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Portfolio Holdings

American Funds Insurance Series - Bond Fund

As of September 30, 2017 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
21st Century Fox America, Inc. 4.75% 2046 150,000 160,451
21st Century Fox America, Inc. 4.95% 2045 1,885,000 2,069,051
3M Co. 2.25% 2023 1,220,000 1,220,081
ACE INA Holdings Inc. 2.30% 2020 2,105,000 2,120,922
ACE INA Holdings Inc. 2.875% 2022 3,725,000 3,795,250
ACE INA Holdings Inc. 3.35% 2026 2,625,000 2,693,093
ACE INA Holdings Inc. 4.35% 2045 2,320,000 2,554,288
AEP Transmission Company LLC 3.10% 2026 90,000 90,365
AES Corp. 7.375% 2021 500,000 573,800
APPLE INC 4(2) CP 10/2/2017 50,000,000 49,995,500
APPLE INC 4(2) CP 10/3/2017 18,100,000 18,097,828
ARAMARK Corp. 5.125% 2024 1,200,000 1,276,500
ARMY& AIR FORCE EXCHANGE SERVICE 4(2) CP 10/6/2017 20,000,000 19,995,780
AT&T Inc. 1.40% 2017 3,615,000 3,614,639
AT&T Inc. 3.40% 2024 10,470,000 10,497,662
AT&T Inc. 3.90% 2027 14,405,000 14,450,592
AT&T Inc. 4.125% 2026 11,800,000 12,144,265
AT&T Inc. 4.250% 2027 710,000 730,806
AT&T Inc. 4.35% 2045 188,000 173,121
AT&T Inc. 4.50% 2048 2,459,000 2,274,868
AT&T Inc. 4.90% 2037 19,850,000 20,146,658
AT&T Inc. 5.15% 2050 27,038,000 27,351,749
AT&T Inc. 5.30% 2058 15,110,000 15,289,885
AXA SA 8.60% 2030 2,625,000 3,766,875
AbbVie Inc. 1.80% 2018 5,900,000 5,909,039
AbbVie Inc. 2.50% 2020 17,215,000 17,429,327
AbbVie Inc. 2.85% 2023 4,800,000 4,841,798
AbbVie Inc. 2.90% 2022 6,565,000 6,664,020
AbbVie Inc. 3.20% 2022 11,970,000 12,284,057
AbbVie Inc. 3.20% 2026 500,000 501,729
AbbVie Inc. 4.45% 2046 2,525,000 2,667,034
Abbott Laboratories 2.90% 2021 26,905,000 27,388,590
Abbott Laboratories 3.40% 2023 5,120,000 5,277,542
Abbott Laboratories 3.75% 2026 7,570,000 7,779,106
Abbott Laboratories 4.75% 2036 4,765,000 5,265,144
Abbott Laboratories 4.90% 2046 1,875,000 2,101,442
Aetna Inc. 1.50% 2017 3,755,000 3,754,621
Aetna Inc. 1.70% 2018 3,525,000 3,527,898
Airbus Group SE 2.70% 2023 2,220,000 2,243,057
Alexandria Real Estate Equities, Inc. 2.75% 2020 2,075,000 2,096,389
Alexandria Real Estate Equities, Inc. 3.90% 2023 3,690,000 3,839,168
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,830,000 1,866,845
Alexandria Real Estate Equities, Inc. 4.50% 2029 150,000 158,241
Allergan PLC 2.35% 2018 7,500,000 7,522,470
Allergan PLC 3.00% 2020 8,275,000 8,451,779
Allergan PLC 3.45% 2022 11,060,000 11,488,885
Allergan PLC 3.80% 2025 16,997,000 17,673,345
Allergan PLC 4.55% 2035 3,820,000 4,085,998
Allison Transmission Holdings, Inc. 5.00% 2024 150,000 156,053
Allstate Corp. 4.20% 2046 205,000 218,773
Ally Financial Inc. 4.25% 2021 30,100,000 31,228,750
Ally Financial Inc. 5.125% 2024 2,800,000 3,042,760
Ally Financial Inc. 8.00% 2031 14,495,000 18,734,788
Ally Financial Inc. 8.00% 2031 10,220,000 13,233,878
Altria Group, Inc. 2.625% 2026 500,000 481,723
Altria Group, Inc. 2.85% 2022 5,000,000 5,107,715
Altria Group, Inc. 3.875% 2046 1,800,000 1,762,915
Altria Group, Inc. 4.50% 2043 3,000,000 3,219,291
Altria Group, Inc. 5.375% 2044 6,600,000 7,938,665
Amazon.com, Inc. 3.15% 2027 13,865,000 13,947,109
Amazon.com, Inc. 3.875% 2037 500,000 506,932
Amazon.com, Inc. 4.05% 2047 15,000,000 15,231,990
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 2022 2,485,000 2,516,768
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class C, 2.87% 2021 175,000 177,250
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 2022 5,970,000 5,992,244
American Campus Communities, Inc. 3.35% 2020 2,910,000 2,980,338
American Campus Communities, Inc. 3.75% 2023 3,000,000 3,090,402
American Electric Power Co., Inc. 1.65% 2017 2,870,000 2,870,241
American Electric Power Co., Inc. 2.75% 2026 2,510,000 2,430,476
American Energy (Marcellus), Term Loan A, (3-month USD-LIBOR + 7.50%) 8.735% 2021 1,875,000 139,453
American Energy (Marcellus), Term Loan B, (3-month USD-LIBOR + 4.25%) 5.485% 2020 519,510 387,359
American Express Credit Account Master Trust, Series 2014-4, Class A, 1.43% 2020 15,895,000 15,896,923
American Honda Finance Corp. 1.95% 2020 2,390,000 2,391,054
American Tower Corp. 3.40% 2019 7,525,000 7,664,182
Amgen Inc. 2.65% 2022 1,000,000 1,008,946
Amgen Inc. 4.40% 2045 7,500,000 7,861,995
Anadarko Petroleum Corp. 4.85% 2021 4,810,000 5,103,853
Anadarko Petroleum Corp. 5.55% 2026 11,730,000 13,099,642
Anadarko Petroleum Corp. 6.20% 2040 1,000,000 1,165,077
Anadarko Petroleum Corp. 6.60% 2046 5,096,000 6,328,310
Analog Devices, Inc. 2.50% 2021 6,535,000 6,553,161
Analog Devices, Inc. 3.125% 2023 1,450,000 1,472,343
Analog Devices, Inc. 3.50% 2026 6,455,000 6,528,516
Anglo American Capital PLC 4.00% 2027 750,000 742,128
Anheuser-Busch InBev NV 2.65% 2021 5,775,000 5,871,916
Anheuser-Busch InBev NV 3.65% 2026 21,915,000 22,702,428
Apple Inc. 1.55% 2021 12,130,000 11,895,321
Apple Inc. 2.85% 2024 1,000,000 1,012,630
Apple Inc. 2.90% 2027 15,700,000 15,582,093
Apple Inc. 3.00% 2024 170,000 174,288
Apple Inc. 3.20% 2027 510,000 519,641
Apple Inc. 3.35% 2027 502,000 517,233
ArcelorMittal 7.25% 2041 2,500,000 2,971,875
Assicurazioni Generali SPA 10.125% 2042 3,800,000 6,110,911
Assicurazioni Generali SPA 7.75% 2042 3,100,000 4,592,492
AstraZeneca PLC 2.375% 2022 370,000 367,148
BANK OF NY MELLON CP 10/18/2017 100,000,000 99,937,500
BANK OF NY MELLON CP 11/20/2017 50,000,000 49,912,600
BB&T Corp. 2.45% 2020 5,200,000 5,256,139
BHP Billiton Finance Ltd. 6.25% 2075 5,265,000 5,794,133
BNSF Funding Trust I 6.613% 2055 1,680,000 1,932,000
BPCE SA group 2.75% 2021 9,500,000 9,610,020
BPCE SA group 5.15% 2024 5,211,000 5,623,873
BPCE SA group 5.70% 2023 31,666,000 35,296,919
Ball Corp. 4.375% 2020 300,000 316,125
Banc of America Commercial Mortgage Inc., Series 2008-1, Class A4, 6.509% 2051 858,575 863,512
Banco Santander, SA 2.70% 2019 2,500,000 2,520,438
Banco Santander, SA 4.40% 2027 1,750,000 1,789,433
Bank of America Corp. 2.328% 2021 4,500,000 4,497,584
Bank of America Corp. 2.816% 2023 48,040,000 48,093,324
Bank of America Corp. 3.124% 2023 42,500,000 43,193,090
Bank of America Corp. 3.593% 2028 2,300,000 2,321,128
Bank of America Corp. 3.875% 2025 10,000,000 10,481,970
Bayerische Motoren Werke AG 1.45% 2019 13,610,000 13,538,262
Bayerische Motoren Werke AG 2.00% 2021 500,000 496,584
Bear Stearns Commercial Mortgage Securities Trust, Series 2007-PW18, Class AM, 6.084% 2050 2,380,000 2,384,141
Becton, Dickinson and Co. 2.675% 2019 2,287,000 2,315,384
Becton, Dickinson and Co. 2.894% 2022 1,560,000 1,565,031
Becton, Dickinson and Co. 3.70% 2027 2,630,000 2,655,869
Becton, Dickinson and Co. 3.734% 2024 903,000 923,474
Becton, Dickinson and Co. 4.669% 2047 3,695,000 3,889,856
Berkshire Hathaway Energy Co. 4.50% 2045 6,095,000 6,613,197
Berkshire Hathaway Finance Corp. 1.30% 2019 865,000 858,957
BlueMountain CLO Ltd., Series 2014-2A, Class AR, (3-month USD LIBOR + 0.93%) 2.237% 2026 8,280,000 8,314,445
Boardwalk Pipeline Partners, LP 3.375% 2023 2,000,000 1,997,728
Boardwalk Pipeline Partners, LP 4.95% 2024 1,290,000 1,374,500
Boardwalk Pipelines, LP 4.45% 2027 3,580,000 3,650,780
Boston Scientific Corp. 2.85% 2020 470,000 478,061
Boston Scientific Corp. 3.375% 2022 700,000 718,792
Boston Scientific Corp. 3.85% 2025 500,000 519,800
Boston Scientific Corp. 6.00% 2020 3,675,000 3,990,885
Brandywine Operating Partnership, LP 4.95% 2018 4,875,000 4,941,271
Brazil (Federative Republic of) Global 5.625% 2047 1,225,000 1,240,313
British American Tobacco International Finance PLC 2.75% 2020 5,550,000 5,643,035
British American Tobacco International Finance PLC 3.50% 2022 4,020,000 4,154,059
British American Tobacco International Finance PLC 3.95% 2025 5,550,000 5,790,365
British American Tobacco PLC 2.764% 2022 1,395,000 1,403,980
British American Tobacco PLC 3.222% 2024 2,000,000 2,007,114
British American Tobacco PLC 3.557% 2027 14,145,000 14,216,772
British American Tobacco PLC 4.39% 2037 3,000,000 3,066,051
British American Tobacco PLC 4.54% 2047 21,400,000 22,096,163
British Telecommunications PLC 9.125% 2030 169,000 256,209
Broadcom Ltd. 3.00% 2022 15,500,000 15,783,960
Broadcom Ltd. 3.625% 2024 2,950,000 3,033,780
Broadcom Ltd. 3.875% 2027 12,360,000 12,748,821
CAFCO LLC 4(2) CP 12/5/2017 30,000,000 29,930,250
CBS Corp. 3.50% 2025 150,000 152,800
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 6,805,000 6,989,143
CCO Holdings LLC and CCO Holdings Capital Corp. 3.75% 2028 750,000 732,577
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 3,555,000 3,602,232
CCO Holdings LLC and CCO Holdings Capital Corp. 4.464% 2022 760,000 803,467
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2027 10,000,000 10,162,500
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 3,315,000 3,442,956
CEVA Group PLC 7.00% 2021 775,000 755,625
CEVA Group PLC, Apollo Global Securities LLC LOC, (3-month USD-LIBOR + 5.50%) 0% 2021 853,448 827,845
CEVA Logistics Canada, ULC, Term Loan, (3-month USD-LIBOR + 5.50%) 6.814% 2021 149,741 145,249
CEVA Logistics Holdings BV, Term Loan, (3-month USD-LIBOR + 5.50%) 6.814% 2021 868,500 842,445
CEVA Logistics U.S. Holdings Inc., Term Loan B, (3-month USD-LIBOR + 5.50%) 6.814% 2021 1,197,931 1,161,993
CHARIOT FUNDING LLC 4(2) CP 12/1/2017 50,000,000 49,887,050
CIESCO LLC 4(2) CP 12/27/2017 50,000,000 49,834,000
CIT Group Inc., Series C, 5.50% 2019 585,000 612,788
CMS Energy Corp. 3.00% 2026 1,000,000 977,071
CMS Energy Corp. 5.05% 2022 3,669,000 4,046,922
CMS Energy Corp. 8.75% 2019 6,984,000 7,751,241
COCA-COLA CO 4(2) CP 1/25/2018 25,000,000 24,897,400
CPS Auto Receivables Trust, Series 2016-A, Class B, 3.34% 2020 7,100,000 7,168,465
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 2022 5,700,000 5,717,932
CSX Corp. 3.25% 2027 390,000 390,463
CVS Health Corp. 1.90% 2018 4,550,000 4,561,689
CVS Health Corp. 2.125% 2021 11,310,000 11,201,311
Calpine Corp. 5.375% 2023 410,000 400,837
Canadian National Railway Co. 5.55% 2018 5,000,000 5,122,645
Canadian Natural Resources Ltd. 2.95% 2023 405,000 402,988
Canadian Natural Resources Ltd. 3.80% 2024 180,000 185,304
Canadian Natural Resources Ltd. 3.85% 2027 14,265,000 14,437,221
Canadian Natural Resources Ltd. 4.95% 2047 2,350,000 2,472,263
Capital One Financial Corp. 1.85% 2019 1,500,000 1,490,001
Capital One Financial Corp. 2.50% 2020 48,000,000 48,244,800
Capital One Multi-asset Execution Trust, Series 2015-A5, Class A5, 1.60% 2021 11,585,000 11,593,167
Cenovus Energy Inc. 3.80% 2023 1,120,000 1,126,665
Cenovus Energy Inc. 4.25% 2027 18,130,000 18,002,981
Cenovus Energy Inc. 5.25% 2037 193,000 192,022
Cenovus Energy Inc. 5.40% 2047 31,275,000 31,460,336
Centene Corp. 4.75% 2022 200,000 209,750
Centene Corp. 4.75% 2025 575,000 598,000
Centene Corp. 5.625% 2021 1,780,000 1,856,006
Centene Corp. 6.125% 2024 375,000 406,406
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 1,107,158 1,150,219
Centerpoint Energy, Inc., 2.50% 2022 720,000 720,084
CenturyLink, Inc. 7.50% 2024 8,500,000 8,820,535
CenturyLink, Inc., Series T, 5.80% 2022 3,500,000 3,500,000
Charles Schwab Corp., Series E, 4.625% (undated) 4,750,000 4,873,581
Chase Issuance Trust, Series 2013-A7, Class A, (1-month USD-LIBOR + 0.43%) 1.664% 2020 9,565,000 9,598,076
Chemours Co. 6.625% 2023 950,000 1,015,313
Cheniere Energy, Inc. 7.00% 2024 14,175,000 16,177,219
Chevron Corp. 2.355% 2022 5,000,000 5,011,100
Chevron Corp. 2.498% 2022 605,000 610,230
Church & Dwight Co., Inc. 2.45% 2022 95,000 94,723
Church & Dwight Co., Inc. 3.15% 2027 750,000 743,887
Citibank Credit Card Issuance Trust, Series 2008-A2, Class A2, (1-month USD-LIBOR + 1.15%) 2.387% 2020 10,870,000 10,908,817
Citigroup Commercial Mortgage Trust, Series 2008-C7, Class AM, 6.427% 2049 5,000,000 5,025,000
Citigroup Inc. 2.75% 2022 24,000,000 24,082,176
Citigroup Inc. 2.876% 2023 20,663,000 20,706,144
Citigroup Inc. 2.90% 2021 8,500,000 8,610,764
Citigroup Inc. 3.668% 2028 740,000 746,411
Cleveland Electric Illuminating Co. 8.875% 2018 7,475,000 8,036,335
Colgate-Palmolive Co. 3.70% 2047 555,000 548,227
Columbia Pipeline Partners LP 2.45% 2018 6,700,000 6,724,073
Columbia Pipeline Partners LP 5.80% 2045 1,910,000 2,300,278
Comcast Corp. 3.00% 2024 1,000,000 1,017,592
Comcast Corp. 3.15% 2028 13,625,000 13,586,237
Comcast Corp. 3.30% 2027 2,185,000 2,216,868
Comcast Corp. 4.00% 2047 670,000 682,684
Commonwealth Bank of Australia 3.90% 2047 750,000 755,102
Commonwealth Edison Company 2.95% 2027 500,000 498,126
Commonwealth Edison Company 3.75% 2047 800,000 804,527
ConocoPhillips 4.95% 2026 4,774,000 5,388,576
Consolidated Edison Company of New York, Inc. 3.875% 2047 9,600,000 9,869,674
Consolidated Edison, Inc. 2.00% 2020 500,000 500,346
Constellation Brands, Inc. 2.70% 2022 40,000 40,168
Constellation Brands, Inc. 3.50% 2027 170,000 173,011
Consumers Energy Co. 3.25% 2046 3,765,000 3,470,347
Continental Airlines, Inc., Series 1997-4, Class A, 6.90% 2019 110,136 110,899
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 2020 311,508 322,940
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021 378 405
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 453,009 497,778
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 1,186,155 1,282,530
Continental Airlines, Inc., Series 2001-1, Class A-1, 6.703% 2022 84,465 89,955
Corporate Office Properties LP 5.00% 2025 480,000 515,984
Corporate Office Properties LP 5.25% 2024 10,000 10,838
Corporate Risk Holdings LLC 13.50% 2020 363,554 389,003
Corporate Risk Holdings LLC 9.50% 2019 1,804,000 1,921,260
Costco Wholesale Corp. 2.15% 2021 1,500,000 1,504,805
Costco Wholesale Corp. 3.00% 2027 2,500,000 2,507,080
Credit Suisse Group AG (3-month USD-LIBOR + 1.20%) 2.519% 2023 1,000,000 1,008,185
Credit Suisse Group AG 2.997% 2023 500,000 498,951
Credit Suisse Group AG 3.574% 2023 14,000,000 14,347,102
Credit Suisse Group AG 3.80% 2023 13,925,000 14,427,915
Crédit Agricole SA 3.25% 2024 1,125,000 1,127,750
Cumulus Media Inc. 7.75% 2019 1,715,000 510,213
Cumulus Media Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 0% 2020 1,620,490 1,340,955
DCP Midstream Operating LP 4.95% 2022 500,000 521,250
DCT Industrial Trust Inc. 4.50% 2023 2,340,000 2,467,722
DDR Corp. 4.25% 2026 1,205,000 1,210,178
DaimlerChrysler North America Holding Corp. (3-month USD-LIBOR + 0.86%) 2.171% 2018 7,500,000 7,542,788
DaimlerChrysler North America Holding Corp. 1.50% 2019 1,000,000 991,960
DaimlerChrysler North America Holding Corp. 2.85% 2022 500,000 505,373
DaimlerChrysler North America Holding Corp. 3.25% 2024 755,000 767,343
DaimlerChrysler North America Holding Corp. 3.30% 2025 5,500,000 5,567,469
Deck Chassis Acquisition Inc. 10.00% 2023 1,000,000 1,127,500
Dell Inc. 2.65% 2020 6,075,000 6,016,121
Delphi Automotive PLC 5.00% 2025 255,000 260,100
Deutsche Bank AG 2.50% 2019 2,900,000 2,917,783
Deutsche Bank AG 2.85% 2019 8,700,000 8,789,427
Deutsche Telekom International Finance BV 1.95% 2021 16,364,000 16,039,780
Developers Diversified Realty Corp. 3.90% 2024 1,545,000 1,554,632
Devon Energy Corp. 5.00% 2045 2,000,000 2,114,380
Devon Energy Corp. 5.85% 2025 1,000,000 1,154,266
Diamond Offshore Drilling, Inc. 4.875% 2043 3,375,000 2,548,125
Digicel Group Ltd. 8.25% 2020 1,800,000 1,765,134
Discover Card Execution Note Trust, Series 2015-A1, Class A1, (1-month USD-LIBOR + 0.35%) 1.584% 2020 7,980,000 7,988,307
Discover Financial Services 10.25% 2019 2,700,000 3,037,851
Discover Financial Services 4.10% 2027 24,000,000 24,422,472
Discovery Communications, Inc. 2.20% 2019 7,855,000 7,883,906
Discovery Communications, Inc. 2.95% 2023 4,185,000 4,193,529
Dollar General Corp. 1.875% 2018 1,211,000 1,212,379
Dollar Tree Inc. 5.75% 2023 1,225,000 1,298,010
Dominican Republic 5.95% 2027 8,100,000 8,727,750
Dominion Resources, Inc. 1.60% 2019 1,140,000 1,133,044
Dominion Resources, Inc. 1.875% 2018 5,450,000 5,446,834
Dominion Resources, Inc. 2.579% 2020 20,575,000 20,730,547
Dominion Resources, Inc. 2.962% 2019 500,000 507,347
Drive Auto Receivables Trust, Series 2015-BA, Class C, 2.76% 2021 4,193,411 4,213,091
Drive Auto Receivables Trust, Series 2015-CA, Class C, 3.01% 2021 3,032,773 3,050,718
Drive Auto Receivables Trust, Series 2015-DA, Class C, 3.38% 2021 3,213,111 3,242,248
Drive Auto Receivables Trust, Series 2016-AA, Class C, 3.91% 2021 10,000,000 10,126,740
Drive Auto Receivables Trust, Series 2016-CA, Class C, 3.02% 2021 2,500,000 2,531,658
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84% 2022 12,000,000 12,081,636
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75% 2023 3,500,000 3,496,427
Drive Auto Receivables Trust, Series 2017-AA, Class A3, 1.77% 2020 9,690,000 9,693,934
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98% 2022 9,760,000 9,866,189
Drive Auto Receivables Trust, Series 2017-BA, Class C, 2.61% 2021 19,400,000 19,496,476
Drivetime Auto Owner Trust, Series 2016-3A, Class C, 3.15% 2022 2,650,000 2,663,515
Drivetime Auto Owner Trust, Series 2017-1A, Class B, 2.26% 2021 4,100,000 4,098,581
Drivetime Auto Owner Trust, Series 2017-1A, Class C, 2.70% 2022 6,625,000 6,629,194
Drivetime Auto Owner Trust, Series 2017-3A, Class C, 3.01% 2023 6,000,000 5,990,664
Duke Energy Corp. 2.65% 2026 4,970,000 4,760,196
Duke Energy Corp. 3.15% 2027 1,370,000 1,360,403
Duke Energy Corp. 3.75% 2024 4,026,000 4,215,472
Duke Energy Corp. 3.75% 2046 313,000 302,632
Duke Energy Corp. 3.95% 2047 480,000 477,588
Duke Energy Florida, LLC 3.20% 2027 500,000 505,962
Duke Energy Florida, LLC 3.40% 2046 6,745,000 6,381,741
Duke University 3.299% 2046 135,000 132,653
EDP Finance BV 3.625% 2024 25,150,000 25,434,321
EDP Finance BV 4.90% 2019 10,000,000 10,511,500
EMD Finance LLC 2.40% 2020 15,295,000 15,421,551
EMD Finance LLC 2.95% 2022 2,200,000 2,237,699
EPR Properties 4.50% 2025 585,000 598,174
EPR Properties 4.75% 2026 760,000 786,992
EQT Corp. 2.50% 2020 5,910,000 5,935,005
EQT Corp. 3.00% 2022 2,385,000 2,391,411
EQT Corp. 3.90% 2027 1,205,000 1,207,157
ERAC USA Finance Co. 4.20% 2046 750,000 719,383
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 2,500,000 2,582,425
Edison International 2.40% 2022 175,000 173,781
Electricité de France SA 2.15% 2019 145,000 145,581
Emera Inc. 6.75% 2076 1,150,000 1,313,875
Emera US Finance LP 2.15% 2019 460,000 460,328
Emera US Finance LP 2.70% 2021 954,000 959,739
Emera US Finance LP 3.55% 2026 495,000 499,043
Emera US Finance LP 4.75% 2046 500,000 537,992
EnLink Midstream Partners, LP 2.70% 2019 1,850,000 1,855,789
EnLink Midstream Partners, LP 4.40% 2024 365,000 377,544
EnLink Midstream Partners, LP 5.05% 2045 1,015,000 980,914
EnLink Midstream Partners, LP 5.45% 2047 475,000 491,836
Enbridge Energy Partners, LP 4.20% 2021 6,525,000 6,823,630
Enbridge Energy Partners, LP 4.375% 2020 7,700,000 8,097,551
Enbridge Energy Partners, LP 5.20% 2020 5,655,000 6,022,892
Enbridge Energy Partners, LP 5.875% 2025 13,960,000 15,939,193
Enbridge Energy Partners, LP 7.375% 2045 27,830,000 35,954,050
Enbridge Energy Partners, LP 9.875% 2019 10,500,000 11,612,066
Enbridge Energy Partners, LP, Series B, 6.50% 2018 7,940,000 8,138,111
Enbridge Inc. 2.90% 2022 142,000 142,945
Enbridge Inc. 3.70% 2027 1,919,000 1,944,922
Enbridge Inc. 4.00% 2023 1,600,000 1,684,445
Enel Finance International SA 3.625% 2027 1,000,000 1,003,624
Enel Finance International SA 4.75% 2047 950,000 1,008,973
Enel Società per Azioni 8.75% 2073 1,000,000 1,213,750
Energy Transfer Partners, LP 4.15% 2020 1,000,000 1,044,894
Energy Transfer Partners, LP 4.20% 2027 260,000 263,645
Energy Transfer Partners, LP 4.75% 2026 475,000 500,640
Energy Transfer Partners, LP 5.30% 2047 33,995,000 34,179,763
Energy Transfer Partners, LP 5.40% 2047 6,690,000 6,834,638
Energy Transfer Partners, LP 6.125% 2045 12,405,000 13,664,269
Ensco PLC, 5.20% 2025 340,000 287,300
Ensco PLC, 5.75% 2044 80,000 57,800
Entergy Corp. 2.95% 2026 595,000 576,281
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 2022 12,175,000 12,210,819
Essex Portfolio L.P. 3.25% 2023 335,000 339,077
Essex Portfolio L.P. 3.875% 2024 1,000,000 1,040,863
Eversource Energy 2.75% 2022 527,000 533,257
Eversource Energy 2.80% 2023 2,000,000 2,017,324
Exelon Corp. 3.40% 2026 1,570,000 1,580,938
Exelon Corp. 3.497% 2022 825,000 850,481
Exeter Automobile Receivables Trust, Series 2014-1A, Class D, 5.53% 2021 3,500,000 3,580,794
Exeter Automobile Receivables Trust, Series 2015-1A, Class C, 4.10% 2020 7,500,000 7,633,515
Exeter Automobile Receivables Trust, Series 2015-2A, Class C, 3.90% 2021 3,000,000 3,047,646
Exeter Automobile Receivables Trust, Series 2015-3A, Class C, 4.83% 2019 1,000,000 1,029,014
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 2022 8,100,000 8,066,191
Exxon Mobil Corp. 3.043% 2026 4,825,000 4,920,632
Exxon Mobil Corp. 4.114% 2046 498,000 539,127
FED HM LN BK BD 1/8/2018 45,400,000 45,265,616
FED HM LN BK BD 10/11/2017 40,000,000 39,990,400
FED HM LN BK BD 10/18/2017 50,000,000 49,978,500
FED HM LN BK BD 10/2/2017 28,100,000 28,100,000
FED HM LN BK BD 10/25/2017 100,000,000 99,938,000
FED HM LN BK BD 10/4/2017 3,500,000 3,499,825
FED HM LN BK BD 11/13/2017 50,000,000 49,942,000
FED HM LN BK BD 11/17/2017 100,000,000 99,873,000
FED HM LN BK BD 11/21/2017 60,000,000 59,916,000
FED HM LN BK BD 11/24/2017 20,000,000 19,970,200
FED HM LN BK BD 11/28/2017 100,000,000 99,837,000
FED HM LN BK BD 12/1/2017 55,200,000 55,105,056
FED HM LN BK DISC NT 11/20/2017 114,700,000 114,541,714
FED HM LN MTG CORP DISC NT 4/3/2018 91,900,000 91,340,329
FMG Resources 9.75% 2022 2,465,000 2,778,055
Fannie Mae 2.125% 2026 12,410,000 12,115,511
Fannie Mae 3.00% 2046 76,361,844 76,648,888
Fannie Mae 3.50% 2046 2,687,748 2,787,087
Fannie Mae 3.50% 2046 30,043,377 31,122,535
Fannie Mae 3.50% 2047 222,150,000 228,944,680
Fannie Mae 3.50% 2047 54,890,000 56,466,990
Fannie Mae 4.00% 2036 655,105 696,915
Fannie Mae 4.00% 2040 1,599,163 1,691,466
Fannie Mae 4.00% 2043 1,936,129 2,043,425
Fannie Mae 4.00% 2043 15,896,455 16,809,261
Fannie Mae 4.00% 2046 49,249,536 51,882,909
Fannie Mae 4.00% 2046 21,343,676 22,482,062
Fannie Mae 4.00% 2046 16,634,080 17,661,434
Fannie Mae 4.00% 2046 4,568,480 4,837,765
Fannie Mae 4.00% 2047 257,200,000 270,723,062
Fannie Mae 4.00% 2047 202,450,000 212,778,189
Fannie Mae 4.00% 2047 36,000,000 38,378,304
Fannie Mae 4.00% 2047 90,000,000 94,812,930
Fannie Mae 4.00% 2047 10,000,000 10,534,750
Fannie Mae 4.50% 2025 434,976 458,438
Fannie Mae 4.50% 2047 373,375,000 400,692,609
Fannie Mae 4.50% 2047 32,518,920 34,919,694
Fannie Mae 4.50% 2047 61,000,000 65,392,732
Fannie Mae 5.00% 2040 548,231 608,319
Fannie Mae 5.00% 2041 4,339,674 4,748,645
Fannie Mae 5.00% 2041 4,098,077 4,484,866
Fannie Mae 5.00% 2041 932,788 1,042,681
Fannie Mae 5.00% 2041 1,673,235 1,864,721
Fannie Mae 5.00% 2041 1,265,990 1,415,073
Fannie Mae 5.00% 2041 2,428,538 2,706,217
Fannie Mae 5.50% 2023 773,363 817,246
Fannie Mae 5.50% 2027 192,579 213,012
Fannie Mae 5.50% 2038 445,176 495,543
Fannie Mae 5.50% 2038 3,081,150 3,437,550
Fannie Mae 6.00% 2026 319,199 359,205
Fannie Mae 6.00% 2027 512,607 576,852
Fannie Mae 6.00% 2037 1,304,927 1,482,857
Fannie Mae 6.00% 2037 141,331 152,999
Fannie Mae Pool #924866 2.89% 2037 890,022 916,862
Fannie Mae, Series 2001-4, Class GA, 9.286% 2025 5,038 5,450
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041 19,768 22,612
Fannie Mae, Series 2001-T10, Class A1, 7.00% 2041 31,311 36,821
Fannie Mae, Series 2002-W1, Class 2A, 7.5% 2042 44,680 50,491
Fannie Mae, Series 2002-W3, Class A-5, 7.50% 2041 36,756 43,277
FedEx Corp. 4.40% 2047 835,000 871,067
First Data Corp. 5.00% 2024 1,000,000 1,042,050
FirstEnergy Corp. 3.90% 2027 21,290,000 21,708,157
FirstEnergy Corp. 4.85% 2047 13,480,000 14,194,615
FirstEnergy Corp. 7.375% 2031 7,200,000 9,596,311
FirstEnergy Corp., Series B, 4.25% 2023 4,505,000 4,770,182
Ford Credit Floorplan Master Owner Trust, Series 2016-3, Class B, 1.75% 2021 1,620,000 1,609,102
Ford Motor Co. 5.291% 2046 2,120,000 2,219,099
Ford Motor Credit Co. 2.262% 2019 9,700,000 9,736,462
Ford Motor Credit Co. 2.375% 2019 18,650,000 18,747,446
Ford Motor Credit Co. 2.597% 2019 9,410,000 9,493,326
Ford Motor Credit Co. 2.681% 2020 17,750,000 17,913,229
Ford Motor Credit Co. 3.157% 2020 2,000,000 2,041,404
Ford Motor Credit Co. 3.219% 2022 7,315,000 7,416,371
Ford Motor Credit Co. 3.336% 2021 300,000 306,996
Ford Motor Credit Co. 3.81% 2024 6,050,000 6,176,227
Ford Motor Credit Co. 4.134% 2025 10,000,000 10,286,000
France Télécom 9.0% 2031 1,748,000 2,658,196
Freddie Mac 3.00% 2035 52,412,453 53,523,911
Freddie Mac 3.50% 2036 39,502,868 41,219,268
Freddie Mac 3.50% 2036 3,356,308 3,502,210
Freddie Mac 3.50% 2045 41,132,548 42,816,802
Freddie Mac 3.50% 2046 7,973,636 8,263,406
Freddie Mac 3.50% 2047 75,963,276 78,414,459
Freddie Mac 4.00% 2036 849,203 903,799
Freddie Mac 4.00% 2046 4,201,806 4,426,203
Freddie Mac 4.00% 2047 225,000,000 236,847,600
Freddie Mac 4.00% 2047 126,000,000 132,425,496
Freddie Mac 4.50% 2040 529,340 569,726
Freddie Mac 4.50% 2041 626,074 673,844
Freddie Mac 4.50% 2047 14,000,000 15,008,434
Freddie Mac 4.50% 2047 11,207,622 12,019,188
Freddie Mac 5.50% 2033 185,113 208,112
Freddie Mac 5.50% 2038 173,176 192,740
Freddie Mac 5.50% 2038 132,369 147,452
Freddie Mac 5.50% 2039 251,493 280,295
Freddie Mac 5.50% 2040 982,522 1,092,658
Freddie Mac 5.50% 2041 1,374,755 1,531,522
Freddie Mac, Series 3061, Class PN, 5.50% 2035 168,391 187,695
Freddie Mac, Series 3146, Class PO, principal only, 0% 2036 376,070 324,344
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036 327,897 285,896
Freddie Mac, Series 3318, Class JT, 5.50% 2037 436,548 470,975
Freddie Mac, Series K020, Class A2, multifamily 2.373% 2022 4,500,000 4,535,739
Freddie Mac, Series K716, Class A2, multifamily 3.132% 2021 6,875,000 7,116,546
Freddie Mac, Series K718, Class A2, multifamily 2.791% 2022 9,640,000 9,874,811
Frontier Communications Corp. 11.00% 2025 300,000 256,500
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 24,805,000 25,823,245
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 93,155,000 94,300,807
G.O. Bonds, Pension Funding Series 2013, 5.877% 2019 400,000 418,468
G.O. Bonds, Series 2013-B, 3.65% 2020 1,000,000 1,012,940
G.O. Bonds, Series 2013-B, 4.11% 2022 750,000 757,943
G.O. Bonds, Series 2013-B, 4.31% 2023 2,125,000 2,144,869
G.O. Bonds, Series 2013-B, 4.91% 2027 1,450,000 1,413,852
G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2035 13,780,000 15,460,884
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.65% 2020 250,000 264,775
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 2,370,000 2,563,795
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 2,950,000 3,205,323
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.15% 2025 3,955,000 4,307,549
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.547% 2019 335,000 348,122
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 2,400,000 2,549,808
G.O. Taxable Build America Bonds, Series 2010-5, 6.20% 2021 7,784,000 8,278,673
GENERAL ELECTRIC CP 10/2/2017 14,300,000 14,298,713
GMF Floorplan Owner Revolving Trust, Series 2017-1, Class A1, 2.22% 2022 7,365,000 7,395,815
Gaming and Leisure Properties, Inc. 5.375% 2026 500,000 546,875
General Electric Capital Corp. 2.342% 2020 4,788,000 4,835,578
General Electric Capital Corp. 3.10% 2023 1,850,000 1,933,322
General Electric Capital Corp. 3.373% 2025 4,815,000 4,984,579
General Electric Co. 2.70% 2022 5,000,000 5,096,665
General Motors Financial Co. 2.40% 2019 17,990,000 18,074,373
General Motors Financial Co. 3.20% 2021 12,500,000 12,727,738
General Motors Financial Co. 3.70% 2020 15,895,000 16,464,438
General Motors Financial Co. 3.70% 2023 11,500,000 11,729,897
General Motors Financial Co. 4.20% 2021 1,500,000 1,573,149
General Motors Financial Co. 5.75% 2049 1,000,000 1,038,750
Germany (Federal Republic of) 0.10% 2026 25,482,750 33,139,826
Goldman Sachs Group, Inc. 2.30% 2019 1,500,000 1,507,062
Goldman Sachs Group, Inc. 2.875% 2021 4,000,000 4,062,212
Goldman Sachs Group, Inc. 2.905% 2023 51,896,000 51,975,608
Goldman Sachs Group, Inc. 2.908% 2023 950,000 949,994
Goldman Sachs Group, Inc. 2.917% 2023 3,000,000 3,113,217
Goldman Sachs Group, Inc. 3.6391% 2028 3,359,000 3,391,132
Goldman Sachs Group, Inc. 3.75% 2025 638,000 656,780
Goldman Sachs Group, Inc. 5.30% (undated) 1,850,000 1,986,438
Goldman Sachs Group, Inc. 5.75% 2022 5,000,000 5,614,255
Government National Mortgage Assn. 4.00% 2047 16,600,000 17,465,009
Government National Mortgage Assn. 4.00% 2047 49,738,490 52,591,987
Government National Mortgage Assn. 4.00% 2047 160,000,000 168,481,280
Government National Mortgage Assn. 4.50% 2040 1,309,328 1,408,258
Government National Mortgage Assn. 4.50% 2045 18,591,766 19,855,764
Government National Mortgage Assn. 4.50% 2047 9,183,104 9,824,590
Government National Mortgage Assn. 4.50% 2047 20,000,000 21,321,100
Government National Mortgage Assn. 4.50% 2047 49,992,460 53,483,733
Government National Mortgage Assn. 4.50% 2047 25,150,000 26,770,515
Great Plains Energy Inc. 4.20% 2047 2,221,000 2,315,672
Great Plains Energy Inc. 5.30% 2041 100,000 117,443
HCA Inc. 6.50% 2020 1,550,000 1,691,438
HSBC Holdings PLC 4.041% 2028 1,600,000 1,672,152
Halliburton Co. 3.80% 2025 4,975,000 5,129,698
Halliburton Co. 5.00% 2045 845,000 929,869
Harris Corp. 1.999% 2018 6,400,000 6,411,962
Harris Corp. 2.70% 2020 1,400,000 1,415,312
Harris Corp. 3.832% 2025 945,000 981,384
Herbalife Ltd., Term Loan, (3-month USD-LIBOR + 5.50%) 0% 2023 16,891,875 17,063,429
Hertz Vehicle Financing LLC, Rental Car Asset-backed Notes, Series 2013-1A, Class A2, 1.83% 2019 11,000,000 10,961,775
Hertz Vehicle Financing LLC, Rental Car Asset-backed Notes, Series 2015-1, Class A, 2.73% 2021 3,229,000 3,232,584
High-Speed Passenger Train G.O. Ref. Bonds, Series 2017-A, 2.367% 2022 3,875,000 3,915,649
Hilton Worldwide Holdings Inc. 4.25% 2024 2,850,000 2,914,125
Holcim Ltd. 5.15% 2023 1,760,000 1,953,683
Hologic, Inc. 5.20% 2022 230,000 242,363
Home Depot, Inc. 2.80% 2027 12,000,000 11,797,776
Home Depot, Inc. 3.90% 2047 995,000 1,015,783
Home Depot, Inc. 4.40% 2021 7,500,000 8,052,930
Home Equity Mortgage Trust, Series 2006-6, Class 2A1, (1-month USD-LIBOR + 0.10%) 1.437% 2037 1,372,381 125,994
Hospitality Properties Trust 4.25% 2021 4,750,000 4,950,897
Hospitality Properties Trust 4.50% 2025 1,175,000 1,208,950
Hospitality Properties Trust 5.00% 2022 1,370,000 1,471,281
Hospitality Properties Trust 6.70% 2018 6,180,000 6,203,595
Howard Hughes Corp. 5.375% 2025 5,700,000 5,828,250
Humana Inc. 3.95% 2027 125,000 130,928
Hungary 4.00% 2019 1,000,000 1,032,220
Hurricane Catastrophe Fund Fin. Corp., Rev. Bonds, Series 2013-A, 2.995% 2020 15,000,000 15,308,850
Husky Energy Inc. 7.25% 2019 3,390,000 3,749,608
Hyundai Capital America 2.00% 2019 365,000 362,024
Hyundai Capital America 2.55% 2020 4,700,000 4,693,834
Hyundai Capital America 2.60% 2020 325,000 325,007
Hyundai Capital America 2.75% 2020 3,821,000 3,819,892
Hyundai Capital America 3.25% 2022 2,021,000 2,019,242
Hyundai Capital Services Inc. 1.625% 2019 1,600,000 1,571,298
IPALCO Enterprises, Inc. 3.70% 2024 200,000 200,647
Iberdrola Finance Ireland 5.00% 2019 1,825,000 1,921,161
Imperial Tobacco Finance PLC 2.05% 2018 3,360,000 3,362,070
Imperial Tobacco Finance PLC 3.50% 2023 2,835,000 2,911,848
Indiana Michigan Power Co. 3.75% 2047 250,000 246,706
Industry Public Facs. Auth., Tax Allocation Rev. Ref. Bonds (Civic - Recreational-Industrial Redev. Project No. 1), Series 2015-A, Assured Guaranty Municipal insured, 2.203% 2018 8,000,000 8,014,240
Infor (US), Inc. 5.75% 2020 225,000 231,750
Intercontinentalexchange, Inc. 2.50% 2018 1,295,000 1,305,660
Intesa Sanpaolo SpA 3.875% 2019 1,485,000 1,516,299
Intesa Sanpaolo SpA 3.875% 2027 300,000 301,690
Intesa Sanpaolo SpA 5.017% 2024 54,615,000 55,583,652
Intesa Sanpaolo SpA 5.71% 2026 16,675,000 17,596,044
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2007-C1, Class A4, 5.716% 2051 621,195 620,649
JOHN DEERE CAPITAL CORP 4(2) CP 10/10/2017 18,000,000 17,993,844
JPMorgan Chase & Co. 2.70% 2023 17,325,000 17,337,006
JPMorgan Chase & Co. 2.776% 2023 12,000,000 12,069,372
JPMorgan Chase & Co. 3.54% 2028 3,446,000 3,480,105
Japan, Series 19, 0.10% 2024 5,339,655,000 49,303,724
Japan, Series 20, 0.10% 2025 11,261,250,000 104,030,882
Kimco Realty Corp. 3.40% 2022 1,045,000 1,076,920
Kimco Realty Corp. 6.875% 2019 3,500,000 3,813,425
Kinder Morgan Energy Partners, LP 5.40% 2044 5,270,000 5,495,461
Kinder Morgan Energy Partners, LP 5.50% 2044 925,000 976,051
Kinder Morgan Energy Partners, LP 6.50% 2037 900,000 1,019,779
Kinder Morgan Energy Partners, LP 6.85% 2020 7,650,000 8,399,455
Kinder Morgan Finance Co. 5.05% 2046 248,000 255,720
Kinder Morgan, Inc. 4.30% 2025 257,000 269,549
Kinder Morgan, Inc. 5.30% 2034 760,000 795,347
Kinder Morgan, Inc. 5.55% 2045 6,000,000 6,491,532
Kroger Co. 2.00% 2019 4,005,000 4,012,926
Kroger Co. 2.60% 2021 9,500,000 9,529,878
Kroger Co. 3.50% 2026 2,020,000 1,989,781
Kuwait (State of) 3.50% 2027 14,200,000 14,626,383
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026 668,622 699,860
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.114% 2040 4,214,668 4,213,559
LB-UBS Commercial Mortgage Trust, Series 2007-C7, Class AM, 6.303% 2045 1,642,530 1,645,072
LSC Communications, Inc. 8.75% 2023 200,000 206,750
LYB International Finance BV 3.50% 2027 685,000 682,389
Laboratory Corporation of America Holdings 3.60% 2027 500,000 503,690
Laboratory Corporation of America Holdings 4.70% 2045 9,360,000 9,672,577
Leucadia National Corp. 5.50% 2023 520,000 556,574
Limited Brands, Inc. 6.625% 2021 1,224,000 1,352,520
Lockheed Martin Corp. 2.50% 2020 3,155,000 3,203,843
Lockheed Martin Corp. 3.10% 2023 1,155,000 1,190,650
Lockheed Martin Corp. 3.55% 2026 3,045,000 3,156,085
Lockheed Martin Corp. 4.50% 2036 2,155,000 2,362,195
Lockheed Martin Corp. 4.70% 2046 5,695,000 6,392,171
Lowe's Companies, Inc. 3.10% 2027 1,100,000 1,094,654
Lowe's Companies, Inc. 4.05% 2047 900,000 926,468
MGM Resorts International 7.75% 2022 2,000,000 2,340,000
MPLX LP 4.125% 2027 315,000 321,204
MPLX LP 5.20% 2047 320,000 336,124
Malaysia (Federation of), Series 0315, 3.659% 2020 49,000,000 11,691,533
Malaysia (Federation of), Series 0416, 3.62% 2021 42,750,000 10,129,032
Manitoba (Province of) 3.05% 2024 5,050,000 5,201,652
Marathon Oil Corp. 4.40% 2027 15,830,000 16,190,734
McDonald's Corp. 3.50% 2027 1,000,000 1,029,481
McDonald's Corp. 4.875% 2045 6,765,000 7,638,213
Medtronic, Inc. 3.35% 2027 450,000 462,900
Medtronic, Inc. 4.625% 2045 5,015,000 5,718,574
MetLife, Inc. 2.00% 2020 7,785,000 7,770,185
MetLife, Inc. 2.30% 2019 675,000 679,793
MetLife, Inc. 7.875% 2067 1,505,000 2,024,225
Metlife, Inc. 3.60% 2025 3,590,000 3,735,126
Metropolitan Life Global Funding I, 1.75% 2018 1,455,000 1,453,397
Microsoft Corp. 1.85% 2020 250,000 251,075
Microsoft Corp. 2.40% 2022 397,000 401,926
Microsoft Corp. 3.30% 2027 369,000 382,918
Microsoft Corp. 4.25% 2047 12,950,000 14,345,207
MidAmerican Energy Co. 3.10% 2027 500,000 501,964
MidAmerican Energy Co. 3.95% 2047 145,000 151,514
MidAmerican Energy Holdings Co. 3.75% 2023 5,890,000 6,223,403
MidAmerican Energy Holdings Co. 5.75% 2018 7,740,000 7,902,656
Mill City Mortgage Trust, Series 2017-1, Class A1, 2.75% 2058 6,871,123 6,925,920
Mississippi Power Co. 4.25% 2042 12,747,000 12,152,378
Molina Healthcare, Inc. 5.375% 2022 1,165,000 1,206,474
Molson Coors Brewing Co. 1.90% 2019 5,865,000 5,858,208
Molson Coors Brewing Co. 2.10% 2021 2,515,000 2,481,468
Molson Coors Brewing Co. 2.25% 2020 5,025,000 5,024,035
Molson Coors Brewing Co. 3.00% 2026 5,730,000 5,581,049
Molson Coors Brewing Co. 4.20% 2046 4,730,000 4,728,761
Mondelez International, Inc. 1.625% 2019 18,600,000 18,464,573
Morgan Stanley (3-month USD-LIBOR + 1.18%) 2.487% 2022 500,000 507,275
Morgan Stanley (3-month USD-LIBOR + 1.22%) 2.532% 2024 750,000 759,984
Morgan Stanley 2.125% 2018 7,500,000 7,522,283
Morgan Stanley 2.50% 2021 44,400,000 44,556,199
Morgan Stanley 2.625% 2021 7,200,000 7,225,682
Morgan Stanley 3.125% 2026 7,270,000 7,136,145
Morgan Stanley 3.625% 2027 3,067,000 3,113,336
Morgan Stanley 3.875% 2026 7,525,000 7,817,723
Mylan Laboratories Inc. 2.50% 2019 3,500,000 3,514,889
NBC Universal Enterprise, Inc. 5.25% (undated) 2,375,000 2,541,250
NBCUniversal Media, LLC 5.15% 2020 10,000,000 10,811,320
NGL Energy Partners LP 6.875% 2021 1,000,000 1,005,000
NGPL PipeCo LLC 4.375% 2022 90,000 93,600
NGPL PipeCo LLC 4.875% 2027 55,000 57,769
NIKE, Inc. 3.875% 2045 7,145,000 7,236,427
NN Group NV, 4.50% (undated) 8,750,000 11,337,317
NV Energy, Inc 6.25% 2020 2,950,000 3,292,418
NXP BV and NXP Funding LLC 4.125% 2021 2,000,000 2,097,500
National Grid Plc 3.15% 2027 275,000 275,406
National Rural Utilities Cooperative Finance Corp. 10.375% 2018 13,750,000 14,998,995
Nationstar HECM Loan Trust, Series 2017-1A, Class M1, 2.9419% 2027 1,055,000 1,058,387
Nationstar HECM Loan Trust, Series 2017-2A, Class M1, 2.8154% 2027 1,115,000 1,115,000
Neiman Marcus Group LTD Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 4.481% 2020 781,581 584,965
Nevada Power Co., General and Refunding Mortgage Notes, Series V, 7.125% 2019 5,500,000 5,907,545
New York Life Global Funding 1.70% 2021 2,250,000 2,202,833
New York Life Global Funding 1.95% 2020 145,000 144,998
New York Life Global Funding 2.10% 2019 1,000,000 1,005,443
New York Life Global Funding 2.30% 2022 500,000 498,295
Newell Rubbermaid Inc. 3.85% 2023 2,380,000 2,504,664
Newell Rubbermaid Inc. 4.20% 2026 4,465,000 4,704,980
Newell Rubbermaid Inc. 5.50% 2046 6,975,000 8,264,524
News America Inc. 4.00% 2023 1,100,000 1,167,278
Niagara Mohawk Power Corp. 3.508% 2024 7,875,000 8,128,922
Niagara Mohawk Power Corp. 4.278% 2034 1,000,000 1,071,790
Nissan Motor Co., Ltd. 2.60% 2022 1,415,000 1,416,818
Noble Corp. PLC 5.75% 2018 180,000 182,025
Noble Corp. PLC 7.70% 2025 1,995,000 1,715,700
Noble Corp. PLC 8.70% 2045 1,760,000 1,469,600
Nordea Bank AB 2.50% 2020 7,425,000 7,495,278
Odebrecht Drilling Norbe VIII/IX Ltd 6.35% 2021 3,575,000 2,332,688
Odebrecht Offshore Drilling Finance Ltd. 6.75% 2022 2,360,800 855,790
Odebrecht Offshore Drilling Finance Ltd., First Lien, 6.625% 2023 188,685 68,870
Omega Healthcare Investors, Inc. 4.375% 2023 900,000 928,524
Ontario (Province of) 3.20% 2024 9,000,000 9,352,260
Oracle Corp. 1.90% 2021 500,000 496,527
Oracle Corp. 4.00% 2046 250,000 259,178
Oracle Corp. 4.125% 2045 2,525,000 2,659,822
Orange SA 2.75% 2019 3,570,000 3,613,668
Owens-Illinois, Inc. 6.375% 2025 290,000 328,606
PACCAR FINL CORP CP 10/31/2017 35,000,000 34,962,795
PEPSICO INC 4(2) CP 10/16/2017 50,000,000 49,973,400
PG&E Corp. 2.40% 2019 3,810,000 3,830,654
PNC Bank 1.70% 2018 1,000,000 998,966
PNC Bank 2.55% 2021 1,000,000 1,008,623
PNC Financial Services Group, Inc. 2.854% 2022 6,050,000 6,130,108
PNC Funding Corp. 3.30% 2022 9,000,000 9,327,834
PRICOA Global Funding I 2.45% 2022 255,000 255,262
Pacific Gas and Electric Co. 2.45% 2022 7,500,000 7,502,408
Pacific Gas and Electric Co. 3.25% 2023 5,815,000 6,018,391
Pacific Gas and Electric Co. 3.40% 2024 850,000 880,568
Pacific Gas and Electric Co. 4.75% 2044 336,000 388,674
Pennsylvania Electric Co. 3.25% 2028 1,355,000 1,340,156
PepsiCo, Inc. 2.25% 2022 500,000 500,758
PepsiCo, Inc. 4.00% 2047 1,250,000 1,312,551
Pernod Ricard SA 4.45% 2022 7,870,000 8,458,448
Peru (Republic of) 4.125% 2027 9,540,000 10,541,700
Petrobras Global Finance Co. 4.375% 2023 1,200,000 1,189,200
Petrobras Global Finance Co. 5.299% 2025 8,409,000 8,406,898
Petrobras Global Finance Co. 5.999% 2028 9,053,000 9,064,316
Petrobras Global Finance Co. 6.125% 2022 13,380,000 14,416,950
Petrobras Global Finance Co. 6.85% 2115 335,000 320,009
Petrobras Global Finance Co. 7.25% 2044 7,545,000 7,884,525
Petrobras Global Finance Co. 7.375% 2027 390,000 430,170
Petróleos Mexicanos 5.375% 2022 475,000 508,108
Petróleos Mexicanos 6.375% 2021 420,000 461,164
Petróleos Mexicanos 6.50% 2027 11,605,000 12,829,977
Petróleos Mexicanos 6.50% 2027 5,690,000 6,324,435
Petróleos Mexicanos 6.75% 2047 9,730,000 10,376,072
Petróleos Mexicanos 6.75% 2047 10,425,000 11,059,356
Petróleos Mexicanos 6.875% 2026 580,000 661,200
Petróleos Mexicanos 7.47% 2026 2,950,000 14,838,613
Pfizer Inc. 7.20% 2039 100,000 147,730
Philip Morris International Inc. 2.375% 2022 280,000 278,906
Philip Morris International Inc. 2.625% 2022 765,000 771,724
Philip Morris International Inc. 4.25% 2044 10,840,000 11,330,564
Phillips 66 Partners LP 3.55% 2026 570,000 558,475
Phillips 66 Partners LP 4.68% 2045 125,000 121,369
Phillips 66 Partners LP 4.90% 2046 210,000 210,870
Piedmont Operating Partnership LP 4.45% 2024 1,000,000 1,037,996
Pioneer Natural Resources Co. 3.45% 2021 185,000 189,262
Plains All American Pipeline, LP 4.50% 2026 1,250,000 1,270,463
Playa Resorts Holding BV 8.00% 2020 1,869,000 1,953,105
Portuguese Republic 2.20% 2022 20,000,000 25,126,438
Portuguese Republic 4.10% 2045 22,375,000 28,629,899
Portuguese Republic 5.125% 2024 101,050,000 107,491,331
Progress Energy, Inc. 7.05% 2019 3,180,000 3,409,427
Progress Energy, Inc. 7.75% 2031 1,920,000 2,721,372
Prologis, Inc. 3.35% 2021 10,900,000 11,291,506
Prologis, Inc. 3.75% 2025 5,320,000 5,574,727
Prologis, Inc. 4.25% 2023 7,410,000 8,056,715
Public Service Co. of Colorado 3.80% 2047 375,000 379,902
Public Service Co. of Colorado 5.80% 2018 7,860,000 8,125,204
Public Service Enterprise Group Inc. 2.00% 2021 3,461,000 3,390,856
Public Storage 2.37% 2022 350,000 349,055
Public Storage 3.094% 2027 460,000 458,937
Puget Energy, Inc. 3.65% 2025 3,000,000 3,056,700
Puget Energy, Inc. 5.625% 2022 8,104,000 9,049,380
Puget Energy, Inc. 6.00% 2021 8,286,000 9,285,441
Puget Energy, Inc. 6.50% 2020 5,896,000 6,590,496
QBE Insurance Group Ltd. 2.40% 2018 5,710,000 5,727,604
QGOG Atlantic/Alaskan Rigs Ltd. 5.25% 2019 664,800 654,828
Quintiles Transnational Corp. 4.875% 2023 400,000 418,000
RCI Banque 3.50% 2018 8,280,000 8,342,812
Ras Laffan Liquefied Natural Gas II 5.298% 2020 356,642 371,028
Rayonier Advanced Materials Inc. 5.50% 2024 1,360,000 1,324,300
Reckitt Benckiser Group PLC 2.375% 2022 2,100,000 2,095,548
Reckitt Benckiser Group PLC 2.75% 06-26-24 845,000 839,318
Regency Energy Partners LP and Regency Energy Finance Corp. 6.50% 2021 1,875,000 1,921,875
Republic Services, Inc. 5.00% 2020 5,000,000 5,335,880
Reynolds American Inc. 2.30% 2018 1,790,000 1,798,153
Reynolds American Inc. 3.25% 2020 4,960,000 5,099,436
Reynolds American Inc. 3.25% 2022 2,250,000 2,302,803
Reynolds American Inc. 4.00% 2022 4,330,000 4,577,841
Reynolds American Inc. 4.45% 2025 15,670,000 16,837,791
Reynolds American Inc. 4.85% 2023 6,430,000 7,064,004
Reynolds American Inc. 5.70% 2035 1,255,000 1,475,369
Reynolds American Inc. 5.85% 2045 11,565,000 14,192,163
Rice Energy Inc. 6.25% 2022 1,075,000 1,124,719
Roche Holdings, Inc. 2.375% 2027 500,000 475,176
Rockwell Collins, Inc. 2.80% 2022 245,000 247,807
Roper Technologies, Inc. 2.80% 2021 175,000 176,598
Roper Technologies, Inc. 3.80% 2026 420,000 432,974
Royal Bank of Canada 1.50% 2018 2,700,000 2,699,981
Royal Bank of Scotland Group PLC, junior subordinated 6.99% (undated) 2,450,000 2,799,125
Royal Dutch Shell PLC 3.75% 2046 14,110,000 13,886,413
SM Energy Co. 6.75% 2026 75,000 75,375
Sabine Pass Liquefaction, LLC 4.20% 2028 790,000 797,632
Sabine Pass Liquefaction, LLC 5.00% 2027 4,670,000 4,982,600
Sabine Pass Liquefaction, LLC 5.625% 2021 1,100,000 1,192,831
Sabine Pass Liquefaction, LLC 5.625% 2023 1,000,000 1,109,292
Sabine Pass Liquefaction, LLC 5.625% 2025 11,980,000 13,230,988
Sabine Pass Liquefaction, LLC 5.75% 2024 9,000,000 10,039,626
Sabine Pass Liquefaction, LLC 5.875% 2026 13,800,000 15,458,484
Sabine Pass Liquefaction, LLC 6.25% 2022 2,800,000 3,151,428
Sales Tax Fncg. Corp., Sales Tax Rev. Bonds, Series 2007-A, National insured, 0% 2041 36,750,000 9,653,858
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 300,000 309,000
Santander Drive Auto Receivables Trust, Series 2016-1, Class B, 2.47% 2020 4,000,000 4,018,432
Santander Drive Auto Receivables Trust, Series 2016-1, Class C, 3.09% 2022 10,775,000 10,899,742
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 2022 1,200,000 1,206,709
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 2022 13,605,000 13,644,142
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 2022 3,955,000 3,961,854
Saudi Arabia (Kingdom of) 2.875% 2023 6,895,000 6,857,677
Saudi Arabia (Kingdom of) 3.25% 2026 5,000,000 4,953,500
Saudi Arabia (Kingdom of) 3.625% 2028 11,435,000 11,316,808
Saudi Arabia (Kingdom of) 3.628% 2027 5,000,000 5,110,755
Saudi Arabia (Kingdom of) 4.625% 2047 445,000 449,279
Scentre Group 2.375% 2019 2,465,000 2,477,303
Scentre Group 2.375% 2021 175,000 173,313
Scentre Group, 3.50% 2025 4,765,000 4,796,196
Schaeffler Verwaltungs 4.75% 2026 340,000 347,225
Schlumberger BV 3.00% 2020 600,000 614,827
Schlumberger BV 3.625% 2022 222,000 231,162
Schlumberger BV 4.00% 2025 9,185,000 9,639,529
Select Income REIT 4.15% 2022 10,735,000 10,914,962
Sherwin-Williams Co. 2.75% 2022 250,000 251,905
Sherwin-Williams Co. 3.125% 2024 145,000 145,884
Sherwin-Williams Co. 3.45% 2027 1,550,000 1,559,669
Sherwin-Williams Co. 4.50% 2047 235,000 246,814
Shire PLC 1.90% 2019 25,600,000 25,558,605
Shire PLC 2.40% 2021 31,545,000 31,456,327
Shire PLC 2.875% 2023 11,810,000 11,763,386
Shire PLC 3.20% 2026 17,000,000 16,784,355
Siemens AG 2.35% 2026 1,000,000 946,701
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 2033 2,837,420 2,844,877
SoftBank Group Corp. 3.36% 2023 12,500,000 12,718,750
South Carolina Electric & Gas Co. 5.45% 2041 500,000 589,466
Southwestern Energy Co. 4.10% 2022 2,125,000 2,061,250
Southwestern Energy Co. 4.95% 2025 6,705,000 6,822,338
Southwestern Public Service Co. 3.7% 2047 1,230,000 1,226,059
Spectra Energy Partners, LP 2.95% 2018 1,615,000 1,631,833
Spectra Energy Partners, LP 4.50% 2045 65,000 65,695
Sumitomo Mitsui Banking Corp. 2.784% 2022 1,600,000 1,605,032
Sunoco LP 6.25% 2021 775,000 814,021
TC PipeLines, LP 4.375% 2025 1,700,000 1,778,749
TELUS Corp. 3.70% 2027 394,000 403,568
Tampa Electric Co. 2.60% 2022 4,550,000 4,537,051
Targa Resources Partners LP 5.125% 2025 175,000 180,854
Targa Resources Partners LP 5.375% 2027 175,000 183,094
Teco Finance, Inc. 5.15% 2020 4,871,000 5,197,717
Tenet Healthcare Corp. 4.625% 2024 506,000 501,573
Tenet Healthcare Corp. 4.75% 2020 10,000,000 10,350,000
Tenet Healthcare Corp., 6.00% 2020 1,340,000 1,431,401
Tesoro Corp. 4.75% 2023 1,125,000 1,215,160
Tesoro Corp. 5.125% 2026 4,075,000 4,478,022
Teva Pharmaceutical Finance Company BV 1.40% 2018 3,655,000 3,641,977
Teva Pharmaceutical Finance Company BV 1.70% 2019 4,990,000 4,919,491
Teva Pharmaceutical Finance Company BV 2.20% 2021 16,889,000 16,256,828
Teva Pharmaceutical Finance Company BV 2.80% 2023 25,834,000 24,728,718
Teva Pharmaceutical Finance Company BV 3.15% 2026 48,693,000 44,958,539
Teva Pharmaceutical Finance Company BV 4.10% 2046 25,560,000 21,603,082
Thermo Fisher Scientific Inc. 2.40% 2019 4,050,000 4,078,642
Thomson Reuters Corp. 4.30% 2023 240,000 255,824
Time Warner Inc. 3.80% 2027 4,535,000 4,544,415
Total Capital Canada Ltd. 2.75% 2023 2,140,000 2,161,933
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75% 2056 16,275,926 16,400,290
Toyota Motor Credit Corp. 2.125% 2019 500,000 503,570
TransCanada PipeLines Ltd., junior subordinated, 5.625% 2075 165,000 175,395
Transocean Inc. 5.80% 2022 2,195,000 2,167,563
Transocean Inc. 9.00% 2023 5,000,000 5,412,500
Travelers Companies, Inc. 3.75% 2046 200,000 198,372
Travelers Companies, Inc. 4.00% 2047 405,000 420,388
Turkey (Republic of) 5.625% 2021 20,800,000 22,155,224
U S TREASURY BILL 1/11/2018 11,800,000 11,766,842
U S TREASURY BILL 12/21/2017 212,900,000 212,429,491
U S TREASURY BILL 12/28/2017 100,000,000 99,751,000
U S TREASURY BILL 2/22/2018 55,000,000 54,756,350
U.S. Treasury 0.75% 2019 1,678,000 1,655,934
U.S. Treasury 1.00% 2019 1,489,000 1,474,333
U.S. Treasury 1.125% 2019 8,500,000 8,466,425
U.S. Treasury 1.50% 2020 460,000 459,011
U.S. Treasury 1.75% 2022 5,684,000 5,646,940
U.S. Treasury 1.75% 2022 2,000,000 1,985,460
U.S. Treasury 1.875% 2022 635,000 635,222
U.S. Treasury 1.875% 2022 96,657,000 96,437,589
U.S. Treasury 2.00% 2021 225,000 226,415
U.S. Treasury 2.00% 2022 222,750,000 223,193,273
U.S. Treasury 2.125% 2022 150,000,000 151,453,500
U.S. Treasury 2.125% 2024 101,822,000 101,594,937
U.S. Treasury 2.125% 2024 229,325,000 228,992,479
U.S. Treasury 2.125% 2024 260,000,000 260,213,200
U.S. Treasury 2.125% 2024 25,000,000 25,005,750
U.S. Treasury 2.25% 2023 115,000,000 116,091,350
U.S. Treasury 2.25% 2024 80,000,000 80,709,600
U.S. Treasury 2.25% 2027 226,075,000 224,539,951
U.S. Treasury 2.25% 2027 323,664,000 321,236,520
U.S. Treasury 2.375% 2027 200,000,000 200,674,000
U.S. Treasury 2.50% 2046 38,000,000 35,286,040
U.S. Treasury 2.75% 2047 120,375,000 117,676,193
U.S. Treasury 2.875% 2045 413,000 414,689
U.S. Treasury 2.875% 2046 3,367,500 3,376,693
U.S. Treasury 2017 86,100,000 85,955,352
U.S. Treasury 3.00% 2045 30,000,000 30,853,200
U.S. Treasury 3.00% 2047 188,602,500 193,902,230
U.S. Treasury 6.125% 2027 25,000,000 33,597,750
U.S. Treasury 8.75% 2020 40,000,000 48,006,400
U.S. Treasury Inflation-Protected Security 0.375% 2025 52,674,638 52,665,403
U.S. Treasury Inflation-Protected Security 0.875% 2047 30,199,454 29,745,074
U.S. Treasury Inflation-Protected Security 2.00% 2026 37,311,560 41,948,976
UNICREDIT SPA 1,575,000 1,654,643
UNITED PARCEL SVC 4(2) CP 11/1/2017 25,000,000 24,973,950
UNITED PARCEL SVC 4(2) CP 11/6/2017 25,000,000 24,969,925
US BANK NA CD 10/24/2017 100,000,000 100,009,100
US BANK NA CD 10/25/2017 75,000,000 75,007,125
US Bancorp 3.15% 2027 2,800,000 2,818,656
US Bancorp. 2.00% 2020 1,000,000 1,002,871
UniCredit SPA 3.75% 2022 12,525,000 12,848,646
UniCredit SPA 4.625% 2027 425,000 446,975
United Mexican States 3.60% 2025 12,000,000 12,330,000
United Mexican States 4.35% 2047 5,000,000 4,875,000
United Mexican States 5.55% 2045 4,030,000 4,647,598
United Mexican States 6.05% 2040 3,990,000 4,802,963
United Mexican States, Series M, 5.75% 2026 5,275,000 27,039,227
United Mexican States, Series M, 6.50% 2021 31,327,000 171,135,565
United Rentals, Inc. 5.50% 2027 5,000,000 5,343,750
United Technologies Corp. 3.125% 2027 15,900,000 15,850,662
UnitedHealth Group Inc. 1.40% 2017 3,020,000 3,019,855
UnitedHealth Group Inc. 1.90% 2018 6,820,000 6,838,694
UnitedHealth Group Inc. 3.35% 2022 4,585,000 4,790,032
UnitedHealth Group Inc. 3.375% 2027 500,000 514,700
UnitedHealth Group Inc. 3.75% 2025 5,610,000 5,957,270
Unum Group 3.00% 2021 520,000 527,277
Vale Overseas Ltd. 4.375% 2022 2,610,000 2,727,293
Vale Overseas Ltd. 5.875% 2021 22,390,000 24,712,963
Vale SA 6.25% 2026 4,538,000 5,173,320
Vale SA 6.875% 2036 6,700,000 7,705,000
Vale SA 6.875% 2039 2,300,000 2,640,400
Valero Energy Partners LP 4.375% 2026 500,000 516,734
Various Purpose G.O. Bonds, 7.35% 2039 3,260,000 4,817,921
Various Purpose G.O. Bonds, 7.50% 2034 2,200,000 3,198,646
Various Purpose G.O. Bonds, 7.60% 2040 10,000,000 15,657,500
Various Purpose G.O. Bonds, 7.625% 2040 2,900,000 4,446,686
Verizon Communications Inc. 4.125% 2027 4,676,000 4,889,375
Verizon Communications Inc. 4.125% 2046 6,500,000 5,929,339
Verizon Communications Inc. 4.272% 2036 5,280,000 5,200,995
Verizon Communications Inc. 4.50% 2033 17,580,000 18,076,020
Verizon Communications Inc. 4.522% 2048 10,295,000 9,997,227
Verizon Owner Trust, Series 2016-1A, Class A, 1.42% 2021 490,000 488,285
Verizon Owner Trust, Series 2017-1A, Class A, 2.06% 2021 18,255,000 18,310,751
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 2021 2,000,000 2,010,606
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 2021 2,500,000 2,512,693
Virginia Electric and Power Co. 1.20% 2018 2,700,000 2,696,938
Virginia Electric and Power Co. 4.45% 2044 8,295,000 9,130,174
Virginia Electric and Power Co., Series B, 3.8% 2047 500,000 502,776
Visa Inc. 2.75% 2027 300,000 294,908
Volkswagen Group of America Finance, LLC 1.65% 2018 3,500,000 3,497,032
Volkswagen Group of America Finance, LLC 2.40% 2020 3,055,000 3,068,030
Volkswagen Group of America Finance, LLC 2.45% 2019 520,000 524,135
Volkswagen International Finance NV 4.00% 2020 4,200,000 4,395,888
WAL-MART STORES 4(2) CP 10/24/2017 100,000,000 99,923,500
WAL-MART STORES 4(2) CP 10/4/2017 70,000,000 69,989,500
WEA Finance LLC 2.70% 2019 5,675,000 5,727,017
WEA Finance LLC 3.25% 2020 14,375,000 14,686,377
WM. Wrigley Jr. Co 3.375% 2020 13,405,000 13,829,965
Walt Disney Co. 5.50% 2019 5,000,000 5,271,135
Warner Music Group 5.625% 2022 900,000 939,375
WellPoint, Inc. 2.25% 2019 1,250,000 1,255,806
WellPoint, Inc. 2.30% 2018 7,440,000 7,473,540
Wells Fargo & Co. 2.10% 2021 17,500,000 17,343,270
Wells Fargo & Co. 2.625% 2022 5,500,000 5,512,744
Wells Fargo & Co. 3.00% 2026 3,320,000 3,243,461
Wells Fargo & Co. 3.584% 2028 2,925,000 2,965,075
Western Gas Partners LP 2.60% 2018 280,000 281,320
Western Gas Partners LP 3.95% 2025 665,000 668,920
Western Gas Partners LP 4.65% 2026 310,000 325,367
Western Gas Partners LP 5.45% 2044 1,350,000 1,431,587
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 3,000,000 3,014,229
Wheels SPV 2 LLC, Series 2016-1A, Class A2, 1.59% 2025 344,027 343,512
Williams Partners LP 3.75% 2027 90,000 90,012
Williams Partners LP 4.00% 2025 500,000 512,080
Williams Partners LP 4.30% 2024 9,285,000 9,805,369
Williams Partners LP 4.50% 2023 500,000 532,699
Williams Partners LP 4.90% 2045 250,000 254,468
Williams Partners LP 5.10% 2045 5,180,000 5,462,139
Williams Partners LP 5.25% 2020 3,000,000 3,221,361
Williams Partners LP 5.40% 2044 555,000 600,347
Wind Acquisition SA 4.75% 2020 1,850,000 1,874,864
Xcel Energy Inc 3.30% 2025 5,850,000 5,947,929
Xcel Energy Inc. 4.70% 2020 12,750,000 13,477,439
Xerox Corp. 3.50% 2020 2,000,000 2,040,888
Zimmer Holdings, Inc. 3.15% 2022 9,145,000 9,305,294
inVentiv Health, Inc. 7.50% 2024 210,000 234,150
Equity Securities* Shares or Principal Amount Market Value Percent of Net Assets
Adelphia Recovery Trust, Series ACC-1 2,409,545 1,687 0.00
Corporate Risk Holdings Corp. 355 0 0.00
Corporate Risk Holdings I, Inc. 70,193 1,227,676 0.01
Vistra Energy Corp., rights 62,508 60,945 0.00

Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectuses and summary prospectuses, which can be obtained from a financial professional and should be read carefully before investing.

Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.

*
Excludes certain securities in initial period of acquisition.