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Portfolio Holdings

American Funds Insurance Series - Global Bond Fund

As of March 31, 2018 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
ACE INA Holdings Inc. 2.30% 2020 180,000 177,319
ACE INA Holdings Inc. 2.875% 2022 365,000 361,707
ACE INA Holdings Inc. 3.35% 2026 365,000 359,160
ACE INA Holdings Inc. 4.35% 2045 665,000 708,530
AES Corp. 5.50% 2025 633,000 657,529
AES Corp. 6.00% 2026 425,000 449,438
AT&T Inc. 3.90% 2027 1,535,000 1,547,483
AT&T Inc. 4.10% 2028 3,347,000 3,327,671
AT&T Inc. 4.250% 2027 3,775,000 3,820,545
AT&T Inc. 4.90% 2037 1,220,000 1,232,781
AXA SA, junior subordinated 5.453% (undated) 300,000 457,476
AbbVie Inc. 1.80% 2018 600,000 599,579
AbbVie Inc. 2.50% 2020 3,155,000 3,115,383
AbbVie Inc. 2.90% 2022 1,170,000 1,143,722
AbbVie Inc. 3.20% 2022 200,000 197,578
AbbVie Inc. 3.20% 2026 3,157,000 3,008,242
AbbVie Inc. 3.60% 2025 1,055,000 1,040,779
AbbVie Inc. 4.50% 2035 410,000 420,607
Abbott Laboratories 2.35% 2019 347,000 344,113
Abbott Laboratories 2.90% 2021 420,000 416,341
Abbott Laboratories 3.40% 2023 195,000 193,761
Abbott Laboratories 3.75% 2026 1,400,000 1,394,166
Aetna Inc. 1.70% 2018 320,000 319,661
Aetna Inc. 2.80% 2023 340,000 326,958
Aleris International, Inc. 7.875% 2020 201,000 198,990
Alexandria Real Estate Equities, Inc. 2.75% 2020 180,000 179,200
Allergan PLC 3.00% 2020 2,820,000 2,806,456
Allergan PLC 3.80% 2025 4,455,000 4,382,606
Allergan PLC 4.55% 2035 1,780,000 1,745,416
Allergan PLC 4.75% 2045 514,000 504,700
Allianz SE, 4.75% (undated) 4,200,000 5,945,807
Allison Transmission Holdings, Inc. 5.00% 2024 430,000 427,313
Almonde Inc., Term Loan, (3-month USD-LIBOR + 7.25%) 9.234% 2025 1,000,000 993,229
Altria Group, Inc. 4.50% 2043 350,000 355,045
Amazon.com, Inc. 2.80% 2024 2,920,000 2,826,703
Amazon.com, Inc. 3.15% 2027 1,960,000 1,893,564
American Axle & Manufacturing Holdings, Inc. 6.50% 2027 450,000 451,688
American Campus Communities, Inc. 3.75% 2023 1,810,000 1,811,015
American Campus Communities, Inc. 4.125% 2024 1,195,000 1,200,160
American Energy (Marcellus), Term Loan A, (3-month USD-LIBOR + 6.50%) 0% 2021 884,169 31,682
American Energy (Marcellus), Term Loan B, (3-month USD-LIBOR + 3.25%) 0% 2020 1,190,149 669,459
American Energy (Permian Basin) (3-month USD-LIBOR + 6.50%) 8.287% 2019 150,000 135,750
American Energy (Permian Basin), 7.125% 2020 1,295,000 964,775
American Energy (Permian Basin), 7.375% 2021 340,000 253,300
Amgen Inc. 1.85% 2021 420,000 402,683
Amgen Inc. 2.25% 2023 2,000,000 1,885,882
Anheuser-Busch InBev NV 3.30% 2023 635,000 635,844
Anheuser-Busch InBev NV 3.50% 2024 1,545,000 1,556,425
Anheuser-Busch InBev NV 3.75% 2022 775,000 790,960
Anheuser-Busch InBev NV 4.00% 2028 1,736,000 1,758,462
Anheuser-Busch InBev NV 4.90% 2046 440,000 475,567
Apple Inc. 2.50% 2022 1,200,000 1,181,780
Apple Inc. 3.35% 2027 1,075,000 1,062,509
Applied Systems, Inc., Term Loan, (3-month USD-LIBOR + 7.00%) 0% 2025 80,000 82,900
Argentine Republic (Badlar Private Banks ARS Index + 2.00%) 24.225% 2022 30,713,000 1,566,400
Argentine Republic 2.50% 2021 73,268,310 3,536,411
Argentine Republic 5.875% 2028 2,100,000 1,978,988
Argentine Republic 6.875% 2021 3,575,000 3,796,203
Argentine Republic 6.875% 2048 1,695,000 1,549,866
Argentine Republic 7.50% 2026 2,200,000 2,355,100
Assicurazioni Generali SPA 7.75% 2042 1,500,000 2,321,824
Associated Materials, LLC 9.00% 2024 1,075,000 1,155,625
Australia (Commonwealth of), Series 128, 5.75% 2022 16,150,000 14,175,188
Australia (Commonwealth of), Series 133, 5.50% 2023 6,625,000 5,853,667
Autoridad del Canal de Panama 4.95% 2035 1,000,000 1,077,500
Avis Budget Group, Inc. 5.50% 2023 400,000 397,500
Aviva PLC 6.125% 2043 1,500,000 2,239,025
Aviva PLC, subordinated 6.875% 2058 470,000 865,184
Avon Products, Inc. 7.875% 2022 250,000 256,875
B&G Foods, Inc. 5.25% 2025 105,000 98,044
BJ's Wholesale Club, Term Loan, (3-month USD-LIBOR + 7.50%) 9.191% 2025 200,000 201,188
BMW US CAPITAL 4(2) CP 4/13/2018 10,000,000 9,992,458
Ball Corp. 4.375% 2020 300,000 306,000
Banco Bilbao Vizcaya Argentaria SA 3.50% 2024 3,300,000 4,194,497
Banco Nacional de Comercio Exterior SNC 3.80% 2026 880,000 865,700
Bank of America Corp. 2.625% 2020 1,550,000 1,539,635
Bank of America Corp. 3.419% 2028 1,252,000 1,199,898
Bank of America Corp. 3.55% 2024 1,400,000 1,404,740
Bank of Thailand 0% 2018 201,169,000 6,378,969
Bank of Thailand 1.34% 2020 35,000,000 1,115,976
Bank of Thailand 1.49% 2019 594,646,000 19,033,883
Bank of Thailand 1.50% 2019 168,310,000 5,388,563
Barclays Bank PLC 6.00% 2021 1,000,000 1,401,647
Barclays Bank PLC 6.625% 2022 1,070,000 1,586,791
Baxalta Inc. 4.00% 2025 1,580,000 1,579,028
Bayer AG 3.375% 2024 840,000 826,405
Becton, Dickinson and Co. 2.675% 2019 353,000 350,781
Becton, Dickinson and Co. 3.70% 2027 1,430,000 1,382,354
Belgium (Kingdom of), Series 77, 1.00% 2026 6,480,000 8,292,121
Blackstone CQP Holdco LP, 6.00% 2021 225,000 226,688
Blackstone CQP Holdco LP, 6.50% 2021 3,150,000 3,181,500
Bohai Financial Investment Holding Co., Ltd. 5.50% 2024 375,000 364,688
Brandywine Operating Partnership, LP 3.95% 2023 190,000 191,831
Brazil (Federative Republic of) 0% 2020 15,000 4,035,621
Brazil (Federative Republic of) 0% 2020 8,000 2,060,738
Brazil (Federative Republic of) 0% 2021 67,600 15,844,747
Brazil (Federative Republic of) 10.00% 2025 28,190 8,868,826
British American Tobacco International Finance PLC 2.75% 2020 530,000 525,685
British American Tobacco International Finance PLC 3.50% 2022 385,000 384,097
British American Tobacco PLC 3.557% 2027 1,545,000 1,480,453
British American Tobacco PLC 4.39% 2037 1,190,000 1,184,514
Buenos Aires (City of) (Badlar Private Banks ARS Index + 3.75%) 29% 2028 13,568,000 686,118
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 675,000 646,971
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 2028 575,000 541,938
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 2026 800,000 798,008
CF Industries, Inc. 4.95% 2043 545,000 477,556
CIT Group Inc. 3.875% 2019 1,975,000 1,989,319
CMS Energy Corp. 3.875% 2024 100,000 101,402
CMS Energy Corp. 4.875% 2044 1,121,000 1,238,321
CMS Energy Corp. 5.05% 2022 392,000 415,567
CMS Energy Corp. 8.75% 2019 86,000 91,510
CONSOL Energy Inc. 5.875% 2022 2,275,000 2,294,906
CVR Partners, LP 9.25% 2023 275,000 293,824
CVS Health Corp. 1.90% 2018 430,000 429,129
CVS Health Corp. 2.80% 2020 430,000 427,507
CVS Health Corp. 3.125% 2020 1,000,000 1,002,412
CVS Health Corp. 3.35% 2021 520,000 523,102
CVS Health Corp. 3.50% 2022 430,000 429,370
CVS Health Corp. 3.70% 2023 2,935,000 2,947,260
CVS Health Corp. 4.10% 2025 670,000 675,161
CVS Health Corp. 4.30% 2028 4,275,000 4,309,893
CVS Health Corp. 4.78% 2038 1,285,000 1,304,346
CVS Health Corp. 5.05% 2048 4,700,000 4,952,686
Cablevision Systems Corp. 6.75% 2021 1,125,000 1,174,219
CaixaBank, SA 3.50% 2027 1,300,000 1,721,333
CaixaBank, SA 5.00% 2023 2,300,000 2,913,111
Calpine Corp. 5.25% 2026 855,000 828,281
Canada 1.00% 2022 4,050,000 3,016,870
Canada 2.25% 2025 21,850,000 17,176,591
Canada 3.50% 2020 2,500,000 3,297,360
Centene Corp. 4.75% 2022 1,590,000 1,617,825
Centene Corp. 4.75% 2025 150,000 146,625
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 235,849 242,248
CenturyLink, Inc. 6.75% 2023 1,000,000 977,500
Cequel Communications Holdings I, LLC and Cequel Capital Corp. 6.375% 2020 763,000 778,260
Chemours Co. 6.625% 2023 680,000 716,550
Chesapeake Energy Corp. 4.875% 2022 1,400,000 1,302,000
Chesapeake Energy Corp. 8.00% 2025 450,000 436,500
Chesapeake Energy Corp. 8.00% 2027 825,000 789,938
Chevron Corp. 2.954% 2026 1,175,000 1,130,941
Chile (Banco Central de) 4.50% 2021 10,455,000,000 17,750,561
Chile (Republic of) 3.86% 2047 750,000 732,750
Citigroup Inc. 1.70% 2018 375,000 374,800
Citigroup Inc. 2.35% 2021 1,500,000 1,457,336
Citigroup Inc. 2.50% 2018 200,000 200,124
Citigroup Inc. 2.55% 2019 2,800,000 2,797,721
Clear Channel Worldwide Holdings, Inc. 7.625% 2020 1,765,000 1,769,413
Cleveland-Cliffs Inc. 4.875% 2024 332,000 322,870
Cleveland-Cliffs Inc. 5.75% 2025 2,200,000 2,109,250
Columbia Pipeline Partners LP 2.45% 2018 620,000 619,629
Columbia Pipeline Partners LP 3.30% 2020 85,000 84,856
Commercial Mortgage Trust, Series 2014-UBS2, Class A1, 1.298% 2047 389,983 388,204
Concordia Healthcare Corp, Term Loan B, (3-month USD-LIBOR + 4.25%) 6.127% 2021 284,168 255,041
Concordia Healthcare Corp. 7.00% 2023 1,090,000 79,025
Concordia Healthcare Corp. 9.50% 2022 580,000 40,600
Consumers Energy Co. 3.375% 2023 345,000 346,514
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 2020 8,190 8,385
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 56,626 59,638
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 16,944 18,181
Convey Park Energy LLC 7.50% 2025 275,000 275,000
Core Industrial Trust, Series 2015-CALW, Class A, 3.04% 2034 1,460,000 1,460,835
Corporate Risk Holdings LLC 13.50% 2020 165,949 177,565
Corporate Risk Holdings LLC 9.50% 2019 1,353,000 1,417,268
Cote d'Ivoire (Republic of) 5.25% 2030 900,000 1,111,273
Crédit Agricole SA 4.375% 2025 1,100,000 1,098,621
Czech Republic 0.45% 2023 91,820,000 4,270,539
DCP Midstream Operating LP 4.95% 2022 640,000 646,400
DaVita HealthCare Partners Inc. 5.00% 2025 480,000 465,144
DaimlerChrysler North America Holding Corp. 2.00% 2021 2,100,000 2,022,926
DaimlerChrysler North America Holding Corp. 2.25% 2020 2,000,000 1,968,936
DaimlerChrysler North America Holding Corp. 2.875% 2021 2,275,000 2,252,136
DaimlerChrysler North America Holding Corp. 3.00% 2021 6,425,000 6,389,971
Deutsche Telekom International Finance BV 1.95% 2021 575,000 551,615
Deutsche Telekom International Finance BV 2.82% 2022 1,675,000 1,646,436
Deutsche Telekom International Finance BV 3.60% 2027 890,000 874,758
Deutsche Telekom International Finance BV 7.50% 2033 200,000 423,161
Deutsche Telekom International Finance BV 9.25% 2032 1,930,000 2,914,491
Devon Energy Corp. 3.25% 2022 170,000 168,170
Diamond Offshore Drilling, Inc. 4.875% 2043 675,000 486,000
Diamond Offshore Drilling, Inc. 7.875% 2025 350,000 352,188
Dominican Republic 5.50% 2025 1,375,000 1,418,258
Dominican Republic 7.50% 2021 2,000,000 2,131,860
Dominican Republic 8.625% 2027 225,000 267,188
Duke Energy Corp. 2.65% 2026 2,695,000 2,462,543
Duke Energy Corp. 3.75% 2024 550,000 550,861
EMD Finance LLC 2.40% 2020 1,485,000 1,469,372
EMD Finance LLC 2.95% 2022 225,000 221,711
EMD Finance LLC 3.25% 2025 1,650,000 1,605,861
EchoStar Corp. 6.625% 2026 325,000 325,813
Egypt (Arab Republic of) 0% 2018 82,600,000 4,687,257
Egypt (Arab Republic of) 0% 2018 75,500,000 4,283,921
Egypt (Arab Republic of) 0% 2018 50,000,000 2,793,159
Egypt (Arab Republic of) 7.50% 2027 2,200,000 2,386,267
Electricité de France SA 6.00% 2114 100,000 194,487
Electricité de France SA 6.95% 2039 625,000 838,478
Enbridge Energy Partners, LP 4.375% 2020 480,000 490,854
Enbridge Energy Partners, LP 5.20% 2020 1,535,000 1,585,043
Enbridge Energy Partners, LP 9.875% 2019 750,000 794,967
Enbridge Energy Partners, LP, Series B, 6.50% 2018 820,000 821,050
Enbridge Inc. 3.70% 2027 754,000 723,677
Enbridge Inc. 4.00% 2023 600,000 604,515
Enbridge Inc. 4.25% 2026 655,000 658,954
Endo International PLC 5.75% 2022 780,000 643,500
Endo International PLC 6.00% 2025 300,000 216,750
Enel Finance International SA 2.75% 2023 5,000,000 4,835,560
Enel Finance International SA 3.50% 2028 1,800,000 1,687,055
Enel Finance International SA 3.625% 2027 2,375,000 2,264,795
Energy Transfer Partners, LP 4.00% 2027 1,054,000 999,743
Energy Transfer Partners, LP 4.20% 2027 260,000 251,304
Energy Transfer Partners, LP 5.50% 2027 575,000 577,875
Energy Transfer Partners, LP 5.875% 2024 600,000 621,000
Enersis Américas SA 4.00% 2026 1,960,000 1,920,134
Ensco PLC 7.75% 2026 525,000 483,000
Ensco PLC, 5.75% 2044 1,030,000 708,125
Envision Healthcare Corp. 5.125% 2022 190,000 190,000
Equinix, Inc. 5.375% 2027 200,000 203,500
Essex Portfolio LP 3.375% 2026 885,000 851,542
Essex Portfolio LP 3.50% 2025 2,835,000 2,780,171
Euramax International, Inc. 12.00% 2020 575,000 610,938
European Investment Bank 2.25% 2022 3,567,000 3,500,333
Exelon Corp. 3.40% 2026 1,465,000 1,416,233
Exelon Corp. 3.497% 2022 525,000 520,302
Extraction Oil & Gas, Inc. 5.625% 2026 400,000 378,500
Exxon Mobil Corp. 2.222% 2021 570,000 562,066
FED HM LN BK BD 4/16/2018 50,000,000 49,968,000
FED HM LN BK BD 5/2/2018 5,700,000 5,692,020
FED HM LN BK BD 5/30/2018 10,000,000 9,972,200
FMG Resources 9.75% 2022 990,000 1,091,475
Fannie Mae 3.00% 2033 950,000 947,324
Fannie Mae 3.50% 2042 268,803 271,200
Fannie Mae 3.50% 2042 381,175 384,595
Fannie Mae 3.50% 2042 784,131 791,005
Fannie Mae 3.50% 2048 6,250,000 6,241,288
Fannie Mae 4.00% 2048 9,350,000 9,574,896
Fannie Mae, Series 2012-M17, Class A2, Multi Family 2.184% 2022 2,000,000 1,939,424
Federative Republic of Brazil 0.0% 2022 79,000 17,622,263
First Data Corp. 5.00% 2024 225,000 225,844
First Data Corp. 5.375% 2023 175,000 178,500
First Quantum Minerals Ltd. 6.875% 2026 525,000 500,063
First Quantum Minerals Ltd. 7.00% 2021 1,656,000 1,663,245
First Quantum Minerals Ltd. 7.50% 2025 1,375,000 1,355,234
FirstEnergy Corp. 3.50% 2028 645,000 617,422
FirstEnergy Corp. 3.90% 2027 3,915,000 3,849,620
FirstEnergy Corp. 4.85% 2047 380,000 400,579
Ford Motor Credit Co. 2.375% 2019 2,550,000 2,536,638
Ford Motor Credit Co. 2.597% 2019 2,020,000 2,004,482
Ford Motor Credit Co. 3.20% 2021 3,170,000 3,145,442
Ford Motor Credit Co. 3.339% 2022 620,000 610,317
France Telecom 5.375% 2050 300,000 600,747
France Télécom 9.0% 2031 1,824,000 2,673,103
Freddie Mac, Series 3213, Class OG, principal only, 0% 2036 13,197 11,817
Freddie Mac, Series 3292, Class BO, principal only, 0% 2037 47,724 41,000
Freeport-McMoRan Inc. 3.55% 2022 1,386,000 1,344,420
French Republic O.A.T. 2.00% 2048 1,490,000 2,027,235
French Republic O.A.T. 3.25% 2045 1,200,000 2,063,518
Frontier Communications Corp. 10.50% 2022 375,000 315,499
Frontier Communications Corp. 11.00% 2025 2,075,000 1,565,328
Genesis Energy, LP 6.50% 2025 350,000 344,750
Genesis Energy, LP 6.75% 2022 425,000 438,281
Genesys Telecommunications Laboratories, Inc. 10.00% 2024 75,000 83,438
Germany (Federal Republic of) 0.10% 2023 1,418,121 1,884,241
Germany (Federal Republic of) 0.10% 2026 6,338,942 8,601,461
Germany (Federal Republic of) 0.50% 2027 89,300,000 110,564,062
Germany (Federal Republic of) 0.50% 2028 11,225,000 13,823,693
Germany (Federal Republic of) 1.25% 2048 4,100,000 5,171,294
Germany (Federal Republic of) 2.50% 2046 10,770,000 17,723,683
Germany (Federal Republic of) 4.75% 2040 200,000 431,291
Germany (Federal Republic of) 6.25% 2030 1,800,000 3,647,354
Gogo Inc. 12.50% 2022 1,775,000 2,001,313
Goldman Sachs Group, Inc. 2.00% 2019 850,000 842,675
Goldman Sachs Group, Inc. 2.875% 2021 3,702,000 3,666,028
Goldman Sachs Group, Inc. 2.905% 2023 2,200,000 2,141,044
Goldman Sachs Group, Inc. 3.50% 2025 5,970,000 5,858,624
Goldman Sachs Group, Inc. 3.75% 2026 580,000 570,500
Goldman Sachs Group, Inc. 4.75% 2045 1,805,000 1,932,669
Government National Mortgage Assn. 4.00% 2048 7,241,000 7,429,614
Government National Mortgage Assn. 4.50% 2048 900,000 933,911
Greece (Hellenic Republic of) 3.50% 2023 505,499 625,641
Greece (Hellenic Republic of) 3.75% 2028 684,185 806,750
Greece (Hellenic Republic of) 3.90% 2033 714,749 811,287
Greece (Hellenic Republic of) 4.00% 2037 569,810 627,000
Greece (Hellenic Republic of) 4.20% 2042 559,124 615,360
Groupe BPCE SA 2.75% 2026 3,300,000 4,296,846
Groupe BPCE SA 4.625% 2023 1,200,000 1,738,243
Groupe BPCE SA 5.70% 2023 1,800,000 1,932,212
H.I.G. Capital, LLC 6.75% 2024 318,000 316,712
HCA Inc. 5.25% 2026 125,000 126,938
HSBC Holdings PLC 3.033% 2023 1,180,000 1,152,284
HSBC Holdings PLC 3.375% 2024 1,700,000 2,143,750
HSBC Holdings PLC 3.90% 2026 4,200,000 4,193,225
HSBC Holdings PLC 4.00% 2022 305,000 312,469
Halliburton Co. 3.80% 2025 2,220,000 2,232,357
Hanesbrands Inc. 4.625% 2024 85,000 83,619
Hanesbrands Inc. 4.875% 2026 350,000 341,250
Hardwoods Acquisition Inc 7.50% 2021 328,000 300,120
Harris Corp. 1.999% 2018 700,000 699,841
Harris Corp. 2.70% 2020 155,000 153,694
Healthsouth Corp. 5.75% 2025 720,000 738,000
Hertz Global Holdings Inc. 7.625% 2022 845,000 856,619
Holcim Ltd. 5.15% 2023 1,290,000 1,359,242
Humana Inc. 3.85% 2024 1,000,000 1,004,640
Hungary 3.875% 2020 1,000,000 1,325,005
Hungary 5.375% 2024 2,700,000 2,946,278
Huntsman International LLC 4.875% 2020 500,000 511,250
Husky Energy Inc. 7.25% 2019 250,000 267,011
Hyundai Capital America 2.55% 2020 2,580,000 2,540,797
Hyundai Capital America 3.25% 2022 658,000 646,671
Hyundai Capital Services Inc. 2.625% 2020 500,000 491,060
Hyundai Capital Services Inc. 3.75% 2023 2,450,000 2,433,788
Icahn Enterprises Finance Corp. 6.25% 2022 550,000 561,000
Imperial Tobacco Finance PLC 3.50% 2023 2,000,000 1,979,266
India (Republic of) 6.79% 2027 590,000,000 8,605,525
India (Republic of) 6.97% 2026 431,000,000 6,349,339
India (Republic of) 7.59% 2029 375,800,000 5,734,517
India (Republic of) 7.61% 2030 167,270,000 2,542,838
India (Republic of) 7.68% 2023 224,400,000 3,485,644
India (Republic of) 7.80% 2021 727,600,000 11,374,450
India (Republic of) 7.88% 2030 25,000,000 385,512
India (Republic of) 8.40% 2024 560,000,000 8,958,092
India (Republic of) 8.83% 2023 1,284,200,000 20,882,966
Indonesia (Republic of) 3.75% 2022 2,960,000 2,970,526
Indonesia (Republic of) 4.75% 2026 3,500,000 3,664,469
Infor Software 7.875% 2021 175,000 177,406
Inmarsat PLC 4.875% 2022 1,075,000 1,050,813
Intelsat Jackson Holding Co. 6.625% 2024 175,000 177,917
Intelsat Jackson Holding Co. 7.50% 2021 365,000 332,150
Intelsat Jackson Holding Co. 8.00% 2024 575,000 605,906
International Paper Co. 7.30% 2039 600,000 787,297
Intesa Sanpaolo SpA 5.017% 2024 2,510,000 2,478,000
Intesa Sanpaolo SpA 6.625% 2023 1,885,000 2,864,860
Iraq (Republic of) 6.752% 2023 545,000 554,369
Ireland (Republic of) 0.90% 2028 7,000,000 8,611,419
Iron Mountain Inc. 4.875% 2027 235,000 219,138
Israel (State of) 2.00% 2027 28,300,000 8,306,610
Israel (State of) 5.50% 2042 29,300,000 12,542,548
Italy (Republic of) 1.50% 2025 7,810,000 9,760,343
Italy (Republic of) 4.50% 2024 2,500,000 3,705,448
Italy (Republic of) 4.75% 2023 2,900,000 4,319,169
JPMorgan Chase & Co. 2.55% 2021 6,039,000 5,944,840
JPMorgan Chase & Co. 2.604% 2021 1,700,000 1,691,031
JPMorgan Chase & Co. 3.25% 2022 1,000,000 997,341
Jaguar Holding Co. 6.375% 2023 225,000 228,094
Japan, Series 116, 2.20% 2030 1,735,000,000 20,318,928
Japan, Series 128, 0.10% 2021 1,395,000,000 13,206,149
Japan, Series 134, 0.10% 2022 1,350,000,000 12,817,013
Japan, Series 145, 1.70% 2033 2,210,000,000 25,180,500
Japan, Series 18, 0.10% 2024 3,969,350,000 39,117,165
Japan, Series 19, 0.10% 2024 2,683,025,000 26,554,136
Japan, Series 20, 0.10% 2025 673,350,000 6,667,371
Japan, Series 21, 0.10% 2026 978,763,500 9,736,631
Japan, Series 21, 2.30% 2035 720,000,000 8,944,815
Japan, Series 336, 0.50% 2024 800,000,000 7,813,723
Japan, Series 337, 0.30% 2024 880,000,000 8,482,512
Japan, Series 340, 0.40% 2025 435,000,000 4,227,114
Japan, Series 344, 0.10% 2026 1,355,000,000 12,864,586
Japan, Series 346, 0.10% 2027 3,125,000,000 29,649,717
Japan, Series 42, 1.70% 2044 450,000,000 5,271,722
Japan, Series 57, 0.80% 2047 2,605,000,000 24,897,978
Japan, Series 683, 0% 2018 11,900,000,000 111,854,856
Jonah Energy LLC 7.25% 2025 200,000 181,000
Jordan (Hashemite Kingdom of) 5.75% 2027 1,035,000 1,009,456
Jupiter Resources Inc. 8.50% 2022 150,000 69,750
KfW 2.125% 2022 3,955,000 3,864,391
Kimco Realty Corp. 6.875% 2019 1,250,000 1,321,404
Kinder Morgan Energy Partners, LP 3.45% 2023 2,250,000 2,213,420
Kinder Morgan Energy Partners, LP 3.50% 2021 175,000 175,200
Kinder Morgan Energy Partners, LP 3.50% 2023 1,600,000 1,568,920
Kinder Morgan Energy Partners, LP 4.15% 2024 1,700,000 1,707,861
Kinder Morgan Energy Partners, LP 5.50% 2044 4,225,000 4,326,408
Kinder Morgan, Inc. 4.30% 2028 2,185,000 2,180,392
Kinetic Concepts, Inc. 12.50% 2021 325,000 368,875
Korea Housing Finance Corp. 2.00% 2021 2,525,000 2,414,604
Korea Housing Finance Corp. 2.50% 2020 2,250,000 2,208,150
Kraft Heinz Co. 4.375% 2046 825,000 754,585
Kratos Defense & Security Solutions, Inc. 6.50% 2025 85,000 88,081
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 10.023% 2024 425,000 441,823
Kuwait (State of) 2.75% 2022 3,550,000 3,483,438
LSC Communications, Inc. 8.75% 2023 475,000 490,580
Liberty Global PLC 5.50% 2028 375,000 346,875
Ligado Networks, Term Loan, (3-month USD-LIBOR + 8.75%) 10.785% 2020 1,581,535 1,421,405
Lima Metro Line Finance Ltd. 5.875% 2034 2,000,000 2,072,500
Limited Brands, Inc. 5.25% 2028 160,000 151,000
Limited Brands, Inc. 6.875% 2035 125,000 121,875
Lithuania (Republic of) 7.375% 2020 2,475,000 2,681,836
Lloyds Banking Group PLC 6.50% 2020 1,090,000 1,505,781
Lloyds Banking Group PLC 7.625 % 2025 655,000 1,196,887
Lockheed Martin Corp. 2.50% 2020 205,000 203,223
Lockheed Martin Corp. 3.10% 2023 170,000 169,104
Lockheed Martin Corp. 3.55% 2026 270,000 268,041
Malaysia (Federation of), Series 0115, 3.955% 2025 28,150,000 7,280,807
Malaysia (Federation of), Series 0116, 3.80% 2023 51,563,000 13,326,169
Malaysia (Federation of), Series 0117, 3.882% 2022 17,437,000 4,562,593
Malaysia (Federation of), Series 0212, 3.892% 2027 850,000 216,478
Malaysia (Federation of), Series 0215, 3.795% 2022 6,000,000 1,556,606
Malaysia (Federation of), Series 0310, 4.498% 2030 42,250,000 11,092,263
Malaysia (Federation of), Series 0314, 4.048% 2021 7,600,000 1,996,867
Malaysia (Federation of), Series 0315, 3.659% 2020 30,935,000 8,051,178
Malaysia (Federation of), Series 0316, 3.90% 2026 23,250,000 5,965,777
Malaysia (Federation of), Series 0511, 3.58% 2018 6,155,000 1,594,546
Malaysia (Federation of), Series 0515, 3.759% 2019 14,650,000 3,809,898
Mallinckrodt PLC 4.875% 2020 785,000 749,675
McAfee, LLC, Term Loan, (3-month USD-LIBOR + 4.50%) 6.377% 2024 399,372 403,815
McDonald's Corp. 3.35% 2023 1,420,000 1,428,976
McDonald's Corp. 3.70% 2026 650,000 654,361
McDonald's Corp. 4.875% 2045 430,000 467,842
Medtronic, Inc. 3.50% 2025 3,500,000 3,499,888
Meredith Corp. 6.875% 2026 225,000 231,469
Meritage Homes Corp. 5.125% 2027 375,000 355,313
Microsoft Corp. 3.30% 2027 2,510,000 2,493,037
MidAmerican Energy Co. 4.40% 2044 240,000 258,320
Molina Healthcare, Inc. 4.875% 2025 420,000 393,750
Molina Healthcare, Inc. 5.375% 2022 1,225,000 1,215,813
Morgan Stanley 3.125% 2026 1,421,000 1,345,346
Morgan Stanley 3.875% 2026 1,580,000 1,579,286
Morocco (Kingdom of) 5.50% 2042 3,100,000 3,307,204
NGL Energy Partners LP 6.125% 2025 985,000 943,138
NGL Energy Partners LP 6.875% 2021 880,000 881,100
NN Group NV, 4.50% (undated) 2,720,000 3,645,133
NN Group NV, 4.625% 2044 1,320,000 1,818,232
NRG Energy, Inc. 6.25% 2022 550,000 569,085
National Highways Authority of India 7.17% 2021 220,000,000 3,333,719
National Highways Authority of India 7.27% 2022 50,000,000 757,788
National Rural Utilities Cooperative Finance Corp. 10.375% 2018 550,000 574,583
Navient Corp. 4.875% 2019 590,000 596,195
Navient Corp. 5.5% 2023 1,195,000 1,178,569
Navient Corp. 6.125% 2024 125,000 125,156
Navient Corp. 6.50% 2022 515,000 533,025
Neiman Marcus Group LTD Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 4.941% 2020 149,065 129,174
Niagara Mohawk Power Corp. 3.508% 2024 180,000 180,570
Niagara Mohawk Power Corp. 4.278% 2034 300,000 312,650
Nigeria (Republic of) 0% 2018 850,000,000 2,149,690
Nigeria (Republic of) 0% 2018 1,412,255,000 3,678,673
Nigeria (Republic of) 0% 2018 88,755,000 235,887
Nigeria (Republic of) 0% 2018 266,265,000 701,755
Nigeria (Republic of) 0% 2018 443,770,000 1,162,463
Nigeria (Republic of) 0% 2018 339,870,000 900,767
Nigeria (Republic of) 0% 2018 763,285,000 2,044,682
Nigeria (Republic of) 6.50% 2027 465,000 472,175
Noble Corp. PLC 7.95% 2025 250,000 222,500
Noble Corp. PLC 8.95% 2045 650,000 539,500
Norway (Kingdom of) 3.75% 2021 58,500,000 8,050,064
Nova Chemicals Corp 5.25% 2027 500,000 476,250
Novelis Corp. 5.875% 2026 325,000 320,938
Nykredit Realkredit AS, Series 01E, 2.00% 2037 66,310,854 11,448,380
Nykredit Realkredit AS, Series 01E, 2.50% 2047 15,624,645 2,692,393
Odebrecht Drilling Norbe 7.72% 2026 424,415 126,263
Oracle Corp. 3.25% 2027 4,140,000 4,040,371
PG&E Corp. 2.40% 2019 555,000 551,489
PNC Bank 2.30% 2020 865,000 852,170
PNC Bank 2.40% 2019 1,225,000 1,217,530
PNC Bank 2.60% 2020 275,000 272,823
Pacific Gas and Electric Co. 2.95% 2026 590,000 551,855
Pacific Gas and Electric Co. 3.25% 2023 580,000 571,215
Pacific Gas and Electric Co. 3.30% 2027 2,625,000 2,495,918
Pacific Gas and Electric Co. 3.30% 2027 1,125,000 1,066,037
Pacific Gas and Electric Co. 3.75% 2042 630,000 564,729
Pacific Gas and Electric Co. 3.85% 2023 300,000 305,714
Pacific Gas and Electric Co. 3.95% 2047 1,250,000 1,160,240
Pacific Gas and Electric Co. 4.25% 2046 1,900,000 1,842,295
Pakistan (Islamic Republic of) 5.50% 2021 3,535,000 3,480,041
Pakistan (Islamic Republic of) 8.25% 2024 2,240,000 2,341,510
Paraguay (Republic of) 5.60% 2048 2,340,000 2,386,800
Peabody Energy Corp. 6.00% 2022 150,000 153,563
Peabody Energy Corp. 6.375% 2025 100,000 104,125
Pernod Ricard SA 4.45% 2022 730,000 758,317
Peru (Republic of) 5.625% 2050 280,000 337,400
Petrobras Global Finance Co. 5.299% 2025 1,650,000 1,631,438
Petrobras Global Finance Co. 6.125% 2022 1,935,000 2,072,385
Petrobras Global Finance Co. 6.85% 2115 2,000,000 1,900,000
Petróleos Mexicanos 6.35% 2048 927,000 900,349
Petróleos Mexicanos 6.50% 2027 2,675,000 2,860,244
Petsmart, Inc. 5.875% 2025 2,120,000 1,542,300
Petsmart, Inc. 8.875% 2025 1,075,000 618,125
Philip Morris International Inc. 2.00% 2020 950,000 936,043
Philip Morris International Inc. 2.625% 2022 280,000 274,461
Philip Morris International Inc. 4.25% 2044 475,000 476,628
Phillips 66 Partners LP 4.68% 2045 110,000 107,515
Pisces Parent, LLC 8.00% 2026 250,000 250,000
Ply Gem Industries, Inc. 6.50% 2022 500,000 516,663
Poland (Republic of) 3.25% 2026 4,100,000 4,072,817
Poland (Republic of), Series 0420, 1.50% 2020 39,750,000 11,626,046
Poland (Republic of), Series 0725, 3.25% 2025 22,500,000 6,734,389
Poland (Republic of), Series 0922, 5.75% 2022 34,600,000 11,621,775
Poland (Republic of), Series 1020, 5.25% 2020 38,600,000 12,316,954
Poland (Republic of), Series 1021, 5.75% 2021 134,580,000 44,492,408
Poland (Republic of), Series 1023, 4.00% 2023 31,140,000 9,800,528
Portuguese Republic 2.875% 2025 8,500,000 11,770,152
Portuguese Republic 2.875% 2026 4,200,000 5,808,781
Portuguese Republic 4.125% 2027 14,790,000 22,342,230
Progress Energy, Inc. 7.05% 2019 910,000 944,545
Progress Energy, Inc. 7.75% 2031 550,000 749,823
Prologis, Inc. 4.25% 2023 2,075,000 2,165,030
Public Service Enterprise Group Inc., Series E, 5.30% 2018 1,520,000 1,523,443
Puget Energy, Inc. 5.625% 2022 480,000 516,263
Puget Energy, Inc. 6.00% 2021 1,023,000 1,110,384
Puget Energy, Inc. 6.50% 2020 335,000 361,522
QGOG Constellation SA 9.50% 2024 2,153,045 1,049,609
Quebec (Province of) 2.375% 2022 1,748,000 1,718,616
Quintiles Transnational Corp. 4.875% 2023 400,000 409,500
R.R. Donnelley & Sons Co. 6.50% 2023 625,000 618,750
R.R. Donnelley & Sons Co. 7.875% 2021 300,000 312,735
RCI Banque 3.50% 2018 1,500,000 1,500,000
Rabobank Nederland 2.50% 2026 3,300,000 4,284,311
Rabobank Nederland 4.625% 2023 2,180,000 2,274,196
Rayonier Advanced Materials Inc. 5.50% 2024 350,000 344,750
Realkredit Danmark AS, Series 22S, 2.00% 2037 65,019,637 11,212,040
Reynolds American Inc. 2.30% 2018 230,000 229,894
Reynolds American Inc. 3.25% 2020 640,000 640,317
Reynolds American Inc. 4.00% 2022 455,000 463,183
Reynolds American Inc. 4.45% 2025 2,115,000 2,177,741
Reynolds Group Inc. 5.75% 2020 256,814 260,345
Roche Holdings, Inc. 2.375% 2027 725,000 667,441
Roche Holdings, Inc. 2.875% 2021 1,250,000 1,246,295
Roche Holdings, Inc. 3.35% 2024 3,050,000 3,065,265
Romania 2.30% 2020 15,125,000 3,906,035
Romania 2.75% 2025 1,285,000 1,717,981
Romania 3.25% 2021 15,110,000 3,987,218
Romania 3.375% 2038 4,170,000 5,143,712
Romania 3.40% 2022 3,250,000 846,976
Romania 3.875% 2035 2,810,000 3,729,001
Romania 5.95% 2021 15,290,000 4,351,238
Royal Dutch Shell PLC 1.375% 2019 2,000,000 1,964,522
Royal Dutch Shell PLC 1.75% 2021 1,740,000 1,668,364
Ryerson Inc. 11.00% 2022 835,000 922,675
SM Energy Co. 5.625% 2025 450,000 428,625
SM Energy Co. 6.50% 2021 75,000 75,938
SOCIETE GENERALE 4(2) CP 4/2/2018 15,900,000 15,897,138
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 550,000 546,563
Santander Holdings USA, Inc. 3.70% 2022 4,475,000 4,487,239
Saudi Arabia (Kingdom of) 2.894% 2022 1,900,000 1,851,048
Saudi Arabia (Kingdom of) 3.625% 2028 3,840,000 3,652,950
Saudi Arabia (Kingdom of) 3.628% 2027 1,900,000 1,829,016
Scentre Group 3.75% 2027 300,000 295,847
Scentre Group, 3.50% 2025 600,000 592,394
Schlumberger BV 4.00% 2025 1,460,000 1,486,188
Shelf Drilling, Ltd. 8.25% 2025 300,000 301,875
Shire PLC 1.90% 2019 2,000,000 1,967,528
Shire PLC 2.40% 2021 4,350,000 4,202,613
Shire PLC 2.875% 2023 445,000 425,201
Shire PLC 3.20% 2026 405,000 378,089
Sierra Pacific Power Co., General and Refunding Mortgage Notes, Series T, 3.375% 2023 2,450,000 2,483,653
Sirius XM Radio Inc 3.875% 2022 300,000 289,500
Skandinaviska Enskilda Banken AB 2.625% 2021 2,250,000 2,217,328
Skandinaviska Enskilda Banken AB 2.80% 2022 5,100,000 5,005,925
SoftBank Group Corp. 4.50% 2020 1,575,000 1,610,123
South Africa (Republic of), Series R-186, 10.50% 2026 41,900,000 4,094,883
South Africa (Republic of), Series R-214, 6.50% 2041 145,850,000 9,523,323
South Korea (Republic of), Series 2203, 1.875% 2022 3,540,000,000 3,255,794
South Korea (Republic of), Series 2209, 2.00% 2022 18,275,400,000 16,838,675
South Korea (Republic of), Series 2712, 2.375% 2027 7,000,000,000 6,425,257
Southwestern Energy Co. 4.10% 2022 1,315,000 1,265,688
Spain (Kingdom of) 1.30% 2026 6,730,000 8,531,667
Spain (Kingdom of) 1.40% 2028 4,680,000 5,890,203
Spain (Kingdom of) 2.70% 2028 10,825,000 14,666,714
Spain (Kingdom of) 2.90% 2046 1,870,000 2,660,139
Spain (Kingdom of) 3.80% 2024 6,150,000 9,091,837
Staples Inc. 8.50% 2025 205,000 190,138
Starwood Property Trust, Inc. 5.00% 2021 350,000 357,875
State Grid Overseas Investment Ltd. 3.50% 2027 5,600,000 5,402,270
Statoil ASA 3.70% 2024 1,950,000 1,986,153
Statoil ASA 4.25% 2041 1,000,000 1,050,416
Sunoco LP 4.875% 2023 130,000 125,613
Svenska Handelsbanken AB 2.656% 2024 2,170,000 2,722,164
Sweden (Kingdom of) 1.125% 2019 3,000,000 2,943,996
T-Mobile US, Inc. 6.50% 2026 500,000 532,500
Talen Energy Corp. 10.50% 2026 85,000 73,419
Talen Energy Corp. 9.50% 2022 360,000 351,000
Targa Resources Partners LP 4.125% 2019 425,000 427,125
Targa Resources Partners LP 6.75% 2024 265,000 281,226
Team Health Holdings, Inc. 6.375% 2025 620,000 534,812
Teco Finance, Inc. 5.15% 2020 75,000 77,682
Teekay Corp. 8.50% 2020 1,900,000 1,976,000
Tenet Healthcare Corp. 4.375% 2021 250,000 246,875
Tenet Healthcare Corp. 4.50% 2021 1,625,000 1,618,906
Tenet Healthcare Corp. 4.625% 2024 421,000 406,265
Tenet Healthcare Corp. 4.75% 2020 175,000 177,188
Tenet Healthcare Corp., 6.00% 2020 430,000 446,125
Teva Pharmaceutical Finance Company BV 2.20% 2021 270,000 243,277
Teva Pharmaceutical Finance Company BV 2.80% 2023 1,280,000 1,085,418
Teva Pharmaceutical Finance Company BV 3.15% 2026 2,420,000 1,944,947
Teva Pharmaceutical Finance Company BV 6.00% 2024 230,000 223,549
Thailand (Kingdom of) 1.875% 2022 258,200,000 8,317,269
Thailand (Kingdom of) 2.125% 2026 110,000,000 3,439,412
Thailand (Kingdom of) 3.85% 2025 65,000,000 2,307,818
Thermo Fisher Scientific Inc. 2.40% 2019 390,000 388,679
Transocean Inc. 9.00% 2023 306,000 326,655
Trilogy International Partners, LLC 8.875% 2022 950,000 976,125
Turkey (Republic of) 11.00% 2022 19,700,000 4,643,753
Turkey (Republic of) 6.25% 2022 1,880,000 1,994,214
U.S. Treasury 1.125% 2021 28,660,000 27,644,576
U.S. Treasury 1.625% 2020 16,075,000 15,787,901
U.S. Treasury 1.875% 2022 2,650,000 2,579,086
U.S. Treasury 1.875% 2024 9,400,000 8,968,916
U.S. Treasury 2.0% 2021 16,500,000 16,256,460
U.S. Treasury 2.00% 2022 3,500,000 3,418,380
U.S. Treasury 2.00% 2026 33,560,000 31,668,894
U.S. Treasury 2.125% 2022 41,955,000 41,151,981
U.S. Treasury 2.125% 2024 3,100,000 2,999,746
U.S. Treasury 2.25% 2027 27,700,000 26,545,741
U.S. Treasury 2.375% 2023 27,625,000 27,401,514
U.S. Treasury 2.625% 2023 6,900,000 6,921,804
U.S. Treasury 2.75% 2028 21,875,000 21,895,563
U.S. Treasury 2.75% 2047 18,900,000 18,058,761
U.S. Treasury Inflation-Protected Security 0.125% 2024 7,099,540 6,938,509
U.S. Treasury Inflation-Protected Security 0.25% 2025 11,617,926 11,365,556
U.S. Treasury Inflation-Protected Security 0.375% 2025 5,749,590 5,679,927
U.S. Treasury Inflation-Protected Security 0.375% 2027 3,745,886 3,653,059
U.S. Treasury Inflation-Protected Security 0.625% 2024 26,800,554 26,951,878
U.S. Treasury Inflation-Protected Security 0.625% 2026 10,120,204 10,124,191
U.S. Treasury Inflation-Protected Security 0.625% 2043 1,293,912 1,219,976
U.S. Treasury Inflation-Protected Security 0.75% 2042 685,694 667,796
U.S. Treasury Inflation-Protected Security 0.75% 2045 705,349 680,088
U.S. Treasury Inflation-Protected Security 1.00% 2046 18,780,367 19,231,468
U.S. Treasury Inflation-Protected Security 1.375% 2044 6,212,008 6,907,902
U.S. Treasury Inflation-Protected Security 2.375% 2025 1,512,446 1,694,066
USA Compression Partners, LP 6.875% 2026 100,000 101,750
Ultra Petroleum Corp. 6.875% 2022 630,000 550,463
Ultra Petroleum Corp. 7.125% 2025 250,000 205,938
UniCredit SPA 3.75% 2022 1,750,000 1,738,366
UniCredit SPA 4.625% 2027 2,150,000 2,174,605
Unisys Corp. 10.75% 2022 425,000 479,719
United Kingdom 1.25% 2027 11,475,000 15,905,685
United Kingdom 2.25% 2023 1,550,000 2,308,491
United Kingdom 2.75% 2024 3,200,000 4,937,348
United Kingdom 3.25% 2044 6,500,000 11,995,991
United Kingdom 3.50% 2045 2,590,000 5,007,037
United Kingdom 4.25% 2027 2,800,000 4,959,181
United Mexican States 4.00% 2040 421,647 2,377,100
United Mexican States, Series M, 5.75% 2026 6,545,000 32,725,000
United Mexican States, Series M, 6.50% 2021 4,323,000 23,312,336
United Mexican States, Series M, 6.50% 2022 1,191,000 6,387,573
United Mexican States, Series M, 8.00% 2020 925,000 5,172,572
United Mexican States, Series M20, 10.00% 2024 1,420,000 8,968,183
United Mexican States, Series M30, 10.00% 2036 350,000 2,392,437
United Mexican States, Series M30, 8.50% 2038 270,000 1,623,603
UnitedHealth Group Inc. 2.70% 2020 520,000 517,797
Uruguay (Oriental Republic of) 8.50% 2028 128,291,000 4,173,190
Uruguay (Oriental Republic of) 9.875% 2022 35,081,000 1,260,403
Vale SA 6.25% 2026 1,310,000 1,470,868
Valeant Pharmaceuticals International, Inc. 6.125% 2025 2,450,000 2,123,538
Valeant Pharmaceuticals International, Inc. 9.00% 2025 110,000 109,725
Valeant Pharmaceuticals International, Inc. 9.25% 2026 545,000 544,319
Venator Materials Corp. 5.75% 2025 150,000 150,375
Verizon Communications Inc. 4.125% 2046 1,814,000 1,636,165
Verizon Communications Inc. 4.50% 2033 1,920,000 1,947,147
Vine Oil & Gas LP 8.75% 2023 325,000 303,875
Virgin Australia Holdings Ltd. 8.50% 2019 325,000 334,734
Volkswagen Group of America Finance, LLC 2.45% 2019 545,000 539,417
WEA Finance LLC 2.70% 2019 1,185,000 1,179,662
WEA Finance LLC 3.25% 2020 3,030,000 3,034,927
WEA Finance LLC 3.75% 2024 535,000 536,176
WM. Wrigley Jr. Co 3.375% 2020 515,000 519,472
Warrior Met Coal, Inc. 8.00% 2024 250,000 255,000
Weatherford International PLC 4.50% 2022 525,000 438,375
Weatherford International PLC 6.50% 2036 650,000 466,375
Weatherford International PLC 6.75% 2040 1,280,000 915,200
Weatherford International PLC 8.25% 2023 850,000 741,625
Weatherford International PLC 9.875% 2024 125,000 114,688
Weatherford International PLC 9.875% 2025 325,000 294,028
WellPoint, Inc. 2.30% 2018 585,000 584,538
Wells Fargo & Co. 3.584% 2028 900,000 878,625
Western Gas Partners LP 3.95% 2025 2,900,000 2,829,553
Western Gas Partners LP 4.00% 2022 1,500,000 1,497,549
Westfield Corp. Ltd. 3.15% 2022 245,000 242,443
Williams Partners LP 4.125% 2020 375,000 381,087
Williams Partners LP 4.30% 2024 1,380,000 1,400,065
Williams Partners LP 4.50% 2023 760,000 781,485
Williams Partners LP 5.25% 2020 225,000 233,228
Wind Tre SpA 5.00% 2026 725,000 619,687
Windstream Holdings, Inc. 8.75% 2024 1,201,000 717,598
Wynn Las Vegas, LLC and Wynn Capital Corp. 4.25% 2023 543,000 534,176
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.25% 2027 275,000 270,188
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.50% 2025 400,000 403,000
Ziggo Bond Finance BV 5.50% 2027 1,475,000 1,389,760
Zimmer Holdings, Inc. 3.15% 2022 790,000 779,179
Equity Securities* Shares or Principal Amount Market Value Percent of Net Assets
Associated Materials, LLC, 14.00% convertible preferred 2020 850 1,021,137 0.04
Associated Materials, LLC, warrants, expire 2023 12,075 0 0.00
Atrium Corp. 2 94 0.00
CEVA Group PLC 431 280,319 0.01
CEVA Group PLC, Series A-1, (3-month USD-LIBOR + 3.00%) 0% convertible preferred 329 308,409 0.01
Corporate Risk Holdings Corp. 131 0 0.00
Corporate Risk Holdings I, Inc. 25,840 653,235 0.03
NII Holdings, Inc. 6,190 13,061 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.