American Funds - Portfolio holdings | Capital Group

Portfolio Holdings

American Funds Insurance Series - Bond Fund

As of June 30, 2019 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
3M Co. 2.25% 2026 6,885,000 6,750,371
ACE INA Holdings Inc. 2.30% 2020 2,005,000 2,005,906
ACE INA Holdings Inc. 2.875% 2022 3,625,000 3,692,353
ACE INA Holdings Inc. 3.35% 2026 2,025,000 2,123,719
ACE INA Holdings Inc. 4.35% 2045 2,220,000 2,602,137
AES Corp. 4.00% 2021 1,000,000 1,020,000
ARAMARK Corp. 5.125% 2024 1,200,000 1,236,000
AT&T Inc. 3.80% 2027 4,335,000 4,510,953
AXA Equitable Holdings, Inc. 4.35% 2028 2,250,000 2,366,978
AXA Equitable Holdings, Inc. 5.00% 2048 7,740,000 7,990,079
AbbVie Inc. 2.50% 2020 16,315,000 16,314,462
AbbVie Inc. 2.85% 2023 6,133,000 6,178,771
AbbVie Inc. 3.20% 2022 11,070,000 11,239,570
AbbVie Inc. 3.20% 2026 500,000 506,737
AbbVie Inc. 3.75% 2023 3,667,000 3,825,814
AbbVie Inc. 4.45% 2046 1,615,000 1,587,038
Abbott Laboratories 2.90% 2021 23,405,000 23,794,506
Abbott Laboratories 3.40% 2023 910,000 949,456
Abbott Laboratories 3.75% 2026 2,244,000 2,427,207
Abbott Laboratories 4.75% 2036 4,565,000 5,417,815
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 2025 10,000,000 10,609,650
Airbus Group SE 2.70% 2023 2,120,000 2,146,625
Alexandria Real Estate Equities, Inc. 2.75% 2020 1,575,000 1,575,802
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,425,000 1,499,218
Alexandria Real Estate Equities, Inc. 4.50% 2029 150,000 165,159
Allergan PLC 3.45% 2022 11,533,000 11,776,150
Allergan PLC 3.80% 2025 3,849,000 3,995,204
Allergan, Inc. 5.00% 2021 7,221,000 7,551,426
Alliant Energy Finance LLC 3.75% 2023 750,000 779,117
Alliant Energy Finance LLC 4.25% 2028 500,000 529,032
Ally Financial Inc. 3.875% 2024 8,890,000 9,134,475
Ally Financial Inc. 4.25% 2021 31,195,000 31,974,875
Ally Financial Inc. 5.125% 2024 28,205,000 30,531,913
Ally Financial Inc. 8.00% 2031 12,895,000 16,956,925
Ally Financial Inc. 8.00% 2031 9,120,000 12,099,595
Altria Group, Inc. 2.85% 2022 4,800,000 4,850,813
Altria Group, Inc. 4.40% 2026 16,396,000 17,540,556
Altria Group, Inc. 4.50% 2043 1,585,000 1,507,191
Altria Group, Inc. 4.80% 2029 8,135,000 8,781,684
Altria Group, Inc. 5.95% 2049 6,634,000 7,554,978
Ameren Corp. 4.50% 2049 2,875,000 3,367,200
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 2022 1,985,000 1,988,998
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 2022 5,970,000 5,991,964
American Campus Communities, Inc. 3.35% 2020 2,810,000 2,839,884
American Campus Communities, Inc. 3.75% 2023 2,900,000 3,002,361
American Express Co. 2.20% 2020 14,400,000 14,383,152
American International Group, Inc. 4.20% 2028 9,875,000 10,562,883
Anadarko Petroleum Corp. 4.85% 2021 3,349,000 3,467,072
Anadarko Petroleum Corp. 6.60% 2046 1,690,000 2,195,930
Anheuser-Busch InBev NV 4.60% 2048 3,570,000 3,839,896
Anheuser-Busch InBev NV 4.75% 2029 443,000 502,217
Anheuser-Busch InBev NV 5.55% 2049 5,300,000 6,471,904
Anthem, Inc. 4.101% 2028 8,000,000 8,542,608
Apache Corp. 4.25% 2030 2,465,000 2,541,622
Apple Inc. 1.55% 2021 11,630,000 11,517,922
Ascent Resources Marcellus Holdings, Inc., Term Loan B, (3-month USD-LIBOR + 6.50%) 8.911% 2023 91,667 89,375
Assicurazioni Generali SpA 10.125% 2042 (3-month EUR-EURIBOR + 9.181% on 7/10/2022) 3,800,000 5,430,672
Assicurazioni Generali SpA 7.75% 2042 (3-month EUR-EURIBOR + 7.113% on 12/12/2022) 3,100,000 4,237,760
AstraZeneca PLC 4.00% 2029 5,920,000 6,470,661
Avangrid, Inc. 3.80% 2029 8,325,000 8,723,959
Avolon Holdings Funding Ltd. 3.625% 2022 2,810,000 2,851,729
Avolon Holdings Funding Ltd. 3.95% 2024 12,514,000 12,837,237
BB&T Corp. 2.45% 2020 5,000,000 5,001,955
BHP Billiton Finance Ltd. 6.25% 2075 (USD Semi Annual 30/360 (vs. 3-month USD-LIBOR) 5-year + 4.971% on 10/19/2020) 4,765,000 4,968,799
BNP Paribas 3.375% 2025 2,375,000 2,416,886
BNP Paribas 3.50% 2023 12,925,000 13,299,722
BNSF Funding Trust I 6.613% 2055 (3-month USD-LIBOR + 2.35% on 1/15/2026) 1,680,000 1,848,454
Banco Do Brasil, SA 4.75% 2024 5,000,000 5,234,750
Bank of America Corp. 2.816% 2023 (3-month USD-LIBOR + 0.93% on 7/21/2022) 32,200,000 32,527,796
Bank of America Corp. 2.881% 2023 3,425,000 3,468,902
Bank of America Corp. 3.124% 2023 (3-month USD-LIBOR + 1.16% on 1/20/2022) 7,322,000 7,440,653
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027) 10,129,000 10,439,363
Bank of America Corp. 3.97% 2029 (3-month USD-LIBOR + 1.07% on 3/5/2028) 14,400,000 15,405,840
Bank of America Corp. 4.271% 2029 (3-month USD-LIBOR + 1.31% on 7/23/2028) 7,590,000 8,292,310
Baxalta Inc. 4.00% 2025 116,000 123,351
Bayer US Finance II LLC 3.875% 2023 26,358,000 27,327,526
Bayer US Finance II LLC 4.25% 2025 17,370,000 18,382,602
Bayer US Finance II LLC 4.375% 2028 1,753,000 1,848,546
Bayer US Finance II LLC 4.875% 2048 721,000 740,752
Bayerische Motoren Werke AG 1.45% 2019 13,110,000 13,087,071
Becton, Dickinson and Co. 2.894% 2022 650,000 658,526
Becton, Dickinson and Co. 3.734% 2024 903,000 947,339
Becton, Dickinson and Co. 4.669% 2047 3,395,000 3,805,388
Berkshire Hathaway Energy Co. 4.50% 2045 5,895,000 6,643,789
Berkshire Hathaway Finance Corp. 4.20% 2048 8,720,000 9,756,668
Boardwalk Pipeline Partners, LP 3.375% 2023 1,900,000 1,920,102
Bohai Financial Investment Holding Co., Ltd. 5.25% 2022 2,485,000 2,629,403
Boston Scientific Corp. 3.375% 2022 700,000 719,902
Boston Scientific Corp. 3.85% 2025 500,000 532,000
Bristol-Myers Squibb Co. 3.20% 2026 3,115,000 3,234,616
Bristol-Myers Squibb Co. 3.40% 2029 3,369,000 3,526,646
Bristol-Myers Squibb Co. 4.25% 2049 17,276,000 19,043,715
British American Tobacco International Finance PLC 2.75% 2020 5,050,000 5,062,463
British American Tobacco International Finance PLC 3.50% 2022 3,520,000 3,600,379
British American Tobacco International Finance PLC 3.95% 2025 16,879,000 17,475,943
British American Tobacco PLC 3.222% 2024 14,018,000 14,141,639
British American Tobacco PLC 3.557% 2027 30,134,000 30,013,795
British American Tobacco PLC 4.39% 2037 1,500,000 1,428,338
British American Tobacco PLC 4.54% 2047 2,100,000 1,949,044
Broadcom Inc. 3.625% 2024 15,000,000 15,089,385
Broadcom Inc. 4.25% 2026 28,000,000 28,389,844
Broadcom Inc.4.75% 2029 35,813,000 36,730,314
Broadcom Ltd. 3.00% 2022 12,000,000 12,050,724
Broadcom Ltd. 3.625% 2024 16,429,000 16,607,025
Broadcom Ltd. 3.875% 2027 12,860,000 12,619,415
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A1, 3.613% 2048 1,678,608 1,720,609
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A3, 3.919% 2048 2,501,363 2,529,078
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 6,505,000 6,563,662
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 280,000 290,982
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 2024 500,000 532,543
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2027 4,800,000 4,981,728
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 6,515,000 6,866,224
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 2048 7,005,000 7,755,165
CMS Energy Corp. 5.05% 2022 2,569,000 2,733,660
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 2022 5,700,000 5,702,833
CPS Auto Receivables Trust, Series 2019-B, Class C, 3.35% 2024 835,000 846,698
CPS Auto Receivables Trust, Series 2019-B, Class D, 3.69% 2025 3,045,000 3,093,007
CVS Health Corp. 2.125% 2021 9,810,000 9,746,618
CVS Health Corp. 4.10% 2025 14,569,000 15,367,877
CVS Health Corp. 4.30% 2028 17,654,000 18,621,969
CVS Health Corp. 4.78% 2038 1,242,000 1,296,561
CVS Health Corp. 5.05% 2048 1,447,000 1,541,347
Canadian Natural Resources Ltd. 2.95% 2023 190,000 191,943
Canadian Natural Resources Ltd. 3.80% 2024 180,000 188,240
Canadian Natural Resources Ltd. 4.95% 2047 655,000 746,910
Capital Group Central Cash Fund 10,350,250 1,034,921,518
Capital One Financial Corp. 3.45% 2021 4,500,000 4,582,017
Capital One Financial Corp. 3.90% 2024 5,300,000 5,568,392
Capital One Financial Corp. 4.25% 2025 8,000,000 8,575,072
CarMaxAuto Owner Trust, Series 2019-2, Class C 3.16% 2025 400,000 407,634
Cenovus Energy Inc. 3.80% 2023 1,120,000 1,152,685
Cenovus Energy Inc. 4.25% 2027 10,985,000 11,369,574
Cenovus Energy Inc. 5.25% 2037 193,000 202,200
Cenovus Energy Inc. 5.40% 2047 17,547,000 19,004,489
Centene Corp. 4.75% 2022 200,000 205,000
Centene Corp. 4.75% 2025 325,000 336,281
Centene Corp. 5.625% 2021 1,780,000 1,815,600
Centene Corp. 6.125% 2024 375,000 393,281
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 417,755 421,672
CenturyLink, Inc. 7.50% 2024 14,180,000 15,722,075
CenturyLink, Inc. 7.65% 2042 5,000,000 4,687,500
Cheniere Energy, Inc. 7.00% 2024 410,000 472,566
Chevron Corp. 2.355% 2022 4,800,000 4,842,014
Cigna Corp. 3.40% 2021 7,765,000 7,916,565
Cigna Corp. 4.125% 2025 2,645,000 2,811,267
Cigna Corp. 4.375% 2028 15,464,000 16,692,074
Cigna Corp. 4.90% 2048 1,795,000 1,954,951
Cigna Corp.3.75% 2023 8,430,000 8,778,007
Citigroup Inc. 2.876% 2023 (3-month USD-LIBOR + 0.95% on 7/24/2022) 15,250,000 15,445,581
Citigroup Inc. 2.90% 2021 3,100,000 3,132,290
Citigroup Inc. 3.875% 2023 650,000 687,617
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 29,010,000 31,087,406
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 8,590,000 9,341,281
Columbia Pipeline Partners LP 5.80% 2045 1,410,000 1,656,292
Comcast Corp. 3.15% 2028 7,200,000 7,394,018
Comcast Corp. 4.00% 2048 5,000,000 5,292,285
Conagra Brands, Inc. 4.30% 2024 9,268,000 9,831,328
Conagra Brands, Inc. 5.30% 2038 2,320,000 2,524,167
Conagra Brands, Inc. 5.40% 2048 990,000 1,086,988
Concho Resources Inc. 4.30% 2028 6,095,000 6,580,601
Concho Resources Inc. 4.85% 2048 5,000,000 5,624,455
Consolidated Edison Co. of New York, Inc. 3.875% 2047 9,200,000 9,481,290
Constellation Brands, Inc. 2.25% 2020 8,000,000 7,988,128
Constellation Brands, Inc. 2.65% 2022 2,285,000 2,293,473
Constellation Brands, Inc. 3.20% 2023 540,000 552,261
Constellation Brands, Inc. 3.50% 2027 7,500,000 7,699,920
Constellation Brands, Inc. 3.60% 2028 1,280,000 1,320,431
Constellation Brands, Inc. 4.10% 2048 4,500,000 4,474,688
Consumers Energy Co. 3.75% 2050 8,450,000 8,918,654
Consumers Energy Co. 4.05% 2048 8,270,000 9,122,819
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021 378 386
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 187,209 193,818
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 359,507 374,720
Continental Airlines, Inc., Series 2001-1, Class A-1, 6.703% 2022 50,042 53,515
Corporate Office Properties LP 5.25% 2024 10,000 10,719
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022) 12,000,000 12,104,028
Credit Suisse Group AG 3.80% 2023 12,925,000 13,408,188
Credit Suisse Group AG 4.207% 2024 (3-month USD-LIBOR + 1.24% on 6/12/2023) 500,000 525,304
Cumulus Media New Holdings Inc., Term Loan, (3-month USD-LIBOR + 4.50%) 6.91% 2022 601,037 598,964
DCP Midstream Operating LP 4.95% 2022 500,000 520,000
DTE Energy Co. 3.70% 2023 250,000 260,677
DaimlerChrysler North America Holding Corp. 2.85% 2022 500,000 502,688
DaimlerChrysler North America Holding Corp. 3.00% 2021 500,000 503,990
DaimlerChrysler North America Holding Corp. 3.25% 2024 755,000 771,084
DaimlerChrysler North America Holding Corp. 3.30% 2025 5,300,000 5,424,794
DaimlerChrysler North America Holding Corp. 3.35% 2023 2,000,000 2,047,946
Deutsche Bank AG 3.15% 2021 25,957,000 25,784,074
Deutsche Bank AG 3.375% 2021 1,300,000 1,293,098
Deutsche Bank AG 3.70% 2024 2,975,000 2,913,328
Deutsche Bank AG 3.95% 2023 11,900,000 11,944,173
Deutsche Bank AG 4.25% 2021 525,000 532,073
Deutsche Bank AG 4.25% 2021 27,043,000 27,284,846
Deutsche Bank AG 5.0% 2022 1,525,000 1,572,119
Deutsche Telekom International Finance BV 1.95% 2021 14,100,000 13,953,120
Discover Financial Services 10.25% 2019 2,200,000 2,205,975
Discover Financial Services 3.35% 2023 15,850,000 16,225,867
Discover Financial Services 4.65% 2028 11,250,000 12,312,326
Discovery Communications, Inc. 2.95% 2023 4,185,000 4,224,983
Dominican Republic 5.95% 2027 8,100,000 8,758,125
Dominion Resources, Inc. 2.715% 2021 2,375,000 2,378,871
Dominion Resources, Inc. 3.071% 2024 1,400,000 1,411,382
DowDuPont Inc. 4.725% 2028 12,500,000 14,131,413
Drive Auto Receivables Trust, Series 2016-CA, Class C, 3.02% 2021 622,431 622,920
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84% 2022 5,093,813 5,098,178
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75% 2023 1,685,505 1,686,614
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98% 2022 3,646,432 3,649,860
Drive Auto Receivables Trust, Series 2017-BA, Class C, 2.61% 2021 1,451,448 1,453,244
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 2023 2,480,000 2,517,388
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 2025 4,665,000 4,755,053
Drive Auto Receivables Trust, Series 2019-3, Class C 2.90% 2025 4,910,000 4,935,841
Drive Auto Receivables Trust, Series 2019-3, Class D 3.18% 2026 4,020,000 4,043,521
Drivetime Auto Owner Trust, Series 2017-1A, Class C, 2.70% 2022 1,937,140 1,936,790
Drivetime Auto Owner Trust, Series 2017-3A, Class C, 3.01% 2023 5,474,878 5,479,230
Drivetime Auto Owner Trust, Series 2017-4A, Class C, 2.86% 2023 3,232,769 3,233,940
Drivetime Auto Owner Trust, Series 2019-2A Class C 3.18% 2025 2,565,000 2,591,591
Drivetime Auto Owner Trust, Series 2019-2A Class D 3.48% 2025 4,250,000 4,328,260
Duke Energy Corp. 3.75% 2024 3,826,000 4,039,843
Duke Energy Florida, LLC 3.40% 2046 6,445,000 6,295,199
Duke Energy Progress, LLC 3.70% 2028 3,750,000 4,015,875
EDP Finance BV 3.625% 2024 20,600,000 21,237,096
EMD Finance LLC 2.40% 2020 13,295,000 13,285,893
EMD Finance LLC 2.95% 2022 2,100,000 2,118,526
EQT Corp. 2.50% 2020 4,910,000 4,897,362
EQT Corp. 3.00% 2022 1,700,000 1,686,827
EQT Corp. 3.90% 2027 455,000 430,503
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 2,500,000 2,542,525
Edison International 5.75% 2027 1,775,000 1,908,702
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026) 1,950,000 2,093,286
Emera US Finance LP 2.70% 2021 954,000 957,321
Emera US Finance LP 3.55% 2026 495,000 506,873
Emera US Finance LP 4.75% 2046 1,620,000 1,747,491
EnLink Midstream Partners, LP 5.45% 2047 105,000 90,300
Enbridge Energy Partners, LP 4.20% 2021 6,325,000 6,521,208
Enbridge Energy Partners, LP 4.375% 2020 6,700,000 6,853,021
Enbridge Energy Partners, LP 5.20% 2020 5,055,000 5,142,957
Enbridge Energy Partners, LP 5.875% 2025 12,660,000 14,627,035
Enbridge Energy Partners, LP 7.375% 2045 24,246,000 35,623,920
Enbridge Inc. 4.00% 2023 1,500,000 1,576,499
Enel Finance International SA 4.875% 2029 10,180,000 11,130,099
Enel Società per Azioni 8.75% 2073 1,000,000 1,157,500
Energy Transfer Partners, LP 4.15% 2020 1,000,000 1,017,317
Energy Transfer Partners, LP 4.20% 2023 2,860,000 2,999,188
Energy Transfer Partners, LP 4.20% 2027 45,000 46,782
Energy Transfer Partners, LP 4.50% 2024 4,915,000 5,231,211
Energy Transfer Partners, LP 4.75% 2026 1,506,000 1,614,296
Energy Transfer Partners, LP 4.95% 2028 4,559,000 4,986,411
Energy Transfer Partners, LP 5.25% 2029 1,275,000 1,427,018
Energy Transfer Partners, LP 5.30% 2047 10,459,000 10,915,598
Energy Transfer Partners, LP 5.40% 2047 6,190,000 6,586,179
Energy Transfer Partners, LP 6.00% 2048 1,868,000 2,133,079
Energy Transfer Partners, LP 6.125% 2045 11,780,000 13,505,440
Energy Transfer Partners, LP 6.25% (undated) (3-month USD-LIBOR + 4.028% on 2/15/2023) 7,850,000 7,312,432
Energy Transfer Partners, LP 6.25% 2049 1,775,000 2,103,931
Energy Transfer Partners, LP 6.625% 2049 (3-month USD-LIBOR + 4.155% on 2/15/2028) 500,000 468,260
Entergy Louisiana, LLC 4.20% 2048 6,325,000 6,997,746
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 2022 3,380,071 3,375,274
Equinor ASA 3.625% 2028 7,900,000 8,521,959
Essex Portfolio LP 3.25% 2023 335,000 341,358
Essex Portfolio LP 3.875% 2024 1,000,000 1,048,792
Eversource Energy 2.75% 2022 527,000 533,348
Eversource Energy 3.80% 2023 5,000,000 5,276,930
Exelon Corp. 3.40% 2026 1,570,000 1,612,696
Exeter Automobile Receivables Trust, Series 2015-1A, Class C, 4.10% 2020 572,426 573,047
Exeter Automobile Receivables Trust, Series 2015-3A, Class C, 4.83% 2021 514,979 518,032
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 2022 8,100,000 8,132,862
Exeter Automobile Receivables Trust, Series 2019-2, Class B 3.06% 2023 3,140,000 3,170,938
Exeter Automobile Receivables Trust, Series 2019-2A, Class C, 3.30% 2024 2,500,000 2,542,023
Exeter Automobile Receivables Trust, Series 2019-2A, Class D 3.71% 2025 6,000,000 6,128,796
Exxon Mobil Corp. 3.043% 2026 4,625,000 4,792,601
Fannie Mae 2.125% 2026 11,910,000 12,020,287
Fannie Mae 6.00% 2037 73,252 80,294
Fannie Mae Pool #256133 4.50% 2026 204,558 213,747
Fannie Mae Pool #889982 5.50% 2038 2,105,341 2,313,359
Fannie Mae Pool #924866 4.265% 2037 769,514 792,183
Fannie Mae Pool #945680 6.00% 2037 974,505 1,102,934
Fannie Mae Pool #976945 5.50% 2023 326,747 336,074
Fannie Mae Pool #988588 5.50% 2038 347,501 377,663
Fannie Mae Pool #AB1068 4.50% 2025 273,772 287,449
Fannie Mae Pool #AB1297 5% 2040 432,960 473,505
Fannie Mae Pool #AH8144 5.00% 2041 2,469,346 2,684,253
Fannie Mae Pool #AH9479 5.00% 2041 2,546,783 2,747,386
Fannie Mae Pool #AI1862 5.00% 2041 1,905,648 2,098,576
Fannie Mae Pool #AI3510 5.00% 2041 1,275,383 1,404,486
Fannie Mae Pool #AJ0704 5.00% 2041 1,015,782 1,118,610
Fannie Mae Pool #AJ5391 5.00% 2041 670,216 738,079
Fannie Mae Pool #AL8522 3.50% 2046 2,147,494 2,236,172
Fannie Mae Pool #AS4536 3.50% 2045 146,140 150,722
Fannie Mae Pool #AS6127 3.50% 2045 127,289 131,280
Fannie Mae Pool #AS6467 3.50% 2046 88,836 91,608
Fannie Mae Pool #AS6695 3.00% 2026 500,000 510,027
Fannie Mae Pool #AS8018 3.00% 2031 114,000 116,608
Fannie Mae Pool #AZ3904 4.00% 2045 174,970 183,262
Fannie Mae Pool #BD1968 4.00% 2046 3,056,902 3,202,760
Fannie Mae Pool #BD5477 4.00% 2046 608,706 636,815
Fannie Mae Pool #BE0592 4.00% 2046 1,282,439 1,330,806
Fannie Mae Pool #BJ0639 4.00% 2048 1,242,466 1,292,024
Fannie Mae Pool #BJ1910 3.50% 2047 9,922,376 10,213,697
Fannie Mae Pool #BJ2524 3.50% 2047 12,504,036 12,876,607
Fannie Mae Pool #BJ3790 3.50% 2048 2,927,982 3,012,668
Fannie Mae Pool #BJ5749 4.00% 2048 45,925 48,715
Fannie Mae Pool #BJ9169 4.00% 2048 444,373 461,877
Fannie Mae Pool #BJ9256 4.00% 2048 946,993 983,976
Fannie Mae Pool #BK0920 4.00% 2048 811,515 842,980
Fannie Mae Pool #BK4764 4.00% 2048 7,026,910 7,296,209
Fannie Mae Pool #BK7373 3.00% 2033 5,108,575 5,211,017
Fannie Mae Pool #BK7383 3.00% 2033 4,852,101 4,949,400
Fannie Mae Pool #BK7388 3.00% 2033 4,630,554 4,731,625
Fannie Mae Pool #BK7434 3.00% 2033 4,682,176 4,776,067
Fannie Mae Pool #BK7608 4.00% 2048 5,647,203 5,861,611
Fannie Mae Pool #BK9015 3.00% 2033 547,657 558,690
Fannie Mae Pool #BK9694 3.00% 2033 518,868 529,273
Fannie Mae Pool #BK9758 4% 2048 36,774 38,163
Fannie Mae Pool #BM2007 4.00% 2048 1,970,111 2,043,352
Fannie Mae Pool #BM3584 3.00% 2026 448,201 459,140
Fannie Mae Pool #BM4676 4.00% 2048 35,771 37,846
Fannie Mae Pool #BM5446 3.50% 2049 690,330 706,604
Fannie Mae Pool #BN0594 4.00% 2048 546,272 566,946
Fannie Mae Pool #BN0638 4.50% 2048 935,904 982,209
Fannie Mae Pool #BN0877 4.50% 2048 214,786 224,520
Fannie Mae Pool #BN3309 4.50% 2048 94,142 98,485
Fannie Mae Pool #BN3414 3.00% 2034 4,933,005 5,031,926
Fannie Mae Pool #BN3418 3% 2034 1,000,001 1,020,054
Fannie Mae Pool #BN3421 3.00% 2034 6,871,290 7,009,080
Fannie Mae Pool #BN6407 3.50% 2049 3,765,822 3,855,513
Fannie Mae Pool #BN6408 4.00% 2049 145,838 151,257
Fannie Mae Pool #BN7491 3.50% 2049 3,923,992 4,018,506
Fannie Mae Pool #BN7823 3.50% 2049 906,590 928,183
Fannie Mae Pool #BO0119 3.00% 2032 7,338,292 7,502,611
Fannie Mae Pool #BO0122 3.00% 2034 3,095,245 3,157,967
Fannie Mae Pool #CA0377 3.00% 2047 2,172,113 2,196,193
Fannie Mae Pool #CA0487 3.50% 2047 243,780 251,044
Fannie Mae Pool #CA0706 4.00% 2047 560,644 586,602
Fannie Mae Pool #CA0770 3.50% 2047 18,892,787 19,433,404
Fannie Mae Pool #CA0858 3.50% 2047 63,102,420 64,927,531
Fannie Mae Pool #CA2622 3.50% 2048 751,798 769,641
Fannie Mae Pool #CA2642 4.50% 2048 399,996 419,363
Fannie Mae Pool #CA2690 3.00% 2048 9,194,118 9,292,762
Fannie Mae Pool #CA2936 4.00% 2049 45,236,574 47,860,974
Fannie Mae Pool #CA2963 4.50% 2049 1,566,213 1,636,574
Fannie Mae Pool #CA3084 4.00% 2049 55,281,551 57,415,530
Fannie Mae Pool #CA3099 4.50% 2048 1,225,660 1,286,258
Fannie Mae Pool #MA1892 3.00% 2024 289,415 295,219
Fannie Mae Pool #MA3058 4.00% 2047 243,791 254,331
Fannie Mae Pool #MA3147 3.00% 2047 10,349,014 10,449,875
Fannie Mae Pool #MA3210 3.50% 2047 89,746,151 92,447,420
Fannie Mae Pool #MA3276 3.50% 2048 27,094 27,900
Fannie Mae Pool #MA3384 4.00% 2048 835,439 867,684
Fannie Mae Pool #MA3409 3.00% 2033 1,441,248 1,470,148
Fannie Mae Pool #MA3443 4.00% 2048 20,117,350 20,792,368
Fannie Mae Pool #MA3467 4.00% 2048 9,435,981 9,757,993
Fannie Mae Pool #MA3495 4.00% 2048 98,126,528 101,419,066
Fannie Mae Pool #MA3496 4.50% 2048 854,929 893,440
Fannie Mae Pool #MA3516 3.00% 2033 112,384 114,637
Fannie Mae Pool #MA3615 4.00% 2049 31,357 32,409
Fannie Mae Pool #MA3639 4.50% 2049 8,881,421 9,281,031
Fannie Mae, Series 2001-4, Class GA, 9.179% 2025 1,175 1,243
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041 14,118 15,951
Fannie Mae, Series 2002-W1, Class 2A, 5.731% 2042 36,566 39,781
Fannie Mae, Series 2002-W3, Class A5, 7.50% 2041 26,414 31,103
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 2069 4,199,434 4,397,198
Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.0% 2069 5,000,000 5,057,855
FirstEnergy Corp. 2.85% 2022 4,281,000 4,337,835
FirstEnergy Corp. 3.50% 2028 2,400,000 2,437,649
FirstEnergy Corp. 3.90% 2027 19,328,000 20,290,360
FirstEnergy Corp. 4.85% 2047 12,205,000 13,878,037
FirstEnergy Corp. 7.375% 2031 5,150,000 7,053,280
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 2031 31,410,000 32,401,488
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.53% 2030 1,500,000 1,569,786
Ford Credit Auto Owner Trust, Series 2018-2, Class A, 3.47% 2030 17,675,000 18,529,197
Ford Motor Credit Co. 1.897% 2019 1,250,000 1,248,840
Ford Motor Credit Co. 2.343% 2020 3,000,000 2,979,051
Ford Motor Credit Co. 3.096% 2023 8,071,000 7,955,690
Ford Motor Credit Co. 3.157% 2020 3,188,000 3,200,098
Ford Motor Credit Co. 3.20% 2021 6,665,000 6,686,355
Ford Motor Credit Co. 3.219% 2022 770,000 771,046
Ford Motor Credit Co. 3.336% 2021 300,000 301,379
Ford Motor Credit Co. 3.339% 2022 13,345,000 13,398,260
Ford Motor Credit Co. 3.47% 2021 15,400,000 15,508,863
Ford Motor Credit Co. 3.81% 2024 1,200,000 1,206,282
Ford Motor Credit Co. 3.813% 2021 16,314,000 16,547,551
Ford Motor Credit Co. 4.14% 2023 12,000,000 12,229,284
Ford Motor Credit Co. 5.596% 2022 14,275,000 15,120,523
Fox Corp. 4.03% 2024 2,240,000 2,383,087
Fox Corp. 5.576% 2049 2,065,000 2,520,735
France Télécom 9.00% 2031 1,480,000 2,261,060
Freddie Mac 3.00% 2046 38,083,841 38,897,617
Freddie Mac 3.50% 2045 31,622,335 33,035,220
Freddie Mac 3.50% 2047 59,629,916 61,444,872
Freddie Mac 3.50% 2047 106,864,867 110,182,594
Freddie Mac 3.50% 2047 7,745,951 7,978,337
Freddie Mac 3.50% 2048 32,194,959 33,421,039
Freddie Mac 3.50% 2048 33,259,448 34,326,345
Freddie Mac 3.50% 2048 972,282 1,005,423
Freddie Mac 4.00% 2047 3,309,956 3,453,903
Freddie Mac 4.00% 2048 58,440,573 60,492,948
Freddie Mac 4.00% 2048 16,645,773 17,232,154
Freddie Mac 4.00% 2048 2,310,597 2,400,777
Freddie Mac 4.00% 2048 48,918,073 50,811,447
Freddie Mac 4.00% 2048 5,885,862 6,112,603
Freddie Mac 4.00% 2048 8,134,637 8,413,330
Freddie Mac 4.00% 2049 96,082 99,363
Freddie Mac 4.50% 2040 414,261 445,384
Freddie Mac 4.50% 2041 453,999 488,103
Freddie Mac 5.50% 2033 110,259 119,533
Freddie Mac 5.50% 2038 115,506 126,870
Freddie Mac 5.50% 2038 90,330 98,594
Freddie Mac 5.50% 2039 170,799 186,002
Freddie Mac 5.50% 2040 644,419 700,557
Freddie Mac 5.50% 2041 928,555 1,017,055
Freddie Mac Pool #G08799 3.00% 2048 61,147,830 61,733,565
Freddie Mac Pool #SB8000 3.00% 2034 2,215,000 2,259,417
Freddie Mac Pool #ZK3581 3.00% 2021 155,153 158,264
Freddie Mac Pool #ZS8715 3.00% 2033 3,000,002 3,060,161
Freddie Mac Pool #ZT1798 3.00% 2034 500,000 510,123
Freddie Mac Pool #ZT1871 3.00% 2034 873,499 891,171
Freddie Mac Pool #ZT1931 3.00% 2033 500,000 511,255
Freddie Mac Pool #ZT2019 3% 2034 4,271,836 4,358,392
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.5% 2058 3,880,898 4,030,456
Freddie Mac, Series 3061, Class PN, 5.50% 2035 120,157 135,513
Freddie Mac, Series 3146, Class PO, principal only, 0% 2036 267,827 235,289
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036 243,748 215,707
Freddie Mac, Series 3318, Class JT, 5.50% 2037 301,958 331,277
Freddie Mac, Series K020, Class A2, Multi Family, 2.373% 2022 4,300,000 4,332,955
Freddie Mac, Series K716, Class A2, Multi Family, 3.13% 2021 6,575,000 6,676,242
Freddie Mac, Series K718, Class A2, Multi Family, 2.791% 2022 9,240,000 9,376,623
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 23,616,000 24,723,826
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 90,885,000 95,785,519
G.O. Bonds, Series 2013-B, 3.65% 2020 1,825,000 1,834,454
G.O. Bonds, Series 2013-B, 4.11% 2022 750,000 764,760
G.O. Bonds, Series 2013-B, 4.31% 2023 2,125,000 2,172,218
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.65% 2020 250,000 254,655
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 2,370,000 2,530,449
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 3,210,000 3,460,091
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 2,400,000 2,452,200
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 6.20% 2021 5,838,000 6,020,671
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 2023 520,000 524,463
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 2023 360,000 362,934
General Electric Capital Corp. 2.342% 2020 4,588,000 4,566,826
General Electric Capital Corp. 3.10% 2023 1,750,000 1,766,074
General Electric Capital Corp. 3.373% 2025 4,615,000 4,672,904
General Electric Co. 2.70% 2022 4,800,000 4,794,696
General Mills, Inc. (3-month USD-LIBOR + 0.54%) 3.141% 2021 10,620,000 10,628,825
General Mills, Inc. 3.20% 2021 2,170,000 2,203,850
General Motors Co. 4.35% 2025 11,255,000 11,618,537
General Motors Co. 5.20% 2045 997,000 959,946
General Motors Co. 5.40% 2048 10,030,000 9,787,886
General Motors Co. 5.95% 2049 5,425,000 5,706,514
General Motors Co. 6.25% 2043 2,217,000 2,361,349
General Motors Co. 6.75% 2046 1,228,000 1,390,345
General Motors Financial Co. 3.15% 2022 11,000,000 11,071,005
General Motors Financial Co. 3.45% 2022 2,814,000 2,856,660
General Motors Financial Co. 3.50% 2024 9,575,000 9,563,117
General Motors Financial Co. 3.55% 2022 6,160,000 6,270,455
General Motors Financial Co. 3.70% 2020 15,295,000 15,497,383
General Motors Financial Co. 3.70% 2023 10,000,000 10,152,180
General Motors Financial Co. 3.95% 2024 6,269,000 6,406,335
General Motors Financial Co. 4.15% 2023 15,500,000 15,975,788
General Motors Financial Co. 4.20% 2021 12,073,000 12,435,564
GlaxoSmithKline PLC 3.375% 2023 16,800,000 17,492,294
Goldman Sachs Group, Inc. 3.814% 2029 (3-month USD-LIBOR + 1.158% on 4/23/2028) 9,600,000 10,005,562
Goldman Sachs Group, Inc. 4.223% 2029 (3-month USD-LIBOR + 1.301% on 5/1/2028) 3,000,000 3,218,196
Goldman Sachs Group, Inc. 5.25% 2021 1,225,000 1,294,186
Goldman Sachs Group, Inc. 5.30% (undated) (3-month USD-LIBOR + 3.834% on 11/10/2026) 1,750,000 1,831,550
Goldman Sachs Group, Inc. 5.75% 2022 7,375,000 7,969,750
Government National Mortgage Assn. 4.50% 2049 9,057,113 9,475,353
Government National Mortgage Assn. 4.50% 2049 81,213,652 84,946,313
Government National Mortgage Assn. 5.00% 2049 2,125,823 2,224,177
Government National Mortgage Assn. 5.00% 2049 85,429,003 89,745,133
Government National Mortgage Assn. 5.00% 2049 3,748,482 3,935,906
Government National Mortgage Assn. 5.00% 2049 1,115,460 1,166,150
Government National Mortgage Assn. Pool #MA5653 5% 2048 41,162,995 43,067,442
Government National Mortgage Assn. Pool #MA5711 4.5% 2049 24,532,631 25,676,760
Government National Mortgage Assn. Pool #MA5876 4.00% 2049 118,346,865 122,792,683
Government National Mortgage Assn. Pool #MA5877 4.50% 2049 768,271 801,743
Government National Mortgage Assn. Pool #MA5878 5% 2049 42,310,930 44,450,509
Government National Mortgage Assn. Pool #MA5931 4.00% 2049 4,026,089 4,192,278
Government National Mortgage Assn. Pool #MA5932 4.50% 2049 49,883,004 52,303,028
Government National Mortgage Assn. Pool #MA5933 5.00% 2049 9,404,311 9,897,868
Government National Mortgage Assn. Pool #MA5986 4.00% 2049 25,266,058 26,332,260
Government National Mortgage Assn. Pool #MA5988 5.00% 2049 5,001,763 5,257,303
Greece (Hellenic Republic of) 3.45% 2024 19,500,000 24,383,589
Groupe BPCE SA 2.75% 2023 6,875,000 6,921,289
Groupe BPCE SA 5.15% 2024 4,711,000 5,097,231
Groupe BPCE SA 5.70% 2023 28,166,000 30,845,460
HCA Inc. 6.50% 2020 1,550,000 1,585,729
HCP, Inc. 3.25% 2026 1,700,000 1,708,231
HSBC Holdings PLC 4.583% 2029 (3-month USD-LIBOR + 1.535% on 6/19/2028) 12,000,000 13,113,636
Harris Corp. 2.70% 2020 1,300,000 1,301,477
Harris Corp. 3.832% 2025 945,000 994,248
High-Speed Passenger Train G.O. Rev. Ref. Bonds, Series 2017-A, 2.367% 2022 3,775,000 3,819,621
Holcim Ltd. 5.15% 2023 1,560,000 1,673,545
Home Depot, Inc. 4.40% 2021 7,200,000 7,451,230
Home Depot, Inc. 4.50% 2048 7,165,000 8,469,811
Home Equity Mortgage Trust, Series 2006-6, Class 2A1, (1-month USD-LIBOR + 0.10%) 2.604% 2037 1,343,257 87,648
Hospitality Properties Trust 3.95% 2028 1,710,000 1,612,103
Hospitality Properties Trust 4.25% 2021 4,250,000 4,297,660
Hospitality Properties Trust 4.50% 2025 855,000 855,121
Hospitality Properties Trust 5.00% 2022 1,270,000 1,331,873
Hurricane Catastrophe Fund Fin. Corp., Rev. Bonds, Series 2013-A, 2.995% 2020 14,400,000 14,495,040
Husky Energy Inc. 7.25% 2019 3,390,000 3,458,492
Hyundai Capital America 2.55% 2020 4,200,000 4,193,280
Hyundai Capital America 2.60% 2020 325,000 324,866
Hyundai Capital America 2.75% 2020 3,321,000 3,323,740
Hyundai Capital America 3.00% 2022 4,500,000 4,516,803
Hyundai Capital America 3.25% 2022 1,521,000 1,536,843
Hyundai Capital America 3.40% 2024 8,180,000 8,225,636
Hyundai Capital America 3.75% 2021 8,500,000 8,669,193
Hyundai Capital America 3.95% 2022 8,000,000 8,212,656
IHS Markit Ltd. 3.625% 2024 3,725,000 3,843,828
IHS Markit Ltd. 4.25% 2029 5,000,000 5,274,800
IPALCO Enterprises, Inc. 3.70% 2024 200,000 207,118
Iberdrola Finance Ireland 5.00% 2019 1,825,000 1,833,105
Imperial Tobacco Finance PLC 3.50% 2023 2,335,000 2,379,080
Intesa Sanpaolo SpA 3.375% 2023 8,850,000 8,821,361
Intesa Sanpaolo SpA 3.875% 2027 6,045,000 5,795,583
Intesa Sanpaolo SpA 3.875% 2028 2,395,000 2,291,019
Intesa Sanpaolo SpA 5.017% 2024 71,265,000 71,472,951
Intesa Sanpaolo SpA 5.71% 2026 10,415,000 10,546,146
Iron Mountain Inc. 5.25% 2028 6,305,000 6,344,406
Italy (Republic of) 0% 2019 46,400,000 52,774,683
Italy (Republic of) 0.95% 2023 45,000,000 51,138,338
Italy (Republic of) 1.50% 2025 33,327,000 37,970,181
Italy (Republic of) 2.00% 2028 10,500,000 12,149,423
Italy (Republic of) 2.10% 2026 36,200,000 42,321,553
JBS Investments GmbH II 7.00% 2026 9,000,000 9,769,500
JPMorgan Chase & Co. 2.776% 2023 (3-month USD-LIBOR + 0.935% on 4/25/2022) 7,300,000 7,372,752
JPMorgan Chase & Co. 3.207% 2023 (3-month USD-LIBOR + 0.695% on 04/01/2022) 275,000 280,666
JPMorgan Chase & Co. 3.509% 2029 (3-month USD-LIBOR + 0.945% on 1/23/2028) 9,600,000 10,001,338
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023) 11,425,000 11,847,119
JPMorgan Chase & Co. 3.625% 2024 675,000 711,206
JPMorgan Chase & Co. 4.203% 2029 (3-month USD-LIBOR + 1.26% on 7/23/2028) 11,980,000 13,102,502
Japan, Series 20, 0.10% 2025 11,441,250,000 109,582,607
Jersey Central Power & Light Co. 4.3% 2026 310,000 333,022
Johnson & Johnson 2.45% 2026 4,255,000 4,284,862
Keurig Dr Pepper Inc. 4.057% 2023 16,125,000 16,933,991
Keurig Dr Pepper Inc. 4.417% 2025 9,617,000 10,309,376
Keurig Dr Pepper Inc. 4.597% 05-25-28 12,433,000 13,627,003
Keurig Dr Pepper Inc. 5.085% 05-25-48 9,759,000 10,870,062
Kimco Realty Corp. 3.40% 2022 1,045,000 1,075,007
Kinder Morgan Energy Partners, LP 5.50% 2044 700,000 791,162
Kinder Morgan Energy Partners, LP 6.50% 2037 900,000 1,081,547
Kinder Morgan, Inc. 5.30% 2034 760,000 860,163
Kroger Co. 2.60% 2021 8,000,000 8,018,032
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026 417,729 440,909
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.114% 2040 65,020 65,020
Laboratory Corp. of America Holdings 4.70% 2045 4,160,000 4,306,956
Legacy Mortgage Asset Trust, Series 2019-GS2, Class A1, 3.75% 2059 2,012,939 2,030,491
Lloyds Banking Group PLC 4.375% 2028 8,825,000 9,379,854
Lockheed Martin Corp. 2.50% 2020 3,055,000 3,067,632
Lockheed Martin Corp. 3.10% 2023 1,155,000 1,185,835
Lockheed Martin Corp. 3.55% 2026 2,445,000 2,600,258
Lockheed Martin Corp. 4.50% 2036 1,895,000 2,177,404
Lockheed Martin Corp. 4.70% 2046 4,995,000 6,084,185
Lowe's Companies, Inc. 3.65% 2029 6,331,000 6,619,656
Lowe's Companies, Inc. 4.55% 2049 1,130,000 1,219,619
MGM Resorts International 7.75% 2022 2,000,000 2,235,000
MPLX LP 4.00% 2028 4,665,000 4,846,688
McDonald's Corp. 4.45% 2047 3,535,000 3,878,072
MetLife Capital Trust IV 7.875% 2067 (3-month USD-LIBOR + 3.96% on 12/1/2037) 1,405,000 1,772,541
Metlife, Inc. 3.60% 2025 3,490,000 3,708,676
Metropolitan Edison Co. 4.30% 2029 1,000,000 1,092,922
Metropolitan Life Global Funding I 2.00% 2020 230,000 229,563
Mexican Government 5.50% 2046 1,751,000 1,753,189
Mexican Government 5.50% 2047 1,981,000 1,983,476
Mexican Government 5.50% 2047 215,000 215,269
Microsoft Corp. 4.25% 2047 10,000,000 11,870,020
Mississippi Power Co. 4.25% 2042 11,247,000 11,339,338
Molson Coors Brewing Co. 2.10% 2021 2,415,000 2,401,208
Molson Coors Brewing Co. 2.25% 2020 4,525,000 4,514,669
Molson Coors Brewing Co. 3.00% 2026 5,530,000 5,466,195
Molson Coors Brewing Co. 4.20% 2046 4,530,000 4,379,124
Mondelez International, Inc. 1.625% 2019 16,100,000 16,050,428
Morgan Stanley 2.50% 2021 19,200,000 19,238,995
Morgan Stanley 2.625% 2021 1,775,000 1,786,427
Morgan Stanley 3.125% 2023 12,080,000 12,356,644
Morgan Stanley 3.70% 2024 750,000 791,489
Morgan Stanley 5.75% 2021 4,883,000 5,129,250
NBCUniversal Enterprise, Inc. 5.25% 2049 5,170,000 5,295,890
NBCUniversal Media, LLC 5.15% 2020 9,600,000 9,817,459
NIKE, Inc. 3.875% 2045 6,845,000 7,377,493
NV Energy, Inc. 6.25% 2020 2,850,000 2,997,032
NXP BV and NXP Funding LLC 4.125% 2021 2,000,000 2,051,200
New York Life Global Funding 1.95% 2020 145,000 144,626
NiSource Finance Corp. 2.65% 2022 275,000 276,805
Niagara Mohawk Power Corp. 3.508% 2024 7,575,000 7,934,373
Niagara Mohawk Power Corp. 4.278% 2034 1,000,000 1,108,703
Nissan Motor Co., Ltd. 2.60% 2022 1,415,000 1,409,088
Noble Corp. PLC 7.95% 2025 1,595,000 1,172,325
Noble Corp. PLC 8.95% 2045 845,000 557,700
Nordea Bank AB 2.50% 2020 7,125,000 7,142,328
Northrop Grumman Corp. 3.25% 2028 10,845,000 11,137,294
Odebrecht Drilling Norbe 0% 2049 1,150,000 12,650
Odebrecht Drilling Norbe 7.35% 2026 34,771 21,906
Omega Healthcare Investors, Inc. 4.375% 2023 900,000 935,196
PNC Financial Services Group, Inc. 2.854% 2022 5,850,000 5,955,809
PNC Funding Corp. 3.30% 2022 8,700,000 8,946,706
PT Indonesia Asahan Aluminium Tbk 5.23% 2021 1,862,000 1,963,632
PT Indonesia Asahan Aluminium Tbk 5.71% 2023 1,020,000 1,120,072
Pacific Gas and Electric Co. 2.45% 2022 7,200,000 6,948,000
Pacific Gas and Electric Co. 3.25% 2023 5,615,000 5,474,625
Pacific Gas and Electric Co. 3.30% 2027 3,750,000 3,581,250
Pacific Gas and Electric Co. 3.40% 2024 850,000 828,750
Pacific Gas and Electric Co. 4.65% 2028 7,500,000 7,687,500
Pacific Gas and Electric Co. 4.75% 2044 336,000 344,400
Petroleos Mexicanos 6.35% 2048 4,720,000 4,069,820
Petróleos Mexicanos 4.625% 2023 16,175,000 15,851,500
Petróleos Mexicanos 5.375% 2022 4,175,000 4,227,396
Petróleos Mexicanos 6.50% 2027 51,547,000 50,964,519
Petróleos Mexicanos 6.875% 2026 50,465,000 51,121,045
Petróleos Mexicanos 7.47% 2026 2,950,000 12,220,097
Philip Morris International Inc. 2.625% 2022 1,515,000 1,527,843
Philip Morris International Inc. 4.25% 2044 9,550,000 10,018,303
Piedmont Operating Partnership LP 4.45% 2024 1,000,000 1,045,421
Portuguese Republic 5.125% 2024 24,775,000 27,758,183
Portuguese Republic 5.65% 2024 20,000,000 28,900,192
Progress Energy, Inc. 7.75% 2031 1,820,000 2,548,803
Public Service Electric and Gas Co. 3.20% 2029 6,000,000 6,214,800
Public Service Electric and Gas Co. 3.85% 2049 875,000 938,368
Public Service Enterprise Group Inc. 2.65% 2022 1,000,000 1,002,588
Public Service Enterprise Group Inc. 2.875% 2024 4,850,000 4,900,843
Puget Energy, Inc. 3.65% 2025 3,000,000 3,072,078
Puget Energy, Inc. 5.625% 2022 8,004,000 8,587,083
Puget Energy, Inc. 6.00% 2021 8,186,000 8,749,991
Puget Energy, Inc. 6.50% 2020 5,294,000 5,587,049
QEP Resources, Inc. 5.25% 2023 3,420,000 3,308,850
Qatar (State of) 3.375% 2024 2,500,000 2,586,563
Qatar (State of) 4.00% 2029 1,206,000 1,301,753
Qatar (State of) 4.50% 2028 5,100,000 5,714,137
Qatar (State of) 4.817% 2049 2,500,000 2,871,488
Qatar (State of) 5.103% 2048 3,400,000 4,058,750
Ras Laffan Liquefied Natural Gas II 5.298% 2020 182,646 186,204
Republic Services, Inc. 5.00% 2020 4,800,000 4,879,406
Reynolds American Inc. 3.25% 2022 1,477,000 1,491,616
Reynolds American Inc. 4.45% 2025 21,900,000 23,228,301
Reynolds American Inc. 5.85% 2045 125,000 134,853
Royal Bank of Scotland PLC 4.445% 2030 (3-month USD-LIBOR + 1.871% on 5/05/2029) 5,000,000 5,190,855
SCANA Corp. 4.125% 2022 427,000 436,218
SCANA Corp. 4.75% 2021 2,798,000 2,867,802
Sabine Pass Liquefaction, LLC 5.625% 2021 1,100,000 1,142,566
Sabine Pass Liquefaction, LLC 5.625% 2023 1,000,000 1,089,460
Sabine Pass Liquefaction, LLC 5.625% 2025 10,000,000 11,201,910
Sabine Pass Liquefaction, LLC 5.75% 2024 8,000,000 8,899,104
Sabine Pass Liquefaction, LLC 5.875% 2026 15,700,000 17,947,377
Sabine Pass Liquefaction, LLC 6.25% 2022 2,300,000 2,496,662
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 300,000 295,125
Santander Drive Auto Receivables Trust, Series 2016-1, Class C, 3.09% 2022 4,090,617 4,094,290
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 2022 654,060 653,987
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 2022 11,605,000 11,604,048
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 2022 3,955,000 3,964,591
Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.61% 2025 3,110,000 3,156,348
Santander Holdings USA, Inc. 3.50% 2024 8,325,000 8,457,359
Saudi Arabia (Kingdom of) 2.875% 2023 2,200,000 2,228,875
Saudi Arabia (Kingdom of) 3.625% 2028 11,435,000 11,766,295
Saudi Arabia (Kingdom of) 3.628% 2027 5,000,000 5,160,060
Saudi Arabia (Kingdom of) 4.00% 2025 2,905,000 3,096,454
Saudi Arabian Oil Co. 2.875% 2024 4,585,000 4,615,775
Saudi Arabian Oil Co. 3.50% 2029 7,322,000 7,418,987
Scentre Group 2.375% 2019 2,365,000 2,363,333
Scentre Group 2.375% 2021 175,000 174,431
Scentre Group 3.50% 2025 4,565,000 4,669,073
Schlumberger BV 3.00% 2020 600,000 604,990
Schlumberger BV 4.00% 2025 8,791,000 9,307,199
Shell International Finance BV 3.875% 2028 9,410,000 10,311,751
Shire PLC 1.90% 2019 22,100,000 22,066,983
Shire PLC 2.40% 2021 26,279,000 26,233,458
Shire PLC 2.875% 2023 11,084,000 11,195,439
Shire PLC 3.20% 2026 15,100,000 15,261,117
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 2033 1,439,570 1,443,660
SoftBank Group Corp. 3.36% 2023 6,525,000 6,541,313
South Carolina Electric & Gas Co. 4.25% 2028 6,650,000 7,395,212
South Carolina Electric & Gas Co. 5.30% 2033 515,000 614,934
Southern California Edison Co. 3.40% 2023 1,750,000 1,785,429
Southern California Edison Co. 3.50% 2023 9,375,000 9,649,894
Southern California Edison Co. 3.65% 2028 500,000 512,132
Southern California Edison Co. 3.70% 2025 900,000 930,814
Southern California Edison Co. 3.875% 2021 1,275,000 1,299,305
Southern California Edison Co. 4.00% 2047 7,583,000 7,555,451
Southern California Edison Co. 4.125% 2048 5,283,000 5,328,434
Southern California Edison Co. 4.20% 2029 12,100,000 12,888,509
Southern California Edison Co. 4.65% 2043 1,667,000 1,785,215
Southern California Edison Co. 4.875% 2049 1,825,000 2,053,233
Southern California Edison Co., 2.90% 2021 13,134,000 13,166,809
Southern California Edison Co., 4.05% 2042 1,667,000 1,641,820
Southern California Edison Co.2.40% 2022 1,600,000 1,590,216
Southwestern Energy Co. 6.20% 2025 920,000 846,400
Starbucks Corp. 3.75% 2047 3,785,000 3,724,947
Starbucks Corp. 3.80% 2025 1,385,000 1,475,792
Starbucks Corp. 4.50% 2048 7,680,000 8,434,913
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 2049 3,302,476 3,356,531
Synchrony Bank 3.65% 2021 8,024,000 8,157,592
Synchrony Financial 4.375% 2024 3,640,000 3,812,423
TC PipeLines, LP 4.375% 2025 405,000 426,823
Takeda Pharmaceutical Co., Ltd. 3.80% 2020 17,220,000 17,534,678
Takeda Pharmaceutical Co., Ltd. 4.00% 2021 500,000 516,714
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 2,665,000 2,856,091
Tampa Electric Co. 2.60% 2022 4,350,000 4,366,204
Tampa Electric Co. 4.45% 2049 460,000 513,128
Targa Resources Partners LP 5.125% 2025 175,000 181,563
Targa Resources Partners LP 5.375% 2027 175,000 182,000
Tencent Holdings Ltd. 3.28% 2024 5,000,000 5,108,420
Tencent Holdings Ltd. 3.975% 2029 5,000,000 5,228,150
Tenet Healthcare Corp. 6.00% 2020 1,240,000 1,283,400
Teva Pharmaceutical Finance Co. BV 2.20% 2021 20,214,000 19,253,835
Teva Pharmaceutical Finance Co. BV 2.80% 2023 80,064,000 69,655,680
Teva Pharmaceutical Finance Co. BV 3.15% 2026 41,528,000 32,391,840
Teva Pharmaceutical Finance Co. BV 4.10% 2046 46,666,000 31,905,544
Teva Pharmaceutical Finance Co. BV 6.00% 2024 29,067,000 27,522,816
Teva Pharmaceutical Finance Co. BV 6.75% 2028 11,574,000 10,720,418
Thomson Reuters Corp. 4.30% 2023 240,000 255,469
Total Capital Canada Ltd. 2.75% 2023 2,140,000 2,178,372
Toyota Motor Credit Corp. 2.125% 2019 500,000 499,952
TransCanada PipeLines Ltd. 4.25% 2028 11,275,000 12,183,945
Transocean Inc. 5.80% 2022 2,195,000 2,167,563
Transocean Inc. 9.00% 2023 5,000,000 5,343,750
U.S. Treasury 1.750% 2024 827,000 826,810
U.S. Treasury 2.00% 2024 76,627,000 77,537,329
U.S. Treasury 2.125% 2021 35,699,000 35,934,970
U.S. Treasury 2.125% 2024 72,100,000 73,330,747
U.S. Treasury 2.125% 2024 42,366,000 43,077,749
U.S. Treasury 2.125% 2024 250,100,000 254,271,668
U.S. Treasury 2.125% 2024 72,100,000 73,327,863
U.S. Treasury 2.125% 2026 36,642,000 37,253,189
U.S. Treasury 2.25% 2021 100,300,000 101,132,490
U.S. Treasury 2.25% 2024 65,000,000 66,419,600
U.S. Treasury 2.25% 2026 198,388,800 203,287,019
U.S. Treasury 2.25% 2027 72,100,000 73,857,798
U.S. Treasury 2.25% 2027 120,200,000 123,006,670
U.S. Treasury 2.375% 2023 48,100,000 49,176,478
U.S. Treasury 2.375% 2026 67,586,000 69,796,062
U.S. Treasury 2.375% 2029 17,000,000 17,563,040
U.S. Treasury 2.50% 2023 57,200,000 58,802,172
U.S. Treasury 2.625% 2023 70,000,000 72,641,100
U.S. Treasury 2.75% 2023 173,600,000 180,130,832
U.S. Treasury 2.75% 2025 132,000,000 138,692,400
U.S. Treasury 2.875% 2025 72,100,000 76,307,756
U.S. Treasury 2.875% 2025 96,200,000 101,972,000
U.S. Treasury 2.875% 2028 48,100,000 51,670,463
U.S. Treasury 2.875% 2049 85,453,800 91,583,401
U.S. Treasury 3.00% 2049 332,286,300 364,601,143
U.S. Treasury 6.125% 2027 24,000,000 31,743,840
U.S. Treasury 8.75% 2020 38,500,000 41,427,925
U.S. Treasury Inflation-Protected Security 0.375% 2025 54,985,050 55,644,446
U.S. Treasury Inflation-Protected Security 0.375% 2027 156,702,000 158,350,500
U.S. Treasury Inflation-Protected Security 0.50% 2028 129,501,250 131,785,125
U.S. Treasury Inflation-Protected Security 0.75% 2028 72,391,296 75,526,794
U.S. Treasury Inflation-Protected Security 1.00% 2049 68,803,513 72,945,477
Ultra Petroleum Corp. 11.00% 2024 450,000 175,500
UniCredit SpA 3.75% 2022 1,175,000 1,188,923
UniCredit SpA 4.625% 2027 625,000 633,253
UniCredit SpA 5.861% 2032 6,475,000 6,206,883
UniCredit SpA 6.572% 2022 9,735,000 10,349,658
UniCredit SpA 7.296% 2034 (5-year USD ICE Swap + 4.914% on 4/2/2029) 11,500,000 12,203,973
Uniform Mortgage-Backed Security 3.00% 2034 325,469,000 331,802,301
Uniform Mortgage-Backed Security 3.00% 2049 132,220,184 133,298,043
Uniform Mortgage-Backed Security 3.50% 2034 575,000 593,522
Uniform Mortgage-Backed Security 3.50% 2049 121,550,000 124,237,349
Uniform Mortgage-Backed Security 3.50% 2049 69,197,420 70,708,553
Uniform Mortgage-Backed Security 4.00% 2049 167,704,100 173,301,895
Uniform Mortgage-Backed Security 4.50% 2049 140,648,165 146,980,145
Uniform Mortgage-Backed Security 5.00% 2049 49,800,000 52,636,957
United Mexican States 3.60% 2025 11,500,000 11,793,250
United Mexican States, Series M, 5.75% 2026 5,275,000 25,014,115
United Mexican States, Series M, 6.50% 2021 31,327,000 160,275,093
United Rentals, Inc. 5.50% 2027 5,000,000 5,275,000
United Technologies Corp. 3.125% 2027 9,525,000 9,789,976
United Technologies Corp. 4.125% 2028 4,975,000 5,467,450
United Technologies Corp. 4.625% 2048 1,090,000 1,271,938
UnitedHealth Group Inc. 3.35% 2022 4,385,000 4,533,480
UnitedHealth Group Inc. 3.75% 2025 5,410,000 5,785,486
Unum Group 3.00% 2021 520,000 522,817
VMware, Inc. 2.95% 2022 4,000,000 4,032,252
Various Purpose G.O. Bonds, Series 2009, 7.50% 2034 2,100,000 3,172,953
Verizon Communications Inc. 4.40% 2034 5,080,000 5,636,194
Verizon Owner Trust, Series 2016-1A, Class A, 1.42% 2021 40,247 40,264
Verizon Owner Trust, Series 2017-1A, Class A, 2.06% 2021 12,412,323 12,396,125
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 2021 1,500,000 1,500,579
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 2021 2,000,000 2,004,458
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 2022 4,735,000 4,735,781
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 2022 2,450,000 2,457,529
Vinci SA 3.75% 2029 12,456,000 13,388,942
Virginia Electric and Power Co. 4.45% 2044 7,995,000 8,907,373
Vodafone Group PLC 4.375% 2028 10,000,000 10,809,050
Volkswagen Group of America Finance, LLC 2.40% 2020 2,855,000 2,849,082
Volkswagen Group of America Finance, LLC 2.45% 2019 520,000 519,823
Volkswagen Group of America Finance, LLC 4.00% 2021 5,426,000 5,600,620
Volkswagen Group of America Finance, LLC 4.25% 2023 15,953,000 16,797,759
Volkswagen Group of America Finance, LLC 4.625% 2025 1,177,000 1,279,109
Volkswagen International Finance NV 4.00% 2020 4,000,000 4,064,156
Voya Ltd., CLO, Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 3.3% 2026 3,676,873 3,669,335
WEA Finance LLC 2.70% 2019 5,475,000 5,474,918
WEA Finance LLC 3.25% 2020 13,375,000 13,503,186
WM. Wrigley Jr. Co. 3.375% 2020 11,255,000 11,409,160
Wal-Mart Stores, Inc. 2.85% 2024 6,765,000 6,983,767
Wal-Mart Stores, Inc. 3.05% 2026 7,720,000 8,073,337
Walt Disney Co. 4.00% 2023 1,100,000 1,174,106
WellPoint, Inc. 2.25% 2019 1,250,000 1,249,575
Wells Fargo & Co. 2.10% 2021 16,800,000 16,719,494
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 1,988,129 1,988,845
Williams Partners LP 4.30% 2024 595,000 632,113
Williams Partners LP 4.50% 2023 500,000 534,057
Williams Partners LP 5.25% 2020 2,900,000 2,954,117
Xcel Energy Inc. 3.30% 2025 5,650,000 5,833,071
Xcel Energy Inc. 4.70% 2020 1,700,000 1,713,534
Xerox Corp. 3.50% 2020 1,500,000 1,501,875
Zimmer Holdings, Inc. 3.15% 2022 7,845,000 7,980,389
Equity Securities* Shares or Principal Amount Market Value Percent of Net Assets
Adelphia Recovery Trust, Series ACC-1 2,409,545 1,205 0.00
Corporate Risk Holdings I, Inc. 70,193 8,234 0.00
Tribune Resources, Inc. 83,079 218,082 0.00
Tribune Resources, Inc., Class A, warrants, expire 2023 112,665 18,747 0.00
Tribune Resources, Inc., Class B, warrants, expire 2023 87,629 10,410 0.00
Tribune Resources, Inc., Class C, warrants, expire 2023 17,050 1,521 0.00
Ultra Petroleum Corp., warrants, expire 2025 8,750 306 0.00

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

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

*
Excludes certain securities in initial period of acquisition.