MORTGAGE-BACKED OBLIGATIONS — 36.18%
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FEDERAL AGENCY MORTGAGE-BACKED OBLIGATIONS
1
— 32.84%
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Fannie Mae, Series 2003-T1, Class B, 4.491% 2012
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$
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46,225
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|
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$
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46,348
|
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Fannie Mae 3.418% 2017
2
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4,064
|
|
|
|
4,455
|
|
Fannie Mae, Series 2002-15, Class PG, 6.00% 2017
|
|
|
2,079
|
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|
|
2,232
|
|
Fannie Mae 5.50% 2019
|
|
|
61
|
|
|
|
66
|
|
Fannie Mae 5.50% 2020
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5,652
|
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|
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6,122
|
|
Fannie Mae 5.50% 2020
|
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|
716
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|
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|
778
|
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Fannie Mae 11.078% 2020
2
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53
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|
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|
60
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|
Fannie Mae, Series 2012-M5, Class A1, multifamily 1.787% 2022
|
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3,681
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3,802
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|
Fannie Mae, Series 2012-M2, Class A2, multifamily 2.717% 2022
|
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|
8,400
|
|
|
|
8,796
|
|
Fannie Mae, Series 2012-M3, Class 1-A2, multifamily 3.044% 2022
|
|
|
3,500
|
|
|
|
3,770
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|
Fannie Mae, Series 2003-48, Class TJ, 4.50% 2022
|
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2,506
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|
|
2,546
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Fannie Mae 5.00% 2023
|
|
|
3,302
|
|
|
|
3,601
|
|
Fannie Mae 5.50% 2023
|
|
|
19,182
|
|
|
|
20,855
|
|
Fannie Mae 5.50% 2023
|
|
|
18,469
|
|
|
|
20,103
|
|
Fannie Mae 6.00% 2023
|
|
|
2,094
|
|
|
|
2,347
|
|
Fannie Mae 4.50% 2024
|
|
|
12,657
|
|
|
|
13,666
|
|
Fannie Mae 6.00% 2024
|
|
|
4,941
|
|
|
|
5,506
|
|
Fannie Mae 3.50% 2025
|
|
|
22,975
|
|
|
|
24,474
|
|
Fannie Mae 3.50% 2025
|
|
|
17,667
|
|
|
|
18,819
|
|
Fannie Mae 3.50% 2025
|
|
|
12,893
|
|
|
|
13,734
|
|
Fannie Mae 3.50% 2025
|
|
|
10,020
|
|
|
|
10,673
|
|
Fannie Mae 3.50% 2025
|
|
|
8,879
|
|
|
|
9,459
|
|
Fannie Mae 3.50% 2025
|
|
|
5,691
|
|
|
|
6,062
|
|
Fannie Mae 4.50% 2025
|
|
|
17,035
|
|
|
|
18,436
|
|
Fannie Mae 4.50% 2025
|
|
|
9,643
|
|
|
|
10,437
|
|
Fannie Mae 4.50% 2025
|
|
|
9,426
|
|
|
|
10,201
|
|
Fannie Mae, Series 2001-4, Class GA, 9.667% 2025
2
|
|
|
196
|
|
|
|
228
|
|
Fannie Mae, Series 2001-4, Class NA, 11.289% 2025
2
|
|
|
450
|
|
|
|
504
|
|
Fannie Mae 2.502% 2026
2
|
|
|
345
|
|
|
|
366
|
|
Fannie Mae 3.50% 2026
|
|
|
80,767
|
|
|
|
86,037
|
|
Fannie Mae 3.50% 2026
|
|
|
9,568
|
|
|
|
10,192
|
|
Fannie Mae 3.50% 2026
|
|
|
9,321
|
|
|
|
9,929
|
|
Fannie Mae 4.00% 2026
|
|
|
14,487
|
|
|
|
15,511
|
|
Fannie Mae 6.00% 2026
|
|
|
12,528
|
|
|
|
13,976
|
|
Fannie Mae 2.50% 2027
|
|
|
441,935
|
|
|
|
463,548
|
|
Fannie Mae 2.50% 2027
|
|
|
52,250
|
|
|
|
54,920
|
|
Fannie Mae 2.50% 2027
|
|
|
21,250
|
|
|
|
22,376
|
|
Fannie Mae 2.50% 2027
|
|
|
17,000
|
|
|
|
17,888
|
|
Fannie Mae 2.50% 2027
|
|
|
11,000
|
|
|
|
11,577
|
|
Fannie Mae 2.50% 2027
|
|
|
10,383
|
|
|
|
10,927
|
|
Fannie Mae 2.50% 2027
|
|
|
9,849
|
|
|
|
10,365
|
|
Fannie Mae 2.50% 2027
|
|
|
7,000
|
|
|
|
7,367
|
|
Fannie Mae 2.50% 2027
|
|
|
5,000
|
|
|
|
5,262
|
|
Fannie Mae 2.50% 2027
|
|
|
3,000
|
|
|
|
3,157
|
|
Fannie Mae 2.50% 2027
|
|
|
551
|
|
|
|
580
|
|
Fannie Mae 2.50% 2027
|
|
|
217
|
|
|
|
229
|
|
Fannie Mae 3.00% 2027
|
|
|
733,716
|
|
|
|
777,739
|
|
Fannie Mae 3.00% 2027
|
|
|
232,770
|
|
|
|
246,409
|
|
Fannie Mae 3.00% 2027
|
|
|
56,376
|
|
|
|
60,209
|
|
Fannie Mae 3.50% 2027
|
|
|
472,990
|
|
|
|
503,365
|
|
Fannie Mae 5.50% 2027
|
|
|
5,994
|
|
|
|
6,561
|
|
Fannie Mae 6.00% 2028
|
|
|
3,162
|
|
|
|
3,492
|
|
Fannie Mae 6.00% 2028
|
|
|
1,813
|
|
|
|
2,005
|
|
Fannie Mae, Series 1998-W5, Class B3, 6.50% 2028
|
|
|
1,317
|
|
|
|
1,054
|
|
Fannie Mae, Series 2002-W7, Class A-5, 7.50% 2029
|
|
|
419
|
|
|
|
507
|
|
Fannie Mae, Series 2001-25, Class ZA, 6.50% 2031
|
|
|
2,721
|
|
|
|
3,080
|
|
Fannie Mae, Series 2001-20, Class E, 9.594% 2031
2
|
|
|
36
|
|
|
|
41
|
|
Fannie Mae 6.50% 2032
|
|
|
129
|
|
|
|
142
|
|
Fannie Mae 4.50% 2034
|
|
|
58,811
|
|
|
|
63,951
|
|
Fannie Mae 6.50% 2034
|
|
|
831
|
|
|
|
935
|
|
Fannie Mae 5.00% 2035
|
|
|
61,934
|
|
|
|
67,852
|
|
Fannie Mae 5.00% 2035
|
|
|
56,934
|
|
|
|
62,550
|
|
Fannie Mae, Series 2005-68, Class PG, 5.50% 2035
|
|
|
3,326
|
|
|
|
3,787
|
|
Fannie Mae, Series 2006-51, Class PO, principal only, 0% 2036
|
|
|
5,164
|
|
|
|
5,027
|
|
Fannie Mae, Series 2006-32, Class OA, principal only, 0% 2036
|
|
|
4,679
|
|
|
|
4,425
|
|
Fannie Mae, Series 2006-96, Class OP, principal only, 0% 2036
|
|
|
1,060
|
|
|
|
968
|
|
Fannie Mae 5.00% 2036
|
|
|
34,679
|
|
|
|
37,955
|
|
Fannie Mae 5.00% 2036
|
|
|
12,013
|
|
|
|
13,148
|
|
Fannie Mae, Series 2006-101, Class PC, 5.50% 2036
|
|
|
3,506
|
|
|
|
3,918
|
|
Fannie Mae 5.50% 2036
|
|
|
1,373
|
|
|
|
1,514
|
|
Fannie Mae, Series 2006-106, Class HG, 6.00% 2036
|
|
|
11,881
|
|
|
|
13,493
|
|
Fannie Mae, Series 2006-43, Class PX, 6.00% 2036
|
|
|
9,407
|
|
|
|
10,530
|
|
Fannie Mae 6.00% 2036
|
|
|
8,653
|
|
|
|
9,617
|
|
Fannie Mae 6.00% 2036
|
|
|
4,363
|
|
|
|
4,848
|
|
Fannie Mae 6.00% 2036
|
|
|
3,504
|
|
|
|
3,881
|
|
Fannie Mae 6.00% 2036
|
|
|
2,672
|
|
|
|
2,975
|
|
Fannie Mae 6.50% 2036
|
|
|
8,027
|
|
|
|
9,033
|
|
Fannie Mae 6.50% 2036
|
|
|
4,429
|
|
|
|
5,044
|
|
Fannie Mae 7.00% 2036
|
|
|
863
|
|
|
|
983
|
|
Fannie Mae 7.00% 2036
|
|
|
696
|
|
|
|
793
|
|
Fannie Mae 7.50% 2036
|
|
|
359
|
|
|
|
411
|
|
Fannie Mae 7.50% 2036
|
|
|
112
|
|
|
|
128
|
|
Fannie Mae 8.00% 2036
|
|
|
548
|
|
|
|
628
|
|
Fannie Mae 3.681% 2037
2
|
|
|
3,534
|
|
|
|
3,694
|
|
Fannie Mae 4.133% 2037
2
|
|
|
5,758
|
|
|
|
6,142
|
|
Fannie Mae 4.652% 2037
2
|
|
|
6,445
|
|
|
|
6,876
|
|
Fannie Mae 5.00% 2037
|
|
|
3,048
|
|
|
|
3,330
|
|
Fannie Mae 5.164% 2037
2
|
|
|
3,184
|
|
|
|
3,346
|
|
Fannie Mae, Series 2007-40, Class PT, 5.50% 2037
|
|
|
15,937
|
|
|
|
17,699
|
|
Fannie Mae 5.50% 2037
|
|
|
10,162
|
|
|
|
11,146
|
|
Fannie Mae 6.00% 2037
|
|
|
41,082
|
|
|
|
45,446
|
|
Fannie Mae 6.00% 2037
|
|
|
40,750
|
|
|
|
45,128
|
|
Fannie Mae 6.00% 2037
|
|
|
24,032
|
|
|
|
26,614
|
|
Fannie Mae 6.00% 2037
|
|
|
10,862
|
|
|
|
12,029
|
|
Fannie Mae 6.00% 2037
|
|
|
6,611
|
|
|
|
7,322
|
|
Fannie Mae 6.00% 2037
|
|
|
6,514
|
|
|
|
7,197
|
|
Fannie Mae 6.00% 2037
|
|
|
5,440
|
|
|
|
6,024
|
|
Fannie Mae 6.00% 2037
|
|
|
4,832
|
|
|
|
5,297
|
|
Fannie Mae 6.00% 2037
|
|
|
4,312
|
|
|
|
4,775
|
|
Fannie Mae 6.00% 2037
|
|
|
3,549
|
|
|
|
3,926
|
|
Fannie Mae 6.00% 2037
|
|
|
2,269
|
|
|
|
2,487
|
|
Fannie Mae 6.00% 2037
|
|
|
1,283
|
|
|
|
1,421
|
|
Fannie Mae 6.00% 2037
|
|
|
948
|
|
|
|
1,050
|
|
Fannie Mae 6.50% 2037
|
|
|
9,093
|
|
|
|
10,218
|
|
Fannie Mae 6.50% 2037
|
|
|
6,804
|
|
|
|
7,650
|
|
Fannie Mae 6.50% 2037
|
|
|
5,738
|
|
|
|
6,399
|
|
Fannie Mae 6.50% 2037
|
|
|
5,102
|
|
|
|
5,739
|
|
Fannie Mae 6.50% 2037
|
|
|
914
|
|
|
|
1,026
|
|
Fannie Mae 7.00% 2037
|
|
|
2,727
|
|
|
|
3,068
|
|
Fannie Mae 7.00% 2037
|
|
|
2,565
|
|
|
|
2,885
|
|
Fannie Mae 7.00% 2037
|
|
|
1,014
|
|
|
|
1,155
|
|
Fannie Mae 7.00% 2037
|
|
|
513
|
|
|
|
584
|
|
Fannie Mae 7.00% 2037
|
|
|
247
|
|
|
|
283
|
|
Fannie Mae 7.00% 2037
|
|
|
218
|
|
|
|
249
|
|
Fannie Mae 7.50% 2037
|
|
|
660
|
|
|
|
755
|
|
Fannie Mae 7.50% 2037
|
|
|
583
|
|
|
|
666
|
|
Fannie Mae 7.50% 2037
|
|
|
566
|
|
|
|
648
|
|
Fannie Mae 7.50% 2037
|
|
|
550
|
|
|
|
629
|
|
Fannie Mae 7.50% 2037
|
|
|
484
|
|
|
|
554
|
|
Fannie Mae 7.50% 2037
|
|
|
468
|
|
|
|
535
|
|
Fannie Mae 7.50% 2037
|
|
|
457
|
|
|
|
522
|
|
Fannie Mae 7.50% 2037
|
|
|
426
|
|
|
|
487
|
|
Fannie Mae 7.50% 2037
|
|
|
413
|
|
|
|
473
|
|
Fannie Mae 7.50% 2037
|
|
|
372
|
|
|
|
425
|
|
Fannie Mae 7.50% 2037
|
|
|
234
|
|
|
|
268
|
|
Fannie Mae 7.50% 2037
|
|
|
191
|
|
|
|
219
|
|
Fannie Mae 7.50% 2037
|
|
|
128
|
|
|
|
150
|
|
Fannie Mae 7.50% 2037
|
|
|
68
|
|
|
|
77
|
|
Fannie Mae 7.50% 2037
|
|
|
26
|
|
|
|
30
|
|
Fannie Mae 8.00% 2037
|
|
|
178
|
|
|
|
204
|
|
Fannie Mae 8.00% 2037
|
|
|
119
|
|
|
|
138
|
|
Fannie Mae 8.00% 2037
|
|
|
101
|
|
|
|
116
|
|
Fannie Mae 5.00% 2038
|
|
|
28,894
|
|
|
|
31,569
|
|
Fannie Mae 5.00% 2038
|
|
|
20,465
|
|
|
|
22,360
|
|
Fannie Mae 5.332% 2038
2
|
|
|
2,731
|
|
|
|
2,932
|
|
Fannie Mae 5.382% 2038
2
|
|
|
6,862
|
|
|
|
7,379
|
|
Fannie Mae 5.397% 2038
2
|
|
|
669
|
|
|
|
725
|
|
Fannie Mae 5.50% 2038
|
|
|
18,589
|
|
|
|
20,388
|
|
Fannie Mae 5.50% 2038
|
|
|
135
|
|
|
|
148
|
|
Fannie Mae 6.00% 2038
|
|
|
142,997
|
|
|
|
158,360
|
|
Fannie Mae 6.00% 2038
|
|
|
136,975
|
|
|
|
151,757
|
|
Fannie Mae 6.00% 2038
|
|
|
99,651
|
|
|
|
110,357
|
|
Fannie Mae 6.00% 2038
|
|
|
40,989
|
|
|
|
46,016
|
|
Fannie Mae 6.00% 2038
|
|
|
29,542
|
|
|
|
32,671
|
|
Fannie Mae 6.00% 2038
|
|
|
24,850
|
|
|
|
27,557
|
|
Fannie Mae 6.00% 2038
|
|
|
20,675
|
|
|
|
22,851
|
|
Fannie Mae 6.00% 2038
|
|
|
10,510
|
|
|
|
11,626
|
|
Fannie Mae 6.00% 2038
|
|
|
8,879
|
|
|
|
9,804
|
|
Fannie Mae 6.00% 2038
|
|
|
7,822
|
|
|
|
8,643
|
|
Fannie Mae 6.00% 2038
|
|
|
6,472
|
|
|
|
7,167
|
|
Fannie Mae 6.00% 2038
|
|
|
4,755
|
|
|
|
5,255
|
|
Fannie Mae 6.00% 2038
|
|
|
4,556
|
|
|
|
5,045
|
|
Fannie Mae 6.00% 2038
|
|
|
4,234
|
|
|
|
4,675
|
|
Fannie Mae 6.00% 2038
|
|
|
4,224
|
|
|
|
4,667
|
|
Fannie Mae 6.00% 2038
|
|
|
706
|
|
|
|
781
|
|
Fannie Mae 6.00% 2038
|
|
|
190
|
|
|
|
210
|
|
Fannie Mae 6.50% 2038
|
|
|
90,884
|
|
|
|
103,579
|
|
Fannie Mae 6.50% 2038
|
|
|
9,349
|
|
|
|
10,655
|
|
Fannie Mae 3.516% 2039
2
|
|
|
4,815
|
|
|
|
5,050
|
|
Fannie Mae 3.555% 2039
2
|
|
|
3,355
|
|
|
|
3,502
|
|
Fannie Mae 3.595% 2039
2
|
|
|
11,823
|
|
|
|
12,431
|
|
Fannie Mae 3.706% 2039
2
|
|
|
643
|
|
|
|
679
|
|
Fannie Mae 3.769% 2039
2
|
|
|
3,343
|
|
|
|
3,524
|
|
Fannie Mae 3.816% 2039
2
|
|
|
1,418
|
|
|
|
1,496
|
|
Fannie Mae 3.845% 2039
2
|
|
|
4,304
|
|
|
|
4,512
|
|
Fannie Mae 3.892% 2039
2
|
|
|
1,598
|
|
|
|
1,693
|
|
Fannie Mae 3.913% 2039
2
|
|
|
1,828
|
|
|
|
1,917
|
|
Fannie Mae 3.941% 2039
2
|
|
|
1,464
|
|
|
|
1,544
|
|
Fannie Mae 3.955% 2039
2
|
|
|
7,751
|
|
|
|
8,177
|
|
Fannie Mae 4.50% 2039
|
|
|
34,447
|
|
|
|
37,291
|
|
Fannie Mae 5.00% 2039
|
|
|
26,185
|
|
|
|
29,272
|
|
Fannie Mae 5.50% 2039
|
|
|
21,160
|
|
|
|
23,208
|
|
Fannie Mae 5.50% 2039
|
|
|
2,968
|
|
|
|
3,256
|
|
Fannie Mae 6.00% 2039
|
|
|
56,969
|
|
|
|
63,089
|
|
Fannie Mae 6.00% 2039
|
|
|
38,479
|
|
|
|
42,613
|
|
Fannie Mae 6.00% 2039
|
|
|
19,174
|
|
|
|
21,222
|
|
Fannie Mae 6.00% 2039
|
|
|
17,650
|
|
|
|
19,535
|
|
Fannie Mae 6.00% 2039
|
|
|
6,811
|
|
|
|
7,534
|
|
Fannie Mae 6.00% 2039
|
|
|
6,412
|
|
|
|
7,094
|
|
Fannie Mae 6.00% 2039
|
|
|
6,383
|
|
|
|
7,069
|
|
Fannie Mae 6.00% 2039
|
|
|
3,984
|
|
|
|
4,412
|
|
Fannie Mae 6.00% 2039
|
|
|
3,340
|
|
|
|
3,692
|
|
Fannie Mae 6.00% 2039
|
|
|
3,178
|
|
|
|
3,505
|
|
Fannie Mae 6.00% 2039
|
|
|
663
|
|
|
|
734
|
|
Fannie Mae 6.00% 2039
|
|
|
342
|
|
|
|
377
|
|
Fannie Mae 3.207% 2040
2
|
|
|
34,635
|
|
|
|
36,502
|
|
Fannie Mae 3.607% 2040
2
|
|
|
6,092
|
|
|
|
6,431
|
|
Fannie Mae 4.00% 2040
|
|
|
49,273
|
|
|
|
53,170
|
|
Fannie Mae 4.00% 2040
|
|
|
19,278
|
|
|
|
21,194
|
|
Fannie Mae 4.00% 2040
|
|
|
10,969
|
|
|
|
11,837
|
|
Fannie Mae 4.17% 2040
2
|
|
|
2,077
|
|
|
|
2,219
|
|
Fannie Mae 4.408% 2040
2
|
|
|
7,683
|
|
|
|
8,221
|
|
Fannie Mae 4.50% 2040
|
|
|
73,791
|
|
|
|
80,114
|
|
Fannie Mae 4.50% 2040
|
|
|
8,026
|
|
|
|
8,713
|
|
Fannie Mae 4.50% 2040
|
|
|
6,830
|
|
|
|
7,416
|
|
Fannie Mae 4.50% 2040
|
|
|
5,269
|
|
|
|
5,702
|
|
Fannie Mae 4.50% 2040
|
|
|
3,891
|
|
|
|
4,224
|
|
Fannie Mae 4.50% 2040
|
|
|
427
|
|
|
|
474
|
|
Fannie Mae 5.00% 2040
|
|
|
36,357
|
|
|
|
40,010
|
|
Fannie Mae 5.00% 2040
|
|
|
17,038
|
|
|
|
19,105
|
|
Fannie Mae 5.00% 2040
|
|
|
12,604
|
|
|
|
14,299
|
|
Fannie Mae 5.00% 2040
|
|
|
3,191
|
|
|
|
3,599
|
|
Fannie Mae 5.00% 2040
|
|
|
3,152
|
|
|
|
3,469
|
|
Fannie Mae 5.00% 2040
|
|
|
2,332
|
|
|
|
2,555
|
|
Fannie Mae 5.50% 2040
|
|
|
33,115
|
|
|
|
36,251
|
|
Fannie Mae 5.50% 2040
|
|
|
13,888
|
|
|
|
15,371
|
|
Fannie Mae 5.50% 2040
|
|
|
2,081
|
|
|
|
2,304
|
|
Fannie Mae 6.00% 2040
|
|
|
40,385
|
|
|
|
44,724
|
|
Fannie Mae 6.00% 2040
|
|
|
11,191
|
|
|
|
12,348
|
|
Fannie Mae 6.00% 2040
|
|
|
10,667
|
|
|
|
11,790
|
|
Fannie Mae 2.911% 2041
2
|
|
|
3,679
|
|
|
|
3,886
|
|
Fannie Mae 3.569% 2041
2
|
|
|
14,469
|
|
|
|
15,354
|
|
Fannie Mae 3.586% 2041
2
|
|
|
2,337
|
|
|
|
2,481
|
|
Fannie Mae 3.758% 2041
2
|
|
|
7,694
|
|
|
|
8,198
|
|
Fannie Mae 4.00% 2041
|
|
|
157,679
|
|
|
|
173,352
|
|
Fannie Mae 4.00% 2041
|
|
|
157,825
|
|
|
|
170,307
|
|
Fannie Mae 4.00% 2041
|
|
|
92,661
|
|
|
|
101,871
|
|
Fannie Mae 4.00% 2041
|
|
|
32,571
|
|
|
|
35,147
|
|
Fannie Mae 4.00% 2041
|
|
|
24,679
|
|
|
|
27,128
|
|
Fannie Mae 4.00% 2041
|
|
|
19,305
|
|
|
|
20,838
|
|
Fannie Mae 4.00% 2041
|
|
|
16,795
|
|
|
|
18,123
|
|
Fannie Mae 4.00% 2041
|
|
|
16,415
|
|
|
|
17,718
|
|
Fannie Mae 4.00% 2041
|
|
|
13,103
|
|
|
|
14,406
|
|
Fannie Mae 4.00% 2041
|
|
|
12,281
|
|
|
|
13,252
|
|
Fannie Mae 4.00% 2041
|
|
|
10,354
|
|
|
|
11,384
|
|
Fannie Mae 4.00% 2041
|
|
|
8,968
|
|
|
|
9,680
|
|
Fannie Mae 4.00% 2041
|
|
|
8,187
|
|
|
|
8,835
|
|
Fannie Mae 4.00% 2041
|
|
|
7,045
|
|
|
|
7,745
|
|
Fannie Mae 4.00% 2041
|
|
|
6,799
|
|
|
|
7,336
|
|
Fannie Mae 4.00% 2041
|
|
|
6,378
|
|
|
|
6,862
|
|
Fannie Mae 4.00% 2041
|
|
|
420
|
|
|
|
453
|
|
Fannie Mae 4.50% 2041
|
|
|
69,022
|
|
|
|
75,065
|
|
Fannie Mae 4.50% 2041
|
|
|
52,630
|
|
|
|
57,238
|
|
Fannie Mae 4.50% 2041
|
|
|
37,299
|
|
|
|
41,777
|
|
Fannie Mae 4.50% 2041
|
|
|
36,390
|
|
|
|
40,758
|
|
Fannie Mae 4.50% 2041
|
|
|
35,206
|
|
|
|
38,223
|
|
Fannie Mae 4.50% 2041
|
|
|
32,175
|
|
|
|
35,796
|
|
Fannie Mae 4.50% 2041
|
|
|
27,055
|
|
|
|
29,424
|
|
Fannie Mae 4.50% 2041
|
|
|
26,573
|
|
|
|
28,899
|
|
Fannie Mae 4.50% 2041
|
|
|
24,734
|
|
|
|
26,900
|
|
Fannie Mae 4.50% 2041
|
|
|
24,119
|
|
|
|
26,834
|
|
Fannie Mae 4.50% 2041
|
|
|
10,122
|
|
|
|
11,338
|
|
Fannie Mae 4.50% 2041
|
|
|
10,178
|
|
|
|
11,323
|
|
Fannie Mae 4.50% 2041
|
|
|
9,283
|
|
|
|
10,421
|
|
Fannie Mae 4.50% 2041
|
|
|
7,246
|
|
|
|
7,880
|
|
Fannie Mae 4.50% 2041
|
|
|
6,853
|
|
|
|
7,428
|
|
Fannie Mae 4.50% 2041
|
|
|
1,785
|
|
|
|
1,941
|
|
Fannie Mae 4.50% 2041
|
|
|
1,339
|
|
|
|
1,490
|
|
Fannie Mae 5.00% 2041
|
|
|
44,761
|
|
|
|
50,780
|
|
Fannie Mae 5.00% 2041
|
|
|
33,604
|
|
|
|
38,123
|
|
Fannie Mae 5.00% 2041
|
|
|
25,307
|
|
|
|
28,710
|
|
Fannie Mae 5.00% 2041
|
|
|
21,730
|
|
|
|
24,652
|
|
Fannie Mae 5.00% 2041
|
|
|
21,601
|
|
|
|
24,506
|
|
Fannie Mae 5.00% 2041
|
|
|
18,621
|
|
|
|
21,124
|
|
Fannie Mae 5.00% 2041
|
|
|
17,449
|
|
|
|
19,566
|
|
Fannie Mae 5.00% 2041
|
|
|
16,760
|
|
|
|
19,014
|
|
Fannie Mae 5.00% 2041
|
|
|
15,006
|
|
|
|
17,024
|
|
Fannie Mae 5.00% 2041
|
|
|
14,197
|
|
|
|
16,106
|
|
Fannie Mae 5.00% 2041
|
|
|
13,979
|
|
|
|
15,859
|
|
Fannie Mae 5.00% 2041
|
|
|
12,574
|
|
|
|
14,264
|
|
Fannie Mae 5.00% 2041
|
|
|
10,875
|
|
|
|
12,338
|
|
Fannie Mae 5.00% 2041
|
|
|
9,279
|
|
|
|
10,526
|
|
Fannie Mae 5.00% 2041
|
|
|
8,663
|
|
|
|
9,814
|
|
Fannie Mae 5.00% 2041
|
|
|
7,705
|
|
|
|
8,741
|
|
Fannie Mae 5.00% 2041
|
|
|
7,385
|
|
|
|
8,102
|
|
Fannie Mae 5.00% 2041
|
|
|
6,624
|
|
|
|
7,514
|
|
Fannie Mae 5.00% 2041
|
|
|
6,080
|
|
|
|
6,889
|
|
Fannie Mae 5.00% 2041
|
|
|
5,817
|
|
|
|
6,599
|
|
Fannie Mae 5.00% 2041
|
|
|
4,301
|
|
|
|
4,861
|
|
Fannie Mae 5.00% 2041
|
|
|
3,842
|
|
|
|
4,353
|
|
Fannie Mae 5.00% 2041
|
|
|
2,595
|
|
|
|
2,940
|
|
Fannie Mae 5.00% 2041
|
|
|
2,503
|
|
|
|
2,835
|
|
Fannie Mae 5.00% 2041
|
|
|
2,261
|
|
|
|
2,565
|
|
Fannie Mae 5.00% 2041
|
|
|
1,967
|
|
|
|
2,229
|
|
Fannie Mae 5.00% 2041
|
|
|
1,502
|
|
|
|
1,697
|
|
Fannie Mae 5.00% 2041
|
|
|
1,377
|
|
|
|
1,562
|
|
Fannie Mae 5.00% 2041
|
|
|
1,368
|
|
|
|
1,553
|
|
Fannie Mae 5.50% 2041
|
|
|
24,275
|
|
|
|
26,654
|
|
Fannie Mae 5.50% 2041
|
|
|
11,101
|
|
|
|
12,176
|
|
Fannie Mae, Series 2001-T10, Class A-1, 7.00% 2041
|
|
|
3,720
|
|
|
|
4,365
|
|
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041
|
|
|
1,005
|
|
|
|
1,151
|
|
Fannie Mae, Series 2002-W3, Class A-5, 7.50% 2041
|
|
|
2,214
|
|
|
|
2,656
|
|
Fannie Mae 3.00% 2042
|
|
|
508,340
|
|
|
|
536,616
|
|
Fannie Mae 3.00% 2042
|
|
|
138,250
|
|
|
|
145,573
|
|
Fannie Mae 3.50% 2042
|
|
|
413,643
|
|
|
|
443,632
|
|
Fannie Mae 3.50% 2042
|
|
|
123,000
|
|
|
|
131,591
|
|
Fannie Mae 3.50% 2042
|
|
|
110,497
|
|
|
|
119,307
|
|
Fannie Mae 3.50% 2042
|
|
|
95,270
|
|
|
|
102,539
|
|
Fannie Mae 3.50% 2042
|
|
|
80,785
|
|
|
|
87,656
|
|
Fannie Mae 3.50% 2042
|
|
|
67,440
|
|
|
|
72,638
|
|
Fannie Mae 3.50% 2042
|
|
|
65,171
|
|
|
|
70,327
|
|
Fannie Mae 3.50% 2042
|
|
|
63,458
|
|
|
|
68,299
|
|
Fannie Mae 3.50% 2042
|
|
|
56,983
|
|
|
|
61,366
|
|
Fannie Mae 3.50% 2042
|
|
|
56,870
|
|
|
|
61,245
|
|
Fannie Mae 3.50% 2042
|
|
|
54,479
|
|
|
|
58,822
|
|
Fannie Mae 3.50% 2042
|
|
|
49,820
|
|
|
|
53,489
|
|
Fannie Mae 3.50% 2042
|
|
|
41,058
|
|
|
|
44,331
|
|
Fannie Mae 3.50% 2042
|
|
|
32,835
|
|
|
|
35,433
|
|
Fannie Mae 3.50% 2042
|
|
|
32,693
|
|
|
|
35,433
|
|
Fannie Mae 3.50% 2042
|
|
|
27,939
|
|
|
|
30,167
|
|
Fannie Mae 3.50% 2042
|
|
|
26,998
|
|
|
|
29,150
|
|
Fannie Mae 3.50% 2042
|
|
|
24,922
|
|
|
|
26,909
|
|
Fannie Mae 3.50% 2042
|
|
|
24,868
|
|
|
|
26,850
|
|
Fannie Mae 3.50% 2042
|
|
|
24,838
|
|
|
|
26,751
|
|
Fannie Mae 3.50% 2042
|
|
|
23,295
|
|
|
|
25,152
|
|
Fannie Mae 3.50% 2042
|
|
|
21,339
|
|
|
|
23,027
|
|
Fannie Mae 3.50% 2042
|
|
|
19,774
|
|
|
|
21,350
|
|
Fannie Mae 3.50% 2042
|
|
|
18,832
|
|
|
|
20,333
|
|
Fannie Mae 3.50% 2042
|
|
|
17,138
|
|
|
|
18,459
|
|
Fannie Mae 3.50% 2042
|
|
|
16,071
|
|
|
|
17,352
|
|
Fannie Mae 3.50% 2042
|
|
|
15,990
|
|
|
|
17,265
|
|
Fannie Mae 3.50% 2042
|
|
|
14,639
|
|
|
|
15,768
|
|
Fannie Mae 3.50% 2042
|
|
|
13,921
|
|
|
|
15,031
|
|
Fannie Mae 3.50% 2042
|
|
|
12,352
|
|
|
|
13,262
|
|
Fannie Mae 3.50% 2042
|
|
|
9,972
|
|
|
|
10,767
|
|
Fannie Mae 3.50% 2042
|
|
|
9,511
|
|
|
|
10,269
|
|
Fannie Mae 3.50% 2042
|
|
|
7,273
|
|
|
|
7,883
|
|
Fannie Mae 3.50% 2042
|
|
|
5,198
|
|
|
|
5,613
|
|
Fannie Mae 3.50% 2042
|
|
|
4,945
|
|
|
|
5,339
|
|
Fannie Mae 3.50% 2042
|
|
|
4,906
|
|
|
|
5,297
|
|
Fannie Mae 3.50% 2042
|
|
|
4,671
|
|
|
|
5,043
|
|
Fannie Mae 3.50% 2042
|
|
|
2,737
|
|
|
|
2,955
|
|
Fannie Mae 3.50% 2042
|
|
|
2,342
|
|
|
|
2,529
|
|
Fannie Mae 3.50% 2042
|
|
|
2,113
|
|
|
|
2,281
|
|
Fannie Mae 3.50% 2042
|
|
|
2,054
|
|
|
|
2,218
|
|
Fannie Mae 3.50% 2042
|
|
|
1,181
|
|
|
|
1,275
|
|
Fannie Mae 4.00% 2042
|
|
|
157,050
|
|
|
|
169,246
|
|
Fannie Mae 4.00% 2042
|
|
|
47,353
|
|
|
|
52,053
|
|
Fannie Mae 4.50% 2042
|
|
|
229,213
|
|
|
|
248,052
|
|
Fannie Mae 5.50% 2042
|
|
|
56,838
|
|
|
|
62,318
|
|
Fannie Mae, Series 2002-W1, Class 2A, 7.014% 2042
2
|
|
|
2,787
|
|
|
|
3,294
|
|
Fannie Mae 6.00% 2047
|
|
|
368
|
|
|
|
400
|
|
Fannie Mae 6.50% 2047
|
|
|
492
|
|
|
|
548
|
|
Fannie Mae 6.50% 2047
|
|
|
119
|
|
|
|
133
|
|
Fannie Mae 7.00% 2047
|
|
|
827
|
|
|
|
925
|
|
Fannie Mae 7.00% 2047
|
|
|
68
|
|
|
|
77
|
|
Freddie Mac, Series K501, Class A1, multifamily 1.337% 2016
|
|
|
4,058
|
|
|
|
4,131
|
|
Freddie Mac, Series K702, Class A1, multifamily 2.084% 2017
|
|
|
2,221
|
|
|
|
2,305
|
|
Freddie Mac, Series K701, Class A2, multifamily 3.882% 2017
2
|
|
|
3,300
|
|
|
|
3,749
|
|
Freddie Mac, Series K705, Class A2, multifamily 2.303% 2018
|
|
|
3,092
|
|
|
|
3,288
|
|
Freddie Mac, Series K706, Class A2, multifamily 2.323% 2018
|
|
|
3,225
|
|
|
|
3,420
|
|
Freddie Mac, Series K704, Class A2, multifamily 2.412% 2018
|
|
|
3,100
|
|
|
|
3,304
|
|
Freddie Mac, Series K702, Class A2, multifamily 3.154% 2018
|
|
|
15,455
|
|
|
|
17,059
|
|
Freddie Mac, Series K710, Class A2, multifamily 1.883% 2019
|
|
|
2,330
|
|
|
|
2,404
|
|
Freddie Mac, Series K709, Class A2, multifamily 2.086% 2019
|
|
|
1,870
|
|
|
|
1,967
|
|
Freddie Mac, Series 2890, Class KT, 4.50% 2019
|
|
|
2,500
|
|
|
|
2,795
|
|
Freddie Mac 5.50% 2019
|
|
|
2,912
|
|
|
|
3,135
|
|
Freddie Mac, Series K015, Class A1, multifamily 2.257% 2020
|
|
|
3,502
|
|
|
|
3,702
|
|
Freddie Mac, Series K009, Class A1, multifamily 2.757% 2020
|
|
|
3,731
|
|
|
|
3,994
|
|
Freddie Mac, Series K014, Class A1, multifamily 2.788% 2020
|
|
|
3,838
|
|
|
|
4,138
|
|
Freddie Mac, Series K013, Class A1, multifamily 2.902% 2020
|
|
|
3,980
|
|
|
|
4,281
|
|
Freddie Mac, Series K010, Class A1, multifamily 3.32% 2020
2
|
|
|
3,522
|
|
|
|
3,860
|
|
Freddie Mac, Series K011, Class A2, multifamily 4.084% 2020
2
|
|
|
4,150
|
|
|
|
4,833
|
|
Freddie Mac, Series K019, Class A1, multifamily 1.459% 2021
|
|
|
2,217
|
|
|
|
2,266
|
|
Freddie Mac, Series K017, Class A2, multifamily 2.873% 2021
|
|
|
4,200
|
|
|
|
4,489
|
|
Freddie Mac, Series 2626, Class NG, 3.50% 2023
|
|
|
412
|
|
|
|
424
|
|
Freddie Mac, Series 2922, Class EL, 4.50% 2023
|
|
|
3,254
|
|
|
|
3,283
|
|
Freddie Mac 5.00% 2023
|
|
|
4,309
|
|
|
|
4,654
|
|
Freddie Mac 5.00% 2023
|
|
|
156
|
|
|
|
169
|
|
Freddie Mac 5.00% 2023
|
|
|
23
|
|
|
|
25
|
|
Freddie Mac, Series 1617, Class PM, 6.50% 2023
|
|
|
837
|
|
|
|
943
|
|
Freddie Mac 5.00% 2024
|
|
|
9,963
|
|
|
|
10,765
|
|
Freddie Mac 6.00% 2026
|
|
|
7,435
|
|
|
|
8,169
|
|
Freddie Mac 6.00% 2026
|
|
|
6,596
|
|
|
|
7,248
|
|
Freddie Mac 5.50% 2027
|
|
|
4,129
|
|
|
|
4,495
|
|
Freddie Mac 6.00% 2027
|
|
|
46,583
|
|
|
|
51,185
|
|
Freddie Mac, Series 2153, Class GG, 6.00% 2029
|
|
|
1,431
|
|
|
|
1,612
|
|
Freddie Mac, Series 2122, Class QM, 6.25% 2029
|
|
|
2,348
|
|
|
|
2,653
|
|
Freddie Mac 2.727% 2035
2
|
|
|
5,971
|
|
|
|
6,421
|
|
Freddie Mac, Series 3061, Class PN, 5.50% 2035
|
|
|
21,453
|
|
|
|
23,717
|
|
Freddie Mac, Series 3136, Class OP, principal only, 0% 2036
|
|
|
4,150
|
|
|
|
4,004
|
|
Freddie Mac, Series 3147, Class OD, principal only, 0% 2036
|
|
|
2,772
|
|
|
|
2,711
|
|
Freddie Mac, Series 3149, Class MO, principal only, 0% 2036
|
|
|
2,831
|
|
|
|
2,645
|
|
Freddie Mac, Series 3149, Class AO, principal only, 0% 2036
|
|
|
2,481
|
|
|
|
2,432
|
|
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036
|
|
|
54
|
|
|
|
51
|
|
Freddie Mac, Series 3257, Class PA, 5.50% 2036
|
|
|
28,969
|
|
|
|
32,201
|
|
Freddie Mac, Series 3233, Class PA, 6.00% 2036
|
|
|
22,362
|
|
|
|
25,137
|
|
Freddie Mac, Series 3156, Class NG, 6.00% 2036
|
|
|
7,157
|
|
|
|
8,107
|
|
Freddie Mac 2.256% 2037
2
|
|
|
2,411
|
|
|
|
2,544
|
|
Freddie Mac 2.41% 2037
2
|
|
|
4,932
|
|
|
|
5,200
|
|
Freddie Mac 4.50% 2037
|
|
|
21,683
|
|
|
|
23,361
|
|
Freddie Mac, Series 3286, Class JN, 5.50% 2037
|
|
|
29,855
|
|
|
|
32,788
|
|
Freddie Mac, Series 3318, Class JT, 5.50% 2037
|
|
|
16,824
|
|
|
|
18,478
|
|
Freddie Mac, Series 3312, Class PA, 5.50% 2037
|
|
|
15,321
|
|
|
|
16,978
|
|
Freddie Mac 5.50% 2037
|
|
|
8,854
|
|
|
|
9,656
|
|
Freddie Mac 5.50% 2037
|
|
|
61
|
|
|
|
66
|
|
Freddie Mac 5.689% 2037
2
|
|
|
3,608
|
|
|
|
3,908
|
|
Freddie Mac, Series 3271, Class OA, 6.00% 2037
|
|
|
9,033
|
|
|
|
10,238
|
|
Freddie Mac 7.00% 2037
|
|
|
511
|
|
|
|
576
|
|
Freddie Mac 7.00% 2037
|
|
|
163
|
|
|
|
184
|
|
Freddie Mac 7.00% 2037
|
|
|
139
|
|
|
|
159
|
|
Freddie Mac 7.50% 2037
|
|
|
2,003
|
|
|
|
2,261
|
|
Freddie Mac 4.985% 2038
2
|
|
|
4,455
|
|
|
|
4,778
|
|
Freddie Mac 5.262% 2038
2
|
|
|
8,229
|
|
|
|
8,804
|
|
Freddie Mac 5.484% 2038
2
|
|
|
10,352
|
|
|
|
11,083
|
|
Freddie Mac 5.50% 2038
|
|
|
71,781
|
|
|
|
78,237
|
|
Freddie Mac 5.50% 2038
|
|
|
13,340
|
|
|
|
14,540
|
|
Freddie Mac 5.50% 2038
|
|
|
9,336
|
|
|
|
10,202
|
|
Freddie Mac 5.50% 2038
|
|
|
8,559
|
|
|
|
9,328
|
|
Freddie Mac 5.50% 2038
|
|
|
7,305
|
|
|
|
7,969
|
|
Freddie Mac 5.50% 2038
|
|
|
3,521
|
|
|
|
3,840
|
|
Freddie Mac 5.50% 2038
|
|
|
3,201
|
|
|
|
3,589
|
|
Freddie Mac 5.50% 2038
|
|
|
3,152
|
|
|
|
3,436
|
|
Freddie Mac 5.50% 2038
|
|
|
2,251
|
|
|
|
2,456
|
|
Freddie Mac 5.50% 2038
|
|
|
2,083
|
|
|
|
2,273
|
|
Freddie Mac 5.50% 2038
|
|
|
1,471
|
|
|
|
1,605
|
|
Freddie Mac 6.00% 2038
|
|
|
21,745
|
|
|
|
23,883
|
|
Freddie Mac 6.50% 2038
|
|
|
5,694
|
|
|
|
6,371
|
|
Freddie Mac 3.74% 2039
2
|
|
|
4,075
|
|
|
|
4,299
|
|
Freddie Mac 5.00% 2039
|
|
|
31,196
|
|
|
|
33,819
|
|
Freddie Mac 5.50% 2039
|
|
|
56,593
|
|
|
|
61,736
|
|
Freddie Mac 5.50% 2039
|
|
|
29,389
|
|
|
|
32,096
|
|
Freddie Mac, Series K020, Class A2, multifamily 2.373% 2040
|
|
|
32,600
|
|
|
|
33,343
|
|
Freddie Mac 3.192% 2040
2
|
|
|
3,782
|
|
|
|
3,982
|
|
Freddie Mac 4.50% 2040
|
|
|
81,830
|
|
|
|
88,269
|
|
Freddie Mac 5.50% 2040
|
|
|
800
|
|
|
|
873
|
|
Freddie Mac 5.50% 2040
|
|
|
32
|
|
|
|
35
|
|
Freddie Mac 4.50% 2041
|
|
|
21,784
|
|
|
|
24,145
|
|
Freddie Mac 4.50% 2041
|
|
|
11,558
|
|
|
|
12,810
|
|
Freddie Mac 4.50% 2041
|
|
|
6,593
|
|
|
|
7,307
|
|
Freddie Mac 4.50% 2041
|
|
|
1,511
|
|
|
|
1,675
|
|
Freddie Mac 5.00% 2041
|
|
|
37,538
|
|
|
|
42,583
|
|
Freddie Mac 5.00% 2041
|
|
|
20,765
|
|
|
|
23,556
|
|
Freddie Mac 5.00% 2041
|
|
|
15,458
|
|
|
|
17,536
|
|
Freddie Mac 5.00% 2041
|
|
|
14,589
|
|
|
|
16,550
|
|
Freddie Mac 5.00% 2041
|
|
|
13,341
|
|
|
|
15,134
|
|
Freddie Mac 5.00% 2041
|
|
|
11,829
|
|
|
|
13,212
|
|
Freddie Mac 5.00% 2041
|
|
|
9,351
|
|
|
|
10,608
|
|
Freddie Mac 5.00% 2041
|
|
|
8,981
|
|
|
|
10,188
|
|
Freddie Mac 5.00% 2041
|
|
|
8,820
|
|
|
|
10,005
|
|
Freddie Mac 5.00% 2041
|
|
|
8,342
|
|
|
|
9,463
|
|
Freddie Mac 5.00% 2041
|
|
|
6,372
|
|
|
|
7,228
|
|
Freddie Mac 5.50% 2041
|
|
|
75,571
|
|
|
|
82,439
|
|
Freddie Mac 5.50% 2041
|
|
|
25,336
|
|
|
|
27,638
|
|
Freddie Mac 6.50% 2047
|
|
|
862
|
|
|
|
952
|
|
Freddie Mac 7.00% 2047
|
|
|
278
|
|
|
|
311
|
|
Government National Mortgage Assn. 10.00% 2021
|
|
|
355
|
|
|
|
390
|
|
Government National Mortgage Assn. 2.50% 2027
|
|
|
10,231
|
|
|
|
10,883
|
|
Government National Mortgage Assn. 2.50% 2027
|
|
|
9,284
|
|
|
|
9,851
|
|
Government National Mortgage Assn. 2.50% 2027
|
|
|
5,174
|
|
|
|
5,490
|
|
Government National Mortgage Assn. 3.00% 2027
|
|
|
10,010
|
|
|
|
10,766
|
|
Government National Mortgage Assn. 5.00% 2034
|
|
|
1,029
|
|
|
|
1,122
|
|
Government National Mortgage Assn. 5.50% 2034
|
|
|
1,938
|
|
|
|
2,137
|
|
Government National Mortgage Assn. 5.50% 2034
|
|
|
1,592
|
|
|
|
1,756
|
|
Government National Mortgage Assn., Series 2005-58, Class NO, principal only, 0% 2035
|
|
|
2,028
|
|
|
|
2,012
|
|
Government National Mortgage Assn. 5.00% 2035
|
|
|
1,293
|
|
|
|
1,410
|
|
Government National Mortgage Assn. 5.00% 2035
|
|
|
1,113
|
|
|
|
1,217
|
|
Government National Mortgage Assn. 5.50% 2035
|
|
|
1,446
|
|
|
|
1,587
|
|
Government National Mortgage Assn. 5.50% 2036
|
|
|
1,311
|
|
|
|
1,445
|
|
Government National Mortgage Assn. 5.50% 2037
|
|
|
1,256
|
|
|
|
1,385
|
|
Government National Mortgage Assn. 6.00% 2038
|
|
|
28,831
|
|
|
|
32,622
|
|
Government National Mortgage Assn. 6.50% 2038
|
|
|
1,375
|
|
|
|
1,584
|
|
Government National Mortgage Assn. 3.50% 2039
|
|
|
10,564
|
|
|
|
11,596
|
|
Government National Mortgage Assn. 3.50% 2039
|
|
|
10,466
|
|
|
|
11,489
|
|
Government National Mortgage Assn. 3.50% 2039
|
|
|
4,249
|
|
|
|
4,664
|
|
Government National Mortgage Assn. 4.50% 2039
|
|
|
4,373
|
|
|
|
4,748
|
|
Government National Mortgage Assn. 4.50% 2039
|
|
|
2,258
|
|
|
|
2,451
|
|
Government National Mortgage Assn. 4.50% 2039
|
|
|
1,446
|
|
|
|
1,569
|
|
Government National Mortgage Assn. 5.00% 2039
|
|
|
3,312
|
|
|
|
3,609
|
|
Government National Mortgage Assn. 5.00% 2039
|
|
|
2,856
|
|
|
|
3,112
|
|
Government National Mortgage Assn. 5.50% 2039
|
|
|
10,792
|
|
|
|
11,892
|
|
Government National Mortgage Assn. 5.50% 2039
|
|
|
2,386
|
|
|
|
2,628
|
|
Government National Mortgage Assn. 5.50% 2039
|
|
|
2,233
|
|
|
|
2,459
|
|
Government National Mortgage Assn. 5.50% 2039
|
|
|
1,230
|
|
|
|
1,348
|
|
Government National Mortgage Assn. 5.50% 2039
|
|
|
480
|
|
|
|
528
|
|
Government National Mortgage Assn. 3.50% 2040
|
|
|
9,119
|
|
|
|
10,038
|
|
Government National Mortgage Assn. 4.00% 2040
|
|
|
106,763
|
|
|
|
118,013
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
16,631
|
|
|
|
18,061
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
10,746
|
|
|
|
11,670
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
7,036
|
|
|
|
7,813
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
4,284
|
|
|
|
4,646
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
3,828
|
|
|
|
4,162
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
2,218
|
|
|
|
2,408
|
|
Government National Mortgage Assn. 4.50% 2040
|
|
|
498
|
|
|
|
541
|
|
Government National Mortgage Assn. 5.00% 2040
|
|
|
6,333
|
|
|
|
6,919
|
|
Government National Mortgage Assn. 5.00% 2040
|
|
|
1,472
|
|
|
|
1,593
|
|
Government National Mortgage Assn. 3.50% 2041
|
|
|
1,061
|
|
|
|
1,164
|
|
Government National Mortgage Assn. 4.00% 2041
|
|
|
5,645
|
|
|
|
6,240
|
|
Government National Mortgage Assn. 4.50% 2041
|
|
|
2,079
|
|
|
|
2,261
|
|
Government National Mortgage Assn. 4.50% 2041
|
|
|
1,997
|
|
|
|
2,167
|
|
Government National Mortgage Assn. 4.50% 2041
|
|
|
1,909
|
|
|
|
2,075
|
|
Government National Mortgage Assn. 5.00% 2041
|
|
|
2,841
|
|
|
|
3,111
|
|
Government National Mortgage Assn. 5.00% 2041
|
|
|
1,628
|
|
|
|
1,779
|
|
Government National Mortgage Assn. 5.00% 2041
|
|
|
1,620
|
|
|
|
1,771
|
|
Government National Mortgage Assn. 3.50% 2042
|
|
|
169,883
|
|
|
|
185,863
|
|
Government National Mortgage Assn. 3.50% 2042
|
|
|
10,046
|
|
|
|
11,007
|
|
Government National Mortgage Assn. 3.50% 2042
|
|
|
1,633
|
|
|
|
1,766
|
|
FDIC Structured Sale Guaranteed Notes, Series 2010-L2A, Class A, 3.00% 2019
3
|
|
|
16,010
|
|
|
|
16,287
|
|
FDIC Structured Sale Guaranteed Notes, Series 2010-S1, Class 1-A, 0.782% 2048
2,3
|
|
|
448
|
|
|
|
449
|
|
National Credit Union Administration, Series 2011-M1, Class A1, 0.248% 2013
2
|
|
|
2,486
|
|
|
|
2,486
|
|
National Credit Union Administration, Series 2011-M1, Class A2, 1.40% 2015
|
|
|
1,368
|
|
|
|
1,393
|
|
National Credit Union Administration, Series 2010-R2, Class 1A, 0.598% 2017
2
|
|
|
2,082
|
|
|
|
2,087
|
|
National Credit Union Administration, Series 2011-R3, Class 1A, 0.628% 2020
2
|
|
|
2,056
|
|
|
|
2,063
|
|
National Credit Union Administration, Series 2011-R1, Class 1A, 0.678% 2020
2
|
|
|
2,267
|
|
|
|
2,278
|
|
|
|
|
|
|
|
|
11,175,225
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL MORTGAGE-BACKED SECURITIES
1
— 2.67%
|
|
|
|
|
|
|
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2004-CBX, Class A-5, 4.654% 2037
|
|
|
2,123
|
|
|
|
2,161
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2005-CIBC12, Class A-3B, 5.465% 2037
2
|
|
|
17,430
|
|
|
|
17,819
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2004-C3, Class A-3, 4.545% 2042
|
|
|
3,190
|
|
|
|
3,227
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP4, Class A-3A1, 4.871% 2042
|
|
|
1,105
|
|
|
|
1,114
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP3, Class A-4A, 4.936% 2042
2
|
|
|
1,655
|
|
|
|
1,830
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP5, Class A-2, 5.198% 2044
|
|
|
5,553
|
|
|
|
5,566
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2006-LDP7, Class A-4, 6.061% 2045
2
|
|
|
66,235
|
|
|
|
76,627
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2011-C3A, Class A-2, 3.673% 2046
3
|
|
|
43,400
|
|
|
|
47,140
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP1, Class A-2, 4.625% 2046
|
|
|
5,155
|
|
|
|
5,172
|
|
J.P. Morgan Chase Commercial Mortgage Securities Corp., Series 2007-CB19, Class A-4, 5.918% 2049
2
|
|
|
33,812
|
|
|
|
39,991
|
|
Greenwich Capital Commercial Funding Corp., Series 2005-GG5, Class A-2, 5.117% 2037
|
|
|
901
|
|
|
|
904
|
|
Greenwich Capital Commercial Funding Corp., Series 2005-GG5, Class A-5, 5.224% 2037
2
|
|
|
11,000
|
|
|
|
12,185
|
|
Greenwich Capital Commercial Funding Corp., Series 2005-GG5, Class A-4-1, 5.243% 2037
2
|
|
|
15,000
|
|
|
|
15,290
|
|
Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class A-4, 6.065% 2038
2
|
|
|
13,465
|
|
|
|
15,646
|
|
Greenwich Capital Commercial Funding Corp., Series 2007-GG9, Class A-4, 5.444% 2039
|
|
|
39,945
|
|
|
|
45,862
|
|
CS First Boston Mortgage Securities Corp., Series 2004-C5, Class A-3, 4.499% 2037
|
|
|
9,368
|
|
|
|
9,520
|
|
CS First Boston Mortgage Securities Corp., Series 2005-C3, Class A-AB, 4.614% 2037
|
|
|
10,365
|
|
|
|
10,756
|
|
CS First Boston Mortgage Securities Corp., Series 2004-C1, Class E, 5.015% 2037
3
|
|
|
8,240
|
|
|
|
7,949
|
|
CS First Boston Mortgage Securities Corp., Series 2002-CKN2, Class A-3, 6.133% 2037
|
|
|
32
|
|
|
|
32
|
|
CS First Boston Mortgage Securities Corp., Series 2005-C5, Class A-AB, 5.10% 2038
2
|
|
|
7,053
|
|
|
|
7,245
|
|
CS First Boston Mortgage Securities Corp., Series 2006-C5, Class A-3, 5.311% 2039
|
|
|
25,026
|
|
|
|
28,620
|
|
CS First Boston Mortgage Securities Corp., Series 2006-C1, Class A-3, 5.588% 2039
2
|
|
|
6,660
|
|
|
|
6,847
|
|
CS First Boston Mortgage Securities Corp., Series 2005-C6, Class A-3, 5.23% 2040
2
|
|
|
16,417
|
|
|
|
16,820
|
|
American Tower Trust I, Series 2007-1A, Class A-FX, 5.42% 2037
3
|
|
|
18,500
|
|
|
|
19,287
|
|
American Tower Trust I, Series 2007-1A, Class B, 5.537% 2037
3
|
|
|
10,000
|
|
|
|
10,536
|
|
American Tower Trust I, Series 2007-1A, Class C, 5.615% 2037
3
|
|
|
10,000
|
|
|
|
10,499
|
|
American Tower Trust I, Series 2007-1A, Class D, 5.957% 2037
3
|
|
|
35,515
|
|
|
|
36,579
|
|
American Tower Trust I, Series 2007-1A, Class F, 6.639% 2037
3
|
|
|
5,000
|
|
|
|
5,091
|
|
Citigroup-Deutsche Bank Commercial Mortgage Trust, Series 2005-CD1, Class A-4, 5.393% 2044
2
|
|
|
17,005
|
|
|
|
19,096
|
|
Citigroup-Deutsche Bank Commercial Mortgage Trust, Series 2006-CD3, Class A-5, 5.617% 2048
|
|
|
45,484
|
|
|
|
52,721
|
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2006-LDP6, Class A-4, 5.475% 2043
2
|
|
|
42,550
|
|
|
|
48,358
|
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2006-LDP8, Class A-4, 5.399% 2045
|
|
|
14,040
|
|
|
|
16,259
|
|
DBUBS Mortgage Trust, Series 2011-LC1A, Class A1, 3.742% 2046
3
|
|
|
55,061
|
|
|
|
59,913
|
|
ML-CFC Commercial Mortgage Trust, Series 2006-4, Class A-3, 5.172% (undated)
2
|
|
|
41,210
|
|
|
|
47,249
|
|
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026
3
|
|
|
36,610
|
|
|
|
40,593
|
|
Merrill Lynch Mortgage Trust, Series 2005-CKI1, Class AM, 5.39% 2037
2
|
|
|
4,620
|
|
|
|
4,982
|
|
Merrill Lynch Mortgage Trust, Series 2004-BPC1, Class A-5, 4.855% 2041
2
|
|
|
6,805
|
|
|
|
7,254
|
|
Merrill Lynch Mortgage Trust, Series 2005-MCP1, Class A-4, 4.747% 2043
2
|
|
|
8,080
|
|
|
|
8,791
|
|
Merrill Lynch Mortgage Trust, Series 2005-MCP1, Class AM, 4.805% 2043
2
|
|
|
6,300
|
|
|
|
6,725
|
|
Merrill Lynch Mortgage Trust, Series 2006-C2, Class A-4, 5.742% 2043
2
|
|
|
10,250
|
|
|
|
11,872
|
|
Wachovia Bank Commercial Mortgage Trust, Series 2005-C18, Class A-PB, 4.807% 2042
|
|
|
1,502
|
|
|
|
1,560
|
|
Wachovia Bank Commercial Mortgage Trust, Series 2005-C20, Class A-7, 5.118% 2042
2
|
|
|
9,605
|
|
|
|
10,691
|
|
Wachovia Bank Commercial Mortgage Trust, Series 2005-C22, Class A-4, 5.469% 2044
2
|
|
|
15,350
|
|
|
|
17,319
|
|
Wachovia Bank Commercial Mortgage Trust, Series 2005-C22, Class A-PB, 5.474% 2044
2
|
|
|
5,545
|
|
|
|
5,758
|
|
Wachovia Bank Commercial Mortgage Trust, Series 2006-C23, Class A-PB, 5.446% 2045
|
|
|
472
|
|
|
|
472
|
|
Crown Castle Towers LLC, Series 2010-1, Class C, 4.523% 2035
3
|
|
|
2,000
|
|
|
|
2,101
|
|
Crown Castle Towers LLC, Series 2010-5, Class C, 4.174% 2037
3
|
|
|
20,000
|
|
|
|
22,032
|
|
Crown Castle Towers LLC, Series 2010-2, Class C, 5.495% 2037
3
|
|
|
10,000
|
|
|
|
11,082
|
|
Banc of America Commercial Mortgage Inc., Series 2004-5, Class A-AB, 4.673% 2041
|
|
|
490
|
|
|
|
496
|
|
Banc of America Commercial Mortgage Inc., Series 2005-3, Class A-2, 4.501% 2043
|
|
|
207
|
|
|
|
210
|
|
Banc of America Commercial Mortgage Inc., Series 2005-5, Class A-4, 5.115% 2045
2
|
|
|
2,500
|
|
|
|
2,790
|
|
Banc of America Commercial Mortgage Inc., Series 2006-4, Class A-4, 5.634% 2046
|
|
|
15,990
|
|
|
|
18,480
|
|
Banc of America Commercial Mortgage Inc., Series 2007-3, Class A-4, 5.893% (undated)
2
|
|
|
3,615
|
|
|
|
4,170
|
|
Commercial Mortgage Trust, Series 2003-LNB1, Class A-2, 4.084% 2038
|
|
|
15,626
|
|
|
|
15,846
|
|
GE Commercial Mortgage Corp., Series 2006-C1, Class A-4, 5.481% 2044
2
|
|
|
9,210
|
|
|
|
10,429
|
|
COBALT CMBS Commercial Mortgage Trust, Series 2006-C1, Class A-2, 5.174% 2048
|
|
|
744
|
|
|
|
755
|
|
LB-UBS Commercial Mortgage Trust, Series 2005-C7, Class A-2, 5.103% 2030
|
|
|
377
|
|
|
|
377
|
|
Morgan Stanley Capital I Trust, Series 2005-HQ7, Class A-2, 5.383% 2042
2
|
|
|
118
|
|
|
|
119
|
|
|
|
|
|
|
|
|
908,815
|
|
|
|
|
|
|
|
|
|
|
OTHER MORTGAGE-BACKED SECURITIES
1
— 0.55%
|
|
|
|
|
|
|
|
|
Bank of Montreal 1.30% 2014
3
|
|
|
4,000
|
|
|
|
4,076
|
|
Bank of Montreal 2.85% 2015
3
|
|
|
17,000
|
|
|
|
18,078
|
|
Bank of Montreal 2.625% 2016
3
|
|
|
4,250
|
|
|
|
4,534
|
|
Compagnie de Financement Foncier 2.125% 2013
3
|
|
|
16,700
|
|
|
|
16,844
|
|
Compagnie de Financement Foncier 2.25% 2014
3
|
|
|
6,500
|
|
|
|
6,631
|
|
Royal Bank of Canada 3.125% 2015
3
|
|
|
18,160
|
|
|
|
19,330
|
|
Bank of Nova Scotia 1.25% 2014
3
|
|
|
4,000
|
|
|
|
4,072
|
|
Bank of Nova Scotia 2.15% 2016
3
|
|
|
4,650
|
|
|
|
4,904
|
|
Bank of Nova Scotia 1.75% 2017
3
|
|
|
4,150
|
|
|
|
4,326
|
|
DEPFA ACS Bank 5.125% 2037
3
|
|
|
16,250
|
|
|
|
12,363
|
|
Westpac Banking Corp. 1.375% 2015
3
|
|
|
4,325
|
|
|
|
4,383
|
|
Westpac Banking Corp. 2.45% 2016
3
|
|
|
4,325
|
|
|
|
4,546
|
|
Australia & New Zealand Banking Group Ltd. 1.00% 2015
3
|
|
|
4,250
|
|
|
|
4,260
|
|
Australia & New Zealand Banking Group Ltd. 2.40% 2016
3
|
|
|
4,250
|
|
|
|
4,458
|
|
UBS AG 1.875% 2015
3
|
|
|
4,200
|
|
|
|
4,289
|
|
UBS AG 2.25% 2017
3
|
|
|
4,150
|
|
|
|
4,325
|
|
Barclays Bank PLC 2.50% 2015
3
|
|
|
3,600
|
|
|
|
3,737
|
|
Barclays Bank PLC 2.25% 2017
3
|
|
|
4,375
|
|
|
|
4,515
|
|
Swedbank Hypotek AB 2.125% 2016
3
|
|
|
3,400
|
|
|
|
3,535
|
|
Swedbank Hypotek AB 2.95% 2016
3
|
|
|
3,000
|
|
|
|
3,201
|
|
Toronto-Dominion Bank 1.625% 2016
3
|
|
|
4,400
|
|
|
|
4,554
|
|
Credit Suisse Group AG 2.60% 2016
3
|
|
|
4,300
|
|
|
|
4,539
|
|
Northern Rock PLC 5.625% 2017
3
|
|
|
4,000
|
|
|
|
4,533
|
|
Canadian Imperial Bank 2.75% 2016
3
|
|
|
4,150
|
|
|
|
4,446
|
|
HSBC Bank PLC 1.625% 2014
3
|
|
|
4,400
|
|
|
|
4,432
|
|
National Bank of Canada 2.20% 2016
3
|
|
|
4,175
|
|
|
|
4,420
|
|
Commonwealth Bank of Australia 2.25% 2017
3
|
|
|
4,150
|
|
|
|
4,309
|
|
Stadshypotek AB 1.875% 2019
3
|
|
|
4,275
|
|
|
|
4,284
|
|
Nordea Eiendomskreditt AS 2.125% 2017
3
|
|
|
4,000
|
|
|
|
4,164
|
|
National Australia Bank 2.00% 2017
3
|
|
|
3,500
|
|
|
|
3,600
|
|
Sparebank 1 Boligkreditt AS 2.625% 2016
3
|
|
|
3,400
|
|
|
|
3,597
|
|
Caisse Centrale Desjardins 1.60% 2017
3
|
|
|
3,375
|
|
|
|
3,484
|
|
|
|
|
|
|
|
|
186,769
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE-BACKED OBLIGATIONS (PRIVATELY ORIGINATED)
1
— 0.12%
|
|
|
|
|
|
|
|
|
Residential Accredit Loans, Inc., Series 2005-QR1, Class A, 6.00% 2034
|
|
|
18,198
|
|
|
|
18,624
|
|
TBW Mortgage-backed Trust, Series 2007-2, Class A-4-B, 0.637% 2037
2
|
|
|
16,722
|
|
|
|
11,259
|
|
American General Mortgage Loan Trust, Series 2010-1A, Class A-1, 5.15% 2058
2,3
|
|
|
8,200
|
|
|
|
8,492
|
|
CS First Boston Mortgage Securities Corp., Series 2002-30, Class I-A-1, 7.50% 2032
|
|
|
214
|
|
|
|
224
|
|
CS First Boston Mortgage Securities Corp., Series 2002-34, Class I-A-1, 7.50% 2032
|
|
|
30
|
|
|
|
32
|
|
CS First Boston Mortgage Securities Corp., Series 2003-21, Class V-A-1, 6.50% 2033
|
|
|
1,636
|
|
|
|
1,714
|
|
CS First Boston Mortgage Securities Corp., Series 2003-29, Class V-A-1, 7.00% 2033
|
|
|
32
|
|
|
|
34
|
|
|
|
|
|
|
|
|
40,379
|
|
|
|
|
|
|
|
|
|
|
Total mortgage-backed obligations
|
|
|
|
|
|
|
12,311,188
|
|
CORPORATE BONDS & NOTES — 29.01%
|
|
|
|
|
|
|
|
|
FINANCIALS — 7.37%
|
|
|
|
|
|
|
|
|
REAL ESTATE — 2.36%
|
|
|
|
|
|
|
|
|
Westfield Group 5.40% 2012
3
|
|
|
18,400
|
|
|
|
18,400
|
|
Westfield Capital Corp. Ltd., WT Finance (Australia) Pty Ltd. and WEA Finance LLC 5.125% 2014
3
|
|
|
5,000
|
|
|
|
5,402
|
|
Westfield Group 7.50% 2014
3
|
|
|
16,670
|
|
|
|
18,377
|
|
Westfield Group 5.75% 2015
3
|
|
|
35,800
|
|
|
|
39,761
|
|
Westfield Group 5.70% 2016
3
|
|
|
19,445
|
|
|
|
21,969
|
|
Westfield Group 7.125% 2018
3
|
|
|
16,725
|
|
|
|
20,474
|
|
Westfield Group 6.75% 2019
3
|
|
|
10,750
|
|
|
|
13,056
|
|
WEA Finance LLC 4.625% 2021
3
|
|
|
16,055
|
|
|
|
17,562
|
|
Westfield Group 3.375% 2022
3
|
|
|
21,165
|
|
|
|
21,090
|
|
Prologis, Inc. 7.625% 2014
|
|
|
29,250
|
|
|
|
32,112
|
|
Prologis, Inc. 5.75% 2016
|
|
|
10,000
|
|
|
|
11,059
|
|
Prologis, Inc. 6.125% 2016
|
|
|
5,690
|
|
|
|
6,504
|
|
Prologis, Inc. 6.25% 2017
|
|
|
6,115
|
|
|
|
7,011
|
|
Prologis, Inc. 6.625% 2018
|
|
|
39,285
|
|
|
|
47,006
|
|
Prologis, Inc. 6.625% 2019
|
|
|
3,740
|
|
|
|
4,490
|
|
Prologis, Inc. 7.375% 2019
|
|
|
16,237
|
|
|
|
20,139
|
|
Prologis, Inc. 6.875% 2020
|
|
|
21,985
|
|
|
|
26,725
|
|
Kimco Realty Corp. 6.00% 2012
|
|
|
12,250
|
|
|
|
12,359
|
|
Pan Pacific Retail Properties, Inc. 6.125% 2013
|
|
|
1,605
|
|
|
|
1,626
|
|
Kimco Realty Corp., Series C, 4.82% 2014
|
|
|
25,780
|
|
|
|
27,131
|
|
Kimco Realty Corp., Series C, 4.904% 2015
|
|
|
1,770
|
|
|
|
1,892
|
|
Kimco Realty Corp., Series C, 5.783% 2016
|
|
|
14,000
|
|
|
|
15,682
|
|
Kimco Realty Corp. 5.70% 2017
|
|
|
28,450
|
|
|
|
32,734
|
|
Kimco Realty Corp. 4.30% 2018
|
|
|
24,420
|
|
|
|
26,724
|
|
Kimco Realty Corp. 6.875% 2019
|
|
|
5,440
|
|
|
|
6,681
|
|
Hospitality Properties Trust 7.875% 2014
|
|
|
950
|
|
|
|
1,027
|
|
Hospitality Properties Trust 5.125% 2015
|
|
|
6,665
|
|
|
|
7,000
|
|
Hospitality Properties Trust 6.30% 2016
|
|
|
29,368
|
|
|
|
32,038
|
|
Hospitality Properties Trust 5.625% 2017
|
|
|
1,195
|
|
|
|
1,295
|
|
Hospitality Properties Trust 6.70% 2018
|
|
|
30,450
|
|
|
|
34,445
|
|
Hospitality Properties Trust 5.00% 2022
|
|
|
5,625
|
|
|
|
5,922
|
|
Realogy Corp., Term Loan B, 4.478% 2016
1,2,4
|
|
|
12,648
|
|
|
|
12,521
|
|
Realogy Corp., Letter of Credit, 4.491% 2016
1,2,4
|
|
|
35
|
|
|
|
35
|
|
Realogy Corp., Second Lien Term Loan A, 13.50% 2017
1,4
|
|
|
20,325
|
|
|
|
20,579
|
|
Realogy Corp. 7.875% 2019
3
|
|
|
23,406
|
|
|
|
24,693
|
|
Realogy Corp. 9.00% 2020
3
|
|
|
12,515
|
|
|
|
13,860
|
|
Simon Property Group, LP 6.75% 2014
|
|
|
9,100
|
|
|
|
9,814
|
|
Simon Property Group, LP 4.20% 2015
|
|
|
2,430
|
|
|
|
2,589
|
|
Simon Property Group, LP 5.875% 2017
|
|
|
13,000
|
|
|
|
15,296
|
|
Simon Property Group, LP 6.125% 2018
|
|
|
10,000
|
|
|
|
12,231
|
|
Simon Property Group, LP 10.35% 2019
|
|
|
8,995
|
|
|
|
12,963
|
|
Developers Diversified Realty Corp. 5.50% 2015
|
|
|
11,643
|
|
|
|
12,606
|
|
Developers Diversified Realty Corp. 9.625% 2016
|
|
|
4,000
|
|
|
|
4,984
|
|
Developers Diversified Realty Corp. 7.50% 2017
|
|
|
9,655
|
|
|
|
11,567
|
|
Developers Diversified Realty Corp. 7.875% 2020
|
|
|
3,720
|
|
|
|
4,804
|
|
Goodman Funding Pty Ltd. 6.00% 2022
3
|
|
|
29,535
|
|
|
|
31,789
|
|
ERP Operating LP 6.584% 2015
|
|
|
10,000
|
|
|
|
11,334
|
|
ERP Operating LP 5.125% 2016
|
|
|
4,445
|
|
|
|
5,011
|
|
ERP Operating LP 7.125% 2017
|
|
|
5,000
|
|
|
|
6,092
|
|
ERP Operating LP 4.625% 2021
|
|
|
2,645
|
|
|
|
3,054
|
|
UDR, Inc., Series A, 5.25% 2015
|
|
|
13,030
|
|
|
|
14,082
|
|
American Tower Corp. 4.625% 2015
|
|
|
10,000
|
|
|
|
10,779
|
|
American Tower Corp. 5.90% 2021
|
|
|
2,000
|
|
|
|
2,378
|
|
Host Hotels & Resorts LP 9.00% 2017
|
|
|
1,800
|
|
|
|
1,971
|
|
Host Hotels & Resorts LP 5.875% 2019
|
|
|
4,325
|
|
|
|
4,779
|
|
Host Hotels & Resorts LP, Series C, 4.75% 2023
|
|
|
450
|
|
|
|
469
|
|
Brandywine Operating Partnership, LP 5.40% 2014
|
|
|
3,000
|
|
|
|
3,215
|
|
Brandywine Operating Partnership, LP 4.95% 2018
|
|
|
3,640
|
|
|
|
3,916
|
|
Weingarten Realty Investors, Series A, 4.857% 2014
|
|
|
6,080
|
|
|
|
6,314
|
|
Crescent Resources 10.25% 2017
3
|
|
|
2,775
|
|
|
|
2,900
|
|
|
|
|
|
|
|
|
804,318
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIALS — 1.88%
|
|
|
|
|
|
|
|
|
Bank of America Corp., Series L, 3.625% 2016
|
|
|
9,700
|
|
|
|
10,240
|
|
Bank of America Corp. 3.75% 2016
|
|
|
24,640
|
|
|
|
26,170
|
|
Bank of America Corp. 3.875% 2017
|
|
|
2,000
|
|
|
|
2,155
|
|
Bank of America Corp. 5.75% 2017
|
|
|
1,000
|
|
|
|
1,152
|
|
Bank of America Corp. 5.65% 2018
|
|
|
6,520
|
|
|
|
7,444
|
|
Bank of America Corp. 5.625% 2020
|
|
|
19,350
|
|
|
|
22,104
|
|
Bank of America Corp. 5.00% 2021
|
|
|
7,870
|
|
|
|
8,668
|
|
Bank of America Corp. 5.875% 2021
|
|
|
16,110
|
|
|
|
18,621
|
|
Bank of America Corp. 5.70% 2022
|
|
|
9,100
|
|
|
|
10,711
|
|
Goldman Sachs Group, Inc. 3.625% 2016
|
|
|
27,625
|
|
|
|
29,169
|
|
Murray Street Investment Trust I 4.647% 2017
|
|
|
10,370
|
|
|
|
11,149
|
|
Goldman Sachs Group, Inc. 5.25% 2021
|
|
|
13,100
|
|
|
|
14,471
|
|
Goldman Sachs Group, Inc. 5.75% 2022
|
|
|
34,125
|
|
|
|
39,389
|
|
Goldman Sachs Group, Inc. 6.25% 2041
|
|
|
8,370
|
|
|
|
9,729
|
|
Citigroup Inc. 4.587% 2015
|
|
|
18,750
|
|
|
|
20,359
|
|
Citigroup Inc. 4.75% 2015
|
|
|
21,500
|
|
|
|
23,159
|
|
Citigroup Inc. 3.953% 2016
|
|
|
8,300
|
|
|
|
8,890
|
|
Citigroup Inc. 4.45% 2017
|
|
|
13,000
|
|
|
|
14,296
|
|
Citigroup Inc. 6.125% 2017
|
|
|
7,000
|
|
|
|
8,248
|
|
Citigroup Inc. 6.125% 2018
|
|
|
2,600
|
|
|
|
3,082
|
|
Citigroup Inc. 8.50% 2019
|
|
|
9,914
|
|
|
|
13,131
|
|
UBS AG 2.25% 2014
|
|
|
14,500
|
|
|
|
14,735
|
|
UBS AG 5.75% 2018
|
|
|
18,202
|
|
|
|
21,481
|
|
UBS AG 4.875% 2020
|
|
|
23,709
|
|
|
|
26,565
|
|
UBS AG 7.75% 2026
|
|
|
1,000
|
|
|
|
1,244
|
|
JPMorgan Chase & Co. 3.40% 2015
|
|
|
17,500
|
|
|
|
18,586
|
|
JPMorgan Chase & Co. 4.35% 2021
|
|
|
4,500
|
|
|
|
4,970
|
|
JPMorgan Chase & Co. 4.625% 2021
|
|
|
6,500
|
|
|
|
7,280
|
|
JPMorgan Chase & Co. 3.25% 2022
|
|
|
26,165
|
|
|
|
26,592
|
|
Morgan Stanley, Series F, 2.875% 2014
|
|
|
14,750
|
|
|
|
14,952
|
|
Morgan Stanley 3.80% 2016
|
|
|
8,850
|
|
|
|
9,154
|
|
Morgan Stanley, Series F, 5.625% 2019
|
|
|
24,900
|
|
|
|
27,247
|
|
Morgan Stanley 5.50% 2021
|
|
|
3,000
|
|
|
|
3,290
|
|
Lazard Group LLC 7.125% 2015
|
|
|
16,500
|
|
|
|
18,207
|
|
Export-Import Bank of Korea 5.875% 2015
|
|
|
12,400
|
|
|
|
13,683
|
|
The Export-Import Bank of Korea 4.375% 2021
|
|
|
4,000
|
|
|
|
4,504
|
|
Springleaf Finance Corp., Term Loan B, 5.50% 2017
1,2,4
|
|
|
17,230
|
|
|
|
16,903
|
|
Bank of New York Mellon Corp., Series G, 2.50% 2016
|
|
|
16,000
|
|
|
|
16,777
|
|
International Lease Finance Corp. 4.875% 2015
|
|
|
14,960
|
|
|
|
15,606
|
|
American Express Credit Co. 1.75% 2015
|
|
|
14,500
|
|
|
|
14,841
|
|
American Express Co. 6.15% 2017
|
|
|
150
|
|
|
|
183
|
|
SLM Corp. 6.25% 2016
|
|
|
5,000
|
|
|
|
5,450
|
|
SLM Corp. 6.00% 2017
|
|
|
8,000
|
|
|
|
8,750
|
|
Northern Trust Corp. 4.625% 2014
|
|
|
8,475
|
|
|
|
9,019
|
|
Northern Trust Corp. 5.85% 2017
3
|
|
|
3,750
|
|
|
|
4,412
|
|
Capital One Financial Corp. 6.15% 2016
|
|
|
10,000
|
|
|
|
11,427
|
|
Jefferies Group, Inc. 6.875% 2021
|
|
|
5,000
|
|
|
|
5,406
|
|
iStar Financial Inc., Series B, 9.00% 2017
|
|
|
4,160
|
|
|
|
4,472
|
|
NASDAQ OMX Group, Inc. 5.25% 2018
|
|
|
3,800
|
|
|
|
4,110
|
|
Franklin Resources, Inc. 1.375% 2017
|
|
|
2,700
|
|
|
|
2,718
|
|
Franklin Resources, Inc. 2.80% 2022
|
|
|
1,300
|
|
|
|
1,319
|
|
Credit Suisse Group AG 2.20% 2014
|
|
|
2,000
|
|
|
|
2,034
|
|
ACE Cash Express, Inc. 11.00% 2019
3
|
|
|
585
|
|
|
|
553
|
|
|
|
|
|
|
|
|
638,807
|
|
|
|
|
|
|
|
|
|
|
BANKS — 1.75%
|
|
|
|
|
|
|
|
|
Standard Chartered PLC 3.85% 2015
3
|
|
|
19,622
|
|
|
|
20,711
|
|
Standard Chartered PLC 3.20% 2016
3
|
|
|
31,141
|
|
|
|
32,535
|
|
Standard Chartered Bank 6.40% 2017
3
|
|
|
10,000
|
|
|
|
11,405
|
|
HSBC Finance Corp. 0.848% 2016
2
|
|
|
12,304
|
|
|
|
11,767
|
|
HSBC Holdings PLC 4.125% 2020
3
|
|
|
9,453
|
|
|
|
10,430
|
|
HSBC Holdings PLC 4.875% 2020
|
|
|
20,125
|
|
|
|
21,731
|
|
HSBC Holdings PLC 4.00% 2022
|
|
|
17,060
|
|
|
|
18,345
|
|
BNP Paribas 3.60% 2016
|
|
|
14,000
|
|
|
|
14,795
|
|
BNP Paribas 5.00% 2021
|
|
|
30,130
|
|
|
|
33,402
|
|
BNP Paribas, junior subordinated 7.195% (undated)
2,3
|
|
|
3,000
|
|
|
|
2,852
|
|
Royal Bank of Scotland PLC 3.40% 2013
|
|
|
12,325
|
|
|
|
12,563
|
|
Royal Bank of Scotland PLC 3.95% 2015
|
|
|
15,000
|
|
|
|
15,940
|
|
Royal Bank of Scotland Group PLC 4.375% 2016
|
|
|
7,500
|
|
|
|
8,086
|
|
Royal Bank of Scotland PLC 5.625% 2020
|
|
|
8,435
|
|
|
|
9,633
|
|
Korea Development Bank 5.30% 2013
|
|
|
13,635
|
|
|
|
13,791
|
|
Korea Development Bank 8.00% 2014
|
|
|
11,365
|
|
|
|
12,357
|
|
Korea Development Bank 4.00% 2016
|
|
|
1,500
|
|
|
|
1,635
|
|
Korea Development Bank 3.50% 2017
|
|
|
3,160
|
|
|
|
3,409
|
|
Korea Development Bank 3.875% 2017
|
|
|
640
|
|
|
|
698
|
|
UniCredito Italiano SpA 6.00% 2017
3
|
|
|
19,483
|
|
|
|
18,540
|
|
HVB Funding Trust I, junior subordinated 8.741% 2031
3
|
|
|
8,264
|
|
|
|
6,962
|
|
HVB Funding Trust III, junior subordinated 9.00% 2031
3
|
|
|
7,180
|
|
|
|
6,121
|
|
CIT Group Inc., Series C, 4.75% 2015
3
|
|
|
19,000
|
|
|
|
19,902
|
|
CIT Group Inc. 4.25% 2017
|
|
|
1,400
|
|
|
|
1,460
|
|
CIT Group Inc. 5.00% 2017
|
|
|
8,000
|
|
|
|
8,580
|
|
Sovereign Bancorp, Inc. 8.75% 2018
|
|
|
1,880
|
|
|
|
2,148
|
|
Santander Issuances, SA Unipersonal 6.50% 2019
2,3
|
|
|
25,500
|
|
|
|
25,311
|
|
HBOS PLC 6.75% 2018
3
|
|
|
15,015
|
|
|
|
15,315
|
|
HBOS PLC 4.375% 2019
2
|
|
€
|
2,870
|
|
|
|
3,205
|
|
HBOS PLC 6.00% 2033
3
|
|
$
|
9,050
|
|
|
|
7,766
|
|
Wells Fargo & Co. 3.676% 2016
|
|
|
14,000
|
|
|
|
15,255
|
|
Wells Fargo & Co., Series I, 3.50% 2022
|
|
|
9,200
|
|
|
|
9,834
|
|
Wells Fargo & Co. 5.375% 2035
|
|
|
900
|
|
|
|
1,105
|
|
Nordea Bank, Series 2, 3.70% 2014
3
|
|
|
8,000
|
|
|
|
8,395
|
|
Nordea Bank AB 3.125% 2017
3
|
|
|
12,500
|
|
|
|
13,089
|
|
PNC Funding Corp. 5.40% 2014
|
|
|
10,000
|
|
|
|
10,772
|
|
PNC Preferred Funding Trust I, junior subordinated 2.039% (undated)
2,3
|
|
|
12,700
|
|
|
|
10,541
|
|
Barclays Bank PLC 5.125% 2020
|
|
|
18,125
|
|
|
|
20,408
|
|
Intesa Sanpaolo SpA 6.50% 2021
3
|
|
|
17,770
|
|
|
|
17,389
|
|
ANZ National (International) Ltd. 3.125% 2015
3
|
|
|
16,500
|
|
|
|
17,232
|
|
US Bancorp., Series T, 1.65% 2017
|
|
|
16,500
|
|
|
|
16,913
|
|
Westpac Banking Corp. 3.00% 2015
|
|
|
14,400
|
|
|
|
15,266
|
|
VEB Finance Ltd. 6.902% 2020
3
|
|
|
9,100
|
|
|
|
10,774
|
|
VEB Finance Ltd. 6.80% 2025
3
|
|
|
500
|
|
|
|
590
|
|
Banco del Estado de Chile 4.125% 2020
3
|
|
|
10,000
|
|
|
|
10,823
|
|
Development Bank of Kazakhstan 5.50% 2015
3
|
|
|
8,825
|
|
|
|
9,619
|
|
BBVA Bancomer SA 4.50% 2016
3
|
|
|
3,225
|
|
|
|
3,419
|
|
BBVA Bancomer SA, junior subordinated 7.25% 2020
3
|
|
|
2,430
|
|
|
|
2,643
|
|
BBVA Bancomer SA 6.50% 2021
3
|
|
|
2,355
|
|
|
|
2,592
|
|
Société Générale 5.20% 2021
3
|
|
|
7,500
|
|
|
|
8,064
|
|
Banco de Crédito del Perú 5.375% 2020
3
|
|
|
7,000
|
|
|
|
7,595
|
|
HSBK (Europe) BV 7.25% 2021
3
|
|
|
6,710
|
|
|
|
6,848
|
|
Bergen Bank, junior subordinated 0.813% (undated)
2
|
|
|
5,000
|
|
|
|
2,650
|
|
SunTrust Banks, Inc. 6.00% 2017
|
|
|
2,000
|
|
|
|
2,332
|
|
|
|
|
|
|
|
|
595,543
|
|
|
|
|
|
|
|
|
|
|
INSURANCE — 1.27%
|
|
|
|
|
|
|
|
|
American International Group, Inc. 4.875% 2016
|
|
|
12,500
|
|
|
|
13,968
|
|
American International Group, Inc. 3.80% 2017
|
|
|
33,750
|
|
|
|
36,347
|
|
American International Group, Inc. 4.875% 2022
|
|
|
1,500
|
|
|
|
1,694
|
|
ACE INA Holdings Inc. 5.875% 2014
|
|
|
17,445
|
|
|
|
18,983
|
|
ACE INA Holdings Inc. 2.60% 2015
|
|
|
19,990
|
|
|
|
20,968
|
|
ACE INA Holdings Inc. 5.80% 2018
|
|
|
1,000
|
|
|
|
1,228
|
|
Monumental Global Funding 5.50% 2013
3
|
|
|
16,370
|
|
|
|
16,731
|
|
Monumental Global Funding III 5.25% 2014
3
|
|
|
20,000
|
|
|
|
21,104
|
|
Aegon NV 6.125% 2031
|
|
£
|
1,730
|
|
|
|
3,137
|
|
CNA Financial Corp. 5.85% 2014
|
|
$
|
4,500
|
|
|
|
4,885
|
|
CNA Financial Corp. 6.50% 2016
|
|
|
10,000
|
|
|
|
11,532
|
|
CNA Financial Corp. 7.35% 2019
|
|
|
2,770
|
|
|
|
3,443
|
|
CNA Financial Corp. 5.875% 2020
|
|
|
1,250
|
|
|
|
1,462
|
|
CNA Financial Corp. 7.25% 2023
|
|
|
12,145
|
|
|
|
15,030
|
|
MetLife Global Funding I 5.125% 2013
3
|
|
|
16,000
|
|
|
|
16,388
|
|
MetLife Global Funding I 2.50% 2015
3
|
|
|
17,000
|
|
|
|
17,707
|
|
AXA SA 8.60% 2030
|
|
|
5,815
|
|
|
|
7,054
|
|
AXA SA, Series B, junior subordinated 6.379% (undated)
2,3
|
|
|
5,065
|
|
|
|
4,609
|
|
AXA SA, junior subordinated 6.463% (undated)
2,3
|
|
|
22,700
|
|
|
|
21,054
|
|
Berkshire Hathaway Inc. 2.20% 2016
|
|
|
14,000
|
|
|
|
14,727
|
|
Berkshire Hathaway Inc. 3.00% 2022
|
|
|
11,175
|
|
|
|
11,612
|
|
Berkshire Hathaway Inc. 4.40% 2042
|
|
|
4,000
|
|
|
|
4,140
|
|
New York Life Global Funding 5.25% 2012
3
|
|
|
15,300
|
|
|
|
15,328
|
|
New York Life Global Funding 4.65% 2013
3
|
|
|
8,720
|
|
|
|
8,945
|
|
Prudential Financial, Inc. 4.50% 2021
|
|
|
5,000
|
|
|
|
5,528
|
|
Prudential Holdings, LLC, Series C, 8.695% 2023
1,3
|
|
|
14,150
|
|
|
|
18,102
|
|
QBE Capital Funding II LP 6.797% (undated)
2,3
|
|
|
19,855
|
|
|
|
18,939
|
|
Principal Life Insurance Co. 5.30% 2013
|
|
|
18,150
|
|
|
|
18,650
|
|
Allstate Life Global Funding Trust, Series 2008-4, 5.375% 2013
|
|
|
15,000
|
|
|
|
15,438
|
|
Aviva PLC, junior subordinated 5.70% (undated)
2
|
|
€
|
12,610
|
|
|
|
14,402
|
|
RSA Insurance Group PLC 9.375% 2039
2
|
|
£
|
3,765
|
|
|
|
7,356
|
|
RSA Insurance Group PLC 8.50% (undated)
2
|
|
|
2,429
|
|
|
|
4,270
|
|
UnumProvident Finance Co. PLC 6.85% 2015
3
|
|
$
|
2,000
|
|
|
|
2,228
|
|
Unum Group 7.125% 2016
|
|
|
8,000
|
|
|
|
9,320
|
|
Jackson National Life Global 5.375% 2013
3
|
|
|
10,000
|
|
|
|
10,297
|
|
Liberty Mutual Group Inc. 6.70% 2016
3
|
|
|
6,250
|
|
|
|
7,061
|
|
Liberty Mutual Group Inc. 6.50% 2035
3
|
|
|
2,755
|
|
|
|
2,967
|
|
Zurich Finance (USA), Inc., Series 6, 5.75% 2023
2
|
|
€
|
2,815
|
|
|
|
3,730
|
|
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft, junior subordinated 5.767% (undated)
2
|
|
|
1,250
|
|
|
|
1,542
|
|
Loews Corp. 6.00% 2035
|
|
$
|
225
|
|
|
|
266
|
|
|
|
|
|
|
|
|
432,172
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES & COMPONENTS — 0.11%
|
|
|
|
|
|
|
|
|
Toyota Motor Credit Corp. 1.375% 2013
|
|
|
16,500
|
|
|
|
16,658
|
|
Toyota Motor Credit Corp. 0.875% 2015
|
|
|
11,000
|
|
|
|
11,061
|
|
Ford Motor Credit Co. 2.50% 2016
|
|
|
9,000
|
|
|
|
9,119
|
|
|
|
|
|
|
|
|
36,838
|
|
|
|
|
|
|
|
|
|
|
ENERGY — 4.04%
|
|
|
|
|
|
|
|
|
Kinder Morgan Energy Partners, LP 5.125% 2014
|
|
|
14,410
|
|
|
|
15,658
|
|
Kinder Morgan Energy Partners, LP 5.625% 2015
|
|
|
12,600
|
|
|
|
13,859
|
|
Kinder Morgan Energy Partners, LP 3.50% 2016
|
|
|
1,700
|
|
|
|
1,824
|
|
Kinder Morgan Energy Partners, LP 6.00% 2017
|
|
|
17,000
|
|
|
|
19,989
|
|
Kinder Morgan Energy Partners, LP 9.00% 2019
|
|
|
4,395
|
|
|
|
5,836
|
|
Kinder Morgan Energy Partners, LP 5.30% 2020
|
|
|
2,750
|
|
|
|
3,212
|
|
Kinder Morgan Energy Partners, LP 6.85% 2020
|
|
|
28,470
|
|
|
|
35,817
|
|
Kinder Morgan Energy Partners, LP 3.95% 2022
|
|
|
8,045
|
|
|
|
8,662
|
|
Kinder Morgan Energy Partners, LP 4.15% 2022
|
|
|
5,000
|
|
|
|
5,413
|
|
Kinder Morgan Energy Partners, LP 3.45% 2023
|
|
|
10,955
|
|
|
|
11,306
|
|
Kinder Morgan Energy Partners, LP 6.95% 2038
|
|
|
4,250
|
|
|
|
5,458
|
|
Kinder Morgan Energy Partners, LP 6.55% 2040
|
|
|
2,000
|
|
|
|
2,470
|
|
Kinder Morgan Energy Partners, LP 5.00% 2042
|
|
|
2,750
|
|
|
|
2,870
|
|
Transocean Inc. 5.05% 2016
|
|
|
20,500
|
|
|
|
22,934
|
|
Transocean Inc. 2.50% 2017
|
|
|
9,880
|
|
|
|
9,949
|
|
Transocean Inc. 6.375% 2021
|
|
|
40,950
|
|
|
|
49,108
|
|
Transocean Inc. 3.80% 2022
|
|
|
18,885
|
|
|
|
19,027
|
|
Transocean Inc. 7.35% 2041
|
|
|
5,205
|
|
|
|
6,863
|
|
Enbridge Energy Partners, LP, Series B, 6.50% 2018
|
|
|
25,120
|
|
|
|
30,525
|
|
Enbridge Energy Partners, LP 9.875% 2019
|
|
|
27,005
|
|
|
|
36,834
|
|
Enbridge Energy Partners, LP 5.20% 2020
|
|
|
1,500
|
|
|
|
1,718
|
|
Enbridge Energy Partners, LP 4.20% 2021
|
|
|
13,250
|
|
|
|
14,365
|
|
Enbridge Energy Partners, LP, Series B, 7.50% 2038
|
|
|
13,950
|
|
|
|
18,641
|
|
Enbridge Energy Partners, LP, junior subordinated 8.05% 2077
2
|
|
|
1,100
|
|
|
|
1,247
|
|
Shell International Finance BV 1.875% 2013
|
|
|
16,500
|
|
|
|
16,632
|
|
Shell International Finance BV 3.10% 2015
|
|
|
10,000
|
|
|
|
10,696
|
|
Shell International Finance BV 1.125% 2017
|
|
|
34,650
|
|
|
|
34,820
|
|
Shell International Finance BV 4.30% 2019
|
|
|
17,450
|
|
|
|
20,421
|
|
Shell International Finance BV 2.375% 2022
|
|
|
12,600
|
|
|
|
12,751
|
|
Shell International Finance BV 3.625% 2042
|
|
|
1,000
|
|
|
|
1,021
|
|
StatoilHydro ASA 2.90% 2014
|
|
|
15,360
|
|
|
|
16,127
|
|
StatoilHydro ASA 1.80% 2016
|
|
|
1,800
|
|
|
|
1,872
|
|
Statoil ASA 3.125% 2017
|
|
|
26,500
|
|
|
|
29,076
|
|
StatoilHydro ASA 5.25% 2019
|
|
|
2,000
|
|
|
|
2,433
|
|
Statoil ASA 3.15% 2022
|
|
|
40,470
|
|
|
|
43,340
|
|
Total Capital SA 3.00% 2015
|
|
|
17,000
|
|
|
|
18,104
|
|
Total Capital International 1.50% 2017
|
|
|
4,000
|
|
|
|
4,076
|
|
Total Capital International 1.55% 2017
|
|
|
13,140
|
|
|
|
13,405
|
|
Total Capital International 2.875% 2022
|
|
|
32,470
|
|
|
|
33,844
|
|
Total Capital International 2.70% 2023
|
|
|
15,625
|
|
|
|
15,966
|
|
BG Energy Capital PLC 2.50% 2015
3
|
|
|
7,200
|
|
|
|
7,537
|
|
BG Energy Capital PLC 2.875% 2016
3
|
|
|
23,130
|
|
|
|
24,564
|
|
BG Energy Capital PLC 4.00% 2021
3
|
|
|
41,175
|
|
|
|
45,653
|
|
Enterprise Products Operating LLC 5.65% 2013
|
|
|
17,850
|
|
|
|
18,253
|
|
Enterprise Products Operating LLC 5.20% 2020
|
|
|
9,425
|
|
|
|
11,123
|
|
Enterprise Products Operating LLC 5.25% 2020
|
|
|
2,000
|
|
|
|
2,347
|
|
Enterprise Products Operating LLC 4.05% 2022
|
|
|
23,605
|
|
|
|
25,860
|
|
Enterprise Products Operating LLC 4.85% 2042
|
|
|
10,000
|
|
|
|
10,349
|
|
Enterprise Products Operating LLC 5.70% 2042
|
|
|
2,750
|
|
|
|
3,194
|
|
Enterprise Products Operating LLC 7.00% 2067
2
|
|
|
600
|
|
|
|
646
|
|
Anadarko Petroleum Corp. 5.95% 2016
|
|
|
15,500
|
|
|
|
17,979
|
|
Anadarko Petroleum Corp. 6.375% 2017
|
|
|
30,260
|
|
|
|
36,530
|
|
Anadarko Petroleum Corp. 8.70% 2019
|
|
|
4,000
|
|
|
|
5,373
|
|
Anadarko Petroleum Corp. 6.20% 2040
|
|
|
1,750
|
|
|
|
2,155
|
|
Reliance Holdings Ltd. 4.50% 2020
3
|
|
|
6,350
|
|
|
|
6,520
|
|
Reliance Holdings Ltd. 4.50% 2020
|
|
|
1,750
|
|
|
|
1,797
|
|
Reliance Holdings Ltd. 5.40% 2022
3
|
|
|
22,300
|
|
|
|
23,803
|
|
Reliance Holdings Ltd. 6.25% 2040
3
|
|
|
10,750
|
|
|
|
12,125
|
|
Pemex Finance Ltd., Series 1999-2, Class A-3, 10.61% 2017
1
|
|
|
11,700
|
|
|
|
14,187
|
|
Pemex Project Funding Master Trust 5.75% 2018
|
|
|
3,150
|
|
|
|
3,705
|
|
Petróleos Mexicanos 4.875% 2022
|
|
|
2,600
|
|
|
|
2,944
|
|
Pemex Project Funding Master Trust, Series 13, 6.625% 2035
|
|
|
11,750
|
|
|
|
14,805
|
|
Petróleos Mexicanos 6.50% 2041
|
|
|
4,150
|
|
|
|
5,194
|
|
Enbridge Inc. 5.80% 2014
|
|
|
9,200
|
|
|
|
9,949
|
|
Enbridge Inc. 4.90% 2015
|
|
|
3,250
|
|
|
|
3,549
|
|
Enbridge Inc. 5.60% 2017
|
|
|
20,700
|
|
|
|
24,002
|
|
Petrobras International Finance Co. 2.875% 2015
|
|
|
4,945
|
|
|
|
5,095
|
|
Petrobras International Finance Co. 3.50% 2017
|
|
|
2,500
|
|
|
|
2,621
|
|
Petrobras International 5.375% 2021
|
|
|
13,470
|
|
|
|
15,248
|
|
Petrobras International 6.875% 2040
|
|
|
9,760
|
|
|
|
12,330
|
|
Petrobras International Finance Co. 6.75% 2041
|
|
|
500
|
|
|
|
624
|
|
Williams Partners L.P. and Williams Partners Finance Corp. 3.80% 2015
|
|
|
15,800
|
|
|
|
16,762
|
|
Williams Partners L.P. and Williams Partners Finance Corp. 7.25% 2017
|
|
|
1,300
|
|
|
|
1,583
|
|
Williams Partners L.P. and Williams Partners Finance Corp. 5.25% 2020
|
|
|
11,625
|
|
|
|
13,495
|
|
QGOG Atlantic/Alaskan Rigs Ltd. 5.25% 2018
1,3
|
|
|
30,267
|
|
|
|
31,629
|
|
Gazprom OJSC 5.092% 2015
3
|
|
|
6,125
|
|
|
|
6,546
|
|
Gazprom OJSC 6.51% 2022
3
|
|
|
14,500
|
|
|
|
17,117
|
|
Gazprom OJSC, Series 9, 6.51% 2022
|
|
|
5,000
|
|
|
|
5,902
|
|
El Paso Pipeline Partners Operating Co., LLC 5.00% 2021
|
|
|
25,320
|
|
|
|
28,019
|
|
Woodside Finance Ltd. 4.60% 2021
3
|
|
|
24,625
|
|
|
|
27,084
|
|
Ras Laffan Liquefied Natural Gas III 5.50% 2014
|
|
|
3,585
|
|
|
|
3,891
|
|
Ras Laffan Liquefied Natural Gas III 5.50% 2014
3
|
|
|
330
|
|
|
|
358
|
|
Ras Laffan Liquefied Natural Gas III 5.832% 2016
1
|
|
|
1,422
|
|
|
|
1,557
|
|
Ras Laffan Liquefied Natural Gas II 5.298% 2020
1,3
|
|
|
14,923
|
|
|
|
16,863
|
|
Ras Laffan Liquefied Natural Gas III 6.332% 2027
1
|
|
|
2,000
|
|
|
|
2,441
|
|
Southwestern Energy Co. 4.10% 2022
3
|
|
|
18,770
|
|
|
|
19,966
|
|
Chevron Corp. 4.95% 2019
|
|
|
13,917
|
|
|
|
16,902
|
|
Cenovus Energy Inc. 3.00% 2022
|
|
|
10,260
|
|
|
|
10,544
|
|
Cenovus Energy Inc. 6.75% 2039
|
|
|
4,250
|
|
|
|
5,770
|
|
Husky Energy Inc. 6.20% 2017
|
|
|
12,830
|
|
|
|
15,203
|
|
TransCanada PipeLines Ltd. 6.50% 2018
|
|
|
7,500
|
|
|
|
9,425
|
|
TransCanada PipeLines Ltd. 7.125% 2019
|
|
|
3,040
|
|
|
|
3,904
|
|
TransCanada PipeLines Ltd., junior subordinated 6.35% 2067
2
|
|
|
1,000
|
|
|
|
1,071
|
|
Western Gas Partners LP 4.00% 2022
|
|
|
11,850
|
|
|
|
12,380
|
|
Alpha Natural Resources, Inc. 9.75% 2018
|
|
|
7,415
|
|
|
|
7,338
|
|
Alpha Natural Resources, Inc. 6.00% 2019
|
|
|
3,725
|
|
|
|
3,129
|
|
Alpha Natural Resources, Inc. 6.25% 2021
|
|
|
1,800
|
|
|
|
1,507
|
|
Canadian Natural Resources Ltd. 3.45% 2021
|
|
|
9,310
|
|
|
|
10,036
|
|
Devon Energy Corp. 1.875% 2017
|
|
|
8,155
|
|
|
|
8,324
|
|
Devon Energy Corp. 3.25% 2022
|
|
|
1,250
|
|
|
|
1,304
|
|
Spectra Energy Partners, LP 2.95% 2016
|
|
|
6,375
|
|
|
|
6,582
|
|
Spectra Energy Partners 4.60% 2021
|
|
|
2,185
|
|
|
|
2,371
|
|
Phillips 66 5.875% 2042
3
|
|
|
7,430
|
|
|
|
8,867
|
|
Petroplus Finance Ltd. 6.75% 2014
3,5
|
|
|
15,475
|
|
|
|
2,244
|
|
Petroplus Finance Ltd. 7.00% 2017
3,5
|
|
|
29,700
|
|
|
|
4,306
|
|
Petroplus Finance Ltd. 9.375% 2019
3,5
|
|
|
12,650
|
|
|
|
1,834
|
|
Arch Coal, Inc. 7.00% 2019
|
|
|
2,350
|
|
|
|
1,986
|
|
Arch Coal, Inc. 7.25% 2021
|
|
|
6,775
|
|
|
|
5,691
|
|
Korea National Oil Corp. 4.00% 2016
3
|
|
|
6,850
|
|
|
|
7,443
|
|
Energy Transfer Partners, L.P. 5.20% 2022
|
|
|
4,500
|
|
|
|
5,002
|
|
Energy Transfer Partners, L.P. 6.50% 2042
|
|
|
1,665
|
|
|
|
1,930
|
|
Odebrecht Drilling Norbe VIII/IX Ltd 6.35% 2021
1,3
|
|
|
5,679
|
|
|
|
6,415
|
|
Regency Energy Partners LP and Regency Energy Finance Corp. 6.50% 2021
|
|
|
3,875
|
|
|
|
4,166
|
|
Regency Energy Partners LP and Regency Energy Finance Corp. 5.50% 2023
|
|
|
2,150
|
|
|
|
2,180
|
|
Peabody Energy Corp. 6.00% 2018
3
|
|
|
4,660
|
|
|
|
4,683
|
|
Peabody Energy Corp. 6.25% 2021
3
|
|
|
875
|
|
|
|
875
|
|
Energy Transfer Partners, LP 7.50% 2020
|
|
|
3,700
|
|
|
|
4,218
|
|
PDC Energy Inc. 7.75% 2022
3
|
|
|
3,825
|
|
|
|
3,825
|
|
CONSOL Energy Inc. 8.00% 2017
|
|
|
1,145
|
|
|
|
1,202
|
|
CONSOL Energy Inc. 8.25% 2020
|
|
|
1,130
|
|
|
|
1,189
|
|
Laredo Petroleum, Inc. 9.50% 2019
|
|
|
1,950
|
|
|
|
2,218
|
|
NGPL PipeCo LLC 7.119% 2017
3
|
|
|
600
|
|
|
|
640
|
|
NGPL PipeCo LLC 9.625% 2019
3
|
|
|
1,000
|
|
|
|
1,142
|
|
Transportadora de Gas Internacional 5.70% 2022
3
|
|
|
1,250
|
|
|
|
1,350
|
|
Overseas Shipholding Group, Inc. 8.125% 2018
|
|
|
1,650
|
|
|
|
1,105
|
|
PTT Exploration & Production Ltd 6.35% 2042
3
|
|
|
800
|
|
|
|
930
|
|
Teekay Corp. 8.50% 2020
|
|
|
725
|
|
|
|
765
|
|
Dolphin Energy Ltd. 5.50% 2021
3
|
|
|
500
|
|
|
|
579
|
|
|
|
|
|
|
|
|
1,374,018
|
|
HEALTH CARE — 2.98%
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES — 1.86%
|
|
|
|
|
|
|
|
|
Roche Holdings Inc. 5.00% 2014
3
|
|
|
6,685
|
|
|
|
7,089
|
|
Roche Holdings Inc. 6.00% 2019
3
|
|
|
42,020
|
|
|
|
52,800
|
|
Roche Holdings Inc. 7.00% 2039
3
|
|
|
16,310
|
|
|
|
24,542
|
|
GlaxoSmithKline Capital Inc. 4.85% 2013
|
|
|
20,000
|
|
|
|
20,559
|
|
GlaxoSmithKline Capital PLC 1.50% 2017
|
|
|
15,500
|
|
|
|
15,790
|
|
GlaxoSmithKline Capital Inc. 5.65% 2018
|
|
|
15,000
|
|
|
|
18,494
|
|
GlaxoSmithKline Capital PLC 2.85% 2022
|
|
|
18,500
|
|
|
|
19,260
|
|
GlaxoSmithKline Capital Inc. 6.375% 2038
|
|
|
7,100
|
|
|
|
10,176
|
|
Gilead Sciences, Inc. 2.40% 2014
|
|
|
7,215
|
|
|
|
7,465
|
|
Gilead Sciences, Inc. 3.05% 2016
|
|
|
15,695
|
|
|
|
16,889
|
|
Gilead Sciences, Inc. 4.40% 2021
|
|
|
39,060
|
|
|
|
44,490
|
|
Gilead Sciences, Inc. 5.65% 2041
|
|
|
11,405
|
|
|
|
14,339
|
|
Amgen Inc. 2.50% 2016
|
|
|
27,200
|
|
|
|
28,591
|
|
Amgen Inc. 2.125% 2017
|
|
|
22,567
|
|
|
|
23,335
|
|
Amgen Inc. 3.875% 2021
|
|
|
1,000
|
|
|
|
1,077
|
|
Amgen Inc. 3.625% 2022
|
|
|
4,560
|
|
|
|
4,818
|
|
Amgen Inc. 5.15% 2041
|
|
|
5,000
|
|
|
|
5,601
|
|
Amgen Inc. 5.375% 2043
|
|
|
11,355
|
|
|
|
13,228
|
|
Novartis Capital Corp. 1.90% 2013
|
|
|
15,000
|
|
|
|
15,138
|
|
Novartis Capital Corp. 4.125% 2014
|
|
|
11,025
|
|
|
|
11,578
|
|
Novartis Securities Investment Ltd. 5.125% 2019
|
|
|
24,780
|
|
|
|
29,822
|
|
Novartis Capital Corp. 2.40% 2022
|
|
|
7,250
|
|
|
|
7,354
|
|
Novartis Capital Corp. 3.70% 2042
|
|
|
2,500
|
|
|
|
2,600
|
|
Schering-Plough Corp. 5.30% 2013
2
|
|
|
6,000
|
|
|
|
6,337
|
|
Schering-Plough Corp. 5.375% 2014
|
|
€
|
6,395
|
|
|
$
|
8,992
|
|
Schering-Plough Corp. 6.00% 2017
|
|
$
|
5,300
|
|
|
|
6,567
|
|
Merck & Co., Inc. 1.10% 2018
|
|
|
10,000
|
|
|
|
10,040
|
|
Merck & Co., Inc. 2.40% 2022
|
|
|
13,500
|
|
|
|
13,642
|
|
Merck & Co., Inc. 3.60% 2042
|
|
|
8,855
|
|
|
|
8,947
|
|
Biogen Idec Inc. 6.00% 2013
|
|
|
30,050
|
|
|
|
30,709
|
|
Biogen Idec Inc. 6.875% 2018
|
|
|
17,000
|
|
|
|
20,943
|
|
inVentiv Health Inc. 10.00% 2018
3
|
|
|
7,370
|
|
|
|
6,522
|
|
inVentiv Health Inc. 10.25% 2018
3
|
|
|
19,040
|
|
|
|
16,850
|
|
Pfizer Inc 5.35% 2015
|
|
|
125
|
|
|
|
140
|
|
Pfizer Inc 6.20% 2019
|
|
|
18,140
|
|
|
|
23,146
|
|
Elan Finance PLC and Elan Finance Corp. 8.75% 2016
|
|
|
7,000
|
|
|
|
7,676
|
|
Elan Finance PLC and Elan Finance Corp. 8.75% 2016
|
|
|
1,750
|
|
|
|
1,921
|
|
Elan Finance PLC and Elan Finance Corp. 6.25% 2019
3
|
|
|
12,850
|
|
|
|
12,978
|
|
Quintiles, Term Loan B, 5.00% 2018
1,2,4
|
|
|
15,690
|
|
|
|
15,808
|
|
VPI Escrow Corp. 6.375% 2020
3
|
|
|
13,110
|
|
|
|
13,438
|
|
Sanofi 0.672% 2014
2
|
|
|
10,000
|
|
|
|
10,050
|
|
Patheon Inc. 8.625% 2017
3
|
|
|
6,507
|
|
|
|
6,670
|
|
Grifols Inc. 8.25% 2018
|
|
|
5,065
|
|
|
|
5,622
|
|
Johnson & Johnson 0.525% 2014
2
|
|
|
5,000
|
|
|
|
5,017
|
|
Alkermes Inc., Term Loan B, 4.50% 2019
1,2,4
|
|
|
3,900
|
|
|
|
3,924
|
|
INC Research LLC 11.50% 2019
3
|
|
|
590
|
|
|
|
596
|
|
|
|
|
|
|
|
|
631,570
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SERVICES — 1.12%
|
|
|
|
|
|
|
|
|
Express Scripts Inc. 2.75% 2014
3
|
|
|
16,000
|
|
|
|
16,624
|
|
Express Scripts Inc. 6.25% 2014
|
|
|
27,133
|
|
|
|
29,571
|
|
Medco Health Solutions, Inc. 2.75% 2015
|
|
|
10,310
|
|
|
|
10,792
|
|
Express Scripts Inc. 3.125% 2016
|
|
|
18,427
|
|
|
|
19,671
|
|
Express Scripts Inc. 3.50% 2016
3
|
|
|
3,000
|
|
|
|
3,247
|
|
Express Scripts Inc. 2.65% 2017
3
|
|
|
15,000
|
|
|
|
15,738
|
|
Express Scripts Inc. 4.75% 2021
3
|
|
|
13,500
|
|
|
|
15,653
|
|
Express Scripts Inc. 3.90% 2022
3
|
|
|
12,000
|
|
|
|
13,102
|
|
Express Scripts Inc. 6.125% 2041
3
|
|
|
7,000
|
|
|
|
9,134
|
|
Cardinal Health, Inc. 5.50% 2013
|
|
|
4,035
|
|
|
|
4,167
|
|
Cardinal Health, Inc. 4.00% 2015
|
|
|
5,490
|
|
|
|
5,918
|
|
Cardinal Health, Inc. 1.90% 2017
|
|
|
3,550
|
|
|
|
3,617
|
|
Cardinal Health, Inc. 4.625% 2020
|
|
|
6,020
|
|
|
|
6,863
|
|
Allegiance Corp. 7.00% 2026
|
|
|
9,635
|
|
|
|
12,994
|
|
UnitedHealth Group Inc. 6.00% 2017
|
|
|
21,892
|
|
|
|
26,700
|
|
UnitedHealth Group Inc. 5.70% 2040
|
|
|
1,250
|
|
|
|
1,523
|
|
UnitedHealth Group Inc. 4.625% 2041
|
|
|
3,000
|
|
|
|
3,257
|
|
VWR Funding, Inc., Series B, 10.25% 2015
6
|
|
|
21,784
|
|
|
|
22,301
|
|
VWR Funding, Inc. 7.25% 2017
3
|
|
|
8,900
|
|
|
|
9,050
|
|
PTS Acquisition Corp. 9.50% 2015
6
|
|
|
18,558
|
|
|
|
18,999
|
|
PTS Acquisition Corp. 9.75% 2017
|
|
€
|
8,775
|
|
|
|
11,671
|
|
Kinetic Concepts, Inc. 10.50% 2018
3
|
|
$
|
19,650
|
|
|
|
20,878
|
|
Kinetic Concepts, Inc. 12.50% 2019
3
|
|
|
9,000
|
|
|
|
8,550
|
|
Tenet Healthcare Corp. 7.375% 2013
|
|
|
3,195
|
|
|
|
3,263
|
|
Tenet Healthcare Corp. 9.25% 2015
|
|
|
10,600
|
|
|
|
11,978
|
|
Boston Scientific Corp. 6.00% 2020
|
|
|
10,900
|
|
|
|
12,978
|
|
Coventry Health Care, Inc. 6.30% 2014
|
|
|
11,395
|
|
|
|
12,455
|
|
DENTSPLY International Inc. 1.935% 2013
2
|
|
|
5,000
|
|
|
|
5,027
|
|
DENTSPLY International Inc. 2.75% 2016
|
|
|
5,620
|
|
|
|
5,801
|
|
Symbion Inc. 8.00% 2016
|
|
|
10,050
|
|
|
|
10,352
|
|
Rotech Healthcare Inc. 10.50% 2018
|
|
|
12,400
|
|
|
|
7,192
|
|
Merge Healthcare Inc 11.75% 2015
|
|
|
5,250
|
|
|
|
5,709
|
|
Surgical Care Affiliates, Inc. 8.875% 2015
3
|
|
|
3,927
|
|
|
|
4,035
|
|
Surgical Care Affiliates, Inc. 10.00% 2017
3
|
|
|
925
|
|
|
|
957
|
|
Bausch & Lomb Inc. 9.875% 2015
|
|
|
4,625
|
|
|
|
4,781
|
|
McKesson Corp. 3.25% 2016
|
|
|
1,580
|
|
|
|
1,702
|
|
McKesson Corp. 6.00% 2041
|
|
|
1,045
|
|
|
|
1,435
|
|
Baxter International Inc. 2.40% 2022
|
|
|
2,600
|
|
|
|
2,625
|
|
Multiplan Inc. 9.875% 2018
3
|
|
|
980
|
|
|
|
1,088
|
|
|
|
|
|
|
|
|
381,398
|
|
INDUSTRIALS — 2.97%
|
|
|
|
|
|
|
|
|
CAPITAL GOODS — 1.60%
|
|
|
|
|
|
|
|
|
General Electric Capital Corp., Series A, 2.25% 2015
|
|
|
19,500
|
|
|
|
20,210
|
|
General Electric Capital Corp. 2.95% 2016
|
|
|
2,790
|
|
|
|
2,953
|
|
General Electric Capital Corp. 2.30% 2017
|
|
|
17,920
|
|
|
|
18,445
|
|
General Electric Corp. 5.25% 2017
|
|
|
6,235
|
|
|
|
7,387
|
|
General Electric Capital Corp., Series A, 5.625% 2018
|
|
|
4,000
|
|
|
|
4,724
|
|
General Electric Capital Corp., Series A, 6.00% 2019
|
|
|
26,050
|
|
|
|
31,736
|
|
General Electric Capital Corp. 3.15% 2022
|
|
|
20,000
|
|
|
|
20,137
|
|
Volvo Treasury AB 5.95% 2015
3
|
|
|
56,693
|
|
|
|
62,133
|
|
United Technologies Corp. 1.20% 2015
|
|
|
2,795
|
|
|
|
2,847
|
|
United Technologies Corp. 1.80% 2017
|
|
|
5,770
|
|
|
|
5,993
|
|
United Technologies Corp. 3.10% 2022
|
|
|
30,765
|
|
|
|
32,861
|
|
United Technologies Corp. 4.50% 2042
|
|
|
16,195
|
|
|
|
18,254
|
|
Hawker Beechcraft Acquisition Co., LLC, Debtor in Possession Delayed Draw, 9.75% 2012
1,2,4
|
|
|
7,718
|
|
|
|
7,852
|
|
Hawker Beechcraft Acquisition Co., LLC, Letter of Credit, 2.262% 2014
1,2,4
|
|
|
2,267
|
|
|
|
1,485
|
|
Hawker Beechcraft Acquisition Co., LLC, Term Loan B, 4.25% 2014
1,2,4
|
|
|
47,542
|
|
|
|
31,140
|
|
Hawker Beechcraft Acquisition Co., LLC, Term Loan B, 10.75% 2014
1,2,4
|
|
|
2,344
|
|
|
|
1,571
|
|
Hawker Beechcraft Acquisition Co., LLC 8.875% 2015
5,6
|
|
|
1,568
|
|
|
|
282
|
|
Hawker Beechcraft Acquisition Co., LLC 9.75% 2017
5
|
|
|
2,185
|
|
|
|
12
|
|
Ply Gem Industries, Inc. 13.125% 2014
|
|
|
7,055
|
|
|
|
7,566
|
|
Ply Gem Industries, Inc. 9.375% 2017
3
|
|
|
3,300
|
|
|
|
3,325
|
|
Ply Gem Industries, Inc. 8.25% 2018
|
|
|
24,595
|
|
|
|
25,794
|
|
JELD-WEN Escrow Corp. 12.25% 2017
3
|
|
|
25,000
|
|
|
|
28,563
|
|
Northrop Grumman Corp. 3.70% 2014
|
|
|
9,500
|
|
|
|
10,024
|
|
Northrop Grumman Corp. 5.05% 2019
|
|
|
14,180
|
|
|
|
16,696
|
|
Associated Materials, LLC and AMH New Finance, Inc. 9.125% 2017
|
|
|
24,305
|
|
|
|
23,940
|
|
Nortek Inc. 10.00% 2018
|
|
|
8,000
|
|
|
|
8,880
|
|
Nortek Inc. 8.50% 2021
|
|
|
9,220
|
|
|
|
9,865
|
|
US Investigations Services, Inc., Term Loan B, 2.969% 2015
1,2,4
|
|
|
521
|
|
|
|
489
|
|
US Investigations Services, Inc., Term Loan D, 7.75% 2015
1,2,4
|
|
|
4,929
|
|
|
|
4,927
|
|
US Investigations Services, Inc. 10.50% 2015
3
|
|
|
7,200
|
|
|
|
6,336
|
|
US Investigations Services, Inc. 11.75% 2016
3
|
|
|
6,610
|
|
|
|
5,552
|
|
ABB Finance (USA) Inc. 1.625% 2017
|
|
|
9,245
|
|
|
|
9,407
|
|
ABB Finance (USA) Inc. 2.875% 2022
|
|
|
6,750
|
|
|
|
6,995
|
|
DAE Aviation Holdings, Inc. and Standard Aero Ltd., Term Loan B1, 5.45% 2014
1,2,4
|
|
|
813
|
|
|
|
813
|
|
DAE Aviation Holdings, Inc. and Standard Aero Ltd., Term Loan B2, 5.45% 2014
1,2,4
|
|
|
771
|
|
|
|
771
|
|
DAE Aviation Holdings, Inc. 11.25% 2015
3
|
|
|
13,605
|
|
|
|
14,081
|
|
BAE Systems Holdings Inc. 4.95% 2014
3
|
|
|
13,505
|
|
|
|
14,207
|
|
Raytheon Co. 6.75% 2018
|
|
|
4,030
|
|
|
|
4,962
|
|
Raytheon Co. 4.40% 2020
|
|
|
7,895
|
|
|
|
9,164
|
|
Euramax International, Inc. 9.50% 2016
|
|
|
13,010
|
|
|
|
11,969
|
|
Honeywell International Inc. 5.00% 2019
|
|
|
8,725
|
|
|
|
10,426
|
|
Hutchison Whampoa International Ltd. 6.50% 2013
3
|
|
|
7,200
|
|
|
|
7,350
|
|
Esterline Technologies Corp. 6.625% 2017
|
|
|
2,495
|
|
|
|
2,592
|
|
Esterline Technologies Corp. 7.00% 2020
|
|
|
3,475
|
|
|
|
3,875
|
|
BE Aerospace, Inc. 5.25% 2022
|
|
|
6,135
|
|
|
|
6,396
|
|
Atlas Copco AB 5.60% 2017
3
|
|
|
4,525
|
|
|
|
5,338
|
|
John Deere Capital Corp., Series D, 4.50% 2013
|
|
|
2,000
|
|
|
|
2,043
|
|
Deere & Co. 2.60% 2022
|
|
|
2,600
|
|
|
|
2,675
|
|
Odebrecht Finance Ltd 7.00% 2020
|
|
|
2,350
|
|
|
|
2,667
|
|
Odebrecht Finance Ltd 5.125% 2022
3
|
|
|
1,000
|
|
|
|
1,068
|
|
Odebrecht Finance Ltd 6.00% 2023
3
|
|
|
500
|
|
|
|
558
|
|
Eaton Corp. 0.719% 2014
2
|
|
|
2,000
|
|
|
|
2,007
|
|
RBS Global, Inc. and Rexnord LLC 8.50% 2018
|
|
|
1,650
|
|
|
|
1,827
|
|
Danaher Corp. 2.30% 2016
|
|
|
565
|
|
|
|
595
|
|
|
|
|
|
|
|
|
543,765
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION — 1.31%
|
|
|
|
|
|
|
|
|
Continental Airlines, Inc., Series 1997-1, Class A, 7.461% 2016
1
|
|
|
3,190
|
|
|
|
3,288
|
|
Continental Airlines, Inc., Series 2001-1, Class B, 7.373% 2017
1
|
|
|
60
|
|
|
|
63
|
|
Continental Airlines, Inc., Series 1998-1, Class B, 6.748% 2018
1
|
|
|
726
|
|
|
|
744
|
|
Continental Airlines, Inc., Series 1997-4B, Class B, 6.90% 2018
1
|
|
|
102
|
|
|
|
103
|
|
Continental Airlines, Inc., Series 1998-1, Class A, 6.648% 2019
1
|
|
|
12,533
|
|
|
|
13,406
|
|
Continental Airlines, Inc., Series 1997-4, Class A, 6.90% 2019
1
|
|
|
17,166
|
|
|
|
18,620
|
|
Continental Airlines, Inc., Series 2000-2, Class B, 8.307% 2019
1
|
|
|
307
|
|
|
|
327
|
|
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 2020
1
|
|
|
8,151
|
|
|
|
8,864
|
|
Continental Airlines, Inc., Series 1999-1, Class B, 6.795% 2020
1
|
|
|
5,886
|
|
|
|
6,180
|
|
Continental Airlines, Inc., Series 1999-2, Class A-1, 7.256% 2021
1
|
|
|
260
|
|
|
|
284
|
|
United Air Lines, Inc., Series 2007-1, Class B, 7.336% 2021
1,3
|
|
|
779
|
|
|
|
766
|
|
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021
1
|
|
|
1,404
|
|
|
|
1,478
|
|
Continental Airlines, Inc., Series 2001-1, Class A-1, 6.703% 2022
1
|
|
|
10,892
|
|
|
|
11,845
|
|
Continental Airlines, Inc., Series 2007-1, Class B, 6.903% 2022
1
|
|
|
3,816
|
|
|
|
4,018
|
|
Continental Airlines, Inc., Series 2000-2, Class A-1, 7.707% 2022
1
|
|
|
12,581
|
|
|
|
14,107
|
|
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022
1
|
|
|
10,133
|
|
|
|
11,565
|
|
Continental Airlines, Inc., Series 2000-1, Class B, 8.388% 2022
1
|
|
|
901
|
|
|
|
959
|
|
Union Pacific Corp. 5.125% 2014
|
|
|
8,430
|
|
|
|
8,928
|
|
Union Pacific Corp. 5.75% 2017
|
|
|
12,250
|
|
|
|
14,617
|
|
Union Pacific Corp. 4.00% 2021
|
|
|
14,000
|
|
|
|
15,784
|
|
Union Pacific Corp. 4.163% 2022
|
|
|
7,437
|
|
|
|
8,495
|
|
Union Pacific Railroad Co. Pass Through Trust, Series 2001-1, 6.63% 2022
1
|
|
|
5,766
|
|
|
|
6,705
|
|
Union Pacific Corp. 2.95% 2023
|
|
|
5,000
|
|
|
|
5,199
|
|
Union Pacific Corp. 6.15% 2037
|
|
|
10,930
|
|
|
|
14,072
|
|
Burlington Northern Santa Fe LLC 7.00% 2014
|
|
|
875
|
|
|
|
949
|
|
Burlington Northern Santa Fe LLC 5.65% 2017
|
|
|
12,500
|
|
|
|
14,963
|
|
Burlington Northern Santa Fe LLC 5.75% 2018
|
|
|
9,035
|
|
|
|
11,041
|
|
Burlington Northern Santa Fe LLC 3.60% 2020
|
|
|
7,500
|
|
|
|
8,151
|
|
Burlington Northern Santa Fe LLC 3.45% 2021
|
|
|
2,800
|
|
|
|
3,003
|
|
Burlington Northern Santa Fe LLC 3.05% 2022
|
|
|
22,850
|
|
|
|
23,706
|
|
Burlington Northern Santa Fe LLC 5.05% 2041
|
|
|
500
|
|
|
|
581
|
|
Burlington Northern Santa Fe LLC 4.375% 2042
|
|
|
750
|
|
|
|
798
|
|
Northwest Airlines, Inc., Term Loan B, 3.87% 2013
1,2,4
|
|
|
1,249
|
|
|
|
1,242
|
|
Northwest Airlines, Inc., Term Loan A, 2.12% 2018
1,2,4
|
|
|
51,944
|
|
|
|
48,827
|
|
Delta Air Lines, Inc., Series 2002-1, Class G-1, MBIA insured, 6.718% 2024
1
|
|
|
87
|
|
|
|
95
|
|
Norfolk Southern Corp. 5.75% 2016
|
|
|
5,740
|
|
|
|
6,596
|
|
Norfolk Southern Corp. 5.75% 2018
|
|
|
5,000
|
|
|
|
6,025
|
|
Norfolk Southern Corp. 5.90% 2019
|
|
|
9,250
|
|
|
|
11,281
|
|
Norfolk Southern Corp. 3.25% 2021
|
|
|
2,000
|
|
|
|
2,108
|
|
Norfolk Southern Corp. 3.00% 2022
|
|
|
17,250
|
|
|
|
17,945
|
|
Norfolk Southern Corp. 3.95% 2042
|
|
|
4,700
|
|
|
|
4,706
|
|
CEVA Group PLC 11.625% 2016
3
|
|
|
5,715
|
|
|
|
5,887
|
|
CEVA Group PLC 8.375% 2017
3
|
|
|
1,600
|
|
|
|
1,558
|
|
CEVA Group PLC 11.50% 2018
3
|
|
|
5,305
|
|
|
|
4,721
|
|
CEVA Group PLC 12.75% 2020
3
|
|
|
27,200
|
|
|
|
22,644
|
|
Canadian National Railway Co. 1.45% 2016
|
|
|
6,090
|
|
|
|
6,215
|
|
Canadian National Railway Co. 5.55% 2018
|
|
|
2,000
|
|
|
|
2,407
|
|
Canadian National Railway Co. 2.85% 2021
|
|
|
10,000
|
|
|
|
10,599
|
|
CSX Corp. 5.75% 2013
|
|
|
8,385
|
|
|
|
8,584
|
|
CSX Corp. 7.375% 2019
|
|
|
7,500
|
|
|
|
9,613
|
|
United Parcel Service, Inc., 1.125% 2017
|
|
|
12,000
|
|
|
|
12,072
|
|
American Airlines, Inc., Series 2001-1, Class B, 7.377% 2019
1
|
|
|
235
|
|
|
|
198
|
|
AMR Corp. 9.00% 2012
5
|
|
|
1,300
|
|
|
|
839
|
|
American Airlines, Inc., Series 2011-2, Class A, 8.625% 2023
1
|
|
|
10,190
|
|
|
|
10,922
|
|
Navios Maritime Acquisition Corporation and Navios Acquisition Finance (US) Inc. 8.625% 2017
|
|
|
7,850
|
|
|
|
7,516
|
|
Navios Maritime Holdings Inc. and Navios Maritime Finance II (US) Inc. 8.125% 2019
|
|
|
2,925
|
|
|
|
2,654
|
|
Navios Logistics Finance (US) Inc., 9.25% 2019
|
|
|
375
|
|
|
|
354
|
|
ENA Norte Trust 4.95% 2023
1,3
|
|
|
3,500
|
|
|
|
3,524
|
|
TRAC Intermodal 11.00% 2019
3
|
|
|
2,950
|
|
|
|
3,098
|
|
CMA CGM 8.50% 2017
3
|
|
|
2,025
|
|
|
|
1,428
|
|
|
|
|
|
|
|
|
447,267
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL & PROFESSIONAL SERVICES — 0.06%
|
|
|
|
|
|
|
|
|
Republic Services, Inc. 3.80% 2018
|
|
|
2,000
|
|
|
|
2,227
|
|
Republic Services, Inc. 5.00% 2020
|
|
|
5,000
|
|
|
|
5,801
|
|
Republic Services, Inc. 3.55% 2022
|
|
|
500
|
|
|
|
527
|
|
Republic Services, Inc. 5.70% 2041
|
|
|
2,000
|
|
|
|
2,390
|
|
Waste Management, Inc. 2.60% 2016
|
|
|
3,330
|
|
|
|
3,499
|
|
Waste Management, Inc. 4.60% 2021
|
|
|
5,455
|
|
|
|
6,226
|
|
ADS Waste Escrow, Term Loan B, 5.25% 2019
1,2,4
|
|
|
375
|
|
|
|
378
|
|
ADS Waste Escrow 8.25% 2020
3
|
|
|
650
|
|
|
|
665
|
|
Nielsen Finance LLC and Nielsen Finance Co. 11.625% 2014
|
|
|
211
|
|
|
|
239
|
|
|
|
|
|
|
|
|
21,952
|
|
CONSUMER DISCRETIONARY — 2.67%
|
|
|
|
|
|
|
|
|
MEDIA — 1.59%
|
|
|
|
|
|
|
|
|
Comcast Corp. 6.30% 2017
|
|
|
13,410
|
|
|
|
16,545
|
|
Comcast Corp. 5.875% 2018
|
|
|
18,570
|
|
|
|
22,624
|
|
Comcast Corp. 5.15% 2020
|
|
|
7,500
|
|
|
|
8,938
|
|
Comcast Corp. 3.125% 2022
|
|
|
11,000
|
|
|
|
11,439
|
|
Comcast Corp. 6.95% 2037
|
|
|
12,020
|
|
|
|
16,437
|
|
Comcast Corp. 6.40% 2040
|
|
|
3,500
|
|
|
|
4,586
|
|
Comcast Corp. 4.65% 2042
|
|
|
11,625
|
|
|
|
12,502
|
|
Time Warner Inc. 5.875% 2016
|
|
|
19,170
|
|
|
|
22,757
|
|
Time Warner Companies, Inc. 7.25% 2017
|
|
|
1,600
|
|
|
|
2,034
|
|
Time Warner Inc. 4.75% 2021
|
|
|
11,090
|
|
|
|
12,833
|
|
Time Warner Inc. 3.40% 2022
|
|
|
2,500
|
|
|
|
2,646
|
|
Time Warner Companies, Inc. 7.57% 2024
|
|
|
12,340
|
|
|
|
16,523
|
|
Time Warner Inc. 6.20% 2040
|
|
|
9,450
|
|
|
|
11,823
|
|
Time Warner Inc. 6.25% 2041
|
|
|
7,950
|
|
|
|
10,121
|
|
Time Warner Cable Inc. 6.20% 2013
|
|
|
9,700
|
|
|
|
10,112
|
|
Time Warner Cable Inc. 7.50% 2014
|
|
|
15,675
|
|
|
|
17,217
|
|
Time Warner Cable Inc. 6.75% 2018
|
|
|
15,650
|
|
|
|
19,711
|
|
Time Warner Cable Inc. 8.25% 2019
|
|
|
7,215
|
|
|
|
9,699
|
|
Time Warner Cable Inc. 4.00% 2021
|
|
|
10,280
|
|
|
|
11,359
|
|
Time Warner Cable Inc. 6.75% 2039
|
|
|
5,150
|
|
|
|
6,743
|
|
Time Warner Cable Inc. 5.50% 2041
|
|
|
2,340
|
|
|
|
2,661
|
|
NBCUniversal Media, LLC 2.10% 2014
|
|
|
12,000
|
|
|
|
12,256
|
|
NBCUniversal Media, LLC 2.875% 2016
|
|
|
17,000
|
|
|
|
18,024
|
|
NBCUniversal Media, LLC 5.15% 2020
|
|
|
7,000
|
|
|
|
8,310
|
|
NBCUniversal Media, LLC 4.375% 2021
|
|
|
14,250
|
|
|
|
16,191
|
|
NBCUniversal Media, LLC 2.875% 2023
|
|
|
13,430
|
|
|
|
13,405
|
|
NBCUniversal Media, LLC 4.45% 2043
|
|
|
2,900
|
|
|
|
2,890
|
|
Thomson Reuters Corp. 6.50% 2018
|
|
|
29,355
|
|
|
|
37,154
|
|
Cox Communications, Inc. 7.125% 2012
|
|
|
7,000
|
|
|
|
7,000
|
|
Cox Communications, Inc. 5.45% 2014
|
|
|
16,045
|
|
|
|
17,657
|
|
Cox Communications, Inc. 9.375% 2019
3
|
|
|
7,225
|
|
|
|
9,845
|
|
News America Holdings Inc. 8.00% 2016
|
|
|
1,000
|
|
|
|
1,260
|
|
News America Inc. 6.90% 2019
|
|
|
12,750
|
|
|
|
16,046
|
|
News America Inc. 3.00% 2022
3
|
|
|
6,000
|
|
|
|
6,068
|
|
News America Inc. 6.15% 2037
|
|
|
300
|
|
|
|
361
|
|
News America Inc. 6.65% 2037
|
|
|
7,800
|
|
|
|
9,942
|
|
Walt Disney Co. 0.875% 2014
|
|
|
20,500
|
|
|
|
20,727
|
|
WPP Finance 2010 4.75% 2021
|
|
|
15,840
|
|
|
|
17,390
|
|
WPP Finance 2010 5.125% 2042
|
|
|
1,300
|
|
|
|
1,289
|
|
DISH DBS Corp. 4.625% 2017
3
|
|
|
7,005
|
|
|
|
7,198
|
|
DISH DBS Corp 6.75% 2021
|
|
|
4,075
|
|
|
|
4,462
|
|
DISH DBS Corp. 5.875% 2022
3
|
|
|
1,000
|
|
|
|
1,030
|
|
Virgin Media Finance PLC 8.375% 2019
3
|
|
|
8,050
|
|
|
|
9,197
|
|
Virgin Media Secured Finance PLC 5.25% 2021
|
|
|
1,775
|
|
|
|
2,063
|
|
Mediacom LLC and Mediacom Capital Corp. 9.125% 2019
|
|
|
9,000
|
|
|
|
9,990
|
|
CBS Corp. 1.95% 2017
|
|
|
8,500
|
|
|
|
8,725
|
|
Omnicom Group Inc. 3.625% 2022
|
|
|
7,500
|
|
|
|
7,940
|
|
Univision Communications Inc., Term Loan B, 4.466% 2017
1,2,4
|
|
|
5,113
|
|
|
|
5,062
|
|
Univision Communications Inc. 8.50% 2021
3
|
|
|
2,240
|
|
|
|
2,285
|
|
Clear Channel Worldwide Holdings, Inc., Series B, 9.25% 2017
|
|
|
6,500
|
|
|
|
7,036
|
|
Grupo Televisa, SAB 6.625% 2040
|
|
|
5,200
|
|
|
|
6,920
|
|
Warner Music Group 9.50% 2016
|
|
|
2,800
|
|
|
|
3,070
|
|
UPC Germany GmbH 9.625% 2019
|
|
€
|
1,250
|
|
|
|
1,792
|
|
|
|
|
|
|
|
|
541,895
|
|
|
|
|
|
|
|
|
|
|
CONSUMER SERVICES — 0.43%
|
|
|
|
|
|
|
|
|
MGM Resorts International 6.75% 2013
|
|
$
|
4,825
|
|
|
|
4,952
|
|
MGM Resorts International 13.00% 2013
|
|
|
2,875
|
|
|
|
3,256
|
|
MGM Resorts International 5.875% 2014
|
|
|
34,190
|
|
|
|
35,729
|
|
MGM Resorts International 6.625% 2015
|
|
|
2,600
|
|
|
|
2,795
|
|
Boyd Gaming Corp. 6.75% 2014
|
|
|
10,830
|
|
|
|
10,884
|
|
Boyd Gaming Corp. 7.125% 2016
|
|
|
10,285
|
|
|
|
10,234
|
|
Boyd Gaming Corp. 9.125% 2018
|
|
|
3,920
|
|
|
|
4,136
|
|
Revel Entertainment, Term Loan B, 9.00% 2017
1,2,4
|
|
|
18,450
|
|
|
|
14,661
|
|
Seminole Tribe of Florida 5.798% 2013
1,3
|
|
|
4,375
|
|
|
|
4,507
|
|
Seminole Tribe of Florida 7.804% 2020
1,3
|
|
|
7,745
|
|
|
|
7,942
|
|
Mohegan Tribal Gaming Authority 10.50% 2016
3
|
|
|
6,375
|
|
|
|
5,865
|
|
Mohegan Tribal Gaming Authority 11.00% 2018
2,3,6
|
|
|
6,750
|
|
|
|
4,792
|
|
NCL Corp. Ltd. 11.75% 2016
|
|
|
3,000
|
|
|
|
3,472
|
|
NCL Corp. Ltd. 9.50% 2018
|
|
|
3,125
|
|
|
|
3,477
|
|
Burger King Corp 0%/11.00% 2019
3,7
|
|
|
8,075
|
|
|
|
6,722
|
|
Royal Caribbean Cruises Ltd. 11.875% 2015
|
|
|
5,150
|
|
|
|
6,360
|
|
Circus and Eldorado Joint Venture and Silver Legacy Resort Casino 10.125% 2012
5
|
|
|
7,525
|
|
|
|
6,058
|
|
CityCenter Holdings, LLC and CityCenter Finance Corp. 7.625% 2016
|
|
|
3,000
|
|
|
|
3,217
|
|
Seneca Gaming Corp. 8.25% 2018
3
|
|
|
2,775
|
|
|
|
2,928
|
|
Marina District Finance Co., Inc. 9.50% 2015
|
|
|
2,000
|
|
|
|
2,027
|
|
Education Management LLC and Education Management Finance Corp. 8.75% 2014
|
|
|
2,025
|
|
|
|
1,605
|
|
|
|
|
|
|
|
|
145,619
|
|
|
|
|
|
|
|
|
|
|
RETAILING — 0.36%
|
|
|
|
|
|
|
|
|
Staples, Inc. 9.75% 2014
|
|
|
23,470
|
|
|
|
25,975
|
|
Macy’s Retail Holdings, Inc. 7.875% 2015
2
|
|
|
21,050
|
|
|
|
24,736
|
|
Nordstrom, Inc. 6.75% 2014
|
|
|
18,975
|
|
|
|
20,897
|
|
Neiman Marcus Group, Inc. 10.375% 2015
|
|
|
2,000
|
|
|
|
2,045
|
|
Neiman Marcus Group, Inc., Term Loan B, 4.75% 2018
1,2,4
|
|
|
12,335
|
|
|
|
12,423
|
|
Toys “R” Us-Delaware, Inc., Term Loan B, 6.00% 2016
1,2,4
|
|
|
4,263
|
|
|
|
4,260
|
|
Toys “R” Us Property Co. II, LLC 8.50% 2017
|
|
|
7,275
|
|
|
|
7,875
|
|
Toys “R” Us Property Co. I, LLC 10.75% 2017
|
|
|
650
|
|
|
|
712
|
|
Home Depot, Inc. 4.40% 2021
|
|
|
7,500
|
|
|
|
8,888
|
|
Marks and Spencer Group PLC 7.125% 2037
3
|
|
|
5,636
|
|
|
|
6,178
|
|
Michaels Stores, Inc. 13.00% 2016
|
|
|
4,245
|
|
|
|
4,468
|
|
Bon-Ton Department Stores Inc. 10.625% 2017
3
|
|
|
2,310
|
|
|
|
2,096
|
|
Target Corp. 0.625% 2014
2
|
|
|
2,000
|
|
|
|
2,009
|
|
Lowe’s Companies, Inc. 3.12% 2022
|
|
|
1,500
|
|
|
|
1,559
|
|
|
|
|
|
|
|
|
124,121
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES & COMPONENTS — 0.26%
|
|
|
|
|
|
|
|
|
DaimlerChrysler North America Holding Corp. 6.50% 2013
|
|
|
16,775
|
|
|
|
17,863
|
|
Daimler Finance NA LLC 1.30% 2015
3
|
|
|
11,000
|
|
|
|
11,051
|
|
Daimler Finance NA LLC 2.625% 2016
3
|
|
|
15,050
|
|
|
|
15,719
|
|
Daimler Finance NA LLC 3.00% 2016
3
|
|
|
2,000
|
|
|
|
2,104
|
|
DaimlerChrysler North America Holding Corp. 8.50% 2031
|
|
|
7,250
|
|
|
|
11,526
|
|
Volkswagen International Finance NV 1.071% 2014
2,3
|
|
|
12,000
|
|
|
|
12,051
|
|
Volkswagen International Finance NV 2.875% 2016
3
|
|
|
3,000
|
|
|
|
3,157
|
|
Volkswagen International Finance NV 4.00% 2020
3
|
|
|
11,650
|
|
|
|
12,881
|
|
Dynacast International LLC 9.25% 2019
|
|
|
2,325
|
|
|
|
2,465
|
|
Tower Automotive Holdings 10.625% 2017
3
|
|
|
1,107
|
|
|
|
1,198
|
|
|
|
|
|
|
|
|
90,015
|
|
|
|
|
|
|
|
|
|
|
CONSUMER DURABLES & APPAREL — 0.03%
|
|
|
|
|
|
|
|
|
Mattel, Inc. 2.50% 2016
|
|
|
5,000
|
|
|
|
5,231
|
|
Jarden Corp. 8.00% 2016
|
|
|
3,020
|
|
|
|
3,239
|
|
|
|
|
|
|
|
|
8,470
|
|
|
|
|
|
|
|
|
|
|
UTILITIES — 2.43%
|
|
|
|
|
|
|
|
|
Consumers Energy Co., First Mortgage Bonds, 5.15% 2017
|
|
|
11,574
|
|
|
|
13,283
|
|
Consumers Energy Co. 5.65% 2018
|
|
|
6,075
|
|
|
|
7,473
|
|
Consumers Energy Co., First Mortgage Bonds, 6.125% 2019
|
|
|
37,277
|
|
|
|
46,515
|
|
Consumers Energy Co., First Mortgage Bonds, 6.70% 2019
|
|
|
4,278
|
|
|
|
5,574
|
|
Consumers Energy Co. 5.65% 2020
|
|
|
2,090
|
|
|
|
2,603
|
|
Consumers Energy Co. 2.85% 2022
|
|
|
19,000
|
|
|
|
19,882
|
|
MidAmerican Energy Holdings Co. 5.875% 2012
|
|
|
15,000
|
|
|
|
15,000
|
|
MidAmerican Energy Co. 4.65% 2014
|
|
|
5,000
|
|
|
|
5,369
|
|
MidAmerican Energy Holdings Co., Series D, 5.00% 2014
|
|
|
225
|
|
|
|
238
|
|
MidAmerican Energy Co. 5.95% 2017
|
|
|
3,000
|
|
|
|
3,648
|
|
MidAmerican Energy Co. 5.30% 2018
|
|
|
5,000
|
|
|
|
5,996
|
|
MidAmerican Energy Holdings Co. 5.75% 2018
|
|
|
37,700
|
|
|
|
45,387
|
|
PacifiCorp., First Mortgage Bonds, 2.95% 2022
|
|
|
10,000
|
|
|
|
10,621
|
|
National Rural Utilities Cooperative Finance Corp. 5.50% 2013
|
|
|
21,750
|
|
|
|
22,581
|
|
National Rural Utilities Cooperative Finance Corp. 10.375% 2018
|
|
|
41,425
|
|
|
|
61,389
|
|
Niagara Mohawk Power 3.553% 2014
3
|
|
|
14,850
|
|
|
|
15,593
|
|
National Grid PLC 6.30% 2016
|
|
|
37,605
|
|
|
|
43,788
|
|
National Grid Co. PLC 5.875% 2024
|
|
£
|
170
|
|
|
|
342
|
|
Northern States Power Co., First Mortgage Bonds, 5.25% 2018
|
|
$
|
6,500
|
|
|
|
7,882
|
|
Public Service Co. of Colorado 5.80% 2018
|
|
|
9,728
|
|
|
|
11,912
|
|
Public Service Co. of Colorado 5.125% 2019
|
|
|
4,350
|
|
|
|
5,266
|
|
Public Service Co. of Colorado 3.20% 2020
|
|
|
5,000
|
|
|
|
5,483
|
|
Xcel Energy Inc. 4.70% 2020
|
|
|
2,500
|
|
|
|
2,934
|
|
Northern States Power Co., First Mortgage Bonds, 2.15% 2022
|
|
|
8,945
|
|
|
|
8,954
|
|
Northern States Power Co., First Mortgage Bonds, 7.125% 2025
|
|
|
6,842
|
|
|
|
9,759
|
|
Public Service Co. of Colorado 3.60% 2042
|
|
|
2,200
|
|
|
|
2,187
|
|
CenterPoint Energy Resources Corp. 4.50% 2021
|
|
|
41,336
|
|
|
|
46,959
|
|
Teco Finance, Inc. 6.75% 2015
|
|
|
15,546
|
|
|
|
17,588
|
|
Teco Finance, Inc. 4.00% 2016
|
|
|
3,303
|
|
|
|
3,576
|
|
Teco Finance, Inc. 6.572% 2017
|
|
|
4,163
|
|
|
|
5,059
|
|
Teco Finance, Inc. 5.15% 2020
|
|
|
8,429
|
|
|
|
9,839
|
|
Tampa Electric Co. 2.60% 2022
|
|
|
1,900
|
|
|
|
1,927
|
|
Tampa Electric Co. 4.10% 2042
|
|
|
5,060
|
|
|
|
5,298
|
|
Iberdrola Finance Ireland 3.80% 2014
3
|
|
|
17,515
|
|
|
|
17,840
|
|
Scottish Power PLC 5.375% 2015
|
|
|
15,000
|
|
|
|
15,841
|
|
TXU, Term Loan, 4.728% 2017
1,2,4
|
|
|
32,068
|
|
|
|
22,143
|
|
Texas Competitive Electric Holdings Co. LLC, 11.50% 2020
3
|
|
|
12,560
|
|
|
|
9,891
|
|
Ohio Edison Co. 6.40% 2016
|
|
|
6,260
|
|
|
|
7,427
|
|
Cleveland Electric Illuminating Co. 8.875% 2018
|
|
|
12,864
|
|
|
|
17,417
|
|
Toledo Edison Co. 7.25% 2020
|
|
|
5,025
|
|
|
|
6,599
|
|
Sierra Pacific Power Co., General and Refunding Mortgage Notes, Series Q, 5.45% 2013
|
|
|
4,275
|
|
|
|
4,463
|
|
Nevada Power Co., General and Refunding Mortgage Notes, Series L, 5.875% 2015
|
|
|
4,550
|
|
|
|
5,060
|
|
Nevada Power Co., General and Refunding Mortgage Notes, Series M, 5.95% 2016
|
|
|
1,000
|
|
|
|
1,157
|
|
Nevada Power Co., General and Refunding Mortgage Notes, Series S, 6.50% 2018
|
|
|
13,285
|
|
|
|
16,990
|
|
Nevada Power Co., General and Refunding Mortgage Notes, Series O, 6.50% 2018
|
|
|
170
|
|
|
|
216
|
|
Nevada Power Co., General and Refunding Mortgage Notes, Series V, 7.125% 2019
|
|
|
761
|
|
|
|
993
|
|
Abu Dhabi National Energy Co. PJSC (TAQA) 6.165% 2017
3
|
|
|
12,000
|
|
|
|
13,920
|
|
Abu Dhabi National Energy Co. PJSC (TAQA) 6.165% 2017
|
|
|
2,700
|
|
|
|
3,132
|
|
Abu Dhabi National Energy Co. PJSC (TAQA) 5.875% 2021
3
|
|
|
3,055
|
|
|
|
3,548
|
|
Abu Dhabi National Energy Co. PJSC (TAQA) 6.50% 2036
3
|
|
|
2,000
|
|
|
|
2,498
|
|
Abu Dhabi National Energy Co. PJSC (TAQA) 6.50% 2036
|
|
|
1,500
|
|
|
|
1,873
|
|
E.ON International Finance BV 5.80% 2018
3
|
|
|
20,500
|
|
|
|
24,846
|
|
Virginia Electric and Power Co., Series B, 5.95% 2017
|
|
|
10,000
|
|
|
|
12,373
|
|
Virginia Electric and Power Co. 2.95% 2022
|
|
|
8,000
|
|
|
|
8,495
|
|
AES Corp. 7.75% 2015
|
|
|
6,575
|
|
|
|
7,463
|
|
AES Corp. 8.00% 2020
|
|
|
8,350
|
|
|
|
9,749
|
|
Entergy Corp. 4.70% 2017
|
|
|
14,900
|
|
|
|
16,266
|
|
PG&E Corp. 5.75% 2014
|
|
|
2,000
|
|
|
|
2,143
|
|
Pacific Gas and Electric Co. 8.25% 2018
|
|
|
4,000
|
|
|
|
5,501
|
|
Pacific Gas and Electric Co. 2.45% 2022
|
|
|
7,500
|
|
|
|
7,533
|
|
Veolia Environnement 6.00% 2018
|
|
|
11,445
|
|
|
|
13,361
|
|
Veolia Environnement 6.125% 2033
|
|
€
|
1,075
|
|
|
|
1,750
|
|
Ohio Power Co., Series H, 4.85% 2014
|
|
$
|
5,965
|
|
|
|
6,276
|
|
Ohio Power Co., Series M, 5.375% 2021
|
|
|
2,950
|
|
|
|
3,619
|
|
CEZ, a s 4.25% 2022
3
|
|
|
8,480
|
|
|
|
9,072
|
|
Empresa Nacional de Electricidad SA 8.35% 2013
|
|
|
5,000
|
|
|
|
5,291
|
|
Empresa Nacional de Electricidad SA 8.625% 2015
|
|
|
3,000
|
|
|
|
3,541
|
|
Progress Energy, Inc. 6.05% 2014
|
|
|
2,100
|
|
|
|
2,255
|
|
Carolina Power & Light Co. d/b/a Progress Energy Carolinas, Inc. 2.80% 2022
|
|
|
6,000
|
|
|
|
6,258
|
|
SP PowerAssets Ltd. 5.00% 2013
3
|
|
|
8,000
|
|
|
|
8,304
|
|
Midwest Generation, LLC, Series B, 8.56% 2016
1
|
|
|
7,968
|
|
|
|
7,331
|
|
Consolidated Edison Company of New York, Inc., Series 2012 A, 4.20% 2042
|
|
|
6,470
|
|
|
|
7,155
|
|
PSEG Power LLC 2.75% 2016
|
|
|
3,140
|
|
|
|
3,268
|
|
Public Service Electric and Gas Co., Series E, 5.30% 2018
|
|
|
2,190
|
|
|
|
2,654
|
|
Public Service Electric and Gas Co., Series H, 3.65% 2042
|
|
|
600
|
|
|
|
607
|
|
Israel Electric Corp. Ltd. 8.10% 2096
3
|
|
|
6,250
|
|
|
|
6,381
|
|
Colbun SA 6.00% 2020
3
|
|
|
5,400
|
|
|
|
6,092
|
|
Old Dominion Electric Cooperative, Series 2003-A, 5.676% 2028
1
|
|
|
4,958
|
|
|
|
5,749
|
|
Enel Finance International SA 3.875% 2014
3
|
|
|
3,235
|
|
|
|
3,328
|
|
Electricité de France SA 5.50% 2014
3
|
|
|
3,000
|
|
|
|
3,179
|
|
Wisconsin Electric Power Co. 2.95% 2021
|
|
|
3,000
|
|
|
|
3,167
|
|
Tri-State Generation and Transmission Assn. Inc., Pass Through Trust, Series 2003-A, 6.04% 2018
1,3
|
|
|
1,858
|
|
|
|
2,019
|
|
|
|
|
|
|
|
|
825,939
|
|
CONSUMER STAPLES — 2.11%
|
|
|
|
|
|
|
|
|
FOOD, BEVERAGE & TOBACCO — 1.55%
|
|
|
|
|
|
|
|
|
Anheuser-Busch InBev NV 2.50% 2013
|
|
|
3,000
|
|
|
|
3,030
|
|
Anheuser-Busch InBev NV 0.815% 2014
2
|
|
|
8,710
|
|
|
|
8,765
|
|
Anheuser-Busch InBev NV 0.80% 2015
|
|
|
2,500
|
|
|
|
2,512
|
|
Anheuser-Busch InBev NV 3.625% 2015
|
|
|
25,250
|
|
|
|
27,132
|
|
Anheuser-Busch InBev NV 4.125% 2015
|
|
|
32,375
|
|
|
|
34,934
|
|
Anheuser-Busch InBev NV 1.375% 2017
|
|
|
12,505
|
|
|
|
12,675
|
|
Anheuser-Busch InBev NV 8.625% 2017
|
|
€
|
2,500
|
|
|
|
4,237
|
|
Anheuser-Busch InBev NV 6.875% 2019
|
|
$
|
6,740
|
|
|
|
8,931
|
|
Anheuser-Busch InBev NV 7.75% 2019
|
|
|
16,250
|
|
|
|
22,017
|
|
Anheuser-Busch InBev NV 5.375% 2020
|
|
|
3,000
|
|
|
|
3,732
|
|
Anheuser-Busch InBev NV 2.50% 2022
|
|
|
6,420
|
|
|
|
6,527
|
|
Anheuser-Busch InBev NV 6.375% 2040
|
|
|
2,500
|
|
|
|
3,569
|
|
Anheuser-Busch InBev NV 3.75% 2042
|
|
|
5,900
|
|
|
|
5,950
|
|
SABMiller Holdings Inc. 1.85% 2015
3
|
|
|
2,000
|
|
|
|
2,048
|
|
SABMiller Holdings Inc. 2.45% 2017
3
|
|
|
47,360
|
|
|
|
49,597
|
|
SABMiller Holdings Inc. 3.75% 2022
3
|
|
|
11,000
|
|
|
|
11,972
|
|
SABMiller Holdings Inc. 4.95% 2042
3
|
|
|
5,000
|
|
|
|
5,850
|
|
Kraft Foods Inc. 2.625% 2013
|
|
|
3,830
|
|
|
|
3,875
|
|
Kraft Foods Inc. 1.625% 2015
3
|
|
|
9,120
|
|
|
|
9,264
|
|
Kraft Foods Inc. 2.25% 2017
3
|
|
|
8,050
|
|
|
|
8,299
|
|
Kraft Foods Inc. 6.125% 2018
|
|
|
7,250
|
|
|
|
8,864
|
|
Kraft Foods Inc. 5.375% 2020
|
|
|
2,500
|
|
|
|
3,021
|
|
Kraft Foods Inc. 5.375% 2020
3
|
|
|
2,500
|
|
|
|
2,976
|
|
Kraft Foods Inc. 3.50% 2022
3
|
|
|
21,180
|
|
|
|
22,430
|
|
Kraft Foods Inc. 6.50% 2040
3
|
|
|
5,000
|
|
|
|
6,726
|
|
Kraft Foods Inc. 5.00% 2042
3
|
|
|
3,000
|
|
|
|
3,365
|
|
Coca-Cola Co. 1.50% 2015
|
|
|
21,970
|
|
|
|
22,660
|
|
Coca-Cola Co. 1.80% 2016
|
|
|
21,815
|
|
|
|
22,776
|
|
Coca-Cola Co. 3.15% 2020
|
|
|
9,190
|
|
|
|
10,044
|
|
British American Tobacco International Finance PLC 2.125% 2017
3
|
|
|
23,125
|
|
|
|
23,689
|
|
British American Tobacco International Finance PLC 9.50% 2018
3
|
|
|
13,000
|
|
|
|
18,147
|
|
Pernod Ricard SA 2.95% 2017
3
|
|
|
16,500
|
|
|
|
17,235
|
|
Pernod Ricard SA 4.45% 2022
3
|
|
|
16,500
|
|
|
|
18,230
|
|
Pernod Ricard SA 5.50% 2042
3
|
|
|
3,000
|
|
|
|
3,441
|
|
Altria Group, Inc. 9.25% 2019
|
|
|
4,392
|
|
|
|
6,246
|
|
Altria Group, Inc. 4.75% 2021
|
|
|
3,000
|
|
|
|
3,439
|
|
Altria Group, Inc. 2.85% 2022
|
|
|
1,800
|
|
|
|
1,800
|
|
Altria Group, Inc. 9.95% 2038
|
|
|
6,350
|
|
|
|
10,721
|
|
Altria Group, Inc. 10.20% 2039
|
|
|
4,000
|
|
|
|
6,883
|
|
Altria Group, Inc. 4.25% 2042
|
|
|
3,000
|
|
|
|
2,998
|
|
PepsiCo, Inc. 3.10% 2015
|
|
|
17,000
|
|
|
|
17,959
|
|
PepsiCo, Inc. 2.50% 2016
|
|
|
7,500
|
|
|
|
7,924
|
|
Philip Morris International Inc. 1.125% 2017
|
|
|
4,000
|
|
|
|
4,003
|
|
Philip Morris International Inc. 1.625% 2017
|
|
|
4,500
|
|
|
|
4,606
|
|
Philip Morris International Inc. 2.90% 2021
|
|
|
9,200
|
|
|
|
9,606
|
|
Philip Morris International Inc. 2.50% 2022
|
|
|
3,600
|
|
|
|
3,616
|
|
Philip Morris International Inc. 4.375% 2041
|
|
|
3,000
|
|
|
|
3,256
|
|
Fortune Brands, Inc. 6.375% 2014
|
|
|
6,467
|
|
|
|
7,056
|
|
Del Monte Corp. 7.625% 2019
|
|
|
4,000
|
|
|
|
4,135
|
|
BFF International Ltd. 7.25% 2020
3
|
|
|
2,500
|
|
|
|
3,020
|
|
CEDC Finance Corp. 9.125% 2016
3
|
|
|
3,500
|
|
|
|
2,441
|
|
Smithfield Foods, Inc. 7.75% 2017
|
|
|
750
|
|
|
|
848
|
|
Smithfield Foods, Inc. 6.625% 2022
|
|
|
1,370
|
|
|
|
1,425
|
|
Lorillard Tobacco Co. 2.30% 2017
|
|
|
1,785
|
|
|
|
1,802
|
|
Constellation Brands, Inc. 8.375% 2014
|
|
|
550
|
|
|
|
626
|
|
Constellation Brands, Inc. 7.25% 2017
|
|
|
750
|
|
|
|
879
|
|
TreeHouse Foods, Inc. 7.75% 2018
|
|
|
1,200
|
|
|
|
1,314
|
|
Cott Beverages Inc. 8.375% 2017
|
|
|
1,000
|
|
|
|
1,101
|
|
Tyson Foods, Inc. 6.85% 2016
2
|
|
|
500
|
|
|
|
576
|
|
|
|
|
|
|
|
|
526,800
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING — 0.55%
|
|
|
|
|
|
|
|
|
Kroger Co. 5.00% 2013
|
|
|
18,000
|
|
|
|
18,396
|
|
Kroger Co. 7.50% 2014
|
|
|
6,500
|
|
|
|
7,064
|
|
Kroger Co. 3.90% 2015
|
|
|
10,000
|
|
|
|
10,880
|
|
Kroger Co. 6.40% 2017
|
|
|
23,450
|
|
|
|
28,415
|
|
Kroger Co. 3.40% 2022
|
|
|
2,500
|
|
|
|
2,610
|
|
Wal-Mart Stores, Inc. 2.875% 2015
|
|
|
11,550
|
|
|
|
12,243
|
|
Wal-Mart Stores, Inc. 2.80% 2016
|
|
|
11,500
|
|
|
|
12,353
|
|
Wal-Mart Stores, Inc. 5.80% 2018
|
|
|
11,095
|
|
|
|
13,810
|
|
Rite Aid Corp. 9.75% 2016
|
|
|
18,550
|
|
|
|
20,405
|
|
Rite Aid Corp. 10.25% 2019
|
|
|
40
|
|
|
|
46
|
|
Rite Aid Corp. 8.00% 2020
|
|
|
2,075
|
|
|
|
2,365
|
|
Delhaize Group 6.50% 2017
|
|
|
16,205
|
|
|
|
18,114
|
|
Delhaize Group 5.70% 2040
|
|
|
2,360
|
|
|
|
2,109
|
|
Tesco PLC 5.50% 2017 (3)
|
|
|
12,459
|
|
|
|
14,595
|
|
SUPERVALU Inc. 7.50% 2014
|
|
|
13,295
|
|
|
|
12,830
|
|
Safeway Inc. 5.00% 2019
|
|
|
6,000
|
|
|
|
6,262
|
|
Safeway Inc. 3.95% 2020
|
|
|
4,000
|
|
|
|
3,902
|
|
|
|
|
|
|
|
|
186,399
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD & PERSONAL PRODUCTS — 0.01%
|
|
|
|
|
|
|
|
|
Procter & Gamble Co. 3.50% 2015
|
|
|
150
|
|
|
|
161
|
|
Procter & Gamble Co. 1.45% 2016
|
|
|
2,645
|
|
|
|
2,727
|
|
|
|
|
|
|
|
|
2,888
|
|
|
|
|
|
|
|
|
|
|
TELECOMMUNICATION SERVICES — 1.92%
|
|
|
|
|
|
|
|
|
Nextel Communications, Inc., Series F, 5.95% 2014
|
|
|
29,570
|
|
|
|
29,718
|
|
Nextel Communications, Inc., Series D, 7.375% 2015
|
|
|
9,917
|
|
|
|
9,979
|
|
Sprint Nextel Corp. 8.375% 2017
|
|
|
2,500
|
|
|
|
2,794
|
|
Sprint Nextel Corp. 9.125% 2017
|
|
|
9,250
|
|
|
|
10,522
|
|
Sprint Nextel Corp. 7.00% 2020
|
|
|
9,000
|
|
|
|
9,394
|
|
Sprint Nextel Corp. 11.50% 2021
|
|
|
8,550
|
|
|
|
10,741
|
|
Verizon Communications Inc. 3.00% 2016
|
|
|
24,000
|
|
|
|
25,875
|
|
Verizon Communications Inc. 8.50% 2018
|
|
|
8,000
|
|
|
|
11,226
|
|
Verizon Communications Inc. 8.75% 2018
|
|
|
25,405
|
|
|
|
35,523
|
|
Telecom Italia Capital SA 5.25% 2015
|
|
|
10,174
|
|
|
|
10,734
|
|
Telecom Italia Capital SA 6.999% 2018
|
|
|
22,350
|
|
|
|
24,753
|
|
Telecom Italia Capital SA 7.175% 2019
|
|
|
19,912
|
|
|
|
22,052
|
|
Telecom Italia Capital SA 6.375% 2033
|
|
|
2,548
|
|
|
|
2,338
|
|
Telecom Italia Capital SA 7.20% 2036
|
|
|
3,163
|
|
|
|
3,116
|
|
Telecom Italia Capital SA 7.721% 2038
|
|
|
8,396
|
|
|
|
8,480
|
|
AT&T Inc. 0.875% 2015
|
|
|
9,765
|
|
|
|
9,855
|
|
SBC Communications Inc. 5.625% 2016
|
|
|
22,575
|
|
|
|
26,464
|
|
AT&T Inc. 1.70% 2017
|
|
|
12,480
|
|
|
|
12,870
|
|
AT&T Inc. 3.875% 2021
|
|
|
8,000
|
|
|
|
9,075
|
|
AT&T Inc. 5.55% 2041
|
|
|
4,500
|
|
|
|
5,631
|
|
Deutsche Telekom International Finance BV 4.875% 2014
|
|
|
16,250
|
|
|
|
17,300
|
|
Deutsche Telekom International Finance BV 3.125% 2016
3
|
|
|
12,175
|
|
|
|
12,816
|
|
Deutsche Telekom International Finance BV 2.25% 2017
3
|
|
|
5,500
|
|
|
|
5,633
|
|
Deutsche Telekom International Finance BV 9.25% 2032
|
|
|
11,869
|
|
|
|
18,784
|
|
Deutsche Telekom International Finance BV 4.875% 2042
3
|
|
|
4,000
|
|
|
|
4,323
|
|
Clearwire Communications and Clearwire Finance, Inc., Series A, 12.00% 2015
3
|
|
|
26,195
|
|
|
|
26,064
|
|
Clearwire Communications and Clearwire Finance, Inc., Series B, 12.00% 2015
3
|
|
|
20,200
|
|
|
|
20,099
|
|
Clearwire Communications and Clearwire Finance, Inc. 14.75% 2016
3
|
|
|
1,925
|
|
|
|
2,098
|
|
Clearwire Communications and Clearwire Finance, Inc. 12.00% 2017
3
|
|
|
2,735
|
|
|
|
2,516
|
|
Koninklijke KPN NV 8.375% 2030
|
|
|
30,670
|
|
|
|
41,162
|
|
Cricket Communications, Inc. 10.00% 2015
|
|
|
27,685
|
|
|
|
29,208
|
|
Cricket Communications, Inc. 7.75% 2016
|
|
|
9,175
|
|
|
|
9,725
|
|
Cricket Communications, Inc. 7.75% 2020
|
|
|
1,900
|
|
|
|
1,862
|
|
Telefónica Emisiones, SAU 3.992% 2016
|
|
|
20,750
|
|
|
|
20,698
|
|
Telefónica Emisiones, SAU 5.134% 2020
|
|
|
3,604
|
|
|
|
3,545
|
|
Telefónica Emisiones, SAU 5.462% 2021
|
|
|
7,887
|
|
|
|
7,749
|
|
Telefónica Europe BV 8.25% 2030
|
|
|
1,675
|
|
|
|
1,784
|
|
Telefónica Emisiones, SAU 7.045% 2036
|
|
|
84
|
|
|
|
82
|
|
Wind Acquisition SA 11.75% 2017
3
|
|
|
27,212
|
|
|
|
25,783
|
|
Wind Acquisition SA 7.25% 2018
3
|
|
|
6,275
|
|
|
|
5,993
|
|
Frontier Communications Corp. 8.25% 2017
|
|
|
14,620
|
|
|
|
16,667
|
|
Frontier Communications Corp. 8.125% 2018
|
|
|
1,500
|
|
|
|
1,695
|
|
Frontier Communications Corp. 8.50% 2020
|
|
|
2,950
|
|
|
|
3,348
|
|
Frontier Communications Corp. 9.25% 2021
|
|
|
2,450
|
|
|
|
2,848
|
|
Frontier Communications Corp. 8.75% 2022
|
|
|
1,275
|
|
|
|
1,453
|
|
Frontier Communications Corp. 7.125% 2023
|
|
|
4,575
|
|
|
|
4,775
|
|
France Télécom 4.375% 2014
|
|
|
11,440
|
|
|
|
12,111
|
|
France Télécom 2.125% 2015
|
|
|
8,830
|
|
|
|
9,097
|
|
France Télécom 4.125% 2021
|
|
|
2,525
|
|
|
|
2,799
|
|
América Móvil, SAB de CV 2.375% 2016
|
|
|
3,000
|
|
|
|
3,137
|
|
América Móvil, SAB de CV 5.00% 2020
|
|
|
6,700
|
|
|
|
7,879
|
|
América Móvil, SAB de CV 8.46% 2036
|
|
MXN27,000
|
|
|
|
2,233
|
|
LightSquared, Term Loan B, 12.00% 2014
1,4,5,6
|
|
$
|
18,669
|
|
|
|
13,138
|
|
Vodafone Group PLC, Term Loan B, 6.875% 2015
1,4,6
|
|
|
5,095
|
|
|
|
5,273
|
|
Vodafone Group PLC, Term Loan B, 6.25% 2016
1,4,6,8
|
|
|
5,491
|
|
|
|
5,684
|
|
Digicel Group Ltd. 12.00% 2014
3
|
|
|
5,000
|
|
|
|
5,675
|
|
Digicel Group Ltd. 8.25% 2020
3
|
|
|
4,950
|
|
|
|
5,222
|
|
Trilogy International Partners, LLC, 10.25% 2016
3
|
|
|
8,600
|
|
|
|
7,052
|
|
Crown Castle International Corp. 9.00% 2015
|
|
|
2,550
|
|
|
|
2,754
|
|
Crown Castle International Corp. 7.75% 2017
3
|
|
|
300
|
|
|
|
322
|
|
Level 3 Communications, Inc. 11.875% 2019
|
|
|
1,000
|
|
|
|
1,140
|
|
tw telecom holdings inc. 5.375% 2022
3
|
|
|
775
|
|
|
|
793
|
|
Syniverse Holdings, Inc. 9.125% 2019
|
|
|
500
|
|
|
|
540
|
|
|
|
|
|
|
|
|
653,999
|
|
|
|
|
|
|
|
|
|
|
MATERIALS — 1.66%
|
|
|
|
|
|
|
|
|
ArcelorMittal 5.375% 2013
|
|
|
6,500
|
|
|
|
6,667
|
|
ArcelorMittal 4.00% 2015
2
|
|
|
22,075
|
|
|
|
21,950
|
|
ArcelorMittal 4.75% 2017
2
|
|
|
21,065
|
|
|
|
20,686
|
|
ArcelorMittal 10.10% 2019
2
|
|
|
4,000
|
|
|
|
4,614
|
|
ArcelorMittal 5.75% 2021
2
|
|
|
20,315
|
|
|
|
19,390
|
|
ArcelorMittal 6.50% 2022
2
|
|
|
11,250
|
|
|
|
11,102
|
|
ArcelorMittal 7.00% 2041
2
|
|
|
14,963
|
|
|
|
13,503
|
|
Rio Tinto Finance (USA) Ltd. 8.95% 2014
|
|
|
5,000
|
|
|
|
5,635
|
|
Rio Tinto Finance (USA) Ltd. 2.25% 2016
|
|
|
10,500
|
|
|
|
10,896
|
|
Rio Tinto Finance (USA) Ltd. 2.50% 2016
|
|
|
14,650
|
|
|
|
15,313
|
|
Rio Tinto Finance (USA) Ltd. 1.625% 2017
|
|
|
30,600
|
|
|
|
30,705
|
|
Rio Tinto Finance (USA) Ltd. 9.00% 2019
|
|
|
11,170
|
|
|
|
15,296
|
|
Rio Tinto Finance (USA) Ltd. 2.875% 2022
|
|
|
1,300
|
|
|
|
1,297
|
|
Cliffs Natural Resources Inc. 4.875% 2021
|
|
|
37,325
|
|
|
|
36,603
|
|
Cliffs Natural Resources Inc. 6.25% 2040
|
|
|
4,350
|
|
|
|
4,275
|
|
International Paper Co. 7.40% 2014
|
|
|
24,650
|
|
|
|
27,063
|
|
International Paper Co. 7.95% 2018
|
|
|
8,300
|
|
|
|
10,698
|
|
International Paper Co. 4.75% 2022
|
|
|
1,500
|
|
|
|
1,707
|
|
Xstrata Canada Financial Corp. 2.85% 2014
3
|
|
|
7,000
|
|
|
|
7,201
|
|
Xstrata Canada Financial Corp. 3.60% 2017
3
|
|
|
13,000
|
|
|
|
13,614
|
|
Xstrata Canada Financial Corp. 4.95% 2021
3
|
|
|
15,750
|
|
|
|
16,909
|
|
Reynolds Group Inc. 8.50% 2018
|
|
|
390
|
|
|
|
398
|
|
Reynolds Group Inc. 7.875% 2019
|
|
|
2,605
|
|
|
|
2,826
|
|
Reynolds Group Inc. 9.875% 2019
|
|
|
12,160
|
|
|
|
12,996
|
|
Reynolds Group Inc. 5.75% 2020
3
|
|
|
20,870
|
|
|
|
20,896
|
|
Newcrest Finance Pty Ltd. 4.45% 2021
3
|
|
|
23,285
|
|
|
|
23,922
|
|
Newcrest Finance Pty Ltd. 4.20% 2022
3
|
|
|
8,410
|
|
|
|
8,486
|
|
Newcrest Finance Pty Ltd. 5.75% 2041
3
|
|
|
3,000
|
|
|
|
3,093
|
|
Dow Chemical Co. 7.60% 2014
|
|
|
20,250
|
|
|
|
22,384
|
|
Dow Chemical Co. 5.70% 2018
|
|
|
3,500
|
|
|
|
4,219
|
|
Dow Chemical Co. 4.25% 2020
|
|
|
3,000
|
|
|
|
3,313
|
|
Teck Resources Ltd. 3.15% 2017
|
|
|
2,055
|
|
|
|
2,139
|
|
Teck Resources Ltd. 4.75% 2022
|
|
|
13,360
|
|
|
|
14,335
|
|
Teck Resources Ltd. 6.25% 2041
|
|
|
6,750
|
|
|
|
7,380
|
|
BHP Billiton Finance (USA) Ltd. 5.50% 2014
|
|
|
8,795
|
|
|
|
9,438
|
|
BHP Billiton Finance (USA) Ltd. 1.00% 2015
|
|
|
5,000
|
|
|
|
5,053
|
|
BHP Billiton Finance (USA) Ltd. 1.625% 2017
|
|
|
6,000
|
|
|
|
6,134
|
|
POSCO 4.25% 2020
3
|
|
|
15,000
|
|
|
|
15,992
|
|
CEMEX Finance LLC 9.50% 2016
|
|
|
5,925
|
|
|
|
6,147
|
|
CEMEX Finance LLC 9.50% 2016
3
|
|
|
5,200
|
|
|
|
5,395
|
|
CEMEX SA 9.25% 2020
3
|
|
|
1,126
|
|
|
|
1,135
|
|
Georgia Gulf Corp. 9.00% 2017
3
|
|
|
11,085
|
|
|
|
12,443
|
|
Inmet Mining Corp. 8.75% 2020
3
|
|
|
10,925
|
|
|
|
11,362
|
|
Ecolab Inc. 3.00% 2016
|
|
|
7,820
|
|
|
|
8,418
|
|
Ecolab Inc. 4.35% 2021
|
|
|
1,000
|
|
|
|
1,137
|
|
Ecolab Inc. 5.50% 2041
|
|
|
1,250
|
|
|
|
1,563
|
|
Newpage Corp. 11.375% 2014
5
|
|
|
11,460
|
|
|
|
7,277
|
|
MacDermid 9.50% 2017
3
|
|
|
5,870
|
|
|
|
6,156
|
|
JMC Steel Group Inc. 8.25% 2018
3
|
|
|
5,000
|
|
|
|
5,125
|
|
Taminco Global Chemical Corp. 9.75% 2020
3
|
|
|
4,500
|
|
|
|
4,883
|
|
Ball Corp. 7.125% 2016
|
|
|
1,270
|
|
|
|
1,381
|
|
Ball Corp. 5.75% 2021
|
|
|
1,850
|
|
|
|
2,003
|
|
Ball Corp. 5.00% 2022
|
|
|
1,405
|
|
|
|
1,474
|
|
Smurfit Capital Funding PLC 7.50% 2025
|
|
|
3,345
|
|
|
|
3,420
|
|
Georgia-Pacific Corp. 5.40% 2020
3
|
|
|
2,775
|
|
|
|
3,258
|
|
Barrick Gold Corp. 3.85% 2022
|
|
|
3,000
|
|
|
|
3,156
|
|
FMG Resources 7.00% 2015
3
|
|
|
3,000
|
|
|
|
3,000
|
|
Yara International ASA 7.875% 2019
3
|
|
|
2,175
|
|
|
|
2,771
|
|
AngloGold Ashanti Holdings PLC 5.125% 2022
|
|
|
2,600
|
|
|
|
2,653
|
|
Airgas, Inc. 7.125% 2018
|
|
|
2,000
|
|
|
|
2,172
|
|
Graphic Packaging International, Inc. 9.50% 2017
|
|
|
1,195
|
|
|
|
1,315
|
|
Graphic Packaging International, Inc. 7.875% 2018
|
|
|
700
|
|
|
|
779
|
|
ICI Wilmington, Inc. 5.625% 2013
|
|
|
2,000
|
|
|
|
2,092
|
|
Potash Corp. of Saskatchewan Inc. 5.875% 2036
|
|
|
1,250
|
|
|
|
1,606
|
|
E.I. du Pont de Nemours and Co. 0.789% 2014
2
|
|
|
1,000
|
|
|
|
1,007
|
|
E.I. du Pont de Nemours and Co. 5.25% 2016
|
|
|
500
|
|
|
|
587
|
|
Packaging Dynamics Corp. 8.75% 2016
3
|
|
|
1,430
|
|
|
|
1,516
|
|
Praxair, Inc. 4.375% 2014
|
|
|
200
|
|
|
|
212
|
|
Praxair, Inc. 4.625% 2015
|
|
|
500
|
|
|
|
550
|
|
Ardagh Packaging Finance 11.125% 2018
2,3,6
|
|
|
530
|
|
|
|
510
|
|
|
|
|
|
|
|
|
564,631
|
|
BONDS & NOTES OF GOVERNMENTS & GOVERNMENT AGENCIES OUTSIDE THE U.S. — 3.72%
|
|
|
|
|
|
|
|
|
United Mexican States Government 3.50% 2017
11
|
|
MXN184,639
|
|
|
$
|
16,575
|
|
United Mexican States Government Global 5.95% 2019
|
|
$
|
5,170
|
|
|
|
6,437
|
|
United Mexican States Government, Series M, 6.50% 2021
|
|
MXN292,500
|
|
|
|
24,863
|
|
United Mexican States Government Global, Series A, 3.625% 2022
|
|
$
|
11,000
|
|
|
|
12,023
|
|
United Mexican States Government, Series M30, 10.00% 2036
|
|
MXN 55,500
|
|
|
|
6,177
|
|
United Mexican States Government 4.00% 2040
11
|
|
|
140,136
|
|
|
|
14,284
|
|
United Mexican States Government Global 4.75% 2044
|
|
$
|
3,152
|
|
|
|
3,514
|
|
Russian Federation 7.85% 2018
|
|
RUB240,000
|
|
|
|
8,271
|
|
Russian Federation 7.85% 2018
|
|
|
135,000
|
|
|
|
4,652
|
|
Russian Federation 5.00% 2020
|
|
$
|
23,900
|
|
|
|
27,497
|
|
Russian Federation 7.50% 2030
1
|
|
|
29,632
|
|
|
|
37,470
|
|
Russian Federation 7.50% 2030
1,3
|
|
|
117
|
|
|
|
148
|
|
Australia Government Agency-Guaranteed, National Australia Bank 0.96% 2014
2,3
|
|
|
25,000
|
|
|
|
25,074
|
|
Australia Government Agency-Guaranteed, National Australia Bank 3.375% 2014
3
|
|
|
50,550
|
|
|
|
52,963
|
|
Turkey (Republic of) 9.00% 2016
|
|
TRY4,900
|
|
|
|
2,845
|
|
Turkey (Republic of) 7.50% 2017
|
|
$
|
5,725
|
|
|
|
6,884
|
|
Turkey (Republic of) 6.75% 2018
|
|
|
17,250
|
|
|
|
20,420
|
|
Turkey (Republic of) 4.00% 2020
11
|
|
TRY16,177
|
|
|
|
10,134
|
|
Turkey (Republic of) 10.50% 2020
|
|
|
4,500
|
|
|
|
2,836
|
|
Turkey (Republic of) 5.625% 2021
|
|
$
|
8,000
|
|
|
|
9,160
|
|
Turkey (Republic of) 8.00% 2034
|
|
|
1,250
|
|
|
|
1,766
|
|
Turkey (Republic of) 6.75% 2040
|
|
|
9,300
|
|
|
|
11,788
|
|
Turkey (Republic of) 6.00% 2041
|
|
|
5,650
|
|
|
|
6,540
|
|
Polish Government, Series 1017, 5.25% 2017
|
|
PLN52,195
|
|
|
|
17,061
|
|
Polish Government 6.375% 2019
|
|
$
|
36,085
|
|
|
|
44,700
|
|
Polish Government 5.00% 2022
|
|
|
2,700
|
|
|
|
3,139
|
|
Indonesia (Republic of) 5.875% 2020
|
|
|
6,800
|
|
|
|
8,228
|
|
Indonesia (Republic of) 5.875% 2020
3
|
|
|
6,200
|
|
|
|
7,502
|
|
Indonesia (Republic of) 3.75% 2022
|
|
|
10,150
|
|
|
|
10,759
|
|
Indonesia (Republic of) 7.75% 2038
|
|
|
18,400
|
|
|
|
27,554
|
|
Indonesia (Republic of) 5.25% 2042
|
|
|
6,900
|
|
|
|
7,857
|
|
Venezuela (Republic of) 8.50% 2014
|
|
|
245
|
|
|
|
247
|
|
Venezuela (Republic of) 7.65% 2025
|
|
|
985
|
|
|
|
776
|
|
Venezuela (Republic of) 9.25% 2027
|
|
|
39,415
|
|
|
|
35,730
|
|
Venezuela (Republic of) 9.25% 2028
|
|
|
24,885
|
|
|
|
22,023
|
|
Colombia (Republic of) Global 12.00% 2015
|
|
COP8,795,000
|
|
|
|
6,036
|
|
Colombia (Republic of) Global 7.375% 2019
|
|
$
|
6,725
|
|
|
|
8,927
|
|
Colombia (Republic of) Global 4.375% 2021
|
|
|
2,400
|
|
|
|
2,776
|
|
Colombia (Republic of) Global 7.75% 2021
|
|
COP 7,505,000
|
|
|
|
5,165
|
|
Colombia (Republic of) Global 9.85% 2027
|
|
|
12,551,000
|
|
|
|
10,620
|
|
Colombia (Republic of) Global 7.375% 2037
|
|
$
|
13,600
|
|
|
|
20,978
|
|
Japanese Government, Series 296, 1.50% 2018
|
|
¥
|
2,468,700
|
|
|
|
33,886
|
|
Japanese Government, Series 29, 2.40% 2038
|
|
|
1,342,250
|
|
|
|
19,270
|
|
Australia Government Agency-Guaranteed, Commonwealth Bank of Australia 2.50% 2012
3
|
|
$
|
7,250
|
|
|
|
7,280
|
|
Australia Government Agency-Guaranteed, Commonwealth Bank of Australia 2.90% 2014
3
|
|
|
23,005
|
|
|
|
24,071
|
|
Australia Government Agency-Guaranteed, Commonwealth Bank of Australia 3.625% 2014
3
|
|
|
20,000
|
|
|
|
21,087
|
|
Brazil (Federal Republic of) 10.00% 2017
|
|
BRL28,515
|
|
|
|
14,538
|
|
Brazil (Federal Republic of) 6.00% 2017
11
|
|
|
40,651
|
|
|
|
22,746
|
|
Brazil (Federal Republic of) Global 8.00% 2018
1
|
|
$
|
1,018
|
|
|
|
1,213
|
|
Brazil (Federal Republic of) Global 4.875% 2021
|
|
|
5,250
|
|
|
|
6,300
|
|
Brazil (Federal Republic of) Global 12.25% 2030
|
|
|
425
|
|
|
|
877
|
|
Brazil (Federal Republic of) Global 7.125% 2037
|
|
|
750
|
|
|
|
1,134
|
|
France Government Agency-Guaranteed, Société Finance 2.875% 2014
3
|
|
|
33,200
|
|
|
|
34,738
|
|
France Government Agency-Guaranteed, Société Finance 3.375% 2014
3
|
|
|
10,000
|
|
|
|
10,460
|
|
South Korean Government 5.75% 2014
|
|
|
21,100
|
|
|
|
22,672
|
|
South Korean Government 5.25% 2015
|
|
KRW11,137,000
|
|
|
|
10,704
|
|
South Korean Government 5.50% 2017
|
|
|
10,100,000
|
|
|
|
10,190
|
|
Philippines (Republic of) 5.50% 2026
|
|
$
|
9,750
|
|
|
|
12,248
|
|
Philippines (Republic of) 6.375% 2034
|
|
|
15,500
|
|
|
|
21,390
|
|
Philippines (Republic of) 6.25% 2036
|
|
PHP326,000
|
|
|
|
8,769
|
|
Uruguay (Republic of) 5.00% 2018
11
|
|
UYU400,564
|
|
|
|
22,571
|
|
Uruguay (Republic of) 4.375% 2028
11
|
|
|
220,923
|
|
|
|
13,002
|
|
Uruguay (Republic of) 7.625% 2036
1
|
|
$
|
1,250
|
|
|
|
1,959
|
|
Peru (Republic of) 8.75% 2033
|
|
|
8,226
|
|
|
|
14,375
|
|
Peru (Republic of) 6.55% 2037
1
|
|
|
14,200
|
|
|
|
20,980
|
|
Sweden Government Agency-Guaranteed, Swedbank AB 2.90% 2013
3
|
|
|
35,000
|
|
|
|
35,247
|
|
New Zealand Government Agency-Guaranteed, Westpac Securities Co. 3.45% 2014
3
|
|
|
33,320
|
|
|
|
35,078
|
|
Chilean Government 3.875% 2020
|
|
|
3,000
|
|
|
|
3,394
|
|
Chilean Government 5.50% 2020
|
|
CLP4,270,000
|
|
|
|
9,578
|
|
Chilean Government 3.25% 2021
|
|
$
|
9,950
|
|
|
|
10,821
|
|
Chilean Government 6.00% 2021
|
|
CLP2,170,000
|
|
|
|
4,780
|
|
Iraq (Republic of) 5.80% 2028
1
|
|
$
|
28,450
|
|
|
|
26,316
|
|
Argentina (Republic of) 7.00% 2015
|
|
|
1,285
|
|
|
|
1,178
|
|
Argentina (Republic of) 8.28% 2033
1,6
|
|
|
25,998
|
|
|
|
20,538
|
|
Netherlands Government 1.00% 2017
|
|
|
18,300
|
|
|
|
18,493
|
|
Province of Ontario, Series 1, 1.875% 2012
|
|
|
17,375
|
|
|
|
17,410
|
|
European Investment Bank 1.00% 2015
|
|
|
9,100
|
|
|
|
9,226
|
|
European Investment Bank 1.00% 2017
|
|
|
5,000
|
|
|
|
5,003
|
|
South Africa (Republic of) 5.50% 2020
|
|
|
10,750
|
|
|
|
12,819
|
|
KfW 1.00% 2015
|
|
|
8,400
|
|
|
|
8,486
|
|
KfW 2.00% 2022
|
|
|
4,325
|
|
|
|
4,285
|
|
Croatian Government 6.75% 2019
|
|
|
7,985
|
|
|
|
9,043
|
|
Croatian Government 6.75% 2019
3
|
|
|
2,865
|
|
|
|
3,245
|
|
Bahrain Government 5.50% 2020
|
|
|
10,440
|
|
|
|
10,771
|
|
Bahrain Government 5.50% 2020
3
|
|
|
510
|
|
|
|
526
|
|
Bermudan Government 5.603% 2020
3
|
|
|
5,110
|
|
|
|
5,937
|
|
Bermudan Government 5.603% 2020
|
|
|
3,940
|
|
|
|
4,578
|
|
State of Qatar 3.125% 2017
3
|
|
|
3,750
|
|
|
|
3,969
|
|
State of Qatar 5.25% 2020
|
|
|
5,000
|
|
|
|
5,937
|
|
State of Qatar 4.50% 2022
3
|
|
|
500
|
|
|
|
567
|
|
Dominican Republic 9.04% 2018
1,3
|
|
|
4,481
|
|
|
|
5,030
|
|
Dominican Republic 7.50% 2021
1,3
|
|
|
3,500
|
|
|
|
3,972
|
|
Dominican Republic 7.50% 2021
1
|
|
|
950
|
|
|
|
1,078
|
|
Lithuania (Republic of) 6.625% 2022
|
|
|
3,700
|
|
|
|
4,602
|
|
Lithuania (Republic of) 6.625% 2022
3
|
|
|
3,400
|
|
|
|
4,229
|
|
Aries Vermögensverwaltungs GmbH, Series C, 9.60% 2014
|
|
|
7,000
|
|
|
|
8,330
|
|
United Kingdom Government Agency-Guaranteed, Network Rail Infrastructure Ltd 1.50% 2014
3
|
|
|
8,000
|
|
|
|
8,127
|
|
Netherlands Government Agency-Guaranteed, ING Bank NV 3.90% 2014
3
|
|
|
7,000
|
|
|
|
7,345
|
|
Hungarian Government 6.25% 2020
|
|
|
6,700
|
|
|
|
7,302
|
|
German Government 3.25% 2042
|
|
€
|
4,570
|
|
|
|
7,218
|
|
Gabonese Republic 8.20% 2017
|
|
$
|
5,300
|
|
|
|
6,519
|
|
El Salvador (Republic of) 7.375% 2019
|
|
|
4,800
|
|
|
|
5,544
|
|
Panama (Republic of) Global 7.25% 2015
|
|
|
1,138
|
|
|
|
1,306
|
|
Panama (Republic of) Global 7.125% 2026
|
|
|
300
|
|
|
|
427
|
|
Panama (Republic of) Global 8.875% 2027
|
|
|
250
|
|
|
|
407
|
|
Panama (Republic of) Global 9.375% 2029
|
|
|
340
|
|
|
|
581
|
|
Panama (Republic of) Global 6.70% 2036
1
|
|
|
1,504
|
|
|
|
2,121
|
|
Israeli Government 5.125% 2019
|
|
|
500
|
|
|
|
577
|
|
Israeli Government 4.00% 2022
|
|
|
3,500
|
|
|
|
3,725
|
|
Caisse d’Amortissement de la Dette Sociale 1.625% 2015
3
|
|
|
4,000
|
|
|
|
4,080
|
|
Sri Lanka (Republic of) 6.25% 2021
3
|
|
|
3,400
|
|
|
|
3,714
|
|
Kommunalbanken 1.00% 2014
3
|
|
|
2,924
|
|
|
|
2,950
|
|
Province of Buenos Aires 10.875% 2021
1,3
|
|
|
1,500
|
|
|
|
1,102
|
|
Ireland Government Agency-Guaranteed, Irish Life & Permanent 3.60% 2013
3
|
|
|
600
|
|
|
|
597
|
|
LCR Finance PLC 5.10% 2051
|
|
£
|
165
|
|
|
|
363
|
|
|
|
|
|
|
|
|
1,267,330
|
|
FEDERAL AGENCY BONDS & NOTES
— 2.79%
|
|
|
|
|
|
|
|
|
Freddie Mac 0.50% 2014
|
|
$
|
12,400
|
|
|
|
12,442
|
|
Freddie Mac 2.50% 2014
|
|
|
12,000
|
|
|
|
12,426
|
|
Freddie Mac 4.50% 2014
|
|
|
7,400
|
|
|
|
7,810
|
|
Freddie Mac 5.00% 2014
|
|
|
25,000
|
|
|
|
27,131
|
|
Freddie Mac 1.75% 2015
|
|
|
37,350
|
|
|
|
38,844
|
|
Freddie Mac 2.50% 2016
|
|
|
15,200
|
|
|
|
16,285
|
|
Freddie Mac 5.50% 2016
|
|
|
17,980
|
|
|
|
21,296
|
|
Freddie Mac 5.00% 2017
|
|
|
11,500
|
|
|
|
13,724
|
|
Freddie Mac 1.25% 2019
|
|
|
77,750
|
|
|
|
77,733
|
|
Federal Home Loan Bank, Series 363, 4.50% 2012
|
|
|
36,500
|
|
|
|
36,707
|
|
Federal Home Loan Bank 1.625% 2013
|
|
|
22,100
|
|
|
|
22,249
|
|
Federal Home Loan Bank 3.625% 2013
|
|
|
75,000
|
|
|
|
77,694
|
|
Federal Home Loan Bank 2.50% 2014
|
|
|
25,000
|
|
|
|
25,956
|
|
Federal Home Loan Bank 5.50% 2014
|
|
|
8,000
|
|
|
|
8,787
|
|
Federal Home Loan Bank, Series 2816, 1.00% 2017
|
|
|
31,025
|
|
|
|
31,438
|
|
Federal Home Loan Bank 4.125% 2020
|
|
|
14,525
|
|
|
|
17,243
|
|
Federal Home Loan Bank 5.50% 2036
|
|
|
2,600
|
|
|
|
3,612
|
|
Fannie Mae 0.75% 2013
|
|
|
99,300
|
|
|
|
99,928
|
|
Fannie Mae 4.625% 2013
|
|
|
36,700
|
|
|
|
38,392
|
|
Fannie Mae 2.50% 2014
|
|
|
7,250
|
|
|
|
7,518
|
|
Fannie Mae 3.00% 2014
|
|
|
9,500
|
|
|
|
10,008
|
|
Fannie Mae 0.50% 2015
|
|
|
17,500
|
|
|
|
17,566
|
|
Fannie Mae 5.375% 2016
|
|
|
10,420
|
|
|
|
12,306
|
|
Fannie Mae 6.25% 2029
|
|
|
400
|
|
|
|
585
|
|
Fannie Mae 6.625% 2030
|
|
|
2,875
|
|
|
|
4,436
|
|
Fannie Mae: 7.125% 2030
|
|
|
5,400
|
|
|
|
8,635
|
|
United States Government Agency-Guaranteed (FDIC insured), Citigroup Inc. 0.435% 2012
2
|
|
|
50,000
|
|
|
|
50,021
|
|
United States Government Agency-Guaranteed (FDIC insured), Citigroup Inc. 1.875% 2012
|
|
|
20,000
|
|
|
|
20,019
|
|
Tennessee Valley Authority, Series A, 5.50% 2017
|
|
|
1,500
|
|
|
|
1,831
|
|
Tennessee Valley Authority, Series A, 3.875% 2021
|
|
|
4,125
|
|
|
|
4,841
|
|
Tennessee Valley Authority 1.875% 2022
|
|
|
19,250
|
|
|
|
19,254
|
|
Tennessee Valley Authority, 4.65% 2035
|
|
|
4,000
|
|
|
|
4,895
|
|
Tennessee Valley Authority 5.25% 2039
|
|
|
21,250
|
|
|
|
28,096
|
|
Tennessee Valley Authority, Series 2008, Class A, 4.875% 2048
|
|
|
3,200
|
|
|
|
4,048
|
|
Tennessee Valley Authority, Series A, 4.625% 2060
|
|
|
1,100
|
|
|
|
1,365
|
|
Federal Farm Credit Banks, Consolidated Systemwide Designated Bonds, 1.875% 2012
|
|
|
13,500
|
|
|
|
13,546
|
|
Federal Farm Credit Banks, Consolidated Systemwide Designated Bonds, 1.625% 2014
|
|
|
33,700
|
|
|
|
34,671
|
|
Federal Farm Credit Banks, Consolidated Systemwide Designated Bonds, 2.625% 2014
|
|
|
5,000
|
|
|
|
5,185
|
|
Federal Farm Credit Banks, Consolidated Systemwide Designated Bonds, 3.00% 2014
|
|
|
10,000
|
|
|
|
10,544
|
|
CoBank ACB 7.875% 2018
3
|
|
|
23,615
|
|
|
|
29,456
|
|
CoBank ACB 0.989% 2022
2,3
|
|
|
34,865
|
|
|
|
28,540
|
|
United States Government Agency-Guaranteed (FDIC insured), General Electric Capital Corp., Series G, 2.125% 2012
|
|
|
25,000
|
|
|
|
25,106
|
|
Federal Agricultural Mortgage Corp. 5.125% 2017
3
|
|
|
5,000
|
|
|
|
5,941
|
|
United States Agency for International Development, Republic of Egypt 4.45% 2015
|
|
|
5,000
|
|
|
|
5,575
|
|
Private Export Funding Corp., Series W, 5.00% 2016
|
|
|
3,400
|
|
|
|
3,976
|
|
|
|
|
|
|
|
|
947,661
|
|
|
|
|
|
|
|
|
|
|
ASSET-BACKED OBLIGATIONS
1
— 0.71%
|
|
|
|
|
|
|
|
|
Aesop Funding II LLC, Series 2010-2A, Class A, 3.63% 2014
3
|
|
|
12,400
|
|
|
|
12,585
|
|
Aesop Funding II LLC, Series 2010-5A, Class A, 3.15% 2017
3
|
|
|
20,000
|
|
|
|
21,271
|
|
Hertz Vehicle Financing LLC, Rental Car Asset-backed Notes, Series 2009-2A, Class A-1, 4.26% 2014
3
|
|
|
9,000
|
|
|
|
9,094
|
|
Hertz Vehicle Financing LLC, Rental Car Asset-backed Notes, Series 2009-2A, Class A-2, 5.29% 2016
3
|
|
|
17,500
|
|
|
|
19,211
|
|
Vega ContainerVessel PLC, Series 2006-1, Class A, XLCA insured, 5.562% 2021
3
|
|
|
24,823
|
|
|
|
23,621
|
|
Chase Issuance Trust, Series 2008-4, Class A, 4.65% 2015
|
|
|
18,000
|
|
|
|
18,350
|
|
AEP Texas Central Transitioning Funding II LLC, Secured Transition Bonds, Series A, Class A-3, 5.09% 2017
|
|
|
16,720
|
|
|
|
17,972
|
|
CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, 0.371% 2037
2
|
|
|
17,889
|
|
|
|
13,904
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2002-C, Class A-4, 6.57% 2024
|
|
|
3,887
|
|
|
|
4,074
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2000-C, Class A-4, 7.905% 2026
|
|
|
131
|
|
|
|
131
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2000-D, Class A-4, 7.715% 2027
|
|
|
187
|
|
|
|
190
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2000-C, Class A-5, 8.195% 2030
|
|
|
6,889
|
|
|
|
7,093
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2001-C, Class M-1, 6.76% 2032
|
|
|
508
|
|
|
|
518
|
|
Vanderbilt Mortgage and Finance, Inc., Series 2002-C, Class M-1, 7.82% 2032
|
|
|
1,383
|
|
|
|
1,413
|
|
MBNA Credit Card Master Note Trust, Series 2006-1, Class C, 0.641% 2015
2
|
|
|
10,000
|
|
|
|
9,993
|
|
RAMP Trust, Series 2004-RS10, Class A-I-6, 4.55% 2034
|
|
|
9,478
|
|
|
|
9,326
|
|
Flagstar Home Equity Loan Trust, Series 2006-2A, Class A, FSA insured, 0.377% 2019
2,3
|
|
|
10,937
|
|
|
|
9,267
|
|
Vanderbilt Acquisition Loan Trust, Series 2002-1, Class B-1, 7.30% 2021
|
|
|
441
|
|
|
|
442
|
|
Vanderbilt Acquisition Loan Trust, Series 2002-1, Class A-4, 6.57% 2027
|
|
|
4,925
|
|
|
|
5,181
|
|
Vanderbilt Acquisition Loan Trust, Series 2002-1, Class A-5, 7.12% 2032
|
|
|
3,000
|
|
|
|
3,237
|
|
Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class A, 0.671% 2033
2
|
|
|
2,918
|
|
|
|
2,778
|
|
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class A-3, 4.35% 2040
|
|
|
1,321
|
|
|
|
1,395
|
|
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class A-4, 5.27% 2040
|
|
|
677
|
|
|
|
732
|
|
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class A-5, 5.873% 2040
|
|
|
2,224
|
|
|
|
2,440
|
|
IndyMac Home Equity Mortgage Loan Asset-backed Trust, Series 2007-H1, Class A-1, FSA insured, 0.377% 2037
2
|
|
|
9,128
|
|
|
|
6,695
|
|
First Horizon ABS Trust, Series 2006-HE2, Class A, FSA insured, 0.347% 2026
2
|
|
|
397
|
|
|
|
343
|
|
First Horizon ABS Trust, Series 2007-HE1, Class A, FSA insured, 0.366% 2029
2
|
|
|
6,930
|
|
|
|
5,274
|
|
Home Equity Asset Trust, Series 2004-7, Class M-1, 1.147% 2035
2
|
|
|
6,500
|
|
|
|
5,224
|
|
Conseco Finance Securitizations Corp., Series 2002-2, Class A-2, 6.03% 2033
|
|
|
4,001
|
|
|
|
4,175
|
|
CPS Auto Receivables Trust, Series 2007-C, Class A-4, FSA insured, 5.92% 2014
3
|
|
|
4,043
|
|
|
|
4,049
|
|
UCFC Manufactured Housing Contract, Series 1996-2, Class A, MBIA insured, 7.135% 2028
|
|
|
3,362
|
|
|
|
3,268
|
|
Green Tree Financial Corp., Series 1996-10, Class A-6, 7.30% 2028
|
|
|
111
|
|
|
|
112
|
|
Green Tree Financial Corp., Series 1997-6, Class A-7, 7.14% 2029
|
|
|
2,318
|
|
|
|
2,514
|
|
Conseco Finance Home Equity Loan Trust, Series 2002-B, Class M-1, 1.971% 2033
2
|
|
|
808
|
|
|
|
640
|
|
Origen Manufactured Housing Contract Trust, Series 2004-B, Class M-1, 5.73% 2035
|
|
|
1,509
|
|
|
|
1,609
|
|
Origen Manufactured Housing Contract Trust, Series 2004-B, Class M-2, 6.51% 2035
|
|
|
1,208
|
|
|
|
1,330
|
|
Hyundai Auto Receivables Trust, Series 2011-A, Class A3, 1.16% 2015
|
|
|
2,500
|
|
|
|
2,512
|
|
Ally Master Owner Trust, Series 2011-1, Class A2, 2.15% 2016
|
|
|
2,450
|
|
|
|
2,495
|
|
World Omni Auto Receivables Trust, Series 2010-A, Class A-4, 2.21% 2015
|
|
|
2,324
|
|
|
|
2,351
|
|
SLM Student Loan Trust, Series 2003-10, Class A-4, 5.15% 2039
3
|
|
£
|
1,160
|
|
|
|
1,498
|
|
Consumers Funding LLC, Series 2001-1, Class A-5, 5.43% 2015
|
|
$
|
981
|
|
|
|
1,002
|
|
Residential Funding Mortgage Securities II, Inc., Series 2006-HSA3, Class A, FSA insured, 0.347% 2036
2
|
|
|
1,161
|
|
|
|
872
|
|
AmeriCredit Automobile Receivables Trust, Series 2011-1, Class A-2, 0.84% 2014
|
|
|
122
|
|
|
|
122
|
|
|
|
|
|
|
|
|
240,303
|
|
|
|
|
|
|
|
|
|
|
MUNICIPALS — 0.34%
|
|
|
|
|
|
|
|
|
State of California, Various Purpose General Obligation Bonds (Federally Taxable), 7.60% 2040
|
|
|
18,730
|
|
|
|
26,108
|
|
State of California, Various Purpose General Obligation Bonds (Federally Taxable), 7.625% 2040
|
|
|
2,410
|
|
|
|
3,339
|
|
State of Illinois, General Obligation Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020
|
|
|
17,000
|
|
|
|
18,772
|
|
State of New York, Long Island Power Authority, Electric System General Revenue Refunding Bonds,
|
|
|
|
|
|
|
|
|
Series 2009-A, 5.75% 2039
|
|
|
14,330
|
|
|
|
17,204
|
|
State of Illinois, Regional Transportation Authority of Cook, DuPage, Kane, Lake, McHenry and Will Counties,
|
|
|
|
|
|
|
|
|
General Obligation Revenue Refunding Bonds, Series 2003-A, FGIC-National insured, 6.00% 2033
|
|
|
12,120
|
|
|
|
16,444
|
|
State of South Dakota, Educational Enhancement Funding Corp., Tobacco Settlement Asset-backed Bonds,
|
|
|
|
|
|
|
|
|
Series 2002-A, 6.72% 2025
|
|
|
11,926
|
|
|
|
12,118
|
|
State of New York, Metropolitan Transportation Authority, Dedicated Tax Fund Bonds (Federally Taxable-Issuer
|
|
|
|
|
|
|
|
|
Subsidy-Build America Bonds), Series 2009-C, 7.336% 2039
|
|
|
5,500
|
|
|
|
8,301
|
|
State of Washington, Energy Northwest, Columbia Generating Station Electric Revenue Bonds, Series 2012-E, 2.197% 2019
|
|
|
8,000
|
|
|
|
8,181
|
|
State of Texas, SA Energy Acquisition Public Facility Corp., Gas Supply Revenue Bonds, Series 2007, 5.50% 2023
|
|
|
6,000
|
|
|
|
6,774
|
|
State of Maryland, Howard Hughes Medical Institute, Taxable Bonds, 3.45% 2014
|
|
|
125
|
|
|
|
132
|
|
|
|
|
|
|
|
|
117,373
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total bonds & notes (cost: $29,907,658,000)
|
|
|
|
|
|
|
31,672,849
|
|