcare Investors Inc. 4.500% 1/15/25 6,400 6,240
Omega Healthcare Investors Inc. 5.250% 1/15/26 9,145 9,236
Omega Healthcare Investors Inc. 4.500% 4/1/27 6,449 6,207
Omega Healthcare Investors Inc. 4.750% 1/15/28 1,500 1,455
Physicians Realty LP 4.300% 3/15/27 2,950 2,917
Physicians Realty LP 3.950% 1/15/28 1,500 1,437
Piedmont Operating Partnership LP 3.400% 6/1/23 1,325 1,289
Piedmont Operating Partnership LP 4.450% 3/15/24 5,925 6,032
ProLogis LP 4.250% 8/15/23 8,635 8,999
Prologis LP 3.750% 11/1/25 5,120 5,190
Public Storage 3.094% 9/15/27 3,450 3,308
Realty Income Corp. 4.650% 8/1/23 5,875 6,150
Realty Income Corp. 3.875% 7/15/24 2,650 2,659
Realty Income Corp. 3.875% 4/15/25 4,500 4,489
Realty Income Corp. 4.125% 10/15/26 8,875 8,965
Realty Income Corp. 3.000% 1/15/27 4,140 3,823
Realty Income Corp. 3.650% 1/15/28 8,056 7,795
Regency Centers LP 3.600% 2/1/27 9,025 8,697
Regency Centers LP 4.125% 3/15/28 2,800 2,805
Sabra Health Care LP 5.125% 8/15/26 3,150 3,032
Select Income REIT 4.250% 5/15/24 2,950 2,886
Select Income REIT 4.500% 2/1/25 4,183 4,129
Senior Housing Properties Trust 4.750% 2/15/28 500 493
Simon Property Group LP 2.750% 6/1/23 6,500 6,297
Simon Property Group LP 3.750% 2/1/24 3,265 3,317
Simon Property Group LP 3.375% 10/1/24 5,505 5,433
Simon Property Group LP 3.500% 9/1/25 7,000 6,913
Simon Property Group LP 3.300% 1/15/26 9,600 9,302
Simon Property Group LP 3.250% 11/30/26 7,180 6,884
Simon Property Group LP 3.375% 6/15/27 7,850 7,579
Simon Property Group LP 3.375% 12/1/27 6,100 5,838
STORE Capital Corp. 4.500% 3/15/28 3,225 3,201

 

 

Tanger Properties LP 3.750% 12/1/24 1,550 1,523
Tanger Properties LP 3.125% 9/1/26 1,275 1,161
Tanger Properties LP 3.875% 7/15/27 2,700 2,606
UDR Inc. 3.750% 7/1/24 1,750 1,753
UDR Inc. 4.000% 10/1/25 4,850 4,905
UDR Inc. 2.950% 9/1/26 5,425 4,998
UDR Inc. 3.500% 1/15/28 1,500 1,448
Ventas Realty LP 3.125% 6/15/23 1,500 1,468
Ventas Realty LP 3.750% 5/1/24 3,400 3,394
Ventas Realty LP 3.500% 2/1/25 5,890 5,742
Ventas Realty LP 4.125% 1/15/26 3,561 3,592
Ventas Realty LP 3.250% 10/15/26 6,125 5,764
Ventas Realty LP 4.000% 3/1/28 4,500 4,412
VEREIT Operating Partnership LP 4.600% 2/6/24 5,045 5,106
VEREIT Operating Partnership LP 4.875% 6/1/26 10,983 11,134
VEREIT Operating Partnership LP 3.950% 8/15/27 9,951 9,352
Vornado Realty LP 3.500% 1/15/25 3,400 3,293
Washington Prime Group LP 5.950% 8/15/24 6,900 6,585
Weingarten Realty Investors 3.500% 4/15/23 2,275 2,259
Weingarten Realty Investors 4.450% 1/15/24 150 154
Weingarten Realty Investors 3.850% 6/1/25 3,500 3,460
Welltower Inc. 4.500% 1/15/24 1,695 1,747
Welltower Inc. 4.000% 6/1/25 16,463 16,459
Welltower Inc. 4.250% 4/1/26 6,100 6,160
WP Carey Inc. 4.600% 4/1/24 4,175 4,277
WP Carey Inc. 4.000% 2/1/25 1,990 1,954
WP Carey Inc. 4.250% 10/1/26 1,175 1,166
        5,028,643
Industrial (24.0%)        
Basic Industry (1.1%)        
Agrium Inc. 3.500% 6/1/23 9,573 9,549
Agrium Inc. 3.375% 3/15/25 7,745 7,502
Air Products & Chemicals Inc. 3.350% 7/31/24 8,800 8,852
Airgas Inc. 3.650% 7/15/24 1,850 1,870
Albemarle Corp. 4.150% 12/1/24 4,665 4,792
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 9,350 9,671
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 591
Braskem Finance Ltd. 6.450% 2/3/24 6,600 7,161
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 2,000 2,049
5 Celulosa Arauco y Constitucion SA 3.875% 11/2/27 11,050 10,614
Dow Chemical Co. 3.500% 10/1/24 8,075 7,990
Eastman Chemical Co. 3.800% 3/15/25 8,442 8,538
Ecolab Inc. 2.700% 11/1/26 9,740 9,096
EI du Pont de Nemours & Co. 2.800% 2/15/23 10,975 10,723
Fibria Overseas Finance Ltd. 5.250% 5/12/24 6,450 6,643
Fibria Overseas Finance Ltd. 4.000% 1/14/25 7,800 7,521
Fibria Overseas Finance Ltd. 5.500% 1/17/27 3,775 3,907
FMC Corp. 4.100% 2/1/24 2,924 2,952
Georgia-Pacific LLC 8.000% 1/15/24 3,750 4,639
Georgia-Pacific LLC 7.375% 12/1/25 1,679 2,073
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,525 1,507
International Paper Co. 3.650% 6/15/24 10,010 9,964
International Paper Co. 3.800% 1/15/26 10,151 10,007
International Paper Co. 3.000% 2/15/27 2,050 1,895
5 Kinross Gold Corp. 4.500% 7/15/27 6,617 6,476
LYB International Finance BV 4.000% 7/15/23 6,395 6,470
LYB International Finance II BV 3.500% 3/2/27 8,847 8,438

 

 

LyondellBasell Industries NV 5.750% 4/15/24 11,788 12,952
Methanex Corp. 4.250% 12/1/24 3,500 3,457
Monsanto Co. 2.200% 7/15/22 2,150 2,047
Monsanto Co. 3.375% 7/15/24 5,598 5,526
Monsanto Co. 2.850% 4/15/25 8,300 7,811
Mosaic Co. 4.250% 11/15/23 10,123 10,318
Mosaic Co. 4.050% 11/15/27 5,250 5,090
NewMarket Corp. 4.100% 12/15/22 315 323
Nucor Corp. 4.000% 8/1/23 8,675 8,929
Packaging Corp. of America 4.500% 11/1/23 11,410 11,905
Packaging Corp. of America 3.650% 9/15/24 3,050 3,046
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 4,750 4,740
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 4,111 3,893
Potash Corp. of Saskatchewan Inc. 4.000% 12/15/26 9,655 9,617
Praxair Inc. 2.650% 2/5/25 2,156 2,075
Praxair Inc. 3.200% 1/30/26 5,237 5,178
Reliance Steel & Aluminum Co. 4.500% 4/15/23 2,440 2,511
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 10,664 10,803
RPM International Inc. 3.750% 3/15/27 2,950 2,872
Sherwin-Williams Co. 3.125% 6/1/24 6,550 6,343
Sherwin-Williams Co. 3.450% 8/1/25 4,200 4,111
Sherwin-Williams Co. 3.950% 1/15/26 3,466 3,474
Sherwin-Williams Co. 3.450% 6/1/27 9,940 9,521
Southern Copper Corp. 3.875% 4/23/25 7,225 7,266
Vale Overseas Ltd. 6.250% 8/10/26 21,050 23,576
Westlake Chemical Corp. 3.600% 8/15/26 13,638 13,174
5 WestRock Co. 3.000% 9/15/24 1,455 1,389
5 WestRock Co. 3.750% 3/15/25 7,700 7,680
5 WestRock Co. 3.375% 9/15/27 3,300 3,157
5 WestRock Co. 4.000% 3/15/28 5,975 5,983
Weyerhaeuser Co. 4.625% 9/15/23 5,094 5,352
Weyerhaeuser Co. 8.500% 1/15/25 600 755
Yamana Gold Inc. 4.950% 7/15/24 3,105 3,198
5 Yamana Gold Inc. 4.625% 12/15/27 1,275 1,249
 
Capital Goods (1.8%)        
3M Co. 3.000% 8/7/25 2,100 2,069
3M Co. 2.250% 9/19/26 6,050 5,507
3M Co. 2.875% 10/15/27 6,100 5,850
ABB Finance USA Inc. 3.375% 4/3/23 800 801
ABB Finance USA Inc. 3.800% 4/3/28 1,500 1,512
Allegion US Holding Co. Inc. 3.200% 10/1/24 3,900 3,772
Allegion US Holding Co. Inc. 3.550% 10/1/27 3,750 3,543
Bemis Co. Inc. 3.100% 9/15/26 2,700 2,521
Boeing Co. 1.875% 6/15/23 5,000 4,716
Boeing Co. 7.950% 8/15/24 387 488
Boeing Co. 2.850% 10/30/24 4,651 4,538
Boeing Co. 2.500% 3/1/25 1,092 1,032
Boeing Co. 2.600% 10/30/25 3,400 3,243
Boeing Co. 2.250% 6/15/26 2,195 2,026
Boeing Co. 2.800% 3/1/27 3,412 3,260
Boeing Co. 3.250% 3/1/28 1,800 1,774
Carlisle Cos. Inc. 3.500% 12/1/24 3,700 3,644
Carlisle Cos. Inc. 3.750% 12/1/27 5,450 5,319
Caterpillar Financial Services Corp. 3.750% 11/24/23 5,402 5,514
Caterpillar Financial Services Corp. 3.300% 6/9/24 1,250 1,241
Caterpillar Financial Services Corp. 3.250% 12/1/24 7,183 7,097

 

 

Caterpillar Financial Services Corp. 2.400% 8/9/26 3,535 3,267
Caterpillar Inc. 3.400% 5/15/24 14,396 14,401
CNH Industrial NV 4.500% 8/15/23 6,070 6,214
CNH Industrial NV 3.850% 11/15/27 7,700 7,469
Crane Co. 4.450% 12/15/23 3,040 3,113
Dover Corp. 3.150% 11/15/25 4,014 3,920
Eagle Materials Inc. 4.500% 8/1/26 3,000 3,034
Eaton Corp. 3.103% 9/15/27 6,200 5,829
Embraer Netherlands Finance BV 5.050% 6/15/25 11,633 12,005
Embraer Netherlands Finance BV 5.400% 2/1/27 5,388 5,696
5 Embraer Overseas Ltd. 5.696% 9/16/23 5,000 5,318
Emerson Electric Co. 3.150% 6/1/25 3,300 3,262
Flowserve Corp. 4.000% 11/15/23 2,000 1,997
Fortive Corp. 3.150% 6/15/26 8,016 7,639
Fortune Brands Home & Security Inc. 4.000% 6/15/25 4,050 4,135
General Dynamics Corp. 1.875% 8/15/23 9,640 8,986
General Dynamics Corp. 2.375% 11/15/24 7,350 6,943
General Dynamics Corp. 2.125% 8/15/26 6,084 5,497
General Dynamics Corp. 2.625% 11/15/27 400 373
General Electric Co. 3.375% 3/11/24 6,605 6,459
General Electric Co. 3.450% 5/15/24 5,746 5,627
Harris Corp. 3.832% 4/27/25 5,583 5,606
Hexcel Corp. 4.700% 8/15/25 1,500 1,561
Hexcel Corp. 3.950% 2/15/27 3,645 3,620
Honeywell International Inc. 3.350% 12/1/23 2,180 2,169
Honeywell International Inc. 2.500% 11/1/26 10,693 9,881
Hubbell Inc. 3.350% 3/1/26 3,380 3,315
Hubbell Inc. 3.150% 8/15/27 2,700 2,574
Hubbell Inc. 3.500% 2/15/28 4,900 4,794
5 Huntington Ingalls Industries Inc. 3.483% 12/1/27 6,220 5,971
Illinois Tool Works Inc. 3.500% 3/1/24 8,950 9,125
Illinois Tool Works Inc. 2.650% 11/15/26 14,235 13,297
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 7,587 7,857
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 5,050 5,055
John Deere Capital Corp. 3.350% 6/12/24 7,010 6,977
John Deere Capital Corp. 2.650% 6/24/24 3,400 3,257
John Deere Capital Corp. 3.450% 3/13/25 1,500 1,500
John Deere Capital Corp. 3.400% 9/11/25 2,300 2,284
John Deere Capital Corp. 2.650% 6/10/26 5,014 4,708
John Deere Capital Corp. 2.800% 9/8/27 7,050 6,622
John Deere Capital Corp. 3.050% 1/6/28 7,000 6,689
Johnson Controls International plc 3.625% 7/2/24 2,725 2,727
Johnson Controls International plc 3.900% 2/14/26 6,775 6,782
L3 Technologies Inc. 3.950% 5/28/24 1,653 1,660
L3 Technologies Inc. 3.850% 12/15/26 6,503 6,411
Leggett & Platt Inc. 3.800% 11/15/24 3,200 3,190
Leggett & Platt Inc. 3.500% 11/15/27 6,000 5,784
Legrand France SA 8.500% 2/15/25 2,700 3,408
Lennox International Inc. 3.000% 11/15/23 2,550 2,466
Lockheed Martin Corp. 2.900% 3/1/25 5,566 5,315
Lockheed Martin Corp. 3.550% 1/15/26 18,633 18,490
Martin Marietta Materials Inc. 4.250% 7/2/24 2,790 2,846
Martin Marietta Materials Inc. 3.450% 6/1/27 4,575 4,365
Martin Marietta Materials Inc. 3.500% 12/15/27 4,200 4,003
Masco Corp. 4.450% 4/1/25 5,793 5,924
Masco Corp. 4.375% 4/1/26 5,064 5,150
Masco Corp. 3.500% 11/15/27 750 715

 

 

Northrop Grumman Corp. 3.250% 8/1/23 14,101 13,982
Northrop Grumman Corp. 2.930% 1/15/25 14,900 14,256
Northrop Grumman Corp. 3.200% 2/1/27 3,400 3,245
Northrop Grumman Corp. 3.250% 1/15/28 9,790 9,334
Northrop Grumman Systems Corp. 7.875% 3/1/26 525 658
5 Nvent Finance Sarl 3.950% 4/15/23 1,000 1,001
5 Nvent Finance Sarl 4.550% 4/15/28 2,000 2,007
Owens Corning 4.200% 12/1/24 3,250 3,293
Owens Corning 3.400% 8/15/26 7,260 6,911
Parker-Hannifin Corp. 3.300% 11/21/24 4,585 4,573
Parker-Hannifin Corp. 3.250% 3/1/27 8,147 7,990
Precision Castparts Corp. 3.250% 6/15/25 12,443 12,326
Raytheon Co. 3.150% 12/15/24 2,905 2,882
Republic Services Inc. 4.750% 5/15/23 2,163 2,286
Republic Services Inc. 3.200% 3/15/25 10,076 9,774
Republic Services Inc. 2.900% 7/1/26 1,133 1,062
Republic Services Inc. 3.375% 11/15/27 3,900 3,763
Rockwell Automation Inc. 2.875% 3/1/25 773 742
Rockwell Collins Inc. 3.700% 12/15/23 2,510 2,524
Rockwell Collins Inc. 3.200% 3/15/24 9,060 8,804
Rockwell Collins Inc. 3.500% 3/15/27 12,946 12,450
Roper Technologies Inc. 3.850% 12/15/25 2,275 2,297
Roper Technologies Inc. 3.800% 12/15/26 15,150 15,079
Snap-on Inc. 3.250% 3/1/27 2,575 2,498
Spirit AeroSystems Inc. 3.850% 6/15/26 4,000 3,913
Textron Inc. 4.300% 3/1/24 2,500 2,566
Textron Inc. 3.875% 3/1/25 2,220 2,215
Textron Inc. 4.000% 3/15/26 3,770 3,795
Textron Inc. 3.650% 3/15/27 9,418 9,197
The Timken Co. 3.875% 9/1/24 3,150 3,101
United Technologies Corp. 2.800% 5/4/24 11,275 10,760
United Technologies Corp. 2.650% 11/1/26 9,725 8,910
United Technologies Corp. 3.125% 5/4/27 5,325 5,026
Vulcan Materials Co. 4.500% 4/1/25 3,800 3,919
Wabtec Corp. 3.450% 11/15/26 6,973 6,684
Waste Management Inc. 2.400% 5/15/23 4,825 4,599
Waste Management Inc. 3.500% 5/15/24 4,010 4,013
Waste Management Inc. 3.125% 3/1/25 7,436 7,220
Waste Management Inc. 3.150% 11/15/27 7,044 6,709
Xylem Inc. 3.250% 11/1/26 4,685 4,500
 
Communication (3.0%)        
21st Century Fox America Inc. 4.000% 10/1/23 2,825 2,900
21st Century Fox America Inc. 3.700% 9/15/24 5,525 5,571
21st Century Fox America Inc. 3.700% 10/15/25 5,625 5,649
21st Century Fox America Inc. 3.375% 11/15/26 4,100 4,031
Activision Blizzard Inc. 3.400% 9/15/26 11,235 10,926
Activision Blizzard Inc. 3.400% 6/15/27 2,200 2,120
American Tower Corp. 3.500% 1/31/23 3,000 2,982
American Tower Corp. 3.000% 6/15/23 3,500 3,375
American Tower Corp. 5.000% 2/15/24 9,288 9,802
American Tower Corp. 4.000% 6/1/25 10,399 10,298
American Tower Corp. 4.400% 2/15/26 4,875 4,934
American Tower Corp. 3.375% 10/15/26 6,580 6,152
American Tower Corp. 3.550% 7/15/27 10,325 9,689
American Tower Corp. 3.600% 1/15/28 6,735 6,393
AT&T Inc. 3.800% 3/1/24 7,918 7,920

 

 

AT&T Inc. 4.450% 4/1/24 12,886 13,280
AT&T Inc. 3.400% 8/14/24 27,660 27,858
AT&T Inc. 3.950% 1/15/25 12,902 12,899
AT&T Inc. 3.400% 5/15/25 48,057 46,189
AT&T Inc. 4.125% 2/17/26 28,813 28,892
AT&T Inc. 4.250% 3/1/27 20,158 20,331
AT&T Inc. 3.900% 8/14/27 47,050 47,367
5 AT&T Inc. 4.100% 2/15/28 24,500 24,355
CBS Corp. 2.500% 2/15/23 2,600 2,471
5 CBS Corp. 2.900% 6/1/23 2,225 2,146
CBS Corp. 3.700% 8/15/24 6,545 6,518
CBS Corp. 3.500% 1/15/25 5,500 5,337
CBS Corp. 4.000% 1/15/26 7,603 7,491
CBS Corp. 2.900% 1/15/27 6,200 5,616
CBS Corp. 3.375% 2/15/28 4,800 4,459
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 10,504 10,569
Charter Communications Operating LLC / Charter        
Communications Operating Capital 4.908% 7/23/25 45,642 46,493
Charter Communications Operating LLC / Charter        
Communications Operating Capital 3.750% 2/15/28 7,500 6,875
Charter Communications Operating LLC / Charter        
Communications Operating Capital 4.200% 3/15/28 10,000 9,559
Comcast Corp. 3.000% 2/1/24 11,397 11,061
Comcast Corp. 3.600% 3/1/24 8,848 8,884
Comcast Corp. 3.375% 2/15/25 12,215 11,959
Comcast Corp. 3.375% 8/15/25 14,294 13,975
Comcast Corp. 3.150% 3/1/26 18,024 17,333
Comcast Corp. 2.350% 1/15/27 12,765 11,417
Comcast Corp. 3.300% 2/1/27 14,425 13,947
Comcast Corp. 3.150% 2/15/28 10,000 9,470
Comcast Corp. 3.550% 5/1/28 12,000 11,766
Crown Castle International Corp. 3.200% 9/1/24 10,400 9,965
Crown Castle International Corp. 4.450% 2/15/26 10,653 10,798
Crown Castle International Corp. 3.700% 6/15/26 10,993 10,560
Crown Castle International Corp. 4.000% 3/1/27 5,750 5,638
Crown Castle International Corp. 3.650% 9/1/27 6,214 5,925
Crown Castle International Corp. 3.800% 2/15/28 9,500 9,111
Discovery Communications LLC 3.250% 4/1/23 2,358 2,289
Discovery Communications LLC 3.800% 3/13/24 4,850 4,803
Discovery Communications LLC 3.450% 3/15/25 3,900 3,747
Discovery Communications LLC 4.900% 3/11/26 6,541 6,765
Discovery Communications LLC 3.950% 3/20/28 6,200 5,946
Electronic Arts Inc. 4.800% 3/1/26 4,500 4,810
Grupo Televisa SAB 6.625% 3/18/25 2,160 2,467
Grupo Televisa SAB 4.625% 1/30/26 6,135 6,273
Interpublic Group of Cos. Inc. 4.200% 4/15/24 5,052 5,148
Moody's Corp. 4.875% 2/15/24 6,782 7,193
Omnicom Group Inc. 3.650% 11/1/24 12,665 12,530
Omnicom Group Inc. 3.600% 4/15/26 8,301 8,023
Rogers Communications Inc. 4.100% 10/1/23 7,840 8,060
Rogers Communications Inc. 3.625% 12/15/25 5,150 5,140
Rogers Communications Inc. 2.900% 11/15/26 5,200 4,883
S&P Global Inc. 4.000% 6/15/25 9,258 9,477
S&P Global Inc. 4.400% 2/15/26 6,515 6,836
S&P Global Inc. 2.950% 1/22/27 4,624 4,364
Scripps Networks Interactive Inc. 3.900% 11/15/24 5,300 5,235

 

 

Scripps Networks Interactive Inc. 3.950% 6/15/25 5,225 5,162
Telefonica Emisiones SAU 5.462% 2/16/21 11,385 12,114
Telefonica Emisiones SAU 4.103% 3/8/27 13,945 13,903
TELUS Corp. 2.800% 2/16/27 5,550 5,134
Thomson Reuters Corp. 4.300% 11/23/23 5,150 5,270
Thomson Reuters Corp. 3.850% 9/29/24 3,979 3,978
Thomson Reuters Corp. 3.350% 5/15/26 5,600 5,341
Time Warner Inc. 4.050% 12/15/23 3,275 3,343
Time Warner Inc. 3.550% 6/1/24 7,100 6,987
Time Warner Inc. 3.600% 7/15/25 14,230 13,826
Time Warner Inc. 3.875% 1/15/26 7,175 6,992
Time Warner Inc. 2.950% 7/15/26 530 485
Time Warner Inc. 3.800% 2/15/27 19,702 19,047
Verizon Communications Inc. 5.150% 9/15/23 54,225 58,534
Verizon Communications Inc. 4.150% 3/15/24 11,851 12,156
Verizon Communications Inc. 3.500% 11/1/24 23,452 23,202
Verizon Communications Inc. 3.376% 2/15/25 37,845 37,183
Verizon Communications Inc. 2.625% 8/15/26 20,332 18,560
Verizon Communications Inc. 4.125% 3/16/27 30,954 31,327
Viacom Inc. 4.250% 9/1/23 10,450 10,598
Viacom Inc. 3.875% 4/1/24 5,620 5,575
Viacom Inc. 3.450% 10/4/26 4,365 4,123
Walt Disney Co. 3.150% 9/17/25 7,602 7,491
Walt Disney Co. 3.000% 2/13/26 9,592 9,346
Walt Disney Co. 1.850% 7/30/26 19,306 17,095
WPP Finance 2010 3.750% 9/19/24 6,873 6,763
 
Consumer Cyclical (2.9%)        
Advance Auto Parts Inc. 4.500% 12/1/23 3,946 4,062
Alibaba Group Holding Ltd. 2.800% 6/6/23 3,750 3,628
Alibaba Group Holding Ltd. 3.600% 11/28/24 25,000 24,761
Alibaba Group Holding Ltd. 3.400% 12/6/27 22,500 21,280
5 Amazon.com Inc. 2.800% 8/22/24 18,050 17,449
Amazon.com Inc. 3.800% 12/5/24 11,939 12,233
Amazon.com Inc. 5.200% 12/3/25 8,900 9,901
5 Amazon.com Inc. 3.150% 8/22/27 31,575 30,443
American Honda Finance Corp. 2.900% 2/16/24 5,975 5,846
American Honda Finance Corp. 2.300% 9/9/26 2,300 2,120
American Honda Finance Corp. 3.500% 2/15/28 5,700 5,736
Aptiv plc 4.250% 1/15/26 5,400 5,506
Automatic Data Processing Inc. 3.375% 9/15/25 9,119 9,156
AutoNation Inc. 3.500% 11/15/24 4,300 4,130
AutoNation Inc. 4.500% 10/1/25 3,740 3,794
AutoNation Inc. 3.800% 11/15/27 3,750 3,561
AutoZone Inc. 3.125% 7/15/23 3,280 3,239
AutoZone Inc. 3.250% 4/15/25 4,120 3,958
AutoZone Inc. 3.125% 4/21/26 4,100 3,870
AutoZone Inc. 3.750% 6/1/27 6,100 5,973
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,925 1,878
Block Financial LLC 5.250% 10/1/25 4,525 4,726
Booking Holdings Inc. 3.650% 3/15/25 6,850 6,790
Booking Holdings Inc. 3.600% 6/1/26 7,570 7,426
BorgWarner Inc. 3.375% 3/15/25 2,950 2,900
Costco Wholesale Corp. 2.750% 5/18/24 11,326 11,023
Costco Wholesale Corp. 3.000% 5/18/27 8,900 8,579
Cummins Inc. 3.650% 10/1/23 2,989 3,042
Darden Restaurants Inc. 3.850% 5/1/27 4,050 3,991

 

 

Delphi Corp. 4.150% 3/15/24 6,516 6,670
Dollar General Corp. 3.250% 4/15/23 9,935 9,792
Dollar General Corp. 4.150% 11/1/25 5,312 5,429
Dollar General Corp. 3.875% 4/15/27 5,750 5,690
Dollar General Corp. 4.125% 5/1/28 1,500 1,512
DR Horton Inc. 5.750% 8/15/23 3,600 3,941
eBay Inc. 3.450% 8/1/24 6,825 6,728
eBay Inc. 3.600% 6/5/27 7,450 7,171
Expedia Inc. 4.500% 8/15/24 3,610 3,645
Expedia Inc. 5.000% 2/15/26 6,495 6,680
Expedia Inc. 3.800% 2/15/28 9,350 8,682
Ford Motor Co. 4.346% 12/8/26 13,575 13,384
Ford Motor Credit Co. LLC 3.096% 5/4/23 5,750 5,526
Ford Motor Credit Co. LLC 4.375% 8/6/23 7,696 7,801
Ford Motor Credit Co. LLC 3.810% 1/9/24 10,440 10,219
Ford Motor Credit Co. LLC 3.664% 9/8/24 9,563 9,195
Ford Motor Credit Co. LLC 4.134% 8/4/25 14,713 14,475
Ford Motor Credit Co. LLC 4.389% 1/8/26 11,739 11,659
Ford Motor Credit Co. LLC 3.815% 11/2/27 5,880 5,515
General Motors Co. 4.875% 10/2/23 15,843 16,547
General Motors Co. 4.000% 4/1/25 2,283 2,235
General Motors Co. 4.200% 10/1/27 175 171
General Motors Financial Co. Inc. 3.700% 5/9/23 13,190 13,071
General Motors Financial Co. Inc. 4.250% 5/15/23 6,421 6,504
General Motors Financial Co. Inc. 3.950% 4/13/24 14,200 14,060
General Motors Financial Co. Inc. 3.500% 11/7/24 16,250 15,667
General Motors Financial Co. Inc. 4.000% 1/15/25 10,843 10,669
General Motors Financial Co. Inc. 4.300% 7/13/25 6,941 6,922
General Motors Financial Co. Inc. 5.250% 3/1/26 9,000 9,479
General Motors Financial Co. Inc. 4.000% 10/6/26 8,110 7,857
General Motors Financial Co. Inc. 4.350% 1/17/27 11,742 11,587
General Motors Financial Co. Inc. 3.850% 1/5/28 6,200 5,897
Harley-Davidson Inc. 3.500% 7/28/25 7,900 7,832
Harman International Industries Inc. 4.150% 5/15/25 2,600 2,641
Home Depot Inc. 2.700% 4/1/23 7,475 7,330
Home Depot Inc. 3.750% 2/15/24 9,225 9,458
Home Depot Inc. 3.350% 9/15/25 11,730 11,674
Home Depot Inc. 3.000% 4/1/26 12,777 12,349
Home Depot Inc. 2.125% 9/15/26 7,900 7,136
Home Depot Inc. 2.800% 9/14/27 9,600 9,068
Hyatt Hotels Corp. 3.375% 7/15/23 2,025 2,001
Hyatt Hotels Corp. 4.850% 3/15/26 3,643 3,813
JD.com Inc. 3.875% 4/29/26 4,825 4,603
Kohl's Corp. 4.750% 12/15/23 2,250 2,350
Kohl's Corp. 4.250% 7/17/25 5,150 5,184
Lear Corp. 5.375% 3/15/24 1,964 2,045
Lear Corp. 5.250% 1/15/25 6,365 6,691
Lear Corp. 3.800% 9/15/27 5,200 4,986
Lowe's Cos. Inc. 3.875% 9/15/23 6,950 7,171
Lowe's Cos. Inc. 3.125% 9/15/24 2,461 2,422
Lowe's Cos. Inc. 3.375% 9/15/25 14,123 13,987
Lowe's Cos. Inc. 2.500% 4/15/26 10,675 9,881
Lowe's Cos. Inc. 3.100% 5/3/27 15,195 14,538
Macy's Retail Holdings Inc. 2.875% 2/15/23 1,138 1,072
Macy's Retail Holdings Inc. 4.375% 9/1/23 3,495 3,505
Macy's Retail Holdings Inc. 3.625% 6/1/24 4,635 4,456
Magna International Inc. 3.625% 6/15/24 8,000 8,062

 

 

Magna International Inc. 4.150% 10/1/25 5,500 5,652
Marriott International Inc. 3.750% 3/15/25 2,500 2,492
Marriott International Inc. 3.750% 10/1/25 2,735 2,685
Marriott International Inc. 3.125% 6/15/26 8,675 8,211
Mastercard Inc. 3.375% 4/1/24 8,480 8,550
Mastercard Inc. 2.950% 11/21/26 10,450 10,090
Mastercard Inc. 3.500% 2/26/28 1,800 1,813
McDonald's Corp. 3.350% 4/1/23 1,500 1,508
McDonald's Corp. 3.375% 5/26/25 8,759 8,683
McDonald's Corp. 3.700% 1/30/26 15,678 15,780
McDonald's Corp. 3.500% 3/1/27 12,300 12,157
McDonald's Corp. 3.800% 4/1/28 2,000 2,023
NIKE Inc. 2.250% 5/1/23 2,673 2,581
NIKE Inc. 2.375% 11/1/26 8,525 7,847
Nordstrom Inc. 4.000% 3/15/27 3,400 3,299
O'Reilly Automotive Inc. 3.850% 6/15/23 3,675 3,737
O'Reilly Automotive Inc. 3.550% 3/15/26 3,562 3,460
O'Reilly Automotive Inc. 3.600% 9/1/27 6,430 6,184
QVC Inc. 4.850% 4/1/24 7,925 8,018
QVC Inc. 4.450% 2/15/25 1,265 1,245
Royal Caribbean Cruises Ltd. 3.700% 3/15/28 3,000 2,873
Starbucks Corp. 3.850% 10/1/23 7,935 8,200
Starbucks Corp. 2.450% 6/15/26 3,600 3,356
Starbucks Corp. 3.500% 3/1/28 3,000 2,987
Tapestry Inc. 4.250% 4/1/25 5,450 5,416
Tapestry Inc. 4.125% 7/15/27 5,850 5,722
Target Corp. 3.500% 7/1/24 8,712 8,803
Target Corp. 2.500% 4/15/26 9,842 9,110
TJX Cos. Inc. 2.500% 5/15/23 4,575 4,441
TJX Cos. Inc. 2.250% 9/15/26 8,989 8,085
Toyota Motor Credit Corp. 2.250% 10/18/23 5,500 5,224
Toyota Motor Credit Corp. 2.900% 4/17/24 6,250 6,108
Toyota Motor Credit Corp. 3.200% 1/11/27 7,670 7,529
Toyota Motor Credit Corp. 3.050% 1/11/28 4,000 3,864
Visa Inc. 3.150% 12/14/25 41,351 40,537
Visa Inc. 2.750% 9/15/27 7,500 7,066
Walgreens Boots Alliance Inc. 3.800% 11/18/24 19,878 19,598
Walgreens Boots Alliance Inc. 3.450% 6/1/26 23,610 22,375
Walmart Inc. 2.550% 4/11/23 20,281 19,818
Walmart Inc. 3.300% 4/22/24 15,693 15,707
Walmart Inc. 2.650% 12/15/24 12,100 11,642
Wyndham Worldwide Corp. 5.100% 10/1/25 2,790 2,882
Wyndham Worldwide Corp. 4.500% 4/1/27 2,000 1,973
 
Consumer Noncyclical (6.4%)        
Abbott Laboratories 3.250% 4/15/23 6,710 6,647
Abbott Laboratories 3.400% 11/30/23 22,878 22,698
Abbott Laboratories 2.950% 3/15/25 6,045 5,779
Abbott Laboratories 3.875% 9/15/25 2,265 2,287
Abbott Laboratories 3.750% 11/30/26 29,364 29,120
AbbVie Inc. 2.850% 5/14/23 11,659 11,257
AbbVie Inc. 3.600% 5/14/25 35,330 34,798
AbbVie Inc. 3.200% 5/14/26 23,280 22,119
Agilent Technologies Inc. 3.875% 7/15/23 5,470 5,554
Agilent Technologies Inc. 3.050% 9/22/26 2,550 2,386
Allergan Funding SCS 3.850% 6/15/24 13,829 13,664
Allergan Funding SCS 3.800% 3/15/25 38,582 37,868

 

 

Altria Group Inc. 2.950% 5/2/23 4,150 4,049
Altria Group Inc. 4.000% 1/31/24 12,995 13,282
Altria Group Inc. 2.625% 9/16/26 4,160 3,828
American Homes 4 Rent LP 4.250% 2/15/28 1,200 1,182
AmerisourceBergen Corp. 3.400% 5/15/24 11,400 11,212
AmerisourceBergen Corp. 3.250% 3/1/25 3,875 3,705
AmerisourceBergen Corp. 3.450% 12/15/27 6,925 6,587
Amgen Inc. 2.250% 8/19/23 7,150 6,748
Amgen Inc. 3.625% 5/22/24 12,663 12,698
Amgen Inc. 3.125% 5/1/25 8,435 8,134
Amgen Inc. 2.600% 8/19/26 11,015 10,049
Amgen Inc. 3.200% 11/2/27 9,630 9,122
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 14,076 14,242
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 111,585 110,431
Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 10,000 10,056
Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 8,000 8,090
Archer-Daniels-Midland Co. 2.500% 8/11/26 9,253 8,522
AstraZeneca plc 3.375% 11/16/25 13,966 13,727
AstraZeneca plc 3.125% 6/12/27 6,125 5,869
5 BAT Capital Corp. 3.222% 8/15/24 21,904 21,062
5 BAT Capital Corp. 3.557% 8/15/27 32,600 31,184
Baxalta Inc. 4.000% 6/23/25 18,815 18,798
Baxter International Inc. 2.600% 8/15/26 5,867 5,337
Beam Suntory Inc. 3.250% 6/15/23 500 489
Becton Dickinson & Co. 3.875% 5/15/24 1,231 1,221
Becton Dickinson & Co. 3.363% 6/6/24 13,650 13,132
Becton Dickinson & Co. 3.734% 12/15/24 17,447 17,112
Becton Dickinson & Co. 3.700% 6/6/27 20,700 19,974
Biogen Inc. 4.050% 9/15/25 15,413 15,758
Boston Scientific Corp. 4.125% 10/1/23 3,906 4,007
Boston Scientific Corp. 3.850% 5/15/25 4,950 4,961
Boston Scientific Corp. 4.000% 3/1/28 6,620 6,634
Bristol-Myers Squibb Co. 7.150% 6/15/23 425 505
Bristol-Myers Squibb Co. 3.250% 11/1/23 1,200 1,205
Bristol-Myers Squibb Co. 3.250% 2/27/27 7,098 7,009
Brown-Forman Corp. 3.500% 4/15/25 3,000 3,012
Bunge Ltd. Finance Corp. 3.250% 8/15/26 6,537 6,075
Bunge Ltd. Finance Corp. 3.750% 9/25/27 7,200 6,953
Campbell Soup Co. 3.950% 3/15/25 12,000 11,932
Campbell Soup Co. 3.300% 3/19/25 900 859
Campbell Soup Co. 4.150% 3/15/28 10,000 9,925
Cardinal Health Inc. 3.079% 6/15/24 11,113 10,606
Cardinal Health Inc. 3.750% 9/15/25 3,325 3,259
Cardinal Health Inc. 3.410% 6/15/27 12,607 11,887
Celgene Corp. 4.000% 8/15/23 5,350 5,426
Celgene Corp. 3.625% 5/15/24 10,830 10,678
Celgene Corp. 3.875% 8/15/25 30,050 29,748
Celgene Corp. 3.450% 11/15/27 4,697 4,448
Celgene Corp. 3.900% 2/20/28 16,000 15,724
Church & Dwight Co. Inc. 3.150% 8/1/27 2,250 2,120
Clorox Co. 3.500% 12/15/24 5,000 5,011
Clorox Co. 3.100% 10/1/27 3,550 3,430
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 3,620 3,598
Coca-Cola Co. 2.500% 4/1/23 8,184 7,994
Coca-Cola Co. 3.200% 11/1/23 10,710 10,762
Coca-Cola Co. 2.875% 10/27/25 14,500 14,087
Coca-Cola Co. 2.550% 6/1/26 2,000 1,890

 

 

Coca-Cola Co. 2.250% 9/1/26 12,350 11,358
Coca-Cola Co. 2.900% 5/25/27 4,500 4,347
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 7,900 8,102
Colgate-Palmolive Co. 2.100% 5/1/23 3,432 3,267
Colgate-Palmolive Co. 3.250% 3/15/24 4,895 4,904
Conagra Brands Inc. 3.250% 9/15/22 2,525 2,508
Constellation Brands Inc. 4.250% 5/1/23 15,600 15,998
Constellation Brands Inc. 4.750% 11/15/24 4,100 4,320
Constellation Brands Inc. 4.750% 12/1/25 2,617 2,752
Constellation Brands Inc. 3.700% 12/6/26 6,010 5,890
Constellation Brands Inc. 3.500% 5/9/27 4,500 4,325
Constellation Brands Inc. 3.600% 2/15/28 7,200 6,942
CVS Health Corp. 4.000% 12/5/23 9,778 9,870
CVS Health Corp. 3.375% 8/12/24 8,225 7,973
CVS Health Corp. 4.100% 3/25/25 39,735 40,013
CVS Health Corp. 3.875% 7/20/25 26,107 25,830
CVS Health Corp. 2.875% 6/1/26 17,682 16,269
CVS Health Corp. 4.300% 3/25/28 90,785 91,342
Danaher Corp. 3.350% 9/15/25 4,475 4,500
Diageo Capital plc 2.625% 4/29/23 8,720 8,454
Dr Pepper Snapple Group Inc. 3.130% 12/15/23 9,375 9,077
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 1,900 1,812
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 2,600 2,304
Dr Pepper Snapple Group Inc. 3.430% 6/15/27 525 495
5 Dr Pepper Snapple Group Inc. 3.430% 6/15/27 2,500 2,357
Eli Lilly & Co. 2.750% 6/1/25 7,165 6,923
Eli Lilly & Co. 3.100% 5/15/27 6,875 6,697
Estee Lauder Cos. Inc. 3.150% 3/15/27 5,350 5,222
Express Scripts Holding Co. 3.000% 7/15/23 16,757 16,055
Express Scripts Holding Co. 3.500% 6/15/24 8,210 7,980
Express Scripts Holding Co. 4.500% 2/25/26 21,496 21,920
Express Scripts Holding Co. 3.400% 3/1/27 14,884 13,992
Flowers Foods Inc. 3.500% 10/1/26 1,650 1,580
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,950 1,876
General Mills Inc. 3.650% 2/15/24 2,359 2,355
General Mills Inc. 3.200% 2/10/27 7,200 6,670
Gilead Sciences Inc. 2.500% 9/1/23 10,612 10,223
Gilead Sciences Inc. 3.700% 4/1/24 19,452 19,709
Gilead Sciences Inc. 3.500% 2/1/25 18,164 18,138
Gilead Sciences Inc. 3.650% 3/1/26 25,613 25,711
Gilead Sciences Inc. 2.950% 3/1/27 11,017 10,424
Hasbro Inc. 3.500% 9/15/27 4,375 4,091
Hershey Co. 2.625% 5/1/23 1,250 1,226
Hershey Co. 3.200% 8/21/25 1,900 1,869
Hershey Co. 2.300% 8/15/26 4,563 4,158
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 10,976 11,147
Ingredion Inc. 3.200% 10/1/26 4,330 4,103
JM Smucker Co. 3.500% 3/15/25 9,796 9,645
JM Smucker Co. 3.375% 12/15/27 5,300 5,051
Johnson & Johnson 3.375% 12/5/23 6,865 7,000
Johnson & Johnson 2.625% 1/15/25 7,318 7,057
Johnson & Johnson 2.450% 3/1/26 16,625 15,689
Johnson & Johnson 2.950% 3/3/27 8,700 8,451
Johnson & Johnson 2.900% 1/15/28 14,050 13,442
Kaiser Foundation Hospitals 3.150% 5/1/27 5,025 4,861
Kellogg Co. 2.650% 12/1/23 6,900 6,586
Kellogg Co. 3.250% 4/1/26 6,925 6,580

 

 

Kellogg Co. 3.400% 11/15/27 5,550 5,293
Kimberly-Clark Corp. 2.400% 6/1/23 2,025 1,948
Kimberly-Clark Corp. 3.050% 8/15/25 3,000 2,931
Kimberly-Clark Corp. 2.750% 2/15/26 4,835 4,606
Kraft Heinz Foods Co. 3.950% 7/15/25 16,904 16,815
Kraft Heinz Foods Co. 3.000% 6/1/26 20,151 18,582
Laboratory Corp. of America Holdings 4.000% 11/1/23 2,175 2,223
Laboratory Corp. of America Holdings 3.250% 9/1/24 5,100 4,963
Laboratory Corp. of America Holdings 3.600% 2/1/25 9,112 8,963
Laboratory Corp. of America Holdings 3.600% 9/1/27 7,225 6,993
McCormick & Co. Inc. 3.150% 8/15/24 6,550 6,349
McCormick & Co. Inc. 3.400% 8/15/27 11,250 10,749
McKesson Corp. 3.796% 3/15/24 10,380 10,348
McKesson Corp. 3.950% 2/16/28 4,825 4,761
Mead Johnson Nutrition Co. 4.125% 11/15/25 6,907 7,080
Medtronic Global Holdings SCA 3.350% 4/1/27 12,266 12,103
Medtronic Inc. 2.750% 4/1/23 3,150 3,073
Medtronic Inc. 3.625% 3/15/24 7,400 7,499
Medtronic Inc. 3.500% 3/15/25 41,114 41,105
Merck & Co. Inc. 2.800% 5/18/23 16,535 16,298
Merck & Co. Inc. 2.750% 2/10/25 23,277 22,464
Molson Coors Brewing Co. 3.000% 7/15/26 17,641 16,297
Mylan Inc. 4.200% 11/29/23 3,985 4,032
Mylan NV 3.950% 6/15/26 20,555 19,932
Newell Brands Inc. 3.850% 4/1/23 22,043 21,950
Newell Brands Inc. 4.000% 12/1/24 6,755 6,668
Newell Brands Inc. 3.900% 11/1/25 6,051 5,872
Newell Brands Inc. 4.200% 4/1/26 18,868 18,687
Novartis Capital Corp. 3.400% 5/6/24 19,108 19,209
Novartis Capital Corp. 3.000% 11/20/25 16,566 16,142
Novartis Capital Corp. 3.100% 5/17/27 9,219 8,980
PepsiCo Inc. 3.600% 3/1/24 5,369 5,474
PepsiCo Inc. 2.750% 4/30/25 10,037 9,646
PepsiCo Inc. 3.500% 7/17/25 6,970 7,004
PepsiCo Inc. 2.850% 2/24/26 3,664 3,507
PepsiCo Inc. 2.375% 10/6/26 13,918 12,839
PepsiCo Inc. 3.000% 10/15/27 14,670 14,076
Perrigo Finance Unlimited Co. 3.900% 12/15/24 6,767 6,718
Perrigo Finance Unlimited Co. 4.375% 3/15/26 9,975 10,080
Pfizer Inc. 3.000% 6/15/23 7,396 7,363
Pfizer Inc. 5.800% 8/12/23 366 415
Pfizer Inc. 3.400% 5/15/24 6,212 6,248
Pfizer Inc. 2.750% 6/3/26 17,905 17,015
Pfizer Inc. 3.000% 12/15/26 14,900 14,417
Philip Morris International Inc. 2.125% 5/10/23 5,150 4,837
Philip Morris International Inc. 3.600% 11/15/23 5,375 5,426
Philip Morris International Inc. 3.250% 11/10/24 7,537 7,390
Philip Morris International Inc. 3.375% 8/11/25 5,920 5,841
Philip Morris International Inc. 2.750% 2/25/26 7,025 6,602
Philip Morris International Inc. 3.125% 8/17/27 4,665 4,465
Philip Morris International Inc. 3.125% 3/2/28 1,725 1,651
Procter & Gamble Co. 3.100% 8/15/23 8,539 8,588
Procter & Gamble Co. 2.700% 2/2/26 5,733 5,481
Procter & Gamble Co. 2.450% 11/3/26 10,875 10,101
Providence St. Joseph Health Obligated Group 2.746% 10/1/26 1,675 1,581
Quest Diagnostics Inc. 4.250% 4/1/24 2,600 2,680
Quest Diagnostics Inc. 3.500% 3/30/25 1,950 1,921

 

 

Quest Diagnostics Inc. 3.450% 6/1/26 8,325 8,001
Reynolds American Inc. 4.850% 9/15/23 4,750 4,995
Reynolds American Inc. 4.450% 6/12/25 24,723 25,421
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 24,557 23,425
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 26,429 24,637
SSM Health Care Corp. 3.823% 6/1/27 2,900 2,940
Stryker Corp. 3.375% 5/15/24 4,725 4,704
Stryker Corp. 3.375% 11/1/25 6,516 6,426
Stryker Corp. 3.500% 3/15/26 6,780 6,764
Stryker Corp. 3.650% 3/7/28 2,500 2,510
Sysco Corp. 3.750% 10/1/25 5,000 5,074
Sysco Corp. 3.300% 7/15/26 7,965 7,682
Sysco Corp. 3.250% 7/15/27 11,150 10,662
The Kroger Co. 3.850% 8/1/23 9,450 9,571
The Kroger Co. 4.000% 2/1/24 4,706 4,768
The Kroger Co. 3.500% 2/1/26 1,575 1,515
The Kroger Co. 2.650% 10/15/26 10,823 9,744
The Kroger Co. 3.700% 8/1/27 4,695 4,549
Thermo Fisher Scientific Inc. 3.000% 4/15/23 10,020 9,753
Thermo Fisher Scientific Inc. 4.150% 2/1/24 9,445 9,699
Thermo Fisher Scientific Inc. 3.650% 12/15/25 3,900 3,876
Thermo Fisher Scientific Inc. 2.950% 9/19/26 10,730 10,006
Thermo Fisher Scientific Inc. 3.200% 8/15/27 5,500 5,207
Tyson Foods Inc. 3.950% 8/15/24 15,093 15,199
Tyson Foods Inc. 3.550% 6/2/27 11,842 11,389
Unilever Capital Corp. 2.600% 5/5/24 15,500 14,882
Unilever Capital Corp. 3.100% 7/30/25 2,675 2,616
Unilever Capital Corp. 2.000% 7/28/26 5,700 5,067
Whirlpool Corp. 4.000% 3/1/24 2,925 2,992
Whirlpool Corp. 3.700% 5/1/25 3,025 3,011
Wyeth LLC 7.250% 3/1/23 1,000 1,180
Wyeth LLC 6.450% 2/1/24 5,016 5,855
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 18,897 18,356
Zoetis Inc. 4.500% 11/13/25 3,290 3,458
Zoetis Inc. 3.000% 9/12/27 8,816 8,265
 
Energy (3.8%)        
Anadarko Petroleum Corp. 3.450% 7/15/24 7,575 7,303
Anadarko Petroleum Corp. 5.550% 3/15/26 10,227 11,157
Andeavor 4.750% 12/15/23 11,800 12,257
Andeavor 5.125% 4/1/24 2,560 2,656
Andeavor 5.125% 12/15/26 8,975 9,457
Andeavor Logistics LP / Tesoro Logistics Finance        
Corp. 5.250% 1/15/25 7,683 7,808
Andeavor Logistics LP / Tesoro Logistics Finance        
Corp. 4.250% 12/1/27 6,200 6,037
Baker Hughes a GE Co. LLC / Baker Hughes Co-        
Obligor Inc. 3.337% 12/15/27 11,500 10,960
Boardwalk Pipelines LP 3.375% 2/1/23 612 592
Boardwalk Pipelines LP 4.950% 12/15/24 4,730 4,859
Boardwalk Pipelines LP 5.950% 6/1/26 6,090 6,531
Boardwalk Pipelines LP 4.450% 7/15/27 6,112 5,965
BP Capital Markets plc 2.750% 5/10/23 20,074 19,510
BP Capital Markets plc 3.994% 9/26/23 6,800 7,016
BP Capital Markets plc 3.216% 11/28/23 7,342 7,264
BP Capital Markets plc 3.814% 2/10/24 7,727 7,873
BP Capital Markets plc 3.224% 4/14/24 9,843 9,713

 

 

BP Capital Markets plc 3.535% 11/4/24 6,830 6,850
BP Capital Markets plc 3.506% 3/17/25 11,977 11,964
BP Capital Markets plc 3.119% 5/4/26 14,134 13,667
BP Capital Markets plc 3.017% 1/16/27 8,768 8,352
BP Capital Markets plc 3.588% 4/14/27 15,029 14,954
BP Capital Markets plc 3.279% 9/19/27 14,414 13,952
Buckeye Partners LP 4.150% 7/1/23 4,850 4,847
Buckeye Partners LP 4.350% 10/15/24 715 711
Buckeye Partners LP 3.950% 12/1/26 10,025 9,520
Buckeye Partners LP 4.125% 12/1/27 850 817
Canadian Natural Resources Ltd. 3.800% 4/15/24 5,695 5,669
Canadian Natural Resources Ltd. 3.900% 2/1/25 1,791 1,785
Canadian Natural Resources Ltd. 3.850% 6/1/27 15,585 15,297
Cenovus Energy Inc. 3.800% 9/15/23 3,800 3,752
Cenovus Energy Inc. 4.250% 4/15/27 15,299 14,897
Chevron Corp. 2.566% 5/16/23 4,267 4,147
Chevron Corp. 3.191% 6/24/23 22,914 22,921
Chevron Corp. 2.895% 3/3/24 11,258 11,012
Chevron Corp. 3.326% 11/17/25 7,114 7,072
Chevron Corp. 2.954% 5/16/26 18,320 17,614
Cimarex Energy Co. 4.375% 6/1/24 7,100 7,301
Cimarex Energy Co. 3.900% 5/15/27 8,460 8,327
Columbia Pipeline Group Inc. 4.500% 6/1/25 10,826 11,036
Concho Resources Inc. 4.375% 1/15/25 1,300 1,316
Concho Resources Inc. 3.750% 10/1/27 13,367 13,033
ConocoPhillips Co. 3.350% 11/15/24 10,873 10,775
ConocoPhillips Co. 4.950% 3/15/26 11,769 12,805
5 Continental Resources Inc. 4.375% 1/15/28 800 778
Devon Energy Corp. 5.850% 12/15/25 7,680 8,723
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 6,791 6,766
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 25 25
Enable Midstream Partners LP 3.900% 5/15/24 4,450 4,349
Enable Midstream Partners LP 4.400% 3/15/27 6,812 6,667
Enbridge Energy Partners LP 5.875% 10/15/25 5,625 6,200
Enbridge Inc. 4.000% 10/1/23 2,300 2,309
Enbridge Inc. 3.500% 6/10/24 7,300 7,092
Enbridge Inc. 4.250% 12/1/26 9,400 9,404
Enbridge Inc. 3.700% 7/15/27 6,970 6,676
Energy Transfer LP 4.900% 2/1/24 4,000 4,078
Energy Transfer LP 4.050% 3/15/25 11,950 11,664
Energy Transfer LP 4.750% 1/15/26 6,381 6,450
Energy Transfer LP 4.200% 4/15/27 2,500 2,410
EnLink Midstream Partners LP 4.400% 4/1/24 7,686 7,720
EnLink Midstream Partners LP 4.150% 6/1/25 5,475 5,336
EnLink Midstream Partners LP 4.850% 7/15/26 6,595 6,655
Enterprise Products Operating LLC 3.900% 2/15/24 5,800 5,875
Enterprise Products Operating LLC 3.750% 2/15/25 15,537 15,533
Enterprise Products Operating LLC 3.700% 2/15/26 3,672 3,636
Enterprise Products Operating LLC 3.950% 2/15/27 3,000 3,010
4 Enterprise Products Operating LLC 5.250% 8/16/77 4,150 4,023
4 Enterprise Products Operating LLC 5.375% 2/15/78 8,000 7,662
EOG Resources Inc. 3.150% 4/1/25 3,745 3,621
EOG Resources Inc. 4.150% 1/15/26 7,540 7,781
EQT Corp. 3.900% 10/1/27 11,822 11,320
EQT Midstream Partners LP 4.000% 8/1/24 3,300 3,216
EQT Midstream Partners LP 4.125% 12/1/26 950 909
Exxon Mobil Corp. 3.176% 3/15/24 2,770 2,779

 

 

Exxon Mobil Corp. 2.709% 3/6/25 13,503 13,018
Exxon Mobil Corp. 3.043% 3/1/26 21,625 21,204
Halliburton Co. 3.500% 8/1/23 7,982 7,996
Halliburton Co. 3.800% 11/15/25 23,045 23,024
Helmerich & Payne International Drilling Co. 4.650% 3/15/25 5,010 5,181
Hess Corp. 3.500% 7/15/24 3,550 3,400
Hess Corp. 4.300% 4/1/27 10,414 10,131
HollyFrontier Corp. 5.875% 4/1/26 8,895 9,564
Husky Energy Inc. 4.000% 4/15/24 7,905 8,018
Kerr-McGee Corp. 6.950% 7/1/24 5,145 5,914
Kinder Morgan Energy Partners LP 3.500% 9/1/23 11,000 10,680
Kinder Morgan Energy Partners LP 4.150% 2/1/24 5,970 5,990
Kinder Morgan Energy Partners LP 4.300% 5/1/24 10,853 10,931
Kinder Morgan Energy Partners LP 4.250% 9/1/24 4,950 4,968
Kinder Morgan Inc. 4.300% 6/1/25 8,620 8,660
Kinder Morgan Inc. 4.300% 3/1/28 11,000 10,909
Magellan Midstream Partners LP 5.000% 3/1/26 7,021 7,550
Marathon Oil Corp. 3.850% 6/1/25 13,419 13,250
Marathon Oil Corp. 4.400% 7/15/27 7,600 7,690
Marathon Petroleum Corp. 3.625% 9/15/24 6,372 6,311
MPLX LP 4.500% 7/15/23 14,818 15,294
MPLX LP 4.875% 12/1/24 13,757 14,398
MPLX LP 4.000% 2/15/25 6,755 6,734
MPLX LP 4.875% 6/1/25 14,028 14,683
MPLX LP 4.125% 3/1/27 8,215 8,137
MPLX LP 4.000% 3/15/28 3,000 2,953
National Fuel Gas Co. 5.200% 7/15/25 2,337 2,450
National Fuel Gas Co. 3.950% 9/15/27 2,250 2,184
Noble Energy Inc. 3.900% 11/15/24 6,995 7,018
Noble Energy Inc. 3.850% 1/15/28 4,000 3,931
Occidental Petroleum Corp. 3.500% 6/15/25 4,756 4,746
Occidental Petroleum Corp. 3.400% 4/15/26 18,300 18,042
Occidental Petroleum Corp. 3.000% 2/15/27 1,915 1,834
ONEOK Inc. 7.500% 9/1/23 4,240 4,959
ONEOK Inc. 4.000% 7/13/27 5,750 5,669
ONEOK Partners LP 5.000% 9/15/23 2,950 3,113
ONEOK Partners LP 4.900% 3/15/25 4,550 4,742
5 Patterson-UTI Energy Inc. 3.950% 2/1/28 1,100 1,060
Phillips 66 3.900% 3/15/28 2,800 2,788
Phillips 66 Partners LP 3.605% 2/15/25 4,925 4,797
Phillips 66 Partners LP 3.550% 10/1/26 5,500 5,242
Pioneer Natural Resources Co. 4.450% 1/15/26 3,850 3,977
Plains All American Pipeline LP / PAA Finance        
Corp. 3.850% 10/15/23 4,746 4,636
Plains All American Pipeline LP / PAA Finance        
Corp. 3.600% 11/1/24 11,145 10,595
Plains All American Pipeline LP / PAA Finance        
Corp. 4.650% 10/15/25 9,680 9,708
Plains All American Pipeline LP / PAA Finance        
Corp. 4.500% 12/15/26 8,300 8,221
Regency Energy Partners LP / Regency Energy        
Finance Corp. 4.500% 11/1/23 9,445 9,563
Sabine Pass Liquefaction LLC 5.625% 4/15/23 11,759 12,538
Sabine Pass Liquefaction LLC 5.750% 5/15/24 23,650 25,365
Sabine Pass Liquefaction LLC 5.625% 3/1/25 18,776 20,161
Sabine Pass Liquefaction LLC 5.875% 6/30/26 18,705 20,412
Sabine Pass Liquefaction LLC 5.000% 3/15/27 11,250 11,658

 

 

Sabine Pass Liquefaction LLC 4.200% 3/15/28 10,000 9,837
Schlumberger Investment SA 3.650% 12/1/23 16,005 16,262
Shell International Finance BV 3.400% 8/12/23 6,189 6,254
Shell International Finance BV 3.250% 5/11/25 19,461 19,249
Shell International Finance BV 2.875% 5/10/26 17,947 17,219
Shell International Finance BV 2.500% 9/12/26 18,025 16,776
Spectra Energy Partners LP 4.750% 3/15/24 14,032 14,574
Spectra Energy Partners LP 3.500% 3/15/25 3,125 3,006
Spectra Energy Partners LP 3.375% 10/15/26 4,899 4,594
Suncor Energy Inc. 3.600% 12/1/24 6,375 6,363
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 5,116 5,079
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 5,700 6,189
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 6,000 5,696
Sunoco Logistics Partners Operations LP 4.000% 10/1/27 7,075 6,701
TC PipeLines LP 3.900% 5/25/27 5,000 4,783
5 Texas Eastern Transmission LP 2.800% 10/15/22 25 24
Total Capital Canada Ltd. 2.750% 7/15/23 9,342 9,089
Total Capital International SA 3.700% 1/15/24 9,866 10,070
Total Capital International SA 3.750% 4/10/24 10,174 10,359
TransCanada PipeLines Ltd. 3.750% 10/16/23 7,650 7,786
TransCanada PipeLines Ltd. 4.875% 1/15/26 6,985 7,543
Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 1,480 1,817
5 Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 2,500 2,439
Valero Energy Corp. 3.650% 3/15/25 4,200 4,166
Valero Energy Corp. 3.400% 9/15/26 12,528 11,990
Valero Energy Partners LP 4.375% 12/15/26 5,450 5,411
Valero Energy Partners LP 4.500% 3/15/28 2,800 2,817
Western Gas Partners LP 3.950% 6/1/25 6,800 6,628
Western Gas Partners LP 4.650% 7/1/26 5,814 5,904
Western Gas Partners LP 4.500% 3/1/28 500 501
Williams Partners LP 4.500% 11/15/23 3,000 3,077
Williams Partners LP 4.300% 3/4/24 9,041 9,128
Williams Partners LP 3.900% 1/15/25 13,458 13,203
Williams Partners LP 4.000% 9/15/25 12,636 12,433
Williams Partners LP 3.750% 6/15/27 16,449 15,726
 
Other Industrial (0.1%)        
CBRE Services Inc. 5.250% 3/15/25 4,800 5,130
CBRE Services Inc. 4.875% 3/1/26 5,660 5,936
Cintas Corp. No 2 3.700% 4/1/27 9,175 9,138
Fluor Corp. 3.500% 12/15/24 6,070 6,054
 
Technology (4.1%)        
Adobe Systems Inc. 3.250% 2/1/25 9,505 9,445
Alphabet Inc. 3.375% 2/25/24 9,200 9,333
Alphabet Inc. 1.998% 8/15/26 15,499 14,105
Altera Corp. 4.100% 11/15/23 8,360 8,733
Amphenol Corp. 3.200% 4/1/24 2,950 2,863
Analog Devices Inc. 2.875% 6/1/23 6,316 6,130
Analog Devices Inc. 3.125% 12/5/23 5,535 5,428
Analog Devices Inc. 3.900% 12/15/25 4,964 5,009
Analog Devices Inc. 3.500% 12/5/26 9,723 9,471
Apple Inc. 2.400% 5/3/23 51,492 49,799
Apple Inc. 3.000% 2/9/24 16,824 16,589
Apple Inc. 3.450% 5/6/24 21,115 21,261
Apple Inc. 2.850% 5/11/24 16,250 15,836
Apple Inc. 2.750% 1/13/25 13,300 12,769

 

 

Apple Inc. 2.500% 2/9/25 15,426 14,599
Apple Inc. 3.200% 5/13/25 18,785 18,545
Apple Inc. 3.250% 2/23/26 30,332 29,847
Apple Inc. 2.450% 8/4/26 21,187 19,600
Apple Inc. 3.350% 2/9/27 24,363 24,043
Apple Inc. 3.200% 5/11/27 19,105 18,656
Apple Inc. 3.000% 6/20/27 10,100 9,718
Apple Inc. 2.900% 9/12/27 18,450 17,518
Apple Inc. 3.000% 11/13/27 13,700 13,109
Applied Materials Inc. 3.900% 10/1/25 6,760 6,940
Applied Materials Inc. 3.300% 4/1/27 11,301 11,099
Arrow Electronics Inc. 3.250% 9/8/24 5,600 5,356
Arrow Electronics Inc. 4.000% 4/1/25 5,475 5,395
Arrow Electronics Inc. 3.875% 1/12/28 2,400 2,307
Autodesk Inc. 4.375% 6/15/25 3,275 3,356
Autodesk Inc. 3.500% 6/15/27 4,400 4,198
Avnet Inc. 4.625% 4/15/26 5,680 5,677
Baidu Inc. 3.875% 9/29/23 7,500 7,504
Baidu Inc. 4.125% 6/30/25 4,000 4,008
Baidu Inc. 3.625% 7/6/27 5,725 5,452
Baidu Inc. 4.375% 3/29/28 4,500 4,522
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.625% 1/15/24 24,577 24,137
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.125% 1/15/25 13,250 12,473
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.875% 1/15/27 55,070 53,318
Broadridge Financial Solutions Inc. 3.400% 6/27/26 3,770 3,617
CA Inc. 4.700% 3/15/27 3,225 3,278
Cadence Design Systems Inc. 4.375% 10/15/24 2,275 2,351
Cisco Systems Inc. 2.200% 9/20/23 4,260 4,055
Cisco Systems Inc. 3.625% 3/4/24 9,557 9,757
Cisco Systems Inc. 2.950% 2/28/26 12,440 12,020
Cisco Systems Inc. 2.500% 9/20/26 14,003 13,060
Citrix Systems Inc. 4.500% 12/1/27 7,500 7,425
5 Dell International LLC / EMC Corp. 5.450% 6/15/23 35,075 37,139
5 Diamond 1 Finance Corp. / Diamond 2 Finance        
Corp. 6.020% 6/15/26 43,908 47,090
DXC Technology Co. 4.250% 4/15/24 9,450 9,670
DXC Technology Co. 4.750% 4/15/27 5,015 5,196
Fidelity National Information Services Inc. 3.500% 4/15/23 7,082 7,061
Fidelity National Information Services Inc. 3.875% 6/5/24 3,613 3,647
Fidelity National Information Services Inc. 5.000% 10/15/25 6,425 6,851
Fidelity National Information Services Inc. 3.000% 8/15/26 15,331 14,277
Fiserv Inc. 3.850% 6/1/25 8,434 8,516
Flex Ltd. 4.750% 6/15/25 4,500 4,697
Hewlett Packard Enterprise Co. 4.900% 10/15/25 26,611 27,605
IBM Credit LLC 3.000% 2/6/23 5,000 4,943
Intel Corp. 2.875% 5/11/24 15,321 14,939
Intel Corp. 3.700% 7/29/25 20,733 21,128
Intel Corp. 2.600% 5/19/26 2,748 2,581
Intel Corp. 3.150% 5/11/27 11,052 10,783
International Business Machines Corp. 3.375% 8/1/23 12,814 12,883
International Business Machines Corp. 3.625% 2/12/24 22,140 22,468
International Business Machines Corp. 3.450% 2/19/26 20,221 20,147
International Business Machines Corp. 3.300% 1/27/27 4,620 4,556
International Business Machines Corp. 6.220% 8/1/27 2,800 3,386

 

 

Jabil Inc. 3.950% 1/12/28 4,675 4,497
Juniper Networks Inc. 4.500% 3/15/24 2,970 3,035
Juniper Networks Inc. 4.350% 6/15/25 4,525 4,543
Keysight Technologies Inc. 4.550% 10/30/24 4,850 5,022
Keysight Technologies Inc. 4.600% 4/6/27 7,500 7,642
KLA-Tencor Corp. 4.650% 11/1/24 13,430 13,974
Lam Research Corp. 3.800% 3/15/25 4,000 4,031
Maxim Integrated Products Inc. 3.450% 6/15/27 5,125 4,974
Microsoft Corp. 2.375% 5/1/23 9,636 9,344
Microsoft Corp. 2.000% 8/8/23 15,127 14,339
Microsoft Corp. 3.625% 12/15/23 11,604 11,911
Microsoft Corp. 2.875% 2/6/24 21,219 20,816
Microsoft Corp. 2.700% 2/12/25 21,380 20,683
Microsoft Corp. 3.125% 11/3/25 28,745 28,346
Microsoft Corp. 2.400% 8/8/26 38,913 36,096
Microsoft Corp. 3.300% 2/6/27 36,770 36,453
Motorola Solutions Inc. 4.000% 9/1/24 8,450 8,391
Motorola Solutions Inc. 4.600% 2/23/28 5,800 5,835
NetApp Inc. 3.300% 9/29/24 3,750 3,632
NVIDIA Corp. 3.200% 9/16/26 10,350 9,975
Oracle Corp. 3.625% 7/15/23 8,100 8,256
Oracle Corp. 2.400% 9/15/23 24,700 23,642
Oracle Corp. 3.400% 7/8/24 19,489 19,484
Oracle Corp. 2.950% 11/15/24 27,290 26,498
Oracle Corp. 2.950% 5/15/25 12,988 12,562
Oracle Corp. 2.650% 7/15/26 28,801 26,868
Oracle Corp. 3.250% 11/15/27 26,319 25,652
Pitney Bowes Inc. 4.700% 4/1/23 4,220 3,965
QUALCOMM Inc. 2.900% 5/20/24 16,156 15,441
QUALCOMM Inc. 3.450% 5/20/25 16,384 15,975
QUALCOMM Inc. 3.250% 5/20/27 18,345 17,431
Seagate HDD Cayman 4.750% 6/1/23 8,650 8,650
5 Seagate HDD Cayman 4.875% 3/1/24 4,975 4,913
Seagate HDD Cayman 4.750% 1/1/25 8,605 8,368
Seagate HDD Cayman 4.875% 6/1/27 7,625 7,206
Tech Data Corp. 4.950% 2/15/27 4,550 4,568
Texas Instruments Inc. 2.250% 5/1/23 2,025 1,937
Texas Instruments Inc. 2.625% 5/15/24 3,000 2,893
Texas Instruments Inc. 2.900% 11/3/27 4,500 4,266
Total System Services Inc. 3.750% 6/1/23 5,775 5,750
Total System Services Inc. 4.800% 4/1/26 7,905 8,255
Trimble Navigation Ltd. 4.750% 12/1/24 3,877 4,061
Tyco Electronics Group SA 3.450% 8/1/24 3,200 3,194
Tyco Electronics Group SA 3.700% 2/15/26 3,147 3,142
Tyco Electronics Group SA 3.125% 8/15/27 5,000 4,789
Verisk Analytics Inc. 4.000% 6/15/25 9,534 9,543
VMware Inc. 3.900% 8/21/27 11,721 11,132
Xerox Corp. 3.625% 3/15/23 3,000 2,928
Xilinx Inc. 2.950% 6/1/24 7,075 6,772
 
Transportation (0.8%)        
4 American Airlines 2013-1 Class A Pass Through        
Trust 4.000% 1/15/27 3,039 3,060
4 American Airlines 2014-1 Class A Pass Through        
Trust 3.700% 4/1/28 2,583 2,552
4 American Airlines 2015-1 Class A Pass Through        
Trust 3.375% 11/1/28 4,481 4,338

 

 

4 American Airlines 2015-1 Class B Pass Through        
Trust 3.700% 11/1/24 2,406 2,364
4 American Airlines 2016-1 Class A Pass Through        
Trust 4.100% 1/15/28 278 281
4 American Airlines 2016-1 Class AA Pass Through        
Trust 3.575% 1/15/28 1,856 1,830
4 American Airlines 2017-1B Class B Pass Through        
Trust 4.950% 2/15/25 2,194 2,255
4 BNSF Funding Trust I 6.613% 12/15/55 100 112
Burlington Northern Santa Fe LLC 3.850% 9/1/23 7,460 7,668
Burlington Northern Santa Fe LLC 3.750% 4/1/24 9,733 9,915
Burlington Northern Santa Fe LLC 3.400% 9/1/24 9,367 9,360
Burlington Northern Santa Fe LLC 3.000% 4/1/25 6,737 6,545
Burlington Northern Santa Fe LLC 3.650% 9/1/25 5,075 5,130
Burlington Northern Santa Fe LLC 7.000% 12/15/25 5,870 7,178
Burlington Northern Santa Fe LLC 3.250% 6/15/27 5,600 5,506
Canadian National Railway Co. 2.950% 11/21/24 3,340 3,286
Canadian National Railway Co. 2.750% 3/1/26 4,010 3,816
Canadian Pacific Railway Co. 2.900% 2/1/25 4,618 4,421
4 Continental Airlines 2012-1 Class A Pass Through        
Trust 4.150% 10/11/25 8,252 8,371
4 Continental Airlines 2012-2 Class A Pass Through        
Trust 4.000% 4/29/26 5,223 5,272
CSX Corp. 3.700% 11/1/23 4,275 4,330
CSX Corp. 3.400% 8/1/24 5,920 5,889
CSX Corp. 3.350% 11/1/25 8,850 8,633
CSX Corp. 2.600% 11/1/26 4,650 4,240
CSX Corp. 3.250% 6/1/27 6,780 6,461
CSX Corp. 3.800% 3/1/28 7,500 7,456
4 Delta Air Lines 2015-1 Class AA Pass Through        
Trust 3.625% 7/30/27 1,026 1,016
FedEx Corp. 4.000% 1/15/24 5,431 5,611
FedEx Corp. 3.200% 2/1/25 7,350 7,159
FedEx Corp. 3.250% 4/1/26 9,400 9,101
FedEx Corp. 3.300% 3/15/27 4,000 3,878
FedEx Corp. 3.400% 2/15/28 5,000 4,815
Kansas City Southern 3.000% 5/15/23 7,630 7,395
Kirby Corp. 4.200% 3/1/28 2,900 2,901
Norfolk Southern Corp. 3.850% 1/15/24 2,075 2,102
Norfolk Southern Corp. 5.590% 5/17/25 1,339 1,473
Norfolk Southern Corp. 2.900% 6/15/26 3,690 3,489
Norfolk Southern Corp. 7.800% 5/15/27 450 580
Norfolk Southern Corp. 3.150% 6/1/27 2,410 2,294
Southwest Airlines Co. 3.000% 11/15/26 3,270 3,081
Southwest Airlines Co. 3.450% 11/16/27 2,900 2,832
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,281 1,366
Trinity Industries Inc. 4.550% 10/1/24 3,185 3,172
Union Pacific Corp. 2.750% 4/15/23 2,220 2,168
Union Pacific Corp. 3.646% 2/15/24 4,510 4,578
Union Pacific Corp. 3.750% 3/15/24 1,645 1,676
Union Pacific Corp. 3.250% 1/15/25 6,428 6,384
Union Pacific Corp. 3.250% 8/15/25 6,120 6,047
Union Pacific Corp. 2.750% 3/1/26 5,317 5,067
Union Pacific Corp. 3.000% 4/15/27 4,253 4,101
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 4,418 4,498

 

 

4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 4,388 4,423
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 6,224 6,189
United Parcel Service Inc. 2.500% 4/1/23 7,225 7,009
United Parcel Service Inc. 2.800% 11/15/24 11,175 10,749
United Parcel Service Inc. 2.400% 11/15/26 3,100 2,843
United Parcel Service Inc. 3.050% 11/15/27 12,100 11,609
4 US Airways 2012-1 Class A Pass Through Trust 5.900% 4/1/26 414 450
4 US Airways 2013-1 Class A Pass Through Trust 3.950% 5/15/27 3,245 3,255
4 US Airways Inc. 2012-2 Class A Pass Through        
Trust 4.625% 12/3/26 893 921
        8,260,034
Utilities (2.1%)        
Electric (1.8%)        
AEP Transmission Co. LLC 3.100% 12/1/26 3,370 3,240
Alabama Power Co. 3.550% 12/1/23 3,600 3,642
Ameren Corp. 3.650% 2/15/26 2,662 2,602
Ameren Illinois Co. 3.250% 3/1/25 2,700 2,670
American Electric Power Co. Inc. 3.200% 11/13/27 3,300 3,143
Appalachian Power Co. 3.400% 6/1/25 2,000 1,970
Arizona Public Service Co. 3.150% 5/15/25 3,950 3,887
Arizona Public Service Co. 2.950% 9/15/27 2,725 2,592
Avangrid Inc. 3.150% 12/1/24 5,775 5,594
Baltimore Gas & Electric Co. 3.350% 7/1/23 3,949 3,952
Baltimore Gas & Electric Co. 2.400% 8/15/26 3,300 3,029
Berkshire Hathaway Energy Co. 3.750% 11/15/23 6,925 7,036
Berkshire Hathaway Energy Co. 3.500% 2/1/25 3,811 3,783
5 Berkshire Hathaway Energy Co. 3.250% 4/15/28 1,000 964
Black Hills Corp. 4.250% 11/30/23 1,218 1,242
Black Hills Corp. 3.950% 1/15/26 4,150 4,182
Black Hills Corp. 3.150% 1/15/27 1,500 1,406
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 1,800 1,656
CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 2,250 2,146
Cleco Corporate Holdings LLC 3.743% 5/1/26 8,680 8,260
Cleveland Electric Illuminating Co. 5.500% 8/15/24 250 278
CMS Energy Corp. 3.000% 5/15/26 2,500 2,369
CMS Energy Corp. 3.450% 8/15/27 1,050 1,015
Commonwealth Edison Co. 2.550% 6/15/26 6,650 6,201
Commonwealth Edison Co. 2.950% 8/15/27 3,100 2,964
Connecticut Light & Power Co. 3.200% 3/15/27 2,775 2,713
Consolidated Edison Co. of New York Inc. 3.125% 11/15/27 3,225 3,139
Consumers Energy Co. 3.375% 8/15/23 2,550 2,553
Delmarva Power & Light Co. 3.500% 11/15/23 5,275 5,319
Dominion Energy Inc. 3.625% 12/1/24 4,527 4,487
Dominion Energy Inc. 3.900% 10/1/25 6,930 6,915
Dominion Energy Inc. 2.850% 8/15/26 3,800 3,514
4 Dominion Energy Inc. 5.750% 10/1/54 4,600 4,864
DTE Electric Co. 3.650% 3/15/24 6,050 6,195
DTE Electric Co. 3.375% 3/1/25 1,675 1,671
DTE Energy Co. 3.850% 12/1/23 2,113 2,152
DTE Energy Co. 3.500% 6/1/24 4,483 4,421
DTE Energy Co. 2.850% 10/1/26 10,703 9,821
DTE Energy Co. 3.800% 3/15/27 5,175 5,143
Duke Energy Carolinas LLC 2.950% 12/1/26 3,500 3,369
Duke Energy Corp. 3.950% 10/15/23 3,612 3,674
Duke Energy Corp. 3.750% 4/15/24 15,077 15,082

 

 

Duke Energy Corp. 2.650% 9/1/26 10,654 9,697
Duke Energy Corp. 3.150% 8/15/27 6,750 6,344
Duke Energy Florida LLC 3.200% 1/15/27 5,000 4,893
Duke Energy Ohio Inc. 3.800% 9/1/23 2,865 2,939
Duke Energy Progress LLC 3.250% 8/15/25 5,154 5,109
Edison International 4.125% 3/15/28 5,100 5,130
Emera US Finance LP 3.550% 6/15/26 10,985 10,520
Enel Americas SA 4.000% 10/25/26 1,000 971
Enel Generacion Chile SA 4.250% 4/15/24 765 775
Entergy Arkansas Inc. 3.700% 6/1/24 1,500 1,533
Entergy Arkansas Inc. 3.500% 4/1/26 6,172 6,158
Entergy Corp. 2.950% 9/1/26 8,255 7,678
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 5,970 6,703
Entergy Louisiana LLC 4.050% 9/1/23 5,000 5,128
Entergy Louisiana LLC 5.400% 11/1/24 1,575 1,735
Entergy Louisiana LLC 2.400% 10/1/26 3,655 3,346
Entergy Louisiana LLC 3.120% 9/1/27 3,375 3,248
Eversource Energy 2.800% 5/1/23 2,325 2,248
Eversource Energy 2.900% 10/1/24 3,600 3,453
Eversource Energy 3.150% 1/15/25 3,810 3,705
Eversource Energy 3.300% 1/15/28 5,000 4,796
Exelon Corp. 3.950% 6/15/25 10,918 10,929
Exelon Corp. 3.400% 4/15/26 6,607 6,357
FirstEnergy Corp. 3.900% 7/15/27 17,979 17,617
Florida Power & Light Co. 2.750% 6/1/23 7,810 7,642
Florida Power & Light Co. 3.250% 6/1/24 2,700 2,710
Florida Power & Light Co. 3.125% 12/1/25 3,150 3,114
Fortis Inc. 3.055% 10/4/26 21,529 19,893
Georgia Power Co. 3.250% 4/1/26 4,636 4,498
Georgia Power Co. 3.250% 3/30/27 2,839 2,743
Gulf Power Co. 3.300% 5/30/27 3,075 2,991
Interstate Power & Light Co. 3.250% 12/1/24 5,000 4,922
ITC Holdings Corp. 3.650% 6/15/24 5,320 5,278
ITC Holdings Corp. 3.250% 6/30/26 3,825 3,671
5 ITC Holdings Corp. 3.350% 11/15/27 4,750 4,530
Louisville Gas & Electric Co. 3.300% 10/1/25 2,800 2,757
MidAmerican Energy Co. 3.500% 10/15/24 6,170 6,230
MidAmerican Energy Co. 3.100% 5/1/27 575 556
National Rural Utilities Cooperative Finance Corp. 2.950% 2/7/24 6,440 6,274
National Rural Utilities Cooperative Finance Corp. 2.850% 1/27/25 4,850 4,671
National Rural Utilities Cooperative Finance Corp. 3.250% 11/1/25 3,970 3,893
National Rural Utilities Cooperative Finance Corp. 3.050% 4/25/27 3,200 3,062
National Rural Utilities Cooperative Finance Corp. 3.400% 2/7/28 3,500 3,485
4 National Rural Utilities Cooperative Finance Corp. 4.750% 4/30/43 2,100 2,138
4 National Rural Utilities Cooperative Finance Corp. 5.250% 4/20/46 3,575 3,791
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 8,496 8,237
4 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 5,200 4,979
Northern States Power Co. 2.600% 5/15/23 2,300 2,241
NSTAR Electric Co. 3.200% 5/15/27 6,780 6,610
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 3,085 2,997
Pacific Gas & Electric Co. 3.250% 6/15/23 3,450 3,393
Pacific Gas & Electric Co. 3.850% 11/15/23 350 355
Pacific Gas & Electric Co. 3.750% 2/15/24 8,263 8,261
Pacific Gas & Electric Co. 3.400% 8/15/24 5,580 5,469
Pacific Gas & Electric Co. 3.500% 6/15/25 6,480 6,277
Pacific Gas & Electric Co. 2.950% 3/1/26 6,337 5,921
5 Pacific Gas & Electric Co. 3.300% 12/1/27 10,750 10,190

 

 

PacifiCorp 2.950% 6/1/23 3,500 3,450
PacifiCorp 3.600% 4/1/24 3,575 3,601
Potomac Electric Power Co. 3.600% 3/15/24 300 303
PPL Capital Funding Inc. 3.400% 6/1/23 6,225 6,168
PPL Capital Funding Inc. 3.950% 3/15/24 1,568 1,593
PPL Capital Funding Inc. 3.100% 5/15/26 7,636 7,207
Public Service Co. of New Hampshire 3.500% 11/1/23 1,550 1,558
Public Service Electric & Gas Co. 2.375% 5/15/23 7,879 7,569
Public Service Electric & Gas Co. 3.000% 5/15/25 3,815 3,716
Public Service Electric & Gas Co. 2.250% 9/15/26 3,875 3,552
Public Service Electric & Gas Co. 3.000% 5/15/27 2,000 1,917
Puget Energy Inc. 3.650% 5/15/25 6,465 6,344
San Diego Gas & Electric Co. 3.600% 9/1/23 3,923 4,007
San Diego Gas & Electric Co. 2.500% 5/15/26 4,650 4,335
Scottish Power Ltd. 5.810% 3/15/25 900 1,009
Sierra Pacific Power Co. 2.600% 5/1/26 5,880 5,477
Southern California Edison Co. 3.500% 10/1/23 4,534 4,576
Southern California Edison Co. 3.650% 3/1/28 3,750 3,755
Southern Co. 2.950% 7/1/23 12,200 11,850
Southern Co. 3.250% 7/1/26 12,920 12,356
Southern Power Co. 4.150% 12/1/25 4,200 4,304
Southwestern Electric Power Co. 2.750% 10/1/26 8,750 8,104
Southwestern Public Service Co. 3.300% 6/15/24 2,650 2,633
Tucson Electric Power Co. 3.050% 3/15/25 750 722
Union Electric Co. 3.500% 4/15/24 3,375 3,437
Union Electric Co. 2.950% 6/15/27 3,500 3,330
Virginia Electric & Power Co. 3.450% 2/15/24 2,000 2,003
Virginia Electric & Power Co. 3.100% 5/15/25 3,200 3,104
Virginia Electric & Power Co. 3.150% 1/15/26 7,630 7,412
Virginia Electric & Power Co. 2.950% 11/15/26 6,192 5,899
Virginia Electric & Power Co. 3.500% 3/15/27 8,314 8,192
Virginia Electric & Power Co. 3.800% 4/1/28 4,000 4,035
WEC Energy Group Inc. 3.550% 6/15/25 3,632 3,595
Westar Energy Inc. 2.550% 7/1/26 3,835 3,567
Westar Energy Inc. 3.100% 4/1/27 2,877 2,779
Wisconsin Power & Light Co. 3.050% 10/15/27 2,700 2,593
Xcel Energy Inc. 3.300% 6/1/25 5,800 5,654
Xcel Energy Inc. 3.350% 12/1/26 4,575 4,433
 
Natural Gas (0.2%)        
Atmos Energy Corp. 3.000% 6/15/27 4,725 4,514
CenterPoint Energy Resources Corp. 4.000% 4/1/28 2,500 2,514
NiSource Finance Corp. 3.490% 5/15/27 9,000 8,696
ONE Gas Inc. 3.610% 2/1/24 1,845 1,830
Sempra Energy 2.900% 2/1/23 1,300 1,273
Sempra Energy 4.050% 12/1/23 6,500 6,660
Sempra Energy 3.750% 11/15/25 7,011 6,977
Sempra Energy 3.250% 6/15/27 7,391 7,015
Sempra Energy 3.400% 2/1/28 7,600 7,242
Southern California Gas Co. 2.600% 6/15/26 11,000 10,312
Southern Co. Gas Capital Corp. 2.450% 10/1/23 3,050 2,889
Southern Co. Gas Capital Corp. 3.875% 11/15/25 1,100 1,097
Southern Co. Gas Capital Corp. 3.250% 6/15/26 1,525 1,466
Southwest Gas Corp. 3.700% 4/1/28 1,750 1,761
Spire Missouri Inc. 3.400% 8/15/23 1,375 1,373

 

 

Other Utility (0.1%)        
American Water Capital Corp. 3.850% 3/1/24 2,525 2,554
American Water Capital Corp. 3.400% 3/1/25 6,018 5,992
American Water Capital Corp. 2.950% 9/1/27 5,550 5,261
        709,211
Total Corporate Bonds (Cost $14,290,363)       13,997,888
Sovereign Bonds (5.3%)        
Asian Development Bank 2.000% 1/22/25 14,980 14,180
Asian Development Bank 2.125% 3/19/25 2,325 2,217
Asian Development Bank 2.000% 4/24/26 8,300 7,787
Asian Development Bank 1.750% 8/14/26 15,700 14,364
Asian Development Bank 2.625% 1/12/27 10,000 9,763
Asian Development Bank 2.375% 8/10/27 2,800 2,671
Asian Development Bank 2.500% 11/2/27 14,245 13,732
Asian Development Bank 2.750% 1/19/28 8,800 8,612
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 21,305 20,479
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 17,575 16,928
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 19,900 20,194
Ecopetrol SA 5.875% 9/18/23 15,749 16,851
Ecopetrol SA 4.125% 1/16/25 10,693 10,372
Ecopetrol SA 5.375% 6/26/26 11,490 11,950
Emirates Telecommunications Group Co. PJSC 3.500% 6/18/24 2,000 1,982
European Investment Bank 3.250% 1/29/24 39,885 40,974
European Investment Bank 2.500% 10/15/24 8,725 8,545
European Investment Bank 1.875% 2/10/25 36,440 34,179
European Investment Bank 2.125% 4/13/26 10,300 9,715
European Investment Bank 2.375% 5/24/27 18,415 17,610
Export-Import Bank of Korea 4.000% 1/14/24 5,100 5,218
Export-Import Bank of Korea 2.875% 1/21/25 13,800 13,134
Export-Import Bank of Korea 3.250% 11/10/25 10,200 9,896
Export-Import Bank of Korea 2.625% 5/26/26 13,000 11,978
Export-Import Bank of Korea 3.250% 8/12/26 4,400 4,248
Hydro-Quebec 8.050% 7/7/24 8,825 11,054
Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 4,900 4,701
Inter-American Development Bank 3.000% 10/4/23 7,200 7,266
Inter-American Development Bank 3.000% 2/21/24 32,100 32,360
Inter-American Development Bank 2.125% 1/15/25 16,950 16,198
Inter-American Development Bank 7.000% 6/15/25 4,365 5,389
Inter-American Development Bank 2.000% 6/2/26 5,600 5,254
Inter-American Development Bank 2.375% 7/7/27 24,903 23,801
International Bank for Reconstruction &        
Development 1.750% 4/19/23 24,000 22,873
International Bank for Reconstruction &        
Development 2.500% 11/25/24 49,800 48,724
International Bank for Reconstruction &        
Development 2.125% 3/3/25 1,120 1,070
International Bank for Reconstruction &        
Development 2.500% 7/29/25 18,200 17,759
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,385
International Bank for Reconstruction &        
Development 1.875% 10/27/26 12,300 11,330
International Bank for Reconstruction &        
Development 2.500% 11/22/27 25,015 24,110
International Finance Corp. 2.125% 4/7/26 8,550 8,072
6 Japan Bank for International Cooperation 3.375% 7/31/23 725 740

 

 

6 Japan Bank for International Cooperation 3.000% 5/29/24 18,450 18,338
6 Japan Bank for International Cooperation 2.125% 2/10/25 24,705 23,164
6 Japan Bank for International Cooperation 2.500% 5/28/25 1,600 1,549
6 Japan Bank for International Cooperation 2.750% 1/21/26 10,000 9,763
6 Japan Bank for International Cooperation 2.375% 4/20/26 6,000 5,666
6 Japan Bank for International Cooperation 2.250% 11/4/26 30,000 28,126
6 Japan Bank for International Cooperation 2.875% 6/1/27 26,000 25,570
6 Japan Bank for International Cooperation 2.875% 7/21/27 16,000 15,592
6 Japan Bank for International Cooperation 2.750% 11/16/27 10,740 10,348
6 Japan International Cooperation Agency 2.750% 4/27/27 8,500 8,166
7 KFW 2.500% 11/20/24 55,040 53,755
7 KFW 2.000% 5/2/25 20,000 18,881
Korea Development Bank 3.750% 1/22/24 8,050 8,128
Korea Development Bank 3.000% 1/13/26 10,000 9,548
Korea Development Bank 2.000% 9/12/26 8,750 7,701
7 Landwirtschaftliche Rentenbank 2.000% 1/13/25 14,280 13,525
7 Landwirtschaftliche Rentenbank 2.375% 6/10/25 12,800 12,396
7 Landwirtschaftliche Rentenbank 1.750% 7/27/26 14,925 13,640
7 Landwirtschaftliche Rentenbank 2.500% 11/15/27 16,740 16,108
4 Oriental Republic of Uruguay 4.500% 8/14/24 14,026 14,772
4 Oriental Republic of Uruguay 4.375% 10/27/27 19,600 20,262
Petroleos Mexicanos 4.625% 9/21/23 11,000 10,995
Petroleos Mexicanos 4.875% 1/18/24 25,120 25,309
4 Petroleos Mexicanos 2.290% 2/15/24 1,140 1,125
Petroleos Mexicanos 4.250% 1/15/25 8,150 7,886
Petroleos Mexicanos 4.500% 1/23/26 8,720 8,439
Petroleos Mexicanos 6.875% 8/4/26 32,330 35,305
Petroleos Mexicanos 6.500% 3/13/27 63,340 67,647
5 Petroleos Mexicanos 5.350% 2/12/28 12,650 12,399
Province of Alberta 3.300% 3/15/28 11,600 11,675
Province of British Columbia 6.500% 1/15/26 1,935 2,359
Province of British Columbia 2.250% 6/2/26 8,540 8,018
Province of Manitoba 3.050% 5/14/24 13,600 13,555
Province of Manitoba 2.125% 6/22/26 4,000 3,682
Province of Nova Scotia 8.250% 7/30/22 4,700 5,642
Province of Ontario 3.200% 5/16/24 11,650 11,708
Province of Ontario 2.500% 4/27/26 7,500 7,138
Province of Quebec 7.125% 2/9/24 11,125 13,352
Province of Quebec 2.875% 10/16/24 14,020 13,848
Province of Quebec 2.500% 4/20/26 24,000 22,893
Province of Quebec 2.750% 4/12/27 25,000 24,156
Republic of Chile 3.125% 3/27/25 420 411
Republic of Chile 3.125% 1/21/26 16,338 16,117
4 Republic of Chile 3.240% 2/6/28 14,175 13,878
Republic of Colombia 4.000% 2/26/24 23,325 23,512
Republic of Colombia 8.125% 5/21/24 6,090 7,488
4 Republic of Colombia 4.500% 1/28/26 10,861 11,241
4 Republic of Colombia 3.875% 4/25/27 22,100 21,672
Republic of Finland 6.950% 2/15/26 695 861
Republic of Hungary 5.750% 11/22/23 26,683 29,485
Republic of Hungary 5.375% 3/25/24 15,141 16,504
5 Republic of Indonesia 3.850% 7/18/27 300 294
Republic of Indonesia 3.500% 1/11/28 13,250 12,662
Republic of Italy 6.875% 9/27/23 29,560 34,492
Republic of Korea 3.875% 9/11/23 10,965 11,341
Republic of Korea 5.625% 11/3/25 1,775 2,044
Republic of Korea 2.750% 1/19/27 13,500 12,804

 

 

4 Republic of Panama 4.000% 9/22/24 17,080 17,510
4 Republic of Panama 3.750% 3/16/25 15,895 16,014
Republic of Panama 7.125% 1/29/26 11,869 14,540
Republic of Panama 8.875% 9/30/27 11,770 16,243
Republic of Peru 7.350% 7/21/25 19,415 24,131
Republic of Peru 4.125% 8/25/27 7,060 7,374
Republic of Philippines 3.000% 2/1/28 19,000 18,179
Republic of Poland 3.000% 3/17/23 12,805 12,693
Republic of Poland 4.000% 1/22/24 22,747 23,657
Republic of Poland 3.250% 4/6/26 16,800 16,674
Republic of the Philippines 4.200% 1/21/24 14,780 15,390
Republic of the Philippines 9.500% 10/21/24 3,400 4,624
Republic of the Philippines 10.625% 3/16/25 11,430 16,502
Republic of the Philippines 5.500% 3/30/26 9,475 10,754
State of Israel 3.150% 6/30/23 9,800 9,770
State of Israel 2.875% 3/16/26 10,000 9,614
State of Israel 3.250% 1/17/28 9,500 9,240
Statoil ASA 2.650% 1/15/24 16,769 16,170
Statoil ASA 3.700% 3/1/24 4,458 4,538
Statoil ASA 3.250% 11/10/24 9,120 9,011
Statoil ASA 7.250% 9/23/27 325 412
United Mexican States 4.000% 10/2/23 29,055 29,740
United Mexican States 3.600% 1/30/25 40,355 39,792
United Mexican States 4.125% 1/21/26 18,100 18,367
United Mexican States 11.500% 5/15/26 500 764
United Mexican States 4.150% 3/28/27 27,625 27,907
United Mexican States 3.750% 1/11/28 22,000 21,241
Total Sovereign Bonds (Cost $1,874,379)       1,837,451
Taxable Municipal Bonds (0.2%)        
Alabama Economic Settlement Authority BP        
Settlement Revenue 3.163% 9/15/25 2,300 2,296
California GO 6.650% 3/1/22 3,500 3,899
Energy Northwest Washington Electric Revenue        
(Columbia Generating Station) 2.814% 7/1/24 190 187
Illinois GO 4.950% 6/1/23 9,089 9,395
Oregon GO 5.762% 6/1/23 1,768 1,919
Oregon GO 5.892% 6/1/27 13,900 16,412
Regents of the University of California Revenue 3.063% 7/1/25 9,500 9,442
South Carolina Public Service Authority Revenue 2.388% 12/1/23 3,100 2,928
Utah GO 4.554% 7/1/24 9,895 10,508
Utah GO 3.539% 7/1/25 65 67
Wisconsin General Fund Annual Appropriation        
Revenue 3.154% 5/1/27 3,300 3,248
8 Wisconsin GO 5.700% 5/1/26 3,245 3,678
Total Taxable Municipal Bonds (Cost $64,758)       63,979
      Shares  
Temporary Cash Investment (0.7%)        
Money Market Fund (0.7%)        
9 Vanguard Market Liquidity Fund (Cost $219,941) 1.775%   2,199,607 219,961
Total Investments (99.9%) (Cost $35,309,407)       34,353,122
Other Assets and Liabilities-Net (0.1%)       42,589
Net Assets (100%)       34,395,711

 

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

 

3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2018, the aggregate
value of these securities was $405,355,000, representing 1.2% 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 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 March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 18,233,843 —
Corporate Bonds — 13,997,888 —
Sovereign Bonds — 1,837,451 —
Taxable Municipal Bonds — 63,979 —
Temporary Cash Investments 219,961 — —
Total 219,961 34,133,161 —

 

C. At March 31, 2018, the cost of investment securities for tax purposes was $35,309,407,000. Net unrealized depreciation of investment securities for tax purposes was $956,285,000, consisting of

 

Intermediate-Term Bond Index Fund

unrealized gains of $52,218,000 on securities that had risen in value since their purchase and $1,008,503,000 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 March 31, 2018

      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 2.750% 2/15/28 19,025 19,019
United States Treasury Note/Bond 5.500% 8/15/28 375 467
United States Treasury Note/Bond 5.250% 11/15/28 4,180 5,131
United States Treasury Note/Bond 5.250% 2/15/29 18,176 22,393
United States Treasury Note/Bond 6.125% 8/15/29 17,000 22,533
United States Treasury Note/Bond 6.250% 5/15/30 35,990 48,789
United States Treasury Note/Bond 5.375% 2/15/31 27,155 34,742
United States Treasury Note/Bond 4.500% 2/15/36 44,985 55,507
United States Treasury Note/Bond 4.750% 2/15/37 15,760 20,143
United States Treasury Note/Bond 5.000% 5/15/37 18,104 23,829
United States Treasury Note/Bond 4.375% 2/15/38 26,163 32,143
United States Treasury Note/Bond 4.500% 5/15/38 12,700 15,869
United States Treasury Note/Bond 3.500% 2/15/39 44,692 49,015
United States Treasury Note/Bond 4.250% 5/15/39 34,662 42,103
United States Treasury Note/Bond 4.500% 8/15/39 51,381 64,459
United States Treasury Note/Bond 4.375% 11/15/39 48,480 59,926
United States Treasury Note/Bond 4.625% 2/15/40 71,261 91,025
United States Treasury Note/Bond 4.375% 5/15/40 62,098 76,856
United States Treasury Note/Bond 3.875% 8/15/40 46,315 53,516
United States Treasury Note/Bond 4.250% 11/15/40 48,900 59,582
United States Treasury Note/Bond 4.750% 2/15/41 62,480 81,429
United States Treasury Note/Bond 4.375% 5/15/41 49,545 61,544
United States Treasury Note/Bond 3.750% 8/15/41 54,075 61,485
United States Treasury Note/Bond 3.125% 11/15/41 49,577 51,095
United States Treasury Note/Bond 3.125% 2/15/42 54,902 56,592
United States Treasury Note/Bond 3.000% 5/15/42 52,700 53,145
United States Treasury Note/Bond 2.750% 8/15/42 83,168 80,166
United States Treasury Note/Bond 2.750% 11/15/42 95,118 91,581
United States Treasury Note/Bond 3.125% 2/15/43 90,940 93,484
United States Treasury Note/Bond 2.875% 5/15/43 144,255 141,843
United States Treasury Note/Bond 3.625% 8/15/43 111,000 123,956
United States Treasury Note/Bond 3.750% 11/15/43 126,310 143,954
United States Treasury Note/Bond 3.625% 2/15/44 142,444 159,204
United States Treasury Note/Bond 3.375% 5/15/44 146,587 157,260
United States Treasury Note/Bond 3.125% 8/15/44 118,838 122,069
United States Treasury Note/Bond 3.000% 11/15/44 143,056 143,683
United States Treasury Note/Bond 2.500% 2/15/45 133,292 121,378
United States Treasury Note/Bond 3.000% 5/15/45 149,455 150,040
United States Treasury Note/Bond 2.875% 8/15/45 132,712 129,995
United States Treasury Note/Bond 3.000% 11/15/45 89,750 90,044
United States Treasury Note/Bond 2.500% 2/15/46 128,432 116,592
United States Treasury Note/Bond 2.500% 5/15/46 136,466 123,779
United States Treasury Note/Bond 2.250% 8/15/46 136,279 117,051
United States Treasury Note/Bond 2.875% 11/15/46 149,264 145,998
United States Treasury Note/Bond 3.000% 2/15/47 127,854 128,194
United States Treasury Note/Bond 3.000% 5/15/47 83,546 83,741
United States Treasury Note/Bond 2.750% 8/15/47 141,981 135,347
United States Treasury Note/Bond 2.750% 11/15/47 115,436 110,024

 

 

United States Treasury Note/Bond 3.000% 2/15/48 142,250 142,672
        4,014,392
Agency Bonds and Notes (1.8%)        
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,308
1 Federal Home Loan Banks 5.500% 7/15/36 8,670 11,522
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,890 2,554
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,260 22,544
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 19,312 26,280
2 Federal National Mortgage Assn. 6.250% 5/15/29 16,280 21,101
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,175 12,816
2 Federal National Mortgage Assn. 7.250% 5/15/30 10,235 14,507
2 Federal National Mortgage Assn. 6.625% 11/15/30 9,050 12,356
2 Federal National Mortgage Assn. 5.625% 7/15/37 6,080 8,237
2 Federal National Mortgage Assn. 6.210% 8/6/38 700 1,007
1 Tennessee Valley Authority 7.125% 5/1/30 3,970 5,544
1 Tennessee Valley Authority 4.650% 6/15/35 4,510 5,321
1 Tennessee Valley Authority 5.880% 4/1/36 4,535 6,184
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,361
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,492
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,553
1 Tennessee Valley Authority 5.250% 9/15/39 10,585 13,847
1 Tennessee Valley Authority 4.875% 1/15/48 2,650 3,312
1 Tennessee Valley Authority 5.375% 4/1/56 1,950 2,697
1 Tennessee Valley Authority 4.625% 9/15/60 1,400 1,734
1 Tennessee Valley Authority 4.250% 9/15/65 3,500 4,056
        183,333
Total U.S. Government and Agency Obligations (Cost $4,146,799)     4,197,725
Corporate Bonds (51.1%)        
Finance (8.7%)        
Banking (4.8%)        
American Express Co. 4.050% 12/3/42 1,766 1,765
Bank of America Corp. 6.110% 1/29/37 5,743 6,875
3 Bank of America Corp. 4.244% 4/24/38 6,980 7,112
Bank of America Corp. 7.750% 5/14/38 6,509 9,031
Bank of America Corp. 5.875% 2/7/42 5,500 6,831
Bank of America Corp. 5.000% 1/21/44 9,541 10,655
Bank of America Corp. 4.875% 4/1/44 5,823 6,422
Bank of America Corp. 4.750% 4/21/45 1,990 2,099
3 Bank of America Corp. 4.443% 1/20/48 2,500 2,588
3 Bank of America Corp. 3.946% 1/23/49 2,500 2,388
Bank of America NA 6.000% 10/15/36 4,524 5,619
Bank of New York Mellon Corp. 3.000% 10/30/28 1,000 921
Bank of New York Mellon Corp. 3.300% 8/23/29 3,221 3,027
Bank One Capital III 8.750% 9/1/30 575 815
Barclays plc 4.836% 5/9/28 6,150 6,021
Barclays plc 5.250% 8/17/45 2,500 2,641
Barclays plc 4.950% 1/10/47 5,260 5,353
Citigroup Inc. 4.125% 7/25/28 8,311 8,209
Citigroup Inc. 6.625% 6/15/32 3,600 4,382
Citigroup Inc. 6.000% 10/31/33 3,251 3,823
Citigroup Inc. 6.125% 8/25/36 2,033 2,418
3 Citigroup Inc. 3.878% 1/24/39 3,375 3,247
Citigroup Inc. 8.125% 7/15/39 7,234 10,932
Citigroup Inc. 5.875% 1/30/42 3,380 4,163
Citigroup Inc. 6.675% 9/13/43 3,119 4,044
Citigroup Inc. 4.950% 11/7/43 1,983 2,153

 

 

Citigroup Inc. 5.300% 5/6/44 4,875 5,335
Citigroup Inc. 4.650% 7/30/45 900 953
Citigroup Inc. 4.750% 5/18/46 2,990 3,013
3 Citigroup Inc. 4.281% 4/24/48 3,650 3,675
Cooperatieve Rabobank UA 5.250% 5/24/41 3,825 4,545
Cooperatieve Rabobank UA 5.750% 12/1/43 1,955 2,333
Cooperatieve Rabobank UA 5.250% 8/4/45 7,091 7,953
4 Credit Suisse Group AG 4.282% 1/9/28 1,425 1,427
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 6,445 6,827
Credit Suisse USA Inc. 7.125% 7/15/32 1,275 1,698
Fifth Third Bancorp 8.250% 3/1/38 3,345 4,765
First Republic Bank 4.375% 8/1/46 1,300 1,295
First Republic Bank 4.625% 2/13/47 1,325 1,360
Goldman Sachs Capital I 6.345% 2/15/34 4,650 5,533
3 Goldman Sachs Group Inc. 3.814% 4/23/29 8,000 7,829
Goldman Sachs Group Inc. 6.125% 2/15/33 8,821 10,561
Goldman Sachs Group Inc. 6.450% 5/1/36 2,527 3,061
Goldman Sachs Group Inc. 6.750% 10/1/37 16,715 20,885
3 Goldman Sachs Group Inc. 4.017% 10/31/38 8,570 8,252
Goldman Sachs Group Inc. 6.250% 2/1/41 8,755 11,087
Goldman Sachs Group Inc. 4.800% 7/8/44 6,525 6,977
Goldman Sachs Group Inc. 5.150% 5/22/45 6,780 7,277
Goldman Sachs Group Inc. 4.750% 10/21/45 5,280 5,640
HSBC Bank USA NA 5.875% 11/1/34 3,311 4,072
HSBC Bank USA NA 5.625% 8/15/35 2,531 3,053
HSBC Bank USA NA 7.000% 1/15/39 2,500 3,494
HSBC Holdings plc 7.625% 5/17/32 1,450 1,885
HSBC Holdings plc 7.350% 11/27/32 200 257
HSBC Holdings plc 6.500% 5/2/36 8,003 9,918
HSBC Holdings plc 6.500% 9/15/37 7,675 9,565
HSBC Holdings plc 6.800% 6/1/38 2,690 3,460
HSBC Holdings plc 6.100% 1/14/42 3,670 4,735
HSBC Holdings plc 5.250% 3/14/44 7,815 8,549
JPMorgan Chase & Co. 6.400% 5/15/38 8,287 10,773
3 JPMorgan Chase & Co. 3.882% 7/24/38 9,075 8,801
JPMorgan Chase & Co. 5.500% 10/15/40 4,275 5,052
JPMorgan Chase & Co. 5.600% 7/15/41 6,000 7,240
JPMorgan Chase & Co. 5.400% 1/6/42 4,148 4,905
JPMorgan Chase & Co. 5.625% 8/16/43 4,000 4,650
JPMorgan Chase & Co. 4.850% 2/1/44 3,950 4,359
JPMorgan Chase & Co. 4.950% 6/1/45 5,964 6,401
3 JPMorgan Chase & Co. 4.260% 2/22/48 6,855 6,855
3 JPMorgan Chase & Co. 4.032% 7/24/48 5,675 5,478
3 JPMorgan Chase & Co. 3.964% 11/15/48 5,900 5,665
3 JPMorgan Chase & Co. 3.897% 1/23/49 5,800 5,521
Lloyds Banking Group plc 5.300% 12/1/45 2,210 2,348
Lloyds Banking Group plc 4.344% 1/9/48 6,000 5,582
Morgan Stanley 7.250% 4/1/32 3,161 4,176
3 Morgan Stanley 3.971% 7/22/38 6,450 6,281
Morgan Stanley 6.375% 7/24/42 7,025 9,058
Morgan Stanley 4.300% 1/27/45 9,405 9,434
Morgan Stanley 4.375% 1/22/47 7,730 7,889
Regions Bank 6.450% 6/26/37 2,000 2,428
Regions Financial Corp. 7.375% 12/10/37 1,000 1,330
Wachovia Corp. 7.500% 4/15/35 1,490 1,957
Wachovia Corp. 5.500% 8/1/35 1,869 2,083
Wachovia Corp. 6.550% 10/15/35 125 153

 

 

Wells Fargo & Co. 5.375% 2/7/35 2,450 2,830
Wells Fargo & Co. 5.375% 11/2/43 6,935 7,605
Wells Fargo & Co. 5.606% 1/15/44 8,105 9,221
Wells Fargo & Co. 4.650% 11/4/44 4,600 4,607
Wells Fargo & Co. 3.900% 5/1/45 6,845 6,515
Wells Fargo & Co. 4.900% 11/17/45 6,966 7,246
Wells Fargo & Co. 4.400% 6/14/46 6,996 6,754
Wells Fargo & Co. 4.750% 12/7/46 7,175 7,310
Wells Fargo Bank NA 5.950% 8/26/36 1,555 1,892
Wells Fargo Bank NA 5.850% 2/1/37 3,061 3,722
Wells Fargo Bank NA 6.600% 1/15/38 5,089 6,727
3 Wells Fargo Capital X 5.950% 12/1/86 3,025 3,282
 
Brokerage (0.2%)        
Brookfield Finance Inc. 4.700% 9/20/47 2,450 2,391
CME Group Inc. 5.300% 9/15/43 2,515 3,055
Invesco Finance plc 5.375% 11/30/43 2,000 2,334
Jefferies Group LLC 6.250% 1/15/36 1,750 1,893
Jefferies Group LLC 6.500% 1/20/43 1,350 1,508
Jefferies Group LLC / Jefferies Group Capital        
Finance Inc. 4.150% 1/23/30 3,500 3,254
Legg Mason Inc. 5.625% 1/15/44 1,900 2,051
Raymond James Financial Inc. 4.950% 7/15/46 2,725 2,924
 
Finance Companies (0.4%)        
GATX Corp. 5.200% 3/15/44 875 954
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 39,266 38,195
 
Insurance (3.0%)        
ACE Capital Trust II 9.700% 4/1/30 1,100 1,595
Aetna Inc. 6.625% 6/15/36 2,609 3,298
Aetna Inc. 6.750% 12/15/37 1,800 2,321
Aetna Inc. 4.500% 5/15/42 1,725 1,703
Aetna Inc. 4.125% 11/15/42 1,700 1,590
Aetna Inc. 4.750% 3/15/44 1,250 1,284
Aetna Inc. 3.875% 8/15/47 3,450 3,072
Aflac Inc. 4.000% 10/15/46 1,275 1,230
Alleghany Corp. 4.900% 9/15/44 975 1,009
Allstate Corp. 5.550% 5/9/35 1,475 1,759
Allstate Corp. 5.950% 4/1/36 1,050 1,298
Allstate Corp. 4.500% 6/15/43 1,670 1,767
Allstate Corp. 4.200% 12/15/46 3,800 3,860
3 Allstate Corp. 6.500% 5/15/67 1,675 1,968
American Financial Group Inc. 4.500% 6/15/47 2,000 1,972
American International Group Inc. 4.200% 4/1/28 2,500 2,523
American International Group Inc. 3.875% 1/15/35 1,911 1,770
American International Group Inc. 4.700% 7/10/35 1,650 1,689
American International Group Inc. 6.250% 5/1/36 3,561 4,226
American International Group Inc. 4.500% 7/16/44 6,839 6,720
American International Group Inc. 4.800% 7/10/45 1,913 1,955
American International Group Inc. 4.750% 4/1/48 3,035 3,116
3 American International Group Inc. 5.750% 4/1/48 1,250 1,266
American International Group Inc. 4.375% 1/15/55 3,675 3,374
3 American International Group Inc. 8.175% 5/15/68 1,500 1,996
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 4.625% 5/15/42 3,402 3,416

 

 

Anthem Inc. 4.650% 1/15/43 951 956
Anthem Inc. 5.100% 1/15/44 4,170 4,459
Anthem Inc. 4.650% 8/15/44 2,975 3,026
Anthem Inc. 4.375% 12/1/47 7,370 7,202
Anthem Inc. 4.550% 3/1/48 2,420 2,430
Anthem Inc. 4.850% 8/15/54 500 522
Aon Corp. 6.250% 9/30/40 975 1,251
Aon plc 4.600% 6/14/44 1,775 1,812
Aon plc 4.750% 5/15/45 2,150 2,238
Arch Capital Finance LLC 5.031% 12/15/46 1,450 1,612
Arch Capital Group Ltd. 7.350% 5/1/34 925 1,217
Arch Capital Group US Inc. 5.144% 11/1/43 2,150 2,413
Assurant Inc. 6.750% 2/15/34 1,189 1,437
AXA Financial Inc. 7.000% 4/1/28 1,250 1,497
AXA SA 8.600% 12/15/30 5,095 6,941
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,368 4,199
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,324 2,446
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 1,055 1,099
Berkshire Hathaway Inc. 4.500% 2/11/43 3,645 3,915
4 Brighthouse Financial Inc. 4.700% 6/22/47 5,300 4,855
Chubb Corp. 6.000% 5/11/37 2,693 3,422
Chubb Corp. 6.500% 5/15/38 1,695 2,295
Chubb INA Holdings Inc. 6.700% 5/15/36 2,000 2,743
Chubb INA Holdings Inc. 4.150% 3/13/43 1,602 1,633
Chubb INA Holdings Inc. 4.350% 11/3/45 3,851 4,095
Cigna Corp. 5.375% 2/15/42 945 1,034
Cigna Corp. 3.875% 10/15/47 3,455 3,081
Cincinnati Financial Corp. 6.920% 5/15/28 1,400 1,733
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,659
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,125 1,396
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 1,500 1,502
Hartford Financial Services Group Inc. 5.950% 10/15/36 1,500 1,774
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,550 1,956
Hartford Financial Services Group Inc. 4.300% 4/15/43 425 423
Humana Inc. 4.625% 12/1/42 2,201 2,210
Humana Inc. 4.950% 10/1/44 2,587 2,730
Humana Inc. 4.800% 3/15/47 1,100 1,128
Lincoln National Corp. 6.150% 4/7/36 1,016 1,193
Lincoln National Corp. 6.300% 10/9/37 780 955
Lincoln National Corp. 7.000% 6/15/40 2,295 3,046
Lincoln National Corp. 4.350% 3/1/48 700 687
Loews Corp. 6.000% 2/1/35 1,125 1,344
Loews Corp. 4.125% 5/15/43 1,615 1,605
Manulife Financial Corp. 5.375% 3/4/46 2,615 3,053
Markel Corp. 5.000% 4/5/46 1,840 1,959
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 645 767
Marsh & McLennan Cos. Inc. 4.350% 1/30/47 2,850 2,928
Marsh & McLennan Cos. Inc. 4.200% 3/1/48 1,600 1,615
MetLife Inc. 6.500% 12/15/32 1,725 2,176
MetLife Inc. 6.375% 6/15/34 2,747 3,498
MetLife Inc. 5.700% 6/15/35 3,875 4,626
MetLife Inc. 5.875% 2/6/41 2,993 3,637
MetLife Inc. 4.125% 8/13/42 2,932 2,831
MetLife Inc. 4.875% 11/13/43 4,381 4,737
MetLife Inc. 4.721% 12/15/44 2,975 3,146
MetLife Inc. 4.050% 3/1/45 2,316 2,233
MetLife Inc. 4.600% 5/13/46 1,130 1,174

 

 

3 MetLife Inc. 6.400% 12/15/66 4,545 4,982
3 MetLife Inc. 10.750% 8/1/69 840 1,337
3 Nationwide Financial Services Inc. 6.750% 5/15/87 825 920
Principal Financial Group Inc. 4.625% 9/15/42 1,375 1,439
Principal Financial Group Inc. 4.350% 5/15/43 1,575 1,588
Principal Financial Group Inc. 4.300% 11/15/46 755 748
Progressive Corp. 6.625% 3/1/29 1,050 1,315
Progressive Corp. 4.350% 4/25/44 3,115 3,206
Progressive Corp. 4.125% 4/15/47 3,500 3,505
Prudential Financial Inc. 5.750% 7/15/33 350 411
Prudential Financial Inc. 5.700% 12/14/36 2,650 3,205
Prudential Financial Inc. 6.625% 12/1/37 1,318 1,741
Prudential Financial Inc. 6.625% 6/21/40 1,150 1,527
Prudential Financial Inc. 6.200% 11/15/40 1,725 2,200
Prudential Financial Inc. 5.100% 8/15/43 1,195 1,325
Prudential Financial Inc. 4.600% 5/15/44 1,713 1,786
4 Prudential Financial Inc. 3.905% 12/7/47 2,311 2,180
4 Prudential Financial Inc. 3.935% 12/7/49 3,538 3,314
Transatlantic Holdings Inc. 8.000% 11/30/39 1,045 1,425
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,371
Travelers Cos. Inc. 6.250% 6/15/37 2,440 3,100
Travelers Cos. Inc. 5.350% 11/1/40 3,078 3,699
Travelers Cos. Inc. 4.600% 8/1/43 1,825 1,969
Travelers Cos. Inc. 4.300% 8/25/45 775 798
Travelers Cos. Inc. 3.750% 5/15/46 2,030 1,920
Travelers Cos. Inc. 4.000% 5/30/47 2,000 1,971
Travelers Property Casualty Corp. 6.375% 3/15/33 2,055 2,617
UnitedHealth Group Inc. 4.625% 7/15/35 4,116 4,490
UnitedHealth Group Inc. 5.800% 3/15/36 1,895 2,341
UnitedHealth Group Inc. 6.500% 6/15/37 1,265 1,695
UnitedHealth Group Inc. 6.625% 11/15/37 2,425 3,274
UnitedHealth Group Inc. 6.875% 2/15/38 4,026 5,557
UnitedHealth Group Inc. 5.700% 10/15/40 100 124
UnitedHealth Group Inc. 5.950% 2/15/41 1,050 1,341
UnitedHealth Group Inc. 4.625% 11/15/41 2,950 3,189
UnitedHealth Group Inc. 4.375% 3/15/42 1,675 1,747
UnitedHealth Group Inc. 3.950% 10/15/42 2,150 2,089
UnitedHealth Group Inc. 4.250% 3/15/43 4,198 4,258
UnitedHealth Group Inc. 4.750% 7/15/45 5,230 5,716
UnitedHealth Group Inc. 4.200% 1/15/47 3,484 3,509
UnitedHealth Group Inc. 4.250% 4/15/47 3,502 3,557
UnitedHealth Group Inc. 3.750% 10/15/47 3,150 2,960
Unum Group 5.750% 8/15/42 1,805 2,094
Voya Financial Inc. 5.700% 7/15/43 1,375 1,567
Voya Financial Inc. 4.800% 6/15/46 1,350 1,376
WR Berkley Corp. 4.750% 8/1/44 1,370 1,400
XLIT Ltd. 5.250% 12/15/43 1,150 1,283
XLIT Ltd. 5.500% 3/31/45 1,500 1,645
 
Real Estate Investment Trusts (0.3%)        
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 702 716
AvalonBay Communities Inc. 3.900% 10/15/46 1,150 1,089
AvalonBay Communities Inc. 4.150% 7/1/47 525 517
AvalonBay Communities Inc. 4.350% 4/15/48 1,000 1,014
ERP Operating LP 4.500% 7/1/44 2,180 2,259
ERP Operating LP 4.500% 6/1/45 1,025 1,061
ERP Operating LP 4.000% 8/1/47 1,000 954

 

 

Essex Portfolio LP 4.500% 3/15/48 1,000 995
Federal Realty Investment Trust 4.500% 12/1/44 2,060 2,128
HCP Inc. 6.750% 2/1/41 900 1,148
Hospitality Properties Trust 4.375% 2/15/30 1,600 1,534
Kilroy Realty LP 4.250% 8/15/29 600 593
Kimco Realty Corp. 4.250% 4/1/45 1,000 920
Kimco Realty Corp. 4.125% 12/1/46 1,200 1,085
Kimco Realty Corp. 4.450% 9/1/47 1,180 1,108
Realty Income Corp. 4.650% 3/15/47 3,090 3,200
Regency Centers LP 4.400% 2/1/47 1,450 1,418
Simon Property Group LP 6.750% 2/1/40 2,120 2,822
Simon Property Group LP 4.750% 3/15/42 1,500 1,584
Simon Property Group LP 4.250% 10/1/44 1,240 1,225
Simon Property Group LP 4.250% 11/30/46 2,000 1,955
Ventas Realty LP 5.700% 9/30/43 750 869
Ventas Realty LP 4.375% 2/1/45 1,575 1,523
Welltower Inc. 6.500% 3/15/41 1,540 1,939
        903,288
Industrial (36.2%)        
Basic Industry (2.2%)        
Agrium Inc. 4.125% 3/15/35 1,300 1,264
Agrium Inc. 7.125% 5/23/36 500 643
Agrium Inc. 6.125% 1/15/41 1,510 1,793
Agrium Inc. 4.900% 6/1/43 2,975 3,080
Agrium Inc. 5.250% 1/15/45 1,810 1,971
Albemarle Corp. 5.450% 12/1/44 1,250 1,350
Barrick Gold Corp. 5.250% 4/1/42 1,854 2,029
Barrick North America Finance LLC 5.700% 5/30/41 2,830 3,246
Barrick North America Finance LLC 5.750% 5/1/43 3,031 3,524
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 3,457 4,005
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 3,435 3,509
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 7,396 8,488
4 Celulosa Arauco y Constitucion SA 5.500% 11/2/47 2,200 2,231
Dow Chemical Co. 7.375% 11/1/29 2,743 3,569
Dow Chemical Co. 4.250% 10/1/34 2,125 2,128
Dow Chemical Co. 9.400% 5/15/39 2,521 4,045
Dow Chemical Co. 5.250% 11/15/41 2,839 3,142
Dow Chemical Co. 4.375% 11/15/42 5,237 5,202
Eastman Chemical Co. 4.800% 9/1/42 2,090 2,198
Eastman Chemical Co. 4.650% 10/15/44 2,650 2,724
Ecolab Inc. 5.500% 12/8/41 469 558
4 Ecolab Inc. 3.950% 12/1/47 3,829 3,712
EI du Pont de Nemours & Co. 5.600% 12/15/36 627 736
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,290 2,433
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,375 2,293
Georgia-Pacific LLC 7.250% 6/1/28 200 256
Georgia-Pacific LLC 7.750% 11/15/29 1,215 1,647
Georgia-Pacific LLC 8.875% 5/15/31 1,500 2,268
Goldcorp Inc. 5.450% 6/9/44 1,425 1,568
International Flavors & Fragrances Inc. 4.375% 6/1/47 1,725 1,721
International Paper Co. 5.000% 9/15/35 2,050 2,164
International Paper Co. 7.300% 11/15/39 1,842 2,417
International Paper Co. 6.000% 11/15/41 1,870 2,154
International Paper Co. 4.800% 6/15/44 4,171 4,210
International Paper Co. 5.150% 5/15/46 1,750 1,840
International Paper Co. 4.400% 8/15/47 4,641 4,396
International Paper Co. 4.350% 8/15/48 2,850 2,683

 

 

Lubrizol Corp. 6.500% 10/1/34 825 1,065
LYB International Finance BV 5.250% 7/15/43 1,555 1,689
LYB International Finance BV 4.875% 3/15/44 3,988 4,150
LyondellBasell Industries NV 4.625% 2/26/55 3,385 3,286
Meadwestvaco Corp. 7.950% 2/15/31 2,125 2,907
Methanex Corp. 5.650% 12/1/44 1,100 1,090
Monsanto Co. 4.200% 7/15/34 2,800 2,758
Monsanto Co. 5.875% 4/15/38 1,100 1,267
Monsanto Co. 3.600% 7/15/42 425 369
Monsanto Co. 3.950% 4/15/45 2,800 2,528
Monsanto Co. 4.700% 7/15/64 2,370 2,292
Mosaic Co. 5.450% 11/15/33 1,725 1,825
Mosaic Co. 4.875% 11/15/41 1,130 1,074
Mosaic Co. 5.625% 11/15/43 1,950 2,035
Newmont Mining Corp. 5.875% 4/1/35 1,410 1,634
Newmont Mining Corp. 6.250% 10/1/39 2,920 3,526
Newmont Mining Corp. 4.875% 3/15/42 3,642 3,784
Nucor Corp. 6.400% 12/1/37 2,493 3,210
Nucor Corp. 5.200% 8/1/43 2,030 2,338
Placer Dome Inc. 6.450% 10/15/35 900 1,090
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,465 1,714
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 2,005 2,306
Praxair Inc. 3.550% 11/7/42 1,910 1,834
Rio Tinto Alcan Inc. 7.250% 3/15/31 1,000 1,281
Rio Tinto Alcan Inc. 5.750% 6/1/35 2,650 3,187
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 3,809 4,888
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,361 5,045
Rio Tinto Finance USA plc 4.750% 3/22/42 1,250 1,376
Rio Tinto Finance USA plc 4.125% 8/21/42 2,246 2,270
Rohm & Haas Co. 7.850% 7/15/29 1,656 2,222
RPM International Inc. 5.250% 6/1/45 500 535
RPM International Inc. 4.250% 1/15/48 2,050 1,925
Sherwin-Williams Co. 4.000% 12/15/42 400 368
Sherwin-Williams Co. 4.550% 8/1/45 1,360 1,362
Sherwin-Williams Co. 4.500% 6/1/47 3,216 3,201
Southern Copper Corp. 7.500% 7/27/35 2,650 3,417
Southern Copper Corp. 6.750% 4/16/40 4,520 5,559
Southern Copper Corp. 5.250% 11/8/42 3,745 3,917
Southern Copper Corp. 5.875% 4/23/45 4,985 5,639
Vale Canada Ltd. 7.200% 9/15/32 1,050 1,196
Vale Overseas Ltd. 8.250% 1/17/34 1,865 2,404
Vale Overseas Ltd. 6.875% 11/21/36 9,175 10,792
Vale Overseas Ltd. 6.875% 11/10/39 4,965 5,871
Vale SA 5.625% 9/11/42 6,640 7,005
Westlake Chemical Corp. 5.000% 8/15/46 3,050 3,188
Westlake Chemical Corp. 4.375% 11/15/47 1,690 1,629
Westrock MWV LLC 8.200% 1/15/30 545 743
Weyerhaeuser Co. 7.375% 3/15/32 3,215 4,227
Weyerhaeuser Co. 6.875% 12/15/33 1,250 1,594
 
Capital Goods (2.6%)        
3M Co. 3.875% 6/15/44 350 357
3M Co. 3.125% 9/19/46 3,000 2,643
3M Co. 3.625% 10/15/47 2,500 2,413
ABB Finance USA Inc. 3.800% 4/3/28 750 756
ABB Finance USA Inc. 4.375% 5/8/42 1,681 1,758
Boeing Co. 6.125% 2/15/33 1,350 1,723

 

 

Boeing Co. 3.300% 3/1/35 1,000 933
Boeing Co. 6.625% 2/15/38 1,600 2,180
Boeing Co. 3.550% 3/1/38 950 925
Boeing Co. 6.875% 3/15/39 1,363 1,925
Boeing Co. 5.875% 2/15/40 575 733
Boeing Co. 3.375% 6/15/46 1,200 1,101
Boeing Co. 3.650% 3/1/47 1,000 962
Boeing Co. 3.625% 3/1/48 1,150 1,098
Caterpillar Inc. 5.300% 9/15/35 2,473 2,936
Caterpillar Inc. 6.050% 8/15/36 1,440 1,854
Caterpillar Inc. 5.200% 5/27/41 2,212 2,633
Caterpillar Inc. 3.803% 8/15/42 6,978 6,927
Caterpillar Inc. 4.300% 5/15/44 1,250 1,341
Caterpillar Inc. 4.750% 5/15/64 1,750 1,978
Crane Co. 4.200% 3/15/48 1,550 1,538
Deere & Co. 5.375% 10/16/29 2,469 2,879
Deere & Co. 8.100% 5/15/30 800 1,124
Deere & Co. 7.125% 3/3/31 200 266
Deere & Co. 3.900% 6/9/42 2,256 2,295
Dover Corp. 5.375% 10/15/35 825 957
Dover Corp. 6.600% 3/15/38 575 755
Dover Corp. 5.375% 3/1/41 1,500 1,758
Eaton Corp. 4.000% 11/2/32 2,840 2,842
Eaton Corp. 4.150% 11/2/42 2,656 2,598
Eaton Corp. 3.915% 9/15/47 1,300 1,229
Emerson Electric Co. 6.000% 8/15/32 1,650 2,013
Emerson Electric Co. 5.250% 11/15/39 175 204
Fortive Corp. 4.300% 6/15/46 1,275 1,267
General Dynamics Corp. 3.600% 11/15/42 1,705 1,622
General Electric Co. 6.750% 3/15/32 9,577 11,878
General Electric Co. 6.150% 8/7/37 4,664 5,519
General Electric Co. 5.875% 1/14/38 9,688 11,262
General Electric Co. 6.875% 1/10/39 7,660 9,822
General Electric Co. 4.125% 10/9/42 6,331 5,852
General Electric Co. 4.500% 3/11/44 7,616 7,484
Harris Corp. 4.854% 4/27/35 1,600 1,713
Harris Corp. 6.150% 12/15/40 845 1,032
Harris Corp. 5.054% 4/27/45 1,895 2,092
Honeywell International Inc. 5.700% 3/15/36 1,500 1,872
Honeywell International Inc. 5.700% 3/15/37 2,050 2,584
Honeywell International Inc. 5.375% 3/1/41 1,720 2,106
Illinois Tool Works Inc. 4.875% 9/15/41 2,533 2,927
Illinois Tool Works Inc. 3.900% 9/1/42 2,983 3,042
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 1,750 2,096
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 1,325 1,379
Johnson Controls International plc 6.000% 1/15/36 1,150 1,395
Johnson Controls International plc 5.700% 3/1/41 1,050 1,197
Johnson Controls International plc 4.625% 7/2/44 1,400 1,441
Johnson Controls International plc 5.125% 9/14/45 2,345 2,600
Johnson Controls International plc 4.500% 2/15/47 1,325 1,337
Johnson Controls International plc 4.950% 7/2/64 1,300 1,285
Lafarge SA 7.125% 7/15/36 1,350 1,714
Lockheed Martin Corp. 4.500% 5/15/36 1,675 1,773
Lockheed Martin Corp. 6.150% 9/1/36 2,535 3,183
Lockheed Martin Corp. 5.720% 6/1/40 2,239 2,712
Lockheed Martin Corp. 4.850% 9/15/41 1,925 2,099
Lockheed Martin Corp. 4.070% 12/15/42 4,715 4,650

 

 

Lockheed Martin Corp. 3.800% 3/1/45 2,427 2,275
Lockheed Martin Corp. 4.700% 5/15/46 5,060 5,475
Lockheed Martin Corp. 4.090% 9/15/52 3,600 3,478
Martin Marietta Materials Inc. 4.250% 12/15/47 2,400 2,206
Masco Corp. 7.750% 8/1/29 443 556
Masco Corp. 6.500% 8/15/32 160 185
Masco Corp. 4.500% 5/15/47 925 875
Northrop Grumman Corp. 5.050% 11/15/40 1,900 2,097
Northrop Grumman Corp. 4.750% 6/1/43 2,082 2,217
Northrop Grumman Corp. 3.850% 4/15/45 2,541 2,369
Northrop Grumman Corp. 4.030% 10/15/47 7,125 6,845
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,465 1,986
4 Nvent Finance Sarl 4.550% 4/15/28 1,000 1,004
Owens Corning 7.000% 12/1/36 1,034 1,310
Owens Corning 4.300% 7/15/47 2,700 2,455
Owens Corning 4.400% 1/30/48 1,300 1,198
Parker-Hannifin Corp. 4.200% 11/21/34 1,400 1,465
Parker-Hannifin Corp. 6.250% 5/15/38 1,095 1,423
Parker-Hannifin Corp. 4.450% 11/21/44 2,010 2,144
Parker-Hannifin Corp. 4.100% 3/1/47 2,072 2,115
Precision Castparts Corp. 4.200% 6/15/35 200 207
Precision Castparts Corp. 3.900% 1/15/43 1,505 1,478
Precision Castparts Corp. 4.375% 6/15/45 1,575 1,672
Raytheon Co. 4.875% 10/15/40 2,000 2,339
Raytheon Co. 4.700% 12/15/41 2,450 2,753
Republic Services Inc. 6.200% 3/1/40 1,110 1,386
Republic Services Inc. 5.700% 5/15/41 1,175 1,405
Rockwell Collins Inc. 4.800% 12/15/43 1,025 1,132
Rockwell Collins Inc. 4.350% 4/15/47 3,955 3,906
Snap-on Inc. 4.100% 3/1/48 1,250 1,271
Sonoco Products Co. 5.750% 11/1/40 1,700 1,947
Stanley Black & Decker Inc. 5.200% 9/1/40 1,300 1,477
United Technologies Corp. 6.700% 8/1/28 1,175 1,435
United Technologies Corp. 7.500% 9/15/29 1,905 2,495
United Technologies Corp. 5.400% 5/1/35 2,275 2,564
United Technologies Corp. 6.050% 6/1/36 4,525 5,471
United Technologies Corp. 6.125% 7/15/38 2,275 2,788
United Technologies Corp. 5.700% 4/15/40 4,435 5,209
United Technologies Corp. 4.500% 6/1/42 10,125 10,215
United Technologies Corp. 4.150% 5/15/45 2,199 2,116
United Technologies Corp. 3.750% 11/1/46 2,200 1,972
United Technologies Corp. 4.050% 5/4/47 2,000 1,895
Vulcan Materials Co. 4.500% 6/15/47 2,490 2,366
Waste Management Inc. 3.900% 3/1/35 2,540 2,534
Waste Management Inc. 4.100% 3/1/45 3,432 3,432
WW Grainger Inc. 4.600% 6/15/45 3,600 3,781
WW Grainger Inc. 3.750% 5/15/46 1,325 1,232
WW Grainger Inc. 4.200% 5/15/47 600 601
Xylem Inc. 4.375% 11/1/46 1,675 1,694
 
Communication (7.4%)        
21st Century Fox America Inc. 6.550% 3/15/33 1,225 1,546
21st Century Fox America Inc. 6.200% 12/15/34 3,690 4,577
21st Century Fox America Inc. 6.400% 12/15/35 4,230 5,319
21st Century Fox America Inc. 8.150% 10/17/36 1,075 1,569
21st Century Fox America Inc. 6.150% 3/1/37 2,980 3,678
21st Century Fox America Inc. 6.650% 11/15/37 3,395 4,415

 

 

21st Century Fox America Inc. 7.850% 3/1/39 775 1,128
21st Century Fox America Inc. 6.900% 8/15/39 3,738 5,046
21st Century Fox America Inc. 6.150% 2/15/41 2,375 2,988
21st Century Fox America Inc. 5.400% 10/1/43 3,535 4,119
21st Century Fox America Inc. 4.750% 9/15/44 4,165 4,494
21st Century Fox America Inc. 4.950% 10/15/45 600 659
21st Century Fox America Inc. 7.750% 12/1/45 1,995 3,026
Activision Blizzard Inc. 4.500% 6/15/47 1,625 1,630
America Movil SAB de CV 6.375% 3/1/35 4,135 5,016
America Movil SAB de CV 6.125% 11/15/37 1,375 1,641
America Movil SAB de CV 6.125% 3/30/40 6,115 7,354
America Movil SAB de CV 4.375% 7/16/42 4,000 4,030
AT&T Corp. 8.250% 11/15/31 1,842 2,432
4 AT&T Inc. 4.300% 2/15/30 11,201 11,125
AT&T Inc. 4.500% 5/15/35 8,654 8,462
AT&T Inc. 5.250% 3/1/37 11,317 11,945
AT&T Inc. 4.900% 8/14/37 17,488 17,617
AT&T Inc. 6.350% 3/15/40 2,510 2,911
AT&T Inc. 6.000% 8/15/40 4,186 4,715
AT&T Inc. 5.350% 9/1/40 6,956 7,225
AT&T Inc. 6.375% 3/1/41 4,156 4,830
AT&T Inc. 5.550% 8/15/41 3,848 4,094
AT&T Inc. 5.150% 3/15/42 4,225 4,283
AT&T Inc. 4.300% 12/15/42 6,701 6,156
AT&T Inc. 4.800% 6/15/44 8,175 7,868
AT&T Inc. 4.350% 6/15/45 7,032 6,415
AT&T Inc. 4.750% 5/15/46 11,911 11,534
4 AT&T Inc. 5.150% 11/15/46 7,872 8,003
AT&T Inc. 5.450% 3/1/47 8,345 8,876
AT&T Inc. 4.500% 3/9/48 15,767 14,689
AT&T Inc. 4.550% 3/9/49 8,729 8,153
AT&T Inc. 5.150% 2/14/50 18,075 18,274
AT&T Inc. 5.700% 3/1/57 3,395 3,624
AT&T Inc. 5.300% 8/14/58 8,725 8,798
Bell Canada Inc. 4.464% 4/1/48 2,500 2,550
British Telecommunications plc 9.125% 12/15/30 8,901 13,000
4 CBS Corp. 3.700% 6/1/28 1,975 1,884
CBS Corp. 7.875% 7/30/30 2,703 3,480
CBS Corp. 5.500% 5/15/33 1,323 1,414
CBS Corp. 5.900% 10/15/40 900 1,024
CBS Corp. 4.850% 7/1/42 2,361 2,349
CBS Corp. 4.900% 8/15/44 2,855 2,844
CBS Corp. 4.600% 1/15/45 500 485
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.384% 10/23/35 6,759 7,543
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.484% 10/23/45 11,662 12,872
Charter Communications Operating LLC /        
Charter Communications Operating Capital 5.375% 5/1/47 8,274 8,004
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.834% 10/23/55 1,675 1,926
Comcast Corp. 3.550% 5/1/28 3,500 3,432
Comcast Corp. 4.250% 1/15/33 3,501 3,608
Comcast Corp. 7.050% 3/15/33 1,055 1,371
Comcast Corp. 4.200% 8/15/34 4,959 4,985
Comcast Corp. 5.650% 6/15/35 2,575 3,020
Comcast Corp. 4.400% 8/15/35 4,745 4,875

 

 

Comcast Corp. 6.500% 11/15/35 5,040 6,388
Comcast Corp. 3.200% 7/15/36 3,515 3,083
Comcast Corp. 6.450% 3/15/37 3,223 4,142
Comcast Corp. 6.950% 8/15/37 2,748 3,683
Comcast Corp. 3.900% 3/1/38 4,000 3,857
Comcast Corp. 6.400% 5/15/38 2,006 2,558
Comcast Corp. 6.400% 3/1/40 1,671 2,120
Comcast Corp. 4.650% 7/15/42 1,605 1,673
Comcast Corp. 4.500% 1/15/43 1,750 1,785
Comcast Corp. 4.750% 3/1/44 3,666 3,843
Comcast Corp. 4.600% 8/15/45 5,967 6,160
Comcast Corp. 3.400% 7/15/46 5,160 4,393
Comcast Corp. 4.000% 8/15/47 2,950 2,774
Comcast Corp. 3.969% 11/1/47 8,040 7,578
Comcast Corp. 4.000% 3/1/48 1,500 1,416
Comcast Corp. 3.999% 11/1/49 6,765 6,332
Comcast Corp. 4.049% 11/1/52 5,260 4,903
Crown Castle International Corp. 4.750% 5/15/47 1,575 1,577
Deutsche Telekom International Finance BV 8.750% 6/15/30 13,685 19,330
Discovery Communications LLC 5.000% 9/20/37 4,531 4,506
Discovery Communications LLC 6.350% 6/1/40 2,877 3,246
Discovery Communications LLC 4.950% 5/15/42 1,675 1,596
Discovery Communications LLC 4.875% 4/1/43 2,827 2,675
Discovery Communications LLC 5.200% 9/20/47 4,173 4,170
Grupo Televisa SAB 8.500% 3/11/32 1,135 1,458
Grupo Televisa SAB 6.625% 1/15/40 1,510 1,708
Grupo Televisa SAB 5.000% 5/13/45 4,085 3,829
Grupo Televisa SAB 6.125% 1/31/46 3,000 3,276
Koninklijke KPN NV 8.375% 10/1/30 3,175 4,321
Moody's Corp. 5.250% 7/15/44 2,000 2,284
NBCUniversal Media LLC 6.400% 4/30/40 1,945 2,460
NBCUniversal Media LLC 5.950% 4/1/41 4,032 4,920
NBCUniversal Media LLC 4.450% 1/15/43 3,477 3,526
Orange SA 9.000% 3/1/31 8,199 11,941
Orange SA 5.375% 1/13/42 3,025 3,450
Orange SA 5.500% 2/6/44 2,816 3,260
Rogers Communications Inc. 7.500% 8/15/38 2,500 3,405
Rogers Communications Inc. 4.500% 3/15/43 2,575 2,635
Rogers Communications Inc. 5.450% 10/1/43 900 1,036
Rogers Communications Inc. 5.000% 3/15/44 2,674 2,927
Rogers Communications Inc. 4.300% 2/15/48 2,000 1,988
S&P Global Inc. 6.550% 11/15/37 1,400 1,795
Telefonica Emisiones SAU 7.045% 6/20/36 6,905 8,768
Telefonica Emisiones SAU 4.665% 3/6/38 2,500 2,516
Telefonica Emisiones SAU 5.213% 3/8/47 8,507 8,978
Telefonica Emisiones SAU 4.895% 3/6/48 3,500 3,544
Telefonica Europe BV 8.250% 9/15/30 3,917 5,267
Thomson Reuters Corp. 5.500% 8/15/35 1,790 1,959
Thomson Reuters Corp. 5.850% 4/15/40 940 1,085
Thomson Reuters Corp. 4.500% 5/23/43 1,075 1,039
Thomson Reuters Corp. 5.650% 11/23/43 1,675 1,903
Time Warner Cable LLC 6.550% 5/1/37 3,931 4,407
Time Warner Cable LLC 7.300% 7/1/38 4,943 5,909
Time Warner Cable LLC 6.750% 6/15/39 5,894 6,660
Time Warner Cable LLC 5.875% 11/15/40 4,113 4,279
Time Warner Cable LLC 5.500% 9/1/41 4,317 4,264
Time Warner Cable LLC 4.500% 9/15/42 4,379 3,776

 

 

Time Warner Entertainment Co. LP 8.375% 7/15/33 2,989 3,912
Time Warner Inc. 3.800% 2/15/27 5,800 5,607
Time Warner Inc. 5.375% 10/15/41 2,300 2,430
Time Warner Inc. 4.900% 6/15/42 5,865 5,902
Time Warner Inc. 5.350% 12/15/43 2,495 2,652
Time Warner Inc. 4.650% 6/1/44 6,400 6,124
Verizon Communications Inc. 4.500% 8/10/33 12,756 12,892
Verizon Communications Inc. 4.400% 11/1/34 10,010 9,848
Verizon Communications Inc. 4.272% 1/15/36 10,944 10,473
Verizon Communications Inc. 5.250% 3/16/37 12,143 13,007
Verizon Communications Inc. 4.812% 3/15/39 7,034 7,176
Verizon Communications Inc. 4.750% 11/1/41 3,240 3,240
Verizon Communications Inc. 3.850% 11/1/42 5,440 4,756
Verizon Communications Inc. 4.125% 8/15/46 5,168 4,645
Verizon Communications Inc. 4.862% 8/21/46 14,519 14,568
Verizon Communications Inc. 5.500% 3/16/47 5,109 5,614
Verizon Communications Inc. 4.522% 9/15/48 15,582 14,917
Verizon Communications Inc. 5.012% 4/15/49 14,195 14,586
Verizon Communications Inc. 5.012% 8/21/54 20,093 20,000
Verizon Communications Inc. 4.672% 3/15/55 14,825 14,034
Viacom Inc. 6.875% 4/30/36 3,460 4,113
Viacom Inc. 4.375% 3/15/43 6,437 5,777
Viacom Inc. 5.850% 9/1/43 3,540 3,830
Vodafone Group plc 7.875% 2/15/30 2,525 3,265
Vodafone Group plc 6.250% 11/30/32 1,705 1,966
Vodafone Group plc 6.150% 2/27/37 5,305 6,123
Vodafone Group plc 4.375% 2/19/43 5,175 4,901
Walt Disney Co. 7.000% 3/1/32 1,615 2,160
Walt Disney Co. 4.375% 8/16/41 1,275 1,360
Walt Disney Co. 4.125% 12/1/41 2,305 2,416
Walt Disney Co. 3.700% 12/1/42 1,727 1,677
Walt Disney Co. 4.125% 6/1/44 3,358 3,473
Walt Disney Co. 3.000% 7/30/46 965 822
WPP Finance 2010 5.125% 9/7/42 1,000 1,014
WPP Finance 2010 5.625% 11/15/43 1,665 1,808
 
Consumer Cyclical (3.1%)        
Alibaba Group Holding Ltd. 4.500% 11/28/34 2,300 2,372
Alibaba Group Holding Ltd. 4.000% 12/6/37 2,800 2,631
Alibaba Group Holding Ltd. 4.200% 12/6/47 6,200 5,902
Alibaba Group Holding Ltd. 4.400% 12/6/57 3,400 3,233
Amazon.com Inc. 4.800% 12/5/34 4,850 5,363
4 Amazon.com Inc. 3.875% 8/22/37 9,190 9,122
Amazon.com Inc. 4.950% 12/5/44 4,350 4,886
4 Amazon.com Inc. 4.050% 8/22/47 10,900 10,789
4 Amazon.com Inc. 4.250% 8/22/57 8,075 8,029
Aptiv plc 4.400% 10/1/46 1,025 992
Bed Bath & Beyond Inc. 4.915% 8/1/34 1,070 928
Bed Bath & Beyond Inc. 5.165% 8/1/44 3,000 2,496
BorgWarner Inc. 4.375% 3/15/45 1,600 1,575
Cummins Inc. 7.125% 3/1/28 950 1,184
Cummins Inc. 4.875% 10/1/43 1,125 1,274
Daimler Finance North America LLC 8.500% 1/18/31 5,188 7,544
Darden Restaurants Inc. 4.550% 2/15/48 1,000 994
Dollar General Corp. 4.125% 5/1/28 1,600 1,613
eBay Inc. 4.000% 7/15/42 2,395 2,128
Ford Holdings LLC 9.300% 3/1/30 1,030 1,411

 

 

Ford Motor Co. 6.625% 10/1/28 1,875 2,156
Ford Motor Co. 6.375% 2/1/29 1,181 1,336
Ford Motor Co. 7.450% 7/16/31 4,962 5,979
Ford Motor Co. 4.750% 1/15/43 4,405 4,022
Ford Motor Co. 7.400% 11/1/46 1,075 1,337
Ford Motor Co. 5.291% 12/8/46 4,826 4,722
General Motors Co. 5.000% 4/1/35 3,080 3,070
General Motors Co. 6.600% 4/1/36 3,026 3,444
General Motors Co. 5.150% 4/1/38 1,912 1,905
General Motors Co. 6.250% 10/2/43 5,471 5,982
General Motors Co. 5.200% 4/1/45 4,445 4,313
General Motors Co. 6.750% 4/1/46 3,441 3,975
General Motors Co. 5.400% 4/1/48 3,100 3,095
Harley-Davidson Inc. 4.625% 7/28/45 1,275 1,312
Home Depot Inc. 5.875% 12/16/36 9,700 12,384
Home Depot Inc. 5.400% 9/15/40 2,025 2,438
Home Depot Inc. 5.950% 4/1/41 2,838 3,627
Home Depot Inc. 4.200% 4/1/43 3,430 3,540
Home Depot Inc. 4.875% 2/15/44 3,358 3,844
Home Depot Inc. 4.400% 3/15/45 3,542 3,796
Home Depot Inc. 4.250% 4/1/46 4,788 5,000
Home Depot Inc. 3.900% 6/15/47 3,803 3,766
Home Depot Inc. 3.500% 9/15/56 2,368 2,105
Kohl's Corp. 5.550% 7/17/45 1,100 1,053
Lowe's Cos. Inc. 6.500% 3/15/29 446 549
Lowe's Cos. Inc. 4.650% 4/15/42 3,788 4,030
Lowe's Cos. Inc. 4.250% 9/15/44 152 153
Lowe's Cos. Inc. 4.375% 9/15/45 3,261 3,383
Lowe's Cos. Inc. 3.700% 4/15/46 5,104 4,729
Lowe's Cos. Inc. 4.050% 5/3/47 4,979 4,907
Macy's Retail Holdings Inc. 6.900% 4/1/29 1,325 1,414
Macy's Retail Holdings Inc. 4.500% 12/15/34 1,958 1,683
Mastercard Inc. 3.800% 11/21/46 1,800 1,789
Mastercard Inc. 3.950% 2/26/48 1,800 1,859
McDonald's Corp. 3.800% 4/1/28 2,000 2,023
McDonald's Corp. 4.700% 12/9/35 3,069 3,283
McDonald's Corp. 6.300% 10/15/37 2,482 3,153
McDonald's Corp. 6.300% 3/1/38 2,121 2,681
McDonald's Corp. 5.700% 2/1/39 2,000 2,386
McDonald's Corp. 3.700% 2/15/42 2,275 2,089
McDonald's Corp. 3.625% 5/1/43 2,325 2,082
McDonald's Corp. 4.600% 5/26/45 2,290 2,381
McDonald's Corp. 4.875% 12/9/45 2,756 2,974
McDonald's Corp. 4.450% 3/1/47 5,440 5,593
NIKE Inc. 3.625% 5/1/43 1,450 1,372
NIKE Inc. 3.875% 11/1/45 666 657
NIKE Inc. 3.375% 11/1/46 4,850 4,394
Nordstrom Inc. 5.000% 1/15/44 3,274 3,043
QVC Inc. 5.450% 8/15/34 1,350 1,289
Starbucks Corp. 4.300% 6/15/45 1,075 1,125
Starbucks Corp. 3.750% 12/1/47 1,650 1,587
Target Corp. 6.350% 11/1/32 1,864 2,341
Target Corp. 6.500% 10/15/37 2,512 3,303
Target Corp. 7.000% 1/15/38 1,794 2,463
Target Corp. 4.000% 7/1/42 3,990 3,871
Target Corp. 3.625% 4/15/46 2,900 2,629
Target Corp. 3.900% 11/15/47 2,525 2,395

 

 

VF Corp. 6.450% 11/1/37 1,140 1,433
Visa Inc. 4.150% 12/14/35 4,963 5,267
Visa Inc. 4.300% 12/14/45 12,576 13,321
Visa Inc. 3.650% 9/15/47 1,363 1,321
Walgreen Co. 4.400% 9/15/42 1,775 1,657
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,650 1,622
Walgreens Boots Alliance Inc. 4.800% 11/18/44 4,975 4,894
Walgreens Boots Alliance Inc. 4.650% 6/1/46 1,990 1,923
Walmart Inc. 7.550% 2/15/30 2,549 3,543
Walmart Inc. 5.250% 9/1/35 6,856 8,270
Walmart Inc. 6.200% 4/15/38 6,223 8,305
Walmart Inc. 5.625% 4/1/40 2,493 3,154
Walmart Inc. 4.875% 7/8/40 1,440 1,662
Walmart Inc. 5.000% 10/25/40 1,840 2,160
Walmart Inc. 5.625% 4/15/41 3,135 3,974
Walmart Inc. 4.000% 4/11/43 2,451 2,518
Walmart Inc. 4.300% 4/22/44 1,669 1,795
Walmart Inc. 3.625% 12/15/47 3,530 3,414
Western Union Co. 6.200% 11/17/36 1,650 1,702
 
Consumer Noncyclical (9.4%)        
Abbott Laboratories 4.750% 11/30/36 8,480 9,113
Abbott Laboratories 6.150% 11/30/37 1,903 2,310
Abbott Laboratories 6.000% 4/1/39 1,245 1,510
Abbott Laboratories 5.300% 5/27/40 318 360
Abbott Laboratories 4.750% 4/15/43 2,400 2,549
Abbott Laboratories 4.900% 11/30/46 11,599 12,679
AbbVie Inc. 4.500% 5/14/35 8,795 8,985
AbbVie Inc. 4.300% 5/14/36 4,781 4,763
AbbVie Inc. 4.400% 11/6/42 8,923 8,778
AbbVie Inc. 4.700% 5/14/45 9,315 9,576
AbbVie Inc. 4.450% 5/14/46 7,075 7,019
Actavis Inc. 4.625% 10/1/42 500 482
Ahold Finance USA LLC 6.875% 5/1/29 1,575 1,881
AHS Hospital Corp. 5.024% 7/1/45 1,450 1,663
Allergan Funding SCS 4.550% 3/15/35 8,812 8,588
Allergan Funding SCS 4.850% 6/15/44 5,250 5,163
Allergan Funding SCS 4.750% 3/15/45 4,890 4,784
Altria Group Inc. 4.250% 8/9/42 3,576 3,502
Altria Group Inc. 4.500% 5/2/43 2,497 2,516
Altria Group Inc. 5.375% 1/31/44 3,990 4,573
Altria Group Inc. 3.875% 9/16/46 4,755 4,411
AmerisourceBergen Corp. 4.250% 3/1/45 1,495 1,391
AmerisourceBergen Corp. 4.300% 12/15/47 2,250 2,114
Amgen Inc. 4.950% 10/1/41 2,660 2,865
Amgen Inc. 5.150% 11/15/41 7,000 7,725
Amgen Inc. 4.400% 5/1/45 11,190 11,156
Amgen Inc. 4.563% 6/15/48 4,351 4,425
Amgen Inc. 4.663% 6/15/51 11,563 11,907
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 19,714 20,840
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 2,696 2,542
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 3,500 3,593
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 41,869 45,079
Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 5,000 5,056
Anheuser-Busch InBev Worldwide Inc. 5.875% 6/15/35 250 298
Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 3,300 3,360
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,230 7,778

 

 

Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 2,034 2,979
Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 5,656 6,121
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 4,970 4,533
Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 8,325 8,587
Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 4,191 4,219
Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 1,000 1,022
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,540 1,833
Archer-Daniels-Midland Co. 5.375% 9/15/35 1,640 1,899
Archer-Daniels-Midland Co. 4.535% 3/26/42 1,835 1,925
Archer-Daniels-Midland Co. 4.016% 4/16/43 2,735 2,683
Archer-Daniels-Midland Co. 3.750% 9/15/47 2,400 2,246
Ascension Health 3.945% 11/15/46 3,925 3,955
3 Ascension Health 4.847% 11/15/53 1,379 1,591
AstraZeneca plc 6.450% 9/15/37 8,062 10,438
AstraZeneca plc 4.000% 9/18/42 3,750 3,611
AstraZeneca plc 4.375% 11/16/45 2,677 2,703
4 BAT Capital Corp. 4.390% 8/15/37 9,550 9,454
4 BAT Capital Corp. 4.540% 8/15/47 9,085 8,962
Baxalta Inc. 5.250% 6/23/45 3,663 4,000
Baxter International Inc. 3.500% 8/15/46 1,375 1,196
Baylor Scott & White Holdings 3.967% 11/15/46 1,285 1,276
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 1,545 1,588
Becton Dickinson & Co. 5.000% 11/12/40 1,000 1,046
Becton Dickinson & Co. 4.685% 12/15/44 4,063 4,066
Becton Dickinson & Co. 4.669% 6/6/47 2,525 2,541
Biogen Inc. 5.200% 9/15/45 6,071 6,626
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 1,000 1,033
Boston Scientific Corp. 7.000% 11/15/35 1,600 2,013
Boston Scientific Corp. 7.375% 1/15/40 505 682
Bristol-Myers Squibb Co. 3.250% 8/1/42 1,690 1,521
Bristol-Myers Squibb Co. 4.500% 3/1/44 1,825 1,999
Brown-Forman Corp. 4.500% 7/15/45 1,650 1,761
Campbell Soup Co. 3.800% 8/2/42 1,250 1,080
Campbell Soup Co. 4.800% 3/15/48 3,150 3,150
Cardinal Health Inc. 4.600% 3/15/43 2,375 2,310
Cardinal Health Inc. 4.900% 9/15/45 1,550 1,583
Cardinal Health Inc. 4.368% 6/15/47 2,000 1,883
3 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 2,525 2,336
Celgene Corp. 5.250% 8/15/43 3,925 4,231
Celgene Corp. 4.625% 5/15/44 5,431 5,378
Celgene Corp. 5.000% 8/15/45 3,187 3,323
Celgene Corp. 4.350% 11/15/47 4,084 3,863
Celgene Corp. 4.550% 2/20/48 5,100 4,986
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,250 1,323
Church & Dwight Co. Inc. 3.950% 8/1/47 1,375 1,278
City of Hope 5.623% 11/15/43 1,125 1,399
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 1,365 1,475
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,675 1,931
Colgate-Palmolive Co. 4.000% 8/15/45 2,045 2,048
Colgate-Palmolive Co. 3.700% 8/1/47 1,750 1,666
Conagra Brands Inc. 7.000% 10/1/28 1,355 1,607
Conagra Brands Inc. 8.250% 9/15/30 1,200 1,608
Constellation Brands Inc. 4.500% 5/9/47 1,775 1,764
Constellation Brands Inc. 4.100% 2/15/48 2,200 2,043
CVS Health Corp. 4.780% 3/25/38 11,000 11,091
CVS Health Corp. 6.125% 9/15/39 3,000 3,526

 

 

CVS Health Corp. 5.300% 12/5/43 3,680 3,977
CVS Health Corp. 5.125% 7/20/45 12,275 13,014
CVS Health Corp. 5.050% 3/25/48 28,900 30,301
Danaher Corp. 4.375% 9/15/45 1,625 1,749
Dartmouth-Hitchcock Health 4.178% 8/1/48 1,025 1,042
Diageo Capital plc 5.875% 9/30/36 1,825 2,301
Diageo Capital plc 3.875% 4/29/43 1,000 994
Diageo Investment Corp. 7.450% 4/15/35 1,250 1,798
Diageo Investment Corp. 4.250% 5/11/42 1,802 1,901
Dignity Health California GO 4.500% 11/1/42 1,050 1,012
Dignity Health California GO 5.267% 11/1/64 1,100 1,137
4 Dr Pepper Snapple Group Inc. 4.500% 11/15/45 1,475 1,421
Dr Pepper Snapple Group Inc. 4.420% 12/15/46 1,375 1,288
Duke University Health System Inc. 3.920% 6/1/47 2,095 2,121
Eli Lilly & Co. 5.550% 3/15/37 1,442 1,774
Eli Lilly & Co. 3.700% 3/1/45 3,438 3,352
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,075 1,370
Estee Lauder Cos. Inc. 4.375% 6/15/45 1,700 1,808
Estee Lauder Cos. Inc. 4.150% 3/15/47 1,700 1,767
Express Scripts Holding Co. 6.125% 11/15/41 1,020 1,197
Express Scripts Holding Co. 4.800% 7/15/46 6,695 6,810
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 2,325 2,368
Genentech Inc. 5.250% 7/15/35 300 352
General Mills Inc. 5.400% 6/15/40 2,075 2,292
General Mills Inc. 4.150% 2/15/43 1,025 944
Gilead Sciences Inc. 4.600% 9/1/35 3,289 3,501
Gilead Sciences Inc. 4.000% 9/1/36 2,408 2,383
Gilead Sciences Inc. 5.650% 12/1/41 3,420 4,067
Gilead Sciences Inc. 4.800% 4/1/44 6,867 7,402
Gilead Sciences Inc. 4.500% 2/1/45 6,689 6,912
Gilead Sciences Inc. 4.750% 3/1/46 5,452 5,858
Gilead Sciences Inc. 4.150% 3/1/47 6,571 6,462
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,450 1,665
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 9,309 12,229
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 2,075 2,138
Hackensack Meridian Health 4.500% 7/1/57 1,000 1,078
Hasbro Inc. 6.350% 3/15/40 1,654 1,905
Hasbro Inc. 5.100% 5/15/44 1,025 979
JM Smucker Co. 4.250% 3/15/35 1,475 1,470
JM Smucker Co. 4.375% 3/15/45 2,900 2,853
Johns Hopkins Health System Corp. 3.837% 5/15/46 1,675 1,657
Johnson & Johnson 6.950% 9/1/29 2,000 2,680
Johnson & Johnson 4.950% 5/15/33 3,000 3,464
Johnson & Johnson 4.375% 12/5/33 2,827 3,086
Johnson & Johnson 3.550% 3/1/36 3,924 3,873
Johnson & Johnson 3.625% 3/3/37 5,509 5,461
Johnson & Johnson 5.950% 8/15/37 2,864 3,717
Johnson & Johnson 3.400% 1/15/38 1,683 1,619
Johnson & Johnson 5.850% 7/15/38 1,665 2,136
Johnson & Johnson 4.500% 9/1/40 754 825
Johnson & Johnson 4.850% 5/15/41 1,000 1,151
Johnson & Johnson 4.500% 12/5/43 454 503
Johnson & Johnson 3.700% 3/1/46 5,614 5,576
Johnson & Johnson 3.750% 3/3/47 6,200 6,157
Johnson & Johnson 3.500% 1/15/48 4,041 3,833
Kaiser Foundation Hospitals 4.875% 4/1/42 2,141 2,436
Kaiser Foundation Hospitals 4.150% 5/1/47 4,502 4,641

 

 

Kellogg Co. 7.450% 4/1/31 127 164
Kellogg Co. 4.500% 4/1/46 3,884 3,836
Kimberly-Clark Corp. 6.625% 8/1/37 1,425 1,923
Kimberly-Clark Corp. 5.300% 3/1/41 1,220 1,446
Kimberly-Clark Corp. 3.700% 6/1/43 980 923
Kimberly-Clark Corp. 3.200% 7/30/46 1,400 1,224
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,939 3,351
Koninklijke Philips NV 6.875% 3/11/38 2,500 3,334
Koninklijke Philips NV 5.000% 3/15/42 2,485 2,753
Kraft Foods Group Inc. 6.875% 1/26/39 3,516 4,316
Kraft Foods Group Inc. 6.500% 2/9/40 3,963 4,689
Kraft Foods Group Inc. 5.000% 6/4/42 3,915 3,882
Kraft Heinz Foods Co. 5.000% 7/15/35 3,795 3,929
Kraft Heinz Foods Co. 5.200% 7/15/45 7,515 7,636
Kraft Heinz Foods Co. 4.375% 6/1/46 10,620 9,668
Kroger Co. 4.450% 2/1/47 3,925 3,670
Kroger Co. 4.650% 1/15/48 1,925 1,857
Laboratory Corp. of America Holdings 4.700% 2/1/45 3,139 3,153
3 Mayo Clinic 3.774% 11/15/43 900 906
3 Mayo Clinic 4.000% 11/15/47 1,200 1,194
3 Mayo Clinic 4.128% 11/15/52 1,050 1,078
McCormick & Co. Inc. 4.200% 8/15/47 1,200 1,159
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,335 1,614
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,500 1,549
Medtronic Inc. 4.375% 3/15/35 8,581 9,072
Medtronic Inc. 6.500% 3/15/39 1,350 1,766
Medtronic Inc. 5.550% 3/15/40 1,535 1,830
Medtronic Inc. 4.500% 3/15/42 1,800 1,901
Medtronic Inc. 4.625% 3/15/44 3,451 3,727
Medtronic Inc. 4.625% 3/15/45 14,625 15,947
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 850 975
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 1,555 1,562
Memorial Sloan-Kettering Cancer Center New        
York GO 4.200% 7/1/55 1,975 2,055
Merck & Co. Inc. 3.600% 9/15/42 1,754 1,680
Merck & Co. Inc. 4.150% 5/18/43 5,384 5,607
Merck & Co. Inc. 3.700% 2/10/45 9,410 9,160
Molson Coors Brewing Co. 5.000% 5/1/42 3,818 4,028
Molson Coors Brewing Co. 4.200% 7/15/46 6,075 5,729
Mondelez International Inc. 6.500% 2/9/40 1,689 2,120
3 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 1,050 1,038
4 Mylan Inc. 4.550% 4/15/28 2,500 2,505
Mylan Inc. 5.400% 11/29/43 1,490 1,547
4 Mylan Inc. 5.200% 4/15/48 2,500 2,519
Mylan NV 5.250% 6/15/46 3,225 3,270
New York & Presbyterian Hospital 4.024% 8/1/45 2,300 2,332
New York & Presbyterian Hospital 4.063% 8/1/56 1,425 1,407
Newell Brands Inc. 5.375% 4/1/36 3,077 3,198
Newell Brands Inc. 5.500% 4/1/46 5,600 5,906
Northwell Healthcare Inc. 3.979% 11/1/46 1,875 1,780
Northwell Healthcare Inc. 4.260% 11/1/47 2,900 2,845
Novartis Capital Corp. 3.700% 9/21/42 1,700 1,658
Novartis Capital Corp. 4.400% 5/6/44 6,653 7,314
Novartis Capital Corp. 4.000% 11/20/45 4,211 4,321
NYU Hospitals Center 4.784% 7/1/44 1,150 1,288

 

 

3 NYU Hospitals Center 4.368% 7/1/47 2,000 2,076
Orlando Health Obligated Group 4.089% 10/1/48 1,050 1,046
Partners Healthcare System Inc. 4.117% 7/1/55 1,000 1,019
PepsiCo Inc. 5.500% 1/15/40 2,108 2,586
PepsiCo Inc. 4.875% 11/1/40 3,347 3,807
PepsiCo Inc. 4.000% 3/5/42 2,678 2,690
PepsiCo Inc. 3.600% 8/13/42 1,625 1,537
PepsiCo Inc. 4.250% 10/22/44 2,333 2,420
PepsiCo Inc. 4.600% 7/17/45 2,799 3,047
PepsiCo Inc. 4.450% 4/14/46 1,955 2,096
PepsiCo Inc. 3.450% 10/6/46 5,100 4,691
PepsiCo Inc. 4.000% 5/2/47 2,580 2,585
Perrigo Finance Unlimited Co. 4.900% 12/15/44 2,281 2,286
Pfizer Inc. 4.000% 12/15/36 4,207 4,336
Pfizer Inc. 7.200% 3/15/39 7,783 11,195
Pfizer Inc. 4.300% 6/15/43 2,507 2,618
Pfizer Inc. 4.400% 5/15/44 4,715 5,027
Pfizer Inc. 4.125% 12/15/46 3,225 3,316
Pharmacia LLC 6.600% 12/1/28 3,300 4,159
Philip Morris International Inc. 6.375% 5/16/38 2,601 3,345
Philip Morris International Inc. 4.375% 11/15/41 2,868 2,898
Philip Morris International Inc. 4.500% 3/20/42 4,678 4,814
Philip Morris International Inc. 3.875% 8/21/42 3,090 2,912
Philip Morris International Inc. 4.125% 3/4/43 3,200 3,151
Philip Morris International Inc. 4.875% 11/15/43 1,398 1,510
Philip Morris International Inc. 4.250% 11/10/44 5,230 5,218
Procter & Gamble Co. 5.500% 2/1/34 1,695 2,076
Procter & Gamble Co. 5.550% 3/5/37 1,736 2,176
Procter & Gamble Co. 3.500% 10/25/47 5,000 4,735
3 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 1,350 1,270
3 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 1,200 1,179
Quest Diagnostics Inc. 4.700% 3/30/45 1,100 1,110
Reynolds American Inc. 5.700% 8/15/35 3,047 3,451
Reynolds American Inc. 7.250% 6/15/37 1,550 2,047
Reynolds American Inc. 6.150% 9/15/43 1,400 1,682
Reynolds American Inc. 5.850% 8/15/45 7,265 8,438
RWJ Barnabas Health Inc. 3.949% 7/1/46 1,350 1,318
Stanford Health Care 3.795% 11/15/48 1,800 1,776
Stryker Corp. 4.100% 4/1/43 2,050 1,994
Sutter Health 3.695% 8/15/28 1,750 1,753
Sutter Health 4.091% 8/15/48 1,125 1,121
Sysco Corp. 4.850% 10/1/45 1,250 1,319
Sysco Corp. 4.500% 4/1/46 2,200 2,207
Sysco Corp. 4.450% 3/15/48 1,700 1,695
3 Texas Health Resources 4.330% 11/15/55 1,000 1,009
The Kroger Co. 7.700% 6/1/29 1,025 1,265
The Kroger Co. 8.000% 9/15/29 775 989
The Kroger Co. 7.500% 4/1/31 1,520 1,930
The Kroger Co. 6.900% 4/15/38 500 623
The Kroger Co. 5.400% 7/15/40 995 1,055
The Kroger Co. 5.000% 4/15/42 900 911
The Kroger Co. 5.150% 8/1/43 1,300 1,332
The Kroger Co. 3.875% 10/15/46 1,625 1,392
The Pepsi Bottling Group Inc. 7.000% 3/1/29 4,058 5,314
Thermo Fisher Scientific Inc. 5.300% 2/1/44 1,500 1,692

 

 

Thermo Fisher Scientific Inc. 4.100% 8/15/47 2,500 2,429
Trinity Health Corp. 4.125% 12/1/45 1,675 1,694
Tyson Foods Inc. 4.875% 8/15/34 2,070 2,201
Tyson Foods Inc. 5.150% 8/15/44 1,723 1,870
Tyson Foods Inc. 4.550% 6/2/47 2,633 2,633
Unilever Capital Corp. 5.900% 11/15/32 3,383 4,241
Whirlpool Corp. 4.500% 6/1/46 1,975 1,964
Wyeth LLC 6.500% 2/1/34 3,091 4,033
Wyeth LLC 6.000% 2/15/36 510 642
Wyeth LLC 5.950% 4/1/37 6,980 8,877
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 413 385
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 750 830
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 1,400 1,312
Zoetis Inc. 4.700% 2/1/43 3,941 4,193
Zoetis Inc. 3.950% 9/12/47 1,746 1,664
 
Energy (5.9%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 2,025 2,531
Anadarko Finance Co. 7.500% 5/1/31 3,191 4,055
Anadarko Petroleum Corp. 6.450% 9/15/36 5,810 6,914
Anadarko Petroleum Corp. 7.950% 6/15/39 1,150 1,558
Anadarko Petroleum Corp. 6.200% 3/15/40 3,128 3,669
Anadarko Petroleum Corp. 4.500% 7/15/44 2,080 1,994
Anadarko Petroleum Corp. 6.600% 3/15/46 3,542 4,443
Andeavor 3.800% 4/1/28 3,450 3,313
Andeavor 4.500% 4/1/48 1,200 1,124
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 2,750 2,688
Apache Corp. 6.000% 1/15/37 4,056 4,581
Apache Corp. 5.100% 9/1/40 5,025 5,142
Apache Corp. 5.250% 2/1/42 1,675 1,739
Apache Corp. 4.750% 4/15/43 4,915 4,848
Apache Corp. 4.250% 1/15/44 1,275 1,167
Apache Finance Canada Corp. 7.750% 12/15/29 1,275 1,594
Baker Hughes a GE Co. LLC 5.125% 9/15/40 2,754 3,034
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 4.080% 12/15/47 5,050 4,758
BP Capital Markets plc 3.723% 11/28/28 1,904 1,911
Buckeye Partners LP 5.850% 11/15/43 1,550 1,595
Buckeye Partners LP 5.600% 10/15/44 1,025 1,021
Burlington Resources Finance Co. 7.200% 8/15/31 1,250 1,653
Burlington Resources Finance Co. 7.400% 12/1/31 2,675 3,603
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,250 1,565
Canadian Natural Resources Ltd. 6.450% 6/30/33 875 1,042
Canadian Natural Resources Ltd. 5.850% 2/1/35 700 793
Canadian Natural Resources Ltd. 6.500% 2/15/37 2,065 2,528
Canadian Natural Resources Ltd. 6.250% 3/15/38 3,415 4,108
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,450 1,810
Canadian Natural Resources Ltd. 4.950% 6/1/47 3,112 3,242
Cenovus Energy Inc. 5.250% 6/15/37 2,501 2,498
Cenovus Energy Inc. 6.750% 11/15/39 4,905 5,635
Cenovus Energy Inc. 4.450% 9/15/42 2,800 2,485
Cenovus Energy Inc. 5.200% 9/15/43 1,300 1,253
Cenovus Energy Inc. 5.400% 6/15/47 3,676 3,681
Columbia Pipeline Group Inc. 5.800% 6/1/45 1,700 1,979
Concho Resources Inc. 4.875% 10/1/47 3,050 3,225
Conoco Funding Co. 7.250% 10/15/31 1,945 2,612

 

 

ConocoPhillips 5.900% 10/15/32 1,850 2,211
ConocoPhillips 5.900% 5/15/38 2,275 2,794
ConocoPhillips 6.500% 2/1/39 8,550 11,226
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 1,320 1,606
ConocoPhillips Co. 4.150% 11/15/34 2,750 2,771
ConocoPhillips Co. 4.300% 11/15/44 2,130 2,186
ConocoPhillips Co. 5.950% 3/15/46 1,550 1,976
ConocoPhillips Holding Co. 6.950% 4/15/29 5,175 6,561
Devon Energy Corp. 7.950% 4/15/32 2,264 3,162
Devon Energy Corp. 5.600% 7/15/41 3,354 3,775
Devon Energy Corp. 4.750% 5/15/42 2,803 2,854
Devon Energy Corp. 5.000% 6/15/45 2,442 2,583
Devon Financing Co. LLC 7.875% 9/30/31 2,791 3,838
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 1,300 1,379
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 1,800 1,879
Enable Midstream Partners LP 5.000% 5/15/44 1,725 1,613
Enbridge Energy Partners LP 7.500% 4/15/38 1,456 1,837
Enbridge Energy Partners LP 5.500% 9/15/40 2,375 2,485
Enbridge Energy Partners LP 7.375% 10/15/45 1,150 1,485
Enbridge Inc. 4.500% 6/10/44 1,500 1,452
Enbridge Inc. 5.500% 12/1/46 2,500 2,773
3 Enbridge Inc. 6.250% 3/1/78 1,000 987
Encana Corp. 8.125% 9/15/30 800 1,043
Encana Corp. 6.500% 8/15/34 2,908 3,451
Encana Corp. 6.625% 8/15/37 1,750 2,123
Encana Corp. 6.500% 2/1/38 2,000 2,407
Energy Transfer LP 8.250% 11/15/29 1,050 1,312
Energy Transfer LP 4.900% 3/15/35 1,752 1,642
Energy Transfer LP 6.625% 10/15/36 1,501 1,685
Energy Transfer LP 7.500% 7/1/38 1,505 1,802
Energy Transfer LP 6.050% 6/1/41 2,400 2,431
Energy Transfer LP 6.500% 2/1/42 2,930 3,143
Energy Transfer LP 5.150% 2/1/43 1,424 1,299
Energy Transfer LP 5.950% 10/1/43 1,400 1,408
Energy Transfer LP 5.150% 3/15/45 4,091 3,713
Energy Transfer LP 6.125% 12/15/45 4,165 4,277
Energy Transfer LP 5.300% 4/15/47 2,575 2,410
EnLink Midstream Partners LP 5.600% 4/1/44 1,975 1,966
Enlink Midstream Partners LP 5.050% 4/1/45 825 772
EnLink Midstream Partners LP 5.450% 6/1/47 1,465 1,433
Enterprise Products Operating LLC 6.875% 3/1/33 2,612 3,273
Enterprise Products Operating LLC 6.650% 10/15/34 1,220 1,510
Enterprise Products Operating LLC 7.550% 4/15/38 1,575 2,117
Enterprise Products Operating LLC 6.125% 10/15/39 1,885 2,265
Enterprise Products Operating LLC 6.450% 9/1/40 1,296 1,626
Enterprise Products Operating LLC 5.950% 2/1/41 2,353 2,819
Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,807
Enterprise Products Operating LLC 4.850% 8/15/42 3,780 3,932
Enterprise Products Operating LLC 4.450% 2/15/43 4,480 4,450
Enterprise Products Operating LLC 4.850% 3/15/44 2,683 2,823
Enterprise Products Operating LLC 5.100% 2/15/45 2,120 2,288
Enterprise Products Operating LLC 4.900% 5/15/46 2,650 2,812
Enterprise Products Operating LLC 4.250% 2/15/48 5,800 5,642
Enterprise Products Operating LLC 4.950% 10/15/54 1,152 1,199
EOG Resources Inc. 3.900% 4/1/35 2,007 1,969
Exxon Mobil Corp. 3.567% 3/6/45 2,823 2,698
Exxon Mobil Corp. 4.114% 3/1/46 8,275 8,722

 

 

Halliburton Co. 4.850% 11/15/35 4,636 4,933
Halliburton Co. 6.700% 9/15/38 3,564 4,580
Halliburton Co. 7.450% 9/15/39 767 1,060
Halliburton Co. 4.500% 11/15/41 2,182 2,193
Halliburton Co. 4.750% 8/1/43 2,700 2,820
Halliburton Co. 5.000% 11/15/45 7,401 8,037
Hess Corp. 7.875% 10/1/29 2,100 2,556
Hess Corp. 7.300% 8/15/31 645 772
Hess Corp. 7.125% 3/15/33 1,375 1,620
Hess Corp. 6.000% 1/15/40 2,852 3,018
Hess Corp. 5.600% 2/15/41 4,317 4,370
Hess Corp. 5.800% 4/1/47 2,050 2,134
Husky Energy Inc. 6.800% 9/15/37 1,300 1,658
Kerr-McGee Corp. 7.875% 9/15/31 1,300 1,697
Kinder Morgan Energy Partners LP 7.400% 3/15/31 475 573
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 637
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,425 2,961
Kinder Morgan Energy Partners LP 5.800% 3/15/35 2,775 2,992
Kinder Morgan Energy Partners LP 6.500% 2/1/37 650 733
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,986 4,808
Kinder Morgan Energy Partners LP 6.500% 9/1/39 2,070 2,346
Kinder Morgan Energy Partners LP 6.550% 9/15/40 875 995
Kinder Morgan Energy Partners LP 7.500% 11/15/40 1,500 1,866
Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,915 2,161
Kinder Morgan Energy Partners LP 5.625% 9/1/41 2,054 2,121
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,375 2,291
Kinder Morgan Energy Partners LP 4.700% 11/1/42 2,100 1,947
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 964
Kinder Morgan Energy Partners LP 5.500% 3/1/44 2,863 2,935
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,960 1,990
Kinder Morgan Inc. 7.800% 8/1/31 925 1,168
Kinder Morgan Inc. 7.750% 1/15/32 4,531 5,785
Kinder Morgan Inc. 5.300% 12/1/34 1,566 1,601
Kinder Morgan Inc. 5.550% 6/1/45 7,230 7,574
Kinder Morgan Inc. 5.050% 2/15/46 340 332
Kinder Morgan Inc. 5.200% 3/1/48 3,400 3,403
Magellan Midstream Partners LP 5.150% 10/15/43 2,175 2,369
Magellan Midstream Partners LP 4.250% 9/15/46 1,725 1,673
Magellan Midstream Partners LP 4.200% 10/3/47 1,600 1,534
Marathon Oil Corp. 6.800% 3/15/32 1,700 2,025
Marathon Oil Corp. 6.600% 10/1/37 2,585 3,091
Marathon Oil Corp. 5.200% 6/1/45 2,132 2,232
Marathon Petroleum Corp. 6.500% 3/1/41 3,348 4,078
Marathon Petroleum Corp. 4.750% 9/15/44 1,870 1,869
Marathon Petroleum Corp. 5.850% 12/15/45 925 1,009
Marathon Petroleum Corp. 5.000% 9/15/54 1,950 1,876
MPLX LP 4.500% 4/15/38 5,200 5,122
MPLX LP 5.200% 3/1/47 4,625 4,810
MPLX LP 4.700% 4/15/48 5,500 5,365
MPLX LP 4.900% 4/15/58 1,850 1,761
National Oilwell Varco Inc. 3.950% 12/1/42 3,725 3,268
Noble Energy Inc. 6.000% 3/1/41 2,830 3,245
Noble Energy Inc. 5.250% 11/15/43 3,660 3,924
Noble Energy Inc. 5.050% 11/15/44 2,209 2,297
Noble Energy Inc. 4.950% 8/15/47 1,900 1,967
Occidental Petroleum Corp. 4.625% 6/15/45 2,825 2,959
Occidental Petroleum Corp. 4.400% 4/15/46 2,900 3,011

 

 

Occidental Petroleum Corp. 4.100% 2/15/47 3,057 3,034
ONEOK Inc. 6.000% 6/15/35 1,285 1,437
ONEOK Inc. 4.950% 7/13/47 2,500 2,535
ONEOK Partners LP 6.650% 10/1/36 2,725 3,282
ONEOK Partners LP 6.850% 10/15/37 650 799
ONEOK Partners LP 6.125% 2/1/41 2,725 3,139
ONEOK Partners LP 6.200% 9/15/43 1,450 1,687
Petro-Canada 5.350% 7/15/33 1,450 1,634
Petro-Canada 5.950% 5/15/35 2,480 2,981
Petro-Canada 6.800% 5/15/38 4,260 5,639
Phillips 66 4.650% 11/15/34 2,841 2,956
Phillips 66 5.875% 5/1/42 5,193 6,223
Phillips 66 4.875% 11/15/44 5,572 5,926
Phillips 66 Partners LP 4.680% 2/15/45 1,800 1,769
Phillips 66 Partners LP 4.900% 10/1/46 2,150 2,145
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 1,850 2,054
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 2,433
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 2,375 2,105
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 1,002 915
Shell International Finance BV 4.125% 5/11/35 6,012 6,199
Shell International Finance BV 6.375% 12/15/38 10,269 13,584
Shell International Finance BV 5.500% 3/25/40 1,995 2,408
Shell International Finance BV 3.625% 8/21/42 2,150 2,027
Shell International Finance BV 4.550% 8/12/43 3,990 4,294
Shell International Finance BV 4.375% 5/11/45 9,087 9,609
Shell International Finance BV 4.000% 5/10/46 8,201 8,194
Shell International Finance BV 3.750% 9/12/46 4,829 4,645
Spectra Energy Partners LP 5.950% 9/25/43 1,460 1,677
Spectra Energy Partners LP 4.500% 3/15/45 2,625 2,526
Suncor Energy Inc. 7.150% 2/1/32 800 1,040
Suncor Energy Inc. 5.950% 12/1/34 855 1,028
Suncor Energy Inc. 6.500% 6/15/38 2,150 2,776
Suncor Energy Inc. 6.850% 6/1/39 3,033 4,062
Suncor Energy Inc. 4.000% 11/15/47 3,200 3,138
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 1,600 1,621
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 1,600 1,439
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 2,917 2,710
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 3,200 2,981
Sunoco Logistics Partners Operations LP 5.400% 10/1/47 1,857 1,767
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,470 1,738
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,085 1,403
Texas Eastern Transmission LP 7.000% 7/15/32 1,375 1,706
TransCanada PipeLines Ltd. 4.625% 3/1/34 3,492 3,694
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 917
TransCanada PipeLines Ltd. 5.850% 3/15/36 1,150 1,356
TransCanada PipeLines Ltd. 6.200% 10/15/37 4,833 5,926
TransCanada PipeLines Ltd. 7.250% 8/15/38 3,420 4,635
TransCanada PipeLines Ltd. 7.625% 1/15/39 1,725 2,417
TransCanada PipeLines Ltd. 6.100% 6/1/40 2,956 3,598
TransCanada PipeLines Ltd. 5.000% 10/16/43 3,025 3,314
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 1,275 1,409

 

 

Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,225 1,174
4 Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 1,200 1,159
Valero Energy Corp. 7.500% 4/15/32 2,181 2,805
Valero Energy Corp. 6.625% 6/15/37 4,849 6,110
Valero Energy Corp. 4.900% 3/15/45 2,200 2,328
Western Gas Partners LP 5.450% 4/1/44 2,075 2,074
Western Gas Partners LP 5.300% 3/1/48 2,150 2,129
Williams Partners LP 6.300% 4/15/40 4,353 4,992
Williams Partners LP 5.800% 11/15/43 1,925 2,114
Williams Partners LP 5.400% 3/4/44 1,454 1,516
Williams Partners LP 4.900% 1/15/45 1,650 1,623
Williams Partners LP 5.100% 9/15/45 3,993 4,046
Williams Partners LP 4.850% 3/1/48 2,100 2,075
 
Other Industrial (0.3%)        
California Institute of Technology GO 4.321% 8/1/45 1,000 1,095
California Institute of Technology GO 4.700% 11/1/11 1,075 1,155
3 Johns Hopkins University Maryland GO 4.083% 7/1/53 1,175 1,202
3 Massachusetts Institute of Technology GO 3.959% 7/1/38 1,050 1,105
Massachusetts Institute of Technology GO 5.600% 7/1/11 2,375 3,114
Massachusetts Institute of Technology GO 4.678% 7/1/14 2,125 2,346
Massachusetts Institute of Technology GO 3.885% 7/1/16 1,660 1,523
3 Northwestern University Illinois GO 4.643% 12/1/44 2,050 2,382
3 Northwestern University Illinois GO 3.662% 12/1/57 900 873
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 900 899
3 Rice University Texas GO 3.574% 5/15/45 2,050 2,005
3 Rice University Texas GO 3.774% 5/15/55 150 148
Stanford University California GO 3.647% 5/1/48 2,500 2,490
University of Notre Dame du Lac 3.394% 2/15/48 1,400 1,355
3 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 1,400 1,364
University of Pennsylvania GO 4.674% 9/1/12 1,000 1,071
3 University of Southern California GO 3.028% 10/1/39 2,500 2,271
3 University of Southern California GO 3.841% 10/1/47 1,600 1,642
 
Technology (3.5%)        
Analog Devices Inc. 5.300% 12/15/45 1,400 1,574
Apple Inc. 4.500% 2/23/36 3,016 3,301
Apple Inc. 3.850% 5/4/43 10,517 10,335
Apple Inc. 4.450% 5/6/44 3,911 4,175
Apple Inc. 3.450% 2/9/45 6,729 6,175
Apple Inc. 4.375% 5/13/45 7,054 7,418
Apple Inc. 4.650% 2/23/46 13,477 14,798
Apple Inc. 3.850% 8/4/46 6,782 6,588
Apple Inc. 4.250% 2/9/47 3,425 3,547
Apple Inc. 3.750% 9/12/47 3,500 3,355
Apple Inc. 3.750% 11/13/47 4,225 4,050
Applied Materials Inc. 5.100% 10/1/35 1,750 2,011
Applied Materials Inc. 5.850% 6/15/41 2,220 2,784
Applied Materials Inc. 4.350% 4/1/47 1,384 1,468
Cisco Systems Inc. 5.900% 2/15/39 6,631 8,614
Cisco Systems Inc. 5.500% 1/15/40 6,635 8,273
Corning Inc. 5.750% 8/15/40 1,375 1,641
Corning Inc. 4.375% 11/15/57 3,550 3,294
4 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 5,239 6,368

 

 

4 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 6,665 8,419
DXC Technology Co. 7.450% 10/15/29 971 1,210
Fidelity National Information Services Inc. 4.500% 8/15/46 1,915 1,900
Hewlett Packard Enterprise Co. 6.200% 10/15/35 358 383
Hewlett Packard Enterprise Co. 6.350% 10/15/45 7,208 7,668
HP Inc. 6.000% 9/15/41 3,145 3,342
Intel Corp. 4.000% 12/15/32 2,572 2,652
Intel Corp. 4.800% 10/1/41 2,522 2,880
Intel Corp. 4.100% 5/19/46 4,463 4,564
Intel Corp. 4.100% 5/11/47 3,420 3,480
4 Intel Corp. 3.734% 12/8/47 11,083 10,717
International Business Machines Corp. 5.875% 11/29/32 2,750 3,431
International Business Machines Corp. 5.600% 11/30/39 3,203 3,957
International Business Machines Corp. 4.000% 6/20/42 3,100 3,124
International Business Machines Corp. 4.700% 2/19/46 3,350 3,760
Juniper Networks Inc. 5.950% 3/15/41 1,355 1,406
Microsoft Corp. 3.500% 2/12/35 6,214 6,098
Microsoft Corp. 4.200% 11/3/35 1,228 1,310
Microsoft Corp. 3.450% 8/8/36 8,663 8,433
Microsoft Corp. 4.100% 2/6/37 9,461 10,011
Microsoft Corp. 5.200% 6/1/39 2,605 3,128
Microsoft Corp. 4.500% 10/1/40 2,972 3,280
Microsoft Corp. 5.300% 2/8/41 2,195 2,683
Microsoft Corp. 3.500% 11/15/42 3,158 3,012
Microsoft Corp. 3.750% 5/1/43 1,658 1,639
Microsoft Corp. 4.875% 12/15/43 2,375 2,753
Microsoft Corp. 3.750% 2/12/45 6,489 6,435
Microsoft Corp. 4.450% 11/3/45 10,299 11,344
Microsoft Corp. 3.700% 8/8/46 15,000 14,767
Microsoft Corp. 4.250% 2/6/47 8,193 8,776
Microsoft Corp. 4.000% 2/12/55 9,585 9,641
Microsoft Corp. 4.750% 11/3/55 3,761 4,283
Microsoft Corp. 3.950% 8/8/56 5,157 5,087
Microsoft Corp. 4.500% 2/6/57 6,962 7,646
Motorola Solutions Inc. 5.500% 9/1/44 1,350 1,355
Oracle Corp. 3.250% 5/15/30 1,704 1,644
Oracle Corp. 4.300% 7/8/34 5,904 6,186
Oracle Corp. 3.900% 5/15/35 4,216 4,195
Oracle Corp. 3.850% 7/15/36 3,585 3,543
Oracle Corp. 3.800% 11/15/37 5,916 5,804
Oracle Corp. 6.500% 4/15/38 4,340 5,754
Oracle Corp. 6.125% 7/8/39 4,225 5,448
Oracle Corp. 5.375% 7/15/40 8,339 9,910
Oracle Corp. 4.500% 7/8/44 3,783 4,025
Oracle Corp. 4.125% 5/15/45 7,952 7,985
Oracle Corp. 4.000% 7/15/46 8,074 7,926
Oracle Corp. 4.000% 11/15/47 7,680 7,562
Oracle Corp. 4.375% 5/15/55 2,820 2,923
QUALCOMM Inc. 4.650% 5/20/35 3,345 3,465
QUALCOMM Inc. 4.800% 5/20/45 4,976 5,177
QUALCOMM Inc. 4.300% 5/20/47 4,991 4,799
Seagate HDD Cayman 5.750% 12/1/34 1,625 1,544
Tyco Electronics Group SA 7.125% 10/1/37 2,050 2,831
Verisk Analytics Inc. 5.500% 6/15/45 1,375 1,511
Xerox Corp. 6.750% 12/15/39 1,075 1,143

 

 

Transportation (1.8%)        
3 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 858 865
3 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 924 905
3 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 1,825 1,753
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 1,677 1,590
3 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 1,009 998
3 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 1,900 1,828
Burlington Northern Santa Fe LLC 6.200% 8/15/36 985 1,263
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,720 2,190
Burlington Northern Santa Fe LLC 5.750% 5/1/40 3,640 4,474
Burlington Northern Santa Fe LLC 5.050% 3/1/41 2,207 2,497
Burlington Northern Santa Fe LLC 5.400% 6/1/41 2,392 2,844
Burlington Northern Santa Fe LLC 4.950% 9/15/41 1,175 1,310
Burlington Northern Santa Fe LLC 4.400% 3/15/42 2,310 2,424
Burlington Northern Santa Fe LLC 4.375% 9/1/42 2,380 2,490
Burlington Northern Santa Fe LLC 4.450% 3/15/43 2,706 2,842
Burlington Northern Santa Fe LLC 5.150% 9/1/43 2,560 2,944
Burlington Northern Santa Fe LLC 4.900% 4/1/44 2,375 2,655
Burlington Northern Santa Fe LLC 4.550% 9/1/44 3,208 3,442
Burlington Northern Santa Fe LLC 4.150% 4/1/45 3,915 3,989
Burlington Northern Santa Fe LLC 4.700% 9/1/45 1,720 1,884
Burlington Northern Santa Fe LLC 3.900% 8/1/46 1,936 1,902
Burlington Northern Santa Fe LLC 4.125% 6/15/47 2,568 2,638
Burlington Northern Santa Fe LLC 4.050% 6/15/48 1,000 1,003
Canadian National Railway Co. 6.900% 7/15/28 1,000 1,269
Canadian National Railway Co. 6.250% 8/1/34 2,270 2,927
Canadian National Railway Co. 6.200% 6/1/36 1,892 2,444
Canadian National Railway Co. 6.375% 11/15/37 490 655
Canadian National Railway Co. 3.200% 8/2/46 2,125 1,893
Canadian National Railway Co. 3.650% 2/3/48 2,400 2,305
Canadian Pacific Railway Co. 7.125% 10/15/31 1,115 1,451
Canadian Pacific Railway Co. 5.750% 3/15/33 1,075 1,228
Canadian Pacific Railway Co. 4.800% 9/15/35 1,225 1,346
Canadian Pacific Railway Co. 4.800% 8/1/45 1,720 1,924
Canadian Pacific Railway Co. 6.125% 9/15/15 3,025 3,786
CSX Corp. 6.000% 10/1/36 1,095 1,333
CSX Corp. 6.150% 5/1/37 2,480 3,060
CSX Corp. 6.220% 4/30/40 2,925 3,669
CSX Corp. 5.500% 4/15/41 1,810 2,081
CSX Corp. 4.750% 5/30/42 2,100 2,229
CSX Corp. 4.400% 3/1/43 1,150 1,151
CSX Corp. 4.100% 3/15/44 1,750 1,686
CSX Corp. 3.800% 11/1/46 2,250 2,074
CSX Corp. 4.300% 3/1/48 2,825 2,809
CSX Corp. 3.950% 5/1/50 2,525 2,321
CSX Corp. 4.500% 8/1/54 1,665 1,643
CSX Corp. 4.250% 11/1/66 2,000 1,799
CSX Corp. 4.650% 3/1/68 1,155 1,126
FedEx Corp. 4.900% 1/15/34 1,925 2,069
FedEx Corp. 3.900% 2/1/35 1,770 1,709
FedEx Corp. 3.875% 8/1/42 1,755 1,614

 

 

FedEx Corp. 4.100% 4/15/43 1,700 1,629
FedEx Corp. 5.100% 1/15/44 2,498 2,715
FedEx Corp. 4.100% 2/1/45 1,270 1,198
FedEx Corp. 4.750% 11/15/45 3,483 3,589
FedEx Corp. 4.550% 4/1/46 4,203 4,226
FedEx Corp. 4.400% 1/15/47 1,604 1,579
FedEx Corp. 4.050% 2/15/48 3,700 3,442
FedEx Corp. 4.500% 2/1/65 785 723
Kansas City Southern 4.300% 5/15/43 1,500 1,467
Kansas City Southern 4.950% 8/15/45 1,670 1,812
Norfolk Southern Corp. 7.050% 5/1/37 345 480
Norfolk Southern Corp. 4.837% 10/1/41 1,908 2,072
Norfolk Southern Corp. 3.950% 10/1/42 1,635 1,581
Norfolk Southern Corp. 4.450% 6/15/45 1,760 1,818
Norfolk Southern Corp. 4.650% 1/15/46 1,950 2,064
4 Norfolk Southern Corp. 4.050% 8/15/52 3,846 3,699
Norfolk Southern Corp. 6.000% 3/15/05 1,305 1,502
3 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 1,538 1,547
Union Pacific Corp. 3.375% 2/1/35 625 589
Union Pacific Corp. 3.600% 9/15/37 7,283 6,992
Union Pacific Corp. 4.300% 6/15/42 130 133
Union Pacific Corp. 4.250% 4/15/43 1,550 1,578
Union Pacific Corp. 4.821% 2/1/44 150 168
Union Pacific Corp. 4.150% 1/15/45 400 406
Union Pacific Corp. 4.050% 11/15/45 1,200 1,203
Union Pacific Corp. 3.350% 8/15/46 1,425 1,270
Union Pacific Corp. 4.000% 4/15/47 2,000 1,998
Union Pacific Corp. 3.799% 10/1/51 3,806 3,621
Union Pacific Corp. 3.875% 2/1/55 1,910 1,799
Union Pacific Corp. 4.375% 11/15/65 2,350 2,345
Union Pacific Corp. 4.100% 9/15/67 2,000 1,901
3 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 618 692
3 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 1,217 1,180
3 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 3,262 3,160
3 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 850 815
3 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 1,075 1,012
3 United Airlines 2018-1 Class AA Pass        
Through Trust 3.500% 3/1/30 2,700 2,635
United Parcel Service Inc. 6.200% 1/15/38 2,172 2,819
United Parcel Service Inc. 4.875% 11/15/40 1,935 2,174
United Parcel Service Inc. 3.625% 10/1/42 2,510 2,404
United Parcel Service Inc. 3.400% 11/15/46 2,310 2,092
United Parcel Service Inc. 3.750% 11/15/47 3,625 3,479
United Parcel Service of America Inc. 8.375% 4/1/30 550 740
        3,775,085
Utilities (6.2%)        
Electric (5.6%)        
AEP Texas Inc. 3.800% 10/1/47 1,050 996
AEP Transmission Co. LLC 4.000% 12/1/46 1,450 1,445
4 AEP Transmission Co. LLC 3.750% 12/1/47 1,750 1,663
Alabama Power Co. 6.125% 5/15/38 1,460 1,844

 

 

Alabama Power Co. 6.000% 3/1/39 1,540 1,938
Alabama Power Co. 3.850% 12/1/42 1,100 1,085
Alabama Power Co. 4.150% 8/15/44 2,175 2,228
Alabama Power Co. 3.750% 3/1/45 1,470 1,422
Alabama Power Co. 4.300% 1/2/46 1,400 1,480
Alabama Power Co. 3.700% 12/1/47 1,895 1,803
Ameren Illinois Co. 4.150% 3/15/46 1,752 1,799
Ameren Illinois Co. 3.700% 12/1/47 1,925 1,849
Appalachian Power Co. 7.000% 4/1/38 1,713 2,339
Appalachian Power Co. 4.400% 5/15/44 740 769
Appalachian Power Co. 4.450% 6/1/45 1,108 1,160
Arizona Public Service Co. 5.050% 9/1/41 1,380 1,578
Arizona Public Service Co. 4.500% 4/1/42 1,615 1,744
Arizona Public Service Co. 4.350% 11/15/45 825 873
Arizona Public Service Co. 3.750% 5/15/46 1,625 1,566
Baltimore Gas & Electric Co. 6.350% 10/1/36 1,401 1,808
Baltimore Gas & Electric Co. 3.500% 8/15/46 1,750 1,591
Baltimore Gas & Electric Co. 3.750% 8/15/47 1,075 1,029
4 Berkshire Hathaway Energy Co. 3.250% 4/15/28 3,100 2,988
Berkshire Hathaway Energy Co. 6.125% 4/1/36 5,610 7,133
Berkshire Hathaway Energy Co. 5.950% 5/15/37 3,725 4,627
Berkshire Hathaway Energy Co. 6.500% 9/15/37 600 789
Berkshire Hathaway Energy Co. 5.150% 11/15/43 890 1,020
Berkshire Hathaway Energy Co. 4.500% 2/1/45 2,586 2,751
4 Berkshire Hathaway Energy Co. 3.800% 7/15/48 1,850 1,762
Black Hills Corp. 4.200% 9/15/46 1,045 1,018
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 1,105 1,479
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 1,725 1,636
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,175 1,286
CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 2,000 2,016
Cleco Corporate Holdings LLC 4.973% 5/1/46 1,200 1,228
Cleveland Electric Illuminating Co. 5.950% 12/15/36 1,280 1,544
CMS Energy Corp. 4.875% 3/1/44 1,000 1,095
Commonwealth Edison Co. 5.900% 3/15/36 2,135 2,686
Commonwealth Edison Co. 6.450% 1/15/38 1,230 1,641
Commonwealth Edison Co. 3.800% 10/1/42 1,350 1,302
Commonwealth Edison Co. 4.600% 8/15/43 1,415 1,564
Commonwealth Edison Co. 4.700% 1/15/44 1,200 1,324
Commonwealth Edison Co. 3.700% 3/1/45 1,685 1,597
Commonwealth Edison Co. 4.350% 11/15/45 1,225 1,294
Commonwealth Edison Co. 3.650% 6/15/46 2,200 2,074
Commonwealth Edison Co. 3.750% 8/15/47 1,950 1,863
Commonwealth Edison Co. 4.000% 3/1/48 2,700 2,721
Connecticut Light & Power Co. 4.300% 4/15/44 2,375 2,514
Connecticut Light & Power Co. 4.150% 6/1/45 50 52
Connecticut Light & Power Co. 4.000% 4/1/48 1,650 1,683
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 2,445 2,858
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 2,270 2,798
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 370 467
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 870 1,121
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,275 3,108
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 790 947
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 2,020 2,526
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 675 686
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 1,500 1,478
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 2,974 3,130
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 2,877 3,069

 

 

Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 2,000 1,933
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 1,700 1,664
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 3,017 3,298
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 1,125 1,149
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 1,175 1,135
Consumers Energy Co. 3.950% 5/15/43 1,480 1,488
Consumers Energy Co. 3.250% 8/15/46 1,600 1,418
Consumers Energy Co. 3.950% 7/15/47 1,310 1,317
Delmarva Power & Light Co. 4.150% 5/15/45 1,800 1,833
Dominion Energy Inc. 6.300% 3/15/33 1,710 2,088
Dominion Energy Inc. 5.250% 8/1/33 1,250 1,415
Dominion Energy Inc. 5.950% 6/15/35 2,440 2,880
Dominion Energy Inc. 4.900% 8/1/41 2,025 2,173
Dominion Energy Inc. 4.050% 9/15/42 1,245 1,196
Dominion Energy Inc. 4.700% 12/1/44 1,670 1,756
DTE Electric Co. 4.000% 4/1/43 1,225 1,239
DTE Electric Co. 4.300% 7/1/44 1,120 1,191
DTE Electric Co. 3.700% 3/15/45 1,700 1,638
DTE Electric Co. 3.700% 6/1/46 1,050 1,007
DTE Electric Co. 3.750% 8/15/47 1,750 1,707
DTE Energy Co. 6.375% 4/15/33 1,330 1,641
Duke Energy Carolinas LLC 6.000% 12/1/28 925 1,104
Duke Energy Carolinas LLC 6.450% 10/15/32 1,525 1,943
Duke Energy Carolinas LLC 6.100% 6/1/37 1,410 1,795
Duke Energy Carolinas LLC 6.050% 4/15/38 1,075 1,375
Duke Energy Carolinas LLC 5.300% 2/15/40 2,640 3,133
Duke Energy Carolinas LLC 4.250% 12/15/41 2,570 2,680
Duke Energy Carolinas LLC 4.000% 9/30/42 2,725 2,734
Duke Energy Carolinas LLC 3.750% 6/1/45 2,610 2,519
Duke Energy Carolinas LLC 3.875% 3/15/46 2,100 2,063
Duke Energy Carolinas LLC 3.700% 12/1/47 1,850 1,768
Duke Energy Carolinas LLC 3.950% 3/15/48 2,000 2,016
Duke Energy Corp. 4.800% 12/15/45 2,000 2,151
Duke Energy Corp. 3.750% 9/1/46 5,000 4,536
Duke Energy Corp. 3.950% 8/15/47 1,750 1,635
Duke Energy Florida LLC 6.350% 9/15/37 1,390 1,855
Duke Energy Florida LLC 6.400% 6/15/38 1,679 2,242
Duke Energy Florida LLC 5.650% 4/1/40 1,115 1,379
Duke Energy Florida LLC 3.850% 11/15/42 1,490 1,460
Duke Energy Florida LLC 3.400% 10/1/46 1,250 1,131
3 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 1,400 1,321
3 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 800 724
3 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 900 835
Duke Energy Indiana LLC 6.120% 10/15/35 1,106 1,393
Duke Energy Indiana LLC 6.350% 8/15/38 2,115 2,810
Duke Energy Indiana LLC 6.450% 4/1/39 750 1,011
Duke Energy Indiana LLC 4.900% 7/15/43 1,880 2,122
Duke Energy Indiana LLC 3.750% 5/15/46 1,800 1,727
Duke Energy Ohio Inc. 3.700% 6/15/46 1,225 1,180
Duke Energy Progress LLC 6.300% 4/1/38 1,075 1,407
Duke Energy Progress LLC 4.100% 5/15/42 2,300 2,332
Duke Energy Progress LLC 4.100% 3/15/43 1,245 1,255
Duke Energy Progress LLC 4.375% 3/30/44 1,925 2,038
Duke Energy Progress LLC 4.150% 12/1/44 1,755 1,795
Duke Energy Progress LLC 4.200% 8/15/45 1,489 1,538
Duke Energy Progress LLC 3.700% 10/15/46 1,625 1,540
Duke Energy Progress LLC 3.600% 9/15/47 2,250 2,125

 

 

El Paso Electric Co. 6.000% 5/15/35 700 822
El Paso Electric Co. 5.000% 12/1/44 1,509 1,556
Emera US Finance LP 4.750% 6/15/46 4,116 4,113
Entergy Louisiana LLC 3.250% 4/1/28 290 280
Entergy Louisiana LLC 3.050% 6/1/31 1,150 1,073
Entergy Louisiana LLC 4.000% 3/15/33 3,000 3,046
Entergy Louisiana LLC 4.950% 1/15/45 2,106 2,153
Entergy Mississippi Inc. 2.850% 6/1/28 1,260 1,178
Exelon Corp. 4.950% 6/15/35 1,585 1,723
Exelon Corp. 5.625% 6/15/35 1,793 2,133
Exelon Corp. 5.100% 6/15/45 1,717 1,905
Exelon Corp. 4.450% 4/15/46 2,856 2,921
Exelon Generation Co. LLC 6.250% 10/1/39 2,186 2,377
Exelon Generation Co. LLC 5.750% 10/1/41 1,185 1,218
Exelon Generation Co. LLC 5.600% 6/15/42 3,628 3,730
FirstEnergy Corp. 7.375% 11/15/31 5,325 6,997
FirstEnergy Corp. 4.850% 7/15/47 2,851 2,979
Florida Power & Light Co. 5.625% 4/1/34 1,199 1,459
Florida Power & Light Co. 4.950% 6/1/35 755 848
Florida Power & Light Co. 5.650% 2/1/37 1,193 1,463
Florida Power & Light Co. 5.950% 2/1/38 1,825 2,350
Florida Power & Light Co. 5.960% 4/1/39 2,030 2,629
Florida Power & Light Co. 5.690% 3/1/40 1,315 1,682
Florida Power & Light Co. 5.250% 2/1/41 1,375 1,647
Florida Power & Light Co. 4.125% 2/1/42 2,525 2,605
Florida Power & Light Co. 4.050% 6/1/42 2,067 2,122
Florida Power & Light Co. 3.800% 12/15/42 1,605 1,597
Florida Power & Light Co. 4.050% 10/1/44 1,682 1,726
Florida Power & Light Co. 3.700% 12/1/47 1,025 1,001
Florida Power & Light Co. 3.950% 3/1/48 4,000 4,060
Georgia Power Co. 5.650% 3/1/37 1,775 2,055
Georgia Power Co. 5.950% 2/1/39 1,630 1,993
Georgia Power Co. 5.400% 6/1/40 1,956 2,252
Georgia Power Co. 4.750% 9/1/40 1,745 1,863
Georgia Power Co. 4.300% 3/15/42 3,915 3,974
Georgia Power Co. 4.300% 3/15/43 1,270 1,284
Iberdrola International BV 6.750% 7/15/36 1,565 1,997
Indiana Michigan Power Co. 6.050% 3/15/37 1,040 1,282
Indiana Michigan Power Co. 4.550% 3/15/46 1,573 1,660
Indiana Michigan Power Co. 3.750% 7/1/47 1,225 1,158
Interstate Power & Light Co. 6.250% 7/15/39 1,385 1,782
Interstate Power & Light Co. 3.700% 9/15/46 650 615
ITC Holdings Corp. 5.300% 7/1/43 1,290 1,497
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,592 2,747
Kansas City Power & Light Co. 6.050% 11/15/35 680 844
Kansas City Power & Light Co. 5.300% 10/1/41 1,275 1,454
Kansas City Power & Light Co. 4.200% 6/15/47 500 495
Kansas City Power & Light Co. 4.200% 3/15/48 750 758
Kentucky Utilities Co. 5.125% 11/1/40 1,665 1,954
MidAmerican Energy Co. 6.750% 12/30/31 1,365 1,768
MidAmerican Energy Co. 5.750% 11/1/35 1,050 1,279
MidAmerican Energy Co. 5.800% 10/15/36 1,455 1,796
MidAmerican Energy Co. 4.800% 9/15/43 1,215 1,372
MidAmerican Energy Co. 4.400% 10/15/44 920 981
MidAmerican Energy Co. 4.250% 5/1/46 1,569 1,651
MidAmerican Energy Co. 3.950% 8/1/47 1,625 1,636
MidAmerican Energy Co. 3.650% 8/1/48 1,300 1,248

 

 

Mississippi Power Co. 4.250% 3/15/42 1,575 1,522
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 1,000 1,411
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 2,724 2,781
Nevada Power Co. 6.650% 4/1/36 775 1,033
Nevada Power Co. 6.750% 7/1/37 1,270 1,711
Northern States Power Co. 6.250% 6/1/36 1,175 1,534
Northern States Power Co. 6.200% 7/1/37 1,200 1,557
Northern States Power Co. 5.350% 11/1/39 1,050 1,257
Northern States Power Co. 3.400% 8/15/42 1,700 1,571
Northern States Power Co. 4.125% 5/15/44 1,450 1,498
Northern States Power Co. 4.000% 8/15/45 1,000 1,020
Northern States Power Co. 3.600% 5/15/46 1,325 1,268
NorthWestern Corp. 4.176% 11/15/44 1,380 1,404
NSTAR Electric Co. 5.500% 3/15/40 1,705 2,051
NSTAR Electric Co. 4.400% 3/1/44 610 649
Oglethorpe Power Corp. 5.950% 11/1/39 1,165 1,423
Oglethorpe Power Corp. 5.375% 11/1/40 2,380 2,719
Oglethorpe Power Corp. 5.250% 9/1/50 440 480
Ohio Edison Co. 6.875% 7/15/36 1,210 1,602
Ohio Power Co. 4.150% 4/1/48 1,000 1,016
Oklahoma Gas & Electric Co. 4.150% 4/1/47 1,025 1,062
Oklahoma Gas & Electric Co. 3.850% 8/15/47 1,075 1,049
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,670 2,222
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 1,140 1,561
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,023 1,477
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,440 1,715
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 1,405 1,529
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 1,665 2,006
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 1,870 1,811
4 Oncor Electric Delivery Co. LLC 3.800% 9/30/47 1,080 1,056
Pacific Gas & Electric Co. 6.050% 3/1/34 10,055 11,939
Pacific Gas & Electric Co. 5.800% 3/1/37 3,293 3,869
Pacific Gas & Electric Co. 6.350% 2/15/38 1,370 1,699
Pacific Gas & Electric Co. 6.250% 3/1/39 1,930 2,364
Pacific Gas & Electric Co. 5.400% 1/15/40 2,869 3,174
Pacific Gas & Electric Co. 4.450% 4/15/42 1,650 1,652
Pacific Gas & Electric Co. 4.600% 6/15/43 1,245 1,267
Pacific Gas & Electric Co. 5.125% 11/15/43 1,730 1,864
Pacific Gas & Electric Co. 4.750% 2/15/44 2,284 2,366
Pacific Gas & Electric Co. 4.300% 3/15/45 2,330 2,258
Pacific Gas & Electric Co. 4.250% 3/15/46 1,438 1,378
Pacific Gas & Electric Co. 4.000% 12/1/46 2,450 2,285
4 Pacific Gas & Electric Co. 3.950% 12/1/47 2,950 2,724
PacifiCorp 7.700% 11/15/31 1,320 1,839
PacifiCorp 5.250% 6/15/35 1,385 1,609
PacifiCorp 6.100% 8/1/36 1,170 1,479
PacifiCorp 5.750% 4/1/37 2,305 2,821
PacifiCorp 6.250% 10/15/37 2,074 2,689
PacifiCorp 6.350% 7/15/38 1,190 1,574
PacifiCorp 6.000% 1/15/39 2,325 2,981
PacifiCorp 4.100% 2/1/42 1,060 1,084
PECO Energy Co. 5.950% 10/1/36 1,140 1,414
Potomac Electric Power Co. 6.500% 11/15/37 1,945 2,584
Potomac Electric Power Co. 4.150% 3/15/43 2,190 2,245
PPL Capital Funding Inc. 4.700% 6/1/43 1,271 1,337

 

 

PPL Capital Funding Inc. 5.000% 3/15/44 1,410 1,537
PPL Capital Funding Inc. 4.000% 9/15/47 1,100 1,059
PPL Electric Utilities Corp. 6.250% 5/15/39 1,665 2,176
PPL Electric Utilities Corp. 4.750% 7/15/43 75 83
PPL Electric Utilities Corp. 4.125% 6/15/44 1,020 1,047
PPL Electric Utilities Corp. 4.150% 10/1/45 1,200 1,232
PPL Electric Utilities Corp. 3.950% 6/1/47 3,050 3,055
Progress Energy Inc. 7.750% 3/1/31 2,055 2,795
Progress Energy Inc. 7.000% 10/30/31 1,350 1,762
Progress Energy Inc. 6.000% 12/1/39 2,050 2,555
PSEG Power LLC 8.625% 4/15/31 1,860 2,448
Public Service Co. of Colorado 6.500% 8/1/38 400 536
Public Service Co. of Colorado 3.600% 9/15/42 1,765 1,696
Public Service Co. of Colorado 4.300% 3/15/44 1,875 1,981
Public Service Co. of Colorado 3.800% 6/15/47 1,900 1,867
Public Service Electric & Gas Co. 5.800% 5/1/37 1,510 1,873
Public Service Electric & Gas Co. 3.950% 5/1/42 2,195 2,195
Public Service Electric & Gas Co. 3.650% 9/1/42 2,095 2,016
Public Service Electric & Gas Co. 3.800% 3/1/46 2,072 2,051
Public Service Electric & Gas Co. 3.600% 12/1/47 1,225 1,156
Puget Sound Energy Inc. 6.274% 3/15/37 1,370 1,776
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,750
Puget Sound Energy Inc. 5.795% 3/15/40 720 904
Puget Sound Energy Inc. 5.638% 4/15/41 915 1,150
Puget Sound Energy Inc. 4.300% 5/20/45 2,160 2,304
San Diego Gas & Electric Co. 6.000% 6/1/39 485 623
San Diego Gas & Electric Co. 4.500% 8/15/40 1,660 1,818
San Diego Gas & Electric Co. 3.750% 6/1/47 2,085 2,042
South Carolina Electric & Gas Co. 6.625% 2/1/32 1,050 1,291
South Carolina Electric & Gas Co. 5.300% 5/15/33 1,025 1,124
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,775 2,110
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,165 1,315
South Carolina Electric & Gas Co. 4.350% 2/1/42 1,700 1,680
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,330 1,352
South Carolina Electric & Gas Co. 4.100% 6/15/46 1,455 1,392
South Carolina Electric & Gas Co. 4.500% 6/1/64 1,300 1,249
South Carolina Electric & Gas Co. 5.100% 6/1/65 1,665 1,768
Southern California Edison Co. 6.650% 4/1/29 1,375 1,688
Southern California Edison Co. 6.000% 1/15/34 1,185 1,459
Southern California Edison Co. 5.750% 4/1/35 1,250 1,521
Southern California Edison Co. 5.350% 7/15/35 1,595 1,860
Southern California Edison Co. 5.550% 1/15/36 300 352
Southern California Edison Co. 5.625% 2/1/36 1,585 1,895
Southern California Edison Co. 5.550% 1/15/37 690 822
Southern California Edison Co. 5.950% 2/1/38 2,090 2,628
Southern California Edison Co. 6.050% 3/15/39 1,475 1,877
Southern California Edison Co. 5.500% 3/15/40 330 396
Southern California Edison Co. 4.500% 9/1/40 1,755 1,863
Southern California Edison Co. 4.050% 3/15/42 2,295 2,299
Southern California Edison Co. 3.900% 3/15/43 1,825 1,802
Southern California Edison Co. 4.650% 10/1/43 1,840 2,002
Southern California Edison Co. 3.600% 2/1/45 1,815 1,693
Southern California Edison Co. 4.000% 4/1/47 3,475 3,481
Southern California Edison Co. 4.125% 3/1/48 2,000 2,038
Southern Co. 4.250% 7/1/36 3,250 3,302
Southern Co. 4.400% 7/1/46 3,476 3,468
Southern Power Co. 5.150% 9/15/41 1,995 2,134

 

 

Southern Power Co. 5.250% 7/15/43 1,055 1,142
Southern Power Co. 4.950% 12/15/46 1,400 1,448
Southwestern Electric Power Co. 6.200% 3/15/40 1,085 1,374
Southwestern Electric Power Co. 3.900% 4/1/45 1,610 1,543
Southwestern Electric Power Co. 3.850% 2/1/48 1,575 1,504
Southwestern Public Service Co. 4.500% 8/15/41 1,580 1,702
Southwestern Public Service Co. 3.400% 8/15/46 1,400 1,274
Southwestern Public Service Co. 3.700% 8/15/47 2,475 2,360
Tampa Electric Co. 6.150% 5/15/37 1,025 1,283
Tampa Electric Co. 4.100% 6/15/42 1,025 1,014
Tampa Electric Co. 4.350% 5/15/44 485 499
Toledo Edison Co. 6.150% 5/15/37 1,035 1,263
TransAlta Corp. 6.500% 3/15/40 1,040 1,031
Union Electric Co. 5.300% 8/1/37 1,040 1,204
Union Electric Co. 8.450% 3/15/39 1,140 1,781
Union Electric Co. 3.900% 9/15/42 1,650 1,637
Union Electric Co. 3.650% 4/15/45 1,035 994
Virginia Electric & Power Co. 3.800% 4/1/28 2,500 2,522
Virginia Electric & Power Co. 6.000% 1/15/36 1,635 2,022
Virginia Electric & Power Co. 6.000% 5/15/37 2,155 2,681
Virginia Electric & Power Co. 6.350% 11/30/37 1,925 2,497
Virginia Electric & Power Co. 8.875% 11/15/38 1,850 3,017
Virginia Electric & Power Co. 4.000% 1/15/43 1,725 1,712
Virginia Electric & Power Co. 4.650% 8/15/43 1,310 1,423
Virginia Electric & Power Co. 4.450% 2/15/44 2,035 2,148
Virginia Electric & Power Co. 4.200% 5/15/45 1,823 1,856
Virginia Electric & Power Co. 4.000% 11/15/46 1,525 1,502
Virginia Electric & Power Co. 3.800% 9/15/47 1,975 1,904
Westar Energy Inc. 4.125% 3/1/42 2,355 2,433
Westar Energy Inc. 4.100% 4/1/43 1,565 1,607
Westar Energy Inc. 4.250% 12/1/45 575 605
Wisconsin Electric Power Co. 5.625% 5/15/33 620 734
Wisconsin Electric Power Co. 5.700% 12/1/36 750 908
Wisconsin Power & Light Co. 6.375% 8/15/37 890 1,169
Wisconsin Public Service Corp. 3.671% 12/1/42 1,030 966
Wisconsin Public Service Corp. 4.752% 11/1/44 2,280 2,561
Xcel Energy Inc. 6.500% 7/1/36 1,200 1,557
 
Natural Gas (0.5%)        
Atmos Energy Corp. 5.500% 6/15/41 1,425 1,725
Atmos Energy Corp. 4.150% 1/15/43 1,680 1,701
Atmos Energy Corp. 4.125% 10/15/44 2,480 2,551
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,025 1,263
CenterPoint Energy Resources Corp. 4.100% 9/1/47 750 730
KeySpan Corp. 5.803% 4/1/35 1,000 1,186
NiSource Finance Corp. 5.950% 6/15/41 1,375 1,649
Nisource Finance Corp. 5.250% 2/15/43 2,650 2,950
NiSource Finance Corp. 4.800% 2/15/44 1,935 2,051
NiSource Finance Corp. 5.650% 2/1/45 750 880
NiSource Finance Corp. 4.375% 5/15/47 4,780 4,792
NiSource Finance Corp. 3.950% 3/30/48 852 798
ONE Gas Inc. 4.658% 2/1/44 2,000 2,218
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 850 936
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 1,250 1,172
Sempra Energy 3.800% 2/1/38 3,375 3,175
Sempra Energy 6.000% 10/15/39 3,286 4,029
Sempra Energy 4.000% 2/1/48 3,304 3,083

 

 

Southern California Gas Co. 3.750% 9/15/42 1,250 1,221
Southern Co. Gas Capital Corp. 6.000% 10/1/34 850 986
Southern Co. Gas Capital Corp. 5.875% 3/15/41 2,720 3,234
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,350 1,348
Southern Co. Gas Capital Corp. 3.950% 10/1/46 975 922
Southern Co. Gas Capital Corp. 4.400% 5/30/47 1,525 1,538
Southwest Gas Corp. 3.700% 4/1/28 1,000 1,006
Southwest Gas Corp. 3.800% 9/29/46 1,000 958
Washington Gas Light Co. 3.796% 9/15/46 1,500 1,456
 
Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 2,628 3,547
American Water Capital Corp. 4.300% 12/1/42 1,300 1,365
American Water Capital Corp. 4.300% 9/1/45 1,125 1,181
American Water Capital Corp. 4.000% 12/1/46 425 417
American Water Capital Corp. 3.750% 9/1/47 3,076 2,983
United Utilities plc 6.875% 8/15/28 1,345 1,593
Veolia Environnement SA 6.750% 6/1/38 1,358 1,732
        649,601
Total Corporate Bonds (Cost $5,159,361)       5,327,974
Sovereign Bonds (4.4%)        
Asian Development Bank 5.820% 6/16/28 3,980 4,853
CNOOC Finance 2013 Ltd. 4.250% 5/9/43 4,975 4,829
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 500 481
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 3,495 3,720
Ecopetrol SA 7.375% 9/18/43 2,650 3,094
Ecopetrol SA 5.875% 5/28/45 5,890 5,802
European Investment Bank 4.875% 2/15/36 5,599 6,977
Hydro-Quebec 8.500% 12/1/29 1,521 2,176
4 Indonesia Government International Bond 4.750% 7/18/47 285 283
Inter-American Development Bank 3.875% 10/28/41 1,330 1,467
Inter-American Development Bank 3.200% 8/7/42 1,605 1,593
Inter-American Development Bank 4.375% 1/24/44 1,428 1,706
International Bank for Reconstruction &        
Development 4.750% 2/15/35 2,125 2,642
5 KFW 2.875% 4/3/28 11,200 11,085
5 KFW 0.000% 4/18/36 7,055 4,018
5 KFW 0.000% 6/29/37 3,365 1,812
Korea Electric Power Corp. 7.000% 2/1/27 750 932
Nexen Energy ULC 7.875% 3/15/32 1,800 2,467
Nexen Energy ULC 5.875% 3/10/35 1,930 2,259
Nexen Energy ULC 6.400% 5/15/37 1,405 1,727
Nexen Energy ULC 7.500% 7/30/39 2,250 3,148
3 Oriental Republic of Uruguay 7.625% 3/21/36 3,393 4,593
3 Oriental Republic of Uruguay 4.125% 11/20/45 3,000 2,809
3 Oriental Republic of Uruguay 5.100% 6/18/50 13,500 13,939
Petroleos Mexicanos 6.625% 6/15/35 8,957 9,207
Petroleos Mexicanos 6.625% 6/15/38 2,575 2,641
Petroleos Mexicanos 6.500% 6/2/41 9,175 9,114
Petroleos Mexicanos 5.500% 6/27/44 9,115 8,104
Petroleos Mexicanos 6.375% 1/23/45 12,100 11,737
Petroleos Mexicanos 5.625% 1/23/46 10,550 9,387
Petroleos Mexicanos 6.750% 9/21/47 21,667 21,903
6 Power Sector Assets & Liabilities        
Management Corp. 9.625% 5/15/28 550 800
Province of British Columbia 7.250% 9/1/36 1,500 2,276

 

 

Province of Quebec 7.500% 9/15/29 7,765 10,716
Republic of Chile 3.625% 10/30/42 500 477
Republic of Chile 3.860% 6/21/47 6,400 6,230
Republic of Colombia 10.375% 1/28/33 1,025 1,624
Republic of Colombia 7.375% 9/18/37 5,597 7,178
Republic of Colombia 6.125% 1/18/41 3,525 4,069
3 Republic of Colombia 5.625% 2/26/44 9,220 10,107
3 Republic of Colombia 5.000% 6/15/45 18,375 18,605
Republic of Hungary 7.625% 3/29/41 6,178 8,932
Republic of Indonesia 4.350% 1/11/48 5,850 5,579
Republic of Italy 5.375% 6/15/33 4,500 5,180
Republic of Korea 4.125% 6/10/44 2,150 2,342
Republic of Panama 9.375% 4/1/29 2,860 4,183
3 Republic of Panama 6.700% 1/26/36 8,236 10,464
3 Republic of Panama 4.500% 5/15/47 2,800 2,842
3 Republic of Panama 4.300% 4/29/53 3,050 2,999
Republic of Peru 8.750% 11/21/33 7,800 11,693
3 Republic of Peru 6.550% 3/14/37 4,000 5,130
Republic of Peru 5.625% 11/18/50 7,840 9,394
Republic of the Philippines 9.500% 2/2/30 6,867 10,446
Republic of the Philippines 7.750% 1/14/31 8,325 11,416
Republic of the Philippines 6.375% 1/15/32 1,575 1,967
Republic of the Philippines 6.375% 10/23/34 9,650 12,364
Republic of the Philippines 5.000% 1/13/37 4,625 5,226
Republic of the Philippines 3.950% 1/20/40 10,677 10,690
Republic of the Philippines 3.700% 3/1/41 1,587 1,530
Republic of the Philippines 3.700% 2/2/42 5,090 4,899
State of Israel 4.500% 1/30/43 6,075 6,198
State of Israel 4.125% 1/17/48 3,425 3,305
Statoil ASA 6.800% 1/15/28 435 534
Statoil ASA 5.100% 8/17/40 3,109 3,639
Statoil ASA 4.250% 11/23/41 2,525 2,643
Statoil ASA 3.950% 5/15/43 1,990 2,004
Statoil ASA 4.800% 11/8/43 2,590 2,940
United Mexican States 7.500% 4/8/33 4,010 5,257
United Mexican States 6.750% 9/27/34 5,372 6,594
United Mexican States 6.050% 1/11/40 19,841 22,421
United Mexican States 4.750% 3/8/44 29,956 29,132
United Mexican States 4.600% 1/23/46 8,251 7,835
United Mexican States 4.350% 1/15/47 7,450 6,837
United Mexican States 5.750% 10/12/10 8,550 8,647
Total Sovereign Bonds (Cost $454,841)       457,849
Taxable Municipal Bonds (3.9%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,125 1,654
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 680 925
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 645 991
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 550 728
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,000 2,531
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 450 585
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 175 260

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,495 4,206
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,526
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,250 5,970
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,805 4,185
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,665 2,490
California GO 7.700% 11/1/30 1,260 1,426
California GO 7.500% 4/1/34 6,830 9,852
California GO 7.950% 3/1/36 1,450 1,588
California GO 7.550% 4/1/39 10,495 15,980
California GO 7.300% 10/1/39 5,405 7,882
California GO 7.350% 11/1/39 3,925 5,738
California GO 7.625% 3/1/40 4,165 6,343
California GO 7.600% 11/1/40 7,150 11,061
California State University Systemwide        
Revenue 3.899% 11/1/47 1,000 1,017
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 800 989
Chicago IL GO 7.045% 1/1/29 800 863
Chicago IL GO 7.375% 1/1/33 2,000 2,217
Chicago IL GO 7.781% 1/1/35 675 779
Chicago IL GO 5.432% 1/1/42 900 823
Chicago IL GO 6.314% 1/1/44 1,050 1,056
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 1,655 2,090
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,275 1,729
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,450 1,837
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 5,150 6,795
Chicago IL Water Revenue 6.742% 11/1/40 1,200 1,549
Clark County NV Airport System Revenue 6.881% 7/1/42 1,150 1,217
Clark County NV Airport System Revenue 6.820% 7/1/45 1,550 2,296
Commonwealth Financing Authority        
Pennsylvania Revenue 4.014% 6/1/33 1,300 1,330
Commonwealth Financing Authority        
Pennsylvania Revenue 3.864% 6/1/38 1,000 1,005
Connecticut GO 5.632% 12/1/29 1,500 1,700
Connecticut GO 5.090% 10/1/30 750 812
Connecticut GO 5.850% 3/15/32 2,550 3,015
Cook County IL GO 6.229% 11/15/34 1,050 1,307
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,060
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,545 2,062
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,665 1,995
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,665 2,220
Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,639
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 810
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 1,275 1,436
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,575 2,047

 

 

George Washington University 4.126% 9/15/48 3,000 2,993
George Washington University District of        
Columbia GO 4.300% 9/15/44 1,825 1,908
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 4,755 5,907
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 3,169 3,901
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 1,019
Grand Parkway Transportation Corp. Texas        
System Toll Revenue 5.184% 10/1/42 1,000 1,206
Houston TX GO 6.290% 3/1/32 1,235 1,442
Houston TX GO 3.961% 3/1/47 950 967
Illinois GO 5.100% 6/1/33 26,940 25,252
Illinois GO 6.630% 2/1/35 1,770 1,841
Illinois GO 6.725% 4/1/35 1,600 1,677
Illinois GO 7.350% 7/1/35 1,055 1,151
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,670 2,122
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 1,525 1,594
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 1,050 1,145
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 1,225 1,350
Los Angeles CA Community College District        
GO 6.750% 8/1/49 2,425 3,592
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 1,025 1,312
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 672
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,575 2,282
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,775 2,640
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,640 1,954
Los Angeles CA Unified School District GO 5.750% 7/1/34 4,345 5,381
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,810 3,759
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 1,800 2,213
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 1,049
Louisville & Jefferson County KY Metropolitan        
Sewer District Sewer & Drainage System        
Revenue 6.250% 5/15/43 895 1,201
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,099
Massachusetts GO 4.500% 8/1/31 1,500 1,649
Massachusetts GO 5.456% 12/1/39 3,135 3,864
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,530 1,888
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,515 1,925
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,362
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,355 2,007

 

 

Mississippi GO 5.245% 11/1/34 1,100 1,300
Missouri Health & Educational Facilities        
Authority Revenue (Washington University) 3.652% 8/15/57 1,400 1,354
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 705
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 5,750 7,110
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 1,900 2,128
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 1,660 1,735
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 1,675 2,130
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,564 6,722
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 5,985 8,567
New York City NY GO 5.206% 10/1/31 1,070 1,236
New York City NY GO 6.646% 12/1/31 400 438
New York City NY GO 6.246% 6/1/35 1,075 1,150
New York City NY GO 5.517% 10/1/37 1,175 1,447
New York City NY GO 6.271% 12/1/37 1,520 2,032
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 975 1,275
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 532
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 1,030 1,343
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,066
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,500 2,008
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,970 2,473
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 1,170 1,557
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.267% 5/1/27 250 286
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 1,575 1,915
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 1,715 2,128
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,425
New York Metropolitan Transportation        
Authority Revenue 6.814% 11/15/40 540 738
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,400 5,125
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 866
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 1,845 2,499
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.427% 3/15/39 500 591
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 1,830 2,215
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.600% 3/15/40 995 1,227

 

 

New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,625 1,944
New York University Hospitals Center        
Revenue 5.750% 7/1/43 925 1,155
North Carolina Turnpike Authority Revenue 6.700% 1/1/39 170 175
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 2,835 4,159
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 2,175 2,549
Ohio State University General Receipts        
Revenue 3.798% 12/1/46 1,400 1,404
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,682 1,838
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,248
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,405 1,752
8 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,689
7 Oregon School Boards Association GO 5.550% 6/30/28 875 993
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,110 1,400
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 1,260 1,568
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,695 2,155
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,625 2,066
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 2,375 2,835
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 1,200 1,322
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 3,520 4,112
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 6,575 7,195
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 1,500 1,767
Port of Seattle WA Revenue 7.000% 5/1/36 100 105
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 2,150 2,545
President & Fellows of Harvard College        
Massachusetts GO 3.150% 7/15/46 1,700 1,559
Princeton University New Jersey GO 5.700% 3/1/39 2,150 2,791
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,110 1,452
Rutgers State University New Jersey Revenue 5.665% 5/1/40 1,185 1,421
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 2,200 2,104
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 1,050 1,033
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,206
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 600 781
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,450 1,862
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,194

 

 

San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,365 1,800
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 2,000 2,734
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 1,440 2,096
San Jose California Redevelopment Agency        
Successor Agency Tax Allocation 3.375% 8/1/34 1,350 1,307
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,500 1,799
South Carolina Public Service Authority        
Revenue 5.784% 12/1/41 250 303
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 1,300 1,751
Texas GO 5.517% 4/1/39 3,290 4,216
Texas Transportation Commission Revenue 5.178% 4/1/30 3,900 4,565
Texas Transportation Commission Revenue 4.631% 4/1/33 1,460 1,639
Texas Transportation Commission Revenue 4.681% 4/1/40 950 1,097
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,350 1,854
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,469
University of California Revenue 4.601% 5/15/31 1,000 1,104
University of California Revenue 6.270% 5/15/31 500 521
University of California Revenue 5.770% 5/15/43 2,900 3,700
University of California Revenue 4.131% 5/15/45 1,500 1,561
University of California Revenue 5.946% 5/15/45 1,275 1,624
University of California Revenue 4.858% 5/15/12 3,050 3,307
University of California Revenue 4.767% 5/15/15 1,450 1,530
University of Southern California GO 5.250% 10/1/11 1,000 1,185
University of Texas Permanent University        
Fund Revenue 3.376% 7/1/47 1,200 1,142
University of Texas Revenue 3.354% 8/15/47 1,000 954
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 900 947
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 550 657
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,075 1,238
University of Virginia Revenue 4.179% 9/1/17 600 601
Washington GO 5.140% 8/1/40 1,110 1,330
Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 1,650 1,688
Total Taxable Municipal Bonds (Cost $354,175)       408,361
      Shares  
Temporary Cash Investment (0.6%)        
Money Market Fund (0.6%)        
9 Vanguard Market Liquidity Fund        
(Cost $60,412) 1.775%   604,182 60,418
Total Investments (100.3%) (Cost $10,175,588)       10,452,327
Other Assets and Liabilities-Net (-0.3%)       (29,147)
Net Assets (100%)       10,423,180

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

 

2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
4 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2018, the aggregate
value of these securities was $133,374,000, representing 1.3% 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.

Derivative Financial Instruments Outstanding as of Period End        
 
Futures Contracts        
        ($000)
        Value and
    Number of   Unrealized
    Long (Short) Notional Appreciation
  Expiration Contracts Amount  (Depreciation)
Short Futures Contracts        
Ultra Long U.S. Treasury Bond June 2018 (211) (33,859) (57)
30-Year U.S. Treasury Bond June 2018 (142) (20,821) (27)
        (84)

 

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.

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 4,197,725 —
Corporate Bonds — 5,327,974 —
Sovereign Bonds — 457,849 —
Taxable Municipal Bonds — 408,361 —
Temporary Cash Investments 60,418 — —
Futures Contracts—Liabilities1 (84) — —
Total 60,334 10,391,909 —
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 March 31, 2018, the cost of investment securities for tax purposes was $10,175,588,000. Net unrealized appreciation of investment securities for tax purposes was $276,739,000, consisting of unrealized gains of $423,766,000 on securities that had risen in value since their purchase and $147,027,000 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 March 31, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (64.0%)        
U.S. Government Securities (40.6%)        
United States Treasury Note/Bond 0.875% 4/15/19 122,930 121,317
United States Treasury Note/Bond 1.250% 4/30/19 167,302 165,681
United States Treasury Note/Bond 1.625% 4/30/19 375,075 372,907
United States Treasury Note/Bond 0.875% 5/15/19 517,645 510,201
United States Treasury Note/Bond 3.125% 5/15/19 619,884 626,182
United States Treasury Note/Bond 1.125% 5/31/19 179,315 177,129
United States Treasury Note/Bond 1.250% 5/31/19 130,055 128,674
United States Treasury Note/Bond 1.500% 5/31/19 250,930 248,970
United States Treasury Note/Bond 0.875% 6/15/19 202,325 199,195
United States Treasury Note/Bond 1.000% 6/30/19 33,462 32,965
United States Treasury Note/Bond 1.250% 6/30/19 303,895 300,382
United States Treasury Note/Bond 1.625% 6/30/19 348,770 346,370
United States Treasury Note/Bond 0.750% 7/15/19 401,795 394,450
United States Treasury Note/Bond 0.875% 7/31/19 128,706 126,494
United States Treasury Note/Bond 1.375% 7/31/19 173,140 171,274
United States Treasury Note/Bond 1.625% 7/31/19 275,496 273,430
United States Treasury Note/Bond 0.750% 8/15/19 249,493 244,620
United States Treasury Note/Bond 3.625% 8/15/19 766,942 781,322
United States Treasury Note/Bond 8.125% 8/15/19 6,636 7,168
United States Treasury Note/Bond 1.250% 8/31/19 76,119 75,096
United States Treasury Note/Bond 1.625% 8/31/19 364,194 361,178
United States Treasury Note/Bond 0.875% 9/15/19 472,565 463,407
United States Treasury Note/Bond 1.000% 9/30/19 58,600 57,556
United States Treasury Note/Bond 1.375% 9/30/19 216,875 214,097
United States Treasury Note/Bond 1.750% 9/30/19 404,421 401,578
United States Treasury Note/Bond 1.000% 10/15/19 430,675 422,733
United States Treasury Note/Bond 1.250% 10/31/19 40,600 39,978
United States Treasury Note/Bond 1.500% 10/31/19 741,575 733,002
United States Treasury Note/Bond 1.000% 11/15/19 536,465 525,902
United States Treasury Note/Bond 3.375% 11/15/19 569,133 579,269
United States Treasury Note/Bond 1.000% 11/30/19 147,175 144,186
United States Treasury Note/Bond 1.500% 11/30/19 503,150 497,017
United States Treasury Note/Bond 1.750% 11/30/19 318,945 316,355
United States Treasury Note/Bond 1.375% 12/15/19 292,585 288,243
United States Treasury Note/Bond 1.125% 12/31/19 95,000 93,174
United States Treasury Note/Bond 1.625% 12/31/19 39,053 38,632
United States Treasury Note/Bond 1.875% 12/31/19 455,622 452,633
United States Treasury Note/Bond 1.375% 1/15/20 112,100 110,366
United States Treasury Note/Bond 1.250% 1/31/20 553,500 543,382
United States Treasury Note/Bond 1.375% 1/31/20 145,023 142,735
United States Treasury Note/Bond 2.000% 1/31/20 88,320 87,906
United States Treasury Note/Bond 1.375% 2/15/20 858,024 843,815
United States Treasury Note/Bond 3.625% 2/15/20 477,635 489,351
United States Treasury Note/Bond 8.500% 2/15/20 15,275 17,039
United States Treasury Note/Bond 1.250% 2/29/20 77,506 76,016
United States Treasury Note/Bond 1.375% 2/29/20 196,685 193,365
United States Treasury Note/Bond 2.250% 2/29/20 209,139 209,041
United States Treasury Note/Bond 1.625% 3/15/20 796,130 786,051
United States Treasury Note/Bond 1.125% 3/31/20 20,300 19,837

 

 

United States Treasury Note/Bond 1.375% 3/31/20 175,643 172,487
United States Treasury Note/Bond 2.250% 3/31/20 277,695 277,609
United States Treasury Note/Bond 1.500% 4/15/20 333,640 328,322
United States Treasury Note/Bond 1.125% 4/30/20 88,993 86,852
United States Treasury Note/Bond 1.375% 4/30/20 249,230 244,517
United States Treasury Note/Bond 1.500% 5/15/20 468,788 460,950
United States Treasury Note/Bond 3.500% 5/15/20 501,005 513,059
United States Treasury Note/Bond 8.750% 5/15/20 70 79
United States Treasury Note/Bond 1.375% 5/31/20 312,855 306,598
United States Treasury Note/Bond 1.500% 5/31/20 138,577 136,174
United States Treasury Note/Bond 1.500% 6/15/20 382,922 376,160
United States Treasury Note/Bond 1.625% 6/30/20 88,735 87,376
United States Treasury Note/Bond 1.875% 6/30/20 320,460 317,204
United States Treasury Note/Bond 1.500% 7/15/20 377,857 370,833
United States Treasury Note/Bond 1.625% 7/31/20 330,340 325,074
United States Treasury Note/Bond 2.000% 7/31/20 105,803 105,026
United States Treasury Note/Bond 1.500% 8/15/20 618,794 607,000
United States Treasury Note/Bond 2.625% 8/15/20 282,500 284,220
United States Treasury Note/Bond 8.750% 8/15/20 192,190 220,478
United States Treasury Note/Bond 1.375% 8/31/20 357,825 349,606
United States Treasury Note/Bond 2.125% 8/31/20 175,666 174,733
United States Treasury Note/Bond 1.375% 9/30/20 222,650 217,326
United States Treasury Note/Bond 2.000% 9/30/20 50,741 50,313
United States Treasury Note/Bond 1.625% 10/15/20 400,557 393,299
United States Treasury Note/Bond 1.375% 10/31/20 207,217 202,101
United States Treasury Note/Bond 1.750% 10/31/20 235,567 231,923
United States Treasury Note/Bond 1.750% 11/15/20 720,670 709,521
United States Treasury Note/Bond 2.625% 11/15/20 853,684 859,020
United States Treasury Note/Bond 1.625% 11/30/20 404,003 396,238
United States Treasury Note/Bond 2.000% 11/30/20 336,980 333,769
United States Treasury Note/Bond 1.875% 12/15/20 97,985 96,714
United States Treasury Note/Bond 1.750% 12/31/20 283,948 279,246
United States Treasury Note/Bond 2.375% 12/31/20 302,770 302,770
United States Treasury Note/Bond 2.000% 1/15/21 555,183 549,542
United States Treasury Note/Bond 1.375% 1/31/21 431,527 419,591
United States Treasury Note/Bond 2.125% 1/31/21 114,586 113,745
United States Treasury Note/Bond 2.250% 2/15/21 482,194 480,236
United States Treasury Note/Bond 3.625% 2/15/21 336,211 347,716
United States Treasury Note/Bond 7.875% 2/15/21 209,734 241,817
United States Treasury Note/Bond 1.125% 2/28/21 148,979 143,649
United States Treasury Note/Bond 2.000% 2/28/21 420,083 415,357
United States Treasury Note/Bond 2.375% 3/15/21 492,508 492,277
United States Treasury Note/Bond 1.250% 3/31/21 709,298 685,693
United States Treasury Note/Bond 2.250% 3/31/21 344,235 342,676
United States Treasury Note/Bond 1.375% 4/30/21 167,710 162,548
United States Treasury Note/Bond 2.250% 4/30/21 369,725 367,936
United States Treasury Note/Bond 3.125% 5/15/21 391,810 399,952
United States Treasury Note/Bond 8.125% 5/15/21 110 129
United States Treasury Note/Bond 1.375% 5/31/21 437,925 423,828
United States Treasury Note/Bond 2.000% 5/31/21 265,320 261,797
United States Treasury Note/Bond 1.125% 6/30/21 477,116 457,659
United States Treasury Note/Bond 2.125% 6/30/21 344,450 341,005
United States Treasury Note/Bond 1.125% 7/31/21 371,910 356,219
United States Treasury Note/Bond 2.250% 7/31/21 249,925 248,323
United States Treasury Note/Bond 2.125% 8/15/21 113,948 112,684
United States Treasury Note/Bond 8.125% 8/15/21 35,690 42,242
United States Treasury Note/Bond 1.125% 8/31/21 215,566 206,169

 

 

United States Treasury Note/Bond 2.000% 8/31/21 359,915 354,459
United States Treasury Note/Bond 1.125% 9/30/21 564,411 539,012
United States Treasury Note/Bond 2.125% 9/30/21 365,066 360,901
United States Treasury Note/Bond 1.250% 10/31/21 514,864 493,384
United States Treasury Note/Bond 2.000% 10/31/21 278,940 274,407
United States Treasury Note/Bond 2.000% 11/15/21 335,482 329,976
United States Treasury Note/Bond 1.750% 11/30/21 132,807 129,404
United States Treasury Note/Bond 1.875% 11/30/21 238,710 233,711
United States Treasury Note/Bond 2.000% 12/31/21 12,380 12,160
United States Treasury Note/Bond 2.125% 12/31/21 253,010 249,769
United States Treasury Note/Bond 1.500% 1/31/22 228,760 220,397
United States Treasury Note/Bond 1.875% 1/31/22 391,022 382,103
United States Treasury Note/Bond 2.000% 2/15/22 43,916 43,134
United States Treasury Note/Bond 1.750% 2/28/22 781,447 759,715
United States Treasury Note/Bond 1.875% 2/28/22 531,386 518,930
United States Treasury Note/Bond 1.750% 3/31/22 215,000 208,885
United States Treasury Note/Bond 1.875% 3/31/22 495,100 483,109
United States Treasury Note/Bond 1.750% 4/30/22 191,175 185,530
United States Treasury Note/Bond 1.875% 4/30/22 400,080 390,014
United States Treasury Note/Bond 1.750% 5/31/22 450,110 436,467
United States Treasury Note/Bond 1.875% 5/31/22 229,640 223,862
United States Treasury Note/Bond 1.750% 6/30/22 343,114 332,392
United States Treasury Note/Bond 2.125% 6/30/22 227,735 224,071
United States Treasury Note/Bond 1.875% 7/31/22 530,907 516,472
United States Treasury Note/Bond 2.000% 7/31/22 227,600 222,693
United States Treasury Note/Bond 1.625% 8/15/22 31,980 30,786
United States Treasury Note/Bond 7.250% 8/15/22 3,014 3,605
United States Treasury Note/Bond 1.625% 8/31/22 445,550 428,566
United States Treasury Note/Bond 1.875% 8/31/22 430,913 419,063
United States Treasury Note/Bond 1.750% 9/30/22 303,815 293,561
United States Treasury Note/Bond 1.875% 9/30/22 499,170 484,974
United States Treasury Note/Bond 1.875% 10/31/22 354,240 343,999
United States Treasury Note/Bond 2.000% 10/31/22 445,976 435,384
United States Treasury Note/Bond 1.625% 11/15/22 135,125 129,678
United States Treasury Note/Bond 2.000% 11/30/22 693,075 676,289
United States Treasury Note/Bond 2.125% 12/31/22 867,125 850,190
United States Treasury Note/Bond 1.750% 1/31/23 277,602 267,278
United States Treasury Note/Bond 2.375% 1/31/23 472,400 468,342
United States Treasury Note/Bond 2.000% 2/15/23 92,696 90,291
United States Treasury Note/Bond 7.125% 2/15/23 163,535 197,545
United States Treasury Note/Bond 1.500% 2/28/23 235,893 224,245
United States Treasury Note/Bond 2.625% 2/28/23 331,636 332,518
United States Treasury Note/Bond 1.500% 3/31/23 448,350 425,722
United States Treasury Note/Bond 2.500% 3/31/23 600,000 597,936
United States Treasury Note/Bond 1.625% 4/30/23 108,332 103,373
United States Treasury Note/Bond 1.750% 5/15/23 846,053 811,949
United States Treasury Note/Bond 1.625% 5/31/23 367,450 350,283
United States Treasury Note/Bond 1.375% 6/30/23 275,345 258,954
United States Treasury Note/Bond 1.250% 7/31/23 270,465 252,336
United States Treasury Note/Bond 2.500% 8/15/23 466,785 464,376
United States Treasury Note/Bond 6.250% 8/15/23 208,228 246,263
United States Treasury Note/Bond 1.375% 8/31/23 299,160 280,603
United States Treasury Note/Bond 1.375% 9/30/23 327,230 306,523
United States Treasury Note/Bond 1.625% 10/31/23 217,345 206,206
United States Treasury Note/Bond 2.750% 11/15/23 409,962 412,651
United States Treasury Note/Bond 2.125% 11/30/23 379,325 369,307
United States Treasury Note/Bond 2.250% 12/31/23 171,275 167,743

 

 

United States Treasury Note/Bond 2.250% 1/31/24 184,225 180,310
United States Treasury Note/Bond 2.750% 2/15/24 407,379 409,799
United States Treasury Note/Bond 2.125% 2/29/24 632,624 614,537
United States Treasury Note/Bond 2.125% 3/31/24 293,850 285,126
United States Treasury Note/Bond 2.000% 4/30/24 313,082 301,438
United States Treasury Note/Bond 2.500% 5/15/24 657,918 651,957
United States Treasury Note/Bond 2.000% 5/31/24 390,993 376,209
United States Treasury Note/Bond 2.000% 6/30/24 319,533 307,250
United States Treasury Note/Bond 2.125% 7/31/24 274,425 265,720
United States Treasury Note/Bond 2.375% 8/15/24 465,390 457,320
United States Treasury Note/Bond 1.875% 8/31/24 302,793 288,646
United States Treasury Note/Bond 2.125% 9/30/24 515,058 498,077
United States Treasury Note/Bond 2.250% 10/31/24 282,595 275,177
United States Treasury Note/Bond 2.250% 11/15/24 616,889 600,406
United States Treasury Note/Bond 7.500% 11/15/24 1,325 1,714
United States Treasury Note/Bond 2.125% 11/30/24 610,580 589,686
United States Treasury Note/Bond 2.250% 12/31/24 506,270 492,505
United States Treasury Note/Bond 2.500% 1/31/25 261,980 258,828
United States Treasury Note/Bond 2.000% 2/15/25 364,279 348,283
United States Treasury Note/Bond 7.625% 2/15/25 2,112 2,768
United States Treasury Note/Bond 2.750% 2/28/25 316,330 317,466
United States Treasury Note/Bond 2.625% 3/31/25 300,000 298,593
United States Treasury Note/Bond 2.125% 5/15/25 976,902 940,111
United States Treasury Note/Bond 2.000% 8/15/25 657,770 626,420
United States Treasury Note/Bond 6.875% 8/15/25 17,689 22,631
United States Treasury Note/Bond 2.250% 11/15/25 750,907 726,382
United States Treasury Note/Bond 1.625% 2/15/26 694,677 640,513
United States Treasury Note/Bond 1.625% 5/15/26 716,160 658,308
United States Treasury Note/Bond 1.500% 8/15/26 607,414 551,131
United States Treasury Note/Bond 6.750% 8/15/26 32,360 42,144
United States Treasury Note/Bond 2.000% 11/15/26 487,821 459,849
United States Treasury Note/Bond 6.500% 11/15/26 50,779 65,513
United States Treasury Note/Bond 2.250% 2/15/27 711,270 683,260
United States Treasury Note/Bond 2.375% 5/15/27 488,959 474,139
United States Treasury Note/Bond 2.250% 8/15/27 523,319 501,570
United States Treasury Note/Bond 6.375% 8/15/27 33,585 43,692
United States Treasury Note/Bond 2.250% 11/15/27 838,084 802,205
United States Treasury Note/Bond 2.750% 2/15/28 691,954 691,739
United States Treasury Note/Bond 5.500% 8/15/28 39,225 48,878
United States Treasury Note/Bond 5.250% 11/15/28 3,485 4,278
United States Treasury Note/Bond 5.250% 2/15/29 53,395 65,784
United States Treasury Note/Bond 6.125% 8/15/29 75,455 100,013
United States Treasury Note/Bond 6.250% 5/15/30 101,178 137,159
United States Treasury Note/Bond 5.375% 2/15/31 265,115 339,183
United States Treasury Note/Bond 4.500% 2/15/36 243,906 300,958
United States Treasury Note/Bond 4.750% 2/15/37 49,775 63,618
United States Treasury Note/Bond 5.000% 5/15/37 59,400 78,185
United States Treasury Note/Bond 4.375% 2/15/38 88,118 108,261
United States Treasury Note/Bond 4.500% 5/15/38 59,113 73,864
United States Treasury Note/Bond 3.500% 2/15/39 259,906 285,044
United States Treasury Note/Bond 4.250% 5/15/39 109,385 132,868
United States Treasury Note/Bond 4.500% 8/15/39 85,222 106,914
United States Treasury Note/Bond 4.375% 11/15/39 184,026 227,473
United States Treasury Note/Bond 4.625% 2/15/40 236,037 301,499
United States Treasury Note/Bond 4.375% 5/15/40 216,060 267,409
United States Treasury Note/Bond 3.875% 8/15/40 162,672 187,963
United States Treasury Note/Bond 4.250% 11/15/40 329,132 401,028

 

 

United States Treasury Note/Bond 4.750% 2/15/41 208,930 272,294
United States Treasury Note/Bond 4.375% 5/15/41 183,108 227,455
United States Treasury Note/Bond 3.750% 8/15/41 143,510 163,175
United States Treasury Note/Bond 3.125% 11/15/41 122,460 126,210
United States Treasury Note/Bond 3.125% 2/15/42 165,627 170,725
United States Treasury Note/Bond 3.000% 5/15/42 173,799 175,266
United States Treasury Note/Bond 2.750% 8/15/42 601,824 580,104
United States Treasury Note/Bond 2.750% 11/15/42 653,739 629,426
United States Treasury Note/Bond 3.125% 2/15/43 226,938 233,285
United States Treasury Note/Bond 2.875% 5/15/43 430,940 423,735
United States Treasury Note/Bond 3.625% 8/15/43 306,900 342,721
United States Treasury Note/Bond 3.750% 11/15/43 268,181 305,643
United States Treasury Note/Bond 3.625% 2/15/44 412,962 461,551
United States Treasury Note/Bond 3.375% 5/15/44 269,981 289,638
United States Treasury Note/Bond 3.125% 8/15/44 320,450 329,163
United States Treasury Note/Bond 3.000% 11/15/44 356,027 357,586
United States Treasury Note/Bond 2.500% 2/15/45 420,489 382,906
United States Treasury Note/Bond 3.000% 5/15/45 559,279 561,465
United States Treasury Note/Bond 2.875% 8/15/45 391,828 383,807
United States Treasury Note/Bond 3.000% 11/15/45 176,185 176,763
United States Treasury Note/Bond 2.500% 2/15/46 429,975 390,336
United States Treasury Note/Bond 2.500% 5/15/46 779,992 707,476
United States Treasury Note/Bond 2.250% 8/15/46 399,311 342,972
United States Treasury Note/Bond 2.875% 11/15/46 660,620 646,166
United States Treasury Note/Bond 3.000% 2/15/47 107,835 108,122
United States Treasury Note/Bond 3.000% 5/15/47 192,429 192,879
United States Treasury Note/Bond 2.750% 8/15/47 389,636 371,432
United States Treasury Note/Bond 2.750% 11/15/47 509,044 485,180
United States Treasury Note/Bond 3.000% 2/15/48 573,825 575,529
        80,331,365
Agency Bonds and Notes (1.8%)        
1 AID-Iraq 2.149% 1/18/22 10,900 10,714
1 AID-Israel 5.500% 9/18/23 542 615
1 AID-Israel 5.500% 12/4/23 4,768 5,435
1 AID-Israel 5.500% 4/26/24 20,405 23,410
1 AID-Jordan 1.945% 6/23/19 7,750 7,702
1 AID-Jordan 2.503% 10/30/20 10,100 10,058
1 AID-Jordan 2.578% 6/30/22 3,400 3,367
1 AID-Jordan 3.000% 6/30/25 5,200 5,145
1 AID-Tunisia 2.452% 7/24/21 3,275 3,252
1 AID-Tunisia 1.416% 8/5/21 3,860 3,717
1 AID-Ukraine 1.844% 5/16/19 4,650 4,637
1 AID-Ukraine 1.847% 5/29/20 11,500 11,318
1 AID-Ukraine 1.471% 9/29/21 10,100 9,679
2 Federal Farm Credit Banks 5.150% 11/15/19 15,675 16,384
2 Federal Farm Credit Banks 2.375% 3/27/20 7,300 7,305
2 Federal Farm Credit Banks 1.680% 10/13/20 11,125 10,924
2 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,211
2 Federal Home Loan Banks 1.375% 5/28/19 19,800 19,613
2 Federal Home Loan Banks 1.125% 6/21/19 77,000 75,994
2 Federal Home Loan Banks 0.875% 8/5/19 53,850 52,879
2 Federal Home Loan Banks 1.000% 9/26/19 61,000 59,889
2 Federal Home Loan Banks 1.500% 10/21/19 85,425 84,419
2 Federal Home Loan Banks 1.375% 11/15/19 47,300 46,618
2 Federal Home Loan Banks 2.125% 2/11/20 56,525 56,308
2 Federal Home Loan Banks 1.875% 3/13/20 795 788
2 Federal Home Loan Banks 4.125% 3/13/20 8,100 8,374

 

 

2 Federal Home Loan Banks 2.375% 3/30/20 47,550 47,585
2 Federal Home Loan Banks 3.375% 6/12/20 25,725 26,271
2 Federal Home Loan Banks 1.375% 9/28/20 26,600 25,941
2 Federal Home Loan Banks 5.250% 12/11/20 6,850 7,350
2 Federal Home Loan Banks 1.375% 2/18/21 24,475 23,747
2 Federal Home Loan Banks 2.250% 6/11/21 30,750 30,523
2 Federal Home Loan Banks 5.625% 6/11/21 19,450 21,308
2 Federal Home Loan Banks 1.125% 7/14/21 56,550 54,111
2 Federal Home Loan Banks 1.875% 11/29/21 73,000 71,335
2 Federal Home Loan Banks 2.125% 3/10/23 26,920 26,246
2 Federal Home Loan Banks 2.875% 6/14/24 40,400 40,665
2 Federal Home Loan Banks 5.375% 8/15/24 24,600 28,334
2 Federal Home Loan Banks 2.875% 9/13/24 14,985 15,069
2 Federal Home Loan Banks 5.500% 7/15/36 19,780 26,286
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 60,000 59,345
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 62,007 61,684
3 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 52,884 51,975
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 21,826 21,542
3 Federal Home Loan Mortgage Corp. 1.375% 8/15/19 31,000 30,638
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 103,270 101,716
3 Federal Home Loan Mortgage Corp. 0.000% 11/29/19 150 144
3 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 91,400 90,098
3 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 22,187 21,754
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 43,383 42,515
3 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 14,000 13,737
3 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 48,739 48,065
3 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 62,000 61,869
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 25,000 23,881
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 199,749 198,341
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,606 4,874
3 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 90,204 125,066
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 8,604 11,708
3 Federal National Mortgage Assn. 1.750% 6/20/19 48,425 48,155
3 Federal National Mortgage Assn. 0.875% 8/2/19 116,360 114,275
3 Federal National Mortgage Assn. 1.000% 8/28/19 95,000 93,371
3 Federal National Mortgage Assn. 1.750% 9/12/19 67,575 67,091
3 Federal National Mortgage Assn. 0.000% 10/9/19 35,640 34,368
3 Federal National Mortgage Assn. 1.000% 10/24/19 52,500 51,478
3 Federal National Mortgage Assn. 1.750% 11/26/19 61,950 61,415
3 Federal National Mortgage Assn. 1.625% 1/21/20 30,800 30,426
3 Federal National Mortgage Assn. 1.500% 2/28/20 18,975 18,681
3 Federal National Mortgage Assn. 1.500% 6/22/20 52,600 51,608
3 Federal National Mortgage Assn. 1.500% 7/30/20 23,000 22,536
3 Federal National Mortgage Assn. 1.500% 11/30/20 28,711 28,033
3 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 39,413
3 Federal National Mortgage Assn. 1.375% 2/26/21 32,145 31,182
3 Federal National Mortgage Assn. 1.250% 8/17/21 30,300 29,061
3 Federal National Mortgage Assn. 1.375% 10/7/21 60,000 57,681
3 Federal National Mortgage Assn. 2.000% 1/5/22 103,000 100,903
3 Federal National Mortgage Assn. 1.875% 4/5/22 22,275 21,694
3 Federal National Mortgage Assn. 2.000% 10/5/22 18,525 18,044
3 Federal National Mortgage Assn. 2.375% 1/19/23 33,510 33,076
3 Federal National Mortgage Assn. 2.625% 9/6/24 118,690 117,482
3 Federal National Mortgage Assn. 2.125% 4/24/26 34,025 32,133
3 Federal National Mortgage Assn. 1.875% 9/24/26 43,000 39,606
3 Federal National Mortgage Assn. 6.250% 5/15/29 4,745 6,150
3 Federal National Mortgage Assn. 7.125% 1/15/30 26,389 36,860

 

 

3 Federal National Mortgage Assn. 7.250% 5/15/30 47,677 67,577
3 Federal National Mortgage Assn. 6.625% 11/15/30 24,700 33,724
3 Federal National Mortgage Assn. 5.625% 7/15/37 7,765 10,520
2 Financing Corp. 9.700% 4/5/19 1,575 1,692
  Private Export Funding Corp. 1.450% 8/15/19 13,800 13,627
  Private Export Funding Corp. 2.250% 3/15/20 8,000 7,969
  Private Export Funding Corp. 2.300% 9/15/20 2,475 2,462
  Private Export Funding Corp. 4.300% 12/15/21 10,975 11,607
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,637
  Private Export Funding Corp. 2.050% 11/15/22 8,335 8,082
  Private Export Funding Corp. 3.550% 1/15/24 4,200 4,365
  Private Export Funding Corp. 2.450% 7/15/24 8,300 8,092
  Private Export Funding Corp. 3.250% 6/15/25 2,475 2,516
  Resolution Funding Corp. 8.125% 10/15/19 450 489
  Resolution Funding Corp. 8.875% 7/15/20 180 206
  Resolution Funding Corp. 8.625% 1/15/30 110 168
2 Tennessee Valley Authority 2.250% 3/15/20 11,825 11,792
2 Tennessee Valley Authority 3.875% 2/15/21 10,915 11,331
2 Tennessee Valley Authority 1.875% 8/15/22 7,300 7,079
2 Tennessee Valley Authority 2.875% 9/15/24 9,637 9,646
2 Tennessee Valley Authority 6.750% 11/1/25 17,306 21,731
2 Tennessee Valley Authority 2.875% 2/1/27 29,750 29,455
2 Tennessee Valley Authority 7.125% 5/1/30 27,165 37,933
2 Tennessee Valley Authority 4.650% 6/15/35 15,169 17,895
2 Tennessee Valley Authority 5.880% 4/1/36 10,200 13,910
2 Tennessee Valley Authority 6.150% 1/15/38 920 1,311
2 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,370
2 Tennessee Valley Authority 5.250% 9/15/39 17,590 23,010
2 Tennessee Valley Authority 4.875% 1/15/48 6,951 8,688
2 Tennessee Valley Authority 5.375% 4/1/56 6,250 8,644
2 Tennessee Valley Authority 4.625% 9/15/60 7,468 9,251
2 Tennessee Valley Authority 4.250% 9/15/65 14,725 17,063
          3,550,042
Conventional Mortgage-Backed Securities (21.5%)        
3,4 Fannie Mae Pool 2.000% 11/1/27–11/1/31 127,237 121,677
3,4 Fannie Mae Pool 2.500% 11/1/26–10/1/46 1,265,146 1,241,565
3,4,5 Fannie Mae Pool 3.000% 9/1/20–4/1/48 4,585,390 4,520,147
3,4,5 Fannie Mae Pool 3.500% 10/1/18–4/1/48 5,479,146 5,510,320
3,4,5 Fannie Mae Pool 4.000% 6/1/18–4/1/48 3,559,337 3,664,197
3,4,5 Fannie Mae Pool 4.500% 4/1/18–4/1/48 1,345,549 1,416,151
3,4 Fannie Mae Pool 5.000% 4/1/18–6/1/44 484,693 521,981
3,4 Fannie Mae Pool 5.500% 4/1/18–2/1/42 424,063 464,228
3,4 Fannie Mae Pool 6.000% 10/1/18–5/1/41 275,541 307,554
3,4 Fannie Mae Pool 6.500% 10/1/18–10/1/39 78,184 86,924
3,4 Fannie Mae Pool 7.000% 11/1/18–11/1/38 21,849 24,640
3,4 Fannie Mae Pool 7.500% 11/1/22–12/1/32 1,918 2,114
3,4 Fannie Mae Pool 8.000% 11/1/21–9/1/31 694 764
3,4 Fannie Mae Pool 8.500% 12/1/19–5/1/32 306 353
3,4 Fannie Mae Pool 9.000% 1/1/19–8/1/30 63 69
3,4 Fannie Mae Pool 9.500% 12/1/18–11/1/25 101 115
3,4 Freddie Mac Gold Pool 2.000% 1/1/28–12/1/31 61,981 59,142
3,4,5 Freddie Mac Gold Pool 2.500% 6/1/22–10/1/46 941,860 925,448
3,4,5 Freddie Mac Gold Pool 3.000% 3/1/21–4/1/48 3,166,950 3,119,750
3,4,5 Freddie Mac Gold Pool 3.500% 9/1/20–4/1/48 3,540,369 3,564,087
3,4,5 Freddie Mac Gold Pool 4.000% 6/1/18–4/1/48 2,059,110 2,120,086
3,4,5 Freddie Mac Gold Pool 4.500% 4/1/18–4/1/48 761,082 799,814
3,4 Freddie Mac Gold Pool 5.000% 4/1/18–8/1/44 283,227 304,540

 

 

3,4 Freddie Mac Gold Pool 5.500% 4/1/18–6/1/41 229,639 251,341
3,4 Freddie Mac Gold Pool 6.000% 11/1/18–5/1/40 122,333 136,116
3,4 Freddie Mac Gold Pool 6.500% 2/1/19–9/1/39 37,671 42,378
3,4 Freddie Mac Gold Pool 7.000% 10/1/20–12/1/38 13,765 15,710
3,4 Freddie Mac Gold Pool 7.500% 9/1/22–2/1/32 1,114 1,246
3,4 Freddie Mac Gold Pool 8.000% 7/1/20–1/1/32 1,218 1,352
3,4 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 230 262
3,4 Freddie Mac Gold Pool 9.000% 11/1/20–3/1/31 188 207
3,4 Freddie Mac Gold Pool 9.500% 8/1/20–6/1/25 6 6
3,4 Freddie Mac Gold Pool 10.000% 3/1/21–4/1/25 2 2
3,4 Freddie Mac Non Gold Pool 9.500% 3/1/20 1 1
4 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 183,530 181,243
4 Ginnie Mae I Pool 3.500% 11/15/25–3/15/45 220,092 222,990
4 Ginnie Mae I Pool 4.000% 8/15/18–4/1/48 298,147 307,816
4,5 Ginnie Mae I Pool 4.500% 5/15/18–4/1/48 293,195 308,230
4 Ginnie Mae I Pool 4.750% 8/15/33 12 13
4 Ginnie Mae I Pool 5.000% 5/15/18–4/15/41 160,719 171,837
4 Ginnie Mae I Pool 5.500% 6/15/18–2/15/41 87,106 95,380
4 Ginnie Mae I Pool 6.000% 11/15/22–6/15/41 66,638 74,418
4 Ginnie Mae I Pool 6.500% 9/15/23–1/15/39 16,643 18,421
4 Ginnie Mae I Pool 7.000% 9/15/22–9/15/36 4,479 4,976
4 Ginnie Mae I Pool 7.500% 9/15/22–6/15/32 1,949 2,104
4 Ginnie Mae I Pool 7.750% 2/15/30 1 2
4 Ginnie Mae I Pool 8.000% 1/15/22–12/15/30 1,339 1,461
4 Ginnie Mae I Pool 8.250% 6/15/27 1 1
4 Ginnie Mae I Pool 8.500% 2/15/20–3/15/31 283 298
4 Ginnie Mae I Pool 9.000% 10/15/19–1/15/31 259 275
4 Ginnie Mae I Pool 9.500% 8/15/18–9/15/25 51 54
4 Ginnie Mae I Pool 10.000% 1/15/19–2/15/25 4 5
4 Ginnie Mae I Pool 10.500% 6/15/20–2/15/25 4 4
4 Ginnie Mae II Pool 2.500% 6/20/27–12/20/46 139,639 134,585
4,5 Ginnie Mae II Pool 3.000% 10/20/26–4/1/48 3,133,988 3,086,488
4,5 Ginnie Mae II Pool 3.500% 9/20/25–4/1/48 4,888,588 4,950,499
4,5 Ginnie Mae II Pool 4.000% 9/20/25–5/1/48 2,208,746 2,283,328
4,5 Ginnie Mae II Pool 4.500% 4/20/18–5/1/48 820,983 864,029
4 Ginnie Mae II Pool 5.000% 12/20/32–11/20/44 302,654 324,092
4 Ginnie Mae II Pool 5.500% 8/20/23–5/20/45 117,219 125,044
4 Ginnie Mae II Pool 6.000% 7/20/23–12/20/41 36,396 40,191
4 Ginnie Mae II Pool 6.500% 12/20/23–9/20/40 14,389 16,058
4 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 2,633 3,082
4 Ginnie Mae II Pool 7.500% 8/20/30 4 4
4 Ginnie Mae II Pool 8.500% 10/20/30 8 9
          42,441,224
Nonconventional Mortgage-Backed Securities (0.1%)        
3,4 Fannie Mae Pool 2.124% 3/1/43 6,611 6,546
3,4 Fannie Mae Pool 2.178% 6/1/43 5,404 5,370
3,4 Fannie Mae Pool 2.196% 10/1/42 3,423 3,481
3,4 Fannie Mae Pool 2.267% 7/1/43 7,936 7,730
3,4 Fannie Mae Pool 2.394% 10/1/42 3,209 3,191
3,4 Fannie Mae Pool 2.435% 9/1/43 839 831
3,4.7 Fannie Mae Pool 2.576% 4/1/37 1,136 1,174
3,4 Fannie Mae Pool 2.707% 12/1/43 3,540 3,686
3,4 Fannie Mae Pool 2.723% 1/1/42 2,568 2,574
3,4 Fannie Mae Pool 2.725% 3/1/42 3,592 3,728
3,4,7 Fannie Mae Pool 2.879% 9/1/43 5,042 5,311
3,4,7 Fannie Mae Pool 2.977% 7/1/34 183 193
3,4,8 Fannie Mae Pool 2.985% 6/1/37 417 437

 

 

3,4,8 Fannie Mae Pool 3.057% 5/1/33 10 10
3,4,6 Fannie Mae Pool 3.060% 9/1/37 1,676 1,782
3,4,6 Fannie Mae Pool 3.066% 10/1/37 828 846
3,4,6 Fannie Mae Pool 3.112% 12/1/41 1,731 1,772
3,4,6 Fannie Mae Pool 3.148% 1/1/35 104 106
3,4,8 Fannie Mae Pool 3.170% 5/1/36 63 67
3,4,8 Fannie Mae Pool 3.270% 12/1/35 6 6
3,4,6 Fannie Mae Pool 3.298% 7/1/36 410 422
3,4,6 Fannie Mae Pool 3.299% 1/1/35 1 1
3,4,6 Fannie Mae Pool 3.304% 10/1/34 10 11
3,4,6 Fannie Mae Pool 3.310% 12/1/33 491 518
3,4,6 Fannie Mae Pool 3.325% 11/1/33 316 334
3,4,6 Fannie Mae Pool 3.327% 2/1/37 3 3
3,4 Fannie Mae Pool 3.345% 8/1/42 3,680 3,666
3,4,6 Fannie Mae Pool 3.362% 8/1/35 1,033 1,093
3,4,8 Fannie Mae Pool 3.363% 7/1/38 234 246
3,4,6 Fannie Mae Pool 3.385% 4/1/36–11/1/36 547 575
3,4,6 Fannie Mae Pool 3.399% 7/1/35 634 663
3,4,6 Fannie Mae Pool 3.410% 9/1/40 934 984
3,4,6 Fannie Mae Pool 3.415% 6/1/36 42 45
3,4,6 Fannie Mae Pool 3.423% 10/1/37 1,150 1,180
3,4,6 Fannie Mae Pool 3.440% 10/1/39–9/1/42 3,869 4,017
3,4,6 Fannie Mae Pool 3.445% 7/1/39 269 279
3,4,6 Fannie Mae Pool 3.447% 6/1/42 2,660 2,760
3,4,6 Fannie Mae Pool 3.448% 8/1/40 1,492 1,559
3,4,6 Fannie Mae Pool 3.450% 12/1/40 1,099 1,150
3,4,6 Fannie Mae Pool 3.455% 11/1/39 418 441
3,4,6 Fannie Mae Pool 3.471% 9/1/34 417 429
3,4,6 Fannie Mae Pool 3.486% 4/1/37 123 128
3,4,6 Fannie Mae Pool 3.499% 5/1/40 819 870
3,4,6 Fannie Mae Pool 3.500% 10/1/40 1,373 1,440
3,4,8 Fannie Mae Pool 3.507% 12/1/36 12 13
3,4,8 Fannie Mae Pool 3.518% 9/1/33 4 4
3,4,8 Fannie Mae Pool 3.525% 11/1/32 12 13
3,4,8 Fannie Mae Pool 3.530% 12/1/37 675 694
3,4,6 Fannie Mae Pool 3.533% 4/1/37 524 548
3,4,7 Fannie Mae Pool 3.535% 7/1/37 378 402
3,4,7 Fannie Mae Pool 3.537% 8/1/37 1,125 1,178
3,4,7 Fannie Mae Pool 3.541% 5/1/42 3,230 3,354
3,4,6 Fannie Mae Pool 3.543% 2/1/36 768 778
3,4,8 Fannie Mae Pool 3.546% 4/1/37 196 209
3,4,8 Fannie Mae Pool 3.547% 12/1/35 792 833
3,4,6 Fannie Mae Pool 3.555% 11/1/41 1,956 2,075
3,4,6 Fannie Mae Pool 3.556% 12/1/39 1,364 1,413
3,4,6 Fannie Mae Pool 3.560% 9/1/33–12/1/40 4,733 4,959
3,4,6 Fannie Mae Pool 3.563% 11/1/41 1,618 1,701
3,4,6 Fannie Mae Pool 3.565% 11/1/36–12/1/40 1,802 1,888
3,4,6 Fannie Mae Pool 3.567% 12/1/41 1,668 1,756
3,4,6 Fannie Mae Pool 3.568% 9/1/40 2,479 2,608
3,4,6 Fannie Mae Pool 3.570% 5/1/35–12/1/40 1,206 1,259
3,4,6 Fannie Mae Pool 3.575% 3/1/42 706 754
3,4,6 Fannie Mae Pool 3.576% 7/1/38 305 312
3,4,6 Fannie Mae Pool 3.578% 3/1/41 1,530 1,621
3,4,6 Fannie Mae Pool 3.579% 1/1/37 573 607
3,4,6 Fannie Mae Pool 3.585% 11/1/35–4/1/36 404 418
3,4,7 Fannie Mae Pool 3.587% 7/1/42 1,209 1,294
3,4,6 Fannie Mae Pool 3.590% 8/1/39 618 650

 

 

3,4,6 Fannie Mae Pool 3.600% 1/1/42 1,749 1,826
3,4,7 Fannie Mae Pool 3.602% 8/1/39 1,720 1,754
3,4,6 Fannie Mae Pool 3.615% 4/1/41–5/1/42 2,087 2,102
3,4,6 Fannie Mae Pool 3.627% 3/1/38 115 117
3,4,6 Fannie Mae Pool 3.635% 11/1/39 797 828
3,4,6 Fannie Mae Pool 3.637% 10/1/37–7/1/41 5,695 5,996
3,4,6 Fannie Mae Pool 3.638% 5/1/40 331 342
3,4,6 Fannie Mae Pool 3.640% 11/1/34 577 613
3,4,6 Fannie Mae Pool 3.645% 1/1/40 1,054 1,087
3,4,7 Fannie Mae Pool 3.648% 2/1/42 2,201 2,344
3,4,6 Fannie Mae Pool 3.661% 2/1/36 366 387
3,4,6 Fannie Mae Pool 3.682% 2/1/41 777 775
3,4,6 Fannie Mae Pool 3.696% 1/1/37 57 59
3,4,6 Fannie Mae Pool 3.703% 6/1/41 470 495
3,4,6 Fannie Mae Pool 3.726% 3/1/41 1,832 1,913
3,4 Fannie Mae Pool 3.732% 6/1/41 1,809 1,906
3,4,6 Fannie Mae Pool 3.739% 2/1/41 868 906
3,4,6 Fannie Mae Pool 3.746% 4/1/37 94 98
3,4,6 Fannie Mae Pool 3.750% 2/1/41 1,017 1,066
3,4,6 Fannie Mae Pool 3.787% 5/1/36 86 86
3,4,8 Fannie Mae Pool 3.788% 1/1/35 802 852
3,4,6 Fannie Mae Pool 3.929% 10/1/36 510 547
3,4 Freddie Mac Non Gold Pool 2.388% 5/1/42 666 661
3,4 Freddie Mac Non Gold Pool 2.535% 11/1/43 1,399 1,432
3,4 Freddie Mac Non Gold Pool 2.732% 2/1/42 1,578 1,577
3,4,6 Freddie Mac Non Gold Pool 2.735% 10/1/37 57 57
3,4,7 Freddie Mac Non Gold Pool 2.855% 5/1/37 49 51
3,4,7 Freddie Mac Non Gold Pool 2.990% 6/1/37 520 531
3,4,8 Freddie Mac Non Gold Pool 3.023% 6/1/36 9 9
3,4,6 Freddie Mac Non Gold Pool 3.102% 8/1/37 55 55
3,4,8 Freddie Mac Non Gold Pool 3.125% 6/1/35 3 3
3,4,8 Freddie Mac Non Gold Pool 3.216% 5/1/36 726 761
3,4,7 Freddie Mac Non Gold Pool 3.231% 6/1/34–1/1/37 790 829
3,4,7 Freddie Mac Non Gold Pool 3.297% 3/1/37 210 220
3,4,6 Freddie Mac Non Gold Pool 3.329% 7/1/35 385 404
3,4,6 Freddie Mac Non Gold Pool 3.375% 8/1/34–1/1/38 416 439
3,4,6 Freddie Mac Non Gold Pool 3.390% 12/1/36 473 498
3,4,8 Freddie Mac Non Gold Pool 3.391% 11/1/36 315 324
3,4 Freddie Mac Non Gold Pool 3.399% 3/1/42 1,749 1,834
3,4,6 Freddie Mac Non Gold Pool 3.410% 10/1/37 821 860
3,4,6 Freddie Mac Non Gold Pool 3.416% 4/1/37 10 11
3,4,8 Freddie Mac Non Gold Pool 3.423% 3/1/37 96 96
3,4,6 Freddie Mac Non Gold Pool 3.490% 1/1/35 120 128
3,4,6 Freddie Mac Non Gold Pool 3.492% 12/1/36 628 645
3,4,6 Freddie Mac Non Gold Pool 3.495% 12/1/40 1,591 1,638
3,4,6 Freddie Mac Non Gold Pool 3.496% 12/1/34 321 327
3,4,8 Freddie Mac Non Gold Pool 3.497% 11/1/34 979 1,020
3,4,6 Freddie Mac Non Gold Pool 3.500% 4/1/33–5/1/38 86 90
3,4,6 Freddie Mac Non Gold Pool 3.515% 12/1/34–12/1/36 247 263
3,4,6 Freddie Mac Non Gold Pool 3.522% 9/1/37 813 831
3,4,6 Freddie Mac Non Gold Pool 3.530% 3/1/36 4 4
3,4,6 Freddie Mac Non Gold Pool 3.537% 3/1/37 164 167
3,4,6 Freddie Mac Non Gold Pool 3.544% 3/1/37 49 52
3,4,6 Freddie Mac Non Gold Pool 3.561% 12/1/35 798 836
3,4,6 Freddie Mac Non Gold Pool 3.562% 2/1/37 306 323
3,4,8 Freddie Mac Non Gold Pool 3.565% 12/1/34 32 33
3,4,6 Freddie Mac Non Gold Pool 3.570% 5/1/33 21 21

 

 

3,4,6 Freddie Mac Non Gold Pool 3.585% 6/1/41 135 137
3,4,6 Freddie Mac Non Gold Pool 3.593% 3/1/36 21 22
3,4,6 Freddie Mac Non Gold Pool 3.603% 12/1/39 320 338
3,4,6 Freddie Mac Non Gold Pool 3.605% 6/1/37 897 951
3,4,6 Freddie Mac Non Gold Pool 3.630% 5/1/40–12/1/40 2,044 2,100
3,4,6 Freddie Mac Non Gold Pool 3.635% 7/1/38–2/1/42 911 937
3,4,6 Freddie Mac Non Gold Pool 3.649% 9/1/40 1,192 1,246
3,4,6 Freddie Mac Non Gold Pool 3.650% 11/1/40 970 995
3,4,6 Freddie Mac Non Gold Pool 3.652% 8/1/37 303 314
3,4,8 Freddie Mac Non Gold Pool 3.659% 11/1/33 2 3
3,4,6 Freddie Mac Non Gold Pool 3.686% 6/1/37 581 613
3,4,6 Freddie Mac Non Gold Pool 3.694% 6/1/41 601 622
3,4,6 Freddie Mac Non Gold Pool 3.703% 1/1/41 362 378
3,4,6 Freddie Mac Non Gold Pool 3.706% 5/1/40 369 384
3,4,6 Freddie Mac Non Gold Pool 3.708% 6/1/40 1,158 1,206
3,4,6 Freddie Mac Non Gold Pool 3.729% 6/1/40 1,249 1,306
3,4,6 Freddie Mac Non Gold Pool 3.743% 1/1/41 2,155 2,236
3,4,6 Freddie Mac Non Gold Pool 3.753% 5/1/37 1,005 1,035
3,4,6 Freddie Mac Non Gold Pool 3.755% 1/1/37 419 443
3,4,8 Freddie Mac Non Gold Pool 3.803% 10/1/36 567 605
3,4,6 Freddie Mac Non Gold Pool 3.861% 3/1/41 436 459
3,4,6 Freddie Mac Non Gold Pool 3.901% 2/1/41 492 519
3,4,6 Freddie Mac Non Gold Pool 3.910% 2/1/41 1,282 1,352
3,4,6 Freddie Mac Non Gold Pool 3.938% 3/1/37 649 684
3,4,8 Freddie Mac Non Gold Pool 3.972% 2/1/36 357 372
3,4,6 Freddie Mac Non Gold Pool 4.566% 3/1/38 155 162
4,8 Ginnie Mae II Pool 2.375% 1/20/41–3/20/43 13,133 13,514
4,8 Ginnie Mae II Pool 2.625% 6/20/29–6/20/43 8,309 8,524
4,8 Ginnie Mae II Pool 2.750% 7/20/38–8/20/41 2,844 2,921
4 Ginnie Mae II Pool 3.000% 5/20/41 470 483
4,8 Ginnie Mae II Pool 3.125%  10/20/38–12/20/42 12,974 13,375
4 Ginnie Mae II Pool 3.500% 12/20/43–1/20/44 2,618 2,627
4,8 Ginnie Mae II Pool 3.625% 11/20/40 234 244
          207,232
Total U.S. Government and Agency Obligations (Cost $128,748,103)   126,529,863
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%)      
4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 1,969 1,964
4 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 299 298
4 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,750 1,743
4 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 1,124 1,122
4 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 2,225 2,214
4 Ally Auto Receivables Trust 2017-4 1.750% 12/15/21 9,056 8,939
4 Ally Auto Receivables Trust 2017-4 1.960% 7/15/22 3,128 3,051
4 Ally Auto Receivables Trust 2018-1 2.350% 6/15/22 6,025 5,991
4 Ally Auto Receivables Trust 2018-1 2.530% 2/15/23 1,825 1,801
4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 7,725 7,722
4 Ally Master Owner Trust Series 2018-1 2.700% 1/17/23 23,500 23,369
4 American Express Credit Account Master        
  Trust 2017-1 1.930% 9/15/22 14,900 14,702
4 American Express Credit Account Master        
  Trust 2017-3 1.770% 11/15/22 8,500 8,344
4 American Express Credit Account Master        
  Trust 2017-6 2.040% 5/15/23 21,800 21,401
4 American Express Credit Account Master        
  Trust 2017-7 2.350% 5/15/25 13,300 12,985

 

 

4 American Express Credit Account Master        
Trust 2018-1 2.670% 10/17/22 15,725 15,727
4 American Express Credit Account Master        
Trust 2018-2 3.010% 10/15/25 14,150 14,176
4 AmeriCredit Automobile Receivables Trust        
2016-3 1.460% 5/10/21 4,275 4,245
4 AmeriCredit Automobile Receivables Trust        
2017-3 1.900% 3/18/22 4,570 4,509
4 BA Credit Card Trust 2017-A1 1.950% 8/15/22 14,500 14,290
4 BA Credit Card Trust 2018-A1 2.700% 7/17/23 26,500 26,387
4 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.429% 9/15/48 2,350 2,384
4 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.705% 9/15/48 4,100 4,144
4 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.574% 2/15/50 9,108 9,107
4 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.748% 2/15/50 3,542 3,543
4 BANK 2017 - BNK5 3.390% 6/15/60 9,750 9,665
4 BANK 2017 - BNK5 3.624% 6/15/60 4,450 4,420
4 BANK 2017 - BNK6 3.518% 7/15/60 3,388 3,368
4 BANK 2017 - BNK6 3.741% 7/15/60 3,388 3,401
4 BANK 2017 - BNK7 3.175% 9/15/60 5,925 5,763
4 BANK 2017 - BNK7 3.435% 9/15/60 3,675 3,657
4 BANK 2017 - BNK7 3.748% 9/15/60 4,100 4,101
4 BANK 2017 - BNK8 3.488% 11/15/50 8,000 7,986
4 BANK 2017 - BNK8 3.731% 11/15/50 1,325 1,330
4 BANK 2017 - BNK9 3.279% 11/15/54 8,000 7,916
4 BANK 2017 - BNK9 3.538% 11/15/54 8,000 8,011
4 BANK 2018 - BNK10 3.641% 2/15/61 1,802 1,823
4 BANK 2018 - BNK10 3.688% 2/15/61 13,650 13,758
4 BANK 2018 - BNK10 3.898% 2/15/61 2,100 2,141
Bank of Nova Scotia 2.125% 9/11/19 10,900 10,831
Bank of Nova Scotia 1.850% 4/14/20 24,700 24,275
Bank of Nova Scotia 1.875% 4/26/21 8,800 8,540
4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 4,525 4,521
4 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 8,050 7,941
4 BBCMS Mortgage Trust 2017-C1 3.674% 2/15/50 17,475 17,551
4 BBCMS Mortgage Trust 2017-C1 3.898% 2/15/50 4,675 4,777
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 1,857 1,863
4 BENCHMARK 2018-B1 Mortgage Trust 3.666% 1/15/51 6,000 6,042
4 BENCHMARK 2018-B1 Mortgage Trust 3.878% 1/15/51 2,600 2,635
4 BENCHMARK 2018-B2 Mortgage Trust 3.662% 2/15/51 6,050 6,205
4 BENCHMARK 2018-B2 Mortgage Trust 3.882% 2/15/51 17,575 18,064
4 BENCHMARK 2018-B2 Mortgage Trust 4.084% 2/15/51 8,225 8,495
4 BENCHMARK 2018-B3 Mortgage Trust 3.848% 4/10/51 5,000 5,165
4 BENCHMARK 2018-B3 Mortgage Trust 4.025% 4/10/51 13,150 13,635
4 BMW Vehicle Lease Trust 2017-2 2.070% 10/20/20 3,575 3,539
4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 1,568 1,565
4 BMW Vehicle Owner Trust 2018-A 2.350% 4/25/22 9,000 8,932
4 BMW Vehicle Owner Trust 2018-A 2.510% 6/25/24 1,850 1,831
4 Capital Auto Receivables Asset Trust 2015-        
1 1.860% 10/21/19 1,573 1,572
4 Capital Auto Receivables Asset Trust 2015-        
2 1.730% 9/20/19 1,334 1,334

 

 

4 Capital Auto Receivables Asset Trust 2015-        
2 1.970% 1/21/20 2,900 2,894
4 Capital Auto Receivables Asset Trust 2015-        
3 1.940% 1/21/20 2,722 2,720
4 Capital Auto Receivables Asset Trust 2015-        
3 2.130% 5/20/20 3,000 2,994
4 Capital Auto Receivables Asset Trust 2015-        
4 1.830% 3/20/20 3,350 3,344
4 Capital Auto Receivables Asset Trust 2015-        
4 2.010% 7/20/20 2,950 2,939
4 Capital Auto Receivables Asset Trust 2016-        
3 1.690% 3/20/21 3,225 3,184
4 Capital One Multi-Asset Execution Trust        
2015-A2 2.080% 3/15/23 12,000 11,848
4 Capital One Multi-Asset Execution Trust        
2015-A5 1.600% 5/17/21 5,675 5,665
4 Capital One Multi-Asset Execution Trust        
2015-A8 2.050% 8/15/23 8,200 8,040
4 Capital One Multi-Asset Execution Trust        
2016-A3 1.340% 4/15/22 8,575 8,452
4 Capital One Multi-Asset Execution Trust        
2016-A4 1.330% 6/15/22 11,400 11,211
4 Capital One Multi-Asset Execution Trust        
2016-A6 1.820% 9/15/22 10,300 10,163
4 Capital One Multi-Asset Execution Trust        
2017-A1 2.000% 1/17/23 9,475 9,350
4 Capital One Multi-Asset Execution Trust        
2017-A3 2.430% 1/15/25 9,850 9,648
4 Capital One Multi-Asset Execution Trust        
2017-A4 1.990% 7/17/23 15,200 14,933
4 Capital One Multi-Asset Execution Trust        
2017-A6 2.290% 7/15/25 12,800 12,450
4 CarMax Auto Owner Trust 2014-2 1.610% 10/15/19 1,066 1,064
4 CarMax Auto Owner Trust 2014-3 1.730% 2/18/20 1,438 1,434
4 CarMax Auto Owner Trust 2014-4 1.250% 11/15/19 563 562
4 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 1,093 1,089
4 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,575 1,562
4 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 3,013 3,002
4 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 1,300 1,288
4 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 2,870 2,854
4 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 2,050 2,025
4 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 4,875 4,821
4 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,685 1,642
4 CarMax Auto Owner Trust 2017-4 2.110% 10/17/22 4,525 4,463
4 CarMax Auto Owner Trust 2017-4 2.330% 5/15/23 3,200 3,146
4 CarMax Auto Owner Trust 2018-1 2.480% 11/15/22 4,775 4,739
4 CarMax Auto Owner Trust 2018-1 2.640% 6/15/23 1,200 1,191
4 CD 2016-CD1 Commercial Mortgage Trust 2.724% 8/10/49 9,075 8,592
4 CD 2016-CD2 Commercial Mortgage Trust 3.526% 11/10/49 7,300 7,332
4 CD 2017-CD3 Commercial Mortgage Trust 3.453% 2/10/50 1,285 1,297
4 CD 2017-CD3 Commercial Mortgage Trust 3.631% 2/10/50 9,773 9,891
4 CD 2017-CD3 Commercial Mortgage Trust 3.833% 2/10/50 2,542 2,541
4 CD 2017-CD4 Commercial Mortgage Trust 3.514% 5/10/50 5,133 5,118
4 CD 2017-CD4 Commercial Mortgage Trust 3.747% 5/10/50 3,000 3,017
4 CD 2017-CD5 Commercial Mortgage Trust 3.431% 8/15/50 3,500 3,464
4 CD 2017-CD6 Commercial Mortgage Trust 3.332% 11/13/50 3,300 3,308
4 CD 2017-CD6 Commercial Mortgage Trust 3.456% 11/13/50 6,575 6,549

 

 

4 CD 2017-CD6 Commercial Mortgage Trust 3.709% 11/13/50 3,825 3,805
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 759 775
4 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 9,483 9,457
4 CFCRE Commercial Mortgage Trust 2016-        
C3 3.865% 1/10/48 5,800 5,890
4 CFCRE Commercial Mortgage Trust 2016-        
C4 3.283% 5/10/58 8,250 8,054
CFCRE Commercial Mortgage Trust 2016-        
C4 3.691% 5/10/58 5,900 5,902
4 CFCRE Commercial Mortgage Trust 2016-        
C6 3.217% 11/10/49 14,200 13,738
4 CFCRE Commercial Mortgage Trust 2017-        
C8 3.572% 6/15/50 3,650 3,631
4 Chase Issuance Trust 2012-A4 1.580% 8/16/21 8,596 8,484
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 20,440 19,829
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 11,150 11,174
4 Chase Issuance Trust 2015-A4 1.840% 4/15/22 8,400 8,251
4 Chase Issuance Trust 2015-A5 1.360% 4/15/20 16,950 16,945
4 Chase Issuance Trust 2016-A2 1.370% 6/15/21 11,525 11,356
4 Chase Issuance Trust 2016-A4 1.490% 7/15/22 9,850 9,584
4 Chase Issuance Trust 2016-A5 1.270% 7/15/21 11,650 11,463
4 Citibank Credit Card Issuance Trust 2014-        
A1 2.880% 1/23/23 10,460 10,466
4 Citibank Credit Card Issuance Trust 2014-        
A5 2.680% 6/7/23 12,342 12,285
4 Citibank Credit Card Issuance Trust 2014-        
A6 2.150% 7/15/21 27,675 27,529
4 Citibank Credit Card Issuance Trust 2014-        
A8 1.730% 4/9/20 16,450 16,443
4 Citibank Credit Card Issuance Trust 2016-        
A2 2.190% 11/20/23 11,325 11,050
4 Citibank Credit Card Issuance Trust 2017-        
A2 1.740% 1/19/21 19,400 19,291
4 Citibank Credit Card Issuance Trust 2017-        
A9 1.800% 9/20/21 19,680 19,453
4 Citibank Credit Card Issuance Trust 2018-        
A1 2.490% 1/20/23 27,800 27,569
4 Citigroup Commercial Mortgage Trust        
2012-GC8 3.024% 9/10/45 5,450 5,430
4 Citigroup Commercial Mortgage Trust        
2013-GC11 3.093% 4/10/46 3,165 3,143
4 Citigroup Commercial Mortgage Trust        
2013-GC11 3.422% 4/10/46 2,000 1,983
4 Citigroup Commercial Mortgage Trust        
2013-GC15 3.161% 9/10/46 2,774 2,779
4 Citigroup Commercial Mortgage Trust        
2013-GC15 3.942% 9/10/46 1,200 1,231
4 Citigroup Commercial Mortgage Trust        
2013-GC15 4.371% 9/10/46 1,975 2,080
4 Citigroup Commercial Mortgage Trust        
2013-GC15 4.649% 9/10/46 2,875 3,046
4 Citigroup Commercial Mortgage Trust        
2013-GC17 3.675% 11/10/46 875 890
4 Citigroup Commercial Mortgage Trust        
2013-GC17 4.131% 11/10/46 2,900 3,021

 

 

Citigroup Commercial Mortgage Trust        
2013-GC17 4.544% 11/10/46 1,150 1,210
4 Citigroup Commercial Mortgage Trust        
2013-GC17 5.095% 11/10/46 1,150 1,238
4 Citigroup Commercial Mortgage Trust        
2014-GC19 2.790% 3/10/47 1,801 1,801
4 Citigroup Commercial Mortgage Trust        
2014-GC19 3.552% 3/10/47 1,150 1,169
4 Citigroup Commercial Mortgage Trust        
2014-GC19 4.023% 3/10/47 1,700 1,761
4 Citigroup Commercial Mortgage Trust        
2014-GC19 4.345% 3/10/47 1,425 1,480
4 Citigroup Commercial Mortgage Trust        
2014-GC21 3.477% 5/10/47 625 634
4 Citigroup Commercial Mortgage Trust        
2014-GC21 3.855% 5/10/47 3,025 3,102
4 Citigroup Commercial Mortgage Trust        
2014-GC21 4.328% 5/10/47 2,450 2,471
4 Citigroup Commercial Mortgage Trust        
2014-GC23 3.622% 7/10/47 3,875 3,921
4 Citigroup Commercial Mortgage Trust        
2014-GC25 3.635% 10/10/47 8,525 8,615
4 Citigroup Commercial Mortgage Trust        
2015-GC27 3.137% 2/10/48 11,450 11,262
4 Citigroup Commercial Mortgage Trust        
2015-GC27 3.571% 2/10/48 4,550 4,513
4 Citigroup Commercial Mortgage Trust        
2015-GC29 2.674% 4/10/48 2,260 2,253
4 Citigroup Commercial Mortgage Trust        
2015-GC29 3.192% 4/10/48 9,075 8,945
4 Citigroup Commercial Mortgage Trust        
2015-GC29 3.758% 4/10/48 4,365 4,348
4 Citigroup Commercial Mortgage Trust        
2015-GC31 3.762% 6/10/48 4,625 4,708
4 Citigroup Commercial Mortgage Trust        
2015-GC33 3.778% 9/10/58 5,725 5,854
4 Citigroup Commercial Mortgage Trust        
2016-C1 3.003% 5/10/49 3,400 3,342
4 Citigroup Commercial Mortgage Trust        
2016-C1 3.209% 5/10/49 6,500 6,373
4 Citigroup Commercial Mortgage Trust        
2016-C2 2.832% 8/10/49 3,500 3,331
4 Citigroup Commercial Mortgage Trust        
2016-GC36 3.616% 2/10/49 11,425 11,519
4 Citigroup Commercial Mortgage Trust        
2016-P4 2.902% 7/10/49 3,825 3,668
4 Citigroup Commercial Mortgage Trust        
2017-B1 3.458% 8/15/50 13,430 13,316
4 Citigroup Commercial Mortgage Trust        
2017-B1 3.711% 8/15/50 2,675 2,678
4 Citigroup Commercial Mortgage Trust        
2017-C4 3.471% 10/12/50 8,000 7,954
4 Citigroup Commercial Mortgage Trust        
2017-C4 3.764% 10/12/50 2,125 2,137
4 Citigroup Commercial Mortgage Trust        
2018-B2 3.788% 3/10/51 2,950 3,036

 

 

4 Citigroup Commercial Mortgage Trust        
  2018-B2 4.009% 3/10/51 15,825 16,429
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 2,580 2,573
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 2,950 2,976
4 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 5,000 4,922
4,9 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 3,548 3,542
4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 5,150 5,057
4 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,469
4 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 1,120 1,172
4 COMM 2013-CCRE11 Mortgage Trust 3.047% 8/10/50 1,430 1,434
4 COMM 2013-CCRE11 Mortgage Trust 3.660% 8/10/50 1,430 1,454
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 8/10/50 1,910 1,971
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 8/10/50 6,600 6,913
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 8/10/50 1,430 1,512
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 63 63
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,700 1,703
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,700 1,734
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 2,275 2,326
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,700 1,764
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 1,150 1,194
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 575 595
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/46 124 123
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 11/10/46 875 877
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 11/10/46 575 587
4 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/46 5,850 6,115
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 11/10/46 1,750 1,823
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 2,908 2,892
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 2,300 2,301
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 3,262 3,320
4 COMM 2013-CCRE9 Mortgage Trust 4.243% 7/10/45 4,060 4,261
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 1,300 1,302
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 1,680 1,756
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 5,246 5,185
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,547 2,534
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 2,375 2,379
4 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 1,775 1,856
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 1,950 2,041
4 COMM 2014-CCRE14 Mortgage Trust 4.594% 2/10/47 1,175 1,243
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 3,774 3,782
4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 1,422 1,448
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 2,641 2,748
4 COMM 2014-CCRE15 Mortgage Trust 4.710% 2/10/47 1,320 1,387
4 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 2,206 2,253
4 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 2,950 3,044
4 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 2,800 2,807
4 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 1,400 1,426
4 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 2,225 2,301
4 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 1,375 1,417
4 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 4,315 4,371
4 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 1,400 1,436
4 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,845 1,886
4 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 8,400 8,607
4 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 2,250 2,297
4 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 2,375 2,402
4 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 4,429 4,449
4 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 8,575 8,638
4 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,675 1,678

 

 

4 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 8,215 8,510
4 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 5,575 5,595
4 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 2,225 2,292
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 1,129 1,132
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 981 995
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 2,533 2,611
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 709 726
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 449 471
4 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,675 1,678
4 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 4,475 4,583
4 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 5,575 5,658
4 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 2,144 2,170
4 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 6,650 6,801
4 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 5,600 5,604
4 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 5,600 5,652
4 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 10,725 10,890
4 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,800 2,883
4 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 2,850 2,852
4 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 7,950 7,871
4 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 2,850 2,838
4 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 3,475 3,489
4 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 5,219 5,242
4 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 2,325 2,345
4 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 5,725 5,817
4 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 11,600 11,742
4 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 5,900 5,956
4 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 5,900 5,958
4 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 1,150 1,146
4 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 5,894 5,813
4 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 2,687 2,662
4 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 8,575 8,694
4 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 7,000 7,099
4 CSAIL 2015-C1 Commercial Mortgage        
Trust 3.505% 4/15/50 5,550 5,548
4 CSAIL 2015-C1 Commercial Mortgage        
Trust 3.791% 4/15/50 2,825 2,855
4 CSAIL 2015-C1 Commercial Mortgage        
Trust 4.044% 4/15/50 2,250 2,275
4 CSAIL 2015-C2 Commercial Mortgage        
Trust 1.454% 6/15/57 1,599 1,586
4 CSAIL 2015-C2 Commercial Mortgage        
Trust 3.504% 6/15/57 7,400 7,387
4 CSAIL 2015-C2 Commercial Mortgage        
Trust 3.849% 6/15/57 2,900 2,923
4 CSAIL 2015-C3 Commercial Mortgage        
Trust 3.448% 8/15/48 4,443 4,492
4 CSAIL 2015-C3 Commercial Mortgage        
Trust 3.718% 8/15/48 5,700 5,766
4 CSAIL 2015-C3 Commercial Mortgage        
Trust 4.108% 8/15/48 2,625 2,633
4 CSAIL 2015-C4 Commercial Mortgage        
Trust 3.617% 11/15/48 3,550 3,574
4 CSAIL 2015-C4 Commercial Mortgage        
Trust 3.808% 11/15/48 4,600 4,693
4 CSAIL 2016-C7 Commercial Mortgage        
Trust 3.502% 11/15/49 11,675 11,650

 

 

4 CSAIL 2017-C8 Commercial Mortgage        
  Trust 3.392% 6/15/50 10,250 10,209
4 CSAIL 2017-CX10 Commercial Mortgage        
  Trust 3.458% 11/15/50 8,000 7,973
4 CSAIL 2017-CX9 Commercial Mortgage        
  Trust 3.446% 9/15/50 3,275 3,275
4 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 4,275 4,222
4 DBJPM 16-C3 Mortgage Trust 2.890% 9/10/49 5,000 4,785
4 DBJPM 17-C6 Mortgage Trust 3.328% 6/10/50 7,900 7,761
4 DBJPM 17-C6 Mortgage Trust 3.561% 6/10/50 2,174 2,143
4 Discover Card Execution Note Trust 2015-        
  A2 1.900% 10/17/22 14,494 14,262
4 Discover Card Execution Note Trust 2015-        
  A3 1.450% 3/15/21 11,575 11,523
4 Discover Card Execution Note Trust 2015-        
  A4 2.190% 4/17/23 11,500 11,329
4 Discover Card Execution Note Trust 2016-        
  A1 1.640% 7/15/21 17,900 17,782
4 Discover Card Execution Note Trust 2017-        
  A2 2.390% 7/15/24 6,250 6,132
4 Discover Card Execution Note Trust 2018-        
  A1 3.030% 8/15/25 13,150 13,209
3,4 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 1,604 1,636
3,4 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 8,167 8,286
3,4 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 18,025 18,409
3,4 Fannie Mae-Aces 2013-M12 2.392% 3/25/23 11,319 10,964
3,4 Fannie Mae-Aces 2013-M14 2.522% 4/25/23 13,834 13,507
3,4 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 17,850 17,955
3,4 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 1,029 1,004
3,4 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 5,600 5,411
3,4 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 11,434 11,415
3,4 Fannie Mae-Aces 2014-M1 3.193% 7/25/23 22,051 22,174
3,4 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 10,128 10,066
3,4 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 15,597 15,454
3,4 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 2,083 2,049
3,4 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 6,750 6,695
3,4 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 17,626 17,933
3,4 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 4,822 4,757
3,4 Fannie Mae-Aces 2014-M3 3.466% 1/25/24 7,825 7,938
3,4 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 8,175 8,263
3,4 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 19,352 19,238
3,4 Fannie Mae-Aces 2014-M7 3.271% 6/25/24 14,725 14,768
3,4 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,934 1,893
3,4 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 8,325 8,253
3,4 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 10,459 10,394
3,4 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 15,000 14,453
3,4 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 4,600 4,497
3,4 Fannie Mae-Aces 2015-M12 2.793% 5/25/25 11,600 11,260
3,4 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 14,400 14,035
3,4 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 10,360 10,036
3,4 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 5,650 5,507
3,4 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 6,200 6,100
3,4 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 16 16
3,4 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 10,125 9,749
3,4 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 4,653 4,535
3,4 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 5,700 5,564
3,4 Fannie Mae-Aces 2016-M11 2.369% 7/25/26 14,000 13,044

 

 

3,4 Fannie Mae-Aces 2016-M12 2.448% 9/25/26 14,200 13,370
3,4 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 10,275 9,913
3,4 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 5,800 5,626
3,4 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 5,775 5,485
3,4 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 12,400 11,752
3,4 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 8,500 7,996
3,4 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 2,800 2,678
3,4 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 4,625 4,380
3,4 Fannie Mae-Aces 2016-M9 2.292% 6/25/26 17,939 16,822
3,4 Fannie Mae-Aces 2017-M1 2.417% 10/25/26 9,164 8,678
3,4 Fannie Mae-Aces 2017-M10 2.561% 7/25/24 5,910 5,703
3,4 Fannie Mae-Aces 2017-M11 2.980% 8/25/29 4,000 3,891
3,4 Fannie Mae-Aces 2017-M12 3.079% 6/25/27 17,150 17,066
3,4 Fannie Mae-Aces 2017-M15 3.136% 11/25/27 15,725 15,529
3,4 Fannie Mae-Aces 2017-M2 2.785% 2/25/27 6,100 5,943
3,4 Fannie Mae-Aces 2017-M3 2.486% 12/25/26 10,730 10,208
3,4 Fannie Mae-Aces 2017-M4 2.597% 12/25/26 12,000 11,504
3,4 Fannie Mae-Aces 2017-M7 2.961% 2/25/27 9,125 8,876
3,4 Fannie Mae-Aces 2017-M8 3.061% 5/25/27 12,200 12,083
3,4 Fannie Mae-Aces 2018-M2 2.903% 1/25/28 24,025 23,358
3,10 Federal Housing Administration 7.430% 10/1/20 1 1
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K005 3.484% 4/25/19 1,924 1,933
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K006 3.398% 7/25/19 2,672 2,688
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K009 2.757% 5/25/20 1,479 1,479
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K010 3.320% 7/25/20 1,523 1,526
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K011 4.084% 11/25/20 13,725 14,126
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K012 4.185% 12/25/20 1,025 1,058
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K014 3.871% 4/25/21 6,800 6,984
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K017 2.873% 12/25/21 18,650 18,655
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K019 2.272% 3/25/22 7,835 7,665
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K020 2.373% 5/25/22 20,750 20,355
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K021 2.396% 6/25/22 11,840 11,615
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K022 2.355% 7/25/22 870 852
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K026 2.510% 11/25/22 16,600 16,322
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K027 2.637% 1/25/23 16,625 16,428
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K028 3.111% 2/25/23 26,300 26,526
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K029 3.320% 2/25/23 16,425 16,719
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K030 2.779% 9/25/22 10,790 10,786
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K030 3.250% 4/25/23 17,675 17,931

 

 

3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K031 3.300% 4/25/23 16,452 16,734
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.016% 2/25/23 10,623 10,670
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.310% 5/25/23 17,660 17,967
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K033 2.871% 2/25/23 11,675 11,661
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K033 3.060% 7/25/23 19,075 19,177
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K034 3.531% 7/25/23 15,354 15,781
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K035 3.458% 8/25/23 19,775 20,249
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K036 3.527% 10/25/23 17,403 17,892
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K037 3.490% 1/25/24 1,475 1,515
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K038 2.604% 10/25/23 4,034 3,998
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K038 3.389% 3/25/24 19,450 19,890
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K039 2.683% 12/25/23 2,911 2,895
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K039 3.303% 7/25/24 10,850 11,048
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K040 2.768% 4/25/24 4,947 4,911
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K040 3.241% 9/25/24 14,400 14,611
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K041 3.171% 10/25/24 14,025 14,176
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.267% 6/25/24 2,456 2,384
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.670% 12/25/24 6,450 6,325
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K043 2.532% 10/25/23 2,513 2,480
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K043 3.062% 12/25/24 8,400 8,427
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K045 2.493% 11/25/24 5,182 5,080
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K045 3.023% 1/25/25 9,050 9,047
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K046 3.205% 3/25/25 9,175 9,269
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K047 2.827% 12/25/24 2,443 2,402
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K047 3.329% 5/25/25 6,850 6,970
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K048 3.284% 6/25/25 11,600 11,763
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K049 3.010% 7/25/25 6,350 6,325
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K050 3.334% 8/25/25 10,325 10,492

 

 

3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K052 3.151% 11/25/25 7,025 7,051
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K053 2.995% 12/25/25 4,050 4,020
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K054 2.745% 1/25/26 10,375 10,121
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K055 2.673% 3/25/26 11,200 10,855
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K056 2.525% 5/25/26 8,625 8,265
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K057 2.570% 7/25/26 15,025 14,426
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K058 2.653% 8/25/26 8,475 8,178
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K059 3.120% 9/25/26 4,000 3,995
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K060 3.300% 10/25/26 4,321 4,373
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K061 3.347% 11/25/26 9,800 9,945
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K062 3.413% 12/25/26 10,350 10,555
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K063 3.430% 1/25/27 25,950 26,418
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K064 3.224% 3/25/27 10,700 10,751
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K066 3.117% 6/25/27 8,060 8,029
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K068 3.244% 8/25/27 6,675 6,709
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K069 3.187% 9/25/27 12,000 11,938
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K070 3.303% 11/25/27 3,875 3,913
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K071 3.286% 11/25/27 5,325 5,352
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K072 3.444% 12/25/27 5,800 5,905
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K152 3.080% 1/25/31 5,800 5,652
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.294% 3/25/29 10,000 10,014
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.117% 10/25/31 8,700 8,464
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K503 1.384% 1/25/19 4,031 4,003
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K503 2.456% 8/25/19 17,225 17,187
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K504 2.566% 9/25/20 5,775 5,756
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K704 2.412% 8/25/18 2,624 2,622
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K706 2.323% 10/25/18 6,563 6,554
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K707 2.220% 12/25/18 7,650 7,631

 

 

3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K709 2.086% 3/25/19 350 349
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K710 1.883% 5/25/19 1,475 1,465
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K711 1.321% 12/25/18 2,689 2,672
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K711 1.730% 7/25/19 23,375 23,149
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K712 1.869% 11/25/19 10,814 10,698
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K713 2.313% 3/25/20 27,800 27,607
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K714 3.034% 10/25/20 23,455 23,568
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K716 2.413% 1/25/21 2,145 2,114
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K716 3.130% 6/25/21 18,645 18,812
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K717 2.991% 9/25/21 11,200 11,259
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.375% 9/25/21 10,860 10,670
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.791% 1/25/22 10,825 10,788
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates K722 2.183% 5/25/22 3,948 3,845
3,4 FHLMC Multifamily Structured Pass        
  Through Certificates KW01 2.853% 1/25/26 11,600 11,338
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K073 3.350% 1/25/28 7,175 7,225
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K074 3.600% 1/25/28 13,150 13,514
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.424% 4/25/32 2,100 2,127
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.459% 11/25/32 2,475 2,494
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K715 2.856% 1/25/21 6,180 6,189
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K720 2.716% 6/25/22 7,525 7,469
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K723 2.454% 8/25/23 7,425 7,245
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K724 3.062% 11/25/23 9,000 9,042
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K725 3.002% 1/25/24 21,090 21,113
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K725 2.946% 7/25/24 12,500 12,467
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K726 2.905% 4/25/24 11,000 10,949
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K728 3.064% 8/25/24 16,000 16,053
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.452% 9/24/24 1,250 1,270
3,4 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.590% 1/25/25 15,975 16,473
4 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 2,186 2,180

 

 

4 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 61 61
4 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 302 302
4 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 850 846
4 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 711 709
4 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 1,450 1,442
4 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 1,099 1,095
4 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 1,300 1,290
4 Ford Credit Auto Owner Trust 2017-A 1.670% 6/15/21 6,650 6,577
4 Ford Credit Auto Owner Trust 2017-A 1.920% 4/15/22 3,975 3,895
4 Ford Credit Auto Owner Trust 2017-B 1.690% 11/15/21 7,726 7,587
4 Ford Credit Auto Owner Trust 2017-B 1.870% 9/15/22 1,065 1,038
4 Ford Credit Auto Owner Trust 2017-C 2.010% 3/15/22 21,225 20,953
4 Ford Credit Floorplan Master Owner Trust        
A Series 2016-1 1.760% 2/15/21 11,400 11,309
4 Ford Credit Floorplan Master Owner Trust        
A Series 2017-2 2.160% 9/15/22 9,470 9,334
4 Ford Credit Floorplan Master Owner Trust        
A Series 2017-3 2.480% 9/15/24 9,800 9,619
4 Ford Credit Floorplan Master Owner Trust        
A Series 2018-1 2.950% 5/15/23 13,125 13,145
4 Ford Credit Floorplan Master Owner Trust        
A Series 2018-2 3.170% 3/15/25 11,925 11,939
4 GM Financial Automobile Leasing Trust        
2015-2 1.850% 7/22/19 1,328 1,327
4 GM Financial Automobile Leasing Trust        
2015-3 1.690% 3/20/19 835 834
4 GM Financial Automobile Leasing Trust        
2015-3 1.810% 11/20/19 2,975 2,969
4 GM Financial Automobile Leasing Trust        
2016-1 1.790% 3/20/20 5,825 5,804
4 GM Financial Automobile Leasing Trust        
2016-2 1.620% 9/20/19 4,631 4,615
4 GM Financial Automobile Leasing Trust        
2016-3 1.610% 12/20/19 4,100 4,076
4 GM Financial Automobile Leasing Trust        
2018-1 2.610% 1/20/21 7,375 7,355
4 GM Financial Automobile Leasing Trust        
2018-1 2.680% 12/20/21 1,575 1,568
4 GS Mortgage Securities Corporation II        
2013-GC10 2.943% 2/10/46 4,077 4,025
4 GS Mortgage Securities Corporation II        
2013-GC10 3.279% 2/10/46 1,529 1,519
4 GS Mortgage Securities Corporation II        
2015-GC30 2.726% 5/10/50 4,025 4,000
4 GS Mortgage Securities Corporation II        
2015-GC30 3.382% 5/10/50 5,700 5,667
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 3,220 3,279
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 12,453 12,608
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 7,091 7,150
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 5,518 5,428
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 5,682 5,657
4 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 1,792 1,772
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 1,546 1,546
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,470 1,507
4 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 7,350 7,700
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 2,258 2,262
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 1,100 1,123

 

 

4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,525 1,599
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 10,725 11,123
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 1,975 2,055
4 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 2,225 2,254
4 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 500 505
4 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,950 2,001
4 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 7,125 7,352
4 GS Mortgage Securities Trust 2014-GC24 4.508% 9/10/47 1,675 1,737
4 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,850 1,850
4 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 3,400 3,430
4 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 11,450 11,589
4 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 2,000 2,028
4 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,700 1,724
4 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 6,200 6,171
4 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 5,775 5,850
4 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 2,275 2,319
4 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 5,900 5,916
4 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 5,600 5,616
4 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 4,425 4,290
4 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 11,450 10,940
4 GS Mortgage Securities Trust 2016-GS4 3.442% 11/10/49 3,950 3,943
4 GS Mortgage Securities Trust 2016-GS4 3.645% 11/10/49 2,925 2,929
4 GS Mortgage Securities Trust 2017-GS5 3.674% 3/10/50 8,350 8,459
4 GS Mortgage Securities Trust 2017-GS5 3.826% 3/10/50 3,350 3,377
4 GS Mortgage Securities Trust 2017-GS6 3.433% 5/10/50 8,250 8,199
4 GS Mortgage Securities Trust 2017-GS7 3.430% 8/10/50 13,194 13,074
4 GS Mortgage Securities Trust 2017-GS7 3.663% 8/10/50 3,519 3,518
4 Honda Auto Receivables 2015-1 Owner        
Trust 1.320% 11/16/20 2,722 2,721
4 Honda Auto Receivables 2015-2 Owner        
Trust 1.040% 2/21/19 186 186
4 Honda Auto Receivables 2015-2 Owner        
Trust 1.470% 8/23/21 2,500 2,493
4 Honda Auto Receivables 2015-3 Owner        
Trust 1.270% 4/18/19 656 655
4 Honda Auto Receivables 2015-3 Owner        
Trust 1.560% 10/18/21 1,150 1,145
4 Honda Auto Receivables 2015-4 Owner        
Trust 1.230% 9/23/19 3,198 3,185
4 Honda Auto Receivables 2015-4 Owner        
Trust 1.440% 1/21/22 1,600 1,584
4 Honda Auto Receivables 2017-2 Owner        
Trust 1.680% 8/16/21 8,389 8,264
4 Honda Auto Receivables 2017-2 Owner        
Trust 1.870% 9/15/23 1,864 1,825
4 Honda Auto Receivables 2017-4 Owner        
Trust 2.050% 11/22/21 5,850 5,797
4 Honda Auto Receivables 2018-1 Owner        
Trust 2.640% 2/15/22 13,500 13,500
4 Honda Auto Receivables 2018-1 Owner        
Trust 2.830% 5/15/24 3,575 3,569
4 Huntington Auto Trust 2015-1 1.240% 9/16/19 670 669
4 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 242 242
4 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 1,431 1,427
4 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 1,129 1,125
4 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 1,500 1,487
4 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,800 1,790

 

 

4 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 4,850 4,771
4 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 3,625 3,517
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 8,028 8,109
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 6,379 6,288
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 7,490 7,570
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 3,750 3,693
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,314 2,301
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,735 1,720
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,600 1,626
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 2,300 2,360
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 9,174 9,566
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,600 1,672
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.949% 12/15/46 1,600 1,684
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 11,478 11,312
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 2,250 2,252
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 850 870
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2015-JP1 3.914% 1/15/49 4,600 4,720
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 14,325 13,625
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.648% 12/15/49 5,800 5,866
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.870% 12/15/49 4,650 4,697
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.050% 7/15/50 5,700 5,684
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.490% 7/15/50 3,000 2,982
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.744% 7/15/50 4,500 4,498
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,776 1,807
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.031% 7/15/45 1,184 1,212
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 1,680 1,711
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 4,470 4,652
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 1,260 1,308
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 1,719 1,721

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 420 427
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 2,940 3,061
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 1,680 1,750
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 1,134 1,136
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,650 1,681
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 5,500 5,740
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 1,100 1,146
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.882% 1/15/47 1,650 1,730
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 6,590 6,840
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 1,173 1,223
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.830% 2/15/47 1,422 1,480
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 2,196 2,202
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 2,800 2,840
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 2,800 2,907
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 2,225 2,293
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 1,411 1,427
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 1,375 1,405
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 850 868
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 8,325 8,509
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 2,225 2,272
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 4,175 4,297
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 2,462 2,533
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 2,850 2,854
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 2,275 2,302
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 4,125 4,176
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 9,975 10,110
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 2,775 2,834
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 5,725 5,735

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 17,150 17,184
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 2,875 2,892
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 2,875 2,854
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 4,695 4,682
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 5,715 5,688
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.179% 2/15/48 3,048 3,009
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 5,725 5,715
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.227% 10/15/48 6,775 6,666
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,725 1,706
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 5,000 4,996
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,963 2,978
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 4,650 4,710
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 5,775 5,862
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 5,675 5,793
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 2,900 2,994
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 2,772 2,816
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 2,960 3,016
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 5,875 5,924
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 5,875 5,925
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 4,230 4,300
4 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 4,675 4,677
4 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.723% 3/15/50 17,175 17,390
4 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.876% 3/15/50 3,200 3,233
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 4,400 4,279
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 2,050 2,016
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.694% 3/15/50 14,250 14,397
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.858% 3/15/50 5,600 5,634
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.409% 10/15/50 3,850 3,799

 

 

4 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.713% 10/15/50 2,400 2,403
4 LB-UBS Commercial Mortgage Trust 2008-        
C1 6.319% 4/15/41 239 239
4 Mercedes-Benz Auto Lease Trust 2017-A 1.790% 4/15/20 5,525 5,489
4 Mercedes-Benz Auto Lease Trust 2017-A 2.010% 1/17/23 3,700 3,666
4 Mercedes-Benz Auto Lease Trust 2018-A 2.410% 2/16/21 4,775 4,757
4 Mercedes-Benz Auto Lease Trust 2018-A 2.510% 10/16/23 800 795
4 Mercedes-Benz Auto Receivables Trust        
2015-1 1.340% 12/16/19 1,156 1,152
4 Mercedes-Benz Auto Receivables Trust        
2015-1 1.750% 12/15/21 1,175 1,166
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C5 3.176% 8/15/45 3,025 3,030
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C6 2.858% 11/15/45 3,000 2,959
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C10 4.082% 7/15/46 8,000 8,323
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.167% 8/15/46 1,680 1,751
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.367% 8/15/46 840 871
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 3.001% 10/15/46 2,340 2,345
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 4.259% 10/15/46 3,915 4,100
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 2.936% 11/15/46 1,750 1,752
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.039% 11/15/46 3,500 3,632
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.738% 11/15/46 1,750 1,836
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 2.918% 2/15/46 3,011 2,970
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 3.214% 2/15/46 599 592
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.134% 12/15/48 3,475 3,463
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.376% 12/15/48 1,800 1,791
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.102% 5/15/46 3,475 3,441
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.456% 5/15/46 2,150 2,153
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 2.916% 2/15/47 1,946 1,950
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 3.669% 2/15/47 4,695 4,774
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.064% 2/15/47 4,475 4,634
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.633% 2/15/47 1,600 1,689
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 2.849% 6/15/47 850 851
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.477% 6/15/47 1,125 1,144

 

 

4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.892% 6/15/47 4,200 4,312
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 4.322% 6/15/47 1,675 1,729
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.194% 10/15/47 5,000 5,030
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.923% 10/15/47 1,400 1,439
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 4.432% 10/15/47 1,675 1,735
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.101% 12/15/47 5,700 5,730
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.326% 12/15/47 3,925 3,955
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.526% 12/15/47 5,050 5,084
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.069% 2/15/48 2,875 2,882
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.249% 2/15/48 10,125 10,045
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C21 3.338% 3/15/48 2,500 2,483
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.040% 4/15/48 5,725 5,684
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.306% 4/15/48 4,500 4,473
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.883% 4/15/48 2,875 2,902
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 2.982% 7/15/50 2,900 2,886
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.398% 7/15/50 1,750 1,761
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.719% 7/15/50 5,775 5,889
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.383% 10/15/48 6,550 6,628
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.635% 10/15/48 3,475 3,526
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.323% 10/15/48 3,825 3,857
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.531% 10/15/48 4,325 4,345
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.557% 12/15/47 2,950 2,982
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.753% 12/15/47 3,500 3,560
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.288% 1/15/49 4,175 4,194
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.544% 1/15/49 11,975 12,073
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.140% 5/15/49 2,200 2,178
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.325% 5/15/49 1,250 1,242
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C30 2.860% 9/15/49 11,700 11,176

 

 

4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C31 3.102% 11/15/49 14,200 13,734
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.720% 12/15/49 11,600 11,819
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.994% 12/15/49 4,625 4,734
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.599% 5/15/50 8,150 8,237
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.852% 5/15/50 5,200 5,241
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C34 3.276% 11/15/52 5,725 5,630
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C34 3.536% 11/15/52 8,325 8,337
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 284 282
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 7,000 7,004
4 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 2,900 2,924
4 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 4,100 4,173
4 Morgan Stanley Capital I Trust 2016-BNK2 3.049% 11/15/49 5,850 5,639
4 Morgan Stanley Capital I Trust 2016-BNK2 3.282% 11/15/49 4,707 4,549
4 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 11,700 11,069
4 Morgan Stanley Capital I Trust 2016-UB12 3.778% 12/15/49 5,000 5,028
4 Morgan Stanley Capital I Trust 2016-        
UBS12 3.596% 12/15/49 11,625 11,653
4 Morgan Stanley Capital I Trust 2017-H1 3.530% 6/15/50 7,500 7,494
9 National Australia Bank Ltd. 2.250% 3/16/21 16,000 15,707
4 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 5,250 5,209
4 Nissan Auto Lease Trust 2017-B 2.050% 9/15/20 3,800 3,766
4 Nissan Auto Lease Trust 2017-B 2.170% 12/15/21 1,000 989
4 Nissan Auto Receivables 2013-C Owner        
Trust 1.300% 6/15/20 167 167
4 Nissan Auto Receivables 2014-A Owner        
Trust 1.340% 8/17/20 490 490
4 Nissan Auto Receivables 2014-B Owner        
Trust 1.110% 5/15/19 134 134
4 Nissan Auto Receivables 2015-A Owner        
Trust 1.050% 10/15/19 817 815
4 Nissan Auto Receivables 2015-B Owner        
Trust 1.340% 3/16/20 1,637 1,630
4 Nissan Auto Receivables 2015-B Owner        
Trust 1.790% 1/17/22 1,750 1,732
4 Nissan Auto Receivables 2015-C Owner        
Trust 1.370% 5/15/20 1,215 1,208
4 Nissan Auto Receivables 2015-C Owner        
Trust 1.670% 2/15/22 2,975 2,935
4 Nissan Auto Receivables 2016-B Owner        
Trust 1.540% 10/17/22 2,500 2,444
4 Nissan Auto Receivables 2016-C Owner        
Trust 1.180% 1/15/21 5,125 5,063
4 Nissan Auto Receivables 2016-C Owner        
Trust 1.380% 1/17/23 4,250 4,131
4 Nissan Auto Receivables 2017-B Owner        
Trust 1.750% 10/15/21 7,550 7,426
4 Nissan Auto Receivables 2017-B Owner        
Trust 1.950% 10/16/23 3,469 3,385
4 Nissan Auto Receivables 2018-A Owner        
Trust 2.650% 5/16/22 7,025 7,008

 

 

4 Nissan Auto Receivables 2018-A Owner        
Trust 2.890% 6/17/24 5,300 5,310
4 Nissan Master Owner Trust Receivables        
Series 2016-A 1.540% 6/15/21 5,750 5,673
Royal Bank of Canada 2.200% 9/23/19 19,475 19,423
Royal Bank of Canada 2.100% 10/14/20 57,900 56,831
4 Royal Bank of Canada 1.875% 2/5/21 8,625 8,488
Royal Bank of Canada 2.300% 3/22/21 8,750 8,648
4 Santander Drive Auto Receivables Trust        
2017-3 1.870% 6/15/21 5,390 5,353
4 Santander Drive Auto Receivables Trust        
2018-1 2.320% 8/16/21 2,075 2,063
4 SG Commercial Mortgage Securities Trust        
2016-C5 3.055% 10/10/48 9,000 8,669
4 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 3,375 3,374
4 Synchrony Credit Card Master Note Trust        
2016-2 2.210% 5/15/24 21,306 20,813
4 Synchrony Credit Card Master Note Trust        
2016-3 1.580% 9/15/22 8,550 8,424
4 Synchrony Credit Card Master Note Trust        
2017-2 2.620% 10/15/25 9,050 8,870
4 Synchrony Credit Card Master Note Trust        
2018-1 2.970% 3/15/24 15,750 15,789
4 Synchrony Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 6,545 6,465
4 TIAA Seasoned Commercial Mortgage        
Trust 2007-C4 5.477% 8/15/39 405 404
9 Toronto-Dominion Bank 2.250% 3/15/21 13,400 13,170
9 Toronto-Dominion Bank 2.500% 1/18/22 15,000 14,763
4 Toyota Auto Receivables 2015-B Owner        
Trust 1.270% 5/15/19 1,302 1,300
4 Toyota Auto Receivables 2015-B Owner        
Trust 1.740% 9/15/20 5,200 5,174
4 Toyota Auto Receivables 2015-C Owner        
Trust 1.340% 6/17/19 1,206 1,204
4 Toyota Auto Receivables 2015-C Owner        
Trust 1.690% 12/15/20 5,000 4,974
4 Toyota Auto Receivables 2016-B Owner        
Trust 1.300% 4/15/20 2,219 2,205
4 Toyota Auto Receivables 2016-B Owner        
Trust 1.520% 8/16/21 3,575 3,520
4 Toyota Auto Receivables 2016-C Owner        
Trust 1.140% 8/17/20 4,411 4,374
4 Toyota Auto Receivables 2016-C Owner        
Trust 1.320% 11/15/21 2,525 2,463
4 Toyota Auto Receivables 2017-D Owner        
Trust 1.930% 1/18/22 12,750 12,561
4 Toyota Auto Receivables 2018-A Owner        
Trust 2.350% 5/16/22 7,350 7,296
4 Toyota Auto Receivables 2018-A Owner        
Trust 2.520% 5/15/23 2,350 2,325
4 UBS Commercial Mortgage Trust 2017-C1 3.460% 6/15/50 10,100 9,999
4 UBS Commercial Mortgage Trust 2017-C1 3.724% 6/15/50 4,800 4,772
4 UBS Commercial Mortgage Trust 2017-C2 3.487% 8/15/50 8,050 7,983
4 UBS Commercial Mortgage Trust 2017-C2 3.740% 8/15/50 2,150 2,150
4 UBS Commercial Mortgage Trust 2017-C3 3.426% 8/15/50 9,700 9,586

 

 

4 UBS Commercial Mortgage Trust 2017-C3 3.739% 8/15/50 4,050 4,058
4 UBS Commercial Mortgage Trust 2017-C4 3.301% 10/15/50 6,450 6,351
4 UBS Commercial Mortgage Trust 2017-C4 3.563% 10/15/50 8,050 8,048
4 UBS Commercial Mortgage Trust 2017-C4 3.836% 10/15/50 3,562 3,554
4 UBS Commercial Mortgage Trust 2017-C5 3.474% 11/15/50 5,325 5,260
4 UBS Commercial Mortgage Trust 2017-C7 3.679% 12/15/50 8,225 8,238
4 UBS Commercial Mortgage Trust 2017-C7 4.061% 12/15/50 4,375 4,471
4 UBS Commercial Mortgage Trust 2018-C8 3.720% 2/15/51 7,900 8,015
4 UBS Commercial Mortgage Trust 2018-C8 3.983% 2/15/51 15,850 16,254
4 UBS Commercial Mortgage Trust 2018-C8 4.215% 2/15/51 4,225 4,371
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 4,636 4,624
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 7,716 7,715
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 1,150 1,156
4 UBS-Barclays Commercial Mortgage Trust        
2018-C9 4.117% 3/15/51 15,800 16,353
4 Volkswagen Auto Loan Enhanced Trust        
2014-2 1.390% 5/20/21 2,335 2,332
4 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 9,533 9,415
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,636 1,637
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 1,125 1,140
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 9,925 10,137
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 550 555
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 3,400 3,410
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,961 1,971
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 4,000 4,002
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 5,650 5,648
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 2,850 2,867
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 5,725 5,682
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 3,150 3,087
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 2,275 2,269
4 Wells Fargo Commercial Mortgage Trust        
2015-C27 3.190% 2/15/48 14,150 13,965
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 8,500 8,514
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,619 1,628
4 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 5,800 5,853
4 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.637% 6/15/48 8,500 8,565

 

 

4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,536 1,523
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 14,401 14,112
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 2,850 2,822
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 2,350 2,387
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 3,425 3,512
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 2,925 3,052
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 2,425 2,419
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 4,200 4,163
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 2,275 2,228
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 4,700 4,794
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 2,950 3,007
4 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 9/15/48 10,375 10,541
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 7,850 7,349
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,800 1,728
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 3,084 3,086
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 6,700 6,704
4 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 2,350 2,330
4 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 4,700 4,568
4 Wells Fargo Commercial Mortgage Trust        
2016-C37 3.794% 12/15/49 4,675 4,747
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 5,275 5,151
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 9,053 8,646
4 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.453% 7/15/50 11,445 11,312
4 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.665% 7/15/50 3,243 3,197
4 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.418% 9/15/50 9,675 9,528
4 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.702% 9/15/50 5,375 5,366
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.317% 10/15/50 5,350 5,259
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.581% 10/15/50 8,025 8,060
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.854% 10/15/50 2,150 2,175

 

 

4 Wells Fargo Commercial Mortgage Trust        
2017-C41 3.472% 11/15/50 13,300 13,143
4 Wells Fargo Commercial Mortgage Trust        
2017-RB1 3.635% 3/15/50 8,600 8,631
4 Wells Fargo Commercial Mortgage Trust        
2017-RC1 3.631% 1/15/60 8,500 8,566
4 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.012% 3/15/51 15,825 16,424
4 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.152% 3/15/51 2,742 2,850
4 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 10,900 10,740
4 WFRBS Commercial Mortgage Trust 2012-        
C6 3.440% 4/15/45 7,425 7,497
4 WFRBS Commercial Mortgage Trust 2012-        
C7 3.431% 6/15/45 4,975 5,014
4 WFRBS Commercial Mortgage Trust 2012-        
C7 4.090% 6/15/45 4,400 4,492
4 WFRBS Commercial Mortgage Trust 2012-        
C8 3.001% 8/15/45 3,100 3,083
4 WFRBS Commercial Mortgage Trust 2012-        
C9 2.870% 11/15/45 6,091 5,999
4 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 4,148 4,115
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,733 1,728
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 820 823
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 3,436 3,394
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 673 667
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 6,000 6,014
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 3,000 2,990
4 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 1,120 1,144
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 4,470 4,647
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 1,120 1,159
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 850 852
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,250 1,284
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,250 1,316
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,100 2,208
4 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 1,150 1,151
4 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 1,150 1,169
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 1,450 1,499

 

 

4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 1,150 1,186
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 1,150 1,202
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 1,127 1,130
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 2,300 2,342
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 5,010 5,226
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 575 599
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.658% 12/15/46 862 918
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 3,079 3,082
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,750 1,765
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 2,350 2,448
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.623% 3/15/46 575 611
4 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 57 57
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 950 966
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 1,250 1,267
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 2,825 2,929
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 950 985
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 1,100 1,104
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 1,100 1,120
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.723% 5/15/47 3,500 3,565
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,675 1,727
4 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,675 1,715
4 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 4,000 4,058
4 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 8,200 8,346
4 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,675 1,688
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 3,143 3,203
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 1,675 1,721
4 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 1,125 1,170
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.428% 11/15/47 2,860 2,861

 

 

4 WFRBS Commercial Mortgage Trust 2014-        
  C24 3.607% 11/15/47 2,860 2,884
4 WFRBS Commercial Mortgage Trust 2014-        
  LC14 2.862% 3/15/47 1,088 1,090
4 WFRBS Commercial Mortgage Trust 2014-        
  LC14 3.522% 3/15/47 2,800 2,837
4 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.045% 3/15/47 6,720 6,947
4 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.351% 3/15/47 2,800 2,887
4 World Financial Network Credit Card        
  Master Note Trust Series 2017-C 2.310% 8/15/24 8,600 8,446
4 World Financial Network Credit Card        
  Master Note Trust Series 2018-A 3.070% 12/16/24 10,625 10,626
4 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 472 471
4 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,530 1,523
4 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 1,997 1,989
4 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 2,975 2,939
4 World Omni Automobile Lease        
  Securitization Trust 2016-A 1.610% 1/15/22 3,000 2,975
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $5,195,045)   5,112,539
Corporate Bonds (27.2%)        
Finance (8.7%)        
  Banking (6.3%)        
  American Express Co. 2.200% 10/30/20 18,850 18,570
  American Express Co. 2.500% 8/1/22 7,680 7,385
  American Express Co. 2.650% 12/2/22 10,630 10,251
  American Express Co. 3.400% 2/27/23 11,010 10,965
  American Express Co. 3.000% 10/30/24 17,822 17,090
  American Express Co. 3.625% 12/5/24 12,250 12,136
  American Express Co. 4.050% 12/3/42 2,109 2,107
  American Express Credit Corp. 1.875% 5/3/19 12,000 11,918
  American Express Credit Corp. 2.250% 8/15/19 10,375 10,328
  American Express Credit Corp. 1.700% 10/30/19 2,000 1,972
  American Express Credit Corp. 2.200% 3/3/20 16,900 16,758
  American Express Credit Corp. 2.375% 5/26/20 13,270 13,136
  American Express Credit Corp. 2.600% 9/14/20 25,747 25,511
  American Express Credit Corp. 2.250% 5/5/21 21,301 20,697
  American Express Credit Corp. 2.700% 3/3/22 37,494 36,668
  American Express Credit Corp. 3.300% 5/3/27 23,189 22,456
  Australia & New Zealand Banking Group        
  Ltd. 2.250% 6/13/19 16,800 16,699
  Australia & New Zealand Banking Group        
  Ltd. 1.600% 7/15/19 20,300 20,001
  Australia & New Zealand Banking Group        
  Ltd. 2.050% 9/23/19 4,550 4,506
  Australia & New Zealand Banking Group        
  Ltd. 2.125% 8/19/20 7,500 7,334
  Australia & New Zealand Banking Group        
  Ltd. 2.250% 11/9/20 14,000 13,730
  Australia & New Zealand Banking Group        
  Ltd. 2.700% 11/16/20 14,275 14,123
  Australia & New Zealand Banking Group        
  Ltd. 2.300% 6/1/21 7,600 7,413
  Australia & New Zealand Banking Group        
  Ltd. 2.550% 11/23/21 7,000 6,837

 

 

  Australia & New Zealand Banking Group        
  Ltd. 2.625% 5/19/22 12,000 11,692
  Australia & New Zealand Banking Group        
  Ltd. 2.625% 11/9/22 14,000 13,586
  Australia & New Zealand Banking Group        
  Ltd. 3.700% 11/16/25 12,425 12,562
  Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 16,294 16,200
  Banco Santander SA 3.500% 4/11/22 150 149
  Banco Santander SA 3.125% 2/23/23 10,000 9,704
  Banco Santander SA 5.179% 11/19/25 23,608 24,642
  Banco Santander SA 4.250% 4/11/27 1,000 994
  Banco Santander SA 3.800% 2/23/28 5,006 4,816
  Bancolombia SA 5.950% 6/3/21 9,049 9,596
  Bank of America Corp. 2.650% 4/1/19 4,072 4,070
  Bank of America Corp. 2.250% 4/21/20 24,435 24,037
  Bank of America Corp. 5.625% 7/1/20 3 3
  Bank of America Corp. 2.625% 10/19/20 25,336 25,102
  Bank of America Corp. 2.151% 11/9/20 5,238 5,126
  Bank of America Corp. 5.875% 1/5/21 500 536
  Bank of America Corp. 2.625% 4/19/21 13,710 13,502
  Bank of America Corp. 5.000% 5/13/21 — —
4 Bank of America Corp. 2.369% 7/21/21 22,695 22,314
4 Bank of America Corp. 2.328% 10/1/21 31,450 30,752
4 Bank of America Corp. 2.738% 1/23/22 19,958 19,637
  Bank of America Corp. 5.700% 1/24/22 150 163
  Bank of America Corp. 2.503% 10/21/22 19,275 18,491
  Bank of America Corp. 3.300% 1/11/23 59,679 59,424
4 Bank of America Corp. 3.124% 1/20/23 5,678 5,621
4 Bank of America Corp. 2.881% 4/24/23 28,325 27,733
4 Bank of America Corp. 2.816% 7/21/23 46,108 44,882
  Bank of America Corp. 4.100% 7/24/23 12,592 12,981
4,9 Bank of America Corp. 3.004% 12/20/23 146,891 143,526
  Bank of America Corp. 4.125% 1/22/24 34,290 35,230
4 Bank of America Corp. 3.550% 3/5/24 12,605 12,634
  Bank of America Corp. 4.000% 4/1/24 13,701 13,952
  Bank of America Corp. 4.200% 8/26/24 43,451 43,895
  Bank of America Corp. 4.000% 1/22/25 49,353 49,166
  Bank of America Corp. 3.950% 4/21/25 42,746 42,167
4 Bank of America Corp. 3.093% 10/1/25 34,158 32,756
4 Bank of America Corp. 3.366% 1/23/26 13,300 12,946
  Bank of America Corp. 4.450% 3/3/26 33,027 33,592
  Bank of America Corp. 3.500% 4/19/26 9,445 9,254
  Bank of America Corp. 4.250% 10/22/26 12,033 12,090
  Bank of America Corp. 3.248% 10/21/27 32,196 30,330
  Bank of America Corp. 4.183% 11/25/27 21,475 21,274
4 Bank of America Corp. 3.824% 1/20/28 25,980 25,598
4 Bank of America Corp. 3.705% 4/24/28 16,117 15,839
4 Bank of America Corp. 3.593% 7/21/28 31,708 30,632
4,9 Bank of America Corp. 3.419% 12/20/28 76,926 73,634
4 Bank of America Corp. 3.970% 3/5/29 20,000 19,978
  Bank of America Corp. 6.110% 1/29/37 12,549 15,023
4 Bank of America Corp. 4.244% 4/24/38 22,358 22,780
  Bank of America Corp. 7.750% 5/14/38 19,966 27,702
  Bank of America Corp. 5.875% 2/7/42 34,883 43,325
  Bank of America Corp. 5.000% 1/21/44 30,846 34,448
  Bank of America Corp. 4.875% 4/1/44 15,251 16,819
  Bank of America Corp. 4.750% 4/21/45 1,500 1,583

 

 

4 Bank of America Corp. 4.443% 1/20/48 3,525 3,649
4 Bank of America Corp. 3.946% 1/23/49 17,075 16,313
Bank of America NA 6.000% 10/15/36 9,955 12,364
Bank of Montreal 1.500% 7/18/19 16,575 16,335
Bank of Montreal 2.100% 12/12/19 4,150 4,109
Bank of Montreal 2.100% 6/15/20 5,100 5,009
Bank of Montreal 1.900% 8/27/21 16,375 15,714
Bank of Montreal 2.550% 11/6/22 25,535 24,647
4 Bank of Montreal 3.803% 12/15/32 24,050 22,774
Bank of New York Mellon Corp. 2.200% 5/15/19 375 374
Bank of New York Mellon Corp. 5.450% 5/15/19 5,535 5,703
Bank of New York Mellon Corp. 2.300% 9/11/19 15,750 15,630
Bank of New York Mellon Corp. 4.600% 1/15/20 6,200 6,384
Bank of New York Mellon Corp. 2.150% 2/24/20 5,000 4,933
Bank of New York Mellon Corp. 2.600% 8/17/20 5,125 5,083
Bank of New York Mellon Corp. 2.450% 11/27/20 6,850 6,743
Bank of New York Mellon Corp. 2.500% 4/15/21 14,514 14,242
Bank of New York Mellon Corp. 2.050% 5/3/21 25,328 24,580
Bank of New York Mellon Corp. 3.550% 9/23/21 4,505 4,567
Bank of New York Mellon Corp. 2.600% 2/7/22 10,971 10,767
Bank of New York Mellon Corp. 2.950% 1/29/23 10,000 9,838
4 Bank of New York Mellon Corp. 2.661% 5/16/23 12,160 11,819
Bank of New York Mellon Corp. 2.200% 8/16/23 10,299 9,655
Bank of New York Mellon Corp. 3.650% 2/4/24 6,787 6,855
Bank of New York Mellon Corp. 3.400% 5/15/24 1,070 1,068
Bank of New York Mellon Corp. 3.250% 9/11/24 13,790 13,621
Bank of New York Mellon Corp. 3.000% 2/24/25 5,753 5,543
Bank of New York Mellon Corp. 2.800% 5/4/26 6,271 5,882
Bank of New York Mellon Corp. 2.450% 8/17/26 6,381 5,788
Bank of New York Mellon Corp. 3.250% 5/16/27 22,248 21,426
Bank of New York Mellon Corp. 3.400% 1/29/28 7,445 7,272
4 Bank of New York Mellon Corp. 3.442% 2/7/28 7,225 7,089
Bank of New York Mellon Corp. 3.000% 10/30/28 5,100 4,695
Bank of New York Mellon Corp. 3.300% 8/23/29 4,200 3,946
Bank of Nova Scotia 2.050% 6/5/19 10,800 10,699
Bank of Nova Scotia 1.650% 6/14/19 17,405 17,188
Bank of Nova Scotia 2.150% 7/14/20 200 196
Bank of Nova Scotia 2.350% 10/21/20 22,500 22,145
Bank of Nova Scotia 4.375% 1/13/21 1,811 1,870
Bank of Nova Scotia 2.800% 7/21/21 37,938 37,710
Bank of Nova Scotia 2.700% 3/7/22 12,510 12,283
Bank of Nova Scotia 2.450% 9/19/22 1,570 1,515
Bank of Nova Scotia 4.500% 12/16/25 31,755 32,409
Bank One Capital III 8.750% 9/1/30 1,100 1,560
Bank One Corp. 7.625% 10/15/26 1,980 2,447
Bank One Corp. 8.000% 4/29/27 1,500 1,939
Barclays Bank plc 5.140% 10/14/20 1,435 1,480
Barclays Bank plc 2.650% 1/11/21 7,300 7,201
Barclays plc 2.750% 11/8/19 14,373 14,252
Barclays plc 2.875% 6/8/20 15,050 14,924
Barclays plc 3.250% 1/12/21 21,565 21,467
Barclays plc 3.200% 8/10/21 21,350 21,088
Barclays plc 3.684% 1/10/23 26,615 26,362
Barclays plc 4.375% 9/11/24 18,800 18,368
Barclays plc 3.650% 3/16/25 32,290 31,071
Barclays plc 4.375% 1/12/26 24,151 24,263
Barclays plc 5.200% 5/12/26 18,600 18,767

 

 

Barclays plc 4.337% 1/10/28 24,212 23,970
Barclays plc 4.836% 5/9/28 22,247 21,781
Barclays plc 5.250% 8/17/45 7,730 8,165
Barclays plc 4.950% 1/10/47 14,013 14,261
BB&T Corp. 2.050% 6/19/18 11,955 11,947
BB&T Corp. 6.850% 4/30/19 8,193 8,546
BB&T Corp. 5.250% 11/1/19 10,240 10,606
BB&T Corp. 2.450% 1/15/20 14,620 14,484
BB&T Corp. 2.150% 2/1/21 7,375 7,216
BB&T Corp. 2.050% 5/10/21 15,261 14,803
BB&T Corp. 2.750% 4/1/22 6,350 6,214
BB&T Corp. 2.850% 10/26/24 6,832 6,544
BNP Paribas SA 2.375% 5/21/20 7,003 6,925
BNP Paribas SA 5.000% 1/15/21 40,606 42,745
BNP Paribas SA 3.250% 3/3/23 21,285 21,137
BNP Paribas SA 4.250% 10/15/24 2,500 2,524
BPCE SA 2.500% 7/15/19 5,750 5,723
BPCE SA 2.250% 1/27/20 4,700 4,631
BPCE SA 2.650% 2/3/21 7,707 7,605
BPCE SA 2.750% 12/2/21 8,920 8,736
9 BPCE SA 3.000% 5/22/22 5,500 5,386
BPCE SA 4.000% 4/15/24 21,067 21,322
BPCE SA 3.375% 12/2/26 4,700 4,552
Branch Banking & Trust Co. 1.450% 5/10/19 9,525 9,386
Branch Banking & Trust Co. 2.100% 1/15/20 14,725 14,518
Branch Banking & Trust Co. 2.250% 6/1/20 17,925 17,622
Branch Banking & Trust Co. 2.850% 4/1/21 385 383
Branch Banking & Trust Co. 2.625% 1/15/22 9,500 9,270
Branch Banking & Trust Co. 3.625% 9/16/25 18,853 18,734
Branch Banking & Trust Co. 3.800% 10/30/26 3,025 3,033
Canadian Imperial Bank of Commerce 1.600% 9/6/19 8,730 8,595
Canadian Imperial Bank of Commerce 2.100% 10/5/20 12,400 12,125
Canadian Imperial Bank of Commerce 2.700% 2/2/21 9,800 9,669
Canadian Imperial Bank of Commerce 2.550% 6/16/22 19,752 19,194
Capital One Bank USA NA 2.300% 6/5/19 9,325 9,261
Capital One Bank USA NA 8.800% 7/15/19 5,975 6,398
Capital One Bank USA NA 3.375% 2/15/23 27,453 26,739
Capital One Financial Corp. 2.450% 4/24/19 10,394 10,336
Capital One Financial Corp. 2.500% 5/12/20 15,900 15,651
Capital One Financial Corp. 2.400% 10/30/20 7,000 6,860
Capital One Financial Corp. 4.750% 7/15/21 3,963 4,133
Capital One Financial Corp. 3.050% 3/9/22 1,385 1,361
Capital One Financial Corp. 3.200% 1/30/23 14,085 13,705
Capital One Financial Corp. 3.500% 6/15/23 4,510 4,451
Capital One Financial Corp. 3.750% 4/24/24 7,828 7,800
Capital One Financial Corp. 3.300% 10/30/24 10,050 9,699
Capital One Financial Corp. 3.200% 2/5/25 1,735 1,663
Capital One Financial Corp. 4.200% 10/29/25 10,885 10,772
Capital One Financial Corp. 3.750% 7/28/26 11,520 10,907
Capital One Financial Corp. 3.750% 3/9/27 8,055 7,753
Capital One Financial Corp. 3.800% 1/31/28 16,311 15,783
Capital One NA 2.400% 9/5/19 8,535 8,455
Capital One NA 1.850% 9/13/19 7,150 7,024
Capital One NA 2.350% 1/31/20 14,825 14,577
Capital One NA 2.950% 7/23/21 9,181 9,072
Capital One NA 2.250% 9/13/21 16,900 16,256
Capital One NA 2.650% 8/8/22 15,250 14,703

 

 

  Citibank NA 1.850% 9/18/19 22,025 21,723
  Citibank NA 2.100% 6/12/20 15,750 15,427
  Citibank NA 2.125% 10/20/20 47,301 46,186
  Citibank NA 2.850% 2/12/21 13,000 12,890
4,9 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 10,588 11,432
  Citigroup Inc. 1.750% 5/1/18 21,947 21,936
  Citigroup Inc. 2.550% 4/8/19 16,555 16,516
  Citigroup Inc. 2.050% 6/7/19 9,975 9,881
  Citigroup Inc. 2.500% 7/29/19 2,675 2,663
  Citigroup Inc. 2.450% 1/10/20 16,425 16,263
  Citigroup Inc. 2.400% 2/18/20 18,315 18,104
  Citigroup Inc. 5.375% 8/9/20 11,673 12,261
  Citigroup Inc. 2.650% 10/26/20 28,948 28,590
  Citigroup Inc. 2.700% 3/30/21 39,335 38,765
  Citigroup Inc. 2.350% 8/2/21 7,128 6,907
  Citigroup Inc. 2.900% 12/8/21 45,878 45,105
  Citigroup Inc. 4.500% 1/14/22 35,933 37,223
  Citigroup Inc. 2.750% 4/25/22 2,800 2,726
  Citigroup Inc. 4.050% 7/30/22 10,570 10,790
  Citigroup Inc. 2.700% 10/27/22 9,950 9,585
4 Citigroup Inc. 3.142% 1/24/23 19,550 19,304
  Citigroup Inc. 3.375% 3/1/23 5,600 5,584
  Citigroup Inc. 3.500% 5/15/23 19,623 19,381
4 Citigroup Inc. 2.876% 7/24/23 15,500 15,075
  Citigroup Inc. 3.875% 10/25/23 13,345 13,517
  Citigroup Inc. 3.750% 6/16/24 26,477 26,597
  Citigroup Inc. 4.000% 8/5/24 18,929 18,890
  Citigroup Inc. 3.875% 3/26/25 10,438 10,288
  Citigroup Inc. 3.300% 4/27/25 7,882 7,614
  Citigroup Inc. 4.400% 6/10/25 52,319 53,111
  Citigroup Inc. 5.500% 9/13/25 11,753 12,718
  Citigroup Inc. 3.700% 1/12/26 9,425 9,297
  Citigroup Inc. 4.600% 3/9/26 22,967 23,451
  Citigroup Inc. 3.400% 5/1/26 12,539 12,097
  Citigroup Inc. 3.200% 10/21/26 40,907 38,775
  Citigroup Inc. 4.450% 9/29/27 24,160 24,396
4 Citigroup Inc. 3.887% 1/10/28 8,857 8,800
4 Citigroup Inc. 3.668% 7/24/28 35,604 34,601
  Citigroup Inc. 4.125% 7/25/28 13,175 13,013
4 Citigroup Inc. 3.520% 10/27/28 24,330 23,481
  Citigroup Inc. 6.625% 6/15/32 4,370 5,319
  Citigroup Inc. 6.000% 10/31/33 7,445 8,756
  Citigroup Inc. 6.125% 8/25/36 13,964 16,606
4 Citigroup Inc. 3.878% 1/24/39 23,600 22,707
  Citigroup Inc. 8.125% 7/15/39 26,555 40,130
  Citigroup Inc. 5.875% 1/30/42 13,988 17,227
  Citigroup Inc. 6.675% 9/13/43 5,269 6,832
  Citigroup Inc. 4.950% 11/7/43 3,036 3,296
  Citigroup Inc. 5.300% 5/6/44 10,269 11,238
  Citigroup Inc. 4.650% 7/30/45 11,451 12,129
  Citigroup Inc. 4.750% 5/18/46 8,237 8,300
4 Citigroup Inc. 4.281% 4/24/48 10,433 10,504
  Citizens Bank NA 2.450% 12/4/19 4,550 4,501
  Citizens Bank NA 2.250% 3/2/20 5,000 4,917
  Citizens Bank NA 2.200% 5/26/20 12,485 12,249
  Citizens Bank NA 2.250% 10/30/20 10,000 9,751
  Citizens Bank NA 2.550% 5/13/21 7,230 7,045

 

 

Citizens Bank NA 2.650% 5/26/22 9,175 8,930
Citizens Bank NA 3.700% 3/29/23 5,000 5,003
Citizens Financial Group Inc. 2.375% 7/28/21 1,750 1,702
Citizens Financial Group Inc. 4.300% 12/3/25 6,303 6,383
Comerica Bank 4.000% 7/27/25 50 50
Comerica Inc. 2.125% 5/23/19 2,337 2,318
Commonwealth Bank of Australia 2.300% 9/6/19 17,350 17,216
Commonwealth Bank of Australia 2.400% 11/2/20 12,850 12,614
Commonwealth Bank of Australia 2.550% 3/15/21 8,395 8,251
9 Commonwealth Bank of Australia 2.750% 3/10/22 15,000 14,745
Compass Bank 2.750% 9/29/19 3,858 3,837
Compass Bank 2.875% 6/29/22 19,250 18,663
Cooperatieve Rabobank UA 2.250% 1/14/20 23,000 22,692
Cooperatieve Rabobank UA 2.500% 1/19/21 51,750 50,868
Cooperatieve Rabobank UA 2.750% 1/10/22 12,052 11,817
Cooperatieve Rabobank UA 3.875% 2/8/22 41,338 42,138
Cooperatieve Rabobank UA 3.950% 11/9/22 40,648 40,981
Cooperatieve Rabobank UA 4.625% 12/1/23 17,615 18,336
Cooperatieve Rabobank UA 3.375% 5/21/25 19,104 18,796
Cooperatieve Rabobank UA 4.375% 8/4/25 14,953 15,066
Cooperatieve Rabobank UA 3.750% 7/21/26 12,005 11,577
Cooperatieve Rabobank UA 5.250% 5/24/41 10,318 12,261
Cooperatieve Rabobank UA 5.750% 12/1/43 10,950 13,067
Cooperatieve Rabobank UA 5.250% 8/4/45 11,020 12,359
Credit Suisse AG 2.300% 5/28/19 44,109 43,823
Credit Suisse AG 5.300% 8/13/19 12,525 12,912
Credit Suisse AG 5.400% 1/14/20 8,516 8,814
Credit Suisse AG 4.375% 8/5/20 7,310 7,504
Credit Suisse AG 3.000% 10/29/21 29,194 28,861
Credit Suisse AG 3.625% 9/9/24 27,799 27,575
9 Credit Suisse Group AG 3.574% 1/9/23 10,000 9,935
9 Credit Suisse Group AG 4.282% 1/9/28 25,500 25,536
Credit Suisse Group Funding Guernsey        
Ltd. 2.750% 3/26/20 2,850 2,823
Credit Suisse Group Funding Guernsey        
Ltd. 3.125% 12/10/20 12,850 12,794
Credit Suisse Group Funding Guernsey        
Ltd. 3.450% 4/16/21 36,845 36,811
Credit Suisse Group Funding Guernsey        
Ltd. 3.800% 9/15/22 21,375 21,467
Credit Suisse Group Funding Guernsey        
Ltd. 3.800% 6/9/23 14,780 14,770
Credit Suisse Group Funding Guernsey        
Ltd. 3.750% 3/26/25 31,950 31,194
Credit Suisse Group Funding Guernsey        
Ltd. 4.550% 4/17/26 1,000 1,023
Credit Suisse Group Funding Guernsey        
Ltd. 4.875% 5/15/45 17,058 18,068
Credit Suisse USA Inc. 7.125% 7/15/32 11,221 14,944
Deutsche Bank AG 2.850% 5/10/19 9,279 9,246
Deutsche Bank AG 2.700% 7/13/20 19,000 18,622
Deutsche Bank AG 2.950% 8/20/20 7,776 7,643
Deutsche Bank AG 3.125% 1/13/21 11,907 11,733
Deutsche Bank AG 3.150% 1/22/21 15,250 15,032
Deutsche Bank AG 3.375% 5/12/21 10,979 10,859
Deutsche Bank AG 4.250% 10/14/21 20,001 20,288
Deutsche Bank AG 3.300% 11/16/22 27,156 26,390

 

 

Deutsche Bank AG 3.950% 2/27/23 25,000 24,863
Deutsche Bank AG 3.700% 5/30/24 27,739 26,796
Deutsche Bank AG 4.100% 1/13/26 8,010 7,759
Discover Bank 3.100% 6/4/20 4,597 4,579
Discover Bank 3.200% 8/9/21 4,701 4,652
Discover Bank 3.350% 2/6/23 9,000 8,839
Discover Bank 4.200% 8/8/23 17,774 18,083
Discover Bank 4.250% 3/13/26 2,675 2,701
Discover Bank 3.450% 7/27/26 8,250 7,773
Discover Financial Services 5.200% 4/27/22 1,817 1,905
Discover Financial Services 3.850% 11/21/22 9,695 9,766
Discover Financial Services 3.950% 11/6/24 5,625 5,601
Discover Financial Services 3.750% 3/4/25 5,800 5,620
Discover Financial Services 4.100% 2/9/27 6,500 6,443
Fifth Third Bancorp 2.875% 7/27/20 575 572
Fifth Third Bancorp 3.500% 3/15/22 2,751 2,761
Fifth Third Bancorp 4.300% 1/16/24 11,324 11,602
Fifth Third Bancorp 3.950% 3/14/28 7,860 7,870
Fifth Third Bancorp 8.250% 3/1/38 8,822 12,567
Fifth Third Bank 2.375% 4/25/19 11,700 11,654
Fifth Third Bank 1.625% 9/27/19 7,700 7,561
Fifth Third Bank 2.200% 10/30/20 2,900 2,827
Fifth Third Bank 2.250% 6/14/21 13,551 13,166
Fifth Third Bank 2.875% 10/1/21 7,504 7,411
Fifth Third Bank 3.850% 3/15/26 5,502 5,424
First Horizon National Corp. 3.500% 12/15/20 3,500 3,519
First Niagara Financial Group Inc. 6.750% 3/19/20 1,875 1,999
First Republic Bank 2.375% 6/17/19 4,100 4,073
First Republic Bank 2.500% 6/6/22 11,850 11,466
First Republic Bank 4.375% 8/1/46 2,375 2,365
First Republic Bank 4.625% 2/13/47 2,875 2,951
FirstMerit Bank NA 4.270% 11/25/26 5,750 5,823
Goldman Sachs Capital I 6.345% 2/15/34 12,675 15,083
Goldman Sachs Group Inc. 7.500% 2/15/19 24,562 25,535
Goldman Sachs Group Inc. 1.950% 7/23/19 3,500 3,463
Goldman Sachs Group Inc. 2.550% 10/23/19 25,544 25,407
Goldman Sachs Group Inc. 2.300% 12/13/19 23,650 23,412
Goldman Sachs Group Inc. 5.375% 3/15/20 38,801 40,440
Goldman Sachs Group Inc. 2.600% 4/23/20 21,524 21,285
Goldman Sachs Group Inc. 6.000% 6/15/20 34,979 37,000
Goldman Sachs Group Inc. 2.750% 9/15/20 22,461 22,209
Goldman Sachs Group Inc. 2.875% 2/25/21 15,650 15,464
Goldman Sachs Group Inc. 2.625% 4/25/21 22,300 21,777
Goldman Sachs Group Inc. 5.250% 7/27/21 14,769 15,642
Goldman Sachs Group Inc. 2.350% 11/15/21 19,950 19,268
Goldman Sachs Group Inc. 5.750% 1/24/22 62,388 67,449
Goldman Sachs Group Inc. 3.000% 4/26/22 37,764 37,072
4 Goldman Sachs Group Inc. 2.876% 10/31/22 53,302 52,170
Goldman Sachs Group Inc. 3.625% 1/22/23 31,109 31,201
Goldman Sachs Group Inc. 3.200% 2/23/23 14,550 14,303
4 Goldman Sachs Group Inc. 2.908% 6/5/23 24,641 23,960
4 Goldman Sachs Group Inc. 2.905% 7/24/23 24,500 23,838
Goldman Sachs Group Inc. 4.000% 3/3/24 71,721 72,561
Goldman Sachs Group Inc. 3.850% 7/8/24 13,679 13,718
Goldman Sachs Group Inc. 3.500% 1/23/25 27,144 26,608
Goldman Sachs Group Inc. 3.750% 5/22/25 128 126
4 Goldman Sachs Group Inc. 3.272% 9/29/25 40,322 38,710

 

 

Goldman Sachs Group Inc. 4.250% 10/21/25 13,620 13,669
Goldman Sachs Group Inc. 3.750% 2/25/26 30,969 30,397
Goldman Sachs Group Inc. 3.500% 11/16/26 36,235 34,813
Goldman Sachs Group Inc. 5.950% 1/15/27 9,251 10,355
Goldman Sachs Group Inc. 3.850% 1/26/27 35,168 34,599
4 Goldman Sachs Group Inc. 3.691% 6/5/28 25,550 24,884
4 Goldman Sachs Group Inc. 3.814% 4/23/29 19,435 19,019
Goldman Sachs Group Inc. 6.125% 2/15/33 28,681 34,338
Goldman Sachs Group Inc. 6.450% 5/1/36 24,716 29,944
Goldman Sachs Group Inc. 6.750% 10/1/37 40,617 50,751
4 Goldman Sachs Group Inc. 4.017% 10/31/38 30,359 29,233
Goldman Sachs Group Inc. 6.250% 2/1/41 28,852 36,538
Goldman Sachs Group Inc. 4.800% 7/8/44 29,808 31,872
Goldman Sachs Group Inc. 5.150% 5/22/45 27,669 29,699
Goldman Sachs Group Inc. 4.750% 10/21/45 6,879 7,348
HSBC Bank USA NA 4.875% 8/24/20 26,609 27,524
HSBC Bank USA NA 5.875% 11/1/34 7,490 9,211
HSBC Bank USA NA 5.625% 8/15/35 3,794 4,576
HSBC Bank USA NA 7.000% 1/15/39 7,909 11,054
HSBC Holdings plc 3.400% 3/8/21 36,300 36,510
HSBC Holdings plc 5.100% 4/5/21 41,620 43,721
HSBC Holdings plc 2.950% 5/25/21 36,328 35,938
HSBC Holdings plc 2.650% 1/5/22 31,513 30,627
HSBC Holdings plc 4.875% 1/14/22 3,760 3,950
HSBC Holdings plc 4.000% 3/30/22 12,381 12,650
4 HSBC Holdings plc 3.262% 3/13/23 18,032 17,757
HSBC Holdings plc 3.600% 5/25/23 21,900 21,916
4 HSBC Holdings plc 3.033% 11/22/23 6,850 6,684
HSBC Holdings plc 4.250% 3/14/24 30,403 30,571
HSBC Holdings plc 4.250% 8/18/25 12,107 12,043
HSBC Holdings plc 4.300% 3/8/26 39,675 40,630
HSBC Holdings plc 3.900% 5/25/26 40,250 40,155
HSBC Holdings plc 4.375% 11/23/26 16,581 16,500
4 HSBC Holdings plc 4.041% 3/13/28 32,403 32,334
HSBC Holdings plc 7.625% 5/17/32 1,946 2,530
HSBC Holdings plc 7.350% 11/27/32 2,040 2,622
HSBC Holdings plc 6.500% 5/2/36 13,304 16,487
HSBC Holdings plc 6.500% 9/15/37 33,945 42,302
HSBC Holdings plc 6.800% 6/1/38 5,699 7,330
HSBC Holdings plc 6.100% 1/14/42 6,830 8,812
HSBC Holdings plc 5.250% 3/14/44 29,003 31,726
HSBC USA Inc. 2.250% 6/23/19 6,625 6,573
HSBC USA Inc. 2.375% 11/13/19 22,150 21,925
HSBC USA Inc. 2.350% 3/5/20 16,765 16,524
HSBC USA Inc. 2.750% 8/7/20 5,225 5,176
HSBC USA Inc. 5.000% 9/27/20 8,852 9,205
HSBC USA Inc. 3.500% 6/23/24 7,350 7,310
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 4,585
Huntington Bancshares Inc. 3.150% 3/14/21 3,525 3,505
Huntington Bancshares Inc. 2.300% 1/14/22 10,168 9,733
Huntington Bancshares Inc. 4.350% 2/4/23 2,750 2,819
Huntington National Bank 2.375% 3/10/20 19,000 18,720
Huntington National Bank 2.400% 4/1/20 12,075 11,928
Huntington National Bank 2.875% 8/20/20 7,750 7,723
Huntington National Bank 2.500% 8/7/22 12,000 11,564
9 ING Bank NV 2.450% 3/16/20 20,000 19,708
ING Groep NV 3.150% 3/29/22 6,932 6,831

 

 

ING Groep NV 3.950% 3/29/27 13,967 13,818
9 Intesa Sanpaolo SPA 6.500% 2/24/21 100 108
Intesa Sanpaolo SPA 5.250% 1/12/24 26,181 27,612
JPMorgan Chase & Co. 6.300% 4/23/19 25,170 26,081
JPMorgan Chase & Co. 2.200% 10/22/19 5,161 5,107
JPMorgan Chase & Co. 2.250% 1/23/20 51,415 50,737
JPMorgan Chase & Co. 2.750% 6/23/20 50,831 50,501
JPMorgan Chase & Co. 4.400% 7/22/20 5,303 5,457
JPMorgan Chase & Co. 4.250% 10/15/20 15,190 15,614
JPMorgan Chase & Co. 2.550% 10/29/20 24,283 23,934
JPMorgan Chase & Co. 2.550% 3/1/21 21,053 20,708
JPMorgan Chase & Co. 4.625% 5/10/21 4,626 4,819
JPMorgan Chase & Co. 2.400% 6/7/21 9,195 8,993
JPMorgan Chase & Co. 2.295% 8/15/21 53,553 51,915
JPMorgan Chase & Co. 4.350% 8/15/21 25,609 26,490
JPMorgan Chase & Co. 4.500% 1/24/22 31,868 33,124
JPMorgan Chase & Co. 3.250% 9/23/22 20,782 20,656
JPMorgan Chase & Co. 2.972% 1/15/23 46,958 45,976
JPMorgan Chase & Co. 3.200% 1/25/23 50,072 49,549
4 JPMorgan Chase & Co. 2.776% 4/25/23 20,000 19,525
JPMorgan Chase & Co. 3.375% 5/1/23 28,849 28,383
JPMorgan Chase & Co. 2.700% 5/18/23 18,276 17,598
JPMorgan Chase & Co. 3.875% 2/1/24 25,292 25,738
JPMorgan Chase & Co. 3.625% 5/13/24 46,657 46,423
JPMorgan Chase & Co. 3.875% 9/10/24 32,922 32,844
JPMorgan Chase & Co. 3.125% 1/23/25 27,752 26,696
4 JPMorgan Chase & Co. 3.220% 3/1/25 21,563 20,992
JPMorgan Chase & Co. 3.900% 7/15/25 26,849 27,062
JPMorgan Chase & Co. 3.300% 4/1/26 55,805 53,921
JPMorgan Chase & Co. 3.200% 6/15/26 26,030 24,843
JPMorgan Chase & Co. 2.950% 10/1/26 28,307 26,554
JPMorgan Chase & Co. 4.125% 12/15/26 21,393 21,394
JPMorgan Chase & Co. 4.250% 10/1/27 10,907 10,989
JPMorgan Chase & Co. 3.625% 12/1/27 10,618 10,167
4 JPMorgan Chase & Co. 3.782% 2/1/28 23,606 23,375
4 JPMorgan Chase & Co. 3.540% 5/1/28 47,950 46,807
4 JPMorgan Chase & Co. 3.509% 1/23/29 29,450 28,437
JPMorgan Chase & Co. 6.400% 5/15/38 25,737 33,457
4 JPMorgan Chase & Co. 3.882% 7/24/38 26,718 25,910
JPMorgan Chase & Co. 5.500% 10/15/40 36,271 42,861
JPMorgan Chase & Co. 5.600% 7/15/41 12,745 15,378
JPMorgan Chase & Co. 5.400% 1/6/42 9,611 11,366
JPMorgan Chase & Co. 5.625% 8/16/43 6,869 7,985
JPMorgan Chase & Co. 4.850% 2/1/44 2,050 2,262
JPMorgan Chase & Co. 4.950% 6/1/45 10,210 10,959
4 JPMorgan Chase & Co. 4.260% 2/22/48 19,283 19,282
4 JPMorgan Chase & Co. 4.032% 7/24/48 21,847 21,088
4 JPMorgan Chase & Co. 3.964% 11/15/48 23,070 22,151
4 JPMorgan Chase & Co. 3.897% 1/23/49 20,400 19,418
JPMorgan Chase Bank NA 1.650% 9/23/19 14,625 14,412
4 JPMorgan Chase Bank NA 2.604% 2/1/21 17,775 17,658
KeyBank NA 2.500% 12/15/19 5,500 5,460
KeyBank NA 2.250% 3/16/20 3,030 2,987
KeyBank NA 2.500% 11/22/21 3,519 3,436
KeyBank NA 2.400% 6/9/22 2,695 2,608
KeyBank NA 2.300% 9/14/22 9,850 9,478
KeyBank NA 3.375% 3/7/23 6,000 6,021

 

 

KeyBank NA 3.300% 6/1/25 7,726 7,613
KeyBank NA 3.400% 5/20/26 12,750 12,263
4 KeyBank NA 3.180% 10/15/27 500 498
KeyBank NA 6.950% 2/1/28 1,290 1,592
KeyCorp 2.900% 9/15/20 1,284 1,279
KeyCorp 5.100% 3/24/21 9,282 9,784
Lloyds Bank plc 2.700% 8/17/20 8,200 8,111
Lloyds Bank plc 6.375% 1/21/21 11,050 11,954
Lloyds Bank plc 3.500% 5/14/25 500 494
Lloyds Banking Group plc 3.100% 7/6/21 100 99
Lloyds Banking Group plc 3.000% 1/11/22 9,904 9,722
4 Lloyds Banking Group plc 2.907% 11/7/23 16,400 15,819
Lloyds Banking Group plc 4.500% 11/4/24 13,001 13,094
Lloyds Banking Group plc 4.582% 12/10/25 37,055 37,002
Lloyds Banking Group plc 4.650% 3/24/26 10,582 10,621
Lloyds Banking Group plc 3.750% 1/11/27 13,482 13,027
Lloyds Banking Group plc 4.375% 3/22/28 7,950 8,021
4 Lloyds Banking Group plc 3.574% 11/7/28 16,400 15,467
Lloyds Banking Group plc 5.300% 12/1/45 2,289 2,432
Lloyds Banking Group plc 4.344% 1/9/48 16,650 15,490
Manufacturers & Traders Trust Co. 2.250% 7/25/19 8,000 7,944
Manufacturers & Traders Trust Co. 2.100% 2/6/20 14,950 14,706
Manufacturers & Traders Trust Co. 2.625% 1/25/21 2,000 1,971
Manufacturers & Traders Trust Co. 2.500% 5/18/22 1,250 1,213
Manufacturers & Traders Trust Co. 2.900% 2/6/25 8,326 8,102
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 23,333 23,177
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 30,090 29,019
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 25,100 24,332
Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 12,500 12,467
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 2,500 2,376
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 14,000 14,006
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 32,250 32,242
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 9,325 8,600
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 30,600 30,219
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 25,400 24,282
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 5,500 5,530
Mizuho Financial Group Inc. 2.953% 2/28/22 500 490
Mizuho Financial Group Inc. 3.549% 3/5/23 13,200 13,126
Mizuho Financial Group Inc. 3.663% 2/28/27 2,000 1,970
Mizuho Financial Group Inc. 4.018% 3/5/28 18,425 18,491
Morgan Stanley 2.500% 1/24/19 32,022 31,952
Morgan Stanley 2.450% 2/1/19 18,990 18,941
Morgan Stanley 7.300% 5/13/19 39,349 41,203
Morgan Stanley 2.375% 7/23/19 19,458 19,339
Morgan Stanley 5.625% 9/23/19 35,232 36,557
Morgan Stanley 5.500% 1/26/20 8,164 8,515
Morgan Stanley 2.650% 1/27/20 23,022 22,842
Morgan Stanley 2.800% 6/16/20 20,532 20,369
Morgan Stanley 5.500% 7/24/20 3,142 3,298
Morgan Stanley 5.750% 1/25/21 21,310 22,710
Morgan Stanley 2.500% 4/21/21 5,114 4,999
Morgan Stanley 5.500% 7/28/21 12,171 12,989
Morgan Stanley 2.625% 11/17/21 46,617 45,501
Morgan Stanley 2.750% 5/19/22 31,373 30,550
Morgan Stanley 4.875% 11/1/22 22,488 23,478
Morgan Stanley 3.125% 1/23/23 11,825 11,652
Morgan Stanley 3.750% 2/25/23 66,485 67,204

 

 

Morgan Stanley 4.100% 5/22/23 21,836 22,101
Morgan Stanley 3.875% 4/29/24 43,263 43,561
Morgan Stanley 3.700% 10/23/24 45,194 44,812
Morgan Stanley 4.000% 7/23/25 43,783 44,020
Morgan Stanley 5.000% 11/24/25 21,864 22,831
Morgan Stanley 3.875% 1/27/26 39,041 38,783
Morgan Stanley 3.125% 7/27/26 33,101 31,105
Morgan Stanley 6.250% 8/9/26 11,727 13,644
Morgan Stanley 4.350% 9/8/26 25,860 25,907
Morgan Stanley 3.625% 1/20/27 33,300 32,517
Morgan Stanley 3.950% 4/23/27 16,801 16,310
4 Morgan Stanley 3.591% 7/22/28 50,325 48,610
4 Morgan Stanley 3.772% 1/24/29 17,325 17,043
Morgan Stanley 7.250% 4/1/32 7,677 10,142
4 Morgan Stanley 3.971% 7/22/38 21,157 20,601
Morgan Stanley 6.375% 7/24/42 33,687 43,436
Morgan Stanley 4.300% 1/27/45 36,463 36,577
Morgan Stanley 4.375% 1/22/47 12,300 12,553
MUFG Americas Holdings Corp. 2.250% 2/10/20 10,850 10,673
MUFG Americas Holdings Corp. 3.500% 6/18/22 16,668 16,754
MUFG Americas Holdings Corp. 3.000% 2/10/25 7,500 7,232
9 MUFG Bank Ltd. 2.300% 3/5/20 100 99
MUFG Union Bank NA 2.250% 5/6/19 4,925 4,889
National Australia Bank Ltd. 1.375% 7/12/19 9,500 9,347
National Australia Bank Ltd. 2.125% 5/22/20 25,800 25,296
National Australia Bank Ltd. 2.625% 1/14/21 10,247 10,099
National Australia Bank Ltd. 1.875% 7/12/21 9,654 9,273
National Australia Bank Ltd. 2.800% 1/10/22 6,004 5,910
National Australia Bank Ltd. 2.500% 5/22/22 18,174 17,613
National Australia Bank Ltd. 3.000% 1/20/23 850 836
National Australia Bank Ltd. 2.875% 4/12/23 750 731
National Australia Bank Ltd. 3.375% 1/14/26 6,752 6,643
National Australia Bank Ltd. 2.500% 7/12/26 20,034 18,329
National Bank of Canada 2.150% 6/12/20 10,300 10,125
National Bank of Canada 2.200% 11/2/20 10,535 10,308
National City Corp. 6.875% 5/15/19 1,690 1,764
Northern Trust Corp. 3.450% 11/4/20 7,820 7,949
Northern Trust Corp. 3.375% 8/23/21 2,043 2,075
Northern Trust Corp. 2.375% 8/2/22 6,300 6,167
Northern Trust Corp. 3.950% 10/30/25 8,975 9,258
4 Northern Trust Corp. 3.375% 5/8/32 3,850 3,690
People's United Bank NA 4.000% 7/15/24 3,850 3,881
People's United Financial Inc. 3.650% 12/6/22 5,775 5,825
PNC Bank NA 2.250% 7/2/19 5,475 5,436
PNC Bank NA 1.450% 7/29/19 7,750 7,613
PNC Bank NA 2.400% 10/18/19 22,568 22,432
PNC Bank NA 2.000% 5/19/20 4,670 4,580
PNC Bank NA 2.300% 6/1/20 10,978 10,808
PNC Bank NA 2.600% 7/21/20 5,520 5,471
PNC Bank NA 2.450% 11/5/20 10,834 10,687
PNC Bank NA 2.150% 4/29/21 22,150 21,569
PNC Bank NA 2.550% 12/9/21 5,950 5,799
PNC Bank NA 2.625% 2/17/22 19,850 19,358
PNC Bank NA 2.700% 11/1/22 9,434 9,107
PNC Bank NA 2.950% 1/30/23 10,077 9,829
PNC Bank NA 3.800% 7/25/23 15,775 15,926
PNC Bank NA 3.300% 10/30/24 5,225 5,190

 

 

PNC Bank NA 2.950% 2/23/25 8,675 8,342
PNC Bank NA 3.250% 6/1/25 8,525 8,338
PNC Bank NA 3.100% 10/25/27 7,900 7,513
PNC Bank NA 3.250% 1/22/28 9,500 9,118
PNC Financial Services Group Inc. 2.854% 11/9/22 14,050 13,774
PNC Financial Services Group Inc. 3.900% 4/29/24 20,535 20,846
PNC Financial Services Group Inc. 3.150% 5/19/27 10,250 9,852
PNC Funding Corp. 6.700% 6/10/19 6,529 6,826
PNC Funding Corp. 5.125% 2/8/20 11,693 12,133
PNC Funding Corp. 4.375% 8/11/20 19,240 19,817
PNC Funding Corp. 3.300% 3/8/22 10,784 10,816
Regions Bank 2.750% 4/1/21 4,400 4,345
Regions Bank 6.450% 6/26/37 3,371 4,093
Regions Financial Corp. 3.200% 2/8/21 2,986 2,984
Regions Financial Corp. 2.750% 8/14/22 5,229 5,078
Regions Financial Corp. 7.375% 12/10/37 4,105 5,460
Royal Bank of Canada 1.625% 4/15/19 4,440 4,397
Royal Bank of Canada 1.500% 7/29/19 12,685 12,491
Royal Bank of Canada 2.125% 3/2/20 25,650 25,275
Royal Bank of Canada 2.150% 3/6/20 550 542
Royal Bank of Canada 2.150% 10/26/20 12,444 12,177
Royal Bank of Canada 2.350% 10/30/20 22,474 22,111
Royal Bank of Canada 2.500% 1/19/21 18,442 18,181
Royal Bank of Canada 2.750% 2/1/22 21,511 21,169
Royal Bank of Canada 4.650% 1/27/26 10,918 11,247
4 Royal Bank of Scotland Group plc 3.498% 5/15/23 13,700 13,454
Royal Bank of Scotland Group plc 3.875% 9/12/23 37,849 37,393
Royal Bank of Scotland Group plc 4.800% 4/5/26 4,681 4,827
Santander Holdings USA Inc. 2.700% 5/24/19 13,010 12,977
Santander Holdings USA Inc. 2.650% 4/17/20 4,750 4,700
Santander Holdings USA Inc. 3.700% 3/28/22 21,090 21,149
Santander Holdings USA Inc. 3.400% 1/18/23 12,400 12,107
Santander Holdings USA Inc. 4.500% 7/17/25 9,425 9,569
Santander Holdings USA Inc. 4.400% 7/13/27 9,875 9,835
Santander UK Group Holdings plc 2.875% 10/16/20 14,450 14,313
Santander UK Group Holdings plc 3.125% 1/8/21 17,775 17,674
Santander UK Group Holdings plc 2.875% 8/5/21 11,449 11,210
Santander UK Group Holdings plc 3.571% 1/10/23 7,031 6,948
4 Santander UK Group Holdings plc 3.823% 11/3/28 7,013 6,697
Santander UK plc 2.350% 9/10/19 7,985 7,907
Santander UK plc 2.375% 3/16/20 3,525 3,478
Santander UK plc 4.000% 3/13/24 17,980 18,223
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,500 5,426
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 11,895 11,723
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 31,400 29,923
Skandinaviska Enskilda Banken AB 2.800% 3/11/22 8,100 7,974
State Street Corp. 4.375% 3/7/21 1,015 1,057
State Street Corp. 1.950% 5/19/21 7,285 7,052
4 State Street Corp. 2.653% 5/15/23 5,850 5,710
State Street Corp. 3.100% 5/15/23 9,208 9,106
State Street Corp. 3.700% 11/20/23 6,964 7,125
State Street Corp. 3.300% 12/16/24 10,950 10,815
State Street Corp. 3.550% 8/18/25 18,266 18,320
State Street Corp. 2.650% 5/19/26 7,665 7,144
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 3,800 3,768
Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 14,200 14,008
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 16,200 16,018

 

 

Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 18,200 18,023
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 4,850 4,798
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,250 3,201
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 5,227 5,191
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 540
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 9,998 10,182
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 9,850 10,077
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 7,050 6,993
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 3,100 3,099
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 14,138 14,056
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 13,175 12,709
Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 10,729 10,370
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 10,004 9,822
Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 25,408 24,766
Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 9,804 9,504
Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 15,385 15,107
9 Sumitomo Mitsui Financial Group Inc. 4.436% 4/2/24 50 51
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 12,568 12,509
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 40,394 36,869
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 6,550 6,137
Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 10,505 10,181
Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 20,308 19,507
Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 15,000 14,493
SunTrust Bank 2.250% 1/31/20 14,375 14,173
4 SunTrust Bank 2.590% 1/29/21 8,000 7,940
SunTrust Bank 3.000% 2/2/23 5,300 5,202
SunTrust Bank 2.750% 5/1/23 6,175 5,999
SunTrust Bank 3.300% 5/15/26 7,025 6,685
SunTrust Banks Inc. 2.500% 5/1/19 4,040 4,028
SunTrust Banks Inc. 2.900% 3/3/21 4,957 4,917
SunTrust Banks Inc. 2.700% 1/27/22 13,119 12,826
SVB Financial Group 3.500% 1/29/25 4,475 4,370
Svenska Handelsbanken AB 2.250% 6/17/19 13,860 13,759
Svenska Handelsbanken AB 1.500% 9/6/19 25,425 24,954
Svenska Handelsbanken AB 2.400% 10/1/20 5,300 5,210
Svenska Handelsbanken AB 2.450% 3/30/21 9,207 9,040
Svenska Handelsbanken AB 1.875% 9/7/21 8,753 8,351
Synchrony Bank 3.000% 6/15/22 4,257 4,122
Synchrony Financial 3.000% 8/15/19 4,524 4,509
Synchrony Financial 2.700% 2/3/20 7,595 7,510
Synchrony Financial 3.750% 8/15/21 6,338 6,395
Synchrony Financial 4.250% 8/15/24 29,871 29,844
Synchrony Financial 4.500% 7/23/25 16,574 16,560
Synchrony Financial 3.700% 8/4/26 8,710 8,107
Synchrony Financial 3.950% 12/1/27 11,225 10,574
Synovus Financial Corp. 3.125% 11/1/22 2,200 2,144
Toronto-Dominion Bank 2.125% 7/2/19 7,325 7,278
Toronto-Dominion Bank 1.450% 8/13/19 12,175 11,986
Toronto-Dominion Bank 2.250% 11/5/19 30,897 30,698
Toronto-Dominion Bank 2.500% 12/14/20 27,331 26,947
Toronto-Dominion Bank 2.550% 1/25/21 30,550 30,140
Toronto-Dominion Bank 2.125% 4/7/21 20,837 20,268
Toronto-Dominion Bank 1.800% 7/13/21 16,482 15,823
4 Toronto-Dominion Bank 3.625% 9/15/31 11,040 10,570
UBS AG 2.375% 8/14/19 18,226 18,090
UBS AG 2.350% 3/26/20 4,640 4,573
UBS AG 4.875% 8/4/20 2,510 2,612

 

 

9 UBS AG 2.450% 12/1/20 22,580 22,198
9 UBS Group Funding Jersey Ltd. 2.950% 9/24/20 160 159
US Bancorp 2.200% 4/25/19 15,815 15,729
US Bancorp 2.350% 1/29/21 8,684 8,553
US Bancorp 4.125% 5/24/21 7,432 7,670
US Bancorp 2.625% 1/24/22 17,864 17,594
US Bancorp 3.000% 3/15/22 2,254 2,244
US Bancorp 2.950% 7/15/22 17,028 16,813
US Bancorp 3.600% 9/11/24 2,355 2,357
US Bancorp 3.100% 4/27/26 6,295 6,011
US Bancorp 2.375% 7/22/26 7,500 6,783
US Bancorp 3.150% 4/27/27 15,025 14,356
US Bank NA 1.400% 4/26/19 8,600 8,487
US Bank NA 2.125% 10/28/19 14,250 14,098
US Bank NA 2.350% 1/23/20 3,000 2,979
US Bank NA 2.000% 1/24/20 14,475 14,278
US Bank NA 2.050% 10/23/20 9,500 9,290
US Bank NA 2.850% 1/23/23 8,375 8,265
US Bank NA 2.800% 1/27/25 20,479 19,516
Wachovia Corp. 6.605% 10/1/25 3,175 3,683
Wachovia Corp. 5.500% 8/1/35 13,127 14,627
Wachovia Corp. 6.550% 10/15/35 7,625 9,318
Wells Fargo & Co. 2.125% 4/22/19 2,556 2,540
Wells Fargo & Co. 2.150% 1/30/20 6,744 6,633
Wells Fargo & Co. 2.600% 7/22/20 32,858 32,455
Wells Fargo & Co. 2.550% 12/7/20 22,141 21,777
Wells Fargo & Co. 3.000% 1/22/21 15,420 15,341
Wells Fargo & Co. 2.500% 3/4/21 33,235 32,581
Wells Fargo & Co. 4.600% 4/1/21 20,877 21,662
Wells Fargo & Co. 2.100% 7/26/21 57,776 55,719
Wells Fargo & Co. 3.500% 3/8/22 23,315 23,368
Wells Fargo & Co. 2.625% 7/22/22 37,850 36,600
Wells Fargo & Co. 3.069% 1/24/23 35,330 34,646
Wells Fargo & Co. 3.450% 2/13/23 20,348 20,028
Wells Fargo & Co. 4.125% 8/15/23 14,764 14,968
Wells Fargo & Co. 4.480% 1/16/24 11,285 11,622
Wells Fargo & Co. 3.300% 9/9/24 22,666 22,028
Wells Fargo & Co. 3.000% 2/19/25 19,849 18,903
Wells Fargo & Co. 3.550% 9/29/25 26,295 25,797
Wells Fargo & Co. 3.000% 4/22/26 29,322 27,467
Wells Fargo & Co. 4.100% 6/3/26 41,531 41,178
Wells Fargo & Co. 3.000% 10/23/26 35,170 32,828
Wells Fargo & Co. 4.300% 7/22/27 23,005 23,103
4 Wells Fargo & Co. 3.584% 5/22/28 30,700 29,928
Wells Fargo & Co. 5.375% 2/7/35 13,219 15,272
Wells Fargo & Co. 5.375% 11/2/43 33,124 36,325
Wells Fargo & Co. 5.606% 1/15/44 16,524 18,800
Wells Fargo & Co. 4.650% 11/4/44 15,615 15,638
Wells Fargo & Co. 3.900% 5/1/45 25,425 24,197
Wells Fargo & Co. 4.900% 11/17/45 27,982 29,107
Wells Fargo & Co. 4.400% 6/14/46 15,827 15,280
Wells Fargo & Co. 4.750% 12/7/46 8,200 8,355
Wells Fargo Bank NA 1.750% 5/24/19 47,515 46,976
Wells Fargo Bank NA 2.150% 12/6/19 25,500 25,216
Wells Fargo Bank NA 2.400% 1/15/20 20,000 19,825
Wells Fargo Bank NA 2.600% 1/15/21 15,000 14,793
Wells Fargo Bank NA 5.950% 8/26/36 11,453 13,937

 

 

Wells Fargo Bank NA 5.850% 2/1/37 16,029 19,493
Wells Fargo Bank NA 6.600% 1/15/38 10,444 13,806
4 Wells Fargo Capital X 5.950% 12/1/86 3,907 4,239
Westpac Banking Corp. 1.650% 5/13/19 10,200 10,075
Westpac Banking Corp. 1.600% 8/19/19 11,000 10,825
Westpac Banking Corp. 4.875% 11/19/19 17,404 17,930
Westpac Banking Corp. 2.150% 3/6/20 23,325 22,954
Westpac Banking Corp. 2.300% 5/26/20 13,100 12,893
Westpac Banking Corp. 2.600% 11/23/20 21,525 21,240
Westpac Banking Corp. 2.100% 5/13/21 39,250 38,047
Westpac Banking Corp. 2.000% 8/19/21 16,200 15,602
Westpac Banking Corp. 2.800% 1/11/22 14,900 14,682
Westpac Banking Corp. 2.500% 6/28/22 25,000 24,202
Westpac Banking Corp. 2.750% 1/11/23 7,700 7,483
Westpac Banking Corp. 2.850% 5/13/26 23,225 21,862
Westpac Banking Corp. 2.700% 8/19/26 18,675 17,297
Westpac Banking Corp. 3.350% 3/8/27 16,125 15,599
4 Westpac Banking Corp. 4.322% 11/23/31 29,000 28,635
 
Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 8,525 8,840
Affiliated Managers Group Inc. 3.500% 8/1/25 10,950 10,718
Ameriprise Financial Inc. 7.300% 6/28/19 2,227 2,353
Ameriprise Financial Inc. 5.300% 3/15/20 3,942 4,130
Ameriprise Financial Inc. 4.000% 10/15/23 10,763 11,117
Ameriprise Financial Inc. 3.700% 10/15/24 5,530 5,587
Ameriprise Financial Inc. 2.875% 9/15/26 100 94
Apollo Investment Corp. 5.250% 3/3/25 2,475 2,496
9 Apollo Management Holdings LP 4.400% 5/27/26 150 153
BGC Partners Inc. 5.375% 12/9/19 412 424
BGC Partners Inc. 5.125% 5/27/21 2,625 2,711
BlackRock Inc. 5.000% 12/10/19 7,923 8,232
BlackRock Inc. 4.250% 5/24/21 6,540 6,747
BlackRock Inc. 3.375% 6/1/22 12,035 12,181
BlackRock Inc. 3.500% 3/18/24 17,225 17,323
BlackRock Inc. 3.200% 3/15/27 500 485
Brookfield Asset Management Inc. 4.000% 1/15/25 5,745 5,723
Brookfield Finance Inc. 4.250% 6/2/26 2,200 2,205
Brookfield Finance Inc. 3.900% 1/25/28 3,000 2,904
Brookfield Finance Inc. 4.700% 9/20/47 6,575 6,416
Brookfield Finance LLC 4.000% 4/1/24 7,625 7,648
Cboe Global Markets Inc. 1.950% 6/28/19 2,400 2,372
Cboe Global Markets Inc. 3.650% 1/12/27 6,625 6,452
Charles Schwab Corp. 4.450% 7/22/20 10,850 11,228
Charles Schwab Corp. 3.225% 9/1/22 3,955 3,958
Charles Schwab Corp. 2.650% 1/25/23 5,325 5,187
Charles Schwab Corp. 3.450% 2/13/26 3,445 3,442
Charles Schwab Corp. 3.200% 3/2/27 12,300 11,934
Charles Schwab Corp. 3.200% 1/25/28 5,325 5,106
CME Group Inc. 3.000% 9/15/22 7,887 7,830
CME Group Inc. 3.000% 3/15/25 5,879 5,717
CME Group Inc. 5.300% 9/15/43 7,357 8,937
E*TRADE Financial Corp. 2.950% 8/24/22 300 292
E*TRADE Financial Corp. 3.800% 8/24/27 6,150 5,968
Eaton Vance Corp. 3.625% 6/15/23 1,900 1,928
Eaton Vance Corp. 3.500% 4/6/27 4,530 4,495
9 FMR LLC 7.490% 6/15/19 800 842

 

 

Franklin Resources Inc. 4.625% 5/20/20 1,550 1,608
Franklin Resources Inc. 2.800% 9/15/22 10,550 10,251
Franklin Resources Inc. 2.850% 3/30/25 1,885 1,822
Intercontinental Exchange Inc. 2.750% 12/1/20 11,900 11,805
Intercontinental Exchange Inc. 4.000% 10/15/23 13,771 14,243
Intercontinental Exchange Inc. 3.750% 12/1/25 10,110 10,291
Intercontinental Exchange Inc. 3.100% 9/15/27 2,110 2,016
Invesco Finance plc 3.125% 11/30/22 7,092 7,047
Invesco Finance plc 4.000% 1/30/24 13,849 14,307
Invesco Finance plc 3.750% 1/15/26 1,815 1,816
Invesco Finance plc 5.375% 11/30/43 11,762 13,725
Janus Capital Group Inc. 4.875% 8/1/25 3,950 4,116
Jefferies Group LLC 8.500% 7/15/19 2,132 2,269
Jefferies Group LLC 6.875% 4/15/21 12,272 13,383
Jefferies Group LLC 5.125% 1/20/23 1,580 1,671
Jefferies Group LLC 4.850% 1/15/27 14,027 14,335
Jefferies Group LLC 6.450% 6/8/27 475 538
Jefferies Group LLC 6.250% 1/15/36 3,325 3,597
Jefferies Group LLC 6.500% 1/20/43 4,075 4,551
Jefferies Group LLC / Jefferies Group        
Capital Finance Inc. 4.150% 1/23/30 12,825 11,922
Lazard Group LLC 3.750% 2/13/25 475 467
Lazard Group LLC 3.625% 3/1/27 5,520 5,308
Legg Mason Inc. 3.950% 7/15/24 1,775 1,780
Legg Mason Inc. 4.750% 3/15/26 3,375 3,526
Legg Mason Inc. 5.625% 1/15/44 7,220 7,792
Leucadia National Corp. 5.500% 10/18/23 2,650 2,718
Nasdaq Inc. 5.550% 1/15/20 10,175 10,608
Nasdaq Inc. 3.850% 6/30/26 2,400 2,372
Nomura Holdings Inc. 6.700% 3/4/20 7,830 8,334
Raymond James Financial Inc. 3.625% 9/15/26 2,601 2,564
Raymond James Financial Inc. 4.950% 7/15/46 14,395 15,449
Stifel Financial Corp. 4.250% 7/18/24 10,075 10,104
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,250 2,353
TD Ameritrade Holding Corp. 2.950% 4/1/22 17,080 16,905
TD Ameritrade Holding Corp. 3.625% 4/1/25 5,975 6,054
TD Ameritrade Holding Corp. 3.300% 4/1/27 6,217 6,050
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.750% 5/15/19 12,307 12,384
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.250% 7/1/20 12,067 12,278
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 10/30/20 10,011 10,299
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.500% 5/15/21 11,138 11,389
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 5.000% 10/1/21 16,905 17,581
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.950% 2/1/22 13,977 14,030
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.500% 5/26/22 2,900 2,853
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 7/1/22 6,739 6,908
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.300% 1/23/23 5,080 4,940

 

 

AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.650% 7/21/27 8,506 7,953
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.875% 1/23/28 8,650 8,250
Air Lease Corp. 2.125% 1/15/20 2,850 2,801
Air Lease Corp. 4.750% 3/1/20 11,700 12,025
Air Lease Corp. 2.500% 3/1/21 8,810 8,627
Air Lease Corp. 3.875% 4/1/21 4,415 4,478
Air Lease Corp. 3.375% 6/1/21 655 655
Air Lease Corp. 3.750% 2/1/22 4,425 4,468
Air Lease Corp. 2.625% 7/1/22 4,375 4,201
Air Lease Corp. 2.750% 1/15/23 4,600 4,435
Air Lease Corp. 3.000% 9/15/23 425 407
Air Lease Corp. 4.250% 9/15/24 560 568
Air Lease Corp. 3.250% 3/1/25 10,305 9,821
Air Lease Corp. 3.625% 4/1/27 3,225 3,073
Air Lease Corp. 3.625% 12/1/27 3,200 3,023
Ares Capital Corp. 3.875% 1/15/20 1,700 1,713
Ares Capital Corp. 3.500% 2/10/23 16,835 16,367
Ares Capital Corp. 4.250% 3/1/25 6,780 6,627
FS Investment Corp. 4.000% 7/15/19 3,775 3,793
FS Investment Corp. 4.750% 5/15/22 2,184 2,204
GATX Corp. 2.500% 7/30/19 2,500 2,481
GATX Corp. 4.850% 6/1/21 125 131
GATX Corp. 3.250% 3/30/25 4,970 4,729
GATX Corp. 3.250% 9/15/26 3,100 2,900
GATX Corp. 3.850% 3/30/27 11,000 10,719
GATX Corp. 3.500% 3/15/28 3,075 2,913
GATX Corp. 5.200% 3/15/44 875 954
GATX Corp. 4.500% 3/30/45 1,952 1,894
GE Capital International Funding Co.        
Unlimited Co. 2.342% 11/15/20 94,836 92,607
GE Capital International Funding Co.        
Unlimited Co. 3.373% 11/15/25 21,849 21,049
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 120,418 117,133
International Lease Finance Corp. 5.875% 4/1/19 7,207 7,351
International Lease Finance Corp. 6.250% 5/15/19 9,740 10,032
International Lease Finance Corp. 8.250% 12/15/20 13,798 15,333
International Lease Finance Corp. 4.625% 4/15/21 5,795 5,991
International Lease Finance Corp. 8.625% 1/15/22 6,510 7,609
International Lease Finance Corp. 5.875% 8/15/22 9,634 10,296
Prospect Capital Corp. 5.000% 7/15/19 3,625 3,689
Prospect Capital Corp. 5.875% 3/15/23 1,610 1,685
 
Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 1,529 2,217
AEGON Funding Co. LLC 5.750% 12/15/20 9,350 9,966
Aetna Inc. 4.125% 6/1/21 439 448
Aetna Inc. 2.750% 11/15/22 9,625 9,282
Aetna Inc. 2.800% 6/15/23 13,025 12,478
Aetna Inc. 3.500% 11/15/24 11,643 11,384
Aetna Inc. 6.625% 6/15/36 8,161 10,316
Aetna Inc. 6.750% 12/15/37 3,157 4,070
Aetna Inc. 4.500% 5/15/42 4,112 4,060
Aetna Inc. 4.125% 11/15/42 2,253 2,107
Aetna Inc. 4.750% 3/15/44 3,475 3,571

 

 

Aetna Inc. 3.875% 8/15/47 12,600 11,220
Aflac Inc. 2.400% 3/16/20 13,356 13,295
Aflac Inc. 4.000% 2/15/22 1,150 1,178
Aflac Inc. 3.625% 6/15/23 8,610 8,712
Aflac Inc. 3.625% 11/15/24 2,125 2,131
Aflac Inc. 3.250% 3/17/25 5,547 5,431
Aflac Inc. 2.875% 10/15/26 6,000 5,652
Aflac Inc. 4.000% 10/15/46 4,450 4,293
Alleghany Corp. 5.625% 9/15/20 3,425 3,623
Alleghany Corp. 4.950% 6/27/22 2,295 2,416
Alleghany Corp. 4.900% 9/15/44 8,027 8,308
Allied World Assurance Co. Holdings Ltd. 5.500% 11/15/20 1,850 1,941
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 10,461 10,349
Allstate Corp. 7.450% 5/16/19 500 526
Allstate Corp. 3.150% 6/15/23 9,975 9,916
Allstate Corp. 3.280% 12/15/26 5,200 5,068
Allstate Corp. 5.350% 6/1/33 1,579 1,770
Allstate Corp. 5.550% 5/9/35 2,906 3,465
Allstate Corp. 5.950% 4/1/36 28 35
Allstate Corp. 4.500% 6/15/43 10,137 10,727
Allstate Corp. 4.200% 12/15/46 7,295 7,411
4 Allstate Corp. 5.750% 8/15/53 7,645 8,056
4 Allstate Corp. 6.500% 5/15/67 4,140 4,864
Alterra Finance LLC 6.250% 9/30/20 985 1,056
American Financial Group Inc. 3.500% 8/15/26 2,600 2,488
American Financial Group Inc. 4.500% 6/15/47 6,465 6,376
American International Group Inc. 2.300% 7/16/19 13,837 13,743
American International Group Inc. 3.375% 8/15/20 15,575 15,653
American International Group Inc. 6.400% 12/15/20 28,038 30,365
American International Group Inc. 4.875% 6/1/22 15,983 16,805
American International Group Inc. 4.125% 2/15/24 14,640 14,831
American International Group Inc. 3.750% 7/10/25 960 946
American International Group Inc. 3.900% 4/1/26 3,360 3,320
American International Group Inc. 4.200% 4/1/28 3,800 3,835
American International Group Inc. 3.875% 1/15/35 10,507 9,731
American International Group Inc. 4.700% 7/10/35 5,245 5,370
American International Group Inc. 6.250% 5/1/36 8,823 10,470
American International Group Inc. 4.500% 7/16/44 24,063 23,643
American International Group Inc. 4.800% 7/10/45 2,315 2,365
American International Group Inc. 4.750% 4/1/48 9,800 10,060
4 American International Group Inc. 5.750% 4/1/48 4,050 4,101
American International Group Inc. 4.375% 1/15/55 9,480 8,705
4 American International Group Inc. 8.175% 5/15/68 5,725 7,620
Anthem Inc. 2.250% 8/15/19 8,395 8,320
Anthem Inc. 4.350% 8/15/20 6,475 6,700
Anthem Inc. 2.500% 11/21/20 9,625 9,520
Anthem Inc. 3.700% 8/15/21 6,874 6,945
Anthem Inc. 3.125% 5/15/22 7,340 7,265
Anthem Inc. 2.950% 12/1/22 7,725 7,532
Anthem Inc. 3.300% 1/15/23 11,447 11,310
Anthem Inc. 3.500% 8/15/24 10,359 10,102
Anthem Inc. 3.350% 12/1/24 8,840 8,595
Anthem Inc. 3.650% 12/1/27 19,395 18,699
Anthem Inc. 4.101% 3/1/28 38,000 38,053
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 4.625% 5/15/42 12,942 12,996
Anthem Inc. 4.650% 1/15/43 12,506 12,567

 

 

Anthem Inc. 5.100% 1/15/44 5,405 5,780
Anthem Inc. 4.650% 8/15/44 1,265 1,287
Anthem Inc. 4.375% 12/1/47 20,900 20,424
Anthem Inc. 4.550% 3/1/48 6,085 6,110
Anthem Inc. 4.850% 8/15/54 3,650 3,813
Aon Corp. 5.000% 9/30/20 6,235 6,530
Aon Corp. 8.205% 1/1/27 319 402
Aon Corp. 6.250% 9/30/40 4,425 5,679
Aon plc 2.800% 3/15/21 13,515 13,367
Aon plc 3.500% 6/14/24 6,500 6,454
Aon plc 3.875% 12/15/25 9,867 9,887
Aon plc 4.600% 6/14/44 8,272 8,442
Aon plc 4.750% 5/15/45 1,702 1,772
Arch Capital Finance LLC 4.011% 12/15/26 4,520 4,532
Arch Capital Finance LLC 5.031% 12/15/46 7,357 8,178
Arch Capital Group Ltd. 7.350% 5/1/34 4,510 5,936
Arch Capital Group US Inc. 5.144% 11/1/43 625 701
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 10,990 11,366
Assurant Inc. 4.000% 3/15/23 8,175 8,126
Assurant Inc. 4.200% 9/27/23 2,000 2,010
Assurant Inc. 4.900% 3/27/28 2,400 2,445
Assurant Inc. 6.750% 2/15/34 6,650 8,040
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 1,173 1,238
Athene Holding Ltd. 4.125% 1/12/28 11,850 11,364
AXA Financial Inc. 7.000% 4/1/28 4,150 4,969
AXA SA 8.600% 12/15/30 15,271 20,804
AXIS Specialty Finance LLC 5.875% 6/1/20 14,850 15,675
AXIS Specialty Finance plc 4.000% 12/6/27 14,800 14,198
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 1,500 1,478
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 13,697 13,776
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 3,352 3,483
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 21,835 21,798
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 8,290 10,336
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 4,975 5,236
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 5,275 5,493
Berkshire Hathaway Inc. 2.100% 8/14/19 12,225 12,168
Berkshire Hathaway Inc. 2.200% 3/15/21 5,716 5,637
Berkshire Hathaway Inc. 3.750% 8/15/21 2,952 3,027
Berkshire Hathaway Inc. 3.400% 1/31/22 1,555 1,572
Berkshire Hathaway Inc. 3.000% 2/11/23 3,806 3,793
Berkshire Hathaway Inc. 2.750% 3/15/23 27,098 26,636
Berkshire Hathaway Inc. 3.125% 3/15/26 42,916 41,652
Berkshire Hathaway Inc. 4.500% 2/11/43 10,179 10,934
9 Brighthouse Financial Inc. 3.700% 6/22/27 16,335 15,143
9 Brighthouse Financial Inc. 4.700% 6/22/47 16,315 14,944
Brown & Brown Inc. 4.200% 9/15/24 5,390 5,480
Chubb Corp. 6.000% 5/11/37 4,545 5,775
Chubb Corp. 6.500% 5/15/38 2,141 2,899
Chubb INA Holdings Inc. 5.900% 6/15/19 3,425 3,555
Chubb INA Holdings Inc. 2.300% 11/3/20 7,487 7,374
Chubb INA Holdings Inc. 2.875% 11/3/22 24,066 23,771
Chubb INA Holdings Inc. 2.700% 3/13/23 9,473 9,218
Chubb INA Holdings Inc. 3.350% 5/15/24 5,399 5,389
Chubb INA Holdings Inc. 3.150% 3/15/25 7,806 7,632
Chubb INA Holdings Inc. 3.350% 5/3/26 12,290 12,090
Chubb INA Holdings Inc. 6.700% 5/15/36 490 672
Chubb INA Holdings Inc. 4.150% 3/13/43 4,908 5,003

 

 

Chubb INA Holdings Inc. 4.350% 11/3/45 21,325 22,676
Cigna Corp. 5.125% 6/15/20 3,064 3,206
Cigna Corp. 4.375% 12/15/20 8,571 8,856
Cigna Corp. 4.500% 3/15/21 1,050 1,081
Cigna Corp. 4.000% 2/15/22 7,915 8,047
Cigna Corp. 3.250% 4/15/25 6,875 6,560
Cigna Corp. 7.875% 5/15/27 985 1,248
Cigna Corp. 3.050% 10/15/27 9,500 8,660
Cigna Corp. 5.375% 2/15/42 3,146 3,442
Cigna Corp. 3.875% 10/15/47 9,700 8,649
Cincinnati Financial Corp. 6.920% 5/15/28 3,931 4,866
Cincinnati Financial Corp. 6.125% 11/1/34 1,870 2,298
CNA Financial Corp. 5.875% 8/15/20 5,820 6,170
CNA Financial Corp. 5.750% 8/15/21 4,118 4,403
CNA Financial Corp. 3.950% 5/15/24 3,410 3,443
CNA Financial Corp. 4.500% 3/1/26 1,850 1,909
CNA Financial Corp. 3.450% 8/15/27 3,500 3,315
Coventry Health Care Inc. 5.450% 6/15/21 9,645 10,230
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 7,225 8,964
Enstar Group Ltd. 4.500% 3/10/22 2,382 2,394
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 4,500 4,508
Fidelity National Financial Inc. 5.500% 9/1/22 3,850 4,155
First American Financial Corp. 4.600% 11/15/24 5,050 5,115
Hanover Insurance Group Inc. 4.500% 4/15/26 5,000 5,009
Hartford Financial Services Group Inc. 5.125% 4/15/22 7,055 7,517
Hartford Financial Services Group Inc. 5.950% 10/15/36 3,595 4,253
Hartford Financial Services Group Inc. 6.100% 10/1/41 5,221 6,588
Hartford Financial Services Group Inc. 4.300% 4/15/43 6,290 6,265
Humana Inc. 2.625% 10/1/19 2,100 2,093
Humana Inc. 3.150% 12/1/22 6,360 6,266
Humana Inc. 2.900% 12/15/22 5,650 5,520
Humana Inc. 3.850% 10/1/24 17,023 17,030
Humana Inc. 3.950% 3/15/27 5,000 4,965
Humana Inc. 4.625% 12/1/42 4,278 4,296
Humana Inc. 4.950% 10/1/44 5,808 6,130
Humana Inc. 4.800% 3/15/47 3,725 3,822
Kemper Corp. 4.350% 2/15/25 1,850 1,840
Lincoln National Corp. 6.250% 2/15/20 1,268 1,341
Lincoln National Corp. 4.200% 3/15/22 5,615 5,785
Lincoln National Corp. 4.000% 9/1/23 6,505 6,656
Lincoln National Corp. 3.350% 3/9/25 4,797 4,691
Lincoln National Corp. 3.625% 12/12/26 8,665 8,506
Lincoln National Corp. 3.800% 3/1/28 10,250 10,139
Lincoln National Corp. 6.150% 4/7/36 3,581 4,204
Lincoln National Corp. 6.300% 10/9/37 3,493 4,275
Lincoln National Corp. 7.000% 6/15/40 3,075 4,081
Lincoln National Corp. 4.350% 3/1/48 3,000 2,943
Loews Corp. 2.625% 5/15/23 10,875 10,490
Loews Corp. 6.000% 2/1/35 643 768
Loews Corp. 4.125% 5/15/43 14,512 14,419
Manulife Financial Corp. 4.900% 9/17/20 13,034 13,567
Manulife Financial Corp. 4.150% 3/4/26 6,411 6,509
4 Manulife Financial Corp. 4.061% 2/24/32 16,030 15,580
Manulife Financial Corp. 5.375% 3/4/46 8,317 9,710
Markel Corp. 4.900% 7/1/22 700 739
Markel Corp. 3.500% 11/1/27 3,575 3,427
Markel Corp. 5.000% 4/5/46 6,338 6,749

 

 

Markel Corp. 4.300% 11/1/47 4,000 3,886
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,650 1,646
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 6,125 6,080
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 1,949 2,040
Marsh & McLennan Cos. Inc. 2.750% 1/30/22 3,390 3,323
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 100 100
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 6,068 6,230
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 14,400 14,318
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 15,620 15,436
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 4,150 4,132
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,789 3,318
Marsh & McLennan Cos. Inc. 4.350% 1/30/47 6,630 6,811
Marsh & McLennan Cos. Inc. 4.200% 3/1/48 9,175 9,260
Mercury General Corp. 4.400% 3/15/27 4,110 4,118
MetLife Inc. 4.750% 2/8/21 10,317 10,734
MetLife Inc. 3.048% 12/15/22 6,300 6,217
MetLife Inc. 4.368% 9/15/23 5,435 5,662
MetLife Inc. 3.600% 4/10/24 13,920 13,910
MetLife Inc. 3.000% 3/1/25 10,675 10,240
MetLife Inc. 3.600% 11/13/25 11,850 11,769
MetLife Inc. 6.500% 12/15/32 3,380 4,263
MetLife Inc. 6.375% 6/15/34 2,078 2,646
MetLife Inc. 5.700% 6/15/35 11,093 13,243
MetLife Inc. 5.875% 2/6/41 13,643 16,577
MetLife Inc. 4.125% 8/13/42 10,009 9,663
MetLife Inc. 4.875% 11/13/43 10,672 11,538
MetLife Inc. 4.721% 12/15/44 5,875 6,212
MetLife Inc. 4.050% 3/1/45 9,000 8,676
MetLife Inc. 4.600% 5/13/46 5,745 5,969
4 MetLife Inc. 6.400% 12/15/66 19,542 21,423
4 MetLife Inc. 10.750% 8/1/69 685 1,090
Montpelier Re Holdings Ltd. 4.700% 10/15/22 3,250 3,358
Munich Re America Corp. 7.450% 12/15/26 2,350 2,918
4 Nationwide Financial Services Inc. 6.750% 5/15/87 275 307
Old Republic International Corp. 4.875% 10/1/24 6,280 6,605
Old Republic International Corp. 3.875% 8/26/26 12,618 12,362
PartnerRe Finance B LLC 5.500% 6/1/20 13,654 14,294
Primerica Inc. 4.750% 7/15/22 1,900 1,991
Principal Financial Group Inc. 3.300% 9/15/22 2,875 2,865
Principal Financial Group Inc. 3.125% 5/15/23 3,661 3,585
Principal Financial Group Inc. 3.400% 5/15/25 5,253 5,164
Principal Financial Group Inc. 3.100% 11/15/26 4,852 4,583
Principal Financial Group Inc. 4.625% 9/15/42 1,680 1,758
Principal Financial Group Inc. 4.350% 5/15/43 1,043 1,052
Principal Financial Group Inc. 4.300% 11/15/46 7,220 7,154
4 Principal Financial Group Inc. 4.700% 5/15/55 3,250 3,266
Progressive Corp. 3.750% 8/23/21 10,133 10,378
Progressive Corp. 2.450% 1/15/27 2,060 1,888
Progressive Corp. 6.625% 3/1/29 4,720 5,910
Progressive Corp. 6.250% 12/1/32 325 407
Progressive Corp. 4.350% 4/25/44 3,660 3,767
Progressive Corp. 4.125% 4/15/47 23,950 23,986
Protective Life Corp. 7.375% 10/15/19 3,980 4,242
Prudential Financial Inc. 7.375% 6/15/19 1,490 1,574
Prudential Financial Inc. 2.350% 8/15/19 11,150 11,103
Prudential Financial Inc. 5.375% 6/21/20 6,530 6,886
Prudential Financial Inc. 4.500% 11/15/20 10,575 10,998

 

 

Prudential Financial Inc. 4.500% 11/16/21 4,450 4,641
Prudential Financial Inc. 3.500% 5/15/24 7,790 7,782
Prudential Financial Inc. 5.750% 7/15/33 570 670
Prudential Financial Inc. 5.700% 12/14/36 12,093 14,626
Prudential Financial Inc. 6.625% 12/1/37 4,202 5,552
Prudential Financial Inc. 6.625% 6/21/40 4,275 5,676
Prudential Financial Inc. 6.200% 11/15/40 3,325 4,241
4 Prudential Financial Inc. 5.875% 9/15/42 12,180 12,871
4 Prudential Financial Inc. 5.625% 6/15/43 11,414 11,970
Prudential Financial Inc. 5.100% 8/15/43 3,450 3,825
4 Prudential Financial Inc. 5.200% 3/15/44 2,615 2,644
Prudential Financial Inc. 4.600% 5/15/44 4,970 5,182
4 Prudential Financial Inc. 5.375% 5/15/45 13,705 14,089
4 Prudential Financial Inc. 4.500% 9/15/47 4,927 4,681
9 Prudential Financial Inc. 3.905% 12/7/47 31,648 29,857
9 Prudential Financial Inc. 3.935% 12/7/49 8,223 7,703
Reinsurance Group of America Inc. 5.000% 6/1/21 1,240 1,296
Reinsurance Group of America Inc. 4.700% 9/15/23 3,475 3,660
Reinsurance Group of America Inc. 3.950% 9/15/26 4,504 4,449
RenaissanceRe Finance Inc. 3.700% 4/1/25 3,200 3,201
RenaissanceRe Finance Inc. 3.450% 7/1/27 2,200 2,090
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,309 1,552
Torchmark Corp. 3.800% 9/15/22 110 112
Transatlantic Holdings Inc. 8.000% 11/30/39 4,588 6,256
Travelers Cos. Inc. 5.900% 6/2/19 11,225 11,644
Travelers Cos. Inc. 3.900% 11/1/20 3,065 3,143
Travelers Cos. Inc. 6.750% 6/20/36 10 14
Travelers Cos. Inc. 6.250% 6/15/37 2,917 3,706
Travelers Cos. Inc. 5.350% 11/1/40 2,800 3,365
Travelers Cos. Inc. 4.600% 8/1/43 14,785 15,952
Travelers Cos. Inc. 3.750% 5/15/46 5,320 5,031
Travelers Cos. Inc. 4.000% 5/30/47 9,410 9,274
Travelers Property Casualty Corp. 6.375% 3/15/33 460 586
Trinity Acquisition plc 4.400% 3/15/26 500 499
UnitedHealth Group Inc. 2.300% 12/15/19 12,550 12,492
UnitedHealth Group Inc. 2.700% 7/15/20 14,685 14,675
UnitedHealth Group Inc. 1.950% 10/15/20 10,375 10,210
UnitedHealth Group Inc. 3.875% 10/15/20 955 980
UnitedHealth Group Inc. 4.700% 2/15/21 4,925 5,136
UnitedHealth Group Inc. 2.125% 3/15/21 6,355 6,197
UnitedHealth Group Inc. 3.375% 11/15/21 2,050 2,067
UnitedHealth Group Inc. 2.875% 12/15/21 10,991 10,884
UnitedHealth Group Inc. 2.875% 3/15/22 3,121 3,083
UnitedHealth Group Inc. 3.350% 7/15/22 18,808 18,902
UnitedHealth Group Inc. 2.375% 10/15/22 7,960 7,671
UnitedHealth Group Inc. 2.750% 2/15/23 10,030 9,782
UnitedHealth Group Inc. 2.875% 3/15/23 2,296 2,254
UnitedHealth Group Inc. 3.750% 7/15/25 27,101 27,457
UnitedHealth Group Inc. 3.100% 3/15/26 10,475 10,113
UnitedHealth Group Inc. 3.450% 1/15/27 1,925 1,907
UnitedHealth Group Inc. 3.375% 4/15/27 28,560 27,845
UnitedHealth Group Inc. 2.950% 10/15/27 10,800 10,252
UnitedHealth Group Inc. 4.625% 7/15/35 11,251 12,275
UnitedHealth Group Inc. 5.800% 3/15/36 3,064 3,785
UnitedHealth Group Inc. 6.500% 6/15/37 1,425 1,909
UnitedHealth Group Inc. 6.625% 11/15/37 8,525 11,510
UnitedHealth Group Inc. 6.875% 2/15/38 18,696 25,805

 

 

UnitedHealth Group Inc. 5.950% 2/15/41 2,955 3,773
UnitedHealth Group Inc. 4.625% 11/15/41 9,411 10,174
UnitedHealth Group Inc. 4.375% 3/15/42 341 356
UnitedHealth Group Inc. 3.950% 10/15/42 11,481 11,157
UnitedHealth Group Inc. 4.250% 3/15/43 5,916 6,001
UnitedHealth Group Inc. 4.750% 7/15/45 16,932 18,504
UnitedHealth Group Inc. 4.200% 1/15/47 4,784 4,818
UnitedHealth Group Inc. 4.250% 4/15/47 22,300 22,648
UnitedHealth Group Inc. 3.750% 10/15/47 8,500 7,986
Unum Group 5.625% 9/15/20 2,200 2,332
Unum Group 3.000% 5/15/21 3,000 2,963
Unum Group 4.000% 3/15/24 2,190 2,216
Unum Group 3.875% 11/5/25 175 172
Unum Group 5.750% 8/15/42 3,033 3,519
Voya Financial Inc. 3.125% 7/15/24 14,235 13,707
Voya Financial Inc. 3.650% 6/15/26 2,440 2,368
Voya Financial Inc. 5.700% 7/15/43 9,480 10,803
Voya Financial Inc. 4.800% 6/15/46 5,135 5,234
Willis North America Inc. 3.600% 5/15/24 6,425 6,282
Willis Towers Watson plc 5.750% 3/15/21 9,351 9,962
WR Berkley Corp. 5.375% 9/15/20 595 626
WR Berkley Corp. 4.625% 3/15/22 2,550 2,653
WR Berkley Corp. 4.750% 8/1/44 3,188 3,257
XLIT Ltd. 5.750% 10/1/21 4,555 4,925
XLIT Ltd. 4.450% 3/31/25 2,850 2,861
XLIT Ltd. 6.250% 5/15/27 2,275 2,626
XLIT Ltd. 5.250% 12/15/43 7,775 8,677
XLIT Ltd. 5.500% 3/31/45 5,529 6,062
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 825 849
ORIX Corp. 2.900% 7/18/22 2,750 2,685
ORIX Corp. 3.250% 12/4/24 3,725 3,604
ORIX Corp. 3.700% 7/18/27 10,650 10,369
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 4,225 4,200
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 5,925 6,172
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 400 404
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 9,000 8,706
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 400 407
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 3,602 3,538
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 4,800 4,707
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 3,460 3,530
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,800 3,802
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,430 1,424
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 3,300 3,314
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 4,200 3,996
American Homes 4 Rent LP 4.250% 2/15/28 1,125 1,108
AvalonBay Communities Inc. 2.850% 3/15/23 6,264 6,102
AvalonBay Communities Inc. 4.200% 12/15/23 1,255 1,302
AvalonBay Communities Inc. 3.500% 11/15/24 3,325 3,311
AvalonBay Communities Inc. 3.450% 6/1/25 5,795 5,736

 

 

AvalonBay Communities Inc. 3.500% 11/15/25 600 593
AvalonBay Communities Inc. 2.950% 5/11/26 11,830 11,211
AvalonBay Communities Inc. 2.900% 10/15/26 1,475 1,383
AvalonBay Communities Inc. 3.350% 5/15/27 7,441 7,188
AvalonBay Communities Inc. 3.200% 1/15/28 4,050 3,842
AvalonBay Communities Inc. 4.350% 4/15/48 3,500 3,547
Boston Properties LP 5.875% 10/15/19 2,395 2,494
Boston Properties LP 5.625% 11/15/20 9,225 9,771
Boston Properties LP 4.125% 5/15/21 4,095 4,205
Boston Properties LP 3.850% 2/1/23 11,473 11,694
Boston Properties LP 3.125% 9/1/23 4,540 4,440
Boston Properties LP 3.800% 2/1/24 7,025 7,067
Boston Properties LP 3.200% 1/15/25 6,000 5,792
Boston Properties LP 3.650% 2/1/26 6,275 6,135
Boston Properties LP 2.750% 10/1/26 9,759 8,866
Brandywine Operating Partnership LP 3.950% 2/15/23 2,525 2,530
Brandywine Operating Partnership LP 3.950% 11/15/27 23,025 22,248
Brixmor Operating Partnership LP 3.875% 8/15/22 6,035 6,062
Brixmor Operating Partnership LP 3.250% 9/15/23 3,925 3,791
Brixmor Operating Partnership LP 3.650% 6/15/24 2,100 2,047
Brixmor Operating Partnership LP 3.850% 2/1/25 14,485 14,158
Brixmor Operating Partnership LP 4.125% 6/15/26 5,440 5,336
Brixmor Operating Partnership LP 3.900% 3/15/27 2,550 2,439
Camden Property Trust 2.950% 12/15/22 4,850 4,757
CBL & Associates LP 4.600% 10/15/24 3,310 2,704
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 3,025 2,986
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 12,675 11,885
Corporate Office Properties LP 3.700% 6/15/21 3,725 3,727
Corporate Office Properties LP 3.600% 5/15/23 7,931 7,759
CubeSmart LP 4.375% 12/15/23 7,400 7,611
CubeSmart LP 4.000% 11/15/25 2,265 2,254
CubeSmart LP 3.125% 9/1/26 2,575 2,378
DCT Industrial Operating Partnership LP 4.500% 10/15/23 4,125 4,201
DDR Corp. 4.625% 7/15/22 9,490 9,829
DDR Corp. 3.625% 2/1/25 9,630 9,219
DDR Corp. 4.250% 2/1/26 2,740 2,709
DDR Corp. 4.700% 6/1/27 12,525 12,764
Digital Realty Trust LP 5.875% 2/1/20 2,175 2,271
Digital Realty Trust LP 3.400% 10/1/20 5,600 5,631
Digital Realty Trust LP 5.250% 3/15/21 8,815 9,281
Digital Realty Trust LP 3.950% 7/1/22 11,850 12,080
Digital Realty Trust LP 2.750% 2/1/23 2,650 2,539
Digital Realty Trust LP 4.750% 10/1/25 5,525 5,786
Digital Realty Trust LP 3.700% 8/15/27 7,420 7,150
Duke Realty LP 4.375% 6/15/22 195 202
Duke Realty LP 3.875% 10/15/22 1,223 1,243
Duke Realty LP 3.625% 4/15/23 748 751
Duke Realty LP 3.750% 12/1/24 2,425 2,427
Duke Realty LP 3.250% 6/30/26 5,500 5,275
Duke Realty LP 3.375% 12/15/27 3,040 2,895
EPR Properties 5.750% 8/15/22 3,610 3,860
EPR Properties 5.250% 7/15/23 1,575 1,649
EPR Properties 4.500% 4/1/25 7,025 7,032
EPR Properties 4.750% 12/15/26 4,000 4,004
ERP Operating LP 2.375% 7/1/19 1,740 1,736

 

 

ERP Operating LP 4.750% 7/15/20 3,085 3,198
ERP Operating LP 4.625% 12/15/21 6,986 7,305
ERP Operating LP 3.000% 4/15/23 2,603 2,569
ERP Operating LP 3.375% 6/1/25 750 740
ERP Operating LP 2.850% 11/1/26 5,450 5,122
ERP Operating LP 3.250% 8/1/27 3,000 2,891
ERP Operating LP 3.500% 3/1/28 10,000 9,775
ERP Operating LP 4.500% 7/1/44 7,555 7,828
ERP Operating LP 4.500% 6/1/45 850 880
ERP Operating LP 4.000% 8/1/47 3,600 3,433
Essex Portfolio LP 5.200% 3/15/21 2,825 2,967
Essex Portfolio LP 3.250% 5/1/23 3,505 3,434
Essex Portfolio LP 3.500% 4/1/25 10,937 10,689
Essex Portfolio LP 3.375% 4/15/26 6,450 6,191
Essex Portfolio LP 4.500% 3/15/48 5,775 5,747
Federal Realty Investment Trust 2.750% 6/1/23 2,685 2,610
Federal Realty Investment Trust 3.250% 7/15/27 2,100 2,003
Federal Realty Investment Trust 4.500% 12/1/44 14,900 15,395
Government Properties Income Trust 4.000% 7/15/22 5,000 4,991
HCP Inc. 2.625% 2/1/20 1,589 1,574
HCP Inc. 5.375% 2/1/21 931 979
HCP Inc. 3.150% 8/1/22 3,665 3,612
HCP Inc. 4.000% 12/1/22 20,750 21,126
HCP Inc. 4.250% 11/15/23 5,729 5,877
HCP Inc. 4.200% 3/1/24 3,950 3,999
HCP Inc. 3.875% 8/15/24 5,276 5,226
HCP Inc. 3.400% 2/1/25 1,975 1,910
HCP Inc. 4.000% 6/1/25 790 791
HCP Inc. 6.750% 2/1/41 555 708
Healthcare Realty Trust Inc. 3.625% 1/15/28 3,125 2,971
Healthcare Trust of America Holdings LP 3.375% 7/15/21 3,840 3,851
Healthcare Trust of America Holdings LP 2.950% 7/1/22 3,850 3,751
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,500 1,499
Healthcare Trust of America Holdings LP 3.500% 8/1/26 6,050 5,766
Healthcare Trust of America Holdings LP 3.750% 7/1/27 3,400 3,261
Highwoods Realty LP 3.200% 6/15/21 13,850 13,737
Highwoods Realty LP 3.625% 1/15/23 100 99
Highwoods Realty LP 3.875% 3/1/27 6,279 6,113
Highwoods Realty LP 4.125% 3/15/28 2,943 2,917
Hospitality Properties Trust 5.000% 8/15/22 2,430 2,526
Hospitality Properties Trust 4.500% 6/15/23 8,272 8,486
Hospitality Properties Trust 4.650% 3/15/24 3,441 3,525
Hospitality Properties Trust 4.500% 3/15/25 753 760
Hospitality Properties Trust 5.250% 2/15/26 2,740 2,854
Hospitality Properties Trust 4.950% 2/15/27 3,625 3,689
Hospitality Properties Trust 3.950% 1/15/28 4,900 4,623
Hospitality Properties Trust 4.375% 2/15/30 14,715 14,110
Host Hotels & Resorts LP 6.000% 10/1/21 10,550 11,291
Host Hotels & Resorts LP 5.250% 3/15/22 4,890 5,149
Host Hotels & Resorts LP 4.750% 3/1/23 1,000 1,042
Host Hotels & Resorts LP 3.750% 10/15/23 6,100 6,012
Host Hotels & Resorts LP 3.875% 4/1/24 4,600 4,528
Host Hotels & Resorts LP 4.000% 6/15/25 1,300 1,278
Hudson Pacific Properties LP 3.950% 11/1/27 3,400 3,255
Kilroy Realty LP 3.800% 1/15/23 3,200 3,217
Kilroy Realty LP 3.450% 12/15/24 5,850 5,671
Kilroy Realty LP 4.250% 8/15/29 878 868

 

 

Kimco Realty Corp. 6.875% 10/1/19 5,682 6,012
Kimco Realty Corp. 3.200% 5/1/21 3,740 3,742
Kimco Realty Corp. 3.400% 11/1/22 3,520 3,522
Kimco Realty Corp. 3.125% 6/1/23 3,300 3,215
Kimco Realty Corp. 2.700% 3/1/24 50 47
Kimco Realty Corp. 3.300% 2/1/25 2,160 2,074
Kimco Realty Corp. 2.800% 10/1/26 4,350 3,897
Kimco Realty Corp. 3.800% 4/1/27 3,950 3,789
Kimco Realty Corp. 4.125% 12/1/46 485 439
Kimco Realty Corp. 4.450% 9/1/47 4,170 3,916
Kite Realty Group LP 4.000% 10/1/26 10,700 10,042
Liberty Property LP 4.750% 10/1/20 1,080 1,121
Liberty Property LP 3.375% 6/15/23 1,250 1,240
Liberty Property LP 4.400% 2/15/24 10,880 11,282
Liberty Property LP 3.750% 4/1/25 6,400 6,352
Liberty Property LP 3.250% 10/1/26 1,825 1,729
Life Storage LP 3.875% 12/15/27 1,000 962
Life Storage LP 3.500% 7/1/26 18,125 17,110
Mid-America Apartments LP 4.300% 10/15/23 12,300 12,770
Mid-America Apartments LP 3.750% 6/15/24 3,985 3,958
Mid-America Apartments LP 3.600% 6/1/27 8,150 7,887
National Retail Properties Inc. 5.500% 7/15/21 2,000 2,126
National Retail Properties Inc. 3.800% 10/15/22 3,400 3,423
National Retail Properties Inc. 3.300% 4/15/23 2,999 2,960
National Retail Properties Inc. 3.900% 6/15/24 3,700 3,703
National Retail Properties Inc. 3.600% 12/15/26 2,425 2,328
National Retail Properties Inc. 3.500% 10/15/27 13,000 12,337
Omega Healthcare Investors Inc. 4.375% 8/1/23 20,850 20,798
Omega Healthcare Investors Inc. 4.950% 4/1/24 3,875 3,943
Omega Healthcare Investors Inc. 4.500% 1/15/25 3,050 2,974
Omega Healthcare Investors Inc. 5.250% 1/15/26 5,792 5,850
Omega Healthcare Investors Inc. 4.500% 4/1/27 14,928 14,368
Omega Healthcare Investors Inc. 4.750% 1/15/28 5,325 5,165
Physicians Realty LP 4.300% 3/15/27 5,950 5,883
Physicians Realty LP 3.950% 1/15/28 5,750 5,509
Piedmont Operating Partnership LP 3.400% 6/1/23 2,062 2,006
Piedmont Operating Partnership LP 4.450% 3/15/24 4,225 4,301
ProLogis LP 4.250% 8/15/23 5,270 5,492
Public Storage 2.370% 9/15/22 5,398 5,200
Public Storage 3.094% 9/15/27 4,550 4,362
Realty Income Corp. 3.250% 10/15/22 13,600 13,490
Realty Income Corp. 3.875% 7/15/24 3,600 3,612
Realty Income Corp. 3.875% 4/15/25 8,405 8,385
Realty Income Corp. 4.125% 10/15/26 12,110 12,233
Realty Income Corp. 3.000% 1/15/27 4,825 4,456
Realty Income Corp. 3.650% 1/15/28 5,770 5,583
Realty Income Corp. 4.650% 3/15/47 15,915 16,484
Regency Centers Corp. 3.750% 11/15/22 1,850 1,865
Regency Centers LP 3.600% 2/1/27 3,450 3,325
Regency Centers LP 4.125% 3/15/28 3,300 3,306
Regency Centers LP 4.400% 2/1/47 5,550 5,426
Sabra Health Care LP 5.125% 8/15/26 620 597
Select Income REIT 3.600% 2/1/20 206 206
Select Income REIT 4.150% 2/1/22 4,000 3,996
Select Income REIT 4.500% 2/1/25 9,475 9,352
Senior Housing Properties Trust 3.250% 5/1/19 10,240 10,241
Senior Housing Properties Trust 4.750% 2/15/28 1,000 986

 

 

Simon Property Group LP 2.500% 9/1/20 1,050 1,039
Simon Property Group LP 4.375% 3/1/21 8,489 8,790
Simon Property Group LP 2.500% 7/15/21 6,915 6,771
Simon Property Group LP 4.125% 12/1/21 6,733 6,939
Simon Property Group LP 2.350% 1/30/22 6,250 6,050
Simon Property Group LP 3.375% 3/15/22 2,825 2,833
Simon Property Group LP 2.625% 6/15/22 8,000 7,795
Simon Property Group LP 2.750% 2/1/23 6,285 6,117
Simon Property Group LP 2.750% 6/1/23 8,870 8,593
Simon Property Group LP 3.750% 2/1/24 6,014 6,110
Simon Property Group LP 3.375% 10/1/24 647 639
Simon Property Group LP 3.500% 9/1/25 3,640 3,595
Simon Property Group LP 3.300% 1/15/26 8,069 7,818
Simon Property Group LP 3.250% 11/30/26 4,425 4,242
Simon Property Group LP 3.375% 6/15/27 15,775 15,230
Simon Property Group LP 3.375% 12/1/27 8,975 8,589
Simon Property Group LP 6.750% 2/1/40 11,543 15,363
Simon Property Group LP 4.750% 3/15/42 1,671 1,765
Simon Property Group LP 4.250% 10/1/44 160 158
Simon Property Group LP 4.250% 11/30/46 9,750 9,529
SL Green Operating Partnership LP 3.250% 10/15/22 4,250 4,141
STORE Capital Corp. 4.500% 3/15/28 4,800 4,764
Tanger Properties LP 3.750% 12/1/24 1,325 1,302
Tanger Properties LP 3.125% 9/1/26 6,100 5,553
Tanger Properties LP 3.875% 7/15/27 10,050 9,700
UDR Inc. 3.700% 10/1/20 6,975 7,049
UDR Inc. 4.625% 1/10/22 11,795 12,228
UDR Inc. 2.950% 9/1/26 8,300 7,647
UDR Inc. 3.500% 7/1/27 3,000 2,895
UDR Inc. 3.500% 1/15/28 6,345 6,123
Ventas Realty LP 3.100% 1/15/23 14,975 14,646
Ventas Realty LP 3.125% 6/15/23 1,050 1,027
Ventas Realty LP 3.750% 5/1/24 2,000 1,996
Ventas Realty LP 3.500% 2/1/25 3,150 3,071
Ventas Realty LP 4.125% 1/15/26 1,015 1,024
Ventas Realty LP 3.250% 10/15/26 800 753
Ventas Realty LP 3.850% 4/1/27 3,875 3,788
Ventas Realty LP 4.000% 3/1/28 13,500 13,236
Ventas Realty LP 5.700% 9/30/43 4,600 5,332
Ventas Realty LP 4.375% 2/1/45 6,730 6,508
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 5,675 5,628
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 4,825 5,027
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,692 1,737
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 10,463 10,339
VEREIT Operating Partnership LP 4.125% 6/1/21 700 711
VEREIT Operating Partnership LP 4.600% 2/6/24 5,375 5,440
VEREIT Operating Partnership LP 4.875% 6/1/26 7,590 7,694
VEREIT Operating Partnership LP 3.950% 8/15/27 12,000 11,277
Vornado Realty LP 5.000% 1/15/22 200 210
Vornado Realty LP 3.500% 1/15/25 5,050 4,891
Washington Prime Group LP 3.850% 4/1/20 4,525 4,439
Washington Prime Group LP 5.950% 8/15/24 1,900 1,813
Washington REIT 4.950% 10/1/20 825 847
Washington REIT 3.950% 10/15/22 2,200 2,216
Weingarten Realty Investors 3.375% 10/15/22 1,275 1,260
Weingarten Realty Investors 3.500% 4/15/23 3,925 3,897
Weingarten Realty Investors 4.450% 1/15/24 450 463

 

 

Welltower Inc. 4.125% 4/1/19 6,455 6,524
Welltower Inc. 4.950% 1/15/21 7,680 8,001
Welltower Inc. 5.250% 1/15/22 8,376 8,905
Welltower Inc. 3.750% 3/15/23 7,090 7,175
Welltower Inc. 4.500% 1/15/24 125 129
Welltower Inc. 4.000% 6/1/25 17,047 17,043
Welltower Inc. 4.250% 4/1/26 7,224 7,296
Welltower Inc. 6.500% 3/15/41 5,357 6,746
Welltower Inc. 5.125% 3/15/43 1,260 1,354
WP Carey Inc. 4.600% 4/1/24 6,201 6,353
WP Carey Inc. 4.000% 2/1/25 1,800 1,768
WP Carey Inc. 4.250% 10/1/26 3,500 3,475
        17,192,338
Industrial (16.6%)        
Basic Industry (0.8%)        
Agrium Inc. 3.150% 10/1/22 3,571 3,544
Agrium Inc. 3.500% 6/1/23 15,685 15,646
Agrium Inc. 3.375% 3/15/25 7,125 6,902
Agrium Inc. 4.125% 3/15/35 6,700 6,517
Agrium Inc. 6.125% 1/15/41 7,356 8,737
Agrium Inc. 4.900% 6/1/43 3,600 3,727
Agrium Inc. 5.250% 1/15/45 21,967 23,920
Air Products & Chemicals Inc. 3.000% 11/3/21 4,550 4,547
Air Products & Chemicals Inc. 2.750% 2/3/23 7,044 6,945
Air Products & Chemicals Inc. 3.350% 7/31/24 7,800 7,846
Airgas Inc. 3.650% 7/15/24 6,925 7,001
Albemarle Corp. 4.150% 12/1/24 5,095 5,234
Albemarle Corp. 5.450% 12/1/44 5,500 5,939
Barrick Gold Corp. 5.250% 4/1/42 8,647 9,465
Barrick North America Finance LLC 4.400% 5/30/21 3,020 3,120
Barrick North America Finance LLC 5.700% 5/30/41 13,597 15,597
Barrick North America Finance LLC 5.750% 5/1/43 10,244 11,910
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 17,523 20,300
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 10,683 10,594
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 2,496 2,582
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 11,691 11,942
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 26,763 30,713
Braskem Finance Ltd. 6.450% 2/3/24 910 987
Cabot Corp. 3.700% 7/15/22 1,765 1,775
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,284
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 3,300 3,432
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 7,303 7,520
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 1,400 1,435
9 Celulosa Arauco y Constitucion SA 3.875% 11/2/27 12,000 11,526
9 Celulosa Arauco y Constitucion SA 5.500% 11/2/47 11,150 11,305
Domtar Corp. 6.750% 2/15/44 4,900 5,431
Dow Chemical Co. 8.550% 5/15/19 34,681 36,890
Dow Chemical Co. 4.250% 11/15/20 19,381 19,899
Dow Chemical Co. 4.125% 11/15/21 3,205 3,287
Dow Chemical Co. 3.000% 11/15/22 23,180 22,763
Dow Chemical Co. 3.500% 10/1/24 4,066 4,023
Dow Chemical Co. 7.375% 11/1/29 3,253 4,233
Dow Chemical Co. 4.250% 10/1/34 8,386 8,396
Dow Chemical Co. 9.400% 5/15/39 13,352 21,423
Dow Chemical Co. 5.250% 11/15/41 8,843 9,788
Dow Chemical Co. 4.375% 11/15/42 8,929 8,869
Dow Chemical Co. 4.625% 10/1/44 2,965 3,041

 

 

Eastman Chemical Co. 5.500% 11/15/19 4,771 4,980
Eastman Chemical Co. 2.700% 1/15/20 14,741 14,653
Eastman Chemical Co. 4.500% 1/15/21 53 55
Eastman Chemical Co. 3.600% 8/15/22 6,763 6,811
Eastman Chemical Co. 3.800% 3/15/25 2,764 2,795
Eastman Chemical Co. 4.800% 9/1/42 7,224 7,598
Eastman Chemical Co. 4.650% 10/15/44 4,950 5,088
Ecolab Inc. 2.250% 1/12/20 3,243 3,207
Ecolab Inc. 4.350% 12/8/21 3,641 3,803
Ecolab Inc. 2.375% 8/10/22 11,695 11,308
Ecolab Inc. 3.250% 1/14/23 4,815 4,812
Ecolab Inc. 2.700% 11/1/26 6,613 6,175
9 Ecolab Inc. 3.250% 12/1/27 6,100 5,887
Ecolab Inc. 5.500% 12/8/41 1,323 1,573
9 Ecolab Inc. 3.950% 12/1/47 11,065 10,727
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,372 5,535
EI du Pont de Nemours & Co. 2.200% 5/1/20 8,083 7,965
EI du Pont de Nemours & Co. 3.625% 1/15/21 15,225 15,460
EI du Pont de Nemours & Co. 4.250% 4/1/21 3,880 4,008
EI du Pont de Nemours & Co. 2.800% 2/15/23 16,160 15,789
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,100 1,335
EI du Pont de Nemours & Co. 4.900% 1/15/41 8,098 8,604
EI du Pont de Nemours & Co. 4.150% 2/15/43 7,900 7,627
Fibria Overseas Finance Ltd. 5.250% 5/12/24 1,965 2,024
Fibria Overseas Finance Ltd. 4.000% 1/14/25 8,820 8,505
FMC Corp. 3.950% 2/1/22 1,795 1,821
FMC Corp. 4.100% 2/1/24 11,210 11,317
Georgia-Pacific LLC 8.000% 1/15/24 7,204 8,911
Georgia-Pacific LLC 7.375% 12/1/25 5,750 7,099
Georgia-Pacific LLC 7.750% 11/15/29 3,268 4,429
Georgia-Pacific LLC 8.875% 5/15/31 4,665 7,053
Goldcorp Inc. 3.625% 6/9/21 2,265 2,280
Goldcorp Inc. 3.700% 3/15/23 10,760 10,695
Goldcorp Inc. 5.450% 6/9/44 6,855 7,542
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,285 1,270
International Flavors & Fragrances Inc. 4.375% 6/1/47 6,575 6,559
International Paper Co. 7.500% 8/15/21 8,835 10,010
International Paper Co. 3.650% 6/15/24 7,698 7,662
International Paper Co. 3.800% 1/15/26 1,700 1,676
International Paper Co. 3.000% 2/15/27 19,414 17,944
International Paper Co. 5.000% 9/15/35 3,925 4,143
International Paper Co. 7.300% 11/15/39 4,858 6,374
International Paper Co. 6.000% 11/15/41 2,250 2,592
International Paper Co. 4.800% 6/15/44 15,146 15,289
International Paper Co. 5.150% 5/15/46 12,202 12,828
International Paper Co. 4.400% 8/15/47 14,434 13,671
International Paper Co. 4.350% 8/15/48 5,450 5,130
Kinross Gold Corp. 5.125% 9/1/21 515 534
Kinross Gold Corp. 5.950% 3/15/24 4,132 4,442
Lubrizol Corp. 6.500% 10/1/34 6,025 7,780
LYB International Finance BV 4.000% 7/15/23 3,649 3,692
LYB International Finance BV 5.250% 7/15/43 2,087 2,267
LYB International Finance BV 4.875% 3/15/44 14,570 15,162
LYB International Finance II BV 3.500% 3/2/27 10,920 10,415
LyondellBasell Industries NV 5.000% 4/15/19 11,391 11,567
LyondellBasell Industries NV 6.000% 11/15/21 19,400 20,937
LyondellBasell Industries NV 5.750% 4/15/24 6,700 7,362

 

 

LyondellBasell Industries NV 4.625% 2/26/55 12,242 11,883
Meadwestvaco Corp. 7.950% 2/15/31 5,268 7,207
Methanex Corp. 3.250% 12/15/19 7,800 7,776
Methanex Corp. 4.250% 12/1/24 365 361
Methanex Corp. 5.650% 12/1/44 3,760 3,727
Monsanto Co. 2.125% 7/15/19 4,450 4,415
Monsanto Co. 2.750% 7/15/21 13,910 13,707
Monsanto Co. 2.200% 7/15/22 7,580 7,216
Monsanto Co. 3.375% 7/15/24 675 666
Monsanto Co. 2.850% 4/15/25 2,575 2,423
Monsanto Co. 5.500% 8/15/25 2,353 2,588
Monsanto Co. 4.200% 7/15/34 9,025 8,889
Monsanto Co. 3.600% 7/15/42 6,341 5,503
Monsanto Co. 4.650% 11/15/43 1,775 1,778
Monsanto Co. 3.950% 4/15/45 8,500 7,675
Monsanto Co. 4.700% 7/15/64 9,860 9,536
Mosaic Co. 3.750% 11/15/21 6,165 6,206
Mosaic Co. 3.250% 11/15/22 10,140 9,917
Mosaic Co. 4.250% 11/15/23 13,332 13,589
Mosaic Co. 4.050% 11/15/27 8,000 7,756
Mosaic Co. 5.450% 11/15/33 3,029 3,205
Mosaic Co. 4.875% 11/15/41 1,498 1,424
Mosaic Co. 5.625% 11/15/43 3,981 4,155
Newmont Mining Corp. 5.125% 10/1/19 1,995 2,053
Newmont Mining Corp. 3.500% 3/15/22 500 500
Newmont Mining Corp. 5.875% 4/1/35 2,155 2,497
Newmont Mining Corp. 6.250% 10/1/39 11,278 13,619
Newmont Mining Corp. 4.875% 3/15/42 8,908 9,255
Nucor Corp. 4.125% 9/15/22 202 210
Nucor Corp. 4.000% 8/1/23 11,195 11,523
Nucor Corp. 6.400% 12/1/37 10,358 13,338
Nucor Corp. 5.200% 8/1/43 13,225 15,230
Packaging Corp. of America 3.900% 6/15/22 6,015 6,124
Packaging Corp. of America 4.500% 11/1/23 18,982 19,805
Packaging Corp. of America 3.650% 9/15/24 4,882 4,875
Packaging Corp. of America 3.400% 12/15/27 4,000 3,823
Placer Dome Inc. 6.450% 10/15/35 2,175 2,634
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,441 1,497
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 6,753 6,966
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 5,375 5,364
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 9,096 8,613
Potash Corp. of Saskatchewan Inc. 4.000% 12/15/26 6,050 6,026
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 825 965
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,663 5,363
PPG Industries Inc. 2.300% 11/15/19 9,973 9,920
PPG Industries Inc. 3.600% 11/15/20 4,850 4,926
Praxair Inc. 4.500% 8/15/19 2,740 2,813
Praxair Inc. 2.250% 9/24/20 1,700 1,678
Praxair Inc. 3.000% 9/1/21 5,870 5,858
Praxair Inc. 2.450% 2/15/22 20,415 19,990
Praxair Inc. 2.200% 8/15/22 5,969 5,757
Praxair Inc. 2.700% 2/21/23 2,250 2,204
Praxair Inc. 2.650% 2/5/25 4,675 4,500
Praxair Inc. 3.200% 1/30/26 4,850 4,796
Praxair Inc. 3.550% 11/7/42 2,200 2,113
Rayonier Inc. 3.750% 4/1/22 2,875 2,831
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,790 1,842

 

 

Rio Tinto Alcan Inc. 5.750% 6/1/35 9,524 11,453
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 4,457 4,630
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,689 5,867
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 32,465 32,887
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 7,209 9,252
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 13,156 15,221
Rio Tinto Finance USA plc 3.500% 3/22/22 903 917
Rio Tinto Finance USA plc 2.875% 8/21/22 1,693 1,678
Rio Tinto Finance USA plc 4.750% 3/22/42 4,518 4,975
Rio Tinto Finance USA plc 4.125% 8/21/42 9,425 9,525
Rohm & Haas Co. 7.850% 7/15/29 2,965 3,979
RPM International Inc. 6.125% 10/15/19 2,743 2,876
RPM International Inc. 3.450% 11/15/22 4,560 4,557
RPM International Inc. 3.750% 3/15/27 4,275 4,163
RPM International Inc. 5.250% 6/1/45 3,792 4,055
RPM International Inc. 4.250% 1/15/48 7,500 7,042
Sherwin-Williams Co. 7.250% 6/15/19 675 711
Sherwin-Williams Co. 2.250% 5/15/20 5,685 5,588
Sherwin-Williams Co. 4.200% 1/15/22 475 487
Sherwin-Williams Co. 2.750% 6/1/22 7,527 7,315
Sherwin-Williams Co. 3.125% 6/1/24 1,950 1,888
Sherwin-Williams Co. 3.450% 8/1/25 9,300 9,103
Sherwin-Williams Co. 3.950% 1/15/26 8,650 8,671
Sherwin-Williams Co. 3.450% 6/1/27 24,585 23,549
Sherwin-Williams Co. 4.000% 12/15/42 2,000 1,838
Sherwin-Williams Co. 4.550% 8/1/45 2,934 2,939
Sherwin-Williams Co. 4.500% 6/1/47 3,995 3,976
Southern Copper Corp. 5.375% 4/16/20 1,588 1,656
Southern Copper Corp. 3.500% 11/8/22 7,850 7,842
Southern Copper Corp. 3.875% 4/23/25 1,225 1,232
Southern Copper Corp. 7.500% 7/27/35 5,344 6,890
Southern Copper Corp. 6.750% 4/16/40 2,160 2,656
Southern Copper Corp. 5.250% 11/8/42 16,320 17,071
Southern Copper Corp. 5.875% 4/23/45 32,615 36,894
Syngenta Finance NV 3.125% 3/28/22 4,160 4,010
Vale Canada Ltd. 7.200% 9/15/32 1,375 1,566
Vale Overseas Ltd. 5.875% 6/10/21 17,700 19,005
Vale Overseas Ltd. 4.375% 1/11/22 19,002 19,501
Vale Overseas Ltd. 6.250% 8/10/26 11,600 12,992
Vale Overseas Ltd. 8.250% 1/17/34 2,312 2,980
Vale Overseas Ltd. 6.875% 11/21/36 18,784 22,095
Vale Overseas Ltd. 6.875% 11/10/39 14,114 16,690
Vale SA 5.625% 9/11/42 34,010 35,881
Westlake Chemical Corp. 3.600% 8/15/26 18,235 17,615
Westlake Chemical Corp. 5.000% 8/15/46 12,375 12,934
9 WestRock Co. 3.000% 9/15/24 4,000 3,818
9 WestRock Co. 3.750% 3/15/25 8,600 8,577
9 WestRock Co. 3.375% 9/15/27 4,575 4,376
9 WestRock Co. 4.000% 3/15/28 8,700 8,711
Westrock MWV LLC 8.200% 1/15/30 5,273 7,185
WestRock RKT Co. 3.500% 3/1/20 3,550 3,573
WestRock RKT Co. 4.900% 3/1/22 3,740 3,932
Weyerhaeuser Co. 7.375% 10/1/19 8,351 8,875
Weyerhaeuser Co. 4.700% 3/15/21 3,605 3,737
Weyerhaeuser Co. 4.625% 9/15/23 5,625 5,910
Weyerhaeuser Co. 8.500% 1/15/25 2,350 2,956
Weyerhaeuser Co. 7.375% 3/15/32 8,218 10,804

 

 

Weyerhaeuser Co. 6.875% 12/15/33 3,275 4,175
Yamana Gold Inc. 4.950% 7/15/24 2,105 2,168
9 Yamana Gold Inc. 4.625% 12/15/27 5,700 5,586
 
Capital Goods (1.4%)        
3M Co. 2.000% 8/7/20 5,215 5,132
3M Co. 1.625% 9/19/21 2,600 2,494
3M Co. 2.250% 3/15/23 3,300 3,189
3M Co. 3.000% 8/7/25 2,350 2,316
3M Co. 2.250% 9/19/26 9,200 8,375
3M Co. 2.875% 10/15/27 7,000 6,713
3M Co. 3.125% 9/19/46 5,000 4,404
3M Co. 3.625% 10/15/47 5,850 5,646
ABB Finance USA Inc. 2.800% 4/3/20 2,535 2,537
ABB Finance USA Inc. 2.875% 5/8/22 3,678 3,625
ABB Finance USA Inc. 3.375% 4/3/23 260 260
ABB Finance USA Inc. 3.800% 4/3/28 3,300 3,326
ABB Finance USA Inc. 4.375% 5/8/42 1,778 1,859
Allegion US Holding Co. Inc. 3.200% 10/1/24 1,100 1,064
Allegion US Holding Co. Inc. 3.550% 10/1/27 5,119 4,836
Bemis Co. Inc. 3.100% 9/15/26 3,175 2,965
Boeing Capital Corp. 4.700% 10/27/19 6,025 6,230
Boeing Co. 4.875% 2/15/20 14,065 14,650
Boeing Co. 1.650% 10/30/20 1,830 1,783
Boeing Co. 8.750% 8/15/21 1,360 1,606
Boeing Co. 2.350% 10/30/21 9,795 9,652
Boeing Co. 2.125% 3/1/22 3,625 3,532
Boeing Co. 2.800% 3/1/23 7,050 6,972
Boeing Co. 1.875% 6/15/23 6,840 6,452
Boeing Co. 7.950% 8/15/24 1,173 1,480
Boeing Co. 2.850% 10/30/24 7,483 7,301
Boeing Co. 2.500% 3/1/25 2,831 2,675
Boeing Co. 7.250% 6/15/25 675 833
Boeing Co. 2.600% 10/30/25 3,300 3,148
Boeing Co. 2.250% 6/15/26 1,200 1,107
Boeing Co. 2.800% 3/1/27 2,950 2,818
Boeing Co. 3.250% 3/1/28 2,500 2,464
Boeing Co. 6.125% 2/15/33 4,597 5,867
Boeing Co. 3.300% 3/1/35 4,350 4,060
Boeing Co. 6.625% 2/15/38 2,505 3,413
Boeing Co. 3.550% 3/1/38 3,450 3,359
Boeing Co. 6.875% 3/15/39 2,778 3,924
Boeing Co. 5.875% 2/15/40 3,762 4,797
Boeing Co. 3.375% 6/15/46 3,600 3,302
Boeing Co. 3.650% 3/1/47 1,150 1,106
Boeing Co. 3.625% 3/1/48 3,925 3,749
Carlisle Cos. Inc. 3.750% 11/15/22 3,205 3,222
Carlisle Cos. Inc. 3.500% 12/1/24 1,700 1,674
Carlisle Cos. Inc. 3.750% 12/1/27 4,000 3,904
Caterpillar Financial Services Corp. 1.350% 5/18/19 12,005 11,862
Caterpillar Financial Services Corp. 2.100% 6/9/19 8,575 8,540
Caterpillar Financial Services Corp. 2.000% 11/29/19 8,050 7,980
Caterpillar Financial Services Corp. 2.250% 12/1/19 4,740 4,704
Caterpillar Financial Services Corp. 2.100% 1/10/20 6,456 6,402
Caterpillar Financial Services Corp. 2.000% 3/5/20 4,310 4,262
Caterpillar Financial Services Corp. 1.850% 9/4/20 10,050 9,835
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,950 2,937

 

 

Caterpillar Financial Services Corp. 2.900% 3/15/21 5,170 5,155
Caterpillar Financial Services Corp. 1.700% 8/9/21 28,691 27,480
Caterpillar Financial Services Corp. 2.750% 8/20/21 3,400 3,363
Caterpillar Financial Services Corp. 1.931% 10/1/21 2,500 2,401
Caterpillar Financial Services Corp. 2.850% 6/1/22 825 815
Caterpillar Financial Services Corp. 2.400% 6/6/22 8,000 7,763
Caterpillar Financial Services Corp. 2.550% 11/29/22 8,535 8,288
Caterpillar Financial Services Corp. 3.750% 11/24/23 3,100 3,164
Caterpillar Financial Services Corp. 3.300% 6/9/24 7,000 6,952
Caterpillar Financial Services Corp. 3.250% 12/1/24 7,437 7,347
Caterpillar Financial Services Corp. 2.400% 8/9/26 5,350 4,944
Caterpillar Inc. 3.900% 5/27/21 12,366 12,697
Caterpillar Inc. 3.400% 5/15/24 23,941 23,949
Caterpillar Inc. 6.050% 8/15/36 8,882 11,438
Caterpillar Inc. 5.200% 5/27/41 9,050 10,771
Caterpillar Inc. 3.803% 8/15/42 25,845 25,655
Caterpillar Inc. 4.300% 5/15/44 10,153 10,890
Caterpillar Inc. 4.750% 5/15/64 3,585 4,053
CNH Industrial Capital LLC 4.375% 11/6/20 1,885 1,916
CNH Industrial Capital LLC 4.375% 4/5/22 4,100 4,156
CNH Industrial NV 3.850% 11/15/27 10,100 9,797
Crane Co. 4.450% 12/15/23 6,450 6,605
Crane Co. 4.200% 3/15/48 7,000 6,946
CRH America Inc. 5.750% 1/15/21 4,450 4,730
Deere & Co. 4.375% 10/16/19 7,424 7,625
Deere & Co. 2.600% 6/8/22 28,948 28,280
Deere & Co. 5.375% 10/16/29 10,562 12,315
Deere & Co. 8.100% 5/15/30 5,517 7,755
Deere & Co. 7.125% 3/3/31 325 432
Deere & Co. 3.900% 6/9/42 7,170 7,294
Dover Corp. 4.300% 3/1/21 200 206
Dover Corp. 3.150% 11/15/25 7,640 7,461
Dover Corp. 5.375% 10/15/35 2,700 3,131
Dover Corp. 6.600% 3/15/38 3,115 4,088
Dover Corp. 5.375% 3/1/41 4,109 4,815
Eagle Materials Inc. 4.500% 8/1/26 1,125 1,138
Eaton Corp. 2.750% 11/2/22 19,004 18,536
Eaton Corp. 3.103% 9/15/27 10,300 9,683
Eaton Corp. 4.000% 11/2/32 9,529 9,536
Eaton Corp. 4.150% 11/2/42 612 599
Eaton Corp. 3.915% 9/15/47 3,975 3,758
Embraer Netherlands Finance BV 5.050% 6/15/25 8,450 8,720
Embraer Netherlands Finance BV 5.400% 2/1/27 7,300 7,717
9 Embraer Overseas Ltd. 5.696% 9/16/23 5,630 5,988
Embraer SA 5.150% 6/15/22 1,300 1,356
Emerson Electric Co. 4.875% 10/15/19 3,595 3,716
Emerson Electric Co. 4.250% 11/15/20 745 770
Emerson Electric Co. 2.625% 12/1/21 15,600 15,392
Emerson Electric Co. 2.625% 2/15/23 3,225 3,139
Emerson Electric Co. 3.150% 6/1/25 3,950 3,904
Emerson Electric Co. 6.000% 8/15/32 1,100 1,342
Exelis Inc. 5.550% 10/1/21 2,400 2,560
FLIR Systems Inc. 3.125% 6/15/21 1,600 1,587
Flowserve Corp. 3.500% 9/15/22 16,750 16,422
Flowserve Corp. 4.000% 11/15/23 4,225 4,218
Fortive Corp. 1.800% 6/15/19 1,300 1,284
Fortive Corp. 2.350% 6/15/21 9,845 9,576

 

 

Fortive Corp. 3.150% 6/15/26 5,865 5,589
Fortive Corp. 4.300% 6/15/46 9,425 9,369
Fortune Brands Home & Security Inc. 3.000% 6/15/20 1,930 1,921
Fortune Brands Home & Security Inc. 4.000% 6/15/25 4,750 4,850
General Dynamics Corp. 3.875% 7/15/21 5,819 5,967
General Dynamics Corp. 2.250% 11/15/22 10,025 9,655
General Dynamics Corp. 1.875% 8/15/23 10,490 9,778
General Dynamics Corp. 2.375% 11/15/24 8,650 8,171
General Dynamics Corp. 2.125% 8/15/26 4,800 4,337
General Dynamics Corp. 2.625% 11/15/27 13,129 12,245
General Dynamics Corp. 3.600% 11/15/42 3,893 3,703
General Electric Co. 6.000% 8/7/19 14,000 14,574
General Electric Co. 2.100% 12/11/19 1,266 1,257
General Electric Co. 5.500% 1/8/20 11,799 12,279
General Electric Co. 2.200% 1/9/20 18,031 17,808
General Electric Co. 5.550% 5/4/20 20,701 21,725
General Electric Co. 4.375% 9/16/20 18,783 19,393
General Electric Co. 4.625% 1/7/21 11,914 12,358
General Electric Co. 5.300% 2/11/21 12,328 12,925
General Electric Co. 4.650% 10/17/21 17,410 18,181
General Electric Co. 3.150% 9/7/22 4,743 4,675
General Electric Co. 2.700% 10/9/22 34,024 32,849
General Electric Co. 3.100% 1/9/23 18,645 18,236
General Electric Co. 3.375% 3/11/24 5,875 5,745
General Electric Co. 3.450% 5/15/24 2,055 2,012
General Electric Co. 6.750% 3/15/32 32,102 39,816
General Electric Co. 7.500% 8/21/35 100 137
General Electric Co. 6.150% 8/7/37 9,368 11,086
General Electric Co. 5.875% 1/14/38 33,003 38,366
General Electric Co. 6.875% 1/10/39 26,974 34,587
General Electric Co. 4.125% 10/9/42 25,749 23,802
General Electric Co. 4.500% 3/11/44 27,761 27,281
Harris Corp. 2.700% 4/27/20 2,540 2,512
Harris Corp. 4.400% 12/15/20 3,845 3,957
Harris Corp. 3.832% 4/27/25 9,780 9,821
Harris Corp. 4.854% 4/27/35 4,225 4,525
Harris Corp. 6.150% 12/15/40 7,528 9,191
Harris Corp. 5.054% 4/27/45 4,056 4,477
Hexcel Corp. 4.700% 8/15/25 1,400 1,457
Honeywell International Inc. 1.400% 10/30/19 1,750 1,716
Honeywell International Inc. 1.800% 10/30/19 10,150 10,015
Honeywell International Inc. 4.250% 3/1/21 8,025 8,318
Honeywell International Inc. 1.850% 11/1/21 11,000 10,595
Honeywell International Inc. 3.350% 12/1/23 7,160 7,125
Honeywell International Inc. 2.500% 11/1/26 8,975 8,294
Honeywell International Inc. 5.700% 3/15/36 5,224 6,519
Honeywell International Inc. 5.700% 3/15/37 9,056 11,415
Honeywell International Inc. 5.375% 3/1/41 6,350 7,777
Hubbell Inc. 3.350% 3/1/26 4,851 4,757
Hubbell Inc. 3.150% 8/15/27 3,200 3,051
Hubbell Inc. 3.500% 2/15/28 7,475 7,314
9 Huntington Ingalls Industries Inc. 3.483% 12/1/27 9,711 9,323
Illinois Tool Works Inc. 6.250% 4/1/19 12,700 13,168
Illinois Tool Works Inc. 3.375% 9/15/21 3,265 3,299
Illinois Tool Works Inc. 3.500% 3/1/24 2,014 2,053
Illinois Tool Works Inc. 2.650% 11/15/26 30,790 28,762
Illinois Tool Works Inc. 4.875% 9/15/41 4,920 5,686

 

 

Illinois Tool Works Inc. 3.900% 9/1/42 18,384 18,748
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 11,625 12,039
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 4,100 4,910
Ingersoll-Rand Global Holding Co. Ltd. 4.300% 2/21/48 2,500 2,496
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 3,900 3,862
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 3,040 3,043
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 5,150 5,361
John Deere Capital Corp. 2.250% 4/17/19 5,950 5,939
John Deere Capital Corp. 1.250% 10/9/19 15,100 14,813
John Deere Capital Corp. 1.700% 1/15/20 5,535 5,450
John Deere Capital Corp. 2.050% 3/10/20 4,950 4,905
John Deere Capital Corp. 2.200% 3/13/20 2,060 2,041
John Deere Capital Corp. 1.950% 6/22/20 2,465 2,430
John Deere Capital Corp. 2.375% 7/14/20 1,250 1,243
John Deere Capital Corp. 2.450% 9/11/20 3,500 3,478
John Deere Capital Corp. 2.550% 1/8/21 200 198
John Deere Capital Corp. 2.800% 3/4/21 6,800 6,751
John Deere Capital Corp. 2.875% 3/12/21 5,500 5,482
John Deere Capital Corp. 3.900% 7/12/21 5,953 6,114
John Deere Capital Corp. 3.150% 10/15/21 7,849 7,861
John Deere Capital Corp. 2.650% 1/6/22 3,500 3,440
John Deere Capital Corp. 2.750% 3/15/22 1,645 1,625
John Deere Capital Corp. 2.150% 9/8/22 14,600 13,987
John Deere Capital Corp. 2.700% 1/6/23 1,000 979
John Deere Capital Corp. 2.800% 1/27/23 6,160 6,047
John Deere Capital Corp. 2.800% 3/6/23 12,608 12,333
John Deere Capital Corp. 3.350% 6/12/24 17,650 17,568
John Deere Capital Corp. 2.650% 6/24/24 1,550 1,485
John Deere Capital Corp. 3.450% 3/13/25 5,425 5,425
John Deere Capital Corp. 3.400% 9/11/25 2,710 2,692
John Deere Capital Corp. 2.650% 6/10/26 2,075 1,948
John Deere Capital Corp. 2.800% 9/8/27 7,200 6,763
John Deere Capital Corp. 3.050% 1/6/28 8,800 8,409
Johnson Controls International plc 5.000% 3/30/20 16,417 17,058
Johnson Controls International plc 4.250% 3/1/21 700 719
Johnson Controls International plc 3.750% 12/1/21 50 51
Johnson Controls International plc 3.900% 2/14/26 11,257 11,269
Johnson Controls International plc 6.000% 1/15/36 1,970 2,390
Johnson Controls International plc 5.700% 3/1/41 1,300 1,482
Johnson Controls International plc 4.625% 7/2/44 1,422 1,464
Johnson Controls International plc 5.125% 9/14/45 10,247 11,361
Johnson Controls International plc 4.500% 2/15/47 5,350 5,398
Johnson Controls International plc 4.950% 7/2/64 5,795 5,727
Kennametal Inc. 2.650% 11/1/19 3,800 3,773
Kennametal Inc. 3.875% 2/15/22 2,575 2,586
L3 Technologies Inc. 5.200% 10/15/19 12,895 13,284
L3 Technologies Inc. 4.750% 7/15/20 11,813 12,172
L3 Technologies Inc. 4.950% 2/15/21 11,420 11,908
L3 Technologies Inc. 3.950% 5/28/24 3,218 3,231
L3 Technologies Inc. 3.850% 12/15/26 1,910 1,883
Lafarge SA 7.125% 7/15/36 4,850 6,159
Leggett & Platt Inc. 3.800% 11/15/24 4,600 4,586
Leggett & Platt Inc. 3.500% 11/15/27 14,100 13,592
Legrand France SA 8.500% 2/15/25 1,875 2,366
Lennox International Inc. 3.000% 11/15/23 1,000 967
Lockheed Martin Corp. 4.250% 11/15/19 6,681 6,837
Lockheed Martin Corp. 2.500% 11/23/20 13,255 13,129

 

 

Lockheed Martin Corp. 3.350% 9/15/21 25,428 25,633
Lockheed Martin Corp. 3.100% 1/15/23 8,160 8,126
Lockheed Martin Corp. 2.900% 3/1/25 2,652 2,532
Lockheed Martin Corp. 3.550% 1/15/26 18,658 18,515
Lockheed Martin Corp. 3.600% 3/1/35 7,385 7,016
Lockheed Martin Corp. 4.500% 5/15/36 4,820 5,103
Lockheed Martin Corp. 6.150% 9/1/36 16,874 21,189
Lockheed Martin Corp. 5.720% 6/1/40 5,260 6,372
Lockheed Martin Corp. 4.850% 9/15/41 5,872 6,401
Lockheed Martin Corp. 4.070% 12/15/42 3,900 3,846
Lockheed Martin Corp. 3.800% 3/1/45 2,957 2,772
Lockheed Martin Corp. 4.700% 5/15/46 18,982 20,540
Lockheed Martin Corp. 4.090% 9/15/52 2,431 2,348
Martin Marietta Materials Inc. 3.450% 6/1/27 6,400 6,107
Martin Marietta Materials Inc. 3.500% 12/15/27 5,500 5,242
Martin Marietta Materials Inc. 4.250% 12/15/47 10,110 9,293
Masco Corp. 4.450% 4/1/25 8,262 8,449
Masco Corp. 4.375% 4/1/26 2,469 2,511
Masco Corp. 3.500% 11/15/27 7,600 7,244
Masco Corp. 6.500% 8/15/32 27 31
Masco Corp. 4.500% 5/15/47 7,850 7,428
Mohawk Industries Inc. 3.850% 2/1/23 12,690 12,869
Northrop Grumman Corp. 5.050% 8/1/19 2,560 2,634
Northrop Grumman Corp. 2.080% 10/15/20 4,950 4,847
Northrop Grumman Corp. 3.500% 3/15/21 15,728 15,911
Northrop Grumman Corp. 2.550% 10/15/22 15,550 15,073
Northrop Grumman Corp. 3.250% 8/1/23 2,092 2,074
Northrop Grumman Corp. 2.930% 1/15/25 15,075 14,423
Northrop Grumman Corp. 3.200% 2/1/27 8,175 7,802
Northrop Grumman Corp. 3.250% 1/15/28 33,920 32,341
Northrop Grumman Corp. 5.050% 11/15/40 6,925 7,643
Northrop Grumman Corp. 4.750% 6/1/43 7,479 7,963
Northrop Grumman Corp. 3.850% 4/15/45 1,704 1,589
Northrop Grumman Corp. 4.030% 10/15/47 25,680 24,672
Northrop Grumman Systems Corp. 7.875% 3/1/26 2,475 3,102
Northrop Grumman Systems Corp. 7.750% 2/15/31 381 516
9 Nvent Finance Sarl 3.950% 4/15/23 2,230 2,233
9 Nvent Finance Sarl 4.550% 4/15/28 6,320 6,344
Owens Corning 4.200% 12/15/22 13,912 14,237
Owens Corning 4.200% 12/1/24 2,190 2,219
Owens Corning 3.400% 8/15/26 5,050 4,807
Owens Corning 7.000% 12/1/36 817 1,035
Owens Corning 4.300% 7/15/47 5,625 5,114
Owens Corning 4.400% 1/30/48 4,250 3,915
Parker-Hannifin Corp. 3.500% 9/15/22 3,800 3,840
Parker-Hannifin Corp. 3.300% 11/21/24 8,295 8,273
Parker-Hannifin Corp. 3.250% 3/1/27 10,915 10,705
Parker-Hannifin Corp. 4.200% 11/21/34 5,328 5,576
Parker-Hannifin Corp. 6.250% 5/15/38 4,513 5,863
Parker-Hannifin Corp. 4.450% 11/21/44 4,665 4,975
Parker-Hannifin Corp. 4.100% 3/1/47 5,225 5,332
Pentair Finance SA 2.650% 12/1/19 2,204 2,182
Precision Castparts Corp. 2.250% 6/15/20 4,880 4,829
Precision Castparts Corp. 2.500% 1/15/23 21,130 20,530
Precision Castparts Corp. 3.250% 6/15/25 11,482 11,374
Precision Castparts Corp. 4.200% 6/15/35 2,100 2,174
Precision Castparts Corp. 3.900% 1/15/43 6,700 6,580

 

 

Precision Castparts Corp. 4.375% 6/15/45 6,292 6,681
Raytheon Co. 4.400% 2/15/20 2,821 2,900
Raytheon Co. 3.125% 10/15/20 9,868 9,921
Raytheon Co. 2.500% 12/15/22 11,153 10,836
Raytheon Co. 3.150% 12/15/24 4,625 4,588
Raytheon Co. 7.200% 8/15/27 4,810 6,144
Raytheon Co. 4.875% 10/15/40 1,540 1,801
Raytheon Co. 4.700% 12/15/41 7,700 8,653
Raytheon Co. 4.200% 12/15/44 3,000 3,141
Republic Services Inc. 5.500% 9/15/19 14,365 14,934
Republic Services Inc. 5.000% 3/1/20 7,410 7,700
Republic Services Inc. 5.250% 11/15/21 11,497 12,295
Republic Services Inc. 3.550% 6/1/22 5,418 5,476
Republic Services Inc. 4.750% 5/15/23 2,700 2,854
Republic Services Inc. 3.200% 3/15/25 7,100 6,887
Republic Services Inc. 2.900% 7/1/26 474 444
Republic Services Inc. 6.200% 3/1/40 6,078 7,587
Republic Services Inc. 5.700% 5/15/41 11,448 13,687
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,737
Rockwell Collins Inc. 1.950% 7/15/19 925 915
Rockwell Collins Inc. 5.250% 7/15/19 265 273
Rockwell Collins Inc. 3.100% 11/15/21 2,350 2,336
Rockwell Collins Inc. 2.800% 3/15/22 6,800 6,632
Rockwell Collins Inc. 3.200% 3/15/24 15,575 15,135
Rockwell Collins Inc. 3.500% 3/15/27 13,350 12,839
Rockwell Collins Inc. 4.800% 12/15/43 3,575 3,949
Rockwell Collins Inc. 4.350% 4/15/47 12,975 12,814
Roper Technologies Inc. 6.250% 9/1/19 3,210 3,361
Roper Technologies Inc. 3.000% 12/15/20 2,450 2,441
Roper Technologies Inc. 2.800% 12/15/21 12,446 12,234
Roper Technologies Inc. 3.125% 11/15/22 4,143 4,089
Roper Technologies Inc. 3.850% 12/15/25 1,200 1,212
Roper Technologies Inc. 3.800% 12/15/26 17,420 17,338
Snap-on Inc. 6.125% 9/1/21 3,700 4,084
Snap-on Inc. 3.250% 3/1/27 2,200 2,135
Snap-on Inc. 4.100% 3/1/48 3,700 3,761
Sonoco Products Co. 5.750% 11/1/40 6,350 7,272
Spirit AeroSystems Inc. 5.250% 3/15/22 600 617
Spirit AeroSystems Inc. 3.850% 6/15/26 7,770 7,601
Stanley Black & Decker Inc. 3.400% 12/1/21 4,875 4,933
Stanley Black & Decker Inc. 2.900% 11/1/22 2,616 2,575
Stanley Black & Decker Inc. 5.200% 9/1/40 3,328 3,782
4 Stanley Black & Decker Inc. 5.750% 12/15/53 200 203
Textron Inc. 4.300% 3/1/24 3,725 3,824
Textron Inc. 3.875% 3/1/25 6,570 6,555
Textron Inc. 4.000% 3/15/26 6,700 6,744
Textron Inc. 3.650% 3/15/27 3,875 3,784
Textron Inc. 3.375% 3/1/28 6,479 6,185
The Timken Co. 3.875% 9/1/24 1,000 984
United Technologies Corp. 1.500% 11/1/19 7,900 7,769
United Technologies Corp. 4.500% 4/15/20 26,153 27,049
United Technologies Corp. 1.900% 5/4/20 15,550 15,245
United Technologies Corp. 1.950% 11/1/21 3,850 3,688
United Technologies Corp. 2.300% 5/4/22 400 385
United Technologies Corp. 3.100% 6/1/22 7,131 7,072
United Technologies Corp. 2.800% 5/4/24 13,500 12,883
United Technologies Corp. 2.650% 11/1/26 3,000 2,749

 

 

United Technologies Corp. 3.125% 5/4/27 6,850 6,465
United Technologies Corp. 6.700% 8/1/28 2,397 2,928
United Technologies Corp. 7.500% 9/15/29 4,596 6,021
United Technologies Corp. 5.400% 5/1/35 7,175 8,086
United Technologies Corp. 6.050% 6/1/36 8,512 10,292
United Technologies Corp. 6.125% 7/15/38 5,696 6,979
United Technologies Corp. 5.700% 4/15/40 10,830 12,719
United Technologies Corp. 4.500% 6/1/42 41,234 41,599
United Technologies Corp. 4.150% 5/15/45 9,325 8,973
United Technologies Corp. 3.750% 11/1/46 15,700 14,073
United Technologies Corp. 4.050% 5/4/47 5,075 4,809
Vulcan Materials Co. 4.500% 4/1/25 3,750 3,867
Vulcan Materials Co. 4.500% 6/15/47 8,825 8,385
Wabtec Corp. 3.450% 11/15/26 7,617 7,301
Waste Management Inc. 4.750% 6/30/20 10,314 10,719
Waste Management Inc. 4.600% 3/1/21 9,560 9,947
Waste Management Inc. 2.900% 9/15/22 250 247
Waste Management Inc. 2.400% 5/15/23 8,750 8,341
Waste Management Inc. 3.500% 5/15/24 3,250 3,253
Waste Management Inc. 3.125% 3/1/25 7,395 7,180
Waste Management Inc. 3.150% 11/15/27 13,103 12,480
Waste Management Inc. 3.900% 3/1/35 2,110 2,105
Waste Management Inc. 6.125% 11/30/39 575 725
Waste Management Inc. 4.100% 3/1/45 5,939 5,939
WW Grainger Inc. 4.600% 6/15/45 11,993 12,596
WW Grainger Inc. 3.750% 5/15/46 4,975 4,627
WW Grainger Inc. 4.200% 5/15/47 2,250 2,255
Xylem Inc. 4.875% 10/1/21 160 169
Xylem Inc. 3.250% 11/1/26 1,136 1,091
Xylem Inc. 4.375% 11/1/46 3,050 3,085
 
Communication (2.6%)        
21st Century Fox America Inc. 5.650% 8/15/20 4,701 4,979
21st Century Fox America Inc. 4.500% 2/15/21 7,850 8,184
21st Century Fox America Inc. 3.000% 9/15/22 10,735 10,592
21st Century Fox America Inc. 3.700% 9/15/24 4,785 4,825
21st Century Fox America Inc. 3.700% 10/15/25 6,775 6,804
21st Century Fox America Inc. 3.375% 11/15/26 6,900 6,784
21st Century Fox America Inc. 6.550% 3/15/33 12,790 16,145
21st Century Fox America Inc. 6.200% 12/15/34 14,391 17,850
21st Century Fox America Inc. 6.400% 12/15/35 24,030 30,216
21st Century Fox America Inc. 8.150% 10/17/36 3,075 4,488
21st Century Fox America Inc. 6.150% 3/1/37 10,073 12,431
21st Century Fox America Inc. 6.650% 11/15/37 685 891
21st Century Fox America Inc. 6.900% 8/15/39 7,548 10,189
21st Century Fox America Inc. 6.150% 2/15/41 15,995 20,126
21st Century Fox America Inc. 5.400% 10/1/43 12,150 14,156
21st Century Fox America Inc. 4.750% 9/15/44 12,445 13,428
21st Century Fox America Inc. 4.950% 10/15/45 3,830 4,210
21st Century Fox America Inc. 7.750% 12/1/45 5,160 7,826
Activision Blizzard Inc. 2.300% 9/15/21 17,225 16,628
Activision Blizzard Inc. 2.600% 6/15/22 1,475 1,432
Activision Blizzard Inc. 3.400% 9/15/26 21,555 20,962
Activision Blizzard Inc. 3.400% 6/15/27 3,375 3,252
Activision Blizzard Inc. 4.500% 6/15/47 4,655 4,670
America Movil SAB de CV 5.000% 10/16/19 7,875 8,118
America Movil SAB de CV 5.000% 3/30/20 12,041 12,433

 

 

America Movil SAB de CV 3.125% 7/16/22 36,625 36,105
America Movil SAB de CV 6.375% 3/1/35 17,440 21,154
America Movil SAB de CV 6.125% 11/15/37 4,283 5,112
America Movil SAB de CV 6.125% 3/30/40 15,535 18,682
America Movil SAB de CV 4.375% 7/16/42 12,090 12,180
American Tower Corp. 2.800% 6/1/20 7,359 7,297
American Tower Corp. 5.050% 9/1/20 6,695 6,965
American Tower Corp. 3.300% 2/15/21 13,064 13,021
American Tower Corp. 3.450% 9/15/21 14,400 14,408
American Tower Corp. 5.900% 11/1/21 7,125 7,717
American Tower Corp. 2.250% 1/15/22 6,565 6,280
American Tower Corp. 3.500% 1/31/23 18,498 18,387
American Tower Corp. 5.000% 2/15/24 11,886 12,544
American Tower Corp. 4.000% 6/1/25 8,690 8,605
American Tower Corp. 4.400% 2/15/26 1,750 1,771
American Tower Corp. 3.375% 10/15/26 10,145 9,485
American Tower Corp. 3.125% 1/15/27 4,275 3,918
American Tower Corp. 3.550% 7/15/27 10,723 10,063
American Tower Corp. 3.600% 1/15/28 7,885 7,484
AT&T Corp. 8.250% 11/15/31 16,578 21,884
AT&T Inc. 5.875% 10/1/19 23,945 24,992
AT&T Inc. 5.200% 3/15/20 17,690 18,406
AT&T Inc. 2.450% 6/30/20 29,184 28,834
AT&T Inc. 4.600% 2/15/21 13,327 13,800
AT&T Inc. 2.800% 2/17/21 4,000 3,962
AT&T Inc. 5.000% 3/1/21 17,746 18,636
AT&T Inc. 4.450% 5/15/21 6,123 6,340
AT&T Inc. 3.875% 8/15/21 2,000 2,036
AT&T Inc. 3.200% 3/1/22 7,444 7,402
AT&T Inc. 3.800% 3/15/22 13,860 14,051
AT&T Inc. 3.000% 6/30/22 38,422 37,694
AT&T Inc. 2.850% 2/14/23 18,826 18,873
AT&T Inc. 3.600% 2/17/23 37,310 37,435
AT&T Inc. 3.800% 3/1/24 6,450 6,452
AT&T Inc. 4.450% 4/1/24 7,025 7,240
AT&T Inc. 3.400% 8/14/24 32,175 32,406
AT&T Inc. 3.950% 1/15/25 13,435 13,432
AT&T Inc. 3.400% 5/15/25 49,435 47,513
AT&T Inc. 4.125% 2/17/26 19,707 19,761
AT&T Inc. 4.250% 3/1/27 27,775 28,013
AT&T Inc. 3.900% 8/14/27 53,750 54,112
9 AT&T Inc. 4.100% 2/15/28 29,367 29,193
9 AT&T Inc. 4.300% 2/15/30 40,471 40,196
AT&T Inc. 4.500% 5/15/35 20,592 20,135
AT&T Inc. 5.250% 3/1/37 22,000 23,222
AT&T Inc. 4.900% 8/14/37 48,500 48,858
AT&T Inc. 6.350% 3/15/40 11,000 12,756
AT&T Inc. 6.000% 8/15/40 10,702 12,055
AT&T Inc. 5.350% 9/1/40 40,418 41,979
AT&T Inc. 6.375% 3/1/41 9,851 11,449
AT&T Inc. 5.550% 8/15/41 10,185 10,835
AT&T Inc. 5.150% 3/15/42 29,469 29,877
AT&T Inc. 4.300% 12/15/42 19,850 18,235
AT&T Inc. 4.800% 6/15/44 26,590 25,592
AT&T Inc. 4.350% 6/15/45 26,575 24,243
AT&T Inc. 4.750% 5/15/46 28,753 27,843
9 AT&T Inc. 5.150% 11/15/46 63,055 64,102

 

 

AT&T Inc. 5.450% 3/1/47 28,611 30,432
AT&T Inc. 4.500% 3/9/48 34,555 32,193
AT&T Inc. 4.550% 3/9/49 16,592 15,498
AT&T Inc. 5.150% 2/14/50 57,070 57,698
AT&T Inc. 5.700% 3/1/57 5,075 5,417
AT&T Inc. 5.300% 8/14/58 29,622 29,870
Bell Canada Inc. 4.464% 4/1/48 8,425 8,592
British Telecommunications plc 9.125% 12/15/30 29,028 42,396
CBS Corp. 2.300% 8/15/19 6,610 6,554
CBS Corp. 4.300% 2/15/21 5,550 5,697
CBS Corp. 3.375% 3/1/22 7,037 7,009
CBS Corp. 2.500% 2/15/23 12,725 12,092
9 CBS Corp. 2.900% 6/1/23 4,225 4,074
CBS Corp. 3.700% 8/15/24 3,775 3,759
CBS Corp. 3.500% 1/15/25 3,753 3,642
CBS Corp. 4.000% 1/15/26 8,574 8,448
CBS Corp. 2.900% 1/15/27 9,800 8,876
CBS Corp. 3.375% 2/15/28 7,525 6,991
9 CBS Corp. 3.700% 6/1/28 6,200 5,914
CBS Corp. 7.875% 7/30/30 2,339 3,011
CBS Corp. 5.500% 5/15/33 668 714
CBS Corp. 5.900% 10/15/40 3,150 3,584
CBS Corp. 4.850% 7/1/42 9,086 9,039
CBS Corp. 4.900% 8/15/44 10,504 10,465
CBS Corp. 4.600% 1/15/45 8,041 7,794
CC Holdings GS V LLC / Crown Castle GS        
III Corp. 3.849% 4/15/23 11,327 11,397
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 3.579% 7/23/20 27,330 27,403
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.464% 7/23/22 32,455 33,039
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.908% 7/23/25 49,335 50,255
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 3.750% 2/15/28 11,060 10,139
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.200% 3/15/28 13,945 13,330
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.384% 10/23/35 24,199 27,006
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.484% 10/23/45 39,021 43,071
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 5.375% 5/1/47 27,441 26,546
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.834% 10/23/55 4,700 5,404
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,310 9,213
Comcast Corp. 5.700% 7/1/19 7,180 7,433

 

 

Comcast Corp. 5.150% 3/1/20 9,418 9,797
Comcast Corp. 3.125% 7/15/22 14,232 14,193
Comcast Corp. 2.850% 1/15/23 1,977 1,928
Comcast Corp. 2.750% 3/1/23 21,014 20,416
Comcast Corp. 3.000% 2/1/24 24,288 23,572
Comcast Corp. 3.600% 3/1/24 1,826 1,833
Comcast Corp. 3.375% 2/15/25 9,532 9,332
Comcast Corp. 3.375% 8/15/25 15,954 15,598
Comcast Corp. 3.150% 3/1/26 24,420 23,484
Comcast Corp. 2.350% 1/15/27 20,250 18,111
Comcast Corp. 3.300% 2/1/27 22,220 21,484
Comcast Corp. 3.150% 2/15/28 17,655 16,719
Comcast Corp. 3.550% 5/1/28 10,700 10,491
Comcast Corp. 4.250% 1/15/33 16,262 16,760
Comcast Corp. 7.050% 3/15/33 4,042 5,251
Comcast Corp. 4.200% 8/15/34 13,473 13,544
Comcast Corp. 5.650% 6/15/35 3,871 4,540
Comcast Corp. 4.400% 8/15/35 11,916 12,243
Comcast Corp. 6.500% 11/15/35 17,455 22,124
Comcast Corp. 3.200% 7/15/36 11,020 9,667
Comcast Corp. 6.450% 3/15/37 11,469 14,739
Comcast Corp. 6.950% 8/15/37 14,889 19,956
Comcast Corp. 3.900% 3/1/38 9,375 9,041
Comcast Corp. 6.400% 5/15/38 9,747 12,428
Comcast Corp. 6.400% 3/1/40 870 1,104
Comcast Corp. 4.650% 7/15/42 27,312 28,464
Comcast Corp. 4.500% 1/15/43 8,311 8,480
Comcast Corp. 4.600% 8/15/45 22,730 23,467
Comcast Corp. 3.400% 7/15/46 15,114 12,867
Comcast Corp. 4.000% 8/15/47 8,930 8,398
Comcast Corp. 3.969% 11/1/47 21,375 20,146
Comcast Corp. 4.000% 3/1/48 11,000 10,385
Comcast Corp. 3.999% 11/1/49 10,661 9,978
Comcast Corp. 4.049% 11/1/52 8,345 7,778
Crown Castle International Corp. 3.400% 2/15/21 14,805 14,868
Crown Castle International Corp. 2.250% 9/1/21 7,050 6,806
Crown Castle International Corp. 4.875% 4/15/22 7,100 7,485
Crown Castle International Corp. 5.250% 1/15/23 17,519 18,609
Crown Castle International Corp. 3.150% 7/15/23 750 727
Crown Castle International Corp. 3.200% 9/1/24 12,175 11,666
Crown Castle International Corp. 4.450% 2/15/26 19,135 19,396
Crown Castle International Corp. 3.700% 6/15/26 13,775 13,233
Crown Castle International Corp. 4.000% 3/1/27 5,900 5,786
Crown Castle International Corp. 3.650% 9/1/27 14,463 13,791
Crown Castle International Corp. 3.800% 2/15/28 10,775 10,333
Crown Castle International Corp. 4.750% 5/15/47 2,850 2,855
Deutsche Telekom International Finance        
BV 6.000% 7/8/19 10,725 11,143
Deutsche Telekom International Finance        
BV 8.750% 6/15/30 44,258 62,513
Discovery Communications LLC 5.625% 8/15/19 4,175 4,322
Discovery Communications LLC 2.200% 9/20/19 5,112 5,056
Discovery Communications LLC 4.375% 6/15/21 4,925 5,069
Discovery Communications LLC 3.300% 5/15/22 5,425 5,360
Discovery Communications LLC 2.950% 3/20/23 10,957 10,557
Discovery Communications LLC 3.250% 4/1/23 2,500 2,426
Discovery Communications LLC 3.800% 3/13/24 5,000 4,952

 

 

Discovery Communications LLC 3.450% 3/15/25 7,480 7,187
Discovery Communications LLC 4.900% 3/11/26 14,015 14,496
Discovery Communications LLC 3.950% 3/20/28 19,175 18,390
Discovery Communications LLC 5.000% 9/20/37 14,901 14,819
Discovery Communications LLC 6.350% 6/1/40 7,666 8,648
Discovery Communications LLC 4.950% 5/15/42 7,296 6,954
Discovery Communications LLC 4.875% 4/1/43 10,658 10,084
Discovery Communications LLC 5.200% 9/20/47 13,529 13,519
Electronic Arts Inc. 3.700% 3/1/21 10,015 10,158
Electronic Arts Inc. 4.800% 3/1/26 4,040 4,318
Grupo Televisa SAB 6.625% 3/18/25 3,864 4,413
Grupo Televisa SAB 4.625% 1/30/26 2,775 2,837
Grupo Televisa SAB 8.500% 3/11/32 535 687
Grupo Televisa SAB 6.625% 1/15/40 6,468 7,318
Grupo Televisa SAB 5.000% 5/13/45 21,816 20,448
Grupo Televisa SAB 6.125% 1/31/46 4,303 4,699
Interpublic Group of Cos. Inc. 3.750% 2/15/23 5,575 5,594
Interpublic Group of Cos. Inc. 4.200% 4/15/24 14,565 14,842
Koninklijke KPN NV 8.375% 10/1/30 6,571 8,942
Moody's Corp. 2.750% 7/15/19 3,496 3,499
Moody's Corp. 5.500% 9/1/20 1,575 1,662
Moody's Corp. 2.750% 12/15/21 5,725 5,614
Moody's Corp. 4.500% 9/1/22 15,750 16,431
9 Moody's Corp. 2.625% 1/15/23 3,325 3,211
Moody's Corp. 4.875% 2/15/24 7,160 7,594
Moody's Corp. 5.250% 7/15/44 7,025 8,021
NBCUniversal Media LLC 5.150% 4/30/20 18,355 19,135
NBCUniversal Media LLC 4.375% 4/1/21 20,865 21,631
NBCUniversal Media LLC 2.875% 1/15/23 31,384 30,697
NBCUniversal Media LLC 6.400% 4/30/40 13,815 17,475
NBCUniversal Media LLC 5.950% 4/1/41 8,258 10,076
NBCUniversal Media LLC 4.450% 1/15/43 15,202 15,416
Omnicom Group Inc. 6.250% 7/15/19 870 908
Omnicom Group Inc. 4.450% 8/15/20 17,740 18,259
Omnicom Group Inc. 3.625% 5/1/22 18,393 18,518
Omnicom Group Inc. 3.650% 11/1/24 10,563 10,451
Omnicom Group Inc. 3.600% 4/15/26 14,276 13,798
Orange SA 5.375% 7/8/19 9,559 9,848
Orange SA 1.625% 11/3/19 11,492 11,265
Orange SA 4.125% 9/14/21 24,345 25,200
Orange SA 9.000% 3/1/31 23,475 34,190
Orange SA 5.375% 1/13/42 18,855 21,503
Orange SA 5.500% 2/6/44 746 864
RELX Capital Inc. 3.125% 10/15/22 11,543 11,347
RELX Capital Inc. 3.500% 3/16/23 5,895 5,895
Rogers Communications Inc. 3.000% 3/15/23 7,075 6,952
Rogers Communications Inc. 4.100% 10/1/23 5,646 5,804
Rogers Communications Inc. 3.625% 12/15/25 3,990 3,982
Rogers Communications Inc. 2.900% 11/15/26 5,300 4,977
Rogers Communications Inc. 7.500% 8/15/38 1,428 1,945
Rogers Communications Inc. 4.500% 3/15/43 4,118 4,215
Rogers Communications Inc. 5.450% 10/1/43 1,100 1,266
Rogers Communications Inc. 5.000% 3/15/44 11,338 12,412
Rogers Communications Inc. 4.300% 2/15/48 11,000 10,936
S&P Global Inc. 3.300% 8/14/20 8,705 8,741
S&P Global Inc. 4.000% 6/15/25 7,709 7,891
S&P Global Inc. 4.400% 2/15/26 12,675 13,299

 

 

S&P Global Inc. 2.950% 1/22/27 10,930 10,316
S&P Global Inc. 6.550% 11/15/37 4,765 6,109
Scripps Networks Interactive Inc. 2.750% 11/15/19 5,465 5,425
Scripps Networks Interactive Inc. 2.800% 6/15/20 5,375 5,303
Scripps Networks Interactive Inc. 3.500% 6/15/22 4,075 4,018
Scripps Networks Interactive Inc. 3.900% 11/15/24 7,675 7,581
Scripps Networks Interactive Inc. 3.950% 6/15/25 5,725 5,656
TCI Communications Inc. 7.875% 2/15/26 4,868 6,178
TCI Communications Inc. 7.125% 2/15/28 2,472 3,084
Telefonica Emisiones SAU 5.877% 7/15/19 9,533 9,886
Telefonica Emisiones SAU 5.134% 4/27/20 9,605 9,966
Telefonica Emisiones SAU 5.462% 2/16/21 26,884 28,605
Telefonica Emisiones SAU 4.570% 4/27/23 7,713 8,084
Telefonica Emisiones SAU 4.103% 3/8/27 16,340 16,291
Telefonica Emisiones SAU 7.045% 6/20/36 22,502 28,573
Telefonica Emisiones SAU 4.665% 3/6/38 8,925 8,983
Telefonica Emisiones SAU 5.213% 3/8/47 25,085 26,473
Telefonica Emisiones SAU 4.895% 3/6/48 6,000 6,076
Telefonica Europe BV 8.250% 9/15/30 9,627 12,946
TELUS Corp. 2.800% 2/16/27 8,000 7,400
TELUS Corp. 3.700% 9/15/27 100 99
Thomson Reuters Corp. 4.700% 10/15/19 1,850 1,901
Thomson Reuters Corp. 3.950% 9/30/21 2,000 2,031
Thomson Reuters Corp. 4.300% 11/23/23 9,483 9,705
Thomson Reuters Corp. 3.850% 9/29/24 7,150 7,148
Thomson Reuters Corp. 3.350% 5/15/26 5,200 4,959
Thomson Reuters Corp. 5.500% 8/15/35 8,250 9,027
Thomson Reuters Corp. 5.850% 4/15/40 6,145 7,090
Thomson Reuters Corp. 4.500% 5/23/43 1,825 1,764
Thomson Reuters Corp. 5.650% 11/23/43 9,700 11,018
Time Warner Cable LLC 8.250% 4/1/19 12,951 13,592
Time Warner Cable LLC 5.000% 2/1/20 17,660 18,106
Time Warner Cable LLC 4.125% 2/15/21 2,887 2,920
Time Warner Cable LLC 4.000% 9/1/21 14,097 14,155
Time Warner Cable LLC 6.550% 5/1/37 13,723 15,386
Time Warner Cable LLC 7.300% 7/1/38 15,778 18,861
Time Warner Cable LLC 6.750% 6/15/39 17,126 19,352
Time Warner Cable LLC 5.875% 11/15/40 22,533 23,444
Time Warner Cable LLC 5.500% 9/1/41 10,500 10,370
Time Warner Cable LLC 4.500% 9/15/42 13,090 11,288
Time Warner Entertainment Co. LP 8.375% 7/15/33 6,988 9,146
Time Warner Inc. 2.100% 6/1/19 12,280 12,175
Time Warner Inc. 4.875% 3/15/20 17,005 17,584
Time Warner Inc. 4.700% 1/15/21 7,920 8,220
Time Warner Inc. 4.750% 3/29/21 15,290 15,923
Time Warner Inc. 4.000% 1/15/22 3,100 3,163
Time Warner Inc. 3.400% 6/15/22 3,695 3,683
Time Warner Inc. 4.050% 12/15/23 550 561
Time Warner Inc. 3.550% 6/1/24 7,250 7,134
Time Warner Inc. 3.600% 7/15/25 20,526 19,943
Time Warner Inc. 3.875% 1/15/26 24,930 24,293
Time Warner Inc. 3.800% 2/15/27 23,784 22,993
Time Warner Inc. 6.200% 3/15/40 4,200 4,858
Time Warner Inc. 5.375% 10/15/41 5,055 5,340
Time Warner Inc. 4.900% 6/15/42 7,079 7,124
Time Warner Inc. 5.350% 12/15/43 7,910 8,409
Time Warner Inc. 4.650% 6/1/44 10,887 10,418

 

 

Verizon Communications Inc. 2.625% 2/21/20 13,820 13,757
Verizon Communications Inc. 3.450% 3/15/21 10,395 10,505
Verizon Communications Inc. 4.600% 4/1/21 14,650 15,260
Verizon Communications Inc. 1.750% 8/15/21 3,050 2,911
Verizon Communications Inc. 3.000% 11/1/21 14,564 14,461
Verizon Communications Inc. 3.500% 11/1/21 19,664 19,821
Verizon Communications Inc. 3.125% 3/16/22 19,825 19,665
Verizon Communications Inc. 2.450% 11/1/22 15,725 15,088
Verizon Communications Inc. 5.150% 9/15/23 66,108 71,362
Verizon Communications Inc. 4.150% 3/15/24 19,560 20,064
Verizon Communications Inc. 3.500% 11/1/24 26,949 26,661
Verizon Communications Inc. 3.376% 2/15/25 44,603 43,822
Verizon Communications Inc. 2.625% 8/15/26 27,575 25,171
Verizon Communications Inc. 4.125% 3/16/27 41,975 42,481
Verizon Communications Inc. 4.500% 8/10/33 38,865 39,279
Verizon Communications Inc. 4.400% 11/1/34 34,188 33,635
Verizon Communications Inc. 4.272% 1/15/36 36,259 34,697
Verizon Communications Inc. 5.250% 3/16/37 36,522 39,121
Verizon Communications Inc. 4.812% 3/15/39 19,210 19,598
Verizon Communications Inc. 4.750% 11/1/41 12,209 12,209
Verizon Communications Inc. 3.850% 11/1/42 13,317 11,643
Verizon Communications Inc. 4.125% 8/15/46 20,157 18,119
Verizon Communications Inc. 4.862% 8/21/46 56,461 56,652
Verizon Communications Inc. 5.500% 3/16/47 16,290 17,902
Verizon Communications Inc. 4.522% 9/15/48 51,418 49,224
Verizon Communications Inc. 5.012% 4/15/49 47,732 49,046
Verizon Communications Inc. 5.012% 8/21/54 62,765 62,474
Verizon Communications Inc. 4.672% 3/15/55 46,121 43,660
Viacom Inc. 5.625% 9/15/19 12,625 13,101
Viacom Inc. 3.875% 12/15/21 4,908 4,978
Viacom Inc. 4.250% 9/1/23 13,476 13,667
Viacom Inc. 3.875% 4/1/24 9,662 9,584
Viacom Inc. 3.450% 10/4/26 8,800 8,312
Viacom Inc. 6.875% 4/30/36 9,214 10,954
Viacom Inc. 4.375% 3/15/43 24,728 22,193
Viacom Inc. 5.850% 9/1/43 10,065 10,890
Vodafone Group plc 5.450% 6/10/19 8,530 8,809
Vodafone Group plc 4.375% 3/16/21 5,025 5,191
Vodafone Group plc 2.500% 9/26/22 13,284 12,746
Vodafone Group plc 2.950% 2/19/23 17,645 17,102
Vodafone Group plc 7.875% 2/15/30 2,778 3,593
Vodafone Group plc 6.250% 11/30/32 7,500 8,649
Vodafone Group plc 6.150% 2/27/37 11,925 13,765
Vodafone Group plc 4.375% 2/19/43 23,924 22,656
Walt Disney Co. 1.850% 5/30/19 9,705 9,634
Walt Disney Co. 0.875% 7/12/19 5,150 5,041
Walt Disney Co. 1.950% 3/4/20 6,175 6,092
Walt Disney Co. 1.800% 6/5/20 8,375 8,221
Walt Disney Co. 2.150% 9/17/20 4,000 3,936
Walt Disney Co. 2.300% 2/12/21 7,941 7,826
Walt Disney Co. 2.750% 8/16/21 9,293 9,239
Walt Disney Co. 2.550% 2/15/22 3,781 3,716
Walt Disney Co. 2.450% 3/4/22 3,200 3,134
Walt Disney Co. 2.350% 12/1/22 7,386 7,130
Walt Disney Co. 3.150% 9/17/25 7,100 6,996
Walt Disney Co. 3.000% 2/13/26 13,925 13,568
Walt Disney Co. 1.850% 7/30/26 19,425 17,201

 

 

Walt Disney Co. 2.950% 6/15/27 7,580 7,270
Walt Disney Co. 7.000% 3/1/32 2,843 3,803
Walt Disney Co. 4.375% 8/16/41 3,835 4,091
Walt Disney Co. 4.125% 12/1/41 12,800 13,415
Walt Disney Co. 3.700% 12/1/42 7,229 7,018
Walt Disney Co. 4.125% 6/1/44 7,001 7,240
Walt Disney Co. 3.000% 7/30/46 235 200
WPP Finance 2010 4.750% 11/21/21 14,459 15,023
WPP Finance 2010 3.625% 9/7/22 7,006 7,008
WPP Finance 2010 3.750% 9/19/24 6,415 6,312
WPP Finance 2010 5.125% 9/7/42 225 228
WPP Finance 2010 5.625% 11/15/43 7,375 8,008
 
Consumer Cyclical (1.9%)        
Advance Auto Parts Inc. 4.500% 1/15/22 2,525 2,605
Advance Auto Parts Inc. 4.500% 12/1/23 4,771 4,912
Alibaba Group Holding Ltd. 2.500% 11/28/19 23,600 23,431
Alibaba Group Holding Ltd. 3.125% 11/28/21 7,440 7,426
Alibaba Group Holding Ltd. 2.800% 6/6/23 7,900 7,642
Alibaba Group Holding Ltd. 3.600% 11/28/24 19,119 18,936
Alibaba Group Holding Ltd. 3.400% 12/6/27 29,250 27,664
Alibaba Group Holding Ltd. 4.500% 11/28/34 7,010 7,230
Alibaba Group Holding Ltd. 4.000% 12/6/37 5,550 5,215
Alibaba Group Holding Ltd. 4.200% 12/6/47 9,800 9,329
Alibaba Group Holding Ltd. 4.400% 12/6/57 9,475 9,009
Amazon.com Inc. 2.600% 12/5/19 17,227 17,231
9 Amazon.com Inc. 1.900% 8/21/20 12,125 11,873
Amazon.com Inc. 3.300% 12/5/21 12,624 12,793
Amazon.com Inc. 2.500% 11/29/22 7,888 7,696
9 Amazon.com Inc. 2.400% 2/22/23 14,550 14,031
9 Amazon.com Inc. 2.800% 8/22/24 16,768 16,210
Amazon.com Inc. 3.800% 12/5/24 5,896 6,041
Amazon.com Inc. 5.200% 12/3/25 10,935 12,165
9 Amazon.com Inc. 3.150% 8/22/27 31,500 30,370
Amazon.com Inc. 4.800% 12/5/34 18,230 20,157
9 Amazon.com Inc. 3.875% 8/22/37 22,190 22,026
Amazon.com Inc. 4.950% 12/5/44 15,850 17,801
9 Amazon.com Inc. 4.050% 8/22/47 36,850 36,476
9 Amazon.com Inc. 4.250% 8/22/57 28,900 28,737
American Honda Finance Corp. 1.200% 7/12/19 8,485 8,329
American Honda Finance Corp. 2.250% 8/15/19 10,575 10,511
American Honda Finance Corp. 2.000% 11/13/19 11,050 10,935
American Honda Finance Corp. 2.000% 2/14/20 2,000 1,970
American Honda Finance Corp. 1.950% 7/20/20 6,050 5,921
American Honda Finance Corp. 2.450% 9/24/20 19,067 18,906
American Honda Finance Corp. 2.650% 2/12/21 12,100 12,043
American Honda Finance Corp. 1.650% 7/12/21 10,100 9,692
American Honda Finance Corp. 1.700% 9/9/21 15,725 15,037
American Honda Finance Corp. 2.600% 11/16/22 5,825 5,721
American Honda Finance Corp. 2.900% 2/16/24 7,275 7,118
American Honda Finance Corp. 2.300% 9/9/26 3,950 3,641
American Honda Finance Corp. 3.500% 2/15/28 3,500 3,522
Aptiv plc 3.150% 11/19/20 7,440 7,415
Aptiv plc 4.250% 1/15/26 9,325 9,508
Aptiv plc 4.400% 10/1/46 4,220 4,084
Automatic Data Processing Inc. 2.250% 9/15/20 10,161 10,038
Automatic Data Processing Inc. 3.375% 9/15/25 7,560 7,590

 

 

AutoNation Inc. 5.500% 2/1/20 2,376 2,466
AutoNation Inc. 3.350% 1/15/21 3,205 3,198
AutoNation Inc. 3.500% 11/15/24 4,800 4,611
AutoNation Inc. 4.500% 10/1/25 7,525 7,633
AutoNation Inc. 3.800% 11/15/27 3,685 3,499
AutoZone Inc. 2.500% 4/15/21 3,605 3,538
AutoZone Inc. 3.700% 4/15/22 9,236 9,331
AutoZone Inc. 2.875% 1/15/23 2,091 2,032
AutoZone Inc. 3.125% 7/15/23 375 370
AutoZone Inc. 3.250% 4/15/25 6,060 5,822
AutoZone Inc. 3.125% 4/21/26 4,410 4,163
AutoZone Inc. 3.750% 6/1/27 5,425 5,312
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,190 1,161
Bed Bath & Beyond Inc. 4.915% 8/1/34 3,600 3,124
Bed Bath & Beyond Inc. 5.165% 8/1/44 8,180 6,807
Best Buy Co. Inc. 5.500% 3/15/21 2,936 3,094
Block Financial LLC 4.125% 10/1/20 5,315 5,402
Block Financial LLC 5.500% 11/1/22 2,865 3,032
Block Financial LLC 5.250% 10/1/25 10,710 11,186
Booking Holdings Inc. 2.750% 3/15/23 6,300 6,075
Booking Holdings Inc. 3.650% 3/15/25 3,625 3,593
Booking Holdings Inc. 3.600% 6/1/26 21,555 21,145
Booking Holdings Inc. 3.550% 3/15/28 6,850 6,619
BorgWarner Inc. 4.625% 9/15/20 1,000 1,037
BorgWarner Inc. 3.375% 3/15/25 900 885
BorgWarner Inc. 4.375% 3/15/45 5,615 5,527
Carnival Corp. 3.950% 10/15/20 4,300 4,405
Costco Wholesale Corp. 1.700% 12/15/19 8,263 8,165
Costco Wholesale Corp. 1.750% 2/15/20 5,425 5,325
Costco Wholesale Corp. 2.150% 5/18/21 6,955 6,820
Costco Wholesale Corp. 2.250% 2/15/22 4,200 4,097
Costco Wholesale Corp. 2.300% 5/18/22 11,701 11,388
Costco Wholesale Corp. 2.750% 5/18/24 15,534 15,119
Costco Wholesale Corp. 3.000% 5/18/27 13,788 13,291
Cummins Inc. 3.650% 10/1/23 2,125 2,163
Cummins Inc. 7.125% 3/1/28 1,250 1,557
Cummins Inc. 4.875% 10/1/43 5,850 6,627
Daimler Finance North America LLC 8.500% 1/18/31 13,812 20,086
Darden Restaurants Inc. 3.850% 5/1/27 5,550 5,469
Darden Restaurants Inc. 4.550% 2/15/48 5,125 5,092
Delphi Corp. 4.150% 3/15/24 7,520 7,698
Dollar General Corp. 3.250% 4/15/23 12,720 12,537
Dollar General Corp. 4.150% 11/1/25 3,520 3,597
Dollar General Corp. 3.875% 4/15/27 3,650 3,612
Dollar General Corp. 4.125% 5/1/28 7,400 7,462
DR Horton Inc. 3.750% 3/1/19 1,775 1,787
DR Horton Inc. 2.550% 12/1/20 2,500 2,463
DR Horton Inc. 4.375% 9/15/22 5,550 5,734
DR Horton Inc. 4.750% 2/15/23 3,318 3,477
DR Horton Inc. 5.750% 8/15/23 7,520 8,232
eBay Inc. 2.200% 8/1/19 11,455 11,368
eBay Inc. 2.150% 6/5/20 2,425 2,380
eBay Inc. 3.250% 10/15/20 5,330 5,352
eBay Inc. 2.875% 8/1/21 7,685 7,613
eBay Inc. 3.800% 3/9/22 5,882 5,980
eBay Inc. 2.600% 7/15/22 7,605 7,354
eBay Inc. 2.750% 1/30/23 6,265 6,049

 

 

eBay Inc. 3.450% 8/1/24 8,234 8,117
eBay Inc. 3.600% 6/5/27 8,725 8,398
eBay Inc. 4.000% 7/15/42 6,409 5,695
Expedia Inc. 5.950% 8/15/20 7,646 8,090
Expedia Inc. 4.500% 8/15/24 5,130 5,180
Expedia Inc. 5.000% 2/15/26 9,275 9,540
Expedia Inc. 3.800% 2/15/28 6,560 6,091
Ford Holdings LLC 9.300% 3/1/30 4,325 5,925
Ford Motor Co. 4.346% 12/8/26 10,408 10,261
Ford Motor Co. 6.625% 10/1/28 5,861 6,738
Ford Motor Co. 6.375% 2/1/29 6,944 7,856
Ford Motor Co. 7.450% 7/16/31 15,686 18,899
Ford Motor Co. 4.750% 1/15/43 8,163 7,453
Ford Motor Co. 7.400% 11/1/46 6,395 7,951
Ford Motor Co. 5.291% 12/8/46 16,850 16,486
Ford Motor Credit Co. LLC 2.375% 3/12/19 24,025 23,901
Ford Motor Credit Co. LLC 1.897% 8/12/19 10,750 10,580
Ford Motor Credit Co. LLC 2.597% 11/4/19 10,121 10,039
Ford Motor Credit Co. LLC 2.681% 1/9/20 18,500 18,319
Ford Motor Credit Co. LLC 8.125% 1/15/20 18,047 19,527
Ford Motor Credit Co. LLC 2.459% 3/27/20 2,002 1,970
Ford Motor Credit Co. LLC 3.157% 8/4/20 4,786 4,759
Ford Motor Credit Co. LLC 2.343% 11/2/20 14,800 14,390
Ford Motor Credit Co. LLC 3.200% 1/15/21 17,503 17,345
Ford Motor Credit Co. LLC 5.750% 2/1/21 17,200 18,170
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,461 15,351
Ford Motor Credit Co. LLC 5.875% 8/2/21 21,736 23,146
Ford Motor Credit Co. LLC 3.219% 1/9/22 6,523 6,412
Ford Motor Credit Co. LLC 3.339% 3/28/22 7,542 7,415
Ford Motor Credit Co. LLC 2.979% 8/3/22 24,050 23,289
Ford Motor Credit Co. LLC 4.250% 9/20/22 7,690 7,813
Ford Motor Credit Co. LLC 3.096% 5/4/23 4,150 3,989
Ford Motor Credit Co. LLC 4.375% 8/6/23 15,520 15,732
Ford Motor Credit Co. LLC 3.810% 1/9/24 9,921 9,711
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,795 4,610
Ford Motor Credit Co. LLC 4.134% 8/4/25 17,863 17,574
Ford Motor Credit Co. LLC 4.389% 1/8/26 10,152 10,083
Ford Motor Credit Co. LLC 3.815% 11/2/27 19,908 18,673
General Motors Co. 4.875% 10/2/23 16,853 17,602
General Motors Co. 4.000% 4/1/25 5,081 4,974
General Motors Co. 5.000% 4/1/35 12,149 12,108
General Motors Co. 6.600% 4/1/36 5,192 5,910
General Motors Co. 5.150% 4/1/38 3,280 3,268
General Motors Co. 6.250% 10/2/43 16,103 17,608
General Motors Co. 5.200% 4/1/45 14,237 13,815
General Motors Co. 6.750% 4/1/46 11,328 13,087
General Motors Co. 5.400% 4/1/48 14,186 14,165
General Motors Financial Co. Inc. 2.400% 5/9/19 11,429 11,353
General Motors Financial Co. Inc. 3.500% 7/10/19 11,434 11,495
General Motors Financial Co. Inc. 2.350% 10/4/19 8,504 8,410
General Motors Financial Co. Inc. 3.150% 1/15/20 10,175 10,155
General Motors Financial Co. Inc. 2.650% 4/13/20 16,850 16,639
General Motors Financial Co. Inc. 3.200% 7/13/20 38,220 38,082
General Motors Financial Co. Inc. 2.450% 11/6/20 27,900 27,251
General Motors Financial Co. Inc. 3.700% 11/24/20 16,237 16,344
General Motors Financial Co. Inc. 4.200% 3/1/21 9,688 9,871
General Motors Financial Co. Inc. 3.200% 7/6/21 18,331 18,173

 

 

General Motors Financial Co. Inc. 4.375% 9/25/21 6,150 6,298
General Motors Financial Co. Inc. 3.450% 1/14/22 6,389 6,347
General Motors Financial Co. Inc. 3.450% 4/10/22 14,044 13,905
General Motors Financial Co. Inc. 3.150% 6/30/22 8,615 8,418
General Motors Financial Co. Inc. 3.250% 1/5/23 7,500 7,310
General Motors Financial Co. Inc. 3.700% 5/9/23 17,085 16,930
General Motors Financial Co. Inc. 4.250% 5/15/23 9,132 9,250
General Motors Financial Co. Inc. 3.950% 4/13/24 13,811 13,674
General Motors Financial Co. Inc. 3.500% 11/7/24 20,702 19,959
General Motors Financial Co. Inc. 4.000% 1/15/25 9,811 9,654
General Motors Financial Co. Inc. 4.300% 7/13/25 9,934 9,907
General Motors Financial Co. Inc. 5.250% 3/1/26 5,939 6,255
General Motors Financial Co. Inc. 4.000% 10/6/26 9,526 9,229
General Motors Financial Co. Inc. 4.350% 1/17/27 15,928 15,717
General Motors Financial Co. Inc. 3.850% 1/5/28 5,900 5,612
Harley-Davidson Inc. 3.500% 7/28/25 5,325 5,279
Harley-Davidson Inc. 4.625% 7/28/45 5,410 5,567
Harman International Industries Inc. 4.150% 5/15/25 4,125 4,190
Home Depot Inc. 2.000% 6/15/19 11,025 10,972
Home Depot Inc. 1.800% 6/5/20 15,000 14,741
Home Depot Inc. 3.950% 9/15/20 5,225 5,364
Home Depot Inc. 2.000% 4/1/21 9,409 9,165
Home Depot Inc. 4.400% 4/1/21 33,073 34,319
Home Depot Inc. 2.625% 6/1/22 17,585 17,306
Home Depot Inc. 2.700% 4/1/23 3,715 3,643
Home Depot Inc. 3.750% 2/15/24 10,873 11,147
Home Depot Inc. 3.350% 9/15/25 3,705 3,687
Home Depot Inc. 3.000% 4/1/26 10,825 10,463
Home Depot Inc. 2.125% 9/15/26 7,650 6,911
Home Depot Inc. 2.800% 9/14/27 13,500 12,752
Home Depot Inc. 5.875% 12/16/36 32,488 41,478
Home Depot Inc. 5.400% 9/15/40 5,668 6,825
Home Depot Inc. 5.950% 4/1/41 11,703 14,956
Home Depot Inc. 4.200% 4/1/43 16,390 16,915
Home Depot Inc. 4.875% 2/15/44 12,094 13,843
Home Depot Inc. 4.400% 3/15/45 5,697 6,105
Home Depot Inc. 4.250% 4/1/46 14,058 14,680
Home Depot Inc. 3.900% 6/15/47 6,150 6,090
Home Depot Inc. 3.500% 9/15/56 7,925 7,044
Hyatt Hotels Corp. 5.375% 8/15/21 1,347 1,422
Hyatt Hotels Corp. 3.375% 7/15/23 3,486 3,445
Hyatt Hotels Corp. 4.850% 3/15/26 925 968
JD.com Inc. 3.875% 4/29/26 5,620 5,361
Kohl's Corp. 4.000% 11/1/21 7,655 7,774
Kohl's Corp. 3.250% 2/1/23 1,058 1,037
Kohl's Corp. 4.750% 12/15/23 2,138 2,233
Kohl's Corp. 4.250% 7/17/25 5,840 5,879
Kohl's Corp. 5.550% 7/17/45 3,660 3,504
Lear Corp. 5.250% 1/15/25 6,962 7,319
Lear Corp. 3.800% 9/15/27 4,500 4,314
Lowe's Cos. Inc. 1.150% 4/15/19 4,800 4,728
Lowe's Cos. Inc. 4.625% 4/15/20 350 359
Lowe's Cos. Inc. 3.750% 4/15/21 2,012 2,055
Lowe's Cos. Inc. 3.800% 11/15/21 2,350 2,410
Lowe's Cos. Inc. 3.120% 4/15/22 8,861 8,863
Lowe's Cos. Inc. 3.875% 9/15/23 14,494 14,955
Lowe's Cos. Inc. 3.125% 9/15/24 12,869 12,663

 

 

Lowe's Cos. Inc. 3.375% 9/15/25 11,325 11,216
Lowe's Cos. Inc. 2.500% 4/15/26 12,040 11,144
Lowe's Cos. Inc. 3.100% 5/3/27 15,303 14,642
Lowe's Cos. Inc. 6.500% 3/15/29 1,099 1,353
Lowe's Cos. Inc. 4.650% 4/15/42 17,244 18,344
Lowe's Cos. Inc. 4.250% 9/15/44 3,555 3,586
Lowe's Cos. Inc. 4.375% 9/15/45 9,975 10,349
Lowe's Cos. Inc. 3.700% 4/15/46 15,746 14,588
Lowe's Cos. Inc. 4.050% 5/3/47 16,650 16,408
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,735 2,726
Macy's Retail Holdings Inc. 3.875% 1/15/22 1,118 1,117
Macy's Retail Holdings Inc. 2.875% 2/15/23 13,725 12,924
Macy's Retail Holdings Inc. 4.375% 9/1/23 3,410 3,420
Macy's Retail Holdings Inc. 3.625% 6/1/24 1,375 1,322
Macy's Retail Holdings Inc. 6.650% 7/15/24 105 114
Macy's Retail Holdings Inc. 6.900% 4/1/29 4,140 4,418
Macy's Retail Holdings Inc. 4.500% 12/15/34 7,057 6,067
Magna International Inc. 3.625% 6/15/24 7,277 7,334
Magna International Inc. 4.150% 10/1/25 1,458 1,498
Marriott International Inc. 3.375% 10/15/20 9,058 9,101
Marriott International Inc. 2.875% 3/1/21 5,050 5,002
Marriott International Inc. 3.125% 10/15/21 3,992 3,957
Marriott International Inc. 2.300% 1/15/22 3,250 3,121
Marriott International Inc. 3.250% 9/15/22 3,000 2,971
Marriott International Inc. 3.750% 3/15/25 4,650 4,635
Marriott International Inc. 3.750% 10/1/25 4,460 4,379
Marriott International Inc. 3.125% 6/15/26 7,259 6,870
Mastercard Inc. 2.000% 4/1/19 7,075 7,043
Mastercard Inc. 2.000% 11/21/21 5,250 5,095
Mastercard Inc. 3.375% 4/1/24 9,903 9,984
Mastercard Inc. 2.950% 11/21/26 8,340 8,053
Mastercard Inc. 3.500% 2/26/28 3,200 3,223
Mastercard Inc. 3.800% 11/21/46 5,240 5,207
Mastercard Inc. 3.950% 2/26/48 6,315 6,524
McDonald's Corp. 1.875% 5/29/19 6,685 6,634
McDonald's Corp. 3.500% 7/15/20 115 117
McDonald's Corp. 2.750% 12/9/20 6,476 6,447
McDonald's Corp. 3.625% 5/20/21 1,220 1,244
McDonald's Corp. 2.625% 1/15/22 13,862 13,646
McDonald's Corp. 3.350% 4/1/23 4,000 4,021
McDonald's Corp. 3.250% 6/10/24 25 25
McDonald's Corp. 3.375% 5/26/25 8,540 8,466
McDonald's Corp. 3.700% 1/30/26 18,374 18,493
McDonald's Corp. 3.500% 3/1/27 10,314 10,194
McDonald's Corp. 3.800% 4/1/28 1,600 1,618
McDonald's Corp. 4.700% 12/9/35 11,207 11,988
McDonald's Corp. 6.300% 10/15/37 4,388 5,574
McDonald's Corp. 6.300% 3/1/38 11,131 14,072
McDonald's Corp. 5.700% 2/1/39 10,452 12,468
McDonald's Corp. 3.700% 2/15/42 6,624 6,081
McDonald's Corp. 3.625% 5/1/43 5,133 4,597
McDonald's Corp. 4.600% 5/26/45 6,269 6,517
McDonald's Corp. 4.875% 12/9/45 18,235 19,675
McDonald's Corp. 4.450% 3/1/47 9,200 9,458
NIKE Inc. 2.250% 5/1/23 430 415
NIKE Inc. 2.375% 11/1/26 13,650 12,565
NIKE Inc. 3.625% 5/1/43 5,218 4,937

 

 

NIKE Inc. 3.875% 11/1/45 13,244 13,064
NIKE Inc. 3.375% 11/1/46 4,000 3,624
Nordstrom Inc. 4.750% 5/1/20 4,500 4,639
Nordstrom Inc. 4.000% 10/15/21 9,691 9,882
Nordstrom Inc. 4.000% 3/15/27 4,290 4,163
Nordstrom Inc. 6.950% 3/15/28 1,260 1,444
Nordstrom Inc. 5.000% 1/15/44 10,572 9,827
NVR Inc. 3.950% 9/15/22 7,786 7,947
O'Reilly Automotive Inc. 4.875% 1/14/21 900 937
O'Reilly Automotive Inc. 4.625% 9/15/21 5,393 5,624
O'Reilly Automotive Inc. 3.800% 9/1/22 3,941 4,016
O'Reilly Automotive Inc. 3.850% 6/15/23 6,775 6,889
O'Reilly Automotive Inc. 3.550% 3/15/26 2,075 2,016
O'Reilly Automotive Inc. 3.600% 9/1/27 8,850 8,512
PACCAR Financial Corp. 1.300% 5/10/19 6,050 5,980
PACCAR Financial Corp. 2.200% 9/15/19 2,350 2,340
PACCAR Financial Corp. 2.500% 8/14/20 3,200 3,186
PACCAR Financial Corp. 2.050% 11/13/20 5,450 5,357
PACCAR Financial Corp. 2.250% 2/25/21 3,000 2,941
PACCAR Financial Corp. 2.800% 3/1/21 4,000 4,004
PACCAR Financial Corp. 2.300% 8/10/22 4,875 4,734
QVC Inc. 3.125% 4/1/19 3,165 3,158
QVC Inc. 5.125% 7/2/22 2,355 2,436
QVC Inc. 4.375% 3/15/23 4,876 4,872
QVC Inc. 4.850% 4/1/24 6,713 6,792
QVC Inc. 4.450% 2/15/25 850 836
QVC Inc. 5.450% 8/15/34 2,950 2,816
QVC Inc. 5.950% 3/15/43 4,423 4,238
Ralph Lauren Corp. 2.625% 8/18/20 3,000 2,986
Royal Caribbean Cruises Ltd. 2.650% 11/28/20 2,740 2,682
Royal Caribbean Cruises Ltd. 5.250% 11/15/22 4,650 4,964
Royal Caribbean Cruises Ltd. 3.700% 3/15/28 7,250 6,942
Starbucks Corp. 2.200% 11/22/20 4,000 3,946
Starbucks Corp. 2.100% 2/4/21 6,620 6,482
Starbucks Corp. 2.700% 6/15/22 3,675 3,627
Starbucks Corp. 3.100% 3/1/23 10,975 10,963
Starbucks Corp. 3.850% 10/1/23 3,380 3,493
Starbucks Corp. 2.450% 6/15/26 11,100 10,348
Starbucks Corp. 3.500% 3/1/28 6,400 6,372
Starbucks Corp. 4.300% 6/15/45 3,631 3,798
Starbucks Corp. 3.750% 12/1/47 6,325 6,084
Tapestry Inc. 3.000% 7/15/22 3,625 3,500
Tapestry Inc. 4.250% 4/1/25 5,325 5,292
Tapestry Inc. 4.125% 7/15/27 6,675 6,529
Target Corp. 2.300% 6/26/19 10,065 10,040
Target Corp. 3.875% 7/15/20 918 940
Target Corp. 2.900% 1/15/22 7,417 7,418
Target Corp. 3.500% 7/1/24 9,495 9,594
Target Corp. 2.500% 4/15/26 7,568 7,005
Target Corp. 6.350% 11/1/32 5,291 6,645
Target Corp. 6.500% 10/15/37 5,137 6,754
Target Corp. 7.000% 1/15/38 5,120 7,029
Target Corp. 4.000% 7/1/42 15,228 14,776
Target Corp. 3.625% 4/15/46 9,975 9,043
Target Corp. 3.900% 11/15/47 15,975 15,154
TJX Cos. Inc. 2.750% 6/15/21 8,625 8,585
TJX Cos. Inc. 2.500% 5/15/23 2,650 2,572

 

 

TJX Cos. Inc. 2.250% 9/15/26 17,415 15,664
Toyota Motor Credit Corp. 1.400% 5/20/19 14,250 14,054
Toyota Motor Credit Corp. 2.125% 7/18/19 14,635 14,537
Toyota Motor Credit Corp. 1.550% 10/18/19 1,700 1,672
Toyota Motor Credit Corp. 2.200% 1/10/20 2,800 2,783
Toyota Motor Credit Corp. 2.150% 3/12/20 18,550 18,319
Toyota Motor Credit Corp. 1.950% 4/17/20 7,500 7,375
Toyota Motor Credit Corp. 4.500% 6/17/20 8,010 8,303
Toyota Motor Credit Corp. 4.250% 1/11/21 2,575 2,665
Toyota Motor Credit Corp. 1.900% 4/8/21 16,200 15,731
Toyota Motor Credit Corp. 2.750% 5/17/21 7,375 7,333
Toyota Motor Credit Corp. 3.400% 9/15/21 10,556 10,700
Toyota Motor Credit Corp. 2.600% 1/11/22 11,850 11,687
Toyota Motor Credit Corp. 3.300% 1/12/22 15,911 16,065
Toyota Motor Credit Corp. 2.800% 7/13/22 3,283 3,256
Toyota Motor Credit Corp. 2.150% 9/8/22 15,760 15,146
Toyota Motor Credit Corp. 2.625% 1/10/23 8,655 8,460
Toyota Motor Credit Corp. 2.700% 1/11/23 6,000 5,874
Toyota Motor Credit Corp. 2.250% 10/18/23 5,000 4,749
Toyota Motor Credit Corp. 2.900% 4/17/24 5,200 5,082
Toyota Motor Credit Corp. 3.200% 1/11/27 7,459 7,322
Toyota Motor Credit Corp. 3.050% 1/11/28 4,575 4,419
VF Corp. 3.500% 9/1/21 5,550 5,652
VF Corp. 6.450% 11/1/37 5,169 6,498
Visa Inc. 2.200% 12/14/20 34,875 34,431
Visa Inc. 2.150% 9/15/22 5,979 5,753
Visa Inc. 2.800% 12/14/22 31,700 31,240
Visa Inc. 3.150% 12/14/25 54,377 53,306
Visa Inc. 2.750% 9/15/27 6,528 6,150
Visa Inc. 4.150% 12/14/35 17,517 18,589
Visa Inc. 4.300% 12/14/45 38,235 40,500
Visa Inc. 3.650% 9/15/47 7,300 7,076
Wal-Mart Stores Inc. 4.750% 10/2/43 11,982 13,619
Walgreen Co. 3.100% 9/15/22 12,647 12,372
Walgreen Co. 4.400% 9/15/42 7,600 7,093
Walgreens Boots Alliance Inc. 2.700% 11/18/19 13,305 13,289
Walgreens Boots Alliance Inc. 3.300% 11/18/21 12,635 12,579
Walgreens Boots Alliance Inc. 3.800% 11/18/24 24,231 23,890
Walgreens Boots Alliance Inc. 3.450% 6/1/26 28,055 26,588
Walgreens Boots Alliance Inc. 4.500% 11/18/34 3,720 3,656
Walgreens Boots Alliance Inc. 4.800% 11/18/44 14,999 14,756
Walgreens Boots Alliance Inc. 4.650% 6/1/46 8,325 8,046
Walmart Inc. 1.750% 10/9/19 18,960 18,795
Walmart Inc. 3.250% 10/25/20 28,261 28,702
Walmart Inc. 1.900% 12/15/20 42,850 41,955
Walmart Inc. 2.350% 12/15/22 28,250 27,493
Walmart Inc. 2.550% 4/11/23 23,685 23,144
Walmart Inc. 3.300% 4/22/24 18,173 18,189
Walmart Inc. 2.650% 12/15/24 24,155 23,240
Walmart Inc. 5.875% 4/5/27 13,340 15,811
Walmart Inc. 7.550% 2/15/30 6,755 9,390
Walmart Inc. 5.250% 9/1/35 16,499 19,903
Walmart Inc. 6.200% 4/15/38 10,029 13,384
Walmart Inc. 5.625% 4/1/40 6,920 8,756
Walmart Inc. 4.875% 7/8/40 6,015 6,941
Walmart Inc. 5.000% 10/25/40 5,315 6,240
Walmart Inc. 5.625% 4/15/41 11,386 14,435

 

 

Walmart Inc. 4.000% 4/11/43 11,222 11,528
Walmart Inc. 4.300% 4/22/44 7,253 7,800
Walmart Inc. 3.625% 12/15/47 9,335 9,029
Western Union Co. 5.253% 4/1/20 4,026 4,178
Western Union Co. 3.600% 3/15/22 11,700 11,677
Western Union Co. 6.200% 11/17/36 3,908 4,030
Western Union Co. 6.200% 6/21/40 3,400 3,538
Wyndham Worldwide Corp. 4.250% 3/1/22 13,503 13,472
Wyndham Worldwide Corp. 3.900% 3/1/23 2,225 2,165
Wyndham Worldwide Corp. 5.100% 10/1/25 2,516 2,599
Wyndham Worldwide Corp. 4.500% 4/1/27 1,600 1,579
 
Consumer Noncyclical (4.4%)        
Abbott Laboratories 2.350% 11/22/19 20,867 20,768
Abbott Laboratories 2.000% 3/15/20 7,425 7,289
Abbott Laboratories 4.125% 5/27/20 9,743 9,978
Abbott Laboratories 2.800% 9/15/20 5,650 5,624
Abbott Laboratories 2.900% 11/30/21 31,825 31,474
Abbott Laboratories 2.550% 3/15/22 7,050 6,852
Abbott Laboratories 3.250% 4/15/23 7,425 7,356
Abbott Laboratories 3.400% 11/30/23 25,000 24,804
Abbott Laboratories 2.950% 3/15/25 4,175 3,991
Abbott Laboratories 3.875% 9/15/25 3,575 3,610
Abbott Laboratories 3.750% 11/30/26 40,530 40,193
Abbott Laboratories 4.750% 11/30/36 23,865 25,648
Abbott Laboratories 6.150% 11/30/37 5,641 6,847
Abbott Laboratories 6.000% 4/1/39 1,425 1,729
Abbott Laboratories 5.300% 5/27/40 2,603 2,948
Abbott Laboratories 4.750% 4/15/43 8,275 8,790
Abbott Laboratories 4.900% 11/30/46 40,535 44,308
AbbVie Inc. 2.500% 5/14/20 40,318 39,829
AbbVie Inc. 2.300% 5/14/21 22,660 22,079
AbbVie Inc. 2.900% 11/6/22 33,500 32,690
AbbVie Inc. 3.200% 11/6/22 24,842 24,545
AbbVie Inc. 2.850% 5/14/23 16,500 15,931
AbbVie Inc. 3.600% 5/14/25 41,715 41,087
AbbVie Inc. 3.200% 5/14/26 21,992 20,895
AbbVie Inc. 4.500% 5/14/35 23,258 23,761
AbbVie Inc. 4.300% 5/14/36 12,006 11,961
AbbVie Inc. 4.400% 11/6/42 29,906 29,421
AbbVie Inc. 4.700% 5/14/45 30,742 31,603
AbbVie Inc. 4.450% 5/14/46 24,077 23,887
Actavis Inc. 3.250% 10/1/22 18,267 17,867
Actavis Inc. 4.625% 10/1/42 2,684 2,587
Agilent Technologies Inc. 5.000% 7/15/20 8,405 8,755
Agilent Technologies Inc. 3.200% 10/1/22 6,150 6,091
Agilent Technologies Inc. 3.875% 7/15/23 5,606 5,692
Agilent Technologies Inc. 3.050% 9/22/26 5,775 5,403
Ahold Finance USA LLC 6.875% 5/1/29 855 1,021
AHS Hospital Corp. 5.024% 7/1/45 4,450 5,105
Allergan Funding SCS 2.450% 6/15/19 5,425 5,385
Allergan Funding SCS 3.000% 3/12/20 40,496 40,260
Allergan Funding SCS 3.450% 3/15/22 26,959 26,729
Allergan Funding SCS 3.850% 6/15/24 14,021 13,854
Allergan Funding SCS 3.800% 3/15/25 52,764 51,788
Allergan Funding SCS 4.550% 3/15/35 29,075 28,335
Allergan Funding SCS 4.850% 6/15/44 22,204 21,835

 

 

Allergan Funding SCS 4.750% 3/15/45 12,937 12,658
Allergan Inc. 3.375% 9/15/20 835 835
Allergan Inc. 2.800% 3/15/23 3,790 3,603
Altria Group Inc. 9.250% 8/6/19 10,904 11,848
Altria Group Inc. 2.625% 1/14/20 18,718 18,611
Altria Group Inc. 4.750% 5/5/21 14,980 15,643
Altria Group Inc. 2.850% 8/9/22 8,270 8,089
Altria Group Inc. 2.950% 5/2/23 7,990 7,796
Altria Group Inc. 4.000% 1/31/24 11,862 12,124
Altria Group Inc. 2.625% 9/16/26 2,675 2,462
Altria Group Inc. 4.250% 8/9/42 12,074 11,823
Altria Group Inc. 4.500% 5/2/43 12,267 12,359
Altria Group Inc. 5.375% 1/31/44 18,327 21,004
Altria Group Inc. 3.875% 9/16/46 10,967 10,173
AmerisourceBergen Corp. 3.500% 11/15/21 8,419 8,467
AmerisourceBergen Corp. 3.400% 5/15/24 6,025 5,925
AmerisourceBergen Corp. 3.250% 3/1/25 4,855 4,642
AmerisourceBergen Corp. 3.450% 12/15/27 7,250 6,896
AmerisourceBergen Corp. 4.250% 3/1/45 4,609 4,288
AmerisourceBergen Corp. 4.300% 12/15/47 8,500 7,984
Amgen Inc. 1.900% 5/10/19 16,650 16,539
Amgen Inc. 2.200% 5/22/19 14,568 14,486
Amgen Inc. 2.125% 5/1/20 8,560 8,413
Amgen Inc. 2.200% 5/11/20 12,750 12,547
Amgen Inc. 3.450% 10/1/20 2,266 2,288
Amgen Inc. 4.100% 6/15/21 13,330 13,711
Amgen Inc. 1.850% 8/19/21 8,341 7,985
Amgen Inc. 3.875% 11/15/21 8,730 8,932
Amgen Inc. 2.700% 5/1/22 5,320 5,194
Amgen Inc. 2.650% 5/11/22 6,100 5,939
Amgen Inc. 3.625% 5/15/22 16,679 16,864
Amgen Inc. 2.250% 8/19/23 14,550 13,731
Amgen Inc. 3.625% 5/22/24 12,830 12,866
Amgen Inc. 3.125% 5/1/25 9,082 8,757
Amgen Inc. 2.600% 8/19/26 12,850 11,723
Amgen Inc. 3.200% 11/2/27 10,790 10,221
Amgen Inc. 4.950% 10/1/41 7,040 7,582
Amgen Inc. 5.150% 11/15/41 4,765 5,258
Amgen Inc. 4.400% 5/1/45 24,942 24,865
Amgen Inc. 4.563% 6/15/48 28,641 29,128
Amgen Inc. 4.663% 6/15/51 47,658 49,074
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 75,998 75,379
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 22,185 21,580
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 77,483 77,536
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 12,465 12,612
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 130,047 128,702
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 70,206 74,218
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 15,894 14,986
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 8,816 9,052
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 129,314 139,227
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 12,880 13,704
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 36,587 38,325
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 9,857 10,268
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,624 2,720
Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 4,211 4,291
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 31,555 30,623
Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 9,000 9,050

 

 

Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 6,000 6,067
Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 15,150 15,425
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 3,018 4,489
Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 18,361 19,869
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 20,667 18,848
Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 26,225 27,052
Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 27,261 27,441
Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 6,475 6,616
Archer-Daniels-Midland Co. 4.479% 3/1/21 5,118 5,313
Archer-Daniels-Midland Co. 2.500% 8/11/26 11,392 10,492
Archer-Daniels-Midland Co. 5.935% 10/1/32 3,305 3,933
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,538 2,939
Archer-Daniels-Midland Co. 4.535% 3/26/42 3,700 3,881
Archer-Daniels-Midland Co. 4.016% 4/16/43 7,444 7,301
Archer-Daniels-Midland Co. 3.750% 9/15/47 6,325 5,918
Ascension Health 3.945% 11/15/46 3,300 3,326
4 Ascension Health 4.847% 11/15/53 7,700 8,881
AstraZeneca plc 1.950% 9/18/19 9,455 9,353
AstraZeneca plc 2.375% 11/16/20 21,685 21,375
AstraZeneca plc 2.375% 6/12/22 10,125 9,786
AstraZeneca plc 3.375% 11/16/25 20,450 20,101
AstraZeneca plc 3.125% 6/12/27 5,600 5,366
AstraZeneca plc 6.450% 9/15/37 25,294 32,747
AstraZeneca plc 4.000% 9/18/42 10,586 10,194
AstraZeneca plc 4.375% 11/16/45 11,139 11,246
9 BAT Capital Corp. 2.297% 8/14/20 28,950 28,462
9 BAT Capital Corp. 2.764% 8/15/22 24,400 23,607
9 BAT Capital Corp. 3.222% 8/15/24 26,300 25,290
9 BAT Capital Corp. 3.557% 8/15/27 40,800 39,028
9 BAT Capital Corp. 4.390% 8/15/37 30,025 29,725
9 BAT Capital Corp. 4.540% 8/15/47 16,600 16,376
Baxalta Inc. 2.875% 6/23/20 9,365 9,299
Baxalta Inc. 3.600% 6/23/22 5,465 5,455
Baxalta Inc. 4.000% 6/23/25 19,052 19,035
Baxalta Inc. 5.250% 6/23/45 11,410 12,461
Baxter International Inc. 1.700% 8/15/21 7,350 7,023
Baxter International Inc. 2.600% 8/15/26 5,025 4,571
Baxter International Inc. 3.500% 8/15/46 4,550 3,957
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 6,910 7,103
Beam Suntory Inc. 3.250% 5/15/22 2,050 2,036
Beam Suntory Inc. 3.250% 6/15/23 1,050 1,027
Becton Dickinson & Co. 2.133% 6/6/19 8,100 8,014
Becton Dickinson & Co. 2.675% 12/15/19 13,942 13,863
Becton Dickinson & Co. 2.404% 6/5/20 10,025 9,833
Becton Dickinson & Co. 3.250% 11/12/20 6,349 6,335
9 Becton Dickinson & Co. 4.400% 1/15/21 2,512 2,564
Becton Dickinson & Co. 3.125% 11/8/21 10,218 10,052
Becton Dickinson & Co. 2.894% 6/6/22 19,255 18,678
Becton Dickinson & Co. 3.300% 3/1/23 3,950 3,855
Becton Dickinson & Co. 3.875% 5/15/24 100 99
Becton Dickinson & Co. 3.363% 6/6/24 13,600 13,084
Becton Dickinson & Co. 3.734% 12/15/24 14,332 14,057
Becton Dickinson & Co. 3.700% 6/6/27 25,750 24,846
Becton Dickinson & Co. 5.000% 11/12/40 3,175 3,320
Becton Dickinson & Co. 4.875% 5/15/44 3,575 3,531
Becton Dickinson & Co. 4.685% 12/15/44 16,450 16,462

 

 

Becton Dickinson & Co. 4.669% 6/6/47 10,150 10,213
9 Becton Dickinson and Co. 6.700% 12/1/26 3,450 3,935
Bestfoods 7.250% 12/15/26 250 312
Bio-Rad Laboratories Inc. 4.875% 12/15/20 3,400 3,534
Biogen Inc. 2.900% 9/15/20 22,181 22,069
Biogen Inc. 3.625% 9/15/22 9,329 9,417
Biogen Inc. 4.050% 9/15/25 22,850 23,361
Biogen Inc. 5.200% 9/15/45 25,231 27,537
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 2,300 2,377
Boston Scientific Corp. 6.000% 1/15/20 10,553 11,084
Boston Scientific Corp. 3.375% 5/15/22 3,425 3,415
Boston Scientific Corp. 4.125% 10/1/23 3,650 3,744
Boston Scientific Corp. 3.850% 5/15/25 7,125 7,141
Boston Scientific Corp. 4.000% 3/1/28 11,000 11,023
Boston Scientific Corp. 7.000% 11/15/35 6,095 7,669
Boston Scientific Corp. 7.375% 1/15/40 1,415 1,911
Bristol-Myers Squibb Co. 2.000% 8/1/22 12,965 12,440
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 475
Bristol-Myers Squibb Co. 3.250% 11/1/23 3,200 3,214
Bristol-Myers Squibb Co. 3.250% 8/1/42 7,021 6,319
Bristol-Myers Squibb Co. 4.500% 3/1/44 5,575 6,108
Brown-Forman Corp. 3.500% 4/15/25 4,000 4,016
Brown-Forman Corp. 4.500% 7/15/45 5,298 5,653
Bunge Ltd. Finance Corp. 8.500% 6/15/19 6,880 7,319
Bunge Ltd. Finance Corp. 3.500% 11/24/20 3,250 3,269
Bunge Ltd. Finance Corp. 3.000% 9/25/22 5,750 5,559
Bunge Ltd. Finance Corp. 3.250% 8/15/26 4,840 4,498
Bunge Ltd. Finance Corp. 3.750% 9/25/27 8,750 8,449
Campbell Soup Co. 3.300% 3/15/21 6,500 6,538
Campbell Soup Co. 4.250% 4/15/21 1,641 1,687
Campbell Soup Co. 2.500% 8/2/22 1,514 1,452
Campbell Soup Co. 3.650% 3/15/23 25,150 25,157
Campbell Soup Co. 3.950% 3/15/25 15,250 15,164
Campbell Soup Co. 3.300% 3/19/25 3,225 3,079
Campbell Soup Co. 4.150% 3/15/28 15,150 15,036
Campbell Soup Co. 3.800% 8/2/42 3,328 2,875
Campbell Soup Co. 4.800% 3/15/48 15,685 15,686
Cardinal Health Inc. 1.948% 6/14/19 8,225 8,148
Cardinal Health Inc. 4.625% 12/15/20 12,165 12,598
Cardinal Health Inc. 2.616% 6/15/22 6,305 6,064
Cardinal Health Inc. 3.200% 6/15/22 3,350 3,305
Cardinal Health Inc. 3.200% 3/15/23 6,283 6,155
Cardinal Health Inc. 3.079% 6/15/24 5,205 4,968
Cardinal Health Inc. 3.500% 11/15/24 500 487
Cardinal Health Inc. 3.750% 9/15/25 3,800 3,724
Cardinal Health Inc. 3.410% 6/15/27 13,424 12,657
Cardinal Health Inc. 4.600% 3/15/43 3,050 2,966
Cardinal Health Inc. 4.500% 11/15/44 3,725 3,564
Cardinal Health Inc. 4.900% 9/15/45 4,120 4,208
Cardinal Health Inc. 4.368% 6/15/47 6,200 5,837
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 4,987 4,846
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 9,175 8,487
Celgene Corp. 2.250% 5/15/19 7,780 7,743
Celgene Corp. 2.875% 8/15/20 16,293 16,218
Celgene Corp. 3.950% 10/15/20 16,616 16,914
Celgene Corp. 2.875% 2/19/21 8,525 8,465
Celgene Corp. 2.250% 8/15/21 4,000 3,867

 

 

Celgene Corp. 3.250% 8/15/22 7,900 7,788
Celgene Corp. 3.550% 8/15/22 6,555 6,535
Celgene Corp. 2.750% 2/15/23 7,000 6,717
Celgene Corp. 3.250% 2/20/23 7,225 7,099
Celgene Corp. 4.000% 8/15/23 5,395 5,472
Celgene Corp. 3.625% 5/15/24 13,725 13,533
Celgene Corp. 3.875% 8/15/25 33,443 33,107
Celgene Corp. 3.450% 11/15/27 5,437 5,149
Celgene Corp. 3.900% 2/20/28 16,200 15,921
Celgene Corp. 5.700% 10/15/40 4,725 5,272
Celgene Corp. 5.250% 8/15/43 4,480 4,829
Celgene Corp. 4.625% 5/15/44 9,939 9,842
Celgene Corp. 5.000% 8/15/45 21,907 22,844
Celgene Corp. 4.350% 11/15/47 12,783 12,091
Celgene Corp. 4.550% 2/20/48 16,750 16,375
Children's Hospital Medical Center Ohio        
GO 4.268% 5/15/44 2,100 2,222
Church & Dwight Co. Inc. 2.450% 12/15/19 4,825 4,815
Church & Dwight Co. Inc. 2.450% 8/1/22 1,700 1,644
Church & Dwight Co. Inc. 3.150% 8/1/27 5,350 5,041
Church & Dwight Co. Inc. 3.950% 8/1/47 4,125 3,834
City of Hope 5.623% 11/15/43 2,040 2,537
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 4,285 4,631
Clorox Co. 3.800% 11/15/21 950 973
Clorox Co. 3.050% 9/15/22 6,472 6,428
Clorox Co. 3.500% 12/15/24 6,425 6,439
Clorox Co. 3.100% 10/1/27 3,337 3,224
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,300 8,249
Coca-Cola Co. 1.375% 5/30/19 4,475 4,426
Coca-Cola Co. 1.875% 10/27/20 5,975 5,860
Coca-Cola Co. 2.450% 11/1/20 15,620 15,529
Coca-Cola Co. 3.150% 11/15/20 8,864 8,947
Coca-Cola Co. 1.550% 9/1/21 10,325 9,904
Coca-Cola Co. 3.300% 9/1/21 3,727 3,782
Coca-Cola Co. 2.200% 5/25/22 5,447 5,286
Coca-Cola Co. 2.500% 4/1/23 1,800 1,758
Coca-Cola Co. 3.200% 11/1/23 14,809 14,881
Coca-Cola Co. 2.875% 10/27/25 18,115 17,599
Coca-Cola Co. 2.550% 6/1/26 5,100 4,820
Coca-Cola Co. 2.250% 9/1/26 11,000 10,117
Coca-Cola Co. 2.900% 5/25/27 8,500 8,211
Coca-Cola Enterprises Inc. 3.500% 9/15/20 5,900 5,970
Coca-Cola Enterprises Inc. 3.250% 8/19/21 1,575 1,572
Coca-Cola Enterprises Inc. 4.500% 9/1/21 2,045 2,115
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,302 1,342
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 9,600 9,845
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 12,325 14,207
Colgate-Palmolive Co. 2.450% 11/15/21 6,000 5,928
Colgate-Palmolive Co. 2.300% 5/3/22 7,210 7,041
Colgate-Palmolive Co. 2.250% 11/15/22 4,250 4,143
Colgate-Palmolive Co. 1.950% 2/1/23 10,000 9,482
Colgate-Palmolive Co. 2.100% 5/1/23 5,133 4,886
Colgate-Palmolive Co. 3.250% 3/15/24 3,450 3,457
Colgate-Palmolive Co. 4.000% 8/15/45 7,117 7,129
Colgate-Palmolive Co. 3.700% 8/1/47 6,900 6,568
Conagra Brands Inc. 3.250% 9/15/22 9,012 8,951
Conagra Brands Inc. 3.200% 1/25/23 8,331 8,252

 

 

Conagra Brands Inc. 7.000% 10/1/28 1,070 1,269
Conagra Brands Inc. 8.250% 9/15/30 5,849 7,840
Constellation Brands Inc. 2.000% 11/7/19 5,000 4,944
Constellation Brands Inc. 3.875% 11/15/19 11,690 11,890
Constellation Brands Inc. 2.250% 11/6/20 10,200 9,989
Constellation Brands Inc. 3.750% 5/1/21 5,280 5,355
Constellation Brands Inc. 2.700% 5/9/22 8,350 8,083
Constellation Brands Inc. 2.650% 11/7/22 13,000 12,559
Constellation Brands Inc. 3.200% 2/15/23 7,650 7,503
Constellation Brands Inc. 4.250% 5/1/23 18,315 18,782
Constellation Brands Inc. 4.750% 11/15/24 3,760 3,962
Constellation Brands Inc. 4.750% 12/1/25 3,300 3,470
Constellation Brands Inc. 3.700% 12/6/26 7,490 7,341
Constellation Brands Inc. 3.500% 5/9/27 5,200 4,998
Constellation Brands Inc. 3.600% 2/15/28 11,000 10,606
Constellation Brands Inc. 4.500% 5/9/47 4,650 4,620
Constellation Brands Inc. 4.100% 2/15/48 8,675 8,054
Covidien International Finance SA 4.200% 6/15/20 6,225 6,398
Covidien International Finance SA 3.200% 6/15/22 15,950 15,979
CVS Health Corp. 2.250% 8/12/19 12,365 12,248
CVS Health Corp. 3.125% 3/9/20 25,800 25,847
CVS Health Corp. 2.800% 7/20/20 26,225 26,039
CVS Health Corp. 3.350% 3/9/21 33,100 33,199
CVS Health Corp. 2.125% 6/1/21 19,850 19,137
CVS Health Corp. 3.500% 7/20/22 16,250 16,196
CVS Health Corp. 2.750% 12/1/22 17,530 16,849
CVS Health Corp. 4.750% 12/1/22 5,000 5,209
CVS Health Corp. 3.700% 3/9/23 42,805 43,027
CVS Health Corp. 4.000% 12/5/23 10,086 10,181
CVS Health Corp. 3.375% 8/12/24 13,185 12,781
CVS Health Corp. 4.100% 3/25/25 50,690 51,045
CVS Health Corp. 3.875% 7/20/25 29,529 29,216
CVS Health Corp. 2.875% 6/1/26 18,725 17,229
CVS Health Corp. 4.300% 3/25/28 99,740 100,352
CVS Health Corp. 4.875% 7/20/35 1,400 1,448
CVS Health Corp. 4.780% 3/25/38 31,150 31,409
CVS Health Corp. 6.125% 9/15/39 3,400 3,996
CVS Health Corp. 5.300% 12/5/43 11,635 12,575
CVS Health Corp. 5.125% 7/20/45 37,945 40,229
CVS Health Corp. 5.050% 3/25/48 93,600 98,139
Danaher Corp. 2.400% 9/15/20 4,949 4,911
Danaher Corp. 3.350% 9/15/25 5,350 5,380
Danaher Corp. 4.375% 9/15/45 5,223 5,621
Dartmouth-Hitchcock Health 4.178% 8/1/48 4,700 4,780
Delhaize America LLC 9.000% 4/15/31 4,305 5,978
Diageo Capital plc 4.828% 7/15/20 5,795 6,044
Diageo Capital plc 2.625% 4/29/23 14,376 13,937
Diageo Capital plc 5.875% 9/30/36 2,672 3,369
Diageo Capital plc 3.875% 4/29/43 6,016 5,978
Diageo Investment Corp. 2.875% 5/11/22 16,025 15,811
Diageo Investment Corp. 7.450% 4/15/35 1,250 1,798
Diageo Investment Corp. 4.250% 5/11/42 4,447 4,692
Dignity Health California GO 2.637% 11/1/19 3,000 2,985
Dignity Health California GO 3.125% 11/1/22 2,100 2,078
Dignity Health California GO 3.812% 11/1/24 4,675 4,685
Dignity Health California GO 4.500% 11/1/42 6,375 6,145
Dignity Health California GO 5.267% 11/1/64 2,075 2,144

 

 

Dr Pepper Snapple Group Inc. 2.000% 1/15/20 1,320 1,294
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 4,072 3,907
Dr Pepper Snapple Group Inc. 3.130% 12/15/23 5,400 5,228
dr pepper snapple group inc. 3.400% 11/15/25 500 477
dr pepper snapple group inc. 2.550% 9/15/26 4,374 3,876
dr pepper snapple group inc. 3.430% 6/15/27 4,200 3,960
9 dr pepper snapple group inc. 3.430% 6/15/27 2,700 2,546
dr pepper snapple group inc. 7.450% 5/1/38 678 896
9 dr pepper snapple group inc. 4.500% 11/15/45 7,537 7,260
dr pepper snapple group inc. 4.420% 12/15/46 950 890
duke university health system inc. 3.920% 6/1/47 6,005 6,078
eli lilly & co. 2.350% 5/15/22 1,750 1,705
eli lilly & co. 2.750% 6/1/25 8,395 8,111
eli lilly & co. 3.100% 5/15/27 9,225 8,986
eli lilly & co. 5.550% 3/15/37 4,194 5,160
eli lilly & co. 3.700% 3/1/45 9,652 9,411
Eli Lilly & Co. 3.950% 5/15/47 8,758 8,895
Estee Lauder Cos. Inc. 1.800% 2/7/20 8,000 7,873
Estee Lauder Cos. Inc. 1.700% 5/10/21 4,795 4,621
Estee Lauder Cos. Inc. 3.150% 3/15/27 7,125 6,954
Estee Lauder Cos. Inc. 6.000% 5/15/37 2,937 3,744
Estee Lauder Cos. Inc. 4.375% 6/15/45 5,318 5,656
Estee Lauder Cos. Inc. 4.150% 3/15/47 7,625 7,927
Express Scripts Holding Co. 2.600% 11/30/20 8,000 7,865
Express Scripts Holding Co. 3.300% 2/25/21 22,750 22,705
Express Scripts Holding Co. 4.750% 11/15/21 13,223 13,774
Express Scripts Holding Co. 3.900% 2/15/22 17,682 17,888
Express Scripts Holding Co. 3.050% 11/30/22 9,500 9,316
Express Scripts Holding Co. 3.000% 7/15/23 14,167 13,574
Express Scripts Holding Co. 3.500% 6/15/24 5,112 4,969
Express Scripts Holding Co. 4.500% 2/25/26 21,774 22,203
Express Scripts Holding Co. 3.400% 3/1/27 18,480 17,372
Express Scripts Holding Co. 6.125% 11/15/41 5,094 5,977
Express Scripts Holding Co. 4.800% 7/15/46 25,405 25,840
Flowers Foods Inc. 4.375% 4/1/22 6,575 6,777
Flowers Foods Inc. 3.500% 10/1/26 3,000 2,873
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,000 962
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 4,065 4,140
General Mills Inc. 2.200% 10/21/19 9,100 9,009
General Mills Inc. 3.150% 12/15/21 10,478 10,376
General Mills Inc. 2.600% 10/12/22 6,075 5,837
General Mills Inc. 3.650% 2/15/24 250 250
General Mills Inc. 3.200% 2/10/27 6,575 6,091
General Mills Inc. 5.400% 6/15/40 4,425 4,888
General Mills Inc. 4.150% 2/15/43 2,575 2,372
Gilead Sciences Inc. 2.050% 4/1/19 7,730 7,699
Gilead Sciences Inc. 1.850% 9/20/19 10,265 10,188
Gilead Sciences Inc. 2.350% 2/1/20 3,146 3,119
Gilead Sciences Inc. 2.550% 9/1/20 20,736 20,565
Gilead Sciences Inc. 4.500% 4/1/21 11,061 11,510
Gilead Sciences Inc. 4.400% 12/1/21 22,084 22,983
Gilead Sciences Inc. 1.950% 3/1/22 4,750 4,544
Gilead Sciences Inc. 3.250% 9/1/22 7,875 7,880
Gilead Sciences Inc. 2.500% 9/1/23 11,660 11,233
Gilead Sciences Inc. 3.700% 4/1/24 32,100 32,525
Gilead Sciences Inc. 3.500% 2/1/25 12,039 12,022
Gilead Sciences Inc. 3.650% 3/1/26 30,905 31,024

 

 

Gilead Sciences Inc. 2.950% 3/1/27 13,425 12,702
Gilead Sciences Inc. 4.600% 9/1/35 10,679 11,367
Gilead Sciences Inc. 4.000% 9/1/36 5,622 5,564
Gilead Sciences Inc. 5.650% 12/1/41 9,335 11,102
Gilead Sciences Inc. 4.800% 4/1/44 21,124 22,769
Gilead Sciences Inc. 4.500% 2/1/45 18,774 19,399
Gilead Sciences Inc. 4.750% 3/1/46 24,095 25,889
Gilead Sciences Inc. 4.150% 3/1/47 23,341 22,956
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 8,875 8,680
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 3,773 4,331
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 31,133 40,899
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 4,900 5,049
GlaxoSmithKline Capital plc 2.850% 5/8/22 8,656 8,562
Hackensack Meridian Health 4.500% 7/1/57 3,050 3,288
Hasbro Inc. 3.150% 5/15/21 1,590 1,591
Hasbro Inc. 6.350% 3/15/40 5,026 5,787
Hasbro Inc. 5.100% 5/15/44 5,170 4,940
Hershey Co. 4.125% 12/1/20 6,295 6,487
Hershey Co. 2.625% 5/1/23 7,400 7,255
Hershey Co. 3.200% 8/21/25 3,120 3,069
Hershey Co. 2.300% 8/15/26 3,000 2,734
Hillshire Brands Co. 4.100% 9/15/20 2,002 2,043
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 8,407 8,538
Ingredion Inc. 4.625% 11/1/20 1,185 1,229
Ingredion Inc. 3.200% 10/1/26 5,485 5,197
JM Smucker Co. 2.200% 12/6/19 3,790 3,762
JM Smucker Co. 2.500% 3/15/20 10,500 10,398
JM Smucker Co. 3.500% 10/15/21 7,225 7,282
JM Smucker Co. 3.000% 3/15/22 2,495 2,468
JM Smucker Co. 3.500% 3/15/25 9,945 9,792
JM Smucker Co. 3.375% 12/15/27 5,550 5,289
JM Smucker Co. 4.250% 3/15/35 5,800 5,779
JM Smucker Co. 4.375% 3/15/45 6,675 6,566
Johns Hopkins Health System Corp. 3.837% 5/15/46 5,000 4,947
Johnson & Johnson 1.875% 12/5/19 6,500 6,443
Johnson & Johnson 2.950% 9/1/20 4,146 4,174
Johnson & Johnson 1.950% 11/10/20 2,050 2,018
Johnson & Johnson 1.650% 3/1/21 10,905 10,610
Johnson & Johnson 2.450% 12/5/21 6,950 6,868
Johnson & Johnson 2.250% 3/3/22 12,343 12,087
Johnson & Johnson 2.050% 3/1/23 10,400 10,005
Johnson & Johnson 3.375% 12/5/23 8,350 8,515
Johnson & Johnson 2.625% 1/15/25 8,000 7,715
Johnson & Johnson 2.450% 3/1/26 21,316 20,115
Johnson & Johnson 2.950% 3/3/27 12,200 11,851
Johnson & Johnson 2.900% 1/15/28 15,468 14,798
Johnson & Johnson 6.950% 9/1/29 3,170 4,247
Johnson & Johnson 4.950% 5/15/33 6,285 7,257
Johnson & Johnson 4.375% 12/5/33 13,074 14,273
Johnson & Johnson 3.550% 3/1/36 10,554 10,416
Johnson & Johnson 3.625% 3/3/37 13,350 13,233
Johnson & Johnson 5.950% 8/15/37 9,725 12,621
Johnson & Johnson 3.400% 1/15/38 10,766 10,359
Johnson & Johnson 5.850% 7/15/38 4,292 5,507
Johnson & Johnson 4.500% 9/1/40 7,021 7,680
Johnson & Johnson 4.850% 5/15/41 210 242
Johnson & Johnson 4.500% 12/5/43 7,623 8,440

 

 

Johnson & Johnson 3.700% 3/1/46 14,883 14,781
Johnson & Johnson 3.750% 3/3/47 17,720 17,597
Johnson & Johnson 3.500% 1/15/48 9,803 9,298
Kaiser Foundation Hospitals 3.500% 4/1/22 3,365 3,421
Kaiser Foundation Hospitals 3.150% 5/1/27 6,150 5,950
Kaiser Foundation Hospitals 4.875% 4/1/42 8,475 9,641
Kaiser Foundation Hospitals 4.150% 5/1/47 14,051 14,486
Kellogg Co. 4.150% 11/15/19 1,300 1,328
Kellogg Co. 4.000% 12/15/20 8,275 8,476
Kellogg Co. 2.650% 12/1/23 10,800 10,308
Kellogg Co. 3.250% 4/1/26 6,525 6,200
Kellogg Co. 3.400% 11/15/27 12,000 11,445
Kellogg Co. 7.450% 4/1/31 900 1,164
Kellogg Co. 4.500% 4/1/46 13,350 13,183
Kimberly-Clark Corp. 3.625% 8/1/20 8,444 8,585
Kimberly-Clark Corp. 3.875% 3/1/21 575 588
Kimberly-Clark Corp. 2.400% 3/1/22 5,925 5,772
Kimberly-Clark Corp. 2.400% 6/1/23 4,397 4,230
Kimberly-Clark Corp. 3.050% 8/15/25 4,130 4,035
Kimberly-Clark Corp. 2.750% 2/15/26 4,660 4,439
Kimberly-Clark Corp. 6.625% 8/1/37 2,253 3,040
Kimberly-Clark Corp. 5.300% 3/1/41 8,368 9,920
Kimberly-Clark Corp. 3.700% 6/1/43 2,485 2,341
Kimberly-Clark Corp. 3.200% 7/30/46 5,315 4,648
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,675 3,050
Koninklijke Philips NV 3.750% 3/15/22 11,106 11,356
Koninklijke Philips NV 6.875% 3/11/38 4,000 5,334
Koninklijke Philips NV 5.000% 3/15/42 7,825 8,670
Kraft Foods Group Inc. 5.375% 2/10/20 8,438 8,778
Kraft Foods Group Inc. 3.500% 6/6/22 16,456 16,421
Kraft Foods Group Inc. 6.875% 1/26/39 14,754 18,110
Kraft Foods Group Inc. 6.500% 2/9/40 5,485 6,490
Kraft Foods Group Inc. 5.000% 6/4/42 24,204 24,003
Kraft Heinz Foods Co. 2.800% 7/2/20 19,502 19,365
Kraft Heinz Foods Co. 3.500% 7/15/22 8,400 8,385
Kraft Heinz Foods Co. 3.950% 7/15/25 21,170 21,058
Kraft Heinz Foods Co. 3.000% 6/1/26 21,335 19,674
Kraft Heinz Foods Co. 5.000% 7/15/35 9,495 9,829
Kraft Heinz Foods Co. 5.200% 7/15/45 19,742 20,060
Kraft Heinz Foods Co. 4.375% 6/1/46 34,242 31,172
Kroger Co. 2.950% 11/1/21 7,134 7,038
Kroger Co. 4.450% 2/1/47 13,464 12,590
Kroger Co. 4.650% 1/15/48 5,650 5,452
Laboratory Corp. of America Holdings 2.625% 2/1/20 2,825 2,801
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,730 6,690
Laboratory Corp. of America Holdings 3.750% 8/23/22 1,315 1,329
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,800 1,839
Laboratory Corp. of America Holdings 3.250% 9/1/24 5,500 5,352
Laboratory Corp. of America Holdings 3.600% 2/1/25 10,300 10,132
Laboratory Corp. of America Holdings 3.600% 9/1/27 7,450 7,210
Laboratory Corp. of America Holdings 4.700% 2/1/45 10,045 10,091
Life Technologies Corp. 6.000% 3/1/20 1,700 1,789
Life Technologies Corp. 5.000% 1/15/21 3,725 3,875
4 Mayo Clinic 3.774% 11/15/43 6,202 6,245
4 Mayo Clinic 4.000% 11/15/47 3,275 3,259
4 Mayo Clinic 4.128% 11/15/52 1,975 2,028
McCormick & Co. Inc. 3.900% 7/15/21 3,025 3,091

 

 

McCormick & Co. Inc. 2.700% 8/15/22 1,455 1,415
McCormick & Co. Inc. 3.150% 8/15/24 7,850 7,610
McCormick & Co. Inc. 3.400% 8/15/27 13,525 12,923
McCormick & Co. Inc. 4.200% 8/15/47 1,450 1,400
McKesson Corp. 2.700% 12/15/22 5,800 5,602
McKesson Corp. 2.850% 3/15/23 250 241
McKesson Corp. 3.796% 3/15/24 12,580 12,541
McKesson Corp. 3.950% 2/16/28 4,500 4,441
Mead Johnson Nutrition Co. 4.900% 11/1/19 5,460 5,647
Mead Johnson Nutrition Co. 3.000% 11/15/20 5,644 5,633
Mead Johnson Nutrition Co. 4.125% 11/15/25 8,175 8,380
Mead Johnson Nutrition Co. 5.900% 11/1/39 7,025 8,495
Mead Johnson Nutrition Co. 4.600% 6/1/44 5,215 5,384
Medtronic Global Holdings SCA 3.350% 4/1/27 9,098 8,977
Medtronic Inc. 2.500% 3/15/20 42,299 42,047
Medtronic Inc. 4.450% 3/15/20 120 123
Medtronic Inc. 3.125% 3/15/22 5,350 5,340
Medtronic Inc. 3.150% 3/15/22 39,419 39,486
Medtronic Inc. 2.750% 4/1/23 1,100 1,073
Medtronic Inc. 3.625% 3/15/24 9,611 9,740
Medtronic Inc. 3.500% 3/15/25 41,653 41,644
Medtronic Inc. 4.375% 3/15/35 35,297 37,318
Medtronic Inc. 6.500% 3/15/39 2,516 3,292
Medtronic Inc. 5.550% 3/15/40 4,325 5,157
Medtronic Inc. 4.500% 3/15/42 5,560 5,871
Medtronic Inc. 4.625% 3/15/44 5,418 5,852
Medtronic Inc. 4.625% 3/15/45 49,979 54,496
Memorial Sloan-Kettering Cancer Center        
New York GO 5.000% 7/1/42 1,175 1,348
Memorial Sloan-Kettering Cancer Center        
New York GO 4.125% 7/1/52 7,750 7,786
Memorial Sloan-Kettering Cancer Center        
New York GO 4.200% 7/1/55 1,000 1,041
Merck & Co. Inc. 1.850% 2/10/20 10,910 10,777
Merck & Co. Inc. 3.875% 1/15/21 12,017 12,370
Merck & Co. Inc. 2.350% 2/10/22 12,578 12,317
Merck & Co. Inc. 2.400% 9/15/22 7,730 7,553
Merck & Co. Inc. 2.800% 5/18/23 20,099 19,811
Merck & Co. Inc. 2.750% 2/10/25 27,930 26,955
Merck & Co. Inc. 3.600% 9/15/42 10,437 9,995
Merck & Co. Inc. 4.150% 5/18/43 13,762 14,333
Merck & Co. Inc. 3.700% 2/10/45 23,656 23,027
Merck Sharp & Dohme Corp. 5.000% 6/30/19 13,115 13,523
Molson Coors Brewing Co. 1.450% 7/15/19 4,880 4,805
Molson Coors Brewing Co. 2.250% 3/15/20 7,200 7,098
Molson Coors Brewing Co. 2.100% 7/15/21 8,425 8,102
Molson Coors Brewing Co. 3.500% 5/1/22 600 603
Molson Coors Brewing Co. 3.000% 7/15/26 22,815 21,076
Molson Coors Brewing Co. 5.000% 5/1/42 12,063 12,725
Molson Coors Brewing Co. 4.200% 7/15/46 19,412 18,308
Mondelez International Inc. 6.500% 2/9/40 6,485 8,141
4 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 2,775 2,743
Mylan Inc. 4.200% 11/29/23 12,568 12,717
9 Mylan Inc. 4.550% 4/15/28 8,075 8,092
Mylan Inc. 5.400% 11/29/43 5,975 6,204
9 Mylan Inc. 5.200% 4/15/48 8,500 8,565
Mylan NV 2.500% 6/7/19 6,525 6,469

 

 

Mylan NV 3.150% 6/15/21 12,755 12,536
Mylan NV 3.950% 6/15/26 23,585 22,870
Mylan NV 5.250% 6/15/46 10,325 10,469
New York & Presbyterian Hospital 4.024% 8/1/45 7,147 7,247
New York & Presbyterian Hospital 4.063% 8/1/56 4,750 4,689
Newell Brands Inc. 2.875% 12/1/19 6,025 6,033
Newell Brands Inc. 3.150% 4/1/21 15,090 14,949
Newell Brands Inc. 4.000% 6/15/22 250 251
Newell Brands Inc. 3.850% 4/1/23 17,678 17,604
Newell Brands Inc. 4.000% 12/1/24 10,825 10,685
Newell Brands Inc. 3.900% 11/1/25 5,125 4,973
Newell Brands Inc. 4.200% 4/1/26 22,315 22,101
Newell Brands Inc. 5.375% 4/1/36 5,935 6,169
Newell Brands Inc. 5.500% 4/1/46 19,233 20,285
Northwell Healthcare Inc. 3.979% 11/1/46 9,475 8,993
Northwell Healthcare Inc. 4.260% 11/1/47 11,000 10,791
Novartis Capital Corp. 1.800% 2/14/20 23,950 23,633
Novartis Capital Corp. 4.400% 4/24/20 6,676 6,918
Novartis Capital Corp. 2.400% 5/17/22 20,750 20,236
Novartis Capital Corp. 2.400% 9/21/22 23,754 23,081
Novartis Capital Corp. 3.400% 5/6/24 6,325 6,358
Novartis Capital Corp. 3.000% 11/20/25 9,498 9,255
Novartis Capital Corp. 3.100% 5/17/27 14,545 14,168
Novartis Capital Corp. 3.700% 9/21/42 7,513 7,328
Novartis Capital Corp. 4.400% 5/6/44 20,635 22,687
Novartis Capital Corp. 4.000% 11/20/45 12,831 13,165
NYU Hospitals Center 4.784% 7/1/44 4,400 4,927
4 NYU Hospitals Center 4.368% 7/1/47 6,190 6,425
Orlando Health Obligated Group 4.089% 10/1/48 2,750 2,740
Partners Healthcare System Inc. 3.765% 7/1/48 1,375 1,309
Partners Healthcare System Inc. 4.117% 7/1/55 3,125 3,183
PepsiCo Inc. 1.550% 5/2/19 15,255 15,129
PepsiCo Inc. 1.350% 10/4/19 7,100 6,985
PepsiCo Inc. 4.500% 1/15/20 8,247 8,507
PepsiCo Inc. 1.850% 4/30/20 14,946 14,689
PepsiCo Inc. 2.150% 10/14/20 20,024 19,734
PepsiCo Inc. 3.125% 11/1/20 6,388 6,448
PepsiCo Inc. 2.000% 4/15/21 12,400 12,099
PepsiCo Inc. 3.000% 8/25/21 12,712 12,768
PepsiCo Inc. 1.700% 10/6/21 8,500 8,164
PepsiCo Inc. 2.750% 3/5/22 11,595 11,521
PepsiCo Inc. 2.250% 5/2/22 3,925 3,815
PepsiCo Inc. 3.100% 7/17/22 5,525 5,542
PepsiCo Inc. 2.750% 3/1/23 5,791 5,709
PepsiCo Inc. 3.600% 3/1/24 7,213 7,354
PepsiCo Inc. 2.750% 4/30/25 12,213 11,737
PepsiCo Inc. 3.500% 7/17/25 11,170 11,224
PepsiCo Inc. 2.850% 2/24/26 4,080 3,906
PepsiCo Inc. 2.375% 10/6/26 10,440 9,631
PepsiCo Inc. 3.000% 10/15/27 23,679 22,720
PepsiCo Inc. 5.500% 1/15/40 10,885 13,353
PepsiCo Inc. 4.875% 11/1/40 5,212 5,928
PepsiCo Inc. 4.000% 3/5/42 11,625 11,679
PepsiCo Inc. 3.600% 8/13/42 7,118 6,731
PepsiCo Inc. 4.250% 10/22/44 7,425 7,703
PepsiCo Inc. 4.600% 7/17/45 8,195 8,921
PepsiCo Inc. 4.450% 4/14/46 11,426 12,248

 

 

PepsiCo Inc. 3.450% 10/6/46 10,125 9,313
PepsiCo Inc. 4.000% 5/2/47 9,075 9,091
PerkinElmer Inc. 5.000% 11/15/21 5,275 5,541
Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,023 2,031
Perrigo Finance Unlimited Co. 3.500% 12/15/21 2,167 2,151
Perrigo Finance Unlimited Co. 3.900% 12/15/24 8,700 8,637
Perrigo Finance Unlimited Co. 4.375% 3/15/26 20,231 20,444
Perrigo Finance Unlimited Co. 4.900% 12/15/44 10,537 10,560
Pfizer Inc. 2.100% 5/15/19 13,825 13,782
Pfizer Inc. 1.450% 6/3/19 16,545 16,370
Pfizer Inc. 1.700% 12/15/19 30,175 29,797
Pfizer Inc. 1.950% 6/3/21 18,925 18,490
Pfizer Inc. 2.200% 12/15/21 5,054 4,937
Pfizer Inc. 3.000% 6/15/23 9,910 9,865
Pfizer Inc. 3.400% 5/15/24 5,059 5,088
Pfizer Inc. 2.750% 6/3/26 13,410 12,743
Pfizer Inc. 3.000% 12/15/26 20,098 19,447
Pfizer Inc. 4.000% 12/15/36 12,525 12,909
Pfizer Inc. 7.200% 3/15/39 13,939 20,051
Pfizer Inc. 4.300% 6/15/43 8,246 8,610
Pfizer Inc. 4.400% 5/15/44 10,725 11,435
Pfizer Inc. 4.125% 12/15/46 22,129 22,752
Pharmacia LLC 6.600% 12/1/28 5,975 7,530
Philip Morris International Inc. 2.000% 2/21/20 9,175 9,040
Philip Morris International Inc. 4.500% 3/26/20 930 958
Philip Morris International Inc. 1.875% 2/25/21 4,576 4,423
Philip Morris International Inc. 4.125% 5/17/21 3,127 3,219
Philip Morris International Inc. 2.900% 11/15/21 3,890 3,848
Philip Morris International Inc. 2.375% 8/17/22 8,140 7,838
Philip Morris International Inc. 2.500% 8/22/22 2,020 1,950
Philip Morris International Inc. 2.500% 11/2/22 7,975 7,688
Philip Morris International Inc. 2.625% 3/6/23 6,340 6,112
Philip Morris International Inc. 2.125% 5/10/23 7,000 6,574
Philip Morris International Inc. 3.600% 11/15/23 5,450 5,501
Philip Morris International Inc. 3.250% 11/10/24 11,400 11,178
Philip Morris International Inc. 3.375% 8/11/25 8,024 7,916
Philip Morris International Inc. 2.750% 2/25/26 17,200 16,165
Philip Morris International Inc. 3.125% 8/17/27 1,885 1,804
Philip Morris International Inc. 3.125% 3/2/28 5,425 5,193
Philip Morris International Inc. 6.375% 5/16/38 18,342 23,588
Philip Morris International Inc. 4.375% 11/15/41 10,950 11,063
Philip Morris International Inc. 4.500% 3/20/42 5,938 6,110
Philip Morris International Inc. 3.875% 8/21/42 5,710 5,382
Philip Morris International Inc. 4.125% 3/4/43 6,035 5,943
Philip Morris International Inc. 4.875% 11/15/43 12,953 13,987
Philip Morris International Inc. 4.250% 11/10/44 12,005 11,976
4 Procter & Gamble - Esop 9.360% 1/1/21 2,017 2,199
Procter & Gamble Co. 1.750% 10/25/19 10,930 10,839
Procter & Gamble Co. 1.900% 11/1/19 5,830 5,785
Procter & Gamble Co. 1.900% 10/23/20 10,940 10,747
Procter & Gamble Co. 1.850% 2/2/21 3,391 3,312
Procter & Gamble Co. 1.700% 11/3/21 10,936 10,528
Procter & Gamble Co. 2.300% 2/6/22 9,648 9,448
Procter & Gamble Co. 2.150% 8/11/22 940 910
Procter & Gamble Co. 3.100% 8/15/23 12,642 12,714
Procter & Gamble Co. 2.700% 2/2/26 7,450 7,122
Procter & Gamble Co. 2.450% 11/3/26 8,850 8,220

 

 

Procter & Gamble Co. 2.850% 8/11/27 1,295 1,239
Procter & Gamble Co. 5.550% 3/5/37 2,422 3,036
Procter & Gamble Co. 3.500% 10/25/47 11,910 11,279
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 2,000 1,888
4 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 4,325 4,068
4 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 3,850 3,784
Quest Diagnostics Inc. 2.700% 4/1/19 5,030 5,032
Quest Diagnostics Inc. 4.750% 1/30/20 2,650 2,730
Quest Diagnostics Inc. 2.500% 3/30/20 3,000 2,971
Quest Diagnostics Inc. 4.700% 4/1/21 2,800 2,921
Quest Diagnostics Inc. 4.250% 4/1/24 4,587 4,728
Quest Diagnostics Inc. 3.500% 3/30/25 5,420 5,339
Quest Diagnostics Inc. 3.450% 6/1/26 6,435 6,185
Quest Diagnostics Inc. 5.750% 1/30/40 1,368 1,537
Quest Diagnostics Inc. 4.700% 3/30/45 2,032 2,051
Reynolds American Inc. 8.125% 6/23/19 7,728 8,202
Reynolds American Inc. 6.875% 5/1/20 1,580 1,697
Reynolds American Inc. 3.250% 6/12/20 12,570 12,590
Reynolds American Inc. 4.000% 6/12/22 8,610 8,731
Reynolds American Inc. 4.850% 9/15/23 3,425 3,602
Reynolds American Inc. 4.450% 6/12/25 36,125 37,146
Reynolds American Inc. 5.700% 8/15/35 11,892 13,467
Reynolds American Inc. 7.250% 6/15/37 3,034 4,008
Reynolds American Inc. 8.125% 5/1/40 2,569 3,650
Reynolds American Inc. 7.000% 8/4/41 3,375 4,345
Reynolds American Inc. 5.850% 8/15/45 23,034 26,754
RWJ Barnabas Health Inc. 3.949% 7/1/46 4,795 4,682
Sanofi 4.000% 3/29/21 13,823 14,191
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 65,650 64,602
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 42,335 40,766
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 36,560 34,875
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 32,390 30,194
SSM Health Care Corp. 3.823% 6/1/27 5,200 5,272
Stanford Health Care 3.795% 11/15/48 6,350 6,265
Stryker Corp. 4.375% 1/15/20 811 832
Stryker Corp. 2.625% 3/15/21 20,325 20,082
Stryker Corp. 3.375% 5/15/24 11,300 11,251
Stryker Corp. 3.375% 11/1/25 8,225 8,112
Stryker Corp. 3.500% 3/15/26 9,015 8,994
Stryker Corp. 3.650% 3/7/28 4,000 4,015
Stryker Corp. 4.375% 5/15/44 4,075 4,149
Stryker Corp. 4.625% 3/15/46 10,085 10,684
5 Sutter Health 3.695% 8/15/28 6,700 6,713
5 Sutter Health 4.091% 8/15/48 5,175 5,159
Sysco Corp. 1.900% 4/1/19 4,700 4,673
Sysco Corp. 2.600% 10/1/20 6,075 6,025
Sysco Corp. 2.500% 7/15/21 4,750 4,661
Sysco Corp. 2.600% 6/12/22 1,150 1,118
Sysco Corp. 3.750% 10/1/25 3,950 4,008
Sysco Corp. 3.300% 7/15/26 8,766 8,455
Sysco Corp. 3.250% 7/15/27 16,211 15,502
Sysco Corp. 4.850% 10/1/45 5,015 5,291
Sysco Corp. 4.500% 4/1/46 5,115 5,132
Sysco Corp. 4.450% 3/15/48 6,200 6,180

 

 

4 Texas Health Resources 4.330% 11/15/55 1,725 1,741
The Kroger Co. 1.500% 9/30/19 4,725 4,626
The Kroger Co. 6.150% 1/15/20 11,699 12,330
The Kroger Co. 3.300% 1/15/21 4,207 4,225
The Kroger Co. 2.600% 2/1/21 3,594 3,527
The Kroger Co. 3.400% 4/15/22 3,683 3,666
The Kroger Co. 2.800% 8/1/22 2,375 2,310
The Kroger Co. 3.850% 8/1/23 6,340 6,421
The Kroger Co. 4.000% 2/1/24 5,186 5,255
The Kroger Co. 3.500% 2/1/26 4,300 4,136
The Kroger Co. 2.650% 10/15/26 9,900 8,913
The Kroger Co. 3.700% 8/1/27 5,200 5,039
The Kroger Co. 7.700% 6/1/29 7,050 8,701
The Kroger Co. 8.000% 9/15/29 4,185 5,340
The Kroger Co. 7.500% 4/1/31 4,820 6,119
The Kroger Co. 6.900% 4/15/38 4,969 6,188
The Kroger Co. 5.400% 7/15/40 2,018 2,139
The Kroger Co. 5.000% 4/15/42 1,550 1,568
The Kroger Co. 5.150% 8/1/43 2,155 2,208
The Kroger Co. 3.875% 10/15/46 5,365 4,595
The Pepsi Bottling Group Inc. 7.000% 3/1/29 9,965 13,049
Thermo Fisher Scientific Inc. 4.700% 5/1/20 750 777
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,800 9,145
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,296 7,374
Thermo Fisher Scientific Inc. 3.300% 2/15/22 8,805 8,778
Thermo Fisher Scientific Inc. 3.150% 1/15/23 4,465 4,392
Thermo Fisher Scientific Inc. 3.000% 4/15/23 12,600 12,264
Thermo Fisher Scientific Inc. 4.150% 2/1/24 7,039 7,228
Thermo Fisher Scientific Inc. 3.650% 12/15/25 8,375 8,323
Thermo Fisher Scientific Inc. 2.950% 9/19/26 12,955 12,081
Thermo Fisher Scientific Inc. 3.200% 8/15/27 8,375 7,929
Thermo Fisher Scientific Inc. 5.300% 2/1/44 7,026 7,926
Thermo Fisher Scientific Inc. 4.100% 8/15/47 6,225 6,049
Trinity Health Corp. 4.125% 12/1/45 6,690 6,766
Tupperware Brands Corp. 4.750% 6/1/21 5,960 6,117
Tyson Foods Inc. 2.650% 8/15/19 13,081 13,076
Tyson Foods Inc. 2.250% 8/23/21 2,000 1,926
Tyson Foods Inc. 4.500% 6/15/22 16,483 17,092
Tyson Foods Inc. 3.950% 8/15/24 15,021 15,127
Tyson Foods Inc. 3.550% 6/2/27 14,490 13,936
Tyson Foods Inc. 4.875% 8/15/34 9,929 10,559
Tyson Foods Inc. 5.150% 8/15/44 3,950 4,286
Tyson Foods Inc. 4.550% 6/2/47 8,675 8,675
Unilever Capital Corp. 2.100% 7/30/20 8,200 8,100
Unilever Capital Corp. 4.250% 2/10/21 10,820 11,199
Unilever Capital Corp. 1.375% 7/28/21 8,830 8,368
Unilever Capital Corp. 2.600% 5/5/24 11,975 11,497
Unilever Capital Corp. 3.100% 7/30/25 7,200 7,041
Unilever Capital Corp. 2.000% 7/28/26 10,125 9,001
Unilever Capital Corp. 5.900% 11/15/32 4,300 5,391
Whirlpool Corp. 4.850% 6/15/21 2,763 2,895
Whirlpool Corp. 4.700% 6/1/22 4,030 4,239
Whirlpool Corp. 4.000% 3/1/24 2,734 2,797
Whirlpool Corp. 3.700% 5/1/25 2,655 2,643
Whirlpool Corp. 4.500% 6/1/46 6,382 6,347
Wyeth LLC 7.250% 3/1/23 2,400 2,831
Wyeth LLC 6.450% 2/1/24 5,575 6,507

 

 

Wyeth LLC 6.500% 2/1/34 6,675 8,710
Wyeth LLC 6.000% 2/15/36 5,440 6,852
Wyeth LLC 5.950% 4/1/37 33,868 43,072
Zeneca Wilmington Inc. 7.000% 11/15/23 4,275 5,043
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,850 1,901
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 27,625 27,325
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 5,775 5,750
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 8,925 8,730
Zimmer Biomet Holdings Inc. 3.700% 3/19/23 2,250 2,254
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 21,955 21,327
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 1,650 1,826
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 5,270 4,937
Zoetis Inc. 3.450% 11/13/20 5,000 5,034
Zoetis Inc. 3.250% 2/1/23 14,045 13,906
Zoetis Inc. 4.500% 11/13/25 5,200 5,465
Zoetis Inc. 3.000% 9/12/27 7,829 7,340
Zoetis Inc. 4.700% 2/1/43 12,203 12,982
Zoetis Inc. 3.950% 9/12/47 4,675 4,456
 
Energy (2.5%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 3,750 4,686
Anadarko Finance Co. 7.500% 5/1/31 8,511 10,816
Anadarko Petroleum Corp. 6.950% 6/15/19 1,000 1,045
Anadarko Petroleum Corp. 4.850% 3/15/21 2,283 2,372
Anadarko Petroleum Corp. 3.450% 7/15/24 7,578 7,306
Anadarko Petroleum Corp. 5.550% 3/15/26 23,663 25,814
Anadarko Petroleum Corp. 6.450% 9/15/36 17,635 20,986
Anadarko Petroleum Corp. 7.950% 6/15/39 3,405 4,612
Anadarko Petroleum Corp. 6.200% 3/15/40 13,773 16,154
Anadarko Petroleum Corp. 4.500% 7/15/44 1,915 1,836
Anadarko Petroleum Corp. 6.600% 3/15/46 10,795 13,541
Andeavor 5.375% 10/1/22 2,125 2,173
Andeavor 4.750% 12/15/23 25,705 26,701
Andeavor 5.125% 4/1/24 1,000 1,037
Andeavor 5.125% 12/15/26 24,210 25,511
Andeavor 3.800% 4/1/28 5,700 5,473
Andeavor 4.500% 4/1/48 6,000 5,621
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 3.500% 12/1/22 2,100 2,061
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 4.250% 12/1/27 6,550 6,378
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 6,175 6,036
Apache Corp. 3.625% 2/1/21 5,600 5,643
Apache Corp. 3.250% 4/15/22 6,213 6,122
Apache Corp. 2.625% 1/15/23 1,375 1,314
Apache Corp. 6.000% 1/15/37 18,814 21,248
Apache Corp. 5.100% 9/1/40 13,431 13,744
Apache Corp. 5.250% 2/1/42 10,600 11,004
Apache Corp. 4.750% 4/15/43 9,306 9,179
Apache Corp. 4.250% 1/15/44 4,866 4,453
Apache Finance Canada Corp. 7.750% 12/15/29 5,215 6,519
Baker Hughes a GE Co. LLC 3.200% 8/15/21 10,677 10,697
Baker Hughes a GE Co. LLC 5.125% 9/15/40 13,382 14,744
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 2.773% 12/15/22 8,050 7,831

 

 

Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 3.337% 12/15/27 14,145 13,480
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 4.080% 12/15/47 13,975 13,167
Boardwalk Pipelines LP 5.750% 9/15/19 50 52
Boardwalk Pipelines LP 3.375% 2/1/23 3,425 3,311
Boardwalk Pipelines LP 4.950% 12/15/24 7,950 8,167
Boardwalk Pipelines LP 5.950% 6/1/26 12,260 13,148
Boardwalk Pipelines LP 4.450% 7/15/27 8,500 8,295
BP Capital Markets plc 1.676% 5/3/19 2,275 2,254
BP Capital Markets plc 2.237% 5/10/19 33,596 33,520
BP Capital Markets plc 1.768% 9/19/19 5,200 5,130
BP Capital Markets plc 2.315% 2/13/20 28,268 28,142
BP Capital Markets plc 4.500% 10/1/20 800 835
BP Capital Markets plc 4.742% 3/11/21 17,445 18,257
BP Capital Markets plc 2.112% 9/16/21 9,351 9,061
BP Capital Markets plc 3.561% 11/1/21 15,140 15,372
BP Capital Markets plc 3.062% 3/17/22 4,075 4,061
BP Capital Markets plc 3.245% 5/6/22 20,261 20,246
BP Capital Markets plc 2.520% 9/19/22 7,950 7,713
BP Capital Markets plc 2.500% 11/6/22 14,382 13,887
BP Capital Markets plc 2.750% 5/10/23 24,150 23,471
BP Capital Markets plc 3.994% 9/26/23 5,805 5,990
BP Capital Markets plc 3.216% 11/28/23 16,207 16,035
BP Capital Markets plc 3.814% 2/10/24 5,981 6,094
BP Capital Markets plc 3.224% 4/14/24 207 204
BP Capital Markets plc 3.535% 11/4/24 23,801 23,872
BP Capital Markets plc 3.506% 3/17/25 14,377 14,361
BP Capital Markets plc 3.119% 5/4/26 12,098 11,698
BP Capital Markets plc 3.017% 1/16/27 3,935 3,748
BP Capital Markets plc 3.279% 9/19/27 17,660 17,094
BP Capital Markets plc 3.723% 11/28/28 13,684 13,731
Buckeye Partners LP 4.875% 2/1/21 340 349
Buckeye Partners LP 4.150% 7/1/23 4,175 4,172
Buckeye Partners LP 4.350% 10/15/24 400 398
Buckeye Partners LP 3.950% 12/1/26 8,300 7,882
Buckeye Partners LP 4.125% 12/1/27 3,100 2,978
Buckeye Partners LP 5.850% 11/15/43 6,500 6,687
Buckeye Partners LP 5.600% 10/15/44 1,625 1,619
Burlington Resources Finance Co. 7.200% 8/15/31 1,100 1,454
Burlington Resources Finance Co. 7.400% 12/1/31 5,240 7,059
Canadian Natural Resources Ltd. 3.450% 11/15/21 5,563 5,587
Canadian Natural Resources Ltd. 2.950% 1/15/23 13,685 13,289
Canadian Natural Resources Ltd. 3.800% 4/15/24 4,823 4,801
Canadian Natural Resources Ltd. 3.900% 2/1/25 140 140
Canadian Natural Resources Ltd. 3.850% 6/1/27 14,153 13,891
Canadian Natural Resources Ltd. 7.200% 1/15/32 5,393 6,753
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 6,984
Canadian Natural Resources Ltd. 5.850% 2/1/35 3,655 4,142
Canadian Natural Resources Ltd. 6.500% 2/15/37 6,847 8,382
Canadian Natural Resources Ltd. 6.250% 3/15/38 10,974 13,200
Canadian Natural Resources Ltd. 6.750% 2/1/39 4,454 5,559
Canadian Natural Resources Ltd. 4.950% 6/1/47 6,230 6,491
Cenovus Energy Inc. 5.700% 10/15/19 15,600 16,126
Cenovus Energy Inc. 3.000% 8/15/22 6,975 6,705
Cenovus Energy Inc. 3.800% 9/15/23 17,500 17,281
Cenovus Energy Inc. 4.250% 4/15/27 11,325 11,028

 

 

Cenovus Energy Inc. 5.250% 6/15/37 10,402 10,389
Cenovus Energy Inc. 6.750% 11/15/39 12,537 14,402
Cenovus Energy Inc. 4.450% 9/15/42 1,414 1,255
Cenovus Energy Inc. 5.200% 9/15/43 7,405 7,137
Cenovus Energy Inc. 5.400% 6/15/47 17,325 17,347
Chevron Corp. 1.561% 5/16/19 16,700 16,521
Chevron Corp. 2.193% 11/15/19 13,025 12,946
Chevron Corp. 1.961% 3/3/20 21,360 21,072
Chevron Corp. 1.991% 3/3/20 6,645 6,563
Chevron Corp. 2.427% 6/24/20 7,454 7,411
Chevron Corp. 2.419% 11/17/20 11,234 11,126
Chevron Corp. 2.100% 5/16/21 18,690 18,228
Chevron Corp. 2.411% 3/3/22 8,835 8,649
Chevron Corp. 2.498% 3/3/22 7,340 7,196
Chevron Corp. 2.355% 12/5/22 18,182 17,601
Chevron Corp. 3.191% 6/24/23 17,240 17,245
Chevron Corp. 2.895% 3/3/24 13,045 12,760
Chevron Corp. 3.326% 11/17/25 1,300 1,292
Chevron Corp. 2.954% 5/16/26 21,200 20,383
Cimarex Energy Co. 4.375% 6/1/24 13,700 14,088
Cimarex Energy Co. 3.900% 5/15/27 17,596 17,319
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,535 1,536
Columbia Pipeline Group Inc. 4.500% 6/1/25 17,055 17,385
Columbia Pipeline Group Inc. 5.800% 6/1/45 5,575 6,491
Concho Resources Inc. 3.750% 10/1/27 19,686 19,194
Concho Resources Inc. 4.875% 10/1/47 4,500 4,759
ConocoPhillips 5.900% 10/15/32 12,526 14,971
ConocoPhillips 5.900% 5/15/38 4,812 5,911
ConocoPhillips 6.500% 2/1/39 18,907 24,825
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,570 6,777
ConocoPhillips Co. 2.400% 12/15/22 11,655 11,180
ConocoPhillips Co. 3.350% 11/15/24 6,036 5,982
ConocoPhillips Co. 3.350% 5/15/25 250 247
ConocoPhillips Co. 4.950% 3/15/26 25,154 27,368
ConocoPhillips Co. 4.150% 11/15/34 23,371 23,549
ConocoPhillips Co. 4.300% 11/15/44 6,237 6,401
ConocoPhillips Co. 5.950% 3/15/46 7,099 9,050
ConocoPhillips Holding Co. 6.950% 4/15/29 8,359 10,598
9 Continental Resources Inc. 4.375% 1/15/28 1,500 1,459
Devon Energy Corp. 4.000% 7/15/21 5,365 5,460
Devon Energy Corp. 3.250% 5/15/22 19,397 19,136
Devon Energy Corp. 5.850% 12/15/25 2,201 2,500
Devon Energy Corp. 7.950% 4/15/32 4,500 6,285
Devon Energy Corp. 5.600% 7/15/41 11,698 13,167
Devon Energy Corp. 4.750% 5/15/42 5,651 5,753
Devon Energy Corp. 5.000% 6/15/45 8,898 9,411
Devon Financing Co. LLC 7.875% 9/30/31 12,287 16,896
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 5,250 5,201
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 13,725 13,674
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 7,750 7,653
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 5,750 6,101
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 5,035 5,257
Enable Midstream Partners LP 2.400% 5/15/19 4,000 3,964
Enable Midstream Partners LP 3.900% 5/15/24 9,994 9,768
Enable Midstream Partners LP 4.400% 3/15/27 10,950 10,717
Enable Midstream Partners LP 5.000% 5/15/44 825 771
Enbridge Energy Partners LP 4.375% 10/15/20 1,480 1,509

 

 

Enbridge Energy Partners LP 4.200% 9/15/21 478 485
Enbridge Energy Partners LP 5.875% 10/15/25 3,635 4,007
Enbridge Energy Partners LP 7.500% 4/15/38 11,485 14,489
Enbridge Energy Partners LP 5.500% 9/15/40 8,370 8,757
Enbridge Energy Partners LP 7.375% 10/15/45 4,116 5,315
Enbridge Inc. 2.900% 7/15/22 7,105 6,900
Enbridge Inc. 4.250% 12/1/26 12,500 12,505
Enbridge Inc. 3.700% 7/15/27 10,900 10,441
Enbridge Inc. 4.500% 6/10/44 4,200 4,065
Enbridge Inc. 5.500% 12/1/46 10,350 11,480
Encana Corp. 6.500% 5/15/19 5,525 5,726
Encana Corp. 3.900% 11/15/21 6,892 6,980
Encana Corp. 8.125% 9/15/30 1,300 1,695
Encana Corp. 6.500% 8/15/34 18,455 21,902
Encana Corp. 6.625% 8/15/37 1,198 1,453
Encana Corp. 6.500% 2/1/38 10,300 12,395
Energy Transfer LP 9.000% 4/15/19 21,288 22,453
Energy Transfer LP 4.150% 10/1/20 8,051 8,155
Energy Transfer LP 4.650% 6/1/21 4,725 4,857
Energy Transfer LP 5.200% 2/1/22 6,466 6,787
Energy Transfer LP 3.600% 2/1/23 24,931 24,300
Energy Transfer LP 4.900% 2/1/24 1,620 1,652
Energy Transfer LP 4.050% 3/15/25 12,425 12,128
Energy Transfer LP 4.750% 1/15/26 14,550 14,706
Energy Transfer LP 4.200% 4/15/27 5,700 5,495
Energy Transfer LP 8.250% 11/15/29 10 12
Energy Transfer LP 4.900% 3/15/35 4,345 4,071
Energy Transfer LP 6.625% 10/15/36 3,495 3,924
Energy Transfer LP 7.500% 7/1/38 7,457 8,930
Energy Transfer LP 6.050% 6/1/41 4,450 4,507
Energy Transfer LP 6.500% 2/1/42 12,719 13,643
Energy Transfer LP 5.150% 2/1/43 1,524 1,390
Energy Transfer LP 5.950% 10/1/43 4,685 4,713
Energy Transfer LP 5.150% 3/15/45 3,978 3,610
Energy Transfer LP 6.125% 12/15/45 11,050 11,348
Energy Transfer LP 5.300% 4/15/47 5,755 5,387
EnLink Midstream Partners LP 2.700% 4/1/19 750 745
EnLink Midstream Partners LP 4.400% 4/1/24 16,675 16,748
EnLink Midstream Partners LP 4.150% 6/1/25 6,399 6,236
EnLink Midstream Partners LP 4.850% 7/15/26 11,150 11,251
EnLink Midstream Partners LP 5.600% 4/1/44 6,520 6,489
EnLink Midstream Partners LP 5.450% 6/1/47 3,000 2,934
Enterprise Products Operating LLC 2.550% 10/15/19 11,285 11,200
Enterprise Products Operating LLC 5.250% 1/31/20 1,095 1,137
Enterprise Products Operating LLC 5.200% 9/1/20 3,441 3,588
Enterprise Products Operating LLC 2.800% 2/15/21 9,700 9,593
Enterprise Products Operating LLC 2.850% 4/15/21 1,360 1,344
Enterprise Products Operating LLC 4.050% 2/15/22 475 486
Enterprise Products Operating LLC 3.350% 3/15/23 11,463 11,425
Enterprise Products Operating LLC 3.900% 2/15/24 18,790 19,033
Enterprise Products Operating LLC 3.750% 2/15/25 16,910 16,906
Enterprise Products Operating LLC 3.700% 2/15/26 4,596 4,551
Enterprise Products Operating LLC 3.950% 2/15/27 4,250 4,265
Enterprise Products Operating LLC 6.875% 3/1/33 5,493 6,883
Enterprise Products Operating LLC 6.650% 10/15/34 1,660 2,054
Enterprise Products Operating LLC 7.550% 4/15/38 2,994 4,025
Enterprise Products Operating LLC 6.125% 10/15/39 9,211 11,068

 

 

Enterprise Products Operating LLC 6.450% 9/1/40 743 932
Enterprise Products Operating LLC 5.950% 2/1/41 5,426 6,501
Enterprise Products Operating LLC 5.700% 2/15/42 6,995 8,097
Enterprise Products Operating LLC 4.850% 8/15/42 8,090 8,415
Enterprise Products Operating LLC 4.450% 2/15/43 19,042 18,914
Enterprise Products Operating LLC 4.850% 3/15/44 24,075 25,334
Enterprise Products Operating LLC 5.100% 2/15/45 2,342 2,527
Enterprise Products Operating LLC 4.900% 5/15/46 16,845 17,872
Enterprise Products Operating LLC 4.250% 2/15/48 25,600 24,902
Enterprise Products Operating LLC 4.950% 10/15/54 4,320 4,496
4 Enterprise Products Operating LLC 5.250% 8/16/77 3,075 2,981
4 Enterprise Products Operating LLC 5.375% 2/15/78 4,800 4,597
EOG Resources Inc. 5.625% 6/1/19 906 934
EOG Resources Inc. 2.450% 4/1/20 70 69
EOG Resources Inc. 4.400% 6/1/20 9,220 9,454
EOG Resources Inc. 4.100% 2/1/21 9,540 9,756
EOG Resources Inc. 2.625% 3/15/23 16,533 15,922
EOG Resources Inc. 3.150% 4/1/25 8,050 7,782
EOG Resources Inc. 4.150% 1/15/26 4,500 4,644
EOG Resources Inc. 3.900% 4/1/35 4,976 4,882
EQT Corp. 8.125% 6/1/19 4,400 4,659
EQT Corp. 2.500% 10/1/20 2,850 2,788
EQT Corp. 4.875% 11/15/21 6,505 6,770
EQT Corp. 3.000% 10/1/22 4,350 4,207
EQT Corp. 3.900% 10/1/27 15,286 14,637
EQT Midstream Partners LP 4.000% 8/1/24 3,210 3,129
EQT Midstream Partners LP 4.125% 12/1/26 4,800 4,591
Exxon Mobil Corp. 1.912% 3/6/20 8,951 8,831
Exxon Mobil Corp. 2.222% 3/1/21 24,295 23,947
Exxon Mobil Corp. 2.397% 3/6/22 28,853 28,286
Exxon Mobil Corp. 2.726% 3/1/23 32,580 32,069
Exxon Mobil Corp. 2.709% 3/6/25 18,996 18,314
Exxon Mobil Corp. 3.043% 3/1/26 12,743 12,495
Exxon Mobil Corp. 3.567% 3/6/45 8,850 8,458
Exxon Mobil Corp. 4.114% 3/1/46 22,300 23,506
Halliburton Co. 3.500% 8/1/23 4,449 4,457
Halliburton Co. 3.800% 11/15/25 44,975 44,934
Halliburton Co. 4.850% 11/15/35 14,678 15,619
Halliburton Co. 6.700% 9/15/38 10,150 13,043
Halliburton Co. 7.450% 9/15/39 4,989 6,892
Halliburton Co. 4.500% 11/15/41 4,371 4,393
Halliburton Co. 4.750% 8/1/43 9,600 10,027
Halliburton Co. 5.000% 11/15/45 20,225 21,962
Helmerich & Payne International Drilling        
Co. 4.650% 3/15/25 3,500 3,619
Hess Corp. 3.500% 7/15/24 5,150 4,932
Hess Corp. 4.300% 4/1/27 7,510 7,306
Hess Corp. 7.875% 10/1/29 6,083 7,405
Hess Corp. 7.300% 8/15/31 4,428 5,300
Hess Corp. 7.125% 3/15/33 4,642 5,470
Hess Corp. 6.000% 1/15/40 16,110 17,050
Hess Corp. 5.600% 2/15/41 13,628 13,795
Hess Corp. 5.800% 4/1/47 6,200 6,454
HollyFrontier Corp. 5.875% 4/1/26 2,520 2,710
Husky Energy Inc. 6.150% 6/15/19 700 725
Husky Energy Inc. 7.250% 12/15/19 6,216 6,637
Husky Energy Inc. 3.950% 4/15/22 12,571 12,796

 

 

Husky Energy Inc. 4.000% 4/15/24 15,468 15,689
Husky Energy Inc. 6.800% 9/15/37 2,916 3,719
Kerr-McGee Corp. 6.950% 7/1/24 9,295 10,684
Kerr-McGee Corp. 7.875% 9/15/31 3,204 4,182
Kinder Morgan Energy Partners LP 6.850% 2/15/20 5,358 5,696
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,200 2,330
Kinder Morgan Energy Partners LP 3.500% 3/1/21 7,546 7,548
Kinder Morgan Energy Partners LP 5.800% 3/1/21 5,785 6,128
Kinder Morgan Energy Partners LP 5.000% 10/1/21 12,500 12,978
Kinder Morgan Energy Partners LP 4.150% 3/1/22 6,075 6,162
Kinder Morgan Energy Partners LP 3.950% 9/1/22 8,550 8,610
Kinder Morgan Energy Partners LP 3.450% 2/15/23 7,389 7,209
Kinder Morgan Energy Partners LP 3.500% 9/1/23 13,399 13,010
Kinder Morgan Energy Partners LP 4.150% 2/1/24 450 451
Kinder Morgan Energy Partners LP 4.300% 5/1/24 16,620 16,740
Kinder Morgan Energy Partners LP 4.250% 9/1/24 1,770 1,776
Kinder Morgan Energy Partners LP 7.400% 3/15/31 135 163
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,824 3,448
Kinder Morgan Energy Partners LP 5.800% 3/15/35 4,749 5,120
Kinder Morgan Energy Partners LP 6.500% 2/1/37 22,141 24,968
Kinder Morgan Energy Partners LP 6.950% 1/15/38 4,621 5,574
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,995 6,793
Kinder Morgan Energy Partners LP 6.550% 9/15/40 6,175 7,023
Kinder Morgan Energy Partners LP 7.500% 11/15/40 6,462 8,040
Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,500 1,693
Kinder Morgan Energy Partners LP 5.625% 9/1/41 12,217 12,613
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,095 2,021
Kinder Morgan Energy Partners LP 4.700% 11/1/42 11,474 10,638
Kinder Morgan Energy Partners LP 5.000% 3/1/43 3,491 3,366
Kinder Morgan Energy Partners LP 5.500% 3/1/44 11,177 11,458
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,859 1,888
Kinder Morgan Inc. 3.050% 12/1/19 11,408 11,405
Kinder Morgan Inc. 3.150% 1/15/23 2,596 2,513
Kinder Morgan Inc. 4.300% 6/1/25 12,000 12,056
Kinder Morgan Inc. 4.300% 3/1/28 11,500 11,405
Kinder Morgan Inc. 7.800% 8/1/31 4,250 5,367
Kinder Morgan Inc. 7.750% 1/15/32 9,603 12,261
Kinder Morgan Inc. 5.300% 12/1/34 12,277 12,550
Kinder Morgan Inc. 5.550% 6/1/45 23,394 24,508
Kinder Morgan Inc. 5.050% 2/15/46 250 244
Kinder Morgan Inc. 5.200% 3/1/48 5,000 5,004
Magellan Midstream Partners LP 6.550% 7/15/19 9,765 10,182
Magellan Midstream Partners LP 4.250% 2/1/21 3,745 3,831
Magellan Midstream Partners LP 5.000% 3/1/26 8,350 8,980
Magellan Midstream Partners LP 5.150% 10/15/43 176 192
Magellan Midstream Partners LP 4.250% 9/15/46 4,150 4,026
Magellan Midstream Partners LP 4.200% 10/3/47 8,465 8,116
Marathon Oil Corp. 2.700% 6/1/20 6,761 6,662
Marathon Oil Corp. 2.800% 11/1/22 18,128 17,466
Marathon Oil Corp. 3.850% 6/1/25 11,325 11,183
Marathon Oil Corp. 4.400% 7/15/27 6,952 7,034
Marathon Oil Corp. 6.800% 3/15/32 7,393 8,806
Marathon Oil Corp. 6.600% 10/1/37 6,305 7,539
Marathon Oil Corp. 5.200% 6/1/45 10,025 10,495
Marathon Petroleum Corp. 3.400% 12/15/20 5,725 5,775
Marathon Petroleum Corp. 5.125% 3/1/21 12,054 12,676
Marathon Petroleum Corp. 3.625% 9/15/24 7,380 7,309

 

 

Marathon Petroleum Corp. 6.500% 3/1/41 12,990 15,822
Marathon Petroleum Corp. 4.750% 9/15/44 2,957 2,955
Marathon Petroleum Corp. 5.850% 12/15/45 1,459 1,592
Marathon Petroleum Corp. 5.000% 9/15/54 4,002 3,850
MPLX LP 5.500% 2/15/23 5 5
MPLX LP 3.375% 3/15/23 4,625 4,575
MPLX LP 4.500% 7/15/23 22,390 23,109
MPLX LP 4.875% 12/1/24 30,660 32,088
MPLX LP 4.000% 2/15/25 3,700 3,689
MPLX LP 4.875% 6/1/25 3,373 3,530
MPLX LP 4.125% 3/1/27 12,916 12,794
MPLX LP 4.000% 3/15/28 10,000 9,843
MPLX LP 4.500% 4/15/38 16,500 16,251
MPLX LP 5.200% 3/1/47 10,900 11,337
MPLX LP 4.700% 4/15/48 18,375 17,924
MPLX LP 4.900% 4/15/58 6,550 6,235
Nabors Industries Inc. 9.250% 1/15/19 2,450 2,551
National Fuel Gas Co. 4.900% 12/1/21 1,062 1,101
National Fuel Gas Co. 3.750% 3/1/23 3,660 3,645
National Fuel Gas Co. 5.200% 7/15/25 1,200 1,258
National Fuel Gas Co. 3.950% 9/15/27 2,500 2,426
National Oilwell Varco Inc. 2.600% 12/1/22 26,111 24,919
National Oilwell Varco Inc. 3.950% 12/1/42 8,498 7,455
Noble Energy Inc. 5.625% 5/1/21 53 54
Noble Energy Inc. 4.150% 12/15/21 11,224 11,439
Noble Energy Inc. 3.900% 11/15/24 3,875 3,887
Noble Energy Inc. 3.850% 1/15/28 6,925 6,806
Noble Energy Inc. 6.000% 3/1/41 15,773 18,086
Noble Energy Inc. 5.250% 11/15/43 8,127 8,713
Noble Energy Inc. 5.050% 11/15/44 6,900 7,173
Noble Energy Inc. 4.950% 8/15/47 6,380 6,607
Occidental Petroleum Corp. 4.100% 2/1/21 24,016 24,697
Occidental Petroleum Corp. 3.125% 2/15/22 7,140 7,117
Occidental Petroleum Corp. 2.700% 2/15/23 10,278 10,051
Occidental Petroleum Corp. 3.500% 6/15/25 4,470 4,460
Occidental Petroleum Corp. 3.400% 4/15/26 9,309 9,178
Occidental Petroleum Corp. 4.625% 6/15/45 8,156 8,543
Occidental Petroleum Corp. 4.400% 4/15/46 14,853 15,422
Occidental Petroleum Corp. 4.100% 2/15/47 6,100 6,054
ONEOK Inc. 7.500% 9/1/23 7,950 9,298
ONEOK Inc. 4.000% 7/13/27 2,800 2,761
ONEOK Inc. 6.000% 6/15/35 1,000 1,118
ONEOK Inc. 4.950% 7/13/47 10,925 11,078
ONEOK Partners LP 3.375% 10/1/22 13,137 12,976
ONEOK Partners LP 4.900% 3/15/25 6,969 7,263
ONEOK Partners LP 6.650% 10/1/36 14,169 17,066
ONEOK Partners LP 6.850% 10/15/37 6,625 8,142
ONEOK Partners LP 6.125% 2/1/41 5,145 5,928
9 Patterson-UTI Energy Inc. 3.950% 2/1/28 6,630 6,392
Petro-Canada 5.350% 7/15/33 4,725 5,325
Petro-Canada 5.950% 5/15/35 8,130 9,771
Petro-Canada 6.800% 5/15/38 8,963 11,865
Phillips 66 4.300% 4/1/22 14,410 14,905
Phillips 66 3.900% 3/15/28 7,910 7,875
Phillips 66 4.650% 11/15/34 4,694 4,885
Phillips 66 5.875% 5/1/42 14,786 17,720
Phillips 66 4.875% 11/15/44 25,741 27,375

 

 

Phillips 66 Partners LP 2.646% 2/15/20 1,942 1,923
Phillips 66 Partners LP 3.605% 2/15/25 8,083 7,872
Phillips 66 Partners LP 3.550% 10/1/26 1,600 1,525
Phillips 66 Partners LP 3.750% 3/1/28 3,425 3,303
Phillips 66 Partners LP 4.680% 2/15/45 5,050 4,962
Phillips 66 Partners LP 4.900% 10/1/46 5,200 5,188
Pioneer Natural Resources Co. 3.450% 1/15/21 3,100 3,113
Pioneer Natural Resources Co. 3.950% 7/15/22 8,310 8,449
Pioneer Natural Resources Co. 4.450% 1/15/26 15,050 15,546
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 265 261
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 9,656 10,034
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 6,037 6,227
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,904 3,847
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 18,103 17,093
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 3,909 3,819
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 22,615 21,499
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 3,458 3,468
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 7,500 7,429
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 1,975 2,193
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 7,725 7,272
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 13,347 11,198
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 4,560 4,042
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 200 183
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 162 169
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 9,110 9,714
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 20,850 21,736
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 14,300 14,479
Sabine Pass Liquefaction LLC 5.625% 2/1/21 32,487 34,152
Sabine Pass Liquefaction LLC 6.250% 3/15/22 14,375 15,579
Sabine Pass Liquefaction LLC 5.625% 4/15/23 19,148 20,417
Sabine Pass Liquefaction LLC 5.750% 5/15/24 27,350 29,333
Sabine Pass Liquefaction LLC 5.625% 3/1/25 27,350 29,367
Sabine Pass Liquefaction LLC 5.875% 6/30/26 27,127 29,602
Sabine Pass Liquefaction LLC 5.000% 3/15/27 6,709 6,952
Sabine Pass Liquefaction LLC 4.200% 3/15/28 14,250 14,018
Schlumberger Investment SA 3.650% 12/1/23 13,680 13,900
Shell International Finance BV 1.375% 5/10/19 23,400 23,111
Shell International Finance BV 1.375% 9/12/19 18,100 17,779
Shell International Finance BV 4.300% 9/22/19 23,650 24,189

 

 

Shell International Finance BV 4.375% 3/25/20 7,874 8,113
Shell International Finance BV 2.125% 5/11/20 13,075 12,868
Shell International Finance BV 2.250% 11/10/20 2,540 2,502
Shell International Finance BV 1.875% 5/10/21 23,200 22,424
Shell International Finance BV 1.750% 9/12/21 13,630 13,072
Shell International Finance BV 2.375% 8/21/22 7,641 7,414
Shell International Finance BV 2.250% 1/6/23 12,353 11,847
Shell International Finance BV 3.400% 8/12/23 8,470 8,559
Shell International Finance BV 3.250% 5/11/25 19,195 18,986
Shell International Finance BV 2.875% 5/10/26 30,020 28,802
Shell International Finance BV 2.500% 9/12/26 18,275 17,008
Shell International Finance BV 4.125% 5/11/35 21,855 22,534
Shell International Finance BV 6.375% 12/15/38 25,942 34,318
Shell International Finance BV 5.500% 3/25/40 6,978 8,424
Shell International Finance BV 3.625% 8/21/42 6,400 6,033
Shell International Finance BV 4.550% 8/12/43 13,796 14,848
Shell International Finance BV 4.375% 5/11/45 30,209 31,944
Shell International Finance BV 4.000% 5/10/46 21,961 21,943
Shell International Finance BV 3.750% 9/12/46 25,032 24,078
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 6,443 6,600
Spectra Energy Partners LP 4.750% 3/15/24 5,700 5,920
Spectra Energy Partners LP 3.500% 3/15/25 13,680 13,161
Spectra Energy Partners LP 3.375% 10/15/26 3,090 2,897
Spectra Energy Partners LP 5.950% 9/25/43 640 735
Spectra Energy Partners LP 4.500% 3/15/45 11,300 10,874
Suncor Energy Inc. 3.600% 12/1/24 1,265 1,263
Suncor Energy Inc. 7.150% 2/1/32 4,903 6,376
Suncor Energy Inc. 5.950% 12/1/34 260 313
Suncor Energy Inc. 6.500% 6/15/38 18,758 24,216
Suncor Energy Inc. 6.850% 6/1/39 2,534 3,394
Suncor Energy Inc. 4.000% 11/15/47 7,850 7,698
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 22,500 22,956
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 1,664 1,619
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 2,050 2,035
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 6,600 7,166
Sunoco Logistics Partners Operations LP 4.000% 10/1/27 8,300 7,861
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 10,490 10,628
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 1,075 967
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 12,828 11,916
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 9,823 9,151
Sunoco Logistics Partners Operations LP 5.400% 10/1/47 5,150 4,899
TC PipeLines LP 3.900% 5/25/27 6,600 6,313
9 TechnipFMC plc 3.450% 10/1/22 1,292 1,262
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 1,580 1,841
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 2,220 2,625
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,342 1,735
9 Texas Eastern Transmission LP 2.800% 10/15/22 165 158
Texas Eastern Transmission LP 7.000% 7/15/32 5,850 7,256
Total Capital Canada Ltd. 2.750% 7/15/23 23,140 22,512
Total Capital International SA 2.100% 6/19/19 16,268 16,149
Total Capital International SA 2.750% 6/19/21 26,558 26,328
Total Capital International SA 2.875% 2/17/22 6,415 6,367
Total Capital International SA 2.700% 1/25/23 8,950 8,743
Total Capital International SA 3.700% 1/15/24 20,575 21,001
Total Capital International SA 3.750% 4/10/24 3,485 3,548
Total Capital SA 4.450% 6/24/20 12,854 13,273

 

 

Total Capital SA 4.125% 1/28/21 8,556 8,815
TransCanada PipeLines Ltd. 2.125% 11/15/19 17,100 16,914
TransCanada PipeLines Ltd. 3.800% 10/1/20 15,255 15,529
TransCanada PipeLines Ltd. 2.500% 8/1/22 11,855 11,501
TransCanada PipeLines Ltd. 3.750% 10/16/23 1,700 1,730
TransCanada PipeLines Ltd. 4.875% 1/15/26 18,277 19,738
TransCanada PipeLines Ltd. 4.625% 3/1/34 8,886 9,400
TransCanada PipeLines Ltd. 5.600% 3/31/34 2,755 3,157
TransCanada PipeLines Ltd. 5.850% 3/15/36 14,640 17,266
TransCanada PipeLines Ltd. 6.200% 10/15/37 16,434 20,149
TransCanada PipeLines Ltd. 7.250% 8/15/38 5,786 7,841
TransCanada PipeLines Ltd. 7.625% 1/15/39 1,613 2,260
TransCanada PipeLines Ltd. 5.000% 10/16/43 16,550 18,131
Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 7,265 8,918
9 Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 5,400 5,268
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 618 683
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 650 623
9 Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 4,000 3,864
Valero Energy Corp. 6.125% 2/1/20 6,745 7,110
Valero Energy Corp. 3.650% 3/15/25 834 827
Valero Energy Corp. 3.400% 9/15/26 15,930 15,246
Valero Energy Corp. 7.500% 4/15/32 10,621 13,660
Valero Energy Corp. 6.625% 6/15/37 10,403 13,108
Valero Energy Corp. 4.900% 3/15/45 12,435 13,157
Valero Energy Partners LP 4.375% 12/15/26 5,592 5,552
Valero Energy Partners LP 4.500% 3/15/28 4,050 4,075
Western Gas Partners LP 5.375% 6/1/21 4,957 5,176
Western Gas Partners LP 4.000% 7/1/22 250 251
Western Gas Partners LP 4.650% 7/1/26 2,400 2,437
Western Gas Partners LP 4.500% 3/1/28 2,400 2,407
Western Gas Partners LP 5.450% 4/1/44 7,400 7,395
Western Gas Partners LP 5.300% 3/1/48 13,200 13,073
Williams Partners LP 5.250% 3/15/20 7,398 7,670
Williams Partners LP 4.000% 11/15/21 4,450 4,497
Williams Partners LP 3.600% 3/15/22 40,785 40,586
Williams Partners LP 3.350% 8/15/22 10,525 10,322
Williams Partners LP 4.500% 11/15/23 4,100 4,205
Williams Partners LP 4.300% 3/4/24 15,023 15,168
Williams Partners LP 3.900% 1/15/25 14,971 14,687
Williams Partners LP 4.000% 9/15/25 7,975 7,847
Williams Partners LP 3.750% 6/15/27 20,124 19,240
Williams Partners LP 6.300% 4/15/40 4,215 4,834
Williams Partners LP 5.800% 11/15/43 14,705 16,145
Williams Partners LP 5.400% 3/4/44 3,500 3,650
Williams Partners LP 4.900% 1/15/45 1,520 1,495
Williams Partners LP 5.100% 9/15/45 14,475 14,669
Williams Partners LP 4.850% 3/1/48 6,500 6,424
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.321% 8/1/45 500 548
California Institute of Technology GO 4.700% 11/1/11 11,300 12,139
CBRE Services Inc. 5.250% 3/15/25 4,975 5,317
CBRE Services Inc. 4.875% 3/1/26 12,255 12,854
Cintas Corp. No 2 2.900% 4/1/22 4,625 4,566
Cintas Corp. No 2 3.250% 6/1/22 3,965 3,932
Cintas Corp. No 2 3.700% 4/1/27 10,805 10,761
Fluor Corp. 3.375% 9/15/21 2,170 2,190

 

 

Fluor Corp. 3.500% 12/15/24 10,079 10,053
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 4,025 4,116
4 Massachusetts Institute of Technology GO 3.959% 7/1/38 7,975 8,393
Massachusetts Institute of Technology GO 5.600% 7/1/11 10,671 13,994
Massachusetts Institute of Technology GO 4.678% 7/1/14 5,575 6,155
Massachusetts Institute of Technology GO 3.885% 7/1/16 6,950 6,378
4 Northwestern University Illinois GO 4.643% 12/1/44 6,125 7,116
4 Northwestern University Illinois GO 3.662% 12/1/57 3,000 2,910
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,500 2,496
9 President & Fellows of Harvard College        
Massachusetts GO 6.500% 1/15/39 100 141
President & Fellows of Harvard College        
Massachusetts Revenue 3.300% 7/15/56 2,660 2,428
4 Rice University Texas GO 3.574% 5/15/45 15,760 15,412
Stanford University California GO 3.647% 5/1/48 5,019 4,998
University of Notre Dame du Lac Indiana        
GO 3.394% 2/15/48 4,275 4,138
4 University of Notre Dame du Lac Indiana        
GO 3.438% 2/15/45 7,000 6,819
University of Pennsylvania GO 4.674% 9/1/12 10,350 11,083
4 University of Southern California GO 3.028% 10/1/39 9,400 8,540
4 University of Southern California GO 3.841% 10/1/47 12,700 13,037
Yale University Connecticut GO 2.086% 4/15/19 7,865 7,841
 
Technology (2.3%)        
Adobe Systems Inc. 4.750% 2/1/20 9,420 9,754
Adobe Systems Inc. 3.250% 2/1/25 10,925 10,856
Alphabet Inc. 3.625% 5/19/21 13,175 13,545
Altera Corp. 4.100% 11/15/23 7,030 7,344
Amphenol Corp. 2.200% 4/1/20 3,950 3,891
Amphenol Corp. 4.000% 2/1/22 490 498
Amphenol Corp. 3.200% 4/1/24 3,650 3,543
Analog Devices Inc. 2.850% 3/12/20 5,470 5,462
Analog Devices Inc. 2.500% 12/5/21 5,375 5,236
Analog Devices Inc. 2.875% 6/1/23 12,650 12,277
Analog Devices Inc. 3.125% 12/5/23 8,916 8,743
Analog Devices Inc. 3.500% 12/5/26 10,075 9,814
Apple Inc. 2.100% 5/6/19 20,130 20,077
Apple Inc. 1.100% 8/2/19 18,175 17,871
Apple Inc. 1.500% 9/12/19 11,025 10,890
Apple Inc. 1.800% 11/13/19 11,300 11,192
Apple Inc. 1.550% 2/7/20 13,242 12,999
Apple Inc. 1.900% 2/7/20 7,925 7,829
Apple Inc. 2.000% 5/6/20 7,365 7,276
Apple Inc. 1.800% 5/11/20 9,375 9,227
Apple Inc. 2.000% 11/13/20 13,350 13,114
Apple Inc. 2.250% 2/23/21 33,381 32,882
Apple Inc. 2.850% 5/6/21 62,390 62,387
Apple Inc. 1.550% 8/4/21 19,600 18,800
Apple Inc. 2.150% 2/9/22 18,545 18,019
Apple Inc. 2.500% 2/9/22 22,320 21,970
Apple Inc. 2.300% 5/11/22 14,205 13,843
Apple Inc. 2.700% 5/13/22 27,884 27,590
Apple Inc. 2.400% 1/13/23 6,750 6,543
Apple Inc. 2.850% 2/23/23 16,053 15,898
Apple Inc. 2.400% 5/3/23 58,584 56,658

 

 

Apple Inc. 3.000% 2/9/24 7,607 7,501
Apple Inc. 3.450% 5/6/24 18,632 18,760
Apple Inc. 2.850% 5/11/24 24,365 23,745
Apple Inc. 2.750% 1/13/25 12,700 12,193
Apple Inc. 2.500% 2/9/25 17,792 16,838
Apple Inc. 3.200% 5/13/25 14,810 14,621
Apple Inc. 3.250% 2/23/26 51,523 50,699
Apple Inc. 2.450% 8/4/26 22,238 20,572
Apple Inc. 3.350% 2/9/27 24,140 23,823
Apple Inc. 3.200% 5/11/27 22,210 21,688
Apple Inc. 2.900% 9/12/27 21,803 20,702
Apple Inc. 3.000% 11/13/27 15,600 14,927
Apple Inc. 4.500% 2/23/36 13,910 15,223
Apple Inc. 3.850% 5/4/43 35,050 34,442
Apple Inc. 4.450% 5/6/44 13,150 14,037
Apple Inc. 3.450% 2/9/45 12,274 11,264
Apple Inc. 4.375% 5/13/45 17,465 18,365
Apple Inc. 4.650% 2/23/46 56,976 62,559
Apple Inc. 3.850% 8/4/46 31,350 30,454
Apple Inc. 4.250% 2/9/47 3,850 3,987
Apple Inc. 3.750% 9/12/47 9,250 8,868
Apple Inc. 3.750% 11/13/47 14,450 13,851
Applied Materials Inc. 2.625% 10/1/20 5,900 5,872
Applied Materials Inc. 4.300% 6/15/21 8,037 8,343
Applied Materials Inc. 3.900% 10/1/25 17,050 17,504
Applied Materials Inc. 3.300% 4/1/27 9,725 9,551
Applied Materials Inc. 5.100% 10/1/35 5,223 6,001
Applied Materials Inc. 5.850% 6/15/41 6,561 8,228
Applied Materials Inc. 4.350% 4/1/47 10,375 11,004
Arrow Electronics Inc. 3.500% 4/1/22 4,350 4,303
Arrow Electronics Inc. 4.500% 3/1/23 2,154 2,212
Arrow Electronics Inc. 3.250% 9/8/24 5,525 5,285
Arrow Electronics Inc. 4.000% 4/1/25 3,960 3,902
Arrow Electronics Inc. 3.875% 1/12/28 5,600 5,384
Autodesk Inc. 3.125% 6/15/20 2,500 2,507
Autodesk Inc. 3.600% 12/15/22 1,675 1,676
Autodesk Inc. 4.375% 6/15/25 3,900 3,997
Autodesk Inc. 3.500% 6/15/27 5,110 4,875
Avnet Inc. 5.875% 6/15/20 45 47
Avnet Inc. 3.750% 12/1/21 1,950 1,950
Avnet Inc. 4.875% 12/1/22 6,850 7,101
Avnet Inc. 4.625% 4/15/26 6,605 6,601
Baidu Inc. 2.750% 6/9/19 11,275 11,236
Baidu Inc. 2.875% 7/6/22 10,000 9,700
Baidu Inc. 3.500% 11/28/22 8,325 8,277
Baidu Inc. 3.875% 9/29/23 10,500 10,506
Baidu Inc. 3.625% 7/6/27 8,925 8,499
Baidu Inc. 4.375% 3/29/28 5,000 5,025
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.375% 1/15/20 29,650 29,241
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.200% 1/15/21 9,325 9,049
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.000% 1/15/22 38,440 37,665
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.650% 1/15/23 13,900 13,238

 

 

Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.625% 1/15/24 27,605 27,111
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.125% 1/15/25 15,150 14,261
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.875% 1/15/27 51,960 50,307
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.500% 1/15/28 13,621 12,794
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,425 2,479
Broadridge Financial Solutions Inc. 3.400% 6/27/26 4,400 4,221
CA Inc. 5.375% 12/1/19 3,775 3,915
CA Inc. 3.600% 8/1/20 6,400 6,450
CA Inc. 4.700% 3/15/27 4,340 4,412
Cadence Design Systems Inc. 4.375% 10/15/24 975 1,008
Cisco Systems Inc. 1.400% 9/20/19 695 685
Cisco Systems Inc. 4.450% 1/15/20 31,904 32,899
Cisco Systems Inc. 2.450% 6/15/20 16,012 15,911
Cisco Systems Inc. 2.200% 2/28/21 52,103 51,155
Cisco Systems Inc. 2.900% 3/4/21 2,150 2,156
Cisco Systems Inc. 1.850% 9/20/21 7,970 7,686
Cisco Systems Inc. 3.000% 6/15/22 57 57
Cisco Systems Inc. 2.600% 2/28/23 2,650 2,585
Cisco Systems Inc. 2.200% 9/20/23 7,550 7,187
Cisco Systems Inc. 3.625% 3/4/24 9,050 9,239
Cisco Systems Inc. 2.950% 2/28/26 1,155 1,116
Cisco Systems Inc. 2.500% 9/20/26 8,800 8,207
Cisco Systems Inc. 5.900% 2/15/39 31,551 40,985
Cisco Systems Inc. 5.500% 1/15/40 13,424 16,739
Citrix Systems Inc. 4.500% 12/1/27 8,325 8,242
Corning Inc. 6.625% 5/15/19 3,860 4,020
Corning Inc. 4.250% 8/15/20 7,474 7,664
Corning Inc. 2.900% 5/15/22 3,675 3,607
Corning Inc. 5.750% 8/15/40 4,731 5,645
Corning Inc. 4.375% 11/15/57 11,725 10,878
9 Dell International LLC / EMC Corp. 5.450% 6/15/23 60,770 64,346
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 39,165 39,401
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 49,074 50,336
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 48,999 52,550
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 16,678 20,273
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 22,560 28,498
DXC Technology Co. 2.875% 3/27/20 5,535 5,505
DXC Technology Co. 4.250% 4/15/24 12,570 12,863
DXC Technology Co. 4.750% 4/15/27 10,450 10,828
DXC Technology Co. 7.450% 10/15/29 1,950 2,430
Equifax Inc. 2.300% 6/1/21 10,500 10,177
Equifax Inc. 3.300% 12/15/22 2,000 1,982
Fidelity National Information Services Inc. 3.625% 10/15/20 19,031 19,274
Fidelity National Information Services Inc. 2.250% 8/15/21 9,850 9,522
Fidelity National Information Services Inc. 4.500% 10/15/22 3,000 3,133
Fidelity National Information Services Inc. 3.500% 4/15/23 8,131 8,107
Fidelity National Information Services Inc. 3.875% 6/5/24 1,043 1,053
Fidelity National Information Services Inc. 5.000% 10/15/25 6,258 6,673

 

 

Fidelity National Information Services Inc. 3.000% 8/15/26 23,350 21,745
Fidelity National Information Services Inc. 4.500% 8/15/46 6,556 6,504
Fiserv Inc. 2.700% 6/1/20 9,132 9,091
Fiserv Inc. 4.750% 6/15/21 675 707
Fiserv Inc. 3.500% 10/1/22 9,291 9,332
Fiserv Inc. 3.850% 6/1/25 11,494 11,606
Flex Ltd. 4.625% 2/15/20 5,340 5,469
Flex Ltd. 5.000% 2/15/23 7,820 8,207
Hewlett Packard Enterprise Co. 3.600% 10/15/20 43,235 43,646
Hewlett Packard Enterprise Co. 4.400% 10/15/22 22,080 22,865
Hewlett Packard Enterprise Co. 4.900% 10/15/25 27,365 28,388
Hewlett Packard Enterprise Co. 6.200% 10/15/35 6,413 6,862
Hewlett Packard Enterprise Co. 6.350% 10/15/45 20,846 22,175
HP Inc. 3.750% 12/1/20 1,149 1,164
HP Inc. 6.000% 9/15/41 9,040 9,607
IBM Credit LLC 1.625% 9/6/19 15,225 15,049
IBM Credit LLC 1.800% 1/20/21 7,695 7,477
IBM Credit LLC 2.650% 2/5/21 18,500 18,409
IBM Credit LLC 2.200% 9/8/22 7,850 7,530
IBM Credit LLC 3.000% 2/6/23 12,700 12,556
Intel Corp. 1.850% 5/11/20 6,275 6,167
Intel Corp. 2.450% 7/29/20 23,387 23,237
Intel Corp. 1.700% 5/19/21 5,500 5,310
Intel Corp. 3.300% 10/1/21 15,976 16,229
Intel Corp. 2.350% 5/11/22 7,875 7,692
Intel Corp. 3.100% 7/29/22 14,000 14,054
Intel Corp. 2.700% 12/15/22 13,963 13,742
Intel Corp. 2.875% 5/11/24 12,675 12,359
Intel Corp. 3.700% 7/29/25 19,521 19,893
Intel Corp. 2.600% 5/19/26 5,913 5,554
Intel Corp. 3.150% 5/11/27 8,680 8,469
Intel Corp. 4.000% 12/15/32 6,275 6,470
Intel Corp. 4.800% 10/1/41 7,782 8,886
Intel Corp. 4.900% 7/29/45 250 286
Intel Corp. 4.100% 5/19/46 13,475 13,779
Intel Corp. 4.100% 5/11/47 9,565 9,733
9 Intel Corp. 3.734% 12/8/47 39,544 38,238
International Business Machines Corp. 1.875% 5/15/19 2,090 2,079
International Business Machines Corp. 1.800% 5/17/19 3,345 3,317
International Business Machines Corp. 8.375% 11/1/19 5,091 5,554
International Business Machines Corp. 1.900% 1/27/20 15,700 15,469
International Business Machines Corp. 1.625% 5/15/20 2,400 2,344
International Business Machines Corp. 2.250% 2/19/21 15,250 14,969
International Business Machines Corp. 2.500% 1/27/22 9,440 9,256
International Business Machines Corp. 1.875% 8/1/22 3,300 3,133
International Business Machines Corp. 2.875% 11/9/22 21,935 21,592
International Business Machines Corp. 3.375% 8/1/23 14,275 14,352
International Business Machines Corp. 3.625% 2/12/24 21,825 22,148
International Business Machines Corp. 7.000% 10/30/25 3,815 4,687
International Business Machines Corp. 3.450% 2/19/26 7,572 7,544
International Business Machines Corp. 3.300% 1/27/27 5,400 5,325
International Business Machines Corp. 6.220% 8/1/27 5,550 6,711
International Business Machines Corp. 6.500% 1/15/28 620 765
International Business Machines Corp. 5.600% 11/30/39 9,255 11,433
International Business Machines Corp. 4.000% 6/20/42 13,102 13,204
International Business Machines Corp. 4.700% 2/19/46 7,468 8,383
Jabil Inc. 5.625% 12/15/20 2,200 2,322

 

 

Jabil Inc. 4.700% 9/15/22 500 517
Jabil Inc. 3.950% 1/12/28 6,725 6,469
Juniper Networks Inc. 3.300% 6/15/20 3,950 3,951
Juniper Networks Inc. 4.600% 3/15/21 3,880 4,013
Juniper Networks Inc. 4.500% 3/15/24 2,150 2,197
Juniper Networks Inc. 4.350% 6/15/25 4,000 4,016
Juniper Networks Inc. 5.950% 3/15/41 4,521 4,690
Keysight Technologies Inc. 3.300% 10/30/19 4,540 4,547
Keysight Technologies Inc. 4.550% 10/30/24 6,075 6,290
Keysight Technologies Inc. 4.600% 4/6/27 7,500 7,642
KLA-Tencor Corp. 4.125% 11/1/21 10,535 10,789
KLA-Tencor Corp. 4.650% 11/1/24 14,604 15,196
Lam Research Corp. 2.750% 3/15/20 5,165 5,148
Lam Research Corp. 2.800% 6/15/21 8,475 8,362
Lam Research Corp. 3.800% 3/15/25 5,000 5,038
Maxim Integrated Products Inc. 3.375% 3/15/23 5,200 5,144
Maxim Integrated Products Inc. 3.450% 6/15/27 7,400 7,182
Microsoft Corp. 4.200% 6/1/19 9,520 9,723
Microsoft Corp. 1.100% 8/8/19 33,494 32,930
Microsoft Corp. 1.850% 2/6/20 15,467 15,299
Microsoft Corp. 1.850% 2/12/20 14,990 14,845
Microsoft Corp. 3.000% 10/1/20 8,505 8,581
Microsoft Corp. 2.000% 11/3/20 49,393 48,564
Microsoft Corp. 4.000% 2/8/21 5,025 5,197
Microsoft Corp. 1.550% 8/8/21 31,845 30,550
Microsoft Corp. 2.400% 2/6/22 21,400 21,010
Microsoft Corp. 2.375% 2/12/22 18,725 18,359
Microsoft Corp. 2.650% 11/3/22 13,930 13,750
Microsoft Corp. 2.125% 11/15/22 3,573 3,446
Microsoft Corp. 2.375% 5/1/23 4,110 3,985
Microsoft Corp. 2.000% 8/8/23 18,350 17,394
Microsoft Corp. 3.625% 12/15/23 3,340 3,428
Microsoft Corp. 2.875% 2/6/24 24,325 23,863
Microsoft Corp. 2.700% 2/12/25 9,669 9,354
Microsoft Corp. 3.125% 11/3/25 36,517 36,010
Microsoft Corp. 2.400% 8/8/26 46,551 43,181
Microsoft Corp. 3.300% 2/6/27 44,800 44,414
Microsoft Corp. 3.500% 2/12/35 17,543 17,214
Microsoft Corp. 4.200% 11/3/35 7,110 7,586
Microsoft Corp. 3.450% 8/8/36 34,327 33,416
Microsoft Corp. 4.100% 2/6/37 28,355 30,004
Microsoft Corp. 5.200% 6/1/39 2,141 2,571
Microsoft Corp. 4.500% 10/1/40 6,382 7,044
Microsoft Corp. 5.300% 2/8/41 5,988 7,320
Microsoft Corp. 3.500% 11/15/42 12,625 12,043
Microsoft Corp. 3.750% 5/1/43 5,906 5,840
Microsoft Corp. 4.875% 12/15/43 7,512 8,708
Microsoft Corp. 3.750% 2/12/45 21,975 21,792
Microsoft Corp. 4.450% 11/3/45 35,180 38,749
Microsoft Corp. 3.700% 8/8/46 53,865 53,030
Microsoft Corp. 4.250% 2/6/47 35,730 38,273
Microsoft Corp. 4.000% 2/12/55 26,355 26,509
Microsoft Corp. 4.750% 11/3/55 11,005 12,533
Microsoft Corp. 3.950% 8/8/56 14,770 14,569
Microsoft Corp. 4.500% 2/6/57 22,370 24,567
Motorola Solutions Inc. 3.500% 9/1/21 125 125
Motorola Solutions Inc. 3.750% 5/15/22 8,137 8,120

 

 

Motorola Solutions Inc. 3.500% 3/1/23 8,375 8,221
Motorola Solutions Inc. 4.000% 9/1/24 6,651 6,605
Motorola Solutions Inc. 4.600% 2/23/28 8,500 8,551
Motorola Solutions Inc. 5.500% 9/1/44 4,428 4,443
NetApp Inc. 2.000% 9/27/19 8,000 7,906
NetApp Inc. 3.300% 9/29/24 4,450 4,310
NVIDIA Corp. 2.200% 9/16/21 11,100 10,825
NVIDIA Corp. 3.200% 9/16/26 11,850 11,420
Oracle Corp. 5.000% 7/8/19 18,524 19,120
Oracle Corp. 2.250% 10/8/19 17,123 17,036
Oracle Corp. 3.875% 7/15/20 13,290 13,628
Oracle Corp. 2.800% 7/8/21 12,480 12,410
Oracle Corp. 1.900% 9/15/21 67,463 65,131
Oracle Corp. 2.500% 5/15/22 16,170 15,752
Oracle Corp. 2.500% 10/15/22 13,258 12,916
Oracle Corp. 2.625% 2/15/23 13,000 12,679
Oracle Corp. 3.625% 7/15/23 565 576
Oracle Corp. 2.400% 9/15/23 26,937 25,784
Oracle Corp. 3.400% 7/8/24 36,835 36,826
Oracle Corp. 2.950% 11/15/24 24,320 23,614
Oracle Corp. 2.950% 5/15/25 27,963 27,046
Oracle Corp. 2.650% 7/15/26 32,700 30,506
Oracle Corp. 3.250% 11/15/27 28,911 28,178
Oracle Corp. 3.250% 5/15/30 5,170 4,987
Oracle Corp. 4.300% 7/8/34 18,670 19,563
Oracle Corp. 3.900% 5/15/35 13,847 13,779
Oracle Corp. 3.850% 7/15/36 23,525 23,251
Oracle Corp. 3.800% 11/15/37 19,124 18,761
Oracle Corp. 6.500% 4/15/38 6,970 9,241
Oracle Corp. 6.125% 7/8/39 7,903 10,191
Oracle Corp. 5.375% 7/15/40 30,798 36,599
Oracle Corp. 4.500% 7/8/44 10,635 11,315
Oracle Corp. 4.125% 5/15/45 22,725 22,818
Oracle Corp. 4.000% 7/15/46 29,985 29,437
Oracle Corp. 4.000% 11/15/47 24,550 24,174
Oracle Corp. 4.375% 5/15/55 13,377 13,867
Pitney Bowes Inc. 3.625% 10/1/21 11,975 11,412
Pitney Bowes Inc. 4.700% 4/1/23 9,420 8,850
QUALCOMM Inc. 1.850% 5/20/19 13,599 13,499
QUALCOMM Inc. 2.100% 5/20/20 15,065 14,889
QUALCOMM Inc. 2.250% 5/20/20 10,250 10,099
QUALCOMM Inc. 3.000% 5/20/22 21,125 20,806
QUALCOMM Inc. 2.600% 1/30/23 21,725 20,757
QUALCOMM Inc. 2.900% 5/20/24 17,370 16,601
QUALCOMM Inc. 3.450% 5/20/25 22,583 22,019
QUALCOMM Inc. 3.250% 5/20/27 22,300 21,189
QUALCOMM Inc. 4.650% 5/20/35 11,172 11,574
QUALCOMM Inc. 4.800% 5/20/45 15,662 16,294
QUALCOMM Inc. 4.300% 5/20/47 17,900 17,210
9 Seagate HDD Cayman 4.250% 3/1/22 3,250 3,209
Seagate HDD Cayman 4.750% 6/1/23 10,000 10,000
9 Seagate HDD Cayman 4.875% 3/1/24 4,975 4,913
Seagate HDD Cayman 4.750% 1/1/25 10,053 9,777
Seagate HDD Cayman 4.875% 6/1/27 7,375 6,969
Seagate HDD Cayman 5.750% 12/1/34 5,175 4,916
Tech Data Corp. 3.700% 2/15/22 7,575 7,474
Tech Data Corp. 4.950% 2/15/27 6,900 6,927

 

 

Texas Instruments Inc. 1.650% 8/3/19 9,490 9,373
Texas Instruments Inc. 2.750% 3/12/21 6,375 6,353
Texas Instruments Inc. 1.850% 5/15/22 5,500 5,262
Texas Instruments Inc. 2.625% 5/15/24 3,475 3,351
Texas Instruments Inc. 2.900% 11/3/27 8,625 8,177
Total System Services Inc. 3.800% 4/1/21 8,420 8,507
Total System Services Inc. 3.750% 6/1/23 4,098 4,080
Total System Services Inc. 4.800% 4/1/26 19,700 20,573
Trimble Navigation Ltd. 4.750% 12/1/24 3,800 3,980
Tyco Electronics Group SA 2.350% 8/1/19 3,926 3,894
Tyco Electronics Group SA 3.500% 2/3/22 2,200 2,223
Tyco Electronics Group SA 3.450% 8/1/24 5,050 5,040
Tyco Electronics Group SA 3.700% 2/15/26 1,000 998
Tyco Electronics Group SA 3.125% 8/15/27 11,650 11,159
Tyco Electronics Group SA 7.125% 10/1/37 9,600 13,257
Verisk Analytics Inc. 5.800% 5/1/21 3,900 4,185
Verisk Analytics Inc. 4.125% 9/12/22 5,339 5,496
Verisk Analytics Inc. 4.000% 6/15/25 9,175 9,184
Verisk Analytics Inc. 5.500% 6/15/45 9,000 9,893
VMware Inc. 2.300% 8/21/20 13,845 13,469
VMware Inc. 2.950% 8/21/22 17,375 16,713
VMware Inc. 3.900% 8/21/27 13,750 13,060
Xerox Corp. 5.625% 12/15/19 5,875 6,089
Xerox Corp. 2.800% 5/15/20 4,300 4,253
Xerox Corp. 2.750% 9/1/20 2,950 2,892
Xerox Corp. 4.070% 3/17/22 3,300 3,295
Xerox Corp. 3.625% 3/15/23 12,785 12,479
Xerox Corp. 6.750% 12/15/39 1,975 2,099
Xilinx Inc. 3.000% 3/15/21 10,700 10,637
Xilinx Inc. 2.950% 6/1/24 7,360 7,045
 
Transportation (0.6%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 730 759
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 942 948
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 6,944 7,217
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 3,032 2,995
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 2,570 2,488
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,986 1,951
4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 969 957
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 3,132 3,157
4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 6,033 5,947
4 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 9,196 9,005
4 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 13,651 13,112
4 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 2,237 2,132

 

 

4 American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 8,946 8,479
4 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 2,787 2,757
4 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 1,401 1,439
4 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 2,000 1,925
Burlington Northern Santa Fe LLC 4.700% 10/1/19 350 360
Burlington Northern Santa Fe LLC 3.600% 9/1/20 5,800 5,881
Burlington Northern Santa Fe LLC 4.100% 6/1/21 700 722
Burlington Northern Santa Fe LLC 3.450% 9/15/21 9,300 9,420
Burlington Northern Santa Fe LLC 3.050% 3/15/22 2,490 2,488
Burlington Northern Santa Fe LLC 3.050% 9/1/22 6,321 6,315
Burlington Northern Santa Fe LLC 3.000% 3/15/23 7,666 7,602
Burlington Northern Santa Fe LLC 3.850% 9/1/23 5,351 5,500
Burlington Northern Santa Fe LLC 3.750% 4/1/24 5,712 5,819
Burlington Northern Santa Fe LLC 3.400% 9/1/24 5,690 5,685
Burlington Northern Santa Fe LLC 3.000% 4/1/25 17,685 17,180
Burlington Northern Santa Fe LLC 3.650% 9/1/25 6,263 6,331
Burlington Northern Santa Fe LLC 7.000% 12/15/25 986 1,206
Burlington Northern Santa Fe LLC 3.250% 6/15/27 5,125 5,039
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,300 4,230
Burlington Northern Santa Fe LLC 6.150% 5/1/37 2,677 3,409
Burlington Northern Santa Fe LLC 5.750% 5/1/40 8,920 10,963
Burlington Northern Santa Fe LLC 5.050% 3/1/41 6,535 7,394
Burlington Northern Santa Fe LLC 5.400% 6/1/41 8,140 9,677
Burlington Northern Santa Fe LLC 4.950% 9/15/41 4,350 4,850
Burlington Northern Santa Fe LLC 4.400% 3/15/42 6,433 6,750
Burlington Northern Santa Fe LLC 4.375% 9/1/42 10,176 10,645
Burlington Northern Santa Fe LLC 4.450% 3/15/43 13,275 13,941
Burlington Northern Santa Fe LLC 5.150% 9/1/43 7,425 8,539
Burlington Northern Santa Fe LLC 4.900% 4/1/44 6,981 7,803
Burlington Northern Santa Fe LLC 4.550% 9/1/44 9,057 9,716
Burlington Northern Santa Fe LLC 4.150% 4/1/45 4,369 4,451
Burlington Northern Santa Fe LLC 4.700% 9/1/45 7,490 8,204
Burlington Northern Santa Fe LLC 3.900% 8/1/46 8,178 8,033
Burlington Northern Santa Fe LLC 4.125% 6/15/47 11,485 11,798
Burlington Northern Santa Fe LLC 4.050% 6/15/48 5,500 5,515
Canadian National Railway Co. 2.400% 2/3/20 9,500 9,473
Canadian National Railway Co. 2.850% 12/15/21 2,410 2,401
Canadian National Railway Co. 2.950% 11/21/24 1,540 1,515
Canadian National Railway Co. 2.750% 3/1/26 8,692 8,272
Canadian National Railway Co. 6.900% 7/15/28 3,550 4,506
Canadian National Railway Co. 6.250% 8/1/34 1,225 1,580
Canadian National Railway Co. 6.200% 6/1/36 3,118 4,028
Canadian National Railway Co. 6.375% 11/15/37 2,568 3,432
Canadian National Railway Co. 3.200% 8/2/46 1,850 1,648
Canadian National Railway Co. 3.650% 2/3/48 10,850 10,420
Canadian Pacific Railway Co. 7.250% 5/15/19 5,639 5,917
Canadian Pacific Railway Co. 9.450% 8/1/21 1,000 1,187
Canadian Pacific Railway Co. 4.500% 1/15/22 8,500 8,843
Canadian Pacific Railway Co. 4.450% 3/15/23 6,303 6,566
Canadian Pacific Railway Co. 2.900% 2/1/25 7,022 6,723
Canadian Pacific Railway Co. 7.125% 10/15/31 2,910 3,788
Canadian Pacific Railway Co. 5.750% 3/15/33 375 429
Canadian Pacific Railway Co. 4.800% 9/15/35 725 797

 

 

Canadian Pacific Railway Co. 5.950% 5/15/37 14,759 18,319
Canadian Pacific Railway Co. 5.750% 1/15/42 13,430 16,392
Canadian Pacific Railway Co. 4.800% 8/1/45 1,025 1,147
Canadian Pacific Railway Co. 6.125% 9/15/15 3,585 4,487
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 2,706 2,883
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 2,851 3,011
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 2,034 2,088
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 3,165 3,211
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 1,075 1,085
CSX Corp. 3.700% 10/30/20 1,155 1,176
CSX Corp. 4.250% 6/1/21 4,365 4,503
CSX Corp. 3.700% 11/1/23 5,500 5,571
CSX Corp. 3.350% 11/1/25 10,115 9,867
CSX Corp. 2.600% 11/1/26 5,500 5,016
CSX Corp. 3.250% 6/1/27 10,869 10,358
CSX Corp. 3.800% 3/1/28 9,050 8,997
CSX Corp. 6.000% 10/1/36 6,469 7,876
CSX Corp. 6.150% 5/1/37 2,822 3,482
CSX Corp. 6.220% 4/30/40 8,185 10,267
CSX Corp. 5.500% 4/15/41 8,667 9,963
CSX Corp. 4.750% 5/30/42 4,705 4,995
CSX Corp. 4.400% 3/1/43 237 237
CSX Corp. 4.100% 3/15/44 7,100 6,840
CSX Corp. 3.800% 11/1/46 4,475 4,125
CSX Corp. 4.300% 3/1/48 8,000 7,954
CSX Corp. 3.950% 5/1/50 4,665 4,287
CSX Corp. 4.500% 8/1/54 125 123
CSX Corp. 4.250% 11/1/66 8,370 7,528
CSX Corp. 4.650% 3/1/68 8,625 8,405
4 Delta Air Lines 2007-1 Class A Pass        
Through Trust 6.821% 2/10/24 3,917 4,334
4 Delta Air Lines 2009-1 Class A Pass        
Through Trust 7.750% 6/17/21 2,475 2,619
4 Delta Air Lines 2010-2 Class A Pass        
Through Trust 4.950% 11/23/20 1,272 1,288
4 Delta Air Lines 2012-1 Class A Pass        
Through Trust 4.750% 11/7/21 537 549
4 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 3,525 3,491
Delta Air Lines Inc. 2.875% 3/13/20 9,900 9,828
Delta Air Lines Inc. 2.600% 12/4/20 6,700 6,560
Delta Air Lines Inc. 3.625% 3/15/22 9,975 9,928
FedEx Corp. 2.300% 2/1/20 4,000 3,961
FedEx Corp. 2.625% 8/1/22 5,665 5,533
FedEx Corp. 4.000% 1/15/24 5,906 6,102
FedEx Corp. 3.200% 2/1/25 5,914 5,760
FedEx Corp. 3.250% 4/1/26 7,295 7,063
FedEx Corp. 3.300% 3/15/27 5,725 5,550
FedEx Corp. 3.400% 2/15/28 4,340 4,179
FedEx Corp. 4.900% 1/15/34 402 432
FedEx Corp. 3.900% 2/1/35 5,416 5,231
FedEx Corp. 3.875% 8/1/42 2,245 2,065

 

 

FedEx Corp. 4.100% 4/15/43 4,760 4,562
FedEx Corp. 5.100% 1/15/44 5,770 6,272
FedEx Corp. 4.100% 2/1/45 1,100 1,038
FedEx Corp. 4.750% 11/15/45 18,660 19,228
FedEx Corp. 4.550% 4/1/46 13,875 13,952
FedEx Corp. 4.400% 1/15/47 7,800 7,679
FedEx Corp. 4.050% 2/15/48 16,600 15,443
FedEx Corp. 4.500% 2/1/65 1,124 1,035
JB Hunt Transport Services Inc. 3.300% 8/15/22 4,300 4,270
Kansas City Southern 3.000% 5/15/23 6,105 5,917
Kansas City Southern 4.300% 5/15/43 5,190 5,077
Kansas City Southern 4.950% 8/15/45 9,700 10,528
Kirby Corp. 4.200% 3/1/28 5,400 5,402
4 Latam Airlines 2015-1 Pass Through Trust        
A 4.200% 8/15/29 2,634 2,614
Norfolk Southern Corp. 5.900% 6/15/19 9,050 9,371
Norfolk Southern Corp. 3.250% 12/1/21 5,400 5,416
Norfolk Southern Corp. 3.000% 4/1/22 5,673 5,640
Norfolk Southern Corp. 2.903% 2/15/23 3,818 3,763
Norfolk Southern Corp. 3.850% 1/15/24 1,500 1,520
Norfolk Southern Corp. 5.590% 5/17/25 2,302 2,532
Norfolk Southern Corp. 2.900% 6/15/26 330 312
Norfolk Southern Corp. 7.800% 5/15/27 2,700 3,479
Norfolk Southern Corp. 7.050% 5/1/37 2,000 2,780
Norfolk Southern Corp. 4.837% 10/1/41 19,836 21,541
Norfolk Southern Corp. 3.950% 10/1/42 453 438
Norfolk Southern Corp. 4.450% 6/15/45 3,975 4,106
Norfolk Southern Corp. 4.650% 1/15/46 6,210 6,575
9 Norfolk Southern Corp. 4.050% 8/15/52 17,978 17,289
Norfolk Southern Corp. 6.000% 3/15/05 972 1,119
Norfolk Southern Railway Co. 9.750% 6/15/20 1,559 1,782
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 584 615
Ryder System Inc. 2.550% 6/1/19 12,045 12,019
Ryder System Inc. 2.450% 9/3/19 3,770 3,755
Ryder System Inc. 2.500% 5/11/20 3,050 3,013
Ryder System Inc. 2.875% 9/1/20 3,575 3,550
Ryder System Inc. 3.400% 3/1/23 4,325 4,311
Southwest Airlines Co. 2.750% 11/6/19 3,650 3,643
Southwest Airlines Co. 2.650% 11/5/20 6,530 6,468
Southwest Airlines Co. 2.750% 11/16/22 1,000 981
Southwest Airlines Co. 3.000% 11/15/26 5,400 5,087
Southwest Airlines Co. 3.450% 11/16/27 3,550 3,466
4 Southwest Airlines Co. 2007-1 Pass        
Through Trust 6.150% 2/1/24 1,032 1,101
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 4,036 4,059
Trinity Industries Inc. 4.550% 10/1/24 2,605 2,594
Union Pacific Corp. 1.800% 2/1/20 2,832 2,783
Union Pacific Corp. 2.250% 6/19/20 12,000 11,855
Union Pacific Corp. 4.000% 2/1/21 5,753 5,906
Union Pacific Corp. 4.163% 7/15/22 11,223 11,664
Union Pacific Corp. 2.750% 4/15/23 1,475 1,441
Union Pacific Corp. 3.646% 2/15/24 5,670 5,756
Union Pacific Corp. 3.750% 3/15/24 1,288 1,312
Union Pacific Corp. 3.250% 1/15/25 2,929 2,909
Union Pacific Corp. 3.250% 8/15/25 13,300 13,142

 

 

Union Pacific Corp. 2.750% 3/1/26 6,435 6,132
Union Pacific Corp. 3.375% 2/1/35 7,200 6,783
Union Pacific Corp. 3.600% 9/15/37 15,600 14,977
Union Pacific Corp. 4.250% 4/15/43 1,406 1,431
Union Pacific Corp. 4.821% 2/1/44 300 336
Union Pacific Corp. 4.150% 1/15/45 1,000 1,015
Union Pacific Corp. 4.050% 11/15/45 2,132 2,137
Union Pacific Corp. 3.350% 8/15/46 5,375 4,790
Union Pacific Corp. 3.799% 10/1/51 17,277 16,437
Union Pacific Corp. 3.875% 2/1/55 8,800 8,288
Union Pacific Corp. 4.375% 11/15/65 10,266 10,243
Union Pacific Corp. 4.100% 9/15/67 5,725 5,442
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 889 996
4 United Airlines 2013-1 Class A Pass        
Through Trust 4.300% 2/15/27 2,275 2,316
4 United Airlines 2014-1 Class A Pass        
Through Trust 4.000% 10/11/27 3,618 3,647
4 United Airlines 2014-2 Class A Pass        
Through Trust 3.750% 3/3/28 1,265 1,257
4 United Airlines 2015-1 Class A Pass        
Through Trust 3.700% 6/1/24 2,880 2,871
4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 7,072 6,932
4 United Airlines 2016-1 Class A Pass        
Through Trust 3.450% 1/7/30 3,992 3,872
4 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 36,476 35,341
4 United Airlines 2016-2 Class A Pass        
Through Trust 3.100% 10/7/28 2,350 2,254
4 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 8,025 7,556
United Parcel Service Inc. 5.125% 4/1/19 14,536 14,887
United Parcel Service Inc. 3.125% 1/15/21 9,549 9,612
United Parcel Service Inc. 2.050% 4/1/21 13,750 13,432
United Parcel Service Inc. 2.350% 5/16/22 4,400 4,286
United Parcel Service Inc. 2.450% 10/1/22 7,615 7,398
United Parcel Service Inc. 2.500% 4/1/23 10,434 10,121
United Parcel Service Inc. 2.800% 11/15/24 25,530 24,558
United Parcel Service Inc. 2.400% 11/15/26 8,275 7,589
United Parcel Service Inc. 3.050% 11/15/27 19,375 18,589
United Parcel Service Inc. 6.200% 1/15/38 16,796 21,796
United Parcel Service Inc. 4.875% 11/15/40 4,842 5,441
United Parcel Service Inc. 3.625% 10/1/42 3,855 3,692
United Parcel Service Inc. 3.400% 11/15/46 3,165 2,866
United Parcel Service Inc. 3.750% 11/15/47 14,075 13,508
United Parcel Service of America Inc. 8.375% 4/1/20 110 122
United Parcel Service of America Inc. 8.375% 4/1/30 1,563 2,104
4 US Airways 2012-1 Class A Pass Through        
Trust 5.900% 4/1/26 1,090 1,185
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 637 639
4 US Airways. 2012-2 Class A Pass Through        
Trust 4.625% 12/3/26 643 663
        32,925,828

 

 

Utilities (1.9%)        
Electric (1.7%)        
AEP Texas Inc. 2.400% 10/1/22 4,100 3,938
AEP Texas Inc. 3.800% 10/1/47 4,450 4,219
AEP Transmission Co. LLC 3.100% 12/1/26 2,240 2,153
AEP Transmission Co. LLC 4.000% 12/1/46 3,665 3,653
9 AEP Transmission Co. LLC 3.750% 12/1/47 6,250 5,938
Alabama Power Co. 2.450% 3/30/22 7,800 7,607
Alabama Power Co. 3.550% 12/1/23 3,000 3,035
Alabama Power Co. 6.125% 5/15/38 275 347
Alabama Power Co. 6.000% 3/1/39 420 529
Alabama Power Co. 3.850% 12/1/42 1,650 1,627
Alabama Power Co. 4.150% 8/15/44 4,075 4,174
Alabama Power Co. 3.750% 3/1/45 4,030 3,897
Alabama Power Co. 4.300% 1/2/46 14,654 15,489
Alabama Power Co. 3.700% 12/1/47 6,500 6,185
Ameren Corp. 2.700% 11/15/20 10,325 10,202
Ameren Corp. 3.650% 2/15/26 4,140 4,047
Ameren Illinois Co. 2.700% 9/1/22 11,831 11,573
Ameren Illinois Co. 3.250% 3/1/25 1,335 1,320
Ameren Illinois Co. 4.150% 3/15/46 2,375 2,439
Ameren Illinois Co. 3.700% 12/1/47 6,425 6,173
American Electric Power Co. Inc. 2.150% 11/13/20 3,600 3,521
American Electric Power Co. Inc. 2.950% 12/15/22 5,331 5,229
American Electric Power Co. Inc. 3.200% 11/13/27 4,300 4,096
Appalachian Power Co. 4.600% 3/30/21 5,772 6,007
Appalachian Power Co. 3.400% 6/1/25 2,825 2,782
Appalachian Power Co. 3.300% 6/1/27 3,825 3,706
Appalachian Power Co. 7.000% 4/1/38 535 731
Appalachian Power Co. 4.450% 6/1/45 6,375 6,674
Arizona Public Service Co. 3.150% 5/15/25 3,500 3,444
Arizona Public Service Co. 4.500% 4/1/42 8,888 9,599
Arizona Public Service Co. 4.350% 11/15/45 1,150 1,216
Arizona Public Service Co. 3.750% 5/15/46 10,500 10,119
Avangrid Inc. 3.150% 12/1/24 7,245 7,018
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,988 2,012
Baltimore Gas & Electric Co. 3.350% 7/1/23 6,600 6,605
Baltimore Gas & Electric Co. 2.400% 8/15/26 4,000 3,671
Baltimore Gas & Electric Co. 6.350% 10/1/36 643 830
Baltimore Gas & Electric Co. 3.500% 8/15/46 9,805 8,916
Baltimore Gas & Electric Co. 3.750% 8/15/47 3,400 3,254
Berkshire Hathaway Energy Co. 2.400% 2/1/20 5,603 5,571
9 Berkshire Hathaway Energy Co. 2.375% 1/15/21 4,900 4,808
9 Berkshire Hathaway Energy Co. 2.800% 1/15/23 5,575 5,459
Berkshire Hathaway Energy Co. 3.750% 11/15/23 8,169 8,300
Berkshire Hathaway Energy Co. 3.500% 2/1/25 7,025 6,973
9 Berkshire Hathaway Energy Co. 3.250% 4/15/28 3,650 3,518
Berkshire Hathaway Energy Co. 6.125% 4/1/36 11,076 14,083
Berkshire Hathaway Energy Co. 5.950% 5/15/37 8,450 10,495
Berkshire Hathaway Energy Co. 6.500% 9/15/37 4,969 6,533
Berkshire Hathaway Energy Co. 5.150% 11/15/43 9,097 10,422
Berkshire Hathaway Energy Co. 4.500% 2/1/45 9,575 10,186
9 Berkshire Hathaway Energy Co. 3.800% 7/15/48 5,405 5,148
Black Hills Corp. 3.950% 1/15/26 2,700 2,721
Black Hills Corp. 3.150% 1/15/27 4,125 3,866
Black Hills Corp. 4.200% 9/15/46 5,750 5,601
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,575 2,483

 

 

CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 5,300 5,078
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 2,100 1,932
CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 600 572
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 100 134
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 10,772 10,216
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,275 1,395
CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 4,475 4,510
CenterPoint Energy Inc. 2.500% 9/1/22 6,675 6,467
Cleco Corporate Holdings LLC 3.743% 5/1/26 7,360 7,003
Cleco Corporate Holdings LLC 4.973% 5/1/46 3,950 4,043
Cleveland Electric Illuminating Co. 5.500% 8/15/24 5,515 6,131
Cleveland Electric Illuminating Co. 5.950% 12/15/36 3,806 4,591
CMS Energy Corp. 8.750% 6/15/19 3,361 3,591
CMS Energy Corp. 6.250% 2/1/20 3,476 3,660
CMS Energy Corp. 5.050% 3/15/22 1,250 1,318
CMS Energy Corp. 3.000% 5/15/26 3,065 2,905
CMS Energy Corp. 3.450% 8/15/27 950 918
CMS Energy Corp. 4.875% 3/1/44 4,000 4,380
Commonwealth Edison Co. 4.000% 8/1/20 3,831 3,914
Commonwealth Edison Co. 3.400% 9/1/21 4,000 4,046
Commonwealth Edison Co. 2.550% 6/15/26 9,425 8,789
Commonwealth Edison Co. 2.950% 8/15/27 4,000 3,824
Commonwealth Edison Co. 5.900% 3/15/36 2,994 3,766
Commonwealth Edison Co. 6.450% 1/15/38 8,848 11,806
Commonwealth Edison Co. 3.800% 10/1/42 2,314 2,232
Commonwealth Edison Co. 4.600% 8/15/43 3,565 3,940
Commonwealth Edison Co. 4.700% 1/15/44 5,227 5,768
Commonwealth Edison Co. 3.700% 3/1/45 8,450 8,008
Commonwealth Edison Co. 4.350% 11/15/45 4,875 5,150
Commonwealth Edison Co. 3.650% 6/15/46 11,600 10,936
Commonwealth Edison Co. 3.750% 8/15/47 5,775 5,518
Commonwealth Edison Co. 4.000% 3/1/48 10,250 10,330
Connecticut Light & Power Co. 2.500% 1/15/23 6,940 6,713
Connecticut Light & Power Co. 3.200% 3/15/27 3,125 3,055
Connecticut Light & Power Co. 4.300% 4/15/44 4,975 5,265
Connecticut Light & Power Co. 4.150% 6/1/45 500 517
Connecticut Light & Power Co. 4.000% 4/1/48 7,045 7,188
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 13,090 13,596
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,250 2,322
Consolidated Edison Co. of New York Inc. 3.125% 11/15/27 3,650 3,553
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,475 7,568
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,644 5,724
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 2,845 3,589
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 500 644
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,080 1,475
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 428 513
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 6,550 8,189
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 2,545 2,507
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 21,045 22,147
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 9,200 9,813
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 8,770 8,477
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 7,650 7,486
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 4,737 5,178
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 3,255 3,323
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 3,625 3,503
Consolidated Edison Inc. 2.000% 3/15/20 4,600 4,516
Consolidated Edison Inc. 2.000% 5/15/21 5,000 4,822

 

 

Constellation Energy Group Inc. 5.150% 12/1/20 8,358 8,708
Consumers Energy Co. 6.700% 9/15/19 7,187 7,589
Consumers Energy Co. 2.850% 5/15/22 10,725 10,584
Consumers Energy Co. 3.375% 8/15/23 5,010 5,015
Consumers Energy Co. 3.950% 5/15/43 4,343 4,367
Consumers Energy Co. 3.250% 8/15/46 4,800 4,253
Consumers Energy Co. 3.950% 7/15/47 3,775 3,795
Delmarva Power & Light Co. 3.500% 11/15/23 3,525 3,555
Delmarva Power & Light Co. 4.150% 5/15/45 7,425 7,559
Dominion Energy Inc. 1.600% 8/15/19 1,200 1,183
Dominion Energy Inc. 5.200% 8/15/19 1,515 1,562
Dominion Energy Inc. 2.500% 12/1/19 5,288 5,244
Dominion Energy Inc. 2.579% 7/1/20 7,825 7,728
Dominion Energy Inc. 4.450% 3/15/21 9,113 9,382
Dominion Energy Inc. 2.750% 1/15/22 5,025 4,890
Dominion Energy Inc. 2.750% 9/15/22 50 48
Dominion Energy Inc. 3.625% 12/1/24 5,990 5,938
Dominion Energy Inc. 3.900% 10/1/25 8,915 8,896
Dominion Energy Inc. 6.300% 3/15/33 7,900 9,645
Dominion Energy Inc. 5.250% 8/1/33 803 909
Dominion Energy Inc. 5.950% 6/15/35 9,085 10,723
Dominion Energy Inc. 7.000% 6/15/38 4,407 5,824
Dominion Energy Inc. 4.900% 8/1/41 7,185 7,711
Dominion Energy Inc. 4.050% 9/15/42 6,700 6,439
Dominion Energy Inc. 4.700% 12/1/44 4,807 5,055
4 Dominion Energy Inc. 5.750% 10/1/54 4,125 4,362
DTE Electric Co. 3.450% 10/1/20 2,840 2,874
DTE Electric Co. 3.650% 3/15/24 8,150 8,346
DTE Electric Co. 3.375% 3/1/25 6,750 6,734
DTE Electric Co. 4.000% 4/1/43 6,400 6,471
DTE Electric Co. 4.300% 7/1/44 375 399
DTE Electric Co. 3.700% 3/15/45 5,374 5,179
DTE Electric Co. 3.700% 6/1/46 2,025 1,943
DTE Electric Co. 3.750% 8/15/47 6,050 5,903
DTE Energy Co. 1.500% 10/1/19 2,540 2,492
DTE Energy Co. 2.400% 12/1/19 5,783 5,744
DTE Energy Co. 3.850% 12/1/23 500 509
DTE Energy Co. 3.500% 6/1/24 6,456 6,366
DTE Energy Co. 2.850% 10/1/26 25,650 23,537
DTE Energy Co. 3.800% 3/15/27 5,125 5,093
DTE Energy Co. 6.375% 4/15/33 4,945 6,101
Duke Energy Carolinas LLC 4.300% 6/15/20 6,400 6,587
Duke Energy Carolinas LLC 3.900% 6/15/21 1,045 1,069
Duke Energy Carolinas LLC 2.500% 3/15/23 675 656
Duke Energy Carolinas LLC 3.050% 3/15/23 9,125 9,090
Duke Energy Carolinas LLC 2.950% 12/1/26 7,790 7,498
Duke Energy Carolinas LLC 6.000% 12/1/28 5,170 6,172
Duke Energy Carolinas LLC 6.450% 10/15/32 1,825 2,325
Duke Energy Carolinas LLC 6.100% 6/1/37 10,676 13,590
Duke Energy Carolinas LLC 6.000% 1/15/38 6,170 7,866
Duke Energy Carolinas LLC 6.050% 4/15/38 4,261 5,450
Duke Energy Carolinas LLC 5.300% 2/15/40 7,355 8,728
Duke Energy Carolinas LLC 4.250% 12/15/41 5,640 5,881
Duke Energy Carolinas LLC 4.000% 9/30/42 2,745 2,754
Duke Energy Carolinas LLC 3.750% 6/1/45 5,260 5,077
Duke Energy Carolinas LLC 3.875% 3/15/46 10,000 9,825
Duke Energy Carolinas LLC 3.700% 12/1/47 5,975 5,710

 

 

Duke Energy Carolinas LLC 3.950% 3/15/48 5,500 5,543
Duke Energy Corp. 5.050% 9/15/19 11,425 11,795
Duke Energy Corp. 1.800% 9/1/21 380 362
Duke Energy Corp. 3.550% 9/15/21 7,139 7,203
Duke Energy Corp. 2.400% 8/15/22 10,825 10,387
Duke Energy Corp. 3.050% 8/15/22 12,965 12,775
Duke Energy Corp. 2.650% 9/1/26 4,010 3,650
Duke Energy Corp. 3.150% 8/15/27 10,069 9,463
Duke Energy Corp. 4.800% 12/15/45 2,325 2,500
Duke Energy Corp. 3.750% 9/1/46 11,707 10,621
Duke Energy Corp. 3.950% 8/15/47 9,500 8,874
4 Duke Energy Florida LLC 2.100% 12/15/19 2,188 2,176
Duke Energy Florida LLC 3.100% 8/15/21 970 969
Duke Energy Florida LLC 3.200% 1/15/27 3,500 3,425
Duke Energy Florida LLC 6.350% 9/15/37 9,975 13,310
Duke Energy Florida LLC 6.400% 6/15/38 8,471 11,312
Duke Energy Florida LLC 5.650% 4/1/40 750 927
Duke Energy Florida LLC 3.400% 10/1/46 6,960 6,298
4 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 1,483 1,458
4 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 2,950 2,848
4 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 4,000 3,775
4 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 2,150 1,945
4 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 3,800 3,527
Duke Energy Indiana LLC 3.750% 7/15/20 539 550
Duke Energy Indiana LLC 6.120% 10/15/35 4,998 6,295
Duke Energy Indiana LLC 6.350% 8/15/38 8,604 11,432
Duke Energy Indiana LLC 6.450% 4/1/39 400 539
Duke Energy Indiana LLC 4.900% 7/15/43 1,200 1,354
Duke Energy Indiana LLC 3.750% 5/15/46 18,545 17,798
Duke Energy Ohio Inc. 3.700% 6/15/46 4,800 4,625
Duke Energy Progress Llc 3.000% 9/15/21 7,817 7,812
Duke Energy Progress Llc 2.800% 5/15/22 3,095 3,066
Duke Energy Progress LLC 3.250% 8/15/25 5,300 5,254
Duke Energy Progress LLC 6.300% 4/1/38 6,869 8,990
Duke Energy Progress LLC 4.100% 5/15/42 196 199
Duke Energy Progress LLC 4.100% 3/15/43 1,300 1,310
Duke Energy Progress LLC 4.375% 3/30/44 6,875 7,278
Duke Energy Progress LLC 4.150% 12/1/44 6,484 6,632
Duke Energy Progress LLC 4.200% 8/15/45 3,577 3,695
Duke Energy Progress LLC 3.700% 10/15/46 4,750 4,501
Duke Energy Progress LLC 3.600% 9/15/47 5,400 5,100
Edison International 2.125% 4/15/20 4,900 4,802
Edison International 2.400% 9/15/22 2,475 2,396
Edison International 2.950% 3/15/23 950 917
Edison International 4.125% 3/15/28 5,995 6,030
El Paso Electric Co. 6.000% 5/15/35 1,475 1,731
El Paso Electric Co. 5.000% 12/1/44 4,200 4,332
Emera US Finance LP 2.150% 6/15/19 5,225 5,185
Emera US Finance LP 2.700% 6/15/21 8,120 7,934
Emera US Finance LP 3.550% 6/15/26 7,983 7,645
Emera US Finance LP 4.750% 6/15/46 23,119 23,100
Enel Americas SA 4.000% 10/25/26 3,000 2,914
Entergy Arkansas Inc. 3.750% 2/15/21 7,675 7,823
Entergy Arkansas Inc. 3.500% 4/1/26 5,803 5,790
Entergy Corp. 4.000% 7/15/22 7,011 7,131
Entergy Corp. 2.950% 9/1/26 7,825 7,278
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 2,305 2,588

 

 

Entergy Louisiana LLC 4.050% 9/1/23 6,675 6,846
Entergy Louisiana LLC 5.400% 11/1/24 3,325 3,662
Entergy Louisiana LLC 2.400% 10/1/26 4,892 4,478
Entergy Louisiana LLC 3.120% 9/1/27 5,600 5,390
Entergy Louisiana LLC 3.250% 4/1/28 5,375 5,190
Entergy Louisiana LLC 3.050% 6/1/31 17,290 16,138
Entergy Louisiana LLC 4.000% 3/15/33 9,700 9,849
Entergy Louisiana LLC 4.950% 1/15/45 9,800 10,018
Entergy Mississippi Inc. 2.850% 6/1/28 10,959 10,244
Eversource Energy 4.500% 11/15/19 5,528 5,671
Eversource Energy 2.500% 3/15/21 6,650 6,538
Eversource Energy 2.750% 3/15/22 4,425 4,329
Eversource Energy 2.900% 10/1/24 3,825 3,669
Eversource Energy 3.150% 1/15/25 5,482 5,330
Eversource Energy 3.300% 1/15/28 6,500 6,234
Exelon Corp. 2.850% 6/15/20 3,563 3,529
Exelon Corp. 2.450% 4/15/21 2,975 2,887
Exelon Corp. 3.950% 6/15/25 20,625 20,645
Exelon Corp. 3.400% 4/15/26 10,300 9,911
Exelon Corp. 4.950% 6/15/35 6,800 7,394
Exelon Corp. 5.625% 6/15/35 5,515 6,561
Exelon Corp. 5.100% 6/15/45 3,977 4,413
Exelon Corp. 4.450% 4/15/46 14,142 14,463
Exelon Generation Co. LLC 5.200% 10/1/19 1,158 1,196
Exelon Generation Co. LLC 4.000% 10/1/20 7,923 8,055
Exelon Generation Co. LLC 3.400% 3/15/22 13,225 13,170
Exelon Generation Co. LLC 4.250% 6/15/22 5,550 5,715
Exelon Generation Co. LLC 6.250% 10/1/39 9,434 10,258
Exelon Generation Co. LLC 5.750% 10/1/41 3,313 3,404
Exelon Generation Co. LLC 5.600% 6/15/42 10,973 11,282
FirstEnergy Corp. 2.850% 7/15/22 7,300 7,069
FirstEnergy Corp. 4.250% 3/15/23 4,609 4,693
FirstEnergy Corp. 3.900% 7/15/27 15,457 15,145
FirstEnergy Corp. 7.375% 11/15/31 15,605 20,504
FirstEnergy Corp. 4.850% 7/15/47 10,858 11,346
Florida Power & Light Co. 2.750% 6/1/23 7,375 7,217
Florida Power & Light Co. 3.250% 6/1/24 8,675 8,707
Florida Power & Light Co. 3.125% 12/1/25 12,275 12,136
Florida Power & Light Co. 5.625% 4/1/34 3,000 3,650
Florida Power & Light Co. 4.950% 6/1/35 645 724
Florida Power & Light Co. 5.650% 2/1/37 3,297 4,044
Florida Power & Light Co. 5.950% 2/1/38 8,635 11,120
Florida Power & Light Co. 5.250% 2/1/41 500 599
Florida Power & Light Co. 4.125% 2/1/42 16,198 16,710
Florida Power & Light Co. 4.050% 6/1/42 6,140 6,303
Florida Power & Light Co. 3.800% 12/15/42 5,095 5,071
Florida Power & Light Co. 4.050% 10/1/44 4,200 4,311
Florida Power & Light Co. 3.700% 12/1/47 7,325 7,151
Florida Power & Light Co. 3.950% 3/1/48 10,000 10,150
Fortis Inc. 2.100% 10/4/21 4,190 4,006
Fortis Inc. 3.055% 10/4/26 30,421 28,110
Georgia Power Co. 4.250% 12/1/19 805 827
Georgia Power Co. 2.000% 3/30/20 4,150 4,095
Georgia Power Co. 2.000% 9/8/20 19,000 18,564
Georgia Power Co. 2.400% 4/1/21 7,500 7,363
Georgia Power Co. 2.850% 5/15/22 8,375 8,233
Georgia Power Co. 3.250% 4/1/26 5,400 5,239

 

 

Georgia Power Co. 3.250% 3/30/27 5,300 5,122
Georgia Power Co. 5.650% 3/1/37 1,133 1,312
Georgia Power Co. 5.950% 2/1/39 1,950 2,384
Georgia Power Co. 5.400% 6/1/40 6,940 7,991
Georgia Power Co. 4.750% 9/1/40 6,257 6,678
Georgia Power Co. 4.300% 3/15/42 11,962 12,142
Georgia Power Co. 4.300% 3/15/43 4,055 4,099
Great Plains Energy Inc. 4.850% 6/1/21 1,878 1,940
Gulf Power Co. 3.300% 5/30/27 3,400 3,307
Iberdrola International BV 6.750% 7/15/36 3,450 4,403
Indiana Michigan Power Co. 6.050% 3/15/37 7,300 8,999
Indiana Michigan Power Co. 4.550% 3/15/46 1,405 1,483
Indiana Michigan Power Co. 3.750% 7/1/47 6,615 6,255
Interstate Power & Light Co. 3.250% 12/1/24 8,850 8,712
Interstate Power & Light Co. 6.250% 7/15/39 3,014 3,878
Interstate Power & Light Co. 3.700% 9/15/46 2,500 2,365
9 ITC Holdings Corp. 2.700% 11/15/22 2,925 2,828
ITC Holdings Corp. 3.650% 6/15/24 3,070 3,046
ITC Holdings Corp. 3.250% 6/30/26 4,250 4,079
9 ITC Holdings Corp. 3.350% 11/15/27 5,250 5,007
ITC Holdings Corp. 5.300% 7/1/43 11,600 13,464
4 John Sevier Combined Cycle Generation        
LLC 4.626% 1/15/42 2,482 2,631
Kansas City Power & Light Co. 7.150% 4/1/19 2,890 3,013
Kansas City Power & Light Co. 3.150% 3/15/23 750 737
Kansas City Power & Light Co. 6.050% 11/15/35 1,440 1,788
Kansas City Power & Light Co. 5.300% 10/1/41 6,920 7,893
Kansas City Power & Light Co. 4.200% 6/15/47 3,325 3,292
Kansas City Power & Light Co. 4.200% 3/15/48 5,300 5,359
Kentucky Utilities Co. 3.250% 11/1/20 3,575 3,594
Kentucky Utilities Co. 5.125% 11/1/40 3,009 3,532
LG&E & KU Energy LLC 3.750% 11/15/20 23,786 24,096
LG&E & KU Energy LLC 4.375% 10/1/21 75 77
Louisville Gas & Electric Co. 3.300% 10/1/25 3,250 3,200
MidAmerican Energy Co. 3.500% 10/15/24 8,778 8,863
MidAmerican Energy Co. 3.100% 5/1/27 3,875 3,745
MidAmerican Energy Co. 6.750% 12/30/31 9,264 12,001
MidAmerican Energy Co. 5.750% 11/1/35 1,900 2,314
MidAmerican Energy Co. 5.800% 10/15/36 275 339
MidAmerican Energy Co. 4.800% 9/15/43 2,679 3,024
MidAmerican Energy Co. 4.250% 5/1/46 1,285 1,352
MidAmerican Energy Co. 3.950% 8/1/47 4,925 4,959
MidAmerican Energy Co. 3.650% 8/1/48 5,680 5,453
Mississippi Power Co. 4.250% 3/15/42 7,550 7,297
National Rural Utilities Cooperative Finance        
Corp. 1.500% 11/1/19 2,052 2,018
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 5,100 5,080
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,555 3,514
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 6,900 6,850
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 5,425 5,363
National Rural Utilities Cooperative Finance        
Corp. 2.900% 3/15/21 3,225 3,216

 

 

National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,117 2,107
National Rural Utilities Cooperative Finance        
Corp. 2.400% 4/25/22 6,125 5,934
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 12,375 11,976
National Rural Utilities Cooperative Finance        
Corp. 3.400% 11/15/23 3,000 3,005
National Rural Utilities Cooperative Finance        
Corp. 2.950% 2/7/24 11,600 11,302
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 7,320 7,049
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 730 716
National Rural Utilities Cooperative Finance        
Corp. 3.050% 4/25/27 4,000 3,827
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 11,712 11,958
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 1,866 1,899
4 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 4,875 5,169
Nevada Power Co. 6.650% 4/1/36 5,650 7,532
Nevada Power Co. 6.750% 7/1/37 7,472 10,066
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 8,075 8,036
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 3,075 3,079
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 6,030 5,855
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 13,675 13,257
4 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 5,850 5,601
Northern States Power Co. 2.200% 8/15/20 2,700 2,661
Northern States Power Co. 6.250% 6/1/36 3,670 4,791
Northern States Power Co. 6.200% 7/1/37 5,393 6,996
Northern States Power Co. 5.350% 11/1/39 8,571 10,261
Northern States Power Co. 3.400% 8/15/42 4,083 3,773
Northern States Power Co. 4.000% 8/15/45 2,900 2,958
NorthWestern Corp. 4.176% 11/15/44 3,125 3,179
NSTAR Electric Co. 2.375% 10/15/22 8,400 8,101
NSTAR Electric Co. 3.200% 5/15/27 7,425 7,239
NSTAR Electric Co. 5.500% 3/15/40 5,046 6,071
NV Energy Inc. 6.250% 11/15/20 12,435 13,374
Oglethorpe Power Corp. 5.950% 11/1/39 1,450 1,771
Oglethorpe Power Corp. 5.375% 11/1/40 8,050 9,197
Oglethorpe Power Corp. 5.250% 9/1/50 518 565
Ohio Edison Co. 6.875% 7/15/36 1,795 2,376
Ohio Power Co. 5.375% 10/1/21 4,466 4,797
Ohio Power Co. 4.150% 4/1/48 6,000 6,098
Oklahoma Gas & Electric Co. 4.150% 4/1/47 2,975 3,083
Oklahoma Gas & Electric Co. 3.850% 8/15/47 12,050 11,760
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 6,010 5,969
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,471 6,282
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 6,200 6,023
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 4,600 6,119
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 2,930 4,011
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,621 2,341
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 6,025 7,176
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 4,494 4,892
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 4,975 5,993

 

 

Oncor Electric Delivery Co. LLC 3.750% 4/1/45 9,074 8,790
9 Oncor Electric Delivery Co. LLC 3.800% 9/30/47 3,775 3,690
Pacific Gas & Electric Co. 3.500% 10/1/20 21,261 21,405
Pacific Gas & Electric Co. 4.250% 5/15/21 10,266 10,515
Pacific Gas & Electric Co. 3.250% 6/15/23 7,430 7,306
Pacific Gas & Electric Co. 3.850% 11/15/23 1,500 1,520
Pacific Gas & Electric Co. 3.750% 2/15/24 4,975 4,974
Pacific Gas & Electric Co. 3.400% 8/15/24 5,521 5,411
Pacific Gas & Electric Co. 3.500% 6/15/25 6,400 6,200
Pacific Gas & Electric Co. 2.950% 3/1/26 2,000 1,869
Pacific Gas & Electric Co. 3.300% 3/15/27 2,700 2,562
9 Pacific Gas & Electric Co. 3.300% 12/1/27 13,775 13,057
Pacific Gas & Electric Co. 6.050% 3/1/34 31,170 37,011
Pacific Gas & Electric Co. 5.800% 3/1/37 9,723 11,424
Pacific Gas & Electric Co. 6.350% 2/15/38 1,625 2,015
Pacific Gas & Electric Co. 6.250% 3/1/39 5,900 7,226
Pacific Gas & Electric Co. 4.450% 4/15/42 11,969 11,987
Pacific Gas & Electric Co. 3.750% 8/15/42 210 192
Pacific Gas & Electric Co. 4.600% 6/15/43 15,100 15,369
Pacific Gas & Electric Co. 5.125% 11/15/43 30 32
Pacific Gas & Electric Co. 4.750% 2/15/44 5,305 5,496
Pacific Gas & Electric Co. 4.300% 3/15/45 6,442 6,244
Pacific Gas & Electric Co. 4.250% 3/15/46 12,495 11,977
Pacific Gas & Electric Co. 4.000% 12/1/46 6,875 6,413
9 Pacific Gas & Electric Co. 3.950% 12/1/47 9,100 8,404
PacifiCorp 2.950% 2/1/22 9,975 9,977
PacifiCorp 2.950% 6/1/23 2,215 2,183
PacifiCorp 3.600% 4/1/24 6,614 6,662
PacifiCorp 7.700% 11/15/31 1,099 1,531
PacifiCorp 5.250% 6/15/35 1,110 1,290
PacifiCorp 6.100% 8/1/36 4,848 6,129
PacifiCorp 5.750% 4/1/37 3,181 3,893
PacifiCorp 6.250% 10/15/37 8,581 11,126
PacifiCorp 6.350% 7/15/38 3,350 4,431
PacifiCorp 6.000% 1/15/39 3,731 4,784
PacifiCorp 4.100% 2/1/42 4,805 4,916
PECO Energy Co. 2.375% 9/15/22 2,925 2,843
PECO Energy Co. 3.150% 10/15/25 200 196
Pennsylvania Electric Co. 5.200% 4/1/20 3,600 3,728
Pinnacle West Capital Corp. 2.250% 11/30/20 3,425 3,346
PNM Resources Inc. 3.250% 3/9/21 3,000 2,997
Potomac Electric Power Co. 3.600% 3/15/24 1,960 1,976
Potomac Electric Power Co. 6.500% 11/15/37 7,532 10,007
Potomac Electric Power Co. 4.150% 3/15/43 4,675 4,793
PPL Capital Funding Inc. 4.200% 6/15/22 2,365 2,431
PPL Capital Funding Inc. 3.500% 12/1/22 1,745 1,744
PPL Capital Funding Inc. 3.400% 6/1/23 3,620 3,587
PPL Capital Funding Inc. 3.950% 3/15/24 815 828
PPL Capital Funding Inc. 3.100% 5/15/26 7,651 7,222
PPL Capital Funding Inc. 4.700% 6/1/43 3,150 3,313
PPL Capital Funding Inc. 5.000% 3/15/44 11,346 12,364
PPL Capital Funding Inc. 4.000% 9/15/47 4,575 4,406
PPL Electric Utilities Corp. 3.000% 9/15/21 3,300 3,294
PPL Electric Utilities Corp. 6.250% 5/15/39 5,327 6,962
PPL Electric Utilities Corp. 4.750% 7/15/43 700 777
PPL Electric Utilities Corp. 4.125% 6/15/44 2,700 2,772
PPL Electric Utilities Corp. 4.150% 10/1/45 3,275 3,362

 

 

PPL Electric Utilities Corp. 3.950% 6/1/47 4,775 4,783
Progress Energy Inc. 4.875% 12/1/19 4,500 4,654
Progress Energy Inc. 4.400% 1/15/21 6,347 6,517
Progress Energy Inc. 3.150% 4/1/22 17,265 17,058
Progress Energy Inc. 7.750% 3/1/31 2,435 3,312
Progress Energy Inc. 7.000% 10/30/31 2,850 3,720
Progress Energy Inc. 6.000% 12/1/39 7,599 9,470
PSEG Power LLC 5.125% 4/15/20 1,286 1,337
PSEG Power LLC 3.000% 6/15/21 3,985 3,968
PSEG Power LLC 8.625% 4/15/31 708 932
Public Service Co. of Colorado 5.125% 6/1/19 7,475 7,666
Public Service Co. of Colorado 3.200% 11/15/20 4,175 4,204
Public Service Co. of Colorado 2.250% 9/15/22 5,500 5,291
Public Service Co. of Colorado 3.600% 9/15/42 10,475 10,063
Public Service Co. of Colorado 4.300% 3/15/44 295 312
Public Service Co. of Colorado 3.800% 6/15/47 3,000 2,948
Public Service Co. of New Hampshire 3.500% 11/1/23 2,054 2,064
Public Service Co. of Oklahoma 5.150% 12/1/19 100 104
Public Service Electric & Gas Co. 1.900% 3/15/21 3,100 3,005
Public Service Electric & Gas Co. 2.375% 5/15/23 308 296
Public Service Electric & Gas Co. 3.000% 5/15/25 4,410 4,296
Public Service Electric & Gas Co. 2.250% 9/15/26 575 527
Public Service Electric & Gas Co. 3.000% 5/15/27 4,225 4,051
Public Service Electric & Gas Co. 5.800% 5/1/37 1,741 2,159
Public Service Electric & Gas Co. 3.950% 5/1/42 14,940 14,941
Public Service Electric & Gas Co. 3.650% 9/1/42 825 794
Public Service Electric & Gas Co. 3.800% 3/1/46 16,480 16,313
Public Service Electric & Gas Co. 3.600% 12/1/47 3,750 3,538
Public Service Enterprise Group Inc. 1.600% 11/15/19 625 613
Public Service Enterprise Group Inc. 2.650% 11/15/22 6,650 6,424
Puget Energy Inc. 6.500% 12/15/20 15,850 17,112
Puget Energy Inc. 6.000% 9/1/21 5,494 5,902
Puget Energy Inc. 5.625% 7/15/22 2,150 2,307
Puget Energy Inc. 3.650% 5/15/25 6,680 6,555
Puget Sound Energy Inc. 6.274% 3/15/37 3,100 4,018
Puget Sound Energy Inc. 5.757% 10/1/39 2,675 3,344
Puget Sound Energy Inc. 5.795% 3/15/40 1,774 2,227
Puget Sound Energy Inc. 5.638% 4/15/41 3,068 3,858
Puget Sound Energy Inc. 4.300% 5/20/45 7,625 8,133
San Diego Gas & Electric Co. 3.000% 8/15/21 2,925 2,919
San Diego Gas & Electric Co. 3.600% 9/1/23 3,675 3,754
San Diego Gas & Electric Co. 2.500% 5/15/26 75 70
San Diego Gas & Electric Co. 6.000% 6/1/39 1,929 2,480
San Diego Gas & Electric Co. 4.500% 8/15/40 2,570 2,815
San Diego Gas & Electric Co. 3.750% 6/1/47 6,100 5,973
SCANA Corp. 4.750% 5/15/21 2,420 2,467
Sierra Pacific Power Co. 2.600% 5/1/26 13,345 12,431
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,679 6,981
South Carolina Electric & Gas Co. 5.300% 5/15/33 193 212
South Carolina Electric & Gas Co. 6.050% 1/15/38 5,685 6,756
South Carolina Electric & Gas Co. 5.450% 2/1/41 3,345 3,775
South Carolina Electric & Gas Co. 4.350% 2/1/42 5,243 5,182
South Carolina Electric & Gas Co. 4.600% 6/15/43 7,285 7,405
South Carolina Electric & Gas Co. 4.100% 6/15/46 4,295 4,108
South Carolina Electric & Gas Co. 4.500% 6/1/64 4,225 4,059
South Carolina Electric & Gas Co. 5.100% 6/1/65 5,400 5,733
Southern California Edison Co. 2.900% 3/1/21 6,000 6,000

 

 

Southern California Edison Co. 3.875% 6/1/21 16,875 17,285
4 Southern California Edison Co. 1.845% 2/1/22 3,114 2,992
Southern California Edison Co. 2.400% 2/1/22 6,400 6,220
Southern California Edison Co. 3.500% 10/1/23 250 252
Southern California Edison Co. 3.650% 3/1/28 7,500 7,510
Southern California Edison Co. 6.650% 4/1/29 2,056 2,524
Southern California Edison Co. 6.000% 1/15/34 5,485 6,752
Southern California Edison Co. 5.750% 4/1/35 2,913 3,546
Southern California Edison Co. 5.350% 7/15/35 9,028 10,526
Southern California Edison Co. 5.550% 1/15/36 1,280 1,504
Southern California Edison Co. 5.625% 2/1/36 7,300 8,729
Southern California Edison Co. 5.550% 1/15/37 6,300 7,507
Southern California Edison Co. 5.950% 2/1/38 5,713 7,183
Southern California Edison Co. 6.050% 3/15/39 1,085 1,381
Southern California Edison Co. 5.500% 3/15/40 898 1,077
Southern California Edison Co. 4.500% 9/1/40 4,575 4,856
Southern California Edison Co. 4.050% 3/15/42 4,950 4,958
Southern California Edison Co. 3.900% 3/15/43 5,590 5,520
Southern California Edison Co. 4.650% 10/1/43 2,752 2,995
Southern California Edison Co. 3.600% 2/1/45 7,845 7,320
Southern California Edison Co. 4.000% 4/1/47 8,500 8,515
Southern California Edison Co. 4.125% 3/1/48 5,000 5,095
Southern Co. 1.850% 7/1/19 3,575 3,541
Southern Co. 2.150% 9/1/19 2,650 2,623
Southern Co. 2.750% 6/15/20 11,510 11,421
Southern Co. 2.350% 7/1/21 16,325 15,855
Southern Co. 2.950% 7/1/23 7,925 7,698
Southern Co. 3.250% 7/1/26 20,515 19,619
Southern Co. 4.250% 7/1/36 6,600 6,705
Southern Co. 4.400% 7/1/46 21,805 21,752
Southern Power Co. 1.950% 12/15/19 6,200 6,117
Southern Power Co. 2.375% 6/1/20 2,950 2,900
Southern Power Co. 2.500% 12/15/21 9,900 9,585
Southern Power Co. 4.150% 12/1/25 9,850 10,094
Southern Power Co. 5.150% 9/15/41 11,115 11,887
Southern Power Co. 5.250% 7/15/43 500 541
Southern Power Co. 4.950% 12/15/46 4,405 4,556
Southwestern Electric Power Co. 2.750% 10/1/26 4,175 3,867
Southwestern Electric Power Co. 6.200% 3/15/40 2,050 2,597
Southwestern Electric Power Co. 3.900% 4/1/45 7,725 7,402
Southwestern Electric Power Co. 3.850% 2/1/48 5,675 5,418
Southwestern Public Service Co. 3.300% 6/15/24 1,815 1,804
Southwestern Public Service Co. 4.500% 8/15/41 5,773 6,218
Southwestern Public Service Co. 3.400% 8/15/46 21,540 19,599
Southwestern Public Service Co. 3.700% 8/15/47 6,425 6,126
Tampa Electric Co. 5.400% 5/15/21 2,462 2,615
Tampa Electric Co. 2.600% 9/15/22 5,690 5,509
Tampa Electric Co. 6.550% 5/15/36 850 1,095
Tampa Electric Co. 4.100% 6/15/42 602 596
Tampa Electric Co. 4.350% 5/15/44 6,960 7,158
TECO Finance Inc. 5.150% 3/15/20 3,494 3,618
Toledo Edison Co. 6.150% 5/15/37 3,380 4,124
TransAlta Corp. 4.500% 11/15/22 3,985 4,011
TransAlta Corp. 6.500% 3/15/40 4,639 4,599
Tucson Electric Power Co. 3.050% 3/15/25 2,375 2,286
UIL Holdings Corp. 4.625% 10/1/20 1,600 1,660
Union Electric Co. 3.500% 4/15/24 7,295 7,429

 

 

Union Electric Co. 2.950% 6/15/27 4,000 3,806
Union Electric Co. 5.300% 8/1/37 3,770 4,364
Union Electric Co. 8.450% 3/15/39 1,775 2,772
Union Electric Co. 3.900% 9/15/42 2,450 2,431
Union Electric Co. 3.650% 4/15/45 4,350 4,177
Virginia Electric & Power Co. 5.000% 6/30/19 4,687 4,817
Virginia Electric & Power Co. 2.950% 1/15/22 4,070 4,038
Virginia Electric & Power Co. 3.450% 9/1/22 1,390 1,396
Virginia Electric & Power Co. 2.750% 3/15/23 5,375 5,252
Virginia Electric & Power Co. 3.450% 2/15/24 4,820 4,827
Virginia Electric & Power Co. 3.100% 5/15/25 4,055 3,933
Virginia Electric & Power Co. 3.150% 1/15/26 7,990 7,762
Virginia Electric & Power Co. 2.950% 11/15/26 4,120 3,925
Virginia Electric & Power Co. 3.500% 3/15/27 21,400 21,087
Virginia Electric & Power Co. 3.800% 4/1/28 7,600 7,667
Virginia Electric & Power Co. 6.000% 1/15/36 5,700 7,050
Virginia Electric & Power Co. 6.000% 5/15/37 3,975 4,945
Virginia Electric & Power Co. 6.350% 11/30/37 3,700 4,798
Virginia Electric & Power Co. 4.000% 1/15/43 4,498 4,463
Virginia Electric & Power Co. 4.650% 8/15/43 8,130 8,831
Virginia Electric & Power Co. 4.450% 2/15/44 10,330 10,904
Virginia Electric & Power Co. 4.200% 5/15/45 6,500 6,617
Virginia Electric & Power Co. 4.000% 11/15/46 5,250 5,171
Virginia Electric & Power Co. 3.800% 9/15/47 7,675 7,398
WEC Energy Group Inc. 2.450% 6/15/20 3,000 2,964
WEC Energy Group Inc. 3.550% 6/15/25 3,525 3,489
Westar Energy Inc. 2.550% 7/1/26 5,875 5,465
Westar Energy Inc. 3.100% 4/1/27 7,400 7,149
Westar Energy Inc. 4.125% 3/1/42 7,512 7,762
Westar Energy Inc. 4.100% 4/1/43 5,075 5,212
Westar Energy Inc. 4.250% 12/1/45 1,560 1,641
Wisconsin Electric Power Co. 2.950% 9/15/21 2,515 2,504
Wisconsin Electric Power Co. 5.625% 5/15/33 775 917
Wisconsin Electric Power Co. 5.700% 12/1/36 1,050 1,271
Wisconsin Electric Power Co. 4.250% 6/1/44 2,125 2,234
Wisconsin Power & Light Co. 3.050% 10/15/27 1,200 1,152
Wisconsin Power & Light Co. 6.375% 8/15/37 4,200 5,516
Wisconsin Public Service Corp. 3.671% 12/1/42 1,875 1,758
Xcel Energy Inc. 4.700% 5/15/20 1,075 1,104
Xcel Energy Inc. 2.400% 3/15/21 7,875 7,723
Xcel Energy Inc. 2.600% 3/15/22 5,225 5,097
Xcel Energy Inc. 3.300% 6/1/25 5,000 4,874
Xcel Energy Inc. 3.350% 12/1/26 3,825 3,706
Xcel Energy Inc. 6.500% 7/1/36 7,692 9,977
 
Natural Gas (0.2%)        
Atmos Energy Corp. 3.000% 6/15/27 5,000 4,777
Atmos Energy Corp. 5.500% 6/15/41 10,135 12,271
Atmos Energy Corp. 4.150% 1/15/43 8,740 8,849
Atmos Energy Corp. 4.125% 10/15/44 2,365 2,433
CenterPoint Energy Resources Corp. 4.500% 1/15/21 16,567 17,072
CenterPoint Energy Resources Corp. 3.550% 4/1/23 3,000 3,008
CenterPoint Energy Resources Corp. 4.000% 4/1/28 3,250 3,268
CenterPoint Energy Resources Corp. 5.850% 1/15/41 7,050 8,688
CenterPoint Energy Resources Corp. 4.100% 9/1/47 3,150 3,066
KeySpan Corp. 5.803% 4/1/35 2,475 2,935
NiSource Finance Corp. 5.450% 9/15/20 6,732 7,082

 

 

NiSource Finance Corp. 2.650% 11/17/22 3,800 3,677
NiSource Finance Corp. 3.490% 5/15/27 10,051 9,712
NiSource Finance Corp. 5.950% 6/15/41 9,065 10,872
Nisource Finance Corp. 5.250% 2/15/43 1,200 1,336
NiSource Finance Corp. 4.800% 2/15/44 662 702
NiSource Finance Corp. 5.650% 2/1/45 2,500 2,932
NiSource Finance Corp. 4.375% 5/15/47 19,632 19,681
NiSource Finance Corp. 3.950% 3/30/48 75 70
ONE Gas Inc. 4.658% 2/1/44 1,325 1,469
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 2,450 2,698
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,165 3,904
Sempra Energy 1.625% 10/7/19 3,850 3,788
Sempra Energy 2.400% 2/1/20 5,350 5,294
Sempra Energy 2.400% 3/15/20 3,661 3,615
Sempra Energy 2.850% 11/15/20 7,179 7,120
Sempra Energy 2.875% 10/1/22 6,125 5,991
Sempra Energy 2.900% 2/1/23 6,125 5,996
Sempra Energy 4.050% 12/1/23 7,435 7,619
Sempra Energy 3.750% 11/15/25 5,450 5,424
Sempra Energy 3.250% 6/15/27 9,055 8,594
Sempra Energy 3.400% 2/1/28 10,725 10,220
Sempra Energy 3.800% 2/1/38 12,200 11,477
Sempra Energy 6.000% 10/15/39 21,103 25,872
Sempra Energy 4.000% 2/1/48 9,404 8,775
Southern California Gas Co. 3.150% 9/15/24 2,045 2,032
Southern California Gas Co. 3.200% 6/15/25 1,020 1,009
Southern California Gas Co. 2.600% 6/15/26 12,850 12,046
Southern California Gas Co. 3.750% 9/15/42 4,570 4,463
Southern Co. Gas Capital Corp. 5.250% 8/15/19 885 912
Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,775 2,773
Southern Co. Gas Capital Corp. 2.450% 10/1/23 375 355
Southern Co. Gas Capital Corp. 3.875% 11/15/25 1,000 997
Southern Co. Gas Capital Corp. 3.250% 6/15/26 5,105 4,907
Southern Co. Gas Capital Corp. 5.875% 3/15/41 4,085 4,858
Southern Co. Gas Capital Corp. 4.400% 6/1/43 4,325 4,318
Southern Co. Gas Capital Corp. 3.950% 10/1/46 5,900 5,582
Southern Co. Gas Capital Corp. 4.400% 5/30/47 12,360 12,462
Southwest Gas Corp. 3.700% 4/1/28 5,425 5,459
Southwest Gas Corp. 3.800% 9/29/46 725 695
Washington Gas Light Co. 3.796% 9/15/46 4,675 4,537
 
Other Utility (0.0%)        
American Water Capital Corp. 3.850% 3/1/24 3,450 3,490
American Water Capital Corp. 3.400% 3/1/25 5,860 5,835
American Water Capital Corp. 2.950% 9/1/27 6,850 6,493
American Water Capital Corp. 6.593% 10/15/37 5,621 7,587
American Water Capital Corp. 4.300% 12/1/42 60 63
American Water Capital Corp. 4.300% 9/1/45 5,175 5,433
American Water Capital Corp. 4.000% 12/1/46 925 907
American Water Capital Corp. 3.750% 9/1/47 11,750 11,396
United Utilities plc 6.875% 8/15/28 960 1,137
Veolia Environnement SA 6.750% 6/1/38 4,099 5,227
 
        3,807,646
Total Corporate Bonds (Cost $53,845,752)       53,925,813

 

 

Sovereign Bonds (4.9%)        
African Development Bank 1.000% 5/15/19 16,630 16,404
African Development Bank 1.375% 2/12/20 9,600 9,423
African Development Bank 1.875% 3/16/20 27,000 26,697
African Development Bank 2.625% 3/22/21 8,622 8,618
African Development Bank 1.250% 7/26/21 3,620 3,458
African Development Bank 2.375% 9/23/21 26,600 26,339
African Development Bank 2.125% 11/16/22 35,260 34,259
Agricultural Bank of China Ltd. 2.750% 5/21/20 1,645 1,629
Asian Development Bank 1.875% 4/12/19 12,320 12,274
Asian Development Bank 1.000% 8/16/19 5,970 5,867
Asian Development Bank 1.500% 1/22/20 18,305 18,014
Asian Development Bank 1.375% 3/23/20 16,525 16,197
Asian Development Bank 1.625% 5/5/20 103,250 101,481
Asian Development Bank 1.625% 8/26/20 4,900 4,803
Asian Development Bank 2.250% 1/20/21 16,000 15,866
Asian Development Bank 1.625% 3/16/21 44,000 42,799
Asian Development Bank 1.750% 6/8/21 37,500 36,486
Asian Development Bank 2.125% 11/24/21 20,000 19,635
Asian Development Bank 2.000% 2/16/22 82,941 80,809
Asian Development Bank 1.875% 2/18/22 27,550 26,735
Asian Development Bank 1.750% 9/13/22 13,230 12,673
Asian Development Bank 2.750% 3/17/23 39,645 39,529
Asian Development Bank 2.000% 1/22/25 17,450 16,519
Asian Development Bank 2.000% 4/24/26 9,350 8,773
Asian Development Bank 2.625% 1/12/27 11,500 11,227
Asian Development Bank 6.220% 8/15/27 375 466
Asian Development Bank 2.500% 11/2/27 33,347 32,147
Asian Development Bank 2.750% 1/19/28 20,000 19,572
Asian Development Bank 5.820% 6/16/28 1,000 1,219
Canada 2.000% 11/15/22 21,295 20,657
CNOOC Curtis Funding No 1 Pty Ltd. 4.500% 10/3/23 5,000 5,149
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 6,525 6,272
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 22,085 21,845
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 4,500 4,327
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 30,550 29,425
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 33,050 33,538
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 800 852
Corp. Andina de Fomento 2.000% 5/10/19 18,255 18,122
Corp. Andina de Fomento 8.125% 6/4/19 19,800 21,042
Corp. Andina de Fomento 2.200% 7/18/20 26,145 25,792
Corp. Andina de Fomento 4.375% 6/15/22 25,925 27,140
Corp. Andina de Fomento 2.750% 1/6/23 19,179 18,781
Council Of Europe Development Bank 1.500% 5/17/19 6,100 6,047
Council Of Europe Development Bank 1.750% 11/14/19 2,900 2,870
Council Of Europe Development Bank 1.875% 1/27/20 2,250 2,228
Council Of Europe Development Bank 1.625% 3/10/20 17,800 17,515
Council Of Europe Development Bank 1.625% 3/16/21 8,500 8,258
Council Of Europe Development Bank 2.625% 2/13/23 27,255 27,059
Ecopetrol SA 5.875% 9/18/23 11,200 11,984
Ecopetrol SA 4.125% 1/16/25 20,880 20,254
Ecopetrol SA 5.375% 6/26/26 28,090 29,214
Ecopetrol SA 7.375% 9/18/43 4,228 4,936
Ecopetrol SA 5.875% 5/28/45 23,115 22,768
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 5,000 4,955

 

 

  European Bank for Reconstruction &        
  Development 1.750% 6/14/19 21,270 21,141
  European Bank for Reconstruction &        
  Development 0.875% 7/22/19 5,000 4,907
  European Bank for Reconstruction &        
  Development 1.750% 11/26/19 19,500 19,310
  European Bank for Reconstruction &        
  Development 1.500% 3/16/20 23,050 22,654
  European Bank for Reconstruction &        
  Development 1.125% 8/24/20 3,270 3,165
  European Bank for Reconstruction &        
  Development 2.000% 2/1/21 51,650 50,822
  European Bank for Reconstruction &        
  Development 1.875% 7/15/21 6,375 6,218
  European Bank for Reconstruction &        
  Development 1.875% 2/23/22 14,800 14,345
  European Bank for Reconstruction &        
  Development 2.125% 3/7/22 1,040 1,017
  European Bank for Reconstruction &        
  Development 2.750% 3/7/23 21,594 21,586
  European Investment Bank 1.250% 5/15/19 49,105 48,559
  European Investment Bank 1.750% 6/17/19 68,060 67,639
  European Investment Bank 1.125% 8/15/19 64,800 63,744
  European Investment Bank 1.625% 3/16/20 77,370 76,137
  European Investment Bank 1.750% 5/15/20 51,500 50,738
  European Investment Bank 1.375% 6/15/20 29,985 29,279
  European Investment Bank 1.625% 8/14/20 20,460 20,032
  European Investment Bank 2.875% 9/15/20 14,595 14,710
  European Investment Bank 1.625% 12/15/20 40,800 39,788
  European Investment Bank 4.000% 2/16/21 31,085 32,296
  European Investment Bank 2.000% 3/15/21 33,430 32,853
  European Investment Bank 2.500% 4/15/21 41,260 41,115
  European Investment Bank 2.375% 5/13/21 121,000 120,115
  European Investment Bank 1.625% 6/15/21 12,000 11,628
  European Investment Bank 1.375% 9/15/21 4,250 4,065
  European Investment Bank 2.125% 10/15/21 6,090 5,978
  European Investment Bank 2.250% 3/15/22 56,500 55,462
  European Investment Bank 2.375% 6/15/22 56,350 55,530
  European Investment Bank 2.250% 8/15/22 29,405 28,787
  European Investment Bank 2.000% 12/15/22 32,400 31,274
  European Investment Bank 2.500% 3/15/23 18,000 17,741
  European Investment Bank 3.250% 1/29/24 25,125 25,811
  European Investment Bank 2.500% 10/15/24 24,160 23,661
  European Investment Bank 1.875% 2/10/25 45,510 42,686
  European Investment Bank 2.125% 4/13/26 59,025 55,674
  European Investment Bank 2.375% 5/24/27 11,250 10,758
  European Investment Bank 4.875% 2/15/36 11,965 14,909
9 Export Development Canada 1.500% 4/4/19 2,200 2,181
11 Export Development Canada 1.750% 8/19/19 28,150 27,927
11 Export Development Canada 1.625% 12/3/19 4,500 4,444
  Export Development Canada 1.625% 1/17/20 11,000 10,852
  Export Development Canada 1.625% 6/1/20 3,000 2,945
  Export Development Canada 1.750% 7/21/20 325 320
  Export Development Canada 2.000% 11/30/20 24,105 23,787
  Export Development Canada 1.500% 5/26/21 25,750 24,890
  Export Development Canada 1.375% 10/21/21 10,400 9,936
  Export Development Canada 2.000% 5/17/22 1,500 1,456

 

 

  Export Development Canada 2.500% 1/24/23 11,895 11,749
  Export Development Canada 2.750% 3/15/23 19,000 18,968
  Export-Import Bank of Korea 1.750% 5/26/19 8,300 8,186
  Export-Import Bank of Korea 2.375% 8/12/19 8,000 7,933
  Export-Import Bank of Korea 1.500% 10/21/19 12,000 11,721
  Export-Import Bank of Korea 5.125% 6/29/20 9,730 10,132
  Export-Import Bank of Korea 2.500% 11/1/20 2,000 1,969
  Export-Import Bank of Korea 2.625% 12/30/20 2,450 2,408
  Export-Import Bank of Korea 4.000% 1/29/21 7,824 7,989
  Export-Import Bank of Korea 2.125% 2/11/21 500 485
  Export-Import Bank of Korea 2.500% 5/10/21 5,200 5,076
  Export-Import Bank of Korea 4.375% 9/15/21 4,465 4,616
  Export-Import Bank of Korea 1.875% 10/21/21 11,500 10,944
  Export-Import Bank of Korea 2.750% 1/25/22 22,200 21,692
  Export-Import Bank of Korea 5.000% 4/11/22 4,150 4,392
  Export-Import Bank of Korea 3.000% 11/1/22 8,000 7,841
  Export-Import Bank of Korea 4.000% 1/14/24 34,750 35,552
  Export-Import Bank of Korea 3.250% 11/10/25 6,430 6,238
  Export-Import Bank of Korea 2.625% 5/26/26 12,900 11,886
  FMS Wertmanagement AoeR 1.000% 8/16/19 35,000 34,350
12 FMS Wertmanagement AoeR 1.750% 1/24/20 24,100 23,805
  FMS Wertmanagement AoeR 1.750% 3/17/20 8,000 7,893
  FMS Wertmanagement AoeR 2.000% 8/1/22 44,610 43,228
  Hydro-Quebec 8.400% 1/15/22 8,195 9,694
  Hydro-Quebec 8.050% 7/7/24 3,310 4,146
  Hydro-Quebec 8.500% 12/1/29 825 1,180
  Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 4,650 4,652
  Industrial & Commercial Bank of China Ltd. 2.905% 11/13/20 250 247
  Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 8,000 7,814
  Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 7,300 7,114
  Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 8,350 8,010
  Inter-American Development Bank 1.000% 5/13/19 17,750 17,505
  Inter-American Development Bank 1.125% 9/12/19 3,200 3,145
  Inter-American Development Bank 3.875% 9/17/19 57,780 59,020
  Inter-American Development Bank 1.250% 10/15/19 12,750 12,546
  Inter-American Development Bank 1.750% 10/15/19 32,950 32,671
  Inter-American Development Bank 3.875% 2/14/20 6,475 6,647
  Inter-American Development Bank 1.625% 5/12/20 52,270 51,377
  Inter-American Development Bank 1.875% 6/16/20 29,850 29,483
  Inter-American Development Bank 2.125% 11/9/20 11,470 11,345
  Inter-American Development Bank 1.875% 3/15/21 3,535 3,465
  Inter-American Development Bank 2.125% 1/18/22 57,400 56,210
  Inter-American Development Bank 1.750% 4/14/22 29,740 28,641
  Inter-American Development Bank 1.750% 9/14/22 34,000 32,608
  Inter-American Development Bank 2.500% 1/18/23 42,895 42,427
  Inter-American Development Bank 3.000% 10/4/23 8,225 8,300
  Inter-American Development Bank 3.000% 2/21/24 19,195 19,351
  Inter-American Development Bank 2.125% 1/15/25 21,360 20,412
  Inter-American Development Bank 7.000% 6/15/25 2,950 3,642
  Inter-American Development Bank 2.000% 6/2/26 29,700 27,865
  Inter-American Development Bank 2.375% 7/7/27 47,050 44,968
  Inter-American Development Bank 3.875% 10/28/41 95 105
  Inter-American Development Bank 3.200% 8/7/42 6,872 6,820
  Inter-American Development Bank 4.375% 1/24/44 8,375 10,004
  International Bank for Reconstruction &        
  Development 1.250% 7/26/19 65,950 65,053

 

 

International Bank for Reconstruction &        
Development 0.875% 8/15/19 55,350 54,283
International Bank for Reconstruction &        
Development 1.875% 10/7/19 45,625 45,294
International Bank for Reconstruction &        
Development 1.300% 10/25/19 2,200 2,153
International Bank for Reconstruction &        
Development 1.125% 11/27/19 28,575 28,009
International Bank for Reconstruction &        
Development 1.375% 3/30/20 15,700 15,390
International Bank for Reconstruction &        
Development 1.875% 4/21/20 92,200 91,191
International Bank for Reconstruction &        
Development 1.125% 8/10/20 6,000 5,814
International Bank for Reconstruction &        
Development 1.625% 9/4/20 46,250 45,337
International Bank for Reconstruction &        
Development 2.125% 11/1/20 21,000 20,793
International Bank for Reconstruction &        
Development 1.625% 3/9/21 20,385 19,833
International Bank for Reconstruction &        
Development 1.375% 5/24/21 64,505 62,097
International Bank for Reconstruction &        
Development 2.250% 6/24/21 23,390 23,108
International Bank for Reconstruction &        
Development 1.375% 9/20/21 61,100 58,517
International Bank for Reconstruction &        
Development 2.125% 12/13/21 14,155 13,879
International Bank for Reconstruction &        
Development 2.000% 1/26/22 50,085 48,797
International Bank for Reconstruction &        
Development 1.625% 2/10/22 23,475 22,572
International Bank for Reconstruction &        
Development 1.875% 10/7/22 2,500 2,411
International Bank for Reconstruction &        
Development 7.625% 1/19/23 14,100 17,157
International Bank for Reconstruction &        
Development 1.750% 4/19/23 1,000 953
International Bank for Reconstruction &        
Development 2.500% 11/25/24 64,090 62,706
International Bank for Reconstruction &        
Development 2.125% 3/3/25 270 258
International Bank for Reconstruction &        
Development 2.500% 7/29/25 44,250 43,178
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,050 1,454
International Bank for Reconstruction &        
Development 1.875% 10/27/26 1,500 1,382
International Bank for Reconstruction &        
Development 2.500% 11/22/27 10,960 10,564
International Bank for Reconstruction &        
Development 4.750% 2/15/35 7,258 9,023
International Finance Corp. 1.750% 9/16/19 17,100 16,941
International Finance Corp. 1.750% 3/30/20 25,000 24,664
International Finance Corp. 1.625% 7/16/20 17,615 17,282
International Finance Corp. 2.250% 1/25/21 17,600 17,452
International Finance Corp. 1.125% 7/20/21 3,150 3,002

 

 

  International Finance Corp. 2.125% 4/7/26 22,300 21,053
13 Japan Bank for International Cooperation 2.250% 2/24/20 31,850 31,601
13 Japan Bank for International Cooperation 1.750% 5/28/20 37,600 36,856
13 Japan Bank for International Cooperation 2.125% 6/1/20 23,000 22,702
13 Japan Bank for International Cooperation 2.125% 7/21/20 16,180 15,943
13 Japan Bank for International Cooperation 2.125% 11/16/20 31,160 30,623
13 Japan Bank for International Cooperation 1.875% 4/20/21 9,300 9,037
13 Japan Bank for International Cooperation 1.500% 7/21/21 21,425 20,467
13 Japan Bank for International Cooperation 2.000% 11/4/21 12,000 11,613
13 Japan Bank for International Cooperation 2.500% 6/1/22 9,200 9,006
13 Japan Bank for International Cooperation 2.375% 7/21/22 11,000 10,727
13 Japan Bank for International Cooperation 2.375% 11/16/22 35,080 34,090
13 Japan Bank for International Cooperation 3.375% 7/31/23 2,100 2,145
13 Japan Bank for International Cooperation 3.000% 5/29/24 16,500 16,400
13 Japan Bank for International Cooperation 2.125% 2/10/25 18,200 17,065
13 Japan Bank for International Cooperation 2.750% 1/21/26 5,800 5,663
13 Japan Bank for International Cooperation 2.375% 4/20/26 2,110 1,993
13 Japan Bank for International Cooperation 2.250% 11/4/26 30,000 28,126
13 Japan Bank for International Cooperation 2.875% 6/1/27 35,650 35,060
13 Japan Bank for International Cooperation 2.750% 11/16/27 36,720 35,380
13 Japan Finance Organization for        
  Municipalities 4.000% 1/13/21 400 412
13 Japan International Cooperation Agency 2.750% 4/27/27 12,000 11,529
12 KFW 1.875% 4/1/19 42,530 42,369
12 KFW 4.875% 6/17/19 38,975 40,145
12 KFW 1.000% 7/15/19 59,922 58,948
12 KFW 1.500% 9/9/19 42,545 42,013
12 KFW 1.750% 10/15/19 13,800 13,664
12 KFW 4.000% 1/27/20 40,845 41,980
12 KFW 1.750% 3/31/20 38,800 38,278
12 KFW 1.500% 4/20/20 45,950 45,042
12 KFW 1.625% 5/29/20 49,850 48,923
12 KFW 1.875% 6/30/20 46,130 45,508
12 KFW 2.750% 9/8/20 53,530 53,816
12 KFW 2.750% 10/1/20 46,589 46,778
12 KFW 1.875% 11/30/20 4,500 4,418
12 KFW 1.875% 12/15/20 62,330 61,187
12 KFW 1.625% 3/15/21 46,300 44,986
12 KFW 1.500% 6/15/21 97,060 93,710
12 KFW 2.375% 8/25/21 13,825 13,692
12 KFW 1.750% 9/15/21 65,500 63,476
12 KFW 2.000% 11/30/21 20,000 19,506
12 KFW 2.625% 1/25/22 4,000 3,986
12 KFW 2.125% 3/7/22 56,050 54,848
12 KFW 2.125% 6/15/22 50,080 48,838
12 KFW 2.000% 9/29/22 2,750 2,661
12 KFW 2.000% 10/4/22 24,700 23,906
12 KFW 2.125% 1/17/23 40,135 38,939
12 KFW 2.500% 11/20/24 49,150 48,003
12 KFW 2.000% 5/2/25 10,255 9,681
12 KFW 0.000% 4/18/36 15,890 9,050
12 KFW 0.000% 6/29/37 6,850 3,688
  Korea Development Bank 2.500% 3/11/20 3,500 3,458
  Korea Development Bank 2.500% 1/13/21 1,400 1,373
  Korea Development Bank 4.625% 11/16/21 6,975 7,275
  Korea Development Bank 2.625% 2/27/22 20,000 19,435
  Korea Development Bank 3.000% 9/14/22 16,040 15,749

 

 

  Korea Development Bank 3.375% 3/12/23 37,000 36,802
  Korea Development Bank 2.750% 3/19/23 9,600 9,269
  Korea Development Bank 3.750% 1/22/24 23,490 23,717
  Korea Development Bank 2.000% 9/12/26 1,500 1,320
12 KFW 2.250% 11/5/19 73,000 72,609
12 KFW 2.625% 4/12/21 24,262 24,222
12 KFW 2.375% 12/29/22 39,000 38,450
12 KFW 2.875% 4/3/28 1,000 990
  Landesbank Baden-Wuerttemberg 7.625% 2/1/23 1,000 1,190
12 Landwirtschaftliche Rentenbank 1.750% 4/15/19 3,425 3,404
12 Landwirtschaftliche Rentenbank 1.375% 10/23/19 13,365 13,168
12 Landwirtschaftliche Rentenbank 2.250% 10/1/21 100 99
12 Landwirtschaftliche Rentenbank 2.000% 1/13/25 42,950 40,679
12 Landwirtschaftliche Rentenbank 2.375% 6/10/25 24,600 23,824
12 Landwirtschaftliche Rentenbank 1.750% 7/27/26 17,675 16,153
12 Landwirtschaftliche Rentenbank 2.500% 11/15/27 19,039 18,321
  Nexen Energy ULC 6.200% 7/30/19 3,505 3,644
  Nexen Energy ULC 7.875% 3/15/32 9,765 13,382
  Nexen Energy ULC 5.875% 3/10/35 4,687 5,485
  Nexen Energy ULC 6.400% 5/15/37 9,984 12,274
  Nexen Energy ULC 7.500% 7/30/39 6,635 9,283
  Nordic Investment Bank 1.875% 6/14/19 20,900 20,799
  Nordic Investment Bank 1.500% 8/9/19 2,750 2,720
  Nordic Investment Bank 2.500% 4/28/20 10,825 10,822
  Nordic Investment Bank 1.500% 9/29/20 3,100 3,023
  Nordic Investment Bank 1.625% 11/20/20 21,330 20,830
  Nordic Investment Bank 2.250% 2/1/21 15,000 14,873
  Nordic Investment Bank 1.250% 8/2/21 4,950 4,729
  Nordic Investment Bank 2.125% 2/1/22 2,900 2,836
  North American Development Bank 4.375% 2/11/20 2,600 2,660
  North American Development Bank 2.400% 10/26/22 6,000 5,829
14 Oesterreichische Kontrollbank AG 1.125% 4/26/19 18,330 18,081
14 Oesterreichische Kontrollbank AG 1.750% 1/24/20 16,850 16,646
14 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,525 8,315
14 Oesterreichische Kontrollbank AG 1.500% 10/21/20 24,605 23,938
14 Oesterreichische Kontrollbank AG 1.875% 1/20/21 7,900 7,736
14 Oesterreichische Kontrollbank AG 2.375% 10/1/21 9,450 9,348
14 Oesterreichische Kontrollbank AG 2.875% 3/13/23 7,030 7,043
4 Oriental Republic of Uruguay 4.500% 8/14/24 12,601 13,271
4 Oriental Republic of Uruguay 4.375% 10/27/27 34,119 35,271
4 Oriental Republic of Uruguay 7.625% 3/21/36 13,645 18,472
4 Oriental Republic of Uruguay 4.125% 11/20/45 14,775 13,833
4 Oriental Republic of Uruguay 5.100% 6/18/50 34,570 35,694
  Petroleos Mexicanos 8.000% 5/3/19 1,689 1,775
  Petroleos Mexicanos 6.000% 3/5/20 4,678 4,887
  Petroleos Mexicanos 5.500% 1/21/21 30,850 32,084
  Petroleos Mexicanos 6.375% 2/4/21 32,020 34,132
  Petroleos Mexicanos 4.875% 1/24/22 22,198 22,740
  Petroleos Mexicanos 5.375% 3/13/22 5,500 5,716
  Petroleos Mexicanos 3.500% 1/30/23 23,256 22,301
  Petroleos Mexicanos 4.625% 9/21/23 33,352 33,337
  Petroleos Mexicanos 4.875% 1/18/24 25,008 25,196
4 Petroleos Mexicanos 2.290% 2/15/24 1,425 1,406
  Petroleos Mexicanos 2.378% 4/15/25 2,119 2,087
  Petroleos Mexicanos 4.500% 1/23/26 4,870 4,713
  Petroleos Mexicanos 6.875% 8/4/26 29,519 32,235
  Petroleos Mexicanos 6.500% 3/13/27 84,060 89,776

 

 

9 Petroleos Mexicanos 5.350% 2/12/28 5,550 5,440
  Petroleos Mexicanos 6.625% 6/15/35 22,361 22,985
  Petroleos Mexicanos 6.625% 6/15/38 7,275 7,463
  Petroleos Mexicanos 6.500% 6/2/41 23,105 22,952
  Petroleos Mexicanos 5.500% 6/27/44 16,977 15,095
  Petroleos Mexicanos 6.375% 1/23/45 10,664 10,344
  Petroleos Mexicanos 5.625% 1/23/46 55,031 48,966
  Petroleos Mexicanos 6.750% 9/21/47 116,723 117,995
9 Petroleos Mexicanos 6.350% 2/12/48 4,752 4,583
15 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,970 2,866
  Province of Alberta 1.900% 12/6/19 23,000 22,731
  Province of Alberta 2.200% 7/26/22 24,750 24,009
  Province of Alberta 3.300% 3/15/28 12,940 13,024
  Province of British Columbia 2.650% 9/22/21 18,660 18,598
  Province of British Columbia 2.000% 10/23/22 6,510 6,277
  Province of British Columbia 6.500% 1/15/26 266 324
  Province of British Columbia 2.250% 6/2/26 7,500 7,041
  Province of Manitoba 1.750% 5/30/19 4,000 3,971
  Province of Manitoba 2.100% 9/6/22 6,450 6,218
  Province of Manitoba 3.050% 5/14/24 23,250 23,174
  Province of Manitoba 2.125% 6/22/26 5,375 4,948
  Province of New Brunswick 2.500% 12/12/22 1,675 1,638
  Province of Ontario 1.250% 6/17/19 14,200 13,994
  Province of Ontario 1.650% 9/27/19 25,520 25,200
  Province of Ontario 4.000% 10/7/19 22,240 22,723
  Province of Ontario 4.400% 4/14/20 33,100 34,273
  Province of Ontario 1.875% 5/21/20 2,665 2,623
  Province of Ontario 2.550% 2/12/21 37,685 37,459
  Province of Ontario 2.500% 9/10/21 33,225 32,824
  Province of Ontario 2.400% 2/8/22 15,525 15,220
  Province of Ontario 2.250% 5/18/22 31,575 30,669
  Province of Ontario 2.450% 6/29/22 10,750 10,510
  Province of Ontario 2.200% 10/3/22 1,000 966
  Province of Ontario 3.200% 5/16/24 2,050 2,060
  Province of Ontario 2.500% 4/27/26 13,450 12,800
  Province of Quebec 3.500% 7/29/20 17,120 17,451
  Province of Quebec 2.750% 8/25/21 17,205 17,165
  Province of Quebec 2.375% 1/31/22 18,150 17,816
  Province of Quebec 2.625% 2/13/23 25,110 24,738
  Province of Quebec 7.500% 7/15/23 300 361
  Province of Quebec 7.125% 2/9/24 10,915 13,100
  Province of Quebec 2.875% 10/16/24 14,990 14,806
  Province of Quebec 2.500% 4/20/26 17,500 16,693
  Province of Quebec 2.750% 4/12/27 45,500 43,963
  Province of Quebec 7.500% 9/15/29 19,605 27,055
  Republic of Chile 3.875% 8/5/20 3,000 3,067
  Republic of Chile 3.250% 9/14/21 200 202
  Republic of Chile 2.250% 10/30/22 10,245 9,841
  Republic of Chile 3.125% 3/27/25 500 490
  Republic of Chile 3.125% 1/21/26 19,068 18,811
4 Republic of Chile 3.240% 2/6/28 31,009 30,358
  Republic of Chile 3.860% 6/21/47 17,087 16,634
  Republic of Colombia 11.750% 2/25/20 3,350 3,889
  Republic of Colombia 4.375% 7/12/21 12,552 12,966
4 Republic of Colombia 2.625% 3/15/23 20,485 19,613
  Republic of Colombia 4.000% 2/26/24 54,920 55,359

 

 

Republic of Colombia 8.125% 5/21/24 3,784 4,653
4 Republic of Colombia 4.500% 1/28/26 10,293 10,653
4 Republic of Colombia 3.875% 4/25/27 28,025 27,482
Republic of Colombia 10.375% 1/28/33 10,050 15,922
Republic of Colombia 7.375% 9/18/37 19,572 25,100
Republic of Colombia 6.125% 1/18/41 8,100 9,349
4 Republic of Colombia 5.625% 2/26/44 6,432 7,051
4 Republic of Colombia 5.000% 6/15/45 62,811 63,596
Republic of Finland 6.950% 2/15/26 1,905 2,359
Republic of Hungary 6.250% 1/29/20 22,405 23,701
Republic of Hungary 6.375% 3/29/21 80,761 87,929
Republic of Hungary 5.375% 2/21/23 20,417 22,050
Republic of Hungary 5.750% 11/22/23 1,800 1,989
Republic of Hungary 5.375% 3/25/24 18,894 20,594
Republic of Hungary 7.625% 3/29/41 7,505 10,850
Republic of Indonesia 2.950% 1/11/23 10,000 9,655
Republic of Indonesia 3.500% 1/11/28 9,300 8,887
9 Republic of Indonesia 4.750% 7/18/47 6,315 6,260
Republic of Indonesia 4.350% 1/11/48 21,380 20,391
Republic of Italy 6.875% 9/27/23 25,880 30,198
Republic of Italy 5.375% 6/15/33 16,595 19,102
Republic of Korea 7.125% 4/16/19 27,198 28,429
Republic of Korea 3.875% 9/11/23 10,650 11,015
Republic of Korea 5.625% 11/3/25 525 605
Republic of Korea 2.750% 1/19/27 25,300 23,996
Republic of Korea 4.125% 6/10/44 370 403
Republic of Panama 5.200% 1/30/20 30,168 31,465
4 Republic of Panama 4.000% 9/22/24 1,914 1,962
4 Republic of Panama 3.750% 3/16/25 16,875 17,002
Republic of Panama 7.125% 1/29/26 17,600 21,560
Republic of Panama 8.875% 9/30/27 850 1,173
4 Republic of Panama 3.875% 3/17/28 15,050 15,114
Republic of Panama 9.375% 4/1/29 12,195 17,835
4 Republic of Panama 6.700% 1/26/36 31,629 40,185
4 Republic of Panama 4.500% 5/15/47 20,825 21,137
4 Republic of Panama 4.300% 4/29/53 5,000 4,916
Republic of Peru 7.350% 7/21/25 5,540 6,886
Republic of Peru 4.125% 8/25/27 1,301 1,359
Republic of Peru 8.750% 11/21/33 43,964 65,909
4 Republic of Peru 6.550% 3/14/37 13,491 17,304
Republic of Peru 5.625% 11/18/50 36,441 43,666
Republic of Philippines 3.000% 2/1/28 18,800 17,988
Republic of Poland 6.375% 7/15/19 43,983 46,031
Republic of Poland 5.125% 4/21/21 26,325 27,970
Republic of Poland 5.000% 3/23/22 33,877 36,248
Republic of Poland 3.000% 3/17/23 21,518 21,330
Republic of Poland 4.000% 1/22/24 9,995 10,395
Republic of Poland 3.250% 4/6/26 25,710 25,517
Republic of the Philippines 8.375% 6/17/19 20,580 22,021
Republic of the Philippines 4.000% 1/15/21 11,610 11,876
Republic of the Philippines 9.500% 10/21/24 1,150 1,564
Republic of the Philippines 10.625% 3/16/25 19,300 27,864
Republic of the Philippines 5.500% 3/30/26 23,425 26,587
Republic of the Philippines 9.500% 2/2/30 11,400 17,342
Republic of the Philippines 7.750% 1/14/31 21,670 29,715
Republic of the Philippines 6.375% 1/15/32 7,900 9,865
Republic of the Philippines 6.375% 10/23/34 34,415 44,094

 

 

  Republic of the Philippines 5.000% 1/13/37 805 910
  Republic of the Philippines 3.950% 1/20/40 23,450 23,479
  Republic of the Philippines 3.700% 3/1/41 21,150 20,383
  Republic of the Philippines 3.700% 2/2/42 15,620 15,032
  State of Israel 4.000% 6/30/22 16,030 16,661
  State of Israel 3.150% 6/30/23 11,000 10,966
  State of Israel 2.875% 3/16/26 25,400 24,420
  State of Israel 3.250% 1/17/28 5,000 4,863
  State of Israel 4.500% 1/30/43 15,550 15,866
  State of Israel 4.125% 1/17/48 13,800 13,318
  Statoil ASA 2.250% 11/8/19 16,233 16,095
  Statoil ASA 2.900% 11/8/20 5,620 5,622
  Statoil ASA 2.750% 11/10/21 17,910 17,745
  Statoil ASA 3.150% 1/23/22 7,917 7,918
  Statoil ASA 2.450% 1/17/23 12,925 12,518
  Statoil ASA 7.750% 6/15/23 25 30
  Statoil ASA 2.650% 1/15/24 22,086 21,297
  Statoil ASA 3.700% 3/1/24 11,037 11,234
  Statoil ASA 3.250% 11/10/24 10,633 10,506
  Statoil ASA 7.250% 9/23/27 5,375 6,807
9 Statoil ASA 6.500% 12/1/28 975 1,204
  Statoil ASA 5.100% 8/17/40 3,731 4,367
  Statoil ASA 4.250% 11/23/41 8,395 8,786
  Statoil ASA 3.950% 5/15/43 10,512 10,587
  Statoil ASA 4.800% 11/8/43 7,950 9,025
  Svensk Exportkredit AB 1.250% 4/12/19 13,100 12,953
  Svensk Exportkredit AB 1.875% 6/17/19 12,000 11,925
  Svensk Exportkredit AB 1.125% 8/28/19 25,550 25,110
  Svensk Exportkredit AB 1.750% 5/18/20 16,000 15,746
  Svensk Exportkredit AB 1.875% 6/23/20 10,700 10,542
  Svensk Exportkredit AB 1.750% 8/28/20 7,225 7,074
  Svensk Exportkredit AB 1.750% 3/10/21 12,350 12,031
  Svensk Exportkredit AB 2.000% 8/30/22 16,500 15,947
  Svensk Exportkredit AB 2.875% 3/14/23 12,750 12,756
  United Mexican States 3.500% 1/21/21 2,988 3,017
  United Mexican States 3.625% 3/15/22 57,309 58,240
  United Mexican States 4.000% 10/2/23 60,171 61,592
  United Mexican States 3.600% 1/30/25 31,672 31,230
  United Mexican States 4.125% 1/21/26 7,783 7,898
  United Mexican States 4.150% 3/28/27 26,400 26,670
  United Mexican States 3.750% 1/11/28 54,800 52,908
  United Mexican States 7.500% 4/8/33 16,775 21,992
  United Mexican States 6.750% 9/27/34 10,208 12,530
  United Mexican States 6.050% 1/11/40 54,446 61,526
  United Mexican States 4.750% 3/8/44 73,821 71,791
  United Mexican States 4.600% 1/23/46 14,539 13,806
  United Mexican States 4.350% 1/15/47 17,450 16,015
  United Mexican States 4.600% 2/10/48 1,500 1,423
  United Mexican States 5.750% 10/12/10 52,150 52,743
Total Sovereign Bonds (Cost $9,718,330)       9,630,637
Taxable Municipal Bonds (0.7%)        
  Alabama Economic Settlement Authority        
  BP Settlement Revenue 3.163% 9/15/25 4,500 4,493
  Alameda County CA Joint Powers Authority        
  Lease Revenue 7.046% 12/1/44 2,050 3,014
  American Municipal Power Ohio Inc.        
  Revenue (Hydroelectric Projects) 6.449% 2/15/44 50 68

 

 

American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.834% 2/15/41 2,300 3,533
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.053% 2/15/43 1,000 1,324
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 5.939% 2/15/47 8,500 10,755
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.270% 2/15/50 2,175 2,826
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.499% 2/15/50 1,550 2,304
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 8.084% 2/15/50 8,225 13,866
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.918% 4/1/40 4,075 5,678
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.263% 4/1/49 16,970 23,839
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 7.043% 4/1/50 2,900 4,327
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.907% 10/1/50 10,330 15,447
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 14,745 14,288
California GO 6.200% 10/1/19 11,250 11,867
California GO 5.700% 11/1/21 23,950 26,277
California GO 2.367% 4/1/22 2,000 1,979
California GO 7.500% 4/1/34 35,650 51,422
California GO 7.950% 3/1/36 550 602
California GO 7.550% 4/1/39 16,730 25,474
California GO 7.300% 10/1/39 6,055 8,830
California GO 7.350% 11/1/39 27,470 40,158
California GO 7.625% 3/1/40 15,200 23,147
California GO 7.600% 11/1/40 15,670 24,241
California State University Systemwide        
Revenue 3.899% 11/1/47 3,220 3,274
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,410 1,744
Chicago IL GO 7.045% 1/1/29 3,000 3,235
Chicago IL GO 7.375% 1/1/33 1,850 2,051
Chicago IL GO 7.781% 1/1/35 2,010 2,319
Chicago IL GO 5.432% 1/1/42 2,500 2,287
Chicago IL GO 6.314% 1/1/44 5,700 5,734
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 8,050 10,165
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,745 2,366
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,375 3,008

 

 

Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,135 9,415
Chicago IL Water Revenue 6.742% 11/1/40 5,750 7,421
Clark County NV Airport System Revenue 6.881% 7/1/42 475 503
Clark County NV Airport System Revenue 6.820% 7/1/45 3,745 5,548
Commonwealth Financing Authority        
Pennsylvania Revenue 3.864% 6/1/38 7,000 7,033
Connecticut GO 5.090% 10/1/30 8,770 9,493
Connecticut GO 5.850% 3/15/32 6,410 7,578
Cook County IL GO 6.229% 11/15/34 5,525 6,876
Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,619
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 2,065 2,756
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 3,850 4,612
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 9,740 12,985
Dallas TX Independent School District GO 6.450% 2/15/35 3,750 4,112
District of Columbia Income Tax Revenue 5.591% 12/1/34 1,175 1,410
District of Columbia Water & Sewer        
Authority Public Utility Revenue 4.814% 10/1/14 11,500 12,951
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 5,255 6,832
Emory University Georgia GO 5.625% 9/1/19 7,000 7,281
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 4,000 3,990
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.814% 7/1/24 95 93
Florida Board of Administration Finance        
Corp Revenue 2.638% 7/1/21 7,330 7,283
Florida Hurricane Catastrophe Fund        
Finance Corp. Revenue 2.995% 7/1/20 19,255 19,364
George Washington University District of        
Columbia GO 4.126% 9/15/48 7,715 7,697
George Washington University District of        
Columbia GO 3.485% 9/15/22 7,450 7,515
George Washington University District of        
Columbia GO 4.300% 9/15/44 4,825 5,044
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 13,095 16,266
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 6,718 8,270
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 3,699 4,436
Houston TX GO 6.290% 3/1/32 14,825 17,306
Illinois GO 4.950% 6/1/23 14,925 15,427
Illinois GO 5.100% 6/1/33 60,279 56,501
Illinois GO 6.630% 2/1/35 8,155 8,482
Illinois GO 6.725% 4/1/35 5,975 6,262
Illinois GO 7.350% 7/1/35 8,700 9,496
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 5,130 6,518
JobsOhio Beverage System Statewide        
Liquor Profits Revenue 3.985% 1/1/29 6,300 6,584
JobsOhio Beverage System Statewide        
Liquor Profits Revenue 4.532% 1/1/35 4,100 4,473
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 1,900 2,094
Kansas Development Finance Authority        
Revenue 4.927% 4/15/45 400 440

 

 

16 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 4,300 5,001
  Los Angeles CA Community College        
  District GO 6.750% 8/1/49 3,025 4,481
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 3,840 4,916
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 1,550 1,668
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 2,700 3,912
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 5,060 7,526
  Los Angeles CA Unified School District GO 5.750% 7/1/34 10,200 12,631
  Los Angeles CA Unified School District GO 6.758% 7/1/34 14,910 19,945
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 8,500 10,449
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 2,200 3,297
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 2,330 3,012
  Massachusetts GO 4.200% 12/1/21 5,020 5,231
  Massachusetts GO 4.500% 8/1/31 400 440
  Massachusetts GO 5.456% 12/1/39 5,250 6,471
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 3,100 3,825
  Massachusetts Transportation Fund        
  Revenue 5.731% 6/1/40 1,000 1,271
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 2,260 3,079
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 6,425 9,519
  Mississippi GO 5.245% 11/1/34 1,375 1,626
  Missouri Health & Educational Facilities        
  Authority Revenue (Washington        
  University) 3.652% 8/15/57 5,750 5,560
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 1,650 1,939
17 New Jersey Economic Development        
  Authority Revenue (State Pension        
  Funding) 7.425% 2/15/29 15,525 19,198
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 5.754% 12/15/28 12,075 13,525
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.104% 12/15/28 11,355 11,870
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.561% 12/15/40 8,635 10,981
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 14,050 20,694
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 15,750 22,544
  New York City NY GO 6.246% 6/1/35 2,150 2,300
  New York City NY GO 5.517% 10/1/37 7,150 8,806
  New York City NY GO 6.271% 12/1/37 1,980 2,647

 

 

  New York City NY Housing Development        
  Corp. Multi-Family Mortgage Revenue (8        
  Spruce Street) 3.709% 2/15/48 150 151
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.750% 6/15/41 1,435 1,876
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.724% 6/15/42 395 515
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.952% 6/15/42 2,900 3,865
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 6.011% 6/15/42 1,050 1,405
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.440% 6/15/43 4,400 5,523
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.882% 6/15/44 19,675 26,177
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 4,675 5,684
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 8,550 10,609
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 20,405 30,756
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 1,950 2,412
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.668% 11/15/39 200 271
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.628% 3/15/39 2,170 2,627
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.600% 3/15/40 865 1,067
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 5,775 6,909
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 4,780 5,970
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 10,730 15,743
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 9,260 10,851
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 2,610 2,617
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 3,200 3,498
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 2,828
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,425 3,024
  Oregon GO 5.892% 6/1/27 5,230 6,175
16 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,351
17 Oregon School Boards Association GO 5.680% 6/30/28 1,575 1,813
  Pennsylvania Public School Building        
  Authority Lease Revenue (School District        
  of Philadelphia) 5.000% 9/15/27 2,617 2,848

 

 

Pennsylvania Turnpike Commission        
Revenue 5.511% 12/1/45 2,195 2,768
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 2,560 3,186
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 6,355 8,080
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 12,075 15,352
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 6,300 7,521
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 4,625 5,094
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 3,600 4,205
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 21,900 23,965
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 5,400 6,360
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 6,100 7,221
President & Fellows of Harvard College        
Massachusetts GO 3.150% 7/15/46 5,962 5,469
Princeton University New Jersey GO 5.700% 3/1/39 9,740 12,643
Regents of the University of California        
Revenue 3.063% 7/1/25 10,500 10,436
Regional Transportation District of        
Colorado Sales Tax Revenue 5.844% 11/1/50 3,400 4,448
Rutgers State University New Jersey        
Revenue 5.665% 5/1/40 3,275 3,928
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 8,700 8,320
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 3,525 3,469
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 3,700 4,296
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 4,335 5,642
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,750 8,668
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 5,300 5,751
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 2,225 2,934
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 11,720 16,023
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 4,950 7,206
San Jose California Redevelopment        
Agency Successor Agency Tax        
Allocation 3.375% 8/1/34 5,940 5,750
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 8,800 10,554
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 4,250 4,015
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 8,750 11,789

 

 

  Stanford University California GO 4.750% 5/1/19 30 31
  Texas GO 5.517% 4/1/39 8,265 10,591
  Texas Transportation Commission        
  Revenue 5.178% 4/1/30 5,035 5,893
  Texas Transportation Commission        
  Revenue 4.631% 4/1/33 8,450 9,488
  Texas Transportation Commission        
  Revenue 4.681% 4/1/40 2,850 3,291
  University of California Regents Medical        
  Center Revenue 6.548% 5/15/48 3,950 5,424
  University of California Regents Medical        
  Center Revenue 6.583% 5/15/49 2,575 3,520
  University of California Revenue 6.270% 5/15/31 500 521
  University of California Revenue 5.770% 5/15/43 1,120 1,429
  University of California Revenue 5.946% 5/15/45 13,100 16,683
  University of California Revenue 4.858% 5/15/12 16,990 18,423
  University of California Revenue 4.767% 5/15/15 8,275 8,731
  University of Southern California GO 5.250% 10/1/11 3,400 4,028
  University of Texas Permanent University        
  Fund Revenue 3.376% 7/1/47 5,800 5,519
  University of Texas Revenue 3.354% 8/15/47 3,200 3,052
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 1,535 1,616
  University of Texas System Revenue        
  Financing System Revenue 5.134% 8/15/42 100 119
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,710 1,970
  University of Virginia Revenue 4.179% 9/1/17 3,500 3,504
  Utah GO 4.554% 7/1/24 2,425 2,575
  Utah GO 3.539% 7/1/25 8,710 8,908
  Washington GO 5.140% 8/1/40 5,935 7,113
  Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 17,970 18,387
  Wisconsin General Fund Annual        
  Appropriation Revenue 3.154% 5/1/27 3,100 3,051
16 Wisconsin GO 5.700% 5/1/26 1,370 1,553
Total Taxable Municipal Bonds (Cost $1,275,258)       1,424,350
        Shares  
Temporary Cash Investment (2.6%)        
Money Market Fund (2.6%)        
18 Vanguard Market Liquidity Fund (Cost        
  $5,110,045) 1.775%   51,103,193 5,110,319
 
Total Investments (102.0%) (Cost $203,892,533)       201,733,521
Other Assets and Liabilities-Net (-2.0%)       (3,938,749)
Net Assets (100%)       197,794,772

 

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury,
as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2018.
6 Adjustable-rate security based upon 12-month USD LIBOR plus spread.

 

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 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold
in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2018, the
aggregate value of these securities was $1,453,727,000, representing 0.7% of net assets.
10 Security value determined using significant unobservable inputs.
11 Guaranteed by the Government of Canada.
12 Guaranteed by the Federal Republic of Germany.
13 Guaranteed by the Government of Japan.
14 Guaranteed by the Republic of Austria.
15 Guaranteed by the Republic of the Philippines.
16 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
17 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
18 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 March 31, 2018, counterparties had deposited in segregated accounts securities and cash with a value of $6,810,000 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

 

Total Bond Market Index Fund

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

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

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

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

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Net Investments.

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 126,529,863 —
Asset-Backed/Commercial Mortgage-Backed Securities — 5,112,538 1
Corporate Bonds — 53,925,813 —
Sovereign Bonds — 9,630,637 —
Taxable Municipal Bonds — 1,424,350 —
Temporary Cash Investments 5,110,319 — —
Total 5,110,319 196,623,201 1

 

E. At March 31, 2018, the cost of investment securities for tax purposes was $203,892,533,000. Net unrealized depreciation of investment securities for tax purposes was $2,159,012,000, consisting of unrealized gains of $1,802,953,000 on securities that had risen in value since their purchase and $3,961,965,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Inflation-Protected Securities Fund

Schedule of Investments (unaudited)
As of March 31, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (99.6%)        
U.S. Government Securities (99.6%)        
United States Treasury Inflation Indexed        
Bonds 2.125% 1/15/19 155,697 182,895
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/19 1,233,580 1,303,887
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/19 342,276 408,018
United States Treasury Inflation Indexed        
Bonds 1.375% 1/15/20 395,584 463,206
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/20 1,080,200 1,138,857
United States Treasury Inflation Indexed        
Bonds 1.250% 7/15/20 641,210 748,130
United States Treasury Inflation Indexed        
Bonds 1.125% 1/15/21 770,499 892,417
1 United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/21 1,441,500 1,494,359
United States Treasury Inflation Indexed        
Bonds 0.625% 7/15/21 857,801 954,431
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/22 937,671 1,015,155
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/22 1,130,000 1,134,973
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/22 987,019 1,052,400
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/23 977,330 1,031,130
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/23 977,936 1,037,527
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/24 991,256 1,057,455
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/24 988,771 1,007,489
United States Treasury Inflation Indexed        
Bonds 0.250% 1/15/25 1,005,300 1,028,049
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/25 521,651 767,302
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/25 984,844 1,015,225
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/26 887,522 924,670
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/26 399,727 550,598
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/26 851,304 845,236
United States Treasury Inflation Indexed        
Bonds 0.375% 1/15/27 815,439 814,632
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/27 314,047 441,668

 

 

United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/27 415,000 409,801
United States Treasury Inflation Indexed        
Bonds 0.500% 1/15/28 783,400 772,329
United States Treasury Inflation Indexed        
Bonds 1.750% 1/15/28 340,866 442,810
United States Treasury Inflation Indexed        
Bonds 3.625% 4/15/28 222,575 436,658
United States Treasury Inflation Indexed        
Bonds 2.500% 1/15/29 282,170 385,364
United States Treasury Inflation Indexed        
Bonds 3.875% 4/15/29 231,242 463,445
United States Treasury Inflation Indexed        
Bonds 3.375% 4/15/32 112,029 210,191
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/40 94,056 135,670
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/41 232,258 332,711
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/42 421,145 447,755
United States Treasury Inflation Indexed        
Bonds 0.625% 2/15/43 317,755 321,589
United States Treasury Inflation Indexed        
Bonds 1.375% 2/15/44 482,735 568,841
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/45 635,400 642,176
United States Treasury Inflation Indexed        
Bonds 1.000% 2/15/46 399,802 426,598
United States Treasury Inflation Indexed        
Bonds 0.875% 2/15/47 515,100 522,801
United States Treasury Inflation Indexed        
Bonds 1.000% 2/15/48 180,000 184,886
Total U.S. Government and Agency Obligations (Cost $27,593,477)     28,013,334

 

 

        Shares  
Temporary Cash Investment (0.2%)          
Money Market Fund (0.2%)          
2 Vanguard Market Liquidity Fund          
(Cost $64,177)   1.775%   641,834 64,183
Total Investments (99.8%) (Cost $27,657,654)       28,077,517
 
        Notional  
  Expiration     Amount Value
  Date Contracts Exercise Price ($000) ($000)
Liability for Options Written (0.0%)          
 
Call Options on 10-year U.S. Treasury          
Note Futures Contracts 4/13/18 96 USD 120.75 11,592 (60)
 
Call Options on 10-year U.S. Treasury          
Note Futures Contracts 4/20/18 190 USD 120.00 22,800 (238)
 
Call Options on 10-year U.S. Treasury          
Note Futures Contracts 4/20/18 191 USD 120.50 23,016 (164)
 
Call Options on 10-year U.S. Treasury          
Note Futures Contracts 4/20/18 189 USD 121.00 22,869 (103)
 
Call Options on 10-year U.S. Treasury          
Note Futures Contracts 5/25/18 672 USD 122.00 81,984 (283)
 
Put Options on 10-year U.S. Treasury          
Note Futures Contracts 4/13/18 96 USD 120.25 11,544 (9)
 
Put Options on 10-year U.S. Treasury          
Note Futures Contracts 4/20/18 191 USD 120.50 23,016 (39)
 
Put Options on 10-year U.S. Treasury          
Note Futures Contracts 4/20/18 190 USD 120.00 22,800 (18)
 
Put Options on 10-year U.S. Treasury          
Note Futures Contracts 5/25/18 192 USD 120.00 23,040 (60)
Total Liability for Options Written (Premiums Received $900)     (974)
Other Assets and Liabilities-Net (0.2%)         56,368
Net Assets (100%)         28,132,911

1 Securities with a value of $6,641,000 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.

 

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 June 2018 3,989 456,585 1,837
 
Short Futures Contracts        
2-Year U.S. Treasury Note June 2018 (5,612) (1,193,164) (169)
Ultra Long U.S. Treasury Bond June 2018 (984) (157,901) (4,247)
10-Year U.S. Treasury Note June 2018 (900) (109,027) (126)
Ultra 10-Year U.S. Treasury Note June 2018 (190) (24,673) (44)
        (4,586)
        (2,749)

 

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.

 

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 28,013,334 —
Temporary Cash Investments 64,183 — —
Liability for Options Written (974) — —
Futures Contracts—Assets1 10,553 — —
Futures Contracts—Liabilities1 (12,170) — —
Total 61,592 28,013,334 —
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 March 31, 2018, the cost of investment securities for tax purposes was $27,657,654,000. Net unrealized appreciation of investment securities for tax purposes was $419,863,000, consisting of unrealized gains of $691,883,000 on securities that had risen in value since their purchase and $272,020,000 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 March 31, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (64.5%)        
U.S. Government Securities (41.1%)        
United States Treasury Note/Bond 1.125% 1/15/19 240,005 238,167
United States Treasury Note/Bond 1.125% 1/31/19 17,220 17,080
United States Treasury Note/Bond 1.250% 1/31/19 60,775 60,348
United States Treasury Note/Bond 1.500% 1/31/19 105,750 105,221
United States Treasury Note/Bond 0.750% 2/15/19 158,495 156,637
United States Treasury Note/Bond 2.750% 2/15/19 15,365 15,444
United States Treasury Note/Bond 1.125% 2/28/19 3,805 3,772
United States Treasury Note/Bond 1.375% 2/28/19 178,275 177,077
United States Treasury Note/Bond 1.500% 2/28/19 257,155 255,748
United States Treasury Note/Bond 1.000% 3/15/19 266,354 263,525
United States Treasury Note/Bond 1.250% 3/31/19 166,530 165,073
United States Treasury Note/Bond 1.500% 3/31/19 32,800 32,595
United States Treasury Note/Bond 1.625% 3/31/19 60,380 60,078
United States Treasury Note/Bond 0.875% 4/15/19 6,750 6,661
United States Treasury Note/Bond 1.250% 4/30/19 57,180 56,626
United States Treasury Note/Bond 1.625% 4/30/19 54,000 53,688
United States Treasury Note/Bond 0.875% 5/15/19 25,000 24,640
United States Treasury Note/Bond 3.125% 5/15/19 58,125 58,716
United States Treasury Note/Bond 1.125% 5/31/19 56,175 55,490
United States Treasury Note/Bond 1.250% 5/31/19 240,805 238,248
United States Treasury Note/Bond 1.500% 5/31/19 108,925 108,074
United States Treasury Note/Bond 0.875% 6/15/19 175,691 172,973
United States Treasury Note/Bond 1.000% 6/30/19 37,103 36,552
United States Treasury Note/Bond 1.250% 6/30/19 206,455 204,068
United States Treasury Note/Bond 1.625% 6/30/19 336,175 333,862
United States Treasury Note/Bond 0.750% 7/15/19 274,895 269,870
United States Treasury Note/Bond 0.875% 7/31/19 144,261 141,781
United States Treasury Note/Bond 1.375% 7/31/19 93,175 92,171
United States Treasury Note/Bond 1.625% 7/31/19 286,000 283,855
United States Treasury Note/Bond 0.750% 8/15/19 157,329 154,256
United States Treasury Note/Bond 3.625% 8/15/19 271,150 276,234
United States Treasury Note/Bond 8.125% 8/15/19 1,215 1,312
United States Treasury Note/Bond 1.000% 8/31/19 276,575 271,865
United States Treasury Note/Bond 1.250% 8/31/19 37,425 36,922
United States Treasury Note/Bond 1.625% 8/31/19 275,523 273,241
United States Treasury Note/Bond 0.875% 9/15/19 108,455 106,353
United States Treasury Note/Bond 1.000% 9/30/19 65,253 64,091
United States Treasury Note/Bond 1.750% 9/30/19 306,311 304,158
United States Treasury Note/Bond 1.000% 10/15/19 246,535 241,989
United States Treasury Note/Bond 1.250% 10/31/19 75,000 73,852
United States Treasury Note/Bond 1.500% 10/31/19 575,125 568,477
United States Treasury Note/Bond 1.000% 11/15/19 898,430 880,740
United States Treasury Note/Bond 3.375% 11/15/19 40,476 41,197
United States Treasury Note/Bond 1.000% 11/30/19 160,000 156,750
United States Treasury Note/Bond 1.500% 11/30/19 503,000 496,868
United States Treasury Note/Bond 1.750% 11/30/19 123,850 122,844
United States Treasury Note/Bond 1.375% 12/15/19 823,422 811,202
United States Treasury Note/Bond 1.125% 12/31/19 47,315 46,406
United States Treasury Note/Bond 1.625% 12/31/19 282,284 279,240

 

 

United States Treasury Note/Bond 1.875% 12/31/19 626,614 622,503
United States Treasury Note/Bond 1.375% 1/15/20 441,610 434,778
United States Treasury Note/Bond 1.250% 1/31/20 137,319 134,809
United States Treasury Note/Bond 1.375% 1/31/20 76,890 75,677
United States Treasury Note/Bond 2.000% 1/31/20 41,376 41,182
United States Treasury Note/Bond 1.375% 2/15/20 186,627 183,537
United States Treasury Note/Bond 8.500% 2/15/20 5,018 5,597
United States Treasury Note/Bond 1.375% 2/29/20 66,100 64,984
United States Treasury Note/Bond 2.250% 2/29/20 85,828 85,788
United States Treasury Note/Bond 1.625% 3/15/20 531,000 524,278
United States Treasury Note/Bond 1.375% 3/31/20 64,030 62,879
United States Treasury Note/Bond 2.250% 3/31/20 164,570 164,519
United States Treasury Note/Bond 1.500% 4/15/20 347,514 341,975
United States Treasury Note/Bond 1.125% 4/30/20 56,276 54,922
United States Treasury Note/Bond 1.375% 4/30/20 186,474 182,948
United States Treasury Note/Bond 1.500% 5/15/20 307,960 302,811
United States Treasury Note/Bond 3.500% 5/15/20 134,995 138,243
United States Treasury Note/Bond 1.375% 5/31/20 135,615 132,903
United States Treasury Note/Bond 1.500% 5/31/20 798,900 785,047
United States Treasury Note/Bond 1.500% 6/15/20 338,310 332,335
United States Treasury Note/Bond 1.625% 6/30/20 126,325 124,391
United States Treasury Note/Bond 1.875% 6/30/20 151,470 149,931
United States Treasury Note/Bond 1.500% 7/15/20 428,455 420,490
United States Treasury Note/Bond 1.625% 7/31/20 163,070 160,471
United States Treasury Note/Bond 1.500% 8/15/20 770,184 755,504
United States Treasury Note/Bond 2.625% 8/15/20 233,220 234,640
United States Treasury Note/Bond 8.750% 8/15/20 21,755 24,957
United States Treasury Note/Bond 1.375% 8/31/20 268,375 262,210
United States Treasury Note/Bond 2.125% 8/31/20 230,683 229,458
United States Treasury Note/Bond 1.375% 9/15/20 127,730 124,796
United States Treasury Note/Bond 1.375% 9/30/20 283,315 276,541
United States Treasury Note/Bond 2.000% 9/30/20 14,642 14,518
United States Treasury Note/Bond 1.625% 10/15/20 672,940 660,747
United States Treasury Note/Bond 1.375% 10/31/20 312,743 305,021
United States Treasury Note/Bond 1.750% 10/31/20 246,582 242,767
United States Treasury Note/Bond 1.750% 11/15/20 1,313,195 1,292,880
United States Treasury Note/Bond 2.625% 11/15/20 232,450 233,903
United States Treasury Note/Bond 1.625% 11/30/20 64,000 62,770
United States Treasury Note/Bond 2.000% 11/30/20 241,475 239,174
United States Treasury Note/Bond 1.875% 12/15/20 709,465 700,263
United States Treasury Note/Bond 1.750% 12/31/20 212,111 208,599
United States Treasury Note/Bond 2.375% 12/31/20 119,345 119,345
United States Treasury Note/Bond 2.000% 1/15/21 690,595 683,579
United States Treasury Note/Bond 1.375% 1/31/21 325,353 316,354
United States Treasury Note/Bond 2.125% 1/31/21 169,525 168,281
United States Treasury Note/Bond 2.250% 2/15/21 511,532 509,455
United States Treasury Note/Bond 3.625% 2/15/21 143,290 148,193
United States Treasury Note/Bond 7.875% 2/15/21 22,550 25,999
United States Treasury Note/Bond 1.125% 2/28/21 139,373 134,386
United States Treasury Note/Bond 2.000% 2/28/21 340,741 336,908
United States Treasury Note/Bond 2.375% 3/15/21 165,221 165,143
United States Treasury Note/Bond 1.250% 3/31/21 236,387 228,520
United States Treasury Note/Bond 2.250% 3/31/21 206,451 205,515
United States Treasury Note/Bond 1.375% 4/30/21 129,581 125,592
United States Treasury Note/Bond 2.250% 4/30/21 74,355 73,995
United States Treasury Note/Bond 3.125% 5/15/21 13,845 14,133
United States Treasury Note/Bond 1.375% 5/31/21 58,985 57,086

 

 

United States Treasury Note/Bond 2.000% 5/31/21 123,450 121,811
United States Treasury Note/Bond 1.125% 6/30/21 651,993 625,405
United States Treasury Note/Bond 2.125% 6/30/21 338,285 334,902
United States Treasury Note/Bond 1.125% 7/31/21 356,305 341,272
United States Treasury Note/Bond 2.250% 7/31/21 179,750 178,598
United States Treasury Note/Bond 2.125% 8/15/21 287,453 284,265
United States Treasury Note/Bond 8.125% 8/15/21 34,550 40,893
United States Treasury Note/Bond 1.125% 8/31/21 274,994 263,007
United States Treasury Note/Bond 2.000% 8/31/21 173,550 170,919
United States Treasury Note/Bond 1.125% 9/30/21 58,473 55,842
United States Treasury Note/Bond 2.125% 9/30/21 193,750 191,539
United States Treasury Note/Bond 1.250% 10/31/21 468,817 449,258
United States Treasury Note/Bond 2.000% 10/31/21 275,870 271,387
United States Treasury Note/Bond 2.000% 11/15/21 281,291 276,675
United States Treasury Note/Bond 1.750% 11/30/21 546,296 532,300
United States Treasury Note/Bond 1.875% 11/30/21 177,492 173,775
United States Treasury Note/Bond 2.000% 12/31/21 176,415 173,273
United States Treasury Note/Bond 2.125% 12/31/21 154,225 152,249
United States Treasury Note/Bond 1.500% 1/31/22 325,593 313,689
United States Treasury Note/Bond 1.875% 1/31/22 323,028 315,660
United States Treasury Note/Bond 2.000% 2/15/22 39,412 38,710
United States Treasury Note/Bond 1.750% 2/28/22 160,777 156,306
United States Treasury Note/Bond 1.875% 2/28/22 304,490 297,353
United States Treasury Note/Bond 1.750% 3/31/22 102,337 99,427
United States Treasury Note/Bond 1.875% 3/31/22 504,683 492,459
United States Treasury Note/Bond 1.750% 4/30/22 141,350 137,176
United States Treasury Note/Bond 1.875% 4/30/22 63,511 61,913
United States Treasury Note/Bond 1.750% 5/31/22 74,151 71,903
United States Treasury Note/Bond 1.875% 5/31/22 95,350 92,951
United States Treasury Note/Bond 1.750% 6/30/22 458,955 444,613
United States Treasury Note/Bond 2.125% 6/30/22 35,735 35,160
United States Treasury Note/Bond 1.875% 7/31/22 54,738 53,250
United States Treasury Note/Bond 2.000% 7/31/22 47,730 46,701
United States Treasury Note/Bond 1.625% 8/15/22 326,884 314,678
United States Treasury Note/Bond 7.250% 8/15/22 75 90
United States Treasury Note/Bond 1.625% 8/31/22 372,190 358,002
United States Treasury Note/Bond 1.875% 8/31/22 233,806 227,376
United States Treasury Note/Bond 1.750% 9/30/22 250,303 241,855
United States Treasury Note/Bond 1.875% 9/30/22 507,126 492,703
United States Treasury Note/Bond 1.875% 10/31/22 246,430 239,306
United States Treasury Note/Bond 2.000% 10/31/22 538,170 525,388
United States Treasury Note/Bond 1.625% 11/15/22 58,976 56,598
United States Treasury Note/Bond 7.625% 11/15/22 150 183
United States Treasury Note/Bond 2.000% 11/30/22 401,175 391,459
United States Treasury Note/Bond 2.125% 12/31/22 365,696 358,554
United States Treasury Note/Bond 1.750% 1/31/23 218,340 210,220
United States Treasury Note/Bond 2.375% 1/31/23 281,440 279,022
United States Treasury Note/Bond 2.000% 2/15/23 204,625 199,317
United States Treasury Note/Bond 7.125% 2/15/23 15,675 18,935
United States Treasury Note/Bond 1.500% 2/28/23 264,130 251,087
United States Treasury Note/Bond 2.625% 2/28/23 220,434 221,020
United States Treasury Note/Bond 1.500% 3/31/23 103,390 98,172
United States Treasury Note/Bond 2.500% 3/31/23 300,000 298,968
United States Treasury Note/Bond 1.625% 4/30/23 151,271 144,346
United States Treasury Note/Bond 1.750% 5/15/23 304,150 291,890
United States Treasury Note/Bond 1.625% 5/31/23 129,505 123,455
United States Treasury Note/Bond 1.375% 6/30/23 389,587 366,395

 

 

United States Treasury Note/Bond 1.250% 7/31/23 217,965 203,355
United States Treasury Note/Bond 2.500% 8/15/23 353,810 351,984
United States Treasury Note/Bond 6.250% 8/15/23 31,045 36,716
United States Treasury Note/Bond 1.375% 8/31/23 393,095 368,711
United States Treasury Note/Bond 1.375% 9/30/23 218,190 204,383
United States Treasury Note/Bond 1.625% 10/31/23 456,445 433,052
United States Treasury Note/Bond 2.750% 11/15/23 343,390 345,643
United States Treasury Note/Bond 2.125% 11/30/23 353,625 344,286
United States Treasury Note/Bond 2.250% 12/31/23 201,775 197,614
United States Treasury Note/Bond 2.250% 1/31/24 290,600 284,425
United States Treasury Note/Bond 2.750% 2/15/24 218,849 220,149
United States Treasury Note/Bond 2.125% 2/29/24 570,811 554,492
United States Treasury Note/Bond 2.125% 3/31/24 512,645 497,425
United States Treasury Note/Bond 2.000% 4/30/24 167,040 160,828
United States Treasury Note/Bond 2.500% 5/15/24 468,818 464,570
United States Treasury Note/Bond 2.000% 5/31/24 365,731 351,903
United States Treasury Note/Bond 2.000% 6/30/24 380,940 366,297
United States Treasury Note/Bond 2.125% 7/31/24 203,340 196,890
United States Treasury Note/Bond 2.375% 8/15/24 499,320 490,662
United States Treasury Note/Bond 1.875% 8/31/24 317,710 302,867
United States Treasury Note/Bond 2.125% 9/30/24 634,270 613,358
United States Treasury Note/Bond 2.250% 10/31/24 309,393 301,272
United States Treasury Note/Bond 2.250% 11/15/24 299,872 291,859
United States Treasury Note/Bond 7.500% 11/15/24 16,650 21,536
United States Treasury Note/Bond 2.125% 11/30/24 748,200 722,597
United States Treasury Note/Bond 2.250% 12/31/24 335,025 325,916
United States Treasury Note/Bond 2.500% 1/31/25 315,825 312,026
United States Treasury Note/Bond 2.000% 2/15/25 329,559 315,088
United States Treasury Note/Bond 2.750% 2/28/25 488,555 490,309
United States Treasury Note/Bond 2.625% 3/31/25 250,000 248,827
United States Treasury Note/Bond 2.125% 5/15/25 485,546 467,260
United States Treasury Note/Bond 2.000% 8/15/25 550,133 523,913
United States Treasury Note/Bond 6.875% 8/15/25 4,072 5,210
United States Treasury Note/Bond 2.250% 11/15/25 446,040 431,472
United States Treasury Note/Bond 1.625% 2/15/26 279,234 257,462
United States Treasury Note/Bond 1.625% 5/15/26 327,078 300,656
United States Treasury Note/Bond 1.500% 8/15/26 514,832 467,128
United States Treasury Note/Bond 6.750% 8/15/26 8,800 11,461
United States Treasury Note/Bond 2.000% 11/15/26 288,062 271,545
United States Treasury Note/Bond 6.500% 11/15/26 36,215 46,723
United States Treasury Note/Bond 2.250% 2/15/27 456,416 438,442
United States Treasury Note/Bond 6.625% 2/15/27 39,650 51,880
United States Treasury Note/Bond 2.375% 5/15/27 100,510 97,464
United States Treasury Note/Bond 2.250% 8/15/27 417,539 400,186
United States Treasury Note/Bond 6.375% 8/15/27 6,850 8,911
United States Treasury Note/Bond 2.250% 11/15/27 177,761 170,151
United States Treasury Note/Bond 6.125% 11/15/27 106,808 137,231
United States Treasury Note/Bond 2.750% 2/15/28 742,961 742,731
United States Treasury Note/Bond 5.500% 8/15/28 35,575 44,330
United States Treasury Note/Bond 5.250% 11/15/28 76,342 93,710
United States Treasury Note/Bond 5.250% 2/15/29 156,279 192,540
United States Treasury Note/Bond 6.125% 8/15/29 72,930 96,667
United States Treasury Note/Bond 6.250% 5/15/30 147,435 199,866
United States Treasury Note/Bond 5.375% 2/15/31 314,875 402,845
United States Treasury Note/Bond 4.500% 2/15/36 268,600 331,428
United States Treasury Note/Bond 4.750% 2/15/37 173,000 221,115
United States Treasury Note/Bond 5.000% 5/15/37 118,327 155,748

 

 

United States Treasury Note/Bond 4.375% 2/15/38 58,450 71,811
United States Treasury Note/Bond 4.500% 5/15/38 79,579 99,436
United States Treasury Note/Bond 3.500% 2/15/39 110,394 121,071
United States Treasury Note/Bond 4.250% 5/15/39 109,367 132,847
United States Treasury Note/Bond 4.500% 8/15/39 129,306 162,218
United States Treasury Note/Bond 4.375% 11/15/39 107,905 133,380
United States Treasury Note/Bond 4.625% 2/15/40 192,305 245,639
United States Treasury Note/Bond 4.375% 5/15/40 154,320 190,996
United States Treasury Note/Bond 3.875% 8/15/40 125,050 144,492
United States Treasury Note/Bond 4.250% 11/15/40 137,654 167,723
United States Treasury Note/Bond 4.750% 2/15/41 152,492 198,740
United States Treasury Note/Bond 4.375% 5/15/41 127,000 157,758
United States Treasury Note/Bond 3.750% 8/15/41 133,000 151,225
United States Treasury Note/Bond 3.125% 11/15/41 184,626 190,279
United States Treasury Note/Bond 3.125% 2/15/42 163,742 168,782
United States Treasury Note/Bond 3.000% 5/15/42 238,000 240,009
United States Treasury Note/Bond 2.750% 8/15/42 446,938 430,808
United States Treasury Note/Bond 2.750% 11/15/42 705,854 679,603
United States Treasury Note/Bond 3.125% 2/15/43 248,259 255,203
United States Treasury Note/Bond 2.875% 5/15/43 333,200 327,629
United States Treasury Note/Bond 3.625% 8/15/43 334,652 373,712
United States Treasury Note/Bond 3.750% 11/15/43 221,706 252,676
United States Treasury Note/Bond 3.625% 2/15/44 192,994 215,702
United States Treasury Note/Bond 3.375% 5/15/44 181,990 195,241
United States Treasury Note/Bond 3.125% 8/15/44 202,650 208,160
United States Treasury Note/Bond 3.000% 11/15/44 272,831 274,026
United States Treasury Note/Bond 2.500% 2/15/45 242,882 221,173
United States Treasury Note/Bond 3.000% 5/15/45 253,154 254,144
United States Treasury Note/Bond 2.875% 8/15/45 255,506 250,276
United States Treasury Note/Bond 3.000% 11/15/45 158,437 158,957
United States Treasury Note/Bond 2.500% 2/15/46 315,698 286,594
United States Treasury Note/Bond 2.500% 5/15/46 292,873 265,645
United States Treasury Note/Bond 2.250% 8/15/46 403,005 346,145
United States Treasury Note/Bond 2.875% 11/15/46 514,990 503,722
United States Treasury Note/Bond 3.000% 2/15/47 254,099 254,775
United States Treasury Note/Bond 3.000% 5/15/47 177,051 177,465
United States Treasury Note/Bond 2.750% 8/15/47 82,418 78,567
United States Treasury Note/Bond 2.750% 11/15/47 580,164 552,966
United States Treasury Note/Bond 3.000% 2/15/48 487,000 488,446
        62,823,083
Agency Bonds and Notes (2.0%)        
1 AID-Iraq 2.149% 1/18/22 9,025 8,871
1 AID-Israel 5.500% 9/18/23 6,500 7,371
1 AID-Israel 5.500% 12/4/23 7,002 7,981
1 AID-Israel 5.500% 4/26/24 5,575 6,396
1 AID-Israel 5.500% 9/18/33 150 194
1 AID-Jordan 1.945% 6/23/19 5,400 5,367
1 AID-Jordan 2.503% 10/30/20 6,550 6,523
1 AID-Jordan 2.578% 6/30/22 3,180 3,149
1 AID-Jordan 3.000% 6/30/25 4,325 4,279
1 AID-Tunisia 2.452% 7/24/21 2,300 2,284
1 AID-Tunisia 1.416% 8/5/21 2,830 2,725
1 AID-Ukraine 1.844% 5/16/19 3,400 3,390
1 AID-Ukraine 1.847% 5/29/20 6,000 5,905
1 AID-Ukraine 1.471% 9/29/21 6,825 6,541
2 Federal Farm Credit Banks 5.150% 11/15/19 5,625 5,880
2 Federal Farm Credit Banks 2.375% 3/27/20 5,800 5,804

 

 

2 Federal Farm Credit Banks 1.680% 10/13/20 9,200 9,034
2 Federal Farm Credit Banks 3.500% 12/20/23 5,100 5,315
2 Federal Home Loan Banks 1.375% 5/28/19 42,500 42,099
2 Federal Home Loan Banks 1.125% 6/21/19 57,975 57,218
2 Federal Home Loan Banks 0.875% 8/5/19 52,500 51,553
2 Federal Home Loan Banks 5.125% 8/15/19 4,095 4,253
2 Federal Home Loan Banks 1.000% 9/26/19 42,500 41,726
2 Federal Home Loan Banks 1.500% 10/21/19 113,400 112,064
2 Federal Home Loan Banks 1.375% 11/15/19 36,425 35,900
2 Federal Home Loan Banks 2.125% 2/11/20 40,375 40,220
2 Federal Home Loan Banks 1.875% 3/13/20 3,575 3,544
2 Federal Home Loan Banks 4.125% 3/13/20 20,315 21,003
2 Federal Home Loan Banks 2.375% 3/30/20 37,370 37,398
2 Federal Home Loan Banks 3.375% 6/12/20 15,325 15,650
2 Federal Home Loan Banks 1.375% 9/28/20 21,525 20,992
2 Federal Home Loan Banks 3.125% 12/11/20 1,000 1,018
2 Federal Home Loan Banks 5.250% 12/11/20 5,250 5,633
2 Federal Home Loan Banks 1.375% 2/18/21 16,820 16,320
2 Federal Home Loan Banks 2.250% 6/11/21 30,000 29,779
2 Federal Home Loan Banks 5.625% 6/11/21 17,350 19,007
2 Federal Home Loan Banks 1.125% 7/14/21 19,500 18,659
2 Federal Home Loan Banks 1.875% 11/29/21 79,160 77,354
2 Federal Home Loan Banks 2.000% 9/9/22 1,265 1,233
2 Federal Home Loan Banks 2.125% 3/10/23 28,800 28,079
2 Federal Home Loan Banks 2.875% 6/14/24 200 201
2 Federal Home Loan Banks 5.375% 8/15/24 1,585 1,826
2 Federal Home Loan Banks 2.875% 9/13/24 1,000 1,006
2 Federal Home Loan Banks 5.500% 7/15/36 16,715 22,213
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 59,500 58,851
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 35,575 35,390
3 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 47,121 46,311
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 32,929 32,501
3 Federal Home Loan Mortgage Corp. 1.375% 8/15/19 53,000 52,380
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 46,929 46,223
3 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 122,000 120,262
3 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 34,346 33,675
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 15,829 15,512
3 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 69,400 68,097
3 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 71,468 70,480
3 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 40,000 39,915
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 36,000 34,389
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 70,985 70,485
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 2,573 3,477
3 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 26,470 36,700
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 28,178 38,345
3 Federal National Mortgage Assn. 1.750% 6/20/19 76,800 76,371
3 Federal National Mortgage Assn. 0.875% 8/2/19 108,500 106,556
3 Federal National Mortgage Assn. 1.000% 8/28/19 59,450 58,430
3 Federal National Mortgage Assn. 1.750% 9/12/19 72,925 72,403
3 Federal National Mortgage Assn. 0.000% 10/9/19 23,075 22,251
3 Federal National Mortgage Assn. 1.000% 10/24/19 56,000 54,910
3 Federal National Mortgage Assn. 1.750% 11/26/19 17,250 17,101
3 Federal National Mortgage Assn. 1.625% 1/21/20 40,320 39,830
3 Federal National Mortgage Assn. 1.500% 2/28/20 49,775 49,003
3 Federal National Mortgage Assn. 1.500% 6/22/20 18,200 17,857
3 Federal National Mortgage Assn. 1.500% 7/30/20 32,000 31,354
3 Federal National Mortgage Assn. 1.500% 11/30/20 18,032 17,606

 

 

3 Federal National Mortgage Assn. 1.875% 12/28/20 42,000 41,384
3 Federal National Mortgage Assn. 1.375% 2/26/21 20,285 19,677
3 Federal National Mortgage Assn. 1.250% 8/17/21 23,645 22,678
3 Federal National Mortgage Assn. 1.375% 10/7/21 44,250 42,540
3 Federal National Mortgage Assn. 2.000% 1/5/22 101,000 98,944
3 Federal National Mortgage Assn. 1.875% 4/5/22 61,000 59,409
3 Federal National Mortgage Assn. 2.000% 10/5/22 64,800 63,119
3 Federal National Mortgage Assn. 2.375% 1/19/23 19,149 18,901
3 Federal National Mortgage Assn. 2.625% 9/6/24 26,715 26,443
3 Federal National Mortgage Assn. 2.125% 4/24/26 32,200 30,410
3 Federal National Mortgage Assn. 1.875% 9/24/26 30,435 28,032
3 Federal National Mortgage Assn. 6.250% 5/15/29 7,250 9,397
3 Federal National Mortgage Assn. 7.125% 1/15/30 8,850 12,362
3 Federal National Mortgage Assn. 7.250% 5/15/30 32,760 46,434
3 Federal National Mortgage Assn. 6.625% 11/15/30 27,435 37,458
3 Federal National Mortgage Assn. 5.625% 7/15/37 3,396 4,601
3 Federal National Mortgage Assn. 6.210% 8/6/38 300 432
2 Financing Corp. 9.700% 4/5/19 475 510
  NCUA Guaranteed Notes 3.000% 6/12/19 180 181
  Private Export Funding Corp. 1.450% 8/15/19 7,700 7,604
  Private Export Funding Corp. 2.250% 3/15/20 7,050 7,022
  Private Export Funding Corp. 2.300% 9/15/20 2,575 2,562
  Private Export Funding Corp. 4.300% 12/15/21 7,760 8,207
  Private Export Funding Corp. 2.800% 5/15/22 1,125 1,130
  Private Export Funding Corp. 2.050% 11/15/22 15,525 15,054
  Private Export Funding Corp. 3.550% 1/15/24 16,425 17,070
  Private Export Funding Corp. 2.450% 7/15/24 4,955 4,831
  Private Export Funding Corp. 3.250% 6/15/25 1,575 1,601
  Resolution Funding Corp. 8.125% 10/15/19 100 109
  Resolution Funding Corp. 8.875% 7/15/20 100 114
2 Tennessee Valley Authority 2.250% 3/15/20 11,800 11,767
2 Tennessee Valley Authority 3.875% 2/15/21 5,395 5,600
2 Tennessee Valley Authority 1.875% 8/15/22 3,875 3,757
2 Tennessee Valley Authority 2.875% 9/15/24 12,231 12,242
2 Tennessee Valley Authority 6.750% 11/1/25 18,981 23,835
2 Tennessee Valley Authority 2.875% 2/1/27 25,750 25,495
2 Tennessee Valley Authority 7.125% 5/1/30 9,625 13,440
2 Tennessee Valley Authority 4.700% 7/15/33 100 118
2 Tennessee Valley Authority 4.650% 6/15/35 4,000 4,719
2 Tennessee Valley Authority 5.880% 4/1/36 6,795 9,266
2 Tennessee Valley Authority 6.150% 1/15/38 665 948
2 Tennessee Valley Authority 5.500% 6/15/38 1,436 1,898
2 Tennessee Valley Authority 5.250% 9/15/39 12,048 15,761
2 Tennessee Valley Authority 4.875% 1/15/48 14,320 17,898
2 Tennessee Valley Authority 5.375% 4/1/56 5,585 7,725
2 Tennessee Valley Authority 4.625% 9/15/60 8,838 10,948
2 Tennessee Valley Authority 4.250% 9/15/65 8,050 9,328
          2,972,583
Conventional Mortgage-Backed Securities (21.3%)        
3,4 Fannie Mae Pool 2.000% 11/1/27–11/1/31 82,878 79,256
3,4 Fannie Mae Pool 2.500% 11/1/26–10/1/46 965,452 947,918
3,4,5Fannie Mae Pool 3.000% 11/1/20–4/1/48 3,578,529 3,525,659
3,4,5Fannie Mae Pool 3.500% 5/1/20–4/1/48 4,289,189 4,312,526
3,4,5Fannie Mae Pool 4.000% 6/1/18–4/1/48 2,733,112 2,812,014
3,4,5Fannie Mae Pool 4.500% 4/1/18–4/1/48 1,058,045 1,112,656
3,4,5Fannie Mae Pool 5.000% 4/1/18–4/1/48 333,640 359,169
3,4 Fannie Mae Pool 5.500% 4/1/18–2/1/42 279,129 305,730

 

 

3,4 Fannie Mae Pool 6.000% 10/1/18–5/1/41 184,134 205,778
3,4 Fannie Mae Pool 6.500% 10/1/21–5/1/40 50,673 56,476
3,4 Fannie Mae Pool 7.000% 8/1/27–12/1/38 12,438 14,113
3,4 Fannie Mae Pool 7.500% 7/1/30–12/1/32 146 162
3,4 Fannie Mae Pool 8.000% 12/1/29 17 20
3,4 Freddie Mac Gold Pool 2.000% 7/1/28–12/1/31 43,468 41,477
3,4,5Freddie Mac Gold Pool 2.500% 4/1/27–10/1/46 737,223 724,021
3,4,5Freddie Mac Gold Pool 3.000% 4/1/21–4/1/48 2,472,590 2,434,286
3,4,5Freddie Mac Gold Pool 3.500% 12/1/20–4/1/48 2,745,770 2,762,348
3,4,5Freddie Mac Gold Pool 4.000% 7/1/18–4/1/48 1,616,696 1,663,461
3,4,5Freddie Mac Gold Pool 4.500% 4/1/18–4/1/48 586,557 615,987
3,4 Freddie Mac Gold Pool 5.000% 4/1/18–8/1/44 193,309 207,894
3,4 Freddie Mac Gold Pool 5.500% 4/1/18–6/1/41 151,904 166,271
3,4 Freddie Mac Gold Pool 6.000% 11/1/18–5/1/40 78,151 87,075
3,4 Freddie Mac Gold Pool 6.500% 3/1/22–9/1/39 20,071 22,625
3,4 Freddie Mac Gold Pool 7.000% 3/1/26–12/1/38 7,406 8,484
3,4 Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 70 80
3,4 Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 99 113
3,4 Freddie Mac Gold Pool 8.500% 6/1/25 20 23
4 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 119,493 117,980
4,5 Ginnie Mae I Pool 3.500% 11/15/25–4/1/48 159,984 161,952
4,5 Ginnie Mae I Pool 4.000% 8/15/18–4/1/48 215,874 222,791
4,5 Ginnie Mae I Pool 4.500% 6/15/18–4/1/48 186,607 196,242
4 Ginnie Mae I Pool 5.000% 5/15/18–11/15/46 115,198 123,129
4 Ginnie Mae I Pool 5.500% 6/15/18–6/15/41 54,239 59,441
4 Ginnie Mae I Pool 6.000% 1/15/26–6/15/41 35,081 39,203
4 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 9,510 10,637
4 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 474 541
4 Ginnie Mae I Pool 7.500% 12/15/23 14 16
4 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 41 46
4 Ginnie Mae II Pool 2.500% 6/20/27–12/20/46 90,121 86,650
4 Ginnie Mae II Pool 3.000% 10/20/26–4/1/48 2,451,840 2,414,368
4,5 Ginnie Mae II Pool 3.500% 9/20/25–4/1/48 3,820,497 3,867,647
4,5 Ginnie Mae II Pool 4.000% 9/20/25–5/1/48 1,728,615 1,786,262
4,5 Ginnie Mae II Pool 4.500% 8/20/33–5/1/48 682,843 717,589
4 Ginnie Mae II Pool 5.000% 12/20/32–6/20/44 197,292 211,399
4 Ginnie Mae II Pool 5.500% 8/20/23–5/20/45 73,458 78,417
4 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 23,397 25,834
4 Ginnie Mae II Pool 6.500% 10/20/28–11/20/39 8,459 9,431
4 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 1,477 1,726
          32,596,923
Nonconventional Mortgage-Backed Securities (0.1%)        
3,4 Fannie Mae Pool 2.124% 3/1/43 4,074 4,034
3,4 Fannie Mae Pool 2.178% 6/1/43 3,100 3,080
3,4 Fannie Mae Pool 2.196% 10/1/42 1,969 2,002
3,4 Fannie Mae Pool 2.267% 7/1/43 4,117 4,010
3,4 Fannie Mae Pool 2.394% 10/1/42 1,933 1,923
3,4 Fannie Mae Pool 2.435% 9/1/43 544 539
3,4 Fannie Mae Pool 2.576% 4/1/37 719 743
3,4 Fannie Mae Pool 2.707% 12/1/43 2,723 2,835
3,4 Fannie Mae Pool 2.723% 1/1/42 1,949 1,954
3,4 Fannie Mae Pool 2.725% 3/1/42 2,288 2,375
3,4 Fannie Mae Pool 2.879% 9/1/43 2,925 3,081
3,4 Fannie Mae Pool 2.985% 6/1/37 116 121
3,4,6Fannie Mae Pool 3.060% 9/1/37 1,479 1,573
3,4 Fannie Mae Pool 3.066% 10/1/37 231 236
3,4,6Fannie Mae Pool 3.112% 12/1/41 1,060 1,086

 

 

3,4 Fannie Mae Pool 3.298% 7/1/36 203 209
3,4 Fannie Mae Pool 3.310% 12/1/33 173 182
3,4 Fannie Mae Pool 3.325% 11/1/33 111 117
3,4 Fannie Mae Pool 3.345% 8/1/42 1,964 1,956
3,4 Fannie Mae Pool 3.362% 8/1/35 340 360
3,4 Fannie Mae Pool 3.363% 7/1/38 79 83
3,4 Fannie Mae Pool 3.385% 11/1/36 130 137
3,4 Fannie Mae Pool 3.399% 7/1/35 301 315
3,4 Fannie Mae Pool 3.410% 9/1/40 368 388
3,4 Fannie Mae Pool 3.415% 6/1/36 14 14
3,4,6Fannie Mae Pool 3.423% 10/1/37 659 676
3,4,6Fannie Mae Pool 3.440% 10/1/39–9/1/42 2,170 2,255
3,4 Fannie Mae Pool 3.445% 7/1/39 131 136
3,4,6Fannie Mae Pool 3.447% 6/1/42 2,280 2,366
3,4 Fannie Mae Pool 3.448% 8/1/40 576 602
3,4,6Fannie Mae Pool 3.450% 12/1/40 562 588
3,4 Fannie Mae Pool 3.455% 11/1/39 183 193
3,4 Fannie Mae Pool 3.471% 9/1/34 154 158
3,4 Fannie Mae Pool 3.499% 5/1/40 409 435
3,4 Fannie Mae Pool 3.500% 10/1/40 571 598
3,4 Fannie Mae Pool 3.530% 12/1/37 395 406
3,4,6Fannie Mae Pool 3.533% 4/1/37 308 322
3,4 Fannie Mae Pool 3.535% 7/1/37 183 194
3,4 Fannie Mae Pool 3.537% 8/1/37 348 364
3,4,7Fannie Mae Pool 3.541% 5/1/42 1,816 1,886
3,4 Fannie Mae Pool 3.543% 2/1/36 234 237
3,4 Fannie Mae Pool 3.547% 12/1/35 320 337
3,4,6Fannie Mae Pool 3.555% 11/1/41 1,025 1,087
3,4,6Fannie Mae Pool 3.556% 12/1/39 760 787
3,4,6Fannie Mae Pool 3.560% 11/1/33–12/1/40 2,473 2,588
3,4,6Fannie Mae Pool 3.563% 11/1/41 919 967
3,4,6Fannie Mae Pool 3.565% 11/1/40–12/1/40 1,195 1,253
3,4,6Fannie Mae Pool 3.567% 12/1/41 985 1,037
3,4,6Fannie Mae Pool 3.568% 9/1/40 1,283 1,350
3,4 Fannie Mae Pool 3.570% 5/1/35–12/1/40 671 700
3,4,6Fannie Mae Pool 3.575% 3/1/42 1,076 1,149
3,4 Fannie Mae Pool 3.576% 7/1/38 85 87
3,4 Fannie Mae Pool 3.578% 3/1/41 991 1,050
3,4 Fannie Mae Pool 3.579% 1/1/37 203 216
3,4 Fannie Mae Pool 3.585% 4/1/36 114 118
3,4 Fannie Mae Pool 3.587% 7/1/42 1,122 1,201
3,4 Fannie Mae Pool 3.590% 8/1/39 297 312
3,4,6Fannie Mae Pool 3.600% 1/1/42 1,081 1,129
3,4,7Fannie Mae Pool 3.602% 8/1/39 1,064 1,085
3,4,6Fannie Mae Pool 3.615% 4/1/41–5/1/42 1,429 1,452
3,4 Fannie Mae Pool 3.621% 2/1/42 3,512 3,713
3,4,6Fannie Mae Pool 3.627% 3/1/38 89 91
3,4,6Fannie Mae Pool 3.635% 11/1/39 502 522
3,4,6Fannie Mae Pool 3.637% 5/1/41–7/1/41 2,968 3,125
3,4,6Fannie Mae Pool 3.638% 5/1/40 161 166
3,4 Fannie Mae Pool 3.640% 11/1/34 465 494
3,4,6Fannie Mae Pool 3.645% 1/1/40 387 400
3,4,7Fannie Mae Pool 3.648% 2/1/42 1,348 1,435
3,4 Fannie Mae Pool 3.661% 2/1/36 229 242
3,4,6Fannie Mae Pool 3.682% 2/1/41 376 376
3,4 Fannie Mae Pool 3.703% 6/1/41 258 272
3,4,6Fannie Mae Pool 3.726% 3/1/41 906 946

 

 

3,4 Fannie Mae Pool 3.732% 6/1/41 1,010 1,064
3,4 Fannie Mae Pool 3.739% 2/1/41 659 688
3,4 Fannie Mae Pool 3.746% 4/1/37 28 29
3,4 Fannie Mae Pool 3.750% 2/1/41 614 643
3,4 Fannie Mae Pool 3.787% 5/1/36 24 24
3,4 Fannie Mae Pool 3.788% 1/1/35 389 414
3,4 Fannie Mae Pool 3.929% 10/1/36 248 266
3,4 Freddie Mac Non Gold Pool 2.388% 5/1/42 455 452
3,4 Freddie Mac Non Gold Pool 2.535% 11/1/43 2,765 2,829
3,4 Freddie Mac Non Gold Pool 2.732% 2/1/42 1,440 1,440
3,4 Freddie Mac Non Gold Pool 2.735% 10/1/37 23 23
3,4 Freddie Mac Non Gold Pool 2.962% 12/1/41 1,601 1,666
3,4 Freddie Mac Non Gold Pool 2.990% 6/1/37 151 154
3,4 Freddie Mac Non Gold Pool 3.216% 5/1/36 231 242
3,4 Freddie Mac Non Gold Pool 3.231% 1/1/37 280 293
3,4 Freddie Mac Non Gold Pool 3.297% 3/1/37 15 16
3,4 Freddie Mac Non Gold Pool 3.329% 7/1/35 125 131
3,4 Freddie Mac Non Gold Pool 3.375% 1/1/38 198 208
3,4 Freddie Mac Non Gold Pool 3.390% 12/1/36 182 192
3,4 Freddie Mac Non Gold Pool 3.391% 11/1/36 109 112
3,4 Freddie Mac Non Gold Pool 3.399% 3/1/42 994 1,042
3,4,6Freddie Mac Non Gold Pool 3.410% 10/1/37 555 581
3,4 Freddie Mac Non Gold Pool 3.423% 3/1/37 41 41
3,4 Freddie Mac Non Gold Pool 3.490% 1/1/35 41 44
3,4 Freddie Mac Non Gold Pool 3.492% 12/1/36 227 233
3,4,6Freddie Mac Non Gold Pool 3.495% 12/1/40 1,230 1,266
3,4 Freddie Mac Non Gold Pool 3.496% 12/1/34 116 118
3,4 Freddie Mac Non Gold Pool 3.497% 11/1/34 396 412
3,4 Freddie Mac Non Gold Pool 3.500% 5/1/38 40 41
3,4 Freddie Mac Non Gold Pool 3.515% 4/1/35–12/1/36 65 69
3,4 Freddie Mac Non Gold Pool 3.522% 9/1/37 159 162
3,4 Freddie Mac Non Gold Pool 3.537% 3/1/37 77 78
3,4 Freddie Mac Non Gold Pool 3.544% 3/1/37 16 17
3,4 Freddie Mac Non Gold Pool 3.561% 12/1/35 305 320
3,4,6Freddie Mac Non Gold Pool 3.562% 2/1/37 125 132
3,4 Freddie Mac Non Gold Pool 3.605% 6/1/37 396 419
3,4 Freddie Mac Non Gold Pool 3.630% 5/1/40–12/1/40 1,081 1,110
3,4,6Freddie Mac Non Gold Pool 3.635% 7/1/38–2/1/42 387 399
3,4,6Freddie Mac Non Gold Pool 3.649% 9/1/40 930 973
3,4 Freddie Mac Non Gold Pool 3.650% 11/1/40 562 577
3,4 Freddie Mac Non Gold Pool 3.652% 8/1/37 105 109
3,4,6Freddie Mac Non Gold Pool 3.686% 6/1/37 216 228
3,4,6Freddie Mac Non Gold Pool 3.694% 6/1/41 283 293
3,4 Freddie Mac Non Gold Pool 3.703% 1/1/41 211 220
3,4,6Freddie Mac Non Gold Pool 3.706% 5/1/40 241 250
3,4,6Freddie Mac Non Gold Pool 3.708% 6/1/40 504 525
3,4,6Freddie Mac Non Gold Pool 3.729% 6/1/40 831 869
3,4 Freddie Mac Non Gold Pool 3.743% 1/1/41 1,369 1,420
3,4 Freddie Mac Non Gold Pool 3.753% 5/1/37 758 781
3,4 Freddie Mac Non Gold Pool 3.755% 1/1/37 118 125
3,4 Freddie Mac Non Gold Pool 3.803% 10/1/36 281 300
3,4 Freddie Mac Non Gold Pool 3.861% 3/1/41 199 210
3,4,6Freddie Mac Non Gold Pool 3.901% 2/1/41 425 448
3,4,6Freddie Mac Non Gold Pool 3.910% 2/1/41 602 635
3,4 Freddie Mac Non Gold Pool 3.938% 3/1/37 225 237
3,4 Freddie Mac Non Gold Pool 3.972% 2/1/36 114 119
3,4 Freddie Mac Non Gold Pool 4.566% 3/1/38 49 52

 

 

4,8 Ginnie Mae II Pool 2.375% 1/20/41–3/20/43 11,201 11,547
4 Ginnie Mae II Pool 2.500% 5/20/43 562 563
4,8 Ginnie Mae II Pool 2.625% 6/20/29–6/20/43 6,607 6,785
4,8 Ginnie Mae II Pool 2.750% 7/20/38–8/20/41 4,007 4,116
4 Ginnie Mae II Pool 3.000% 5/20/41 314 323
4,8 Ginnie Mae II Pool 3.125%  10/20/38–12/20/42 9,651 9,954
4 Ginnie Mae II Pool 3.500% 12/20/43 447 449
4,8 Ginnie Mae II Pool 3.625% 11/20/40 134 139
          134,073
Total U.S. Government and Agency Obligations (Cost $100,202,867)   98,526,662
Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)      
4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 1,304 1,301
4 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 184 184
4 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,075 1,070
4 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 654 652
4 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 1,310 1,303
4 Ally Auto Receivables Trust 2017-4 1.750% 12/15/21 6,338 6,256
4 Ally Auto Receivables Trust 2017-4 1.960% 7/15/22 2,568 2,505
4 Ally Auto Receivables Trust 2018-1 2.350% 6/15/22 4,750 4,723
4 Ally Auto Receivables Trust 2018-1 2.530% 2/15/23 1,450 1,431
4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 4,950 4,948
4 Ally Master Owner Trust Series 2018-1 2.700% 1/17/23 18,450 18,347
4 American Express Credit Account Master        
  Trust 2017-1 1.930% 9/15/22 10,100 9,966
4 American Express Credit Account Master        
  Trust 2017-3 1.770% 11/15/22 22,000 21,596
4 American Express Credit Account Master        
  Trust 2017-6 2.040% 5/15/23 16,125 15,830
4 American Express Credit Account Master        
  Trust 2017-7 2.350% 5/15/25 9,825 9,592
4 American Express Credit Account Master        
  Trust 2018-1 2.670% 10/17/22 12,250 12,251
4 American Express Credit Account Master        
  Trust 2018-2 3.010% 10/15/25 11,025 11,045
4 AmeriCredit Automobile Receivables Trust        
  2016-3 1.460% 5/10/21 2,650 2,632
4 AmeriCredit Automobile Receivables Trust        
  2017-2 1.980% 12/20/21 1,450 1,435
4 AmeriCredit Automobile Receivables Trust        
  2017-3 1.900% 3/18/22 3,320 3,275
4 BA Credit Card Trust 2017-A1 1.950% 8/15/22 10,000 9,855
4 BA Credit Card Trust 2018-A1 2.700% 7/17/23 20,100 20,014
4 Banc of America Commercial Mortgage Trust        
  2015-UBS7 3.429% 9/15/48 1,425 1,445
4 Banc of America Commercial Mortgage Trust        
  2015-UBS7 3.705% 9/15/48 2,525 2,552
4 Banc of America Commercial Mortgage Trust        
  2017-BNK3 3.116% 2/15/50 500 500
4 Banc of America Commercial Mortgage Trust        
  2017-BNK3 3.574% 2/15/50 7,560 7,559
4 Banc of America Commercial Mortgage Trust        
  2017-BNK3 3.748% 2/15/50 2,800 2,801
4 BANK 2017 - BNK4 3.625% 5/15/50 5,950 6,007
4 BANK 2017 - BNK5 3.390% 6/15/60 7,000 6,939
4 BANK 2017 - BNK5 3.624% 6/15/60 3,500 3,476
4 BANK 2017 - BNK6 3.518% 7/15/60 9,408 9,353

 

 

4 BANK 2017 - BNK6 3.741% 7/15/60 9,729 9,766
4 BANK 2017 - BNK7 3.175% 9/15/60 7,575 7,367
4 BANK 2017 - BNK7 3.435% 9/15/60 4,690 4,667
4 BANK 2017 - BNK7 3.748% 9/15/60 5,225 5,226
4 BANK 2017 - BNK8 3.488% 11/15/50 5,925 5,915
4 BANK 2017 - BNK8 3.731% 11/15/50 1,000 1,003
4 BANK 2017 - BNK9 3.279% 11/15/54 6,100 6,036
4 BANK 2017 - BNK9 3.538% 11/15/54 5,925 5,933
4 BANK 2018 - BNK10 3.641% 2/15/61 1,425 1,442
4 BANK 2018 - BNK10 3.688% 2/15/61 10,700 10,784
4 BANK 2018 - BNK10 3.898% 2/15/61 1,650 1,682
Bank of Nova Scotia 2.125% 9/11/19 7,400 7,353
Bank of Nova Scotia 1.850% 4/14/20 17,300 17,002
Bank of Nova Scotia 1.875% 4/26/21 5,225 5,070
4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 2,875 2,873
4 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 4,925 4,858
4 BBCMS Mortgage Trust 2017-C1 3.674% 2/15/50 10,825 10,872
4 BBCMS Mortgage Trust 2017-C1 3.898% 2/15/50 2,900 2,964
4 BENCHMARK 2018-B1 Mortgage Trust 3.666% 1/15/51 4,700 4,733
4 BENCHMARK 2018-B1 Mortgage Trust 3.878% 1/15/51 2,050 2,078
4 BENCHMARK 2018-B2 Mortgage Trust 3.662% 2/15/51 4,150 4,256
4 BENCHMARK 2018-B2 Mortgage Trust 3.882% 2/15/51 12,325 12,668
4 BENCHMARK 2018-B2 Mortgage Trust 4.084% 2/15/51 5,675 5,861
4 BENCHMARK 2018-B3 Mortgage Trust 3.848% 4/10/51 3,875 4,003
4 BENCHMARK 2018-B3 Mortgage Trust 4.025% 4/10/51 10,250 10,628
4 BMW Vehicle Lease Trust 2017-2 2.070% 10/20/20 2,650 2,624
4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 1,049 1,047
4 BMW Vehicle Owner Trust 2018-A 2.350% 4/25/22 6,750 6,699
4 BMW Vehicle Owner Trust 2018-A 2.510% 6/25/24 1,375 1,361
4 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 1,023 1,022
4 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 840 839
4 Capital Auto Receivables Asset Trust 2015-2 1.970% 1/21/20 1,800 1,796
4 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 1,557 1,556
4 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 1,840 1,836
4 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 2,025 2,021
4 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 1,775 1,769
4 Capital Auto Receivables Asset Trust 2016-2 1.630% 1/20/21 2,250 2,228
4 Capital Auto Receivables Asset Trust 2016-3 1.690% 3/20/21 2,000 1,974
4 Capital One Multi-Asset Execution Trust        
2015-A2 2.080% 3/15/23 7,825 7,726
4 Capital One Multi-Asset Execution Trust        
2015-A5 1.600% 5/17/21 3,625 3,619
4 Capital One Multi-Asset Execution Trust        
2015-A8 2.050% 8/15/23 4,950 4,854
4 Capital One Multi-Asset Execution Trust        
2016-A3 1.340% 4/15/22 5,325 5,248
4 Capital One Multi-Asset Execution Trust        
2016-A4 1.330% 6/15/22 7,250 7,130
4 Capital One Multi-Asset Execution Trust        
2016-A6 1.820% 9/15/22 7,100 7,006
4 Capital One Multi-Asset Execution Trust        
2017-A1 2.000% 1/17/23 6,900 6,809
4 Capital One Multi-Asset Execution Trust        
2017-A3 2.430% 1/15/25 7,025 6,881
4 Capital One Multi-Asset Execution Trust        
2017-A4 1.990% 7/17/23 11,300 11,101

 

 

4 Capital One Multi-Asset Execution Trust        
2017-A6 2.290% 7/15/25 9,400 9,143
4 CarMax Auto Owner Trust 2014-2 1.610% 10/15/19 533 532
4 CarMax Auto Owner Trust 2014-3 1.730% 2/18/20 1,017 1,015
4 CarMax Auto Owner Trust 2014-4 1.250% 11/15/19 351 351
4 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 699 697
4 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,025 1,017
4 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 1,729 1,723
4 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 800 793
4 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 1,631 1,622
4 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 1,250 1,235
4 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 2,975 2,942
4 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,030 1,003
4 CarMax Auto Owner Trust 2017-4 2.110% 10/17/22 3,350 3,304
4 CarMax Auto Owner Trust 2017-4 2.330% 5/15/23 2,350 2,310
4 CarMax Auto Owner Trust 2018-1 2.480% 11/15/22 3,550 3,524
4 CarMax Auto Owner Trust 2018-1 2.640% 6/15/23 900 894
4 CD 2006-CD3 Commercial Mortgage Trust 5.648% 10/15/48 3,061 3,087
4 CD 2016-CD1 Commercial Mortgage Trust 2.724% 8/10/49 5,650 5,349
4 CD 2016-CD2 Commercial Mortgage Trust 3.526% 11/10/49 5,000 5,022
4 CD 2017-CD3 Commercial Mortgage Trust 3.453% 2/10/50 1,862 1,879
4 CD 2017-CD3 Commercial Mortgage Trust 3.631% 2/10/50 14,220 14,392
4 CD 2017-CD3 Commercial Mortgage Trust 3.833% 2/10/50 3,706 3,705
4 CD 2017-CD4 Commercial Mortgage Trust 3.514% 5/10/50 4,400 4,387
4 CD 2017-CD4 Commercial Mortgage Trust 3.747% 5/10/50 3,000 3,017
4 CD 2017-CD5 Commercial Mortgage Trust 3.431% 8/15/50 3,500 3,464
4 CD 2017-CD6 Commercial Mortgage Trust 3.332% 11/13/50 2,400 2,406
4 CD 2017-CD6 Commercial Mortgage Trust 3.456% 11/13/50 4,825 4,806
4 CD 2017-CD6 Commercial Mortgage Trust 3.709% 11/13/50 2,825 2,810
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 419 428
4 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 5,300 5,285
4 CFCRE Commercial Mortgage Trust 2016-        
C3 3.865% 1/10/48 3,650 3,707
4 CFCRE Commercial Mortgage Trust 2016-        
C4 3.283% 5/10/58 5,050 4,930
4 CFCRE Commercial Mortgage Trust 2016-        
C4 3.691% 5/10/58 3,600 3,602
4 CFCRE Commercial Mortgage Trust 2016-        
C6 3.217% 11/10/49 9,400 9,094
4 CFCRE Commercial Mortgage Trust 2017-        
C8 3.572% 6/15/50 3,000 2,984
4 Chase Issuance Trust 2012-A4 1.580% 8/16/21 5,500 5,428
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 12,805 12,422
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 7,550 7,566
4 Chase Issuance Trust 2015-A4 1.840% 4/15/22 5,400 5,304
4 Chase Issuance Trust 2015-A5 1.360% 4/15/20 11,000 10,997
4 Chase Issuance Trust 2016-A2 1.370% 6/15/21 6,975 6,873
4 Chase Issuance Trust 2016-A4 1.490% 7/15/22 6,125 5,960
4 Chase Issuance Trust 2016-A5 1.270% 7/15/21 7,200 7,084
4 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 15,000 15,009
4 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 6,525 6,495
4 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 18,925 18,825
4 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 11,625 11,620
4 Citibank Credit Card Issuance Trust 2016-A2 2.190% 11/20/23 7,175 7,001
4 Citibank Credit Card Issuance Trust 2017-A2 1.740% 1/19/21 13,050 12,976

 

 

4 Citibank Credit Card Issuance Trust 2017-A9 1.800% 9/20/21 14,300 14,135
4 Citibank Credit Card Issuance Trust 2018-A1 2.490% 1/20/23 19,000 18,842
4 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 3,950 3,936
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 2,300 2,284
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 1,300 1,289
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 1,626 1,629
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.942% 9/10/46 800 821
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 1,200 1,264
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 1,700 1,801
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 550 559
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 1,825 1,901
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 750 789
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 750 807
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 3,141 3,142
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 750 762
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 1,150 1,191
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 955 992
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.477% 5/10/47 375 380
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.855% 5/10/47 1,675 1,717
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 4.328% 5/10/47 1,350 1,361
4 Citigroup Commercial Mortgage Trust 2014-        
GC23 3.622% 7/10/47 2,725 2,758
4 Citigroup Commercial Mortgage Trust 2014-        
GC25 3.635% 10/10/47 5,650 5,710
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.137% 2/10/48 7,425 7,303
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.571% 2/10/48 3,025 3,000
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 2.674% 4/10/48 1,515 1,510
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 3.758% 4/10/48 2,937 2,925
4 Citigroup Commercial Mortgage Trust 2015-        
GC31 3.762% 6/10/48 2,925 2,977
4 Citigroup Commercial Mortgage Trust 2015-        
GC33 3.778% 9/10/58 3,375 3,451
4 Citigroup Commercial Mortgage Trust 2016-        
C1 3.003% 5/10/49 2,075 2,040

 

 

4 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.209% 5/10/49 3,950 3,873
4 Citigroup Commercial Mortgage Trust 2016-        
  C2 2.832% 8/10/49 2,500 2,379
4 Citigroup Commercial Mortgage Trust 2016-        
  GC36 3.616% 2/10/49 7,150 7,209
4 Citigroup Commercial Mortgage Trust 2016-        
  P4 2.902% 7/10/49 2,350 2,253
4 Citigroup Commercial Mortgage Trust 2017-        
  B1 3.458% 8/15/50 9,700 9,618
4 Citigroup Commercial Mortgage Trust 2017-        
  B1 3.711% 8/15/50 1,950 1,953
4 Citigroup Commercial Mortgage Trust 2017-        
  C4 3.471% 10/12/50 5,925 5,891
4 Citigroup Commercial Mortgage Trust 2017-        
  C4 3.764% 10/12/50 1,575 1,584
4 Citigroup Commercial Mortgage Trust 2018-        
  B2 3.788% 3/10/51 2,300 2,367
4 Citigroup Commercial Mortgage Trust 2018-        
  B2 4.009% 3/10/51 12,275 12,743
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 1,285 1,282
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 1,825 1,841
4 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 5,455 5,370
4,9 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 2,195 2,191
4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 6,300 6,186
4 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,469
4 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 660 690
4 COMM 2013-CCRE11 Mortgage Trust 3.047% 8/10/50 1,310 1,313
4 COMM 2013-CCRE11 Mortgage Trust 3.660% 8/10/50 1,310 1,332
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 8/10/50 1,750 1,806
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 8/10/50 6,490 6,798
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 8/10/50 1,310 1,385
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 36 36
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,075 1,077
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,075 1,097
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 1,500 1,533
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,125 1,167
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 750 778
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 350 362
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/46 72 71
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 11/10/46 550 552
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 11/10/46 375 383
4 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/46 3,700 3,868
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 11/10/46 1,100 1,146
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 1,744 1,735
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 1,425 1,425
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 1,888 1,922
4 COMM 2013-CCRE9 Mortgage Trust 4.243% 7/10/45 2,295 2,408
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 1,586 1,589
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 2,020 2,111
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 3,981 3,934
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,184 2,173
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 3,275 3,280
4 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 2,450 2,562
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 2,725 2,853
4 COMM 2014-CCRE14 Mortgage Trust 4.594% 2/10/47 2,650 2,804
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 2,482 2,487

 

 

4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 935 952
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 1,737 1,808
4 COMM 2014-CCRE15 Mortgage Trust 4.710% 2/10/47 869 913
4 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 1,500 1,532
4 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 1,975 2,038
4 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 1,900 1,905
4 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 950 967
4 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 2,425 2,508
4 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 955 984
4 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 2,950 2,988
4 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 975 1,000
4 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,281 1,310
4 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 5,775 5,918
4 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 1,550 1,583
4 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 1,525 1,542
4 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 2,916 2,929
4 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 5,625 5,666
4 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,150 1,152
4 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 5,225 5,413
4 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 3,900 3,914
4 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 1,550 1,597
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 757 759
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 658 668
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 1,699 1,751
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 475 487
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 301 315
4 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,150 1,152
4 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 3,075 3,149
4 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 6,000 6,089
4 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 1,502 1,521
4 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 4,575 4,679
4 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 3,850 3,853
4 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 3,850 3,886
4 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 7,500 7,615
4 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,275 2,343
4 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 1,900 1,901
4 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 5,325 5,272
4 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 1,900 1,892
4 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 2,200 2,209
4 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 3,250 3,264
4 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 1,450 1,462
4 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 3,500 3,556
4 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 7,125 7,212
4 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 3,575 3,609
4 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 3,775 3,812
4 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 750 747
4 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 4,000 3,945
4 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 1,775 1,759
4 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 5,350 5,425
4 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 4,375 4,437
4 CSAIL 2015-C1 Commercial Mortgage Trust 3.505% 4/15/50 3,750 3,749
4 CSAIL 2015-C1 Commercial Mortgage Trust 3.791% 4/15/50 1,900 1,920
4 CSAIL 2015-C1 Commercial Mortgage Trust 4.044% 4/15/50 1,525 1,542
4 CSAIL 2015-C2 Commercial Mortgage Trust 1.454% 6/15/57 890 883
4 CSAIL 2015-C2 Commercial Mortgage Trust 3.504% 6/15/57 4,700 4,692
4 CSAIL 2015-C2 Commercial Mortgage Trust 3.849% 6/15/57 1,800 1,814
4 CSAIL 2015-C3 Commercial Mortgage Trust 3.448% 8/15/48 2,772 2,803

 

 

4 CSAIL 2015-C3 Commercial Mortgage Trust 3.718% 8/15/48 3,550 3,591
4 CSAIL 2015-C3 Commercial Mortgage Trust 4.108% 8/15/48 1,625 1,630
4 CSAIL 2015-C4 Commercial Mortgage Trust 3.617% 11/15/48 2,200 2,215
4 CSAIL 2015-C4 Commercial Mortgage Trust 3.808% 11/15/48 2,850 2,907
4 CSAIL 2016-C7 Commercial Mortgage Trust 3.502% 11/15/49 7,325 7,309
4 CSAIL 2017-C8 Commercial Mortgage Trust 3.392% 6/15/50 7,800 7,769
4 CSAIL 2017-CX10 Commercial Mortgage        
  Trust 3.458% 11/15/50 5,925 5,905
4 CSAIL 2017-CX9 Commercial Mortgage        
  Trust 3.446% 9/15/50 4,175 4,175
4 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 2,600 2,568
4 DBJPM 16-C3 Mortgage Trust 2.890% 9/10/49 3,075 2,943
4 DBJPM 17-C6 Mortgage Trust 3.328% 6/10/50 5,700 5,599
4 DBJPM 17-C6 Mortgage Trust 3.561% 6/10/50 1,600 1,577
4 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 9,175 9,028
4 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 6,900 6,869
4 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 6,950 6,847
4 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 11,000 10,928
4 Discover Card Execution Note Trust 2017-A2 2.390% 7/15/24 7,300 7,162
4 Discover Card Execution Note Trust 2018-A1 3.030% 8/15/25 10,175 10,221
3,4 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 905 924
3,4 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 5,048 5,122
3,4 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 11,170 11,408
3,4 Fannie Mae-Aces 2013-M12 2.392% 3/25/23 7,864 7,617
3,4 Fannie Mae-Aces 2013-M14 2.522% 4/25/23 8,954 8,742
3,4 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 11,650 11,719
3,4 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 790 771
3,4 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 3,850 3,720
3,4 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 6,498 6,458
3,4 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 10,691 10,593
3,4 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 1,368 1,346
3,4 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 4,500 4,463
3,4 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 11,322 11,519
3,4 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 3,298 3,254
3,4 Fannie Mae-Aces 2014-M3 3.466% 1/25/24 5,400 5,478
3,4 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 5,650 5,711
3,4 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 10,262 10,201
3,4 Fannie Mae-Aces 2014-M7 3.271% 6/25/24 10,272 10,302
3,4 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,359 1,330
3,4 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 5,850 5,799
3,4 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 6,825 6,782
3,4 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 10,000 9,635
3,4 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 2,750 2,689
3,4 Fannie Mae-Aces 2015-M12 2.793% 5/25/25 7,025 6,819
3,4 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 8,825 8,601
3,4 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 6,853 6,638
3,4 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 3,700 3,606
3,4 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 4,150 4,083
3,4 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 11 11
3,4 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 6,650 6,403
3,4 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 2,928 2,854
3,4 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 8,100 7,907
3,4 Fannie Mae-Aces 2016-M11 2.369% 7/25/26 9,650 8,991
3,4 Fannie Mae-Aces 2016-M12 2.448% 9/25/26 9,400 8,850
3,4 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 6,425 6,198
3,4 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 3,500 3,395
3,4 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 3,525 3,348

 

 

3,4 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 7,900 7,487
3,4 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 5,150 4,845
3,4 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 1,700 1,626
3,4 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 2,825 2,675
3,4 Fannie Mae-Aces 2016-M9 2.292% 6/25/26 14,000 13,128
3,4 Fannie Mae-Aces 2017-M1 2.417% 10/25/26 10,300 9,754
3,4 Fannie Mae-Aces 2017-M10 2.561% 7/25/24 4,280 4,130
3,4 Fannie Mae-Aces 2017-M11 2.980% 8/25/29 5,100 4,961
3,4 Fannie Mae-Aces 2017-M12 3.079% 6/25/27 12,575 12,514
3,4 Fannie Mae-Aces 2017-M15 3.136% 11/25/27 11,675 11,530
3,4 Fannie Mae-Aces 2017-M2 2.785% 2/25/27 7,000 6,820
3,4 Fannie Mae-Aces 2017-M3 2.486% 12/25/26 12,300 11,702
3,4 Fannie Mae-Aces 2017-M4 2.597% 12/25/26 11,290 10,823
3,4 Fannie Mae-Aces 2017-M7 2.961% 2/25/27 6,500 6,322
3,4 Fannie Mae-Aces 2017-M8 3.061% 5/25/27 21,979 21,767
3,4 Fannie Mae-Aces 2018-M2 2.903% 1/25/28 18,350 17,841
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K004 4.186% 8/25/19 2,050 2,082
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K005 3.484% 4/25/19 1,349 1,355
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K006 3.398% 7/25/19 1,850 1,861
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K009 2.757% 5/25/20 1,025 1,026
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K010 3.320% 7/25/20 528 529
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K011 4.084% 11/25/20 1,675 1,724
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K012 4.185% 12/25/20 2,725 2,814
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K014 3.871% 4/25/21 4,667 4,794
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K017 2.873% 12/25/21 12,820 12,824
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K019 2.272% 3/25/22 5,430 5,312
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K020 2.373% 5/25/22 13,400 13,145
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K021 2.396% 6/25/22 8,300 8,142
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K022 2.355% 7/25/22 575 563
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K026 2.510% 11/25/22 11,500 11,307
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K028 3.111% 2/25/23 8,625 8,699
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K029 3.320% 2/25/23 11,425 11,630
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 2.779% 9/25/22 7,028 7,025
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 3.250% 4/25/23 11,425 11,591
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K031 3.300% 4/25/23 11,906 12,110
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.016% 2/25/23 4,212 4,230

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.310% 5/25/23 6,420 6,532
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 2.871% 2/25/23 8,060 8,050
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 3.060% 7/25/23 12,875 12,944
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K034 3.531% 7/25/23 10,633 10,929
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K035 3.458% 8/25/23 12,575 12,877
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K036 3.527% 10/25/23 400 411
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K037 3.490% 1/25/24 475 488
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 2.604% 10/25/23 2,773 2,749
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 3.389% 3/25/24 5,225 5,343
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 2.683% 12/25/23 2,002 1,992
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 3.303% 7/25/24 2,600 2,647
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 2.768% 4/25/24 3,156 3,133
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 3.241% 9/25/24 9,300 9,436
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K041 3.171% 10/25/24 9,600 9,703
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.267% 6/25/24 1,602 1,555
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.670% 12/25/24 7,225 7,085
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 2.532% 10/25/23 1,675 1,653
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 3.062% 12/25/24 5,600 5,618
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K045 2.493% 11/25/24 3,261 3,197
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K045 3.023% 1/25/25 5,800 5,798
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K046 3.205% 3/25/25 5,800 5,859
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 2.827% 12/25/24 1,529 1,504
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 3.329% 5/25/25 4,450 4,528
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K048 3.284% 6/25/25 6,650 6,743
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K049 3.010% 7/25/25 3,850 3,835
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K050 3.334% 8/25/25 6,375 6,478
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K052 3.151% 11/25/25 4,150 4,165
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K053 2.995% 12/25/25 2,450 2,432

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K054 2.745% 1/25/26 6,350 6,195
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K055 2.673% 3/25/26 7,500 7,269
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K056 2.525% 5/25/26 5,325 5,103
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K057 2.570% 7/25/26 9,375 9,001
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K058 2.653% 8/25/26 5,800 5,596
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K059 3.120% 9/25/26 5,000 4,994
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K060 3.300% 10/25/26 8,000 8,096
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K061 3.347% 11/25/26 17,600 17,860
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K062 3.413% 12/25/26 18,250 18,612
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K063 3.430% 1/25/27 16,200 16,492
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K064 3.224% 3/25/27 15,380 15,453
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K065 3.243% 4/25/27 17,557 17,664
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K066 3.117% 6/25/27 5,840 5,818
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K068 3.244% 8/25/27 4,925 4,950
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K069 3.187% 9/25/27 8,875 8,829
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K070 3.303% 11/25/27 2,875 2,903
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K071 3.286% 11/25/27 3,950 3,970
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K072 3.444% 12/25/27 4,525 4,607
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K152 3.080% 1/25/31 3,500 3,411
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K153 3.294% 3/25/29 14,500 14,520
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K153 3.117% 10/25/31 8,100 7,880
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 1.384% 1/25/19 2,625 2,607
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 2.456% 8/25/19 11,200 11,175
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K504 2.566% 9/25/20 3,500 3,488
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K704 2.412% 8/25/18 1,743 1,742
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 5,070 5,063
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K707 2.220% 12/25/18 4,725 4,713
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 1,205 1,197

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.321% 12/25/18 1,860 1,848
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 14,925 14,781
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K712 1.869% 11/25/19 6,759 6,686
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K713 2.313% 3/25/20 18,525 18,396
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 13,040 13,103
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 1/25/21 1,498 1,477
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 12,830 12,945
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 12,975 13,043
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 7,385 7,256
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 6,800 6,777
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K722 2.183% 5/25/22 2,407 2,344
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates KW01 2.853% 1/25/26 7,000 6,842
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K073 3.350% 1/25/28 8,000 8,055
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K074 3.600% 1/25/28 10,275 10,559
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K1504 3.424% 4/25/32 1,500 1,520
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K1504 3.459% 11/25/32 2,175 2,191
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 4,225 4,231
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K720 2.716% 6/25/22 4,550 4,516
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K723 2.454% 8/25/23 4,650 4,537
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K724 3.062% 11/25/23 9,200 9,243
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K725 3.002% 1/25/24 16,100 16,118
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K725 2.946% 7/25/24 14,700 14,661
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K726 2.905% 4/25/24 7,800 7,764
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K728 3.064% 8/25/24 11,850 11,890
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K730 3.452% 9/24/24 1,100 1,118
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K730 3.590% 1/25/25 12,100 12,477
4 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 1,325 1,321
4 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 41 41
4 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 207 207
4 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 575 573
4 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 445 444

 

 

4 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 900 895
4 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 671 669
4 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 800 794
4 Ford Credit Auto Owner Trust 2017-A 1.670% 6/15/21 4,475 4,426
4 Ford Credit Auto Owner Trust 2017-A 1.920% 4/15/22 2,675 2,621
4 Ford Credit Auto Owner Trust 2017-B 1.690% 11/15/21 5,805 5,701
4 Ford Credit Auto Owner Trust 2017-B 1.870% 9/15/22 756 737
4 Ford Credit Auto Owner Trust 2017-C 2.010% 3/15/22 16,075 15,869
4 Ford Credit Floorplan Master Owner Trust A        
Series 2016-1 1.760% 2/15/21 7,125 7,068
4 Ford Credit Floorplan Master Owner Trust A        
Series 2017-1 2.070% 5/15/22 6,450 6,351
4 Ford Credit Floorplan Master Owner Trust A        
Series 2017-2 2.160% 9/15/22 4,170 4,110
4 Ford Credit Floorplan Master Owner Trust A        
Series 2017-3 2.480% 9/15/24 4,310 4,231
4 Ford Credit Floorplan Master Owner Trust A        
Series 2018-1 2.950% 5/15/23 10,200 10,215
4 Ford Credit Floorplan Master Owner Trust A        
Series 2018-2 3.170% 3/15/25 9,275 9,286
4 GM Financial Automobile Leasing Trust        
2015-2 1.850% 7/22/19 808 808
4 GM Financial Automobile Leasing Trust        
2015-3 1.690% 3/20/19 505 505
4 GM Financial Automobile Leasing Trust        
2015-3 1.810% 11/20/19 1,775 1,772
4 GM Financial Automobile Leasing Trust        
2016-1 1.790% 3/20/20 3,650 3,637
4 GM Financial Automobile Leasing Trust        
2016-2 1.620% 9/20/19 2,872 2,862
4 GM Financial Automobile Leasing Trust        
2016-3 1.610% 12/20/19 2,550 2,535
4 GM Financial Automobile Leasing Trust        
2018-1 2.610% 1/20/21 5,700 5,685
4 GM Financial Automobile Leasing Trust        
2018-1 2.680% 12/20/21 1,250 1,244
4 GS Mortgage Securities Corporation II 2013-        
GC10 2.943% 2/10/46 3,744 3,697
4 GS Mortgage Securities Corporation II 2013-        
GC10 3.279% 2/10/46 1,310 1,301
4 GS Mortgage Securities Corporation II 2015-        
GC30 2.726% 5/10/50 2,575 2,559
4 GS Mortgage Securities Corporation II 2015-        
GC30 3.382% 5/10/50 3,700 3,678
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 1,500 1,528
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 6,326 6,405
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 3,629 3,659
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 2,949 2,901
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 2,255 2,245
4 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 966 955
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 1,410 1,411
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,340 1,374
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 1,737 1,740
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 710 725
4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,150 1,206
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 11,250 11,668
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 2,750 2,861

 

 

4 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 1,550 1,570
4 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 500 505
4 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,350 1,385
4 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 6,282 6,482
4 GS Mortgage Securities Trust 2014-GC24 4.508% 9/10/47 1,175 1,219
4 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,225 1,225
4 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 2,275 2,295
4 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 7,475 7,565
4 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 1,325 1,344
4 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,125 1,141
4 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 4,150 4,131
4 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 3,675 3,723
4 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 1,425 1,453
4 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 3,575 3,585
4 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 3,400 3,410
4 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 2,700 2,618
4 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 7,125 6,807
4 GS Mortgage Securities Trust 2016-GS4 3.442% 11/10/49 2,450 2,446
4 GS Mortgage Securities Trust 2016-GS4 3.645% 11/10/49 1,825 1,828
4 GS Mortgage Securities Trust 2017-GS5 3.674% 3/10/50 5,750 5,825
4 GS Mortgage Securities Trust 2017-GS5 3.826% 3/10/50 2,300 2,318
4 GS Mortgage Securities Trust 2017-GS6 3.433% 5/10/50 5,300 5,267
4 GS Mortgage Securities Trust 2017-GS7 3.430% 8/10/50 13,872 13,745
4 GS Mortgage Securities Trust 2017-GS7 3.663% 8/10/50 3,700 3,699
4 Honda Auto Receivables 2015-1 Owner        
Trust 1.320% 11/16/20 1,666 1,666
4 Honda Auto Receivables 2015-2 Owner        
Trust 1.040% 2/21/19 109 109
4 Honda Auto Receivables 2015-2 Owner        
Trust 1.470% 8/23/21 1,450 1,446
4 Honda Auto Receivables 2015-3 Owner        
Trust 1.270% 4/18/19 365 365
4 Honda Auto Receivables 2015-3 Owner        
Trust 1.560% 10/18/21 700 697
4 Honda Auto Receivables 2015-4 Owner        
Trust 1.230% 9/23/19 1,954 1,946
4 Honda Auto Receivables 2015-4 Owner        
Trust 1.440% 1/21/22 900 891
4 Honda Auto Receivables 2017-2 Owner        
Trust 1.680% 8/16/21 7,138 7,032
4 Honda Auto Receivables 2017-2 Owner        
Trust 1.870% 9/15/23 1,586 1,553
4 Honda Auto Receivables 2017-4 Owner        
Trust 2.050% 11/22/21 4,325 4,286
4 Honda Auto Receivables 2018-1 Owner        
Trust 2.640% 2/15/22 10,250 10,250
4 Honda Auto Receivables 2018-1 Owner        
Trust 2.830% 5/15/24 2,700 2,695
4 Huntington Auto Trust 2015-1 1.240% 9/16/19 426 426
4 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 159 159
4 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 947 945
4 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 666 664
4 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 850 843
4 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,200 1,193
4 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 3,025 2,976
4 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 2,250 2,183

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 4,231 4,274
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 11,444 11,281
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 3,816 3,857
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 2,250 2,216
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,389 2,376
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,042 1,033
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,250 1,271
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 1,500 1,539
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 4,900 5,110
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,250 1,306
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.949% 12/15/46 1,250 1,315
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 6,766 6,668
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 1,525 1,526
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 575 589
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2015-JP1 3.914% 1/15/49 2,825 2,899
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 8,900 8,465
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.648% 12/15/49 3,700 3,742
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.870% 12/15/49 2,950 2,980
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.050% 7/15/50 3,600 3,590
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.490% 7/15/50 2,000 1,988
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.744% 7/15/50 2,800 2,799
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,982 2,017
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.031% 7/15/45 655 670
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 990 1,008
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 2,640 2,748
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 740 768
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 2,059 2,061
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 505 513

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 3,920 4,081
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 2,010 2,094
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 799 800
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,163 1,184
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 4,320 4,509
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 775 807
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.882% 1/15/47 1,163 1,219
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 4,338 4,503
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 771 804
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.830% 2/15/47 935 973
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 1,801 1,806
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 1,900 1,927
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 1,900 1,973
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 1,525 1,572
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 979 990
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 950 970
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 575 587
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 5,850 5,979
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 1,550 1,583
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 2,919 3,005
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 1,722 1,771
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 1,900 1,902
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 1,525 1,543
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 2,750 2,784
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 6,825 6,917
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 1,900 1,940
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 3,750 3,757
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 10,160 10,180

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 1,875 1,886
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 1,875 1,861
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 3,000 2,992
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 3,763 3,745
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 3,750 3,743
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.042% 10/15/48 1,400 1,395
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,125 1,113
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 3,000 2,998
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,903 2,918
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 2,900 2,937
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 3,675 3,730
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 3,600 3,675
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 1,850 1,910
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 1,709 1,736
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 1,841 1,876
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 4,625 4,664
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 3,575 3,605
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 2,610 2,653
4 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 2,925 2,926
4 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.723% 3/15/50 10,725 10,859
4 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.876% 3/15/50 2,300 2,324
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 2,725 2,650
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 1,250 1,229
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.694% 3/15/50 13,000 13,134
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.858% 3/15/50 3,975 3,999
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.409% 10/15/50 2,825 2,788
4 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.713% 10/15/50 1,775 1,777
4 LB-UBS Commercial Mortgage Trust 2008-        
C1 6.319% 4/15/41 136 136
4 Mercedes-Benz Auto Lease Trust 2017-A 1.790% 4/15/20 10,700 10,631

 

 

4 Mercedes-Benz Auto Lease Trust 2017-A 2.010% 1/17/23 4,300 4,261
4 Mercedes-Benz Auto Lease Trust 2018-A 2.410% 2/16/21 3,550 3,536
4 Mercedes-Benz Auto Lease Trust 2018-A 2.510% 10/16/23 600 596
4 Mercedes-Benz Auto Receivables Trust        
2015-1 1.340% 12/16/19 731 728
4 Mercedes-Benz Auto Receivables Trust        
2015-1 1.750% 12/15/21 725 720
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C5 3.176% 8/15/45 2,890 2,894
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C6 2.858% 11/15/45 4,000 3,946
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.167% 8/15/46 990 1,032
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.367% 8/15/46 490 508
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 3.001% 10/15/46 2,260 2,265
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 4.259% 10/15/46 3,360 3,519
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 2.936% 11/15/46 1,100 1,101
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.039% 11/15/46 2,200 2,283
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.738% 11/15/46 1,100 1,154
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 2.918% 2/15/46 1,707 1,684
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 3.214% 2/15/46 341 337
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.134% 12/15/48 2,100 2,093
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.376% 12/15/48 1,000 995
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.102% 5/15/46 1,275 1,262
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.456% 5/15/46 1,125 1,126
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 2.916% 2/15/47 1,349 1,352
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 3.669% 2/15/47 3,201 3,255
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.064% 2/15/47 3,050 3,159
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.633% 2/15/47 1,150 1,214
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 2.849% 6/15/47 575 576
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.477% 6/15/47 775 788
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.892% 6/15/47 2,875 2,952
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 4.322% 6/15/47 1,150 1,187
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.194% 10/15/47 3,500 3,521
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.923% 10/15/47 1,000 1,028

 

 

4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 4.432% 10/15/47 1,150 1,191
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.101% 12/15/47 3,775 3,795
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.326% 12/15/47 2,000 2,015
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.526% 12/15/47 3,275 3,297
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.069% 2/15/48 1,875 1,879
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.249% 2/15/48 6,650 6,598
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C21 3.338% 3/15/48 1,500 1,490
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.040% 4/15/48 3,750 3,723
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.306% 4/15/48 2,950 2,932
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.883% 4/15/48 1,875 1,892
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 2.982% 7/15/50 1,800 1,791
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.398% 7/15/50 1,050 1,057
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.719% 7/15/50 3,650 3,722
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.383% 10/15/48 3,850 3,896
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.635% 10/15/48 1,975 2,004
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.323% 10/15/48 2,325 2,344
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.531% 10/15/48 2,625 2,637
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.557% 12/15/47 1,800 1,819
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.753% 12/15/47 2,175 2,213
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.288% 1/15/49 2,425 2,436
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.544% 1/15/49 7,000 7,057
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.140% 5/15/49 1,500 1,485
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.325% 5/15/49 750 745
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C30 2.860% 9/15/49 7,300 6,973
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C31 3.102% 11/15/49 9,400 9,092
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.720% 12/15/49 7,600 7,744
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.994% 12/15/49 3,050 3,122
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.599% 5/15/50 6,500 6,569

 

 

4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.852% 5/15/50 3,800 3,830
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C34 3.276% 11/15/52 3,600 3,540
4 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C34 3.536% 11/15/52 5,250 5,258
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 119 119
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 6,000 6,004
4 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 1,800 1,815
4 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 2,525 2,570
4 Morgan Stanley Capital I Trust 2016-BNK2 3.049% 11/15/49 3,650 3,518
4 Morgan Stanley Capital I Trust 2016-BNK2 3.282% 11/15/49 2,951 2,852
4 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 7,300 6,907
4 Morgan Stanley Capital I Trust 2016-UB12 3.778% 12/15/49 3,000 3,017
4 Morgan Stanley Capital I Trust 2016-UBS12 3.596% 12/15/49 7,350 7,367
4 Morgan Stanley Capital I Trust 2017-H1 3.530% 6/15/50 5,800 5,795
9 National Australia Bank Ltd. 2.250% 3/16/21 12,000 11,780
4 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 3,300 3,274
4 Nissan Auto Lease Trust 2017-B 2.050% 9/15/20 2,800 2,775
4 Nissan Auto Lease Trust 2017-B 2.170% 12/15/21 750 741
4 Nissan Auto Receivables 2013-C Owner        
Trust 1.300% 6/15/20 120 120
4 Nissan Auto Receivables 2014-A Owner        
Trust 1.340% 8/17/20 321 321
4 Nissan Auto Receivables 2014-B Owner        
Trust 1.110% 5/15/19 86 86
4 Nissan Auto Receivables 2015-B Owner        
Trust 1.340% 3/16/20 1,023 1,019
4 Nissan Auto Receivables 2015-B Owner        
Trust 1.790% 1/17/22 1,075 1,064
4 Nissan Auto Receivables 2015-C Owner        
Trust 1.370% 5/15/20 692 688
4 Nissan Auto Receivables 2015-C Owner        
Trust 1.670% 2/15/22 1,750 1,727
4 Nissan Auto Receivables 2016-B Owner        
Trust 1.540% 10/17/22 2,500 2,444
4 Nissan Auto Receivables 2016-C Owner        
Trust 1.180% 1/15/21 3,175 3,137
4 Nissan Auto Receivables 2016-C Owner        
Trust 1.380% 1/17/23 2,650 2,576
4 Nissan Auto Receivables 2017-B Owner        
Trust 1.750% 10/15/21 5,034 4,951
4 Nissan Auto Receivables 2017-B Owner        
Trust 1.950% 10/16/23 2,848 2,779
4 Nissan Auto Receivables 2018-A Owner        
Trust 2.650% 5/16/22 5,325 5,312
4 Nissan Auto Receivables 2018-A Owner        
Trust 2.890% 6/17/24 4,025 4,033
4 Nissan Master Owner Trust Receivables        
Series 2016-A 1.540% 6/15/21 3,500 3,453
Royal Bank of Canada 2.200% 9/23/19 24,550 24,484
Royal Bank of Canada 2.100% 10/14/20 35,000 34,354
Royal Bank of Canada 2.300% 3/22/21 5,000 4,942
4 Santander Drive Auto Receivables Trust        
2017-3 1.870% 6/15/21 3,870 3,843
4 Santander Drive Auto Receivables Trust        
2018-1 2.320% 8/16/21 1,625 1,615

 

 

4 SG Commercial Mortgage Securities Trust        
2016-C5 3.055% 10/10/48 6,000 5,780
4 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 2,200 2,199
4 Synchrony Credit Card Master Note Trust        
2016-2 2.210% 5/15/24 15,125 14,775
4 Synchrony Credit Card Master Note Trust        
2016-3 1.580% 9/15/22 5,350 5,271
4 Synchrony Credit Card Master Note Trust        
2017-2 2.620% 10/15/25 6,675 6,542
4 Synchrony Credit Card Master Note Trust        
2018-1 2.970% 3/15/24 12,225 12,255
4 Synchrony Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 5,644 5,575
4 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.477% 8/15/39 171 170
9 Toronto-Dominion Bank 2.250% 3/15/21 8,000 7,863
9 Toronto-Dominion Bank 2.500% 1/18/22 10,000 9,842
4 Toyota Auto Receivables 2015-B Owner        
Trust 1.270% 5/15/19 812 811
4 Toyota Auto Receivables 2015-B Owner        
Trust 1.740% 9/15/20 3,275 3,259
4 Toyota Auto Receivables 2015-C Owner        
Trust 1.340% 6/17/19 691 690
4 Toyota Auto Receivables 2015-C Owner        
Trust 1.690% 12/15/20 3,000 2,985
4 Toyota Auto Receivables 2016-B Owner        
Trust 1.300% 4/15/20 1,351 1,342
4 Toyota Auto Receivables 2016-B Owner        
Trust 1.520% 8/16/21 2,200 2,166
4 Toyota Auto Receivables 2016-C Owner        
Trust 1.140% 8/17/20 2,723 2,701
4 Toyota Auto Receivables 2016-C Owner        
Trust 1.320% 11/15/21 1,575 1,536
4 Toyota Auto Receivables 2017-B Owner        
Trust 1.760% 7/15/21 13,800 13,621
4 Toyota Auto Receivables 2017-D Owner        
Trust 1.930% 1/18/22 9,425 9,285
4 Toyota Auto Receivables 2018-A Owner        
Trust 2.350% 5/16/22 5,775 5,733
4 Toyota Auto Receivables 2018-A Owner        
Trust 2.520% 5/15/23 2,850 2,819
4 UBS Commercial Mortgage Trust 2017-C1 3.460% 6/15/50 7,800 7,722
4 UBS Commercial Mortgage Trust 2017-C1 3.724% 6/15/50 3,400 3,380
4 UBS Commercial Mortgage Trust 2017-C2 3.487% 8/15/50 5,850 5,801
4 UBS Commercial Mortgage Trust 2017-C2 3.740% 8/15/50 1,550 1,550
4 UBS Commercial Mortgage Trust 2017-C3 3.426% 8/15/50 6,975 6,893
4 UBS Commercial Mortgage Trust 2017-C3 3.739% 8/15/50 2,900 2,906
4 UBS Commercial Mortgage Trust 2017-C4 3.301% 10/15/50 4,700 4,628
4 UBS Commercial Mortgage Trust 2017-C4 3.563% 10/15/50 5,875 5,873
4 UBS Commercial Mortgage Trust 2017-C4 3.836% 10/15/50 2,594 2,588
4 UBS Commercial Mortgage Trust 2017-C5 3.474% 11/15/50 3,950 3,902
4 UBS Commercial Mortgage Trust 2017-C7 3.679% 12/15/50 5,700 5,709
4 UBS Commercial Mortgage Trust 2017-C7 4.061% 12/15/50 3,000 3,066
4 UBS Commercial Mortgage Trust 2018-C8 3.983% 2/15/51 12,225 12,537
4 UBS Commercial Mortgage Trust 2018-C8 4.215% 2/15/51 3,250 3,363

 

 

4 UBS COMMERCIAL MORTGAGE TRUST        
UBSCM_18-C8 3.720% 2/15/51 6,125 6,214
4 UBS-Barclays Commercial Mortgage Trust        
2012-C4 2.850% 12/10/45 10,200 10,032
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 2,870 2,863
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 4,765 4,765
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 700 704
4 UBS-Barclays Commercial Mortgage Trust        
2018-C9 4.117% 3/15/28 12,300 12,730
4 Volkswagen Auto Loan Enhanced Trust        
2014-2 1.390% 5/20/21 1,536 1,534
4 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 4,971 4,910
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,123 1,124
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 775 786
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 11,690 11,940
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 400 403
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 2,250 2,256
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,400 1,407
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 2,625 2,626
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 3,725 3,724
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 1,875 1,886
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 3,750 3,722
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 2,075 2,033
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 1,500 1,496
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 5,425 5,434
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,040 1,046
4 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 3,650 3,683
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,029 1,021
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 4,335 4,248
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 1,900 1,881
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 1,425 1,447
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 2,000 2,051

 

 

4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 1,775 1,852
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 1,600 1,596
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 2,720 2,696
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 1,500 1,469
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 2,875 2,933
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 1,800 1,835
4 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 9/15/48 7,740 7,864
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 4,875 4,564
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,200 1,152
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 1,929 1,930
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 4,200 4,203
4 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 1,450 1,437
4 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 2,900 2,819
4 Wells Fargo Commercial Mortgage Trust        
2016-C37 3.794% 12/15/49 2,900 2,945
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 3,275 3,198
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 5,654 5,400
4 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.453% 7/15/50 16,255 16,065
4 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.665% 7/15/50 4,606 4,540
4 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.418% 9/15/50 7,000 6,893
4 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.702% 9/15/50 3,900 3,894
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.317% 10/15/50 3,925 3,859
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.581% 10/15/50 5,900 5,925
4 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.854% 10/15/50 1,575 1,594
4 Wells Fargo Commercial Mortgage Trust        
2017-C41 3.472% 11/15/50 9,900 9,783
4 Wells Fargo Commercial Mortgage Trust        
2017-RB1 3.635% 3/15/50 10,000 10,036
4 Wells Fargo Commercial Mortgage Trust        
2017-RC1 3.631% 1/15/60 15,000 15,117
4 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.012% 3/15/51 12,275 12,740
4 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.152% 3/15/51 2,125 2,209

 

 

4 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 8,500 8,375
4 WFRBS Commercial Mortgage Trust 2012-        
C6 3.440% 4/15/45 4,275 4,316
4 WFRBS Commercial Mortgage Trust 2012-        
C7 3.431% 6/15/45 3,511 3,538
4 WFRBS Commercial Mortgage Trust 2012-        
C7 4.090% 6/15/45 2,200 2,246
4 WFRBS Commercial Mortgage Trust 2012-        
C8 3.001% 8/15/45 1,600 1,591
4 WFRBS Commercial Mortgage Trust 2012-        
C9 2.870% 11/15/45 3,281 3,232
4 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 2,414 2,395
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,045 1,042
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 495 497
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 2,154 2,128
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 421 417
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 3,250 3,257
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 1,725 1,719
4 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 660 674
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 2,640 2,744
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 660 683
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 1,024 1,026
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,520 1,562
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,520 1,600
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,530 2,660
4 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 725 726
4 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 725 737
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 925 956
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 725 748
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 725 758
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 735 737
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 1,500 1,527
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 7,268 7,582

 

 

4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 375 391
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.658% 12/15/46 563 600
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 1,837 1,839
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,100 1,110
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 1,475 1,537
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.623% 3/15/46 375 399
4 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 28 28
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 475 483
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 650 659
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 1,450 1,503
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 475 493
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 775 778
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 775 789
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.723% 5/15/47 2,200 2,241
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,150 1,185
4 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,220 1,249
4 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 3,000 3,044
4 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 6,275 6,387
4 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,200 1,209
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 2,054 2,093
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 1,150 1,182
4 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 800 832
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.428% 11/15/47 2,075 2,075
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.607% 11/15/47 2,075 2,093
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 714 715
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 1,840 1,865
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 4,415 4,564
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 1,840 1,897

 

 

4 World Financial Network Credit Card Master        
Note Trust Series 2017-C 2.310% 8/15/24 6,375 6,261
4 World Financial Network Credit Card Master        
Note Trust Series 2018-A 3.070% 12/16/24 8,050 8,051
4 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 303 303
4 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,000 995
4 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 1,192 1,187
4 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 1,775 1,753
4 World Omni Automobile Lease Securitization        
Trust 2016-A 1.610% 1/15/22 2,000 1,983
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $3,696,991)   3,639,177
Corporate Bonds (27.4%)        
Finance (8.6%)        
Banking (6.2%)        
American Express Co. 2.200% 10/30/20 22,750 22,412
American Express Co. 2.500% 8/1/22 8,000 7,692
American Express Co. 2.650% 12/2/22 12,875 12,416
American Express Co. 3.400% 2/27/23 11,000 10,955
American Express Co. 3.000% 10/30/24 23,000 22,056
American Express Co. 3.625% 12/5/24 7,775 7,703
American Express Co. 4.050% 12/3/42 875 874
American Express Credit Corp. 1.875% 5/3/19 8,000 7,945
American Express Credit Corp. 2.250% 8/15/19 14,000 13,937
American Express Credit Corp. 2.200% 3/3/20 10,450 10,362
American Express Credit Corp. 2.375% 5/26/20 2,280 2,257
American Express Credit Corp. 2.600% 9/14/20 13,000 12,881
American Express Credit Corp. 2.250% 5/5/21 19,220 18,675
American Express Credit Corp. 2.700% 3/3/22 26,325 25,745
American Express Credit Corp. 3.300% 5/3/27 14,425 13,969
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 1,600 1,590
Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 14,650 14,434
Australia & New Zealand Banking Group Ltd. 2.050% 9/23/19 4,400 4,357
Australia & New Zealand Banking Group Ltd. 2.125% 8/19/20 10,000 9,779
Australia & New Zealand Banking Group Ltd. 2.250% 11/9/20 8,200 8,042
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 10,000 9,893
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 7,100 6,926
Australia & New Zealand Banking Group Ltd. 2.550% 11/23/21 6,000 5,861
Australia & New Zealand Banking Group Ltd. 2.625% 5/19/22 13,000 12,667
Australia & New Zealand Banking Group Ltd. 2.625% 11/9/22 8,200 7,957
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 9,425 9,529
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 8,125 8,078
Banco Santander SA 3.125% 2/23/23 10,000 9,704
Banco Santander SA 4.250% 4/11/27 8,175 8,124
Banco Santander SA 3.800% 2/23/28 10,000 9,621
Bank of America Corp. 2.650% 4/1/19 11,325 11,319
Bank of America Corp. 2.250% 4/21/20 9,500 9,345
Bank of America Corp. 2.625% 10/19/20 33,929 33,616
Bank of America Corp. 2.625% 4/19/21 11,420 11,247
4 Bank of America Corp. 2.369% 7/21/21 29,850 29,348
4 Bank of America Corp. 2.328% 10/1/21 21,000 20,534
4 Bank of America Corp. 2.738% 1/23/22 12,800 12,594
Bank of America Corp. 2.503% 10/21/22 16,925 16,237
Bank of America Corp. 3.300% 1/11/23 50,500 50,284
4 Bank of America Corp. 3.124% 1/20/23 3,905 3,866
4 Bank of America Corp. 2.881% 4/24/23 20,550 20,121
4 Bank of America Corp. 2.816% 7/21/23 32,750 31,879
Bank of America Corp. 4.100% 7/24/23 13,568 13,987

 

 

4,9 Bank of America Corp. 3.004% 12/20/23 105,813 103,389
  Bank of America Corp. 4.125% 1/22/24 16,650 17,106
4 Bank of America Corp. 3.550% 3/5/24 8,400 8,420
  Bank of America Corp. 4.000% 4/1/24 25,225 25,687
  Bank of America Corp. 4.200% 8/26/24 53,614 54,161
  Bank of America Corp. 4.000% 1/22/25 46,950 46,772
  Bank of America Corp. 3.950% 4/21/25 12,750 12,577
4 Bank of America Corp. 3.093% 10/1/25 26,100 25,029
4 Bank of America Corp. 3.366% 1/23/26 18,450 17,960
  Bank of America Corp. 4.450% 3/3/26 31,451 31,989
  Bank of America Corp. 3.500% 4/19/26 15,000 14,697
  Bank of America Corp. 4.250% 10/22/26 15,725 15,799
  Bank of America Corp. 3.248% 10/21/27 19,700 18,558
4 Bank of America Corp. 3.824% 1/20/28 19,330 19,046
4 Bank of America Corp. 3.705% 4/24/28 16,750 16,461
4 Bank of America Corp. 3.593% 7/21/28 36,000 34,779
4,9 Bank of America Corp. 3.419% 12/20/28 59,491 56,945
4 Bank of America Corp. 3.970% 3/5/29 15,000 14,983
  Bank of America Corp. 6.110% 1/29/37 16,187 19,379
4 Bank of America Corp. 4.244% 4/24/38 19,775 20,149
  Bank of America Corp. 7.750% 5/14/38 10,815 15,005
  Bank of America Corp. 5.875% 2/7/42 17,775 22,077
  Bank of America Corp. 5.000% 1/21/44 33,735 37,675
  Bank of America Corp. 4.875% 4/1/44 5,825 6,424
  Bank of America Corp. 4.750% 4/21/45 800 844
4 Bank of America Corp. 4.443% 1/20/48 1,550 1,605
4 Bank of America Corp. 3.946% 1/23/49 13,025 12,444
  Bank of America NA 6.000% 10/15/36 6,875 8,539
  Bank of Montreal 1.500% 7/18/19 12,200 12,023
  Bank of Montreal 2.100% 12/12/19 5,000 4,951
  Bank of Montreal 2.100% 6/15/20 6,100 5,991
  Bank of Montreal 1.900% 8/27/21 17,600 16,890
  Bank of Montreal 2.550% 11/6/22 4,925 4,754
4 Bank of Montreal 3.803% 12/15/32 24,800 23,484
  Bank of New York Mellon Corp. 2.200% 5/15/19 775 772
  Bank of New York Mellon Corp. 5.450% 5/15/19 6,645 6,846
  Bank of New York Mellon Corp. 2.300% 9/11/19 12,000 11,909
  Bank of New York Mellon Corp. 4.600% 1/15/20 7,100 7,311
  Bank of New York Mellon Corp. 2.600% 8/17/20 3,000 2,975
  Bank of New York Mellon Corp. 2.450% 11/27/20 8,455 8,324
  Bank of New York Mellon Corp. 2.050% 5/3/21 10,400 10,093
  Bank of New York Mellon Corp. 3.550% 9/23/21 5,700 5,778
  Bank of New York Mellon Corp. 2.600% 2/7/22 10,000 9,814
  Bank of New York Mellon Corp. 2.950% 1/29/23 8,990 8,844
4 Bank of New York Mellon Corp. 2.661% 5/16/23 11,575 11,250
  Bank of New York Mellon Corp. 2.200% 8/16/23 3,000 2,812
  Bank of New York Mellon Corp. 3.650% 2/4/24 1,100 1,111
  Bank of New York Mellon Corp. 3.400% 5/15/24 2,875 2,871
  Bank of New York Mellon Corp. 3.250% 9/11/24 4,050 4,000
  Bank of New York Mellon Corp. 3.000% 2/24/25 300 289
  Bank of New York Mellon Corp. 2.800% 5/4/26 3,075 2,884
  Bank of New York Mellon Corp. 2.450% 8/17/26 4,500 4,082
  Bank of New York Mellon Corp. 3.250% 5/16/27 12,975 12,496
  Bank of New York Mellon Corp. 3.400% 1/29/28 6,200 6,056
4 Bank of New York Mellon Corp. 3.442% 2/7/28 6,875 6,745
  Bank of New York Mellon Corp. 3.000% 10/30/28 3,700 3,407
  Bank of New York Mellon Corp. 3.300% 8/23/29 10,150 9,537

 

 

Bank of Nova Scotia 2.050% 6/5/19 11,513 11,405
Bank of Nova Scotia 1.650% 6/14/19 11,000 10,863
Bank of Nova Scotia 2.350% 10/21/20 9,800 9,646
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,622
Bank of Nova Scotia 2.800% 7/21/21 16,630 16,530
Bank of Nova Scotia 2.700% 3/7/22 8,000 7,855
Bank of Nova Scotia 4.500% 12/16/25 18,950 19,341
Bank One Capital III 8.750% 9/1/30 290 411
Bank One Corp. 7.625% 10/15/26 975 1,205
Bank One Corp. 8.000% 4/29/27 2,500 3,232
Bank One Michigan 8.250% 11/1/24 6,000 7,439
Barclays Bank plc 5.140% 10/14/20 4,795 4,947
Barclays Bank plc 2.650% 1/11/21 7,000 6,905
Barclays plc 2.750% 11/8/19 12,225 12,122
Barclays plc 2.875% 6/8/20 7,750 7,685
Barclays plc 3.250% 1/12/21 9,200 9,158
Barclays plc 3.200% 8/10/21 21,600 21,335
Barclays plc 3.684% 1/10/23 45,225 44,794
Barclays plc 4.375% 9/11/24 9,300 9,086
Barclays plc 3.650% 3/16/25 14,900 14,337
Barclays plc 4.375% 1/12/26 7,000 7,032
Barclays plc 5.200% 5/12/26 17,075 17,228
Barclays plc 4.337% 1/10/28 25,000 24,751
Barclays plc 4.836% 5/9/28 17,750 17,378
Barclays plc 5.250% 8/17/45 3,600 3,803
Barclays plc 4.950% 1/10/47 11,500 11,704
BB&T Corp. 6.850% 4/30/19 8,261 8,617
BB&T Corp. 5.250% 11/1/19 3,925 4,065
BB&T Corp. 2.450% 1/15/20 1,250 1,238
BB&T Corp. 2.625% 6/29/20 10,000 9,911
BB&T Corp. 2.150% 2/1/21 6,675 6,531
BB&T Corp. 2.050% 5/10/21 14,025 13,604
BB&T Corp. 3.950% 3/22/22 2,049 2,100
BB&T Corp. 2.750% 4/1/22 7,000 6,851
BB&T Corp. 2.850% 10/26/24 11,491 11,006
BNP Paribas SA 2.375% 5/21/20 9,500 9,394
BNP Paribas SA 5.000% 1/15/21 24,404 25,689
BNP Paribas SA 3.250% 3/3/23 9,025 8,962
9 BNP Paribas SA 3.800% 1/10/24 500 499
BNP Paribas SA 4.250% 10/15/24 3,600 3,634
BPCE SA 2.500% 7/15/19 6,320 6,290
BPCE SA 2.250% 1/27/20 2,375 2,340
BPCE SA 2.650% 2/3/21 5,275 5,205
BPCE SA 2.750% 12/2/21 13,750 13,467
9 BPCE SA 3.000% 5/22/22 5,800 5,679
BPCE SA 4.000% 4/15/24 12,800 12,955
BPCE SA 3.375% 12/2/26 4,000 3,874
9 BPCE SA 3.250% 1/11/28 275 260
Branch Banking & Trust Co. 1.450% 5/10/19 5,775 5,691
Branch Banking & Trust Co. 2.100% 1/15/20 9,750 9,613
Branch Banking & Trust Co. 2.250% 6/1/20 25,000 24,577
Branch Banking & Trust Co. 2.850% 4/1/21 3,000 2,984
Branch Banking & Trust Co. 2.625% 1/15/22 5,000 4,879
Branch Banking & Trust Co. 3.625% 9/16/25 9,100 9,043
Branch Banking & Trust Co. 3.800% 10/30/26 3,450 3,459
Canadian Imperial Bank of Commerce 1.600% 9/6/19 6,575 6,473
Canadian Imperial Bank of Commerce 2.100% 10/5/20 9,000 8,800

 

 

  Canadian Imperial Bank of Commerce 2.700% 2/2/21 9,200 9,077
  Canadian Imperial Bank of Commerce 2.550% 6/16/22 16,025 15,573
  Capital One Bank USA NA 2.300% 6/5/19 5,850 5,810
  Capital One Bank USA NA 8.800% 7/15/19 6,825 7,308
  Capital One Bank USA NA 3.375% 2/15/23 9,110 8,873
  Capital One Financial Corp. 2.450% 4/24/19 7,100 7,060
  Capital One Financial Corp. 2.500% 5/12/20 6,250 6,152
  Capital One Financial Corp. 2.400% 10/30/20 6,903 6,765
  Capital One Financial Corp. 4.750% 7/15/21 545 568
  Capital One Financial Corp. 3.050% 3/9/22 7,500 7,370
  Capital One Financial Corp. 3.200% 1/30/23 22,000 21,406
  Capital One Financial Corp. 3.500% 6/15/23 1,285 1,268
  Capital One Financial Corp. 3.750% 4/24/24 7,000 6,975
  Capital One Financial Corp. 3.300% 10/30/24 11,125 10,737
  Capital One Financial Corp. 3.200% 2/5/25 7,000 6,711
  Capital One Financial Corp. 4.200% 10/29/25 625 619
  Capital One Financial Corp. 3.750% 7/28/26 7,500 7,101
  Capital One Financial Corp. 3.750% 3/9/27 4,750 4,572
  Capital One Financial Corp. 3.800% 1/31/28 20,000 19,353
  Capital One NA 2.400% 9/5/19 2,850 2,823
  Capital One NA 1.850% 9/13/19 4,450 4,372
  Capital One NA 2.350% 1/31/20 20,000 19,666
  Capital One NA 2.950% 7/23/21 19,500 19,269
  Capital One NA 2.250% 9/13/21 7,600 7,311
  Capital One NA 2.650% 8/8/22 12,000 11,570
  Citibank NA 1.850% 9/18/19 16,275 16,052
  Citibank NA 2.100% 6/12/20 10,000 9,795
  Citibank NA 2.125% 10/20/20 34,255 33,447
  Citibank NA 2.850% 2/12/21 8,900 8,825
4,9 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 2,996 3,235
  Citigroup Inc. 2.550% 4/8/19 24,000 23,944
  Citigroup Inc. 2.050% 6/7/19 11,100 10,996
  Citigroup Inc. 2.500% 7/29/19 10,450 10,402
  Citigroup Inc. 2.450% 1/10/20 15,845 15,688
  Citigroup Inc. 2.400% 2/18/20 8,225 8,130
  Citigroup Inc. 5.375% 8/9/20 5,564 5,844
  Citigroup Inc. 2.650% 10/26/20 27,577 27,236
  Citigroup Inc. 2.700% 3/30/21 25,220 24,855
  Citigroup Inc. 2.350% 8/2/21 7,850 7,607
  Citigroup Inc. 2.900% 12/8/21 23,850 23,448
  Citigroup Inc. 4.500% 1/14/22 12,875 13,337
  Citigroup Inc. 2.750% 4/25/22 20,350 19,809
  Citigroup Inc. 4.050% 7/30/22 6,275 6,405
  Citigroup Inc. 2.700% 10/27/22 5,000 4,817
4 Citigroup Inc. 3.142% 1/24/23 22,000 21,723
  Citigroup Inc. 3.375% 3/1/23 1,925 1,920
  Citigroup Inc. 3.500% 5/15/23 17,725 17,506
4 Citigroup Inc. 2.876% 7/24/23 18,075 17,580
  Citigroup Inc. 3.875% 10/25/23 15,480 15,679
  Citigroup Inc. 3.750% 6/16/24 2,400 2,411
  Citigroup Inc. 4.000% 8/5/24 5,525 5,514
  Citigroup Inc. 3.875% 3/26/25 11,325 11,163
  Citigroup Inc. 3.300% 4/27/25 4,825 4,661
  Citigroup Inc. 4.400% 6/10/25 39,525 40,123
  Citigroup Inc. 5.500% 9/13/25 9,400 10,172
  Citigroup Inc. 3.700% 1/12/26 16,617 16,392
  Citigroup Inc. 4.600% 3/9/26 24,150 24,659

 

 

Citigroup Inc. 3.400% 5/1/26 10,550 10,178
Citigroup Inc. 3.200% 10/21/26 46,300 43,886
Citigroup Inc. 4.300% 11/20/26 7,850 7,859
Citigroup Inc. 4.450% 9/29/27 29,400 29,687
4 Citigroup Inc. 3.887% 1/10/28 27,750 27,573
Citigroup Inc. 6.625% 1/15/28 25 30
4 Citigroup Inc. 3.668% 7/24/28 29,725 28,888
Citigroup Inc. 4.125% 7/25/28 4,100 4,049
4 Citigroup Inc. 3.520% 10/27/28 18,375 17,734
Citigroup Inc. 6.625% 6/15/32 1,125 1,369
Citigroup Inc. 6.000% 10/31/33 3,850 4,528
Citigroup Inc. 6.125% 8/25/36 10,418 12,389
4 Citigroup Inc. 3.878% 1/24/39 8,825 8,491
Citigroup Inc. 8.125% 7/15/39 13,999 21,156
Citigroup Inc. 5.875% 1/30/42 7,139 8,792
Citigroup Inc. 6.675% 9/13/43 4,600 5,965
Citigroup Inc. 4.950% 11/7/43 8,250 8,956
Citigroup Inc. 5.300% 5/6/44 4,725 5,171
Citigroup Inc. 4.650% 7/30/45 5,000 5,296
Citigroup Inc. 4.750% 5/18/46 6,855 6,908
Citizens Bank NA 2.450% 12/4/19 3,100 3,067
Citizens Bank NA 2.250% 3/2/20 6,825 6,712
Citizens Bank NA 2.200% 5/26/20 9,300 9,124
Citizens Bank NA 2.250% 10/30/20 8,750 8,532
Citizens Bank NA 2.550% 5/13/21 550 536
Citizens Bank NA 2.650% 5/26/22 5,600 5,451
Citizens Bank NA 3.700% 3/29/23 4,000 4,002
Citizens Financial Group Inc. 2.375% 7/28/21 1,000 973
Citizens Financial Group Inc. 4.300% 12/3/25 3,950 4,000
Comerica Bank 4.000% 7/27/25 2,975 3,002
Comerica Inc. 2.125% 5/23/19 800 794
Comerica Inc. 3.800% 7/22/26 850 841
Commonwealth Bank of Australia 2.300% 9/6/19 3,600 3,572
9 Commonwealth Bank of Australia 1.750% 11/7/19 800 785
Commonwealth Bank of Australia 2.400% 11/2/20 7,500 7,362
Commonwealth Bank of Australia 2.550% 3/15/21 5,775 5,676
9 Commonwealth Bank of Australia 2.750% 3/10/22 10,700 10,518
9 Commonwealth Bank of Australia 2.625% 9/6/26 500 461
Compass Bank 2.750% 9/29/19 2,000 1,989
Compass Bank 2.875% 6/29/22 14,100 13,670
Cooperatieve Rabobank UA 2.250% 1/14/20 13,000 12,826
Cooperatieve Rabobank UA 4.500% 1/11/21 2,465 2,555
Cooperatieve Rabobank UA 2.500% 1/19/21 40,700 40,006
Cooperatieve Rabobank UA 2.750% 1/10/22 14,000 13,727
Cooperatieve Rabobank UA 3.875% 2/8/22 20,421 20,816
Cooperatieve Rabobank UA 3.950% 11/9/22 29,828 30,072
Cooperatieve Rabobank UA 4.625% 12/1/23 15,775 16,420
Cooperatieve Rabobank UA 3.375% 5/21/25 7,342 7,224
Cooperatieve Rabobank UA 4.375% 8/4/25 11,375 11,461
Cooperatieve Rabobank UA 3.750% 7/21/26 7,725 7,450
Cooperatieve Rabobank UA 5.250% 5/24/41 9,755 11,592
Cooperatieve Rabobank UA 5.750% 12/1/43 7,925 9,457
Cooperatieve Rabobank UA 5.250% 8/4/45 15,273 17,129
Credit Suisse AG 2.300% 5/28/19 26,875 26,701
Credit Suisse AG 5.300% 8/13/19 8,650 8,917
Credit Suisse AG 5.400% 1/14/20 5,725 5,925
Credit Suisse AG 3.000% 10/29/21 12,100 11,962

 

 

Credit Suisse AG 3.625% 9/9/24 19,917 19,757
9 Credit Suisse Group AG 3.574% 1/9/23 10,500 10,431
9 Credit Suisse Group AG 4.282% 1/9/28 23,150 23,183
Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 600 594
Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 8,100 8,064
Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 25,305 25,282
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 17,250 17,324
Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 8,735 8,729
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 23,250 22,700
Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 9,700 9,927
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 14,550 15,411
Credit Suisse USA Inc. 7.125% 7/15/32 4,560 6,073
9 Danske Bank A/S 2.800% 3/10/21 200 198
Deutsche Bank AG 2.850% 5/10/19 8,725 8,694
Deutsche Bank AG 2.700% 7/13/20 20,900 20,484
Deutsche Bank AG 2.950% 8/20/20 10,500 10,320
Deutsche Bank AG 3.125% 1/13/21 5,475 5,395
Deutsche Bank AG 3.150% 1/22/21 15,700 15,475
Deutsche Bank AG 3.375% 5/12/21 7,775 7,690
Deutsche Bank AG 4.250% 10/14/21 17,300 17,548
Deutsche Bank AG 3.300% 11/16/22 16,000 15,549
Deutsche Bank AG 3.700% 5/30/24 14,550 14,056
Deutsche Bank AG 4.100% 1/13/26 3,475 3,366
Deutsche Bank AG 3.950% 2/27/23 15,000 14,918
Discover Bank 7.000% 4/15/20 1,350 1,441
Discover Bank 3.200% 8/9/21 1,400 1,385
Discover Bank 3.350% 2/6/23 9,300 9,134
Discover Bank 4.200% 8/8/23 9,475 9,640
Discover Bank 4.250% 3/13/26 2,175 2,196
Discover Bank 3.450% 7/27/26 6,250 5,889
Discover Financial Services 5.200% 4/27/22 950 996
Discover Financial Services 3.850% 11/21/22 5,630 5,671
Discover Financial Services 3.950% 11/6/24 11,100 11,053
Discover Financial Services 3.750% 3/4/25 3,600 3,488
Discover Financial Services 4.100% 2/9/27 5,300 5,253
Fifth Third Bancorp 3.500% 3/15/22 6,025 6,047
Fifth Third Bancorp 4.300% 1/16/24 7,050 7,223
Fifth Third Bancorp 3.950% 3/14/28 4,500 4,506
Fifth Third Bancorp 8.250% 3/1/38 5,771 8,221
Fifth Third Bank 2.375% 4/25/19 10,000 9,961
Fifth Third Bank 1.625% 9/27/19 4,575 4,493
Fifth Third Bank 2.200% 10/30/20 6,050 5,898
Fifth Third Bank 2.250% 6/14/21 6,500 6,315
Fifth Third Bank 3.850% 3/15/26 10,500 10,350
First Horizon National Corp. 3.500% 12/15/20 2,050 2,061
First Niagara Financial Group Inc. 6.750% 3/19/20 2,300 2,452
First Republic Bank 2.500% 6/6/22 9,300 8,999
First Republic Bank 4.375% 8/1/46 1,200 1,195
First Republic Bank 4.625% 2/13/47 2,375 2,438
FirstMerit Bank NA 4.270% 11/25/26 4,150 4,203
FirstMerit Corp. 4.350% 2/4/23 4,950 5,074
Goldman Sachs Capital I 6.345% 2/15/34 8,175 9,728
Goldman Sachs Group Inc. 7.500% 2/15/19 20,105 20,901
Goldman Sachs Group Inc. 1.950% 7/23/19 3,800 3,760
Goldman Sachs Group Inc. 2.550% 10/23/19 18,100 18,003
Goldman Sachs Group Inc. 2.300% 12/13/19 16,872 16,702
Goldman Sachs Group Inc. 5.375% 3/15/20 23,140 24,117

 

 

Goldman Sachs Group Inc. 2.600% 4/23/20 23,175 22,918
Goldman Sachs Group Inc. 6.000% 6/15/20 22,270 23,557
Goldman Sachs Group Inc. 2.750% 9/15/20 23,620 23,355
Goldman Sachs Group Inc. 2.875% 2/25/21 750 741
Goldman Sachs Group Inc. 2.625% 4/25/21 10,250 10,009
Goldman Sachs Group Inc. 5.250% 7/27/21 31,736 33,611
Goldman Sachs Group Inc. 2.350% 11/15/21 8,750 8,451
Goldman Sachs Group Inc. 5.750% 1/24/22 43,944 47,509
Goldman Sachs Group Inc. 3.000% 4/26/22 40,250 39,513
4 Goldman Sachs Group Inc. 2.876% 10/31/22 45,000 44,044
Goldman Sachs Group Inc. 3.625% 1/22/23 24,634 24,707
Goldman Sachs Group Inc. 3.200% 2/23/23 15,000 14,745
4 Goldman Sachs Group Inc. 2.908% 6/5/23 25,000 24,309
4 Goldman Sachs Group Inc. 2.905% 7/24/23 23,625 22,986
Goldman Sachs Group Inc. 4.000% 3/3/24 52,325 52,938
Goldman Sachs Group Inc. 3.850% 7/8/24 4,525 4,538
Goldman Sachs Group Inc. 3.500% 1/23/25 22,725 22,276
4 Goldman Sachs Group Inc. 3.272% 9/29/25 31,685 30,419
Goldman Sachs Group Inc. 4.250% 10/21/25 3,750 3,764
Goldman Sachs Group Inc. 3.750% 2/25/26 21,100 20,710
Goldman Sachs Group Inc. 3.500% 11/16/26 25,865 24,850
Goldman Sachs Group Inc. 5.950% 1/15/27 3,945 4,416
Goldman Sachs Group Inc. 3.850% 1/26/27 27,175 26,735
4 Goldman Sachs Group Inc. 3.691% 6/5/28 21,300 20,745
4 Goldman Sachs Group Inc. 3.814% 4/23/29 20,850 20,403
Goldman Sachs Group Inc. 6.125% 2/15/33 18,375 21,999
Goldman Sachs Group Inc. 6.450% 5/1/36 12,800 15,507
Goldman Sachs Group Inc. 6.750% 10/1/37 42,060 52,554
4 Goldman Sachs Group Inc. 4.017% 10/31/38 22,600 21,762
Goldman Sachs Group Inc. 6.250% 2/1/41 14,731 18,655
Goldman Sachs Group Inc. 4.800% 7/8/44 25,575 27,346
Goldman Sachs Group Inc. 5.150% 5/22/45 19,625 21,065
Goldman Sachs Group Inc. 4.750% 10/21/45 7,325 7,825
HSBC Bank USA NA 4.875% 8/24/20 9,275 9,594
HSBC Bank USA NA 5.875% 11/1/34 3,875 4,765
HSBC Bank USA NA 5.625% 8/15/35 5,450 6,574
HSBC Bank USA NA 7.000% 1/15/39 7,476 10,449
HSBC Holdings plc 3.400% 3/8/21 24,238 24,378
HSBC Holdings plc 5.100% 4/5/21 14,270 14,990
HSBC Holdings plc 2.950% 5/25/21 20,000 19,785
HSBC Holdings plc 2.650% 1/5/22 42,445 41,252
HSBC Holdings plc 4.875% 1/14/22 1,895 1,991
HSBC Holdings plc 4.000% 3/30/22 7,455 7,617
4 HSBC Holdings plc 3.262% 3/13/23 31,000 30,528
HSBC Holdings plc 3.600% 5/25/23 21,750 21,766
4 HSBC Holdings plc 3.033% 11/22/23 7,950 7,758
HSBC Holdings plc 4.250% 3/14/24 10,500 10,558
HSBC Holdings plc 4.250% 8/18/25 12,250 12,186
HSBC Holdings plc 4.300% 3/8/26 35,305 36,154
HSBC Holdings plc 3.900% 5/25/26 23,300 23,245
HSBC Holdings plc 4.375% 11/23/26 21,300 21,195
4 HSBC Holdings plc 4.041% 3/13/28 24,100 24,048
HSBC Holdings plc 7.625% 5/17/32 575 748
HSBC Holdings plc 7.350% 11/27/32 600 771
HSBC Holdings plc 6.500% 5/2/36 13,865 17,182
HSBC Holdings plc 6.500% 9/15/37 13,015 16,219
HSBC Holdings plc 6.800% 6/1/38 4,225 5,434

 

 

HSBC Holdings plc 6.100% 1/14/42 4,075 5,258
HSBC Holdings plc 5.250% 3/14/44 19,550 21,385
HSBC USA Inc. 2.250% 6/23/19 1,000 992
HSBC USA Inc. 2.375% 11/13/19 10,225 10,121
HSBC USA Inc. 2.350% 3/5/20 13,200 13,010
HSBC USA Inc. 2.750% 8/7/20 3,000 2,972
HSBC USA Inc. 5.000% 9/27/20 4,855 5,048
HSBC USA Inc. 3.500% 6/23/24 11,475 11,413
Huntington Bancshares Inc. 7.000% 12/15/20 6,800 7,423
Huntington Bancshares Inc. 3.150% 3/14/21 9,700 9,644
Huntington Bancshares Inc. 2.300% 1/14/22 1,500 1,436
Huntington National Bank 2.200% 4/1/19 925 918
Huntington National Bank 2.375% 3/10/20 11,000 10,838
Huntington National Bank 2.400% 4/1/20 3,600 3,556
Huntington National Bank 2.875% 8/20/20 4,250 4,235
Huntington National Bank 2.500% 8/7/22 10,000 9,637
9 ING Bank NV 2.450% 3/16/20 15,725 15,496
ING Groep NV 3.150% 3/29/22 6,250 6,159
ING Groep NV 3.950% 3/29/27 10,500 10,388
Intesa Sanpaolo SPA 5.250% 1/12/24 10,475 11,048
JPMorgan Chase & Co. 6.300% 4/23/19 15,110 15,657
JPMorgan Chase & Co. 2.200% 10/22/19 2,300 2,276
JPMorgan Chase & Co. 2.250% 1/23/20 43,940 43,360
JPMorgan Chase & Co. 4.950% 3/25/20 1,040 1,079
JPMorgan Chase & Co. 2.750% 6/23/20 28,845 28,658
JPMorgan Chase & Co. 4.400% 7/22/20 8,795 9,050
JPMorgan Chase & Co. 4.250% 10/15/20 16,350 16,807
JPMorgan Chase & Co. 2.550% 10/29/20 5,750 5,667
JPMorgan Chase & Co. 2.550% 3/1/21 18,290 17,990
JPMorgan Chase & Co. 4.625% 5/10/21 1,140 1,188
JPMorgan Chase & Co. 2.400% 6/7/21 6,500 6,357
JPMorgan Chase & Co. 2.295% 8/15/21 47,400 45,950
JPMorgan Chase & Co. 4.350% 8/15/21 15,765 16,307
JPMorgan Chase & Co. 4.500% 1/24/22 25,150 26,141
JPMorgan Chase & Co. 3.250% 9/23/22 24,350 24,203
JPMorgan Chase & Co. 2.972% 1/15/23 65,595 64,223
JPMorgan Chase & Co. 3.200% 1/25/23 17,125 16,946
4 JPMorgan Chase & Co. 2.776% 4/25/23 15,450 15,083
JPMorgan Chase & Co. 3.375% 5/1/23 9,300 9,150
JPMorgan Chase & Co. 2.700% 5/18/23 14,175 13,649
JPMorgan Chase & Co. 3.875% 2/1/24 27,475 27,959
JPMorgan Chase & Co. 3.625% 5/13/24 9,825 9,776
JPMorgan Chase & Co. 3.875% 9/10/24 31,025 30,951
JPMorgan Chase & Co. 3.125% 1/23/25 18,895 18,176
4 JPMorgan Chase & Co. 3.220% 3/1/25 25,850 25,166
JPMorgan Chase & Co. 3.900% 7/15/25 23,500 23,687
JPMorgan Chase & Co. 3.300% 4/1/26 55,175 53,312
JPMorgan Chase & Co. 3.200% 6/15/26 17,100 16,320
JPMorgan Chase & Co. 2.950% 10/1/26 24,500 22,983
JPMorgan Chase & Co. 4.125% 12/15/26 35,300 35,302
JPMorgan Chase & Co. 4.250% 10/1/27 10,100 10,176
JPMorgan Chase & Co. 3.625% 12/1/27 10,000 9,575
4 JPMorgan Chase & Co. 3.782% 2/1/28 22,475 22,255
4 JPMorgan Chase & Co. 3.540% 5/1/28 20,425 19,938
4 JPMorgan Chase & Co. 3.509% 1/23/29 35,000 33,796
JPMorgan Chase & Co. 6.400% 5/15/38 15,015 19,519
4 JPMorgan Chase & Co. 3.882% 7/24/38 20,350 19,735

 

 

JPMorgan Chase & Co. 5.500% 10/15/40 17,519 20,702
JPMorgan Chase & Co. 5.600% 7/15/41 8,357 10,084
JPMorgan Chase & Co. 5.400% 1/6/42 3,875 4,582
JPMorgan Chase & Co. 5.625% 8/16/43 8,560 9,950
JPMorgan Chase & Co. 4.950% 6/1/45 8,000 8,587
4 JPMorgan Chase & Co. 4.260% 2/22/48 15,650 15,649
4 JPMorgan Chase & Co. 4.032% 7/24/48 16,950 16,361
4 JPMorgan Chase & Co. 3.964% 11/15/48 14,550 13,971
4 JPMorgan Chase & Co. 3.897% 1/23/49 20,900 19,894
JPMorgan Chase Bank NA 1.650% 9/23/19 9,250 9,115
4 JPMorgan Chase Bank NA 2.604% 2/1/21 15,000 14,901
KeyBank NA 2.500% 12/15/19 2,000 1,985
KeyBank NA 2.250% 3/16/20 2,000 1,972
KeyBank NA 2.500% 11/22/21 11,000 10,741
KeyBank NA 2.400% 6/9/22 1,550 1,500
KeyBank NA 2.300% 9/14/22 9,550 9,190
KeyBank NA 3.300% 6/1/25 1,125 1,108
KeyBank NA 3.400% 5/20/26 2,000 1,924
KeyBank NA 6.950% 2/1/28 500 617
KeyBank NA 3.375% 3/7/23 4,000 4,014
KeyCorp 2.900% 9/15/20 250 249
KeyCorp 5.100% 3/24/21 8,490 8,949
Lloyds Bank plc 6.375% 1/21/21 5,500 5,950
Lloyds Banking Group plc 3.000% 1/11/22 10,000 9,816
4 Lloyds Banking Group plc 2.907% 11/7/23 15,000 14,468
Lloyds Banking Group plc 4.500% 11/4/24 8,300 8,359
Lloyds Banking Group plc 4.582% 12/10/25 29,846 29,803
Lloyds Banking Group plc 4.650% 3/24/26 4,000 4,015
Lloyds Banking Group plc 3.750% 1/11/27 9,750 9,421
Lloyds Banking Group plc 4.375% 3/22/28 9,000 9,081
4 Lloyds Banking Group plc 3.574% 11/7/28 16,000 15,090
Lloyds Banking Group plc 5.300% 12/1/45 1,100 1,169
Lloyds Banking Group plc 4.344% 1/9/48 15,500 14,421
Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,000 10,923
Manufacturers & Traders Trust Co. 2.100% 2/6/20 3,200 3,148
Manufacturers & Traders Trust Co. 2.050% 8/17/20 250 244
Manufacturers & Traders Trust Co. 2.625% 1/25/21 13,200 13,007
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,195 7,001
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 12,244 12,162
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 17,000 16,395
Mitsubishi UFJ Financial Group Inc. 2.998% 2/22/22 13,000 12,814
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 20,000 19,388
Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 11,980 11,948
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 1,700 1,616
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 11,160 11,165
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 16,550 16,546
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 4,500 4,150
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 30,900 30,515
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 25,000 23,900
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 5,975 6,008
Mizuho Financial Group Inc. 3.549% 3/5/23 12,475 12,405
Mizuho Financial Group Inc. 4.018% 3/5/28 14,850 14,903
Morgan Stanley 2.500% 1/24/19 28,575 28,512
Morgan Stanley 7.300% 5/13/19 26,585 27,837
Morgan Stanley 2.375% 7/23/19 30,900 30,711
Morgan Stanley 5.625% 9/23/19 11,455 11,886
Morgan Stanley 5.500% 1/26/20 15,250 15,905

 

 

Morgan Stanley 2.650% 1/27/20 18,624 18,478
Morgan Stanley 2.800% 6/16/20 12,450 12,351
Morgan Stanley 5.500% 7/24/20 4,385 4,602
Morgan Stanley 5.750% 1/25/21 12,940 13,790
Morgan Stanley 2.500% 4/21/21 15,800 15,444
Morgan Stanley 5.500% 7/28/21 3,850 4,109
Morgan Stanley 2.625% 11/17/21 30,585 29,853
Morgan Stanley 2.750% 5/19/22 35,475 34,544
Morgan Stanley 4.875% 11/1/22 15,825 16,522
Morgan Stanley 3.125% 1/23/23 10,025 9,879
Morgan Stanley 3.750% 2/25/23 41,150 41,595
Morgan Stanley 4.100% 5/22/23 20,525 20,774
Morgan Stanley 3.875% 4/29/24 19,865 20,002
Morgan Stanley 3.700% 10/23/24 29,802 29,550
Morgan Stanley 4.000% 7/23/25 42,350 42,579
Morgan Stanley 5.000% 11/24/25 14,600 15,246
Morgan Stanley 3.875% 1/27/26 27,600 27,418
Morgan Stanley 3.125% 7/27/26 37,700 35,427
Morgan Stanley 6.250% 8/9/26 9,650 11,227
Morgan Stanley 4.350% 9/8/26 19,070 19,105
Morgan Stanley 3.625% 1/20/27 33,650 32,859
Morgan Stanley 3.950% 4/23/27 7,155 6,946
4 Morgan Stanley 3.591% 7/22/28 43,950 42,452
4 Morgan Stanley 3.772% 1/24/29 25,975 25,552
Morgan Stanley 7.250% 4/1/32 7,000 9,248
4 Morgan Stanley 3.971% 7/22/38 1,850 1,801
Morgan Stanley 6.375% 7/24/42 27,675 35,684
Morgan Stanley 4.300% 1/27/45 27,625 27,711
Morgan Stanley 4.375% 1/22/47 8,550 8,726
MUFG Americas Holdings Corp. 2.250% 2/10/20 18,250 17,952
MUFG Americas Holdings Corp. 3.500% 6/18/22 5,600 5,629
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,350 4,194
MUFG Union Bank NA 2.250% 5/6/19 2,375 2,358
National Australia Bank Ltd. 1.375% 7/12/19 5,725 5,633
National Australia Bank Ltd. 2.250% 1/10/20 300 297
National Australia Bank Ltd. 2.125% 5/22/20 26,000 25,492
National Australia Bank Ltd. 2.625% 7/23/20 3,045 3,016
National Australia Bank Ltd. 2.625% 1/14/21 4,000 3,942
National Australia Bank Ltd. 1.875% 7/12/21 5,500 5,283
National Australia Bank Ltd. 2.800% 1/10/22 3,250 3,199
National Australia Bank Ltd. 2.500% 5/22/22 16,000 15,506
National Australia Bank Ltd. 3.000% 1/20/23 3,450 3,392
National Australia Bank Ltd. 3.375% 1/14/26 3,600 3,542
National Australia Bank Ltd. 2.500% 7/12/26 12,175 11,139
National Bank of Canada 2.150% 6/12/20 10,250 10,076
National Bank of Canada 2.200% 11/2/20 17,000 16,633
National City Corp. 6.875% 5/15/19 4,215 4,399
Northern Trust Corp. 3.450% 11/4/20 2,950 2,999
Northern Trust Corp. 2.375% 8/2/22 6,050 5,922
Northern Trust Corp. 3.950% 10/30/25 8,750 9,025
4 Northern Trust Corp. 3.375% 5/8/32 4,950 4,744
People's United Bank NA 4.000% 7/15/24 3,000 3,025
People's United Financial Inc. 3.650% 12/6/22 5,695 5,744
PNC Bank NA 2.250% 7/2/19 8,550 8,489
PNC Bank NA 1.450% 7/29/19 4,300 4,224
PNC Bank NA 2.400% 10/18/19 6,700 6,660
PNC Bank NA 2.000% 5/19/20 13,000 12,748

 

 

PNC Bank NA 2.300% 6/1/20 5,250 5,169
PNC Bank NA 2.600% 7/21/20 2,000 1,982
PNC Bank NA 2.450% 11/5/20 6,550 6,461
PNC Bank NA 2.500% 1/22/21 2,400 2,363
PNC Bank NA 2.150% 4/29/21 15,000 14,606
PNC Bank NA 2.550% 12/9/21 17,100 16,667
PNC Bank NA 2.625% 2/17/22 20,000 19,504
PNC Bank NA 2.700% 11/1/22 16,788 16,206
PNC Bank NA 2.950% 1/30/23 4,500 4,389
PNC Bank NA 3.300% 10/30/24 3,850 3,824
PNC Bank NA 2.950% 2/23/25 6,750 6,491
PNC Bank NA 3.250% 6/1/25 4,550 4,450
PNC Bank NA 4.200% 11/1/25 4,400 4,536
PNC Bank NA 3.250% 1/22/28 6,650 6,383
PNC Financial Services Group Inc. 2.854% 11/9/22 5,225 5,123
PNC Financial Services Group Inc. 3.900% 4/29/24 15,525 15,760
PNC Financial Services Group Inc. 3.150% 5/19/27 29,075 27,947
PNC Funding Corp. 6.700% 6/10/19 6,475 6,770
PNC Funding Corp. 5.125% 2/8/20 5,700 5,914
PNC Funding Corp. 4.375% 8/11/20 7,575 7,802
PNC Funding Corp. 3.300% 3/8/22 3,090 3,099
Regions Bank 2.750% 4/1/21 4,700 4,641
Regions Bank 6.450% 6/26/37 1,329 1,614
Regions Financial Corp. 3.200% 2/8/21 1,750 1,749
Regions Financial Corp. 2.750% 8/14/22 2,675 2,598
Regions Financial Corp. 7.375% 12/10/37 7,000 9,311
Royal Bank of Canada 1.625% 4/15/19 7,250 7,180
Royal Bank of Canada 1.500% 7/29/19 7,575 7,459
Royal Bank of Canada 2.125% 3/2/20 22,500 22,171
Royal Bank of Canada 2.150% 10/26/20 9,543 9,338
Royal Bank of Canada 2.350% 10/30/20 14,216 13,986
Royal Bank of Canada 2.500% 1/19/21 5,000 4,929
Royal Bank of Canada 2.750% 2/1/22 13,000 12,793
Royal Bank of Canada 4.650% 1/27/26 6,250 6,438
4 Royal Bank of Scotland Group plc 3.498% 5/15/23 10,000 9,821
Royal Bank of Scotland Group plc 3.875% 9/12/23 24,200 23,909
Royal Bank of Scotland Group plc 4.800% 4/5/26 1,400 1,444
Santander Holdings USA Inc. 2.700% 5/24/19 7,475 7,456
Santander Holdings USA Inc. 2.650% 4/17/20 1,150 1,138
Santander Holdings USA Inc. 3.700% 3/28/22 21,375 21,435
Santander Holdings USA Inc. 3.400% 1/18/23 11,400 11,131
Santander Holdings USA Inc. 4.500% 7/17/25 9,500 9,645
Santander Holdings USA Inc. 4.400% 7/13/27 5,900 5,876
Santander Issuances SAU 5.179% 11/19/25 14,700 15,344
Santander UK Group Holdings plc 2.875% 10/16/20 9,465 9,376
Santander UK Group Holdings plc 3.125% 1/8/21 8,300 8,253
Santander UK Group Holdings plc 2.875% 8/5/21 7,575 7,417
Santander UK Group Holdings plc 3.571% 1/10/23 7,000 6,917
4 Santander UK Group Holdings plc 3.373% 1/5/24 7,300 7,152
4 Santander UK Group Holdings plc 3.823% 11/3/28 10,500 10,027
Santander UK plc 2.350% 9/10/19 6,200 6,140
Santander UK plc 2.375% 3/16/20 4,810 4,746
Santander UK plc 2.125% 11/3/20 15,000 14,612
Santander UK plc 4.000% 3/13/24 9,350 9,477
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,750 5,673
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 8,800 8,673
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 21,350 20,346

 

 

Skandinaviska Enskilda Banken AB 2.800% 3/11/22 5,500 5,414
State Street Corp. 2.550% 8/18/20 300 298
State Street Corp. 4.375% 3/7/21 1,385 1,442
State Street Corp. 1.950% 5/19/21 4,575 4,428
4 State Street Corp. 2.653% 5/15/23 12,000 11,714
State Street Corp. 3.100% 5/15/23 11,275 11,150
State Street Corp. 3.700% 11/20/23 500 512
State Street Corp. 3.300% 12/16/24 2,500 2,469
State Street Corp. 3.550% 8/18/25 11,086 11,119
State Street Corp. 2.650% 5/19/26 4,875 4,543
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 5,500 5,453
Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 12,000 11,838
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 15,840 15,662
Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 24,000 23,766
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 2,500 2,463
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 1,775 1,763
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 540
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 5,350 5,449
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 6,125 6,266
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 2,650 2,629
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 2,500 2,499
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 9,470 9,415
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 6,850 6,608
Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 9,000 8,699
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 10,000 9,818
Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 18,000 17,545
Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 8,000 7,755
Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 17,000 16,693
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 9,500 9,455
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 28,900 26,378
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 2,425 2,272
Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 2,000 1,938
Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 15,650 15,033
Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 14,400 13,913
SunTrust Bank 2.250% 1/31/20 15,500 15,282
4 SunTrust Bank 2.590% 1/29/21 6,450 6,402
SunTrust Bank 3.000% 2/2/23 5,000 4,908
SunTrust Bank 2.750% 5/1/23 2,150 2,089
SunTrust Bank 3.300% 5/15/26 3,000 2,855
SunTrust Banks Inc. 2.500% 5/1/19 2,700 2,692
SunTrust Banks Inc. 2.900% 3/3/21 2,725 2,703
SunTrust Banks Inc. 2.700% 1/27/22 10,025 9,801
SVB Financial Group 3.500% 1/29/25 2,250 2,197
Svenska Handelsbanken AB 2.250% 6/17/19 7,300 7,247
Svenska Handelsbanken AB 1.500% 9/6/19 15,250 14,967
Svenska Handelsbanken AB 2.400% 10/1/20 6,350 6,242
Svenska Handelsbanken AB 2.450% 3/30/21 5,750 5,645
Svenska Handelsbanken AB 1.875% 9/7/21 4,775 4,556
Synchrony Bank 3.000% 6/15/22 1,625 1,573
Synchrony Financial 3.000% 8/15/19 5,300 5,282
Synchrony Financial 2.700% 2/3/20 3,150 3,115
Synchrony Financial 3.750% 8/15/21 3,500 3,531
Synchrony Financial 4.250% 8/15/24 21,650 21,631
Synchrony Financial 4.500% 7/23/25 15,525 15,512
Synchrony Financial 3.700% 8/4/26 8,325 7,749
Synchrony Financial 3.950% 12/1/27 12,215 11,506
Synovus Financial Corp. 3.125% 11/1/22 1,400 1,364

 

 

Toronto-Dominion Bank 2.125% 7/2/19 5,000 4,968
Toronto-Dominion Bank 1.450% 8/13/19 6,000 5,907
Toronto-Dominion Bank 2.250% 11/5/19 13,000 12,916
Toronto-Dominion Bank 2.500% 12/14/20 29,500 29,085
Toronto-Dominion Bank 2.550% 1/25/21 36,625 36,133
Toronto-Dominion Bank 2.125% 4/7/21 17,925 17,436
Toronto-Dominion Bank 1.800% 7/13/21 6,000 5,760
4 Toronto-Dominion Bank 3.625% 9/15/31 6,300 6,032
UBS AG 2.375% 8/14/19 15,462 15,347
UBS AG 2.350% 3/26/20 1,925 1,897
UBS AG 4.875% 8/4/20 875 910
9 UBS AG 2.450% 12/1/20 20,000 19,662
US Bancorp 2.200% 4/25/19 8,570 8,523
US Bancorp 2.350% 1/29/21 3,675 3,619
US Bancorp 4.125% 5/24/21 2,515 2,595
US Bancorp 2.625% 1/24/22 10,050 9,898
US Bancorp 3.000% 3/15/22 4,225 4,206
US Bancorp 2.950% 7/15/22 10,725 10,590
US Bancorp 3.700% 1/30/24 11,050 11,237
US Bancorp 3.100% 4/27/26 4,150 3,963
US Bancorp 2.375% 7/22/26 20,550 18,586
US Bancorp 3.150% 4/27/27 9,850 9,411
US Bank NA 1.400% 4/26/19 12,000 11,842
US Bank NA 2.125% 10/28/19 10,800 10,685
US Bank NA 2.350% 1/23/20 4,400 4,369
US Bank NA 2.000% 1/24/20 9,925 9,790
US Bank NA 2.050% 10/23/20 7,825 7,652
US Bank NA 2.850% 1/23/23 4,625 4,564
US Bank NA 2.800% 1/27/25 13,100 12,484
Wachovia Corp. 6.605% 10/1/25 1,150 1,334
Wachovia Corp. 7.500% 4/15/35 500 657
Wachovia Corp. 5.500% 8/1/35 2,725 3,036
Wachovia Corp. 6.550% 10/15/35 250 306
Wells Fargo & Co. 2.150% 1/30/20 9,625 9,466
Wells Fargo & Co. 2.600% 7/22/20 29,075 28,719
Wells Fargo & Co. 2.550% 12/7/20 10,475 10,303
Wells Fargo & Co. 3.000% 1/22/21 11,060 11,003
Wells Fargo & Co. 2.500% 3/4/21 23,200 22,743
Wells Fargo & Co. 4.600% 4/1/21 15,140 15,709
Wells Fargo & Co. 2.100% 7/26/21 47,400 45,712
Wells Fargo & Co. 3.500% 3/8/22 21,675 21,725
Wells Fargo & Co. 2.625% 7/22/22 36,250 35,053
Wells Fargo & Co. 3.069% 1/24/23 38,372 37,629
Wells Fargo & Co. 3.450% 2/13/23 23,087 22,724
Wells Fargo & Co. 4.125% 8/15/23 24,725 25,067
Wells Fargo & Co. 4.480% 1/16/24 10,000 10,299
Wells Fargo & Co. 3.300% 9/9/24 16,735 16,264
Wells Fargo & Co. 3.000% 2/19/25 10,250 9,761
Wells Fargo & Co. 3.550% 9/29/25 18,300 17,953
Wells Fargo & Co. 3.000% 4/22/26 13,475 12,623
Wells Fargo & Co. 4.100% 6/3/26 27,150 26,919
Wells Fargo & Co. 3.000% 10/23/26 23,423 21,864
Wells Fargo & Co. 4.300% 7/22/27 20,125 20,211
4 Wells Fargo & Co. 3.584% 5/22/28 24,975 24,347
Wells Fargo & Co. 5.375% 2/7/35 4,150 4,794
Wells Fargo & Co. 5.375% 11/2/43 24,379 26,735
Wells Fargo & Co. 5.606% 1/15/44 10,200 11,605

 

 

Wells Fargo & Co. 4.650% 11/4/44 24,520 24,556
Wells Fargo & Co. 3.900% 5/1/45 21,055 20,038
Wells Fargo & Co. 4.900% 11/17/45 11,025 11,468
Wells Fargo & Co. 4.400% 6/14/46 9,325 9,003
Wells Fargo & Co. 4.750% 12/7/46 20,325 20,709
Wells Fargo Bank NA 1.750% 5/24/19 16,100 15,917
Wells Fargo Bank NA 2.150% 12/6/19 38,425 37,997
Wells Fargo Bank NA 2.400% 1/15/20 17,800 17,645
Wells Fargo Bank NA 2.600% 1/15/21 25,950 25,591
Wells Fargo Bank NA 5.950% 8/26/36 2,700 3,286
Wells Fargo Bank NA 5.850% 2/1/37 11,275 13,712
Wells Fargo Bank NA 6.600% 1/15/38 10,795 14,269
4 Wells Fargo Capital X 5.950% 12/1/86 3,425 3,716
Westpac Banking Corp. 1.650% 5/13/19 6,000 5,927
Westpac Banking Corp. 1.600% 8/19/19 6,350 6,249
Westpac Banking Corp. 4.875% 11/19/19 9,420 9,705
Westpac Banking Corp. 2.150% 3/6/20 19,475 19,165
Westpac Banking Corp. 2.600% 11/23/20 16,000 15,788
Westpac Banking Corp. 2.100% 5/13/21 25,000 24,234
Westpac Banking Corp. 2.000% 8/19/21 9,050 8,716
Westpac Banking Corp. 2.800% 1/11/22 9,000 8,868
Westpac Banking Corp. 2.500% 6/28/22 28,000 27,106
Westpac Banking Corp. 2.750% 1/11/23 8,000 7,774
Westpac Banking Corp. 2.850% 5/13/26 32,475 30,569
Westpac Banking Corp. 2.700% 8/19/26 6,550 6,067
Westpac Banking Corp. 3.350% 3/8/27 12,000 11,609
4 Westpac Banking Corp. 4.322% 11/23/31 21,260 20,992
 
Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,800 2,903
Affiliated Managers Group Inc. 3.500% 8/1/25 4,300 4,209
Ameriprise Financial Inc. 4.000% 10/15/23 3,075 3,176
Ameriprise Financial Inc. 3.700% 10/15/24 4,500 4,546
Ameriprise Financial Inc. 2.875% 9/15/26 4,825 4,531
Apollo Investment Corp. 5.250% 3/3/25 600 605
BGC Partners Inc. 5.375% 12/9/19 500 515
BGC Partners Inc. 5.125% 5/27/21 1,200 1,239
BlackRock Inc. 4.250% 5/24/21 5,750 5,932
BlackRock Inc. 3.375% 6/1/22 15,544 15,733
BlackRock Inc. 3.500% 3/18/24 7,650 7,693
BlackRock Inc. 3.200% 3/15/27 6,000 5,816
Brookfield Asset Management Inc. 4.000% 1/15/25 4,725 4,707
Brookfield Finance Inc. 4.250% 6/2/26 1,015 1,018
Brookfield Finance Inc. 3.900% 1/25/28 3,000 2,904
Brookfield Finance Inc. 4.700% 9/20/47 5,500 5,367
Brookfield Finance LLC 4.000% 4/1/24 5,325 5,341
Cboe Global Markets Inc. 3.650% 1/12/27 4,910 4,782
Charles Schwab Corp. 4.450% 7/22/20 775 802
Charles Schwab Corp. 3.225% 9/1/22 4,464 4,467
Charles Schwab Corp. 2.650% 1/25/23 7,225 7,037
Charles Schwab Corp. 3.450% 2/13/26 4,225 4,221
Charles Schwab Corp. 3.200% 3/2/27 3,500 3,396
Charles Schwab Corp. 3.200% 1/25/28 5,350 5,130
CME Group Inc. 3.000% 9/15/22 20,055 19,909
CME Group Inc. 3.000% 3/15/25 750 729
CME Group Inc. 5.300% 9/15/43 5,985 7,270
E*TRADE Financial Corp. 2.950% 8/24/22 4,362 4,245

 

 

E*TRADE Financial Corp. 3.800% 8/24/27 5,250 5,095
Eaton Vance Corp. 3.625% 6/15/23 1,875 1,902
Eaton Vance Corp. 3.500% 4/6/27 2,600 2,580
9 FMR LLC 7.490% 6/15/19 200 211
Franklin Resources Inc. 2.800% 9/15/22 6,875 6,680
Franklin Resources Inc. 2.850% 3/30/25 3,000 2,899
Intercontinental Exchange Inc. 2.750% 12/1/20 4,875 4,836
Intercontinental Exchange Inc. 2.350% 9/15/22 5,375 5,196
Intercontinental Exchange Inc. 4.000% 10/15/23 9,975 10,317
Intercontinental Exchange Inc. 3.750% 12/1/25 7,140 7,268
Intercontinental Exchange Inc. 3.100% 9/15/27 5,100 4,872
Invesco Finance plc 3.125% 11/30/22 16,300 16,196
Invesco Finance plc 4.000% 1/30/24 14,550 15,032
Invesco Finance plc 3.750% 1/15/26 10 10
Invesco Finance plc 5.375% 11/30/43 6,725 7,848
Janus Capital Group Inc. 4.875% 8/1/25 2,400 2,501
Jefferies Group LLC 8.500% 7/15/19 3,000 3,193
Jefferies Group LLC 6.875% 4/15/21 5,345 5,829
Jefferies Group LLC 5.125% 1/20/23 2,400 2,539
Jefferies Group LLC 4.850% 1/15/27 10,800 11,037
Jefferies Group LLC 6.450% 6/8/27 1,235 1,399
Jefferies Group LLC 6.250% 1/15/36 2,105 2,277
Jefferies Group LLC 6.500% 1/20/43 2,850 3,183
Jefferies Group LLC / Jefferies Group Capital        
Finance Inc. 4.150% 1/23/30 10,000 9,296
Lazard Group LLC 4.250% 11/14/20 425 437
Lazard Group LLC 3.750% 2/13/25 100 98
Lazard Group LLC 3.625% 3/1/27 5,075 4,881
Legg Mason Inc. 3.950% 7/15/24 400 401
Legg Mason Inc. 4.750% 3/15/26 1,500 1,567
Legg Mason Inc. 5.625% 1/15/44 4,875 5,261
Leucadia National Corp. 5.500% 10/18/23 7,200 7,385
Nasdaq Inc. 5.550% 1/15/20 4,400 4,587
Nasdaq Inc. 4.250% 6/1/24 1,375 1,403
Nasdaq Inc. 3.850% 6/30/26 3,200 3,162
Raymond James Financial Inc. 3.625% 9/15/26 3,066 3,022
Raymond James Financial Inc. 4.950% 7/15/46 7,275 7,808
Stifel Financial Corp. 3.500% 12/1/20 1,500 1,501
Stifel Financial Corp. 4.250% 7/18/24 5,275 5,290
TD Ameritrade Holding Corp. 2.950% 4/1/22 16,300 16,133
TD Ameritrade Holding Corp. 3.625% 4/1/25 1,900 1,925
TD Ameritrade Holding Corp. 3.300% 4/1/27 5,725 5,571
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.750% 5/15/19 7,382 7,428
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.250% 7/1/20 9,780 9,951
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 10/30/20 6,137 6,313
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.500% 5/15/21 6,685 6,835
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 5.000% 10/1/21 8,695 9,043
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.950% 2/1/22 8,400 8,431

 

 

AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 5/26/22 2,275 2,238
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 7/1/22 6,950 7,124
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.300% 1/23/23 6,945 6,754
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 1/15/25 2,050 1,976
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.650% 7/21/27 8,300 7,760
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.875% 1/23/28 10,150 9,681
Air Lease Corp. 2.125% 1/15/20 200 197
Air Lease Corp. 4.750% 3/1/20 3,875 3,983
Air Lease Corp. 2.500% 3/1/21 10,025 9,817
Air Lease Corp. 3.875% 4/1/21 9,743 9,882
Air Lease Corp. 3.375% 6/1/21 1,900 1,901
Air Lease Corp. 3.750% 2/1/22 5,625 5,680
Air Lease Corp. 2.625% 7/1/22 5,000 4,801
Air Lease Corp. 2.750% 1/15/23 4,000 3,857
Air Lease Corp. 3.000% 9/15/23 5,900 5,652
Air Lease Corp. 4.250% 9/15/24 600 609
Air Lease Corp. 3.250% 3/1/25 7,000 6,671
Air Lease Corp. 3.625% 4/1/27 3,325 3,168
Air Lease Corp. 3.625% 12/1/27 4,000 3,778
Ares Capital Corp. 3.500% 2/10/23 11,500 11,180
Ares Capital Corp. 4.250% 3/1/25 8,000 7,820
FS Investment Corp. 4.000% 7/15/19 2,225 2,236
FS Investment Corp. 4.250% 1/15/20 1,000 1,009
FS Investment Corp. 4.750% 5/15/22 2,200 2,220
GATX Corp. 2.500% 7/30/19 300 298
GATX Corp. 2.600% 3/30/20 2,250 2,233
GATX Corp. 3.250% 3/30/25 2,325 2,212
GATX Corp. 3.250% 9/15/26 2,800 2,619
GATX Corp. 3.850% 3/30/27 4,000 3,898
GATX Corp. 3.500% 3/15/28 6,000 5,683
GATX Corp. 5.200% 3/15/44 325 354
GATX Corp. 4.500% 3/30/45 2,175 2,110
GE Capital International Funding Co.        
Unlimited Co. 2.342% 11/15/20 64,564 63,047
GE Capital International Funding Co.        
Unlimited Co. 3.373% 11/15/25 19,043 18,346
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 89,585 87,141
International Lease Finance Corp. 5.875% 4/1/19 4,487 4,577
International Lease Finance Corp. 6.250% 5/15/19 5,748 5,920
International Lease Finance Corp. 8.250% 12/15/20 9,677 10,754
International Lease Finance Corp. 4.625% 4/15/21 3,310 3,422
International Lease Finance Corp. 8.625% 1/15/22 4,295 5,020
International Lease Finance Corp. 5.875% 8/15/22 8,212 8,777
Prospect Capital Corp. 5.000% 7/15/19 2,150 2,188
Prospect Capital Corp. 5.875% 3/15/23 550 575
 
Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 1,025 1,486
AEGON Funding Co. LLC 5.750% 12/15/20 4,641 4,947
Aetna Inc. 4.125% 6/1/21 1,680 1,716

 

 

Aetna Inc. 2.750% 11/15/22 13,910 13,415
Aetna Inc. 2.800% 6/15/23 14,700 14,083
Aetna Inc. 3.500% 11/15/24 7,500 7,333
Aetna Inc. 6.625% 6/15/36 4,000 5,056
Aetna Inc. 6.750% 12/15/37 3,000 3,868
Aetna Inc. 4.500% 5/15/42 3,500 3,456
Aetna Inc. 4.125% 11/15/42 2,525 2,361
Aetna Inc. 4.750% 3/15/44 400 411
Aetna Inc. 3.875% 8/15/47 9,575 8,526
Aflac Inc. 2.400% 3/16/20 2,900 2,887
Aflac Inc. 3.625% 6/15/23 9,150 9,258
Aflac Inc. 3.625% 11/15/24 3,250 3,260
Aflac Inc. 3.250% 3/17/25 5,175 5,066
Aflac Inc. 2.875% 10/15/26 8,725 8,219
Aflac Inc. 4.000% 10/15/46 1,200 1,158
Alleghany Corp. 4.950% 6/27/22 3,000 3,158
Alleghany Corp. 4.900% 9/15/44 4,575 4,735
Allied World Assurance Co. Holdings Ltd. 5.500% 11/15/20 1,180 1,238
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 5,400 5,342
Allstate Corp. 3.150% 6/15/23 2,500 2,485
Allstate Corp. 3.280% 12/15/26 4,000 3,898
Allstate Corp. 5.350% 6/1/33 1,700 1,906
Allstate Corp. 5.550% 5/9/35 495 590
Allstate Corp. 5.950% 4/1/36 525 649
Allstate Corp. 4.500% 6/15/43 3,450 3,651
Allstate Corp. 4.200% 12/15/46 8,625 8,762
4 Allstate Corp. 5.750% 8/15/53 5,450 5,743
4 Allstate Corp. 6.500% 5/15/67 2,575 3,026
Alterra Finance LLC 6.250% 9/30/20 745 798
American Financial Group Inc. 3.500% 8/15/26 2,825 2,703
American Financial Group Inc. 4.500% 6/15/47 6,200 6,114
American International Group Inc. 2.300% 7/16/19 7,425 7,375
American International Group Inc. 3.375% 8/15/20 2,650 2,663
American International Group Inc. 6.400% 12/15/20 15,825 17,138
American International Group Inc. 3.300% 3/1/21 2,375 2,377
American International Group Inc. 4.875% 6/1/22 13,425 14,115
American International Group Inc. 4.125% 2/15/24 3,605 3,652
American International Group Inc. 3.750% 7/10/25 2,960 2,916
American International Group Inc. 3.900% 4/1/26 12,500 12,349
American International Group Inc. 4.200% 4/1/28 3,275 3,306
American International Group Inc. 3.875% 1/15/35 8,925 8,266
American International Group Inc. 4.700% 7/10/35 3,860 3,952
American International Group Inc. 6.250% 5/1/36 15,905 18,874
American International Group Inc. 4.500% 7/16/44 13,315 13,083
American International Group Inc. 4.800% 7/10/45 5,275 5,390
American International Group Inc. 4.750% 4/1/48 7,700 7,904
4 American International Group Inc. 5.750% 4/1/48 3,150 3,190
American International Group Inc. 4.375% 1/15/55 7,985 7,332
4 American International Group Inc. 8.175% 5/15/68 1,900 2,529
Anthem Inc. 2.250% 8/15/19 8,951 8,872
Anthem Inc. 4.350% 8/15/20 5,250 5,432
Anthem Inc. 2.500% 11/21/20 7,100 7,023
Anthem Inc. 3.700% 8/15/21 5,630 5,688
Anthem Inc. 3.125% 5/15/22 6,655 6,587
Anthem Inc. 2.950% 12/1/22 6,500 6,338
Anthem Inc. 3.300% 1/15/23 11,621 11,482
Anthem Inc. 3.500% 8/15/24 11,182 10,905

 

 

Anthem Inc. 3.350% 12/1/24 6,715 6,529
Anthem Inc. 3.650% 12/1/27 12,800 12,340
Anthem Inc. 4.101% 3/1/28 28,500 28,540
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 4.625% 5/15/42 7,900 7,933
Anthem Inc. 4.650% 1/15/43 5,700 5,728
Anthem Inc. 5.100% 1/15/44 3,705 3,962
Anthem Inc. 4.650% 8/15/44 1,437 1,462
Anthem Inc. 4.375% 12/1/47 15,850 15,489
Anthem Inc. 4.550% 3/1/48 4,000 4,016
Anthem Inc. 4.850% 8/15/54 2,525 2,638
Aon Corp. 5.000% 9/30/20 4,170 4,368
Aon Corp. 6.250% 9/30/40 2,125 2,727
Aon plc 2.800% 3/15/21 8,355 8,264
Aon plc 4.000% 11/27/23 2,675 2,740
Aon plc 3.500% 6/14/24 5,450 5,411
Aon plc 3.875% 12/15/25 7,850 7,866
Aon plc 4.600% 6/14/44 3,175 3,240
Aon plc 4.750% 5/15/45 4,650 4,841
Arch Capital Finance LLC 4.011% 12/15/26 6,025 6,041
Arch Capital Finance LLC 5.031% 12/15/46 4,725 5,253
Arch Capital Group Ltd. 7.350% 5/1/34 1,100 1,448
Arch Capital Group US Inc. 5.144% 11/1/43 5,400 6,061
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 9,575 9,903
Assurant Inc. 4.000% 3/15/23 6,975 6,933
Assurant Inc. 4.200% 9/27/23 1,500 1,508
Assurant Inc. 4.900% 3/27/28 1,600 1,630
Assurant Inc. 6.750% 2/15/34 4,600 5,561
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 3,675 3,880
Athene Holding Ltd. 4.125% 1/12/28 8,525 8,175
AXA Financial Inc. 7.000% 4/1/28 6,060 7,256
AXA SA 8.600% 12/15/30 7,220 9,836
AXIS Specialty Finance LLC 5.875% 6/1/20 11,950 12,614
AXIS Specialty Finance plc 4.000% 12/6/27 10,000 9,593
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 6,000 5,911
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 12,650 12,723
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 10,145 10,540
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 3,875 3,868
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 380 474
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,725 2,868
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 15,979 16,640
Berkshire Hathaway Inc. 2.100% 8/14/19 12,075 12,019
Berkshire Hathaway Inc. 3.750% 8/15/21 2,260 2,317
Berkshire Hathaway Inc. 3.400% 1/31/22 2,000 2,022
Berkshire Hathaway Inc. 3.000% 2/11/23 4,000 3,987
Berkshire Hathaway Inc. 2.750% 3/15/23 28,354 27,871
Berkshire Hathaway Inc. 3.125% 3/15/26 33,300 32,319
Berkshire Hathaway Inc. 4.500% 2/11/43 7,315 7,858
9 Brighthouse Financial Inc. 3.700% 6/22/27 14,193 13,157
9 Brighthouse Financial Inc. 4.700% 6/22/47 12,835 11,756
Brown & Brown Inc. 4.200% 9/15/24 3,555 3,615
Chubb Corp. 6.000% 5/11/37 1,450 1,842
Chubb Corp. 6.500% 5/15/38 500 677
Chubb INA Holdings Inc. 5.900% 6/15/19 785 815
Chubb INA Holdings Inc. 2.300% 11/3/20 3,525 3,472
Chubb INA Holdings Inc. 2.875% 11/3/22 24,274 23,977
Chubb INA Holdings Inc. 2.700% 3/13/23 2,100 2,044

 

 

Chubb INA Holdings Inc. 3.350% 5/15/24 7,900 7,885
Chubb INA Holdings Inc. 3.150% 3/15/25 5,750 5,622
Chubb INA Holdings Inc. 3.350% 5/3/26 10,425 10,255
Chubb INA Holdings Inc. 6.700% 5/15/36 675 926
Chubb INA Holdings Inc. 4.150% 3/13/43 5,675 5,785
Chubb INA Holdings Inc. 4.350% 11/3/45 19,711 20,960
Cigna Corp. 5.125% 6/15/20 300 314
Cigna Corp. 4.375% 12/15/20 200 207
Cigna Corp. 4.500% 3/15/21 1,090 1,122
Cigna Corp. 4.000% 2/15/22 4,585 4,661
Cigna Corp. 3.250% 4/15/25 13,075 12,476
Cigna Corp. 7.875% 5/15/27 362 459
Cigna Corp. 3.050% 10/15/27 11,200 10,210
Cigna Corp. 5.375% 2/15/42 1,300 1,422
Cigna Corp. 3.875% 10/15/47 7,115 6,344
Cincinnati Financial Corp. 6.920% 5/15/28 4,600 5,694
CNA Financial Corp. 5.875% 8/15/20 3,190 3,382
CNA Financial Corp. 5.750% 8/15/21 2,765 2,956
CNA Financial Corp. 3.950% 5/15/24 4,325 4,366
CNA Financial Corp. 4.500% 3/1/26 2,650 2,735
CNA Financial Corp. 3.450% 8/15/27 3,500 3,315
Coventry Health Care Inc. 5.450% 6/15/21 3,810 4,041
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,004 1,246
Enstar Group Ltd. 4.500% 3/10/22 1,750 1,759
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 3,225 3,230
First American Financial Corp. 4.600% 11/15/24 4,650 4,710
Hanover Insurance Group Inc. 4.500% 4/15/26 3,020 3,025
Hartford Financial Services Group Inc. 5.500% 3/30/20 4,100 4,305
Hartford Financial Services Group Inc. 5.125% 4/15/22 8,350 8,897
Hartford Financial Services Group Inc. 5.950% 10/15/36 500 591
Hartford Financial Services Group Inc. 6.100% 10/1/41 5,400 6,813
Hartford Financial Services Group Inc. 6.625% 4/15/42 1,793 2,373
Humana Inc. 2.625% 10/1/19 3,525 3,513
Humana Inc. 3.150% 12/1/22 4,825 4,754
Humana Inc. 3.850% 10/1/24 14,050 14,056
Humana Inc. 3.950% 3/15/27 8,400 8,341
Humana Inc. 4.625% 12/1/42 2,175 2,184
Humana Inc. 4.950% 10/1/44 5,025 5,304
Humana Inc. 4.800% 3/15/47 3,275 3,360
Kemper Corp. 4.350% 2/15/25 1,500 1,492
Lincoln National Corp. 6.250% 2/15/20 4,895 5,178
Lincoln National Corp. 4.850% 6/24/21 12 13
Lincoln National Corp. 4.200% 3/15/22 4,825 4,971
Lincoln National Corp. 4.000% 9/1/23 3,200 3,274
Lincoln National Corp. 3.350% 3/9/25 225 220
Lincoln National Corp. 3.625% 12/12/26 10,000 9,817
Lincoln National Corp. 3.800% 3/1/28 9,750 9,644
Lincoln National Corp. 6.150% 4/7/36 2,526 2,966
Lincoln National Corp. 6.300% 10/9/37 2,550 3,121
Lincoln National Corp. 7.000% 6/15/40 200 265
Lincoln National Corp. 4.350% 3/1/48 2,675 2,624
Loews Corp. 2.625% 5/15/23 9,675 9,332
Loews Corp. 6.000% 2/1/35 225 269
Loews Corp. 4.125% 5/15/43 5,865 5,827
Manulife Financial Corp. 4.900% 9/17/20 5,200 5,413
Manulife Financial Corp. 4.150% 3/4/26 8,575 8,706
4 Manulife Financial Corp. 4.061% 2/24/32 10,140 9,855

 

 

Manulife Financial Corp. 5.375% 3/4/46 6,475 7,559
Markel Corp. 4.900% 7/1/22 4,665 4,923
Markel Corp. 3.500% 11/1/27 4,225 4,051
Markel Corp. 5.000% 4/5/46 3,500 3,727
Markel Corp. 4.300% 11/1/47 2,200 2,137
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,200 1,197
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 5,575 5,534
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,370
Marsh & McLennan Cos. Inc. 2.750% 1/30/22 4,300 4,215
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 7,912 7,885
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 17,600 17,500
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 7,425 7,338
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 4,850 4,829
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 3,975 4,729
Marsh & McLennan Cos. Inc. 4.350% 1/30/47 3,075 3,159
Marsh & McLennan Cos. Inc. 4.200% 3/1/48 3,000 3,028
Mercury General Corp. 4.400% 3/15/27 3,300 3,306
MetLife Inc. 4.750% 2/8/21 6,645 6,913
MetLife Inc. 3.048% 12/15/22 10,600 10,460
MetLife Inc. 4.368% 9/15/23 275 286
MetLife Inc. 3.600% 4/10/24 18,300 18,287
MetLife Inc. 3.000% 3/1/25 5,475 5,252
MetLife Inc. 3.600% 11/13/25 7,975 7,921
MetLife Inc. 6.500% 12/15/32 225 284
MetLife Inc. 6.375% 6/15/34 2,195 2,795
MetLife Inc. 5.700% 6/15/35 7,210 8,607
MetLife Inc. 5.875% 2/6/41 6,720 8,165
MetLife Inc. 4.125% 8/13/42 7,275 7,024
MetLife Inc. 4.875% 11/13/43 8,719 9,427
MetLife Inc. 4.721% 12/15/44 5,350 5,657
MetLife Inc. 4.050% 3/1/45 10,325 9,954
MetLife Inc. 4.600% 5/13/46 8,016 8,328
4 MetLife Inc. 6.400% 12/15/66 9,930 10,886
4 MetLife Inc. 10.750% 8/1/69 500 796
9 Metropolitan Life Global Funding I 2.000% 4/14/20 100 99
Montpelier Re Holdings Ltd. 4.700% 10/15/22 9,375 9,686
Munich Re America Corp. 7.450% 12/15/26 1,200 1,490
4 Nationwide Financial Services Inc. 6.750% 5/15/87 300 334
Old Republic International Corp. 4.875% 10/1/24 4,550 4,785
Old Republic International Corp. 3.875% 8/26/26 10,385 10,175
PartnerRe Finance B LLC 5.500% 6/1/20 9,458 9,901
Primerica Inc. 4.750% 7/15/22 2,000 2,096
Principal Financial Group Inc. 3.400% 5/15/25 4,000 3,932
Principal Financial Group Inc. 3.100% 11/15/26 14,485 13,681
Principal Financial Group Inc. 4.350% 5/15/43 375 378
Principal Financial Group Inc. 4.300% 11/15/46 5,589 5,538
4 Principal Financial Group Inc. 4.700% 5/15/55 2,700 2,713
Progressive Corp. 3.750% 8/23/21 10,605 10,861
Progressive Corp. 2.450% 1/15/27 9,100 8,341
Progressive Corp. 6.625% 3/1/29 2,625 3,287
Progressive Corp. 4.350% 4/25/44 1,844 1,898
Progressive Corp. 4.125% 4/15/47 17,800 17,827
Protective Life Corp. 7.375% 10/15/19 900 959
Prudential Financial Inc. 7.375% 6/15/19 795 840
Prudential Financial Inc. 2.350% 8/15/19 2,400 2,390
Prudential Financial Inc. 5.375% 6/21/20 3,695 3,896
Prudential Financial Inc. 4.500% 11/15/20 5,000 5,200

 

 

Prudential Financial Inc. 4.500% 11/16/21 675 704
Prudential Financial Inc. 3.500% 5/15/24 1,175 1,174
Prudential Financial Inc. 5.750% 7/15/33 1,280 1,504
Prudential Financial Inc. 5.700% 12/14/36 7,720 9,337
Prudential Financial Inc. 6.625% 12/1/37 3,050 4,030
Prudential Financial Inc. 6.625% 6/21/40 3,020 4,010
Prudential Financial Inc. 6.200% 11/15/40 300 383
4 Prudential Financial Inc. 5.875% 9/15/42 11,936 12,614
4 Prudential Financial Inc. 5.625% 6/15/43 18,625 19,533
Prudential Financial Inc. 5.100% 8/15/43 2,775 3,076
4 Prudential Financial Inc. 5.200% 3/15/44 2,350 2,376
Prudential Financial Inc. 4.600% 5/15/44 15,925 16,603
4 Prudential Financial Inc. 5.375% 5/15/45 4,850 4,986
4 Prudential Financial Inc. 4.500% 9/15/47 1,500 1,425
9 Prudential Financial Inc. 3.905% 12/7/47 13,143 12,399
9 Prudential Financial Inc. 3.935% 12/7/49 5,184 4,856
Reinsurance Group of America Inc. 5.000% 6/1/21 5,691 5,949
Reinsurance Group of America Inc. 4.700% 9/15/23 1,400 1,475
Reinsurance Group of America Inc. 3.950% 9/15/26 500 494
9 Reliance Standard Life Global Funding II 2.500% 1/15/20 350 348
RenaissanceRe Finance Inc. 3.700% 4/1/25 2,500 2,501
RenaissanceRe Finance Inc. 3.450% 7/1/27 1,600 1,520
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 2,175 2,579
Torchmark Corp. 9.250% 6/15/19 895 962
Transatlantic Holdings Inc. 8.000% 11/30/39 4,125 5,624
Travelers Cos. Inc. 5.900% 6/2/19 225 233
Travelers Cos. Inc. 3.900% 11/1/20 1,820 1,866
Travelers Cos. Inc. 6.750% 6/20/36 1,125 1,543
Travelers Cos. Inc. 6.250% 6/15/37 4,885 6,206
Travelers Cos. Inc. 5.350% 11/1/40 4,145 4,981
Travelers Cos. Inc. 4.600% 8/1/43 2,920 3,150
Travelers Cos. Inc. 4.300% 8/25/45 500 515
Travelers Cos. Inc. 3.750% 5/15/46 4,925 4,658
Travelers Cos. Inc. 4.000% 5/30/47 12,600 12,418
UnitedHealth Group Inc. 2.300% 12/15/19 4,450 4,430
UnitedHealth Group Inc. 2.700% 7/15/20 8,425 8,419
UnitedHealth Group Inc. 1.950% 10/15/20 18,350 18,059
UnitedHealth Group Inc. 3.875% 10/15/20 2,025 2,077
UnitedHealth Group Inc. 4.700% 2/15/21 5,735 5,981
UnitedHealth Group Inc. 2.125% 3/15/21 2,500 2,438
UnitedHealth Group Inc. 3.375% 11/15/21 270 272
UnitedHealth Group Inc. 2.875% 12/15/21 4,400 4,357
UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,260
UnitedHealth Group Inc. 3.350% 7/15/22 10,475 10,527
UnitedHealth Group Inc. 2.375% 10/15/22 10,000 9,636
UnitedHealth Group Inc. 2.750% 2/15/23 3,600 3,511
UnitedHealth Group Inc. 2.875% 3/15/23 8,005 7,860
UnitedHealth Group Inc. 3.750% 7/15/25 35,738 36,208
UnitedHealth Group Inc. 3.100% 3/15/26 7,275 7,024
UnitedHealth Group Inc. 3.450% 1/15/27 8,000 7,926
UnitedHealth Group Inc. 3.375% 4/15/27 15,825 15,429
UnitedHealth Group Inc. 2.950% 10/15/27 9,225 8,757
UnitedHealth Group Inc. 4.625% 7/15/35 2,900 3,164
UnitedHealth Group Inc. 5.800% 3/15/36 3,300 4,077
UnitedHealth Group Inc. 6.500% 6/15/37 725 971
UnitedHealth Group Inc. 6.625% 11/15/37 5,100 6,886
UnitedHealth Group Inc. 6.875% 2/15/38 13,845 19,110

 

 

UnitedHealth Group Inc. 5.950% 2/15/41 1,575 2,011
UnitedHealth Group Inc. 4.625% 11/15/41 4,205 4,546
UnitedHealth Group Inc. 4.375% 3/15/42 1,775 1,852
UnitedHealth Group Inc. 3.950% 10/15/42 4,400 4,276
UnitedHealth Group Inc. 4.250% 3/15/43 5,775 5,858
UnitedHealth Group Inc. 4.750% 7/15/45 13,098 14,314
UnitedHealth Group Inc. 4.200% 1/15/47 11,150 11,230
UnitedHealth Group Inc. 4.250% 4/15/47 16,175 16,427
UnitedHealth Group Inc. 3.750% 10/15/47 7,900 7,423
Unum Group 5.625% 9/15/20 625 663
Unum Group 4.000% 3/15/24 3,300 3,340
Unum Group 5.750% 8/15/42 3,288 3,815
Voya Financial Inc. 5.500% 7/15/22 2,536 2,737
Voya Financial Inc. 3.125% 7/15/24 13,954 13,436
Voya Financial Inc. 3.650% 6/15/26 3,000 2,912
Voya Financial Inc. 5.700% 7/15/43 4,600 5,242
Voya Financial Inc. 4.800% 6/15/46 3,150 3,211
Willis North America Inc. 3.600% 5/15/24 5,110 4,996
Willis Towers Watson plc 5.750% 3/15/21 1,385 1,475
WR Berkley Corp. 5.375% 9/15/20 375 395
WR Berkley Corp. 4.625% 3/15/22 6,400 6,658
WR Berkley Corp. 6.250% 2/15/37 150 177
WR Berkley Corp. 4.750% 8/1/44 2,855 2,917
XLIT Ltd. 5.750% 10/1/21 5,455 5,898
XLIT Ltd. 6.375% 11/15/24 300 341
XLIT Ltd. 4.450% 3/31/25 2,200 2,209
XLIT Ltd. 6.250% 5/15/27 2,242 2,588
XLIT Ltd. 5.250% 12/15/43 3,850 4,296
XLIT Ltd. 5.500% 3/31/45 4,350 4,770
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 150 155
ORIX Corp. 2.900% 7/18/22 2,800 2,734
ORIX Corp. 3.250% 12/4/24 2,000 1,935
ORIX Corp. 3.700% 7/18/27 8,650 8,421
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 1,900 1,889
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,925 2,005
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 220 222
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 5,275 5,103
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,550 2,591
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 2,300 2,259
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 4,030 3,952
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 2,375 2,423
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 2,470 2,471
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,375 2,385
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 3,075 2,926
AvalonBay Communities Inc. 3.625% 10/1/20 4,000 4,052
AvalonBay Communities Inc. 2.950% 9/15/22 75 74
AvalonBay Communities Inc. 2.850% 3/15/23 1,720 1,675
AvalonBay Communities Inc. 4.200% 12/15/23 1,680 1,743
AvalonBay Communities Inc. 3.500% 11/15/24 850 846
AvalonBay Communities Inc. 3.450% 6/1/25 4,295 4,251

 

 

AvalonBay Communities Inc. 2.950% 5/11/26 4,000 3,791
AvalonBay Communities Inc. 2.900% 10/15/26 4,750 4,453
AvalonBay Communities Inc. 3.350% 5/15/27 5,000 4,830
AvalonBay Communities Inc. 3.200% 1/15/28 3,025 2,870
AvalonBay Communities Inc. 4.350% 4/15/48 2,510 2,544
Boston Properties LP 5.625% 11/15/20 6,450 6,832
Boston Properties LP 4.125% 5/15/21 4,205 4,318
Boston Properties LP 3.850% 2/1/23 8,325 8,485
Boston Properties LP 3.125% 9/1/23 200 196
Boston Properties LP 3.800% 2/1/24 3,600 3,622
Boston Properties LP 3.200% 1/15/25 4,075 3,934
Boston Properties LP 3.650% 2/1/26 6,800 6,648
Boston Properties LP 2.750% 10/1/26 4,300 3,906
Brandywine Operating Partnership LP 3.950% 2/15/23 6,725 6,738
Brandywine Operating Partnership LP 3.950% 11/15/27 14,505 14,015
Brixmor Operating Partnership LP 3.875% 8/15/22 4,050 4,068
Brixmor Operating Partnership LP 3.250% 9/15/23 1,475 1,425
Brixmor Operating Partnership LP 3.650% 6/15/24 2,000 1,950
Brixmor Operating Partnership LP 3.850% 2/1/25 12,275 11,998
Brixmor Operating Partnership LP 4.125% 6/15/26 2,450 2,403
Brixmor Operating Partnership LP 3.900% 3/15/27 3,525 3,372
Camden Property Trust 4.625% 6/15/21 1,025 1,070
Camden Property Trust 2.950% 12/15/22 5,575 5,468
CBL & Associates LP 4.600% 10/15/24 3,080 2,516
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 4,000 3,949
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 5,475 5,134
Corporate Office Properties LP 3.700% 6/15/21 6,375 6,378
Corporate Office Properties LP 3.600% 5/15/23 1,175 1,149
Corporate Office Properties LP 5.250% 2/15/24 675 709
CubeSmart LP 4.375% 12/15/23 6,650 6,839
CubeSmart LP 4.000% 11/15/25 1,375 1,368
CubeSmart LP 3.125% 9/1/26 2,425 2,240
DCT Industrial Operating Partnership LP 4.500% 10/15/23 1,525 1,553
DDR Corp. 4.625% 7/15/22 4,775 4,946
DDR Corp. 3.900% 8/15/24 1,825 1,810
DDR Corp. 4.250% 2/1/26 1,700 1,681
DDR Corp. 4.700% 6/1/27 24,625 25,095
Digital Realty Trust LP 3.400% 10/1/20 3,800 3,821
Digital Realty Trust LP 5.250% 3/15/21 3,265 3,438
Digital Realty Trust LP 3.950% 7/1/22 7,725 7,875
Digital Realty Trust LP 3.625% 10/1/22 3,675 3,677
Digital Realty Trust LP 2.750% 2/1/23 2,500 2,395
Digital Realty Trust LP 4.750% 10/1/25 4,650 4,870
Digital Realty Trust LP 3.700% 8/15/27 5,350 5,155
Duke Realty LP 3.875% 2/15/21 10,000 10,183
Duke Realty LP 3.875% 10/15/22 6,350 6,456
Duke Realty LP 3.625% 4/15/23 740 743
Duke Realty LP 3.750% 12/1/24 1,500 1,501
EPR Properties 5.750% 8/15/22 3,110 3,325
EPR Properties 5.250% 7/15/23 3,375 3,534
EPR Properties 4.500% 4/1/25 7,023 7,030
EPR Properties 4.750% 12/15/26 1,100 1,101
EPR Properties 4.500% 6/1/27 245 239
ERP Operating LP 2.375% 7/1/19 2,600 2,594
ERP Operating LP 4.750% 7/15/20 5,510 5,712

 

 

ERP Operating LP 4.625% 12/15/21 1,459 1,526
ERP Operating LP 3.000% 4/15/23 1,675 1,653
ERP Operating LP 3.375% 6/1/25 300 296
ERP Operating LP 2.850% 11/1/26 9,175 8,623
ERP Operating LP 3.500% 3/1/28 7,000 6,843
ERP Operating LP 4.500% 7/1/44 4,200 4,352
ERP Operating LP 4.500% 6/1/45 3,900 4,037
ERP Operating LP 4.000% 8/1/47 2,800 2,670
Essex Portfolio LP 5.200% 3/15/21 1,750 1,838
Essex Portfolio LP 3.250% 5/1/23 1,425 1,396
Essex Portfolio LP 3.875% 5/1/24 350 352
Essex Portfolio LP 3.500% 4/1/25 8,950 8,747
Essex Portfolio LP 3.375% 4/15/26 3,200 3,071
Essex Portfolio LP 4.500% 3/15/48 6,000 5,971
Federal Realty Investment Trust 2.750% 6/1/23 950 923
Federal Realty Investment Trust 3.250% 7/15/27 10,725 10,232
Federal Realty Investment Trust 4.500% 12/1/44 5,400 5,579
Government Properties Income Trust 4.000% 7/15/22 2,725 2,720
HCP Inc. 2.625% 2/1/20 5,350 5,298
HCP Inc. 5.375% 2/1/21 270 284
HCP Inc. 3.150% 8/1/22 3,375 3,326
HCP Inc. 4.000% 12/1/22 5,020 5,111
HCP Inc. 4.250% 11/15/23 8,350 8,566
HCP Inc. 4.200% 3/1/24 7,850 7,947
HCP Inc. 3.875% 8/15/24 4,350 4,309
HCP Inc. 3.400% 2/1/25 4,850 4,691
HCP Inc. 4.000% 6/1/25 425 425
HCP Inc. 6.750% 2/1/41 1,396 1,780
Healthcare Realty Trust Inc. 3.625% 1/15/28 1,500 1,426
Healthcare Trust of America Holdings LP 3.375% 7/15/21 4,575 4,588
Healthcare Trust of America Holdings LP 2.950% 7/1/22 6,200 6,040
Healthcare Trust of America Holdings LP 3.700% 4/15/23 3,125 3,123
Healthcare Trust of America Holdings LP 3.500% 8/1/26 2,300 2,192
Healthcare Trust of America Holdings LP 3.750% 7/1/27 3,925 3,764
Highwoods Realty LP 3.200% 6/15/21 9,209 9,134
Highwoods Realty LP 3.875% 3/1/27 3,850 3,748
Highwoods Realty LP 4.125% 3/15/28 2,900 2,875
Hospitality Properties Trust 4.500% 6/15/23 3,211 3,294
Hospitality Properties Trust 4.650% 3/15/24 3,525 3,611
Hospitality Properties Trust 4.500% 3/15/25 1,550 1,565
Hospitality Properties Trust 5.250% 2/15/26 1,960 2,041
Hospitality Properties Trust 4.950% 2/15/27 4,000 4,071
Hospitality Properties Trust 3.950% 1/15/28 3,925 3,703
Hospitality Properties Trust 4.375% 2/15/30 17,000 16,301
Host Hotels & Resorts LP 6.000% 10/1/21 3,000 3,211
Host Hotels & Resorts LP 5.250% 3/15/22 5,794 6,101
Host Hotels & Resorts LP 3.750% 10/15/23 2,175 2,144
Host Hotels & Resorts LP 3.875% 4/1/24 2,800 2,756
Host Hotels & Resorts LP 4.000% 6/15/25 1,100 1,081
Hudson Pacific Properties LP 3.950% 11/1/27 2,500 2,393
Kilroy Realty LP 3.800% 1/15/23 10,550 10,607
Kilroy Realty LP 3.450% 12/15/24 2,000 1,939
Kilroy Realty LP 4.375% 10/1/25 575 582
Kilroy Realty LP 4.250% 8/15/29 2,975 2,942
Kimco Realty Corp. 6.875% 10/1/19 1,750 1,852
Kimco Realty Corp. 3.200% 5/1/21 125 125
Kimco Realty Corp. 3.400% 11/1/22 7,275 7,280

 

 

Kimco Realty Corp. 3.125% 6/1/23 875 853
Kimco Realty Corp. 3.300% 2/1/25 3,125 3,000
Kimco Realty Corp. 2.800% 10/1/26 1,893 1,696
Kimco Realty Corp. 3.800% 4/1/27 3,000 2,877
Kimco Realty Corp. 4.125% 12/1/46 400 362
Kimco Realty Corp. 4.450% 9/1/47 2,250 2,113
Kite Realty Group LP 4.000% 10/1/26 7,900 7,414
Liberty Property LP 4.750% 10/1/20 1,535 1,593
Liberty Property LP 3.375% 6/15/23 1,850 1,835
Liberty Property LP 4.400% 2/15/24 3,979 4,126
Liberty Property LP 3.750% 4/1/25 5,675 5,632
Life Storage LP 3.875% 12/15/27 1,000 962
Life Storage LP 3.500% 7/1/26 10,625 10,030
Mid-America Apartments LP 4.300% 10/15/23 2,400 2,492
Mid-America Apartments LP 3.750% 6/15/24 2,725 2,706
Mid-America Apartments LP 4.000% 11/15/25 75 75
Mid-America Apartments LP 3.600% 6/1/27 7,770 7,520
National Retail Properties Inc. 5.500% 7/15/21 5,050 5,368
National Retail Properties Inc. 3.800% 10/15/22 1,600 1,611
National Retail Properties Inc. 3.300% 4/15/23 900 888
National Retail Properties Inc. 3.900% 6/15/24 2,750 2,752
National Retail Properties Inc. 4.000% 11/15/25 2,875 2,865
National Retail Properties Inc. 3.600% 12/15/26 2,375 2,280
National Retail Properties Inc. 3.500% 10/15/27 6,150 5,836
Omega Healthcare Investors Inc. 4.375% 8/1/23 19,200 19,152
Omega Healthcare Investors Inc. 4.950% 4/1/24 1,575 1,603
Omega Healthcare Investors Inc. 4.500% 1/15/25 3,250 3,169
Omega Healthcare Investors Inc. 5.250% 1/15/26 4,075 4,116
Omega Healthcare Investors Inc. 4.500% 4/1/27 11,550 11,117
Omega Healthcare Investors Inc. 4.750% 1/15/28 4,680 4,540
Physicians Realty LP 4.300% 3/15/27 6,500 6,427
Physicians Realty LP 3.950% 1/15/28 3,000 2,874
Piedmont Operating Partnership LP 3.400% 6/1/23 6,150 5,984
Piedmont Operating Partnership LP 4.450% 3/15/24 1,750 1,782
Prologis LP 4.250% 8/15/23 1,800 1,876
Prologis LP 3.750% 11/1/25 1,300 1,318
Public Storage 2.370% 9/15/22 5,510 5,307
Public Storage 3.094% 9/15/27 2,600 2,493
Realty Income Corp. 3.250% 10/15/22 9,900 9,820
Realty Income Corp. 4.650% 8/1/23 1,825 1,910
Realty Income Corp. 3.875% 7/15/24 1,950 1,957
Realty Income Corp. 3.875% 4/15/25 6,840 6,824
Realty Income Corp. 4.125% 10/15/26 8,420 8,505
Realty Income Corp. 3.000% 1/15/27 5,750 5,310
Realty Income Corp. 3.650% 1/15/28 4,725 4,572
Realty Income Corp. 4.650% 3/15/47 10,750 11,134
Regency Centers Corp. 3.750% 11/15/22 2,000 2,016
Regency Centers LP 4.800% 4/15/21 2,000 2,083
Regency Centers LP 3.600% 2/1/27 1,600 1,542
Regency Centers LP 4.125% 3/15/28 1,375 1,377
Regency Centers LP 4.400% 2/1/47 5,350 5,230
Sabra Health Care LP 5.125% 8/15/26 500 481
Select Income REIT 4.150% 2/1/22 2,050 2,048
Select Income REIT 4.500% 2/1/25 5,916 5,839
Senior Housing Properties Trust 3.250% 5/1/19 4,325 4,326
Senior Housing Properties Trust 4.750% 2/15/28 2,470 2,435
Simon Property Group LP 2.500% 9/1/20 4,800 4,752

 

 

Simon Property Group LP 4.375% 3/1/21 1,645 1,703
Simon Property Group LP 2.500% 7/15/21 2,000 1,958
Simon Property Group LP 4.125% 12/1/21 17,150 17,675
Simon Property Group LP 2.350% 1/30/22 525 508
Simon Property Group LP 3.375% 3/15/22 1,675 1,680
Simon Property Group LP 2.625% 6/15/22 10,000 9,743
Simon Property Group LP 2.750% 2/1/23 3,625 3,528
Simon Property Group LP 2.750% 6/1/23 6,000 5,813
Simon Property Group LP 3.750% 2/1/24 5,000 5,080
Simon Property Group LP 3.500% 9/1/25 2,800 2,765
Simon Property Group LP 3.300% 1/15/26 5,070 4,913
Simon Property Group LP 3.250% 11/30/26 2,150 2,061
Simon Property Group LP 3.375% 6/15/27 9,650 9,317
Simon Property Group LP 3.375% 12/1/27 4,700 4,498
Simon Property Group LP 6.750% 2/1/40 4,550 6,056
Simon Property Group LP 4.750% 3/15/42 2,010 2,123
Simon Property Group LP 4.250% 10/1/44 200 197
Simon Property Group LP 4.250% 11/30/46 10,825 10,579
SL Green Operating Partnership LP 3.250% 10/15/22 3,300 3,215
STORE Capital Corp. 4.500% 3/15/28 4,445 4,412
Tanger Properties LP 3.750% 12/1/24 1,000 982
Tanger Properties LP 3.125% 9/1/26 4,710 4,287
Tanger Properties LP 3.875% 7/15/27 7,500 7,239
UDR Inc. 3.700% 10/1/20 1,000 1,011
UDR Inc. 4.625% 1/10/22 8,350 8,657
UDR Inc. 2.950% 9/1/26 4,400 4,054
UDR Inc. 3.500% 7/1/27 5,250 5,067
UDR Inc. 3.500% 1/15/28 5,075 4,897
Ventas Realty LP 3.100% 1/15/23 5,500 5,379
Ventas Realty LP 3.125% 6/15/23 5,000 4,892
Ventas Realty LP 3.750% 5/1/24 2,325 2,321
Ventas Realty LP 4.125% 1/15/26 1,825 1,841
Ventas Realty LP 3.250% 10/15/26 9,075 8,541
Ventas Realty LP 3.850% 4/1/27 2,075 2,028
Ventas Realty LP 4.000% 3/1/28 12,985 12,731
Ventas Realty LP 4.375% 2/1/45 3,100 2,998
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 2,425 2,405
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 975 1,016
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,300 1,335
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 6,877 6,796
VEREIT Operating Partnership LP 4.600% 2/6/24 2,550 2,581
VEREIT Operating Partnership LP 4.875% 6/1/26 2,425 2,458
VEREIT Operating Partnership LP 3.950% 8/15/27 4,475 4,206
Vornado Realty LP 5.000% 1/15/22 5,500 5,765
Vornado Realty LP 3.500% 1/15/25 2,425 2,349
Washington Prime Group LP 3.850% 4/1/20 1,775 1,741
Washington Prime Group LP 5.950% 8/15/24 1,500 1,432
Washington REIT 4.950% 10/1/20 800 821
Washington REIT 3.950% 10/15/22 1,050 1,058
Weingarten Realty Investors 3.375% 10/15/22 8,375 8,275
Weingarten Realty Investors 3.500% 4/15/23 2,200 2,185
Weingarten Realty Investors 4.450% 1/15/24 600 617
Weingarten Realty Investors 3.850% 6/1/25 900 890
Welltower Inc. 4.125% 4/1/19 4,195 4,240
Welltower Inc. 4.950% 1/15/21 5,340 5,563
Welltower Inc. 5.250% 1/15/22 3,440 3,657
Welltower Inc. 3.750% 3/15/23 16,519 16,717

 

 

Welltower Inc. 4.000% 6/1/25 12,375 12,372
Welltower Inc. 4.250% 4/1/26 7,000 7,069
Welltower Inc. 6.500% 3/15/41 950 1,196
Welltower Inc. 5.125% 3/15/43 950 1,021
WP Carey Inc. 4.600% 4/1/24 3,980 4,078
WP Carey Inc. 4.000% 2/1/25 1,250 1,228
WP Carey Inc. 4.250% 10/1/26 2,350 2,333
        13,183,229
Industrial (16.9%)        
Basic Industry (0.9%)        
Agrium Inc. 3.150% 10/1/22 14,160 14,052
Agrium Inc. 3.500% 6/1/23 6,664 6,647
Agrium Inc. 3.375% 3/15/25 5,450 5,279
Agrium Inc. 4.125% 3/15/35 4,525 4,401
Agrium Inc. 7.125% 5/23/36 200 257
Agrium Inc. 6.125% 1/15/41 1,375 1,633
Agrium Inc. 4.900% 6/1/43 6,410 6,637
Agrium Inc. 5.250% 1/15/45 18,200 19,818
Air Products & Chemicals Inc. 3.000% 11/3/21 9,860 9,853
Air Products & Chemicals Inc. 3.350% 7/31/24 5,445 5,477
Airgas Inc. 3.650% 7/15/24 3,750 3,791
Albemarle Corp. 4.150% 12/1/24 3,300 3,390
Albemarle Corp. 5.450% 12/1/44 2,865 3,094
Barrick Gold Corp. 5.250% 4/1/42 9,150 10,016
Barrick North America Finance LLC 4.400% 5/30/21 5,421 5,601
Barrick North America Finance LLC 5.700% 5/30/41 9,345 10,720
Barrick North America Finance LLC 5.750% 5/1/43 5,750 6,685
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 11,394 13,200
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 12,890 12,782
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 1,675 1,733
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 100 118
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 4,020 4,106
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 16,040 18,407
9 Braskem America Finance Co. 7.125% 7/22/41 200 233
Braskem Finance Ltd. 6.450% 2/3/24 2,500 2,713
Cabot Corp. 3.700% 7/15/22 400 402
Celanese US Holdings LLC 5.875% 6/15/21 4,000 4,297
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 625 655
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 1,800 1,872
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 8,650 8,907
9 Celulosa Arauco y Constitucion SA 3.875% 11/2/27 10,450 10,038
9 Celulosa Arauco y Constitucion SA 5.500% 11/2/47 8,500 8,618
Domtar Corp. 6.750% 2/15/44 3,600 3,990
Dow Chemical Co. 8.550% 5/15/19 32,759 34,845
Dow Chemical Co. 4.250% 11/15/20 9,965 10,231
Dow Chemical Co. 4.125% 11/15/21 15,615 16,012
Dow Chemical Co. 3.000% 11/15/22 17,100 16,793
Dow Chemical Co. 3.500% 10/1/24 1,700 1,682
Dow Chemical Co. 7.375% 11/1/29 2,000 2,602
Dow Chemical Co. 4.250% 10/1/34 4,725 4,731
Dow Chemical Co. 9.400% 5/15/39 9,820 15,756
Dow Chemical Co. 5.250% 11/15/41 3,515 3,891
Dow Chemical Co. 4.375% 11/15/42 11,630 11,552
Dow Chemical Co. 4.625% 10/1/44 1,600 1,641
Eastman Chemical Co. 5.500% 11/15/19 4,321 4,511
Eastman Chemical Co. 2.700% 1/15/20 7,275 7,231
Eastman Chemical Co. 4.500% 1/15/21 430 443

 

 

Eastman Chemical Co. 3.600% 8/15/22 7,345 7,397
Eastman Chemical Co. 4.800% 9/1/42 3,350 3,524
Eastman Chemical Co. 4.650% 10/15/44 5,425 5,576
Ecolab Inc. 2.250% 1/12/20 2,300 2,275
Ecolab Inc. 4.350% 12/8/21 4,569 4,772
Ecolab Inc. 2.375% 8/10/22 7,165 6,928
Ecolab Inc. 3.250% 1/14/23 2,325 2,324
Ecolab Inc. 2.700% 11/1/26 3,050 2,848
9 Ecolab Inc. 3.250% 12/1/27 5,100 4,922
Ecolab Inc. 5.500% 12/8/41 1,412 1,679
9 Ecolab Inc. 3.950% 12/1/47 11,546 11,193
EI du Pont de Nemours & Co. 4.625% 1/15/20 2,615 2,694
EI du Pont de Nemours & Co. 2.200% 5/1/20 13,101 12,911
EI du Pont de Nemours & Co. 3.625% 1/15/21 3,568 3,623
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,750 1,808
EI du Pont de Nemours & Co. 2.800% 2/15/23 11,680 11,412
EI du Pont de Nemours & Co. 6.500% 1/15/28 475 577
EI du Pont de Nemours & Co. 4.900% 1/15/41 6,150 6,535
EI du Pont de Nemours & Co. 4.150% 2/15/43 5,500 5,310
Fibria Overseas Finance Ltd. 5.250% 5/12/24 6,100 6,283
Fibria Overseas Finance Ltd. 4.000% 1/14/25 8,900 8,582
Fibria Overseas Finance Ltd. 5.500% 1/17/27 575 595
FMC Corp. 3.950% 2/1/22 3,200 3,246
FMC Corp. 4.100% 2/1/24 6,500 6,562
Georgia-Pacific LLC 8.000% 1/15/24 6,971 8,623
Georgia-Pacific LLC 7.375% 12/1/25 2,500 3,087
Georgia-Pacific LLC 7.250% 6/1/28 1,000 1,282
Georgia-Pacific LLC 7.750% 11/15/29 1,950 2,643
Georgia-Pacific LLC 8.875% 5/15/31 4,310 6,516
Goldcorp Inc. 3.625% 6/9/21 2,145 2,159
Goldcorp Inc. 3.700% 3/15/23 21,160 21,033
Goldcorp Inc. 5.450% 6/9/44 7,254 7,981
International Flavors & Fragrances Inc. 3.200% 5/1/23 525 519
International Flavors & Fragrances Inc. 4.375% 6/1/47 5,400 5,387
International Paper Co. 7.500% 8/15/21 4,929 5,584
International Paper Co. 4.750% 2/15/22 4,488 4,697
International Paper Co. 3.800% 1/15/26 1,010 996
International Paper Co. 3.000% 2/15/27 17,900 16,545
International Paper Co. 5.000% 9/15/35 2,650 2,797
International Paper Co. 7.300% 11/15/39 3,570 4,684
International Paper Co. 6.000% 11/15/41 2,100 2,419
International Paper Co. 4.800% 6/15/44 9,350 9,439
International Paper Co. 5.150% 5/15/46 5,400 5,677
International Paper Co. 4.400% 8/15/47 12,050 11,413
International Paper Co. 4.350% 8/15/48 7,700 7,249
Kinross Gold Corp. 5.125% 9/1/21 1,000 1,038
Kinross Gold Corp. 5.950% 3/15/24 3,091 3,323
9 Kinross Gold Corp. 4.500% 7/15/27 467 457
Lubrizol Corp. 6.500% 10/1/34 50 65
LYB International Finance BV 4.000% 7/15/23 3,000 3,035
LYB International Finance BV 5.250% 7/15/43 8,316 9,034
LYB International Finance BV 4.875% 3/15/44 5,350 5,567
LYB International Finance II BV 3.500% 3/2/27 17,000 16,214
LyondellBasell Industries NV 5.000% 4/15/19 11,263 11,437
LyondellBasell Industries NV 6.000% 11/15/21 15,450 16,674
LyondellBasell Industries NV 5.750% 4/15/24 3,300 3,626
LyondellBasell Industries NV 4.625% 2/26/55 4,900 4,756

 

 

Meadwestvaco Corp. 7.950% 2/15/31 7,300 9,987
Methanex Corp. 3.250% 12/15/19 5,750 5,732
Methanex Corp. 5.650% 12/1/44 5,500 5,451
Monsanto Co. 2.125% 7/15/19 5,000 4,960
Monsanto Co. 2.750% 7/15/21 7,550 7,440
Monsanto Co. 2.200% 7/15/22 650 619
Monsanto Co. 2.850% 4/15/25 4,000 3,764
Monsanto Co. 5.500% 8/15/25 3,950 4,345
Monsanto Co. 4.200% 7/15/34 5,600 5,516
Monsanto Co. 3.600% 7/15/42 3,250 2,821
Monsanto Co. 4.650% 11/15/43 1,500 1,502
Monsanto Co. 3.950% 4/15/45 8,330 7,521
Monsanto Co. 4.700% 7/15/64 6,475 6,262
Mosaic Co. 3.750% 11/15/21 10,275 10,343
Mosaic Co. 3.250% 11/15/22 10,450 10,220
Mosaic Co. 4.250% 11/15/23 5,850 5,963
Mosaic Co. 4.050% 11/15/27 5,575 5,405
Mosaic Co. 5.450% 11/15/33 1,600 1,693
Mosaic Co. 4.875% 11/15/41 4,445 4,227
Mosaic Co. 5.625% 11/15/43 1,690 1,764
Newmont Mining Corp. 5.125% 10/1/19 1,525 1,569
Newmont Mining Corp. 3.500% 3/15/22 400 400
Newmont Mining Corp. 5.875% 4/1/35 750 869
Newmont Mining Corp. 6.250% 10/1/39 6,626 8,001
Newmont Mining Corp. 4.875% 3/15/42 7,825 8,130
Nucor Corp. 4.125% 9/15/22 9,741 10,114
Nucor Corp. 4.000% 8/1/23 8,027 8,262
Nucor Corp. 6.400% 12/1/37 7,875 10,141
Nucor Corp. 5.200% 8/1/43 11,225 12,927
Packaging Corp. of America 3.900% 6/15/22 7,222 7,352
Packaging Corp. of America 4.500% 11/1/23 10,380 10,830
Packaging Corp. of America 3.650% 9/15/24 4,075 4,069
Packaging Corp. of America 3.400% 12/15/27 3,700 3,536
Placer Dome Inc. 6.450% 10/15/35 1,050 1,271
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,077 1,119
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 7,865 8,113
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 4,000 3,788
Potash Corp. of Saskatchewan Inc. 4.000% 12/15/26 2,300 2,291
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,375 5,032
PPG Industries Inc. 2.300% 11/15/19 3,600 3,581
Praxair Inc. 4.500% 8/15/19 800 821
Praxair Inc. 2.250% 9/24/20 1,500 1,480
Praxair Inc. 4.050% 3/15/21 120 124
Praxair Inc. 3.000% 9/1/21 8,125 8,109
Praxair Inc. 2.450% 2/15/22 15,971 15,639
Praxair Inc. 2.200% 8/15/22 10,393 10,024
Praxair Inc. 2.650% 2/5/25 3,500 3,369
Praxair Inc. 3.200% 1/30/26 3,000 2,966
Praxair Inc. 3.550% 11/7/42 2,500 2,401
Rayonier Inc. 3.750% 4/1/22 2,000 1,969
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,850 1,904
Rio Tinto Alcan Inc. 6.125% 12/15/33 3,229 3,987
Rio Tinto Alcan Inc. 5.750% 6/1/35 3,935 4,732
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 4,225 4,389
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 4,461 4,600
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 39,175 39,684
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 1,775 2,278

 

 

Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,685 5,420
Rio Tinto Finance USA plc 3.500% 3/22/22 163 165
Rio Tinto Finance USA plc 2.875% 8/21/22 376 373
Rio Tinto Finance USA plc 4.750% 3/22/42 5,975 6,579
Rio Tinto Finance USA plc 4.125% 8/21/42 12,550 12,684
Rohm & Haas Co. 7.850% 7/15/29 4,775 6,408
RPM International Inc. 6.125% 10/15/19 590 619
RPM International Inc. 3.450% 11/15/22 3,275 3,273
RPM International Inc. 3.750% 3/15/27 200 195
RPM International Inc. 5.250% 6/1/45 3,592 3,841
RPM International Inc. 4.250% 1/15/48 8,585 8,060
Sherwin-Williams Co. 7.250% 6/15/19 1,675 1,765
Sherwin-Williams Co. 2.250% 5/15/20 6,500 6,389
Sherwin-Williams Co. 4.200% 1/15/22 500 512
Sherwin-Williams Co. 2.750% 6/1/22 9,490 9,222
Sherwin-Williams Co. 3.125% 6/1/24 1,200 1,162
Sherwin-Williams Co. 3.450% 8/1/25 5,425 5,310
Sherwin-Williams Co. 3.950% 1/15/26 5,450 5,463
Sherwin-Williams Co. 3.450% 6/1/27 17,500 16,763
Sherwin-Williams Co. 4.000% 12/15/42 1,000 919
Sherwin-Williams Co. 4.550% 8/1/45 1,590 1,592
Sherwin-Williams Co. 4.500% 6/1/47 3,000 2,986
Southern Copper Corp. 5.375% 4/16/20 200 209
Southern Copper Corp. 3.500% 11/8/22 1,400 1,399
Southern Copper Corp. 3.875% 4/23/25 2,800 2,816
Southern Copper Corp. 7.500% 7/27/35 3,725 4,803
Southern Copper Corp. 6.750% 4/16/40 1,550 1,906
Southern Copper Corp. 5.250% 11/8/42 16,745 17,516
Southern Copper Corp. 5.875% 4/23/45 18,645 21,091
Syngenta Finance NV 3.125% 3/28/22 2,250 2,169
Vale Canada Ltd. 7.200% 9/15/32 3,241 3,691
Vale Overseas Ltd. 5.875% 6/10/21 11,950 12,831
Vale Overseas Ltd. 4.375% 1/11/22 20,577 21,117
Vale Overseas Ltd. 6.250% 8/10/26 27,400 30,688
Vale Overseas Ltd. 8.250% 1/17/34 800 1,031
Vale Overseas Ltd. 6.875% 11/21/36 8,910 10,480
Vale Overseas Ltd. 6.875% 11/10/39 15,265 18,051
Vale SA 5.625% 9/11/42 18,385 19,396
Westlake Chemical Corp. 3.600% 8/15/26 18,200 17,581
Westlake Chemical Corp. 5.000% 8/15/46 12,400 12,960
9 WestRock Co. 3.000% 9/15/24 5,475 5,225
9 WestRock Co. 3.750% 3/15/25 4,025 4,014
9 WestRock Co. 3.375% 9/15/27 4,700 4,496
9 WestRock Co. 4.000% 3/15/28 5,000 5,007
Westrock MWV LLC 8.200% 1/15/30 5,804 7,909
WestRock RKT Co. 3.500% 3/1/20 2,000 2,013
WestRock RKT Co. 4.900% 3/1/22 1,950 2,050
WestRock RKT Co. 4.000% 3/1/23 3,500 3,563
Weyerhaeuser Co. 7.375% 10/1/19 5,039 5,355
Weyerhaeuser Co. 4.700% 3/15/21 520 539
Weyerhaeuser Co. 3.250% 3/15/23 500 495
Weyerhaeuser Co. 4.625% 9/15/23 8,125 8,536
Weyerhaeuser Co. 8.500% 1/15/25 800 1,006
Weyerhaeuser Co. 7.375% 3/15/32 3,625 4,766
Weyerhaeuser Co. 6.875% 12/15/33 1,000 1,275
Yamana Gold Inc. 4.950% 7/15/24 1,870 1,926

 

 

9 Yamana Gold Inc. 4.625% 12/15/27 4,000 3,920
 
Capital Goods (1.4%)        
3M Co. 2.000% 8/7/20 3,660 3,602
3M Co. 1.625% 9/19/21 4,425 4,244
3M Co. 2.000% 6/26/22 3,500 3,365
3M Co. 2.250% 3/15/23 3,950 3,817
3M Co. 3.000% 8/7/25 3,450 3,400
3M Co. 2.250% 9/19/26 6,000 5,462
3M Co. 2.875% 10/15/27 6,100 5,850
3M Co. 3.125% 9/19/46 5,500 4,845
3M Co. 3.625% 10/15/47 4,350 4,198
ABB Finance USA Inc. 2.800% 4/3/20 2,765 2,767
ABB Finance USA Inc. 2.875% 5/8/22 4,860 4,790
ABB Finance USA Inc. 3.375% 4/3/23 250 250
ABB Finance USA Inc. 3.800% 4/3/28 2,325 2,343
ABB Finance USA Inc. 4.375% 5/8/42 1,050 1,098
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 841
Allegion US Holding Co. Inc. 3.200% 10/1/24 900 870
Allegion US Holding Co. Inc. 3.550% 10/1/27 3,100 2,929
Bemis Co. Inc. 4.500% 10/15/21 1,255 1,307
Bemis Co. Inc. 3.100% 9/15/26 2,450 2,288
Boeing Capital Corp. 4.700% 10/27/19 4,875 5,041
Boeing Co. 4.875% 2/15/20 5,290 5,510
Boeing Co. 1.650% 10/30/20 4,190 4,082
Boeing Co. 8.750% 8/15/21 290 342
Boeing Co. 2.350% 10/30/21 2,000 1,971
Boeing Co. 2.125% 3/1/22 4,900 4,774
Boeing Co. 2.800% 3/1/23 4,250 4,203
Boeing Co. 1.875% 6/15/23 4,950 4,669
Boeing Co. 7.950% 8/15/24 1,335 1,685
Boeing Co. 2.850% 10/30/24 4,225 4,122
Boeing Co. 2.500% 3/1/25 580 548
Boeing Co. 7.250% 6/15/25 325 401
Boeing Co. 2.600% 10/30/25 5,000 4,769
Boeing Co. 2.250% 6/15/26 1,750 1,615
Boeing Co. 2.800% 3/1/27 2,250 2,150
Boeing Co. 3.250% 3/1/28 2,800 2,759
Boeing Co. 6.125% 2/15/33 6,075 7,753
Boeing Co. 3.300% 3/1/35 2,000 1,867
Boeing Co. 6.625% 2/15/38 525 715
Boeing Co. 3.550% 3/1/38 4,800 4,673
Boeing Co. 6.875% 3/15/39 1,585 2,239
Boeing Co. 5.875% 2/15/40 980 1,250
Boeing Co. 3.375% 6/15/46 4,000 3,669
Boeing Co. 3.650% 3/1/47 1,950 1,876
Boeing Co. 3.625% 3/1/48 3,800 3,630
Carlisle Cos. Inc. 3.750% 11/15/22 1,605 1,613
Carlisle Cos. Inc. 3.500% 12/1/24 1,800 1,773
Carlisle Cos. Inc. 3.750% 12/1/27 2,850 2,781
Caterpillar Financial Services Corp. 1.350% 5/18/19 3,050 3,014
Caterpillar Financial Services Corp. 2.100% 6/9/19 2,202 2,193
Caterpillar Financial Services Corp. 2.000% 11/29/19 10,700 10,607
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,400 5,359
Caterpillar Financial Services Corp. 2.100% 1/10/20 4,500 4,463
Caterpillar Financial Services Corp. 2.000% 3/5/20 2,750 2,719
Caterpillar Financial Services Corp. 1.850% 9/4/20 9,625 9,419

 

 

Caterpillar Financial Services Corp. 2.500% 11/13/20 2,500 2,489
Caterpillar Financial Services Corp. 2.900% 3/15/21 8,450 8,426
Caterpillar Financial Services Corp. 1.700% 8/9/21 11,800 11,302
Caterpillar Financial Services Corp. 2.750% 8/20/21 1,300 1,286
Caterpillar Financial Services Corp. 1.931% 10/1/21 8,188 7,865
Caterpillar Financial Services Corp. 2.850% 6/1/22 4,604 4,548
Caterpillar Financial Services Corp. 2.400% 6/6/22 17,000 16,496
Caterpillar Financial Services Corp. 2.550% 11/29/22 8,000 7,769
Caterpillar Financial Services Corp. 2.625% 3/1/23 1,600 1,550
Caterpillar Financial Services Corp. 3.300% 6/9/24 4,175 4,146
Caterpillar Financial Services Corp. 3.250% 12/1/24 11,320 11,184
Caterpillar Financial Services Corp. 2.400% 8/9/26 2,300 2,126
Caterpillar Inc. 3.900% 5/27/21 6,447 6,620
Caterpillar Inc. 2.600% 6/26/22 4,925 4,810
Caterpillar Inc. 3.400% 5/15/24 10,500 10,503
Caterpillar Inc. 6.050% 8/15/36 8,816 11,353
Caterpillar Inc. 5.200% 5/27/41 4,772 5,680
Caterpillar Inc. 3.803% 8/15/42 15,154 15,043
Caterpillar Inc. 4.300% 5/15/44 3,950 4,237
Caterpillar Inc. 4.750% 5/15/64 1,650 1,865
CNH Industrial Capital LLC 4.375% 11/6/20 5,350 5,437
CNH Industrial Capital LLC 4.375% 4/5/22 4,200 4,258
CNH Industrial NV 3.850% 11/15/27 9,000 8,730
Crane Co. 4.450% 12/15/23 5,690 5,827
Crane Co. 4.200% 3/15/48 3,200 3,175
CRH America Inc. 5.750% 1/15/21 3,440 3,656
Deere & Co. 2.600% 6/8/22 6,365 6,218
Deere & Co. 5.375% 10/16/29 4,095 4,775
Deere & Co. 8.100% 5/15/30 2,711 3,811
Deere & Co. 3.900% 6/9/42 3,562 3,624
Dover Corp. 4.300% 3/1/21 1,780 1,836
Dover Corp. 3.150% 11/15/25 10,000 9,765
Dover Corp. 6.600% 3/15/38 1,475 1,936
Dover Corp. 5.375% 3/1/41 795 932
Eagle Materials Inc. 4.500% 8/1/26 2,700 2,730
Eaton Corp. 2.750% 11/2/22 13,744 13,406
Eaton Corp. 3.103% 9/15/27 6,275 5,899
Eaton Corp. 4.000% 11/2/32 5,350 5,354
Eaton Corp. 4.150% 11/2/42 1,175 1,149
Eaton Corp. 3.915% 9/15/47 3,800 3,592
Embraer Netherlands Finance BV 5.050% 6/15/25 6,400 6,605
Embraer Netherlands Finance BV 5.400% 2/1/27 5,100 5,392
9 Embraer Overseas Ltd. 5.696% 9/16/23 3,340 3,552
Embraer SA 5.150% 6/15/22 3,850 4,017
Emerson Electric Co. 4.875% 10/15/19 235 243
Emerson Electric Co. 4.250% 11/15/20 1,307 1,350
Emerson Electric Co. 2.625% 12/1/21 11,025 10,878
Emerson Electric Co. 2.625% 2/15/23 3,500 3,406
Emerson Electric Co. 3.150% 6/1/25 1,700 1,680
Emerson Electric Co. 6.000% 8/15/32 925 1,129
Emerson Electric Co. 5.250% 11/15/39 440 513
Exelis Inc. 5.550% 10/1/21 175 187
FLIR Systems Inc. 3.125% 6/15/21 1,500 1,487
Flowserve Corp. 3.500% 9/15/22 13,705 13,437
Flowserve Corp. 4.000% 11/15/23 4,575 4,567
Fortive Corp. 1.800% 6/15/19 1,000 988
Fortive Corp. 2.350% 6/15/21 5,122 4,982

 

 

Fortive Corp. 3.150% 6/15/26 5,500 5,241
Fortive Corp. 4.300% 6/15/46 7,600 7,555
Fortune Brands Home & Security Inc. 3.000% 6/15/20 2,975 2,961
Fortune Brands Home & Security Inc. 4.000% 6/15/25 1,200 1,225
General Dynamics Corp. 3.875% 7/15/21 3,925 4,025
General Dynamics Corp. 2.250% 11/15/22 6,822 6,570
General Dynamics Corp. 1.875% 8/15/23 5,100 4,754
General Dynamics Corp. 2.375% 11/15/24 12,000 11,335
General Dynamics Corp. 2.125% 8/15/26 3,000 2,710
General Dynamics Corp. 2.625% 11/15/27 13,665 12,745
General Dynamics Corp. 3.600% 11/15/42 4,064 3,866
General Electric Co. 6.000% 8/7/19 9,949 10,357
General Electric Co. 2.100% 12/11/19 900 893
General Electric Co. 5.500% 1/8/20 12,432 12,937
General Electric Co. 2.200% 1/9/20 9,759 9,638
General Electric Co. 5.550% 5/4/20 3,582 3,759
General Electric Co. 4.375% 9/16/20 12,222 12,619
General Electric Co. 4.625% 1/7/21 6,728 6,978
General Electric Co. 5.300% 2/11/21 10,647 11,163
General Electric Co. 4.650% 10/17/21 8,692 9,077
General Electric Co. 3.150% 9/7/22 7,206 7,102
General Electric Co. 2.700% 10/9/22 28,090 27,120
General Electric Co. 3.100% 1/9/23 10,473 10,243
General Electric Co. 3.375% 3/11/24 5,300 5,183
General Electric Co. 3.450% 5/15/24 6,592 6,455
General Electric Co. 6.750% 3/15/32 20,109 24,941
General Electric Co. 6.150% 8/7/37 6,696 7,924
General Electric Co. 5.875% 1/14/38 26,620 30,946
General Electric Co. 6.875% 1/10/39 15,253 19,558
General Electric Co. 4.125% 10/9/42 24,700 22,832
General Electric Co. 4.500% 3/11/44 20,945 20,583
Harris Corp. 2.700% 4/27/20 2,000 1,978
Harris Corp. 4.400% 12/15/20 5,298 5,452
Harris Corp. 3.832% 4/27/25 9,659 9,700
Harris Corp. 4.854% 4/27/35 4,300 4,605
Harris Corp. 6.150% 12/15/40 1,125 1,374
Harris Corp. 5.054% 4/27/45 2,795 3,085
Hexcel Corp. 4.700% 8/15/25 1,450 1,509
Honeywell International Inc. 1.400% 10/30/19 4,300 4,215
Honeywell International Inc. 1.800% 10/30/19 5,800 5,723
Honeywell International Inc. 4.250% 3/1/21 10,555 10,940
Honeywell International Inc. 1.850% 11/1/21 5,700 5,490
Honeywell International Inc. 3.350% 12/1/23 10,025 9,977
Honeywell International Inc. 2.500% 11/1/26 2,700 2,495
Honeywell International Inc. 5.700% 3/15/36 4,580 5,715
Honeywell International Inc. 5.700% 3/15/37 4,595 5,792
Honeywell International Inc. 5.375% 3/1/41 8,145 9,975
Hubbell Inc. 3.350% 3/1/26 2,800 2,746
Hubbell Inc. 3.150% 8/15/27 3,425 3,266
Hubbell Inc. 3.500% 2/15/28 7,000 6,849
9 Huntington Ingalls Industries Inc. 3.483% 12/1/27 18,575 17,832
Illinois Tool Works Inc. 6.250% 4/1/19 7,025 7,284
Illinois Tool Works Inc. 3.375% 9/15/21 1,895 1,915
Illinois Tool Works Inc. 3.500% 3/1/24 7,687 7,838
Illinois Tool Works Inc. 2.650% 11/15/26 14,800 13,825
Illinois Tool Works Inc. 4.875% 9/15/41 3,595 4,155
Illinois Tool Works Inc. 3.900% 9/1/42 11,217 11,439

 

 

Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 12,575 13,023
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 1,125 1,347
Ingersoll-Rand Global Holding Co. Ltd. 4.300% 2/21/48 1,750 1,747
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 1,975 1,956
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 2,250 2,252
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 4,700 4,892
John Deere Capital Corp. 2.250% 4/17/19 1,275 1,273
John Deere Capital Corp. 1.250% 10/9/19 11,550 11,330
John Deere Capital Corp. 1.700% 1/15/20 5,400 5,317
John Deere Capital Corp. 2.050% 3/10/20 5,525 5,475
John Deere Capital Corp. 2.200% 3/13/20 2,950 2,923
John Deere Capital Corp. 1.950% 6/22/20 4,000 3,943
John Deere Capital Corp. 2.450% 9/11/20 2,125 2,111
John Deere Capital Corp. 2.550% 1/8/21 8,650 8,555
John Deere Capital Corp. 2.800% 3/4/21 5,125 5,088
John Deere Capital Corp. 2.875% 3/12/21 5,025 5,009
John Deere Capital Corp. 3.900% 7/12/21 8,268 8,492
John Deere Capital Corp. 3.150% 10/15/21 9,091 9,105
John Deere Capital Corp. 2.650% 1/6/22 7,350 7,225
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,223
John Deere Capital Corp. 2.150% 9/8/22 10,000 9,580
John Deere Capital Corp. 2.700% 1/6/23 4,300 4,209
John Deere Capital Corp. 2.800% 1/27/23 7,615 7,475
John Deere Capital Corp. 2.800% 3/6/23 10,550 10,319
John Deere Capital Corp. 3.350% 6/12/24 9,931 9,885
John Deere Capital Corp. 2.650% 6/24/24 3,000 2,874
John Deere Capital Corp. 3.450% 3/13/25 9,240 9,240
John Deere Capital Corp. 3.400% 9/11/25 1,750 1,738
John Deere Capital Corp. 2.650% 6/10/26 2,000 1,878
John Deere Capital Corp. 2.800% 9/8/27 4,100 3,851
John Deere Capital Corp. 3.050% 1/6/28 10,500 10,033
Johnson Controls International plc 5.000% 3/30/20 2,100 2,182
Johnson Controls International plc 4.250% 3/1/21 5,255 5,395
Johnson Controls International plc 3.750% 12/1/21 1,425 1,445
Johnson Controls International plc 3.625% 7/2/24 5,225 5,228
Johnson Controls International plc 3.900% 2/14/26 6,200 6,207
Johnson Controls International plc 6.000% 1/15/36 950 1,153
Johnson Controls International plc 5.700% 3/1/41 1,045 1,191
Johnson Controls International plc 4.625% 7/2/44 2,500 2,573
Johnson Controls International plc 5.125% 9/14/45 9,930 11,009
Johnson Controls International plc 4.500% 2/15/47 5,095 5,140
Johnson Controls International plc 4.950% 7/2/64 5,125 5,065
Kennametal Inc. 2.650% 11/1/19 3,678 3,652
Kennametal Inc. 3.875% 2/15/22 1,550 1,557
L3 Technologies Inc. 5.200% 10/15/19 6,555 6,753
L3 Technologies Inc. 4.750% 7/15/20 7,350 7,573
L3 Technologies Inc. 4.950% 2/15/21 7,100 7,403
L3 Technologies Inc. 3.950% 5/28/24 1,830 1,837
L3 Technologies Inc. 3.850% 12/15/26 5,500 5,422
Lafarge SA 7.125% 7/15/36 2,825 3,588
Leggett & Platt Inc. 3.800% 11/15/24 3,725 3,713
Leggett & Platt Inc. 3.500% 11/15/27 11,000 10,604
Legrand France SA 8.500% 2/15/25 2,150 2,713
Lennox International Inc. 3.000% 11/15/23 1,000 967
Lockheed Martin Corp. 4.250% 11/15/19 5,418 5,544
Lockheed Martin Corp. 2.500% 11/23/20 7,570 7,498
Lockheed Martin Corp. 3.350% 9/15/21 9,254 9,329

 

 

Lockheed Martin Corp. 3.100% 1/15/23 7,330 7,300
Lockheed Martin Corp. 2.900% 3/1/25 425 406
Lockheed Martin Corp. 3.550% 1/15/26 18,950 18,805
Lockheed Martin Corp. 3.600% 3/1/35 9,240 8,778
Lockheed Martin Corp. 4.500% 5/15/36 2,600 2,753
Lockheed Martin Corp. 6.150% 9/1/36 7,985 10,027
Lockheed Martin Corp. 5.720% 6/1/40 3,301 3,999
Lockheed Martin Corp. 4.850% 9/15/41 5,025 5,478
Lockheed Martin Corp. 4.070% 12/15/42 3,825 3,772
Lockheed Martin Corp. 3.800% 3/1/45 1,575 1,477
Lockheed Martin Corp. 4.700% 5/15/46 15,250 16,502
Lockheed Martin Corp. 4.090% 9/15/52 4,786 4,623
Martin Marietta Materials Inc. 4.250% 7/2/24 1,270 1,295
Martin Marietta Materials Inc. 3.450% 6/1/27 3,225 3,077
Martin Marietta Materials Inc. 3.500% 12/15/27 5,000 4,766
Martin Marietta Materials Inc. 4.250% 12/15/47 7,600 6,986
Masco Corp. 7.125% 3/15/20 583 626
Masco Corp. 3.500% 4/1/21 2,730 2,740
Masco Corp. 5.950% 3/15/22 583 631
Masco Corp. 4.450% 4/1/25 4,700 4,806
Masco Corp. 4.375% 4/1/26 4,300 4,373
Masco Corp. 3.500% 11/15/27 6,550 6,243
Masco Corp. 7.750% 8/1/29 561 704
Masco Corp. 6.500% 8/15/32 54 62
Masco Corp. 4.500% 5/15/47 5,000 4,731
Mohawk Industries Inc. 3.850% 2/1/23 6,175 6,262
Northrop Grumman Corp. 2.080% 10/15/20 2,500 2,448
Northrop Grumman Corp. 3.500% 3/15/21 4,650 4,704
Northrop Grumman Corp. 2.550% 10/15/22 17,900 17,351
Northrop Grumman Corp. 3.250% 8/1/23 11,675 11,577
Northrop Grumman Corp. 2.930% 1/15/25 15,900 15,213
Northrop Grumman Corp. 3.200% 2/1/27 10,000 9,544
Northrop Grumman Corp. 3.250% 1/15/28 20,700 19,736
Northrop Grumman Corp. 5.050% 11/15/40 1,775 1,959
Northrop Grumman Corp. 4.750% 6/1/43 3,090 3,290
Northrop Grumman Corp. 3.850% 4/15/45 1,900 1,771
Northrop Grumman Corp. 4.030% 10/15/47 24,525 23,563
Northrop Grumman Systems Corp. 7.750% 2/15/31 2,670 3,620
9 Nvent Finance Sarl 3.950% 4/15/23 2,100 2,103
9 Nvent Finance Sarl 4.550% 4/15/28 3,850 3,864
Owens Corning 4.200% 12/15/22 19,686 20,146
Owens Corning 3.400% 8/15/26 1,400 1,333
Owens Corning 7.000% 12/1/36 3,752 4,753
Owens Corning 4.300% 7/15/47 1,350 1,227
Owens Corning 4.400% 1/30/48 3,200 2,948
Parker-Hannifin Corp. 3.500% 9/15/22 10,646 10,758
Parker-Hannifin Corp. 3.300% 11/21/24 11,500 11,470
Parker-Hannifin Corp. 3.250% 3/1/27 13,575 13,313
Parker-Hannifin Corp. 4.200% 11/21/34 2,850 2,982
Parker-Hannifin Corp. 6.250% 5/15/38 550 715
Parker-Hannifin Corp. 4.450% 11/21/44 4,850 5,173
Parker-Hannifin Corp. 4.100% 3/1/47 3,475 3,546
Pentair Finance SA 2.650% 12/1/19 1,750 1,733
Precision Castparts Corp. 2.250% 6/15/20 1,345 1,331
Precision Castparts Corp. 2.500% 1/15/23 23,970 23,289
Precision Castparts Corp. 3.250% 6/15/25 15,550 15,403
Precision Castparts Corp. 4.200% 6/15/35 1,250 1,294

 

 

Precision Castparts Corp. 3.900% 1/15/43 6,075 5,966
Precision Castparts Corp. 4.375% 6/15/45 5,962 6,330
Raytheon Co. 4.400% 2/15/20 450 463
Raytheon Co. 3.125% 10/15/20 8,525 8,571
Raytheon Co. 2.500% 12/15/22 18,900 18,364
Raytheon Co. 3.150% 12/15/24 2,300 2,282
Raytheon Co. 7.200% 8/15/27 2,010 2,567
Raytheon Co. 4.875% 10/15/40 450 526
Raytheon Co. 4.700% 12/15/41 6,350 7,136
Raytheon Co. 4.200% 12/15/44 2,795 2,926
Republic Services Inc. 5.500% 9/15/19 6,245 6,492
Republic Services Inc. 5.000% 3/1/20 5,200 5,404
Republic Services Inc. 5.250% 11/15/21 8,838 9,451
Republic Services Inc. 3.550% 6/1/22 475 480
Republic Services Inc. 4.750% 5/15/23 525 555
Republic Services Inc. 3.200% 3/15/25 1,500 1,455
Republic Services Inc. 2.900% 7/1/26 8,525 7,990
Republic Services Inc. 6.200% 3/1/40 3,440 4,294
Republic Services Inc. 5.700% 5/15/41 5,450 6,516
Rockwell Automation Inc. 2.050% 3/1/20 3,800 3,727
Rockwell Collins Inc. 1.950% 7/15/19 500 494
Rockwell Collins Inc. 5.250% 7/15/19 275 283
Rockwell Collins Inc. 3.100% 11/15/21 1,000 994
Rockwell Collins Inc. 2.800% 3/15/22 7,000 6,827
Rockwell Collins Inc. 3.700% 12/15/23 2,775 2,790
Rockwell Collins Inc. 3.200% 3/15/24 7,000 6,802
Rockwell Collins Inc. 3.500% 3/15/27 6,600 6,347
Rockwell Collins Inc. 4.800% 12/15/43 1,250 1,381
Rockwell Collins Inc. 4.350% 4/15/47 8,700 8,592
Roper Technologies Inc. 6.250% 9/1/19 5,500 5,759
Roper Technologies Inc. 3.000% 12/15/20 100 100
Roper Technologies Inc. 2.800% 12/15/21 10,530 10,351
Roper Technologies Inc. 3.125% 11/15/22 400 395
Roper Technologies Inc. 3.850% 12/15/25 1,925 1,944
Roper Technologies Inc. 3.800% 12/15/26 13,309 13,247
Snap-on Inc. 6.125% 9/1/21 3,135 3,461
Snap-on Inc. 3.250% 3/1/27 1,900 1,844
Snap-on Inc. 4.100% 3/1/48 2,800 2,846
Sonoco Products Co. 5.750% 11/1/40 4,085 4,678
Spirit AeroSystems Inc. 5.250% 3/15/22 2,250 2,315
Spirit AeroSystems Inc. 3.850% 6/15/26 8,680 8,492
Stanley Black & Decker Inc. 3.400% 12/1/21 4,075 4,124
Stanley Black & Decker Inc. 2.900% 11/1/22 3,000 2,953
Textron Inc. 4.300% 3/1/24 2,675 2,746
Textron Inc. 3.875% 3/1/25 2,600 2,594
Textron Inc. 4.000% 3/15/26 11,100 11,172
Textron Inc. 3.650% 3/15/27 2,750 2,686
Textron Inc. 3.375% 3/1/28 5,000 4,774
The Timken Co. 3.875% 9/1/24 1,000 984
United Technologies Corp. 1.500% 11/1/19 4,050 3,983
United Technologies Corp. 4.500% 4/15/20 7,255 7,503
United Technologies Corp. 1.900% 5/4/20 8,700 8,529
United Technologies Corp. 1.950% 11/1/21 10,550 10,107
United Technologies Corp. 3.100% 6/1/22 14,168 14,051
United Technologies Corp. 2.800% 5/4/24 10,500 10,020
United Technologies Corp. 2.650% 11/1/26 4,075 3,734
United Technologies Corp. 3.125% 5/4/27 6,250 5,899

 

 

United Technologies Corp. 6.700% 8/1/28 325 397
United Technologies Corp. 7.500% 9/15/29 3,775 4,945
United Technologies Corp. 5.400% 5/1/35 700 789
United Technologies Corp. 6.050% 6/1/36 4,815 5,822
United Technologies Corp. 6.125% 7/15/38 10,900 13,356
United Technologies Corp. 5.700% 4/15/40 9,325 10,952
United Technologies Corp. 4.500% 6/1/42 24,165 24,379
United Technologies Corp. 4.150% 5/15/45 8,400 8,082
United Technologies Corp. 3.750% 11/1/46 12,300 11,026
United Technologies Corp. 4.050% 5/4/47 5,100 4,833
Vulcan Materials Co. 4.500% 4/1/25 2,750 2,836
Vulcan Materials Co. 4.500% 6/15/47 6,455 6,133
Wabtec Corp. 3.450% 11/15/26 4,200 4,026
Waste Management Inc. 4.750% 6/30/20 4,700 4,884
Waste Management Inc. 4.600% 3/1/21 6,375 6,633
Waste Management Inc. 2.400% 5/15/23 4,775 4,552
Waste Management Inc. 3.500% 5/15/24 5,785 5,790
Waste Management Inc. 3.125% 3/1/25 7,735 7,510
Waste Management Inc. 3.150% 11/15/27 4,000 3,810
Waste Management Inc. 3.900% 3/1/35 4,785 4,773
Waste Management Inc. 4.100% 3/1/45 6,250 6,250
WW Grainger Inc. 4.600% 6/15/45 11,325 11,894
WW Grainger Inc. 3.750% 5/15/46 2,300 2,139
WW Grainger Inc. 4.200% 5/15/47 4,500 4,510
Xylem Inc. 3.250% 11/1/26 1,800 1,729
Xylem Inc. 4.375% 11/1/46 3,180 3,216
 
Communication (2.6%)        
21st Century Fox America Inc. 4.500% 2/15/21 8,650 9,018
21st Century Fox America Inc. 3.000% 9/15/22 20,289 20,019
21st Century Fox America Inc. 4.000% 10/1/23 2,868 2,944
21st Century Fox America Inc. 3.700% 9/15/24 5,550 5,596
21st Century Fox America Inc. 3.700% 10/15/25 5,325 5,348
21st Century Fox America Inc. 3.375% 11/15/26 8,000 7,865
21st Century Fox America Inc. 6.550% 3/15/33 2,415 3,049
21st Century Fox America Inc. 6.200% 12/15/34 6,275 7,783
21st Century Fox America Inc. 6.400% 12/15/35 12,925 16,252
21st Century Fox America Inc. 8.150% 10/17/36 3,245 4,736
21st Century Fox America Inc. 6.150% 3/1/37 7,350 9,070
21st Century Fox America Inc. 6.650% 11/15/37 6,300 8,193
21st Century Fox America Inc. 6.900% 8/15/39 10,370 13,998
21st Century Fox America Inc. 6.150% 2/15/41 12,775 16,074
21st Century Fox America Inc. 5.400% 10/1/43 5,908 6,883
21st Century Fox America Inc. 4.750% 9/15/44 11,795 12,727
21st Century Fox America Inc. 4.950% 10/15/45 3,185 3,501
21st Century Fox America Inc. 7.750% 12/1/45 3,150 4,777
Activision Blizzard Inc. 2.300% 9/15/21 5,500 5,310
Activision Blizzard Inc. 2.600% 6/15/22 4,275 4,150
Activision Blizzard Inc. 3.400% 9/15/26 14,035 13,649
Activision Blizzard Inc. 3.400% 6/15/27 4,550 4,384
Activision Blizzard Inc. 4.500% 6/15/47 3,465 3,476
America Movil SAB de CV 5.000% 10/16/19 10,575 10,902
America Movil SAB de CV 5.000% 3/30/20 17,218 17,779
America Movil SAB de CV 3.125% 7/16/22 14,450 14,245
America Movil SAB de CV 6.375% 3/1/35 10,375 12,585
America Movil SAB de CV 6.125% 11/15/37 2,850 3,401
America Movil SAB de CV 6.125% 3/30/40 16,490 19,831

 

 

America Movil SAB de CV 4.375% 7/16/42 9,000 9,067
American Tower Corp. 2.800% 6/1/20 4,900 4,859
American Tower Corp. 5.050% 9/1/20 1,450 1,508
American Tower Corp. 3.300% 2/15/21 6,075 6,055
American Tower Corp. 3.450% 9/15/21 7,675 7,680
American Tower Corp. 5.900% 11/1/21 8,040 8,708
American Tower Corp. 2.250% 1/15/22 3,150 3,013
American Tower Corp. 4.700% 3/15/22 5,000 5,226
American Tower Corp. 3.500% 1/31/23 27,178 27,015
American Tower Corp. 5.000% 2/15/24 10,200 10,764
American Tower Corp. 4.000% 6/1/25 5,750 5,694
American Tower Corp. 4.400% 2/15/26 1,500 1,518
American Tower Corp. 3.375% 10/15/26 3,190 2,982
American Tower Corp. 3.125% 1/15/27 3,075 2,819
American Tower Corp. 3.550% 7/15/27 9,125 8,563
American Tower Corp. 3.600% 1/15/28 6,105 5,795
AT&T Corp. 8.250% 11/15/31 5,035 6,646
AT&T Inc. 5.875% 10/1/19 7,200 7,515
AT&T Inc. 5.200% 3/15/20 13,360 13,901
AT&T Inc. 2.450% 6/30/20 21,675 21,415
AT&T Inc. 4.600% 2/15/21 10,975 11,364
AT&T Inc. 5.000% 3/1/21 29,225 30,691
AT&T Inc. 4.450% 5/15/21 4,750 4,919
AT&T Inc. 3.200% 3/1/22 10,325 10,267
AT&T Inc. 3.800% 3/15/22 10,550 10,695
AT&T Inc. 3.000% 6/30/22 28,545 28,004
AT&T Inc. 2.850% 2/14/23 13,600 13,634
AT&T Inc. 3.600% 2/17/23 40,125 40,260
AT&T Inc. 3.800% 3/1/24 4,700 4,701
AT&T Inc. 4.450% 4/1/24 8,729 8,996
AT&T Inc. 3.400% 8/14/24 22,800 22,963
AT&T Inc. 3.950% 1/15/25 10,000 9,997
AT&T Inc. 3.400% 5/15/25 42,963 41,293
AT&T Inc. 4.125% 2/17/26 22,271 22,332
AT&T Inc. 4.250% 3/1/27 22,250 22,441
AT&T Inc. 3.900% 8/14/27 40,875 41,150
9 AT&T Inc. 4.100% 2/15/28 24,394 24,249
9 AT&T Inc. 4.300% 2/15/30 27,755 27,567
AT&T Inc. 4.500% 5/15/35 22,500 22,001
AT&T Inc. 5.250% 3/1/37 25,813 27,246
AT&T Inc. 4.900% 8/14/37 42,950 43,267
AT&T Inc. 6.350% 3/15/40 8,650 10,031
AT&T Inc. 6.000% 8/15/40 675 760
AT&T Inc. 5.350% 9/1/40 21,803 22,645
AT&T Inc. 6.375% 3/1/41 7,875 9,152
AT&T Inc. 5.150% 3/15/42 17,684 17,929
AT&T Inc. 4.300% 12/15/42 15,136 13,904
AT&T Inc. 4.800% 6/15/44 20,675 19,899
AT&T Inc. 4.350% 6/15/45 27,898 25,450
AT&T Inc. 4.750% 5/15/46 26,033 25,209
9 AT&T Inc. 5.150% 11/15/46 39,227 39,878
AT&T Inc. 5.450% 3/1/47 23,400 24,890
AT&T Inc. 4.500% 3/9/48 32,008 29,820
AT&T Inc. 4.550% 3/9/49 9,288 8,675
AT&T Inc. 5.150% 2/14/50 50,775 51,334
AT&T Inc. 5.700% 3/1/57 7,725 8,245
AT&T Inc. 5.300% 8/14/58 24,450 24,654

 

 

Bell Canada Inc. 4.464% 4/1/48 6,500 6,629
British Telecommunications plc 9.125% 12/15/30 22,667 33,106
CBS Corp. 2.300% 8/15/19 7,075 7,015
CBS Corp. 4.300% 2/15/21 4,150 4,260
CBS Corp. 3.375% 3/1/22 1,000 996
CBS Corp. 2.500% 2/15/23 6,600 6,272
9 CBS Corp. 2.900% 6/1/23 3,550 3,423
CBS Corp. 3.700% 8/15/24 3,875 3,859
CBS Corp. 3.500% 1/15/25 4,825 4,682
CBS Corp. 4.000% 1/15/26 3,000 2,956
CBS Corp. 2.900% 1/15/27 17,075 15,466
CBS Corp. 3.375% 2/15/28 5,875 5,458
9 CBS Corp. 3.700% 6/1/28 4,425 4,221
CBS Corp. 7.875% 7/30/30 25 32
CBS Corp. 5.500% 5/15/33 25 27
CBS Corp. 5.900% 10/15/40 2,525 2,873
CBS Corp. 4.850% 7/1/42 9,993 9,941
CBS Corp. 4.900% 8/15/44 4,570 4,553
CBS Corp. 4.600% 1/15/45 5,365 5,200
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 13,900 13,985
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 3.579% 7/23/20 16,900 16,945
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.464% 7/23/22 26,055 26,523
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.908% 7/23/25 42,625 43,420
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 3.750% 2/15/28 9,150 8,388
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.200% 3/15/28 10,535 10,071
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.384% 10/23/35 19,315 21,555
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.484% 10/23/45 29,130 32,153
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 5.375% 5/1/47 20,850 20,170
Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.834% 10/23/55 2,950 3,392
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 2,000 2,521
Comcast Corp. 5.700% 7/1/19 12,436 12,874
Comcast Corp. 5.150% 3/1/20 4,630 4,816
Comcast Corp. 3.125% 7/15/22 12,815 12,780
Comcast Corp. 2.850% 1/15/23 4,520 4,408
Comcast Corp. 2.750% 3/1/23 14,675 14,257
Comcast Corp. 3.000% 2/1/24 23,075 22,395
Comcast Corp. 3.600% 3/1/24 4,275 4,292

 

 

Comcast Corp. 3.375% 2/15/25 7,200 7,049
Comcast Corp. 3.375% 8/15/25 14,532 14,208
Comcast Corp. 3.150% 3/1/26 19,300 18,560
Comcast Corp. 2.350% 1/15/27 14,790 13,228
Comcast Corp. 3.300% 2/1/27 15,635 15,117
Comcast Corp. 3.150% 2/15/28 13,825 13,092
Comcast Corp. 3.550% 5/1/28 8,400 8,236
Comcast Corp. 4.250% 1/15/33 11,975 12,342
Comcast Corp. 7.050% 3/15/33 2,200 2,858
Comcast Corp. 4.200% 8/15/34 9,875 9,927
Comcast Corp. 5.650% 6/15/35 3,925 4,604
Comcast Corp. 4.400% 8/15/35 18,430 18,935
Comcast Corp. 6.500% 11/15/35 13,450 17,047
Comcast Corp. 3.200% 7/15/36 8,175 7,171
Comcast Corp. 6.450% 3/15/37 7,625 9,799
Comcast Corp. 6.950% 8/15/37 11,150 14,944
Comcast Corp. 3.900% 3/1/38 7,525 7,257
Comcast Corp. 6.400% 5/15/38 4,604 5,871
Comcast Corp. 6.550% 7/1/39 3,600 4,712
Comcast Corp. 6.400% 3/1/40 6,325 8,023
Comcast Corp. 4.650% 7/15/42 18,310 19,082
Comcast Corp. 4.500% 1/15/43 2,250 2,296
Comcast Corp. 4.600% 8/15/45 13,225 13,654
Comcast Corp. 3.400% 7/15/46 11,275 9,599
Comcast Corp. 4.000% 8/15/47 6,150 5,784
Comcast Corp. 3.969% 11/1/47 16,638 15,681
Comcast Corp. 4.000% 3/1/48 8,575 8,096
Comcast Corp. 3.999% 11/1/49 16,906 15,824
Comcast Corp. 4.049% 11/1/52 8,780 8,183
Crown Castle International Corp. 3.400% 2/15/21 12,625 12,679
Crown Castle International Corp. 2.250% 9/1/21 8,433 8,141
Crown Castle International Corp. 4.875% 4/15/22 2,500 2,636
Crown Castle International Corp. 5.250% 1/15/23 13,015 13,825
Crown Castle International Corp. 3.200% 9/1/24 7,325 7,019
Crown Castle International Corp. 4.450% 2/15/26 11,350 11,505
Crown Castle International Corp. 3.700% 6/15/26 12,405 11,917
Crown Castle International Corp. 4.000% 3/1/27 4,075 3,996
Crown Castle International Corp. 3.650% 9/1/27 8,775 8,368
Crown Castle International Corp. 3.800% 2/15/28 9,050 8,679
Crown Castle International Corp. 4.750% 5/15/47 3,050 3,055
Deutsche Telekom International Finance BV 6.000% 7/8/19 5,650 5,870
Deutsche Telekom International Finance BV 8.750% 6/15/30 35,328 49,900
Discovery Communications LLC 5.625% 8/15/19 2,167 2,243
Discovery Communications LLC 2.200% 9/20/19 3,800 3,758
Discovery Communications LLC 4.375% 6/15/21 1,420 1,461
Discovery Communications LLC 3.300% 5/15/22 3,725 3,681
Discovery Communications LLC 2.950% 3/20/23 9,100 8,767
Discovery Communications LLC 3.250% 4/1/23 1,325 1,286
Discovery Communications LLC 3.800% 3/13/24 3,500 3,466
Discovery Communications LLC 3.450% 3/15/25 3,450 3,315
Discovery Communications LLC 4.900% 3/11/26 12,125 12,541
Discovery Communications LLC 3.950% 3/20/28 14,750 14,146
Discovery Communications LLC 5.000% 9/20/37 10,562 10,504
Discovery Communications LLC 6.350% 6/1/40 7,685 8,670
Discovery Communications LLC 4.950% 5/15/42 4,650 4,432
Discovery Communications LLC 4.875% 4/1/43 8,875 8,397
Discovery Communications LLC 5.200% 9/20/47 10,471 10,463

 

 

Electronic Arts Inc. 3.700% 3/1/21 10,050 10,194
Electronic Arts Inc. 4.800% 3/1/26 4,100 4,383
Grupo Televisa SAB 6.625% 3/18/25 1,475 1,685
Grupo Televisa SAB 4.625% 1/30/26 7,320 7,484
Grupo Televisa SAB 8.500% 3/11/32 275 353
Grupo Televisa SAB 6.625% 1/15/40 4,845 5,482
Grupo Televisa SAB 5.000% 5/13/45 19,695 18,460
Interpublic Group of Cos. Inc. 3.750% 2/15/23 9,696 9,728
Interpublic Group of Cos. Inc. 4.200% 4/15/24 9,245 9,421
Koninklijke KPN NV 8.375% 10/1/30 5,200 7,077
Moody's Corp. 5.500% 9/1/20 3,638 3,840
Moody's Corp. 2.750% 12/15/21 2,684 2,632
Moody's Corp. 4.500% 9/1/22 19,908 20,769
Moody's Corp. 4.875% 2/15/24 3,750 3,978
Moody's Corp. 5.250% 7/15/44 5,490 6,269
NBCUniversal Media LLC 5.150% 4/30/20 17,433 18,174
NBCUniversal Media LLC 4.375% 4/1/21 15,020 15,572
NBCUniversal Media LLC 2.875% 1/15/23 24,149 23,620
NBCUniversal Media LLC 6.400% 4/30/40 6,250 7,906
NBCUniversal Media LLC 5.950% 4/1/41 3,395 4,142
NBCUniversal Media LLC 4.450% 1/15/43 13,750 13,944
Omnicom Group Inc. 4.450% 8/15/20 7,950 8,183
Omnicom Group Inc. 3.625% 5/1/22 11,826 11,907
Omnicom Group Inc. 3.650% 11/1/24 7,375 7,297
Omnicom Group Inc. 3.600% 4/15/26 11,675 11,284
Orange SA 5.375% 7/8/19 6,975 7,186
Orange SA 1.625% 11/3/19 14,600 14,311
Orange SA 4.125% 9/14/21 10,710 11,086
Orange SA 9.000% 3/1/31 14,890 21,686
Orange SA 5.375% 1/13/42 12,845 14,649
Orange SA 5.500% 2/6/44 4,495 5,204
RELX Capital Inc. 3.125% 10/15/22 7,634 7,504
RELX Capital Inc. 3.500% 3/16/23 6,300 6,300
Rogers Communications Inc. 3.000% 3/15/23 1,325 1,302
Rogers Communications Inc. 4.100% 10/1/23 6,400 6,580
Rogers Communications Inc. 3.625% 12/15/25 5,285 5,275
Rogers Communications Inc. 2.900% 11/15/26 3,750 3,521
Rogers Communications Inc. 7.500% 8/15/38 300 409
Rogers Communications Inc. 4.500% 3/15/43 3,915 4,007
Rogers Communications Inc. 5.000% 3/15/44 7,327 8,021
Rogers Communications Inc. 4.300% 2/15/48 12,000 11,930
S&P Global Inc. 3.300% 8/14/20 5,950 5,975
S&P Global Inc. 4.000% 6/15/25 6,225 6,372
S&P Global Inc. 4.400% 2/15/26 9,375 9,836
S&P Global Inc. 2.950% 1/22/27 8,175 7,716
S&P Global Inc. 6.550% 11/15/37 3,450 4,423
Scripps Networks Interactive Inc. 2.750% 11/15/19 4,525 4,492
Scripps Networks Interactive Inc. 2.800% 6/15/20 4,000 3,946
Scripps Networks Interactive Inc. 3.500% 6/15/22 2,900 2,859
Scripps Networks Interactive Inc. 3.900% 11/15/24 4,175 4,124
Scripps Networks Interactive Inc. 3.950% 6/15/25 6,115 6,042
TCI Communications Inc. 7.875% 2/15/26 1,675 2,126
TCI Communications Inc. 7.125% 2/15/28 725 905
Telefonica Emisiones SAU 5.877% 7/15/19 13,400 13,896
Telefonica Emisiones SAU 5.462% 2/16/21 13,729 14,608
Telefonica Emisiones SAU 4.570% 4/27/23 5,975 6,263
Telefonica Emisiones SAU 4.103% 3/8/27 14,275 14,232

 

 

Telefonica Emisiones SAU 7.045% 6/20/36 18,417 23,386
Telefonica Emisiones SAU 4.665% 3/6/38 6,500 6,542
Telefonica Emisiones SAU 5.213% 3/8/47 20,480 21,613
Telefonica Emisiones SAU 4.895% 3/6/48 6,000 6,076
Telefonica Europe BV 8.250% 9/15/30 7,150 9,615
TELUS Corp. 2.800% 2/16/27 8,525 7,886
Thomson Reuters Corp. 4.700% 10/15/19 1,525 1,567
Thomson Reuters Corp. 3.950% 9/30/21 3,125 3,174
Thomson Reuters Corp. 4.300% 11/23/23 4,575 4,682
Thomson Reuters Corp. 3.850% 9/29/24 13,700 13,697
Thomson Reuters Corp. 3.350% 5/15/26 3,125 2,980
Thomson Reuters Corp. 5.500% 8/15/35 3,075 3,365
Thomson Reuters Corp. 5.850% 4/15/40 10,445 12,051
Thomson Reuters Corp. 4.500% 5/23/43 525 507
Thomson Reuters Corp. 5.650% 11/23/43 7,775 8,831
Time Warner Cable LLC 8.250% 4/1/19 15,150 15,900
Time Warner Cable LLC 5.000% 2/1/20 5,395 5,531
Time Warner Cable LLC 4.125% 2/15/21 5,506 5,569
Time Warner Cable LLC 4.000% 9/1/21 9,925 9,966
Time Warner Cable LLC 6.550% 5/1/37 10,970 12,299
Time Warner Cable LLC 7.300% 7/1/38 14,508 17,342
Time Warner Cable LLC 6.750% 6/15/39 12,787 14,449
Time Warner Cable LLC 5.875% 11/15/40 9,675 10,066
Time Warner Cable LLC 5.500% 9/1/41 15,425 15,234
Time Warner Cable LLC 4.500% 9/15/42 10,430 8,995
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,650 4,777
Time Warner Inc. 2.100% 6/1/19 3,625 3,594
Time Warner Inc. 4.875% 3/15/20 13,360 13,815
Time Warner Inc. 4.700% 1/15/21 7,150 7,421
Time Warner Inc. 4.750% 3/29/21 7,975 8,305
Time Warner Inc. 4.000% 1/15/22 3,426 3,495
Time Warner Inc. 3.400% 6/15/22 6,101 6,081
Time Warner Inc. 4.050% 12/15/23 3,840 3,919
Time Warner Inc. 3.550% 6/1/24 5,200 5,117
Time Warner Inc. 3.600% 7/15/25 15,150 14,720
Time Warner Inc. 3.875% 1/15/26 13,986 13,629
Time Warner Inc. 3.800% 2/15/27 23,144 22,375
Time Warner Inc. 6.100% 7/15/40 2,000 2,277
Time Warner Inc. 5.375% 10/15/41 3,430 3,623
Time Warner Inc. 4.900% 6/15/42 6,900 6,944
Time Warner Inc. 5.350% 12/15/43 12,725 13,527
Time Warner Inc. 4.650% 6/1/44 7,410 7,091
Verizon Communications Inc. 2.625% 2/21/20 10,639 10,590
Verizon Communications Inc. 3.450% 3/15/21 6,775 6,847
Verizon Communications Inc. 4.600% 4/1/21 7,810 8,135
Verizon Communications Inc. 1.750% 8/15/21 7,225 6,895
Verizon Communications Inc. 3.000% 11/1/21 16,358 16,242
Verizon Communications Inc. 3.500% 11/1/21 12,110 12,207
Verizon Communications Inc. 3.125% 3/16/22 15,540 15,415
Verizon Communications Inc. 2.450% 11/1/22 11,875 11,394
Verizon Communications Inc. 5.150% 9/15/23 51,730 55,841
Verizon Communications Inc. 4.150% 3/15/24 20,600 21,131
Verizon Communications Inc. 3.500% 11/1/24 21,300 21,073
Verizon Communications Inc. 3.376% 2/15/25 33,866 33,273
Verizon Communications Inc. 2.625% 8/15/26 20,085 18,334
Verizon Communications Inc. 4.125% 3/16/27 28,350 28,692
Verizon Communications Inc. 4.500% 8/10/33 31,300 31,633

 

 

Verizon Communications Inc. 4.400% 11/1/34 30,183 29,695
Verizon Communications Inc. 4.272% 1/15/36 26,374 25,238
Verizon Communications Inc. 5.250% 3/16/37 32,230 34,523
Verizon Communications Inc. 4.812% 3/15/39 16,770 17,109
Verizon Communications Inc. 4.750% 11/1/41 12,450 12,450
Verizon Communications Inc. 3.850% 11/1/42 11,824 10,337
Verizon Communications Inc. 4.125% 8/15/46 12,900 11,595
Verizon Communications Inc. 4.862% 8/21/46 46,375 46,532
Verizon Communications Inc. 5.500% 3/16/47 12,700 13,957
Verizon Communications Inc. 4.522% 9/15/48 37,801 36,188
Verizon Communications Inc. 5.012% 4/15/49 35,407 36,382
Verizon Communications Inc. 5.012% 8/21/54 50,327 50,094
Verizon Communications Inc. 4.672% 3/15/55 32,445 30,713
Viacom Inc. 5.625% 9/15/19 4,670 4,846
Viacom Inc. 3.875% 12/15/21 4,040 4,097
Viacom Inc. 4.250% 9/1/23 21,400 21,704
Viacom Inc. 3.875% 4/1/24 4,989 4,949
Viacom Inc. 3.450% 10/4/26 5,535 5,228
Viacom Inc. 6.875% 4/30/36 4,385 5,213
Viacom Inc. 4.375% 3/15/43 13,810 12,394
Viacom Inc. 5.850% 9/1/43 10,735 11,614
Vodafone Group plc 5.450% 6/10/19 10,300 10,637
Vodafone Group plc 4.375% 3/16/21 3,568 3,686
Vodafone Group plc 2.500% 9/26/22 6,325 6,069
Vodafone Group plc 2.950% 2/19/23 10,075 9,765
Vodafone Group plc 7.875% 2/15/30 6,163 7,970
Vodafone Group plc 6.250% 11/30/32 4,075 4,699
Vodafone Group plc 6.150% 2/27/37 6,970 8,045
Vodafone Group plc 4.375% 2/19/43 18,055 17,098
Walt Disney Co. 1.850% 5/30/19 6,300 6,254
Walt Disney Co. 0.875% 7/12/19 4,600 4,503
Walt Disney Co. 1.950% 3/4/20 4,275 4,217
Walt Disney Co. 1.800% 6/5/20 5,825 5,718
Walt Disney Co. 2.150% 9/17/20 4,450 4,379
Walt Disney Co. 2.300% 2/12/21 5,600 5,519
Walt Disney Co. 2.750% 8/16/21 1,000 994
Walt Disney Co. 2.550% 2/15/22 3,000 2,948
Walt Disney Co. 2.450% 3/4/22 3,000 2,938
Walt Disney Co. 2.350% 12/1/22 4,300 4,151
Walt Disney Co. 3.150% 9/17/25 3,800 3,744
Walt Disney Co. 3.000% 2/13/26 8,285 8,073
Walt Disney Co. 1.850% 7/30/26 19,700 17,444
Walt Disney Co. 2.950% 6/15/27 5,000 4,795
Walt Disney Co. 7.000% 3/1/32 1,975 2,642
Walt Disney Co. 4.375% 8/16/41 600 640
Walt Disney Co. 4.125% 12/1/41 13,476 14,123
Walt Disney Co. 3.700% 12/1/42 5,250 5,097
Walt Disney Co. 4.125% 6/1/44 4,565 4,721
WPP Finance 2010 4.750% 11/21/21 18,062 18,767
WPP Finance 2010 3.625% 9/7/22 2,650 2,651
WPP Finance 2010 3.750% 9/19/24 3,350 3,296
WPP Finance 2010 5.125% 9/7/42 755 766
WPP Finance 2010 5.625% 11/15/43 4,775 5,185
 
Consumer Cyclical (1.9%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,575 1,652
Advance Auto Parts Inc. 4.500% 1/15/22 325 335

 

 

Advance Auto Parts Inc. 4.500% 12/1/23 1,850 1,905
Alibaba Group Holding Ltd. 2.500% 11/28/19 12,500 12,410
Alibaba Group Holding Ltd. 3.125% 11/28/21 9,785 9,767
Alibaba Group Holding Ltd. 2.800% 6/6/23 5,600 5,417
Alibaba Group Holding Ltd. 3.600% 11/28/24 20,690 20,492
Alibaba Group Holding Ltd. 3.400% 12/6/27 23,325 22,061
Alibaba Group Holding Ltd. 4.500% 11/28/34 3,870 3,992
Alibaba Group Holding Ltd. 4.000% 12/6/37 9,000 8,457
Alibaba Group Holding Ltd. 4.200% 12/6/47 13,375 12,732
Alibaba Group Holding Ltd. 4.400% 12/6/57 10,700 10,173
Amazon.com Inc. 2.600% 12/5/19 6,960 6,961
9 Amazon.com Inc. 1.900% 8/21/20 11,555 11,315
Amazon.com Inc. 3.300% 12/5/21 20,410 20,684
Amazon.com Inc. 2.500% 11/29/22 4,380 4,274
9 Amazon.com Inc. 2.400% 2/22/23 12,160 11,726
9 Amazon.com Inc. 2.800% 8/22/24 11,000 10,634
Amazon.com Inc. 3.800% 12/5/24 4,324 4,431
Amazon.com Inc. 5.200% 12/3/25 7,460 8,299
9 Amazon.com Inc. 3.150% 8/22/27 27,180 26,205
Amazon.com Inc. 4.800% 12/5/34 11,120 12,295
9 Amazon.com Inc. 3.875% 8/22/37 23,115 22,944
Amazon.com Inc. 4.950% 12/5/44 11,410 12,815
9 Amazon.com Inc. 4.050% 8/22/47 27,105 26,830
9 Amazon.com Inc. 4.250% 8/22/57 21,160 21,041
American Honda Finance Corp. 1.200% 7/12/19 5,000 4,908
American Honda Finance Corp. 2.250% 8/15/19 9,750 9,691
American Honda Finance Corp. 2.000% 11/13/19 7,825 7,743
American Honda Finance Corp. 2.000% 2/14/20 5,400 5,320
American Honda Finance Corp. 1.950% 7/20/20 4,560 4,463
American Honda Finance Corp. 2.450% 9/24/20 14,450 14,328
American Honda Finance Corp. 2.650% 2/12/21 15,000 14,930
American Honda Finance Corp. 1.650% 7/12/21 4,450 4,270
American Honda Finance Corp. 1.700% 9/9/21 8,600 8,224
American Honda Finance Corp. 2.600% 11/16/22 4,875 4,788
American Honda Finance Corp. 2.900% 2/16/24 6,100 5,968
American Honda Finance Corp. 2.300% 9/9/26 3,575 3,295
American Honda Finance Corp. 3.500% 2/15/28 2,000 2,013
Aptiv plc 3.150% 11/19/20 4,060 4,046
Aptiv plc 4.250% 1/15/26 2,550 2,600
Aptiv plc 4.400% 10/1/46 4,050 3,919
Automatic Data Processing Inc. 2.250% 9/15/20 10,445 10,318
Automatic Data Processing Inc. 3.375% 9/15/25 1,500 1,506
AutoNation Inc. 5.500% 2/1/20 1,655 1,718
AutoNation Inc. 3.350% 1/15/21 5,185 5,174
AutoNation Inc. 3.500% 11/15/24 2,300 2,209
AutoNation Inc. 4.500% 10/1/25 8,980 9,109
AutoNation Inc. 3.800% 11/15/27 2,400 2,279
AutoZone Inc. 2.500% 4/15/21 1,125 1,104
AutoZone Inc. 3.700% 4/15/22 8,000 8,082
AutoZone Inc. 2.875% 1/15/23 280 272
AutoZone Inc. 3.250% 4/15/25 6,890 6,619
AutoZone Inc. 3.125% 4/21/26 5,200 4,909
AutoZone Inc. 3.750% 6/1/27 7,000 6,854
Bed Bath & Beyond Inc. 3.749% 8/1/24 950 927
Bed Bath & Beyond Inc. 4.915% 8/1/34 1,375 1,193
Bed Bath & Beyond Inc. 5.165% 8/1/44 5,154 4,289
Best Buy Co. Inc. 5.500% 3/15/21 650 685

 

 

Block Financial LLC 4.125% 10/1/20 2,875 2,922
Block Financial LLC 5.500% 11/1/22 5,000 5,291
Block Financial LLC 5.250% 10/1/25 12,925 13,500
Booking Holdings Inc. 2.750% 3/15/23 2,000 1,928
Booking Holdings Inc. 3.650% 3/15/25 5,550 5,502
Booking Holdings Inc. 3.600% 6/1/26 14,175 13,906
Booking Holdings Inc. 3.550% 3/15/28 6,155 5,947
BorgWarner Inc. 4.625% 9/15/20 400 415
BorgWarner Inc. 3.375% 3/15/25 1,150 1,130
BorgWarner Inc. 4.375% 3/15/45 3,765 3,706
Carnival Corp. 3.950% 10/15/20 2,600 2,663
Costco Wholesale Corp. 1.700% 12/15/19 5,450 5,385
Costco Wholesale Corp. 1.750% 2/15/20 2,100 2,061
Costco Wholesale Corp. 2.150% 5/18/21 8,000 7,845
Costco Wholesale Corp. 2.250% 2/15/22 4,800 4,683
Costco Wholesale Corp. 2.300% 5/18/22 7,400 7,202
Costco Wholesale Corp. 2.750% 5/18/24 10,000 9,733
Costco Wholesale Corp. 3.000% 5/18/27 18,930 18,248
Cummins Inc. 3.650% 10/1/23 2,890 2,941
Cummins Inc. 7.125% 3/1/28 100 125
Cummins Inc. 4.875% 10/1/43 4,290 4,860
Daimler Finance North America LLC 8.500% 1/18/31 7,920 11,517
Darden Restaurants Inc. 3.850% 5/1/27 4,300 4,237
Darden Restaurants Inc. 4.550% 2/15/48 3,850 3,825
Delphi Corp. 4.150% 3/15/24 5,880 6,019
Dollar General Corp. 3.250% 4/15/23 9,493 9,357
Dollar General Corp. 4.150% 11/1/25 3,100 3,168
Dollar General Corp. 3.875% 4/15/27 4,525 4,478
Dollar General Corp. 4.125% 5/1/28 4,200 4,235
DR Horton Inc. 3.750% 3/1/19 5,000 5,034
DR Horton Inc. 2.550% 12/1/20 900 887
DR Horton Inc. 4.375% 9/15/22 3,550 3,667
DR Horton Inc. 4.750% 2/15/23 3,675 3,851
DR Horton Inc. 5.750% 8/15/23 4,500 4,926
eBay Inc. 2.200% 8/1/19 6,925 6,872
eBay Inc. 2.150% 6/5/20 4,175 4,098
eBay Inc. 3.250% 10/15/20 5,325 5,347
eBay Inc. 2.875% 8/1/21 5,675 5,622
eBay Inc. 3.800% 3/9/22 7,615 7,742
eBay Inc. 2.600% 7/15/22 5,030 4,864
eBay Inc. 2.750% 1/30/23 6,500 6,276
eBay Inc. 3.450% 8/1/24 3,950 3,894
eBay Inc. 3.600% 6/5/27 7,425 7,147
eBay Inc. 4.000% 7/15/42 4,260 3,786
Expedia Inc. 5.950% 8/15/20 8,325 8,808
Expedia Inc. 4.500% 8/15/24 2,775 2,802
Expedia Inc. 5.000% 2/15/26 5,315 5,467
Expedia Inc. 3.800% 2/15/28 5,395 5,009
Ford Holdings LLC 9.300% 3/1/30 1,175 1,610
Ford Motor Co. 4.346% 12/8/26 15,100 14,887
Ford Motor Co. 6.625% 10/1/28 3,550 4,081
Ford Motor Co. 6.375% 2/1/29 3,425 3,875
Ford Motor Co. 7.450% 7/16/31 11,660 14,049
Ford Motor Co. 4.750% 1/15/43 13,275 12,120
Ford Motor Co. 7.400% 11/1/46 3,250 4,041
Ford Motor Co. 5.291% 12/8/46 14,500 14,187
Ford Motor Credit Co. LLC 2.375% 3/12/19 24,700 24,572

 

 

Ford Motor Credit Co. LLC 2.021% 5/3/19 7,390 7,308
Ford Motor Credit Co. LLC 1.897% 8/12/19 5,600 5,511
Ford Motor Credit Co. LLC 2.597% 11/4/19 9,750 9,671
Ford Motor Credit Co. LLC 2.681% 1/9/20 11,600 11,486
Ford Motor Credit Co. LLC 8.125% 1/15/20 12,365 13,379
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,000 984
Ford Motor Credit Co. LLC 3.157% 8/4/20 9,163 9,112
Ford Motor Credit Co. LLC 2.343% 11/2/20 23,400 22,751
Ford Motor Credit Co. LLC 3.200% 1/15/21 8,425 8,349
Ford Motor Credit Co. LLC 5.750% 2/1/21 2,681 2,832
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,000 14,893
Ford Motor Credit Co. LLC 5.875% 8/2/21 14,044 14,955
Ford Motor Credit Co. LLC 3.219% 1/9/22 5,300 5,210
Ford Motor Credit Co. LLC 3.339% 3/28/22 2,300 2,261
Ford Motor Credit Co. LLC 2.979% 8/3/22 10,000 9,684
Ford Motor Credit Co. LLC 4.250% 9/20/22 6,700 6,807
Ford Motor Credit Co. LLC 4.375% 8/6/23 7,625 7,729
Ford Motor Credit Co. LLC 3.810% 1/9/24 7,800 7,635
Ford Motor Credit Co. LLC 3.664% 9/8/24 5,125 4,928
Ford Motor Credit Co. LLC 4.134% 8/4/25 20,000 19,677
Ford Motor Credit Co. LLC 4.389% 1/8/26 10,200 10,130
Ford Motor Credit Co. LLC 3.815% 11/2/27 13,600 12,756
General Motors Co. 4.875% 10/2/23 14,740 15,395
General Motors Co. 4.000% 4/1/25 2,750 2,692
General Motors Co. 4.200% 10/1/27 1,500 1,463
General Motors Co. 5.000% 4/1/35 9,305 9,273
General Motors Co. 6.600% 4/1/36 3,976 4,526
General Motors Co. 5.150% 4/1/38 13,250 13,201
General Motors Co. 6.250% 10/2/43 10,325 11,290
General Motors Co. 5.200% 4/1/45 11,563 11,220
General Motors Co. 6.750% 4/1/46 10,390 12,004
General Motors Co. 5.400% 4/1/48 6,500 6,490
General Motors Financial Co. Inc. 2.400% 5/9/19 10,450 10,381
General Motors Financial Co. Inc. 3.500% 7/10/19 14,310 14,387
General Motors Financial Co. Inc. 2.350% 10/4/19 9,000 8,901
General Motors Financial Co. Inc. 3.150% 1/15/20 10,200 10,180
General Motors Financial Co. Inc. 2.650% 4/13/20 13,075 12,911
General Motors Financial Co. Inc. 3.200% 7/13/20 24,325 24,237
General Motors Financial Co. Inc. 2.450% 11/6/20 10,750 10,500
General Motors Financial Co. Inc. 3.700% 11/24/20 9,050 9,110
General Motors Financial Co. Inc. 4.200% 3/1/21 8,000 8,151
General Motors Financial Co. Inc. 3.200% 7/6/21 14,317 14,193
General Motors Financial Co. Inc. 4.375% 9/25/21 3,365 3,446
General Motors Financial Co. Inc. 3.450% 1/14/22 6,415 6,373
General Motors Financial Co. Inc. 3.450% 4/10/22 14,189 14,049
General Motors Financial Co. Inc. 3.150% 6/30/22 2,625 2,565
General Motors Financial Co. Inc. 3.250% 1/5/23 7,375 7,188
General Motors Financial Co. Inc. 3.700% 5/9/23 12,030 11,921
General Motors Financial Co. Inc. 4.250% 5/15/23 4,550 4,609
General Motors Financial Co. Inc. 3.950% 4/13/24 11,650 11,535
General Motors Financial Co. Inc. 3.500% 11/7/24 10,065 9,704
General Motors Financial Co. Inc. 4.000% 1/15/25 7,945 7,818
General Motors Financial Co. Inc. 5.250% 3/1/26 4,700 4,950
General Motors Financial Co. Inc. 4.000% 10/6/26 8,675 8,405
General Motors Financial Co. Inc. 4.350% 1/17/27 10,250 10,114
General Motors Financial Co. Inc. 3.850% 1/5/28 4,275 4,066
Harley-Davidson Inc. 3.500% 7/28/25 4,850 4,809

 

 

Harley-Davidson Inc. 4.625% 7/28/45 3,235 3,329
Harman International Industries Inc. 4.150% 5/15/25 3,150 3,200
Home Depot Inc. 2.000% 6/15/19 8,900 8,857
Home Depot Inc. 1.800% 6/5/20 16,445 16,161
Home Depot Inc. 2.000% 4/1/21 4,775 4,651
Home Depot Inc. 4.400% 4/1/21 9,975 10,351
Home Depot Inc. 2.625% 6/1/22 20,544 20,218
Home Depot Inc. 2.700% 4/1/23 3,300 3,236
Home Depot Inc. 3.750% 2/15/24 9,509 9,749
Home Depot Inc. 3.350% 9/15/25 6,075 6,046
Home Depot Inc. 3.000% 4/1/26 12,100 11,695
Home Depot Inc. 2.125% 9/15/26 9,875 8,921
Home Depot Inc. 2.800% 9/14/27 4,275 4,038
Home Depot Inc. 5.875% 12/16/36 22,281 28,447
Home Depot Inc. 5.400% 9/15/40 4,325 5,208
Home Depot Inc. 5.950% 4/1/41 4,555 5,821
Home Depot Inc. 4.200% 4/1/43 11,825 12,204
Home Depot Inc. 4.875% 2/15/44 11,175 12,791
Home Depot Inc. 4.400% 3/15/45 4,250 4,554
Home Depot Inc. 4.250% 4/1/46 13,745 14,353
Home Depot Inc. 3.900% 6/15/47 10,250 10,150
Home Depot Inc. 3.500% 9/15/56 7,175 6,377
Hyatt Hotels Corp. 3.375% 7/15/23 3,050 3,014
Hyatt Hotels Corp. 4.850% 3/15/26 2,100 2,198
JD.com Inc. 3.125% 4/29/21 871 854
JD.com Inc. 3.875% 4/29/26 4,077 3,889
Kohl's Corp. 4.000% 11/1/21 9,245 9,389
Kohl's Corp. 3.250% 2/1/23 1,750 1,716
Kohl's Corp. 4.750% 12/15/23 825 862
Kohl's Corp. 4.250% 7/17/25 6,502 6,545
Kohl's Corp. 5.550% 7/17/45 1,575 1,508
Lear Corp. 5.250% 1/15/25 5,550 5,834
Lear Corp. 3.800% 9/15/27 3,075 2,948
Lowe's Cos. Inc. 1.150% 4/15/19 4,650 4,580
Lowe's Cos. Inc. 4.625% 4/15/20 1,355 1,391
Lowe's Cos. Inc. 3.750% 4/15/21 3,745 3,825
Lowe's Cos. Inc. 3.800% 11/15/21 2,675 2,743
Lowe's Cos. Inc. 3.120% 4/15/22 1,700 1,700
Lowe's Cos. Inc. 3.875% 9/15/23 10,899 11,245
Lowe's Cos. Inc. 3.125% 9/15/24 12,900 12,693
Lowe's Cos. Inc. 3.375% 9/15/25 13,835 13,701
Lowe's Cos. Inc. 2.500% 4/15/26 12,325 11,408
Lowe's Cos. Inc. 3.100% 5/3/27 15,000 14,352
Lowe's Cos. Inc. 6.500% 3/15/29 267 329
Lowe's Cos. Inc. 4.650% 4/15/42 6,575 6,994
Lowe's Cos. Inc. 4.250% 9/15/44 1,950 1,967
Lowe's Cos. Inc. 4.375% 9/15/45 9,675 10,038
Lowe's Cos. Inc. 3.700% 4/15/46 16,295 15,097
Lowe's Cos. Inc. 4.050% 5/3/47 12,385 12,205
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,715 2,706
Macy's Retail Holdings Inc. 3.875% 1/15/22 2,050 2,048
Macy's Retail Holdings Inc. 2.875% 2/15/23 14,393 13,553
Macy's Retail Holdings Inc. 4.375% 9/1/23 7,375 7,396
Macy's Retail Holdings Inc. 3.625% 6/1/24 2,970 2,856
Macy's Retail Holdings Inc. 7.000% 2/15/28 2,550 2,759
Macy's Retail Holdings Inc. 6.900% 4/1/29 2,690 2,871
Macy's Retail Holdings Inc. 4.500% 12/15/34 3,025 2,601

 

 

Magna International Inc. 3.625% 6/15/24 7,570 7,629
Magna International Inc. 4.150% 10/1/25 2,775 2,852
Marriott International Inc. 3.375% 10/15/20 2,075 2,085
Marriott International Inc. 2.875% 3/1/21 2,500 2,476
Marriott International Inc. 3.125% 10/15/21 4,825 4,782
Marriott International Inc. 2.300% 1/15/22 2,000 1,921
Marriott International Inc. 3.250% 9/15/22 3,525 3,491
Marriott International Inc. 3.750% 3/15/25 4,800 4,784
Marriott International Inc. 3.750% 10/1/25 2,190 2,150
Marriott International Inc. 3.125% 6/15/26 4,090 3,871
Mastercard Inc. 2.000% 4/1/19 3,425 3,409
Mastercard Inc. 2.000% 11/21/21 5,230 5,076
Mastercard Inc. 3.375% 4/1/24 5,050 5,091
Mastercard Inc. 2.950% 11/21/26 6,750 6,518
Mastercard Inc. 3.500% 2/26/28 2,920 2,941
Mastercard Inc. 3.800% 11/21/46 3,850 3,826
Mastercard Inc. 3.950% 2/26/48 5,030 5,196
McDonald's Corp. 1.875% 5/29/19 6,450 6,401
McDonald's Corp. 2.750% 12/9/20 7,889 7,853
McDonald's Corp. 3.625% 5/20/21 1,750 1,784
McDonald's Corp. 2.625% 1/15/22 16,365 16,110
McDonald's Corp. 3.350% 4/1/23 2,000 2,011
McDonald's Corp. 3.375% 5/26/25 7,955 7,886
McDonald's Corp. 3.700% 1/30/26 24,140 24,297
McDonald's Corp. 3.500% 3/1/27 10,875 10,749
McDonald's Corp. 3.800% 4/1/28 2,000 2,023
McDonald's Corp. 4.700% 12/9/35 5,875 6,285
McDonald's Corp. 6.300% 10/15/37 425 540
McDonald's Corp. 6.300% 3/1/38 1,675 2,118
McDonald's Corp. 5.700% 2/1/39 4,150 4,951
McDonald's Corp. 3.700% 2/15/42 14,175 13,013
McDonald's Corp. 3.625% 5/1/43 1,625 1,455
McDonald's Corp. 4.600% 5/26/45 6,660 6,924
McDonald's Corp. 4.875% 12/9/45 14,950 16,131
McDonald's Corp. 4.450% 3/1/47 7,190 7,392
NIKE Inc. 2.250% 5/1/23 475 459
NIKE Inc. 2.375% 11/1/26 6,000 5,523
NIKE Inc. 3.625% 5/1/43 6,025 5,700
NIKE Inc. 3.875% 11/1/45 3,175 3,132
NIKE Inc. 3.375% 11/1/46 2,050 1,857
Nordstrom Inc. 4.750% 5/1/20 3,650 3,763
Nordstrom Inc. 4.000% 10/15/21 5,315 5,420
Nordstrom Inc. 4.000% 3/15/27 6,000 5,822
Nordstrom Inc. 6.950% 3/15/28 1,540 1,765
Nordstrom Inc. 5.000% 1/15/44 6,820 6,339
NVR Inc. 3.950% 9/15/22 16,138 16,472
O'Reilly Automotive Inc. 4.875% 1/14/21 600 625
O'Reilly Automotive Inc. 4.625% 9/15/21 125 130
O'Reilly Automotive Inc. 3.800% 9/1/22 5,029 5,124
O'Reilly Automotive Inc. 3.850% 6/15/23 7,075 7,194
O'Reilly Automotive Inc. 3.550% 3/15/26 1,350 1,311
O'Reilly Automotive Inc. 3.600% 9/1/27 5,475 5,266
PACCAR Financial Corp. 1.300% 5/10/19 8,150 8,055
PACCAR Financial Corp. 2.200% 9/15/19 1,600 1,593
PACCAR Financial Corp. 2.500% 8/14/20 2,000 1,991
PACCAR Financial Corp. 2.050% 11/13/20 3,575 3,514
PACCAR Financial Corp. 2.250% 2/25/21 1,500 1,471

 

 

PACCAR Financial Corp. 2.800% 3/1/21 3,300 3,304
PACCAR Financial Corp. 2.300% 8/10/22 2,200 2,136
QVC Inc. 3.125% 4/1/19 1,490 1,487
QVC Inc. 5.125% 7/2/22 3,510 3,630
QVC Inc. 4.375% 3/15/23 5,000 4,996
QVC Inc. 4.850% 4/1/24 4,300 4,350
QVC Inc. 4.450% 2/15/25 1,100 1,082
QVC Inc. 5.450% 8/15/34 400 382
QVC Inc. 5.950% 3/15/43 4,050 3,880
Ralph Lauren Corp. 2.625% 8/18/20 1,670 1,662
Royal Caribbean Cruises Ltd. 2.650% 11/28/20 3,355 3,284
Royal Caribbean Cruises Ltd. 5.250% 11/15/22 3,750 4,003
Royal Caribbean Cruises Ltd. 3.700% 3/15/28 5,725 5,482
Starbucks Corp. 2.200% 11/22/20 3,725 3,674
Starbucks Corp. 2.100% 2/4/21 4,375 4,284
Starbucks Corp. 2.700% 6/15/22 4,970 4,905
Starbucks Corp. 3.100% 3/1/23 8,435 8,426
Starbucks Corp. 3.850% 10/1/23 5,200 5,373
Starbucks Corp. 2.450% 6/15/26 2,925 2,727
Starbucks Corp. 3.500% 3/1/28 5,425 5,401
Starbucks Corp. 4.300% 6/15/45 1,250 1,308
Starbucks Corp. 3.750% 12/1/47 5,500 5,290
Tapestry Inc. 3.000% 7/15/22 2,800 2,703
Tapestry Inc. 4.250% 4/1/25 3,746 3,723
Tapestry Inc. 4.125% 7/15/27 5,545 5,424
Target Corp. 2.300% 6/26/19 8,350 8,329
Target Corp. 3.875% 7/15/20 5,630 5,766
Target Corp. 2.900% 1/15/22 9,180 9,182
Target Corp. 3.500% 7/1/24 7,450 7,528
Target Corp. 2.500% 4/15/26 8,465 7,835
Target Corp. 6.350% 11/1/32 1,680 2,110
Target Corp. 6.500% 10/15/37 4,158 5,467
Target Corp. 7.000% 1/15/38 3,725 5,114
Target Corp. 4.000% 7/1/42 12,000 11,643
Target Corp. 3.625% 4/15/46 5,765 5,226
Target Corp. 3.900% 11/15/47 12,000 11,383
TJX Cos. Inc. 2.750% 6/15/21 11,350 11,297
TJX Cos. Inc. 2.500% 5/15/23 5,798 5,628
TJX Cos. Inc. 2.250% 9/15/26 10,275 9,242
Toyota Motor Credit Corp. 1.400% 5/20/19 10,000 9,862
Toyota Motor Credit Corp. 2.125% 7/18/19 5,200 5,165
Toyota Motor Credit Corp. 1.550% 10/18/19 4,250 4,181
Toyota Motor Credit Corp. 2.200% 1/10/20 8,300 8,250
Toyota Motor Credit Corp. 2.150% 3/12/20 19,850 19,602
Toyota Motor Credit Corp. 1.950% 4/17/20 5,165 5,079
Toyota Motor Credit Corp. 4.500% 6/17/20 5,593 5,798
Toyota Motor Credit Corp. 4.250% 1/11/21 2,200 2,277
Toyota Motor Credit Corp. 1.900% 4/8/21 11,090 10,769
Toyota Motor Credit Corp. 2.750% 5/17/21 4,250 4,226
Toyota Motor Credit Corp. 3.400% 9/15/21 4,070 4,125
Toyota Motor Credit Corp. 2.600% 1/11/22 8,300 8,186
Toyota Motor Credit Corp. 3.300% 1/12/22 9,650 9,743
Toyota Motor Credit Corp. 2.800% 7/13/22 1,065 1,056
Toyota Motor Credit Corp. 2.150% 9/8/22 12,100 11,629
Toyota Motor Credit Corp. 2.625% 1/10/23 6,725 6,573
Toyota Motor Credit Corp. 2.700% 1/11/23 3,950 3,867
Toyota Motor Credit Corp. 2.250% 10/18/23 7,050 6,696

 

 

Toyota Motor Credit Corp. 2.900% 4/17/24 4,600 4,496
Toyota Motor Credit Corp. 3.200% 1/11/27 8,450 8,295
Toyota Motor Credit Corp. 3.050% 1/11/28 3,500 3,381
VF Corp. 3.500% 9/1/21 8,035 8,182
VF Corp. 6.450% 11/1/37 4,475 5,625
Visa Inc. 2.200% 12/14/20 27,360 27,012
Visa Inc. 2.150% 9/15/22 8,000 7,698
Visa Inc. 2.800% 12/14/22 16,735 16,492
Visa Inc. 3.150% 12/14/25 38,700 37,938
Visa Inc. 2.750% 9/15/27 9,650 9,092
Visa Inc. 4.150% 12/14/35 14,470 15,356
Visa Inc. 4.300% 12/14/45 25,415 26,921
Visa Inc. 3.650% 9/15/47 5,000 4,846
Walgreen Co. 3.100% 9/15/22 7,185 7,029
Walgreen Co. 4.400% 9/15/42 5,100 4,760
Walgreens Boots Alliance Inc. 2.700% 11/18/19 8,800 8,789
Walgreens Boots Alliance Inc. 3.300% 11/18/21 6,300 6,272
Walgreens Boots Alliance Inc. 3.800% 11/18/24 20,200 19,916
Walgreens Boots Alliance Inc. 3.450% 6/1/26 19,250 18,243
Walgreens Boots Alliance Inc. 4.500% 11/18/34 4,615 4,535
Walgreens Boots Alliance Inc. 4.800% 11/18/44 11,880 11,687
Walgreens Boots Alliance Inc. 4.650% 6/1/46 8,810 8,515
Walmart Inc. 1.750% 10/9/19 12,538 12,429
Walmart Inc. 3.250% 10/25/20 10,595 10,760
Walmart Inc. 1.900% 12/15/20 41,340 40,477
Walmart Inc. 2.350% 12/15/22 15,590 15,172
Walmart Inc. 2.550% 4/11/23 12,735 12,444
Walmart Inc. 3.300% 4/22/24 16,150 16,164
Walmart Inc. 2.650% 12/15/24 14,800 14,239
Walmart Inc. 5.875% 4/5/27 8,160 9,671
Walmart Inc. 7.550% 2/15/30 3,896 5,416
Walmart Inc. 5.250% 9/1/35 11,690 14,102
Walmart Inc. 6.200% 4/15/38 14,680 19,591
Walmart Inc. 5.625% 4/1/40 7,960 10,072
Walmart Inc. 4.875% 7/8/40 7,145 8,245
Walmart Inc. 5.000% 10/25/40 4,105 4,820
Walmart Inc. 5.625% 4/15/41 7,560 9,584
Walmart Inc. 4.000% 4/11/43 8,085 8,305
Walmart Inc. 4.300% 4/22/44 5,250 5,646
Walmart Inc. 3.625% 12/15/47 11,790 11,404
Western Union Co. 5.253% 4/1/20 125 130
Western Union Co. 3.600% 3/15/22 4,550 4,541
Western Union Co. 6.200% 11/17/36 5,350 5,518
Western Union Co. 6.200% 6/21/40 1,580 1,644
Wyndham Worldwide Corp. 4.250% 3/1/22 9,990 9,967
Wyndham Worldwide Corp. 5.100% 10/1/25 2,500 2,583
Wyndham Worldwide Corp. 4.500% 4/1/27 1,500 1,480
 
Consumer Noncyclical (4.5%)        
Abbott Laboratories 2.350% 11/22/19 17,060 16,979
Abbott Laboratories 2.000% 3/15/20 12,375 12,148
Abbott Laboratories 4.125% 5/27/20 2,700 2,765
Abbott Laboratories 2.800% 9/15/20 4,700 4,678
Abbott Laboratories 2.900% 11/30/21 27,000 26,702
Abbott Laboratories 2.550% 3/15/22 5,725 5,564
Abbott Laboratories 3.250% 4/15/23 5,925 5,870
Abbott Laboratories 3.400% 11/30/23 25,100 24,903

 

 

Abbott Laboratories 2.950% 3/15/25 1,600 1,530
Abbott Laboratories 3.875% 9/15/25 2,625 2,651
Abbott Laboratories 3.750% 11/30/26 31,950 31,684
Abbott Laboratories 4.750% 11/30/36 15,760 16,937
Abbott Laboratories 6.150% 11/30/37 4,005 4,861
Abbott Laboratories 6.000% 4/1/39 350 425
Abbott Laboratories 5.300% 5/27/40 1,851 2,097
Abbott Laboratories 4.750% 4/15/43 6,125 6,506
Abbott Laboratories 4.900% 11/30/46 32,570 35,602
AbbVie Inc. 2.500% 5/14/20 30,670 30,298
AbbVie Inc. 2.300% 5/14/21 16,550 16,125
AbbVie Inc. 2.900% 11/6/22 26,507 25,866
AbbVie Inc. 3.200% 11/6/22 13,666 13,502
AbbVie Inc. 2.850% 5/14/23 11,125 10,741
AbbVie Inc. 3.600% 5/14/25 31,135 30,666
AbbVie Inc. 3.200% 5/14/26 16,765 15,929
AbbVie Inc. 4.500% 5/14/35 18,445 18,844
AbbVie Inc. 4.300% 5/14/36 9,925 9,888
AbbVie Inc. 4.400% 11/6/42 23,138 22,763
AbbVie Inc. 4.700% 5/14/45 23,628 24,290
AbbVie Inc. 4.450% 5/14/46 19,225 19,073
Actavis Inc. 3.250% 10/1/22 12,864 12,583
Actavis Inc. 4.625% 10/1/42 1,800 1,735
Agilent Technologies Inc. 5.000% 7/15/20 4,600 4,791
Agilent Technologies Inc. 3.200% 10/1/22 6,015 5,957
Agilent Technologies Inc. 3.875% 7/15/23 3,800 3,858
Agilent Technologies Inc. 3.050% 9/22/26 6,700 6,268
Ahold Finance USA LLC 6.875% 5/1/29 1,100 1,314
AHS Hospital Corp. 5.024% 7/1/45 3,300 3,786
Allergan Funding SCS 2.450% 6/15/19 10,720 10,640
Allergan Funding SCS 3.000% 3/12/20 40,850 40,612
Allergan Funding SCS 3.450% 3/15/22 16,700 16,558
Allergan Funding SCS 3.850% 6/15/24 11,325 11,190
Allergan Funding SCS 3.800% 3/15/25 40,073 39,332
Allergan Funding SCS 4.550% 3/15/35 22,095 21,533
Allergan Funding SCS 4.850% 6/15/44 17,101 16,816
Allergan Funding SCS 4.750% 3/15/45 9,884 9,671
Allergan Inc. 3.375% 9/15/20 4,975 4,977
Allergan Inc. 2.800% 3/15/23 500 475
Altria Group Inc. 9.250% 8/6/19 401 436
Altria Group Inc. 2.625% 1/14/20 16,498 16,403
Altria Group Inc. 4.750% 5/5/21 15,395 16,077
Altria Group Inc. 2.850% 8/9/22 9,550 9,341
Altria Group Inc. 2.950% 5/2/23 3,175 3,098
Altria Group Inc. 4.000% 1/31/24 11,900 12,163
Altria Group Inc. 2.625% 9/16/26 1,750 1,610
Altria Group Inc. 4.250% 8/9/42 9,166 8,975
Altria Group Inc. 4.500% 5/2/43 6,709 6,760
Altria Group Inc. 5.375% 1/31/44 12,738 14,599
Altria Group Inc. 3.875% 9/16/46 15,650 14,516
AmerisourceBergen Corp. 3.500% 11/15/21 6,550 6,587
AmerisourceBergen Corp. 3.400% 5/15/24 4,475 4,401
AmerisourceBergen Corp. 3.250% 3/1/25 5,725 5,473
AmerisourceBergen Corp. 3.450% 12/15/27 6,125 5,826
AmerisourceBergen Corp. 4.250% 3/1/45 2,625 2,442
AmerisourceBergen Corp. 4.300% 12/15/47 6,675 6,270
Amgen Inc. 1.900% 5/10/19 9,700 9,635

 

 

Amgen Inc. 2.200% 5/22/19 10,470 10,411
Amgen Inc. 2.125% 5/1/20 9,095 8,938
Amgen Inc. 2.200% 5/11/20 12,235 12,040
Amgen Inc. 3.450% 10/1/20 2,775 2,802
Amgen Inc. 4.100% 6/15/21 7,515 7,730
Amgen Inc. 1.850% 8/19/21 6,725 6,438
Amgen Inc. 3.875% 11/15/21 6,320 6,466
Amgen Inc. 2.700% 5/1/22 3,675 3,588
Amgen Inc. 2.650% 5/11/22 4,050 3,943
Amgen Inc. 3.625% 5/15/22 11,075 11,198
Amgen Inc. 2.250% 8/19/23 7,100 6,700
Amgen Inc. 3.625% 5/22/24 15,429 15,472
Amgen Inc. 3.125% 5/1/25 3,100 2,989
Amgen Inc. 2.600% 8/19/26 9,950 9,077
Amgen Inc. 3.200% 11/2/27 8,355 7,915
Amgen Inc. 6.400% 2/1/39 100 124
Amgen Inc. 4.950% 10/1/41 4,075 4,389
Amgen Inc. 5.150% 11/15/41 4,900 5,407
Amgen Inc. 4.400% 5/1/45 20,100 20,038
Amgen Inc. 4.563% 6/15/48 15,377 15,639
Amgen Inc. 4.663% 6/15/51 31,543 32,480
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 57,910 57,439
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 32,511 31,624
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 56,825 56,864
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,900 9,005
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 98,967 97,944
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 53,911 56,991
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 11,925 11,244
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 9,986 10,253
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 97,765 105,260
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 10,525 11,199
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 26,865 28,141
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 7,375 7,682
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,200 2,280
Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 7,425 7,565
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 27,251 26,446
Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 5,275 5,304
Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 6,000 6,067
Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 12,600 12,829
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 6,050 8,998
Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 14,276 15,449
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 14,482 13,207
Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 21,000 21,662
Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 14,335 14,429
Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 4,650 4,752
Archer-Daniels-Midland Co. 4.479% 3/1/21 587 609
Archer-Daniels-Midland Co. 2.500% 8/11/26 10,050 9,256
Archer-Daniels-Midland Co. 5.935% 10/1/32 530 631
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,345 2,715
Archer-Daniels-Midland Co. 4.535% 3/26/42 3,600 3,776
Archer-Daniels-Midland Co. 4.016% 4/16/43 6,141 6,023
Archer-Daniels-Midland Co. 3.750% 9/15/47 6,500 6,082
Ascension Health 3.945% 11/15/46 8,010 8,072
4 Ascension Health 4.847% 11/15/53 1,875 2,163
AstraZeneca plc 1.950% 9/18/19 5,900 5,837
AstraZeneca plc 2.375% 11/16/20 12,725 12,543
AstraZeneca plc 2.375% 6/12/22 7,875 7,612

 

 

AstraZeneca plc 3.375% 11/16/25 16,743 16,457
AstraZeneca plc 3.125% 6/12/27 5,100 4,887
AstraZeneca plc 6.450% 9/15/37 14,770 19,122
AstraZeneca plc 4.000% 9/18/42 11,675 11,243
AstraZeneca plc 4.375% 11/16/45 12,300 12,418
9 BAT Capital Corp. 2.297% 8/14/20 23,700 23,300
9 BAT Capital Corp. 2.764% 8/15/22 23,725 22,954
9 BAT Capital Corp. 3.222% 8/15/24 19,700 18,943
9 BAT Capital Corp. 3.557% 8/15/27 28,000 26,784
9 BAT Capital Corp. 4.390% 8/15/37 22,400 22,176
9 BAT Capital Corp. 4.540% 8/15/47 22,550 22,246
Baxalta Inc. 2.875% 6/23/20 5,475 5,436
Baxalta Inc. 3.600% 6/23/22 3,950 3,943
Baxalta Inc. 4.000% 6/23/25 14,000 13,988
Baxalta Inc. 5.250% 6/23/45 9,430 10,299
Baxter International Inc. 1.700% 8/15/21 4,425 4,228
Baxter International Inc. 2.600% 8/15/26 1,925 1,751
Baxter International Inc. 3.500% 8/15/46 3,675 3,196
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 4,230 4,348
Beam Suntory Inc. 3.250% 5/15/22 600 596
Beam Suntory Inc. 3.250% 6/15/23 1,400 1,370
Becton Dickinson & Co. 2.133% 6/6/19 9,000 8,905
Becton Dickinson & Co. 2.675% 12/15/19 8,686 8,637
Becton Dickinson & Co. 2.404% 6/5/20 7,425 7,283
Becton Dickinson & Co. 3.250% 11/12/20 5,400 5,388
9 Becton Dickinson & Co. 4.400% 1/15/21 2,220 2,266
Becton Dickinson & Co. 3.125% 11/8/21 9,235 9,085
Becton Dickinson & Co. 2.894% 6/6/22 14,425 13,993
Becton Dickinson & Co. 3.300% 3/1/23 3,750 3,659
Becton Dickinson & Co. 3.363% 6/6/24 8,100 7,792
Becton Dickinson & Co. 3.734% 12/15/24 11,003 10,792
Becton Dickinson & Co. 3.700% 6/6/27 20,600 19,877
Becton Dickinson & Co. 5.000% 11/12/40 5,847 6,115
Becton Dickinson & Co. 4.875% 5/15/44 1,150 1,136
Becton Dickinson & Co. 4.685% 12/15/44 10,600 10,608
Becton Dickinson & Co. 4.669% 6/6/47 8,550 8,603
9 Becton Dickinson & Co. 6.700% 12/1/26 2,300 2,623
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,500 2,598
Biogen Inc. 2.900% 9/15/20 17,941 17,850
Biogen Inc. 3.625% 9/15/22 13,891 14,022
Biogen Inc. 4.050% 9/15/25 8,995 9,196
Biogen Inc. 5.200% 9/15/45 15,105 16,486
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 1,500 1,550
Boston Scientific Corp. 6.000% 1/15/20 3,720 3,907
Boston Scientific Corp. 2.850% 5/15/20 500 498
Boston Scientific Corp. 3.375% 5/15/22 2,975 2,966
Boston Scientific Corp. 4.125% 10/1/23 2,775 2,847
Boston Scientific Corp. 3.850% 5/15/25 5,550 5,562
Boston Scientific Corp. 4.000% 3/1/28 8,400 8,418
Boston Scientific Corp. 7.000% 11/15/35 4,625 5,819
Boston Scientific Corp. 7.375% 1/15/40 1,150 1,553
Bristol-Myers Squibb Co. 2.000% 8/1/22 12,675 12,162
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 119
Bristol-Myers Squibb Co. 3.250% 11/1/23 1,750 1,758
Bristol-Myers Squibb Co. 3.250% 8/1/42 4,615 4,153
Bristol-Myers Squibb Co. 4.500% 3/1/44 4,108 4,501

 

 

Brown-Forman Corp. 3.500% 4/15/25 3,250 3,263
Brown-Forman Corp. 4.500% 7/15/45 4,070 4,343
Bunge Ltd. Finance Corp. 8.500% 6/15/19 4,315 4,590
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,600 2,615
Bunge Ltd. Finance Corp. 3.000% 9/25/22 4,768 4,610
Bunge Ltd. Finance Corp. 3.250% 8/15/26 4,140 3,847
Bunge Ltd. Finance Corp. 3.750% 9/25/27 5,750 5,552
Campbell Soup Co. 3.300% 3/15/21 6,000 6,035
Campbell Soup Co. 2.500% 8/2/22 1,850 1,774
Campbell Soup Co. 3.650% 3/15/23 20,000 20,005
Campbell Soup Co. 3.950% 3/15/25 12,385 12,315
Campbell Soup Co. 3.300% 3/19/25 1,900 1,814
Campbell Soup Co. 4.150% 3/15/28 12,000 11,910
Campbell Soup Co. 3.800% 8/2/42 2,700 2,332
Campbell Soup Co. 4.800% 3/15/48 12,200 12,201
Cardinal Health Inc. 1.948% 6/14/19 5,925 5,870
Cardinal Health Inc. 4.625% 12/15/20 5,135 5,318
Cardinal Health Inc. 2.616% 6/15/22 9,000 8,656
Cardinal Health Inc. 3.200% 6/15/22 2,070 2,042
Cardinal Health Inc. 3.200% 3/15/23 4,450 4,359
Cardinal Health Inc. 3.079% 6/15/24 4,700 4,486
Cardinal Health Inc. 3.750% 9/15/25 1,750 1,715
Cardinal Health Inc. 3.410% 6/15/27 10,215 9,631
Cardinal Health Inc. 4.600% 3/15/43 3,375 3,282
Cardinal Health Inc. 4.500% 11/15/44 2,525 2,416
Cardinal Health Inc. 4.900% 9/15/45 3,230 3,299
Cardinal Health Inc. 4.368% 6/15/47 5,150 4,849
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 3,225 3,134
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 6,900 6,382
Celgene Corp. 2.250% 5/15/19 3,975 3,956
Celgene Corp. 2.875% 8/15/20 12,475 12,418
Celgene Corp. 3.950% 10/15/20 10,310 10,495
Celgene Corp. 2.875% 2/19/21 6,175 6,132
Celgene Corp. 2.250% 8/15/21 3,450 3,335
Celgene Corp. 3.250% 8/15/22 8,450 8,330
Celgene Corp. 3.550% 8/15/22 3,985 3,973
Celgene Corp. 2.750% 2/15/23 5,400 5,182
Celgene Corp. 3.250% 2/20/23 5,650 5,551
Celgene Corp. 4.000% 8/15/23 3,550 3,601
Celgene Corp. 3.625% 5/15/24 15,900 15,677
Celgene Corp. 3.875% 8/15/25 24,850 24,600
Celgene Corp. 3.450% 11/15/27 3,885 3,679
Celgene Corp. 3.900% 2/20/28 12,575 12,358
Celgene Corp. 5.700% 10/15/40 2,792 3,115
Celgene Corp. 5.250% 8/15/43 4,330 4,667
Celgene Corp. 4.625% 5/15/44 5,750 5,694
Celgene Corp. 5.000% 8/15/45 16,865 17,587
Celgene Corp. 4.350% 11/15/47 10,700 10,121
Celgene Corp. 4.550% 2/20/48 13,075 12,783
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,050 1,111
Church & Dwight Co. Inc. 2.450% 12/15/19 2,590 2,585
Church & Dwight Co. Inc. 2.450% 8/1/22 1,500 1,450
Church & Dwight Co. Inc. 3.150% 8/1/27 3,200 3,015
Church & Dwight Co. Inc. 3.950% 8/1/47 3,200 2,974
City of Hope 5.623% 11/15/43 2,000 2,488
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 3,215 3,475
Clorox Co. 3.800% 11/15/21 1,288 1,319

 

 

Clorox Co. 3.050% 9/15/22 4,675 4,643
Clorox Co. 3.500% 12/15/24 3,850 3,858
Clorox Co. 3.100% 10/1/27 3,025 2,922
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,117 8,067
Coca-Cola Co. 1.375% 5/30/19 3,300 3,264
Coca-Cola Co. 1.875% 10/27/20 10,715 10,509
Coca-Cola Co. 2.450% 11/1/20 15,250 15,161
Coca-Cola Co. 3.150% 11/15/20 1,100 1,110
Coca-Cola Co. 1.550% 9/1/21 8,750 8,393
Coca-Cola Co. 3.300% 9/1/21 4,780 4,851
Coca-Cola Co. 2.200% 5/25/22 3,750 3,639
Coca-Cola Co. 2.500% 4/1/23 3,550 3,468
Coca-Cola Co. 3.200% 11/1/23 9,575 9,622
Coca-Cola Co. 2.875% 10/27/25 10,650 10,347
Coca-Cola Co. 2.550% 6/1/26 7,825 7,395
Coca-Cola Co. 2.250% 9/1/26 7,975 7,335
Coca-Cola Co. 2.900% 5/25/27 5,975 5,772
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,250 4,300
Coca-Cola Enterprises Inc. 4.500% 9/1/21 1,675 1,733
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,925 1,984
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 6,480 6,645
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 7,800 8,991
Colgate-Palmolive Co. 2.450% 11/15/21 2,680 2,648
Colgate-Palmolive Co. 2.300% 5/3/22 8,311 8,116
Colgate-Palmolive Co. 2.250% 11/15/22 6,525 6,361
Colgate-Palmolive Co. 1.950% 2/1/23 6,800 6,448
Colgate-Palmolive Co. 2.100% 5/1/23 1,450 1,380
Colgate-Palmolive Co. 3.250% 3/15/24 4,200 4,208
Colgate-Palmolive Co. 4.000% 8/15/45 4,720 4,728
Colgate-Palmolive Co. 3.700% 8/1/47 5,500 5,235
Conagra Brands Inc. 3.250% 9/15/22 4,300 4,271
Conagra Brands Inc. 3.200% 1/25/23 6,011 5,954
Conagra Brands Inc. 7.000% 10/1/28 450 534
Conagra Brands Inc. 8.250% 9/15/30 3,825 5,127
Constellation Brands Inc. 2.000% 11/7/19 4,000 3,955
Constellation Brands Inc. 3.875% 11/15/19 11,500 11,696
Constellation Brands Inc. 2.250% 11/6/20 6,225 6,096
Constellation Brands Inc. 3.750% 5/1/21 4,261 4,321
Constellation Brands Inc. 2.700% 5/9/22 6,607 6,396
Constellation Brands Inc. 2.650% 11/7/22 6,825 6,594
Constellation Brands Inc. 3.200% 2/15/23 5,900 5,787
Constellation Brands Inc. 4.250% 5/1/23 10,500 10,768
Constellation Brands Inc. 4.750% 11/15/24 8,571 9,031
Constellation Brands Inc. 4.750% 12/1/25 2,700 2,839
Constellation Brands Inc. 3.700% 12/6/26 5,550 5,439
Constellation Brands Inc. 3.500% 5/9/27 1,875 1,802
Constellation Brands Inc. 3.600% 2/15/28 10,125 9,762
Constellation Brands Inc. 4.500% 5/9/47 3,875 3,850
Constellation Brands Inc. 4.100% 2/15/48 6,850 6,360
Covidien International Finance SA 4.200% 6/15/20 3,675 3,777
Covidien International Finance SA 3.200% 6/15/22 5,869 5,880
CVS Health Corp. 2.250% 8/12/19 3,940 3,903
CVS Health Corp. 3.125% 3/9/20 29,000 29,053
CVS Health Corp. 2.800% 7/20/20 14,775 14,670
CVS Health Corp. 3.350% 3/9/21 26,875 26,956
CVS Health Corp. 2.125% 6/1/21 10,470 10,094
CVS Health Corp. 3.500% 7/20/22 12,645 12,603

 

 

CVS Health Corp. 2.750% 12/1/22 8,490 8,160
CVS Health Corp. 4.750% 12/1/22 9,000 9,376
CVS Health Corp. 3.700% 3/9/23 33,265 33,438
CVS Health Corp. 4.000% 12/5/23 6,780 6,844
CVS Health Corp. 3.375% 8/12/24 6,090 5,903
CVS Health Corp. 4.100% 3/25/25 39,165 39,439
CVS Health Corp. 3.875% 7/20/25 24,873 24,609
CVS Health Corp. 2.875% 6/1/26 22,425 20,633
CVS Health Corp. 4.300% 3/25/28 77,850 78,328
CVS Health Corp. 4.875% 7/20/35 75 78
CVS Health Corp. 4.780% 3/25/38 23,000 23,191
CVS Health Corp. 6.125% 9/15/39 2,950 3,467
CVS Health Corp. 5.300% 12/5/43 7,350 7,944
CVS Health Corp. 5.125% 7/20/45 31,110 32,983
CVS Health Corp. 5.050% 3/25/48 75,175 78,820
Danaher Corp. 2.400% 9/15/20 3,350 3,324
Danaher Corp. 3.350% 9/15/25 3,725 3,746
Danaher Corp. 4.375% 9/15/45 4,150 4,466
Dartmouth-Hitchcock Health 4.178% 8/1/48 3,100 3,153
Delhaize America LLC 9.000% 4/15/31 1,930 2,680
Diageo Capital plc 4.828% 7/15/20 4,050 4,224
Diageo Capital plc 2.625% 4/29/23 11,470 11,119
Diageo Capital plc 5.875% 9/30/36 500 630
Diageo Capital plc 3.875% 4/29/43 5,569 5,534
Diageo Investment Corp. 2.875% 5/11/22 9,785 9,655
Diageo Investment Corp. 7.450% 4/15/35 1,150 1,654
Diageo Investment Corp. 4.250% 5/11/42 5,237 5,526
Dignity Health California GO 2.637% 11/1/19 2,250 2,239
Dignity Health California GO 3.125% 11/1/22 950 940
Dignity Health California GO 3.812% 11/1/24 5,150 5,161
Dignity Health California GO 4.500% 11/1/42 6,000 5,784
Dignity Health California GO 5.267% 11/1/64 1,075 1,111
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 3,475 3,406
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 2,725 2,614
Dr Pepper Snapple Group Inc. 3.130% 12/15/23 4,350 4,212
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 3,650 3,481
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 3,500 3,101
Dr Pepper Snapple Group Inc. 3.430% 6/15/27 3,075 2,899
9 Dr Pepper Snapple Group Inc. 3.430% 6/15/27 1,225 1,155
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 305 403
9 Dr Pepper Snapple Group Inc. 4.500% 11/15/45 4,750 4,576
Dr Pepper Snapple Group Inc. 4.420% 12/15/46 3,000 2,810
Duke University Health System Inc. 3.920% 6/1/47 4,300 4,353
Eli Lilly & Co. 2.350% 5/15/22 1,500 1,462
Eli Lilly & Co. 2.750% 6/1/25 6,275 6,063
Eli Lilly & Co. 3.100% 5/15/27 5,500 5,357
Eli Lilly & Co. 5.550% 3/15/37 3,210 3,949
Eli Lilly & Co. 3.700% 3/1/45 7,400 7,215
Eli Lilly & Co. 3.950% 5/15/47 2,730 2,773
Estee Lauder Cos. Inc. 1.800% 2/7/20 7,625 7,504
Estee Lauder Cos. Inc. 1.700% 5/10/21 2,925 2,819
Estee Lauder Cos. Inc. 3.150% 3/15/27 4,300 4,197
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,650 2,104
Estee Lauder Cos. Inc. 4.375% 6/15/45 4,125 4,387
Estee Lauder Cos. Inc. 4.150% 3/15/47 7,025 7,304
Express Scripts Holding Co. 2.600% 11/30/20 5,000 4,916
Express Scripts Holding Co. 3.300% 2/25/21 3,750 3,743

 

 

Express Scripts Holding Co. 4.750% 11/15/21 9,992 10,409
Express Scripts Holding Co. 3.900% 2/15/22 12,956 13,107
Express Scripts Holding Co. 3.050% 11/30/22 5,000 4,903
Express Scripts Holding Co. 3.000% 7/15/23 14,125 13,533
Express Scripts Holding Co. 3.500% 6/15/24 15,130 14,707
Express Scripts Holding Co. 4.500% 2/25/26 14,750 15,041
Express Scripts Holding Co. 3.400% 3/1/27 16,440 15,455
Express Scripts Holding Co. 6.125% 11/15/41 3,634 4,264
Express Scripts Holding Co. 4.800% 7/15/46 19,175 19,504
Flowers Foods Inc. 4.375% 4/1/22 4,725 4,870
Flowers Foods Inc. 3.500% 10/1/26 1,950 1,868
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 600 577
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 3,200 3,259
Genentech Inc. 5.250% 7/15/35 600 704
General Mills Inc. 2.200% 10/21/19 11,700 11,583
General Mills Inc. 3.150% 12/15/21 7,875 7,798
General Mills Inc. 2.600% 10/12/22 4,550 4,372
General Mills Inc. 3.650% 2/15/24 825 824
General Mills Inc. 3.200% 2/10/27 4,675 4,331
General Mills Inc. 5.400% 6/15/40 3,500 3,866
General Mills Inc. 4.150% 2/15/43 1,500 1,382
Gilead Sciences Inc. 2.050% 4/1/19 7,905 7,873
Gilead Sciences Inc. 2.350% 2/1/20 4,025 3,991
Gilead Sciences Inc. 2.550% 9/1/20 19,503 19,342
Gilead Sciences Inc. 4.500% 4/1/21 8,450 8,793
Gilead Sciences Inc. 4.400% 12/1/21 17,764 18,487
Gilead Sciences Inc. 1.950% 3/1/22 4,375 4,186
Gilead Sciences Inc. 3.250% 9/1/22 8,635 8,641
Gilead Sciences Inc. 2.500% 9/1/23 10,875 10,476
Gilead Sciences Inc. 3.700% 4/1/24 22,500 22,798
Gilead Sciences Inc. 3.500% 2/1/25 8,910 8,897
Gilead Sciences Inc. 3.650% 3/1/26 21,196 21,277
Gilead Sciences Inc. 2.950% 3/1/27 10,650 10,077
Gilead Sciences Inc. 4.600% 9/1/35 7,875 8,382
Gilead Sciences Inc. 4.000% 9/1/36 5,900 5,839
Gilead Sciences Inc. 5.650% 12/1/41 5,460 6,493
Gilead Sciences Inc. 4.800% 4/1/44 15,400 16,599
Gilead Sciences Inc. 4.500% 2/1/45 14,400 14,879
Gilead Sciences Inc. 4.750% 3/1/46 19,820 21,296
Gilead Sciences Inc. 4.150% 3/1/47 18,425 18,121
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 4,956 4,847
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 875 1,004
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 24,360 32,001
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 4,225 4,353
GlaxoSmithKline Capital plc 2.850% 5/8/22 10,450 10,337
Hackensack Meridian Health 4.500% 7/1/57 2,100 2,264
Hasbro Inc. 3.150% 5/15/21 3,200 3,202
Hasbro Inc. 6.350% 3/15/40 2,700 3,109
Hasbro Inc. 5.100% 5/15/44 4,513 4,312
Hershey Co. 4.125% 12/1/20 2,195 2,262
Hershey Co. 2.625% 5/1/23 2,750 2,696
Hershey Co. 3.200% 8/21/25 1,695 1,667
Hershey Co. 2.300% 8/15/26 4,075 3,714
Hillshire Brands Co. 4.100% 9/15/20 2,100 2,143
Ingredion Inc. 4.625% 11/1/20 890 923
Ingredion Inc. 3.200% 10/1/26 4,000 3,790
JM Smucker Co. 2.200% 12/6/19 2,000 1,985

 

 

JM Smucker Co. 2.500% 3/15/20 7,414 7,342
JM Smucker Co. 3.500% 10/15/21 7,245 7,302
JM Smucker Co. 3.000% 3/15/22 2,605 2,577
JM Smucker Co. 3.500% 3/15/25 6,950 6,843
JM Smucker Co. 3.375% 12/15/27 4,125 3,931
JM Smucker Co. 4.250% 3/15/35 2,600 2,591
JM Smucker Co. 4.375% 3/15/45 6,400 6,296
Johns Hopkins Health System Corp. 3.837% 5/15/46 3,125 3,092
Johnson & Johnson 1.875% 12/5/19 3,500 3,469
Johnson & Johnson 2.950% 9/1/20 9,250 9,313
Johnson & Johnson 1.950% 11/10/20 3,575 3,519
Johnson & Johnson 1.650% 3/1/21 10,550 10,265
Johnson & Johnson 3.550% 5/15/21 2,325 2,384
Johnson & Johnson 2.450% 12/5/21 5,000 4,941
Johnson & Johnson 2.250% 3/3/22 9,725 9,523
Johnson & Johnson 2.050% 3/1/23 9,369 9,014
Johnson & Johnson 6.730% 11/15/23 1,203 1,430
Johnson & Johnson 3.375% 12/5/23 6,875 7,011
Johnson & Johnson 2.625% 1/15/25 6,375 6,148
Johnson & Johnson 2.450% 3/1/26 15,700 14,816
Johnson & Johnson 2.950% 3/3/27 10,250 9,957
Johnson & Johnson 2.900% 1/15/28 11,580 11,079
Johnson & Johnson 6.950% 9/1/29 1,700 2,278
Johnson & Johnson 4.950% 5/15/33 4,600 5,311
Johnson & Johnson 4.375% 12/5/33 12,104 13,214
Johnson & Johnson 3.550% 3/1/36 6,225 6,144
Johnson & Johnson 3.625% 3/3/37 12,625 12,514
Johnson & Johnson 5.950% 8/15/37 3,489 4,528
Johnson & Johnson 3.400% 1/15/38 8,175 7,866
Johnson & Johnson 5.850% 7/15/38 3,797 4,872
Johnson & Johnson 4.500% 9/1/40 3,125 3,418
Johnson & Johnson 4.850% 5/15/41 200 230
Johnson & Johnson 4.500% 12/5/43 7,400 8,193
Johnson & Johnson 3.700% 3/1/46 17,825 17,703
Johnson & Johnson 3.750% 3/3/47 13,631 13,536
Johnson & Johnson 3.500% 1/15/48 7,500 7,113
Kaiser Foundation Hospitals 3.500% 4/1/22 1,835 1,866
Kaiser Foundation Hospitals 3.150% 5/1/27 4,900 4,740
Kaiser Foundation Hospitals 4.875% 4/1/42 5,300 6,029
Kaiser Foundation Hospitals 4.150% 5/1/47 11,075 11,418
Kellogg Co. 4.150% 11/15/19 300 306
Kellogg Co. 4.000% 12/15/20 8,805 9,019
Kellogg Co. 2.650% 12/1/23 7,100 6,777
Kellogg Co. 3.250% 4/1/26 5,025 4,775
Kellogg Co. 3.400% 11/15/27 8,475 8,083
Kellogg Co. 7.450% 4/1/31 867 1,121
Kellogg Co. 4.500% 4/1/46 9,000 8,888
Kimberly-Clark Corp. 1.850% 3/1/20 2,400 2,359
Kimberly-Clark Corp. 3.625% 8/1/20 3,150 3,203
Kimberly-Clark Corp. 3.875% 3/1/21 4,015 4,108
Kimberly-Clark Corp. 2.400% 3/1/22 4,825 4,701
Kimberly-Clark Corp. 2.400% 6/1/23 1,600 1,539
Kimberly-Clark Corp. 3.050% 8/15/25 3,100 3,029
Kimberly-Clark Corp. 2.750% 2/15/26 2,575 2,453
Kimberly-Clark Corp. 6.625% 8/1/37 300 405
Kimberly-Clark Corp. 5.300% 3/1/41 8,275 9,810
Kimberly-Clark Corp. 3.700% 6/1/43 2,025 1,908

 

 

Kimberly-Clark Corp. 3.200% 7/30/46 4,950 4,328
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,346 2,675
Koninklijke Philips NV 3.750% 3/15/22 9,350 9,560
Koninklijke Philips NV 6.875% 3/11/38 3,100 4,134
Koninklijke Philips NV 5.000% 3/15/42 5,825 6,454
Kraft Foods Group Inc. 5.375% 2/10/20 2,539 2,641
Kraft Foods Group Inc. 3.500% 6/6/22 7,175 7,160
Kraft Foods Group Inc. 6.875% 1/26/39 7,950 9,758
Kraft Foods Group Inc. 6.500% 2/9/40 7,900 9,347
Kraft Foods Group Inc. 5.000% 6/4/42 17,758 17,610
Kraft Heinz Foods Co. 2.800% 7/2/20 12,450 12,362
Kraft Heinz Foods Co. 3.500% 7/15/22 8,050 8,036
Kraft Heinz Foods Co. 3.950% 7/15/25 19,395 19,293
Kraft Heinz Foods Co. 3.000% 6/1/26 19,913 18,362
Kraft Heinz Foods Co. 5.000% 7/15/35 8,455 8,753
Kraft Heinz Foods Co. 5.200% 7/15/45 16,700 16,969
Kraft Heinz Foods Co. 4.375% 6/1/46 25,450 23,168
Kroger Co. 2.950% 11/1/21 13,461 13,279
Kroger Co. 4.450% 2/1/47 11,475 10,730
Kroger Co. 4.650% 1/15/48 8,650 8,346
Laboratory Corp. of America Holdings 2.625% 2/1/20 1,500 1,488
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,525 6,487
Laboratory Corp. of America Holdings 3.750% 8/23/22 550 556
Laboratory Corp. of America Holdings 4.000% 11/1/23 550 562
Laboratory Corp. of America Holdings 3.250% 9/1/24 4,000 3,893
Laboratory Corp. of America Holdings 3.600% 2/1/25 6,508 6,402
Laboratory Corp. of America Holdings 3.600% 9/1/27 5,075 4,912
Laboratory Corp. of America Holdings 4.700% 2/1/45 8,000 8,037
Life Technologies Corp. 6.000% 3/1/20 3,690 3,884
Life Technologies Corp. 5.000% 1/15/21 2,175 2,263
4 Mayo Clinic 3.774% 11/15/43 5,125 5,161
4 Mayo Clinic 4.000% 11/15/47 1,875 1,866
4 Mayo Clinic 4.128% 11/15/52 1,150 1,181
McCormick & Co. Inc. 3.900% 7/15/21 875 894
McCormick & Co. Inc. 2.700% 8/15/22 5,000 4,862
McCormick & Co. Inc. 3.150% 8/15/24 6,600 6,398
McCormick & Co. Inc. 3.400% 8/15/27 10,500 10,033
McCormick & Co. Inc. 4.200% 8/15/47 2,645 2,554
McKesson Corp. 2.700% 12/15/22 9,300 8,982
McKesson Corp. 2.850% 3/15/23 1,500 1,443
McKesson Corp. 3.796% 3/15/24 9,300 9,272
McKesson Corp. 3.950% 2/16/28 3,300 3,256
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,509 2,595
Mead Johnson Nutrition Co. 3.000% 11/15/20 5,950 5,939
Mead Johnson Nutrition Co. 4.125% 11/15/25 6,935 7,109
Mead Johnson Nutrition Co. 5.900% 11/1/39 5,535 6,693
Mead Johnson Nutrition Co. 4.600% 6/1/44 3,535 3,650
Medco Health Solutions Inc. 4.125% 9/15/20 590 602
Medtronic Global Holdings SCA 3.350% 4/1/27 6,725 6,636
Medtronic Inc. 2.500% 3/15/20 27,942 27,775
Medtronic Inc. 4.125% 3/15/21 590 607
Medtronic Inc. 3.125% 3/15/22 17,233 17,202
Medtronic Inc. 3.150% 3/15/22 26,083 26,127
Medtronic Inc. 3.625% 3/15/24 5,000 5,067
Medtronic Inc. 3.500% 3/15/25 31,875 31,868
Medtronic Inc. 4.375% 3/15/35 29,042 30,705
Medtronic Inc. 6.500% 3/15/39 500 654

 

 

Medtronic Inc. 5.550% 3/15/40 1,725 2,057
Medtronic Inc. 4.500% 3/15/42 7,944 8,389
Medtronic Inc. 4.625% 3/15/44 4,881 5,272
Medtronic Inc. 4.625% 3/15/45 38,222 41,677
Memorial Sloan-Kettering Cancer Center        
New York GO 5.000% 7/1/42 700 803
Memorial Sloan-Kettering Cancer Center        
New York GO 4.125% 7/1/52 4,605 4,626
Memorial Sloan-Kettering Cancer Center        
New York GO 4.200% 7/1/55 1,700 1,769
Merck & Co. Inc. 1.850% 2/10/20 11,900 11,755
Merck & Co. Inc. 3.875% 1/15/21 3,375 3,474
Merck & Co. Inc. 2.350% 2/10/22 9,934 9,728
Merck & Co. Inc. 2.400% 9/15/22 10,820 10,572
Merck & Co. Inc. 2.800% 5/18/23 14,125 13,923
Merck & Co. Inc. 2.750% 2/10/25 22,453 21,669
Merck & Co. Inc. 3.600% 9/15/42 7,470 7,153
Merck & Co. Inc. 4.150% 5/18/43 12,664 13,189
Merck & Co. Inc. 3.700% 2/10/45 16,109 15,681
Merck Sharp & Dohme Corp. 5.000% 6/30/19 9,845 10,151
Molson Coors Brewing Co. 1.450% 7/15/19 1,750 1,723
Molson Coors Brewing Co. 2.250% 3/15/20 4,950 4,880
Molson Coors Brewing Co. 2.100% 7/15/21 5,988 5,759
Molson Coors Brewing Co. 3.500% 5/1/22 1,050 1,055
Molson Coors Brewing Co. 3.000% 7/15/26 17,451 16,121
Molson Coors Brewing Co. 5.000% 5/1/42 6,575 6,936
Molson Coors Brewing Co. 4.200% 7/15/46 17,400 16,410
Mondelez International Inc. 6.500% 2/9/40 5,365 6,735
4 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 2,100 2,076
9 Mylan Inc. 3.125% 1/15/23 325 314
Mylan Inc. 4.200% 11/29/23 7,135 7,219
9 Mylan Inc. 4.550% 4/15/28 7,000 7,015
Mylan Inc. 5.400% 11/29/43 4,770 4,953
9 Mylan Inc. 5.200% 4/15/48 6,725 6,777
Mylan NV 2.500% 6/7/19 3,950 3,916
Mylan NV 3.750% 12/15/20 350 352
Mylan NV 3.150% 6/15/21 11,852 11,648
Mylan NV 3.950% 6/15/26 18,920 18,347
Mylan NV 5.250% 6/15/46 7,775 7,884
New York & Presbyterian Hospital 4.024% 8/1/45 4,390 4,452
New York & Presbyterian Hospital 4.063% 8/1/56 4,575 4,516
Newell Brands Inc. 2.875% 12/1/19 4,475 4,481
Newell Brands Inc. 3.150% 4/1/21 9,292 9,205
Newell Brands Inc. 3.850% 4/1/23 16,850 16,779
Newell Brands Inc. 4.000% 12/1/24 7,930 7,828
Newell Brands Inc. 3.900% 11/1/25 3,825 3,712
Newell Brands Inc. 4.200% 4/1/26 16,581 16,422
Newell Brands Inc. 5.375% 4/1/36 7,025 7,302
Newell Brands Inc. 5.500% 4/1/46 14,575 15,373
Northwell Healthcare Inc. 3.979% 11/1/46 6,925 6,573
Northwell Healthcare Inc. 4.260% 11/1/47 8,050 7,897
Novartis Capital Corp. 1.800% 2/14/20 21,125 20,845
Novartis Capital Corp. 4.400% 4/24/20 7,300 7,564
Novartis Capital Corp. 2.400% 5/17/22 23,825 23,235
Novartis Capital Corp. 2.400% 9/21/22 25,789 25,058
Novartis Capital Corp. 3.400% 5/6/24 2,528 2,541
Novartis Capital Corp. 3.000% 11/20/25 7,250 7,064

 

 

Novartis Capital Corp. 3.100% 5/17/27 10,750 10,471
Novartis Capital Corp. 3.700% 9/21/42 3,600 3,511
Novartis Capital Corp. 4.400% 5/6/44 17,886 19,664
Novartis Capital Corp. 4.000% 11/20/45 9,500 9,747
NYU Hospitals Center 4.784% 7/1/44 3,425 3,835
4 NYU Hospitals Center 4.368% 7/1/47 4,375 4,541
Ochsner Clinic Foundation 5.897% 5/15/45 275 344
Orlando Health Obligated Group 4.089% 10/1/48 2,200 2,192
Partners Healthcare System Inc. 3.765% 7/1/48 1,000 952
Partners Healthcare System Inc. 4.117% 7/1/55 2,500 2,547
PepsiCo Inc. 1.550% 5/2/19 13,000 12,893
PepsiCo Inc. 1.350% 10/4/19 9,825 9,666
PepsiCo Inc. 4.500% 1/15/20 2,800 2,888
PepsiCo Inc. 1.850% 4/30/20 10,350 10,172
PepsiCo Inc. 2.150% 10/14/20 11,625 11,457
PepsiCo Inc. 3.125% 11/1/20 5,425 5,476
PepsiCo Inc. 2.000% 4/15/21 7,000 6,830
PepsiCo Inc. 3.000% 8/25/21 12,620 12,676
PepsiCo Inc. 1.700% 10/6/21 6,125 5,883
PepsiCo Inc. 2.750% 3/5/22 17,570 17,457
PepsiCo Inc. 2.250% 5/2/22 6,000 5,832
PepsiCo Inc. 3.100% 7/17/22 3,425 3,435
PepsiCo Inc. 2.750% 3/1/23 7,775 7,664
PepsiCo Inc. 3.600% 3/1/24 1,200 1,223
PepsiCo Inc. 2.750% 4/30/25 6,850 6,583
PepsiCo Inc. 3.500% 7/17/25 3,925 3,944
PepsiCo Inc. 2.850% 2/24/26 2,000 1,915
PepsiCo Inc. 2.375% 10/6/26 12,900 11,900
PepsiCo Inc. 3.000% 10/15/27 15,900 15,256
PepsiCo Inc. 5.500% 1/15/40 8,075 9,906
PepsiCo Inc. 4.875% 11/1/40 6,625 7,535
PepsiCo Inc. 4.000% 3/5/42 7,600 7,635
PepsiCo Inc. 3.600% 8/13/42 4,100 3,877
PepsiCo Inc. 4.250% 10/22/44 3,675 3,812
PepsiCo Inc. 4.600% 7/17/45 4,760 5,182
PepsiCo Inc. 4.450% 4/14/46 10,000 10,720
PepsiCo Inc. 3.450% 10/6/46 12,775 11,751
PepsiCo Inc. 4.000% 5/2/47 7,845 7,859
PerkinElmer Inc. 5.000% 11/15/21 3,235 3,398
Perrigo Finance Unlimited Co. 3.500% 3/15/21 1,264 1,269
Perrigo Finance Unlimited Co. 3.500% 12/15/21 2,023 2,008
Perrigo Finance Unlimited Co. 3.900% 12/15/24 7,600 7,545
Perrigo Finance Unlimited Co. 4.375% 3/15/26 9,800 9,903
Perrigo Finance Unlimited Co. 4.900% 12/15/44 9,651 9,672
Pfizer Inc. 2.100% 5/15/19 10,500 10,467
Pfizer Inc. 1.450% 6/3/19 16,700 16,523
Pfizer Inc. 1.700% 12/15/19 14,500 14,318
Pfizer Inc. 1.950% 6/3/21 11,850 11,578
Pfizer Inc. 2.200% 12/15/21 4,250 4,152
Pfizer Inc. 3.000% 6/15/23 5,000 4,977
Pfizer Inc. 3.400% 5/15/24 650 654
Pfizer Inc. 2.750% 6/3/26 8,850 8,410
Pfizer Inc. 3.000% 12/15/26 23,850 23,077
Pfizer Inc. 4.000% 12/15/36 10,550 10,874
Pfizer Inc. 7.200% 3/15/39 19,540 28,107
Pfizer Inc. 4.300% 6/15/43 8,781 9,169
Pfizer Inc. 4.400% 5/15/44 8,275 8,823

 

 

Pfizer Inc. 4.125% 12/15/46 13,450 13,829
Pharmacia LLC 6.600% 12/1/28 5,048 6,362
Philip Morris International Inc. 2.000% 2/21/20 8,050 7,932
Philip Morris International Inc. 4.500% 3/26/20 375 386
Philip Morris International Inc. 1.875% 2/25/21 10,000 9,665
Philip Morris International Inc. 4.125% 5/17/21 4,458 4,589
Philip Morris International Inc. 2.900% 11/15/21 3,500 3,462
Philip Morris International Inc. 2.625% 2/18/22 5,000 4,908
Philip Morris International Inc. 2.375% 8/17/22 5,450 5,248
Philip Morris International Inc. 2.500% 8/22/22 3,000 2,896
Philip Morris International Inc. 2.500% 11/2/22 5,900 5,688
Philip Morris International Inc. 2.625% 3/6/23 2,970 2,863
Philip Morris International Inc. 2.125% 5/10/23 4,230 3,973
Philip Morris International Inc. 3.600% 11/15/23 7,300 7,369
Philip Morris International Inc. 3.250% 11/10/24 12,600 12,354
Philip Morris International Inc. 3.375% 8/11/25 4,625 4,563
Philip Morris International Inc. 2.750% 2/25/26 14,575 13,698
Philip Morris International Inc. 3.125% 8/17/27 4,500 4,307
Philip Morris International Inc. 3.125% 3/2/28 4,230 4,049
Philip Morris International Inc. 6.375% 5/16/38 5,600 7,202
Philip Morris International Inc. 4.375% 11/15/41 6,893 6,964
Philip Morris International Inc. 4.500% 3/20/42 6,290 6,472
Philip Morris International Inc. 3.875% 8/21/42 5,414 5,103
Philip Morris International Inc. 4.125% 3/4/43 5,950 5,859
Philip Morris International Inc. 4.875% 11/15/43 10,825 11,689
Philip Morris International Inc. 4.250% 11/10/44 12,760 12,730
4 Procter & Gamble - Esop 9.360% 1/1/21 696 758
Procter & Gamble Co. 1.750% 10/25/19 4,200 4,165
Procter & Gamble Co. 1.900% 11/1/19 4,350 4,317
Procter & Gamble Co. 1.900% 10/23/20 9,650 9,480
Procter & Gamble Co. 1.850% 2/2/21 3,400 3,321
Procter & Gamble Co. 1.700% 11/3/21 7,105 6,840
Procter & Gamble Co. 2.300% 2/6/22 7,164 7,015
Procter & Gamble Co. 3.100% 8/15/23 7,975 8,020
Procter & Gamble Co. 2.700% 2/2/26 5,500 5,258
Procter & Gamble Co. 2.450% 11/3/26 9,000 8,359
Procter & Gamble Co. 2.850% 8/11/27 5,800 5,549
Procter & Gamble Co. 5.550% 3/5/37 4,055 5,082
Procter & Gamble Co. 3.500% 10/25/47 5,350 5,067
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 1,250 1,180
4 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 3,125 2,939
4 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 3,500 3,440
Quest Diagnostics Inc. 2.700% 4/1/19 1,475 1,475
Quest Diagnostics Inc. 4.750% 1/30/20 2,500 2,576
Quest Diagnostics Inc. 2.500% 3/30/20 2,250 2,228
Quest Diagnostics Inc. 4.700% 4/1/21 1,335 1,392
Quest Diagnostics Inc. 4.250% 4/1/24 3,300 3,401
Quest Diagnostics Inc. 3.500% 3/30/25 1,250 1,231
Quest Diagnostics Inc. 3.450% 6/1/26 7,400 7,112
Quest Diagnostics Inc. 5.750% 1/30/40 876 984
Quest Diagnostics Inc. 4.700% 3/30/45 1,250 1,262
Reynolds American Inc. 8.125% 6/23/19 2,825 2,998
Reynolds American Inc. 6.875% 5/1/20 200 215
Reynolds American Inc. 3.250% 6/12/20 9,060 9,075

 

 

Reynolds American Inc. 4.000% 6/12/22 5,100 5,172
Reynolds American Inc. 4.850% 9/15/23 2,345 2,466
Reynolds American Inc. 4.450% 6/12/25 28,850 29,665
Reynolds American Inc. 5.700% 8/15/35 5,520 6,251
Reynolds American Inc. 7.250% 6/15/37 1,450 1,915
Reynolds American Inc. 8.125% 5/1/40 2,239 3,181
Reynolds American Inc. 7.000% 8/4/41 2,040 2,626
Reynolds American Inc. 5.850% 8/15/45 18,490 21,477
RWJ Barnabas Health Inc. 3.949% 7/1/46 3,500 3,418
Sanofi 4.000% 3/29/21 10,365 10,641
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 47,275 46,520
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 28,000 26,962
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 31,200 29,762
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 25,970 24,209
SSM Health Care Corp. 3.823% 6/1/27 3,600 3,650
Stanford Health Care 3.795% 11/15/48 5,075 5,007
Stryker Corp. 4.375% 1/15/20 700 718
Stryker Corp. 2.625% 3/15/21 12,450 12,301
Stryker Corp. 3.375% 5/15/24 9,500 9,459
Stryker Corp. 3.375% 11/1/25 6,265 6,179
Stryker Corp. 3.500% 3/15/26 8,697 8,677
Stryker Corp. 3.650% 3/7/28 3,000 3,012
Stryker Corp. 4.100% 4/1/43 350 340
Stryker Corp. 4.375% 5/15/44 2,575 2,621
Stryker Corp. 4.625% 3/15/46 7,110 7,532
Sutter Health 3.695% 8/15/28 5,000 5,009
Sutter Health 4.091% 8/15/48 4,400 4,386
Sysco Corp. 1.900% 4/1/19 3,350 3,330
Sysco Corp. 2.600% 10/1/20 6,800 6,744
Sysco Corp. 2.500% 7/15/21 1,825 1,791
Sysco Corp. 3.750% 10/1/25 4,575 4,643
Sysco Corp. 3.300% 7/15/26 8,250 7,957
Sysco Corp. 3.250% 7/15/27 14,414 13,784
Sysco Corp. 4.850% 10/1/45 2,755 2,906
Sysco Corp. 4.500% 4/1/46 5,325 5,342
Sysco Corp. 4.450% 3/15/48 4,400 4,386
4 Texas Health Resources 4.330% 11/15/55 900 908
The Kroger Co. 1.500% 9/30/19 2,100 2,056
The Kroger Co. 6.150% 1/15/20 4,150 4,374
The Kroger Co. 3.300% 1/15/21 3,100 3,113
The Kroger Co. 2.600% 2/1/21 5,200 5,103
The Kroger Co. 3.400% 4/15/22 4,102 4,083
The Kroger Co. 2.800% 8/1/22 2,650 2,578
The Kroger Co. 3.850% 8/1/23 4,750 4,811
The Kroger Co. 4.000% 2/1/24 2,143 2,171
The Kroger Co. 3.500% 2/1/26 1,600 1,539
The Kroger Co. 2.650% 10/15/26 6,580 5,924
The Kroger Co. 3.700% 8/1/27 2,750 2,665
The Kroger Co. 7.700% 6/1/29 5,225 6,449
The Kroger Co. 8.000% 9/15/29 6,375 8,134
The Kroger Co. 7.500% 4/1/31 1,125 1,428
The Kroger Co. 6.900% 4/15/38 3,552 4,423
The Kroger Co. 5.400% 7/15/40 50 53
The Kroger Co. 5.000% 4/15/42 850 860
The Kroger Co. 5.150% 8/1/43 1,000 1,025
The Kroger Co. 3.875% 10/15/46 3,575 3,062
The Pepsi Bottling Group Inc. 7.000% 3/1/29 4,975 6,514

 

 

Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 544
Thermo Fisher Scientific Inc. 4.500% 3/1/21 7,950 8,262
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,225 7,302
Thermo Fisher Scientific Inc. 3.300% 2/15/22 6,845 6,824
Thermo Fisher Scientific Inc. 3.150% 1/15/23 3,950 3,885
Thermo Fisher Scientific Inc. 3.000% 4/15/23 8,500 8,273
Thermo Fisher Scientific Inc. 4.150% 2/1/24 1,275 1,309
Thermo Fisher Scientific Inc. 3.650% 12/15/25 7,975 7,925
Thermo Fisher Scientific Inc. 2.950% 9/19/26 9,270 8,645
Thermo Fisher Scientific Inc. 3.200% 8/15/27 10,425 9,870
Thermo Fisher Scientific Inc. 5.300% 2/1/44 5,300 5,979
Thermo Fisher Scientific Inc. 4.100% 8/15/47 4,450 4,324
Trinity Health Corp. 4.125% 12/1/45 5,020 5,077
Tupperware Brands Corp. 4.750% 6/1/21 3,870 3,972
Tyson Foods Inc. 2.650% 8/15/19 7,225 7,222
Tyson Foods Inc. 2.250% 8/23/21 1,350 1,300
Tyson Foods Inc. 4.500% 6/15/22 13,350 13,844
Tyson Foods Inc. 3.950% 8/15/24 12,973 13,064
Tyson Foods Inc. 3.550% 6/2/27 10,900 10,483
Tyson Foods Inc. 4.875% 8/15/34 7,280 7,742
Tyson Foods Inc. 5.150% 8/15/44 3,652 3,963
Tyson Foods Inc. 4.550% 6/2/47 6,225 6,225
Unilever Capital Corp. 2.100% 7/30/20 1,545 1,526
Unilever Capital Corp. 4.250% 2/10/21 10,310 10,671
Unilever Capital Corp. 1.375% 7/28/21 5,700 5,402
Unilever Capital Corp. 2.600% 5/5/24 9,925 9,529
Unilever Capital Corp. 3.100% 7/30/25 2,875 2,811
Unilever Capital Corp. 2.000% 7/28/26 6,200 5,511
Unilever Capital Corp. 5.900% 11/15/32 3,125 3,918
Whirlpool Corp. 4.850% 6/15/21 1,625 1,703
Whirlpool Corp. 4.700% 6/1/22 6,700 7,047
Whirlpool Corp. 4.000% 3/1/24 2,175 2,225
Whirlpool Corp. 3.700% 5/1/25 2,400 2,389
Whirlpool Corp. 4.500% 6/1/46 5,425 5,395
Wyeth LLC 7.250% 3/1/23 2,000 2,359
Wyeth LLC 6.450% 2/1/24 9,825 11,468
Wyeth LLC 6.500% 2/1/34 3,425 4,469
Wyeth LLC 6.000% 2/15/36 1,680 2,116
Wyeth LLC 5.950% 4/1/37 16,860 21,442
Zeneca Wilmington Inc. 7.000% 11/15/23 5,100 6,016
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 2,745 2,820
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 18,984 18,778
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 1,550 1,543
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 5,400 5,282
Zimmer Biomet Holdings Inc. 3.700% 3/19/23 1,175 1,177
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 16,500 16,028
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 1,750 1,937
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 7,100 6,652
Zoetis Inc. 3.450% 11/13/20 3,100 3,121
Zoetis Inc. 3.250% 2/1/23 16,023 15,864
Zoetis Inc. 4.500% 11/13/25 3,040 3,195
Zoetis Inc. 3.000% 9/12/27 6,565 6,155
Zoetis Inc. 4.700% 2/1/43 8,640 9,192
Zoetis Inc. 3.950% 9/12/47 4,375 4,170
 
Energy (2.6%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 5,414 6,766

 

 

Anadarko Finance Co. 7.500% 5/1/31 6,475 8,228
Anadarko Petroleum Corp. 6.950% 6/15/19 675 706
Anadarko Petroleum Corp. 4.850% 3/15/21 7,425 7,715
Anadarko Petroleum Corp. 3.450% 7/15/24 5,345 5,153
Anadarko Petroleum Corp. 5.550% 3/15/26 23,670 25,821
Anadarko Petroleum Corp. 6.450% 9/15/36 14,405 17,143
Anadarko Petroleum Corp. 7.950% 6/15/39 300 406
Anadarko Petroleum Corp. 6.200% 3/15/40 5,125 6,011
Anadarko Petroleum Corp. 4.500% 7/15/44 1,000 959
Anadarko Petroleum Corp. 6.600% 3/15/46 9,150 11,477
Andeavor 5.375% 10/1/22 2,000 2,045
Andeavor 4.750% 12/15/23 20,450 21,242
Andeavor 5.125% 4/1/24 497 516
Andeavor 5.125% 12/15/26 15,800 16,649
Andeavor 3.800% 4/1/28 4,625 4,441
Andeavor 4.500% 4/1/48 5,200 4,871
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 3.500% 12/1/22 1,625 1,595
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 4.250% 12/1/27 6,545 6,373
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 5,075 4,961
Apache Corp. 3.625% 2/1/21 6,910 6,964
Apache Corp. 3.250% 4/15/22 8,193 8,073
Apache Corp. 6.000% 1/15/37 8,975 10,136
Apache Corp. 5.100% 9/1/40 14,275 14,607
Apache Corp. 5.250% 2/1/42 340 353
Apache Corp. 4.750% 4/15/43 13,724 13,536
Apache Corp. 4.250% 1/15/44 8,900 8,145
Apache Finance Canada Corp. 7.750% 12/15/29 650 812
Baker Hughes a GE Co. LLC 3.200% 8/15/21 9,545 9,563
Baker Hughes a GE Co. LLC 5.125% 9/15/40 6,940 7,646
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 2.773% 12/15/22 12,000 11,674
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 3.337% 12/15/27 7,500 7,148
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 4.080% 12/15/47 19,500 18,372
Boardwalk Pipelines LP 5.750% 9/15/19 3,545 3,672
Boardwalk Pipelines LP 3.375% 2/1/23 2,250 2,175
Boardwalk Pipelines LP 4.950% 12/15/24 575 591
Boardwalk Pipelines LP 5.950% 6/1/26 14,910 15,989
Boardwalk Pipelines LP 4.450% 7/15/27 5,640 5,504
BP Capital Markets plc 1.676% 5/3/19 1,950 1,932
BP Capital Markets plc 2.237% 5/10/19 6,100 6,086
BP Capital Markets plc 1.768% 9/19/19 6,200 6,116
BP Capital Markets plc 2.521% 1/15/20 13,805 13,759
BP Capital Markets plc 2.315% 2/13/20 51,270 51,041
BP Capital Markets plc 4.500% 10/1/20 11,578 12,086
BP Capital Markets plc 4.742% 3/11/21 8,965 9,382
BP Capital Markets plc 2.112% 9/16/21 9,100 8,818
BP Capital Markets plc 3.561% 11/1/21 17,624 17,895
BP Capital Markets plc 3.062% 3/17/22 3,900 3,887
BP Capital Markets plc 3.245% 5/6/22 10,075 10,068
BP Capital Markets plc 2.520% 9/19/22 5,200 5,045
BP Capital Markets plc 2.500% 11/6/22 7,375 7,121
BP Capital Markets plc 2.750% 5/10/23 24,515 23,826

 

 

BP Capital Markets plc 3.994% 9/26/23 2,700 2,786
BP Capital Markets plc 3.216% 11/28/23 5,800 5,738
BP Capital Markets plc 3.814% 2/10/24 2,200 2,242
BP Capital Markets plc 3.535% 11/4/24 8,225 8,250
BP Capital Markets plc 3.506% 3/17/25 2,900 2,897
BP Capital Markets plc 3.119% 5/4/26 17,201 16,633
BP Capital Markets plc 3.017% 1/16/27 8,500 8,096
BP Capital Markets plc 3.588% 4/14/27 2,100 2,090
BP Capital Markets plc 3.279% 9/19/27 23,400 22,650
BP Capital Markets plc 3.723% 11/28/28 3,700 3,713
Buckeye Partners LP 4.875% 2/1/21 1,000 1,027
Buckeye Partners LP 4.150% 7/1/23 2,800 2,798
Buckeye Partners LP 3.950% 12/1/26 13,600 12,914
Buckeye Partners LP 4.125% 12/1/27 1,200 1,153
Buckeye Partners LP 5.850% 11/15/43 3,125 3,215
Buckeye Partners LP 5.600% 10/15/44 900 897
Burlington Resources Finance Co. 7.200% 8/15/31 9,262 12,246
Burlington Resources Finance Co. 7.400% 12/1/31 2,650 3,570
Canadian Natural Resources Ltd. 3.450% 11/15/21 915 919
Canadian Natural Resources Ltd. 2.950% 1/15/23 8,000 7,768
Canadian Natural Resources Ltd. 3.800% 4/15/24 10,595 10,548
Canadian Natural Resources Ltd. 3.850% 6/1/27 16,900 16,588
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,875 2,348
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,325 2,769
Canadian Natural Resources Ltd. 5.850% 2/1/35 2,212 2,507
Canadian Natural Resources Ltd. 6.500% 2/15/37 7,000 8,570
Canadian Natural Resources Ltd. 6.250% 3/15/38 7,743 9,314
Canadian Natural Resources Ltd. 6.750% 2/1/39 2,800 3,495
Canadian Natural Resources Ltd. 4.950% 6/1/47 5,900 6,147
Cenovus Energy Inc. 5.700% 10/15/19 10,900 11,268
Cenovus Energy Inc. 3.000% 8/15/22 4,509 4,334
Cenovus Energy Inc. 3.800% 9/15/23 5,425 5,357
Cenovus Energy Inc. 4.250% 4/15/27 9,500 9,251
Cenovus Energy Inc. 5.250% 6/15/37 7,100 7,091
Cenovus Energy Inc. 6.750% 11/15/39 13,900 15,968
Cenovus Energy Inc. 4.450% 9/15/42 4,960 4,402
Cenovus Energy Inc. 5.200% 9/15/43 3,500 3,373
Cenovus Energy Inc. 5.400% 6/15/47 13,750 13,767
Chevron Corp. 1.561% 5/16/19 15,935 15,764
Chevron Corp. 2.193% 11/15/19 11,675 11,604
Chevron Corp. 1.961% 3/3/20 13,375 13,195
Chevron Corp. 1.991% 3/3/20 4,100 4,049
Chevron Corp. 2.419% 11/17/20 8,000 7,923
Chevron Corp. 2.100% 5/16/21 9,500 9,265
Chevron Corp. 2.411% 3/3/22 7,150 7,000
Chevron Corp. 2.498% 3/3/22 3,950 3,872
Chevron Corp. 2.355% 12/5/22 17,744 17,177
Chevron Corp. 3.191% 6/24/23 28,283 28,292
Chevron Corp. 2.895% 3/3/24 16,000 15,651
Chevron Corp. 3.326% 11/17/25 400 398
Chevron Corp. 2.954% 5/16/26 13,800 13,268
Cimarex Energy Co. 4.375% 6/1/24 5,900 6,067
Cimarex Energy Co. 3.900% 5/15/27 19,300 18,996
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,550 1,551
Columbia Pipeline Group Inc. 4.500% 6/1/25 10,248 10,446
Columbia Pipeline Group Inc. 5.800% 6/1/45 9,435 10,986
Concho Resources Inc. 3.750% 10/1/27 18,000 17,550

 

 

Concho Resources Inc. 4.875% 10/1/47 2,500 2,644
Conoco Funding Co. 7.250% 10/15/31 1,475 1,981
ConocoPhillips 5.900% 10/15/32 1,725 2,062
ConocoPhillips 5.900% 5/15/38 5,661 6,954
ConocoPhillips 6.500% 2/1/39 19,363 25,424
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,971 7,264
ConocoPhillips Co. 2.400% 12/15/22 29,681 28,471
ConocoPhillips Co. 3.350% 11/15/24 2,847 2,821
ConocoPhillips Co. 4.950% 3/15/26 22,085 24,029
ConocoPhillips Co. 4.150% 11/15/34 11,030 11,114
ConocoPhillips Co. 4.300% 11/15/44 1,375 1,411
ConocoPhillips Co. 5.950% 3/15/46 4,100 5,227
ConocoPhillips Holding Co. 6.950% 4/15/29 3,350 4,247
9 Continental Resources Inc. 4.375% 1/15/28 1,500 1,459
Devon Energy Corp. 4.000% 7/15/21 3,600 3,664
Devon Energy Corp. 3.250% 5/15/22 13,030 12,855
Devon Energy Corp. 5.850% 12/15/25 2,850 3,237
Devon Energy Corp. 7.950% 4/15/32 2,050 2,863
Devon Energy Corp. 5.600% 7/15/41 5,545 6,241
Devon Energy Corp. 4.750% 5/15/42 15,500 15,779
Devon Energy Corp. 5.000% 6/15/45 13,630 14,416
Devon Financing Co. LLC 7.875% 9/30/31 7,700 10,589
Dominion Energy Gas Holdings LLC 2.500% 12/15/19 3,900 3,886
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 2,000 1,981
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 10,529 10,490
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 1,700 1,679
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 6,275 6,658
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 2,660 2,777
Enable Midstream Partners LP 2.400% 5/15/19 2,600 2,577
Enable Midstream Partners LP 3.900% 5/15/24 6,100 5,962
Enable Midstream Partners LP 4.400% 3/15/27 9,000 8,809
Enable Midstream Partners LP 5.000% 5/15/44 1,125 1,052
Enbridge Energy Partners LP 5.200% 3/15/20 575 593
Enbridge Energy Partners LP 4.200% 9/15/21 9,950 10,093
Enbridge Energy Partners LP 5.875% 10/15/25 8,775 9,672
Enbridge Energy Partners LP 7.500% 4/15/38 6,525 8,232
Enbridge Energy Partners LP 5.500% 9/15/40 5,123 5,360
Enbridge Energy Partners LP 7.375% 10/15/45 3,390 4,377
Enbridge Inc. 2.900% 7/15/22 8,250 8,012
Enbridge Inc. 3.500% 6/10/24 1,100 1,069
Enbridge Inc. 4.250% 12/1/26 10,410 10,414
Enbridge Inc. 3.700% 7/15/27 6,500 6,226
Enbridge Inc. 4.500% 6/10/44 2,725 2,637
Enbridge Inc. 5.500% 12/1/46 4,800 5,324
Encana Corp. 6.500% 5/15/19 4,750 4,923
Encana Corp. 3.900% 11/15/21 3,350 3,393
Encana Corp. 8.125% 9/15/30 1,400 1,826
Encana Corp. 6.500% 8/15/34 9,300 11,037
Encana Corp. 6.625% 8/15/37 4,555 5,526
Encana Corp. 6.500% 2/1/38 4,300 5,175
Energy Transfer LP 9.000% 4/15/19 1,914 2,019
Energy Transfer LP 4.150% 10/1/20 4,500 4,558
Energy Transfer LP 4.650% 6/1/21 3,727 3,831
Energy Transfer LP 5.200% 2/1/22 8,497 8,919
Energy Transfer LP 3.600% 2/1/23 4,808 4,686
Energy Transfer LP 4.900% 2/1/24 1,620 1,652
Energy Transfer LP 4.050% 3/15/25 18,685 18,238

 

 

Energy Transfer LP 4.750% 1/15/26 16,005 16,177
Energy Transfer LP 4.200% 4/15/27 3,300 3,181
Energy Transfer LP 8.250% 11/15/29 600 749
Energy Transfer LP 4.900% 3/15/35 2,950 2,764
Energy Transfer LP 6.625% 10/15/36 1,750 1,965
Energy Transfer LP 7.500% 7/1/38 3,357 4,020
Energy Transfer LP 6.050% 6/1/41 11,845 11,998
Energy Transfer LP 6.500% 2/1/42 10,201 10,942
Energy Transfer LP 5.150% 2/1/43 5,500 5,016
Energy Transfer LP 5.150% 3/15/45 6,680 6,062
Energy Transfer LP 6.125% 12/15/45 2,600 2,670
Energy Transfer LP 5.300% 4/15/47 13,775 12,893
Eni USA Inc. 7.300% 11/15/27 1,095 1,357
EnLink Midstream Partners LP 2.700% 4/1/19 850 844
EnLink Midstream Partners LP 4.400% 4/1/24 18,577 18,659
EnLink Midstream Partners LP 4.150% 6/1/25 4,925 4,800
EnLink Midstream Partners LP 4.850% 7/15/26 7,800 7,870
EnLink Midstream Partners LP 5.600% 4/1/44 3,550 3,533
EnLink Midstream Partners LP 5.050% 4/1/45 440 412
EnLink Midstream Partners LP 5.450% 6/1/47 2,800 2,738
Enterprise Products Operating LLC 2.550% 10/15/19 6,900 6,848
Enterprise Products Operating LLC 5.200% 9/1/20 8,600 8,968
Enterprise Products Operating LLC 2.800% 2/15/21 6,300 6,230
Enterprise Products Operating LLC 2.850% 4/15/21 1,000 988
Enterprise Products Operating LLC 4.050% 2/15/22 500 511
Enterprise Products Operating LLC 3.350% 3/15/23 15,159 15,108
Enterprise Products Operating LLC 3.900% 2/15/24 7,725 7,825
Enterprise Products Operating LLC 3.750% 2/15/25 14,925 14,921
Enterprise Products Operating LLC 3.950% 2/15/27 3,000 3,010
Enterprise Products Operating LLC 6.875% 3/1/33 8,343 10,454
Enterprise Products Operating LLC 6.650% 10/15/34 235 291
Enterprise Products Operating LLC 7.550% 4/15/38 3,130 4,208
Enterprise Products Operating LLC 6.125% 10/15/39 4,695 5,642
Enterprise Products Operating LLC 6.450% 9/1/40 2,425 3,042
Enterprise Products Operating LLC 5.950% 2/1/41 10,065 12,059
Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,807
Enterprise Products Operating LLC 4.850% 8/15/42 20,043 20,847
Enterprise Products Operating LLC 4.450% 2/15/43 13,817 13,724
Enterprise Products Operating LLC 4.850% 3/15/44 12,020 12,648
Enterprise Products Operating LLC 5.100% 2/15/45 1,490 1,608
Enterprise Products Operating LLC 4.900% 5/15/46 11,920 12,646
Enterprise Products Operating LLC 4.250% 2/15/48 14,500 14,105
Enterprise Products Operating LLC 4.950% 10/15/54 2,125 2,212
4 Enterprise Products Operating LLC 5.250% 8/16/77 2,100 2,036
4 Enterprise Products Operating LLC 5.375% 2/15/78 4,265 4,085
EOG Resources Inc. 4.400% 6/1/20 1,880 1,928
EOG Resources Inc. 4.100% 2/1/21 9,350 9,562
EOG Resources Inc. 2.625% 3/15/23 15,180 14,619
EOG Resources Inc. 3.150% 4/1/25 400 387
EOG Resources Inc. 4.150% 1/15/26 2,500 2,580
EOG Resources Inc. 3.900% 4/1/35 2,900 2,845
EQT Corp. 8.125% 6/1/19 5,775 6,115
EQT Corp. 2.500% 10/1/20 1,500 1,467
EQT Corp. 4.875% 11/15/21 2,100 2,186
EQT Corp. 3.000% 10/1/22 3,800 3,675
EQT Corp. 3.900% 10/1/27 18,400 17,619
EQT Midstream Partners LP 4.125% 12/1/26 3,700 3,539

 

 

Exxon Mobil Corp. 1.912% 3/6/20 15,282 15,076
Exxon Mobil Corp. 2.222% 3/1/21 23,125 22,794
Exxon Mobil Corp. 2.397% 3/6/22 27,250 26,714
Exxon Mobil Corp. 2.726% 3/1/23 48,762 47,997
Exxon Mobil Corp. 3.176% 3/15/24 250 251
Exxon Mobil Corp. 2.709% 3/6/25 4,600 4,435
Exxon Mobil Corp. 3.567% 3/6/45 4,850 4,635
Exxon Mobil Corp. 4.114% 3/1/46 19,750 20,818
Halliburton Co. 3.250% 11/15/21 4,525 4,537
Halliburton Co. 3.500% 8/1/23 5,450 5,459
Halliburton Co. 3.800% 11/15/25 21,650 21,630
Halliburton Co. 4.850% 11/15/35 10,950 11,652
Halliburton Co. 6.700% 9/15/38 10,420 13,390
Halliburton Co. 7.450% 9/15/39 1,859 2,568
Halliburton Co. 4.500% 11/15/41 2,707 2,721
Halliburton Co. 4.750% 8/1/43 8,475 8,852
Halliburton Co. 5.000% 11/15/45 12,575 13,655
Helmerich & Payne International Drilling Co. 4.650% 3/15/25 3,500 3,619
Hess Corp. 3.500% 7/15/24 1,600 1,532
Hess Corp. 4.300% 4/1/27 11,500 11,188
Hess Corp. 7.875% 10/1/29 1,900 2,313
Hess Corp. 7.300% 8/15/31 950 1,137
Hess Corp. 7.125% 3/15/33 2,050 2,416
Hess Corp. 6.000% 1/15/40 12,540 13,272
Hess Corp. 5.600% 2/15/41 9,330 9,444
Hess Corp. 5.800% 4/1/47 6,400 6,663
HollyFrontier Corp. 5.875% 4/1/26 2,450 2,634
Husky Energy Inc. 6.150% 6/15/19 275 285
Husky Energy Inc. 7.250% 12/15/19 2,020 2,157
Husky Energy Inc. 3.950% 4/15/22 24,925 25,371
Husky Energy Inc. 4.000% 4/15/24 5,300 5,376
Husky Energy Inc. 6.800% 9/15/37 4,210 5,370
Kerr-McGee Corp. 6.950% 7/1/24 5,505 6,327
Kerr-McGee Corp. 7.875% 9/15/31 1,775 2,317
Kinder Morgan Energy Partners LP 6.850% 2/15/20 9,975 10,604
Kinder Morgan Energy Partners LP 6.500% 4/1/20 4,961 5,255
Kinder Morgan Energy Partners LP 5.300% 9/15/20 1,400 1,455
Kinder Morgan Energy Partners LP 5.000% 10/1/21 11,840 12,292
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,426 4,489
Kinder Morgan Energy Partners LP 3.950% 9/1/22 16,075 16,189
Kinder Morgan Energy Partners LP 3.450% 2/15/23 8,700 8,489
Kinder Morgan Energy Partners LP 3.500% 9/1/23 8,783 8,528
Kinder Morgan Energy Partners LP 4.300% 5/1/24 5,900 5,943
Kinder Morgan Energy Partners LP 4.250% 9/1/24 8,612 8,643
Kinder Morgan Energy Partners LP 7.400% 3/15/31 1,930 2,330
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,000 2,442
Kinder Morgan Energy Partners LP 5.800% 3/15/35 5,000 5,391
Kinder Morgan Energy Partners LP 6.500% 2/1/37 6,250 7,048
Kinder Morgan Energy Partners LP 6.950% 1/15/38 5,815 7,014
Kinder Morgan Energy Partners LP 6.500% 9/1/39 8,425 9,546
Kinder Morgan Energy Partners LP 6.550% 9/15/40 4,500 5,118
Kinder Morgan Energy Partners LP 7.500% 11/15/40 150 187
Kinder Morgan Energy Partners LP 6.375% 3/1/41 4,100 4,628
Kinder Morgan Energy Partners LP 5.625% 9/1/41 8,700 8,982
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,575 2,484
Kinder Morgan Energy Partners LP 4.700% 11/1/42 6,400 5,934
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 964

 

 

Kinder Morgan Energy Partners LP 5.500% 3/1/44 1,400 1,435
Kinder Morgan Inc. 6.500% 9/15/20 1,500 1,598
Kinder Morgan Inc. 3.150% 1/15/23 6,820 6,603
Kinder Morgan Inc. 4.300% 6/1/25 11,800 11,855
Kinder Morgan Inc. 7.800% 8/1/31 2,730 3,447
Kinder Morgan Inc. 7.750% 1/15/32 5,050 6,448
Kinder Morgan Inc. 5.300% 12/1/34 5,250 5,367
Kinder Morgan Inc. 5.550% 6/1/45 19,855 20,800
Kinder Morgan Inc. 5.050% 2/15/46 10,027 9,799
Kinder Morgan Inc. 4.300% 3/1/28 5,500 5,454
Kinder Morgan Inc. 5.200% 3/1/48 5,000 5,004
Magellan Midstream Partners LP 6.550% 7/15/19 6,750 7,038
Magellan Midstream Partners LP 4.250% 2/1/21 4,050 4,143
Magellan Midstream Partners LP 5.000% 3/1/26 10,500 11,292
Magellan Midstream Partners LP 5.150% 10/15/43 2,925 3,186
Magellan Midstream Partners LP 4.250% 9/15/46 2,850 2,765
Magellan Midstream Partners LP 4.200% 10/3/47 6,660 6,385
Marathon Oil Corp. 2.700% 6/1/20 6,060 5,971
Marathon Oil Corp. 2.800% 11/1/22 7,600 7,322
Marathon Oil Corp. 3.850% 6/1/25 8,870 8,758
Marathon Oil Corp. 4.400% 7/15/27 12,000 12,142
Marathon Oil Corp. 6.800% 3/15/32 2,770 3,299
Marathon Oil Corp. 6.600% 10/1/37 7,741 9,256
Marathon Oil Corp. 5.200% 6/1/45 10,310 10,793
Marathon Petroleum Corp. 3.400% 12/15/20 2,800 2,824
Marathon Petroleum Corp. 5.125% 3/1/21 5,950 6,257
Marathon Petroleum Corp. 3.625% 9/15/24 5,150 5,101
Marathon Petroleum Corp. 6.500% 3/1/41 11,639 14,176
Marathon Petroleum Corp. 4.750% 9/15/44 1,776 1,775
Marathon Petroleum Corp. 5.000% 9/15/54 2,350 2,261
MPLX LP 3.375% 3/15/23 4,000 3,957
MPLX LP 4.500% 7/15/23 15,240 15,729
MPLX LP 4.875% 12/1/24 21,992 23,016
MPLX LP 4.000% 2/15/25 3,000 2,991
MPLX LP 4.875% 6/1/25 6,300 6,594
MPLX LP 4.125% 3/1/27 9,700 9,608
MPLX LP 4.000% 3/15/28 9,200 9,056
MPLX LP 4.500% 4/15/38 12,400 12,213
MPLX LP 5.200% 3/1/47 12,463 12,962
MPLX LP 4.700% 4/15/48 11,000 10,730
MPLX LP 4.900% 4/15/58 4,900 4,664
Nabors Industries Inc. 9.250% 1/15/19 5,255 5,472
National Fuel Gas Co. 3.950% 9/15/27 1,900 1,844
National Oilwell Varco Inc. 2.600% 12/1/22 23,415 22,346
National Oilwell Varco Inc. 3.950% 12/1/42 2,800 2,456
Noble Energy Inc. 4.150% 12/15/21 9,100 9,275
Noble Energy Inc. 3.850% 1/15/28 5,450 5,357
Noble Energy Inc. 6.000% 3/1/41 2,050 2,351
Noble Energy Inc. 5.250% 11/15/43 12,335 13,224
Noble Energy Inc. 5.050% 11/15/44 6,804 7,074
Noble Energy Inc. 4.950% 8/15/47 11,275 11,675
Occidental Petroleum Corp. 4.100% 2/1/21 17,260 17,749
Occidental Petroleum Corp. 3.125% 2/15/22 7,640 7,615
Occidental Petroleum Corp. 2.700% 2/15/23 12,972 12,685
Occidental Petroleum Corp. 3.500% 6/15/25 9,200 9,180
Occidental Petroleum Corp. 3.400% 4/15/26 12,100 11,929
Occidental Petroleum Corp. 4.625% 6/15/45 3,500 3,666

 

 

Occidental Petroleum Corp. 4.400% 4/15/46 5,375 5,581
Occidental Petroleum Corp. 4.100% 2/15/47 5,500 5,459
ONEOK Inc. 7.500% 9/1/23 7,103 8,308
ONEOK Inc. 4.000% 7/13/27 3,800 3,747
ONEOK Inc. 6.000% 6/15/35 600 671
ONEOK Inc. 4.950% 7/13/47 17,964 18,215
ONEOK Partners LP 3.375% 10/1/22 16,409 16,207
ONEOK Partners LP 6.650% 10/1/36 8,403 10,121
ONEOK Partners LP 6.850% 10/15/37 6,825 8,388
ONEOK Partners LP 6.200% 9/15/43 3,200 3,724
9 Patterson-UTI Energy Inc. 3.950% 2/1/28 4,530 4,367
Petro-Canada 5.350% 7/15/33 1,325 1,493
Petro-Canada 5.950% 5/15/35 6,395 7,686
Petro-Canada 6.800% 5/15/38 5,525 7,314
Phillips 66 4.300% 4/1/22 13,560 14,026
Phillips 66 3.900% 3/15/28 10,000 9,956
Phillips 66 4.650% 11/15/34 500 520
Phillips 66 5.875% 5/1/42 10,960 13,135
Phillips 66 4.875% 11/15/44 16,305 17,340
Phillips 66 Partners LP 2.646% 2/15/20 1,255 1,243
Phillips 66 Partners LP 3.605% 2/15/25 3,500 3,409
Phillips 66 Partners LP 3.550% 10/1/26 7,950 7,577
Phillips 66 Partners LP 3.750% 3/1/28 2,000 1,929
Phillips 66 Partners LP 4.680% 2/15/45 3,375 3,316
Phillips 66 Partners LP 4.900% 10/1/46 8,090 8,072
Pioneer Natural Resources Co. 3.450% 1/15/21 4,000 4,016
Pioneer Natural Resources Co. 3.950% 7/15/22 8,803 8,951
Pioneer Natural Resources Co. 4.450% 1/15/26 9,650 9,968
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 12,660 13,155
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 1,460 1,506
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,840 3,784
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 7,507 7,088
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 2,596 2,536
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 14,960 14,222
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 6,715 6,735
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 7,275 7,206
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 7,194
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 9,325 8,266
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 1,200 1,095
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 1,725 1,805
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 5,950 6,344

 

 

Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 14,400 15,012
Sabine Pass Liquefaction LLC 5.625% 2/1/21 16,015 16,836
Sabine Pass Liquefaction LLC 6.250% 3/15/22 11,900 12,897
Sabine Pass Liquefaction LLC 5.625% 4/15/23 15,400 16,420
Sabine Pass Liquefaction LLC 5.750% 5/15/24 18,500 19,841
Sabine Pass Liquefaction LLC 5.625% 3/1/25 22,425 24,079
Sabine Pass Liquefaction LLC 5.875% 6/30/26 22,150 24,171
Sabine Pass Liquefaction LLC 5.000% 3/15/27 4,130 4,280
Sabine Pass Liquefaction LLC 4.200% 3/15/28 11,300 11,116
Schlumberger Investment SA 3.650% 12/1/23 17,113 17,388
Shell International Finance BV 1.375% 5/10/19 4,200 4,148
Shell International Finance BV 1.375% 9/12/19 9,800 9,626
Shell International Finance BV 4.300% 9/22/19 35,800 36,616
Shell International Finance BV 4.375% 3/25/20 7,650 7,882
Shell International Finance BV 2.125% 5/11/20 10,000 9,841
Shell International Finance BV 2.250% 11/10/20 750 739
Shell International Finance BV 1.875% 5/10/21 20,000 19,331
Shell International Finance BV 1.750% 9/12/21 10,000 9,590
Shell International Finance BV 2.375% 8/21/22 11,865 11,513
Shell International Finance BV 2.250% 1/6/23 9,405 9,020
Shell International Finance BV 3.400% 8/12/23 7,080 7,155
Shell International Finance BV 3.250% 5/11/25 22,700 22,453
Shell International Finance BV 2.875% 5/10/26 16,600 15,927
Shell International Finance BV 2.500% 9/12/26 12,500 11,634
Shell International Finance BV 4.125% 5/11/35 26,241 27,056
Shell International Finance BV 6.375% 12/15/38 16,542 21,883
Shell International Finance BV 5.500% 3/25/40 4,025 4,859
Shell International Finance BV 3.625% 8/21/42 8,225 7,754
Shell International Finance BV 4.550% 8/12/43 4,975 5,355
Shell International Finance BV 4.375% 5/11/45 21,871 23,127
Shell International Finance BV 4.000% 5/10/46 25,150 25,129
Shell International Finance BV 3.750% 9/12/46 16,350 15,727
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 7,315 7,494
Spectra Energy Partners LP 4.750% 3/15/24 14,530 15,091
Spectra Energy Partners LP 3.500% 3/15/25 9,200 8,851
Spectra Energy Partners LP 3.375% 10/15/26 9,425 8,838
Spectra Energy Partners LP 5.950% 9/25/43 2,240 2,573
Spectra Energy Partners LP 4.500% 3/15/45 3,300 3,175
Suncor Energy Inc. 3.600% 12/1/24 350 349
Suncor Energy Inc. 7.150% 2/1/32 3,475 4,519
Suncor Energy Inc. 5.950% 12/1/34 575 691
Suncor Energy Inc. 6.500% 6/15/38 10,220 13,193
Suncor Energy Inc. 6.850% 6/1/39 2,255 3,020
Suncor Energy Inc. 4.000% 11/15/47 10,147 9,950
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 6,450 6,581
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 4,095 3,985
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 575 571
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 1,000 1,086
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 18,000 17,087
Sunoco Logistics Partners Operations LP 4.000% 10/1/27 10,600 10,039
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 250 253
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 5,525 4,968
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 10,975 10,195
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 6,475 6,032
Sunoco Logistics Partners Operations LP 5.400% 10/1/47 5,000 4,756

 

 

TC PipeLines LP 3.900% 5/25/27 2,600 2,487
9 TechnipFMC plc 3.450% 10/1/22 8,495 8,296
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 825 961
Texas Eastern Transmission LP 7.000% 7/15/32 3,205 3,975
Total Capital Canada Ltd. 2.750% 7/15/23 6,800 6,615
Total Capital International SA 2.100% 6/19/19 21,700 21,541
Total Capital International SA 2.750% 6/19/21 22,875 22,677
Total Capital International SA 2.875% 2/17/22 10,975 10,894
Total Capital International SA 2.700% 1/25/23 11,290 11,028
Total Capital International SA 3.700% 1/15/24 7,675 7,834
Total Capital International SA 3.750% 4/10/24 2,991 3,045
Total Capital SA 4.450% 6/24/20 5,075 5,240
Total Capital SA 4.125% 1/28/21 3,005 3,096
TransCanada PipeLines Ltd. 2.125% 11/15/19 37,200 36,796
TransCanada PipeLines Ltd. 3.800% 10/1/20 7,332 7,464
TransCanada PipeLines Ltd. 2.500% 8/1/22 6,175 5,991
TransCanada PipeLines Ltd. 3.750% 10/16/23 4,575 4,657
TransCanada PipeLines Ltd. 4.875% 1/15/26 5,221 5,638
TransCanada PipeLines Ltd. 4.625% 3/1/34 7,750 8,199
TransCanada PipeLines Ltd. 5.600% 3/31/34 2,000 2,292
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,025 3,568
TransCanada PipeLines Ltd. 6.200% 10/15/37 14,075 17,257
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,650 3,591
TransCanada PipeLines Ltd. 7.625% 1/15/39 2,500 3,503
TransCanada PipeLines Ltd. 6.100% 6/1/40 4,275 5,204
TransCanada PipeLines Ltd. 5.000% 10/16/43 9,835 10,775
Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 10,000 12,275
9 Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 4,200 4,098
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 500 552
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 2,923 2,801
9 Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 3,300 3,188
Valero Energy Corp. 6.125% 2/1/20 3,975 4,190
Valero Energy Corp. 3.650% 3/15/25 1,250 1,240
Valero Energy Corp. 3.400% 9/15/26 15,300 14,643
Valero Energy Corp. 7.500% 4/15/32 4,025 5,177
Valero Energy Corp. 6.625% 6/15/37 10,506 13,238
Valero Energy Corp. 4.900% 3/15/45 6,850 7,248
Valero Energy Partners LP 4.375% 12/15/26 5,800 5,759
Valero Energy Partners LP 4.500% 3/15/28 3,090 3,109
Western Gas Partners LP 5.375% 6/1/21 7,275 7,597
Western Gas Partners LP 3.950% 6/1/25 4,300 4,191
Western Gas Partners LP 4.650% 7/1/26 2,000 2,031
Western Gas Partners LP 4.500% 3/1/28 850 852
Western Gas Partners LP 5.450% 4/1/44 11,925 11,917
Western Gas Partners LP 5.300% 3/1/48 3,500 3,466
Williams Partners LP 5.250% 3/15/20 6,751 6,999
Williams Partners LP 4.000% 11/15/21 3,250 3,285
Williams Partners LP 3.600% 3/15/22 16,405 16,325
Williams Partners LP 3.350% 8/15/22 6,350 6,227
Williams Partners LP 4.500% 11/15/23 3,650 3,744
Williams Partners LP 4.300% 3/4/24 4,000 4,039
Williams Partners LP 3.900% 1/15/25 24,518 24,053
Williams Partners LP 4.000% 9/15/25 7,275 7,158
Williams Partners LP 3.750% 6/15/27 17,750 16,970
Williams Partners LP 6.300% 4/15/40 4,045 4,639
Williams Partners LP 5.800% 11/15/43 9,725 10,678
Williams Partners LP 5.400% 3/4/44 1,550 1,616

 

 

Williams Partners LP 4.900% 1/15/45 1,250 1,230
Williams Partners LP 5.100% 9/15/45 9,345 9,470
Williams Partners LP 4.850% 3/1/48 4,745 4,690
 
Other Industrial (0.1%)        
American Homes 4 Rent LP 4.250% 2/15/28 1,120 1,103
California Institute of Technology GO 4.321% 8/1/45 1,025 1,123
California Institute of Technology GO 4.700% 11/1/11 5,600 6,016
CBRE Services Inc. 5.250% 3/15/25 3,700 3,954
CBRE Services Inc. 4.875% 3/1/26 11,033 11,572
Cintas Corp. No 2 2.900% 4/1/22 3,500 3,455
Cintas Corp. No 2 3.250% 6/1/22 1,025 1,017
Cintas Corp. No 2 3.700% 4/1/27 8,075 8,042
Cintas Corp. No 2 6.150% 8/15/36 259 317
Fluor Corp. 3.375% 9/15/21 3,630 3,663
Fluor Corp. 3.500% 12/15/24 6,650 6,633
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 3,975 4,037
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 5,350 5,471
4 Massachusetts Institute of Technology GO 3.959% 7/1/38 145 153
Massachusetts Institute of Technology GO 5.600% 7/1/11 6,425 8,426
Massachusetts Institute of Technology GO 4.678% 7/1/14 13,775 15,209
Massachusetts Institute of Technology GO 3.885% 7/1/16 4,800 4,405
4 Northwestern University Illinois GO 4.643% 12/1/44 4,850 5,635
4 Northwestern University Illinois GO 3.662% 12/1/57 2,100 2,037
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,700 2,696
President & Fellows of Harvard College        
Massachusetts Revenue 3.300% 7/15/56 300 274
4 Rice University Texas GO 3.574% 5/15/45 20,800 20,341
Stanford University California GO 3.647% 5/1/48 6,035 6,010
University of Notre Dame du Lac Indiana GO 3.394% 2/15/48 2,700 2,613
4 University of Notre Dame du Lac Indiana GO 3.438% 2/15/45 7,925 7,720
University of Pennsylvania GO 4.674% 9/1/12 5,200 5,568
4 University of Southern California GO 3.028% 10/1/39 7,751 7,042
4 University of Southern California GO 3.841% 10/1/47 9,550 9,803
Yale University Connecticut GO 2.086% 4/15/19 2,000 1,994
 
Technology (2.3%)        
Adobe Systems Inc. 4.750% 2/1/20 4,275 4,427
Adobe Systems Inc. 3.250% 2/1/25 9,808 9,746
Alphabet Inc. 3.625% 5/19/21 3,125 3,213
Alphabet Inc. 1.998% 8/15/26 12,525 11,398
Altera Corp. 4.100% 11/15/23 6,000 6,268
Amphenol Corp. 2.200% 4/1/20 2,150 2,118
Amphenol Corp. 3.125% 9/15/21 5,205 5,194
Analog Devices Inc. 2.850% 3/12/20 2,500 2,496
Analog Devices Inc. 2.500% 12/5/21 6,000 5,845
Analog Devices Inc. 2.875% 6/1/23 6,700 6,502
Analog Devices Inc. 3.125% 12/5/23 5,300 5,197
Analog Devices Inc. 3.500% 12/5/26 13,196 12,855
Apple Inc. 2.100% 5/6/19 14,800 14,761
Apple Inc. 1.100% 8/2/19 16,299 16,026
Apple Inc. 1.500% 9/12/19 7,850 7,754
Apple Inc. 1.800% 11/13/19 7,850 7,775
Apple Inc. 1.550% 2/7/20 11,475 11,264
Apple Inc. 1.900% 2/7/20 6,000 5,927
Apple Inc. 2.000% 5/6/20 8,300 8,200

 

 

Apple Inc. 1.800% 5/11/20 8,025 7,898
Apple Inc. 2.000% 11/13/20 8,925 8,767
Apple Inc. 2.250% 2/23/21 37,645 37,083
Apple Inc. 2.850% 5/6/21 37,485 37,483
Apple Inc. 1.550% 8/4/21 10,525 10,095
Apple Inc. 2.150% 2/9/22 9,175 8,915
Apple Inc. 2.500% 2/9/22 17,000 16,733
Apple Inc. 2.300% 5/11/22 13,550 13,204
Apple Inc. 2.700% 5/13/22 25,909 25,636
Apple Inc. 2.400% 1/13/23 5,950 5,768
Apple Inc. 2.850% 2/23/23 12,600 12,478
Apple Inc. 2.400% 5/3/23 38,803 37,528
Apple Inc. 3.000% 2/9/24 12,600 12,424
Apple Inc. 3.450% 5/6/24 10,005 10,074
Apple Inc. 2.850% 5/11/24 22,250 21,684
Apple Inc. 2.750% 1/13/25 9,325 8,953
Apple Inc. 2.500% 2/9/25 14,175 13,415
Apple Inc. 3.200% 5/13/25 11,894 11,742
Apple Inc. 3.250% 2/23/26 34,775 34,219
Apple Inc. 2.450% 8/4/26 13,350 12,350
Apple Inc. 3.350% 2/9/27 26,320 25,975
Apple Inc. 3.200% 5/11/27 20,800 20,311
Apple Inc. 2.900% 9/12/27 15,150 14,385
Apple Inc. 3.000% 11/13/27 11,925 11,410
Apple Inc. 4.500% 2/23/36 10,775 11,792
Apple Inc. 3.850% 5/4/43 22,025 21,643
Apple Inc. 4.450% 5/6/44 8,400 8,967
Apple Inc. 3.450% 2/9/45 13,358 12,259
Apple Inc. 4.375% 5/13/45 13,760 14,469
Apple Inc. 4.650% 2/23/46 46,225 50,755
Apple Inc. 3.850% 8/4/46 23,545 22,872
Apple Inc. 4.250% 2/9/47 3,370 3,490
Apple Inc. 3.750% 9/12/47 7,600 7,286
Apple Inc. 3.750% 11/13/47 11,050 10,592
Applied Materials Inc. 2.625% 10/1/20 3,325 3,309
Applied Materials Inc. 4.300% 6/15/21 6,890 7,152
Applied Materials Inc. 3.900% 10/1/25 13,780 14,147
Applied Materials Inc. 3.300% 4/1/27 6,100 5,991
Applied Materials Inc. 5.100% 10/1/35 4,300 4,940
Applied Materials Inc. 5.850% 6/15/41 5,860 7,349
Applied Materials Inc. 4.350% 4/1/47 7,425 7,875
Arrow Electronics Inc. 3.500% 4/1/22 2,500 2,473
Arrow Electronics Inc. 4.500% 3/1/23 3,350 3,440
Arrow Electronics Inc. 3.250% 9/8/24 4,410 4,218
Arrow Electronics Inc. 4.000% 4/1/25 3,545 3,493
Arrow Electronics Inc. 3.875% 1/12/28 3,525 3,389
Autodesk Inc. 3.125% 6/15/20 1,500 1,504
Autodesk Inc. 3.600% 12/15/22 825 826
Autodesk Inc. 4.375% 6/15/25 3,350 3,433
Autodesk Inc. 3.500% 6/15/27 4,450 4,246
Avnet Inc. 5.875% 6/15/20 4,300 4,506
Avnet Inc. 3.750% 12/1/21 2,025 2,025
Avnet Inc. 4.875% 12/1/22 3,050 3,162
Avnet Inc. 4.625% 4/15/26 4,775 4,772
Baidu Inc. 2.750% 6/9/19 2,500 2,491
Baidu Inc. 2.875% 7/6/22 13,775 13,362
Baidu Inc. 3.500% 11/28/22 7,200 7,159

 

 

Baidu Inc. 3.875% 9/29/23 8,400 8,405
Baidu Inc. 4.125% 6/30/25 100 100
Baidu Inc. 3.625% 7/6/27 5,000 4,761
Baidu Inc. 4.375% 3/29/28 4,000 4,020
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.375% 1/15/20 23,600 23,274
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.200% 1/15/21 6,175 5,992
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.000% 1/15/22 29,250 28,660
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.650% 1/15/23 14,175 13,500
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.625% 1/15/24 21,940 21,547
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.125% 1/15/25 9,075 8,542
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.875% 1/15/27 51,576 49,935
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.500% 1/15/28 11,100 10,426
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,150 2,198
Broadridge Financial Solutions Inc. 3.400% 6/27/26 2,725 2,614
CA Inc. 5.375% 12/1/19 3,620 3,754
CA Inc. 3.600% 8/1/20 5,900 5,946
CA Inc. 4.700% 3/15/27 2,775 2,821
Cadence Design Systems Inc. 4.375% 10/15/24 725 749
Cisco Systems Inc. 1.400% 9/20/19 9,800 9,653
Cisco Systems Inc. 4.450% 1/15/20 11,750 12,116
Cisco Systems Inc. 2.450% 6/15/20 12,325 12,247
Cisco Systems Inc. 2.200% 2/28/21 25,350 24,889
Cisco Systems Inc. 2.900% 3/4/21 1,300 1,304
Cisco Systems Inc. 1.850% 9/20/21 6,275 6,051
Cisco Systems Inc. 2.600% 2/28/23 3,550 3,463
Cisco Systems Inc. 2.200% 9/20/23 5,000 4,760
Cisco Systems Inc. 3.625% 3/4/24 5,750 5,870
Cisco Systems Inc. 2.950% 2/28/26 14,750 14,252
Cisco Systems Inc. 2.500% 9/20/26 7,175 6,692
Cisco Systems Inc. 5.900% 2/15/39 14,075 18,284
Cisco Systems Inc. 5.500% 1/15/40 15,692 19,567
Citrix Systems Inc. 4.500% 12/1/27 7,675 7,598
Corning Inc. 6.625% 5/15/19 275 286
Corning Inc. 4.250% 8/15/20 75 77
Corning Inc. 2.900% 5/15/22 4,675 4,589
Corning Inc. 5.750% 8/15/40 7,460 8,902
Corning Inc. 4.375% 11/15/57 6,525 6,054
9 Dell International LLC / EMC Corp. 5.450% 6/15/23 41,330 43,762
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 28,550 28,722
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 37,225 38,182
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 38,675 41,478
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 13,140 15,973
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 16,773 21,188
DXC Technology Co. 2.875% 3/27/20 3,615 3,596

 

 

DXC Technology Co. 4.250% 4/15/24 11,525 11,794
DXC Technology Co. 4.750% 4/15/27 6,025 6,243
DXC Technology Co. 7.450% 10/15/29 500 623
Equifax Inc. 2.300% 6/1/21 9,550 9,257
Fidelity National Information Services Inc. 3.625% 10/15/20 15,258 15,453
Fidelity National Information Services Inc. 2.250% 8/15/21 6,450 6,235
Fidelity National Information Services Inc. 4.500% 10/15/22 2,490 2,601
Fidelity National Information Services Inc. 3.500% 4/15/23 6,551 6,532
Fidelity National Information Services Inc. 3.875% 6/5/24 1,257 1,269
Fidelity National Information Services Inc. 5.000% 10/15/25 4,038 4,306
Fidelity National Information Services Inc. 3.000% 8/15/26 10,750 10,011
Fidelity National Information Services Inc. 4.500% 8/15/46 10,485 10,402
Fiserv Inc. 2.700% 6/1/20 7,575 7,541
Fiserv Inc. 3.500% 10/1/22 6,475 6,503
Fiserv Inc. 3.850% 6/1/25 9,275 9,365
Flex Ltd. 4.625% 2/15/20 1,750 1,792
Flex Ltd. 5.000% 2/15/23 1,530 1,606
Flex Ltd. 4.750% 6/15/25 25 26
Hewlett Packard Enterprise Co. 3.600% 10/15/20 33,505 33,823
Hewlett Packard Enterprise Co. 4.400% 10/15/22 17,650 18,278
Hewlett Packard Enterprise Co. 4.900% 10/15/25 22,070 22,895
Hewlett Packard Enterprise Co. 6.200% 10/15/35 6,275 6,714
Hewlett Packard Enterprise Co. 6.350% 10/15/45 16,125 17,153
HP Inc. 3.750% 12/1/20 2,009 2,035
HP Inc. 6.000% 9/15/41 7,595 8,071
IBM Credit LLC 1.625% 9/6/19 6,750 6,672
IBM Credit LLC 1.800% 1/20/21 7,200 6,996
IBM Credit LLC 2.650% 2/5/21 8,950 8,906
IBM Credit LLC 2.200% 9/8/22 6,350 6,091
IBM Credit LLC 3.000% 2/6/23 6,875 6,797
Intel Corp. 1.850% 5/11/20 7,300 7,174
Intel Corp. 2.450% 7/29/20 11,715 11,640
Intel Corp. 1.700% 5/19/21 5,225 5,044
Intel Corp. 3.300% 10/1/21 12,675 12,876
Intel Corp. 2.350% 5/11/22 5,550 5,421
Intel Corp. 3.100% 7/29/22 6,100 6,123
Intel Corp. 2.700% 12/15/22 14,650 14,418
Intel Corp. 2.875% 5/11/24 11,450 11,165
Intel Corp. 3.700% 7/29/25 11,925 12,152
Intel Corp. 2.600% 5/19/26 100 94
Intel Corp. 3.150% 5/11/27 7,700 7,513
Intel Corp. 4.000% 12/15/32 5,970 6,155
Intel Corp. 4.800% 10/1/41 5,072 5,791
Intel Corp. 4.100% 5/19/46 11,725 11,989
Intel Corp. 4.100% 5/11/47 270 275
9 Intel Corp. 3.734% 12/8/47 32,695 31,615
International Business Machines Corp. 1.875% 5/15/19 875 870
International Business Machines Corp. 1.900% 1/27/20 7,500 7,390
International Business Machines Corp. 1.625% 5/15/20 9,851 9,621
International Business Machines Corp. 2.250% 2/19/21 175 172
International Business Machines Corp. 2.900% 11/1/21 5,000 4,990
International Business Machines Corp. 2.500% 1/27/22 6,575 6,447
International Business Machines Corp. 1.875% 8/1/22 11,310 10,738
International Business Machines Corp. 2.875% 11/9/22 33,085 32,567
International Business Machines Corp. 3.375% 8/1/23 13,825 13,899
International Business Machines Corp. 3.625% 2/12/24 15,750 15,983
International Business Machines Corp. 7.000% 10/30/25 2,850 3,501

 

 

International Business Machines Corp. 3.450% 2/19/26 14,389 14,336
International Business Machines Corp. 3.300% 1/27/27 2,975 2,934
International Business Machines Corp. 6.220% 8/1/27 1,975 2,388
International Business Machines Corp. 6.500% 1/15/28 50 62
International Business Machines Corp. 5.875% 11/29/32 125 156
International Business Machines Corp. 5.600% 11/30/39 5,873 7,255
International Business Machines Corp. 4.000% 6/20/42 11,172 11,259
International Business Machines Corp. 4.700% 2/19/46 9,225 10,355
Jabil Inc. 5.625% 12/15/20 1,375 1,451
Jabil Inc. 4.700% 9/15/22 1,500 1,551
Jabil Inc. 3.950% 1/12/28 4,675 4,497
Juniper Networks Inc. 3.300% 6/15/20 1,000 1,000
Juniper Networks Inc. 4.600% 3/15/21 900 931
Juniper Networks Inc. 4.350% 6/15/25 3,225 3,238
Juniper Networks Inc. 5.950% 3/15/41 5,875 6,095
Keysight Technologies Inc. 3.300% 10/30/19 3,135 3,140
Keysight Technologies Inc. 4.550% 10/30/24 4,075 4,219
Keysight Technologies Inc. 4.600% 4/6/27 6,375 6,496
KLA-Tencor Corp. 4.125% 11/1/21 8,975 9,191
KLA-Tencor Corp. 4.650% 11/1/24 10,325 10,744
Lam Research Corp. 2.750% 3/15/20 3,300 3,289
Lam Research Corp. 2.800% 6/15/21 7,400 7,301
Lam Research Corp. 3.800% 3/15/25 3,376 3,402
Maxim Integrated Products Inc. 3.375% 3/15/23 3,875 3,833
Maxim Integrated Products Inc. 3.450% 6/15/27 5,225 5,071
Microsoft Corp. 4.200% 6/1/19 3,815 3,896
Microsoft Corp. 1.100% 8/8/19 19,550 19,221
Microsoft Corp. 1.850% 2/6/20 9,220 9,120
Microsoft Corp. 1.850% 2/12/20 5,150 5,100
Microsoft Corp. 3.000% 10/1/20 2,000 2,018
Microsoft Corp. 2.000% 11/3/20 38,575 37,928
Microsoft Corp. 4.000% 2/8/21 3,825 3,956
Microsoft Corp. 1.550% 8/8/21 18,175 17,436
Microsoft Corp. 2.400% 2/6/22 13,050 12,812
Microsoft Corp. 2.375% 2/12/22 13,700 13,432
Microsoft Corp. 2.650% 11/3/22 36,380 35,909
Microsoft Corp. 2.125% 11/15/22 4,400 4,244
Microsoft Corp. 2.375% 5/1/23 1,225 1,188
Microsoft Corp. 2.000% 8/8/23 15,700 14,882
Microsoft Corp. 3.625% 12/15/23 175 180
Microsoft Corp. 2.875% 2/6/24 26,525 26,022
Microsoft Corp. 2.700% 2/12/25 8,925 8,634
Microsoft Corp. 3.125% 11/3/25 25,225 24,875
Microsoft Corp. 2.400% 8/8/26 38,190 35,425
Microsoft Corp. 3.300% 2/6/27 33,017 32,732
Microsoft Corp. 3.500% 2/12/35 14,225 13,958
Microsoft Corp. 4.200% 11/3/35 5,235 5,585
Microsoft Corp. 3.450% 8/8/36 31,510 30,673
Microsoft Corp. 4.100% 2/6/37 25,670 27,162
Microsoft Corp. 5.200% 6/1/39 6,153 7,388
Microsoft Corp. 4.500% 10/1/40 6,435 7,102
Microsoft Corp. 5.300% 2/8/41 2,550 3,117
Microsoft Corp. 3.500% 11/15/42 7,630 7,278
Microsoft Corp. 3.750% 5/1/43 3,740 3,698
Microsoft Corp. 4.875% 12/15/43 8,750 10,143
Microsoft Corp. 3.750% 2/12/45 17,775 17,627
Microsoft Corp. 4.450% 11/3/45 25,200 27,757

 

 

Microsoft Corp. 3.700% 8/8/46 38,034 37,444
Microsoft Corp. 4.250% 2/6/47 25,225 27,020
Microsoft Corp. 4.000% 2/12/55 22,558 22,690
Microsoft Corp. 4.750% 11/3/55 1,150 1,310
Microsoft Corp. 3.950% 8/8/56 15,225 15,018
Microsoft Corp. 4.500% 2/6/57 16,675 18,313
Motorola Solutions Inc. 3.500% 9/1/21 325 325
Motorola Solutions Inc. 3.750% 5/15/22 6,425 6,412
Motorola Solutions Inc. 3.500% 3/1/23 6,090 5,978
Motorola Solutions Inc. 4.000% 9/1/24 6,600 6,554
Motorola Solutions Inc. 4.600% 2/23/28 6,125 6,162
Motorola Solutions Inc. 5.500% 9/1/44 3,300 3,311
NetApp Inc. 2.000% 9/27/19 3,975 3,928
NetApp Inc. 3.375% 6/15/21 4,350 4,346
NetApp Inc. 3.300% 9/29/24 3,025 2,930
NVIDIA Corp. 2.200% 9/16/21 9,975 9,727
NVIDIA Corp. 3.200% 9/16/26 9,755 9,401
Oracle Corp. 5.000% 7/8/19 13,000 13,418
Oracle Corp. 2.250% 10/8/19 25,100 24,972
Oracle Corp. 3.875% 7/15/20 7,983 8,186
Oracle Corp. 2.800% 7/8/21 12,635 12,564
Oracle Corp. 1.900% 9/15/21 36,025 34,780
Oracle Corp. 2.500% 5/15/22 9,000 8,768
Oracle Corp. 2.500% 10/15/22 19,410 18,910
Oracle Corp. 2.625% 2/15/23 7,950 7,754
Oracle Corp. 2.400% 9/15/23 14,075 13,472
Oracle Corp. 3.400% 7/8/24 21,450 21,445
Oracle Corp. 2.950% 11/15/24 32,580 31,635
Oracle Corp. 2.950% 5/15/25 20,750 20,070
Oracle Corp. 2.650% 7/15/26 25,065 23,383
Oracle Corp. 3.250% 11/15/27 23,745 23,143
Oracle Corp. 3.250% 5/15/30 3,147 3,036
Oracle Corp. 4.300% 7/8/34 15,300 16,032
Oracle Corp. 3.900% 5/15/35 12,700 12,638
Oracle Corp. 3.850% 7/15/36 18,525 18,309
Oracle Corp. 3.800% 11/15/37 14,450 14,176
Oracle Corp. 6.500% 4/15/38 3,875 5,138
Oracle Corp. 6.125% 7/8/39 5,380 6,938
Oracle Corp. 5.375% 7/15/40 17,722 21,060
Oracle Corp. 4.500% 7/8/44 8,900 9,469
Oracle Corp. 4.125% 5/15/45 18,425 18,501
Oracle Corp. 4.000% 7/15/46 24,825 24,371
Oracle Corp. 4.000% 11/15/47 20,070 19,762
Oracle Corp. 4.375% 5/15/55 9,550 9,900
Pitney Bowes Inc. 3.625% 10/1/21 10,470 9,978
Pitney Bowes Inc. 4.700% 4/1/23 7,300 6,859
QUALCOMM Inc. 1.850% 5/20/19 20,298 20,148
QUALCOMM Inc. 2.100% 5/20/20 13,240 13,086
QUALCOMM Inc. 2.250% 5/20/20 5,775 5,690
QUALCOMM Inc. 3.000% 5/20/22 17,150 16,891
QUALCOMM Inc. 2.600% 1/30/23 19,025 18,177
QUALCOMM Inc. 2.900% 5/20/24 27,670 26,445
QUALCOMM Inc. 3.450% 5/20/25 8,400 8,190
QUALCOMM Inc. 3.250% 5/20/27 17,650 16,771
QUALCOMM Inc. 4.650% 5/20/35 8,825 9,143
QUALCOMM Inc. 4.800% 5/20/45 11,610 12,078
QUALCOMM Inc. 4.300% 5/20/47 12,875 12,379

 

 

9 Seagate HDD Cayman 4.250% 3/1/22 6,900 6,814
Seagate HDD Cayman 4.750% 6/1/23 7,275 7,275
9 Seagate HDD Cayman 4.875% 3/1/24 4,500 4,444
Seagate HDD Cayman 4.750% 1/1/25 8,125 7,902
Seagate HDD Cayman 4.875% 6/1/27 5,335 5,042
Seagate HDD Cayman 5.750% 12/1/34 3,675 3,491
Tech Data Corp. 3.700% 2/15/22 4,350 4,292
Tech Data Corp. 4.950% 2/15/27 4,400 4,417
Texas Instruments Inc. 1.650% 8/3/19 5,450 5,383
Texas Instruments Inc. 2.750% 3/12/21 4,000 3,986
Texas Instruments Inc. 1.850% 5/15/22 4,250 4,066
Texas Instruments Inc. 2.250% 5/1/23 1,750 1,674
Texas Instruments Inc. 2.625% 5/15/24 2,500 2,411
Texas Instruments Inc. 2.900% 11/3/27 5,725 5,428
Total System Services Inc. 3.800% 4/1/21 9,805 9,906
Total System Services Inc. 3.750% 6/1/23 4,675 4,654
Total System Services Inc. 4.800% 4/1/26 9,879 10,317
Trimble Navigation Ltd. 4.750% 12/1/24 2,500 2,618
Tyco Electronics Group SA 4.875% 1/15/21 3,750 3,929
Tyco Electronics Group SA 3.500% 2/3/22 3,900 3,940
Tyco Electronics Group SA 3.450% 8/1/24 1,025 1,023
Tyco Electronics Group SA 3.700% 2/15/26 3,100 3,095
Tyco Electronics Group SA 3.125% 8/15/27 2,950 2,826
Tyco Electronics Group SA 7.125% 10/1/37 9,700 13,395
Verisk Analytics Inc. 5.800% 5/1/21 3,785 4,062
Verisk Analytics Inc. 4.125% 9/12/22 8,125 8,365
Verisk Analytics Inc. 4.000% 6/15/25 6,600 6,606
Verisk Analytics Inc. 5.500% 6/15/45 4,070 4,474
VMware Inc. 2.300% 8/21/20 14,075 13,693
VMware Inc. 2.950% 8/21/22 12,600 12,120
VMware Inc. 3.900% 8/21/27 10,400 9,878
Xerox Corp. 5.625% 12/15/19 1,165 1,207
Xerox Corp. 2.800% 5/15/20 2,250 2,225
Xerox Corp. 2.750% 9/1/20 1,825 1,789
Xerox Corp. 4.070% 3/17/22 7,187 7,176
Xerox Corp. 3.625% 3/15/23 11,985 11,698
Xerox Corp. 6.750% 12/15/39 725 771
Xilinx Inc. 3.000% 3/15/21 9,450 9,394
Xilinx Inc. 2.950% 6/1/24 5,525 5,288
 
Transportation (0.6%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 3,755 3,902
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 899 905
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 4,152 4,315
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 1,724 1,703
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 5,997 5,805
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,298 1,276
4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 951 939
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 1,949 1,964

 

 

4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 3,016 2,973
4 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 4,005 3,922
4 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 9,821 9,433
4 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 2,164 2,063
4 American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 6,816 6,461
4 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 2,691 2,662
4 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 1,401 1,439
4 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 5,500 5,293
Burlington Northern Santa Fe LLC 4.700% 10/1/19 50 51
Burlington Northern Santa Fe LLC 3.600% 9/1/20 3,750 3,803
Burlington Northern Santa Fe LLC 3.450% 9/15/21 2,340 2,370
Burlington Northern Santa Fe LLC 3.050% 3/15/22 1,025 1,024
Burlington Northern Santa Fe LLC 3.050% 9/1/22 6,100 6,094
Burlington Northern Santa Fe LLC 3.000% 3/15/23 6,290 6,237
Burlington Northern Santa Fe LLC 3.850% 9/1/23 6,200 6,373
Burlington Northern Santa Fe LLC 3.750% 4/1/24 3,475 3,540
Burlington Northern Santa Fe LLC 3.400% 9/1/24 8,460 8,453
Burlington Northern Santa Fe LLC 3.000% 4/1/25 12,300 11,949
Burlington Northern Santa Fe LLC 3.250% 6/15/27 11,400 11,209
Burlington Northern Santa Fe LLC 6.200% 8/15/36 1,650 2,115
Burlington Northern Santa Fe LLC 6.150% 5/1/37 550 700
Burlington Northern Santa Fe LLC 5.750% 5/1/40 12,450 15,301
Burlington Northern Santa Fe LLC 5.050% 3/1/41 3,875 4,384
Burlington Northern Santa Fe LLC 5.400% 6/1/41 4,025 4,785
Burlington Northern Santa Fe LLC 4.950% 9/15/41 3,680 4,103
Burlington Northern Santa Fe LLC 4.400% 3/15/42 4,304 4,516
Burlington Northern Santa Fe LLC 4.375% 9/1/42 9,591 10,033
Burlington Northern Santa Fe LLC 4.450% 3/15/43 10,340 10,858
Burlington Northern Santa Fe LLC 4.900% 4/1/44 7,380 8,249
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,805 8,373
Burlington Northern Santa Fe LLC 4.150% 4/1/45 1,180 1,202
Burlington Northern Santa Fe LLC 4.700% 9/1/45 4,800 5,258
Burlington Northern Santa Fe LLC 3.900% 8/1/46 3,300 3,242
Burlington Northern Santa Fe LLC 4.125% 6/15/47 13,150 13,509
Burlington Northern Santa Fe LLC 4.050% 6/15/48 5,915 5,931
Canadian National Railway Co. 2.400% 2/3/20 4,150 4,138
Canadian National Railway Co. 2.850% 12/15/21 11,235 11,195
Canadian National Railway Co. 2.750% 3/1/26 1,800 1,713
Canadian National Railway Co. 6.900% 7/15/28 300 381
Canadian National Railway Co. 6.250% 8/1/34 370 477
Canadian National Railway Co. 6.200% 6/1/36 5,425 7,009
Canadian National Railway Co. 6.375% 11/15/37 250 334
Canadian National Railway Co. 3.200% 8/2/46 4,850 4,321
Canadian National Railway Co. 3.650% 2/3/48 6,450 6,195
Canadian Pacific Railway Co. 7.250% 5/15/19 2,520 2,644
Canadian Pacific Railway Co. 4.500% 1/15/22 4,925 5,124
Canadian Pacific Railway Co. 4.450% 3/15/23 4,630 4,823
Canadian Pacific Railway Co. 2.900% 2/1/25 5,625 5,386
Canadian Pacific Railway Co. 7.125% 10/15/31 1,456 1,895

 

 

Canadian Pacific Railway Co. 5.750% 3/15/33 100 114
Canadian Pacific Railway Co. 5.950% 5/15/37 11,110 13,790
Canadian Pacific Railway Co. 5.750% 1/15/42 9,360 11,424
Canadian Pacific Railway Co. 4.800% 8/1/45 100 112
Canadian Pacific Railway Co. 6.125% 9/15/15 2,010 2,516
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 1,118 1,181
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 3,060 3,142
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 5,285 5,361
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 977 986
CSX Corp. 4.250% 6/1/21 7,340 7,572
CSX Corp. 3.700% 11/1/23 1,200 1,215
CSX Corp. 3.350% 11/1/25 3,450 3,366
CSX Corp. 2.600% 11/1/26 1,400 1,277
CSX Corp. 3.250% 6/1/27 12,250 11,674
CSX Corp. 3.800% 3/1/28 13,250 13,172
CSX Corp. 6.000% 10/1/36 400 487
CSX Corp. 6.150% 5/1/37 1,500 1,851
CSX Corp. 6.220% 4/30/40 5,939 7,450
CSX Corp. 5.500% 4/15/41 4,900 5,633
CSX Corp. 4.750% 5/30/42 2,290 2,431
CSX Corp. 4.100% 3/15/44 4,525 4,359
CSX Corp. 3.800% 11/1/46 2,375 2,189
CSX Corp. 4.300% 3/1/48 9,475 9,420
CSX Corp. 3.950% 5/1/50 10,130 9,310
CSX Corp. 4.500% 8/1/54 235 232
CSX Corp. 4.250% 11/1/66 5,175 4,655
CSX Corp. 4.650% 3/1/68 5,720 5,574
4 Delta Air Lines 2007-1 Class A Pass        
Through Trust 6.821% 2/10/24 5,930 6,561
4 Delta Air Lines 2009-1 Class A Pass        
Through Trust 7.750% 6/17/21 2,677 2,834
4 Delta Air Lines 2010-2 Class A Pass        
Through Trust 4.950% 11/23/20 424 429
4 Delta Air Lines 2012-1 Class A Pass        
Through Trust 4.750% 11/7/21 895 914
4 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 937 928
Delta Air Lines Inc. 2.875% 3/13/20 7,000 6,949
Delta Air Lines Inc. 2.600% 12/4/20 5,400 5,287
Delta Air Lines Inc. 3.625% 3/15/22 6,900 6,868
FedEx Corp. 2.300% 2/1/20 4,100 4,060
FedEx Corp. 2.625% 8/1/22 3,303 3,226
FedEx Corp. 4.000% 1/15/24 3,250 3,358
FedEx Corp. 3.200% 2/1/25 3,300 3,214
FedEx Corp. 3.250% 4/1/26 3,500 3,389
FedEx Corp. 3.300% 3/15/27 3,350 3,248
FedEx Corp. 3.400% 2/15/28 13,000 12,519
FedEx Corp. 4.900% 1/15/34 875 940
FedEx Corp. 3.900% 2/1/35 6,600 6,374
FedEx Corp. 3.875% 8/1/42 275 253
FedEx Corp. 4.100% 4/15/43 2,275 2,180
FedEx Corp. 5.100% 1/15/44 7,502 8,154
FedEx Corp. 4.750% 11/15/45 11,725 12,082

 

 

FedEx Corp. 4.550% 4/1/46 7,910 7,954
FedEx Corp. 4.400% 1/15/47 8,400 8,270
FedEx Corp. 4.050% 2/15/48 15,100 14,048
JB Hunt Transport Services Inc. 3.300% 8/15/22 6,000 5,958
Kansas City Southern 3.000% 5/15/23 3,975 3,853
Kansas City Southern 4.300% 5/15/43 4,440 4,343
Kansas City Southern 4.950% 8/15/45 10,525 11,423
Kirby Corp. 4.200% 3/1/28 7,825 7,829
4 Latam Airlines 2015-1 Pass Through Trust A 4.200% 8/15/29 2,895 2,873
Norfolk Southern Corp. 5.900% 6/15/19 3,390 3,510
Norfolk Southern Corp. 3.250% 12/1/21 1,000 1,003
Norfolk Southern Corp. 3.000% 4/1/22 5,130 5,101
Norfolk Southern Corp. 2.903% 2/15/23 7,053 6,951
Norfolk Southern Corp. 3.850% 1/15/24 2,170 2,199
Norfolk Southern Corp. 7.800% 5/15/27 1,345 1,733
Norfolk Southern Corp. 3.150% 6/1/27 6,000 5,712
Norfolk Southern Corp. 7.050% 5/1/37 800 1,112
Norfolk Southern Corp. 4.837% 10/1/41 9,748 10,586
Norfolk Southern Corp. 3.950% 10/1/42 2,125 2,055
Norfolk Southern Corp. 4.450% 6/15/45 5,320 5,495
Norfolk Southern Corp. 4.650% 1/15/46 3,900 4,129
9 Norfolk Southern Corp. 4.050% 8/15/52 12,074 11,611
Norfolk Southern Corp. 6.000% 3/15/05 1,513 1,741
Norfolk Southern Railway Co. 9.750% 6/15/20 275 314
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 175 184
Ryder System Inc. 2.550% 6/1/19 8,825 8,806
Ryder System Inc. 2.450% 9/3/19 700 697
Ryder System Inc. 2.500% 5/11/20 2,000 1,976
Ryder System Inc. 2.875% 9/1/20 1,850 1,837
Ryder System Inc. 2.250% 9/1/21 350 338
Ryder System Inc. 3.400% 3/1/23 5,300 5,282
Southwest Airlines Co. 2.750% 11/6/19 3,450 3,444
Southwest Airlines Co. 2.650% 11/5/20 3,505 3,472
Southwest Airlines Co. 2.750% 11/16/22 1,000 981
Southwest Airlines Co. 3.000% 11/15/26 3,425 3,227
Southwest Airlines Co. 3.450% 11/16/27 2,650 2,588
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 246 262
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 2,332 2,345
Trinity Industries Inc. 4.550% 10/1/24 1,250 1,245
Union Pacific Corp. 1.800% 2/1/20 1,000 983
Union Pacific Corp. 2.250% 6/19/20 6,300 6,224
Union Pacific Corp. 4.000% 2/1/21 4,325 4,440
Union Pacific Corp. 4.163% 7/15/22 9,746 10,129
Union Pacific Corp. 2.750% 4/15/23 4,500 4,396
Union Pacific Corp. 3.646% 2/15/24 3,543 3,597
Union Pacific Corp. 3.250% 1/15/25 4,200 4,171
Union Pacific Corp. 3.250% 8/15/25 4,200 4,150
Union Pacific Corp. 2.750% 3/1/26 3,350 3,193
Union Pacific Corp. 3.000% 4/15/27 6,910 6,663
Union Pacific Corp. 3.375% 2/1/35 5,000 4,711
Union Pacific Corp. 3.600% 9/15/37 4,485 4,306
Union Pacific Corp. 4.250% 4/15/43 100 102
Union Pacific Corp. 4.821% 2/1/44 500 559
Union Pacific Corp. 4.150% 1/15/45 350 355

 

 

Union Pacific Corp. 4.050% 11/15/45 7,225 7,243
Union Pacific Corp. 3.350% 8/15/46 3,050 2,718
Union Pacific Corp. 4.000% 4/15/47 3,850 3,847
Union Pacific Corp. 3.799% 10/1/51 16,224 15,435
Union Pacific Corp. 3.875% 2/1/55 5,495 5,175
Union Pacific Corp. 4.375% 11/15/65 10,660 10,636
Union Pacific Corp. 4.100% 9/15/67 6,045 5,746
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 444 497
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 2,172 2,211
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 4,710 4,748
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 2,229 2,216
4 United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 6/1/24 1,750 1,744
4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 5,634 5,523
4 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 3,408 3,305
4 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 23,002 22,286
4 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 1,275 1,223
4 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 4,545 4,280
United Parcel Service Inc. 5.125% 4/1/19 5,075 5,198
United Parcel Service Inc. 3.125% 1/15/21 7,200 7,248
United Parcel Service Inc. 2.050% 4/1/21 14,850 14,507
United Parcel Service Inc. 2.350% 5/16/22 6,000 5,844
United Parcel Service Inc. 2.450% 10/1/22 14,776 14,355
United Parcel Service Inc. 2.500% 4/1/23 13,900 13,484
United Parcel Service Inc. 2.800% 11/15/24 10,050 9,667
United Parcel Service Inc. 2.400% 11/15/26 10,550 9,676
United Parcel Service Inc. 3.050% 11/15/27 14,900 14,295
United Parcel Service Inc. 6.200% 1/15/38 9,650 12,523
United Parcel Service Inc. 4.875% 11/15/40 3,625 4,073
United Parcel Service Inc. 3.625% 10/1/42 2,400 2,298
United Parcel Service Inc. 3.400% 11/15/46 2,125 1,924
United Parcel Service Inc. 3.750% 11/15/47 13,580 13,033
United Parcel Service of America Inc. 8.375% 4/1/30 500 673
        25,719,046
Utilities (1.9%)        
Electric (1.8%)        
AEP Texas Inc. 2.400% 10/1/22 2,700 2,593
AEP Texas Inc. 3.800% 10/1/47 3,000 2,844
AEP Transmission Co. LLC 4.000% 12/1/46 1,740 1,734
9 AEP Transmission Co. LLC 3.750% 12/1/47 7,030 6,679
Alabama Power Co. 2.450% 3/30/22 6,500 6,339
Alabama Power Co. 3.550% 12/1/23 8,800 8,902
Alabama Power Co. 6.125% 5/15/38 900 1,137
Alabama Power Co. 6.000% 3/1/39 2,400 3,021
Alabama Power Co. 3.850% 12/1/42 1,850 1,824
Alabama Power Co. 4.150% 8/15/44 2,300 2,356
Alabama Power Co. 3.750% 3/1/45 3,615 3,496
Alabama Power Co. 4.300% 1/2/46 9,900 10,464

 

 

Alabama Power Co. 3.700% 12/1/47 4,475 4,258
Ameren Corp. 2.700% 11/15/20 2,550 2,520
Ameren Corp. 3.650% 2/15/26 2,775 2,713
Ameren Illinois Co. 2.700% 9/1/22 3,170 3,101
Ameren Illinois Co. 3.250% 3/1/25 1,890 1,869
Ameren Illinois Co. 4.150% 3/15/46 525 539
Ameren Illinois Co. 3.700% 12/1/47 7,675 7,374
American Electric Power Co. Inc. 2.150% 11/13/20 2,850 2,788
American Electric Power Co. Inc. 3.200% 11/13/27 4,300 4,096
Appalachian Power Co. 4.600% 3/30/21 13,850 14,415
Appalachian Power Co. 7.000% 4/1/38 1,880 2,567
Appalachian Power Co. 4.400% 5/15/44 4,000 4,159
Appalachian Power Co. 4.450% 6/1/45 1,650 1,727
Arizona Public Service Co. 3.150% 5/15/25 650 640
Arizona Public Service Co. 2.950% 9/15/27 5,300 5,041
Arizona Public Service Co. 4.500% 4/1/42 4,875 5,265
Arizona Public Service Co. 4.350% 11/15/45 1,400 1,481
Arizona Public Service Co. 3.750% 5/15/46 7,050 6,794
Avangrid Inc. 3.150% 12/1/24 5,495 5,323
Baltimore Gas & Electric Co. 3.500% 11/15/21 4,825 4,884
Baltimore Gas & Electric Co. 3.350% 7/1/23 3,225 3,227
Baltimore Gas & Electric Co. 2.400% 8/15/26 8,600 7,893
Baltimore Gas & Electric Co. 3.500% 8/15/46 10,445 9,498
Baltimore Gas & Electric Co. 3.750% 8/15/47 2,325 2,225
9 Berkshire Hathaway Energy Co. 2.375% 1/15/21 5,900 5,790
9 Berkshire Hathaway Energy Co. 2.800% 1/15/23 6,875 6,732
Berkshire Hathaway Energy Co. 3.750% 11/15/23 5,925 6,020
Berkshire Hathaway Energy Co. 3.500% 2/1/25 7,975 7,916
9 Berkshire Hathaway Energy Co. 3.250% 4/15/28 750 723
Berkshire Hathaway Energy Co. 6.125% 4/1/36 13,225 16,816
Berkshire Hathaway Energy Co. 5.950% 5/15/37 5,542 6,883
Berkshire Hathaway Energy Co. 6.500% 9/15/37 7,055 9,276
Berkshire Hathaway Energy Co. 5.150% 11/15/43 7,550 8,650
Berkshire Hathaway Energy Co. 4.500% 2/1/45 5,675 6,037
9 Berkshire Hathaway Energy Co. 3.800% 7/15/48 4,600 4,381
Black Hills Corp. 3.950% 1/15/26 1,300 1,310
Black Hills Corp. 3.150% 1/15/27 2,875 2,695
Black Hills Corp. 4.200% 9/15/46 4,025 3,921
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 5,800 5,593
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 700 671
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 8,800 8,098
CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 2,000 1,908
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 4,950 4,694
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 400 438
CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 4,000 4,032
CenterPoint Energy Inc. 2.500% 9/1/22 8,525 8,259
Cleco Corporate Holdings LLC 3.743% 5/1/26 13,100 12,465
Cleco Corporate Holdings LLC 4.973% 5/1/46 3,975 4,068
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,250 1,390
Cleveland Electric Illuminating Co. 5.950% 12/15/36 3,270 3,944
CMS Energy Corp. 8.750% 6/15/19 1,873 2,001
CMS Energy Corp. 6.250% 2/1/20 2,900 3,054
CMS Energy Corp. 5.050% 3/15/22 50 53
CMS Energy Corp. 3.000% 5/15/26 2,650 2,511
CMS Energy Corp. 3.450% 8/15/27 2,875 2,778
CMS Energy Corp. 4.875% 3/1/44 4,995 5,470
Commonwealth Edison Co. 4.000% 8/1/20 5,200 5,313

 

 

Commonwealth Edison Co. 3.400% 9/1/21 2,100 2,124
Commonwealth Edison Co. 2.550% 6/15/26 2,625 2,448
Commonwealth Edison Co. 2.950% 8/15/27 3,000 2,868
Commonwealth Edison Co. 5.900% 3/15/36 3,330 4,189
Commonwealth Edison Co. 6.450% 1/15/38 3,020 4,030
Commonwealth Edison Co. 3.800% 10/1/42 4,450 4,292
Commonwealth Edison Co. 4.600% 8/15/43 2,000 2,211
Commonwealth Edison Co. 3.700% 3/1/45 4,650 4,407
Commonwealth Edison Co. 4.350% 11/15/45 12,925 13,655
Commonwealth Edison Co. 3.650% 6/15/46 8,425 7,943
Commonwealth Edison Co. 3.750% 8/15/47 4,800 4,586
Connecticut Light & Power Co. 2.500% 1/15/23 10,083 9,753
Connecticut Light & Power Co. 3.200% 3/15/27 2,500 2,444
Connecticut Light & Power Co. 4.300% 4/15/44 4,800 5,080
Connecticut Light & Power Co. 4.150% 6/1/45 2,650 2,738
Connecticut Light & Power Co. 4.000% 4/1/48 4,250 4,336
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 4,850 5,037
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 6,775 6,990
Consolidated Edison Co. of New York Inc. 3.125% 11/15/27 4,450 4,331
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 800 935
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 8,615 10,618
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,653 2,085
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 525 717
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 25 30
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,460 6,827
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 118 120
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 5,548 5,466
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 15,095 15,885
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 1,875 2,000
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 4,100 3,963
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 10,025 9,811
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 7,430 7,586
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 2,800 2,706
Consolidated Edison Inc. 2.000% 3/15/20 3,475 3,411
Consolidated Edison Inc. 2.000% 5/15/21 2,700 2,604
Constellation Energy Group Inc. 5.150% 12/1/20 4,405 4,590
Consumers Energy Co. 6.700% 9/15/19 8,060 8,511
Consumers Energy Co. 5.650% 4/15/20 1,375 1,453
Consumers Energy Co. 2.850% 5/15/22 3,516 3,470
Consumers Energy Co. 3.375% 8/15/23 925 926
Consumers Energy Co. 3.950% 5/15/43 3,975 3,997
Consumers Energy Co. 3.250% 8/15/46 3,375 2,990
Consumers Energy Co. 3.950% 7/15/47 2,750 2,764
Delmarva Power & Light Co. 3.500% 11/15/23 2,175 2,193
Delmarva Power & Light Co. 4.150% 5/15/45 5,000 5,090
Dominion Energy Inc. 2.500% 12/1/19 2,900 2,876
Dominion Energy Inc. 2.579% 7/1/20 4,800 4,740
Dominion Energy Inc. 4.450% 3/15/21 6,083 6,262
Dominion Energy Inc. 2.000% 8/15/21 5,100 4,876
Dominion Energy Inc. 2.750% 1/15/22 3,825 3,722
Dominion Energy Inc. 2.750% 9/15/22 450 435
Dominion Energy Inc. 3.625% 12/1/24 5,300 5,254
Dominion Energy Inc. 3.900% 10/1/25 3,550 3,542
Dominion Energy Inc. 2.850% 8/15/26 4,875 4,508
Dominion Energy Inc. 6.300% 3/15/33 400 488
Dominion Energy Inc. 5.950% 6/15/35 6,075 7,170
Dominion Energy Inc. 7.000% 6/15/38 3,350 4,427

 

 

Dominion Energy Inc. 4.900% 8/1/41 5,660 6,074
Dominion Energy Inc. 4.050% 9/15/42 6,747 6,484
Dominion Energy Inc. 4.700% 12/1/44 3,875 4,075
4 Dominion Energy Inc. 5.750% 10/1/54 625 661
DTE Electric Co. 3.450% 10/1/20 6,755 6,835
DTE Electric Co. 3.650% 3/15/24 2,510 2,570
DTE Electric Co. 3.375% 3/1/25 150 150
DTE Electric Co. 4.000% 4/1/43 1,971 1,993
DTE Electric Co. 4.300% 7/1/44 50 53
DTE Electric Co. 3.700% 3/15/45 4,300 4,144
DTE Electric Co. 3.700% 6/1/46 6,200 5,948
DTE Electric Co. 3.750% 8/15/47 5,725 5,586
DTE Energy Co. 1.500% 10/1/19 3,250 3,188
DTE Energy Co. 2.400% 12/1/19 2,250 2,235
DTE Energy Co. 3.300% 6/15/22 2,225 2,222
DTE Energy Co. 3.500% 6/1/24 10,200 10,058
DTE Energy Co. 2.850% 10/1/26 22,200 20,371
DTE Energy Co. 3.800% 3/15/27 3,550 3,528
DTE Energy Co. 6.375% 4/15/33 100 123
Duke Energy Carolinas LLC 4.300% 6/15/20 2,375 2,444
Duke Energy Carolinas LLC 3.900% 6/15/21 8,868 9,074
Duke Energy Carolinas LLC 2.500% 3/15/23 275 267
Duke Energy Carolinas LLC 3.050% 3/15/23 8,000 7,969
Duke Energy Carolinas LLC 2.950% 12/1/26 8,200 7,893
Duke Energy Carolinas LLC 6.000% 12/1/28 3,694 4,410
Duke Energy Carolinas LLC 6.450% 10/15/32 6,575 8,376
Duke Energy Carolinas LLC 6.100% 6/1/37 3,775 4,805
Duke Energy Carolinas LLC 6.000% 1/15/38 3,975 5,067
Duke Energy Carolinas LLC 6.050% 4/15/38 3,375 4,317
Duke Energy Carolinas LLC 5.300% 2/15/40 5,040 5,981
Duke Energy Carolinas LLC 4.250% 12/15/41 6,875 7,169
Duke Energy Carolinas LLC 4.000% 9/30/42 3,775 3,787
Duke Energy Carolinas LLC 3.750% 6/1/45 2,100 2,027
Duke Energy Carolinas LLC 3.875% 3/15/46 12,654 12,432
Duke Energy Carolinas LLC 3.700% 12/1/47 4,550 4,348
Duke Energy Carolinas LLC 3.950% 3/15/48 4,600 4,636
Duke Energy Corp. 5.050% 9/15/19 2,225 2,297
Duke Energy Corp. 3.550% 9/15/21 100 101
Duke Energy Corp. 2.400% 8/15/22 11,385 10,925
Duke Energy Corp. 3.050% 8/15/22 5,090 5,015
Duke Energy Corp. 3.950% 10/15/23 1,850 1,882
Duke Energy Corp. 3.750% 4/15/24 7,025 7,027
Duke Energy Corp. 2.650% 9/1/26 6,105 5,557
Duke Energy Corp. 3.150% 8/15/27 8,875 8,341
Duke Energy Corp. 4.800% 12/15/45 4,516 4,857
Duke Energy Corp. 3.750% 9/1/46 8,842 8,022
Duke Energy Corp. 3.950% 8/15/47 8,800 8,220
4 Duke Energy Florida LLC 2.100% 12/15/19 2,800 2,785
Duke Energy Florida LLC 3.200% 1/15/27 9,225 9,028
Duke Energy Florida LLC 6.350% 9/15/37 775 1,034
Duke Energy Florida LLC 6.400% 6/15/38 4,975 6,644
Duke Energy Florida LLC 5.650% 4/1/40 4,100 5,070
Duke Energy Florida LLC 3.400% 10/1/46 5,465 4,945
4 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 905 890
4 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 1,800 1,738
4 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 3,025 2,855
4 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 1,500 1,357

 

 

4 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 2,575 2,390
Duke Energy Indiana LLC 3.750% 7/15/20 2,275 2,322
Duke Energy Indiana LLC 6.120% 10/15/35 2,740 3,451
Duke Energy Indiana LLC 6.350% 8/15/38 3,575 4,750
Duke Energy Indiana LLC 4.900% 7/15/43 2,450 2,765
Duke Energy Indiana LLC 3.750% 5/15/46 14,700 14,108
Duke Energy Ohio Inc. 3.800% 9/1/23 100 103
Duke Energy Ohio Inc. 3.700% 6/15/46 3,275 3,155
Duke Energy Progress LLC 3.000% 9/15/21 5,756 5,752
Duke Energy Progress LLC 2.800% 5/15/22 10,745 10,644
Duke Energy Progress LLC 3.250% 8/15/25 3,050 3,024
Duke Energy Progress LLC 6.300% 4/1/38 3,025 3,959
Duke Energy Progress LLC 4.100% 5/15/42 3,925 3,979
Duke Energy Progress LLC 4.100% 3/15/43 2,100 2,117
Duke Energy Progress LLC 4.375% 3/30/44 10,150 10,745
Duke Energy Progress LLC 4.150% 12/1/44 4,475 4,577
Duke Energy Progress LLC 4.200% 8/15/45 50 52
Duke Energy Progress LLC 3.700% 10/15/46 3,500 3,317
Duke Energy Progress LLC 3.600% 9/15/47 375 354
Edison International 2.125% 4/15/20 6,000 5,880
Edison International 2.400% 9/15/22 1,500 1,452
Edison International 2.950% 3/15/23 7,675 7,405
Edison International 4.125% 3/15/28 4,700 4,727
El Paso Electric Co. 6.000% 5/15/35 800 939
El Paso Electric Co. 5.000% 12/1/44 3,100 3,197
Emera US Finance LP 2.150% 6/15/19 1,250 1,240
Emera US Finance LP 2.700% 6/15/21 6,425 6,277
Emera US Finance LP 3.550% 6/15/26 6,250 5,986
Emera US Finance LP 4.750% 6/15/46 18,275 18,260
Enel Americas SA 4.000% 10/25/26 1,100 1,069
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,415
Entergy Arkansas Inc. 3.500% 4/1/26 4,000 3,991
Entergy Corp. 4.000% 7/15/22 5,900 6,001
Entergy Corp. 2.950% 9/1/26 5,850 5,441
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 8,450 8,624
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,000 1,123
Entergy Louisiana LLC 4.050% 9/1/23 5,650 5,795
Entergy Louisiana LLC 5.400% 11/1/24 3,077 3,389
Entergy Louisiana LLC 2.400% 10/1/26 5,625 5,149
Entergy Louisiana LLC 3.120% 9/1/27 4,600 4,427
Entergy Louisiana LLC 3.250% 4/1/28 4,700 4,539
Entergy Louisiana LLC 3.050% 6/1/31 13,505 12,605
Entergy Louisiana LLC 4.000% 3/15/33 7,195 7,306
Entergy Louisiana LLC 4.950% 1/15/45 5,250 5,367
Entergy Mississippi Inc. 2.850% 6/1/28 8,225 7,688
Eversource Energy 4.500% 11/15/19 10,232 10,497
Eversource Energy 2.500% 3/15/21 2,000 1,966
Eversource Energy 2.750% 3/15/22 3,425 3,350
Eversource Energy 2.900% 10/1/24 2,800 2,686
Eversource Energy 3.300% 1/15/28 3,750 3,597
Exelon Corp. 2.850% 6/15/20 1,625 1,610
Exelon Corp. 2.450% 4/15/21 1,000 971
Exelon Corp. 3.497% 6/1/22 3,000 2,968
Exelon Corp. 3.950% 6/15/25 11,550 11,561
Exelon Corp. 3.400% 4/15/26 7,075 6,808
Exelon Corp. 4.950% 6/15/35 5,400 5,872
Exelon Corp. 5.625% 6/15/35 3,650 4,342

 

 

Exelon Corp. 5.100% 6/15/45 4,900 5,437
Exelon Corp. 4.450% 4/15/46 7,025 7,185
Exelon Generation Co. LLC 2.950% 1/15/20 4,925 4,906
Exelon Generation Co. LLC 4.000% 10/1/20 4,300 4,372
Exelon Generation Co. LLC 3.400% 3/15/22 6,400 6,373
Exelon Generation Co. LLC 4.250% 6/15/22 4,225 4,350
Exelon Generation Co. LLC 6.250% 10/1/39 3,000 3,262
Exelon Generation Co. LLC 5.750% 10/1/41 5,250 5,394
Exelon Generation Co. LLC 5.600% 6/15/42 8,148 8,378
FirstEnergy Corp. 2.850% 7/15/22 5,050 4,890
FirstEnergy Corp. 4.250% 3/15/23 4,200 4,276
FirstEnergy Corp. 3.900% 7/15/27 11,275 11,048
FirstEnergy Corp. 7.375% 11/15/31 13,122 17,242
FirstEnergy Corp. 4.850% 7/15/47 7,775 8,125
Florida Power & Light Co. 2.750% 6/1/23 2,400 2,349
Florida Power & Light Co. 3.250% 6/1/24 2,800 2,810
Florida Power & Light Co. 5.625% 4/1/34 1,450 1,764
Florida Power & Light Co. 5.650% 2/1/37 879 1,078
Florida Power & Light Co. 5.950% 2/1/38 3,250 4,185
Florida Power & Light Co. 5.960% 4/1/39 9,900 12,823
Florida Power & Light Co. 5.250% 2/1/41 975 1,168
Florida Power & Light Co. 4.125% 2/1/42 11,725 12,095
Florida Power & Light Co. 4.050% 6/1/42 4,600 4,722
Florida Power & Light Co. 3.800% 12/15/42 5,335 5,310
Florida Power & Light Co. 4.050% 10/1/44 2,973 3,051
Florida Power & Light Co. 3.700% 12/1/47 5,625 5,491
Florida Power & Light Co. 3.950% 3/1/48 11,345 11,515
Fortis Inc. 2.100% 10/4/21 3,900 3,729
Fortis Inc. 3.055% 10/4/26 28,475 26,312
Georgia Power Co. 2.000% 3/30/20 3,150 3,108
Georgia Power Co. 2.000% 9/8/20 12,900 12,604
Georgia Power Co. 2.400% 4/1/21 2,200 2,160
Georgia Power Co. 2.850% 5/15/22 1,900 1,868
Georgia Power Co. 3.250% 4/1/26 8,250 8,004
Georgia Power Co. 3.250% 3/30/27 3,500 3,382
Georgia Power Co. 5.650% 3/1/37 200 232
Georgia Power Co. 5.950% 2/1/39 1,400 1,711
Georgia Power Co. 5.400% 6/1/40 5,000 5,757
Georgia Power Co. 4.750% 9/1/40 4,975 5,310
Georgia Power Co. 4.300% 3/15/42 9,815 9,963
Georgia Power Co. 4.300% 3/15/43 3,910 3,952
Gulf Power Co. 3.300% 5/30/27 2,325 2,261
Iberdrola International BV 6.750% 7/15/36 3,735 4,766
Indiana Michigan Power Co. 6.050% 3/15/37 2,975 3,667
Indiana Michigan Power Co. 4.550% 3/15/46 1,250 1,320
Indiana Michigan Power Co. 3.750% 7/1/47 4,875 4,610
Interstate Power & Light Co. 3.250% 12/1/24 5,050 4,971
Interstate Power & Light Co. 6.250% 7/15/39 2,475 3,184
Interstate Power & Light Co. 3.700% 9/15/46 2,925 2,767
9 ITC Holdings Corp. 2.700% 11/15/22 3,445 3,331
ITC Holdings Corp. 3.650% 6/15/24 3,589 3,561
ITC Holdings Corp. 3.250% 6/30/26 1,965 1,886
9 ITC Holdings Corp. 3.350% 11/15/27 4,025 3,838
ITC Holdings Corp. 5.300% 7/1/43 5,431 6,304
4 John Sevier Combined Cycle Generation        
LLC 4.626% 1/15/42 2,851 3,022
Kansas City Power & Light Co. 3.150% 3/15/23 2,600 2,554

 

 

Kansas City Power & Light Co. 6.050% 11/15/35 125 155
Kansas City Power & Light Co. 5.300% 10/1/41 4,845 5,526
Kansas City Power & Light Co. 4.200% 6/15/47 5,500 5,445
Kansas City Power & Light Co. 4.200% 3/15/48 5,025 5,081
Kentucky Utilities Co. 3.250% 11/1/20 4,895 4,921
Kentucky Utilities Co. 5.125% 11/1/40 4,380 5,141
LG&E & KU Energy LLC 3.750% 11/15/20 1,625 1,646
LG&E & KU Energy LLC 4.375% 10/1/21 5,190 5,350
Louisville Gas & Electric Co. 3.300% 10/1/25 2,400 2,363
MidAmerican Energy Co. 3.500% 10/15/24 10,000 10,097
MidAmerican Energy Co. 3.100% 5/1/27 3,050 2,948
MidAmerican Energy Co. 6.750% 12/30/31 4,050 5,247
MidAmerican Energy Co. 5.750% 11/1/35 1,575 1,918
MidAmerican Energy Co. 5.800% 10/15/36 1,450 1,789
MidAmerican Energy Co. 4.800% 9/15/43 2,385 2,692
MidAmerican Energy Co. 4.400% 10/15/44 3,850 4,107
MidAmerican Energy Co. 4.250% 5/1/46 3,605 3,794
MidAmerican Energy Co. 3.950% 8/1/47 4,500 4,531
MidAmerican Energy Co. 3.650% 8/1/48 6,775 6,504
Mississippi Power Co. 4.250% 3/15/42 4,350 4,204
National Rural Utilities Cooperative Finance        
Corp. 1.500% 11/1/19 632 621
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 4,250 4,233
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,075 3,039
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 8,975 8,910
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 4,004 3,958
National Rural Utilities Cooperative Finance        
Corp. 2.900% 3/15/21 2,475 2,468
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 6,510 6,478
National Rural Utilities Cooperative Finance        
Corp. 2.400% 4/25/22 3,500 3,391
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 3,050 2,952
National Rural Utilities Cooperative Finance        
Corp. 3.400% 11/15/23 3,400 3,406
National Rural Utilities Cooperative Finance        
Corp. 2.950% 2/7/24 6,200 6,041
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,500 4,334
National Rural Utilities Cooperative Finance        
Corp. 3.050% 4/25/27 2,150 2,057
National Rural Utilities Cooperative Finance        
Corp. 3.400% 2/7/28 6,175 6,148
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 1,513 2,135
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 7,378 7,533
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 50 51
4 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 2,900 3,075
Nevada Power Co. 6.650% 4/1/36 965 1,286

 

 

Nevada Power Co. 6.750% 7/1/37 1,475 1,987
NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 9,350 9,308
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 6,500 6,468
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 950 951
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 910 942
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 14,280 13,865
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 10,000 9,695
4 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 5,090 4,874
Northern States Power Co. 2.200% 8/15/20 1,700 1,675
Northern States Power Co. 2.150% 8/15/22 75 72
Northern States Power Co. 2.600% 5/15/23 1,280 1,247
Northern States Power Co. 6.250% 6/1/36 840 1,096
Northern States Power Co. 6.200% 7/1/37 1,845 2,393
Northern States Power Co. 5.350% 11/1/39 3,295 3,945
Northern States Power Co. 3.400% 8/15/42 2,645 2,444
Northern States Power Co. 4.125% 5/15/44 5,850 6,045
Northern States Power Co. 4.000% 8/15/45 1,200 1,224
Northern States Power Co. 3.600% 5/15/46 3,075 2,944
NorthWestern Corp. 4.176% 11/15/44 2,425 2,467
NSTAR Electric Co. 2.375% 10/15/22 5,475 5,280
NSTAR Electric Co. 3.200% 5/15/27 6,000 5,850
NSTAR Electric Co. 5.500% 3/15/40 3,655 4,397
NV Energy Inc. 6.250% 11/15/20 9,360 10,067
Oglethorpe Power Corp. 5.950% 11/1/39 500 611
Oglethorpe Power Corp. 5.375% 11/1/40 7,195 8,221
Oglethorpe Power Corp. 5.250% 9/1/50 2,355 2,570
Ohio Edison Co. 6.875% 7/15/36 4,000 5,295
Ohio Power Co. 5.375% 10/1/21 5,975 6,418
Oklahoma Gas & Electric Co. 4.150% 4/1/47 2,215 2,295
Oklahoma Gas & Electric Co. 3.850% 8/15/47 9,475 9,247
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 2,125 2,110
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,615 3,739
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 2,975 2,890
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 4,420 5,880
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 205
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 2,800 4,044
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 3,500 4,168
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 7,540 8,207
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 3,825 4,607
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 4,893 4,740
9 Oncor Electric Delivery Co. LLC 3.800% 9/30/47 2,650 2,590
Pacific Gas & Electric Co. 3.500% 10/1/20 5,790 5,829
Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 4,507
Pacific Gas & Electric Co. 2.450% 8/15/22 6,967 6,667
Pacific Gas & Electric Co. 3.250% 6/15/23 3,175 3,122
Pacific Gas & Electric Co. 3.850% 11/15/23 1,200 1,216
Pacific Gas & Electric Co. 3.750% 2/15/24 3,175 3,174
Pacific Gas & Electric Co. 3.400% 8/15/24 3,225 3,161
Pacific Gas & Electric Co. 3.500% 6/15/25 5,575 5,401
Pacific Gas & Electric Co. 2.950% 3/1/26 1,200 1,121
Pacific Gas & Electric Co. 3.300% 3/15/27 3,300 3,132
9 Pacific Gas & Electric Co. 3.300% 12/1/27 11,150 10,569
Pacific Gas & Electric Co. 6.050% 3/1/34 23,449 27,843
Pacific Gas & Electric Co. 5.800% 3/1/37 10,259 12,053
Pacific Gas & Electric Co. 6.350% 2/15/38 4,000 4,959
Pacific Gas & Electric Co. 6.250% 3/1/39 5,383 6,593
Pacific Gas & Electric Co. 4.450% 4/15/42 13,077 13,097

 

 

Pacific Gas & Electric Co. 4.600% 6/15/43 3,826 3,894
Pacific Gas & Electric Co. 5.125% 11/15/43 2,850 3,072
Pacific Gas & Electric Co. 4.750% 2/15/44 3,080 3,191
Pacific Gas & Electric Co. 4.300% 3/15/45 4,600 4,459
Pacific Gas & Electric Co. 4.250% 3/15/46 7,375 7,069
Pacific Gas & Electric Co. 4.000% 12/1/46 6,075 5,666
9 Pacific Gas & Electric Co. 3.950% 12/1/47 6,900 6,372
PacifiCorp 2.950% 2/1/22 5,875 5,876
PacifiCorp 3.600% 4/1/24 4,350 4,382
PacifiCorp 7.700% 11/15/31 985 1,372
PacifiCorp 5.250% 6/15/35 2,875 3,340
PacifiCorp 6.100% 8/1/36 2,750 3,476
PacifiCorp 5.750% 4/1/37 10,875 13,309
PacifiCorp 6.250% 10/15/37 1,100 1,426
PacifiCorp 6.350% 7/15/38 2,650 3,505
PacifiCorp 6.000% 1/15/39 100 128
PacifiCorp 4.100% 2/1/42 4,250 4,348
PECO Energy Co. 2.375% 9/15/22 6,354 6,176
PECO Energy Co. 5.950% 10/1/36 3,900 4,838
PECO Energy Co. 4.150% 10/1/44 2,040 2,131
Pinnacle West Capital Corp. 2.250% 11/30/20 3,050 2,979
PNM Resources Inc. 3.250% 3/9/21 2,290 2,287
Potomac Electric Power Co. 3.600% 3/15/24 200 202
Potomac Electric Power Co. 6.500% 11/15/37 4,068 5,405
Potomac Electric Power Co. 4.150% 3/15/43 4,200 4,306
PPL Capital Funding Inc. 4.200% 6/15/22 6,646 6,833
PPL Capital Funding Inc. 3.500% 12/1/22 490 490
PPL Capital Funding Inc. 3.400% 6/1/23 10,900 10,801
PPL Capital Funding Inc. 3.950% 3/15/24 275 279
PPL Capital Funding Inc. 3.100% 5/15/26 5,000 4,719
PPL Capital Funding Inc. 4.700% 6/1/43 4,050 4,259
PPL Capital Funding Inc. 5.000% 3/15/44 4,324 4,712
PPL Capital Funding Inc. 4.000% 9/15/47 3,425 3,299
PPL Electric Utilities Corp. 3.000% 9/15/21 3,065 3,060
PPL Electric Utilities Corp. 6.250% 5/15/39 1,075 1,405
PPL Electric Utilities Corp. 4.750% 7/15/43 3,910 4,342
PPL Electric Utilities Corp. 4.125% 6/15/44 1,825 1,874
PPL Electric Utilities Corp. 4.150% 10/1/45 2,800 2,875
PPL Electric Utilities Corp. 3.950% 6/1/47 3,450 3,456
Progress Energy Inc. 4.875% 12/1/19 150 155
Progress Energy Inc. 4.400% 1/15/21 7,667 7,873
Progress Energy Inc. 3.150% 4/1/22 12,800 12,647
Progress Energy Inc. 7.750% 3/1/31 200 272
Progress Energy Inc. 7.000% 10/30/31 2,300 3,002
Progress Energy Inc. 6.000% 12/1/39 6,652 8,290
PSEG Power LLC 5.125% 4/15/20 415 432
PSEG Power LLC 3.000% 6/15/21 1,675 1,668
PSEG Power LLC 8.625% 4/15/31 2,725 3,587
Public Service Co. of Colorado 5.125% 6/1/19 3,725 3,820
Public Service Co. of Colorado 3.200% 11/15/20 6,225 6,268
Public Service Co. of Colorado 6.500% 8/1/38 75 101
Public Service Co. of Colorado 3.600% 9/15/42 850 817
Public Service Co. of Colorado 4.300% 3/15/44 4,575 4,834
Public Service Co. of Colorado 3.800% 6/15/47 6,000 5,896
Public Service Co. of New Hampshire 3.500% 11/1/23 875 879
Public Service Co. of Oklahoma 5.150% 12/1/19 650 673
Public Service Electric & Gas Co. 1.900% 3/15/21 6,575 6,374

 

 

Public Service Electric & Gas Co. 2.375% 5/15/23 3,100 2,978
Public Service Electric & Gas Co. 3.000% 5/15/25 1,170 1,140
Public Service Electric & Gas Co. 2.250% 9/15/26 3,055 2,800
Public Service Electric & Gas Co. 3.000% 5/15/27 3,000 2,876
Public Service Electric & Gas Co. 5.800% 5/1/37 875 1,085
Public Service Electric & Gas Co. 3.950% 5/1/42 3,800 3,800
Public Service Electric & Gas Co. 3.650% 9/1/42 650 626
Public Service Electric & Gas Co. 3.800% 3/1/46 14,050 13,907
Public Service Electric & Gas Co. 3.600% 12/1/47 2,800 2,641
Public Service Enterprise Group Inc. 1.600% 11/15/19 231 227
Public Service Enterprise Group Inc. 2.650% 11/15/22 4,775 4,612
Puget Energy Inc. 6.500% 12/15/20 4,050 4,373
Puget Energy Inc. 6.000% 9/1/21 3,825 4,109
Puget Energy Inc. 5.625% 7/15/22 2,425 2,602
Puget Energy Inc. 3.650% 5/15/25 4,300 4,220
Puget Sound Energy Inc. 6.274% 3/15/37 3,850 4,990
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,750
Puget Sound Energy Inc. 5.795% 3/15/40 1,610 2,022
Puget Sound Energy Inc. 5.638% 4/15/41 925 1,163
Puget Sound Energy Inc. 4.300% 5/20/45 7,375 7,867
San Diego Gas & Electric Co. 3.000% 8/15/21 1,350 1,347
San Diego Gas & Electric Co. 6.000% 6/1/39 2,461 3,163
San Diego Gas & Electric Co. 4.500% 8/15/40 3,970 4,348
San Diego Gas & Electric Co. 3.750% 6/1/47 5,000 4,896
SCANA Corp. 4.750% 5/15/21 1,075 1,096
Sierra Pacific Power Co. 2.600% 5/1/26 11,605 10,811
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 3,104
South Carolina Electric & Gas Co. 5.300% 5/15/33 400 439
South Carolina Electric & Gas Co. 6.050% 1/15/38 7,892 9,379
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,525 1,721
South Carolina Electric & Gas Co. 4.350% 2/1/42 2,500 2,471
South Carolina Electric & Gas Co. 4.600% 6/15/43 5,758 5,853
South Carolina Electric & Gas Co. 4.100% 6/15/46 3,450 3,300
South Carolina Electric & Gas Co. 4.500% 6/1/64 10,065 9,669
South Carolina Electric & Gas Co. 5.100% 6/1/65 3,800 4,035
Southern California Edison Co. 2.900% 3/1/21 10,000 10,000
Southern California Edison Co. 3.875% 6/1/21 3,789 3,881
4 Southern California Edison Co. 1.845% 2/1/22 2,000 1,921
Southern California Edison Co. 2.400% 2/1/22 2,700 2,624
Southern California Edison Co. 3.500% 10/1/23 10,600 10,698
Southern California Edison Co. 3.650% 3/1/28 7,000 7,009
Southern California Edison Co. 6.650% 4/1/29 850 1,043
Southern California Edison Co. 6.000% 1/15/34 3,600 4,432
Southern California Edison Co. 5.750% 4/1/35 800 974
Southern California Edison Co. 5.350% 7/15/35 4,485 5,229
Southern California Edison Co. 5.550% 1/15/36 500 587
Southern California Edison Co. 5.625% 2/1/36 1,875 2,242
Southern California Edison Co. 5.950% 2/1/38 2,775 3,489
Southern California Edison Co. 6.050% 3/15/39 1,460 1,858
Southern California Edison Co. 4.500% 9/1/40 6,882 7,304
Southern California Edison Co. 4.050% 3/15/42 6,600 6,610
Southern California Edison Co. 3.900% 3/15/43 2,975 2,938
Southern California Edison Co. 4.650% 10/1/43 6,075 6,611
Southern California Edison Co. 3.600% 2/1/45 2,200 2,053
Southern California Edison Co. 4.000% 4/1/47 5,200 5,209
Southern California Edison Co. 4.125% 3/1/48 5,600 5,707
Southern Co. 1.850% 7/1/19 3,515 3,482

 

 

Southern Co. 2.150% 9/1/19 1,675 1,658
Southern Co. 2.750% 6/15/20 2,450 2,431
Southern Co. 2.350% 7/1/21 13,600 13,209
Southern Co. 2.950% 7/1/23 7,700 7,479
Southern Co. 3.250% 7/1/26 15,855 15,162
Southern Co. 4.250% 7/1/36 4,245 4,312
Southern Co. 4.400% 7/1/46 15,255 15,218
4 Southern Co. 5.500% 3/15/57 1,400 1,444
Southern Power Co. 1.950% 12/15/19 1,400 1,381
Southern Power Co. 2.375% 6/1/20 500 492
Southern Power Co. 2.500% 12/15/21 5,050 4,889
Southern Power Co. 4.150% 12/1/25 2,025 2,075
Southern Power Co. 5.150% 9/15/41 5,815 6,219
Southern Power Co. 5.250% 7/15/43 5,650 6,116
Southern Power Co. 4.950% 12/15/46 3,475 3,594
Southwestern Electric Power Co. 2.750% 10/1/26 4,800 4,446
Southwestern Electric Power Co. 6.200% 3/15/40 25 32
Southwestern Electric Power Co. 3.900% 4/1/45 6,831 6,545
Southwestern Electric Power Co. 3.850% 2/1/48 6,550 6,253
Southwestern Public Service Co. 3.300% 6/15/24 200 199
Southwestern Public Service Co. 4.500% 8/15/41 4,164 4,485
Southwestern Public Service Co. 3.400% 8/15/46 14,275 12,989
Southwestern Public Service Co. 3.700% 8/15/47 9,075 8,653
Tampa Electric Co. 5.400% 5/15/21 2,590 2,750
Tampa Electric Co. 2.600% 9/15/22 1,000 968
Tampa Electric Co. 6.550% 5/15/36 1,130 1,456
Tampa Electric Co. 4.350% 5/15/44 3,500 3,600
TECO Finance Inc. 5.150% 3/15/20 4,862 5,035
Toledo Edison Co. 6.150% 5/15/37 2,769 3,379
TransAlta Corp. 4.500% 11/15/22 2,050 2,063
TransAlta Corp. 6.500% 3/15/40 2,768 2,744
Tucson Electric Power Co. 3.050% 3/15/25 2,000 1,925
UIL Holdings Corp. 4.625% 10/1/20 4,400 4,565
Union Electric Co. 3.500% 4/15/24 4,365 4,445
Union Electric Co. 2.950% 6/15/27 9,475 9,015
Union Electric Co. 5.300% 8/1/37 3,244 3,755
Union Electric Co. 8.450% 3/15/39 2,300 3,592
Union Electric Co. 3.900% 9/15/42 175 174
Union Electric Co. 3.650% 4/15/45 1,825 1,752
Virginia Electric & Power Co. 2.950% 1/15/22 2,025 2,009
Virginia Electric & Power Co. 3.450% 9/1/22 10,595 10,643
Virginia Electric & Power Co. 2.750% 3/15/23 6,125 5,985
Virginia Electric & Power Co. 3.450% 2/15/24 5,390 5,397
Virginia Electric & Power Co. 3.100% 5/15/25 3,450 3,346
Virginia Electric & Power Co. 3.150% 1/15/26 8,145 7,912
Virginia Electric & Power Co. 2.950% 11/15/26 3,532 3,365
Virginia Electric & Power Co. 3.500% 3/15/27 6,550 6,454
Virginia Electric & Power Co. 3.800% 4/1/28 6,000 6,053
Virginia Electric & Power Co. 6.000% 1/15/36 2,840 3,513
Virginia Electric & Power Co. 6.000% 5/15/37 4,525 5,629
Virginia Electric & Power Co. 6.350% 11/30/37 3,000 3,891
Virginia Electric & Power Co. 4.000% 1/15/43 18,375 18,233
Virginia Electric & Power Co. 4.650% 8/15/43 325 353
Virginia Electric & Power Co. 4.450% 2/15/44 5,295 5,589
Virginia Electric & Power Co. 4.200% 5/15/45 2,750 2,799
Virginia Electric & Power Co. 4.000% 11/15/46 7,500 7,387
Virginia Electric & Power Co. 3.800% 9/15/47 4,175 4,025

 

 

WEC Energy Group Inc. 2.450% 6/15/20 2,075 2,050
WEC Energy Group Inc. 3.550% 6/15/25 2,900 2,870
Westar Energy Inc. 2.550% 7/1/26 6,250 5,814
Westar Energy Inc. 3.100% 4/1/27 4,500 4,347
Westar Energy Inc. 4.125% 3/1/42 4,960 5,125
Westar Energy Inc. 4.100% 4/1/43 3,455 3,548
Westar Energy Inc. 4.250% 12/1/45 750 789
Wisconsin Electric Power Co. 5.625% 5/15/33 150 178
Wisconsin Electric Power Co. 5.700% 12/1/36 100 121
Wisconsin Electric Power Co. 4.250% 6/1/44 1,405 1,477
Wisconsin Electric Power Co. 4.300% 12/15/45 2,500 2,629
Wisconsin Power & Light Co. 3.050% 10/15/27 2,300 2,209
Wisconsin Power & Light Co. 6.375% 8/15/37 2,150 2,823
Wisconsin Public Service Corp. 3.671% 12/1/42 2,150 2,016
Wisconsin Public Service Corp. 4.752% 11/1/44 2,175 2,443
Xcel Energy Inc. 4.700% 5/15/20 4,370 4,487
Xcel Energy Inc. 2.400% 3/15/21 7,725 7,575
Xcel Energy Inc. 2.600% 3/15/22 4,250 4,146
Xcel Energy Inc. 3.300% 6/1/25 9,900 9,650
Xcel Energy Inc. 3.350% 12/1/26 3,325 3,222
Xcel Energy Inc. 6.500% 7/1/36 986 1,279
 
Natural Gas (0.1%)        
Atmos Energy Corp. 3.000% 6/15/27 4,900 4,681
Atmos Energy Corp. 5.500% 6/15/41 4,075 4,934
Atmos Energy Corp. 4.150% 1/15/43 100 101
Atmos Energy Corp. 4.125% 10/15/44 5,425 5,581
CenterPoint Energy Resources Corp. 4.500% 1/15/21 7,051 7,266
CenterPoint Energy Resources Corp. 3.550% 4/1/23 2,500 2,506
CenterPoint Energy Resources Corp. 4.000% 4/1/28 2,550 2,564
CenterPoint Energy Resources Corp. 5.850% 1/15/41 2,075 2,557
CenterPoint Energy Resources Corp. 4.100% 9/1/47 2,525 2,458
NiSource Finance Corp. 5.450% 9/15/20 800 842
NiSource Finance Corp. 2.650% 11/17/22 2,850 2,758
NiSource Finance Corp. 3.490% 5/15/27 7,350 7,102
NiSource Finance Corp. 5.950% 6/15/41 10,447 12,529
Nisource Finance Corp. 5.250% 2/15/43 2,720 3,028
NiSource Finance Corp. 4.800% 2/15/44 3,300 3,497
NiSource Finance Corp. 5.650% 2/1/45 767 900
NiSource Finance Corp. 4.375% 5/15/47 7,375 7,393
ONE Gas Inc. 4.658% 2/1/44 1,525 1,691
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 1,225 1,349
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,350 4,078
Sempra Energy 1.625% 10/7/19 4,250 4,182
Sempra Energy 2.400% 2/1/20 4,350 4,305
Sempra Energy 2.400% 3/15/20 3,350 3,308
Sempra Energy 2.850% 11/15/20 4,250 4,215
Sempra Energy 2.875% 10/1/22 2,450 2,396
Sempra Energy 2.900% 2/1/23 4,625 4,528
Sempra Energy 4.050% 12/1/23 11,835 12,127
Sempra Energy 3.750% 11/15/25 12,905 12,843
Sempra Energy 3.250% 6/15/27 7,570 7,185
Sempra Energy 3.400% 2/1/28 8,700 8,290
Sempra Energy 3.800% 2/1/38 9,875 9,289
Sempra Energy 6.000% 10/15/39 7,050 8,643
Sempra Energy 4.000% 2/1/48 6,750 6,298
Southern California Gas Co. 3.150% 9/15/24 4,200 4,172

 

 

Southern California Gas Co. 3.200% 6/15/25 560 554
Southern California Gas Co. 2.600% 6/15/26 11,376 10,664
Southern California Gas Co. 3.750% 9/15/42 3,325 3,247
Southern Co. Gas Capital Corp. 5.250% 8/15/19 1,600 1,649
Southern Co. Gas Capital Corp. 3.500% 9/15/21 680 680
Southern Co. Gas Capital Corp. 3.250% 6/15/26 2,800 2,692
Southern Co. Gas Capital Corp. 5.875% 3/15/41 5,475 6,511
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,000 998
Southern Co. Gas Capital Corp. 3.950% 10/1/46 4,400 4,163
Southern Co. Gas Capital Corp. 4.400% 5/30/47 14,650 14,771
Southwest Gas Corp. 3.700% 4/1/28 2,500 2,516
Southwest Gas Corp. 3.800% 9/29/46 2,600 2,491
Washington Gas Light Co. 3.796% 9/15/46 3,550 3,445
 
Other Utility (0.0%)        
American Water Capital Corp. 3.850% 3/1/24 75 76
American Water Capital Corp. 3.400% 3/1/25 4,500 4,481
American Water Capital Corp. 2.950% 9/1/27 5,000 4,740
American Water Capital Corp. 6.593% 10/15/37 6,150 8,301
American Water Capital Corp. 4.300% 9/1/45 1,025 1,076
American Water Capital Corp. 4.000% 12/1/46 600 588
American Water Capital Corp. 3.750% 9/1/47 9,825 9,529
United Utilities plc 6.875% 8/15/28 75 89
Veolia Environnement SA 6.750% 6/1/38 4,225 5,387
 
        2,944,631
Total Corporate Bonds (Cost $41,969,919)       41,846,906
Sovereign Bonds (5.0%)        
African Development Bank 1.000% 5/15/19 11,000 10,851
African Development Bank 1.375% 2/12/20 5,700 5,595
African Development Bank 1.875% 3/16/20 23,100 22,841
African Development Bank 2.625% 3/22/21 7,375 7,372
African Development Bank 1.250% 7/26/21 6,800 6,495
African Development Bank 2.375% 9/23/21 13,500 13,368
African Development Bank 2.125% 11/16/22 32,000 31,092
Agricultural Bank of China Ltd. 2.750% 5/21/20 2,000 1,981
Asian Development Bank 1.875% 4/12/19 13,500 13,450
Asian Development Bank 1.000% 8/16/19 7,250 7,125
Asian Development Bank 1.750% 1/10/20 17,500 17,308
Asian Development Bank 1.500% 1/22/20 10,400 10,235
Asian Development Bank 1.375% 3/23/20 2,750 2,695
Asian Development Bank 1.625% 5/5/20 91,175 89,613
Asian Development Bank 2.250% 1/20/21 22,400 22,213
Asian Development Bank 1.625% 3/16/21 8,300 8,073
Asian Development Bank 1.750% 6/8/21 13,550 13,184
Asian Development Bank 2.125% 11/24/21 700 687
Asian Development Bank 2.000% 2/16/22 53,650 52,271
Asian Development Bank 1.875% 2/18/22 15,700 15,235
Asian Development Bank 1.750% 9/13/22 26,115 25,015
Asian Development Bank 2.750% 3/17/23 50,000 49,854
Asian Development Bank 2.000% 1/22/25 10,750 10,176
Asian Development Bank 2.000% 4/24/26 4,700 4,410
Asian Development Bank 2.625% 1/12/27 7,250 7,078
Asian Development Bank 2.375% 8/10/27 5,265 5,022
Asian Development Bank 6.220% 8/15/27 2,175 2,700
Asian Development Bank 2.500% 11/2/27 51,215 49,372

 

 

Canada 2.000% 11/15/22 36,950 35,844
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 14,450 13,890
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 8,000 7,913
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 22,100 21,286
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 15,000 15,222
Corp. Andina de Fomento 2.000% 5/10/19 9,600 9,530
Corp. Andina de Fomento 8.125% 6/4/19 12,325 13,098
Corp. Andina de Fomento 2.200% 7/18/20 14,000 13,811
Corp. Andina de Fomento 4.375% 6/15/22 34,419 36,032
Corp. Andina de Fomento 2.750% 1/6/23 10,350 10,135
Council Of Europe Development Bank 1.500% 5/17/19 5,300 5,254
Council Of Europe Development Bank 1.750% 11/14/19 5,000 4,948
Council Of Europe Development Bank 1.625% 3/10/20 15,500 15,252
Council Of Europe Development Bank 1.625% 3/16/21 4,600 4,469
Council Of Europe Development Bank 2.625% 2/13/23 20,500 20,353
Ecopetrol SA 5.875% 9/18/23 13,250 14,178
Ecopetrol SA 4.125% 1/16/25 16,775 16,272
Ecopetrol SA 5.375% 6/26/26 13,000 13,520
Ecopetrol SA 7.375% 9/18/43 6,000 7,005
Ecopetrol SA 5.875% 5/28/45 12,825 12,633
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 5,000 4,955
European Bank for Reconstruction &        
Development 1.750% 6/14/19 21,525 21,394
European Bank for Reconstruction &        
Development 0.875% 7/22/19 7,900 7,754
European Bank for Reconstruction &        
Development 1.750% 11/26/19 12,925 12,799
European Bank for Reconstruction &        
Development 1.500% 3/16/20 10,750 10,565
European Bank for Reconstruction &        
Development 2.000% 2/1/21 35,000 34,439
European Bank for Reconstruction &        
Development 1.875% 7/15/21 5,200 5,072
European Bank for Reconstruction &        
Development 1.875% 2/23/22 14,300 13,860
European Bank for Reconstruction &        
Development 2.750% 3/7/23 21,275 21,267
European Investment Bank 1.750% 6/17/19 63,120 62,729
European Investment Bank 1.125% 8/15/19 11,695 11,504
European Investment Bank 1.625% 3/16/20 63,100 62,094
European Investment Bank 1.750% 5/15/20 42,650 42,019
European Investment Bank 1.375% 6/15/20 31,675 30,929
European Investment Bank 1.625% 8/14/20 64,000 62,662
European Investment Bank 2.875% 9/15/20 17,650 17,789
European Investment Bank 1.625% 12/15/20 21,800 21,259
European Investment Bank 4.000% 2/16/21 12,150 12,623
European Investment Bank 2.000% 3/15/21 42,850 42,111
European Investment Bank 2.500% 4/15/21 23,700 23,617
European Investment Bank 2.375% 5/13/21 70,200 69,687
European Investment Bank 1.375% 9/15/21 2,000 1,913
European Investment Bank 2.125% 10/15/21 7,600 7,460
European Investment Bank 2.250% 3/15/22 75,150 73,769
European Investment Bank 2.375% 6/15/22 40,100 39,516
European Investment Bank 2.250% 8/15/22 21,100 20,657
European Investment Bank 2.000% 12/15/22 20,867 20,142
European Investment Bank 2.500% 3/15/23 57,300 56,474

 

 

  European Investment Bank 3.250% 1/29/24 42,200 43,352
  European Investment Bank 1.875% 2/10/25 10,400 9,755
  European Investment Bank 2.125% 4/13/26 30,000 28,297
  European Investment Bank 2.375% 5/24/27 8,000 7,650
  European Investment Bank 4.875% 2/15/36 8,700 10,840
9 Export Development Canada 1.500% 4/4/19 2,350 2,329
10 Export Development Canada 1.750% 8/19/19 7,000 6,945
10 Export Development Canada 1.625% 12/3/19 3,600 3,555
  Export Development Canada 1.625% 1/17/20 5,650 5,574
  Export Development Canada 1.625% 6/1/20 6,625 6,503
  Export Development Canada 2.000% 11/30/20 27,335 26,974
  Export Development Canada 1.500% 5/26/21 17,900 17,303
  Export Development Canada 1.375% 10/21/21 18,040 17,235
  Export Development Canada 2.500% 1/24/23 5,250 5,186
  Export Development Canada 2.750% 3/15/23 16,850 16,821
  Export-Import Bank of Korea 1.750% 5/26/19 5,100 5,030
  Export-Import Bank of Korea 2.375% 8/12/19 5,000 4,958
  Export-Import Bank of Korea 1.500% 10/21/19 10,000 9,768
  Export-Import Bank of Korea 5.125% 6/29/20 5,300 5,519
  Export-Import Bank of Korea 2.500% 11/1/20 16,000 15,750
  Export-Import Bank of Korea 4.000% 1/29/21 3,400 3,472
  Export-Import Bank of Korea 2.500% 5/10/21 6,000 5,858
  Export-Import Bank of Korea 4.375% 9/15/21 4,000 4,135
  Export-Import Bank of Korea 1.875% 10/21/21 13,450 12,799
  Export-Import Bank of Korea 2.750% 1/25/22 14,500 14,169
  Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,493
  Export-Import Bank of Korea 3.000% 11/1/22 8,000 7,841
  Export-Import Bank of Korea 4.000% 1/14/24 17,850 18,262
  Export-Import Bank of Korea 2.875% 1/21/25 3,000 2,855
  Export-Import Bank of Korea 3.250% 11/10/25 6,200 6,015
  Export-Import Bank of Korea 2.625% 5/26/26 6,000 5,528
  Export-Import Bank of Korea 3.250% 8/12/26 425 410
  FMS Wertmanagement AoeR 1.000% 8/16/19 11,700 11,483
11 FMS Wertmanagement AoeR 1.750% 1/24/20 21,000 20,743
  FMS Wertmanagement AoeR 1.750% 3/17/20 6,000 5,920
  FMS Wertmanagement AoeR 2.000% 8/1/22 61,000 59,111
  Hydro-Quebec 8.400% 1/15/22 3,040 3,596
  Hydro-Quebec 8.050% 7/7/24 1,150 1,440
9 Indonesia Government International Bond 4.750% 7/18/47 4,400 4,362
  Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 5,850 5,852
  Industrial & Commercial Bank of China Ltd. 2.905% 11/13/20 250 247
  Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 5,200 5,079
  Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 6,250 6,090
  Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 10,212 9,797
  Inter-American Development Bank 1.000% 5/13/19 15,100 14,892
  Inter-American Development Bank 1.125% 9/12/19 24,800 24,373
  Inter-American Development Bank 3.875% 9/17/19 17,500 17,876
  Inter-American Development Bank 1.750% 10/15/19 20,200 20,029
  Inter-American Development Bank 3.875% 2/14/20 1,800 1,848
  Inter-American Development Bank 1.625% 5/12/20 32,000 31,453
  Inter-American Development Bank 2.125% 11/9/20 10,400 10,286
  Inter-American Development Bank 1.875% 3/15/21 16,400 16,077
  Inter-American Development Bank 2.125% 1/18/22 69,250 67,814
  Inter-American Development Bank 1.750% 4/14/22 25,600 24,654
  Inter-American Development Bank 1.750% 9/14/22 30,850 29,587
  Inter-American Development Bank 2.500% 1/18/23 47,275 46,760
  Inter-American Development Bank 3.000% 10/4/23 9,050 9,133

 

 

  Inter-American Development Bank 3.000% 2/21/24 13,000 13,105
  Inter-American Development Bank 2.125% 1/15/25 14,000 13,379
  Inter-American Development Bank 7.000% 6/15/25 4,575 5,649
  Inter-American Development Bank 2.000% 6/2/26 27,625 25,918
  Inter-American Development Bank 2.375% 7/7/27 32,750 31,301
  Inter-American Development Bank 3.200% 8/7/42 3,375 3,350
  Inter-American Development Bank 4.375% 1/24/44 5,200 6,212
  International Bank for Reconstruction &        
  Development 1.375% 4/22/19 13,530 13,395
  International Bank for Reconstruction &        
  Development 1.250% 7/26/19 17,000 16,769
  International Bank for Reconstruction &        
  Development 0.875% 8/15/19 41,300 40,504
  International Bank for Reconstruction &        
  Development 1.875% 10/7/19 5,100 5,063
  International Bank for Reconstruction &        
  Development 1.125% 11/27/19 22,025 21,589
  International Bank for Reconstruction &        
  Development 1.375% 3/30/20 9,000 8,822
  International Bank for Reconstruction &        
  Development 1.875% 4/21/20 91,000 90,004
  International Bank for Reconstruction &        
  Development 1.625% 9/4/20 39,100 38,328
  International Bank for Reconstruction &        
  Development 2.125% 11/1/20 20,400 20,199
  International Bank for Reconstruction &        
  Development 1.625% 3/9/21 29,150 28,360
  International Bank for Reconstruction &        
  Development 1.375% 5/24/21 34,000 32,731
  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 10,250 10,127
  International Bank for Reconstruction &        
  Development 1.375% 9/20/21 36,310 34,775
  International Bank for Reconstruction &        
  Development 2.125% 12/13/21 15,270 14,972
  International Bank for Reconstruction &        
  Development 2.000% 1/26/22 92,000 89,635
  International Bank for Reconstruction &        
  Development 1.625% 2/10/22 28,425 27,331
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 30,020 36,529
  International Bank for Reconstruction &        
  Development 2.500% 11/25/24 34,250 33,510
  International Bank for Reconstruction &        
  Development 2.500% 7/29/25 50,000 48,789
  International Bank for Reconstruction &        
  Development 8.875% 3/1/26 450 623
  International Bank for Reconstruction &        
  Development 2.500% 11/22/27 15,000 14,457
  International Bank for Reconstruction &        
  Development 4.750% 2/15/35 2,500 3,108
  International Finance Corp. 1.750% 9/16/19 10,650 10,551
  International Finance Corp. 1.750% 3/30/20 18,225 17,980
  International Finance Corp. 1.625% 7/16/20 30 29
  International Finance Corp. 2.250% 1/25/21 22,425 22,236
  International Finance Corp. 2.125% 4/7/26 28,645 27,044
12 Japan Bank for International Cooperation 1.750% 5/29/19 900 892

 

 

12 Japan Bank for International Cooperation 2.250% 2/24/20 15,800 15,676
12 Japan Bank for International Cooperation 1.750% 5/28/20 51,300 50,285
12 Japan Bank for International Cooperation 2.125% 6/1/20 11,000 10,857
12 Japan Bank for International Cooperation 2.125% 7/21/20 11,730 11,558
12 Japan Bank for International Cooperation 2.125% 11/16/20 28,890 28,392
12 Japan Bank for International Cooperation 1.875% 4/20/21 6,600 6,413
12 Japan Bank for International Cooperation 1.500% 7/21/21 14,000 13,374
12 Japan Bank for International Cooperation 2.000% 11/4/21 14,250 13,791
12 Japan Bank for International Cooperation 2.500% 6/1/22 2,200 2,154
12 Japan Bank for International Cooperation 2.375% 7/21/22 9,340 9,108
12 Japan Bank for International Cooperation 2.375% 11/16/22 23,180 22,526
12 Japan Bank for International Cooperation 3.375% 7/31/23 225 230
12 Japan Bank for International Cooperation 3.000% 5/29/24 13,250 13,169
12 Japan Bank for International Cooperation 2.125% 2/10/25 14,500 13,596
12 Japan Bank for International Cooperation 2.375% 4/20/26 1,600 1,511
12 Japan Bank for International Cooperation 2.250% 11/4/26 18,000 16,876
12 Japan Bank for International Cooperation 2.875% 6/1/27 7,000 6,884
12 Japan Bank for International Cooperation 2.875% 7/21/27 7,300 7,114
12 Japan Bank for International Cooperation 2.750% 11/16/27 39,800 38,347
12 Japan Finance Organization for        
  Municipalities 4.000% 1/13/21 5,625 5,789
12 Japan International Cooperation Agency 2.750% 4/27/27 8,400 8,070
11 KFW 1.875% 4/1/19 49,290 49,103
11 KFW 4.875% 6/17/19 14,275 14,704
11 KFW 1.000% 7/15/19 36,550 35,956
11 KFW 1.500% 9/9/19 14,500 14,319
11 KFW 1.750% 10/15/19 23,650 23,418
11 KFW 4.000% 1/27/20 5,400 5,550
11 KFW 1.750% 3/31/20 31,700 31,274
11 KFW 1.500% 4/20/20 27,500 26,957
11 KFW 1.625% 5/29/20 60,175 59,056
11 KFW 1.875% 6/30/20 12,000 11,838
11 KFW 2.750% 9/8/20 20,575 20,685
11 KFW 2.750% 10/1/20 13,950 14,007
11 KFW 1.875% 12/15/20 72,035 70,715
11 KFW 1.625% 3/15/21 1,000 972
11 KFW 1.500% 6/15/21 60,600 58,509
11 KFW 2.375% 8/25/21 19,590 19,401
11 KFW 1.750% 9/15/21 33,000 31,980
11 KFW 2.625% 1/25/22 14,200 14,149
11 KFW 2.125% 3/7/22 70,000 68,499
11 KFW 2.125% 6/15/22 81,100 79,089
11 KFW 2.000% 10/4/22 24,875 24,076
11 KFW 2.125% 1/17/23 23,700 22,994
11 KFW 2.500% 11/20/24 39,500 38,578
11 KFW 2.000% 5/2/25 16,640 15,709
11 KFW 0.000% 4/18/36 8,050 4,585
  Korea Development Bank 2.500% 1/13/21 5,000 4,902
  Korea Development Bank 4.625% 11/16/21 9,250 9,647
  Korea Development Bank 2.625% 2/27/22 14,000 13,605
  Korea Development Bank 3.000% 9/14/22 30,250 29,700
  Korea Development Bank 3.375% 3/12/23 24,200 24,070
  Korea Development Bank 2.750% 3/19/23 3,100 2,993
  Korea Development Bank 3.750% 1/22/24 10,350 10,450
  Korea Development Bank 3.000% 1/13/26 1,500 1,432
11 Kreditanstalt fuer Wiederaufbau 2.250% 11/5/19 72,025 71,640
11 Kreditanstalt fuer Wiederaufbau 2.625% 4/12/21 35,000 34,943

 

 

11 Kreditanstalt fuer Wiederaufbau 2.375% 12/29/22 49,000 48,309
11 Kreditanstalt fuer Wiederaufbau 2.875% 4/3/28 21,635 21,413
11 Landwirtschaftliche Rentenbank 1.375% 10/23/19 2,900 2,857
11 Landwirtschaftliche Rentenbank 2.250% 10/1/21 20,370 20,079
11 Landwirtschaftliche Rentenbank 2.000% 12/6/21 3,600 3,512
11 Landwirtschaftliche Rentenbank 2.000% 1/13/25 16,300 15,438
11 Landwirtschaftliche Rentenbank 2.375% 6/10/25 14,575 14,115
11 Landwirtschaftliche Rentenbank 1.750% 7/27/26 9,095 8,312
11 Landwirtschaftliche Rentenbank 2.500% 11/15/27 19,855 19,106
  Nexen Energy ULC 7.875% 3/15/32 525 719
  Nexen Energy ULC 5.875% 3/10/35 690 807
  Nexen Energy ULC 6.400% 5/15/37 13,400 16,474
  Nexen Energy ULC 7.500% 7/30/39 3,400 4,757
  Nordic Investment Bank 1.875% 6/14/19 8,500 8,459
  Nordic Investment Bank 1.500% 8/9/19 2,555 2,527
  Nordic Investment Bank 2.500% 4/28/20 7,000 6,998
  Nordic Investment Bank 1.625% 11/20/20 15,600 15,234
  Nordic Investment Bank 2.250% 2/1/21 16,500 16,360
  Nordic Investment Bank 1.250% 8/2/21 5,000 4,776
  Nordic Investment Bank 2.125% 2/1/22 9,000 8,802
  North American Development Bank 4.375% 2/11/20 975 997
  North American Development Bank 2.400% 10/26/22 3,450 3,352
13 Oesterreichische Kontrollbank AG 1.125% 4/26/19 10,200 10,061
13 Oesterreichische Kontrollbank AG 1.375% 2/10/20 5,675 5,535
13 Oesterreichische Kontrollbank AG 1.500% 10/21/20 30,000 29,186
13 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,900 10,673
13 Oesterreichische Kontrollbank AG 2.375% 10/1/21 6,450 6,380
13 Oesterreichische Kontrollbank AG 2.875% 3/13/23 5,000 5,009
4 Oriental Republic of Uruguay 8.000% 11/18/22 5,605 6,488
4 Oriental Republic of Uruguay 4.500% 8/14/24 9,225 9,716
4 Oriental Republic of Uruguay 4.375% 10/27/27 20,050 20,727
  Oriental Republic of Uruguay 7.875% 1/15/33 200 273
4 Oriental Republic of Uruguay 7.625% 3/21/36 11,950 16,177
4 Oriental Republic of Uruguay 4.125% 11/20/45 6,579 6,159
4 Oriental Republic of Uruguay 5.100% 6/18/50 26,425 27,284
  Petroleos Mexicanos 8.000% 5/3/19 760 799
  Petroleos Mexicanos 6.000% 3/5/20 2,227 2,326
  Petroleos Mexicanos 5.500% 1/21/21 18,220 18,949
  Petroleos Mexicanos 6.375% 2/4/21 51,113 54,484
  Petroleos Mexicanos 4.875% 1/24/22 38,957 39,908
  Petroleos Mexicanos 5.375% 3/13/22 10,590 11,005
  Petroleos Mexicanos 3.500% 1/30/23 18,150 17,405
  Petroleos Mexicanos 4.625% 9/21/23 20,612 20,603
  Petroleos Mexicanos 4.875% 1/18/24 8,322 8,385
4 Petroleos Mexicanos 2.290% 2/15/24 900 888
  Petroleos Mexicanos 2.378% 4/15/25 1,425 1,404
  Petroleos Mexicanos 4.500% 1/23/26 2,995 2,898
  Petroleos Mexicanos 6.875% 8/4/26 9,730 10,625
  Petroleos Mexicanos 6.500% 3/13/27 67,125 71,690
9 Petroleos Mexicanos 5.350% 2/12/28 1,150 1,127
  Petroleos Mexicanos 6.625% 6/15/35 16,600 17,063
  Petroleos Mexicanos 6.625% 6/15/38 3,025 3,103
  Petroleos Mexicanos 6.500% 6/2/41 19,025 18,899
  Petroleos Mexicanos 5.500% 6/27/44 9,225 8,202
  Petroleos Mexicanos 6.375% 1/23/45 18,170 17,624
  Petroleos Mexicanos 5.625% 1/23/46 31,454 27,987
  Petroleos Mexicanos 6.750% 9/21/47 90,726 91,715

 

 

9 Petroleos Mexicanos 6.350% 2/12/48 3,500 3,375
14 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,255 1,826
  Province of Alberta 1.900% 12/6/19 19,775 19,544
  Province of Alberta 2.200% 7/26/22 13,000 12,611
  Province of Alberta 3.300% 3/15/28 14,000 14,090
  Province of British Columbia 2.650% 9/22/21 14,150 14,103
  Province of British Columbia 2.000% 10/23/22 22,150 21,357
  Province of British Columbia 2.250% 6/2/26 1,150 1,080
  Province of British Columbia 7.250% 9/1/36 2,171 3,294
  Province of Manitoba 2.100% 9/6/22 7,100 6,844
  Province of Manitoba 3.050% 5/14/24 19,800 19,735
  Province of Manitoba 2.125% 6/22/26 4,035 3,714
  Province of New Brunswick 2.500% 12/12/22 4,005 3,915
  Province of Nova Scotia 9.125% 5/1/21 1,280 1,496
  Province of Ontario 1.250% 6/17/19 10,000 9,855
  Province of Ontario 1.650% 9/27/19 18,000 17,774
  Province of Ontario 4.000% 10/7/19 3,950 4,036
  Province of Ontario 4.400% 4/14/20 13,100 13,564
  Province of Ontario 2.500% 9/10/21 16,000 15,807
  Province of Ontario 2.400% 2/8/22 16,000 15,685
  Province of Ontario 2.250% 5/18/22 34,000 33,025
  Province of Ontario 2.450% 6/29/22 1,525 1,491
  Province of Ontario 2.200% 10/3/22 16,725 16,163
  Province of Ontario 3.200% 5/16/24 10,000 10,050
  Province of Ontario 2.500% 4/27/26 8,000 7,614
  Province of Ontario 2.550% 2/12/21 40,000 39,760
  Province of Quebec 3.500% 7/29/20 8,670 8,837
  Province of Quebec 2.750% 8/25/21 13,475 13,444
  Province of Quebec 2.375% 1/31/22 8,000 7,853
  Province of Quebec 2.625% 2/13/23 34,919 34,402
  Province of Quebec 7.125% 2/9/24 9,075 10,892
  Province of Quebec 2.875% 10/16/24 9,400 9,285
  Province of Quebec 2.500% 4/20/26 500 477
  Province of Quebec 2.750% 4/12/27 34,300 33,142
  Province of Quebec 7.500% 9/15/29 10,342 14,272
  Republic of Chile 3.875% 8/5/20 200 204
  Republic of Chile 2.250% 10/30/22 14,750 14,168
  Republic of Chile 3.125% 1/21/26 13,094 12,917
4 Republic of Chile 3.240% 2/6/28 26,145 25,596
  Republic of Chile 3.860% 6/21/47 10,400 10,124
  Republic of Colombia 11.750% 2/25/20 300 348
  Republic of Colombia 4.375% 7/12/21 10,885 11,244
4 Republic of Colombia 2.625% 3/15/23 25,050 23,984
  Republic of Colombia 4.000% 2/26/24 47,233 47,611
  Republic of Colombia 8.125% 5/21/24 1,800 2,213
4 Republic of Colombia 4.500% 1/28/26 18,217 18,855
4 Republic of Colombia 3.875% 4/25/27 15,275 14,979
  Republic of Colombia 10.375% 1/28/33 3,850 6,100
  Republic of Colombia 7.375% 9/18/37 4,600 5,899
  Republic of Colombia 6.125% 1/18/41 4,500 5,194
4 Republic of Colombia 5.625% 2/26/44 5,750 6,303
4 Republic of Colombia 5.000% 6/15/45 60,638 61,396
  Republic of Finland 6.950% 2/15/26 1,000 1,238
  Republic of Hungary 6.250% 1/29/20 12,225 12,932
  Republic of Hungary 6.375% 3/29/21 76,925 83,752
  Republic of Hungary 5.375% 2/21/23 36,900 39,852

 

 

Republic of Hungary 7.625% 3/29/41 4,025 5,819
Republic of Indonesia 2.950% 1/11/23 12,475 12,045
Republic of Indonesia 3.500% 1/11/28 7,900 7,549
Republic of Indonesia 4.350% 1/11/48 16,200 15,451
Republic of Italy 6.875% 9/27/23 16,425 19,166
Republic of Italy 5.375% 6/15/33 14,750 16,979
Republic of Korea 7.125% 4/16/19 19,678 20,568
Republic of Korea 3.875% 9/11/23 7,800 8,067
Republic of Korea 5.625% 11/3/25 575 662
Republic of Korea 2.750% 1/19/27 18,400 17,452
Republic of Panama 5.200% 1/30/20 39,755 41,464
4 Republic of Panama 4.000% 9/22/24 550 564
4 Republic of Panama 3.750% 3/16/25 12,200 12,292
Republic of Panama 7.125% 1/29/26 14,050 17,211
Republic of Panama 8.875% 9/30/27 2,500 3,450
4 Republic of Panama 3.875% 3/17/28 9,475 9,515
Republic of Panama 9.375% 4/1/29 7,450 10,896
4 Republic of Panama 6.700% 1/26/36 21,548 27,377
4 Republic of Panama 4.500% 5/15/47 15,150 15,377
4 Republic of Panama 4.300% 4/29/53 5,000 4,916
Republic of Peru 4.125% 8/25/27 800 836
Republic of Peru 8.750% 11/21/33 33,933 50,871
4 Republic of Peru 6.550% 3/14/37 14,900 19,111
Republic of Peru 5.625% 11/18/50 26,333 31,554
Republic of Poland 6.375% 7/15/19 26,860 28,111
Republic of Poland 5.125% 4/21/21 15,650 16,628
Republic of Poland 5.000% 3/23/22 29,385 31,442
Republic of Poland 3.000% 3/17/23 24,675 24,459
Republic of Poland 4.000% 1/22/24 10,575 10,998
Republic of Poland 3.250% 4/6/26 19,200 19,056
Republic of the Philippines 8.375% 6/17/19 7,000 7,490
Republic of the Philippines 6.500% 1/20/20 625 664
Republic of the Philippines 4.000% 1/15/21 15,025 15,370
Republic of the Philippines 4.200% 1/21/24 8,200 8,538
Republic of the Philippines 9.500% 10/21/24 2,170 2,951
Republic of the Philippines 10.625% 3/16/25 8,525 12,308
Republic of the Philippines 5.500% 3/30/26 9,350 10,612
Republic of the Philippines 9.500% 2/2/30 16,250 24,720
Republic of the Philippines 3.000% 2/1/28 25,000 23,920
Republic of the Philippines 7.750% 1/14/31 13,300 18,238
Republic of the Philippines 6.375% 1/15/32 10,004 12,492
Republic of the Philippines 6.375% 10/23/34 14,240 18,245
Republic of the Philippines 5.000% 1/13/37 1,950 2,204
Republic of the Philippines 3.950% 1/20/40 29,999 30,037
Republic of the Philippines 3.700% 3/1/41 9,733 9,380
Republic of the Philippines 3.700% 2/2/42 16,288 15,675
9 Sinopec Group Overseas Development 2012        
Ltd. 4.875% 5/17/42 450 478
State of Israel 4.000% 6/30/22 8,200 8,523
State of Israel 3.150% 6/30/23 2,400 2,393
State of Israel 2.875% 3/16/26 30,000 28,842
State of Israel 3.250% 1/17/28 11,800 11,477
State of Israel 4.500% 1/30/43 7,700 7,856
State of Israel 4.125% 1/17/48 10,525 10,157
Statoil ASA 2.250% 11/8/19 8,000 7,932
Statoil ASA 2.900% 11/8/20 3,025 3,026
Statoil ASA 2.750% 11/10/21 10,400 10,304

 

 

Statoil ASA 3.150% 1/23/22 4,475 4,476
Statoil ASA 2.450% 1/17/23 23,977 23,221
Statoil ASA 2.650% 1/15/24 16,518 15,928
Statoil ASA 3.700% 3/1/24 9,856 10,032
Statoil ASA 3.250% 11/10/24 5,100 5,039
Statoil ASA 7.250% 9/23/27 3,350 4,243
9 Statoil ASA 6.500% 12/1/28 225 278
Statoil ASA 5.100% 8/17/40 11,100 12,994
Statoil ASA 4.250% 11/23/41 3,100 3,244
Statoil ASA 3.950% 5/15/43 2,550 2,568
Statoil ASA 4.800% 11/8/43 12,295 13,958
Svensk Exportkredit AB 1.250% 4/12/19 5,300 5,241
Svensk Exportkredit AB 1.875% 6/17/19 11,900 11,826
Svensk Exportkredit AB 1.125% 8/28/19 7,100 6,978
Svensk Exportkredit AB 1.750% 5/18/20 16,400 16,140
Svensk Exportkredit AB 1.750% 8/28/20 22,370 21,903
Svensk Exportkredit AB 1.750% 3/10/21 7,500 7,306
Svensk Exportkredit AB 2.000% 8/30/22 18,520 17,899
Svensk Exportkredit AB 2.875% 3/14/23 8,550 8,554
United Mexican States 3.625% 3/15/22 63,592 64,625
United Mexican States 8.000% 9/24/22 360 442
United Mexican States 4.000% 10/2/23 47,133 48,245
United Mexican States 3.600% 1/30/25 27,636 27,251
United Mexican States 4.125% 1/21/26 6,650 6,748
United Mexican States 4.150% 3/28/27 30,000 30,306
United Mexican States 3.750% 1/11/28 28,000 27,033
United Mexican States 7.500% 4/8/33 2,100 2,753
United Mexican States 6.750% 9/27/34 6,000 7,365
United Mexican States 6.050% 1/11/40 26,252 29,666
United Mexican States 4.750% 3/8/44 71,533 69,566
United Mexican States 4.600% 1/23/46 11,651 11,064
United Mexican States 4.350% 1/15/47 31,800 29,184
United Mexican States 5.750% 10/12/10 35,285 35,687
Total Sovereign Bonds (Cost $7,605,640)       7,531,151
Taxable Municipal Bonds (0.7%)        
Alabama Economic Settlement Authority BP        
Settlement Revenue 3.163% 9/15/25 2,800 2,796
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,105 3,094
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.834% 2/15/41 3,625 5,568
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.053% 2/15/43 400 530
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 5.939% 2/15/47 6,245 7,902
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.270% 2/15/50 1,090 1,416
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.499% 2/15/50 750 1,115
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 8.084% 2/15/50 2,850 4,804

 

 

Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,635 2,278
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 13,058 18,343
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,525 3,767
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 6,940 10,378
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 9,000 8,721
California GO 6.200% 10/1/19 4,835 5,100
California GO 5.700% 11/1/21 14,805 16,243
California GO 2.367% 4/1/22 9,245 9,146
California GO 7.500% 4/1/34 14,855 21,427
California GO 7.550% 4/1/39 17,345 26,411
California GO 7.300% 10/1/39 11,735 17,114
California GO 7.350% 11/1/39 17,450 25,510
California GO 7.625% 3/1/40 14,230 21,670
California GO 7.600% 11/1/40 20,015 30,962
California State University Systemwide        
Revenue 3.899% 11/1/47 2,300 2,338
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 660 816
Chicago IL GO 7.045% 1/1/29 4,950 5,338
Chicago IL GO 7.375% 1/1/33 2,050 2,272
Chicago IL GO 7.781% 1/1/35 825 952
Chicago IL GO 5.432% 1/1/42 2,500 2,287
Chicago IL GO 6.314% 1/1/44 2,400 2,414
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 5,160 6,516
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,320 1,790
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,835 2,324
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,835 6,380
Chicago IL Water Revenue 6.742% 11/1/40 4,400 5,679
Clark County NV Airport System Revenue 6.881% 7/1/42 650 688
Clark County NV Airport System Revenue 6.820% 7/1/45 3,425 5,074
Commonwealth Financing Authority        
Pennsylvania Revenue 3.864% 6/1/38 5,050 5,074
Connecticut GO 5.632% 12/1/29 1,610 1,824
Connecticut GO 5.090% 10/1/30 800 866
Connecticut GO 5.850% 3/15/32 9,890 11,693
Cook County IL GO 6.229% 11/15/34 1,795 2,234
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,060
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,850 2,469
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,935 3,516
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 6,950 9,266
Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,645
District of Columbia Income Tax Revenue 5.591% 12/1/34 450 540
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 8,750 9,854
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,415 1,840
Emory University Georgia GO 5.625% 9/1/19 1,430 1,487

 

 

  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.197% 7/1/19 2,000 1,995
  Florida Board of Administration Finance Corp        
  Revenue 2.638% 7/1/21 5,000 4,968
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.995% 7/1/20 16,150 16,241
  George Washington University District of        
  Columbia GO 4.126% 9/15/48 6,500 6,485
  George Washington University District of        
  Columbia GO 3.485% 9/15/22 6,750 6,809
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 1,575 1,647
  George Washington University District of        
  Columbia GO 4.868% 9/15/45 39 45
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 7,138 8,867
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 6,688 8,233
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 5,098 6,114
  Houston TX GO 6.290% 3/1/32 13,535 15,800
  Illinois GO 4.950% 6/1/23 2,125 2,197
  Illinois GO 5.100% 6/1/33 50,325 47,171
  Illinois GO 6.630% 2/1/35 5,400 5,617
  Illinois GO 6.725% 4/1/35 3,550 3,721
  Illinois GO 7.350% 7/1/35 5,800 6,331
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 4,220 5,361
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 3.985% 1/1/29 3,640 3,804
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 4.532% 1/1/35 2,285 2,493
  Kansas Department of Transportation        
  Highway Revenue 4.596% 9/1/35 2,750 3,030
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 135 149
15 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 2,025 2,355
  Los Angeles CA Community College District        
  GO 6.750% 8/1/49 4,305 6,378
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 1,650 2,112
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 600 646
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 6,555 9,498
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 735 1,093
  Los Angeles CA Unified School District GO 5.755% 7/1/29 5,195 6,188
  Los Angeles CA Unified School District GO 5.750% 7/1/34 15,295 18,940
  Los Angeles CA Unified School District GO 6.758% 7/1/34 3,225 4,314
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 6,375 7,837
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 895 1,341

 

 

  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 840 1,086
  Massachusetts GO 4.200% 12/1/21 8,980 9,357
  Massachusetts GO 4.500% 8/1/31 50 55
  Massachusetts GO 5.456% 12/1/39 5,250 6,471
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 2,780 3,430
  Massachusetts Transportation Fund        
  Revenue 5.731% 6/1/40 475 604
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 1,540 2,098
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 4,625 6,852
  Mississippi GO 5.245% 11/1/34 1,350 1,596
  Missouri Health & Educational Facilities        
  Authority Revenue (Washington        
  University) 3.652% 8/15/57 3,500 3,384
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 600 705
16 New Jersey Economic Development        
  Authority Revenue (State Pension        
  Funding) 7.425% 2/15/29 10,800 13,355
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 7,680 8,602
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 130 136
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 3,200 4,069
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 11,010 16,217
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 17,126 24,514
  New York City NY GO 6.646% 12/1/31 100 109
  New York City NY GO 6.246% 6/1/35 950 1,017
  New York City NY GO 5.517% 10/1/37 3,225 3,972
  New York City NY GO 6.271% 12/1/37 5,500 7,352
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 580 758
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.790% 6/15/41 4,000 4,259
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.724% 6/15/42 795 1,036
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 1,000 1,333
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 350 468
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.282% 6/15/42 2,275 2,480
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 9,580 12,026
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 13,590 18,081
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 2,925 3,557
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 3,800 4,715
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.572% 11/1/38 1,080 1,339

 

 

  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 9,600 14,470
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 975 1,206
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.668% 11/15/39 6,360 8,613
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 1,150 1,392
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.600% 3/15/40 3,085 3,805
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 2,375 2,841
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 3,100 3,871
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 4,875 7,153
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 1,575 1,846
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 4,500 4,512
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 5,531 6,046
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,100 1,220
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,100 2,619
  Oregon GO 5.762% 6/1/23 680 738
  Oregon GO 5.892% 6/1/27 8,130 9,600
15 Oregon School Boards Association GO 5.528% 6/30/28 375 422
  Pennsylvania Public School Building        
  Authority Lease Revenue (School District        
  of Philadelphia) 5.000% 9/15/27 1,947 2,119
  Pennsylvania Turnpike Commission        
  Revenue 5.511% 12/1/45 3,050 3,847
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 2,060 2,564
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 3,080 3,916
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 4,900 6,230
  Port Authority of New York & New Jersey        
  Revenue 4.960% 8/1/46 5,025 5,999
  Port Authority of New York & New Jersey        
  Revenue 5.310% 8/1/46 3,370 3,712
  Port Authority of New York & New Jersey        
  Revenue 4.926% 10/1/51 5,560 6,495
  Port Authority of New York & New Jersey        
  Revenue 4.458% 10/1/62 18,760 20,529
  Port Authority of New York & New Jersey        
  Revenue 4.810% 10/15/65 7,560 8,904
  Port of Morrow OR Transmission Facilities        
  Revenue (Bonneville Cooperation Project) 2.987% 9/1/36 105 94
  President & Fellows of Harvard College        
  Massachusetts GO 4.875% 10/15/40 3,680 4,356
  President & Fellows of Harvard College        
  Massachusetts GO 3.150% 7/15/46 3,075 2,821
  Princeton University New Jersey GO 5.700% 3/1/39 6,650 8,632

 

 

Regents of the University of California        
Revenue 3.063% 7/1/25 9,060 9,005
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,300 1,701
Rutgers State University New Jersey        
Revenue 5.665% 5/1/40 2,900 3,478
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 8,400 8,033
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 3,000 2,953
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 3,295 3,826
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,650 2,147
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 7,000 8,989
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,410 1,530
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,510 1,991
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 6,180 8,449
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 5,795 8,436
San Jose CA Redevelopment Agency        
Successor Agency Tax Allocation 3.375% 8/1/34 3,600 3,485
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,390 4,066
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 2,000 1,889
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 7,000 9,431
Stanford University California GO 4.750% 5/1/19 150 153
Texas GO 5.517% 4/1/39 7,690 9,854
Texas Transportation Commission Revenue 5.178% 4/1/30 3,885 4,547
Texas Transportation Commission Revenue 4.631% 4/1/33 4,000 4,491
Texas Transportation Commission Revenue 4.681% 4/1/40 1,375 1,588
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 4,925 6,763
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,105 1,510
University of California Revenue 4.601% 5/15/31 12,830 14,169
University of California Revenue 5.770% 5/15/43 5,790 7,386
University of California Revenue 5.946% 5/15/45 5,510 7,017
University of California Revenue 4.858% 5/15/12 8,165 8,853
University of California Revenue 4.767% 5/15/15 175 185
University of North Carolina University        
System Revenue 3.327% 12/1/36 90 89
University of Southern California GO 5.250% 10/1/11 1,840 2,180
University of Texas Permanent University        
Fund Revenue 3.376% 7/1/47 4,400 4,186
University of Texas Revenue 3.354% 8/15/47 2,375 2,265
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 650 684
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 179

 

 

  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,700 1,959
  University of Virginia Revenue 4.179% 9/1/17 2,400 2,402
  Utah GO 4.554% 7/1/24 7,705 8,182
  Utah GO 3.539% 7/1/25 4,400 4,500
  Washington GO 5.140% 8/1/40 1,970 2,361
  Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 9,400 9,618
  Wisconsin General Fund Annual        
  Appropriation Revenue 3.154% 5/1/27 3,050 3,002
15 Wisconsin GO 5.700% 5/1/26 3,020 3,423
Total Taxable Municipal Bonds (Cost $982,821)       1,066,871
        Shares  
Temporary Cash Investment (3.6%)        
Money Market Fund (3.6%)        
17 Vanguard Market Liquidity Fund (Cost        
  $5,532,178) 1.775%   55,323,956 5,532,395
 
Total Investments (103.6%) (Cost $159,990,416)       158,143,162
Other Assets and Liabilities-Net (-3.6%)       (4,603,514)
Net Assets (100%)       153,539,648

 

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2018.
6 Adjustable-rate security based upon 12-month USD LIBOR plus spread.
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 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2018, the aggregate
value of these securities was $1,130,028,000, representing 0.7% of net assets.
10 Guaranteed by the Government of Canada.
11 Guaranteed by the Federal Republic of Germany.
12 Guaranteed by the Government of Japan.
13 Guaranteed by the Republic of Austria.
14 Guaranteed by the Republic of the Philippines.
15 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
16 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
17 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
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

 

Total Bond Market II Index Fund

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 March 31, 2018, counterparties had deposited in segregated accounts securities and cash with a value of $9,809,000 in connection with TBA transactions.

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

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

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.

 

Total Bond Market II Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 98,526,662 —
Asset-Backed/Commercial Mortgage-Backed Securities — 3,639,177 —
Corporate Bonds — 41,846,906 —
Sovereign Bonds — 7,531,151 —
Taxable Municipal Bonds — 1,066,871 —
Temporary Cash Investments 5,532,395 — —
Total 5,532,395 152,610,767 —

 

E. At March 31, 2018, the cost of investment securities for tax purposes was $159,990,416,000. Net unrealized depreciation of investment securities for tax purposes was $1,847,254,000, consisting of unrealized gains of $1,039,879,000 on securities that had risen in value since their purchase and $2,887,133,000 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/ MORTIMER J. BUCKLEY*
  MORTIMER J. BUCKLEY
  CHIEF EXECUTIVE OFFICER

Date: May 17, 2018

 

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/ MORTIMER J. BUCKLEY*
  MORTIMER J. BUCKLEY
  CHIEF EXECUTIVE OFFICER

Date: May 17, 2018

 

 VANGUARD BOND INDEX FUNDS

 

By:

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

Date: May 17, 2018

 

*By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on January 18, 2018 see file Number 33-32216, Incorporated by Reference.