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Portfolio Holdings

American Funds Insurance Series - Global Bond Fund

As of December 31, 2017 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
ACE INA Holdings Inc. 2.30% 2020 180,000 179,774
ACE INA Holdings Inc. 2.875% 2022 365,000 370,162
ACE INA Holdings Inc. 3.35% 2026 365,000 372,801
ACE INA Holdings Inc. 4.35% 2045 665,000 752,028
AES Corp. 5.50% 2025 650,000 685,750
AES Corp. 6.00% 2026 425,000 461,125
AMERICAN HONDA FINL CP 1/24/2018 36,000,000 35,961,948
AT&T Inc. 3.90% 2027 1,535,000 1,547,826
AT&T Inc. 4.10% 2028 4,731,000 4,754,806
AT&T Inc. 4.250% 2027 4,655,000 4,752,857
AT&T Inc. 4.30% 2030 2,248,000 2,250,641
AT&T Inc. 4.90% 2037 1,220,000 1,240,889
AXA SA 8.60% 2030 220,000 317,075
AXA SA, junior subordinated 5.453% (undated) 300,000 464,101
AbbVie Inc. 1.80% 2018 600,000 599,759
AbbVie Inc. 2.50% 2020 3,155,000 3,166,279
AbbVie Inc. 2.90% 2022 1,170,000 1,173,540
AbbVie Inc. 3.20% 2022 200,000 203,283
AbbVie Inc. 3.20% 2026 3,157,000 3,152,561
AbbVie Inc. 3.60% 2025 1,055,000 1,086,068
AbbVie Inc. 4.50% 2035 410,000 451,374
Abbott Laboratories 2.35% 2019 550,000 550,310
Abbott Laboratories 2.90% 2021 420,000 425,198
Abbott Laboratories 3.40% 2023 195,000 198,600
Abbott Laboratories 3.75% 2026 1,400,000 1,439,873
Aetna Inc. 1.70% 2018 320,000 319,530
Aetna Inc. 2.80% 2023 340,000 334,990
Aleris International, Inc. 7.875% 2020 201,000 199,995
Alexandria Real Estate Equities, Inc. 2.75% 2020 180,000 180,834
Allergan PLC 2.35% 2018 1,750,000 1,751,449
Allergan PLC 3.00% 2020 2,820,000 2,846,660
Allergan PLC 3.45% 2022 850,000 864,357
Allergan PLC 3.80% 2025 4,455,000 4,541,280
Allergan PLC 4.55% 2035 1,780,000 1,887,857
Allergan PLC 4.75% 2045 514,000 548,826
Allianz SE, 4.75% (undated) 3,000,000 4,286,405
Allison Transmission Holdings, Inc. 5.00% 2024 400,000 413,500
Almonde Inc., Term Loan, (3-month USD-LIBOR + 7.25%) 8.729% 2025 1,000,000 1,005,625
Altria Group, Inc. 2.625% 2020 1,800,000 1,812,024
Altria Group, Inc. 4.50% 2043 350,000 380,859
Amazon.com, Inc. 2.80% 2024 2,920,000 2,914,837
Amazon.com, Inc. 3.15% 2027 1,960,000 1,966,337
American Axle & Manufacturing Holdings, Inc. 6.50% 2027 450,000 477,563
American Campus Communities, Inc. 3.75% 2023 2,485,000 2,551,228
American Campus Communities, Inc. 4.125% 2024 1,195,000 1,246,151
American Electric Power Co., Inc. 2.75% 2026 1,050,000 1,012,898
American Energy (Marcellus), Term Loan A, (3-month USD-LIBOR + 7.50%) 8.96% 2021 884,169 35,367
American Energy (Marcellus), Term Loan B, (3-month USD-LIBOR + 4.25%) 5.71% 2020 1,190,149 880,711
American Energy (Permian Basin) (3-month USD-LIBOR + 6.50%) 7.885% 2019 200,000 181,000
American Energy (Permian Basin), 7.125% 2020 1,295,000 1,055,425
American Energy (Permian Basin), 7.375% 2021 340,000 275,400
Amgen Inc. 1.85% 2021 420,000 409,744
Amgen Inc. 2.25% 2023 2,000,000 1,941,974
Anglo American Capital PLC 4.00% 2027 1,470,000 1,462,078
Anheuser-Busch InBev NV 3.30% 2023 635,000 650,436
Anheuser-Busch InBev NV 3.75% 2022 775,000 810,680
Anheuser-Busch InBev NV 4.90% 2046 440,000 511,542
Anheuser-Busch InBev NV 4.95% 2042 1,230,000 1,427,837
Apple Inc. 2.50% 2022 1,200,000 1,201,606
Apple Inc. 3.35% 2027 1,075,000 1,102,153
Applied Systems, Inc., Term Loan, (3-month USD-LIBOR + 7.00%) 8.693% 2025 80,000 82,975
Argentine Republic (Badlar Private Banks ARS Index + 2.00%) 22.548% 2022 44,100,000 2,361,866
Argentine Republic 2.26% 2038 2,500,000 2,197,525
Argentine Republic 2.50% 2021 68,845,813 3,530,498
Argentine Republic 6.875% 2021 3,575,000 3,899,878
Argentine Republic 7.50% 2026 2,200,000 2,494,030
Assicurazioni Generali SPA 7.75% 2042 1,500,000 2,325,236
Associated Materials, LLC 9.00% 2024 1,175,000 1,271,938
Australia (Commonwealth of), Series 124, 5.75% 2021 22,900,000 19,928,713
Australia (Commonwealth of), Series 128, 5.75% 2022 16,150,000 14,465,046
Autoridad del Canal de Panama 4.95% 2035 1,000,000 1,118,750
Avis Budget Group, Inc. 5.50% 2023 400,000 411,500
Aviva PLC 6.125% 2043 3,000,000 4,481,674
Aviva PLC, subordinated 6.875% 2058 470,000 880,786
Avon Products, Inc. 7.875% 2022 225,000 230,063
BJ's Wholesale Club, Term Loan, (3-month USD-LIBOR + 7.50%) 8.953% 2025 175,000 171,245
BMC Software, Inc. 8.125% 2021 725,000 733,156
BNP Paribas 2.875% 2026 1,975,000 2,533,704
BPCE SA group 4.625% 2023 1,200,000 1,720,798
BPCE SA group 5.70% 2023 1,800,000 1,997,149
Ball Corp. 4.375% 2020 300,000 311,625
Banco Bilbao Vizcaya Argentaria SA 3.50% 2024 3,100,000 3,873,844
Banco Nacional de Comercio Exterior SNC 3.80% 2026 880,000 883,300
Bank of America Corp. 2.625% 2020 1,550,000 1,563,528
Bank of America Corp. 3.419% 2028 1,252,000 1,253,459
Barclays Bank PLC 6.00% 2021 1,000,000 1,387,095
Barclays Bank PLC 6.625% 2022 1,070,000 1,576,962
Baxalta Inc. 4.00% 2025 1,580,000 1,635,232
Bayer AG 3.375% 2024 840,000 855,240
Becton, Dickinson and Co. 2.675% 2019 353,000 354,400
Becton, Dickinson and Co. 2.894% 2022 1,260,000 1,253,251
Becton, Dickinson and Co. 3.70% 2027 1,430,000 1,443,403
Belgium (Kingdom of), Series 77, 1.00% 2026 7,800,000 9,779,378
Blackstone CQP Holdco LP, 6.00% 2021 225,000 226,688
Blackstone CQP Holdco LP, 6.50% 2021 3,450,000 3,519,000
Bohai Financial Investment Holding Co., Ltd. 5.50% 2024 375,000 373,125
Brandywine Operating Partnership, LP 3.95% 2023 190,000 194,017
Brazil (Federative Republic of) 0% 2020 15,000 3,876,915
Brazil (Federative Republic of) 0% 2020 8,000 1,965,092
British American Tobacco International Finance PLC 2.75% 2020 530,000 532,872
British American Tobacco International Finance PLC 3.50% 2022 385,000 394,205
British American Tobacco PLC 3.557% 2027 1,545,000 1,549,675
British American Tobacco PLC 4.39% 2037 1,190,000 1,248,111
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 675,000 669,516
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 2028 575,000 562,063
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 2026 800,000 833,000
CF Industries, Inc. 4.50% 2026 200,000 208,809
CF Industries, Inc. 4.95% 2043 630,000 598,500
CIT Group Inc. 3.875% 2019 1,975,000 1,999,688
CMS Energy Corp. 3.875% 2024 100,000 104,731
CMS Energy Corp. 4.875% 2044 1,121,000 1,313,738
CMS Energy Corp. 5.05% 2022 392,000 426,491
CMS Energy Corp. 8.75% 2019 86,000 93,603
CONSOL Energy Inc. 5.875% 2022 2,400,000 2,463,000
CVS Health Corp. 1.90% 2018 430,000 429,927
CVS Health Corp. 2.80% 2020 430,000 432,019
CVS Health Corp. 3.50% 2022 430,000 438,393
Cablevision Systems Corp. 6.75% 2021 1,125,000 1,209,375
CaixaBank, SA 5.00% 2023 2,300,000 2,868,758
Calpine Corp. 5.25% 2026 655,000 644,363
Calpine Corp. 5.375% 2023 230,000 224,825
Canada 1.00% 2022 4,050,000 3,096,478
Canada 2.25% 2025 19,600,000 15,870,075
Canada 3.50% 2020 2,500,000 3,242,400
Centene Corp. 4.75% 2022 1,590,000 1,657,575
Centene Corp. 4.75% 2025 225,000 229,500
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 295,242 304,903
CenturyLink, Inc. 6.75% 2023 1,000,000 983,750
Cequel Communications Holdings I, LLC and Cequel Capital Corp. 6.375% 2020 763,000 776,353
Chemours Co. 6.625% 2023 680,000 722,500
Chesapeake Energy Corp. (3-month USD-LIBOR + 3.25%) 4.609% 2019 300,000 300,000
Chesapeake Energy Corp. 4.875% 2022 1,400,000 1,333,500
Chesapeake Energy Corp. 8.00% 2025 750,000 758,438
Chesapeake Energy Corp. 8.00% 2027 500,000 481,250
Chevron Corp. 2.954% 2026 1,175,000 1,175,599
Chile (Banco Central de) 4.50% 2021 13,200,000,000 21,976,820
Chile (Republic of) 3.86% 2047 750,000 772,125
Citigroup Commercial Mortgage Trust, Series 2014-CG19, Class A1, 1.199% 2047 8,516 8,512
Citigroup Inc. 1.70% 2018 375,000 374,655
Citigroup Inc. 2.35% 2021 1,500,000 1,484,759
Citigroup Inc. 2.50% 2018 200,000 200,609
Citigroup Inc. 2.55% 2019 2,800,000 2,810,531
Clear Channel Worldwide Holdings, Inc. 7.625% 2020 1,700,000 1,672,375
Cleveland-Cliffs Inc. 4.875% 2024 150,000 150,000
Cleveland-Cliffs Inc. 5.75% 2025 2,300,000 2,202,250
Colombia (Republic of), Series B, 7.50% 2026 18,930,000,000 6,788,335
Columbia Pipeline Partners LP 2.45% 2018 620,000 620,428
Columbia Pipeline Partners LP 3.30% 2020 85,000 86,257
Commercial Mortgage Trust, Series 2014-UBS2, Class A1, 1.298% 2047 512,060 510,531
Communications Sales & Leasing, Inc. 6.00% 2023 175,000 172,375
Concordia Healthcare Corp, Term Loan B, (3-month USD-LIBOR + 4.25%) 5.819% 2021 286,020 237,218
Concordia Healthcare Corp. 7.00% 2023 1,090,000 103,550
Concordia Healthcare Corp. 9.50% 2022 580,000 55,100
Consumers Energy Co. 3.375% 2023 345,000 354,508
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 2020 14,976 15,279
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 56,626 62,232
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 16,944 18,575
Convey Park Energy LLC 7.50% 2025 275,000 287,293
Core Industrial Trust, Series 2015-CALW, Class A, 3.04% 2034 1,460,000 1,484,362
Corporate Risk Holdings LLC 13.50% 2020 155,456 166,338
Corporate Risk Holdings LLC 9.50% 2019 1,353,000 1,415,576
Croatia (Republic of) 3.00% 2025 3,500,000 4,536,588
Croatia (Republic of) 3.00% 2027 3,850,000 4,965,787
Crédit Agricole SA 4.375% 2025 1,100,000 1,150,983
DCP Midstream Operating LP 4.95% 2022 640,000 668,000
DJO Finance LLC 8.125% 2021 100,000 94,000
DaVita HealthCare Partners Inc. 5.00% 2025 480,000 481,056
DaimlerChrysler North America Holding Corp. 2.00% 2021 2,100,000 2,055,207
DaimlerChrysler North America Holding Corp. 2.25% 2020 2,000,000 1,992,858
DaimlerChrysler North America Holding Corp. 2.875% 2021 2,275,000 2,294,347
Deutsche Telekom International Finance BV 1.95% 2021 575,000 559,580
Deutsche Telekom International Finance BV 2.82% 2022 1,675,000 1,678,496
Deutsche Telekom International Finance BV 3.60% 2027 2,343,000 2,358,129
Deutsche Telekom International Finance BV 7.50% 2033 200,000 418,031
Deutsche Telekom International Finance BV 9.25% 2032 2,450,000 3,855,523
Devon Energy Corp. 3.25% 2022 170,000 173,069
Diamond Offshore Drilling, Inc. 4.875% 2043 675,000 496,125
Diamond Offshore Drilling, Inc. 7.875% 2025 350,000 368,813
Digicel Group Ltd. 8.25% 2020 200,000 197,260
Discover Card Execution Note Trust, Series 2015-A1, Class A1, (1-month USD-LIBOR + 0.35%) 1.827% 2020 4,185,000 4,187,017
Dominican Republic 5.50% 2025 1,375,000 1,459,219
Dominican Republic 7.50% 2021 2,000,000 2,187,500
Dominican Republic 8.625% 2027 225,000 277,313
Duke Energy Corp. 2.65% 2026 2,695,000 2,586,478
Duke Energy Corp. 3.75% 2024 550,000 575,083
Duke Energy Florida, LLC 3.20% 2027 805,000 815,682
EMD Finance LLC 2.40% 2020 1,485,000 1,482,455
EMD Finance LLC 2.95% 2022 225,000 226,154
EMD Finance LLC 3.25% 2025 1,650,000 1,661,580
EchoStar Corp. 6.625% 2026 450,000 472,500
Egypt (Arab Republic of) 0% 2018 82,600,000 4,453,789
Egypt (Arab Republic of) 0% 2018 75,500,000 4,067,463
Egypt (Arab Republic of) 0% 2018 7,150,000 386,268
Egypt (Arab Republic of) 7.50% 2027 2,200,000 2,436,267
Electricité de France SA 6.00% 2114 100,000 197,252
Electricité de France SA 6.95% 2039 625,000 854,621
Enbridge Energy Partners, LP 4.375% 2020 480,000 500,514
Enbridge Energy Partners, LP 5.20% 2020 1,535,000 1,616,238
Enbridge Energy Partners, LP 9.875% 2019 750,000 811,822
Enbridge Energy Partners, LP, Series B, 6.50% 2018 820,000 830,924
Enbridge Inc. 3.70% 2027 754,000 758,440
Enbridge Inc. 4.00% 2023 600,000 625,157
Enbridge Inc. 4.25% 2026 655,000 685,949
Endo International PLC 5.75% 2022 780,000 653,250
Enel Finance International SA 2.75% 2023 5,000,000 4,932,030
Enel Finance International SA 3.50% 2028 1,800,000 1,763,834
Enel Finance International SA 3.625% 2027 2,375,000 2,363,667
Energy Transfer Partners, LP 4.00% 2027 1,054,000 1,035,260
Energy Transfer Partners, LP 4.20% 2027 260,000 259,069
Energy Transfer Partners, LP 5.50% 2027 775,000 792,438
Energy Transfer Partners, LP 5.875% 2024 600,000 633,000
Enersis Américas SA 4.00% 2026 1,960,000 1,999,729
Ensco PLC, 5.75% 2044 930,000 641,700
Essex Portfolio L.P. 3.375% 2026 2,385,000 2,370,089
Essex Portfolio L.P. 3.50% 2025 2,835,000 2,863,069
Euramax International, Inc. 12.00% 2020 575,000 623,875
European Investment Bank 2.25% 2022 3,567,000 3,551,412
Exelon Corp. 3.40% 2026 1,465,000 1,467,729
Exelon Corp. 3.497% 2022 525,000 535,497
Exxon Mobil Corp. 2.222% 2021 570,000 568,896
FMG Resources 9.75% 2022 990,000 1,097,910
Fannie Mae 3.50% 2042 388,288 401,240
Fannie Mae 3.50% 2042 808,347 835,816
Fannie Mae 3.50% 2042 284,258 294,260
Fannie Mae 3.50% 2048 6,250,000 6,410,856
Fannie Mae 4.00% 2048 24,800,000 25,915,306
Fannie Mae 4.50% 2048 2,600,000 2,763,296
Fannie Mae, Series 2012-M17, Class A2, multifamily 2.184% 2022 2,000,000 1,977,200
Federative Republic of Brazil 0.0% 2021 27,600 6,092,047
First Data Corp. 5.00% 2024 225,000 232,313
First Data Corp. 5.375% 2023 375,000 391,275
First Quantum Minerals Ltd. 7.00% 2021 2,031,000 2,112,240
First Quantum Minerals Ltd. 7.50% 2025 1,375,000 1,497,031
FirstEnergy Corp. 3.50% 2028 645,000 646,883
FirstEnergy Corp. 3.90% 2027 4,010,000 4,115,631
FirstEnergy Corp. 4.85% 2047 380,000 425,417
Ford Motor Credit Co. 2.375% 2019 2,550,000 2,551,469
Ford Motor Credit Co. 2.597% 2019 2,020,000 2,021,992
Ford Motor Credit Co. 3.20% 2021 3,170,000 3,216,399
Ford Motor Credit Co. 3.339% 2022 620,000 627,710
France Telecom 5.375% 2050 300,000 588,765
France Télécom 9.0% 2031 1,824,000 2,741,674
Freddie Mac 3.00% 2033 4,200,000 4,275,188
Freddie Mac, Series 3213, Class OG, principal only, 0% 2036 13,793 12,587
Freddie Mac, Series 3292, Class BO, principal only, 0% 2037 48,893 42,655
Freeport-McMoRan Inc. 3.55% 2022 1,175,000 1,164,719
French Republic O.A.T. 0.50% 2026 1,950,000 2,350,737
French Republic O.A.T. 1.85% 2027 8,227,915 12,538,995
French Republic O.A.T. 2.00% 2048 1,100,000 1,394,754
French Republic O.A.T. 3.25% 2045 1,200,000 1,943,394
Frontier Communications Corp. 11.00% 2025 1,925,000 1,424,500
Genesis Energy, LP 6.50% 2025 275,000 280,500
Genesis Energy, LP 6.75% 2022 425,000 443,063
Georgia Gulf Corp. 4.625% 2021 625,000 643,750
Germany (Federal Republic of) 0.10% 2023 1,425,033 1,843,650
Germany (Federal Republic of) 0.10% 2026 31,540,873 41,790,714
Germany (Federal Republic of) 0.50% 2026 8,400,000 10,312,789
Germany (Federal Republic of) 1.25% 2048 4,100,000 4,909,192
Germany (Federal Republic of) 2.50% 2046 10,770,000 16,971,691
Germany (Federal Republic of) 4.75% 2040 200,000 418,924
Germany (Federal Republic of) 6.25% 2030 1,800,000 3,579,681
Gogo Inc. 12.50% 2022 1,900,000 2,149,375
Goldman Sachs Group, Inc. 2.00% 2019 850,000 847,640
Goldman Sachs Group, Inc. 2.55% 2019 1,530,000 1,533,378
Goldman Sachs Group, Inc. 2.875% 2021 3,702,000 3,731,757
Goldman Sachs Group, Inc. 2.905% 2023 2,200,000 2,186,668
Goldman Sachs Group, Inc. 3.50% 2025 5,970,000 6,068,654
Goldman Sachs Group, Inc. 3.75% 2026 580,000 595,997
Goldman Sachs Group, Inc. 4.75% 2045 1,805,000 2,070,786
Government National Mortgage Assn. 4.00% 2048 7,241,000 7,550,386
Government National Mortgage Assn. 4.50% 2045 977,932 1,032,651
Greece (Hellenic Republic of) 3.50% 2023 505,499 604,036
Greece (Hellenic Republic of) 3.75% 2028 684,185 798,508
Greece (Hellenic Republic of) 3.90% 2033 714,749 805,138
Greece (Hellenic Republic of) 4.00% 2037 569,810 634,691
Greece (Hellenic Republic of) 4.20% 2042 559,124 622,227
H.I.G. Capital, L.L.C. 6.75% 2024 193,000 193,000
HCA Inc. 5.25% 2026 250,000 265,625
HSBC Bank PLC 1.50% 2018 200,000 199,721
HSBC Holdings PLC 3.375% 2024 1,700,000 2,107,193
HSBC Holdings PLC 3.90% 2026 4,200,000 4,359,512
HSBC Holdings PLC 4.00% 2022 305,000 318,741
HSBC Holdings PLC 4.30% 2026 1,180,000 1,255,534
Halliburton Co. 3.80% 2025 2,220,000 2,310,421
Hanesbrands Inc. 4.625% 2024 85,000 87,125
Hanesbrands Inc. 4.875% 2026 100,000 103,000
Hardwoods Acquisition Inc 7.50% 2021 355,000 328,375
Harris Corp. 1.999% 2018 700,000 699,322
Harris Corp. 2.70% 2020 155,000 155,698
Healthsouth Corp. 5.75% 2025 720,000 752,400
Hertz Global Holdings Inc. 7.625% 2022 895,000 939,750
Holcim Ltd. 5.15% 2023 1,290,000 1,411,255
Humana Inc. 3.85% 2024 1,000,000 1,041,341
Hungary 3.875% 2020 1,000,000 1,303,991
Hungary 5.375% 2024 2,700,000 3,059,600
Hungary 6.00% 2019 1,200,000 1,532,657
Huntsman International LLC 4.875% 2020 600,000 626,250
Husky Energy Inc. 7.25% 2019 250,000 272,284
Hyundai Capital America 2.55% 2020 2,580,000 2,560,183
Hyundai Capital America 3.25% 2022 25,000 24,994
Hyundai Capital Services Inc. 2.625% 2020 500,000 494,783
Icahn Enterprises Finance Corp. 6.25% 2022 550,000 563,750
Imperial Tobacco Finance PLC 3.50% 2023 2,000,000 2,039,898
India (Republic of) 6.97% 2026 431,000,000 6,624,155
India (Republic of) 7.59% 2029 375,800,000 5,878,730
India (Republic of) 7.61% 2030 167,270,000 2,614,106
India (Republic of) 7.68% 2023 224,400,000 3,586,705
India (Republic of) 7.80% 2021 1,117,600,000 17,937,071
India (Republic of) 7.88% 2030 25,000,000 400,591
India (Republic of) 8.83% 2023 1,284,200,000 21,441,467
Indonesia (Republic of) 3.75% 2022 2,960,000 3,053,207
Indonesia (Republic of) 4.75% 2026 3,500,000 3,810,947
Indonesia (Republic of) 4.875% 2021 2,600,000 2,777,785
Infor Software 7.875% 2021 175,000 179,813
Inmarsat PLC 4.875% 2022 1,075,000 1,077,688
Inmarsat PLC 6.50% 2024 675,000 686,813
Intelsat Jackson Holding Co. 6.625% 2024 175,000 177,272
Intelsat Jackson Holding Co. 8.00% 2024 575,000 606,625
International Paper Co. 7.30% 2039 600,000 847,294
Intesa Sanpaolo SpA 5.017% 2024 2,510,000 2,573,061
Intesa Sanpaolo SpA 6.625% 2023 3,610,000 5,445,384
Iraq (Republic of) 6.752% 2023 545,000 558,647
Ireland (Republic of) 2.00% 2045 2,000,000 2,522,809
Ireland (Republic of) 2.40% 2030 5,365,000 7,420,837
Ireland (Republic of) 3.40% 2024 6,110,000 8,757,170
Israel (State of) 2.00% 2027 28,300,000 8,380,912
Israel (State of) 5.50% 2042 29,300,000 12,512,030
Italy (Republic of) 0.90% 2022 10,900,000 13,181,083
Italy (Republic of) 0.95% 2023 36,575,000 43,971,625
Italy (Republic of) 1.45% 2022 10,575,000 13,099,620
Italy (Republic of) 1.50% 2025 4,350,000 5,203,048
Italy (Republic of) 4.50% 2024 2,500,000 3,579,713
Italy (Republic of) 4.75% 2023 2,900,000 4,191,964
JPMorgan Chase & Co. 2.55% 2021 6,039,000 6,044,314
JPMorgan Chase & Co. 3.25% 2022 1,000,000 1,024,385
Jaguar Holding Co. 6.375% 2023 225,000 227,813
Japan, Series 116, 2.20% 2030 1,735,000,000 19,190,586
Japan, Series 145, 1.70% 2033 2,465,000,000 26,412,308
Japan, Series 18, 0.10% 2024 4,727,135,000 44,073,132
Japan, Series 19, 0.10% 2024 2,683,025,000 25,099,109
Japan, Series 20, 0.10% 2025 673,350,000 6,313,984
Japan, Series 21, 0.10% 2026 979,212,000 9,213,821
Japan, Series 21, 2.30% 2035 720,000,000 8,404,098
Japan, Series 326, 0.70% 2022 580,000,000 5,352,544
Japan, Series 336, 0.50% 2024 800,000,000 7,377,509
Japan, Series 337, 0.30% 2024 580,000,000 5,276,047
Japan, Series 340, 0.40% 2025 435,000,000 3,988,573
Japan, Series 344, 0.10% 2026 1,355,000,000 12,124,914
Japan, Series 346, 0.10% 2027 2,335,000,000 20,877,107
Japan, Series 42, 1.70% 2044 585,000,000 6,393,745
Japan, Series 683, 0% 2018 15,300,000,000 135,868,821
Jonah Energy LLC 7.25% 2025 200,000 201,750
Jordan (Hashemite Kingdom of) 5.75% 2027 1,035,000 1,029,313
Jupiter Resources Inc. 8.50% 2022 150,000 93,750
KfW 2.125% 2022 3,955,000 3,923,004
Kimco Realty Corp. 2.70% 2024 695,000 673,725
Kimco Realty Corp. 3.40% 2022 175,000 178,634
Kimco Realty Corp. 6.875% 2019 1,250,000 1,343,854
Kinder Morgan Energy Partners, LP 3.45% 2023 2,250,000 2,263,644
Kinder Morgan Energy Partners, LP 3.50% 2021 175,000 178,110
Kinder Morgan Energy Partners, LP 3.50% 2023 1,600,000 1,604,866
Kinder Morgan Energy Partners, LP 4.15% 2024 1,700,000 1,765,037
Kinder Morgan Energy Partners, LP 5.50% 2044 4,225,000 4,512,752
Kinder Morgan, Inc. 4.30% 2025 1,085,000 1,131,652
Kinetic Concepts, Inc. 12.50% 2021 325,000 366,438
Korea Housing Finance Corp. 2.00% 2021 2,525,000 2,431,171
Korea Housing Finance Corp. 2.50% 2020 2,250,000 2,223,675
Kraft Heinz Co. 4.375% 2046 825,000 819,768
Kratos Defense & Security Solutions, Inc. 6.50% 2025 85,000 88,506
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 9.627% 2024 425,000 442,106
Kuwait (State of) 2.75% 2022 3,550,000 3,542,371
LIBERTY STREET FDG 4(2) CP 3/21/2018 25,000,000 24,901,325
LSC Communications, Inc. 8.75% 2023 300,000 309,375
Latvia (Republic of) 2.75% 2020 900,000 909,450
Liberty Global PLC 5.50% 2028 375,000 365,625
Ligado Networks, Term Loan, (3-month USD-LIBOR + 8.75%) 10.265% 2020 2,157,463 2,006,441
Lima Metro Line Finance Ltd. 5.875% 2034 2,000,000 2,168,500
Limited Brands, Inc. 6.875% 2035 225,000 228,375
Lithuania (Republic of) 6.125% 2021 450,000 500,663
Lithuania (Republic of) 6.625% 2022 200,000 232,258
Lithuania (Republic of) 7.375% 2020 2,475,000 2,736,828
Lloyds Banking Group PLC 6.50% 2020 2,290,000 3,134,103
Lloyds Banking Group PLC 7.625 % 2025 655,000 1,188,090
Lockheed Martin Corp. 2.50% 2020 205,000 206,434
Lockheed Martin Corp. 3.10% 2023 170,000 172,905
Lockheed Martin Corp. 3.55% 2026 270,000 280,768
MITSUBISHI UFJ TR&BK NY 4(2) CP 1/19/2018 35,400,000 35,368,612
Malaysia (Federation of), Series 0115, 3.955% 2025 28,150,000 6,914,035
Malaysia (Federation of), Series 0116, 3.80% 2023 47,413,000 11,728,819
Malaysia (Federation of), Series 0117, 3.882% 2022 17,437,000 4,367,001
Malaysia (Federation of), Series 0215, 3.795% 2022 6,000,000 1,486,602
Malaysia (Federation of), Series 0310, 4.498% 2030 42,250,000 10,460,701
Malaysia (Federation of), Series 0314, 4.048% 2021 7,600,000 1,910,513
Malaysia (Federation of), Series 0315, 3.659% 2020 35,935,000 8,960,699
Malaysia (Federation of), Series 0316, 3.90% 2026 19,000,000 4,637,906
Malaysia (Federation of), Series 0511, 3.58% 2018 6,155,000 1,529,686
Malaysia (Federation of), Series 0515, 3.759% 2019 14,650,000 3,649,649
Mallinckrodt PLC 4.875% 2020 785,000 757,525
McAfee, LLC, Term Loan, (3-month USD-LIBOR + 4.50%) 6.069% 2024 249,375 248,907
McDonald's Corp. 3.70% 2026 650,000 678,532
McDonald's Corp. 4.875% 2045 430,000 499,682
Medtronic, Inc. 3.50% 2025 3,500,000 3,633,326
Meritage Homes Corp. 5.125% 2027 375,000 382,500
Merrill Lynch & Co., Inc. 4.625% 2018 900,000 1,115,706
Microsoft Corp. 3.30% 2027 2,510,000 2,591,311
MidAmerican Energy Co. 4.40% 2044 240,000 273,661
Molina Healthcare, Inc. 4.875% 2025 420,000 421,050
Molina Healthcare, Inc. 5.375% 2022 1,225,000 1,283,188
Morgan Stanley 2.125% 2018 775,000 775,057
Morgan Stanley 3.125% 2026 1,421,000 1,402,757
Morgan Stanley 3.875% 2026 1,580,000 1,648,229
Morocco (Kingdom of) 5.50% 2042 3,100,000 3,525,010
Multiplan, Inc. 8.50% 2022 335,000 348,400
NGL Energy Partners LP 6.125% 2025 710,000 695,800
NGL Energy Partners LP 6.875% 2021 950,000 973,750
NN Group NV, 4.50% (undated) 2,720,000 3,688,381
NN Group NV, 4.625% 2044 1,320,000 1,839,263
NRG Energy, Inc. 6.25% 2022 805,000 841,225
National Highways Authority of India 7.17% 2021 220,000,000 3,406,914
National Highways Authority of India 7.27% 2022 50,000,000 774,568
National Rural Utilities Cooperative Finance Corp. 10.375% 2018 550,000 587,646
Navient Corp. 4.875% 2019 890,000 907,266
Navient Corp. 5.5% 2023 770,000 770,963
Navient Corp. 6.125% 2024 75,000 76,313
Navient Corp. 6.50% 2022 515,000 540,879
Navios Maritime Acquisition Corp. and Navios Acquisition Finance (US) Inc. 8.125% 2021 200,000 170,500
Neiman Marcus Group LTD Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 4.642% 2020 360,000 294,840
Newell Rubbermaid Inc. 3.85% 2023 580,000 600,767
Newell Rubbermaid Inc. 4.20% 2026 4,760,000 4,975,204
Niagara Mohawk Power Corp. 3.508% 2024 180,000 186,435
Niagara Mohawk Power Corp. 4.278% 2034 300,000 329,726
Nigeria (Federal Republic of) 6.50% 2027 465,000 486,056
Nigeria (Republic of) 0% 2018 88,755,000 226,539
Nigeria (Republic of) 0% 2018 1,412,255,000 3,519,108
Nigeria (Republic of) 0% 2018 266,265,000 673,088
Nigeria (Republic of) 0% 2018 443,770,000 1,113,124
Nigeria (Republic of) 0% 2018 339,870,000 864,712
Nigeria (Republic of) 0% 2018 763,285,000 1,964,560
Noble Corp. PLC 7.70% 2025 250,000 211,250
Noble Corp. PLC 8.70% 2045 650,000 518,375
Norway (Kingdom of) 3.75% 2021 299,750,000 39,988,474
Nova Chemicals Corp 5.25% 2027 200,000 200,000
Novelis Corp. 5.875% 2026 325,000 332,313
Nykredit Realkredit AS, Series 01E, 2.00% 2037 69,099,280 11,607,124
Nykredit Realkredit AS, Series 01E, 2.50% 2047 16,364,153 2,747,491
Odebrecht Drilling Norbe 0.00% (undated) 131,247 0
Odebrecht Drilling Norbe 6.72% 2022 288,994 116,958
Odebrecht Drilling Norbe 7.72% 2026 793,396 321,092
Oracle Corp. 3.25% 2027 4,140,000 4,214,160
PG&E Corp. 2.40% 2019 555,000 555,440
PNC Bank 2.30% 2020 865,000 864,395
PNC Bank 2.40% 2019 1,225,000 1,226,983
PNC Bank 2.60% 2020 275,000 276,831
PacifiCorp. 3.35% 2025 1,015,000 1,038,004
Pacific Gas and Electric Co. 2.95% 2026 590,000 574,886
Pacific Gas and Electric Co. 3.25% 2023 580,000 585,980
Pacific Gas and Electric Co. 3.30% 2027 2,625,000 2,607,426
Pacific Gas and Electric Co. 3.30% 2027 1,125,000 1,116,500
Pacific Gas and Electric Co. 3.75% 2042 630,000 607,920
Pacific Gas and Electric Co. 3.85% 2023 300,000 313,046
Pacific Gas and Electric Co. 3.95% 2047 1,250,000 1,244,411
Pacific Gas and Electric Co. 4.25% 2046 1,900,000 1,997,255
Pakistan (Islamic Republic of) 5.50% 2021 3,535,000 3,580,400
Pakistan (Islamic Republic of) 8.25% 2024 2,240,000 2,478,753
Peabody Energy Corp. 6.00% 2022 150,000 156,188
Peabody Energy Corp. 6.375% 2025 100,000 104,375
Pernod Ricard SA 4.45% 2022 730,000 776,056
Peru (Republic of) 5.625% 2050 280,000 359,940
Petrobras Global Finance Co. 5.299% 2025 1,650,000 1,657,013
Petrobras Global Finance Co. 6.125% 2022 1,935,000 2,058,356
Petrobras Global Finance Co. 6.85% 2115 2,000,000 1,932,500
Petróleos Mexicanos 5.625% 2046 1,000,000 928,000
Petróleos Mexicanos 6.50% 2027 2,675,000 2,927,119
Petsmart, Inc. 5.875% 2025 1,525,000 1,178,063
Petsmart, Inc. 8.875% 2025 1,055,000 640,913
Philip Morris International Inc. 2.00% 2020 950,000 944,327
Philip Morris International Inc. 2.625% 2022 280,000 280,106
Philip Morris International Inc. 4.25% 2044 475,000 501,446
Phillips 66 Partners LP 4.68% 2045 110,000 113,321
Ply Gem Industries, Inc. 6.50% 2022 500,000 520,625
Poland (Republic of) 3.25% 2026 4,100,000 4,195,243
Poland (Republic of), Series 0420, 1.50% 2020 60,575,000 17,267,864
Poland (Republic of), Series 0725, 3.25% 2025 22,500,000 6,522,896
Poland (Republic of), Series 0922, 5.75% 2022 46,600,000 15,294,819
Poland (Republic of), Series 1020, 5.25% 2020 21,800,000 6,820,661
Poland (Republic of), Series 1021, 5.75% 2021 128,830,000 41,721,386
Poland (Republic of), Series 1023, 4.00% 2023 31,140,000 9,541,179
Portuguese Republic 2.875% 2025 12,500,000 16,556,505
Portuguese Republic 2.875% 2026 4,200,000 5,502,418
Portuguese Republic 4.125% 2027 25,015,000 35,654,765
Progress Energy, Inc. 7.05% 2019 910,000 960,884
Progress Energy, Inc. 7.75% 2031 550,000 771,306
Prologis, Inc. 4.25% 2023 2,075,000 2,223,807
Public Service Enterprise Group Inc., Series E, 5.30% 2018 1,520,000 1,537,468
Puget Energy, Inc. 5.625% 2022 480,000 530,573
Puget Energy, Inc. 6.00% 2021 1,023,000 1,132,611
Puget Energy, Inc. 6.50% 2020 335,000 371,071
QGOG Constellation SA 9.50% 2024 2,153,045 1,453,305
Qorvo, Inc. 7.00% 2025 275,000 308,344
Quebec (Province of) 2.375% 2022 1,748,000 1,737,757
Quintiles Transnational Corp. 4.875% 2023 400,000 414,000
R.R. Donnelley & Sons Co. 6.50% 2023 625,000 606,250
R.R. Donnelley & Sons Co. 7.875% 2021 300,000 313,500
RCI Banque 3.50% 2018 1,500,000 1,505,267
ROYAL BK CANADA CP 1/16/2018 16,000,000 15,987,824
Rabobank Nederland 4.625% 2023 2,180,000 2,339,517
Rayonier Advanced Materials Inc. 5.50% 2024 350,000 350,438
Realkredit Danmark AS, Series 22S, 2.00% 2037 68,139,696 11,451,427
Reynolds American Inc. 2.30% 2018 230,000 230,294
Reynolds American Inc. 3.25% 2020 640,000 650,640
Reynolds American Inc. 4.00% 2022 455,000 475,821
Reynolds American Inc. 4.45% 2025 2,115,000 2,258,076
Reynolds American Inc. 5.70% 2035 50,000 59,732
Reynolds Group Inc. 5.75% 2020 402,180 408,715
Roche Holdings, Inc. 2.375% 2027 725,000 690,441
Roche Holdings, Inc. 2.875% 2021 1,250,000 1,268,913
Roche Holdings, Inc. 3.35% 2024 3,050,000 3,156,100
Royal Dutch Shell PLC 1.375% 2019 2,000,000 1,975,748
Royal Dutch Shell PLC 1.75% 2021 1,740,000 1,698,677
Ryerson Inc. 11.00% 2022 835,000 936,244
SM Energy Co. 5.625% 2025 450,000 438,750
SM Energy Co. 6.50% 2021 375,000 381,563
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 450,000 450,000
Santander Holdings USA, Inc. 3.70% 2022 4,475,000 4,532,656
Saudi Arabia (Kingdom of) 2.894% 2022 1,900,000 1,889,440
Saudi Arabia (Kingdom of) 3.625% 2028 3,840,000 3,812,275
Saudi Arabia (Kingdom of) 3.628% 2027 1,900,000 1,920,946
Scentre Group 3.75% 2027 300,000 304,838
Scentre Group, 3.50% 2025 600,000 603,650
Schlumberger BV 4.00% 2025 1,460,000 1,536,400
Scientific Games Corp. 7.00% 2022 325,000 343,281
Shire PLC 1.90% 2019 2,000,000 1,982,512
Shire PLC 2.40% 2021 4,350,000 4,284,854
Shire PLC 2.875% 2023 445,000 437,970
Shire PLC 3.20% 2026 405,000 396,627
Sierra Pacific Power Co., General and Refunding Mortgage Notes, Series T, 3.375% 2023 2,450,000 2,528,260
Sirius XM Radio Inc 3.875% 2022 300,000 302,250
Skandinaviska Enskilda Banken AB 2.625% 2021 2,250,000 2,259,176
Skandinaviska Enskilda Banken AB 2.80% 2022 5,100,000 5,142,983
SoftBank Group Corp. 4.50% 2020 1,775,000 1,817,653
Solera Holdings, Inc. 10.50% 2024 150,000 169,497
Sotheby's 5.25% 2022 300,000 309,450
South Africa (Republic of), Series R-186, 10.50% 2026 19,900,000 1,798,037
South Africa (Republic of), Series R-214, 6.50% 2041 145,850,000 8,331,339
South Korea (Republic of), Series 2209, 2.00% 2022 9,155,400,000 8,428,202
Southwestern Energy Co. 4.10% 2022 1,415,000 1,397,313
Southwestern Energy Co. 7.50% 2026 155,000 164,881
Spain (Kingdom of) 1.30% 2026 10,400,000 12,465,462
Spain (Kingdom of) 3.80% 2024 6,150,000 8,784,836
Starwood Property Trust, Inc. 5.00% 2021 350,000 364,000
State Grid Overseas Investment Ltd. 3.50% 2027 5,600,000 5,631,511
Statoil ASA 3.70% 2024 1,950,000 2,049,953
Statoil ASA 4.25% 2041 1,000,000 1,082,948
Sunoco LP 6.25% 2021 630,000 656,460
Svenska Handelsbanken AB 2.656% 2024 2,170,000 2,670,901
Sweden (Kingdom of) 1.125% 2019 3,000,000 2,953,095
TI Automotive Ltd. 8.75% 2023 117,000 126,068
Talen Energy Corp. 10.50% 2026 85,000 84,452
Talen Energy Corp. 9.50% 2022 110,000 113,300
Targa Resources Partners LP 4.125% 2019 1,000,000 1,008,750
Targa Resources Partners LP 6.75% 2024 390,000 419,738
Team Health Holdings, Inc. 6.375% 2025 325,000 291,688
Teco Finance, Inc. 5.15% 2020 75,000 78,972
Teekay Corp. 8.50% 2020 2,050,000 2,096,125
Tenet Healthcare Corp. 4.375% 2021 250,000 250,625
Tenet Healthcare Corp. 4.50% 2021 1,925,000 1,944,250
Tenet Healthcare Corp. 4.625% 2024 421,000 412,054
Tenet Healthcare Corp. 4.75% 2020 175,000 178,938
Tenet Healthcare Corp., 6.00% 2020 355,000 376,673
Tesoro Logistics LP 5.25% 2025 45,000 47,383
Tesoro Logistics LP 5.50% 2019 520,000 540,420
Teva Pharmaceutical Finance Company BV 1.40% 2018 380,000 377,520
Teva Pharmaceutical Finance Company BV 2.20% 2021 270,000 246,818
Teva Pharmaceutical Finance Company BV 2.80% 2023 410,000 357,425
Teva Pharmaceutical Finance Company BV 3.15% 2026 145,000 119,907
Teva Pharmaceutical Finance Company BV 4.10% 2046 140,000 106,921
Thailand (Kingdom of) 1.49% 2019 491,100,000 15,073,093
Thailand (Kingdom of) 1.875% 2022 258,200,000 7,962,242
Thailand (Kingdom of) 2.125% 2026 110,000,000 3,324,029
Thailand (Kingdom of) 3.85% 2025 65,000,000 2,229,346
Thermo Fisher Scientific Inc. 2.40% 2019 390,000 391,028
Transocean Inc. 9.00% 2023 275,000 298,375
Trilogy International Partners, LLC 8.875% 2022 950,000 976,125
Turkey (Republic of) 10.50% 2020 11,450,000 2,896,861
Turkey (Republic of) 11.00% 2022 26,500,000 6,746,471
Turkey (Republic of) 6.25% 2022 1,880,000 2,044,408
Turkey (Republic of) 6.75% 2040 210,000 231,706
U.S. Treasury 1.125% 2021 43,160,000 41,976,984
U.S. Treasury 1.375% 2020 41,900,000 41,300,411
U.S. Treasury 1.375% 2021 5,000,000 4,888,250
U.S. Treasury 1.625% 2020 38,900,000 38,560,014
U.S. Treasury 1.75% 2021 6,000,000 5,917,260
U.S. Treasury 1.875% 2022 2,650,000 2,614,384
U.S. Treasury 1.875% 2024 9,400,000 9,148,456
U.S. Treasury 2.0% 2021 23,450,000 23,374,491
U.S. Treasury 2.00% 2022 3,500,000 3,470,075
U.S. Treasury 2.00% 2026 46,785,000 45,312,208
U.S. Treasury 2.125% 2024 3,100,000 3,061,250
U.S. Treasury 2.25% 2027 18,700,000 18,445,867
U.S. Treasury Inflation-Protected Security 0.125% 2022 122,649,391 121,800,013
U.S. Treasury Inflation-Protected Security 0.125% 2024 7,063,976 6,980,309
U.S. Treasury Inflation-Protected Security 0.25% 2025 11,559,651 11,456,854
U.S. Treasury Inflation-Protected Security 0.375% 2025 5,720,770 5,730,032
U.S. Treasury Inflation-Protected Security 0.375% 2027 3,727,125 3,700,691
U.S. Treasury Inflation-Protected Security 0.625% 2024 33,009,197 33,582,238
U.S. Treasury Inflation-Protected Security 0.625% 2026 10,069,570 10,229,930
U.S. Treasury Inflation-Protected Security 0.625% 2043 1,287,432 1,260,704
U.S. Treasury Inflation-Protected Security 0.75% 2042 682,263 689,146
U.S. Treasury Inflation-Protected Security 0.75% 2045 701,812 705,529
U.S. Treasury Inflation-Protected Security 1.00% 2046 21,549,114 23,017,572
U.S. Treasury Inflation-Protected Security 1.375% 2044 6,180,881 7,139,377
U.S. Treasury Inflation-Protected Security 2.375% 2025 1,504,867 1,714,860
Ultra Petroleum Corp. 6.875% 2022 455,000 457,844
Ultra Petroleum Corp. 7.125% 2025 250,000 250,313
UniCredit SPA 3.75% 2022 1,750,000 1,782,153
UniCredit SPA 4.625% 2027 1,350,000 1,426,681
Unisys Corp. 10.75% 2022 425,000 477,063
United Kingdom 1.75% 2022 950,000 1,343,632
United Kingdom 2.25% 2023 1,550,000 2,257,447
United Kingdom 3.25% 2044 6,500,000 11,431,585
United Kingdom 3.50% 2045 3,290,000 6,069,451
United Kingdom 4.25% 2027 4,800,000 8,334,076
United Mexican States 4.00% 2019 415,644 2,131,689
United Mexican States 4.00% 2040 415,644 2,222,414
United Mexican States, Series M, 5.75% 2026 7,170,000 32,270,379
United Mexican States, Series M, 6.50% 2021 6,608,000 32,493,044
United Mexican States, Series M, 6.50% 2022 1,191,000 5,804,084
United Mexican States, Series M, 7.75% 2042 230,000 1,163,891
United Mexican States, Series M, 8.00% 2020 925,000 4,746,185
United Mexican States, Series M20, 10.00% 2024 2,095,000 12,020,532
United Mexican States, Series M30, 10.00% 2036 350,000 2,174,174
United Mexican States, Series M30, 8.50% 2038 270,000 1,473,414
UnitedHealth Group Inc. 2.70% 2020 520,000 526,170
Uruguay (Oriental Republic of) 8.50% 2028 128,291,000 4,463,823
Uruguay (Oriental Republic of) 9.875% 2022 53,553,000 1,981,890
VICTORY RECEIVABLES CORP 4(2) CP 1/16/2018 12,200,000 12,190,569
Vale SA 6.25% 2026 1,310,000 1,520,910
Valeant Pharmaceuticals International, Inc. 6.125% 2025 1,325,000 1,217,344
Valeant Pharmaceuticals International, Inc. 6.375% 2020 2,050,000 2,075,625
Valeant Pharmaceuticals International, Inc. 9.00% 2025 180,000 188,046
Venator Materials Corp. 5.75% 2025 150,000 159,000
Verizon Communications Inc. 4.125% 2046 1,814,000 1,681,063
Verizon Communications Inc. 4.50% 2033 1,920,000 2,018,166
Vine Oil & Gas LP 8.75% 2023 325,000 316,063
Virgin Australia Holdings Ltd. 8.50% 2019 325,000 338,894
Volkswagen Group of America Finance, LLC 2.45% 2019 545,000 544,854
WEA Finance LLC 2.70% 2019 1,185,000 1,191,747
WEA Finance LLC 3.25% 2020 3,030,000 3,084,813
WEA Finance LLC 3.75% 2024 535,000 552,477
WM. Wrigley Jr. Co 3.375% 2020 515,000 527,596
Warrior Met Coal, Inc. 8.00% 2024 100,000 103,500
Weatherford International PLC 4.50% 2022 175,000 159,250
Weatherford International PLC 6.50% 2036 650,000 537,875
Weatherford International PLC 6.75% 2040 1,280,000 1,056,000
Weatherford International PLC 8.25% 2023 1,025,000 1,037,813
WellPoint, Inc. 2.30% 2018 585,000 586,352
Wells Fargo & Co. 3.584% 2028 900,000 918,337
Western Gas Partners LP 3.95% 2025 2,900,000 2,903,622
Western Gas Partners LP 4.00% 2022 1,500,000 1,531,569
Westfield Corp. Ltd. 3.15% 2022 245,000 247,480
Williams Companies, Inc. 3.70% 2023 345,000 345,000
Williams Partners LP 4.125% 2020 375,000 389,611
Williams Partners LP 4.30% 2024 1,380,000 1,446,958
Williams Partners LP 4.50% 2023 760,000 804,633
Williams Partners LP 5.25% 2020 225,000 237,783
Wind Tre SpA 5.00% 2026 525,000 501,900
Windstream Holdings, Inc. 8.75% 2024 1,464,000 1,030,290
Wynn Las Vegas, LLC and Wynn Capital Corp. 4.25% 2023 643,000 656,664
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.25% 2027 150,000 152,250
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.50% 2025 400,000 413,000
Ziggo Bond Finance BV 5.50% 2027 1,200,000 1,201,500
Zimmer Holdings, Inc. 3.15% 2022 790,000 792,595
iHeartCommunications, Inc. 9.00% 2019 1,515,000 1,132,463
Equity Securities* Shares or Principal Amount Market Value Percent of Net Assets
Associated Materials, LLC, 14.0% convertible preferred 2020 850 973,165 0.04
Associated Materials, LLC, warrants 2023 12,075 0 0.00
Atrium Corp. 2 59 0.00
CEVA Group PLC 431 207,005 0.01
CEVA Group PLC, Series A-1, convertible preferred, (3-month USD-LIBOR + 3.00%) 0% 329 219,587 0.01
CEVA Group PLC, Series A-2, convertible preferred, (3-month USD-LIBOR + 2.00%) 0% 36 17,477 0.00
Corporate Risk Holdings Corp. 131 0 0.00
Corporate Risk Holdings I, Inc. 25,840 456,851 0.02
NII Holdings, Inc. 76,468 32,445 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.