American Funds - Portfolio holdings | American Funds

Portfolio Holdings

American Funds Insurance Series - Bond Fund

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

Fixed-Income Securities* Shares or Principal Amount Market Value
3M Co. 2.25% 2026 6,885,000 6,887,857
ACE INA Holdings Inc. 2.30% 2020 2,005,000 2,011,765
ACE INA Holdings Inc. 2.875% 2022 3,625,000 3,717,173
ACE INA Holdings Inc. 3.35% 2026 2,025,000 2,164,703
ACE INA Holdings Inc. 4.35% 2045 2,220,000 2,730,107
AES Corp. 4.00% 2021 1,000,000 1,021,250
ARAMARK Corp. 5.125% 2024 1,200,000 1,242,000
AT&T Inc. 3.80% 2027 4,335,000 4,600,636
AXA Equitable Holdings, Inc. 4.35% 2028 2,250,000 2,398,601
AXA Equitable Holdings, Inc. 5.00% 2048 7,740,000 8,361,220
AbbVie Inc. 2.50% 2020 16,315,000 16,353,895
AbbVie Inc. 2.85% 2023 6,133,000 6,243,461
AbbVie Inc. 3.20% 2022 11,070,000 11,361,805
AbbVie Inc. 3.20% 2026 500,000 509,549
AbbVie Inc. 3.75% 2023 3,667,000 3,857,321
AbbVie Inc. 4.45% 2046 1,615,000 1,676,767
Abbott Laboratories 2.90% 2021 23,405,000 23,835,114
Abbott Laboratories 3.40% 2023 910,000 957,239
Abbott Laboratories 3.75% 2026 2,244,000 2,447,109
Abbott Laboratories 4.75% 2036 4,565,000 5,618,168
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 2025 10,500,000 11,269,440
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 2026 300,000 323,310
Airbus Group SE 2.70% 2023 2,120,000 2,154,829
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,425,000 1,538,111
Alexandria Real Estate Equities, Inc. 4.50% 2029 150,000 169,811
Allergan PLC 3.45% 2022 11,533,000 11,824,070
Allergan PLC 3.80% 2025 250,000 261,985
Allergan, Inc. 5.00% 2021 7,221,000 7,588,282
Alliant Energy Finance LLC 3.75% 2023 750,000 784,542
Alliant Energy Finance LLC 4.25% 2028 500,000 537,280
Ally Financial Inc. 3.875% 2024 8,890,000 9,221,597
Ally Financial Inc. 4.25% 2021 31,195,000 31,974,875
Ally Financial Inc. 5.125% 2024 28,205,000 30,813,963
Ally Financial Inc. 8.00% 2031 15,530,000 21,470,225
Ally Financial Inc. 8.00% 2031 14,305,000 19,848,188
Altria Group, Inc. 2.85% 2022 4,800,000 4,858,421
Altria Group, Inc. 4.40% 2026 15,186,000 16,246,089
Altria Group, Inc. 4.50% 2043 1,585,000 1,594,141
Altria Group, Inc. 4.80% 2029 3,029,000 3,324,406
Altria Group, Inc. 5.95% 2049 1,333,000 1,570,365
Ameren Corp. 4.50% 2049 2,875,000 3,541,902
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 2022 1,621,724 1,624,674
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 2022 5,970,000 6,016,876
American Campus Communities, Inc. 3.35% 2020 2,810,000 2,840,666
American Campus Communities, Inc. 3.75% 2023 2,900,000 3,021,768
American Express Co. 2.20% 2020 14,400,000 14,423,688
American International Group, Inc. 4.20% 2028 9,875,000 10,779,175
Anheuser-Busch InBev NV 4.60% 2048 3,570,000 4,122,136
Anheuser-Busch InBev NV 4.75% 2029 443,000 516,283
Anheuser-Busch InBev NV 5.55% 2049 16,350,000 21,438,938
Anthem, Inc. 2.375% 2025 3,275,000 3,259,608
Apache Corp. 4.25% 2030 2,465,000 2,506,087
Apple Inc. 1.55% 2021 11,630,000 11,575,839
Ascent Resources Marcellus Holdings, Inc., Term Loan B, (3-month USD-LIBOR + 6.50%) 8.527% 2023 91,667 88,917
Assicurazioni Generali SpA 10.125% 2042 (3-month EUR-EURIBOR + 9.181% on 7/10/2022) 3,800,000 5,247,156
Assicurazioni Generali SpA 7.75% 2042 (3-month EUR-EURIBOR + 7.113% on 12/12/2022) 3,100,000 4,140,920
AstraZeneca PLC 4.00% 2029 5,920,000 6,600,190
Avangrid, Inc. 3.80% 2029 8,325,000 8,953,479
Avolon Holdings Funding Ltd. 3.625% 2022 2,810,000 2,851,167
Avolon Holdings Funding Ltd. 3.95% 2024 12,514,000 12,851,252
BB&T Corp. 2.45% 2020 5,000,000 5,003,550
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 4,943,783
BNP Paribas 3.375% 2025 2,375,000 2,457,854
BNP Paribas 3.50% 2023 12,925,000 13,350,064
BNP Paribas 3.80% 2024 24,000,000 25,225,608
BNSF Funding Trust I, junior subordinated, 6.613% 2055 (3-month USD-LIBOR + 2.35% on 1/15/2026) 1,680,000 1,858,954
Banco Do Brasil, SA 4.75% 2024 5,000,000 5,252,500
Bank of America Corp. 2.816% 2023 (3-month USD-LIBOR + 0.93% on 7/21/2022) 29,550,000 29,975,106
Bank of America Corp. 2.881% 2023 (3-month USD-LIBOR + 1.021% on 4/24/2022) 3,425,000 3,478,235
Bank of America Corp. 3.004% 2023 (3-month USD-LIBOR + 0.79% on 12/20/2022) 2,650,000 2,707,879
Bank of America Corp. 3.124% 2023 (3-month USD-LIBOR + 1.16% on 1/20/2022) 7,322,000 7,471,896
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027) 10,129,000 10,577,472
Bank of America Corp. 3.458% 2025 (3-month USD-LIBOR + 0.97% on 3/15/2024) 450,000 469,782
Bank of America Corp. 3.97% 2029 (3-month USD-LIBOR + 1.07% on 3/5/2028) 14,400,000 15,692,184
Baxalta Inc. 4.00% 2025 116,000 125,135
Bayer US Finance II LLC 3.875% 2023 26,358,000 27,554,021
Bayer US Finance II LLC 4.25% 2025 27,370,000 29,243,394
Bayer US Finance II LLC 4.375% 2028 1,753,000 1,894,867
Bayer US Finance II LLC 4.875% 2048 721,000 798,290
Becton, Dickinson and Co. 2.894% 2022 650,000 660,145
Becton, Dickinson and Co. 3.734% 2024 903,000 956,190
Becton, Dickinson and Co. 4.669% 2047 3,395,000 4,017,972
Bellemeade Re Ltd., Series 2019-3A, Class M1B, (1-month USD-LIBOR + 1.60%) 3.618% 2029 3,175,000 3,182,204
Berkshire Hathaway Energy Co. 4.50% 2045 5,895,000 7,009,403
Berkshire Hathaway Finance Corp. 4.20% 2048 8,720,000 10,233,426
Boardwalk Pipeline Partners, LP 3.375% 2023 1,900,000 1,927,685
Bohai Financial Investment Holding Co., Ltd. 5.25% 2022 2,485,000 2,625,154
Boston Scientific Corp. 3.375% 2022 700,000 720,192
Boston Scientific Corp. 3.85% 2025 500,000 537,871
Bristol-Myers Squibb Co. 4.25% 2049 15,634,000 18,232,887
British American Tobacco International Finance PLC 2.75% 2020 5,050,000 5,065,635
British American Tobacco International Finance PLC 3.50% 2022 3,520,000 3,613,111
British American Tobacco International Finance PLC 3.95% 2025 16,879,000 17,587,884
British American Tobacco PLC 3.215% 2026 16,000,000 15,865,280
British American Tobacco PLC 3.222% 2024 14,018,000 14,196,982
British American Tobacco PLC 3.557% 2027 30,134,000 30,327,973
British American Tobacco PLC 4.39% 2037 1,500,000 1,458,896
British American Tobacco PLC 4.54% 2047 2,100,000 2,019,736
British American Tobacco PLC 4.758% 2049 11,000,000 10,778,042
Broadcom Inc. 3.625% 2024 15,000,000 15,276,630
Broadcom Inc. 4.25% 2026 33,000,000 34,120,317
Broadcom Inc.4.75% 2029 35,813,000 37,888,041
Broadcom Ltd. 3.00% 2022 12,000,000 12,120,564
Broadcom Ltd. 3.625% 2024 16,429,000 16,820,257
Broadcom Ltd. 3.875% 2027 12,860,000 12,937,944
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A1, 3.613% 2048 1,529,302 1,550,937
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A3, 3.919% 2048 2,278,875 2,300,639
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 6,505,000 6,564,143
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 280,000 295,024
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 2024 500,000 537,557
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2027 4,800,000 5,022,000
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 6,515,000 7,101,070
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 2048 7,005,000 7,995,150
CIT Bank, N.A. 2.969% 2025 (USD- SOFRRATE+1.715% on 09/27/2024) 5,335,000 5,351,672
CMS Energy Corp. 5.05% 2022 2,569,000 2,720,571
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 2022 5,700,000 5,710,049
CPS Auto Receivables Trust, Series 2019-B, Class C, 3.35% 2024 835,000 848,125
CPS Auto Receivables Trust, Series 2019-B, Class D, 3.69% 2025 3,045,000 3,106,138
CPS Auto Receivables Trust, Series 2019-C, Class C, 2.84% 2025 743,000 748,598
CPS Auto Receivables Trust, Series 2019-C, Class D, 3.17% 2025 1,125,000 1,139,266
CSX Corp. 3.35% 2049 2,619,000 2,572,518
CVS Health Corp. 3.00% 2026 1,605,000 1,615,105
CVS Health Corp. 3.25% 2029 1,990,000 2,005,007
CVS Health Corp. 4.10% 2025 15,725,000 16,801,927
CVS Health Corp. 4.30% 2028 17,654,000 19,110,755
CVS Health Corp. 4.78% 2038 1,242,000 1,371,378
CVS Health Corp. 4.78% 2038 1,985,000 1,994,081
CVS Health Corp. 5.05% 2048 1,447,000 1,648,169
Canadian Natural Resources Ltd. 2.95% 2023 190,000 193,587
Canadian Natural Resources Ltd. 3.80% 2024 180,000 188,871
Canadian Natural Resources Ltd. 4.95% 2047 655,000 775,410
Capital Group Central Cash Fund 8,278,580 827,775,164
Capital One Financial Corp. 2.15% 2022 9,775,000 9,770,855
Capital One Financial Corp. 3.30% 2024 1,500,000 1,553,726
Capital One Financial Corp. 3.45% 2021 1,050,000 1,069,271
Capital One Financial Corp. 3.90% 2024 3,800,000 4,017,694
Capital One Financial Corp. 4.25% 2025 8,000,000 8,664,976
CarMaxAuto Owner Trust, Series 2019-2, Class C, 3.16% 2025 400,000 411,993
Cenovus Energy Inc. 3.80% 2023 1,120,000 1,155,937
Cenovus Energy Inc. 4.25% 2027 10,985,000 11,463,463
Cenovus Energy Inc. 5.25% 2037 193,000 210,635
Cenovus Energy Inc. 5.40% 2047 17,547,000 19,797,877
Centene Corp. 4.75% 2022 200,000 204,790
Centene Corp. 4.75% 2025 325,000 334,425
Centene Corp. 5.625% 2021 1,780,000 1,806,184
Centene Corp. 6.125% 2024 375,000 391,481
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 218,061 219,072
CenturyLink, Inc. 7.50% 2024 7,175,000 8,042,099
CenturyLink, Inc. 7.65% 2042 5,000,000 4,887,500
Cheniere Energy, Inc. 7.00% 2024 410,000 472,013
Chevron Corp. 2.355% 2022 4,800,000 4,868,410
Cigna Corp. 3.40% 2021 7,765,000 7,944,876
Cigna Corp. 3.75% 2023 7,130,000 7,462,928
Cigna Corp. 4.125% 2025 3,945,000 4,253,550
Cigna Corp. 4.375% 2028 15,464,000 16,983,864
Cigna Corp. 4.90% 2048 1,795,000 2,061,529
Citigroup Inc. 2.876% 2023 (3-month USD-LIBOR + 0.95% on 7/24/2022) 15,250,000 15,465,147
Citigroup Inc. 2.90% 2021 4,100,000 4,163,173
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 29,010,000 32,074,036
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 8,590,000 9,860,461
Columbia Pipeline Partners LP 5.80% 2045 1,410,000 1,790,119
Comcast Corp. 3.15% 2028 7,200,000 7,513,056
Comcast Corp. 4.00% 2048 5,000,000 5,549,035
Conagra Brands, Inc. 4.30% 2024 1,564,000 1,679,398
Conagra Brands, Inc. 5.30% 2038 2,320,000 2,707,271
Conagra Brands, Inc. 5.40% 2048 3,680,000 4,375,564
Concho Resources Inc. 4.30% 2028 6,095,000 6,580,071
Concho Resources Inc. 4.85% 2048 5,000,000 5,741,345
Consolidated Edison Co. of New York, Inc. 3.875% 2047 9,200,000 10,107,865
Constellation Brands, Inc. 2.25% 2020 8,000,000 8,003,792
Constellation Brands, Inc. 2.65% 2022 2,285,000 2,312,045
Constellation Brands, Inc. 3.20% 2023 540,000 556,910
Constellation Brands, Inc. 3.50% 2027 7,500,000 7,852,583
Constellation Brands, Inc. 3.60% 2028 1,280,000 1,352,840
Constellation Brands, Inc. 4.10% 2048 4,500,000 4,838,076
Consumers Energy Co. 3.75% 2050 8,450,000 9,488,175
Consumers Energy Co. 4.05% 2048 8,270,000 9,610,823
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021 378 385
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 187,209 192,073
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 359,507 372,379
Continental Airlines, Inc., Series 2001-1, Class A1, 6.703% 2022 50,042 53,136
Corporate Office Properties LP 5.25% 2024 10,000 10,779
Credit Suisse Group AG 2.593% 2025 (USD- SOFRRATE + 1.56% on 9/11/2024) 4,000,000 3,965,100
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022) 12,000,000 12,119,808
Credit Suisse Group AG 3.80% 2023 12,925,000 13,505,139
Credit Suisse Group AG 4.207% 2024 (3-month USD-LIBOR + 1.24% on 6/12/2023) 500,000 526,935
DCP Midstream Operating LP 4.95% 2022 500,000 517,500
DTE Energy Co. 3.70% 2023 250,000 262,329
DTE Energy Co., Series C, 2.529% 2024 2,975,000 2,987,671
DaimlerChrysler North America Holding Corp. 2.85% 2022 500,000 506,399
DaimlerChrysler North America Holding Corp. 3.00% 2021 500,000 505,016
DaimlerChrysler North America Holding Corp. 3.25% 2024 755,000 780,725
DaimlerChrysler North America Holding Corp. 3.30% 2025 5,300,000 5,490,429
DaimlerChrysler North America Holding Corp. 3.35% 2023 2,000,000 2,055,162
Deutsche Bank AG 3.15% 2021 27,607,000 27,552,476
Deutsche Bank AG 3.30% 2022 2,495,000 2,481,772
Deutsche Bank AG 3.375% 2021 1,300,000 1,296,616
Deutsche Bank AG 3.70% 2024 1,200,000 1,202,822
Deutsche Bank AG 3.70% 2024 5,300,000 5,312,466
Deutsche Bank AG 3.95% 2023 9,900,000 10,049,619
Deutsche Bank AG 4.10% 2026 7,050,000 7,074,865
Deutsche Bank AG 4.25% 2021 525,000 532,734
Deutsche Bank AG 4.25% 2021 27,043,000 27,314,782
Deutsche Bank AG 5.0% 2022 2,675,000 2,770,901
Deutsche Telekom International Finance BV 1.95% 2021 14,100,000 14,010,507
Discover Financial Services 3.35% 2023 15,850,000 16,349,814
Discovery Communications, Inc. 2.95% 2023 4,185,000 4,255,115
Dominican Republic 5.95% 2027 8,100,000 8,788,581
Dominion Resources, Inc., junior subordinated, 2.715% 2021 2,375,000 2,391,594
Dominion Resources, Inc., junior subordinated, 3.071% 2024 1,400,000 1,434,304
DowDuPont Inc. 4.725% 2028 12,500,000 14,322,488
Drive Auto Receivables Trust, Series 2016-CA, Class C, 3.02% 2021 243,067 243,233
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84% 2022 2,525,611 2,527,308
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75% 2023 921,084 921,876
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98% 2022 2,006,411 2,008,487
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 2023 2,480,000 2,513,951
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 2025 4,665,000 4,770,770
Drive Auto Receivables Trust, Series 2019-3, Class C, 2.90% 2025 4,910,000 4,960,303
Drive Auto Receivables Trust, Series 2019-3, Class D, 3.18% 2026 4,020,000 4,092,420
Drivetime Auto Owner Trust, Series 2017-1A, Class C, 2.70% 2022 273,489 273,544
Drivetime Auto Owner Trust, Series 2017-3A, Class C, 3.01% 2023 3,393,465 3,397,914
Drivetime Auto Owner Trust, Series 2017-4A, Class C, 2.86% 2023 1,715,182 1,716,684
Drivetime Auto Owner Trust, Series 2019-2A Class C 3.18% 2025 2,565,000 2,604,296
Drivetime Auto Owner Trust, Series 2019-2A Class D 3.48% 2025 4,250,000 4,346,161
Drivetime Auto Owner Trust, Series 2019-3, Class C 2.74% 2025 880,000 889,158
Drivetime Auto Owner Trust, Series 2019-3, Class D 2.96% 2025 1,915,000 1,929,085
Duke Energy Corp. 3.75% 2024 3,826,000 4,059,030
Duke Energy Florida, LLC 3.40% 2046 6,445,000 6,671,671
Duke Energy Progress, LLC 3.70% 2028 3,750,000 4,120,331
EDP Finance BV 3.625% 2024 15,675,000 16,227,293
EMD Finance LLC 2.40% 2020 13,295,000 13,295,319
EMD Finance LLC 2.95% 2022 2,100,000 2,125,729
EQT Corp. 2.50% 2020 4,910,000 4,902,989
EQT Corp. 3.00% 2022 1,700,000 1,635,361
EQT Corp. 3.90% 2027 455,000 394,842
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 2,500,000 2,534,450
Edison International 5.75% 2027 1,775,000 1,998,031
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026) 1,950,000 2,143,089
Emera US Finance LP 2.70% 2021 954,000 959,848
Emera US Finance LP 3.55% 2026 495,000 518,897
Emera US Finance LP 4.75% 2046 1,620,000 1,878,989
Enbridge Energy Partners, LP 4.20% 2021 6,325,000 6,516,129
Enbridge Energy Partners, LP 4.375% 2020 6,700,000 6,841,209
Enbridge Energy Partners, LP 5.20% 2020 5,055,000 5,119,092
Enbridge Energy Partners, LP 5.875% 2025 12,660,000 14,758,395
Enbridge Energy Partners, LP 7.375% 2045 24,246,000 35,959,994
Enbridge Inc. 4.00% 2023 1,500,000 1,590,905
Enel Finance International SA 4.875% 2029 10,180,000 11,565,559
Enel Società per Azioni 8.75% 2073 1,000,000 1,176,250
Energy Transfer Partners, LP 4.15% 2020 1,000,000 1,015,038
Energy Transfer Partners, LP 4.20% 2023 2,860,000 3,010,745
Energy Transfer Partners, LP 4.20% 2027 45,000 47,376
Energy Transfer Partners, LP 4.50% 2024 4,915,000 5,240,584
Energy Transfer Partners, LP 4.75% 2026 1,506,000 1,633,968
Energy Transfer Partners, LP 4.95% 2028 4,559,000 5,015,643
Energy Transfer Partners, LP 5.25% 2029 1,275,000 1,439,478
Energy Transfer Partners, LP 5.30% 2047 10,459,000 11,269,520
Energy Transfer Partners, LP 5.40% 2047 6,190,000 6,763,541
Energy Transfer Partners, LP 6.00% 2048 1,868,000 2,211,495
Energy Transfer Partners, LP 6.125% 2045 11,780,000 13,832,830
Energy Transfer Partners, LP 6.25% 2049 1,775,000 2,158,148
Energy Transfer Partners, LP, junior subordinated, 6.25% (3-month USD-LIBOR + 4.028% on 2/15/2023) 7,850,000 7,292,807
Energy Transfer Partners, LP, junior subordinated, 6.625% (3-month USD-LIBOR + 4.155% on 2/15/2028) 500,000 473,260
Entergy Louisiana, LLC 4.20% 2048 6,325,000 7,426,220
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 2022 2,019,964 2,019,599
Equinor ASA 3.625% 2028 7,900,000 8,754,567
Essex Portfolio LP 3.25% 2023 335,000 344,674
Essex Portfolio LP 3.875% 2024 1,000,000 1,055,405
Eversource Energy 2.75% 2022 527,000 533,975
Eversource Energy 3.80% 2023 5,000,000 5,290,805
Exelon Corp. 3.40% 2026 1,570,000 1,642,619
Exeter Automobile Receivables Trust, Series 19-3A, Class C, 2.79% 2024 5,000,000 5,036,715
Exeter Automobile Receivables Trust, Series 2015-3A, Class C, 4.83% 2021 291,938 292,705
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 2022 8,100,000 8,129,209
Exeter Automobile Receivables Trust, Series 2019-2, Class B 3.06% 2023 3,140,000 3,173,796
Exeter Automobile Receivables Trust, Series 2019-2A, Class C, 3.30% 2024 2,500,000 2,545,465
Exeter Automobile Receivables Trust, Series 2019-2A, Class D 3.71% 2025 6,000,000 6,149,958
Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11% 2025 5,000,000 5,055,045
Exxon Mobil Corp. 3.043% 2026 4,625,000 4,856,495
Fannie Mae 2.125% 2026 11,910,000 12,256,700
Fannie Mae 6.00% 2037 72,688 79,232
Fannie Mae Pool #256133 4.50% 2026 197,698 207,897
Fannie Mae Pool #889982 5.50% 2038 1,992,613 2,249,269
Fannie Mae Pool #924866 3.64% 2037 763,422 784,794
Fannie Mae Pool #945680 6.00% 2037 922,483 1,059,550
Fannie Mae Pool #976945 5.50% 2023 288,761 296,874
Fannie Mae Pool #988588 5.50% 2038 342,998 386,107
Fannie Mae Pool #AB1068 4.50% 2025 241,338 252,617
Fannie Mae Pool #AB1297 5% 2040 400,191 442,403
Fannie Mae Pool #AH8144 5.00% 2041 2,249,693 2,483,877
Fannie Mae Pool #AH9479 5.00% 2041 2,360,210 2,556,319
Fannie Mae Pool #AI1862 5.00% 2041 1,842,279 2,046,840
Fannie Mae Pool #AI3510 5.00% 2041 1,217,050 1,352,168
Fannie Mae Pool #AJ0704 5.00% 2041 982,890 1,092,014
Fannie Mae Pool #AJ5391 5.00% 2041 641,121 712,320
Fannie Mae Pool #AL8522 3.50% 2046 2,083,201 2,194,369
Fannie Mae Pool #AS4536 3.50% 2045 139,136 145,026
Fannie Mae Pool #AS6127 3.50% 2045 120,909 126,012
Fannie Mae Pool #AS6467 3.50% 2046 87,099 90,740
Fannie Mae Pool #AS6695 3.00% 2026 471,138 481,688
Fannie Mae Pool #AS8018 3.00% 2031 106,552 109,702
Fannie Mae Pool #AZ3904 4% 2045 155,646 162,939
Fannie Mae Pool #BD1968 4.00% 2046 3,041,759 3,213,925
Fannie Mae Pool #BD5477 4.00% 2046 605,470 637,182
Fannie Mae Pool #BE0592 4.00% 2046 1,276,369 1,329,857
Fannie Mae Pool #BF0293 3.00% 2048 17,704,720 18,116,461
Fannie Mae Pool #BJ0639 4.00% 2048 1,178,691 1,225,079
Fannie Mae Pool #BJ1910 3.50% 2047 9,873,986 10,219,654
Fannie Mae Pool #BJ2524 3.50% 2047 12,088,190 12,513,839
Fannie Mae Pool #BJ3790 3.50% 2048 2,838,240 2,937,596
Fannie Mae Pool #BJ5749 4.00% 2048 44,246 47,492
Fannie Mae Pool #BJ9169 4.00% 2048 411,996 430,031
Fannie Mae Pool #BJ9256 4.00% 2048 870,913 907,518
Fannie Mae Pool #BK0920 4.00% 2048 743,696 775,065
Fannie Mae Pool #BK4764 4.00% 2048 6,367,950 6,631,277
Fannie Mae Pool #BK7373 3.00% 2033 4,216,421 4,311,670
Fannie Mae Pool #BK7383 3.00% 2033 4,053,372 4,144,131
Fannie Mae Pool #BK7388 3.00% 2033 3,422,247 3,498,874
Fannie Mae Pool #BK7434 3.00% 2033 4,606,261 4,718,939
Fannie Mae Pool #BK7608 4.00% 2048 5,143,213 5,354,193
Fannie Mae Pool #BK9015 3.00% 2033 524,731 537,883
Fannie Mae Pool #BK9694 3.00% 2033 380,734 389,355
Fannie Mae Pool #BK9758 4% 2048 36,623 38,121
Fannie Mae Pool #BM2007 4.00% 2048 1,798,989 1,872,821
Fannie Mae Pool #BM3584 3.00% 2026 391,615 402,305
Fannie Mae Pool #BM4413 4.50% 2047 12,067,883 12,779,707
Fannie Mae Pool #BM4676 4.00% 2048 34,781 37,150
Fannie Mae Pool #BM5446 3.50% 2049 619,443 637,303
Fannie Mae Pool #BN0594 4% 2048 482,715 502,740
Fannie Mae Pool #BN0638 4.50% 2048 797,418 840,498
Fannie Mae Pool #BN0877 4.50% 2048 191,398 201,482
Fannie Mae Pool #BN3309 4.50% 2048 85,898 90,370
Fannie Mae Pool #BN3414 3.00% 2034 4,264,457 4,359,943
Fannie Mae Pool #BN3418 3% 2034 737,654 754,171
Fannie Mae Pool #BN3421 3.00% 2034 4,889,205 4,998,679
Fannie Mae Pool #BN6407 3.50% 2049 3,746,854 3,856,142
Fannie Mae Pool #BN6408 4.00% 2049 136,590 142,065
Fannie Mae Pool #BN7491 3.50% 2049 3,612,454 3,719,267
Fannie Mae Pool #BN7823 3.50% 2049 867,313 892,459
Fannie Mae Pool #BO0119 3.00% 2032 7,169,078 7,365,712
Fannie Mae Pool #BO0122 3.00% 2034 3,022,765 3,092,757
Fannie Mae Pool #BO2188 4.00% 2049 13,090,404 13,618,602
Fannie Mae Pool #CA0377 3.00% 2047 2,074,722 2,123,837
Fannie Mae Pool #CA0487 3.50% 2047 234,437 242,773
Fannie Mae Pool #CA0706 4.00% 2047 532,270 558,672
Fannie Mae Pool #CA0770 3.50% 2047 18,106,365 18,688,594
Fannie Mae Pool #CA0858 3.50% 2047 61,404,955 63,554,497
Fannie Mae Pool #CA1189 3.50% 2048 5,305,506 5,473,319
Fannie Mae Pool #CA2056 4.50% 2048 1,883,059 1,994,801
Fannie Mae Pool #CA2622 3.50% 2048 722,297 743,359
Fannie Mae Pool #CA2642 4.50% 2048 386,341 407,616
Fannie Mae Pool #CA2690 3.00% 2048 8,971,444 9,182,677
Fannie Mae Pool #CA2963 4.50% 2049 1,377,017 1,449,536
Fannie Mae Pool #CA3084 4.00% 2049 49,510,602 51,641,687
Fannie Mae Pool #CA3099 4.50% 2048 1,096,505 1,156,624
Fannie Mae Pool #CA3806 3.00% 2049 1,519,782 1,565,000
Fannie Mae Pool #CA3807 3% 2049 3,005,090 3,092,643
Fannie Mae Pool #FM1437 4.00% 2048 4,703,336 4,903,369
Fannie Mae Pool #MA1892 3.00% 2024 264,460 270,381
Fannie Mae Pool #MA3058 4.00% 2047 227,895 238,202
Fannie Mae Pool #MA3147 3.00% 2047 10,025,422 10,254,603
Fannie Mae Pool #MA3210 3.50% 2047 85,818,986 88,986,393
Fannie Mae Pool #MA3276 3.50% 2048 25,966 26,822
Fannie Mae Pool #MA3384 4.00% 2048 4,268,932 4,453,683
Fannie Mae Pool #MA3409 3.00% 2033 1,366,390 1,400,330
Fannie Mae Pool #MA3443 4.00% 2048 18,119,251 18,813,417
Fannie Mae Pool #MA3467 4.00% 2048 184,958,565 192,585,702
Fannie Mae Pool #MA3495 4.00% 2048 88,594,111 92,241,265
Fannie Mae Pool #MA3496 4.50% 2048 761,451 801,831
Fannie Mae Pool #MA3516 3.00% 2033 103,028 105,416
Fannie Mae Pool #MA3521 4.00% 2048 46,879,847 48,760,010
Fannie Mae Pool #MA3615 4.00% 2049 27,555 28,575
Fannie Mae Pool #MA3639 4.50% 2049 8,257,574 8,698,165
Fannie Mae Pool #MA3664 4.00% 2049 9,825,180 10,192,760
Fannie Mae Pool #MA3764 2.50% 2034 72,635,598 73,293,676
Fannie Mae Pool #MA3775 3.50% 2049 63,513,489 65,289,771
Fannie Mae Pool #MA3776 4.00% 2049 10,031,639 10,447,631
Fannie Mae Pool #MA3803 3.50% 2049 105,144,249 108,084,923
Fannie Mae Pool #MA3804 4.00% 2049 1,362,175 1,417,000
Fannie Mae, Series 2001-4, Class GA, 9.156% 2025 880 933
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041 13,108 14,837
Fannie Mae, Series 2002-W1, Class 2A, 5.702% 2042 35,126 38,210
Fannie Mae, Series 2002-W3, Class A5, 7.50% 2041 25,906 30,630
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 2069 4,202,874 4,507,498
Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.0% 2069 4,977,699 5,296,998
FirstEnergy Corp. 2.85% 2022 4,281,000 4,347,638
FirstEnergy Corp. 3.50% 2028 2,400,000 2,506,841
FirstEnergy Corp. 3.90% 2027 19,178,000 20,454,047
FirstEnergy Corp. 4.85% 2047 10,453,000 12,441,286
FirstEnergy Corp. 7.375% 2031 5,150,000 7,293,801
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 2031 31,410,000 32,759,060
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.53% 2030 1,500,000 1,588,157
Ford Credit Auto Owner Trust, Series 2018-2, Class A, 3.47% 2030 17,675,000 18,523,135
Ford Credit Floorplan Master Owner Trust, Series 2019-4, Class A, 2.44% 2026 3,672,000 3,685,917
Ford Motor Credit Co. 2.343% 2020 3,000,000 2,982,864
Ford Motor Credit Co. 3.096% 2023 8,071,000 7,927,586
Ford Motor Credit Co. 3.157% 2020 3,188,000 3,196,410
Ford Motor Credit Co. 3.20% 2021 6,665,000 6,675,584
Ford Motor Credit Co. 3.219% 2022 770,000 769,466
Ford Motor Credit Co. 3.336% 2021 300,000 301,478
Ford Motor Credit Co. 3.339% 2022 13,345,000 13,366,699
Ford Motor Credit Co. 3.47% 2021 15,400,000 15,481,358
Ford Motor Credit Co. 3.81% 2024 1,200,000 1,196,756
Ford Motor Credit Co. 3.813% 2021 16,314,000 16,538,742
Ford Motor Credit Co. 4.14% 2023 12,000,000 12,192,696
Ford Motor Credit Co. 5.596% 2022 14,275,000 15,003,039
Fox Corp. 4.03% 2024 2,240,000 2,384,511
Fox Corp. 5.576% 2049 2,065,000 2,626,540
France Télécom 9.00% 2031 1,480,000 2,309,835
Freddie Mac 3.00% 2046 36,746,755 37,926,877
Freddie Mac 3.50% 2045 30,450,035 32,262,390
Freddie Mac 3.50% 2047 102,470,696 106,154,107
Freddie Mac 3.50% 2047 57,302,274 59,404,579
Freddie Mac 3.50% 2047 7,511,782 7,779,870
Freddie Mac 3.50% 2048 31,139,776 32,755,401
Freddie Mac 3.50% 2048 32,129,830 33,495,637
Freddie Mac 3.50% 2048 16,626,910 17,097,335
Freddie Mac 3.50% 2048 960,172 1,003,297
Freddie Mac 4.00% 2047 3,121,638 3,276,955
Freddie Mac 4.00% 2048 14,934,176 15,546,059
Freddie Mac 4.00% 2048 7,299,394 7,577,369
Freddie Mac 4.00% 2048 52,013,328 54,004,970
Freddie Mac 4.00% 2048 5,511,141 5,739,776
Freddie Mac 4.00% 2048 2,101,929 2,190,164
Freddie Mac 4.00% 2048 47,534,180 49,495,488
Freddie Mac 4.00% 2049 82,538 85,651
Freddie Mac 4.50% 2040 380,156 412,307
Freddie Mac 4.50% 2041 438,548 475,621
Freddie Mac 5.50% 2033 94,885 102,967
Freddie Mac 5.50% 2038 110,838 125,184
Freddie Mac 5.50% 2038 86,279 97,443
Freddie Mac 5.50% 2039 163,638 184,778
Freddie Mac 5.50% 2040 616,878 696,367
Freddie Mac 5.50% 2041 892,296 1,007,972
Freddie Mac Pool #G08799 3.00% 2048 59,283,755 60,582,128
Freddie Mac Pool #G61733 3.00% 2047 9,274,394 9,549,519
Freddie Mac Pool #G67701 3.00% 2046 51,335,662 52,861,922
Freddie Mac Pool #SB8000 3.00% 2034 2,133,225 2,182,257
Freddie Mac Pool #SB8002 3.00% 2034 156,570,193 160,174,909
Freddie Mac Pool #ZA7009 4.50% 2049 1,635,506 1,726,800
Freddie Mac Pool #ZA7160 4.50% 2049 14,793,865 15,619,659
Freddie Mac Pool #ZK3581 3.00% 2021 134,605 137,619
Freddie Mac Pool #ZN4802 4.00% 2049 1,372,067 1,427,632
Freddie Mac Pool #ZS8715 3.00% 2033 2,739,863 2,802,998
Freddie Mac Pool #ZT1545 4.00% 2048 30,142,241 31,260,036
Freddie Mac Pool #ZT1798 3.00% 2034 452,852 463,158
Freddie Mac Pool #ZT1858 4.50% 2049 46,137,691 49,471,508
Freddie Mac Pool #ZT1871 3.00% 2034 813,375 832,199
Freddie Mac Pool #ZT1931 3.00% 2033 463,038 475,267
Freddie Mac Pool #ZT2019 3.00% 2034 4,068,906 4,160,615
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.5% 2058 3,767,082 3,942,496
Freddie Mac, Series 3061, Class PN, 5.50% 2035 114,846 130,494
Freddie Mac, Series 3146, Class PO, principal only, 0% 2036 254,030 226,965
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036 235,083 211,115
Freddie Mac, Series 3318, Class JT, 5.50% 2037 291,532 322,018
Freddie Mac, Series K020, Class A2, Multi Family, 2.373% 2022 4,300,000 4,339,964
Freddie Mac, Series K716, Class A2, Multi Family, 3.13% 2021 6,575,000 6,663,868
Freddie Mac, Series K718, Class A2, Multi Family, 2.791% 2022 9,240,000 9,378,970
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 27,416,727 28,705,862
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 97,755,000 105,966,420
G.O. Bonds, Series 2013-B, 3.65% 2020 1,825,000 1,833,103
G.O. Bonds, Series 2013-B, 4.11% 2022 750,000 769,755
G.O. Bonds, Series 2013-B, 4.31% 2023 2,125,000 2,180,739
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.65% 2020 250,000 253,143
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 2,370,000 2,535,663
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 3,210,000 3,461,022
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 2,400,000 2,437,248
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 6.20% 2021 3,892,000 4,064,571
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 2023 520,000 525,447
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 2023 360,000 364,963
General Electric Capital Corp. 2.342% 2020 4,588,000 4,578,062
General Electric Capital Corp. 3.10% 2023 1,750,000 1,774,420
General Electric Capital Corp. 3.373% 2025 4,615,000 4,712,676
General Electric Co. 2.70% 2022 4,800,000 4,814,160
General Mills, Inc. (3-month USD-LIBOR + 0.54%) 2.862% 2021 10,620,000 10,647,155
General Mills, Inc. 3.20% 2021 2,170,000 2,203,872
General Motors Co. 4.35% 2025 11,255,000 11,744,007
General Motors Co. 5.40% 2048 7,200,000 7,232,206
General Motors Co. 5.95% 2049 1,775,000 1,903,611
General Motors Co. 6.25% 2043 2,217,000 2,425,901
General Motors Co. 6.75% 2046 1,228,000 1,406,166
General Motors Financial Co. 3.15% 2022 11,000,000 11,131,109
General Motors Financial Co. 3.25% 2023 964,000 975,176
General Motors Financial Co. 3.45% 2022 1,850,000 1,886,384
General Motors Financial Co. 3.50% 2024 9,575,000 9,700,758
General Motors Financial Co. 3.55% 2022 6,160,000 6,294,633
General Motors Financial Co. 3.70% 2020 15,295,000 15,503,348
General Motors Financial Co. 3.70% 2023 10,000,000 10,241,890
General Motors Financial Co. 3.95% 2024 6,269,000 6,455,371
General Motors Financial Co. 4.15% 2023 15,500,000 16,128,355
General Motors Financial Co. 4.20% 2021 12,073,000 12,458,769
GlaxoSmithKline PLC 3.375% 2023 16,800,000 17,553,480
Goldman Sachs Group, Inc. 3.814% 2029 (3-month USD-LIBOR + 1.158% on 4/23/2028) 9,600,000 10,185,821
Goldman Sachs Group, Inc. 4.223% 2029 (3-month USD-LIBOR + 1.301% on 5/1/2028) 3,000,000 3,275,355
Goldman Sachs Group, Inc. 5.25% 2021 3,550,000 3,741,746
Goldman Sachs Group, Inc. 5.75% 2022 7,375,000 7,948,591
Goldman Sachs Group, Inc., junior subordinated, 5.30% (3-month USD-LIBOR + 3.834% on 11/10/2026) 1,750,000 1,839,075
Government National Mortgage Assn. 4.50% 2049 8,779,972 9,189,391
Government National Mortgage Assn. 4.50% 2049 6,265,322 6,549,223
Government National Mortgage Assn. 4.50% 2049 77,880,207 81,511,839
Government National Mortgage Assn. 5.00% 2049 3,784,131 3,995,781
Government National Mortgage Assn. 5.00% 2049 83,371,610 88,173,648
Government National Mortgage Assn. 5.00% 2049 1,858,854 1,959,929
Government National Mortgage Assn. Pool #MA5332 5% 2048 253,656 268,737
Government National Mortgage Assn. Pool #MA5653 5% 2048 32,661,452 34,488,240
Government National Mortgage Assn. Pool #MA5711 4.50% 2049 961,010 1,005,822
Government National Mortgage Assn. Pool #MA5876 4.00% 2049 116,719,255 121,451,870
Government National Mortgage Assn. Pool #MA5877 4.50% 2049 748,313 783,207
Government National Mortgage Assn. Pool #MA5878 5% 2049 41,310,784 43,702,720
Government National Mortgage Assn. Pool #MA5931 4.00% 2049 3,984,819 4,151,312
Government National Mortgage Assn. Pool #MA5932 4.50% 2049 49,781,510 52,260,480
Government National Mortgage Assn. Pool #MA5933 5.00% 2049 9,245,582 9,816,145
Government National Mortgage Assn. Pool #MA5986 4.00% 2049 25,071,948 26,142,521
Government National Mortgage Assn. Pool #MA5988 5.00% 2049 5,034,519 5,345,376
Government National Mortgage Assn. Pool #MA6042 5.00% 2049 266,415 282,785
Government National Mortgage Assn. Pool #MA6092 4.50% 2049 8,156,186 8,620,909
Government National Mortgage Assn. Pool #MA6156 4.50% 2049 7,474,577 7,880,753
Greece (Hellenic Republic of) 3.45% 2024 19,500,000 23,837,962
Groupe BPCE SA 2.75% 2023 6,875,000 6,992,920
Groupe BPCE SA 5.15% 2024 4,711,000 5,162,427
Groupe BPCE SA 5.70% 2023 28,166,000 31,074,618
HSBC Holdings PLC 4.583% 2029 (3-month USD-LIBOR + 1.535% on 6/19/2028) 12,000,000 13,322,448
Harris Corp. 2.70% 2020 1,300,000 1,302,729
Harris Corp. 3.832% 2025 945,000 1,010,093
High-Speed Passenger Train G.O. Rev. Ref. Bonds, Series 2017-A, 2.367% 2022 3,775,000 3,823,584
Holcim Ltd. 5.15% 2023 1,560,000 1,677,641
Home Depot, Inc. 4.40% 2021 7,200,000 7,437,535
Home Depot, Inc. 4.50% 2048 7,165,000 8,955,906
Home Equity Mortgage Trust, Series 2006-6, Class 2A1, (1-month USD-LIBOR + 0.10%) 2.218% 2037 1,336,742 72,157
Hospitality Properties Trust 3.95% 2028 1,710,000 1,624,647
Hospitality Properties Trust 4.25% 2021 4,250,000 4,308,616
Hospitality Properties Trust 4.50% 2025 855,000 866,515
Hospitality Properties Trust 5.00% 2022 1,270,000 1,328,224
Huntington Bancshares Inc. 2.625% 2024 4,900,000 4,953,572
Hurricane Catastrophe Fund Fin. Corp., Rev. Bonds, Series 2013-A, 2.995% 2020 14,400,000 14,500,368
Husky Energy Inc. 7.25% 2019 3,390,000 3,421,452
Hyundai Capital America 2.55% 2020 4,200,000 4,199,887
Hyundai Capital America 2.60% 2020 325,000 325,121
Hyundai Capital America 2.75% 2020 3,321,000 3,328,014
Hyundai Capital America 3.00% 2022 4,500,000 4,536,873
Hyundai Capital America 3.25% 2022 1,521,000 1,543,211
Hyundai Capital America 3.40% 2024 8,180,000 8,337,997
Hyundai Capital America 3.75% 2021 8,500,000 8,672,720
Hyundai Capital America 3.95% 2022 8,000,000 8,223,888
IHS Markit Ltd. 3.625% 2024 3,725,000 3,864,129
IHS Markit Ltd. 4.25% 2029 5,000,000 5,389,650
IPALCO Enterprises, Inc. 3.70% 2024 200,000 207,301
Imperial Tobacco Finance PLC 3.50% 2023 2,335,000 2,384,026
Intesa Sanpaolo SpA 3.375% 2023 9,055,000 9,136,604
Intesa Sanpaolo SpA 3.875% 2027 6,250,000 6,252,525
Intesa Sanpaolo SpA 3.875% 2028 2,395,000 2,385,782
Intesa Sanpaolo SpA 5.017% 2024 71,818,000 73,994,085
Intesa Sanpaolo SpA 5.71% 2026 11,725,000 12,454,389
Iron Mountain Inc. 5.25% 2028 6,305,000 6,549,130
Italy (Republic of) 0.95% 2023 45,000,000 50,668,778
Italy (Republic of) 1.50% 2025 33,327,000 38,686,672
Italy (Republic of) 2.10% 2026 48,750,000 58,845,488
JBS Investments GmbH II 5.75% 2028 7,046,000 7,354,263
JBS Investments GmbH II 7.00% 2026 7,170,000 7,754,283
JPMorgan Chase & Co. 2.301% 2025 (USD-SOFRRATE + 1.160% on 10/15/2024) 16,000,000 15,960,448
JPMorgan Chase & Co. 2.776% 2023 (3-month USD-LIBOR + 0.935% on 4/25/2022) 7,300,000 7,408,317
JPMorgan Chase & Co. 3.207% 2023 (3-month USD-LIBOR + 0.695% on 04/01/2022) 275,000 281,673
JPMorgan Chase & Co. 3.509% 2029 (3-month USD-LIBOR + 0.945% on 1/23/2028) 9,600,000 10,155,139
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023) 11,425,000 11,923,998
JPMorgan Chase & Co. 3.625% 2024 675,000 715,738
JPMorgan Chase & Co. 4.203% 2029 (3-month USD-LIBOR + 1.26% on 7/23/2028) 11,980,000 13,320,790
Japan, Series 20, 0.10% 2025 11,418,750,000 108,986,358
Jersey Central Power & Light Co. 4.3% 2026 310,000 339,664
Keurig Dr Pepper Inc. 4.057% 2023 16,125,000 17,072,924
Keurig Dr Pepper Inc. 4.417% 2025 9,617,000 10,511,900
Keurig Dr Pepper Inc. 4.597% 2028 12,433,000 13,988,580
Keurig Dr Pepper Inc. 5.085% 2048 7,925,000 9,371,027
Kimco Realty Corp. 3.40% 2022 1,045,000 1,080,988
Kinder Morgan Energy Partners, LP 5.50% 2044 700,000 807,806
Kinder Morgan Energy Partners, LP 6.50% 2037 900,000 1,119,836
Kinder Morgan, Inc. 5.30% 2034 760,000 874,320
Kraft Heinz Co. 4.875% 2049 10,000,000 10,108,130
Kroger Co. 2.60% 2021 8,000,000 8,031,256
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026 417,729 437,577
Laboratory Corp. of America Holdings 4.70% 2045 4,160,000 4,641,849
Legacy Mortgage Asset Trust, Series 2019-GS2, Class A1, 3.75% 2059 1,927,730 1,945,388
Level 3 Communications, Inc. 4.625% 09-15-27 5,000,000 5,057,750
Lloyds Banking Group PLC 4.375% 2028 8,825,000 9,593,049
Lockheed Martin Corp. 2.50% 2020 3,055,000 3,069,166
Lockheed Martin Corp. 3.10% 2023 1,155,000 1,191,880
Lockheed Martin Corp. 3.55% 2026 2,445,000 2,623,781
Lockheed Martin Corp. 4.50% 2036 1,895,000 2,273,407
Lockheed Martin Corp. 4.70% 2046 4,995,000 6,360,433
Lowe's Companies, Inc. 3.65% 2029 6,331,000 6,776,766
Lowe's Companies, Inc. 4.55% 2049 1,130,000 1,307,485
MGM Resorts International 7.75% 2022 2,000,000 2,242,520
MPLX LP 4.00% 2028 4,665,000 4,868,464
McDonald's Corp. 4.45% 2047 3,535,000 4,068,032
MetLife Capital Trust IV, junior subordinated, 7.875% 2067 (3-month USD-LIBOR + 3.96% on 12/1/2037) 1,405,000 1,849,816
Metlife, Inc. 3.60% 2025 3,490,000 3,772,250
Metropolitan Edison Co. 4.30% 2029 1,000,000 1,129,261
Metropolitan Life Global Funding I 2.00% 2020 230,000 229,954
Mexican Government 5.50% 2046 1,751,000 1,748,549
Mexican Government 5.50% 2047 3,034,000 3,024,595
Mexican Government 5.50% 2047 215,000 214,334
Microsoft Corp. 4.25% 2047 10,000,000 12,431,900
Mississippi Power Co. 4.25% 2042 11,247,000 12,207,775
Mitsubishi UFJ Financial Group, Inc. 2.623% 2022 5,000,000 5,042,205
Molson Coors Brewing Co. 2.10% 2021 2,415,000 2,415,529
Molson Coors Brewing Co. 2.25% 2020 4,525,000 4,522,891
Molson Coors Brewing Co. 3.00% 2026 5,530,000 5,588,718
Molson Coors Brewing Co. 4.20% 2046 4,530,000 4,588,623
Mondelez International, Inc. 1.625% 2019 16,100,000 16,093,576
Morgan Stanley 2.50% 2021 19,200,000 19,328,659
Morgan Stanley 2.625% 2021 4,625,000 4,668,739
Morgan Stanley 2.72% 2025 (1-month USD-SOFR + 1.152% on 07-22-24) 7,600,000 7,692,864
Morgan Stanley 3.125% 2023 5,625,000 5,773,922
Morgan Stanley 3.70% 2024 750,000 795,056
Morgan Stanley 5.75% 2021 7,560,000 7,907,737
NBCUniversal Enterprise, Inc., junior subordinated, 5.25% 5,170,000 5,326,910
NIKE, Inc. 3.875% 2045 6,845,000 7,840,092
NV Energy, Inc. 6.25% 2020 2,850,000 2,977,261
NXP BV and NXP Funding LLC 4.125% 2021 2,000,000 2,052,816
New York Life Global Funding 1.95% 2020 145,000 144,994
NiSource Finance Corp. 2.65% 2022 275,000 278,464
Niagara Mohawk Power Corp. 3.508% 2024 7,575,000 7,996,223
Niagara Mohawk Power Corp. 4.278% 2034 1,000,000 1,155,449
Nissan Motor Co., Ltd. 2.60% 2022 1,415,000 1,420,237
Noble Corp. PLC 7.95% 2025 1,595,000 1,016,813
Noble Corp. PLC 8.95% 2045 845,000 422,500
Nordea Bank AB 2.50% 2020 7,125,000 7,161,309
Northrop Grumman Corp. 3.25% 2028 10,845,000 11,394,234
Occidental Petroleum Corp. 2.60% 2021 2,315,000 2,330,839
Occidental Petroleum Corp. 2.70% 2022 3,500,000 3,532,085
Occidental Petroleum Corp. 2.90% 2024 7,371,000 7,435,224
Occidental Petroleum Corp. 3.20% 2026 920,000 927,638
Occidental Petroleum Corp. 3.50% 2029 971,000 986,699
Occidental Petroleum Corp. 4.85% 2021 3,349,000 3,463,683
Occidental Petroleum Corp. 6.60% 2046 1,690,000 2,204,987
Odebrecht Drilling Norbe 0% 1,150,000 14,375
Odebrecht Drilling Norbe 7.35% 2026 34,857 21,001
Omega Healthcare Investors, Inc. 4.375% 2023 900,000 949,165
PNC Financial Services Group, Inc. 2.854% 2022 5,850,000 5,968,176
PNC Funding Corp. 3.30% 2022 8,700,000 8,980,871
PT Indonesia Asahan Aluminium Tbk 5.23% 2021 1,862,000 1,956,608
PT Indonesia Asahan Aluminium Tbk 5.71% 2023 1,020,000 1,123,530
Pacific Gas and Electric Co. 2.45% 2022 7,200,000 7,146,000
Pacific Gas and Electric Co. 3.25% 2023 5,615,000 5,600,963
Pacific Gas and Electric Co. 3.30% 2027 3,750,000 3,731,250
Pacific Gas and Electric Co. 3.40% 2024 850,000 856,375
Pacific Gas and Electric Co. 4.65% 2028 7,500,000 7,987,500
Pacific Gas and Electric Co. 4.75% 2044 336,000 357,840
Petroleos Mexicanos 6.35% 2048 4,720,000 4,354,955
Petróleos Mexicanos 6.50% 2027 48,863,000 50,988,541
Petróleos Mexicanos 6.875% 2026 53,310,000 57,441,525
Petróleos Mexicanos 7.47% 2026 2,950,000 12,482,264
Philip Morris International Inc. 2.625% 2022 1,515,000 1,533,784
Philip Morris International Inc. 4.25% 2044 9,550,000 10,526,249
Piedmont Operating Partnership LP 4.45% 2024 1,000,000 1,054,447
Portuguese Republic 5.125% 2024 24,775,000 28,276,525
Portuguese Republic 5.65% 2024 20,000,000 27,499,220
Prestige Auto Receivables Trust, Series 2019-1A, Class C, 3.11% 2024 2,190,000 2,211,981
Prestige Auto Receivables Trust, Series 2019-1A, Class D, 3.45% 2025 1,355,000 1,373,160
Progress Energy, Inc. 7.75% 2031 1,820,000 2,597,451
Public Service Electric and Gas Co. 3.20% 2029 6,000,000 6,387,600
Public Service Electric and Gas Co. 3.85% 2049 875,000 994,660
Public Service Enterprise Group Inc. 2.65% 2022 1,000,000 1,014,661
Public Service Enterprise Group Inc. 2.875% 2024 4,850,000 4,982,458
Puget Energy, Inc. 3.65% 2025 3,000,000 3,081,036
Puget Energy, Inc. 5.625% 2022 8,004,000 8,563,840
Puget Energy, Inc. 6.00% 2021 8,186,000 8,710,092
Puget Energy, Inc. 6.50% 2020 5,294,000 5,544,168
QEP Resources, Inc. 5.25% 2023 3,420,000 3,189,218
Qatar (State of) 4.50% 2028 5,100,000 5,822,996
Qatar (State of) 5.103% 2048 3,400,000 4,353,870
Ras Laffan Liquefied Natural Gas II 5.298% 2020 122,750 124,284
Republic Services, Inc. 5.00% 2020 4,800,000 4,856,914
Reynolds American Inc. 3.25% 2022 1,477,000 1,503,562
Reynolds American Inc. 4.45% 2025 21,900,000 23,381,820
Reynolds American Inc. 5.85% 2045 125,000 138,609
Royal Bank of Scotland PLC 4.445% 2030 (3-month USD-LIBOR + 1.871% on 5/05/2029) 5,000,000 5,359,610
SCANA Corp. 4.125% 2022 427,000 440,885
SCANA Corp. 4.75% 2021 2,798,000 2,866,045
Sabine Pass Liquefaction, LLC 5.625% 2021 1,100,000 1,136,584
Sabine Pass Liquefaction, LLC 5.625% 2023 1,000,000 1,087,275
Sabine Pass Liquefaction, LLC 5.625% 2025 10,000,000 11,244,730
Sabine Pass Liquefaction, LLC 5.75% 2024 8,000,000 8,922,960
Sabine Pass Liquefaction, LLC 5.875% 2026 15,700,000 18,010,977
Sabine Pass Liquefaction, LLC 6.25% 2022 2,300,000 2,478,965
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 300,000 306,000
Santander Drive Auto Receivables Trust, Series 2016-1, Class C, 3.09% 2022 2,091,876 2,093,926
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 2022 478,724 478,886
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 2022 8,424,680 8,433,054
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 2022 3,955,000 3,969,321
Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.61% 2025 3,110,000 3,174,299
Santander Holdings USA, Inc. 3.50% 2024 8,325,000 8,547,003
Saudi Arabia (Kingdom of) 3.625% 2028 11,435,000 12,142,987
Saudi Arabia (Kingdom of) 3.628% 2027 5,000,000 5,318,170
Saudi Arabia (Kingdom of) 4.00% 2025 580,000 622,393
Saudi Arabian Oil Co. 2.875% 2024 5,535,000 5,601,226
Saudi Arabian Oil Co. 3.50% 2029 12,898,000 13,473,109
Scentre Group 2.375% 2019 2,365,000 2,364,345
Scentre Group 2.375% 2021 175,000 174,769
Scentre Group 3.50% 2025 4,565,000 4,736,324
Schlumberger BV 4.00% 2025 8,791,000 9,381,043
Shell International Finance BV 3.875% 2028 9,410,000 10,575,636
Shire PLC 2.40% 2021 26,279,000 26,408,608
Shire PLC 2.875% 2023 11,084,000 11,313,771
Shire PLC 3.20% 2026 15,100,000 15,595,673
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 2033 1,308,854 1,317,354
SoftBank Group Corp. 3.36% 2023 5,800,000 5,836,250
Southern California Edison Co. 2.85% 2029 4,051,000 4,088,800
Southern California Edison Co. 2.90% 2021 13,075,000 13,204,979
Southern California Edison Co. 3.40% 2023 1,800,000 1,864,748
Southern California Edison Co. 3.50% 2023 10,850,000 11,318,167
Southern California Edison Co. 3.65% 2028 500,000 535,573
Southern California Edison Co. 3.70% 2025 1,425,000 1,508,786
Southern California Edison Co. 3.875% 2021 1,275,000 1,304,212
Southern California Edison Co. 4.00% 2047 13,647,000 14,705,543
Southern California Edison Co. 4.125% 2048 5,858,000 6,383,035
Southern California Edison Co. 4.20% 2029 13,050,000 14,572,818
Southern California Edison Co. 5.35%2035 475,000 563,438
Southern California Edison Co. 5.55% 2037 825,000 1,007,900
Southern California Edison Co. 5.625% 2036 1,750,000 2,146,793
Southern California Edison Co. 5.75% 2035 2,800,000 3,443,040
Southern California Edison Co. 6.00% 2034 50,000 63,137
Southern California Edison Co. 6.05% 2039 2,100,000 2,742,392
Southern California Edison Co., 4.05% 2042 1,667,000 1,777,067
Southern California Edison Co., 5.95% 2038 7,675,000 9,811,091
Southern California Edison Co., Series C, 3.60% 2045 1,701,000 1,728,444
Southern California Edison Co.2.40% 2022 1,700,000 1,705,790
Southern Co. 4.40% 2046 2,625,000 2,936,178
Southwestern Energy Co. 6.20% 2025 920,000 818,800
Starbucks Corp. 3.75% 2047 3,785,000 3,916,120
Starbucks Corp. 4.50% 2048 7,680,000 8,941,002
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 2049 3,062,396 3,101,246
Synchrony Bank 3.65% 2021 8,024,000 8,180,139
Synchrony Financial 2.85% 2022 5,400,000 5,449,734
Synchrony Financial 4.375% 2024 3,640,000 3,865,349
TC PipeLines, LP 4.375% 2025 405,000 430,905
Takeda Pharmaceutical Co., Ltd. 4.00% 2021 500,000 517,841
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 2,665,000 2,872,161
Tampa Electric Co. 2.60% 2022 4,350,000 4,389,359
Targa Resources Partners LP 5.125% 2025 175,000 180,836
Targa Resources Partners LP 5.375% 2027 175,000 181,781
Tencent Holdings Ltd. 3.28% 2024 5,000,000 5,141,885
Tencent Holdings Ltd. 3.975% 2029 2,501,000 2,685,094
Teva Pharmaceutical Finance Co. BV 2.20% 2021 20,214,000 18,546,345
Teva Pharmaceutical Finance Co. BV 2.80% 2023 86,064,000 69,819,420
Teva Pharmaceutical Finance Co. BV 3.15% 2026 41,528,000 29,173,420
Teva Pharmaceutical Finance Co. BV 4.10% 2046 46,666,000 29,457,913
Teva Pharmaceutical Finance Co. BV 6.00% 2024 29,067,000 25,161,122
Teva Pharmaceutical Finance Co. BV 6.75% 2028 18,074,000 14,888,458
Thomson Reuters Corp. 4.30% 2023 240,000 256,080
Total Capital Canada Ltd. 2.75% 2023 2,140,000 2,200,834
TransCanada PipeLines Ltd. 4.25% 2028 11,275,000 12,476,746
Transocean Inc. 5.80% 2022 2,195,000 2,145,613
Transocean Inc. 9.00% 2023 5,000,000 5,206,250
U.S. Treasury 1.375% 2026 150,000,000 147,603,000
U.S. Treasury 1.625% 2029 66,647,000 66,365,750
U.S. Treasury 1.875% 2026 50,000,000 50,830,000
U.S. Treasury 2.125% 2024 50,000,000 51,197,000
U.S. Treasury 2.125% 2024 72,100,000 73,965,948
U.S. Treasury 2.125% 2024 72,100,000 74,017,139
U.S. Treasury 2.25% 2024 65,000,000 66,852,500
U.S. Treasury 2.25% 2026 146,368,800 152,096,211
U.S. Treasury 2.25% 2027 72,100,000 75,225,535
U.S. Treasury 2.25% 2027 120,200,000 125,732,806
U.S. Treasury 2.375% 2023 48,100,000 49,333,284
U.S. Treasury 2.375% 2026 67,586,000 70,775,383
U.S. Treasury 2.50% 2023 57,200,000 59,010,952
U.S. Treasury 2.625% 2023 70,000,000 73,033,800
U.S. Treasury 2.75% 2023 173,600,000 180,675,936
U.S. Treasury 2.75% 2025 132,000,000 139,934,520
U.S. Treasury 2.875% 2025 72,100,000 77,017,220
U.S. Treasury 2.875% 2025 96,200,000 103,006,150
U.S. Treasury 2.875% 2028 48,100,000 52,896,051
U.S. Treasury 2.875% 2049 297,530,800 347,289,851
U.S. Treasury 3.00% 2049 182,915,000 218,250,520
U.S. Treasury 6.125% 2027 24,000,000 32,187,120
U.S. Treasury 8.75% 2020 38,500,000 40,790,365
U.S. Treasury Inflation-Protected Security 0.375% 2025 55,204,968 56,013,204
U.S. Treasury Inflation-Protected Security 0.375% 2027 104,886,000 106,693,500
U.S. Treasury Inflation-Protected Security 0.50% 2028 130,020,000 133,221,000
U.S. Treasury Inflation-Protected Security 1.00% 2049 124,137,518 140,681,273
Ultra Petroleum Corp. 11.00% 2024 455,100 65,990
UniCredit SpA 3.75% 2022 1,175,000 1,201,974
UniCredit SpA 4.625% 2027 625,000 664,601
UniCredit SpA 5.861% 2032 11,975,000 12,356,236
UniCredit SpA 6.572% 2022 9,735,000 10,446,220
UniCredit SpA 7.296% 2034 (5-year USD ICE Swap + 4.914% on 4/2/2029) 11,500,000 12,997,622
Uniform Mortgage-Backed Security 2.50% 2034 176,744,477 178,280,563
Uniform Mortgage-Backed Security 3.00% 2049 132,726,748 134,547,228
Uniform Mortgage-Backed Security 3.50% 2049 61,815,826 63,420,381
Uniform Mortgage-Backed Security 4.00% 2049 52,903 54,908
Uniform Mortgage-Backed Security 4.50% 2049 109,027,749 114,828,352
United Mexican States, Series M, 5.75% 2026 5,275,000 25,326,362
United Rentals, Inc. 5.50% 2027 5,000,000 5,318,750
United Technologies Corp. 3.125% 2027 9,525,000 10,006,070
UnitedHealth Group Inc. 3.35% 2022 4,385,000 4,545,184
UnitedHealth Group Inc. 3.75% 2025 5,410,000 5,826,321
VMware, Inc. 2.95% 2022 4,000,000 4,058,240
Various Purpose G.O. Bonds, Series 2009, 7.50% 2034 2,100,000 3,239,502
Verizon Communications Inc. 4.40% 2034 5,080,000 5,799,272
Verizon Owner Trust, Series 2017-1A, Class A, 2.06% 2021 8,030,761 8,028,721
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 2021 1,500,000 1,502,309
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 2021 2,000,000 2,005,938
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 2022 4,735,000 4,739,853
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 2022 2,450,000 2,457,980
Vinci SA 3.75% 2029 12,456,000 13,647,927
Virginia Electric and Power Co. 4.45% 2044 7,995,000 9,408,588
Vodafone Group PLC 4.25% 2050 3,050,000 3,122,331
Vodafone Group PLC 4.375% 2028 10,000,000 11,055,890
Volkswagen Group of America Finance, LLC 2.40% 2020 2,855,000 2,856,844
Volkswagen Group of America Finance, LLC 2.45% 2019 520,000 520,028
Volkswagen Group of America Finance, LLC 2.70% 2022 6,573,000 6,605,950
Volkswagen Group of America Finance, LLC 2.85% 2024 2,996,000 3,015,297
Volkswagen Group of America Finance, LLC 4.00% 2021 5,426,000 5,609,426
Volkswagen Group of America Finance, LLC 4.25% 2023 15,953,000 17,008,913
Volkswagen Group of America Finance, LLC 4.625% 2025 1,177,000 1,298,518
Volkswagen International Finance NV 4.00% 2020 4,000,000 4,057,252
Voya Ltd., CLO, Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 2.995% 2026 3,067,582 3,067,704
WEA Finance LLC 3.25% 2020 13,375,000 13,512,977
WM. Wrigley Jr. Co. 3.375% 2020 11,255,000 11,417,016
Wal-Mart Stores, Inc. 2.85% 2024 6,765,000 7,039,355
Wal-Mart Stores, Inc. 3.05% 2026 7,720,000 8,186,481
Walt Disney Co. 4.00% 2023 1,100,000 1,170,429
Wells Fargo & Co. 2.10% 2021 16,800,000 16,800,084
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 1,180,961 1,181,683
Williams Partners LP 4.30% 2024 595,000 633,232
Williams Partners LP 4.50% 2023 500,000 535,541
Williams Partners LP 5.25% 2020 2,900,000 2,938,167
World Financial Network Credit Card Master Note Trust, Series 2019-C, Class A, 2.21% 2026 16,000,000 16,027,840
Xcel Energy Inc. 3.30% 2025 5,650,000 5,900,335
Xcel Energy Inc. 4.70% 2020 1,700,000 1,705,561
Xerox Corp. 3.50% 2020 1,500,000 1,512,300
Zimmer Holdings, Inc. 3.15% 2022 7,845,000 7,999,343
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. 83,079 186,928 0.00
Tribune Resources, Inc., Class A, warrants, expire 2023 112,665 8,608 0.00
Tribune Resources, Inc., Class B, warrants, expire 2023 87,629 4,478 0.00
Tribune Resources, Inc., Class C, warrants, expire 2023 17,050 619 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.