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

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

 

Investment Company Act file number: 811-04681

 

Name of Registrant: Vanguard Bond Index Funds

 

Address of Registrant:

P.O. Box 2600
Valley Forge, PA 19482

 

Name and address of agent for service:

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

 

Date of fiscal year end: December 31

 

Date of reporting period: September 30, 2018

 

Item 1: Schedule of Investments

 


Vanguard Short-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (64.8%)        
U.S. Government Securities (61.6%)        
United States Treasury Note/Bond 1.750% 9/30/19 264,096 261,743
United States Treasury Note/Bond 1.000% 10/15/19 258,275 253,877
United States Treasury Note/Bond 1.250% 10/31/19 675 665
United States Treasury Note/Bond 1.500% 10/31/19 485,083 479,019
United States Treasury Note/Bond 1.000% 11/15/19 26,550 26,056
United States Treasury Note/Bond 3.375% 11/15/19 46,927 47,271
United States Treasury Note/Bond 1.500% 11/30/19 877,879 865,808
United States Treasury Note/Bond 1.750% 11/30/19 3,070 3,036
United States Treasury Note/Bond 1.375% 12/15/19 208,970 205,706
United States Treasury Note/Bond 1.125% 12/31/19 33,950 33,292
United States Treasury Note/Bond 1.625% 12/31/19 220,449 217,521
United States Treasury Note/Bond 1.875% 12/31/19 32,186 31,854
United States Treasury Note/Bond 1.375% 1/15/20 95,405 93,780
United States Treasury Note/Bond 1.250% 1/31/20 374,467 367,210
United States Treasury Note/Bond 1.375% 1/31/20 28,790 28,282
United States Treasury Note/Bond 2.000% 1/31/20 76,531 75,802
United States Treasury Note/Bond 1.375% 2/15/20 178,313 175,054
United States Treasury Note/Bond 3.625% 2/15/20 76,900 77,801
United States Treasury Note/Bond 1.250% 2/29/20 935 916
United States Treasury Note/Bond 1.375% 2/29/20 759,077 744,723
United States Treasury Note/Bond 2.250% 2/29/20 162,825 161,705
United States Treasury Note/Bond 1.625% 3/15/20 208,980 205,649
United States Treasury Note/Bond 1.125% 3/31/20 15,750 15,373
United States Treasury Note/Bond 1.375% 3/31/20 625,013 612,319
United States Treasury Note/Bond 2.250% 3/31/20 139,054 138,033
United States Treasury Note/Bond 1.500% 4/15/20 293,296 287,706
United States Treasury Note/Bond 1.125% 4/30/20 835 814
United States Treasury Note/Bond 1.375% 4/30/20 314,470 307,690
United States Treasury Note/Bond 2.375% 4/30/20 4,869 4,839
United States Treasury Note/Bond 1.500% 5/15/20 340,461 333,597
United States Treasury Note/Bond 3.500% 5/15/20 1,495 1,512
United States Treasury Note/Bond 8.750% 5/15/20 89,535 98,041
United States Treasury Note/Bond 1.375% 5/31/20 975 953
United States Treasury Note/Bond 1.500% 5/31/20 395,312 387,034
United States Treasury Note/Bond 2.500% 5/31/20 199,248 198,314
United States Treasury Note/Bond 1.500% 6/15/20 78,982 77,291
United States Treasury Note/Bond 1.625% 6/30/20 277,165 271,666
United States Treasury Note/Bond 1.875% 6/30/20 600 591
United States Treasury Note/Bond 2.500% 6/30/20 59,780 59,481
United States Treasury Note/Bond 1.500% 7/15/20 288,805 282,260
United States Treasury Note/Bond 1.625% 7/31/20 575,534 563,396
United States Treasury Note/Bond 2.000% 7/31/20 5,225 5,151
United States Treasury Note/Bond 2.625% 7/31/20 470,455 468,912
United States Treasury Note/Bond 1.500% 8/15/20 126,412 123,430
United States Treasury Note/Bond 2.625% 8/15/20 1,560 1,555
United States Treasury Note/Bond 8.750% 8/15/20 250 277
United States Treasury Note/Bond 1.375% 8/31/20 936,065 911,053
United States Treasury Note/Bond 2.125% 8/31/20 28,973 28,597
United States Treasury Note/Bond 2.625% 8/31/20 126,437 126,002

 

 

United States Treasury Note/Bond 1.375% 9/15/20 82,790 80,539
United States Treasury Note/Bond 1.375% 9/30/20 442,932 430,543
United States Treasury Note/Bond 2.000% 9/30/20 10,508 10,341
United States Treasury Note/Bond 2.750% 9/30/20 191,980 191,709
United States Treasury Note/Bond 1.625% 10/15/20 141,901 138,531
United States Treasury Note/Bond 1.375% 10/31/20 541,106 525,208
United States Treasury Note/Bond 1.750% 10/31/20 103,820 101,548
United States Treasury Note/Bond 1.750% 11/15/20 191,259 186,986
United States Treasury Note/Bond 2.625% 11/15/20 2,555 2,543
United States Treasury Note/Bond 1.625% 11/30/20 627,760 611,771
United States Treasury Note/Bond 2.000% 11/30/20 8,760 8,605
United States Treasury Note/Bond 1.875% 12/15/20 372,925 365,235
United States Treasury Note/Bond 1.750% 12/31/20 157,569 153,827
United States Treasury Note/Bond 2.375% 12/31/20 5,070 5,018
United States Treasury Note/Bond 2.000% 1/15/21 239,301 234,814
United States Treasury Note/Bond 1.375% 1/31/21 256,574 248,035
United States Treasury Note/Bond 2.125% 1/31/21 7,250 7,131
United States Treasury Note/Bond 2.250% 2/15/21 176,197 173,774
United States Treasury Note/Bond 3.625% 2/15/21 1,493 1,519
United States Treasury Note/Bond 7.875% 2/15/21 250 279
United States Treasury Note/Bond 1.125% 2/28/21 379,402 364,165
United States Treasury Note/Bond 2.000% 2/28/21 75,350 73,843
United States Treasury Note/Bond 2.375% 3/15/21 198,759 196,491
United States Treasury Note/Bond 1.250% 3/31/21 1,111,221 1,068,506
United States Treasury Note/Bond 2.250% 3/31/21 775 764
United States Treasury Note/Bond 2.375% 4/15/21 54,041 53,399
United States Treasury Note/Bond 1.375% 4/30/21 218,407 210,352
United States Treasury Note/Bond 2.250% 4/30/21 677 667
United States Treasury Note/Bond 2.625% 5/15/21 179,020 177,930
United States Treasury Note/Bond 3.125% 5/15/21 1,380 1,389
United States Treasury Note/Bond 8.125% 5/15/21 190 215
United States Treasury Note/Bond 1.375% 5/31/21 614,165 590,753
United States Treasury Note/Bond 2.000% 5/31/21 783 766
United States Treasury Note/Bond 2.625% 6/15/21 196,577 195,288
United States Treasury Note/Bond 1.125% 6/30/21 543,638 518,663
United States Treasury Note/Bond 2.125% 6/30/21 1,150 1,127
United States Treasury Note/Bond 2.625% 7/15/21 171,055 169,878
United States Treasury Note/Bond 1.125% 7/31/21 234,920 223,761
United States Treasury Note/Bond 2.250% 7/31/21 1,350 1,327
United States Treasury Note/Bond 2.125% 8/15/21 120,173 117,676
United States Treasury Note/Bond 2.750% 8/15/21 140,710 140,205
United States Treasury Note/Bond 1.125% 8/31/21 679,803 646,553
United States Treasury Note/Bond 2.000% 8/31/21 8,289 8,087
United States Treasury Note/Bond 2.750% 9/15/21 248,412 247,480
United States Treasury Note/Bond 1.125% 9/30/21 635,263 603,303
United States Treasury Note/Bond 2.125% 9/30/21 31,400 30,718
United States Treasury Note/Bond 1.250% 10/31/21 945,336 899,847
United States Treasury Note/Bond 2.000% 10/31/21 18,630 18,144
United States Treasury Note/Bond 2.000% 11/15/21 21,575 21,002
United States Treasury Note/Bond 1.750% 11/30/21 312,639 301,890
United States Treasury Note/Bond 1.875% 11/30/21 1,069 1,036
United States Treasury Note/Bond 2.000% 12/31/21 264,378 257,026
United States Treasury Note/Bond 2.125% 12/31/21 1,450 1,415
United States Treasury Note/Bond 1.500% 1/31/22 69,500 66,416
United States Treasury Note/Bond 1.875% 1/31/22 636,005 615,335
United States Treasury Note/Bond 2.000% 2/15/22 169,513 164,639
United States Treasury Note/Bond 1.750% 2/28/22 201,961 194,450

 

 

United States Treasury Note/Bond 1.875% 2/28/22 79,660 77,009
United States Treasury Note/Bond 1.750% 3/31/22 229,242 220,430
United States Treasury Note/Bond 1.875% 3/31/22 444,170 428,971
United States Treasury Note/Bond 1.750% 4/30/22 409,134 393,022
United States Treasury Note/Bond 1.875% 4/30/22 160,194 154,587
United States Treasury Note/Bond 1.750% 5/15/22 217,660 208,954
United States Treasury Note/Bond 1.750% 5/31/22 425,220 408,079
United States Treasury Note/Bond 1.750% 6/30/22 119,680 114,762
United States Treasury Note/Bond 2.125% 6/30/22 54,730 53,199
United States Treasury Note/Bond 1.875% 7/31/22 258,294 248,528
United States Treasury Note/Bond 2.000% 7/31/22 145,520 140,677
United States Treasury Note/Bond 1.625% 8/15/22 82,447 78,531
United States Treasury Note/Bond 1.625% 8/31/22 625,501 595,596
United States Treasury Note/Bond 1.875% 8/31/22 269,117 258,689
United States Treasury Note/Bond 1.750% 9/30/22 86,085 82,278
United States Treasury Note/Bond 1.875% 9/30/22 193,712 186,055
United States Treasury Note/Bond 1.875% 10/31/22 915 878
United States Treasury Note/Bond 2.000% 10/31/22 222,285 214,367
United States Treasury Note/Bond 1.625% 11/15/22 161,143 152,986
United States Treasury Note/Bond 2.000% 11/30/22 493,160 475,130
United States Treasury Note/Bond 2.125% 12/31/22 473,977 458,649
United States Treasury Note/Bond 1.750% 1/31/23 29,330 27,919
United States Treasury Note/Bond 2.375% 1/31/23 469,278 458,574
United States Treasury Note/Bond 2.000% 2/15/23 25,000 24,043
United States Treasury Note/Bond 1.500% 2/28/23 333,600 313,844
United States Treasury Note/Bond 2.625% 2/28/23 503,013 496,645
United States Treasury Note/Bond 1.500% 3/31/23 166,205 156,181
United States Treasury Note/Bond 2.500% 3/31/23 421,875 414,096
United States Treasury Note/Bond 1.625% 4/30/23 69,135 65,257
United States Treasury Note/Bond 2.750% 4/30/23 25,990 25,779
United States Treasury Note/Bond 1.750% 5/15/23 432,650 410,407
United States Treasury Note/Bond 1.625% 5/31/23 210,100 198,150
United States Treasury Note/Bond 2.750% 5/31/23 258,123 256,027
United States Treasury Note/Bond 1.375% 6/30/23 80,000 74,475
United States Treasury Note/Bond 2.625% 6/30/23 393,752 388,216
United States Treasury Note/Bond 1.250% 7/31/23 103,985 96,088
United States Treasury Note/Bond 2.750% 7/31/23 162,085 160,667
United States Treasury Note/Bond 2.500% 8/15/23 323,900 317,322
United States Treasury Note/Bond 1.375% 8/31/23 249,880 231,959
United States Treasury Note/Bond 2.750% 8/31/23 273,040 270,695
United States Treasury Note/Bond 1.375% 9/30/23 73,075 67,754
United States Treasury Note/Bond 2.875% 9/30/23 587,262 585,336
United States Treasury Note/Bond 2.750% 11/15/23 319,000 315,960
        31,631,890
Agency Bonds and Notes (3.2%)        
1 AID-Iraq 2.149% 1/18/22 9,755 9,444
1 AID-Israel 5.500% 9/18/23 4,300 4,768
1 AID-Jordan 2.503% 10/30/20 7,250 7,183
1 AID-Jordan 2.578% 6/30/22 3,200 3,141
1 AID-Tunisia 2.452% 7/24/21 2,175 2,140
1 AID-Tunisia 1.416% 8/5/21 4,885 4,671
1 AID-Ukraine 1.847% 5/29/20 6,000 5,880
1 AID-Ukraine 1.471% 9/29/21 10,305 9,794
2 Federal Farm Credit Banks 5.150% 11/15/19 7,621 7,826
2 Federal Farm Credit Banks 2.375% 3/27/20 5,000 4,970
2 Federal Farm Credit Banks 2.550% 5/15/20 7,925 7,892
2 Federal Farm Credit Banks 1.680% 10/13/20 7,650 7,472

 

 

2 Federal Home Loan Banks 1.500% 10/21/19 84,845 83,816
2 Federal Home Loan Banks 1.375% 11/15/19 39,475 38,899
2 Federal Home Loan Banks 1.250% 12/13/19 8,875 8,720
2 Federal Home Loan Banks 4.125% 12/13/19 250 254
2 Federal Home Loan Banks 2.125% 2/11/20 40,375 40,033
2 Federal Home Loan Banks 1.875% 3/13/20 16,775 16,558
2 Federal Home Loan Banks 4.125% 3/13/20 40,670 41,434
2 Federal Home Loan Banks 2.375% 3/30/20 27,170 27,005
2 Federal Home Loan Banks 2.625% 5/28/20 31,000 30,905
2 Federal Home Loan Banks 1.750% 6/12/20 1,300 1,277
2 Federal Home Loan Banks 3.375% 6/12/20 7,025 7,087
2 Federal Home Loan Banks 1.375% 9/28/20 18,250 17,731
2 Federal Home Loan Banks 2.625% 10/1/20 50,000 49,770
2 Federal Home Loan Banks 5.250% 12/11/20 3,400 3,571
2 Federal Home Loan Banks 1.375% 2/18/21 18,000 17,372
2 Federal Home Loan Banks 5.625% 6/11/21 13,465 14,404
2 Federal Home Loan Banks 1.125% 7/14/21 19,600 18,668
2 Federal Home Loan Banks 1.875% 11/29/21 52,600 50,931
2 Federal Home Loan Banks 2.125% 3/10/23 8,950 8,621
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 120,860 119,169
3 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 55,740 54,857
3 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 19,102 18,690
3 Federal Home Loan Mortgage Corp. 2.500% 4/23/20 16,613 16,537
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 33,103 32,371
3 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 9,000 8,787
3 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 35,320 34,597
3 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 35,000 34,578
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 19,000 18,068
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 128,255 125,989
3 Federal Home Loan Mortgage Corp. 2.750% 6/19/23 20,000 19,758
3 Federal National Mortgage Assn. 0.000% 10/9/19 47,300 45,982
3 Federal National Mortgage Assn. 1.000% 10/24/19 20,500 20,142
3 Federal National Mortgage Assn. 1.750% 11/26/19 23,150 22,901
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,750 22,423
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 13,052
3 Federal National Mortgage Assn. 1.500% 6/22/20 137,145 134,087
3 Federal National Mortgage Assn. 1.500% 7/30/20 13,000 12,693
3 Federal National Mortgage Assn. 1.500% 11/30/20 27,880 27,082
3 Federal National Mortgage Assn. 1.875% 12/28/20 28,850 28,229
3 Federal National Mortgage Assn. 1.375% 2/26/21 21,400 20,646
3 Federal National Mortgage Assn. 2.500% 4/13/21 20,000 19,800
3 Federal National Mortgage Assn. 1.250% 5/6/21 250 240
3 Federal National Mortgage Assn. 2.750% 6/22/21 8,906 8,868
3 Federal National Mortgage Assn. 1.250% 8/17/21 30,500 29,101
3 Federal National Mortgage Assn. 1.375% 10/7/21 40,100 38,309
3 Federal National Mortgage Assn. 2.000% 1/5/22 40,700 39,514
3 Federal National Mortgage Assn. 1.875% 4/5/22 1,070 1,032
3 Federal National Mortgage Assn. 2.000% 10/5/22 26,250 25,259
3 Federal National Mortgage Assn. 2.375% 1/19/23 19,149 18,664
3 Federal National Mortgage Assn. 2.875% 9/12/23 4,590 4,558
  Private Export Funding Corp. 2.300% 9/15/20 6,650 6,568
  Private Export Funding Corp. 4.300% 12/15/21 9,940 10,320
  Private Export Funding Corp. 2.800% 5/15/22 3,725 3,691
  Private Export Funding Corp. 2.050% 11/15/22 10,276 9,867
  Resolution Funding Corp. 8.625% 1/15/21 850 955
2 Tennessee Valley Authority 2.250% 3/15/20 7,875 7,808

 

 

2 Tennessee Valley Authority 3.875% 2/15/21 6,100 6,225
2 Tennessee Valley Authority 1.875% 8/15/22 8,175 7,842
        1,621,792
Total U.S. Government and Agency Obligations (Cost $34,042,398)     33,253,682
Corporate Bonds (27.4%)        
Finance (11.4%)        
Banking (9.2%)        
American Express Co. 2.200% 10/30/20 9,990 9,753
American Express Co. 3.375% 5/17/21 8,667 8,663
American Express Co. 2.500% 8/1/22 13,761 13,206
American Express Co. 2.650% 12/2/22 5,048 4,844
American Express Co. 3.400% 2/27/23 11,012 10,827
American Express Co. 3.700% 8/3/23 5,775 5,750
American Express Credit Corp. 1.700% 10/30/19 5,425 5,343
American Express Credit Corp. 2.200% 3/3/20 11,146 11,006
American Express Credit Corp. 2.375% 5/26/20 17,332 17,092
American Express Credit Corp. 2.600% 9/14/20 9,327 9,209
American Express Credit Corp. 2.250% 5/5/21 27,712 26,945
American Express Credit Corp. 2.700% 3/3/22 13,267 12,900
Associated Bank NA 3.500% 8/13/21 2,500 2,486
Australia & New Zealand Banking Group Ltd. 2.125% 8/19/20 7,172 7,032
Australia & New Zealand Banking Group Ltd. 2.250% 11/9/20 14,000 13,692
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 7,075 6,982
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 7,925 7,692
Australia & New Zealand Banking Group Ltd. 2.550% 11/23/21 6,000 5,817
Australia & New Zealand Banking Group Ltd. 2.625% 5/19/22 9,290 8,961
Australia & New Zealand Banking Group Ltd. 2.625% 11/9/22 8,385 8,055
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 10,125 10,011
Banco Santander SA 3.500% 4/11/22 2,793 2,736
Banco Santander SA 3.125% 2/23/23 5,875 5,571
Banco Santander SA 3.848% 4/12/23 13,530 13,218
Bancolombia SA 5.950% 6/3/21 6,450 6,746
Bank of America Corp. 2.250% 4/21/20 16,397 16,177
Bank of America Corp. 5.625% 7/1/20 615 640
Bank of America Corp. 2.625% 10/19/20 19,730 19,488
Bank of America Corp. 2.151% 11/9/20 3,000 2,934
Bank of America Corp. 2.625% 4/19/21 13,886 13,662
4 Bank of America Corp. 2.369% 7/21/21 20,168 19,810
4 Bank of America Corp. 2.328% 10/1/21 17,600 17,215
4 Bank of America Corp. 2.738% 1/23/22 4,990 4,904
4 Bank of America Corp. 3.499% 5/17/22 16,615 16,622
Bank of America Corp. 2.503% 10/21/22 15,880 15,185
Bank of America Corp. 3.300% 1/11/23 35,127 34,636
4 Bank of America Corp. 3.124% 1/20/23 10,825 10,631
4 Bank of America Corp. 2.881% 4/24/23 14,425 14,004
4 Bank of America Corp. 2.816% 7/21/23 15,000 14,484
Bank of America Corp. 4.100% 7/24/23 11,100 11,281
Bank of America Corp. 3.004% 12/20/23 85,532 82,750
4 Bank of America Corp. 3.550% 3/5/24 21,750 21,491
Bank of Montreal 2.100% 12/12/19 6,450 6,381
Bank of Montreal 2.100% 6/15/20 7,532 7,400
Bank of Montreal 3.100% 7/13/20 10,100 10,108
Bank of Montreal 3.100% 4/13/21 17,400 17,346
Bank of Montreal 1.900% 8/27/21 16,016 15,386
Bank of New York Mellon Corp. 4.600% 1/15/20 3,608 3,678
Bank of New York Mellon Corp. 2.150% 2/24/20 6,552 6,481

 

 

Bank of New York Mellon Corp. 2.600% 8/17/20 9,874 9,793
Bank of New York Mellon Corp. 2.450% 11/27/20 10,088 9,932
Bank of New York Mellon Corp. 4.150% 2/1/21 1,348 1,375
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 19,150 18,565
Bank of New York Mellon Corp. 3.550% 9/23/21 200 201
Bank of New York Mellon Corp. 2.600% 2/7/22 17,021 16,596
Bank of New York Mellon Corp. 2.950% 1/29/23 6,852 6,690
Bank of New York Mellon Corp. 3.500% 4/28/23 1,000 997
4 Bank of New York Mellon Corp. 2.661% 5/16/23 7,125 6,891
Bank of New York Mellon Corp. 3.450% 8/11/23 4,350 4,316
Bank of New York Mellon Corp. 2.200% 8/16/23 7,820 7,330
Bank of Nova Scotia 2.150% 7/14/20 6,600 6,489
Bank of Nova Scotia 2.350% 10/21/20 11,886 11,677
Bank of Nova Scotia 2.500% 1/8/21 1,130 1,109
Bank of Nova Scotia 4.375% 1/13/21 3,176 3,251
Bank of Nova Scotia 2.800% 7/21/21 6,780 6,670
Bank of Nova Scotia 2.700% 3/7/22 21,775 21,233
Bank of Nova Scotia 2.450% 9/19/22 2,146 2,063
Barclays Bank plc 5.140% 10/14/20 2,000 2,048
Barclays Bank plc 2.650% 1/11/21 15,000 14,700
Barclays plc 2.750% 11/8/19 15,015 14,934
Barclays plc 2.875% 6/8/20 20,550 20,311
Barclays plc 3.250% 1/12/21 8,462 8,342
Barclays plc 3.200% 8/10/21 9,260 9,095
Barclays plc 3.684% 1/10/23 6,000 5,842
4 Barclays plc 4.338% 5/16/24 15,000 14,815
BB&T Corp. 5.250% 11/1/19 500 512
BB&T Corp. 2.450% 1/15/20 15,314 15,197
BB&T Corp. 2.625% 6/29/20 2,967 2,937
BB&T Corp. 2.150% 2/1/21 5,317 5,175
BB&T Corp. 2.050% 5/10/21 11,902 11,524
BB&T Corp. 3.200% 9/3/21 4,045 4,028
BB&T Corp. 3.950% 3/22/22 2,100 2,122
BB&T Corp. 2.750% 4/1/22 7,665 7,506
BNP Paribas SA 2.375% 5/21/20 13,931 13,720
BNP Paribas SA 5.000% 1/15/21 13,425 13,874
BNP Paribas SA 3.250% 3/3/23 3,699 3,628
BPCE SA 2.250% 1/27/20 7,015 6,910
BPCE SA 2.650% 2/3/21 5,496 5,388
BPCE SA 2.750% 12/2/21 12,000 11,713
5 BPCE SA 3.000% 5/22/22 7,000 6,777
Branch Banking & Trust Co. 2.100% 1/15/20 2,540 2,507
Branch Banking & Trust Co. 2.250% 6/1/20 5,987 5,893
Branch Banking & Trust Co. 2.850% 4/1/21 2,175 2,148
Branch Banking & Trust Co. 2.625% 1/15/22 7,135 6,954
Canadian Imperial Bank of Commerce 2.100% 10/5/20 8,060 7,868
Canadian Imperial Bank of Commerce 2.700% 2/2/21 1,620 1,594
Canadian Imperial Bank of Commerce 2.550% 6/16/22 13,225 12,762
Canadian Imperial Bank of Commerce 3.500% 9/13/23 4,000 3,978
Capital One Bank USA NA 3.375% 2/15/23 11,350 11,021
Capital One Financial Corp. 2.500% 5/12/20 7,458 7,364
Capital One Financial Corp. 2.400% 10/30/20 1,200 1,175
Capital One Financial Corp. 3.450% 4/30/21 14,200 14,179
Capital One Financial Corp. 4.750% 7/15/21 8,132 8,403
Capital One Financial Corp. 3.050% 3/9/22 6,165 6,028
Capital One Financial Corp. 3.200% 1/30/23 900 873

 

 

  Capital One Financial Corp. 3.500% 6/15/23 1,880 1,843
  Capital One NA 2.350% 1/31/20 10,180 10,065
  Capital One NA 2.950% 7/23/21 10,805 10,627
  Capital One NA 2.250% 9/13/21 14,703 14,152
  Capital One NA 2.650% 8/8/22 4,818 4,625
  Citibank NA 3.050% 5/1/20 14,300 14,265
  Citibank NA 2.100% 6/12/20 14,500 14,236
  Citibank NA 2.125% 10/20/20 25,485 24,886
  Citibank NA 2.850% 2/12/21 7,350 7,264
  Citibank NA 3.400% 7/23/21 2,000 1,997
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 335 353
  Citigroup Inc. 2.450% 1/10/20 8,108 8,037
  Citigroup Inc. 2.400% 2/18/20 11,525 11,406
  Citigroup Inc. 5.375% 8/9/20 2,583 2,679
  Citigroup Inc. 2.650% 10/26/20 12,465 12,294
  Citigroup Inc. 2.700% 3/30/21 19,425 19,084
  Citigroup Inc. 2.350% 8/2/21 12,987 12,587
  Citigroup Inc. 2.900% 12/8/21 31,773 31,099
  Citigroup Inc. 4.500% 1/14/22 19,543 20,067
  Citigroup Inc. 2.750% 4/25/22 23,546 22,840
  Citigroup Inc. 4.050% 7/30/22 5,480 5,502
  Citigroup Inc. 2.700% 10/27/22 7,000 6,726
  Citigroup Inc. 3.500% 5/15/23 8,967 8,822
4 Citigroup Inc. 2.876% 7/24/23 6,309 6,101
4 Citigroup Inc. 4.044% 6/1/24 11,585 11,613
  Citizens Bank NA 2.450% 12/4/19 4,745 4,710
  Citizens Bank NA 2.250% 3/2/20 5,830 5,738
  Citizens Bank NA 2.200% 5/26/20 5,080 4,978
  Citizens Bank NA 2.250% 10/30/20 6,350 6,185
  Citizens Bank NA 2.550% 5/13/21 12,665 12,326
  Citizens Bank NA 2.650% 5/26/22 5,500 5,271
  Citizens Bank NA 3.700% 3/29/23 3,700 3,675
  Citizens Financial Group Inc. 2.375% 7/28/21 1,400 1,350
  Comerica Inc. 3.700% 7/31/23 7,500 7,471
  Commonwealth Bank of Australia 2.300% 3/12/20 3,182 3,136
  Commonwealth Bank of Australia 2.400% 11/2/20 7,375 7,213
  Commonwealth Bank of Australia 2.550% 3/15/21 8,755 8,554
  Compass Bank 3.500% 6/11/21 6,750 6,712
  Compass Bank 2.875% 6/29/22 8,800 8,475
  Cooperatieve Rabobank UA 2.250% 1/14/20 9,705 9,600
  Cooperatieve Rabobank UA 4.500% 1/11/21 1,241 1,269
  Cooperatieve Rabobank UA 2.500% 1/19/21 27,843 27,243
  Cooperatieve Rabobank UA 2.750% 1/10/22 27,295 26,563
  Cooperatieve Rabobank UA 3.875% 2/8/22 16,750 16,869
  Cooperatieve Rabobank UA 3.950% 11/9/22 7,557 7,504
  Cooperatieve Rabobank UA 2.750% 1/10/23 1,500 1,441
  Credit Suisse AG 5.400% 1/14/20 11,107 11,389
  Credit Suisse AG 4.375% 8/5/20 5,074 5,163
  Credit Suisse AG 3.000% 10/29/21 18,225 17,956
5 Credit Suisse Group AG 3.574% 1/9/23 5,000 4,897
  Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 13,314 13,191
  Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 9,255 9,180
  Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 11,485 11,423
  Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 10,704 10,639
  Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 15,280 15,043
  Deutsche Bank AG 2.700% 7/13/20 21,850 21,357
  Deutsche Bank AG 2.950% 8/20/20 3,340 3,279

 

 

Deutsche Bank AG 3.125% 1/13/21 9,825 9,628
Deutsche Bank AG 3.150% 1/22/21 8,625 8,407
Deutsche Bank AG 4.250% 10/14/21 25,500 25,404
Deutsche Bank AG 3.300% 11/16/22 13,426 12,750
Deutsche Bank AG 3.950% 2/27/23 9,500 9,221
Discover Bank 7.000% 4/15/20 2,485 2,602
Discover Bank 3.100% 6/4/20 6,491 6,446
Discover Bank 3.200% 8/9/21 2,711 2,671
Discover Bank 3.350% 2/6/23 650 631
Discover Bank 4.200% 8/8/23 10,363 10,401
4 Discover Bank 4.682% 8/9/28 3,100 3,072
Discover Financial Services 3.850% 11/21/22 5,254 5,193
Fifth Third Bancorp 2.875% 7/27/20 7,813 7,764
Fifth Third Bancorp 3.500% 3/15/22 4,072 4,053
Fifth Third Bank 2.200% 10/30/20 2,900 2,833
Fifth Third Bank 2.250% 6/14/21 15,733 15,265
Fifth Third Bank 2.875% 10/1/21 3,441 3,376
Fifth Third Bank 3.350% 7/26/21 6,000 5,973
First Horizon National Corp. 3.500% 12/15/20 3,558 3,562
First Niagara Financial Group Inc. 6.750% 3/19/20 1,275 1,336
First Republic Bank 2.500% 6/6/22 7,725 7,418
Goldman Sachs Bank USA 3.200% 6/5/20 7,225 7,241
Goldman Sachs Group Inc. 2.550% 10/23/19 17,441 17,367
Goldman Sachs Group Inc. 2.300% 12/13/19 24,166 23,954
Goldman Sachs Group Inc. 5.375% 3/15/20 18,902 19,483
Goldman Sachs Group Inc. 2.600% 4/23/20 13,060 12,942
Goldman Sachs Group Inc. 6.000% 6/15/20 8,495 8,868
Goldman Sachs Group Inc. 2.750% 9/15/20 15,222 15,036
Goldman Sachs Group Inc. 2.600% 12/27/20 2,720 2,676
Goldman Sachs Group Inc. 2.875% 2/25/21 15,223 15,012
Goldman Sachs Group Inc. 2.625% 4/25/21 13,681 13,389
Goldman Sachs Group Inc. 5.250% 7/27/21 31,582 33,026
Goldman Sachs Group Inc. 2.350% 11/15/21 5,074 4,884
Goldman Sachs Group Inc. 5.750% 1/24/22 26,239 27,912
Goldman Sachs Group Inc. 3.000% 4/26/22 51,565 50,478
4 Goldman Sachs Group Inc. 2.876% 10/31/22 17,328 16,898
Goldman Sachs Group Inc. 3.625% 1/22/23 12,190 12,127
Goldman Sachs Group Inc. 3.200% 2/23/23 16,513 16,125
4 Goldman Sachs Group Inc. 2.908% 6/5/23 6,806 6,582
4 Goldman Sachs Group Inc. 2.905% 7/24/23 20,300 19,615
HSBC Bank USA NA 4.875% 8/24/20 8,080 8,264
HSBC Holdings plc 3.400% 3/8/21 42,602 42,490
HSBC Holdings plc 5.100% 4/5/21 4,270 4,434
HSBC Holdings plc 2.950% 5/25/21 40,038 39,422
HSBC Holdings plc 2.650% 1/5/22 17,345 16,803
HSBC Holdings plc 4.875% 1/14/22 2,944 3,049
HSBC Holdings plc 4.000% 3/30/22 9,111 9,210
4 HSBC Holdings plc 3.262% 3/13/23 26,395 25,838
HSBC Holdings plc 3.600% 5/25/23 22,230 21,998
4 HSBC Holdings plc 3.033% 11/22/23 4,000 3,862
4 HSBC Holdings plc 3.950% 5/18/24 15,000 14,888
HSBC USA Inc. 2.375% 11/13/19 2,255 2,240
HSBC USA Inc. 2.350% 3/5/20 5,836 5,772
HSBC USA Inc. 2.750% 8/7/20 16,420 16,276
HSBC USA Inc. 5.000% 9/27/20 6,007 6,169
Huntington Bancshares Inc. 7.000% 12/15/20 900 963
Huntington Bancshares Inc. 3.150% 3/14/21 5,269 5,221

 

 

Huntington Bancshares Inc. 2.300% 1/14/22 1,170 1,119
Huntington National Bank 2.375% 3/10/20 10,510 10,379
Huntington National Bank 2.400% 4/1/20 4,275 4,218
Huntington National Bank 2.875% 8/20/20 4,450 4,405
Huntington National Bank 3.250% 5/14/21 5,450 5,409
Huntington National Bank 2.500% 8/7/22 7,250 6,942
ING Groep NV 3.150% 3/29/22 10,052 9,809
ING Groep NV 4.100% 10/2/23 7,700 7,705
JPMorgan Chase & Co. 2.200% 10/22/19 5,552 5,512
JPMorgan Chase & Co. 2.250% 1/23/20 45,913 45,445
JPMorgan Chase & Co. 2.750% 6/23/20 38,008 37,716
JPMorgan Chase & Co. 4.400% 7/22/20 17,690 18,049
JPMorgan Chase & Co. 4.250% 10/15/20 21,877 22,296
JPMorgan Chase & Co. 2.550% 10/29/20 18,919 18,644
JPMorgan Chase & Co. 2.550% 3/1/21 21,165 20,779
JPMorgan Chase & Co. 4.625% 5/10/21 10,500 10,828
JPMorgan Chase & Co. 2.400% 6/7/21 11,536 11,248
JPMorgan Chase & Co. 2.295% 8/15/21 30,008 29,164
JPMorgan Chase & Co. 4.350% 8/15/21 17,814 18,252
JPMorgan Chase & Co. 4.500% 1/24/22 14,879 15,337
4 JPMorgan Chase & Co. 3.514% 6/18/22 10,000 10,006
JPMorgan Chase & Co. 3.250% 9/23/22 22,755 22,558
JPMorgan Chase & Co. 2.972% 1/15/23 1,400 1,363
JPMorgan Chase & Co. 3.200% 1/25/23 25,747 25,323
4 JPMorgan Chase & Co. 2.776% 4/25/23 7,190 6,983
JPMorgan Chase & Co. 3.375% 5/1/23 15,464 15,136
JPMorgan Chase & Co. 2.700% 5/18/23 19,763 18,982
4 JPMorgan Chase & Co. 3.559% 4/23/24 13,200 13,072
4 JPMorgan Chase & Co. 3.797% 7/23/24 8,300 8,279
4 JPMorgan Chase Bank NA 2.604% 2/1/21 5,000 4,956
4 JPMorgan Chase Bank NA 3.086% 4/26/21 14,500 14,459
KeyBank NA 2.500% 12/15/19 3,360 3,341
KeyBank NA 2.250% 3/16/20 2,860 2,820
KeyBank NA 3.350% 6/15/21 4,465 4,461
KeyBank NA 2.500% 11/22/21 5,910 5,741
KeyBank NA 2.400% 6/9/22 8,660 8,311
KeyBank NA 2.300% 9/14/22 6,695 6,397
KeyBank NA 3.375% 3/7/23 2,850 2,824
4 KeyBank NA 3.180% 10/15/27 2,125 2,090
KeyCorp 2.900% 9/15/20 10,466 10,395
KeyCorp 5.100% 3/24/21 10,200 10,613
Lloyds Bank plc 2.400% 3/17/20 1,000 988
Lloyds Bank plc 2.700% 8/17/20 17,086 16,924
Lloyds Bank plc 6.375% 1/21/21 2,942 3,121
Lloyds Bank plc 3.300% 5/7/21 8,000 7,970
Lloyds Banking Group plc 3.000% 1/11/22 25,340 24,662
Lloyds Banking Group plc 4.050% 8/16/23 10,100 10,031
4 Lloyds Banking Group plc 2.907% 11/7/23 10,000 9,537
M&T Bank Corp. 3.550% 7/26/23 7,000 6,955
Manufacturers & Traders Trust Co. 2.100% 2/6/20 2,000 1,974
Manufacturers & Traders Trust Co. 2.050% 8/17/20 4,800 4,699
Manufacturers & Traders Trust Co. 2.625% 1/25/21 4,170 4,098
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 8,985 8,871
Mitsubishi UFJ Financial Group Inc. 3.535% 7/26/21 5,500 5,493
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 19,525 18,786
Mitsubishi UFJ Financial Group Inc. 2.998% 2/22/22 9,850 9,623
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 24,943 24,044

 

 

Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 8,603 8,467
Mitsubishi UFJ Financial Group Inc. 3.761% 7/26/23 14,400 14,302
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 3,700 3,471
Mizuho Financial Group Inc. 2.273% 9/13/21 1,500 1,442
Mizuho Financial Group Inc. 2.953% 2/28/22 3,400 3,309
Mizuho Financial Group Inc. 2.601% 9/11/22 950 905
Mizuho Financial Group Inc. 3.549% 3/5/23 8,000 7,885
4 Mizuho Financial Group Inc. 3.922% 9/11/24 6,000 5,964
Morgan Stanley 5.500% 1/26/20 13,457 13,858
Morgan Stanley 2.650% 1/27/20 18,972 18,852
Morgan Stanley 2.800% 6/16/20 17,392 17,254
Morgan Stanley 5.500% 7/24/20 12,345 12,807
Morgan Stanley 5.750% 1/25/21 15,409 16,190
Morgan Stanley 2.500% 4/21/21 21,440 20,931
Morgan Stanley 5.500% 7/28/21 13,560 14,271
Morgan Stanley 2.625% 11/17/21 32,757 31,848
Morgan Stanley 2.750% 5/19/22 32,495 31,503
Morgan Stanley 4.875% 11/1/22 16,667 17,239
Morgan Stanley 3.125% 1/23/23 15,205 14,815
Morgan Stanley 3.750% 2/25/23 24,364 24,358
Morgan Stanley 4.100% 5/22/23 15,058 15,111
4 Morgan Stanley 3.737% 4/24/24 15,600 15,465
MUFG Americas Holdings Corp. 2.250% 2/10/20 7,621 7,523
MUFG Americas Holdings Corp. 3.500% 6/18/22 3,000 2,984
National Australia Bank Ltd. 2.250% 1/10/20 500 494
National Australia Bank Ltd. 2.125% 5/22/20 17,300 17,015
National Australia Bank Ltd. 2.625% 7/23/20 8,750 8,650
National Australia Bank Ltd. 2.625% 1/14/21 7,281 7,162
National Australia Bank Ltd. 1.875% 7/12/21 6,680 6,386
National Australia Bank Ltd. 3.375% 9/20/21 5,000 4,969
National Australia Bank Ltd. 2.800% 1/10/22 6,000 5,848
National Australia Bank Ltd. 2.500% 5/22/22 5,265 5,054
National Australia Bank Ltd. 3.000% 1/20/23 4,536 4,403
National Australia Bank Ltd. 3.625% 6/20/23 5,000 4,969
National Bank of Canada 2.150% 6/12/20 11,950 11,680
National Bank of Canada 2.200% 11/2/20 9,785 9,502
Northern Trust Corp. 3.450% 11/4/20 225 226
Northern Trust Corp. 3.375% 8/23/21 2,771 2,780
Northern Trust Corp. 2.375% 8/2/22 1,845 1,775
People's United Financial Inc. 3.650% 12/6/22 3,700 3,669
PNC Bank NA 2.400% 10/18/19 10,888 10,847
PNC Bank NA 2.000% 5/19/20 5,935 5,829
PNC Bank NA 2.300% 6/1/20 11,157 11,004
PNC Bank NA 2.600% 7/21/20 5,320 5,262
PNC Bank NA 2.450% 11/5/20 10,036 9,867
PNC Bank NA 2.500% 1/22/21 3,000 2,942
PNC Bank NA 2.150% 4/29/21 14,826 14,401
PNC Bank NA 2.550% 12/9/21 4,800 4,676
PNC Bank NA 2.625% 2/17/22 17,085 16,631
PNC Bank NA 2.700% 11/1/22 5,541 5,334
PNC Bank NA 2.950% 1/30/23 6,500 6,277
PNC Bank NA 3.500% 6/8/23 4,000 3,979
PNC Financial Services Group Inc. 2.854% 11/9/22 4,240 4,102
PNC Funding Corp. 5.125% 2/8/20 10,989 11,273
PNC Funding Corp. 4.375% 8/11/20 1,376 1,403
RBC USA Holdco Corp. 5.250% 9/15/20 100 104
Regions Bank 2.750% 4/1/21 6,490 6,368

 

 

4 Regions Bank 3.374% 8/13/21 4,500 4,489
Regions Financial Corp. 3.200% 2/8/21 2,869 2,848
Regions Financial Corp. 2.750% 8/14/22 7,597 7,311
Regions Financial Corp. 3.800% 8/14/23 4,000 3,974
Royal Bank of Canada 2.125% 3/2/20 17,500 17,281
Royal Bank of Canada 2.150% 3/6/20 1,770 1,748
Royal Bank of Canada 2.150% 10/26/20 10,510 10,286
Royal Bank of Canada 2.350% 10/30/20 12,642 12,437
Royal Bank of Canada 2.500% 1/19/21 7,017 6,902
Royal Bank of Canada 3.200% 4/30/21 10,580 10,553
Royal Bank of Canada 2.750% 2/1/22 12,425 12,178
Royal Bank of Scotland Group plc 6.125% 12/15/22 6,250 6,528
4 Royal Bank of Scotland Group plc 3.498% 5/15/23 13,675 13,251
Royal Bank of Scotland Group plc 6.100% 6/10/23 7,500 7,819
Royal Bank of Scotland Group plc 3.875% 9/12/23 24,556 23,833
4 Royal Bank of Scotland Group plc 4.519% 6/25/24 16,000 15,994
Santander Holdings USA Inc. 2.650% 4/17/20 9,855 9,750
Santander Holdings USA Inc. 3.700% 3/28/22 14,539 14,330
Santander Holdings USA Inc. 3.400% 1/18/23 7,400 7,131
Santander UK Group Holdings plc 2.875% 10/16/20 8,020 7,922
Santander UK Group Holdings plc 3.125% 1/8/21 14,945 14,736
Santander UK Group Holdings plc 2.875% 8/5/21 4,380 4,263
4 Santander UK Group Holdings plc 3.373% 1/5/24 12,000 11,522
Santander UK plc 2.375% 3/16/20 350 346
Santander UK plc 2.125% 11/3/20 9,040 8,798
Santander UK plc 3.400% 6/1/21 7,355 7,326
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,684 5,600
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 12,545 12,291
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 13,250 12,651
Skandinaviska Enskilda Banken AB 2.800% 3/11/22 6,640 6,470
State Street Corp. 2.550% 8/18/20 9,216 9,146
State Street Corp. 4.375% 3/7/21 6,402 6,576
State Street Corp. 1.950% 5/19/21 4,425 4,279
4 State Street Corp. 2.653% 5/15/23 5,425 5,255
State Street Corp. 3.100% 5/15/23 1,665 1,628
Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 11,700 11,588
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 17,660 17,528
Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 10,000 9,913
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 9,880 9,730
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 5,250 5,149
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 2,110 2,073
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 13,282 13,095
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 10,222 9,797
Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 14,246 13,743
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 7,379 7,183
Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 6,187 5,983
Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 6,286 6,039
Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 10,000 9,708
Sumitomo Mitsui Financial Group Inc. 3.748% 7/19/23 5,000 4,975
SunTrust Bank 2.250% 1/31/20 7,631 7,544
4 SunTrust Bank 2.590% 1/29/21 9,000 8,911
SunTrust Bank 2.450% 8/1/22 7,126 6,846
4 SunTrust Bank 3.502% 8/2/22 4,200 4,185
SunTrust Bank 3.000% 2/2/23 5,135 5,005
SunTrust Bank 2.750% 5/1/23 1,125 1,087
4 SunTrust Bank 3.689% 8/2/24 4,500 4,461
SunTrust Banks Inc. 2.900% 3/3/21 5,126 5,059

 

 

SunTrust Banks Inc. 2.700% 1/27/22 1,743 1,694
Svenska Handelsbanken AB 1.950% 9/8/20 12,165 11,843
Svenska Handelsbanken AB 2.400% 10/1/20 7,875 7,730
Svenska Handelsbanken AB 2.450% 3/30/21 15,308 14,958
Svenska Handelsbanken AB 3.350% 5/24/21 5,000 4,986
Svenska Handelsbanken AB 1.875% 9/7/21 3,932 3,760
Synchrony Bank 3.650% 5/24/21 13,250 13,141
Synchrony Bank 3.000% 6/15/22 4,415 4,233
Synchrony Financial 2.700% 2/3/20 7,387 7,302
Synchrony Financial 3.750% 8/15/21 2,761 2,740
Synovus Financial Corp. 3.125% 11/1/22 2,200 2,109
Toronto-Dominion Bank 1.900% 10/24/19 2,023 2,002
Toronto-Dominion Bank 2.250% 11/5/19 17,485 17,363
Toronto-Dominion Bank 3.000% 6/11/20 3,000 2,994
Toronto-Dominion Bank 3.150% 9/17/20 8,000 8,020
Toronto-Dominion Bank 2.500% 12/14/20 9,715 9,551
Toronto-Dominion Bank 2.550% 1/25/21 8,050 7,919
Toronto-Dominion Bank 2.125% 4/7/21 16,950 16,484
Toronto-Dominion Bank 3.250% 6/11/21 4,231 4,227
Toronto-Dominion Bank 1.800% 7/13/21 17,113 16,461
Toronto-Dominion Bank 3.500% 7/19/23 15,433 15,430
UBS AG 2.350% 3/26/20 9,230 9,100
UBS AG 4.875% 8/4/20 6,375 6,542
US Bancorp 2.350% 1/29/21 8,635 8,470
US Bancorp 4.125% 5/24/21 2,714 2,771
US Bancorp 2.625% 1/24/22 10,255 10,025
US Bancorp 3.000% 3/15/22 5,130 5,068
US Bancorp 2.950% 7/15/22 9,411 9,185
US Bank NA 2.125% 10/28/19 11,742 11,662
US Bank NA 2.350% 1/23/20 5,000 4,958
US Bank NA 2.000% 1/24/20 8,925 8,811
US Bank NA 3.050% 7/24/20 2,000 1,994
US Bank NA 2.050% 10/23/20 15,000 14,659
US Bank NA 3.150% 4/26/21 2,000 1,994
4 US Bank NA 3.104% 5/21/21 12,005 11,979
US Bank NA 2.850% 1/23/23 5,935 5,776
US Bank NA 3.400% 7/24/23 5,600 5,574
Wells Fargo & Co. 2.150% 1/30/20 14,848 14,675
Wells Fargo & Co. 2.600% 7/22/20 31,976 31,630
Wells Fargo & Co. 2.550% 12/7/20 21,216 20,888
Wells Fargo & Co. 3.000% 1/22/21 9,917 9,836
Wells Fargo & Co. 2.500% 3/4/21 11,135 10,901
Wells Fargo & Co. 4.600% 4/1/21 24,696 25,399
Wells Fargo & Co. 2.100% 7/26/21 22,075 21,264
Wells Fargo & Co. 3.500% 3/8/22 5,541 5,533
Wells Fargo & Co. 2.625% 7/22/22 27,078 26,132
Wells Fargo & Co. 3.069% 1/24/23 27,166 26,472
Wells Fargo & Co. 3.450% 2/13/23 10,655 10,433
Wells Fargo & Co. 4.125% 8/15/23 7,175 7,266
Wells Fargo Bank NA 2.150% 12/6/19 18,610 18,466
Wells Fargo Bank NA 2.400% 1/15/20 13,400 13,294
Wells Fargo Bank NA 2.600% 1/15/21 13,306 13,073
4 Wells Fargo Bank NA 3.325% 7/23/21 14,900 14,880
Wells Fargo Bank NA 3.550% 8/14/23 17,750 17,644
Westpac Banking Corp. 4.875% 11/19/19 14,501 14,802
Westpac Banking Corp. 2.150% 3/6/20 11,000 10,846
Westpac Banking Corp. 3.050% 5/15/20 5,280 5,255

 

 

Westpac Banking Corp. 2.300% 5/26/20 19,577 19,289
Westpac Banking Corp. 2.600% 11/23/20 10,375 10,210
Westpac Banking Corp. 2.650% 1/25/21 7,000 6,883
Westpac Banking Corp. 2.100% 5/13/21 9,352 9,050
Westpac Banking Corp. 2.000% 8/19/21 11,450 10,988
Westpac Banking Corp. 2.800% 1/11/22 5,000 4,876
Westpac Banking Corp. 2.500% 6/28/22 17,850 17,147
Westpac Banking Corp. 2.750% 1/11/23 4,000 3,861
Westpac Banking Corp. 3.650% 5/15/23 7,203 7,189
Zions Bancorp NA 3.500% 8/27/21 5,500 5,468
 
Brokerage (0.2%)        
Ameriprise Financial Inc. 5.300% 3/15/20 5,415 5,577
BGC Partners Inc. 5.375% 12/9/19 1,700 1,727
BGC Partners Inc. 5.125% 5/27/21 1,675 1,715
BGC Partners Inc. 5.375% 7/24/23 3,914 3,905
BlackRock Inc. 5.000% 12/10/19 11,009 11,241
BlackRock Inc. 4.250% 5/24/21 5,775 5,911
BlackRock Inc. 3.375% 6/1/22 2,275 2,274
Charles Schwab Corp. 4.450% 7/22/20 2,580 2,636
Charles Schwab Corp. 3.250% 5/21/21 5,075 5,069
Charles Schwab Corp. 3.225% 9/1/22 2,550 2,523
Charles Schwab Corp. 2.650% 1/25/23 6,807 6,581
E*TRADE Financial Corp. 2.950% 8/24/22 4,450 4,304
Eaton Vance Corp. 3.625% 6/15/23 2,350 2,320
Intercontinental Exchange Inc. 2.750% 12/1/20 5,421 5,375
Intercontinental Exchange Inc. 2.350% 9/15/22 1,175 1,129
Intercontinental Exchange Inc. 3.450% 9/21/23 4,000 3,979
Invesco Finance plc 3.125% 11/30/22 7,825 7,669
Jefferies Group LLC 6.875% 4/15/21 5,972 6,398
Lazard Group LLC 4.250% 11/14/20 1,429 1,451
Nasdaq Inc. 5.550% 1/15/20 4,875 5,020
Nomura Holdings Inc. 6.700% 3/4/20 5,310 5,540
Stifel Financial Corp. 3.500% 12/1/20 7,645 7,571
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,245 2,309
TD Ameritrade Holding Corp. 2.950% 4/1/22 5,308 5,203
 
Finance Companies (0.5%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.250% 7/1/20 6,076 6,137
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 10/30/20 8,985 9,153
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.500% 5/15/21 9,867 10,027
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 5.000% 10/1/21 7,123 7,328
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.950% 2/1/22 3,899 3,889
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 5/26/22 3,300 3,238
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 7/1/22 3,250 3,311
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.300% 1/23/23 4,750 4,566
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.125% 7/3/23 2,500 2,472
Air Lease Corp. 2.125% 1/15/20 5,711 5,610

 

 

Air Lease Corp. 4.750% 3/1/20 1,449 1,472
Air Lease Corp. 2.500% 3/1/21 3,250 3,164
Air Lease Corp. 3.875% 4/1/21 3,405 3,421
Air Lease Corp. 3.375% 6/1/21 7,440 7,391
Air Lease Corp. 3.500% 1/15/22 1,375 1,366
Air Lease Corp. 3.750% 2/1/22 4,101 4,090
Air Lease Corp. 2.625% 7/1/22 1,934 1,852
Air Lease Corp. 2.750% 1/15/23 2,130 2,020
Air Lease Corp. 3.875% 7/3/23 6,675 6,583
Air Lease Corp. 3.000% 9/15/23 3,639 3,452
Aircastle Ltd. 6.250% 12/1/19 1,000 1,031
Aircastle Ltd. 5.125% 3/15/21 4,740 4,853
Aircastle Ltd. 5.500% 2/15/22 250 260
Aircastle Ltd. 5.000% 4/1/23 5,182 5,305
Aircastle Ltd. 4.400% 9/25/23 6,900 6,865
Ares Capital Corp. 3.875% 1/15/20 3,765 3,766
Ares Capital Corp. 3.625% 1/19/22 1,150 1,125
Ares Capital Corp. 3.500% 2/10/23 2,690 2,571
FS Investment Corp. 4.250% 1/15/20 776 777
FS Investment Corp. 4.750% 5/15/22 575 565
GATX Corp. 2.600% 3/30/20 3,100 3,060
GATX Corp. 3.900% 3/30/23 2,825 2,796
GE Capital International Funding Co.        
Unlimited Co. 2.342% 11/15/20 51,190 49,904
5 Halfmoon Parent Inc. 3.200% 9/17/20 12,500 12,450
5 Halfmoon Parent Inc. 3.400% 9/17/21 11,485 11,426
5 Halfmoon Parent Inc. 3.750% 7/15/23 9,000 8,948
International Lease Finance Corp. 8.250% 12/15/20 11,361 12,400
International Lease Finance Corp. 4.625% 4/15/21 3,517 3,589
International Lease Finance Corp. 8.625% 1/15/22 4,964 5,647
International Lease Finance Corp. 5.875% 8/15/22 6,653 7,044
 
Insurance (0.9%)        
AEGON Funding Co. LLC 5.750% 12/15/20 3,543 3,712
Aetna Inc. 4.125% 6/1/21 3,248 3,296
Aetna Inc. 2.750% 11/15/22 7,588 7,307
Aetna Inc. 2.800% 6/15/23 8,738 8,373
Aflac Inc. 2.400% 3/16/20 4,475 4,429
Aflac Inc. 4.000% 2/15/22 1,350 1,368
Alleghany Corp. 5.625% 9/15/20 900 936
Alleghany Corp. 4.950% 6/27/22 4,038 4,203
4 Allstate Corp. 5.750% 8/15/53 6,710 6,945
Alterra Finance LLC 6.250% 9/30/20 5,095 5,319
American International Group Inc. 3.375% 8/15/20 3,817 3,816
American International Group Inc. 6.400% 12/15/20 7,700 8,180
American International Group Inc. 3.300% 3/1/21 9,930 9,879
American International Group Inc. 4.875% 6/1/22 11,890 12,362
Anthem Inc. 4.350% 8/15/20 10,830 11,032
Anthem Inc. 2.500% 11/21/20 7,275 7,164
Anthem Inc. 3.700% 8/15/21 3,750 3,773
Anthem Inc. 3.125% 5/15/22 1,646 1,621
Anthem Inc. 2.950% 12/1/22 5,405 5,255
Anthem Inc. 3.300% 1/15/23 11,024 10,843
Aon Corp. 5.000% 9/30/20 4,025 4,146
Aon plc 2.800% 3/15/21 2,823 2,769
Assurant Inc. 4.000% 3/15/23 3,600 3,569
Assurant Inc. 4.200% 9/27/23 1,500 1,492

 

 

5 AXA Equitable Holdings Inc. 3.900% 4/20/23 11,057 10,931
AXIS Specialty Finance LLC 5.875% 6/1/20 7,463 7,728
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 8,393 8,378
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 6,459 6,619
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 1,240 1,230
Berkshire Hathaway Inc. 2.200% 3/15/21 8,289 8,112
Berkshire Hathaway Inc. 3.750% 8/15/21 4,685 4,773
Berkshire Hathaway Inc. 3.400% 1/31/22 5,502 5,535
Berkshire Hathaway Inc. 3.000% 2/11/23 3,575 3,538
Berkshire Hathaway Inc. 2.750% 3/15/23 6,290 6,123
Chubb INA Holdings Inc. 2.300% 11/3/20 13,433 13,185
Chubb INA Holdings Inc. 2.875% 11/3/22 2,550 2,486
Chubb INA Holdings Inc. 2.700% 3/13/23 4,440 4,283
Cigna Corp. 5.125% 6/15/20 4,675 4,815
Cigna Corp. 4.375% 12/15/20 1,675 1,704
Cigna Corp. 4.500% 3/15/21 2,375 2,429
Cigna Corp. 4.000% 2/15/22 3,300 3,328
CNA Financial Corp. 5.875% 8/15/20 2,640 2,752
CNA Financial Corp. 5.750% 8/15/21 5,840 6,161
Coventry Health Care Inc. 5.450% 6/15/21 3,134 3,282
Enstar Group Ltd. 4.500% 3/10/22 2,225 2,225
Fidelity National Financial Inc. 5.500% 9/1/22 2,035 2,154
Hartford Financial Services Group Inc. 5.500% 3/30/20 2,729 2,814
Hartford Financial Services Group Inc. 5.125% 4/15/22 7,025 7,348
Humana Inc. 2.625% 10/1/19 4,526 4,494
Humana Inc. 3.150% 12/1/22 775 756
Humana Inc. 2.900% 12/15/22 5,231 5,069
Lincoln National Corp. 6.250% 2/15/20 2,375 2,464
Lincoln National Corp. 4.200% 3/15/22 100 101
Lincoln National Corp. 4.000% 9/1/23 5,282 5,332
Loews Corp. 2.625% 5/15/23 6,860 6,565
Manulife Financial Corp. 4.900% 9/17/20 3,537 3,643
Markel Corp. 4.900% 7/1/22 1,150 1,173
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 3,374 3,327
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 4,637 4,775
Marsh & McLennan Cos. Inc. 2.750% 1/30/22 7,388 7,182
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 4,850 4,739
MetLife Inc. 4.750% 2/8/21 11,719 12,070
MetLife Inc. 4.368% 9/15/23 2,251 2,328
PartnerRe Finance B LLC 5.500% 6/1/20 3,665 3,769
Primerica Inc. 4.750% 7/15/22 2,700 2,783
Principal Financial Group Inc. 3.300% 9/15/22 1,000 986
Principal Financial Group Inc. 3.125% 5/15/23 2,525 2,452
4 Principal Financial Group Inc. 4.700% 5/15/55 4,000 4,010
Progressive Corp. 3.750% 8/23/21 5,754 5,795
Protective Life Corp. 7.375% 10/15/19 1,652 1,716
Prudential Financial Inc. 5.375% 6/21/20 5,135 5,317
Prudential Financial Inc. 4.500% 11/15/20 2,300 2,357
Prudential Financial Inc. 4.500% 11/16/21 6,860 7,073
4 Prudential Financial Inc. 5.875% 9/15/42 7,200 7,633
4 Prudential Financial Inc. 5.625% 6/15/43 5,260 5,484
Reinsurance Group of America Inc. 6.450% 11/15/19 2,976 3,072
Reinsurance Group of America Inc. 5.000% 6/1/21 3,037 3,147
Reinsurance Group of America Inc. 4.700% 9/15/23 3,520 3,615
Torchmark Corp. 3.800% 9/15/22 63 63
Travelers Cos. Inc. 3.900% 11/1/20 630 638
Trinity Acquisition plc 3.500% 9/15/21 1,150 1,135

 

 

UnitedHealth Group Inc. 2.300% 12/15/19 5,406 5,359
UnitedHealth Group Inc. 2.700% 7/15/20 5,900 5,862
UnitedHealth Group Inc. 1.950% 10/15/20 6,645 6,496
UnitedHealth Group Inc. 3.875% 10/15/20 3,795 3,844
UnitedHealth Group Inc. 4.700% 2/15/21 2,700 2,780
UnitedHealth Group Inc. 2.125% 3/15/21 4,720 4,600
UnitedHealth Group Inc. 3.150% 6/15/21 4,890 4,878
UnitedHealth Group Inc. 2.875% 12/15/21 5,995 5,924
UnitedHealth Group Inc. 2.875% 3/15/22 9,823 9,651
UnitedHealth Group Inc. 3.350% 7/15/22 10,831 10,805
UnitedHealth Group Inc. 2.375% 10/15/22 7,990 7,650
UnitedHealth Group Inc. 2.750% 2/15/23 3,950 3,828
UnitedHealth Group Inc. 2.875% 3/15/23 3,875 3,773
UnitedHealth Group Inc. 3.500% 6/15/23 4,850 4,855
Unum Group 5.625% 9/15/20 1,200 1,242
Unum Group 3.000% 5/15/21 3,540 3,474
Willis Towers Watson plc 5.750% 3/15/21 3,046 3,186
WR Berkley Corp. 5.375% 9/15/20 1,100 1,137
XLIT Ltd. 5.750% 10/1/21 5,282 5,581
 
Other Finance (0.0%)        
ORIX Corp. 2.900% 7/18/22 3,445 3,316
 
Real Estate Investment Trusts (0.6%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 2,598 2,575
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,434 1,472
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 6,300 6,322
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,546 3,535
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 2,134 2,107
AvalonBay Communities Inc. 3.625% 10/1/20 4,520 4,537
AvalonBay Communities Inc. 3.950% 1/15/21 1,125 1,133
AvalonBay Communities Inc. 2.950% 9/15/22 1,564 1,521
Boston Properties LP 5.875% 10/15/19 1,485 1,520
Boston Properties LP 5.625% 11/15/20 9,135 9,499
Boston Properties LP 4.125% 5/15/21 6,024 6,126
Boston Properties LP 3.850% 2/1/23 6,658 6,683
Boston Properties LP 3.125% 9/1/23 3,580 3,481
Brandywine Operating Partnership LP 3.950% 2/15/23 2,475 2,456
Brixmor Operating Partnership LP 3.875% 8/15/22 5,975 5,953
Brixmor Operating Partnership LP 3.250% 9/15/23 3,050 2,929
Camden Property Trust 2.950% 12/15/22 3,800 3,685
Corporate Office Properties LP 3.700% 6/15/21 1,970 1,943
Corporate Office Properties LP 3.600% 5/15/23 2,650 2,560
DDR Corp. 4.625% 7/15/22 6,839 6,974
Digital Realty Trust LP 5.875% 2/1/20 2,451 2,512
Digital Realty Trust LP 3.400% 10/1/20 1,760 1,760
Digital Realty Trust LP 5.250% 3/15/21 13,430 13,881
Digital Realty Trust LP 3.950% 7/1/22 4,671 4,699
Digital Realty Trust LP 3.625% 10/1/22 4,625 4,584
Digital Realty Trust LP 2.750% 2/1/23 1,275 1,217
Duke Realty LP 3.875% 2/15/21 1,000 1,007
Duke Realty LP 3.875% 10/15/22 1,250 1,257
Duke Realty LP 3.625% 4/15/23 1,907 1,883
EPR Properties 5.750% 8/15/22 2,595 2,711
ERP Operating LP 4.750% 7/15/20 330 337

 

 

ERP Operating LP 4.625% 12/15/21 6,401 6,601
ERP Operating LP 3.000% 4/15/23 3,098 3,016
Essex Portfolio LP 5.200% 3/15/21 1,850 1,915
Essex Portfolio LP 3.250% 5/1/23 4,100 3,986
Government Properties Income Trust 4.000% 7/15/22 5,000 4,924
HCP Inc. 2.625% 2/1/20 8,812 8,733
HCP Inc. 3.150% 8/1/22 3,203 3,119
HCP Inc. 4.000% 12/1/22 8,272 8,282
Healthcare Trust of America Holdings LP 3.375% 7/15/21 1,000 992
Healthcare Trust of America Holdings LP 2.950% 7/1/22 4,755 4,587
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,925 1,891
Highwoods Realty LP 3.200% 6/15/21 2,000 1,965
Hospitality Properties Trust 4.250% 2/15/21 3,205 3,225
Hospitality Properties Trust 5.000% 8/15/22 3,557 3,641
Hospitality Properties Trust 4.500% 6/15/23 2,616 2,618
Host Hotels & Resorts LP 6.000% 10/1/21 2,644 2,786
Host Hotels & Resorts LP 5.250% 3/15/22 2,025 2,088
Host Hotels & Resorts LP 4.750% 3/1/23 1,247 1,270
Kimco Realty Corp. 3.200% 5/1/21 4,169 4,127
Kimco Realty Corp. 3.400% 11/1/22 2,100 2,063
Kimco Realty Corp. 3.125% 6/1/23 1,500 1,445
Liberty Property LP 4.750% 10/1/20 3,950 4,040
Liberty Property LP 4.125% 6/15/22 2,168 2,198
Liberty Property LP 3.375% 6/15/23 2,104 2,051
National Retail Properties Inc. 3.300% 4/15/23 1,610 1,569
Omega Healthcare Investors Inc. 4.375% 8/1/23 5,000 4,956
Piedmont Operating Partnership LP 3.400% 6/1/23 1,105 1,062
ProLogis LP 4.250% 8/15/23 6,150 6,325
Public Storage 2.370% 9/15/22 4,000 3,839
Realty Income Corp. 3.250% 10/15/22 13,672 13,501
Realty Income Corp. 4.650% 8/1/23 1,325 1,373
Regency Centers Corp. 3.750% 11/15/22 425 421
Regency Centers LP 4.800% 4/15/21 725 743
Select Income REIT 3.600% 2/1/20 234 232
Simon Property Group LP 2.500% 9/1/20 4,660 4,601
Simon Property Group LP 4.375% 3/1/21 7,260 7,432
Simon Property Group LP 2.500% 7/15/21 2,650 2,593
Simon Property Group LP 4.125% 12/1/21 3,185 3,249
Simon Property Group LP 2.350% 1/30/22 6,474 6,247
Simon Property Group LP 3.375% 3/15/22 1,112 1,105
Simon Property Group LP 2.625% 6/15/22 6,525 6,320
Simon Property Group LP 2.750% 6/1/23 7,855 7,565
SL Green Operating Partnership LP 3.250% 10/15/22 2,350 2,280
SL Green Realty Corp. 7.750% 3/15/20 2,500 2,641
SL Green Realty Corp. 4.500% 12/1/22 1,225 1,242
UDR Inc. 3.700% 10/1/20 6,400 6,417
UDR Inc. 4.625% 1/10/22 225 230
Ventas Realty LP 3.100% 1/15/23 1,460 1,414
Ventas Realty LP 3.125% 6/15/23 6,488 6,261
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 398 394
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 2,950 3,001
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 5,058 4,972
VEREIT Operating Partnership LP 4.125% 6/1/21 5,111 5,161
Washington REIT 4.950% 10/1/20 1,700 1,728
Weingarten Realty Investors 3.500% 4/15/23 1,000 980
Welltower Inc. 6.125% 4/15/20 2,802 2,910
Welltower Inc. 4.950% 1/15/21 4,500 4,612

 

 

Welltower Inc. 5.250% 1/15/22 525 547
Welltower Inc. 3.750% 3/15/23 6,275 6,230
Welltower Inc. 3.950% 9/1/23 3,750 3,749
        5,850,185
Industrial (14.8%)        
Basic Industry (0.6%)        
Air Products & Chemicals Inc. 3.000% 11/3/21 1,750 1,739
Airgas Inc. 2.375% 2/15/20 1,300 1,287
ArcelorMittal 5.125% 6/1/20 5,000 5,124
ArcelorMittal 6.250% 2/25/22 6,500 6,955
Barrick Gold Corp. 3.850% 4/1/22 575 579
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 5,000 4,904
Cabot Corp. 3.700% 7/15/22 2,815 2,790
Celanese US Holdings LLC 5.875% 6/15/21 3,850 4,047
Celanese US Holdings LLC 4.625% 11/15/22 10 10
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,850 2,941
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 8,300 8,467
Domtar Corp. 4.400% 4/1/22 660 665
Dow Chemical Co. 4.250% 11/15/20 4,684 4,769
Dow Chemical Co. 4.125% 11/15/21 13,692 13,982
Dow Chemical Co. 3.000% 11/15/22 8,585 8,368
Eastman Chemical Co. 2.700% 1/15/20 9,723 9,671
Eastman Chemical Co. 4.500% 1/15/21 155 157
Eastman Chemical Co. 3.600% 8/15/22 3,244 3,240
Ecolab Inc. 2.250% 1/12/20 3,220 3,179
Ecolab Inc. 4.350% 12/8/21 6,343 6,540
Ecolab Inc. 2.375% 8/10/22 5,100 4,888
Ecolab Inc. 3.250% 1/14/23 1,500 1,487
EI du Pont de Nemours & Co. 4.625% 1/15/20 1,800 1,836
EI du Pont de Nemours & Co. 2.200% 5/1/20 15,550 15,342
EI du Pont de Nemours & Co. 3.625% 1/15/21 11,322 11,406
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,575 2,632
EI du Pont de Nemours & Co. 2.800% 2/15/23 9,640 9,362
FMC Corp. 5.200% 12/15/19 2,001 2,044
FMC Corp. 3.950% 2/1/22 3,235 3,246
Goldcorp Inc. 3.625% 6/9/21 8,400 8,358
Goldcorp Inc. 3.700% 3/15/23 2,902 2,863
International Flavors & Fragrances Inc. 3.400% 9/25/20 2,250 2,252
International Paper Co. 7.500% 8/15/21 3,165 3,485
International Paper Co. 4.750% 2/15/22 7,929 8,186
Kinross Gold Corp. 5.125% 9/1/21 3,090 3,171
LyondellBasell Industries NV 6.000% 11/15/21 12,566 13,332
Methanex Corp. 3.250% 12/15/19 2,568 2,552
Mosaic Co. 3.750% 11/15/21 3,870 3,867
Mosaic Co. 3.250% 11/15/22 5,485 5,363
NewMarket Corp. 4.100% 12/15/22 1,360 1,363
Newmont Mining Corp. 5.125% 10/1/19 2,888 2,942
Newmont Mining Corp. 3.500% 3/15/22 955 944
Nucor Corp. 4.125% 9/15/22 3,000 3,059
Nucor Corp. 4.000% 8/1/23 6,614 6,720
Nutrien Ltd. 4.875% 3/30/20 1,800 1,836
Nutrien Ltd. 3.150% 10/1/22 6,541 6,343
Nutrien Ltd. 3.500% 6/1/23 7,198 7,053
Packaging Corp. of America 2.450% 12/15/20 6,614 6,483
Packaging Corp. of America 3.900% 6/15/22 1,900 1,916
PPG Industries Inc. 2.300% 11/15/19 9,402 9,307
PPG Industries Inc. 3.600% 11/15/20 6,350 6,405

 

 

Praxair Inc. 2.250% 9/24/20 9,850 9,677
Praxair Inc. 4.050% 3/15/21 2,075 2,114
Praxair Inc. 3.000% 9/1/21 3,295 3,258
Praxair Inc. 2.450% 2/15/22 5,109 4,967
Praxair Inc. 2.200% 8/15/22 5,495 5,282
Praxair Inc. 2.700% 2/21/23 2,300 2,235
Rayonier Inc. 3.750% 4/1/22 1,550 1,532
Reliance Steel & Aluminum Co. 4.500% 4/15/23 300 304
RPM International Inc. 6.125% 10/15/19 652 669
RPM International Inc. 3.450% 11/15/22 425 418
Sherwin-Williams Co. 2.250% 5/15/20 10,871 10,704
Sherwin-Williams Co. 2.750% 6/1/22 6,568 6,370
Southern Copper Corp. 5.375% 4/16/20 2,602 2,693
Southern Copper Corp. 3.500% 11/8/22 2,025 1,997
Vale Overseas Ltd. 5.875% 6/10/21 6,945 7,301
Vale Overseas Ltd. 4.375% 1/11/22 9,998 10,073
WestRock RKT Co. 3.500% 3/1/20 2,854 2,851
WestRock RKT Co. 4.900% 3/1/22 100 103
Weyerhaeuser Co. 7.375% 10/1/19 75 78
Weyerhaeuser Co. 4.700% 3/15/21 5,010 5,134
 
Capital Goods (1.5%)        
3M Co. 2.000% 8/7/20 3,475 3,412
3M Co. 1.625% 9/19/21 5,685 5,435
3M Co. 2.000% 6/26/22 3,240 3,106
3M Co. 2.250% 3/15/23 5,175 4,960
ABB Finance USA Inc. 2.800% 4/3/20 1,360 1,353
ABB Finance USA Inc. 2.875% 5/8/22 7,018 6,867
ABB Finance USA Inc. 3.375% 4/3/23 500 498
Acuity Brands Lighting Inc. 6.000% 12/15/19 1,065 1,098
Bemis Co. Inc. 4.500% 10/15/21 3,050 3,118
Boeing Capital Corp. 4.700% 10/27/19 6,775 6,893
Boeing Co. 4.875% 2/15/20 6,095 6,247
Boeing Co. 1.650% 10/30/20 4,830 4,709
Boeing Co. 8.750% 8/15/21 1,000 1,142
Boeing Co. 2.350% 10/30/21 8,950 8,759
Boeing Co. 2.125% 3/1/22 4,150 4,005
Boeing Co. 2.800% 3/1/23 6,350 6,221
Boeing Co. 1.875% 6/15/23 4,110 3,842
Carlisle Cos. Inc. 3.750% 11/15/22 2,650 2,626
Caterpillar Financial Services Corp. 2.000% 11/29/19 5,500 5,432
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,341 5,283
Caterpillar Financial Services Corp. 2.100% 1/10/20 1,300 1,283
Caterpillar Financial Services Corp. 2.000% 3/5/20 6,220 6,116
Caterpillar Financial Services Corp. 2.950% 5/15/20 30 30
Caterpillar Financial Services Corp. 1.850% 9/4/20 7,018 6,828
Caterpillar Financial Services Corp. 2.500% 11/13/20 3,500 3,444
Caterpillar Financial Services Corp. 1.700% 8/9/21 11,200 10,747
Caterpillar Financial Services Corp. 2.750% 8/20/21 350 345
Caterpillar Financial Services Corp. 3.150% 9/7/21 2,000 1,998
Caterpillar Financial Services Corp. 1.931% 10/1/21 7,650 7,349
Caterpillar Financial Services Corp. 2.850% 6/1/22 3,600 3,539
Caterpillar Financial Services Corp. 2.400% 6/6/22 2,100 2,036
Caterpillar Financial Services Corp. 2.550% 11/29/22 5,275 5,105
Caterpillar Financial Services Corp. 3.450% 5/15/23 5,000 5,001
Caterpillar Inc. 3.900% 5/27/21 8,945 9,100
Caterpillar Inc. 2.600% 6/26/22 7,190 7,001

 

 

CNH Industrial Capital LLC 4.375% 11/6/20 5,961 6,035
CNH Industrial Capital LLC 4.875% 4/1/21 5,346 5,473
CNH Industrial Capital LLC 3.875% 10/15/21 2,395 2,386
CNH Industrial Capital LLC 4.375% 4/5/22 4,540 4,591
CNH Industrial NV 4.500% 8/15/23 2,570 2,605
CRH America Inc. 5.750% 1/15/21 450 470
Deere & Co. 4.375% 10/16/19 225 229
Deere & Co. 2.600% 6/8/22 10,258 10,005
Dover Corp. 4.300% 3/1/21 4,200 4,285
Eaton Corp. 2.750% 11/2/22 13,260 12,862
5 Embraer Overseas Ltd. 5.696% 9/16/23 1,400 1,444
Embraer SA 5.150% 6/15/22 400 414
Emerson Electric Co. 4.875% 10/15/19 3,220 3,279
Emerson Electric Co. 4.250% 11/15/20 775 791
Emerson Electric Co. 2.625% 12/1/21 4,480 4,424
Emerson Electric Co. 2.625% 2/15/23 2,275 2,192
FLIR Systems Inc. 3.125% 6/15/21 2,325 2,284
Flowserve Corp. 3.500% 9/15/22 4,625 4,502
Fortive Corp. 2.350% 6/15/21 6,400 6,198
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 2,966
Fortune Brands Home & Security Inc. 4.000% 9/21/23 3,500 3,512
General Dynamics Corp. 2.875% 5/11/20 19,000 18,953
General Dynamics Corp. 3.000% 5/11/21 11,100 11,041
General Dynamics Corp. 3.875% 7/15/21 3,805 3,861
General Dynamics Corp. 2.250% 11/15/22 6,802 6,502
General Dynamics Corp. 3.375% 5/15/23 12,059 12,033
General Dynamics Corp. 1.875% 8/15/23 5,704 5,317
General Electric Co. 2.100% 12/11/19 2,925 2,892
General Electric Co. 5.500% 1/8/20 9,876 10,134
General Electric Co. 2.200% 1/9/20 12,636 12,462
General Electric Co. 5.550% 5/4/20 7,556 7,797
General Electric Co. 4.375% 9/16/20 10,548 10,742
General Electric Co. 4.625% 1/7/21 9,036 9,308
General Electric Co. 5.300% 2/11/21 7,712 8,033
General Electric Co. 4.650% 10/17/21 18,503 19,175
General Electric Co. 2.700% 10/9/22 9,816 9,482
General Electric Co. 3.100% 1/9/23 8,325 8,146
Harris Corp. 2.700% 4/27/20 6,563 6,495
Honeywell International Inc. 1.400% 10/30/19 4,000 3,940
Honeywell International Inc. 1.800% 10/30/19 8,300 8,218
Honeywell International Inc. 4.250% 3/1/21 5,200 5,342
Honeywell International Inc. 1.850% 11/1/21 12,125 11,623
Illinois Tool Works Inc. 3.375% 9/15/21 4,075 4,074
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 7,701 7,883
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 2,115 2,088
John Deere Capital Corp. 1.700% 1/15/20 350 344
John Deere Capital Corp. 2.050% 3/10/20 4,200 4,142
John Deere Capital Corp. 2.200% 3/13/20 2,031 2,003
John Deere Capital Corp. 1.950% 6/22/20 4,555 4,473
John Deere Capital Corp. 2.375% 7/14/20 2,500 2,465
John Deere Capital Corp. 2.450% 9/11/20 2,850 2,810
John Deere Capital Corp. 2.350% 1/8/21 50 49
John Deere Capital Corp. 2.550% 1/8/21 2,250 2,216
John Deere Capital Corp. 2.800% 3/4/21 3,000 2,970
John Deere Capital Corp. 2.875% 3/12/21 3,700 3,665
John Deere Capital Corp. 3.900% 7/12/21 3,585 3,647
John Deere Capital Corp. 3.125% 9/10/21 1,000 997

 

 

John Deere Capital Corp. 3.150% 10/15/21 565 562
John Deere Capital Corp. 2.650% 1/6/22 4,602 4,504
John Deere Capital Corp. 2.750% 3/15/22 655 643
John Deere Capital Corp. 2.150% 9/8/22 5,650 5,381
John Deere Capital Corp. 2.700% 1/6/23 7,950 7,713
John Deere Capital Corp. 2.800% 1/27/23 6,800 6,612
John Deere Capital Corp. 2.800% 3/6/23 14,503 14,139
John Deere Capital Corp. 3.450% 6/7/23 4,515 4,512
Johnson Controls International plc 5.000% 3/30/20 1,575 1,607
Johnson Controls International plc 4.250% 3/1/21 4,364 4,424
Johnson Controls International plc 3.750% 12/1/21 1,377 1,381
Kennametal Inc. 3.875% 2/15/22 575 570
L3 Technologies Inc. 4.950% 2/15/21 4,116 4,228
L3 Technologies Inc. 3.850% 6/15/23 8,450 8,451
Lockheed Martin Corp. 4.250% 11/15/19 6,141 6,220
Lockheed Martin Corp. 2.500% 11/23/20 7,140 7,041
Lockheed Martin Corp. 3.350% 9/15/21 4,804 4,809
Lockheed Martin Corp. 3.100% 1/15/23 2,358 2,322
Masco Corp. 7.125% 3/15/20 534 561
Masco Corp. 3.500% 4/1/21 2,710 2,692
Masco Corp. 5.950% 3/15/22 823 878
Mohawk Industries Inc. 3.850% 2/1/23 4,325 4,327
Northrop Grumman Corp. 2.080% 10/15/20 2,203 2,151
Northrop Grumman Corp. 3.500% 3/15/21 5,951 5,980
Northrop Grumman Corp. 2.550% 10/15/22 2,358 2,264
Northrop Grumman Corp. 3.250% 8/1/23 13,783 13,495
5 Nvent Finance Sarl 3.950% 4/15/23 1,000 979
Owens Corning 4.200% 12/15/22 3,477 3,485
Precision Castparts Corp. 2.250% 6/15/20 7,250 7,133
Precision Castparts Corp. 2.500% 1/15/23 5,110 4,911
Raytheon Co. 4.400% 2/15/20 3,400 3,460
Raytheon Co. 3.125% 10/15/20 6,553 6,547
Raytheon Co. 2.500% 12/15/22 6,613 6,388
Republic Services Inc. 5.000% 3/1/20 8,208 8,412
Republic Services Inc. 5.250% 11/15/21 2,729 2,872
Republic Services Inc. 3.550% 6/1/22 7,090 7,088
Republic Services Inc. 4.750% 5/15/23 1,663 1,733
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,753
Rockwell Collins Inc. 2.800% 3/15/22 5,362 5,207
Roper Technologies Inc. 3.000% 12/15/20 5,387 5,339
Roper Technologies Inc. 2.800% 12/15/21 7,751 7,573
Roper Technologies Inc. 3.125% 11/15/22 5,912 5,777
Spirit AeroSystems Inc. 3.950% 6/15/23 7,945 7,923
Stanley Black & Decker Inc. 3.400% 12/1/21 3,000 2,998
Stanley Black & Decker Inc. 2.900% 11/1/22 3,580 3,490
United Technologies Corp. 1.500% 11/1/19 6,400 6,297
United Technologies Corp. 1.900% 5/4/20 6,285 6,157
United Technologies Corp. 3.350% 8/16/21 5,450 5,445
United Technologies Corp. 1.950% 11/1/21 6,540 6,253
United Technologies Corp. 3.100% 6/1/22 14,371 14,133
United Technologies Corp. 3.650% 8/16/23 19,000 18,910
Waste Management Inc. 4.750% 6/30/20 4,972 5,103
Waste Management Inc. 4.600% 3/1/21 2,678 2,751
Waste Management Inc. 2.900% 9/15/22 5,661 5,539
Waste Management Inc. 2.400% 5/15/23 4,207 4,007
Xylem Inc. 4.875% 10/1/21 5,384 5,572

 

 

Communication (1.6%)        
21st Century Fox America Inc. 5.650% 8/15/20 2,808 2,919
21st Century Fox America Inc. 4.500% 2/15/21 6,225 6,403
21st Century Fox America Inc. 3.000% 9/15/22 7,475 7,353
Activision Blizzard Inc. 2.300% 9/15/21 9,193 8,918
America Movil SAB de CV 5.000% 10/16/19 5,200 5,279
America Movil SAB de CV 5.000% 3/30/20 14,978 15,313
America Movil SAB de CV 3.125% 7/16/22 11,828 11,583
American Tower Corp. 2.800% 6/1/20 7,469 7,383
American Tower Corp. 5.050% 9/1/20 4,573 4,698
American Tower Corp. 3.300% 2/15/21 5,925 5,882
American Tower Corp. 3.450% 9/15/21 6,774 6,747
American Tower Corp. 5.900% 11/1/21 4,879 5,190
American Tower Corp. 2.250% 1/15/22 2,880 2,738
American Tower Corp. 4.700% 3/15/22 3,579 3,694
American Tower Corp. 3.500% 1/31/23 8,877 8,744
American Tower Corp. 3.000% 6/15/23 3,500 3,359
AT&T Inc. 5.875% 10/1/19 8,025 8,239
AT&T Inc. 5.200% 3/15/20 7,186 7,400
AT&T Inc. 2.450% 6/30/20 19,487 19,217
AT&T Inc. 4.600% 2/15/21 5,707 5,849
AT&T Inc. 2.800% 2/17/21 15,713 15,470
AT&T Inc. 5.000% 3/1/21 8,094 8,360
AT&T Inc. 4.450% 5/15/21 7,689 7,871
AT&T Inc. 3.875% 8/15/21 9,479 9,572
AT&T Inc. 3.000% 2/15/22 11,021 10,800
AT&T Inc. 3.200% 3/1/22 8,855 8,721
AT&T Inc. 3.800% 3/15/22 6,485 6,509
AT&T Inc. 3.000% 6/30/22 18,800 18,326
AT&T Inc. 3.600% 2/17/23 7,750 7,689
CBS Corp. 4.300% 2/15/21 1,775 1,802
CBS Corp. 3.375% 3/1/22 5,170 5,097
CBS Corp. 2.500% 2/15/23 5,350 5,034
5 CBS Corp. 2.900% 6/1/23 2,225 2,111
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 13,860 13,770
Charter Communications Operating LLC /        
Charter Communications Operating Capital 3.579% 7/23/20 14,376 14,369
Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.464% 7/23/22 23,986 24,386
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 5,639 6,864
Comcast Corp. 5.150% 3/1/20 11,584 11,911
Comcast Corp. 1.625% 1/15/22 4,956 4,676
Comcast Corp. 3.125% 7/15/22 4,724 4,664
Comcast Corp. 2.850% 1/15/23 626 607
Comcast Corp. 2.750% 3/1/23 7,500 7,246
Crown Castle International Corp. 3.400% 2/15/21 7,710 7,690
Crown Castle International Corp. 2.250% 9/1/21 5,726 5,497
Crown Castle International Corp. 4.875% 4/15/22 7,091 7,302
Crown Castle International Corp. 5.250% 1/15/23 12,561 13,180
5 Discovery Communications LLC 2.750% 11/15/19 5,230 5,192
5 Discovery Communications LLC 2.800% 6/15/20 3,752 3,714
Discovery Communications LLC 4.375% 6/15/21 2,653 2,699
Discovery Communications LLC 3.300% 5/15/22 5,146 5,023
5 Discovery Communications LLC 3.500% 6/15/22 3,325 3,271
Discovery Communications LLC 2.950% 3/20/23 15,145 14,509

 

 

Electronic Arts Inc. 3.700% 3/1/21 4,600 4,633
Interpublic Group of Cos. Inc. 3.500% 10/1/20 4,700 4,700
Interpublic Group of Cos. Inc. 3.750% 10/1/21 3,700 3,707
Interpublic Group of Cos. Inc. 3.750% 2/15/23 4,000 3,959
Moody's Corp. 5.500% 9/1/20 3,454 3,592
Moody's Corp. 3.250% 6/7/21 4,320 4,307
Moody's Corp. 2.750% 12/15/21 4,491 4,392
Moody's Corp. 4.500% 9/1/22 795 819
Moody's Corp. 2.625% 1/15/23 2,473 2,374
NBCUniversal Media LLC 5.150% 4/30/20 19,724 20,328
NBCUniversal Media LLC 4.375% 4/1/21 12,140 12,426
NBCUniversal Media LLC 2.875% 1/15/23 7,879 7,640
Omnicom Group Inc. 4.450% 8/15/20 7,135 7,277
Omnicom Group Inc. 3.625% 5/1/22 8,925 8,880
Orange SA 1.625% 11/3/19 9,777 9,628
Orange SA 4.125% 9/14/21 7,478 7,663
RELX Capital Inc. 3.125% 10/15/22 3,907 3,813
RELX Capital Inc. 3.500% 3/16/23 8,000 7,900
Rogers Communications Inc. 3.000% 3/15/23 3,600 3,488
S&P Global Inc. 3.300% 8/14/20 5,000 5,000
Telefonica Emisiones SAU 5.134% 4/27/20 10,158 10,437
Telefonica Emisiones SAU 5.462% 2/16/21 16,622 17,348
Thomson Reuters Corp. 4.700% 10/15/19 350 356
Thomson Reuters Corp. 3.950% 9/30/21 6,129 6,135
Time Warner Cable LLC 5.000% 2/1/20 8,260 8,429
Time Warner Cable LLC 4.125% 2/15/21 5,495 5,529
Time Warner Cable LLC 4.000% 9/1/21 10,029 10,066
Time Warner Entertainment Co. LP 8.375% 3/15/23 8,101 9,409
Time Warner Inc. 4.700% 1/15/21 5,963 6,121
Time Warner Inc. 4.750% 3/29/21 6,147 6,332
Time Warner Inc. 4.000% 1/15/22 3,000 3,032
Time Warner Inc. 3.400% 6/15/22 4,000 3,950
Verizon Communications Inc. 2.625% 2/21/20 8,321 8,268
Verizon Communications Inc. 3.450% 3/15/21 7,163 7,189
Verizon Communications Inc. 4.600% 4/1/21 10,507 10,834
Verizon Communications Inc. 1.750% 8/15/21 6,625 6,351
Verizon Communications Inc. 3.000% 11/1/21 10,242 10,131
Verizon Communications Inc. 3.500% 11/1/21 11,933 11,973
Verizon Communications Inc. 3.125% 3/16/22 9,708 9,610
Verizon Communications Inc. 2.450% 11/1/22 8,075 7,741
Verizon Communications Inc. 5.150% 9/15/23 30,000 32,083
Viacom Inc. 5.625% 9/15/19 4,000 4,098
Viacom Inc. 3.875% 12/15/21 6,616 6,632
Viacom Inc. 4.250% 9/1/23 5,590 5,631
Vodafone Group plc 4.375% 3/16/21 3,305 3,379
Vodafone Group plc 2.500% 9/26/22 7,231 6,937
Vodafone Group plc 2.950% 2/19/23 11,623 11,211
Vodafone Group plc 3.750% 1/16/24 2,000 1,977
Walt Disney Co. 1.950% 3/4/20 5,215 5,146
Walt Disney Co. 1.800% 6/5/20 8,983 8,800
Walt Disney Co. 2.150% 9/17/20 5,750 5,642
Walt Disney Co. 2.300% 2/12/21 5,489 5,386
Walt Disney Co. 3.750% 6/1/21 3,941 4,019
Walt Disney Co. 2.750% 8/16/21 5,475 5,412
Walt Disney Co. 2.550% 2/15/22 1,850 1,803
Walt Disney Co. 2.450% 3/4/22 3,050 2,955
WPP Finance 2010 4.750% 11/21/21 9,997 10,181

 

 

WPP Finance 2010 3.625% 9/7/22 2,433 2,387
 
Consumer Cyclical (2.2%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,190 1,231
Alibaba Group Holding Ltd. 2.500% 11/28/19 16,250 16,168
Alibaba Group Holding Ltd. 3.125% 11/28/21 10,350 10,220
Alibaba Group Holding Ltd. 2.800% 6/6/23 2,000 1,922
Amazon.com Inc. 2.600% 12/5/19 10,731 10,712
5 Amazon.com Inc. 1.900% 8/21/20 1,250 1,225
Amazon.com Inc. 1.900% 8/21/20 7,200 7,058
Amazon.com Inc. 3.300% 12/5/21 6,825 6,857
Amazon.com Inc. 2.500% 11/29/22 7,696 7,454
Amazon.com Inc. 2.400% 2/22/23 7,100 6,825
American Honda Finance Corp. 2.000% 11/13/19 6,300 6,223
American Honda Finance Corp. 2.000% 2/14/20 6,584 6,492
American Honda Finance Corp. 2.150% 3/13/20 2,750 2,709
American Honda Finance Corp. 1.950% 7/20/20 4,770 4,675
American Honda Finance Corp. 2.450% 9/24/20 9,271 9,165
American Honda Finance Corp. 2.650% 2/12/21 4,606 4,549
American Honda Finance Corp. 1.650% 7/12/21 7,194 6,900
American Honda Finance Corp. 1.700% 9/9/21 7,228 6,916
American Honda Finance Corp. 2.600% 11/16/22 4,300 4,168
American Honda Finance Corp. 3.450% 7/14/23 4,000 3,990
Aptiv plc 3.150% 11/19/20 3,550 3,506
Automatic Data Processing Inc. 2.250% 9/15/20 9,787 9,639
AutoNation Inc. 5.500% 2/1/20 1,623 1,664
AutoNation Inc. 3.350% 1/15/21 5,650 5,600
AutoZone Inc. 4.000% 11/15/20 725 735
AutoZone Inc. 2.500% 4/15/21 900 877
AutoZone Inc. 3.700% 4/15/22 1,516 1,522
AutoZone Inc. 2.875% 1/15/23 3,000 2,890
Best Buy Co. Inc. 5.500% 3/15/21 1,650 1,722
Block Financial LLC 4.125% 10/1/20 6,000 6,045
Block Financial LLC 5.500% 11/1/22 2,500 2,590
Booking Holdings Inc. 2.750% 3/15/23 5,928 5,683
BorgWarner Inc. 4.625% 9/15/20 450 458
Carnival Corp. 3.950% 10/15/20 2,847 2,886
Costco Wholesale Corp. 1.700% 12/15/19 8,728 8,610
Costco Wholesale Corp. 1.750% 2/15/20 3,533 3,475
Costco Wholesale Corp. 2.150% 5/18/21 8,145 7,961
Costco Wholesale Corp. 2.250% 2/15/22 2,483 2,409
Costco Wholesale Corp. 2.300% 5/18/22 8,637 8,365
Dollar General Corp. 3.250% 4/15/23 8,360 8,151
Dollar Tree Inc. 3.700% 5/15/23 6,825 6,739
DR Horton Inc. 2.550% 12/1/20 7,283 7,133
DR Horton Inc. 4.375% 9/15/22 1,033 1,047
DR Horton Inc. 4.750% 2/15/23 2,850 2,917
eBay Inc. 2.150% 6/5/20 5,200 5,108
eBay Inc. 3.250% 10/15/20 700 699
eBay Inc. 2.875% 8/1/21 5,075 4,998
eBay Inc. 3.800% 3/9/22 5,402 5,442
eBay Inc. 2.600% 7/15/22 7,603 7,334
eBay Inc. 2.750% 1/30/23 7,184 6,912
Expedia Group Inc. 5.950% 8/15/20 5,722 5,986
Family Dollar Stores Inc. 5.000% 2/1/21 250 258
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 9,697

 

 

Ford Motor Credit Co. LLC 8.125% 1/15/20 5,450 5,757
Ford Motor Credit Co. LLC 2.459% 3/27/20 7,290 7,168
Ford Motor Credit Co. LLC 3.157% 8/4/20 7,160 7,094
Ford Motor Credit Co. LLC 2.343% 11/2/20 7,400 7,187
Ford Motor Credit Co. LLC 3.200% 1/15/21 6,165 6,069
Ford Motor Credit Co. LLC 5.750% 2/1/21 9,525 9,896
Ford Motor Credit Co. LLC 3.336% 3/18/21 16,790 16,554
Ford Motor Credit Co. LLC 5.875% 8/2/21 7,895 8,253
Ford Motor Credit Co. LLC 3.813% 10/12/21 16,525 16,405
Ford Motor Credit Co. LLC 3.219% 1/9/22 4,566 4,415
Ford Motor Credit Co. LLC 3.339% 3/28/22 15,450 14,932
Ford Motor Credit Co. LLC 2.979% 8/3/22 7,900 7,493
Ford Motor Credit Co. LLC 4.250% 9/20/22 9,585 9,497
Ford Motor Credit Co. LLC 4.375% 8/6/23 4,950 4,890
General Motors Financial Co. Inc. 2.350% 10/4/19 2,080 2,066
General Motors Financial Co. Inc. 3.150% 1/15/20 6,270 6,266
General Motors Financial Co. Inc. 2.650% 4/13/20 3,225 3,191
General Motors Financial Co. Inc. 3.200% 7/13/20 22,899 22,835
General Motors Financial Co. Inc. 2.450% 11/6/20 7,541 7,381
General Motors Financial Co. Inc. 3.700% 11/24/20 7,526 7,565
General Motors Financial Co. Inc. 4.200% 3/1/21 11,389 11,530
General Motors Financial Co. Inc. 3.550% 4/9/21 7,540 7,522
General Motors Financial Co. Inc. 3.200% 7/6/21 12,813 12,642
General Motors Financial Co. Inc. 4.375% 9/25/21 11,364 11,553
General Motors Financial Co. Inc. 3.450% 1/14/22 12,736 12,547
General Motors Financial Co. Inc. 3.450% 4/10/22 13,817 13,590
General Motors Financial Co. Inc. 3.150% 6/30/22 5,563 5,408
General Motors Financial Co. Inc. 3.250% 1/5/23 1,425 1,375
General Motors Financial Co. Inc. 3.700% 5/9/23 9,215 9,007
General Motors Financial Co. Inc. 4.250% 5/15/23 6,421 6,403
General Motors Financial Co. Inc. 4.150% 6/19/23 5,400 5,376
GLP Capital LP / GLP Financing II Inc. 4.875% 11/1/20 7,225 7,351
GLP Capital LP / GLP Financing II Inc. 4.375% 4/15/21 600 604
Home Depot Inc. 1.800% 6/5/20 4,400 4,329
Home Depot Inc. 3.950% 9/15/20 1,300 1,321
Home Depot Inc. 2.000% 4/1/21 12,306 11,965
Home Depot Inc. 4.400% 4/1/21 7,733 7,944
Home Depot Inc. 2.625% 6/1/22 8,969 8,787
Home Depot Inc. 2.700% 4/1/23 6,312 6,148
IHS Markit Ltd. 4.125% 8/1/23 1,215 1,212
JD.com Inc. 3.125% 4/29/21 3,700 3,590
Kohl's Corp. 4.000% 11/1/21 2,413 2,427
Kohl's Corp. 3.250% 2/1/23 1,360 1,309
Lowe's Cos Inc. 4.625% 4/15/20 7,850 7,973
Lowe's Cos. Inc. 3.750% 4/15/21 4,908 4,968
Lowe's Cos. Inc. 3.800% 11/15/21 2,132 2,164
Lowe's Cos. Inc. 3.120% 4/15/22 3,814 3,789
Lowe's Cos. Inc. 3.875% 9/15/23 3,275 3,331
Macy's Retail Holdings Inc. 3.450% 1/15/21 3,050 3,034
Macy's Retail Holdings Inc. 3.875% 1/15/22 800 792
Macy's Retail Holdings Inc. 2.875% 2/15/23 9,425 8,925
Macy's Retail Holdings Inc. 4.375% 9/1/23 2,735 2,744
Marriott International Inc. 3.375% 10/15/20 3,876 3,869
Marriott International Inc. 2.875% 3/1/21 1,625 1,596
Marriott International Inc. 3.125% 10/15/21 3,725 3,677
Marriott International Inc. 2.300% 1/15/22 3,365 3,226
Marriott International Inc. 3.250% 9/15/22 3,725 3,659

 

 

Mastercard Inc. 2.000% 11/21/21 5,725 5,516
McDonald's Corp. 2.200% 5/26/20 6,277 6,182
McDonald's Corp. 3.500% 7/15/20 2,749 2,762
McDonald's Corp. 2.750% 12/9/20 9,611 9,542
McDonald's Corp. 3.625% 5/20/21 6,118 6,178
McDonald's Corp. 2.625% 1/15/22 10,639 10,357
McDonald's Corp. 3.350% 4/1/23 2,200 2,184
Nordstrom Inc. 4.750% 5/1/20 2,825 2,891
Nordstrom Inc. 4.000% 10/15/21 2,004 2,017
NVR Inc. 3.950% 9/15/22 3,907 3,906
O'Reilly Automotive Inc. 4.875% 1/14/21 2,935 3,019
O'Reilly Automotive Inc. 4.625% 9/15/21 2,185 2,246
O'Reilly Automotive Inc. 3.850% 6/15/23 6,633 6,639
PACCAR Financial Corp. 1.950% 2/27/20 275 271
PACCAR Financial Corp. 2.500% 8/14/20 2,000 1,977
PACCAR Financial Corp. 2.050% 11/13/20 3,000 2,920
PACCAR Financial Corp. 2.250% 2/25/21 2,725 2,656
PACCAR Financial Corp. 2.800% 3/1/21 2,770 2,738
PACCAR Financial Corp. 3.150% 8/9/21 3,485 3,471
PACCAR Financial Corp. 1.650% 8/11/21 75 72
PACCAR Financial Corp. 2.300% 8/10/22 3,200 3,065
PACCAR Financial Corp. 3.400% 8/9/23 2,700 2,686
QVC Inc. 5.125% 7/2/22 298 302
QVC Inc. 4.375% 3/15/23 8,744 8,632
Ralph Lauren Corp. 2.625% 8/18/20 1,902 1,880
Royal Caribbean Cruises Ltd. 2.650% 11/28/20 1,903 1,874
Royal Caribbean Cruises Ltd. 5.250% 11/15/22 4,775 5,014
5 Sands China Ltd. 4.600% 8/8/23 12,925 12,909
Starbucks Corp. 2.200% 11/22/20 4,261 4,176
Starbucks Corp. 2.100% 2/4/21 10,076 9,836
Starbucks Corp. 2.700% 6/15/22 2,625 2,552
Starbucks Corp. 3.100% 3/1/23 7,840 7,723
Tapestry Inc. 3.000% 7/15/22 2,800 2,699
Target Corp. 3.875% 7/15/20 4,890 4,958
Target Corp. 2.900% 1/15/22 8,328 8,264
TJX Cos. Inc. 2.750% 6/15/21 6,005 5,944
TJX Cos. Inc. 2.500% 5/15/23 1,575 1,509
Toyota Motor Corp. 3.183% 7/20/21 7,000 7,010
Toyota Motor Corp. 3.419% 7/20/23 7,450 7,435
Toyota Motor Credit Corp. 1.550% 10/18/19 9,650 9,523
Toyota Motor Credit Corp. 2.200% 1/10/20 5,500 5,451
Toyota Motor Credit Corp. 2.150% 3/12/20 12,035 11,905
Toyota Motor Credit Corp. 1.950% 4/17/20 8,731 8,608
Toyota Motor Credit Corp. 4.500% 6/17/20 2,000 2,048
Toyota Motor Credit Corp. 4.250% 1/11/21 3,025 3,096
Toyota Motor Credit Corp. 1.900% 4/8/21 10,975 10,632
Toyota Motor Credit Corp. 2.950% 4/13/21 12,000 11,945
Toyota Motor Credit Corp. 2.750% 5/17/21 4,330 4,281
Toyota Motor Credit Corp. 3.400% 9/15/21 7,515 7,550
Toyota Motor Credit Corp. 2.600% 1/11/22 8,540 8,336
Toyota Motor Credit Corp. 3.300% 1/12/22 1,137 1,137
Toyota Motor Credit Corp. 2.150% 9/8/22 9,800 9,340
Toyota Motor Credit Corp. 2.700% 1/11/23 5,000 4,857
VF Corp. 3.500% 9/1/21 2,000 2,007
Visa Inc. 2.200% 12/14/20 26,490 26,022
Visa Inc. 2.150% 9/15/22 5,889 5,637
Visa Inc. 2.800% 12/14/22 19,657 19,254

 

 

Walgreen Co. 3.100% 9/15/22 1,286 1,257
Walgreens Boots Alliance Inc. 2.700% 11/18/19 6,890 6,869
Walgreens Boots Alliance Inc. 3.300% 11/18/21 19,114 18,994
Walmart Inc. 1.750% 10/9/19 9,775 9,687
Walmart Inc. 2.850% 6/23/20 9,800 9,803
Walmart Inc. 3.250% 10/25/20 13,187 13,267
Walmart Inc. 1.900% 12/15/20 20,335 19,911
Walmart Inc. 3.125% 6/23/21 11,400 11,436
Walmart Inc. 2.350% 12/15/22 8,737 8,438
Walmart Inc. 2.550% 4/11/23 16,206 15,695
Walmart Inc. 3.400% 6/26/23 17,155 17,224
Western Union Co. 5.253% 4/1/20 200 205
Western Union Co. 3.600% 3/15/22 6,850 6,772
Western Union Co. 4.250% 6/9/23 1,050 1,047
 
Consumer Noncyclical (4.2%)        
Abbott Laboratories 2.000% 3/15/20 5,780 5,708
Abbott Laboratories 4.125% 5/27/20 6,075 6,174
Abbott Laboratories 2.800% 9/15/20 4,350 4,317
Abbott Laboratories 2.900% 11/30/21 22,347 22,065
Abbott Laboratories 2.550% 3/15/22 5,461 5,303
Abbott Laboratories 3.250% 4/15/23 5,760 5,713
AbbVie Inc. 2.500% 5/14/20 29,674 29,338
AbbVie Inc. 2.300% 5/14/21 13,210 12,854
AbbVie Inc. 3.375% 11/14/21 6,000 5,993
AbbVie Inc. 2.900% 11/6/22 28,637 27,820
AbbVie Inc. 3.200% 11/6/22 11,336 11,137
AbbVie Inc. 2.850% 5/14/23 7,491 7,209
Actavis Inc. 3.250% 10/1/22 12,865 12,630
Agilent Technologies Inc. 5.000% 7/15/20 3,707 3,819
Agilent Technologies Inc. 3.200% 10/1/22 2,975 2,911
Agilent Technologies Inc. 3.875% 7/15/23 2,770 2,766
Allergan Funding SCS 3.000% 3/12/20 25,733 25,698
Allergan Funding SCS 3.450% 3/15/22 17,190 17,081
Allergan Inc. 3.375% 9/15/20 3,000 3,000
Altria Group Inc. 2.625% 1/14/20 9,865 9,808
Altria Group Inc. 4.750% 5/5/21 13,295 13,759
Altria Group Inc. 2.850% 8/9/22 14,273 13,948
Altria Group Inc. 2.950% 5/2/23 10 10
AmerisourceBergen Corp. 3.500% 11/15/21 4,195 4,190
Amgen Inc. 2.125% 5/1/20 8,448 8,310
Amgen Inc. 2.200% 5/11/20 8,470 8,348
Amgen Inc. 3.450% 10/1/20 6,166 6,196
Amgen Inc. 4.100% 6/15/21 10,180 10,356
Amgen Inc. 1.850% 8/19/21 5,655 5,428
Amgen Inc. 3.875% 11/15/21 9,355 9,482
Amgen Inc. 2.700% 5/1/22 2,100 2,039
Amgen Inc. 2.650% 5/11/22 7,603 7,384
Amgen Inc. 3.625% 5/15/22 5,720 5,745
Amgen Inc. 2.250% 8/19/23 7,500 7,039
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 49,927 49,200
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 12,050 11,579
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 55,190 54,495
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 8,505 8,848
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 4,425 4,535
Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 9,485 9,568
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 24,136 23,290

 

 

Archer-Daniels-Midland Co. 4.479% 3/1/21 3,354 3,442
AstraZeneca plc 2.375% 11/16/20 9,832 9,692
AstraZeneca plc 2.375% 6/12/22 9,050 8,698
AstraZeneca plc 3.500% 8/17/23 6,000 5,933
5 BAT Capital Corp. 2.297% 8/14/20 17,700 17,342
5 BAT Capital Corp. 2.764% 8/15/22 13,442 12,900
Baxalta Inc. 2.875% 6/23/20 886 879
Baxalta Inc. 3.600% 6/23/22 1,146 1,136
Baxter International Inc. 1.700% 8/15/21 3,300 3,139
Becton Dickinson & Co. 2.675% 12/15/19 10,510 10,448
Becton Dickinson & Co. 2.404% 6/5/20 7,525 7,411
Becton Dickinson & Co. 3.250% 11/12/20 5,298 5,277
Becton Dickinson & Co. 3.125% 11/8/21 7,565 7,451
Becton Dickinson & Co. 2.894% 6/6/22 10,917 10,615
Bio-Rad Laboratories Inc. 4.875% 12/15/20 3,075 3,159
Biogen Inc. 2.900% 9/15/20 17,152 17,022
Biogen Inc. 3.625% 9/15/22 3,213 3,220
Boston Scientific Corp. 6.000% 1/15/20 4,731 4,896
Boston Scientific Corp. 2.850% 5/15/20 4,975 4,931
Boston Scientific Corp. 3.375% 5/15/22 3,325 3,282
Bristol-Myers Squibb Co. 2.000% 8/1/22 10,035 9,570
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,940 2,936
Bunge Ltd. Finance Corp. 3.000% 9/25/22 7,425 7,097
Campbell Soup Co. 3.300% 3/15/21 10,315 10,242
Campbell Soup Co. 3.650% 3/15/23 13,392 13,146
Cardinal Health Inc. 2.400% 11/15/19 75 74
Cardinal Health Inc. 4.625% 12/15/20 3,815 3,905
Cardinal Health Inc. 2.616% 6/15/22 8,856 8,471
Cardinal Health Inc. 3.200% 3/15/23 7,619 7,398
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 2,000 1,930
Celgene Corp. 2.875% 8/15/20 10,767 10,670
Celgene Corp. 3.950% 10/15/20 9,646 9,766
Celgene Corp. 2.875% 2/19/21 2,425 2,395
Celgene Corp. 2.250% 8/15/21 2,590 2,506
Celgene Corp. 3.250% 8/15/22 4,454 4,386
Celgene Corp. 3.550% 8/15/22 7,460 7,431
Celgene Corp. 2.750% 2/15/23 4,090 3,930
Celgene Corp. 3.250% 2/20/23 6,675 6,545
Celgene Corp. 4.000% 8/15/23 4,965 5,007
Church & Dwight Co. Inc. 2.450% 12/15/19 5,051 5,011
Church & Dwight Co. Inc. 2.450% 8/1/22 1,970 1,903
Church & Dwight Co. Inc. 2.875% 10/1/22 108 105
Clorox Co. 3.800% 11/15/21 4 4
Clorox Co. 3.050% 9/15/22 4,425 4,375
Coca-Cola Co. 1.875% 10/27/20 8,325 8,136
Coca-Cola Co. 2.450% 11/1/20 8,095 8,002
Coca-Cola Co. 3.150% 11/15/20 6,955 6,972
Coca-Cola Co. 1.550% 9/1/21 7,540 7,224
Coca-Cola Co. 3.300% 9/1/21 12,747 12,841
Coca-Cola Co. 2.200% 5/25/22 3,600 3,464
Coca-Cola Co. 2.500% 4/1/23 4,450 4,305
Coca-Cola European Partners plc 3.500% 9/15/20 4,750 4,743
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 275 279
Colgate-Palmolive Co. 2.450% 11/15/21 2,765 2,706
Colgate-Palmolive Co. 2.300% 5/3/22 2,263 2,200
Colgate-Palmolive Co. 2.250% 11/15/22 5,150 4,973
Colgate-Palmolive Co. 1.950% 2/1/23 3,675 3,473

 

 

Colgate-Palmolive Co. 2.100% 5/1/23 2,851 2,701
Conagra Brands Inc. 3.250% 9/15/22 5,200 5,095
Conagra Brands Inc. 3.200% 1/25/23 250 243
Constellation Brands Inc. 2.000% 11/7/19 6,325 6,252
Constellation Brands Inc. 3.875% 11/15/19 3,051 3,073
Constellation Brands Inc. 2.250% 11/6/20 6,750 6,597
Constellation Brands Inc. 3.750% 5/1/21 4,328 4,343
Constellation Brands Inc. 2.700% 5/9/22 5,144 4,962
Constellation Brands Inc. 2.650% 11/7/22 1,000 955
Constellation Brands Inc. 3.200% 2/15/23 4,150 4,032
Constellation Brands Inc. 4.250% 5/1/23 10,691 10,821
Covidien International Finance SA 4.200% 6/15/20 4,500 4,578
Covidien International Finance SA 3.200% 6/15/22 8,204 8,118
Covidien International Finance SA 2.950% 6/15/23 280 272
CVS Health Corp. 3.125% 3/9/20 21,950 21,950
CVS Health Corp. 2.800% 7/20/20 22,638 22,397
CVS Health Corp. 3.350% 3/9/21 22,000 21,912
CVS Health Corp. 2.125% 6/1/21 12,936 12,468
CVS Health Corp. 3.500% 7/20/22 10,450 10,370
CVS Health Corp. 2.750% 12/1/22 5,296 5,110
CVS Health Corp. 4.750% 12/1/22 1,875 1,933
CVS Health Corp. 3.700% 3/9/23 40,895 40,554
Danaher Corp. 2.400% 9/15/20 3,752 3,694
Diageo Capital plc 3.000% 5/18/20 2,915 2,907
Diageo Capital plc 4.828% 7/15/20 85 87
Diageo Capital plc 2.625% 4/29/23 9,123 8,835
Diageo Investment Corp. 2.875% 5/11/22 11,869 11,645
Dignity Health California GO 2.637% 11/1/19 1,952 1,940
Eli Lilly & Co. 2.350% 5/15/22 2,555 2,478
Estee Lauder Cos. Inc. 1.800% 2/7/20 7,013 6,911
Estee Lauder Cos. Inc. 1.700% 5/10/21 5,475 5,270
Express Scripts Holding Co. 2.600% 11/30/20 3,585 3,524
Express Scripts Holding Co. 3.300% 2/25/21 9,450 9,389
Express Scripts Holding Co. 4.750% 11/15/21 9,101 9,395
Express Scripts Holding Co. 3.900% 2/15/22 9,220 9,253
Express Scripts Holding Co. 3.050% 11/30/22 10,850 10,529
Express Scripts Holding Co. 3.000% 7/15/23 16,457 15,860
Flowers Foods Inc. 4.375% 4/1/22 2,975 3,026
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,970 1,875
General Mills Inc. 2.200% 10/21/19 3,525 3,492
General Mills Inc. 3.200% 4/16/21 4,750 4,721
General Mills Inc. 3.150% 12/15/21 7,251 7,167
General Mills Inc. 2.600% 10/12/22 4,690 4,501
Gilead Sciences Inc. 2.350% 2/1/20 3,765 3,733
Gilead Sciences Inc. 2.550% 9/1/20 19,056 18,854
Gilead Sciences Inc. 4.500% 4/1/21 8,612 8,847
Gilead Sciences Inc. 4.400% 12/1/21 12,413 12,807
Gilead Sciences Inc. 1.950% 3/1/22 2,250 2,154
Gilead Sciences Inc. 3.250% 9/1/22 7,166 7,128
Gilead Sciences Inc. 2.500% 9/1/23 7,000 6,685
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 6,325 6,168
GlaxoSmithKline Capital Inc. 3.375% 5/15/23 8,750 8,694
GlaxoSmithKline Capital plc 3.125% 5/14/21 20,172 20,112
GlaxoSmithKline Capital plc 2.850% 5/8/22 8,027 7,845
Hasbro Inc. 3.150% 5/15/21 2,040 2,009
Hershey Co. 2.900% 5/15/20 3,625 3,619
Hershey Co. 4.125% 12/1/20 1,450 1,483

 

 

Hershey Co. 3.100% 5/15/21 4,950 4,946
Hershey Co. 2.625% 5/1/23 1,250 1,203
Hershey Co. 3.375% 5/15/23 4,375 4,391
Hillshire Brands Co. 4.100% 9/15/20 673 681
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 8,000 8,048
Ingredion Inc. 4.625% 11/1/20 2,100 2,147
JM Smucker Co. 2.200% 12/6/19 1,500 1,483
JM Smucker Co. 2.500% 3/15/20 10,301 10,198
JM Smucker Co. 3.500% 10/15/21 100 100
JM Smucker Co. 3.000% 3/15/22 3,000 2,943
Johnson & Johnson 1.875% 12/5/19 5,552 5,497
Johnson & Johnson 2.950% 9/1/20 3,165 3,172
Johnson & Johnson 1.950% 11/10/20 3,540 3,469
Johnson & Johnson 1.650% 3/1/21 10,240 9,908
Johnson & Johnson 3.550% 5/15/21 3,500 3,539
Johnson & Johnson 2.450% 12/5/21 995 979
Johnson & Johnson 2.250% 3/3/22 5,010 4,872
Johnson & Johnson 2.050% 3/1/23 5,555 5,317
Kaiser Foundation Hospitals 3.500% 4/1/22 1,830 1,832
Kellogg Co. 4.000% 12/15/20 5,663 5,747
Kellogg Co. 3.250% 5/14/21 8,040 8,017
5 Keurig Dr Pepper Inc. 3.551% 5/25/21 10,583 10,558
5 Keurig Dr Pepper Inc. 4.057% 5/25/23 21,044 21,026
Kimberly-Clark Corp. 3.875% 3/1/21 2,195 2,225
Kimberly-Clark Corp. 2.400% 3/1/22 825 799
Kimberly-Clark Corp. 2.400% 6/1/23 1,675 1,599
Kraft Foods Group Inc. 5.375% 2/10/20 5,770 5,930
Kraft Foods Group Inc. 3.500% 6/6/22 6,166 6,112
Kraft Heinz Foods Co. 2.800% 7/2/20 15,150 15,021
Kraft Heinz Foods Co. 3.375% 6/15/21 5,925 5,934
Kraft Heinz Foods Co. 3.500% 7/15/22 7,935 7,875
Kraft Heinz Foods Co. 4.000% 6/15/23 10,938 10,972
Kroger Co. 6.150% 1/15/20 6,894 7,164
Kroger Co. 3.300% 1/15/21 8,063 8,032
Kroger Co. 2.600% 2/1/21 2,370 2,322
Kroger Co. 2.950% 11/1/21 1,350 1,326
Kroger Co. 3.400% 4/15/22 750 743
Kroger Co. 2.800% 8/1/22 3,975 3,840
Kroger Co. 3.850% 8/1/23 5,250 5,255
Laboratory Corp. of America Holdings 2.625% 2/1/20 900 894
Laboratory Corp. of America Holdings 4.625% 11/15/20 245 250
Laboratory Corp. of America Holdings 3.200% 2/1/22 1,124 1,110
Laboratory Corp. of America Holdings 3.750% 8/23/22 4,657 4,663
Life Technologies Corp. 6.000% 3/1/20 5,305 5,487
Life Technologies Corp. 5.000% 1/15/21 225 231
McCormick & Co. Inc. 3.900% 7/15/21 265 267
McCormick & Co. Inc. 2.700% 8/15/22 3,056 2,960
McKesson Corp. 2.850% 3/15/23 3,480 3,330
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,250 2,292
Mead Johnson Nutrition Co. 3.000% 11/15/20 7,688 7,658
Medco Health Solutions Inc. 4.125% 9/15/20 4,908 4,969
Medtronic Inc. 2.500% 3/15/20 27,716 27,511
Medtronic Inc. 4.125% 3/15/21 2,971 3,030
Medtronic Inc. 3.125% 3/15/22 765 760
Medtronic Inc. 3.150% 3/15/22 19,953 19,826
Medtronic Inc. 2.750% 4/1/23 3,650 3,539
Merck & Co. Inc. 1.850% 2/10/20 8,545 8,428

 

 

Merck & Co. Inc. 3.875% 1/15/21 9,550 9,715
Merck & Co. Inc. 2.350% 2/10/22 8,253 8,030
Merck & Co. Inc. 2.400% 9/15/22 8,167 7,921
Merck & Co. Inc. 2.800% 5/18/23 15,010 14,705
Molson Coors Brewing Co. 2.250% 3/15/20 5,823 5,731
Molson Coors Brewing Co. 2.100% 7/15/21 8,125 7,812
Molson Coors Brewing Co. 3.500% 5/1/22 5,928 5,883
Mondelez International Inc. 3.000% 5/7/20 1,100 1,097
Mylan NV 3.750% 12/15/20 1,247 1,247
Mylan NV 3.150% 6/15/21 13,959 13,739
Newell Brands Inc. 2.875% 12/1/19 5,851 5,825
Newell Brands Inc. 3.150% 4/1/21 7,445 7,323
Newell Brands Inc. 3.850% 4/1/23 12,405 12,141
Novartis Capital Corp. 1.800% 2/14/20 10,923 10,758
Novartis Capital Corp. 4.400% 4/24/20 7,135 7,290
Novartis Capital Corp. 2.400% 5/17/22 3,652 3,541
Novartis Capital Corp. 2.400% 9/21/22 5,637 5,444
PepsiCo Inc. 4.500% 1/15/20 1,600 1,633
PepsiCo Inc. 1.850% 4/30/20 9,287 9,123
PepsiCo Inc. 2.150% 10/14/20 19,343 19,027
PepsiCo Inc. 3.125% 11/1/20 4,549 4,560
PepsiCo Inc. 2.000% 4/15/21 9,070 8,830
PepsiCo Inc. 3.000% 8/25/21 5,000 4,987
PepsiCo Inc. 1.700% 10/6/21 10,912 10,460
PepsiCo Inc. 2.750% 3/5/22 6,400 6,304
PepsiCo Inc. 2.250% 5/2/22 5,909 5,715
PepsiCo Inc. 3.100% 7/17/22 2,965 2,946
PepsiCo Inc. 2.750% 3/1/23 9,900 9,676
PerkinElmer Inc. 5.000% 11/15/21 3,125 3,226
Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,603 2,577
Perrigo Finance Unlimited Co. 3.500% 12/15/21 2,144 2,108
Pfizer Inc. 1.700% 12/15/19 13,465 13,284
Pfizer Inc. 5.200% 8/12/20 1,570 1,635
Pfizer Inc. 1.950% 6/3/21 1,205 1,170
Pfizer Inc. 3.000% 9/15/21 5,000 4,997
Pfizer Inc. 2.200% 12/15/21 11,149 10,841
Pfizer Inc. 3.000% 6/15/23 6,897 6,809
Pfizer Inc. 3.200% 9/15/23 4,100 4,065
Philip Morris International Inc. 2.000% 2/21/20 7,330 7,216
Philip Morris International Inc. 4.500% 3/26/20 4,551 4,638
Philip Morris International Inc. 1.875% 2/25/21 8,921 8,630
Philip Morris International Inc. 4.125% 5/17/21 1,920 1,958
Philip Morris International Inc. 2.900% 11/15/21 5,644 5,559
Philip Morris International Inc. 2.625% 2/18/22 4,280 4,167
Philip Morris International Inc. 2.375% 8/17/22 7,239 6,947
Philip Morris International Inc. 2.500% 8/22/22 5,857 5,649
Philip Morris International Inc. 2.500% 11/2/22 8,995 8,657
Philip Morris International Inc. 2.125% 5/10/23 600 566
4 Procter & Gamble - Esop 9.360% 1/1/21 2,731 2,924
Procter & Gamble Co. 1.750% 10/25/19 7,976 7,893
Procter & Gamble Co. 1.900% 10/23/20 5,775 5,648
Procter & Gamble Co. 1.850% 2/2/21 2,175 2,117
Procter & Gamble Co. 1.700% 11/3/21 7,610 7,305
Procter & Gamble Co. 2.300% 2/6/22 6,172 5,994
Procter & Gamble Co. 3.100% 8/15/23 8,539 8,483
Quest Diagnostics Inc. 2.500% 3/30/20 2,990 2,952
Quest Diagnostics Inc. 4.700% 4/1/21 349 359

 

 

Reynolds American Inc. 6.875% 5/1/20 2,540 2,673
Reynolds American Inc. 3.250% 6/12/20 9,233 9,205
Reynolds American Inc. 4.000% 6/12/22 4,621 4,650
Reynolds American Inc. 4.850% 9/15/23 4,675 4,832
Sanofi 4.000% 3/29/21 14,945 15,225
Sanofi 3.375% 6/19/23 10,800 10,804
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 24,084 23,205
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 20,200 19,057
SSM Health Care Corp. 3.688% 6/1/23 2,500 2,490
Stryker Corp. 4.375% 1/15/20 3,585 3,643
Stryker Corp. 2.625% 3/15/21 5,455 5,372
Sysco Corp. 2.600% 10/1/20 1,815 1,792
Sysco Corp. 2.500% 7/15/21 3,315 3,236
Sysco Corp. 2.600% 6/12/22 4,950 4,801
Thermo Fisher Scientific Inc. 4.700% 5/1/20 1,375 1,402
Thermo Fisher Scientific Inc. 4.500% 3/1/21 6,830 7,012
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,725 7,751
Thermo Fisher Scientific Inc. 3.300% 2/15/22 2,001 1,983
Thermo Fisher Scientific Inc. 3.150% 1/15/23 5,300 5,186
Thermo Fisher Scientific Inc. 3.000% 4/15/23 12,005 11,630
Tupperware Brands Corp. 4.750% 6/1/21 4,378 4,454
Tyson Foods Inc. 2.250% 8/23/21 7,235 6,963
Tyson Foods Inc. 4.500% 6/15/22 5,985 6,171
Tyson Foods Inc. 3.900% 9/28/23 1,500 1,510
Unilever Capital Corp. 1.800% 5/5/20 935 916
Unilever Capital Corp. 2.100% 7/30/20 1,200 1,171
Unilever Capital Corp. 4.250% 2/10/21 6,847 6,999
Unilever Capital Corp. 1.375% 7/28/21 6,525 6,183
Unilever Capital Corp. 3.000% 3/7/22 6,500 6,434
Unilever Capital Corp. 2.200% 5/5/22 6,108 5,877
Unilever Capital Corp. 3.125% 3/22/23 3,215 3,172
Whirlpool Corp. 4.850% 6/15/21 2,190 2,248
Whirlpool Corp. 4.700% 6/1/22 2,148 2,214
Wyeth LLC 7.250% 3/1/23 1,000 1,156
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,275 1,295
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 13,507 13,375
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 4,477 4,387
Zimmer Biomet Holdings Inc. 3.700% 3/19/23 3,390 3,373
Zoetis Inc. 3.450% 11/13/20 3,225 3,229
Zoetis Inc. 3.250% 8/20/21 2,050 2,047
Zoetis Inc. 3.250% 2/1/23 10,263 10,093
 
Energy (2.0%)        
Anadarko Petroleum Corp. 4.850% 3/15/21 5,690 5,847
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.500% 10/15/19 1,308 1,331
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 3.500% 12/1/22 3,675 3,606
Apache Corp. 3.625% 2/1/21 2,459 2,459
Apache Corp. 3.250% 4/15/22 10,572 10,362
Baker Hughes a GE Co. LLC 3.200% 8/15/21 5,295 5,267
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 2.773% 12/15/22 11,350 10,978
Boardwalk Pipelines LP 3.375% 2/1/23 3,178 3,073
BP Capital Markets plc 2.521% 1/15/20 2,917 2,902
BP Capital Markets plc 2.315% 2/13/20 14,649 14,513
BP Capital Markets plc 4.500% 10/1/20 10,813 11,082

 

 

BP Capital Markets plc 4.742% 3/11/21 7,250 7,503
BP Capital Markets plc 2.112% 9/16/21 10,175 9,830
BP Capital Markets plc 3.062% 3/17/22 13,785 13,609
BP Capital Markets plc 3.245% 5/6/22 13,346 13,242
BP Capital Markets plc 2.520% 9/19/22 3,000 2,890
BP Capital Markets plc 2.500% 11/6/22 15,384 14,861
BP Capital Markets plc 2.750% 5/10/23 15,524 14,996
Buckeye Partners LP 4.875% 2/1/21 2,610 2,656
Buckeye Partners LP 4.150% 7/1/23 5,481 5,405
Canadian Natural Resources Ltd. 3.450% 11/15/21 315 313
Canadian Natural Resources Ltd. 2.950% 1/15/23 11,180 10,809
Cenovus Energy Inc. 5.700% 10/15/19 14,878 15,213
Cenovus Energy Inc. 3.000% 8/15/22 2,717 2,605
Cenovus Energy Inc. 3.800% 9/15/23 4,740 4,639
Chevron Corp. 2.193% 11/15/19 5,346 5,310
Chevron Corp. 1.961% 3/3/20 10,489 10,354
Chevron Corp. 1.991% 3/3/20 8,625 8,510
Chevron Corp. 2.427% 6/24/20 12,974 12,845
Chevron Corp. 2.419% 11/17/20 11,317 11,175
Chevron Corp. 2.100% 5/16/21 7,381 7,196
Chevron Corp. 2.498% 3/3/22 6,735 6,582
Chevron Corp. 2.355% 12/5/22 13,610 13,052
Chevron Corp. 2.566% 5/16/23 9,492 9,126
Chevron Corp. 3.191% 6/24/23 20,914 20,754
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,148 1,145
Continental Resources Inc. 4.500% 4/15/23 9,000 9,158
Devon Energy Corp. 4.000% 7/15/21 575 580
Devon Energy Corp. 3.250% 5/15/22 11,718 11,511
Dominion Energy Gas Holdings LLC 2.500% 12/15/19 8,628 8,558
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 7,495 7,391
Enbridge Energy Partners LP 4.375% 10/15/20 6,713 6,813
Enbridge Energy Partners LP 4.200% 9/15/21 1,455 1,473
Enbridge Inc. 2.900% 7/15/22 4,620 4,475
Encana Corp. 3.900% 11/15/21 2,550 2,559
Energy Transfer Equity LP 4.250% 3/15/23 3,120 3,104
Energy Transfer Partners LP 4.150% 10/1/20 7,648 7,747
Energy Transfer Partners LP 4.650% 6/1/21 2,825 2,893
Energy Transfer Partners LP 5.200% 2/1/22 7,275 7,557
Energy Transfer Partners LP 3.600% 2/1/23 7,828 7,660
Energy Transfer Partners LP 4.200% 9/15/23 950 955
Enterprise Products Operating LLC 2.550% 10/15/19 6,426 6,397
Enterprise Products Operating LLC 5.250% 1/31/20 3,536 3,625
Enterprise Products Operating LLC 5.200% 9/1/20 3,199 3,307
Enterprise Products Operating LLC 2.800% 2/15/21 6,900 6,812
Enterprise Products Operating LLC 2.850% 4/15/21 10,000 9,873
Enterprise Products Operating LLC 4.050% 2/15/22 2,672 2,712
Enterprise Products Operating LLC 3.350% 3/15/23 9,790 9,680
4 Enterprise Products Operating LLC 4.875% 8/16/77 1,500 1,444
EOG Resources Inc. 2.450% 4/1/20 3,620 3,581
EOG Resources Inc. 4.100% 2/1/21 10,790 10,950
EOG Resources Inc. 2.625% 3/15/23 7,028 6,772
EQT Corp. 2.500% 10/1/20 2,402 2,345
EQT Corp. 4.875% 11/15/21 2,175 2,236
EQT Corp. 3.000% 10/1/22 4,665 4,515
EQT Midstream Partners LP 4.750% 7/15/23 7,000 7,096
Exxon Mobil Corp. 1.912% 3/6/20 21,526 21,250
Exxon Mobil Corp. 2.222% 3/1/21 12,992 12,699

 

 

Exxon Mobil Corp. 2.397% 3/6/22 4,504 4,385
Exxon Mobil Corp. 2.726% 3/1/23 1,805 1,767
Halliburton Co. 3.250% 11/15/21 2,806 2,809
Halliburton Co. 3.500% 8/1/23 1,767 1,755
Husky Energy Inc. 7.250% 12/15/19 1,500 1,568
Husky Energy Inc. 3.950% 4/15/22 625 629
Kinder Morgan Energy Partners LP 6.850% 2/15/20 4,150 4,346
Kinder Morgan Energy Partners LP 6.500% 4/1/20 15,115 15,793
Kinder Morgan Energy Partners LP 5.300% 9/15/20 200 207
Kinder Morgan Energy Partners LP 3.500% 3/1/21 7,960 7,948
Kinder Morgan Energy Partners LP 5.800% 3/1/21 2,575 2,706
Kinder Morgan Energy Partners LP 5.000% 10/1/21 7,759 8,058
Kinder Morgan Energy Partners LP 3.950% 9/1/22 597 601
Kinder Morgan Energy Partners LP 3.450% 2/15/23 11,749 11,540
Kinder Morgan Energy Partners LP 3.500% 9/1/23 1,525 1,494
Kinder Morgan Inc. 3.050% 12/1/19 6,699 6,683
Kinder Morgan Inc. 6.500% 9/15/20 2,225 2,342
Kinder Morgan Inc. 3.150% 1/15/23 2,639 2,567
Magellan Midstream Partners LP 4.250% 2/1/21 703 714
Marathon Oil Corp. 2.700% 6/1/20 10,373 10,226
Marathon Oil Corp. 2.800% 11/1/22 22 21
Marathon Petroleum Corp. 3.400% 12/15/20 5,155 5,156
Marathon Petroleum Corp. 5.125% 3/1/21 10,904 11,312
MPLX LP 3.375% 3/15/23 4,603 4,504
MPLX LP 4.500% 7/15/23 6,300 6,441
National Fuel Gas Co. 4.900% 12/1/21 2,125 2,172
National Fuel Gas Co. 3.750% 3/1/23 3,016 2,959
National Oilwell Varco Inc. 2.600% 12/1/22 15,368 14,586
Noble Energy Inc. 4.150% 12/15/21 13,415 13,577
Occidental Petroleum Corp. 4.100% 2/1/21 12,778 12,984
Occidental Petroleum Corp. 3.125% 2/15/22 7,801 7,712
Occidental Petroleum Corp. 2.600% 4/15/22 4,358 4,226
Occidental Petroleum Corp. 2.700% 2/15/23 3,450 3,337
ONEOK Inc. 4.250% 2/1/22 11,000 11,123
ONEOK Inc. 7.500% 9/1/23 915 1,045
ONEOK Partners LP 3.800% 3/15/20 300 301
ONEOK Partners LP 3.375% 10/1/22 3,762 3,705
ONEOK Partners LP 5.000% 9/15/23 2,950 3,071
Phillips 66 4.300% 4/1/22 15,135 15,527
Phillips 66 Partners LP 2.646% 2/15/20 1,600 1,584
Pioneer Natural Resources Co. 7.500% 1/15/20 4,530 4,766
Pioneer Natural Resources Co. 3.450% 1/15/21 3,885 3,885
Pioneer Natural Resources Co. 3.950% 7/15/22 3,815 3,847
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 4,557 4,524
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 7,110 7,293
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 5,375 5,488
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 1,709 1,686
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 4,693 4,851
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 9,719 10,266
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 4,272 4,419

 

 

Sabine Pass Liquefaction LLC 5.625% 2/1/21 17,670 18,341
Sabine Pass Liquefaction LLC 6.250% 3/15/22 8,990 9,653
Sabine Pass Liquefaction LLC 5.625% 4/15/23 10,565 11,225
Shell International Finance BV 4.375% 3/25/20 13 13
Shell International Finance BV 2.125% 5/11/20 26,297 25,933
Shell International Finance BV 2.250% 11/10/20 9,724 9,578
Shell International Finance BV 1.875% 5/10/21 8,950 8,659
Shell International Finance BV 1.750% 9/12/21 10,450 10,055
Shell International Finance BV 2.375% 8/21/22 12,609 12,197
Shell International Finance BV 3.400% 8/12/23 6,754 6,746
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 8,800 8,943
Total Capital Canada Ltd. 2.750% 7/15/23 8,753 8,468
Total Capital International SA 2.750% 6/19/21 2,175 2,150
Total Capital International SA 2.875% 2/17/22 9,385 9,239
Total Capital International SA 2.700% 1/25/23 3,175 3,082
Total Capital SA 4.450% 6/24/20 14,879 15,212
Total Capital SA 4.125% 1/28/21 2,975 3,034
Total Capital SA 4.250% 12/15/21 6,730 6,913
TransCanada PipeLines Ltd. 2.125% 11/15/19 6,510 6,436
TransCanada PipeLines Ltd. 3.800% 10/1/20 3,085 3,112
TransCanada PipeLines Ltd. 2.500% 8/1/22 2,150 2,059
Valero Energy Corp. 6.125% 2/1/20 2,558 2,654
Western Gas Partners LP 5.375% 6/1/21 5,382 5,560
Western Gas Partners LP 4.000% 7/1/22 8,072 8,042
Williams Cos. Inc. 5.250% 3/15/20 19,460 19,946
Williams Cos. Inc. 4.125% 11/15/20 2,596 2,622
Williams Cos. Inc. 4.000% 11/15/21 7,421 7,457
Williams Cos. Inc. 3.600% 3/15/22 3,425 3,405
Williams Cos. Inc. 3.350% 8/15/22 6,059 5,947
Williams Cos. Inc. 3.700% 1/15/23 3,000 2,964
 
Other Industrial (0.0%)        
Cintas Corp. No 2 2.900% 4/1/22 2,550 2,489
 
Technology (2.3%)        
Adobe Systems Inc. 4.750% 2/1/20 5,909 6,034
Alphabet Inc. 3.625% 5/19/21 3,772 3,823
Amphenol Corp. 2.200% 4/1/20 5,542 5,445
Analog Devices Inc. 2.850% 3/12/20 5,975 5,941
Analog Devices Inc. 2.500% 12/5/21 3,060 2,941
Analog Devices Inc. 2.875% 6/1/23 3,691 3,542
Apple Inc. 1.800% 11/13/19 9,632 9,521
Apple Inc. 1.550% 2/7/20 14,379 14,125
Apple Inc. 1.900% 2/7/20 8,394 8,288
Apple Inc. 2.000% 5/6/20 11,244 11,088
Apple Inc. 1.800% 5/11/20 8,420 8,275
Apple Inc. 2.000% 11/13/20 11,275 11,065
Apple Inc. 2.250% 2/23/21 23,568 23,134
Apple Inc. 2.850% 5/6/21 8,672 8,628
Apple Inc. 1.550% 8/4/21 14,356 13,762
Apple Inc. 2.150% 2/9/22 14,302 13,834
Apple Inc. 2.500% 2/9/22 10,810 10,579
Apple Inc. 2.300% 5/11/22 14,098 13,656
Apple Inc. 2.700% 5/13/22 8,825 8,668
Apple Inc. 2.850% 2/23/23 14,116 13,855
Apple Inc. 2.400% 5/3/23 41,532 39,925
Applied Materials Inc. 2.625% 10/1/20 6,507 6,426

 

 

Applied Materials Inc. 4.300% 6/15/21 3,700 3,801
Arrow Electronics Inc. 3.500% 4/1/22 2,500 2,448
Arrow Electronics Inc. 4.500% 3/1/23 1,249 1,264
Autodesk Inc. 3.125% 6/15/20 1,975 1,960
Avnet Inc. 3.750% 12/1/21 4,300 4,287
Avnet Inc. 4.875% 12/1/22 2,825 2,898
Baidu Inc. 3.000% 6/30/20 3,525 3,494
Baidu Inc. 2.875% 7/6/22 6,525 6,272
Baidu Inc. 3.500% 11/28/22 5,780 5,669
Baidu Inc. 3.875% 9/29/23 7,500 7,422
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 2.375% 1/15/20 15,476 15,294
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 2.200% 1/15/21 7,810 7,566
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.000% 1/15/22 28,910 28,152
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 2.650% 1/15/23 9,733 9,196
CA Inc. 5.375% 12/1/19 4,001 4,089
CA Inc. 3.600% 8/1/20 4,301 4,301
CA Inc. 3.600% 8/15/22 2,575 2,546
Cisco Systems Inc. 4.450% 1/15/20 15,794 16,104
Cisco Systems Inc. 2.450% 6/15/20 20,594 20,413
Cisco Systems Inc. 2.200% 2/28/21 10,568 10,341
Cisco Systems Inc. 2.900% 3/4/21 3,265 3,253
Cisco Systems Inc. 1.850% 9/20/21 16,658 16,071
Cisco Systems Inc. 3.000% 6/15/22 2,774 2,756
Cisco Systems Inc. 2.600% 2/28/23 5,195 5,052
Corning Inc. 4.250% 8/15/20 907 918
5 Dell International LLC / EMC Corp. 5.450% 6/15/23 29,750 31,265
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 38,888 39,367
DXC Technology Co. 2.875% 3/27/20 4,095 4,064
Equifax Inc. 3.600% 8/15/21 2,500 2,487
Equifax Inc. 3.300% 12/15/22 3,955 3,845
Fidelity National Information Services Inc. 3.625% 10/15/20 8,345 8,386
Fidelity National Information Services Inc. 2.250% 8/15/21 5,327 5,139
Fidelity National Information Services Inc. 3.500% 4/15/23 7,082 7,001
Fiserv Inc. 2.700% 6/1/20 7,330 7,265
Fiserv Inc. 4.625% 10/1/20 3,023 3,105
Fiserv Inc. 3.500% 10/1/22 7,163 7,116
Flex Ltd. 4.625% 2/15/20 3,508 3,552
Flex Ltd. 5.000% 2/15/23 3,613 3,702
Hewlett Packard Enterprise Co. 3.600% 10/15/20 25,323 25,440
Hewlett Packard Enterprise Co. 3.500% 10/5/21 3,600 3,596
Hewlett Packard Enterprise Co. 4.400% 10/15/22 14,091 14,476
HP Inc. 3.750% 12/1/20 650 656
HP Inc. 4.375% 9/15/21 10,600 10,875
HP Inc. 4.050% 9/15/22 3,761 3,803
IBM Credit LLC 1.800% 1/20/21 6,425 6,232
IBM Credit LLC 2.650% 2/5/21 5,975 5,909
IBM Credit LLC 2.200% 9/8/22 4,500 4,305
IBM Credit LLC 3.000% 2/6/23 7,000 6,872
Intel Corp. 1.850% 5/11/20 5,033 4,949
Intel Corp. 2.450% 7/29/20 6,698 6,640
Intel Corp. 1.700% 5/19/21 3,800 3,676
Intel Corp. 3.300% 10/1/21 12,306 12,378

 

 

Intel Corp. 2.350% 5/11/22 5,875 5,691
Intel Corp. 3.100% 7/29/22 9,895 9,833
Intel Corp. 2.700% 12/15/22 12,579 12,306
International Business Machines Corp. 8.375% 11/1/19 350 370
International Business Machines Corp. 1.900% 1/27/20 6,972 6,888
International Business Machines Corp. 1.625% 5/15/20 4,350 4,252
International Business Machines Corp. 2.250% 2/19/21 7,829 7,670
International Business Machines Corp. 2.900% 11/1/21 975 964
International Business Machines Corp. 2.500% 1/27/22 7,085 6,907
International Business Machines Corp. 1.875% 8/1/22 4,532 4,282
International Business Machines Corp. 2.875% 11/9/22 5,655 5,532
International Business Machines Corp. 3.375% 8/1/23 11,964 11,974
Jabil Inc. 5.625% 12/15/20 2,706 2,813
Jabil Inc. 4.700% 9/15/22 2 2
Juniper Networks Inc. 3.300% 6/15/20 1,750 1,740
Juniper Networks Inc. 4.600% 3/15/21 1,625 1,653
Keysight Technologies Inc. 3.300% 10/30/19 3,201 3,197
KLA-Tencor Corp. 4.125% 11/1/21 3,175 3,218
Lam Research Corp. 2.750% 3/15/20 3,655 3,632
Lam Research Corp. 2.800% 6/15/21 5,735 5,633
Marvell Technology Group Ltd. 4.200% 6/22/23 4,000 3,980
Maxim Integrated Products Inc. 3.375% 3/15/23 3,599 3,530
Microsoft Corp. 1.850% 2/6/20 7,651 7,555
Microsoft Corp. 1.850% 2/12/20 12,217 12,061
Microsoft Corp. 3.000% 10/1/20 6,754 6,778
Microsoft Corp. 2.000% 11/3/20 16,944 16,643
Microsoft Corp. 4.000% 2/8/21 260 266
Microsoft Corp. 1.550% 8/8/21 20,341 19,475
Microsoft Corp. 2.400% 2/6/22 14,862 14,526
Microsoft Corp. 2.375% 2/12/22 10,869 10,600
Microsoft Corp. 2.650% 11/3/22 11,263 11,016
Microsoft Corp. 2.125% 11/15/22 3,356 3,230
Microsoft Corp. 2.375% 5/1/23 7,580 7,313
Microsoft Corp. 2.000% 8/8/23 11,085 10,474
Motorola Solutions Inc. 3.500% 9/1/21 950 943
Motorola Solutions Inc. 3.750% 5/15/22 6,770 6,710
Motorola Solutions Inc. 3.500% 3/1/23 5,031 4,897
NetApp Inc. 3.375% 6/15/21 1,975 1,967
NVIDIA Corp. 2.200% 9/16/21 8,320 8,084
Oracle Corp. 2.250% 10/8/19 8,422 8,380
Oracle Corp. 3.875% 7/15/20 9,810 9,969
Oracle Corp. 1.900% 9/15/21 38,804 37,454
Oracle Corp. 2.500% 5/15/22 19,975 19,429
Oracle Corp. 2.500% 10/15/22 18,822 18,260
Oracle Corp. 2.625% 2/15/23 3,500 3,391
Oracle Corp. 3.625% 7/15/23 9,231 9,332
Oracle Corp. 2.400% 9/15/23 31,608 30,114
QUALCOMM Inc. 2.250% 5/20/20 12,722 12,562
QUALCOMM Inc. 3.000% 5/20/22 14,101 13,883
QUALCOMM Inc. 2.600% 1/30/23 10,775 10,348
salesforce.com Inc. 3.250% 4/11/23 7,275 7,216
Seagate HDD Cayman 4.250% 3/1/22 6,400 6,360
Seagate HDD Cayman 4.750% 6/1/23 6,275 6,259
Tech Data Corp. 3.700% 2/15/22 3,960 3,876
Texas Instruments Inc. 1.750% 5/1/20 800 786
Texas Instruments Inc. 2.750% 3/12/21 3,765 3,730
Texas Instruments Inc. 1.850% 5/15/22 4,095 3,900

 

 

Total System Services Inc. 3.800% 4/1/21 6,570 6,577
Total System Services Inc. 3.750% 6/1/23 4,600 4,558
Total System Services Inc. 4.000% 6/1/23 5,825 5,863
Trimble Inc. 4.150% 6/15/23 1,450 1,445
Tyco Electronics Group SA 4.875% 1/15/21 5,727 5,905
Verisk Analytics Inc. 5.800% 5/1/21 3,365 3,541
Verisk Analytics Inc. 4.125% 9/12/22 3,025 3,054
VMware Inc. 2.300% 8/21/20 9,104 8,955
VMware Inc. 2.950% 8/21/22 13,045 12,553
Xerox Corp. 5.625% 12/15/19 4,075 4,170
Xerox Corp. 2.800% 5/15/20 2,725 2,684
Xerox Corp. 2.750% 9/1/20 1,500 1,468
Xerox Corp. 4.500% 5/15/21 7,600 7,618
Xerox Corp. 3.625% 3/15/23 7,265 6,892
Xilinx Inc. 3.000% 3/15/21 1,720 1,703
 
Transportation (0.4%)        
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 7,980 8,158
Burlington Northern Santa Fe LLC 4.700% 10/1/19 3,872 3,935
Burlington Northern Santa Fe LLC 3.600% 9/1/20 1,175 1,179
Burlington Northern Santa Fe LLC 3.450% 9/15/21 5,150 5,178
Burlington Northern Santa Fe LLC 3.050% 3/15/22 3,100 3,064
Burlington Northern Santa Fe LLC 3.050% 9/1/22 5,049 4,991
Burlington Northern Santa Fe LLC 3.000% 3/15/23 12,587 12,362
Canadian National Railway Co. 2.400% 2/3/20 3,310 3,284
Canadian National Railway Co. 2.850% 12/15/21 2,710 2,662
Canadian Pacific Railway Co. 9.450% 8/1/21 2,700 3,119
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 1,771 1,862
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 2,117 2,192
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,254 1,274
CSX Corp. 3.700% 10/30/20 407 408
CSX Corp. 4.250% 6/1/21 3,325 3,395
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 2,202 2,394
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 6/17/21 1,194 1,243
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 854 857
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 667 678
Delta Air Lines Inc. 2.875% 3/13/20 6,830 6,775
Delta Air Lines Inc. 2.600% 12/4/20 2,000 1,956
Delta Air Lines Inc. 3.400% 4/19/21 4,350 4,306
Delta Air Lines Inc. 3.625% 3/15/22 9,000 8,887
Delta Air Lines Inc. 3.800% 4/19/23 5,900 5,799
FedEx Corp. 2.300% 2/1/20 3,754 3,717
FedEx Corp. 2.625% 8/1/22 2,745 2,659
JB Hunt Transport Services Inc. 3.300% 8/15/22 251 247
Norfolk Southern Corp. 3.250% 12/1/21 5,368 5,353
Norfolk Southern Corp. 3.000% 4/1/22 6,467 6,352
Norfolk Southern Corp. 2.903% 2/15/23 3,186 3,109
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 865 893

 

 

Ryder System Inc. 2.500% 5/11/20 3,800 3,754
Ryder System Inc. 2.875% 9/1/20 2,250 2,227
Ryder System Inc. 3.500% 6/1/21 1,650 1,652
Ryder System Inc. 2.250% 9/1/21 1,910 1,848
Ryder System Inc. 3.450% 11/15/21 250 248
Ryder System Inc. 2.800% 3/1/22 500 487
Ryder System Inc. 3.400% 3/1/23 9,682 9,547
Ryder System Inc. 3.750% 6/9/23 5,500 5,491
Southwest Airlines Co. 2.750% 11/6/19 4,600 4,582
Southwest Airlines Co. 2.650% 11/5/20 1,670 1,644
Southwest Airlines Co. 2.750% 11/16/22 2,400 2,320
Union Pacific Corp. 1.800% 2/1/20 4,700 4,614
Union Pacific Corp. 2.250% 6/19/20 7,400 7,294
Union Pacific Corp. 4.000% 2/1/21 3,900 3,958
Union Pacific Corp. 3.200% 6/8/21 5,000 4,985
Union Pacific Corp. 4.163% 7/15/22 1,250 1,281
Union Pacific Corp. 2.950% 1/15/23 1,375 1,342
Union Pacific Corp. 3.500% 6/8/23 6,000 5,983
United Parcel Service Inc. 3.125% 1/15/21 7,354 7,363
United Parcel Service Inc. 2.050% 4/1/21 8,900 8,666
United Parcel Service Inc. 2.350% 5/16/22 6,747 6,517
United Parcel Service Inc. 2.450% 10/1/22 7,390 7,139
United Parcel Service Inc. 2.500% 4/1/23 1,406 1,355
United Parcel Service of America Inc. 8.375% 4/1/20 1,665 1,788
        7,612,845
Utilities (1.2%)        
Electric (1.1%)        
AEP Texas Inc. 2.400% 10/1/22 2,300 2,200
Alabama Power Co. 2.450% 3/30/22 5,318 5,140
Ameren Corp. 2.700% 11/15/20 6,875 6,782
American Electric Power Co. Inc. 2.150% 11/13/20 3,750 3,660
American Electric Power Co. Inc. 2.950% 12/15/22 1,735 1,694
Appalachian Power Co. 4.600% 3/30/21 2,842 2,909
Baltimore Gas & Electric Co. 3.500% 11/15/21 2,150 2,152
Baltimore Gas & Electric Co. 3.350% 7/1/23 2,874 2,845
Berkshire Hathaway Energy Co. 2.400% 2/1/20 4,180 4,141
Berkshire Hathaway Energy Co. 2.375% 1/15/21 3,025 2,971
Berkshire Hathaway Energy Co. 2.800% 1/15/23 3,026 2,938
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,315 2,228
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 1,131 1,083
CenterPoint Energy Inc. 2.500% 9/1/22 3,750 3,585
CMS Energy Corp. 6.250% 2/1/20 1,715 1,777
CMS Energy Corp. 5.050% 3/15/22 3,915 4,081
Commonwealth Edison Co. 4.000% 8/1/20 4,126 4,180
Commonwealth Edison Co. 3.400% 9/1/21 4,000 4,008
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 947 966
Consolidated Edison Inc. 2.000% 3/15/20 4,335 4,259
Consolidated Edison Inc. 2.000% 5/15/21 4,880 4,714
Constellation Energy Group Inc. 5.150% 12/1/20 3,928 4,036
Consumers Energy Co. 2.850% 5/15/22 1,250 1,228
Consumers Energy Co. 3.375% 8/15/23 2,375 2,362
Dominion Energy Inc. 2.500% 12/1/19 5,025 4,989
Dominion Energy Inc. 2.579% 7/1/20 4,500 4,437
Dominion Energy Inc. 4.450% 3/15/21 6,489 6,602
Dominion Energy Inc. 2.000% 8/15/21 300 287
Dominion Energy Inc. 2.750% 1/15/22 2,700 2,626
Dominion Energy Inc. 2.750% 9/15/22 5,048 4,858

 

 

DTE Electric Co. 3.450% 10/1/20 2,240 2,248
DTE Energy Co. 1.500% 10/1/19 5,611 5,520
DTE Energy Co. 2.400% 12/1/19 3,075 3,045
DTE Energy Co. 3.300% 6/15/22 2,635 2,601
DTE Energy Co. 3.700% 8/1/23 4,450 4,435
Duke Energy Carolinas LLC 4.300% 6/15/20 3,300 3,363
Duke Energy Carolinas LLC 3.900% 6/15/21 2,612 2,652
Duke Energy Carolinas LLC 2.500% 3/15/23 3,950 3,800
Duke Energy Carolinas LLC 3.050% 3/15/23 5,000 4,921
Duke Energy Corp. 1.800% 9/1/21 5,155 4,923
Duke Energy Corp. 3.550% 9/15/21 4,850 4,862
Duke Energy Corp. 2.400% 8/15/22 2,700 2,581
Duke Energy Corp. 3.050% 8/15/22 5,671 5,556
4 Duke Energy Florida LLC 2.100% 12/15/19 1,422 1,413
Duke Energy Florida LLC 3.100% 8/15/21 2,000 1,991
Duke Energy Indiana LLC 3.750% 7/15/20 3,964 4,008
Duke Energy Ohio Inc. 3.800% 9/1/23 2,865 2,896
Duke Energy Progress LLC 3.000% 9/15/21 2,655 2,633
Duke Energy Progress LLC 2.800% 5/15/22 5,026 4,928
Duke Energy Progress LLC 3.375% 9/1/23 2,000 1,994
Edison International 2.125% 4/15/20 2,901 2,843
Edison International 2.400% 9/15/22 3,725 3,520
Edison International 2.950% 3/15/23 2,711 2,592
Emera US Finance LP 2.700% 6/15/21 9,316 9,035
Entergy Arkansas Inc. 3.750% 2/15/21 2,500 2,516
Entergy Corp. 5.125% 9/15/20 3,525 3,621
Entergy Corp. 4.000% 7/15/22 4,857 4,914
Entergy Louisiana LLC 4.050% 9/1/23 2,300 2,345
Eversource Energy 4.500% 11/15/19 2,537 2,572
Eversource Energy 2.500% 3/15/21 4,000 3,930
Eversource Energy 2.750% 3/15/22 3,595 3,505
Exelon Corp. 2.850% 6/15/20 10,325 10,234
Exelon Corp. 2.450% 4/15/21 3,862 3,751
Exelon Corp. 3.497% 6/1/22 3,980 3,911
Exelon Generation Co. LLC 5.200% 10/1/19 5,181 5,285
Exelon Generation Co. LLC 2.950% 1/15/20 6,985 6,957
Exelon Generation Co. LLC 4.000% 10/1/20 4,707 4,747
Exelon Generation Co. LLC 3.400% 3/15/22 4,350 4,300
Exelon Generation Co. LLC 4.250% 6/15/22 4,611 4,679
FirstEnergy Corp. 2.850% 7/15/22 4,542 4,376
FirstEnergy Corp. 4.250% 3/15/23 8,124 8,224
Florida Power & Light Co. 2.750% 6/1/23 3,560 3,457
Fortis Inc. 2.100% 10/4/21 9,068 8,663
Georgia Power Co. 2.000% 3/30/20 2,538 2,478
Georgia Power Co. 2.000% 9/8/20 3,575 3,486
Georgia Power Co. 2.400% 4/1/21 6,200 6,031
Georgia Power Co. 2.850% 5/15/22 1,000 974
Great Plains Energy Inc. 4.850% 6/1/21 3,175 3,238
ITC Holdings Corp. 2.700% 11/15/22 4,217 4,031
Kansas City Power & Light Co. 3.150% 3/15/23 1,740 1,694
LG&E & KU Energy LLC 3.750% 11/15/20 6,771 6,795
National Rural Utilities Cooperative Finance        
Corp. 1.500% 11/1/19 4,254 4,183
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 1,325 1,312
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 5,015 4,941

 

 

National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 1,328 1,308
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 2,685 2,626
National Rural Utilities Cooperative Finance        
Corp. 2.900% 3/15/21 2,900 2,880
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 6,234 6,164
National Rural Utilities Cooperative Finance        
Corp. 2.400% 4/25/22 4,350 4,194
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 2,608 2,524
Nevada Power Co. 2.750% 4/15/20 4,550 4,521
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 2,750 2,804
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 3,880 3,743
Northern States Power Co. 2.200% 8/15/20 2,745 2,696
Northern States Power Co. 2.600% 5/15/23 1,800 1,732
Ohio Power Co. 5.375% 10/1/21 972 1,029
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 1,025 1,046
Pacific Gas & Electric Co. 3.500% 10/1/20 4,645 4,643
Pacific Gas & Electric Co. 4.250% 5/15/21 3,090 3,126
Pacific Gas & Electric Co. 2.450% 8/15/22 1,825 1,733
Pacific Gas & Electric Co. 3.250% 6/15/23 2,700 2,599
5 Pacific Gas & Electric Co. 4.250% 8/1/23 3,750 3,768
PacifiCorp 3.850% 6/15/21 2,710 2,744
PacifiCorp 2.950% 2/1/22 4,619 4,555
PECO Energy Co. 1.700% 9/15/21 2,045 1,951
Pinnacle West Capital Corp. 2.250% 11/30/20 2,800 2,730
PNM Resources Inc. 3.250% 3/9/21 2,200 2,177
PPL Capital Funding Inc. 4.200% 6/15/22 1,275 1,292
PPL Capital Funding Inc. 3.500% 12/1/22 910 897
PPL Capital Funding Inc. 3.400% 6/1/23 7,049 6,916
Progress Energy Inc. 4.875% 12/1/19 2,711 2,762
Progress Energy Inc. 4.400% 1/15/21 4,422 4,504
Progress Energy Inc. 3.150% 4/1/22 3,000 2,953
PSEG Power LLC 5.125% 4/15/20 3,037 3,109
PSEG Power LLC 3.000% 6/15/21 2,000 1,972
PSEG Power LLC 3.850% 6/1/23 6,320 6,268
Public Service Co. of Colorado 3.200% 11/15/20 2,300 2,300
Public Service Electric & Gas Co. 1.900% 3/15/21 2,931 2,836
Public Service Electric & Gas Co. 2.375% 5/15/23 3,550 3,384
Public Service Enterprise Group Inc. 1.600% 11/15/19 4,301 4,227
Public Service Enterprise Group Inc. 2.650% 11/15/22 5,500 5,280
Puget Energy Inc. 6.500% 12/15/20 4,075 4,317
Puget Energy Inc. 6.000% 9/1/21 3,509 3,724
Puget Energy Inc. 5.625% 7/15/22 3,200 3,384
San Diego Gas & Electric Co. 3.000% 8/15/21 2,572 2,542
San Diego Gas & Electric Co. 3.600% 9/1/23 1,048 1,050
South Carolina Electric & Gas Co. 3.500% 8/15/21 1,600 1,595
Southern California Edison Co. 2.900% 3/1/21 4,000 3,955
Southern California Edison Co. 3.875% 6/1/21 3,790 3,823
4 Southern California Edison Co. 1.845% 2/1/22 2,027 1,973
Southern California Edison Co. 2.400% 2/1/22 1,200 1,155
Southern California Edison Co. 3.400% 6/1/23 2,500 2,478
Southern Co. 2.750% 6/15/20 6,895 6,822
Southern Co. 2.350% 7/1/21 7,809 7,563
Southern Co. 2.950% 7/1/23 9,000 8,626

 

 

4 Southern Co. 5.500% 3/15/57 2,250 2,272
Southern Power Co. 1.950% 12/15/19 6,137 6,053
Southern Power Co. 2.375% 6/1/20 2,000 1,967
Southern Power Co. 2.500% 12/15/21 3,500 3,368
TECO Finance Inc. 5.150% 3/15/20 4,415 4,508
TransAlta Corp. 4.500% 11/15/22 2,875 2,824
Virginia Electric & Power Co. 2.950% 1/15/22 5,945 5,861
Virginia Electric & Power Co. 2.750% 3/15/23 5,092 4,932
WEC Energy Group Inc. 2.450% 6/15/20 2,618 2,585
WEC Energy Group Inc. 3.375% 6/15/21 6,225 6,227
Wisconsin Electric Power Co. 2.950% 9/15/21 1,075 1,063
Xcel Energy Inc. 4.700% 5/15/20 5,335 5,421
Xcel Energy Inc. 2.400% 3/15/21 8,000 7,809
Xcel Energy Inc. 2.600% 3/15/22 2,175 2,109
 
Natural Gas (0.1%)        
CenterPoint Energy Resources Corp. 4.500% 1/15/21 3,226 3,282
CenterPoint Energy Resources Corp. 3.550% 4/1/23 2,300 2,267
NiSource Finance Corp. 2.650% 11/17/22 2,775 2,646
5 NiSource Inc. 3.650% 6/15/23 2,500 2,471
Sempra Energy 1.625% 10/7/19 3,775 3,720
Sempra Energy 2.400% 2/1/20 3,725 3,683
Sempra Energy 2.400% 3/15/20 3,778 3,730
Sempra Energy 2.850% 11/15/20 4,778 4,718
Sempra Energy 2.875% 10/1/22 5,391 5,228
Sempra Energy 2.900% 2/1/23 3,850 3,715
Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,277 2,260
 
        582,967
Total Corporate Bonds (Cost $14,286,705)       14,045,997
Sovereign Bonds (7.2%)        
African Development Bank 1.375% 2/12/20 5,650 5,536
African Development Bank 1.875% 3/16/20 20,543 20,258
African Development Bank 2.625% 3/22/21 14,955 14,821
African Development Bank 1.250% 7/26/21 10,034 9,557
African Development Bank 2.375% 9/23/21 9,735 9,551
African Development Bank 2.125% 11/16/22 20,635 19,880
African Development Bank 3.000% 9/20/23 4,250 4,225
Agricultural Bank of China Ltd. 2.750% 5/21/20 2,100 2,071
Asian Development Bank 1.750% 1/10/20 15,225 15,015
Asian Development Bank 1.500% 1/22/20 16,110 15,826
Asian Development Bank 1.375% 3/23/20 14,640 14,328
Asian Development Bank 1.625% 5/5/20 39,445 38,654
Asian Development Bank 1.625% 8/26/20 16,220 15,833
Asian Development Bank 2.250% 1/20/21 8,850 8,716
Asian Development Bank 1.625% 3/16/21 22,600 21,889
Asian Development Bank 1.750% 6/8/21 23,205 22,449
Asian Development Bank 2.125% 11/24/21 7,300 7,098
Asian Development Bank 2.000% 2/16/22 23,255 22,466
Asian Development Bank 1.875% 2/18/22 20,250 19,488
Asian Development Bank 1.875% 8/10/22 11,535 11,043
Asian Development Bank 1.750% 9/13/22 31,150 29,626
Asian Development Bank 2.750% 3/17/23 13,810 13,618
Canada 2.000% 11/15/22 23,000 22,109
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 19,285 18,490
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 8,175 8,072

 

 

Corp. Andina de Fomento 2.200% 7/18/20 8,065 7,893
Corp. Andina de Fomento 2.125% 9/27/21 6,885 6,628
Corp. Andina de Fomento 4.375% 6/15/22 22,201 22,748
Corp. Andina de Fomento 2.750% 1/6/23 7,950 7,628
Council of Europe Development Bank 1.750% 11/14/19 3,185 3,147
Council of Europe Development Bank 1.875% 1/27/20 5,140 5,075
Council of Europe Development Bank 1.625% 3/10/20 11,640 11,435
Council of Europe Development Bank 1.625% 3/16/21 4,000 3,869
Council of Europe Development Bank 2.625% 2/13/23 9,262 9,074
Ecopetrol SA 5.875% 9/18/23 13,000 13,845
Equinor ASA 2.250% 11/8/19 11,272 11,187
Equinor ASA 2.900% 11/8/20 9,055 9,009
Equinor ASA 2.750% 11/10/21 3,000 2,955
Equinor ASA 3.150% 1/23/22 14,509 14,416
Equinor ASA 2.450% 1/17/23 3,725 3,587
European Bank for Reconstruction &        
Development 1.750% 11/26/19 8,500 8,394
European Bank for Reconstruction &        
Development 1.500% 3/16/20 7,790 7,635
European Bank for Reconstruction &        
Development 1.625% 5/5/20 775 759
European Bank for Reconstruction &        
Development 1.125% 8/24/20 780 754
European Bank for Reconstruction &        
Development 2.000% 2/1/21 23,492 22,991
European Bank for Reconstruction &        
Development 2.750% 4/26/21 50 50
European Bank for Reconstruction &        
Development 1.875% 7/15/21 14,800 14,353
European Bank for Reconstruction &        
Development 1.500% 11/2/21 15,604 14,900
European Bank for Reconstruction &        
Development 1.875% 2/23/22 9,461 9,092
European Bank for Reconstruction &        
Development 2.750% 3/7/23 14,520 14,313
European Investment Bank 1.250% 12/16/19 35,140 34,477
European Investment Bank 1.625% 3/16/20 15,800 15,521
European Investment Bank 1.750% 5/15/20 12,350 12,132
European Investment Bank 1.375% 6/15/20 28,385 27,674
European Investment Bank 1.625% 8/14/20 37,658 36,762
European Investment Bank 2.875% 9/15/20 8,750 8,739
European Investment Bank 1.625% 12/15/20 26,165 25,440
European Investment Bank 4.000% 2/16/21 14,595 14,939
European Investment Bank 2.000% 3/15/21 36,670 35,840
European Investment Bank 2.500% 4/15/21 27,175 26,863
European Investment Bank 2.375% 5/13/21 23,240 22,887
European Investment Bank 1.625% 6/15/21 34,430 33,224
European Investment Bank 1.375% 9/15/21 18,235 17,391
European Investment Bank 2.125% 10/15/21 23,870 23,271
European Investment Bank 2.875% 12/15/21 25,000 24,873
European Investment Bank 2.250% 3/15/22 35,800 34,850
European Investment Bank 2.375% 6/15/22 27,730 27,063
European Investment Bank 2.250% 8/15/22 23,340 22,633
European Investment Bank 2.000% 12/15/22 14,325 13,710
European Investment Bank 2.500% 3/15/23 33,444 32,593
European Investment Bank 2.875% 8/15/23 35,865 35,444
6 Export Development Canada 1.625% 12/3/19 12,450 12,278

 

 

Export Development Canada 1.625% 1/17/20 3,085 3,038
Export Development Canada 1.625% 6/1/20 3,000 2,936
Export Development Canada 2.000% 11/30/20 14,665 14,371
Export Development Canada 1.500% 5/26/21 17,800 17,132
Export Development Canada 1.375% 10/21/21 11,700 11,129
Export Development Canada 2.500% 1/24/23 6,000 5,857
Export Development Canada 2.750% 3/15/23 11,000 10,835
Export-Import Bank of Korea 1.500% 10/21/19 10,400 10,190
Export-Import Bank of Korea 2.250% 1/21/20 970 955
Export-Import Bank of Korea 2.125% 1/25/20 3,500 3,438
Export-Import Bank of Korea 5.125% 6/29/20 7,400 7,587
Export-Import Bank of Korea 2.500% 11/1/20 700 686
Export-Import Bank of Korea 2.625% 12/30/20 6,250 6,107
Export-Import Bank of Korea 4.000% 1/29/21 12,484 12,604
Export-Import Bank of Korea 2.125% 2/11/21 5,300 5,134
Export-Import Bank of Korea 2.500% 5/10/21 4,000 3,894
Export-Import Bank of Korea 4.375% 9/15/21 10,060 10,295
Export-Import Bank of Korea 1.875% 10/21/21 8,000 7,606
Export-Import Bank of Korea 5.000% 4/11/22 7,050 7,346
Export-Import Bank of Korea 3.000% 11/1/22 6,500 6,335
FMS Wertmanagement 2.750% 3/6/23 10,500 10,275
7 FMS Wertmanagement AoeR 1.750% 1/24/20 15,200 14,989
FMS Wertmanagement AoeR 1.750% 3/17/20 8,500 8,361
FMS Wertmanagement AoeR 1.375% 6/8/21 1,800 1,723
FMS Wertmanagement AoeR 2.000% 8/1/22 21,435 20,622
Hydro-Quebec 9.400% 2/1/21 2,225 2,524
Hydro-Quebec 8.400% 1/15/22 5,825 6,673
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 6,500 6,466
Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 5,600 5,409
Industrial & Commercial Bank of China Ltd. 2.452% 10/20/21 3,000 2,879
Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 5,500 5,292
Inter-American Development Bank 1.250% 10/15/19 210 207
Inter-American Development Bank 1.750% 10/15/19 18,250 18,066
Inter-American Development Bank 3.875% 2/14/20 10,035 10,171
Inter-American Development Bank 1.625% 5/12/20 42,855 41,992
Inter-American Development Bank 1.875% 6/16/20 26,395 25,963
Inter-American Development Bank 1.375% 7/15/20 570 555
Inter-American Development Bank 2.125% 11/9/20 19,335 19,018
Inter-American Development Bank 1.875% 3/15/21 6,276 6,110
Inter-American Development Bank 2.625% 4/19/21 34,363 34,055
Inter-American Development Bank 2.125% 1/18/22 38,450 37,335
Inter-American Development Bank 1.750% 4/14/22 29,380 28,085
Inter-American Development Bank 1.750% 9/14/22 15,300 14,551
Inter-American Development Bank 3.000% 9/26/22 6,000 5,987
Inter-American Development Bank 2.500% 1/18/23 23,318 22,790
International Bank for Reconstruction &        
Development 1.875% 10/7/19 20,950 20,765
International Bank for Reconstruction &        
Development 1.125% 11/27/19 24,150 23,696
International Bank for Reconstruction &        
Development 1.375% 3/30/20 21,000 20,552
International Bank for Reconstruction &        
Development 1.875% 4/21/20 72,730 71,625
International Bank for Reconstruction &        
Development 1.125% 8/10/20 1,500 1,453
International Bank for Reconstruction &        
Development 1.625% 9/4/20 17,940 17,511

 

 

International Bank for Reconstruction &        
Development 2.000% 10/30/20 1,000 984
International Bank for Reconstruction &        
Development 2.125% 11/1/20 17,275 16,992
International Bank for Reconstruction &        
Development 1.625% 3/9/21 18,135 17,565
International Bank for Reconstruction &        
Development 1.375% 5/24/21 23,880 22,923
International Bank for Reconstruction &        
Development 2.250% 6/24/21 22,960 22,528
International Bank for Reconstruction &        
Development 2.750% 7/23/21 37,850 37,573
International Bank for Reconstruction &        
Development 1.375% 9/20/21 31,230 29,824
International Bank for Reconstruction &        
Development 2.125% 12/13/21 8,065 7,852
International Bank for Reconstruction &        
Development 2.000% 1/26/22 33,440 32,344
International Bank for Reconstruction &        
Development 1.625% 2/10/22 37,900 36,184
International Bank for Reconstruction &        
Development 1.875% 10/7/22 3,850 3,681
International Bank for Reconstruction &        
Development 7.625% 1/19/23 12,857 15,165
International Bank for Reconstruction &        
Development 2.125% 2/13/23 175 168
International Bank for Reconstruction &        
Development 1.750% 4/19/23 9,075 8,572
International Bank for Reconstruction &        
Development 3.000% 9/27/23 31,600 31,489
International Finance Corp. 1.750% 3/30/20 22,170 21,808
International Finance Corp. 1.625% 7/16/20 13,825 13,529
International Finance Corp. 2.250% 1/25/21 18,400 18,100
International Finance Corp. 1.125% 7/20/21 5,540 5,262
International Finance Corp. 2.000% 10/24/22 500 480
International Finance Corp. 2.875% 7/31/23 12,500 12,381
8 Japan Bank for International Cooperation 2.250% 2/24/20 9,005 8,914
8 Japan Bank for International Cooperation 1.750% 5/28/20 19,970 19,543
8 Japan Bank for International Cooperation 2.125% 6/1/20 12,200 12,000
8 Japan Bank for International Cooperation 2.125% 7/21/20 2,100 2,063
8 Japan Bank for International Cooperation 2.125% 11/16/20 15,386 15,042
8 Japan Bank for International Cooperation 3.125% 7/20/21 4,650 4,637
8 Japan Bank for International Cooperation 1.500% 7/21/21 17,700 16,875
8 Japan Bank for International Cooperation 2.000% 11/4/21 14,675 14,121
8 Japan Bank for International Cooperation 2.500% 6/1/22 11,305 10,989
8 Japan Bank for International Cooperation 2.375% 7/21/22 9,300 8,983
8 Japan Bank for International Cooperation 2.375% 11/16/22 9,260 8,909
8 Japan Bank for International Cooperation 3.250% 7/20/23 12,625 12,571
8 Japan Bank for International Cooperation 3.375% 7/31/23 1,425 1,425
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 200 203
7 KFW 1.750% 10/15/19 12,200 12,077
7 KFW 2.250% 11/5/19 29,500 29,333
7 KFW 4.000% 1/27/20 43,625 44,273
7 KFW 1.750% 3/31/20 9,100 8,951
7 KFW 1.500% 4/20/20 49,470 48,411
7 KFW 1.625% 5/29/20 22,180 21,724
7 KFW 1.875% 6/30/20 13,825 13,580

 

 

7 KFW 2.750% 7/15/20 26,500 26,383
7 KFW 2.750% 9/8/20 25,475 25,407
7 KFW 2.750% 10/1/20 12,650 12,601
7 KFW 1.875% 11/30/20 1,625 1,588
7 KFW 1.875% 12/15/20 9,175 8,967
7 KFW 1.625% 3/15/21 23,250 22,519
7 KFW 2.625% 4/12/21 32,000 31,715
7 KFW 1.500% 6/15/21 42,350 40,698
7 KFW 2.375% 8/25/21 18,000 17,677
7 KFW 1.750% 9/15/21 20,000 19,295
7 KFW 2.000% 11/30/21 33,855 32,785
7 KFW 2.625% 1/25/22 35,430 34,973
7 KFW 2.125% 3/7/22 37,160 36,029
7 KFW 2.000% 10/4/22 26,950 25,865
7 KFW 2.375% 12/29/22 36,196 35,179
7 KFW 2.125% 1/17/23 32,675 31,395
Korea Development Bank 2.500% 1/13/21 8,200 8,033
Korea Development Bank 4.625% 11/16/21 7,250 7,477
Korea Development Bank 2.625% 2/27/22 11,600 11,217
Korea Development Bank 3.000% 9/14/22 60 58
Korea Development Bank 3.375% 3/12/23 9,000 8,850
Korea Development Bank 2.750% 3/19/23 3,700 3,545
7 Landwirtschaftliche Rentenbank 1.375% 10/23/19 8,600 8,467
7 Landwirtschaftliche Rentenbank 2.250% 10/1/21 5,905 5,770
7 Landwirtschaftliche Rentenbank 2.000% 12/6/21 14,340 13,886
Nordic Investment Bank 1.500% 9/29/20 8,700 8,460
Nordic Investment Bank 1.625% 11/20/20 5,400 5,251
Nordic Investment Bank 2.250% 2/1/21 10,630 10,456
Nordic Investment Bank 1.250% 8/2/21 7,850 7,467
Nordic Investment Bank 2.125% 2/1/22 8,980 8,709
Nordic Investment Bank 2.875% 7/19/23 6,500 6,433
North American Development Bank 4.375% 2/11/20 675 682
North American Development Bank 2.400% 10/26/22 2,500 2,400
9 Oesterreichische Kontrollbank AG 1.750% 1/24/20 15,845 15,609
9 Oesterreichische Kontrollbank AG 1.375% 2/10/20 9,460 9,260
9 Oesterreichische Kontrollbank AG 1.500% 10/21/20 5,430 5,257
9 Oesterreichische Kontrollbank AG 1.875% 1/20/21 11,000 10,721
9 Oesterreichische Kontrollbank AG 2.875% 9/7/21 7,300 7,258
9 Oesterreichische Kontrollbank AG 2.375% 10/1/21 1,300 1,273
9 Oesterreichische Kontrollbank AG 2.875% 3/13/23 7,000 6,916
4 Oriental Republic of Uruguay 8.000% 11/18/22 7,800 8,785
Petroleos Mexicanos 6.000% 3/5/20 1,422 1,466
Petroleos Mexicanos 5.500% 1/21/21 9,560 9,869
Petroleos Mexicanos 6.375% 2/4/21 29,610 30,986
Petroleos Mexicanos 4.875% 1/24/22 15,575 15,758
Petroleos Mexicanos 5.375% 3/13/22 8,530 8,759
Petroleos Mexicanos 3.500% 1/30/23 18,475 17,562
Petroleos Mexicanos 4.625% 9/21/23 11,300 11,200
Province of Alberta 1.900% 12/6/19 22,175 21,851
Province of Alberta 2.200% 7/26/22 13,965 13,425
Province of British Columbia 2.650% 9/22/21 4,900 4,833
Province of British Columbia 2.000% 10/23/22 6,891 6,590
Province of Manitoba 9.250% 4/1/20 1,500 1,626
Province of Manitoba 2.050% 11/30/20 9,700 9,480
Province of Manitoba 2.125% 5/4/22 150 144
Province of Manitoba 2.100% 9/6/22 3,475 3,314
Province of New Brunswick 2.500% 12/12/22 4,000 3,863

 

 

  Province of Ontario 4.000% 10/7/19 13,350 13,497
  Province of Ontario 4.400% 4/14/20 4,615 4,707
  Province of Ontario 1.875% 5/21/20 2,600 2,551
  Province of Ontario 2.550% 2/12/21 34,030 33,564
  Province of Ontario 2.500% 9/10/21 14,785 14,487
  Province of Ontario 2.400% 2/8/22 10,560 10,269
  Province of Ontario 2.250% 5/18/22 31,795 30,719
  Province of Ontario 2.450% 6/29/22 13,150 12,770
  Province of Ontario 2.200% 10/3/22 1,383 1,328
  Province of Quebec 3.500% 7/29/20 5,403 5,450
  Province of Quebec 2.750% 8/25/21 24,015 23,742
  Province of Quebec 2.375% 1/31/22 23,500 22,915
  Province of Quebec 2.625% 2/13/23 375 366
  Republic of Chile 3.875% 8/5/20 5,503 5,582
  Republic of Chile 3.250% 9/14/21 7,649 7,655
  Republic of Chile 2.250% 10/30/22 1,560 1,498
  Republic of Colombia 11.750% 2/25/20 5,522 6,153
  Republic of Colombia 4.375% 7/12/21 22,842 23,276
  Republic of Hungary 6.250% 1/29/20 21,922 22,772
  Republic of Hungary 6.375% 3/29/21 22,671 24,201
  Republic of Hungary 5.375% 2/21/23 1,175 1,246
  Republic of Indonesia 2.950% 1/11/23 7,420 7,086
  Republic of Korea 3.875% 9/11/23 7,500 7,611
  Republic of Panama 5.200% 1/30/20 18,445 18,952
  Republic of Poland 5.125% 4/21/21 12,465 13,042
  Republic of Poland 5.000% 3/23/22 28,651 30,155
  Republic of Poland 3.000% 3/17/23 12,805 12,581
  Republic of the Philippines 6.500% 1/20/20 50 52
  Republic of the Philippines 4.000% 1/15/21 3,502 3,559
  State of Israel 4.000% 6/30/22 12,075 12,291
  State of Israel 3.150% 6/30/23 9,800 9,665
  Svensk Exportkredit AB 1.750% 5/18/20 12,790 12,547
  Svensk Exportkredit AB 1.875% 6/23/20 10,250 10,055
  Svensk Exportkredit AB 1.750% 8/28/20 60 59
  Svensk Exportkredit AB 2.750% 10/7/20 12,850 12,784
  Svensk Exportkredit AB 1.750% 3/10/21 10,800 10,462
  Svensk Exportkredit AB 2.875% 5/22/21 10,000 9,948
  Svensk Exportkredit AB 2.375% 3/9/22 1,050 1,023
  Svensk Exportkredit AB 2.000% 8/30/22 8,900 8,519
  Svensk Exportkredit AB 2.875% 3/14/23 6,500 6,417
  Syngenta Finance NV 3.125% 3/28/22 3,615 3,501
  United Mexican States 3.500% 1/21/21 9,699 9,713
  United Mexican States 3.625% 3/15/22 30,333 30,331
Total Sovereign Bonds (Cost $3,800,893)       3,723,306
Taxable Municipal Bonds (0.1%)        
  California GO 6.200% 10/1/19 3,725 3,848
  California GO 2.800% 4/1/21 3,100 3,090
  California GO 5.700% 11/1/21 5,330 5,741
  California GO 2.367% 4/1/22 1,000 976
  Florida Board of Administration Finance Corp        
  Revenue 2.638% 7/1/21 4,500 4,455
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.995% 7/1/20 8,995 8,990
  Illinois GO 4.950% 6/1/23 9,039 9,191
  Massachusetts GO 4.200% 12/1/21 2,500 2,557
10 New Jersey Economic Development Authority        
  Lease Revenue 0.000% 2/15/22 5,000 4,418

 

 

10 New Jersey Economic Development Authority        
Revenue 0.000% 2/15/20 1,380 1,319
New York State Urban Development Corp.        
Revenue 2.100% 3/15/22 1,270 1,244
Oregon GO 5.762% 6/1/23 1,559 1,666
Total Taxable Municipal Bonds (Cost $47,955)       47,495
      Shares  
Temporary Cash Investment (0.9%)        
Money Market Fund (0.9%)        
11 Vanguard Market Liquidity Fund (Cost        
$476,306) 2.209%   4,763,076 476,308
 
Total Investments (100.4%) (Cost $52,654,257)       51,546,788
Other Assets and Liabilities-Net (-0.4%)       (215,058)
Net Assets (100%)       51,331,730

 

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, the
aggregate value of these securities was $225,324,000, representing 0.4% 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.

 

Short-Term Bond Index Fund

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of September 30, 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 — 33,253,682 —
Corporate Bonds — 14,045,997 —
Sovereign Bonds — 3,723,306 —
Taxable Municipal Bonds — 47,495 —
Temporary Cash Investments 476,308 — —
Total 476,308 51,070,480 —

 

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. Any assets pledged as initial margin for open contracts are noted in the Schedule of Investments.

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).

The fund had no open futures contracts at September 30, 2018.


Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2018

        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (52.9%)        
U.S. Government Securities (52.1%)        
  United States Treasury Note/Bond 2.750% 11/15/23 257,367 254,914
  United States Treasury Note/Bond 2.125% 11/30/23 336,060 322,776
  United States Treasury Note/Bond 2.250% 12/31/23 114,279 110,350
  United States Treasury Note/Bond 2.250% 1/31/24 124,195 119,828
  United States Treasury Note/Bond 2.750% 2/15/24 322,737 319,357
  United States Treasury Note/Bond 2.125% 2/29/24 853,840 818,081
  United States Treasury Note/Bond 2.125% 3/31/24 310,775 297,567
  United States Treasury Note/Bond 2.000% 4/30/24 127,010 120,699
  United States Treasury Note/Bond 2.500% 5/15/24 678,624 661,977
  United States Treasury Note/Bond 2.000% 5/31/24 350,350 332,668
  United States Treasury Note/Bond 2.000% 6/30/24 332,240 315,160
  United States Treasury Note/Bond 2.125% 7/31/24 187,650 179,089
  United States Treasury Note/Bond 2.375% 8/15/24 448,049 433,349
  United States Treasury Note/Bond 1.875% 8/31/24 201,928 189,875
  United States Treasury Note/Bond 2.125% 9/30/24 348,070 331,700
  United States Treasury Note/Bond 2.250% 10/31/24 87,120 83,553
  United States Treasury Note/Bond 2.250% 11/15/24 414,024 396,879
  United States Treasury Note/Bond 2.125% 11/30/24 419,030 398,732
  United States Treasury Note/Bond 2.250% 12/31/24 233,500 223,649
  United States Treasury Note/Bond 2.500% 1/31/25 331,925 322,485
  United States Treasury Note/Bond 2.000% 2/15/25 458,951 432,345
  United States Treasury Note/Bond 2.750% 2/28/25 430,616 424,493
  United States Treasury Note/Bond 2.625% 3/31/25 202,390 197,899
  United States Treasury Note/Bond 2.875% 4/30/25 131,625 130,617
  United States Treasury Note/Bond 2.125% 5/15/25 591,160 559,846
  United States Treasury Note/Bond 2.875% 5/31/25 424,635 421,187
  United States Treasury Note/Bond 2.750% 6/30/25 87,750 86,365
  United States Treasury Note/Bond 2.875% 7/31/25 152,915 151,624
  United States Treasury Note/Bond 2.000% 8/15/25 504,362 472,759
  United States Treasury Note/Bond 6.875% 8/15/25 47,479 58,845
  United States Treasury Note/Bond 2.750% 8/31/25 352,410 346,683
  United States Treasury Note/Bond 3.000% 9/30/25 222,772 222,563
  United States Treasury Note/Bond 2.250% 11/15/25 314,222 298,756
  United States Treasury Note/Bond 1.625% 2/15/26 653,299 592,973
  United States Treasury Note/Bond 1.625% 5/15/26 660,298 597,365
  United States Treasury Note/Bond 1.500% 8/15/26 595,211 531,595
  United States Treasury Note/Bond 2.000% 11/15/26 615,297 569,340
  United States Treasury Note/Bond 2.250% 2/15/27 669,565 630,436
  United States Treasury Note/Bond 2.375% 5/15/27 628,742 597,110
  United States Treasury Note/Bond 2.250% 8/15/27 575,586 539,882
  United States Treasury Note/Bond 2.250% 11/15/27 547,965 512,945
  United States Treasury Note/Bond 2.750% 2/15/28 572,350 558,219
  United States Treasury Note/Bond 2.875% 5/15/28 606,033 596,943
  United States Treasury Note/Bond 2.875% 8/15/28 591,977 583,003
          16,346,481
Agency Bonds and Notes (0.8%)        
1 AID-Israel 5.500% 12/4/23 8,000 8,904
1 AID-Israel 5.500% 4/26/24 12,058 13,465

 

 

1 AID-Jordan 3.000% 6/30/25 4,675 4,634
2 Federal Farm Credit Banks 3.500% 12/20/23 4,250 4,341
2 Federal Home Loan Banks 2.875% 6/14/24 20,000 19,792
2 Federal Home Loan Banks 5.375% 8/15/24 100 112
2 Federal Home Loan Banks 2.875% 9/13/24 20,000 19,773
3 Federal National Mortgage Assn. 2.625% 9/6/24 93,690 91,419
3 Federal National Mortgage Assn. 2.125% 4/24/26 23,500 21,867
3 Federal National Mortgage Assn. 1.875% 9/24/26 24,300 22,072
Private Export Funding Corp. 3.550% 1/15/24 3,500 3,560
Private Export Funding Corp. 2.450% 7/15/24 3,350 3,216
Private Export Funding Corp. 3.250% 6/15/25 1,675 1,667
2 Tennessee Valley Authority 2.875% 9/15/24 7,875 7,748
2 Tennessee Valley Authority 6.750% 11/1/25 6,830 8,286
2 Tennessee Valley Authority 2.875% 2/1/27 12,000 11,534
        242,390
Total U.S. Government and Agency Obligations (Cost $17,360,103)     16,588,871
Corporate Bonds (40.7%)        
Finance (15.1%)        
Banking (10.4%)        
American Express Co. 3.000% 10/30/24 14,790 14,126
American Express Co. 3.625% 12/5/24 6,505 6,382
American Express Credit Corp. 3.300% 5/3/27 20,687 19,872
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 5,175 5,085
Banco Santander SA 5.179% 11/19/25 10,492 10,532
Banco Santander SA 4.250% 4/11/27 11,228 10,609
Banco Santander SA 3.800% 2/23/28 9,600 8,708
Banco Santander SA 4.379% 4/12/28 11,000 10,436
Bank of America Corp. 4.125% 1/22/24 21,376 21,721
Bank of America Corp. 4.000% 4/1/24 7,815 7,871
Bank of America Corp. 4.200% 8/26/24 28,307 28,401
Bank of America Corp. 4.000% 1/22/25 32,480 32,062
Bank of America Corp. 3.950% 4/21/25 18,778 18,391
4 Bank of America Corp. 3.093% 10/1/25 16,825 16,008
4 Bank of America Corp. 3.366% 1/23/26 19,850 19,087
Bank of America Corp. 4.450% 3/3/26 24,245 24,284
Bank of America Corp. 3.500% 4/19/26 23,791 23,002
Bank of America Corp. 4.250% 10/22/26 18,867 18,609
Bank of America Corp. 3.248% 10/21/27 28,505 26,552
Bank of America Corp. 4.183% 11/25/27 14,458 14,113
4 Bank of America Corp. 3.824% 1/20/28 21,875 21,297
4 Bank of America Corp. 3.705% 4/24/28 12,841 12,331
4 Bank of America Corp. 3.593% 7/21/28 16,969 16,152
Bank of America Corp. 3.419% 12/20/28 59,116 55,469
4 Bank of America Corp. 3.970% 3/5/29 20,000 19,517
4 Bank of America Corp. 4.271% 7/23/29 17,425 17,337
4 Bank of Montreal 3.803% 12/15/32 10,300 9,549
Bank of New York Mellon Corp. 3.650% 2/4/24 633 632
Bank of New York Mellon Corp. 3.400% 5/15/24 6,375 6,283
Bank of New York Mellon Corp. 3.250% 9/11/24 9,031 8,809
Bank of New York Mellon Corp. 3.000% 2/24/25 8,978 8,601
Bank of New York Mellon Corp. 2.800% 5/4/26 3,410 3,195
Bank of New York Mellon Corp. 2.450% 8/17/26 9,530 8,671
Bank of New York Mellon Corp. 3.250% 5/16/27 8,660 8,310
Bank of New York Mellon Corp. 3.400% 1/29/28 10,400 10,073
4 Bank of New York Mellon Corp. 3.442% 2/7/28 8,000 7,733
Bank of Nova Scotia 4.500% 12/16/25 11,696 11,693

 

 

Bank One Corp. 8.000% 4/29/27 6,985 8,751
Barclays plc 3.650% 3/16/25 15,275 14,298
Barclays plc 4.375% 1/12/26 23,739 23,019
Barclays plc 4.337% 1/10/28 7,000 6,622
4 Barclays plc 4.972% 5/16/29 15,600 15,398
BB&T Corp. 2.850% 10/26/24 7,700 7,365
BB&T Corp. 3.700% 6/5/25 8,000 7,952
BNP Paribas SA 4.250% 10/15/24 7,266 7,187
BPCE SA 4.000% 4/15/24 16,476 16,577
BPCE SA 3.375% 12/2/26 3,250 3,037
Branch Banking & Trust Co. 3.625% 9/16/25 18,020 17,652
Branch Banking & Trust Co. 3.800% 10/30/26 750 740
Capital One Financial Corp. 3.750% 4/24/24 8,550 8,400
Capital One Financial Corp. 3.300% 10/30/24 13,525 12,874
Capital One Financial Corp. 3.200% 2/5/25 11,211 10,560
Capital One Financial Corp. 4.250% 4/30/25 4,500 4,481
Capital One Financial Corp. 4.200% 10/29/25 10,057 9,784
Capital One Financial Corp. 3.750% 7/28/26 15,947 14,861
Capital One Financial Corp. 3.750% 3/9/27 8,240 7,780
Capital One Financial Corp. 3.800% 1/31/28 13,255 12,520
Citigroup Inc. 3.875% 10/25/23 7,901 7,919
Citigroup Inc. 3.750% 6/16/24 4,079 4,043
Citigroup Inc. 4.000% 8/5/24 780 774
Citigroup Inc. 3.875% 3/26/25 13,820 13,419
Citigroup Inc. 3.300% 4/27/25 5,693 5,467
Citigroup Inc. 4.400% 6/10/25 29,651 29,643
Citigroup Inc. 5.500% 9/13/25 5,165 5,497
Citigroup Inc. 3.700% 1/12/26 24,822 24,104
Citigroup Inc. 4.600% 3/9/26 14,625 14,722
Citigroup Inc. 3.400% 5/1/26 10,352 9,836
Citigroup Inc. 3.200% 10/21/26 31,447 29,288
Citigroup Inc. 4.300% 11/20/26 8,975 8,833
Citigroup Inc. 4.450% 9/29/27 38,751 38,344
4 Citigroup Inc. 3.887% 1/10/28 28,735 27,830
Citigroup Inc. 6.625% 1/15/28 2,875 3,263
4 Citigroup Inc. 3.668% 7/24/28 29,075 27,566
4 Citigroup Inc. 3.520% 10/27/28 24,855 23,369
4 Citigroup Inc. 4.075% 4/23/29 12,245 11,980
Citizens Financial Group Inc. 4.350% 8/1/25 20 20
Citizens Financial Group Inc. 4.300% 12/3/25 5,700 5,619
Comerica Bank 4.000% 7/27/25 1,925 1,890
Compass Bank 3.875% 4/10/25 2,150 2,063
Cooperatieve Rabobank UA 4.625% 12/1/23 13,067 13,221
Cooperatieve Rabobank UA 3.375% 5/21/25 11,970 11,671
Cooperatieve Rabobank UA 4.375% 8/4/25 10,997 10,844
Cooperatieve Rabobank UA 3.750% 7/21/26 5,070 4,770
Credit Suisse AG 3.625% 9/9/24 28,312 27,910
5 Credit Suisse Group AG 3.574% 1/9/23 7,000 6,855
5 Credit Suisse Group AG 4.282% 1/9/28 4,500 4,368
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 15,997 15,395
Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 6,725 6,740
Deutsche Bank AG 3.700% 5/30/24 11,980 11,312
Deutsche Bank AG 4.100% 1/13/26 6,540 6,236
Discover Bank 4.250% 3/13/26 2,100 2,069
Discover Bank 3.450% 7/27/26 7,264 6,764
Discover Bank 4.650% 9/13/28 7,600 7,598
Discover Financial Services 3.950% 11/6/24 4,675 4,560

 

 

Discover Financial Services 3.750% 3/4/25 5,395 5,147
Discover Financial Services 4.100% 2/9/27 6,550 6,266
Fifth Third Bancorp 4.300% 1/16/24 6,000 6,046
Fifth Third Bancorp 3.950% 3/14/28 3,500 3,434
Fifth Third Bank 3.850% 3/15/26 5,740 5,593
Fifth Third Bank 3.950% 7/28/25 6,525 6,509
FirstMerit Bank NA 4.270% 11/25/26 1,225 1,206
Goldman Sachs Group Inc. 4.000% 3/3/24 25,448 25,502
Goldman Sachs Group Inc. 3.850% 7/8/24 28,670 28,515
Goldman Sachs Group Inc. 3.500% 1/23/25 30,328 29,384
Goldman Sachs Group Inc. 3.750% 5/22/25 4,250 4,163
4 Goldman Sachs Group Inc. 3.272% 9/29/25 25,025 23,915
Goldman Sachs Group Inc. 4.250% 10/21/25 14,205 14,065
Goldman Sachs Group Inc. 3.750% 2/25/26 19,615 19,066
Goldman Sachs Group Inc. 3.500% 11/16/26 15,710 14,914
Goldman Sachs Group Inc. 5.950% 1/15/27 7,200 7,882
Goldman Sachs Group Inc. 3.850% 1/26/27 38,222 37,175
4 Goldman Sachs Group Inc. 3.691% 6/5/28 20,800 19,769
4 Goldman Sachs Group Inc. 3.814% 4/23/29 31,500 29,967
4 Goldman Sachs Group Inc. 4.223% 5/1/29 17,092 16,839
HSBC Holdings plc 4.250% 3/14/24 8,524 8,489
HSBC Holdings plc 4.250% 8/18/25 11,912 11,672
HSBC Holdings plc 4.300% 3/8/26 32,135 31,925
HSBC Holdings plc 3.900% 5/25/26 25,510 24,682
4 HSBC Holdings plc 4.292% 9/12/26 23,000 22,739
HSBC Holdings plc 4.375% 11/23/26 14,075 13,820
4 HSBC Holdings plc 4.041% 3/13/28 14,700 14,163
4 HSBC Holdings plc 4.583% 6/19/29 27,250 27,247
HSBC USA Inc. 3.500% 6/23/24 5,745 5,603
Huntington Bancshares Inc. 4.000% 5/15/25 4,150 4,147
Huntington National Bank 3.550% 10/6/23 4,275 4,222
ING Groep NV 3.950% 3/29/27 14,035 13,492
ING Groep NV 4.550% 10/2/28 5,000 4,975
Intesa Sanpaolo SPA 5.250% 1/12/24 8,879 8,763
JPMorgan Chase & Co. 3.875% 2/1/24 15,460 15,563
JPMorgan Chase & Co. 3.625% 5/13/24 19,480 19,303
JPMorgan Chase & Co. 3.875% 9/10/24 41,490 40,969
JPMorgan Chase & Co. 3.125% 1/23/25 27,786 26,540
4 JPMorgan Chase & Co. 3.220% 3/1/25 17,562 16,974
JPMorgan Chase & Co. 3.900% 7/15/25 21,924 21,879
JPMorgan Chase & Co. 3.300% 4/1/26 38,310 36,699
JPMorgan Chase & Co. 3.200% 6/15/26 18,895 17,981
JPMorgan Chase & Co. 2.950% 10/1/26 30,057 27,888
JPMorgan Chase & Co. 4.125% 12/15/26 21,766 21,528
JPMorgan Chase & Co. 4.250% 10/1/27 5,753 5,709
4 JPMorgan Chase & Co. 3.782% 2/1/28 17,453 16,963
4 JPMorgan Chase & Co. 3.540% 5/1/28 11,012 10,490
4 JPMorgan Chase & Co. 3.509% 1/23/29 8,975 8,472
4 JPMorgan Chase & Co. 4.005% 4/23/29 21,500 21,050
4 JPMorgan Chase & Co. 4.203% 7/23/29 21,050 20,914
KeyBank NA 3.300% 6/1/25 3,000 2,883
KeyBank NA 3.400% 5/20/26 7,450 7,053
KeyCorp 4.100% 4/30/28 5,000 4,971
Lloyds Banking Group plc 4.500% 11/4/24 12,055 11,899
Lloyds Banking Group plc 4.450% 5/8/25 13,500 13,466
Lloyds Banking Group plc 4.582% 12/10/25 21,189 20,679
Lloyds Banking Group plc 4.650% 3/24/26 1,980 1,943

 

 

Lloyds Banking Group plc 3.750% 1/11/27 5,335 4,993
Lloyds Banking Group plc 4.375% 3/22/28 18,000 17,552
Lloyds Banking Group plc 4.550% 8/16/28 8,700 8,581
4 Lloyds Banking Group plc 3.574% 11/7/28 21,120 19,296
Manufacturers & Traders Trust Co. 2.900% 2/6/25 6,755 6,432
Manufacturers & Traders Trust Co. 3.400% 8/17/27 5,950 5,701
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 7,000 6,918
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 17,680 17,296
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 11,000 9,983
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 9,060 8,763
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 18,500 17,339
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 13,000 12,766
Mitsubishi UFJ Financial Group Inc. 4.050% 9/11/28 9,000 8,910
Mizuho Financial Group Inc. 2.839% 9/13/26 7,000 6,378
Mizuho Financial Group Inc. 3.663% 2/28/27 2,750 2,645
Mizuho Financial Group Inc. 3.170% 9/11/27 9,800 9,037
Mizuho Financial Group Inc. 4.018% 3/5/28 9,500 9,385
4 Mizuho Financial Group Inc. 4.254% 9/11/29 7,000 6,966
Morgan Stanley 3.875% 4/29/24 24,324 24,215
Morgan Stanley 3.700% 10/23/24 32,507 32,029
Morgan Stanley 4.000% 7/23/25 35,530 35,249
Morgan Stanley 5.000% 11/24/25 8,727 9,032
Morgan Stanley 3.875% 1/27/26 17,493 17,176
Morgan Stanley 3.125% 7/27/26 30,275 28,193
Morgan Stanley 6.250% 8/9/26 1,543 1,730
Morgan Stanley 4.350% 9/8/26 26,983 26,761
Morgan Stanley 3.625% 1/20/27 32,200 30,817
Morgan Stanley 3.950% 4/23/27 11,635 11,149
4 Morgan Stanley 3.591% 7/22/28 33,474 31,692
4 Morgan Stanley 3.772% 1/24/29 17,800 17,092
MUFG Americas Holdings Corp. 3.000% 2/10/25 5,207 4,944
National Australia Bank Ltd. 3.375% 1/14/26 3,000 2,880
National Australia Bank Ltd. 2.500% 7/12/26 13,805 12,403
Northern Trust Corp. 3.950% 10/30/25 2,300 2,325
Northern Trust Corp. 3.650% 8/3/28 3,000 2,972
4 Northern Trust Corp. 3.375% 5/8/32 3,050 2,840
People's United Bank NA 4.000% 7/15/24 1,675 1,655
PNC Bank NA 3.300% 10/30/24 4,587 4,477
PNC Bank NA 2.950% 2/23/25 4,541 4,333
PNC Bank NA 3.250% 6/1/25 5,885 5,698
PNC Bank NA 4.200% 11/1/25 3,300 3,349
PNC Bank NA 3.100% 10/25/27 5,750 5,413
PNC Bank NA 3.250% 1/22/28 7,000 6,677
PNC Bank NA 4.050% 7/26/28 12,000 12,044
PNC Financial Services Group Inc. 3.900% 4/29/24 8,550 8,493
PNC Financial Services Group Inc. 3.150% 5/19/27 9,860 9,320
Royal Bank of Canada 4.650% 1/27/26 15,474 15,797
Royal Bank of Scotland Group plc 6.000% 12/19/23 14,522 15,108
Royal Bank of Scotland Group plc 5.125% 5/28/24 20,065 20,053
Royal Bank of Scotland Group plc 4.800% 4/5/26 8,964 8,951
4 Royal Bank of Scotland Group plc 4.892% 5/18/29 23,500 23,241
4 Royal Bank of Scotland Group plc 5.076% 1/27/30 10,200 10,211
Santander Holdings USA Inc. 4.500% 7/17/25 14,505 14,284
Santander Holdings USA Inc. 4.400% 7/13/27 10,600 10,120
4 Santander UK Group Holdings plc 3.823% 11/3/28 10,150 9,318
Santander UK plc 4.000% 3/13/24 10,924 10,952
State Street Corp. 3.700% 11/20/23 7,073 7,117

 

 

State Street Corp. 3.300% 12/16/24 9,940 9,772
State Street Corp. 3.550% 8/18/25 8,063 7,993
State Street Corp. 2.650% 5/19/26 8,540 7,909
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 2,375 2,382
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 3,575 3,457
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 1,400 1,362
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 15,780 15,400
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 18,271 16,471
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 12,350 11,408
Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 10,800 10,240
Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 18,296 17,280
Sumitomo Mitsui Financial Group Inc. 3.352% 10/18/27 975 915
Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 8,775 8,353
Sumitomo Mitsui Financial Group Inc. 3.944% 7/19/28 14,000 13,790
SunTrust Bank 2.750% 5/1/23 3,525 3,404
SunTrust Bank 3.300% 5/15/26 5,250 4,946
SunTrust Banks Inc. 4.000% 5/1/25 4,000 4,011
SVB Financial Group 3.500% 1/29/25 3,825 3,699
Synchrony Financial 4.250% 8/15/24 15,915 15,364
Synchrony Financial 4.500% 7/23/25 11,480 11,066
Synchrony Financial 3.700% 8/4/26 7,444 6,722
4 Toronto-Dominion Bank 3.625% 9/15/31 14,300 13,396
US Bancorp 3.700% 1/30/24 6,485 6,524
US Bancorp 3.600% 9/11/24 8,004 7,926
US Bancorp 3.100% 4/27/26 7,370 6,971
US Bancorp 2.375% 7/22/26 7,775 7,040
US Bancorp 3.150% 4/27/27 14,000 13,365
US Bancorp 3.900% 4/26/28 8,000 8,073
US Bank NA 2.800% 1/27/25 8,005 7,600
Wells Fargo & Co. 4.480% 1/16/24 6,419 6,566
Wells Fargo & Co. 3.300% 9/9/24 22,277 21,545
Wells Fargo & Co. 3.000% 2/19/25 21,053 19,941
Wells Fargo & Co. 3.550% 9/29/25 21,299 20,753
Wells Fargo & Co. 3.000% 4/22/26 30,049 27,857
Wells Fargo & Co. 4.100% 6/3/26 24,761 24,401
Wells Fargo & Co. 3.000% 10/23/26 26,942 24,954
Wells Fargo & Co. 4.300% 7/22/27 22,025 21,954
4 Wells Fargo & Co. 3.584% 5/22/28 25,250 24,213
Westpac Banking Corp. 2.850% 5/13/26 11,500 10,608
Westpac Banking Corp. 2.700% 8/19/26 11,590 10,540
Westpac Banking Corp. 3.350% 3/8/27 10,500 9,984
4 Westpac Banking Corp. 4.322% 11/23/31 17,500 16,810
 
Brokerage (0.7%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,975 3,005
Affiliated Managers Group Inc. 3.500% 8/1/25 3,125 2,995
Ameriprise Financial Inc. 4.000% 10/15/23 9,003 9,111
Ameriprise Financial Inc. 3.700% 10/15/24 3,650 3,620
Ameriprise Financial Inc. 2.875% 9/15/26 2,280 2,102
BlackRock Inc. 3.500% 3/18/24 16,479 16,474
BlackRock Inc. 3.200% 3/15/27 1,562 1,501
Brookfield Asset Management Inc. 4.000% 1/15/25 5,910 5,818
Brookfield Finance Inc. 4.250% 6/2/26 2,600 2,566
Brookfield Finance Inc. 3.900% 1/25/28 6,800 6,500
Brookfield Finance LLC 4.000% 4/1/24 6,350 6,299
Cboe Global Markets Inc. 3.650% 1/12/27 6,023 5,771
Charles Schwab Corp. 3.850% 5/21/25 3,025 3,047

 

 

Charles Schwab Corp. 3.450% 2/13/26 3,585 3,511
Charles Schwab Corp. 3.200% 3/2/27 6,840 6,507
Charles Schwab Corp. 3.200% 1/25/28 5,150 4,873
CME Group Inc. 3.000% 3/15/25 2,650 2,553
CME Group Inc. 3.750% 6/15/28 4,400 4,392
E*TRADE Financial Corp. 3.800% 8/24/27 5,325 5,064
E*TRADE Financial Corp. 4.500% 6/20/28 2,050 2,051
Eaton Vance Corp. 3.500% 4/6/27 3,370 3,256
Franklin Resources Inc. 2.850% 3/30/25 4,165 3,934
Intercontinental Exchange Inc. 4.000% 10/15/23 4,455 4,554
Intercontinental Exchange Inc. 3.750% 12/1/25 11,855 11,838
Intercontinental Exchange Inc. 3.100% 9/15/27 3,200 3,026
Intercontinental Exchange Inc. 3.750% 9/21/28 1,300 1,283
Invesco Finance plc 4.000% 1/30/24 5,475 5,486
Invesco Finance plc 3.750% 1/15/26 6,250 6,119
Janus Capital Group Inc. 4.875% 8/1/25 2,660 2,708
Jefferies Financial Group Inc. 5.500% 10/18/23 6,829 7,039
Jefferies Group LLC 4.850% 1/15/27 8,548 8,402
Lazard Group LLC 3.750% 2/13/25 2,575 2,484
Lazard Group LLC 3.625% 3/1/27 5,950 5,551
Lazard Group LLC 4.500% 9/19/28 1,200 1,179
Legg Mason Inc. 3.950% 7/15/24 1,750 1,723
Legg Mason Inc. 4.750% 3/15/26 3,395 3,458
Nasdaq Inc. 4.250% 6/1/24 1,155 1,161
Nasdaq Inc. 3.850% 6/30/26 8,460 8,160
Raymond James Financial Inc. 3.625% 9/15/26 4,586 4,384
Stifel Financial Corp. 4.250% 7/18/24 4,835 4,829
TD Ameritrade Holding Corp. 3.625% 4/1/25 3,050 2,998
TD Ameritrade Holding Corp. 3.300% 4/1/27 8,664 8,301
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 1/15/25 7,100 6,674
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.450% 10/1/25 4,275 4,227
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.650% 7/21/27 9,192 8,388
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.875% 1/23/28 5,400 5,008
Air Lease Corp. 4.250% 9/15/24 4,673 4,650
Air Lease Corp. 3.250% 3/1/25 11,200 10,425
Air Lease Corp. 3.625% 4/1/27 5,650 5,216
Air Lease Corp. 3.625% 12/1/27 2,000 1,834
Air Lease Corp. 4.625% 10/1/28 1,000 985
Aircastle Ltd. 4.125% 5/1/24 1,250 1,222
Ares Capital Corp. 4.250% 3/1/25 6,200 5,946
GATX Corp. 3.250% 3/30/25 2,675 2,517
GATX Corp. 3.250% 9/15/26 1,800 1,646
GATX Corp. 3.850% 3/30/27 2,650 2,516
GATX Corp. 3.500% 3/15/28 2,825 2,592
GE Capital International Funding Co.        
Unlimited Co. 3.373% 11/15/25 17,086 16,260
 
Insurance (1.8%)        
4 Aegon NV 5.500% 4/11/48 7,290 7,026
Aetna Inc. 3.500% 11/15/24 8,188 7,970
Aflac Inc. 3.625% 11/15/24 6,870 6,833

 

 

Aflac Inc. 3.250% 3/17/25 3,525 3,404
Aflac Inc. 2.875% 10/15/26 2,975 2,770
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 5,778 5,562
Allstate Corp. 3.280% 12/15/26 6,155 5,896
American Financial Group Inc. 3.500% 8/15/26 4,200 3,915
American International Group Inc. 4.125% 2/15/24 12,411 12,435
American International Group Inc. 3.750% 7/10/25 4,462 4,321
American International Group Inc. 3.900% 4/1/26 11,609 11,341
American International Group Inc. 4.200% 4/1/28 7,000 6,940
4 American International Group Inc. 5.750% 4/1/48 6,650 6,510
Anthem Inc. 3.500% 8/15/24 10,162 9,917
Anthem Inc. 3.350% 12/1/24 8,355 8,102
Anthem Inc. 3.650% 12/1/27 9,750 9,278
Anthem Inc. 4.101% 3/1/28 12,000 11,826
Aon plc 4.000% 11/27/23 1,950 1,966
Aon plc 3.500% 6/14/24 5,720 5,572
Aon plc 3.875% 12/15/25 14,645 14,437
Arch Capital Finance LLC 4.011% 12/15/26 4,640 4,572
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 5,725 5,778
Assurant Inc. 4.900% 3/27/28 3,500 3,488
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 4,700 4,833
Athene Holding Ltd. 4.125% 1/12/28 9,575 8,969
5 AXA Equitable Holdings Inc. 4.350% 4/20/28 20,025 19,365
AXA Financial Inc. 7.000% 4/1/28 1,250 1,403
AXIS Specialty Finance plc 4.000% 12/6/27 3,075 2,906
Berkshire Hathaway Inc. 3.125% 3/15/26 23,215 22,332
Brighthouse Financial Inc. 3.700% 6/22/27 11,720 10,368
Brown & Brown Inc. 4.200% 9/15/24 5,255 5,194
Chubb INA Holdings Inc. 3.350% 5/15/24 5,735 5,630
Chubb INA Holdings Inc. 3.150% 3/15/25 9,148 8,844
Chubb INA Holdings Inc. 3.350% 5/3/26 11,871 11,534
Cigna Corp. 3.250% 4/15/25 9,500 8,971
Cigna Corp. 3.050% 10/15/27 3,885 3,504
Cincinnati Financial Corp. 6.920% 5/15/28 3,200 3,801
CNA Financial Corp. 3.950% 5/15/24 5,230 5,203
CNA Financial Corp. 4.500% 3/1/26 5,839 5,900
CNA Financial Corp. 3.450% 8/15/27 3,553 3,288
5 Fairfax Financial Holdings Ltd. 4.850% 4/17/28 5,500 5,426
First American Financial Corp. 4.600% 11/15/24 2,700 2,702
5 Halfmoon Parent Inc. 4.125% 11/15/25 8,500 8,478
5 Halfmoon Parent Inc. 4.375% 10/15/28 8,000 7,955
Hanover Insurance Group Inc. 4.500% 4/15/26 4,700 4,646
Humana Inc. 3.850% 10/1/24 6,496 6,423
Humana Inc. 3.950% 3/15/27 5,975 5,860
Kemper Corp. 4.350% 2/15/25 2,500 2,452
Lincoln National Corp. 3.350% 3/9/25 1,500 1,437
Lincoln National Corp. 3.625% 12/12/26 4,083 3,896
Loews Corp. 3.750% 4/1/26 780 773
Manulife Financial Corp. 4.150% 3/4/26 10,437 10,461
4 Manulife Financial Corp. 4.061% 2/24/32 6,135 5,831
Markel Corp. 3.500% 11/1/27 2,500 2,329
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 2,000 2,014
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 12,140 11,893
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 3,250 3,160
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 5,807 5,687
Mercury General Corp. 4.400% 3/15/27 3,465 3,331
MetLife Inc. 4.368% 9/15/23 4,682 4,843

 

 

MetLife Inc. 3.600% 4/10/24 9,169 9,186
MetLife Inc. 3.000% 3/1/25 3,150 2,998
MetLife Inc. 3.600% 11/13/25 6,365 6,250
Old Republic International Corp. 4.875% 10/1/24 4,625 4,749
Old Republic International Corp. 3.875% 8/26/26 6,325 6,031
Principal Financial Group Inc. 3.400% 5/15/25 6,266 6,051
Principal Financial Group Inc. 3.100% 11/15/26 1,700 1,570
Progressive Corp. 2.450% 1/15/27 4,340 3,926
Prudential Financial Inc. 3.500% 5/15/24 4,050 4,045
Prudential Financial Inc. 3.878% 3/27/28 3,000 2,973
4 Prudential Financial Inc. 5.200% 3/15/44 5,525 5,518
4 Prudential Financial Inc. 5.375% 5/15/45 9,150 9,185
4 Prudential Financial Inc. 4.500% 9/15/47 6,925 6,432
4 Prudential Financial Inc. 5.700% 9/15/48 5,600 5,560
Reinsurance Group of America Inc. 3.950% 9/15/26 1,700 1,635
RenaissanceRe Finance Inc. 3.700% 4/1/25 2,800 2,718
RenaissanceRe Finance Inc. 3.450% 7/1/27 1,800 1,683
Torchmark Corp. 4.550% 9/15/28 3,275 3,284
Trinity Acquisition plc 4.400% 3/15/26 5,680 5,632
UnitedHealth Group Inc. 3.750% 7/15/25 15,145 15,169
UnitedHealth Group Inc. 3.100% 3/15/26 9,562 9,153
UnitedHealth Group Inc. 3.450% 1/15/27 3,154 3,089
UnitedHealth Group Inc. 3.375% 4/15/27 6,365 6,177
UnitedHealth Group Inc. 2.950% 10/15/27 8,000 7,476
UnitedHealth Group Inc. 3.850% 6/15/28 9,200 9,226
Unum Group 4.000% 3/15/24 4,120 4,062
Voya Financial Inc. 3.125% 7/15/24 5,290 4,997
Voya Financial Inc. 3.650% 6/15/26 3,504 3,326
Willis North America Inc. 3.600% 5/15/24 5,055 4,908
Willis North America Inc. 4.500% 9/15/28 4,500 4,484
XLIT Ltd. 6.375% 11/15/24 4,387 4,873
XLIT Ltd. 4.450% 3/31/25 5,771 5,673
 
Other Finance (0.0%)        
ORIX Corp. 3.250% 12/4/24 5,950 5,638
ORIX Corp. 3.700% 7/18/27 4,000 3,805
 
Real Estate Investment Trusts (1.9%)        
Alexandria Real Estate Equities Inc. 4.000% 1/15/24 4,650 4,661
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 5,700 5,471
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,350 2,330
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 3,000 2,881
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,700 2,686
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 800 751
American Homes 4 Rent LP 4.250% 2/15/28 1,950 1,861
AvalonBay Communities Inc. 4.200% 12/15/23 2,290 2,342
AvalonBay Communities Inc. 3.450% 6/1/25 9,067 8,843
AvalonBay Communities Inc. 3.500% 11/15/25 4,700 4,589
AvalonBay Communities Inc. 2.950% 5/11/26 5,638 5,287
AvalonBay Communities Inc. 2.900% 10/15/26 600 559
AvalonBay Communities Inc. 3.350% 5/15/27 4,575 4,388
AvalonBay Communities Inc. 3.200% 1/15/28 25 24
Boston Properties LP 3.800% 2/1/24 1,765 1,753
Boston Properties LP 3.200% 1/15/25 7,558 7,203
Boston Properties LP 3.650% 2/1/26 7,720 7,471

 

 

Boston Properties LP 2.750% 10/1/26 7,291 6,601
Brandywine Operating Partnership LP 3.950% 11/15/27 7,825 7,391
Brixmor Operating Partnership LP 3.650% 6/15/24 2,200 2,115
Brixmor Operating Partnership LP 3.850% 2/1/25 6,933 6,667
Brixmor Operating Partnership LP 4.125% 6/15/26 5,625 5,452
Brixmor Operating Partnership LP 3.900% 3/15/27 6,875 6,535
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 3,700 3,594
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 6,575 6,026
Corporate Office Properties LP 5.250% 2/15/24 2,975 3,059
CubeSmart LP 4.375% 12/15/23 2,575 2,614
CubeSmart LP 4.000% 11/15/25 825 813
CubeSmart LP 3.125% 9/1/26 4,350 3,968
DDR Corp. 3.900% 8/15/24 4,300 4,169
DDR Corp. 3.625% 2/1/25 6,400 6,059
DDR Corp. 4.250% 2/1/26 2,831 2,761
DDR Corp. 4.700% 6/1/27 3,775 3,784
Digital Realty Trust LP 4.750% 10/1/25 4,525 4,635
Digital Realty Trust LP 3.700% 8/15/27 7,625 7,245
Digital Realty Trust LP 4.450% 7/15/28 11,535 11,521
Duke Realty LP 3.750% 12/1/24 1,900 1,868
Duke Realty LP 3.250% 6/30/26 1,450 1,365
Duke Realty LP 3.375% 12/15/27 2,800 2,630
Duke Realty LP 4.000% 9/15/28 1,725 1,699
EPR Properties 5.250% 7/15/23 350 359
EPR Properties 4.500% 4/1/25 3,486 3,418
EPR Properties 4.750% 12/15/26 4,800 4,700
EPR Properties 4.500% 6/1/27 3,900 3,721
EPR Properties 4.950% 4/15/28 3,635 3,569
ERP Operating LP 3.375% 6/1/25 2,300 2,234
ERP Operating LP 2.850% 11/1/26 8,325 7,711
ERP Operating LP 3.250% 8/1/27 2,150 2,040
ERP Operating LP 3.500% 3/1/28 1,000 964
Essex Portfolio LP 3.875% 5/1/24 2,900 2,881
Essex Portfolio LP 3.500% 4/1/25 6,400 6,171
Essex Portfolio LP 3.375% 4/15/26 4,250 4,001
Essex Portfolio LP 3.625% 5/1/27 400 383
Federal Realty Investment Trust 3.250% 7/15/27 7,900 7,390
HCP Inc. 4.250% 11/15/23 5,970 5,984
HCP Inc. 4.200% 3/1/24 6,392 6,341
HCP Inc. 3.875% 8/15/24 9,725 9,504
HCP Inc. 3.400% 2/1/25 6,144 5,823
HCP Inc. 4.000% 6/1/25 4,062 3,986
Healthcare Realty Trust Inc. 3.625% 1/15/28 1,306 1,215
Healthcare Trust of America Holdings LP 3.500% 8/1/26 3,200 2,986
Healthcare Trust of America Holdings LP 3.750% 7/1/27 4,375 4,109
Highwoods Realty LP 3.875% 3/1/27 2,500 2,396
Highwoods Realty LP 4.125% 3/15/28 3,700 3,601
Hospitality Properties Trust 4.650% 3/15/24 4,160 4,127
Hospitality Properties Trust 4.500% 3/15/25 3,025 2,952
Hospitality Properties Trust 5.250% 2/15/26 3,230 3,257
Hospitality Properties Trust 4.950% 2/15/27 1,610 1,574
Hospitality Properties Trust 3.950% 1/15/28 2,000 1,810
Hospitality Properties Trust 4.375% 2/15/30 1,500 1,380
Host Hotels & Resorts LP 3.750% 10/15/23 4,059 3,967
Host Hotels & Resorts LP 3.875% 4/1/24 3,800 3,699

 

 

Host Hotels & Resorts LP 4.000% 6/15/25 4,830 4,682
Hudson Pacific Properties LP 3.950% 11/1/27 1,150 1,071
Kilroy Realty LP 3.450% 12/15/24 4,608 4,402
Kilroy Realty LP 4.375% 10/1/25 6,039 6,003
Kimco Realty Corp. 2.700% 3/1/24 1,000 929
Kimco Realty Corp. 3.300% 2/1/25 5,745 5,425
Kimco Realty Corp. 2.800% 10/1/26 4,050 3,611
Kimco Realty Corp. 3.800% 4/1/27 300 286
Kite Realty Group LP 4.000% 10/1/26 2,750 2,505
Liberty Property LP 4.400% 2/15/24 3,225 3,227
Liberty Property LP 3.750% 4/1/25 7,750 7,552
Liberty Property LP 3.250% 10/1/26 1,900 1,767
Life Storage LP 3.875% 12/15/27 2,945 2,777
LifeStorage LP 3.500% 7/1/26 4,075 3,782
Mid-America Apartments LP 4.300% 10/15/23 3,050 3,085
Mid-America Apartments LP 3.750% 6/15/24 1,700 1,659
Mid-America Apartments LP 4.000% 11/15/25 4,150 4,078
Mid-America Apartments LP 3.600% 6/1/27 9,845 9,417
National Retail Properties Inc. 3.900% 6/15/24 4,825 4,763
National Retail Properties Inc. 4.000% 11/15/25 1,150 1,130
National Retail Properties Inc. 3.600% 12/15/26 3,150 2,994
National Retail Properties Inc. 4.300% 10/15/28 1,000 995
Omega Healthcare Investors Inc. 4.950% 4/1/24 2,950 2,987
Omega Healthcare Investors Inc. 4.500% 1/15/25 4,000 3,920
Omega Healthcare Investors Inc. 5.250% 1/15/26 6,145 6,222
Omega Healthcare Investors Inc. 4.500% 4/1/27 6,529 6,260
Omega Healthcare Investors Inc. 4.750% 1/15/28 1,500 1,459
Physicians Realty LP 4.300% 3/15/27 3,300 3,179
Physicians Realty LP 3.950% 1/15/28 1,500 1,401
Piedmont Operating Partnership LP 4.450% 3/15/24 5,925 5,850
Prologis LP 3.750% 11/1/25 5,120 5,119
Prologis LP 3.875% 9/15/28 2,000 2,007
Public Storage 3.094% 9/15/27 3,450 3,226
Realty Income Corp. 3.875% 7/15/24 2,650 2,640
Realty Income Corp. 3.875% 4/15/25 4,500 4,480
Realty Income Corp. 4.125% 10/15/26 5,575 5,575
Realty Income Corp. 3.000% 1/15/27 4,140 3,816
Realty Income Corp. 3.650% 1/15/28 7,066 6,836
Regency Centers LP 3.600% 2/1/27 4,675 4,443
Regency Centers LP 4.125% 3/15/28 2,800 2,759
Sabra Health Care LP 5.125% 8/15/26 3,150 3,084
Select Income REIT 4.250% 5/15/24 2,950 2,821
Select Income REIT 4.500% 2/1/25 4,183 4,017
Senior Housing Properties Trust 4.750% 2/15/28 500 484
Simon Property Group LP 3.750% 2/1/24 3,265 3,264
Simon Property Group LP 3.375% 10/1/24 5,505 5,390
Simon Property Group LP 3.500% 9/1/25 7,000 6,809
Simon Property Group LP 3.300% 1/15/26 6,775 6,513
Simon Property Group LP 3.250% 11/30/26 7,180 6,830
Simon Property Group LP 3.375% 6/15/27 7,140 6,838
Simon Property Group LP 3.375% 12/1/27 6,100 5,812
STORE Capital Corp. 4.500% 3/15/28 3,225 3,146
Tanger Properties LP 3.750% 12/1/24 1,550 1,483
Tanger Properties LP 3.125% 9/1/26 1,275 1,143
Tanger Properties LP 3.875% 7/15/27 2,700 2,529
UDR Inc. 3.750% 7/1/24 1,750 1,711
UDR Inc. 4.000% 10/1/25 4,850 4,811

 

 

UDR Inc. 2.950% 9/1/26 5,425 4,971
UDR Inc. 3.500% 1/15/28 1,500 1,419
Ventas Realty LP 3.750% 5/1/24 3,400 3,327
Ventas Realty LP 3.500% 2/1/25 5,890 5,620
Ventas Realty LP 4.125% 1/15/26 3,561 3,504
Ventas Realty LP 3.250% 10/15/26 6,125 5,659
Ventas Realty LP 4.000% 3/1/28 4,500 4,358
VEREIT Operating Partnership LP 4.600% 2/6/24 5,045 5,072
VEREIT Operating Partnership LP 4.875% 6/1/26 8,983 9,073
VEREIT Operating Partnership LP 3.950% 8/15/27 9,951 9,357
Vornado Realty LP 3.500% 1/15/25 3,400 3,254
Washington Prime Group LP 5.950% 8/15/24 6,900 6,550
Weingarten Realty Investors 4.450% 1/15/24 150 152
Weingarten Realty Investors 3.850% 6/1/25 3,500 3,387
Welltower Inc. 4.500% 1/15/24 1,695 1,722
Welltower Inc. 4.000% 6/1/25 13,463 13,266
Welltower Inc. 4.250% 4/1/26 6,100 6,071
Welltower Inc. 4.250% 4/15/28 6,425 6,324
WP Carey Inc. 4.600% 4/1/24 4,175 4,210
WP Carey Inc. 4.000% 2/1/25 1,990 1,941
WP Carey Inc. 4.250% 10/1/26 1,175 1,138
        4,718,316
Industrial (23.4%)        
Basic Industry (1.0%)        
Air Products & Chemicals Inc. 3.350% 7/31/24 8,800 8,645
Airgas Inc. 3.650% 7/15/24 2,550 2,554
Albemarle Corp. 4.150% 12/1/24 4,665 4,704
ArcelorMittal 6.125% 6/1/25 2,950 3,201
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 9,350 9,479
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 579
Braskem Finance Ltd. 6.450% 2/3/24 6,600 7,029
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 2,000 2,005
Celulosa Arauco y Constitucion SA 3.875% 11/2/27 11,050 10,387
Dow Chemical Co. 3.500% 10/1/24 8,575 8,390
Eastman Chemical Co. 3.800% 3/15/25 8,442 8,321
Ecolab Inc. 2.700% 11/1/26 9,740 9,011
Ecolab Inc. 3.250% 12/1/27 1,600 1,543
Fibria Overseas Finance Ltd. 5.250% 5/12/24 6,450 6,474
Fibria Overseas Finance Ltd. 4.000% 1/14/25 7,800 7,182
Fibria Overseas Finance Ltd. 5.500% 1/17/27 3,775 3,728
FMC Corp. 4.100% 2/1/24 2,924 2,923
Georgia-Pacific LLC 8.000% 1/15/24 3,750 4,476
Georgia-Pacific LLC 7.375% 12/1/25 1,679 1,998
International Flavors & Fragrances Inc. 4.450% 9/26/28 2,000 2,012
International Paper Co. 3.650% 6/15/24 10,010 9,895
International Paper Co. 3.800% 1/15/26 10,151 9,939
International Paper Co. 3.000% 2/15/27 1,050 963
Kinross Gold Corp. 4.500% 7/15/27 6,617 5,972
LYB International Finance II BV 3.500% 3/2/27 9,147 8,564
LyondellBasell Industries NV 5.750% 4/15/24 8,488 9,146
Methanex Corp. 4.250% 12/1/24 3,500 3,368
Mosaic Co. 4.250% 11/15/23 10,523 10,626
Mosaic Co. 4.050% 11/15/27 5,250 5,077
NewMarket Corp. 4.100% 12/15/22 315 316
Nucor Corp. 3.950% 5/1/28 2,795 2,794
Nutrien Ltd. 3.625% 3/15/24 1,750 1,706
Nutrien Ltd. 3.375% 3/15/25 8,045 7,619

 

 

Nutrien Ltd. 3.000% 4/1/25 4,111 3,775
Nutrien Ltd. 4.000% 12/15/26 6,655 6,410
Packaging Corp. of America 4.500% 11/1/23 11,430 11,756
Packaging Corp. of America 3.650% 9/15/24 3,050 2,999
Praxair Inc. 2.650% 2/5/25 2,156 2,038
Praxair Inc. 3.200% 1/30/26 5,237 5,102
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 10,882 10,918
RPM International Inc. 3.750% 3/15/27 2,950 2,793
SASOL Financing USA LLC 5.875% 3/27/24 7,450 7,590
SASOL Financing USA LLC 6.500% 9/27/28 6,325 6,412
Sherwin-Williams Co. 3.125% 6/1/24 6,600 6,343
Sherwin-Williams Co. 3.450% 8/1/25 4,200 3,992
Sherwin-Williams Co. 3.950% 1/15/26 3,466 3,437
Sherwin-Williams Co. 3.450% 6/1/27 9,940 9,456
Southern Copper Corp. 3.875% 4/23/25 7,225 7,033
Vale Overseas Ltd. 6.250% 8/10/26 15,350 16,827
Westlake Chemical Corp. 3.600% 8/15/26 6,738 6,329
5 WestRock Co. 3.000% 9/15/24 1,455 1,368
5 WestRock Co. 3.750% 3/15/25 7,700 7,475
5 WestRock Co. 3.375% 9/15/27 3,300 3,067
5 WestRock Co. 4.000% 3/15/28 5,975 5,821
Weyerhaeuser Co. 8.500% 1/15/25 600 730
Yamana Gold Inc. 4.950% 7/15/24 3,105 3,066
Yamana Gold Inc. 4.625% 12/15/27 1,275 1,194
 
Capital Goods (1.9%)        
3M Co. 3.000% 8/7/25 2,100 2,041
3M Co. 2.250% 9/19/26 6,050 5,495
3M Co. 2.875% 10/15/27 6,100 5,759
3M Co. 3.625% 9/14/28 4,000 3,984
ABB Finance USA Inc. 3.800% 4/3/28 1,500 1,498
Allegion US Holding Co. Inc. 3.200% 10/1/24 3,900 3,649
Allegion US Holding Co. Inc. 3.550% 10/1/27 3,750 3,410
Bemis Co. Inc. 3.100% 9/15/26 2,700 2,457
Boeing Co. 2.850% 10/30/24 4,651 4,475
Boeing Co. 2.500% 3/1/25 1,092 1,019
Boeing Co. 2.600% 10/30/25 3,400 3,180
Boeing Co. 2.250% 6/15/26 2,195 1,990
Boeing Co. 2.800% 3/1/27 3,412 3,205
Boeing Co. 3.250% 3/1/28 1,800 1,752
Carlisle Cos. Inc. 3.500% 12/1/24 3,700 3,542
Carlisle Cos. Inc. 3.750% 12/1/27 5,450 5,168
Caterpillar Financial Services Corp. 3.750% 11/24/23 5,402 5,468
Caterpillar Financial Services Corp. 3.300% 6/9/24 3,250 3,222
Caterpillar Financial Services Corp. 3.250% 12/1/24 3,308 3,256
Caterpillar Financial Services Corp. 2.400% 8/9/26 3,535 3,203
Caterpillar Inc. 3.400% 5/15/24 11,396 11,375
CNH Industrial Capital LLC 4.200% 1/15/24 300 299
CNH Industrial NV 3.850% 11/15/27 7,700 7,305
Crane Co. 4.450% 12/15/23 3,040 3,111
Dover Corp. 3.150% 11/15/25 4,014 3,820
Eagle Materials Inc. 4.500% 8/1/26 1,500 1,506
Eaton Corp. 3.103% 9/15/27 6,200 5,784
Embraer Netherlands Finance BV 5.050% 6/15/25 3,183 3,187
Embraer Netherlands Finance BV 5.400% 2/1/27 5,388 5,469
Emerson Electric Co. 3.150% 6/1/25 3,300 3,189
Flowserve Corp. 4.000% 11/15/23 2,000 1,977

 

 

Fortive Corp. 3.150% 6/15/26 8,016 7,470
Fortune Brands Home & Security Inc. 4.000% 6/15/25 4,050 3,986
General Dynamics Corp. 2.375% 11/15/24 7,350 6,869
General Dynamics Corp. 3.500% 5/15/25 8,900 8,887
General Dynamics Corp. 2.125% 8/15/26 6,124 5,477
General Dynamics Corp. 2.625% 11/15/27 5,400 4,949
General Dynamics Corp. 3.750% 5/15/28 6,150 6,173
General Electric Co. 3.375% 3/11/24 12,605 12,364
General Electric Co. 3.450% 5/15/24 8,746 8,573
Harris Corp. 3.832% 4/27/25 6,158 6,014
Harris Corp. 4.400% 6/15/28 1,400 1,405
Hexcel Corp. 4.700% 8/15/25 1,500 1,529
Hexcel Corp. 3.950% 2/15/27 3,645 3,538
Honeywell International Inc. 3.350% 12/1/23 2,180 2,177
Honeywell International Inc. 2.500% 11/1/26 10,693 9,893
Hubbell Inc. 3.350% 3/1/26 3,380 3,196
Hubbell Inc. 3.150% 8/15/27 2,700 2,478
Hubbell Inc. 3.500% 2/15/28 4,900 4,595
Huntington Ingalls Industries Inc. 3.483% 12/1/27 6,220 5,823
Illinois Tool Works Inc. 3.500% 3/1/24 11,450 11,531
Illinois Tool Works Inc. 2.650% 11/15/26 2,685 2,481
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 5,050 4,934
John Deere Capital Corp. 3.350% 6/12/24 7,010 6,901
John Deere Capital Corp. 2.650% 6/24/24 3,400 3,233
John Deere Capital Corp. 3.450% 3/13/25 3,500 3,459
John Deere Capital Corp. 3.400% 9/11/25 2,300 2,252
John Deere Capital Corp. 2.650% 6/10/26 5,014 4,654
John Deere Capital Corp. 2.800% 9/8/27 7,050 6,523
John Deere Capital Corp. 3.050% 1/6/28 7,050 6,675
Johnson Controls International plc 3.625% 7/2/24 2,725 2,687
Johnson Controls International plc 3.900% 2/14/26 6,775 6,662
Kennametal Inc. 4.625% 6/15/28 3,750 3,730
L3 Technologies Inc. 3.950% 5/28/24 3,778 3,730
L3 Technologies Inc. 3.850% 12/15/26 6,503 6,261
L3 Technologies Inc. 4.400% 6/15/28 6,150 6,116
Leggett & Platt Inc. 3.800% 11/15/24 3,200 3,124
Leggett & Platt Inc. 3.500% 11/15/27 6,000 5,605
Legrand France SA 8.500% 2/15/25 2,700 3,302
Lennox International Inc. 3.000% 11/15/23 2,550 2,419
Lockheed Martin Corp. 2.900% 3/1/25 5,566 5,303
Lockheed Martin Corp. 3.550% 1/15/26 17,633 17,416
Martin Marietta Materials Inc. 4.250% 7/2/24 2,790 2,803
Martin Marietta Materials Inc. 3.450% 6/1/27 4,575 4,201
Martin Marietta Materials Inc. 3.500% 12/15/27 4,200 3,872
Masco Corp. 4.450% 4/1/25 5,793 5,849
Masco Corp. 4.375% 4/1/26 5,064 5,036
Masco Corp. 3.500% 11/15/27 750 687
Northrop Grumman Corp. 2.930% 1/15/25 12,850 12,199
Northrop Grumman Corp. 3.200% 2/1/27 3,400 3,206
Northrop Grumman Corp. 3.250% 1/15/28 17,080 16,064
5 Nvent Finance Sarl 4.550% 4/15/28 2,000 1,945
Oshkosh Corp. 4.600% 5/15/28 2,000 1,978
Owens Corning 4.200% 12/1/24 3,250 3,217
Owens Corning 3.400% 8/15/26 7,260 6,666
Parker-Hannifin Corp. 3.300% 11/21/24 4,585 4,491
Parker-Hannifin Corp. 3.250% 3/1/27 13,147 12,608
Precision Castparts Corp. 3.250% 6/15/25 8,443 8,196

 

 

Raytheon Co. 3.150% 12/15/24 2,905 2,813
Republic Services Inc. 3.200% 3/15/25 12,076 11,615
Republic Services Inc. 2.900% 7/1/26 1,133 1,048
Republic Services Inc. 3.375% 11/15/27 4,400 4,190
Rockwell Automation Inc. 2.875% 3/1/25 773 731
Rockwell Collins Inc. 3.700% 12/15/23 2,510 2,485
Rockwell Collins Inc. 3.200% 3/15/24 8,060 7,775
Rockwell Collins Inc. 3.500% 3/15/27 11,946 11,320
Roper Technologies Inc. 3.850% 12/15/25 2,275 2,221
Roper Technologies Inc. 3.800% 12/15/26 12,150 11,812
Snap-on Inc. 3.250% 3/1/27 2,575 2,468
Spirit AeroSystems Inc. 3.850% 6/15/26 7,350 7,022
Spirit AeroSystems Inc. 4.600% 6/15/28 10,850 10,773
Textron Inc. 4.300% 3/1/24 2,500 2,509
Textron Inc. 3.875% 3/1/25 2,220 2,177
Textron Inc. 4.000% 3/15/26 3,770 3,702
Textron Inc. 3.650% 3/15/27 12,018 11,392
Textron Inc. 3.375% 3/1/28 1,000 922
Timken Co. 3.875% 9/1/24 3,150 3,068
United Technologies Corp. 2.800% 5/4/24 11,275 10,703
United Technologies Corp. 3.950% 8/16/25 7,000 6,952
United Technologies Corp. 2.650% 11/1/26 9,725 8,767
United Technologies Corp. 4.125% 11/16/28 6,975 6,947
Vulcan Materials Co. 4.500% 4/1/25 3,800 3,801
Wabtec Corp. 4.150% 3/15/24 4,000 3,970
Wabtec Corp. 3.450% 11/15/26 6,973 6,402
Wabtec Corp. 4.700% 9/15/28 5,000 4,924
Waste Management Inc. 3.500% 5/15/24 4,010 3,968
Waste Management Inc. 3.125% 3/1/25 7,436 7,234
Waste Management Inc. 3.150% 11/15/27 10,044 9,557
Xylem Inc. 3.250% 11/1/26 4,685 4,391
 
Communication (2.8%)        
21st Century Fox America Inc. 4.000% 10/1/23 2,825 2,866
21st Century Fox America Inc. 3.700% 9/15/24 5,525 5,529
21st Century Fox America Inc. 3.700% 10/15/25 2,625 2,607
21st Century Fox America Inc. 3.375% 11/15/26 4,100 3,984
Activision Blizzard Inc. 3.400% 9/15/26 8,735 8,304
Activision Blizzard Inc. 3.400% 6/15/27 2,200 2,074
American Tower Corp. 5.000% 2/15/24 9,288 9,702
American Tower Corp. 4.000% 6/1/25 4,899 4,816
American Tower Corp. 4.400% 2/15/26 4,875 4,877
American Tower Corp. 3.375% 10/15/26 8,615 8,026
American Tower Corp. 3.125% 1/15/27 1,385 1,260
American Tower Corp. 3.550% 7/15/27 9,375 8,771
American Tower Corp. 3.600% 1/15/28 6,535 6,105
AT&T Inc. 3.800% 3/1/24 13,948 13,789
AT&T Inc. 4.450% 4/1/24 8,036 8,171
AT&T Inc. 3.950% 1/15/25 11,402 11,225
AT&T Inc. 3.400% 5/15/25 48,057 45,737
AT&T Inc. 4.125% 2/17/26 10,763 10,615
AT&T Inc. 4.250% 3/1/27 19,754 19,487
5 AT&T Inc. 4.100% 2/15/28 22,275 21,576
CBS Corp. 3.700% 8/15/24 6,545 6,364
CBS Corp. 3.500% 1/15/25 5,500 5,244
CBS Corp. 4.000% 1/15/26 7,603 7,418
CBS Corp. 2.900% 1/15/27 7,740 6,924

 

 

CBS Corp. 3.375% 2/15/28 4,800 4,383
Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.500% 2/1/24 7,000 7,043
Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.908% 7/23/25 42,242 42,874
Charter Communications Operating LLC /        
Charter Communications Operating Capital 3.750% 2/15/28 18,760 17,314
Comcast Corp. 3.000% 2/1/24 8,597 8,281
Comcast Corp. 3.600% 3/1/24 8,848 8,742
Comcast Corp. 3.375% 2/15/25 8,215 7,922
Comcast Corp. 3.375% 8/15/25 14,294 13,800
Comcast Corp. 3.150% 3/1/26 19,529 18,420
Comcast Corp. 2.350% 1/15/27 16,525 14,528
Comcast Corp. 3.300% 2/1/27 11,925 11,262
Comcast Corp. 3.150% 2/15/28 17,380 16,092
Comcast Corp. 3.550% 5/1/28 6,600 6,313
Crown Castle International Corp. 3.200% 9/1/24 6,650 6,320
Crown Castle International Corp. 4.450% 2/15/26 7,903 7,945
Crown Castle International Corp. 3.700% 6/15/26 11,993 11,431
Crown Castle International Corp. 4.000% 3/1/27 4,750 4,581
Crown Castle International Corp. 3.650% 9/1/27 3,189 2,986
Crown Castle International Corp. 3.800% 2/15/28 9,500 9,007
Discovery Communications LLC 3.800% 3/13/24 4,850 4,753
5 Discovery Communications LLC 3.900% 11/15/24 5,300 5,182
Discovery Communications LLC 3.450% 3/15/25 2,900 2,738
5 Discovery Communications LLC 3.950% 6/15/25 5,225 5,091
Discovery Communications LLC 4.900% 3/11/26 6,291 6,443
Discovery Communications LLC 3.950% 3/20/28 12,400 11,784
Electronic Arts Inc. 4.800% 3/1/26 4,500 4,698
Grupo Televisa SAB 6.625% 3/18/25 3,860 4,356
Grupo Televisa SAB 4.625% 1/30/26 4,135 4,186
Interpublic Group of Cos. Inc. 4.200% 4/15/24 4,477 4,489
Interpublic Group of Cos. Inc. 4.650% 10/1/28 2,500 2,503
Moody's Corp. 4.875% 2/15/24 6,782 7,084
Omnicom Group Inc. 3.650% 11/1/24 12,665 12,330
Omnicom Group Inc. 3.600% 4/15/26 8,301 7,877
Rogers Communications Inc. 4.100% 10/1/23 7,840 7,930
Rogers Communications Inc. 3.625% 12/15/25 5,150 5,019
Rogers Communications Inc. 2.900% 11/15/26 4,425 4,060
S&P Global Inc. 4.000% 6/15/25 7,058 7,077
S&P Global Inc. 4.400% 2/15/26 6,515 6,687
S&P Global Inc. 2.950% 1/22/27 4,624 4,279
Telefonica Emisiones SAU 4.103% 3/8/27 12,795 12,291
TELUS Corp. 2.800% 2/16/27 5,550 5,034
Thomson Reuters Corp. 4.300% 11/23/23 5,150 5,246
Thomson Reuters Corp. 3.850% 9/29/24 3,979 3,898
Thomson Reuters Corp. 3.350% 5/15/26 5,600 5,167
Time Warner Inc. 4.050% 12/15/23 3,275 3,295
Time Warner Inc. 3.550% 6/1/24 7,100 6,883
Time Warner Inc. 3.600% 7/15/25 10,755 10,301
Time Warner Inc. 3.875% 1/15/26 7,125 6,896
Time Warner Inc. 2.950% 7/15/26 530 480
Time Warner Inc. 3.800% 2/15/27 14,702 14,056
Verizon Communications Inc. 5.150% 9/15/23 5,000 5,347
Verizon Communications Inc. 4.150% 3/15/24 7,351 7,496
Verizon Communications Inc. 3.500% 11/1/24 16,277 16,026
Verizon Communications Inc. 3.376% 2/15/25 33,570 32,647

 

 

Verizon Communications Inc. 2.625% 8/15/26 20,332 18,429
Verizon Communications Inc. 4.125% 3/16/27 27,954 27,976
5 Verizon Communications Inc. 4.329% 9/21/28 30,550 30,728
Viacom Inc. 3.875% 4/1/24 5,620 5,520
Viacom Inc. 3.450% 10/4/26 4,365 4,078
Vodafone Group plc 3.750% 1/16/24 17,500 17,303
Vodafone Group plc 4.125% 5/30/25 14,820 14,752
Vodafone Group plc 4.375% 5/30/28 27,975 27,543
Walt Disney Co. 3.150% 9/17/25 8,602 8,369
Walt Disney Co. 3.000% 2/13/26 9,592 9,190
Walt Disney Co. 1.850% 7/30/26 15,506 13,636
WPP Finance 2010 3.750% 9/19/24 6,873 6,594
 
Consumer Cyclical (3.1%)        
Advance Auto Parts Inc. 4.500% 12/1/23 3,946 4,005
Alibaba Group Holding Ltd. 3.600% 11/28/24 20,000 19,650
Alibaba Group Holding Ltd. 3.400% 12/6/27 17,775 16,580
Amazon.com Inc. 2.800% 8/22/24 17,550 16,932
Amazon.com Inc. 3.800% 12/5/24 9,939 10,133
Amazon.com Inc. 5.200% 12/3/25 8,900 9,759
Amazon.com Inc. 3.150% 8/22/27 27,325 26,127
American Honda Finance Corp. 2.900% 2/16/24 5,975 5,776
American Honda Finance Corp. 2.300% 9/9/26 2,300 2,074
American Honda Finance Corp. 3.500% 2/15/28 5,700 5,578
Aptiv plc 4.250% 1/15/26 5,400 5,329
Automatic Data Processing Inc. 3.375% 9/15/25 9,119 9,030
AutoNation Inc. 3.500% 11/15/24 3,800 3,591
AutoNation Inc. 4.500% 10/1/25 3,740 3,710
AutoNation Inc. 3.800% 11/15/27 3,750 3,481
AutoZone Inc. 3.250% 4/15/25 6,120 5,773
AutoZone Inc. 3.125% 4/21/26 4,100 3,806
AutoZone Inc. 3.750% 6/1/27 6,100 5,858
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,925 1,680
Best Buy Co. Inc. 4.450% 10/1/28 2,500 2,497
Block Financial LLC 5.250% 10/1/25 3,025 3,038
Booking Holdings Inc. 3.650% 3/15/25 4,250 4,168
Booking Holdings Inc. 3.600% 6/1/26 14,570 14,119
Booking Holdings Inc. 3.550% 3/15/28 1,500 1,407
BorgWarner Inc. 3.375% 3/15/25 2,950 2,845
Costco Wholesale Corp. 2.750% 5/18/24 11,326 10,954
Costco Wholesale Corp. 3.000% 5/18/27 6,900 6,549
Cummins Inc. 3.650% 10/1/23 2,989 3,022
Darden Restaurants Inc. 3.850% 5/1/27 4,050 3,894
Delphi Corp. 4.150% 3/15/24 6,516 6,530
Dollar General Corp. 4.150% 11/1/25 5,312 5,330
Dollar General Corp. 3.875% 4/15/27 5,750 5,595
Dollar General Corp. 4.125% 5/1/28 2,500 2,461
Dollar Tree Inc. 4.000% 5/15/25 9,700 9,476
Dollar Tree Inc. 4.200% 5/15/28 10,650 10,334
eBay Inc. 3.450% 8/1/24 6,825 6,653
eBay Inc. 3.600% 6/5/27 7,450 7,042
Expedia Group Inc. 4.500% 8/15/24 3,610 3,623
Expedia Group Inc. 5.000% 2/15/26 3,245 3,306
Expedia Group Inc. 3.800% 2/15/28 9,350 8,615
Ford Motor Co. 4.346% 12/8/26 13,575 12,798
Ford Motor Credit Co. LLC 3.810% 1/9/24 3,840 3,662
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,563 4,270

 

 

Ford Motor Credit Co. LLC 4.687% 6/9/25 6,000 5,850
Ford Motor Credit Co. LLC 4.134% 8/4/25 14,113 13,315
Ford Motor Credit Co. LLC 4.389% 1/8/26 11,739 11,172
Ford Motor Credit Co. LLC 3.815% 11/2/27 5,880 5,263
General Motors Co. 4.875% 10/2/23 13,843 14,170
General Motors Co. 4.000% 4/1/25 2,283 2,190
General Motors Co. 4.200% 10/1/27 175 165
General Motors Financial Co. Inc. 3.950% 4/13/24 14,200 13,818
General Motors Financial Co. Inc. 3.500% 11/7/24 9,250 8,716
General Motors Financial Co. Inc. 4.000% 1/15/25 10,843 10,443
General Motors Financial Co. Inc. 4.350% 4/9/25 6,925 6,793
General Motors Financial Co. Inc. 4.300% 7/13/25 6,941 6,756
General Motors Financial Co. Inc. 5.250% 3/1/26 9,000 9,191
General Motors Financial Co. Inc. 4.000% 10/6/26 8,110 7,619
General Motors Financial Co. Inc. 4.350% 1/17/27 10,242 9,798
General Motors Financial Co. Inc. 3.850% 1/5/28 6,200 5,640
GLP Capital LP / GLP Financing II Inc. 5.375% 11/1/23 900 931
GLP Capital LP / GLP Financing II Inc. 5.250% 6/1/25 9,300 9,439
GLP Capital LP / GLP Financing II Inc. 5.375% 4/15/26 8,350 8,465
GLP Capital LP / GLP Financing II Inc. 5.750% 6/1/28 4,225 4,352
Harley-Davidson Inc. 3.500% 7/28/25 3,900 3,732
Harman International Industries Inc. 4.150% 5/15/25 2,600 2,583
Home Depot Inc. 3.750% 2/15/24 9,725 9,907
Home Depot Inc. 3.350% 9/15/25 9,730 9,603
Home Depot Inc. 3.000% 4/1/26 12,777 12,258
Home Depot Inc. 2.125% 9/15/26 7,900 7,068
Home Depot Inc. 2.800% 9/14/27 3,850 3,588
Hyatt Hotels Corp. 4.850% 3/15/26 3,643 3,741
Hyatt Hotels Corp. 4.375% 9/15/28 4,000 3,912
IHS Markit Ltd. 4.750% 8/1/28 6,000 6,007
JD.com Inc. 3.875% 4/29/26 4,825 4,422
Kohl's Corp. 4.750% 12/15/23 614 633
Kohl's Corp. 4.250% 7/17/25 5,150 5,140
Lear Corp. 5.375% 3/15/24 1,964 2,028
Lear Corp. 5.250% 1/15/25 6,365 6,580
Lear Corp. 3.800% 9/15/27 5,200 4,823
Lowe's Cos. Inc. 3.125% 9/15/24 2,461 2,408
Lowe's Cos. Inc. 3.375% 9/15/25 10,123 9,963
Lowe's Cos. Inc. 2.500% 4/15/26 10,675 9,803
Lowe's Cos. Inc. 3.100% 5/3/27 14,395 13,699
Macy's Retail Holdings Inc. 3.625% 6/1/24 4,635 4,426
Magna International Inc. 3.625% 6/15/24 6,400 6,309
Magna International Inc. 4.150% 10/1/25 5,500 5,499
Marriott International Inc. 3.750% 3/15/25 2,500 2,436
Marriott International Inc. 3.750% 10/1/25 2,735 2,662
Marriott International Inc. 3.125% 6/15/26 6,675 6,222
Marriott International Inc. 4.000% 4/15/28 4,500 4,387
Mastercard Inc. 3.375% 4/1/24 6,480 6,477
Mastercard Inc. 2.950% 11/21/26 10,450 9,936
Mastercard Inc. 3.500% 2/26/28 1,800 1,772
McDonald's Corp. 3.375% 5/26/25 8,759 8,520
McDonald's Corp. 3.700% 1/30/26 9,303 9,224
McDonald's Corp. 3.500% 3/1/27 12,300 11,938
McDonald's Corp. 3.800% 4/1/28 8,500 8,351
NIKE Inc. 2.375% 11/1/26 8,625 7,797
Nordstrom Inc. 4.000% 3/15/27 3,400 3,295
O'Reilly Automotive Inc. 3.550% 3/15/26 3,562 3,412

 

 

O'Reilly Automotive Inc. 3.600% 9/1/27 10,525 9,981
QVC Inc. 4.850% 4/1/24 5,150 5,097
QVC Inc. 4.450% 2/15/25 1,265 1,203
Ralph Lauren Corp. 3.750% 9/15/25 2,000 1,975
Royal Caribbean Cruises Ltd. 3.700% 3/15/28 6,000 5,550
5 Sands China Ltd. 5.125% 8/8/25 16,000 15,940
5 Sands China Ltd. 5.400% 8/8/28 16,235 16,093
Starbucks Corp. 3.850% 10/1/23 7,935 8,023
Starbucks Corp. 3.800% 8/15/25 12,100 12,082
Starbucks Corp. 2.450% 6/15/26 3,600 3,241
Starbucks Corp. 3.500% 3/1/28 3,000 2,878
Tapestry Inc. 4.250% 4/1/25 5,450 5,391
Tapestry Inc. 4.125% 7/15/27 5,850 5,548
Target Corp. 3.500% 7/1/24 8,462 8,543
Target Corp. 2.500% 4/15/26 9,842 9,112
TJX Cos. Inc. 2.250% 9/15/26 9,014 8,142
Toyota Motor Corp. 3.669% 7/20/28 1,300 1,292
Toyota Motor Credit Corp. 2.250% 10/18/23 5,500 5,186
Toyota Motor Credit Corp. 2.900% 4/17/24 4,250 4,105
Toyota Motor Credit Corp. 3.400% 4/14/25 5,500 5,411
Toyota Motor Credit Corp. 3.200% 1/11/27 6,670 6,400
Toyota Motor Credit Corp. 3.050% 1/11/28 4,000 3,775
Visa Inc. 3.150% 12/14/25 38,351 37,139
Visa Inc. 2.750% 9/15/27 7,600 7,079
Walgreens Boots Alliance Inc. 3.800% 11/18/24 19,878 19,625
Walgreens Boots Alliance Inc. 3.450% 6/1/26 13,610 12,935
Walmart Inc. 3.300% 4/22/24 13,193 13,155
Walmart Inc. 2.650% 12/15/24 8,500 8,116
Walmart Inc. 3.550% 6/26/25 22,000 22,125
Walmart Inc. 3.700% 6/26/28 19,475 19,468
 
Consumer Noncyclical (6.3%)        
Abbott Laboratories 3.400% 11/30/23 16,378 16,311
Abbott Laboratories 2.950% 3/15/25 6,045 5,769
Abbott Laboratories 3.875% 9/15/25 2,265 2,275
Abbott Laboratories 3.750% 11/30/26 29,189 29,038
AbbVie Inc. 3.750% 11/14/23 7,000 6,978
AbbVie Inc. 3.600% 5/14/25 29,665 28,705
AbbVie Inc. 3.200% 5/14/26 23,390 21,757
Advocate Health & Hospitals Corp. 3.829% 8/15/28 2,600 2,622
Agilent Technologies Inc. 3.050% 9/22/26 2,550 2,367
Allergan Funding SCS 3.850% 6/15/24 11,329 11,200
Allergan Funding SCS 3.800% 3/15/25 33,857 33,152
Altria Group Inc. 4.000% 1/31/24 12,995 13,139
Altria Group Inc. 2.625% 9/16/26 4,160 3,791
AmerisourceBergen Corp. 3.400% 5/15/24 6,400 6,247
AmerisourceBergen Corp. 3.250% 3/1/25 3,875 3,663
AmerisourceBergen Corp. 3.450% 12/15/27 6,925 6,459
Amgen Inc. 3.625% 5/22/24 4,788 4,785
Amgen Inc. 3.125% 5/1/25 6,435 6,157
Amgen Inc. 2.600% 8/19/26 12,015 10,862
Amgen Inc. 3.200% 11/2/27 7,130 6,692
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 11,026 10,980
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 111,710 108,524
Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 15,000 14,838
Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 4,800 4,716
Archer-Daniels-Midland Co. 2.500% 8/11/26 8,703 7,955

 

 

AstraZeneca plc 3.375% 11/16/25 14,966 14,441
AstraZeneca plc 3.125% 6/12/27 5,125 4,783
5 BAT Capital Corp. 3.222% 8/15/24 21,904 20,848
5 BAT Capital Corp. 3.557% 8/15/27 30,100 27,979
Baxalta Inc. 4.000% 6/23/25 6,905 6,839
Baxter International Inc. 2.600% 8/15/26 5,867 5,334
Beam Suntory Inc. 3.250% 6/15/23 500 478
Becton Dickinson & Co. 3.363% 6/6/24 8,075 7,801
Becton Dickinson & Co. 3.734% 12/15/24 12,022 11,779
Becton Dickinson & Co. 3.700% 6/6/27 21,300 20,346
Biogen Inc. 4.050% 9/15/25 16,663 16,709
Boston Scientific Corp. 4.125% 10/1/23 3,906 3,953
Boston Scientific Corp. 3.850% 5/15/25 4,950 4,920
Boston Scientific Corp. 4.000% 3/1/28 6,620 6,541
Bristol-Myers Squibb Co. 3.250% 11/1/23 3,200 3,187
Bristol-Myers Squibb Co. 3.250% 2/27/27 7,098 6,912
Brown-Forman Corp. 3.500% 4/15/25 2,950 2,919
Bunge Ltd. Finance Corp. 4.350% 3/15/24 5,600 5,548
Bunge Ltd. Finance Corp. 3.250% 8/15/26 6,537 5,878
Bunge Ltd. Finance Corp. 3.750% 9/25/27 5,200 4,768
Campbell Soup Co. 3.950% 3/15/25 10,000 9,682
Campbell Soup Co. 3.300% 3/19/25 900 828
Campbell Soup Co. 4.150% 3/15/28 9,650 9,210
Cardinal Health Inc. 3.079% 6/15/24 11,113 10,500
Cardinal Health Inc. 3.750% 9/15/25 3,325 3,202
Cardinal Health Inc. 3.410% 6/15/27 11,382 10,501
Celgene Corp. 3.625% 5/15/24 10,830 10,667
Celgene Corp. 3.875% 8/15/25 18,775 18,464
Celgene Corp. 3.450% 11/15/27 4,697 4,394
Celgene Corp. 3.900% 2/20/28 15,200 14,627
Church & Dwight Co. Inc. 3.150% 8/1/27 2,250 2,088
Clorox Co. 3.500% 12/15/24 5,000 4,935
Clorox Co. 3.100% 10/1/27 3,550 3,325
Clorox Co. 3.900% 5/15/28 4,225 4,210
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 3,570 3,486
Coca-Cola Co. 3.200% 11/1/23 10,710 10,627
Coca-Cola Co. 2.875% 10/27/25 14,500 13,854
Coca-Cola Co. 2.550% 6/1/26 2,000 1,854
Coca-Cola Co. 2.250% 9/1/26 12,350 11,208
Coca-Cola Co. 2.900% 5/25/27 4,500 4,241
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 7,900 7,877
Colgate-Palmolive Co. 3.250% 3/15/24 4,895 4,869
Constellation Brands Inc. 4.750% 11/15/24 4,100 4,244
Constellation Brands Inc. 4.750% 12/1/25 2,617 2,690
Constellation Brands Inc. 3.700% 12/6/26 6,010 5,718
Constellation Brands Inc. 3.500% 5/9/27 4,500 4,196
Constellation Brands Inc. 3.600% 2/15/28 7,200 6,749
CVS Health Corp. 4.000% 12/5/23 9,778 9,802
CVS Health Corp. 3.375% 8/12/24 8,321 8,019
CVS Health Corp. 4.100% 3/25/25 41,080 40,794
CVS Health Corp. 3.875% 7/20/25 32,107 31,524
CVS Health Corp. 2.875% 6/1/26 21,182 19,367
CVS Health Corp. 4.300% 3/25/28 79,885 79,248
Danaher Corp. 3.350% 9/15/25 4,475 4,395
Diageo Capital plc 3.875% 5/18/28 4,675 4,698
Edwards Lifesciences Corp. 4.300% 6/15/28 3,000 2,999
Eli Lilly & Co. 2.750% 6/1/25 9,770 9,335

 

 

Eli Lilly & Co. 3.100% 5/15/27 6,550 6,288
Estee Lauder Cos. Inc. 3.150% 3/15/27 5,350 5,110
Express Scripts Holding Co. 3.500% 6/15/24 8,710 8,470
Express Scripts Holding Co. 4.500% 2/25/26 14,496 14,574
Express Scripts Holding Co. 3.400% 3/1/27 14,734 13,683
Flowers Foods Inc. 3.500% 10/1/26 1,650 1,535
General Mills Inc. 3.700% 10/17/23 14,500 14,423
General Mills Inc. 3.650% 2/15/24 2,359 2,320
General Mills Inc. 4.000% 4/17/25 2,883 2,866
General Mills Inc. 3.200% 2/10/27 7,200 6,571
General Mills Inc. 4.200% 4/17/28 12,000 11,839
Gilead Sciences Inc. 3.700% 4/1/24 19,452 19,504
Gilead Sciences Inc. 3.500% 2/1/25 16,414 16,117
Gilead Sciences Inc. 3.650% 3/1/26 25,063 24,609
Gilead Sciences Inc. 2.950% 3/1/27 8,867 8,253
GlaxoSmithKline Capital Inc. 3.625% 5/15/25 10,000 9,942
GlaxoSmithKline Capital Inc. 3.875% 5/15/28 15,800 15,940
Hasbro Inc. 3.500% 9/15/27 4,375 4,063
Hershey Co. 3.200% 8/21/25 1,900 1,856
Hershey Co. 2.300% 8/15/26 4,383 3,941
Ingredion Inc. 3.200% 10/1/26 4,330 4,018
JM Smucker Co. 3.500% 3/15/25 9,796 9,421
JM Smucker Co. 3.375% 12/15/27 5,300 4,929
Johnson & Johnson 3.375% 12/5/23 6,865 6,939
Johnson & Johnson 2.625% 1/15/25 8,818 8,461
Johnson & Johnson 2.450% 3/1/26 7,250 6,759
Johnson & Johnson 2.950% 3/3/27 11,900 11,423
Johnson & Johnson 2.900% 1/15/28 14,050 13,339
Kaiser Foundation Hospitals 3.150% 5/1/27 4,925 4,705
Kellogg Co. 2.650% 12/1/23 6,900 6,545
Kellogg Co. 3.250% 4/1/26 6,925 6,513
Kellogg Co. 3.400% 11/15/27 5,550 5,151
Kellogg Co. 4.300% 5/15/28 4,900 4,879
Keurig Dr Pepper Inc. 3.130% 12/15/23 9,375 8,929
5 Keurig Dr Pepper Inc. 4.417% 5/25/25 11,050 11,064
Keurig Dr Pepper Inc. 3.400% 11/15/25 1,900 1,791
Keurig Dr Pepper Inc. 2.550% 9/15/26 2,600 2,270
Keurig Dr Pepper Inc. 3.430% 6/15/27 3,025 2,803
5 Keurig Dr Pepper Inc. 4.597% 5/25/28 19,425 19,504
Kimberly-Clark Corp. 3.050% 8/15/25 2,650 2,535
Kimberly-Clark Corp. 2.750% 2/15/26 4,835 4,516
Kraft Heinz Foods Co. 3.950% 7/15/25 16,554 16,288
Kraft Heinz Foods Co. 3.000% 6/1/26 16,151 14,699
Kroger Co. 4.000% 2/1/24 4,706 4,693
Kroger Co. 3.500% 2/1/26 1,575 1,497
Kroger Co. 2.650% 10/15/26 7,623 6,779
Kroger Co. 3.700% 8/1/27 4,695 4,485
Laboratory Corp. of America Holdings 4.000% 11/1/23 2,175 2,189
Laboratory Corp. of America Holdings 3.250% 9/1/24 5,100 4,875
Laboratory Corp. of America Holdings 3.600% 2/1/25 9,112 8,853
Laboratory Corp. of America Holdings 3.600% 9/1/27 7,150 6,837
McCormick & Co. Inc. 3.150% 8/15/24 6,685 6,425
McCormick & Co. Inc. 3.400% 8/15/27 7,000 6,662
McKesson Corp. 3.796% 3/15/24 10,380 10,299
McKesson Corp. 3.950% 2/16/28 4,825 4,658
Mead Johnson Nutrition Co. 4.125% 11/15/25 6,807 6,887
Medtronic Global Holdings SCA 3.350% 4/1/27 4,486 4,374

 

 

Medtronic Inc. 3.625% 3/15/24 7,400 7,436
Medtronic Inc. 3.500% 3/15/25 32,869 32,599
Merck & Co. Inc. 2.750% 2/10/25 21,452 20,597
Molson Coors Brewing Co. 3.000% 7/15/26 17,516 15,877
Mylan Inc. 4.200% 11/29/23 3,985 3,946
5 Mylan Inc. 4.550% 4/15/28 4,225 4,122
Mylan NV 3.950% 6/15/26 13,680 12,918
Newell Brands Inc. 4.000% 12/1/24 5,505 5,319
Newell Brands Inc. 3.900% 11/1/25 6,051 5,612
Newell Brands Inc. 4.200% 4/1/26 14,018 13,321
Novartis Capital Corp. 3.400% 5/6/24 19,108 19,123
Novartis Capital Corp. 3.000% 11/20/25 16,566 15,891
Novartis Capital Corp. 3.100% 5/17/27 8,544 8,187
PepsiCo Inc. 3.600% 3/1/24 8,209 8,279
PepsiCo Inc. 2.750% 4/30/25 8,037 7,688
PepsiCo Inc. 3.500% 7/17/25 6,970 6,964
PepsiCo Inc. 2.850% 2/24/26 3,664 3,472
PepsiCo Inc. 2.375% 10/6/26 12,318 11,241
PepsiCo Inc. 3.000% 10/15/27 14,620 13,944
Perrigo Finance Unlimited Co. 3.900% 12/15/24 6,767 6,541
Perrigo Finance Unlimited Co. 4.375% 3/15/26 9,975 9,747
Pfizer Inc. 3.400% 5/15/24 2,912 2,907
Pfizer Inc. 2.750% 6/3/26 18,905 17,795
Pfizer Inc. 3.000% 12/15/26 14,900 14,286
Pfizer Inc. 3.600% 9/15/28 8,500 8,399
Philip Morris International Inc. 3.600% 11/15/23 5,375 5,368
Philip Morris International Inc. 3.250% 11/10/24 7,537 7,363
Philip Morris International Inc. 3.375% 8/11/25 2,620 2,550
Philip Morris International Inc. 2.750% 2/25/26 8,850 8,221
Philip Morris International Inc. 3.125% 8/17/27 4,665 4,398
Philip Morris International Inc. 3.125% 3/2/28 1,725 1,625
Procter & Gamble Co. 2.700% 2/2/26 5,733 5,451
Procter & Gamble Co. 2.450% 11/3/26 13,875 12,853
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 1,675 1,544
Quest Diagnostics Inc. 4.250% 4/1/24 2,600 2,628
Quest Diagnostics Inc. 3.500% 3/30/25 1,950 1,873
Quest Diagnostics Inc. 3.450% 6/1/26 8,325 7,891
Reynolds American Inc. 4.450% 6/12/25 22,723 22,913
Sanofi 3.625% 6/19/28 9,000 8,906
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 26,429 24,398
SSM Health Care Corp. 3.823% 6/1/27 2,900 2,868
Stryker Corp. 3.375% 5/15/24 4,725 4,634
Stryker Corp. 3.375% 11/1/25 5,816 5,592
Stryker Corp. 3.500% 3/15/26 6,780 6,562
Stryker Corp. 3.650% 3/7/28 2,500 2,431
Sutter Health 3.695% 8/15/28 3,000 2,939
Sysco Corp. 3.750% 10/1/25 5,650 5,573
Sysco Corp. 3.300% 7/15/26 7,965 7,598
Sysco Corp. 3.250% 7/15/27 11,100 10,438
Thermo Fisher Scientific Inc. 4.150% 2/1/24 6,445 6,557
Thermo Fisher Scientific Inc. 3.650% 12/15/25 3,900 3,817
Thermo Fisher Scientific Inc. 2.950% 9/19/26 8,730 8,068
Thermo Fisher Scientific Inc. 3.200% 8/15/27 5,500 5,137
Tyson Foods Inc. 3.950% 8/15/24 14,593 14,550
Tyson Foods Inc. 3.550% 6/2/27 11,842 11,169
Unilever Capital Corp. 3.250% 3/7/24 4,225 4,158

 

 

Unilever Capital Corp. 2.600% 5/5/24 14,000 13,307
Unilever Capital Corp. 3.375% 3/22/25 3,000 2,958
Unilever Capital Corp. 3.100% 7/30/25 2,675 2,586
Unilever Capital Corp. 2.000% 7/28/26 5,700 5,042
Unilever Capital Corp. 2.900% 5/5/27 4,900 4,602
Unilever Capital Corp. 3.500% 3/22/28 9,525 9,334
Whirlpool Corp. 4.000% 3/1/24 2,925 2,906
Whirlpool Corp. 3.700% 5/1/25 3,025 2,925
Wyeth LLC 6.450% 2/1/24 5,016 5,723
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 17,222 16,521
Zoetis Inc. 4.500% 11/13/25 3,290 3,382
Zoetis Inc. 3.000% 9/12/27 8,816 8,169
Zoetis Inc. 3.900% 8/20/28 3,000 2,967
 
Energy (3.8%)        
Anadarko Petroleum Corp. 3.450% 7/15/24 7,575 7,249
Anadarko Petroleum Corp. 5.550% 3/15/26 7,427 7,880
Andeavor 4.750% 12/15/23 11,800 12,213
Andeavor 5.125% 4/1/24 2,560 2,614
Andeavor 5.125% 12/15/26 8,975 9,403
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.250% 1/15/25 7,683 7,865
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 4.250% 12/1/27 6,200 6,060
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 3.337% 12/15/27 11,550 10,826
Boardwalk Pipelines LP 3.375% 2/1/23 50 48
Boardwalk Pipelines LP 4.950% 12/15/24 4,730 4,801
Boardwalk Pipelines LP 5.950% 6/1/26 6,090 6,445
Boardwalk Pipelines LP 4.450% 7/15/27 6,112 5,886
BP Capital Markets America Inc. 3.796% 9/21/25 5,150 5,160
BP Capital Markets America Inc. 3.937% 9/21/28 7,300 7,344
BP Capital Markets plc 3.994% 9/26/23 6,800 6,923
BP Capital Markets plc 3.216% 11/28/23 5,342 5,240
BP Capital Markets plc 3.814% 2/10/24 7,727 7,801
BP Capital Markets plc 3.224% 4/14/24 9,843 9,642
BP Capital Markets plc 3.535% 11/4/24 6,830 6,768
BP Capital Markets plc 3.506% 3/17/25 10,102 9,960
BP Capital Markets plc 3.119% 5/4/26 11,634 11,077
BP Capital Markets plc 3.017% 1/16/27 8,768 8,233
BP Capital Markets plc 3.588% 4/14/27 15,029 14,721
BP Capital Markets plc 3.279% 9/19/27 10,414 9,949
Buckeye Partners LP 4.350% 10/15/24 715 699
Buckeye Partners LP 3.950% 12/1/26 10,025 9,247
Buckeye Partners LP 4.125% 12/1/27 850 784
Canadian Natural Resources Ltd. 3.800% 4/15/24 5,695 5,637
Canadian Natural Resources Ltd. 3.900% 2/1/25 1,791 1,768
Canadian Natural Resources Ltd. 3.850% 6/1/27 12,285 11,980
Cenovus Energy Inc. 4.250% 4/15/27 12,299 11,884
Chevron Corp. 2.895% 3/3/24 4,158 4,044
Chevron Corp. 3.326% 11/17/25 7,114 7,004
Chevron Corp. 2.954% 5/16/26 17,420 16,581
Cimarex Energy Co. 4.375% 6/1/24 7,100 7,170
Cimarex Energy Co. 3.900% 5/15/27 8,460 8,073
Columbia Pipeline Group Inc. 4.500% 6/1/25 10,826 10,910
Concho Resources Inc. 4.375% 1/15/25 1,300 1,303
Concho Resources Inc. 3.750% 10/1/27 13,167 12,607

 

 

Concho Resources Inc. 4.300% 8/15/28 4,450 4,433
ConocoPhillips Co. 3.350% 11/15/24 4,373 4,317
ConocoPhillips Co. 4.950% 3/15/26 11,869 12,808
Continental Resources Inc. 3.800% 6/1/24 10,923 10,705
Continental Resources Inc. 4.375% 1/15/28 8,900 8,833
Devon Energy Corp. 5.850% 12/15/25 7,680 8,358
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 6,791 6,696
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 25 24
Enable Midstream Partners LP 3.900% 5/15/24 4,450 4,309
Enable Midstream Partners LP 4.400% 3/15/27 6,812 6,536
Enable Midstream Partners LP 4.950% 5/15/28 7,900 7,850
Enbridge Energy Partners LP 5.875% 10/15/25 5,625 6,174
Enbridge Inc. 4.000% 10/1/23 2,300 2,317
Enbridge Inc. 3.500% 6/10/24 7,300 7,099
Enbridge Inc. 4.250% 12/1/26 9,400 9,462
Enbridge Inc. 3.700% 7/15/27 6,970 6,645
Energy Transfer Operating LP 4.900% 2/1/24 4,000 4,115
Energy Transfer Operating LP 4.050% 3/15/25 10,950 10,716
Energy Transfer Operating LP 4.750% 1/15/26 3,381 3,405
Energy Transfer Operating LP 4.200% 4/15/27 2,500 2,409
Energy Transfer Partners LP 4.950% 6/15/28 13,050 13,333
Enterprise Products Operating LLC 3.900% 2/15/24 5,800 5,849
Enterprise Products Operating LLC 3.750% 2/15/25 15,537 15,507
Enterprise Products Operating LLC 3.700% 2/15/26 6,117 6,030
Enterprise Products Operating LLC 3.950% 2/15/27 850 848
4 Enterprise Products Operating LLC 5.250% 8/16/77 4,150 3,888
4 Enterprise Products Operating LLC 5.375% 2/15/78 8,000 7,433
EOG Resources Inc. 3.150% 4/1/25 3,745 3,630
EOG Resources Inc. 4.150% 1/15/26 7,540 7,724
EQM Midstream Partners LP 4.000% 8/1/24 4,050 3,868
EQM Midstream Partners LP 4.125% 12/1/26 950 895
EQM Midstream Partners LP 5.500% 7/15/28 7,425 7,614
EQT Corp. 3.900% 10/1/27 5,822 5,453
Exxon Mobil Corp. 3.176% 3/15/24 2,770 2,745
Exxon Mobil Corp. 2.709% 3/6/25 13,503 12,933
Exxon Mobil Corp. 3.043% 3/1/26 21,625 20,879
Halliburton Co. 3.800% 11/15/25 14,045 13,920
Helmerich & Payne International Drilling Co. 4.650% 3/15/25 5,010 5,106
Hess Corp. 3.500% 7/15/24 3,550 3,370
Hess Corp. 4.300% 4/1/27 10,414 10,066
HollyFrontier Corp. 5.875% 4/1/26 8,895 9,477
Husky Energy Inc. 4.000% 4/15/24 7,905 7,896
Kerr-McGee Corp. 6.950% 7/1/24 5,245 5,913
Kinder Morgan Energy Partners LP 4.150% 2/1/24 5,970 5,991
Kinder Morgan Energy Partners LP 4.300% 5/1/24 10,853 10,946
Kinder Morgan Energy Partners LP 4.250% 9/1/24 4,950 4,974
Kinder Morgan Inc. 4.300% 6/1/25 8,620 8,687
Kinder Morgan Inc. 4.300% 3/1/28 7,950 7,875
Magellan Midstream Partners LP 5.000% 3/1/26 7,021 7,456
Marathon Oil Corp. 3.850% 6/1/25 13,319 12,926
Marathon Oil Corp. 4.400% 7/15/27 7,600 7,597
Marathon Petroleum Corp. 3.625% 9/15/24 6,372 6,284
MPLX LP 4.500% 7/15/23 693 709
MPLX LP 4.875% 12/1/24 13,757 14,286
MPLX LP 4.000% 2/15/25 3,405 3,343
MPLX LP 4.875% 6/1/25 14,028 14,442
MPLX LP 4.125% 3/1/27 8,215 7,965

 

 

MPLX LP 4.000% 3/15/28 3,000 2,885
National Fuel Gas Co. 5.200% 7/15/25 2,337 2,423
National Fuel Gas Co. 3.950% 9/15/27 2,250 2,073
National Fuel Gas Co. 4.750% 9/1/28 1,750 1,705
Noble Energy Inc. 3.900% 11/15/24 7,045 6,900
Noble Energy Inc. 3.850% 1/15/28 4,050 3,818
Occidental Petroleum Corp. 3.500% 6/15/25 4,756 4,702
Occidental Petroleum Corp. 3.400% 4/15/26 16,975 16,606
Occidental Petroleum Corp. 3.000% 2/15/27 1,915 1,813
ONEOK Inc. 4.000% 7/13/27 5,750 5,558
ONEOK Inc. 4.550% 7/15/28 6,150 6,177
ONEOK Partners LP 4.900% 3/15/25 4,550 4,717
Patterson-UTI Energy Inc. 3.950% 2/1/28 3,954 3,680
Phillips 66 3.900% 3/15/28 2,800 2,760
Phillips 66 Partners LP 3.605% 2/15/25 4,925 4,743
Phillips 66 Partners LP 3.550% 10/1/26 5,500 5,165
Phillips 66 Partners LP 3.750% 3/1/28 5,000 4,735
Pioneer Natural Resources Co. 4.450% 1/15/26 3,900 3,987
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 4,746 4,667
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 11,145 10,733
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 9,680 9,759
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 8,300 8,292
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 9,445 9,587
Sabine Pass Liquefaction LLC 5.750% 5/15/24 17,650 18,952
Sabine Pass Liquefaction LLC 5.625% 3/1/25 19,101 20,366
Sabine Pass Liquefaction LLC 5.875% 6/30/26 18,705 20,131
Sabine Pass Liquefaction LLC 5.000% 3/15/27 11,250 11,545
Sabine Pass Liquefaction LLC 4.200% 3/15/28 10,950 10,621
Schlumberger Investment SA 3.650% 12/1/23 13,505 13,612
Shell International Finance BV 3.250% 5/11/25 16,461 16,130
Shell International Finance BV 2.875% 5/10/26 17,947 17,039
Shell International Finance BV 2.500% 9/12/26 18,025 16,637
Spectra Energy Partners LP 4.750% 3/15/24 10,832 11,169
Spectra Energy Partners LP 3.500% 3/15/25 3,625 3,486
Spectra Energy Partners LP 3.375% 10/15/26 4,899 4,589
Suncor Energy Inc. 3.600% 12/1/24 6,375 6,309
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 5,116 5,084
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 5,700 6,136
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 6,000 5,673
Sunoco Logistics Partners Operations LP 4.000% 10/1/27 4,375 4,138
TC PipeLines LP 3.900% 5/25/27 5,000 4,737
5 Texas Eastern Transmission LP 2.800% 10/15/22 25 24
Total Capital International SA 3.700% 1/15/24 9,991 10,070
Total Capital International SA 3.750% 4/10/24 9,574 9,653
TransCanada PipeLines Ltd. 3.750% 10/16/23 7,650 7,641
TransCanada PipeLines Ltd. 4.875% 1/15/26 6,985 7,263
TransCanada PipeLines Ltd. 4.250% 5/15/28 8,500 8,510
Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 1,480 1,804
Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 2,550 2,492
Valero Energy Corp. 3.650% 3/15/25 4,200 4,109
Valero Energy Corp. 3.400% 9/15/26 12,528 11,910
Valero Energy Corp. 4.350% 6/1/28 5,000 5,014

 

 

Valero Energy Partners LP 4.375% 12/15/26 5,450 5,336
Valero Energy Partners LP 4.500% 3/15/28 2,800 2,751
Western Gas Partners LP 3.950% 6/1/25 6,800 6,457
Western Gas Partners LP 4.650% 7/1/26 5,814 5,719
Western Gas Partners LP 4.500% 3/1/28 500 481
Western Gas Partners LP 4.750% 8/15/28 1,700 1,661
Williams Cos. Inc. 4.500% 11/15/23 3,000 3,055
Williams Cos. Inc. 4.300% 3/4/24 9,041 9,095
Williams Cos. Inc. 3.900% 1/15/25 13,458 13,074
Williams Cos. Inc. 4.000% 9/15/25 11,136 10,948
Williams Cos. Inc. 3.750% 6/15/27 15,449 14,746
Williams Cos. Inc. 4.550% 6/24/24 4,000 4,063
 
Other Industrial (0.1%)        
CBRE Services Inc. 5.250% 3/15/25 4,800 5,012
CBRE Services Inc. 4.875% 3/1/26 5,660 5,763
Cintas Corp. No 2 3.700% 4/1/27 9,175 8,918
Fluor Corp. 3.500% 12/15/24 6,070 5,909
Fluor Corp. 4.250% 9/15/28 1,525 1,500
 
Technology (3.5%)        
Adobe Inc. 3.250% 2/1/25 8,605 8,439
Alphabet Inc. 3.375% 2/25/24 5,900 5,920
Alphabet Inc. 1.998% 8/15/26 15,499 13,956
Altera Corp. 4.100% 11/15/23 8,360 8,516
Amphenol Corp. 3.200% 4/1/24 2,950 2,831
Analog Devices Inc. 3.125% 12/5/23 5,535 5,347
Analog Devices Inc. 3.900% 12/15/25 1,964 1,938
Analog Devices Inc. 3.500% 12/5/26 9,723 9,312
Apple Inc. 3.000% 2/9/24 15,074 14,769
Apple Inc. 3.450% 5/6/24 10,115 10,112
Apple Inc. 2.850% 5/11/24 16,250 15,735
Apple Inc. 2.750% 1/13/25 13,800 13,225
Apple Inc. 2.500% 2/9/25 13,426 12,657
Apple Inc. 3.200% 5/13/25 21,785 21,334
Apple Inc. 3.250% 2/23/26 31,632 30,891
Apple Inc. 2.450% 8/4/26 20,187 18,582
Apple Inc. 3.350% 2/9/27 19,363 18,901
Apple Inc. 3.200% 5/11/27 22,105 21,306
Apple Inc. 3.000% 6/20/27 10,100 9,611
Apple Inc. 2.900% 9/12/27 19,310 18,194
Apple Inc. 3.000% 11/13/27 8,723 8,304
Applied Materials Inc. 3.900% 10/1/25 6,135 6,163
Applied Materials Inc. 3.300% 4/1/27 11,026 10,579
Arrow Electronics Inc. 3.250% 9/8/24 4,900 4,634
Arrow Electronics Inc. 4.000% 4/1/25 5,225 5,047
Arrow Electronics Inc. 3.875% 1/12/28 2,400 2,236
Autodesk Inc. 4.375% 6/15/25 2,600 2,611
Autodesk Inc. 3.500% 6/15/27 4,400 4,100
Avnet Inc. 4.625% 4/15/26 4,930 4,909
Baidu Inc. 4.125% 6/30/25 4,000 3,947
Baidu Inc. 3.625% 7/6/27 5,725 5,368
Baidu Inc. 4.375% 3/29/28 4,500 4,432
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.625% 1/15/24 18,277 17,769
Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.125% 1/15/25 13,250 12,307

 

 

Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.875% 1/15/27 52,095 49,158
Broadridge Financial Solutions Inc. 3.400% 6/27/26 3,770 3,560
CA Inc. 4.700% 3/15/27 3,225 3,189
Cadence Design Systems Inc. 4.375% 10/15/24 3,025 3,031
Cisco Systems Inc. 3.625% 3/4/24 9,557 9,679
Cisco Systems Inc. 2.950% 2/28/26 6,440 6,152
Cisco Systems Inc. 2.500% 9/20/26 14,003 12,950
Citrix Systems Inc. 4.500% 12/1/27 6,475 6,248
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 40,908 43,589
DXC Technology Co. 4.250% 4/15/24 7,450 7,459
DXC Technology Co. 4.750% 4/15/27 5,015 5,141
Fidelity National Information Services Inc. 3.875% 6/5/24 3,613 3,607
Fidelity National Information Services Inc. 5.000% 10/15/25 6,425 6,742
Fidelity National Information Services Inc. 3.000% 8/15/26 14,856 13,724
Fiserv Inc. 3.800% 10/1/23 8,370 8,383
Fiserv Inc. 3.850% 6/1/25 7,984 7,917
Flex Ltd. 4.750% 6/15/25 4,500 4,524
Hewlett Packard Enterprise Co. 4.900% 10/15/25 24,611 25,238
Intel Corp. 2.875% 5/11/24 15,321 14,855
Intel Corp. 3.700% 7/29/25 25,904 26,053
Intel Corp. 2.600% 5/19/26 4,548 4,237
International Business Machines Corp. 3.625% 2/12/24 15,840 15,892
International Business Machines Corp. 3.450% 2/19/26 20,521 20,239
International Business Machines Corp. 3.300% 1/27/27 4,320 4,214
International Business Machines Corp. 6.220% 8/1/27 2,800 3,276
Jabil Inc. 3.950% 1/12/28 4,325 4,063
Juniper Networks Inc. 4.500% 3/15/24 2,970 3,021
Juniper Networks Inc. 4.350% 6/15/25 3,900 3,879
Keysight Technologies Inc. 4.550% 10/30/24 5,175 5,211
Keysight Technologies Inc. 4.600% 4/6/27 6,025 6,028
KLA-Tencor Corp. 4.650% 11/1/24 10,780 11,034
Lam Research Corp. 3.800% 3/15/25 4,500 4,468
Marvell Technology Group Ltd. 4.875% 6/22/28 5,250 5,276
Maxim Integrated Products Inc. 3.450% 6/15/27 4,500 4,226
Microsoft Corp. 3.625% 12/15/23 11,204 11,384
Microsoft Corp. 2.875% 2/6/24 21,219 20,743
Microsoft Corp. 2.700% 2/12/25 20,280 19,424
Microsoft Corp. 3.125% 11/3/25 25,740 25,132
Microsoft Corp. 2.400% 8/8/26 36,338 33,440
Microsoft Corp. 3.300% 2/6/27 31,770 31,169
Motorola Solutions Inc. 4.000% 9/1/24 7,450 7,282
Motorola Solutions Inc. 4.600% 2/23/28 7,300 7,140
NetApp Inc. 3.300% 9/29/24 3,777 3,588
NVIDIA Corp. 3.200% 9/16/26 9,350 8,934
Oracle Corp. 3.400% 7/8/24 19,489 19,361
Oracle Corp. 2.950% 11/15/24 24,290 23,408
Oracle Corp. 2.950% 5/15/25 13,028 12,493
Oracle Corp. 2.650% 7/15/26 28,951 26,847
Oracle Corp. 3.250% 11/15/27 17,969 17,275
QUALCOMM Inc. 2.900% 5/20/24 14,706 14,043
QUALCOMM Inc. 3.450% 5/20/25 18,384 17,868
QUALCOMM Inc. 3.250% 5/20/27 9,570 8,981
salesforce.com Inc. 3.700% 4/11/28 13,400 13,258
Seagate HDD Cayman 4.875% 3/1/24 4,325 4,238
Seagate HDD Cayman 4.750% 1/1/25 8,405 8,027

 

 

Seagate HDD Cayman 4.875% 6/1/27 6,025 5,648
Tech Data Corp. 4.950% 2/15/27 4,550 4,451
Texas Instruments Inc. 2.625% 5/15/24 2,600 2,485
Texas Instruments Inc. 2.900% 11/3/27 4,300 4,045
Total System Services Inc. 4.800% 4/1/26 5,155 5,281
Total System Services Inc. 4.450% 6/1/28 4,000 3,987
Trimble Inc. 4.750% 12/1/24 3,877 3,919
Trimble Inc. 4.900% 6/15/28 2,550 2,577
Tyco Electronics Group SA 3.450% 8/1/24 3,200 3,113
Tyco Electronics Group SA 3.700% 2/15/26 3,147 3,069
Tyco Electronics Group SA 3.125% 8/15/27 5,000 4,654
Verisk Analytics Inc. 4.000% 6/15/25 7,784 7,678
VMware Inc. 3.900% 8/21/27 9,621 9,084
Xerox Corp. 3.625% 3/15/23 3,000 2,846
Xilinx Inc. 2.950% 6/1/24 6,475 6,144
 
Transportation (0.9%)        
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 2,939 2,909
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 2,500 2,434
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 4,352 4,168
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 2,275 2,209
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 1,311 1,297
4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 1,809 1,751
4 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 4,610 4,342
4 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 2,062 2,059
4 BNSF Funding Trust I 6.613% 12/15/55 100 111
Burlington Northern Santa Fe LLC 3.750% 4/1/24 4,533 4,583
Burlington Northern Santa Fe LLC 3.400% 9/1/24 3,467 3,440
Burlington Northern Santa Fe LLC 3.000% 4/1/25 6,737 6,499
Burlington Northern Santa Fe LLC 3.650% 9/1/25 5,075 5,086
Burlington Northern Santa Fe LLC 7.000% 12/15/25 5,870 7,054
Burlington Northern Santa Fe LLC 3.250% 6/15/27 5,600 5,461
Canadian National Railway Co. 2.950% 11/21/24 3,340 3,219
Canadian National Railway Co. 2.750% 3/1/26 4,010 3,759
Canadian Pacific Railway Co. 2.900% 2/1/25 4,618 4,386
Canadian Pacific Railway Co. 4.000% 6/1/28 4,500 4,537
CH Robinson Worldwide Inc. 4.200% 4/15/28 6,000 5,910
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 7,991 8,019
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 5,060 5,064
CSX Corp. 3.700% 11/1/23 4,275 4,295
CSX Corp. 3.400% 8/1/24 5,920 5,844
CSX Corp. 3.350% 11/1/25 8,850 8,581
CSX Corp. 2.600% 11/1/26 4,650 4,218
CSX Corp. 3.250% 6/1/27 6,780 6,418
CSX Corp. 3.800% 3/1/28 7,500 7,389
4 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 1,001 984

 

 

Delta Air Lines Inc. 4.375% 4/19/28 4,600 4,433
FedEx Corp. 4.000% 1/15/24 5,431 5,551
FedEx Corp. 3.200% 2/1/25 7,350 7,155
FedEx Corp. 3.250% 4/1/26 9,400 9,051
FedEx Corp. 3.300% 3/15/27 4,000 3,797
FedEx Corp. 3.400% 2/15/28 5,000 4,770
Kirby Corp. 4.200% 3/1/28 4,900 4,801
Norfolk Southern Corp. 3.850% 1/15/24 2,075 2,088
Norfolk Southern Corp. 5.590% 5/17/25 2,839 3,090
Norfolk Southern Corp. 3.650% 8/1/25 1,800 1,782
Norfolk Southern Corp. 2.900% 6/15/26 3,690 3,460
Norfolk Southern Corp. 7.800% 5/15/27 450 566
Norfolk Southern Corp. 3.150% 6/1/27 2,410 2,279
Norfolk Southern Corp. 3.800% 8/1/28 5,800 5,732
Southwest Airlines Co. 3.000% 11/15/26 3,270 3,019
Southwest Airlines Co. 3.450% 11/16/27 2,900 2,759
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,171 1,231
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 1,482 1,464
Trinity Industries Inc. 4.550% 10/1/24 3,185 3,061
Union Pacific Corp. 3.646% 2/15/24 4,510 4,492
Union Pacific Corp. 3.750% 3/15/24 1,645 1,639
Union Pacific Corp. 3.250% 1/15/25 6,428 6,248
Union Pacific Corp. 3.750% 7/15/25 5,500 5,486
Union Pacific Corp. 3.250% 8/15/25 6,120 5,902
Union Pacific Corp. 2.750% 3/1/26 7,459 6,942
Union Pacific Corp. 3.000% 4/15/27 1,308 1,234
Union Pacific Corp. 3.950% 9/10/28 7,000 7,014
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 4,285 4,338
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 4,248 4,243
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 6,021 5,958
4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 1,807 1,744
4 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 947 908
4 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 2,936 2,772
United Parcel Service Inc. 2.800% 11/15/24 3,250 3,119
United Parcel Service Inc. 2.400% 11/15/26 3,100 2,823
United Parcel Service Inc. 3.050% 11/15/27 10,100 9,627
4 US Airways 2012-1 Class A Pass Through        
Trust 5.900% 4/1/26 394 420
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 3,123 3,093
4 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 857 869
        7,342,110
Utilities (2.2%)        
Electric (1.9%)        
5 AEP Texas Inc. 3.950% 6/1/28 3,000 2,980
AEP Transmission Co. LLC 3.100% 12/1/26 3,370 3,203
Alabama Power Co. 3.550% 12/1/23 3,600 3,594
Ameren Corp. 3.650% 2/15/26 2,662 2,576

 

 

Ameren Illinois Co. 3.250% 3/1/25 2,700 2,631
Ameren Illinois Co. 3.800% 5/15/28 4,200 4,215
American Electric Power Co. Inc. 3.200% 11/13/27 2,500 2,344
Appalachian Power Co. 3.400% 6/1/25 2,000 1,948
Arizona Public Service Co. 3.150% 5/15/25 3,950 3,809
Arizona Public Service Co. 2.950% 9/15/27 2,725 2,534
Avangrid Inc. 3.150% 12/1/24 5,775 5,492
Baltimore Gas & Electric Co. 2.400% 8/15/26 3,000 2,704
Berkshire Hathaway Energy Co. 3.750% 11/15/23 6,925 6,958
Berkshire Hathaway Energy Co. 3.500% 2/1/25 3,811 3,746
Berkshire Hathaway Energy Co. 3.250% 4/15/28 5,000 4,726
Black Hills Corp. 4.250% 11/30/23 2,218 2,249
Black Hills Corp. 3.950% 1/15/26 4,150 4,069
Black Hills Corp. 3.150% 1/15/27 3,700 3,400
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 1,800 1,637
CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 2,250 2,122
Cleco Corporate Holdings LLC 3.743% 5/1/26 4,980 4,690
Cleveland Electric Illuminating Co. 5.500% 8/15/24 250 271
CMS Energy Corp. 3.000% 5/15/26 3,000 2,810
CMS Energy Corp. 3.450% 8/15/27 3,250 3,121
Commonwealth Edison Co. 2.550% 6/15/26 6,650 6,089
Commonwealth Edison Co. 2.950% 8/15/27 3,000 2,806
Commonwealth Edison Co. 3.700% 8/15/28 4,700 4,675
Connecticut Light & Power Co. 3.200% 3/15/27 3,775 3,619
Consolidated Edison Co. of New York Inc. 3.125% 11/15/27 3,225 3,072
Consolidated Edison Co. of New York Inc. 3.800% 5/15/28 2,000 2,006
Delmarva Power & Light Co. 3.500% 11/15/23 4,275 4,252
Dominion Energy Inc. 3.625% 12/1/24 4,527 4,429
Dominion Energy Inc. 3.900% 10/1/25 5,930 5,829
Dominion Energy Inc. 2.850% 8/15/26 3,800 3,453
Dominion Energy Inc. 4.250% 6/1/28 1,750 1,752
4 Dominion Energy Inc. 5.750% 10/1/54 4,600 4,783
DTE Electric Co. 3.650% 3/15/24 6,050 6,063
DTE Electric Co. 3.375% 3/1/25 1,675 1,642
DTE Energy Co. 3.850% 12/1/23 2,363 2,371
DTE Energy Co. 3.500% 6/1/24 4,483 4,402
DTE Energy Co. 2.850% 10/1/26 5,703 5,231
DTE Energy Co. 3.800% 3/15/27 5,175 5,053
Duke Energy Carolinas LLC 2.950% 12/1/26 3,500 3,323
Duke Energy Corp. 3.950% 10/15/23 3,612 3,647
Duke Energy Corp. 3.750% 4/15/24 14,077 14,073
Duke Energy Corp. 2.650% 9/1/26 2,754 2,496
Duke Energy Corp. 3.150% 8/15/27 7,000 6,503
Duke Energy Florida LLC 3.200% 1/15/27 5,000 4,808
Duke Energy Florida LLC 3.800% 7/15/28 2,800 2,792
Duke Energy Progress LLC 3.250% 8/15/25 5,154 5,007
Duke Energy Progress LLC 3.700% 9/1/28 4,500 4,454
Edison International 4.125% 3/15/28 5,100 5,049
Emera US Finance LP 3.550% 6/15/26 8,985 8,466
Enel Americas SA 4.000% 10/25/26 1,000 950
Enel Chile SA 4.875% 6/12/28 8,500 8,572
Enel Generacion Chile SA 4.250% 4/15/24 765 756
Entergy Arkansas Inc. 3.700% 6/1/24 1,500 1,503
Entergy Arkansas Inc. 3.500% 4/1/26 6,172 6,067
Entergy Corp. 2.950% 9/1/26 8,255 7,580
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 4,670 5,076
Entergy Louisiana LLC 5.400% 11/1/24 1,735 1,888

 

 

Entergy Louisiana LLC 2.400% 10/1/26 3,655 3,297
Entergy Louisiana LLC 3.120% 9/1/27 5,475 5,158
Entergy Louisiana LLC 3.250% 4/1/28 4,000 3,797
Entergy Mississippi Inc. 2.850% 6/1/28 1,085 993
Eversource Energy 2.900% 10/1/24 3,600 3,414
Eversource Energy 3.150% 1/15/25 3,810 3,659
Eversource Energy 3.300% 1/15/28 5,000 4,714
Exelon Corp. 3.950% 6/15/25 10,918 10,877
Exelon Corp. 3.400% 4/15/26 6,607 6,292
FirstEnergy Corp. 3.900% 7/15/27 14,929 14,512
Florida Power & Light Co. 3.250% 6/1/24 2,700 2,678
Florida Power & Light Co. 3.125% 12/1/25 4,850 4,701
Fortis Inc. 3.055% 10/4/26 20,529 18,835
Georgia Power Co. 3.250% 4/1/26 4,636 4,357
Georgia Power Co. 3.250% 3/30/27 2,839 2,640
Gulf Power Co. 3.300% 5/30/27 3,075 2,929
Indiana Michigan Power Co. 3.850% 5/15/28 3,400 3,383
Interstate Power & Light Co. 3.250% 12/1/24 5,000 4,843
Interstate Power & Light Co. 4.100% 9/26/28 4,250 4,276
IPALCO Enterprises Inc. 3.700% 9/1/24 1,189 1,144
ITC Holdings Corp. 3.650% 6/15/24 5,320 5,200
ITC Holdings Corp. 3.250% 6/30/26 3,825 3,603
ITC Holdings Corp. 3.350% 11/15/27 7,750 7,287
Louisville Gas & Electric Co. 3.300% 10/1/25 2,800 2,724
MidAmerican Energy Co. 3.500% 10/15/24 6,170 6,145
MidAmerican Energy Co. 3.100% 5/1/27 575 548
Mississippi Power Co. 3.950% 3/30/28 3,000 2,939
National Rural Utilities Cooperative Finance        
Corp. 2.950% 2/7/24 6,440 6,203
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,850 4,613
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 3,970 3,851
National Rural Utilities Cooperative Finance        
Corp. 3.050% 4/25/27 3,200 3,016
National Rural Utilities Cooperative Finance        
Corp. 3.400% 2/7/28 3,500 3,397
4 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 3,575 3,645
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 10,046 9,640
4 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 5,200 4,875
NSTAR Electric Co. 3.200% 5/15/27 2,655 2,540
Oklahoma Gas & Electric Co. 3.800% 8/15/28 3,400 3,336
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 3,085 2,962
Pacific Gas & Electric Co. 3.850% 11/15/23 350 347
Pacific Gas & Electric Co. 3.750% 2/15/24 8,263 8,087
Pacific Gas & Electric Co. 3.400% 8/15/24 5,580 5,334
Pacific Gas & Electric Co. 3.500% 6/15/25 6,480 6,183
Pacific Gas & Electric Co. 2.950% 3/1/26 6,337 5,763
Pacific Gas & Electric Co. 3.300% 12/1/27 8,750 7,997
PacifiCorp 3.600% 4/1/24 3,575 3,562
Potomac Electric Power Co. 3.600% 3/15/24 300 300
PPL Capital Funding Inc. 3.950% 3/15/24 1,568 1,564
PPL Capital Funding Inc. 3.100% 5/15/26 7,636 7,096
Public Service Co. of Colorado 3.700% 6/15/28 3,125 3,116
Public Service Co. of New Hampshire 3.500% 11/1/23 1,550 1,546
Public Service Electric & Gas Co. 3.000% 5/15/25 3,815 3,650

 

 

Public Service Electric & Gas Co. 2.250% 9/15/26 3,875 3,470
Public Service Electric & Gas Co. 3.000% 5/15/27 2,000 1,886
Public Service Electric & Gas Co. 3.700% 5/1/28 3,500 3,471
Puget Energy Inc. 3.650% 5/15/25 6,465 6,209
San Diego Gas & Electric Co. 2.500% 5/15/26 4,650 4,238
Scottish Power Ltd. 5.810% 3/15/25 900 981
Sierra Pacific Power Co. 2.600% 5/1/26 5,880 5,403
Southern California Edison Co. 3.500% 10/1/23 4,534 4,500
Southern California Edison Co. 3.700% 8/1/25 2,050 2,038
Southern California Edison Co. 3.650% 3/1/28 3,750 3,652
Southern Co. 3.250% 7/1/26 9,620 8,988
Southern Power Co. 4.150% 12/1/25 7,455 7,340
Southwestern Electric Power Co. 2.750% 10/1/26 8,750 8,000
Southwestern Electric Power Co. 4.100% 9/15/28 6,400 6,382
Southwestern Public Service Co. 3.300% 6/15/24 2,650 2,599
Tucson Electric Power Co. 3.050% 3/15/25 750 707
Union Electric Co. 3.500% 4/15/24 3,375 3,357
Union Electric Co. 2.950% 6/15/27 3,500 3,278
Virginia Electric & Power Co. 3.450% 2/15/24 2,000 1,977
Virginia Electric & Power Co. 3.100% 5/15/25 3,200 3,073
Virginia Electric & Power Co. 3.150% 1/15/26 7,630 7,338
Virginia Electric & Power Co. 2.950% 11/15/26 6,192 5,813
Virginia Electric & Power Co. 3.500% 3/15/27 3,964 3,875
Virginia Electric & Power Co. 3.800% 4/1/28 7,350 7,342
WEC Energy Group Inc. 3.550% 6/15/25 3,632 3,565
Westar Energy Inc. 2.550% 7/1/26 3,835 3,510
Westar Energy Inc. 3.100% 4/1/27 2,877 2,719
Wisconsin Power & Light Co. 3.050% 10/15/27 2,700 2,538
Xcel Energy Inc. 3.300% 6/1/25 5,800 5,593
Xcel Energy Inc. 3.350% 12/1/26 4,775 4,550
Xcel Energy Inc. 4.000% 6/15/28 4,725 4,731
 
Natural Gas (0.2%)        
Atmos Energy Corp. 3.000% 6/15/27 4,725 4,459
CenterPoint Energy Resources Corp. 4.000% 4/1/28 2,825 2,793
NiSource Finance Corp. 3.490% 5/15/27 9,000 8,508
ONE Gas Inc. 3.610% 2/1/24 1,845 1,833
Sempra Energy 4.050% 12/1/23 6,500 6,522
Sempra Energy 3.750% 11/15/25 7,011 6,821
Sempra Energy 3.250% 6/15/27 8,891 8,260
Sempra Energy 3.400% 2/1/28 9,100 8,506
Southern California Gas Co. 2.600% 6/15/26 11,000 10,123
Southern Co. Gas Capital Corp. 2.450% 10/1/23 3,050 2,858
Southern Co. Gas Capital Corp. 3.250% 6/15/26 1,525 1,427
Southwest Gas Corp. 3.700% 4/1/28 2,600 2,502
 
Other Utility (0.1%)        
American Water Capital Corp. 3.850% 3/1/24 3,525 3,559
American Water Capital Corp. 3.400% 3/1/25 6,018 5,902
American Water Capital Corp. 2.950% 9/1/27 5,550 5,172
American Water Capital Corp. 3.750% 9/1/28 4,000 3,969
        696,271
Total Corporate Bonds (Cost $13,177,314)       12,756,697
Sovereign Bonds (5.3%)        
Asian Development Bank 2.000% 1/22/25 15,680 14,652
Asian Development Bank 2.125% 3/19/25 2,325 2,183

 

 

Asian Development Bank 2.000% 4/24/26 8,375 7,708
Asian Development Bank 1.750% 8/14/26 15,700 14,134
Asian Development Bank 2.625% 1/12/27 10,000 9,575
Asian Development Bank 2.375% 8/10/27 2,800 2,624
Asian Development Bank 2.500% 11/2/27 17,245 16,295
Asian Development Bank 2.750% 1/19/28 5,800 5,590
Asian Development Bank 5.820% 6/16/28 3,980 4,700
Asian Development Bank 3.125% 9/26/28 6,500 6,446
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 17,775 17,011
CNOOC Finance 2015 USA LLC 4.375% 5/2/28 6,600 6,626
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 19,900 20,073
Ecopetrol SA 4.125% 1/16/25 7,168 7,007
Ecopetrol SA 5.375% 6/26/26 11,490 11,849
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 2,000 1,960
Equinor ASA 2.650% 1/15/24 15,969 15,307
Equinor ASA 3.700% 3/1/24 4,458 4,491
Equinor ASA 3.250% 11/10/24 8,320 8,172
Equinor ASA 7.250% 9/23/27 6,375 7,977
Equinor ASA 6.800% 1/15/28 435 523
Equinor ASA 3.625% 9/10/28 3,800 3,766
European Investment Bank 3.250% 1/29/24 30,885 31,057
European Investment Bank 2.500% 10/15/24 8,725 8,413
European Investment Bank 1.875% 2/10/25 35,440 32,807
European Investment Bank 2.125% 4/13/26 2,800 2,601
European Investment Bank 2.375% 5/24/27 18,415 17,270
Export-Import Bank of Korea 4.000% 1/14/24 5,100 5,123
Export-Import Bank of Korea 2.875% 1/21/25 13,800 12,969
Export-Import Bank of Korea 3.250% 11/10/25 10,200 9,728
Export-Import Bank of Korea 2.625% 5/26/26 13,000 11,829
Export-Import Bank of Korea 3.250% 8/12/26 4,400 4,167
Export-Import Bank of Korea 2.375% 4/21/27 200 176
Hydro-Quebec 8.050% 7/7/24 7,790 9,473
Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 4,900 4,620
Inter-American Development Bank 3.000% 10/4/23 7,180 7,149
Inter-American Development Bank 3.000% 2/21/24 26,550 26,360
Inter-American Development Bank 2.125% 1/15/25 12,150 11,441
Inter-American Development Bank 7.000% 6/15/25 4,365 5,260
Inter-American Development Bank 2.000% 6/2/26 5,850 5,390
Inter-American Development Bank 2.375% 7/7/27 29,153 27,340
Inter-American Development Bank 3.125% 9/18/28 23,000 22,808
International Bank for Reconstruction &        
Development 2.500% 11/25/24 49,750 48,104
International Bank for Reconstruction &        
Development 2.125% 3/3/25 1,120 1,055
International Bank for Reconstruction &        
Development 2.500% 7/29/25 24,200 23,248
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,340
International Bank for Reconstruction &        
Development 1.875% 10/27/26 12,500 11,361
International Bank for Reconstruction &        
Development 2.500% 11/22/27 22,995 21,721
International Finance Corp. 2.125% 4/7/26 8,550 7,955
6 Japan Bank for International Cooperation 3.000% 5/29/24 18,350 17,961
6 Japan Bank for International Cooperation 2.125% 2/10/25 22,705 21,033
6 Japan Bank for International Cooperation 2.500% 5/28/25 1,100 1,041

 

 

6 Japan Bank for International Cooperation 2.750% 1/21/26 10,000 9,574
6 Japan Bank for International Cooperation 2.375% 4/20/26 6,000 5,569
6 Japan Bank for International Cooperation 2.250% 11/4/26 21,800 19,903
6 Japan Bank for International Cooperation 2.875% 6/1/27 20,800 19,905
6 Japan Bank for International Cooperation 2.875% 7/21/27 16,000 15,290
6 Japan Bank for International Cooperation 2.750% 11/16/27 7,740 7,299
6 Japan Bank for International Cooperation 3.250% 7/20/28 10,500 10,306
6 Japan International Cooperation Agency 2.750% 4/27/27 8,600 8,111
6 Japan International Cooperation Agency 3.375% 6/12/28 4,700 4,654
7 KFW 2.500% 11/20/24 56,190 54,151
7 KFW 2.000% 5/2/25 20,000 18,625
7 KFW 2.875% 4/3/28 14,200 13,854
Korea Development Bank 3.750% 1/22/24 8,050 8,013
Korea Development Bank 3.000% 1/13/26 10,000 9,359
Korea Development Bank 2.000% 9/12/26 8,750 7,567
7 Landwirtschaftliche Rentenbank 2.000% 1/13/25 14,280 13,332
7 Landwirtschaftliche Rentenbank 2.375% 6/10/25 12,800 12,188
7 Landwirtschaftliche Rentenbank 1.750% 7/27/26 14,925 13,425
7 Landwirtschaftliche Rentenbank 2.500% 11/15/27 16,640 15,695
4 Oriental Republic of Uruguay 4.500% 8/14/24 14,301 14,721
4 Oriental Republic of Uruguay 4.375% 10/27/27 19,650 19,969
Petroleos Mexicanos 4.875% 1/18/24 25,120 24,946
4 Petroleos Mexicanos 2.290% 2/15/24 1,045 1,020
Petroleos Mexicanos 4.250% 1/15/25 9,175 8,696
Petroleos Mexicanos 4.500% 1/23/26 3,125 2,922
Petroleos Mexicanos 6.875% 8/4/26 26,650 27,997
Petroleos Mexicanos 6.500% 3/13/27 60,240 61,436
5 Petroleos Mexicanos 5.350% 2/12/28 8,650 8,148
Province of Alberta 3.300% 3/15/28 11,580 11,381
Province of British Columbia 6.500% 1/15/26 1,935 2,290
Province of British Columbia 2.250% 6/2/26 8,540 7,896
Province of Manitoba 3.050% 5/14/24 7,140 7,004
Province of Manitoba 2.125% 6/22/26 4,000 3,635
Province of New Brunswick 3.625% 2/24/28 4,700 4,715
Province of Ontario 3.200% 5/16/24 7,600 7,532
Province of Ontario 2.500% 4/27/26 7,500 7,037
Province of Quebec 7.125% 2/9/24 8,325 9,748
Province of Quebec 2.875% 10/16/24 14,020 13,686
Province of Quebec 2.500% 4/20/26 14,000 13,191
Province of Quebec 2.750% 4/12/27 16,900 16,088
Republic of Chile 3.125% 3/27/25 420 407
Republic of Chile 3.125% 1/21/26 14,038 13,491
4 Republic of Chile 3.240% 2/6/28 14,375 13,775
Republic of Colombia 4.000% 2/26/24 18,475 18,503
Republic of Colombia 8.125% 5/21/24 6,140 7,379
4 Republic of Colombia 4.500% 1/28/26 10,861 11,089
4 Republic of Colombia 3.875% 4/25/27 22,100 21,458
Republic of Finland 6.950% 2/15/26 695 838
Republic of Hungary 5.750% 11/22/23 26,683 28,918
Republic of Hungary 5.375% 3/25/24 10,066 10,783
5 Republic of Indonesia 3.850% 7/18/27 300 286
Republic of Indonesia 3.500% 1/11/28 13,250 12,336
Republic of Indonesia 4.100% 4/24/28 9,000 8,727
Republic of Italy 6.875% 9/27/23 24,465 26,508
Republic of Korea 5.625% 11/3/25 1,775 1,992
Republic of Korea 2.750% 1/19/27 13,500 12,670
4 Republic of Panama 4.000% 9/22/24 17,080 17,302

 

 

4 Republic of Panama 3.750% 3/16/25 15,895 15,784
  Republic of Panama 7.125% 1/29/26 11,869 14,118
  Republic of Panama 8.875% 9/30/27 11,920 16,074
  Republic of Peru 7.350% 7/21/25 17,415 21,283
  Republic of Peru 4.125% 8/25/27 7,060 7,267
  Republic of Poland 4.000% 1/22/24 22,747 23,202
  Republic of Poland 3.250% 4/6/26 7,175 6,968
  Republic of the Philippines 4.200% 1/21/24 11,380 11,693
  Republic of the Philippines 9.500% 10/21/24 3,400 4,420
  Republic of the Philippines 10.625% 3/16/25 9,495 13,139
  Republic of the Philippines 5.500% 3/30/26 13,475 14,890
  Republic of the Philippines 3.000% 2/1/28 19,000 17,696
  State of Israel 2.875% 3/16/26 10,000 9,458
  State of Israel 3.250% 1/17/28 9,500 9,127
  United Mexican States 4.000% 10/2/23 21,915 22,057
  United Mexican States 3.600% 1/30/25 22,480 21,841
  United Mexican States 4.125% 1/21/26 30,885 30,598
  United Mexican States 11.500% 5/15/26 500 729
  United Mexican States 4.150% 3/28/27 36,825 36,220
  United Mexican States 3.750% 1/11/28 15,630 14,881
Total Sovereign Bonds (Cost $1,719,244)       1,658,254
Taxable Municipal Bonds (0.2%)        
  Alabama Economic Settlement Authority BP        
  Settlement Revenue 3.163% 9/15/25 2,070 2,032
  California GO 6.650% 3/1/22 3,500 3,818
  California GO 3.375% 4/1/25 4,575 4,531
  California GO 3.500% 4/1/28 3,600 3,523
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.814% 7/1/24 190 183
  Oregon GO 5.892% 6/1/27 13,900 15,942
8 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,661
9 Oregon School Boards Association GO 5.550% 6/30/28 875 975
  Regents of the University of California        
  Revenue 3.063% 7/1/25 9,500 9,220
  South Carolina Public Service Authority        
  Revenue 2.388% 12/1/23 3,100 2,881
  Utah GO 4.554% 7/1/24 9,895 10,308
  Utah GO 3.539% 7/1/25 65 65
  Wisconsin General Fund Annual Appropriation        
  Revenue 3.154% 5/1/27 3,300 3,165
8 Wisconsin GO 5.700% 5/1/26 3,245 3,555
Total Taxable Municipal Bonds (Cost $63,748)       61,859
        Shares  
Temporary Cash Investment (1.3%)        
Money Market Fund (1.3%)        
10 Vanguard Market Liquidity Fund (Cost $400,064) 2.209%   4,000,677 400,068
Total Investments (100.4%) (Cost $32,720,473)       31,465,749
Other Assets and Liabilities-Net (-0.4%)       (128,594)
Net Assets (100%)       31,337,155

 

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.

 

4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, the
aggregate value of these securities was $305,277,000, representing 1.0% 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 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
10 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

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

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

The following table summarizes the market value of the fund's investments as of September 30, 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 — 16,588,871 —
Corporate Bonds — 12,756,697 —
Sovereign Bonds — 1,658,254 —
Taxable Municipal Bonds — 61,859 —
Temporary Cash Investments 400,068 — —
Total 400,068 31,065,681 —

 

 

Intermediate-Term Bond Index Fund


Vanguard Long-Term Bond Index Fund

Schedule of Investments (unaudited)
As of September 30, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (41.8%)        
U.S. Government Securities (40.2%)        
United States Treasury Note/Bond 2.875% 5/15/28 275 271
United States Treasury Note/Bond 2.875% 8/15/28 46,280 45,578
United States Treasury Note/Bond 5.250% 11/15/28 15,869 18,874
United States Treasury Note/Bond 5.250% 2/15/29 15,576 18,594
United States Treasury Note/Bond 6.125% 8/15/29 17,365 22,254
United States Treasury Note/Bond 6.250% 5/15/30 24,140 31,616
United States Treasury Note/Bond 5.375% 2/15/31 35,125 43,401
United States Treasury Note/Bond 4.500% 2/15/36 44,495 52,789
United States Treasury Note/Bond 4.750% 2/15/37 14,060 17,267
United States Treasury Note/Bond 5.000% 5/15/37 28,104 35,565
United States Treasury Note/Bond 4.375% 2/15/38 24,578 28,998
United States Treasury Note/Bond 4.500% 5/15/38 28,335 33,993
United States Treasury Note/Bond 3.500% 2/15/39 44,117 46,461
United States Treasury Note/Bond 4.250% 5/15/39 39,912 46,528
United States Treasury Note/Bond 4.500% 8/15/39 43,381 52,254
United States Treasury Note/Bond 4.375% 11/15/39 51,255 60,801
United States Treasury Note/Bond 4.625% 2/15/40 56,261 68,973
United States Treasury Note/Bond 4.375% 5/15/40 62,098 73,761
United States Treasury Note/Bond 3.875% 8/15/40 61,315 68,069
United States Treasury Note/Bond 4.250% 11/15/40 59,500 69,605
United States Treasury Note/Bond 4.750% 2/15/41 62,480 78,149
United States Treasury Note/Bond 4.375% 5/15/41 47,545 56,653
United States Treasury Note/Bond 3.750% 8/15/41 54,075 59,001
United States Treasury Note/Bond 3.125% 11/15/41 49,577 49,066
United States Treasury Note/Bond 3.125% 2/15/42 68,902 68,170
United States Treasury Note/Bond 3.000% 5/15/42 62,000 60,023
United States Treasury Note/Bond 2.750% 8/15/42 86,633 80,203
United States Treasury Note/Bond 2.750% 11/15/42 105,618 97,714
United States Treasury Note/Bond 3.125% 2/15/43 110,665 109,299
United States Treasury Note/Bond 2.875% 5/15/43 152,095 143,754
United States Treasury Note/Bond 3.625% 8/15/43 113,500 121,747
United States Treasury Note/Bond 3.750% 11/15/43 143,560 157,154
United States Treasury Note/Bond 3.625% 2/15/44 142,444 152,972
United States Treasury Note/Bond 3.375% 5/15/44 139,212 143,497
United States Treasury Note/Bond 3.125% 8/15/44 132,838 131,115
United States Treasury Note/Bond 3.000% 11/15/44 143,056 138,049
United States Treasury Note/Bond 2.500% 2/15/45 114,792 100,497
United States Treasury Note/Bond 3.000% 5/15/45 144,455 139,331
United States Treasury Note/Bond 2.875% 8/15/45 132,712 124,915
United States Treasury Note/Bond 3.000% 11/15/45 93,850 90,477
United States Treasury Note/Bond 2.500% 2/15/46 128,432 112,036
United States Treasury Note/Bond 2.500% 5/15/46 142,466 124,190
United States Treasury Note/Bond 2.250% 8/15/46 136,279 112,472
United States Treasury Note/Bond 2.875% 11/15/46 144,764 136,102
United States Treasury Note/Bond 3.000% 2/15/47 132,644 127,773
United States Treasury Note/Bond 3.000% 5/15/47 101,571 97,794
United States Treasury Note/Bond 2.750% 8/15/47 139,746 127,933
United States Treasury Note/Bond 2.750% 11/15/47 137,011 125,387
United States Treasury Note/Bond 3.000% 2/15/48 144,820 139,344

 

 

United States Treasury Note/Bond 3.125% 5/15/48 151,381 149,300
United States Treasury Note/Bond 3.000% 8/15/48 124,625 119,893
        4,309,662
Agency Bonds and Notes (1.6%)        
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,269
1 Federal Home Loan Banks 5.500% 7/15/36 8,965 11,340
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,890 2,474
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,285 21,779
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 19,412 25,426
2 Federal National Mortgage Assn. 6.250% 5/15/29 16,280 20,497
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,175 12,394
2 Federal National Mortgage Assn. 7.250% 5/15/30 10,290 14,110
2 Federal National Mortgage Assn. 6.625% 11/15/30 9,050 11,936
2 Federal National Mortgage Assn. 5.625% 7/15/37 6,080 7,859
2 Federal National Mortgage Assn. 6.210% 8/6/38 700 966
1 Tennessee Valley Authority 7.125% 5/1/30 3,970 5,343
1 Tennessee Valley Authority 4.650% 6/15/35 4,510 5,059
1 Tennessee Valley Authority 5.880% 4/1/36 4,535 5,808
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,295
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,269
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,462
1 Tennessee Valley Authority 5.250% 9/15/39 10,650 12,957
1 Tennessee Valley Authority 4.875% 1/15/48 2,650 3,141
1 Tennessee Valley Authority 5.375% 4/1/56 1,950 2,548
1 Tennessee Valley Authority 4.625% 9/15/60 1,400 1,626
1 Tennessee Valley Authority 4.250% 9/15/65 3,500 3,796
        176,354
Total U.S. Government and Agency Obligations (Cost $4,607,439)     4,486,016
Corporate Bonds (49.4%)        
Finance (8.4%)        
Banking (4.3%)        
American Express Co. 4.050% 12/3/42 2,116 2,034
Bank of America Corp. 6.110% 1/29/37 6,050 6,970
3 Bank of America Corp. 4.244% 4/24/38 6,980 6,793
Bank of America Corp. 7.750% 5/14/38 5,809 7,838
Bank of America Corp. 5.875% 2/7/42 5,500 6,482
Bank of America Corp. 5.000% 1/21/44 9,641 10,278
Bank of America Corp. 4.875% 4/1/44 5,598 5,865
Bank of America Corp. 4.750% 4/21/45 1,990 2,009
3 Bank of America Corp. 4.443% 1/20/48 2,500 2,486
3 Bank of America Corp. 3.946% 1/23/49 2,530 2,319
Bank of America NA 6.000% 10/15/36 4,524 5,352
Bank of New York Mellon Corp. 3.000% 10/30/28 1,030 939
Bank of New York Mellon Corp. 3.300% 8/23/29 3,021 2,812
Barclays plc 5.250% 8/17/45 2,500 2,420
Barclays plc 4.950% 1/10/47 5,310 4,902
Citigroup Inc. 6.625% 6/15/32 3,600 4,248
Citigroup Inc. 5.875% 2/22/33 1,000 1,090
Citigroup Inc. 6.000% 10/31/33 3,251 3,646
Citigroup Inc. 6.125% 8/25/36 2,033 2,302
3 Citigroup Inc. 3.878% 1/24/39 3,275 3,011
Citigroup Inc. 8.125% 7/15/39 7,234 10,403
Citigroup Inc. 5.875% 1/30/42 3,280 3,808
Citigroup Inc. 6.675% 9/13/43 3,369 4,137
Citigroup Inc. 4.950% 11/7/43 1,983 1,956
Citigroup Inc. 5.300% 5/6/44 4,875 5,101

 

 

Citigroup Inc. 4.650% 7/30/45 900 906
Citigroup Inc. 4.750% 5/18/46 4,065 3,975
3 Citigroup Inc. 4.281% 4/24/48 3,275 3,136
Citigroup Inc. 4.650% 7/23/48 7,750 7,854
Cooperatieve Rabobank UA 5.250% 5/24/41 2,525 2,812
Cooperatieve Rabobank UA 5.750% 12/1/43 1,955 2,179
Cooperatieve Rabobank UA 5.250% 8/4/45 7,091 7,407
4 Credit Suisse Group AG 4.282% 1/9/28 1,425 1,383
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 6,545 6,640
Credit Suisse USA Inc. 7.125% 7/15/32 1,595 2,032
Fifth Third Bancorp 8.250% 3/1/38 3,565 4,842
First Republic Bank 4.375% 8/1/46 1,300 1,190
First Republic Bank 4.625% 2/13/47 1,575 1,517
Goldman Sachs Capital I 6.345% 2/15/34 3,850 4,456
Goldman Sachs Group Inc. 6.450% 5/1/36 3,592 4,188
Goldman Sachs Group Inc. 6.750% 10/1/37 17,190 20,645
3 Goldman Sachs Group Inc. 4.017% 10/31/38 8,570 7,931
3 Goldman Sachs Group Inc. 4.411% 4/23/39 5,400 5,217
Goldman Sachs Group Inc. 6.250% 2/1/41 8,380 10,102
Goldman Sachs Group Inc. 4.800% 7/8/44 6,625 6,754
Goldman Sachs Group Inc. 5.150% 5/22/45 7,155 7,304
Goldman Sachs Group Inc. 4.750% 10/21/45 6,121 6,188
HSBC Bank USA NA 5.875% 11/1/34 2,221 2,514
HSBC Bank USA NA 5.625% 8/15/35 2,531 2,802
HSBC Bank USA NA 7.000% 1/15/39 2,600 3,329
HSBC Holdings plc 7.625% 5/17/32 1,450 1,807
HSBC Holdings plc 7.350% 11/27/32 200 247
HSBC Holdings plc 6.500% 5/2/36 7,878 9,282
HSBC Holdings plc 6.500% 9/15/37 8,275 9,786
HSBC Holdings plc 6.800% 6/1/38 3,590 4,404
HSBC Holdings plc 6.100% 1/14/42 3,270 3,899
HSBC Holdings plc 5.250% 3/14/44 6,615 6,873
JPMorgan Chase & Co. 8.750% 9/1/30 575 776
JPMorgan Chase & Co. 6.400% 5/15/38 8,287 10,315
3 JPMorgan Chase & Co. 3.882% 7/24/38 8,925 8,308
JPMorgan Chase & Co. 5.500% 10/15/40 5,025 5,695
JPMorgan Chase & Co. 5.600% 7/15/41 6,030 6,915
JPMorgan Chase & Co. 5.400% 1/6/42 4,148 4,646
JPMorgan Chase & Co. 5.625% 8/16/43 4,000 4,516
JPMorgan Chase & Co. 4.850% 2/1/44 3,950 4,184
JPMorgan Chase & Co. 4.950% 6/1/45 5,589 5,846
3 JPMorgan Chase & Co. 4.260% 2/22/48 7,245 6,960
3 JPMorgan Chase & Co. 4.032% 7/24/48 4,950 4,595
3 JPMorgan Chase & Co. 3.964% 11/15/48 6,000 5,491
3 JPMorgan Chase & Co. 3.897% 1/23/49 6,550 5,943
Lloyds Banking Group plc 5.300% 12/1/45 3,080 3,094
Lloyds Banking Group plc 4.344% 1/9/48 5,000 4,327
Mitsubishi UFJ Financial Group Inc. 4.286% 7/26/38 1,700 1,684
Morgan Stanley 7.250% 4/1/32 2,886 3,668
3 Morgan Stanley 3.971% 7/22/38 7,350 6,880
3 Morgan Stanley 4.457% 4/22/39 4,625 4,589
Morgan Stanley 6.375% 7/24/42 7,000 8,731
Morgan Stanley 4.300% 1/27/45 8,575 8,264
Morgan Stanley 4.375% 1/22/47 7,355 7,166
Regions Bank 6.450% 6/26/37 1,650 1,919
Regions Financial Corp. 7.375% 12/10/37 1,000 1,277
Wachovia Corp. 7.500% 4/15/35 1,490 1,881

 

 

Wachovia Corp. 5.500% 8/1/35 1,869 2,017
Wachovia Corp. 6.550% 10/15/35 125 149
Wells Fargo & Co. 5.375% 2/7/35 2,550 2,854
Wells Fargo & Co. 5.375% 11/2/43 5,460 5,851
Wells Fargo & Co. 5.606% 1/15/44 8,105 9,008
Wells Fargo & Co. 4.650% 11/4/44 6,675 6,539
Wells Fargo & Co. 3.900% 5/1/45 5,420 5,032
Wells Fargo & Co. 4.900% 11/17/45 6,966 7,063
Wells Fargo & Co. 4.400% 6/14/46 6,896 6,468
Wells Fargo & Co. 4.750% 12/7/46 6,675 6,626
Wells Fargo Bank NA 5.950% 8/26/36 1,555 1,808
Wells Fargo Bank NA 5.850% 2/1/37 2,861 3,290
Wells Fargo Bank NA 6.600% 1/15/38 4,339 5,423
3 Wells Fargo Capital X 5.950% 12/1/86 3,225 3,443
 
Brokerage (0.2%)        
Brookfield Finance Inc. 4.700% 9/20/47 3,000 2,895
CME Group Inc. 5.300% 9/15/43 2,515 2,898
CME Group Inc. 4.150% 6/15/48 2,325 2,299
Intercontinental Exchange Inc. 4.250% 9/21/48 3,325 3,271
Invesco Finance plc 5.375% 11/30/43 1,450 1,601
Jefferies Group LLC 6.250% 1/15/36 1,750 1,758
Jefferies Group LLC 6.500% 1/20/43 1,350 1,385
Jefferies Group LLC / Jefferies Group Capital        
Finance Inc. 4.150% 1/23/30 3,580 3,215
Legg Mason Inc. 5.625% 1/15/44 1,900 1,920
Raymond James Financial Inc. 4.950% 7/15/46 2,725 2,763
 
Finance Companies (0.4%)        
GATX Corp. 4.550% 11/7/28 1,250 1,248
GATX Corp. 5.200% 3/15/44 875 902
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 38,116 35,850
 
Insurance (3.1%)        
ACE Capital Trust II 9.700% 4/1/30 1,100 1,529
Aetna Inc. 6.625% 6/15/36 2,539 3,080
Aetna Inc. 6.750% 12/15/37 1,760 2,210
Aetna Inc. 4.500% 5/15/42 2,050 1,980
Aetna Inc. 4.125% 11/15/42 1,650 1,505
Aetna Inc. 4.750% 3/15/44 1,300 1,283
Aetna Inc. 3.875% 8/15/47 3,300 2,921
Aflac Inc. 4.000% 10/15/46 1,275 1,179
Alleghany Corp. 4.900% 9/15/44 975 964
Allstate Corp. 5.550% 5/9/35 1,475 1,671
Allstate Corp. 5.950% 4/1/36 1,050 1,244
Allstate Corp. 4.500% 6/15/43 1,700 1,728
Allstate Corp. 4.200% 12/15/46 2,946 2,871
3 Allstate Corp. 6.500% 5/15/67 1,675 1,855
American Financial Group Inc. 4.500% 6/15/47 2,000 1,866
American International Group Inc. 3.875% 1/15/35 1,661 1,492
American International Group Inc. 4.700% 7/10/35 1,650 1,628
American International Group Inc. 6.250% 5/1/36 3,711 4,255
American International Group Inc. 4.500% 7/16/44 6,839 6,482
American International Group Inc. 4.800% 7/10/45 2,238 2,208
American International Group Inc. 4.750% 4/1/48 3,885 3,802
American International Group Inc. 4.375% 1/15/55 3,675 3,190

 

 

3 American International Group Inc. 8.175% 5/15/68 1,450 1,809
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 5.850% 1/15/36 1,300 1,454
Anthem Inc. 6.375% 6/15/37 1,250 1,457
Anthem Inc. 4.625% 5/15/42 3,452 3,367
Anthem Inc. 4.650% 1/15/43 1,531 1,509
Anthem Inc. 5.100% 1/15/44 4,170 4,315
Anthem Inc. 4.650% 8/15/44 2,975 2,931
Anthem Inc. 4.375% 12/1/47 6,220 5,874
Anthem Inc. 4.550% 3/1/48 920 891
Anthem Inc. 4.850% 8/15/54 500 464
Aon Corp. 6.250% 9/30/40 1,055 1,253
Aon plc 4.600% 6/14/44 1,925 1,861
Aon plc 4.750% 5/15/45 2,390 2,393
Arch Capital Finance LLC 5.031% 12/15/46 1,450 1,520
Arch Capital Group Ltd. 7.350% 5/1/34 925 1,174
Arch Capital Group US Inc. 5.144% 11/1/43 2,180 2,289
Assurant Inc. 6.750% 2/15/34 1,189 1,361
4 AXA Equitable Holdings Inc. 5.000% 4/20/48 6,050 5,645
AXA SA 8.600% 12/15/30 4,120 5,381
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,418 4,099
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,324 2,351
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 1,155 1,160
Berkshire Hathaway Finance Corp. 4.200% 8/15/48 8,000 7,948
Berkshire Hathaway Inc. 4.500% 2/11/43 3,675 3,809
Brighthouse Financial Inc. 4.700% 6/22/47 4,225 3,488
Chubb Corp. 6.000% 5/11/37 2,718 3,270
Chubb Corp. 6.500% 5/15/38 1,695 2,159
Chubb INA Holdings Inc. 6.700% 5/15/36 2,200 2,806
Chubb INA Holdings Inc. 4.150% 3/13/43 1,652 1,630
Chubb INA Holdings Inc. 4.350% 11/3/45 2,876 2,922
Cigna Corp. 5.375% 2/15/42 945 988
Cigna Corp. 3.875% 10/15/47 3,330 2,860
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,565
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 1,500 1,474
4 Halfmoon Parent Inc. 4.375% 10/15/28 10,950 10,889
4 Halfmoon Parent Inc. 4.800% 8/15/38 3,800 3,796
4 Halfmoon Parent Inc. 4.900% 12/15/48 8,585 8,585
Hartford Financial Services Group Inc. 5.950% 10/15/36 1,500 1,716
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,730 2,025
Hartford Financial Services Group Inc. 4.300% 4/15/43 625 591
Humana Inc. 4.625% 12/1/42 1,776 1,744
Humana Inc. 4.950% 10/1/44 2,587 2,680
Humana Inc. 4.800% 3/15/47 900 917
Lincoln National Corp. 6.150% 4/7/36 1,016 1,150
Lincoln National Corp. 6.300% 10/9/37 880 1,021
Lincoln National Corp. 7.000% 6/15/40 2,325 2,915
Lincoln National Corp. 4.350% 3/1/48 1,400 1,302
Loews Corp. 6.000% 2/1/35 1,125 1,282
Loews Corp. 4.125% 5/15/43 1,715 1,600
Manulife Financial Corp. 5.375% 3/4/46 2,615 2,936
Markel Corp. 5.000% 4/5/46 1,840 1,876
Markel Corp. 4.300% 11/1/47 100 91
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 645 738
Marsh & McLennan Cos. Inc. 4.350% 1/30/47 1,350 1,295
Marsh & McLennan Cos. Inc. 4.200% 3/1/48 3,610 3,403
MetLife Inc. 6.500% 12/15/32 1,725 2,116

 

 

MetLife Inc. 6.375% 6/15/34 2,747 3,308
MetLife Inc. 5.700% 6/15/35 4,000 4,564
MetLife Inc. 5.875% 2/6/41 2,543 2,993
MetLife Inc. 4.125% 8/13/42 2,932 2,776
MetLife Inc. 4.875% 11/13/43 3,931 4,121
MetLife Inc. 4.721% 12/15/44 2,975 3,067
MetLife Inc. 4.050% 3/1/45 2,316 2,163
MetLife Inc. 4.600% 5/13/46 1,430 1,428
3 MetLife Inc. 6.400% 12/15/66 4,545 4,818
3 MetLife Inc. 10.750% 8/1/69 840 1,286
3 Nationwide Financial Services Inc. 6.750% 5/15/87 875 956
Principal Financial Group Inc. 4.625% 9/15/42 1,525 1,509
Principal Financial Group Inc. 4.350% 5/15/43 1,575 1,491
Principal Financial Group Inc. 4.300% 11/15/46 1,730 1,654
Progressive Corp. 6.625% 3/1/29 1,050 1,254
Progressive Corp. 4.350% 4/25/44 3,115 3,072
Progressive Corp. 4.125% 4/15/47 3,150 3,065
Progressive Corp. 4.200% 3/15/48 2,050 2,024
Prudential Financial Inc. 5.750% 7/15/33 350 393
Prudential Financial Inc. 5.700% 12/14/36 2,740 3,112
Prudential Financial Inc. 6.625% 12/1/37 1,318 1,638
Prudential Financial Inc. 6.625% 6/21/40 1,150 1,431
Prudential Financial Inc. 6.200% 11/15/40 1,725 2,003
Prudential Financial Inc. 5.100% 8/15/43 1,195 1,261
Prudential Financial Inc. 4.600% 5/15/44 1,713 1,718
Prudential Financial Inc. 3.905% 12/7/47 2,011 1,806
Prudential Financial Inc. 3.935% 12/7/49 3,788 3,409
Sompo International Holdings Ltd. 7.000% 7/15/34 1,125 1,284
Transatlantic Holdings Inc. 8.000% 11/30/39 1,045 1,426
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,278
Travelers Cos. Inc. 6.250% 6/15/37 2,640 3,246
Travelers Cos. Inc. 5.350% 11/1/40 3,078 3,512
Travelers Cos. Inc. 4.600% 8/1/43 1,825 1,880
Travelers Cos. Inc. 4.300% 8/25/45 775 768
Travelers Cos. Inc. 3.750% 5/15/46 2,030 1,841
Travelers Cos. Inc. 4.000% 5/30/47 2,000 1,886
Travelers Cos. Inc. 4.050% 3/7/48 1,250 1,199
Travelers Property Casualty Corp. 6.375% 3/15/33 2,055 2,533
UnitedHealth Group Inc. 4.625% 7/15/35 3,816 4,076
UnitedHealth Group Inc. 5.800% 3/15/36 1,820 2,168
UnitedHealth Group Inc. 6.500% 6/15/37 1,265 1,620
UnitedHealth Group Inc. 6.625% 11/15/37 2,425 3,155
UnitedHealth Group Inc. 6.875% 2/15/38 4,066 5,407
UnitedHealth Group Inc. 5.700% 10/15/40 100 119
UnitedHealth Group Inc. 5.950% 2/15/41 1,300 1,571
UnitedHealth Group Inc. 4.625% 11/15/41 2,750 2,858
UnitedHealth Group Inc. 4.375% 3/15/42 1,675 1,703
UnitedHealth Group Inc. 3.950% 10/15/42 1,855 1,767
UnitedHealth Group Inc. 4.250% 3/15/43 4,198 4,192
UnitedHealth Group Inc. 4.750% 7/15/45 5,230 5,611
UnitedHealth Group Inc. 4.200% 1/15/47 3,484 3,438
UnitedHealth Group Inc. 4.250% 4/15/47 1,252 1,254
UnitedHealth Group Inc. 3.750% 10/15/47 2,950 2,743
UnitedHealth Group Inc. 4.250% 6/15/48 5,750 5,742
Unum Group 5.750% 8/15/42 1,905 1,986
Voya Financial Inc. 5.700% 7/15/43 1,375 1,507
Voya Financial Inc. 4.800% 6/15/46 950 931

 

 

Willis North America Inc. 5.050% 9/15/48 1,350 1,348
WR Berkley Corp. 4.750% 8/1/44 2,170 2,092
XLIT Ltd. 5.250% 12/15/43 1,150 1,217
XLIT Ltd. 5.500% 3/31/45 1,500 1,583
 
Real Estate Investment Trusts (0.4%)        
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 702 699
Alexandria Real Estate Equities Inc. 4.700% 7/1/30 1,850 1,864
AvalonBay Communities Inc. 3.900% 10/15/46 1,350 1,226
AvalonBay Communities Inc. 4.150% 7/1/47 525 498
AvalonBay Communities Inc. 4.350% 4/15/48 1,250 1,246
ERP Operating LP 4.500% 7/1/44 2,325 2,328
ERP Operating LP 4.500% 6/1/45 1,025 1,022
ERP Operating LP 4.000% 8/1/47 1,000 933
Essex Portfolio LP 4.500% 3/15/48 1,000 984
Federal Realty Investment Trust 4.500% 12/1/44 1,910 1,901
HCP Inc. 6.750% 2/1/41 1,150 1,419
Hospitality Properties Trust 4.375% 2/15/30 1,550 1,426
Kilroy Realty LP 4.250% 8/15/29 650 632
Kimco Realty Corp. 4.250% 4/1/45 1,000 883
Kimco Realty Corp. 4.125% 12/1/46 1,200 1,037
Kimco Realty Corp. 4.450% 9/1/47 1,180 1,081
National Retail Properties Inc. 4.300% 10/15/28 1,350 1,343
National Retail Properties Inc. 4.800% 10/15/48 1,000 1,006
Prologis LP 4.375% 9/15/48 1,000 1,009
Realty Income Corp. 4.650% 3/15/47 2,990 3,004
Regency Centers LP 4.400% 2/1/47 1,450 1,369
Simon Property Group LP 6.750% 2/1/40 2,070 2,687
Simon Property Group LP 4.750% 3/15/42 1,500 1,570
Simon Property Group LP 4.250% 10/1/44 1,465 1,429
Simon Property Group LP 4.250% 11/30/46 1,850 1,803
Ventas Realty LP 4.400% 1/15/29 2,475 2,454
Ventas Realty LP 5.700% 9/30/43 750 814
Ventas Realty LP 4.375% 2/1/45 1,350 1,227
Welltower Inc. 6.500% 3/15/41 1,340 1,583
Welltower Inc. 4.950% 9/1/48 1,625 1,625
        906,500
Industrial (34.9%)        
Basic Industry (2.0%)        
Albemarle Corp. 5.450% 12/1/44 1,250 1,305
ArcelorMittal 7.000% 10/15/39 2,000 2,330
ArcelorMittal 6.750% 3/1/41 500 568
Barrick Gold Corp. 5.250% 4/1/42 1,854 1,929
Barrick North America Finance LLC 5.700% 5/30/41 2,890 3,142
Barrick North America Finance LLC 5.750% 5/1/43 3,081 3,397
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 3,057 3,365
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 3,435 3,378
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 7,996 8,864
Celulosa Arauco y Constitucion SA 5.500% 11/2/47 1,700 1,659
Dow Chemical Co. 7.375% 11/1/29 2,743 3,435
Dow Chemical Co. 4.250% 10/1/34 2,125 2,034
Dow Chemical Co. 9.400% 5/15/39 2,521 3,838
Dow Chemical Co. 5.250% 11/15/41 2,839 3,012
Dow Chemical Co. 4.375% 11/15/42 5,337 5,051
Dow Chemical Co. 4.625% 10/1/44 1,000 974
Eastman Chemical Co. 4.800% 9/1/42 2,090 2,064
Eastman Chemical Co. 4.650% 10/15/44 2,650 2,561

 

 

Ecolab Inc. 5.500% 12/8/41 469 547
Ecolab Inc. 3.950% 12/1/47 3,829 3,632
EI du Pont de Nemours & Co. 5.600% 12/15/36 627 691
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,290 2,334
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,375 2,190
Georgia-Pacific LLC 7.250% 6/1/28 200 247
Georgia-Pacific LLC 7.750% 11/15/29 1,365 1,794
Georgia-Pacific LLC 8.875% 5/15/31 1,500 2,166
Goldcorp Inc. 5.450% 6/9/44 1,775 1,838
International Flavors & Fragrances Inc. 4.375% 6/1/47 1,725 1,574
International Flavors & Fragrances Inc. 5.000% 9/26/48 2,300 2,321
International Paper Co. 5.000% 9/15/35 2,220 2,243
International Paper Co. 7.300% 11/15/39 1,842 2,313
International Paper Co. 6.000% 11/15/41 1,870 2,078
International Paper Co. 4.800% 6/15/44 3,921 3,804
International Paper Co. 5.150% 5/15/46 2,150 2,208
International Paper Co. 4.400% 8/15/47 4,641 4,272
International Paper Co. 4.350% 8/15/48 2,900 2,639
Lubrizol Corp. 6.500% 10/1/34 825 1,044
LYB International Finance BV 5.250% 7/15/43 1,605 1,637
LYB International Finance BV 4.875% 3/15/44 3,988 3,884
LyondellBasell Industries NV 4.625% 2/26/55 3,385 3,044
Meadwestvaco Corp. 7.950% 2/15/31 2,125 2,741
Methanex Corp. 5.650% 12/1/44 1,100 1,039
Mosaic Co. 5.450% 11/15/33 1,955 2,005
Mosaic Co. 4.875% 11/15/41 1,130 1,042
Mosaic Co. 5.625% 11/15/43 1,450 1,484
Newmont Mining Corp. 5.875% 4/1/35 1,410 1,568
Newmont Mining Corp. 6.250% 10/1/39 2,920 3,306
Newmont Mining Corp. 4.875% 3/15/42 3,442 3,342
Nucor Corp. 6.400% 12/1/37 2,493 3,035
Nucor Corp. 5.200% 8/1/43 1,630 1,761
Nucor Corp. 4.400% 5/1/48 1,650 1,610
Nutrien Ltd. 4.125% 3/15/35 1,300 1,172
Nutrien Ltd. 7.125% 5/23/36 500 597
Nutrien Ltd. 5.875% 12/1/36 1,465 1,590
Nutrien Ltd. 5.625% 12/1/40 2,005 2,119
Nutrien Ltd. 6.125% 1/15/41 1,510 1,691
Nutrien Ltd. 4.900% 6/1/43 2,975 2,917
Nutrien Ltd. 5.250% 1/15/45 1,810 1,876
Placer Dome Inc. 6.450% 10/15/35 900 1,044
Praxair Inc. 3.550% 11/7/42 1,910 1,764
Rio Tinto Alcan Inc. 7.250% 3/15/31 1,000 1,261
Rio Tinto Alcan Inc. 5.750% 6/1/35 2,650 3,036
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,326 4,832
Rio Tinto Finance USA plc 4.750% 3/22/42 1,250 1,322
Rio Tinto Finance USA plc 4.125% 8/21/42 2,246 2,192
Rohm & Haas Co. 7.850% 7/15/29 1,656 2,110
RPM International Inc. 5.250% 6/1/45 500 509
RPM International Inc. 4.250% 1/15/48 2,050 1,801
Sherwin-Williams Co. 4.000% 12/15/42 400 354
Sherwin-Williams Co. 4.550% 8/1/45 1,360 1,303
Sherwin-Williams Co. 4.500% 6/1/47 3,216 3,086
Southern Copper Corp. 7.500% 7/27/35 1,850 2,285
Southern Copper Corp. 6.750% 4/16/40 5,093 6,014
Southern Copper Corp. 5.250% 11/8/42 3,745 3,782
Southern Copper Corp. 5.875% 4/23/45 5,035 5,485

 

 

4 Suzano Austria GmbH 6.000% 1/15/29 3,300 3,308
Vale Canada Ltd. 7.200% 9/15/32 1,050 1,145
Vale Overseas Ltd. 8.250% 1/17/34 2,133 2,704
Vale Overseas Ltd. 6.875% 11/21/36 10,275 11,932
Vale Overseas Ltd. 6.875% 11/10/39 5,100 5,973
Vale SA 5.625% 9/11/42 1,185 1,216
Westlake Chemical Corp. 5.000% 8/15/46 3,138 3,082
Westlake Chemical Corp. 4.375% 11/15/47 1,960 1,751
Westrock MWV LLC 8.200% 1/15/30 590 763
Weyerhaeuser Co. 7.375% 3/15/32 3,205 4,051
Weyerhaeuser Co. 6.875% 12/15/33 1,250 1,524
 
Capital Goods (2.6%)        
3M Co. 3.875% 6/15/44 520 501
3M Co. 3.125% 9/19/46 3,000 2,548
3M Co. 3.625% 10/15/47 2,500 2,334
ABB Finance USA Inc. 4.375% 5/8/42 1,841 1,861
Boeing Co. 6.125% 2/15/33 1,610 1,984
Boeing Co. 3.300% 3/1/35 1,000 914
Boeing Co. 6.625% 2/15/38 1,600 2,101
Boeing Co. 3.550% 3/1/38 950 895
Boeing Co. 6.875% 3/15/39 1,363 1,855
Boeing Co. 5.875% 2/15/40 1,575 1,945
Boeing Co. 3.375% 6/15/46 1,200 1,058
Boeing Co. 3.650% 3/1/47 1,000 920
Boeing Co. 3.625% 3/1/48 1,150 1,072
Caterpillar Inc. 5.300% 9/15/35 1,550 1,745
Caterpillar Inc. 6.050% 8/15/36 1,540 1,880
Caterpillar Inc. 5.200% 5/27/41 2,412 2,751
Caterpillar Inc. 3.803% 8/15/42 7,148 6,806
Caterpillar Inc. 4.300% 5/15/44 1,300 1,335
Caterpillar Inc. 4.750% 5/15/64 1,750 1,841
Crane Co. 4.200% 3/15/48 1,550 1,430
Deere & Co. 5.375% 10/16/29 2,244 2,538
Deere & Co. 7.125% 3/3/31 200 256
Deere & Co. 3.900% 6/9/42 3,356 3,270
Dover Corp. 5.375% 10/15/35 825 905
Dover Corp. 6.600% 3/15/38 575 710
Dover Corp. 5.375% 3/1/41 1,450 1,595
Eaton Corp. 4.000% 11/2/32 2,740 2,727
Eaton Corp. 4.150% 11/2/42 2,656 2,506
Eaton Corp. 3.915% 9/15/47 1,300 1,177
Emerson Electric Co. 5.250% 11/15/39 125 140
Fortive Corp. 4.300% 6/15/46 1,275 1,212
General Dynamics Corp. 3.600% 11/15/42 1,705 1,605
General Electric Co. 6.750% 3/15/32 10,177 12,303
General Electric Co. 6.150% 8/7/37 3,414 3,963
General Electric Co. 5.875% 1/14/38 9,188 10,260
General Electric Co. 6.875% 1/10/39 7,820 9,755
General Electric Co. 4.125% 10/9/42 6,831 6,134
General Electric Co. 4.500% 3/11/44 7,616 7,188
Harris Corp. 4.854% 4/27/35 1,750 1,789
Harris Corp. 6.150% 12/15/40 845 991
Harris Corp. 5.054% 4/27/45 1,995 2,080
Honeywell International Inc. 5.700% 3/15/36 1,500 1,783
Honeywell International Inc. 5.700% 3/15/37 2,050 2,466
Honeywell International Inc. 5.375% 3/1/41 1,720 1,996

 

 

Illinois Tool Works Inc. 4.875% 9/15/41 2,533 2,771
Illinois Tool Works Inc. 3.900% 9/1/42 4,063 3,982
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 3,250 3,730
Ingersoll-Rand Global Holding Co. Ltd. 4.300% 2/21/48 925 892
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 825 818
Johnson Controls International plc 6.000% 1/15/36 1,150 1,304
Johnson Controls International plc 5.700% 3/1/41 1,050 1,114
Johnson Controls International plc 4.625% 7/2/44 1,900 1,863
Johnson Controls International plc 5.125% 9/14/45 3,945 4,090
Johnson Controls International plc 4.500% 2/15/47 1,325 1,260
Johnson Controls International plc 4.950% 7/2/64 1,300 1,255
Lafarge SA 7.125% 7/15/36 1,350 1,633
Lockheed Martin Corp. 3.600% 3/1/35 200 187
Lockheed Martin Corp. 4.500% 5/15/36 1,675 1,739
Lockheed Martin Corp. 6.150% 9/1/36 2,535 3,074
Lockheed Martin Corp. 5.720% 6/1/40 2,239 2,638
Lockheed Martin Corp. 4.850% 9/15/41 322 346
Lockheed Martin Corp. 4.070% 12/15/42 3,715 3,609
Lockheed Martin Corp. 3.800% 3/1/45 2,427 2,244
Lockheed Martin Corp. 4.700% 5/15/46 5,060 5,394
Lockheed Martin Corp. 4.090% 9/15/52 4,000 3,803
Martin Marietta Materials Inc. 4.250% 12/15/47 2,400 2,053
Masco Corp. 7.750% 8/1/29 443 529
Masco Corp. 6.500% 8/15/32 160 175
Masco Corp. 4.500% 5/15/47 925 793
Northrop Grumman Corp. 5.050% 11/15/40 1,900 2,018
Northrop Grumman Corp. 4.750% 6/1/43 2,082 2,141
Northrop Grumman Corp. 3.850% 4/15/45 2,541 2,309
Northrop Grumman Corp. 4.030% 10/15/47 6,625 6,206
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,465 1,932
Owens Corning 7.000% 12/1/36 1,034 1,174
Owens Corning 4.300% 7/15/47 2,700 2,185
Owens Corning 4.400% 1/30/48 1,200 989
Parker-Hannifin Corp. 4.200% 11/21/34 1,400 1,403
Parker-Hannifin Corp. 6.250% 5/15/38 2,595 3,229
Parker-Hannifin Corp. 4.450% 11/21/44 1,960 2,003
Parker-Hannifin Corp. 4.100% 3/1/47 2,072 2,055
Precision Castparts Corp. 3.900% 1/15/43 1,505 1,417
Precision Castparts Corp. 4.375% 6/15/45 1,575 1,606
Raytheon Co. 4.875% 10/15/40 1,800 2,004
Raytheon Co. 4.700% 12/15/41 1,750 1,907
Republic Services Inc. 6.200% 3/1/40 1,110 1,337
Republic Services Inc. 5.700% 5/15/41 1,195 1,379
Rockwell Collins Inc. 4.800% 12/15/43 1,025 1,054
Rockwell Collins Inc. 4.350% 4/15/47 3,955 3,788
Snap-on Inc. 4.100% 3/1/48 1,250 1,238
Sonoco Products Co. 5.750% 11/1/40 1,700 1,857
Stanley Black & Decker Inc. 5.200% 9/1/40 1,300 1,424
Timken Co. 4.500% 12/15/28 600 592
United Technologies Corp. 4.125% 11/16/28 6,000 5,976
United Technologies Corp. 7.500% 9/15/29 1,905 2,411
United Technologies Corp. 5.400% 5/1/35 2,275 2,471
United Technologies Corp. 6.050% 6/1/36 4,525 5,264
United Technologies Corp. 6.125% 7/15/38 2,275 2,676
United Technologies Corp. 4.450% 11/16/38 4,000 3,953
United Technologies Corp. 5.700% 4/15/40 4,435 5,071
United Technologies Corp. 4.500% 6/1/42 8,875 8,760

 

 

United Technologies Corp. 4.150% 5/15/45 2,199 2,051
United Technologies Corp. 3.750% 11/1/46 1,050 912
United Technologies Corp. 4.050% 5/4/47 2,000 1,826
United Technologies Corp. 4.625% 11/16/48 7,000 6,995
Valmont Industries Inc. 5.000% 10/1/44 1,475 1,327
Valmont Industries Inc. 5.250% 10/1/54 1,000 863
Vulcan Materials Co. 4.500% 6/15/47 2,490 2,211
Waste Management Inc. 3.900% 3/1/35 2,390 2,328
Waste Management Inc. 4.100% 3/1/45 3,620 3,562
WW Grainger Inc. 4.600% 6/15/45 3,600 3,748
WW Grainger Inc. 3.750% 5/15/46 1,325 1,202
WW Grainger Inc. 4.200% 5/15/47 820 805
Xylem Inc. 4.375% 11/1/46 1,600 1,539
 
Communication (7.0%)        
21st Century Fox America Inc. 6.550% 3/15/33 1,225 1,517
21st Century Fox America Inc. 6.200% 12/15/34 3,690 4,552
21st Century Fox America Inc. 6.400% 12/15/35 5,230 6,660
21st Century Fox America Inc. 8.150% 10/17/36 1,075 1,538
21st Century Fox America Inc. 6.150% 3/1/37 3,373 4,196
21st Century Fox America Inc. 6.650% 11/15/37 4,062 5,368
21st Century Fox America Inc. 6.900% 8/15/39 3,278 4,456
21st Century Fox America Inc. 6.150% 2/15/41 2,409 3,058
21st Century Fox America Inc. 5.400% 10/1/43 3,535 4,146
21st Century Fox America Inc. 4.750% 9/15/44 4,265 4,480
21st Century Fox America Inc. 7.750% 12/1/45 1,995 2,916
Activision Blizzard Inc. 4.500% 6/15/47 1,525 1,445
America Movil SAB de CV 6.375% 3/1/35 3,685 4,340
America Movil SAB de CV 6.125% 11/15/37 1,375 1,592
America Movil SAB de CV 6.125% 3/30/40 6,265 7,344
America Movil SAB de CV 4.375% 7/16/42 3,975 3,858
AT&T Corp. 8.250% 11/15/31 1,842 2,392
4 AT&T Inc. 4.300% 2/15/30 10,851 10,468
AT&T Inc. 4.500% 5/15/35 8,349 7,792
AT&T Inc. 5.250% 3/1/37 12,057 12,028
4 AT&T Inc. 4.900% 8/15/37 7,450 7,133
AT&T Inc. 6.350% 3/15/40 2,610 2,866
AT&T Inc. 6.000% 8/15/40 4,486 4,781
AT&T Inc. 5.350% 9/1/40 6,956 6,894
AT&T Inc. 6.375% 3/1/41 4,196 4,625
AT&T Inc. 5.550% 8/15/41 4,098 4,130
AT&T Inc. 5.150% 3/15/42 4,425 4,267
AT&T Inc. 4.300% 12/15/42 6,701 5,785
AT&T Inc. 4.800% 6/15/44 8,525 7,851
AT&T Inc. 4.350% 6/15/45 7,492 6,433
AT&T Inc. 4.750% 5/15/46 11,911 10,869
4 AT&T Inc. 5.150% 11/15/46 9,022 8,622
AT&T Inc. 5.450% 3/1/47 6,795 6,795
AT&T Inc. 4.500% 3/9/48 16,117 14,097
AT&T Inc. 4.550% 3/9/49 8,729 7,685
4 AT&T Inc. 5.150% 2/15/50 6,325 5,977
AT&T Inc. 5.700% 3/1/57 3,295 3,336
4 AT&T Inc. 5.300% 8/15/58 2,175 2,072
Bell Canada Inc. 4.464% 4/1/48 2,500 2,446
British Telecommunications plc 9.625% 12/15/30 8,826 12,516
CBS Corp. 7.875% 7/30/30 2,203 2,758
CBS Corp. 5.500% 5/15/33 1,423 1,488

 

 

CBS Corp. 5.900% 10/15/40 925 1,013
CBS Corp. 4.850% 7/1/42 1,986 1,919
CBS Corp. 4.900% 8/15/44 2,900 2,822
CBS Corp. 4.600% 1/15/45 1,250 1,181
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.384% 10/23/35 7,399 7,906
Charter Communications Operating LLC /        
Charter Communications Operating Capital 5.375% 4/1/38 3,425 3,311
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.484% 10/23/45 11,887 12,732
Charter Communications Operating LLC /        
Charter Communications Operating Capital 5.375% 5/1/47 7,924 7,514
Charter Communications Operating LLC /        
Charter Communications Operating Capital 5.750% 4/1/48 6,500 6,474
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.834% 10/23/55 1,645 1,809
Comcast Corp. 4.250% 1/15/33 3,301 3,230
Comcast Corp. 7.050% 3/15/33 1,055 1,318
Comcast Corp. 4.200% 8/15/34 4,959 4,765
Comcast Corp. 5.650% 6/15/35 2,825 3,113
Comcast Corp. 4.400% 8/15/35 4,345 4,250
Comcast Corp. 6.500% 11/15/35 4,540 5,477
Comcast Corp. 3.200% 7/15/36 3,340 2,784
Comcast Corp. 6.450% 3/15/37 3,223 3,839
Comcast Corp. 6.950% 8/15/37 2,748 3,402
Comcast Corp. 3.900% 3/1/38 4,170 3,814
Comcast Corp. 6.400% 5/15/38 2,006 2,377
Comcast Corp. 6.400% 3/1/40 1,671 1,994
Comcast Corp. 4.650% 7/15/42 3,055 3,021
Comcast Corp. 4.500% 1/15/43 1,400 1,350
Comcast Corp. 4.750% 3/1/44 3,666 3,645
Comcast Corp. 4.600% 8/15/45 5,967 5,816
Comcast Corp. 3.400% 7/15/46 5,160 4,175
Comcast Corp. 4.000% 8/15/47 2,800 2,507
Comcast Corp. 3.969% 11/1/47 10,210 9,050
Comcast Corp. 3.999% 11/1/49 6,815 6,071
Comcast Corp. 4.049% 11/1/52 4,985 4,391
Crown Castle International Corp. 4.750% 5/15/47 1,475 1,398
Deutsche Telekom International Finance BV 8.750% 6/15/30 13,660 18,339
Discovery Communications LLC 5.000% 9/20/37 4,306 4,194
Discovery Communications LLC 6.350% 6/1/40 2,852 3,138
Discovery Communications LLC 4.950% 5/15/42 1,670 1,573
Discovery Communications LLC 4.875% 4/1/43 2,852 2,662
Discovery Communications LLC 5.200% 9/20/47 4,148 4,052
Grupo Televisa SAB 8.500% 3/11/32 1,085 1,374
Grupo Televisa SAB 6.625% 1/15/40 1,710 1,950
Grupo Televisa SAB 5.000% 5/13/45 3,610 3,369
Grupo Televisa SAB 6.125% 1/31/46 3,000 3,246
Interpublic Group of Cos. Inc. 4.650% 10/1/28 1,875 1,877
Interpublic Group of Cos. Inc. 5.400% 10/1/48 2,000 1,985
Koninklijke KPN NV 8.375% 10/1/30 2,975 3,825
Moody's Corp. 5.250% 7/15/44 1,500 1,646
NBC Universal Media LLC 6.400% 4/30/40 1,870 2,244
NBC Universal Media LLC 5.950% 4/1/41 3,932 4,481
NBC Universal Media LLC 4.450% 1/15/43 3,352 3,200
Orange SA 9.000% 3/1/31 8,174 11,562
Orange SA 5.375% 1/13/42 2,975 3,267

 

 

Orange SA 5.500% 2/6/44 2,816 3,157
Rogers Communications Inc. 7.500% 8/15/38 2,700 3,582
Rogers Communications Inc. 4.500% 3/15/43 2,325 2,242
Rogers Communications Inc. 5.450% 10/1/43 900 974
Rogers Communications Inc. 5.000% 3/15/44 2,924 3,032
Rogers Communications Inc. 4.300% 2/15/48 2,300 2,215
S&P Global Inc. 6.550% 11/15/37 1,400 1,749
S&P Global Inc. 4.500% 5/15/48 1,675 1,678
Telefonica Emisiones SAU 7.045% 6/20/36 7,005 8,408
Telefonica Emisiones SAU 4.665% 3/6/38 2,500 2,361
Telefonica Emisiones SAU 5.213% 3/8/47 7,607 7,414
Telefonica Emisiones SAU 4.895% 3/6/48 4,675 4,349
Telefonica Europe BV 8.250% 9/15/30 3,917 5,028
TELUS Corp. 4.600% 11/16/48 1,750 1,747
Thomson Reuters Corp. 5.500% 8/15/35 1,790 1,852
Thomson Reuters Corp. 5.850% 4/15/40 1,090 1,186
Thomson Reuters Corp. 4.500% 5/23/43 1,075 996
Thomson Reuters Corp. 5.650% 11/23/43 1,675 1,761
Time Warner Cable LLC 6.550% 5/1/37 5,081 5,512
Time Warner Cable LLC 7.300% 7/1/38 4,978 5,703
Time Warner Cable LLC 6.750% 6/15/39 4,994 5,442
Time Warner Cable LLC 5.875% 11/15/40 3,988 3,996
Time Warner Cable LLC 5.500% 9/1/41 4,317 4,146
Time Warner Cable LLC 4.500% 9/15/42 4,329 3,647
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,079 3,840
Time Warner Inc. 3.800% 2/15/27 1,500 1,434
Time Warner Inc. 5.375% 10/15/41 2,300 2,278
Time Warner Inc. 4.900% 6/15/42 5,690 5,320
Time Warner Inc. 5.350% 12/15/43 1,820 1,791
Time Warner Inc. 4.650% 6/1/44 6,400 5,755
Verizon Communications Inc. 4.500% 8/10/33 13,256 13,081
Verizon Communications Inc. 4.400% 11/1/34 9,622 9,383
Verizon Communications Inc. 4.272% 1/15/36 9,944 9,478
Verizon Communications Inc. 5.250% 3/16/37 10,743 11,426
Verizon Communications Inc. 4.812% 3/15/39 8,019 8,063
Verizon Communications Inc. 4.750% 11/1/41 3,660 3,594
Verizon Communications Inc. 3.850% 11/1/42 5,290 4,598
Verizon Communications Inc. 4.125% 8/15/46 5,168 4,635
Verizon Communications Inc. 4.862% 8/21/46 15,269 15,320
Verizon Communications Inc. 5.500% 3/16/47 5,019 5,454
Verizon Communications Inc. 4.522% 9/15/48 16,532 15,605
Verizon Communications Inc. 5.012% 4/15/49 12,970 13,240
Verizon Communications Inc. 5.012% 8/21/54 17,843 17,848
Verizon Communications Inc. 4.672% 3/15/55 17,050 16,116
Viacom Inc. 6.875% 4/30/36 3,585 4,080
Viacom Inc. 4.375% 3/15/43 7,787 6,799
Viacom Inc. 5.850% 9/1/43 2,840 2,966
Vodafone Group plc 7.875% 2/15/30 2,425 3,001
Vodafone Group plc 6.250% 11/30/32 1,655 1,839
Vodafone Group plc 6.150% 2/27/37 5,355 5,939
Vodafone Group plc 5.000% 5/30/38 3,890 3,851
Vodafone Group plc 4.375% 2/19/43 4,750 4,242
Vodafone Group plc 5.250% 5/30/48 10,425 10,456
Walt Disney Co. 7.000% 3/1/32 1,615 2,109
Walt Disney Co. 4.375% 8/16/41 1,275 1,304
Walt Disney Co. 4.125% 12/1/41 2,305 2,263
Walt Disney Co. 3.700% 12/1/42 1,727 1,597

 

 

Walt Disney Co. 4.125% 6/1/44 3,358 3,340
Walt Disney Co. 3.000% 7/30/46 965 778
Warner Media LLC 7.625% 4/15/31 3,000 3,777
WPP Finance 2010 5.125% 9/7/42 1,100 1,047
WPP Finance 2010 5.625% 11/15/43 1,640 1,686
 
Consumer Cyclical (3.1%)        
Alibaba Group Holding Ltd. 4.500% 11/28/34 2,300 2,259
Alibaba Group Holding Ltd. 4.000% 12/6/37 2,800 2,569
Alibaba Group Holding Ltd. 4.200% 12/6/47 5,175 4,699
Alibaba Group Holding Ltd. 4.400% 12/6/57 3,800 3,473
Amazon.com Inc. 4.800% 12/5/34 4,550 4,963
Amazon.com Inc. 3.875% 8/22/37 9,390 9,174
Amazon.com Inc. 4.950% 12/5/44 5,050 5,665
Amazon.com Inc. 4.050% 8/22/47 10,075 9,906
Amazon.com Inc. 4.250% 8/22/57 8,425 8,361
Aptiv plc 4.400% 10/1/46 1,025 916
Bed Bath & Beyond Inc. 4.915% 8/1/34 980 790
Bed Bath & Beyond Inc. 5.165% 8/1/44 3,000 2,084
Best Buy Co. Inc. 4.450% 10/1/28 1,860 1,858
BorgWarner Inc. 4.375% 3/15/45 1,600 1,506
Cummins Inc. 7.125% 3/1/28 950 1,161
Cummins Inc. 4.875% 10/1/43 1,125 1,217
Daimler Finance North America LLC 8.500% 1/18/31 4,963 6,911
Darden Restaurants Inc. 4.550% 2/15/48 1,000 946
eBay Inc. 4.000% 7/15/42 2,545 2,086
Ford Holdings LLC 9.300% 3/1/30 1,030 1,259
Ford Motor Co. 6.625% 10/1/28 1,875 1,982
Ford Motor Co. 6.375% 2/1/29 1,181 1,216
Ford Motor Co. 7.450% 7/16/31 4,962 5,506
Ford Motor Co. 4.750% 1/15/43 4,955 4,131
Ford Motor Co. 7.400% 11/1/46 1,075 1,195
Ford Motor Co. 5.291% 12/8/46 4,826 4,299
General Motors Co. 5.000% 10/1/28 850 837
General Motors Co. 5.000% 4/1/35 4,080 3,824
General Motors Co. 6.600% 4/1/36 3,126 3,325
General Motors Co. 5.150% 4/1/38 1,912 1,773
General Motors Co. 6.250% 10/2/43 6,081 6,231
General Motors Co. 5.200% 4/1/45 4,445 4,016
General Motors Co. 6.750% 4/1/46 2,566 2,783
General Motors Co. 5.400% 4/1/48 2,825 2,637
General Motors Co. 5.950% 4/1/49 5,000 4,960
GLP Capital LP / GLP Financing II Inc. 5.300% 1/15/29 2,000 2,005
Harley-Davidson Inc. 4.625% 7/28/45 1,505 1,404
Home Depot Inc. 5.875% 12/16/36 10,200 12,420
Home Depot Inc. 5.400% 9/15/40 2,025 2,361
Home Depot Inc. 5.950% 4/1/41 2,838 3,538
Home Depot Inc. 4.200% 4/1/43 3,430 3,457
Home Depot Inc. 4.875% 2/15/44 3,358 3,699
Home Depot Inc. 4.400% 3/15/45 3,542 3,684
Home Depot Inc. 4.250% 4/1/46 4,788 4,884
Home Depot Inc. 3.900% 6/15/47 3,803 3,664
Home Depot Inc. 3.500% 9/15/56 2,368 2,064
Kohl's Corp. 5.550% 7/17/45 1,100 1,056
Lowe's Cos. Inc. 6.500% 3/15/29 446 541
Lowe's Cos. Inc. 4.650% 4/15/42 3,788 3,944
Lowe's Cos. Inc. 4.250% 9/15/44 152 150

 

 

Lowe's Cos. Inc. 4.375% 9/15/45 3,261 3,275
Lowe's Cos. Inc. 3.700% 4/15/46 5,054 4,607
Lowe's Cos. Inc. 4.050% 5/3/47 6,219 5,967
Macy's Retail Holdings Inc. 6.900% 4/1/29 1,125 1,187
Macy's Retail Holdings Inc. 4.500% 12/15/34 1,958 1,591
Mastercard Inc. 3.800% 11/21/46 1,800 1,725
Mastercard Inc. 3.950% 2/26/48 1,800 1,776
McDonald's Corp. 4.700% 12/9/35 3,069 3,194
McDonald's Corp. 6.300% 10/15/37 2,482 2,974
McDonald's Corp. 6.300% 3/1/38 2,121 2,553
McDonald's Corp. 5.700% 2/1/39 2,000 2,263
McDonald's Corp. 3.700% 2/15/42 2,375 2,077
McDonald's Corp. 3.625% 5/1/43 1,625 1,389
McDonald's Corp. 4.600% 5/26/45 2,290 2,279
McDonald's Corp. 4.875% 12/9/45 4,256 4,443
McDonald's Corp. 4.450% 3/1/47 4,740 4,635
McDonald's Corp. 4.450% 9/1/48 2,400 2,372
NIKE Inc. 3.625% 5/1/43 1,450 1,336
NIKE Inc. 3.875% 11/1/45 666 639
NIKE Inc. 3.375% 11/1/46 4,350 3,802
Nordstrom Inc. 5.000% 1/15/44 3,274 3,015
QVC Inc. 5.450% 8/15/34 1,350 1,213
Starbucks Corp. 4.000% 11/15/28 2,475 2,484
Starbucks Corp. 4.300% 6/15/45 1,075 1,011
Starbucks Corp. 3.750% 12/1/47 1,750 1,528
Starbucks Corp. 4.500% 11/15/48 3,200 3,118
Target Corp. 6.350% 11/1/32 1,364 1,652
Target Corp. 6.500% 10/15/37 2,512 3,158
Target Corp. 7.000% 1/15/38 1,694 2,218
Target Corp. 4.000% 7/1/42 4,090 3,945
Target Corp. 3.625% 4/15/46 2,900 2,617
Target Corp. 3.900% 11/15/47 2,275 2,129
VF Corp. 6.450% 11/1/37 1,140 1,403
Visa Inc. 4.150% 12/14/35 5,063 5,220
Visa Inc. 4.300% 12/14/45 12,876 13,295
Visa Inc. 3.650% 9/15/47 1,163 1,083
Walgreen Co. 4.400% 9/15/42 1,639 1,479
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,550 1,524
Walgreens Boots Alliance Inc. 4.800% 11/18/44 4,875 4,713
Walgreens Boots Alliance Inc. 4.650% 6/1/46 1,840 1,755
Walmart Inc. 7.550% 2/15/30 2,549 3,404
Walmart Inc. 5.250% 9/1/35 6,856 7,865
Walmart Inc. 6.200% 4/15/38 6,723 8,619
Walmart Inc. 3.950% 6/28/38 5,025 4,997
Walmart Inc. 5.625% 4/1/40 2,493 3,017
Walmart Inc. 4.875% 7/8/40 1,440 1,600
Walmart Inc. 5.000% 10/25/40 1,740 1,955
Walmart Inc. 5.625% 4/15/41 3,135 3,839
Walmart Inc. 4.000% 4/11/43 1,451 1,426
Walmart Inc. 4.300% 4/22/44 1,669 1,722
Walmart Inc. 3.625% 12/15/47 2,980 2,779
Walmart Inc. 4.050% 6/29/48 10,700 10,700
Western Union Co. 6.200% 11/17/36 1,450 1,466
 
Consumer Noncyclical (9.0%)        
Abbott Laboratories 4.750% 11/30/36 8,505 9,028
Abbott Laboratories 6.150% 11/30/37 1,903 2,279

 

 

Abbott Laboratories 6.000% 4/1/39 1,245 1,475
Abbott Laboratories 5.300% 5/27/40 318 354
Abbott Laboratories 4.750% 4/15/43 2,150 2,266
Abbott Laboratories 4.900% 11/30/46 10,849 11,775
AbbVie Inc. 4.250% 11/14/28 7,100 7,010
AbbVie Inc. 4.500% 5/14/35 8,220 7,921
AbbVie Inc. 4.300% 5/14/36 2,781 2,598
AbbVie Inc. 4.400% 11/6/42 8,648 7,994
AbbVie Inc. 4.700% 5/14/45 9,565 9,186
AbbVie Inc. 4.450% 5/14/46 8,000 7,401
AbbVie Inc. 4.875% 11/14/48 6,150 6,049
Actavis Inc. 4.625% 10/1/42 1,750 1,645
Advocate Health & Hospitals Corp. 4.272% 8/15/48 1,450 1,458
Ahold Finance USA LLC 6.875% 5/1/29 1,575 1,832
AHS Hospital Corp. 5.024% 7/1/45 1,450 1,611
Allergan Funding SCS 4.550% 3/15/35 8,112 7,880
Allergan Funding SCS 4.850% 6/15/44 5,750 5,660
Allergan Funding SCS 4.750% 3/15/45 2,490 2,421
Altria Group Inc. 4.250% 8/9/42 3,606 3,345
Altria Group Inc. 4.500% 5/2/43 2,597 2,482
Altria Group Inc. 5.375% 1/31/44 4,640 4,999
Altria Group Inc. 3.875% 9/16/46 5,930 5,190
AmerisourceBergen Corp. 4.250% 3/1/45 1,495 1,334
AmerisourceBergen Corp. 4.300% 12/15/47 2,200 1,993
Amgen Inc. 6.400% 2/1/39 1,650 1,964
Amgen Inc. 4.950% 10/1/41 2,160 2,229
Amgen Inc. 5.150% 11/15/41 5,225 5,535
Amgen Inc. 4.400% 5/1/45 10,336 9,932
Amgen Inc. 4.563% 6/15/48 5,176 5,071
Amgen Inc. 4.663% 6/15/51 11,563 11,434
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 19,764 19,763
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 2,696 2,421
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 3,500 3,386
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 41,919 42,232
Anheuser-Busch InBev Worldwide Inc. 5.875% 6/15/35 750 838
Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 3,750 3,609
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,230 7,339
Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 2,034 2,804
Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 5,656 5,766
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 3,470 3,001
Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 8,325 8,051
Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 4,201 3,936
Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 275 265
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,265 1,444
Archer-Daniels-Midland Co. 5.375% 9/15/35 1,640 1,834
Archer-Daniels-Midland Co. 4.535% 3/26/42 1,965 2,012
Archer-Daniels-Midland Co. 4.016% 4/16/43 2,735 2,598
Archer-Daniels-Midland Co. 3.750% 9/15/47 2,200 1,987
Ascension Health 3.945% 11/15/46 3,925 3,798
3 Ascension Health 4.847% 11/15/53 1,379 1,514
AstraZeneca plc 4.000% 1/17/29 2,500 2,463
AstraZeneca plc 6.450% 9/15/37 8,062 10,102
AstraZeneca plc 4.000% 9/18/42 3,750 3,473
AstraZeneca plc 4.375% 11/16/45 3,127 3,077
AstraZeneca plc 4.375% 8/17/48 2,550 2,477
4 BAT Capital Corp. 4.390% 8/15/37 8,325 7,753
4 BAT Capital Corp. 4.540% 8/15/47 8,310 7,629

 

 

Baxalta Inc. 5.250% 6/23/45 1,100 1,183
Baxter International Inc. 3.500% 8/15/46 1,375 1,154
Baylor Scott & White Holdings 4.185% 11/15/45 1,545 1,522
Baylor Scott & White Holdings 3.967% 11/15/46 1,285 1,224
Becton Dickinson & Co. 4.685% 12/15/44 3,988 3,926
Becton Dickinson & Co. 4.669% 6/6/47 2,775 2,744
Becton Dickinson and Co. 5.000% 11/12/40 3,130 3,193
Biogen Inc. 5.200% 9/15/45 6,071 6,436
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 1,000 993
Boston Scientific Corp. 7.000% 11/15/35 1,680 2,106
Boston Scientific Corp. 7.375% 1/15/40 505 664
Bristol-Myers Squibb Co. 3.250% 8/1/42 1,690 1,459
Bristol-Myers Squibb Co. 4.500% 3/1/44 1,664 1,747
Brown-Forman Corp. 4.500% 7/15/45 1,650 1,718
Campbell Soup Co. 3.800% 8/2/42 1,250 977
Campbell Soup Co. 4.800% 3/15/48 3,375 3,083
Cardinal Health Inc. 4.600% 3/15/43 2,575 2,330
Cardinal Health Inc. 4.500% 11/15/44 800 716
Cardinal Health Inc. 4.900% 9/15/45 850 805
Cardinal Health Inc. 4.368% 6/15/47 2,000 1,778
3 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 2,525 2,299
Celgene Corp. 5.250% 8/15/43 3,875 3,923
Celgene Corp. 4.625% 5/15/44 4,431 4,156
Celgene Corp. 5.000% 8/15/45 3,487 3,446
Celgene Corp. 4.350% 11/15/47 4,084 3,679
Celgene Corp. 4.550% 2/20/48 5,133 4,749
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,050 1,053
Church & Dwight Co. Inc. 3.950% 8/1/47 1,325 1,186
City of Hope 5.623% 11/15/43 1,125 1,314
City of Hope 4.378% 8/15/48 1,000 983
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 1,315 1,379
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,825 1,981
Colgate-Palmolive Co. 4.000% 8/15/45 1,995 1,966
Colgate-Palmolive Co. 3.700% 8/1/47 1,750 1,649
Conagra Brands Inc. 7.000% 10/1/28 1,355 1,523
Conagra Brands Inc. 8.250% 9/15/30 1,200 1,537
Constellation Brands Inc. 4.500% 5/9/47 1,775 1,656
Constellation Brands Inc. 4.100% 2/15/48 2,400 2,106
CVS Health Corp. 4.875% 7/20/35 3,500 3,518
CVS Health Corp. 4.780% 3/25/38 11,000 10,947
CVS Health Corp. 6.125% 9/15/39 3,000 3,352
CVS Health Corp. 5.300% 12/5/43 3,680 3,836
CVS Health Corp. 5.125% 7/20/45 11,975 12,285
CVS Health Corp. 5.050% 3/25/48 28,450 29,030
Danaher Corp. 4.375% 9/15/45 1,625 1,645
Dartmouth-Hitchcock Health 4.178% 8/1/48 1,025 996
Diageo Capital plc 5.875% 9/30/36 1,825 2,180
Diageo Capital plc 3.875% 4/29/43 1,000 957
Diageo Investment Corp. 7.450% 4/15/35 1,350 1,840
Diageo Investment Corp. 4.250% 5/11/42 1,802 1,816
Dignity Health California GO 4.500% 11/1/42 1,050 980
Dignity Health California GO 5.267% 11/1/64 1,100 1,081
Duke University Health System Inc. 3.920% 6/1/47 1,995 1,928
Eli Lilly & Co. 5.550% 3/15/37 1,442 1,705
Eli Lilly & Co. 3.700% 3/1/45 3,888 3,662
Eli Lilly & Co. 3.950% 5/15/47 1,500 1,480
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,075 1,298

 

 

Estee Lauder Cos. Inc. 4.375% 6/15/45 1,700 1,739
Estee Lauder Cos. Inc. 4.150% 3/15/47 1,575 1,567
Express Scripts Holding Co. 6.125% 11/15/41 1,020 1,147
Express Scripts Holding Co. 4.800% 7/15/46 6,895 6,729
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 2,325 2,249
Genentech Inc. 5.250% 7/15/35 300 342
General Mills Inc. 4.550% 4/17/38 1,625 1,560
General Mills Inc. 5.400% 6/15/40 2,075 2,153
General Mills Inc. 4.150% 2/15/43 1,025 903
General Mills Inc. 4.700% 4/17/48 2,975 2,842
Gilead Sciences Inc. 4.600% 9/1/35 3,489 3,593
Gilead Sciences Inc. 4.000% 9/1/36 3,308 3,165
Gilead Sciences Inc. 5.650% 12/1/41 3,710 4,250
Gilead Sciences Inc. 4.800% 4/1/44 6,934 7,109
Gilead Sciences Inc. 4.500% 2/1/45 6,189 6,151
Gilead Sciences Inc. 4.750% 3/1/46 6,202 6,346
Gilead Sciences Inc. 4.150% 3/1/47 5,821 5,514
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 9,559 12,276
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 1,650 1,647
Hackensack Meridian Health 4.500% 7/1/57 1,000 1,020
Hackensack Meridian Health Inc. 4.211% 7/1/48 1,200 1,180
Hasbro Inc. 6.350% 3/15/40 1,654 1,806
Hasbro Inc. 5.100% 5/15/44 1,025 962
Indiana University Health Inc. Obligated        
Group 3.970% 11/1/48 1,875 1,852
JM Smucker Co. 4.250% 3/15/35 1,475 1,382
JM Smucker Co. 4.375% 3/15/45 2,900 2,660
Johns Hopkins Health System Corp. 3.837% 5/15/46 1,650 1,515
Johnson & Johnson 6.950% 9/1/29 1,900 2,486
Johnson & Johnson 4.950% 5/15/33 3,000 3,372
Johnson & Johnson 4.375% 12/5/33 2,827 2,995
Johnson & Johnson 3.550% 3/1/36 4,174 3,975
Johnson & Johnson 3.625% 3/3/37 5,609 5,386
Johnson & Johnson 5.950% 8/15/37 2,864 3,586
Johnson & Johnson 3.400% 1/15/38 1,783 1,656
Johnson & Johnson 5.850% 7/15/38 1,865 2,339
Johnson & Johnson 4.500% 9/1/40 754 796
Johnson & Johnson 4.850% 5/15/41 1,000 1,091
Johnson & Johnson 4.500% 12/5/43 454 484
Johnson & Johnson 3.700% 3/1/46 6,719 6,385
Johnson & Johnson 3.750% 3/3/47 4,700 4,502
Johnson & Johnson 3.500% 1/15/48 2,841 2,616
Kaiser Foundation Hospitals 4.875% 4/1/42 2,141 2,366
Kaiser Foundation Hospitals 4.150% 5/1/47 3,002 2,987
Kellogg Co. 7.450% 4/1/31 127 159
Kellogg Co. 4.500% 4/1/46 2,384 2,251
4 Keurig Dr Pepper Inc. 4.985% 5/25/38 2,125 2,145
Keurig Dr Pepper Inc. 4.500% 11/15/45 3,195 2,937
Keurig Dr Pepper Inc. 4.420% 12/15/46 1,375 1,245
4 Keurig Dr Pepper Inc. 5.085% 5/25/48 2,525 2,562
Kimberly-Clark Corp. 6.625% 8/1/37 1,425 1,861
Kimberly-Clark Corp. 5.300% 3/1/41 1,220 1,392
Kimberly-Clark Corp. 3.700% 6/1/43 980 895
Kimberly-Clark Corp. 3.200% 7/30/46 3,225 2,727
Kimberly-Clark Corp. 3.900% 5/4/47 200 191
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,839 3,083
Koninklijke Philips NV 6.875% 3/11/38 2,500 3,234

 

 

Koninklijke Philips NV 5.000% 3/15/42 1,785 1,938
Kraft Foods Group Inc. 6.875% 1/26/39 3,586 4,189
Kraft Foods Group Inc. 6.500% 2/9/40 4,063 4,542
Kraft Foods Group Inc. 5.000% 6/4/42 3,815 3,637
Kraft Heinz Foods Co. 4.625% 1/30/29 3,800 3,778
Kraft Heinz Foods Co. 5.000% 7/15/35 4,295 4,242
Kraft Heinz Foods Co. 5.200% 7/15/45 6,565 6,416
Kraft Heinz Foods Co. 4.375% 6/1/46 10,445 9,174
Kroger Co. 7.700% 6/1/29 725 880
Kroger Co. 8.000% 9/15/29 775 956
Kroger Co. 7.500% 4/1/31 1,520 1,844
Kroger Co. 6.900% 4/15/38 500 599
Kroger Co. 5.400% 7/15/40 995 1,013
Kroger Co. 5.000% 4/15/42 900 876
Kroger Co. 5.150% 8/1/43 1,300 1,284
Kroger Co. 3.875% 10/15/46 1,625 1,358
Kroger Co. 4.450% 2/1/47 3,300 3,039
Kroger Co. 4.650% 1/15/48 1,950 1,830
Laboratory Corp. of America Holdings 4.700% 2/1/45 3,274 3,173
3 Mayo Clinic 3.774% 11/15/43 900 861
3 Mayo Clinic 4.000% 11/15/47 1,200 1,161
3 Mayo Clinic 4.128% 11/15/52 1,050 1,044
McCormick & Co. Inc. 4.200% 8/15/47 1,200 1,129
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,335 1,582
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,500 1,525
Medtronic Inc. 4.375% 3/15/35 9,281 9,595
Medtronic Inc. 6.500% 3/15/39 1,000 1,267
Medtronic Inc. 5.550% 3/15/40 1,535 1,778
Medtronic Inc. 4.500% 3/15/42 1,800 1,856
Medtronic Inc. 4.625% 3/15/44 2,881 3,020
Medtronic Inc. 4.625% 3/15/45 14,400 15,229
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 850 964
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 1,555 1,531
Memorial Sloan-Kettering Cancer Center New        
York GO 4.200% 7/1/55 1,975 1,957
Merck & Co. Inc. 3.600% 9/15/42 1,754 1,639
Merck & Co. Inc. 4.150% 5/18/43 5,384 5,484
Merck & Co. Inc. 3.700% 2/10/45 6,410 6,139
Molson Coors Brewing Co. 5.000% 5/1/42 3,743 3,722
Molson Coors Brewing Co. 4.200% 7/15/46 6,575 5,807
Mondelez International Inc. 4.625% 5/7/48 1,000 974
3 Montefiore Obligated Group 5.246% 11/1/48 1,800 1,811
3 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 1,050 985
Mylan Inc. 5.400% 11/29/43 1,690 1,599
4 Mylan Inc. 5.200% 4/15/48 2,500 2,309
Mylan NV 5.250% 6/15/46 3,225 3,012
New York & Presbyterian Hospital 4.024% 8/1/45 2,300 2,250
New York & Presbyterian Hospital 4.063% 8/1/56 1,325 1,264
Newell Brands Inc. 5.375% 4/1/36 2,677 2,553
Newell Brands Inc. 5.500% 4/1/46 5,600 5,334
Northwell Healthcare Inc. 3.979% 11/1/46 1,750 1,585
Northwell Healthcare Inc. 4.260% 11/1/47 2,875 2,729
Novartis Capital Corp. 3.700% 9/21/42 1,700 1,622
Novartis Capital Corp. 4.400% 5/6/44 6,453 6,853
Novartis Capital Corp. 4.000% 11/20/45 4,211 4,218

 

 

NYU Hospitals Center 4.784% 7/1/44 1,150 1,223
3 NYU Hospitals Center 4.368% 7/1/47 1,875 1,903
Orlando Health Obligated Group 4.089% 10/1/48 1,050 1,018
Partners Healthcare System Inc. 4.117% 7/1/55 1,000 945
Pepsi Bottling Group Inc. 7.000% 3/1/29 4,233 5,396
PepsiCo Inc. 5.500% 1/15/40 1,908 2,252
PepsiCo Inc. 4.875% 11/1/40 1,797 1,973
PepsiCo Inc. 4.000% 3/5/42 2,678 2,642
PepsiCo Inc. 3.600% 8/13/42 1,625 1,502
PepsiCo Inc. 4.250% 10/22/44 2,333 2,359
PepsiCo Inc. 4.600% 7/17/45 2,799 2,973
PepsiCo Inc. 4.450% 4/14/46 2,405 2,511
PepsiCo Inc. 3.450% 10/6/46 5,200 4,672
PepsiCo Inc. 4.000% 5/2/47 2,680 2,604
Perrigo Finance Unlimited Co. 4.900% 12/15/44 1,781 1,608
Pfizer Inc. 4.000% 12/15/36 4,232 4,173
Pfizer Inc. 4.100% 9/15/38 2,350 2,347
Pfizer Inc. 7.200% 3/15/39 7,883 10,879
Pfizer Inc. 4.300% 6/15/43 2,507 2,526
Pfizer Inc. 4.400% 5/15/44 4,750 4,875
Pfizer Inc. 4.125% 12/15/46 4,025 3,995
Pfizer Inc. 4.200% 9/15/48 5,000 5,008
Pharmacia LLC 6.600% 12/1/28 2,950 3,584
Philip Morris International Inc. 6.375% 5/16/38 2,601 3,126
Philip Morris International Inc. 4.375% 11/15/41 3,868 3,751
Philip Morris International Inc. 4.500% 3/20/42 4,128 4,001
Philip Morris International Inc. 3.875% 8/21/42 3,090 2,748
Philip Morris International Inc. 4.125% 3/4/43 1,600 1,483
Philip Morris International Inc. 4.875% 11/15/43 1,398 1,426
Philip Morris International Inc. 4.250% 11/10/44 5,580 5,254
Procter & Gamble Co. 3.500% 10/25/47 4,700 4,359
3 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 1,350 1,222
3 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 1,200 1,129
Quest Diagnostics Inc. 4.700% 3/30/45 1,100 1,063
Reynolds American Inc. 5.700% 8/15/35 2,902 3,098
Reynolds American Inc. 7.250% 6/15/37 1,550 1,908
Reynolds American Inc. 6.150% 9/15/43 1,500 1,671
Reynolds American Inc. 5.850% 8/15/45 7,315 7,900
RWJ Barnabas Health Inc. 3.949% 7/1/46 1,350 1,245
Stanford Health Care 3.795% 11/15/48 1,800 1,703
Stryker Corp. 4.100% 4/1/43 1,920 1,782
Stryker Corp. 4.625% 3/15/46 3,975 4,021
Sutter Health 4.091% 8/15/48 1,125 1,064
Sysco Corp. 4.850% 10/1/45 1,525 1,560
Sysco Corp. 4.500% 4/1/46 2,200 2,159
Sysco Corp. 4.450% 3/15/48 1,700 1,656
3 Texas Health Resources 4.330% 11/15/55 1,000 1,013
Thermo Fisher Scientific Inc. 5.300% 2/1/44 1,500 1,644
Thermo Fisher Scientific Inc. 4.100% 8/15/47 2,500 2,335
Trinity Health Corp. 4.125% 12/1/45 1,175 1,131
Tyson Foods Inc. 4.875% 8/15/34 2,070 2,085
Tyson Foods Inc. 5.150% 8/15/44 1,723 1,753
Tyson Foods Inc. 4.550% 6/2/47 2,483 2,299
Tyson Foods Inc. 5.100% 9/28/48 1,250 1,273
Unilever Capital Corp. 5.900% 11/15/32 2,983 3,627

 

 

Whirlpool Corp. 4.500% 6/1/46 1,650 1,461
Wyeth LLC 6.500% 2/1/34 3,091 3,864
Wyeth LLC 6.000% 2/15/36 510 620
Wyeth LLC 5.950% 4/1/37 7,030 8,479
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 413 387
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 870 958
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 1,450 1,353
Zoetis Inc. 4.700% 2/1/43 3,766 3,848
Zoetis Inc. 3.950% 9/12/47 1,721 1,558
Zoetis Inc. 4.450% 8/20/48 1,375 1,375
 
Energy (5.7%)        
Anadarko Finance Co. 7.500% 5/1/31 2,181 2,678
Anadarko Petroleum Corp. 6.450% 9/15/36 6,110 6,950
Anadarko Petroleum Corp. 7.950% 6/15/39 1,150 1,486
Anadarko Petroleum Corp. 6.200% 3/15/40 3,128 3,470
Anadarko Petroleum Corp. 4.500% 7/15/44 2,080 1,883
Anadarko Petroleum Corp. 6.600% 3/15/46 3,542 4,171
Andeavor 4.500% 4/1/48 1,500 1,392
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 1,900 1,898
Apache Corp. 4.375% 10/15/28 2,800 2,746
Apache Corp. 7.750% 12/15/29 1,000 1,233
Apache Corp. 6.000% 1/15/37 3,701 4,044
Apache Corp. 5.100% 9/1/40 5,225 5,152
Apache Corp. 5.250% 2/1/42 1,675 1,671
Apache Corp. 4.750% 4/15/43 4,815 4,556
Apache Corp. 4.250% 1/15/44 1,575 1,396
Baker Hughes a GE Co. LLC 5.125% 9/15/40 2,754 2,898
Baker Hughes a GE Co. LLC / Baker Hughes        
Co-Obligor Inc. 4.080% 12/15/47 5,425 4,899
BP Capital Markets plc 3.723% 11/28/28 3,629 3,580
Buckeye Partners LP 5.850% 11/15/43 1,725 1,657
Buckeye Partners LP 5.600% 10/15/44 1,025 954
Burlington Resources Finance Co. 7.200% 8/15/31 1,975 2,504
Burlington Resources Finance Co. 7.400% 12/1/31 2,675 3,413
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,250 1,544
Canadian Natural Resources Ltd. 6.450% 6/30/33 875 1,028
Canadian Natural Resources Ltd. 5.850% 2/1/35 700 771
Canadian Natural Resources Ltd. 6.500% 2/15/37 2,065 2,451
Canadian Natural Resources Ltd. 6.250% 3/15/38 3,740 4,411
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,425 1,741
Canadian Natural Resources Ltd. 4.950% 6/1/47 2,737 2,849
Cenovus Energy Inc. 5.250% 6/15/37 2,501 2,470
Cenovus Energy Inc. 6.750% 11/15/39 5,280 5,960
Cenovus Energy Inc. 4.450% 9/15/42 2,325 2,037
Cenovus Energy Inc. 5.200% 9/15/43 1,300 1,251
Cenovus Energy Inc. 5.400% 6/15/47 3,251 3,271
Columbia Pipeline Group Inc. 5.800% 6/1/45 1,650 1,828
Concho Resources Inc. 4.875% 10/1/47 2,975 3,020
Concho Resources Inc. 4.850% 8/15/48 1,800 1,811
Conoco Funding Co. 7.250% 10/15/31 1,945 2,499
ConocoPhillips 5.900% 10/15/32 1,850 2,174
ConocoPhillips 5.900% 5/15/38 2,275 2,718
ConocoPhillips 6.500% 2/1/39 8,550 11,057
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 1,570 1,888
ConocoPhillips Co. 4.150% 11/15/34 706 690

 

 

ConocoPhillips Co. 4.300% 11/15/44 2,130 2,192
ConocoPhillips Co. 5.950% 3/15/46 1,725 2,174
ConocoPhillips Holding Co. 6.950% 4/15/29 5,150 6,419
Continental Resources Inc. 4.900% 6/1/44 2,600 2,574
Devon Energy Corp. 7.950% 4/15/32 2,264 2,852
Devon Energy Corp. 5.600% 7/15/41 2,854 3,030
Devon Energy Corp. 4.750% 5/15/42 3,530 3,371
Devon Energy Corp. 5.000% 6/15/45 1,442 1,423
Devon Financing Co. LLC 7.875% 9/30/31 2,791 3,462
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 1,300 1,297
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 1,868 1,841
Enable Midstream Partners LP 5.000% 5/15/44 1,725 1,560
Enbridge Energy Partners LP 7.500% 4/15/38 1,456 1,870
Enbridge Energy Partners LP 5.500% 9/15/40 2,625 2,814
Enbridge Energy Partners LP 7.375% 10/15/45 1,150 1,523
Enbridge Inc. 4.500% 6/10/44 1,500 1,434
Enbridge Inc. 5.500% 12/1/46 2,500 2,761
Encana Corp. 8.125% 9/15/30 800 1,019
Encana Corp. 7.375% 11/1/31 2,025 2,464
Encana Corp. 6.500% 8/15/34 2,908 3,368
Encana Corp. 6.625% 8/15/37 1,650 1,944
Encana Corp. 6.500% 2/1/38 2,000 2,345
Energy Transfer LP 8.250% 11/15/29 150 182
Energy Transfer LP 4.900% 3/15/35 1,752 1,647
Energy Transfer LP 6.625% 10/15/36 1,601 1,780
Energy Transfer LP 7.500% 7/1/38 1,505 1,800
Energy Transfer LP 6.500% 2/1/42 2,230 2,462
Energy Transfer LP 5.150% 2/1/43 1,424 1,332
Energy Transfer LP 5.950% 10/1/43 1,400 1,439
Energy Transfer LP 5.150% 3/15/45 4,091 3,861
Energy Transfer LP 6.125% 12/15/45 4,165 4,427
Energy Transfer Partners LP 5.800% 6/15/38 2,450 2,543
Energy Transfer Partners LP 6.050% 6/1/41 2,400 2,485
Energy Transfer Partners LP 5.300% 4/15/47 2,575 2,491
Energy Transfer Partners LP 6.000% 6/15/48 3,725 3,967
Enterprise Products Operating LLC 6.875% 3/1/33 2,712 3,339
Enterprise Products Operating LLC 6.650% 10/15/34 1,220 1,477
Enterprise Products Operating LLC 7.550% 4/15/38 1,575 2,063
Enterprise Products Operating LLC 6.125% 10/15/39 2,085 2,434
Enterprise Products Operating LLC 6.450% 9/1/40 1,296 1,562
Enterprise Products Operating LLC 5.950% 2/1/41 2,353 2,718
Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,738
Enterprise Products Operating LLC 4.850% 8/15/42 3,780 3,873
Enterprise Products Operating LLC 4.450% 2/15/43 5,230 5,072
Enterprise Products Operating LLC 4.850% 3/15/44 1,283 1,298
Enterprise Products Operating LLC 5.100% 2/15/45 2,545 2,659
Enterprise Products Operating LLC 4.900% 5/15/46 2,650 2,728
Enterprise Products Operating LLC 4.250% 2/15/48 5,775 5,391
Enterprise Products Operating LLC 4.950% 10/15/54 1,152 1,148
EOG Resources Inc. 3.900% 4/1/35 1,657 1,616
EQT Midstream Partners LP 6.500% 7/15/48 1,500 1,597
Exxon Mobil Corp. 3.567% 3/6/45 3,123 2,916
Exxon Mobil Corp. 4.114% 3/1/46 8,225 8,300
Halliburton Co. 4.850% 11/15/35 5,236 5,480
Halliburton Co. 6.700% 9/15/38 3,564 4,423
Halliburton Co. 7.450% 9/15/39 767 1,025
Halliburton Co. 4.500% 11/15/41 2,057 2,014

 

 

Halliburton Co. 4.750% 8/1/43 2,795 2,853
Halliburton Co. 5.000% 11/15/45 7,160 7,627
Hess Corp. 7.875% 10/1/29 2,100 2,532
Hess Corp. 7.300% 8/15/31 645 743
Hess Corp. 7.125% 3/15/33 1,375 1,574
Hess Corp. 6.000% 1/15/40 2,852 2,966
Hess Corp. 5.600% 2/15/41 4,742 4,791
Hess Corp. 5.800% 4/1/47 2,050 2,157
Husky Energy Inc. 6.800% 9/15/37 1,250 1,540
Kerr-McGee Corp. 7.875% 9/15/31 1,300 1,619
Kinder Morgan Energy Partners LP 7.400% 3/15/31 475 569
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 624
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,425 2,935
Kinder Morgan Energy Partners LP 5.800% 3/15/35 1,975 2,126
Kinder Morgan Energy Partners LP 6.500% 2/1/37 650 725
Kinder Morgan Energy Partners LP 6.950% 1/15/38 4,086 4,946
Kinder Morgan Energy Partners LP 6.500% 9/1/39 2,070 2,337
Kinder Morgan Energy Partners LP 6.550% 9/15/40 875 996
Kinder Morgan Energy Partners LP 7.500% 11/15/40 1,500 1,857
Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,915 2,146
Kinder Morgan Energy Partners LP 5.625% 9/1/41 1,854 1,909
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,575 2,502
Kinder Morgan Energy Partners LP 4.700% 11/1/42 2,100 1,966
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 970
Kinder Morgan Energy Partners LP 5.500% 3/1/44 2,063 2,124
Kinder Morgan Energy Partners LP 5.400% 9/1/44 2,265 2,313
Kinder Morgan Inc. 7.800% 8/1/31 1,075 1,334
Kinder Morgan Inc. 5.300% 12/1/34 1,566 1,616
Kinder Morgan Inc. 5.550% 6/1/45 5,830 6,151
Kinder Morgan Inc. 5.050% 2/15/46 2,340 2,334
Kinder Morgan Inc. 5.200% 3/1/48 3,400 3,463
Kinder Morgan Inc. 7.750% 1/15/32 4,106 5,172
Magellan Midstream Partners LP 5.150% 10/15/43 2,100 2,179
Magellan Midstream Partners LP 4.250% 9/15/46 1,725 1,613
Magellan Midstream Partners LP 4.200% 10/3/47 1,700 1,555
Marathon Oil Corp. 6.800% 3/15/32 1,700 1,994
Marathon Oil Corp. 6.600% 10/1/37 2,585 3,043
Marathon Oil Corp. 5.200% 6/1/45 2,082 2,172
Marathon Petroleum Corp. 6.500% 3/1/41 3,448 4,028
Marathon Petroleum Corp. 4.750% 9/15/44 1,870 1,798
Marathon Petroleum Corp. 5.850% 12/15/45 925 971
Marathon Petroleum Corp. 5.000% 9/15/54 1,950 1,857
MPLX LP 4.500% 4/15/38 4,200 3,951
MPLX LP 5.200% 3/1/47 3,825 3,820
MPLX LP 4.700% 4/15/48 4,965 4,629
MPLX LP 4.900% 4/15/58 1,775 1,610
National Oilwell Varco Inc. 3.950% 12/1/42 3,645 3,112
Noble Energy Inc. 6.000% 3/1/41 2,930 3,134
Noble Energy Inc. 5.250% 11/15/43 3,560 3,541
Noble Energy Inc. 5.050% 11/15/44 2,209 2,126
Noble Energy Inc. 4.950% 8/15/47 1,900 1,819
Occidental Petroleum Corp. 4.625% 6/15/45 2,825 2,916
Occidental Petroleum Corp. 4.400% 4/15/46 3,100 3,125
Occidental Petroleum Corp. 4.100% 2/15/47 3,107 2,997
Occidental Petroleum Corp. 4.200% 3/15/48 3,375 3,320
ONEOK Inc. 6.000% 6/15/35 1,285 1,392
ONEOK Inc. 4.950% 7/13/47 1,800 1,773

 

 

ONEOK Inc. 5.200% 7/15/48 2,300 2,343
ONEOK Partners LP 6.650% 10/1/36 2,725 3,167
ONEOK Partners LP 6.850% 10/15/37 650 772
ONEOK Partners LP 6.125% 2/1/41 2,675 2,948
ONEOK Partners LP 6.200% 9/15/43 1,450 1,619
Petro-Canada 5.350% 7/15/33 1,450 1,557
Petro-Canada 5.950% 5/15/35 2,480 2,860
Petro-Canada 6.800% 5/15/38 4,060 5,134
Phillips 66 4.650% 11/15/34 2,941 2,961
Phillips 66 5.875% 5/1/42 5,193 5,969
Phillips 66 4.875% 11/15/44 5,672 5,874
Phillips 66 Partners LP 4.680% 2/15/45 1,300 1,229
Phillips 66 Partners LP 4.900% 10/1/46 2,250 2,190
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 1,850 2,064
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 1,661 1,558
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 2,500 2,130
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 2,375 2,140
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 1,002 927
Shell International Finance BV 4.125% 5/11/35 5,762 5,822
Shell International Finance BV 6.375% 12/15/38 9,569 12,325
Shell International Finance BV 5.500% 3/25/40 2,095 2,462
Shell International Finance BV 3.625% 8/21/42 1,995 1,832
Shell International Finance BV 4.550% 8/12/43 4,290 4,521
Shell International Finance BV 4.375% 5/11/45 9,187 9,431
Shell International Finance BV 4.000% 5/10/46 7,801 7,599
Shell International Finance BV 3.750% 9/12/46 4,929 4,614
Spectra Energy Partners LP 5.950% 9/25/43 1,710 1,925
Spectra Energy Partners LP 4.500% 3/15/45 2,103 2,007
Suncor Energy Inc. 7.150% 2/1/32 800 998
Suncor Energy Inc. 5.950% 12/1/34 855 979
Suncor Energy Inc. 6.500% 6/15/38 2,150 2,650
Suncor Energy Inc. 6.850% 6/1/39 3,033 3,876
Suncor Energy Inc. 4.000% 11/15/47 3,200 2,994
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 1,600 1,680
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 1,600 1,434
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 2,917 2,769
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 3,395 3,302
Sunoco Logistics Partners Operations LP 5.400% 10/1/47 1,857 1,818
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,470 1,716
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,085 1,339
Texas Eastern Transmission LP 7.000% 7/15/32 1,375 1,660
TransCanada PipeLines Ltd. 4.625% 3/1/34 3,617 3,612
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 868
TransCanada PipeLines Ltd. 5.850% 3/15/36 1,150 1,308
TransCanada PipeLines Ltd. 6.200% 10/15/37 4,858 5,648
TransCanada PipeLines Ltd. 4.750% 5/15/38 3,000 3,035
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,670 3,378
TransCanada PipeLines Ltd. 7.625% 1/15/39 2,105 2,788
TransCanada PipeLines Ltd. 6.100% 6/1/40 2,956 3,367
TransCanada PipeLines Ltd. 5.000% 10/16/43 2,425 2,471
TransCanada PipeLines Ltd. 4.875% 5/15/48 3,075 3,150
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 1,275 1,342

 

 

Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,295 1,230
Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 1,200 1,168
Valero Energy Corp. 4.350% 6/1/28 325 326
Valero Energy Corp. 7.500% 4/15/32 2,481 3,144
Valero Energy Corp. 6.625% 6/15/37 4,749 5,713
Valero Energy Corp. 4.900% 3/15/45 2,375 2,415
Western Gas Partners LP 5.450% 4/1/44 2,075 1,951
Western Gas Partners LP 5.300% 3/1/48 2,150 1,977
Western Gas Partners LP 5.500% 8/15/48 975 922
Williams Cos. Inc. 7.500% 1/15/31 1,100 1,335
Williams Cos. Inc. 6.300% 4/15/40 4,353 4,909
Williams Cos. Inc. 5.800% 11/15/43 1,925 2,075
Williams Cos. Inc. 5.400% 3/4/44 1,454 1,504
Williams Cos. Inc. 5.750% 6/24/44 2,400 2,562
Williams Cos. Inc. 4.900% 1/15/45 1,650 1,601
Williams Cos. Inc. 5.100% 9/15/45 4,193 4,213
Williams Cos. Inc. 4.850% 3/1/48 2,675 2,594
 
Other Industrial (0.3%)        
3 Boston University 4.061% 10/1/48 875 864
California Institute of Technology GO 4.321% 8/1/45 1,000 1,027
California Institute of Technology GO 4.700% 11/1/11 1,350 1,376
3 Johns Hopkins University Maryland GO 4.083% 7/1/53 1,175 1,140
3 Massachusetts Institute of Technology GO 3.959% 7/1/38 1,250 1,250
Massachusetts Institute of Technology GO 5.600% 7/1/11 2,525 3,201
Massachusetts Institute of Technology GO 4.678% 7/1/14 1,800 1,925
Massachusetts Institute of Technology GO 3.885% 7/1/16 1,660 1,492
3 Northwestern University Illinois GO 4.643% 12/1/44 1,800 1,971
3 Northwestern University Illinois GO 3.662% 12/1/57 900 847
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 900 878
3 Rice University Texas GO 3.574% 5/15/45 2,050 1,914
3 Rice University Texas GO 3.774% 5/15/55 150 139
Stanford University California GO 3.647% 5/1/48 2,475 2,345
3 University of Chicago 4.003% 10/1/53 1,600 1,582
3 University of Notre Dame du Lac 3.438% 2/15/45 1,400 1,293
University of Notre Dame du Lac 3.394% 2/15/48 1,400 1,288
University of Pennsylvania GO 4.674% 9/1/12 1,000 994
3 University of Southern California GO 3.028% 10/1/39 2,500 2,225
3 University of Southern California GO 3.841% 10/1/47 1,325 1,305
 
Technology (3.4%)        
Analog Devices Inc. 5.300% 12/15/45 1,300 1,398
Apple Inc. 4.500% 2/23/36 4,046 4,372
Apple Inc. 3.850% 5/4/43 10,117 9,697
Apple Inc. 4.450% 5/6/44 3,411 3,577
Apple Inc. 3.450% 2/9/45 6,729 6,008
Apple Inc. 4.375% 5/13/45 6,554 6,769
Apple Inc. 4.650% 2/23/46 13,467 14,539
Apple Inc. 3.850% 8/4/46 6,832 6,528
Apple Inc. 4.250% 2/9/47 3,455 3,501
Apple Inc. 3.750% 9/12/47 3,500 3,265
Apple Inc. 3.750% 11/13/47 4,225 3,941
Applied Materials Inc. 5.100% 10/1/35 1,882 2,048
Applied Materials Inc. 5.850% 6/15/41 1,995 2,379
Applied Materials Inc. 4.350% 4/1/47 3,559 3,526
Cisco Systems Inc. 5.900% 2/15/39 6,781 8,402

 

 

Cisco Systems Inc. 5.500% 1/15/40 6,635 7,914
Corning Inc. 5.750% 8/15/40 1,325 1,487
Corning Inc. 4.375% 11/15/57 3,800 3,338
4 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 5,414 6,469
4 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 6,865 8,519
Fidelity National Information Services Inc. 4.500% 8/15/46 1,675 1,581
Fidelity National Information Services Inc. 4.750% 5/15/48 1,875 1,857
Fiserv Inc. 4.200% 10/1/28 2,475 2,480
Hewlett Packard Enterprise Co. 6.200% 10/15/35 2,688 2,768
Hewlett Packard Enterprise Co. 6.350% 10/15/45 5,458 5,601
HP Inc. 6.000% 9/15/41 3,145 3,184
Intel Corp. 4.000% 12/15/32 2,572 2,630
Intel Corp. 4.800% 10/1/41 2,622 2,849
Intel Corp. 4.250% 12/15/42 600 603
Intel Corp. 4.100% 5/19/46 4,463 4,414
Intel Corp. 4.100% 5/11/47 3,520 3,475
Intel Corp. 3.734% 12/8/47 9,483 8,806
International Business Machines Corp. 5.875% 11/29/32 2,200 2,610
International Business Machines Corp. 5.600% 11/30/39 3,000 3,575
International Business Machines Corp. 4.000% 6/20/42 4,100 3,977
International Business Machines Corp. 4.700% 2/19/46 2,350 2,520
Juniper Networks Inc. 5.950% 3/15/41 1,355 1,347
Microsoft Corp. 3.500% 2/12/35 5,964 5,726
Microsoft Corp. 4.200% 11/3/35 3,278 3,416
Microsoft Corp. 3.450% 8/8/36 8,713 8,288
Microsoft Corp. 4.100% 2/6/37 8,761 9,047
Microsoft Corp. 5.200% 6/1/39 2,605 3,062
Microsoft Corp. 4.500% 10/1/40 2,972 3,188
Microsoft Corp. 5.300% 2/8/41 2,195 2,585
Microsoft Corp. 3.500% 11/15/42 3,408 3,166
Microsoft Corp. 3.750% 5/1/43 1,683 1,623
Microsoft Corp. 4.875% 12/15/43 1,675 1,878
Microsoft Corp. 3.750% 2/12/45 6,489 6,277
Microsoft Corp. 4.450% 11/3/45 11,649 12,471
Microsoft Corp. 3.700% 8/8/46 15,000 14,345
Microsoft Corp. 4.250% 2/6/47 8,143 8,543
Microsoft Corp. 4.000% 2/12/55 12,830 12,708
Microsoft Corp. 3.950% 8/8/56 5,157 5,028
Microsoft Corp. 4.500% 2/6/57 7,112 7,645
Motorola Solutions Inc. 5.500% 9/1/44 1,310 1,225
Oracle Corp. 3.250% 5/15/30 1,704 1,616
Oracle Corp. 4.300% 7/8/34 5,779 5,925
Oracle Corp. 3.900% 5/15/35 4,366 4,226
Oracle Corp. 3.850% 7/15/36 4,265 4,100
Oracle Corp. 3.800% 11/15/37 6,416 6,130
Oracle Corp. 6.500% 4/15/38 4,170 5,348
Oracle Corp. 6.125% 7/8/39 4,125 5,080
Oracle Corp. 5.375% 7/15/40 8,339 9,483
Oracle Corp. 4.500% 7/8/44 3,783 3,858
Oracle Corp. 4.125% 5/15/45 7,952 7,696
Oracle Corp. 4.000% 7/15/46 9,174 8,730
Oracle Corp. 4.000% 11/15/47 7,470 7,088
Oracle Corp. 4.375% 5/15/55 2,990 2,976
QUALCOMM Inc. 4.650% 5/20/35 3,345 3,399
QUALCOMM Inc. 4.800% 5/20/45 4,951 4,995

 

 

QUALCOMM Inc. 4.300% 5/20/47 4,941 4,646
Seagate HDD Cayman 5.750% 12/1/34 1,625 1,475
Texas Instruments Inc. 4.150% 5/15/48 4,950 4,951
Tyco Electronics Group SA 7.125% 10/1/37 1,725 2,289
Verisk Analytics Inc. 5.500% 6/15/45 1,625 1,648
Xerox Corp. 6.750% 12/15/39 1,075 1,078
 
Transportation (1.8%)        
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 1,634 1,521
3 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 970 939
3 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 1,900 1,803
Burlington Northern Santa Fe LLC 6.200% 8/15/36 1,015 1,237
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,720 2,105
Burlington Northern Santa Fe LLC 5.750% 5/1/40 3,640 4,338
Burlington Northern Santa Fe LLC 5.050% 3/1/41 2,207 2,427
Burlington Northern Santa Fe LLC 5.400% 6/1/41 2,632 3,012
Burlington Northern Santa Fe LLC 4.950% 9/15/41 1,175 1,270
Burlington Northern Santa Fe LLC 4.400% 3/15/42 2,660 2,688
Burlington Northern Santa Fe LLC 4.375% 9/1/42 2,380 2,389
Burlington Northern Santa Fe LLC 4.450% 3/15/43 2,706 2,801
Burlington Northern Santa Fe LLC 5.150% 9/1/43 2,560 2,866
Burlington Northern Santa Fe LLC 4.900% 4/1/44 2,375 2,576
Burlington Northern Santa Fe LLC 4.550% 9/1/44 3,208 3,339
Burlington Northern Santa Fe LLC 4.150% 4/1/45 3,975 3,895
Burlington Northern Santa Fe LLC 4.700% 9/1/45 1,820 1,921
Burlington Northern Santa Fe LLC 3.900% 8/1/46 2,336 2,218
Burlington Northern Santa Fe LLC 4.125% 6/15/47 2,443 2,402
Burlington Northern Santa Fe LLC 4.050% 6/15/48 1,000 967
Burlington Northern Santa Fe LLC 4.150% 12/15/48 2,350 2,327
Canadian National Railway Co. 6.250% 8/1/34 2,170 2,687
Canadian National Railway Co. 6.200% 6/1/36 1,892 2,318
Canadian National Railway Co. 6.375% 11/15/37 515 651
Canadian National Railway Co. 3.200% 8/2/46 2,125 1,785
Canadian National Railway Co. 3.650% 2/3/48 2,500 2,322
Canadian Pacific Railway Co. 7.125% 10/15/31 1,165 1,465
Canadian Pacific Railway Co. 5.750% 3/15/33 1,075 1,220
Canadian Pacific Railway Co. 4.800% 9/15/35 1,225 1,289
Canadian Pacific Railway Co. 4.800% 8/1/45 1,720 1,823
Canadian Pacific Railway Co. 6.125% 9/15/15 3,125 3,685
CSX Corp. 6.000% 10/1/36 1,195 1,407
CSX Corp. 6.150% 5/1/37 2,480 2,982
CSX Corp. 6.220% 4/30/40 2,190 2,646
CSX Corp. 5.500% 4/15/41 1,760 1,963
CSX Corp. 4.750% 5/30/42 2,217 2,278
CSX Corp. 4.400% 3/1/43 1,150 1,133
CSX Corp. 4.100% 3/15/44 1,750 1,655
CSX Corp. 3.800% 11/1/46 2,250 2,041
CSX Corp. 4.300% 3/1/48 2,825 2,753
CSX Corp. 3.950% 5/1/50 2,525 2,277
CSX Corp. 4.500% 8/1/54 1,665 1,600
CSX Corp. 4.250% 11/1/66 2,000 1,798
CSX Corp. 4.650% 3/1/68 1,155 1,110
FedEx Corp. 4.900% 1/15/34 2,025 2,135
FedEx Corp. 3.900% 2/1/35 1,770 1,662

 

 

FedEx Corp. 3.875% 8/1/42 1,755 1,561
FedEx Corp. 4.100% 4/15/43 1,700 1,557
FedEx Corp. 5.100% 1/15/44 2,848 2,947
FedEx Corp. 4.100% 2/1/45 1,270 1,158
FedEx Corp. 4.750% 11/15/45 3,483 3,489
FedEx Corp. 4.550% 4/1/46 4,028 3,949
FedEx Corp. 4.400% 1/15/47 1,794 1,713
FedEx Corp. 4.050% 2/15/48 3,700 3,325
FedEx Corp. 4.500% 2/1/65 785 690
Kansas City Southern 4.300% 5/15/43 1,500 1,391
Kansas City Southern 4.950% 8/15/45 1,720 1,713
Kansas City Southern 4.700% 5/1/48 2,000 1,988
Norfolk Southern Corp. 7.050% 5/1/37 345 443
Norfolk Southern Corp. 4.837% 10/1/41 1,908 1,986
Norfolk Southern Corp. 3.950% 10/1/42 1,635 1,520
Norfolk Southern Corp. 4.450% 6/15/45 1,910 1,916
Norfolk Southern Corp. 4.650% 1/15/46 1,950 2,009
Norfolk Southern Corp. 3.942% 11/1/47 300 279
Norfolk Southern Corp. 4.150% 2/28/48 2,585 2,488
Norfolk Southern Corp. 4.050% 8/15/52 3,846 3,611
Norfolk Southern Corp. 6.000% 3/15/05 1,305 1,462
Norfolk Southern Corp. 5.100% 8/1/18 725 707
Union Pacific Corp. 3.375% 2/1/35 725 650
Union Pacific Corp. 3.600% 9/15/37 7,283 6,682
Union Pacific Corp. 4.375% 9/10/38 2,400 2,443
Union Pacific Corp. 4.300% 6/15/42 130 128
Union Pacific Corp. 4.250% 4/15/43 1,550 1,482
Union Pacific Corp. 4.821% 2/1/44 150 160
Union Pacific Corp. 4.150% 1/15/45 400 377
Union Pacific Corp. 4.050% 11/15/45 1,200 1,140
Union Pacific Corp. 4.050% 3/1/46 700 660
Union Pacific Corp. 3.350% 8/15/46 1,750 1,464
Union Pacific Corp. 4.000% 4/15/47 1,675 1,583
Union Pacific Corp. 4.500% 9/10/48 4,300 4,385
Union Pacific Corp. 3.799% 10/1/51 3,806 3,351
Union Pacific Corp. 3.875% 2/1/55 1,910 1,689
Union Pacific Corp. 4.800% 9/10/58 1,100 1,136
Union Pacific Corp. 4.375% 11/15/65 2,350 2,157
Union Pacific Corp. 4.100% 9/15/67 2,000 1,758
3 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 600 654
3 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 828 773
3 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 1,047 973
3 United Airlines 2018-1 Class AA Pass        
Through Trust 3.500% 3/1/30 2,700 2,596
United Parcel Service Inc. 6.200% 1/15/38 2,172 2,723
United Parcel Service Inc. 4.875% 11/15/40 1,995 2,197
United Parcel Service Inc. 3.625% 10/1/42 2,960 2,726
United Parcel Service Inc. 3.400% 11/15/46 2,160 1,864
United Parcel Service Inc. 3.750% 11/15/47 3,605 3,354
United Parcel Service of America Inc. 8.375% 4/1/30 550 724
        3,743,528
Utilities (6.1%)        
Electric (5.5%)        
AEP Texas Inc. 3.800% 10/1/47 1,000 899

 

 

AEP Transmission Co. LLC 4.000% 12/1/46 1,450 1,380
AEP Transmission Co. LLC 3.750% 12/1/47 1,750 1,602
AEP Transmission Co. LLC 4.250% 9/15/48 1,100 1,100
Alabama Power Co. 6.125% 5/15/38 1,460 1,761
Alabama Power Co. 6.000% 3/1/39 1,540 1,842
Alabama Power Co. 3.850% 12/1/42 1,155 1,074
Alabama Power Co. 4.150% 8/15/44 1,325 1,293
Alabama Power Co. 3.750% 3/1/45 1,470 1,350
Alabama Power Co. 4.300% 1/2/46 1,325 1,321
Alabama Power Co. 3.700% 12/1/47 1,845 1,663
Alabama Power Co. 4.300% 7/15/48 2,100 2,100
Ameren Illinois Co. 4.150% 3/15/46 1,752 1,730
Ameren Illinois Co. 3.700% 12/1/47 2,125 1,965
Appalachian Power Co. 7.000% 4/1/38 1,713 2,236
Appalachian Power Co. 4.400% 5/15/44 740 734
Appalachian Power Co. 4.450% 6/1/45 1,108 1,107
Arizona Public Service Co. 5.050% 9/1/41 1,380 1,520
Arizona Public Service Co. 4.500% 4/1/42 1,615 1,661
Arizona Public Service Co. 4.350% 11/15/45 825 827
Arizona Public Service Co. 3.750% 5/15/46 1,445 1,324
Arizona Public Service Co. 4.200% 8/15/48 1,000 985
Avista Corp. 4.350% 6/1/48 1,300 1,305
Baltimore Gas & Electric Co. 6.350% 10/1/36 1,401 1,729
Baltimore Gas & Electric Co. 3.500% 8/15/46 2,000 1,748
Baltimore Gas & Electric Co. 3.750% 8/15/47 1,075 983
Baltimore Gas & Electric Co. 4.250% 9/15/48 1,000 994
Berkshire Hathaway Energy Co. 6.125% 4/1/36 5,610 6,791
Berkshire Hathaway Energy Co. 5.950% 5/15/37 3,725 4,423
Berkshire Hathaway Energy Co. 5.150% 11/15/43 1,640 1,790
Berkshire Hathaway Energy Co. 4.500% 2/1/45 2,551 2,552
Berkshire Hathaway Energy Co. 3.800% 7/15/48 2,500 2,261
4 Berkshire Hathaway Energy Co. 4.450% 1/15/49 3,325 3,309
Black Hills Corp. 4.350% 5/1/33 1,300 1,282
Black Hills Corp. 4.200% 9/15/46 1,045 965
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 1,105 1,430
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 1,650 1,506
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,175 1,232
CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 2,050 1,985
Cleco Corporate Holdings LLC 4.973% 5/1/46 1,175 1,147
Cleveland Electric Illuminating Co. 5.950% 12/15/36 1,280 1,480
CMS Energy Corp. 4.875% 3/1/44 1,000 1,050
Commonwealth Edison Co. 5.900% 3/15/36 2,210 2,612
Commonwealth Edison Co. 6.450% 1/15/38 1,230 1,560
Commonwealth Edison Co. 3.800% 10/1/42 1,350 1,260
Commonwealth Edison Co. 4.600% 8/15/43 1,665 1,749
Commonwealth Edison Co. 4.700% 1/15/44 1,200 1,272
Commonwealth Edison Co. 3.700% 3/1/45 1,685 1,542
Commonwealth Edison Co. 4.350% 11/15/45 1,525 1,538
Commonwealth Edison Co. 3.650% 6/15/46 2,200 1,994
Commonwealth Edison Co. 3.750% 8/15/47 2,025 1,865
Commonwealth Edison Co. 4.000% 3/1/48 2,700 2,597
Connecticut Light & Power Co. 4.300% 4/15/44 2,375 2,428
Connecticut Light & Power Co. 4.150% 6/1/45 50 50
Connecticut Light & Power Co. 4.000% 4/1/48 1,650 1,625
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 2,245 2,497
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 2,270 2,675
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 370 451

 

 

Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 1,837 2,287
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,275 2,960
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 1,010 1,164
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 2,020 2,354
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 675 662
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 1,500 1,435
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 3,474 3,566
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 2,977 3,044
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 2,000 1,859
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 1,700 1,585
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 1,417 1,429
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 1,175 1,121
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 1,175 1,062
Consolidated Edison Co. of New York Inc. 4.500% 5/15/58 2,875 2,839
Consumers Energy Co. 3.950% 5/15/43 1,405 1,364
Consumers Energy Co. 3.250% 8/15/46 1,500 1,281
Consumers Energy Co. 3.950% 7/15/47 1,135 1,099
Consumers Energy Co. 4.050% 5/15/48 2,150 2,118
Delmarva Power & Light Co. 4.150% 5/15/45 1,800 1,758
Dominion Energy Inc. 6.300% 3/15/33 1,435 1,663
Dominion Energy Inc. 5.250% 8/1/33 1,310 1,379
Dominion Energy Inc. 5.950% 6/15/35 2,440 2,737
Dominion Energy Inc. 7.000% 6/15/38 450 564
Dominion Energy Inc. 4.900% 8/1/41 1,875 1,925
Dominion Energy Inc. 4.050% 9/15/42 1,245 1,140
Dominion Energy Inc. 4.700% 12/1/44 1,795 1,812
DTE Electric Co. 4.000% 4/1/43 1,225 1,190
DTE Electric Co. 3.700% 3/15/45 1,700 1,571
DTE Electric Co. 3.700% 6/1/46 2,050 1,894
DTE Electric Co. 3.750% 8/15/47 1,450 1,358
DTE Electric Co. 4.050% 5/15/48 1,975 1,942
DTE Energy Co. 6.375% 4/15/33 1,330 1,570
Duke Energy Carolinas LLC 6.000% 12/1/28 925 1,071
Duke Energy Carolinas LLC 6.450% 10/15/32 1,525 1,880
Duke Energy Carolinas LLC 6.100% 6/1/37 1,660 2,013
Duke Energy Carolinas LLC 6.050% 4/15/38 1,075 1,326
Duke Energy Carolinas LLC 5.300% 2/15/40 1,365 1,553
Duke Energy Carolinas LLC 4.250% 12/15/41 3,320 3,316
Duke Energy Carolinas LLC 4.000% 9/30/42 2,725 2,632
Duke Energy Carolinas LLC 3.750% 6/1/45 2,915 2,694
Duke Energy Carolinas LLC 3.875% 3/15/46 2,150 2,028
Duke Energy Carolinas LLC 3.700% 12/1/47 1,850 1,678
Duke Energy Carolinas LLC 3.950% 3/15/48 2,000 1,904
Duke Energy Corp. 4.800% 12/15/45 2,000 2,050
Duke Energy Corp. 3.750% 9/1/46 6,810 6,005
Duke Energy Florida LLC 6.350% 9/15/37 1,890 2,375
Duke Energy Florida LLC 6.400% 6/15/38 1,679 2,150
Duke Energy Florida LLC 5.650% 4/1/40 1,115 1,325
Duke Energy Florida LLC 3.850% 11/15/42 1,490 1,410
Duke Energy Florida LLC 3.400% 10/1/46 1,250 1,078
Duke Energy Florida LLC 4.200% 7/15/48 1,500 1,490
3 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 1,500 1,368
3 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 800 695
3 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 900 779
Duke Energy Indiana LLC 6.120% 10/15/35 1,106 1,321
Duke Energy Indiana LLC 6.350% 8/15/38 1,915 2,428
Duke Energy Indiana LLC 6.450% 4/1/39 750 963

 

 

Duke Energy Indiana LLC 4.900% 7/15/43 1,380 1,504
Duke Energy Indiana LLC 3.750% 5/15/46 1,800 1,650
Duke Energy Ohio Inc. 3.700% 6/15/46 1,225 1,101
Duke Energy Progress LLC 6.300% 4/1/38 1,825 2,271
Duke Energy Progress LLC 4.100% 5/15/42 2,300 2,223
Duke Energy Progress LLC 4.100% 3/15/43 1,245 1,221
Duke Energy Progress LLC 4.375% 3/30/44 1,925 1,948
Duke Energy Progress LLC 4.150% 12/1/44 1,755 1,725
Duke Energy Progress LLC 4.200% 8/15/45 1,489 1,468
Duke Energy Progress LLC 3.700% 10/15/46 2,075 1,900
Duke Energy Progress LLC 3.600% 9/15/47 2,250 2,023
El Paso Electric Co. 6.000% 5/15/35 800 899
El Paso Electric Co. 5.000% 12/1/44 1,509 1,521
Emera US Finance LP 4.750% 6/15/46 4,306 4,197
Entergy Louisiana LLC 3.050% 6/1/31 1,170 1,061
Entergy Louisiana LLC 4.000% 3/15/33 3,200 3,202
Entergy Louisiana LLC 4.950% 1/15/45 2,136 2,148
Entergy Louisiana LLC 4.200% 9/1/48 2,000 1,977
Exelon Corp. 4.950% 6/15/35 1,585 1,633
Exelon Corp. 5.625% 6/15/35 1,793 1,991
Exelon Corp. 5.100% 6/15/45 1,967 2,071
Exelon Corp. 4.450% 4/15/46 2,856 2,773
Exelon Generation Co. LLC 6.250% 10/1/39 2,271 2,424
Exelon Generation Co. LLC 5.750% 10/1/41 1,185 1,214
Exelon Generation Co. LLC 5.600% 6/15/42 3,628 3,745
FirstEnergy Corp. 7.375% 11/15/31 5,325 6,858
FirstEnergy Corp. 4.850% 7/15/47 2,926 2,996
Florida Power & Light Co. 5.625% 4/1/34 1,199 1,397
Florida Power & Light Co. 4.950% 6/1/35 755 822
Florida Power & Light Co. 5.650% 2/1/37 1,343 1,581
Florida Power & Light Co. 5.950% 2/1/38 1,825 2,237
Florida Power & Light Co. 5.960% 4/1/39 1,830 2,256
Florida Power & Light Co. 5.690% 3/1/40 1,415 1,696
Florida Power & Light Co. 5.250% 2/1/41 1,375 1,575
Florida Power & Light Co. 4.125% 2/1/42 2,275 2,278
Florida Power & Light Co. 4.050% 6/1/42 2,067 2,040
Florida Power & Light Co. 3.800% 12/15/42 1,705 1,623
Florida Power & Light Co. 4.050% 10/1/44 1,682 1,664
Florida Power & Light Co. 3.700% 12/1/47 1,125 1,047
Florida Power & Light Co. 3.950% 3/1/48 4,025 3,923
Florida Power & Light Co. 4.125% 6/1/48 2,000 2,009
Georgia Power Co. 4.750% 9/1/40 2,170 2,191
Georgia Power Co. 4.300% 3/15/42 3,665 3,469
Georgia Power Co. 4.300% 3/15/43 1,320 1,259
Iberdrola International BV 6.750% 7/15/36 1,565 1,879
Indiana Michigan Power Co. 6.050% 3/15/37 1,040 1,240
Indiana Michigan Power Co. 4.550% 3/15/46 1,693 1,737
Indiana Michigan Power Co. 3.750% 7/1/47 1,000 910
Indiana Michigan Power Co. 4.250% 8/15/48 1,575 1,557
Interstate Power & Light Co. 6.250% 7/15/39 1,335 1,676
Interstate Power & Light Co. 3.700% 9/15/46 650 587
ITC Holdings Corp. 5.300% 7/1/43 1,125 1,232
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,569 2,666
Kansas City Power & Light Co. 6.050% 11/15/35 680 809
Kansas City Power & Light Co. 5.300% 10/1/41 1,275 1,401
Kansas City Power & Light Co. 4.200% 6/15/47 500 478
Kansas City Power & Light Co. 4.200% 3/15/48 750 720

 

 

Kentucky Utilities Co. 5.125% 11/1/40 1,465 1,668
MidAmerican Energy Co. 6.750% 12/30/31 1,365 1,731
MidAmerican Energy Co. 5.750% 11/1/35 1,050 1,240
MidAmerican Energy Co. 5.800% 10/15/36 1,155 1,376
MidAmerican Energy Co. 4.800% 9/15/43 1,215 1,310
MidAmerican Energy Co. 4.400% 10/15/44 920 943
MidAmerican Energy Co. 4.250% 5/1/46 1,569 1,577
MidAmerican Energy Co. 3.950% 8/1/47 1,625 1,561
MidAmerican Energy Co. 3.650% 8/1/48 2,400 2,204
Mississippi Power Co. 4.250% 3/15/42 1,575 1,482
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 1,000 1,365
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 2,724 2,721
Nevada Power Co. 6.650% 4/1/36 775 983
Nevada Power Co. 6.750% 7/1/37 1,295 1,652
Northern States Power Co. 6.250% 6/1/36 1,175 1,465
Northern States Power Co. 6.200% 7/1/37 1,200 1,501
Northern States Power Co. 5.350% 11/1/39 1,050 1,212
Northern States Power Co. 3.400% 8/15/42 1,700 1,516
Northern States Power Co. 4.125% 5/15/44 1,000 992
Northern States Power Co. 4.000% 8/15/45 1,000 976
Northern States Power Co. 3.600% 5/15/46 1,325 1,206
NorthWestern Corp. 4.176% 11/15/44 1,480 1,447
NSTAR Electric Co. 5.500% 3/15/40 1,605 1,849
NSTAR Electric Co. 4.400% 3/1/44 610 624
Oglethorpe Power Corp. 5.950% 11/1/39 1,165 1,366
Oglethorpe Power Corp. 5.375% 11/1/40 2,330 2,604
Oglethorpe Power Corp. 5.250% 9/1/50 440 472
Ohio Edison Co. 6.875% 7/15/36 1,210 1,554
Ohio Power Co. 4.150% 4/1/48 1,350 1,332
Oklahoma Gas & Electric Co. 4.150% 4/1/47 1,000 952
Oklahoma Gas & Electric Co. 3.850% 8/15/47 1,050 963
4 Oncor Electric Delivery Co. LLC 3.700% 11/15/28 1,100 1,093
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,470 1,901
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 1,140 1,526
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,023 1,438
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,440 1,641
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 1,330 1,403
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 1,665 1,925
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 1,870 1,766
Oncor Electric Delivery Co. LLC 3.800% 9/30/47 1,080 1,019
4 Oncor Electric Delivery Co. LLC 4.100% 11/15/48 1,500 1,488
Pacific Gas & Electric Co. 6.050% 3/1/34 9,830 11,065
Pacific Gas & Electric Co. 5.800% 3/1/37 3,193 3,548
Pacific Gas & Electric Co. 6.350% 2/15/38 1,320 1,542
Pacific Gas & Electric Co. 6.250% 3/1/39 1,930 2,218
Pacific Gas & Electric Co. 5.400% 1/15/40 2,869 3,058
Pacific Gas & Electric Co. 4.450% 4/15/42 1,325 1,231
Pacific Gas & Electric Co. 4.600% 6/15/43 1,745 1,669
Pacific Gas & Electric Co. 5.125% 11/15/43 1,655 1,692
Pacific Gas & Electric Co. 4.750% 2/15/44 2,534 2,469
Pacific Gas & Electric Co. 4.300% 3/15/45 1,980 1,814
Pacific Gas & Electric Co. 4.250% 3/15/46 1,538 1,400
Pacific Gas & Electric Co. 4.000% 12/1/46 2,250 1,959
Pacific Gas & Electric Co. 3.950% 12/1/47 2,700 2,350
PacifiCorp 7.700% 11/15/31 1,370 1,849

 

 

PacifiCorp 5.250% 6/15/35 985 1,091
PacifiCorp 6.100% 8/1/36 1,170 1,436
PacifiCorp 5.750% 4/1/37 2,005 2,383
PacifiCorp 6.250% 10/15/37 1,974 2,484
PacifiCorp 6.350% 7/15/38 990 1,251
PacifiCorp 6.000% 1/15/39 2,150 2,662
PacifiCorp 4.100% 2/1/42 1,060 1,037
PacifiCorp 4.125% 1/15/49 1,750 1,719
PECO Energy Co. 5.950% 10/1/36 1,140 1,381
PECO Energy Co. 3.900% 3/1/48 1,325 1,261
Potomac Electric Power Co. 6.500% 11/15/37 1,945 2,461
Potomac Electric Power Co. 4.150% 3/15/43 2,190 2,148
PPL Capital Funding Inc. 4.700% 6/1/43 1,351 1,346
PPL Capital Funding Inc. 5.000% 3/15/44 1,810 1,893
PPL Capital Funding Inc. 4.000% 9/15/47 1,200 1,077
PPL Electric Utilities Corp. 6.250% 5/15/39 1,365 1,716
PPL Electric Utilities Corp. 4.125% 6/15/44 1,020 1,005
PPL Electric Utilities Corp. 4.150% 10/1/45 1,200 1,183
PPL Electric Utilities Corp. 3.950% 6/1/47 2,800 2,699
PPL Electric Utilities Corp. 4.150% 6/15/48 1,300 1,285
Progress Energy Inc. 7.750% 3/1/31 1,855 2,431
Progress Energy Inc. 7.000% 10/30/31 1,350 1,688
Progress Energy Inc. 6.000% 12/1/39 1,975 2,365
PSEG Power LLC 8.625% 4/15/31 1,595 2,081
Public Service Co. of Colorado 6.500% 8/1/38 400 514
Public Service Co. of Colorado 3.600% 9/15/42 1,805 1,646
Public Service Co. of Colorado 4.300% 3/15/44 1,875 1,896
Public Service Co. of Colorado 3.800% 6/15/47 1,900 1,784
Public Service Co. of Colorado 4.100% 6/15/48 1,000 993
Public Service Electric & Gas Co. 5.800% 5/1/37 1,510 1,814
Public Service Electric & Gas Co. 3.950% 5/1/42 2,195 2,124
Public Service Electric & Gas Co. 3.650% 9/1/42 2,095 1,962
Public Service Electric & Gas Co. 3.800% 3/1/46 2,072 1,965
Public Service Electric & Gas Co. 3.600% 12/1/47 1,750 1,600
Public Service Electric & Gas Co. 4.050% 5/1/48 1,000 987
Puget Sound Energy Inc. 6.274% 3/15/37 995 1,229
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,679
Puget Sound Energy Inc. 5.795% 3/15/40 720 867
Puget Sound Energy Inc. 5.638% 4/15/41 1,015 1,204
Puget Sound Energy Inc. 4.300% 5/20/45 1,660 1,687
Puget Sound Energy Inc. 4.223% 6/15/48 2,600 2,602
San Diego Gas & Electric Co. 6.000% 6/1/39 560 684
San Diego Gas & Electric Co. 4.500% 8/15/40 1,660 1,693
San Diego Gas & Electric Co. 3.750% 6/1/47 1,760 1,602
San Diego Gas & Electric Co. 4.150% 5/15/48 1,350 1,321
South Carolina Electric & Gas Co. 6.625% 2/1/32 1,000 1,173
South Carolina Electric & Gas Co. 5.300% 5/15/33 975 1,024
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,775 2,004
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,065 1,138
South Carolina Electric & Gas Co. 4.350% 2/1/42 1,650 1,578
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,330 1,319
South Carolina Electric & Gas Co. 4.100% 6/15/46 1,405 1,300
South Carolina Electric & Gas Co. 4.500% 6/1/64 1,235 1,131
South Carolina Electric & Gas Co. 5.100% 6/1/65 1,465 1,468
Southern California Edison Co. 6.650% 4/1/29 1,000 1,220
Southern California Edison Co. 6.000% 1/15/34 1,185 1,379
Southern California Edison Co. 5.750% 4/1/35 1,250 1,431

 

 

Southern California Edison Co. 5.350% 7/15/35 1,595 1,744
Southern California Edison Co. 5.550% 1/15/36 300 332
Southern California Edison Co. 5.625% 2/1/36 2,585 2,923
Southern California Edison Co. 5.550% 1/15/37 690 776
Southern California Edison Co. 5.950% 2/1/38 1,290 1,516
Southern California Edison Co. 6.050% 3/15/39 1,475 1,762
Southern California Edison Co. 5.500% 3/15/40 330 373
Southern California Edison Co. 4.500% 9/1/40 1,555 1,571
Southern California Edison Co. 4.050% 3/15/42 1,795 1,702
Southern California Edison Co. 3.900% 3/15/43 1,825 1,685
Southern California Edison Co. 4.650% 10/1/43 1,840 1,899
Southern California Edison Co. 3.600% 2/1/45 1,815 1,611
Southern California Edison Co. 4.000% 4/1/47 3,475 3,241
Southern California Edison Co. 4.125% 3/1/48 5,000 4,776
Southern Co. 4.250% 7/1/36 3,250 3,087
Southern Co. 4.400% 7/1/46 4,901 4,661
Southern Power Co. 5.150% 9/15/41 2,045 2,057
Southern Power Co. 5.250% 7/15/43 1,055 1,073
Southern Power Co. 4.950% 12/15/46 1,400 1,375
Southwestern Electric Power Co. 6.200% 3/15/40 1,160 1,377
Southwestern Electric Power Co. 3.900% 4/1/45 1,540 1,394
Southwestern Electric Power Co. 3.850% 2/1/48 1,500 1,347
Southwestern Public Service Co. 4.500% 8/15/41 1,580 1,633
Southwestern Public Service Co. 3.400% 8/15/46 1,650 1,430
Southwestern Public Service Co. 3.700% 8/15/47 2,475 2,274
Tampa Electric Co. 4.100% 6/15/42 1,325 1,252
Tampa Electric Co. 4.350% 5/15/44 485 473
Tampa Electric Co. 4.300% 6/15/48 1,500 1,481
Toledo Edison Co. 6.150% 5/15/37 1,185 1,422
TransAlta Corp. 6.500% 3/15/40 1,165 1,144
Union Electric Co. 5.300% 8/1/37 990 1,117
Union Electric Co. 8.450% 3/15/39 1,140 1,698
Union Electric Co. 3.900% 9/15/42 1,600 1,536
Union Electric Co. 3.650% 4/15/45 1,035 951
Union Electric Co. 4.000% 4/1/48 1,000 968
Virginia Electric & Power Co. 6.000% 1/15/36 1,635 1,921
Virginia Electric & Power Co. 6.000% 5/15/37 2,180 2,630
Virginia Electric & Power Co. 6.350% 11/30/37 1,925 2,388
Virginia Electric & Power Co. 8.875% 11/15/38 1,850 2,859
Virginia Electric & Power Co. 4.000% 1/15/43 1,725 1,666
Virginia Electric & Power Co. 4.650% 8/15/43 1,410 1,477
Virginia Electric & Power Co. 4.450% 2/15/44 2,035 2,063
Virginia Electric & Power Co. 4.200% 5/15/45 1,523 1,495
Virginia Electric & Power Co. 4.000% 11/15/46 1,525 1,449
Virginia Electric & Power Co. 3.800% 9/15/47 1,975 1,822
Westar Energy Inc. 4.125% 3/1/42 2,155 2,116
Westar Energy Inc. 4.100% 4/1/43 1,565 1,526
Westar Energy Inc. 4.250% 12/1/45 575 568
Wisconsin Electric Power Co. 5.625% 5/15/33 620 713
Wisconsin Electric Power Co. 5.700% 12/1/36 750 884
Wisconsin Power & Light Co. 6.375% 8/15/37 890 1,106
Wisconsin Public Service Corp. 3.671% 12/1/42 980 883
Wisconsin Public Service Corp. 4.752% 11/1/44 2,105 2,271
Xcel Energy Inc. 6.500% 7/1/36 1,000 1,272
 
Natural Gas (0.5%)        
Atmos Energy Corp. 5.500% 6/15/41 1,425 1,638

 

 

Atmos Energy Corp. 4.150% 1/15/43 1,655 1,611
Atmos Energy Corp. 4.125% 10/15/44 2,680 2,621
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,025 1,179
CenterPoint Energy Resources Corp. 4.100% 9/1/47 1,000 916
KeySpan Corp. 5.803% 4/1/35 1,000 1,140
NiSource Finance Corp. 5.950% 6/15/41 1,375 1,566
Nisource Finance Corp. 5.250% 2/15/43 2,650 2,813
NiSource Finance Corp. 4.800% 2/15/44 1,975 1,996
NiSource Finance Corp. 5.650% 2/1/45 750 834
NiSource Finance Corp. 4.375% 5/15/47 4,580 4,342
NiSource Finance Corp. 3.950% 3/30/48 1,352 1,208
ONE Gas Inc. 4.658% 2/1/44 2,000 2,085
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 850 882
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 1,175 1,039
Sempra Energy 3.800% 2/1/38 3,700 3,333
Sempra Energy 6.000% 10/15/39 3,286 3,773
Sempra Energy 4.000% 2/1/48 3,304 2,943
Southern California Gas Co. 3.750% 9/15/42 1,150 1,076
Southern California Gas Co. 4.125% 6/1/48 1,300 1,290
Southern California Gas Co. 4.300% 1/15/49 500 509
Southern Co. Gas Capital Corp. 5.875% 3/15/41 2,820 3,222
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,350 1,294
Southern Co. Gas Capital Corp. 3.950% 10/1/46 975 862
Southern Co. Gas Capital Corp. 4.400% 5/30/47 2,250 2,135
Southwest Gas Corp. 3.800% 9/29/46 1,000 901
Washington Gas Light Co. 3.796% 9/15/46 1,500 1,402
 
Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 2,503 3,232
American Water Capital Corp. 4.300% 12/1/42 1,300 1,272
American Water Capital Corp. 4.300% 9/1/45 1,125 1,114
American Water Capital Corp. 4.000% 12/1/46 425 402
American Water Capital Corp. 3.750% 9/1/47 3,076 2,820
American Water Capital Corp. 4.200% 9/1/48 2,750 2,696
Veolia Environnement SA 6.750% 6/1/38 1,358 1,610
        651,653
Total Corporate Bonds (Cost $5,325,983)       5,301,681
Sovereign Bonds (4.1%)        
CNOOC Finance 2013 Ltd. 4.250% 5/9/43 4,975 4,700
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 500 466
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 3,495 3,623
Ecopetrol SA 7.375% 9/18/43 2,900 3,292
Ecopetrol SA 5.875% 5/28/45 6,245 6,175
Equinor ASA 5.100% 8/17/40 3,459 3,871
Equinor ASA 4.250% 11/23/41 2,525 2,529
Equinor ASA 3.950% 5/15/43 2,290 2,227
Equinor ASA 4.800% 11/8/43 3,540 3,863
European Investment Bank 4.875% 2/15/36 5,099 6,171
Hydro-Quebec 8.500% 12/1/29 1,621 2,249
Inter-American Development Bank 3.875% 10/28/41 1,330 1,424
Inter-American Development Bank 3.200% 8/7/42 1,505 1,454
Inter-American Development Bank 4.375% 1/24/44 2,328 2,677
International Bank for Reconstruction &        
Development 4.750% 2/15/35 975 1,157
5 KFW 0.000% 4/18/36 7,055 3,893
5 KFW 0.000% 6/29/37 3,565 1,910

 

 

Korea Electric Power Corp. 7.000% 2/1/27 750 905
Nexen Energy ULC 7.875% 3/15/32 1,800 2,396
Nexen Energy ULC 5.875% 3/10/35 1,930 2,190
Nexen Energy ULC 6.400% 5/15/37 1,505 1,820
Nexen Energy ULC 7.500% 7/30/39 2,375 3,253
3 Oriental Republic of Uruguay 7.625% 3/21/36 3,340 4,501
3 Oriental Republic of Uruguay 4.125% 11/20/45 2,100 1,935
3 Oriental Republic of Uruguay 5.100% 6/18/50 17,000 17,319
3 Oriental Republic of Uruguay 4.975% 4/20/55 3,000 3,000
Petroleos Mexicanos 6.625% 6/15/35 9,107 9,021
Petroleos Mexicanos 6.625% 6/15/38 2,575 2,491
Petroleos Mexicanos 6.500% 6/2/41 10,425 9,726
Petroleos Mexicanos 5.500% 6/27/44 6,115 5,175
Petroleos Mexicanos 6.375% 1/23/45 12,100 11,157
Petroleos Mexicanos 5.625% 1/23/46 7,531 6,391
Petroleos Mexicanos 6.750% 9/21/47 22,092 21,099
4 Petroleos Mexicanos 6.350% 2/12/48 5,830 5,334
6 Power Sector Assets & Liabilities        
Management Corp. 9.625% 5/15/28 550 765
Province of British Columbia 7.250% 9/1/36 1,500 2,206
Province of Quebec 7.500% 9/15/29 7,765 10,542
Republic of Chile 3.625% 10/30/42 500 463
Republic of Chile 3.860% 6/21/47 6,700 6,356
Republic of Colombia 10.375% 1/28/33 1,025 1,560
Republic of Colombia 7.375% 9/18/37 5,997 7,591
Republic of Colombia 6.125% 1/18/41 3,725 4,215
3 Republic of Colombia 5.625% 2/26/44 10,070 10,850
3 Republic of Colombia 5.000% 6/15/45 17,300 17,300
Republic of Hungary 7.625% 3/29/41 4,378 6,107
4 Republic of Indonesia 4.750% 7/18/47 285 274
Republic of Indonesia 4.350% 1/11/48 6,050 5,543
Republic of Italy 5.375% 6/15/33 6,664 6,979
Republic of Korea 4.125% 6/10/44 3,250 3,342
Republic of Korea 3.875% 9/20/48 599 593
Republic of Panama 9.375% 4/1/29 3,660 5,178
3 Republic of Panama 6.700% 1/26/36 7,036 8,747
3 Republic of Panama 4.500% 5/15/47 3,000 3,000
3 Republic of Panama 4.500% 4/16/50 3,122 3,067
3 Republic of Panama 4.300% 4/29/53 2,950 2,828
Republic of Peru 8.750% 11/21/33 8,400 12,414
3 Republic of Peru 6.550% 3/14/37 4,000 5,056
Republic of Peru 5.625% 11/18/50 7,190 8,504
Republic of the Philippines 9.500% 2/2/30 7,067 10,459
Republic of the Philippines 7.750% 1/14/31 6,825 9,214
Republic of the Philippines 6.375% 1/15/32 1,575 1,927
Republic of the Philippines 6.375% 10/23/34 9,750 12,163
Republic of the Philippines 5.000% 1/13/37 3,900 4,271
Republic of the Philippines 3.950% 1/20/40 9,677 9,350
Republic of the Philippines 3.700% 3/1/41 1,587 1,480
Republic of the Philippines 3.700% 2/2/42 3,965 3,690
State of Israel 4.500% 1/30/43 6,075 6,157
State of Israel 4.125% 1/17/48 3,425 3,255
United Mexican States 7.500% 4/8/33 4,110 5,201
United Mexican States 6.750% 9/27/34 5,872 7,010
United Mexican States 6.050% 1/11/40 11,699 13,015
United Mexican States 4.750% 3/8/44 30,856 29,514
United Mexican States 5.550% 1/21/45 500 531

 

 

United Mexican States 4.600% 1/23/46 13,451 12,562
United Mexican States 4.350% 1/15/47 4,250 3,863
United Mexican States 4.600% 2/10/48 7,832 7,382
United Mexican States 5.750% 10/12/10 5,950 6,004
Total Sovereign Bonds (Cost $444,637)       439,922
Taxable Municipal Bonds (3.7%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,025 1,442
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 680 861
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 645 923
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 550 679
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,000 2,437
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 450 546
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 175 245
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,495 3,909
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,471
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,350 5,935
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,805 4,109
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,665 2,413
California GO 7.700% 11/1/30 1,260 1,371
California GO 4.500% 4/1/33 3,100 3,223
California GO 7.500% 4/1/34 7,080 9,790
California GO 7.950% 3/1/36 1,450 1,546
California GO 4.600% 4/1/38 2,000 2,075
California GO 7.550% 4/1/39 10,495 15,318
California GO 7.300% 10/1/39 5,405 7,547
California GO 7.350% 11/1/39 3,925 5,512
California GO 7.625% 3/1/40 4,165 6,065
California GO 7.600% 11/1/40 7,150 10,627
California State University Systemwide        
Revenue 3.899% 11/1/47 1,000 943
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 800 965
Chicago IL GO 7.045% 1/1/29 800 855
Chicago IL GO 7.375% 1/1/33 2,000 2,175
Chicago IL GO 5.432% 1/1/42 900 807
Chicago IL GO 6.314% 1/1/44 1,050 1,041
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 2,005 2,420
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,050 1,349
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,450 1,755
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 5,150 6,546
Clark County NV Airport System Revenue 6.881% 7/1/42 1,150 1,183

 

 

Clark County NV Airport System Revenue 6.820% 7/1/45 1,500 2,117
Commonwealth Financing Authority        
Pennsylvania Revenue 4.014% 6/1/33 1,300 1,288
Commonwealth Financing Authority        
Pennsylvania Revenue 3.864% 6/1/38 1,000 963
Connecticut GO 5.632% 12/1/29 1,500 1,665
Connecticut GO 5.090% 10/1/30 750 792
Connecticut GO 5.850% 3/15/32 2,550 2,902
Cook County IL GO 6.229% 11/15/34 1,050 1,265
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,023
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,545 1,994
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,665 1,929
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,665 2,148
Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,602
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 777
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 1,275 1,387
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,325 1,647
George Washington University District of        
Columbia GO 4.300% 9/15/44 1,825 1,839
George Washington University Revenue 4.126% 9/15/48 3,000 2,983
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 4,755 5,609
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 3,169 3,751
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 973
Grand Parkway Transportation Corp. Texas        
System Toll Revenue 5.184% 10/1/42 1,000 1,142
Houston TX GO 6.290% 3/1/32 1,235 1,420
Houston TX GO 3.961% 3/1/47 950 896
Illinois GO 5.100% 6/1/33 25,740 24,704
Illinois GO 6.630% 2/1/35 1,770 1,866
Illinois GO 6.725% 4/1/35 1,600 1,699
Illinois GO 7.350% 7/1/35 1,055 1,162
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,670 2,052
Jobs Ohio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 1,525 1,532
Jobs Ohio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 1,050 1,111
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 1,075 1,153
Los Angeles CA Community College District        
GO 6.750% 8/1/49 2,150 3,108
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 1,025 1,250
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 654
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,575 2,166
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,775 2,488
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,640 1,880
Los Angeles CA Unified School District GO 5.750% 7/1/34 4,345 5,139
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,810 3,612

 

 

Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 1,800 2,148
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 1,010
Louisville & Jefferson County KY Metropolitan        
Sewer District Sewer & Drainage System        
Revenue 6.250% 5/15/43 895 1,167
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,056
Massachusetts GO 4.500% 8/1/31 1,200 1,274
Massachusetts GO 5.456% 12/1/39 3,135 3,716
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,530 1,825
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,340 1,636
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,314
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,355 1,931
Miami-Dade County FL Aviation Revenue        
(Miami International Airport) 4.280% 10/1/41 1,605 1,584
Mississippi GO 5.245% 11/1/34 1,100 1,254
Missouri Health & Educational Facilities        
Authority Revenue (Washington University) 3.652% 8/15/57 1,400 1,292
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 5,750 6,895
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 1,925 2,116
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 2,015
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,564 6,530
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 5,985 8,248
New York City NY GO 5.206% 10/1/31 1,070 1,187
New York City NY GO 6.646% 12/1/31 400 426
New York City NY GO 6.246% 6/1/35 1,075 1,120
New York City NY GO 5.517% 10/1/37 1,175 1,382
New York City NY GO 6.271% 12/1/37 1,520 1,916
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 975 1,209
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 520
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 1,030 1,280
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,017
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,500 1,921
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,970 2,367
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 1,595 2,023
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.267% 5/1/27 20 22

 

 

New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 1,575 1,840
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 1,715 2,013
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,354
New York Metropolitan Transportation        
Authority Revenue 6.814% 11/15/40 540 712
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,400 4,849
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 835
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 1,845 2,391
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.427% 3/15/39 500 574
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 1,830 2,125
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.600% 3/15/40 995 1,181
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,625 1,871
New York University Hospitals Center        
Revenue 5.750% 7/1/43 925 1,125
North Carolina Turnpike Authority 6.700% 1/1/39 100 101
North Carolina Turnpike Authority 6.700% 1/1/39 70 71
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 2,835 3,984
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 2,175 2,448
Ohio State University General Receipts        
Revenue 3.798% 12/1/46 1,400 1,315
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,682 1,805
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,212
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,405 1,698
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,110 1,323
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 1,260 1,499
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,695 2,045
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,625 1,958
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 2,375 2,652
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 1,200 1,286
Port Authority of New York & New Jersey        
Revenue 4.031% 9/1/48 675 665
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 3,520 3,923
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 6,575 6,813
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 1,500 1,637

 

 

Port of Seattle WA Revenue 7.000% 5/1/36 100 103
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 2,150 2,448
President & Fellows of Harvard College        
Massachusetts GO 3.150% 7/15/46 1,700 1,498
Princeton University New Jersey GO 5.700% 3/1/39 2,150 2,653
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,110 1,426
Rutgers State University New Jersey Revenue 5.665% 5/1/40 1,185 1,385
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 2,200 2,008
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 1,050 953
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,128
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 850 1,080
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,450 1,800
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,176
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,115 1,440
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 2,000 2,601
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 1,440 2,037
San Jose California Redevelopment Agency        
Successor Agency Tax Allocation 3.375% 8/1/34 1,350 1,250
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,500 1,735
South Carolina Public Service Authority        
Revenue 5.784% 12/1/41 250 288
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 1,300 1,678
Texas GO 5.517% 4/1/39 3,290 4,032
Texas Transportation Commission Revenue 5.178% 4/1/30 3,900 4,387
Texas Transportation Commission Revenue 4.681% 4/1/40 950 1,039
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,350 1,768
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,409
University of California Revenue 4.601% 5/15/31 1,000 1,060
University of California Revenue 6.270% 5/15/31 500 512
University of California Revenue 5.770% 5/15/43 2,900 3,514
University of California Revenue 4.131% 5/15/45 1,500 1,495
University of California Revenue 5.946% 5/15/45 1,275 1,563
University of California Revenue 4.858% 5/15/12 3,050 3,088
University of California Revenue 4.767% 5/15/15 1,450 1,432
University of Southern California GO 5.250% 10/1/11 1,000 1,154
University of Texas Permanent University        
Fund Revenue 3.376% 7/1/47 1,200 1,095
University of Texas Revenue 3.354% 8/15/47 1,000 901
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 900 924

 

 

University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,075 1,196
University of Virginia Revenue 4.179% 9/1/17 675 649
Washington GO 5.140% 8/1/40 1,285 1,500
Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 1,650 1,630
Total Taxable Municipal Bonds (Cost $352,808)       392,247
      Shares  
Temporary Cash Investment (0.3%)        
Money Market Fund (0.3%)        
8 Vanguard Market Liquidity Fund (Cost        
$25,152) 2.209%   251,522 25,152
 
Total Investments (99.3%) (Cost $10,756,019)       10,645,018
Other Assets and Liabilities-Net (0.7%)       79,041
Net Assets (100%)       10,724,059

 

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
4 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, the
aggregate value of these securities was $116,762,000, representing 1.1% 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 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.

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

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

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

The following table summarizes the market value of the fund's investments as of September 30, 2018, based on the inputs used to value them:

 

Long-Term Bond Index Fund      
 
 
  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 4,486,016 —
Corporate Bonds — 5,301,681 —
Sovereign Bonds — 439,922 —
Taxable Municipal Bonds — 392,247 —
Temporary Cash Investments 25,152 — —
Total 25,152 10,619,866 —

 


Vanguard Total Bond Market Index Fund

Schedule of Investments (unaudited)
As of September 30, 2018

        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (64.7%)        
U.S. Government Securities (41.2%)        
  United States Treasury Note/Bond 3.625% 8/15/19 136,942 138,098
  United States Treasury Note/Bond 8.125% 8/15/19 6,636 6,948
  United States Treasury Note/Bond 1.250% 10/31/19 40,600 39,985
  United States Treasury Note/Bond 1.500% 10/31/19 741,575 732,305
  United States Treasury Note/Bond 1.000% 11/15/19 546,705 536,542
  United States Treasury Note/Bond 3.375% 11/15/19 569,133 573,310
  United States Treasury Note/Bond 1.000% 11/30/19 147,175 144,323
  United States Treasury Note/Bond 1.500% 11/30/19 503,150 496,232
  United States Treasury Note/Bond 1.750% 11/30/19 318,945 315,456
  United States Treasury Note/Bond 1.375% 12/15/19 292,585 288,015
  United States Treasury Note/Bond 1.125% 12/31/19 95,000 93,159
  United States Treasury Note/Bond 1.625% 12/31/19 39,053 38,534
  United States Treasury Note/Bond 1.875% 12/31/19 455,622 450,925
  United States Treasury Note/Bond 1.375% 1/15/20 112,100 110,191
  United States Treasury Note/Bond 1.250% 1/31/20 553,500 542,773
  United States Treasury Note/Bond 1.375% 1/31/20 145,023 142,462
  United States Treasury Note/Bond 2.000% 1/31/20 88,320 87,478
  United States Treasury Note/Bond 1.375% 2/15/20 858,024 842,339
1 United States Treasury Note/Bond 3.625% 2/15/20 477,635 483,233
  United States Treasury Note/Bond 8.500% 2/15/20 15,275 16,454
  United States Treasury Note/Bond 1.250% 2/29/20 77,506 75,895
  United States Treasury Note/Bond 1.375% 2/29/20 196,685 192,966
  United States Treasury Note/Bond 2.250% 2/29/20 209,139 207,700
  United States Treasury Note/Bond 1.625% 3/15/20 796,130 783,440
  United States Treasury Note/Bond 1.125% 3/31/20 20,300 19,815
  United States Treasury Note/Bond 1.375% 3/31/20 275,643 270,045
  United States Treasury Note/Bond 2.250% 3/31/20 158,381 157,218
  United States Treasury Note/Bond 1.500% 4/15/20 393,640 386,137
  United States Treasury Note/Bond 1.125% 4/30/20 88,993 86,726
  United States Treasury Note/Bond 1.375% 4/30/20 249,230 243,857
  United States Treasury Note/Bond 2.375% 4/30/20 260,331 258,746
  United States Treasury Note/Bond 1.500% 5/15/20 468,788 459,337
  United States Treasury Note/Bond 3.500% 5/15/20 501,005 506,641
  United States Treasury Note/Bond 8.750% 5/15/20 70 77
  United States Treasury Note/Bond 1.375% 5/31/20 312,855 305,669
  United States Treasury Note/Bond 1.500% 5/31/20 138,577 135,675
  United States Treasury Note/Bond 2.500% 5/31/20 386,728 384,914
  United States Treasury Note/Bond 1.500% 6/15/20 382,922 374,724
  United States Treasury Note/Bond 1.625% 6/30/20 88,735 86,975
  United States Treasury Note/Bond 1.875% 6/30/20 320,460 315,403
  United States Treasury Note/Bond 2.500% 6/30/20 289,228 287,782
  United States Treasury Note/Bond 1.500% 7/15/20 377,857 369,295
  United States Treasury Note/Bond 1.625% 7/31/20 330,340 323,373
  United States Treasury Note/Bond 2.000% 7/31/20 105,803 104,298
  United States Treasury Note/Bond 2.625% 7/31/20 209,755 209,067
  United States Treasury Note/Bond 1.500% 8/15/20 586,884 573,039
  United States Treasury Note/Bond 2.625% 8/15/20 282,500 281,528
  United States Treasury Note/Bond 8.750% 8/15/20 192,190 212,791
  United States Treasury Note/Bond 1.375% 8/31/20 357,825 348,264

 

 

United States Treasury Note/Bond 2.125% 8/31/20 175,666 173,388
United States Treasury Note/Bond 2.625% 8/31/20 181,778 181,153
United States Treasury Note/Bond 1.375% 9/30/20 222,650 216,422
United States Treasury Note/Bond 2.000% 9/30/20 50,741 49,932
United States Treasury Note/Bond 2.750% 9/30/20 279,420 279,026
United States Treasury Note/Bond 1.625% 10/15/20 400,557 391,044
United States Treasury Note/Bond 1.375% 10/31/20 207,217 201,129
United States Treasury Note/Bond 1.750% 10/31/20 235,567 230,413
United States Treasury Note/Bond 1.750% 11/15/20 720,670 704,570
1 United States Treasury Note/Bond 2.625% 11/15/20 853,684 849,817
United States Treasury Note/Bond 1.625% 11/30/20 404,003 393,713
United States Treasury Note/Bond 2.000% 11/30/20 336,980 331,029
United States Treasury Note/Bond 1.875% 12/15/20 97,985 95,965
United States Treasury Note/Bond 1.750% 12/31/20 196,004 191,349
United States Treasury Note/Bond 2.375% 12/31/20 302,770 299,694
United States Treasury Note/Bond 2.000% 1/15/21 641,473 629,445
United States Treasury Note/Bond 1.375% 1/31/21 431,527 417,166
United States Treasury Note/Bond 2.125% 1/31/21 114,586 112,706
United States Treasury Note/Bond 2.250% 2/15/21 482,194 475,564
United States Treasury Note/Bond 3.625% 2/15/21 336,211 341,990
United States Treasury Note/Bond 7.875% 2/15/21 209,734 233,723
United States Treasury Note/Bond 1.125% 2/28/21 148,979 142,996
United States Treasury Note/Bond 2.000% 2/28/21 420,083 411,681
United States Treasury Note/Bond 2.375% 3/15/21 503,983 498,233
United States Treasury Note/Bond 1.250% 3/31/21 709,298 682,033
United States Treasury Note/Bond 2.250% 3/31/21 336,625 331,680
United States Treasury Note/Bond 2.375% 4/15/21 445,074 439,786
United States Treasury Note/Bond 1.375% 4/30/21 117,710 113,369
United States Treasury Note/Bond 2.250% 4/30/21 263,306 259,314
United States Treasury Note/Bond 2.625% 5/15/21 408,340 405,853
United States Treasury Note/Bond 3.125% 5/15/21 371,010 373,388
United States Treasury Note/Bond 8.125% 5/15/21 110 124
United States Treasury Note/Bond 1.375% 5/31/21 471,058 453,101
United States Treasury Note/Bond 2.000% 5/31/21 188,914 184,694
United States Treasury Note/Bond 2.625% 6/15/21 286,111 284,234
United States Treasury Note/Bond 1.125% 6/30/21 477,116 455,197
United States Treasury Note/Bond 2.125% 6/30/21 344,450 337,668
United States Treasury Note/Bond 2.625% 7/15/21 321,986 319,771
United States Treasury Note/Bond 1.125% 7/31/21 554,910 528,552
United States Treasury Note/Bond 2.250% 7/31/21 249,925 245,629
United States Treasury Note/Bond 2.125% 8/15/21 113,948 111,580
United States Treasury Note/Bond 2.750% 8/15/21 741,294 738,633
United States Treasury Note/Bond 8.125% 8/15/21 35,690 40,820
United States Treasury Note/Bond 1.125% 8/31/21 224,176 213,211
United States Treasury Note/Bond 2.000% 8/31/21 359,915 351,140
United States Treasury Note/Bond 2.750% 9/15/21 531,123 529,131
United States Treasury Note/Bond 1.125% 9/30/21 564,411 536,015
United States Treasury Note/Bond 2.125% 9/30/21 365,066 357,137
United States Treasury Note/Bond 1.250% 10/31/21 514,864 490,089
United States Treasury Note/Bond 2.000% 10/31/21 278,940 271,662
United States Treasury Note/Bond 2.000% 11/15/21 335,482 326,571
United States Treasury Note/Bond 1.750% 11/30/21 132,807 128,241
United States Treasury Note/Bond 1.875% 11/30/21 238,710 231,437
United States Treasury Note/Bond 2.000% 12/31/21 12,380 12,036
United States Treasury Note/Bond 2.125% 12/31/21 253,010 246,961
United States Treasury Note/Bond 1.500% 1/31/22 228,760 218,608
United States Treasury Note/Bond 1.875% 1/31/22 391,022 378,314

 

 

United States Treasury Note/Bond 2.000% 2/15/22 43,916 42,653
United States Treasury Note/Bond 1.750% 2/28/22 781,447 752,385
United States Treasury Note/Bond 1.875% 2/28/22 531,386 513,702
United States Treasury Note/Bond 1.750% 3/31/22 215,000 206,735
United States Treasury Note/Bond 1.875% 3/31/22 474,650 458,407
United States Treasury Note/Bond 1.750% 4/30/22 240,880 231,394
United States Treasury Note/Bond 1.875% 4/30/22 392,682 378,938
United States Treasury Note/Bond 1.750% 5/31/22 408,715 392,240
United States Treasury Note/Bond 1.875% 5/31/22 229,640 221,387
United States Treasury Note/Bond 1.750% 6/30/22 343,114 329,015
United States Treasury Note/Bond 2.125% 6/30/22 227,735 221,365
United States Treasury Note/Bond 1.875% 7/31/22 530,907 510,833
United States Treasury Note/Bond 2.000% 7/31/22 227,600 220,025
United States Treasury Note/Bond 1.625% 8/15/22 31,980 30,461
United States Treasury Note/Bond 7.250% 8/15/22 3,014 3,489
United States Treasury Note/Bond 1.625% 8/31/22 416,750 396,825
United States Treasury Note/Bond 1.875% 8/31/22 334,913 321,935
United States Treasury Note/Bond 1.750% 9/30/22 303,815 290,380
United States Treasury Note/Bond 1.875% 9/30/22 499,170 479,438
United States Treasury Note/Bond 1.875% 10/31/22 354,240 339,904
United States Treasury Note/Bond 2.000% 10/31/22 388,576 374,735
United States Treasury Note/Bond 1.625% 11/15/22 135,125 128,285
United States Treasury Note/Bond 2.000% 11/30/22 693,075 667,736
United States Treasury Note/Bond 2.125% 12/31/22 867,125 839,082
United States Treasury Note/Bond 1.750% 1/31/23 277,602 264,244
United States Treasury Note/Bond 2.375% 1/31/23 472,400 461,625
United States Treasury Note/Bond 2.000% 2/15/23 70,831 68,120
United States Treasury Note/Bond 7.125% 2/15/23 163,535 191,464
United States Treasury Note/Bond 1.500% 2/28/23 235,893 221,923
United States Treasury Note/Bond 2.625% 2/28/23 319,461 315,417
United States Treasury Note/Bond 1.500% 3/31/23 508,600 477,926
United States Treasury Note/Bond 2.500% 3/31/23 520,701 511,099
United States Treasury Note/Bond 1.625% 4/30/23 108,332 102,256
United States Treasury Note/Bond 2.750% 4/30/23 261,973 259,845
United States Treasury Note/Bond 1.750% 5/15/23 842,003 798,716
United States Treasury Note/Bond 1.625% 5/31/23 367,450 346,549
United States Treasury Note/Bond 2.750% 5/31/23 186,365 184,852
United States Treasury Note/Bond 1.375% 6/30/23 275,345 256,330
United States Treasury Note/Bond 2.625% 6/30/23 254,388 250,812
United States Treasury Note/Bond 1.250% 7/31/23 270,465 249,926
United States Treasury Note/Bond 2.750% 7/31/23 253,673 251,453
United States Treasury Note/Bond 2.500% 8/15/23 466,785 457,305
United States Treasury Note/Bond 6.250% 8/15/23 208,228 239,364
United States Treasury Note/Bond 1.375% 8/31/23 299,160 277,704
United States Treasury Note/Bond 2.750% 8/31/23 608,774 603,545
United States Treasury Note/Bond 1.375% 9/30/23 327,230 303,404
United States Treasury Note/Bond 2.875% 9/30/23 543,707 541,924
United States Treasury Note/Bond 1.625% 10/31/23 217,345 203,796
United States Treasury Note/Bond 2.750% 11/15/23 409,962 406,055
United States Treasury Note/Bond 2.125% 11/30/23 379,325 364,330
United States Treasury Note/Bond 2.250% 12/31/23 171,275 165,387
United States Treasury Note/Bond 2.250% 1/31/24 184,225 177,748
United States Treasury Note/Bond 2.750% 2/15/24 407,379 403,114
United States Treasury Note/Bond 2.125% 2/29/24 632,624 606,130
United States Treasury Note/Bond 2.125% 3/31/24 243,650 233,295
United States Treasury Note/Bond 2.000% 4/30/24 313,082 297,525
United States Treasury Note/Bond 2.500% 5/15/24 657,918 641,779

 

 

United States Treasury Note/Bond 2.000% 5/31/24 371,018 352,293
United States Treasury Note/Bond 2.000% 6/30/24 319,533 303,106
United States Treasury Note/Bond 2.125% 7/31/24 274,425 261,906
United States Treasury Note/Bond 2.375% 8/15/24 465,390 450,121
United States Treasury Note/Bond 1.875% 8/31/24 302,793 284,719
United States Treasury Note/Bond 2.125% 9/30/24 515,058 490,835
United States Treasury Note/Bond 2.250% 10/31/24 282,595 271,026
United States Treasury Note/Bond 2.250% 11/15/24 616,889 591,344
United States Treasury Note/Bond 7.500% 11/15/24 1,325 1,658
United States Treasury Note/Bond 2.125% 11/30/24 610,580 581,004
United States Treasury Note/Bond 2.250% 12/31/24 487,345 466,784
United States Treasury Note/Bond 2.500% 1/31/25 242,130 235,244
United States Treasury Note/Bond 2.000% 2/15/25 364,279 343,162
United States Treasury Note/Bond 7.625% 2/15/25 2,112 2,676
United States Treasury Note/Bond 2.750% 2/28/25 278,661 274,698
United States Treasury Note/Bond 2.625% 3/31/25 294,755 288,214
United States Treasury Note/Bond 2.875% 4/30/25 248,553 246,649
United States Treasury Note/Bond 2.125% 5/15/25 975,222 923,564
United States Treasury Note/Bond 2.875% 5/31/25 277,015 274,766
United States Treasury Note/Bond 2.750% 6/30/25 283,937 279,456
United States Treasury Note/Bond 2.875% 7/31/25 293,610 291,132
United States Treasury Note/Bond 2.000% 8/15/25 676,120 633,754
United States Treasury Note/Bond 6.875% 8/15/25 48,414 60,003
United States Treasury Note/Bond 2.750% 8/31/25 372,190 366,142
United States Treasury Note/Bond 3.000% 9/30/25 331,756 331,444
1 United States Treasury Note/Bond 2.250% 11/15/25 750,907 713,947
United States Treasury Note/Bond 1.625% 2/15/26 694,677 630,531
United States Treasury Note/Bond 1.625% 5/15/26 716,160 647,902
United States Treasury Note/Bond 1.500% 8/15/26 607,414 542,494
United States Treasury Note/Bond 6.750% 8/15/26 32,360 40,799
United States Treasury Note/Bond 2.000% 11/15/26 487,821 451,386
United States Treasury Note/Bond 6.500% 11/15/26 50,779 63,458
United States Treasury Note/Bond 2.250% 2/15/27 748,740 704,983
United States Treasury Note/Bond 2.375% 5/15/27 452,574 429,805
United States Treasury Note/Bond 2.250% 8/15/27 506,859 475,418
United States Treasury Note/Bond 6.375% 8/15/27 33,585 42,249
United States Treasury Note/Bond 2.250% 11/15/27 813,084 761,120
United States Treasury Note/Bond 2.750% 2/15/28 602,111 587,245
United States Treasury Note/Bond 2.875% 5/15/28 762,606 751,167
United States Treasury Note/Bond 2.875% 8/15/28 679,724 669,419
United States Treasury Note/Bond 5.500% 8/15/28 39,225 47,352
United States Treasury Note/Bond 5.250% 11/15/28 3,485 4,145
United States Treasury Note/Bond 5.250% 2/15/29 53,395 63,740
United States Treasury Note/Bond 6.125% 8/15/29 75,455 96,700
United States Treasury Note/Bond 6.250% 5/15/30 101,178 132,512
United States Treasury Note/Bond 5.375% 2/15/31 258,165 318,994
United States Treasury Note/Bond 4.500% 2/15/36 72,726 86,283
United States Treasury Note/Bond 5.000% 5/15/37 69,400 87,824
United States Treasury Note/Bond 4.375% 2/15/38 55,118 65,030
United States Treasury Note/Bond 4.500% 5/15/38 59,113 70,917
United States Treasury Note/Bond 3.500% 2/15/39 247,906 261,074
United States Treasury Note/Bond 4.250% 5/15/39 109,385 127,518
United States Treasury Note/Bond 4.500% 8/15/39 85,222 102,652
United States Treasury Note/Bond 4.375% 11/15/39 184,026 218,301
United States Treasury Note/Bond 4.625% 2/15/40 227,157 278,481
United States Treasury Note/Bond 4.375% 5/15/40 212,760 252,718
United States Treasury Note/Bond 3.875% 8/15/40 172,672 191,694

 

 

United States Treasury Note/Bond 4.250% 11/15/40 329,132 385,032
1 United States Treasury Note/Bond 4.750% 2/15/41 208,930 261,325
United States Treasury Note/Bond 4.375% 5/15/41 183,108 218,184
United States Treasury Note/Bond 3.750% 8/15/41 143,510 156,582
United States Treasury Note/Bond 3.125% 11/15/41 138,460 137,032
United States Treasury Note/Bond 3.125% 2/15/42 165,627 163,868
United States Treasury Note/Bond 3.000% 5/15/42 183,799 177,939
1 United States Treasury Note/Bond 2.750% 8/15/42 515,324 477,077
United States Treasury Note/Bond 2.750% 11/15/42 649,990 601,344
United States Treasury Note/Bond 3.125% 2/15/43 324,938 320,928
United States Treasury Note/Bond 2.875% 5/15/43 503,940 476,304
United States Treasury Note/Bond 3.625% 8/15/43 348,975 374,331
United States Treasury Note/Bond 3.750% 11/15/43 268,181 293,575
United States Treasury Note/Bond 3.625% 2/15/44 412,962 443,484
United States Treasury Note/Bond 3.375% 5/15/44 279,981 288,599
United States Treasury Note/Bond 3.125% 8/15/44 320,450 316,293
United States Treasury Note/Bond 3.000% 11/15/44 350,027 337,776
1 United States Treasury Note/Bond 2.500% 2/15/45 415,989 364,186
United States Treasury Note/Bond 3.000% 5/15/45 559,279 539,441
United States Treasury Note/Bond 2.875% 8/15/45 391,828 368,808
United States Treasury Note/Bond 3.000% 11/15/45 176,185 169,853
United States Treasury Note/Bond 2.500% 2/15/46 429,975 375,084
United States Treasury Note/Bond 2.500% 5/15/46 776,992 677,319
United States Treasury Note/Bond 2.250% 8/15/46 399,311 329,555
United States Treasury Note/Bond 2.875% 11/15/46 656,620 617,328
United States Treasury Note/Bond 3.000% 2/15/47 107,835 103,875
United States Treasury Note/Bond 3.000% 5/15/47 192,429 185,272
United States Treasury Note/Bond 2.750% 8/15/47 388,136 355,327
United States Treasury Note/Bond 2.750% 11/15/47 460,604 421,526
United States Treasury Note/Bond 3.000% 2/15/48 608,881 585,859
United States Treasury Note/Bond 3.125% 5/15/48 525,221 518,000
United States Treasury Note/Bond 3.000% 8/15/48 404,678 389,312
        81,928,573
Agency Bonds and Notes (1.6%)        
2 AID-Iraq 2.149% 1/18/22 10,900 10,552
2 AID-Israel 5.500% 9/18/23 542 601
2 AID-Israel 5.500% 12/4/23 4,768 5,307
2 AID-Israel 5.500% 4/26/24 20,405 22,786
2 AID-Jordan 2.503% 10/30/20 10,100 10,006
2 AID-Jordan 2.578% 6/30/22 3,400 3,337
2 AID-Jordan 3.000% 6/30/25 5,200 5,155
2 AID-Tunisia 2.452% 7/24/21 3,275 3,223
2 AID-Tunisia 1.416% 8/5/21 3,860 3,691
2 AID-Ukraine 1.847% 5/29/20 11,500 11,270
2 AID-Ukraine 1.471% 9/29/21 10,100 9,599
3 Federal Farm Credit Banks 5.150% 11/15/19 15,675 16,096
3 Federal Farm Credit Banks 2.375% 3/27/20 7,300 7,256
3 Federal Farm Credit Banks 2.550% 5/15/20 10,000 9,958
3 Federal Farm Credit Banks 1.680% 10/13/20 11,125 10,867
3 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,106
3 Federal Home Loan Banks 1.500% 10/21/19 85,880 84,838
3 Federal Home Loan Banks 1.375% 11/15/19 47,300 46,610
3 Federal Home Loan Banks 2.125% 2/11/20 56,525 56,046
3 Federal Home Loan Banks 1.875% 3/13/20 795 785
3 Federal Home Loan Banks 4.125% 3/13/20 8,100 8,252
3 Federal Home Loan Banks 2.375% 3/30/20 44,250 43,981
3 Federal Home Loan Banks 2.625% 5/28/20 72,000 71,780

 

 

3 Federal Home Loan Banks 3.375% 6/12/20 25,725 25,954
3 Federal Home Loan Banks 1.375% 9/28/20 26,600 25,844
3 Federal Home Loan Banks 2.625% 10/1/20 133,450 132,837
3 Federal Home Loan Banks 5.250% 12/11/20 6,850 7,194
3 Federal Home Loan Banks 1.375% 2/18/21 24,475 23,621
3 Federal Home Loan Banks 2.250% 6/11/21 30,750 30,225
3 Federal Home Loan Banks 5.625% 6/11/21 19,450 20,806
3 Federal Home Loan Banks 1.125% 7/14/21 55,240 52,614
3 Federal Home Loan Banks 1.875% 11/29/21 73,000 70,684
3 Federal Home Loan Banks 2.125% 3/10/23 26,920 25,930
3 Federal Home Loan Banks 2.875% 6/14/24 40,400 39,979
3 Federal Home Loan Banks 5.375% 8/15/24 24,600 27,604
3 Federal Home Loan Banks 2.875% 9/13/24 14,985 14,815
3 Federal Home Loan Banks 5.500% 7/15/36 19,780 25,020
4 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 103,270 101,825
4 Federal Home Loan Mortgage Corp. 0.000% 11/29/19 150 145
4 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 91,400 89,952
4 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 22,187 21,709
4 Federal Home Loan Mortgage Corp. 2.500% 4/23/20 66,454 66,148
4 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 43,383 42,423
4 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 14,000 13,669
4 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 48,739 47,741
4 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 62,000 61,253
4 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 25,000 23,773
4 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 195,609 192,153
4 Federal Home Loan Mortgage Corp. 2.750% 6/19/23 50,000 49,396
4 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,606 4,721
4 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 90,204 120,638
4 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 8,604 11,270
4 Federal National Mortgage Assn. 0.000% 10/9/19 35,640 34,647
4 Federal National Mortgage Assn. 1.000% 10/24/19 52,500 51,584
4 Federal National Mortgage Assn. 1.750% 11/26/19 61,950 61,283
4 Federal National Mortgage Assn. 1.625% 1/21/20 30,800 30,357
4 Federal National Mortgage Assn. 1.500% 2/28/20 18,975 18,646
4 Federal National Mortgage Assn. 1.500% 6/22/20 52,600 51,427
4 Federal National Mortgage Assn. 1.500% 7/30/20 23,000 22,456
4 Federal National Mortgage Assn. 1.500% 11/30/20 28,711 27,889
4 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 39,139
4 Federal National Mortgage Assn. 1.375% 2/26/21 32,145 31,013
4 Federal National Mortgage Assn. 2.500% 4/13/21 44,150 43,708
4 Federal National Mortgage Assn. 2.750% 6/22/21 29,388 29,263
4 Federal National Mortgage Assn. 1.250% 8/17/21 30,300 28,910
4 Federal National Mortgage Assn. 1.375% 10/7/21 60,000 57,320
4 Federal National Mortgage Assn. 2.000% 1/5/22 103,000 99,999
4 Federal National Mortgage Assn. 1.875% 4/5/22 22,275 21,487
4 Federal National Mortgage Assn. 2.000% 10/5/22 18,525 17,826
4 Federal National Mortgage Assn. 2.375% 1/19/23 33,510 32,662
4 Federal National Mortgage Assn. 2.875% 9/12/23 23,000 22,841
4 Federal National Mortgage Assn. 2.625% 9/6/24 114,010 111,246
4 Federal National Mortgage Assn. 2.125% 4/24/26 34,025 31,661
4 Federal National Mortgage Assn. 1.875% 9/24/26 43,000 39,058
4 Federal National Mortgage Assn. 6.250% 5/15/29 4,745 5,974
4 Federal National Mortgage Assn. 7.125% 1/15/30 26,389 35,646
4 Federal National Mortgage Assn. 7.250% 5/15/30 47,677 65,377
4 Federal National Mortgage Assn. 6.625% 11/15/30 24,700 32,577
4 Federal National Mortgage Assn. 5.625% 7/15/37 7,765 10,037
Private Export Funding Corp. 2.250% 3/15/20 8,000 7,923

 

 

  Private Export Funding Corp. 2.300% 9/15/20 2,475 2,445
  Private Export Funding Corp. 4.300% 12/15/21 10,975 11,395
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,601
  Private Export Funding Corp. 2.050% 11/15/22 8,335 8,003
  Private Export Funding Corp. 3.550% 1/15/24 4,200 4,272
  Private Export Funding Corp. 2.450% 7/15/24 8,300 7,967
  Private Export Funding Corp. 3.250% 6/15/25 2,475 2,464
  Resolution Funding Corp. 8.125% 10/15/19 450 475
  Resolution Funding Corp. 8.875% 7/15/20 180 199
  Resolution Funding Corp. 8.625% 1/15/30 110 162
§ Small Business Administration Variable        
  Rate Interest Only Custodial Receipts        
  (U.S. Government Guaranteed) 0.000% 7/15/17 4,449 —
3 Tennessee Valley Authority 2.250% 3/15/20 11,825 11,724
3 Tennessee Valley Authority 3.875% 2/15/21 10,915 11,139
3 Tennessee Valley Authority 1.875% 8/15/22 7,300 7,003
3 Tennessee Valley Authority 2.875% 9/15/24 9,637 9,481
3 Tennessee Valley Authority 6.750% 11/1/25 17,306 20,994
3 Tennessee Valley Authority 2.875% 2/1/27 29,750 28,596
3 Tennessee Valley Authority 7.125% 5/1/30 27,165 36,556
3 Tennessee Valley Authority 4.700% 7/15/33 7,950 8,957
3 Tennessee Valley Authority 4.650% 6/15/35 15,169 17,016
3 Tennessee Valley Authority 5.880% 4/1/36 10,200 13,064
3 Tennessee Valley Authority 6.150% 1/15/38 920 1,228
3 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,172
3 Tennessee Valley Authority 5.250% 9/15/39 17,590 21,401
3 Tennessee Valley Authority 4.875% 1/15/48 6,951 8,239
3 Tennessee Valley Authority 5.375% 4/1/56 6,250 8,166
3 Tennessee Valley Authority 4.625% 9/15/60 7,468 8,671
3 Tennessee Valley Authority 4.250% 9/15/65 14,725 15,972
          3,150,363
Conventional Mortgage-Backed Securities (21.8%)        
4,5 Fannie Mae Pool 2.000% 11/1/27–11/1/31 115,548 108,423
4,5 Fannie Mae Pool 2.500% 11/1/26–10/1/46 1,116,385 1,077,404
4,5 Fannie Mae Pool 3.000% 9/1/20–10/1/48 4,265,759 4,128,628
4,5,6 Fannie Mae Pool 3.500% 10/1/18–10/1/48 5,437,606 5,376,263
4,5,6 Fannie Mae Pool 4.000% 10/1/18–10/1/48 4,249,076 4,304,289
4,5,6 Fannie Mae Pool 4.500% 10/1/18–10/1/48 1,712,574 1,775,916
4,5,6 Fannie Mae Pool 5.000% 10/1/18–10/1/48 473,566 501,587
4,5 Fannie Mae Pool 5.500% 10/1/18–2/1/42 377,366 407,442
4,5 Fannie Mae Pool 6.000% 10/1/18–5/1/41 248,095 269,781
4,5 Fannie Mae Pool 6.500% 10/1/18–10/1/39 68,533 74,895
4,5 Fannie Mae Pool 7.000% 11/1/21–11/1/38 19,354 21,642
4,5 Fannie Mae Pool 7.500% 11/1/22–12/1/32 1,717 1,867
4,5 Fannie Mae Pool 8.000% 11/1/21–9/1/31 602 659
4,5 Fannie Mae Pool 8.500% 12/1/19–5/1/32 257 282
4,5 Fannie Mae Pool 9.000% 12/1/20–8/1/30 59 61
4,5 Fannie Mae Pool 9.500% 1/1/20–11/1/25 85 96
4,5 Freddie Mac Gold Pool 2.000% 1/1/28–12/1/31 59,754 56,045
4,5 Freddie Mac Gold Pool 2.500% 6/1/22–10/1/46 881,274 851,596
4,5 Freddie Mac Gold Pool 3.000% 3/1/21–1/1/48 3,018,230 2,921,087
4,5,6 Freddie Mac Gold Pool 3.500% 9/1/20–10/1/48 3,568,103 3,529,711
4,5,6 Freddie Mac Gold Pool 4.000% 11/1/18–11/1/48 2,590,084 2,624,353
4,5,6 Freddie Mac Gold Pool 4.500% 10/1/18–10/1/48 998,776 1,036,094
4,5,6 Freddie Mac Gold Pool 5.000% 10/1/18–10/1/48 327,721 346,502
4,5 Freddie Mac Gold Pool 5.500% 12/1/18–6/1/41 203,661 219,851
4,5 Freddie Mac Gold Pool 6.000% 11/1/18–5/1/40 108,762 118,625

 

 

4,5 Freddie Mac Gold Pool 6.500% 2/1/19–9/1/39 32,614 36,055
4,5 Freddie Mac Gold Pool 7.000% 10/1/20–12/1/38 12,254 13,801
4,5 Freddie Mac Gold Pool 7.500% 9/1/22–2/1/32 1,012 1,123
4,5 Freddie Mac Gold Pool 8.000% 7/1/20–12/1/31 1,103 1,215
4,5 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 203 230
4,5 Freddie Mac Gold Pool 9.000% 11/1/20–3/1/31 175 188
4,5 Freddie Mac Gold Pool 9.500% 8/1/20–6/1/25 4 4
4,5 Freddie Mac Gold Pool 10.000% 3/1/21–4/1/25 1 1
4,5 Freddie Mac Non Gold Pool 9.500% 3/1/20 1 1
5 Ginnie Mae I Pool 3.000% 1/15/26–10/1/48 163,625 159,122
5 Ginnie Mae I Pool 3.500% 11/15/25–3/15/45 200,444 200,090
5 Ginnie Mae I Pool 4.000% 6/15/24–10/1/48 286,915 293,011
5,6 Ginnie Mae I Pool 4.500% 10/15/18–10/1/48 271,280 283,156
5 Ginnie Mae I Pool 4.750% 8/15/33 12 12
5 Ginnie Mae I Pool 5.000% 10/15/18–4/15/41 144,234 152,918
5 Ginnie Mae I Pool 5.500% 10/15/18–2/15/41 81,216 87,128
5 Ginnie Mae I Pool 6.000% 11/15/22–6/15/41 64,829 70,238
5 Ginnie Mae I Pool 6.500% 9/15/23–1/15/39 15,053 16,378
5 Ginnie Mae I Pool 7.000% 9/15/22–9/15/36 4,054 4,413
5 Ginnie Mae I Pool 7.500% 9/15/22–6/15/32 1,745 1,870
5 Ginnie Mae I Pool 7.750% 2/15/30 1 1
5 Ginnie Mae I Pool 8.000% 1/15/22–12/15/30 1,195 1,289
5 Ginnie Mae I Pool 8.250% 6/15/27 1 1
5 Ginnie Mae I Pool 8.500% 2/15/20–3/15/31 255 269
5 Ginnie Mae I Pool 9.000% 10/15/19–1/15/31 240 251
5 Ginnie Mae I Pool 9.500% 4/15/19–9/15/25 36 39
5 Ginnie Mae I Pool 10.000% 1/15/19–2/15/25 1 1
5 Ginnie Mae I Pool 10.500% 6/15/20–2/15/25 1 1
5 Ginnie Mae II Pool 2.500% 6/20/27–12/20/46 130,227 123,334
5 Ginnie Mae II Pool 3.000% 10/20/26–10/1/48 2,929,841 2,849,399
5,6 Ginnie Mae II Pool 3.500% 9/20/25–10/1/48 4,822,086 4,811,666
5,6 Ginnie Mae II Pool 4.000% 9/20/25–10/1/48 2,766,896 2,826,179
5,6 Ginnie Mae II Pool 4.500% 12/20/20–10/1/48 1,219,967 1,268,215
5,6 Ginnie Mae II Pool 5.000% 12/20/32–10/1/48 373,091 395,212
5 Ginnie Mae II Pool 5.500% 8/20/23–5/20/45 109,188 115,583
5 Ginnie Mae II Pool 6.000% 7/20/23–12/20/41 36,141 39,263
5 Ginnie Mae II Pool 6.500% 3/20/31–9/20/40 16,129 17,943
5 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 2,387 2,750
5 Ginnie Mae II Pool 7.500% 8/20/30 3 4
5 Ginnie Mae II Pool 8.500% 10/20/30 8 9
          43,525,462
Nonconventional Mortgage-Backed Securities (0.1%)        
4,5 Fannie Mae Pool 2.127% 3/1/43 6,211 6,141
4,5 Fannie Mae Pool 2.182% 6/1/43 4,612 4,588
4,5 Fannie Mae Pool 2.195% 10/1/42 2,776 2,816
4,5 Fannie Mae Pool 2.278% 7/1/43 7,237 6,986
4,5 Fannie Mae Pool 2.387% 10/1/42 2,571 2,562
4,5 Fannie Mae Pool 2.429% 9/1/43 764 754
4,5,7 Fannie Mae Pool 2.701% 12/1/43 2,606 2,717
4,5,8 Fannie Mae Pool 2.726% 3/1/42 2,858 2,984
4,5,8 Fannie Mae Pool 3.057% 1/1/42 1,999 2,056
4,5,7 Fannie Mae Pool 3.070% 9/1/43 3,872 3,920
4,5,8 Fannie Mae Pool 3.143% 1/1/35 102 105
4,5,7 Fannie Mae Pool 3.176% 4/1/37 1,019 1,054
4,5,8 Fannie Mae Pool 3.299% 1/1/35 1 1
4,5,8 Fannie Mae Pool 3.303% 12/1/33 325 344
4,5,8 Fannie Mae Pool 3.325% 2/1/37 2 2

 

 

4,5,8 Fannie Mae Pool 3.330% 12/1/41 1,539 1,577
4,5,8 Fannie Mae Pool 3.336% 11/1/33 259 275
4,5 Fannie Mae Pool 3.362% 8/1/42 3,333 3,305
4,5,8 Fannie Mae Pool 3.385% 11/1/36 279 294
4,5,9 Fannie Mae Pool 3.439% 12/1/35 4 4
4,5,8 Fannie Mae Pool 3.455% 11/1/39 374 395
4,5,8 Fannie Mae Pool 3.482% 12/1/40 970 1,018
4,5,8 Fannie Mae Pool 3.483% 10/1/37 663 678
4,5,8 Fannie Mae Pool 3.489% 10/1/34 8 8
4,5 Fannie Mae Pool 3.493% 4/1/41 1,232 1,224
4,5,9 Fannie Mae Pool 3.508% 12/1/36 12 12
4,5,9 Fannie Mae Pool 3.518% 9/1/33 4 4
4,5,8 Fannie Mae Pool 3.524% 10/1/39 645 669
4,5,9 Fannie Mae Pool 3.525% 11/1/32 9 10
4,5,9 Fannie Mae Pool 3.530% 12/1/37 663 683
4,5,8,9 Fannie Mae Pool 3.547% 12/1/35–1/1/37 1,298 1,373
4,5,8 Fannie Mae Pool 3.555% 11/1/41 1,389 1,477
4,5,8 Fannie Mae Pool 3.557% 2/1/36 577 586
4,5,8 Fannie Mae Pool 3.560% 11/1/33–12/1/40 3,705 3,895
4,5,8 Fannie Mae Pool 3.563% 11/1/41 1,105 1,163
4,5,8,9 Fannie Mae Pool 3.565% 11/1/36–12/1/40 1,654 1,740
4,5,8 Fannie Mae Pool 3.570% 12/1/40 689 722
4,5,8 Fannie Mae Pool 3.575% 12/1/41 1,398 1,477
4,5,8 Fannie Mae Pool 3.581% 4/1/36 104 106
4,5,8 Fannie Mae Pool 3.585% 11/1/35 — —
4,5,8 Fannie Mae Pool 3.606% 1/1/42 1,459 1,528
4,5,8 Fannie Mae Pool 3.614% 9/1/37 1,648 1,688
4,5,8 Fannie Mae Pool 3.627% 3/1/38 113 115
4,5,8 Fannie Mae Pool 3.636% 10/1/37 59 63
4,5,8 Fannie Mae Pool 3.645% 1/1/40 1,037 1,073
4,5,8 Fannie Mae Pool 3.649% 9/1/34 303 310
4,5,8 Fannie Mae Pool 3.658% 2/1/36 320 339
4,5,8 Fannie Mae Pool 3.685% 2/1/41 665 666
4,5,8 Fannie Mae Pool 3.714% 1/1/37 44 46
4,5,8 Fannie Mae Pool 3.716% 3/1/41 1,461 1,528
4,5,7 Fannie Mae Pool 3.724% 8/1/39 1,572 1,605
4,5,8 Fannie Mae Pool 3.747% 12/1/39 1,019 1,057
4,5,8 Fannie Mae Pool 3.756% 2/1/41 739 772
4,5,8 Fannie Mae Pool 3.765% 2/1/41 810 849
4,5,9 Fannie Mae Pool 3.791% 1/1/35 650 691
4,5,8 Fannie Mae Pool 3.799% 4/1/36 331 339
4,5,8 Fannie Mae Pool 3.803% 4/1/37 117 122
4,5,8 Fannie Mae Pool 3.845% 5/1/35 337 351
4,5,8 Fannie Mae Pool 3.849% 5/1/42 240 250
4,5,8 Fannie Mae Pool 3.851% 11/1/39 749 780
4,5,8 Fannie Mae Pool 3.855% 10/1/40 1,081 1,134
4,5,7 Fannie Mae Pool 3.870% 7/1/34 156 164
4,5,7 Fannie Mae Pool 3.888% 5/1/42 2,975 3,092
4,5,8 Fannie Mae Pool 3.913% 9/1/40 788 831
4,5,8 Fannie Mae Pool 3.924% 4/1/37 92 97
4,5,8 Fannie Mae Pool 3.948% 3/1/41 1,419 1,504
4,5,8 Fannie Mae Pool 3.955% 10/1/37 1,048 1,076
4,5,8 Fannie Mae Pool 4.015% 11/1/34 514 545
4,5,8 Fannie Mae Pool 4.017% 4/1/37 125 134
4,5,8 Fannie Mae Pool 4.070% 5/1/40 737 765
4,5,9 Fannie Mae Pool 4.094% 5/1/36 52 55
4,5,8 Fannie Mae Pool 4.132% 7/1/36 401 413

 

 

4,5,9 Fannie Mae Pool 4.143% 5/1/33 3 3
4,5,7 Fannie Mae Pool 4.161% 7/1/42 1,021 1,093
4,5,8 Fannie Mae Pool 4.187% 3/1/42 648 691
4,5,7 Fannie Mae Pool 4.192% 2/1/42 1,902 2,023
4,5,8 Fannie Mae Pool 4.234% 5/1/40 313 329
4,5,9 Fannie Mae Pool 4.235% 6/1/37 205 215
4,5,8 Fannie Mae Pool 4.284% 4/1/37 340 357
4,5,8 Fannie Mae Pool 4.313% 5/1/41 1,010 1,059
4,5,8 Fannie Mae Pool 4.320% 9/1/33 9 10
4,5,8 Fannie Mae Pool 4.330% 6/1/42 1,989 2,064
4,5,8 Fannie Mae Pool 4.333% 8/1/40 652 681
4,5,7 Fannie Mae Pool 4.340% 8/1/37 585 613
4,5,8 Fannie Mae Pool 4.362% 8/1/35 847 896
4,5,8 Fannie Mae Pool 4.380% 6/1/41 371 390
4,5,8 Fannie Mae Pool 4.385% 9/1/40 1,692 1,778
4,5,8 Fannie Mae Pool 4.415% 6/1/36 41 44
4,5,8 Fannie Mae Pool 4.429% 7/1/35 555 581
4,5,8 Fannie Mae Pool 4.440% 10/1/36–9/1/42 2,728 2,848
4,5,8 Fannie Mae Pool 4.445% 7/1/39 265 275
4,5,7 Fannie Mae Pool 4.472% 7/1/37 305 324
4,5,8 Fannie Mae Pool 4.482% 7/1/41 3,444 3,626
4,5,9 Fannie Mae Pool 4.488% 7/1/38 232 244
4,5,8 Fannie Mae Pool 4.537% 5/1/36 84 85
4,5,8 Fannie Mae Pool 4.576% 7/1/38 301 307
4,5,8 Fannie Mae Pool 4.580% 6/1/41 1,333 1,403
4,5,8 Fannie Mae Pool 4.590% 8/1/39 609 640
4,5 Freddie Mac Non Gold Pool 2.401% 5/1/42 534 530
4,5,8 Freddie Mac Non Gold Pool 2.735% 10/1/37 55 56
4,5 Freddie Mac Non Gold Pool 2.771% 2/1/42 1,188 1,187
4,5 Freddie Mac Non Gold Pool 2.773% 11/1/43 1,040 1,069
4,5,8 Freddie Mac Non Gold Pool 3.375% 1/1/38 84 88
4,5,8 Freddie Mac Non Gold Pool 3.390% 12/1/36 411 435
4,5,7 Freddie Mac Non Gold Pool 3.404% 5/1/37 40 41
4,5,8 Freddie Mac Non Gold Pool 3.410% 10/1/37 806 852
4,5,8 Freddie Mac Non Gold Pool 3.492% 12/1/36 458 473
4,5,8 Freddie Mac Non Gold Pool 3.493% 1/1/35 98 104
4,5,8 Freddie Mac Non Gold Pool 3.495% 12/1/40 1,501 1,549
4,5,8 Freddie Mac Non Gold Pool 3.496% 12/1/34 315 322
4,5,8 Freddie Mac Non Gold Pool 3.515% 12/1/36 201 215
4,5,8 Freddie Mac Non Gold Pool 3.516% 12/1/34 9 9
4,5,9 Freddie Mac Non Gold Pool 3.520% 11/1/34 951 992
4,5,7 Freddie Mac Non Gold Pool 3.521% 6/1/37 327 334
4,5,8 Freddie Mac Non Gold Pool 3.537% 3/1/37 37 39
4,5,9 Freddie Mac Non Gold Pool 3.565% 12/1/34 32 33
4,5,8 Freddie Mac Non Gold Pool 3.577% 2/1/37 201 212
4,5,8 Freddie Mac Non Gold Pool 3.605% 4/1/37 7 7
4,5,8 Freddie Mac Non Gold Pool 3.608% 3/1/36 4 4
4,5,8 Freddie Mac Non Gold Pool 3.615% 3/1/37 126 128
4,5,8 Freddie Mac Non Gold Pool 3.630% 11/1/40–12/1/40 580 599
4,5,8 Freddie Mac Non Gold Pool 3.650% 11/1/40 940 968
4,5,8,9 Freddie Mac Non Gold Pool 3.659% 11/1/33–12/1/35 737 773
4,5,8 Freddie Mac Non Gold Pool 3.697% 1/1/41 306 320
4,5,8 Freddie Mac Non Gold Pool 3.727% 2/1/42 466 486
4,5,8 Freddie Mac Non Gold Pool 3.731% 1/1/41 1,074 1,116
4,5,8 Freddie Mac Non Gold Pool 3.818% 3/1/36 17 18
4,5,8 Freddie Mac Non Gold Pool 3.820% 5/1/33 20 20
4,5,9 Freddie Mac Non Gold Pool 3.837% 10/1/36 546 588

 

 

4,5,8 Freddie Mac Non Gold Pool 3.875% 4/1/33 5 5
4,5,8 Freddie Mac Non Gold Pool 3.880% 3/1/41 331 349
4,5,8 Freddie Mac Non Gold Pool 3.897% 8/1/37 54 53
4,5,8 Freddie Mac Non Gold Pool 3.900% 2/1/41 426 449
4,5,8 Freddie Mac Non Gold Pool 3.910% 2/1/41 1,106 1,168
4,5,8 Freddie Mac Non Gold Pool 3.932% 3/1/42 1,289 1,352
4,5,8 Freddie Mac Non Gold Pool 3.934% 6/1/37 797 845
4,5,8 Freddie Mac Non Gold Pool 3.938% 3/1/37 637 672
4,5,8 Freddie Mac Non Gold Pool 3.955% 12/1/39 280 295
4,5,9 Freddie Mac Non Gold Pool 3.970% 2/1/36 326 338
4,5,7 Freddie Mac Non Gold Pool 3.999% 3/1/37 190 199
4,5,8 Freddie Mac Non Gold Pool 4.019% 4/1/35 7 7
4,5,7 Freddie Mac Non Gold Pool 4.039% 1/1/37 704 740
4,5,8 Freddie Mac Non Gold Pool 4.062% 7/1/35 288 302
4,5,8 Freddie Mac Non Gold Pool 4.108% 1/1/37 412 435
4,5,8,9 Freddie Mac Non Gold Pool 4.125% 6/1/35–5/1/38 75 78
4,5,8 Freddie Mac Non Gold Pool 4.145% 3/1/38–6/1/41 247 257
4,5,9 Freddie Mac Non Gold Pool 4.148% 6/1/36 9 9
4,5,9 Freddie Mac Non Gold Pool 4.165% 11/1/36 258 266
4,5,8 Freddie Mac Non Gold Pool 4.211% 9/1/37 772 789
4,5,8 Freddie Mac Non Gold Pool 4.225% 9/1/40 937 980
4,5,9 Freddie Mac Non Gold Pool 4.232% 5/1/36 661 690
4,5,8 Freddie Mac Non Gold Pool 4.255% 5/1/40 363 378
4,5,9 Freddie Mac Non Gold Pool 4.278% 6/1/34 2 3
4,5,8 Freddie Mac Non Gold Pool 4.347% 5/1/37 987 1,015
4,5,9 Freddie Mac Non Gold Pool 4.423% 3/1/37 94 94
4,5,8 Freddie Mac Non Gold Pool 4.432% 5/1/40 241 247
4,5,8 Freddie Mac Non Gold Pool 4.483% 6/1/40 883 922
4,5,9 Freddie Mac Non Gold Pool 4.500% 8/1/34 1 1
4,5,8 Freddie Mac Non Gold Pool 4.513% 6/1/37 158 166
4,5,8 Freddie Mac Non Gold Pool 4.516% 6/1/40 1,132 1,189
4,5,8 Freddie Mac Non Gold Pool 4.544% 6/1/41 449 461
4,5,8 Freddie Mac Non Gold Pool 4.630% 6/1/40 572 586
4,5,8 Freddie Mac Non Gold Pool 4.635% 7/1/38 350 354
4,5,8 Freddie Mac Non Gold Pool 4.637% 8/1/37 273 283
5,9 Ginnie Mae II Pool 2.750% 7/20/38–8/20/41 2,551 2,622
5,9 Ginnie Mae II Pool 3.125%  10/20/38–12/20/42 10,315 10,638
5,9 Ginnie Mae II Pool 3.375% 1/20/41–3/20/43 11,373 11,682
5 Ginnie Mae II Pool 3.500% 12/20/43–1/20/44 2,176 2,176
5,9 Ginnie Mae II Pool 3.625% 6/20/29–6/20/43 7,435 7,624
5,9 Ginnie Mae II Pool 4.125% 5/20/41 820 841
5,9 Ginnie Mae II Pool 4.250% 5/20/41 278 286
          171,699
Total U.S. Government and Agency Obligations (Cost $132,655,936)   128,776,097
Asset-Backed/Commercial Mortgage-Backed Securities (2.7%)      
5 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 712 712
5 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,309 1,306
5 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 2,157 2,153
5 Ally Auto Receivables Trust 2017-4 1.750% 12/15/21 9,056 8,947
5 Ally Auto Receivables Trust 2017-4 1.960% 7/15/22 3,128 3,043
5 Ally Auto Receivables Trust 2018-1 2.350% 6/15/22 6,025 5,968
5 Ally Auto Receivables Trust 2018-1 2.530% 2/15/23 1,825 1,796
5 Ally Auto Receivables Trust 2018-3 3.000% 1/17/23 1,750 1,747
5 Ally Auto Receivables Trust 2018-3 3.120% 7/17/23 2,375 2,368
5 Ally Master Owner Trust Series 2018-1 2.700% 1/17/23 23,500 23,208
5 Ally Master Owner Trust Series 2018-2 3.290% 5/15/23 6,275 6,273

 

 

5 American Express Credit Account Master        
Trust 2017-1 1.930% 9/15/22 14,900 14,690
5 American Express Credit Account Master        
Trust 2017-3 1.770% 11/15/22 8,500 8,345
5 American Express Credit Account Master        
Trust 2017-6 2.040% 5/15/23 21,800 21,370
5 American Express Credit Account Master        
Trust 2017-7 2.350% 5/15/25 13,300 12,863
5 American Express Credit Account Master        
Trust 2018-1 2.670% 10/17/22 15,725 15,660
5 American Express Credit Account Master        
Trust 2018-2 3.010% 10/15/25 14,150 13,963
5 American Express Credit Account Master        
Trust 2018-4 2.990% 12/15/23 18,000 17,940
5 American Express Credit Account Master        
Trust 2018-8 3.180% 4/15/24 2,200 2,199
5 AmeriCredit Automobile Receivables Trust        
2016-3 1.460% 5/10/21 2,539 2,529
5 AmeriCredit Automobile Receivables Trust        
2017-3 1.900% 3/18/22 4,570 4,515
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.070% 12/19/22 5,250 5,246
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.260% 1/18/24 3,150 3,134
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.500% 1/18/24 2,100 2,093
5 BA Credit Card Trust 2017-A1 1.950% 8/15/22 14,500 14,292
5 BA Credit Card Trust 2018-A1 2.700% 7/17/23 26,500 26,247
5 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.429% 9/15/48 2,350 2,343
5 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.705% 9/15/48 4,100 4,101
5 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.574% 2/15/50 9,108 8,951
5 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.748% 2/15/50 3,542 3,470
5 BANK 2017 - BNK5 3.390% 6/15/60 9,750 9,454
5 BANK 2017 - BNK5 3.624% 6/15/60 4,450 4,333
5 BANK 2017 - BNK6 3.518% 7/15/60 3,388 3,307
5 BANK 2017 - BNK6 3.741% 7/15/60 3,388 3,303
5 BANK 2017 - BNK7 3.175% 9/15/60 5,925 5,607
5 BANK 2017 - BNK7 3.435% 9/15/60 3,675 3,557
5 BANK 2017 - BNK7 3.748% 9/15/60 4,100 4,012
5 BANK 2017 - BNK8 3.488% 11/15/50 8,000 7,782
5 BANK 2017 - BNK8 3.731% 11/15/50 1,325 1,290
5 BANK 2017 - BNK9 3.279% 11/15/54 8,000 7,692
5 BANK 2017 - BNK9 3.538% 11/15/54 8,000 7,798
5 BANK 2018 - BN11 4.046% 3/15/61 5,550 5,622
5 BANK 2018 - BN12 4.255% 5/15/61 6,550 6,754
5 BANK 2018 - BN12 4.492% 5/15/61 2,100 2,155
5 BANK 2018 - BN13 4.217% 8/15/61 2,200 2,257
5 BANK 2018 - BNK10 3.641% 2/15/61 1,802 1,799
5 BANK 2018 - BNK10 3.688% 2/15/61 13,650 13,458
5 BANK 2018 - BNK10 3.898% 2/15/61 2,100 2,069
5 BANK 2018 - BN14 4.231% 9/15/60 5,750 5,940
5 BANK 2018 - BNK14 4.128% 9/15/60 3,425 3,528
5 BANK 2018 -BNK14 4.481% 9/15/60 1,550 1,596

 

 

5 Bank Of America Credit Card Trust        
BACCT_18-A2 3.000% 9/15/23 23,450 23,360
Bank of Nova Scotia 1.850% 4/14/20 24,700 24,233
Bank of Nova Scotia 1.875% 4/26/21 8,800 8,499
5 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 8,050 7,973
5 BBCMS Mortgage Trust 2017-C1 3.674% 2/15/50 17,475 17,209
5 BBCMS Mortgage Trust 2017-C1 3.898% 2/15/50 4,675 4,641
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 1,194 1,195
5 BENCHMARK 2018-B1 Mortgage Trust 3.666% 1/15/51 6,000 5,943
5 BENCHMARK 2018-B1 Mortgage Trust 3.878% 1/15/51 2,600 2,582
5 BENCHMARK 2018-B2 Mortgage Trust 3.662% 2/15/51 6,050 6,106
5 BENCHMARK 2018-B2 Mortgage Trust 3.882% 2/15/51 17,575 17,686
5 BENCHMARK 2018-B2 Mortgage Trust 4.084% 2/15/51 8,225 8,291
5 BENCHMARK 2018-B3 Mortgage Trust 3.848% 4/10/51 5,000 5,085
5 BENCHMARK 2018-B3 Mortgage Trust 4.025% 4/10/51 13,150 13,305
5 BENCHMARK 2018-B4 Mortgage Trust 4.121% 7/15/51 18,625 19,067
5 BENCHMARK 2018-B4 Mortgage Trust 4.311% 7/15/51 3,250 3,330
5 BENCHMARK 2018-B5 Mortgage Trust 4.208% 7/15/51 8,850 9,110
5 BENCHMARK 2018-B5 Mortgage Trust 4.419% 7/15/51 1,750 1,806
5 BENCHMARK 2018-B6 Mortgage Trust 4.203% 11/10/51 3,325 3,437
5 BENCHMARK 2018-B6 Mortgage Trust 4.261% 11/10/51 4,025 4,170
5 BENCHMARK 2018-B6 Mortgage Trust 4.441% 11/10/51 1,250 1,297
5 BMW Vehicle Lease Trust 2017-2 2.070% 10/20/20 3,575 3,541
5 BMW Vehicle Owner Trust 2018-A 2.350% 4/25/22 9,000 8,898
5 BMW Vehicle Owner Trust 2018-A 2.510% 6/25/24 1,850 1,818
5 Capital Auto Receivables Asset Trust 2015-        
2 1.970% 1/21/20 536 536
5 Capital Auto Receivables Asset Trust 2015-        
3 2.130% 5/20/20 2,671 2,669
5 Capital Auto Receivables Asset Trust 2015-        
4 1.830% 3/20/20 422 422
5 Capital Auto Receivables Asset Trust 2015-        
4 2.010% 7/20/20 2,950 2,945
5 Capital Auto Receivables Asset Trust 2016-        
3 1.690% 3/20/21 3,225 3,194
5 Capital One Multi-Asset Execution Trust        
2015-A2 2.080% 3/15/23 12,000 11,827
5 Capital One Multi-Asset Execution Trust        
2015-A8 2.050% 8/15/23 8,200 8,032
5 Capital One Multi-Asset Execution Trust        
2016-A3 1.340% 4/15/22 8,575 8,492
5 Capital One Multi-Asset Execution Trust        
2016-A4 1.330% 6/15/22 11,400 11,256
5 Capital One Multi-Asset Execution Trust        
2016-A6 1.820% 9/15/22 10,300 10,175
5 Capital One Multi-Asset Execution Trust        
2017-A1 2.000% 1/17/23 9,475 9,342
5 Capital One Multi-Asset Execution Trust        
2017-A3 2.430% 1/15/25 9,850 9,556
5 Capital One Multi-Asset Execution Trust        
2017-A4 1.990% 7/17/23 15,200 14,879
5 Capital One Multi-Asset Execution Trust        
2017-A6 2.290% 7/15/25 12,800 12,359
5 Capital One Multi-Asset Execution Trust        
2018-1 3.010% 2/15/24 6,775 6,753
5 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 262 262

 

 

5 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,575 1,567
5 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 1,279 1,277
5 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 1,300 1,291
5 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 1,582 1,576
5 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 2,050 2,026
5 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 3,682 3,652
5 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,685 1,639
5 CarMax Auto Owner Trust 2017-4 2.110% 10/17/22 4,525 4,455
5 CarMax Auto Owner Trust 2017-4 2.330% 5/15/23 3,200 3,121
5 CarMax Auto Owner Trust 2018-1 2.480% 11/15/22 4,775 4,716
5 CarMax Auto Owner Trust 2018-1 2.640% 6/15/23 1,200 1,180
5 CarMax Auto Owner Trust 2018-2 2.980% 1/17/23 4,200 4,186
5 CarMax Auto Owner Trust 2018-2 3.160% 7/17/23 2,625 2,624
5 CD 2016-CD1 Commercial Mortgage Trust 2.724% 8/10/49 9,075 8,446
5 CD 2016-CD2 Commercial Mortgage Trust 3.526% 11/10/49 7,300 7,176
5 CD 2017-CD3 Commercial Mortgage Trust 3.453% 2/10/50 1,285 1,262
5 CD 2017-CD3 Commercial Mortgage Trust 3.631% 2/10/50 9,773 9,675
5 CD 2017-CD3 Commercial Mortgage Trust 3.833% 2/10/50 2,542 2,517
5 CD 2017-CD4 Commercial Mortgage Trust 3.514% 5/10/50 5,133 5,037
5 CD 2017-CD4 Commercial Mortgage Trust 3.747% 5/10/50 3,000 2,938
5 CD 2017-CD5 Commercial Mortgage Trust 3.431% 8/15/50 3,500 3,406
5 CD 2017-CD6 Commercial Mortgage Trust 3.332% 11/13/50 3,300 3,217
5 CD 2017-CD6 Commercial Mortgage Trust 3.456% 11/13/50 6,575 6,403
5 CD 2017-CD6 Commercial Mortgage Trust 3.709% 11/13/50 3,825 3,729
5 CD 2018-CD7 Commercial Mortgage Trust 4.279% 8/15/51 7,375 7,616
5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 532 540
5 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 9,483 9,356
5 CFCRE Commercial Mortgage Trust 2016-        
C3 3.865% 1/10/48 5,800 5,815
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.283% 5/10/58 8,250 7,976
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.691% 5/10/58 5,900 5,763
5 CFCRE Commercial Mortgage Trust 2016-        
C6 3.217% 11/10/49 14,200 13,564
5 CFCRE Commercial Mortgage Trust 2017-        
C8 3.572% 6/15/50 3,650 3,558
5 Chase Issuance Trust 2012-A4 1.580% 8/15/21 8,596 8,508
5 Chase Issuance Trust 2012-A7 2.160% 9/15/24 20,440 19,601
5 Chase Issuance Trust 2014-A2 2.770% 3/15/23 11,150 11,060
5 Chase Issuance Trust 2015-A4 1.840% 4/15/22 8,400 8,252
5 Chase Issuance Trust 2016-A2 1.370% 6/15/21 11,525 11,414
5 Chase Issuance Trust 2016-A4 1.490% 7/15/22 9,850 9,581
5 Chase Issuance Trust 2016-A5 1.270% 7/15/21 11,650 11,516
5 Citibank Credit Card Issuance Trust 2014-        
A1 2.880% 1/23/23 10,460 10,409
5 Citibank Credit Card Issuance Trust 2014-        
A5 2.680% 6/7/23 12,342 12,189
5 Citibank Credit Card Issuance Trust 2014-        
A6 2.150% 7/15/21 27,675 27,552
5 Citibank Credit Card Issuance Trust 2016-        
A2 2.190% 11/20/23 11,325 10,975
5 Citibank Credit Card Issuance Trust 2017-        
A2 1.740% 1/19/21 19,400 19,355

 

 

5 Citibank Credit Card Issuance Trust 2017-        
A9 1.800% 9/20/21 19,680 19,482
5 Citibank Credit Card Issuance Trust 2018-        
A1 2.490% 1/20/23 27,800 27,393
5 Citibank Credit Card Issuance Trust 2018-        
A3 3.290% 5/23/25 26,125 26,129
5 Citigroup Commercial Mortgage Trust        
2012-GC8 3.024% 9/10/45 5,450 5,370
5 Citigroup Commercial Mortgage Trust        
2013-GC11 3.093% 4/10/46 3,165 3,110
5 Citigroup Commercial Mortgage Trust        
2013-GC11 3.422% 4/10/46 2,000 1,952
5 Citigroup Commercial Mortgage Trust        
2013-GC15 3.942% 9/10/46 1,200 1,215
5 Citigroup Commercial Mortgage Trust        
2013-GC15 4.371% 9/10/46 1,975 2,045
5 Citigroup Commercial Mortgage Trust        
2013-GC15 4.649% 9/10/46 2,875 2,979
5 Citigroup Commercial Mortgage Trust        
2013-GC17 3.675% 11/10/46 875 879
5 Citigroup Commercial Mortgage Trust        
2013-GC17 4.131% 11/10/46 2,900 2,977
5 Citigroup Commercial Mortgage Trust        
2013-GC17 4.544% 11/10/46 1,150 1,191
5 Citigroup Commercial Mortgage Trust        
2013-GC17 5.095% 11/10/46 1,150 1,208
5 Citigroup Commercial Mortgage Trust        
2014-GC19 3.552% 3/10/47 1,150 1,154
5 Citigroup Commercial Mortgage Trust        
2014-GC19 4.023% 3/10/47 1,700 1,738
5 Citigroup Commercial Mortgage Trust        
2014-GC19 4.345% 3/10/47 1,425 1,448
5 Citigroup Commercial Mortgage Trust        
2014-GC21 3.477% 5/10/47 625 625
5 Citigroup Commercial Mortgage Trust        
2014-GC21 3.855% 5/10/47 3,025 3,060
5 Citigroup Commercial Mortgage Trust        
2014-GC21 4.328% 5/10/47 2,450 2,467
5 Citigroup Commercial Mortgage Trust        
2014-GC23 3.622% 7/10/47 3,875 3,876
5 Citigroup Commercial Mortgage Trust        
2014-GC25 3.635% 10/10/47 8,525 8,511
5 Citigroup Commercial Mortgage Trust        
2015-GC27 3.137% 2/10/48 11,450 11,099
5 Citigroup Commercial Mortgage Trust        
2015-GC27 3.571% 2/10/48 4,550 4,469
5 Citigroup Commercial Mortgage Trust        
2015-GC29 2.674% 4/10/48 2,197 2,185
5 Citigroup Commercial Mortgage Trust        
2015-GC29 3.192% 4/10/48 9,075 8,818
5 Citigroup Commercial Mortgage Trust        
2015-GC29 3.758% 4/10/48 4,365 4,259
5 Citigroup Commercial Mortgage Trust        
2015-GC31 3.762% 6/10/48 4,625 4,639
5 Citigroup Commercial Mortgage Trust        
2015-GC33 3.778% 9/10/58 5,725 5,758

 

 

5 Citigroup Commercial Mortgage Trust        
  2016-C1 3.003% 5/10/49 3,400 3,290
5 Citigroup Commercial Mortgage Trust        
  2016-C1 3.209% 5/10/49 6,500 6,263
5 Citigroup Commercial Mortgage Trust        
  2016-C2 2.832% 8/10/49 3,500 3,276
5 Citigroup Commercial Mortgage Trust        
  2016-GC36 3.616% 2/10/49 11,425 11,311
5 Citigroup Commercial Mortgage Trust        
  2016-P4 2.902% 7/10/49 3,825 3,599
5 Citigroup Commercial Mortgage Trust        
  2017-B1 3.458% 8/15/50 13,430 13,023
5 Citigroup Commercial Mortgage Trust        
  2017-B1 3.711% 8/15/50 2,675 2,601
5 Citigroup Commercial Mortgage Trust        
  2017-C4 3.471% 10/12/50 8,000 7,771
5 Citigroup Commercial Mortgage Trust        
  2017-C4 3.764% 10/12/50 2,125 2,073
5 Citigroup Commercial Mortgage Trust        
  2018-B2 3.788% 3/10/51 2,950 2,984
5 Citigroup Commercial Mortgage Trust        
  2018-B2 4.009% 3/10/51 15,825 16,004
5 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 2,580 2,555
5 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 2,950 2,931
5 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 4,953 4,845
5,10 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 3,548 3,491
5 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 5,150 5,013
5 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,463
5 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 1,120 1,157
5 COMM 2013-CCRE11 Mortgage Trust 3.047% 8/10/50 1,430 1,431
5 COMM 2013-CCRE11 Mortgage Trust 3.660% 8/10/50 1,430 1,443
5 COMM 2013-CCRE11 Mortgage Trust 3.983% 8/10/50 1,910 1,939
5 COMM 2013-CCRE11 Mortgage Trust 4.258% 8/10/50 6,600 6,823
5 COMM 2013-CCRE11 Mortgage Trust 4.715% 8/10/50 1,430 1,487
5 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 510 509
5 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,700 1,711
5 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 2,275 2,300
5 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,700 1,740
5 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 1,150 1,177
5 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 575 580
5 COMM 2013-CCRE13 Mortgage Trust 3.039% 11/10/46 784 785
5 COMM 2013-CCRE13 Mortgage Trust 3.706% 11/10/46 575 581
5 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/46 5,850 6,040
5 COMM 2013-CCRE13 Mortgage Trust 4.449% 11/10/46 1,750 1,807
5 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 2,908 2,873
5 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 2,167 2,147
5 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 3,262 3,284
5 COMM 2013-CCRE9 Mortgage Trust 4.375% 7/10/45 4,060 4,205
5 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 9 9
5 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 1,680 1,732
5 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 5,246 5,146
5 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,547 2,495
5 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 2,004 2,004
5 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 1,775 1,835
5 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 1,950 2,015
5 COMM 2014-CCRE14 Mortgage Trust 4.717% 2/10/47 1,175 1,223
5 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 3,173 3,174

 

 

5 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 1,422 1,429
5 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 2,641 2,708
5 COMM 2014-CCRE15 Mortgage Trust 4.833% 2/10/47 1,320 1,378
5 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 2,206 2,204
5 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 2,950 3,016
5 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 2,658 2,659
5 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 1,400 1,406
5 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 2,225 2,270
5 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 1,375 1,395
5 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 4,315 4,316
5 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 1,400 1,417
5 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,845 1,869
5 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 8,400 8,492
5 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 2,250 2,282
5 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 2,375 2,372
5 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 4,429 4,426
5 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 8,575 8,529
5 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,675 1,675
5 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 8,215 8,395
5 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 5,575 5,583
5 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 2,225 2,258
5 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 1,070 1,069
5 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 981 985
5 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 2,533 2,573
5 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 709 716
5 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 449 457
5 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,675 1,674
5 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 4,475 4,521
5 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 5,575 5,581
5 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 2,144 2,125
5 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 6,650 6,714
5 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 5,259 5,251
5 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 5,600 5,571
5 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 10,725 10,718
5 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,800 2,816
5 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 2,850 2,842
5 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 7,950 7,807
5 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 2,850 2,814
5 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 3,475 3,439
5 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 5,219 5,176
5 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 2,325 2,315
5 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 5,725 5,751
5 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 11,600 11,550
5 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 5,900 5,876
5 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 5,900 5,864
5 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 1,150 1,131
5 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 5,894 5,752
5 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 2,687 2,641
5 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 8,575 8,579
5 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 7,000 6,929
5 CSAIL 2015-C1 Commercial Mortgage        
Trust 3.505% 4/15/50 5,550 5,504
5 CSAIL 2015-C1 Commercial Mortgage        
Trust 3.791% 4/15/50 2,825 2,806
5 CSAIL 2015-C1 Commercial Mortgage        
Trust 4.044% 4/15/50 2,250 2,236

 

 

5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 1.454% 6/15/57 720 717
5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 3.504% 6/15/57 7,400 7,305
5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 3.849% 6/15/57 2,900 2,874
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 3.448% 8/15/48 4,443 4,425
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 3.718% 8/15/48 5,700 5,696
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 4.252% 8/15/48 2,625 2,621
5 CSAIL 2015-C4 Commercial Mortgage        
  Trust 3.617% 11/15/48 3,550 3,547
5 CSAIL 2015-C4 Commercial Mortgage        
  Trust 3.808% 11/15/48 4,600 4,619
5 CSAIL 2016-C7 Commercial Mortgage        
  Trust 3.502% 11/15/49 11,675 11,384
5 CSAIL 2017-C8 Commercial Mortgage        
  Trust 3.392% 6/15/50 10,250 9,883
5 CSAIL 2017-CX10 Commercial Mortgage        
  Trust 3.458% 11/15/50 8,000 7,756
5 CSAIL 2017-CX9 Commercial Mortgage        
  Trust 3.446% 9/15/50 3,275 3,177
5 CSAIL 2018-CX11 Commercial Mortgage        
  Trust 4.033% 4/15/51 15,825 16,037
5 CSAIL 2018-CX12 Commercial Mortgage        
  Trust 4.224% 8/15/51 2,975 3,059
5 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 4,275 4,155
5 DBJPM 16-C3 Mortgage Trust 2.890% 8/10/49 5,000 4,718
5 DBJPM 17-C6 Mortgage Trust 3.328% 6/10/50 7,900 7,634
5 DBJPM 17-C6 Mortgage Trust 3.561% 6/10/50 2,174 2,100
5 Discover Card Execution Note Trust 2015-        
  A2 1.900% 10/17/22 14,494 14,260
5 Discover Card Execution Note Trust 2015-        
  A4 2.190% 4/17/23 11,500 11,300
5 Discover Card Execution Note Trust 2016-        
  A1 1.640% 7/15/21 17,900 17,854
5 Discover Card Execution Note Trust 2017-        
  A2 2.390% 7/15/24 6,250 6,083
5 Discover Card Execution Note Trust 2018-        
  A1 3.030% 8/15/25 13,150 13,001
5 Drive Auto Receivables Trust 2018-2 3.220% 4/15/22 5,250 5,247
5 Drive Auto Receivables Trust 2018-2 3.630% 8/15/24 6,300 6,306
4,5 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 1,259 1,272
4,5 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 7,184 7,212
4,5 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 16,896 17,046
4,5 Fannie Mae-Aces 2013-M12 2.482% 3/25/23 10,203 9,782
4,5 Fannie Mae-Aces 2013-M14 2.603% 4/25/23 13,078 12,628
4,5 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 17,484 17,320
4,5 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 789 763
4,5 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 5,407 5,181
4,5 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 3,030 3,025
4,5 Fannie Mae-Aces 2014-M1 3.298% 7/25/23 21,478 21,294
4,5 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 10,007 9,940
4,5 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 15,078 14,818
4,5 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 1,967 1,917

 

 

4,5 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 6,750 6,608
4,5 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 17,626 17,697
4,5 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 3,555 3,492
4,5 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 7,825 7,803
4,5 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 8,175 8,124
4,5 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 17,554 17,320
4,5 Fannie Mae-Aces 2014-M7 3.384% 6/25/24 14,151 13,962
4,5 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,793 1,742
4,5 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 8,325 8,120
4,5 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 10,459 10,222
4,5 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 15,000 14,297
4,5 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 4,600 4,401
4,5 Fannie Mae-Aces 2015-M12 2.886% 5/25/25 11,600 11,170
4,5 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 14,400 13,915
4,5 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 10,187 9,717
4,5 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 5,650 5,436
4,5 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 6,163 6,019
4,5 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 10,125 9,661
4,5 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 4,391 4,240
4,5 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 5,700 5,530
4,5 Fannie Mae-Aces 2016-M11 2.369% 7/25/26 14,000 12,868
4,5 Fannie Mae-Aces 2016-M12 2.529% 9/25/26 14,200 13,114
4,5 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 10,275 9,839
4,5 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 5,800 5,511
4,5 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 5,775 5,431
4,5 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 12,400 11,535
4,5 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 8,500 7,919
4,5 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 2,800 2,652
4,5 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 4,625 4,252
4,5 Fannie Mae-Aces 2016-M9 2.292% 6/25/26 17,939 16,468
4,5 Fannie Mae-Aces 2017-M1 2.498% 10/25/26 9,164 8,465
4,5 Fannie Mae-Aces 2017-M10 2.646% 7/25/24 5,910 5,623
4,5 Fannie Mae-Aces 2017-M11 2.980% 8/25/29 4,000 3,731
4,5 Fannie Mae-Aces 2017-M12 3.182% 6/25/27 17,150 16,513
4,5 Fannie Mae-Aces 2017-M15 3.196% 11/25/27 15,725 15,116
4,5 Fannie Mae-Aces 2017-M2 2.878% 2/25/27 6,100 5,774
4,5 Fannie Mae-Aces 2017-M3 2.568% 12/25/26 10,730 10,001
4,5 Fannie Mae-Aces 2017-M4 2.683% 12/25/26 12,000 11,191
4,5 Fannie Mae-Aces 2017-M7 2.961% 2/25/27 9,125 8,698
4,5 Fannie Mae-Aces 2017-M8 3.061% 5/25/27 12,200 11,706
4,5 Fannie Mae-Aces 2018-M12 3.639% 8/25/30 2,530 2,509
4,5 Fannie Mae-Aces 2018-M2 2.999% 1/25/28 24,025 22,733
4,5 Fannie Mae-Aces 2018-M4 3.144% 3/25/28 9,518 9,109
4,5 Fannie Mae-Aces 2018-M7 3.150% 3/25/28 5,275 5,047
4,5 Fannie Mae-Aces 2018-M8 3.436% 6/25/28 5,663 5,540
§,4,5 Federal Housing Administration 7.430% 10/1/20 1 —
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K005 3.484% 4/25/19 1,039 1,040
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K006 3.398% 7/25/19 1,963 1,966
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K009 2.757% 5/25/20 915 914
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K010 3.320% 7/25/20 919 918
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K011 4.084% 11/25/20 13,654 13,893

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K012 4.186% 12/25/20 1,025 1,046
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K014 3.871% 4/25/21 6,752 6,853
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K017 2.873% 12/25/21 18,650 18,477
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K019 2.272% 3/25/22 7,835 7,612
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K020 2.373% 5/25/22 20,750 20,178
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K021 2.396% 6/25/22 11,840 11,514
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K022 2.355% 7/25/22 870 845
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K026 2.510% 11/25/22 16,600 16,167
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K027 2.637% 1/25/23 16,625 16,241
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K028 3.111% 2/25/23 26,300 26,198
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K029 3.320% 2/25/23 16,425 16,497
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K030 2.779% 9/25/22 9,698 9,615
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K030 3.250% 4/25/23 17,675 17,697
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K031 3.300% 4/25/23 16,452 16,453
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.016% 2/25/23 9,644 9,572
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.310% 5/25/23 17,660 17,691
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K033 2.871% 2/25/23 10,795 10,684
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K033 3.060% 7/25/23 19,075 18,906
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K034 3.531% 7/25/23 15,354 15,535
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K035 3.458% 8/25/23 19,775 19,939
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K036 3.527% 10/25/23 17,403 17,591
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K037 3.490% 1/25/24 1,475 1,488
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K038 2.604% 10/25/23 3,724 3,660
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K038 3.389% 3/25/24 19,450 19,538
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K039 2.683% 12/25/23 2,705 2,670
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K039 3.303% 7/25/24 10,850 10,849
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K040 2.768% 4/25/24 4,756 4,669
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K040 3.241% 9/25/24 14,400 14,344

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K041 3.171% 10/25/24 14,025 13,909
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.267% 6/25/24 2,353 2,265
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.670% 12/25/24 6,450 6,202
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K043 2.532% 10/25/23 2,409 2,358
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K043 3.062% 12/25/24 8,400 8,256
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K045 2.493% 11/25/24 5,003 4,856
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K045 3.023% 1/25/25 9,050 8,871
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K046 3.205% 3/25/25 9,175 9,080
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K047 2.827% 12/25/24 2,373 2,309
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K047 3.329% 5/25/25 6,850 6,839
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K048 3.284% 6/25/25 11,600 11,497
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K049 3.010% 7/25/25 6,350 6,196
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K050 3.334% 8/25/25 10,325 10,249
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K052 3.151% 11/25/25 7,025 6,888
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K053 2.995% 12/25/25 4,050 3,936
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K054 2.745% 1/25/26 10,375 9,914
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K055 2.673% 3/25/26 11,200 10,638
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K056 2.525% 5/25/26 8,625 8,085
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K057 2.570% 7/25/26 15,025 14,097
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K058 2.653% 8/25/26 8,475 7,990
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K059 3.120% 9/25/26 4,000 3,895
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K060 3.300% 10/25/26 4,321 4,236
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K061 3.347% 11/25/26 9,800 9,671
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K062 3.413% 12/25/26 10,350 10,260
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K063 3.430% 1/25/27 25,950 25,755
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K064 3.224% 3/25/27 10,700 10,453
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K066 3.117% 6/25/27 8,060 7,798
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K068 3.244% 8/25/27 6,675 6,486

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K069 3.187% 9/25/27 12,000 11,639
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K070 3.303% 11/25/27 3,875 3,792
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K071 3.286% 11/25/27 5,325 5,199
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K072 3.444% 12/25/27 5,800 5,728
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K075 3.650% 2/25/28 8,950 8,967
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K076 3.900% 6/25/51 21,000 21,472
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K152 3.080% 1/25/31 5,800 5,415
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.294% 3/25/29 10,000 9,703
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.117% 10/25/31 8,700 8,144
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K155 3.750% 11/25/32 5,202 5,250
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K155 3.750% 4/25/33 11,212 10,971
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K503 1.384% 1/25/19 1,666 1,660
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K503 2.456% 8/25/19 17,225 17,179
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K504 2.566% 9/25/20 5,760 5,723
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K706 2.323% 10/25/18 2,196 2,193
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K707 2.220% 12/25/18 4,951 4,942
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K709 2.086% 3/25/19 350 349
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K710 1.883% 5/25/19 1,444 1,436
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K711 1.730% 7/25/19 22,366 22,212
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K712 1.869% 11/25/19 9,674 9,578
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K713 2.313% 3/25/20 27,262 27,018
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K714 3.034% 10/25/20 23,428 23,413
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K716 2.413% 1/25/21 1,793 1,765
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K716 3.130% 6/25/21 18,645 18,603
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K717 2.991% 9/25/21 11,200 11,133
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.375% 9/25/21 10,158 9,926
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.791% 1/25/22 10,825 10,676
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K722 2.183% 5/25/22 3,842 3,714

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K731 3.600% 2/25/25 13,200 13,335
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates KW01 2.853% 1/25/26 11,600 11,084
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K073 3.350% 1/25/28 7,175 7,027
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K074 3.600% 1/25/28 13,150 13,134
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K078 3.854% 6/25/28 6,500 6,618
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K079 3.926% 6/25/28 1,775 1,818
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K080 3.736% 4/25/28 1,000 1,015
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K080 3.926% 7/25/28 6,775 6,939
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.424% 4/25/32 2,100 2,030
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.459% 11/25/32 2,475 2,364
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K715 2.856% 1/25/21 6,180 6,138
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K720 2.716% 6/25/22 7,525 7,394
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K723 2.454% 8/25/23 7,425 7,160
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K724 3.062% 11/25/23 9,000 8,909
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K725 3.002% 1/25/24 21,090 20,777
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K725 2.946% 7/25/24 12,500 12,265
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K726 2.905% 4/25/24 11,000 10,770
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K728 3.064% 8/25/24 16,000 15,777
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.452% 9/24/24 1,236 1,245
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.590% 1/25/25 15,975 16,173
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K732 3.700% 5/25/25 13,200 13,438
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates KC02 3.370% 7/25/25 10,225 10,142
5 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 657 656
5 Ford Credit Auto Lease Trust 2018-A 2.930% 6/15/21 7,350 7,331
5 Ford Credit Auto Lease Trust 2018-A 3.050% 8/15/21 775 772
5 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 502 502
5 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 1,285 1,282
5 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 246 246
5 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 1,300 1,294
5 Ford Credit Auto Owner Trust 2017-A 1.670% 6/15/21 6,650 6,589
5 Ford Credit Auto Owner Trust 2017-A 1.920% 4/15/22 3,975 3,892
5 Ford Credit Auto Owner Trust 2017-B 1.690% 11/15/21 7,726 7,602
5 Ford Credit Auto Owner Trust 2017-B 1.870% 9/15/22 1,065 1,035
5 Ford Credit Auto Owner Trust 2017-C 2.010% 3/15/22 21,225 20,914

 

 

5 Ford Credit Floorplan Master Owner Trust        
  A Series 2016-1 1.760% 2/15/21 11,400 11,365
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2017-2 2.160% 9/15/22 9,470 9,298
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2017-3 2.480% 9/15/24 9,800 9,466
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2018-1 2.950% 5/15/23 13,125 13,029
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2018-2 3.170% 3/15/25 11,925 11,798
4,5 Freddie Mac Multifamily Structured Pass        
  Through Certificates 3.990% 5/25/33 3,600 3,670
4,5 Freddie Mac Multifamily Structured Pass        
  Through Certificates 3.990% 8/25/33 4,625 4,688
5 GM Financial Automobile Leasing Trust        
  2016-1 1.790% 3/20/20 2,245 2,244
5 GM Financial Automobile Leasing Trust        
  2016-2 1.620% 9/20/19 1,101 1,099
5 GM Financial Automobile Leasing Trust        
  2016-3 1.610% 12/20/19 2,368 2,362
5 GM Financial Automobile Leasing Trust        
  2018-1 2.610% 1/20/21 7,375 7,327
5 GM Financial Automobile Leasing Trust        
  2018-1 2.680% 12/20/21 1,575 1,560
5 GM Financial Automobile Leasing Trust        
  2018-2 3.060% 6/21/21 2,650 2,651
5 GM Financial Automobile Leasing Trust        
  2018-2 3.160% 4/20/22 1,050 1,047
5 GM Financial Consumer Automobile 2018-        
  2 2.810% 12/16/22 6,300 6,254
5 GM Financial Consumer Automobile 2018-        
  2 3.020% 12/18/23 5,250 5,203
5 GS Mortgage Securities Corporation II        
  2013-GC10 2.943% 2/10/46 4,077 3,984
5 GS Mortgage Securities Corporation II        
  2013-GC10 3.279% 2/10/46 1,529 1,495
5 GS Mortgage Securities Corporation II        
  2015-GC30 2.726% 5/10/50 4,025 3,996
5 GS Mortgage Securities Corporation II        
  2015-GC30 3.382% 5/10/50 5,700 5,595
5 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 3,220 3,248
5 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 12,453 12,500
5 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 6,904 6,909
5 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 5,518 5,379
5 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 5,682 5,602
5 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 1,792 1,754
5 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 45 45
5 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,447 1,462
5 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 7,350 7,573
5 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 230 229
5 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 1,100 1,111
5 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,525 1,575
5 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 10,725 10,993
5 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 1,975 2,016
5 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 2,225 2,233
5 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 341 340
5 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,950 1,973

 

 

5 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 7,125 7,213
5 GS Mortgage Securities Trust 2014-GC24 4.642% 9/10/47 1,675 1,705
5 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,850 1,847
5 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 3,400 3,397
5 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 11,450 11,445
5 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 2,000 1,984
5 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,700 1,709
5 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 6,200 6,096
5 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 5,775 5,782
5 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 2,275 2,283
5 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 5,900 5,843
5 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 5,600 5,506
5 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 4,425 4,225
5 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 11,450 10,733
5 GS Mortgage Securities Trust 2016-GS4 3.442% 11/10/49 3,950 3,860
5 GS Mortgage Securities Trust 2016-GS4 3.645% 11/10/49 2,925 2,850
5 GS Mortgage Securities Trust 2017-GS5 3.674% 3/10/50 8,350 8,279
5 GS Mortgage Securities Trust 2017-GS5 3.826% 3/10/50 3,350 3,283
5 GS Mortgage Securities Trust 2017-GS6 3.433% 5/10/50 8,250 8,016
5 GS Mortgage Securities Trust 2017-GS7 3.430% 8/10/50 13,194 12,817
5 GS Mortgage Securities Trust 2017-GS7 3.663% 8/10/50 3,519 3,440
5 Honda Auto Receivables 2015-3 Owner        
Trust 1.560% 10/18/21 810 809
5 Honda Auto Receivables 2015-4 Owner        
Trust 1.230% 9/23/19 1,032 1,030
5 Honda Auto Receivables 2015-4 Owner        
Trust 1.440% 1/21/22 1,600 1,592
5 Honda Auto Receivables 2017-2 Owner        
Trust 1.680% 8/16/21 8,389 8,284
5 Honda Auto Receivables 2017-2 Owner        
Trust 1.870% 9/15/23 1,864 1,817
5 Honda Auto Receivables 2017-4 Owner        
Trust 2.050% 11/22/21 5,850 5,779
5 Honda Auto Receivables 2018-1 Owner        
Trust 2.640% 2/15/22 13,500 13,402
5 Honda Auto Receivables 2018-1 Owner        
Trust 2.830% 5/15/24 3,575 3,545
5 Honda Auto Receivables 2018-2 Owner        
Trust 3.010% 5/18/22 3,650 3,644
5 Honda Auto Receivables 2018-2 Owner        
Trust 3.160% 8/19/24 2,600 2,600
5 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 305 305
5 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 367 366
5 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 1,500 1,492
5 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,072 1,068
5 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 4,749 4,704
5 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 3,625 3,519
5 Hyundai Auto Receivables Trust 2018-A 2.790% 7/15/22 3,425 3,405
5 Hyundai Auto Receivables Trust 2018-A 2.940% 6/17/24 4,200 4,164
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 7,816 7,837
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 6,171 6,041
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 7,490 7,503
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 3,750 3,666

 

 

5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,314 2,286
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,735 1,711
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,576 1,589
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 2,300 2,335
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 9,174 9,447
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,600 1,649
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.113% 12/15/46 1,600 1,668
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 11,478 11,244
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 2,250 2,249
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 850 860
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2015-JP1 3.914% 1/15/49 4,600 4,643
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 14,325 13,456
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.648% 12/15/49 5,800 5,743
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.870% 12/15/49 4,650 4,606
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.050% 7/15/50 5,700 5,632
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.490% 7/15/50 3,000 2,930
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.744% 7/15/50 4,500 4,403
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,776 1,790
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.171% 7/15/45 1,184 1,199
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 1,623 1,640
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 4,470 4,595
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 1,260 1,293
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 741 740
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 412 416
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 2,940 3,023
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 1,680 1,725
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,650 1,666
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 5,500 5,670

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 1,100 1,131
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 1,650 1,712
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 6,590 6,746
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 1,173 1,204
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.974% 2/15/47 1,422 1,476
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 2,027 2,028
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 2,800 2,823
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 2,800 2,853
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 2,225 2,265
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 1,411 1,414
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 1,375 1,386
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 850 854
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 8,325 8,405
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 2,225 2,248
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 4,175 4,238
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 2,462 2,503
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 2,328 2,325
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 2,275 2,274
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 4,125 4,127
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 9,975 9,984
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 2,775 2,799
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 5,484 5,481
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 17,150 16,999
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 2,875 2,857
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 2,875 2,854
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 4,695 4,676
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 5,715 5,635
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.179% 2/15/48 3,048 2,960

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 5,725 5,699
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.227% 10/15/48 6,775 6,591
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,725 1,687
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 4,816 4,799
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,963 2,951
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 4,650 4,621
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 5,775 5,803
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 5,675 5,709
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 2,900 2,949
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 2,772 2,782
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 2,960 2,973
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 5,875 5,853
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 5,875 5,824
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 4,230 4,235
5 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 4,675 4,640
5 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.723% 3/15/50 17,175 17,080
5 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.876% 3/15/50 3,200 3,165
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 4,400 4,227
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 2,050 1,990
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.694% 3/15/50 14,250 14,162
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.858% 3/15/50 5,600 5,544
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.409% 10/15/50 3,850 3,741
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.713% 10/15/50 2,400 2,346
5 JPMDB Commercial Mortgage Securities        
Trust 2018-C8 4.211% 6/15/51 13,125 13,498
5 JPMDB Commercial Mortgage Securities        
Trust 2018-C8 4.421% 6/15/51 1,575 1,621
5 Mercedes-Benz Auto Lease Trust 2017-A 1.790% 4/15/20 5,525 5,501
5 Mercedes-Benz Auto Lease Trust 2017-A 2.010% 1/17/23 3,700 3,669
5 Mercedes-Benz Auto Lease Trust 2018-A 2.410% 2/16/21 4,775 4,746
5 Mercedes-Benz Auto Lease Trust 2018-A 2.510% 10/16/23 800 791
5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.340% 12/16/19 248 248

 

 

5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.750% 12/15/21 1,175 1,168
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C5 3.176% 8/15/45 3,025 3,000
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C6 2.858% 11/15/45 3,000 2,942
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C10 4.219% 7/15/46 8,000 8,167
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.303% 8/15/46 1,680 1,726
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.503% 8/15/46 840 861
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 4.259% 10/15/46 3,915 4,021
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 2.936% 11/15/46 824 824
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.039% 11/15/46 3,500 3,575
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.899% 11/15/46 1,750 1,799
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 2.918% 2/15/46 3,011 2,949
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 3.214% 2/15/46 599 585
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.134% 12/15/48 3,475 3,430
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.376% 12/15/48 1,800 1,763
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.102% 5/15/46 3,475 3,403
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.456% 5/15/46 2,150 2,117
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 2.916% 2/15/47 1,827 1,826
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 3.669% 2/15/47 4,695 4,722
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.064% 2/15/47 4,475 4,568
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.792% 2/15/47 1,600 1,655
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 2.849% 6/15/47 850 849
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.477% 6/15/47 1,125 1,128
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.892% 6/15/47 4,200 4,262
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 4.479% 6/15/47 1,675 1,690
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.194% 10/15/47 4,754 4,757
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.923% 10/15/47 1,400 1,414
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 4.585% 10/15/47 1,675 1,700
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.101% 12/15/47 5,700 5,698

 

 

5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.326% 12/15/47 3,925 3,899
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.526% 12/15/47 5,050 5,025
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.069% 2/15/48 2,875 2,839
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.249% 2/15/48 10,125 9,855
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C21 3.338% 3/15/48 2,500 2,444
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.040% 4/15/48 5,725 5,631
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.306% 4/15/48 4,500 4,389
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.883% 4/15/48 2,875 2,840
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 2.982% 7/15/50 2,900 2,891
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.398% 7/15/50 1,750 1,734
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.719% 7/15/50 5,775 5,782
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.383% 10/15/48 6,550 6,492
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.635% 10/15/48 3,475 3,451
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.323% 10/15/48 3,825 3,788
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.531% 10/15/48 4,325 4,260
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.557% 12/15/47 2,950 2,931
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.753% 12/15/47 3,500 3,498
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.288% 1/15/49 4,175 4,128
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.544% 1/15/49 11,975 11,818
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.140% 5/15/49 2,200 2,142
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.325% 5/15/49 1,250 1,212
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C30 2.860% 9/15/49 11,700 10,913
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C31 3.102% 11/15/49 14,200 13,465
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.720% 12/15/49 11,600 11,504
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.994% 12/15/49 4,625 4,608
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.599% 5/15/50 8,150 8,007
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.852% 5/15/50 5,200 5,093
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C34 3.276% 11/15/52 5,725 5,474

 

 

5 Morgan Stanley Bank of America Merrill        
  Lynch Trust 2017-C34 3.536% 11/15/52 8,325 8,088
5 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 7,000 6,946
5 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 2,900 2,882
5 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 4,100 4,094
5 Morgan Stanley Capital I Trust 2016-BNK2 3.049% 11/15/49 5,850 5,536
5 Morgan Stanley Capital I Trust 2016-BNK2 3.282% 11/15/49 4,707 4,489
5 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 11,700 10,874
5 Morgan Stanley Capital I Trust 2016-UB12 3.778% 12/15/49 5,000 4,904
5 Morgan Stanley Capital I Trust 2016-        
  UBS12 3.596% 12/15/49 11,625 11,405
5 Morgan Stanley Capital I Trust 2017-H1 3.530% 6/15/50 7,500 7,324
10 National Australia Bank Ltd. 2.250% 3/16/21 16,000 15,595
5 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 5,250 5,233
5 Nissan Auto Lease Trust 2017-B 2.050% 9/15/20 3,800 3,768
5 Nissan Auto Lease Trust 2017-B 2.170% 12/15/21 1,000 987
5 Nissan Auto Receivables 2015-B Owner        
  Trust 1.340% 3/16/20 652 651
5 Nissan Auto Receivables 2015-B Owner        
  Trust 1.790% 1/17/22 1,750 1,735
5 Nissan Auto Receivables 2015-C Owner        
  Trust 1.370% 5/15/20 619 617
5 Nissan Auto Receivables 2015-C Owner        
  Trust 1.670% 2/15/22 2,975 2,942
5 Nissan Auto Receivables 2016-B Owner        
  Trust 1.540% 10/17/22 2,500 2,444
5 Nissan Auto Receivables 2016-C Owner        
  Trust 1.180% 1/15/21 3,912 3,870
5 Nissan Auto Receivables 2016-C Owner        
  Trust 1.380% 1/17/23 4,250 4,128
5 Nissan Auto Receivables 2017-B Owner        
  Trust 1.750% 10/15/21 7,550 7,437
5 Nissan Auto Receivables 2017-B Owner        
  Trust 1.950% 10/16/23 3,469 3,361
5 Nissan Auto Receivables 2018-A Owner        
  Trust 2.650% 5/16/22 7,025 6,969
5 Nissan Auto Receivables 2018-A Owner        
  Trust 2.890% 6/17/24 5,300 5,258
5 Nissan Master Owner Trust Receivables        
  Series 2016-A 1.540% 6/15/21 5,750 5,697
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.094% 2/1/26 2,425 2,418
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.506% 8/1/28 1,175 1,171
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.814% 2/1/35 2,825 2,823
  Royal Bank of Canada 2.100% 10/14/20 57,900 56,585
  Royal Bank of Canada 1.875% 2/5/21 8,625 8,483
  Royal Bank of Canada 2.300% 3/22/21 8,750 8,549
5 Santander Drive Auto Receivables Trust        
  2017-3 1.870% 6/15/21 5,390 5,373
5 Santander Drive Auto Receivables Trust        
  2018-1 2.320% 8/16/21 2,075 2,068
5 Santander Drive Auto Receivables Trust        
  2018-2 2.750% 9/15/21 3,150 3,144
5 Santander Drive Auto Receivables Trust        
  2018-2 3.030% 9/15/22 3,425 3,408

 

 

5 Santander Drive Auto Receivables Trust        
  2018-2 3.350% 7/17/23 3,150 3,134
5 Santander Drive Auto Receivables Trust        
  2018-3 3.030% 2/15/22 2,125 2,123
5 Santander Drive Auto Receivables Trust        
  2018-3 3.290% 10/17/22 1,850 1,846
5 Santander Drive Auto Receivables Trust        
  2018-3 3.510% 8/15/23 3,450 3,440
5 SG Commercial Mortgage Securities Trust        
  2016-C5 3.055% 10/10/48 9,000 8,537
5 Synchrony Card Issuance Trust 2018-A1 3.380% 9/15/24 15,275 15,284
5 Synchrony Credit Card Master Note Trust        
  2016-2 2.210% 5/15/24 21,306 20,729
5 Synchrony Credit Card Master Note Trust        
  2016-3 1.580% 9/15/22 8,550 8,440
5 Synchrony Credit Card Master Note Trust        
  2017-2 2.620% 10/15/25 9,050 8,772
5 Synchrony Credit Card Master Note Trust        
  2018-1 2.970% 3/15/24 15,750 15,638
5 Synchrony Credit Card Master Note Trust        
  2018-2 3.470% 5/15/26 15,675 15,650
5 Synchrony Credit Card Master Note Trust        
  Series 2012-7 1.760% 9/15/22 6,545 6,475
5 TIAA Seasoned Commercial Mortgage        
  Trust 2007-C4 5.481% 8/15/39 190 189
10 Toronto-Dominion Bank 2.250% 3/15/21 13,400 13,082
10 Toronto-Dominion Bank 2.500% 1/18/22 15,000 14,599
5 Toyota Auto Receivables 2015-B Owner        
  Trust 1.740% 9/15/20 3,654 3,648
5 Toyota Auto Receivables 2015-C Owner        
  Trust 1.690% 12/15/20 4,253 4,240
5 Toyota Auto Receivables 2016-B Owner        
  Trust 1.300% 4/15/20 1,170 1,166
5 Toyota Auto Receivables 2016-B Owner        
  Trust 1.520% 8/16/21 3,575 3,527
5 Toyota Auto Receivables 2016-C Owner        
  Trust 1.140% 8/17/20 2,633 2,615
5 Toyota Auto Receivables 2016-C Owner        
  Trust 1.320% 11/15/21 2,525 2,472
5 Toyota Auto Receivables 2017-D Owner        
  Trust 1.930% 1/18/22 12,750 12,535
5 Toyota Auto Receivables 2018-A Owner        
  Trust 2.350% 5/16/22 7,350 7,268
5 Toyota Auto Receivables 2018-A Owner        
  Trust 2.520% 5/15/23 2,350 2,307
5 Toyota Auto Receivables 2018-B Owner        
  Trust 2.960% 9/15/22 6,500 6,483
5 Toyota Auto Receivables 2018-B Owner        
  Trust 3.110% 11/15/23 1,175 1,171
5 UBS Commercial Mortgage Trust 2017-C1 3.460% 6/15/50 10,100 9,841
5 UBS Commercial Mortgage Trust 2017-C1 3.724% 6/15/50 4,800 4,642
5 UBS Commercial Mortgage Trust 2017-C2 3.487% 8/15/50 8,050 7,855
5 UBS Commercial Mortgage Trust 2017-C2 3.740% 8/15/50 2,150 2,090
5 UBS Commercial Mortgage Trust 2017-C3 3.426% 8/15/50 9,700 9,404
5 UBS Commercial Mortgage Trust 2017-C3 3.739% 8/15/50 4,050 3,944
5 UBS Commercial Mortgage Trust 2017-C4 3.301% 10/15/50 6,450 6,176
5 UBS Commercial Mortgage Trust 2017-C4 3.563% 10/15/50 8,050 7,885

 

 

5 UBS Commercial Mortgage Trust 2017-C4 3.836% 10/15/50 3,562 3,452
5 UBS Commercial Mortgage Trust 2017-C5 3.474% 11/15/50 5,325 5,178
5 UBS Commercial Mortgage Trust 2017-C7 3.679% 12/15/50 8,225 8,105
5 UBS Commercial Mortgage Trust 2017-C7 4.061% 12/15/50 4,375 4,353
5 UBS Commercial Mortgage Trust 2018-C11 4.241% 6/15/51 7,375 7,569
5 UBS Commercial Mortgage Trust 2018-C12 4.296% 8/15/51 5,975 6,164
5 UBS Commercial Mortgage Trust 2018-C12 4.587% 8/15/51 4,000 4,136
5 UBS Commercial Mortgage Trust 2018-C13 4.208% 10/15/51 1,700 1,753
5 UBS Commercial Mortgage Trust 2018-C13 4.334% 10/15/51 5,825 6,014
5 UBS Commercial Mortgage Trust 2018-C13 4.585% 10/15/51 1,075 1,110
5 UBS Commercial Mortgage Trust 2018-C8 3.720% 2/15/51 7,900 7,797
5 UBS Commercial Mortgage Trust 2018-C8 3.983% 2/15/51 15,850 15,976
5 UBS Commercial Mortgage Trust 2018-C8 4.215% 2/15/51 4,225 4,250
5 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 4,636 4,583
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 7,716 7,644
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 1,150 1,136
5 UBS-Barclays Commercial Mortgage Trust        
2018-C10 4.313% 5/15/51 10,475 10,826
5 UBS-Barclays Commercial Mortgage Trust        
2018-C9 4.117% 3/15/51 15,800 16,080
5 Volkswagen Auto Loan Enhanced Trust        
2018-1 3.020% 11/21/22 2,900 2,893
5 Volkswagen Auto Loan Enhanced Trust        
2018-1 3.150% 7/22/24 1,050 1,047
5 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 9,468 9,295
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,541 1,540
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 1,125 1,129
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 9,925 10,036
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 550 543
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 2,965 2,952
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,961 1,951
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 4,000 3,965
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 5,650 5,566
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 2,850 2,818
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 5,725 5,641
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 3,150 3,059
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 2,275 2,228
5 Wells Fargo Commercial Mortgage Trust        
2015-C27 3.190% 2/15/48 14,150 13,867
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 8,500 8,432

 

 

5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,619 1,606
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 5,800 5,794
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.637% 6/15/48 8,500 8,469
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,536 1,512
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 14,401 14,004
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 2,850 2,773
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 2,350 2,363
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 3,425 3,453
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 2,925 2,995
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 2,425 2,414
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 4,200 4,139
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 2,275 2,208
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 4,700 4,732
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 2,950 2,966
5 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 9/15/48 10,375 10,411
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 7,850 7,239
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,800 1,655
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 3,084 3,064
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 6,700 6,627
5 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 2,350 2,304
5 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 4,700 4,492
5 Wells Fargo Commercial Mortgage Trust        
2016-C37 3.794% 12/15/49 4,675 4,663
5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 5,275 5,099
5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 9,053 8,555
5 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.453% 7/15/50 11,445 11,140
5 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.665% 7/15/50 3,243 3,110
5 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.418% 9/15/50 9,675 9,363
5 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.702% 9/15/50 5,375 5,198

 

 

5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.317% 10/15/50 5,350 5,146
5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.581% 10/15/50 8,025 7,859
5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.854% 10/15/50 2,150 2,097
5 Wells Fargo Commercial Mortgage Trust        
2017-C41 3.472% 11/15/50 13,300 12,900
5 Wells Fargo Commercial Mortgage Trust        
2017-RB1 3.635% 3/15/50 8,600 8,461
5 Wells Fargo Commercial Mortgage Trust        
2017-RC1 3.631% 1/15/60 8,500 8,386
5 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.012% 3/15/51 15,825 15,962
5 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.152% 3/15/51 2,742 2,762
5 Wells Fargo Commercial Mortgage Trust        
2018-C44 4.212% 5/15/51 10,550 10,800
5 Wells Fargo Commercial Mortgage Trust        
2018-C45 4.184% 6/15/51 10,125 10,344
5 Wells Fargo Commercial Mortgage Trust        
2018-C46 4.152% 8/15/51 6,100 6,232
5 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 10,900 10,653
5 WFRBS Commercial Mortgage Trust 2012-        
C6 3.440% 4/15/45 7,425 7,437
5 WFRBS Commercial Mortgage Trust 2012-        
C7 3.431% 6/15/45 4,975 4,974
5 WFRBS Commercial Mortgage Trust 2012-        
C7 4.090% 6/15/45 4,400 4,453
5 WFRBS Commercial Mortgage Trust 2012-        
C8 3.001% 8/15/45 3,100 3,056
5 WFRBS Commercial Mortgage Trust 2012-        
C9 2.870% 11/15/45 6,091 5,970
5 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 4,148 4,084
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,733 1,714
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 820 810
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 3,436 3,367
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 673 656
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 6,000 5,960
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 3,000 2,940
5 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 1,105 1,115
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 4,470 4,595
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 1,120 1,135
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,250 1,267

 

 

5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,250 1,300
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,100 2,160
5 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 143 143
5 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 1,150 1,154
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 1,450 1,483
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 1,150 1,162
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 1,150 1,185
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 60 60
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 2,300 2,313
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 5,010 5,151
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 575 586
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.841% 12/15/46 862 896
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 1,273 1,272
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,750 1,752
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 2,350 2,407
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.852% 3/15/46 575 598
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 950 958
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 1,250 1,257
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 2,825 2,900
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 950 963
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 879 879
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 1,100 1,109
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.723% 5/15/47 3,500 3,529
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,675 1,709
5 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,675 1,704
5 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 4,000 4,017
5 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 8,200 8,259
5 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,675 1,681

 

 

5 WFRBS Commercial Mortgage Trust 2014-        
  C23 3.636% 10/15/57 3,143 3,169
5 WFRBS Commercial Mortgage Trust 2014-        
  C23 3.917% 10/15/57 1,675 1,701
5 WFRBS Commercial Mortgage Trust 2014-        
  C23 4.210% 10/15/57 1,125 1,143
5 WFRBS Commercial Mortgage Trust 2014-        
  C24 3.428% 11/15/47 2,860 2,833
5 WFRBS Commercial Mortgage Trust 2014-        
  C24 3.607% 11/15/47 2,860 2,848
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 2.862% 3/15/47 1,035 1,034
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 3.522% 3/15/47 2,800 2,816
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.045% 3/15/47 6,720 6,873
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.351% 3/15/47 2,800 2,866
5 World Financial Network Credit Card        
  Master Note Trust Series 2017-C 2.310% 8/15/24 8,600 8,436
5 World Financial Network Credit Card        
  Master Note Trust Series 2018-A 3.070% 12/16/24 10,625 10,556
5 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,299 1,297
5 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 970 967
5 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 2,975 2,951
5 World Omni Automobile Lease        
  Securitization Trust 2016-A 1.610% 1/15/22 3,000 2,988
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $5,474,052)   5,334,997
Corporate Bonds (27.1%)        
Finance (8.8%)        
  Banking (6.3%)        
  American Express Co. 2.200% 10/30/20 15,000 14,644
  American Express Co. 3.375% 5/17/21 2,563 2,562
  American Express Co. 2.500% 8/1/22 7,680 7,370
  American Express Co. 2.650% 12/2/22 10,630 10,200
  American Express Co. 3.400% 2/27/23 16,310 16,036
  American Express Co. 3.700% 8/3/23 11,725 11,675
  American Express Co. 3.000% 10/30/24 21,572 20,603
  American Express Co. 3.625% 12/5/24 12,480 12,244
  American Express Co. 4.050% 12/3/42 2,209 2,124
  American Express Credit Corp. 1.700% 10/30/19 2,000 1,970
  American Express Credit Corp. 2.200% 3/3/20 19,170 18,929
  American Express Credit Corp. 2.375% 5/26/20 13,270 13,086
  American Express Credit Corp. 2.600% 9/14/20 25,747 25,422
  American Express Credit Corp. 2.250% 5/5/21 21,441 20,848
  American Express Credit Corp. 2.700% 3/3/22 37,494 36,457
  American Express Credit Corp. 3.300% 5/3/27 23,189 22,276
  Associated Bank NA 3.500% 8/13/21 3,300 3,281
  Australia & New Zealand Banking Group        
  Ltd. 2.125% 8/19/20 7,915 7,760
  Australia & New Zealand Banking Group        
  Ltd. 2.250% 11/9/20 14,000 13,692
  Australia & New Zealand Banking Group        
  Ltd. 2.700% 11/16/20 14,275 14,088
  Australia & New Zealand Banking Group        
  Ltd. 2.300% 6/1/21 6,560 6,367

 

 

Australia & New Zealand Banking Group        
Ltd. 2.550% 11/23/21 8,000 7,756
Australia & New Zealand Banking Group        
Ltd. 2.625% 5/19/22 12,280 11,845
Australia & New Zealand Banking Group        
Ltd. 2.625% 11/9/22 14,000 13,449
Australia & New Zealand Banking Group        
Ltd. 3.700% 11/16/25 12,500 12,281
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 16,384 16,200
Banco Santander SA 3.500% 4/11/22 350 343
Banco Santander SA 3.125% 2/23/23 10,000 9,482
Banco Santander SA 3.848% 4/12/23 9,050 8,841
Banco Santander SA 5.179% 11/19/25 23,958 24,049
Banco Santander SA 4.250% 4/11/27 1,150 1,087
Banco Santander SA 3.800% 2/23/28 5,006 4,541
Bancolombia SA 5.950% 6/3/21 9,349 9,778
Bank of America Corp. 2.250% 4/21/20 24,435 24,108
Bank of America Corp. 5.625% 7/1/20 53 55
Bank of America Corp. 2.625% 10/19/20 25,336 25,025
Bank of America Corp. 2.151% 11/9/20 5,238 5,123
Bank of America Corp. 5.875% 1/5/21 500 527
Bank of America Corp. 2.625% 4/19/21 13,710 13,489
Bank of America Corp. 5.000% 5/13/21 — —
5 Bank of America Corp. 2.369% 7/21/21 22,795 22,391
5 Bank of America Corp. 2.328% 10/1/21 31,750 31,056
5 Bank of America Corp. 2.738% 1/23/22 19,958 19,614
Bank of America Corp. 5.700% 1/24/22 275 295
5 Bank of America Corp. 3.499% 5/17/22 14,000 14,006
Bank of America Corp. 2.503% 10/21/22 19,275 18,431
Bank of America Corp. 3.300% 1/11/23 51,874 51,149
5 Bank of America Corp. 3.124% 1/20/23 5,678 5,576
5 Bank of America Corp. 2.881% 4/24/23 28,325 27,497
5 Bank of America Corp. 2.816% 7/21/23 46,108 44,522
Bank of America Corp. 4.100% 7/24/23 12,592 12,798
Bank of America Corp. 3.004% 12/20/23 147,091 142,306
Bank of America Corp. 4.125% 1/22/24 34,290 34,844
5 Bank of America Corp. 3.550% 3/5/24 12,605 12,455
Bank of America Corp. 4.000% 4/1/24 13,701 13,799
5 Bank of America Corp. 3.864% 7/23/24 8,000 7,985
Bank of America Corp. 4.200% 8/26/24 43,451 43,596
Bank of America Corp. 4.000% 1/22/25 49,603 48,965
Bank of America Corp. 3.950% 4/21/25 42,796 41,915
5 Bank of America Corp. 3.093% 10/1/25 34,158 32,499
5 Bank of America Corp. 3.366% 1/23/26 13,300 12,789
Bank of America Corp. 4.450% 3/3/26 33,027 33,080
Bank of America Corp. 3.500% 4/19/26 9,745 9,422
Bank of America Corp. 4.250% 10/22/26 12,083 11,918
Bank of America Corp. 3.248% 10/21/27 27,196 25,333
Bank of America Corp. 4.183% 11/25/27 21,525 21,011
5 Bank of America Corp. 3.824% 1/20/28 25,980 25,294
5 Bank of America Corp. 3.705% 4/24/28 16,217 15,572
5 Bank of America Corp. 3.593% 7/21/28 36,708 34,941
Bank of America Corp. 3.419% 12/20/28 71,926 67,489
5 Bank of America Corp. 3.970% 3/5/29 20,200 19,712
5 Bank of America Corp. 4.271% 7/23/29 7,500 7,462
Bank of America Corp. 6.110% 1/29/37 12,549 14,458
5 Bank of America Corp. 4.244% 4/24/38 22,358 21,760

 

 

Bank of America Corp. 7.750% 5/14/38 20,266 27,344
Bank of America Corp. 5.875% 2/7/42 32,833 38,695
Bank of America Corp. 5.000% 1/21/44 31,946 34,056
Bank of America Corp. 4.875% 4/1/44 10,951 11,473
Bank of America Corp. 4.750% 4/21/45 1,650 1,666
5 Bank of America Corp. 4.443% 1/20/48 3,725 3,704
5 Bank of America Corp. 3.946% 1/23/49 15,150 13,889
Bank of America NA 6.000% 10/15/36 9,955 11,776
Bank of Montreal 2.100% 12/12/19 4,150 4,106
Bank of Montreal 2.100% 6/15/20 5,100 5,011
Bank of Montreal 3.100% 7/13/20 15,500 15,512
Bank of Montreal 3.100% 4/13/21 18,000 17,944
Bank of Montreal 1.900% 8/27/21 13,125 12,609
Bank of Montreal 2.350% 9/11/22 7,841 7,507
Bank of Montreal 2.550% 11/6/22 12,221 11,761
5 Bank of Montreal 3.803% 12/15/32 24,050 22,297
Bank of New York Mellon Corp. 4.600% 1/15/20 6,200 6,321
Bank of New York Mellon Corp. 2.150% 2/24/20 5,000 4,946
Bank of New York Mellon Corp. 2.600% 8/17/20 5,311 5,268
Bank of New York Mellon Corp. 2.450% 11/27/20 6,850 6,744
Bank of New York Mellon Corp. 2.500% 4/15/21 14,564 14,296
Bank of New York Mellon Corp. 2.050% 5/3/21 25,328 24,555
Bank of New York Mellon Corp. 3.550% 9/23/21 4,455 4,482
Bank of New York Mellon Corp. 2.600% 2/7/22 10,971 10,697
Bank of New York Mellon Corp. 2.950% 1/29/23 10,100 9,861
5 Bank of New York Mellon Corp. 2.661% 5/16/23 12,360 11,954
Bank of New York Mellon Corp. 3.450% 8/11/23 5,225 5,184
Bank of New York Mellon Corp. 2.200% 8/16/23 10,549 9,887
Bank of New York Mellon Corp. 3.650% 2/4/24 6,917 6,905
Bank of New York Mellon Corp. 3.400% 5/15/24 1,070 1,055
Bank of New York Mellon Corp. 3.250% 9/11/24 13,790 13,451
Bank of New York Mellon Corp. 3.000% 2/24/25 5,753 5,512
Bank of New York Mellon Corp. 2.800% 5/4/26 6,321 5,922
Bank of New York Mellon Corp. 2.450% 8/17/26 6,381 5,806
Bank of New York Mellon Corp. 3.250% 5/16/27 22,248 21,349
Bank of New York Mellon Corp. 3.400% 1/29/28 7,445 7,211
5 Bank of New York Mellon Corp. 3.442% 2/7/28 7,925 7,661
Bank of New York Mellon Corp. 3.000% 10/30/28 5,100 4,651
Bank of New York Mellon Corp. 3.300% 8/23/29 4,250 3,956
Bank of Nova Scotia 2.150% 7/14/20 200 197
Bank of Nova Scotia 2.350% 10/21/20 22,850 22,448
Bank of Nova Scotia 4.375% 1/13/21 1,811 1,854
Bank of Nova Scotia 2.800% 7/21/21 37,838 37,222
Bank of Nova Scotia 2.700% 3/7/22 12,810 12,491
Bank of Nova Scotia 2.450% 9/19/22 1,470 1,413
Bank of Nova Scotia 4.500% 12/16/25 31,755 31,746
Bank One Corp. 7.625% 10/15/26 1,980 2,391
Bank One Corp. 8.000% 4/29/27 1,500 1,879
Barclays Bank plc 5.140% 10/14/20 1,485 1,521
Barclays Bank plc 2.650% 1/11/21 7,574 7,422
Barclays plc 2.750% 11/8/19 14,373 14,295
Barclays plc 2.875% 6/8/20 15,050 14,875
Barclays plc 3.250% 1/12/21 21,565 21,260
Barclays plc 3.200% 8/10/21 21,400 21,019
Barclays plc 3.684% 1/10/23 16,665 16,226
5 Barclays plc 4.338% 5/16/24 19,000 18,766
Barclays plc 3.650% 3/16/25 32,290 30,225

 

 

  Barclays plc 4.375% 1/12/26 24,751 24,001
  Barclays plc 4.337% 1/10/28 11,612 10,985
5 Barclays plc 4.972% 5/16/29 13,600 13,424
  Barclays plc 5.250% 8/17/45 7,730 7,483
  Barclays plc 4.950% 1/10/47 14,513 13,397
  BB&T Corp. 5.250% 11/1/19 10,240 10,480
  BB&T Corp. 2.450% 1/15/20 14,620 14,508
  BB&T Corp. 2.150% 2/1/21 7,375 7,178
  BB&T Corp. 2.050% 5/10/21 15,586 15,092
  BB&T Corp. 3.200% 9/3/21 8,625 8,588
  BB&T Corp. 2.750% 4/1/22 6,350 6,218
  BB&T Corp. 2.850% 10/26/24 6,832 6,535
  BB&T Corp. 3.700% 6/5/25 10,350 10,288
  BNP Paribas SA 2.375% 5/21/20 7,153 7,045
  BNP Paribas SA 5.000% 1/15/21 40,956 42,326
  BNP Paribas SA 3.250% 3/3/23 21,210 20,802
  BNP Paribas SA 4.250% 10/15/24 2,500 2,473
10 BNP Paribas SA 3.500% 11/16/27 200 184
  BPCE SA 2.250% 1/27/20 4,700 4,630
  BPCE SA 2.650% 2/3/21 7,957 7,801
  BPCE SA 2.750% 12/2/21 9,220 9,000
10 BPCE SA 3.000% 5/22/22 5,500 5,325
  BPCE SA 4.000% 4/15/24 21,067 21,196
  BPCE SA 3.375% 12/2/26 4,750 4,439
  Branch Banking & Trust Co. 2.100% 1/15/20 14,775 14,584
  Branch Banking & Trust Co. 2.250% 6/1/20 17,925 17,642
  Branch Banking & Trust Co. 2.850% 4/1/21 385 380
  Branch Banking & Trust Co. 2.625% 1/15/22 15,250 14,864
  Branch Banking & Trust Co. 3.625% 9/16/25 18,853 18,468
  Branch Banking & Trust Co. 3.800% 10/30/26 3,025 2,985
  Canadian Imperial Bank of Commerce 2.100% 10/5/20 12,770 12,467
  Canadian Imperial Bank of Commerce 2.700% 2/2/21 9,800 9,640
  Canadian Imperial Bank of Commerce 2.550% 6/16/22 20,202 19,495
  Canadian Imperial Bank of Commerce 3.500% 9/13/23 12,350 12,282
  Capital One Bank USA NA 3.375% 2/15/23 27,503 26,706
  Capital One Financial Corp. 2.500% 5/12/20 15,950 15,749
  Capital One Financial Corp. 2.400% 10/30/20 7,000 6,854
  Capital One Financial Corp. 3.450% 4/30/21 15,500 15,477
  Capital One Financial Corp. 4.750% 7/15/21 4,113 4,250
  Capital One Financial Corp. 3.050% 3/9/22 1,385 1,354
  Capital One Financial Corp. 3.200% 1/30/23 14,085 13,665
  Capital One Financial Corp. 3.500% 6/15/23 4,510 4,421
  Capital One Financial Corp. 3.750% 4/24/24 8,178 8,035
  Capital One Financial Corp. 3.300% 10/30/24 10,100 9,614
  Capital One Financial Corp. 3.200% 2/5/25 2,035 1,917
  Capital One Financial Corp. 4.250% 4/30/25 7,500 7,469
  Capital One Financial Corp. 4.200% 10/29/25 10,885 10,590
  Capital One Financial Corp. 3.750% 7/28/26 16,600 15,470
  Capital One Financial Corp. 3.750% 3/9/27 8,343 7,877
  Capital One Financial Corp. 3.800% 1/31/28 16,311 15,406
  Capital One NA 2.350% 1/31/20 15,005 14,835
  Capital One NA 2.950% 7/23/21 9,181 9,030
  Capital One NA 2.250% 9/13/21 16,950 16,315
  Capital One NA 2.650% 8/8/22 15,250 14,640
  Citibank NA 3.050% 5/1/20 20,000 19,951
  Citibank NA 2.100% 6/12/20 15,750 15,464
  Citibank NA 2.125% 10/20/20 37,301 36,424

 

 

  Citibank NA 2.850% 2/12/21 13,000 12,847
  Citibank NA 3.400% 7/23/21 14,000 13,981
5,10 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 10,588 11,153
  Citigroup Inc. 2.450% 1/10/20 16,375 16,231
  Citigroup Inc. 2.400% 2/18/20 18,365 18,175
  Citigroup Inc. 5.375% 8/9/20 6,973 7,232
  Citigroup Inc. 2.650% 10/26/20 28,998 28,601
  Citigroup Inc. 2.700% 3/30/21 39,135 38,448
  Citigroup Inc. 2.350% 8/2/21 7,128 6,908
  Citigroup Inc. 2.900% 12/8/21 45,878 44,904
  Citigroup Inc. 4.500% 1/14/22 35,933 36,896
  Citigroup Inc. 2.750% 4/25/22 2,800 2,716
  Citigroup Inc. 4.050% 7/30/22 10,570 10,612
  Citigroup Inc. 2.700% 10/27/22 9,950 9,561
5 Citigroup Inc. 3.142% 1/24/23 19,550 19,162
  Citigroup Inc. 3.375% 3/1/23 5,600 5,507
  Citigroup Inc. 3.500% 5/15/23 19,623 19,306
5 Citigroup Inc. 2.876% 7/24/23 15,700 15,182
  Citigroup Inc. 3.875% 10/25/23 13,345 13,375
5 Citigroup Inc. 4.044% 6/1/24 2,195 2,200
  Citigroup Inc. 3.750% 6/16/24 20,477 20,294
  Citigroup Inc. 4.000% 8/5/24 18,929 18,777
  Citigroup Inc. 3.875% 3/26/25 10,438 10,135
  Citigroup Inc. 3.300% 4/27/25 4,832 4,640
  Citigroup Inc. 4.400% 6/10/25 52,319 52,305
  Citigroup Inc. 5.500% 9/13/25 11,753 12,509
  Citigroup Inc. 3.700% 1/12/26 15,425 14,979
  Citigroup Inc. 4.600% 3/9/26 22,967 23,119
  Citigroup Inc. 3.400% 5/1/26 15,289 14,527
  Citigroup Inc. 3.200% 10/21/26 45,007 41,918
  Citigroup Inc. 4.450% 9/29/27 31,985 31,649
5 Citigroup Inc. 3.887% 1/10/28 15,507 15,018
5 Citigroup Inc. 3.668% 7/24/28 39,604 37,549
  Citigroup Inc. 4.125% 7/25/28 13,175 12,721
5 Citigroup Inc. 3.520% 10/27/28 29,310 27,557
5 Citigroup Inc. 4.075% 4/23/29 12,195 11,931
  Citigroup Inc. 6.625% 6/15/32 4,370 5,157
  Citigroup Inc. 5.875% 2/22/33 1,525 1,662
  Citigroup Inc. 6.000% 10/31/33 7,756 8,698
  Citigroup Inc. 6.125% 8/25/36 13,964 15,812
5 Citigroup Inc. 3.878% 1/24/39 23,100 21,238
  Citigroup Inc. 8.125% 7/15/39 24,330 34,987
  Citigroup Inc. 5.875% 1/30/42 13,988 16,242
  Citigroup Inc. 6.675% 9/13/43 5,369 6,592
  Citigroup Inc. 4.950% 11/7/43 3,036 2,994
  Citigroup Inc. 5.300% 5/6/44 10,419 10,902
  Citigroup Inc. 4.650% 7/30/45 11,451 11,526
  Citigroup Inc. 4.750% 5/18/46 15,287 14,948
5 Citigroup Inc. 4.281% 4/24/48 10,433 9,991
  Citigroup Inc. 4.650% 7/23/48 26,125 26,474
  Citizens Bank NA 2.450% 12/4/19 4,550 4,517
  Citizens Bank NA 2.250% 3/2/20 5,150 5,069
  Citizens Bank NA 2.200% 5/26/20 12,485 12,234
  Citizens Bank NA 2.250% 10/30/20 10,000 9,740
  Citizens Bank NA 2.550% 5/13/21 7,280 7,085
  Citizens Bank NA 2.650% 5/26/22 9,175 8,792
  Citizens Bank NA 3.700% 3/29/23 5,015 4,981

 

 

  Citizens Financial Group Inc. 2.375% 7/28/21 1,750 1,687
  Citizens Financial Group Inc. 4.300% 12/3/25 6,303 6,213
  Comerica Bank 4.000% 7/27/25 50 49
  Comerica Inc. 3.700% 7/31/23 11,000 10,957
  Commonwealth Bank of Australia 2.300% 3/12/20 250 246
  Commonwealth Bank of Australia 2.400% 11/2/20 12,850 12,567
  Commonwealth Bank of Australia 2.550% 3/15/21 8,395 8,203
10 Commonwealth Bank of Australia 2.750% 3/10/22 15,000 14,560
10 Commonwealth Bank of Australia 3.900% 7/12/47 50 46
  Compass Bank 3.500% 6/11/21 9,700 9,645
  Compass Bank 2.875% 6/29/22 19,250 18,539
  Cooperatieve Rabobank UA 2.250% 1/14/20 23,300 23,049
  Cooperatieve Rabobank UA 4.500% 1/11/21 100 102
  Cooperatieve Rabobank UA 2.500% 1/19/21 51,750 50,635
  Cooperatieve Rabobank UA 3.125% 4/26/21 130 129
  Cooperatieve Rabobank UA 2.750% 1/10/22 12,052 11,729
  Cooperatieve Rabobank UA 3.875% 2/8/22 41,588 41,884
  Cooperatieve Rabobank UA 3.950% 11/9/22 40,698 40,414
  Cooperatieve Rabobank UA 4.625% 12/1/23 17,615 17,823
  Cooperatieve Rabobank UA 3.375% 5/21/25 19,104 18,627
  Cooperatieve Rabobank UA 4.375% 8/4/25 15,053 14,843
  Cooperatieve Rabobank UA 3.750% 7/21/26 12,005 11,294
  Cooperatieve Rabobank UA 5.250% 5/24/41 10,318 11,491
  Cooperatieve Rabobank UA 5.750% 12/1/43 10,950 12,205
  Cooperatieve Rabobank UA 5.250% 8/4/45 11,095 11,589
  Credit Suisse AG 5.400% 1/14/20 8,516 8,732
  Credit Suisse AG 4.375% 8/5/20 7,310 7,439
  Credit Suisse AG 3.000% 10/29/21 29,244 28,812
  Credit Suisse AG 3.625% 9/9/24 28,229 27,828
10 Credit Suisse Group AG 3.574% 1/9/23 10,000 9,793
10 Credit Suisse Group AG 4.282% 1/9/28 25,500 24,754
  Credit Suisse Group Funding Guernsey        
  Ltd. 2.750% 3/26/20 3,150 3,121
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.125% 12/10/20 12,850 12,745
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.450% 4/16/21 36,845 36,647
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.800% 9/15/22 21,375 21,246
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.800% 6/9/23 14,780 14,551
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.750% 3/26/25 31,950 30,748
  Credit Suisse Group Funding Guernsey        
  Ltd. 4.550% 4/17/26 1,000 1,002
  Credit Suisse Group Funding Guernsey        
  Ltd. 4.875% 5/15/45 17,158 17,406
  Credit Suisse USA Inc. 7.125% 7/15/32 11,289 14,383
  Deutsche Bank AG 2.700% 7/13/20 19,000 18,572
  Deutsche Bank AG 2.950% 8/20/20 7,776 7,633
  Deutsche Bank AG 3.125% 1/13/21 11,907 11,668
  Deutsche Bank AG 3.150% 1/22/21 14,600 14,230
  Deutsche Bank AG 3.375% 5/12/21 10,979 10,780
  Deutsche Bank AG 4.250% 10/14/21 20,001 19,926
  Deutsche Bank AG 3.300% 11/16/22 27,156 25,788
  Deutsche Bank AG 3.950% 2/27/23 25,000 24,265
  Deutsche Bank AG 3.700% 5/30/24 27,739 26,193

 

 

Deutsche Bank AG 4.100% 1/13/26 8,010 7,638
Discover Bank 3.100% 6/4/20 4,847 4,813
Discover Bank 3.200% 8/9/21 4,701 4,631
Discover Bank 3.350% 2/6/23 9,000 8,739
Discover Bank 4.200% 8/8/23 17,774 17,839
Discover Bank 4.250% 3/13/26 2,675 2,636
Discover Bank 3.450% 7/27/26 8,250 7,682
5 Discover Bank 4.682% 8/9/28 3,000 2,972
Discover Bank 4.650% 9/13/28 7,000 6,998
Discover Financial Services 5.200% 4/27/22 1,817 1,879
Discover Financial Services 3.850% 11/21/22 10,115 9,998
Discover Financial Services 3.950% 11/6/24 5,625 5,486
Discover Financial Services 3.750% 3/4/25 5,800 5,533
Discover Financial Services 4.100% 2/9/27 6,500 6,218
Fifth Third Bancorp 2.875% 7/27/20 575 571
Fifth Third Bancorp 3.500% 3/15/22 3,553 3,536
Fifth Third Bancorp 4.300% 1/16/24 11,774 11,864
Fifth Third Bancorp 3.950% 3/14/28 7,860 7,712
Fifth Third Bancorp 8.250% 3/1/38 8,972 12,187
Fifth Third Bank 2.200% 10/30/20 3,150 3,077
Fifth Third Bank 2.250% 6/14/21 13,551 13,148
Fifth Third Bank 2.875% 10/1/21 7,504 7,363
Fifth Third Bank 3.850% 3/15/26 5,502 5,361
Fifth Third Bank 3.350% 7/26/21 6,350 6,321
Fifth Third Bank 3.950% 7/28/25 8,250 8,229
First Horizon National Corp. 3.500% 12/15/20 5,063 5,068
First Niagara Financial Group Inc. 6.750% 3/19/20 1,875 1,965
First Republic Bank 2.500% 6/6/22 11,850 11,379
First Republic Bank 4.375% 8/1/46 2,375 2,174
First Republic Bank 4.625% 2/13/47 2,875 2,768
FirstMerit Bank NA 4.270% 11/25/26 5,750 5,659
Goldman Sachs Bank USA 3.200% 6/5/20 8,575 8,594
Goldman Sachs Capital I 6.345% 2/15/34 12,775 14,787
Goldman Sachs Group Inc. 2.550% 10/23/19 25,594 25,485
Goldman Sachs Group Inc. 2.300% 12/13/19 23,650 23,443
Goldman Sachs Group Inc. 5.375% 3/15/20 38,801 39,995
Goldman Sachs Group Inc. 2.600% 4/23/20 21,524 21,329
Goldman Sachs Group Inc. 6.000% 6/15/20 35,004 36,542
Goldman Sachs Group Inc. 2.750% 9/15/20 22,611 22,335
Goldman Sachs Group Inc. 2.875% 2/25/21 15,650 15,434
Goldman Sachs Group Inc. 2.625% 4/25/21 22,612 22,130
Goldman Sachs Group Inc. 5.250% 7/27/21 24,869 26,006
Goldman Sachs Group Inc. 2.350% 11/15/21 20,200 19,443
Goldman Sachs Group Inc. 5.750% 1/24/22 62,388 66,365
Goldman Sachs Group Inc. 3.000% 4/26/22 37,764 36,968
5 Goldman Sachs Group Inc. 2.876% 10/31/22 53,152 51,833
Goldman Sachs Group Inc. 3.625% 1/22/23 31,109 30,948
Goldman Sachs Group Inc. 3.200% 2/23/23 14,800 14,452
5 Goldman Sachs Group Inc. 2.908% 6/5/23 24,891 24,070
5 Goldman Sachs Group Inc. 2.905% 7/24/23 24,500 23,673
Goldman Sachs Group Inc. 4.000% 3/3/24 71,771 71,925
Goldman Sachs Group Inc. 3.850% 7/8/24 13,679 13,605
Goldman Sachs Group Inc. 3.500% 1/23/25 27,244 26,396
Goldman Sachs Group Inc. 3.750% 5/22/25 378 370
5 Goldman Sachs Group Inc. 3.272% 9/29/25 40,322 38,533
Goldman Sachs Group Inc. 4.250% 10/21/25 13,620 13,486
Goldman Sachs Group Inc. 3.750% 2/25/26 30,869 30,005

 

 

Goldman Sachs Group Inc. 3.500% 11/16/26 36,235 34,399
Goldman Sachs Group Inc. 5.950% 1/15/27 9,251 10,127
Goldman Sachs Group Inc. 3.850% 1/26/27 36,073 35,085
5 Goldman Sachs Group Inc. 3.691% 6/5/28 25,550 24,283
5 Goldman Sachs Group Inc. 3.814% 4/23/29 34,435 32,759
5 Goldman Sachs Group Inc. 4.223% 5/1/29 21,855 21,531
Goldman Sachs Group Inc. 6.450% 5/1/36 25,124 29,296
Goldman Sachs Group Inc. 6.750% 10/1/37 40,737 48,926
5 Goldman Sachs Group Inc. 4.017% 10/31/38 30,359 28,097
5 Goldman Sachs Group Inc. 4.411% 4/23/39 22,330 21,573
Goldman Sachs Group Inc. 6.250% 2/1/41 27,177 32,761
Goldman Sachs Group Inc. 4.800% 7/8/44 29,808 30,390
Goldman Sachs Group Inc. 5.150% 5/22/45 28,769 29,369
Goldman Sachs Group Inc. 4.750% 10/21/45 10,879 10,999
HSBC Bank USA NA 4.875% 8/24/20 26,609 27,214
HSBC Bank USA NA 5.875% 11/1/34 7,490 8,478
HSBC Bank USA NA 5.625% 8/15/35 3,894 4,312
HSBC Bank USA NA 7.000% 1/15/39 8,709 11,152
HSBC Holdings plc 3.400% 3/8/21 38,985 38,882
HSBC Holdings plc 5.100% 4/5/21 39,245 40,757
HSBC Holdings plc 2.950% 5/25/21 49,178 48,422
HSBC Holdings plc 2.650% 1/5/22 31,513 30,528
HSBC Holdings plc 4.875% 1/14/22 3,760 3,894
HSBC Holdings plc 4.000% 3/30/22 12,381 12,515
5 HSBC Holdings plc 3.262% 3/13/23 25,882 25,336
HSBC Holdings plc 3.600% 5/25/23 21,900 21,672
5 HSBC Holdings plc 3.033% 11/22/23 6,939 6,699
HSBC Holdings plc 4.250% 3/14/24 30,403 30,277
5 HSBC Holdings plc 3.950% 5/18/24 10,000 9,925
HSBC Holdings plc 4.250% 8/18/25 12,257 12,010
HSBC Holdings plc 4.300% 3/8/26 39,675 39,416
HSBC Holdings plc 3.900% 5/25/26 40,350 39,041
5 HSBC Holdings plc 4.292% 9/12/26 27,450 27,138
HSBC Holdings plc 4.375% 11/23/26 16,831 16,526
5 HSBC Holdings plc 4.041% 3/13/28 32,403 31,219
5 HSBC Holdings plc 4.583% 6/19/29 17,000 16,998
HSBC Holdings plc 7.625% 5/17/32 1,946 2,426
HSBC Holdings plc 7.350% 11/27/32 2,040 2,519
HSBC Holdings plc 6.500% 5/2/36 13,904 16,381
HSBC Holdings plc 6.500% 9/15/37 33,945 40,142
HSBC Holdings plc 6.800% 6/1/38 5,749 7,052
HSBC Holdings plc 6.100% 1/14/42 7,048 8,403
HSBC Holdings plc 5.250% 3/14/44 23,653 24,574
HSBC USA Inc. 2.350% 3/5/20 18,540 18,337
HSBC USA Inc. 2.750% 8/7/20 5,350 5,303
HSBC USA Inc. 5.000% 9/27/20 8,852 9,091
HSBC USA Inc. 3.500% 6/23/24 7,400 7,218
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 4,494
Huntington Bancshares Inc. 3.150% 3/14/21 3,525 3,493
Huntington Bancshares Inc. 2.300% 1/14/22 10,168 9,727
Huntington Bancshares Inc. 4.000% 5/15/25 6,000 5,996
Huntington National Bank 2.375% 3/10/20 19,000 18,763
Huntington National Bank 2.400% 4/1/20 12,075 11,914
Huntington National Bank 2.875% 8/20/20 7,750 7,672
Huntington National Bank 3.250% 5/14/21 9,500 9,429
Huntington National Bank 2.500% 8/7/22 13,900 13,309
Huntington National Bank 3.550% 10/6/23 5,625 5,555

 

 

10 ING Bank NV 2.450% 3/16/20 20,000 19,734
  ING Groep NV 3.150% 3/29/22 7,482 7,301
  ING Groep NV 4.100% 10/2/23 9,000 9,006
  ING Groep NV 3.950% 3/29/27 13,967 13,426
  ING Groep NV 4.550% 10/2/28 12,000 11,939
10 Intesa Sanpaolo SPA 6.500% 2/24/21 100 103
  Intesa Sanpaolo SPA 5.250% 1/12/24 26,481 26,136
  JPMorgan Chase & Co. 2.200% 10/22/19 5,161 5,124
  JPMorgan Chase & Co. 2.250% 1/23/20 52,315 51,781
  JPMorgan Chase & Co. 2.750% 6/23/20 51,031 50,639
  JPMorgan Chase & Co. 4.400% 7/22/20 5,303 5,411
  JPMorgan Chase & Co. 4.250% 10/15/20 15,290 15,583
  JPMorgan Chase & Co. 2.550% 10/29/20 24,592 24,234
  JPMorgan Chase & Co. 2.550% 3/1/21 21,103 20,718
  JPMorgan Chase & Co. 4.625% 5/10/21 4,626 4,771
  JPMorgan Chase & Co. 2.400% 6/7/21 12,170 11,866
  JPMorgan Chase & Co. 2.295% 8/15/21 53,553 52,046
  JPMorgan Chase & Co. 4.350% 8/15/21 25,609 26,239
  JPMorgan Chase & Co. 4.500% 1/24/22 31,868 32,850
5 JPMorgan Chase & Co. 3.514% 6/18/22 15,325 15,334
  JPMorgan Chase & Co. 3.250% 9/23/22 20,782 20,602
  JPMorgan Chase & Co. 2.972% 1/15/23 46,958 45,713
  JPMorgan Chase & Co. 3.200% 1/25/23 50,072 49,247
5 JPMorgan Chase & Co. 2.776% 4/25/23 20,000 19,424
  JPMorgan Chase & Co. 3.375% 5/1/23 28,849 28,236
  JPMorgan Chase & Co. 2.700% 5/18/23 18,576 17,842
  JPMorgan Chase & Co. 3.875% 2/1/24 25,142 25,309
5 JPMorgan Chase & Co. 3.559% 4/23/24 21,120 20,915
  JPMorgan Chase & Co. 3.625% 5/13/24 46,157 45,739
5 JPMorgan Chase & Co. 3.797% 7/23/24 8,950 8,927
  JPMorgan Chase & Co. 3.875% 9/10/24 32,922 32,508
  JPMorgan Chase & Co. 3.125% 1/23/25 28,002 26,747
5 JPMorgan Chase & Co. 3.220% 3/1/25 21,668 20,942
  JPMorgan Chase & Co. 3.900% 7/15/25 27,259 27,203
  JPMorgan Chase & Co. 3.300% 4/1/26 55,805 53,458
  JPMorgan Chase & Co. 3.200% 6/15/26 26,330 25,056
  JPMorgan Chase & Co. 2.950% 10/1/26 34,807 32,295
  JPMorgan Chase & Co. 4.125% 12/15/26 21,393 21,159
  JPMorgan Chase & Co. 4.250% 10/1/27 10,907 10,823
  JPMorgan Chase & Co. 3.625% 12/1/27 10,768 10,156
5 JPMorgan Chase & Co. 3.782% 2/1/28 37,756 36,697
5 JPMorgan Chase & Co. 3.540% 5/1/28 33,999 32,386
5 JPMorgan Chase & Co. 3.509% 1/23/29 29,450 27,799
5 JPMorgan Chase & Co. 4.005% 4/23/29 10,100 9,889
5 JPMorgan Chase & Co. 4.203% 7/23/29 10,200 10,134
  JPMorgan Chase & Co. 8.750% 9/1/30 1,100 1,484
  JPMorgan Chase & Co. 6.400% 5/15/38 26,087 32,472
5 JPMorgan Chase & Co. 3.882% 7/24/38 26,843 24,987
  JPMorgan Chase & Co. 5.500% 10/15/40 30,521 34,588
  JPMorgan Chase & Co. 5.600% 7/15/41 8,095 9,283
  JPMorgan Chase & Co. 5.400% 1/6/42 9,611 10,765
  JPMorgan Chase & Co. 5.625% 8/16/43 6,869 7,754
  JPMorgan Chase & Co. 4.850% 2/1/44 2,239 2,372
  JPMorgan Chase & Co. 4.950% 6/1/45 10,460 10,941
5 JPMorgan Chase & Co. 4.260% 2/22/48 19,283 18,523
5 JPMorgan Chase & Co. 4.032% 7/24/48 21,347 19,816
5 JPMorgan Chase & Co. 3.964% 11/15/48 21,470 19,648

 

 

5 JPMorgan Chase & Co. 3.897% 1/23/49 27,400 24,860
5 JPMorgan Chase Bank NA 2.604% 2/1/21 17,775 17,619
5 JPMorgan Chase Bank NA 3.086% 4/26/21 28,500 28,420
KeyBank NA 2.500% 12/15/19 5,500 5,469
KeyBank NA 2.250% 3/16/20 3,030 2,988
KeyBank NA 3.350% 6/15/21 3,750 3,747
KeyBank NA 2.500% 11/22/21 3,569 3,467
KeyBank NA 2.400% 6/9/22 2,995 2,874
KeyBank NA 2.300% 9/14/22 9,850 9,412
KeyBank NA 3.375% 3/7/23 6,050 5,996
KeyBank NA 3.300% 6/1/25 7,726 7,424
KeyBank NA 3.400% 5/20/26 12,750 12,070
5 KeyBank NA 3.180% 10/15/27 3,225 3,171
KeyBank NA 6.950% 2/1/28 1,290 1,534
KeyCorp 2.900% 9/15/20 1,284 1,275
KeyCorp 5.100% 3/24/21 9,082 9,450
KeyCorp 4.100% 4/30/28 15,000 14,913
Lloyds Bank plc 2.700% 8/17/20 8,830 8,746
Lloyds Bank plc 6.375% 1/21/21 11,025 11,696
Lloyds Bank plc 3.300% 5/7/21 5,000 4,981
Lloyds Bank plc 3.500% 5/14/25 500 482
Lloyds Banking Group plc 3.100% 7/6/21 150 148
Lloyds Banking Group plc 3.000% 1/11/22 10,026 9,758
Lloyds Banking Group plc 4.050% 8/16/23 34,800 34,562
5 Lloyds Banking Group plc 2.907% 11/7/23 16,400 15,641
Lloyds Banking Group plc 4.500% 11/4/24 13,001 12,833
Lloyds Banking Group plc 4.450% 5/8/25 7,000 6,982
Lloyds Banking Group plc 4.582% 12/10/25 37,055 36,162
Lloyds Banking Group plc 4.650% 3/24/26 10,582 10,383
Lloyds Banking Group plc 3.750% 1/11/27 7,482 7,002
Lloyds Banking Group plc 4.375% 3/22/28 30,950 30,179
Lloyds Banking Group plc 4.550% 8/16/28 22,000 21,700
5 Lloyds Banking Group plc 3.574% 11/7/28 16,400 14,984
Lloyds Banking Group plc 5.300% 12/1/45 2,539 2,550
Lloyds Banking Group plc 4.344% 1/9/48 16,550 14,324
M&T Bank Corp. 3.550% 7/26/23 7,200 7,154
Manufacturers & Traders Trust Co. 2.100% 2/6/20 14,950 14,756
Manufacturers & Traders Trust Co. 2.625% 1/25/21 2,000 1,966
Manufacturers & Traders Trust Co. 2.500% 5/18/22 1,995 1,923
Manufacturers & Traders Trust Co. 2.900% 2/6/25 8,576 8,166
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 21,733 21,457
Mitsubishi UFJ Financial Group Inc. 3.535% 7/26/21 6,950 6,941
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 30,240 29,096
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 25,100 24,195
Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 12,500 12,303
Mitsubishi UFJ Financial Group Inc. 3.761% 7/26/23 23,365 23,206
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 3,250 3,049
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 14,000 13,836
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 32,250 31,549
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 9,325 8,463
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 30,600 29,596
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 25,400 23,806
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 14,850 14,583
Mitsubishi UFJ Financial Group Inc. 4.050% 9/11/28 12,000 11,880
Mitsubishi UFJ Financial Group Inc. 4.286% 7/26/38 2,400 2,377
Mizuho Financial Group Inc. 2.273% 9/13/21 300 288
Mizuho Financial Group Inc. 2.953% 2/28/22 500 487

 

 

  Mizuho Financial Group Inc. 2.601% 9/11/22 500 477
  Mizuho Financial Group Inc. 3.549% 3/5/23 13,200 13,010
5 Mizuho Financial Group Inc. 3.922% 9/11/24 11,000 10,934
  Mizuho Financial Group Inc. 3.663% 2/28/27 2,000 1,924
  Mizuho Financial Group Inc. 4.018% 3/5/28 18,425 18,203
5 Mizuho Financial Group Inc. 4.254% 9/11/29 15,000 14,928
  Morgan Stanley 5.500% 1/26/20 8,164 8,407
  Morgan Stanley 2.650% 1/27/20 23,022 22,877
  Morgan Stanley 2.800% 6/16/20 20,674 20,510
  Morgan Stanley 5.500% 7/24/20 3,842 3,986
  Morgan Stanley 5.750% 1/25/21 21,310 22,390
  Morgan Stanley 2.500% 4/21/21 5,164 5,041
  Morgan Stanley 5.500% 7/28/21 13,016 13,698
  Morgan Stanley 2.625% 11/17/21 46,617 45,323
  Morgan Stanley 2.750% 5/19/22 31,573 30,609
  Morgan Stanley 4.875% 11/1/22 22,488 23,260
  Morgan Stanley 3.125% 1/23/23 12,925 12,593
  Morgan Stanley 3.750% 2/25/23 66,485 66,470
  Morgan Stanley 4.100% 5/22/23 21,836 21,913
5 Morgan Stanley 3.737% 4/24/24 20,300 20,125
  Morgan Stanley 3.875% 4/29/24 38,313 38,141
  Morgan Stanley 3.700% 10/23/24 45,244 44,579
  Morgan Stanley 4.000% 7/23/25 43,783 43,437
  Morgan Stanley 5.000% 11/24/25 22,714 23,507
  Morgan Stanley 3.875% 1/27/26 39,341 38,629
  Morgan Stanley 3.125% 7/27/26 33,401 31,104
  Morgan Stanley 6.250% 8/9/26 11,727 13,150
  Morgan Stanley 4.350% 9/8/26 25,910 25,697
  Morgan Stanley 3.625% 1/20/27 33,590 32,147
  Morgan Stanley 3.950% 4/23/27 16,801 16,100
5 Morgan Stanley 3.591% 7/22/28 50,575 47,883
5 Morgan Stanley 3.772% 1/24/29 17,325 16,636
  Morgan Stanley 7.250% 4/1/32 7,677 9,756
5 Morgan Stanley 3.971% 7/22/38 21,157 19,804
5 Morgan Stanley 4.457% 4/22/39 20,750 20,589
  Morgan Stanley 6.375% 7/24/42 33,712 42,046
  Morgan Stanley 4.300% 1/27/45 36,338 35,020
  Morgan Stanley 4.375% 1/22/47 12,300 11,983
  MUFG Americas Holdings Corp. 2.250% 2/10/20 11,875 11,722
  MUFG Americas Holdings Corp. 3.500% 6/18/22 16,668 16,578
  MUFG Americas Holdings Corp. 3.000% 2/10/25 7,500 7,122
10 MUFG Bank Ltd. 2.300% 3/5/20 100 99
  National Australia Bank Ltd. 2.125% 5/22/20 26,200 25,768
  National Australia Bank Ltd. 2.625% 1/14/21 8,647 8,506
  National Australia Bank Ltd. 1.875% 7/12/21 9,554 9,133
  National Australia Bank Ltd. 3.375% 9/20/21 20,000 19,875
  National Australia Bank Ltd. 2.800% 1/10/22 6,004 5,852
  National Australia Bank Ltd. 2.500% 5/22/22 18,174 17,446
  National Australia Bank Ltd. 3.000% 1/20/23 850 825
  National Australia Bank Ltd. 2.875% 4/12/23 750 722
  National Australia Bank Ltd. 3.625% 6/20/23 12,000 11,925
  National Australia Bank Ltd. 3.375% 1/14/26 6,752 6,482
  National Australia Bank Ltd. 2.500% 7/12/26 20,034 18,000
  National Bank of Canada 2.150% 6/12/20 11,000 10,752
  National Bank of Canada 2.200% 11/2/20 10,535 10,230
10 Nordea Bank AB 2.500% 9/17/20 60 59
  Northern Trust Corp. 3.450% 11/4/20 7,820 7,868

 

 

Northern Trust Corp. 3.375% 8/23/21 2,043 2,049
Northern Trust Corp. 2.375% 8/2/22 6,300 6,062
Northern Trust Corp. 3.950% 10/30/25 8,975 9,072
Northern Trust Corp. 3.650% 8/3/28 4,500 4,458
5 Northern Trust Corp. 3.375% 5/8/32 3,850 3,585
People's United Bank NA 4.000% 7/15/24 3,850 3,804
People's United Financial Inc. 3.650% 12/6/22 6,175 6,124
PNC Bank NA 2.400% 10/18/19 22,568 22,483
PNC Bank NA 2.000% 5/19/20 4,720 4,636
PNC Bank NA 2.300% 6/1/20 11,136 10,984
PNC Bank NA 2.600% 7/21/20 5,720 5,657
PNC Bank NA 2.450% 11/5/20 11,299 11,108
PNC Bank NA 2.150% 4/29/21 22,150 21,515
PNC Bank NA 2.550% 12/9/21 6,050 5,894
PNC Bank NA 2.625% 2/17/22 20,150 19,615
PNC Bank NA 2.700% 11/1/22 9,584 9,226
PNC Bank NA 2.950% 1/30/23 10,077 9,732
PNC Bank NA 3.800% 7/25/23 15,775 15,758
PNC Bank NA 3.300% 10/30/24 5,770 5,631
PNC Bank NA 2.950% 2/23/25 9,400 8,969
PNC Bank NA 3.250% 6/1/25 8,525 8,254
PNC Bank NA 3.100% 10/25/27 7,900 7,436
PNC Bank NA 3.250% 1/22/28 9,500 9,062
PNC Bank NA 4.050% 7/26/28 5,750 5,771
PNC Financial Services Group Inc. 2.854% 11/9/22 15,450 14,948
PNC Financial Services Group Inc. 3.900% 4/29/24 20,706 20,567
PNC Financial Services Group Inc. 3.150% 5/19/27 10,250 9,688
PNC Funding Corp. 5.125% 2/8/20 11,743 12,047
PNC Funding Corp. 4.375% 8/11/20 19,240 19,623
PNC Funding Corp. 3.300% 3/8/22 10,784 10,732
Regions Bank 2.750% 4/1/21 4,550 4,465
Regions Bank 6.450% 6/26/37 3,371 3,921
5 Regions Bank/Birmingham AL 3.374% 8/13/21 5,500 5,486
Regions Financial Corp. 3.200% 2/8/21 2,986 2,964
Regions Financial Corp. 2.750% 8/14/22 5,229 5,032
Regions Financial Corp. 3.800% 8/14/23 10,725 10,656
Regions Financial Corp. 7.375% 12/10/37 3,730 4,762
Royal Bank of Canada 2.125% 3/2/20 25,650 25,329
Royal Bank of Canada 2.150% 3/6/20 550 543
Royal Bank of Canada 2.150% 10/26/20 12,444 12,179
Royal Bank of Canada 2.350% 10/30/20 22,474 22,109
Royal Bank of Canada 2.500% 1/19/21 18,542 18,239
Royal Bank of Canada 3.200% 4/30/21 16,800 16,757
Royal Bank of Canada 2.750% 2/1/22 21,761 21,328
Royal Bank of Canada 4.650% 1/27/26 10,918 11,146
Royal Bank of Scotland Group plc 6.400% 10/21/19 100 103
Royal Bank of Scotland Group plc 6.125% 12/15/22 5,300 5,536
5 Royal Bank of Scotland Group plc 3.498% 5/15/23 13,700 13,275
Royal Bank of Scotland Group plc 6.100% 6/10/23 10,000 10,426
Royal Bank of Scotland Group plc 3.875% 9/12/23 37,849 36,735
Royal Bank of Scotland Group plc 6.000% 12/19/23 7,500 7,803
Royal Bank of Scotland Group plc 5.125% 5/28/24 24,830 24,815
5 Royal Bank of Scotland Group plc 4.519% 6/25/24 20,000 19,993
Royal Bank of Scotland Group plc 4.800% 4/5/26 4,731 4,724
5 Royal Bank of Scotland Group plc 4.892% 5/18/29 25,600 25,318
5 Royal Bank of Scotland Group plc 5.076% 1/27/30 39,700 39,741
Santander Holdings USA Inc. 2.650% 4/17/20 7,432 7,353

 

 

  Santander Holdings USA Inc. 3.700% 3/28/22 21,590 21,280
  Santander Holdings USA Inc. 3.400% 1/18/23 12,900 12,431
  Santander Holdings USA Inc. 4.500% 7/17/25 9,425 9,282
  Santander Holdings USA Inc. 4.400% 7/13/27 11,525 11,003
  Santander UK Group Holdings plc 2.875% 10/16/20 15,220 15,033
  Santander UK Group Holdings plc 3.125% 1/8/21 18,025 17,773
  Santander UK Group Holdings plc 2.875% 8/5/21 11,449 11,144
  Santander UK Group Holdings plc 3.571% 1/10/23 7,551 7,336
5 Santander UK Group Holdings plc 3.823% 11/3/28 7,073 6,493
  Santander UK plc 2.375% 3/16/20 3,791 3,743
  Santander UK plc 3.400% 6/1/21 15,000 14,942
  Santander UK plc 4.000% 3/13/24 17,980 18,027
  Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,500 5,419
  Skandinaviska Enskilda Banken AB 2.625% 3/15/21 11,895 11,654
  Skandinaviska Enskilda Banken AB 1.875% 9/13/21 31,400 29,980
  Skandinaviska Enskilda Banken AB 2.800% 3/11/22 8,150 7,942
  State Street Corp. 4.375% 3/7/21 1,015 1,043
  State Street Corp. 1.950% 5/19/21 7,285 7,044
5 State Street Corp. 2.653% 5/15/23 5,850 5,666
  State Street Corp. 3.100% 5/15/23 9,208 9,004
  State Street Corp. 3.700% 11/20/23 6,964 7,007
  State Street Corp. 3.300% 12/16/24 10,950 10,765
  State Street Corp. 3.550% 8/18/25 18,516 18,355
  State Street Corp. 2.650% 5/19/26 7,665 7,098
  Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 14,200 14,064
  Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 16,570 16,446
  Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 18,200 18,042
  Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 4,850 4,776
  Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,700 3,629
  Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 5,837 5,735
  Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 533
  Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 9,998 10,043
  Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 9,850 9,879
  Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 7,050 6,817
  Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 3,100 3,015
  Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 7,488 7,382
  Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 5,975 5,726
  Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 10,729 10,350
  Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 10,144 9,874
  Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 25,408 24,571
  Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 9,804 9,419
  Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 15,385 14,935
  Sumitomo Mitsui Financial Group Inc. 3.748% 7/19/23 9,850 9,801
10 Sumitomo Mitsui Financial Group Inc. 4.436% 4/2/24 50 50
  Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 12,568 12,265
  Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 40,394 36,416
  Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 6,550 6,050
  Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 10,505 9,960
  Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 20,308 19,180
  Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 15,350 14,611
  Sumitomo Mitsui Financial Group Inc. 3.944% 7/19/28 25,000 24,625
  SunTrust Bank 2.250% 1/31/20 14,375 14,210
5 SunTrust Bank 2.590% 1/29/21 8,000 7,921
  SunTrust Bank 3.000% 2/2/23 5,466 5,328
  SunTrust Bank 2.750% 5/1/23 6,225 6,012
  SunTrust Bank 3.300% 5/15/26 7,025 6,619
5 SunTrust Bank 3.502% 8/2/22 8,500 8,471

 

 

5 SunTrust Bank 3.689% 8/2/24 11,500 11,401
  SunTrust Banks Inc. 2.900% 3/3/21 5,957 5,879
  SunTrust Banks Inc. 2.700% 1/27/22 13,119 12,750
  SunTrust Banks Inc. 4.000% 5/1/25 6,000 6,016
  SVB Financial Group 3.500% 1/29/25 4,475 4,328
  Svenska Handelsbanken AB 2.400% 10/1/20 5,300 5,202
  Svenska Handelsbanken AB 2.450% 3/30/21 9,407 9,192
  Svenska Handelsbanken AB 3.350% 5/24/21 21,050 20,990
  Svenska Handelsbanken AB 1.875% 9/7/21 8,753 8,371
  Synchrony Bank 3.650% 5/24/21 18,000 17,851
  Synchrony Bank 3.000% 6/15/22 4,307 4,129
  Synchrony Financial 2.700% 2/3/20 7,595 7,507
  Synchrony Financial 3.750% 8/15/21 6,388 6,340
  Synchrony Financial 4.250% 8/15/24 29,871 28,837
  Synchrony Financial 4.500% 7/23/25 16,924 16,313
  Synchrony Financial 3.700% 8/4/26 9,010 8,136
  Synchrony Financial 3.950% 12/1/27 11,225 10,171
  Synovus Financial Corp. 3.125% 11/1/22 3,257 3,122
  Toronto-Dominion Bank 2.250% 11/5/19 28,047 27,851
  Toronto-Dominion Bank 3.000% 6/11/20 4,550 4,541
  Toronto-Dominion Bank 3.150% 9/17/20 10,000 10,025
  Toronto-Dominion Bank 2.500% 12/14/20 12,541 12,329
  Toronto-Dominion Bank 2.550% 1/25/21 30,700 30,202
  Toronto-Dominion Bank 2.125% 4/7/21 20,937 20,361
  Toronto-Dominion Bank 3.250% 6/11/21 6,000 5,995
  Toronto-Dominion Bank 1.800% 7/13/21 16,432 15,806
  Toronto-Dominion Bank 3.500% 7/19/23 5,200 5,199
5 Toronto-Dominion Bank 3.625% 9/15/31 6,340 5,939
  UBS AG 2.350% 3/26/20 4,640 4,575
  UBS AG 4.875% 8/4/20 2,510 2,576
10 UBS AG 2.450% 12/1/20 22,580 22,083
10 UBS Group Funding Jersey Ltd. 2.950% 9/24/20 160 158
  US Bancorp 2.350% 1/29/21 8,684 8,518
  US Bancorp 4.125% 5/24/21 7,382 7,537
  US Bancorp 2.625% 1/24/22 17,864 17,463
  US Bancorp 3.000% 3/15/22 2,254 2,227
  US Bancorp 2.950% 7/15/22 17,278 16,862
  US Bancorp 3.700% 1/30/24 2,880 2,897
  US Bancorp 3.600% 9/11/24 2,605 2,580
  US Bancorp 3.100% 4/27/26 6,295 5,954
  US Bancorp 2.375% 7/22/26 7,500 6,791
  US Bancorp 3.150% 4/27/27 17,025 16,253
  US Bancorp 3.900% 4/26/28 11,750 11,858
  US Bank NA 2.125% 10/28/19 14,250 14,153
  US Bank NA 2.350% 1/23/20 3,000 2,975
  US Bank NA 2.000% 1/24/20 14,900 14,710
  US Bank NA 2.050% 10/23/20 9,550 9,333
5 US Bank NA 3.104% 5/21/21 500 499
  US Bank NA 2.850% 1/23/23 8,375 8,151
  US Bank NA 2.800% 1/27/25 20,529 19,491
  US Bank NA/Cincinnati OH 3.050% 7/24/20 8,000 7,976
  US Bank NA/Cincinnati OH 3.400% 7/24/23 8,475 8,436
  Wachovia Corp. 6.605% 10/1/25 3,175 3,529
  Wachovia Corp. 5.500% 8/1/35 13,477 14,545
  Wachovia Corp. 6.550% 10/15/35 7,625 9,099
  Wells Fargo & Co. 2.150% 1/30/20 6,744 6,665
  Wells Fargo & Co. 2.600% 7/22/20 32,961 32,604

 

 

Wells Fargo & Co. 2.550% 12/7/20 22,241 21,897
Wells Fargo & Co. 3.000% 1/22/21 15,420 15,294
Wells Fargo & Co. 2.500% 3/4/21 33,235 32,537
Wells Fargo & Co. 4.600% 4/1/21 20,877 21,472
Wells Fargo & Co. 2.100% 7/26/21 58,676 56,519
Wells Fargo & Co. 3.500% 3/8/22 23,915 23,880
Wells Fargo & Co. 2.625% 7/22/22 44,300 42,752
Wells Fargo & Co. 3.069% 1/24/23 40,005 38,983
Wells Fargo & Co. 3.450% 2/13/23 20,348 19,923
Wells Fargo & Co. 4.125% 8/15/23 14,764 14,952
Wells Fargo & Co. 4.480% 1/16/24 11,285 11,543
Wells Fargo & Co. 3.300% 9/9/24 24,331 23,532
Wells Fargo & Co. 3.000% 2/19/25 19,949 18,895
Wells Fargo & Co. 3.550% 9/29/25 26,295 25,621
Wells Fargo & Co. 3.000% 4/22/26 29,322 27,183
Wells Fargo & Co. 4.100% 6/3/26 41,631 41,027
Wells Fargo & Co. 3.000% 10/23/26 35,170 32,574
Wells Fargo & Co. 4.300% 7/22/27 23,005 22,931
5 Wells Fargo & Co. 3.584% 5/22/28 30,950 29,679
Wells Fargo & Co. 5.375% 2/7/35 13,219 14,797
Wells Fargo & Co. 5.375% 11/2/43 33,388 35,778
Wells Fargo & Co. 5.606% 1/15/44 6,699 7,445
Wells Fargo & Co. 4.650% 11/4/44 15,990 15,665
Wells Fargo & Co. 3.900% 5/1/45 25,425 23,605
Wells Fargo & Co. 4.900% 11/17/45 28,332 28,727
Wells Fargo & Co. 4.400% 6/14/46 15,827 14,845
Wells Fargo & Co. 4.750% 12/7/46 8,450 8,388
Wells Fargo Bank NA 2.150% 12/6/19 25,750 25,551
Wells Fargo Bank NA 2.400% 1/15/20 20,000 19,842
Wells Fargo Bank NA 2.600% 1/15/21 15,000 14,738
5 Wells Fargo Bank NA 3.325% 7/23/21 13,775 13,757
Wells Fargo Bank NA 3.550% 8/14/23 12,000 11,928
Wells Fargo Bank NA 5.950% 8/26/36 11,453 13,314
Wells Fargo Bank NA 5.850% 2/1/37 14,729 16,938
Wells Fargo Bank NA 6.600% 1/15/38 10,694 13,366
5 Wells Fargo Capital X 5.950% 12/1/86 4,717 5,035
Westpac Banking Corp. 4.875% 11/19/19 17,454 17,816
Westpac Banking Corp. 2.150% 3/6/20 23,325 22,998
Westpac Banking Corp. 3.050% 5/15/20 4,525 4,503
Westpac Banking Corp. 2.300% 5/26/20 13,100 12,907
Westpac Banking Corp. 2.600% 11/23/20 21,525 21,184
Westpac Banking Corp. 2.650% 1/25/21 3,816 3,752
Westpac Banking Corp. 2.100% 5/13/21 39,250 37,981
Westpac Banking Corp. 2.000% 8/19/21 16,200 15,547
Westpac Banking Corp. 2.800% 1/11/22 14,900 14,532
Westpac Banking Corp. 2.500% 6/28/22 25,000 24,015
Westpac Banking Corp. 2.750% 1/11/23 7,700 7,432
Westpac Banking Corp. 3.650% 5/15/23 5,500 5,489
Westpac Banking Corp. 2.850% 5/13/26 23,225 21,423
Westpac Banking Corp. 2.700% 8/19/26 18,675 16,984
Westpac Banking Corp. 3.350% 3/8/27 16,125 15,332
5 Westpac Banking Corp. 4.322% 11/23/31 29,000 27,857
ZB NA 3.500% 8/27/21 11,500 11,434
 
Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 8,525 8,612
Affiliated Managers Group Inc. 3.500% 8/1/25 8,400 8,052

 

 

  Ameriprise Financial Inc. 5.300% 3/15/20 3,942 4,060
  Ameriprise Financial Inc. 4.000% 10/15/23 10,763 10,892
  Ameriprise Financial Inc. 3.700% 10/15/24 5,912 5,863
  Ameriprise Financial Inc. 2.875% 9/15/26 100 92
10 Apollo Management Holdings LP 4.400% 5/27/26 150 148
  BGC Partners Inc. 5.375% 12/9/19 412 419
  BGC Partners Inc. 5.125% 5/27/21 2,625 2,687
  BlackRock Inc. 5.000% 12/10/19 7,923 8,090
  BlackRock Inc. 4.250% 5/24/21 6,540 6,694
  BlackRock Inc. 3.375% 6/1/22 12,035 12,031
  BlackRock Inc. 3.500% 3/18/24 17,225 17,220
  BlackRock Inc. 3.200% 3/15/27 500 480
  Brookfield Asset Management Inc. 4.000% 1/15/25 5,745 5,656
  Brookfield Finance Inc. 4.250% 6/2/26 2,200 2,171
  Brookfield Finance Inc. 3.900% 1/25/28 3,000 2,868
  Brookfield Finance Inc. 4.700% 9/20/47 9,650 9,312
  Brookfield Finance LLC 4.000% 4/1/24 7,625 7,564
  CBOE Global Markets Inc. 3.650% 1/12/27 6,626 6,349
  Charles Schwab Corp. 4.450% 7/22/20 10,850 11,084
  Charles Schwab Corp. 3.225% 9/1/22 3,955 3,913
  Charles Schwab Corp. 2.650% 1/25/23 5,325 5,148
  Charles Schwab Corp. 3.850% 5/21/25 3,000 3,022
  Charles Schwab Corp. 3.450% 2/13/26 3,445 3,374
  Charles Schwab Corp. 3.200% 3/2/27 12,300 11,701
  Charles Schwab Corp. 3.200% 1/25/28 5,325 5,039
  CME Group Inc. 3.000% 9/15/22 7,887 7,775
  CME Group Inc. 3.000% 3/15/25 5,879 5,663
  CME Group Inc. 5.300% 9/15/43 8,074 9,305
  CME Group Inc. 4.150% 6/15/48 7,475 7,391
  E*TRADE Financial Corp. 2.950% 8/24/22 365 353
  E*TRADE Financial Corp. 3.800% 8/24/27 6,150 5,848
  E*TRADE Financial Corp. 4.500% 6/20/28 2,760 2,761
  Eaton Vance Corp. 3.625% 6/15/23 3,350 3,307
  Eaton Vance Corp. 3.500% 4/6/27 4,530 4,376
  Franklin Resources Inc. 2.800% 9/15/22 10,550 10,243
  Franklin Resources Inc. 2.850% 3/30/25 1,985 1,875
  Intercontinental Exchange Inc. 2.750% 12/1/20 11,900 11,799
  Intercontinental Exchange Inc. 3.450% 9/21/23 4,500 4,476
  Intercontinental Exchange Inc. 4.000% 10/15/23 13,771 14,077
  Intercontinental Exchange Inc. 3.750% 12/1/25 13,010 12,991
  Intercontinental Exchange Inc. 3.100% 9/15/27 2,246 2,124
  Intercontinental Exchange Inc. 3.750% 9/21/28 4,850 4,789
  Intercontinental Exchange Inc. 4.250% 9/21/48 8,950 8,804
  Invesco Finance plc 3.125% 11/30/22 7,092 6,950
  Invesco Finance plc 4.000% 1/30/24 13,849 13,878
  Invesco Finance plc 3.750% 1/15/26 2,129 2,085
  Invesco Finance plc 5.375% 11/30/43 11,762 12,984
  Janus Capital Group Inc. 4.875% 8/1/25 3,950 4,021
  Jefferies Financial Group Inc. 5.500% 10/18/23 8,650 8,916
  Jefferies Group LLC 6.875% 4/15/21 12,272 13,148
  Jefferies Group LLC 5.125% 1/20/23 1,580 1,628
  Jefferies Group LLC 4.850% 1/15/27 14,027 13,788
  Jefferies Group LLC 6.450% 6/8/27 475 511
  Jefferies Group LLC 6.250% 1/15/36 3,575 3,591
  Jefferies Group LLC 6.500% 1/20/43 4,075 4,182
  Jefferies Group LLC / Jefferies Group        
  Capital Finance Inc. 4.150% 1/23/30 12,825 11,517

 

 

Lazard Group LLC 3.750% 2/13/25 615 593
Lazard Group LLC 3.625% 3/1/27 5,620 5,243
Lazard Group LLC 4.500% 9/19/28 4,800 4,715
Legg Mason Inc. 3.950% 7/15/24 1,775 1,747
Legg Mason Inc. 4.750% 3/15/26 3,375 3,438
Legg Mason Inc. 5.625% 1/15/44 7,170 7,245
Nasdaq Inc. 5.550% 1/15/20 10,175 10,479
Nasdaq Inc. 3.850% 6/30/26 5,414 5,222
Nomura Holdings Inc. 6.700% 3/4/20 7,830 8,169
Raymond James Financial Inc. 3.625% 9/15/26 2,601 2,487
Raymond James Financial Inc. 4.950% 7/15/46 14,395 14,597
Stifel Financial Corp. 4.250% 7/18/24 10,125 10,112
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,250 2,314
TD Ameritrade Holding Corp. 2.950% 4/1/22 17,080 16,743
TD Ameritrade Holding Corp. 3.625% 4/1/25 5,975 5,874
TD Ameritrade Holding Corp. 3.300% 4/1/27 6,217 5,956
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.250% 7/1/20 12,167 12,289
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 10/30/20 10,836 11,039
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.500% 5/15/21 11,138 11,319
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 5.000% 10/1/21 16,905 17,391
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.950% 2/1/22 13,977 13,942
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.500% 5/26/22 2,900 2,846
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 7/1/22 6,739 6,865
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.300% 1/23/23 5,085 4,888
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.500% 1/15/25 200 188
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.450% 10/1/25 6,900 6,822
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.650% 7/21/27 8,506 7,762
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.875% 1/23/28 8,750 8,116
Air Lease Corp. 2.125% 1/15/20 2,850 2,799
Air Lease Corp. 4.750% 3/1/20 10,700 10,870
Air Lease Corp. 2.500% 3/1/21 6,497 6,325
Air Lease Corp. 3.875% 4/1/21 4,415 4,436
Air Lease Corp. 3.375% 6/1/21 630 626
Air Lease Corp. 3.500% 1/15/22 1,500 1,490
Air Lease Corp. 3.750% 2/1/22 4,525 4,513
Air Lease Corp. 2.625% 7/1/22 6,688 6,403
Air Lease Corp. 2.750% 1/15/23 4,625 4,387
Air Lease Corp. 3.875% 7/3/23 22,325 22,018
Air Lease Corp. 3.000% 9/15/23 628 596
Air Lease Corp. 4.250% 9/15/24 1,152 1,146
Air Lease Corp. 3.250% 3/1/25 10,680 9,941
Air Lease Corp. 3.625% 4/1/27 4,325 3,993
Air Lease Corp. 3.625% 12/1/27 3,250 2,980

 

 

Air Lease Corp. 4.625% 10/1/28 5,800 5,711
Aircastle Ltd. 4.400% 9/25/23 7,125 7,089
Ares Capital Corp. 3.875% 1/15/20 1,700 1,701
Ares Capital Corp. 3.500% 2/10/23 16,835 16,088
Ares Capital Corp. 4.250% 3/1/25 6,780 6,503
FS Investment Corp. 4.750% 5/15/22 1,709 1,680
GATX Corp. 4.850% 6/1/21 100 103
GATX Corp. 3.250% 3/30/25 4,970 4,676
GATX Corp. 3.250% 9/15/26 3,100 2,835
GATX Corp. 3.850% 3/30/27 8,350 7,928
GATX Corp. 3.500% 3/15/28 5,575 5,116
GATX Corp. 4.550% 11/7/28 8,900 8,883
GATX Corp. 5.200% 3/15/44 875 902
GATX Corp. 4.500% 3/30/45 1,952 1,794
GE Capital International Funding Co.        
Unlimited Co. 2.342% 11/15/20 94,636 92,258
GE Capital International Funding Co.        
Unlimited Co. 3.373% 11/15/25 21,849 20,793
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 121,718 114,481
International Lease Finance Corp. 8.250% 12/15/20 13,798 15,060
International Lease Finance Corp. 4.625% 4/15/21 5,795 5,913
International Lease Finance Corp. 8.625% 1/15/22 6,510 7,405
International Lease Finance Corp. 5.875% 8/15/22 9,634 10,200
Prospect Capital Corp. 5.875% 3/15/23 1,610 1,640
 
Insurance (1.3%)        
ACE Capital Trust II 9.700% 4/1/30 1,529 2,125
AEGON Funding Co. LLC 5.750% 12/15/20 9,350 9,797
5 Aegon NV 5.500% 4/11/48 7,800 7,517
Aetna Inc. 4.125% 6/1/21 389 395
Aetna Inc. 2.750% 11/15/22 9,750 9,389
Aetna Inc. 2.800% 6/15/23 13,025 12,481
Aetna Inc. 3.500% 11/15/24 11,643 11,333
Aetna Inc. 6.625% 6/15/36 8,456 10,259
Aetna Inc. 6.750% 12/15/37 3,327 4,178
Aetna Inc. 4.500% 5/15/42 4,042 3,905
Aetna Inc. 4.125% 11/15/42 2,253 2,055
Aetna Inc. 4.750% 3/15/44 3,575 3,529
Aetna Inc. 3.875% 8/15/47 12,600 11,151
Aflac Inc. 2.400% 3/16/20 13,356 13,219
Aflac Inc. 4.000% 2/15/22 1,150 1,166
Aflac Inc. 3.625% 6/15/23 8,610 8,595
Aflac Inc. 3.625% 11/15/24 8,215 8,171
Aflac Inc. 3.250% 3/17/25 5,547 5,357
Aflac Inc. 2.875% 10/15/26 1,000 931
Aflac Inc. 4.000% 10/15/46 4,450 4,114
Alleghany Corp. 5.625% 9/15/20 3,425 3,562
Alleghany Corp. 4.950% 6/27/22 2,295 2,389
Alleghany Corp. 4.900% 9/15/44 8,027 7,935
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 10,461 10,070
Allstate Corp. 3.150% 6/15/23 9,975 9,784
Allstate Corp. 3.280% 12/15/26 5,200 4,981
Allstate Corp. 5.350% 6/1/33 1,579 1,752
Allstate Corp. 5.550% 5/9/35 2,906 3,293
Allstate Corp. 5.950% 4/1/36 28 33
Allstate Corp. 4.500% 6/15/43 7,687 7,813

 

 

Allstate Corp. 4.200% 12/15/46 7,295 7,108
5 Allstate Corp. 5.750% 8/15/53 7,715 7,985
5 Allstate Corp. 6.500% 5/15/67 4,240 4,696
Alterra Finance LLC 6.250% 9/30/20 985 1,028
American Financial Group Inc. 3.500% 8/15/26 2,700 2,517
American Financial Group Inc. 4.500% 6/15/47 7,015 6,544
American International Group Inc. 3.375% 8/15/20 10,575 10,573
American International Group Inc. 6.400% 12/15/20 28,088 29,840
American International Group Inc. 3.300% 3/1/21 1,725 1,716
American International Group Inc. 4.875% 6/1/22 15,983 16,617
American International Group Inc. 4.125% 2/15/24 14,640 14,668
American International Group Inc. 3.750% 7/10/25 960 930
American International Group Inc. 3.900% 4/1/26 9,610 9,388
American International Group Inc. 4.200% 4/1/28 10,550 10,460
American International Group Inc. 3.875% 1/15/35 10,557 9,484
American International Group Inc. 4.700% 7/10/35 5,345 5,273
American International Group Inc. 6.250% 5/1/36 11,923 13,670
American International Group Inc. 4.500% 7/16/44 22,063 20,913
American International Group Inc. 4.800% 7/10/45 4,415 4,356
American International Group Inc. 4.750% 4/1/48 14,800 14,485
5 American International Group Inc. 5.750% 4/1/48 8,522 8,343
American International Group Inc. 4.375% 1/15/55 10,780 9,357
5 American International Group Inc. 8.175% 5/15/68 4,725 5,894
Anthem Inc. 4.350% 8/15/20 6,925 7,054
Anthem Inc. 2.500% 11/21/20 2,650 2,610
Anthem Inc. 3.700% 8/15/21 6,874 6,915
Anthem Inc. 3.125% 5/15/22 11,940 11,758
Anthem Inc. 2.950% 12/1/22 7,725 7,510
Anthem Inc. 3.300% 1/15/23 11,747 11,555
Anthem Inc. 3.500% 8/15/24 6,709 6,547
Anthem Inc. 3.350% 12/1/24 8,840 8,573
Anthem Inc. 3.650% 12/1/27 19,395 18,456
Anthem Inc. 4.101% 3/1/28 30,750 30,305
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 5.850% 1/15/36 3,260 3,647
Anthem Inc. 6.375% 6/15/37 4,000 4,663
Anthem Inc. 4.625% 5/15/42 13,062 12,741
Anthem Inc. 4.650% 1/15/43 12,831 12,646
Anthem Inc. 5.100% 1/15/44 5,405 5,592
Anthem Inc. 4.650% 8/15/44 1,265 1,246
Anthem Inc. 4.375% 12/1/47 15,560 14,694
Anthem Inc. 4.550% 3/1/48 2,545 2,466
Anthem Inc. 4.850% 8/15/54 3,650 3,390
Aon Corp. 5.000% 9/30/20 6,235 6,422
Aon Corp. 8.205% 1/1/27 469 570
Aon Corp. 6.250% 9/30/40 4,475 5,317
Aon plc 2.800% 3/15/21 13,515 13,258
Aon plc 3.500% 6/14/24 6,500 6,332
Aon plc 3.875% 12/15/25 9,974 9,832
Aon plc 4.600% 6/14/44 9,042 8,741
Aon plc 4.750% 5/15/45 1,702 1,704
Arch Capital Finance LLC 4.011% 12/15/26 10,220 10,070
Arch Capital Finance LLC 5.031% 12/15/46 7,357 7,711
Arch Capital Group Ltd. 7.350% 5/1/34 4,510 5,722
Arch Capital Group US Inc. 5.144% 11/1/43 940 987
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 10,990 11,091
Assurant Inc. 4.000% 3/15/23 8,175 8,104

 

 

  Assurant Inc. 4.200% 9/27/23 2,120 2,109
  Assurant Inc. 4.900% 3/27/28 3,200 3,189
  Assurant Inc. 6.750% 2/15/34 6,650 7,609
  Assured Guaranty US Holdings Inc. 5.000% 7/1/24 1,173 1,206
  Athene Holding Ltd. 4.125% 1/12/28 11,850 11,101
10 AXA Equitable Holdings Inc. 3.900% 4/20/23 3,350 3,312
10 AXA Equitable Holdings Inc. 4.350% 4/20/28 52,715 50,978
10 AXA Equitable Holdings Inc. 5.000% 4/20/48 20,410 19,045
  AXA Financial Inc. 7.000% 4/1/28 4,150 4,657
  AXA SA 8.600% 12/15/30 13,421 17,527
  AXIS Specialty Finance LLC 5.875% 6/1/20 13,850 14,342
  AXIS Specialty Finance plc 4.000% 12/6/27 14,850 14,035
  Berkshire Hathaway Finance Corp. 2.900% 10/15/20 13,697 13,672
  Berkshire Hathaway Finance Corp. 4.250% 1/15/21 3,402 3,486
  Berkshire Hathaway Finance Corp. 3.000% 5/15/22 21,835 21,667
  Berkshire Hathaway Finance Corp. 5.750% 1/15/40 8,090 9,702
  Berkshire Hathaway Finance Corp. 4.400% 5/15/42 5,675 5,742
  Berkshire Hathaway Finance Corp. 4.300% 5/15/43 7,775 7,810
  Berkshire Hathaway Finance Corp. 4.200% 8/15/48 34,000 33,780
  Berkshire Hathaway Inc. 2.200% 3/15/21 5,716 5,594
  Berkshire Hathaway Inc. 3.750% 8/15/21 2,952 3,007
  Berkshire Hathaway Inc. 3.400% 1/31/22 1,555 1,564
  Berkshire Hathaway Inc. 3.000% 2/11/23 3,806 3,767
  Berkshire Hathaway Inc. 2.750% 3/15/23 27,148 26,429
  Berkshire Hathaway Inc. 3.125% 3/15/26 37,416 35,993
  Berkshire Hathaway Inc. 4.500% 2/11/43 10,179 10,549
  Brighthouse Financial Inc. 3.700% 6/22/27 16,335 14,450
  Brighthouse Financial Inc. 4.700% 6/22/47 9,300 7,677
  Brown & Brown Inc. 4.200% 9/15/24 5,390 5,327
  Chubb Corp. 6.000% 5/11/37 4,545 5,469
  Chubb Corp. 6.500% 5/15/38 2,141 2,728
  Chubb INA Holdings Inc. 2.300% 11/3/20 7,487 7,349
  Chubb INA Holdings Inc. 2.875% 11/3/22 21,166 20,637
  Chubb INA Holdings Inc. 2.700% 3/13/23 12,433 11,994
  Chubb INA Holdings Inc. 3.350% 5/15/24 5,399 5,300
  Chubb INA Holdings Inc. 3.150% 3/15/25 8,826 8,533
  Chubb INA Holdings Inc. 3.350% 5/3/26 16,290 15,828
  Chubb INA Holdings Inc. 6.700% 5/15/36 490 625
  Chubb INA Holdings Inc. 4.150% 3/13/43 4,908 4,841
  Chubb INA Holdings Inc. 4.350% 11/3/45 21,325 21,662
  Cigna Corp. 5.125% 6/15/20 3,064 3,156
  Cigna Corp. 4.375% 12/15/20 8,571 8,720
  Cigna Corp. 4.500% 3/15/21 1,050 1,074
  Cigna Corp. 4.000% 2/15/22 7,915 7,983
  Cigna Corp. 3.250% 4/15/25 6,875 6,492
  Cigna Corp. 7.875% 5/15/27 985 1,214
  Cigna Corp. 3.050% 10/15/27 16,950 15,290
  Cigna Corp. 5.375% 2/15/42 3,146 3,288
  Cigna Corp. 3.875% 10/15/47 9,650 8,289
  Cincinnati Financial Corp. 6.920% 5/15/28 4,256 5,055
  Cincinnati Financial Corp. 6.125% 11/1/34 1,870 2,168
  CNA Financial Corp. 5.875% 8/15/20 5,820 6,066
  CNA Financial Corp. 5.750% 8/15/21 4,118 4,344
  CNA Financial Corp. 3.950% 5/15/24 3,410 3,392
  CNA Financial Corp. 4.500% 3/1/26 1,850 1,869
  CNA Financial Corp. 3.450% 8/15/27 6,360 5,885
  Coventry Health Care Inc. 5.450% 6/15/21 9,645 10,102

 

 

  Enstar Group Ltd. 4.500% 3/10/22 2,382 2,382
  Everest Reinsurance Holdings Inc. 4.868% 6/1/44 4,500 4,421
10 Fairfax Financial Holdings Ltd. 4.850% 4/17/28 5,575 5,500
  Fidelity National Financial Inc. 5.500% 9/1/22 4,300 4,551
  First American Financial Corp. 4.600% 11/15/24 5,050 5,054
10 Halfmoon Parent Inc. 4.125% 11/15/25 14,932 14,894
10 Halfmoon Parent Inc. 4.375% 10/15/28 26,950 26,800
  Hanover Insurance Group Inc. 4.500% 4/15/26 5,000 4,942
  Hartford Financial Services Group Inc. 5.125% 4/15/22 7,173 7,502
  Hartford Financial Services Group Inc. 5.950% 10/15/36 3,645 4,171
  Hartford Financial Services Group Inc. 6.100% 10/1/41 5,171 6,053
  Hartford Financial Services Group Inc. 4.300% 4/15/43 6,290 5,952
  Humana Inc. 2.625% 10/1/19 5,100 5,064
  Humana Inc. 3.150% 12/1/22 6,360 6,208
  Humana Inc. 2.900% 12/15/22 7,370 7,142
  Humana Inc. 3.850% 10/1/24 9,048 8,946
  Humana Inc. 3.950% 3/15/27 7,750 7,600
  Humana Inc. 4.625% 12/1/42 6,703 6,583
  Humana Inc. 4.950% 10/1/44 5,808 6,016
  Humana Inc. 4.800% 3/15/47 1,550 1,579
  Kemper Corp. 4.350% 2/15/25 1,850 1,814
  Lincoln National Corp. 6.250% 2/15/20 1,268 1,315
  Lincoln National Corp. 4.200% 3/15/22 5,615 5,699
  Lincoln National Corp. 4.000% 9/1/23 6,505 6,567
  Lincoln National Corp. 3.350% 3/9/25 3,197 3,062
  Lincoln National Corp. 3.625% 12/12/26 4,165 3,974
  Lincoln National Corp. 3.800% 3/1/28 10,250 9,892
  Lincoln National Corp. 6.150% 4/7/36 3,581 4,053
  Lincoln National Corp. 6.300% 10/9/37 3,593 4,167
  Lincoln National Corp. 7.000% 6/15/40 3,075 3,855
  Loews Corp. 2.625% 5/15/23 10,875 10,407
  Loews Corp. 3.750% 4/1/26 110 109
  Loews Corp. 6.000% 2/1/35 643 733
  Loews Corp. 4.125% 5/15/43 11,562 10,790
  Manulife Financial Corp. 4.900% 9/17/20 13,034 13,423
  Manulife Financial Corp. 4.150% 3/4/26 6,916 6,932
5 Manulife Financial Corp. 4.061% 2/24/32 8,285 7,875
  Manulife Financial Corp. 5.375% 3/4/46 8,317 9,339
  Markel Corp. 4.900% 7/1/22 700 714
  Markel Corp. 3.500% 11/1/27 4,375 4,075
  Markel Corp. 5.000% 4/5/46 5,653 5,764
  Markel Corp. 4.300% 11/1/47 4,000 3,637
  Marsh & McLennan Cos. Inc. 2.350% 3/6/20 6,425 6,336
  Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,099 2,161
  Marsh & McLennan Cos. Inc. 2.750% 1/30/22 7,390 7,184
  Marsh & McLennan Cos. Inc. 4.050% 10/15/23 6,068 6,110
  Marsh & McLennan Cos. Inc. 3.500% 6/3/24 14,400 14,107
  Marsh & McLennan Cos. Inc. 3.500% 3/10/25 15,895 15,453
  Marsh & McLennan Cos. Inc. 3.750% 3/14/26 4,255 4,167
  Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,789 3,191
  Marsh & McLennan Cos. Inc. 4.350% 1/30/47 4,930 4,728
  Marsh & McLennan Cos. Inc. 4.200% 3/1/48 10,875 10,252
  Mercury General Corp. 4.400% 3/15/27 4,110 3,952
  MetLife Inc. 4.750% 2/8/21 9,530 9,815
  MetLife Inc. 3.048% 12/15/22 6,250 6,124
  MetLife Inc. 4.368% 9/15/23 5,435 5,622
  MetLife Inc. 3.600% 4/10/24 13,920 13,945

 

 

MetLife Inc. 3.000% 3/1/25 10,675 10,161
MetLife Inc. 3.600% 11/13/25 11,900 11,684
MetLife Inc. 6.500% 12/15/32 3,380 4,146
MetLife Inc. 6.375% 6/15/34 2,248 2,707
MetLife Inc. 5.700% 6/15/35 11,143 12,715
MetLife Inc. 5.875% 2/6/41 13,643 16,055
MetLife Inc. 4.125% 8/13/42 10,009 9,477
MetLife Inc. 4.875% 11/13/43 5,672 5,946
MetLife Inc. 4.721% 12/15/44 5,875 6,056
MetLife Inc. 4.050% 3/1/45 9,000 8,404
MetLife Inc. 4.600% 5/13/46 5,745 5,736
5 MetLife Inc. 6.400% 12/15/66 20,035 21,237
5 MetLife Inc. 10.750% 8/1/69 685 1,049
Munich Re America Corp. 7.450% 12/15/26 2,350 2,835
5 Nationwide Financial Services Inc. 6.750% 5/15/87 275 300
Old Republic International Corp. 4.875% 10/1/24 6,280 6,448
Old Republic International Corp. 3.875% 8/26/26 12,618 12,031
PartnerRe Finance B LLC 5.500% 6/1/20 13,654 14,041
Primerica Inc. 4.750% 7/15/22 1,900 1,959
Principal Financial Group Inc. 3.300% 9/15/22 2,875 2,834
Principal Financial Group Inc. 3.125% 5/15/23 3,661 3,555
Principal Financial Group Inc. 3.400% 5/15/25 5,353 5,170
Principal Financial Group Inc. 3.100% 11/15/26 4,852 4,480
Principal Financial Group Inc. 4.625% 9/15/42 1,730 1,711
Principal Financial Group Inc. 4.350% 5/15/43 1,043 987
Principal Financial Group Inc. 4.300% 11/15/46 7,220 6,902
5 Principal Financial Group Inc. 4.700% 5/15/55 3,250 3,258
Progressive Corp. 3.750% 8/23/21 10,283 10,357
Progressive Corp. 2.450% 1/15/27 2,060 1,863
Progressive Corp. 6.625% 3/1/29 4,820 5,755
Progressive Corp. 6.250% 12/1/32 325 392
Progressive Corp. 4.350% 4/25/44 3,660 3,610
Progressive Corp. 4.125% 4/15/47 16,725 16,273
Progressive Corp. 4.200% 3/15/48 7,050 6,959
Protective Life Corp. 7.375% 10/15/19 3,980 4,135
Prudential Financial Inc. 5.375% 6/21/20 6,530 6,762
Prudential Financial Inc. 4.500% 11/15/20 10,575 10,838
Prudential Financial Inc. 4.500% 11/16/21 4,820 4,969
Prudential Financial Inc. 3.500% 5/15/24 3,790 3,785
Prudential Financial Inc. 3.878% 3/27/28 2,500 2,477
Prudential Financial Inc. 5.750% 7/15/33 570 640
Prudential Financial Inc. 5.700% 12/14/36 12,363 14,043
Prudential Financial Inc. 6.625% 12/1/37 4,352 5,409
Prudential Financial Inc. 6.625% 6/21/40 4,275 5,320
Prudential Financial Inc. 6.200% 11/15/40 3,325 3,860
5 Prudential Financial Inc. 5.875% 9/15/42 12,570 13,326
5 Prudential Financial Inc. 5.625% 6/15/43 11,514 12,003
Prudential Financial Inc. 5.100% 8/15/43 3,450 3,641
5 Prudential Financial Inc. 5.200% 3/15/44 2,765 2,762
Prudential Financial Inc. 4.600% 5/15/44 4,970 4,985
5 Prudential Financial Inc. 5.375% 5/15/45 13,805 13,858
5 Prudential Financial Inc. 4.500% 9/15/47 5,097 4,734
Prudential Financial Inc. 3.905% 12/7/47 13,698 12,302
5 Prudential Financial Inc. 5.700% 9/15/48 13,385 13,290
Prudential Financial Inc. 3.935% 12/7/49 8,773 7,894
Reinsurance Group of America Inc. 5.000% 6/1/21 1,190 1,233
Reinsurance Group of America Inc. 4.700% 9/15/23 3,475 3,569

 

 

Reinsurance Group of America Inc. 3.950% 9/15/26 4,504 4,333
RenaissanceRe Finance Inc. 3.700% 4/1/25 3,300 3,203
RenaissanceRe Finance Inc. 3.450% 7/1/27 2,200 2,057
Sompo International Holdings Ltd. 4.700% 10/15/22 3,250 3,286
Sompo International Holdings Ltd. 7.000% 7/15/34 4,725 5,391
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,309 1,511
Torchmark Corp. 3.800% 9/15/22 110 110
Torchmark Corp. 4.550% 9/15/28 3,200 3,209
Transatlantic Holdings Inc. 8.000% 11/30/39 4,488 6,124
Travelers Cos. Inc. 3.900% 11/1/20 3,065 3,103
Travelers Cos. Inc. 6.750% 6/20/36 10 13
Travelers Cos. Inc. 6.250% 6/15/37 7,252 8,918
Travelers Cos. Inc. 5.350% 11/1/40 3,300 3,765
Travelers Cos. Inc. 4.600% 8/1/43 14,785 15,228
Travelers Cos. Inc. 3.750% 5/15/46 5,320 4,826
Travelers Cos. Inc. 4.000% 5/30/47 10,310 9,725
Travelers Property Casualty Corp. 6.375% 3/15/33 460 567
Trinity Acquisition plc 4.400% 3/15/26 7,025 6,966
UnitedHealth Group Inc. 2.300% 12/15/19 12,575 12,467
UnitedHealth Group Inc. 2.700% 7/15/20 14,585 14,491
UnitedHealth Group Inc. 1.950% 10/15/20 10,475 10,240
UnitedHealth Group Inc. 3.875% 10/15/20 1,060 1,074
UnitedHealth Group Inc. 4.700% 2/15/21 4,925 5,070
UnitedHealth Group Inc. 2.125% 3/15/21 6,355 6,193
UnitedHealth Group Inc. 3.150% 6/15/21 5,000 4,988
UnitedHealth Group Inc. 3.375% 11/15/21 2,050 2,055
UnitedHealth Group Inc. 2.875% 12/15/21 10,991 10,861
UnitedHealth Group Inc. 2.875% 3/15/22 3,221 3,165
UnitedHealth Group Inc. 3.350% 7/15/22 18,808 18,764
UnitedHealth Group Inc. 2.375% 10/15/22 8,000 7,659
UnitedHealth Group Inc. 2.750% 2/15/23 10,080 9,770
UnitedHealth Group Inc. 2.875% 3/15/23 2,586 2,518
UnitedHealth Group Inc. 3.500% 6/15/23 7,000 7,007
UnitedHealth Group Inc. 3.750% 7/15/25 11,161 11,179
UnitedHealth Group Inc. 3.100% 3/15/26 11,165 10,687
UnitedHealth Group Inc. 3.450% 1/15/27 4,655 4,559
UnitedHealth Group Inc. 3.375% 4/15/27 28,560 27,715
UnitedHealth Group Inc. 2.950% 10/15/27 10,900 10,186
UnitedHealth Group Inc. 3.850% 6/15/28 9,950 9,979
UnitedHealth Group Inc. 4.625% 7/15/35 11,251 12,019
UnitedHealth Group Inc. 5.800% 3/15/36 3,164 3,768
UnitedHealth Group Inc. 6.500% 6/15/37 1,705 2,184
UnitedHealth Group Inc. 6.625% 11/15/37 8,525 11,090
UnitedHealth Group Inc. 6.875% 2/15/38 18,696 24,861
UnitedHealth Group Inc. 5.950% 2/15/41 3,030 3,661
UnitedHealth Group Inc. 4.625% 11/15/41 9,411 9,781
UnitedHealth Group Inc. 4.375% 3/15/42 391 398
UnitedHealth Group Inc. 3.950% 10/15/42 15,631 14,893
UnitedHealth Group Inc. 4.250% 3/15/43 5,966 5,957
UnitedHealth Group Inc. 4.750% 7/15/45 16,962 18,196
UnitedHealth Group Inc. 4.200% 1/15/47 4,884 4,820
UnitedHealth Group Inc. 4.250% 4/15/47 14,150 14,173
UnitedHealth Group Inc. 3.750% 10/15/47 8,500 7,905
UnitedHealth Group Inc. 4.250% 6/15/48 14,550 14,529
Unum Group 5.625% 9/15/20 2,200 2,277
Unum Group 3.000% 5/15/21 3,000 2,944
Unum Group 4.000% 3/15/24 2,190 2,159

 

 

Unum Group 3.875% 11/5/25 175 167
Unum Group 5.750% 8/15/42 3,423 3,569
Voya Financial Inc. 3.125% 7/15/24 7,235 6,834
Voya Financial Inc. 3.650% 6/15/26 2,440 2,316
Voya Financial Inc. 5.700% 7/15/43 9,480 10,388
Voya Financial Inc. 4.800% 6/15/46 2,185 2,142
Willis North America Inc. 4.500% 9/15/28 4,600 4,584
Willis North America Inc. 5.050% 9/15/48 2,450 2,447
Willis Towers Watson plc 5.750% 3/15/21 9,351 9,782
WR Berkley Corp. 5.375% 9/15/20 595 615
WR Berkley Corp. 4.625% 3/15/22 2,550 2,619
WR Berkley Corp. 4.750% 8/1/44 4,088 3,940
XLIT Ltd. 5.750% 10/1/21 4,555 4,813
XLIT Ltd. 4.450% 3/31/25 2,850 2,802
XLIT Ltd. 6.250% 5/15/27 2,341 2,637
XLIT Ltd. 5.250% 12/15/43 6,875 7,274
XLIT Ltd. 5.500% 3/31/45 5,529 5,833
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 2,050 2,084
ORIX Corp. 2.900% 7/18/22 2,750 2,647
ORIX Corp. 3.250% 12/4/24 3,725 3,529
ORIX Corp. 3.700% 7/18/27 9,650 9,179
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 4,225 4,188
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 5,975 6,133
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 569 571
Alexandria Real Estate Equities Inc. 4.000% 1/15/24 3,200 3,208
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 9,000 8,638
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 400 397
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 3,602 3,463
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 4,800 4,610
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 3,135 3,123
Alexandria Real Estate Equities Inc. 4.700% 7/1/30 6,000 6,046
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,800 3,788
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,480 1,461
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 3,300 3,283
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 4,375 4,106
American Homes 4 Rent LP 4.250% 2/15/28 1,125 1,073
AvalonBay Communities Inc. 2.850% 3/15/23 6,264 6,036
AvalonBay Communities Inc. 4.200% 12/15/23 1,255 1,283
AvalonBay Communities Inc. 3.500% 11/15/24 3,325 3,270
AvalonBay Communities Inc. 3.450% 6/1/25 5,895 5,749
AvalonBay Communities Inc. 3.500% 11/15/25 600 586
AvalonBay Communities Inc. 2.950% 5/11/26 11,830 11,093
AvalonBay Communities Inc. 2.900% 10/15/26 1,625 1,513
AvalonBay Communities Inc. 3.350% 5/15/27 7,441 7,136
AvalonBay Communities Inc. 3.200% 1/15/28 5,790 5,514
AvalonBay Communities Inc. 4.350% 4/15/48 3,500 3,488
Boston Properties LP 5.875% 10/15/19 3,005 3,076
Boston Properties LP 5.625% 11/15/20 9,225 9,592
Boston Properties LP 4.125% 5/15/21 4,095 4,164

 

 

Boston Properties LP 3.850% 2/1/23 6,823 6,848
Boston Properties LP 3.125% 9/1/23 4,540 4,414
Boston Properties LP 3.800% 2/1/24 7,025 6,979
Boston Properties LP 3.200% 1/15/25 6,125 5,837
Boston Properties LP 3.650% 2/1/26 6,275 6,073
Boston Properties LP 2.750% 10/1/26 9,759 8,835
Brandywine Operating Partnership LP 3.950% 2/15/23 3,775 3,746
Brandywine Operating Partnership LP 3.950% 11/15/27 23,025 21,749
Brixmor Operating Partnership LP 3.875% 8/15/22 6,035 6,013
Brixmor Operating Partnership LP 3.250% 9/15/23 3,925 3,769
Brixmor Operating Partnership LP 3.650% 6/15/24 2,200 2,115
Brixmor Operating Partnership LP 3.850% 2/1/25 14,485 13,929
Brixmor Operating Partnership LP 4.125% 6/15/26 5,440 5,272
Brixmor Operating Partnership LP 3.900% 3/15/27 2,550 2,424
Camden Property Trust 2.950% 12/15/22 4,900 4,751
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 3,025 2,939
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 12,675 11,616
Corporate Office Properties LP 3.700% 6/15/21 3,725 3,674
Corporate Office Properties LP 3.600% 5/15/23 7,931 7,663
CubeSmart LP 4.375% 12/15/23 7,400 7,513
CubeSmart LP 4.000% 11/15/25 2,265 2,231
CubeSmart LP 3.125% 9/1/26 2,575 2,349
DDR Corp. 4.625% 7/15/22 9,490 9,677
DDR Corp. 3.625% 2/1/25 6,132 5,805
DDR Corp. 4.250% 2/1/26 2,740 2,672
DDR Corp. 4.700% 6/1/27 12,525 12,556
Digital Realty Trust LP 5.875% 2/1/20 2,175 2,229
Digital Realty Trust LP 3.400% 10/1/20 5,600 5,600
Digital Realty Trust LP 5.250% 3/15/21 8,815 9,111
Digital Realty Trust LP 3.950% 7/1/22 11,850 11,921
Digital Realty Trust LP 2.750% 2/1/23 2,750 2,625
Digital Realty Trust LP 4.750% 10/1/25 5,525 5,659
Digital Realty Trust LP 3.700% 8/15/27 7,420 7,050
Digital Realty Trust LP 4.450% 7/15/28 12,150 12,136
Duke Realty LP 4.375% 6/15/22 195 199
Duke Realty LP 3.875% 10/15/22 1,223 1,230
Duke Realty LP 3.625% 4/15/23 748 738
Duke Realty LP 3.750% 12/1/24 2,525 2,483
Duke Realty LP 3.250% 6/30/26 5,500 5,177
Duke Realty LP 3.375% 12/15/27 3,144 2,954
Duke Realty LP 4.000% 9/15/28 2,500 2,463
EPR Properties 5.750% 8/15/22 3,610 3,772
EPR Properties 5.250% 7/15/23 1,575 1,616
EPR Properties 4.500% 4/1/25 7,025 6,888
EPR Properties 4.750% 12/15/26 4,000 3,916
EPR Properties 4.500% 6/1/27 150 143
EPR Properties 4.950% 4/15/28 4,500 4,418
ERP Operating LP 4.750% 7/15/20 3,085 3,150
ERP Operating LP 4.625% 12/15/21 6,986 7,204
ERP Operating LP 3.000% 4/15/23 2,603 2,534
ERP Operating LP 3.375% 6/1/25 750 729
ERP Operating LP 2.850% 11/1/26 5,575 5,164
ERP Operating LP 3.250% 8/1/27 3,000 2,846
ERP Operating LP 3.500% 3/1/28 10,506 10,126
ERP Operating LP 4.500% 7/1/44 7,555 7,566

 

 

ERP Operating LP 4.500% 6/1/45 850 847
ERP Operating LP 4.000% 8/1/47 3,600 3,360
Essex Portfolio LP 5.200% 3/15/21 2,825 2,925
Essex Portfolio LP 3.250% 5/1/23 3,505 3,408
Essex Portfolio LP 3.500% 4/1/25 10,937 10,546
Essex Portfolio LP 3.375% 4/15/26 6,450 6,072
Essex Portfolio LP 4.500% 3/15/48 5,975 5,879
Federal Realty Investment Trust 2.750% 6/1/23 5,237 5,000
Federal Realty Investment Trust 3.250% 7/15/27 5,100 4,771
Federal Realty Investment Trust 4.500% 12/1/44 12,425 12,368
Government Properties Income Trust 4.000% 7/15/22 5,000 4,925
HCP Inc. 2.625% 2/1/20 4,589 4,548
HCP Inc. 3.150% 8/1/22 6,915 6,733
HCP Inc. 4.000% 12/1/22 10,750 10,763
HCP Inc. 4.250% 11/15/23 8,219 8,239
HCP Inc. 4.200% 3/1/24 3,950 3,919
HCP Inc. 3.875% 8/15/24 5,276 5,156
HCP Inc. 3.400% 2/1/25 1,980 1,876
HCP Inc. 4.000% 6/1/25 928 911
HCP Inc. 6.750% 2/1/41 555 685
Healthcare Realty Trust Inc. 3.750% 4/15/23 7,246 7,061
Healthcare Realty Trust Inc. 3.625% 1/15/28 3,125 2,907
Healthcare Trust of America Holdings LP 3.375% 7/15/21 3,840 3,810
Healthcare Trust of America Holdings LP 2.950% 7/1/22 3,850 3,714
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,500 1,473
Healthcare Trust of America Holdings LP 3.500% 8/1/26 6,275 5,856
Healthcare Trust of America Holdings LP 3.750% 7/1/27 3,400 3,193
Highwoods Realty LP 3.200% 6/15/21 13,850 13,609
Highwoods Realty LP 3.625% 1/15/23 100 98
Highwoods Realty LP 3.875% 3/1/27 6,279 6,018
Highwoods Realty LP 4.125% 3/15/28 2,943 2,865
Hospitality Properties Trust 5.000% 8/15/22 2,430 2,488
Hospitality Properties Trust 4.500% 6/15/23 8,272 8,280
Hospitality Properties Trust 4.650% 3/15/24 3,441 3,414
Hospitality Properties Trust 4.500% 3/15/25 753 735
Hospitality Properties Trust 5.250% 2/15/26 2,740 2,763
Hospitality Properties Trust 4.950% 2/15/27 3,625 3,544
Hospitality Properties Trust 3.950% 1/15/28 4,900 4,435
Hospitality Properties Trust 4.375% 2/15/30 14,815 13,627
Host Hotels & Resorts LP 6.000% 10/1/21 10,550 11,115
Host Hotels & Resorts LP 5.250% 3/15/22 5,190 5,351
Host Hotels & Resorts LP 4.750% 3/1/23 1,177 1,199
Host Hotels & Resorts LP 3.750% 10/15/23 6,100 5,961
Host Hotels & Resorts LP 3.875% 4/1/24 4,600 4,477
Host Hotels & Resorts LP 4.000% 6/15/25 1,300 1,260
Hudson Pacific Properties LP 3.950% 11/1/27 3,400 3,167
Kilroy Realty LP 3.800% 1/15/23 3,200 3,175
Kilroy Realty LP 3.450% 12/15/24 5,850 5,589
Kilroy Realty LP 4.250% 8/15/29 1,208 1,174
Kimco Realty Corp. 3.200% 5/1/21 3,740 3,702
Kimco Realty Corp. 3.400% 11/1/22 4,334 4,257
Kimco Realty Corp. 3.125% 6/1/23 3,300 3,180
Kimco Realty Corp. 2.700% 3/1/24 50 46
Kimco Realty Corp. 3.300% 2/1/25 2,160 2,040
Kimco Realty Corp. 2.800% 10/1/26 4,515 4,026
Kimco Realty Corp. 3.800% 4/1/27 4,050 3,859
Kimco Realty Corp. 4.125% 12/1/46 485 419

 

 

Kimco Realty Corp. 4.450% 9/1/47 4,170 3,821
Kite Realty Group LP 4.000% 10/1/26 10,700 9,748
Liberty Property LP 4.750% 10/1/20 1,080 1,105
Liberty Property LP 3.375% 6/15/23 1,250 1,219
Liberty Property LP 4.400% 2/15/24 10,880 10,887
Liberty Property LP 3.750% 4/1/25 6,400 6,236
Liberty Property LP 3.250% 10/1/26 1,825 1,697
Life Storage LP 3.875% 12/15/27 1,000 943
Life Storage LP 3.500% 7/1/26 18,000 16,706
Mid-America Apartments LP 4.300% 10/15/23 10,300 10,418
Mid-America Apartments LP 3.750% 6/15/24 3,985 3,890
Mid-America Apartments LP 3.600% 6/1/27 8,400 8,035
National Retail Properties Inc. 5.500% 7/15/21 2,000 2,110
National Retail Properties Inc. 3.800% 10/15/22 3,400 3,395
National Retail Properties Inc. 3.300% 4/15/23 2,999 2,923
National Retail Properties Inc. 3.900% 6/15/24 3,700 3,652
National Retail Properties Inc. 3.600% 12/15/26 2,425 2,305
National Retail Properties Inc. 3.500% 10/15/27 13,000 12,178
National Retail Properties Inc. 4.300% 10/15/28 2,650 2,636
National Retail Properties Inc. 4.800% 10/15/48 2,500 2,516
Omega Healthcare Investors Inc. 4.375% 8/1/23 22,715 22,516
Omega Healthcare Investors Inc. 4.950% 4/1/24 3,875 3,923
Omega Healthcare Investors Inc. 4.500% 1/15/25 3,050 2,989
Omega Healthcare Investors Inc. 5.250% 1/15/26 6,392 6,472
Omega Healthcare Investors Inc. 4.500% 4/1/27 15,378 14,744
Omega Healthcare Investors Inc. 4.750% 1/15/28 5,325 5,179
Physicians Realty LP 4.300% 3/15/27 4,950 4,768
Physicians Realty LP 3.950% 1/15/28 5,750 5,369
Piedmont Operating Partnership LP 3.400% 6/1/23 4,507 4,330
Piedmont Operating Partnership LP 4.450% 3/15/24 4,225 4,171
Prologis LP 4.250% 8/15/23 5,270 5,420
Prologis LP 3.875% 9/15/28 2,950 2,960
Prologis LP 4.375% 9/15/48 4,250 4,289
Public Storage 2.370% 9/15/22 5,398 5,181
Public Storage 3.094% 9/15/27 4,550 4,254
Realty Income Corp. 3.250% 10/15/22 6,300 6,221
Realty Income Corp. 3.875% 7/15/24 3,600 3,587
Realty Income Corp. 3.875% 4/15/25 8,405 8,367
Realty Income Corp. 4.125% 10/15/26 12,263 12,264
Realty Income Corp. 3.000% 1/15/27 4,826 4,448
Realty Income Corp. 3.650% 1/15/28 5,770 5,582
Realty Income Corp. 4.650% 3/15/47 10,390 10,439
Regency Centers Corp. 3.750% 11/15/22 1,850 1,833
Regency Centers LP 4.800% 4/15/21 2,525 2,588
Regency Centers LP 3.600% 2/1/27 3,500 3,327
Regency Centers LP 4.125% 3/15/28 3,300 3,252
Regency Centers LP 4.400% 2/1/47 5,750 5,430
Sabra Health Care LP 5.125% 8/15/26 722 707
Select Income REIT 3.600% 2/1/20 206 204
Select Income REIT 4.150% 2/1/22 4,050 3,993
Select Income REIT 4.500% 2/1/25 9,575 9,195
Senior Housing Properties Trust 4.750% 2/15/28 1,000 967
Simon Property Group LP 2.500% 9/1/20 1,050 1,037
Simon Property Group LP 4.375% 3/1/21 8,489 8,690
Simon Property Group LP 2.500% 7/15/21 6,915 6,766
Simon Property Group LP 4.125% 12/1/21 6,733 6,867
Simon Property Group LP 2.350% 1/30/22 6,250 6,030

 

 

Simon Property Group LP 3.375% 3/15/22 2,825 2,807
Simon Property Group LP 2.625% 6/15/22 8,000 7,749
Simon Property Group LP 2.750% 2/1/23 6,335 6,119
Simon Property Group LP 2.750% 6/1/23 9,359 9,014
Simon Property Group LP 3.750% 2/1/24 6,114 6,112
Simon Property Group LP 3.375% 10/1/24 647 634
Simon Property Group LP 3.500% 9/1/25 3,640 3,541
Simon Property Group LP 3.300% 1/15/26 10,324 9,925
Simon Property Group LP 3.250% 11/30/26 4,425 4,209
Simon Property Group LP 3.375% 6/15/27 14,355 13,748
Simon Property Group LP 3.375% 12/1/27 8,975 8,552
Simon Property Group LP 6.750% 2/1/40 11,543 14,986
Simon Property Group LP 4.750% 3/15/42 1,671 1,748
Simon Property Group LP 4.250% 10/1/44 160 156
Simon Property Group LP 4.250% 11/30/46 7,750 7,551
SL Green Operating Partnership LP 3.250% 10/15/22 4,250 4,124
Spirit Realty LP 4.450% 9/15/26 95 91
STORE Capital Corp. 4.500% 3/15/28 4,800 4,683
Tanger Properties LP 3.750% 12/1/24 1,325 1,268
Tanger Properties LP 3.125% 9/1/26 6,100 5,470
Tanger Properties LP 3.875% 7/15/27 3,300 3,091
UDR Inc. 3.700% 10/1/20 6,975 6,993
UDR Inc. 4.625% 1/10/22 11,795 12,056
UDR Inc. 2.950% 9/1/26 8,800 8,064
UDR Inc. 3.500% 7/1/27 3,150 2,982
UDR Inc. 3.500% 1/15/28 6,645 6,288
Ventas Realty LP 3.100% 1/15/23 11,214 10,864
Ventas Realty LP 3.125% 6/15/23 7,580 7,315
Ventas Realty LP 3.750% 5/1/24 2,000 1,957
Ventas Realty LP 3.500% 2/1/25 3,150 3,006
Ventas Realty LP 4.125% 1/15/26 1,015 999
Ventas Realty LP 3.250% 10/15/26 900 832
Ventas Realty LP 3.850% 4/1/27 3,875 3,727
Ventas Realty LP 4.000% 3/1/28 13,500 13,073
Ventas Realty LP 4.400% 1/15/29 5,025 4,982
Ventas Realty LP 5.700% 9/30/43 3,600 3,909
Ventas Realty LP 4.375% 2/1/45 4,980 4,527
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 5,675 5,625
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,692 1,721
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 10,513 10,334
VEREIT Operating Partnership LP 4.125% 6/1/21 4,325 4,367
VEREIT Operating Partnership LP 4.600% 2/6/24 5,625 5,655
VEREIT Operating Partnership LP 4.875% 6/1/26 7,670 7,747
VEREIT Operating Partnership LP 3.950% 8/15/27 12,000 11,283
Vornado Realty LP 5.000% 1/15/22 200 207
Vornado Realty LP 3.500% 1/15/25 5,050 4,834
Washington Prime Group LP 3.850% 4/1/20 6,050 6,012
Washington Prime Group LP 5.950% 8/15/24 1,900 1,804
Washington REIT 4.950% 10/1/20 825 838
Washington REIT 3.950% 10/15/22 2,200 2,197
Weingarten Realty Investors 3.375% 10/15/22 1,275 1,252
Weingarten Realty Investors 3.500% 4/15/23 5,250 5,143
Weingarten Realty Investors 4.450% 1/15/24 1,175 1,188
Weingarten Realty Investors 3.850% 6/1/25 600 581
Welltower Inc. 4.950% 1/15/21 7,680 7,871
Welltower Inc. 5.250% 1/15/22 8,376 8,730
Welltower Inc. 3.750% 3/15/23 7,090 7,039

 

 

Welltower Inc. 3.950% 9/1/23 5,575 5,573
Welltower Inc. 4.500% 1/15/24 125 127
Welltower Inc. 4.000% 6/1/25 17,047 16,797
Welltower Inc. 4.250% 4/1/26 7,224 7,190
Welltower Inc. 4.250% 4/15/28 1,250 1,230
Welltower Inc. 6.500% 3/15/41 5,107 6,033
Welltower Inc. 5.125% 3/15/43 1,260 1,256
Welltower Inc. 4.950% 9/1/48 5,550 5,550
WP Carey Inc. 4.600% 4/1/24 6,201 6,253
WP Carey Inc. 4.000% 2/1/25 1,800 1,755
WP Carey Inc. 4.250% 10/1/26 3,500 3,388
        17,387,470
Industrial (16.4%)        
Basic Industry (0.8%)        
Air Products & Chemicals Inc. 3.000% 11/3/21 4,525 4,497
Air Products & Chemicals Inc. 2.750% 2/3/23 7,044 6,851
Air Products & Chemicals Inc. 3.350% 7/31/24 7,800 7,663
Airgas Inc. 3.650% 7/15/24 9,125 9,141
Albemarle Corp. 4.150% 12/1/24 5,095 5,137
Albemarle Corp. 5.450% 12/1/44 5,500 5,743
ArcelorMittal 5.125% 6/1/20 4,000 4,099
Barrick Gold Corp. 5.250% 4/1/42 8,497 8,839
Barrick North America Finance LLC 5.700% 5/30/41 13,897 15,111
Barrick North America Finance LLC 5.750% 5/1/43 10,244 11,296
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 18,123 19,952
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 10,683 10,479
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 2,496 2,530
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 11,841 11,643
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 26,508 29,384
Braskem Finance Ltd. 6.450% 2/3/24 1,110 1,182
Cabot Corp. 3.700% 7/15/22 1,765 1,749
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,264
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 3,300 3,370
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 9,928 10,128
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 1,525 1,529
Celulosa Arauco y Constitucion SA 3.875% 11/2/27 12,000 11,280
Celulosa Arauco y Constitucion SA 5.500% 11/2/47 11,650 11,372
Domtar Corp. 6.750% 2/15/44 4,900 5,071
Dow Chemical Co. 4.250% 11/15/20 19,416 19,769
Dow Chemical Co. 4.125% 11/15/21 3,854 3,936
Dow Chemical Co. 3.000% 11/15/22 24,200 23,588
Dow Chemical Co. 3.500% 10/1/24 4,266 4,174
Dow Chemical Co. 7.375% 11/1/29 3,299 4,131
Dow Chemical Co. 4.250% 10/1/34 8,371 8,014
Dow Chemical Co. 9.400% 5/15/39 13,402 20,401
Dow Chemical Co. 5.250% 11/15/41 8,943 9,488
Dow Chemical Co. 4.375% 11/15/42 9,589 9,076
Dow Chemical Co. 4.625% 10/1/44 1,965 1,914
Eastman Chemical Co. 5.500% 11/15/19 4,771 4,884
Eastman Chemical Co. 2.700% 1/15/20 14,866 14,787
Eastman Chemical Co. 4.500% 1/15/21 53 54
Eastman Chemical Co. 3.600% 8/15/22 6,763 6,754
Eastman Chemical Co. 3.800% 3/15/25 2,764 2,724
Eastman Chemical Co. 4.800% 9/1/42 7,224 7,133
Eastman Chemical Co. 4.650% 10/15/44 5,000 4,831
Ecolab Inc. 2.250% 1/12/20 3,243 3,202
Ecolab Inc. 4.350% 12/8/21 3,691 3,806

 

 

Ecolab Inc. 2.375% 8/10/22 11,695 11,209
Ecolab Inc. 3.250% 1/14/23 4,815 4,772
Ecolab Inc. 2.700% 11/1/26 6,863 6,349
Ecolab Inc. 3.250% 12/1/27 6,200 5,978
Ecolab Inc. 5.500% 12/8/41 1,433 1,670
Ecolab Inc. 3.950% 12/1/47 11,065 10,495
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,372 5,479
EI du Pont de Nemours & Co. 2.200% 5/1/20 18,078 17,836
EI du Pont de Nemours & Co. 3.625% 1/15/21 15,175 15,288
EI du Pont de Nemours & Co. 4.250% 4/1/21 3,830 3,915
EI du Pont de Nemours & Co. 2.800% 2/15/23 16,330 15,860
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,100 1,290
EI du Pont de Nemours & Co. 4.900% 1/15/41 7,893 8,043
EI du Pont de Nemours & Co. 4.150% 2/15/43 7,833 7,222
Fibria Overseas Finance Ltd. 5.250% 5/12/24 1,965 1,972
Fibria Overseas Finance Ltd. 4.000% 1/14/25 8,820 8,122
FMC Corp. 3.950% 2/1/22 1,795 1,801
FMC Corp. 4.100% 2/1/24 11,210 11,206
Georgia-Pacific LLC 8.000% 1/15/24 7,204 8,600
Georgia-Pacific LLC 7.375% 12/1/25 5,750 6,844
Georgia-Pacific LLC 7.750% 11/15/29 3,268 4,296
Georgia-Pacific LLC 8.875% 5/15/31 4,665 6,736
Goldcorp Inc. 3.625% 6/9/21 2,215 2,204
Goldcorp Inc. 3.700% 3/15/23 10,760 10,614
Goldcorp Inc. 5.450% 6/9/44 7,275 7,533
International Flavors & Fragrances Inc. 3.200% 5/1/23 2,160 2,092
International Flavors & Fragrances Inc. 4.450% 9/26/28 2,500 2,515
International Flavors & Fragrances Inc. 4.375% 6/1/47 5,200 4,744
International Flavors & Fragrances Inc. 5.000% 9/26/48 5,000 5,047
International Paper Co. 7.500% 8/15/21 8,835 9,727
International Paper Co. 3.650% 6/15/24 7,948 7,857
International Paper Co. 3.800% 1/15/26 1,700 1,665
International Paper Co. 3.000% 2/15/27 19,414 17,805
International Paper Co. 5.000% 9/15/35 3,925 3,966
International Paper Co. 7.300% 11/15/39 4,920 6,177
International Paper Co. 6.000% 11/15/41 1,850 2,056
International Paper Co. 4.800% 6/15/44 15,921 15,445
International Paper Co. 5.150% 5/15/46 12,602 12,944
International Paper Co. 4.400% 8/15/47 14,534 13,379
International Paper Co. 4.350% 8/15/48 5,450 4,960
Kinross Gold Corp. 5.125% 9/1/21 515 529
Kinross Gold Corp. 5.950% 3/15/24 4,057 4,169
Lubrizol Corp. 6.500% 10/1/34 5,900 7,469
LYB International Finance BV 4.000% 7/15/23 3,849 3,842
LYB International Finance BV 5.250% 7/15/43 2,087 2,128
LYB International Finance BV 4.875% 3/15/44 13,995 13,630
LYB International Finance II BV 3.500% 3/2/27 11,120 10,411
LyondellBasell Industries NV 6.000% 11/15/21 18,800 19,946
LyondellBasell Industries NV 5.750% 4/15/24 6,820 7,349
LyondellBasell Industries NV 4.625% 2/26/55 12,162 10,936
Meadwestvaco Corp. 7.950% 2/15/31 5,043 6,504
Methanex Corp. 3.250% 12/15/19 7,800 7,750
Methanex Corp. 4.250% 12/1/24 365 351
Methanex Corp. 5.650% 12/1/44 3,760 3,550
Mosaic Co. 3.750% 11/15/21 6,165 6,161
Mosaic Co. 3.250% 11/15/22 10,190 9,964
Mosaic Co. 4.250% 11/15/23 15,332 15,482

 

 

Mosaic Co. 4.050% 11/15/27 8,000 7,736
Mosaic Co. 5.450% 11/15/33 3,402 3,489
Mosaic Co. 4.875% 11/15/41 2,468 2,277
Mosaic Co. 5.625% 11/15/43 371 380
Newmont Mining Corp. 5.125% 10/1/19 1,995 2,032
Newmont Mining Corp. 3.500% 3/15/22 500 494
Newmont Mining Corp. 5.875% 4/1/35 1,655 1,840
Newmont Mining Corp. 6.250% 10/1/39 11,263 12,751
Newmont Mining Corp. 4.875% 3/15/42 8,908 8,649
Nucor Corp. 4.125% 9/15/22 202 206
Nucor Corp. 4.000% 8/1/23 11,195 11,374
Nucor Corp. 6.400% 12/1/37 10,358 12,610
Nucor Corp. 5.200% 8/1/43 13,675 14,775
Nucor Corp. 4.400% 5/1/48 6,550 6,391
Nutrien Ltd. 4.875% 3/30/20 6,753 6,888
Nutrien Ltd. 3.150% 10/1/22 3,571 3,463
Nutrien Ltd. 3.500% 6/1/23 15,585 15,271
Nutrien Ltd. 3.625% 3/15/24 5,525 5,386
Nutrien Ltd. 3.375% 3/15/25 7,125 6,748
Nutrien Ltd. 3.000% 4/1/25 9,096 8,354
Nutrien Ltd. 4.000% 12/15/26 5,100 4,912
Nutrien Ltd. 4.125% 3/15/35 6,700 6,042
Nutrien Ltd. 5.875% 12/1/36 825 895
Nutrien Ltd. 5.625% 12/1/40 4,663 4,929
Nutrien Ltd. 6.125% 1/15/41 7,281 8,154
Nutrien Ltd. 4.900% 6/1/43 3,650 3,579
Nutrien Ltd. 5.250% 1/15/45 21,967 22,770
Packaging Corp. of America 3.900% 6/15/22 6,015 6,065
Packaging Corp. of America 4.500% 11/1/23 18,907 19,446
Packaging Corp. of America 3.650% 9/15/24 4,882 4,801
Packaging Corp. of America 3.400% 12/15/27 4,000 3,759
Placer Dome Inc. 6.450% 10/15/35 2,175 2,523
PPG Industries Inc. 2.300% 11/15/19 9,913 9,813
PPG Industries Inc. 3.600% 11/15/20 4,850 4,892
PPG Industries Inc. 3.200% 3/15/23 22 22
Praxair Inc. 2.250% 9/24/20 1,675 1,646
Praxair Inc. 3.000% 9/1/21 5,870 5,803
Praxair Inc. 2.450% 2/15/22 20,365 19,800
Praxair Inc. 2.200% 8/15/22 5,769 5,545
Praxair Inc. 2.700% 2/21/23 2,200 2,138
Praxair Inc. 2.650% 2/5/25 4,875 4,608
Praxair Inc. 3.200% 1/30/26 4,850 4,725
Praxair Inc. 3.550% 11/7/42 2,200 2,032
Rayonier Inc. 3.750% 4/1/22 2,875 2,842
Reliance Steel & Aluminum Co. 4.500% 4/15/23 5,370 5,437
Rio Tinto Alcan Inc. 5.750% 6/1/35 9,224 10,567
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 12,265 12,305
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 7,409 9,238
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 13,156 14,696
Rio Tinto Finance USA plc 4.750% 3/22/42 4,518 4,776
Rio Tinto Finance USA plc 4.125% 8/21/42 9,225 9,004
Rohm & Haas Co. 7.850% 7/15/29 2,965 3,779
RPM International Inc. 6.125% 10/15/19 2,743 2,816
RPM International Inc. 3.450% 11/15/22 4,560 4,485
RPM International Inc. 3.750% 3/15/27 4,275 4,048
RPM International Inc. 5.250% 6/1/45 3,792 3,863
RPM International Inc. 4.250% 1/15/48 7,500 6,587

 

 

  SASOL Financing USA LLC 5.875% 3/27/24 4,650 4,737
  SASOL Financing USA LLC 6.500% 9/27/28 7,800 7,907
  Sherwin-Williams Co. 2.250% 5/15/20 5,685 5,597
  Sherwin-Williams Co. 4.200% 1/15/22 475 483
  Sherwin-Williams Co. 2.750% 6/1/22 7,867 7,630
  Sherwin-Williams Co. 3.125% 6/1/24 6,325 6,079
  Sherwin-Williams Co. 3.450% 8/1/25 9,494 9,024
  Sherwin-Williams Co. 3.950% 1/15/26 8,650 8,577
  Sherwin-Williams Co. 3.450% 6/1/27 25,535 24,291
  Sherwin-Williams Co. 4.000% 12/15/42 2,000 1,772
  Sherwin-Williams Co. 4.550% 8/1/45 2,934 2,811
  Sherwin-Williams Co. 4.500% 6/1/47 3,570 3,425
  Southern Copper Corp. 5.375% 4/16/20 1,588 1,643
  Southern Copper Corp. 3.500% 11/8/22 8,080 7,969
  Southern Copper Corp. 3.875% 4/23/25 1,233 1,200
  Southern Copper Corp. 7.500% 7/27/35 5,169 6,385
  Southern Copper Corp. 6.750% 4/16/40 2,212 2,612
  Southern Copper Corp. 5.250% 11/8/42 16,355 16,515
  Southern Copper Corp. 5.875% 4/23/45 32,215 35,091
10 Suzano Austria GmbH 6.000% 1/15/29 9,600 9,624
  Vale Canada Ltd. 7.200% 9/15/32 1,475 1,608
  Vale Overseas Ltd. 5.875% 6/10/21 21,700 22,812
  Vale Overseas Ltd. 4.375% 1/11/22 18,927 19,069
  Vale Overseas Ltd. 6.250% 8/10/26 11,600 12,716
  Vale Overseas Ltd. 8.250% 1/17/34 2,312 2,930
  Vale Overseas Ltd. 6.875% 11/21/36 22,899 26,591
  Vale Overseas Ltd. 6.875% 11/10/39 14,114 16,531
  Vale SA 5.625% 9/11/42 8,178 8,393
  Westlake Chemical Corp. 3.600% 8/15/26 20,595 19,346
  Westlake Chemical Corp. 5.000% 8/15/46 13,213 12,978
10 WestRock Co. 3.000% 9/15/24 4,000 3,760
10 WestRock Co. 3.750% 3/15/25 8,600 8,348
10 WestRock Co. 3.375% 9/15/27 4,575 4,252
10 WestRock Co. 4.000% 3/15/28 8,700 8,475
  WestRock MWV LLC 8.200% 1/15/30 5,073 6,560
  WestRock RKT Co. 3.500% 3/1/20 3,550 3,546
  WestRock RKT Co. 4.900% 3/1/22 3,640 3,766
  Weyerhaeuser Co. 7.375% 10/1/19 8,351 8,692
  Weyerhaeuser Co. 4.700% 3/15/21 3,605 3,694
  Weyerhaeuser Co. 4.625% 9/15/23 5,550 5,700
  Weyerhaeuser Co. 8.500% 1/15/25 2,350 2,857
  Weyerhaeuser Co. 7.375% 3/15/32 8,218 10,388
  Weyerhaeuser Co. 6.875% 12/15/33 3,275 3,993
  Yamana Gold Inc. 4.950% 7/15/24 2,105 2,079
  Yamana Gold Inc. 4.625% 12/15/27 5,700 5,338
 
  Capital Goods (1.4%)        
  3M Co. 2.000% 8/7/20 5,215 5,121
  3M Co. 1.625% 9/19/21 2,500 2,390
  3M Co. 2.250% 3/15/23 3,350 3,211
  3M Co. 3.000% 8/7/25 2,350 2,284
  3M Co. 2.250% 9/19/26 9,355 8,497
  3M Co. 2.875% 10/15/27 7,000 6,609
  3M Co. 3.875% 6/15/44 1,000 963
  3M Co. 3.125% 9/19/46 5,080 4,314
  3M Co. 3.625% 10/15/47 5,850 5,461
  ABB Finance USA Inc. 2.800% 4/3/20 2,630 2,616

 

 

ABB Finance USA Inc. 2.875% 5/8/22 3,668 3,589
ABB Finance USA Inc. 3.375% 4/3/23 410 408
ABB Finance USA Inc. 3.800% 4/3/28 2,150 2,148
ABB Finance USA Inc. 4.375% 5/8/42 1,608 1,626
Allegion US Holding Co. Inc. 3.200% 10/1/24 1,100 1,029
Allegion US Holding Co. Inc. 3.550% 10/1/27 5,119 4,655
Bemis Co. Inc. 3.100% 9/15/26 3,803 3,461
Boeing Capital Corp. 4.700% 10/27/19 6,025 6,130
Boeing Co. 4.875% 2/15/20 14,065 14,415
Boeing Co. 1.650% 10/30/20 1,830 1,784
Boeing Co. 8.750% 8/15/21 1,285 1,468
Boeing Co. 2.350% 10/30/21 8,695 8,509
Boeing Co. 2.125% 3/1/22 4,012 3,871
Boeing Co. 2.800% 3/1/23 7,820 7,662
Boeing Co. 1.875% 6/15/23 18,740 17,518
Boeing Co. 2.850% 10/30/24 7,483 7,200
Boeing Co. 2.500% 3/1/25 2,831 2,641
Boeing Co. 7.250% 6/15/25 675 810
Boeing Co. 2.600% 10/30/25 2,950 2,759
Boeing Co. 2.250% 6/15/26 1,354 1,227
Boeing Co. 2.800% 3/1/27 1,925 1,808
Boeing Co. 3.250% 3/1/28 3,405 3,315
Boeing Co. 6.125% 2/15/33 4,397 5,419
Boeing Co. 3.300% 3/1/35 4,350 3,976
Boeing Co. 6.625% 2/15/38 2,305 3,026
Boeing Co. 3.550% 3/1/38 3,450 3,251
Boeing Co. 6.875% 3/15/39 8,778 11,950
Boeing Co. 5.875% 2/15/40 3,262 4,028
Boeing Co. 3.375% 6/15/46 8,364 7,378
Boeing Co. 3.650% 3/1/47 1,150 1,058
Boeing Co. 3.625% 3/1/48 3,925 3,659
Carlisle Cos. Inc. 3.750% 11/15/22 3,130 3,102
Carlisle Cos. Inc. 3.500% 12/1/24 1,700 1,627
Carlisle Cos. Inc. 3.750% 12/1/27 4,025 3,817
Caterpillar Financial Services Corp. 2.000% 11/29/19 8,050 7,950
Caterpillar Financial Services Corp. 2.250% 12/1/19 4,740 4,688
Caterpillar Financial Services Corp. 2.100% 1/10/20 956 944
Caterpillar Financial Services Corp. 2.000% 3/5/20 4,390 4,317
Caterpillar Financial Services Corp. 1.850% 9/4/20 15,150 14,740
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,950 2,903
Caterpillar Financial Services Corp. 2.900% 3/15/21 5,170 5,128
Caterpillar Financial Services Corp. 1.700% 8/9/21 27,891 26,764
Caterpillar Financial Services Corp. 2.750% 8/20/21 3,400 3,354
Caterpillar Financial Services Corp. 3.150% 9/7/21 13,301 13,285
Caterpillar Financial Services Corp. 1.931% 10/1/21 3,500 3,362
Caterpillar Financial Services Corp. 2.850% 6/1/22 875 860
Caterpillar Financial Services Corp. 2.400% 6/6/22 12,800 12,410
Caterpillar Financial Services Corp. 2.550% 11/29/22 8,385 8,115
Caterpillar Financial Services Corp. 3.450% 5/15/23 6,260 6,261
Caterpillar Financial Services Corp. 3.750% 11/24/23 3,100 3,138
Caterpillar Financial Services Corp. 3.300% 6/9/24 5,000 4,957
Caterpillar Financial Services Corp. 3.250% 12/1/24 10,587 10,420
Caterpillar Financial Services Corp. 2.400% 8/9/26 5,350 4,848
Caterpillar Inc. 3.900% 5/27/21 12,386 12,600
Caterpillar Inc. 2.600% 6/26/22 10,000 9,736
Caterpillar Inc. 3.400% 5/15/24 12,091 12,069
Caterpillar Inc. 5.300% 9/15/35 3,500 3,941

 

 

  Caterpillar Inc. 6.050% 8/15/36 8,607 10,508
  Caterpillar Inc. 5.200% 5/27/41 8,210 9,363
  Caterpillar Inc. 3.803% 8/15/42 22,195 21,132
  Caterpillar Inc. 4.300% 5/15/44 7,053 7,241
  Caterpillar Inc. 4.750% 5/15/64 3,675 3,867
  CNH Industrial Capital LLC 4.375% 11/6/20 2,085 2,111
  CNH Industrial Capital LLC 4.375% 4/5/22 4,150 4,197
  CNH Industrial Capital LLC 4.200% 1/15/24 21,590 21,494
  CNH Industrial NV 3.850% 11/15/27 12,065 11,447
  Crane Co. 4.450% 12/15/23 6,450 6,601
  Crane Co. 4.200% 3/15/48 7,000 6,457
  CRH America Inc. 5.750% 1/15/21 2,975 3,108
  Deere & Co. 4.375% 10/16/19 7,424 7,541
  Deere & Co. 2.600% 6/8/22 29,298 28,576
  Deere & Co. 5.375% 10/16/29 9,962 11,266
  Deere & Co. 7.125% 3/3/31 325 415
  Deere & Co. 3.900% 6/9/42 6,170 6,011
  Dover Corp. 4.300% 3/1/21 150 153
  Dover Corp. 3.150% 11/15/25 7,640 7,271
  Dover Corp. 5.375% 10/15/35 2,700 2,962
  Dover Corp. 6.600% 3/15/38 3,115 3,846
  Dover Corp. 5.375% 3/1/41 4,109 4,521
  Eagle Materials Inc. 4.500% 8/1/26 3,200 3,212
  Eaton Corp. 2.750% 11/2/22 15,104 14,650
  Eaton Corp. 3.103% 9/15/27 10,400 9,703
  Eaton Corp. 4.000% 11/2/32 9,529 9,484
  Eaton Corp. 4.150% 11/2/42 612 577
  Eaton Corp. 3.915% 9/15/47 4,225 3,825
  Embraer Netherlands Finance BV 5.050% 6/15/25 8,955 8,968
  Embraer Netherlands Finance BV 5.400% 2/1/27 7,300 7,410
10 Embraer Overseas Ltd. 5.696% 9/16/23 5,630 5,806
  Embraer SA 5.150% 6/15/22 1,200 1,242
  Emerson Electric Co. 4.875% 10/15/19 3,595 3,661
  Emerson Electric Co. 4.250% 11/15/20 745 760
  Emerson Electric Co. 2.625% 12/1/21 15,700 15,503
  Emerson Electric Co. 2.625% 2/15/23 3,200 3,083
  Emerson Electric Co. 3.150% 6/1/25 4,150 4,010
  FLIR Systems Inc. 3.125% 6/15/21 1,590 1,562
  Flowserve Corp. 3.500% 9/15/22 16,830 16,383
  Flowserve Corp. 4.000% 11/15/23 4,225 4,177
  Fortive Corp. 2.350% 6/15/21 9,845 9,535
  Fortive Corp. 3.150% 6/15/26 6,089 5,674
  Fortive Corp. 4.300% 6/15/46 9,425 8,959
  Fortune Brands Home & Security Inc. 3.000% 6/15/20 1,930 1,908
  Fortune Brands Home & Security Inc. 4.000% 9/21/23 12,373 12,414
  Fortune Brands Home & Security Inc. 4.000% 6/15/25 8,975 8,833
  General Dynamics Corp. 2.875% 5/11/20 5,135 5,122
  General Dynamics Corp. 3.000% 5/11/21 13,485 13,413
  General Dynamics Corp. 3.875% 7/15/21 3,769 3,825
  General Dynamics Corp. 2.250% 11/15/22 8,115 7,757
  General Dynamics Corp. 3.375% 5/15/23 19,255 19,213
  General Dynamics Corp. 1.875% 8/15/23 23,390 21,805
  General Dynamics Corp. 2.375% 11/15/24 8,650 8,083
  General Dynamics Corp. 3.500% 5/15/25 12,935 12,917
  General Dynamics Corp. 2.125% 8/15/26 3,200 2,862
  General Dynamics Corp. 2.625% 11/15/27 10,629 9,741
  General Dynamics Corp. 3.750% 5/15/28 29,645 29,754

 

 

General Dynamics Corp. 3.600% 11/15/42 3,893 3,665
General Electric Co. 2.100% 12/11/19 1,241 1,227
General Electric Co. 5.500% 1/8/20 11,799 12,107
General Electric Co. 2.200% 1/9/20 18,071 17,823
General Electric Co. 5.550% 5/4/20 20,701 21,363
General Electric Co. 4.375% 9/16/20 18,783 19,129
General Electric Co. 4.625% 1/7/21 16,914 17,423
General Electric Co. 5.300% 2/11/21 12,528 13,050
General Electric Co. 4.650% 10/17/21 17,410 18,042
General Electric Co. 3.150% 9/7/22 4,507 4,447
General Electric Co. 2.700% 10/9/22 29,268 28,273
General Electric Co. 3.100% 1/9/23 18,645 18,245
General Electric Co. 3.375% 3/11/24 20,796 20,399
General Electric Co. 3.450% 5/15/24 555 544
General Electric Co. 6.750% 3/15/32 29,952 36,210
General Electric Co. 7.500% 8/21/35 100 129
General Electric Co. 6.150% 8/7/37 9,298 10,792
General Electric Co. 5.875% 1/14/38 34,003 37,970
General Electric Co. 6.875% 1/10/39 26,899 33,555
General Electric Co. 4.125% 10/9/42 26,174 23,505
General Electric Co. 4.500% 3/11/44 24,261 22,898
Harris Corp. 2.700% 4/27/20 4,540 4,493
Harris Corp. 3.832% 4/27/25 9,780 9,551
Harris Corp. 4.854% 4/27/35 1,775 1,815
Harris Corp. 6.150% 12/15/40 4,228 4,958
Harris Corp. 5.054% 4/27/45 1,406 1,466
Hexcel Corp. 4.700% 8/15/25 1,400 1,427
Honeywell International Inc. 1.400% 10/30/19 1,825 1,797
Honeywell International Inc. 1.800% 10/30/19 7,650 7,575
Honeywell International Inc. 4.250% 3/1/21 8,025 8,245
Honeywell International Inc. 1.850% 11/1/21 18,450 17,686
Honeywell International Inc. 3.350% 12/1/23 5,160 5,153
Honeywell International Inc. 2.500% 11/1/26 5,675 5,251
Honeywell International Inc. 5.700% 3/15/36 5,224 6,209
Honeywell International Inc. 5.700% 3/15/37 9,106 10,955
Honeywell International Inc. 5.375% 3/1/41 6,350 7,368
Hubbell Inc. 3.350% 3/1/26 4,851 4,586
Hubbell Inc. 3.150% 8/15/27 3,200 2,937
Hubbell Inc. 3.500% 2/15/28 12,120 11,366
Huntington Ingalls Industries Inc. 3.483% 12/1/27 9,811 9,186
Illinois Tool Works Inc. 3.375% 9/15/21 265 265
Illinois Tool Works Inc. 3.500% 3/1/24 2,477 2,494
Illinois Tool Works Inc. 2.650% 11/15/26 17,990 16,623
Illinois Tool Works Inc. 4.875% 9/15/41 4,670 5,110
Illinois Tool Works Inc. 3.900% 9/1/42 18,634 18,264
Ingersoll-Rand Global Holding Co. Ltd. 2.900% 2/21/21 2,469 2,442
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 13,700 14,024
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 5,100 5,853
Ingersoll-Rand Global Holding Co. Ltd. 4.300% 2/21/48 1,300 1,254
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 5,875 5,800
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 3,060 2,990
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 3,245 3,217
John Deere Capital Corp. 1.250% 10/9/19 15,100 14,823
John Deere Capital Corp. 1.700% 1/15/20 5,535 5,438
John Deere Capital Corp. 2.050% 3/10/20 5,486 5,410
John Deere Capital Corp. 2.200% 3/13/20 2,060 2,032
John Deere Capital Corp. 1.950% 6/22/20 2,465 2,421

 

 

John Deere Capital Corp. 2.375% 7/14/20 1,225 1,208
John Deere Capital Corp. 2.450% 9/11/20 4,000 3,944
John Deere Capital Corp. 2.350% 1/8/21 2,000 1,966
John Deere Capital Corp. 2.550% 1/8/21 200 197
John Deere Capital Corp. 2.800% 3/4/21 6,800 6,732
John Deere Capital Corp. 2.875% 3/12/21 5,455 5,403
John Deere Capital Corp. 3.900% 7/12/21 5,953 6,055
John Deere Capital Corp. 3.125% 9/10/21 8,200 8,173
John Deere Capital Corp. 3.150% 10/15/21 7,849 7,814
John Deere Capital Corp. 2.650% 1/6/22 3,500 3,425
John Deere Capital Corp. 2.750% 3/15/22 1,445 1,418
John Deere Capital Corp. 2.150% 9/8/22 14,650 13,952
John Deere Capital Corp. 2.700% 1/6/23 1,000 970
John Deere Capital Corp. 2.800% 1/27/23 2,160 2,100
John Deere Capital Corp. 2.800% 3/6/23 12,808 12,486
John Deere Capital Corp. 3.450% 6/7/23 800 799
John Deere Capital Corp. 3.350% 6/12/24 17,650 17,376
John Deere Capital Corp. 2.650% 6/24/24 1,875 1,783
John Deere Capital Corp. 3.450% 3/13/25 14,965 14,790
John Deere Capital Corp. 3.400% 9/11/25 2,710 2,653
John Deere Capital Corp. 2.650% 6/10/26 2,229 2,069
John Deere Capital Corp. 2.800% 9/8/27 7,400 6,847
John Deere Capital Corp. 3.050% 1/6/28 10,800 10,226
Johnson Controls International plc 5.000% 3/30/20 16,517 16,852
Johnson Controls International plc 4.250% 3/1/21 700 710
Johnson Controls International plc 3.750% 12/1/21 50 50
Johnson Controls International plc 3.900% 2/14/26 11,282 11,094
Johnson Controls International plc 6.000% 1/15/36 1,970 2,233
Johnson Controls International plc 5.700% 3/1/41 1,300 1,379
Johnson Controls International plc 4.625% 7/2/44 3,447 3,379
Johnson Controls International plc 5.125% 9/14/45 12,247 12,698
Johnson Controls International plc 4.500% 2/15/47 10,850 10,319
Johnson Controls International plc 4.950% 7/2/64 5,795 5,593
Kennametal Inc. 3.875% 2/15/22 2,575 2,552
Kennametal Inc. 4.625% 6/15/28 8,800 8,753
L3 Technologies Inc. 4.950% 2/15/21 13,435 13,802
L3 Technologies Inc. 3.850% 6/15/23 4,275 4,275
L3 Technologies Inc. 3.950% 5/28/24 2,471 2,439
L3 Technologies Inc. 3.850% 12/15/26 1,910 1,839
L3 Technologies Inc. 4.400% 6/15/28 5,360 5,330
Lafarge SA 7.125% 7/15/36 4,610 5,578
Leggett & Platt Inc. 3.800% 11/15/24 4,600 4,490
Leggett & Platt Inc. 3.500% 11/15/27 17,075 15,950
Legrand France SA 8.500% 2/15/25 1,850 2,262
Lennox International Inc. 3.000% 11/15/23 1,000 948
Lockheed Martin Corp. 4.250% 11/15/19 6,631 6,716
Lockheed Martin Corp. 2.500% 11/23/20 21,805 21,503
Lockheed Martin Corp. 3.350% 9/15/21 25,428 25,454
Lockheed Martin Corp. 3.100% 1/15/23 10,560 10,399
Lockheed Martin Corp. 2.900% 3/1/25 2,652 2,527
Lockheed Martin Corp. 3.550% 1/15/26 2,658 2,625
Lockheed Martin Corp. 3.600% 3/1/35 7,385 6,896
Lockheed Martin Corp. 4.500% 5/15/36 4,830 5,015
Lockheed Martin Corp. 6.150% 9/1/36 14,199 17,216
Lockheed Martin Corp. 5.720% 6/1/40 5,260 6,199
Lockheed Martin Corp. 4.070% 12/15/42 3,900 3,789
Lockheed Martin Corp. 3.800% 3/1/45 2,957 2,734

 

 

  Lockheed Martin Corp. 4.700% 5/15/46 14,207 15,144
  Lockheed Martin Corp. 4.090% 9/15/52 2,621 2,492
  Martin Marietta Materials Inc. 3.450% 6/1/27 6,400 5,877
  Martin Marietta Materials Inc. 3.500% 12/15/27 5,800 5,347
  Martin Marietta Materials Inc. 4.250% 12/15/47 10,110 8,648
  Masco Corp. 4.450% 4/1/25 8,262 8,341
  Masco Corp. 4.375% 4/1/26 2,469 2,455
  Masco Corp. 3.500% 11/15/27 7,860 7,198
  Masco Corp. 6.500% 8/15/32 27 29
  Masco Corp. 4.500% 5/15/47 8,250 7,069
  Mohawk Industries Inc. 3.850% 2/1/23 12,690 12,697
  Northrop Grumman Corp. 2.080% 10/15/20 8,900 8,689
  Northrop Grumman Corp. 3.500% 3/15/21 8,728 8,770
  Northrop Grumman Corp. 2.550% 10/15/22 4,455 4,278
  Northrop Grumman Corp. 3.250% 8/1/23 2,092 2,048
  Northrop Grumman Corp. 2.930% 1/15/25 5,575 5,293
  Northrop Grumman Corp. 3.200% 2/1/27 5,675 5,350
  Northrop Grumman Corp. 3.250% 1/15/28 28,920 27,199
  Northrop Grumman Corp. 5.050% 11/15/40 6,925 7,357
  Northrop Grumman Corp. 4.750% 6/1/43 7,479 7,690
  Northrop Grumman Corp. 3.850% 4/15/45 1,904 1,730
  Northrop Grumman Corp. 4.030% 10/15/47 4,430 4,150
  Northrop Grumman Systems Corp. 7.750% 2/15/31 381 502
10 Nvent Finance Sarl 3.950% 4/15/23 2,230 2,183
10 Nvent Finance Sarl 4.550% 4/15/28 6,120 5,952
  Oshkosh Corp. 4.600% 5/15/28 9,000 8,899
  Owens Corning 4.200% 12/15/22 13,912 13,945
  Owens Corning 4.200% 12/1/24 2,190 2,168
  Owens Corning 3.400% 8/15/26 5,275 4,843
  Owens Corning 7.000% 12/1/36 817 927
  Owens Corning 4.300% 7/15/47 5,825 4,714
  Owens Corning 4.400% 1/30/48 4,250 3,504
  Parker-Hannifin Corp. 3.500% 9/15/22 1,800 1,800
  Parker-Hannifin Corp. 3.300% 11/21/24 8,733 8,554
  Parker-Hannifin Corp. 3.250% 3/1/27 19,415 18,620
  Parker-Hannifin Corp. 4.200% 11/21/34 5,678 5,691
  Parker-Hannifin Corp. 6.250% 5/15/38 6,632 8,253
  Parker-Hannifin Corp. 4.450% 11/21/44 4,665 4,767
  Parker-Hannifin Corp. 4.100% 3/1/47 5,805 5,757
  Pentair Finance SA 2.650% 12/1/19 2,204 2,190
  Precision Castparts Corp. 2.250% 6/15/20 4,910 4,831
  Precision Castparts Corp. 2.500% 1/15/23 15,885 15,266
  Precision Castparts Corp. 3.250% 6/15/25 16,032 15,564
  Precision Castparts Corp. 3.900% 1/15/43 6,500 6,121
  Precision Castparts Corp. 4.375% 6/15/45 6,292 6,418
  Raytheon Co. 4.400% 2/15/20 3,021 3,074
  Raytheon Co. 3.125% 10/15/20 1,863 1,861
  Raytheon Co. 2.500% 12/15/22 13,078 12,632
  Raytheon Co. 3.150% 12/15/24 4,625 4,478
  Raytheon Co. 7.200% 8/15/27 2,810 3,499
  Raytheon Co. 4.875% 10/15/40 1,590 1,771
  Raytheon Co. 4.700% 12/15/41 8,700 9,479
  Raytheon Co. 4.200% 12/15/44 2,600 2,663
  Republic Services Inc. 5.000% 3/1/20 7,815 8,010
  Republic Services Inc. 5.250% 11/15/21 11,497 12,099
  Republic Services Inc. 3.550% 6/1/22 5,243 5,242
  Republic Services Inc. 4.750% 5/15/23 2,675 2,788

 

 

Republic Services Inc. 3.200% 3/15/25 2,100 2,020
Republic Services Inc. 2.900% 7/1/26 474 439
Republic Services Inc. 3.375% 11/15/27 285 271
Republic Services Inc. 6.200% 3/1/40 6,078 7,319
Republic Services Inc. 5.700% 5/15/41 14,348 16,552
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,753
Rockwell Collins Inc. 3.100% 11/15/21 2,350 2,309
Rockwell Collins Inc. 2.800% 3/15/22 3,550 3,448
Rockwell Collins Inc. 3.200% 3/15/24 15,575 15,025
Rockwell Collins Inc. 3.500% 3/15/27 9,750 9,239
Rockwell Collins Inc. 4.800% 12/15/43 4,025 4,139
Rockwell Collins Inc. 4.350% 4/15/47 12,975 12,427
Roper Technologies Inc. 3.000% 12/15/20 6,550 6,492
Roper Technologies Inc. 2.800% 12/15/21 15,821 15,458
Roper Technologies Inc. 3.125% 11/15/22 4,143 4,049
Roper Technologies Inc. 3.850% 12/15/25 1,275 1,245
Roper Technologies Inc. 3.800% 12/15/26 21,235 20,644
Snap-on Inc. 6.125% 9/1/21 3,700 3,970
Snap-on Inc. 3.250% 3/1/27 1,200 1,150
Snap-on Inc. 4.100% 3/1/48 3,700 3,664
Sonoco Products Co. 5.750% 11/1/40 6,100 6,664
Spirit AeroSystems Inc. 3.950% 6/15/23 15,285 15,242
Spirit AeroSystems Inc. 3.850% 6/15/26 5,400 5,159
Spirit AeroSystems Inc. 4.600% 6/15/28 14,315 14,213
Stanley Black & Decker Inc. 3.400% 12/1/21 2,075 2,074
Stanley Black & Decker Inc. 2.900% 11/1/22 5,076 4,949
Stanley Black & Decker Inc. 5.200% 9/1/40 6,133 6,718
Textron Inc. 4.300% 3/1/24 3,725 3,738
Textron Inc. 3.875% 3/1/25 13,545 13,282
Textron Inc. 4.000% 3/15/26 11,700 11,490
Textron Inc. 3.650% 3/15/27 30,440 28,855
Textron Inc. 3.375% 3/1/28 4,629 4,266
Timken Co. 3.875% 9/1/24 1,000 974
Timken Co. 4.500% 12/15/28 13,500 13,312
United Technologies Corp. 1.500% 11/1/19 7,900 7,773
United Technologies Corp. 4.500% 4/15/20 39,153 39,884
United Technologies Corp. 1.900% 5/4/20 15,540 15,224
United Technologies Corp. 3.350% 8/16/21 1,555 1,554
United Technologies Corp. 1.950% 11/1/21 3,850 3,681
United Technologies Corp. 2.300% 5/4/22 400 383
United Technologies Corp. 3.100% 6/1/22 7,331 7,209
United Technologies Corp. 3.650% 8/16/23 26,791 26,665
United Technologies Corp. 2.800% 5/4/24 19,105 18,136
United Technologies Corp. 3.950% 8/16/25 5,985 5,944
United Technologies Corp. 2.650% 11/1/26 3,000 2,704
United Technologies Corp. 6.700% 8/1/28 2,397 2,885
United Technologies Corp. 4.125% 11/16/28 44,460 44,283
United Technologies Corp. 7.500% 9/15/29 4,596 5,817
United Technologies Corp. 5.400% 5/1/35 7,175 7,792
United Technologies Corp. 6.050% 6/1/36 8,512 9,903
United Technologies Corp. 6.125% 7/15/38 4,596 5,407
United Technologies Corp. 4.450% 11/16/38 11,025 10,895
United Technologies Corp. 5.700% 4/15/40 10,830 12,383
United Technologies Corp. 4.500% 6/1/42 11,234 11,089
United Technologies Corp. 4.150% 5/15/45 9,325 8,698
United Technologies Corp. 3.750% 11/1/46 4,060 3,525
United Technologies Corp. 4.050% 5/4/47 2,075 1,894

 

 

United Technologies Corp. 4.625% 11/16/48 20,225 20,209
Valmont Industries Inc. 5.000% 10/1/44 9,050 8,142
Valmont Industries Inc. 5.250% 10/1/54 4,600 3,969
Vulcan Materials Co. 4.500% 4/1/25 3,810 3,811
Vulcan Materials Co. 4.500% 6/15/47 8,125 7,215
Wabtec Corp. 4.150% 3/15/24 3,225 3,201
Wabtec Corp. 3.450% 11/15/26 9,767 8,967
Waste Management Inc. 4.750% 6/30/20 10,314 10,586
Waste Management Inc. 4.600% 3/1/21 9,560 9,821
Waste Management Inc. 2.900% 9/15/22 400 391
Waste Management Inc. 2.400% 5/15/23 12,650 12,047
Waste Management Inc. 3.500% 5/15/24 3,250 3,216
Waste Management Inc. 3.125% 3/1/25 7,395 7,194
Waste Management Inc. 3.150% 11/15/27 13,233 12,591
Waste Management Inc. 3.900% 3/1/35 2,060 2,006
Waste Management Inc. 6.125% 11/30/39 575 695
Waste Management Inc. 4.100% 3/1/45 5,589 5,500
WW Grainger Inc. 4.600% 6/15/45 12,093 12,590
WW Grainger Inc. 3.750% 5/15/46 5,200 4,718
WW Grainger Inc. 4.200% 5/15/47 1,950 1,915
Xylem Inc. 4.875% 10/1/21 110 114
Xylem Inc. 3.250% 11/1/26 3,336 3,126
Xylem Inc. 4.375% 11/1/46 6,310 6,070
 
Communication (2.4%)        
21st Century Fox America Inc. 5.650% 8/15/20 4,701 4,886
21st Century Fox America Inc. 4.500% 2/15/21 7,850 8,075
21st Century Fox America Inc. 3.000% 9/15/22 15,685 15,428
21st Century Fox America Inc. 3.700% 9/15/24 4,785 4,788
21st Century Fox America Inc. 3.700% 10/15/25 6,775 6,728
21st Century Fox America Inc. 3.375% 11/15/26 6,900 6,704
21st Century Fox America Inc. 6.550% 3/15/33 12,790 15,842
21st Century Fox America Inc. 6.200% 12/15/34 14,366 17,721
21st Century Fox America Inc. 6.400% 12/15/35 18,200 23,177
21st Century Fox America Inc. 8.150% 10/17/36 3,075 4,399
21st Century Fox America Inc. 6.150% 3/1/37 12,143 15,107
21st Century Fox America Inc. 6.900% 8/15/39 6,398 8,698
21st Century Fox America Inc. 6.150% 2/15/41 15,546 19,734
21st Century Fox America Inc. 5.400% 10/1/43 14,175 16,626
21st Century Fox America Inc. 4.750% 9/15/44 12,345 12,967
21st Century Fox America Inc. 7.750% 12/1/45 5,160 7,541
Activision Blizzard Inc. 2.300% 9/15/21 17,325 16,806
Activision Blizzard Inc. 3.400% 9/15/26 9,500 9,031
Activision Blizzard Inc. 3.400% 6/15/27 2,950 2,781
Activision Blizzard Inc. 4.500% 6/15/47 4,720 4,472
America Movil SAB de CV 5.000% 10/16/19 7,875 7,994
America Movil SAB de CV 5.000% 3/30/20 12,441 12,719
America Movil SAB de CV 3.125% 7/16/22 36,625 35,865
America Movil SAB de CV 6.375% 3/1/35 18,190 21,422
America Movil SAB de CV 6.125% 11/15/37 4,283 4,959
America Movil SAB de CV 6.125% 3/30/40 15,060 17,654
America Movil SAB de CV 4.375% 7/16/42 12,490 12,124
American Tower Corp. 2.800% 6/1/20 7,359 7,275
American Tower Corp. 5.050% 9/1/20 6,745 6,929
American Tower Corp. 3.300% 2/15/21 13,064 12,969
American Tower Corp. 3.450% 9/15/21 14,400 14,343
American Tower Corp. 5.900% 11/1/21 7,295 7,759

 

 

  American Tower Corp. 2.250% 1/15/22 6,615 6,290
  American Tower Corp. 3.500% 1/31/23 18,498 18,221
  American Tower Corp. 5.000% 2/15/24 11,886 12,416
  American Tower Corp. 4.000% 6/1/25 8,690 8,543
  American Tower Corp. 4.400% 2/15/26 1,950 1,951
  American Tower Corp. 3.375% 10/15/26 11,601 10,808
  American Tower Corp. 3.125% 1/15/27 5,345 4,861
  American Tower Corp. 3.550% 7/15/27 7,973 7,459
  American Tower Corp. 3.600% 1/15/28 7,385 6,899
  AT&T Corp. 8.250% 11/15/31 16,578 21,530
  AT&T Inc. 5.875% 10/1/19 23,945 24,582
  AT&T Inc. 5.200% 3/15/20 17,690 18,218
  AT&T Inc. 2.450% 6/30/20 29,184 28,779
  AT&T Inc. 4.600% 2/15/21 13,177 13,506
  AT&T Inc. 2.800% 2/17/21 4,000 3,938
  AT&T Inc. 5.000% 3/1/21 17,946 18,537
  AT&T Inc. 4.450% 5/15/21 6,648 6,806
  AT&T Inc. 3.875% 8/15/21 2,000 2,020
  AT&T Inc. 3.200% 3/1/22 7,919 7,799
  AT&T Inc. 3.800% 3/15/22 7,060 7,086
  AT&T Inc. 3.000% 6/30/22 34,597 33,726
  AT&T Inc. 3.600% 2/17/23 31,065 30,821
  AT&T Inc. 3.800% 3/1/24 6,425 6,352
  AT&T Inc. 4.450% 4/1/24 7,025 7,143
  AT&T Inc. 3.950% 1/15/25 13,435 13,226
  AT&T Inc. 3.400% 5/15/25 53,935 51,331
  AT&T Inc. 4.125% 2/17/26 21,662 21,365
  AT&T Inc. 4.250% 3/1/27 20,471 20,194
10 AT&T Inc. 4.100% 2/15/28 26,292 25,467
10 AT&T Inc. 4.300% 2/15/30 47,426 45,752
  AT&T Inc. 4.500% 5/15/35 21,167 19,754
  AT&T Inc. 5.250% 3/1/37 22,000 21,948
10 AT&T Inc. 4.900% 8/15/37 18,600 17,810
  AT&T Inc. 6.350% 3/15/40 11,000 12,081
  AT&T Inc. 6.000% 8/15/40 10,702 11,405
  AT&T Inc. 5.350% 9/1/40 39,718 39,362
  AT&T Inc. 6.375% 3/1/41 9,851 10,859
  AT&T Inc. 5.550% 8/15/41 10,185 10,263
  AT&T Inc. 5.150% 3/15/42 23,669 22,826
  AT&T Inc. 4.300% 12/15/42 19,850 17,135
  AT&T Inc. 4.800% 6/15/44 30,315 27,920
  AT&T Inc. 4.350% 6/15/45 28,975 24,880
  AT&T Inc. 4.750% 5/15/46 36,610 33,408
10 AT&T Inc. 5.150% 11/15/46 57,801 55,238
  AT&T Inc. 5.450% 3/1/47 20,516 20,515
  AT&T Inc. 4.500% 3/9/48 22,335 19,536
  AT&T Inc. 4.550% 3/9/49 26,517 23,346
10 AT&T Inc. 5.150% 2/15/50 22,400 21,168
  AT&T Inc. 5.700% 3/1/57 2,900 2,936
10 AT&T Inc. 5.300% 8/15/58 9,887 9,417
  Bell Canada Inc. 4.464% 4/1/48 8,525 8,341
  British Telecommunications plc 9.625% 12/15/30 28,603 40,562
  CBS Corp. 4.300% 2/15/21 5,525 5,608
  CBS Corp. 3.375% 3/1/22 7,037 6,938
  CBS Corp. 2.500% 2/15/23 12,625 11,879
10 CBS Corp. 2.900% 6/1/23 4,475 4,246
  CBS Corp. 3.700% 8/15/24 3,775 3,671

 

 

  CBS Corp. 3.500% 1/15/25 3,853 3,674
  CBS Corp. 4.000% 1/15/26 8,574 8,365
  CBS Corp. 2.900% 1/15/27 10,585 9,469
  CBS Corp. 3.375% 2/15/28 7,450 6,802
10 CBS Corp. 3.700% 6/1/28 4,985 4,651
  CBS Corp. 7.875% 7/30/30 2,339 2,928
  CBS Corp. 5.500% 5/15/33 3,065 3,205
  CBS Corp. 5.900% 10/15/40 3,150 3,451
  CBS Corp. 4.850% 7/1/42 8,636 8,343
  CBS Corp. 4.900% 8/15/44 10,454 10,172
  CBS Corp. 4.600% 1/15/45 7,091 6,700
  CC Holdings GS V LLC / Crown Castle GS        
  III Corp. 3.849% 4/15/23 11,302 11,229
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 3.579% 7/23/20 18,135 18,127
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.464% 7/23/22 30,105 30,607
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.500% 2/1/24 14,065 14,152
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.908% 7/23/25 47,710 48,423
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 3.750% 2/15/28 17,595 16,239
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.200% 3/15/28 7,580 7,210
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.384% 10/23/35 23,749 25,377
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.375% 4/1/38 11,945 11,549
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.484% 10/23/45 38,156 40,867
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.375% 5/1/47 26,696 25,314
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.750% 4/1/48 17,925 17,854
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.834% 10/23/55 4,950 5,443
  Comcast Cable Communications Holdings        
  Inc. 9.455% 11/15/22 7,310 8,898
  Comcast Corp. 5.150% 3/1/20 9,443 9,709
  Comcast Corp. 3.125% 7/15/22 14,182 14,001
  Comcast Corp. 2.850% 1/15/23 1,902 1,845
  Comcast Corp. 2.750% 3/1/23 21,014 20,302
  Comcast Corp. 3.000% 2/1/24 24,188 23,300
  Comcast Corp. 3.600% 3/1/24 1,826 1,804

 

 

  Comcast Corp. 3.375% 2/15/25 9,507 9,168
  Comcast Corp. 3.375% 8/15/25 15,929 15,379
  Comcast Corp. 3.150% 3/1/26 25,675 24,217
  Comcast Corp. 2.350% 1/15/27 22,310 19,613
  Comcast Corp. 3.300% 2/1/27 16,499 15,582
  Comcast Corp. 3.150% 2/15/28 17,980 16,647
  Comcast Corp. 3.550% 5/1/28 9,300 8,895
  Comcast Corp. 4.250% 1/15/33 16,162 15,816
  Comcast Corp. 7.050% 3/15/33 4,042 5,048
  Comcast Corp. 4.200% 8/15/34 13,589 13,058
  Comcast Corp. 5.650% 6/15/35 4,371 4,816
  Comcast Corp. 4.400% 8/15/35 11,866 11,606
  Comcast Corp. 6.500% 11/15/35 17,505 21,117
  Comcast Corp. 3.200% 7/15/36 10,445 8,706
  Comcast Corp. 6.450% 3/15/37 11,419 13,602
  Comcast Corp. 6.950% 8/15/37 14,839 18,371
  Comcast Corp. 3.900% 3/1/38 9,375 8,574
  Comcast Corp. 6.400% 5/15/38 9,747 11,552
  Comcast Corp. 6.400% 3/1/40 870 1,038
  Comcast Corp. 4.650% 7/15/42 23,322 23,063
  Comcast Corp. 4.500% 1/15/43 6,286 6,062
  Comcast Corp. 4.600% 8/15/45 22,655 22,080
  Comcast Corp. 3.400% 7/15/46 15,064 12,187
  Comcast Corp. 4.000% 8/15/47 8,002 7,166
  Comcast Corp. 3.969% 11/1/47 25,550 22,648
  Comcast Corp. 3.999% 11/1/49 21,346 19,015
  Comcast Corp. 4.049% 11/1/52 8,445 7,440
  Crown Castle International Corp. 3.400% 2/15/21 14,805 14,767
  Crown Castle International Corp. 2.250% 9/1/21 7,550 7,247
  Crown Castle International Corp. 4.875% 4/15/22 7,990 8,227
  Crown Castle International Corp. 5.250% 1/15/23 12,819 13,451
  Crown Castle International Corp. 3.150% 7/15/23 6,250 6,011
  Crown Castle International Corp. 3.200% 9/1/24 8,400 7,983
  Crown Castle International Corp. 4.450% 2/15/26 22,565 22,685
  Crown Castle International Corp. 3.700% 6/15/26 13,775 13,130
  Crown Castle International Corp. 4.000% 3/1/27 3,580 3,452
  Crown Castle International Corp. 3.650% 9/1/27 16,903 15,829
  Crown Castle International Corp. 3.800% 2/15/28 11,025 10,453
  Crown Castle International Corp. 4.750% 5/15/47 4,250 4,027
  Deutsche Telekom International Finance        
  BV 8.750% 6/15/30 43,508 58,409
10 Discovery Communications LLC 2.750% 11/15/19 5,465 5,425
10 Discovery Communications LLC 2.800% 6/15/20 5,325 5,271
  Discovery Communications LLC 4.375% 6/15/21 4,875 4,960
  Discovery Communications LLC 3.300% 5/15/22 5,425 5,295
10 Discovery Communications LLC 3.500% 6/15/22 4,050 3,984
  Discovery Communications LLC 2.950% 3/20/23 12,957 12,413
  Discovery Communications LLC 3.250% 4/1/23 2,750 2,644
  Discovery Communications LLC 3.800% 3/13/24 5,000 4,900
10 Discovery Communications LLC 3.900% 11/15/24 7,675 7,505
  Discovery Communications LLC 3.450% 3/15/25 3,480 3,286
10 Discovery Communications LLC 3.950% 6/15/25 5,700 5,554
  Discovery Communications LLC 4.900% 3/11/26 7,440 7,620
  Discovery Communications LLC 3.950% 3/20/28 19,350 18,388
  Discovery Communications LLC 5.000% 9/20/37 13,326 12,978
  Discovery Communications LLC 6.350% 6/1/40 8,046 8,853
  Discovery Communications LLC 4.950% 5/15/42 5,446 5,129

 

 

Discovery Communications LLC 4.875% 4/1/43 9,600 8,959
Discovery Communications LLC 5.200% 9/20/47 13,554 13,240
Electronic Arts Inc. 3.700% 3/1/21 9,990 10,063
Electronic Arts Inc. 4.800% 3/1/26 4,040 4,218
Grupo Televisa SAB 6.625% 3/18/25 3,864 4,361
Grupo Televisa SAB 4.625% 1/30/26 2,825 2,860
Grupo Televisa SAB 8.500% 3/11/32 460 583
Grupo Televisa SAB 6.625% 1/15/40 6,393 7,290
Grupo Televisa SAB 5.000% 5/13/45 20,016 18,682
Grupo Televisa SAB 6.125% 1/31/46 4,953 5,359
Interpublic Group of Cos. Inc. 3.500% 10/1/20 2,500 2,500
Interpublic Group of Cos. Inc. 3.750% 10/1/21 5,500 5,510
Interpublic Group of Cos. Inc. 3.750% 2/15/23 5,675 5,617
Interpublic Group of Cos. Inc. 4.200% 4/15/24 5,465 5,479
Interpublic Group of Cos. Inc. 4.650% 10/1/28 7,020 7,029
Interpublic Group of Cos. Inc. 5.400% 10/1/48 9,000 8,934
Koninklijke KPN NV 8.375% 10/1/30 6,571 8,447
Moody's Corp. 5.500% 9/1/20 1,640 1,705
Moody's Corp. 3.250% 6/7/21 3,000 2,991
Moody's Corp. 2.750% 12/15/21 5,825 5,697
Moody's Corp. 4.500% 9/1/22 15,750 16,219
Moody's Corp. 4.875% 2/15/24 7,160 7,479
Moody's Corp. 5.250% 7/15/44 7,375 8,094
NBCUniversal Media LLC 5.150% 4/30/20 18,355 18,917
NBCUniversal Media LLC 4.375% 4/1/21 20,815 21,305
NBCUniversal Media LLC 2.875% 1/15/23 16,384 15,886
NBCUniversal Media LLC 6.400% 4/30/40 10,415 12,499
NBCUniversal Media LLC 5.950% 4/1/41 5,583 6,362
NBCUniversal Media LLC 4.450% 1/15/43 14,652 13,986
Omnicom Group Inc. 4.450% 8/15/20 10,540 10,749
Omnicom Group Inc. 3.625% 5/1/22 13,318 13,251
Omnicom Group Inc. 3.650% 11/1/24 10,563 10,284
Omnicom Group Inc. 3.600% 4/15/26 10,801 10,249
Orange SA 1.625% 11/3/19 11,767 11,588
Orange SA 4.125% 9/14/21 24,345 24,949
Orange SA 9.000% 3/1/31 23,500 33,240
Orange SA 5.375% 1/13/42 18,405 20,211
Orange SA 5.500% 2/6/44 871 977
RELX Capital Inc. 3.125% 10/15/22 11,543 11,264
RELX Capital Inc. 3.500% 3/16/23 5,895 5,821
Rogers Communications Inc. 3.000% 3/15/23 7,075 6,855
Rogers Communications Inc. 4.100% 10/1/23 5,646 5,711
Rogers Communications Inc. 3.625% 12/15/25 3,990 3,889
Rogers Communications Inc. 2.900% 11/15/26 5,275 4,840
Rogers Communications Inc. 7.500% 8/15/38 1,698 2,252
Rogers Communications Inc. 4.500% 3/15/43 4,468 4,308
Rogers Communications Inc. 5.450% 10/1/43 1,100 1,190
Rogers Communications Inc. 5.000% 3/15/44 11,448 11,871
Rogers Communications Inc. 4.300% 2/15/48 11,025 10,618
S&P Global Inc. 3.300% 8/14/20 8,935 8,934
S&P Global Inc. 4.000% 6/15/25 8,219 8,241
S&P Global Inc. 4.400% 2/15/26 9,825 10,084
S&P Global Inc. 2.950% 1/22/27 5,680 5,257
S&P Global Inc. 6.550% 11/15/37 4,840 6,046
S&P Global Inc. 4.500% 5/15/48 5,535 5,544
TCI Communications Inc. 7.875% 2/15/26 5,293 6,487
TCI Communications Inc. 7.125% 2/15/28 2,472 2,952

 

 

Telefonica Emisiones SAU 5.134% 4/27/20 9,985 10,259
Telefonica Emisiones SAU 5.462% 2/16/21 26,974 28,153
Telefonica Emisiones SAU 4.570% 4/27/23 8,107 8,330
Telefonica Emisiones SAU 4.103% 3/8/27 19,665 18,890
Telefonica Emisiones SAU 7.045% 6/20/36 22,902 27,490
Telefonica Emisiones SAU 4.665% 3/6/38 10,002 9,448
Telefonica Emisiones SAU 5.213% 3/8/47 29,910 29,151
Telefonica Emisiones SAU 4.895% 3/6/48 9,375 8,722
Telefonica Europe BV 8.250% 9/15/30 7,027 9,020
TELUS Corp. 2.800% 2/16/27 8,110 7,356
Thomson Reuters Corp. 4.700% 10/15/19 1,850 1,883
Thomson Reuters Corp. 3.950% 9/30/21 2,000 2,002
Thomson Reuters Corp. 4.300% 11/23/23 9,483 9,659
Thomson Reuters Corp. 3.850% 9/29/24 7,200 7,054
Thomson Reuters Corp. 3.350% 5/15/26 5,200 4,797
Thomson Reuters Corp. 5.500% 8/15/35 8,250 8,535
Thomson Reuters Corp. 5.850% 4/15/40 5,995 6,521
Thomson Reuters Corp. 4.500% 5/23/43 1,625 1,506
Thomson Reuters Corp. 5.650% 11/23/43 9,500 9,986
Time Warner Cable LLC 5.000% 2/1/20 17,660 18,021
Time Warner Cable LLC 4.125% 2/15/21 2,967 2,985
Time Warner Cable LLC 4.000% 9/1/21 14,097 14,149
Time Warner Cable LLC 6.550% 5/1/37 14,398 15,619
Time Warner Cable LLC 7.300% 7/1/38 16,088 18,430
Time Warner Cable LLC 6.750% 6/15/39 17,476 19,043
Time Warner Cable LLC 5.875% 11/15/40 18,908 18,945
Time Warner Cable LLC 5.500% 9/1/41 14,378 13,809
Time Warner Cable LLC 4.500% 9/15/42 13,440 11,324
Time Warner Entertainment Co. LP 8.375% 7/15/33 7,013 8,745
Time Warner Inc. 4.700% 1/15/21 7,920 8,130
Time Warner Inc. 4.750% 3/29/21 15,265 15,725
Time Warner Inc. 4.000% 1/15/22 3,100 3,134
Time Warner Inc. 3.400% 6/15/22 7,995 7,894
Time Warner Inc. 4.050% 12/15/23 6,400 6,440
Time Warner Inc. 3.550% 6/1/24 7,250 7,029
Time Warner Inc. 3.600% 7/15/25 23,026 22,054
Time Warner Inc. 3.875% 1/15/26 24,980 24,178
Time Warner Inc. 3.800% 2/15/27 15,159 14,493
Time Warner Inc. 6.200% 3/15/40 3,800 4,098
Time Warner Inc. 6.100% 7/15/40 3,725 3,968
Time Warner Inc. 5.375% 10/15/41 8,224 8,146
Time Warner Inc. 4.900% 6/15/42 6,844 6,399
Time Warner Inc. 5.350% 12/15/43 15,615 15,363
Time Warner Inc. 4.650% 6/1/44 14,117 12,694
Verizon Communications Inc. 2.625% 2/21/20 13,970 13,882
Verizon Communications Inc. 3.450% 3/15/21 10,520 10,559
Verizon Communications Inc. 4.600% 4/1/21 14,800 15,260
Verizon Communications Inc. 1.750% 8/15/21 3,050 2,924
Verizon Communications Inc. 3.000% 11/1/21 14,821 14,660
Verizon Communications Inc. 3.500% 11/1/21 19,914 19,981
Verizon Communications Inc. 3.125% 3/16/22 14,725 14,577
Verizon Communications Inc. 2.450% 11/1/22 11,725 11,241
Verizon Communications Inc. 5.150% 9/15/23 46,433 49,657
Verizon Communications Inc. 4.150% 3/15/24 13,685 13,955
Verizon Communications Inc. 3.500% 11/1/24 27,574 27,149
Verizon Communications Inc. 3.376% 2/15/25 45,483 44,232
Verizon Communications Inc. 2.625% 8/15/26 27,725 25,130

 

 

  Verizon Communications Inc. 4.125% 3/16/27 31,600 31,625
10 Verizon Communications Inc. 4.329% 9/21/28 49,067 49,354
  Verizon Communications Inc. 4.500% 8/10/33 42,315 41,755
  Verizon Communications Inc. 4.400% 11/1/34 34,188 33,340
  Verizon Communications Inc. 4.272% 1/15/36 36,754 35,030
  Verizon Communications Inc. 5.250% 3/16/37 37,472 39,853
  Verizon Communications Inc. 4.812% 3/15/39 7,110 7,149
  Verizon Communications Inc. 4.750% 11/1/41 12,309 12,089
  Verizon Communications Inc. 3.850% 11/1/42 13,342 11,595
  Verizon Communications Inc. 4.125% 8/15/46 20,357 18,257
  Verizon Communications Inc. 4.862% 8/21/46 56,461 56,648
  Verizon Communications Inc. 5.500% 3/16/47 14,340 15,583
  Verizon Communications Inc. 4.522% 9/15/48 50,843 47,993
  Verizon Communications Inc. 5.012% 4/15/49 46,057 47,016
  Verizon Communications Inc. 5.012% 8/21/54 58,655 58,672
  Verizon Communications Inc. 4.672% 3/15/55 46,771 44,209
  Viacom Inc. 3.875% 12/15/21 4,908 4,920
  Viacom Inc. 4.250% 9/1/23 13,476 13,575
  Viacom Inc. 3.875% 4/1/24 9,662 9,491
  Viacom Inc. 3.450% 10/4/26 8,800 8,222
  Viacom Inc. 6.875% 4/30/36 9,089 10,343
  Viacom Inc. 4.375% 3/15/43 23,403 20,432
  Viacom Inc. 5.850% 9/1/43 10,565 11,032
  Vodafone Group plc 4.375% 3/16/21 5,025 5,138
  Vodafone Group plc 2.500% 9/26/22 13,384 12,839
  Vodafone Group plc 2.950% 2/19/23 17,045 16,441
  Vodafone Group plc 3.750% 1/16/24 21,400 21,159
  Vodafone Group plc 4.125% 5/30/25 20,450 20,356
  Vodafone Group plc 4.375% 5/30/28 36,240 35,681
  Vodafone Group plc 7.875% 2/15/30 2,878 3,562
  Vodafone Group plc 6.250% 11/30/32 7,400 8,223
  Vodafone Group plc 6.150% 2/27/37 12,025 13,337
  Vodafone Group plc 5.000% 5/30/38 16,369 16,206
  Vodafone Group plc 4.375% 2/19/43 16,974 15,158
  Vodafone Group plc 5.250% 5/30/48 32,975 33,072
  Walt Disney Co. 1.950% 3/4/20 6,175 6,094
  Walt Disney Co. 1.800% 6/5/20 8,450 8,278
  Walt Disney Co. 2.150% 9/17/20 4,000 3,925
  Walt Disney Co. 2.300% 2/12/21 7,941 7,791
  Walt Disney Co. 2.750% 8/16/21 9,193 9,087
  Walt Disney Co. 2.550% 2/15/22 3,831 3,735
  Walt Disney Co. 2.450% 3/4/22 3,200 3,100
  Walt Disney Co. 2.350% 12/1/22 4,386 4,204
  Walt Disney Co. 3.150% 9/17/25 7,100 6,907
  Walt Disney Co. 3.000% 2/13/26 13,925 13,342
  Walt Disney Co. 1.850% 7/30/26 28,400 24,975
  Walt Disney Co. 7.000% 3/1/32 2,843 3,713
  Walt Disney Co. 4.375% 8/16/41 7,875 8,055
  Walt Disney Co. 4.125% 12/1/41 12,800 12,568
  Walt Disney Co. 3.700% 12/1/42 8,759 8,100
  Walt Disney Co. 3.000% 7/30/46 2,045 1,648
  Warner Media LLC 7.625% 4/15/31 3,700 4,658
  WPP Finance 2010 4.750% 11/21/21 14,459 14,725
  WPP Finance 2010 3.625% 9/7/22 7,006 6,872
  WPP Finance 2010 3.750% 9/19/24 6,415 6,155
  WPP Finance 2010 5.125% 9/7/42 1,665 1,585
  WPP Finance 2010 5.625% 11/15/43 7,365 7,572

 

 

Consumer Cyclical (2.0%)        
Advance Auto Parts Inc. 4.500% 1/15/22 2,730 2,767
Advance Auto Parts Inc. 4.500% 12/1/23 4,771 4,842
Alibaba Group Holding Ltd. 2.500% 11/28/19 23,600 23,481
Alibaba Group Holding Ltd. 3.125% 11/28/21 7,440 7,346
Alibaba Group Holding Ltd. 2.800% 6/6/23 7,700 7,399
Alibaba Group Holding Ltd. 3.600% 11/28/24 19,119 18,784
Alibaba Group Holding Ltd. 3.400% 12/6/27 29,450 27,469
Alibaba Group Holding Ltd. 4.500% 11/28/34 6,810 6,688
Alibaba Group Holding Ltd. 4.000% 12/6/37 5,550 5,093
Alibaba Group Holding Ltd. 4.200% 12/6/47 9,350 8,490
Alibaba Group Holding Ltd. 4.400% 12/6/57 9,075 8,293
Amazon.com Inc. 2.600% 12/5/19 17,227 17,196
Amazon.com Inc. 1.900% 8/21/20 12,125 11,886
Amazon.com Inc. 3.300% 12/5/21 12,624 12,683
Amazon.com Inc. 2.500% 11/29/22 8,083 7,829
Amazon.com Inc. 2.400% 2/22/23 14,550 13,986
Amazon.com Inc. 2.800% 8/22/24 16,768 16,177
Amazon.com Inc. 3.800% 12/5/24 6,046 6,164
Amazon.com Inc. 5.200% 12/3/25 12,005 13,164
Amazon.com Inc. 3.150% 8/22/27 20,150 19,267
Amazon.com Inc. 4.800% 12/5/34 17,930 19,558
Amazon.com Inc. 3.875% 8/22/37 22,190 21,680
Amazon.com Inc. 4.950% 12/5/44 17,275 19,379
Amazon.com Inc. 4.050% 8/22/47 36,380 35,770
Amazon.com Inc. 4.250% 8/22/57 30,815 30,582
American Honda Finance Corp. 2.000% 11/13/19 11,050 10,915
American Honda Finance Corp. 2.000% 2/14/20 8,200 8,085
American Honda Finance Corp. 2.150% 3/13/20 3,875 3,817
American Honda Finance Corp. 1.950% 7/20/20 6,185 6,061
American Honda Finance Corp. 2.450% 9/24/20 19,067 18,849
American Honda Finance Corp. 2.650% 2/12/21 12,100 11,949
American Honda Finance Corp. 1.650% 7/12/21 10,280 9,859
American Honda Finance Corp. 1.700% 9/9/21 15,625 14,952
American Honda Finance Corp. 2.600% 11/16/22 6,000 5,816
American Honda Finance Corp. 3.450% 7/14/23 5,050 5,038
American Honda Finance Corp. 2.900% 2/16/24 7,275 7,033
American Honda Finance Corp. 2.300% 9/9/26 3,950 3,562
American Honda Finance Corp. 3.500% 2/15/28 3,500 3,425
Aptiv plc 3.150% 11/19/20 7,440 7,347
Aptiv plc 4.250% 1/15/26 9,325 9,202
Aptiv plc 4.400% 10/1/46 4,220 3,772
Automatic Data Processing Inc. 2.250% 9/15/20 10,311 10,155
Automatic Data Processing Inc. 3.375% 9/15/25 7,560 7,487
AutoNation Inc. 5.500% 2/1/20 2,376 2,435
AutoNation Inc. 3.350% 1/15/21 3,205 3,177
AutoNation Inc. 3.500% 11/15/24 4,800 4,536
AutoNation Inc. 4.500% 10/1/25 7,525 7,465
AutoNation Inc. 3.800% 11/15/27 3,685 3,420
AutoZone Inc. 2.500% 4/15/21 3,605 3,515
AutoZone Inc. 3.700% 4/15/22 9,236 9,271
AutoZone Inc. 2.875% 1/15/23 5,891 5,676
AutoZone Inc. 3.125% 7/15/23 510 496
AutoZone Inc. 3.250% 4/15/25 6,060 5,716
AutoZone Inc. 3.125% 4/21/26 4,860 4,512
AutoZone Inc. 3.750% 6/1/27 5,425 5,209

 

 

Bed Bath & Beyond Inc. 3.749% 8/1/24 1,485 1,296
Bed Bath & Beyond Inc. 4.915% 8/1/34 3,990 3,215
Bed Bath & Beyond Inc. 5.165% 8/1/44 8,180 5,684
Best Buy Co. Inc. 5.500% 3/15/21 2,911 3,038
Best Buy Co. Inc. 4.450% 10/1/28 10,000 9,989
Block Financial LLC 4.125% 10/1/20 5,315 5,355
Block Financial LLC 5.500% 11/1/22 2,865 2,968
Block Financial LLC 5.250% 10/1/25 12,310 12,365
Booking Holdings Inc. 2.750% 3/15/23 6,427 6,162
Booking Holdings Inc. 3.650% 3/15/25 3,625 3,555
Booking Holdings Inc. 3.600% 6/1/26 21,735 21,062
Booking Holdings Inc. 3.550% 3/15/28 5,350 5,020
BorgWarner Inc. 4.625% 9/15/20 1,000 1,019
BorgWarner Inc. 3.375% 3/15/25 900 868
BorgWarner Inc. 4.375% 3/15/45 5,615 5,285
Carnival Corp. 3.950% 10/15/20 4,160 4,217
Costco Wholesale Corp. 1.700% 12/15/19 8,263 8,151
Costco Wholesale Corp. 1.750% 2/15/20 4,425 4,353
Costco Wholesale Corp. 2.150% 5/18/21 6,955 6,797
Costco Wholesale Corp. 2.250% 2/15/22 4,200 4,075
Costco Wholesale Corp. 2.300% 5/18/22 11,626 11,260
Costco Wholesale Corp. 2.750% 5/18/24 15,534 15,023
Costco Wholesale Corp. 3.000% 5/18/27 13,788 13,086
Cummins Inc. 3.650% 10/1/23 2,125 2,149
Cummins Inc. 7.125% 3/1/28 1,250 1,527
Cummins Inc. 4.875% 10/1/43 6,320 6,835
Daimler Finance North America LLC 8.500% 1/18/31 13,812 19,234
Darden Restaurants Inc. 3.850% 5/1/27 5,550 5,336
Darden Restaurants Inc. 4.550% 2/15/48 5,295 5,008
Delphi Corp. 4.150% 3/15/24 7,520 7,536
Dollar General Corp. 3.250% 4/15/23 12,720 12,402
Dollar General Corp. 4.150% 11/1/25 3,520 3,532
Dollar General Corp. 3.875% 4/15/27 3,575 3,479
Dollar General Corp. 4.125% 5/1/28 7,325 7,212
Dollar Tree Inc. 3.700% 5/15/23 6,000 5,924
Dollar Tree Inc. 4.000% 5/15/25 17,000 16,608
Dollar Tree Inc. 4.200% 5/15/28 17,000 16,496
DR Horton Inc. 2.550% 12/1/20 2,450 2,400
DR Horton Inc. 4.375% 9/15/22 5,800 5,880
DR Horton Inc. 4.750% 2/15/23 3,193 3,268
DR Horton Inc. 5.750% 8/15/23 7,445 7,919
eBay Inc. 2.150% 6/5/20 7,425 7,294
eBay Inc. 3.250% 10/15/20 5,330 5,322
eBay Inc. 2.875% 8/1/21 7,685 7,568
eBay Inc. 3.800% 3/9/22 5,882 5,926
eBay Inc. 2.600% 7/15/22 7,605 7,336
eBay Inc. 2.750% 1/30/23 6,265 6,027
eBay Inc. 3.450% 8/1/24 8,371 8,161
eBay Inc. 3.600% 6/5/27 8,725 8,248
eBay Inc. 4.000% 7/15/42 8,659 7,096
Expedia Group Inc. 5.950% 8/15/20 7,716 8,072
Expedia Group Inc. 4.500% 8/15/24 5,130 5,149
Expedia Group Inc. 5.000% 2/15/26 9,275 9,450
Expedia Group Inc. 3.800% 2/15/28 6,525 6,012
Ford Holdings LLC 9.300% 3/1/30 4,325 5,288
Ford Motor Co. 4.346% 12/8/26 15,408 14,526
Ford Motor Co. 6.625% 10/1/28 5,861 6,195

 

 

Ford Motor Co. 6.375% 2/1/29 6,944 7,150
Ford Motor Co. 7.450% 7/16/31 12,886 14,300
Ford Motor Co. 4.750% 1/15/43 8,863 7,389
Ford Motor Co. 7.400% 11/1/46 6,395 7,109
Ford Motor Co. 5.291% 12/8/46 17,045 15,184
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 18,306
Ford Motor Credit Co. LLC 8.125% 1/15/20 17,747 18,746
Ford Motor Credit Co. LLC 2.459% 3/27/20 2,102 2,067
Ford Motor Credit Co. LLC 3.157% 8/4/20 4,923 4,877
Ford Motor Credit Co. LLC 2.343% 11/2/20 11,050 10,732
Ford Motor Credit Co. LLC 3.200% 1/15/21 17,503 17,229
Ford Motor Credit Co. LLC 5.750% 2/1/21 17,200 17,870
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,461 15,244
Ford Motor Credit Co. LLC 3.470% 4/5/21 100 99
Ford Motor Credit Co. LLC 5.875% 8/2/21 16,136 16,867
Ford Motor Credit Co. LLC 3.813% 10/12/21 10,800 10,721
Ford Motor Credit Co. LLC 3.219% 1/9/22 11,767 11,377
Ford Motor Credit Co. LLC 3.339% 3/28/22 11,542 11,155
Ford Motor Credit Co. LLC 2.979% 8/3/22 23,850 22,620
Ford Motor Credit Co. LLC 4.250% 9/20/22 7,740 7,669
Ford Motor Credit Co. LLC 3.096% 5/4/23 4,150 3,892
Ford Motor Credit Co. LLC 4.375% 8/6/23 13,320 13,159
Ford Motor Credit Co. LLC 3.810% 1/9/24 9,921 9,461
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,795 4,487
Ford Motor Credit Co. LLC 4.687% 6/9/25 11,325 11,043
Ford Motor Credit Co. LLC 4.134% 8/4/25 17,913 16,900
Ford Motor Credit Co. LLC 4.389% 1/8/26 10,152 9,662
Ford Motor Credit Co. LLC 3.815% 11/2/27 6,783 6,071
General Motors Co. 4.875% 10/2/23 18,653 19,093
General Motors Co. 4.000% 4/1/25 5,281 5,066
General Motors Co. 5.000% 10/1/28 3,950 3,891
General Motors Co. 5.000% 4/1/35 12,349 11,574
General Motors Co. 6.600% 4/1/36 6,567 6,985
General Motors Co. 5.150% 4/1/38 4,383 4,064
General Motors Co. 6.250% 10/2/43 16,878 17,295
General Motors Co. 5.200% 4/1/45 15,537 14,037
General Motors Co. 6.750% 4/1/46 12,403 13,451
General Motors Co. 5.400% 4/1/48 14,186 13,243
General Motors Co. 5.950% 4/1/49 6,300 6,249
General Motors Financial Co. Inc. 2.350% 10/4/19 8,504 8,445
General Motors Financial Co. Inc. 3.150% 1/15/20 10,225 10,218
General Motors Financial Co. Inc. 2.650% 4/13/20 16,950 16,772
General Motors Financial Co. Inc. 3.200% 7/13/20 38,220 38,114
General Motors Financial Co. Inc. 2.450% 11/6/20 27,815 27,224
General Motors Financial Co. Inc. 3.700% 11/24/20 16,187 16,270
General Motors Financial Co. Inc. 4.200% 3/1/21 9,688 9,808
General Motors Financial Co. Inc. 3.550% 4/9/21 7,760 7,741
General Motors Financial Co. Inc. 3.200% 7/6/21 18,531 18,284
General Motors Financial Co. Inc. 4.375% 9/25/21 6,400 6,506
General Motors Financial Co. Inc. 3.450% 1/14/22 6,389 6,294
General Motors Financial Co. Inc. 3.450% 4/10/22 14,244 14,010
General Motors Financial Co. Inc. 3.150% 6/30/22 8,665 8,424
General Motors Financial Co. Inc. 3.250% 1/5/23 3,400 3,281
General Motors Financial Co. Inc. 3.700% 5/9/23 17,010 16,625
General Motors Financial Co. Inc. 4.250% 5/15/23 13,292 13,256
General Motors Financial Co. Inc. 4.150% 6/19/23 2,000 1,991

 

 

General Motors Financial Co. Inc. 3.950% 4/13/24 13,911 13,537
General Motors Financial Co. Inc. 3.500% 11/7/24 20,702 19,508
General Motors Financial Co. Inc. 4.000% 1/15/25 9,811 9,449
General Motors Financial Co. Inc. 4.350% 4/9/25 9,875 9,687
General Motors Financial Co. Inc. 4.300% 7/13/25 9,934 9,669
General Motors Financial Co. Inc. 5.250% 3/1/26 5,969 6,096
General Motors Financial Co. Inc. 4.000% 10/6/26 9,526 8,949
General Motors Financial Co. Inc. 4.350% 1/17/27 15,884 15,196
General Motors Financial Co. Inc. 3.850% 1/5/28 5,800 5,276
GLP Capital LP / GLP Financing II Inc. 4.875% 11/1/20 8,614 8,765
GLP Capital LP / GLP Financing II Inc. 4.375% 4/15/21 1,000 1,008
GLP Capital LP / GLP Financing II Inc. 5.375% 11/1/23 5,700 5,899
GLP Capital LP / GLP Financing II Inc. 5.250% 6/1/25 10,200 10,353
GLP Capital LP / GLP Financing II Inc. 5.375% 4/15/26 8,625 8,744
GLP Capital LP / GLP Financing II Inc. 5.750% 6/1/28 425 438
GLP Capital LP / GLP Financing II Inc. 5.300% 1/15/29 7,665 7,684
Harley-Davidson Inc. 3.500% 7/28/25 9,325 8,923
Harley-Davidson Inc. 4.625% 7/28/45 6,290 5,867
Harman International Industries Inc. 4.150% 5/15/25 4,125 4,098
Home Depot Inc. 1.800% 6/5/20 15,000 14,758
Home Depot Inc. 3.950% 9/15/20 5,225 5,308
Home Depot Inc. 2.000% 4/1/21 9,234 8,978
Home Depot Inc. 4.400% 4/1/21 33,073 33,976
Home Depot Inc. 2.625% 6/1/22 17,560 17,204
Home Depot Inc. 2.700% 4/1/23 3,715 3,619
Home Depot Inc. 3.750% 2/15/24 10,873 11,076
Home Depot Inc. 3.350% 9/15/25 3,885 3,834
Home Depot Inc. 3.000% 4/1/26 10,825 10,385
Home Depot Inc. 2.125% 9/15/26 7,750 6,934
Home Depot Inc. 2.800% 9/14/27 13,500 12,582
Home Depot Inc. 5.875% 12/16/36 32,988 40,167
Home Depot Inc. 5.400% 9/15/40 5,668 6,607
Home Depot Inc. 5.950% 4/1/41 11,653 14,527
Home Depot Inc. 4.200% 4/1/43 16,390 16,521
Home Depot Inc. 4.875% 2/15/44 12,094 13,323
Home Depot Inc. 4.400% 3/15/45 5,097 5,302
Home Depot Inc. 4.250% 4/1/46 13,243 13,508
Home Depot Inc. 3.900% 6/15/47 6,150 5,925
Home Depot Inc. 3.500% 9/15/56 10,925 9,521
Hyatt Hotels Corp. 5.375% 8/15/21 1,347 1,404
Hyatt Hotels Corp. 3.375% 7/15/23 3,486 3,407
Hyatt Hotels Corp. 4.850% 3/15/26 925 950
Hyatt Hotels Corp. 4.375% 9/15/28 6,105 5,970
IHS Markit Ltd. 4.750% 8/1/28 7,110 7,119
JD.com Inc. 3.875% 4/29/26 5,420 4,967
Kohl's Corp. 4.000% 11/1/21 3,830 3,853
Kohl's Corp. 3.250% 2/1/23 1,058 1,018
Kohl's Corp. 4.750% 12/15/23 584 602
Kohl's Corp. 4.250% 7/17/25 5,890 5,878
Kohl's Corp. 5.550% 7/17/45 3,660 3,513
Lear Corp. 5.250% 1/15/25 7,062 7,300
Lear Corp. 3.800% 9/15/27 4,725 4,382
Lowe's Cos Inc. 4.625% 4/15/20 375 381
Lowe's Cos. Inc. 3.750% 4/15/21 2,072 2,097
Lowe's Cos. Inc. 3.800% 11/15/21 2,350 2,385
Lowe's Cos. Inc. 3.120% 4/15/22 8,908 8,850
Lowe's Cos. Inc. 3.875% 9/15/23 14,494 14,742

 

 

Lowe's Cos. Inc. 3.125% 9/15/24 12,869 12,594
Lowe's Cos. Inc. 3.375% 9/15/25 11,325 11,146
Lowe's Cos. Inc. 2.500% 4/15/26 12,040 11,057
Lowe's Cos. Inc. 3.100% 5/3/27 17,618 16,766
Lowe's Cos. Inc. 6.500% 3/15/29 1,099 1,334
Lowe's Cos. Inc. 4.650% 4/15/42 17,244 17,954
Lowe's Cos. Inc. 4.250% 9/15/44 3,905 3,854
Lowe's Cos. Inc. 4.375% 9/15/45 9,995 10,037
Lowe's Cos. Inc. 3.700% 4/15/46 15,946 14,536
Lowe's Cos. Inc. 4.050% 5/3/47 19,525 18,733
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,735 2,721
Macy's Retail Holdings Inc. 3.875% 1/15/22 1,118 1,107
Macy's Retail Holdings Inc. 2.875% 2/15/23 13,725 12,997
Macy's Retail Holdings Inc. 4.375% 9/1/23 3,310 3,321
Macy's Retail Holdings Inc. 3.625% 6/1/24 1,375 1,313
Macy's Retail Holdings Inc. 6.650% 7/15/24 105 114
Macy's Retail Holdings Inc. 6.900% 4/1/29 4,140 4,370
Macy's Retail Holdings Inc. 4.500% 12/15/34 7,057 5,736
Magna International Inc. 3.625% 6/15/24 8,877 8,751
Magna International Inc. 4.150% 10/1/25 1,708 1,708
Marriott International Inc. 3.375% 10/15/20 9,008 8,991
Marriott International Inc. 2.875% 3/1/21 5,125 5,035
Marriott International Inc. 3.125% 10/15/21 3,992 3,941
Marriott International Inc. 2.300% 1/15/22 3,200 3,068
Marriott International Inc. 3.250% 9/15/22 3,000 2,947
Marriott International Inc. 3.750% 3/15/25 4,650 4,532
Marriott International Inc. 3.750% 10/1/25 4,460 4,341
Marriott International Inc. 3.125% 6/15/26 7,269 6,776
Marriott International Inc. 4.000% 4/15/28 7,175 6,994
Mastercard Inc. 2.000% 11/21/21 5,200 5,010
Mastercard Inc. 3.375% 4/1/24 9,903 9,899
Mastercard Inc. 2.950% 11/21/26 8,340 7,930
Mastercard Inc. 3.500% 2/26/28 3,100 3,051
Mastercard Inc. 3.800% 11/21/46 5,240 5,021
Mastercard Inc. 3.950% 2/26/48 6,315 6,230
McDonald's Corp. 3.500% 7/15/20 115 116
McDonald's Corp. 2.750% 12/9/20 6,451 6,404
McDonald's Corp. 3.625% 5/20/21 1,220 1,232
McDonald's Corp. 2.625% 1/15/22 13,862 13,494
McDonald's Corp. 3.350% 4/1/23 12,835 12,742
McDonald's Corp. 3.250% 6/10/24 275 268
McDonald's Corp. 3.375% 5/26/25 8,540 8,307
McDonald's Corp. 3.700% 1/30/26 18,374 18,218
McDonald's Corp. 3.500% 3/1/27 10,414 10,107
McDonald's Corp. 3.800% 4/1/28 15,625 15,351
McDonald's Corp. 4.700% 12/9/35 11,607 12,080
McDonald's Corp. 6.300% 10/15/37 4,438 5,319
McDonald's Corp. 6.300% 3/1/38 11,131 13,398
McDonald's Corp. 5.700% 2/1/39 10,152 11,486
McDonald's Corp. 3.700% 2/15/42 6,574 5,749
McDonald's Corp. 3.625% 5/1/43 5,033 4,302
McDonald's Corp. 4.600% 5/26/45 6,269 6,240
McDonald's Corp. 4.875% 12/9/45 18,835 19,663
McDonald's Corp. 4.450% 3/1/47 9,342 9,135
McDonald's Corp. 4.450% 9/1/48 12,305 12,164
NIKE Inc. 2.250% 5/1/23 740 706
NIKE Inc. 2.375% 11/1/26 13,605 12,299

 

 

  NIKE Inc. 3.625% 5/1/43 4,818 4,439
  NIKE Inc. 3.875% 11/1/45 13,244 12,701
  NIKE Inc. 3.375% 11/1/46 4,500 3,933
  Nordstrom Inc. 4.750% 5/1/20 4,500 4,605
  Nordstrom Inc. 4.000% 10/15/21 9,656 9,721
  Nordstrom Inc. 4.000% 3/15/27 4,290 4,157
  Nordstrom Inc. 6.950% 3/15/28 760 842
  Nordstrom Inc. 5.000% 1/15/44 10,572 9,734
  NVR Inc. 3.950% 9/15/22 8,836 8,834
  O'Reilly Automotive Inc. 4.875% 1/14/21 900 926
  O'Reilly Automotive Inc. 4.625% 9/15/21 5,268 5,416
  O'Reilly Automotive Inc. 3.800% 9/1/22 3,941 3,951
  O'Reilly Automotive Inc. 3.850% 6/15/23 6,875 6,882
  O'Reilly Automotive Inc. 3.550% 3/15/26 2,873 2,752
  O'Reilly Automotive Inc. 3.600% 9/1/27 7,850 7,444
  PACCAR Financial Corp. 2.500% 8/14/20 3,200 3,163
  PACCAR Financial Corp. 2.050% 11/13/20 5,350 5,208
  PACCAR Financial Corp. 2.250% 2/25/21 3,000 2,924
  PACCAR Financial Corp. 2.800% 3/1/21 3,850 3,805
  PACCAR Financial Corp. 3.150% 8/9/21 1,745 1,738
  PACCAR Financial Corp. 2.300% 8/10/22 4,825 4,622
  PACCAR Financial Corp. 3.400% 8/9/23 6,090 6,059
  QVC Inc. 5.125% 7/2/22 2,631 2,666
  QVC Inc. 4.375% 3/15/23 4,876 4,814
  QVC Inc. 4.850% 4/1/24 5,113 5,061
  QVC Inc. 4.450% 2/15/25 1,452 1,380
  QVC Inc. 5.450% 8/15/34 3,494 3,141
  QVC Inc. 5.950% 3/15/43 4,423 4,006
  Ralph Lauren Corp. 2.625% 8/18/20 3,000 2,966
  Ralph Lauren Corp. 3.750% 9/15/25 4,000 3,951
  Royal Caribbean Cruises Ltd. 2.650% 11/28/20 2,710 2,669
  Royal Caribbean Cruises Ltd. 5.250% 11/15/22 4,650 4,883
  Royal Caribbean Cruises Ltd. 3.700% 3/15/28 8,613 7,967
10 Sands China Ltd. 4.600% 8/8/23 11,480 11,466
10 Sands China Ltd. 5.125% 8/8/25 13,175 13,126
10 Sands China Ltd. 5.400% 8/8/28 19,375 19,205
  Starbucks Corp. 2.200% 11/22/20 3,950 3,871
  Starbucks Corp. 2.100% 2/4/21 6,620 6,462
  Starbucks Corp. 2.700% 6/15/22 3,675 3,573
  Starbucks Corp. 3.100% 3/1/23 12,475 12,289
  Starbucks Corp. 3.850% 10/1/23 3,380 3,417
  Starbucks Corp. 3.800% 8/15/25 15,895 15,872
  Starbucks Corp. 2.450% 6/15/26 10,741 9,670
  Starbucks Corp. 3.500% 3/1/28 6,490 6,226
  Starbucks Corp. 4.000% 11/15/28 7,075 7,102
  Starbucks Corp. 4.300% 6/15/45 3,631 3,416
  Starbucks Corp. 3.750% 12/1/47 6,925 6,045
  Starbucks Corp. 4.500% 11/15/48 6,375 6,211
  Tapestry Inc. 3.000% 7/15/22 3,744 3,609
  Tapestry Inc. 4.250% 4/1/25 5,386 5,328
  Tapestry Inc. 4.125% 7/15/27 7,225 6,852
  Target Corp. 3.875% 7/15/20 858 870
  Target Corp. 2.900% 1/15/22 7,417 7,360
  Target Corp. 3.500% 7/1/24 9,555 9,646
  Target Corp. 2.500% 4/15/26 7,568 7,007
  Target Corp. 6.350% 11/1/32 5,291 6,406
  Target Corp. 6.500% 10/15/37 5,137 6,458

 

 

Target Corp. 7.000% 1/15/38 5,120 6,704
Target Corp. 4.000% 7/1/42 14,728 14,206
Target Corp. 3.625% 4/15/46 10,025 9,047
Target Corp. 3.900% 11/15/47 15,475 14,481
TJX Cos. Inc. 2.750% 6/15/21 8,525 8,439
TJX Cos. Inc. 2.500% 5/15/23 2,650 2,538
TJX Cos. Inc. 2.250% 9/15/26 17,585 15,883
Toyota Motor Corp. 3.183% 7/20/21 6,900 6,909
Toyota Motor Corp. 3.419% 7/20/23 11,275 11,252
Toyota Motor Corp. 3.669% 7/20/28 5,600 5,566
Toyota Motor Credit Corp. 1.550% 10/18/19 1,700 1,678
Toyota Motor Credit Corp. 2.200% 1/10/20 2,725 2,701
Toyota Motor Credit Corp. 2.150% 3/12/20 18,550 18,349
Toyota Motor Credit Corp. 1.950% 4/17/20 7,500 7,394
Toyota Motor Credit Corp. 4.500% 6/17/20 8,010 8,202
Toyota Motor Credit Corp. 4.250% 1/11/21 2,575 2,635
Toyota Motor Credit Corp. 1.900% 4/8/21 16,200 15,694
Toyota Motor Credit Corp. 2.950% 4/13/21 14,850 14,782
Toyota Motor Credit Corp. 2.750% 5/17/21 7,375 7,292
Toyota Motor Credit Corp. 3.400% 9/15/21 10,696 10,746
Toyota Motor Credit Corp. 2.600% 1/11/22 11,850 11,567
Toyota Motor Credit Corp. 3.300% 1/12/22 15,936 15,933
Toyota Motor Credit Corp. 2.800% 7/13/22 3,283 3,220
Toyota Motor Credit Corp. 2.150% 9/8/22 15,685 14,949
Toyota Motor Credit Corp. 2.625% 1/10/23 8,855 8,572
Toyota Motor Credit Corp. 2.700% 1/11/23 6,000 5,828
Toyota Motor Credit Corp. 2.250% 10/18/23 5,000 4,714
Toyota Motor Credit Corp. 2.900% 4/17/24 7,200 6,954
Toyota Motor Credit Corp. 3.400% 4/14/25 10,915 10,738
Toyota Motor Credit Corp. 3.200% 1/11/27 7,484 7,181
Toyota Motor Credit Corp. 3.050% 1/11/28 6,075 5,733
VF Corp. 3.500% 9/1/21 5,550 5,569
VF Corp. 6.450% 11/1/37 5,169 6,361
Visa Inc. 2.200% 12/14/20 34,875 34,258
Visa Inc. 2.150% 9/15/22 5,829 5,579
Visa Inc. 2.800% 12/14/22 31,856 31,203
Visa Inc. 3.150% 12/14/25 53,677 51,981
Visa Inc. 2.750% 9/15/27 6,628 6,174
Visa Inc. 4.150% 12/14/35 17,517 18,061
Visa Inc. 4.300% 12/14/45 37,735 38,964
Visa Inc. 3.650% 9/15/47 7,375 6,865
Wal-Mart Stores Inc. 4.750% 10/2/43 11,932 12,865
Walgreen Co. 3.100% 9/15/22 12,647 12,358
Walgreen Co. 4.400% 9/15/42 9,099 8,212
Walgreens Boots Alliance Inc. 2.700% 11/18/19 13,305 13,265
Walgreens Boots Alliance Inc. 3.300% 11/18/21 12,635 12,556
Walgreens Boots Alliance Inc. 3.800% 11/18/24 24,231 23,922
Walgreens Boots Alliance Inc. 3.450% 6/1/26 20,555 19,535
Walgreens Boots Alliance Inc. 4.500% 11/18/34 3,370 3,313
Walgreens Boots Alliance Inc. 4.800% 11/18/44 14,599 14,113
Walgreens Boots Alliance Inc. 4.650% 6/1/46 6,625 6,317
Walmart Inc. 1.750% 10/9/19 18,710 18,541
Walmart Inc. 2.850% 6/23/20 17,900 17,905
Walmart Inc. 3.250% 10/25/20 28,136 28,307
Walmart Inc. 1.900% 12/15/20 32,950 32,263
Walmart Inc. 3.125% 6/23/21 15,925 15,975
Walmart Inc. 2.350% 12/15/22 28,510 27,535

 

 

Walmart Inc. 2.550% 4/11/23 23,735 22,986
Walmart Inc. 3.400% 6/26/23 12,000 12,049
Walmart Inc. 3.300% 4/22/24 18,173 18,121
Walmart Inc. 2.650% 12/15/24 16,855 16,093
Walmart Inc. 3.550% 6/26/25 23,125 23,257
Walmart Inc. 5.875% 4/5/27 13,340 15,374
Walmart Inc. 3.700% 6/26/28 18,055 18,049
Walmart Inc. 7.550% 2/15/30 6,755 9,021
Walmart Inc. 5.250% 9/1/35 16,499 18,928
Walmart Inc. 6.200% 4/15/38 8,779 11,254
Walmart Inc. 3.950% 6/28/38 15,475 15,390
Walmart Inc. 5.625% 4/1/40 6,395 7,738
Walmart Inc. 4.875% 7/8/40 6,015 6,682
Walmart Inc. 5.000% 10/25/40 2,715 3,051
Walmart Inc. 5.625% 4/15/41 11,436 14,005
Walmart Inc. 4.000% 4/11/43 11,287 11,096
Walmart Inc. 4.300% 4/22/44 7,203 7,430
Walmart Inc. 3.625% 12/15/47 6,435 6,000
Walmart Inc. 4.050% 6/29/48 21,750 21,749
Western Union Co. 5.253% 4/1/20 4,026 4,126
Western Union Co. 3.600% 3/15/22 12,100 11,962
Western Union Co. 6.200% 11/17/36 3,908 3,950
Western Union Co. 6.200% 6/21/40 3,400 3,400
 
Consumer Noncyclical (4.4%)        
Abbott Laboratories 2.000% 3/15/20 11,477 11,334
Abbott Laboratories 4.125% 5/27/20 10,000 10,162
Abbott Laboratories 2.800% 9/15/20 5,650 5,607
Abbott Laboratories 2.900% 11/30/21 31,825 31,423
Abbott Laboratories 2.550% 3/15/22 7,100 6,895
Abbott Laboratories 3.250% 4/15/23 7,425 7,364
Abbott Laboratories 3.400% 11/30/23 25,000 24,898
Abbott Laboratories 2.950% 3/15/25 4,435 4,232
Abbott Laboratories 3.875% 9/15/25 3,925 3,942
Abbott Laboratories 3.750% 11/30/26 41,090 40,878
Abbott Laboratories 4.750% 11/30/36 22,915 24,324
Abbott Laboratories 6.150% 11/30/37 5,641 6,754
Abbott Laboratories 6.000% 4/1/39 1,650 1,954
Abbott Laboratories 5.300% 5/27/40 2,603 2,901
Abbott Laboratories 4.750% 4/15/43 8,275 8,720
Abbott Laboratories 4.900% 11/30/46 36,610 39,734
AbbVie Inc. 2.500% 5/14/20 42,668 42,185
AbbVie Inc. 2.300% 5/14/21 22,660 22,050
AbbVie Inc. 3.375% 11/14/21 10,000 9,988
AbbVie Inc. 2.900% 11/6/22 32,700 31,767
AbbVie Inc. 3.200% 11/6/22 22,842 22,440
AbbVie Inc. 2.850% 5/14/23 16,500 15,878
AbbVie Inc. 3.750% 11/14/23 14,000 13,956
AbbVie Inc. 3.600% 5/14/25 40,215 38,914
AbbVie Inc. 3.200% 5/14/26 20,792 19,340
AbbVie Inc. 4.250% 11/14/28 18,725 18,488
AbbVie Inc. 4.500% 5/14/35 22,708 21,883
AbbVie Inc. 4.300% 5/14/36 12,106 11,309
AbbVie Inc. 4.400% 11/6/42 27,806 25,704
AbbVie Inc. 4.700% 5/14/45 31,092 29,859
AbbVie Inc. 4.450% 5/14/46 25,202 23,315
AbbVie Inc. 4.875% 11/14/48 9,175 9,024

 

 

Actavis Inc. 3.250% 10/1/22 18,857 18,513
Actavis Inc. 4.625% 10/1/42 6,759 6,353
Advocate Health & Hospitals Corp. 3.829% 8/15/28 2,725 2,748
Advocate Health & Hospitals Corp. 4.272% 8/15/48 4,925 4,951
Agilent Technologies Inc. 5.000% 7/15/20 8,405 8,659
Agilent Technologies Inc. 3.200% 10/1/22 6,150 6,017
Agilent Technologies Inc. 3.875% 7/15/23 5,606 5,598
Agilent Technologies Inc. 3.050% 9/22/26 5,775 5,361
Ahold Finance USA LLC 6.875% 5/1/29 855 994
AHS Hospital Corp. 5.024% 7/1/45 4,450 4,944
Allergan Funding SCS 3.000% 3/12/20 19,496 19,469
Allergan Funding SCS 3.450% 3/15/22 26,959 26,789
Allergan Funding SCS 3.850% 6/15/24 14,021 13,861
Allergan Funding SCS 3.800% 3/15/25 47,454 46,466
Allergan Funding SCS 4.550% 3/15/35 27,325 26,545
Allergan Funding SCS 4.850% 6/15/44 19,254 18,952
Allergan Funding SCS 4.750% 3/15/45 6,262 6,089
Allergan Inc. 3.375% 9/15/20 7,485 7,484
Allergan Inc. 2.800% 3/15/23 3,940 3,748
Altria Group Inc. 2.625% 1/14/20 10,718 10,656
Altria Group Inc. 4.750% 5/5/21 16,107 16,669
Altria Group Inc. 2.850% 8/9/22 8,270 8,082
Altria Group Inc. 2.950% 5/2/23 9,740 9,444
Altria Group Inc. 4.000% 1/31/24 11,862 11,993
Altria Group Inc. 2.625% 9/16/26 3,285 2,994
Altria Group Inc. 4.250% 8/9/42 12,074 11,201
Altria Group Inc. 4.500% 5/2/43 11,617 11,101
Altria Group Inc. 5.375% 1/31/44 18,377 19,800
Altria Group Inc. 3.875% 9/16/46 13,067 11,436
AmerisourceBergen Corp. 3.500% 11/15/21 8,497 8,486
AmerisourceBergen Corp. 3.400% 5/15/24 6,179 6,032
AmerisourceBergen Corp. 3.250% 3/1/25 4,855 4,589
AmerisourceBergen Corp. 3.450% 12/15/27 7,250 6,762
AmerisourceBergen Corp. 4.250% 3/1/45 4,609 4,111
AmerisourceBergen Corp. 4.300% 12/15/47 8,900 8,062
Amgen Inc. 2.125% 5/1/20 8,560 8,420
Amgen Inc. 2.200% 5/11/20 12,750 12,567
Amgen Inc. 3.450% 10/1/20 2,266 2,277
Amgen Inc. 4.100% 6/15/21 13,330 13,560
Amgen Inc. 1.850% 8/19/21 8,341 8,006
Amgen Inc. 3.875% 11/15/21 8,730 8,848
Amgen Inc. 2.700% 5/1/22 5,320 5,166
Amgen Inc. 2.650% 5/11/22 6,461 6,275
Amgen Inc. 3.625% 5/15/22 16,679 16,751
Amgen Inc. 2.250% 8/19/23 14,550 13,655
Amgen Inc. 3.625% 5/22/24 16,055 16,046
Amgen Inc. 3.125% 5/1/25 9,132 8,738
Amgen Inc. 2.600% 8/19/26 17,850 16,137
Amgen Inc. 3.200% 11/2/27 7,790 7,311
Amgen Inc. 4.950% 10/1/41 6,425 6,631
Amgen Inc. 5.150% 11/15/41 4,765 5,048
Amgen Inc. 4.400% 5/1/45 24,442 23,488
Amgen Inc. 4.563% 6/15/48 26,341 25,806
Amgen Inc. 4.663% 6/15/51 23,028 22,771
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 106,823 105,268
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 22,385 21,510
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 51,633 50,982

 

 

  Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 12,465 12,413
  Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 135,047 131,195
  Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 68,206 68,203
  Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 15,894 14,271
  Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 8,816 8,528
  Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 133,289 134,285
  Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 13,070 13,597
  Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 5,399 5,533
  Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 4,376 4,414
  Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 31,730 30,618
  Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 16,250 16,075
  Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 20,080 19,730
  Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 16,310 15,698
  Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 3,018 4,235
  Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 18,586 18,947
  Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 20,667 17,872
  Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 28,060 27,136
  Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 26,586 24,908
  Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 6,125 5,903
  Archer-Daniels-Midland Co. 4.479% 3/1/21 5,118 5,252
  Archer-Daniels-Midland Co. 2.500% 8/11/26 10,752 9,828
  Archer-Daniels-Midland Co. 5.935% 10/1/32 3,305 3,774
  Archer-Daniels-Midland Co. 5.375% 9/15/35 1,863 2,083
  Archer-Daniels-Midland Co. 4.535% 3/26/42 3,700 3,789
  Archer-Daniels-Midland Co. 4.016% 4/16/43 7,444 7,071
  Archer-Daniels-Midland Co. 3.750% 9/15/47 6,325 5,713
  Ascension Health 3.945% 11/15/46 3,050 2,952
5 Ascension Health 4.847% 11/15/53 7,700 8,452
  AstraZeneca plc 2.375% 11/16/20 21,685 21,376
  AstraZeneca plc 2.375% 6/12/22 10,125 9,731
  AstraZeneca plc 3.500% 8/17/23 9,625 9,517
  AstraZeneca plc 3.375% 11/16/25 19,100 18,431
  AstraZeneca plc 3.125% 6/12/27 6,700 6,252
  AstraZeneca plc 4.000% 1/17/29 10,000 9,850
  AstraZeneca plc 6.450% 9/15/37 24,344 30,504
  AstraZeneca plc 4.000% 9/18/42 10,586 9,803
  AstraZeneca plc 4.375% 11/16/45 10,864 10,689
  AstraZeneca plc 4.375% 8/17/48 10,250 9,955
10 BAT Capital Corp. 2.297% 8/14/20 27,950 27,385
10 BAT Capital Corp. 2.764% 8/15/22 26,100 25,047
10 BAT Capital Corp. 3.222% 8/15/24 26,300 25,033
10 BAT Capital Corp. 3.557% 8/15/27 40,850 37,972
10 BAT Capital Corp. 4.390% 8/15/37 29,325 27,309
10 BAT Capital Corp. 4.540% 8/15/47 19,400 17,811
  Baxalta Inc. 2.875% 6/23/20 2,788 2,767
  Baxalta Inc. 3.600% 6/23/22 1,627 1,613
  Baxalta Inc. 4.000% 6/23/25 5,686 5,632
  Baxalta Inc. 5.250% 6/23/45 3,411 3,667
  Baxter International Inc. 1.700% 8/15/21 7,350 6,991
  Baxter International Inc. 2.600% 8/15/26 5,075 4,614
  Baxter International Inc. 3.500% 8/15/46 4,850 4,070
  Baylor Scott & White Holdings 4.185% 11/15/45 6,910 6,805
  Beam Suntory Inc. 3.250% 5/15/22 2,050 2,011
  Beam Suntory Inc. 3.250% 6/15/23 1,050 1,004
  Becton Dickinson & Co. 2.675% 12/15/19 14,192 14,109
  Becton Dickinson & Co. 2.404% 6/5/20 10,025 9,873
  Becton Dickinson & Co. 3.250% 11/12/20 6,349 6,324

 

 

Becton Dickinson & Co. 3.125% 11/8/21 10,218 10,064
Becton Dickinson & Co. 2.894% 6/6/22 19,255 18,721
Becton Dickinson & Co. 3.300% 3/1/23 2,700 2,632
Becton Dickinson & Co. 3.875% 5/15/24 100 98
Becton Dickinson & Co. 3.363% 6/6/24 13,600 13,139
Becton Dickinson & Co. 3.734% 12/15/24 13,307 13,038
Becton Dickinson & Co. 6.700% 12/1/26 3,450 3,905
Becton Dickinson & Co. 3.700% 6/6/27 25,675 24,525
Becton Dickinson & Co. 4.875% 5/15/44 3,575 3,441
Becton Dickinson & Co. 4.685% 12/15/44 14,850 14,618
Becton Dickinson & Co. 4.669% 6/6/47 9,650 9,543
Becton Dickinson and Co. 5.000% 11/12/40 3,310 3,377
Bestfoods 7.250% 12/15/26 250 306
Bio-Rad Laboratories Inc. 4.875% 12/15/20 3,400 3,493
Biogen Inc. 2.900% 9/15/20 22,181 22,013
Biogen Inc. 3.625% 9/15/22 10,329 10,351
Biogen Inc. 4.050% 9/15/25 21,850 21,911
Biogen Inc. 5.200% 9/15/45 22,581 23,938
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 2,300 2,283
Boston Scientific Corp. 6.000% 1/15/20 10,253 10,611
Boston Scientific Corp. 3.375% 5/15/22 3,425 3,381
Boston Scientific Corp. 4.125% 10/1/23 4,400 4,453
Boston Scientific Corp. 3.850% 5/15/25 7,125 7,082
Boston Scientific Corp. 4.000% 3/1/28 11,000 10,869
Boston Scientific Corp. 7.000% 11/15/35 6,095 7,640
Boston Scientific Corp. 7.375% 1/15/40 1,415 1,861
Bristol-Myers Squibb Co. 2.000% 8/1/22 13,015 12,412
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 462
Bristol-Myers Squibb Co. 3.250% 11/1/23 4,200 4,183
Bristol-Myers Squibb Co. 3.250% 8/1/42 7,021 6,061
Bristol-Myers Squibb Co. 4.500% 3/1/44 5,925 6,220
Brown-Forman Corp. 3.500% 4/15/25 4,000 3,958
Brown-Forman Corp. 4.500% 7/15/45 5,348 5,569
Bunge Ltd. Finance Corp. 3.500% 11/24/20 3,550 3,545
Bunge Ltd. Finance Corp. 3.000% 9/25/22 7,750 7,408
Bunge Ltd. Finance Corp. 4.350% 3/15/24 8,000 7,925
Bunge Ltd. Finance Corp. 3.250% 8/15/26 5,840 5,251
Bunge Ltd. Finance Corp. 3.750% 9/25/27 8,750 8,023
Campbell Soup Co. 3.300% 3/15/21 6,750 6,702
Campbell Soup Co. 4.250% 4/15/21 1,591 1,616
Campbell Soup Co. 2.500% 8/2/22 1,514 1,434
Campbell Soup Co. 3.650% 3/15/23 29,115 28,579
Campbell Soup Co. 3.950% 3/15/25 17,375 16,822
Campbell Soup Co. 3.300% 3/19/25 3,225 2,968
Campbell Soup Co. 4.150% 3/15/28 12,750 12,169
Campbell Soup Co. 3.800% 8/2/42 3,528 2,756
Campbell Soup Co. 4.800% 3/15/48 12,785 11,677
Cardinal Health Inc. 2.400% 11/15/19 50 50
Cardinal Health Inc. 4.625% 12/15/20 12,165 12,451
Cardinal Health Inc. 2.616% 6/15/22 10,205 9,762
Cardinal Health Inc. 3.200% 6/15/22 3,350 3,291
Cardinal Health Inc. 3.200% 3/15/23 6,875 6,676
Cardinal Health Inc. 3.079% 6/15/24 5,205 4,918
Cardinal Health Inc. 3.500% 11/15/24 500 480
Cardinal Health Inc. 3.750% 9/15/25 4,350 4,189
Cardinal Health Inc. 3.410% 6/15/27 13,424 12,385
Cardinal Health Inc. 4.600% 3/15/43 3,325 3,008

 

 

Cardinal Health Inc. 4.500% 11/15/44 3,760 3,366
Cardinal Health Inc. 4.900% 9/15/45 4,170 3,949
Cardinal Health Inc. 4.368% 6/15/47 6,450 5,733
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 4,987 4,812
5 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 9,050 8,238
Celgene Corp. 2.875% 8/15/20 16,093 15,949
Celgene Corp. 3.950% 10/15/20 14,116 14,291
Celgene Corp. 2.875% 2/19/21 8,525 8,421
Celgene Corp. 2.250% 8/15/21 4,000 3,870
Celgene Corp. 3.250% 8/15/22 13,250 13,048
Celgene Corp. 3.550% 8/15/22 6,555 6,530
Celgene Corp. 2.750% 2/15/23 7,550 7,255
Celgene Corp. 3.250% 2/20/23 7,355 7,211
Celgene Corp. 4.000% 8/15/23 5,395 5,441
Celgene Corp. 3.625% 5/15/24 13,725 13,518
Celgene Corp. 3.875% 8/15/25 28,443 27,972
Celgene Corp. 3.450% 11/15/27 8,687 8,126
Celgene Corp. 3.900% 2/20/28 20,801 20,017
Celgene Corp. 5.700% 10/15/40 4,725 4,796
Celgene Corp. 5.250% 8/15/43 5,445 5,513
Celgene Corp. 4.625% 5/15/44 9,939 9,322
Celgene Corp. 5.000% 8/15/45 21,132 20,885
Celgene Corp. 4.350% 11/15/47 13,358 12,033
Celgene Corp. 4.550% 2/20/48 16,100 14,897
Children's Hospital Medical Center Ohio        
GO 4.268% 5/15/44 2,100 2,106
Church & Dwight Co. Inc. 2.450% 12/15/19 4,825 4,787
Church & Dwight Co. Inc. 2.450% 8/1/22 1,700 1,642
Church & Dwight Co. Inc. 3.150% 8/1/27 5,350 4,964
Church & Dwight Co. Inc. 3.950% 8/1/47 4,125 3,693
City of Hope 5.623% 11/15/43 2,040 2,383
City of Hope 4.378% 8/15/48 9,875 9,710
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 4,285 4,493
Clorox Co. 3.800% 11/15/21 950 962
Clorox Co. 3.050% 9/15/22 6,422 6,350
Clorox Co. 3.500% 12/15/24 6,250 6,169
Clorox Co. 3.100% 10/1/27 3,597 3,369
Clorox Co. 3.900% 5/15/28 7,500 7,474
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,300 8,105
Coca-Cola Co. 1.875% 10/27/20 10,075 9,847
Coca-Cola Co. 2.450% 11/1/20 15,670 15,490
Coca-Cola Co. 3.150% 11/15/20 8,864 8,885
Coca-Cola Co. 1.550% 9/1/21 10,325 9,893
Coca-Cola Co. 3.300% 9/1/21 3,727 3,754
Coca-Cola Co. 2.200% 5/25/22 5,447 5,241
Coca-Cola Co. 2.500% 4/1/23 3,309 3,201
Coca-Cola Co. 3.200% 11/1/23 14,859 14,744
Coca-Cola Co. 2.875% 10/27/25 18,115 17,308
Coca-Cola Co. 2.550% 6/1/26 5,100 4,727
Coca-Cola Co. 2.250% 9/1/26 11,000 9,982
Coca-Cola Co. 2.900% 5/25/27 8,500 8,010
Coca-Cola European Partners PLC 3.500% 9/15/20 6,450 6,441
Coca-Cola European Partners PLC 3.250% 8/19/21 1,575 1,553
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,302 1,320
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 9,600 9,573
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 12,325 13,379
Colgate-Palmolive Co. 2.450% 11/15/21 6,000 5,872

 

 

Colgate-Palmolive Co. 2.300% 5/3/22 7,210 7,009
Colgate-Palmolive Co. 2.250% 11/15/22 4,300 4,152
Colgate-Palmolive Co. 1.950% 2/1/23 10,000 9,449
Colgate-Palmolive Co. 2.100% 5/1/23 5,008 4,745
Colgate-Palmolive Co. 3.250% 3/15/24 4,450 4,427
Colgate-Palmolive Co. 4.000% 8/15/45 6,542 6,446
Colgate-Palmolive Co. 3.700% 8/1/47 6,900 6,502
Conagra Brands Inc. 3.250% 9/15/22 9,012 8,830
Conagra Brands Inc. 3.200% 1/25/23 8,231 7,992
Conagra Brands Inc. 7.000% 10/1/28 1,070 1,202
Conagra Brands Inc. 8.250% 9/15/30 5,599 7,172
Constellation Brands Inc. 2.000% 11/7/19 5,150 5,091
Constellation Brands Inc. 3.875% 11/15/19 11,915 11,999
Constellation Brands Inc. 2.250% 11/6/20 10,250 10,017
Constellation Brands Inc. 3.750% 5/1/21 5,380 5,399
Constellation Brands Inc. 2.700% 5/9/22 8,350 8,055
Constellation Brands Inc. 2.650% 11/7/22 13,000 12,420
Constellation Brands Inc. 3.200% 2/15/23 8,250 8,015
Constellation Brands Inc. 4.250% 5/1/23 18,440 18,665
Constellation Brands Inc. 4.750% 11/15/24 3,760 3,892
Constellation Brands Inc. 4.750% 12/1/25 3,800 3,906
Constellation Brands Inc. 3.700% 12/6/26 7,840 7,459
Constellation Brands Inc. 3.500% 5/9/27 5,200 4,849
Constellation Brands Inc. 3.600% 2/15/28 11,000 10,311
Constellation Brands Inc. 4.500% 5/9/47 4,650 4,338
Constellation Brands Inc. 4.100% 2/15/48 8,880 7,792
Covidien International Finance SA 4.200% 6/15/20 6,429 6,540
Covidien International Finance SA 3.200% 6/15/22 15,950 15,783
CVS Health Corp. 3.125% 3/9/20 25,800 25,801
CVS Health Corp. 2.800% 7/20/20 26,355 26,075
CVS Health Corp. 3.350% 3/9/21 33,100 32,967
CVS Health Corp. 2.125% 6/1/21 19,900 19,180
CVS Health Corp. 3.500% 7/20/22 16,250 16,126
CVS Health Corp. 2.750% 12/1/22 15,530 14,985
CVS Health Corp. 4.750% 12/1/22 5,000 5,155
CVS Health Corp. 3.700% 3/9/23 43,055 42,696
CVS Health Corp. 4.000% 12/5/23 10,086 10,111
CVS Health Corp. 3.375% 8/12/24 13,185 12,707
CVS Health Corp. 4.100% 3/25/25 50,690 50,337
CVS Health Corp. 3.875% 7/20/25 41,354 40,603
CVS Health Corp. 2.875% 6/1/26 20,225 18,492
CVS Health Corp. 4.300% 3/25/28 101,615 100,804
CVS Health Corp. 4.875% 7/20/35 7,050 7,087
CVS Health Corp. 4.780% 3/25/38 31,450 31,299
CVS Health Corp. 6.125% 9/15/39 3,857 4,310
CVS Health Corp. 5.300% 12/5/43 17,150 17,879
CVS Health Corp. 5.125% 7/20/45 37,995 38,977
CVS Health Corp. 5.050% 3/25/48 93,475 95,382
Danaher Corp. 2.400% 9/15/20 4,949 4,872
Danaher Corp. 3.350% 9/15/25 5,550 5,451
Danaher Corp. 4.375% 9/15/45 4,623 4,679
Dartmouth-Hitchcock Health 4.178% 8/1/48 4,600 4,468
Delhaize America LLC 9.000% 4/15/31 4,305 5,777
Diageo Capital plc 3.000% 5/18/20 295 294
Diageo Capital plc 4.828% 7/15/20 5,951 6,121
Diageo Capital plc 2.625% 4/29/23 14,376 13,922
Diageo Capital plc 3.500% 9/18/23 270 270

 

 

Diageo Capital plc 3.875% 5/18/28 1,000 1,005
Diageo Capital plc 5.875% 9/30/36 2,672 3,192
Diageo Capital plc 3.875% 4/29/43 5,866 5,612
Diageo Investment Corp. 2.875% 5/11/22 16,025 15,722
Diageo Investment Corp. 7.450% 4/15/35 1,450 1,976
Diageo Investment Corp. 4.250% 5/11/42 4,747 4,783
Dignity Health California GO 2.637% 11/1/19 3,000 2,981
Dignity Health California GO 3.125% 11/1/22 2,000 1,954
Dignity Health California GO 3.812% 11/1/24 4,675 4,641
Dignity Health California GO 4.500% 11/1/42 6,225 5,808
Dignity Health California GO 5.267% 11/1/64 2,075 2,039
Duke University Health System Inc. 3.920% 6/1/47 6,005 5,804
Edwards Lifesciences Corp. 4.300% 6/15/28 3,625 3,624
Eli Lilly & Co. 2.350% 5/15/22 1,750 1,697
Eli Lilly & Co. 2.750% 6/1/25 12,515 11,958
Eli Lilly & Co. 3.100% 5/15/27 6,225 5,976
Eli Lilly & Co. 5.550% 3/15/37 4,194 4,958
Eli Lilly & Co. 3.700% 3/1/45 10,442 9,836
Eli Lilly & Co. 3.950% 5/15/47 6,288 6,203
Estee Lauder Cos. Inc. 1.800% 2/7/20 8,000 7,884
Estee Lauder Cos. Inc. 1.700% 5/10/21 5,195 5,000
Estee Lauder Cos. Inc. 3.150% 3/15/27 7,025 6,710
Estee Lauder Cos. Inc. 6.000% 5/15/37 3,362 4,060
Estee Lauder Cos. Inc. 4.375% 6/15/45 5,318 5,440
Estee Lauder Cos. Inc. 4.150% 3/15/47 7,625 7,587
Express Scripts Holding Co. 2.600% 11/30/20 8,000 7,864
Express Scripts Holding Co. 3.300% 2/25/21 20,750 20,616
Express Scripts Holding Co. 4.750% 11/15/21 15,223 15,715
Express Scripts Holding Co. 3.900% 2/15/22 17,807 17,870
Express Scripts Holding Co. 3.050% 11/30/22 9,500 9,219
Express Scripts Holding Co. 3.000% 7/15/23 14,217 13,701
Express Scripts Holding Co. 3.500% 6/15/24 5,112 4,971
Express Scripts Holding Co. 4.500% 2/25/26 21,774 21,890
Express Scripts Holding Co. 3.400% 3/1/27 18,480 17,162
Express Scripts Holding Co. 6.125% 11/15/41 5,094 5,731
Express Scripts Holding Co. 4.800% 7/15/46 23,930 23,354
Flowers Foods Inc. 4.375% 4/1/22 6,575 6,688
Flowers Foods Inc. 3.500% 10/1/26 4,275 3,976
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,160 1,104
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 3,565 3,448
General Mills Inc. 2.200% 10/21/19 9,100 9,014
General Mills Inc. 3.150% 12/15/21 10,578 10,456
General Mills Inc. 2.600% 10/12/22 6,455 6,195
General Mills Inc. 3.700% 10/17/23 9,375 9,325
General Mills Inc. 3.650% 2/15/24 250 246
General Mills Inc. 4.000% 4/17/25 150 149
General Mills Inc. 3.200% 2/10/27 6,575 6,001
General Mills Inc. 4.200% 4/17/28 14,096 13,906
General Mills Inc. 4.550% 4/17/38 5,550 5,328
General Mills Inc. 5.400% 6/15/40 4,150 4,306
General Mills Inc. 4.150% 2/15/43 2,575 2,269
General Mills Inc. 4.700% 4/17/48 9,900 9,459
Gilead Sciences Inc. 2.350% 2/1/20 3,146 3,119
Gilead Sciences Inc. 2.550% 9/1/20 20,736 20,517
Gilead Sciences Inc. 4.500% 4/1/21 11,061 11,363
Gilead Sciences Inc. 4.400% 12/1/21 22,084 22,785
Gilead Sciences Inc. 1.950% 3/1/22 4,750 4,548

 

 

  Gilead Sciences Inc. 3.250% 9/1/22 7,875 7,833
  Gilead Sciences Inc. 2.500% 9/1/23 14,372 13,724
  Gilead Sciences Inc. 3.700% 4/1/24 32,100 32,185
  Gilead Sciences Inc. 3.500% 2/1/25 12,405 12,181
  Gilead Sciences Inc. 3.650% 3/1/26 30,955 30,394
  Gilead Sciences Inc. 2.950% 3/1/27 13,568 12,629
  Gilead Sciences Inc. 4.600% 9/1/35 10,929 11,253
  Gilead Sciences Inc. 4.000% 9/1/36 5,882 5,628
  Gilead Sciences Inc. 5.650% 12/1/41 9,475 10,854
  Gilead Sciences Inc. 4.800% 4/1/44 20,444 20,961
  Gilead Sciences Inc. 4.500% 2/1/45 18,774 18,659
  Gilead Sciences Inc. 4.750% 3/1/46 24,095 24,654
  Gilead Sciences Inc. 4.150% 3/1/47 23,091 21,873
  GlaxoSmithKline Capital Inc. 2.800% 3/18/23 9,745 9,502
  GlaxoSmithKline Capital Inc. 3.375% 5/15/23 15,000 14,904
  GlaxoSmithKline Capital Inc. 3.625% 5/15/25 15,250 15,161
  GlaxoSmithKline Capital Inc. 3.875% 5/15/28 18,225 18,387
  GlaxoSmithKline Capital Inc. 5.375% 4/15/34 453 519
  GlaxoSmithKline Capital Inc. 6.375% 5/15/38 30,933 39,726
  GlaxoSmithKline Capital Inc. 4.200% 3/18/43 5,175 5,167
  GlaxoSmithKline Capital plc 3.125% 5/14/21 18,200 18,146
  GlaxoSmithKline Capital plc 2.850% 5/8/22 8,756 8,557
  Hackensack Meridian Health 4.500% 7/1/57 3,050 3,112
  Hackensack Meridian Health Inc. 4.211% 7/1/48 6,225 6,123
10 Halfmoon Parent Inc. 3.200% 9/17/20 18,075 18,003
10 Halfmoon Parent Inc. 3.400% 9/17/21 15,040 14,963
10 Halfmoon Parent Inc. 3.750% 7/15/23 12,000 11,930
10 Halfmoon Parent Inc. 4.800% 8/15/38 12,305 12,292
10 Halfmoon Parent Inc. 4.900% 12/15/48 28,475 28,476
  Hasbro Inc. 3.150% 5/15/21 1,590 1,566
  Hasbro Inc. 6.350% 3/15/40 4,026 4,395
  Hasbro Inc. 5.100% 5/15/44 6,520 6,121
  Hershey Co. 2.900% 5/15/20 3,950 3,944
  Hershey Co. 4.125% 12/1/20 6,295 6,436
  Hershey Co. 3.100% 5/15/21 5,000 4,996
  Hershey Co. 2.625% 5/1/23 7,400 7,123
  Hershey Co. 3.375% 5/15/23 8,600 8,632
  Hershey Co. 3.200% 8/21/25 3,120 3,047
  Hershey Co. 2.300% 8/15/26 5,575 5,013
  Hillshire Brands Co. 4.100% 9/15/20 2,002 2,024
  Howard Hughes Medical Institute Revenue 3.500% 9/1/23 8,407 8,457
  Indiana University Health Inc. Obligated        
  Group 3.970% 11/1/48 6,250 6,174
  Ingredion Inc. 4.625% 11/1/20 1,085 1,109
  Ingredion Inc. 3.200% 10/1/26 5,485 5,090
  JM Smucker Co. 2.200% 12/6/19 3,790 3,748
  JM Smucker Co. 2.500% 3/15/20 10,500 10,394
  JM Smucker Co. 3.500% 10/15/21 7,225 7,241
  JM Smucker Co. 3.000% 3/15/22 2,595 2,546
  JM Smucker Co. 3.500% 3/15/25 5,945 5,717
  JM Smucker Co. 3.375% 12/15/27 9,150 8,509
  JM Smucker Co. 4.250% 3/15/35 5,800 5,434
  JM Smucker Co. 4.375% 3/15/45 6,750 6,190
  Johns Hopkins Health System Corp. 3.837% 5/15/46 4,825 4,429
  Johnson & Johnson 1.875% 12/5/19 6,500 6,435
  Johnson & Johnson 2.950% 9/1/20 4,146 4,156
  Johnson & Johnson 1.950% 11/10/20 3,150 3,087

 

 

  Johnson & Johnson 1.650% 3/1/21 10,905 10,551
  Johnson & Johnson 2.450% 12/5/21 6,950 6,836
  Johnson & Johnson 2.250% 3/3/22 12,343 12,003
  Johnson & Johnson 2.050% 3/1/23 10,400 9,954
  Johnson & Johnson 3.375% 12/5/23 8,350 8,440
  Johnson & Johnson 2.625% 1/15/25 8,000 7,676
  Johnson & Johnson 2.450% 3/1/26 21,926 20,442
  Johnson & Johnson 2.950% 3/3/27 11,250 10,799
  Johnson & Johnson 2.900% 1/15/28 14,468 13,736
  Johnson & Johnson 6.950% 9/1/29 2,670 3,493
  Johnson & Johnson 4.950% 5/15/33 6,285 7,064
  Johnson & Johnson 4.375% 12/5/33 12,799 13,560
  Johnson & Johnson 3.550% 3/1/36 10,554 10,052
  Johnson & Johnson 3.625% 3/3/37 13,350 12,820
  Johnson & Johnson 5.950% 8/15/37 10,075 12,614
  Johnson & Johnson 3.400% 1/15/38 10,352 9,615
  Johnson & Johnson 5.850% 7/15/38 4,292 5,384
  Johnson & Johnson 4.500% 9/1/40 7,021 7,414
  Johnson & Johnson 4.850% 5/15/41 210 229
  Johnson & Johnson 4.500% 12/5/43 7,348 7,830
  Johnson & Johnson 3.700% 3/1/46 21,218 20,164
  Johnson & Johnson 3.750% 3/3/47 18,520 17,738
  Johnson & Johnson 3.500% 1/15/48 10,628 9,785
  Kaiser Foundation Hospitals 3.500% 4/1/22 3,365 3,369
  Kaiser Foundation Hospitals 3.150% 5/1/27 6,250 5,971
  Kaiser Foundation Hospitals 4.875% 4/1/42 8,325 9,199
  Kaiser Foundation Hospitals 4.150% 5/1/47 13,876 13,807
  Kellogg Co. 4.150% 11/15/19 1,300 1,316
  Kellogg Co. 4.000% 12/15/20 8,275 8,398
  Kellogg Co. 3.250% 5/14/21 5,000 4,986
  Kellogg Co. 2.650% 12/1/23 10,800 10,244
  Kellogg Co. 3.250% 4/1/26 6,525 6,136
  Kellogg Co. 3.400% 11/15/27 10,000 9,281
  Kellogg Co. 4.300% 5/15/28 2,500 2,489
  Kellogg Co. 7.450% 4/1/31 750 939
  Kellogg Co. 4.500% 4/1/46 11,850 11,190
  Keurig Dr Pepper Inc. 2.000% 1/15/20 1,320 1,301
10 Keurig Dr Pepper Inc. 3.551% 5/25/21 12,200 12,171
  Keurig Dr Pepper Inc. 2.700% 11/15/22 4,072 3,888
10 Keurig Dr Pepper Inc. 4.057% 5/25/23 21,625 21,607
  Keurig Dr Pepper Inc. 3.130% 12/15/23 5,450 5,191
10 Keurig Dr Pepper Inc. 4.417% 5/25/25 12,675 12,691
  Keurig Dr Pepper Inc. 3.400% 11/15/25 500 471
  Keurig Dr Pepper Inc. 2.550% 9/15/26 4,374 3,819
  Keurig Dr Pepper Inc. 3.430% 6/15/27 6,900 6,395
10 Keurig Dr Pepper Inc. 4.597% 5/25/28 29,000 29,118
  Keurig Dr Pepper Inc. 7.450% 5/1/38 678 856
10 Keurig Dr Pepper Inc. 4.985% 5/25/38 4,675 4,720
  Keurig Dr Pepper Inc. 4.500% 11/15/45 7,087 6,514
  Keurig Dr Pepper Inc. 4.420% 12/15/46 1,385 1,254
10 Keurig Dr Pepper Inc. 5.085% 5/25/48 8,050 8,169
  Kimberly-Clark Corp. 3.625% 8/1/20 9,444 9,537
  Kimberly-Clark Corp. 3.875% 3/1/21 575 583
  Kimberly-Clark Corp. 2.400% 3/1/22 5,925 5,738
  Kimberly-Clark Corp. 2.400% 6/1/23 4,297 4,103
  Kimberly-Clark Corp. 3.050% 8/15/25 3,530 3,377
  Kimberly-Clark Corp. 2.750% 2/15/26 4,660 4,353

 

 

Kimberly-Clark Corp. 6.625% 8/1/37 2,253 2,942
Kimberly-Clark Corp. 5.300% 3/1/41 8,368 9,551
Kimberly-Clark Corp. 3.700% 6/1/43 2,485 2,270
Kimberly-Clark Corp. 3.200% 7/30/46 7,040 5,952
Kimberly-Clark Corp. 3.900% 5/4/47 2,500 2,392
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 7,884 8,562
Koninklijke Philips NV 6.875% 3/11/38 4,000 5,174
Koninklijke Philips NV 5.000% 3/15/42 7,725 8,389
Kraft Foods Group Inc. 5.375% 2/10/20 8,438 8,672
Kraft Foods Group Inc. 3.500% 6/6/22 6,506 6,449
Kraft Foods Group Inc. 6.875% 1/26/39 14,604 17,061
Kraft Foods Group Inc. 6.500% 2/9/40 5,485 6,132
Kraft Foods Group Inc. 5.000% 6/4/42 21,179 20,189
Kraft Heinz Foods Co. 2.800% 7/2/20 19,552 19,386
Kraft Heinz Foods Co. 3.375% 6/15/21 4,000 4,006
Kraft Heinz Foods Co. 3.500% 7/15/22 10,850 10,767
Kraft Heinz Foods Co. 4.000% 6/15/23 22,224 22,293
Kraft Heinz Foods Co. 3.950% 7/15/25 21,170 20,830
Kraft Heinz Foods Co. 3.000% 6/1/26 21,335 19,417
Kraft Heinz Foods Co. 4.625% 1/30/29 10,750 10,688
Kraft Heinz Foods Co. 5.000% 7/15/35 9,495 9,378
Kraft Heinz Foods Co. 5.200% 7/15/45 20,017 19,563
Kraft Heinz Foods Co. 4.375% 6/1/46 33,142 29,109
Kroger Co. 6.150% 1/15/20 11,699 12,158
Kroger Co. 3.300% 1/15/21 4,207 4,191
Kroger Co. 2.600% 2/1/21 3,594 3,522
Kroger Co. 2.950% 11/1/21 7,384 7,253
Kroger Co. 3.400% 4/15/22 3,683 3,651
Kroger Co. 2.800% 8/1/22 2,375 2,295
Kroger Co. 3.850% 8/1/23 6,340 6,346
Kroger Co. 4.000% 2/1/24 5,186 5,172
Kroger Co. 3.500% 2/1/26 4,300 4,087
Kroger Co. 2.650% 10/15/26 8,100 7,203
Kroger Co. 3.700% 8/1/27 5,200 4,967
Kroger Co. 7.700% 6/1/29 7,350 8,917
Kroger Co. 8.000% 9/15/29 4,085 5,037
Kroger Co. 7.500% 4/1/31 4,820 5,848
Kroger Co. 6.900% 4/15/38 4,769 5,718
Kroger Co. 5.400% 7/15/40 2,093 2,131
Kroger Co. 5.000% 4/15/42 1,550 1,509
Kroger Co. 5.150% 8/1/43 2,155 2,129
Kroger Co. 3.875% 10/15/46 5,365 4,483
Kroger Co. 4.450% 2/1/47 13,514 12,444
Kroger Co. 4.650% 1/15/48 5,650 5,302
Laboratory Corp. of America Holdings 2.625% 2/1/20 2,825 2,807
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,780 6,694
Laboratory Corp. of America Holdings 3.750% 8/23/22 1,315 1,317
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,800 1,812
Laboratory Corp. of America Holdings 3.250% 9/1/24 6,500 6,214
Laboratory Corp. of America Holdings 3.600% 2/1/25 10,700 10,396
Laboratory Corp. of America Holdings 3.600% 9/1/27 7,450 7,124
Laboratory Corp. of America Holdings 4.700% 2/1/45 9,695 9,395
Life Technologies Corp. 6.000% 3/1/20 1,944 2,011
Life Technologies Corp. 5.000% 1/15/21 3,725 3,817
5 Mayo Clinic 3.774% 11/15/43 6,102 5,840
5 Mayo Clinic 4.000% 11/15/47 3,275 3,168
5 Mayo Clinic 4.128% 11/15/52 1,975 1,964

 

 

  McCormick & Co. Inc. 3.900% 7/15/21 3,025 3,046
  McCormick & Co. Inc. 2.700% 8/15/22 1,330 1,288
  McCormick & Co. Inc. 3.150% 8/15/24 10,200 9,804
  McCormick & Co. Inc. 3.400% 8/15/27 16,025 15,250
  McCormick & Co. Inc. 4.200% 8/15/47 1,700 1,600
  McKesson Corp. 2.700% 12/15/22 5,800 5,553
  McKesson Corp. 2.850% 3/15/23 250 239
  McKesson Corp. 3.796% 3/15/24 12,580 12,482
  McKesson Corp. 3.950% 2/16/28 4,632 4,472
  Mead Johnson Nutrition Co. 4.900% 11/1/19 5,510 5,613
  Mead Johnson Nutrition Co. 3.000% 11/15/20 5,644 5,622
  Mead Johnson Nutrition Co. 4.125% 11/15/25 8,175 8,271
  Mead Johnson Nutrition Co. 5.900% 11/1/39 6,900 8,175
  Mead Johnson Nutrition Co. 4.600% 6/1/44 5,215 5,302
  Medtronic Global Holdings SCA 3.350% 4/1/27 7,138 6,960
  Medtronic Inc. 2.500% 3/15/20 44,299 43,972
  Medtronic Inc. 3.125% 3/15/22 5,680 5,643
  Medtronic Inc. 3.150% 3/15/22 39,519 39,268
  Medtronic Inc. 2.750% 4/1/23 950 921
  Medtronic Inc. 3.625% 3/15/24 9,611 9,658
  Medtronic Inc. 3.500% 3/15/25 42,793 42,442
  Medtronic Inc. 4.375% 3/15/35 35,297 36,493
  Medtronic Inc. 6.500% 3/15/39 2,516 3,188
  Medtronic Inc. 5.550% 3/15/40 4,325 5,011
  Medtronic Inc. 4.500% 3/15/42 5,560 5,732
  Medtronic Inc. 4.625% 3/15/44 5,418 5,680
  Medtronic Inc. 4.625% 3/15/45 50,379 53,280
  Memorial Sloan-Kettering Cancer Center        
  New York GO 5.000% 7/1/42 1,175 1,333
  Memorial Sloan-Kettering Cancer Center        
  New York GO 4.125% 7/1/52 7,750 7,632
  Memorial Sloan-Kettering Cancer Center        
  New York GO 4.200% 7/1/55 1,000 991
  Merck & Co. Inc. 1.850% 2/10/20 10,810 10,662
  Merck & Co. Inc. 3.875% 1/15/21 12,157 12,368
  Merck & Co. Inc. 2.350% 2/10/22 12,578 12,238
  Merck & Co. Inc. 2.400% 9/15/22 9,730 9,437
  Merck & Co. Inc. 2.800% 5/18/23 20,099 19,691
  Merck & Co. Inc. 2.750% 2/10/25 27,930 26,816
  Merck & Co. Inc. 3.600% 9/15/42 9,437 8,817
  Merck & Co. Inc. 4.150% 5/18/43 13,862 14,120
  Merck & Co. Inc. 3.700% 2/10/45 23,656 22,655
  Molson Coors Brewing Co. 2.250% 3/15/20 7,200 7,086
  Molson Coors Brewing Co. 2.100% 7/15/21 8,350 8,029
  Molson Coors Brewing Co. 3.500% 5/1/22 600 595
  Molson Coors Brewing Co. 3.000% 7/15/26 22,115 20,045
  Molson Coors Brewing Co. 5.000% 5/1/42 12,483 12,414
  Molson Coors Brewing Co. 4.200% 7/15/46 20,112 17,764
5 Montefiore Obligated Group 5.246% 11/1/48 11,750 11,822
5 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 2,775 2,604
  Mylan Inc. 4.200% 11/29/23 12,443 12,320
10 Mylan Inc. 4.550% 4/15/28 8,075 7,877
  Mylan Inc. 5.400% 11/29/43 5,775 5,463
10 Mylan Inc. 5.200% 4/15/48 8,550 7,897
  Mylan NV 3.150% 6/15/21 12,680 12,481
  Mylan NV 3.950% 6/15/26 23,135 21,846
  Mylan NV 5.250% 6/15/46 10,125 9,456

 

 

New York & Presbyterian Hospital 4.024% 8/1/45 7,246 7,087
New York & Presbyterian Hospital 4.063% 8/1/56 4,650 4,436
Newell Brands Inc. 2.875% 12/1/19 6,025 5,998
Newell Brands Inc. 3.150% 4/1/21 15,090 14,843
Newell Brands Inc. 4.000% 6/15/22 250 247
Newell Brands Inc. 3.850% 4/1/23 28,846 28,232
Newell Brands Inc. 4.000% 12/1/24 10,825 10,459
Newell Brands Inc. 3.900% 11/1/25 4,750 4,406
Newell Brands Inc. 4.200% 4/1/26 20,140 19,138
Newell Brands Inc. 5.375% 4/1/36 6,560 6,256
Newell Brands Inc. 5.500% 4/1/46 18,658 17,770
Northwell Healthcare Inc. 3.979% 11/1/46 9,225 8,354
Northwell Healthcare Inc. 4.260% 11/1/47 10,000 9,491
Novartis Capital Corp. 1.800% 2/14/20 23,900 23,540
Novartis Capital Corp. 4.400% 4/24/20 10,726 10,959
Novartis Capital Corp. 2.400% 5/17/22 20,750 20,119
Novartis Capital Corp. 2.400% 9/21/22 21,894 21,146
Novartis Capital Corp. 3.400% 5/6/24 6,325 6,330
Novartis Capital Corp. 3.000% 11/20/25 9,498 9,111
Novartis Capital Corp. 3.100% 5/17/27 10,545 10,105
Novartis Capital Corp. 3.700% 9/21/42 7,513 7,168
Novartis Capital Corp. 4.400% 5/6/44 20,910 22,207
Novartis Capital Corp. 4.000% 11/20/45 12,831 12,852
NYU Hospitals Center 4.784% 7/1/44 3,900 4,148
5 NYU Hospitals Center 4.368% 7/1/47 5,790 5,878
Orlando Health Obligated Group 4.089% 10/1/48 2,750 2,666
Partners Healthcare System Inc. 3.765% 7/1/48 875 795
Partners Healthcare System Inc. 4.117% 7/1/55 3,125 2,954
Pepsi Bottling Group Inc. 7.000% 3/1/29 10,325 13,161
PepsiCo Inc. 1.350% 10/4/19 7,100 6,991
PepsiCo Inc. 4.500% 1/15/20 8,247 8,415
PepsiCo Inc. 1.850% 4/30/20 14,946 14,682
PepsiCo Inc. 2.150% 10/14/20 20,178 19,849
PepsiCo Inc. 3.125% 11/1/20 6,388 6,404
PepsiCo Inc. 2.000% 4/15/21 12,450 12,120
PepsiCo Inc. 3.000% 8/25/21 12,712 12,679
PepsiCo Inc. 1.700% 10/6/21 8,500 8,148
PepsiCo Inc. 2.750% 3/5/22 13,095 12,898
PepsiCo Inc. 2.250% 5/2/22 3,925 3,796
PepsiCo Inc. 3.100% 7/17/22 5,525 5,490
PepsiCo Inc. 2.750% 3/1/23 5,691 5,562
PepsiCo Inc. 3.600% 3/1/24 7,213 7,274
PepsiCo Inc. 2.750% 4/30/25 12,063 11,540
PepsiCo Inc. 3.500% 7/17/25 11,170 11,160
PepsiCo Inc. 2.850% 2/24/26 4,148 3,931
PepsiCo Inc. 2.375% 10/6/26 14,440 13,177
PepsiCo Inc. 3.000% 10/15/27 23,679 22,585
PepsiCo Inc. 5.500% 1/15/40 10,935 12,905
PepsiCo Inc. 4.875% 11/1/40 5,362 5,888
PepsiCo Inc. 4.000% 3/5/42 11,400 11,246
PepsiCo Inc. 3.600% 8/13/42 7,378 6,820
PepsiCo Inc. 4.250% 10/22/44 7,425 7,507
PepsiCo Inc. 4.600% 7/17/45 7,870 8,360
PepsiCo Inc. 4.450% 4/14/46 11,251 11,745
PepsiCo Inc. 3.450% 10/6/46 9,125 8,199
PepsiCo Inc. 4.000% 5/2/47 9,350 9,086
PerkinElmer Inc. 5.000% 11/15/21 5,425 5,600

 

 

Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,023 2,003
Perrigo Finance Unlimited Co. 3.500% 12/15/21 2,167 2,131
Perrigo Finance Unlimited Co. 3.900% 12/15/24 10,300 9,955
Perrigo Finance Unlimited Co. 4.375% 3/15/26 17,731 17,326
Perrigo Finance Unlimited Co. 4.900% 12/15/44 11,187 10,100
Pfizer Inc. 1.700% 12/15/19 30,200 29,794
Pfizer Inc. 5.200% 8/12/20 25 26
Pfizer Inc. 1.950% 6/3/21 18,925 18,379
Pfizer Inc. 3.000% 9/15/21 7,525 7,520
Pfizer Inc. 2.200% 12/15/21 5,054 4,914
Pfizer Inc. 3.000% 6/15/23 9,910 9,783
Pfizer Inc. 3.200% 9/15/23 7,050 6,990
Pfizer Inc. 3.400% 5/15/24 5,059 5,050
Pfizer Inc. 2.750% 6/3/26 13,410 12,623
Pfizer Inc. 3.000% 12/15/26 20,148 19,318
Pfizer Inc. 3.600% 9/15/28 12,000 11,857
Pfizer Inc. 4.000% 12/15/36 12,275 12,103
Pfizer Inc. 4.100% 9/15/38 8,025 8,014
Pfizer Inc. 7.200% 3/15/39 14,414 19,892
Pfizer Inc. 4.300% 6/15/43 8,246 8,308
Pfizer Inc. 4.400% 5/15/44 10,725 11,008
Pfizer Inc. 4.125% 12/15/46 21,479 21,319
Pfizer Inc. 4.200% 9/15/48 13,300 13,322
Pharmacia LLC 6.600% 12/1/28 5,975 7,259
Philip Morris International Inc. 2.000% 2/21/20 9,175 9,032
Philip Morris International Inc. 4.500% 3/26/20 1,130 1,152
Philip Morris International Inc. 1.875% 2/25/21 4,576 4,426
Philip Morris International Inc. 4.125% 5/17/21 3,077 3,138
Philip Morris International Inc. 2.900% 11/15/21 3,890 3,831
Philip Morris International Inc. 2.375% 8/17/22 8,200 7,869
Philip Morris International Inc. 2.500% 8/22/22 2,020 1,948
Philip Morris International Inc. 2.500% 11/2/22 8,025 7,723
Philip Morris International Inc. 2.625% 3/6/23 6,340 6,085
Philip Morris International Inc. 2.125% 5/10/23 7,000 6,601
Philip Morris International Inc. 3.600% 11/15/23 5,450 5,443
Philip Morris International Inc. 3.250% 11/10/24 11,475 11,209
Philip Morris International Inc. 3.375% 8/11/25 8,274 8,052
Philip Morris International Inc. 2.750% 2/25/26 17,200 15,977
Philip Morris International Inc. 3.125% 8/17/27 1,885 1,777
Philip Morris International Inc. 3.125% 3/2/28 5,425 5,111
Philip Morris International Inc. 6.375% 5/16/38 16,192 19,461
Philip Morris International Inc. 4.375% 11/15/41 10,650 10,328
Philip Morris International Inc. 4.500% 3/20/42 6,438 6,240
Philip Morris International Inc. 3.875% 8/21/42 5,710 5,077
Philip Morris International Inc. 4.125% 3/4/43 6,035 5,593
Philip Morris International Inc. 4.875% 11/15/43 12,728 12,982
Philip Morris International Inc. 4.250% 11/10/44 13,605 12,810
5 Procter & Gamble - Esop 9.360% 1/1/21 1,719 1,841
Procter & Gamble Co. 1.750% 10/25/19 12,230 12,103
Procter & Gamble Co. 1.900% 11/1/19 6,080 6,017
Procter & Gamble Co. 1.900% 10/23/20 10,940 10,699
Procter & Gamble Co. 1.850% 2/2/21 4,041 3,934
Procter & Gamble Co. 1.700% 11/3/21 10,986 10,545
Procter & Gamble Co. 2.300% 2/6/22 9,828 9,544
Procter & Gamble Co. 2.150% 8/11/22 940 905
Procter & Gamble Co. 3.100% 8/15/23 12,642 12,559
Procter & Gamble Co. 2.700% 2/2/26 7,450 7,084

 

 

Procter & Gamble Co. 2.450% 11/3/26 8,850 8,198
Procter & Gamble Co. 2.850% 8/11/27 1,195 1,136
Procter & Gamble Co. 3.500% 10/25/47 11,810 10,954
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 2,000 1,844
5 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 4,653 4,213
5 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 3,850 3,621
Quest Diagnostics Inc. 4.750% 1/30/20 2,650 2,703
Quest Diagnostics Inc. 2.500% 3/30/20 3,350 3,308
Quest Diagnostics Inc. 4.700% 4/1/21 2,750 2,829
Quest Diagnostics Inc. 4.250% 4/1/24 4,565 4,615
Quest Diagnostics Inc. 3.500% 3/30/25 5,420 5,205
Quest Diagnostics Inc. 3.450% 6/1/26 6,504 6,165
Quest Diagnostics Inc. 5.750% 1/30/40 1,368 1,435
Quest Diagnostics Inc. 4.700% 3/30/45 1,982 1,915
Reynolds American Inc. 6.875% 5/1/20 1,580 1,663
Reynolds American Inc. 3.250% 6/12/20 12,570 12,532
Reynolds American Inc. 4.000% 6/12/22 8,610 8,664
Reynolds American Inc. 4.850% 9/15/23 3,425 3,540
Reynolds American Inc. 4.450% 6/12/25 36,425 36,730
Reynolds American Inc. 5.700% 8/15/35 11,892 12,695
Reynolds American Inc. 7.250% 6/15/37 3,234 3,981
Reynolds American Inc. 8.125% 5/1/40 2,569 3,361
Reynolds American Inc. 7.000% 8/4/41 3,375 3,995
Reynolds American Inc. 5.850% 8/15/45 23,084 24,932
RWJ Barnabas Health Inc. 3.949% 7/1/46 4,720 4,352
Sanofi 4.000% 3/29/21 13,573 13,827
Sanofi 3.375% 6/19/23 15,250 15,255
Sanofi 3.625% 6/19/28 14,575 14,423
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 36,185 34,865
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 38,060 35,907
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 32,390 29,901
SSM Health Care Corp. 3.688% 6/1/23 6,450 6,423
SSM Health Care Corp. 3.823% 6/1/27 5,200 5,143
Stanford Health Care 3.795% 11/15/48 6,350 6,006
Stryker Corp. 4.375% 1/15/20 811 824
Stryker Corp. 2.625% 3/15/21 20,325 20,017
Stryker Corp. 3.375% 5/15/24 11,300 11,083
Stryker Corp. 3.375% 11/1/25 8,225 7,909
Stryker Corp. 3.500% 3/15/26 9,015 8,725
Stryker Corp. 3.650% 3/7/28 4,000 3,890
Stryker Corp. 4.375% 5/15/44 3,725 3,572
Stryker Corp. 4.625% 3/15/46 10,085 10,203
Sutter Health 3.695% 8/15/28 3,700 3,625
Sutter Health 4.091% 8/15/48 4,950 4,681
Sysco Corp. 2.600% 10/1/20 6,075 5,998
Sysco Corp. 2.500% 7/15/21 4,750 4,637
Sysco Corp. 2.600% 6/12/22 1,150 1,115
Sysco Corp. 3.550% 3/15/25 4,740 4,645
Sysco Corp. 3.750% 10/1/25 5,950 5,869
Sysco Corp. 3.300% 7/15/26 8,616 8,219
Sysco Corp. 3.250% 7/15/27 17,286 16,255
Sysco Corp. 4.850% 10/1/45 4,215 4,311
Sysco Corp. 4.500% 4/1/46 5,115 5,020
Sysco Corp. 4.450% 3/15/48 6,450 6,285

 

 

5 Texas Health Resources 4.330% 11/15/55 1,725 1,747
Thermo Fisher Scientific Inc. 4.700% 5/1/20 750 765
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,800 9,034
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,379 7,404
Thermo Fisher Scientific Inc. 3.300% 2/15/22 8,605 8,527
Thermo Fisher Scientific Inc. 3.150% 1/15/23 4,465 4,369
Thermo Fisher Scientific Inc. 3.000% 4/15/23 12,700 12,303
Thermo Fisher Scientific Inc. 4.150% 2/1/24 7,039 7,161
Thermo Fisher Scientific Inc. 3.650% 12/15/25 8,375 8,196
Thermo Fisher Scientific Inc. 2.950% 9/19/26 12,955 11,973
Thermo Fisher Scientific Inc. 3.200% 8/15/27 8,375 7,823
Thermo Fisher Scientific Inc. 5.300% 2/1/44 6,701 7,345
Thermo Fisher Scientific Inc. 4.100% 8/15/47 5,575 5,208
Trinity Health Corp. 4.125% 12/1/45 6,615 6,369
Tupperware Brands Corp. 4.750% 6/1/21 5,960 6,063
Tyson Foods Inc. 2.250% 8/23/21 2,250 2,165
Tyson Foods Inc. 4.500% 6/15/22 16,533 17,046
Tyson Foods Inc. 3.900% 9/28/23 2,950 2,970
Tyson Foods Inc. 3.950% 8/15/24 14,271 14,229
Tyson Foods Inc. 3.550% 6/2/27 14,490 13,666
Tyson Foods Inc. 4.875% 8/15/34 10,079 10,151
Tyson Foods Inc. 5.150% 8/15/44 4,250 4,323
Tyson Foods Inc. 4.550% 6/2/47 8,625 7,987
Tyson Foods Inc. 5.100% 9/28/48 3,500 3,565
Unilever Capital Corp. 2.100% 7/30/20 8,750 8,542
Unilever Capital Corp. 4.250% 2/10/21 10,720 10,957
Unilever Capital Corp. 1.375% 7/28/21 8,930 8,462
Unilever Capital Corp. 3.000% 3/7/22 6,000 5,939
Unilever Capital Corp. 3.250% 3/7/24 9,450 9,299
Unilever Capital Corp. 2.600% 5/5/24 11,975 11,382
Unilever Capital Corp. 3.100% 7/30/25 7,200 6,961
Unilever Capital Corp. 2.000% 7/28/26 10,125 8,956
Unilever Capital Corp. 3.500% 3/22/28 13,875 13,596
Unilever Capital Corp. 5.900% 11/15/32 4,300 5,228
Whirlpool Corp. 4.850% 6/15/21 2,763 2,836
Whirlpool Corp. 4.700% 6/1/22 4,030 4,155
Whirlpool Corp. 4.000% 3/1/24 3,429 3,406
Whirlpool Corp. 3.700% 5/1/25 2,655 2,567
Whirlpool Corp. 4.500% 6/1/46 6,657 5,896
Wyeth LLC 7.250% 3/1/23 2,400 2,774
Wyeth LLC 6.450% 2/1/24 5,625 6,418
Wyeth LLC 6.500% 2/1/34 6,675 8,345
Wyeth LLC 6.000% 2/15/36 5,415 6,585
Wyeth LLC 5.950% 4/1/37 34,318 41,394
Zeneca Wilmington Inc. 7.000% 11/15/23 4,275 4,917
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,850 1,879
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 27,625 27,356
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 5,775 5,709
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 8,925 8,746
Zimmer Biomet Holdings Inc. 3.700% 3/19/23 2,500 2,487
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 21,280 20,414
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 1,650 1,817
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 5,620 5,244
Zoetis Inc. 3.450% 11/13/20 5,000 5,006
Zoetis Inc. 3.250% 8/20/21 3,300 3,295
Zoetis Inc. 3.250% 2/1/23 14,045 13,812
Zoetis Inc. 4.500% 11/13/25 5,200 5,345

 

 

Zoetis Inc. 3.000% 9/12/27 9,329 8,644
Zoetis Inc. 3.900% 8/20/28 3,400 3,363
Zoetis Inc. 4.700% 2/1/43 12,553 12,828
Zoetis Inc. 3.950% 9/12/47 4,850 4,392
Zoetis Inc. 4.450% 8/20/48 3,900 3,900
 
Energy (2.5%)        
Anadarko Finance Co. 7.500% 5/1/31 8,811 10,818
Anadarko Petroleum Corp. 4.850% 3/15/21 2,733 2,808
Anadarko Petroleum Corp. 3.450% 7/15/24 7,578 7,252
Anadarko Petroleum Corp. 5.550% 3/15/26 23,663 25,107
Anadarko Petroleum Corp. 6.450% 9/15/36 17,635 20,058
Anadarko Petroleum Corp. 7.950% 6/15/39 3,330 4,302
Anadarko Petroleum Corp. 6.200% 3/15/40 13,773 15,278
Anadarko Petroleum Corp. 4.500% 7/15/44 1,915 1,734
Anadarko Petroleum Corp. 6.600% 3/15/46 10,595 12,476
Andeavor 5.375% 10/1/22 2,125 2,160
Andeavor 4.750% 12/15/23 25,705 26,605
Andeavor 5.125% 4/1/24 1,000 1,021
Andeavor 5.125% 12/15/26 24,210 25,365
Andeavor 3.800% 4/1/28 5,700 5,439
Andeavor 4.500% 4/1/48 6,000 5,568
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 3.500% 12/1/22 1,950 1,913
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 4.250% 12/1/27 11,810 11,544
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 16,825 16,804
Apache Corp. 3.625% 2/1/21 3,434 3,433
Apache Corp. 3.250% 4/15/22 4,883 4,786
Apache Corp. 2.625% 1/15/23 790 754
Apache Corp. 4.375% 10/15/28 9,130 8,955
Apache Corp. 7.750% 12/15/29 4,965 6,123
Apache Corp. 6.000% 1/15/37 17,137 18,723
Apache Corp. 5.100% 9/1/40 14,161 13,964
Apache Corp. 5.250% 2/1/42 10,150 10,125
Apache Corp. 4.750% 4/15/43 9,595 9,079
Apache Corp. 4.250% 1/15/44 4,916 4,358
Baker Hughes a GE Co. LLC 3.200% 8/15/21 10,677 10,621
Baker Hughes a GE Co. LLC 5.125% 9/15/40 13,382 14,084
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 2.773% 12/15/22 8,250 7,980
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 3.337% 12/15/27 15,145 14,195
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 4.080% 12/15/47 14,275 12,891
Boardwalk Pipelines LP 3.375% 2/1/23 3,425 3,312
Boardwalk Pipelines LP 4.950% 12/15/24 7,950 8,070
Boardwalk Pipelines LP 5.950% 6/1/26 12,260 12,974
Boardwalk Pipelines LP 4.450% 7/15/27 8,500 8,186
BP Capital Markets America Inc. 3.796% 9/21/25 10,235 10,254
BP Capital Markets America Inc. 3.937% 9/21/28 12,275 12,349
BP Capital Markets plc 2.315% 2/13/20 28,818 28,551
BP Capital Markets plc 4.500% 10/1/20 800 820
BP Capital Markets plc 4.742% 3/11/21 17,445 18,053
BP Capital Markets plc 2.112% 9/16/21 9,351 9,034
BP Capital Markets plc 3.561% 11/1/21 15,140 15,225

 

 

BP Capital Markets plc 3.062% 3/17/22 4,075 4,023
BP Capital Markets plc 3.245% 5/6/22 20,261 20,104
BP Capital Markets plc 2.520% 9/19/22 7,950 7,659
BP Capital Markets plc 2.500% 11/6/22 14,457 13,965
BP Capital Markets plc 2.750% 5/10/23 24,150 23,329
BP Capital Markets plc 3.994% 9/26/23 5,805 5,910
BP Capital Markets plc 3.216% 11/28/23 16,207 15,896
BP Capital Markets plc 3.814% 2/10/24 5,981 6,039
BP Capital Markets plc 3.224% 4/14/24 707 693
BP Capital Markets plc 3.535% 11/4/24 23,801 23,583
BP Capital Markets plc 3.506% 3/17/25 14,381 14,178
BP Capital Markets plc 3.119% 5/4/26 13,798 13,137
BP Capital Markets plc 3.017% 1/16/27 3,785 3,554
BP Capital Markets plc 3.279% 9/19/27 22,925 21,900
BP Capital Markets plc 3.723% 11/28/28 8,634 8,518
Buckeye Partners LP 4.875% 2/1/21 340 346
Buckeye Partners LP 4.150% 7/1/23 4,075 4,019
Buckeye Partners LP 4.350% 10/15/24 400 391
Buckeye Partners LP 3.950% 12/1/26 8,480 7,822
Buckeye Partners LP 4.125% 12/1/27 3,100 2,858
Buckeye Partners LP 5.850% 11/15/43 6,800 6,534
Buckeye Partners LP 5.600% 10/15/44 1,865 1,735
Burlington Resources Finance Co. 7.200% 8/15/31 1,225 1,553
Burlington Resources Finance Co. 7.400% 12/1/31 5,240 6,686
Canadian Natural Resources Ltd. 3.450% 11/15/21 5,563 5,535
Canadian Natural Resources Ltd. 2.950% 1/15/23 13,835 13,376
Canadian Natural Resources Ltd. 3.800% 4/15/24 4,823 4,774
Canadian Natural Resources Ltd. 3.900% 2/1/25 140 138
Canadian Natural Resources Ltd. 3.850% 6/1/27 14,803 14,436
Canadian Natural Resources Ltd. 7.200% 1/15/32 5,018 6,200
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 6,890
Canadian Natural Resources Ltd. 5.850% 2/1/35 3,725 4,102
Canadian Natural Resources Ltd. 6.500% 2/15/37 6,672 7,920
Canadian Natural Resources Ltd. 6.250% 3/15/38 11,049 13,032
Canadian Natural Resources Ltd. 6.750% 2/1/39 4,454 5,442
Canadian Natural Resources Ltd. 4.950% 6/1/47 6,408 6,671
Cenovus Energy Inc. 5.700% 10/15/19 15,600 15,951
Cenovus Energy Inc. 3.000% 8/15/22 6,975 6,687
Cenovus Energy Inc. 3.800% 9/15/23 17,500 17,128
Cenovus Energy Inc. 4.250% 4/15/27 12,285 11,870
Cenovus Energy Inc. 5.250% 6/15/37 10,402 10,272
Cenovus Energy Inc. 6.750% 11/15/39 12,537 14,151
Cenovus Energy Inc. 4.450% 9/15/42 1,314 1,151
Cenovus Energy Inc. 5.200% 9/15/43 11,045 10,631
Cenovus Energy Inc. 5.400% 6/15/47 13,885 13,972
Chevron Corp. 2.193% 11/15/19 13,025 12,938
Chevron Corp. 1.961% 3/3/20 21,425 21,149
Chevron Corp. 1.991% 3/3/20 6,645 6,557
Chevron Corp. 2.427% 6/24/20 7,454 7,380
Chevron Corp. 2.419% 11/17/20 11,434 11,290
Chevron Corp. 2.100% 5/16/21 18,740 18,270
Chevron Corp. 2.411% 3/3/22 4,935 4,804
Chevron Corp. 2.498% 3/3/22 7,840 7,661
Chevron Corp. 2.355% 12/5/22 21,477 20,597
Chevron Corp. 3.191% 6/24/23 18,040 17,902
Chevron Corp. 2.895% 3/3/24 13,095 12,734
Chevron Corp. 3.326% 11/17/25 1,433 1,411

 

 

Chevron Corp. 2.954% 5/16/26 21,440 20,408
Cimarex Energy Co. 4.375% 6/1/24 13,700 13,835
Cimarex Energy Co. 3.900% 5/15/27 17,596 16,791
Columbia Pipeline Group Inc. 3.300% 6/1/20 2,252 2,246
Columbia Pipeline Group Inc. 4.500% 6/1/25 17,555 17,691
Columbia Pipeline Group Inc. 5.800% 6/1/45 5,150 5,706
Concho Resources Inc. 3.750% 10/1/27 20,086 19,232
Concho Resources Inc. 4.300% 8/15/28 6,500 6,476
Concho Resources Inc. 4.875% 10/1/47 4,500 4,567
ConocoPhillips 5.900% 10/15/32 12,526 14,718
ConocoPhillips 5.900% 5/15/38 4,537 5,420
ConocoPhillips 6.500% 2/1/39 18,907 24,451
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,470 6,580
ConocoPhillips Co. 4.950% 3/15/26 25,579 27,604
ConocoPhillips Co. 4.150% 11/15/34 5,994 5,857
ConocoPhillips Co. 4.300% 11/15/44 6,237 6,418
ConocoPhillips Co. 5.950% 3/15/46 7,699 9,703
ConocoPhillips Holding Co. 6.950% 4/15/29 8,359 10,418
Continental Resources Inc. 4.500% 4/15/23 3,700 3,765
Continental Resources Inc. 4.375% 1/15/28 19,235 19,091
Continental Resources Inc. 4.900% 6/1/44 8,300 8,217
Devon Energy Corp. 4.000% 7/15/21 5,315 5,360
Devon Energy Corp. 3.250% 5/15/22 19,447 19,103
Devon Energy Corp. 5.850% 12/15/25 2,201 2,395
Devon Energy Corp. 7.950% 4/15/32 5,100 6,426
Devon Energy Corp. 5.600% 7/15/41 10,423 11,065
Devon Energy Corp. 4.750% 5/15/42 7,246 6,921
Devon Energy Corp. 5.000% 6/15/45 5,073 5,008
Devon Financing Co. LLC 7.875% 9/30/31 12,287 15,240
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 5,250 5,177
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 13,725 13,533
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 7,750 7,566
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 5,675 5,661
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 5,035 4,961
Enable Midstream Partners LP 3.900% 5/15/24 9,994 9,677
Enable Midstream Partners LP 4.400% 3/15/27 10,950 10,506
Enable Midstream Partners LP 4.950% 5/15/28 8,035 7,984
Enable Midstream Partners LP 5.000% 5/15/44 925 836
Enbridge Energy Partners LP 4.375% 10/15/20 1,405 1,426
Enbridge Energy Partners LP 4.200% 9/15/21 593 600
Enbridge Energy Partners LP 5.875% 10/15/25 3,785 4,155
Enbridge Energy Partners LP 7.500% 4/15/38 11,285 14,497
Enbridge Energy Partners LP 5.500% 9/15/40 8,245 8,840
Enbridge Energy Partners LP 7.375% 10/15/45 4,116 5,450
Enbridge Inc. 2.900% 7/15/22 7,155 6,931
Enbridge Inc. 4.250% 12/1/26 12,694 12,777
Enbridge Inc. 3.700% 7/15/27 24,750 23,595
Enbridge Inc. 4.500% 6/10/44 4,200 4,016
Enbridge Inc. 5.500% 12/1/46 4,350 4,804
Encana Corp. 3.900% 11/15/21 7,022 7,048
Encana Corp. 8.125% 9/15/30 1,300 1,655
Encana Corp. 7.375% 11/1/31 3,550 4,320
Encana Corp. 6.500% 8/15/34 5,930 6,869
Encana Corp. 6.625% 8/15/37 1,283 1,512
Encana Corp. 6.500% 2/1/38 10,300 12,076
Energy Transfer Equity LP 4.250% 3/15/23 13,670 13,602
Energy Transfer LP 4.150% 10/1/20 8,051 8,155

 

 

Energy Transfer LP 4.650% 6/1/21 4,865 4,982
Energy Transfer LP 5.200% 2/1/22 6,466 6,716
Energy Transfer LP 3.600% 2/1/23 25,011 24,474
Energy Transfer LP 8.250% 11/15/29 10 12
Energy Transfer LP 4.900% 3/15/35 4,598 4,322
Energy Transfer LP 6.625% 10/15/36 3,495 3,887
Energy Transfer LP 7.500% 7/1/38 7,457 8,917
Energy Transfer LP 6.050% 6/1/41 4,450 4,607
Energy Transfer LP 6.500% 2/1/42 13,093 14,456
Energy Transfer LP 5.150% 2/1/43 1,524 1,426
Energy Transfer LP 5.950% 10/1/43 4,685 4,816
Energy Transfer LP 5.150% 3/15/45 3,978 3,754
Energy Transfer LP 6.125% 12/15/45 11,050 11,745
Energy Transfer LP 5.300% 4/15/47 5,755 5,568
Energy Transfer Operating LP 4.900% 2/1/24 1,620 1,666
Energy Transfer Operating LP 4.050% 3/15/25 12,425 12,160
Energy Transfer Operating LP 4.750% 1/15/26 14,600 14,703
Energy Transfer Operating LP 4.200% 4/15/27 5,750 5,540
Energy Transfer Partners LP 4.200% 9/15/23 3,600 3,620
Energy Transfer Partners LP 4.950% 6/15/28 3,300 3,371
Energy Transfer Partners LP 5.800% 6/15/38 7,525 7,811
Energy Transfer Partners LP 6.000% 6/15/48 5,775 6,150
Enterprise Products Operating LLC 2.550% 10/15/19 11,285 11,234
Enterprise Products Operating LLC 5.250% 1/31/20 1,095 1,123
Enterprise Products Operating LLC 5.200% 9/1/20 3,441 3,557
Enterprise Products Operating LLC 2.800% 2/15/21 9,700 9,576
Enterprise Products Operating LLC 2.850% 4/15/21 1,360 1,343
Enterprise Products Operating LLC 4.050% 2/15/22 475 482
Enterprise Products Operating LLC 3.350% 3/15/23 11,513 11,383
Enterprise Products Operating LLC 3.900% 2/15/24 18,790 18,950
Enterprise Products Operating LLC 3.750% 2/15/25 16,910 16,877
Enterprise Products Operating LLC 3.700% 2/15/26 8,081 7,966
Enterprise Products Operating LLC 3.950% 2/15/27 1,157 1,154
Enterprise Products Operating LLC 6.875% 3/1/33 5,693 7,010
Enterprise Products Operating LLC 6.650% 10/15/34 1,660 2,009
Enterprise Products Operating LLC 7.550% 4/15/38 2,994 3,922
Enterprise Products Operating LLC 6.125% 10/15/39 9,361 10,926
Enterprise Products Operating LLC 6.450% 9/1/40 1,043 1,257
Enterprise Products Operating LLC 5.950% 2/1/41 5,426 6,268
Enterprise Products Operating LLC 5.700% 2/15/42 6,895 7,784
Enterprise Products Operating LLC 4.850% 8/15/42 8,290 8,493
Enterprise Products Operating LLC 4.450% 2/15/43 19,348 18,764
Enterprise Products Operating LLC 4.850% 3/15/44 24,075 24,365
Enterprise Products Operating LLC 5.100% 2/15/45 2,342 2,447
Enterprise Products Operating LLC 4.900% 5/15/46 17,053 17,555
Enterprise Products Operating LLC 4.250% 2/15/48 25,450 23,757
Enterprise Products Operating LLC 4.950% 10/15/54 4,345 4,332
5 Enterprise Products Operating LLC 5.250% 8/16/77 3,025 2,834
5 Enterprise Products Operating LLC 5.375% 2/15/78 4,750 4,414
EOG Resources Inc. 2.450% 4/1/20 70 69
EOG Resources Inc. 4.400% 6/1/20 9,220 9,375
EOG Resources Inc. 4.100% 2/1/21 9,540 9,681
EOG Resources Inc. 2.625% 3/15/23 16,533 15,931
EOG Resources Inc. 3.150% 4/1/25 8,050 7,804
EOG Resources Inc. 4.150% 1/15/26 4,410 4,517
EOG Resources Inc. 3.900% 4/1/35 5,026 4,901
EQM Midstream Partners LP 4.000% 8/1/24 3,610 3,447

 

 

EQM Midstream Partners LP 4.125% 12/1/26 4,700 4,426
EQM Midstream Partners LP 5.500% 7/15/28 7,900 8,101
EQT Corp. 2.500% 10/1/20 2,925 2,856
EQT Corp. 4.875% 11/15/21 6,555 6,738
EQT Corp. 3.000% 10/1/22 4,350 4,210
EQT Corp. 3.900% 10/1/27 15,436 14,459
EQT Midstream Partners LP 4.750% 7/15/23 6,850 6,944
EQT Midstream Partners LP 6.500% 7/15/48 8,975 9,556
Exxon Mobil Corp. 1.912% 3/6/20 8,951 8,836
Exxon Mobil Corp. 2.222% 3/1/21 25,245 24,676
Exxon Mobil Corp. 2.397% 3/6/22 28,903 28,141
Exxon Mobil Corp. 2.726% 3/1/23 32,832 32,146
Exxon Mobil Corp. 2.709% 3/6/25 19,046 18,243
Exxon Mobil Corp. 3.043% 3/1/26 12,871 12,427
Exxon Mobil Corp. 3.567% 3/6/45 8,850 8,264
Exxon Mobil Corp. 4.114% 3/1/46 22,300 22,502
Halliburton Co. 3.500% 8/1/23 4,549 4,518
Halliburton Co. 3.800% 11/15/25 44,975 44,576
Halliburton Co. 4.850% 11/15/35 14,778 15,466
Halliburton Co. 6.700% 9/15/38 10,025 12,441
Halliburton Co. 7.450% 9/15/39 4,639 6,201
Halliburton Co. 4.500% 11/15/41 4,696 4,598
Halliburton Co. 4.750% 8/1/43 9,300 9,493
Halliburton Co. 5.000% 11/15/45 19,925 21,223
Helmerich & Payne International Drilling        
Co. 4.650% 3/15/25 5,000 5,096
Hess Corp. 3.500% 7/15/24 5,100 4,841
Hess Corp. 4.300% 4/1/27 7,760 7,500
Hess Corp. 7.875% 10/1/29 6,658 8,027
Hess Corp. 7.300% 8/15/31 4,428 5,101
Hess Corp. 7.125% 3/15/33 4,642 5,315
Hess Corp. 6.000% 1/15/40 15,960 16,600
Hess Corp. 5.600% 2/15/41 13,628 13,769
Hess Corp. 5.800% 4/1/47 6,978 7,342
HollyFrontier Corp. 5.875% 4/1/26 2,520 2,685
Husky Energy Inc. 7.250% 12/15/19 6,191 6,470
Husky Energy Inc. 3.950% 4/15/22 12,571 12,650
Husky Energy Inc. 4.000% 4/15/24 15,718 15,699
Husky Energy Inc. 6.800% 9/15/37 2,966 3,653
Kerr-McGee Corp. 6.950% 7/1/24 9,637 10,864
Kerr-McGee Corp. 7.875% 9/15/31 3,204 3,989
Kinder Morgan Energy Partners LP 6.850% 2/15/20 5,608 5,873
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,200 2,299
Kinder Morgan Energy Partners LP 3.500% 3/1/21 7,546 7,535
Kinder Morgan Energy Partners LP 5.800% 3/1/21 5,785 6,080
Kinder Morgan Energy Partners LP 5.000% 10/1/21 12,500 12,981
Kinder Morgan Energy Partners LP 4.150% 3/1/22 6,075 6,151
Kinder Morgan Energy Partners LP 3.950% 9/1/22 8,250 8,302
Kinder Morgan Energy Partners LP 3.450% 2/15/23 7,439 7,307
Kinder Morgan Energy Partners LP 3.500% 9/1/23 13,449 13,177
Kinder Morgan Energy Partners LP 4.150% 2/1/24 450 452
Kinder Morgan Energy Partners LP 4.300% 5/1/24 16,770 16,914
Kinder Morgan Energy Partners LP 4.250% 9/1/24 1,770 1,779
Kinder Morgan Energy Partners LP 7.400% 3/15/31 235 282
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,990 3,619
Kinder Morgan Energy Partners LP 5.800% 3/15/35 5,549 5,973
Kinder Morgan Energy Partners LP 6.500% 2/1/37 22,241 24,823

 

 

Kinder Morgan Energy Partners LP 6.950% 1/15/38 4,621 5,593
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,995 6,769
Kinder Morgan Energy Partners LP 6.550% 9/15/40 6,225 7,089
Kinder Morgan Energy Partners LP 7.500% 11/15/40 6,112 7,567
Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,650 1,849
Kinder Morgan Energy Partners LP 5.625% 9/1/41 12,217 12,580
Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,895 1,842
Kinder Morgan Energy Partners LP 4.700% 11/1/42 11,474 10,740
Kinder Morgan Energy Partners LP 5.000% 3/1/43 3,191 3,096
Kinder Morgan Energy Partners LP 5.500% 3/1/44 11,977 12,331
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,859 1,899
Kinder Morgan Inc. 3.050% 12/1/19 11,508 11,481
Kinder Morgan Inc. 3.150% 1/15/23 2,596 2,525
Kinder Morgan Inc. 4.300% 6/1/25 12,000 12,094
Kinder Morgan Inc. 7.800% 8/1/31 4,350 5,397
Kinder Morgan Inc. 7.750% 1/15/32 9,703 12,222
Kinder Morgan Inc. 5.300% 12/1/34 12,277 12,670
Kinder Morgan Inc. 5.550% 6/1/45 23,396 24,683
Kinder Morgan Inc. 5.050% 2/15/46 250 249
Kinder Morgan Inc. 5.200% 3/1/48 7,825 7,969
Kinder Morgan Inc. 4.300% 3/1/28 13,625 13,496
Magellan Midstream Partners LP 4.250% 2/1/21 3,795 3,852
Magellan Midstream Partners LP 5.000% 3/1/26 8,250 8,762
Magellan Midstream Partners LP 5.150% 10/15/43 176 183
Magellan Midstream Partners LP 4.250% 9/15/46 4,152 3,883
Magellan Midstream Partners LP 4.200% 10/3/47 8,465 7,744
Marathon Oil Corp. 2.700% 6/1/20 6,811 6,715
Marathon Oil Corp. 2.800% 11/1/22 18,128 17,444
Marathon Oil Corp. 3.850% 6/1/25 11,325 10,991
Marathon Oil Corp. 4.400% 7/15/27 7,352 7,350
Marathon Oil Corp. 6.800% 3/15/32 7,393 8,674
Marathon Oil Corp. 6.600% 10/1/37 6,305 7,423
Marathon Oil Corp. 5.200% 6/1/45 10,025 10,457
Marathon Petroleum Corp. 3.400% 12/15/20 5,725 5,726
Marathon Petroleum Corp. 5.125% 3/1/21 12,054 12,505
Marathon Petroleum Corp. 3.625% 9/15/24 7,380 7,278
Marathon Petroleum Corp. 6.500% 3/1/41 12,790 14,941
Marathon Petroleum Corp. 4.750% 9/15/44 2,957 2,844
Marathon Petroleum Corp. 5.850% 12/15/45 1,459 1,531
Marathon Petroleum Corp. 5.000% 9/15/54 4,528 4,313
MPLX LP 5.500% 2/15/23 5 5
MPLX LP 3.375% 3/15/23 4,775 4,672
MPLX LP 4.500% 7/15/23 22,340 22,840
MPLX LP 4.875% 12/1/24 31,160 32,358
MPLX LP 4.000% 2/15/25 3,872 3,801
MPLX LP 4.875% 6/1/25 3,373 3,472
MPLX LP 4.125% 3/1/27 12,966 12,572
MPLX LP 4.000% 3/15/28 10,000 9,615
MPLX LP 4.500% 4/15/38 16,500 15,521
MPLX LP 5.200% 3/1/47 11,700 11,686
MPLX LP 4.700% 4/15/48 14,700 13,705
MPLX LP 4.900% 4/15/58 6,550 5,940
National Fuel Gas Co. 4.900% 12/1/21 912 932
National Fuel Gas Co. 3.750% 3/1/23 3,660 3,590
National Fuel Gas Co. 5.200% 7/15/25 1,200 1,244
National Fuel Gas Co. 3.950% 9/15/27 2,500 2,303
National Fuel Gas Co. 4.750% 9/1/28 9,205 8,967

 

 

National Oilwell Varco Inc. 2.600% 12/1/22 26,111 24,782
National Oilwell Varco Inc. 3.950% 12/1/42 8,223 7,021
Noble Energy Inc. 4.150% 12/15/21 11,224 11,360
Noble Energy Inc. 3.900% 11/15/24 3,875 3,795
Noble Energy Inc. 3.850% 1/15/28 7,225 6,812
Noble Energy Inc. 6.000% 3/1/41 16,173 17,297
Noble Energy Inc. 5.250% 11/15/43 8,462 8,417
Noble Energy Inc. 5.050% 11/15/44 6,900 6,640
Noble Energy Inc. 4.950% 8/15/47 6,380 6,107
Occidental Petroleum Corp. 4.100% 2/1/21 24,016 24,403
Occidental Petroleum Corp. 3.125% 2/15/22 7,140 7,059
Occidental Petroleum Corp. 2.700% 2/15/23 10,178 9,844
Occidental Petroleum Corp. 3.500% 6/15/25 4,470 4,419
Occidental Petroleum Corp. 3.400% 4/15/26 9,959 9,742
Occidental Petroleum Corp. 4.625% 6/15/45 8,131 8,393
Occidental Petroleum Corp. 4.400% 4/15/46 15,153 15,277
Occidental Petroleum Corp. 4.100% 2/15/47 6,100 5,883
Occidental Petroleum Corp. 4.200% 3/15/48 1,035 1,018
ONEOK Inc. 4.250% 2/1/22 11,925 12,059
ONEOK Inc. 7.500% 9/1/23 7,950 9,082
ONEOK Inc. 4.000% 7/13/27 2,800 2,706
ONEOK Inc. 4.550% 7/15/28 8,275 8,311
ONEOK Inc. 6.000% 6/15/35 1,000 1,083
ONEOK Inc. 4.950% 7/13/47 11,625 11,454
ONEOK Inc. 5.200% 7/15/48 4,375 4,456
ONEOK Partners LP 3.375% 10/1/22 13,237 13,037
ONEOK Partners LP 4.900% 3/15/25 7,219 7,483
ONEOK Partners LP 6.650% 10/1/36 14,169 16,466
ONEOK Partners LP 6.850% 10/15/37 6,625 7,867
ONEOK Partners LP 6.125% 2/1/41 5,045 5,560
Patterson-UTI Energy Inc. 3.950% 2/1/28 6,530 6,077
Petro-Canada 5.350% 7/15/33 3,425 3,678
Petro-Canada 5.950% 5/15/35 7,030 8,108
Petro-Canada 6.800% 5/15/38 8,963 11,333
Phillips 66 4.300% 4/1/22 14,260 14,630
Phillips 66 3.900% 3/15/28 8,560 8,437
Phillips 66 4.650% 11/15/34 4,794 4,827
Phillips 66 5.875% 5/1/42 14,786 16,996
Phillips 66 4.875% 11/15/44 24,091 24,948
Phillips 66 Partners LP 2.646% 2/15/20 1,942 1,922
Phillips 66 Partners LP 3.605% 2/15/25 8,083 7,784
Phillips 66 Partners LP 3.550% 10/1/26 1,600 1,503
Phillips 66 Partners LP 3.750% 3/1/28 3,575 3,386
Phillips 66 Partners LP 4.680% 2/15/45 5,550 5,246
Phillips 66 Partners LP 4.900% 10/1/46 5,200 5,062
Pioneer Natural Resources Co. 3.450% 1/15/21 3,125 3,125
Pioneer Natural Resources Co. 3.950% 7/15/22 21,110 21,289
Pioneer Natural Resources Co. 4.450% 1/15/26 9,020 9,220
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 315 313
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 9,656 9,904
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 6,037 6,164
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,984 3,929

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 18,103 17,145
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 3,909 3,844
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 22,615 21,780
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 3,608 3,637
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 7,539 7,532
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 2,225 2,482
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 7,725 7,245
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 13,747 11,713
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 4,560 4,108
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 200 185
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 162 167
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 9,110 9,622
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 20,850 21,569
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 14,200 14,413
Sabine Pass Liquefaction LLC 5.625% 2/1/21 32,487 33,721
Sabine Pass Liquefaction LLC 6.250% 3/15/22 14,275 15,328
Sabine Pass Liquefaction LLC 5.625% 4/15/23 19,308 20,515
Sabine Pass Liquefaction LLC 5.750% 5/15/24 27,350 29,367
Sabine Pass Liquefaction LLC 5.625% 3/1/25 27,350 29,162
Sabine Pass Liquefaction LLC 5.875% 6/30/26 27,127 29,195
Sabine Pass Liquefaction LLC 5.000% 3/15/27 6,709 6,885
Sabine Pass Liquefaction LLC 4.200% 3/15/28 14,800 14,356
Schlumberger Investment SA 3.650% 12/1/23 15,830 15,955
Shell International Finance BV 4.375% 3/25/20 8,024 8,176
Shell International Finance BV 2.125% 5/11/20 13,100 12,919
Shell International Finance BV 2.250% 11/10/20 2,686 2,646
Shell International Finance BV 1.875% 5/10/21 23,000 22,253
Shell International Finance BV 1.750% 9/12/21 13,530 13,019
Shell International Finance BV 2.375% 8/21/22 7,641 7,392
Shell International Finance BV 2.250% 1/6/23 12,328 11,772
Shell International Finance BV 3.400% 8/12/23 8,470 8,460
Shell International Finance BV 3.250% 5/11/25 19,195 18,810
Shell International Finance BV 2.875% 5/10/26 30,020 28,501
Shell International Finance BV 2.500% 9/12/26 18,325 16,914
Shell International Finance BV 4.125% 5/11/35 16,455 16,626
Shell International Finance BV 6.375% 12/15/38 26,442 34,058
Shell International Finance BV 5.500% 3/25/40 6,378 7,496
Shell International Finance BV 3.625% 8/21/42 6,400 5,877
Shell International Finance BV 4.550% 8/12/43 13,771 14,514
Shell International Finance BV 4.375% 5/11/45 30,209 31,010
Shell International Finance BV 4.000% 5/10/46 29,961 29,186
Shell International Finance BV 3.750% 9/12/46 25,082 23,478

 

 

  Southern Natural Gas Co. LLC / Southern        
  Natural Issuing Corp. 4.400% 6/15/21 6,443 6,563
  Spectra Energy Partners LP 4.750% 3/15/24 6,080 6,269
  Spectra Energy Partners LP 3.500% 3/15/25 13,680 13,156
  Spectra Energy Partners LP 3.375% 10/15/26 3,090 2,895
  Spectra Energy Partners LP 5.950% 9/25/43 879 990
  Spectra Energy Partners LP 4.500% 3/15/45 11,825 11,284
  Suncor Energy Inc. 3.600% 12/1/24 1,265 1,252
  Suncor Energy Inc. 7.150% 2/1/32 4,903 6,114
  Suncor Energy Inc. 5.950% 12/1/34 260 298
  Suncor Energy Inc. 6.500% 6/15/38 18,838 23,223
  Suncor Energy Inc. 6.850% 6/1/39 2,804 3,583
  Suncor Energy Inc. 4.000% 11/15/47 8,300 7,765
  Sunoco Logistics Partners Operations LP 4.400% 4/1/21 23,000 23,373
  Sunoco Logistics Partners Operations LP 3.450% 1/15/23 1,564 1,523
  Sunoco Logistics Partners Operations LP 4.250% 4/1/24 2,050 2,037
  Sunoco Logistics Partners Operations LP 5.950% 12/1/25 6,650 7,159
  Sunoco Logistics Partners Operations LP 4.000% 10/1/27 8,300 7,851
  Sunoco Logistics Partners Operations LP 6.100% 2/15/42 10,490 11,016
  Sunoco Logistics Partners Operations LP 4.950% 1/15/43 1,075 963
  Sunoco Logistics Partners Operations LP 5.300% 4/1/44 12,728 12,084
  Sunoco Logistics Partners Operations LP 5.350% 5/15/45 14,723 14,320
  Sunoco Logistics Partners Operations LP 5.400% 10/1/47 9,750 9,543
  TC PipeLines LP 3.900% 5/25/27 6,500 6,159
  TechnipFMC plc 3.450% 10/1/22 1,292 1,258
  Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 1,580 1,819
  Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 2,120 2,474
  Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,692 2,088
10 Texas Eastern Transmission LP 2.800% 10/15/22 165 158
  Texas Eastern Transmission LP 7.000% 7/15/32 5,700 6,880
  Total Capital Canada Ltd. 2.750% 7/15/23 23,140 22,387
  Total Capital International SA 2.750% 6/19/21 26,558 26,252
  Total Capital International SA 2.875% 2/17/22 6,415 6,315
  Total Capital International SA 2.700% 1/25/23 8,950 8,689
  Total Capital International SA 3.700% 1/15/24 19,750 19,906
  Total Capital International SA 3.750% 4/10/24 3,485 3,514
  Total Capital SA 4.450% 6/24/20 12,879 13,167
  Total Capital SA 4.125% 1/28/21 8,556 8,726
  TransCanada PipeLines Ltd. 2.125% 11/15/19 17,100 16,906
  TransCanada PipeLines Ltd. 3.800% 10/1/20 15,255 15,389
  TransCanada PipeLines Ltd. 2.500% 8/1/22 11,855 11,353
  TransCanada PipeLines Ltd. 3.750% 10/16/23 1,700 1,698
  TransCanada PipeLines Ltd. 4.875% 1/15/26 18,277 19,004
  TransCanada PipeLines Ltd. 4.250% 5/15/28 8,190 8,199
  TransCanada PipeLines Ltd. 4.625% 3/1/34 6,486 6,476
  TransCanada PipeLines Ltd. 5.600% 3/31/34 2,755 2,988
  TransCanada PipeLines Ltd. 5.850% 3/15/36 14,190 16,140
  TransCanada PipeLines Ltd. 6.200% 10/15/37 15,909 18,497
  TransCanada PipeLines Ltd. 4.750% 5/15/38 8,295 8,392
  TransCanada PipeLines Ltd. 7.250% 8/15/38 5,786 7,321
  TransCanada PipeLines Ltd. 7.625% 1/15/39 1,613 2,137
  TransCanada PipeLines Ltd. 5.000% 10/16/43 17,750 18,086
  TransCanada PipeLines Ltd. 4.875% 5/15/48 9,550 9,784
  Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 7,515 9,159
  Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 5,400 5,278
  Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 618 650
  Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 650 617

 

 

Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 4,000 3,894
Valero Energy Corp. 6.125% 2/1/20 6,970 7,230
Valero Energy Corp. 3.650% 3/15/25 834 816
Valero Energy Corp. 3.400% 9/15/26 15,930 15,144
Valero Energy Corp. 4.350% 6/1/28 10,985 11,016
Valero Energy Corp. 7.500% 4/15/32 8,071 10,228
Valero Energy Corp. 6.625% 6/15/37 10,403 12,514
Valero Energy Corp. 4.900% 3/15/45 12,535 12,744
Valero Energy Partners LP 4.375% 12/15/26 5,592 5,475
Valero Energy Partners LP 4.500% 3/15/28 4,050 3,978
Western Gas Partners LP 5.375% 6/1/21 4,957 5,121
Western Gas Partners LP 4.000% 7/1/22 645 643
Western Gas Partners LP 4.650% 7/1/26 2,400 2,361
Western Gas Partners LP 4.500% 3/1/28 2,480 2,383
Western Gas Partners LP 4.750% 8/15/28 4,980 4,867
Western Gas Partners LP 5.450% 4/1/44 7,175 6,745
Western Gas Partners LP 5.300% 3/1/48 12,750 11,723
Western Gas Partners LP 5.500% 8/15/48 4,815 4,553
Williams Cos Inc. 4.500% 11/15/23 4,300 4,379
Williams Cos Inc. 4.300% 3/4/24 14,823 14,911
Williams Cos Inc. 3.900% 1/15/25 14,971 14,544
Williams Cos Inc. 4.000% 9/15/25 7,975 7,840
Williams Cos Inc. 3.750% 6/15/27 20,434 19,504
Williams Cos. Inc. 5.250% 3/15/20 7,398 7,583
Williams Cos. Inc. 4.000% 11/15/21 5,340 5,366
Williams Cos. Inc. 3.600% 3/15/22 23,315 23,176
Williams Cos. Inc. 3.350% 8/15/22 10,525 10,331
Williams Cos. Inc. 3.700% 1/15/23 14,000 13,832
Williams Cos. Inc. 4.550% 6/24/24 26,000 26,410
Williams Cos. Inc. 6.300% 4/15/40 4,295 4,844
Williams Cos. Inc. 5.800% 11/15/43 14,705 15,853
Williams Cos. Inc. 5.400% 3/4/44 3,200 3,309
Williams Cos. Inc. 5.750% 6/24/44 7,390 7,888
Williams Cos. Inc. 4.900% 1/15/45 1,520 1,475
Williams Cos. Inc. 5.100% 9/15/45 14,475 14,544
Williams Cos. Inc. 4.850% 3/1/48 8,325 8,073
 
Other Industrial (0.1%)        
5 Boston University 4.061% 10/1/48 2,835 2,801
California Institute of Technology GO 4.321% 8/1/45 475 488
California Institute of Technology GO 4.700% 11/1/11 10,900 11,109
CBRE Services Inc. 5.250% 3/15/25 4,975 5,195
CBRE Services Inc. 4.875% 3/1/26 13,255 13,495
Cintas Corp. No 2 2.900% 4/1/22 4,625 4,514
Cintas Corp. No 2 3.250% 6/1/22 3,965 3,910
Cintas Corp. No 2 3.700% 4/1/27 10,805 10,502
Fluor Corp. 3.500% 12/15/24 10,079 9,812
Fluor Corp. 4.250% 9/15/28 7,610 7,486
5 Johns Hopkins University Maryland GO 4.083% 7/1/53 3,900 3,785
5 Massachusetts Institute of Technology GO 3.959% 7/1/38 7,775 7,774
Massachusetts Institute of Technology GO 5.600% 7/1/11 10,221 12,959
Massachusetts Institute of Technology GO 4.678% 7/1/14 5,475 5,854
Massachusetts Institute of Technology GO 3.885% 7/1/16 6,950 6,246
5 Northwestern University Illinois GO 4.643% 12/1/44 6,125 6,707
5 Northwestern University Illinois GO 3.662% 12/1/57 2,800 2,635
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,500 2,439

 

 

10 President & Fellows of Harvard College        
  Massachusetts GO 6.500% 1/15/39 100 135
  President & Fellows of Harvard College        
  Massachusetts Revenue 3.300% 7/15/56 2,660 2,341
5 Rice University Texas GO 3.574% 5/15/45 15,560 14,527
  Stanford University California GO 3.647% 5/1/48 5,019 4,755
5 University of Chicago 4.003% 10/1/53 6,510 6,437
5 University of Notre Dame du Lac 3.438% 2/15/45 7,000 6,463
  University of Notre Dame du Lac 3.394% 2/15/48 4,275 3,934
  University of Pennsylvania GO 4.674% 9/1/12 10,175 10,119
5 University of Southern California GO 3.028% 10/1/39 9,225 8,209
5 University of Southern California GO 3.841% 10/1/47 12,300 12,115
 
  Technology (2.2%)        
  Adobe Inc. 3.250% 2/1/25 12,025 11,792
  Adobe Systems Inc. 4.750% 2/1/20 10,849 11,078
  Alphabet Inc. 3.625% 5/19/21 13,255 13,435
  Altera Corp. 4.100% 11/15/23 7,030 7,161
  Amphenol Corp. 2.200% 4/1/20 3,950 3,881
  Amphenol Corp. 4.000% 2/1/22 590 598
  Amphenol Corp. 3.200% 4/1/24 3,650 3,503
  Analog Devices Inc. 2.850% 3/12/20 5,470 5,439
  Analog Devices Inc. 2.950% 1/12/21 205 203
  Analog Devices Inc. 2.500% 12/5/21 5,375 5,166
  Analog Devices Inc. 2.875% 6/1/23 12,650 12,140
  Analog Devices Inc. 3.125% 12/5/23 8,916 8,613
  Analog Devices Inc. 3.500% 12/5/26 10,075 9,649
  Apple Inc. 1.800% 11/13/19 11,700 11,566
  Apple Inc. 1.550% 2/7/20 14,195 13,945
  Apple Inc. 1.900% 2/7/20 8,050 7,948
  Apple Inc. 2.000% 5/6/20 7,615 7,510
  Apple Inc. 1.800% 5/11/20 9,609 9,444
  Apple Inc. 2.000% 11/13/20 13,350 13,102
  Apple Inc. 2.250% 2/23/21 33,306 32,693
  Apple Inc. 2.850% 5/6/21 62,790 62,474
  Apple Inc. 1.550% 8/4/21 19,550 18,741
  Apple Inc. 2.150% 2/9/22 18,725 18,112
  Apple Inc. 2.500% 2/9/22 16,070 15,727
  Apple Inc. 2.300% 5/11/22 14,255 13,809
  Apple Inc. 2.700% 5/13/22 23,184 22,770
  Apple Inc. 2.400% 1/13/23 6,900 6,666
  Apple Inc. 2.850% 2/23/23 15,858 15,564
  Apple Inc. 2.400% 5/3/23 48,584 46,704
  Apple Inc. 3.000% 2/9/24 7,657 7,502
  Apple Inc. 3.450% 5/6/24 19,432 19,426
  Apple Inc. 2.850% 5/11/24 27,855 26,973
  Apple Inc. 2.750% 1/13/25 15,075 14,447
  Apple Inc. 2.500% 2/9/25 13,187 12,432
  Apple Inc. 3.200% 5/13/25 14,810 14,503
  Apple Inc. 3.250% 2/23/26 49,098 47,947
  Apple Inc. 2.450% 8/4/26 24,438 22,495
  Apple Inc. 3.350% 2/9/27 19,615 19,147
  Apple Inc. 3.200% 5/11/27 27,265 26,279
  Apple Inc. 2.900% 9/12/27 35,923 33,846
  Apple Inc. 4.500% 2/23/36 13,110 14,165
  Apple Inc. 3.850% 5/4/43 34,750 33,308
  Apple Inc. 4.450% 5/6/44 11,275 11,823

 

 

Apple Inc. 3.450% 2/9/45 12,274 10,959
Apple Inc. 4.375% 5/13/45 20,715 21,393
Apple Inc. 4.650% 2/23/46 57,026 61,567
Apple Inc. 3.850% 8/4/46 31,450 30,050
Apple Inc. 4.250% 2/9/47 3,850 3,901
Apple Inc. 3.750% 9/12/47 10,010 9,339
Apple Inc. 3.750% 11/13/47 13,013 12,138
Applied Materials Inc. 2.625% 10/1/20 5,900 5,827
Applied Materials Inc. 4.300% 6/15/21 8,012 8,231
Applied Materials Inc. 3.900% 10/1/25 17,050 17,129
Applied Materials Inc. 3.300% 4/1/27 12,725 12,210
Applied Materials Inc. 5.100% 10/1/35 5,223 5,685
Applied Materials Inc. 5.850% 6/15/41 7,136 8,511
Applied Materials Inc. 4.350% 4/1/47 10,375 10,278
Arrow Electronics Inc. 3.500% 4/1/22 4,350 4,259
Arrow Electronics Inc. 4.500% 3/1/23 2,154 2,180
Arrow Electronics Inc. 3.250% 9/8/24 5,550 5,249
Arrow Electronics Inc. 4.000% 4/1/25 3,785 3,656
Arrow Electronics Inc. 3.875% 1/12/28 5,600 5,218
Autodesk Inc. 3.125% 6/15/20 2,500 2,481
Autodesk Inc. 3.600% 12/15/22 1,675 1,668
Autodesk Inc. 4.375% 6/15/25 3,900 3,916
Autodesk Inc. 3.500% 6/15/27 5,110 4,761
Avnet Inc. 3.750% 12/1/21 1,950 1,944
Avnet Inc. 4.875% 12/1/22 6,870 7,049
Avnet Inc. 4.625% 4/15/26 6,605 6,576
Baidu Inc. 2.875% 7/6/22 10,000 9,613
Baidu Inc. 3.500% 11/28/22 8,525 8,361
Baidu Inc. 3.875% 9/29/23 10,550 10,441
Baidu Inc. 3.625% 7/6/27 8,950 8,392
Baidu Inc. 4.375% 3/29/28 5,000 4,924
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.375% 1/15/20 17,115 16,914
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.200% 1/15/21 9,325 9,034
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.000% 1/15/22 42,425 41,313
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.650% 1/15/23 13,900 13,132
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.625% 1/15/24 26,990 26,240
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.125% 1/15/25 15,150 14,072
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.875% 1/15/27 62,763 59,224
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.500% 1/15/28 7,723 7,013
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,425 2,444
Broadridge Financial Solutions Inc. 3.400% 6/27/26 4,400 4,154
CA Inc. 5.375% 12/1/19 3,775 3,858
CA Inc. 3.600% 8/1/20 6,400 6,399
Cadence Design Systems Inc. 4.375% 10/15/24 3,975 3,983
Cisco Systems Inc. 4.450% 1/15/20 32,528 33,166
Cisco Systems Inc. 2.450% 6/15/20 16,150 16,008
Cisco Systems Inc. 2.200% 2/28/21 52,103 50,984
Cisco Systems Inc. 2.900% 3/4/21 2,150 2,142
Cisco Systems Inc. 1.850% 9/20/21 8,425 8,128

 

 

  Cisco Systems Inc. 3.000% 6/15/22 57 57
  Cisco Systems Inc. 2.600% 2/28/23 2,650 2,577
  Cisco Systems Inc. 2.200% 9/20/23 7,550 7,160
  Cisco Systems Inc. 3.625% 3/4/24 9,050 9,165
  Cisco Systems Inc. 2.950% 2/28/26 1,155 1,103
  Cisco Systems Inc. 2.500% 9/20/26 8,800 8,138
  Cisco Systems Inc. 5.900% 2/15/39 23,726 29,396
  Cisco Systems Inc. 5.500% 1/15/40 21,535 25,685
  Citrix Systems Inc. 4.500% 12/1/27 8,350 8,058
  Corning Inc. 4.250% 8/15/20 7,474 7,564
  Corning Inc. 2.900% 5/15/22 3,675 3,591
  Corning Inc. 5.750% 8/15/40 4,731 5,309
  Corning Inc. 4.375% 11/15/57 11,800 10,365
10 Dell International LLC / EMC Corp. 5.450% 6/15/23 53,095 55,799
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 4.420% 6/15/21 48,324 48,919
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 6.020% 6/15/26 52,224 55,646
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 8.100% 7/15/36 17,073 20,400
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 8.350% 7/15/46 22,260 27,622
  DXC Technology Co. 2.875% 3/27/20 5,535 5,493
  DXC Technology Co. 4.250% 4/15/24 12,570 12,584
  DXC Technology Co. 4.750% 4/15/27 10,450 10,712
  Equifax Inc. 2.300% 6/1/21 10,450 10,055
  Equifax Inc. 3.600% 8/15/21 1,550 1,542
  Equifax Inc. 3.300% 12/15/22 2,000 1,944
  Equifax Inc. 3.950% 6/15/23 2,500 2,490
  Fidelity National Information Services Inc. 3.625% 10/15/20 19,031 19,124
  Fidelity National Information Services Inc. 2.250% 8/15/21 5,900 5,692
  Fidelity National Information Services Inc. 4.500% 10/15/22 3,000 3,070
  Fidelity National Information Services Inc. 3.500% 4/15/23 8,081 7,989
  Fidelity National Information Services Inc. 3.875% 6/5/24 1,043 1,041
  Fidelity National Information Services Inc. 5.000% 10/15/25 6,536 6,858
  Fidelity National Information Services Inc. 3.000% 8/15/26 19,010 17,562
  Fidelity National Information Services Inc. 4.500% 8/15/46 6,456 6,094
  Fidelity National Information Services Inc. 4.750% 5/15/48 6,325 6,265
  Fiserv Inc. 2.700% 6/1/20 9,211 9,129
  Fiserv Inc. 4.750% 6/15/21 575 593
  Fiserv Inc. 3.500% 10/1/22 9,291 9,231
  Fiserv Inc. 3.800% 10/1/23 10,975 10,992
  Fiserv Inc. 3.850% 6/1/25 11,494 11,398
  Fiserv Inc. 4.200% 10/1/28 8,020 8,037
  Flex Ltd. 4.625% 2/15/20 5,375 5,442
  Flex Ltd. 5.000% 2/15/23 7,870 8,063
  Hewlett Packard Enterprise Co. 3.600% 10/15/20 43,135 43,334
  Hewlett Packard Enterprise Co. 3.500% 10/5/21 2,500 2,497
  Hewlett Packard Enterprise Co. 4.400% 10/15/22 22,055 22,657
  Hewlett Packard Enterprise Co. 4.900% 10/15/25 27,065 27,754
  Hewlett Packard Enterprise Co. 6.200% 10/15/35 8,403 8,653
  Hewlett Packard Enterprise Co. 6.350% 10/15/45 21,161 21,715
  HP Inc. 3.750% 12/1/20 1,149 1,159
  HP Inc. 4.050% 9/15/22 1,875 1,896
  HP Inc. 6.000% 9/15/41 9,210 9,325
  IBM Credit LLC 1.800% 1/20/21 7,720 7,488
  IBM Credit LLC 2.650% 2/5/21 18,500 18,295

 

 

IBM Credit LLC 2.200% 9/8/22 7,850 7,510
IBM Credit LLC 3.000% 2/6/23 12,750 12,517
Intel Corp. 1.850% 5/11/20 6,325 6,219
Intel Corp. 2.450% 7/29/20 23,526 23,321
Intel Corp. 1.700% 5/19/21 5,500 5,320
Intel Corp. 3.300% 10/1/21 16,056 16,150
Intel Corp. 2.350% 5/11/22 7,875 7,629
Intel Corp. 3.100% 7/29/22 14,701 14,608
Intel Corp. 2.700% 12/15/22 16,338 15,984
Intel Corp. 2.875% 5/11/24 13,425 13,017
Intel Corp. 3.700% 7/29/25 30,716 30,892
Intel Corp. 2.600% 5/19/26 5,963 5,555
Intel Corp. 4.000% 12/15/32 6,275 6,416
Intel Corp. 4.800% 10/1/41 9,032 9,815
Intel Corp. 4.900% 7/29/45 250 275
Intel Corp. 4.100% 5/19/46 13,225 13,079
Intel Corp. 4.100% 5/11/47 9,565 9,442
Intel Corp. 3.734% 12/8/47 37,869 35,167
International Business Machines Corp. 8.375% 11/1/19 5,141 5,440
International Business Machines Corp. 1.900% 1/27/20 15,700 15,511
International Business Machines Corp. 1.625% 5/15/20 2,400 2,346
International Business Machines Corp. 2.250% 2/19/21 15,250 14,940
International Business Machines Corp. 2.500% 1/27/22 9,440 9,202
International Business Machines Corp. 1.875% 8/1/22 3,300 3,118
International Business Machines Corp. 2.875% 11/9/22 21,935 21,459
International Business Machines Corp. 3.375% 8/1/23 16,250 16,263
International Business Machines Corp. 3.625% 2/12/24 21,825 21,897
International Business Machines Corp. 7.000% 10/30/25 3,815 4,565
International Business Machines Corp. 3.450% 2/19/26 10,697 10,550
International Business Machines Corp. 6.220% 8/1/27 5,550 6,493
International Business Machines Corp. 6.500% 1/15/28 620 743
International Business Machines Corp. 5.875% 11/29/32 5,775 6,851
International Business Machines Corp. 5.600% 11/30/39 9,460 11,275
International Business Machines Corp. 4.000% 6/20/42 24,164 23,442
Jabil Inc. 5.625% 12/15/20 2,250 2,339
Jabil Inc. 4.700% 9/15/22 500 509
Jabil Inc. 3.950% 1/12/28 5,850 5,496
Juniper Networks Inc. 3.300% 6/15/20 3,950 3,928
Juniper Networks Inc. 4.600% 3/15/21 3,880 3,947
Juniper Networks Inc. 4.500% 3/15/24 2,890 2,939
Juniper Networks Inc. 4.350% 6/15/25 4,000 3,978
Juniper Networks Inc. 5.950% 3/15/41 4,471 4,445
Keysight Technologies Inc. 3.300% 10/30/19 4,540 4,534
Keysight Technologies Inc. 4.550% 10/30/24 6,600 6,646
Keysight Technologies Inc. 4.600% 4/6/27 7,300 7,303
KLA-Tencor Corp. 4.125% 11/1/21 10,535 10,678
KLA-Tencor Corp. 4.650% 11/1/24 14,604 14,948
Lam Research Corp. 2.750% 3/15/20 5,750 5,713
Lam Research Corp. 2.800% 6/15/21 8,350 8,202
Lam Research Corp. 3.800% 3/15/25 5,500 5,461
Marvell Technology Group Ltd. 4.200% 6/22/23 5,750 5,721
Marvell Technology Group Ltd. 4.875% 6/22/28 6,325 6,357
Maxim Integrated Products Inc. 3.375% 3/15/23 5,200 5,101
Maxim Integrated Products Inc. 3.450% 6/15/27 7,400 6,950
Microsoft Corp. 1.850% 2/6/20 15,595 15,400
Microsoft Corp. 1.850% 2/12/20 15,098 14,905
Microsoft Corp. 3.000% 10/1/20 8,505 8,536

 

 

Microsoft Corp. 2.000% 11/3/20 49,813 48,928
Microsoft Corp. 4.000% 2/8/21 5,025 5,150
Microsoft Corp. 1.550% 8/8/21 31,495 30,154
Microsoft Corp. 2.400% 2/6/22 21,700 21,210
Microsoft Corp. 2.375% 2/12/22 18,875 18,408
Microsoft Corp. 2.650% 11/3/22 18,051 17,656
Microsoft Corp. 2.375% 5/1/23 9,178 8,855
Microsoft Corp. 2.000% 8/8/23 19,932 18,834
Microsoft Corp. 3.625% 12/15/23 3,340 3,394
Microsoft Corp. 2.875% 2/6/24 24,425 23,877
Microsoft Corp. 2.700% 2/12/25 9,669 9,261
Microsoft Corp. 3.125% 11/3/25 37,041 36,167
Microsoft Corp. 2.400% 8/8/26 46,526 42,816
Microsoft Corp. 3.300% 2/6/27 27,600 27,078
Microsoft Corp. 3.500% 2/12/35 17,618 16,916
Microsoft Corp. 4.200% 11/3/35 7,210 7,515
Microsoft Corp. 3.450% 8/8/36 33,836 32,184
Microsoft Corp. 4.100% 2/6/37 28,120 29,038
Microsoft Corp. 5.200% 6/1/39 2,491 2,928
Microsoft Corp. 4.500% 10/1/40 7,482 8,026
Microsoft Corp. 5.300% 2/8/41 5,988 7,052
Microsoft Corp. 3.500% 11/15/42 12,750 11,844
Microsoft Corp. 3.750% 5/1/43 5,906 5,694
Microsoft Corp. 4.875% 12/15/43 7,557 8,472
Microsoft Corp. 3.750% 2/12/45 21,975 21,259
Microsoft Corp. 4.450% 11/3/45 51,130 54,737
Microsoft Corp. 3.700% 8/8/46 60,417 57,780
Microsoft Corp. 4.250% 2/6/47 19,778 20,749
Microsoft Corp. 4.000% 2/12/55 25,855 25,609
Microsoft Corp. 3.950% 8/8/56 14,770 14,401
Microsoft Corp. 4.500% 2/6/57 22,645 24,342
Motorola Solutions Inc. 3.500% 9/1/21 125 124
Motorola Solutions Inc. 3.750% 5/15/22 8,137 8,065
Motorola Solutions Inc. 3.500% 3/1/23 8,425 8,201
Motorola Solutions Inc. 4.000% 9/1/24 6,651 6,501
Motorola Solutions Inc. 4.600% 2/23/28 11,790 11,531
Motorola Solutions Inc. 5.500% 9/1/44 4,178 3,906
NetApp Inc. 3.300% 9/29/24 4,450 4,227
NVIDIA Corp. 2.200% 9/16/21 11,100 10,785
NVIDIA Corp. 3.200% 9/16/26 11,850 11,323
Oracle Corp. 2.250% 10/8/19 17,282 17,195
Oracle Corp. 3.875% 7/15/20 13,665 13,887
Oracle Corp. 2.800% 7/8/21 10,043 9,965
Oracle Corp. 1.900% 9/15/21 67,563 65,212
Oracle Corp. 2.500% 5/15/22 18,816 18,302
Oracle Corp. 2.500% 10/15/22 13,469 13,067
Oracle Corp. 2.625% 2/15/23 12,661 12,267
Oracle Corp. 3.625% 7/15/23 565 571
Oracle Corp. 2.400% 9/15/23 27,302 26,011
Oracle Corp. 3.400% 7/8/24 36,685 36,444
Oracle Corp. 2.950% 11/15/24 24,920 24,015
Oracle Corp. 2.950% 5/15/25 24,898 23,875
Oracle Corp. 2.650% 7/15/26 36,430 33,783
Oracle Corp. 3.250% 11/15/27 26,996 25,953
Oracle Corp. 3.250% 5/15/30 5,170 4,903
Oracle Corp. 4.300% 7/8/34 18,670 19,143
Oracle Corp. 3.900% 5/15/35 13,697 13,256

 

 

Oracle Corp. 3.850% 7/15/36 23,555 22,643
Oracle Corp. 3.800% 11/15/37 20,899 19,966
Oracle Corp. 6.125% 7/8/39 15,143 18,651
Oracle Corp. 5.375% 7/15/40 29,483 33,528
Oracle Corp. 4.500% 7/8/44 11,141 11,363
Oracle Corp. 4.125% 5/15/45 22,825 22,089
Oracle Corp. 4.000% 7/15/46 31,960 30,413
Oracle Corp. 4.000% 11/15/47 23,000 21,823
Oracle Corp. 4.375% 5/15/55 13,077 13,017
QUALCOMM Inc. 2.250% 5/20/20 10,225 10,097
QUALCOMM Inc. 3.000% 5/20/22 21,075 20,749
QUALCOMM Inc. 2.600% 1/30/23 16,025 15,390
QUALCOMM Inc. 2.900% 5/20/24 17,320 16,539
QUALCOMM Inc. 3.450% 5/20/25 22,183 21,561
QUALCOMM Inc. 3.250% 5/20/27 19,805 18,586
QUALCOMM Inc. 4.650% 5/20/35 11,022 11,201
QUALCOMM Inc. 4.800% 5/20/45 15,587 15,727
QUALCOMM Inc. 4.300% 5/20/47 15,630 14,698
salesforce.com Inc. 3.250% 4/11/23 11,050 10,960
salesforce.com Inc. 3.700% 4/11/28 16,220 16,048
Seagate HDD Cayman 4.250% 3/1/22 3,250 3,230
Seagate HDD Cayman 4.750% 6/1/23 9,950 9,925
Seagate HDD Cayman 4.875% 3/1/24 6,275 6,150
Seagate HDD Cayman 4.750% 1/1/25 10,078 9,625
Seagate HDD Cayman 4.875% 6/1/27 7,375 6,914
Seagate HDD Cayman 5.750% 12/1/34 5,600 5,082
Tech Data Corp. 3.700% 2/15/22 7,735 7,570
Tech Data Corp. 4.950% 2/15/27 5,000 4,891
Texas Instruments Inc. 2.750% 3/12/21 6,825 6,762
Texas Instruments Inc. 1.850% 5/15/22 5,450 5,190
Texas Instruments Inc. 2.625% 5/15/24 3,475 3,322
Texas Instruments Inc. 2.900% 11/3/27 8,625 8,113
Texas Instruments Inc. 4.150% 5/15/48 16,838 16,843
Total System Services Inc. 3.800% 4/1/21 8,420 8,429
Total System Services Inc. 3.750% 6/1/23 4,148 4,110
Total System Services Inc. 4.000% 6/1/23 6,950 6,995
Total System Services Inc. 4.800% 4/1/26 19,700 20,181
Total System Services Inc. 4.450% 6/1/28 5,535 5,516
Trimble Inc. 4.150% 6/15/23 1,325 1,320
Trimble Inc. 4.750% 12/1/24 4,025 4,068
Trimble Inc. 4.900% 6/15/28 8,975 9,069
Tyco Electronics Group SA 3.500% 2/3/22 2,200 2,200
Tyco Electronics Group SA 3.450% 8/1/24 5,050 4,913
Tyco Electronics Group SA 3.700% 2/15/26 1,000 975
Tyco Electronics Group SA 3.125% 8/15/27 12,120 11,282
Tyco Electronics Group SA 7.125% 10/1/37 9,650 12,805
Verisk Analytics Inc. 5.800% 5/1/21 4,650 4,894
Verisk Analytics Inc. 4.125% 9/12/22 5,715 5,771
Verisk Analytics Inc. 4.000% 6/15/25 9,175 9,051
Verisk Analytics Inc. 5.500% 6/15/45 9,550 9,684
VMware Inc. 2.300% 8/21/20 12,525 12,319
VMware Inc. 2.950% 8/21/22 18,725 18,019
VMware Inc. 3.900% 8/21/27 13,249 12,510
Xerox Corp. 5.625% 12/15/19 5,875 6,012
Xerox Corp. 2.800% 5/15/20 4,350 4,285
Xerox Corp. 2.750% 9/1/20 2,950 2,888
Xerox Corp. 4.500% 5/15/21 2,990 2,997

 

 

Xerox Corp. 3.625% 3/15/23 13,640 12,940
Xerox Corp. 6.750% 12/15/39 1,975 1,980
Xilinx Inc. 3.000% 3/15/21 10,700 10,592
Xilinx Inc. 2.950% 6/1/24 7,360 6,984
 
Transportation (0.6%)        
5 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 672 692
5 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 911 902
5 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 6,631 6,778
5 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 2,935 2,856
5 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 2,496 2,390
5 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,878 1,823
5 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 943 912
5 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 3,052 3,019
5 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 3,233 3,130
5 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 6,177 5,934
5 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 9,589 9,032
5 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 2,180 2,046
5 American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 8,523 7,934
5 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 2,356 2,280
5 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 1,316 1,314
5 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 2,000 1,898
Burlington Northern Santa Fe LLC 4.700% 10/1/19 350 356
Burlington Northern Santa Fe LLC 3.600% 9/1/20 5,800 5,822
Burlington Northern Santa Fe LLC 4.100% 6/1/21 700 712
Burlington Northern Santa Fe LLC 3.450% 9/15/21 9,225 9,276
Burlington Northern Santa Fe LLC 3.050% 3/15/22 2,890 2,857
Burlington Northern Santa Fe LLC 3.050% 9/1/22 6,391 6,317
Burlington Northern Santa Fe LLC 3.000% 3/15/23 7,506 7,372
Burlington Northern Santa Fe LLC 3.850% 9/1/23 5,351 5,443
Burlington Northern Santa Fe LLC 3.750% 4/1/24 8,267 8,359
Burlington Northern Santa Fe LLC 3.400% 9/1/24 5,590 5,547
Burlington Northern Santa Fe LLC 3.000% 4/1/25 15,485 14,939
Burlington Northern Santa Fe LLC 3.650% 9/1/25 6,263 6,277
Burlington Northern Santa Fe LLC 7.000% 12/15/25 1,031 1,239
Burlington Northern Santa Fe LLC 3.250% 6/15/27 5,345 5,212
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,300 4,021
Burlington Northern Santa Fe LLC 6.150% 5/1/37 2,777 3,398
Burlington Northern Santa Fe LLC 5.750% 5/1/40 8,960 10,679
Burlington Northern Santa Fe LLC 5.050% 3/1/41 6,535 7,187
Burlington Northern Santa Fe LLC 5.400% 6/1/41 8,290 9,487

 

 

Burlington Northern Santa Fe LLC 4.950% 9/15/41 4,350 4,702
Burlington Northern Santa Fe LLC 4.400% 3/15/42 6,833 6,905
Burlington Northern Santa Fe LLC 4.375% 9/1/42 10,176 10,216
Burlington Northern Santa Fe LLC 4.450% 3/15/43 13,895 14,384
Burlington Northern Santa Fe LLC 5.150% 9/1/43 7,525 8,425
Burlington Northern Santa Fe LLC 4.900% 4/1/44 6,981 7,571
Burlington Northern Santa Fe LLC 4.550% 9/1/44 9,257 9,634
Burlington Northern Santa Fe LLC 4.150% 4/1/45 9,334 9,145
Burlington Northern Santa Fe LLC 4.700% 9/1/45 7,490 7,906
Burlington Northern Santa Fe LLC 3.900% 8/1/46 11,408 10,834
Burlington Northern Santa Fe LLC 4.125% 6/15/47 11,485 11,290
Burlington Northern Santa Fe LLC 4.050% 6/15/48 5,500 5,317
Burlington Northern Santa Fe LLC 4.150% 12/15/48 10,925 10,817
Canadian National Railway Co. 2.400% 2/3/20 9,600 9,523
Canadian National Railway Co. 2.850% 12/15/21 2,410 2,368
Canadian National Railway Co. 2.950% 11/21/24 1,540 1,484
Canadian National Railway Co. 2.750% 3/1/26 4,592 4,305
Canadian National Railway Co. 6.900% 7/15/28 1,610 1,990
Canadian National Railway Co. 6.250% 8/1/34 1,225 1,517
Canadian National Railway Co. 6.200% 6/1/36 3,118 3,820
Canadian National Railway Co. 6.375% 11/15/37 2,568 3,247
Canadian National Railway Co. 3.200% 8/2/46 1,100 924
Canadian National Railway Co. 3.650% 2/3/48 11,235 10,434
Canadian Pacific Railway Co. 9.450% 8/1/21 1,000 1,155
Canadian Pacific Railway Co. 4.500% 1/15/22 5,500 5,658
Canadian Pacific Railway Co. 4.450% 3/15/23 6,303 6,491
Canadian Pacific Railway Co. 2.900% 2/1/25 7,022 6,669
Canadian Pacific Railway Co. 7.125% 10/15/31 2,910 3,659
Canadian Pacific Railway Co. 5.750% 3/15/33 375 426
Canadian Pacific Railway Co. 4.800% 9/15/35 725 763
Canadian Pacific Railway Co. 5.950% 5/15/37 14,454 17,060
Canadian Pacific Railway Co. 5.750% 1/15/42 13,745 15,629
Canadian Pacific Railway Co. 4.800% 8/1/45 425 451
Canadian Pacific Railway Co. 6.125% 9/15/15 3,285 3,874
CH Robinson Worldwide Inc. 4.200% 4/15/28 2,800 2,758
5 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 2,640 2,775
5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 2,757 2,854
5 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,901 1,931
5 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 3,065 3,076
5 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 1,041 1,042
CSX Corp. 3.700% 10/30/20 1,255 1,259
CSX Corp. 4.250% 6/1/21 4,365 4,457
CSX Corp. 3.700% 11/1/23 5,500 5,526
CSX Corp. 3.350% 11/1/25 10,090 9,784
CSX Corp. 2.600% 11/1/26 5,500 4,989
CSX Corp. 3.250% 6/1/27 7,819 7,402
CSX Corp. 3.800% 3/1/28 9,125 8,991
CSX Corp. 6.000% 10/1/36 6,569 7,733
CSX Corp. 6.150% 5/1/37 3,822 4,595
CSX Corp. 6.220% 4/30/40 7,810 9,435
CSX Corp. 5.500% 4/15/41 8,567 9,554
CSX Corp. 4.750% 5/30/42 4,705 4,835

 

 

CSX Corp. 4.400% 3/1/43 313 309
CSX Corp. 4.100% 3/15/44 7,100 6,716
CSX Corp. 3.800% 11/1/46 4,575 4,150
CSX Corp. 4.300% 3/1/48 8,050 7,844
CSX Corp. 3.950% 5/1/50 4,765 4,297
CSX Corp. 4.500% 8/1/54 125 120
CSX Corp. 4.250% 11/1/66 8,495 7,638
CSX Corp. 4.650% 3/1/68 8,550 8,218
5 Delta Air Lines 2007-1 Class A Pass        
Through Trust 6.821% 2/10/24 3,729 4,054
5 Delta Air Lines 2009-1 Class A Pass        
Through Trust 7.750% 6/17/21 2,169 2,257
5 Delta Air Lines 2010-2 Class A Pass        
Through Trust 4.950% 11/23/20 1,081 1,085
5 Delta Air Lines 2012-1 Class A Pass        
Through Trust 4.750% 11/7/21 473 480
5 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 3,439 3,380
Delta Air Lines Inc. 2.875% 3/13/20 9,900 9,820
Delta Air Lines Inc. 2.600% 12/4/20 6,700 6,551
Delta Air Lines Inc. 3.400% 4/19/21 6,450 6,384
Delta Air Lines Inc. 3.625% 3/15/22 9,975 9,850
Delta Air Lines Inc. 3.800% 4/19/23 7,725 7,593
Delta Air Lines Inc. 4.375% 4/19/28 6,925 6,674
FedEx Corp. 2.300% 2/1/20 4,510 4,465
FedEx Corp. 2.625% 8/1/22 5,665 5,487
FedEx Corp. 4.000% 1/15/24 5,906 6,037
FedEx Corp. 3.200% 2/1/25 5,914 5,757
FedEx Corp. 3.250% 4/1/26 7,295 7,024
FedEx Corp. 3.300% 3/15/27 5,725 5,434
FedEx Corp. 3.400% 2/15/28 4,340 4,140
FedEx Corp. 4.900% 1/15/34 402 424
FedEx Corp. 3.900% 2/1/35 5,416 5,086
FedEx Corp. 3.875% 8/1/42 1,995 1,774
FedEx Corp. 4.100% 4/15/43 4,760 4,361
FedEx Corp. 5.100% 1/15/44 5,670 5,868
FedEx Corp. 4.100% 2/1/45 1,100 1,003
FedEx Corp. 4.750% 11/15/45 18,060 18,092
FedEx Corp. 4.550% 4/1/46 12,925 12,670
FedEx Corp. 4.400% 1/15/47 7,975 7,617
FedEx Corp. 4.050% 2/15/48 20,690 18,595
FedEx Corp. 4.500% 2/1/65 1,124 989
JB Hunt Transport Services Inc. 3.300% 8/15/22 4,300 4,239
Kansas City Southern 3.000% 5/15/23 7,605 7,319
Kansas City Southern 4.300% 5/15/43 5,190 4,812
Kansas City Southern 4.950% 8/15/45 9,800 9,759
Kansas City Southern 4.700% 5/1/48 12,525 12,449
Kirby Corp. 4.200% 3/1/28 7,826 7,668
5 Latam Airlines 2015-1 Pass Through Trust        
A 4.200% 8/15/29 2,550 2,454
Norfolk Southern Corp. 3.250% 12/1/21 5,400 5,385
Norfolk Southern Corp. 3.000% 4/1/22 5,723 5,621
Norfolk Southern Corp. 2.903% 2/15/23 3,968 3,873
Norfolk Southern Corp. 3.850% 1/15/24 1,500 1,510
Norfolk Southern Corp. 5.590% 5/17/25 2,302 2,506
Norfolk Southern Corp. 3.650% 8/1/25 1,525 1,510
Norfolk Southern Corp. 2.900% 6/15/26 255 239

 

 

Norfolk Southern Corp. 7.800% 5/15/27 2,700 3,396
Norfolk Southern Corp. 3.800% 8/1/28 10,125 10,007
Norfolk Southern Corp. 7.050% 5/1/37 2,000 2,567
Norfolk Southern Corp. 4.837% 10/1/41 19,936 20,752
Norfolk Southern Corp. 3.950% 10/1/42 403 375
Norfolk Southern Corp. 4.450% 6/15/45 3,975 3,988
Norfolk Southern Corp. 4.650% 1/15/46 5,960 6,140
Norfolk Southern Corp. 3.942% 11/1/47 2,000 1,864
Norfolk Southern Corp. 4.150% 2/28/48 2,810 2,704
Norfolk Southern Corp. 4.050% 8/15/52 17,728 16,645
Norfolk Southern Corp. 6.000% 3/15/05 972 1,089
Norfolk Southern Corp. 5.100% 8/1/18 2,770 2,701
Norfolk Southern Railway Co. 9.750% 6/15/20 1,559 1,723
5 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 566 585
Ryder System Inc. 2.500% 5/11/20 3,050 3,013
Ryder System Inc. 2.875% 9/1/20 3,575 3,539
Ryder System Inc. 3.500% 6/1/21 6,150 6,157
Ryder System Inc. 2.500% 9/1/22 400 384
Ryder System Inc. 3.400% 3/1/23 4,455 4,393
Ryder System Inc. 3.750% 6/9/23 13,300 13,279
Southwest Airlines Co. 2.750% 11/6/19 3,650 3,635
Southwest Airlines Co. 2.650% 11/5/20 6,530 6,429
Southwest Airlines Co. 2.750% 11/16/22 950 918
Southwest Airlines Co. 3.000% 11/15/26 5,350 4,939
Southwest Airlines Co. 3.450% 11/16/27 3,550 3,377
5 Southwest Airlines Co. 2007-1 Pass        
Through Trust 6.150% 2/1/24 944 992
5 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 1,728 1,707
Trinity Industries Inc. 4.550% 10/1/24 2,805 2,696
Union Pacific Corp. 1.800% 2/1/20 2,832 2,780
Union Pacific Corp. 2.250% 6/19/20 12,000 11,828
Union Pacific Corp. 4.000% 2/1/21 5,753 5,838
Union Pacific Corp. 3.200% 6/8/21 13,475 13,436
Union Pacific Corp. 4.163% 7/15/22 11,573 11,861
Union Pacific Corp. 2.750% 4/15/23 1,545 1,481
Union Pacific Corp. 3.500% 6/8/23 12,850 12,814
Union Pacific Corp. 3.646% 2/15/24 5,670 5,648
Union Pacific Corp. 3.750% 3/15/24 1,288 1,283
Union Pacific Corp. 3.250% 1/15/25 2,929 2,847
Union Pacific Corp. 3.750% 7/15/25 9,550 9,525
Union Pacific Corp. 3.250% 8/15/25 13,825 13,333
Union Pacific Corp. 2.750% 3/1/26 6,435 5,989
Union Pacific Corp. 3.950% 9/10/28 17,100 17,133
Union Pacific Corp. 3.375% 2/1/35 7,200 6,457
Union Pacific Corp. 3.600% 9/15/37 15,700 14,404
Union Pacific Corp. 4.375% 9/10/38 6,705 6,824
Union Pacific Corp. 4.250% 4/15/43 1,406 1,344
Union Pacific Corp. 4.821% 2/1/44 500 533
Union Pacific Corp. 4.150% 1/15/45 1,000 942
Union Pacific Corp. 4.050% 11/15/45 2,087 1,982
Union Pacific Corp. 4.050% 3/1/46 2,000 1,887
Union Pacific Corp. 3.350% 8/15/46 6,015 5,033
Union Pacific Corp. 4.500% 9/10/48 4,650 4,742
Union Pacific Corp. 3.799% 10/1/51 17,502 15,410
Union Pacific Corp. 3.875% 2/1/55 9,600 8,488

 

 

  Union Pacific Corp. 4.800% 9/10/58 200 207
  Union Pacific Corp. 4.375% 11/15/65 10,466 9,606
  Union Pacific Corp. 4.100% 9/15/67 5,950 5,231
5 Union Pacific Railroad Co. 2007-3 Pass        
  Through Trust 6.176% 1/2/31 863 941
5 United Airlines 2013-1 Class A Pass        
  Through Trust 4.300% 2/15/27 2,207 2,234
5 United Airlines 2014-1 Class A Pass        
  Through Trust 4.000% 10/11/27 3,503 3,499
5 United Airlines 2014-2 Class A Pass        
  Through Trust 3.750% 3/3/28 1,223 1,210
5 United Airlines 2015-1 Class A Pass        
  Through Trust 3.700% 6/1/24 2,940 2,896
5 United Airlines 2015-1 Class AA Pass        
  Through Trust 3.450% 12/1/27 4,178 4,033
5 United Airlines 2016-1 Class A Pass        
  Through Trust 3.450% 1/7/30 2,936 2,813
5 United Airlines 2016-1 Class AA Pass        
  Through Trust 3.100% 7/7/28 27,910 26,351
5 United Airlines 2016-2 Class A Pass        
  Through Trust 3.100% 10/7/28 2,288 2,138
5 United Airlines 2016-2 Class AA Pass        
  Through Trust 2.875% 10/7/28 7,813 7,261
  United Parcel Service Inc. 3.125% 1/15/21 9,349 9,361
  United Parcel Service Inc. 2.050% 4/1/21 16,850 16,407
  United Parcel Service Inc. 2.350% 5/16/22 4,400 4,250
  United Parcel Service Inc. 2.450% 10/1/22 7,665 7,404
  United Parcel Service Inc. 2.500% 4/1/23 7,634 7,356
  United Parcel Service Inc. 2.800% 11/15/24 15,280 14,665
  United Parcel Service Inc. 2.400% 11/15/26 5,875 5,350
  United Parcel Service Inc. 3.050% 11/15/27 19,375 18,467
  United Parcel Service Inc. 6.200% 1/15/38 16,836 21,107
  United Parcel Service Inc. 4.875% 11/15/40 4,842 5,334
  United Parcel Service Inc. 3.625% 10/1/42 3,855 3,550
  United Parcel Service Inc. 3.400% 11/15/46 3,165 2,731
  United Parcel Service Inc. 3.750% 11/15/47 12,775 11,887
  United Parcel Service of America Inc. 8.375% 4/1/20 110 118
  United Parcel Service of America Inc. 8.375% 4/1/30 1,563 2,058
5 US Airways 2012-1 Class A Pass Through        
  Trust 5.900% 4/1/26 1,037 1,105
5 US Airways 2013-1 Class A Pass Through        
  Trust 3.950% 5/15/27 614 607
5 US Airways 2012-2 Class A Pass Through        
  Trust 4.625% 12/3/26 617 625
          32,615,784
Utilities (1.9%)        
  Electric (1.8%)        
  AEP Texas Inc. 2.400% 10/1/22 4,100 3,922
10 AEP Texas Inc. 3.950% 6/1/28 9,450 9,387
  AEP Texas Inc. 3.800% 10/1/47 4,450 4,003
  AEP Transmission Co. LLC 3.100% 12/1/26 2,215 2,105
  AEP Transmission Co. LLC 4.000% 12/1/46 4,740 4,511
  AEP Transmission Co. LLC 3.750% 12/1/47 6,250 5,722
  AEP Transmission Co. LLC 4.250% 9/15/48 3,575 3,576
  Alabama Power Co. 2.450% 3/30/22 7,800 7,539
  Alabama Power Co. 3.550% 12/1/23 3,000 2,995
  Alabama Power Co. 6.125% 5/15/38 275 332

 

 

  Alabama Power Co. 6.000% 3/1/39 420 502
  Alabama Power Co. 3.850% 12/1/42 2,295 2,135
  Alabama Power Co. 4.150% 8/15/44 4,325 4,219
  Alabama Power Co. 3.750% 3/1/45 4,030 3,702
  Alabama Power Co. 4.300% 1/2/46 14,654 14,613
  Alabama Power Co. 3.700% 12/1/47 5,900 5,317
  Alabama Power Co. 4.300% 7/15/48 6,425 6,427
  Ameren Corp. 2.700% 11/15/20 10,325 10,186
  Ameren Corp. 3.650% 2/15/26 4,140 4,006
  Ameren Illinois Co. 2.700% 9/1/22 12,031 11,696
  Ameren Illinois Co. 3.250% 3/1/25 1,335 1,301
  Ameren Illinois Co. 3.800% 5/15/28 5,020 5,039
  Ameren Illinois Co. 4.150% 3/15/46 2,375 2,345
  Ameren Illinois Co. 3.700% 12/1/47 6,400 5,917
  American Electric Power Co. Inc. 2.150% 11/13/20 3,600 3,514
  American Electric Power Co. Inc. 2.950% 12/15/22 5,431 5,301
  Appalachian Power Co. 4.600% 3/30/21 5,822 5,959
  Appalachian Power Co. 3.400% 6/1/25 2,825 2,752
  Appalachian Power Co. 3.300% 6/1/27 3,825 3,643
  Appalachian Power Co. 7.000% 4/1/38 560 731
  Appalachian Power Co. 4.450% 6/1/45 6,375 6,368
  Arizona Public Service Co. 3.150% 5/15/25 3,750 3,616
  Arizona Public Service Co. 4.500% 4/1/42 8,888 9,140
  Arizona Public Service Co. 4.350% 11/15/45 1,150 1,152
  Arizona Public Service Co. 3.750% 5/15/46 10,550 9,668
  Avangrid Inc. 3.150% 12/1/24 7,245 6,890
  Avista Corp. 4.350% 6/1/48 4,195 4,210
  Baltimore Gas & Electric Co. 3.500% 11/15/21 1,988 1,990
  Baltimore Gas & Electric Co. 3.350% 7/1/23 6,600 6,532
  Baltimore Gas & Electric Co. 2.400% 8/15/26 4,000 3,606
  Baltimore Gas & Electric Co. 6.350% 10/1/36 643 793
  Baltimore Gas & Electric Co. 3.500% 8/15/46 9,805 8,571
  Baltimore Gas & Electric Co. 3.750% 8/15/47 3,400 3,110
  Baltimore Gas & Electric Co. 4.250% 9/15/48 3,300 3,279
  Berkshire Hathaway Energy Co. 2.400% 2/1/20 5,603 5,551
  Berkshire Hathaway Energy Co. 2.375% 1/15/21 4,900 4,813
  Berkshire Hathaway Energy Co. 2.800% 1/15/23 5,575 5,413
  Berkshire Hathaway Energy Co. 3.750% 11/15/23 8,169 8,208
  Berkshire Hathaway Energy Co. 3.500% 2/1/25 7,025 6,906
  Berkshire Hathaway Energy Co. 3.250% 4/15/28 3,925 3,710
  Berkshire Hathaway Energy Co. 6.125% 4/1/36 11,426 13,832
  Berkshire Hathaway Energy Co. 5.950% 5/15/37 8,325 9,886
  Berkshire Hathaway Energy Co. 6.500% 9/15/37 4,969 6,142
  Berkshire Hathaway Energy Co. 5.150% 11/15/43 8,497 9,276
  Berkshire Hathaway Energy Co. 4.500% 2/1/45 9,725 9,727
  Berkshire Hathaway Energy Co. 3.800% 7/15/48 5,530 5,000
10 Berkshire Hathaway Energy Co. 4.450% 1/15/49 13,100 13,039
  Black Hills Corp. 4.250% 11/30/23 4,000 4,056
  Black Hills Corp. 3.950% 1/15/26 2,700 2,647
  Black Hills Corp. 3.150% 1/15/27 4,650 4,273
  Black Hills Corp. 4.350% 5/1/33 4,375 4,313
  Black Hills Corp. 4.200% 9/15/46 3,780 3,489
  CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,575 2,478
  CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 5,300 5,074
  CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 1,100 1,000
  CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 600 566
  CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 100 129

 

 

CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 10,672 9,743
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,275 1,337
CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 5,300 5,131
CenterPoint Energy Inc. 2.500% 9/1/22 6,675 6,382
Cleco Corporate Holdings LLC 3.743% 5/1/26 5,926 5,581
Cleco Corporate Holdings LLC 4.973% 5/1/46 3,950 3,855
Cleveland Electric Illuminating Co. 5.500% 8/15/24 5,515 5,984
Cleveland Electric Illuminating Co. 5.950% 12/15/36 5,960 6,890
CMS Energy Corp. 6.250% 2/1/20 3,476 3,603
CMS Energy Corp. 5.050% 3/15/22 1,250 1,303
CMS Energy Corp. 3.000% 5/15/26 6,275 5,877
CMS Energy Corp. 3.450% 8/15/27 1,675 1,609
CMS Energy Corp. 4.875% 3/1/44 3,925 4,123
Commonwealth Edison Co. 4.000% 8/1/20 3,831 3,881
Commonwealth Edison Co. 3.400% 9/1/21 4,000 4,008
Commonwealth Edison Co. 2.550% 6/15/26 9,425 8,630
Commonwealth Edison Co. 2.950% 8/15/27 3,700 3,461
Commonwealth Edison Co. 5.900% 3/15/36 3,044 3,597
Commonwealth Edison Co. 6.450% 1/15/38 8,098 10,269
Commonwealth Edison Co. 3.800% 10/1/42 2,364 2,206
Commonwealth Edison Co. 4.600% 8/15/43 3,565 3,746
Commonwealth Edison Co. 4.700% 1/15/44 5,227 5,541
Commonwealth Edison Co. 3.700% 3/1/45 8,450 7,733
Commonwealth Edison Co. 4.350% 11/15/45 4,925 4,966
Commonwealth Edison Co. 3.650% 6/15/46 11,575 10,490
Commonwealth Edison Co. 3.750% 8/15/47 5,775 5,318
Commonwealth Edison Co. 4.000% 3/1/48 9,775 9,401
Connecticut Light & Power Co. 2.500% 1/15/23 7,940 7,640
Connecticut Light & Power Co. 3.200% 3/15/27 3,075 2,948
Connecticut Light & Power Co. 4.300% 4/15/44 4,850 4,958
Connecticut Light & Power Co. 4.150% 6/1/45 500 502
Connecticut Light & Power Co. 4.000% 4/1/48 7,270 7,161
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,250 2,295
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,475 7,201
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,644 5,473
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 2,845 3,471
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 500 623
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,430 1,861
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 4,617 5,321
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 6,550 7,633
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 2,545 2,434
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 20,540 21,081
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 9,200 9,406
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 8,770 8,152
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 7,600 7,085
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 4,877 4,918
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 3,255 3,104
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 3,625 3,275
Consolidated Edison Co. of New York Inc. 4.500% 5/15/58 7,735 7,638
Consolidated Edison Inc. 2.000% 3/15/20 4,600 4,519
Consolidated Edison Inc. 2.000% 5/15/21 5,000 4,830
Constellation Energy Group Inc. 5.150% 12/1/20 8,558 8,793
Consumers Energy Co. 2.850% 5/15/22 10,725 10,534
Consumers Energy Co. 3.375% 8/15/23 5,010 4,983
Consumers Energy Co. 3.950% 5/15/43 4,343 4,217
Consumers Energy Co. 3.250% 8/15/46 4,900 4,185
Consumers Energy Co. 3.950% 7/15/47 3,975 3,850

 

 

Consumers Energy Co. 4.050% 5/15/48 6,000 5,910
Delmarva Power & Light Co. 3.500% 11/15/23 3,525 3,506
Delmarva Power & Light Co. 4.150% 5/15/45 7,400 7,228
Dominion Energy Inc. 2.500% 12/1/19 5,288 5,251
Dominion Energy Inc. 2.579% 7/1/20 7,925 7,815
Dominion Energy Inc. 4.450% 3/15/21 9,163 9,322
Dominion Energy Inc. 2.750% 1/15/22 5,075 4,935
Dominion Energy Inc. 2.750% 9/15/22 50 48
Dominion Energy Inc. 3.625% 12/1/24 6,090 5,958
Dominion Energy Inc. 3.900% 10/1/25 8,915 8,763
Dominion Energy Inc. 2.850% 8/15/26 154 140
Dominion Energy Inc. 4.250% 6/1/28 4,095 4,100
Dominion Energy Inc. 6.300% 3/15/33 6,200 7,187
Dominion Energy Inc. 5.250% 8/1/33 853 898
Dominion Energy Inc. 5.950% 6/15/35 9,169 10,283
Dominion Energy Inc. 7.000% 6/15/38 4,452 5,580
Dominion Energy Inc. 4.900% 8/1/41 7,185 7,376
Dominion Energy Inc. 4.050% 9/15/42 6,700 6,135
Dominion Energy Inc. 4.700% 12/1/44 4,807 4,852
5 Dominion Energy Inc. 5.750% 10/1/54 4,381 4,556
DTE Electric Co. 3.450% 10/1/20 2,865 2,875
DTE Electric Co. 3.650% 3/15/24 8,150 8,167
DTE Electric Co. 3.375% 3/1/25 6,750 6,617
DTE Electric Co. 4.000% 4/1/43 6,125 5,951
DTE Electric Co. 3.700% 3/15/45 5,374 4,966
DTE Electric Co. 3.700% 6/1/46 2,225 2,055
DTE Electric Co. 3.750% 8/15/47 6,025 5,644
DTE Electric Co. 4.050% 5/15/48 3,000 2,950
DTE Energy Co. 1.500% 10/1/19 2,580 2,538
DTE Energy Co. 2.400% 12/1/19 5,783 5,726
DTE Energy Co. 3.700% 8/1/23 5,900 5,880
DTE Energy Co. 3.500% 6/1/24 6,456 6,340
DTE Energy Co. 2.850% 10/1/26 24,700 22,655
DTE Energy Co. 3.800% 3/15/27 5,125 5,004
DTE Energy Co. 6.375% 4/15/33 4,945 5,837
Duke Energy Carolinas LLC 4.300% 6/15/20 6,400 6,522
Duke Energy Carolinas LLC 3.900% 6/15/21 1,045 1,061
Duke Energy Carolinas LLC 2.500% 3/15/23 625 601
Duke Energy Carolinas LLC 3.050% 3/15/23 9,125 8,981
Duke Energy Carolinas LLC 2.950% 12/1/26 5,115 4,856
Duke Energy Carolinas LLC 6.000% 12/1/28 5,170 5,987
Duke Energy Carolinas LLC 6.450% 10/15/32 1,825 2,250
Duke Energy Carolinas LLC 6.100% 6/1/37 10,676 12,943
Duke Energy Carolinas LLC 6.000% 1/15/38 5,670 6,910
Duke Energy Carolinas LLC 6.050% 4/15/38 4,261 5,255
Duke Energy Carolinas LLC 5.300% 2/15/40 7,605 8,653
Duke Energy Carolinas LLC 4.250% 12/15/41 5,690 5,684
Duke Energy Carolinas LLC 4.000% 9/30/42 6,964 6,727
Duke Energy Carolinas LLC 3.750% 6/1/45 5,550 5,129
Duke Energy Carolinas LLC 3.875% 3/15/46 10,000 9,431
Duke Energy Carolinas LLC 3.700% 12/1/47 6,075 5,512
Duke Energy Carolinas LLC 3.950% 3/15/48 1,300 1,237
Duke Energy Corp. 1.800% 9/1/21 380 363
Duke Energy Corp. 3.550% 9/15/21 7,139 7,156
Duke Energy Corp. 2.400% 8/15/22 10,825 10,350
Duke Energy Corp. 3.050% 8/15/22 13,015 12,751
Duke Energy Corp. 2.650% 9/1/26 8,709 7,894

 

 

Duke Energy Corp. 3.150% 8/15/27 19,279 17,909
Duke Energy Corp. 4.800% 12/15/45 6,450 6,611
Duke Energy Corp. 3.750% 9/1/46 16,297 14,372
Duke Energy Corp. 3.950% 8/15/47 5,075 4,583
5 Duke Energy Florida LLC 2.100% 12/15/19 1,563 1,553
Duke Energy Florida LLC 3.100% 8/15/21 970 965
Duke Energy Florida LLC 3.200% 1/15/27 2,300 2,212
Duke Energy Florida LLC 3.800% 7/15/28 5,575 5,559
Duke Energy Florida LLC 6.350% 9/15/37 9,075 11,404
Duke Energy Florida LLC 6.400% 6/15/38 8,471 10,847
Duke Energy Florida LLC 5.650% 4/1/40 250 297
Duke Energy Florida LLC 3.400% 10/1/46 6,985 6,021
Duke Energy Florida LLC 4.200% 7/15/48 3,500 3,477
5 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 1,077 1,062
5 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 2,950 2,804
5 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 4,000 3,647
5 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 2,150 1,869
5 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 3,800 3,288
Duke Energy Indiana LLC 3.750% 7/15/20 539 545
Duke Energy Indiana LLC 6.120% 10/15/35 5,098 6,089
Duke Energy Indiana LLC 6.350% 8/15/38 8,504 10,781
Duke Energy Indiana LLC 6.450% 4/1/39 400 513
Duke Energy Indiana LLC 4.900% 7/15/43 1,700 1,853
Duke Energy Indiana LLC 3.750% 5/15/46 18,845 17,272
Duke Energy Ohio Inc. 3.700% 6/15/46 4,800 4,316
Duke Energy Progress LLC 3.000% 9/15/21 7,817 7,751
Duke Energy Progress LLC 2.800% 5/15/22 3,095 3,035
Duke Energy Progress LLC 3.375% 9/1/23 1,900 1,895
Duke Energy Progress LLC 3.250% 8/15/25 5,300 5,149
Duke Energy Progress LLC 3.700% 9/1/28 6,675 6,607
Duke Energy Progress LLC 6.300% 4/1/38 6,869 8,547
Duke Energy Progress LLC 4.100% 5/15/42 196 189
Duke Energy Progress LLC 4.100% 3/15/43 1,300 1,275
Duke Energy Progress LLC 4.375% 3/30/44 6,875 6,958
Duke Energy Progress LLC 4.150% 12/1/44 6,484 6,375
Duke Energy Progress LLC 4.200% 8/15/45 3,577 3,527
Duke Energy Progress LLC 3.700% 10/15/46 4,825 4,417
Duke Energy Progress LLC 3.600% 9/15/47 5,700 5,124
Edison International 2.125% 4/15/20 5,025 4,924
Edison International 2.400% 9/15/22 2,575 2,433
Edison International 2.950% 3/15/23 950 908
Edison International 4.125% 3/15/28 5,995 5,935
El Paso Electric Co. 6.000% 5/15/35 1,475 1,658
El Paso Electric Co. 5.000% 12/1/44 4,200 4,232
Emera US Finance LP 2.700% 6/15/21 8,020 7,778
Emera US Finance LP 3.550% 6/15/26 7,983 7,522
Emera US Finance LP 4.750% 6/15/46 14,369 14,005
Enel Americas SA 4.000% 10/25/26 3,250 3,087
Enel Chile SA 4.875% 6/12/28 9,970 10,055
Entergy Arkansas Inc. 3.750% 2/15/21 7,675 7,724
Entergy Arkansas Inc. 3.500% 4/1/26 5,803 5,704
Entergy Corp. 4.000% 7/15/22 7,011 7,093
Entergy Corp. 2.950% 9/1/26 8,125 7,461
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 3,305 3,593
Entergy Louisiana LLC 4.050% 9/1/23 6,575 6,702
Entergy Louisiana LLC 5.400% 11/1/24 3,325 3,618
Entergy Louisiana LLC 2.400% 10/1/26 4,892 4,413

 

 

Entergy Louisiana LLC 3.120% 9/1/27 5,600 5,276
Entergy Louisiana LLC 3.250% 4/1/28 4,625 4,391
Entergy Louisiana LLC 3.050% 6/1/31 16,184 14,677
Entergy Louisiana LLC 4.000% 3/15/33 9,750 9,757
Entergy Louisiana LLC 4.950% 1/15/45 9,800 9,855
Entergy Louisiana LLC 4.200% 9/1/48 7,695 7,606
Entergy Mississippi Inc. 2.850% 6/1/28 10,959 10,028
Eversource Energy 4.500% 11/15/19 5,528 5,605
Eversource Energy 2.500% 3/15/21 6,650 6,533
Eversource Energy 2.750% 3/15/22 4,425 4,314
Eversource Energy 2.900% 10/1/24 3,825 3,627
Eversource Energy 3.150% 1/15/25 5,547 5,328
Eversource Energy 3.300% 1/15/28 6,500 6,129
Exelon Corp. 2.850% 6/15/20 3,763 3,730
Exelon Corp. 2.450% 4/15/21 2,975 2,890
Exelon Corp. 3.950% 6/15/25 20,625 20,547
Exelon Corp. 3.400% 4/15/26 10,300 9,808
Exelon Corp. 4.950% 6/15/35 7,200 7,417
Exelon Corp. 5.625% 6/15/35 5,875 6,522
Exelon Corp. 5.100% 6/15/45 4,337 4,566
Exelon Corp. 4.450% 4/15/46 10,392 10,091
Exelon Generation Co. LLC 5.200% 10/1/19 1,158 1,181
Exelon Generation Co. LLC 4.000% 10/1/20 8,133 8,203
Exelon Generation Co. LLC 3.400% 3/15/22 13,225 13,074
Exelon Generation Co. LLC 4.250% 6/15/22 5,550 5,632
Exelon Generation Co. LLC 6.250% 10/1/39 9,484 10,122
Exelon Generation Co. LLC 5.750% 10/1/41 3,313 3,395
Exelon Generation Co. LLC 5.600% 6/15/42 9,673 9,986
FirstEnergy Corp. 2.850% 7/15/22 7,300 7,033
FirstEnergy Corp. 4.250% 3/15/23 4,964 5,025
FirstEnergy Corp. 3.900% 7/15/27 15,557 15,123
FirstEnergy Corp. 7.375% 11/15/31 15,580 20,064
FirstEnergy Corp. 4.850% 7/15/47 11,483 11,758
Florida Power & Light Co. 2.750% 6/1/23 7,225 7,016
Florida Power & Light Co. 3.250% 6/1/24 8,675 8,606
Florida Power & Light Co. 3.125% 12/1/25 12,275 11,899
Florida Power & Light Co. 5.625% 4/1/34 3,000 3,495
Florida Power & Light Co. 4.950% 6/1/35 645 703
Florida Power & Light Co. 5.650% 2/1/37 3,396 3,998
Florida Power & Light Co. 5.950% 2/1/38 8,135 9,973
Florida Power & Light Co. 5.250% 2/1/41 500 573
Florida Power & Light Co. 4.125% 2/1/42 16,098 16,116
Florida Power & Light Co. 4.050% 6/1/42 6,140 6,060
Florida Power & Light Co. 3.800% 12/15/42 5,095 4,849
Florida Power & Light Co. 4.050% 10/1/44 4,200 4,155
Florida Power & Light Co. 3.700% 12/1/47 7,325 6,819
Florida Power & Light Co. 3.950% 3/1/48 11,925 11,624
Florida Power & Light Co. 4.125% 6/1/48 6,000 6,027
Fortis Inc. 2.100% 10/4/21 6,190 5,914
Fortis Inc. 3.055% 10/4/26 31,046 28,483
Georgia Power Co. 4.250% 12/1/19 1,305 1,320
Georgia Power Co. 2.000% 3/30/20 4,150 4,052
Georgia Power Co. 2.000% 9/8/20 19,150 18,672
Georgia Power Co. 2.400% 4/1/21 7,500 7,295
Georgia Power Co. 2.850% 5/15/22 8,375 8,156
Georgia Power Co. 3.250% 4/1/26 5,400 5,075
Georgia Power Co. 3.250% 3/30/27 5,300 4,928

 

 

Georgia Power Co. 4.750% 9/1/40 7,792 7,869
Georgia Power Co. 4.300% 3/15/42 18,642 17,647
Georgia Power Co. 4.300% 3/15/43 4,455 4,249
Great Plains Energy Inc. 4.850% 6/1/21 1,853 1,890
Gulf Power Co. 3.300% 5/30/27 3,400 3,238
Iberdrola International BV 6.750% 7/15/36 3,450 4,143
Indiana Michigan Power Co. 3.850% 5/15/28 8,920 8,875
Indiana Michigan Power Co. 6.050% 3/15/37 7,300 8,701
Indiana Michigan Power Co. 4.550% 3/15/46 1,355 1,390
Indiana Michigan Power Co. 3.750% 7/1/47 8,605 7,832
Indiana Michigan Power Co. 4.250% 8/15/48 5,200 5,141
Interstate Power & Light Co. 3.250% 12/1/24 9,100 8,814
Interstate Power & Light Co. 4.100% 9/26/28 5,550 5,584
Interstate Power & Light Co. 6.250% 7/15/39 3,014 3,784
Interstate Power & Light Co. 3.700% 9/15/46 2,500 2,258
ITC Holdings Corp. 2.700% 11/15/22 3,275 3,131
ITC Holdings Corp. 3.650% 6/15/24 3,045 2,976
ITC Holdings Corp. 3.250% 6/30/26 4,250 4,003
ITC Holdings Corp. 3.350% 11/15/27 6,493 6,105
ITC Holdings Corp. 5.300% 7/1/43 11,965 13,104
5 John Sevier Combined Cycle Generation        
LLC 4.626% 1/15/42 2,460 2,554
Kansas City Power & Light Co. 3.150% 3/15/23 2,500 2,433
Kansas City Power & Light Co. 6.050% 11/15/35 1,440 1,713
Kansas City Power & Light Co. 5.300% 10/1/41 6,920 7,606
Kansas City Power & Light Co. 4.200% 6/15/47 3,350 3,206
Kansas City Power & Light Co. 4.200% 3/15/48 5,225 5,013
Kentucky Utilities Co. 3.250% 11/1/20 3,575 3,570
Kentucky Utilities Co. 5.125% 11/1/40 3,034 3,455
LG&E & KU Energy LLC 3.750% 11/15/20 23,786 23,870
Louisville Gas & Electric Co. 3.300% 10/1/25 3,250 3,162
MidAmerican Energy Co. 3.500% 10/15/24 8,928 8,891
MidAmerican Energy Co. 3.100% 5/1/27 3,875 3,696
MidAmerican Energy Co. 6.750% 12/30/31 9,264 11,749
MidAmerican Energy Co. 5.750% 11/1/35 1,900 2,244
MidAmerican Energy Co. 5.800% 10/15/36 575 685
MidAmerican Energy Co. 4.800% 9/15/43 2,679 2,888
MidAmerican Energy Co. 4.250% 5/1/46 1,285 1,292
MidAmerican Energy Co. 3.950% 8/1/47 4,925 4,730
MidAmerican Energy Co. 3.650% 8/1/48 5,680 5,216
Mississippi Power Co. 3.950% 3/30/28 1,750 1,714
Mississippi Power Co. 4.250% 3/15/42 7,550 7,103
National Rural Utilities Cooperative Finance        
Corp. 1.500% 11/1/19 2,833 2,786
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 5,350 5,297
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,555 3,503
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 6,900 6,794
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 5,425 5,307
National Rural Utilities Cooperative Finance        
Corp. 2.900% 3/15/21 3,225 3,203
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,017 1,994

 

 

National Rural Utilities Cooperative Finance        
Corp. 2.400% 4/25/22 6,125 5,905
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 12,375 11,979
National Rural Utilities Cooperative Finance        
Corp. 3.400% 11/15/23 3,000 2,980
National Rural Utilities Cooperative Finance        
Corp. 2.950% 2/7/24 11,600 11,173
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 7,320 6,963
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 845 820
National Rural Utilities Cooperative Finance        
Corp. 3.050% 4/25/27 4,000 3,770
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 11,712 11,698
5 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 2,566 2,579
5 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 4,875 4,971
Nevada Power Co. 2.750% 4/15/20 6,800 6,757
Nevada Power Co. 6.650% 4/1/36 5,650 7,168
Nevada Power Co. 6.750% 7/1/37 7,472 9,533
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 6,005 5,793
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 14,225 13,650
5 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 8,000 7,500
Northern States Power Co. 2.200% 8/15/20 2,700 2,652
Northern States Power Co. 6.250% 6/1/36 3,670 4,577
Northern States Power Co. 6.200% 7/1/37 4,593 5,743
Northern States Power Co. 5.350% 11/1/39 8,096 9,344
Northern States Power Co. 3.400% 8/15/42 4,083 3,640
Northern States Power Co. 4.000% 8/15/45 2,850 2,782
NorthWestern Corp. 4.176% 11/15/44 3,125 3,056
NSTAR Electric Co. 2.375% 10/15/22 8,475 8,136
NSTAR Electric Co. 3.200% 5/15/27 7,475 7,151
NSTAR Electric Co. 5.500% 3/15/40 5,046 5,814
NV Energy Inc. 6.250% 11/15/20 12,460 13,174
Oglethorpe Power Corp. 5.950% 11/1/39 1,450 1,700
Oglethorpe Power Corp. 5.375% 11/1/40 8,050 8,995
Oglethorpe Power Corp. 5.250% 9/1/50 518 556
Ohio Edison Co. 6.875% 7/15/36 1,845 2,370
Ohio Power Co. 5.375% 10/1/21 4,516 4,781
Ohio Power Co. 4.150% 4/1/48 4,250 4,194
Oklahoma Gas & Electric Co. 3.800% 8/15/28 4,225 4,145
Oklahoma Gas & Electric Co. 4.150% 4/1/47 2,975 2,833
Oklahoma Gas & Electric Co. 3.850% 8/15/47 3,750 3,439
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 300 306
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,471 6,181
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 6,200 5,953
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 4,600 5,948
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 2,930 3,923
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,721 2,419
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 5,700 6,494
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 4,494 4,741
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 4,975 5,751
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 9,099 8,591
Oncor Electric Delivery Co. LLC 3.800% 9/30/47 3,775 3,561

 

 

  Pacific Gas & Electric Co. 3.500% 10/1/20 21,261 21,252
  Pacific Gas & Electric Co. 4.250% 5/15/21 10,266 10,384
  Pacific Gas & Electric Co. 3.250% 6/15/23 7,505 7,223
10 Pacific Gas & Electric Co. 4.250% 8/1/23 5,075 5,100
  Pacific Gas & Electric Co. 3.850% 11/15/23 1,475 1,464
  Pacific Gas & Electric Co. 3.750% 2/15/24 4,975 4,869
  Pacific Gas & Electric Co. 3.400% 8/15/24 5,521 5,278
  Pacific Gas & Electric Co. 3.500% 6/15/25 7,200 6,870
  Pacific Gas & Electric Co. 2.950% 3/1/26 2,050 1,864
  Pacific Gas & Electric Co. 3.300% 3/15/27 2,850 2,615
  Pacific Gas & Electric Co. 3.300% 12/1/27 13,750 12,566
  Pacific Gas & Electric Co. 6.050% 3/1/34 31,485 35,442
  Pacific Gas & Electric Co. 5.800% 3/1/37 11,273 12,526
  Pacific Gas & Electric Co. 6.350% 2/15/38 1,625 1,898
  Pacific Gas & Electric Co. 6.250% 3/1/39 6,305 7,247
  Pacific Gas & Electric Co. 4.450% 4/15/42 12,294 11,417
  Pacific Gas & Electric Co. 4.600% 6/15/43 14,575 13,937
  Pacific Gas & Electric Co. 5.125% 11/15/43 105 107
  Pacific Gas & Electric Co. 4.750% 2/15/44 6,730 6,558
  Pacific Gas & Electric Co. 4.300% 3/15/45 6,442 5,902
  Pacific Gas & Electric Co. 4.250% 3/15/46 8,870 8,076
  Pacific Gas & Electric Co. 4.000% 12/1/46 6,850 5,963
  Pacific Gas & Electric Co. 3.950% 12/1/47 3,975 3,460
  PacifiCorp 2.950% 2/1/22 9,975 9,836
  PacifiCorp 2.950% 6/1/23 2,215 2,162
  PacifiCorp 3.600% 4/1/24 6,714 6,689
  PacifiCorp 7.700% 11/15/31 1,199 1,618
  PacifiCorp 5.250% 6/15/35 1,510 1,672
  PacifiCorp 6.100% 8/1/36 4,348 5,335
  PacifiCorp 5.750% 4/1/37 3,181 3,780
  PacifiCorp 6.250% 10/15/37 8,581 10,796
  PacifiCorp 6.350% 7/15/38 3,350 4,234
  PacifiCorp 6.000% 1/15/39 4,021 4,979
  PacifiCorp 4.100% 2/1/42 4,805 4,701
  PacifiCorp 4.125% 1/15/49 6,175 6,066
  PECO Energy Co. 2.375% 9/15/22 2,925 2,813
  PECO Energy Co. 3.150% 10/15/25 200 193
  PECO Energy Co. 3.900% 3/1/48 3,600 3,425
  Pinnacle West Capital Corp. 2.250% 11/30/20 3,425 3,339
  PNM Resources Inc. 3.250% 3/9/21 3,000 2,969
  Potomac Electric Power Co. 3.600% 3/15/24 1,960 1,957
  Potomac Electric Power Co. 6.500% 11/15/37 7,532 9,530
  Potomac Electric Power Co. 4.150% 3/15/43 4,675 4,585
  PPL Capital Funding Inc. 4.200% 6/15/22 2,365 2,397
  PPL Capital Funding Inc. 3.500% 12/1/22 1,745 1,721
  PPL Capital Funding Inc. 3.400% 6/1/23 3,870 3,797
  PPL Capital Funding Inc. 3.950% 3/15/24 815 813
  PPL Capital Funding Inc. 3.100% 5/15/26 7,626 7,087
  PPL Capital Funding Inc. 4.700% 6/1/43 3,910 3,895
  PPL Capital Funding Inc. 5.000% 3/15/44 12,106 12,660
  PPL Capital Funding Inc. 4.000% 9/15/47 4,575 4,106
  PPL Electric Utilities Corp. 3.000% 9/15/21 3,300 3,275
  PPL Electric Utilities Corp. 6.250% 5/15/39 5,327 6,698
  PPL Electric Utilities Corp. 4.125% 6/15/44 2,700 2,661
  PPL Electric Utilities Corp. 4.150% 10/1/45 4,280 4,220
  PPL Electric Utilities Corp. 3.950% 6/1/47 4,775 4,602
  PPL Electric Utilities Corp. 4.150% 6/15/48 3,325 3,287

 

 

Progress Energy Inc. 4.875% 12/1/19 4,675 4,762
Progress Energy Inc. 4.400% 1/15/21 6,347 6,465
Progress Energy Inc. 3.150% 4/1/22 17,265 16,992
Progress Energy Inc. 7.750% 3/1/31 2,960 3,879
Progress Energy Inc. 7.000% 10/30/31 3,025 3,782
Progress Energy Inc. 6.000% 12/1/39 7,674 9,190
PSEG Power LLC 5.125% 4/15/20 1,286 1,316
PSEG Power LLC 3.000% 6/15/21 3,960 3,905
PSEG Power LLC 3.850% 6/1/23 7,775 7,710
PSEG Power LLC 8.625% 4/15/31 788 1,028
Public Service Co. of Colorado 3.200% 11/15/20 4,175 4,175
Public Service Co. of Colorado 2.250% 9/15/22 5,500 5,265
Public Service Co. of Colorado 3.700% 6/15/28 4,250 4,238
Public Service Co. of Colorado 3.600% 9/15/42 10,475 9,551
Public Service Co. of Colorado 4.300% 3/15/44 295 298
Public Service Co. of Colorado 3.800% 6/15/47 3,000 2,817
Public Service Co. of Colorado 4.100% 6/15/48 4,050 4,024
Public Service Co. of New Hampshire 3.500% 11/1/23 2,054 2,049
Public Service Electric & Gas Co. 1.900% 3/15/21 3,100 2,999
Public Service Electric & Gas Co. 2.375% 5/15/23 3,225 3,075
Public Service Electric & Gas Co. 3.000% 5/15/25 4,410 4,219
Public Service Electric & Gas Co. 2.250% 9/15/26 575 515
Public Service Electric & Gas Co. 3.000% 5/15/27 4,200 3,960
Public Service Electric & Gas Co. 5.800% 5/1/37 1,741 2,091
Public Service Electric & Gas Co. 3.950% 5/1/42 14,690 14,214
Public Service Electric & Gas Co. 3.650% 9/1/42 800 749
Public Service Electric & Gas Co. 3.800% 3/1/46 16,480 15,626
Public Service Electric & Gas Co. 3.600% 12/1/47 3,750 3,428
Public Service Enterprise Group Inc. 1.600% 11/15/19 625 614
Public Service Enterprise Group Inc. 2.650% 11/15/22 6,650 6,384
Puget Energy Inc. 6.500% 12/15/20 15,900 16,845
Puget Energy Inc. 6.000% 9/1/21 5,494 5,830
Puget Energy Inc. 5.625% 7/15/22 2,050 2,168
Puget Energy Inc. 3.650% 5/15/25 7,480 7,184
Puget Sound Energy Inc. 6.274% 3/15/37 3,475 4,293
Puget Sound Energy Inc. 5.757% 10/1/39 4,125 4,946
Puget Sound Energy Inc. 5.795% 3/15/40 1,774 2,136
Puget Sound Energy Inc. 5.638% 4/15/41 3,068 3,638
Puget Sound Energy Inc. 4.300% 5/20/45 8,125 8,258
Puget Sound Energy Inc. 4.223% 6/15/48 6,220 6,225
San Diego Gas & Electric Co. 3.000% 8/15/21 2,925 2,891
San Diego Gas & Electric Co. 3.600% 9/1/23 3,835 3,844
San Diego Gas & Electric Co. 2.500% 5/15/26 75 68
San Diego Gas & Electric Co. 6.000% 6/1/39 1,929 2,355
San Diego Gas & Electric Co. 4.500% 8/15/40 2,570 2,621
San Diego Gas & Electric Co. 3.750% 6/1/47 4,350 3,960
San Diego Gas & Electric Co. 4.150% 5/15/48 7,085 6,933
Sierra Pacific Power Co. 2.600% 5/1/26 13,345 12,262
South Carolina Electric & Gas Co. 3.500% 8/15/21 2,600 2,592
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,729 6,722
South Carolina Electric & Gas Co. 6.050% 1/15/38 5,710 6,448
South Carolina Electric & Gas Co. 5.450% 2/1/41 3,345 3,575
South Carolina Electric & Gas Co. 4.350% 2/1/42 5,293 5,063
South Carolina Electric & Gas Co. 4.600% 6/15/43 4,610 4,571
South Carolina Electric & Gas Co. 4.100% 6/15/46 4,695 4,345
South Carolina Electric & Gas Co. 4.500% 6/1/64 4,025 3,687
South Carolina Electric & Gas Co. 5.100% 6/1/65 5,075 5,086

 

 

Southern California Edison Co. 2.900% 3/1/21 6,000 5,932
Southern California Edison Co. 3.875% 6/1/21 16,875 17,020
5 Southern California Edison Co. 1.845% 2/1/22 2,725 2,651
Southern California Edison Co. 2.400% 2/1/22 6,400 6,160
Southern California Edison Co. 3.400% 6/1/23 8,345 8,272
Southern California Edison Co. 3.500% 10/1/23 250 248
Southern California Edison Co. 3.700% 8/1/25 2,425 2,411
Southern California Edison Co. 3.650% 3/1/28 7,475 7,281
Southern California Edison Co. 6.650% 4/1/29 2,106 2,570
Southern California Edison Co. 6.000% 1/15/34 5,485 6,382
Southern California Edison Co. 5.750% 4/1/35 2,913 3,335
Southern California Edison Co. 5.350% 7/15/35 8,928 9,763
Southern California Edison Co. 5.550% 1/15/36 1,280 1,416
Southern California Edison Co. 5.625% 2/1/36 5,650 6,389
Southern California Edison Co. 5.550% 1/15/37 6,025 6,777
Southern California Edison Co. 5.950% 2/1/38 5,713 6,712
Southern California Edison Co. 6.050% 3/15/39 1,085 1,296
Southern California Edison Co. 5.500% 3/15/40 5,148 5,823
Southern California Edison Co. 4.500% 9/1/40 4,650 4,697
Southern California Edison Co. 4.050% 3/15/42 5,312 5,036
Southern California Edison Co. 3.900% 3/15/43 5,340 4,930
Southern California Edison Co. 4.650% 10/1/43 2,127 2,195
Southern California Edison Co. 3.600% 2/1/45 7,845 6,965
Southern California Edison Co. 4.000% 4/1/47 8,525 7,952
Southern California Edison Co. 4.125% 3/1/48 8,200 7,832
Southern Co. 2.750% 6/15/20 11,510 11,388
Southern Co. 2.350% 7/1/21 16,225 15,714
Southern Co. 2.950% 7/1/23 7,825 7,500
Southern Co. 3.250% 7/1/26 20,515 19,167
Southern Co. 4.250% 7/1/36 6,100 5,794
Southern Co. 4.400% 7/1/46 6,830 6,495
Southern Power Co. 1.950% 12/15/19 6,200 6,115
Southern Power Co. 2.375% 6/1/20 2,950 2,902
Southern Power Co. 2.500% 12/15/21 9,900 9,526
Southern Power Co. 4.150% 12/1/25 5,850 5,759
Southern Power Co. 5.150% 9/15/41 11,181 11,245
Southern Power Co. 5.250% 7/15/43 475 483
Southern Power Co. 4.950% 12/15/46 4,380 4,303
Southwestern Electric Power Co. 2.750% 10/1/26 4,150 3,794
Southwestern Electric Power Co. 4.100% 9/15/28 6,500 6,482
Southwestern Electric Power Co. 6.200% 3/15/40 3,725 4,420
Southwestern Electric Power Co. 3.900% 4/1/45 8,767 7,936
Southwestern Electric Power Co. 3.850% 2/1/48 4,675 4,198
Southwestern Public Service Co. 3.300% 6/15/24 1,815 1,780
Southwestern Public Service Co. 4.500% 8/15/41 5,748 5,942
Southwestern Public Service Co. 3.400% 8/15/46 21,590 18,714
Southwestern Public Service Co. 3.700% 8/15/47 6,220 5,715
Tampa Electric Co. 4.100% 6/15/42 602 569
Tampa Electric Co. 4.350% 5/15/44 5,960 5,818
Tampa Electric Co. 4.300% 6/15/48 3,920 3,869
TECO Finance Inc. 5.150% 3/15/20 3,494 3,568
Toledo Edison Co. 6.150% 5/15/37 3,380 4,055
TransAlta Corp. 4.500% 11/15/22 3,985 3,915
TransAlta Corp. 6.500% 3/15/40 4,719 4,634
Tucson Electric Power Co. 3.050% 3/15/25 2,375 2,240
UIL Holdings Corp. 4.625% 10/1/20 1,600 1,624
Union Electric Co. 3.500% 4/15/24 7,370 7,331

 

 

Union Electric Co. 2.950% 6/15/27 4,300 4,027
Union Electric Co. 5.300% 8/1/37 3,520 3,972
Union Electric Co. 8.450% 3/15/39 1,775 2,644
Union Electric Co. 3.900% 9/15/42 2,450 2,351
Union Electric Co. 3.650% 4/15/45 4,350 3,997
Union Electric Co. 4.000% 4/1/48 5,025 4,866
Virginia Electric & Power Co. 2.950% 1/15/22 4,070 4,013
Virginia Electric & Power Co. 3.450% 9/1/22 1,390 1,389
Virginia Electric & Power Co. 2.750% 3/15/23 5,375 5,207
Virginia Electric & Power Co. 3.450% 2/15/24 4,820 4,765
Virginia Electric & Power Co. 3.100% 5/15/25 4,055 3,894
Virginia Electric & Power Co. 3.150% 1/15/26 8,190 7,877
Virginia Electric & Power Co. 2.950% 11/15/26 4,120 3,868
Virginia Electric & Power Co. 3.500% 3/15/27 21,400 20,919
Virginia Electric & Power Co. 3.800% 4/1/28 7,950 7,941
Virginia Electric & Power Co. 6.000% 1/15/36 5,700 6,699
Virginia Electric & Power Co. 6.000% 5/15/37 3,975 4,796
Virginia Electric & Power Co. 6.350% 11/30/37 3,700 4,590
Virginia Electric & Power Co. 4.000% 1/15/43 4,498 4,344
Virginia Electric & Power Co. 4.650% 8/15/43 8,130 8,514
Virginia Electric & Power Co. 4.450% 2/15/44 10,380 10,525
Virginia Electric & Power Co. 4.200% 5/15/45 6,500 6,380
Virginia Electric & Power Co. 4.000% 11/15/46 5,325 5,060
Virginia Electric & Power Co. 3.800% 9/15/47 7,775 7,174
WEC Energy Group Inc. 2.450% 6/15/20 3,000 2,962
WEC Energy Group Inc. 3.375% 6/15/21 4,950 4,951
WEC Energy Group Inc. 3.550% 6/15/25 3,525 3,460
Westar Energy Inc. 2.550% 7/1/26 5,875 5,377
Westar Energy Inc. 3.100% 4/1/27 7,435 7,027
Westar Energy Inc. 4.125% 3/1/42 7,537 7,401
Westar Energy Inc. 4.100% 4/1/43 5,075 4,947
Westar Energy Inc. 4.250% 12/1/45 1,560 1,541
Wisconsin Electric Power Co. 2.950% 9/15/21 2,515 2,487
Wisconsin Electric Power Co. 5.625% 5/15/33 775 892
Wisconsin Electric Power Co. 5.700% 12/1/36 1,050 1,237
Wisconsin Power & Light Co. 3.050% 10/15/27 1,200 1,128
Wisconsin Power & Light Co. 6.375% 8/15/37 4,225 5,251
Wisconsin Public Service Corp. 3.671% 12/1/42 1,875 1,689
Wisconsin Public Service Corp. 4.752% 11/1/44 5,000 5,395
Xcel Energy Inc. 4.700% 5/15/20 1,075 1,092
Xcel Energy Inc. 2.400% 3/15/21 7,875 7,687
Xcel Energy Inc. 2.600% 3/15/22 5,225 5,067
Xcel Energy Inc. 3.300% 6/1/25 5,000 4,821
Xcel Energy Inc. 3.350% 12/1/26 3,825 3,644
Xcel Energy Inc. 4.000% 6/15/28 5,075 5,081
Xcel Energy Inc. 6.500% 7/1/36 7,667 9,749
 
Natural Gas (0.1%)        
Atmos Energy Corp. 3.000% 6/15/27 5,000 4,719
Atmos Energy Corp. 5.500% 6/15/41 10,110 11,619
Atmos Energy Corp. 4.150% 1/15/43 5,450 5,306
Atmos Energy Corp. 4.125% 10/15/44 2,415 2,361
CenterPoint Energy Resources Corp. 4.500% 1/15/21 16,567 16,853
CenterPoint Energy Resources Corp. 3.550% 4/1/23 3,000 2,958
CenterPoint Energy Resources Corp. 4.000% 4/1/28 3,350 3,312
CenterPoint Energy Resources Corp. 5.850% 1/15/41 6,550 7,533
CenterPoint Energy Resources Corp. 4.100% 9/1/47 3,200 2,932

 

 

  KeySpan Corp. 5.803% 4/1/35 2,700 3,077
  NiSource Finance Corp. 2.650% 11/17/22 3,800 3,624
  NiSource Finance Corp. 3.490% 5/15/27 10,251 9,691
  NiSource Finance Corp. 5.950% 6/15/41 9,065 10,323
  Nisource Finance Corp. 5.250% 2/15/43 1,200 1,274
  NiSource Finance Corp. 4.800% 2/15/44 612 618
  NiSource Finance Corp. 5.650% 2/1/45 2,500 2,781
  NiSource Finance Corp. 4.375% 5/15/47 19,632 18,612
  NiSource Finance Corp. 3.950% 3/30/48 75 67
10 NiSource Inc. 3.650% 6/15/23 3,950 3,905
  ONE Gas Inc. 4.658% 2/1/44 1,325 1,382
  Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 2,450 2,542
  Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,165 3,684
  Sempra Energy 1.625% 10/7/19 4,100 4,040
  Sempra Energy 2.400% 2/1/20 5,350 5,289
  Sempra Energy 2.400% 3/15/20 3,661 3,615
  Sempra Energy 2.850% 11/15/20 7,179 7,088
  Sempra Energy 2.875% 10/1/22 6,125 5,940
  Sempra Energy 2.900% 2/1/23 6,275 6,055
  Sempra Energy 4.050% 12/1/23 7,435 7,460
  Sempra Energy 3.750% 11/15/25 5,450 5,302
  Sempra Energy 3.250% 6/15/27 9,005 8,365
  Sempra Energy 3.400% 2/1/28 10,725 10,025
  Sempra Energy 3.800% 2/1/38 12,200 10,990
  Sempra Energy 6.000% 10/15/39 21,103 24,229
  Sempra Energy 4.000% 2/1/48 9,404 8,378
  Southern California Gas Co. 3.150% 9/15/24 2,045 1,993
  Southern California Gas Co. 3.200% 6/15/25 1,020 991
  Southern California Gas Co. 2.600% 6/15/26 12,850 11,825
  Southern California Gas Co. 3.750% 9/15/42 3,770 3,528
  Southern California Gas Co. 4.125% 6/1/48 5,075 5,038
  Southern California Gas Co. 4.300% 1/15/49 500 509
  Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,775 2,754
  Southern Co. Gas Capital Corp. 2.450% 10/1/23 325 305
  Southern Co. Gas Capital Corp. 3.250% 6/15/26 5,105 4,778
  Southern Co. Gas Capital Corp. 5.875% 3/15/41 4,305 4,919
  Southern Co. Gas Capital Corp. 4.400% 6/1/43 4,350 4,168
  Southern Co. Gas Capital Corp. 3.950% 10/1/46 5,850 5,173
  Southern Co. Gas Capital Corp. 4.400% 5/30/47 11,510 10,922
  Southwest Gas Corp. 3.700% 4/1/28 5,425 5,221
  Southwest Gas Corp. 3.800% 9/29/46 785 708
  Washington Gas Light Co. 3.796% 9/15/46 4,675 4,368
 
  Other Utility (0.0%)        
  American Water Capital Corp. 3.850% 3/1/24 4,450 4,493
  American Water Capital Corp. 3.400% 3/1/25 5,860 5,747
  American Water Capital Corp. 2.950% 9/1/27 6,850 6,383
  American Water Capital Corp. 3.750% 9/1/28 6,900 6,847
  American Water Capital Corp. 6.593% 10/15/37 8,096 10,455
  American Water Capital Corp. 4.300% 12/1/42 60 59
  American Water Capital Corp. 4.300% 9/1/45 5,175 5,126
  American Water Capital Corp. 4.000% 12/1/46 925 875
  American Water Capital Corp. 3.750% 9/1/47 11,775 10,794
  American Water Capital Corp. 4.200% 9/1/48 7,500 7,351
  United Utilities plc 6.875% 8/15/28 960 1,095
  Veolia Environnement SA 6.750% 6/1/38 4,099 4,859

 

 

        3,847,901
Total Corporate Bonds (Cost $54,679,617)       53,851,155
Sovereign Bonds (4.6%)        
African Development Bank 1.375% 2/12/20 9,600 9,407
African Development Bank 1.875% 3/16/20 27,000 26,626
African Development Bank 2.625% 3/22/21 8,622 8,545
African Development Bank 1.250% 7/26/21 3,620 3,448
African Development Bank 2.375% 9/23/21 27,100 26,587
African Development Bank 2.125% 11/16/22 39,260 37,824
African Development Bank 3.000% 9/20/23 15,060 14,972
Agricultural Bank of China Ltd. 2.750% 5/21/20 1,645 1,622
Asian Development Bank 1.500% 1/22/20 17,455 17,148
Asian Development Bank 1.375% 3/23/20 16,525 16,172
Asian Development Bank 1.625% 5/5/20 103,600 101,523
Asian Development Bank 1.625% 8/26/20 5,400 5,271
Asian Development Bank 2.250% 1/20/21 16,000 15,758
Asian Development Bank 1.625% 3/16/21 44,000 42,615
Asian Development Bank 1.750% 6/8/21 37,720 36,491
Asian Development Bank 2.125% 11/24/21 20,000 19,445
Asian Development Bank 2.000% 2/16/22 82,941 80,128
Asian Development Bank 1.875% 2/18/22 27,550 26,513
Asian Development Bank 1.750% 9/13/22 13,230 12,583
Asian Development Bank 2.750% 3/17/23 29,645 29,233
Asian Development Bank 2.000% 1/22/25 14,750 13,783
Asian Development Bank 2.000% 4/24/26 9,350 8,605
Asian Development Bank 2.625% 1/12/27 11,500 11,011
Asian Development Bank 6.220% 8/15/27 375 450
Asian Development Bank 2.500% 11/2/27 33,347 31,510
Asian Development Bank 2.750% 1/19/28 20,000 19,275
Asian Development Bank 5.820% 6/16/28 1,000 1,181
Asian Development Bank 3.125% 9/26/28 6,000 5,950
Canada 2.000% 11/15/22 34,085 32,765
CNOOC Curtis Funding No 1 Pty Ltd. 4.500% 10/3/23 5,000 5,111
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 7,125 6,831
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 23,750 23,451
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 4,500 4,194
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 31,560 30,204
CNOOC Finance 2015 USA LLC 4.375% 5/2/28 10,000 10,039
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 34,170 34,467
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 800 829
Corp. Andina de Fomento 2.200% 7/18/20 26,145 25,588
Corp. Andina de Fomento 4.375% 6/15/22 30,175 30,919
Corp. Andina de Fomento 2.750% 1/6/23 22,679 21,762
Council Of Europe Development Bank 1.750% 11/14/19 2,900 2,865
Council Of Europe Development Bank 1.875% 1/27/20 2,150 2,123
Council Of Europe Development Bank 1.625% 3/10/20 16,800 16,504
Council Of Europe Development Bank 1.625% 3/16/21 8,500 8,223
Council Of Europe Development Bank 2.625% 2/13/23 23,255 22,783
Ecopetrol SA 5.875% 9/18/23 12,459 13,269
Ecopetrol SA 4.125% 1/16/25 21,272 20,793
Ecopetrol SA 5.375% 6/26/26 26,430 27,256
Ecopetrol SA 7.375% 9/18/43 4,731 5,370
Ecopetrol SA 5.875% 5/28/45 17,290 17,095
Equinor ASA 2.250% 11/8/19 16,382 16,258
Equinor ASA 2.900% 11/8/20 4,070 4,049
Equinor ASA 2.750% 11/10/21 18,260 17,985
Equinor ASA 3.150% 1/23/22 10,917 10,847

 

 

  Equinor ASA 2.450% 1/17/23 17,125 16,489
  Equinor ASA 7.750% 6/15/23 25 29
  Equinor ASA 2.650% 1/15/24 22,871 21,922
  Equinor ASA 3.700% 3/1/24 12,337 12,430
  Equinor ASA 3.250% 11/10/24 10,633 10,444
  Equinor ASA 7.250% 9/23/27 7,375 9,228
  Equinor ASA 3.625% 9/10/28 5,000 4,955
10 Equinor ASA 6.500% 12/1/28 975 1,177
  Equinor ASA 5.100% 8/17/40 4,111 4,600
  Equinor ASA 4.250% 11/23/41 8,464 8,478
  Equinor ASA 3.950% 5/15/43 10,562 10,272
  Equinor ASA 4.800% 11/8/43 9,902 10,805
  European Bank for Reconstruction &        
  Development 1.750% 11/26/19 19,500 19,257
  European Bank for Reconstruction &        
  Development 1.500% 3/16/20 23,100 22,639
  European Bank for Reconstruction &        
  Development 1.125% 8/24/20 3,270 3,161
  European Bank for Reconstruction &        
  Development 2.000% 2/1/21 51,650 50,548
  European Bank for Reconstruction &        
  Development 1.875% 7/15/21 6,375 6,183
  European Bank for Reconstruction &        
  Development 1.500% 11/2/21 12,000 11,459
  European Bank for Reconstruction &        
  Development 1.875% 2/23/22 14,800 14,222
  European Bank for Reconstruction &        
  Development 2.125% 3/7/22 1,040 1,009
  European Bank for Reconstruction &        
  Development 2.750% 3/7/23 21,594 21,286
  European Investment Bank 1.875% 10/15/19 100 99
  European Investment Bank 1.625% 3/16/20 73,585 72,285
  European Investment Bank 1.750% 5/15/20 51,600 50,689
  European Investment Bank 1.375% 6/15/20 29,735 28,990
  European Investment Bank 1.625% 8/14/20 20,460 19,973
  European Investment Bank 2.875% 9/15/20 17,095 17,073
  European Investment Bank 1.625% 12/15/20 42,490 41,312
  European Investment Bank 4.000% 2/16/21 31,635 32,380
  European Investment Bank 2.000% 3/15/21 34,430 33,651
  European Investment Bank 2.500% 4/15/21 41,260 40,786
  European Investment Bank 2.375% 5/13/21 121,000 119,162
  European Investment Bank 1.625% 6/15/21 12,450 12,014
  European Investment Bank 1.375% 9/15/21 4,250 4,053
  European Investment Bank 2.125% 10/15/21 6,190 6,035
  European Investment Bank 2.875% 12/15/21 60,202 59,897
  European Investment Bank 2.250% 3/15/22 56,960 55,448
  European Investment Bank 2.375% 6/15/22 67,990 66,356
  European Investment Bank 2.250% 8/15/22 20,290 19,675
  European Investment Bank 2.000% 12/15/22 32,400 31,010
  European Investment Bank 2.500% 3/15/23 18,965 18,483
  European Investment Bank 2.875% 8/15/23 45,000 44,472
  European Investment Bank 3.250% 1/29/24 32,075 32,254
  European Investment Bank 2.500% 10/15/24 24,410 23,537
  European Investment Bank 1.875% 2/10/25 45,510 42,129
  European Investment Bank 2.125% 4/13/26 50,920 47,303
  European Investment Bank 2.375% 5/24/27 11,460 10,748
  European Investment Bank 4.875% 2/15/36 12,665 15,327

 

 

11 Export Development Canada 1.625% 12/3/19 4,500 4,438
  Export Development Canada 1.625% 1/17/20 11,325 11,154
  Export Development Canada 1.625% 6/1/20 3,000 2,936
  Export Development Canada 1.750% 7/21/20 325 318
  Export Development Canada 2.000% 11/30/20 28,105 27,542
  Export Development Canada 1.500% 5/26/21 26,750 25,746
  Export Development Canada 1.375% 10/21/21 14,300 13,602
  Export Development Canada 2.000% 5/17/22 1,500 1,446
  Export Development Canada 2.500% 1/24/23 11,895 11,611
  Export Development Canada 2.750% 3/15/23 8,990 8,855
  Export-Import Bank of Korea 1.500% 10/21/19 12,000 11,757
  Export-Import Bank of Korea 2.250% 1/21/20 40 39
  Export-Import Bank of Korea 5.125% 6/29/20 9,730 9,976
  Export-Import Bank of Korea 2.500% 11/1/20 2,000 1,960
  Export-Import Bank of Korea 2.625% 12/30/20 2,450 2,394
  Export-Import Bank of Korea 4.000% 1/29/21 7,824 7,899
  Export-Import Bank of Korea 2.125% 2/11/21 500 484
  Export-Import Bank of Korea 2.500% 5/10/21 5,200 5,062
  Export-Import Bank of Korea 4.375% 9/15/21 4,465 4,569
  Export-Import Bank of Korea 1.875% 10/21/21 11,500 10,934
  Export-Import Bank of Korea 2.750% 1/25/22 22,200 21,577
  Export-Import Bank of Korea 5.000% 4/11/22 4,150 4,324
  Export-Import Bank of Korea 3.000% 11/1/22 8,400 8,186
  Export-Import Bank of Korea 4.000% 1/14/24 35,000 35,154
  Export-Import Bank of Korea 3.250% 11/10/25 6,430 6,133
  Export-Import Bank of Korea 2.625% 5/26/26 12,900 11,738
12 FMS Wertmanagement AoeR 1.750% 1/24/20 25,300 24,949
  FMS Wertmanagement AoeR 1.750% 3/17/20 8,000 7,869
  FMS Wertmanagement AoeR 2.000% 8/1/22 52,810 50,807
  Hydro-Quebec 8.400% 1/15/22 8,195 9,388
  Hydro-Quebec 8.050% 7/7/24 3,310 4,025
  Hydro-Quebec 8.500% 12/1/29 825 1,144
  Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 4,650 4,626
  Industrial & Commercial Bank of China Ltd. 2.905% 11/13/20 250 245
  Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 8,000 7,727
  Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 7,300 7,024
  Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 8,350 7,872
  Inter-American Development Bank 1.250% 10/15/19 12,750 12,558
  Inter-American Development Bank 1.750% 10/15/19 32,950 32,618
  Inter-American Development Bank 3.875% 2/14/20 7,075 7,171
  Inter-American Development Bank 1.625% 5/12/20 52,270 51,217
  Inter-American Development Bank 1.875% 6/16/20 29,850 29,362
  Inter-American Development Bank 2.125% 11/9/20 26,105 25,678
  Inter-American Development Bank 1.875% 3/15/21 540 526
  Inter-American Development Bank 2.625% 4/19/21 27,014 26,772
  Inter-American Development Bank 2.125% 1/18/22 59,400 57,678
  Inter-American Development Bank 1.750% 4/14/22 29,740 28,429
  Inter-American Development Bank 1.750% 9/14/22 14,100 13,409
  Inter-American Development Bank 3.000% 9/26/22 27,296 27,239
  Inter-American Development Bank 2.500% 1/18/23 43,395 42,413
  Inter-American Development Bank 3.000% 10/4/23 8,225 8,189
  Inter-American Development Bank 3.000% 2/21/24 19,507 19,368
  Inter-American Development Bank 2.125% 1/15/25 22,035 20,750
  Inter-American Development Bank 7.000% 6/15/25 2,950 3,555
  Inter-American Development Bank 2.000% 6/2/26 31,570 29,086
  Inter-American Development Bank 2.375% 7/7/27 47,050 44,124
  Inter-American Development Bank 3.125% 9/18/28 32,492 32,220

 

 

Inter-American Development Bank 3.875% 10/28/41 95 102
Inter-American Development Bank 3.200% 8/7/42 6,872 6,640
Inter-American Development Bank 4.375% 1/24/44 8,375 9,632
International Bank for Reconstruction &        
Development 1.875% 10/7/19 45,825 45,421
International Bank for Reconstruction &        
Development 1.300% 10/25/19 2,200 2,159
International Bank for Reconstruction &        
Development 1.125% 11/27/19 28,650 28,112
International Bank for Reconstruction &        
Development 1.375% 3/30/20 15,895 15,556
International Bank for Reconstruction &        
Development 1.875% 4/21/20 97,000 95,527
International Bank for Reconstruction &        
Development 1.125% 8/10/20 6,000 5,812
International Bank for Reconstruction &        
Development 1.625% 9/4/20 46,250 45,145
International Bank for Reconstruction &        
Development 2.125% 11/1/20 21,250 20,901
International Bank for Reconstruction &        
Development 1.625% 3/9/21 22,385 21,681
International Bank for Reconstruction &        
Development 1.375% 5/24/21 64,505 61,919
International Bank for Reconstruction &        
Development 2.250% 6/24/21 23,390 22,950
International Bank for Reconstruction &        
Development 2.750% 7/23/21 62,575 62,117
International Bank for Reconstruction &        
Development 1.375% 9/20/21 61,570 58,798
International Bank for Reconstruction &        
Development 2.125% 12/13/21 14,155 13,782
International Bank for Reconstruction &        
Development 2.000% 1/26/22 56,905 55,040
International Bank for Reconstruction &        
Development 1.625% 2/10/22 23,475 22,412
International Bank for Reconstruction &        
Development 1.875% 10/7/22 2,600 2,486
International Bank for Reconstruction &        
Development 7.625% 1/19/23 14,100 16,631
International Bank for Reconstruction &        
Development 1.750% 4/19/23 10,215 9,648
International Bank for Reconstruction &        
Development 3.000% 9/27/23 63,100 62,879
International Bank for Reconstruction &        
Development 2.500% 11/25/24 66,110 63,922
International Bank for Reconstruction &        
Development 2.125% 3/3/25 270 254
International Bank for Reconstruction &        
Development 2.500% 7/29/25 39,450 37,897
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,050 1,407
International Bank for Reconstruction &        
Development 1.875% 10/27/26 1,500 1,363
International Bank for Reconstruction &        
Development 2.500% 11/22/27 10,980 10,372
International Bank for Reconstruction &        
Development 4.750% 2/15/35 8,508 10,096

 

 

  International Finance Corp. 1.750% 3/30/20 25,050 24,641
  International Finance Corp. 1.625% 7/16/20 17,615 17,237
  International Finance Corp. 2.250% 1/25/21 17,950 17,658
  International Finance Corp. 1.125% 7/20/21 3,150 2,992
  International Finance Corp. 2.000% 10/24/22 12,000 11,515
  International Finance Corp. 2.875% 7/31/23 16,500 16,343
  International Finance Corp. 2.125% 4/7/26 22,700 21,121
13 Japan Bank for International Cooperation 2.250% 2/24/20 31,850 31,529
13 Japan Bank for International Cooperation 1.750% 5/28/20 37,700 36,894
13 Japan Bank for International Cooperation 2.125% 6/1/20 23,000 22,623
13 Japan Bank for International Cooperation 2.125% 7/21/20 16,180 15,896
13 Japan Bank for International Cooperation 2.125% 11/16/20 31,160 30,463
13 Japan Bank for International Cooperation 1.875% 4/20/21 9,300 8,984
13 Japan Bank for International Cooperation 3.125% 7/20/21 450 449
13 Japan Bank for International Cooperation 1.500% 7/21/21 21,425 20,426
13 Japan Bank for International Cooperation 2.000% 11/4/21 12,000 11,547
13 Japan Bank for International Cooperation 2.500% 6/1/22 9,200 8,943
13 Japan Bank for International Cooperation 2.375% 7/21/22 11,000 10,625
13 Japan Bank for International Cooperation 2.375% 11/16/22 33,580 32,308
13 Japan Bank for International Cooperation 3.250% 7/20/23 2,225 2,216
13 Japan Bank for International Cooperation 3.375% 7/31/23 1,300 1,300
13 Japan Bank for International Cooperation 3.000% 5/29/24 16,500 16,150
13 Japan Bank for International Cooperation 2.125% 2/10/25 18,240 16,897
13 Japan Bank for International Cooperation 2.750% 1/21/26 5,800 5,553
13 Japan Bank for International Cooperation 2.375% 4/20/26 2,110 1,959
13 Japan Bank for International Cooperation 2.250% 11/4/26 30,250 27,618
13 Japan Bank for International Cooperation 2.875% 6/1/27 37,600 35,981
13 Japan Bank for International Cooperation 2.750% 11/16/27 22,720 21,426
13 Japan Bank for International Cooperation 3.250% 7/20/28 14,935 14,659
13 Japan Finance Organization for        
  Municipalities 4.000% 1/13/21 400 406
13 Japan International Cooperation Agency 2.750% 4/27/27 11,600 10,941
13 Japan International Cooperation Agency 3.375% 6/12/28 5,250 5,199
12 KFW 1.750% 10/15/19 5,600 5,544
12 KFW 2.250% 11/5/19 73,000 72,586
12 KFW 4.000% 1/27/20 37,845 38,407
12 KFW 1.750% 3/31/20 39,050 38,410
12 KFW 1.500% 4/20/20 45,950 44,966
12 KFW 1.625% 5/29/20 50,350 49,315
12 KFW 1.875% 6/30/20 45,630 44,821
12 KFW 2.750% 7/15/20 29,992 29,860
12 KFW 2.750% 9/8/20 53,530 53,387
12 KFW 2.750% 10/1/20 46,709 46,526
12 KFW 1.875% 11/30/20 4,500 4,398
12 KFW 1.875% 12/15/20 62,330 60,919
12 KFW 1.625% 3/15/21 44,500 43,101
12 KFW 2.625% 4/12/21 24,262 24,046
12 KFW 1.500% 6/15/21 97,135 93,347
12 KFW 2.375% 8/25/21 13,825 13,577
12 KFW 1.750% 9/15/21 65,500 63,192
12 KFW 2.000% 11/30/21 20,000 19,368
12 KFW 2.625% 1/25/22 4,150 4,097
12 KFW 2.125% 3/7/22 56,050 54,344
12 KFW 2.125% 6/15/22 50,580 48,908
12 KFW 2.000% 9/29/22 3,690 3,541
12 KFW 2.000% 10/4/22 24,800 23,802
12 KFW 2.375% 12/29/22 39,600 38,488

 

 

12 KFW 2.125% 1/17/23 40,235 38,659
12 KFW 2.500% 11/20/24 49,190 47,405
12 KFW 2.000% 5/2/25 10,690 9,955
12 KFW 2.875% 4/3/28 1,500 1,463
12 KFW 0.000% 4/18/36 15,890 8,768
12 KFW 0.000% 6/29/37 6,850 3,670
  Korea Development Bank 2.500% 3/11/20 3,500 3,446
  Korea Development Bank 2.500% 1/13/21 1,440 1,411
  Korea Development Bank 4.625% 11/16/21 6,975 7,193
  Korea Development Bank 2.625% 2/27/22 20,000 19,339
  Korea Development Bank 3.000% 9/14/22 16,140 15,730
  Korea Development Bank 3.375% 3/12/23 37,000 36,382
  Korea Development Bank 2.750% 3/19/23 9,600 9,199
  Korea Development Bank 3.750% 1/22/24 23,490 23,382
  Korea Development Bank 2.000% 9/12/26 1,500 1,297
  Landesbank Baden-Wuerttemberg 7.625% 2/1/23 1,000 1,151
12 Landwirtschaftliche Rentenbank 1.375% 10/23/19 10,365 10,204
12 Landwirtschaftliche Rentenbank 2.250% 10/1/21 100 98
12 Landwirtschaftliche Rentenbank 2.000% 1/13/25 42,950 40,099
12 Landwirtschaftliche Rentenbank 2.375% 6/10/25 24,600 23,424
12 Landwirtschaftliche Rentenbank 1.750% 7/27/26 17,675 15,898
12 Landwirtschaftliche Rentenbank 2.500% 11/15/27 19,039 17,957
  Nexen Energy ULC 7.875% 3/15/32 9,765 13,000
  Nexen Energy ULC 5.875% 3/10/35 4,762 5,405
  Nexen Energy ULC 6.400% 5/15/37 10,384 12,560
  Nexen Energy ULC 7.500% 7/30/39 6,635 9,087
  Nordic Investment Bank 2.500% 4/28/20 11,350 11,278
  Nordic Investment Bank 1.500% 9/29/20 3,100 3,015
  Nordic Investment Bank 1.625% 11/20/20 21,605 21,007
  Nordic Investment Bank 2.250% 2/1/21 15,570 15,315
  Nordic Investment Bank 1.250% 8/2/21 4,950 4,708
  Nordic Investment Bank 2.125% 2/1/22 3,215 3,118
  Nordic Investment Bank 2.875% 7/19/23 13,000 12,867
  North American Development Bank 4.375% 2/11/20 2,600 2,627
  North American Development Bank 2.400% 10/26/22 5,915 5,678
14 Oesterreichische Kontrollbank AG 1.750% 1/24/20 16,850 16,599
14 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,525 8,345
14 Oesterreichische Kontrollbank AG 1.500% 10/21/20 24,605 23,822
14 Oesterreichische Kontrollbank AG 1.875% 1/20/21 7,900 7,700
14 Oesterreichische Kontrollbank AG 2.375% 10/1/21 9,450 9,257
14 Oesterreichische Kontrollbank AG 2.875% 3/13/23 4,675 4,619
5 Oriental Republic of Uruguay 8.000% 11/18/22 8,900 10,024
5 Oriental Republic of Uruguay 4.500% 8/14/24 14,021 14,432
5 Oriental Republic of Uruguay 4.375% 10/27/27 34,369 34,928
5 Oriental Republic of Uruguay 7.625% 3/21/36 4,506 6,072
5 Oriental Republic of Uruguay 4.125% 11/20/45 14,775 13,612
5 Oriental Republic of Uruguay 5.100% 6/18/50 35,876 36,549
5 Oriental Republic of Uruguay 4.975% 4/20/55 31,413 31,413
  Petroleos Mexicanos 6.000% 3/5/20 7,678 7,918
  Petroleos Mexicanos 5.500% 1/21/21 35,850 37,009
  Petroleos Mexicanos 6.375% 2/4/21 37,470 39,211
  Petroleos Mexicanos 4.875% 1/24/22 6,603 6,681
  Petroleos Mexicanos 5.375% 3/13/22 11,600 11,911
  Petroleos Mexicanos 3.500% 1/30/23 11,046 10,500
  Petroleos Mexicanos 4.625% 9/21/23 26,292 26,060
  Petroleos Mexicanos 4.875% 1/18/24 25,008 24,835
5 Petroleos Mexicanos 2.290% 2/15/24 1,306 1,275

 

 

  Petroleos Mexicanos 4.250% 1/15/25 5,450 5,166
  Petroleos Mexicanos 2.378% 4/15/25 1,978 1,924
  Petroleos Mexicanos 4.500% 1/23/26 6,035 5,643
  Petroleos Mexicanos 6.875% 8/4/26 34,871 36,634
  Petroleos Mexicanos 6.500% 3/13/27 94,855 96,739
10 Petroleos Mexicanos 5.350% 2/12/28 14,239 13,413
  Petroleos Mexicanos 6.625% 6/15/35 22,361 22,151
  Petroleos Mexicanos 6.625% 6/15/38 4,414 4,271
  Petroleos Mexicanos 6.500% 6/2/41 26,155 24,401
  Petroleos Mexicanos 5.500% 6/27/44 17,317 14,655
  Petroleos Mexicanos 6.375% 1/23/45 10,664 9,833
  Petroleos Mexicanos 5.625% 1/23/46 35,456 30,088
  Petroleos Mexicanos 6.750% 9/21/47 75,282 71,899
10 Petroleos Mexicanos 6.350% 2/12/48 24,412 22,336
  Petronas Capital Ltd. 3.500% 6/18/24 5,000 4,901
15 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,970 2,738
  Province of Alberta 1.900% 12/6/19 23,100 22,762
  Province of Alberta 2.200% 7/26/22 24,750 23,793
  Province of Alberta 3.300% 3/15/28 12,940 12,718
  Province of British Columbia 2.650% 9/22/21 18,660 18,406
  Province of British Columbia 2.000% 10/23/22 6,510 6,225
  Province of British Columbia 6.500% 1/15/26 266 315
  Province of British Columbia 2.250% 6/2/26 7,500 6,935
  Province of Manitoba 2.100% 9/6/22 11,570 11,035
  Province of Manitoba 3.050% 5/14/24 1,900 1,864
  Province of Manitoba 2.125% 6/22/26 5,625 5,111
  Province of New Brunswick 2.500% 12/12/22 1,675 1,618
  Province of New Brunswick 3.625% 2/24/28 9,100 9,129
  Province of Ontario 4.000% 10/7/19 14,540 14,700
  Province of Ontario 4.400% 4/14/20 33,100 33,758
  Province of Ontario 1.875% 5/21/20 3,015 2,958
  Province of Ontario 2.550% 2/12/21 37,685 37,169
  Province of Ontario 2.500% 9/10/21 33,720 33,041
  Province of Ontario 2.400% 2/8/22 15,525 15,097
  Province of Ontario 2.250% 5/18/22 33,525 32,390
  Province of Ontario 2.450% 6/29/22 11,043 10,724
  Province of Ontario 2.200% 10/3/22 1,000 960
  Province of Ontario 3.200% 5/16/24 2,550 2,527
  Province of Ontario 2.500% 4/27/26 14,400 13,510
  Province of Quebec 3.500% 7/29/20 17,260 17,411
  Province of Quebec 2.750% 8/25/21 17,205 17,010
  Province of Quebec 2.375% 1/31/22 17,350 16,918
  Province of Quebec 2.625% 2/13/23 25,360 24,723
  Province of Quebec 7.500% 7/15/23 300 352
  Province of Quebec 7.125% 2/9/24 11,172 13,082
  Province of Quebec 2.875% 10/16/24 15,815 15,438
  Province of Quebec 2.500% 4/20/26 17,500 16,488
  Province of Quebec 2.750% 4/12/27 45,500 43,314
  Province of Quebec 7.500% 9/15/29 16,605 22,543
  Republic of Chile 3.875% 8/5/20 7,084 7,186
  Republic of Chile 3.250% 9/14/21 200 200
  Republic of Chile 2.250% 10/30/22 1,995 1,915
  Republic of Chile 3.125% 3/27/25 6,470 6,274
  Republic of Chile 3.125% 1/21/26 19,418 18,661
5 Republic of Chile 3.240% 2/6/28 37,214 35,661
  Republic of Chile 3.860% 6/21/47 13,337 12,652

 

 

  Republic of Colombia 11.750% 2/25/20 3,350 3,733
  Republic of Colombia 4.375% 7/12/21 12,552 12,790
5 Republic of Colombia 2.625% 3/15/23 20,485 19,471
  Republic of Colombia 4.000% 2/26/24 34,975 35,027
  Republic of Colombia 8.125% 5/21/24 3,784 4,547
5 Republic of Colombia 4.500% 1/28/26 10,293 10,509
5 Republic of Colombia 3.875% 4/25/27 36,425 35,366
  Republic of Colombia 10.375% 1/28/33 10,050 15,291
  Republic of Colombia 7.375% 9/18/37 19,572 24,773
  Republic of Colombia 6.125% 1/18/41 8,100 9,165
5 Republic of Colombia 5.625% 2/26/44 15,657 16,870
5 Republic of Colombia 5.000% 6/15/45 68,756 68,756
  Republic of Finland 6.950% 2/15/26 1,905 2,298
  Republic of Hungary 6.250% 1/29/20 22,405 23,273
  Republic of Hungary 6.375% 3/29/21 81,136 86,613
  Republic of Hungary 5.375% 2/21/23 20,417 21,642
  Republic of Hungary 5.750% 11/22/23 1,800 1,951
  Republic of Hungary 5.375% 3/25/24 19,470 20,857
  Republic of Hungary 7.625% 3/29/41 10,105 14,097
  Republic of Indonesia 2.950% 1/11/23 11,150 10,649
  Republic of Indonesia 3.500% 1/11/28 9,300 8,658
  Republic of Indonesia 4.100% 4/24/28 11,000 10,666
10 Republic of Indonesia 4.750% 7/18/47 6,315 6,078
  Republic of Indonesia 4.350% 1/11/48 21,480 19,681
  Republic of Italy 6.875% 9/27/23 28,815 31,221
  Republic of Italy 5.375% 6/15/33 22,595 23,664
  Republic of Korea 3.875% 9/11/23 10,940 11,102
  Republic of Korea 5.625% 11/3/25 525 589
  Republic of Korea 2.750% 1/19/27 25,340 23,782
  Republic of Korea 4.125% 6/10/44 870 895
  Republic of Korea 3.875% 9/20/48 2,093 2,071
  Republic of Panama 5.200% 1/30/20 27,168 27,915
5 Republic of Panama 4.000% 9/22/24 6,914 7,004
5 Republic of Panama 3.750% 3/16/25 16,875 16,757
  Republic of Panama 7.125% 1/29/26 20,910 24,872
  Republic of Panama 8.875% 9/30/27 4,715 6,358
5 Republic of Panama 3.875% 3/17/28 15,860 15,700
  Republic of Panama 9.375% 4/1/29 17,645 24,962
5 Republic of Panama 6.700% 1/26/36 23,629 29,377
5 Republic of Panama 4.500% 5/15/47 16,445 16,445
5 Republic of Panama 4.500% 4/16/50 10,980 10,788
5 Republic of Panama 4.300% 4/29/53 5,000 4,794
  Republic of Peru 7.350% 7/21/25 5,740 7,015
  Republic of Peru 4.125% 8/25/27 1,301 1,339
  Republic of Peru 8.750% 11/21/33 43,964 64,971
5 Republic of Peru 6.550% 3/14/37 13,491 17,053
  Republic of Peru 5.625% 11/18/50 36,441 43,102
  Republic of the Philippines 3.000% 2/1/28 19,100 17,789
  Republic of Poland 5.125% 4/21/21 26,325 27,543
  Republic of Poland 5.000% 3/23/22 33,877 35,655
  Republic of Poland 3.000% 3/17/23 21,518 21,141
  Republic of Poland 4.000% 1/22/24 9,995 10,195
  Republic of Poland 3.250% 4/6/26 25,710 24,967
  Republic of the Philippines 4.000% 1/15/21 11,610 11,799
  Republic of the Philippines 9.500% 10/21/24 1,150 1,495
  Republic of the Philippines 10.625% 3/16/25 19,400 26,845
  Republic of the Philippines 5.500% 3/30/26 23,425 25,885

 

 

Republic of the Philippines 9.500% 2/2/30 20,378 30,159
Republic of the Philippines 7.750% 1/14/31 23,370 31,549
Republic of the Philippines 6.375% 1/15/32 7,900 9,668
Republic of the Philippines 6.375% 10/23/34 34,615 43,182
Republic of the Philippines 5.000% 1/13/37 805 881
Republic of the Philippines 3.950% 1/20/40 24,450 23,625
Republic of the Philippines 3.700% 3/1/41 21,150 19,722
Republic of the Philippines 3.700% 2/2/42 15,770 14,674
State of Israel 4.000% 6/30/22 16,030 16,316
State of Israel 3.150% 6/30/23 11,000 10,849
State of Israel 2.875% 3/16/26 25,400 24,023
State of Israel 3.250% 1/17/28 5,000 4,804
State of Israel 4.500% 1/30/43 15,550 15,761
State of Israel 4.125% 1/17/48 11,800 11,215
Svensk Exportkredit AB 1.750% 5/18/20 16,000 15,696
Svensk Exportkredit AB 1.875% 6/23/20 10,700 10,497
Svensk Exportkredit AB 1.750% 8/28/20 7,225 7,053
Svensk Exportkredit AB 2.750% 10/7/20 26,000 25,867
Svensk Exportkredit AB 1.750% 3/10/21 12,350 11,963
Svensk Exportkredit AB 2.875% 5/22/21 7,900 7,859
Svensk Exportkredit AB 2.000% 8/30/22 16,500 15,794
Svensk Exportkredit AB 2.875% 3/14/23 12,750 12,587
Syngenta Finance NV 3.125% 3/28/22 4,860 4,706
United Mexican States 3.500% 1/21/21 3,713 3,718
United Mexican States 3.625% 3/15/22 71,304 71,300
United Mexican States 4.000% 10/2/23 26,306 26,477
United Mexican States 3.600% 1/30/25 30,467 29,601
United Mexican States 4.125% 1/21/26 27,235 26,982
United Mexican States 4.150% 3/28/27 79,415 78,111
United Mexican States 3.750% 1/11/28 16,065 15,295
United Mexican States 8.300% 8/15/31 3,530 4,885
United Mexican States 7.500% 4/8/33 16,775 21,227
United Mexican States 6.750% 9/27/34 10,808 12,902
United Mexican States 6.050% 1/11/40 33,724 37,518
United Mexican States 4.750% 3/8/44 46,726 44,693
United Mexican States 5.550% 1/21/45 6,000 6,372
United Mexican States 4.600% 1/23/46 37,829 35,329
United Mexican States 4.350% 1/15/47 9,600 8,726
United Mexican States 4.600% 2/10/48 31,332 29,530
United Mexican States 5.750% 10/12/10 37,316 37,653
Total Sovereign Bonds (Cost $9,276,116)       9,109,524
Taxable Municipal Bonds (0.7%)        
Alabama Economic Settlement Authority        
BP Settlement Revenue 3.163% 9/15/25 4,045 3,970
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,050 2,884
American Municipal Power Ohio Inc.        
Revenue (Hydroelectric Projects) 6.449% 2/15/44 50 63
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.834% 2/15/41 2,300 3,291
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.053% 2/15/43 1,000 1,234
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 5.939% 2/15/47 8,500 10,358

 

 

American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.270% 2/15/50 2,175 2,641
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.499% 2/15/50 1,550 2,168
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 8.084% 2/15/50 8,225 12,886
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.918% 4/1/40 4,075 5,473
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.263% 4/1/49 16,870 23,016
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 7.043% 4/1/50 2,900 4,248
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.907% 10/1/50 10,330 14,971
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 14,745 14,209
California GO 6.200% 10/1/19 11,250 11,620
California GO 2.800% 4/1/21 10,000 9,967
California GO 5.700% 11/1/21 23,950 25,798
California GO 2.367% 4/1/22 2,000 1,951
California GO 3.375% 4/1/25 5,450 5,398
California GO 3.500% 4/1/28 7,635 7,471
California GO 4.500% 4/1/33 11,590 12,049
California GO 7.500% 4/1/34 35,650 49,294
California GO 7.950% 3/1/36 550 586
California GO 4.600% 4/1/38 17,500 18,155
California GO 7.550% 4/1/39 16,730 24,419
California GO 7.300% 10/1/39 6,055 8,454
California GO 7.350% 11/1/39 27,470 38,579
California GO 7.625% 3/1/40 15,125 22,024
California GO 7.600% 11/1/40 15,670 23,289
California State University Systemwide        
Revenue 3.899% 11/1/47 3,220 3,037
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,410 1,701
Chicago IL GO 7.045% 1/1/29 3,000 3,205
Chicago IL GO 7.375% 1/1/33 1,850 2,012
Chicago IL GO 5.432% 1/1/42 2,500 2,242
Chicago IL GO 6.314% 1/1/44 5,700 5,653
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 7,450 8,994
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,745 2,242
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,375 2,875
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,135 9,069
Clark County NV Airport System Revenue 6.881% 7/1/42 475 489
Clark County NV Airport System Revenue 6.820% 7/1/45 3,745 5,286

 

 

  Commonwealth Financing Authority        
  Pennsylvania Revenue 3.864% 6/1/38 7,000 6,743
  Connecticut GO 5.090% 10/1/30 8,770 9,265
  Connecticut GO 5.850% 3/15/32 6,410 7,296
  Cook County IL GO 6.229% 11/15/34 4,625 5,572
  Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,527
  Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 2,065 2,665
  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 3,850 4,459
  Dallas TX Convention Center Hotel        
  Development Corp. Hotel Revenue 7.088% 1/1/42 9,740 12,568
  Dallas TX Independent School District GO 6.450% 2/15/35 3,750 4,019
  District of Columbia Income Tax Revenue 5.591% 12/1/34 1,175 1,353
  District of Columbia Water & Sewer        
  Authority Public Utility Revenue 4.814% 10/1/14 11,500 12,514
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 4,280 5,319
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.814% 7/1/24 95 92
  Florida Board of Administration Finance        
  Corp Revenue 2.638% 7/1/21 7,330 7,257
  Florida Hurricane Catastrophe Fund        
  Finance Corp. Revenue 2.995% 7/1/20 19,205 19,193
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 4,825 4,863
  George Washington University District of        
  Columbia Revenue 4.126% 9/15/48 7,515 7,471
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 13,095 15,447
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 6,718 7,951
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 3,699 4,235
  Houston TX GO 6.290% 3/1/32 14,825 17,049
  Illinois GO 4.950% 6/1/23 14,925 15,176
  Illinois GO 5.100% 6/1/33 60,279 57,853
  Illinois GO 6.630% 2/1/35 8,155 8,599
  Illinois GO 6.725% 4/1/35 5,990 6,359
  Illinois GO 7.350% 7/1/35 8,700 9,581
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 5,080 6,242
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 3.985% 1/1/29 6,300 6,329
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 4.532% 1/1/35 4,100 4,336
  Kansas Department of Transportation        
  Highway Revenue 4.596% 9/1/35 1,900 2,037
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 400 430
16 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 4,300 4,825
  Los Angeles CA Community College        
  District GO 6.750% 8/1/49 3,025 4,372
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 3,840 4,682
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 1,550 1,621

 

 

  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 2,700 3,713
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 5,060 7,093
  Los Angeles CA Unified School District GO 5.750% 7/1/34 10,200 12,065
  Los Angeles CA Unified School District GO 6.758% 7/1/34 14,910 19,165
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 8,225 9,815
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 2,200 3,175
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 2,330 2,895
  Massachusetts GO 4.200% 12/1/21 5,020 5,135
  Massachusetts GO 4.500% 8/1/31 400 425
  Massachusetts GO 5.456% 12/1/39 5,250 6,224
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 3,100 3,698
  Massachusetts Transportation Fund        
  Revenue 5.731% 6/1/40 1,000 1,221
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 2,260 2,971
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 6,425 9,155
  Miami-Dade County FL Aviation Revenue        
  (Miami International Airport) 4.280% 10/1/41 6,205 6,125
  Mississippi GO 5.245% 11/1/34 1,375 1,567
  Missouri Health & Educational Facilities        
  Authority Revenue (Washington        
  University) 3.652% 8/15/57 5,750 5,307
17 New Jersey Economic Development        
  Authority Revenue (State Pension        
  Funding) 7.425% 2/15/29 15,525 18,618
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 5.754% 12/15/28 12,050 13,248
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.104% 12/15/28 7,805 8,156
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.561% 12/15/40 8,285 9,969
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 14,050 20,103
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 15,750 21,705
  New York City NY GO 6.246% 6/1/35 2,150 2,241
  New York City NY GO 5.517% 10/1/37 7,150 8,412
  New York City NY GO 6.271% 12/1/37 1,980 2,496
  New York City NY Housing Development        
  Corp. Multi-Family Mortgage Revenue (8        
  Spruce Street) 3.709% 2/15/48 150 148
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.750% 6/15/41 1,435 1,779
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.724% 6/15/42 395 491

 

 

  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.952% 6/15/42 2,900 3,686
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 6.011% 6/15/42 1,050 1,344
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.440% 6/15/43 4,400 5,287
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.882% 6/15/44 19,250 24,420
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 4,675 5,462
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 8,550 10,036
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 20,305 28,957
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 1,950 2,327
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.668% 11/15/39 200 259
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.628% 3/15/39 2,170 2,520
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.600% 3/15/40 865 1,027
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 5,775 6,648
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 4,780 5,813
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 8,855 12,445
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 9,260 10,421
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 2,610 2,452
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 3,200 3,434
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 2,747
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,425 2,931
  Oregon GO 5.892% 6/1/27 5,230 5,998
16 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,329
17 Oregon School Boards Association GO 5.680% 6/30/28 1,575 1,774
  Pennsylvania Public School Building        
  Authority Lease Revenue (School District        
  of Philadelphia) 5.000% 9/15/27 2,617 2,797
  Pennsylvania Turnpike Commission        
  Revenue 5.511% 12/1/45 2,195 2,617
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 2,560 3,046
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 6,355 7,657
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 12,025 14,508

 

 

Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 6,300 7,034
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 4,625 4,956
Port Authority of New York & New Jersey        
Revenue 4.031% 9/1/48 2,205 2,173
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 3,600 4,012
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 21,900 22,694
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 5,400 5,894
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 6,100 6,945
President & Fellows of Harvard College        
Massachusetts GO 3.150% 7/15/46 5,337 4,703
Princeton University New Jersey GO 5.700% 3/1/39 9,240 11,402
Regents of the University of California        
Revenue 3.063% 7/1/25 10,500 10,190
Regional Transportation District of        
Colorado Sales Tax Revenue 5.844% 11/1/50 3,200 4,110
Rutgers State University New Jersey        
Revenue 5.665% 5/1/40 3,275 3,828
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 8,700 7,942
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 3,525 3,199
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 3,700 4,143
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 4,085 5,192
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,750 8,378
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 5,275 5,637
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 2,225 2,874
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 11,670 15,175
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 4,950 7,001
San Jose California Redevelopment        
Agency Successor Agency Tax        
Allocation 3.375% 8/1/34 5,940 5,502
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 8,800 10,178
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 4,250 3,950
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 8,750 11,293
Texas GO 5.517% 4/1/39 8,265 10,128
Texas Transportation Commission        
Revenue 5.178% 4/1/30 5,035 5,664
Texas Transportation Commission        
Revenue 4.681% 4/1/40 2,850 3,117

 

 

  University of California Regents Medical        
  Center Revenue 6.548% 5/15/48 3,950 5,173
  University of California Regents Medical        
  Center Revenue 6.583% 5/15/49 2,575 3,376
  University of California Revenue 4.601% 5/15/31 4,500 4,771
  University of California Revenue 6.270% 5/15/31 500 512
  University of California Revenue 5.770% 5/15/43 1,120 1,357
  University of California Revenue 5.946% 5/15/45 13,100 16,056
  University of California Revenue 4.858% 5/15/12 16,990 17,202
  University of California Revenue 4.767% 5/15/15 5,375 5,308
  University of Southern California GO 5.250% 10/1/11 3,400 3,924
  University of Texas Permanent University        
  Fund Revenue 3.376% 7/1/47 5,800 5,291
  University of Texas Revenue 3.354% 8/15/47 3,200 2,883
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 1,535 1,576
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,710 1,902
  University of Virginia Revenue 4.179% 9/1/17 3,425 3,294
  Utah GO 4.554% 7/1/24 2,425 2,526
  Utah GO 3.539% 7/1/25 8,410 8,438
  Washington GO 5.140% 8/1/40 4,410 5,147
  Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 17,970 17,749
  Wisconsin General Fund Annual        
  Appropriation Revenue 3.154% 5/1/27 3,100 2,973
16 Wisconsin GO 5.700% 5/1/26 1,370 1,501
Total Taxable Municipal Bonds (Cost $1,283,880)       1,384,901
        Shares  
Temporary Cash Investment (1.3%)        
Money Market Fund (1.3%)        
18 Vanguard Market Liquidity Fund (Cost        
  $2,730,301) 2.209%   27,304,688 2,730,469
 
Total Investments (101.1%) (Cost $206,099,902)       201,187,143
Other Assets and Liabilities-Net (-1.1%)       (1,462,460)
Net Assets (100%)       199,724,683

 

§ Security value determined using significant unobservable inputs.
1 Securities with a value of $3,485,000 have been segregated as collateral for certain open To Be Announced
(TBA) transactions.
2 U.S. government-guaranteed.
3 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
6 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of September 30, 2018.
7 Adjustable-rate security based upon 6-month USD LIBOR plus spread.
8 Adjustable-rate security based upon 12-month USD LIBOR plus spread.
9 Adjustable-rate security based upon one-year Constant Maturity Treasury yield plus spread.
10 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, the
aggregate value of these securities was $1,262,169,000, representing 0.6% of net assets.

 

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 September 30, 2018, counterparties had deposited in segregated accounts cash with a value of $390,000 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

 

Total Bond Market Index Fund

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.

The following table summarizes the market value of the fund's investments as of September 30, 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 — 128,776,097 —
Asset-Backed/Commercial Mortgage-Backed Securities — 5,334,997 —
Corporate Bonds — 53,851,155 —
Sovereign Bonds — 9,109,524 —
Taxable Municipal Bonds — 1,384,901 —
Temporary Cash Investments 2,730,469 — —
Total 2,730,469 198,456,674 —

 


Vanguard Inflation-Protected Securities Fund

Schedule of Investments (unaudited)
As of September 30, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (97.3%)        
U.S. Government Securities (97.3%)        
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/20 1,080,200 1,147,534
United States Treasury Inflation Indexed        
Bonds 1.250% 7/15/20 641,210 749,510
United States Treasury Inflation Indexed        
Bonds 1.125% 1/15/21 770,499 892,753
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/21 1,513,500 1,576,605
United States Treasury Inflation Indexed        
Bonds 0.625% 7/15/21 857,801 956,573
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/22 937,671 1,018,088
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/22 730,000 735,056
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/22 987,019 1,055,428
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/23 977,330 1,033,013
United States Treasury Inflation Indexed        
Bonds 0.625% 4/15/23 820,000 821,399
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/23 977,936 1,038,305
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/24 991,256 1,056,207
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/24 938,771 957,261
United States Treasury Inflation Indexed        
Bonds 0.250% 1/15/25 1,005,300 1,026,493
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/25 521,651 760,172
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/25 999,844 1,028,972
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/26 902,522 937,009
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/26 399,727 545,995
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/26 851,304 844,380
United States Treasury Inflation Indexed        
Bonds 0.375% 1/15/27 859,439 856,405
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/27 314,047 437,331
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/27 775,000 763,227
United States Treasury Inflation Indexed        
Bonds 0.500% 1/15/28 620,000 608,282
United States Treasury Inflation Indexed        
Bonds 1.750% 1/15/28 340,866 439,053

 

 

United States Treasury Inflation Indexed        
Bonds   3.625% 4/15/28 222,575 430,782
United States Treasury Inflation Indexed        
Bonds   0.750% 7/15/28 595,000 588,289
United States Treasury Inflation Indexed        
Bonds   2.500% 1/15/29 304,170 410,519
United States Treasury Inflation Indexed        
Bonds   3.875% 4/15/29 241,242 476,362
United States Treasury Inflation Indexed        
Bonds   3.375% 4/15/32 112,029 206,694
United States Treasury Inflation Indexed        
Bonds   2.125% 2/15/40 188,656 266,016
United States Treasury Inflation Indexed        
Bonds   2.125% 2/15/41 242,258 339,460
United States Treasury Inflation Indexed        
Bonds   0.750% 2/15/42 436,145 456,932
United States Treasury Inflation Indexed        
Bonds   0.625% 2/15/43 327,755 326,808
United States Treasury Inflation Indexed        
Bonds   1.375% 2/15/44 547,735 635,300
United States Treasury Inflation Indexed        
Bonds   0.750% 2/15/45 560,400 558,114
United States Treasury Inflation Indexed        
Bonds   1.000% 2/15/46 445,802 468,438
United States Treasury Inflation Indexed        
Bonds   0.875% 2/15/47 433,100 432,855
1 United States Treasury Inflation Indexed        
Bonds   1.000% 2/15/48 285,000 287,886
United States Treasury Note/Bond   2.125% 5/15/25 74,000 70,080
United States Treasury Note/Bond   2.000% 8/15/25 80,000 74,987
United States Treasury Note/Bond   2.250% 11/15/27 40,000 37,444
Total U.S. Government and Agency Obligations (Cost $27,435,390)     27,352,017
        Shares  
Temporary Cash Investment (1.9%)          
Money Market Fund (1.9%)          
2 Vanguard Market Liquidity Fund (Cost        
$523,268)   2.209%   5,232,238 523,224
Total Temporary Cash Investments         523,224
Options on Futures Purchased (0.0%)        
 
  Expiration   Exercise Notional Value
  Date Contracts Price Amount ($000) ($000)
Exchange-Traded Options          
Purchased          
Call Options Purchased          
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 245 120.00 29,400 19
Total Options on Futures Purchased (Cost $27)       19
Total Investments (99.2%) (Cost $27,958,685)       27,875,260
Other Assets and Liabilities-Net (0.8%)       233,690
Net Assets (100%)         28,108,950

 

1 Securities with a value of $7,060,000 have been segregated as initial margin for open futures contracts.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.

 

Inflation-Protected Securities Fund          
 
 
 
 
Derivative Financial Instruments Outstanding as of Period End      
 
 
Options Written          
 
  Expiration   Exercise Notional Value
  Date Contracts Price Amount ($000) ($000)
 
Exchange-Traded Options Written          
Call Options Written          
 
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 491 120.50 59,165 (15)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 491 119.00 58,429 (153)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 246 119.50 29,397 (39)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 246 118.50 29,151 (138)
 
          (345)
 
 
Put Options Written          
10-Year U.S. Treasury Note Futures          
Contract 11/23/2018 511 118.50 60,553 (248)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 491 119.00 58,429 (261)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 246 120.00 29,520 (319)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 246 119.50 29,397 (215)
10-Year U.S. Treasury Note Futures          
Contract 10/26/2018 246 118.50 29,151 (69)
 
          (1,112)
 
          (1,457)
 
 
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          
Ultra 10-Year U.S. Treasury Note December 2018 1,336 168,336 18
10-Year U.S. Treasury Note December 2018 440 52,264 79
          97

 

 

Inflation-Protected Securities Fund

Short Futures Contracts        
5-Year U.S. Treasury Note December 2018 (1,501) (168,827) (92)
        5

 

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

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

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

The following table summarizes the market value of the fund's investments as of September 30, 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 — 27,352,017 —
Temporary Cash Investments 523,224 — —
Futures Contracts—Assets1 282 — —
Futures Contracts—Liabilities1 (185) — —
Option Contracts Purchased 19 — —
Option Contracts Written (1,457) — —
Total 521,883 27,352,017 —
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

 

Inflation-Protected Securities Fund

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. Any assets pledged as initial margin for open contracts are noted in the Schedule of Investments.

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.


Vanguard Total Bond Market II Index Fund

Schedule of Investments (unaudited)
As of September 30, 2018

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (65.1%)        
U.S. Government Securities (41.7%)        
United States Treasury Note/Bond 8.125% 8/15/19 1,215 1,272
United States Treasury Note/Bond 1.000% 10/15/19 246,535 242,337
United States Treasury Note/Bond 1.500% 10/31/19 575,125 567,936
United States Treasury Note/Bond 1.000% 11/15/19 898,430 881,728
United States Treasury Note/Bond 3.375% 11/15/19 40,476 40,773
United States Treasury Note/Bond 1.000% 11/30/19 160,000 156,899
United States Treasury Note/Bond 1.500% 11/30/19 503,000 496,084
United States Treasury Note/Bond 1.750% 11/30/19 123,850 122,495
United States Treasury Note/Bond 1.375% 12/15/19 823,422 810,560
United States Treasury Note/Bond 1.125% 12/31/19 47,315 46,398
United States Treasury Note/Bond 1.625% 12/31/19 282,284 278,535
United States Treasury Note/Bond 1.875% 12/31/19 626,614 620,154
United States Treasury Note/Bond 1.375% 1/15/20 641,610 630,683
United States Treasury Note/Bond 1.250% 1/31/20 137,319 134,658
United States Treasury Note/Bond 1.375% 1/31/20 76,890 75,532
United States Treasury Note/Bond 2.000% 1/31/20 41,376 40,982
United States Treasury Note/Bond 1.375% 2/15/20 186,627 183,216
United States Treasury Note/Bond 8.500% 2/15/20 5,018 5,405
United States Treasury Note/Bond 1.375% 2/29/20 66,100 64,850
United States Treasury Note/Bond 2.250% 2/29/20 85,828 85,237
United States Treasury Note/Bond 1.625% 3/15/20 181,000 178,115
United States Treasury Note/Bond 1.375% 3/31/20 64,030 62,730
United States Treasury Note/Bond 2.250% 3/31/20 242,039 240,262
United States Treasury Note/Bond 1.500% 4/15/20 347,514 340,890
United States Treasury Note/Bond 1.125% 4/30/20 466,776 454,887
United States Treasury Note/Bond 1.375% 4/30/20 186,474 182,454
United States Treasury Note/Bond 2.375% 4/30/20 35,757 35,539
United States Treasury Note/Bond 1.500% 5/15/20 307,960 301,752
United States Treasury Note/Bond 3.500% 5/15/20 134,995 136,514
United States Treasury Note/Bond 1.375% 5/31/20 135,615 132,500
United States Treasury Note/Bond 1.500% 5/31/20 298,900 292,641
United States Treasury Note/Bond 2.500% 5/31/20 13,820 13,755
United States Treasury Note/Bond 1.500% 6/15/20 338,310 331,067
United States Treasury Note/Bond 1.625% 6/30/20 126,325 123,819
United States Treasury Note/Bond 1.875% 6/30/20 151,470 149,080
United States Treasury Note/Bond 2.500% 6/30/20 139,895 139,196
United States Treasury Note/Bond 1.500% 7/15/20 428,455 418,746
United States Treasury Note/Bond 1.625% 7/31/20 437,470 428,244
United States Treasury Note/Bond 2.625% 7/31/20 249,275 248,457
United States Treasury Note/Bond 1.500% 8/15/20 770,184 752,015
United States Treasury Note/Bond 2.625% 8/15/20 233,220 232,418
United States Treasury Note/Bond 8.750% 8/15/20 21,755 24,087
United States Treasury Note/Bond 1.375% 8/31/20 268,375 261,204
United States Treasury Note/Bond 2.125% 8/31/20 230,683 227,691
United States Treasury Note/Bond 2.625% 8/31/20 19,155 19,089
United States Treasury Note/Bond 1.375% 9/15/20 127,730 124,257
United States Treasury Note/Bond 1.375% 9/30/20 283,315 275,391
United States Treasury Note/Bond 2.000% 9/30/20 14,642 14,409
United States Treasury Note/Bond 2.750% 9/30/20 190,555 190,286

 

 

United States Treasury Note/Bond 1.625% 10/15/20 672,940 656,958
United States Treasury Note/Bond 1.375% 10/31/20 312,743 303,555
United States Treasury Note/Bond 1.750% 10/31/20 246,582 241,187
United States Treasury Note/Bond 1.750% 11/15/20 1,313,195 1,283,858
United States Treasury Note/Bond 2.625% 11/15/20 232,450 231,397
United States Treasury Note/Bond 1.625% 11/30/20 64,000 62,370
United States Treasury Note/Bond 2.000% 11/30/20 241,475 237,211
United States Treasury Note/Bond 1.875% 12/15/20 709,465 694,836
United States Treasury Note/Bond 1.750% 12/31/20 146,416 142,939
United States Treasury Note/Bond 2.375% 12/31/20 119,345 118,132
United States Treasury Note/Bond 2.000% 1/15/21 755,055 740,898
United States Treasury Note/Bond 1.375% 1/31/21 325,353 314,525
United States Treasury Note/Bond 2.125% 1/31/21 169,525 166,743
United States Treasury Note/Bond 2.250% 2/15/21 511,532 504,498
United States Treasury Note/Bond 3.625% 2/15/21 143,290 145,753
United States Treasury Note/Bond 1.125% 2/28/21 139,373 133,776
United States Treasury Note/Bond 2.000% 2/28/21 340,741 333,926
United States Treasury Note/Bond 2.375% 3/15/21 60,561 59,870
United States Treasury Note/Bond 1.250% 3/31/21 236,387 227,300
United States Treasury Note/Bond 2.250% 3/31/21 206,451 203,418
United States Treasury Note/Bond 2.375% 4/15/21 693,258 685,022
United States Treasury Note/Bond 1.375% 4/30/21 129,581 124,802
United States Treasury Note/Bond 2.250% 4/30/21 52,953 52,150
United States Treasury Note/Bond 2.625% 5/15/21 1,022,157 1,015,932
United States Treasury Note/Bond 3.125% 5/15/21 13,845 13,934
United States Treasury Note/Bond 1.375% 5/31/21 63,746 61,316
United States Treasury Note/Bond 2.000% 5/31/21 87,899 85,935
United States Treasury Note/Bond 2.625% 6/15/21 596,810 592,895
United States Treasury Note/Bond 1.125% 6/30/21 651,993 622,040
United States Treasury Note/Bond 2.125% 6/30/21 338,285 331,624
United States Treasury Note/Bond 2.625% 7/15/21 673,625 668,990
United States Treasury Note/Bond 1.125% 7/31/21 356,305 339,381
United States Treasury Note/Bond 2.250% 7/31/21 179,750 176,660
United States Treasury Note/Bond 2.125% 8/15/21 224,628 219,960
United States Treasury Note/Bond 2.750% 8/15/21 525,798 523,910
United States Treasury Note/Bond 8.125% 8/15/21 34,550 39,517
United States Treasury Note/Bond 1.125% 8/31/21 274,994 261,544
United States Treasury Note/Bond 2.000% 8/31/21 173,550 169,319
United States Treasury Note/Bond 2.750% 9/15/21 864,455 861,213
United States Treasury Note/Bond 1.125% 9/30/21 183,473 174,242
United States Treasury Note/Bond 2.125% 9/30/21 193,750 189,542
United States Treasury Note/Bond 1.250% 10/31/21 468,817 446,258
United States Treasury Note/Bond 2.000% 10/31/21 275,870 268,673
United States Treasury Note/Bond 2.000% 11/15/21 281,291 273,819
United States Treasury Note/Bond 1.750% 11/30/21 546,296 527,514
United States Treasury Note/Bond 1.875% 11/30/21 177,492 172,084
United States Treasury Note/Bond 2.000% 12/31/21 176,415 171,509
United States Treasury Note/Bond 2.125% 12/31/21 154,225 150,537
United States Treasury Note/Bond 1.500% 1/31/22 325,593 311,143
United States Treasury Note/Bond 1.875% 1/31/22 323,028 312,530
United States Treasury Note/Bond 2.000% 2/15/22 39,412 38,279
United States Treasury Note/Bond 1.750% 2/28/22 160,777 154,798
United States Treasury Note/Bond 1.875% 2/28/22 304,490 294,357
United States Treasury Note/Bond 1.750% 3/31/22 102,337 98,403
United States Treasury Note/Bond 1.875% 3/31/22 486,233 469,594
United States Treasury Note/Bond 1.750% 4/30/22 118,091 113,441
United States Treasury Note/Bond 1.875% 4/30/22 62,589 60,398

 

 

United States Treasury Note/Bond 1.750% 5/31/22 67,332 64,618
United States Treasury Note/Bond 1.875% 5/31/22 95,350 91,923
United States Treasury Note/Bond 1.750% 6/30/22 458,955 440,097
United States Treasury Note/Bond 2.125% 6/30/22 35,735 34,735
United States Treasury Note/Bond 1.875% 7/31/22 242,213 233,055
United States Treasury Note/Bond 2.000% 7/31/22 97,730 94,478
United States Treasury Note/Bond 1.625% 8/15/22 326,884 311,357
United States Treasury Note/Bond 7.250% 8/15/22 75 87
United States Treasury Note/Bond 1.625% 8/31/22 341,015 324,711
United States Treasury Note/Bond 1.875% 8/31/22 154,706 148,711
United States Treasury Note/Bond 1.750% 9/30/22 250,303 239,235
United States Treasury Note/Bond 1.875% 9/30/22 507,126 487,079
United States Treasury Note/Bond 1.875% 10/31/22 198,955 190,903
United States Treasury Note/Bond 2.000% 10/31/22 357,020 344,303
1 United States Treasury Note/Bond 1.625% 11/15/22 58,976 55,990
United States Treasury Note/Bond 7.625% 11/15/22 150 177
United States Treasury Note/Bond 2.000% 11/30/22 401,175 386,508
United States Treasury Note/Bond 2.125% 12/31/22 365,696 353,869
United States Treasury Note/Bond 1.750% 1/31/23 218,340 207,833
United States Treasury Note/Bond 2.375% 1/31/23 281,440 275,020
United States Treasury Note/Bond 2.000% 2/15/23 346,625 333,356
United States Treasury Note/Bond 1.500% 2/28/23 264,130 248,488
1 United States Treasury Note/Bond 2.625% 2/28/23 220,434 217,643
United States Treasury Note/Bond 1.500% 3/31/23 135,990 127,788
United States Treasury Note/Bond 2.500% 3/31/23 412,925 405,311
United States Treasury Note/Bond 1.625% 4/30/23 151,271 142,786
United States Treasury Note/Bond 2.750% 4/30/23 237,900 235,968
United States Treasury Note/Bond 1.750% 5/15/23 163,550 155,142
United States Treasury Note/Bond 1.625% 5/31/23 135,505 127,797
United States Treasury Note/Bond 2.750% 5/31/23 165,346 164,003
United States Treasury Note/Bond 1.375% 6/30/23 239,587 223,041
United States Treasury Note/Bond 2.625% 6/30/23 663,296 653,970
United States Treasury Note/Bond 1.250% 7/31/23 217,965 201,413
United States Treasury Note/Bond 2.750% 7/31/23 3,997 3,962
United States Treasury Note/Bond 2.500% 8/15/23 353,810 346,624
United States Treasury Note/Bond 1.375% 8/31/23 393,095 364,902
United States Treasury Note/Bond 2.750% 8/31/23 448,874 445,018
United States Treasury Note/Bond 1.375% 9/30/23 252,840 234,431
United States Treasury Note/Bond 2.875% 9/30/23 456,390 454,893
United States Treasury Note/Bond 1.625% 10/31/23 410,445 384,858
United States Treasury Note/Bond 2.750% 11/15/23 307,865 304,931
United States Treasury Note/Bond 2.125% 11/30/23 353,625 339,646
1 United States Treasury Note/Bond 2.250% 12/31/23 201,775 194,838
United States Treasury Note/Bond 2.250% 1/31/24 290,600 280,383
United States Treasury Note/Bond 2.750% 2/15/24 218,849 216,558
United States Treasury Note/Bond 2.125% 2/29/24 510,811 489,419
United States Treasury Note/Bond 2.125% 3/31/24 496,345 475,250
United States Treasury Note/Bond 2.000% 4/30/24 167,040 158,740
United States Treasury Note/Bond 2.500% 5/15/24 468,818 457,318
United States Treasury Note/Bond 2.000% 5/31/24 302,156 286,906
United States Treasury Note/Bond 2.000% 6/30/24 395,940 375,585
United States Treasury Note/Bond 2.125% 7/31/24 188,265 179,676
United States Treasury Note/Bond 2.375% 8/15/24 549,320 531,297
United States Treasury Note/Bond 1.875% 8/31/24 270,385 254,246
United States Treasury Note/Bond 2.125% 9/30/24 634,270 604,440
United States Treasury Note/Bond 2.250% 10/31/24 309,393 296,727
United States Treasury Note/Bond 2.250% 11/15/24 299,872 287,454

 

 

United States Treasury Note/Bond 2.125% 11/30/24 698,200 664,379
United States Treasury Note/Bond 2.250% 12/31/24 289,725 277,501
United States Treasury Note/Bond 2.500% 1/31/25 252,725 245,537
United States Treasury Note/Bond 2.000% 2/15/25 329,559 310,454
United States Treasury Note/Bond 2.750% 2/28/25 333,477 328,735
United States Treasury Note/Bond 2.625% 3/31/25 466,600 456,246
United States Treasury Note/Bond 2.875% 4/30/25 613,834 609,132
United States Treasury Note/Bond 2.125% 5/15/25 485,546 459,827
United States Treasury Note/Bond 2.875% 5/31/25 344,410 341,613
United States Treasury Note/Bond 2.750% 6/30/25 603,785 594,257
United States Treasury Note/Bond 2.875% 7/31/25 233,510 231,539
United States Treasury Note/Bond 2.000% 8/15/25 552,908 518,262
United States Treasury Note/Bond 6.875% 8/15/25 40,840 50,616
United States Treasury Note/Bond 2.750% 8/31/25 558,030 548,962
United States Treasury Note/Bond 3.000% 9/30/25 214,325 214,124
United States Treasury Note/Bond 2.250% 11/15/25 429,290 408,160
United States Treasury Note/Bond 1.625% 2/15/26 279,234 253,450
United States Treasury Note/Bond 1.625% 5/15/26 327,078 295,904
United States Treasury Note/Bond 1.500% 8/15/26 514,832 459,807
United States Treasury Note/Bond 6.750% 8/15/26 8,800 11,095
United States Treasury Note/Bond 2.000% 11/15/26 288,062 266,547
United States Treasury Note/Bond 6.500% 11/15/26 36,215 45,258
United States Treasury Note/Bond 2.250% 2/15/27 464,121 436,998
United States Treasury Note/Bond 6.625% 2/15/27 39,650 50,176
United States Treasury Note/Bond 2.375% 5/15/27 93,030 88,350
United States Treasury Note/Bond 2.250% 8/15/27 417,539 391,639
United States Treasury Note/Bond 6.375% 8/15/27 6,850 8,617
United States Treasury Note/Bond 2.250% 11/15/27 177,761 166,400
United States Treasury Note/Bond 6.125% 11/15/27 55,808 69,420
United States Treasury Note/Bond 2.750% 2/15/28 552,470 538,830
United States Treasury Note/Bond 2.875% 5/15/28 531,973 523,993
United States Treasury Note/Bond 2.875% 8/15/28 717,332 706,457
United States Treasury Note/Bond 5.500% 8/15/28 35,575 42,946
United States Treasury Note/Bond 5.250% 11/15/28 76,342 90,800
United States Treasury Note/Bond 5.250% 2/15/29 132,279 157,908
United States Treasury Note/Bond 6.125% 8/15/29 72,930 93,464
United States Treasury Note/Bond 6.250% 5/15/30 147,435 193,094
United States Treasury Note/Bond 5.375% 2/15/31 417,875 516,335
United States Treasury Note/Bond 4.500% 2/15/36 200,600 237,994
United States Treasury Note/Bond 4.750% 2/15/37 83,500 102,548
United States Treasury Note/Bond 5.000% 5/15/37 76,327 96,590
United States Treasury Note/Bond 4.375% 2/15/38 93,450 110,256
United States Treasury Note/Bond 4.500% 5/15/38 60,579 72,676
United States Treasury Note/Bond 3.500% 2/15/39 110,394 116,258
United States Treasury Note/Bond 4.250% 5/15/39 109,367 127,498
United States Treasury Note/Bond 4.500% 8/15/39 114,306 137,685
United States Treasury Note/Bond 4.375% 11/15/39 117,905 139,865
United States Treasury Note/Bond 4.625% 2/15/40 202,305 248,014
United States Treasury Note/Bond 4.375% 5/15/40 164,320 195,181
United States Treasury Note/Bond 3.875% 8/15/40 140,050 155,478
United States Treasury Note/Bond 4.250% 11/15/40 137,654 161,033
1 United States Treasury Note/Bond 4.750% 2/15/41 172,492 215,750
United States Treasury Note/Bond 4.375% 5/15/41 127,000 151,328
United States Treasury Note/Bond 3.750% 8/15/41 153,000 166,937
United States Treasury Note/Bond 3.125% 11/15/41 246,626 244,083
United States Treasury Note/Bond 3.125% 2/15/42 193,742 191,684
United States Treasury Note/Bond 3.000% 5/15/42 238,000 230,413

 

 

United States Treasury Note/Bond 2.750% 8/15/42 427,528 395,797
United States Treasury Note/Bond 2.750% 11/15/42 657,054 607,880
United States Treasury Note/Bond 3.125% 2/15/43 359,159 354,727
United States Treasury Note/Bond 2.875% 5/15/43 403,200 381,089
United States Treasury Note/Bond 3.625% 8/15/43 362,652 389,002
United States Treasury Note/Bond 3.750% 11/15/43 356,706 390,482
United States Treasury Note/Bond 3.625% 2/15/44 228,994 245,919
United States Treasury Note/Bond 3.375% 5/15/44 221,990 228,823
United States Treasury Note/Bond 3.125% 8/15/44 237,650 234,567
United States Treasury Note/Bond 3.000% 11/15/44 272,831 263,282
United States Treasury Note/Bond 2.500% 2/15/45 242,882 212,636
United States Treasury Note/Bond 3.000% 5/15/45 253,154 244,174
United States Treasury Note/Bond 2.875% 8/15/45 255,506 240,495
United States Treasury Note/Bond 3.000% 11/15/45 158,437 152,743
United States Treasury Note/Bond 2.500% 2/15/46 315,698 275,396
United States Treasury Note/Bond 2.500% 5/15/46 292,873 255,303
United States Treasury Note/Bond 2.250% 8/15/46 403,005 332,604
United States Treasury Note/Bond 2.875% 11/15/46 459,990 432,464
United States Treasury Note/Bond 3.000% 2/15/47 254,099 244,769
United States Treasury Note/Bond 3.000% 5/15/47 177,051 170,466
United States Treasury Note/Bond 2.750% 8/15/47 97,418 89,183
United States Treasury Note/Bond 2.750% 11/15/47 647,004 592,112
United States Treasury Note/Bond 3.000% 2/15/48 419,470 403,610
United States Treasury Note/Bond 3.125% 5/15/48 517,971 510,849
United States Treasury Note/Bond 3.000% 8/15/48 307,109 295,448
        67,895,064
Agency Bonds and Notes (1.6%)        
2 AID-Iraq 2.149% 1/18/22 9,025 8,737
2 AID-Israel 5.500% 9/18/23 6,500 7,207
2 AID-Israel 5.500% 12/4/23 7,002 7,793
2 AID-Israel 5.500% 4/26/24 5,575 6,225
2 AID-Israel 5.500% 9/18/33 150 185
2 AID-Jordan 2.503% 10/30/20 6,550 6,489
2 AID-Jordan 2.578% 6/30/22 3,180 3,121
2 AID-Jordan 3.000% 6/30/25 4,325 4,287
2 AID-Tunisia 2.452% 7/24/21 2,300 2,263
2 AID-Tunisia 1.416% 8/5/21 2,830 2,706
2 AID-Ukraine 1.847% 5/29/20 6,000 5,880
2 AID-Ukraine 1.471% 9/29/21 6,825 6,487
3 Federal Farm Credit Banks 5.150% 11/15/19 5,625 5,776
3 Federal Farm Credit Banks 2.375% 3/27/20 5,800 5,765
3 Federal Farm Credit Banks 2.550% 5/15/20 10,000 9,958
3 Federal Farm Credit Banks 1.680% 10/13/20 9,200 8,986
3 Federal Farm Credit Banks 3.500% 12/20/23 5,100 5,209
3 Federal Home Loan Banks 1.500% 10/21/19 113,400 112,024
3 Federal Home Loan Banks 1.375% 11/15/19 36,425 35,894
3 Federal Home Loan Banks 2.125% 2/11/20 40,375 40,033
3 Federal Home Loan Banks 1.875% 3/13/20 3,575 3,529
3 Federal Home Loan Banks 4.125% 3/13/20 20,315 20,697
3 Federal Home Loan Banks 2.375% 3/30/20 37,370 37,142
3 Federal Home Loan Banks 2.625% 5/28/20 56,800 56,627
3 Federal Home Loan Banks 3.375% 6/12/20 15,325 15,461
3 Federal Home Loan Banks 1.375% 9/28/20 21,525 20,913
3 Federal Home Loan Banks 2.625% 10/1/20 150,000 149,311
3 Federal Home Loan Banks 3.125% 12/11/20 1,000 1,005
3 Federal Home Loan Banks 5.250% 12/11/20 5,250 5,513
3 Federal Home Loan Banks 1.375% 2/18/21 16,820 16,233

 

 

3 Federal Home Loan Banks 2.250% 6/11/21 30,000 29,488
3 Federal Home Loan Banks 5.625% 6/11/21 17,350 18,560
3 Federal Home Loan Banks 1.125% 7/14/21 19,500 18,573
3 Federal Home Loan Banks 1.875% 11/29/21 79,160 76,648
3 Federal Home Loan Banks 2.000% 9/9/22 1,265 1,219
3 Federal Home Loan Banks 2.125% 3/10/23 28,800 27,740
3 Federal Home Loan Banks 2.875% 6/14/24 200 198
3 Federal Home Loan Banks 5.375% 8/15/24 1,585 1,779
3 Federal Home Loan Banks 2.875% 9/13/24 1,000 989
3 Federal Home Loan Banks 5.500% 7/15/36 16,715 21,143
4 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 46,929 46,272
4 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 122,000 120,068
4 Federal Home Loan Mortgage Corp. 1.375% 4/20/20 34,346 33,606
4 Federal Home Loan Mortgage Corp. 2.500% 4/23/20 37,380 37,208
4 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 15,829 15,479
4 Federal Home Loan Mortgage Corp. 1.625% 9/29/20 69,400 67,759
4 Federal Home Loan Mortgage Corp. 1.875% 11/17/20 71,468 70,005
4 Federal Home Loan Mortgage Corp. 2.375% 2/16/21 40,000 39,518
4 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 36,000 34,234
4 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 70,985 69,731
4 Federal Home Loan Mortgage Corp. 2.750% 6/19/23 42,650 42,135
4 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 2,573 3,369
4 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 26,470 35,401
4 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 28,178 36,908
4 Federal National Mortgage Assn. 0.000% 10/9/19 23,075 22,432
4 Federal National Mortgage Assn. 1.000% 10/24/19 56,000 55,023
4 Federal National Mortgage Assn. 1.750% 11/26/19 17,250 17,064
4 Federal National Mortgage Assn. 1.625% 1/21/20 40,320 39,740
4 Federal National Mortgage Assn. 1.500% 2/28/20 49,775 48,912
4 Federal National Mortgage Assn. 1.500% 6/22/20 18,200 17,794
4 Federal National Mortgage Assn. 1.500% 7/30/20 32,000 31,244
4 Federal National Mortgage Assn. 1.500% 11/30/20 18,032 17,516
4 Federal National Mortgage Assn. 1.875% 12/28/20 42,000 41,096
4 Federal National Mortgage Assn. 1.375% 2/26/21 20,285 19,571
4 Federal National Mortgage Assn. 2.500% 4/13/21 35,000 34,649
4 Federal National Mortgage Assn. 2.750% 6/22/21 24,046 23,944
4 Federal National Mortgage Assn. 1.250% 8/17/21 23,645 22,561
4 Federal National Mortgage Assn. 1.375% 10/7/21 44,250 42,273
4 Federal National Mortgage Assn. 2.000% 1/5/22 101,000 98,057
4 Federal National Mortgage Assn. 1.875% 4/5/22 61,000 58,842
4 Federal National Mortgage Assn. 2.000% 10/5/22 64,800 62,354
4 Federal National Mortgage Assn. 2.375% 1/19/23 19,149 18,665
4 Federal National Mortgage Assn. 2.875% 9/12/23 50,000 49,655
4 Federal National Mortgage Assn. 2.625% 9/6/24 26,715 26,067
4 Federal National Mortgage Assn. 2.125% 4/24/26 32,200 29,963
4 Federal National Mortgage Assn. 1.875% 9/24/26 30,435 27,645
4 Federal National Mortgage Assn. 6.250% 5/15/29 7,250 9,128
4 Federal National Mortgage Assn. 7.125% 1/15/30 8,850 11,955
4 Federal National Mortgage Assn. 7.250% 5/15/30 32,760 44,922
4 Federal National Mortgage Assn. 6.625% 11/15/30 27,435 36,184
4 Federal National Mortgage Assn. 5.625% 7/15/37 3,396 4,390
4 Federal National Mortgage Assn. 6.210% 8/6/38 300 414
Private Export Funding Corp. 2.250% 3/15/20 7,050 6,982
Private Export Funding Corp. 2.300% 9/15/20 2,575 2,543
Private Export Funding Corp. 4.300% 12/15/21 7,760 8,057
Private Export Funding Corp. 2.800% 5/15/22 1,125 1,115
Private Export Funding Corp. 2.050% 11/15/22 15,525 14,907

 

 

  Private Export Funding Corp. 3.550% 1/15/24 16,425 16,706
  Private Export Funding Corp. 2.450% 7/15/24 4,955 4,756
  Private Export Funding Corp. 3.250% 6/15/25 1,575 1,568
  Resolution Funding Corp. 8.125% 10/15/19 100 105
  Resolution Funding Corp. 8.875% 7/15/20 100 110
3 Tennessee Valley Authority 2.250% 3/15/20 11,800 11,699
3 Tennessee Valley Authority 3.875% 2/15/21 5,395 5,506
3 Tennessee Valley Authority 1.875% 8/15/22 3,875 3,717
3 Tennessee Valley Authority 2.875% 9/15/24 12,231 12,033
3 Tennessee Valley Authority 6.750% 11/1/25 18,981 23,026
3 Tennessee Valley Authority 2.875% 2/1/27 25,750 24,751
3 Tennessee Valley Authority 7.125% 5/1/30 9,625 12,953
3 Tennessee Valley Authority 4.700% 7/15/33 6,375 7,183
3 Tennessee Valley Authority 4.650% 6/15/35 4,000 4,487
3 Tennessee Valley Authority 5.880% 4/1/36 6,795 8,703
3 Tennessee Valley Authority 6.150% 1/15/38 665 887
3 Tennessee Valley Authority 5.500% 6/15/38 1,436 1,786
3 Tennessee Valley Authority 5.250% 9/15/39 15,248 18,551
3 Tennessee Valley Authority 4.875% 1/15/48 14,320 16,974
3 Tennessee Valley Authority 5.375% 4/1/56 5,585 7,297
3 Tennessee Valley Authority 4.625% 9/15/60 8,838 10,261
3 Tennessee Valley Authority 4.250% 9/15/65 8,050 8,732
          2,606,941
Conventional Mortgage-Backed Securities (21.7%)        
4,5 Fannie Mae Pool 2.000% 11/1/27–11/1/31 75,538 70,879
4,5 Fannie Mae Pool 2.500% 11/1/26–10/1/46 913,012 880,998
4,5,6 Fannie Mae Pool 3.000% 11/1/20–10/1/48 3,491,253 3,377,945
4,5,6 Fannie Mae Pool 3.500% 5/1/20–10/1/48 4,464,426 4,412,996
4,5,6 Fannie Mae Pool 4.000% 10/1/18–10/1/48 3,471,927 3,515,399
4,5,6 Fannie Mae Pool 4.500% 10/1/18–10/1/48 1,396,083 1,446,572
4,5,6 Fannie Mae Pool 5.000% 10/1/18–10/1/48 412,268 436,070
4,5 Fannie Mae Pool 5.500% 10/1/18–2/1/42 264,320 285,559
4,5 Fannie Mae Pool 6.000% 10/1/18–5/1/41 169,466 184,461
4,5 Fannie Mae Pool 6.500% 10/1/21–5/1/40 44,781 49,067
4,5 Fannie Mae Pool 7.000% 8/1/27–12/1/38 11,061 12,441
4,5 Fannie Mae Pool 7.500% 7/1/30–12/1/32 138 152
4,5 Fannie Mae Pool 8.000% 12/1/29 14 16
4,5 Freddie Mac Gold Pool 2.000% 7/1/28–12/1/31 40,164 37,671
4,5,6 Freddie Mac Gold Pool 2.500% 4/1/27–10/1/46 722,809 698,256
4,5,6 Freddie Mac Gold Pool 3.000% 4/1/21–4/1/48 2,486,564 2,404,778
4,5,6 Freddie Mac Gold Pool 3.500% 12/1/20–10/1/48 2,921,296 2,888,240
4,5,6 Freddie Mac Gold Pool 4.000% 11/1/18–10/1/48 2,118,627 2,145,577
4,5,6 Freddie Mac Gold Pool 4.500% 10/1/18–10/1/48 811,679 841,441
4,5,6 Freddie Mac Gold Pool 5.000% 10/1/18–10/1/48 237,180 250,703
4,5 Freddie Mac Gold Pool 5.500% 12/1/18–6/1/41 141,647 152,919
4,5 Freddie Mac Gold Pool 6.000% 11/1/18–5/1/40 70,097 76,531
4,5 Freddie Mac Gold Pool 6.500% 3/1/22–9/1/39 17,335 19,179
4,5 Freddie Mac Gold Pool 7.000% 3/1/26–12/1/38 6,545 7,399
4,5 Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 65 74
4,5 Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 93 105
4,5 Freddie Mac Gold Pool 8.500% 6/1/25 18 21
5 Ginnie Mae I Pool 3.000% 1/15/26–10/1/48 110,750 107,670
5 Ginnie Mae I Pool 3.500% 11/15/25–5/15/48 151,262 150,887
5 Ginnie Mae I Pool 4.000% 6/15/24–10/1/48 211,311 215,754
5,6 Ginnie Mae I Pool 4.500% 11/15/18–10/1/48 174,679 182,312
5 Ginnie Mae I Pool 5.000% 10/15/18–11/15/46 102,892 109,044
5 Ginnie Mae I Pool 5.500% 10/15/18–6/15/41 49,679 53,318

 

 

5 Ginnie Mae I Pool 6.000% 1/15/26–6/15/41 36,419 39,447
5 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 8,661 9,511
5 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 440 490
5 Ginnie Mae I Pool 7.500% 12/15/23 12 13
5 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 36 40
5 Ginnie Mae II Pool 2.500% 6/20/27–12/20/46 85,858 81,118
5 Ginnie Mae II Pool 3.000% 10/20/26–10/1/48 2,402,794 2,335,925
5,6 Ginnie Mae II Pool 3.500% 9/20/25–10/1/48 3,946,467 3,937,256
5,6 Ginnie Mae II Pool 4.000% 9/20/25–10/1/48 2,305,238 2,353,516
5,6 Ginnie Mae II Pool 4.500% 8/20/33–10/1/48 998,941 1,038,064
5,6 Ginnie Mae II Pool 5.000% 12/20/32–10/1/48 313,535 331,273
5 Ginnie Mae II Pool 5.500% 8/20/23–5/20/45 68,626 72,714
5 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 24,236 26,334
5 Ginnie Mae II Pool 6.500% 10/20/28–11/20/39 7,956 8,831
5 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 1,335 1,536
          35,250,502
Nonconventional Mortgage-Backed Securities (0.1%)        
4,5 Fannie Mae Pool 2.127% 3/1/43 3,827 3,784
4,5 Fannie Mae Pool 2.182% 6/1/43 2,646 2,632
4,5 Fannie Mae Pool 2.195% 10/1/42 1,597 1,620
4,5 Fannie Mae Pool 2.278% 7/1/43 3,754 3,624
4,5 Fannie Mae Pool 2.387% 10/1/42 1,549 1,543
4,5 Fannie Mae Pool 2.429% 9/1/43 495 489
4,5,7 Fannie Mae Pool 2.701% 12/1/43 2,005 2,090
4,5,8 Fannie Mae Pool 2.726% 3/1/42 1,820 1,901
4,5,8 Fannie Mae Pool 3.057% 1/1/42 1,518 1,561
4,5,7 Fannie Mae Pool 3.070% 9/1/43 2,246 2,274
4,5,7 Fannie Mae Pool 3.176% 4/1/37 645 667
4,5,8 Fannie Mae Pool 3.303% 12/1/33 115 121
4,5,8 Fannie Mae Pool 3.330% 12/1/41 943 966
4,5,8 Fannie Mae Pool 3.336% 11/1/33 91 97
4,5 Fannie Mae Pool 3.362% 8/1/42 1,779 1,764
4,5,8 Fannie Mae Pool 3.385% 11/1/36 91 96
4,5,8 Fannie Mae Pool 3.455% 11/1/39 164 173
4,5,8 Fannie Mae Pool 3.482% 12/1/40 496 521
4,5,8 Fannie Mae Pool 3.483% 10/1/37 185 189
4,5 Fannie Mae Pool 3.493% 4/1/41 604 600
4,5,8 Fannie Mae Pool 3.524% 10/1/39 297 308
4,5,9 Fannie Mae Pool 3.530% 12/1/37 388 400
4,5,8,9 Fannie Mae Pool 3.547% 12/1/35–1/1/37 499 528
4,5,8 Fannie Mae Pool 3.555% 11/1/41 728 774
4,5,8 Fannie Mae Pool 3.557% 2/1/36 176 178
4,5,8 Fannie Mae Pool 3.560% 11/1/33–12/1/40 1,928 2,025
4,5,8 Fannie Mae Pool 3.563% 11/1/41 628 661
4,5,8 Fannie Mae Pool 3.565% 11/1/40–12/1/40 1,085 1,141
4,5,8 Fannie Mae Pool 3.570% 12/1/40 429 450
4,5,8 Fannie Mae Pool 3.575% 12/1/41 826 872
4,5,8 Fannie Mae Pool 3.606% 1/1/42 902 944
4,5,8 Fannie Mae Pool 3.614% 9/1/37 1,454 1,489
4,5,8 Fannie Mae Pool 3.627% 3/1/38 88 89
4,5,8 Fannie Mae Pool 3.645% 1/1/40 381 395
4,5,8 Fannie Mae Pool 3.649% 9/1/34 112 115
4,5,8 Fannie Mae Pool 3.658% 2/1/36 200 212
4,5,8 Fannie Mae Pool 3.685% 2/1/41 322 322
4,5,8 Fannie Mae Pool 3.716% 3/1/41 722 755
4,5,7 Fannie Mae Pool 3.724% 8/1/39 972 993
4,5,8 Fannie Mae Pool 3.747% 12/1/39 568 589

 

 

4,5,8 Fannie Mae Pool 3.756% 2/1/41 561 586
4,5,8 Fannie Mae Pool 3.765% 2/1/41 489 513
4,5,9 Fannie Mae Pool 3.791% 1/1/35 315 335
4,5,8 Fannie Mae Pool 3.799% 4/1/36 93 96
4,5,8 Fannie Mae Pool 3.845% 5/1/35 156 163
4,5,8 Fannie Mae Pool 3.849% 5/1/42 464 482
4,5,8 Fannie Mae Pool 3.851% 11/1/39 472 491
4,5,8 Fannie Mae Pool 3.855% 10/1/40 449 471
4,5,7 Fannie Mae Pool 3.888% 5/1/42 1,673 1,738
4,5,8 Fannie Mae Pool 3.913% 9/1/40 311 328
4,5,8 Fannie Mae Pool 3.924% 4/1/37 27 29
4,5,8 Fannie Mae Pool 3.948% 3/1/41 919 974
4,5,8 Fannie Mae Pool 3.955% 10/1/37 601 617
4,5,8 Fannie Mae Pool 4.015% 11/1/34 414 439
4,5,8 Fannie Mae Pool 4.070% 5/1/40 368 383
4,5,8 Fannie Mae Pool 4.132% 7/1/36 199 205
4,5,7 Fannie Mae Pool 4.139% 2/1/42 3,042 3,215
4,5,7 Fannie Mae Pool 4.161% 7/1/42 947 1,014
4,5,8 Fannie Mae Pool 4.187% 3/1/42 987 1,053
4,5,7 Fannie Mae Pool 4.192% 2/1/42 1,164 1,239
4,5,8 Fannie Mae Pool 4.234% 5/1/40 152 160
4,5,9 Fannie Mae Pool 4.235% 6/1/37 57 60
4,5,8 Fannie Mae Pool 4.284% 4/1/37 200 210
4,5,8 Fannie Mae Pool 4.313% 5/1/41 550 577
4,5,8 Fannie Mae Pool 4.330% 6/1/42 1,705 1,769
4,5,8 Fannie Mae Pool 4.333% 8/1/40 252 263
4,5,7 Fannie Mae Pool 4.340% 8/1/37 181 189
4,5,8 Fannie Mae Pool 4.362% 8/1/35 279 295
4,5,8 Fannie Mae Pool 4.380% 6/1/41 204 214
4,5,8 Fannie Mae Pool 4.385% 9/1/40 876 920
4,5,8 Fannie Mae Pool 4.415% 6/1/36 13 14
4,5,8 Fannie Mae Pool 4.429% 7/1/35 264 276
4,5,8 Fannie Mae Pool 4.440% 10/1/36–9/1/42 1,557 1,624
4,5,8 Fannie Mae Pool 4.445% 7/1/39 129 134
4,5,7 Fannie Mae Pool 4.472% 7/1/37 148 157
4,5,8 Fannie Mae Pool 4.482% 7/1/41 1,799 1,893
4,5,9 Fannie Mae Pool 4.488% 7/1/38 78 82
4,5,8 Fannie Mae Pool 4.537% 5/1/36 23 23
4,5,8 Fannie Mae Pool 4.576% 7/1/38 84 86
4,5,8 Fannie Mae Pool 4.580% 6/1/41 744 784
4,5,8 Fannie Mae Pool 4.590% 8/1/39 292 308
4,5 Freddie Mac Non Gold Pool 2.401% 5/1/42 364 362
4,5,8 Freddie Mac Non Gold Pool 2.735% 10/1/37 22 22
4,5 Freddie Mac Non Gold Pool 2.771% 2/1/42 1,085 1,083
4,5 Freddie Mac Non Gold Pool 2.773% 11/1/43 2,054 2,112
4,5 Freddie Mac Non Gold Pool 2.975% 12/1/41 1,148 1,200
4,5,8 Freddie Mac Non Gold Pool 3.375% 1/1/38 40 42
4,5,8 Freddie Mac Non Gold Pool 3.390% 12/1/36 158 167
4,5,8 Freddie Mac Non Gold Pool 3.410% 10/1/37 545 576
4,5,8 Freddie Mac Non Gold Pool 3.492% 12/1/36 165 171
4,5,8 Freddie Mac Non Gold Pool 3.493% 1/1/35 33 36
4,5,8 Freddie Mac Non Gold Pool 3.495% 12/1/40 1,160 1,198
4,5,8 Freddie Mac Non Gold Pool 3.496% 12/1/34 114 116
4,5,8 Freddie Mac Non Gold Pool 3.515% 12/1/36 55 59
4,5,9 Freddie Mac Non Gold Pool 3.520% 11/1/34 384 401
4,5,7 Freddie Mac Non Gold Pool 3.521% 6/1/37 95 97
4,5,8 Freddie Mac Non Gold Pool 3.537% 3/1/37 12 13

 

 

4,5,8 Freddie Mac Non Gold Pool 3.577% 2/1/37 82 87
4,5,8 Freddie Mac Non Gold Pool 3.615% 3/1/37 59 60
4,5,8 Freddie Mac Non Gold Pool 3.630% 11/1/40–12/1/40 390 403
4,5,8 Freddie Mac Non Gold Pool 3.650% 11/1/40 545 561
4,5,8 Freddie Mac Non Gold Pool 3.659% 12/1/35 281 295
4,5,8 Freddie Mac Non Gold Pool 3.697% 1/1/41 178 187
4,5,8 Freddie Mac Non Gold Pool 3.727% 2/1/42 240 250
4,5,8 Freddie Mac Non Gold Pool 3.731% 1/1/41 682 709
4,5,9 Freddie Mac Non Gold Pool 3.837% 10/1/36 271 291
4,5,8 Freddie Mac Non Gold Pool 3.880% 3/1/41 151 160
4,5,8 Freddie Mac Non Gold Pool 3.900% 2/1/41 367 387
4,5,8 Freddie Mac Non Gold Pool 3.910% 2/1/41 519 548
4,5,8 Freddie Mac Non Gold Pool 3.932% 3/1/42 732 768
4,5,8 Freddie Mac Non Gold Pool 3.934% 6/1/37 352 373
4,5,8 Freddie Mac Non Gold Pool 3.938% 3/1/37 221 233
4,5,9 Freddie Mac Non Gold Pool 3.970% 2/1/36 104 108
4,5,7 Freddie Mac Non Gold Pool 3.999% 3/1/37 14 14
4,5,8 Freddie Mac Non Gold Pool 4.019% 4/1/35 2 2
4,5,7 Freddie Mac Non Gold Pool 4.039% 1/1/37 250 263
4,5,8 Freddie Mac Non Gold Pool 4.062% 7/1/35 94 98
4,5,8 Freddie Mac Non Gold Pool 4.108% 1/1/37 116 123
4,5,8 Freddie Mac Non Gold Pool 4.125% 5/1/38 35 36
4,5,8 Freddie Mac Non Gold Pool 4.145% 3/1/38 49 51
4,5,9 Freddie Mac Non Gold Pool 4.165% 11/1/36 89 92
4,5,8 Freddie Mac Non Gold Pool 4.211% 9/1/37 151 154
4,5,8 Freddie Mac Non Gold Pool 4.225% 9/1/40 732 765
4,5,9 Freddie Mac Non Gold Pool 4.232% 5/1/36 210 220
4,5,8 Freddie Mac Non Gold Pool 4.255% 5/1/40 203 211
4,5,8 Freddie Mac Non Gold Pool 4.347% 5/1/37 745 766
4,5,9 Freddie Mac Non Gold Pool 4.423% 3/1/37 40 40
4,5,8 Freddie Mac Non Gold Pool 4.432% 5/1/40 157 161
4,5,8 Freddie Mac Non Gold Pool 4.483% 6/1/40 588 614
4,5,8 Freddie Mac Non Gold Pool 4.513% 6/1/37 59 62
4,5,8 Freddie Mac Non Gold Pool 4.516% 6/1/40 493 518
4,5,8 Freddie Mac Non Gold Pool 4.544% 6/1/41 211 217
4,5,8 Freddie Mac Non Gold Pool 4.630% 6/1/40 228 234
4,5,8 Freddie Mac Non Gold Pool 4.635% 7/1/38 99 100
4,5,8 Freddie Mac Non Gold Pool 4.637% 8/1/37 95 98
5,9 Ginnie Mae II Pool 2.750% 7/20/38–8/20/41 3,613 3,715
5,9 Ginnie Mae II Pool 3.125% 10/20/38–12/20/42 7,902 8,151
5,9 Ginnie Mae II Pool 3.375% 1/20/41–3/20/43 9,682 9,962
5,9 Ginnie Mae II Pool 3.500% 5/20/43–12/20/43 803 805
5,9 Ginnie Mae II Pool 3.625% 6/20/29–6/20/43 5,874 6,028
5,9 Ginnie Mae II Pool 4.125% 5/20/41 378 388
5,9 Ginnie Mae II Pool 4.250% 5/20/41 186 191
          111,515
Total U.S. Government and Agency Obligations (Cost $108,824,143)   105,864,022
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)      
5 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 472 472
5 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 804 803
5 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 1,270 1,268
5 Ally Auto Receivables Trust 2017-4 1.750% 12/15/21 6,338 6,262
5 Ally Auto Receivables Trust 2017-4 1.960% 7/15/22 2,568 2,498
5 Ally Auto Receivables Trust 2018-1 2.350% 6/15/22 4,750 4,705
5 Ally Auto Receivables Trust 2018-1 2.530% 2/15/23 1,450 1,427
5 Ally Auto Receivables Trust 2018-3 3.000% 1/17/23 1,375 1,373

 

 

5 Ally Auto Receivables Trust 2018-3 3.120% 7/17/23 1,925 1,919
5 Ally Master Owner Trust Series 2018-1 2.700% 1/17/23 18,450 18,220
5 Ally Master Owner Trust Series 2018-2 3.290% 5/15/23 4,925 4,924
5 American Express Credit Account Master        
Trust 2017-1 1.930% 9/15/22 10,100 9,958
5 American Express Credit Account Master        
Trust 2017-3 1.770% 11/15/22 22,000 21,598
5 American Express Credit Account Master        
Trust 2017-6 2.040% 5/15/23 16,125 15,807
5 American Express Credit Account Master        
Trust 2017-7 2.350% 5/15/25 9,825 9,502
5 American Express Credit Account Master        
Trust 2018-1 2.670% 10/17/22 12,250 12,200
5 American Express Credit Account Master        
Trust 2018-2 3.010% 10/15/25 11,025 10,880
5 American Express Credit Account Master        
Trust 2018-4 2.990% 12/15/23 14,175 14,128
5 American Express Credit Account Master        
Trust 2018-8 3.180% 4/15/24 9,000 8,997
5 AmeriCredit Automobile Receivables Trust        
2016-3 1.460% 5/10/21 1,574 1,568
5 AmeriCredit Automobile Receivables Trust        
2017-2 1.980% 12/20/21 1,450 1,439
5 AmeriCredit Automobile Receivables Trust        
2017-3 1.900% 3/18/22 3,320 3,280
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.070% 12/19/22 4,075 4,072
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.260% 1/18/24 2,456 2,444
5 AmeriCredit Automobile Receivables Trust        
2018-1 3.500% 1/18/24 1,650 1,644
5 BA Credit Card Trust 2017-A1 1.950% 8/15/22 10,000 9,857
5 BA Credit Card Trust 2018-A1 2.700% 7/17/23 20,100 19,908
5 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.429% 9/15/48 1,425 1,420
5 Banc of America Commercial Mortgage        
Trust 2015-UBS7 3.705% 9/15/48 2,525 2,526
5 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.116% 2/15/50 500 495
5 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.574% 2/15/50 7,560 7,429
5 Banc of America Commercial Mortgage        
Trust 2017-BNK3 3.748% 2/15/50 2,800 2,743
5 BANK 2017 - BNK4 3.625% 5/15/50 5,950 5,887
5 BANK 2017 - BNK5 3.390% 6/15/60 7,000 6,788
5 BANK 2017 - BNK5 3.624% 6/15/60 3,500 3,408
5 BANK 2017 - BNK6 3.518% 7/15/60 9,408 9,182
5 BANK 2017 - BNK6 3.741% 7/15/60 9,729 9,486
5 BANK 2017 - BNK7 3.175% 9/15/60 7,575 7,168
5 BANK 2017 - BNK7 3.435% 9/15/60 4,690 4,539
5 BANK 2017 - BNK7 3.748% 9/15/60 5,225 5,113
5 BANK 2017 - BNK8 3.488% 11/15/50 5,925 5,763
5 BANK 2017 - BNK8 3.731% 11/15/50 1,000 974
5 BANK 2017 - BNK9 3.279% 11/15/54 6,100 5,865
5 BANK 2017 - BNK9 3.538% 11/15/54 5,925 5,775
5 BANK 2018 - BNK11 4.046% 3/15/61 4,300 4,356
5 BANK 2018 - BNK12 4.255% 5/15/61 5,125 5,285

 

 

5 BANK 2018 - BNK12 4.492% 5/15/61 1,650 1,694
5 BANK 2018 - BNK13 4.217% 8/15/61 6,225 6,387
5 BANK 2018 - BNK10 3.641% 2/15/61 1,425 1,423
5 BANK 2018 - BNK10 3.688% 2/15/61 10,700 10,550
5 BANK 2018 - BNK10 3.898% 2/15/61 1,650 1,626
5 BANK 2018 - BNK14 4.231% 9/15/60 9,850 10,175
5 BANK 2018 - BNK14 4.128% 9/15/60 5,725 5,898
5 BANK 2018 - BNK14 4.481% 9/15/60 2,600 2,677
5 Bank Of America Credit Card Trust        
BACCT_18-A2 3.000% 9/15/23 18,200 18,130
5 Bank Of America Credit Card Trust        
BACCT_18-A3 3.100% 12/15/23 6,750 6,744
Bank of Nova Scotia 1.850% 4/14/20 17,400 17,071
Bank of Nova Scotia 1.875% 4/26/21 5,225 5,047
5 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 4,925 4,878
5 BBCMS Mortgage Trust 2017-C1 3.674% 2/15/50 10,825 10,660
5 BBCMS Mortgage Trust 2017-C1 3.898% 2/15/50 2,900 2,879
5 BENCHMARK 2018-B1 Mortgage Trust 3.666% 1/15/51 4,700 4,656
5 BENCHMARK 2018-B1 Mortgage Trust 3.878% 1/15/51 2,050 2,036
5 BENCHMARK 2018-B2 Mortgage Trust 3.662% 2/15/51 4,150 4,188
5 BENCHMARK 2018-B2 Mortgage Trust 3.882% 2/15/51 12,325 12,403
5 BENCHMARK 2018-B2 Mortgage Trust 4.084% 2/15/51 5,675 5,721
5 BENCHMARK 2018-B3 Mortgage Trust 3.848% 4/10/51 3,875 3,941
5 BENCHMARK 2018-B3 Mortgage Trust 4.025% 4/10/51 10,250 10,371
5 BENCHMARK 2018-B4 Mortgage Trust 4.121% 7/15/51 18,000 18,427
5 BENCHMARK 2018-B4 Mortgage Trust 4.311% 7/15/51 4,000 4,098
5 BENCHMARK 2018-B5 Mortgage Trust 4.208% 7/15/51 14,650 15,080
5 BENCHMARK 2018-B5 Mortgage Trust 4.419% 7/15/51 1,750 1,806
5 BENCHMARK 2018-B6 Mortgage Trust 4.203% 11/10/51 5,650 5,840
5 BENCHMARK 2018-B6 Mortgage Trust 4.261% 11/10/51 7,075 7,329
5 BENCHMARK 2018-B6 Mortgage Trust 4.441% 11/10/51 2,175 2,257
5 BMW Vehicle Lease Trust 2017-2 2.070% 10/20/20 2,650 2,625
5 BMW Vehicle Owner Trust 2018-A 2.350% 4/25/22 6,750 6,674
5 BMW Vehicle Owner Trust 2018-A 2.510% 6/25/24 1,375 1,351
5 Capital Auto Receivables Asset Trust        
2015-2 1.970% 1/21/20 333 333
5 Capital Auto Receivables Asset Trust        
2015-3 2.130% 5/20/20 1,638 1,637
5 Capital Auto Receivables Asset Trust        
2015-4 1.830% 3/20/20 255 255
5 Capital Auto Receivables Asset Trust        
2015-4 2.010% 7/20/20 1,775 1,772
5 Capital Auto Receivables Asset Trust        
2016-2 1.630% 1/20/21 2,250 2,234
5 Capital Auto Receivables Asset Trust        
2016-3 1.690% 3/20/21 2,000 1,981
5 Capital One Multi-Asset Execution Trust        
2015-A2 2.080% 3/15/23 7,825 7,712
5 Capital One Multi-Asset Execution Trust        
2015-A8 2.050% 8/15/23 4,950 4,849
5 Capital One Multi-Asset Execution Trust        
2016-A3 1.340% 4/15/22 5,325 5,274
5 Capital One Multi-Asset Execution Trust        
2016-A4 1.330% 6/15/22 7,250 7,158
5 Capital One Multi-Asset Execution Trust        
2016-A6 1.820% 9/15/22 7,100 7,014

 

 

5 Capital One Multi-Asset Execution Trust        
2017-A1 2.000% 1/17/23 6,900 6,803
5 Capital One Multi-Asset Execution Trust        
2017-A3 2.430% 1/15/25 7,025 6,816
5 Capital One Multi-Asset Execution Trust        
2017-A4 1.990% 7/17/23 11,300 11,062
5 Capital One Multi-Asset Execution Trust        
2017-A6 2.290% 7/15/25 9,400 9,076
5 Capital One Multi-Asset Execution Trust        
2018-1 3.010% 2/15/24 5,250 5,233
5 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 168 167
5 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,025 1,020
5 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 734 733
5 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 800 794
5 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 899 895
5 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 1,250 1,235
5 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 2,247 2,229
5 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,030 1,002
5 CarMax Auto Owner Trust 2017-4 2.110% 10/17/22 3,350 3,298
5 CarMax Auto Owner Trust 2017-4 2.330% 5/15/23 2,350 2,292
5 CarMax Auto Owner Trust 2018-1 2.480% 11/15/22 3,550 3,506
5 CarMax Auto Owner Trust 2018-1 2.640% 6/15/23 900 885
5 CarMax Auto Owner Trust 2018-2 2.980% 1/17/23 3,275 3,264
5 CarMax Auto Owner Trust 2018-2 3.160% 7/17/23 2,025 2,024
5 CD 2006-CD3 Commercial Mortgage Trust 5.648% 10/15/48 2,742 2,754
5 CD 2016-CD1 Commercial Mortgage Trust 2.724% 8/10/49 5,650 5,259
5 CD 2016-CD2 Commercial Mortgage Trust 3.526% 11/10/49 5,000 4,915
5 CD 2017-CD3 Commercial Mortgage Trust 3.453% 2/10/50 1,862 1,828
5 CD 2017-CD3 Commercial Mortgage Trust 3.631% 2/10/50 14,220 14,078
5 CD 2017-CD3 Commercial Mortgage Trust 3.833% 2/10/50 3,706 3,670
5 CD 2017-CD4 Commercial Mortgage Trust 3.514% 5/10/50 4,400 4,318
5 CD 2017-CD4 Commercial Mortgage Trust 3.747% 5/10/50 3,000 2,938
5 CD 2017-CD5 Commercial Mortgage Trust 3.431% 8/15/50 3,500 3,406
5 CD 2017-CD6 Commercial Mortgage Trust 3.332% 11/13/50 2,400 2,340
5 CD 2017-CD6 Commercial Mortgage Trust 3.456% 11/13/50 4,825 4,698
5 CD 2017-CD6 Commercial Mortgage Trust 3.709% 11/13/50 2,825 2,754
5 CD 2018-CD7 Commercial Mortgage Trust 4.279% 8/15/51 12,750 13,167
5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 294 298
5 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 5,300 5,229
5 CFCRE Commercial Mortgage Trust 2016-        
C3 3.865% 1/10/48 3,650 3,659
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.283% 5/10/58 5,050 4,882
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.691% 5/10/58 3,600 3,517
5 CFCRE Commercial Mortgage Trust 2016-        
C6 3.217% 11/10/49 9,400 8,979
5 CFCRE Commercial Mortgage Trust 2017-        
C8 3.572% 6/15/50 3,000 2,924
5 Chase Issuance Trust 2012-A4 1.580% 8/15/21 5,500 5,444
5 Chase Issuance Trust 2012-A7 2.160% 9/15/24 12,805 12,280
5 Chase Issuance Trust 2014-A2 2.770% 3/15/23 7,550 7,489
5 Chase Issuance Trust 2015-A4 1.840% 4/15/22 5,400 5,305
5 Chase Issuance Trust 2016-A2 1.370% 6/15/21 6,975 6,908
5 Chase Issuance Trust 2016-A4 1.490% 7/15/22 6,125 5,958

 

 

5 Chase Issuance Trust 2016-A5 1.270% 7/15/21 7,200 7,117
5 Citibank Credit Card Issuance Trust 2014-        
A1 2.880% 1/23/23 15,000 14,927
5 Citibank Credit Card Issuance Trust 2014-        
A5 2.680% 6/7/23 6,525 6,444
5 Citibank Credit Card Issuance Trust 2014-        
A6 2.150% 7/15/21 18,925 18,841
5 Citibank Credit Card Issuance Trust 2016-        
A2 2.190% 11/20/23 7,175 6,953
5 Citibank Credit Card Issuance Trust 2017-        
A2 1.740% 1/19/21 13,050 13,020
5 Citibank Credit Card Issuance Trust 2017-        
A9 1.800% 9/20/21 14,300 14,156
5 Citibank Credit Card Issuance Trust 2018-        
A1 2.490% 1/20/23 19,000 18,722
5 Citibank Credit Card Issuance Trust 2018-        
A3 3.290% 5/23/25 20,500 20,503
5 Citigroup Commercial Mortgage Trust        
2012-GC8 3.024% 9/10/45 3,950 3,892
5 Citigroup Commercial Mortgage Trust        
2013-GC11 3.093% 4/10/46 2,300 2,260
5 Citigroup Commercial Mortgage Trust        
2013-GC11 3.422% 4/10/46 1,300 1,269
5 Citigroup Commercial Mortgage Trust        
2013-GC15 3.942% 9/10/46 800 810
5 Citigroup Commercial Mortgage Trust        
2013-GC15 4.371% 9/10/46 1,200 1,243
5 Citigroup Commercial Mortgage Trust        
2013-GC15 4.649% 9/10/46 1,700 1,761
5 Citigroup Commercial Mortgage Trust        
2013-GC17 3.675% 11/10/46 550 552
5 Citigroup Commercial Mortgage Trust        
2013-GC17 4.131% 11/10/46 1,825 1,873
5 Citigroup Commercial Mortgage Trust        
2013-GC17 4.544% 11/10/46 750 777
5 Citigroup Commercial Mortgage Trust        
2013-GC17 5.095% 11/10/46 750 788
5 Citigroup Commercial Mortgage Trust        
2014-GC19 3.552% 3/10/47 750 753
5 Citigroup Commercial Mortgage Trust        
2014-GC19 4.023% 3/10/47 1,150 1,176
5 Citigroup Commercial Mortgage Trust        
2014-GC19 4.345% 3/10/47 955 970
5 Citigroup Commercial Mortgage Trust        
2014-GC21 3.477% 5/10/47 375 375
5 Citigroup Commercial Mortgage Trust        
2014-GC21 3.855% 5/10/47 1,675 1,694
5 Citigroup Commercial Mortgage Trust        
2014-GC21 4.328% 5/10/47 1,350 1,359
5 Citigroup Commercial Mortgage Trust        
2014-GC23 3.622% 7/10/47 2,725 2,726
5 Citigroup Commercial Mortgage Trust        
2014-GC25 3.635% 10/10/47 5,650 5,641
5 Citigroup Commercial Mortgage Trust        
2015-GC27 3.137% 2/10/48 7,425 7,197
5 Citigroup Commercial Mortgage Trust        
2015-GC27 3.571% 2/10/48 3,025 2,971

 

 

5 Citigroup Commercial Mortgage Trust        
  2015-GC29 2.674% 4/10/48 1,473 1,465
5 Citigroup Commercial Mortgage Trust        
  2015-GC29 3.758% 4/10/48 2,937 2,866
5 Citigroup Commercial Mortgage Trust        
  2015-GC31 3.762% 6/10/48 2,925 2,934
5 Citigroup Commercial Mortgage Trust        
  2015-GC33 3.778% 9/10/58 3,375 3,394
5 Citigroup Commercial Mortgage Trust        
  2016-C1 3.003% 5/10/49 2,075 2,008
5 Citigroup Commercial Mortgage Trust        
  2016-C1 3.209% 5/10/49 3,950 3,806
5 Citigroup Commercial Mortgage Trust        
  2016-C2 2.832% 8/10/49 2,500 2,340
5 Citigroup Commercial Mortgage Trust        
  2016-GC36 3.616% 2/10/49 7,150 7,079
5 Citigroup Commercial Mortgage Trust        
  2016-P4 2.902% 7/10/49 2,350 2,211
5 Citigroup Commercial Mortgage Trust        
  2017-B1 3.458% 8/15/50 9,700 9,406
5 Citigroup Commercial Mortgage Trust        
  2017-B1 3.711% 8/15/50 1,950 1,896
5 Citigroup Commercial Mortgage Trust        
  2017-C4 3.471% 10/12/50 5,925 5,755
5 Citigroup Commercial Mortgage Trust        
  2017-C4 3.764% 10/12/50 1,575 1,537
5 Citigroup Commercial Mortgage Trust        
  2018-B2 3.788% 3/10/51 2,300 2,326
5 Citigroup Commercial Mortgage Trust        
  2018-B2 4.009% 3/10/51 12,275 12,414
5 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 1,285 1,273
5 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 1,825 1,813
5 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 5,404 5,286
5,10 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 2,195 2,159
5 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 6,300 6,132
5 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,463
5 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 660 682
5 COMM 2013-CCRE11 Mortgage Trust 3.047% 8/10/50 1,310 1,311
5 COMM 2013-CCRE11 Mortgage Trust 3.660% 8/10/50 1,310 1,322
5 COMM 2013-CCRE11 Mortgage Trust 3.983% 8/10/50 1,750 1,777
5 COMM 2013-CCRE11 Mortgage Trust 4.258% 8/10/50 6,490 6,709
5 COMM 2013-CCRE11 Mortgage Trust 4.715% 8/10/50 1,310 1,362
5 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 322 322
5 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,075 1,082
5 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 1,500 1,517
5 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,125 1,152
5 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 750 768
5 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 350 353
5 COMM 2013-CCRE13 Mortgage Trust 3.039% 11/10/46 493 493
5 COMM 2013-CCRE13 Mortgage Trust 3.706% 11/10/46 375 379
5 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/46 3,700 3,820
5 COMM 2013-CCRE13 Mortgage Trust 4.449% 11/10/46 1,100 1,136
5 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 1,744 1,723
5 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 1,343 1,330
5 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 1,888 1,901
5 COMM 2013-CCRE9 Mortgage Trust 4.375% 7/10/45 2,295 2,377
5 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 11 11

 

 

5 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 2,020 2,083
5 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 3,981 3,905
5 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,184 2,139
5 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 2,763 2,763
5 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 2,450 2,533
5 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 2,725 2,816
5 COMM 2014-CCRE14 Mortgage Trust 4.717% 2/10/47 2,650 2,757
5 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 2,087 2,087
5 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 935 940
5 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 1,737 1,781
5 COMM 2014-CCRE15 Mortgage Trust 4.833% 2/10/47 869 907
5 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 1,500 1,499
5 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 1,975 2,019
5 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 1,804 1,804
5 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 950 954
5 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 2,425 2,474
5 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 955 969
5 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 2,950 2,951
5 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 975 987
5 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,281 1,298
5 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 5,775 5,838
5 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 1,550 1,572
5 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 1,525 1,523
5 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 2,916 2,914
5 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 5,625 5,595
5 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,150 1,150
5 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 5,225 5,339
5 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 3,900 3,905
5 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 1,550 1,573
5 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 717 717
5 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 658 660
5 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 1,699 1,726
5 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 475 480
5 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 301 306
5 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,150 1,149
5 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 3,075 3,107
5 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 6,000 6,006
5 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 1,502 1,489
5 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 4,575 4,619
5 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 3,615 3,610
5 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 3,850 3,830
5 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 7,500 7,495
5 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,275 2,288
5 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 1,900 1,894
5 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 5,325 5,229
5 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 1,900 1,876
5 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 2,200 2,177
5 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 3,250 3,223
5 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 1,450 1,444
5 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 3,500 3,516
5 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 7,125 7,094
5 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 3,575 3,560
5 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 3,775 3,752
5 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 750 737
5 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 4,000 3,904
5 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 1,775 1,745
5 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 5,350 5,353

 

 

5 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 4,375 4,330
5 CSAIL 2015-C1 Commercial Mortgage        
  Trust 3.505% 4/15/50 3,750 3,719
5 CSAIL 2015-C1 Commercial Mortgage        
  Trust 3.791% 4/15/50 1,900 1,887
5 CSAIL 2015-C1 Commercial Mortgage        
  Trust 4.044% 4/15/50 1,525 1,516
5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 1.454% 6/15/57 401 399
5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 3.504% 6/15/57 4,700 4,640
5 CSAIL 2015-C2 Commercial Mortgage        
  Trust 3.849% 6/15/57 1,800 1,784
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 3.448% 8/15/48 2,772 2,761
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 3.718% 8/15/48 3,550 3,548
5 CSAIL 2015-C3 Commercial Mortgage        
  Trust 4.252% 8/15/48 1,625 1,622
5 CSAIL 2015-C4 Commercial Mortgage        
  Trust 3.617% 11/15/48 2,200 2,198
5 CSAIL 2015-C4 Commercial Mortgage        
  Trust 3.808% 11/15/48 2,850 2,862
5 CSAIL 2016-C7 Commercial Mortgage        
  Trust 3.502% 11/15/49 7,325 7,142
5 CSAIL 2017-C8 Commercial Mortgage        
  Trust 3.392% 6/15/50 7,800 7,521
5 CSAIL 2017-CX10 Commercial Mortgage        
  Trust 3.458% 11/15/50 5,925 5,744
5 CSAIL 2017-CX9 Commercial Mortgage        
  Trust 3.446% 9/15/50 4,175 4,050
5 CSAIL 2018-CX11 Commercial Mortgage        
  Trust 4.033% 4/15/51 12,250 12,414
5 CSAIL 2018-CX12 Commercial Mortgage        
  Trust 4.224% 8/15/51 5,425 5,578
5 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 2,600 2,527
5 DBJPM 16-C3 Mortgage Trust 2.890% 8/10/49 3,075 2,901
5 DBJPM 17-C6 Mortgage Trust 3.328% 6/10/50 5,700 5,508
5 DBJPM 17-C6 Mortgage Trust 3.561% 6/10/50 1,600 1,546
5 Discover Card Execution Note Trust 2015-        
  A2 1.900% 10/17/22 9,175 9,027
5 Discover Card Execution Note Trust 2015-        
  A4 2.190% 4/17/23 6,950 6,829
5 Discover Card Execution Note Trust 2016-        
  A1 1.640% 7/15/21 11,000 10,972
5 Discover Card Execution Note Trust 2017-        
  A2 2.390% 7/15/24 7,300 7,105
5 Discover Card Execution Note Trust 2018-        
  A1 3.030% 8/15/25 10,175 10,060
5 Drive Auto Receivables Trust 2018-2 3.220% 4/15/22 4,075 4,073
5 Drive Auto Receivables Trust 2018-2 3.630% 8/15/24 4,900 4,905
5 Drive Auto Receivables Trust 2018-4 3.360% 10/17/22 4,765 4,761
4,5 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 711 718
4,5 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 4,441 4,458
4,5 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 10,470 10,564
4,5 Fannie Mae-Aces 2013-M12 2.482% 3/25/23 7,089 6,796
4,5 Fannie Mae-Aces 2013-M14 2.603% 4/25/23 8,464 8,173

 

 

4,5 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 11,411 11,304
4,5 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 607 587
4,5 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 3,718 3,562
4,5 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 6,420 6,377
4,5 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 10,335 10,157
4,5 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 1,292 1,259
4,5 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 4,500 4,405
4,5 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 11,322 11,368
4,5 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 2,431 2,389
4,5 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 5,400 5,385
4,5 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 5,650 5,615
4,5 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 9,308 9,184
4,5 Fannie Mae-Aces 2014-M7 3.384% 6/25/24 9,872 9,740
4,5 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,260 1,224
4,5 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 5,850 5,706
4,5 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 6,825 6,670
4,5 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 10,000 9,532
4,5 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 2,750 2,631
4,5 Fannie Mae-Aces 2015-M12 2.886% 5/25/25 7,025 6,764
4,5 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 8,825 8,528
4,5 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 6,738 6,428
4,5 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 3,700 3,560
4,5 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 4,125 4,029
4,5 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 6,650 6,346
4,5 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 2,763 2,668
4,5 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 8,100 7,859
4,5 Fannie Mae-Aces 2016-M11 2.369% 7/25/26 9,650 8,870
4,5 Fannie Mae-Aces 2016-M12 2.529% 9/25/26 9,400 8,681
4,5 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 6,425 6,153
4,5 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 3,639 3,458
4,5 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 3,525 3,315
4,5 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 7,900 7,349
4,5 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 5,150 4,798
4,5 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 1,700 1,610
4,5 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 2,825 2,597
4,5 Fannie Mae-Aces 2016-M9 2.292% 6/25/26 14,000 12,852
4,5 Fannie Mae-Aces 2017-M1 2.498% 10/25/26 10,300 9,514
4,5 Fannie Mae-Aces 2017-M10 2.646% 7/25/24 4,280 4,072
4,5 Fannie Mae-Aces 2017-M11 2.980% 8/25/29 5,100 4,756
4,5 Fannie Mae-Aces 2017-M12 3.182% 6/25/27 12,575 12,108
4,5 Fannie Mae-Aces 2017-M15 3.196% 11/25/27 11,675 11,223
4,5 Fannie Mae-Aces 2017-M2 2.878% 2/25/27 7,000 6,626
4,5 Fannie Mae-Aces 2017-M3 2.568% 12/25/26 12,300 11,464
4,5 Fannie Mae-Aces 2017-M4 2.683% 12/25/26 11,290 10,529
4,5 Fannie Mae-Aces 2017-M7 2.961% 2/25/27 6,500 6,196
4,5 Fannie Mae-Aces 2017-M8 3.061% 5/25/27 21,979 21,088
4,5 Fannie Mae-Aces 2018-M12 3.639% 8/25/30 15,800 15,670
4,5 Fannie Mae-Aces 2018-M2 2.999% 1/25/28 18,350 17,363
4,5 Fannie Mae-Aces 2018-M4 3.144% 3/25/28 7,361 7,045
4,5 Fannie Mae-Aces 2018-M7 3.150% 3/25/28 4,100 3,923
4,5 Fannie Mae-Aces 2018-M8 3.436% 6/25/28 4,478 4,381
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K004 4.186% 8/25/19 2,050 2,064
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K005 3.484% 4/25/19 728 729
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K006 3.398% 7/25/19 1,359 1,361

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K009 2.757% 5/25/20 634 633
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K010 3.320% 7/25/20 318 318
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K011 4.084% 11/25/20 1,666 1,695
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K012 4.186% 12/25/20 2,725 2,781
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K014 3.871% 4/25/21 4,634 4,703
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K017 2.873% 12/25/21 12,820 12,701
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K019 2.272% 3/25/22 5,430 5,276
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K020 2.373% 5/25/22 13,400 13,031
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K021 2.396% 6/25/22 8,300 8,072
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K022 2.355% 7/25/22 575 558
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K026 2.510% 11/25/22 11,500 11,200
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K028 3.111% 2/25/23 8,625 8,592
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K029 3.320% 2/25/23 11,425 11,475
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K030 2.779% 9/25/22 6,317 6,262
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K030 3.250% 4/25/23 11,425 11,439
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K031 3.300% 4/25/23 11,906 11,907
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.016% 2/25/23 3,823 3,795
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K032 3.310% 5/25/23 6,420 6,431
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K033 2.871% 2/25/23 7,453 7,376
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K033 3.060% 7/25/23 12,875 12,761
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K034 3.531% 7/25/23 10,633 10,759
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K035 3.458% 8/25/23 12,575 12,679
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K036 3.527% 10/25/23 400 404
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K037 3.490% 1/25/24 475 479
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K038 2.604% 10/25/23 2,560 2,516
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K038 3.389% 3/25/24 5,225 5,249
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K039 2.683% 12/25/23 1,861 1,837
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K039 3.303% 7/25/24 2,600 2,600

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K040 2.768% 4/25/24 3,034 2,979
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K040 3.241% 9/25/24 9,300 9,264
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K041 3.171% 10/25/24 9,600 9,521
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.267% 6/25/24 1,534 1,477
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K042 2.670% 12/25/24 7,225 6,947
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K043 2.532% 10/25/23 1,606 1,572
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K043 3.062% 12/25/24 5,600 5,504
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K045 2.493% 11/25/24 3,148 3,056
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K045 3.023% 1/25/25 5,800 5,685
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K046 3.205% 3/25/25 5,800 5,740
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K047 2.827% 12/25/24 1,486 1,446
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K047 3.329% 5/25/25 4,450 4,443
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K048 3.284% 6/25/25 6,650 6,591
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K049 3.010% 7/25/25 3,850 3,757
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K050 3.334% 8/25/25 6,375 6,328
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K052 3.151% 11/25/25 4,150 4,069
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K053 2.995% 12/25/25 2,450 2,381
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K054 2.745% 1/25/26 6,350 6,068
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K055 2.673% 3/25/26 7,500 7,123
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K056 2.525% 5/25/26 5,325 4,992
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K057 2.570% 7/25/26 9,375 8,796
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K058 2.653% 8/25/26 5,800 5,468
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K059 3.120% 9/25/26 5,000 4,869
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K060 3.300% 10/25/26 8,000 7,842
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K061 3.347% 11/25/26 17,600 17,368
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K062 3.413% 12/25/26 18,250 18,091
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K063 3.430% 1/25/27 16,200 16,078
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K064 3.224% 3/25/27 15,380 15,025

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K065 3.243% 4/25/27 17,557 17,092
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K066 3.117% 6/25/27 5,840 5,650
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K068 3.244% 8/25/27 7,823 7,602
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K069 3.187% 9/25/27 8,875 8,608
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K070 3.303% 11/25/27 2,875 2,813
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K071 3.286% 11/25/27 3,950 3,856
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K072 3.444% 12/25/27 4,525 4,469
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K075 3.650% 2/25/28 6,975 6,988
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K076 3.900% 6/25/51 16,500 16,871
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K152 3.080% 1/25/31 3,500 3,268
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.294% 3/25/29 14,500 14,070
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K153 3.117% 10/25/31 8,100 7,583
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K155 3.750% 11/25/32 4,100 4,138
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K155 3.750% 4/25/33 8,900 8,709
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K503 1.384% 1/25/19 1,085 1,081
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K503 2.456% 8/25/19 11,200 11,170
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K504 2.566% 9/25/20 3,491 3,468
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K706 2.323% 10/25/18 1,697 1,694
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K707 2.220% 12/25/18 3,058 3,052
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K710 1.883% 5/25/19 1,179 1,173
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K711 1.730% 7/25/19 14,281 14,182
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K712 1.869% 11/25/19 6,046 5,986
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K713 2.313% 3/25/20 18,166 18,004
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K714 3.034% 10/25/20 13,025 13,017
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K716 2.413% 1/25/21 1,253 1,233
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K716 3.130% 6/25/21 12,830 12,801
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K717 2.991% 9/25/21 12,975 12,898
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.375% 9/25/21 6,908 6,751

 

 

4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K718 2.791% 1/25/22 6,800 6,706
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K722 2.183% 5/25/22 2,343 2,265
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates K731 3.600% 2/25/25 10,225 10,330
4,5 FHLMC Multifamily Structured Pass        
  Through Certificates KW01 2.853% 1/25/26 7,000 6,689
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K073 3.350% 1/25/28 8,000 7,835
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K074 3.600% 1/25/28 10,275 10,263
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K077 3.850% 5/25/28 22,000 22,391
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K078 3.854% 6/25/28 5,200 5,294
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K079 3.926% 6/25/28 31,350 32,104
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K080 3.736% 4/25/28 3,000 3,046
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K080 3.926% 7/25/28 12,000 12,291
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.424% 4/25/32 1,500 1,450
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K1504 3.459% 11/25/32 2,175 2,078
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K715 2.856% 1/25/21 4,225 4,196
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K720 2.716% 6/25/22 4,550 4,471
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K723 2.454% 8/25/23 4,650 4,484
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K724 3.062% 11/25/23 9,200 9,107
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K725 3.002% 1/25/24 16,100 15,861
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K725 2.946% 7/25/24 14,700 14,424
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K726 2.905% 4/25/24 7,800 7,637
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K728 3.064% 8/25/24 11,850 11,685
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.452% 9/24/24 1,088 1,095
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K730 3.590% 1/25/25 12,100 12,250
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates K732 3.700% 5/25/25 10,450 10,638
4,5 FHLMC Multifamily Structures Pass        
  Through Certificates KC02 3.370% 7/25/25 8,300 8,233
5 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 398 397
5 Ford Credit Auto Lease Trust 2018-A 2.930% 6/15/21 5,725 5,710
5 Ford Credit Auto Lease Trust 2018-A 3.050% 8/15/21 625 622
5 Ford Credit Auto Lease Trust 2018-B 3.190% 12/15/21 9,950 9,957
5 Ford Credit Auto Lease Trust 2018-B 3.300% 2/15/22 2,325 2,326
5 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 340 339
5 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 798 796

 

 

5 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 150 150
5 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 800 796
5 Ford Credit Auto Owner Trust 2017-A 1.670% 6/15/21 4,475 4,434
5 Ford Credit Auto Owner Trust 2017-A 1.920% 4/15/22 2,675 2,619
5 Ford Credit Auto Owner Trust 2017-B 1.690% 11/15/21 5,805 5,712
5 Ford Credit Auto Owner Trust 2017-B 1.870% 9/15/22 756 734
5 Ford Credit Auto Owner Trust 2017-C 2.010% 3/15/22 16,075 15,840
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2016-1 1.760% 2/15/21 7,125 7,103
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2017-1 2.070% 5/15/22 6,450 6,346
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2017-2 2.160% 9/15/22 4,170 4,094
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2017-3 2.480% 9/15/24 4,310 4,163
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2018-1 2.950% 5/15/23 10,200 10,125
5 Ford Credit Floorplan Master Owner Trust        
  A Series 2018-2 3.170% 3/15/25 9,275 9,176
4,5 Freddie Mac Multifamily Structured Pass        
  Through Certificates 3.990% 5/25/33 2,925 2,982
4,5 Freddie Mac Multifamily Structured Pass        
  Through Certificates 3.990% 8/25/33 3,775 3,826
5 GM Financial Automobile Leasing Trust        
  2016-1 1.790% 3/20/20 1,407 1,406
5 GM Financial Automobile Leasing Trust        
  2016-2 1.620% 9/20/19 682 682
5 GM Financial Automobile Leasing Trust        
  2016-3 1.610% 12/20/19 1,473 1,469
5 GM Financial Automobile Leasing Trust        
  2018-1 2.610% 1/20/21 5,700 5,663
5 GM Financial Automobile Leasing Trust        
  2018-1 2.680% 12/20/21 1,250 1,238
5 GM Financial Automobile Leasing Trust        
  2018-2 3.060% 6/21/21 2,100 2,101
5 GM Financial Automobile Leasing Trust        
  2018-2 3.160% 4/20/22 850 848
5 GM Financial Consumer Automobile 2018-        
  2 2.810% 12/16/22 4,900 4,864
5 GM Financial Consumer Automobile 2018-        
  2 3.020% 12/18/23 4,075 4,038
5 GS Mortgage Securities Corporation II        
  2013-GC10 2.943% 2/10/46 3,744 3,659
5 GS Mortgage Securities Corporation II        
  2013-GC10 3.279% 2/10/46 1,310 1,281
5 GS Mortgage Securities Corporation II        
  2015-GC30 2.726% 5/10/50 2,575 2,556
5 GS Mortgage Securities Corporation II        
  2015-GC30 3.382% 5/10/50 3,700 3,632
5 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 1,500 1,513
5 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 6,326 6,350
5 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 3,533 3,535
5 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 2,949 2,874
5 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 2,255 2,223
5 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 966 946
5 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 41 41
5 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,319 1,333

 

 

5 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 177 176
5 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 710 717
5 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,150 1,187
5 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 11,250 11,532
5 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 2,750 2,808
5 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 1,550 1,555
5 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 341 340
5 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,350 1,366
5 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 6,282 6,360
5 GS Mortgage Securities Trust 2014-GC24 4.642% 9/10/47 1,175 1,196
5 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,225 1,223
5 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 2,275 2,273
5 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 7,475 7,472
5 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 1,325 1,315
5 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,125 1,131
5 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 4,150 4,080
5 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 3,675 3,679
5 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 1,425 1,430
5 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 3,575 3,541
5 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 3,400 3,343
5 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 2,700 2,578
5 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 7,125 6,679
5 GS Mortgage Securities Trust 2016-GS4 3.442% 11/10/49 2,450 2,394
5 GS Mortgage Securities Trust 2016-GS4 3.645% 11/10/49 1,825 1,778
5 GS Mortgage Securities Trust 2017-GS5 3.674% 3/10/50 5,750 5,701
5 GS Mortgage Securities Trust 2017-GS5 3.826% 3/10/50 2,300 2,254
5 GS Mortgage Securities Trust 2017-GS6 3.433% 5/10/50 5,300 5,150
5 GS Mortgage Securities Trust 2017-GS7 3.430% 8/10/50 13,872 13,476
5 GS Mortgage Securities Trust 2017-GS7 3.663% 8/10/50 3,700 3,617
5 Honda Auto Receivables 2015-3 Owner        
Trust 1.560% 10/18/21 493 492
5 Honda Auto Receivables 2015-4 Owner        
Trust 1.230% 9/23/19 630 629
5 Honda Auto Receivables 2015-4 Owner        
Trust 1.440% 1/21/22 900 896
5 Honda Auto Receivables 2017-2 Owner        
Trust 1.680% 8/16/21 7,138 7,049
5 Honda Auto Receivables 2017-2 Owner        
Trust 1.870% 9/15/23 1,586 1,546
5 Honda Auto Receivables 2017-4 Owner        
Trust 2.050% 11/22/21 4,325 4,272
5 Honda Auto Receivables 2018-1 Owner        
Trust 2.640% 2/15/22 10,250 10,175
5 Honda Auto Receivables 2018-1 Owner        
Trust 2.830% 5/15/24 2,700 2,678
5 Honda Auto Receivables 2018-2 Owner        
Trust 3.010% 5/18/22 2,875 2,870
5 Honda Auto Receivables 2018-2 Owner        
Trust 3.160% 8/19/24 2,050 2,050
5 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 202 202
5 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 216 216
5 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 850 846
5 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 715 712
5 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 2,962 2,934
5 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 2,250 2,184
5 Hyundai Auto Receivables Trust 2018-A 2.790% 7/15/22 2,650 2,635
5 Hyundai Auto Receivables Trust 2018-A 2.940% 6/17/24 3,250 3,222

 

 

5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 4,119 4,130
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 11,071 10,838
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 3,816 3,823
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 2,250 2,200
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,389 2,360
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,042 1,027
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,231 1,242
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 1,500 1,523
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 4,900 5,046
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,250 1,288
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.113% 12/15/46 1,250 1,303
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 6,766 6,628
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 1,525 1,524
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 575 582
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2015-JP1 3.914% 1/15/49 2,825 2,852
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 8,900 8,360
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.648% 12/15/49 3,700 3,664
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.870% 12/15/49 2,950 2,922
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.050% 7/15/50 3,600 3,557
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.490% 7/15/50 2,000 1,953
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2017-JP6 3.744% 7/15/50 2,800 2,740
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,982 1,998
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.171% 7/15/45 655 663
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 956 967
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 2,640 2,714
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 740 759
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 888 887
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 496 500

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 3,920 4,031
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 2,010 2,063
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,163 1,174
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 4,320 4,454
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 775 797
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 1,163 1,206
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 4,338 4,441
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 771 792
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.974% 2/15/47 935 971
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 1,663 1,663
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 1,900 1,916
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 1,900 1,936
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 1,525 1,552
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 979 981
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 950 957
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 575 578
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 5,850 5,906
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 1,550 1,566
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 2,919 2,963
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 1,722 1,751
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 1,552 1,550
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 1,525 1,524
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 2,750 2,752
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 6,825 6,831
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 1,900 1,916
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 3,592 3,590
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 10,160 10,070
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 1,875 1,863

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 1,875 1,862
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 3,000 2,988
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 3,763 3,710
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 3,750 3,733
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.042% 10/15/48 1,400 1,381
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,125 1,100
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 2,889 2,879
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,903 2,891
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 2,900 2,882
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 3,675 3,693
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 3,600 3,622
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 1,850 1,881
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 1,709 1,715
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 1,841 1,849
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 4,625 4,607
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 3,575 3,544
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 2,610 2,613
5 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 2,925 2,903
5 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.723% 3/15/50 10,725 10,666
5 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.876% 3/15/50 2,300 2,275
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 2,725 2,618
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 1,250 1,213
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.694% 3/15/50 13,000 12,920
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.858% 3/15/50 3,975 3,935
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.409% 10/15/50 2,825 2,745
5 JPMDB Commercial Mortgage Securities        
Trust 2017-C7 3.713% 10/15/50 1,775 1,735
5 JPMDB Commercial Mortgage Securities        
Trust 2018-C8 4.211% 6/15/51 10,300 10,593
5 JPMDB Commercial Mortgage Securities        
Trust 2018-C8 4.421% 6/15/51 1,250 1,287
5 Mercedes-Benz Auto Lease Trust 2017-A 1.790% 4/15/20 10,700 10,654

 

 

5 Mercedes-Benz Auto Lease Trust 2017-A 2.010% 1/17/23 4,300 4,264
5 Mercedes-Benz Auto Lease Trust 2018-A 2.410% 2/16/21 3,550 3,528
5 Mercedes-Benz Auto Lease Trust 2018-A 2.510% 10/16/23 600 593
5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.340% 12/16/19 157 157
5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.750% 12/15/21 725 721
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C5 3.176% 8/15/45 2,890 2,867
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C6 2.858% 11/15/45 4,000 3,923
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.303% 8/15/46 990 1,017
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.503% 8/15/46 490 502
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 3.824% 10/15/46 800 809
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 4.259% 10/15/46 3,360 3,451
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 2.936% 11/15/46 518 518
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.039% 11/15/46 2,200 2,247
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.899% 11/15/46 1,100 1,131
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 2.918% 2/15/46 1,707 1,672
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 3.214% 2/15/46 341 333
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.134% 12/15/48 2,100 2,073
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.376% 12/15/48 1,000 979
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.102% 5/15/46 1,275 1,248
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.456% 5/15/46 1,125 1,107
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 2.916% 2/15/47 1,266 1,266
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 3.669% 2/15/47 3,201 3,220
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.064% 2/15/47 3,050 3,113
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.792% 2/15/47 1,150 1,190
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 2.849% 6/15/47 575 574
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.477% 6/15/47 775 777
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.892% 6/15/47 2,875 2,917
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 4.479% 6/15/47 1,150 1,160
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.194% 10/15/47 3,328 3,330
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.923% 10/15/47 1,000 1,010

 

 

5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 4.585% 10/15/47 1,150 1,167
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.101% 12/15/47 3,775 3,773
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.326% 12/15/47 2,000 1,987
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.526% 12/15/47 3,275 3,259
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.069% 2/15/48 1,875 1,852
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.249% 2/15/48 6,650 6,473
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C21 3.338% 3/15/48 1,500 1,467
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.040% 4/15/48 3,750 3,688
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.306% 4/15/48 2,950 2,877
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.883% 4/15/48 1,875 1,852
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 2.982% 7/15/50 1,800 1,794
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.398% 7/15/50 1,050 1,040
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.719% 7/15/50 3,650 3,654
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.383% 10/15/48 3,850 3,816
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.635% 10/15/48 1,975 1,961
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.323% 10/15/48 2,325 2,302
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.531% 10/15/48 2,625 2,585
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.557% 12/15/47 1,800 1,789
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.753% 12/15/47 2,175 2,174
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.288% 1/15/49 2,425 2,397
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.544% 1/15/49 7,000 6,908
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.140% 5/15/49 1,500 1,460
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.325% 5/15/49 750 727
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C30 2.860% 9/15/49 7,300 6,809
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C31 3.102% 11/15/49 9,400 8,914
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.720% 12/15/49 7,600 7,537
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C32 3.994% 12/15/49 3,050 3,038
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2017-C33 3.599% 5/15/50 6,500 6,386

 

 

5 Morgan Stanley Bank of America Merrill        
  Lynch Trust 2017-C33 3.852% 5/15/50 3,800 3,722
5 Morgan Stanley Bank of America Merrill        
  Lynch Trust 2017-C34 3.276% 11/15/52 3,600 3,442
5 Morgan Stanley Bank of America Merrill        
  Lynch Trust 2017-C34 3.536% 11/15/52 5,250 5,100
5 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 6,000 5,954
5 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 1,800 1,789
5 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 2,525 2,521
5 Morgan Stanley Capital I Trust 2016-BNK2 3.049% 11/15/49 3,650 3,454
5 Morgan Stanley Capital I Trust 2016-BNK2 3.282% 11/15/49 2,951 2,814
5 Morgan Stanley Capital I Trust 2016-        
  UBS11 2.782% 8/15/49 7,300 6,784
5 Morgan Stanley Capital I Trust 2016-        
  UBS12 3.778% 12/15/49 3,000 2,942
5 Morgan Stanley Capital I Trust 2016-        
  UBS12 3.596% 12/15/49 7,350 7,211
5 Morgan Stanley Capital I Trust 2017-H1 3.530% 6/15/50 5,800 5,664
10 National Australia Bank Ltd. 2.250% 3/16/21 12,000 11,696
5 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 3,300 3,289
5 Nissan Auto Lease Trust 2017-B 2.050% 9/15/20 2,800 2,776
5 Nissan Auto Lease Trust 2017-B 2.170% 12/15/21 750 740
5 Nissan Auto Receivables 2015-B Owner        
  Trust 1.340% 3/16/20 408 407
5 Nissan Auto Receivables 2015-B Owner        
  Trust 1.790% 1/17/22 1,075 1,066
5 Nissan Auto Receivables 2015-C Owner        
  Trust 1.370% 5/15/20 353 351
5 Nissan Auto Receivables 2015-C Owner        
  Trust 1.670% 2/15/22 1,750 1,731
5 Nissan Auto Receivables 2016-B Owner        
  Trust 1.540% 10/17/22 2,500 2,444
5 Nissan Auto Receivables 2016-C Owner        
  Trust 1.180% 1/15/21 2,423 2,398
5 Nissan Auto Receivables 2016-C Owner        
  Trust 1.380% 1/17/23 2,650 2,574
5 Nissan Auto Receivables 2017-B Owner        
  Trust 1.750% 10/15/21 5,034 4,959
5 Nissan Auto Receivables 2017-B Owner        
  Trust 1.950% 10/16/23 2,848 2,759
5 Nissan Auto Receivables 2018-A Owner        
  Trust 2.650% 5/16/22 5,325 5,282
5 Nissan Auto Receivables 2018-A Owner        
  Trust 2.890% 6/17/24 4,025 3,993
5 Nissan Master Owner Trust Receivables        
  Series 2016-A 1.540% 6/15/21 3,500 3,468
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.094% 2/1/26 1,875 1,869
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.506% 8/1/28 975 971
5 Public Service New Hampshire Funding        
  LLC 2018-1 3.814% 2/1/35 2,200 2,198
  Royal Bank of Canada 2.100% 10/14/20 35,000 34,205
  Royal Bank of Canada 2.300% 3/22/21 5,000 4,885
5 Santander Drive Auto Receivables Trust        
  2017-3 1.870% 6/15/21 3,870 3,858

 

 

5 Santander Drive Auto Receivables Trust        
  2018-1 2.320% 8/16/21 1,625 1,619
5 Santander Drive Auto Receivables Trust        
  2018-2 2.750% 9/15/21 2,425 2,420
5 Santander Drive Auto Receivables Trust        
  2018-2 3.030% 9/15/22 2,650 2,637
5 Santander Drive Auto Receivables Trust        
  2018-2 3.350% 7/17/23 2,425 2,412
5 Santander Drive Auto Receivables Trust        
  2018-3 3.030% 2/15/22 1,675 1,673
5 Santander Drive Auto Receivables Trust        
  2018-3 3.290% 10/17/22 1,450 1,447
5 Santander Drive Auto Receivables Trust        
  2018-3 3.510% 8/15/23 2,725 2,717
5 SG Commercial Mortgage Securities Trust        
  2016-C5 3.055% 10/10/48 6,000 5,691
5 Synchrony Card Issuance Trust 2018-A1 3.380% 9/15/24 12,425 12,432
5 Synchrony Credit Card Master Note Trust        
  2016-2 2.210% 5/15/24 15,125 14,715
5 Synchrony Credit Card Master Note Trust        
  2016-3 1.580% 9/15/22 5,350 5,281
5 Synchrony Credit Card Master Note Trust        
  2017-2 2.620% 10/15/25 6,675 6,470
5 Synchrony Credit Card Master Note Trust        
  2018-1 2.970% 3/15/24 12,225 12,138
5 Synchrony Credit Card Master Note Trust        
  2018-2 3.470% 5/15/26 12,300 12,281
5 Synchrony Credit Card Master Note Trust        
  Series 2012-7 1.760% 9/15/22 5,644 5,583
5 TIAA Seasoned Commercial Mortgage        
  Trust 2007-C4 5.481% 8/15/39 80 80
10 Toronto-Dominion Bank 2.250% 3/15/21 8,000 7,810
10 Toronto-Dominion Bank 2.500% 1/18/22 10,000 9,733
5 Toyota Auto Receivables 2015-B Owner        
  Trust 1.740% 9/15/20 2,301 2,297
5 Toyota Auto Receivables 2015-C Owner        
  Trust 1.690% 12/15/20 2,552 2,544
5 Toyota Auto Receivables 2016-B Owner        
  Trust 1.300% 4/15/20 712 709
5 Toyota Auto Receivables 2016-B Owner        
  Trust 1.520% 8/16/21 2,200 2,170
5 Toyota Auto Receivables 2016-C Owner        
  Trust 1.140% 8/17/20 1,626 1,615
5 Toyota Auto Receivables 2016-C Owner        
  Trust 1.320% 11/15/21 1,575 1,542
5 Toyota Auto Receivables 2017-B Owner        
  Trust 1.760% 7/15/21 13,800 13,639
5 Toyota Auto Receivables 2017-D Owner        
  Trust 1.930% 1/18/22 9,425 9,266
5 Toyota Auto Receivables 2018-A Owner        
  Trust 2.350% 5/16/22 5,775 5,710
5 Toyota Auto Receivables 2018-A Owner        
  Trust 2.520% 5/15/23 2,850 2,798
5 Toyota Auto Receivables 2018-B Owner        
  Trust 2.960% 9/15/22 5,050 5,037
5 Toyota Auto Receivables 2018-B Owner        
  Trust 3.110% 11/15/23 900 897

 

 

5 UBS Commercial Mortgage Trust 2017-C1 3.460% 6/15/50 7,800 7,600
5 UBS Commercial Mortgage Trust 2017-C1 3.724% 6/15/50 3,400 3,288
5 UBS Commercial Mortgage Trust 2017-C2 3.487% 8/15/50 5,850 5,708
5 UBS Commercial Mortgage Trust 2017-C2 3.740% 8/15/50 1,550 1,507
5 UBS Commercial Mortgage Trust 2017-C3 3.426% 8/15/50 6,975 6,762
5 UBS Commercial Mortgage Trust 2017-C3 3.739% 8/15/50 2,900 2,824
5 UBS Commercial Mortgage Trust 2017-C4 3.301% 10/15/50 4,700 4,500
5 UBS Commercial Mortgage Trust 2017-C4 3.563% 10/15/50 5,875 5,754
5 UBS Commercial Mortgage Trust 2017-C4 3.836% 10/15/50 2,594 2,514
5 UBS Commercial Mortgage Trust 2017-C5 3.474% 11/15/50 3,950 3,841
5 UBS Commercial Mortgage Trust 2017-C7 3.679% 12/15/50 5,700 5,617
5 UBS Commercial Mortgage Trust 2017-C7 4.061% 12/15/50 3,000 2,985
5 UBS Commercial Mortgage Trust 2018-        
C11 4.241% 6/15/51 11,000 11,289
5 UBS Commercial Mortgage Trust 2018-        
C12 4.296% 8/15/51 10,215 10,538
5 UBS Commercial Mortgage Trust 2018-        
C12 4.587% 8/15/51 4,000 4,136
5 UBS Commercial Mortgage Trust 2018-        
C13 4.208% 10/15/51 2,700 2,785
5 UBS Commercial Mortgage Trust 2018-        
C13 4.334% 10/15/51 9,825 10,144
5 UBS Commercial Mortgage Trust 2018-        
C13 4.585% 10/15/51 1,750 1,807
5 UBS Commercial Mortgage Trust 2018-C8 3.720% 2/15/51 6,125 6,045
5 UBS Commercial Mortgage Trust 2018-C8 3.983% 2/15/51 12,225 12,322
5 UBS Commercial Mortgage Trust 2018-C8 4.215% 2/15/51 3,250 3,269
5 UBS-Barclays Commercial Mortgage Trust        
2012-C4 2.850% 12/10/45 10,200 9,964
5 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 2,870 2,837
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 4,765 4,721
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 700 692
5 UBS-Barclays Commercial Mortgage Trust        
2018-C10 4.313% 5/15/51 8,250 8,526
5 UBS-Barclays Commercial Mortgage Trust        
2018-C9 4.117% 3/15/51 12,300 12,518
5 Volkswagen Auto Loan Enhanced Trust        
2018-1 3.020% 11/21/22 2,300 2,295
5 Volkswagen Auto Loan Enhanced Trust        
2018-1 3.150% 7/22/24 850 847
5 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 4,937 4,847
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,058 1,057
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 775 778
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 11,690 11,821
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 400 395
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 1,962 1,954
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,400 1,393

 

 

5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 2,625 2,602
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 3,725 3,669
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 1,875 1,854
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 3,750 3,695
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 2,075 2,015
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 1,500 1,469
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 5,425 5,382
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,040 1,031
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 3,650 3,646
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,029 1,013
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 4,335 4,216
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 1,900 1,848
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 1,425 1,433
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 2,000 2,017
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 1,775 1,818
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 1,600 1,592
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 2,720 2,681
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 1,500 1,456
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 2,875 2,895
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 1,800 1,810
5 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 9/15/48 7,740 7,767
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 4,875 4,496
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,200 1,103
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 1,929 1,917
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 4,200 4,154
5 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 1,450 1,421
5 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 2,900 2,772
5 Wells Fargo Commercial Mortgage Trust        
2016-C37 3.794% 12/15/49 2,900 2,893

 

 

5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 3,275 3,166
5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 5,654 5,343
5 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.453% 7/15/50 16,255 15,822
5 Wells Fargo Commercial Mortgage Trust        
2017-C38 3.665% 7/15/50 4,606 4,417
5 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.418% 9/15/50 7,000 6,775
5 Wells Fargo Commercial Mortgage Trust        
2017-C39 3.702% 9/15/50 3,900 3,772
5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.317% 10/15/50 3,925 3,775
5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.581% 10/15/50 5,900 5,778
5 Wells Fargo Commercial Mortgage Trust        
2017-C40 3.854% 10/15/50 1,575 1,536
5 Wells Fargo Commercial Mortgage Trust        
2017-C41 3.472% 11/15/50 9,900 9,602
5 Wells Fargo Commercial Mortgage Trust        
2017-RB1 3.635% 3/15/50 10,000 9,839
5 Wells Fargo Commercial Mortgage Trust        
2017-RC1 3.631% 1/15/60 15,000 14,798
5 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.012% 3/15/51 12,275 12,382
5 Wells Fargo Commercial Mortgage Trust        
2018-C43 4.152% 3/15/51 2,125 2,140
5 Wells Fargo Commercial Mortgage Trust        
2018-C44 4.212% 5/15/51 8,200 8,394
5 Wells Fargo Commercial Mortgage Trust        
2018-C45 4.184% 6/15/51 13,000 13,281
5 Wells Fargo Commercial Mortgage Trust        
2018-C46 4.152% 8/15/51 10,600 10,829
5 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 8,500 8,307
5 WFRBS Commercial Mortgage Trust 2012-        
C6 3.440% 4/15/45 4,275 4,282
5 WFRBS Commercial Mortgage Trust 2012-        
C7 3.431% 6/15/45 3,511 3,510
5 WFRBS Commercial Mortgage Trust 2012-        
C7 4.090% 6/15/45 2,200 2,227
5 WFRBS Commercial Mortgage Trust 2012-        
C8 3.001% 8/15/45 1,600 1,577
5 WFRBS Commercial Mortgage Trust 2012-        
C9 2.870% 11/15/45 3,281 3,216
5 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 2,414 2,377
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,045 1,033
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 495 489
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 2,154 2,111
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 421 410

 

 

5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 3,250 3,228
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 1,725 1,691
5 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 651 657
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 2,640 2,714
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 660 669
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,520 1,540
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,520 1,581
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,530 2,603
5 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 90 90
5 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 725 728
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 925 946
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 725 732
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 725 747
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 39 39
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 1,500 1,509
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 7,268 7,472
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 375 382
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.841% 12/15/46 563 585
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 760 759
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,100 1,101
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 1,475 1,511
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.852% 3/15/46 375 390
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 475 479
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 650 654
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 1,450 1,488
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 475 482
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 619 619
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 775 781

 

 

5 WFRBS Commercial Mortgage Trust 2014-        
  C20 3.723% 5/15/47 2,200 2,218
5 WFRBS Commercial Mortgage Trust 2014-        
  C20 3.995% 5/15/47 1,150 1,174
5 WFRBS Commercial Mortgage Trust 2014-        
  C20 4.176% 5/15/47 1,220 1,241
5 WFRBS Commercial Mortgage Trust 2014-        
  C21 3.678% 8/15/47 3,000 3,013
5 WFRBS Commercial Mortgage Trust 2014-        
  C22 3.752% 9/15/57 6,275 6,320
5 WFRBS Commercial Mortgage Trust 2014-        
  C22 4.371% 9/15/57 1,200 1,204
5 WFRBS Commercial Mortgage Trust 2014-        
  C23 3.636% 10/15/57 2,054 2,071
5 WFRBS Commercial Mortgage Trust 2014-        
  C23 3.917% 10/15/57 1,150 1,168
5 WFRBS Commercial Mortgage Trust 2014-        
  C23 4.210% 10/15/57 800 813
5 WFRBS Commercial Mortgage Trust 2014-        
  C24 3.428% 11/15/47 2,075 2,055
5 WFRBS Commercial Mortgage Trust 2014-        
  C24 3.607% 11/15/47 2,075 2,066
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 2.862% 3/15/47 679 679
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 3.522% 3/15/47 1,840 1,850
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.045% 3/15/47 4,415 4,516
5 WFRBS Commercial Mortgage Trust 2014-        
  LC14 4.351% 3/15/47 1,840 1,883
5 World Financial Network Credit Card        
  Master Note Trust Series 2017-C 2.310% 8/15/24 6,375 6,254
5 World Financial Network Credit Card        
  Master Note Trust Series 2018-A 3.070% 12/16/24 8,050 7,998
5 World Omni Auto Receivables Trust 2014-        
  B 1.680% 12/15/20 849 848
5 World Omni Auto Receivables Trust 2015-        
  B 1.490% 12/15/20 579 577
5 World Omni Auto Receivables Trust 2015-        
  B 1.840% 1/17/22 1,775 1,761
5 World Omni Automobile Lease        
  Securitization Trust 2016-A 1.610% 1/15/22 2,000 1,992
5 World Omni Automobile Lease        
  Securitization Trust 2018-B 3.190% 12/15/21 5,770 5,768
5 World Omni Automobile Lease        
  Securitization Trust 2018-B 3.300% 3/15/24 2,500 2,498
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,138,048)   4,036,972
Corporate Bonds (26.9%)        
Finance (8.6%)        
  Banking (6.2%)        
  American Express Co. 2.200% 10/30/20 12,750 12,447
  American Express Co. 3.375% 5/17/21 8,000 7,996
  American Express Co. 2.500% 8/1/22 8,000 7,678
  American Express Co. 2.650% 12/2/22 12,875 12,354
  American Express Co. 3.400% 2/27/23 25,000 24,579
  American Express Co. 3.700% 8/3/23 10,100 10,057
  American Express Co. 3.000% 10/30/24 23,000 21,967

 

 

American Express Co. 3.625% 12/5/24 8,275 8,119
American Express Co. 4.050% 12/3/42 1,065 1,024
American Express Credit Corp. 2.200% 3/3/20 10,450 10,318
American Express Credit Corp. 2.375% 5/26/20 2,280 2,248
American Express Credit Corp. 2.600% 9/14/20 13,000 12,836
American Express Credit Corp. 2.250% 5/5/21 19,220 18,688
American Express Credit Corp. 2.700% 3/3/22 26,325 25,597
American Express Credit Corp. 3.300% 5/3/27 14,425 13,857
Associated Bank NA 3.500% 8/13/21 3,100 3,082
Australia & New Zealand Banking Group        
Ltd. 2.125% 8/19/20 10,000 9,805
Australia & New Zealand Banking Group        
Ltd. 2.250% 11/9/20 8,200 8,019
Australia & New Zealand Banking Group        
Ltd. 2.700% 11/16/20 10,000 9,869
Australia & New Zealand Banking Group        
Ltd. 2.300% 6/1/21 7,100 6,891
Australia & New Zealand Banking Group        
Ltd. 2.550% 11/23/21 6,000 5,817
Australia & New Zealand Banking Group        
Ltd. 2.625% 5/19/22 13,000 12,539
Australia & New Zealand Banking Group        
Ltd. 2.625% 11/9/22 8,200 7,877
Australia & New Zealand Banking Group        
Ltd. 3.700% 11/16/25 9,425 9,260
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 8,125 8,034
Banco Santander SA 3.125% 2/23/23 10,000 9,482
Banco Santander SA 3.848% 4/12/23 6,000 5,861
Banco Santander SA 5.179% 11/19/25 14,700 14,756
Banco Santander SA 4.250% 4/11/27 8,175 7,724
Banco Santander SA 3.800% 2/23/28 10,000 9,071
Banco Santander SA 4.379% 4/12/28 4,600 4,364
Bank of America Corp. 2.250% 4/21/20 9,500 9,373
Bank of America Corp. 5.625% 7/1/20 25 26
Bank of America Corp. 2.625% 10/19/20 33,929 33,512
Bank of America Corp. 2.151% 11/9/20 3,220 3,149
Bank of America Corp. 2.625% 4/19/21 11,420 11,236
5 Bank of America Corp. 2.369% 7/21/21 29,850 29,320
5 Bank of America Corp. 2.328% 10/1/21 21,000 20,541
5 Bank of America Corp. 2.738% 1/23/22 12,800 12,579
5 Bank of America Corp. 3.499% 5/17/22 13,000 13,006
Bank of America Corp. 2.503% 10/21/22 16,925 16,184
Bank of America Corp. 3.300% 1/11/23 50,500 49,795
5 Bank of America Corp. 3.124% 1/20/23 4,130 4,056
5 Bank of America Corp. 2.881% 4/24/23 20,550 19,950
5 Bank of America Corp. 2.816% 7/21/23 32,750 31,623
Bank of America Corp. 4.100% 7/24/23 19,253 19,567
Bank of America Corp. 3.004% 12/20/23 105,813 102,371
Bank of America Corp. 4.125% 1/22/24 16,650 16,919
5 Bank of America Corp. 3.550% 3/5/24 8,400 8,300
Bank of America Corp. 4.000% 4/1/24 25,225 25,405
5 Bank of America Corp. 3.864% 7/23/24 2,000 1,996
Bank of America Corp. 4.200% 8/26/24 53,614 53,793
Bank of America Corp. 4.000% 1/22/25 46,950 46,346
Bank of America Corp. 3.950% 4/21/25 12,750 12,487
5 Bank of America Corp. 3.093% 10/1/25 26,100 24,832
5 Bank of America Corp. 3.366% 1/23/26 18,450 17,741

 

 

Bank of America Corp. 4.450% 3/3/26 31,026 31,076
Bank of America Corp. 3.500% 4/19/26 15,000 14,502
Bank of America Corp. 4.250% 10/22/26 15,725 15,510
Bank of America Corp. 3.248% 10/21/27 19,700 18,351
5 Bank of America Corp. 3.824% 1/20/28 20,030 19,501
5 Bank of America Corp. 3.705% 4/24/28 16,750 16,084
5 Bank of America Corp. 3.593% 7/21/28 31,225 29,722
Bank of America Corp. 3.419% 12/20/28 59,491 55,821
5 Bank of America Corp. 3.970% 3/5/29 15,000 14,638
5 Bank of America Corp. 4.271% 7/23/29 5,000 4,975
Bank of America Corp. 6.110% 1/29/37 16,187 18,650
5 Bank of America Corp. 4.244% 4/24/38 20,275 19,733
Bank of America Corp. 7.750% 5/14/38 14,590 19,686
Bank of America Corp. 5.875% 2/7/42 17,775 20,948
Bank of America Corp. 5.000% 1/21/44 34,235 36,496
Bank of America Corp. 4.875% 4/1/44 10,825 11,341
Bank of America Corp. 4.750% 4/21/45 1,525 1,539
5 Bank of America Corp. 4.443% 1/20/48 1,550 1,541
5 Bank of America Corp. 3.946% 1/23/49 12,825 11,758
Bank of America NA 6.000% 10/15/36 6,875 8,133
Bank of Montreal 2.100% 12/12/19 5,000 4,947
Bank of Montreal 2.100% 6/15/20 6,100 5,993
Bank of Montreal 3.100% 7/13/20 10,300 10,308
Bank of Montreal 3.100% 4/13/21 17,000 16,947
Bank of Montreal 1.900% 8/27/21 17,600 16,907
Bank of Montreal 2.350% 9/11/22 1,503 1,439
Bank of Montreal 2.550% 11/6/22 3,428 3,299
5 Bank of Montreal 3.803% 12/15/32 24,800 22,993
Bank of New York Mellon Corp. 4.600% 1/15/20 7,100 7,238
Bank of New York Mellon Corp. 2.150% 2/24/20 75 74
Bank of New York Mellon Corp. 2.600% 8/17/20 3,000 2,976
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 10,082
Bank of New York Mellon Corp. 3.550% 9/23/21 5,700 5,734
Bank of New York Mellon Corp. 2.600% 2/7/22 10,000 9,750
Bank of New York Mellon Corp. 2.950% 1/29/23 8,990 8,777
5 Bank of New York Mellon Corp. 2.661% 5/16/23 15,188 14,690
Bank of New York Mellon Corp. 3.450% 8/11/23 10,000 9,922
Bank of New York Mellon Corp. 2.200% 8/16/23 8,000 7,498
Bank of New York Mellon Corp. 3.650% 2/4/24 1,100 1,098
Bank of New York Mellon Corp. 3.400% 5/15/24 2,875 2,834
Bank of New York Mellon Corp. 3.250% 9/11/24 4,050 3,950
Bank of New York Mellon Corp. 3.000% 2/24/25 300 287
Bank of New York Mellon Corp. 2.800% 5/4/26 3,075 2,881
Bank of New York Mellon Corp. 2.450% 8/17/26 4,500 4,094
Bank of New York Mellon Corp. 3.250% 5/16/27 12,900 12,379
Bank of New York Mellon Corp. 3.400% 1/29/28 6,200 6,005
5 Bank of New York Mellon Corp. 3.442% 2/7/28 6,975 6,742
Bank of New York Mellon Corp. 3.000% 10/30/28 3,700 3,374
Bank of New York Mellon Corp. 3.300% 8/23/29 10,150 9,447
Bank of Nova Scotia 2.350% 10/21/20 9,800 9,628
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,607
Bank of Nova Scotia 2.800% 7/21/21 16,630 16,359
Bank of Nova Scotia 2.700% 3/7/22 8,000 7,801
Bank of Nova Scotia 4.500% 12/16/25 18,950 18,945
Bank One Corp. 7.625% 10/15/26 975 1,178
Bank One Corp. 8.000% 4/29/27 2,500 3,132

 

 

  Bank One Michigan 8.250% 11/1/24 6,000 7,333
  Barclays Bank plc 5.125% 1/8/20 25 25
  Barclays Bank plc 5.140% 10/14/20 4,795 4,911
  Barclays Bank plc 2.650% 1/11/21 7,000 6,860
  Barclays plc 2.750% 11/8/19 12,225 12,159
  Barclays plc 2.875% 6/8/20 7,750 7,660
  Barclays plc 3.250% 1/12/21 9,200 9,070
  Barclays plc 3.200% 8/10/21 21,600 21,216
  Barclays plc 3.684% 1/10/23 18,925 18,426
5 Barclays plc 4.338% 5/16/24 34,400 33,976
  Barclays plc 3.650% 3/16/25 14,900 13,947
  Barclays plc 4.375% 1/12/26 7,000 6,788
  Barclays plc 4.337% 1/10/28 10,000 9,460
5 Barclays plc 4.972% 5/16/29 13,600 13,424
  Barclays plc 5.250% 8/17/45 3,600 3,485
  Barclays plc 4.950% 1/10/47 11,500 10,615
  BB&T Corp. 5.250% 11/1/19 3,925 4,017
  BB&T Corp. 2.450% 1/15/20 1,325 1,315
  BB&T Corp. 2.625% 6/29/20 10,000 9,898
  BB&T Corp. 2.150% 2/1/21 6,675 6,497
  BB&T Corp. 2.050% 5/10/21 14,025 13,580
  BB&T Corp. 3.200% 9/3/21 8,000 7,966
  BB&T Corp. 3.950% 3/22/22 2,049 2,071
  BB&T Corp. 2.750% 4/1/22 7,000 6,855
  BB&T Corp. 2.850% 10/26/24 11,491 10,991
  BB&T Corp. 3.700% 6/5/25 8,500 8,449
  BNP Paribas SA 2.375% 5/21/20 9,500 9,356
  BNP Paribas SA 5.000% 1/15/21 24,404 25,220
  BNP Paribas SA 3.250% 3/3/23 9,025 8,851
10 BNP Paribas SA 3.800% 1/10/24 500 490
  BNP Paribas SA 4.250% 10/15/24 3,600 3,561
  BPCE SA 2.250% 1/27/20 2,625 2,586
  BPCE SA 2.650% 2/3/21 5,275 5,171
  BPCE SA 2.750% 12/2/21 13,750 13,422
10 BPCE SA 3.000% 5/22/22 5,800 5,616
  BPCE SA 4.000% 4/15/24 12,800 12,878
  BPCE SA 3.375% 12/2/26 4,000 3,738
10 BPCE SA 3.250% 1/11/28 275 252
  Branch Banking & Trust Co. 2.100% 1/15/20 9,750 9,624
  Branch Banking & Trust Co. 2.250% 6/1/20 25,000 24,606
  Branch Banking & Trust Co. 2.850% 4/1/21 3,000 2,962
  Branch Banking & Trust Co. 2.625% 1/15/22 10,232 9,973
  Branch Banking & Trust Co. 3.625% 9/16/25 9,100 8,914
  Branch Banking & Trust Co. 3.800% 10/30/26 3,450 3,404
  Canadian Imperial Bank of Commerce 2.100% 10/5/20 9,000 8,786
  Canadian Imperial Bank of Commerce 2.700% 2/2/21 9,200 9,050
  Canadian Imperial Bank of Commerce 2.550% 6/16/22 16,025 15,464
  Canadian Imperial Bank of Commerce 3.500% 9/13/23 8,000 7,956
  Capital One Bank USA NA 3.375% 2/15/23 15,110 14,672
  Capital One Financial Corp. 2.500% 5/12/20 6,250 6,171
  Capital One Financial Corp. 2.400% 10/30/20 6,903 6,759
  Capital One Financial Corp. 3.450% 4/30/21 8,000 7,988
  Capital One Financial Corp. 4.750% 7/15/21 545 563
  Capital One Financial Corp. 3.050% 3/9/22 7,500 7,333
  Capital One Financial Corp. 3.200% 1/30/23 22,000 21,344
  Capital One Financial Corp. 3.500% 6/15/23 1,378 1,351
  Capital One Financial Corp. 3.750% 4/24/24 7,000 6,877

 

 

  Capital One Financial Corp. 3.300% 10/30/24 11,125 10,590
  Capital One Financial Corp. 3.200% 2/5/25 7,000 6,594
  Capital One Financial Corp. 4.250% 4/30/25 3,500 3,485
  Capital One Financial Corp. 4.200% 10/29/25 625 608
  Capital One Financial Corp. 3.750% 7/28/26 12,700 11,835
  Capital One Financial Corp. 3.750% 3/9/27 4,750 4,485
  Capital One Financial Corp. 3.800% 1/31/28 19,950 18,843
  Capital One NA 2.350% 1/31/20 20,000 19,773
  Capital One NA 2.950% 7/23/21 19,500 19,179
  Capital One NA 2.250% 9/13/21 7,600 7,315
  Capital One NA 2.650% 8/8/22 12,000 11,520
  Citibank NA 3.050% 5/1/20 17,000 16,958
  Citibank NA 2.100% 6/12/20 10,000 9,818
  Citibank NA 2.125% 10/20/20 34,255 33,450
  Citibank NA 2.850% 2/12/21 8,900 8,796
  Citibank NA 3.400% 7/23/21 12,725 12,707
5,10 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 4,559 4,802
  Citigroup Inc. 2.450% 1/10/20 15,845 15,705
  Citigroup Inc. 2.400% 2/18/20 8,225 8,140
  Citigroup Inc. 5.375% 8/9/20 5,839 6,056
  Citigroup Inc. 2.650% 10/26/20 27,652 27,274
  Citigroup Inc. 2.700% 3/30/21 25,720 25,268
  Citigroup Inc. 2.350% 8/2/21 7,850 7,608
  Citigroup Inc. 2.900% 12/8/21 23,850 23,344
  Citigroup Inc. 4.500% 1/14/22 13,675 14,041
  Citigroup Inc. 2.750% 4/25/22 20,350 19,739
  Citigroup Inc. 4.050% 7/30/22 9,475 9,513
  Citigroup Inc. 2.700% 10/27/22 5,000 4,804
5 Citigroup Inc. 3.142% 1/24/23 22,000 21,563
  Citigroup Inc. 3.375% 3/1/23 1,925 1,893
  Citigroup Inc. 3.500% 5/15/23 30,865 30,366
5 Citigroup Inc. 2.876% 7/24/23 18,075 17,479
  Citigroup Inc. 3.875% 10/25/23 15,480 15,515
  Citigroup Inc. 3.750% 6/16/24 2,400 2,379
  Citigroup Inc. 4.000% 8/5/24 5,525 5,481
  Citigroup Inc. 3.875% 3/26/25 11,325 10,997
  Citigroup Inc. 3.300% 4/27/25 2,950 2,833
  Citigroup Inc. 4.400% 6/10/25 39,525 39,514
  Citigroup Inc. 5.500% 9/13/25 9,400 10,005
  Citigroup Inc. 3.700% 1/12/26 16,617 16,137
  Citigroup Inc. 4.600% 3/9/26 24,450 24,612
  Citigroup Inc. 3.400% 5/1/26 12,225 11,615
  Citigroup Inc. 3.200% 10/21/26 46,800 43,588
  Citigroup Inc. 4.300% 11/20/26 7,850 7,726
  Citigroup Inc. 4.450% 9/29/27 29,400 29,092
5 Citigroup Inc. 3.887% 1/10/28 27,750 26,876
  Citigroup Inc. 6.625% 1/15/28 25 28
5 Citigroup Inc. 3.668% 7/24/28 32,725 31,027
  Citigroup Inc. 4.125% 7/25/28 4,100 3,959
5 Citigroup Inc. 3.520% 10/27/28 22,525 21,178
5 Citigroup Inc. 4.075% 4/23/29 10,000 9,784
  Citigroup Inc. 6.625% 6/15/32 1,125 1,328
  Citigroup Inc. 5.875% 2/22/33 3,000 3,269
  Citigroup Inc. 6.000% 10/31/33 3,850 4,318
  Citigroup Inc. 6.125% 8/25/36 10,418 11,797
5 Citigroup Inc. 3.878% 1/24/39 8,825 8,114
  Citigroup Inc. 8.125% 7/15/39 16,249 23,367

 

 

  Citigroup Inc. 5.875% 1/30/42 7,139 8,289
  Citigroup Inc. 6.675% 9/13/43 4,600 5,648
  Citigroup Inc. 4.950% 11/7/43 8,250 8,136
  Citigroup Inc. 5.300% 5/6/44 7,700 8,057
  Citigroup Inc. 4.650% 7/30/45 5,000 5,033
  Citigroup Inc. 4.750% 5/18/46 19,105 18,681
5 Citigroup Inc. 4.281% 4/24/48 300 287
  Citigroup Inc. 4.650% 7/23/48 27,175 27,538
  Citizens Bank NA 2.450% 12/4/19 3,100 3,077
  Citizens Bank NA 2.250% 3/2/20 6,825 6,717
  Citizens Bank NA 2.200% 5/26/20 9,300 9,113
  Citizens Bank NA 2.250% 10/30/20 8,750 8,522
  Citizens Bank NA 2.550% 5/13/21 550 535
  Citizens Bank NA 2.650% 5/26/22 5,600 5,366
  Citizens Bank NA 3.700% 3/29/23 4,000 3,973
  Citizens Financial Group Inc. 2.375% 7/28/21 1,000 964
  Citizens Financial Group Inc. 4.300% 12/3/25 3,950 3,894
  Comerica Bank 4.000% 7/27/25 2,975 2,920
  Comerica Inc. 3.700% 7/31/23 6,250 6,226
  Comerica Inc. 3.800% 7/22/26 850 819
10 Commonwealth Bank of Australia 1.750% 11/7/19 800 790
  Commonwealth Bank of Australia 2.400% 11/2/20 7,500 7,335
  Commonwealth Bank of Australia 2.550% 3/15/21 5,775 5,643
10 Commonwealth Bank of Australia 2.750% 3/10/22 10,700 10,386
10 Commonwealth Bank of Australia 2.625% 9/6/26 500 452
  Compass Bank 3.500% 6/11/21 9,025 8,974
  Compass Bank 2.875% 6/29/22 14,100 13,579
  Cooperatieve Rabobank UA 2.250% 1/14/20 13,000 12,860
  Cooperatieve Rabobank UA 4.500% 1/11/21 2,490 2,545
  Cooperatieve Rabobank UA 2.500% 1/19/21 40,700 39,823
  Cooperatieve Rabobank UA 2.750% 1/10/22 14,500 14,111
  Cooperatieve Rabobank UA 3.875% 2/8/22 20,421 20,566
  Cooperatieve Rabobank UA 3.950% 11/9/22 20,828 20,682
  Cooperatieve Rabobank UA 4.625% 12/1/23 23,785 24,066
  Cooperatieve Rabobank UA 3.375% 5/21/25 7,342 7,159
  Cooperatieve Rabobank UA 4.375% 8/4/25 11,875 11,710
  Cooperatieve Rabobank UA 3.750% 7/21/26 7,725 7,267
  Cooperatieve Rabobank UA 5.250% 5/24/41 9,755 10,864
  Cooperatieve Rabobank UA 5.750% 12/1/43 7,925 8,833
  Cooperatieve Rabobank UA 5.250% 8/4/45 15,273 15,953
  Credit Suisse AG 5.400% 1/14/20 5,725 5,870
  Credit Suisse AG 3.000% 10/29/21 12,100 11,921
  Credit Suisse AG 3.625% 9/9/24 20,492 20,201
10 Credit Suisse Group AG 3.574% 1/9/23 10,500 10,283
5,10 Credit Suisse Group AG 2.997% 12/14/23 250 238
10 Credit Suisse Group AG 4.282% 1/9/28 23,150 22,473
  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 8,034
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.450% 4/16/21 25,305 25,169
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.800% 9/15/22 18,250 18,140
  Credit Suisse Group Funding Guernsey        
  Ltd. 3.800% 6/9/23 15,540 15,299

 

 

  Credit Suisse Group Funding Guernsey        
  Ltd. 3.750% 3/26/25 23,250 22,375
  Credit Suisse Group Funding Guernsey        
  Ltd. 4.550% 4/17/26 9,700 9,722
  Credit Suisse Group Funding Guernsey        
  Ltd. 4.875% 5/15/45 14,550 14,760
  Credit Suisse USA Inc. 7.125% 7/15/32 4,560 5,810
10 Danske Bank A/S 2.800% 3/10/21 200 195
  Deutsche Bank AG 2.700% 7/13/20 20,900 20,429
  Deutsche Bank AG 2.950% 8/20/20 10,500 10,307
  Deutsche Bank AG 3.125% 1/13/21 5,475 5,365
  Deutsche Bank AG 3.150% 1/22/21 15,800 15,400
  Deutsche Bank AG 3.375% 5/12/21 1,775 1,743
  Deutsche Bank AG 4.250% 10/14/21 17,300 17,235
  Deutsche Bank AG 3.300% 11/16/22 16,000 15,194
  Deutsche Bank AG 3.950% 2/27/23 15,000 14,559
  Deutsche Bank AG 3.700% 5/30/24 14,550 13,739
  Deutsche Bank AG 4.100% 1/13/26 3,475 3,314
  Discover Bank 7.000% 4/15/20 1,350 1,413
  Discover Bank 3.200% 8/9/21 1,400 1,379
  Discover Bank 3.350% 2/6/23 9,300 9,030
  Discover Bank 4.200% 8/8/23 9,475 9,510
  Discover Bank 4.250% 3/13/26 2,175 2,143
  Discover Bank 3.450% 7/27/26 6,250 5,820
5 Discover Bank 4.682% 8/9/28 3,000 2,972
  Discover Bank 4.650% 9/13/28 6,500 6,498
  Discover Financial Services 5.200% 4/27/22 950 983
  Discover Financial Services 3.850% 11/21/22 5,630 5,565
  Discover Financial Services 3.950% 11/6/24 11,100 10,826
  Discover Financial Services 3.750% 3/4/25 3,600 3,435
  Discover Financial Services 4.100% 2/9/27 5,300 5,070
  Fifth Third Bancorp 3.500% 3/15/22 6,025 5,997
  Fifth Third Bancorp 4.300% 1/16/24 7,050 7,104
  Fifth Third Bancorp 3.950% 3/14/28 4,500 4,415
  Fifth Third Bancorp 8.250% 3/1/38 6,046 8,213
  Fifth Third Bank 2.200% 10/30/20 6,050 5,910
  Fifth Third Bank 2.250% 6/14/21 6,500 6,307
  Fifth Third Bank 3.850% 3/15/26 10,500 10,232
  Fifth Third Bank 3.350% 7/26/21 5,625 5,599
  Fifth Third Bank 3.950% 7/28/25 10,900 10,873
  First Horizon National Corp. 3.500% 12/15/20 4,350 4,354
  First Niagara Financial Group Inc. 6.750% 3/19/20 2,300 2,410
  First Republic Bank 2.500% 6/6/22 9,300 8,930
  First Republic Bank 4.375% 8/1/46 1,200 1,098
  First Republic Bank 4.625% 2/13/47 2,375 2,287
  FirstMerit Bank NA 4.270% 11/25/26 4,150 4,084
  Goldman Sachs Bank USA 3.200% 6/5/20 7,750 7,767
  Goldman Sachs Capital I 6.345% 2/15/34 9,535 11,037
  Goldman Sachs Group Inc. 2.550% 10/23/19 20,425 20,338
  Goldman Sachs Group Inc. 2.300% 12/13/19 16,922 16,774
  Goldman Sachs Group Inc. 5.375% 3/15/20 23,465 24,187
  Goldman Sachs Group Inc. 2.600% 4/23/20 23,175 22,965
  Goldman Sachs Group Inc. 6.000% 6/15/20 22,270 23,249
  Goldman Sachs Group Inc. 2.750% 9/15/20 23,645 23,357
  Goldman Sachs Group Inc. 2.600% 12/27/20 500 492
  Goldman Sachs Group Inc. 2.875% 2/25/21 13,272 13,088
  Goldman Sachs Group Inc. 2.625% 4/25/21 10,250 10,032

 

 

Goldman Sachs Group Inc. 5.250% 7/27/21 31,736 33,187
Goldman Sachs Group Inc. 2.350% 11/15/21 8,750 8,422
Goldman Sachs Group Inc. 5.750% 1/24/22 44,244 47,065
Goldman Sachs Group Inc. 3.000% 4/26/22 40,250 39,402
5 Goldman Sachs Group Inc. 2.876% 10/31/22 45,000 43,883
Goldman Sachs Group Inc. 3.625% 1/22/23 24,634 24,507
Goldman Sachs Group Inc. 3.200% 2/23/23 15,000 14,647
5 Goldman Sachs Group Inc. 2.908% 6/5/23 25,000 24,176
5 Goldman Sachs Group Inc. 2.905% 7/24/23 23,625 22,827
Goldman Sachs Group Inc. 4.000% 3/3/24 53,650 53,765
Goldman Sachs Group Inc. 3.850% 7/8/24 4,525 4,500
Goldman Sachs Group Inc. 3.500% 1/23/25 32,725 31,706
5 Goldman Sachs Group Inc. 3.272% 9/29/25 31,685 30,279
Goldman Sachs Group Inc. 4.250% 10/21/25 3,750 3,713
Goldman Sachs Group Inc. 3.750% 2/25/26 21,600 20,995
Goldman Sachs Group Inc. 3.500% 11/16/26 30,215 28,684
Goldman Sachs Group Inc. 5.950% 1/15/27 3,945 4,319
Goldman Sachs Group Inc. 3.850% 1/26/27 27,175 26,430
5 Goldman Sachs Group Inc. 3.691% 6/5/28 21,300 20,244
5 Goldman Sachs Group Inc. 3.814% 4/23/29 37,509 35,684
5 Goldman Sachs Group Inc. 4.223% 5/1/29 16,650 16,403
Goldman Sachs Group Inc. 6.450% 5/1/36 12,800 14,925
Goldman Sachs Group Inc. 6.750% 10/1/37 43,050 51,704
5 Goldman Sachs Group Inc. 4.017% 10/31/38 23,600 21,842
5 Goldman Sachs Group Inc. 4.411% 4/23/39 17,585 16,989
Goldman Sachs Group Inc. 6.250% 2/1/41 17,091 20,603
Goldman Sachs Group Inc. 4.800% 7/8/44 25,575 26,075
Goldman Sachs Group Inc. 5.150% 5/22/45 19,875 20,289
Goldman Sachs Group Inc. 4.750% 10/21/45 12,200 12,334
HSBC Bank USA NA 4.875% 8/24/20 11,275 11,531
HSBC Bank USA NA 5.875% 11/1/34 4,875 5,518
HSBC Bank USA NA 5.625% 8/15/35 5,450 6,034
HSBC Bank USA NA 7.000% 1/15/39 7,476 9,573
HSBC Holdings plc 3.400% 3/8/21 24,238 24,174
HSBC Holdings plc 5.100% 4/5/21 14,270 14,820
HSBC Holdings plc 2.950% 5/25/21 30,225 29,760
HSBC Holdings plc 2.650% 1/5/22 42,445 41,118
HSBC Holdings plc 4.875% 1/14/22 1,895 1,963
HSBC Holdings plc 4.000% 3/30/22 7,455 7,536
5 HSBC Holdings plc 3.262% 3/13/23 32,000 31,324
HSBC Holdings plc 3.600% 5/25/23 21,750 21,523
5 HSBC Holdings plc 3.033% 11/22/23 7,950 7,675
HSBC Holdings plc 4.250% 3/14/24 10,500 10,456
5 HSBC Holdings plc 3.950% 5/18/24 34,350 34,092
HSBC Holdings plc 4.250% 8/18/25 12,250 12,004
HSBC Holdings plc 4.300% 3/8/26 35,305 35,074
HSBC Holdings plc 3.900% 5/25/26 23,300 22,544
5 HSBC Holdings plc 4.292% 9/12/26 27,000 26,693
HSBC Holdings plc 4.375% 11/23/26 21,300 20,914
5 HSBC Holdings plc 4.041% 3/13/28 24,800 23,894
5 HSBC Holdings plc 4.583% 6/19/29 22,600 22,597
HSBC Holdings plc 7.625% 5/17/32 575 717
HSBC Holdings plc 7.350% 11/27/32 600 741
HSBC Holdings plc 6.500% 5/2/36 13,965 16,453
HSBC Holdings plc 6.500% 9/15/37 13,615 16,101
HSBC Holdings plc 6.800% 6/1/38 4,225 5,183
HSBC Holdings plc 6.100% 1/14/42 4,075 4,859

 

 

  HSBC Holdings plc 5.250% 3/14/44 20,750 21,558
  HSBC USA Inc. 2.350% 3/5/20 15,300 15,133
  HSBC USA Inc. 2.750% 8/7/20 10,070 9,982
  HSBC USA Inc. 5.000% 9/27/20 4,855 4,986
  HSBC USA Inc. 3.500% 6/23/24 11,475 11,192
  Huntington Bancshares Inc. 7.000% 12/15/20 6,800 7,276
  Huntington Bancshares Inc. 3.150% 3/14/21 9,700 9,612
  Huntington Bancshares Inc. 2.300% 1/14/22 1,500 1,435
  Huntington Bancshares Inc. 4.000% 5/15/25 3,750 3,747
  Huntington National Bank 2.375% 3/10/20 11,000 10,863
  Huntington National Bank 2.400% 4/1/20 3,600 3,552
  Huntington National Bank 2.875% 8/20/20 4,250 4,207
  Huntington National Bank 3.250% 5/14/21 12,500 12,407
  Huntington National Bank 2.500% 8/7/22 10,000 9,575
  Huntington National Bank 3.550% 10/6/23 5,700 5,629
10 ING Bank NV 2.450% 3/16/20 15,725 15,516
  ING Groep NV 3.150% 3/29/22 6,250 6,099
  ING Groep NV 4.100% 10/2/23 10,400 10,406
  ING Groep NV 3.950% 3/29/27 10,500 10,093
  ING Groep NV 4.550% 10/2/28 10,800 10,745
  Intesa Sanpaolo SPA 5.250% 1/12/24 10,475 10,339
  JPMorgan Chase & Co. 2.200% 10/22/19 2,300 2,283
  JPMorgan Chase & Co. 2.250% 1/23/20 43,990 43,541
  JPMorgan Chase & Co. 4.950% 3/25/20 1,090 1,117
  JPMorgan Chase & Co. 2.750% 6/23/20 28,845 28,623
  JPMorgan Chase & Co. 4.400% 7/22/20 8,795 8,974
  JPMorgan Chase & Co. 4.250% 10/15/20 16,350 16,663
  JPMorgan Chase & Co. 2.550% 10/29/20 5,775 5,691
  JPMorgan Chase & Co. 2.550% 3/1/21 18,315 17,981
  JPMorgan Chase & Co. 4.625% 5/10/21 1,140 1,176
  JPMorgan Chase & Co. 2.400% 6/7/21 9,500 9,263
  JPMorgan Chase & Co. 2.295% 8/15/21 47,400 46,066
  JPMorgan Chase & Co. 4.350% 8/15/21 15,765 16,153
  JPMorgan Chase & Co. 4.500% 1/24/22 25,150 25,925
5 JPMorgan Chase & Co. 3.514% 6/18/22 12,625 12,632
  JPMorgan Chase & Co. 3.250% 9/23/22 24,350 24,139
  JPMorgan Chase & Co. 2.972% 1/15/23 65,595 63,855
  JPMorgan Chase & Co. 3.200% 1/25/23 17,125 16,843
5 JPMorgan Chase & Co. 2.776% 4/25/23 15,450 15,005
  JPMorgan Chase & Co. 3.375% 5/1/23 12,300 12,039
  JPMorgan Chase & Co. 2.700% 5/18/23 14,175 13,615
  JPMorgan Chase & Co. 3.875% 2/1/24 27,475 27,658
5 JPMorgan Chase & Co. 3.559% 4/23/24 19,255 19,068
  JPMorgan Chase & Co. 3.625% 5/13/24 19,825 19,645
5 JPMorgan Chase & Co. 3.797% 7/23/24 11,025 10,997
  JPMorgan Chase & Co. 3.875% 9/10/24 31,025 30,635
  JPMorgan Chase & Co. 3.125% 1/23/25 18,895 18,048
5 JPMorgan Chase & Co. 3.220% 3/1/25 25,850 24,984
  JPMorgan Chase & Co. 3.900% 7/15/25 21,875 21,830
  JPMorgan Chase & Co. 3.300% 4/1/26 55,050 52,735
  JPMorgan Chase & Co. 3.200% 6/15/26 17,100 16,273
  JPMorgan Chase & Co. 2.950% 10/1/26 34,500 32,010
  JPMorgan Chase & Co. 4.125% 12/15/26 28,300 27,990
  JPMorgan Chase & Co. 4.250% 10/1/27 10,100 10,023
  JPMorgan Chase & Co. 3.625% 12/1/27 9,750 9,196
5 JPMorgan Chase & Co. 3.782% 2/1/28 29,275 28,454
5 JPMorgan Chase & Co. 3.540% 5/1/28 14,450 13,765

 

 

5 JPMorgan Chase & Co. 3.509% 1/23/29 30,000 28,318
5 JPMorgan Chase & Co. 4.005% 4/23/29 13,930 13,638
5 JPMorgan Chase & Co. 4.203% 7/23/29 11,025 10,954
JPMorgan Chase & Co. 8.750% 9/1/30 290 391
JPMorgan Chase & Co. 6.400% 5/15/38 15,015 18,690
5 JPMorgan Chase & Co. 3.882% 7/24/38 22,350 20,805
JPMorgan Chase & Co. 5.500% 10/15/40 23,319 26,426
JPMorgan Chase & Co. 5.600% 7/15/41 9,292 10,656
JPMorgan Chase & Co. 5.400% 1/6/42 4,075 4,564
JPMorgan Chase & Co. 5.625% 8/16/43 8,560 9,663
JPMorgan Chase & Co. 4.950% 6/1/45 7,600 7,949
5 JPMorgan Chase & Co. 4.260% 2/22/48 15,650 15,034
5 JPMorgan Chase & Co. 4.032% 7/24/48 16,950 15,735
5 JPMorgan Chase & Co. 3.964% 11/15/48 16,550 15,145
5 JPMorgan Chase & Co. 3.897% 1/23/49 27,100 24,588
5 JPMorgan Chase Bank NA 2.604% 2/1/21 15,000 14,869
5 JPMorgan Chase Bank NA 3.086% 4/26/21 21,000 20,941
KeyBank NA 2.500% 12/15/19 2,000 1,989
KeyBank NA 2.250% 3/16/20 2,000 1,972
KeyBank NA 3.350% 6/15/21 3,275 3,272
KeyBank NA 2.500% 11/22/21 11,000 10,685
KeyBank NA 2.400% 6/9/22 1,550 1,488
KeyBank NA 2.300% 9/14/22 9,550 9,125
KeyBank NA 3.375% 3/7/23 4,000 3,964
KeyBank NA 3.300% 6/1/25 1,125 1,081
KeyBank NA 3.400% 5/20/26 2,000 1,893
5 KeyBank NA 3.180% 10/15/27 2,625 2,581
KeyBank NA 6.950% 2/1/28 500 594
KeyCorp 2.900% 9/15/20 750 745
KeyCorp 5.100% 3/24/21 8,490 8,834
KeyCorp 4.100% 4/30/28 18,000 17,896
Lloyds Bank plc 6.375% 1/21/21 5,500 5,835
Lloyds Bank plc 3.300% 5/7/21 5,400 5,380
Lloyds Banking Group plc 3.000% 1/11/22 10,000 9,733
Lloyds Banking Group plc 4.050% 8/16/23 34,800 34,562
5 Lloyds Banking Group plc 2.907% 11/7/23 15,000 14,306
Lloyds Banking Group plc 4.500% 11/4/24 8,300 8,193
Lloyds Banking Group plc 4.450% 5/8/25 7,000 6,983
Lloyds Banking Group plc 4.582% 12/10/25 29,846 29,127
Lloyds Banking Group plc 4.650% 3/24/26 4,000 3,925
Lloyds Banking Group plc 3.750% 1/11/27 9,750 9,124
Lloyds Banking Group plc 4.375% 3/22/28 21,135 20,609
Lloyds Banking Group plc 4.550% 8/16/28 20,000 19,727
5 Lloyds Banking Group plc 3.574% 11/7/28 19,000 17,359
Lloyds Banking Group plc 5.300% 12/1/45 1,100 1,105
Lloyds Banking Group plc 4.344% 1/9/48 17,000 14,713
M&T Bank Corp. 3.550% 7/26/23 4,500 4,471
Manufacturers & Traders Trust Co. 2.100% 2/6/20 3,200 3,159
Manufacturers & Traders Trust Co. 2.050% 8/17/20 250 245
Manufacturers & Traders Trust Co. 2.625% 1/25/21 13,200 12,974
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,195 6,851
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 12,244 12,088
Mitsubishi UFJ Financial Group Inc. 3.535% 7/26/21 6,000 5,992
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 17,000 16,357
Mitsubishi UFJ Financial Group Inc. 2.998% 2/22/22 13,000 12,701
Mitsubishi UFJ Financial Group Inc. 2.665% 7/25/22 20,000 19,279
Mitsubishi UFJ Financial Group Inc. 3.455% 3/2/23 12,780 12,578

 

 

Mitsubishi UFJ Financial Group Inc. 3.761% 7/26/23 20,000 19,864
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 3,000 2,814
Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 11,160 11,029
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 16,550 16,190
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 4,500 4,084
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 30,900 29,886
Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 25,300 23,712
Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28 13,475 13,233
Mitsubishi UFJ Financial Group Inc. 4.050% 9/11/28 12,050 11,929
Mitsubishi UFJ Financial Group Inc. 4.286% 7/26/38 2,450 2,427
Mizuho Financial Group Inc. 3.549% 3/5/23 12,475 12,295
5 Mizuho Financial Group Inc. 3.922% 9/11/24 12,650 12,574
Mizuho Financial Group Inc. 4.018% 3/5/28 14,850 14,671
5 Mizuho Financial Group Inc. 4.254% 9/11/29 15,600 15,525
Morgan Stanley 5.500% 1/26/20 15,250 15,704
Morgan Stanley 2.650% 1/27/20 18,624 18,506
Morgan Stanley 2.800% 6/16/20 12,650 12,550
Morgan Stanley 5.500% 7/24/20 4,385 4,549
Morgan Stanley 5.750% 1/25/21 12,940 13,596
Morgan Stanley 2.500% 4/21/21 15,800 15,425
Morgan Stanley 5.500% 7/28/21 3,850 4,052
Morgan Stanley 2.625% 11/17/21 30,585 29,736
Morgan Stanley 2.750% 5/19/22 35,475 34,392
Morgan Stanley 4.875% 11/1/22 16,525 17,092
Morgan Stanley 3.125% 1/23/23 10,025 9,768
Morgan Stanley 3.750% 2/25/23 42,140 42,130
Morgan Stanley 4.100% 5/22/23 20,525 20,597
5 Morgan Stanley 3.737% 4/24/24 16,300 16,159
Morgan Stanley 3.875% 4/29/24 24,865 24,753
Morgan Stanley 3.700% 10/23/24 30,302 29,857
Morgan Stanley 4.000% 7/23/25 42,350 42,015
Morgan Stanley 5.000% 11/24/25 25,040 25,914
Morgan Stanley 3.875% 1/27/26 27,600 27,100
Morgan Stanley 3.125% 7/27/26 37,700 35,108
Morgan Stanley 6.250% 8/9/26 9,650 10,821
Morgan Stanley 4.350% 9/8/26 19,070 18,913
Morgan Stanley 3.625% 1/20/27 38,650 36,990
Morgan Stanley 3.950% 4/23/27 7,155 6,856
5 Morgan Stanley 3.591% 7/22/28 43,950 41,611
5 Morgan Stanley 3.772% 1/24/29 25,975 24,942
Morgan Stanley 7.250% 4/1/32 7,000 8,896
5 Morgan Stanley 3.971% 7/22/38 1,850 1,732
5 Morgan Stanley 4.457% 4/22/39 21,675 21,507
Morgan Stanley 6.375% 7/24/42 27,675 34,517
Morgan Stanley 4.300% 1/27/45 27,625 26,623
Morgan Stanley 4.375% 1/22/47 8,550 8,330
MUFG Americas Holdings Corp. 2.250% 2/10/20 18,250 18,014
MUFG Americas Holdings Corp. 3.500% 6/18/22 5,600 5,570
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,350 4,130
National Australia Bank Ltd. 2.250% 1/10/20 300 296
National Australia Bank Ltd. 2.125% 5/22/20 27,700 27,244
National Australia Bank Ltd. 2.625% 7/23/20 3,045 3,010
National Australia Bank Ltd. 2.625% 1/14/21 4,000 3,935
National Australia Bank Ltd. 1.875% 7/12/21 5,500 5,258
National Australia Bank Ltd. 3.375% 9/20/21 18,750 18,633
National Australia Bank Ltd. 2.800% 1/10/22 3,250 3,168
National Australia Bank Ltd. 2.500% 5/22/22 16,000 15,359

 

 

National Australia Bank Ltd. 3.000% 1/20/23 3,200 3,106
National Australia Bank Ltd. 3.625% 6/20/23 12,000 11,925
National Australia Bank Ltd. 3.375% 1/14/26 3,600 3,456
National Australia Bank Ltd. 2.500% 7/12/26 12,175 10,939
National Bank of Canada 2.150% 6/12/20 10,250 10,019
National Bank of Canada 2.200% 11/2/20 17,000 16,509
Northern Trust Corp. 3.450% 11/4/20 2,950 2,968
Northern Trust Corp. 2.375% 8/2/22 6,050 5,821
Northern Trust Corp. 3.950% 10/30/25 8,750 8,845
Northern Trust Corp. 3.650% 8/3/28 3,425 3,393
5 Northern Trust Corp. 3.375% 5/8/32 4,950 4,609
People's United Bank NA 4.000% 7/15/24 3,000 2,964
People's United Financial Inc. 3.650% 12/6/22 5,695 5,648
PNC Bank NA 2.400% 10/18/19 6,700 6,675
PNC Bank NA 2.000% 5/19/20 13,000 12,768
PNC Bank NA 2.300% 6/1/20 5,250 5,178
PNC Bank NA 2.600% 7/21/20 2,000 1,978
PNC Bank NA 2.450% 11/5/20 6,550 6,440
PNC Bank NA 2.500% 1/22/21 2,400 2,354
PNC Bank NA 2.150% 4/29/21 15,000 14,570
PNC Bank NA 2.550% 12/9/21 17,100 16,659
PNC Bank NA 2.625% 2/17/22 20,000 19,469
PNC Bank NA 2.700% 11/1/22 16,788 16,160
PNC Bank NA 2.950% 1/30/23 4,500 4,346
PNC Bank NA 3.300% 10/30/24 3,850 3,758
PNC Bank NA 2.950% 2/23/25 6,750 6,440
PNC Bank NA 3.250% 6/1/25 4,550 4,405
PNC Bank NA 4.200% 11/1/25 4,400 4,466
PNC Bank NA 3.250% 1/22/28 10,775 10,278
PNC Bank NA 4.050% 7/26/28 5,750 5,771
PNC Financial Services Group Inc. 2.854% 11/9/22 5,225 5,055
PNC Financial Services Group Inc. 3.900% 4/29/24 15,525 15,421
PNC Financial Services Group Inc. 3.150% 5/19/27 29,075 27,481
PNC Funding Corp. 5.125% 2/8/20 5,700 5,847
PNC Funding Corp. 4.375% 8/11/20 7,575 7,726
PNC Funding Corp. 3.300% 3/8/22 3,090 3,075
Regions Bank 2.750% 4/1/21 4,700 4,612
Regions Bank 6.450% 6/26/37 1,329 1,546
5 Regions Bank 3.374% 8/13/21 5,950 5,935
Regions Financial Corp. 3.200% 2/8/21 1,750 1,737
Regions Financial Corp. 2.750% 8/14/22 2,675 2,574
Regions Financial Corp. 3.800% 8/14/23 7,000 6,955
Regions Financial Corp. 7.375% 12/10/37 7,000 8,937
Royal Bank of Canada 2.125% 3/2/20 23,000 22,712
Royal Bank of Canada 2.150% 10/26/20 9,618 9,413
Royal Bank of Canada 2.350% 10/30/20 14,216 13,985
Royal Bank of Canada 2.500% 1/19/21 5,000 4,918
Royal Bank of Canada 3.200% 4/30/21 25,950 25,884
Royal Bank of Canada 2.750% 2/1/22 13,000 12,741
Royal Bank of Canada 4.650% 1/27/26 6,250 6,380
Royal Bank of Scotland Group plc 6.125% 12/15/22 5,000 5,223
5 Royal Bank of Scotland Group plc 3.498% 5/15/23 10,000 9,690
Royal Bank of Scotland Group plc 6.100% 6/10/23 8,000 8,341
Royal Bank of Scotland Group plc 3.875% 9/12/23 24,200 23,488
Royal Bank of Scotland Group plc 6.000% 12/19/23 5,700 5,930
Royal Bank of Scotland Group plc 5.125% 5/28/24 20,565 20,552
5 Royal Bank of Scotland Group plc 4.519% 6/25/24 22,000 21,992

 

 

Royal Bank of Scotland Group plc 4.800% 4/5/26 1,400 1,398
5 Royal Bank of Scotland Group plc 4.892% 5/18/29 30,000 29,669
5 Royal Bank of Scotland Group plc 5.076% 1/27/30 34,000 34,035
Santander Holdings USA Inc. 2.650% 4/17/20 1,150 1,138
Santander Holdings USA Inc. 3.700% 3/28/22 21,375 21,068
Santander Holdings USA Inc. 3.400% 1/18/23 11,400 10,985
Santander Holdings USA Inc. 4.500% 7/17/25 14,500 14,279
Santander Holdings USA Inc. 4.400% 7/13/27 9,000 8,592
Santander UK Group Holdings plc 2.875% 10/16/20 9,465 9,349
Santander UK Group Holdings plc 3.125% 1/8/21 8,300 8,184
Santander UK Group Holdings plc 2.875% 8/5/21 7,575 7,373
Santander UK Group Holdings plc 3.571% 1/10/23 7,000 6,801
5 Santander UK Group Holdings plc 3.373% 1/5/24 7,300 7,009
5 Santander UK Group Holdings plc 3.823% 11/3/28 10,500 9,639
Santander UK plc 2.375% 3/16/20 4,810 4,750
Santander UK plc 2.125% 11/3/20 15,000 14,599
Santander UK plc 3.400% 6/1/21 15,000 14,942
Santander UK plc 4.000% 3/13/24 12,350 12,382
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 5,750 5,665
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 8,800 8,622
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 21,350 20,385
Skandinaviska Enskilda Banken AB 2.800% 3/11/22 5,500 5,359
State Street Corp. 2.550% 8/18/20 300 298
State Street Corp. 4.375% 3/7/21 1,385 1,423
State Street Corp. 1.950% 5/19/21 4,575 4,424
5 State Street Corp. 2.653% 5/15/23 12,000 11,623
State Street Corp. 3.100% 5/15/23 19,007 18,585
State Street Corp. 3.700% 11/20/23 500 503
State Street Corp. 3.300% 12/16/24 2,500 2,458
State Street Corp. 3.550% 8/18/25 11,086 10,990
State Street Corp. 2.650% 5/19/26 4,875 4,515
Sumitomo Mitsui Banking Corp. 2.092% 10/18/19 12,000 11,885
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 15,840 15,722
Sumitomo Mitsui Banking Corp. 2.514% 1/17/20 24,000 23,792
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 2,500 2,452
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 1,775 1,744
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 533
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 5,350 5,374
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 6,125 6,143
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 2,650 2,562
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 2,500 2,432
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 9,545 9,410
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 6,850 6,565
Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 9,000 8,682
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 10,000 9,734
Sumitomo Mitsui Financial Group Inc. 2.784% 7/12/22 18,000 17,407
Sumitomo Mitsui Financial Group Inc. 2.778% 10/18/22 8,000 7,686
Sumitomo Mitsui Financial Group Inc. 3.102% 1/17/23 17,000 16,503
Sumitomo Mitsui Financial Group Inc. 3.748% 7/19/23 10,000 9,950
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 9,500 9,271
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 34,900 31,463
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 11,425 10,554
Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 2,000 1,896
Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 15,650 14,781
Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 14,400 13,707
Sumitomo Mitsui Financial Group Inc. 3.944% 7/19/28 18,000 17,730
SunTrust Bank 2.250% 1/31/20 15,500 15,322

 

 

5 SunTrust Bank 2.590% 1/29/21 6,450 6,386
  SunTrust Bank 3.000% 2/2/23 5,000 4,874
  SunTrust Bank 2.750% 5/1/23 2,150 2,077
  SunTrust Bank 3.300% 5/15/26 3,000 2,827
5 SunTrust Bank 3.502% 8/2/22 4,500 4,484
5 SunTrust Bank 3.689% 8/2/24 8,900 8,823
  SunTrust Banks Inc. 2.900% 3/3/21 2,725 2,689
  SunTrust Banks Inc. 2.700% 1/27/22 10,025 9,743
  SunTrust Banks Inc. 4.000% 5/1/25 5,000 5,014
  SVB Financial Group 3.500% 1/29/25 2,250 2,176
  Svenska Handelsbanken AB 2.400% 10/1/20 6,350 6,233
  Svenska Handelsbanken AB 2.450% 3/30/21 5,750 5,619
  Svenska Handelsbanken AB 3.350% 5/24/21 26,000 25,926
  Svenska Handelsbanken AB 1.875% 9/7/21 4,775 4,567
  Synchrony Bank 3.650% 5/24/21 18,000 17,851
  Synchrony Bank 3.000% 6/15/22 2,375 2,277
  Synchrony Financial 2.700% 2/3/20 3,150 3,114
  Synchrony Financial 3.750% 8/15/21 3,500 3,474
  Synchrony Financial 4.250% 8/15/24 25,350 24,473
  Synchrony Financial 4.500% 7/23/25 15,525 14,965
  Synchrony Financial 3.700% 8/4/26 8,325 7,517
  Synchrony Financial 3.950% 12/1/27 12,215 11,068
  Synovus Financial Corp. 3.125% 11/1/22 2,775 2,660
  Toronto-Dominion Bank 2.250% 11/5/19 13,000 12,909
  Toronto-Dominion Bank 3.000% 6/11/20 3,500 3,493
  Toronto-Dominion Bank 3.150% 9/17/20 8,850 8,872
  Toronto-Dominion Bank 2.500% 12/14/20 19,500 19,170
  Toronto-Dominion Bank 2.550% 1/25/21 36,625 36,031
  Toronto-Dominion Bank 2.125% 4/7/21 17,925 17,432
  Toronto-Dominion Bank 3.250% 6/11/21 5,500 5,495
  Toronto-Dominion Bank 1.800% 7/13/21 6,000 5,771
  Toronto-Dominion Bank 3.500% 7/19/23 5,000 4,999
5 Toronto-Dominion Bank 3.625% 9/15/31 6,300 5,902
  UBS AG 2.350% 3/26/20 1,925 1,898
  UBS AG 4.875% 8/4/20 875 898
10 UBS AG 2.450% 12/1/20 20,000 19,560
  US Bancorp 2.350% 1/29/21 3,675 3,605
  US Bancorp 4.125% 5/24/21 2,515 2,568
  US Bancorp 2.625% 1/24/22 10,050 9,825
  US Bancorp 3.000% 3/15/22 4,225 4,174
  US Bancorp 2.950% 7/15/22 10,725 10,467
  US Bancorp 3.700% 1/30/24 11,050 11,116
  US Bancorp 3.100% 4/27/26 4,150 3,925
  US Bancorp 2.375% 7/22/26 20,550 18,609
  US Bancorp 3.150% 4/27/27 12,850 12,268
  US Bancorp 3.900% 4/26/28 7,500 7,569
  US Bank NA 2.125% 10/28/19 10,800 10,727
  US Bank NA 2.350% 1/23/20 4,400 4,363
  US Bank NA 2.000% 1/24/20 9,925 9,798
  US Bank NA 2.050% 10/23/20 7,825 7,647
  US Bank NA 2.850% 1/23/23 4,625 4,501
  US Bank NA 2.800% 1/27/25 13,100 12,438
  US Bank NA 3.050% 7/24/20 8,200 8,175
  US Bank NA 3.400% 7/24/23 9,425 9,381
  Wachovia Corp. 6.605% 10/1/25 1,150 1,278
  Wachovia Corp. 7.500% 4/15/35 500 631
  Wachovia Corp. 5.500% 8/1/35 2,725 2,941

 

 

Wachovia Corp. 6.550% 10/15/35 250 298
Wells Fargo & Co. 2.150% 1/30/20 9,625 9,513
Wells Fargo & Co. 2.600% 7/22/20 29,125 28,810
Wells Fargo & Co. 2.550% 12/7/20 10,475 10,313
Wells Fargo & Co. 3.000% 1/22/21 11,060 10,970
Wells Fargo & Co. 2.500% 3/4/21 23,350 22,859
Wells Fargo & Co. 4.600% 4/1/21 15,165 15,597
Wells Fargo & Co. 2.100% 7/26/21 47,400 45,658
Wells Fargo & Co. 3.500% 3/8/22 21,675 21,643
Wells Fargo & Co. 2.625% 7/22/22 36,250 34,983
Wells Fargo & Co. 3.069% 1/24/23 38,372 37,392
Wells Fargo & Co. 3.450% 2/13/23 23,087 22,605
Wells Fargo & Co. 4.125% 8/15/23 28,812 29,179
Wells Fargo & Co. 4.480% 1/16/24 10,000 10,229
Wells Fargo & Co. 3.300% 9/9/24 21,735 21,021
Wells Fargo & Co. 3.000% 2/19/25 12,525 11,864
Wells Fargo & Co. 3.550% 9/29/25 18,600 18,123
Wells Fargo & Co. 3.000% 4/22/26 13,475 12,492
Wells Fargo & Co. 4.100% 6/3/26 27,550 27,150
Wells Fargo & Co. 3.000% 10/23/26 23,423 21,694
Wells Fargo & Co. 4.300% 7/22/27 20,125 20,060
5 Wells Fargo & Co. 3.584% 5/22/28 24,975 23,950
Wells Fargo & Co. 5.375% 2/7/35 4,150 4,645
Wells Fargo & Co. 5.375% 11/2/43 24,379 26,124
Wells Fargo & Co. 5.606% 1/15/44 10,200 11,336
Wells Fargo & Co. 4.650% 11/4/44 24,520 24,021
Wells Fargo & Co. 3.900% 5/1/45 21,955 20,384
Wells Fargo & Co. 4.900% 11/17/45 11,025 11,179
Wells Fargo & Co. 4.400% 6/14/46 9,325 8,747
Wells Fargo & Co. 4.750% 12/7/46 20,325 20,177
Wells Fargo Bank NA 2.150% 12/6/19 39,025 38,724
Wells Fargo Bank NA 2.400% 1/15/20 17,800 17,659
Wells Fargo Bank NA 2.600% 1/15/21 25,950 25,496
5 Wells Fargo Bank NA 3.325% 7/23/21 15,505 15,484
Wells Fargo Bank NA 3.550% 8/14/23 9,875 9,816
Wells Fargo Bank NA 5.950% 8/26/36 2,700 3,139
Wells Fargo Bank NA 5.850% 2/1/37 11,275 12,966
Wells Fargo Bank NA 6.600% 1/15/38 10,795 13,492
5 Wells Fargo Capital X 5.950% 12/1/86 3,425 3,656
Westpac Banking Corp. 4.875% 11/19/19 9,420 9,615
Westpac Banking Corp. 2.150% 3/6/20 19,475 19,202
Westpac Banking Corp. 3.050% 5/15/20 5,525 5,499
Westpac Banking Corp. 2.600% 11/23/20 16,000 15,746
Westpac Banking Corp. 2.650% 1/25/21 8,000 7,867
Westpac Banking Corp. 2.100% 5/13/21 25,350 24,530
Westpac Banking Corp. 2.000% 8/19/21 9,050 8,685
Westpac Banking Corp. 2.800% 1/11/22 9,000 8,778
Westpac Banking Corp. 2.500% 6/28/22 28,000 26,897
Westpac Banking Corp. 2.750% 1/11/23 8,000 7,721
Westpac Banking Corp. 3.650% 5/15/23 4,400 4,391
Westpac Banking Corp. 2.850% 5/13/26 32,475 29,955
Westpac Banking Corp. 2.700% 8/19/26 6,550 5,957
Westpac Banking Corp. 3.350% 3/8/27 12,000 11,410
5 Westpac Banking Corp. 4.322% 11/23/31 22,010 21,143
ZB NA 3.500% 8/27/21 9,050 8,998

 

 

Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,800 2,829
Affiliated Managers Group Inc. 3.500% 8/1/25 4,300 4,122
Ameriprise Financial Inc. 4.000% 10/15/23 10,449 10,574
Ameriprise Financial Inc. 3.700% 10/15/24 4,500 4,463
Ameriprise Financial Inc. 2.875% 9/15/26 4,825 4,448
BGC Partners Inc. 5.375% 12/9/19 500 508
BGC Partners Inc. 5.125% 5/27/21 3,450 3,532
BlackRock Inc. 5.000% 12/10/19 50 51
BlackRock Inc. 4.250% 5/24/21 5,750 5,885
BlackRock Inc. 3.375% 6/1/22 15,544 15,539
BlackRock Inc. 3.500% 3/18/24 7,650 7,648
BlackRock Inc. 3.200% 3/15/27 6,000 5,765
Brookfield Asset Management Inc. 4.000% 1/15/25 4,725 4,652
Brookfield Finance Inc. 4.250% 6/2/26 1,015 1,002
Brookfield Finance Inc. 3.900% 1/25/28 3,000 2,868
Brookfield Finance Inc. 4.700% 9/20/47 8,175 7,889
Brookfield Finance LLC 4.000% 4/1/24 5,325 5,283
Cboe Global Markets Inc. 3.650% 1/12/27 4,910 4,705
Charles Schwab Corp. 4.450% 7/22/20 775 792
Charles Schwab Corp. 3.250% 5/21/21 6,400 6,392
Charles Schwab Corp. 3.225% 9/1/22 4,464 4,417
Charles Schwab Corp. 2.650% 1/25/23 7,225 6,985
Charles Schwab Corp. 3.850% 5/21/25 2,000 2,015
Charles Schwab Corp. 3.450% 2/13/26 4,225 4,138
Charles Schwab Corp. 3.200% 3/2/27 3,500 3,329
Charles Schwab Corp. 3.200% 1/25/28 5,350 5,062
CME Group Inc. 3.000% 9/15/22 20,055 19,771
CME Group Inc. 3.000% 3/15/25 750 722
CME Group Inc. 3.750% 6/15/28 2,671 2,666
CME Group Inc. 5.300% 9/15/43 7,060 8,137
CME Group Inc. 4.150% 6/15/48 5,975 5,908
E*TRADE Financial Corp. 2.950% 8/24/22 4,362 4,219
E*TRADE Financial Corp. 3.800% 8/24/27 5,250 4,993
E*TRADE Financial Corp. 4.500% 6/20/28 3,630 3,632
Eaton Vance Corp. 3.625% 6/15/23 2,875 2,838
Eaton Vance Corp. 3.500% 4/6/27 2,600 2,512
Franklin Resources Inc. 2.800% 9/15/22 6,875 6,675
Franklin Resources Inc. 2.850% 3/30/25 3,000 2,833
Intercontinental Exchange Inc. 2.750% 12/1/20 4,925 4,883
Intercontinental Exchange Inc. 2.350% 9/15/22 5,375 5,163
Intercontinental Exchange Inc. 3.450% 9/21/23 3,500 3,482
Intercontinental Exchange Inc. 4.000% 10/15/23 9,975 10,196
Intercontinental Exchange Inc. 3.750% 12/1/25 10,115 10,100
Intercontinental Exchange Inc. 3.100% 9/15/27 5,100 4,822
Intercontinental Exchange Inc. 3.750% 9/21/28 4,375 4,319
Intercontinental Exchange Inc. 4.250% 9/21/48 7,750 7,624
Invesco Finance plc 3.125% 11/30/22 16,300 15,974
Invesco Finance plc 4.000% 1/30/24 14,550 14,580
Invesco Finance plc 3.750% 1/15/26 10 10
Invesco Finance plc 5.375% 11/30/43 6,725 7,424
Janus Capital Group Inc. 4.875% 8/1/25 2,400 2,443
Jefferies Financial Group Inc. 5.500% 10/18/23 7,200 7,421
Jefferies Group LLC 6.875% 4/15/21 5,345 5,727
Jefferies Group LLC 5.125% 1/20/23 2,400 2,472
Jefferies Group LLC 4.850% 1/15/27 11,100 10,911
Jefferies Group LLC 6.450% 6/8/27 1,235 1,329

 

 

Jefferies Group LLC 6.250% 1/15/36 2,305 2,315
Jefferies Group LLC 6.500% 1/20/43 2,850 2,925
Jefferies Group LLC / Jefferies Group        
Capital Finance Inc. 4.150% 1/23/30 10,000 8,980
Lazard Group LLC 4.250% 11/14/20 163 165
Lazard Group LLC 3.750% 2/13/25 100 96
Lazard Group LLC 3.625% 3/1/27 5,075 4,735
Lazard Group LLC 4.500% 9/19/28 3,575 3,512
Legg Mason Inc. 3.950% 7/15/24 400 394
Legg Mason Inc. 4.750% 3/15/26 3,102 3,160
Legg Mason Inc. 5.625% 1/15/44 4,875 4,926
Nasdaq Inc. 5.550% 1/15/20 4,400 4,531
Nasdaq Inc. 4.250% 6/1/24 1,375 1,382
Nasdaq Inc. 3.850% 6/30/26 4,350 4,196
Nomura Holdings Inc. 6.700% 3/4/20 50 52
Raymond James Financial Inc. 3.625% 9/15/26 3,066 2,931
Raymond James Financial Inc. 4.950% 7/15/46 7,275 7,377
Stifel Financial Corp. 3.500% 12/1/20 3,475 3,441
Stifel Financial Corp. 4.250% 7/18/24 5,275 5,268
TD Ameritrade Holding Corp. 2.950% 4/1/22 14,675 14,385
TD Ameritrade Holding Corp. 3.625% 4/1/25 1,900 1,868
TD Ameritrade Holding Corp. 3.300% 4/1/27 6,125 5,868
 
Finance Companies (0.3%)        
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.500% 1/15/25 2,050 1,927
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.450% 10/1/25 6,375 6,303
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.650% 7/21/27 8,300 7,574
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.250% 7/1/20 9,780 9,878
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 10/30/20 11,187 11,397
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.500% 5/15/21 6,685 6,794
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 5.000% 10/1/21 8,695 8,945
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.950% 2/1/22 8,400 8,379
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.500% 5/26/22 2,275 2,232
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 4.625% 7/1/22 6,950 7,080
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.300% 1/23/23 6,945 6,676
AerCap Ireland Capital DAC / AerCap        
Global Aviation Trust 3.875% 1/23/28 10,150 9,414
Air Lease Corp. 2.125% 1/15/20 250 246
Air Lease Corp. 4.750% 3/1/20 3,875 3,937
Air Lease Corp. 2.500% 3/1/21 10,025 9,760
Air Lease Corp. 3.875% 4/1/21 9,743 9,790
Air Lease Corp. 3.375% 6/1/21 2,025 2,012
Air Lease Corp. 3.500% 1/15/22 1,465 1,455
Air Lease Corp. 3.750% 2/1/22 5,625 5,610
Air Lease Corp. 2.625% 7/1/22 5,000 4,787
Air Lease Corp. 2.750% 1/15/23 4,000 3,794

 

 

Air Lease Corp. 3.875% 7/3/23 4,350 4,290
Air Lease Corp. 3.000% 9/15/23 7,825 7,424
Air Lease Corp. 4.250% 9/15/24 600 597
Air Lease Corp. 3.250% 3/1/25 7,000 6,516
Air Lease Corp. 3.625% 4/1/27 3,325 3,070
Air Lease Corp. 3.625% 12/1/27 4,000 3,668
Air Lease Corp. 4.625% 10/1/28 4,900 4,825
Aircastle Ltd. 4.400% 9/25/23 5,800 5,771
Ares Capital Corp. 3.500% 2/10/23 11,500 10,990
Ares Capital Corp. 4.250% 3/1/25 8,000 7,673
FS Investment Corp. 4.250% 1/15/20 1,000 1,001
FS Investment Corp. 4.750% 5/15/22 1,625 1,598
GATX Corp. 2.600% 3/30/20 2,250 2,221
GATX Corp. 3.250% 3/30/25 2,325 2,187
GATX Corp. 3.250% 9/15/26 2,800 2,560
GATX Corp. 3.850% 3/30/27 4,000 3,798
GATX Corp. 3.500% 3/15/28 7,000 6,423
GATX Corp. 4.550% 11/7/28 6,425 6,412
GATX Corp. 5.200% 3/15/44 325 335
GATX Corp. 4.500% 3/30/45 2,175 1,999
GE Capital International Funding Co.        
Unlimited Co. 2.342% 11/15/20 64,564 62,941
GE Capital International Funding Co.        
Unlimited Co. 3.373% 11/15/25 19,043 18,123
GE Capital International Funding Co.        
Unlimited Co. 4.418% 11/15/35 99,310 93,405
International Lease Finance Corp. 8.250% 12/15/20 9,702 10,589
International Lease Finance Corp. 4.625% 4/15/21 3,310 3,377
International Lease Finance Corp. 8.625% 1/15/22 4,295 4,886
International Lease Finance Corp. 5.875% 8/15/22 8,212 8,694
Prospect Capital Corp. 5.875% 3/15/23 550 560
 
Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 1,025 1,425
AEGON Funding Co. LLC 5.750% 12/15/20 4,641 4,863
5 Aegon NV 5.500% 4/11/48 6,700 6,457
Aetna Inc. 4.125% 6/1/21 1,680 1,705
Aetna Inc. 2.750% 11/15/22 13,910 13,396
Aetna Inc. 2.800% 6/15/23 14,700 14,087
Aetna Inc. 3.500% 11/15/24 7,500 7,301
Aetna Inc. 6.625% 6/15/36 4,000 4,853
Aetna Inc. 6.750% 12/15/37 3,000 3,768
Aetna Inc. 4.500% 5/15/42 3,500 3,381
Aetna Inc. 4.125% 11/15/42 2,525 2,303
Aetna Inc. 4.750% 3/15/44 400 395
Aetna Inc. 3.875% 8/15/47 9,575 8,474
Aflac Inc. 2.400% 3/16/20 2,900 2,870
Aflac Inc. 3.625% 6/15/23 18,030 17,998
Aflac Inc. 3.625% 11/15/24 4,410 4,386
Aflac Inc. 3.250% 3/17/25 5,175 4,998
Aflac Inc. 2.875% 10/15/26 7,775 7,238
Aflac Inc. 4.000% 10/15/46 1,200 1,109
Alleghany Corp. 4.950% 6/27/22 3,000 3,123
Alleghany Corp. 4.900% 9/15/44 4,575 4,522
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 5,400 5,198
Allstate Corp. 3.150% 6/15/23 9,742 9,555
Allstate Corp. 3.280% 12/15/26 4,000 3,832

 

 

Allstate Corp. 5.350% 6/1/33 1,700 1,887
Allstate Corp. 5.550% 5/9/35 495 561
Allstate Corp. 5.950% 4/1/36 525 622
Allstate Corp. 4.500% 6/15/43 5,950 6,048
Allstate Corp. 4.200% 12/15/46 8,625 8,404
5 Allstate Corp. 5.750% 8/15/53 5,450 5,641
5 Allstate Corp. 6.500% 5/15/67 2,575 2,852
Alterra Finance LLC 6.250% 9/30/20 745 778
American Financial Group Inc. 3.500% 8/15/26 2,825 2,633
American Financial Group Inc. 4.500% 6/15/47 5,300 4,944
American International Group Inc. 3.375% 8/15/20 7,650 7,649
American International Group Inc. 6.400% 12/15/20 15,850 16,839
American International Group Inc. 3.300% 3/1/21 5,875 5,845
American International Group Inc. 4.875% 6/1/22 13,425 13,957
American International Group Inc. 4.125% 2/15/24 3,605 3,612
American International Group Inc. 3.750% 7/10/25 2,960 2,866
American International Group Inc. 3.900% 4/1/26 10,750 10,502
American International Group Inc. 4.200% 4/1/28 8,525 8,452
American International Group Inc. 3.875% 1/15/35 8,925 8,018
American International Group Inc. 4.700% 7/10/35 3,860 3,808
American International Group Inc. 6.250% 5/1/36 12,905 14,796
American International Group Inc. 4.500% 7/16/44 15,315 14,516
American International Group Inc. 4.800% 7/10/45 3,175 3,133
American International Group Inc. 4.750% 4/1/48 11,350 11,108
5 American International Group Inc. 5.750% 4/1/48 7,950 7,783
American International Group Inc. 4.375% 1/15/55 10,040 8,715
5 American International Group Inc. 8.175% 5/15/68 2,900 3,617
Anthem Inc. 4.350% 8/15/20 5,250 5,348
Anthem Inc. 2.500% 11/21/20 1,125 1,108
Anthem Inc. 3.700% 8/15/21 5,630 5,664
Anthem Inc. 3.125% 5/15/22 10,275 10,119
Anthem Inc. 2.950% 12/1/22 6,500 6,319
Anthem Inc. 3.300% 1/15/23 11,621 11,431
Anthem Inc. 3.500% 8/15/24 11,182 10,912
Anthem Inc. 3.350% 12/1/24 6,715 6,512
Anthem Inc. 3.650% 12/1/27 12,800 12,181
Anthem Inc. 4.101% 3/1/28 26,500 26,117
Anthem Inc. 5.950% 12/15/34 1 1
Anthem Inc. 5.850% 1/15/36 1,200 1,342
Anthem Inc. 6.375% 6/15/37 5,175 6,033
Anthem Inc. 4.625% 5/15/42 7,975 7,779
Anthem Inc. 4.650% 1/15/43 5,700 5,618
Anthem Inc. 5.100% 1/15/44 3,755 3,885
Anthem Inc. 4.650% 8/15/44 1,437 1,416
Anthem Inc. 4.375% 12/1/47 14,115 13,330
Anthem Inc. 4.550% 3/1/48 7,000 6,783
Anthem Inc. 4.850% 8/15/54 2,525 2,345
Aon Corp. 5.000% 9/30/20 4,170 4,295
Aon Corp. 6.250% 9/30/40 2,125 2,525
Aon plc 2.800% 3/15/21 8,355 8,196
Aon plc 4.000% 11/27/23 2,675 2,697
Aon plc 3.500% 6/14/24 5,450 5,309
Aon plc 3.875% 12/15/25 8,350 8,232
Aon plc 4.600% 6/14/44 3,175 3,069
Aon plc 4.750% 5/15/45 4,650 4,657
Arch Capital Finance LLC 4.011% 12/15/26 6,025 5,937
Arch Capital Finance LLC 5.031% 12/15/46 4,725 4,953

 

 

  Arch Capital Group Ltd. 7.350% 5/1/34 1,100 1,396
  Arch Capital Group US Inc. 5.144% 11/1/43 5,400 5,669
  Aspen Insurance Holdings Ltd. 4.650% 11/15/23 9,575 9,663
  Assurant Inc. 4.000% 3/15/23 6,975 6,914
  Assurant Inc. 4.200% 9/27/23 1,500 1,492
  Assurant Inc. 4.900% 3/27/28 1,600 1,595
  Assurant Inc. 6.750% 2/15/34 4,600 5,263
  Assured Guaranty US Holdings Inc. 5.000% 7/1/24 3,675 3,779
  Athene Holding Ltd. 4.125% 1/12/28 8,525 7,986
10 AXA Equitable Holdings Inc. 3.900% 4/20/23 2,463 2,435
10 AXA Equitable Holdings Inc. 4.350% 4/20/28 41,380 40,016
10 AXA Equitable Holdings Inc. 5.000% 4/20/48 16,100 15,023
  AXA Financial Inc. 7.000% 4/1/28 6,060 6,800
  AXA SA 8.600% 12/15/30 9,320 12,172
  AXIS Specialty Finance LLC 5.875% 6/1/20 10,950 11,339
  AXIS Specialty Finance plc 4.000% 12/6/27 10,000 9,451
  Berkshire Hathaway Finance Corp. 2.900% 10/15/20 12,650 12,627
  Berkshire Hathaway Finance Corp. 4.250% 1/15/21 10,145 10,397
  Berkshire Hathaway Finance Corp. 3.000% 5/15/22 3,875 3,845
  Berkshire Hathaway Finance Corp. 5.750% 1/15/40 380 456
  Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,725 2,757
  Berkshire Hathaway Finance Corp. 4.300% 5/15/43 13,479 13,540
  Berkshire Hathaway Finance Corp. 4.200% 8/15/48 24,995 24,833
  Berkshire Hathaway Inc. 2.200% 3/15/21 25 24
  Berkshire Hathaway Inc. 3.750% 8/15/21 2,260 2,302
  Berkshire Hathaway Inc. 3.400% 1/31/22 2,000 2,012
  Berkshire Hathaway Inc. 3.000% 2/11/23 4,000 3,959
  Berkshire Hathaway Inc. 2.750% 3/15/23 28,279 27,530
  Berkshire Hathaway Inc. 3.125% 3/15/26 33,300 32,033
  Berkshire Hathaway Inc. 4.500% 2/11/43 7,315 7,581
  Brighthouse Financial Inc. 3.700% 6/22/27 14,193 12,555
  Brighthouse Financial Inc. 4.700% 6/22/47 7,285 6,014
  Brown & Brown Inc. 4.200% 9/15/24 3,555 3,514
  Chubb Corp. 6.000% 5/11/37 1,450 1,745
  Chubb Corp. 6.500% 5/15/38 500 637
  Chubb INA Holdings Inc. 2.300% 11/3/20 3,525 3,460
  Chubb INA Holdings Inc. 2.875% 11/3/22 21,124 20,596
  Chubb INA Holdings Inc. 2.700% 3/13/23 5,060 4,881
  Chubb INA Holdings Inc. 3.350% 5/15/24 7,900 7,755
  Chubb INA Holdings Inc. 3.150% 3/15/25 5,750 5,559
  Chubb INA Holdings Inc. 3.350% 5/3/26 13,025 12,655
  Chubb INA Holdings Inc. 6.700% 5/15/36 675 861
  Chubb INA Holdings Inc. 4.150% 3/13/43 5,675 5,598
  Chubb INA Holdings Inc. 4.350% 11/3/45 19,711 20,023
  Cigna Corp. 5.125% 6/15/20 300 309
  Cigna Corp. 4.375% 12/15/20 200 203
  Cigna Corp. 4.500% 3/15/21 1,090 1,115
  Cigna Corp. 4.000% 2/15/22 4,585 4,624
  Cigna Corp. 3.250% 4/15/25 13,075 12,347
  Cigna Corp. 7.875% 5/15/27 362 446
  Cigna Corp. 3.050% 10/15/27 16,905 15,249
  Cigna Corp. 5.375% 2/15/42 1,300 1,359
  Cigna Corp. 3.875% 10/15/47 6,675 5,733
  Cincinnati Financial Corp. 6.920% 5/15/28 6,363 7,558
  CNA Financial Corp. 5.875% 8/15/20 3,190 3,325
  CNA Financial Corp. 5.750% 8/15/21 2,765 2,917
  CNA Financial Corp. 3.950% 5/15/24 4,325 4,303

 

 

  CNA Financial Corp. 4.500% 3/1/26 2,650 2,678
  CNA Financial Corp. 3.450% 8/15/27 5,000 4,627
  Coventry Health Care Inc. 5.450% 6/15/21 3,810 3,990
  Enstar Group Ltd. 4.500% 3/10/22 1,750 1,750
  Everest Reinsurance Holdings Inc. 4.868% 6/1/44 3,225 3,168
10 Fairfax Financial Holdings Ltd. 4.850% 4/17/28 4,000 3,946
  First American Financial Corp. 4.600% 11/15/24 4,650 4,654
  Hanover Insurance Group Inc. 4.500% 4/15/26 3,020 2,985
  Hartford Financial Services Group Inc. 5.500% 3/30/20 4,100 4,228
  Hartford Financial Services Group Inc. 5.125% 4/15/22 8,350 8,734
  Hartford Financial Services Group Inc. 5.950% 10/15/36 500 572
  Hartford Financial Services Group Inc. 6.100% 10/1/41 5,400 6,321
  Hartford Financial Services Group Inc. 6.625% 4/15/42 1,793 2,160
  Humana Inc. 2.625% 10/1/19 3,500 3,475
  Humana Inc. 3.150% 12/1/22 4,825 4,709
  Humana Inc. 3.850% 10/1/24 14,050 13,892
  Humana Inc. 3.950% 3/15/27 8,400 8,238
  Humana Inc. 4.625% 12/1/42 4,680 4,596
  Humana Inc. 4.950% 10/1/44 5,025 5,205
  Humana Inc. 4.800% 3/15/47 1,325 1,350
  Kemper Corp. 4.350% 2/15/25 1,500 1,471
  Lincoln National Corp. 6.250% 2/15/20 4,895 5,078
  Lincoln National Corp. 4.850% 6/24/21 12 12
  Lincoln National Corp. 4.200% 3/15/22 4,825 4,897
  Lincoln National Corp. 4.000% 9/1/23 3,200 3,230
  Lincoln National Corp. 3.350% 3/9/25 225 215
  Lincoln National Corp. 3.625% 12/12/26 8,325 7,943
  Lincoln National Corp. 3.800% 3/1/28 9,750 9,410
  Lincoln National Corp. 6.150% 4/7/36 2,526 2,859
  Lincoln National Corp. 6.300% 10/9/37 2,550 2,957
  Lincoln National Corp. 7.000% 6/15/40 200 251
  Lincoln National Corp. 4.350% 3/1/48 925 860
  Loews Corp. 2.625% 5/15/23 9,675 9,258
  Loews Corp. 6.000% 2/1/35 225 256
  Loews Corp. 4.125% 5/15/43 8,865 8,273
  Manulife Financial Corp. 4.900% 9/17/20 5,200 5,355
  Manulife Financial Corp. 4.150% 3/4/26 8,575 8,594
5 Manulife Financial Corp. 4.061% 2/24/32 6,640 6,311
  Manulife Financial Corp. 5.375% 3/4/46 6,475 7,271
  Markel Corp. 4.900% 7/1/22 4,665 4,756
  Markel Corp. 3.500% 11/1/27 4,225 3,936
  Markel Corp. 5.000% 4/5/46 4,150 4,231
  Markel Corp. 4.300% 11/1/47 2,200 2,000
  Marsh & McLennan Cos. Inc. 2.350% 3/6/20 5,575 5,498
  Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,332
  Marsh & McLennan Cos. Inc. 2.750% 1/30/22 4,300 4,180
  Marsh & McLennan Cos. Inc. 3.300% 3/14/23 8,212 8,024
  Marsh & McLennan Cos. Inc. 3.500% 6/3/24 17,600 17,242
  Marsh & McLennan Cos. Inc. 3.500% 3/10/25 7,425 7,219
  Marsh & McLennan Cos. Inc. 3.750% 3/14/26 5,150 5,044
  Marsh & McLennan Cos. Inc. 5.875% 8/1/33 3,675 4,204
  Marsh & McLennan Cos. Inc. 4.350% 1/30/47 3,225 3,093
  Marsh & McLennan Cos. Inc. 4.200% 3/1/48 4,350 4,101
  Mercury General Corp. 4.400% 3/15/27 3,265 3,139
  MetLife Inc. 4.750% 2/8/21 6,139 6,323
  MetLife Inc. 3.048% 12/15/22 10,850 10,631
  MetLife Inc. 4.368% 9/15/23 275 284

 

 

  MetLife Inc. 3.600% 4/10/24 18,300 18,333
  MetLife Inc. 3.000% 3/1/25 5,475 5,211
  MetLife Inc. 3.600% 11/13/25 7,975 7,830
  MetLife Inc. 6.500% 12/15/32 225 276
  MetLife Inc. 6.375% 6/15/34 2,195 2,644
  MetLife Inc. 5.700% 6/15/35 7,660 8,741
  MetLife Inc. 5.875% 2/6/41 6,720 7,908
  MetLife Inc. 4.125% 8/13/42 7,275 6,888
  MetLife Inc. 4.875% 11/13/43 8,719 9,140
  MetLife Inc. 4.721% 12/15/44 5,350 5,515
  MetLife Inc. 4.050% 3/1/45 10,325 9,641
  MetLife Inc. 4.600% 5/13/46 8,016 8,003
5 MetLife Inc. 6.400% 12/15/66 9,930 10,526
5 MetLife Inc. 10.750% 8/1/69 500 766
10 Metropolitan Life Global Funding I 2.000% 4/14/20 100 98
  Munich Re America Corp. 7.450% 12/15/26 1,200 1,447
5 Nationwide Financial Services Inc. 6.750% 5/15/87 300 328
  Old Republic International Corp. 4.875% 10/1/24 4,550 4,672
  Old Republic International Corp. 3.875% 8/26/26 10,385 9,902
  PartnerRe Finance B LLC 5.500% 6/1/20 9,458 9,726
  Primerica Inc. 4.750% 7/15/22 2,000 2,062
  Principal Financial Group Inc. 3.400% 5/15/25 4,000 3,863
  Principal Financial Group Inc. 3.100% 11/15/26 14,485 13,376
  Principal Financial Group Inc. 4.350% 5/15/43 375 355
  Principal Financial Group Inc. 4.300% 11/15/46 5,589 5,343
5 Principal Financial Group Inc. 4.700% 5/15/55 2,700 2,707
  Progressive Corp. 3.750% 8/23/21 10,605 10,681
  Progressive Corp. 2.450% 1/15/27 9,100 8,231
  Progressive Corp. 6.625% 3/1/29 2,625 3,134
  Progressive Corp. 4.350% 4/25/44 1,844 1,819
  Progressive Corp. 4.125% 4/15/47 13,275 12,916
  Progressive Corp. 4.200% 3/15/48 6,250 6,169
  Protective Life Corp. 7.375% 10/15/19 950 987
  Prudential Financial Inc. 5.375% 6/21/20 8,295 8,589
  Prudential Financial Inc. 4.500% 11/15/20 5,000 5,125
  Prudential Financial Inc. 4.500% 11/16/21 675 696
  Prudential Financial Inc. 3.500% 5/15/24 1,175 1,173
  Prudential Financial Inc. 3.878% 3/27/28 4,500 4,459
  Prudential Financial Inc. 5.750% 7/15/33 2,630 2,954
  Prudential Financial Inc. 5.700% 12/14/36 7,720 8,769
  Prudential Financial Inc. 6.625% 12/1/37 3,250 4,039
  Prudential Financial Inc. 6.625% 6/21/40 3,020 3,758
  Prudential Financial Inc. 6.200% 11/15/40 300 348
5 Prudential Financial Inc. 5.875% 9/15/42 11,936 12,654
5 Prudential Financial Inc. 5.625% 6/15/43 18,625 19,417
  Prudential Financial Inc. 5.100% 8/15/43 2,775 2,928
5 Prudential Financial Inc. 5.200% 3/15/44 2,350 2,347
  Prudential Financial Inc. 4.600% 5/15/44 15,600 15,646
5 Prudential Financial Inc. 5.375% 5/15/45 4,850 4,869
5 Prudential Financial Inc. 4.500% 9/15/47 1,500 1,393
  Prudential Financial Inc. 3.905% 12/7/47 8,143 7,313
  Prudential Financial Inc. 4.418% 3/27/48 250 246
5 Prudential Financial Inc. 5.700% 9/15/48 9,000 8,936
  Prudential Financial Inc. 3.935% 12/7/49 5,384 4,845
  Reinsurance Group of America Inc. 5.000% 6/1/21 5,766 5,974
  Reinsurance Group of America Inc. 4.700% 9/15/23 1,400 1,438
  Reinsurance Group of America Inc. 3.950% 9/15/26 500 481

 

 

10 Reliance Standard Life Global Funding II 2.500% 1/15/20 350 346
  RenaissanceRe Finance Inc. 3.700% 4/1/25 2,500 2,426
  RenaissanceRe Finance Inc. 3.450% 7/1/27 1,600 1,496
  Sompo International Holdings Ltd. 4.700% 10/15/22 9,375 9,479
  Sompo International Holdings Ltd. 7.000% 7/15/34 3,504 3,998
  Swiss Re Solutions Holding Corp. 7.000% 2/15/26 2,175 2,511
  Torchmark Corp. 4.550% 9/15/28 2,600 2,608
  Transatlantic Holdings Inc. 8.000% 11/30/39 4,125 5,629
  Travelers Cos. Inc. 3.900% 11/1/20 1,820 1,842
  Travelers Cos. Inc. 6.750% 6/20/36 1,125 1,438
  Travelers Cos. Inc. 6.250% 6/15/37 7,090 8,719
  Travelers Cos. Inc. 5.350% 11/1/40 4,145 4,729
  Travelers Cos. Inc. 4.600% 8/1/43 2,920 3,008
  Travelers Cos. Inc. 4.300% 8/25/45 500 495
  Travelers Cos. Inc. 3.750% 5/15/46 4,925 4,467
  Travelers Cos. Inc. 4.000% 5/30/47 12,600 11,885
  Trinity Acquisition plc 4.400% 3/15/26 6,875 6,817
  UnitedHealth Group Inc. 2.300% 12/15/19 4,450 4,412
  UnitedHealth Group Inc. 2.700% 7/15/20 8,425 8,371
  UnitedHealth Group Inc. 1.950% 10/15/20 18,350 17,939
  UnitedHealth Group Inc. 3.875% 10/15/20 1,975 2,000
  UnitedHealth Group Inc. 4.700% 2/15/21 5,735 5,904
  UnitedHealth Group Inc. 2.125% 3/15/21 2,575 2,509
  UnitedHealth Group Inc. 3.150% 6/15/21 2,000 1,995
  UnitedHealth Group Inc. 3.375% 11/15/21 270 271
  UnitedHealth Group Inc. 2.875% 12/15/21 4,400 4,348
  UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,242
  UnitedHealth Group Inc. 3.350% 7/15/22 10,475 10,450
  UnitedHealth Group Inc. 2.375% 10/15/22 10,000 9,574
  UnitedHealth Group Inc. 2.750% 2/15/23 3,600 3,489
  UnitedHealth Group Inc. 2.875% 3/15/23 8,005 7,795
  UnitedHealth Group Inc. 3.500% 6/15/23 4,000 4,004
  UnitedHealth Group Inc. 3.750% 7/15/25 35,738 35,795
  UnitedHealth Group Inc. 3.100% 3/15/26 7,275 6,964
  UnitedHealth Group Inc. 3.450% 1/15/27 8,000 7,834
  UnitedHealth Group Inc. 3.375% 4/15/27 15,825 15,357
  UnitedHealth Group Inc. 2.950% 10/15/27 9,225 8,621
  UnitedHealth Group Inc. 3.850% 6/15/28 5,000 5,014
  UnitedHealth Group Inc. 4.625% 7/15/35 2,900 3,098
  UnitedHealth Group Inc. 5.800% 3/15/36 3,300 3,930
  UnitedHealth Group Inc. 6.500% 6/15/37 725 928
  UnitedHealth Group Inc. 6.625% 11/15/37 5,100 6,635
  UnitedHealth Group Inc. 6.875% 2/15/38 13,845 18,411
  UnitedHealth Group Inc. 5.950% 2/15/41 1,575 1,903
  UnitedHealth Group Inc. 4.625% 11/15/41 4,205 4,370
  UnitedHealth Group Inc. 4.375% 3/15/42 1,775 1,805
  UnitedHealth Group Inc. 3.950% 10/15/42 4,400 4,192
  UnitedHealth Group Inc. 4.250% 3/15/43 5,775 5,766
  UnitedHealth Group Inc. 4.750% 7/15/45 13,098 14,051
  UnitedHealth Group Inc. 4.200% 1/15/47 11,150 11,004
  UnitedHealth Group Inc. 4.250% 4/15/47 11,175 11,193
  UnitedHealth Group Inc. 3.750% 10/15/47 7,900 7,347
  UnitedHealth Group Inc. 4.250% 6/15/48 15,500 15,478
  Unum Group 5.625% 9/15/20 625 647
  Unum Group 4.000% 3/15/24 3,300 3,253
  Unum Group 5.750% 8/15/42 3,638 3,793
  Voya Financial Inc. 5.500% 7/15/22 2,536 2,681

 

 

Voya Financial Inc. 3.125% 7/15/24 7,714 7,286
Voya Financial Inc. 3.650% 6/15/26 3,000 2,848
Voya Financial Inc. 5.700% 7/15/43 4,600 5,040
Voya Financial Inc. 4.800% 6/15/46 1,335 1,309
Willis North America Inc. 3.600% 5/15/24 3,735 3,627
Willis North America Inc. 4.500% 9/15/28 2,800 2,790
Willis North America Inc. 5.050% 9/15/48 2,000 1,997
Willis Towers Watson plc 5.750% 3/15/21 1,385 1,449
WR Berkley Corp. 5.375% 9/15/20 375 388
WR Berkley Corp. 4.625% 3/15/22 6,400 6,574
WR Berkley Corp. 6.250% 2/15/37 150 175
WR Berkley Corp. 4.750% 8/1/44 2,855 2,752
XLIT Ltd. 5.750% 10/1/21 5,455 5,764
XLIT Ltd. 6.375% 11/15/24 300 333
XLIT Ltd. 4.450% 3/31/25 4,450 4,375
XLIT Ltd. 6.250% 5/15/27 2,242 2,526
XLIT Ltd. 5.250% 12/15/43 4,850 5,131
XLIT Ltd. 5.500% 3/31/45 4,350 4,589
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 1,150 1,169
ORIX Corp. 2.900% 7/18/22 2,800 2,695
ORIX Corp. 3.250% 12/4/24 2,000 1,895
ORIX Corp. 3.700% 7/18/27 8,150 7,752
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 1,885 1,868
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,925 1,976
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 665 667
Alexandria Real Estate Equities Inc. 4.000% 1/15/24 2,500 2,506
Alexandria Real Estate Equities Inc. 3.450% 4/30/25 5,275 5,063
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,550 2,529
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 2,300 2,211
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 4,030 3,871
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 2,375 2,366
Alexandria Real Estate Equities Inc. 4.700% 7/1/30 6,275 6,323
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 2,470 2,462
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,375 2,363
American Campus Communities Operating        
Partnership LP 3.625% 11/15/27 3,075 2,886
American Homes 4 Rent LP 4.250% 2/15/28 1,120 1,069
AvalonBay Communities Inc. 3.625% 10/1/20 4,000 4,015
AvalonBay Communities Inc. 2.950% 9/15/22 75 73
AvalonBay Communities Inc. 2.850% 3/15/23 4,890 4,712
AvalonBay Communities Inc. 4.200% 12/15/23 1,680 1,718
AvalonBay Communities Inc. 3.500% 11/15/24 850 836
AvalonBay Communities Inc. 3.450% 6/1/25 4,295 4,189
AvalonBay Communities Inc. 2.950% 5/11/26 4,000 3,751
AvalonBay Communities Inc. 2.900% 10/15/26 4,750 4,424
AvalonBay Communities Inc. 3.350% 5/15/27 5,000 4,795
AvalonBay Communities Inc. 3.200% 1/15/28 3,025 2,881
AvalonBay Communities Inc. 4.350% 4/15/48 2,510 2,502
Boston Properties LP 5.875% 10/15/19 50 51
Boston Properties LP 5.625% 11/15/20 6,450 6,707
Boston Properties LP 4.125% 5/15/21 4,205 4,276

 

 

Boston Properties LP 3.850% 2/1/23 8,325 8,356
Boston Properties LP 3.125% 9/1/23 1,771 1,722
Boston Properties LP 3.800% 2/1/24 3,600 3,576
Boston Properties LP 3.200% 1/15/25 4,075 3,883
Boston Properties LP 3.650% 2/1/26 6,800 6,581
Boston Properties LP 2.750% 10/1/26 4,300 3,893
Brandywine Operating Partnership LP 3.950% 2/15/23 5,475 5,432
Brandywine Operating Partnership LP 3.950% 11/15/27 17,505 16,535
Brixmor Operating Partnership LP 3.875% 8/15/22 4,050 4,035
Brixmor Operating Partnership LP 3.250% 9/15/23 1,475 1,416
Brixmor Operating Partnership LP 3.650% 6/15/24 2,000 1,922
Brixmor Operating Partnership LP 3.850% 2/1/25 12,275 11,804
Brixmor Operating Partnership LP 4.125% 6/15/26 2,750 2,665
Brixmor Operating Partnership LP 3.900% 3/15/27 3,525 3,350
Camden Property Trust 4.625% 6/15/21 1,025 1,050
Camden Property Trust 2.950% 12/15/22 5,575 5,406
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 4,000 3,886
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 5,475 5,018
Corporate Office Properties LP 3.700% 6/15/21 6,375 6,287
Corporate Office Properties LP 3.600% 5/15/23 1,600 1,546
Corporate Office Properties LP 5.250% 2/15/24 675 694
CubeSmart LP 4.375% 12/15/23 6,650 6,751
CubeSmart LP 4.000% 11/15/25 1,375 1,355
CubeSmart LP 3.125% 9/1/26 2,425 2,212
DDR Corp. 4.625% 7/15/22 4,775 4,869
DDR Corp. 3.900% 8/15/24 1,825 1,769
DDR Corp. 3.625% 2/1/25 3,500 3,314
DDR Corp. 4.250% 2/1/26 1,700 1,658
DDR Corp. 4.700% 6/1/27 24,625 24,687
Digital Realty Trust LP 3.400% 10/1/20 3,850 3,850
Digital Realty Trust LP 5.250% 3/15/21 3,265 3,375
Digital Realty Trust LP 3.950% 7/1/22 7,725 7,771
Digital Realty Trust LP 3.625% 10/1/22 3,675 3,642
Digital Realty Trust LP 2.750% 2/1/23 2,500 2,387
Digital Realty Trust LP 4.750% 10/1/25 4,650 4,763
Digital Realty Trust LP 3.700% 8/15/27 5,350 5,083
Digital Realty Trust LP 4.450% 7/15/28 12,000 11,986
Duke Realty LP 3.875% 2/15/21 10,000 10,074
Duke Realty LP 3.875% 10/15/22 6,350 6,387
Duke Realty LP 3.625% 4/15/23 740 730
Duke Realty LP 3.750% 12/1/24 1,500 1,475
Duke Realty LP 4.000% 9/15/28 2,025 1,995
EPR Properties 5.750% 8/15/22 3,110 3,249
EPR Properties 5.250% 7/15/23 3,375 3,463
EPR Properties 4.500% 4/1/25 7,023 6,886
EPR Properties 4.750% 12/15/26 1,100 1,077
EPR Properties 4.500% 6/1/27 245 234
EPR Properties 4.950% 4/15/28 3,475 3,412
ERP Operating LP 4.750% 7/15/20 5,510 5,626
ERP Operating LP 4.625% 12/15/21 1,459 1,505
ERP Operating LP 3.000% 4/15/23 1,675 1,631
ERP Operating LP 3.375% 6/1/25 300 291
ERP Operating LP 2.850% 11/1/26 9,175 8,498
ERP Operating LP 3.500% 3/1/28 7,000 6,747
ERP Operating LP 4.500% 7/1/44 4,200 4,206

 

 

ERP Operating LP 4.500% 6/1/45 3,750 3,738
ERP Operating LP 4.000% 8/1/47 2,800 2,614
Essex Portfolio LP 5.200% 3/15/21 1,750 1,812
Essex Portfolio LP 3.250% 5/1/23 1,425 1,386
Essex Portfolio LP 3.875% 5/1/24 350 348
Essex Portfolio LP 3.500% 4/1/25 8,950 8,630
Essex Portfolio LP 3.375% 4/15/26 3,200 3,012
Essex Portfolio LP 4.500% 3/15/48 6,300 6,199
Federal Realty Investment Trust 2.750% 6/1/23 2,650 2,530
Federal Realty Investment Trust 3.250% 7/15/27 7,725 7,226
Federal Realty Investment Trust 4.500% 12/1/44 8,300 8,262
Government Properties Income Trust 4.000% 7/15/22 2,725 2,684
HCP Inc. 2.625% 2/1/20 5,350 5,302
HCP Inc. 3.150% 8/1/22 3,375 3,286
HCP Inc. 4.000% 12/1/22 6,428 6,436
HCP Inc. 4.250% 11/15/23 8,350 8,370
HCP Inc. 4.200% 3/1/24 7,850 7,787
HCP Inc. 3.875% 8/15/24 4,350 4,251
HCP Inc. 3.400% 2/1/25 4,850 4,596
HCP Inc. 4.000% 6/1/25 425 417
HCP Inc. 6.750% 2/1/41 1,496 1,846
Healthcare Realty Trust Inc. 3.750% 4/15/23 5,000 4,872
Healthcare Realty Trust Inc. 3.625% 1/15/28 1,500 1,395
Healthcare Trust of America Holdings LP 3.375% 7/15/21 4,575 4,539
Healthcare Trust of America Holdings LP 2.950% 7/1/22 6,200 5,981
Healthcare Trust of America Holdings LP 3.700% 4/15/23 2,600 2,553
Healthcare Trust of America Holdings LP 3.500% 8/1/26 2,300 2,146
Healthcare Trust of America Holdings LP 3.750% 7/1/27 3,925 3,686
Highwoods Realty LP 3.200% 6/15/21 9,209 9,049
Highwoods Realty LP 3.875% 3/1/27 3,850 3,690
Highwoods Realty LP 4.125% 3/15/28 2,900 2,823
Hospitality Properties Trust 4.250% 2/15/21 50 50
Hospitality Properties Trust 4.500% 6/15/23 3,211 3,214
Hospitality Properties Trust 4.650% 3/15/24 3,525 3,497
Hospitality Properties Trust 4.500% 3/15/25 1,550 1,512
Hospitality Properties Trust 5.250% 2/15/26 1,960 1,976
Hospitality Properties Trust 4.950% 2/15/27 4,000 3,910
Hospitality Properties Trust 3.950% 1/15/28 3,925 3,552
Hospitality Properties Trust 4.375% 2/15/30 17,000 15,637
Host Hotels & Resorts LP 6.000% 10/1/21 3,000 3,161
Host Hotels & Resorts LP 5.250% 3/15/22 5,794 5,973
Host Hotels & Resorts LP 3.750% 10/15/23 2,175 2,126
Host Hotels & Resorts LP 3.875% 4/1/24 2,800 2,725
Host Hotels & Resorts LP 4.000% 6/15/25 1,100 1,066
Hudson Pacific Properties LP 3.950% 11/1/27 2,500 2,329
Kilroy Realty LP 3.800% 1/15/23 10,550 10,469
Kilroy Realty LP 3.450% 12/15/24 2,000 1,911
Kilroy Realty LP 4.375% 10/1/25 575 572
Kilroy Realty LP 4.250% 8/15/29 2,975 2,891
Kimco Realty Corp. 3.200% 5/1/21 125 124
Kimco Realty Corp. 3.400% 11/1/22 7,275 7,145
Kimco Realty Corp. 3.125% 6/1/23 875 843
Kimco Realty Corp. 3.300% 2/1/25 3,125 2,951
Kimco Realty Corp. 2.800% 10/1/26 1,893 1,688
Kimco Realty Corp. 3.800% 4/1/27 5,175 4,931
Kimco Realty Corp. 4.125% 12/1/46 400 346
Kimco Realty Corp. 4.450% 9/1/47 2,350 2,153

 

 

Kite Realty Group LP 4.000% 10/1/26 7,900 7,197
Liberty Property LP 4.750% 10/1/20 1,535 1,570
Liberty Property LP 3.375% 6/15/23 1,850 1,803
Liberty Property LP 4.400% 2/15/24 3,979 3,981
Liberty Property LP 3.750% 4/1/25 5,675 5,530
Life Storage LP 3.875% 12/15/27 1,000 943
Life Storage LP 3.500% 7/1/26 10,625 9,861
Mid-America Apartments LP 4.300% 10/15/23 2,400 2,427
Mid-America Apartments LP 3.750% 6/15/24 2,725 2,660
Mid-America Apartments LP 4.000% 11/15/25 75 74
Mid-America Apartments LP 3.600% 6/1/27 7,770 7,432
National Retail Properties Inc. 5.500% 7/15/21 5,050 5,328
National Retail Properties Inc. 3.800% 10/15/22 1,600 1,598
National Retail Properties Inc. 3.300% 4/15/23 900 877
National Retail Properties Inc. 3.900% 6/15/24 2,750 2,714
National Retail Properties Inc. 4.000% 11/15/25 2,875 2,825
National Retail Properties Inc. 3.600% 12/15/26 2,375 2,257
National Retail Properties Inc. 3.500% 10/15/27 6,150 5,761
National Retail Properties Inc. 4.300% 10/15/28 2,500 2,487
National Retail Properties Inc. 4.800% 10/15/48 2,275 2,289
Omega Healthcare Investors Inc. 4.375% 8/1/23 19,125 18,958
Omega Healthcare Investors Inc. 4.950% 4/1/24 3,325 3,367
Omega Healthcare Investors Inc. 4.500% 1/15/25 3,250 3,185
Omega Healthcare Investors Inc. 5.250% 1/15/26 5,250 5,316
Omega Healthcare Investors Inc. 4.500% 4/1/27 10,300 9,875
Omega Healthcare Investors Inc. 4.750% 1/15/28 5,180 5,038
Physicians Realty LP 4.300% 3/15/27 6,500 6,261
Physicians Realty LP 3.950% 1/15/28 3,000 2,801
Piedmont Operating Partnership LP 3.400% 6/1/23 6,150 5,909
Piedmont Operating Partnership LP 4.450% 3/15/24 1,750 1,728
Prologis LP 4.250% 8/15/23 1,800 1,851
Prologis LP 3.750% 11/1/25 1,300 1,300
Prologis LP 3.875% 9/15/28 2,500 2,508
Prologis LP 4.375% 9/15/48 3,500 3,532
Public Storage 2.370% 9/15/22 5,510 5,289
Public Storage 3.094% 9/15/27 2,600 2,431
Realty Income Corp. 3.250% 10/15/22 9,900 9,776
Realty Income Corp. 4.650% 8/1/23 1,825 1,891
Realty Income Corp. 3.875% 7/15/24 1,950 1,943
Realty Income Corp. 3.875% 4/15/25 6,840 6,809
Realty Income Corp. 4.125% 10/15/26 8,420 8,421
Realty Income Corp. 3.000% 1/15/27 5,750 5,300
Realty Income Corp. 3.650% 1/15/28 4,725 4,571
Realty Income Corp. 4.650% 3/15/47 8,855 8,897
Regency Centers Corp. 3.750% 11/15/22 2,000 1,982
Regency Centers LP 4.800% 4/15/21 2,000 2,050
Regency Centers LP 3.600% 2/1/27 1,950 1,853
Regency Centers LP 4.125% 3/15/28 1,375 1,355
Regency Centers LP 4.400% 2/1/47 5,650 5,335
Sabra Health Care LP 5.125% 8/15/26 500 490
Select Income REIT 4.150% 2/1/22 2,050 2,021
Select Income REIT 4.500% 2/1/25 5,916 5,681
Senior Housing Properties Trust 4.750% 2/15/28 2,470 2,389
Simon Property Group LP 2.500% 9/1/20 4,800 4,740
Simon Property Group LP 4.375% 3/1/21 1,645 1,684
Simon Property Group LP 2.500% 7/15/21 2,000 1,957
Simon Property Group LP 4.125% 12/1/21 17,150 17,492

 

 

  Simon Property Group LP 2.350% 1/30/22 3,525 3,401
  Simon Property Group LP 3.375% 3/15/22 1,675 1,664
  Simon Property Group LP 2.625% 6/15/22 10,000 9,686
  Simon Property Group LP 2.750% 2/1/23 3,625 3,501
  Simon Property Group LP 2.750% 6/1/23 6,000 5,779
  Simon Property Group LP 3.750% 2/1/24 5,000 4,998
  Simon Property Group LP 3.500% 9/1/25 2,800 2,724
  Simon Property Group LP 3.300% 1/15/26 6,080 5,845
  Simon Property Group LP 3.250% 11/30/26 2,800 2,664
  Simon Property Group LP 3.375% 6/15/27 8,780 8,409
  Simon Property Group LP 3.375% 12/1/27 4,700 4,478
  Simon Property Group LP 6.750% 2/1/40 4,550 5,907
  Simon Property Group LP 4.750% 3/15/42 2,010 2,103
  Simon Property Group LP 4.250% 10/1/44 200 195
  Simon Property Group LP 4.250% 11/30/46 9,875 9,621
  SL Green Operating Partnership LP 3.250% 10/15/22 3,300 3,202
  STORE Capital Corp. 4.500% 3/15/28 4,445 4,337
  Tanger Properties LP 3.750% 12/1/24 1,000 957
  Tanger Properties LP 3.125% 9/1/26 4,710 4,223
  Tanger Properties LP 3.875% 7/15/27 2,600 2,436
  UDR Inc. 3.700% 10/1/20 1,000 1,003
  UDR Inc. 4.625% 1/10/22 8,350 8,535
  UDR Inc. 2.950% 9/1/26 4,400 4,032
  UDR Inc. 3.500% 7/1/27 5,250 4,971
  UDR Inc. 3.500% 1/15/28 5,075 4,803
  Ventas Realty LP 3.100% 1/15/23 4,120 3,992
  Ventas Realty LP 3.125% 6/15/23 7,060 6,813
  Ventas Realty LP 3.750% 5/1/24 2,325 2,275
  Ventas Realty LP 4.125% 1/15/26 1,825 1,796
  Ventas Realty LP 3.250% 10/15/26 9,075 8,384
  Ventas Realty LP 3.850% 4/1/27 2,075 1,996
  Ventas Realty LP 4.000% 3/1/28 12,985 12,574
  Ventas Realty LP 4.400% 1/15/29 4,000 3,966
  Ventas Realty LP 5.700% 9/30/43 1,000 1,086
  Ventas Realty LP 4.375% 2/1/45 3,000 2,727
  Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 2,375 2,354
  Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,300 1,322
  Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 6,877 6,760
  VEREIT Operating Partnership LP 4.125% 6/1/21 3,475 3,509
  VEREIT Operating Partnership LP 4.600% 2/6/24 2,550 2,564
  VEREIT Operating Partnership LP 4.875% 6/1/26 4,425 4,469
  VEREIT Operating Partnership LP 3.950% 8/15/27 8,700 8,180
  Vornado Realty LP 5.000% 1/15/22 5,500 5,692
  Vornado Realty LP 3.500% 1/15/25 2,425 2,321
  Washington Prime Group LP 3.850% 4/1/20 3,975 3,950
  Washington Prime Group LP 5.950% 8/15/24 1,500 1,424
  Washington REIT 4.950% 10/1/20 800 813
  Washington REIT 3.950% 10/15/22 1,050 1,049
10 WEA Finance LLC / Westfield UK & Europe        
  Finance plc 3.750% 9/17/24 500 490
  Weingarten Realty Investors 3.375% 10/15/22 8,375 8,226
  Weingarten Realty Investors 3.500% 4/15/23 2,200 2,155
  Weingarten Realty Investors 4.450% 1/15/24 600 607
  Weingarten Realty Investors 3.850% 6/1/25 900 871
  Welltower Inc. 4.950% 1/15/21 5,340 5,473
  Welltower Inc. 5.250% 1/15/22 3,440 3,585
  Welltower Inc. 3.750% 3/15/23 16,519 16,401

 

 

  Welltower Inc. 3.950% 9/1/23 3,475 3,474
  Welltower Inc. 4.000% 6/1/25 12,375 12,194
  Welltower Inc. 4.250% 4/1/26 9,775 9,729
  Welltower Inc. 4.250% 4/15/28 1,525 1,501
  Welltower Inc. 6.500% 3/15/41 1,250 1,477
  Welltower Inc. 5.125% 3/15/43 950 947
  Welltower Inc. 4.950% 9/1/48 4,500 4,500
  WP Carey Inc. 4.600% 4/1/24 3,980 4,013
  WP Carey Inc. 4.000% 2/1/25 1,250 1,219
  WP Carey Inc. 4.250% 10/1/26 2,350 2,275
          14,012,393
Industrial (16.4%)        
  Basic Industry (0.8%)        
  Air Products & Chemicals Inc. 3.000% 11/3/21 9,860 9,799
  Air Products & Chemicals Inc. 3.350% 7/31/24 8,445 8,296
  Airgas Inc. 3.650% 7/15/24 7,750 7,763
  Albemarle Corp. 4.150% 12/1/24 3,300 3,327
  Albemarle Corp. 5.450% 12/1/44 2,865 2,992
  ArcelorMittal 5.125% 6/1/20 5,000 5,124
  ArcelorMittal 6.250% 2/25/22 2,923 3,128
  ArcelorMittal 6.125% 6/1/25 1,000 1,085
  Barrick Gold Corp. 5.250% 4/1/42 9,150 9,518
  Barrick North America Finance LLC 5.700% 5/30/41 9,345 10,161
  Barrick North America Finance LLC 5.750% 5/1/43 5,750 6,340
  Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 11,894 13,094
  BHP Billiton Finance USA Ltd. 2.875% 2/24/22 12,890 12,644
  BHP Billiton Finance USA Ltd. 3.850% 9/30/23 1,675 1,698
  BHP Billiton Finance USA Ltd. 6.420% 3/1/26 100 116
  BHP Billiton Finance USA Ltd. 4.125% 2/24/42 4,020 3,953
  BHP Billiton Finance USA Ltd. 5.000% 9/30/43 20,890 23,157
10 Braskem America Finance Co. 7.125% 7/22/41 200 230
  Braskem Finance Ltd. 6.450% 2/3/24 2,500 2,663
  Cabot Corp. 3.700% 7/15/22 400 396
  Celanese US Holdings LLC 5.875% 6/15/21 4,000 4,204
  Celulosa Arauco y Constitucion SA 7.250% 7/29/19 625 645
  Celulosa Arauco y Constitucion SA 5.000% 1/21/21 4,425 4,519
  Celulosa Arauco y Constitucion SA 4.750% 1/11/22 8,650 8,824
  Celulosa Arauco y Constitucion SA 3.875% 11/2/27 10,250 9,635
  Celulosa Arauco y Constitucion SA 5.500% 11/2/47 8,500 8,297
  Domtar Corp. 6.750% 2/15/44 3,600 3,725
  Dow Chemical Co. 4.250% 11/15/20 10,040 10,222
  Dow Chemical Co. 4.125% 11/15/21 15,615 15,946
  Dow Chemical Co. 3.000% 11/15/22 17,100 16,668
  Dow Chemical Co. 3.500% 10/1/24 3,700 3,620
  Dow Chemical Co. 7.375% 11/1/29 2,000 2,505
  Dow Chemical Co. 4.250% 10/1/34 5,525 5,290
  Dow Chemical Co. 9.400% 5/15/39 9,820 14,948
  Dow Chemical Co. 5.250% 11/15/41 3,515 3,729
  Dow Chemical Co. 4.375% 11/15/42 11,630 11,007
  Dow Chemical Co. 4.625% 10/1/44 1,600 1,559
  Eastman Chemical Co. 5.500% 11/15/19 4,321 4,423
  Eastman Chemical Co. 2.700% 1/15/20 7,275 7,236
  Eastman Chemical Co. 4.500% 1/15/21 430 436
  Eastman Chemical Co. 3.600% 8/15/22 7,345 7,335
  Eastman Chemical Co. 4.800% 9/1/42 3,350 3,308
  Eastman Chemical Co. 4.650% 10/15/44 5,425 5,242
  Ecolab Inc. 2.250% 1/12/20 2,300 2,271

 

 

Ecolab Inc. 4.350% 12/8/21 4,569 4,711
Ecolab Inc. 2.375% 8/10/22 7,165 6,867
Ecolab Inc. 3.250% 1/14/23 2,325 2,304
Ecolab Inc. 2.700% 11/1/26 3,050 2,822
Ecolab Inc. 3.250% 12/1/27 5,100 4,918
Ecolab Inc. 5.500% 12/8/41 1,212 1,412
Ecolab Inc. 3.950% 12/1/47 11,546 10,951
EI du Pont de Nemours & Co. 4.625% 1/15/20 2,615 2,667
EI du Pont de Nemours & Co. 2.200% 5/1/20 13,101 12,926
EI du Pont de Nemours & Co. 3.625% 1/15/21 3,568 3,595
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,750 1,789
EI du Pont de Nemours & Co. 2.800% 2/15/23 11,605 11,271
EI du Pont de Nemours & Co. 6.500% 1/15/28 475 557
EI du Pont de Nemours & Co. 4.900% 1/15/41 6,070 6,186
EI du Pont de Nemours & Co. 4.150% 2/15/43 5,500 5,071
Fibria Overseas Finance Ltd. 5.250% 5/12/24 6,200 6,223
Fibria Overseas Finance Ltd. 4.000% 1/14/25 8,900 8,195
Fibria Overseas Finance Ltd. 5.500% 1/17/27 575 568
FMC Corp. 3.950% 2/1/22 3,200 3,211
FMC Corp. 4.100% 2/1/24 6,500 6,498
Georgia-Pacific LLC 8.000% 1/15/24 6,971 8,322
Georgia-Pacific LLC 7.375% 12/1/25 2,500 2,976
Georgia-Pacific LLC 7.250% 6/1/28 1,000 1,234
Georgia-Pacific LLC 7.750% 11/15/29 1,750 2,300
Georgia-Pacific LLC 8.875% 5/15/31 4,310 6,223
Goldcorp Inc. 3.625% 6/9/21 2,145 2,134
Goldcorp Inc. 3.700% 3/15/23 21,115 20,828
Goldcorp Inc. 5.450% 6/9/44 7,284 7,542
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,475 1,429
International Flavors & Fragrances Inc. 4.450% 9/26/28 2,000 2,012
International Flavors & Fragrances Inc. 4.375% 6/1/47 4,300 3,923
International Flavors & Fragrances Inc. 5.000% 9/26/48 5,000 5,047
International Paper Co. 7.500% 8/15/21 4,929 5,427
International Paper Co. 4.750% 2/15/22 8,488 8,763
International Paper Co. 3.800% 1/15/26 1,010 989
International Paper Co. 3.000% 2/15/27 17,900 16,416
International Paper Co. 5.000% 9/15/35 2,650 2,678
International Paper Co. 7.300% 11/15/39 3,570 4,482
International Paper Co. 6.000% 11/15/41 1,900 2,112
International Paper Co. 4.800% 6/15/44 9,250 8,973
International Paper Co. 5.150% 5/15/46 7,650 7,857
International Paper Co. 4.400% 8/15/47 13,250 12,197
International Paper Co. 4.350% 8/15/48 7,700 7,007
Kinross Gold Corp. 5.125% 9/1/21 900 924
Kinross Gold Corp. 5.950% 3/15/24 3,091 3,176
Kinross Gold Corp. 4.500% 7/15/27 467 421
Lubrizol Corp. 6.500% 10/1/34 50 63
LYB International Finance BV 4.000% 7/15/23 7,856 7,841
LYB International Finance BV 5.250% 7/15/43 7,866 8,021
LYB International Finance BV 4.875% 3/15/44 5,350 5,210
LYB International Finance II BV 3.500% 3/2/27 17,000 15,916
LyondellBasell Industries NV 6.000% 11/15/21 15,700 16,657
LyondellBasell Industries NV 5.750% 4/15/24 3,300 3,556
LyondellBasell Industries NV 4.625% 2/26/55 4,900 4,406
Meadwestvaco Corp. 7.950% 2/15/31 7,300 9,415
Methanex Corp. 3.250% 12/15/19 5,750 5,713
Methanex Corp. 5.650% 12/1/44 5,800 5,476

 

 

Mosaic Co. 3.750% 11/15/21 10,275 10,268
Mosaic Co. 3.250% 11/15/22 10,450 10,218
Mosaic Co. 4.250% 11/15/23 8,422 8,504
Mosaic Co. 4.050% 11/15/27 5,575 5,391
Mosaic Co. 5.450% 11/15/33 1,600 1,641
Mosaic Co. 4.875% 11/15/41 4,445 4,100
Mosaic Co. 5.625% 11/15/43 690 706
Newmont Mining Corp. 5.125% 10/1/19 1,525 1,553
Newmont Mining Corp. 3.500% 3/15/22 400 395
Newmont Mining Corp. 5.875% 4/1/35 750 834
Newmont Mining Corp. 6.250% 10/1/39 6,626 7,501
Newmont Mining Corp. 4.875% 3/15/42 7,825 7,598
Nucor Corp. 4.125% 9/15/22 10,691 10,901
Nucor Corp. 4.000% 8/1/23 8,027 8,155
Nucor Corp. 6.400% 12/1/37 7,875 9,587
Nucor Corp. 5.200% 8/1/43 11,225 12,128
Nucor Corp. 4.400% 5/1/48 2,780 2,713
Nutrien Ltd. 4.875% 3/30/20 8,015 8,175
Nutrien Ltd. 3.150% 10/1/22 14,160 13,732
Nutrien Ltd. 3.500% 6/1/23 6,664 6,530
Nutrien Ltd. 3.625% 3/15/24 500 487
Nutrien Ltd. 3.375% 3/15/25 5,450 5,162
Nutrien Ltd. 3.000% 4/1/25 4,000 3,674
Nutrien Ltd. 4.000% 12/15/26 2,500 2,408
Nutrien Ltd. 4.125% 3/15/35 4,800 4,329
Nutrien Ltd. 7.125% 5/23/36 200 239
Nutrien Ltd. 5.625% 12/1/40 4,375 4,625
Nutrien Ltd. 6.125% 1/15/41 1,375 1,540
Nutrien Ltd. 4.900% 6/1/43 6,410 6,285
Nutrien Ltd. 5.250% 1/15/45 18,300 18,969
Packaging Corp. of America 3.900% 6/15/22 7,222 7,282
Packaging Corp. of America 4.500% 11/1/23 10,380 10,676
Packaging Corp. of America 3.650% 9/15/24 4,075 4,007
Packaging Corp. of America 3.400% 12/15/27 3,700 3,478
Placer Dome Inc. 6.450% 10/15/35 1,050 1,218
PPG Industries Inc. 2.300% 11/15/19 3,600 3,564
Praxair Inc. 2.250% 9/24/20 1,500 1,474
Praxair Inc. 4.050% 3/15/21 120 122
Praxair Inc. 3.000% 9/1/21 8,125 8,033
Praxair Inc. 2.450% 2/15/22 15,971 15,528
Praxair Inc. 2.200% 8/15/22 10,393 9,989
Praxair Inc. 2.650% 2/5/25 3,500 3,308
Praxair Inc. 3.200% 1/30/26 3,000 2,923
Praxair Inc. 3.550% 11/7/42 2,500 2,309
Rayonier Inc. 3.750% 4/1/22 2,000 1,977
Reliance Steel & Aluminum Co. 4.500% 4/15/23 4,225 4,278
Rio Tinto Alcan Inc. 6.125% 12/15/33 3,229 3,864
Rio Tinto Alcan Inc. 5.750% 6/1/35 3,935 4,508
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 39,175 39,303
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 1,375 1,715
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,685 5,233
Rio Tinto Finance USA plc 4.750% 3/22/42 5,975 6,317
Rio Tinto Finance USA plc 4.125% 8/21/42 12,925 12,615
Rohm & Haas Co. 7.850% 7/15/29 4,775 6,085
RPM International Inc. 6.125% 10/15/19 590 606
RPM International Inc. 3.450% 11/15/22 3,275 3,221
RPM International Inc. 3.750% 3/15/27 3,700 3,503

 

 

  RPM International Inc. 5.250% 6/1/45 3,592 3,659
  RPM International Inc. 4.250% 1/15/48 8,585 7,540
  SASOL Financing USA LLC 6.500% 9/27/28 6,350 6,437
  Sherwin-Williams Co. 2.250% 5/15/20 6,475 6,375
  Sherwin-Williams Co. 4.200% 1/15/22 500 508
  Sherwin-Williams Co. 2.750% 6/1/22 10,160 9,853
  Sherwin-Williams Co. 3.125% 6/1/24 4,300 4,133
  Sherwin-Williams Co. 3.450% 8/1/25 5,425 5,156
  Sherwin-Williams Co. 3.950% 1/15/26 5,450 5,404
  Sherwin-Williams Co. 3.450% 6/1/27 17,500 16,648
  Sherwin-Williams Co. 4.000% 12/15/42 1,000 886
  Sherwin-Williams Co. 4.550% 8/1/45 1,590 1,523
  Sherwin-Williams Co. 4.500% 6/1/47 3,000 2,879
  Southern Copper Corp. 5.375% 4/16/20 230 238
  Southern Copper Corp. 3.500% 11/8/22 1,400 1,381
  Southern Copper Corp. 3.875% 4/23/25 2,800 2,726
  Southern Copper Corp. 7.500% 7/27/35 3,725 4,602
  Southern Copper Corp. 6.750% 4/16/40 1,550 1,830
  Southern Copper Corp. 5.250% 11/8/42 16,745 16,909
  Southern Copper Corp. 5.875% 4/23/45 18,645 20,310
10 Suzano Austria GmbH 6.000% 1/15/29 7,750 7,769
  Vale Canada Ltd. 7.200% 9/15/32 3,316 3,614
  Vale Overseas Ltd. 5.875% 6/10/21 11,950 12,562
  Vale Overseas Ltd. 4.375% 1/11/22 20,577 20,731
  Vale Overseas Ltd. 6.250% 8/10/26 27,400 30,037
  Vale Overseas Ltd. 8.250% 1/17/34 500 634
  Vale Overseas Ltd. 6.875% 11/21/36 16,720 19,416
  Vale Overseas Ltd. 6.875% 11/10/39 15,265 17,879
  Vale SA 5.625% 9/11/42 4,597 4,718
  Westlake Chemical Corp. 3.600% 8/15/26 19,200 18,036
  Westlake Chemical Corp. 5.000% 8/15/46 12,400 12,180
10 WestRock Co. 3.000% 9/15/24 5,475 5,147
10 WestRock Co. 3.750% 3/15/25 4,025 3,907
10 WestRock Co. 3.375% 9/15/27 4,700 4,369
10 WestRock Co. 4.000% 3/15/28 5,000 4,871
  Westrock MWV LLC 8.200% 1/15/30 5,804 7,505
  WestRock RKT Co. 3.500% 3/1/20 1,975 1,973
  WestRock RKT Co. 4.900% 3/1/22 1,950 2,018
  WestRock RKT Co. 4.000% 3/1/23 3,500 3,513
  Weyerhaeuser Co. 7.375% 10/1/19 5,039 5,245
  Weyerhaeuser Co. 4.700% 3/15/21 570 584
  Weyerhaeuser Co. 3.250% 3/15/23 500 486
  Weyerhaeuser Co. 4.625% 9/15/23 8,125 8,345
  Weyerhaeuser Co. 8.500% 1/15/25 800 973
  Weyerhaeuser Co. 7.375% 3/15/32 3,625 4,582
  Weyerhaeuser Co. 6.875% 12/15/33 1,300 1,585
  Yamana Gold Inc. 4.950% 7/15/24 1,870 1,847
  Yamana Gold Inc. 4.625% 12/15/27 4,000 3,746
 
  Capital Goods (1.4%)        
  3M Co. 2.000% 8/7/20 3,660 3,594
  3M Co. 1.625% 9/19/21 4,425 4,230
  3M Co. 2.000% 6/26/22 3,500 3,355
  3M Co. 2.250% 3/15/23 3,950 3,786
  3M Co. 3.000% 8/7/25 3,450 3,353
  3M Co. 2.250% 9/19/26 6,000 5,450
  3M Co. 2.875% 10/15/27 5,000 4,721

 

 

3M Co. 3.875% 6/15/44 1,000 963
3M Co. 3.125% 9/19/46 5,500 4,671
3M Co. 3.625% 10/15/47 4,350 4,061
ABB Finance USA Inc. 2.800% 4/3/20 2,765 2,751
ABB Finance USA Inc. 2.875% 5/8/22 4,810 4,706
ABB Finance USA Inc. 3.375% 4/3/23 250 249
ABB Finance USA Inc. 3.800% 4/3/28 2,325 2,323
ABB Finance USA Inc. 4.375% 5/8/42 1,050 1,062
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 825
Allegion US Holding Co. Inc. 3.200% 10/1/24 900 842
Allegion US Holding Co. Inc. 3.550% 10/1/27 3,100 2,819
Bemis Co. Inc. 4.500% 10/15/21 1,205 1,232
Bemis Co. Inc. 3.100% 9/15/26 2,450 2,230
Boeing Capital Corp. 4.700% 10/27/19 4,875 4,960
Boeing Co. 4.875% 2/15/20 5,340 5,473
Boeing Co. 1.650% 10/30/20 4,165 4,061
Boeing Co. 8.750% 8/15/21 290 331
Boeing Co. 2.350% 10/30/21 2,000 1,957
Boeing Co. 2.125% 3/1/22 4,900 4,728
Boeing Co. 2.800% 3/1/23 7,350 7,201
Boeing Co. 1.875% 6/15/23 15,950 14,910
Boeing Co. 2.850% 10/30/24 2,225 2,141
Boeing Co. 2.500% 3/1/25 580 541
Boeing Co. 7.250% 6/15/25 325 390
Boeing Co. 2.600% 10/30/25 5,000 4,677
Boeing Co. 2.250% 6/15/26 1,750 1,586
Boeing Co. 2.800% 3/1/27 1,250 1,174
Boeing Co. 3.250% 3/1/28 2,676 2,605
Boeing Co. 6.125% 2/15/33 6,075 7,487
Boeing Co. 3.300% 3/1/35 2,000 1,828
Boeing Co. 6.625% 2/15/38 525 689
Boeing Co. 3.550% 3/1/38 4,800 4,523
Boeing Co. 6.875% 3/15/39 7,155 9,740
Boeing Co. 5.875% 2/15/40 480 593
Boeing Co. 3.375% 6/15/46 7,000 6,175
Boeing Co. 3.650% 3/1/47 1,950 1,794
Boeing Co. 3.625% 3/1/48 3,800 3,542
Carlisle Cos. Inc. 3.750% 11/15/22 1,605 1,591
Carlisle Cos. Inc. 3.500% 12/1/24 1,800 1,723
Carlisle Cos. Inc. 3.750% 12/1/27 2,850 2,702
Caterpillar Financial Services Corp. 2.000% 11/29/19 10,700 10,568
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,400 5,341
Caterpillar Financial Services Corp. 2.100% 1/10/20 575 568
Caterpillar Financial Services Corp. 2.000% 3/5/20 2,750 2,704
Caterpillar Financial Services Corp. 1.850% 9/4/20 14,625 14,230
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,500 2,460
Caterpillar Financial Services Corp. 2.900% 3/15/21 8,400 8,333
Caterpillar Financial Services Corp. 1.700% 8/9/21 17,800 17,081
Caterpillar Financial Services Corp. 2.750% 8/20/21 1,300 1,282
Caterpillar Financial Services Corp. 3.150% 9/7/21 3,000 2,996
Caterpillar Financial Services Corp. 1.931% 10/1/21 9,188 8,826
Caterpillar Financial Services Corp. 2.850% 6/1/22 1,604 1,577
Caterpillar Financial Services Corp. 2.400% 6/6/22 12,000 11,634
Caterpillar Financial Services Corp. 2.550% 11/29/22 8,000 7,742
Caterpillar Financial Services Corp. 2.625% 3/1/23 1,300 1,256
Caterpillar Financial Services Corp. 3.450% 5/15/23 5,500 5,501
Caterpillar Financial Services Corp. 3.300% 6/9/24 7,175 7,114

 

 

  Caterpillar Financial Services Corp. 3.250% 12/1/24 11,320 11,142
  Caterpillar Financial Services Corp. 2.400% 8/9/26 2,300 2,084
  Caterpillar Inc. 3.900% 5/27/21 13,947 14,188
  Caterpillar Inc. 2.600% 6/26/22 15,425 15,019
  Caterpillar Inc. 3.400% 5/15/24 5,500 5,490
  Caterpillar Inc. 5.300% 9/15/35 2,500 2,815
  Caterpillar Inc. 6.050% 8/15/36 8,816 10,763
  Caterpillar Inc. 5.200% 5/27/41 5,022 5,727
  Caterpillar Inc. 3.803% 8/15/42 18,104 17,237
  Caterpillar Inc. 4.300% 5/15/44 3,830 3,932
  Caterpillar Inc. 4.750% 5/15/64 1,650 1,736
  CNH Industrial Capital LLC 4.375% 11/6/20 5,350 5,417
  CNH Industrial Capital LLC 4.375% 4/5/22 4,200 4,247
  CNH Industrial Capital LLC 4.200% 1/15/24 9,170 9,129
  CNH Industrial NV 3.850% 11/15/27 10,500 9,962
  Crane Co. 4.450% 12/15/23 5,690 5,823
  Crane Co. 4.200% 3/15/48 3,200 2,952
  CRH America Inc. 5.750% 1/15/21 2,165 2,262
  Deere & Co. 4.375% 10/16/19 200 203
  Deere & Co. 2.600% 6/8/22 6,165 6,013
  Deere & Co. 5.375% 10/16/29 4,095 4,631
  Deere & Co. 3.900% 6/9/42 3,562 3,470
  Dover Corp. 4.300% 3/1/21 1,780 1,816
  Dover Corp. 3.150% 11/15/25 10,000 9,517
  Dover Corp. 6.600% 3/15/38 1,475 1,821
  Dover Corp. 5.375% 3/1/41 795 875
  Eagle Materials Inc. 4.500% 8/1/26 4,700 4,718
  Eaton Corp. 2.750% 11/2/22 12,744 12,361
  Eaton Corp. 3.103% 9/15/27 6,275 5,854
  Eaton Corp. 4.000% 11/2/32 4,950 4,927
  Eaton Corp. 4.150% 11/2/42 1,175 1,109
  Eaton Corp. 3.915% 9/15/47 3,800 3,441
  Embraer Netherlands Finance BV 5.050% 6/15/25 6,400 6,409
  Embraer Netherlands Finance BV 5.400% 2/1/27 5,100 5,177
10 Embraer Overseas Ltd. 5.696% 9/16/23 3,340 3,444
  Embraer SA 5.150% 6/15/22 3,850 3,984
  Emerson Electric Co. 4.875% 10/15/19 235 239
  Emerson Electric Co. 4.250% 11/15/20 1,307 1,333
  Emerson Electric Co. 2.625% 12/1/21 11,025 10,887
  Emerson Electric Co. 2.625% 2/15/23 3,500 3,372
  Emerson Electric Co. 3.150% 6/1/25 1,700 1,643
  Emerson Electric Co. 5.250% 11/15/39 440 494
  FLIR Systems Inc. 3.125% 6/15/21 1,500 1,474
  Flowserve Corp. 3.500% 9/15/22 13,705 13,341
  Flowserve Corp. 4.000% 11/15/23 4,575 4,523
  Fortive Corp. 2.350% 6/15/21 5,122 4,961
  Fortive Corp. 3.150% 6/15/26 3,750 3,494
  Fortive Corp. 4.300% 6/15/46 7,600 7,224
  Fortune Brands Home & Security Inc. 3.000% 6/15/20 2,975 2,941
  Fortune Brands Home & Security Inc. 4.000% 9/21/23 11,500 11,538
  Fortune Brands Home & Security Inc. 4.000% 6/15/25 5,200 5,118
  General Dynamics Corp. 2.875% 5/11/20 3,920 3,910
  General Dynamics Corp. 3.000% 5/11/21 6,000 5,968
  General Dynamics Corp. 3.875% 7/15/21 1,925 1,954
  General Dynamics Corp. 2.250% 11/15/22 4,722 4,514
  General Dynamics Corp. 3.375% 5/15/23 22,900 22,850
  General Dynamics Corp. 1.875% 8/15/23 18,100 16,874

 

 

General Dynamics Corp. 2.375% 11/15/24 12,000 11,214
General Dynamics Corp. 3.500% 5/15/25 14,743 14,722
General Dynamics Corp. 2.125% 8/15/26 1,500 1,342
General Dynamics Corp. 2.625% 11/15/27 11,165 10,232
General Dynamics Corp. 3.750% 5/15/28 28,000 28,103
General Dynamics Corp. 3.600% 11/15/42 3,064 2,884
General Electric Co. 2.100% 12/11/19 900 890
General Electric Co. 5.500% 1/8/20 12,482 12,808
General Electric Co. 2.200% 1/9/20 9,759 9,625
General Electric Co. 5.550% 5/4/20 3,582 3,696
General Electric Co. 4.375% 9/16/20 12,172 12,396
General Electric Co. 4.625% 1/7/21 6,678 6,879
General Electric Co. 5.300% 2/11/21 10,647 11,091
General Electric Co. 4.650% 10/17/21 8,692 9,008
General Electric Co. 3.150% 9/7/22 7,206 7,110
General Electric Co. 2.700% 10/9/22 23,590 22,788
General Electric Co. 3.100% 1/9/23 11,473 11,227
General Electric Co. 3.375% 3/11/24 19,300 18,931
General Electric Co. 3.450% 5/15/24 3,092 3,031
General Electric Co. 6.750% 3/15/32 20,109 24,311
General Electric Co. 6.150% 8/7/37 8,696 10,093
General Electric Co. 5.875% 1/14/38 26,736 29,855
General Electric Co. 6.875% 1/10/39 15,228 18,996
General Electric Co. 4.125% 10/9/42 25,200 22,630
General Electric Co. 4.500% 3/11/44 24,445 23,071
Harris Corp. 2.700% 4/27/20 3,000 2,969
Harris Corp. 3.832% 4/27/25 9,659 9,433
Harris Corp. 4.854% 4/27/35 1,800 1,840
Harris Corp. 6.150% 12/15/40 2,625 3,078
Harris Corp. 5.054% 4/27/45 2,595 2,706
Hexcel Corp. 4.700% 8/15/25 1,450 1,478
Honeywell International Inc. 1.400% 10/30/19 4,350 4,284
Honeywell International Inc. 1.800% 10/30/19 3,300 3,268
Honeywell International Inc. 4.250% 3/1/21 10,530 10,819
Honeywell International Inc. 1.850% 11/1/21 8,200 7,861
Honeywell International Inc. 3.350% 12/1/23 10,025 10,012
Honeywell International Inc. 2.500% 11/1/26 2,700 2,498
Honeywell International Inc. 5.700% 3/15/36 4,580 5,444
Honeywell International Inc. 5.700% 3/15/37 4,595 5,528
Honeywell International Inc. 5.375% 3/1/41 8,145 9,450
Hubbell Inc. 3.350% 3/1/26 2,800 2,647
Hubbell Inc. 3.150% 8/15/27 3,425 3,143
Hubbell Inc. 3.500% 2/15/28 11,645 10,921
Huntington Ingalls Industries Inc. 3.483% 12/1/27 18,575 17,391
Illinois Tool Works Inc. 3.375% 9/15/21 2,895 2,894
Illinois Tool Works Inc. 3.500% 3/1/24 7,687 7,741
Illinois Tool Works Inc. 2.650% 11/15/26 15,800 14,599
Illinois Tool Works Inc. 4.875% 9/15/41 3,595 3,933
Illinois Tool Works Inc. 3.900% 9/1/42 10,217 10,014
Ingersoll-Rand Global Holding Co. Ltd. 2.900% 2/21/21 2,500 2,473
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 12,575 12,873
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 2,125 2,439
Ingersoll-Rand Global Holding Co. Ltd. 4.300% 2/21/48 1,750 1,688
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 3,866 3,817
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 2,250 2,198
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 2,900 2,875
John Deere Capital Corp. 1.250% 10/9/19 11,550 11,338

 

 

John Deere Capital Corp. 1.700% 1/15/20 5,400 5,305
John Deere Capital Corp. 2.050% 3/10/20 5,525 5,448
John Deere Capital Corp. 2.200% 3/13/20 2,950 2,909
John Deere Capital Corp. 1.950% 6/22/20 3,950 3,879
John Deere Capital Corp. 2.450% 9/11/20 2,125 2,095
John Deere Capital Corp. 2.350% 1/8/21 2,000 1,966
John Deere Capital Corp. 2.550% 1/8/21 8,650 8,519
John Deere Capital Corp. 2.800% 3/4/21 5,125 5,074
John Deere Capital Corp. 2.875% 3/12/21 10,025 9,930
John Deere Capital Corp. 3.900% 7/12/21 8,268 8,410
John Deere Capital Corp. 3.125% 9/10/21 6,700 6,678
John Deere Capital Corp. 3.150% 10/15/21 9,091 9,050
John Deere Capital Corp. 2.650% 1/6/22 7,350 7,193
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,207
John Deere Capital Corp. 2.150% 9/8/22 10,250 9,761
John Deere Capital Corp. 2.700% 1/6/23 300 291
John Deere Capital Corp. 2.800% 1/27/23 7,615 7,404
John Deere Capital Corp. 2.800% 3/6/23 10,550 10,285
John Deere Capital Corp. 3.450% 6/7/23 800 799
John Deere Capital Corp. 3.350% 6/12/24 9,931 9,777
John Deere Capital Corp. 2.650% 6/24/24 3,000 2,853
John Deere Capital Corp. 3.450% 3/13/25 17,240 17,038
John Deere Capital Corp. 3.400% 9/11/25 1,750 1,714
John Deere Capital Corp. 2.650% 6/10/26 2,000 1,856
John Deere Capital Corp. 2.800% 9/8/27 2,100 1,943
John Deere Capital Corp. 3.050% 1/6/28 10,500 9,942
Johnson Controls International plc 5.000% 3/30/20 2,100 2,143
Johnson Controls International plc 4.250% 3/1/21 2,230 2,260
Johnson Controls International plc 3.750% 12/1/21 1,425 1,429
Johnson Controls International plc 3.625% 7/2/24 4,625 4,561
Johnson Controls International plc 3.900% 2/14/26 6,200 6,097
Johnson Controls International plc 6.000% 1/15/36 950 1,077
Johnson Controls International plc 5.700% 3/1/41 1,045 1,108
Johnson Controls International plc 4.625% 7/2/44 14,500 14,214
Johnson Controls International plc 5.125% 9/14/45 14,930 15,480
Johnson Controls International plc 4.500% 2/15/47 8,495 8,079
Johnson Controls International plc 4.950% 7/2/64 5,125 4,947
Kennametal Inc. 3.875% 2/15/22 1,575 1,561
Kennametal Inc. 4.625% 6/15/28 6,620 6,584
L3 Technologies Inc. 4.950% 2/15/21 9,125 9,374
L3 Technologies Inc. 3.850% 6/15/23 8,950 8,951
L3 Technologies Inc. 3.950% 5/28/24 1,040 1,027
L3 Technologies Inc. 3.850% 12/15/26 5,500 5,296
L3 Technologies Inc. 4.400% 6/15/28 5,350 5,320
Lafarge SA 7.125% 7/15/36 2,825 3,418
Leggett & Platt Inc. 3.800% 11/15/24 3,725 3,636
Leggett & Platt Inc. 3.500% 11/15/27 15,475 14,456
Legrand France SA 8.500% 2/15/25 2,150 2,629
Lennox International Inc. 3.000% 11/15/23 1,000 948
Lockheed Martin Corp. 4.250% 11/15/19 5,393 5,462
Lockheed Martin Corp. 2.500% 11/23/20 16,120 15,897
Lockheed Martin Corp. 3.350% 9/15/21 9,254 9,263
Lockheed Martin Corp. 3.100% 1/15/23 9,780 9,631
Lockheed Martin Corp. 2.900% 3/1/25 425 405
Lockheed Martin Corp. 3.550% 1/15/26 16,000 15,803
Lockheed Martin Corp. 3.600% 3/1/35 9,240 8,629
Lockheed Martin Corp. 4.500% 5/15/36 2,600 2,700

 

 

  Lockheed Martin Corp. 6.150% 9/1/36 7,685 9,318
  Lockheed Martin Corp. 5.720% 6/1/40 3,301 3,890
  Lockheed Martin Corp. 4.070% 12/15/42 3,825 3,716
  Lockheed Martin Corp. 3.800% 3/1/45 1,575 1,456
  Lockheed Martin Corp. 4.700% 5/15/46 10,250 10,926
  Lockheed Martin Corp. 4.090% 9/15/52 4,786 4,550
  Martin Marietta Materials Inc. 4.250% 7/2/24 1,270 1,276
  Martin Marietta Materials Inc. 3.450% 6/1/27 3,225 2,961
  Martin Marietta Materials Inc. 3.500% 12/15/27 5,000 4,609
  Martin Marietta Materials Inc. 4.250% 12/15/47 7,600 6,501
  Masco Corp. 7.125% 3/15/20 583 612
  Masco Corp. 3.500% 4/1/21 2,730 2,712
  Masco Corp. 5.950% 3/15/22 583 622
  Masco Corp. 4.450% 4/1/25 4,700 4,745
  Masco Corp. 4.375% 4/1/26 4,300 4,276
  Masco Corp. 3.500% 11/15/27 6,550 5,998
  Masco Corp. 7.750% 8/1/29 561 670
  Masco Corp. 6.500% 8/15/32 54 59
  Masco Corp. 4.500% 5/15/47 5,000 4,285
  Mohawk Industries Inc. 3.850% 2/1/23 6,125 6,128
  Northrop Grumman Corp. 2.080% 10/15/20 6,575 6,419
  Northrop Grumman Corp. 3.500% 3/15/21 1,650 1,658
  Northrop Grumman Corp. 2.550% 10/15/22 4,600 4,417
  Northrop Grumman Corp. 3.250% 8/1/23 11,575 11,333
  Northrop Grumman Corp. 2.930% 1/15/25 8,400 7,975
  Northrop Grumman Corp. 3.200% 2/1/27 7,500 7,071
  Northrop Grumman Corp. 3.250% 1/15/28 15,700 14,766
  Northrop Grumman Corp. 5.050% 11/15/40 1,775 1,886
  Northrop Grumman Corp. 4.750% 6/1/43 3,090 3,177
  Northrop Grumman Corp. 3.850% 4/15/45 1,900 1,727
  Northrop Grumman Corp. 4.030% 10/15/47 4,525 4,239
  Northrop Grumman Systems Corp. 7.750% 2/15/31 2,670 3,521
10 Nvent Finance Sarl 3.950% 4/15/23 2,100 2,055
10 Nvent Finance Sarl 4.550% 4/15/28 3,850 3,744
  Oshkosh Corp. 4.600% 5/15/28 7,375 7,292
  Owens Corning 4.200% 12/15/22 19,686 19,733
  Owens Corning 3.400% 8/15/26 1,400 1,285
  Owens Corning 7.000% 12/1/36 3,752 4,259
  Owens Corning 4.300% 7/15/47 1,350 1,093
  Owens Corning 4.400% 1/30/48 3,200 2,639
  Parker-Hannifin Corp. 3.500% 9/15/22 7,646 7,647
  Parker-Hannifin Corp. 3.300% 11/21/24 11,500 11,264
  Parker-Hannifin Corp. 3.250% 3/1/27 13,825 13,259
  Parker-Hannifin Corp. 4.200% 11/21/34 2,850 2,857
  Parker-Hannifin Corp. 6.250% 5/15/38 550 684
  Parker-Hannifin Corp. 4.450% 11/21/44 4,270 4,363
  Parker-Hannifin Corp. 4.100% 3/1/47 5,500 5,454
  Pentair Finance SA 2.650% 12/1/19 1,750 1,739
  Precision Castparts Corp. 2.250% 6/15/20 1,345 1,323
  Precision Castparts Corp. 2.500% 1/15/23 13,970 13,426
  Precision Castparts Corp. 3.250% 6/15/25 15,550 15,096
  Precision Castparts Corp. 3.900% 1/15/43 6,075 5,721
  Precision Castparts Corp. 4.375% 6/15/45 5,962 6,081
  Raytheon Co. 4.400% 2/15/20 450 458
  Raytheon Co. 3.125% 10/15/20 4,375 4,371
  Raytheon Co. 2.500% 12/15/22 18,875 18,232
  Raytheon Co. 3.150% 12/15/24 2,300 2,227

 

 

Raytheon Co. 7.200% 8/15/27 1,010 1,258
Raytheon Co. 4.875% 10/15/40 650 724
Raytheon Co. 4.700% 12/15/41 6,350 6,918
Raytheon Co. 4.200% 12/15/44 2,795 2,863
Republic Services Inc. 5.000% 3/1/20 5,200 5,329
Republic Services Inc. 5.250% 11/15/21 8,838 9,301
Republic Services Inc. 3.550% 6/1/22 475 475
Republic Services Inc. 4.750% 5/15/23 525 547
Republic Services Inc. 3.200% 3/15/25 1,500 1,443
Republic Services Inc. 2.900% 7/1/26 8,525 7,887
Republic Services Inc. 6.200% 3/1/40 3,440 4,142
Republic Services Inc. 5.700% 5/15/41 8,365 9,650
Rockwell Automation Inc. 2.050% 3/1/20 3,800 3,737
Rockwell Collins Inc. 3.100% 11/15/21 1,000 982
Rockwell Collins Inc. 2.800% 3/15/22 7,000 6,798
Rockwell Collins Inc. 3.700% 12/15/23 2,775 2,747
Rockwell Collins Inc. 3.200% 3/15/24 7,000 6,753
Rockwell Collins Inc. 3.500% 3/15/27 9,600 9,097
Rockwell Collins Inc. 4.800% 12/15/43 1,250 1,285
Rockwell Collins Inc. 4.350% 4/15/47 8,700 8,333
Roper Technologies Inc. 3.000% 12/15/20 4,075 4,039
Roper Technologies Inc. 2.800% 12/15/21 14,400 14,070
Roper Technologies Inc. 3.125% 11/15/22 400 391
Roper Technologies Inc. 3.850% 12/15/25 1,925 1,879
Roper Technologies Inc. 3.800% 12/15/26 16,834 16,366
Snap-on Inc. 6.125% 9/1/21 3,135 3,363
Snap-on Inc. 3.250% 3/1/27 1,900 1,821
Snap-on Inc. 4.100% 3/1/48 2,800 2,772
Sonoco Products Co. 5.750% 11/1/40 4,085 4,463
Spirit AeroSystems Inc. 3.950% 6/15/23 13,500 13,462
Spirit AeroSystems Inc. 3.850% 6/15/26 10,785 10,303
Spirit AeroSystems Inc. 4.600% 6/15/28 13,530 13,434
Stanley Black & Decker Inc. 3.400% 12/1/21 4,075 4,072
Stanley Black & Decker Inc. 2.900% 11/1/22 7,700 7,507
Stanley Black & Decker Inc. 5.200% 9/1/40 2,750 3,012
Textron Inc. 4.300% 3/1/24 2,675 2,684
Textron Inc. 3.875% 3/1/25 7,600 7,452
Textron Inc. 4.000% 3/15/26 6,100 5,990
Textron Inc. 3.650% 3/15/27 26,211 24,846
Textron Inc. 3.375% 3/1/28 5,450 5,023
Timken Co. 3.875% 9/1/24 1,000 974
Timken Co. 4.500% 12/15/28 10,120 9,979
United Technologies Corp. 1.500% 11/1/19 4,050 3,985
United Technologies Corp. 4.500% 4/15/20 7,300 7,436
United Technologies Corp. 1.900% 5/4/20 8,700 8,523
United Technologies Corp. 3.350% 8/16/21 975 974
United Technologies Corp. 1.950% 11/1/21 9,050 8,653
United Technologies Corp. 3.100% 6/1/22 14,168 13,933
United Technologies Corp. 3.650% 8/16/23 17,000 16,920
United Technologies Corp. 2.800% 5/4/24 11,250 10,679
United Technologies Corp. 3.950% 8/16/25 7,075 7,027
United Technologies Corp. 2.650% 11/1/26 4,350 3,922
United Technologies Corp. 3.125% 5/4/27 350 326
United Technologies Corp. 6.700% 8/1/28 325 391
United Technologies Corp. 4.125% 11/16/28 33,652 33,518
United Technologies Corp. 7.500% 9/15/29 3,775 4,778
United Technologies Corp. 5.400% 5/1/35 700 760

 

 

United Technologies Corp. 6.050% 6/1/36 4,815 5,602
United Technologies Corp. 6.125% 7/15/38 10,800 12,706
United Technologies Corp. 4.450% 11/16/38 10,040 9,922
United Technologies Corp. 5.700% 4/15/40 9,325 10,662
United Technologies Corp. 4.500% 6/1/42 24,565 24,247
United Technologies Corp. 4.150% 5/15/45 8,400 7,835
United Technologies Corp. 3.750% 11/1/46 6,800 5,903
United Technologies Corp. 4.050% 5/4/47 5,100 4,656
United Technologies Corp. 4.625% 11/16/48 20,360 20,344
Valmont Industries Inc. 5.000% 10/1/44 7,550 6,793
Valmont Industries Inc. 5.250% 10/1/54 3,275 2,826
Vulcan Materials Co. 4.500% 4/1/25 2,750 2,751
Vulcan Materials Co. 4.500% 6/15/47 6,455 5,732
Wabtec Corp. 4.150% 3/15/24 4,000 3,970
Wabtec Corp. 3.450% 11/15/26 6,375 5,853
Waste Management Inc. 4.750% 6/30/20 4,700 4,824
Waste Management Inc. 4.600% 3/1/21 6,375 6,549
Waste Management Inc. 2.900% 9/15/22 100 98
Waste Management Inc. 2.400% 5/15/23 9,676 9,215
Waste Management Inc. 3.500% 5/15/24 5,785 5,725
Waste Management Inc. 3.125% 3/1/25 7,735 7,524
Waste Management Inc. 3.150% 11/15/27 1,000 951
Waste Management Inc. 3.900% 3/1/35 4,785 4,660
Waste Management Inc. 4.100% 3/1/45 6,250 6,151
WW Grainger Inc. 4.600% 6/15/45 11,325 11,791
WW Grainger Inc. 3.750% 5/15/46 2,525 2,291
WW Grainger Inc. 4.200% 5/15/47 4,500 4,420
Xylem Inc. 3.250% 11/1/26 5,950 5,576
Xylem Inc. 4.375% 11/1/46 4,180 4,021
 
Communication (2.4%)        
21st Century Fox America Inc. 5.650% 8/15/20 3,500 3,638
21st Century Fox America Inc. 4.500% 2/15/21 8,625 8,872
21st Century Fox America Inc. 3.000% 9/15/22 22,439 22,072
21st Century Fox America Inc. 4.000% 10/1/23 3,018 3,062
21st Century Fox America Inc. 3.700% 9/15/24 5,175 5,179
21st Century Fox America Inc. 3.700% 10/15/25 4,750 4,717
21st Century Fox America Inc. 3.375% 11/15/26 8,000 7,773
21st Century Fox America Inc. 6.550% 3/15/33 2,415 2,991
21st Century Fox America Inc. 6.200% 12/15/34 8,795 10,849
21st Century Fox America Inc. 6.400% 12/15/35 12,950 16,491
21st Century Fox America Inc. 8.150% 10/17/36 3,245 4,643
21st Century Fox America Inc. 6.150% 3/1/37 15,145 18,842
21st Century Fox America Inc. 6.900% 8/15/39 10,370 14,097
21st Century Fox America Inc. 6.150% 2/15/41 13,089 16,615
21st Century Fox America Inc. 5.400% 10/1/43 6,133 7,193
21st Century Fox America Inc. 4.750% 9/15/44 11,795 12,389
21st Century Fox America Inc. 7.750% 12/1/45 3,150 4,604
Activision Blizzard Inc. 2.300% 9/15/21 5,650 5,481
Activision Blizzard Inc. 2.600% 6/15/22 3,275 3,172
Activision Blizzard Inc. 3.400% 9/15/26 8,395 7,981
Activision Blizzard Inc. 3.400% 6/15/27 3,350 3,158
Activision Blizzard Inc. 4.500% 6/15/47 3,520 3,335
America Movil SAB de CV 5.000% 10/16/19 10,575 10,735
America Movil SAB de CV 5.000% 3/30/20 18,518 18,932
America Movil SAB de CV 3.125% 7/16/22 15,400 15,080
America Movil SAB de CV 6.375% 3/1/35 10,400 12,248

 

 

  America Movil SAB de CV 6.125% 11/15/37 2,850 3,300
  America Movil SAB de CV 6.125% 3/30/40 16,565 19,419
  America Movil SAB de CV 4.375% 7/16/42 9,675 9,391
  American Tower Corp. 2.800% 6/1/20 4,850 4,794
  American Tower Corp. 5.050% 9/1/20 1,450 1,490
  American Tower Corp. 3.300% 2/15/21 6,075 6,031
  American Tower Corp. 3.450% 9/15/21 7,675 7,644
  American Tower Corp. 5.900% 11/1/21 8,040 8,552
  American Tower Corp. 2.250% 1/15/22 3,150 2,995
  American Tower Corp. 4.700% 3/15/22 5,000 5,161
  American Tower Corp. 3.500% 1/31/23 27,178 26,770
  American Tower Corp. 5.000% 2/15/24 10,200 10,655
  American Tower Corp. 4.000% 6/1/25 5,750 5,653
  American Tower Corp. 4.400% 2/15/26 1,500 1,501
  American Tower Corp. 3.375% 10/15/26 6,195 5,771
  American Tower Corp. 3.125% 1/15/27 3,075 2,796
  American Tower Corp. 3.550% 7/15/27 6,375 5,964
  American Tower Corp. 3.600% 1/15/28 5,805 5,423
  AT&T Corp. 8.250% 11/15/31 5,035 6,539
  AT&T Inc. 5.875% 10/1/19 7,150 7,340
  AT&T Inc. 5.200% 3/15/20 13,360 13,759
  AT&T Inc. 2.450% 6/30/20 21,900 21,596
  AT&T Inc. 4.600% 2/15/21 10,975 11,249
  AT&T Inc. 2.800% 2/17/21 75 74
  AT&T Inc. 5.000% 3/1/21 29,325 30,291
  AT&T Inc. 4.450% 5/15/21 4,750 4,863
  AT&T Inc. 3.200% 3/1/22 10,325 10,168
  AT&T Inc. 3.800% 3/15/22 10,550 10,588
  AT&T Inc. 3.000% 6/30/22 28,045 27,339
  AT&T Inc. 3.600% 2/17/23 35,405 35,126
  AT&T Inc. 3.800% 3/1/24 6,544 6,469
  AT&T Inc. 4.450% 4/1/24 9,279 9,435
  AT&T Inc. 3.950% 1/15/25 10,000 9,844
  AT&T Inc. 3.400% 5/15/25 46,413 44,172
  AT&T Inc. 4.125% 2/17/26 23,386 23,065
  AT&T Inc. 4.250% 3/1/27 18,295 18,048
10 AT&T Inc. 4.100% 2/15/28 21,444 20,771
10 AT&T Inc. 4.300% 2/15/30 34,125 32,921
  AT&T Inc. 4.500% 5/15/35 22,500 20,998
  AT&T Inc. 5.250% 3/1/37 26,713 26,649
10 AT&T Inc. 4.900% 8/15/37 24,075 23,052
  AT&T Inc. 6.350% 3/15/40 8,700 9,555
  AT&T Inc. 6.000% 8/15/40 925 986
  AT&T Inc. 5.350% 9/1/40 21,853 21,657
  AT&T Inc. 6.375% 3/1/41 7,875 8,681
  AT&T Inc. 5.550% 8/15/41 50 50
  AT&T Inc. 5.150% 3/15/42 17,734 17,102
  AT&T Inc. 4.300% 12/15/42 15,211 13,131
  AT&T Inc. 4.800% 6/15/44 24,855 22,891
  AT&T Inc. 4.350% 6/15/45 27,998 24,041
  AT&T Inc. 4.750% 5/15/46 30,683 28,000
10 AT&T Inc. 5.150% 11/15/46 35,227 33,665
  AT&T Inc. 5.450% 3/1/47 20,900 20,899
  AT&T Inc. 4.500% 3/9/48 22,008 19,250
  AT&T Inc. 4.550% 3/9/49 19,313 17,004
10 AT&T Inc. 5.150% 2/15/50 20,275 19,160
  AT&T Inc. 5.700% 3/1/57 5,870 5,943

 

 

10 AT&T Inc. 5.300% 8/15/58 8,051 7,669
  Bell Canada Inc. 4.464% 4/1/48 6,525 6,384
  British Telecommunications plc 9.625% 12/15/30 23,017 32,641
  CBS Corp. 4.300% 2/15/21 4,150 4,212
  CBS Corp. 3.375% 3/1/22 1,000 986
  CBS Corp. 2.500% 2/15/23 8,650 8,139
10 CBS Corp. 2.900% 6/1/23 3,550 3,368
  CBS Corp. 3.700% 8/15/24 3,925 3,817
  CBS Corp. 3.500% 1/15/25 4,825 4,600
  CBS Corp. 4.000% 1/15/26 3,000 2,927
  CBS Corp. 2.900% 1/15/27 17,075 15,275
  CBS Corp. 3.375% 2/15/28 5,875 5,364
10 CBS Corp. 3.700% 6/1/28 4,175 3,896
  CBS Corp. 5.500% 5/15/33 3,700 3,869
  CBS Corp. 5.900% 10/15/40 2,525 2,766
  CBS Corp. 4.850% 7/1/42 10,293 9,943
  CBS Corp. 4.900% 8/15/44 4,645 4,520
  CBS Corp. 4.600% 1/15/45 5,365 5,069
  CC Holdings GS V LLC / Crown Castle GS        
  III Corp. 3.849% 4/15/23 14,350 14,257
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 3.579% 7/23/20 14,810 14,803
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.464% 7/23/22 25,615 26,042
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.500% 2/1/24 11,310 11,380
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 4.908% 7/23/25 38,825 39,405
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 3.750% 2/15/28 20,330 18,763
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.384% 10/23/35 20,215 21,601
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.375% 4/1/38 7,775 7,517
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.484% 10/23/45 30,680 32,860
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.375% 5/1/47 21,550 20,435
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 5.750% 4/1/48 14,975 14,916
  Charter Communications Operating LLC /        
  Charter Communications Operating        
  Capital 6.834% 10/23/55 2,950 3,244
  Comcast Cable Communications Holdings        
  Inc. 9.455% 11/15/22 2,075 2,526
  Comcast Corp. 5.150% 3/1/20 4,630 4,761
  Comcast Corp. 3.125% 7/15/22 12,865 12,701

 

 

  Comcast Corp. 2.850% 1/15/23 4,520 4,383
  Comcast Corp. 2.750% 3/1/23 14,675 14,178
  Comcast Corp. 3.000% 2/1/24 20,825 20,060
  Comcast Corp. 3.600% 3/1/24 4,275 4,224
  Comcast Corp. 3.375% 2/15/25 7,700 7,426
  Comcast Corp. 3.375% 8/15/25 14,532 14,030
  Comcast Corp. 3.150% 3/1/26 19,975 18,841
  Comcast Corp. 2.350% 1/15/27 13,315 11,706
  Comcast Corp. 3.300% 2/1/27 12,135 11,460
  Comcast Corp. 3.150% 2/15/28 13,825 12,800
  Comcast Corp. 3.550% 5/1/28 7,462 7,137
  Comcast Corp. 4.250% 1/15/33 12,025 11,767
  Comcast Corp. 7.050% 3/15/33 2,200 2,747
  Comcast Corp. 4.200% 8/15/34 9,875 9,489
  Comcast Corp. 5.650% 6/15/35 4,250 4,683
  Comcast Corp. 4.400% 8/15/35 17,505 17,121
  Comcast Corp. 6.500% 11/15/35 13,450 16,225
  Comcast Corp. 3.200% 7/15/36 8,175 6,814
  Comcast Corp. 6.450% 3/15/37 7,625 9,082
  Comcast Corp. 6.950% 8/15/37 11,150 13,804
  Comcast Corp. 3.900% 3/1/38 7,525 6,882
  Comcast Corp. 6.400% 5/15/38 4,604 5,456
  Comcast Corp. 6.550% 7/1/39 3,475 4,186
  Comcast Corp. 6.400% 3/1/40 6,325 7,548
  Comcast Corp. 4.650% 7/15/42 18,210 18,008
  Comcast Corp. 4.500% 1/15/43 4,250 4,099
  Comcast Corp. 4.600% 8/15/45 15,225 14,839
  Comcast Corp. 3.400% 7/15/46 11,275 9,122
  Comcast Corp. 3.969% 11/1/47 27,968 24,792
  Comcast Corp. 3.999% 11/1/49 23,386 20,832
  Comcast Corp. 4.049% 11/1/52 8,780 7,735
  Crown Castle International Corp. 3.400% 2/15/21 12,625 12,592
  Crown Castle International Corp. 2.250% 9/1/21 8,558 8,215
  Crown Castle International Corp. 4.875% 4/15/22 2,500 2,574
  Crown Castle International Corp. 5.250% 1/15/23 7,490 7,859
  Crown Castle International Corp. 3.150% 7/15/23 5,525 5,314
  Crown Castle International Corp. 3.200% 9/1/24 6,325 6,011
  Crown Castle International Corp. 4.450% 2/15/26 12,170 12,235
  Crown Castle International Corp. 3.700% 6/15/26 13,630 12,991
  Crown Castle International Corp. 4.000% 3/1/27 2,275 2,194
  Crown Castle International Corp. 3.650% 9/1/27 10,625 9,950
  Crown Castle International Corp. 3.800% 2/15/28 9,050 8,580
  Crown Castle International Corp. 4.750% 5/15/47 3,350 3,174
  Deutsche Telekom International Finance        
  BV 8.750% 6/15/30 35,833 48,106
10 Discovery Communications LLC 2.750% 11/15/19 4,650 4,616
10 Discovery Communications LLC 2.800% 6/15/20 3,950 3,910
  Discovery Communications LLC 4.375% 6/15/21 1,420 1,445
  Discovery Communications LLC 3.300% 5/15/22 3,725 3,636
10 Discovery Communications LLC 3.500% 6/15/22 2,900 2,853
  Discovery Communications LLC 2.950% 3/20/23 10,100 9,676
  Discovery Communications LLC 3.250% 4/1/23 1,325 1,274
  Discovery Communications LLC 3.800% 3/13/24 3,500 3,430
10 Discovery Communications LLC 3.900% 11/15/24 4,175 4,082
  Discovery Communications LLC 3.450% 3/15/25 3,450 3,258
10 Discovery Communications LLC 3.950% 6/15/25 6,140 5,983
  Discovery Communications LLC 4.900% 3/11/26 12,125 12,418

 

 

Discovery Communications LLC 3.950% 3/20/28 14,775 14,040
Discovery Communications LLC 5.000% 9/20/37 10,662 10,384
Discovery Communications LLC 6.350% 6/1/40 7,835 8,621
Discovery Communications LLC 4.950% 5/15/42 4,460 4,201
Discovery Communications LLC 4.875% 4/1/43 7,915 7,386
Discovery Communications LLC 5.200% 9/20/47 10,496 10,253
Electronic Arts Inc. 3.700% 3/1/21 10,060 10,133
Electronic Arts Inc. 4.800% 3/1/26 4,135 4,317
Grupo Televisa SAB 6.625% 3/18/25 1,875 2,116
Grupo Televisa SAB 4.625% 1/30/26 7,320 7,411
Grupo Televisa SAB 8.500% 3/11/32 275 348
Grupo Televisa SAB 6.625% 1/15/40 4,845 5,524
Grupo Televisa SAB 5.000% 5/13/45 20,035 18,700
Interpublic Group of Cos. Inc. 3.500% 10/1/20 2,000 2,000
Interpublic Group of Cos. Inc. 3.750% 10/1/21 2,575 2,580
Interpublic Group of Cos. Inc. 3.750% 2/15/23 9,696 9,597
Interpublic Group of Cos. Inc. 4.200% 4/15/24 4,320 4,331
Interpublic Group of Cos. Inc. 4.650% 10/1/28 4,850 4,856
Interpublic Group of Cos. Inc. 5.400% 10/1/48 6,810 6,760
Koninklijke KPN NV 8.375% 10/1/30 5,200 6,685
Moody's Corp. 5.500% 9/1/20 3,638 3,783
Moody's Corp. 3.250% 6/7/21 1,900 1,894
Moody's Corp. 2.750% 12/15/21 2,884 2,820
Moody's Corp. 4.500% 9/1/22 19,908 20,500
Moody's Corp. 4.875% 2/15/24 3,750 3,917
Moody's Corp. 5.250% 7/15/44 5,515 6,053
NBCUniversal Media LLC 5.150% 4/30/20 17,713 18,256
NBCUniversal Media LLC 4.375% 4/1/21 15,520 15,886
NBCUniversal Media LLC 2.875% 1/15/23 24,149 23,416
NBCUniversal Media LLC 6.400% 4/30/40 6,250 7,501
NBCUniversal Media LLC 5.950% 4/1/41 3,395 3,869
NBCUniversal Media LLC 4.450% 1/15/43 13,525 12,910
Omnicom Group Inc. 4.450% 8/15/20 7,975 8,133
Omnicom Group Inc. 3.625% 5/1/22 11,826 11,766
Omnicom Group Inc. 3.650% 11/1/24 7,375 7,180
Omnicom Group Inc. 3.600% 4/15/26 11,175 10,604
Orange SA 1.625% 11/3/19 14,750 14,525
Orange SA 4.125% 9/14/21 10,710 10,976
Orange SA 9.000% 3/1/31 15,090 21,344
Orange SA 5.375% 1/13/42 12,870 14,133
Orange SA 5.500% 2/6/44 4,770 5,348
RELX Capital Inc. 3.125% 10/15/22 7,634 7,449
RELX Capital Inc. 3.500% 3/16/23 6,300 6,221
Rogers Communications Inc. 3.000% 3/15/23 3,025 2,931
Rogers Communications Inc. 4.100% 10/1/23 6,400 6,473
Rogers Communications Inc. 3.625% 12/15/25 5,285 5,151
Rogers Communications Inc. 2.900% 11/15/26 4,250 3,900
Rogers Communications Inc. 7.500% 8/15/38 300 398
Rogers Communications Inc. 4.500% 3/15/43 4,215 4,065
Rogers Communications Inc. 5.000% 3/15/44 8,027 8,324
Rogers Communications Inc. 4.300% 2/15/48 12,000 11,557
S&P Global Inc. 3.300% 8/14/20 5,950 5,950
S&P Global Inc. 4.000% 6/15/25 6,225 6,241
S&P Global Inc. 4.400% 2/15/26 7,900 8,108
S&P Global Inc. 2.950% 1/22/27 4,175 3,864
S&P Global Inc. 6.550% 11/15/37 3,525 4,403
S&P Global Inc. 4.500% 5/15/48 4,700 4,708

 

 

TCI Communications Inc. 7.875% 2/15/26 1,675 2,053
TCI Communications Inc. 7.125% 2/15/28 725 866
Telefonica Emisiones SAU 5.134% 4/27/20 4,500 4,624
Telefonica Emisiones SAU 5.462% 2/16/21 25,654 26,775
Telefonica Emisiones SAU 4.570% 4/27/23 5,975 6,139
Telefonica Emisiones SAU 4.103% 3/8/27 14,275 13,712
Telefonica Emisiones SAU 7.045% 6/20/36 18,442 22,136
Telefonica Emisiones SAU 4.665% 3/6/38 6,550 6,187
Telefonica Emisiones SAU 5.213% 3/8/47 25,605 24,955
Telefonica Emisiones SAU 4.895% 3/6/48 7,500 6,978
Telefonica Europe BV 8.250% 9/15/30 7,150 9,178
TELUS Corp. 2.800% 2/16/27 8,525 7,733
Thomson Reuters Corp. 4.700% 10/15/19 1,525 1,552
Thomson Reuters Corp. 3.950% 9/30/21 3,125 3,128
Thomson Reuters Corp. 4.300% 11/23/23 4,575 4,660
Thomson Reuters Corp. 3.850% 9/29/24 13,700 13,423
Thomson Reuters Corp. 3.350% 5/15/26 3,125 2,883
Thomson Reuters Corp. 5.500% 8/15/35 3,075 3,181
Thomson Reuters Corp. 5.850% 4/15/40 10,370 11,279
Thomson Reuters Corp. 4.500% 5/23/43 525 487
Thomson Reuters Corp. 5.650% 11/23/43 7,775 8,172
Time Warner Cable LLC 5.000% 2/1/20 5,495 5,607
Time Warner Cable LLC 4.125% 2/15/21 5,506 5,540
Time Warner Cable LLC 4.000% 9/1/21 9,950 9,987
Time Warner Cable LLC 6.550% 5/1/37 12,970 14,069
Time Warner Cable LLC 7.300% 7/1/38 14,308 16,391
Time Warner Cable LLC 6.750% 6/15/39 13,392 14,593
Time Warner Cable LLC 5.875% 11/15/40 10,185 10,205
Time Warner Cable LLC 5.500% 9/1/41 15,600 14,983
Time Warner Cable LLC 4.500% 9/15/42 11,827 9,965
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,650 4,552
Time Warner Inc. 4.700% 1/15/21 7,100 7,288
Time Warner Inc. 4.750% 3/29/21 7,975 8,215
Time Warner Inc. 4.000% 1/15/22 3,726 3,766
Time Warner Inc. 3.400% 6/15/22 6,601 6,518
Time Warner Inc. 4.050% 12/15/23 4,340 4,367
Time Warner Inc. 3.550% 6/1/24 5,200 5,041
Time Warner Inc. 3.600% 7/15/25 17,650 16,905
Time Warner Inc. 3.875% 1/15/26 13,986 13,537
Time Warner Inc. 3.800% 2/15/27 23,219 22,199
Time Warner Inc. 6.100% 7/15/40 2,000 2,130
Time Warner Inc. 5.375% 10/15/41 6,930 6,864
Time Warner Inc. 4.900% 6/15/42 7,215 6,746
Time Warner Inc. 5.350% 12/15/43 17,800 17,513
Time Warner Inc. 4.650% 6/1/44 9,930 8,929
Verizon Communications Inc. 2.625% 2/21/20 10,714 10,646
Verizon Communications Inc. 3.450% 3/15/21 6,775 6,800
Verizon Communications Inc. 4.600% 4/1/21 7,860 8,104
Verizon Communications Inc. 1.750% 8/15/21 7,225 6,926
Verizon Communications Inc. 3.000% 11/1/21 16,358 16,181
Verizon Communications Inc. 3.500% 11/1/21 12,110 12,151
Verizon Communications Inc. 3.125% 3/16/22 15,540 15,383
Verizon Communications Inc. 2.450% 11/1/22 11,550 11,073
Verizon Communications Inc. 5.150% 9/15/23 36,255 38,773
Verizon Communications Inc. 4.150% 3/15/24 17,925 18,279
Verizon Communications Inc. 3.500% 11/1/24 23,200 22,842
Verizon Communications Inc. 3.376% 2/15/25 34,366 33,421

 

 

  Verizon Communications Inc. 2.625% 8/15/26 20,185 18,296
  Verizon Communications Inc. 4.125% 3/16/27 21,925 21,942
10 Verizon Communications Inc. 4.329% 9/21/28 39,215 39,444
  Verizon Communications Inc. 4.500% 8/10/33 34,125 33,673
  Verizon Communications Inc. 4.400% 11/1/34 31,183 30,410
  Verizon Communications Inc. 4.272% 1/15/36 26,474 25,232
  Verizon Communications Inc. 5.250% 3/16/37 32,230 34,278
  Verizon Communications Inc. 4.812% 3/15/39 18,370 18,470
  Verizon Communications Inc. 4.750% 11/1/41 11,950 11,736
  Verizon Communications Inc. 3.850% 11/1/42 11,774 10,233
  Verizon Communications Inc. 4.125% 8/15/46 13,000 11,659
  Verizon Communications Inc. 4.862% 8/21/46 48,425 48,585
  Verizon Communications Inc. 5.500% 3/16/47 11,700 12,714
  Verizon Communications Inc. 4.522% 9/15/48 39,551 37,334
  Verizon Communications Inc. 5.012% 4/15/49 34,337 35,052
  Verizon Communications Inc. 5.012% 8/21/54 46,377 46,390
  Verizon Communications Inc. 4.672% 3/15/55 34,070 32,204
  Viacom Inc. 3.875% 12/15/21 4,090 4,100
  Viacom Inc. 4.250% 9/1/23 21,450 21,607
  Viacom Inc. 3.875% 4/1/24 4,989 4,901
  Viacom Inc. 3.450% 10/4/26 9,035 8,441
  Viacom Inc. 6.875% 4/30/36 4,610 5,246
  Viacom Inc. 4.375% 3/15/43 13,810 12,057
  Viacom Inc. 5.850% 9/1/43 14,335 14,969
  Vodafone Group plc 4.375% 3/16/21 3,568 3,648
  Vodafone Group plc 2.500% 9/26/22 6,325 6,068
  Vodafone Group plc 2.950% 2/19/23 10,320 9,954
  Vodafone Group plc 3.750% 1/16/24 17,500 17,303
  Vodafone Group plc 4.125% 5/30/25 15,300 15,230
  Vodafone Group plc 4.375% 5/30/28 30,200 29,734
  Vodafone Group plc 7.875% 2/15/30 6,163 7,628
  Vodafone Group plc 6.250% 11/30/32 5,145 5,718
  Vodafone Group plc 6.150% 2/27/37 9,895 10,974
  Vodafone Group plc 5.000% 5/30/38 14,750 14,604
  Vodafone Group plc 4.375% 2/19/43 12,155 10,855
  Vodafone Group plc 5.250% 5/30/48 28,695 28,779
  Walt Disney Co. 1.950% 3/4/20 4,275 4,219
  Walt Disney Co. 1.800% 6/5/20 5,875 5,756
  Walt Disney Co. 2.150% 9/17/20 4,400 4,318
  Walt Disney Co. 2.300% 2/12/21 5,600 5,495
  Walt Disney Co. 2.750% 8/16/21 1,000 988
  Walt Disney Co. 2.550% 2/15/22 3,000 2,924
  Walt Disney Co. 2.450% 3/4/22 3,000 2,906
  Walt Disney Co. 2.350% 12/1/22 2,300 2,205
  Walt Disney Co. 3.150% 9/17/25 3,800 3,697
  Walt Disney Co. 3.000% 2/13/26 8,285 7,938
  Walt Disney Co. 1.850% 7/30/26 26,720 23,498
  Walt Disney Co. 7.000% 3/1/32 2,075 2,710
  Walt Disney Co. 4.375% 8/16/41 3,310 3,386
  Walt Disney Co. 4.125% 12/1/41 13,701 13,453
  Walt Disney Co. 3.700% 12/1/42 7,265 6,719
  Warner Media LLC 7.625% 4/15/31 1,812 2,281
  WPP Finance 2010 4.750% 11/21/21 18,062 18,395
  WPP Finance 2010 3.625% 9/7/22 4,400 4,316
  WPP Finance 2010 3.750% 9/19/24 3,350 3,214
  WPP Finance 2010 5.125% 9/7/42 2,555 2,432

 

 

WPP Finance 2010 5.625% 11/15/43 4,775 4,909
 
Consumer Cyclical (2.0%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,575 1,629
Advance Auto Parts Inc. 4.500% 1/15/22 325 329
Advance Auto Parts Inc. 4.500% 12/1/23 1,850 1,878
Alibaba Group Holding Ltd. 2.500% 11/28/19 12,500 12,437
Alibaba Group Holding Ltd. 3.125% 11/28/21 9,785 9,662
Alibaba Group Holding Ltd. 2.800% 6/6/23 16,375 15,736
Alibaba Group Holding Ltd. 3.600% 11/28/24 17,390 17,086
Alibaba Group Holding Ltd. 3.400% 12/6/27 22,325 20,824
Alibaba Group Holding Ltd. 4.500% 11/28/34 3,870 3,801
Alibaba Group Holding Ltd. 4.000% 12/6/37 9,000 8,259
Alibaba Group Holding Ltd. 4.200% 12/6/47 13,375 12,144
Alibaba Group Holding Ltd. 4.400% 12/6/57 10,700 9,779
Amazon.com Inc. 2.600% 12/5/19 6,960 6,948
Amazon.com Inc. 1.900% 8/21/20 12,055 11,817
Amazon.com Inc. 3.300% 12/5/21 20,410 20,506
Amazon.com Inc. 2.500% 11/29/22 4,380 4,242
Amazon.com Inc. 2.400% 2/22/23 12,160 11,689
Amazon.com Inc. 2.800% 8/22/24 13,000 12,542
Amazon.com Inc. 3.800% 12/5/24 4,324 4,408
Amazon.com Inc. 5.200% 12/3/25 7,460 8,180
Amazon.com Inc. 3.150% 8/22/27 27,480 26,275
Amazon.com Inc. 4.800% 12/5/34 11,620 12,675
Amazon.com Inc. 3.875% 8/22/37 23,665 23,121
Amazon.com Inc. 4.950% 12/5/44 13,910 15,604
Amazon.com Inc. 4.050% 8/22/47 27,405 26,946
Amazon.com Inc. 4.250% 8/22/57 23,435 23,258
American Honda Finance Corp. 2.000% 11/13/19 7,825 7,729
American Honda Finance Corp. 2.000% 2/14/20 5,400 5,325
American Honda Finance Corp. 2.150% 3/13/20 3,000 2,955
American Honda Finance Corp. 1.950% 7/20/20 4,760 4,665
American Honda Finance Corp. 2.450% 9/24/20 14,450 14,285
American Honda Finance Corp. 2.650% 2/12/21 15,000 14,813
American Honda Finance Corp. 1.650% 7/12/21 4,450 4,268
American Honda Finance Corp. 1.700% 9/9/21 8,600 8,229
American Honda Finance Corp. 2.600% 11/16/22 4,875 4,725
American Honda Finance Corp. 3.450% 7/14/23 4,130 4,120
American Honda Finance Corp. 2.900% 2/16/24 6,100 5,897
American Honda Finance Corp. 2.300% 9/9/26 3,575 3,223
American Honda Finance Corp. 3.500% 2/15/28 2,000 1,957
Aptiv plc 3.150% 11/19/20 4,060 4,009
Aptiv plc 4.250% 1/15/26 2,550 2,516
Aptiv plc 4.400% 10/1/46 4,050 3,620
Automatic Data Processing Inc. 2.250% 9/15/20 10,345 10,189
Automatic Data Processing Inc. 3.375% 9/15/25 1,500 1,485
AutoNation Inc. 5.500% 2/1/20 1,655 1,696
AutoNation Inc. 3.350% 1/15/21 5,185 5,139
AutoNation Inc. 3.500% 11/15/24 2,300 2,173
AutoNation Inc. 4.500% 10/1/25 8,980 8,909
AutoNation Inc. 3.800% 11/15/27 2,400 2,228
AutoZone Inc. 2.500% 4/15/21 1,125 1,097
AutoZone Inc. 3.700% 4/15/22 8,000 8,030
AutoZone Inc. 2.875% 1/15/23 280 270
AutoZone Inc. 3.250% 4/15/25 6,940 6,546
AutoZone Inc. 3.125% 4/21/26 5,200 4,827

 

 

AutoZone Inc. 3.750% 6/1/27 7,000 6,722
Bed Bath & Beyond Inc. 3.749% 8/1/24 950 829
Bed Bath & Beyond Inc. 4.915% 8/1/34 1,400 1,128
Bed Bath & Beyond Inc. 5.165% 8/1/44 5,154 3,581
Best Buy Co. Inc. 5.500% 3/15/21 650 678
Best Buy Co. Inc. 4.450% 10/1/28 9,000 8,990
Block Financial LLC 4.125% 10/1/20 2,875 2,897
Block Financial LLC 5.500% 11/1/22 5,000 5,179
Block Financial LLC 5.250% 10/1/25 12,925 12,982
Booking Holdings Inc. 2.750% 3/15/23 2,000 1,917
Booking Holdings Inc. 3.650% 3/15/25 7,850 7,698
Booking Holdings Inc. 3.600% 6/1/26 10,175 9,860
Booking Holdings Inc. 3.550% 3/15/28 6,155 5,775
BorgWarner Inc. 4.625% 9/15/20 400 407
BorgWarner Inc. 3.375% 3/15/25 1,150 1,109
BorgWarner Inc. 4.375% 3/15/45 3,765 3,544
Carnival Corp. 3.950% 10/15/20 2,600 2,635
Costco Wholesale Corp. 1.700% 12/15/19 5,500 5,426
Costco Wholesale Corp. 1.750% 2/15/20 2,050 2,017
Costco Wholesale Corp. 2.150% 5/18/21 8,000 7,819
Costco Wholesale Corp. 2.250% 2/15/22 4,800 4,657
Costco Wholesale Corp. 2.300% 5/18/22 7,400 7,167
Costco Wholesale Corp. 2.750% 5/18/24 10,000 9,671
Costco Wholesale Corp. 3.000% 5/18/27 18,930 17,967
Cummins Inc. 3.650% 10/1/23 2,790 2,821
Cummins Inc. 7.125% 3/1/28 100 122
Cummins Inc. 4.875% 10/1/43 4,290 4,640
Daimler Finance North America LLC 8.500% 1/18/31 7,920 11,029
Darden Restaurants Inc. 3.850% 5/1/27 4,300 4,134
Darden Restaurants Inc. 4.550% 2/15/48 3,850 3,641
Delphi Corp. 4.150% 3/15/24 5,880 5,892
Dollar General Corp. 3.250% 4/15/23 9,493 9,256
Dollar General Corp. 4.150% 11/1/25 3,100 3,111
Dollar General Corp. 3.875% 4/15/27 4,525 4,403
Dollar General Corp. 4.125% 5/1/28 7,400 7,285
Dollar Tree Inc. 3.700% 5/15/23 4,500 4,443
Dollar Tree Inc. 4.000% 5/15/25 13,105 12,803
Dollar Tree Inc. 4.200% 5/15/28 13,125 12,736
DR Horton Inc. 2.550% 12/1/20 875 857
DR Horton Inc. 4.375% 9/15/22 3,550 3,599
DR Horton Inc. 4.750% 2/15/23 3,675 3,761
DR Horton Inc. 5.750% 8/15/23 4,500 4,787
eBay Inc. 2.150% 6/5/20 4,250 4,175
eBay Inc. 3.250% 10/15/20 5,325 5,317
eBay Inc. 2.875% 8/1/21 5,675 5,589
eBay Inc. 3.800% 3/9/22 7,615 7,672
eBay Inc. 2.600% 7/15/22 5,030 4,852
eBay Inc. 2.750% 1/30/23 6,500 6,253
eBay Inc. 3.450% 8/1/24 3,950 3,851
eBay Inc. 3.600% 6/5/27 7,425 7,019
eBay Inc. 4.000% 7/15/42 6,910 5,663
Expedia Group Inc. 5.950% 8/15/20 13,325 13,939
Expedia Group Inc. 4.500% 8/15/24 2,775 2,785
Expedia Group Inc. 5.000% 2/15/26 5,315 5,415
Expedia Group Inc. 3.800% 2/15/28 5,395 4,971
Ford Holdings LLC 9.300% 3/1/30 1,175 1,437
Ford Motor Co. 4.346% 12/8/26 15,100 14,235

 

 

Ford Motor Co. 6.625% 10/1/28 3,800 4,017
Ford Motor Co. 6.375% 2/1/29 3,425 3,527
Ford Motor Co. 7.450% 7/16/31 11,660 12,939
Ford Motor Co. 4.750% 1/15/43 12,975 10,817
Ford Motor Co. 7.400% 11/1/46 3,250 3,613
Ford Motor Co. 5.291% 12/8/46 14,500 12,917
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 11,478
Ford Motor Credit Co. LLC 8.125% 1/15/20 12,365 13,061
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,000 983
Ford Motor Credit Co. LLC 3.157% 8/4/20 9,163 9,078
Ford Motor Credit Co. LLC 2.343% 11/2/20 15,600 15,152
Ford Motor Credit Co. LLC 3.200% 1/15/21 8,425 8,293
Ford Motor Credit Co. LLC 5.750% 2/1/21 2,681 2,785
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,000 14,789
Ford Motor Credit Co. LLC 5.875% 8/2/21 11,044 11,544
Ford Motor Credit Co. LLC 3.813% 10/12/21 8,400 8,339
Ford Motor Credit Co. LLC 3.219% 1/9/22 8,060 7,793
Ford Motor Credit Co. LLC 3.339% 3/28/22 10,300 9,955
Ford Motor Credit Co. LLC 2.979% 8/3/22 10,000 9,484
Ford Motor Credit Co. LLC 4.250% 9/20/22 6,700 6,638
Ford Motor Credit Co. LLC 4.375% 8/6/23 7,625 7,533
Ford Motor Credit Co. LLC 3.810% 1/9/24 15,100 14,400
Ford Motor Credit Co. LLC 3.664% 9/8/24 5,125 4,796
Ford Motor Credit Co. LLC 4.687% 6/9/25 13,000 12,676
Ford Motor Credit Co. LLC 4.134% 8/4/25 20,250 19,105
Ford Motor Credit Co. LLC 4.389% 1/8/26 10,200 9,708
Ford Motor Credit Co. LLC 3.815% 11/2/27 13,600 12,173
General Motors Co. 4.875% 10/2/23 14,740 15,088
General Motors Co. 4.000% 4/1/25 11,314 10,854
General Motors Co. 4.200% 10/1/27 1,500 1,415
General Motors Co. 5.000% 10/1/28 3,000 2,955
General Motors Co. 5.000% 4/1/35 9,305 8,721
General Motors Co. 6.600% 4/1/36 4,276 4,548
General Motors Co. 5.150% 4/1/38 13,290 12,323
General Motors Co. 6.250% 10/2/43 13,325 13,654
General Motors Co. 5.200% 4/1/45 11,963 10,808
General Motors Co. 6.750% 4/1/46 10,390 11,268
General Motors Co. 5.400% 4/1/48 6,600 6,161
General Motors Co. 5.950% 4/1/49 6,000 5,952
General Motors Financial Co. Inc. 2.350% 10/4/19 9,000 8,938
General Motors Financial Co. Inc. 3.150% 1/15/20 10,200 10,193
General Motors Financial Co. Inc. 2.650% 4/13/20 13,075 12,938
General Motors Financial Co. Inc. 3.200% 7/13/20 31,325 31,238
General Motors Financial Co. Inc. 2.450% 11/6/20 10,750 10,522
General Motors Financial Co. Inc. 3.700% 11/24/20 9,125 9,172
General Motors Financial Co. Inc. 4.200% 3/1/21 8,000 8,099
General Motors Financial Co. Inc. 3.550% 4/9/21 6,550 6,534
General Motors Financial Co. Inc. 3.200% 7/6/21 14,317 14,126
General Motors Financial Co. Inc. 4.375% 9/25/21 3,365 3,421
General Motors Financial Co. Inc. 3.450% 1/14/22 6,415 6,320
General Motors Financial Co. Inc. 3.450% 4/10/22 14,189 13,955
General Motors Financial Co. Inc. 3.150% 6/30/22 3,025 2,941
General Motors Financial Co. Inc. 3.250% 1/5/23 3,075 2,967
General Motors Financial Co. Inc. 3.700% 5/9/23 12,030 11,758
General Motors Financial Co. Inc. 4.250% 5/15/23 9,288 9,263
General Motors Financial Co. Inc. 4.150% 6/19/23 8,000 7,964

 

 

General Motors Financial Co. Inc. 3.950% 4/13/24 12,150 11,823
General Motors Financial Co. Inc. 3.500% 11/7/24 17,065 16,081
General Motors Financial Co. Inc. 4.000% 1/15/25 7,945 7,652
General Motors Financial Co. Inc. 4.350% 4/9/25 10,600 10,398
General Motors Financial Co. Inc. 4.300% 7/13/25 25 24
General Motors Financial Co. Inc. 5.250% 3/1/26 4,700 4,800
General Motors Financial Co. Inc. 4.000% 10/6/26 8,675 8,150
General Motors Financial Co. Inc. 4.350% 1/17/27 17,750 16,981
General Motors Financial Co. Inc. 3.850% 1/5/28 4,275 3,889
GLP Capital LP / GLP Financing II Inc. 4.875% 11/1/20 8,825 8,979
GLP Capital LP / GLP Financing II Inc. 4.375% 4/15/21 2,720 2,740
GLP Capital LP / GLP Financing II Inc. 5.375% 11/1/23 5,000 5,175
GLP Capital LP / GLP Financing II Inc. 5.250% 6/1/25 9,354 9,494
GLP Capital LP / GLP Financing II Inc. 5.375% 4/15/26 4,800 4,866
GLP Capital LP / GLP Financing II Inc. 5.750% 6/1/28 600 618
GLP Capital LP / GLP Financing II Inc. 5.300% 1/15/29 8,225 8,246
Harley-Davidson Inc. 3.500% 7/28/25 6,850 6,555
Harley-Davidson Inc. 4.625% 7/28/45 3,435 3,204
Harman International Industries Inc. 4.150% 5/15/25 3,150 3,129
Home Depot Inc. 1.800% 6/5/20 16,445 16,179
Home Depot Inc. 2.000% 4/1/21 5,325 5,177
Home Depot Inc. 4.400% 4/1/21 10,425 10,710
Home Depot Inc. 2.625% 6/1/22 20,544 20,127
Home Depot Inc. 2.700% 4/1/23 3,300 3,214
Home Depot Inc. 3.750% 2/15/24 9,509 9,687
Home Depot Inc. 3.350% 9/15/25 6,075 5,996
Home Depot Inc. 3.000% 4/1/26 12,100 11,608
Home Depot Inc. 2.125% 9/15/26 9,875 8,835
Home Depot Inc. 2.800% 9/14/27 4,275 3,984
Home Depot Inc. 5.875% 12/16/36 26,006 31,666
Home Depot Inc. 5.400% 9/15/40 4,325 5,042
Home Depot Inc. 5.950% 4/1/41 4,805 5,990
Home Depot Inc. 4.200% 4/1/43 11,825 11,920
Home Depot Inc. 4.875% 2/15/44 11,175 12,311
Home Depot Inc. 4.400% 3/15/45 4,250 4,421
Home Depot Inc. 4.250% 4/1/46 13,745 14,020
Home Depot Inc. 3.900% 6/15/47 9,580 9,230
Home Depot Inc. 3.500% 9/15/56 9,810 8,549
Hyatt Hotels Corp. 3.375% 7/15/23 4,200 4,105
Hyatt Hotels Corp. 4.850% 3/15/26 2,100 2,156
Hyatt Hotels Corp. 4.375% 9/15/28 5,855 5,726
IHS Markit Ltd. 4.750% 8/1/28 8,865 8,876
JD.com Inc. 3.125% 4/29/21 871 845
JD.com Inc. 3.875% 4/29/26 4,077 3,737
Kohl's Corp. 4.000% 11/1/21 4,623 4,650
Kohl's Corp. 3.250% 2/1/23 1,750 1,684
Kohl's Corp. 4.750% 12/15/23 226 233
Kohl's Corp. 4.250% 7/17/25 6,502 6,489
Kohl's Corp. 5.550% 7/17/45 1,575 1,512
Lear Corp. 5.250% 1/15/25 5,625 5,815
Lear Corp. 3.800% 9/15/27 3,075 2,852
Lowe's Cos. Inc. 4.625% 4/15/20 1,355 1,376
Lowe's Cos. Inc. 3.750% 4/15/21 3,745 3,791
Lowe's Cos. Inc. 3.800% 11/15/21 2,675 2,715
Lowe's Cos. Inc. 3.120% 4/15/22 1,700 1,689
Lowe's Cos. Inc. 3.875% 9/15/23 10,899 11,085
Lowe's Cos. Inc. 3.125% 9/15/24 12,900 12,624

 

 

Lowe's Cos. Inc. 3.375% 9/15/25 17,835 17,553
Lowe's Cos. Inc. 2.500% 4/15/26 19,325 17,747
Lowe's Cos. Inc. 3.100% 5/3/27 14,700 13,989
Lowe's Cos. Inc. 6.500% 3/15/29 267 324
Lowe's Cos. Inc. 4.650% 4/15/42 6,575 6,846
Lowe's Cos. Inc. 4.250% 9/15/44 1,950 1,925
Lowe's Cos. Inc. 4.375% 9/15/45 9,675 9,716
Lowe's Cos. Inc. 3.700% 4/15/46 17,095 15,583
Lowe's Cos. Inc. 4.050% 5/3/47 15,685 15,049
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,715 2,701
Macy's Retail Holdings Inc. 3.875% 1/15/22 2,050 2,029
Macy's Retail Holdings Inc. 2.875% 2/15/23 14,343 13,582
Macy's Retail Holdings Inc. 4.375% 9/1/23 7,375 7,400
Macy's Retail Holdings Inc. 3.625% 6/1/24 2,970 2,836
Macy's Retail Holdings Inc. 7.000% 2/15/28 2,550 2,743
Macy's Retail Holdings Inc. 6.900% 4/1/29 2,690 2,839
Macy's Retail Holdings Inc. 4.500% 12/15/34 3,225 2,621
Magna International Inc. 3.625% 6/15/24 7,570 7,463
Magna International Inc. 4.150% 10/1/25 2,775 2,774
Marriott International Inc. 3.375% 10/15/20 2,075 2,071
Marriott International Inc. 2.875% 3/1/21 2,500 2,456
Marriott International Inc. 3.125% 10/15/21 4,825 4,763
Marriott International Inc. 2.300% 1/15/22 2,000 1,917
Marriott International Inc. 3.250% 9/15/22 3,525 3,463
Marriott International Inc. 3.750% 3/15/25 4,800 4,678
Marriott International Inc. 3.750% 10/1/25 2,190 2,132
Marriott International Inc. 3.125% 6/15/26 4,090 3,812
Marriott International Inc. 4.000% 4/15/28 7,000 6,824
Mastercard Inc. 2.000% 11/21/21 5,230 5,039
Mastercard Inc. 3.375% 4/1/24 5,050 5,048
Mastercard Inc. 2.950% 11/21/26 4,750 4,516
Mastercard Inc. 3.500% 2/26/28 2,920 2,874
Mastercard Inc. 3.800% 11/21/46 3,850 3,689
Mastercard Inc. 3.950% 2/26/48 5,030 4,962
McDonald's Corp. 2.750% 12/9/20 7,889 7,832
McDonald's Corp. 3.625% 5/20/21 1,750 1,767
McDonald's Corp. 2.625% 1/15/22 16,365 15,931
McDonald's Corp. 3.350% 4/1/23 10,775 10,697
McDonald's Corp. 3.375% 5/26/25 7,955 7,738
McDonald's Corp. 3.700% 1/30/26 22,140 21,952
McDonald's Corp. 3.500% 3/1/27 15,875 15,408
McDonald's Corp. 3.800% 4/1/28 11,000 10,807
McDonald's Corp. 4.700% 12/9/35 6,175 6,427
McDonald's Corp. 6.300% 10/15/37 425 509
McDonald's Corp. 6.300% 3/1/38 1,675 2,016
McDonald's Corp. 5.700% 2/1/39 4,150 4,695
McDonald's Corp. 3.700% 2/15/42 14,175 12,396
McDonald's Corp. 3.625% 5/1/43 2,325 1,987
McDonald's Corp. 4.600% 5/26/45 6,660 6,629
McDonald's Corp. 4.875% 12/9/45 14,975 15,633
McDonald's Corp. 4.450% 3/1/47 7,890 7,715
McDonald's Corp. 4.450% 9/1/48 7,200 7,117
NIKE Inc. 2.250% 5/1/23 625 597
NIKE Inc. 2.375% 11/1/26 6,000 5,424
NIKE Inc. 3.625% 5/1/43 6,025 5,551
NIKE Inc. 3.875% 11/1/45 3,175 3,045
NIKE Inc. 3.375% 11/1/46 2,050 1,792

 

 

  Nordstrom Inc. 4.750% 5/1/20 3,650 3,735
  Nordstrom Inc. 4.000% 10/15/21 5,315 5,351
  Nordstrom Inc. 4.000% 3/15/27 6,000 5,814
  Nordstrom Inc. 6.950% 3/15/28 1,540 1,706
  Nordstrom Inc. 5.000% 1/15/44 6,820 6,280
  NVR Inc. 3.950% 9/15/22 16,138 16,134
  O'Reilly Automotive Inc. 4.875% 1/14/21 600 617
  O'Reilly Automotive Inc. 4.625% 9/15/21 125 129
  O'Reilly Automotive Inc. 3.800% 9/1/22 5,029 5,042
  O'Reilly Automotive Inc. 3.850% 6/15/23 7,075 7,082
  O'Reilly Automotive Inc. 3.550% 3/15/26 1,350 1,293
  O'Reilly Automotive Inc. 3.600% 9/1/27 6,275 5,951
  PACCAR Financial Corp. 2.500% 8/14/20 2,000 1,977
  PACCAR Financial Corp. 2.050% 11/13/20 3,575 3,480
  PACCAR Financial Corp. 2.250% 2/25/21 1,500 1,462
  PACCAR Financial Corp. 2.800% 3/1/21 3,300 3,262
  PACCAR Financial Corp. 3.150% 8/9/21 4,000 3,983
  PACCAR Financial Corp. 2.300% 8/10/22 2,200 2,107
  PACCAR Financial Corp. 3.400% 8/9/23 7,000 6,964
  QVC Inc. 5.125% 7/2/22 3,510 3,557
  QVC Inc. 4.375% 3/15/23 5,000 4,936
  QVC Inc. 4.850% 4/1/24 4,300 4,256
  QVC Inc. 4.450% 2/15/25 1,100 1,046
  QVC Inc. 5.450% 8/15/34 400 360
  QVC Inc. 5.950% 3/15/43 4,050 3,668
  Ralph Lauren Corp. 2.625% 8/18/20 1,670 1,651
  Ralph Lauren Corp. 3.750% 9/15/25 3,850 3,802
  Royal Caribbean Cruises Ltd. 2.650% 11/28/20 3,355 3,305
  Royal Caribbean Cruises Ltd. 5.250% 11/15/22 3,750 3,938
  Royal Caribbean Cruises Ltd. 3.700% 3/15/28 5,725 5,296
10 Sands China Ltd. 4.600% 8/8/23 8,700 8,689
10 Sands China Ltd. 5.125% 8/8/25 10,500 10,461
10 Sands China Ltd. 5.400% 8/8/28 15,500 15,364
  Starbucks Corp. 2.200% 11/22/20 3,725 3,651
  Starbucks Corp. 2.100% 2/4/21 4,375 4,271
  Starbucks Corp. 2.700% 6/15/22 2,970 2,888
  Starbucks Corp. 3.100% 3/1/23 8,435 8,310
  Starbucks Corp. 3.850% 10/1/23 6,400 6,471
  Starbucks Corp. 3.800% 8/15/25 17,000 16,975
  Starbucks Corp. 2.450% 6/15/26 2,925 2,634
  Starbucks Corp. 3.500% 3/1/28 5,425 5,204
  Starbucks Corp. 4.000% 11/15/28 7,000 7,027
  Starbucks Corp. 4.300% 6/15/45 1,250 1,176
  Starbucks Corp. 3.750% 12/1/47 5,500 4,801
  Starbucks Corp. 4.500% 11/15/48 7,875 7,672
  Tapestry Inc. 3.000% 7/15/22 2,800 2,699
  Tapestry Inc. 4.250% 4/1/25 3,746 3,705
  Tapestry Inc. 4.125% 7/15/27 5,545 5,258
  Target Corp. 3.875% 7/15/20 5,630 5,709
  Target Corp. 2.900% 1/15/22 9,180 9,110
  Target Corp. 3.500% 7/1/24 7,775 7,849
  Target Corp. 2.500% 4/15/26 8,465 7,837
  Target Corp. 6.350% 11/1/32 2,180 2,640
  Target Corp. 6.500% 10/15/37 3,708 4,662
  Target Corp. 7.000% 1/15/38 3,725 4,878
  Target Corp. 4.000% 7/1/42 12,000 11,575
  Target Corp. 3.625% 4/15/46 5,765 5,202

 

 

Target Corp. 3.900% 11/15/47 12,200 11,416
TJX Cos. Inc. 2.750% 6/15/21 17,825 17,644
TJX Cos. Inc. 2.500% 5/15/23 5,798 5,554
TJX Cos. Inc. 2.250% 9/15/26 10,275 9,281
Toyota Motor Corp. 3.183% 7/20/21 7,000 7,010
Toyota Motor Corp. 3.419% 7/20/23 8,500 8,483
Toyota Motor Corp. 3.669% 7/20/28 5,000 4,969
Toyota Motor Credit Corp. 1.550% 10/18/19 4,250 4,194
Toyota Motor Credit Corp. 2.200% 1/10/20 8,300 8,226
Toyota Motor Credit Corp. 2.150% 3/12/20 19,925 19,709
Toyota Motor Credit Corp. 1.950% 4/17/20 5,165 5,092
Toyota Motor Credit Corp. 4.500% 6/17/20 5,593 5,727
Toyota Motor Credit Corp. 4.250% 1/11/21 2,200 2,252
Toyota Motor Credit Corp. 1.900% 4/8/21 11,115 10,768
Toyota Motor Credit Corp. 2.950% 4/13/21 11,365 11,313
Toyota Motor Credit Corp. 2.750% 5/17/21 4,200 4,153
Toyota Motor Credit Corp. 3.400% 9/15/21 4,070 4,089
Toyota Motor Credit Corp. 2.600% 1/11/22 8,300 8,102
Toyota Motor Credit Corp. 3.300% 1/12/22 9,650 9,648
Toyota Motor Credit Corp. 2.800% 7/13/22 1,065 1,045
Toyota Motor Credit Corp. 2.150% 9/8/22 12,100 11,532
Toyota Motor Credit Corp. 2.625% 1/10/23 6,725 6,510
Toyota Motor Credit Corp. 2.700% 1/11/23 3,950 3,837
Toyota Motor Credit Corp. 2.250% 10/18/23 7,050 6,647
Toyota Motor Credit Corp. 2.900% 4/17/24 4,600 4,443
Toyota Motor Credit Corp. 3.400% 4/14/25 8,000 7,870
Toyota Motor Credit Corp. 3.200% 1/11/27 8,450 8,108
Toyota Motor Credit Corp. 3.050% 1/11/28 6,850 6,465
VF Corp. 3.500% 9/1/21 8,035 8,063
VF Corp. 6.450% 11/1/37 4,475 5,507
Visa Inc. 2.200% 12/14/20 27,360 26,876
Visa Inc. 2.150% 9/15/22 8,000 7,657
Visa Inc. 2.800% 12/14/22 16,735 16,392
Visa Inc. 3.150% 12/14/25 38,700 37,477
Visa Inc. 2.750% 9/15/27 9,650 8,989
Visa Inc. 4.150% 12/14/35 14,470 14,920
Visa Inc. 4.300% 12/14/45 25,415 26,243
Visa Inc. 3.650% 9/15/47 4,500 4,189
Walgreen Co. 3.100% 9/15/22 7,185 7,021
Walgreen Co. 4.400% 9/15/42 6,876 6,206
Walgreens Boots Alliance Inc. 2.700% 11/18/19 8,800 8,773
Walgreens Boots Alliance Inc. 3.300% 11/18/21 6,300 6,260
Walgreens Boots Alliance Inc. 3.800% 11/18/24 20,200 19,943
Walgreens Boots Alliance Inc. 3.450% 6/1/26 17,750 16,869
Walgreens Boots Alliance Inc. 4.500% 11/18/34 4,270 4,198
Walgreens Boots Alliance Inc. 4.800% 11/18/44 11,880 11,485
Walgreens Boots Alliance Inc. 4.650% 6/1/46 7,195 6,861
Walmart Inc. 1.750% 10/9/19 12,738 12,623
Walmart Inc. 2.850% 6/23/20 14,750 14,754
Walmart Inc. 3.625% 7/8/20 100 102
Walmart Inc. 3.250% 10/25/20 10,670 10,735
Walmart Inc. 1.900% 12/15/20 41,515 40,649
Walmart Inc. 3.125% 6/23/21 14,175 14,220
Walmart Inc. 2.350% 12/15/22 17,590 16,988
Walmart Inc. 2.550% 4/11/23 12,735 12,333
Walmart Inc. 3.400% 6/26/23 12,475 12,526
Walmart Inc. 3.300% 4/22/24 16,150 16,104

 

 

Walmart Inc. 2.650% 12/15/24 16,400 15,658
Walmart Inc. 3.550% 6/26/25 18,650 18,756
Walmart Inc. 5.875% 4/5/27 8,160 9,404
Walmart Inc. 3.700% 6/26/28 15,000 14,995
Walmart Inc. 7.550% 2/15/30 3,896 5,203
Walmart Inc. 5.250% 9/1/35 12,240 14,042
Walmart Inc. 6.200% 4/15/38 14,680 18,819
Walmart Inc. 3.950% 6/28/38 10,675 10,617
Walmart Inc. 5.625% 4/1/40 7,685 9,299
Walmart Inc. 4.875% 7/8/40 7,145 7,937
Walmart Inc. 5.000% 10/25/40 2,105 2,365
Walmart Inc. 5.625% 4/15/41 7,560 9,258
Walmart Inc. 4.000% 4/11/43 8,085 7,948
Walmart Inc. 4.300% 4/22/44 5,250 5,415
Walmart Inc. 3.625% 12/15/47 8,640 8,056
Walmart Inc. 4.050% 6/29/48 17,800 17,799
Western Union Co. 5.253% 4/1/20 125 128
Western Union Co. 3.600% 3/15/22 4,550 4,498
Western Union Co. 6.200% 11/17/36 5,350 5,408
Western Union Co. 6.200% 6/21/40 1,580 1,580
 
Consumer Noncyclical (4.4%)        
Abbott Laboratories 2.000% 3/15/20 16,275 16,072
Abbott Laboratories 4.125% 5/27/20 2,700 2,744
Abbott Laboratories 2.800% 9/15/20 4,700 4,664
Abbott Laboratories 2.900% 11/30/21 27,000 26,659
Abbott Laboratories 2.550% 3/15/22 5,725 5,559
Abbott Laboratories 3.250% 4/15/23 6,925 6,868
Abbott Laboratories 3.400% 11/30/23 20,100 20,018
Abbott Laboratories 2.950% 3/15/25 1,900 1,813
Abbott Laboratories 3.875% 9/15/25 2,625 2,636
Abbott Laboratories 3.750% 11/30/26 34,125 33,949
Abbott Laboratories 4.750% 11/30/36 17,685 18,772
Abbott Laboratories 6.150% 11/30/37 4,005 4,795
Abbott Laboratories 6.000% 4/1/39 350 415
Abbott Laboratories 5.300% 5/27/40 1,851 2,063
Abbott Laboratories 4.750% 4/15/43 6,825 7,192
Abbott Laboratories 4.900% 11/30/46 32,270 35,024
AbbVie Inc. 2.500% 5/14/20 32,820 32,448
AbbVie Inc. 2.300% 5/14/21 16,550 16,104
AbbVie Inc. 3.375% 11/14/21 9,200 9,189
AbbVie Inc. 2.900% 11/6/22 27,707 26,917
AbbVie Inc. 3.200% 11/6/22 15,666 15,390
AbbVie Inc. 2.850% 5/14/23 11,125 10,706
AbbVie Inc. 3.750% 11/14/23 12,900 12,860
AbbVie Inc. 3.600% 5/14/25 32,635 31,579
AbbVie Inc. 3.200% 5/14/26 17,965 16,711
AbbVie Inc. 4.250% 11/14/28 15,300 15,106
AbbVie Inc. 4.500% 5/14/35 19,345 18,642
AbbVie Inc. 4.300% 5/14/36 9,925 9,272
AbbVie Inc. 4.400% 11/6/42 22,343 20,654
AbbVie Inc. 4.700% 5/14/45 24,728 23,747
AbbVie Inc. 4.450% 5/14/46 20,740 19,187
AbbVie Inc. 4.875% 11/14/48 8,500 8,360
Actavis Inc. 3.250% 10/1/22 12,864 12,629
Actavis Inc. 4.625% 10/1/42 5,500 5,170
Advocate Health & Hospitals Corp. 3.829% 8/15/28 2,300 2,320

 

 

Advocate Health & Hospitals Corp. 4.272% 8/15/48 4,050 4,072
Agilent Technologies Inc. 5.000% 7/15/20 4,600 4,739
Agilent Technologies Inc. 3.200% 10/1/22 6,015 5,885
Agilent Technologies Inc. 3.875% 7/15/23 3,800 3,795
Agilent Technologies Inc. 3.050% 9/22/26 6,700 6,220
Ahold Finance USA LLC 6.875% 5/1/29 1,100 1,279
AHS Hospital Corp. 5.024% 7/1/45 3,300 3,666
Allergan Funding SCS 3.000% 3/12/20 40,850 40,794
Allergan Funding SCS 3.450% 3/15/22 16,700 16,594
Allergan Funding SCS 3.850% 6/15/24 11,325 11,196
Allergan Funding SCS 3.800% 3/15/25 38,173 37,378
Allergan Funding SCS 4.550% 3/15/35 22,095 21,464
Allergan Funding SCS 4.850% 6/15/44 17,476 17,202
Allergan Funding SCS 4.750% 3/15/45 5,334 5,187
Allergan Inc. 3.375% 9/15/20 5,975 5,974
Allergan Inc. 2.800% 3/15/23 500 476
Altria Group Inc. 2.625% 1/14/20 16,498 16,403
Altria Group Inc. 4.750% 5/5/21 15,920 16,475
Altria Group Inc. 2.850% 8/9/22 9,700 9,479
Altria Group Inc. 2.950% 5/2/23 3,200 3,103
Altria Group Inc. 4.000% 1/31/24 11,900 12,032
Altria Group Inc. 2.625% 9/16/26 2,200 2,005
Altria Group Inc. 4.250% 8/9/42 10,341 9,593
Altria Group Inc. 4.500% 5/2/43 7,434 7,104
Altria Group Inc. 5.375% 1/31/44 12,738 13,724
Altria Group Inc. 3.875% 9/16/46 14,475 12,668
AmerisourceBergen Corp. 3.500% 11/15/21 6,550 6,542
AmerisourceBergen Corp. 3.400% 5/15/24 7,375 7,199
AmerisourceBergen Corp. 3.250% 3/1/25 5,725 5,411
AmerisourceBergen Corp. 3.450% 12/15/27 6,425 5,993
AmerisourceBergen Corp. 4.250% 3/1/45 2,720 2,426
AmerisourceBergen Corp. 4.300% 12/15/47 7,175 6,499
Amgen Inc. 2.125% 5/1/20 9,345 9,192
Amgen Inc. 2.200% 5/11/20 12,235 12,059
Amgen Inc. 3.450% 10/1/20 2,825 2,839
Amgen Inc. 4.100% 6/15/21 7,515 7,645
Amgen Inc. 1.850% 8/19/21 6,725 6,455
Amgen Inc. 3.875% 11/15/21 6,320 6,406
Amgen Inc. 2.700% 5/1/22 3,675 3,569
Amgen Inc. 2.650% 5/11/22 4,050 3,933
Amgen Inc. 3.625% 5/15/22 11,075 11,123
Amgen Inc. 2.250% 8/19/23 7,100 6,663
Amgen Inc. 3.625% 5/22/24 15,429 15,420
Amgen Inc. 3.125% 5/1/25 3,100 2,966
Amgen Inc. 2.600% 8/19/26 15,950 14,419
Amgen Inc. 3.200% 11/2/27 4,930 4,627
Amgen Inc. 6.400% 2/1/39 2,100 2,499
Amgen Inc. 4.950% 10/1/41 4,575 4,722
Amgen Inc. 5.150% 11/15/41 6,675 7,071
Amgen Inc. 4.400% 5/1/45 21,100 20,276
Amgen Inc. 4.563% 6/15/48 17,377 17,024
Amgen Inc. 4.663% 6/15/51 30,618 30,277
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 82,335 81,136
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 32,511 31,240
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 56,825 56,109
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,900 8,863
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 105,167 102,168

 

 

  Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 54,211 54,208
  Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 12,425 11,156
  Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 9,986 9,660
  Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 104,365 105,145
  Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 10,525 10,950
  Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 4,225 4,330
  Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 7,425 7,490
  Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 27,251 26,296
  Anheuser-Busch InBev Worldwide Inc. 3.500% 1/12/24 12,775 12,637
  Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28 17,180 16,881
  Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 12,400 11,935
  Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 6,050 8,490
  Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 14,276 14,553
  Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 16,732 14,470
  Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 21,325 20,623
  Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 15,110 14,156
  Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 5,375 5,180
  Archer-Daniels-Midland Co. 4.479% 3/1/21 587 602
  Archer-Daniels-Midland Co. 2.500% 8/11/26 8,550 7,815
  Archer-Daniels-Midland Co. 5.935% 10/1/32 530 605
  Archer-Daniels-Midland Co. 5.375% 9/15/35 2,395 2,678
  Archer-Daniels-Midland Co. 4.535% 3/26/42 3,600 3,687
  Archer-Daniels-Midland Co. 4.016% 4/16/43 6,416 6,095
  Archer-Daniels-Midland Co. 3.750% 9/15/47 6,500 5,871
  Ascension Health 3.945% 11/15/46 8,010 7,752
5 Ascension Health 4.847% 11/15/53 1,875 2,058
  AstraZeneca plc 2.375% 11/16/20 12,725 12,544
  AstraZeneca plc 2.375% 6/12/22 7,875 7,569
  AstraZeneca plc 3.500% 8/17/23 12,000 11,865
  AstraZeneca plc 3.375% 11/16/25 16,743 16,156
  AstraZeneca plc 3.125% 6/12/27 5,100 4,759
  AstraZeneca plc 4.000% 1/17/29 9,000 8,865
  AstraZeneca plc 6.450% 9/15/37 14,770 18,507
  AstraZeneca plc 4.000% 9/18/42 11,675 10,811
  AstraZeneca plc 4.375% 11/16/45 12,250 12,052
  AstraZeneca plc 4.375% 8/17/48 8,350 8,110
10 BAT Capital Corp. 2.297% 8/14/20 23,700 23,221
10 BAT Capital Corp. 2.764% 8/15/22 19,725 18,929
10 BAT Capital Corp. 3.222% 8/15/24 19,700 18,751
10 BAT Capital Corp. 3.557% 8/15/27 28,100 26,120
10 BAT Capital Corp. 4.390% 8/15/37 22,775 21,209
10 BAT Capital Corp. 4.540% 8/15/47 24,775 22,746
  Baxalta Inc. 2.875% 6/23/20 1,630 1,618
  Baxalta Inc. 3.600% 6/23/22 1,176 1,166
  Baxalta Inc. 4.000% 6/23/25 4,763 4,717
  Baxalta Inc. 5.250% 6/23/45 2,882 3,099
  Baxter International Inc. 1.700% 8/15/21 4,425 4,209
  Baxter International Inc. 2.600% 8/15/26 1,925 1,750
  Baxter International Inc. 3.500% 8/15/46 4,025 3,378
  Baylor Scott & White Holdings 4.185% 11/15/45 4,230 4,166
  Beam Suntory Inc. 3.250% 5/15/22 600 589
  Beam Suntory Inc. 3.250% 6/15/23 1,400 1,338
  Becton Dickinson & Co. 2.675% 12/15/19 8,686 8,635
  Becton Dickinson & Co. 2.404% 6/5/20 7,725 7,608
  Becton Dickinson & Co. 3.250% 11/12/20 5,400 5,379
  Becton Dickinson & Co. 3.125% 11/8/21 11,235 11,066
  Becton Dickinson & Co. 2.894% 6/6/22 20,425 19,859

 

 

Becton Dickinson & Co. 3.300% 3/1/23 3,000 2,924
Becton Dickinson & Co. 3.875% 5/15/24 1,231 1,208
Becton Dickinson & Co. 3.363% 6/6/24 8,100 7,825
Becton Dickinson & Co. 3.734% 12/15/24 11,003 10,780
Becton Dickinson & Co. 6.700% 12/1/26 2,300 2,603
Becton Dickinson & Co. 3.700% 6/6/27 20,600 19,678
Becton Dickinson & Co. 4.875% 5/15/44 1,150 1,107
Becton Dickinson & Co. 4.685% 12/15/44 10,775 10,606
Becton Dickinson & Co. 4.669% 6/6/47 8,750 8,653
Becton Dickinson & Co. 5.000% 11/12/40 5,847 5,965
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,500 2,568
Biogen Inc. 2.900% 9/15/20 17,941 17,805
Biogen Inc. 3.625% 9/15/22 12,891 12,919
Biogen Inc. 4.050% 9/15/25 14,995 15,037
Biogen Inc. 5.200% 9/15/45 18,005 19,087
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 1,575 1,563
Boston Scientific Corp. 6.000% 1/15/20 3,720 3,850
Boston Scientific Corp. 2.850% 5/15/20 500 496
Boston Scientific Corp. 3.375% 5/15/22 2,975 2,937
Boston Scientific Corp. 4.125% 10/1/23 3,775 3,821
Boston Scientific Corp. 3.850% 5/15/25 5,550 5,517
Boston Scientific Corp. 4.000% 3/1/28 8,400 8,300
Boston Scientific Corp. 7.000% 11/15/35 4,625 5,797
Boston Scientific Corp. 7.375% 1/15/40 1,150 1,512
Bristol-Myers Squibb Co. 2.000% 8/1/22 12,675 12,088
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 115
Bristol-Myers Squibb Co. 3.250% 11/1/23 4,250 4,233
Bristol-Myers Squibb Co. 3.250% 2/27/27 2,000 1,948
Bristol-Myers Squibb Co. 3.250% 8/1/42 4,865 4,200
Bristol-Myers Squibb Co. 4.500% 3/1/44 4,858 5,100
Brown-Forman Corp. 3.500% 4/15/25 3,250 3,216
Brown-Forman Corp. 4.500% 7/15/45 4,070 4,238
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,600 2,597
Bunge Ltd. Finance Corp. 3.000% 9/25/22 6,768 6,469
Bunge Ltd. Finance Corp. 4.350% 3/15/24 6,700 6,637
Bunge Ltd. Finance Corp. 3.250% 8/15/26 5,340 4,801
Bunge Ltd. Finance Corp. 3.750% 9/25/27 5,750 5,272
Campbell Soup Co. 3.300% 3/15/21 6,000 5,958
Campbell Soup Co. 2.500% 8/2/22 1,850 1,752
Campbell Soup Co. 3.650% 3/15/23 23,000 22,577
Campbell Soup Co. 3.950% 3/15/25 14,385 13,927
Campbell Soup Co. 3.300% 3/19/25 1,900 1,749
Campbell Soup Co. 4.150% 3/15/28 10,000 9,544
Campbell Soup Co. 3.800% 8/2/42 2,700 2,109
Campbell Soup Co. 4.800% 3/15/48 10,650 9,727
Cardinal Health Inc. 4.625% 12/15/20 7,635 7,815
Cardinal Health Inc. 2.616% 6/15/22 9,000 8,609
Cardinal Health Inc. 3.200% 6/15/22 4,012 3,941
Cardinal Health Inc. 3.200% 3/15/23 4,450 4,321
Cardinal Health Inc. 3.079% 6/15/24 4,700 4,441
Cardinal Health Inc. 3.750% 9/15/25 1,750 1,685
Cardinal Health Inc. 3.410% 6/15/27 10,215 9,424
Cardinal Health Inc. 4.600% 3/15/43 3,375 3,053
Cardinal Health Inc. 4.500% 11/15/44 2,925 2,619
Cardinal Health Inc. 4.900% 9/15/45 3,230 3,059
Cardinal Health Inc. 4.368% 6/15/47 5,150 4,578
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 3,225 3,112

 

 

5 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 6,925 6,304
Celgene Corp. 2.875% 8/15/20 12,925 12,809
Celgene Corp. 3.950% 10/15/20 10,310 10,438
Celgene Corp. 2.875% 2/19/21 6,175 6,100
Celgene Corp. 2.250% 8/15/21 3,450 3,337
Celgene Corp. 3.250% 8/15/22 8,450 8,321
Celgene Corp. 3.550% 8/15/22 3,985 3,970
Celgene Corp. 2.750% 2/15/23 5,400 5,189
Celgene Corp. 3.250% 2/20/23 5,650 5,540
Celgene Corp. 4.000% 8/15/23 3,550 3,580
Celgene Corp. 3.625% 5/15/24 15,900 15,660
Celgene Corp. 3.875% 8/15/25 22,350 21,980
Celgene Corp. 3.450% 11/15/27 3,885 3,634
Celgene Corp. 3.900% 2/20/28 16,625 15,999
Celgene Corp. 5.700% 10/15/40 2,792 2,834
Celgene Corp. 5.250% 8/15/43 5,130 5,194
Celgene Corp. 4.625% 5/15/44 5,950 5,580
Celgene Corp. 5.000% 8/15/45 17,115 16,915
Celgene Corp. 4.350% 11/15/47 10,800 9,729
Celgene Corp. 4.550% 2/20/48 13,325 12,329
Children's Hospital Medical Center Ohio        
GO 4.268% 5/15/44 1,050 1,053
Church & Dwight Co. Inc. 2.450% 12/15/19 2,590 2,570
Church & Dwight Co. Inc. 2.450% 8/1/22 1,500 1,449
Church & Dwight Co. Inc. 3.150% 8/1/27 3,200 2,969
Church & Dwight Co. Inc. 3.950% 8/1/47 3,200 2,865
City of Hope 5.623% 11/15/43 2,000 2,336
City of Hope 4.378% 8/15/48 7,375 7,252
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 3,215 3,371
Clorox Co. 3.800% 11/15/21 1,288 1,305
Clorox Co. 3.050% 9/15/22 4,675 4,622
Clorox Co. 3.500% 12/15/24 3,925 3,874
Clorox Co. 3.100% 10/1/27 3,025 2,833
Clorox Co. 3.900% 5/15/28 6,500 6,477
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,117 7,926
Coca-Cola Co. 1.875% 10/27/20 10,715 10,472
Coca-Cola Co. 2.450% 11/1/20 15,250 15,075
Coca-Cola Co. 3.150% 11/15/20 1,100 1,103
Coca-Cola Co. 1.550% 9/1/21 8,750 8,384
Coca-Cola Co. 3.300% 9/1/21 4,780 4,815
Coca-Cola Co. 2.200% 5/25/22 3,750 3,609
Coca-Cola Co. 2.500% 4/1/23 10,229 9,895
Coca-Cola Co. 3.200% 11/1/23 9,575 9,501
Coca-Cola Co. 2.875% 10/27/25 10,650 10,176
Coca-Cola Co. 2.550% 6/1/26 7,825 7,252
Coca-Cola Co. 2.250% 9/1/26 7,975 7,237
Coca-Cola Co. 2.900% 5/25/27 5,975 5,631
Coca-Cola European Partners PLC 3.500% 9/15/20 4,250 4,244
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,925 1,952
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 6,480 6,461
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 7,800 8,467
Colgate-Palmolive Co. 2.450% 11/15/21 2,680 2,623
Colgate-Palmolive Co. 2.300% 5/3/22 8,311 8,080
Colgate-Palmolive Co. 2.250% 11/15/22 6,525 6,301
Colgate-Palmolive Co. 1.950% 2/1/23 6,800 6,425
Colgate-Palmolive Co. 2.100% 5/1/23 1,450 1,374
Colgate-Palmolive Co. 3.250% 3/15/24 5,200 5,173

 

 

Colgate-Palmolive Co. 4.000% 8/15/45 4,720 4,651
Colgate-Palmolive Co. 3.700% 8/1/47 5,550 5,230
Conagra Brands Inc. 3.250% 9/15/22 4,300 4,213
Conagra Brands Inc. 3.200% 1/25/23 6,011 5,837
Conagra Brands Inc. 7.000% 10/1/28 700 787
Conagra Brands Inc. 8.250% 9/15/30 3,825 4,900
Constellation Brands Inc. 2.000% 11/7/19 4,000 3,954
Constellation Brands Inc. 3.875% 11/15/19 11,500 11,582
Constellation Brands Inc. 2.250% 11/6/20 6,225 6,083
Constellation Brands Inc. 3.750% 5/1/21 4,261 4,276
Constellation Brands Inc. 2.700% 5/9/22 6,607 6,374
Constellation Brands Inc. 2.650% 11/7/22 6,825 6,521
Constellation Brands Inc. 3.200% 2/15/23 5,900 5,732
Constellation Brands Inc. 4.250% 5/1/23 16,800 17,005
Constellation Brands Inc. 4.750% 11/15/24 8,571 8,871
Constellation Brands Inc. 4.750% 12/1/25 2,700 2,775
Constellation Brands Inc. 3.700% 12/6/26 5,550 5,280
Constellation Brands Inc. 3.500% 5/9/27 1,875 1,748
Constellation Brands Inc. 3.600% 2/15/28 10,125 9,491
Constellation Brands Inc. 4.500% 5/9/47 3,875 3,615
Constellation Brands Inc. 4.100% 2/15/48 6,800 5,967
Covidien International Finance SA 4.200% 6/15/20 3,675 3,739
Covidien International Finance SA 3.200% 6/15/22 5,869 5,807
Covidien International Finance SA 2.950% 6/15/23 4,530 4,404
CVS Health Corp. 3.125% 3/9/20 24,000 24,000
CVS Health Corp. 2.800% 7/20/20 22,175 21,939
CVS Health Corp. 3.350% 3/9/21 26,875 26,767
CVS Health Corp. 2.125% 6/1/21 10,470 10,091
CVS Health Corp. 3.500% 7/20/22 12,645 12,549
CVS Health Corp. 2.750% 12/1/22 10,490 10,122
CVS Health Corp. 4.750% 12/1/22 9,000 9,278
CVS Health Corp. 3.700% 3/9/23 33,665 33,384
CVS Health Corp. 4.000% 12/5/23 6,780 6,797
CVS Health Corp. 3.375% 8/12/24 9,365 9,025
CVS Health Corp. 4.100% 3/25/25 39,165 38,892
CVS Health Corp. 3.875% 7/20/25 31,423 30,852
CVS Health Corp. 2.875% 6/1/26 22,425 20,503
CVS Health Corp. 4.300% 3/25/28 82,150 81,494
CVS Health Corp. 4.875% 7/20/35 5,175 5,202
CVS Health Corp. 4.780% 3/25/38 25,450 25,328
CVS Health Corp. 6.125% 9/15/39 3,950 4,414
CVS Health Corp. 5.300% 12/5/43 11,825 12,328
CVS Health Corp. 5.125% 7/20/45 31,110 31,914
CVS Health Corp. 5.050% 3/25/48 76,825 78,392
Danaher Corp. 2.400% 9/15/20 3,350 3,298
Danaher Corp. 3.350% 9/15/25 3,725 3,658
Danaher Corp. 4.375% 9/15/45 4,150 4,200
Dartmouth-Hitchcock Health 4.178% 8/1/48 3,100 3,011
Delhaize America LLC 9.000% 4/15/31 1,930 2,590
Diageo Capital plc 4.828% 7/15/20 4,050 4,166
Diageo Capital plc 2.625% 4/29/23 11,470 11,107
Diageo Capital plc 3.875% 5/18/28 1,000 1,005
Diageo Capital plc 5.875% 9/30/36 500 597
Diageo Capital plc 3.875% 4/29/43 5,569 5,328
Diageo Investment Corp. 2.875% 5/11/22 9,785 9,600
Diageo Investment Corp. 7.450% 4/15/35 1,450 1,976
Diageo Investment Corp. 4.250% 5/11/42 5,237 5,277

 

 

Dignity Health California GO 2.637% 11/1/19 2,250 2,236
Dignity Health California GO 3.125% 11/1/22 950 928
Dignity Health California GO 3.812% 11/1/24 5,150 5,113
Dignity Health California GO 4.500% 11/1/42 6,000 5,598
Dignity Health California GO 5.267% 11/1/64 1,075 1,056
Duke University Health System Inc. 3.920% 6/1/47 4,300 4,156
Edwards Lifesciences Corp. 4.300% 6/15/28 2,750 2,749
Eli Lilly & Co. 2.350% 5/15/22 1,500 1,455
Eli Lilly & Co. 2.750% 6/1/25 6,700 6,402
Eli Lilly & Co. 3.100% 5/15/27 5,500 5,280
Eli Lilly & Co. 5.550% 3/15/37 3,210 3,795
Eli Lilly & Co. 3.700% 3/1/45 7,400 6,971
Eli Lilly & Co. 3.950% 5/15/47 2,730 2,693
Estee Lauder Cos. Inc. 1.800% 2/7/20 7,625 7,515
Estee Lauder Cos. Inc. 1.700% 5/10/21 2,925 2,815
Estee Lauder Cos. Inc. 3.150% 3/15/27 4,300 4,107
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,650 1,993
Estee Lauder Cos. Inc. 4.375% 6/15/45 4,125 4,220
Estee Lauder Cos. Inc. 4.150% 3/15/47 7,025 6,990
Express Scripts Holding Co. 2.600% 11/30/20 7,500 7,372
Express Scripts Holding Co. 3.300% 2/25/21 5,425 5,390
Express Scripts Holding Co. 4.750% 11/15/21 12,242 12,638
Express Scripts Holding Co. 3.900% 2/15/22 12,956 13,002
Express Scripts Holding Co. 3.050% 11/30/22 5,500 5,337
Express Scripts Holding Co. 3.000% 7/15/23 20,000 19,274
Express Scripts Holding Co. 3.500% 6/15/24 12,130 11,795
Express Scripts Holding Co. 4.500% 2/25/26 16,250 16,337
Express Scripts Holding Co. 3.400% 3/1/27 15,440 14,339
Express Scripts Holding Co. 6.125% 11/15/41 3,634 4,088
Express Scripts Holding Co. 4.800% 7/15/46 19,400 18,933
Flowers Foods Inc. 4.375% 4/1/22 4,725 4,806
Flowers Foods Inc. 3.500% 10/1/26 3,500 3,255
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 600 571
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 3,200 3,095
Genentech Inc. 5.250% 7/15/35 600 683
General Mills Inc. 2.200% 10/21/19 11,950 11,837
General Mills Inc. 3.150% 12/15/21 7,875 7,784
General Mills Inc. 2.600% 10/12/22 4,550 4,367
General Mills Inc. 3.700% 10/17/23 7,250 7,212
General Mills Inc. 3.650% 2/15/24 825 811
General Mills Inc. 4.000% 4/17/25 1,000 994
General Mills Inc. 3.200% 2/10/27 4,675 4,267
General Mills Inc. 4.200% 4/17/28 11,500 11,345
General Mills Inc. 4.550% 4/17/38 4,300 4,128
General Mills Inc. 5.400% 6/15/40 3,500 3,632
General Mills Inc. 4.150% 2/15/43 1,500 1,321
General Mills Inc. 4.700% 4/17/48 8,920 8,522
Gilead Sciences Inc. 2.350% 2/1/20 4,025 3,990
Gilead Sciences Inc. 2.550% 9/1/20 19,503 19,297
Gilead Sciences Inc. 4.500% 4/1/21 8,450 8,680
Gilead Sciences Inc. 4.400% 12/1/21 17,764 18,328
Gilead Sciences Inc. 1.950% 3/1/22 4,375 4,189
Gilead Sciences Inc. 3.250% 9/1/22 8,635 8,589
Gilead Sciences Inc. 2.500% 9/1/23 15,875 15,160
Gilead Sciences Inc. 3.700% 4/1/24 23,500 23,563
Gilead Sciences Inc. 3.500% 2/1/25 10,660 10,467
Gilead Sciences Inc. 3.650% 3/1/26 23,746 23,316

 

 

  Gilead Sciences Inc. 2.950% 3/1/27 10,650 9,913
  Gilead Sciences Inc. 4.600% 9/1/35 7,875 8,109
  Gilead Sciences Inc. 4.000% 9/1/36 6,500 6,219
  Gilead Sciences Inc. 5.650% 12/1/41 5,460 6,254
  Gilead Sciences Inc. 4.800% 4/1/44 15,725 16,123
  Gilead Sciences Inc. 4.500% 2/1/45 15,150 15,057
  Gilead Sciences Inc. 4.750% 3/1/46 19,820 20,280
  Gilead Sciences Inc. 4.150% 3/1/47 18,925 17,927
  GlaxoSmithKline Capital Inc. 2.800% 3/18/23 4,956 4,833
  GlaxoSmithKline Capital Inc. 3.375% 5/15/23 11,725 11,650
  GlaxoSmithKline Capital Inc. 3.625% 5/15/25 12,650 12,576
  GlaxoSmithKline Capital Inc. 3.875% 5/15/28 12,000 12,107
  GlaxoSmithKline Capital Inc. 6.375% 5/15/38 24,360 31,285
  GlaxoSmithKline Capital Inc. 4.200% 3/18/43 4,225 4,219
  GlaxoSmithKline Capital plc 3.125% 5/14/21 16,500 16,451
  GlaxoSmithKline Capital plc 2.850% 5/8/22 10,450 10,213
  Hackensack Meridian Health 4.500% 7/1/57 2,100 2,143
  Hackensack Meridian Health 4.211% 7/1/48 4,000 3,935
10 Halfmoon Parent Inc. 3.200% 9/17/20 14,650 14,591
10 Halfmoon Parent Inc. 3.400% 9/17/21 13,585 13,516
10 Halfmoon Parent Inc. 3.750% 7/15/23 10,000 9,942
10 Halfmoon Parent Inc. 4.125% 11/15/25 12,010 11,980
10 Halfmoon Parent Inc. 4.375% 10/15/28 22,460 22,335
10 Halfmoon Parent Inc. 4.800% 8/15/38 9,900 9,890
10 Halfmoon Parent Inc. 4.900% 12/15/48 23,190 23,191
  Hasbro Inc. 3.150% 5/15/21 3,200 3,151
  Hasbro Inc. 6.350% 3/15/40 3,700 4,039
  Hasbro Inc. 5.100% 5/15/44 4,513 4,237
  Hershey Co. 2.900% 5/15/20 2,975 2,970
  Hershey Co. 4.125% 12/1/20 2,195 2,244
  Hershey Co. 3.100% 5/15/21 4,250 4,246
  Hershey Co. 2.625% 5/1/23 2,750 2,647
  Hershey Co. 3.375% 5/15/23 9,750 9,787
  Hershey Co. 3.200% 8/21/25 1,695 1,656
  Hershey Co. 2.300% 8/15/26 4,325 3,889
  Hillshire Brands Co. 4.100% 9/15/20 2,100 2,123
  Howard Hughes Medical Institute Revenue 3.500% 9/1/23 4,075 4,099
  Indiana University Health Inc. Obligated        
  Group 3.970% 11/1/48 5,250 5,186
  Ingredion Inc. 4.625% 11/1/20 890 910
  Ingredion Inc. 3.200% 10/1/26 4,000 3,712
  JM Smucker Co. 2.200% 12/6/19 4,000 3,955
  JM Smucker Co. 2.500% 3/15/20 7,414 7,339
  JM Smucker Co. 3.500% 10/15/21 7,245 7,261
  JM Smucker Co. 3.000% 3/15/22 2,605 2,556
  JM Smucker Co. 3.500% 3/15/25 3,950 3,799
  JM Smucker Co. 3.375% 12/15/27 6,825 6,347
  JM Smucker Co. 4.250% 3/15/35 2,650 2,483
  JM Smucker Co. 4.375% 3/15/45 6,400 5,869
  Johns Hopkins Health System Corp. 3.837% 5/15/46 3,125 2,869
  Johnson & Johnson 1.875% 12/5/19 3,775 3,737
  Johnson & Johnson 2.950% 9/1/20 9,250 9,272
  Johnson & Johnson 1.950% 11/10/20 4,575 4,483
  Johnson & Johnson 1.650% 3/1/21 10,550 10,208
  Johnson & Johnson 3.550% 5/15/21 2,325 2,351
  Johnson & Johnson 2.450% 12/5/21 5,000 4,918
  Johnson & Johnson 2.250% 3/3/22 12,725 12,374

 

 

  Johnson & Johnson 2.050% 3/1/23 9,369 8,967
  Johnson & Johnson 6.730% 11/15/23 1,203 1,396
  Johnson & Johnson 3.375% 12/5/23 6,875 6,949
  Johnson & Johnson 2.625% 1/15/25 6,375 6,117
  Johnson & Johnson 2.450% 3/1/26 17,200 16,036
  Johnson & Johnson 2.950% 3/3/27 8,550 8,207
  Johnson & Johnson 2.900% 1/15/28 11,580 10,994
  Johnson & Johnson 6.950% 9/1/29 1,700 2,224
  Johnson & Johnson 4.950% 5/15/33 4,600 5,170
  Johnson & Johnson 4.375% 12/5/33 12,104 12,823
  Johnson & Johnson 3.550% 3/1/36 6,225 5,929
  Johnson & Johnson 3.625% 3/3/37 12,425 11,931
  Johnson & Johnson 5.950% 8/15/37 3,489 4,368
  Johnson & Johnson 3.400% 1/15/38 8,175 7,593
  Johnson & Johnson 5.850% 7/15/38 3,797 4,763
  Johnson & Johnson 4.500% 9/1/40 3,125 3,300
  Johnson & Johnson 4.850% 5/15/41 200 218
  Johnson & Johnson 4.500% 12/5/43 7,400 7,886
  Johnson & Johnson 3.700% 3/1/46 19,925 18,935
  Johnson & Johnson 3.750% 3/3/47 13,631 13,055
  Johnson & Johnson 3.500% 1/15/48 7,500 6,905
  Kaiser Foundation Hospitals 3.500% 4/1/22 1,835 1,837
  Kaiser Foundation Hospitals 3.150% 5/1/27 4,900 4,681
  Kaiser Foundation Hospitals 4.875% 4/1/42 5,300 5,856
  Kaiser Foundation Hospitals 4.150% 5/1/47 11,075 11,020
  Kellogg Co. 4.150% 11/15/19 300 304
  Kellogg Co. 4.000% 12/15/20 8,805 8,936
  Kellogg Co. 3.250% 5/14/21 3,375 3,365
  Kellogg Co. 2.650% 12/1/23 7,350 6,971
  Kellogg Co. 3.250% 4/1/26 5,025 4,726
  Kellogg Co. 3.400% 11/15/27 8,475 7,866
  Kellogg Co. 4.300% 5/15/28 4,375 4,357
  Kellogg Co. 7.450% 4/1/31 767 960
  Kellogg Co. 4.500% 4/1/46 8,750 8,262
  Keurig Dr Pepper Inc. 2.000% 1/15/20 3,475 3,426
10 Keurig Dr Pepper Inc. 3.551% 5/25/21 7,925 7,906
  Keurig Dr Pepper Inc. 2.700% 11/15/22 2,725 2,602
10 Keurig Dr Pepper Inc. 4.057% 5/25/23 18,825 18,809
  Keurig Dr Pepper Inc. 3.130% 12/15/23 4,350 4,143
10 Keurig Dr Pepper Inc. 4.417% 5/25/25 8,895 8,906
  Keurig Dr Pepper Inc. 3.400% 11/15/25 3,650 3,441
  Keurig Dr Pepper Inc. 2.550% 9/15/26 3,500 3,056
  Keurig Dr Pepper Inc. 3.430% 6/15/27 4,300 3,985
10 Keurig Dr Pepper Inc. 4.597% 5/25/28 23,300 23,395
  Keurig Dr Pepper Inc. 7.450% 5/1/38 305 385
10 Keurig Dr Pepper Inc. 4.985% 5/25/38 3,675 3,710
  Keurig Dr Pepper Inc. 4.500% 11/15/45 4,750 4,366
  Keurig Dr Pepper Inc. 4.420% 12/15/46 3,000 2,717
10 Keurig Dr Pepper Inc. 5.085% 5/25/48 6,625 6,723
  Kimberly-Clark Corp. 1.850% 3/1/20 2,400 2,352
  Kimberly-Clark Corp. 3.625% 8/1/20 4,429 4,473
  Kimberly-Clark Corp. 3.875% 3/1/21 4,015 4,071
  Kimberly-Clark Corp. 2.400% 3/1/22 5,325 5,157
  Kimberly-Clark Corp. 2.400% 6/1/23 1,600 1,528
  Kimberly-Clark Corp. 3.050% 8/15/25 3,100 2,965
  Kimberly-Clark Corp. 2.750% 2/15/26 3,625 3,386
  Kimberly-Clark Corp. 6.625% 8/1/37 300 392

 

 

Kimberly-Clark Corp. 5.300% 3/1/41 8,275 9,445
Kimberly-Clark Corp. 3.700% 6/1/43 2,025 1,850
Kimberly-Clark Corp. 3.200% 7/30/46 5,625 4,756
Kimberly-Clark Corp. 3.900% 5/4/47 2,000 1,913
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 7,321 7,951
Koninklijke Philips NV 6.875% 3/11/38 3,100 4,010
Koninklijke Philips NV 5.000% 3/15/42 6,700 7,276
Kraft Foods Group Inc. 5.375% 2/10/20 2,539 2,609
Kraft Foods Group Inc. 3.500% 6/6/22 6,457 6,400
Kraft Foods Group Inc. 6.875% 1/26/39 7,950 9,287
Kraft Foods Group Inc. 6.500% 2/9/40 7,900 8,831
Kraft Foods Group Inc. 5.000% 6/4/42 17,033 16,237
Kraft Heinz Foods Co. 2.800% 7/2/20 12,450 12,344
Kraft Heinz Foods Co. 3.375% 6/15/21 4,325 4,332
Kraft Heinz Foods Co. 3.500% 7/15/22 10,160 10,083
Kraft Heinz Foods Co. 4.000% 6/15/23 13,165 13,206
Kraft Heinz Foods Co. 3.950% 7/15/25 17,795 17,509
Kraft Heinz Foods Co. 3.000% 6/1/26 18,363 16,712
Kraft Heinz Foods Co. 4.625% 1/30/29 10,600 10,539
Kraft Heinz Foods Co. 5.000% 7/15/35 8,955 8,844
Kraft Heinz Foods Co. 5.200% 7/15/45 16,700 16,321
Kraft Heinz Foods Co. 4.375% 6/1/46 25,950 22,792
Kroger Co. 6.150% 1/15/20 4,225 4,391
Kroger Co. 3.300% 1/15/21 3,050 3,038
Kroger Co. 2.600% 2/1/21 5,200 5,096
Kroger Co. 2.950% 11/1/21 9,461 9,293
Kroger Co. 3.400% 4/15/22 4,102 4,066
Kroger Co. 2.800% 8/1/22 2,650 2,560
Kroger Co. 3.850% 8/1/23 9,757 9,767
Kroger Co. 4.000% 2/1/24 2,143 2,137
Kroger Co. 3.500% 2/1/26 1,800 1,711
Kroger Co. 2.650% 10/15/26 6,580 5,851
Kroger Co. 3.700% 8/1/27 3,150 3,009
Kroger Co. 7.700% 6/1/29 5,225 6,339
Kroger Co. 8.000% 9/15/29 6,375 7,861
Kroger Co. 7.500% 4/1/31 1,125 1,365
Kroger Co. 6.900% 4/15/38 3,552 4,259
Kroger Co. 5.400% 7/15/40 50 51
Kroger Co. 5.000% 4/15/42 850 828
Kroger Co. 5.150% 8/1/43 1,000 988
Kroger Co. 3.875% 10/15/46 3,575 2,987
Kroger Co. 4.450% 2/1/47 11,325 10,429
Kroger Co. 4.650% 1/15/48 8,925 8,376
Laboratory Corp. of America Holdings 2.625% 2/1/20 1,500 1,491
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,525 6,442
Laboratory Corp. of America Holdings 3.750% 8/23/22 550 551
Laboratory Corp. of America Holdings 4.000% 11/1/23 550 554
Laboratory Corp. of America Holdings 3.250% 9/1/24 5,500 5,258
Laboratory Corp. of America Holdings 3.600% 2/1/25 8,558 8,315
Laboratory Corp. of America Holdings 3.600% 9/1/27 8,800 8,414
Laboratory Corp. of America Holdings 4.700% 2/1/45 7,925 7,680
Life Technologies Corp. 6.000% 3/1/20 3,690 3,816
Life Technologies Corp. 5.000% 1/15/21 2,175 2,229
5 Mayo Clinic 3.774% 11/15/43 5,125 4,905
5 Mayo Clinic 4.000% 11/15/47 1,875 1,814
5 Mayo Clinic 4.128% 11/15/52 1,150 1,143
McCormick & Co. Inc. 3.900% 7/15/21 875 881

 

 

  McCormick & Co. Inc. 2.700% 8/15/22 5,450 5,279
  McCormick & Co. Inc. 3.150% 8/15/24 6,600 6,344
  McCormick & Co. Inc. 3.400% 8/15/27 12,000 11,420
  McCormick & Co. Inc. 4.200% 8/15/47 2,645 2,489
  McKesson Corp. 2.700% 12/15/22 9,300 8,904
  McKesson Corp. 2.850% 3/15/23 1,500 1,435
  McKesson Corp. 3.796% 3/15/24 9,300 9,227
  McKesson Corp. 3.950% 2/16/28 3,300 3,186
  McKesson Corp. 6.000% 3/1/41 425 470
  Mead Johnson Nutrition Co. 4.900% 11/1/19 2,509 2,556
  Mead Johnson Nutrition Co. 3.000% 11/15/20 5,950 5,927
  Mead Johnson Nutrition Co. 4.125% 11/15/25 6,935 7,016
  Mead Johnson Nutrition Co. 5.900% 11/1/39 5,535 6,558
  Mead Johnson Nutrition Co. 4.600% 6/1/44 3,535 3,594
  Medco Health Solutions Inc. 4.125% 9/15/20 590 597
  Medtronic Global Holdings SCA 3.350% 4/1/27 7,725 7,533
  Medtronic Inc. 2.500% 3/15/20 39,242 38,952
  Medtronic Inc. 4.125% 3/15/21 590 602
  Medtronic Inc. 3.125% 3/15/22 17,233 17,121
  Medtronic Inc. 3.150% 3/15/22 26,458 26,290
  Medtronic Inc. 3.625% 3/15/24 5,800 5,828
  Medtronic Inc. 3.500% 3/15/25 34,720 34,435
  Medtronic Inc. 4.375% 3/15/35 28,442 29,406
  Medtronic Inc. 6.500% 3/15/39 500 634
  Medtronic Inc. 5.550% 3/15/40 1,725 1,999
  Medtronic Inc. 4.500% 3/15/42 8,144 8,395
  Medtronic Inc. 4.625% 3/15/44 5,481 5,746
  Medtronic Inc. 4.625% 3/15/45 39,947 42,247
  Memorial Sloan-Kettering Cancer Center        
  New York GO 5.000% 7/1/42 700 794
  Memorial Sloan-Kettering Cancer Center        
  New York GO 4.125% 7/1/52 4,605 4,535
  Memorial Sloan-Kettering Cancer Center        
  New York GO 4.200% 7/1/55 1,700 1,684
  Merck & Co. Inc. 1.850% 2/10/20 11,900 11,738
  Merck & Co. Inc. 3.875% 1/15/21 3,375 3,433
  Merck & Co. Inc. 2.350% 2/10/22 9,934 9,665
  Merck & Co. Inc. 2.400% 9/15/22 10,820 10,495
  Merck & Co. Inc. 2.800% 5/18/23 15,650 15,332
  Merck & Co. Inc. 2.750% 2/10/25 22,453 21,558
  Merck & Co. Inc. 3.600% 9/15/42 8,020 7,493
  Merck & Co. Inc. 4.150% 5/18/43 12,664 12,900
  Merck & Co. Inc. 3.700% 2/10/45 19,109 18,300
  Molson Coors Brewing Co. 2.250% 3/15/20 4,950 4,872
  Molson Coors Brewing Co. 2.100% 7/15/21 5,988 5,757
  Molson Coors Brewing Co. 3.500% 5/1/22 1,050 1,042
  Molson Coors Brewing Co. 3.000% 7/15/26 18,351 16,634
  Molson Coors Brewing Co. 5.000% 5/1/42 6,875 6,837
  Molson Coors Brewing Co. 4.200% 7/15/46 18,100 15,987
  Mondelez International Inc. 4.625% 5/7/48 2,100 2,045
5 Montefiore Obligated Group 5.246% 11/1/48 9,000 9,055
5 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 2,100 1,970
10 Mylan Inc. 3.125% 1/15/23 325 310
  Mylan Inc. 4.200% 11/29/23 7,135 7,064
10 Mylan Inc. 4.550% 4/15/28 7,000 6,829
  Mylan Inc. 5.400% 11/29/43 4,770 4,513
10 Mylan Inc. 5.200% 4/15/48 7,075 6,534

 

 

Mylan NV 3.750% 12/15/20 350 350
Mylan NV 3.150% 6/15/21 11,852 11,666
Mylan NV 3.950% 6/15/26 18,920 17,866
Mylan NV 5.250% 6/15/46 7,775 7,261
New York & Presbyterian Hospital 4.024% 8/1/45 4,390 4,294
New York & Presbyterian Hospital 4.063% 8/1/56 4,575 4,365
Newell Brands Inc. 2.875% 12/1/19 4,375 4,355
Newell Brands Inc. 3.150% 4/1/21 9,392 9,238
Newell Brands Inc. 3.850% 4/1/23 18,200 17,813
Newell Brands Inc. 4.000% 12/1/24 8,705 8,411
Newell Brands Inc. 3.900% 11/1/25 3,825 3,548
Newell Brands Inc. 4.200% 4/1/26 16,181 15,376
Newell Brands Inc. 5.375% 4/1/36 7,100 6,771
Newell Brands Inc. 5.500% 4/1/46 14,575 13,882
Northwell Healthcare Inc. 3.979% 11/1/46 6,975 6,316
Northwell Healthcare Inc. 4.260% 11/1/47 9,050 8,589
Novartis Capital Corp. 1.800% 2/14/20 21,125 20,806
Novartis Capital Corp. 4.400% 4/24/20 8,550 8,736
Novartis Capital Corp. 2.400% 5/17/22 23,825 23,101
Novartis Capital Corp. 2.400% 9/21/22 25,209 24,347
Novartis Capital Corp. 3.400% 5/6/24 2,653 2,655
Novartis Capital Corp. 3.000% 11/20/25 7,750 7,434
Novartis Capital Corp. 3.100% 5/17/27 10,750 10,301
Novartis Capital Corp. 3.700% 9/21/42 3,650 3,482
Novartis Capital Corp. 4.400% 5/6/44 17,836 18,942
Novartis Capital Corp. 4.000% 11/20/45 9,600 9,616
NYU Hospitals Center 4.784% 7/1/44 3,425 3,643
5 NYU Hospitals Center 4.368% 7/1/47 4,775 4,848
Ochsner Clinic Foundation 5.897% 5/15/45 275 329
Orlando Health Obligated Group 4.089% 10/1/48 2,200 2,133
Partners Healthcare System Inc. 3.765% 7/1/48 1,000 909
Partners Healthcare System Inc. 4.117% 7/1/55 2,500 2,363
Pepsi Bottling Group Inc. 7.000% 3/1/29 5,950 7,584
PepsiCo Inc. 1.350% 10/4/19 9,925 9,772
PepsiCo Inc. 4.500% 1/15/20 2,800 2,857
PepsiCo Inc. 1.850% 4/30/20 10,625 10,437
PepsiCo Inc. 2.150% 10/14/20 12,150 11,952
PepsiCo Inc. 3.125% 11/1/20 5,425 5,438
PepsiCo Inc. 2.000% 4/15/21 6,950 6,766
PepsiCo Inc. 3.000% 8/25/21 12,620 12,587
PepsiCo Inc. 1.700% 10/6/21 6,125 5,871
PepsiCo Inc. 2.750% 3/5/22 18,670 18,390
PepsiCo Inc. 2.250% 5/2/22 6,000 5,803
PepsiCo Inc. 3.100% 7/17/22 3,425 3,404
PepsiCo Inc. 2.750% 3/1/23 7,775 7,599
PepsiCo Inc. 3.600% 3/1/24 1,200 1,210
PepsiCo Inc. 2.750% 4/30/25 6,850 6,553
PepsiCo Inc. 3.500% 7/17/25 3,925 3,922
PepsiCo Inc. 2.850% 2/24/26 2,400 2,274
PepsiCo Inc. 2.375% 10/6/26 15,500 14,144
PepsiCo Inc. 3.000% 10/15/27 15,900 15,165
PepsiCo Inc. 5.500% 1/15/40 8,125 9,589
PepsiCo Inc. 4.875% 11/1/40 6,625 7,274
PepsiCo Inc. 4.000% 3/5/42 7,600 7,497
PepsiCo Inc. 3.600% 8/13/42 4,100 3,790
PepsiCo Inc. 4.250% 10/22/44 3,675 3,716
PepsiCo Inc. 4.600% 7/17/45 4,760 5,056

 

 

PepsiCo Inc. 4.450% 4/14/46 10,000 10,439
PepsiCo Inc. 3.450% 10/6/46 12,775 11,478
PepsiCo Inc. 4.000% 5/2/47 7,945 7,721
PerkinElmer Inc. 5.000% 11/15/21 4,185 4,320
Perrigo Finance Unlimited Co. 3.500% 3/15/21 1,264 1,251
Perrigo Finance Unlimited Co. 3.500% 12/15/21 1,798 1,768
Perrigo Finance Unlimited Co. 3.900% 12/15/24 7,600 7,346
Perrigo Finance Unlimited Co. 4.375% 3/15/26 11,800 11,530
Perrigo Finance Unlimited Co. 4.900% 12/15/44 9,651 8,714
Pfizer Inc. 1.700% 12/15/19 14,775 14,576
Pfizer Inc. 1.950% 6/3/21 12,550 12,188
Pfizer Inc. 3.000% 9/15/21 6,000 5,996
Pfizer Inc. 2.200% 12/15/21 4,250 4,132
Pfizer Inc. 3.000% 6/15/23 5,000 4,936
Pfizer Inc. 3.200% 9/15/23 6,025 5,974
Pfizer Inc. 3.400% 5/15/24 650 649
Pfizer Inc. 2.750% 6/3/26 11,850 11,154
Pfizer Inc. 3.000% 12/15/26 23,850 22,867
Pfizer Inc. 3.600% 9/15/28 19,475 19,244
Pfizer Inc. 4.000% 12/15/36 10,550 10,402
Pfizer Inc. 4.100% 9/15/38 7,275 7,265
Pfizer Inc. 7.200% 3/15/39 19,540 26,967
Pfizer Inc. 4.300% 6/15/43 8,781 8,847
Pfizer Inc. 4.400% 5/15/44 8,275 8,494
Pfizer Inc. 4.125% 12/15/46 13,450 13,350
Pfizer Inc. 4.200% 9/15/48 13,025 13,047
Pharmacia LLC 6.600% 12/1/28 5,048 6,133
Philip Morris International Inc. 2.000% 2/21/20 8,100 7,974
Philip Morris International Inc. 4.500% 3/26/20 375 382
Philip Morris International Inc. 1.875% 2/25/21 10,000 9,673
Philip Morris International Inc. 4.125% 5/17/21 4,458 4,547
Philip Morris International Inc. 2.900% 11/15/21 3,500 3,447
Philip Morris International Inc. 2.625% 2/18/22 5,000 4,869
Philip Morris International Inc. 2.375% 8/17/22 5,450 5,230
Philip Morris International Inc. 2.500% 8/22/22 3,000 2,893
Philip Morris International Inc. 2.500% 11/2/22 5,900 5,678
Philip Morris International Inc. 2.625% 3/6/23 2,970 2,851
Philip Morris International Inc. 2.125% 5/10/23 4,230 3,989
Philip Morris International Inc. 3.600% 11/15/23 7,300 7,291
Philip Morris International Inc. 3.250% 11/10/24 12,600 12,308
Philip Morris International Inc. 3.375% 8/11/25 4,625 4,501
Philip Morris International Inc. 2.750% 2/25/26 12,250 11,379
Philip Morris International Inc. 3.125% 8/17/27 4,500 4,242
Philip Morris International Inc. 3.125% 3/2/28 4,230 3,985
Philip Morris International Inc. 6.375% 5/16/38 7,600 9,134
Philip Morris International Inc. 4.375% 11/15/41 6,893 6,685
Philip Morris International Inc. 4.500% 3/20/42 7,515 7,284
Philip Morris International Inc. 3.875% 8/21/42 5,414 4,814
Philip Morris International Inc. 4.125% 3/4/43 7,090 6,571
Philip Morris International Inc. 4.875% 11/15/43 10,700 10,913
Philip Morris International Inc. 4.250% 11/10/44 11,260 10,602
5 Procter & Gamble - Esop 9.360% 1/1/21 593 635
Procter & Gamble Co. 1.750% 10/25/19 9,725 9,624
Procter & Gamble Co. 1.900% 11/1/19 6,350 6,285
Procter & Gamble Co. 1.900% 10/23/20 9,650 9,437
Procter & Gamble Co. 1.850% 2/2/21 3,400 3,310
Procter & Gamble Co. 1.700% 11/3/21 7,105 6,820

 

 

Procter & Gamble Co. 2.300% 2/6/22 7,164 6,957
Procter & Gamble Co. 3.100% 8/15/23 7,975 7,923
Procter & Gamble Co. 2.700% 2/2/26 5,500 5,230
Procter & Gamble Co. 2.450% 11/3/26 9,300 8,615
Procter & Gamble Co. 2.850% 8/11/27 6,575 6,250
Procter & Gamble Co. 3.500% 10/25/47 5,450 5,055
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 1,250 1,152
5 Providence St. Joseph Health Obligated        
Group 3.744% 10/1/47 3,125 2,830
5 Providence St. Joseph Health Obligated        
Group 3.930% 10/1/48 3,500 3,292
Quest Diagnostics Inc. 4.750% 1/30/20 2,500 2,550
Quest Diagnostics Inc. 2.500% 3/30/20 2,250 2,222
Quest Diagnostics Inc. 4.700% 4/1/21 1,335 1,373
Quest Diagnostics Inc. 4.250% 4/1/24 3,300 3,336
Quest Diagnostics Inc. 3.500% 3/30/25 1,250 1,200
Quest Diagnostics Inc. 3.450% 6/1/26 7,400 7,014
Quest Diagnostics Inc. 5.750% 1/30/40 876 919
Quest Diagnostics Inc. 4.700% 3/30/45 1,250 1,208
Reynolds American Inc. 6.875% 5/1/20 200 211
Reynolds American Inc. 3.250% 6/12/20 14,060 14,018
Reynolds American Inc. 4.000% 6/12/22 5,100 5,132
Reynolds American Inc. 4.850% 9/15/23 2,345 2,423
Reynolds American Inc. 4.450% 6/12/25 28,925 29,167
Reynolds American Inc. 5.700% 8/15/35 5,870 6,266
Reynolds American Inc. 7.250% 6/15/37 1,750 2,154
Reynolds American Inc. 8.125% 5/1/40 2,239 2,929
Reynolds American Inc. 7.000% 8/4/41 2,040 2,415
Reynolds American Inc. 5.850% 8/15/45 18,490 19,970
RWJ Barnabas Health Inc. 3.949% 7/1/46 3,500 3,227
Sanofi 4.000% 3/29/21 10,415 10,610
Sanofi 3.375% 6/19/23 11,000 11,004
Sanofi 3.625% 6/19/28 12,000 11,875
Shire Acquisitions Investments Ireland        
DAC 2.400% 9/23/21 28,000 26,979
Shire Acquisitions Investments Ireland        
DAC 2.875% 9/23/23 33,182 31,305
Shire Acquisitions Investments Ireland        
DAC 3.200% 9/23/26 25,245 23,305
SSM Health Care Corp. 3.688% 6/1/23 6,000 5,975
SSM Health Care Corp. 3.823% 6/1/27 3,600 3,561
Stanford Health Care 3.795% 11/15/48 5,075 4,800
Stryker Corp. 4.375% 1/15/20 700 711
Stryker Corp. 2.625% 3/15/21 16,300 16,053
Stryker Corp. 3.375% 5/15/24 9,500 9,318
Stryker Corp. 3.375% 11/1/25 6,265 6,024
Stryker Corp. 3.500% 3/15/26 8,697 8,417
Stryker Corp. 3.650% 3/7/28 3,000 2,917
Stryker Corp. 4.100% 4/1/43 350 325
Stryker Corp. 4.375% 5/15/44 2,575 2,470
Stryker Corp. 4.625% 3/15/46 8,135 8,230
Sutter Health 3.695% 8/15/28 3,025 2,964
Sutter Health 4.091% 8/15/48 4,400 4,161
Sysco Corp. 2.600% 10/1/20 6,800 6,714
Sysco Corp. 2.500% 7/15/21 1,825 1,781
Sysco Corp. 3.550% 3/15/25 2,000 1,960

 

 

Sysco Corp. 3.750% 10/1/25 4,575 4,513
Sysco Corp. 3.300% 7/15/26 8,250 7,870
Sysco Corp. 3.250% 7/15/27 14,414 13,554
Sysco Corp. 4.850% 10/1/45 3,080 3,150
Sysco Corp. 4.500% 4/1/46 5,325 5,226
Sysco Corp. 4.450% 3/15/48 4,400 4,287
5 Texas Health Resources 4.330% 11/15/55 900 912
Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 535
Thermo Fisher Scientific Inc. 4.500% 3/1/21 7,950 8,161
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,225 7,250
Thermo Fisher Scientific Inc. 3.300% 2/15/22 6,845 6,783
Thermo Fisher Scientific Inc. 3.150% 1/15/23 3,950 3,865
Thermo Fisher Scientific Inc. 3.000% 4/15/23 8,500 8,234
Thermo Fisher Scientific Inc. 4.150% 2/1/24 1,275 1,297
Thermo Fisher Scientific Inc. 3.650% 12/15/25 8,075 7,902
Thermo Fisher Scientific Inc. 2.950% 9/19/26 9,720 8,983
Thermo Fisher Scientific Inc. 3.200% 8/15/27 10,600 9,901
Thermo Fisher Scientific Inc. 5.300% 2/1/44 5,315 5,826
Thermo Fisher Scientific Inc. 4.100% 8/15/47 4,200 3,923
Trinity Health Corp. 4.125% 12/1/45 5,070 4,881
Tupperware Brands Corp. 4.750% 6/1/21 3,870 3,937
Tyson Foods Inc. 2.250% 8/23/21 1,350 1,299
Tyson Foods Inc. 4.500% 6/15/22 13,350 13,764
Tyson Foods Inc. 3.900% 9/28/23 3,300 3,323
Tyson Foods Inc. 3.950% 8/15/24 11,173 11,140
Tyson Foods Inc. 3.550% 6/2/27 10,900 10,280
Tyson Foods Inc. 4.875% 8/15/34 7,580 7,634
Tyson Foods Inc. 5.150% 8/15/44 3,652 3,715
Tyson Foods Inc. 4.550% 6/2/47 6,875 6,367
Tyson Foods Inc. 5.100% 9/28/48 3,500 3,565
Unilever Capital Corp. 1.800% 5/5/20 300 294
Unilever Capital Corp. 2.100% 7/30/20 1,545 1,508
Unilever Capital Corp. 4.250% 2/10/21 10,310 10,538
Unilever Capital Corp. 1.375% 7/28/21 5,700 5,401
Unilever Capital Corp. 3.000% 3/7/22 5,175 5,123
Unilever Capital Corp. 3.250% 3/7/24 9,175 9,029
Unilever Capital Corp. 2.600% 5/5/24 12,725 12,095
Unilever Capital Corp. 3.100% 7/30/25 2,875 2,779
Unilever Capital Corp. 2.000% 7/28/26 6,200 5,484
Unilever Capital Corp. 2.900% 5/5/27 6,400 6,011
Unilever Capital Corp. 3.500% 3/22/28 11,675 11,441
Unilever Capital Corp. 5.900% 11/15/32 3,125 3,799
Whirlpool Corp. 4.850% 6/15/21 1,625 1,668
Whirlpool Corp. 4.700% 6/1/22 6,700 6,907
Whirlpool Corp. 4.000% 3/1/24 2,675 2,657
Whirlpool Corp. 3.700% 5/1/25 2,400 2,320
Whirlpool Corp. 4.500% 6/1/46 5,425 4,805
Wyeth LLC 7.250% 3/1/23 2,000 2,312
Wyeth LLC 6.450% 2/1/24 9,825 11,209
Wyeth LLC 6.500% 2/1/34 4,025 5,032
Wyeth LLC 6.000% 2/15/36 1,680 2,043
Wyeth LLC 5.950% 4/1/37 17,460 21,060
Zeneca Wilmington Inc. 7.000% 11/15/23 5,100 5,866
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 2,745 2,788
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 18,984 18,799
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 1,550 1,532
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 5,400 5,292

 

 

Zimmer Biomet Holdings Inc. 3.700% 3/19/23 1,175 1,169
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 16,500 15,829
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 1,750 1,927
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 7,100 6,625
Zoetis Inc. 3.450% 11/13/20 3,100 3,104
Zoetis Inc. 3.250% 8/20/21 2,700 2,696
Zoetis Inc. 3.250% 2/1/23 16,023 15,758
Zoetis Inc. 4.500% 11/13/25 3,040 3,125
Zoetis Inc. 3.000% 9/12/27 6,565 6,083
Zoetis Inc. 3.900% 8/20/28 3,000 2,967
Zoetis Inc. 4.700% 2/1/43 9,390 9,596
Zoetis Inc. 3.950% 9/12/47 4,375 3,961
Zoetis Inc. 4.450% 8/20/48 3,450 3,450
 
Energy (2.5%)        
Anadarko Finance Co. 7.500% 5/1/31 6,750 8,287
Anadarko Petroleum Corp. 4.850% 3/15/21 7,425 7,630
Anadarko Petroleum Corp. 3.450% 7/15/24 6,345 6,072
Anadarko Petroleum Corp. 5.550% 3/15/26 23,670 25,115
Anadarko Petroleum Corp. 6.450% 9/15/36 14,730 16,754
Anadarko Petroleum Corp. 7.950% 6/15/39 300 388
Anadarko Petroleum Corp. 6.200% 3/15/40 5,125 5,685
Anadarko Petroleum Corp. 4.500% 7/15/44 700 634
Anadarko Petroleum Corp. 6.600% 3/15/46 9,775 11,510
Andeavor 5.375% 10/1/22 2,000 2,033
Andeavor 4.750% 12/15/23 20,450 21,166
Andeavor 5.125% 4/1/24 497 508
Andeavor 5.125% 12/15/26 15,800 16,554
Andeavor 3.800% 4/1/28 4,625 4,414
Andeavor 4.500% 4/1/48 4,900 4,547
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 3.500% 12/1/22 1,575 1,545
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 4.250% 12/1/27 6,545 6,398
Andeavor Logistics LP / Tesoro Logistics        
Finance Corp. 5.200% 12/1/47 11,550 11,536
Apache Corp. 3.625% 2/1/21 4,114 4,113
Apache Corp. 3.250% 4/15/22 6,439 6,311
Apache Corp. 4.375% 10/15/28 9,075 8,901
Apache Corp. 7.750% 12/15/29 650 802
Apache Corp. 6.000% 1/15/37 8,176 8,933
Apache Corp. 5.100% 9/1/40 14,775 14,569
Apache Corp. 5.250% 2/1/42 340 339
Apache Corp. 4.750% 4/15/43 13,724 12,986
Apache Corp. 4.250% 1/15/44 8,900 7,890
Baker Hughes a GE Co. LLC 3.200% 8/15/21 9,545 9,495
Baker Hughes a GE Co. LLC 5.125% 9/15/40 6,540 6,883
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 2.773% 12/15/22 12,000 11,607
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 3.337% 12/15/27 7,500 7,030
Baker Hughes a GE Co. LLC / Baker        
Hughes Co-Obligor Inc. 4.080% 12/15/47 19,500 17,610
Boardwalk Pipelines LP 3.375% 2/1/23 2,200 2,127
Boardwalk Pipelines LP 4.950% 12/15/24 575 584
Boardwalk Pipelines LP 5.950% 6/1/26 14,910 15,778
Boardwalk Pipelines LP 4.450% 7/15/27 5,640 5,431

 

 

BP Capital Markets America Inc. 3.796% 9/21/25 5,525 5,535
BP Capital Markets America Inc. 3.937% 9/21/28 7,750 7,797
BP Capital Markets plc 2.521% 1/15/20 14,005 13,934
BP Capital Markets plc 2.315% 2/13/20 51,320 50,844
BP Capital Markets plc 4.500% 10/1/20 12,678 12,994
BP Capital Markets plc 4.742% 3/11/21 8,915 9,226
BP Capital Markets plc 2.112% 9/16/21 9,050 8,743
BP Capital Markets plc 3.561% 11/1/21 17,474 17,573
BP Capital Markets plc 3.062% 3/17/22 3,900 3,850
BP Capital Markets plc 3.245% 5/6/22 11,075 10,989
BP Capital Markets plc 2.520% 9/19/22 5,200 5,010
BP Capital Markets plc 2.500% 11/6/22 7,375 7,124
BP Capital Markets plc 2.750% 5/10/23 24,115 23,295
BP Capital Markets plc 3.994% 9/26/23 2,700 2,749
BP Capital Markets plc 3.216% 11/28/23 5,800 5,689
BP Capital Markets plc 3.814% 2/10/24 2,825 2,852
BP Capital Markets plc 3.224% 4/14/24 2,697 2,642
BP Capital Markets plc 3.535% 11/4/24 11,114 11,012
BP Capital Markets plc 3.506% 3/17/25 2,900 2,859
BP Capital Markets plc 3.119% 5/4/26 17,501 16,663
BP Capital Markets plc 3.017% 1/16/27 8,450 7,935
BP Capital Markets plc 3.588% 4/14/27 2,100 2,057
BP Capital Markets plc 3.279% 9/19/27 23,400 22,354
BP Capital Markets plc 3.723% 11/28/28 3,000 2,960
Buckeye Partners LP 4.875% 2/1/21 1,000 1,017
Buckeye Partners LP 4.150% 7/1/23 2,800 2,761
Buckeye Partners LP 3.950% 12/1/26 13,600 12,545
Buckeye Partners LP 4.125% 12/1/27 1,200 1,106
Buckeye Partners LP 5.850% 11/15/43 3,225 3,099
Buckeye Partners LP 5.600% 10/15/44 900 837
Burlington Resources Finance Co. 7.200% 8/15/31 9,262 11,743
Burlington Resources Finance Co. 7.400% 12/1/31 2,650 3,381
Canadian Natural Resources Ltd. 3.450% 11/15/21 915 910
Canadian Natural Resources Ltd. 2.950% 1/15/23 8,000 7,734
Canadian Natural Resources Ltd. 3.800% 4/15/24 10,595 10,487
Canadian Natural Resources Ltd. 3.850% 6/1/27 16,900 16,481
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,875 2,317
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,325 2,731
Canadian Natural Resources Ltd. 5.850% 2/1/35 2,212 2,436
Canadian Natural Resources Ltd. 6.500% 2/15/37 7,000 8,310
Canadian Natural Resources Ltd. 6.250% 3/15/38 8,043 9,486
Canadian Natural Resources Ltd. 6.750% 2/1/39 2,800 3,421
Canadian Natural Resources Ltd. 4.950% 6/1/47 6,275 6,532
Cenovus Energy Inc. 5.700% 10/15/19 10,700 10,941
Cenovus Energy Inc. 3.000% 8/15/22 4,509 4,323
Cenovus Energy Inc. 3.800% 9/15/23 5,425 5,310
Cenovus Energy Inc. 4.250% 4/15/27 9,500 9,179
Cenovus Energy Inc. 5.250% 6/15/37 7,185 7,095
Cenovus Energy Inc. 6.750% 11/15/39 13,900 15,690
Cenovus Energy Inc. 4.450% 9/15/42 4,960 4,346
Cenovus Energy Inc. 5.200% 9/15/43 4,500 4,331
Cenovus Energy Inc. 5.400% 6/15/47 12,640 12,719
Chevron Corp. 2.193% 11/15/19 11,675 11,597
Chevron Corp. 1.961% 3/3/20 13,500 13,326
Chevron Corp. 1.991% 3/3/20 4,500 4,440
Chevron Corp. 2.419% 11/17/20 7,950 7,850
Chevron Corp. 2.100% 5/16/21 9,450 9,213

 

 

Chevron Corp. 2.411% 3/3/22 3,925 3,821
Chevron Corp. 2.498% 3/3/22 4,350 4,251
Chevron Corp. 2.355% 12/5/22 20,464 19,625
Chevron Corp. 3.191% 6/24/23 28,283 28,067
Chevron Corp. 2.895% 3/3/24 16,000 15,560
Chevron Corp. 3.326% 11/17/25 400 394
Chevron Corp. 2.954% 5/16/26 13,800 13,136
Cimarex Energy Co. 4.375% 6/1/24 5,900 5,958
Cimarex Energy Co. 3.900% 5/15/27 19,300 18,417
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,550 1,546
Columbia Pipeline Group Inc. 4.500% 6/1/25 10,248 10,327
Columbia Pipeline Group Inc. 5.800% 6/1/45 9,360 10,371
Concho Resources Inc. 3.750% 10/1/27 18,000 17,235
Concho Resources Inc. 4.300% 8/15/28 8,425 8,393
Concho Resources Inc. 4.875% 10/1/47 4,200 4,263
Concho Resources Inc. 4.850% 8/15/48 175 176
Conoco Funding Co. 7.250% 10/15/31 1,475 1,895
ConocoPhillips 5.900% 10/15/32 1,725 2,027
ConocoPhillips 5.900% 5/15/38 5,661 6,762
ConocoPhillips 6.500% 2/1/39 19,363 25,040
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,971 7,182
ConocoPhillips Co. 3.350% 11/15/24 2,625 2,591
ConocoPhillips Co. 4.950% 3/15/26 22,885 24,696
ConocoPhillips Co. 4.150% 11/15/34 2,829 2,765
ConocoPhillips Co. 4.300% 11/15/44 12,600 12,965
ConocoPhillips Co. 5.950% 3/15/46 4,100 5,167
ConocoPhillips Holding Co. 6.950% 4/15/29 3,400 4,238
Continental Resources Inc. 4.500% 4/15/23 4,000 4,070
Continental Resources Inc. 4.375% 1/15/28 15,575 15,458
Continental Resources Inc. 4.900% 6/1/44 7,950 7,871
Devon Energy Corp. 4.000% 7/15/21 3,600 3,631
Devon Energy Corp. 3.250% 5/15/22 13,030 12,800
Devon Energy Corp. 5.850% 12/15/25 3,050 3,319
Devon Energy Corp. 7.950% 4/15/32 2,050 2,583
Devon Energy Corp. 5.600% 7/15/41 2,720 2,887
Devon Energy Corp. 4.750% 5/15/42 15,800 15,090
Devon Energy Corp. 5.000% 6/15/45 1,000 987
Devon Financing Co. LLC 7.875% 9/30/31 7,700 9,550
Dominion Energy Gas Holdings LLC 2.500% 12/15/19 3,850 3,819
Dominion Energy Gas Holdings LLC 2.800% 11/15/20 2,000 1,972
Dominion Energy Gas Holdings LLC 3.550% 11/1/23 10,529 10,381
Dominion Energy Gas Holdings LLC 3.600% 12/15/24 1,700 1,660
Dominion Energy Gas Holdings LLC 4.800% 11/1/43 6,275 6,259
Dominion Energy Gas Holdings LLC 4.600% 12/15/44 2,810 2,769
Enable Midstream Partners LP 3.900% 5/15/24 6,100 5,906
Enable Midstream Partners LP 4.400% 3/15/27 9,000 8,635
Enable Midstream Partners LP 4.950% 5/15/28 6,200 6,160
Enable Midstream Partners LP 5.000% 5/15/44 1,125 1,017
Enbridge Energy Partners LP 5.200% 3/15/20 575 589
Enbridge Energy Partners LP 4.200% 9/15/21 9,950 10,073
Enbridge Energy Partners LP 5.875% 10/15/25 8,775 9,632
Enbridge Energy Partners LP 7.500% 4/15/38 6,525 8,382
Enbridge Energy Partners LP 5.500% 9/15/40 5,123 5,492
Enbridge Energy Partners LP 7.375% 10/15/45 3,390 4,488
Enbridge Inc. 2.900% 7/15/22 8,200 7,943
Enbridge Inc. 3.500% 6/10/24 2,100 2,042
Enbridge Inc. 4.250% 12/1/26 10,410 10,478

 

 

Enbridge Inc. 3.700% 7/15/27 6,500 6,197
Enbridge Inc. 4.500% 6/10/44 2,725 2,606
Enbridge Inc. 5.500% 12/1/46 5,150 5,688
Encana Corp. 3.900% 11/15/21 3,350 3,362
Encana Corp. 8.125% 9/15/30 1,400 1,783
Encana Corp. 7.375% 11/1/31 5,464 6,649
Encana Corp. 6.500% 8/15/34 8,800 10,193
Encana Corp. 6.625% 8/15/37 4,555 5,367
Encana Corp. 6.500% 2/1/38 4,475 5,246
Energy Transfer Equity LP 4.250% 3/15/23 11,950 11,890
Energy Transfer LP 4.150% 10/1/20 4,550 4,609
Energy Transfer LP 4.650% 6/1/21 3,727 3,817
Energy Transfer LP 5.200% 2/1/22 8,497 8,826
Energy Transfer LP 3.600% 2/1/23 9,808 9,597
Energy Transfer LP 4.900% 2/1/24 1,620 1,666
Energy Transfer LP 4.050% 3/15/25 18,685 18,286
Energy Transfer LP 4.750% 1/15/26 16,005 16,118
Energy Transfer LP 4.200% 4/15/27 3,300 3,180
Energy Transfer LP 8.250% 11/15/29 1,500 1,817
Energy Transfer LP 4.900% 3/15/35 3,050 2,867
Energy Transfer LP 6.625% 10/15/36 1,750 1,946
Energy Transfer LP 7.500% 7/1/38 3,357 4,014
Energy Transfer LP 6.050% 6/1/41 11,845 12,264
Energy Transfer LP 6.500% 2/1/42 10,201 11,263
Energy Transfer LP 5.150% 2/1/43 5,400 5,053
Energy Transfer LP 5.150% 3/15/45 6,680 6,304
Energy Transfer LP 6.125% 12/15/45 2,900 3,082
Energy Transfer LP 5.300% 4/15/47 13,775 13,327
Energy Transfer Partners LP 4.200% 9/15/23 3,200 3,218
Energy Transfer Partners LP 4.950% 6/15/28 4,000 4,087
Energy Transfer Partners LP 5.800% 6/15/38 5,500 5,709
Energy Transfer Partners LP 6.000% 6/15/48 4,260 4,536
Eni USA Inc. 7.300% 11/15/27 1,095 1,282
Enterprise Products Operating LLC 2.550% 10/15/19 6,900 6,869
Enterprise Products Operating LLC 5.200% 9/1/20 8,400 8,684
Enterprise Products Operating LLC 2.800% 2/15/21 6,300 6,220
Enterprise Products Operating LLC 2.850% 4/15/21 1,000 987
Enterprise Products Operating LLC 4.050% 2/15/22 500 507
Enterprise Products Operating LLC 3.350% 3/15/23 15,084 14,914
Enterprise Products Operating LLC 3.900% 2/15/24 7,725 7,791
Enterprise Products Operating LLC 3.750% 2/15/25 14,700 14,672
Enterprise Products Operating LLC 3.700% 2/15/26 2,015 1,986
Enterprise Products Operating LLC 3.950% 2/15/27 1,300 1,297
Enterprise Products Operating LLC 6.875% 3/1/33 8,343 10,273
Enterprise Products Operating LLC 6.650% 10/15/34 235 284
Enterprise Products Operating LLC 7.550% 4/15/38 2,930 3,838
Enterprise Products Operating LLC 6.125% 10/15/39 4,695 5,480
Enterprise Products Operating LLC 6.450% 9/1/40 2,425 2,923
Enterprise Products Operating LLC 5.950% 2/1/41 10,065 11,628
Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,738
Enterprise Products Operating LLC 4.850% 8/15/42 20,043 20,534
Enterprise Products Operating LLC 4.450% 2/15/43 13,817 13,400
Enterprise Products Operating LLC 4.850% 3/15/44 12,020 12,165
Enterprise Products Operating LLC 5.100% 2/15/45 2,190 2,288
Enterprise Products Operating LLC 4.900% 5/15/46 11,920 12,271
Enterprise Products Operating LLC 4.250% 2/15/48 14,500 13,535
Enterprise Products Operating LLC 4.950% 10/15/54 2,125 2,119

 

 

5 Enterprise Products Operating LLC 5.250% 8/16/77 2,100 1,967
5 Enterprise Products Operating LLC 5.375% 2/15/78 4,265 3,963
EOG Resources Inc. 4.400% 6/1/20 1,780 1,810
EOG Resources Inc. 4.100% 2/1/21 9,300 9,437
EOG Resources Inc. 2.625% 3/15/23 15,130 14,579
EOG Resources Inc. 3.150% 4/1/25 700 679
EOG Resources Inc. 4.150% 1/15/26 4,450 4,558
EOG Resources Inc. 3.900% 4/1/35 3,450 3,365
EQT Corp. 2.500% 10/1/20 1,450 1,416
EQT Corp. 4.875% 11/15/21 2,135 2,195
EQT Corp. 3.000% 10/1/22 3,800 3,678
EQT Corp. 3.900% 10/1/27 18,400 17,235
EQT Midstream Partners LP 4.750% 7/15/23 11,350 11,506
EQT Midstream Partners LP 4.125% 12/1/26 3,700 3,484
EQT Midstream Partners LP 5.500% 7/15/28 7,327 7,513
EQT Midstream Partners LP 6.500% 7/15/48 7,500 7,986
Exxon Mobil Corp. 1.912% 3/6/20 15,282 15,086
Exxon Mobil Corp. 2.222% 3/1/21 22,975 22,458
Exxon Mobil Corp. 2.397% 3/6/22 27,250 26,531
Exxon Mobil Corp. 2.726% 3/1/23 48,762 47,743
Exxon Mobil Corp. 3.176% 3/15/24 250 248
Exxon Mobil Corp. 2.709% 3/6/25 4,600 4,406
Exxon Mobil Corp. 3.567% 3/6/45 4,850 4,529
Exxon Mobil Corp. 4.114% 3/1/46 20,100 20,282
Halliburton Co. 3.250% 11/15/21 4,525 4,530
Halliburton Co. 3.500% 8/1/23 5,450 5,412
Halliburton Co. 3.800% 11/15/25 21,650 21,458
Halliburton Co. 4.850% 11/15/35 11,275 11,800
Halliburton Co. 6.700% 9/15/38 10,420 12,931
Halliburton Co. 7.450% 9/15/39 1,859 2,485
Halliburton Co. 4.500% 11/15/41 2,757 2,699
Halliburton Co. 4.750% 8/1/43 8,475 8,651
Halliburton Co. 5.000% 11/15/45 12,925 13,767
Helmerich & Payne International Drilling        
Co. 4.650% 3/15/25 3,975 4,052
Hess Corp. 3.500% 7/15/24 1,600 1,519
Hess Corp. 4.300% 4/1/27 11,500 11,115
Hess Corp. 7.875% 10/1/29 1,900 2,291
Hess Corp. 7.300% 8/15/31 1,000 1,152
Hess Corp. 7.125% 3/15/33 2,050 2,347
Hess Corp. 6.000% 1/15/40 12,540 13,043
Hess Corp. 5.600% 2/15/41 9,680 9,780
Hess Corp. 5.800% 4/1/47 6,400 6,734
HollyFrontier Corp. 5.875% 4/1/26 2,450 2,610
Husky Energy Inc. 7.250% 12/15/19 2,020 2,111
Husky Energy Inc. 3.950% 4/15/22 24,875 25,031
Husky Energy Inc. 4.000% 4/15/24 5,300 5,294
Husky Energy Inc. 6.800% 9/15/37 4,135 5,093
Kerr-McGee Corp. 6.950% 7/1/24 5,505 6,206
Kerr-McGee Corp. 7.875% 9/15/31 1,575 1,961
Kinder Morgan Energy Partners LP 6.850% 2/15/20 9,975 10,447
Kinder Morgan Energy Partners LP 6.500% 4/1/20 4,961 5,183
Kinder Morgan Energy Partners LP 5.300% 9/15/20 1,400 1,447
Kinder Morgan Energy Partners LP 5.000% 10/1/21 11,840 12,296
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,426 4,481
Kinder Morgan Energy Partners LP 3.950% 9/1/22 20,125 20,251
Kinder Morgan Energy Partners LP 3.450% 2/15/23 8,700 8,545

 

 

Kinder Morgan Energy Partners LP 3.500% 9/1/23 22,818 22,357
Kinder Morgan Energy Partners LP 4.300% 5/1/24 5,900 5,951
Kinder Morgan Energy Partners LP 4.250% 9/1/24 8,612 8,654
Kinder Morgan Energy Partners LP 7.400% 3/15/31 1,930 2,313
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,000 2,421
Kinder Morgan Energy Partners LP 5.800% 3/15/35 5,000 5,382
Kinder Morgan Energy Partners LP 6.500% 2/1/37 6,250 6,975
Kinder Morgan Energy Partners LP 6.950% 1/15/38 6,060 7,335
Kinder Morgan Energy Partners LP 6.500% 9/1/39 8,425 9,512
Kinder Morgan Energy Partners LP 6.550% 9/15/40 4,500 5,125
Kinder Morgan Energy Partners LP 7.500% 11/15/40 150 186
Kinder Morgan Energy Partners LP 6.375% 3/1/41 4,100 4,595
Kinder Morgan Energy Partners LP 5.625% 9/1/41 8,700 8,959
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,575 2,502
Kinder Morgan Energy Partners LP 4.700% 11/1/42 6,400 5,991
Kinder Morgan Energy Partners LP 5.000% 3/1/43 3,617 3,509
Kinder Morgan Energy Partners LP 5.500% 3/1/44 1,400 1,441
Kinder Morgan Inc. 3.050% 12/1/19 50 50
Kinder Morgan Inc. 6.500% 9/15/20 1,500 1,579
Kinder Morgan Inc. 3.150% 1/15/23 6,720 6,537
Kinder Morgan Inc. 4.300% 6/1/25 11,800 11,892
Kinder Morgan Inc. 7.800% 8/1/31 2,730 3,387
Kinder Morgan Inc. 7.750% 1/15/32 4,550 5,731
Kinder Morgan Inc. 5.300% 12/1/34 5,500 5,676
Kinder Morgan Inc. 5.550% 6/1/45 19,855 20,947
Kinder Morgan Inc. 5.050% 2/15/46 15,007 14,966
Kinder Morgan Inc. 5.200% 3/1/48 11,000 11,203
Kinder Morgan Inc. 4.300% 3/1/28 13,500 13,372
Magellan Midstream Partners LP 4.250% 2/1/21 4,050 4,111
Magellan Midstream Partners LP 5.000% 3/1/26 9,075 9,638
Magellan Midstream Partners LP 5.150% 10/15/43 2,825 2,931
Magellan Midstream Partners LP 4.250% 9/15/46 3,000 2,805
Magellan Midstream Partners LP 4.200% 10/3/47 6,660 6,093
Marathon Oil Corp. 2.700% 6/1/20 6,060 5,974
Marathon Oil Corp. 2.800% 11/1/22 7,600 7,313
Marathon Oil Corp. 3.850% 6/1/25 8,870 8,609
Marathon Oil Corp. 4.400% 7/15/27 12,000 11,996
Marathon Oil Corp. 6.800% 3/15/32 2,770 3,250
Marathon Oil Corp. 6.600% 10/1/37 7,741 9,114
Marathon Oil Corp. 5.200% 6/1/45 10,210 10,650
Marathon Petroleum Corp. 3.400% 12/15/20 2,800 2,800
Marathon Petroleum Corp. 5.125% 3/1/21 5,850 6,069
Marathon Petroleum Corp. 3.625% 9/15/24 5,150 5,079
Marathon Petroleum Corp. 6.500% 3/1/41 11,769 13,748
Marathon Petroleum Corp. 4.750% 9/15/44 1,951 1,876
Marathon Petroleum Corp. 5.000% 9/15/54 2,350 2,238
MPLX LP 3.375% 3/15/23 4,000 3,914
MPLX LP 4.500% 7/15/23 15,240 15,581
MPLX LP 4.875% 12/1/24 21,992 22,837
MPLX LP 4.000% 2/15/25 3,000 2,945
MPLX LP 4.875% 6/1/25 6,300 6,486
MPLX LP 4.125% 3/1/27 9,700 9,405
MPLX LP 4.000% 3/15/28 9,200 8,846
MPLX LP 4.500% 4/15/38 12,400 11,664
MPLX LP 5.200% 3/1/47 12,463 12,448
MPLX LP 4.700% 4/15/48 11,300 10,535
MPLX LP 4.900% 4/15/58 4,450 4,036

 

 

National Fuel Gas Co. 3.950% 9/15/27 1,900 1,750
National Fuel Gas Co. 4.750% 9/1/28 11,000 10,716
National Oilwell Varco Inc. 2.600% 12/1/22 23,215 22,034
National Oilwell Varco Inc. 3.950% 12/1/42 2,500 2,135
Noble Energy Inc. 4.150% 12/15/21 9,100 9,210
Noble Energy Inc. 3.850% 1/15/28 5,450 5,138
Noble Energy Inc. 6.000% 3/1/41 2,050 2,193
Noble Energy Inc. 5.250% 11/15/43 11,735 11,673
Noble Energy Inc. 5.050% 11/15/44 6,704 6,451
Noble Energy Inc. 4.950% 8/15/47 11,275 10,793
Occidental Petroleum Corp. 4.100% 2/1/21 17,210 17,487
Occidental Petroleum Corp. 3.125% 2/15/22 7,640 7,553
Occidental Petroleum Corp. 2.700% 2/15/23 12,972 12,546
Occidental Petroleum Corp. 3.500% 6/15/25 9,200 9,095
Occidental Petroleum Corp. 3.400% 4/15/26 12,000 11,739
Occidental Petroleum Corp. 4.625% 6/15/45 3,500 3,613
Occidental Petroleum Corp. 4.400% 4/15/46 10,325 10,409
Occidental Petroleum Corp. 4.100% 2/15/47 5,500 5,305
Occidental Petroleum Corp. 4.200% 3/15/48 4,625 4,549
ONEOK Inc. 4.250% 2/1/22 8,000 8,090
ONEOK Inc. 7.500% 9/1/23 9,618 10,988
ONEOK Inc. 4.000% 7/13/27 3,800 3,673
ONEOK Inc. 4.550% 7/15/28 6,500 6,528
ONEOK Inc. 6.000% 6/15/35 600 650
ONEOK Inc. 4.950% 7/13/47 17,664 17,404
ONEOK Inc. 5.200% 7/15/48 1,250 1,273
ONEOK Partners LP 3.375% 10/1/22 16,209 15,964
ONEOK Partners LP 6.650% 10/1/36 8,403 9,765
ONEOK Partners LP 6.850% 10/15/37 6,525 7,748
ONEOK Partners LP 6.200% 9/15/43 3,200 3,574
Patterson-UTI Energy Inc. 3.950% 2/1/28 4,530 4,216
Petro-Canada 5.350% 7/15/33 2,625 2,819
Petro-Canada 5.950% 5/15/35 5,995 6,914
Petro-Canada 6.800% 5/15/38 5,725 7,239
Phillips 66 4.300% 4/1/22 13,960 14,322
Phillips 66 3.900% 3/15/28 9,250 9,118
Phillips 66 4.650% 11/15/34 500 503
Phillips 66 5.875% 5/1/42 10,960 12,598
Phillips 66 4.875% 11/15/44 17,130 17,740
Phillips 66 Partners LP 2.646% 2/15/20 1,255 1,242
Phillips 66 Partners LP 3.605% 2/15/25 3,500 3,371
Phillips 66 Partners LP 3.550% 10/1/26 7,950 7,466
Phillips 66 Partners LP 3.750% 3/1/28 2,000 1,894
Phillips 66 Partners LP 4.680% 2/15/45 3,375 3,190
Phillips 66 Partners LP 4.900% 10/1/46 8,090 7,876
Pioneer Natural Resources Co. 3.450% 1/15/21 4,000 4,000
Pioneer Natural Resources Co. 3.950% 7/15/22 8,803 8,878
Pioneer Natural Resources Co. 4.450% 1/15/26 9,650 9,864
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 12,660 12,985
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 1,460 1,491
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,840 3,787
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 7,507 7,110

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 2,596 2,553
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 14,960 14,408
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 6,715 6,770
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 7,575 7,568
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 2,975 2,790
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 8,575 7,306
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 9,325 8,401
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 1,200 1,110
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 1,725 1,783
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 5,950 6,285
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 14,300 14,793
Sabine Pass Liquefaction LLC 5.625% 2/1/21 16,065 16,675
Sabine Pass Liquefaction LLC 6.250% 3/15/22 11,900 12,778
Sabine Pass Liquefaction LLC 5.625% 4/15/23 24,884 26,439
Sabine Pass Liquefaction LLC 5.750% 5/15/24 18,500 19,864
Sabine Pass Liquefaction LLC 5.625% 3/1/25 22,425 23,911
Sabine Pass Liquefaction LLC 5.875% 6/30/26 22,150 23,839
Sabine Pass Liquefaction LLC 5.000% 3/15/27 4,130 4,238
Sabine Pass Liquefaction LLC 4.200% 3/15/28 31,300 30,361
SASOL Financing USA LLC 5.875% 3/27/24 4,125 4,202
Schlumberger Investment SA 3.650% 12/1/23 17,113 17,248
Shell International Finance BV 4.375% 3/25/20 7,650 7,795
Shell International Finance BV 2.125% 5/11/20 10,075 9,935
Shell International Finance BV 2.250% 11/10/20 700 689
Shell International Finance BV 1.875% 5/10/21 19,950 19,302
Shell International Finance BV 1.750% 9/12/21 10,000 9,622
Shell International Finance BV 2.375% 8/21/22 11,865 11,478
Shell International Finance BV 2.250% 1/6/23 9,405 8,981
Shell International Finance BV 3.400% 8/12/23 7,080 7,072
Shell International Finance BV 3.250% 5/11/25 22,800 22,342
Shell International Finance BV 2.875% 5/10/26 16,980 16,121
Shell International Finance BV 2.500% 9/12/26 12,550 11,584
Shell International Finance BV 4.125% 5/11/35 25,641 25,908
Shell International Finance BV 6.375% 12/15/38 16,542 21,306
Shell International Finance BV 5.500% 3/25/40 4,025 4,730
Shell International Finance BV 3.625% 8/21/42 8,225 7,553
Shell International Finance BV 4.550% 8/12/43 4,975 5,243
Shell International Finance BV 4.375% 5/11/45 22,171 22,759
Shell International Finance BV 4.000% 5/10/46 25,350 24,694
Shell International Finance BV 3.750% 9/12/46 16,150 15,117
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 7,265 7,400
Spectra Energy Partners LP 4.750% 3/15/24 14,330 14,776
Spectra Energy Partners LP 3.500% 3/15/25 9,100 8,751
Spectra Energy Partners LP 3.375% 10/15/26 9,425 8,829
Spectra Energy Partners LP 5.950% 9/25/43 2,240 2,522

 

 

Spectra Energy Partners LP 4.500% 3/15/45 3,300 3,149
Suncor Energy Inc. 3.600% 12/1/24 350 346
Suncor Energy Inc. 7.150% 2/1/32 3,550 4,427
Suncor Energy Inc. 5.950% 12/1/34 575 659
Suncor Energy Inc. 6.500% 6/15/38 10,220 12,599
Suncor Energy Inc. 6.850% 6/1/39 2,255 2,882
Suncor Energy Inc. 4.000% 11/15/47 10,147 9,492
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 6,450 6,555
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 4,095 3,987
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 575 571
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 1,000 1,077
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 18,000 17,020
Sunoco Logistics Partners Operations LP 4.000% 10/1/27 10,600 10,027
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 250 263
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 5,525 4,951
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 10,575 10,040
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 10,475 10,188
Sunoco Logistics Partners Operations LP 5.400% 10/1/47 4,400 4,307
TC PipeLines LP 3.900% 5/25/27 2,600 2,463
TechnipFMC plc 3.450% 10/1/22 8,495 8,274
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 825 950
Texas Eastern Transmission LP 7.000% 7/15/32 3,205 3,869
Total Capital Canada Ltd. 2.750% 7/15/23 11,342 10,973
Total Capital International SA 2.750% 6/19/21 22,825 22,562
Total Capital International SA 2.875% 2/17/22 10,975 10,805
Total Capital International SA 2.700% 1/25/23 11,290 10,960
Total Capital International SA 3.700% 1/15/24 8,750 8,819
Total Capital International SA 3.750% 4/10/24 2,991 3,016
Total Capital SA 4.450% 6/24/20 5,125 5,240
Total Capital SA 4.125% 1/28/21 3,055 3,116
TransCanada PipeLines Ltd. 2.125% 11/15/19 37,200 36,778
TransCanada PipeLines Ltd. 3.800% 10/1/20 7,332 7,396
TransCanada PipeLines Ltd. 2.500% 8/1/22 6,175 5,913
TransCanada PipeLines Ltd. 3.750% 10/16/23 4,575 4,570
TransCanada PipeLines Ltd. 4.875% 1/15/26 5,021 5,221
TransCanada PipeLines Ltd. 4.250% 5/15/28 7,500 7,509
TransCanada PipeLines Ltd. 4.625% 3/1/34 7,850 7,838
TransCanada PipeLines Ltd. 5.600% 3/31/34 2,000 2,169
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,025 3,441
TransCanada PipeLines Ltd. 6.200% 10/15/37 14,075 16,365
TransCanada PipeLines Ltd. 4.750% 5/15/38 6,100 6,171
TransCanada PipeLines Ltd. 7.250% 8/15/38 3,400 4,302
TransCanada PipeLines Ltd. 7.625% 1/15/39 2,775 3,676
TransCanada PipeLines Ltd. 6.100% 6/1/40 4,405 5,017
TransCanada PipeLines Ltd. 5.000% 10/16/43 9,835 10,021
TransCanada PipeLines Ltd. 4.875% 5/15/48 11,425 11,706
Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 10,000 12,187
Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 4,200 4,105
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 500 526
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 2,323 2,206
Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 3,250 3,164
Valero Energy Corp. 6.125% 2/1/20 3,875 4,020
Valero Energy Corp. 3.650% 3/15/25 1,250 1,223
Valero Energy Corp. 3.400% 9/15/26 15,300 14,545
Valero Energy Corp. 4.350% 6/1/28 9,400 9,426
Valero Energy Corp. 7.500% 4/15/32 6,350 8,047
Valero Energy Corp. 6.625% 6/15/37 10,506 12,638

 

 

Valero Energy Corp. 4.900% 3/15/45 7,050 7,167
Valero Energy Partners LP 4.375% 12/15/26 5,800 5,679
Valero Energy Partners LP 4.500% 3/15/28 3,090 3,035
Western Gas Partners LP 5.375% 6/1/21 7,175 7,412
Western Gas Partners LP 3.950% 6/1/25 4,300 4,083
Western Gas Partners LP 4.650% 7/1/26 2,000 1,968
Western Gas Partners LP 4.500% 3/1/28 850 817
Western Gas Partners LP 4.750% 8/15/28 2,800 2,736
Western Gas Partners LP 5.450% 4/1/44 11,825 11,116
Western Gas Partners LP 5.300% 3/1/48 3,500 3,218
Western Gas Partners LP 5.500% 8/15/48 3,100 2,931
Williams Cos. Inc. 4.500% 11/15/23 3,650 3,717
Williams Cos. Inc. 4.300% 3/4/24 4,000 4,024
Williams Cos. Inc. 3.900% 1/15/25 24,518 23,819
Williams Cos. Inc. 4.000% 9/15/25 7,275 7,152
Williams Cos. Inc. 3.750% 6/15/27 17,750 16,943
Williams Cos. Inc. 5.250% 3/15/20 6,801 6,971
Williams Cos. Inc. 4.000% 11/15/21 4,500 4,522
Williams Cos. Inc. 3.600% 3/15/22 16,405 16,307
Williams Cos. Inc. 3.350% 8/15/22 6,350 6,233
Williams Cos. Inc. 3.700% 1/15/23 11,000 10,868
Williams Cos. Inc. 4.550% 6/24/24 21,000 21,331
Williams Cos. Inc. 6.300% 4/15/40 4,045 4,562
Williams Cos. Inc. 5.800% 11/15/43 9,725 10,484
Williams Cos. Inc. 5.400% 3/4/44 1,550 1,603
Williams Cos. Inc. 5.750% 6/24/44 7,750 8,272
Williams Cos. Inc. 4.900% 1/15/45 1,650 1,601
Williams Cos. Inc. 5.100% 9/15/45 9,345 9,390
Williams Cos. Inc. 4.850% 3/1/48 7,020 6,808
 
Other Industrial (0.1%)        
5 Boston University 4.061% 10/1/48 2,335 2,307
California Institute of Technology GO 4.321% 8/1/45 1,025 1,053
California Institute of Technology GO 4.700% 11/1/11 5,600 5,708
CBRE Services Inc. 5.250% 3/15/25 3,700 3,864
CBRE Services Inc. 4.875% 3/1/26 11,033 11,233
Cintas Corp. No 2 2.900% 4/1/22 3,500 3,416
Cintas Corp. No 2 3.250% 6/1/22 1,025 1,011
Cintas Corp. No 2 3.700% 4/1/27 8,075 7,849
Cintas Corp. No 2 6.150% 8/15/36 259 306
Fluor Corp. 3.500% 12/15/24 6,650 6,474
Fluor Corp. 4.250% 9/15/28 5,350 5,263
5 Johns Hopkins University Maryland GO 4.083% 7/1/53 5,350 5,193
5 Massachusetts Institute of Technology GO 3.959% 7/1/38 145 145
Massachusetts Institute of Technology GO 5.600% 7/1/11 6,425 8,146
Massachusetts Institute of Technology GO 4.678% 7/1/14 13,775 14,730
Massachusetts Institute of Technology GO 3.885% 7/1/16 4,800 4,314
5 Northwestern University Illinois GO 4.643% 12/1/44 4,850 5,311
5 Northwestern University Illinois GO 3.662% 12/1/57 2,100 1,976
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,700 2,634
President & Fellows of Harvard College        
Massachusetts Revenue 3.300% 7/15/56 300 264
5 Rice University Texas GO 3.574% 5/15/45 20,800 19,419
Stanford University California GO 3.647% 5/1/48 6,035 5,717
5 University of Chicago 4.003% 10/1/53 5,300 5,240
5 University of Notre Dame du Lac 3.438% 2/15/45 7,925 7,317

 

 

University of Notre Dame du Lac 3.394% 2/15/48 2,700 2,484
University of Pennsylvania GO 4.674% 9/1/12 5,200 5,171
5 University of Southern California GO 3.028% 10/1/39 7,751 6,897
5 University of Southern California GO 3.841% 10/1/47 9,550 9,406
 
Technology (2.2%)        
Adobe Systems Inc. 4.750% 2/1/20 7,575 7,735
Adobe Systems Inc. 3.250% 2/1/25 9,808 9,618
Alphabet Inc. 3.625% 5/19/21 3,125 3,167
Alphabet Inc. 1.998% 8/15/26 12,525 11,278
Altera Corp. 4.100% 11/15/23 6,000 6,112
Amphenol Corp. 2.200% 4/1/20 2,150 2,112
Amphenol Corp. 3.125% 9/15/21 5,205 5,152
Analog Devices Inc. 2.850% 3/12/20 2,500 2,486
Analog Devices Inc. 2.500% 12/5/21 6,025 5,790
Analog Devices Inc. 2.875% 6/1/23 6,700 6,430
Analog Devices Inc. 3.125% 12/5/23 5,375 5,192
Analog Devices Inc. 3.500% 12/5/26 13,221 12,662
Analog Devices Inc. 5.300% 12/15/45 100 108
Apple Inc. 1.800% 11/13/19 8,050 7,958
Apple Inc. 1.550% 2/7/20 11,500 11,297
Apple Inc. 1.900% 2/7/20 6,000 5,924
Apple Inc. 2.000% 5/6/20 8,575 8,456
Apple Inc. 1.800% 5/11/20 8,025 7,887
Apple Inc. 2.000% 11/13/20 9,125 8,955
Apple Inc. 2.250% 2/23/21 37,695 37,001
Apple Inc. 2.850% 5/6/21 38,460 38,266
Apple Inc. 1.550% 8/4/21 10,525 10,089
Apple Inc. 2.150% 2/9/22 10,915 10,558
Apple Inc. 2.500% 2/9/22 12,935 12,659
Apple Inc. 2.300% 5/11/22 13,550 13,126
Apple Inc. 2.700% 5/13/22 20,909 20,536
Apple Inc. 2.400% 1/13/23 5,950 5,748
Apple Inc. 2.850% 2/23/23 12,600 12,367
Apple Inc. 2.400% 5/3/23 48,923 47,030
Apple Inc. 3.000% 2/9/24 16,350 16,019
Apple Inc. 3.450% 5/6/24 10,005 10,002
Apple Inc. 2.850% 5/11/24 25,750 24,934
Apple Inc. 2.750% 1/13/25 12,900 12,363
Apple Inc. 2.500% 2/9/25 9,175 8,649
Apple Inc. 3.200% 5/13/25 12,194 11,941
Apple Inc. 3.250% 2/23/26 43,175 42,163
Apple Inc. 2.450% 8/4/26 19,350 17,812
Apple Inc. 3.350% 2/9/27 18,320 17,883
Apple Inc. 3.200% 5/11/27 30,800 29,687
Apple Inc. 3.000% 6/20/27 25 24
Apple Inc. 2.900% 9/12/27 22,040 20,766
Apple Inc. 4.500% 2/23/36 12,775 13,803
Apple Inc. 3.850% 5/4/43 22,800 21,854
Apple Inc. 4.450% 5/6/44 8,400 8,808
Apple Inc. 3.450% 2/9/45 13,358 11,927
Apple Inc. 4.375% 5/13/45 18,010 18,600
Apple Inc. 4.650% 2/23/46 46,000 49,663
Apple Inc. 3.850% 8/4/46 23,545 22,497
Apple Inc. 4.250% 2/9/47 3,370 3,414
Apple Inc. 3.750% 9/12/47 7,650 7,137
Apple Inc. 3.750% 11/13/47 11,050 10,307

 

 

Applied Materials Inc. 2.625% 10/1/20 3,325 3,284
Applied Materials Inc. 4.300% 6/15/21 6,890 7,079
Applied Materials Inc. 3.900% 10/1/25 13,905 13,970
Applied Materials Inc. 3.300% 4/1/27 10,511 10,085
Applied Materials Inc. 5.100% 10/1/35 4,200 4,572
Applied Materials Inc. 5.850% 6/15/41 5,835 6,959
Applied Materials Inc. 4.350% 4/1/47 7,425 7,355
Arrow Electronics Inc. 3.500% 4/1/22 2,500 2,448
Arrow Electronics Inc. 4.500% 3/1/23 3,350 3,391
Arrow Electronics Inc. 3.250% 9/8/24 5,610 5,306
Arrow Electronics Inc. 4.000% 4/1/25 3,070 2,966
Arrow Electronics Inc. 3.875% 1/12/28 3,525 3,285
Autodesk Inc. 3.125% 6/15/20 1,500 1,488
Autodesk Inc. 3.600% 12/15/22 825 822
Autodesk Inc. 4.375% 6/15/25 3,600 3,615
Autodesk Inc. 3.500% 6/15/27 4,450 4,146
Avnet Inc. 5.875% 6/15/20 2,600 2,698
Avnet Inc. 3.750% 12/1/21 2,025 2,019
Avnet Inc. 4.875% 12/1/22 3,845 3,945
Avnet Inc. 4.625% 4/15/26 4,775 4,754
Baidu Inc. 2.875% 7/6/22 14,875 14,299
Baidu Inc. 3.500% 11/28/22 7,325 7,184
Baidu Inc. 3.875% 9/29/23 8,400 8,313
Baidu Inc. 4.125% 6/30/25 100 99
Baidu Inc. 3.625% 7/6/27 5,375 5,040
Baidu Inc. 4.375% 3/29/28 4,025 3,964
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.375% 1/15/20 13,605 13,445
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.200% 1/15/21 6,150 5,958
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.000% 1/15/22 33,600 32,719
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 2.650% 1/15/23 14,175 13,392
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.625% 1/15/24 20,990 20,407
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.125% 1/15/25 9,075 8,429
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.875% 1/15/27 55,824 52,677
Broadcom Corp. / Broadcom Cayman        
Finance Ltd. 3.500% 1/15/28 5,675 5,154
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,150 2,167
Broadridge Financial Solutions Inc. 3.400% 6/27/26 2,725 2,573
CA Inc. 5.375% 12/1/19 3,620 3,700
CA Inc. 3.600% 8/1/20 5,900 5,899
Cadence Design Systems Inc. 4.375% 10/15/24 3,250 3,257
Cisco Systems Inc. 4.450% 1/15/20 11,800 12,031
Cisco Systems Inc. 2.450% 6/15/20 12,325 12,217
Cisco Systems Inc. 2.200% 2/28/21 25,350 24,806
Cisco Systems Inc. 2.900% 3/4/21 1,250 1,245
Cisco Systems Inc. 1.850% 9/20/21 6,275 6,054
Cisco Systems Inc. 2.600% 2/28/23 5,250 5,105
Cisco Systems Inc. 2.200% 9/20/23 5,000 4,742
Cisco Systems Inc. 3.625% 3/4/24 5,750 5,823
Cisco Systems Inc. 2.950% 2/28/26 18,750 17,912
Cisco Systems Inc. 2.500% 9/20/26 7,175 6,635

 

 

  Cisco Systems Inc. 5.900% 2/15/39 14,875 18,430
  Cisco Systems Inc. 5.500% 1/15/40 16,217 19,342
  Citrix Systems Inc. 4.500% 12/1/27 7,700 7,431
  Corning Inc. 4.250% 8/15/20 75 76
  Corning Inc. 2.900% 5/15/22 4,675 4,568
  Corning Inc. 5.750% 8/15/40 7,460 8,371
  Corning Inc. 4.375% 11/15/57 6,525 5,731
10 Dell International LLC / EMC Corp. 5.450% 6/15/23 40,905 42,988
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 4.420% 6/15/21 39,475 39,961
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 6.020% 6/15/26 42,565 45,354
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 8.100% 7/15/36 13,790 16,478
10 Diamond 1 Finance Corp. / Diamond 2        
  Finance Corp. 8.350% 7/15/46 17,448 21,651
  DXC Technology Co. 2.875% 3/27/20 3,615 3,588
  DXC Technology Co. 4.250% 4/15/24 11,525 11,538
  DXC Technology Co. 4.750% 4/15/27 6,025 6,176
  Equifax Inc. 2.300% 6/1/21 9,550 9,189
  Equifax Inc. 3.600% 8/15/21 1,350 1,343
  Equifax Inc. 3.950% 6/15/23 2,000 1,992
  Fidelity National Information Services Inc. 3.625% 10/15/20 15,258 15,333
  Fidelity National Information Services Inc. 2.250% 8/15/21 6,450 6,223
  Fidelity National Information Services Inc. 4.500% 10/15/22 2,490 2,548
  Fidelity National Information Services Inc. 3.500% 4/15/23 6,551 6,476
  Fidelity National Information Services Inc. 3.875% 6/5/24 1,257 1,255
  Fidelity National Information Services Inc. 5.000% 10/15/25 4,038 4,237
  Fidelity National Information Services Inc. 3.000% 8/15/26 14,250 13,165
  Fidelity National Information Services Inc. 4.250% 5/15/28 1,000 1,004
  Fidelity National Information Services Inc. 4.500% 8/15/46 10,860 10,250
  Fiserv Inc. 2.700% 6/1/20 7,575 7,508
  Fiserv Inc. 3.500% 10/1/22 6,475 6,433
  Fiserv Inc. 3.800% 10/1/23 8,950 8,964
  Fiserv Inc. 3.850% 6/1/25 9,375 9,296
  Fiserv Inc. 4.200% 10/1/28 6,600 6,614
  Flex Ltd. 4.625% 2/15/20 1,725 1,746
  Flex Ltd. 5.000% 2/15/23 2,730 2,797
  Flex Ltd. 4.750% 6/15/25 25 25
  Hewlett Packard Enterprise Co. 3.600% 10/15/20 33,755 33,911
  Hewlett Packard Enterprise Co. 3.500% 10/5/21 2,500 2,497
  Hewlett Packard Enterprise Co. 4.400% 10/15/22 17,650 18,132
  Hewlett Packard Enterprise Co. 4.900% 10/15/25 22,070 22,632
  Hewlett Packard Enterprise Co. 6.200% 10/15/35 6,775 6,977
  Hewlett Packard Enterprise Co. 6.350% 10/15/45 16,375 16,804
  HP Inc. 3.750% 12/1/20 1,984 2,001
  HP Inc. 6.000% 9/15/41 7,620 7,715
  IBM Credit LLC 1.800% 1/20/21 7,200 6,984
  IBM Credit LLC 2.650% 2/5/21 8,950 8,851
  IBM Credit LLC 2.200% 9/8/22 6,500 6,218
  IBM Credit LLC 3.000% 2/6/23 6,875 6,749
  Intel Corp. 1.850% 5/11/20 7,300 7,178
  Intel Corp. 2.450% 7/29/20 11,715 11,613
  Intel Corp. 1.700% 5/19/21 5,225 5,054
  Intel Corp. 3.300% 10/1/21 12,675 12,750
  Intel Corp. 2.350% 5/11/22 5,550 5,376
  Intel Corp. 3.100% 7/29/22 6,100 6,062

 

 

Intel Corp. 2.700% 12/15/22 13,650 13,354
Intel Corp. 2.875% 5/11/24 13,200 12,799
Intel Corp. 3.700% 7/29/25 22,425 22,554
Intel Corp. 2.600% 5/19/26 10,650 9,922
Intel Corp. 4.000% 12/15/32 5,970 6,104
Intel Corp. 4.800% 10/1/41 7,072 7,685
Intel Corp. 4.100% 5/19/46 11,225 11,101
Intel Corp. 4.100% 5/11/47 270 267
Intel Corp. 3.734% 12/8/47 30,945 28,737
International Business Machines Corp. 8.375% 11/1/19 75 79
International Business Machines Corp. 1.900% 1/27/20 7,500 7,410
International Business Machines Corp. 1.625% 5/15/20 9,851 9,629
International Business Machines Corp. 2.250% 2/19/21 175 171
International Business Machines Corp. 2.900% 11/1/21 5,000 4,943
International Business Machines Corp. 2.500% 1/27/22 6,575 6,410
International Business Machines Corp. 1.875% 8/1/22 11,310 10,685
International Business Machines Corp. 2.875% 11/9/22 33,085 32,367
International Business Machines Corp. 3.375% 8/1/23 13,825 13,836
International Business Machines Corp. 3.625% 2/12/24 15,750 15,802
International Business Machines Corp. 7.000% 10/30/25 2,850 3,410
International Business Machines Corp. 3.450% 2/19/26 15,389 15,178
International Business Machines Corp. 6.220% 8/1/27 1,975 2,311
International Business Machines Corp. 6.500% 1/15/28 50 60
International Business Machines Corp. 5.875% 11/29/32 4,875 5,783
International Business Machines Corp. 5.600% 11/30/39 6,323 7,536
International Business Machines Corp. 4.000% 6/20/42 21,263 20,627
Jabil Inc. 5.625% 12/15/20 1,375 1,429
Jabil Inc. 4.700% 9/15/22 1,500 1,528
Jabil Inc. 3.950% 1/12/28 4,525 4,251
Juniper Networks Inc. 3.300% 6/15/20 1,000 995
Juniper Networks Inc. 4.600% 3/15/21 900 916
Juniper Networks Inc. 4.350% 6/15/25 3,225 3,207
Juniper Networks Inc. 5.950% 3/15/41 5,850 5,816
Keysight Technologies Inc. 3.300% 10/30/19 3,135 3,131
Keysight Technologies Inc. 4.550% 10/30/24 5,650 5,690
Keysight Technologies Inc. 4.600% 4/6/27 6,400 6,403
KLA-Tencor Corp. 4.125% 11/1/21 8,975 9,097
KLA-Tencor Corp. 4.650% 11/1/24 12,475 12,769
Lam Research Corp. 2.750% 3/15/20 3,300 3,279
Lam Research Corp. 2.800% 6/15/21 7,400 7,269
Lam Research Corp. 3.800% 3/15/25 4,901 4,867
Marvell Technology Group Ltd. 4.200% 6/22/23 4,950 4,925
Marvell Technology Group Ltd. 4.875% 6/22/28 5,425 5,452
Maxim Integrated Products Inc. 3.375% 3/15/23 4,275 4,193
Maxim Integrated Products Inc. 3.450% 6/15/27 5,225 4,907
Microsoft Corp. 1.850% 2/6/20 9,170 9,055
Microsoft Corp. 1.850% 2/12/20 5,150 5,084
Microsoft Corp. 3.000% 10/1/20 2,000 2,007
Microsoft Corp. 2.000% 11/3/20 38,800 38,111
Microsoft Corp. 4.000% 2/8/21 3,800 3,895
Microsoft Corp. 1.550% 8/8/21 18,175 17,401
Microsoft Corp. 2.400% 2/6/22 13,925 13,610
Microsoft Corp. 2.375% 2/12/22 16,700 16,287
Microsoft Corp. 2.650% 11/3/22 41,220 40,317
Microsoft Corp. 2.375% 5/1/23 1,225 1,182
Microsoft Corp. 2.000% 8/8/23 17,900 16,914
Microsoft Corp. 3.625% 12/15/23 175 178

 

 

Microsoft Corp. 2.875% 2/6/24 28,525 27,885
Microsoft Corp. 2.700% 2/12/25 8,925 8,548
Microsoft Corp. 3.125% 11/3/25 25,250 24,654
Microsoft Corp. 2.400% 8/8/26 38,765 35,673
Microsoft Corp. 3.300% 2/6/27 33,017 32,392
Microsoft Corp. 3.500% 2/12/35 15,025 14,426
Microsoft Corp. 4.200% 11/3/35 5,235 5,456
Microsoft Corp. 3.450% 8/8/36 31,510 29,971
Microsoft Corp. 4.100% 2/6/37 25,670 26,508
Microsoft Corp. 5.200% 6/1/39 6,153 7,232
Microsoft Corp. 4.500% 10/1/40 6,900 7,402
Microsoft Corp. 5.300% 2/8/41 2,550 3,003
Microsoft Corp. 3.500% 11/15/42 7,830 7,274
Microsoft Corp. 3.750% 5/1/43 4,440 4,281
Microsoft Corp. 4.875% 12/15/43 8,750 9,809
Microsoft Corp. 3.750% 2/12/45 17,775 17,196
Microsoft Corp. 4.450% 11/3/45 26,000 27,834
Microsoft Corp. 3.700% 8/8/46 48,034 45,937
Microsoft Corp. 4.250% 2/6/47 16,200 16,995
Microsoft Corp. 4.000% 2/12/55 22,558 22,344
Microsoft Corp. 3.950% 8/8/56 15,975 15,576
Microsoft Corp. 4.500% 2/6/57 18,300 19,671
Motorola Solutions Inc. 3.500% 9/1/21 325 322
Motorola Solutions Inc. 3.750% 5/15/22 6,425 6,368
Motorola Solutions Inc. 3.500% 3/1/23 6,090 5,928
Motorola Solutions Inc. 4.000% 9/1/24 7,600 7,429
Motorola Solutions Inc. 4.600% 2/23/28 8,550 8,362
Motorola Solutions Inc. 5.500% 9/1/44 3,125 2,921
NetApp Inc. 3.375% 6/15/21 4,350 4,333
NetApp Inc. 3.300% 9/29/24 3,775 3,586
NVIDIA Corp. 2.200% 9/16/21 10,000 9,717
NVIDIA Corp. 3.200% 9/16/26 9,755 9,321
Oracle Corp. 2.250% 10/8/19 25,175 25,049
Oracle Corp. 3.875% 7/15/20 7,933 8,062
Oracle Corp. 2.800% 7/8/21 12,635 12,537
Oracle Corp. 1.900% 9/15/21 36,025 34,771
Oracle Corp. 2.500% 5/15/22 9,000 8,754
Oracle Corp. 2.500% 10/15/22 21,110 20,480
Oracle Corp. 2.625% 2/15/23 7,950 7,703
Oracle Corp. 3.625% 7/15/23 50 51
Oracle Corp. 2.400% 9/15/23 16,075 15,315
Oracle Corp. 3.400% 7/8/24 21,950 21,806
Oracle Corp. 2.950% 11/15/24 39,430 37,999
Oracle Corp. 2.950% 5/15/25 18,250 17,500
Oracle Corp. 2.650% 7/15/26 28,305 26,248
Oracle Corp. 3.250% 11/15/27 23,495 22,587
Oracle Corp. 3.250% 5/15/30 3,172 3,008
Oracle Corp. 4.300% 7/8/34 14,600 14,970
Oracle Corp. 3.900% 5/15/35 10,700 10,356
Oracle Corp. 3.850% 7/15/36 24,225 23,287
Oracle Corp. 3.800% 11/15/37 16,975 16,217
Oracle Corp. 6.125% 7/8/39 9,545 11,756
Oracle Corp. 5.375% 7/15/40 19,812 22,530
Oracle Corp. 4.500% 7/8/44 13,125 13,387
Oracle Corp. 4.125% 5/15/45 18,425 17,831
Oracle Corp. 4.000% 7/15/46 30,825 29,332
Oracle Corp. 4.000% 11/15/47 19,570 18,569

 

 

Oracle Corp. 4.375% 5/15/55 9,550 9,506
QUALCOMM Inc. 2.250% 5/20/20 5,775 5,702
QUALCOMM Inc. 3.000% 5/20/22 17,325 17,057
QUALCOMM Inc. 2.600% 1/30/23 19,025 18,271
QUALCOMM Inc. 2.900% 5/20/24 29,295 27,974
QUALCOMM Inc. 3.450% 5/20/25 8,400 8,164
QUALCOMM Inc. 3.250% 5/20/27 16,020 15,034
QUALCOMM Inc. 4.650% 5/20/35 8,850 8,994
QUALCOMM Inc. 4.800% 5/20/45 11,435 11,538
QUALCOMM Inc. 4.300% 5/20/47 12,750 11,990
salesforce.com Inc. 3.250% 4/11/23 8,450 8,381
salesforce.com Inc. 3.700% 4/11/28 14,650 14,495
Seagate HDD Cayman 4.250% 3/1/22 9,000 8,944
Seagate HDD Cayman 4.750% 6/1/23 7,525 7,506
Seagate HDD Cayman 4.875% 3/1/24 4,650 4,557
Seagate HDD Cayman 4.750% 1/1/25 8,125 7,759
Seagate HDD Cayman 4.875% 6/1/27 6,935 6,502
Seagate HDD Cayman 5.750% 12/1/34 3,975 3,607
Tech Data Corp. 3.700% 2/15/22 4,350 4,257
Tech Data Corp. 4.950% 2/15/27 4,400 4,304
Texas Instruments Inc. 2.750% 3/12/21 4,000 3,963
Texas Instruments Inc. 1.850% 5/15/22 4,250 4,047
Texas Instruments Inc. 2.250% 5/1/23 1,750 1,671
Texas Instruments Inc. 2.625% 5/15/24 2,675 2,557
Texas Instruments Inc. 2.900% 11/3/27 5,725 5,385
Texas Instruments Inc. 4.150% 5/15/48 13,600 13,604
Total System Services Inc. 3.800% 4/1/21 6,355 6,362
Total System Services Inc. 3.750% 6/1/23 5,450 5,400
Total System Services Inc. 4.000% 6/1/23 4,595 4,625
Total System Services Inc. 4.800% 4/1/26 9,879 10,120
Total System Services Inc. 4.450% 6/1/28 4,000 3,987
Trimble Inc. 4.150% 6/15/23 1,025 1,021
Trimble Inc. 4.750% 12/1/24 2,500 2,527
Trimble Inc. 4.900% 6/15/28 7,500 7,578
Tyco Electronics Group SA 4.875% 1/15/21 3,750 3,867
Tyco Electronics Group SA 3.500% 2/3/22 3,900 3,899
Tyco Electronics Group SA 3.450% 8/1/24 1,025 997
Tyco Electronics Group SA 3.700% 2/15/26 3,100 3,023
Tyco Electronics Group SA 3.125% 8/15/27 2,950 2,746
Tyco Electronics Group SA 7.125% 10/1/37 9,700 12,872
Verisk Analytics Inc. 5.800% 5/1/21 3,760 3,957
Verisk Analytics Inc. 4.125% 9/12/22 8,125 8,204
Verisk Analytics Inc. 4.000% 6/15/25 9,450 9,322
Verisk Analytics Inc. 5.500% 6/15/45 4,370 4,431
VMware Inc. 2.300% 8/21/20 10,575 10,401
VMware Inc. 2.950% 8/21/22 14,525 13,978
VMware Inc. 3.900% 8/21/27 10,875 10,268
Xerox Corp. 5.625% 12/15/19 1,215 1,243
Xerox Corp. 2.800% 5/15/20 2,250 2,216
Xerox Corp. 2.750% 9/1/20 1,825 1,787
Xerox Corp. 4.500% 5/15/21 3,210 3,217
Xerox Corp. 3.625% 3/15/23 16,920 16,051
Xerox Corp. 6.750% 12/15/39 750 752
Xilinx Inc. 3.000% 3/15/21 9,450 9,354
Xilinx Inc. 2.950% 6/1/24 6,575 6,239

 

 

Transportation (0.6%)        
5 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 3,453 3,556
5 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 870 861
5 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 3,965 4,053
5 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 1,668 1,624
5 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 5,824 5,577
5 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,228 1,192
5 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 926 895
5 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 1,899 1,879
5 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 2,849 2,758
5 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 3,895 3,742
5 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 4,942 4,655
5 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 2,109 1,979
5 American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 6,639 6,179
5 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 8/15/30 2,587 2,504
5 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 1,316 1,314
5 American Airlines 2017-2 Class AA Pass        
Through Trust 3.350% 10/15/29 5,500 5,220
Burlington Northern Santa Fe LLC 4.700% 10/1/19 25 25
Burlington Northern Santa Fe LLC 3.600% 9/1/20 3,750 3,764
Burlington Northern Santa Fe LLC 3.450% 9/15/21 2,340 2,353
Burlington Northern Santa Fe LLC 3.050% 3/15/22 1,025 1,013
Burlington Northern Santa Fe LLC 3.050% 9/1/22 6,100 6,030
Burlington Northern Santa Fe LLC 3.000% 3/15/23 6,290 6,178
Burlington Northern Santa Fe LLC 3.850% 9/1/23 9,785 9,953
Burlington Northern Santa Fe LLC 3.750% 4/1/24 3,475 3,514
Burlington Northern Santa Fe LLC 3.400% 9/1/24 8,460 8,394
Burlington Northern Santa Fe LLC 3.000% 4/1/25 12,300 11,866
Burlington Northern Santa Fe LLC 3.250% 6/15/27 11,400 11,117
Burlington Northern Santa Fe LLC 6.200% 8/15/36 1,650 2,011
Burlington Northern Santa Fe LLC 5.750% 5/1/40 12,450 14,838
Burlington Northern Santa Fe LLC 5.050% 3/1/41 3,875 4,262
Burlington Northern Santa Fe LLC 5.400% 6/1/41 4,025 4,606
Burlington Northern Santa Fe LLC 4.950% 9/15/41 3,680 3,977
Burlington Northern Santa Fe LLC 4.400% 3/15/42 4,304 4,349
Burlington Northern Santa Fe LLC 4.375% 9/1/42 9,591 9,629
Burlington Northern Santa Fe LLC 4.450% 3/15/43 10,340 10,704
Burlington Northern Santa Fe LLC 4.900% 4/1/44 7,380 8,004
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,805 8,123
Burlington Northern Santa Fe LLC 4.150% 4/1/45 5,790 5,673
Burlington Northern Santa Fe LLC 4.700% 9/1/45 4,800 5,067
Burlington Northern Santa Fe LLC 3.900% 8/1/46 7,300 6,933

 

 

Burlington Northern Santa Fe LLC 4.125% 6/15/47 13,150 12,927
Burlington Northern Santa Fe LLC 4.050% 6/15/48 5,915 5,718
Burlington Northern Santa Fe LLC 4.150% 12/15/48 16,720 16,554
Canadian National Railway Co. 2.400% 2/3/20 4,150 4,117
Canadian National Railway Co. 2.850% 12/15/21 11,235 11,038
Canadian National Railway Co. 2.750% 3/1/26 1,800 1,687
Canadian National Railway Co. 6.900% 7/15/28 300 371
Canadian National Railway Co. 6.250% 8/1/34 370 458
Canadian National Railway Co. 6.200% 6/1/36 5,425 6,647
Canadian National Railway Co. 6.375% 11/15/37 195 247
Canadian National Railway Co. 3.200% 8/2/46 4,850 4,074
Canadian National Railway Co. 3.650% 2/3/48 6,450 5,990
Canadian Pacific Railway Co. 4.500% 1/15/22 3,291 3,385
Canadian Pacific Railway Co. 4.450% 3/15/23 4,630 4,768
Canadian Pacific Railway Co. 2.900% 2/1/25 5,625 5,343
Canadian Pacific Railway Co. 7.125% 10/15/31 1,456 1,831
Canadian Pacific Railway Co. 5.750% 3/15/33 100 113
Canadian Pacific Railway Co. 5.950% 5/15/37 11,110 13,113
Canadian Pacific Railway Co. 5.750% 1/15/42 9,360 10,643
Canadian Pacific Railway Co. 4.800% 8/1/45 100 106
Canadian Pacific Railway Co. 6.125% 9/15/15 2,010 2,370
CH Robinson Worldwide Inc. 4.200% 4/15/28 4,200 4,137
5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 1,066 1,104
5 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 2,860 2,906
5 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 5,118 5,136
5 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 946 947
CSX Corp. 4.250% 6/1/21 7,340 7,495
CSX Corp. 3.700% 11/1/23 1,200 1,206
CSX Corp. 3.350% 11/1/25 3,450 3,345
CSX Corp. 2.600% 11/1/26 1,400 1,270
CSX Corp. 3.250% 6/1/27 12,250 11,596
CSX Corp. 3.800% 3/1/28 13,250 13,055
CSX Corp. 6.000% 10/1/36 150 177
CSX Corp. 6.150% 5/1/37 4,500 5,410
CSX Corp. 6.220% 4/30/40 6,779 8,190
CSX Corp. 5.500% 4/15/41 4,900 5,464
CSX Corp. 4.750% 5/30/42 2,290 2,353
CSX Corp. 4.100% 3/15/44 4,525 4,280
CSX Corp. 3.800% 11/1/46 2,550 2,313
CSX Corp. 4.300% 3/1/48 9,475 9,232
CSX Corp. 3.950% 5/1/50 10,130 9,135
CSX Corp. 4.500% 8/1/54 235 226
CSX Corp. 4.250% 11/1/66 5,475 4,923
CSX Corp. 4.650% 3/1/68 5,720 5,498
5 Delta Air Lines 2007-1 Class A Pass        
Through Trust 6.821% 2/10/24 5,645 6,137
5 Delta Air Lines 2009-1 Class A Pass        
Through Trust 7.750% 6/17/21 2,347 2,442
5 Delta Air Lines 2010-2 Class A Pass        
Through Trust 4.950% 11/23/20 360 362
5 Delta Air Lines 2012-1 Class A Pass        
Through Trust 4.750% 11/7/21 788 801

 

 

5 Delta Air Lines 2015-1 Class AA Pass        
  Through Trust 3.625% 7/30/27 914 899
  Delta Air Lines Inc. 2.875% 3/13/20 7,050 6,993
  Delta Air Lines Inc. 2.600% 12/4/20 5,400 5,280
  Delta Air Lines Inc. 3.400% 4/19/21 5,045 4,994
  Delta Air Lines Inc. 3.625% 3/15/22 6,900 6,814
  Delta Air Lines Inc. 3.800% 4/19/23 7,300 7,175
  Delta Air Lines Inc. 4.375% 4/19/28 6,000 5,782
10 ERAC USA Finance LLC 2.350% 10/15/19 50 49
  FedEx Corp. 2.300% 2/1/20 4,050 4,010
  FedEx Corp. 2.625% 8/1/22 3,703 3,587
  FedEx Corp. 4.000% 1/15/24 3,250 3,322
  FedEx Corp. 3.200% 2/1/25 3,300 3,212
  FedEx Corp. 3.250% 4/1/26 3,500 3,370
  FedEx Corp. 3.300% 3/15/27 3,550 3,370
  FedEx Corp. 3.400% 2/15/28 13,000 12,401
  FedEx Corp. 4.900% 1/15/34 875 922
  FedEx Corp. 3.900% 2/1/35 6,600 6,197
  FedEx Corp. 3.875% 8/1/42 275 245
  FedEx Corp. 4.100% 4/15/43 2,275 2,084
  FedEx Corp. 5.100% 1/15/44 7,502 7,764
  FedEx Corp. 4.750% 11/15/45 11,725 11,746
  FedEx Corp. 4.550% 4/1/46 7,910 7,754
  FedEx Corp. 4.400% 1/15/47 8,400 8,023
  FedEx Corp. 4.050% 2/15/48 17,800 15,998
  JB Hunt Transport Services Inc. 3.300% 8/15/22 6,000 5,915
  Kansas City Southern 3.000% 5/15/23 13,849 13,329
  Kansas City Southern 4.300% 5/15/43 4,440 4,116
  Kansas City Southern 4.950% 8/15/45 10,525 10,481
  Kansas City Southern 4.700% 5/1/48 6,500 6,460
  Kirby Corp. 4.200% 3/1/28 7,825 7,667
5 Latam Airlines 2015-1 Pass Through Trust        
  A 4.200% 8/15/29 2,802 2,697
  Norfolk Southern Corp. 3.250% 12/1/21 1,000 997
  Norfolk Southern Corp. 3.000% 4/1/22 5,130 5,039
  Norfolk Southern Corp. 2.903% 2/15/23 7,053 6,883
  Norfolk Southern Corp. 3.850% 1/15/24 2,170 2,184
  Norfolk Southern Corp. 3.650% 8/1/25 1,400 1,386
  Norfolk Southern Corp. 7.800% 5/15/27 1,345 1,692
  Norfolk Southern Corp. 3.150% 6/1/27 6,000 5,674
  Norfolk Southern Corp. 3.800% 8/1/28 9,355 9,246
  Norfolk Southern Corp. 7.050% 5/1/37 800 1,027
  Norfolk Southern Corp. 4.837% 10/1/41 9,848 10,251
  Norfolk Southern Corp. 3.950% 10/1/42 2,125 1,976
  Norfolk Southern Corp. 4.450% 6/15/45 5,320 5,338
  Norfolk Southern Corp. 4.650% 1/15/46 3,900 4,017
  Norfolk Southern Corp. 3.942% 11/1/47 2,623 2,444
  Norfolk Southern Corp. 4.150% 2/28/48 1,500 1,444
  Norfolk Southern Corp. 4.050% 8/15/52 12,324 11,571
  Norfolk Southern Corp. 6.000% 3/15/05 1,513 1,695
  Norfolk Southern Corp. 5.100% 8/1/18 2,575 2,511
  Norfolk Southern Railway Co. 9.750% 6/15/20 250 276
5 Northwest Airlines 2007-1 Class A Pass        
  Through Trust 7.027% 5/1/21 170 175
  Ryder System Inc. 2.650% 3/2/20 50 50
  Ryder System Inc. 2.500% 5/11/20 2,000 1,976
  Ryder System Inc. 2.875% 9/1/20 1,825 1,807

 

 

Ryder System Inc. 3.500% 6/1/21 5,000 5,006
Ryder System Inc. 2.250% 9/1/21 350 339
Ryder System Inc. 3.400% 3/1/23 5,300 5,226
Ryder System Inc. 3.750% 6/9/23 12,000 11,981
Southwest Airlines Co. 2.750% 11/6/19 3,375 3,361
Southwest Airlines Co. 2.650% 11/5/20 3,505 3,451
Southwest Airlines Co. 2.750% 11/16/22 1,000 967
Southwest Airlines Co. 3.000% 11/15/26 3,425 3,162
Southwest Airlines Co. 3.450% 11/16/27 2,650 2,521
5 Southwest Airlines Co. 2007-1 Pass        
Through Trust 6.150% 2/1/24 225 236
5 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 2,246 2,219
Trinity Industries Inc. 4.550% 10/1/24 1,250 1,201
Union Pacific Corp. 1.800% 2/1/20 1,000 982
Union Pacific Corp. 2.250% 6/19/20 6,300 6,210
Union Pacific Corp. 4.000% 2/1/21 4,325 4,389
Union Pacific Corp. 3.200% 6/8/21 4,025 4,013
Union Pacific Corp. 4.163% 7/15/22 9,746 9,988
Union Pacific Corp. 2.750% 4/15/23 7,240 6,939
Union Pacific Corp. 3.500% 6/8/23 9,825 9,797
Union Pacific Corp. 3.646% 2/15/24 3,543 3,529
Union Pacific Corp. 3.250% 1/15/25 4,200 4,082
Union Pacific Corp. 3.750% 7/15/25 5,950 5,935
Union Pacific Corp. 3.250% 8/15/25 4,200 4,051
Union Pacific Corp. 2.750% 3/1/26 8,329 7,751
Union Pacific Corp. 3.000% 4/15/27 2,275 2,146
Union Pacific Corp. 3.950% 9/10/28 11,935 11,958
Union Pacific Corp. 3.375% 2/1/35 4,400 3,946
Union Pacific Corp. 3.600% 9/15/37 5,435 4,986
Union Pacific Corp. 4.375% 9/10/38 3,900 3,969
Union Pacific Corp. 4.250% 4/15/43 100 96
Union Pacific Corp. 4.821% 2/1/44 500 533
Union Pacific Corp. 4.150% 1/15/45 350 330
Union Pacific Corp. 4.050% 11/15/45 7,225 6,862
Union Pacific Corp. 4.050% 3/1/46 2,820 2,660
Union Pacific Corp. 3.350% 8/15/46 6,900 5,774
Union Pacific Corp. 4.500% 9/10/48 6,665 6,797
Union Pacific Corp. 3.799% 10/1/51 16,224 14,284
Union Pacific Corp. 3.875% 2/1/55 5,435 4,805
Union Pacific Corp. 4.375% 11/15/65 10,960 10,059
Union Pacific Corp. 4.100% 9/15/67 6,045 5,315
5 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 431 470
5 United Airlines 2013-1 Class A Pass        
Through Trust 4.300% 2/15/27 2,107 2,132
5 United Airlines 2014-1 Class A Pass        
Through Trust 4.000% 10/11/27 4,560 4,555
5 United Airlines 2014-2 Class A Pass        
Through Trust 3.750% 3/3/28 2,156 2,134
5 United Airlines 2015-1 Class A Pass        
Through Trust 3.700% 6/1/24 1,750 1,724
5 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 3,681 3,554
5 United Airlines 2016-1 Class A Pass        
Through Trust 3.450% 1/7/30 2,368 2,269

 

 

5 United Airlines 2016-1 Class AA Pass        
  Through Trust 3.100% 7/7/28 22,378 21,129
5 United Airlines 2016-2 Class A Pass        
  Through Trust 3.100% 10/7/28 1,241 1,160
5 United Airlines 2016-2 Class AA Pass        
  Through Trust 2.875% 10/7/28 4,328 4,022
5 United Airlines 2018-1 Class AA Pass        
  Through Trust 3.500% 3/1/30 325 312
  United Parcel Service Inc. 3.125% 1/15/21 7,200 7,210
  United Parcel Service Inc. 2.050% 4/1/21 11,900 11,587
  United Parcel Service Inc. 2.350% 5/16/22 6,000 5,796
  United Parcel Service Inc. 2.450% 10/1/22 14,776 14,274
  United Parcel Service Inc. 2.500% 4/1/23 13,700 13,201
  United Parcel Service Inc. 2.800% 11/15/24 14,050 13,484
  United Parcel Service Inc. 2.400% 11/15/26 10,550 9,607
  United Parcel Service Inc. 3.050% 11/15/27 14,900 14,202
  United Parcel Service Inc. 6.200% 1/15/38 9,650 12,098
  United Parcel Service Inc. 4.875% 11/15/40 3,825 4,213
  United Parcel Service Inc. 3.625% 10/1/42 2,400 2,210
  United Parcel Service Inc. 3.400% 11/15/46 2,125 1,834
  United Parcel Service Inc. 3.750% 11/15/47 13,730 12,775
  United Parcel Service of America Inc. 8.375% 4/1/30 500 658
          26,697,522
Utilities (1.9%)        
  Electric (1.7%)        
  AEP Texas Inc. 2.400% 10/1/22 2,700 2,583
10 AEP Texas Inc. 3.950% 6/1/28 4,275 4,246
  AEP Texas Inc. 3.800% 10/1/47 3,000 2,698
  AEP Transmission Co. LLC 4.000% 12/1/46 3,721 3,541
  AEP Transmission Co. LLC 3.750% 12/1/47 7,030 6,436
  AEP Transmission Co. LLC 4.250% 9/15/48 4,375 4,376
  Alabama Power Co. 2.450% 3/30/22 6,500 6,282
  Alabama Power Co. 3.550% 12/1/23 8,800 8,785
  Alabama Power Co. 6.125% 5/15/38 900 1,086
  Alabama Power Co. 6.000% 3/1/39 2,400 2,871
  Alabama Power Co. 3.850% 12/1/42 1,850 1,721
  Alabama Power Co. 4.150% 8/15/44 3,300 3,219
  Alabama Power Co. 3.750% 3/1/45 3,615 3,320
  Alabama Power Co. 4.300% 1/2/46 9,950 9,922
  Alabama Power Co. 3.700% 12/1/47 4,475 4,033
  Alabama Power Co. 4.300% 7/15/48 4,400 4,401
  Ameren Corp. 2.700% 11/15/20 2,550 2,516
  Ameren Corp. 3.650% 2/15/26 2,775 2,685
  Ameren Illinois Co. 2.700% 9/1/22 3,170 3,082
  Ameren Illinois Co. 3.250% 3/1/25 1,890 1,841
  Ameren Illinois Co. 3.800% 5/15/28 4,000 4,015
  Ameren Illinois Co. 4.150% 3/15/46 525 518
  Ameren Illinois Co. 3.700% 12/1/47 7,675 7,096
  American Electric Power Co. Inc. 2.150% 11/13/20 2,825 2,757
  American Electric Power Co. Inc. 3.200% 11/13/27 4,300 4,032
  Appalachian Power Co. 4.600% 3/30/21 13,850 14,177
  Appalachian Power Co. 7.000% 4/1/38 1,880 2,454
  Appalachian Power Co. 4.400% 5/15/44 4,000 3,965
  Appalachian Power Co. 4.450% 6/1/45 2,100 2,098
  Arizona Public Service Co. 3.150% 5/15/25 650 627
  Arizona Public Service Co. 2.950% 9/15/27 5,300 4,929
  Arizona Public Service Co. 4.500% 4/1/42 4,875 5,013

 

 

  Arizona Public Service Co. 4.350% 11/15/45 1,600 1,603
  Arizona Public Service Co. 3.750% 5/15/46 7,350 6,735
  Avangrid Inc. 3.150% 12/1/24 5,495 5,226
  Avista Corp. 4.350% 6/1/48 3,200 3,211
  Baltimore Gas & Electric Co. 3.500% 11/15/21 4,825 4,830
  Baltimore Gas & Electric Co. 3.350% 7/1/23 3,225 3,192
  Baltimore Gas & Electric Co. 2.400% 8/15/26 8,600 7,753
  Baltimore Gas & Electric Co. 3.500% 8/15/46 10,745 9,393
  Baltimore Gas & Electric Co. 3.750% 8/15/47 2,325 2,126
  Baltimore Gas & Electric Co. 4.250% 9/15/48 4,450 4,421
  Berkshire Hathaway Energy Co. 2.375% 1/15/21 5,975 5,869
  Berkshire Hathaway Energy Co. 2.800% 1/15/23 6,875 6,675
  Berkshire Hathaway Energy Co. 3.750% 11/15/23 5,925 5,953
  Berkshire Hathaway Energy Co. 3.500% 2/1/25 7,975 7,840
  Berkshire Hathaway Energy Co. 3.250% 4/15/28 775 733
  Berkshire Hathaway Energy Co. 6.125% 4/1/36 13,225 16,010
  Berkshire Hathaway Energy Co. 5.950% 5/15/37 5,542 6,581
  Berkshire Hathaway Energy Co. 6.500% 9/15/37 7,055 8,721
  Berkshire Hathaway Energy Co. 5.150% 11/15/43 7,350 8,024
  Berkshire Hathaway Energy Co. 4.500% 2/1/45 5,675 5,676
  Berkshire Hathaway Energy Co. 3.800% 7/15/48 4,600 4,160
10 Berkshire Hathaway Energy Co. 4.450% 1/15/49 8,975 8,933
  Black Hills Corp. 4.250% 11/30/23 2,690 2,728
  Black Hills Corp. 3.950% 1/15/26 1,300 1,275
  Black Hills Corp. 3.150% 1/15/27 3,375 3,101
  Black Hills Corp. 4.350% 5/1/33 4,745 4,678
  Black Hills Corp. 4.200% 9/15/46 3,200 2,954
  CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 5,800 5,581
  CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 700 670
  CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 9,800 8,911
  CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 2,000 1,886
  CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 4,950 4,519
  CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 400 420
  CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 4,125 3,994
  CenterPoint Energy Inc. 2.500% 9/1/22 8,525 8,150
  Cleco Corporate Holdings LLC 3.743% 5/1/26 4,600 4,332
  Cleco Corporate Holdings LLC 4.973% 5/1/46 3,975 3,879
  Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,750 1,899
  Cleveland Electric Illuminating Co. 5.950% 12/15/36 3,270 3,780
  CMS Energy Corp. 6.250% 2/1/20 2,900 3,006
  CMS Energy Corp. 5.050% 3/15/22 50 52
  CMS Energy Corp. 3.000% 5/15/26 2,650 2,482
  CMS Energy Corp. 3.450% 8/15/27 2,975 2,857
  CMS Energy Corp. 4.875% 3/1/44 4,995 5,247
  Commonwealth Edison Co. 4.000% 8/1/20 5,200 5,268
  Commonwealth Edison Co. 3.400% 9/1/21 2,100 2,104
  Commonwealth Edison Co. 2.550% 6/15/26 2,625 2,404
  Commonwealth Edison Co. 2.950% 8/15/27 3,000 2,806
  Commonwealth Edison Co. 5.900% 3/15/36 3,330 3,935
  Commonwealth Edison Co. 6.450% 1/15/38 3,770 4,781
  Commonwealth Edison Co. 3.800% 10/1/42 4,450 4,152
  Commonwealth Edison Co. 4.600% 8/15/43 2,000 2,101
  Commonwealth Edison Co. 3.700% 3/1/45 4,650 4,255
  Commonwealth Edison Co. 4.350% 11/15/45 12,925 13,033
  Commonwealth Edison Co. 3.650% 6/15/46 8,425 7,636
  Commonwealth Edison Co. 3.750% 8/15/47 4,800 4,420
  Connecticut Light & Power Co. 2.500% 1/15/23 10,083 9,702

 

 

Connecticut Light & Power Co. 3.200% 3/15/27 2,500 2,397
Connecticut Light & Power Co. 4.300% 4/15/44 4,800 4,907
Connecticut Light & Power Co. 4.150% 6/1/45 2,650 2,660
Connecticut Light & Power Co. 4.000% 4/1/48 4,250 4,186
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 6,775 6,909
Consolidated Edison Co. of New York Inc. 3.125% 11/15/27 3,175 3,024
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 1,100 1,223
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 8,615 10,152
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,653 2,017
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 525 683
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 4,025 4,638
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 4,460 5,198
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 118 116
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 5,548 5,306
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 15,120 15,518
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 1,875 1,917
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 4,500 4,183
Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 10,025 9,346
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 7,430 7,086
Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 2,800 2,530
Consolidated Edison Co. of New York Inc. 4.500% 5/15/58 6,000 5,925
Consolidated Edison Inc. 2.000% 3/15/20 3,475 3,414
Consolidated Edison Inc. 2.000% 5/15/21 2,675 2,584
Constellation Energy Group Inc. 5.150% 12/1/20 4,405 4,526
Consumers Energy Co. 5.650% 4/15/20 1,375 1,425
Consumers Energy Co. 2.850% 5/15/22 3,516 3,453
Consumers Energy Co. 3.375% 8/15/23 925 920
Consumers Energy Co. 3.950% 5/15/43 4,150 4,030
Consumers Energy Co. 3.250% 8/15/46 3,375 2,882
Consumers Energy Co. 3.950% 7/15/47 2,900 2,809
Consumers Energy Co. 4.050% 5/15/48 5,070 4,994
Delmarva Power & Light Co. 3.500% 11/15/23 2,175 2,163
Delmarva Power & Light Co. 4.150% 5/15/45 5,025 4,908
Dominion Energy Inc. 2.500% 12/1/19 2,900 2,879
Dominion Energy Inc. 2.579% 7/1/20 5,000 4,931
Dominion Energy Inc. 4.450% 3/15/21 6,083 6,188
Dominion Energy Inc. 2.000% 8/15/21 5,100 4,876
Dominion Energy Inc. 2.750% 1/15/22 3,825 3,720
Dominion Energy Inc. 2.750% 9/15/22 450 433
Dominion Energy Inc. 3.625% 12/1/24 5,300 5,185
Dominion Energy Inc. 3.900% 10/1/25 3,550 3,489
Dominion Energy Inc. 2.850% 8/15/26 4,875 4,430
Dominion Energy Inc. 4.250% 6/1/28 2,625 2,628
Dominion Energy Inc. 6.300% 3/15/33 2,675 3,101
Dominion Energy Inc. 5.950% 6/15/35 6,275 7,038
Dominion Energy Inc. 7.000% 6/15/38 3,550 4,449
Dominion Energy Inc. 4.900% 8/1/41 5,935 6,093
Dominion Energy Inc. 4.050% 9/15/42 6,747 6,178
Dominion Energy Inc. 4.700% 12/1/44 3,875 3,912
5 Dominion Energy Inc. 5.750% 10/1/54 625 650
DTE Electric Co. 3.450% 10/1/20 6,730 6,754
DTE Electric Co. 3.650% 3/15/24 2,510 2,515
DTE Electric Co. 3.375% 3/1/25 150 147
DTE Electric Co. 4.000% 4/1/43 1,971 1,915
DTE Electric Co. 3.700% 3/15/45 4,300 3,973
DTE Electric Co. 3.700% 6/1/46 4,500 4,157
DTE Electric Co. 3.750% 8/15/47 5,725 5,363

 

 

DTE Energy Co. 1.500% 10/1/19 3,250 3,197
DTE Energy Co. 2.400% 12/1/19 2,250 2,228
DTE Energy Co. 3.300% 6/15/22 3,100 3,060
DTE Energy Co. 3.700% 8/1/23 5,325 5,307
DTE Energy Co. 3.500% 6/1/24 10,200 10,016
DTE Energy Co. 2.850% 10/1/26 22,200 20,362
DTE Energy Co. 3.800% 3/15/27 3,550 3,466
DTE Energy Co. 6.375% 4/15/33 100 118
Duke Energy Carolinas LLC 4.300% 6/15/20 2,375 2,420
Duke Energy Carolinas LLC 3.900% 6/15/21 8,868 9,004
Duke Energy Carolinas LLC 2.500% 3/15/23 275 265
Duke Energy Carolinas LLC 3.050% 3/15/23 9,000 8,858
Duke Energy Carolinas LLC 2.950% 12/1/26 5,200 4,936
Duke Energy Carolinas LLC 6.000% 12/1/28 3,694 4,278
Duke Energy Carolinas LLC 6.450% 10/15/32 6,575 8,105
Duke Energy Carolinas LLC 6.100% 6/1/37 5,525 6,698
Duke Energy Carolinas LLC 6.000% 1/15/38 3,975 4,844
Duke Energy Carolinas LLC 6.050% 4/15/38 3,675 4,532
Duke Energy Carolinas LLC 5.300% 2/15/40 5,065 5,763
Duke Energy Carolinas LLC 4.250% 12/15/41 6,875 6,868
Duke Energy Carolinas LLC 4.000% 9/30/42 5,725 5,530
Duke Energy Carolinas LLC 3.750% 6/1/45 2,100 1,941
Duke Energy Carolinas LLC 3.875% 3/15/46 12,654 11,934
Duke Energy Carolinas LLC 3.700% 12/1/47 4,725 4,287
Duke Energy Carolinas LLC 3.950% 3/15/48 3,100 2,950
Duke Energy Corp. 3.550% 9/15/21 100 100
Duke Energy Corp. 2.400% 8/15/22 11,385 10,885
Duke Energy Corp. 3.050% 8/15/22 5,090 4,987
Duke Energy Corp. 3.950% 10/15/23 1,850 1,868
Duke Energy Corp. 3.750% 4/15/24 7,025 7,023
Duke Energy Corp. 2.650% 9/1/26 11,730 10,632
Duke Energy Corp. 3.150% 8/15/27 9,875 9,173
Duke Energy Corp. 4.800% 12/15/45 5,066 5,193
Duke Energy Corp. 3.750% 9/1/46 14,157 12,485
Duke Energy Corp. 3.950% 8/15/47 4,200 3,793
5 Duke Energy Florida LLC 2.100% 12/15/19 2,000 1,987
Duke Energy Florida LLC 3.200% 1/15/27 10,425 10,024
Duke Energy Florida LLC 3.800% 7/15/28 4,825 4,811
Duke Energy Florida LLC 6.350% 9/15/37 775 974
Duke Energy Florida LLC 6.400% 6/15/38 4,975 6,370
Duke Energy Florida LLC 5.650% 4/1/40 4,100 4,873
Duke Energy Florida LLC 3.400% 10/1/46 5,465 4,711
Duke Energy Florida LLC 4.200% 7/15/48 3,550 3,527
5 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 657 648
5 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 1,800 1,711
5 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 3,025 2,758
5 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 1,500 1,304
5 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 2,575 2,228
Duke Energy Indiana LLC 3.750% 7/15/20 2,275 2,300
Duke Energy Indiana LLC 6.120% 10/15/35 2,740 3,273
Duke Energy Indiana LLC 6.350% 8/15/38 3,575 4,532
Duke Energy Indiana LLC 4.900% 7/15/43 2,450 2,670
Duke Energy Indiana LLC 3.750% 5/15/46 14,700 13,473
Duke Energy Ohio Inc. 3.800% 9/1/23 100 101
Duke Energy Ohio Inc. 3.700% 6/15/46 3,275 2,945
Duke Energy Progress LLC 3.000% 9/15/21 5,756 5,707
Duke Energy Progress LLC 2.800% 5/15/22 10,795 10,585

 

 

Duke Energy Progress LLC 3.375% 9/1/23 1,625 1,620
Duke Energy Progress LLC 3.250% 8/15/25 3,050 2,963
Duke Energy Progress LLC 3.700% 9/1/28 5,450 5,394
Duke Energy Progress LLC 6.300% 4/1/38 3,475 4,324
Duke Energy Progress LLC 4.100% 5/15/42 3,925 3,794
Duke Energy Progress LLC 4.100% 3/15/43 2,100 2,060
Duke Energy Progress LLC 4.375% 3/30/44 10,150 10,272
Duke Energy Progress LLC 4.150% 12/1/44 4,475 4,400
Duke Energy Progress LLC 4.200% 8/15/45 50 49
Duke Energy Progress LLC 3.700% 10/15/46 3,500 3,204
Duke Energy Progress LLC 3.600% 9/15/47 375 337
Edison International 2.125% 4/15/20 5,975 5,855
Edison International 2.400% 9/15/22 1,500 1,417
Edison International 2.950% 3/15/23 7,675 7,338
Edison International 4.125% 3/15/28 4,700 4,653
El Paso Electric Co. 6.000% 5/15/35 800 900
El Paso Electric Co. 5.000% 12/1/44 3,100 3,124
Emera US Finance LP 2.700% 6/15/21 7,000 6,789
Emera US Finance LP 3.550% 6/15/26 6,250 5,889
Emera US Finance LP 4.750% 6/15/46 16,275 15,862
Enel Americas SA 4.000% 10/25/26 1,100 1,045
Enel Chile SA 4.875% 6/12/28 7,000 7,059
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,372
Entergy Arkansas Inc. 3.500% 4/1/26 4,025 3,956
Entergy Corp. 4.000% 7/15/22 6,150 6,222
Entergy Corp. 2.950% 9/1/26 6,850 6,290
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,000 1,087
Entergy Louisiana LLC 4.050% 9/1/23 5,650 5,759
Entergy Louisiana LLC 5.400% 11/1/24 3,077 3,348
Entergy Louisiana LLC 2.400% 10/1/26 5,625 5,074
Entergy Louisiana LLC 3.120% 9/1/27 4,600 4,334
Entergy Louisiana LLC 3.250% 4/1/28 3,700 3,512
Entergy Louisiana LLC 3.050% 6/1/31 13,505 12,247
Entergy Louisiana LLC 4.000% 3/15/33 7,095 7,100
Entergy Louisiana LLC 4.950% 1/15/45 5,250 5,280
Entergy Louisiana LLC 4.200% 9/1/48 6,000 5,931
Entergy Mississippi Inc. 2.850% 6/1/28 8,225 7,526
Eversource Energy 4.500% 11/15/19 10,232 10,374
Eversource Energy 2.500% 3/15/21 2,000 1,965
Eversource Energy 2.750% 3/15/22 3,425 3,339
Eversource Energy 2.900% 10/1/24 2,800 2,655
Eversource Energy 3.300% 1/15/28 3,750 3,536
Exelon Corp. 2.850% 6/15/20 1,925 1,908
Exelon Corp. 2.450% 4/15/21 1,000 971
Exelon Corp. 3.497% 6/1/22 3,000 2,948
Exelon Corp. 3.950% 6/15/25 11,550 11,507
Exelon Corp. 3.400% 4/15/26 7,075 6,737
Exelon Corp. 4.950% 6/15/35 5,400 5,563
Exelon Corp. 5.625% 6/15/35 3,775 4,191
Exelon Corp. 5.100% 6/15/45 4,925 5,185
Exelon Corp. 4.450% 4/15/46 7,025 6,822
Exelon Generation Co. LLC 2.950% 1/15/20 5,000 4,980
Exelon Generation Co. LLC 4.000% 10/1/20 4,250 4,286
Exelon Generation Co. LLC 3.400% 3/15/22 6,400 6,327
Exelon Generation Co. LLC 4.250% 6/15/22 4,225 4,288
Exelon Generation Co. LLC 6.250% 10/1/39 3,530 3,767
Exelon Generation Co. LLC 5.750% 10/1/41 5,250 5,381

 

 

Exelon Generation Co. LLC 5.600% 6/15/42 9,448 9,753
FirstEnergy Corp. 2.850% 7/15/22 5,601 5,396
FirstEnergy Corp. 4.250% 3/15/23 4,450 4,505
FirstEnergy Corp. 3.900% 7/15/27 11,275 10,960
FirstEnergy Corp. 7.375% 11/15/31 13,622 17,543
FirstEnergy Corp. 4.850% 7/15/47 8,879 9,092
Florida Power & Light Co. 2.750% 6/1/23 2,400 2,331
Florida Power & Light Co. 3.250% 6/1/24 2,800 2,778
Florida Power & Light Co. 5.625% 4/1/34 1,450 1,689
Florida Power & Light Co. 5.650% 2/1/37 3,379 3,978
Florida Power & Light Co. 5.950% 2/1/38 3,250 3,984
Florida Power & Light Co. 5.960% 4/1/39 9,900 12,206
Florida Power & Light Co. 5.250% 2/1/41 975 1,117
Florida Power & Light Co. 4.125% 2/1/42 11,925 11,939
Florida Power & Light Co. 4.050% 6/1/42 4,600 4,540
Florida Power & Light Co. 3.800% 12/15/42 5,335 5,077
Florida Power & Light Co. 4.050% 10/1/44 2,973 2,941
Florida Power & Light Co. 3.700% 12/1/47 5,625 5,237
Florida Power & Light Co. 3.950% 3/1/48 11,345 11,059
Florida Power & Light Co. 4.125% 6/1/48 10,000 10,045
Fortis Inc. 2.100% 10/4/21 4,900 4,681
Fortis Inc. 3.055% 10/4/26 26,475 24,290
Georgia Power Co. 2.000% 3/30/20 3,150 3,075
Georgia Power Co. 2.000% 9/8/20 12,850 12,529
Georgia Power Co. 2.400% 4/1/21 2,150 2,091
Georgia Power Co. 2.850% 5/15/22 1,900 1,850
Georgia Power Co. 3.250% 4/1/26 8,250 7,754
Georgia Power Co. 3.250% 3/30/27 3,500 3,254
Georgia Power Co. 4.750% 9/1/40 4,575 4,620
Georgia Power Co. 4.300% 3/15/42 12,815 12,131
Georgia Power Co. 4.300% 3/15/43 5,080 4,845
Gulf Power Co. 3.300% 5/30/27 2,325 2,214
Iberdrola International BV 6.750% 7/15/36 3,735 4,485
Indiana Michigan Power Co. 3.850% 5/15/28 11,000 10,945
Indiana Michigan Power Co. 6.050% 3/15/37 2,975 3,546
Indiana Michigan Power Co. 4.550% 3/15/46 1,250 1,282
Indiana Michigan Power Co. 3.750% 7/1/47 5,100 4,642
Indiana Michigan Power Co. 4.250% 8/15/48 5,725 5,660
Interstate Power & Light Co. 3.250% 12/1/24 5,050 4,891
Interstate Power & Light Co. 4.100% 9/26/28 4,570 4,598
Interstate Power & Light Co. 6.250% 7/15/39 2,475 3,107
Interstate Power & Light Co. 3.700% 9/15/46 2,925 2,642
ITC Holdings Corp. 2.700% 11/15/22 3,445 3,293
ITC Holdings Corp. 3.650% 6/15/24 3,589 3,508
ITC Holdings Corp. 3.250% 6/30/26 1,965 1,851
ITC Holdings Corp. 3.350% 11/15/27 5,525 5,195
ITC Holdings Corp. 5.300% 7/1/43 5,431 5,948
5 John Sevier Combined Cycle Generation        
LLC 4.626% 1/15/42 2,825 2,933
Kansas City Power & Light Co. 3.150% 3/15/23 2,600 2,531
Kansas City Power & Light Co. 6.050% 11/15/35 125 149
Kansas City Power & Light Co. 5.300% 10/1/41 4,845 5,325
Kansas City Power & Light Co. 4.200% 6/15/47 5,500 5,263
Kansas City Power & Light Co. 4.200% 3/15/48 5,025 4,821
Kentucky Utilities Co. 3.250% 11/1/20 4,895 4,888
Kentucky Utilities Co. 5.125% 11/1/40 4,380 4,988
LG&E & KU Energy LLC 3.750% 11/15/20 1,600 1,606

 

 

Louisville Gas & Electric Co. 3.300% 10/1/25 2,400 2,335
MidAmerican Energy Co. 3.500% 10/15/24 10,000 9,959
MidAmerican Energy Co. 3.100% 5/1/27 3,050 2,909
MidAmerican Energy Co. 6.750% 12/30/31 4,050 5,136
MidAmerican Energy Co. 5.750% 11/1/35 1,575 1,860
MidAmerican Energy Co. 5.800% 10/15/36 1,450 1,728
MidAmerican Energy Co. 4.800% 9/15/43 2,385 2,571
MidAmerican Energy Co. 4.400% 10/15/44 3,850 3,948
MidAmerican Energy Co. 4.250% 5/1/46 3,605 3,624
MidAmerican Energy Co. 3.950% 8/1/47 4,500 4,322
MidAmerican Energy Co. 3.650% 8/1/48 6,575 6,038
Mississippi Power Co. 4.250% 3/15/42 4,400 4,139
National Rural Utilities Cooperative        
Finance Corp. 1.500% 11/1/19 632 621
National Rural Utilities Cooperative        
Finance Corp. 2.300% 11/15/19 4,300 4,257
National Rural Utilities Cooperative        
Finance Corp. 2.000% 1/27/20 3,075 3,030
National Rural Utilities Cooperative        
Finance Corp. 2.350% 6/15/20 8,975 8,837
National Rural Utilities Cooperative        
Finance Corp. 2.300% 11/1/20 4,004 3,917
National Rural Utilities Cooperative        
Finance Corp. 2.900% 3/15/21 2,475 2,458
National Rural Utilities Cooperative        
Finance Corp. 3.050% 2/15/22 6,510 6,437
National Rural Utilities Cooperative        
Finance Corp. 2.400% 4/25/22 3,500 3,374
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 3,377
National Rural Utilities Cooperative        
Finance Corp. 2.950% 2/7/24 6,200 5,972
National Rural Utilities Cooperative        
Finance Corp. 2.850% 1/27/25 4,500 4,280
National Rural Utilities Cooperative        
Finance Corp. 3.050% 4/25/27 2,150 2,027
National Rural Utilities Cooperative        
Finance Corp. 3.400% 2/7/28 6,175 5,994
National Rural Utilities Cooperative        
Finance Corp. 8.000% 3/1/32 1,513 2,065
National Rural Utilities Cooperative        
Finance Corp. 4.023% 11/1/32 7,378 7,369
5 National Rural Utilities Cooperative        
Finance Corp. 4.750% 4/30/43 50 50
5 National Rural Utilities Cooperative        
Finance Corp. 5.250% 4/20/46 2,900 2,957
Nevada Power Co. 2.750% 4/15/20 5,000 4,969
Nevada Power Co. 6.650% 4/1/36 965 1,224
Nevada Power Co. 6.750% 7/1/37 1,475 1,882
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 1,910 1,948
NextEra Energy Capital Holdings Inc. 2.800% 1/15/23 14,280 13,777
NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 10,000 9,596
5 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77 4,940 4,631
Northern States Power Co. 2.200% 8/15/20 1,700 1,670
Northern States Power Co. 2.150% 8/15/22 75 72

 

 

  Northern States Power Co. 2.600% 5/15/23 1,280 1,232
  Northern States Power Co. 6.250% 6/1/36 840 1,048
  Northern States Power Co. 6.200% 7/1/37 1,845 2,307
  Northern States Power Co. 5.350% 11/1/39 3,295 3,803
  Northern States Power Co. 3.400% 8/15/42 2,645 2,358
  Northern States Power Co. 4.000% 8/15/45 1,200 1,172
  Northern States Power Co. 3.600% 5/15/46 3,075 2,800
  NorthWestern Corp. 4.176% 11/15/44 2,425 2,372
  NSTAR Electric Co. 2.375% 10/15/22 5,475 5,256
  NSTAR Electric Co. 3.200% 5/15/27 6,000 5,740
  NSTAR Electric Co. 5.500% 3/15/40 3,655 4,211
  NV Energy Inc. 6.250% 11/15/20 9,310 9,843
  Oglethorpe Power Corp. 5.950% 11/1/39 500 586
  Oglethorpe Power Corp. 5.375% 11/1/40 6,720 7,509
  Oglethorpe Power Corp. 5.250% 9/1/50 2,355 2,528
  Ohio Edison Co. 6.875% 7/15/36 4,000 5,139
  Ohio Power Co. 5.375% 10/1/21 5,975 6,326
  Oklahoma Gas & Electric Co. 3.800% 8/15/28 3,500 3,434
  Oklahoma Gas & Electric Co. 4.150% 4/1/47 2,215 2,109
  Oklahoma Gas & Electric Co. 3.850% 8/15/47 3,475 3,187
  Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,615 3,691
  Oncor Electric Delivery Co. LLC 7.000% 9/1/22 25 28
  Oncor Electric Delivery Co. LLC 2.950% 4/1/25 2,975 2,857
10 Oncor Electric Delivery Co. LLC 3.700% 11/15/28 3,200 3,180
  Oncor Electric Delivery Co. LLC 7.000% 5/1/32 4,420 5,716
  Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 201
  Oncor Electric Delivery Co. LLC 7.500% 9/1/38 2,800 3,935
  Oncor Electric Delivery Co. LLC 5.250% 9/30/40 3,500 3,988
  Oncor Electric Delivery Co. LLC 4.550% 12/1/41 7,540 7,954
  Oncor Electric Delivery Co. LLC 5.300% 6/1/42 3,825 4,422
  Oncor Electric Delivery Co. LLC 3.750% 4/1/45 4,893 4,620
  Oncor Electric Delivery Co. LLC 3.800% 9/30/47 2,650 2,499
10 Oncor Electric Delivery Co. LLC 4.100% 11/15/48 1,900 1,884
  Pacific Gas & Electric Co. 3.500% 10/1/20 5,815 5,812
  Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 4,451
  Pacific Gas & Electric Co. 2.450% 8/15/22 6,967 6,615
  Pacific Gas & Electric Co. 3.250% 6/15/23 4,425 4,259
10 Pacific Gas & Electric Co. 4.250% 8/1/23 4,475 4,497
  Pacific Gas & Electric Co. 3.850% 11/15/23 1,200 1,191
  Pacific Gas & Electric Co. 3.750% 2/15/24 3,175 3,107
  Pacific Gas & Electric Co. 3.400% 8/15/24 3,225 3,083
  Pacific Gas & Electric Co. 3.500% 6/15/25 5,575 5,319
  Pacific Gas & Electric Co. 2.950% 3/1/26 4,700 4,274
  Pacific Gas & Electric Co. 3.300% 3/15/27 3,300 3,028
  Pacific Gas & Electric Co. 3.300% 12/1/27 11,150 10,190
  Pacific Gas & Electric Co. 6.050% 3/1/34 24,219 27,263
  Pacific Gas & Electric Co. 5.800% 3/1/37 10,309 11,455
  Pacific Gas & Electric Co. 6.350% 2/15/38 3,875 4,526
  Pacific Gas & Electric Co. 6.250% 3/1/39 5,383 6,187
  Pacific Gas & Electric Co. 4.450% 4/15/42 13,077 12,144
  Pacific Gas & Electric Co. 4.600% 6/15/43 3,826 3,659
  Pacific Gas & Electric Co. 5.125% 11/15/43 2,850 2,913
  Pacific Gas & Electric Co. 4.750% 2/15/44 6,080 5,925
  Pacific Gas & Electric Co. 4.300% 3/15/45 4,950 4,535
  Pacific Gas & Electric Co. 4.250% 3/15/46 5,375 4,894
  Pacific Gas & Electric Co. 4.000% 12/1/46 6,075 5,289
  Pacific Gas & Electric Co. 3.950% 12/1/47 4,000 3,481

 

 

PacifiCorp 2.950% 2/1/22 5,875 5,793
PacifiCorp 2.950% 6/1/23 4,807 4,693
PacifiCorp 3.600% 4/1/24 4,350 4,334
PacifiCorp 7.700% 11/15/31 985 1,330
PacifiCorp 5.250% 6/15/35 2,875 3,184
PacifiCorp 6.100% 8/1/36 2,750 3,374
PacifiCorp 5.750% 4/1/37 10,900 12,953
PacifiCorp 6.250% 10/15/37 1,300 1,636
PacifiCorp 6.350% 7/15/38 2,650 3,349
PacifiCorp 6.000% 1/15/39 360 446
PacifiCorp 4.100% 2/1/42 4,450 4,354
PacifiCorp 4.125% 1/15/49 5,000 4,912
PECO Energy Co. 2.375% 9/15/22 6,354 6,111
PECO Energy Co. 5.950% 10/1/36 3,900 4,724
PECO Energy Co. 4.150% 10/1/44 2,040 2,031
PECO Energy Co. 3.900% 3/1/48 4,050 3,854
Pinnacle West Capital Corp. 2.250% 11/30/20 3,175 3,095
PNM Resources Inc. 3.250% 3/9/21 2,290 2,267
Potomac Electric Power Co. 3.600% 3/15/24 200 200
Potomac Electric Power Co. 6.500% 11/15/37 4,068 5,147
Potomac Electric Power Co. 4.150% 3/15/43 4,200 4,119
PPL Capital Funding Inc. 4.200% 6/15/22 6,646 6,736
PPL Capital Funding Inc. 3.500% 12/1/22 490 483
PPL Capital Funding Inc. 3.400% 6/1/23 10,900 10,694
PPL Capital Funding Inc. 3.950% 3/15/24 275 274
PPL Capital Funding Inc. 3.100% 5/15/26 5,000 4,646
PPL Capital Funding Inc. 4.700% 6/1/43 8,300 8,267
PPL Capital Funding Inc. 5.000% 3/15/44 4,724 4,940
PPL Capital Funding Inc. 4.000% 9/15/47 3,425 3,074
PPL Electric Utilities Corp. 3.000% 9/15/21 3,065 3,042
PPL Electric Utilities Corp. 6.250% 5/15/39 1,075 1,352
PPL Electric Utilities Corp. 4.125% 6/15/44 1,825 1,799
PPL Electric Utilities Corp. 4.150% 10/1/45 3,530 3,481
PPL Electric Utilities Corp. 3.950% 6/1/47 3,450 3,325
PPL Electric Utilities Corp. 4.150% 6/15/48 2,795 2,763
Progress Energy Inc. 4.875% 12/1/19 150 153
Progress Energy Inc. 4.400% 1/15/21 7,617 7,759
Progress Energy Inc. 3.150% 4/1/22 12,800 12,597
Progress Energy Inc. 7.750% 3/1/31 250 328
Progress Energy Inc. 7.000% 10/30/31 2,300 2,876
Progress Energy Inc. 6.000% 12/1/39 6,652 7,967
PSEG Power LLC 5.125% 4/15/20 390 399
PSEG Power LLC 3.000% 6/15/21 1,675 1,652
PSEG Power LLC 3.850% 6/1/23 6,050 6,000
PSEG Power LLC 8.625% 4/15/31 2,725 3,555
Public Service Co. of Colorado 3.200% 11/15/20 6,175 6,175
Public Service Co. of Colorado 3.700% 6/15/28 4,270 4,258
Public Service Co. of Colorado 6.500% 8/1/38 75 96
Public Service Co. of Colorado 3.600% 9/15/42 1,116 1,018
Public Service Co. of Colorado 4.300% 3/15/44 4,575 4,627
Public Service Co. of Colorado 3.800% 6/15/47 3,500 3,286
Public Service Co. of Colorado 4.100% 6/15/48 3,695 3,671
Public Service Co. of New Hampshire 3.500% 11/1/23 875 873
Public Service Electric & Gas Co. 1.900% 3/15/21 6,575 6,361
Public Service Electric & Gas Co. 2.375% 5/15/23 3,175 3,027
Public Service Electric & Gas Co. 3.000% 5/15/25 1,170 1,119
Public Service Electric & Gas Co. 2.250% 9/15/26 3,055 2,736

 

 

Public Service Electric & Gas Co. 3.000% 5/15/27 3,000 2,828
Public Service Electric & Gas Co. 5.800% 5/1/37 875 1,051
Public Service Electric & Gas Co. 3.950% 5/1/42 3,800 3,677
Public Service Electric & Gas Co. 3.650% 9/1/42 650 609
Public Service Electric & Gas Co. 3.800% 3/1/46 14,100 13,369
Public Service Electric & Gas Co. 3.600% 12/1/47 6,375 5,827
Public Service Enterprise Group Inc. 1.600% 11/15/19 231 227
Public Service Enterprise Group Inc. 2.650% 11/15/22 4,775 4,584
Puget Energy Inc. 6.500% 12/15/20 5,369 5,688
Puget Energy Inc. 6.000% 9/1/21 3,825 4,059
Puget Energy Inc. 5.625% 7/15/22 3,657 3,867
Puget Energy Inc. 3.650% 5/15/25 4,300 4,130
Puget Sound Energy Inc. 6.274% 3/15/37 3,850 4,756
Puget Sound Energy Inc. 5.757% 10/1/39 2,900 3,477
Puget Sound Energy Inc. 5.795% 3/15/40 1,610 1,938
Puget Sound Energy Inc. 5.638% 4/15/41 925 1,097
Puget Sound Energy Inc. 4.300% 5/20/45 7,375 7,496
Puget Sound Energy Inc. 4.223% 6/15/48 4,875 4,879
San Diego Gas & Electric Co. 3.000% 8/15/21 1,350 1,334
San Diego Gas & Electric Co. 6.000% 6/1/39 2,461 3,004
San Diego Gas & Electric Co. 4.500% 8/15/40 3,970 4,049
San Diego Gas & Electric Co. 3.750% 6/1/47 5,000 4,551
San Diego Gas & Electric Co. 4.150% 5/15/48 5,150 5,040
Sierra Pacific Power Co. 2.600% 5/1/26 11,605 10,663
South Carolina Electric & Gas Co. 3.500% 8/15/21 2,400 2,393
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 2,963
South Carolina Electric & Gas Co. 6.050% 1/15/38 7,692 8,687
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,525 1,630
South Carolina Electric & Gas Co. 4.350% 2/1/42 2,500 2,391
South Carolina Electric & Gas Co. 4.600% 6/15/43 5,458 5,412
South Carolina Electric & Gas Co. 4.100% 6/15/46 3,450 3,193
South Carolina Electric & Gas Co. 4.500% 6/1/64 3,115 2,853
South Carolina Electric & Gas Co. 5.100% 6/1/65 3,800 3,808
Southern California Edison Co. 2.900% 3/1/21 10,000 9,887
Southern California Edison Co. 3.875% 6/1/21 3,789 3,822
5 Southern California Edison Co. 1.845% 2/1/22 1,750 1,703
Southern California Edison Co. 2.400% 2/1/22 2,700 2,599
Southern California Edison Co. 3.400% 6/1/23 6,250 6,195
Southern California Edison Co. 3.500% 10/1/23 10,600 10,520
Southern California Edison Co. 3.700% 8/1/25 2,075 2,063
Southern California Edison Co. 3.650% 3/1/28 7,000 6,818
Southern California Edison Co. 6.650% 4/1/29 850 1,037
Southern California Edison Co. 6.000% 1/15/34 3,600 4,189
Southern California Edison Co. 5.750% 4/1/35 800 916
Southern California Edison Co. 5.350% 7/15/35 4,485 4,904
Southern California Edison Co. 5.550% 1/15/36 500 553
Southern California Edison Co. 5.625% 2/1/36 1,875 2,120
Southern California Edison Co. 5.950% 2/1/38 2,800 3,290
Southern California Edison Co. 6.050% 3/15/39 1,460 1,744
Southern California Edison Co. 4.500% 9/1/40 6,882 6,952
Southern California Edison Co. 4.050% 3/15/42 7,089 6,721
Southern California Edison Co. 3.900% 3/15/43 2,975 2,746
Southern California Edison Co. 4.650% 10/1/43 5,575 5,753
Southern California Edison Co. 3.600% 2/1/45 2,200 1,953
Southern California Edison Co. 4.000% 4/1/47 5,200 4,850
Southern California Edison Co. 4.125% 3/1/48 13,570 12,961
Southern Co. 2.750% 6/15/20 2,450 2,424

 

 

Southern Co. 2.350% 7/1/21 13,600 13,172
Southern Co. 2.950% 7/1/23 7,700 7,380
Southern Co. 3.250% 7/1/26 16,355 15,280
Southern Co. 4.250% 7/1/36 4,245 4,032
Southern Co. 4.400% 7/1/46 15,255 14,507
5 Southern Co. 5.500% 3/15/57 1,400 1,414
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 4,859
Southern Power Co. 4.150% 12/1/25 4,525 4,455
Southern Power Co. 5.150% 9/15/41 6,290 6,326
Southern Power Co. 5.250% 7/15/43 5,675 5,772
Southern Power Co. 4.950% 12/15/46 3,475 3,414
Southwestern Electric Power Co. 2.750% 10/1/26 4,800 4,389
Southwestern Electric Power Co. 4.100% 9/15/28 5,650 5,634
Southwestern Electric Power Co. 6.200% 3/15/40 3,025 3,590
Southwestern Electric Power Co. 3.900% 4/1/45 9,291 8,410
Southwestern Electric Power Co. 3.850% 2/1/48 3,850 3,457
Southwestern Public Service Co. 3.300% 6/15/24 200 196
Southwestern Public Service Co. 4.500% 8/15/41 4,164 4,305
Southwestern Public Service Co. 3.400% 8/15/46 14,300 12,395
Southwestern Public Service Co. 3.700% 8/15/47 9,075 8,338
Tampa Electric Co. 4.350% 5/15/44 4,500 4,393
Tampa Electric Co. 4.300% 6/15/48 3,350 3,306
TECO Finance Inc. 5.150% 3/15/20 4,862 4,965
Toledo Edison Co. 6.150% 5/15/37 2,769 3,322
TransAlta Corp. 4.500% 11/15/22 2,050 2,014
TransAlta Corp. 6.500% 3/15/40 2,768 2,718
Tucson Electric Power Co. 3.050% 3/15/25 2,000 1,886
UIL Holdings Corp. 4.625% 10/1/20 4,400 4,466
Union Electric Co. 3.500% 4/15/24 4,365 4,342
Union Electric Co. 2.950% 6/15/27 9,175 8,592
Union Electric Co. 5.300% 8/1/37 3,244 3,661
Union Electric Co. 8.450% 3/15/39 2,300 3,427
Union Electric Co. 3.900% 9/15/42 175 168
Union Electric Co. 3.650% 4/15/45 1,825 1,677
Union Electric Co. 4.000% 4/1/48 3,500 3,389
Virginia Electric & Power Co. 2.950% 1/15/22 2,025 1,996
Virginia Electric & Power Co. 3.450% 9/1/22 10,595 10,589
Virginia Electric & Power Co. 2.750% 3/15/23 6,125 5,933
Virginia Electric & Power Co. 3.450% 2/15/24 5,390 5,328
Virginia Electric & Power Co. 3.100% 5/15/25 3,450 3,313
Virginia Electric & Power Co. 3.150% 1/15/26 8,145 7,834
Virginia Electric & Power Co. 2.950% 11/15/26 3,532 3,316
Virginia Electric & Power Co. 3.500% 3/15/27 6,550 6,403
Virginia Electric & Power Co. 3.800% 4/1/28 6,000 5,993
Virginia Electric & Power Co. 6.000% 1/15/36 2,890 3,396
Virginia Electric & Power Co. 6.000% 5/15/37 4,575 5,520
Virginia Electric & Power Co. 6.350% 11/30/37 3,150 3,908
Virginia Electric & Power Co. 4.000% 1/15/43 18,375 17,745
Virginia Electric & Power Co. 4.650% 8/15/43 425 445
Virginia Electric & Power Co. 4.450% 2/15/44 5,295 5,369
Virginia Electric & Power Co. 4.200% 5/15/45 3,050 2,994
Virginia Electric & Power Co. 4.000% 11/15/46 7,500 7,126
Virginia Electric & Power Co. 3.800% 9/15/47 4,175 3,853
WEC Energy Group Inc. 2.450% 6/15/20 2,075 2,049
WEC Energy Group Inc. 3.375% 6/15/21 4,250 4,251

 

 

  WEC Energy Group Inc. 3.550% 6/15/25 2,900 2,847
  Westar Energy Inc. 2.550% 7/1/26 6,250 5,720
  Westar Energy Inc. 3.100% 4/1/27 4,500 4,253
  Westar Energy Inc. 4.125% 3/1/42 5,160 5,067
  Westar Energy Inc. 4.100% 4/1/43 3,455 3,368
  Westar Energy Inc. 4.250% 12/1/45 750 741
  Wisconsin Electric Power Co. 5.625% 5/15/33 150 173
  Wisconsin Electric Power Co. 5.700% 12/1/36 100 118
  Wisconsin Power & Light Co. 3.050% 10/15/27 2,300 2,162
  Wisconsin Power & Light Co. 6.375% 8/15/37 2,150 2,672
  Wisconsin Public Service Corp. 3.671% 12/1/42 2,150 1,936
  Wisconsin Public Service Corp. 4.752% 11/1/44 3,675 3,965
  Xcel Energy Inc. 4.700% 5/15/20 4,370 4,441
  Xcel Energy Inc. 2.400% 3/15/21 7,725 7,541
  Xcel Energy Inc. 2.600% 3/15/22 4,250 4,122
  Xcel Energy Inc. 3.300% 6/1/25 9,900 9,546
  Xcel Energy Inc. 3.350% 12/1/26 3,325 3,168
  Xcel Energy Inc. 4.000% 6/15/28 4,000 4,005
  Xcel Energy Inc. 6.500% 7/1/36 986 1,254
 
  Natural Gas (0.2%)        
  Atmos Energy Corp. 3.000% 6/15/27 5,800 5,474
  Atmos Energy Corp. 5.500% 6/15/41 4,075 4,683
  Atmos Energy Corp. 4.150% 1/15/43 3,400 3,310
  Atmos Energy Corp. 4.125% 10/15/44 5,675 5,549
  CenterPoint Energy Resources Corp. 4.500% 1/15/21 7,051 7,173
  CenterPoint Energy Resources Corp. 3.550% 4/1/23 2,500 2,465
  CenterPoint Energy Resources Corp. 4.000% 4/1/28 2,550 2,521
  CenterPoint Energy Resources Corp. 5.850% 1/15/41 2,575 2,962
  CenterPoint Energy Resources Corp. 4.100% 9/1/47 2,525 2,314
  NiSource Finance Corp. 2.650% 11/17/22 2,850 2,718
  NiSource Finance Corp. 3.490% 5/15/27 7,350 6,948
  NiSource Finance Corp. 5.950% 6/15/41 10,447 11,897
  Nisource Finance Corp. 5.250% 2/15/43 2,720 2,888
  NiSource Finance Corp. 4.800% 2/15/44 3,300 3,335
  NiSource Finance Corp. 5.650% 2/1/45 767 853
  NiSource Finance Corp. 4.375% 5/15/47 7,375 6,992
10 NiSource Inc. 3.650% 6/15/23 3,000 2,966
  ONE Gas Inc. 4.658% 2/1/44 1,525 1,590
  Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 1,225 1,271
  Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,575 4,046
  Sempra Energy 1.625% 10/7/19 4,250 4,188
  Sempra Energy 2.400% 2/1/20 4,550 4,499
  Sempra Energy 2.400% 3/15/20 3,350 3,308
  Sempra Energy 2.850% 11/15/20 4,250 4,196
  Sempra Energy 2.875% 10/1/22 2,450 2,376
  Sempra Energy 2.900% 2/1/23 4,625 4,463
  Sempra Energy 4.050% 12/1/23 11,835 11,875
  Sempra Energy 3.750% 11/15/25 12,905 12,555
  Sempra Energy 3.250% 6/15/27 7,595 7,055
  Sempra Energy 3.400% 2/1/28 8,700 8,132
  Sempra Energy 3.800% 2/1/38 9,875 8,896
  Sempra Energy 6.000% 10/15/39 7,250 8,324
  Sempra Energy 4.000% 2/1/48 7,355 6,552
  Southern California Gas Co. 3.150% 9/15/24 4,200 4,094
  Southern California Gas Co. 3.200% 6/15/25 560 544
  Southern California Gas Co. 2.600% 6/15/26 11,376 10,469

 

 

Southern California Gas Co. 3.750% 9/15/42 2,975 2,784
Southern California Gas Co. 4.125% 6/1/48 5,000 4,963
Southern California Gas Co. 4.300% 1/15/49 5,000 5,087
Southern Co. Gas Capital Corp. 3.500% 9/15/21 680 675
Southern Co. Gas Capital Corp. 3.250% 6/15/26 2,825 2,644
Southern Co. Gas Capital Corp. 5.875% 3/15/41 5,575 6,370
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,000 958
Southern Co. Gas Capital Corp. 3.950% 10/1/46 4,450 3,935
Southern Co. Gas Capital Corp. 4.400% 5/30/47 14,650 13,901
Southwest Gas Corp. 3.700% 4/1/28 2,500 2,406
Southwest Gas Corp. 3.800% 9/29/46 2,600 2,344
Washington Gas Light Co. 3.796% 9/15/46 3,550 3,317
 
Other Utility (0.0%)        
American Water Capital Corp. 3.850% 3/1/24 5,075 5,124
American Water Capital Corp. 3.400% 3/1/25 4,500 4,413
American Water Capital Corp. 2.950% 9/1/27 5,000 4,659
American Water Capital Corp. 3.750% 9/1/28 6,000 5,954
American Water Capital Corp. 6.593% 10/15/37 6,650 8,588
American Water Capital Corp. 4.300% 9/1/45 1,025 1,015
American Water Capital Corp. 4.000% 12/1/46 600 567
American Water Capital Corp. 3.750% 9/1/47 9,825 9,006
American Water Capital Corp. 4.200% 9/1/48 8,000 7,841
United Utilities plc 6.875% 8/15/28 75 86
Veolia Environnement SA 6.750% 6/1/38 4,225 5,009
        3,062,376
Total Corporate Bonds (Cost $44,597,932)       43,772,291
Sovereign Bonds (4.6%)        
African Development Bank 1.375% 2/12/20 5,700 5,585
African Development Bank 1.875% 3/16/20 23,100 22,780
African Development Bank 2.625% 3/22/21 7,375 7,309
African Development Bank 1.250% 7/26/21 10,800 10,287
African Development Bank 2.375% 9/23/21 13,500 13,245
African Development Bank 2.125% 11/16/22 32,000 30,830
African Development Bank 3.000% 9/20/23 13,000 12,924
Agricultural Bank of China Ltd. 2.750% 5/21/20 2,000 1,973
Asian Development Bank 1.750% 1/10/20 17,500 17,258
Asian Development Bank 1.500% 1/22/20 10,400 10,217
Asian Development Bank 1.375% 3/23/20 2,750 2,691
Asian Development Bank 1.625% 5/5/20 91,175 89,347
Asian Development Bank 2.250% 1/20/21 22,400 22,062
Asian Development Bank 1.625% 3/16/21 8,300 8,039
Asian Development Bank 1.750% 6/8/21 14,250 13,786
Asian Development Bank 2.125% 11/24/21 700 681
Asian Development Bank 2.000% 2/16/22 53,650 51,830
Asian Development Bank 1.875% 2/18/22 17,500 16,841
Asian Development Bank 1.875% 8/10/22 6,000 5,744
Asian Development Bank 1.750% 9/13/22 26,115 24,837
Asian Development Bank 2.750% 3/17/23 50,000 49,304
Asian Development Bank 2.000% 1/22/25 10,750 10,045
Asian Development Bank 2.000% 4/24/26 4,700 4,326
Asian Development Bank 2.625% 1/12/27 7,250 6,942
Asian Development Bank 2.375% 8/10/27 5,265 4,935
Asian Development Bank 6.220% 8/15/27 2,175 2,609
Asian Development Bank 2.500% 11/2/27 48,215 45,558
Asian Development Bank 3.125% 9/26/28 15,188 15,062

 

 

  Canada 2.000% 11/15/22 25,890 24,888
  CNOOC Finance 2013 Ltd. 3.000% 5/9/23 15,380 14,746
  CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 8,000 7,899
  CNOOC Finance 2015 USA LLC 3.500% 5/5/25 22,100 21,151
  CNOOC Finance 2015 USA LLC 4.375% 5/2/28 30,000 30,118
  CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 15,000 15,130
  Corp. Andina de Fomento 2.200% 7/18/20 14,000 13,702
  Corp. Andina de Fomento 4.375% 6/15/22 41,269 42,286
  Corp. Andina de Fomento 2.750% 1/6/23 11,350 10,891
  Council Of Europe Development Bank 1.750% 11/14/19 5,000 4,940
  Council Of Europe Development Bank 1.625% 3/10/20 15,500 15,227
  Council Of Europe Development Bank 1.625% 3/16/21 4,600 4,450
  Council Of Europe Development Bank 2.625% 2/13/23 18,500 18,124
  Ecopetrol SA 5.875% 9/18/23 15,725 16,747
  Ecopetrol SA 4.125% 1/16/25 16,775 16,398
  Ecopetrol SA 5.375% 6/26/26 15,000 15,469
  Ecopetrol SA 7.375% 9/18/43 6,000 6,810
  Ecopetrol SA 5.875% 5/28/45 12,975 12,829
  Emirates Telecommunications Group Co.        
  PJSC 3.500% 6/18/24 5,000 4,901
  Equinor ASA 2.250% 11/8/19 8,000 7,940
  Equinor ASA 2.900% 11/8/20 5,060 5,034
  Equinor ASA 2.750% 11/10/21 10,400 10,243
  Equinor ASA 3.150% 1/23/22 4,475 4,446
  Equinor ASA 2.450% 1/17/23 23,977 23,087
  Equinor ASA 2.650% 1/15/24 17,518 16,791
  Equinor ASA 3.700% 3/1/24 9,856 9,930
  Equinor ASA 3.250% 11/10/24 5,900 5,795
  Equinor ASA 7.250% 9/23/27 4,350 5,443
  Equinor ASA 3.625% 9/10/28 9,652 9,565
10 Equinor ASA 6.500% 12/1/28 225 272
  Equinor ASA 5.100% 8/17/40 11,100 12,421
  Equinor ASA 4.250% 11/23/41 3,100 3,105
  Equinor ASA 3.950% 5/15/43 2,550 2,480
  Equinor ASA 4.800% 11/8/43 12,295 13,416
  European Bank for Reconstruction &        
  Development 1.750% 11/26/19 12,925 12,764
  European Bank for Reconstruction &        
  Development 1.500% 3/16/20 10,750 10,536
  European Bank for Reconstruction &        
  Development 2.000% 2/1/21 35,000 34,253
  European Bank for Reconstruction &        
  Development 1.875% 7/15/21 5,200 5,043
  European Bank for Reconstruction &        
  Development 1.500% 11/2/21 11,000 10,504
  European Bank for Reconstruction &        
  Development 1.875% 2/23/22 14,300 13,742
  European Bank for Reconstruction &        
  Development 2.750% 3/7/23 24,750 24,398
  European Investment Bank 1.625% 3/16/20 62,100 61,003
  European Investment Bank 1.750% 5/15/20 42,650 41,897
  European Investment Bank 1.375% 6/15/20 31,675 30,881
  European Investment Bank 1.625% 8/14/20 60,500 59,061
  European Investment Bank 2.875% 9/15/20 17,650 17,627
  European Investment Bank 1.625% 12/15/20 21,800 21,196
  European Investment Bank 4.000% 2/16/21 12,150 12,436
  European Investment Bank 2.000% 3/15/21 42,850 41,880

 

 

  European Investment Bank 2.500% 4/15/21 23,700 23,428
  European Investment Bank 2.375% 5/13/21 70,200 69,134
  European Investment Bank 1.625% 6/15/21 8,000 7,720
  European Investment Bank 1.375% 9/15/21 2,000 1,907
  European Investment Bank 2.125% 10/15/21 7,600 7,409
  European Investment Bank 2.875% 12/15/21 32,000 31,838
  European Investment Bank 2.250% 3/15/22 71,650 69,748
  European Investment Bank 2.375% 6/15/22 46,995 45,865
  European Investment Bank 2.250% 8/15/22 14,470 14,032
  European Investment Bank 2.000% 12/15/22 20,867 19,972
  European Investment Bank 2.500% 3/15/23 67,300 65,588
  European Investment Bank 2.875% 8/15/23 32,200 31,822
  European Investment Bank 3.250% 1/29/24 42,200 42,435
  European Investment Bank 1.875% 2/10/25 10,150 9,396
  European Investment Bank 2.125% 4/13/26 26,000 24,153
  European Investment Bank 2.375% 5/24/27 8,000 7,503
  European Investment Bank 4.875% 2/15/36 8,950 10,831
11 Export Development Canada 1.625% 12/3/19 3,600 3,550
  Export Development Canada 1.625% 1/17/20 5,650 5,565
  Export Development Canada 1.625% 6/1/20 6,625 6,484
  Export Development Canada 2.000% 11/30/20 23,335 22,868
  Export Development Canada 1.500% 5/26/21 17,900 17,228
  Export Development Canada 1.375% 10/21/21 18,040 17,159
  Export Development Canada 2.500% 1/24/23 5,250 5,124
  Export Development Canada 2.750% 3/15/23 8,850 8,718
  Export-Import Bank of Korea 1.500% 10/21/19 10,000 9,798
  Export-Import Bank of Korea 5.125% 6/29/20 5,300 5,434
  Export-Import Bank of Korea 2.500% 11/1/20 16,000 15,684
  Export-Import Bank of Korea 4.000% 1/29/21 3,400 3,433
  Export-Import Bank of Korea 2.500% 5/10/21 6,000 5,841
  Export-Import Bank of Korea 4.375% 9/15/21 4,000 4,094
  Export-Import Bank of Korea 1.875% 10/21/21 13,450 12,787
  Export-Import Bank of Korea 2.750% 1/25/22 14,500 14,093
  Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,439
  Export-Import Bank of Korea 3.000% 11/1/22 8,000 7,797
  Export-Import Bank of Korea 4.000% 1/14/24 17,850 17,929
  Export-Import Bank of Korea 2.875% 1/21/25 3,000 2,819
  Export-Import Bank of Korea 3.250% 11/10/25 6,200 5,913
  Export-Import Bank of Korea 2.625% 5/26/26 6,000 5,459
  Export-Import Bank of Korea 3.250% 8/12/26 425 402
12 FMS Wertmanagement AoeR 1.750% 1/24/20 20,700 20,413
  FMS Wertmanagement AoeR 1.750% 3/17/20 6,000 5,902
  FMS Wertmanagement AoeR 2.000% 8/1/22 46,500 44,737
  Hydro-Quebec 8.400% 1/15/22 3,215 3,683
  Hydro-Quebec 8.050% 7/7/24 2,185 2,657
  Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 5,850 5,819
  Industrial & Commercial Bank of China Ltd. 2.905% 11/13/20 250 245
  Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 5,200 5,023
  Industrial & Commercial Bank of China Ltd. 2.957% 11/8/22 6,250 6,013
  Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 10,212 9,628
  Inter-American Development Bank 1.750% 10/15/19 20,200 19,996
  Inter-American Development Bank 3.875% 2/14/20 1,800 1,824
  Inter-American Development Bank 1.625% 5/12/20 38,000 37,235
  Inter-American Development Bank 1.875% 6/16/20 8,900 8,754
  Inter-American Development Bank 2.125% 11/9/20 22,580 22,210
  Inter-American Development Bank 1.875% 3/15/21 1,775 1,728
  Inter-American Development Bank 2.625% 4/19/21 24,089 23,873

 

 

Inter-American Development Bank 2.125% 1/18/22 76,750 74,525
Inter-American Development Bank 1.750% 4/14/22 25,600 24,472
Inter-American Development Bank 1.750% 9/14/22 30,850 29,339
Inter-American Development Bank 3.000% 9/26/22 24,000 23,950
Inter-American Development Bank 2.500% 1/18/23 47,275 46,205
Inter-American Development Bank 3.000% 10/4/23 9,050 9,010
Inter-American Development Bank 3.000% 2/21/24 13,000 12,907
Inter-American Development Bank 2.125% 1/15/25 14,000 13,183
Inter-American Development Bank 7.000% 6/15/25 4,575 5,513
Inter-American Development Bank 2.000% 6/2/26 27,625 25,451
Inter-American Development Bank 2.375% 7/7/27 28,500 26,728
Inter-American Development Bank 3.125% 9/18/28 25,000 24,791
Inter-American Development Bank 3.200% 8/7/42 3,375 3,261
Inter-American Development Bank 4.375% 1/24/44 4,300 4,945
International Bank for Reconstruction &        
Development 1.875% 10/7/19 4,930 4,887
International Bank for Reconstruction &        
Development 1.125% 11/27/19 22,025 21,611
International Bank for Reconstruction &        
Development 1.375% 3/30/20 9,000 8,808
International Bank for Reconstruction &        
Development 1.875% 4/21/20 91,000 89,618
International Bank for Reconstruction &        
Development 1.625% 9/4/20 38,100 37,189
International Bank for Reconstruction &        
Development 2.125% 11/1/20 20,210 19,879
International Bank for Reconstruction &        
Development 1.625% 3/9/21 27,150 26,296
International Bank for Reconstruction &        
Development 1.375% 5/24/21 34,000 32,637
International Bank for Reconstruction &        
Development 2.250% 6/24/21 10,250 10,057
International Bank for Reconstruction &        
Development 2.750% 7/23/21 36,700 36,431
International Bank for Reconstruction &        
Development 1.375% 9/20/21 34,810 33,243
International Bank for Reconstruction &        
Development 2.125% 12/13/21 15,270 14,867
International Bank for Reconstruction &        
Development 2.000% 1/26/22 103,500 100,107
International Bank for Reconstruction &        
Development 1.625% 2/10/22 28,425 27,138
International Bank for Reconstruction &        
Development 7.625% 1/19/23 19,955 23,538
International Bank for Reconstruction &        
Development 1.750% 4/19/23 6,020 5,686
International Bank for Reconstruction &        
Development 3.000% 9/27/23 56,368 56,171
International Bank for Reconstruction &        
Development 2.500% 11/25/24 34,250 33,117
International Bank for Reconstruction &        
Development 2.500% 7/29/25 50,000 48,032
International Bank for Reconstruction &        
Development 8.875% 3/1/26 450 603
International Bank for Reconstruction &        
Development 2.500% 11/22/27 15,000 14,169

 

 

  International Bank for Reconstruction &        
  Development 4.750% 2/15/35 2,500 2,967
  International Finance Corp. 1.750% 3/30/20 19,825 19,502
  International Finance Corp. 1.625% 7/16/20 30 29
  International Finance Corp. 2.250% 1/25/21 22,425 22,060
  International Finance Corp. 2.000% 10/24/22 9,674 9,283
  International Finance Corp. 2.875% 7/31/23 13,914 13,782
  International Finance Corp. 2.125% 4/7/26 28,645 26,652
13 Japan Bank for International Cooperation 2.250% 2/24/20 15,800 15,641
13 Japan Bank for International Cooperation 1.750% 5/28/20 51,300 50,204
13 Japan Bank for International Cooperation 2.125% 6/1/20 11,000 10,820
13 Japan Bank for International Cooperation 2.125% 7/21/20 11,730 11,524
13 Japan Bank for International Cooperation 2.125% 11/16/20 28,890 28,244
13 Japan Bank for International Cooperation 1.875% 4/20/21 6,600 6,376
13 Japan Bank for International Cooperation 3.125% 7/20/21 3,225 3,216
13 Japan Bank for International Cooperation 1.500% 7/21/21 14,000 13,347
13 Japan Bank for International Cooperation 2.000% 11/4/21 14,250 13,712
13 Japan Bank for International Cooperation 2.500% 6/1/22 2,200 2,138
13 Japan Bank for International Cooperation 2.375% 7/21/22 9,340 9,022
13 Japan Bank for International Cooperation 2.375% 11/16/22 22,180 21,340
13 Japan Bank for International Cooperation 3.250% 7/20/23 6,675 6,647
13 Japan Bank for International Cooperation 3.375% 7/31/23 225 225
13 Japan Bank for International Cooperation 3.000% 5/29/24 13,250 12,969
13 Japan Bank for International Cooperation 2.125% 2/10/25 14,500 13,432
13 Japan Bank for International Cooperation 2.375% 4/20/26 1,600 1,485
13 Japan Bank for International Cooperation 2.250% 11/4/26 18,000 16,434
13 Japan Bank for International Cooperation 2.875% 6/1/27 12,000 11,483
13 Japan Bank for International Cooperation 2.875% 7/21/27 7,300 6,976
13 Japan Bank for International Cooperation 2.750% 11/16/27 39,800 37,534
13 Japan Bank for International Cooperation 3.250% 7/20/28 12,150 11,925
13 Japan Finance Organization for        
  Municipalities 4.000% 1/13/21 5,625 5,708
13 Japan International Cooperation Agency 2.750% 4/27/27 8,400 7,923
13 Japan International Cooperation Agency 3.375% 6/12/28 4,500 4,456
12 KFW 1.750% 10/15/19 23,650 23,412
12 KFW 2.250% 11/5/19 72,025 71,617
12 KFW 4.000% 1/27/20 5,400 5,480
12 KFW 1.750% 3/31/20 31,700 31,180
12 KFW 1.500% 4/20/20 27,870 27,273
12 KFW 1.625% 5/29/20 60,175 58,938
12 KFW 1.875% 6/30/20 12,000 11,787
12 KFW 2.750% 7/15/20 41,000 40,819
12 KFW 2.750% 9/8/20 20,575 20,520
12 KFW 2.750% 10/1/20 13,950 13,895
12 KFW 1.875% 12/15/20 66,035 64,541
12 KFW 1.625% 3/15/21 1,000 969
12 KFW 2.625% 4/12/21 35,000 34,688
12 KFW 1.500% 6/15/21 60,600 58,237
12 KFW 2.375% 8/25/21 19,590 19,239
12 KFW 1.750% 9/15/21 33,000 31,837
12 KFW 2.000% 11/30/21 13,000 12,589
12 KFW 2.625% 1/25/22 14,200 14,017
12 KFW 2.125% 3/7/22 70,000 67,870
12 KFW 2.125% 6/15/22 81,100 78,419
12 KFW 2.000% 10/4/22 24,875 23,874
12 KFW 2.375% 12/29/22 49,000 47,624
12 KFW 2.125% 1/17/23 23,700 22,772

 

 

12 KFW 2.500% 11/20/24 39,500 38,067
12 KFW 2.000% 5/2/25 16,640 15,496
12 KFW 2.875% 4/3/28 18,635 18,181
12 KFW 0.000% 4/18/36 8,050 4,442
  Korea Development Bank 2.500% 1/13/21 5,000 4,898
  Korea Development Bank 4.625% 11/16/21 9,250 9,539
  Korea Development Bank 2.625% 2/27/22 14,000 13,537
  Korea Development Bank 3.000% 9/14/22 30,250 29,482
  Korea Development Bank 3.375% 3/12/23 24,200 23,796
  Korea Development Bank 2.750% 3/19/23 3,100 2,970
  Korea Development Bank 3.750% 1/22/24 10,350 10,302
  Korea Development Bank 3.000% 1/13/26 1,500 1,404
12 Landwirtschaftliche Rentenbank 1.375% 10/23/19 3,000 2,953
12 Landwirtschaftliche Rentenbank 2.250% 10/1/21 19,370 18,928
12 Landwirtschaftliche Rentenbank 2.000% 12/6/21 3,345 3,239
12 Landwirtschaftliche Rentenbank 2.000% 1/13/25 16,300 15,218
12 Landwirtschaftliche Rentenbank 2.375% 6/10/25 14,575 13,878
12 Landwirtschaftliche Rentenbank 1.750% 7/27/26 9,095 8,181
12 Landwirtschaftliche Rentenbank 2.500% 11/15/27 22,655 21,368
  Nexen Energy ULC 7.875% 3/15/32 525 699
  Nexen Energy ULC 5.875% 3/10/35 690 783
  Nexen Energy ULC 6.400% 5/15/37 13,400 16,209
  Nexen Energy ULC 7.500% 7/30/39 3,400 4,657
  Nordic Investment Bank 2.500% 4/28/20 7,000 6,956
  Nordic Investment Bank 1.625% 11/20/20 15,600 15,168
  Nordic Investment Bank 2.250% 2/1/21 16,500 16,229
  Nordic Investment Bank 1.250% 8/2/21 5,000 4,756
  Nordic Investment Bank 2.125% 2/1/22 9,000 8,728
  Nordic Investment Bank 2.875% 7/19/23 8,750 8,660
  North American Development Bank 4.375% 2/11/20 975 985
  North American Development Bank 2.400% 10/26/22 3,450 3,312
14 Oesterreichische Kontrollbank AG 1.375% 2/10/20 5,675 5,555
14 Oesterreichische Kontrollbank AG 1.500% 10/21/20 30,000 29,045
14 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,900 10,624
14 Oesterreichische Kontrollbank AG 2.875% 9/7/21 3,957 3,934
14 Oesterreichische Kontrollbank AG 2.375% 10/1/21 6,450 6,318
14 Oesterreichische Kontrollbank AG 2.875% 3/13/23 3,000 2,964
5 Oriental Republic of Uruguay 8.000% 11/18/22 9,605 10,818
5 Oriental Republic of Uruguay 4.500% 8/14/24 13,793 14,198
5 Oriental Republic of Uruguay 4.375% 10/27/27 20,050 20,376
  Oriental Republic of Uruguay 7.875% 1/15/33 200 273
5 Oriental Republic of Uruguay 7.625% 3/21/36 4,593 6,189
5 Oriental Republic of Uruguay 4.125% 11/20/45 6,579 6,060
5 Oriental Republic of Uruguay 5.100% 6/18/50 31,410 31,999
5 Oriental Republic of Uruguay 4.975% 4/20/55 23,950 23,950
  Petroleos Mexicanos 6.000% 3/5/20 2,227 2,297
  Petroleos Mexicanos 5.500% 1/21/21 18,520 19,119
  Petroleos Mexicanos 6.375% 2/4/21 48,213 50,453
  Petroleos Mexicanos 4.875% 1/24/22 38,957 39,416
  Petroleos Mexicanos 5.375% 3/13/22 18,466 18,961
  Petroleos Mexicanos 3.500% 1/30/23 10,140 9,639
  Petroleos Mexicanos 4.625% 9/21/23 14,312 14,186
  Petroleos Mexicanos 4.875% 1/18/24 8,322 8,264
5 Petroleos Mexicanos 2.290% 2/15/24 825 805
  Petroleos Mexicanos 4.250% 1/15/25 3,000 2,843
  Petroleos Mexicanos 2.378% 4/15/25 1,330 1,294
  Petroleos Mexicanos 4.500% 1/23/26 4,240 3,965

 

 

  Petroleos Mexicanos 6.875% 8/4/26 25,833 27,139
  Petroleos Mexicanos 6.500% 3/13/27 78,774 80,338
10 Petroleos Mexicanos 5.350% 2/12/28 7,250 6,830
  Petroleos Mexicanos 6.625% 6/15/35 11,600 11,491
  Petroleos Mexicanos 6.625% 6/15/38 3,025 2,927
  Petroleos Mexicanos 6.500% 6/2/41 19,025 17,749
  Petroleos Mexicanos 5.500% 6/27/44 9,225 7,807
  Petroleos Mexicanos 6.375% 1/23/45 18,170 16,753
  Petroleos Mexicanos 5.625% 1/23/46 17,226 14,618
  Petroleos Mexicanos 6.750% 9/21/47 63,789 60,922
10 Petroleos Mexicanos 6.350% 2/12/48 34,199 31,290
15 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,255 1,744
  Province of Alberta 1.900% 12/6/19 19,775 19,486
  Province of Alberta 2.200% 7/26/22 13,000 12,497
  Province of Alberta 3.300% 3/15/28 14,000 13,760
  Province of British Columbia 2.650% 9/22/21 13,150 12,971
  Province of British Columbia 2.000% 10/23/22 17,150 16,400
  Province of British Columbia 2.250% 6/2/26 1,150 1,063
  Province of British Columbia 7.250% 9/1/36 2,171 3,193
  Province of Manitoba 2.100% 9/6/22 7,100 6,772
  Province of Manitoba 3.050% 5/14/24 4,800 4,709
  Province of Manitoba 2.125% 6/22/26 9,782 8,889
  Province of New Brunswick 2.500% 12/12/22 4,005 3,868
  Province of New Brunswick 3.625% 2/24/28 5,300 5,317
  Province of Nova Scotia 9.125% 5/1/21 1,280 1,450
  Province of Ontario 4.000% 10/7/19 3,950 3,993
  Province of Ontario 4.400% 4/14/20 13,260 13,523
  Province of Ontario 2.550% 2/12/21 40,000 39,452
  Province of Ontario 2.500% 9/10/21 16,000 15,678
  Province of Ontario 2.400% 2/8/22 16,000 15,558
  Province of Ontario 2.250% 5/18/22 36,700 35,458
  Province of Ontario 2.450% 6/29/22 1,525 1,481
  Province of Ontario 2.200% 10/3/22 16,725 16,055
  Province of Ontario 3.200% 5/16/24 10,000 9,911
  Province of Ontario 2.500% 4/27/26 8,000 7,506
  Province of Quebec 3.500% 7/29/20 8,670 8,746
  Province of Quebec 2.750% 8/25/21 13,725 13,569
  Province of Quebec 2.375% 1/31/22 8,000 7,801
  Province of Quebec 2.625% 2/13/23 34,919 34,043
  Province of Quebec 7.125% 2/9/24 3,575 4,186
  Province of Quebec 2.875% 10/16/24 9,400 9,176
  Province of Quebec 2.500% 4/20/26 500 471
  Province of Quebec 2.750% 4/12/27 42,400 40,363
  Province of Quebec 7.500% 9/15/29 10,342 14,040
  Republic of Chile 3.875% 8/5/20 2,700 2,739
  Republic of Chile 2.250% 10/30/22 3,000 2,880
  Republic of Chile 3.125% 3/27/25 7,330 7,108
  Republic of Chile 3.125% 1/21/26 13,094 12,583
5 Republic of Chile 3.240% 2/6/28 28,410 27,224
  Republic of Chile 3.860% 6/21/47 10,800 10,245
  Republic of Colombia 11.750% 2/25/20 900 1,003
  Republic of Colombia 4.375% 7/12/21 10,885 11,092
5 Republic of Colombia 2.625% 3/15/23 25,050 23,810
  Republic of Colombia 4.000% 2/26/24 31,233 31,280
  Republic of Colombia 8.125% 5/21/24 1,800 2,163
5 Republic of Colombia 4.500% 1/28/26 18,217 18,600

 

 

5 Republic of Colombia 3.875% 4/25/27 12,475 12,112
  Republic of Colombia 10.375% 1/28/33 3,850 5,858
  Republic of Colombia 7.375% 9/18/37 9,600 12,151
  Republic of Colombia 6.125% 1/18/41 4,500 5,091
5 Republic of Colombia 5.625% 2/26/44 21,750 23,436
5 Republic of Colombia 5.000% 6/15/45 68,613 68,613
  Republic of Finland 6.950% 2/15/26 1,000 1,206
  Republic of Hungary 6.250% 1/29/20 12,225 12,699
  Republic of Hungary 6.375% 3/29/21 76,925 82,117
  Republic of Hungary 5.375% 2/21/23 36,900 39,114
  Republic of Hungary 7.625% 3/29/41 4,025 5,615
  Republic of Indonesia 2.950% 1/11/23 12,475 11,914
  Republic of Indonesia 3.500% 1/11/28 7,900 7,355
  Republic of Indonesia 4.100% 4/24/28 7,500 7,272
10 Republic of Indonesia 4.750% 7/18/47 4,400 4,235
  Republic of Indonesia 4.350% 1/11/48 16,200 14,843
  Republic of Italy 6.875% 9/27/23 24,693 26,755
  Republic of Italy 5.375% 6/15/33 17,750 18,590
  Republic of Korea 3.875% 9/11/23 9,300 9,437
  Republic of Korea 5.625% 11/3/25 575 645
  Republic of Korea 2.750% 1/19/27 18,400 17,269
  Republic of Korea 4.125% 6/10/44 900 926
  Republic of Korea 3.875% 9/20/48 2,093 2,071
  Republic of Panama 5.200% 1/30/20 30,755 31,601
5 Republic of Panama 4.000% 9/22/24 5,550 5,622
5 Republic of Panama 3.750% 3/16/25 12,200 12,115
  Republic of Panama 7.125% 1/29/26 16,982 20,200
  Republic of Panama 8.875% 9/30/27 4,176 5,631
5 Republic of Panama 3.875% 3/17/28 12,590 12,463
  Republic of Panama 9.375% 4/1/29 11,130 15,746
5 Republic of Panama 6.700% 1/26/36 20,773 25,826
5 Republic of Panama 4.500% 5/15/47 11,543 11,543
5 Republic of Panama 4.500% 4/16/50 8,033 7,892
5 Republic of Panama 4.300% 4/29/53 5,000 4,794
  Republic of Peru 4.125% 8/25/27 800 823
  Republic of Peru 8.750% 11/21/33 34,183 50,516
5 Republic of Peru 6.550% 3/14/37 14,900 18,834
  Republic of Peru 5.625% 11/18/50 26,633 31,501
  Republic of Poland 5.125% 4/21/21 15,650 16,374
  Republic of Poland 5.000% 3/23/22 29,385 30,927
  Republic of Poland 3.000% 3/17/23 24,675 24,243
  Republic of Poland 4.000% 1/22/24 10,575 10,786
  Republic of Poland 3.250% 4/6/26 19,200 18,646
  Republic of the Philippines 6.500% 1/20/20 625 653
  Republic of the Philippines 4.000% 1/15/21 15,025 15,270
  Republic of the Philippines 4.200% 1/21/24 8,200 8,425
  Republic of the Philippines 9.500% 10/21/24 2,170 2,821
  Republic of the Philippines 10.625% 3/16/25 8,525 11,796
  Republic of the Philippines 5.500% 3/30/26 9,350 10,332
  Republic of the Philippines 3.000% 2/1/28 25,000 23,284
  Republic of the Philippines 9.500% 2/2/30 16,250 24,050
  Republic of the Philippines 7.750% 1/14/31 13,300 17,955
  Republic of the Philippines 6.375% 1/15/32 10,004 12,242
  Republic of the Philippines 6.375% 10/23/34 14,240 17,764
  Republic of the Philippines 5.000% 1/13/37 1,950 2,135
  Republic of the Philippines 3.950% 1/20/40 29,999 28,987
  Republic of the Philippines 3.700% 3/1/41 9,733 9,076

 

 

  Republic of the Philippines 3.700% 2/2/42 16,288 15,156
10 Sinopec Group Overseas Development        
  2012 Ltd. 4.875% 5/17/42 450 466
  State of Israel 4.000% 6/30/22 8,200 8,346
  State of Israel 3.150% 6/30/23 2,400 2,367
  State of Israel 2.875% 3/16/26 30,000 28,374
  State of Israel 3.250% 1/17/28 11,800 11,337
  State of Israel 4.500% 1/30/43 7,700 7,804
  State of Israel 4.125% 1/17/48 10,525 10,004
  Svensk Exportkredit AB 1.750% 5/18/20 16,400 16,089
  Svensk Exportkredit AB 1.750% 8/28/20 22,370 21,838
  Svensk Exportkredit AB 2.750% 10/7/20 13,565 13,495
  Svensk Exportkredit AB 1.750% 3/10/21 7,500 7,265
  Svensk Exportkredit AB 2.875% 5/22/21 2,200 2,188
  Svensk Exportkredit AB 2.000% 8/30/22 18,520 17,728
  Svensk Exportkredit AB 2.875% 3/14/23 8,395 8,287
  Syngenta Finance NV 3.125% 3/28/22 9,895 9,582
  United Mexican States 3.625% 3/15/22 71,362 71,358
  United Mexican States 8.000% 9/24/22 360 425
  United Mexican States 4.000% 10/2/23 14,873 14,969
  United Mexican States 3.600% 1/30/25 28,936 28,114
  United Mexican States 4.125% 1/21/26 15,790 15,643
  United Mexican States 4.150% 3/28/27 49,255 48,446
  United Mexican States 3.750% 1/11/28 14,400 13,710
  United Mexican States 8.300% 8/15/31 4,390 6,076
  United Mexican States 7.500% 4/8/33 2,100 2,657
  United Mexican States 6.750% 9/27/34 6,000 7,162
  United Mexican States 6.050% 1/11/40 26,252 29,205
  United Mexican States 4.750% 3/8/44 72,333 69,187
  United Mexican States 5.550% 1/21/45 7,670 8,145
  United Mexican States 4.600% 1/23/46 25,191 23,526
  United Mexican States 4.350% 1/15/47 16,550 15,044
  United Mexican States 4.600% 2/10/48 18,596 17,527
  United Mexican States 5.750% 10/12/10 29,387 29,652
Total Sovereign Bonds (Cost $7,569,186)       7,431,753
Taxable Municipal Bonds (0.6%)        
  Alabama Economic Settlement Authority        
  BP Settlement Revenue 3.163% 9/15/25 2,520 2,473
  Alameda County CA Joint Powers        
  Authority Lease Revenue 7.046% 12/1/44 2,105 2,961
  American Municipal Power Ohio Inc.        
  Revenue (Prairie State Energy Campus        
  Project) 7.834% 2/15/41 3,625 5,187
  American Municipal Power Ohio Inc.        
  Revenue (Prairie State Energy Campus        
  Project) 6.053% 2/15/43 400 494
  American Municipal Power Ohio Inc.        
  Revenue (Prairie State Energy Campus        
  Project) 5.939% 2/15/47 6,245 7,610
  American Municipal Power Ohio Inc.        
  Revenue (Prairie State Energy Campus        
  Project) 6.270% 2/15/50 1,115 1,354
  American Municipal Power Ohio Inc.        
  Revenue (Prairie State Energy Campus        
  Project) 7.499% 2/15/50 750 1,049

 

 

American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 8.084% 2/15/50 2,850 4,465
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.918% 4/1/40 1,635 2,196
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.263% 4/1/49 13,058 17,815
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 7.043% 4/1/50 2,525 3,699
Bay Area Toll Authority California Toll        
Bridge Revenue (San Francisco Bay        
Area) 6.907% 10/1/50 6,940 10,058
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 9,000 8,673
California GO 6.200% 10/1/19 4,835 4,994
California GO 2.800% 4/1/21 8,000 7,973
California GO 5.700% 11/1/21 14,805 15,947
California GO 2.367% 4/1/22 9,245 9,020
California GO 3.375% 4/1/25 4,225 4,185
California GO 3.500% 4/1/28 5,500 5,382
California GO 4.500% 4/1/33 8,800 9,149
California GO 7.500% 4/1/34 14,855 20,540
California GO 4.600% 4/1/38 11,425 11,852
California GO 7.550% 4/1/39 17,345 25,316
California GO 7.300% 10/1/39 11,735 16,385
California GO 7.350% 11/1/39 17,450 24,507
California GO 7.625% 3/1/40 14,230 20,721
California GO 7.600% 11/1/40 20,015 29,747
California State University Systemwide        
Revenue 3.899% 11/1/47 2,325 2,193
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 660 796
Chicago IL GO 7.045% 1/1/29 4,950 5,288
Chicago IL GO 7.375% 1/1/33 2,050 2,230
Chicago IL GO 5.432% 1/1/42 2,500 2,242
Chicago IL GO 6.314% 1/1/44 2,400 2,380
Chicago IL Metropolitan Water        
Reclamation District GO 5.720% 12/1/38 5,160 6,229
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,570 2,017
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,475 2,996
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,835 6,146
Clark County NV Airport System Revenue 6.881% 7/1/42 650 669
Clark County NV Airport System Revenue 6.820% 7/1/45 3,425 4,834
Commonwealth Financing Authority        
Pennsylvania Revenue 3.864% 6/1/38 5,050 4,865
Connecticut GO 5.632% 12/1/29 1,610 1,787
Connecticut GO 5.090% 10/1/30 800 845
Connecticut GO 5.850% 3/15/32 9,890 11,257
Cook County IL GO 6.229% 11/15/34 2,695 3,247
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,023
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,850 2,387

 

 

  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,960 3,429
  Dallas TX Convention Center Hotel        
  Development Corp. Hotel Revenue 7.088% 1/1/42 6,950 8,968
  Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,608
  District of Columbia Income Tax Revenue 5.591% 12/1/34 10,440 12,020
  District of Columbia Water & Sewer        
  Authority Public Utility Revenue 4.814% 10/1/14 8,750 9,521
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 2,390 2,970
  Florida Board of Administration Finance        
  Corp Revenue 2.638% 7/1/21 5,000 4,950
  Florida Hurricane Catastrophe Fund        
  Finance Corp. Revenue 2.995% 7/1/20 16,150 16,140
  George Washington University District of        
  Columbia GO 4.126% 9/15/48 6,500 6,462
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 1,575 1,587
  George Washington University District of        
  Columbia GO 4.868% 9/15/45 39 43
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 7,138 8,420
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 6,688 7,916
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 5,098 5,836
  Houston TX GO 6.290% 3/1/32 13,535 15,565
  Illinois GO 4.950% 6/1/23 2,125 2,161
  Illinois GO 5.100% 6/1/33 54,745 52,542
  Illinois GO 6.630% 2/1/35 5,475 5,773
  Illinois GO 6.725% 4/1/35 3,550 3,769
  Illinois GO 7.350% 7/1/35 5,800 6,387
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 4,220 5,185
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 3.985% 1/1/29 3,640 3,657
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 4.532% 1/1/35 2,285 2,417
  Kansas Department of Transportation        
  Highway Revenue 4.596% 9/1/35 2,750 2,949
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 135 145
16 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 2,025 2,272
  Los Angeles CA Community College        
  District GO 6.750% 8/1/49 4,605 6,656
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 1,650 2,012
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 600 628
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 6,555 9,014
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 735 1,030
  Los Angeles CA Unified School District GO 5.755% 7/1/29 5,195 5,956
  Los Angeles CA Unified School District GO 5.750% 7/1/34 15,295 18,092
  Los Angeles CA Unified School District GO 6.758% 7/1/34 3,225 4,145

 

 

  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 6,375 7,607
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 895 1,292
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 840 1,044
  Massachusetts GO 4.200% 12/1/21 8,980 9,186
  Massachusetts GO 4.500% 8/1/31 350 372
  Massachusetts GO 5.456% 12/1/39 5,250 6,224
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 2,780 3,317
  Massachusetts Transportation Fund        
  Revenue 5.731% 6/1/40 650 793
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 1,540 2,024
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 4,625 6,590
  Miami-Dade County FL Aviation Revenue        
  (Miami International Airport) 4.280% 10/1/41 6,155 6,076
  Mississippi GO 5.245% 11/1/34 1,350 1,539
  Missouri Health & Educational Facilities        
  Authority Revenue (Washington        
  University) 3.652% 8/15/57 3,500 3,230
17 New Jersey Economic Development        
  Authority Revenue (State Pension        
  Funding) 7.425% 2/15/29 10,800 12,952
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 5.754% 12/15/28 7,680 8,443
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.104% 12/15/28 3,680 3,846
  New Jersey Transportation Trust Fund        
  Authority Transportation System        
  Revenue 6.561% 12/15/40 3,550 4,271
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 11,010 15,753
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 17,126 23,601
  New York City NY GO 6.646% 12/1/31 100 106
  New York City NY GO 6.246% 6/1/35 950 990
  New York City NY GO 5.517% 10/1/37 3,225 3,794
  New York City NY GO 6.271% 12/1/37 5,500 6,934
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.750% 6/15/41 580 719
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.790% 6/15/41 4,000 4,157
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.724% 6/15/42 795 988
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.952% 6/15/42 1,000 1,271

 

 
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 6.011% 6/15/42 350 448
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 6.282% 6/15/42 2,275 2,412
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.440% 6/15/43 9,580 11,512
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System        
  Revenue 5.882% 6/15/44 13,590 17,240
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 2,925 3,418
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 3,800 4,460
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.572% 11/1/38 1,080 1,272
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 9,600 13,691
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 975 1,163
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.668% 11/15/39 6,360 8,241
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.628% 3/15/39 1,150 1,335
  New York State Dormitory Authority        
  Revenue (Personal Income Tax) 5.600% 3/15/40 3,085 3,662
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 2,375 2,734
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 3,100 3,770
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 7,225 10,154
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 1,575 1,772
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 4,500 4,227
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 5,531 5,936
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,100 1,185
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,100 2,538
  Oregon GO 5.762% 6/1/23 600 641
  Oregon GO 5.892% 6/1/27 8,130 9,324
16 Oregon School Boards Association GO 5.528% 6/30/28 375 415
  Pennsylvania Public School Building        
  Authority Lease Revenue (School District        
  of Philadelphia) 5.000% 9/15/27 1,947 2,081
  Pennsylvania Turnpike Commission        
  Revenue 5.511% 12/1/45 3,050 3,636
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 2,060 2,451
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 4,900 5,912

 


 

Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 3,080 3,711
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 5,025 5,611
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 3,370 3,611
Port Authority of New York & New Jersey        
Revenue 4.031% 9/1/48 1,800 1,774
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 5,560 6,197
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 18,760 19,440
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 7,560 8,251
Port of Morrow OR Transmission Facilities        
Revenue (Bonneville Cooperation        
Project) 2.987% 9/1/36 105 91
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 3,680 4,190
President & Fellows of Harvard College        
Massachusetts GO 3.150% 7/15/46 3,800 3,348
Princeton University New Jersey GO 5.700% 3/1/39 6,650 8,206
Regents of the University of California        
Revenue 3.063% 7/1/25 9,060 8,793
Regional Transportation District of        
Colorado Sales Tax Revenue 5.844% 11/1/50 1,500 1,927
Rutgers State University New Jersey        
Revenue 5.665% 5/1/40 2,900 3,389
Sales Tax Securitization Corp. Illinois        
Revenue 3.587% 1/1/43 8,400 7,668
Sales Tax Securitization Corp. Illinois        
Revenue 3.820% 1/1/48 3,000 2,722
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 3,295 3,690
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,650 2,097
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 7,000 8,689
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,410 1,507
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,760 2,273
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 6,180 8,036
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 5,795 8,197
San Jose California Redevelopment        
Agency Successor Agency Tax        
Allocation 3.375% 8/1/34 3,600 3,335
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,390 3,921
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 2,000 1,859
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 7,000 9,034
Texas GO 5.517% 4/1/39 7,690 9,424

 

 

  Texas Transportation Commission        
  Revenue 5.178% 4/1/30 3,885 4,371
  Texas Transportation Commission        
  Revenue 4.681% 4/1/40 1,375 1,504
  University of California Regents Medical        
  Center Revenue 6.548% 5/15/48 4,925 6,450
  University of California Regents Medical        
  Center Revenue 6.583% 5/15/49 1,180 1,547
  University of California Revenue 4.601% 5/15/31 8,330 8,832
  University of California Revenue 5.770% 5/15/43 5,790 7,015
  University of California Revenue 5.946% 5/15/45 5,510 6,753
  University of California Revenue 4.858% 5/15/12 8,165 8,267
  University of California Revenue 4.767% 5/15/15 2,975 2,938
  University of North Carolina University        
  System Revenue 3.327% 12/1/36 90 84
  University of Southern California GO 5.250% 10/1/11 1,840 2,123
  University of Texas Permanent University        
  Fund Revenue 3.376% 7/1/47 4,400 4,014
  University of Texas Revenue 3.354% 8/15/47 2,375 2,139
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 650 668
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,700 1,891
  University of Virginia Revenue 4.179% 9/1/17 2,450 2,356
  Utah GO 4.554% 7/1/24 7,705 8,027
  Utah GO 3.539% 7/1/25 4,400 4,414
  Washington GO 5.140% 8/1/40 3,320 3,875
  Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 9,400 9,284
  Wisconsin General Fund Annual        
  Appropriation Revenue 3.154% 5/1/27 3,050 2,926
16 Wisconsin GO 5.700% 5/1/26 3,020 3,308
Total Taxable Municipal Bonds (Cost $1,035,441)       1,083,934
        Shares  
Temporary Cash Investment (2.4%)        
Money Market Fund (2.4%)        
18 Vanguard Market Liquidity Fund (Cost        
  $3,869,347) 2.209%   38,696,244 3,869,624
 
Total Investments (102.1%) (Cost $170,034,097)       166,058,596
Other Assets and Liabilities-Net (-2.1%)       (2,818,396)
Net Assets (100%)       163,240,200

 

1 Securities with a value of $5,298,000 have been segregated as collateral for certain open To Be Announced
(TBA) transactions.
2 U.S. government-guaranteed.
3 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
6 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of September 30, 2018.
7 Adjustable-rate security based upon 6-month USD LIBOR plus spread.
8 Adjustable-rate security based upon 12-month USD LIBOR plus spread.

 

9 Adjustable-rate security based upon one-year Constant Maturity Treasury yield plus spread.
10 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, the
aggregate value of these securities was $1,015,068,000, representing 0.6% of net assets.
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.

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

 

Total Bond Market II Index Fund

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.

The following table summarizes the market value of the fund's investments as of September 30, 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 — 105,864,022 —
Asset-Backed/Commercial Mortgage-Backed Securities — 4,036,972 —
Corporate Bonds — 43,772,291 —
Sovereign Bonds — 7,431,753 —
Taxable Municipal Bonds — 1,083,934 —
Temporary Cash Investments 3,869,624 — —
Total 3,869,624 162,188,972 —

 


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:  November 16, 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:  November 16, 2018

 

 VANGUARD BOND INDEX FUNDS

 

By:

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

Date:  November 16, 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.