Portfolio Holdings - American Funds Insurance Series - Bond Fund | Capital Group

Portfolio Holdings

American Funds Insurance Series - Bond Fund

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

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 Corp. 355 0 0.00
Corporate Risk Holdings I, Inc. 70,193 1,774,479 0.02
Vistra Energy Corp., rights 62,508 37,505 0.00
Fixed-Income Securities* Shares or Principal Amount Market Value
3M Co. 2.25% 2023 1,040,000 1,009,837
ABN AMRO Bank NV 2.65% 2021 3,000,000 2,953,701
ACE INA Holdings Inc. 2.30% 2020 2,105,000 2,073,650
ACE INA Holdings Inc. 2.875% 2022 3,725,000 3,691,397
ACE INA Holdings Inc. 3.35% 2026 2,625,000 2,583,003
ACE INA Holdings Inc. 4.35% 2045 2,320,000 2,471,865
ARAMARK Corp. 5.125% 2024 1,200,000 1,227,000
AT&T Inc. 3.40% 2024 10,470,000 10,532,548
AT&T Inc. 3.40% 2025 24,515,000 23,645,330
AT&T Inc. 3.90% 2027 14,405,000 14,522,141
AT&T Inc. 4.125% 2026 11,800,000 11,841,052
AT&T Inc. 4.90% 2037 5,726,000 5,785,986
AT&T Inc. 5.15% 2050 12,440,000 12,592,440
AbbVie Inc. 1.80% 2018 5,900,000 5,895,864
AbbVie Inc. 2.50% 2020 17,215,000 16,998,831
AbbVie Inc. 2.85% 2023 4,800,000 4,652,371
AbbVie Inc. 2.90% 2022 6,565,000 6,417,550
AbbVie Inc. 3.20% 2022 11,970,000 11,825,055
AbbVie Inc. 3.20% 2026 500,000 476,440
AbbVie Inc. 4.45% 2046 1,985,000 1,978,404
Abbott Laboratories 2.90% 2021 26,905,000 26,670,604
Abbott Laboratories 3.40% 2023 1,680,000 1,669,327
Abbott Laboratories 3.75% 2026 5,498,000 5,475,090
Abbott Laboratories 4.75% 2036 4,765,000 5,141,111
Aetna Inc. 1.70% 2018 3,525,000 3,521,264
Airbus Group SE 2.70% 2023 2,220,000 2,171,493
Alexandria Real Estate Equities, Inc. 2.75% 2020 2,075,000 2,065,779
Alexandria Real Estate Equities, Inc. 3.90% 2023 3,690,000 3,733,627
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,585,000 1,549,957
Alexandria Real Estate Equities, Inc. 4.50% 2029 150,000 152,253
Allergan PLC 3.00% 2020 8,275,000 8,235,255
Allergan PLC 3.45% 2022 11,060,000 10,972,394
Allergan PLC 3.80% 2025 12,497,000 12,293,924
Allergan PLC 4.55% 2035 3,820,000 3,745,781
Allergan PLC 4.75% 2045 10,785,000 10,589,856
Allergan, Inc. 5.00% 2021 2,194,000 2,291,578
Allstate Corp. 4.20% 2046 205,000 208,111
Ally Financial Inc. 4.25% 2021 34,100,000 34,398,375
Ally Financial Inc. 5.125% 2024 2,800,000 2,866,500
Ally Financial Inc. 8.00% 2031 14,495,000 17,774,494
Ally Financial Inc. 8.00% 2031 10,220,000 12,519,500
Altria Group, Inc. 2.625% 2026 500,000 461,459
Altria Group, Inc. 2.85% 2022 5,000,000 4,897,090
Altria Group, Inc. 3.875% 2046 1,800,000 1,681,121
Altria Group, Inc. 4.50% 2043 3,000,000 3,043,245
Altria Group, Inc. 5.375% 2044 6,600,000 7,586,073
Amazon.com, Inc. 3.15% 2027 13,865,000 13,395,032
Amazon.com, Inc. 3.875% 2037 500,000 498,035
Amazon.com, Inc. 4.05% 2047 1,355,000 1,350,798
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 2022 2,485,000 2,488,313
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class C, 2.87% 2021 175,000 175,405
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 2022 5,970,000 5,900,682
American Campus Communities, Inc. 3.35% 2020 2,910,000 2,914,796
American Campus Communities, Inc. 3.625% 2027 305,000 290,522
American Campus Communities, Inc. 3.75% 2023 3,000,000 3,001,683
American Electric Power Co., Inc. 3.20% 2027 1,425,000 1,359,781
American Energy (Marcellus), Term Loan A, (3-month USD-LIBOR + 6.50%) 0% 2021 1,875,000 67,187
American Energy (Marcellus), Term Loan B, (3-month USD-LIBOR + 3.25%) 0% 2020 519,510 292,224
American Express Co. 2.20% 2020 17,000,000 16,586,475
American Express Co. 3.00% 2024 1,350,000 1,297,535
American International Group, Inc. 4.20% 2028 12,835,000 12,985,490
American International Group, Inc. 4.75% 2048 12,975,000 13,372,710
American Tower Corp. 3.40% 2019 7,525,000 7,553,061
Amgen Inc. 2.65% 2022 1,000,000 976,653
Anadarko Petroleum Corp. 4.85% 2021 4,810,000 5,003,593
Anadarko Petroleum Corp. 5.55% 2026 10,320,000 11,277,355
Anadarko Petroleum Corp. 6.60% 2046 7,956,000 10,022,762
Analog Devices, Inc. 2.50% 2021 6,535,000 6,368,351
Analog Devices, Inc. 3.125% 2023 1,315,000 1,289,013
Analog Devices, Inc. 3.50% 2026 6,455,000 6,300,958
Andeavor Logistics LP 3.50% 2022 830,000 816,255
Andeavor Logistics LP 4.25% 2027 825,000 805,298
Anheuser-Busch InBev NV 2.65% 2021 5,775,000 5,732,675
Anheuser-Busch InBev NV 3.50% 2024 1,070,000 1,077,913
Anheuser-Busch InBev NV 3.65% 2026 18,635,000 18,544,322
Anheuser-Busch InBev NV 4.60% 2048 4,820,000 4,989,076
Anheuser-Busch InBev NV 4.90% 2046 1,000,000 1,080,834
Anthem, Inc. 2.50% 2020 10,900,000 10,720,444
Anthem, Inc. 3.65% 2027 1,500,000 1,452,098
Anthem, Inc. 4.101% 2028 9,000,000 9,042,921
Apple Inc. 1.55% 2021 12,130,000 11,627,794
Apple Inc. 2.90% 2027 13,500,000 12,857,117
Apple Inc. 3.00% 2024 170,000 168,148
Apple Inc. 3.00% 2027 750,000 718,680
Apple Inc. 3.20% 2027 510,000 498,578
Apple Inc. 3.35% 2027 502,000 496,167
Assicurazioni Generali SPA 10.125% 2042 3,800,000 6,288,344
Assicurazioni Generali SPA 7.75% 2042 3,100,000 4,798,436
AstraZeneca PLC 2.375% 2022 370,000 357,582
BB&T Corp. 2.45% 2020 5,200,000 5,157,532
BHP Billiton Finance Ltd. 6.25% 2075 5,265,000 5,557,208
BNP Paribas 3.375% 2025 1,500,000 1,452,318
BNP Paribas 3.50% 2023 18,775,000 18,668,452
BNSF Funding Trust I 6.613% 2055 1,680,000 1,877,400
Baker Hughes, a GE Co. 3.337% 2027 1,000,000 956,738
Baker Hughes, a GE Co. 4.08% 2047 1,502,000 1,421,161
Ball Corp. 4.875% 2026 375,000 376,913
Bank of America Corp. (3-month USD-LIBOR + 0.79%) 2.815% 2024 2,000,000 1,991,646
Bank of America Corp. 2.816% 2023 45,485,000 44,353,515
Bank of America Corp. 3.124% 2023 42,500,000 42,085,795
Bank of America Corp. 3.419% 2028 11,506,000 11,027,178
Bank of America Corp. 3.55% 2024 2,876,000 2,885,738
Bank of America Corp. 3.97% 2029 20,891,000 20,955,658
Bayerische Motoren Werke AG 1.45% 2019 13,610,000 13,379,896
Becton, Dickinson and Co. 2.675% 2019 2,287,000 2,272,626
Becton, Dickinson and Co. 2.894% 2022 1,560,000 1,514,626
Becton, Dickinson and Co. 3.70% 2027 2,630,000 2,542,371
Becton, Dickinson and Co. 3.734% 2024 903,000 888,771
Becton, Dickinson and Co. 4.669% 2047 3,695,000 3,763,830
Berkshire Hathaway Energy Co. 2.375% 2021 350,000 344,287
Berkshire Hathaway Energy Co. 4.50% 2045 6,095,000 6,529,543
BlueMountain CLO Ltd., Series 2014-2A, Class AR, (3-month USD LIBOR + 0.93%) 2.675% 2026 8,280,000 8,288,777
Boardwalk Pipeline Partners, LP 3.375% 2023 2,000,000 1,933,504
Boston Scientific Corp. 2.85% 2020 470,000 467,125
Boston Scientific Corp. 3.375% 2022 700,000 698,246
Boston Scientific Corp. 3.85% 2025 500,000 503,640
Boston Scientific Corp. 6.00% 2020 3,675,000 3,857,636
British American Tobacco International Finance PLC 2.75% 2020 5,550,000 5,504,817
British American Tobacco International Finance PLC 3.50% 2022 4,020,000 4,010,573
British American Tobacco International Finance PLC 3.95% 2025 5,550,000 5,574,770
British American Tobacco PLC 2.764% 2022 930,000 900,171
British American Tobacco PLC 3.222% 2024 2,000,000 1,930,146
British American Tobacco PLC 3.557% 2027 12,860,000 12,322,735
British American Tobacco PLC 4.39% 2037 2,000,000 1,990,780
British American Tobacco PLC 4.54% 2047 2,500,000 2,478,648
British Telecommunications PLC 9.125% 2030 169,000 247,275
Broadcom Ltd. 3.00% 2022 27,000,000 26,509,896
Broadcom Ltd. 3.50% 2028 7,000,000 6,588,463
Broadcom Ltd. 3.625% 2024 2,950,000 2,904,597
Broadcom Ltd. 3.875% 2027 12,360,000 12,031,891
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 6,805,000 6,826,905
CCO Holdings LLC and CCO Holdings Capital Corp. 3.75% 2028 750,000 690,106
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 3,555,000 3,407,382
CCO Holdings LLC and CCO Holdings Capital Corp. 4.464% 2022 760,000 777,352
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2027 5,000,000 4,759,500
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 3,315,000 3,212,818
CEVA Group PLC 7.00% 2021 775,000 763,375
CEVA Group PLC, Apollo Global Securities LLC LOC, (3-month USD-LIBOR + 5.50%) 0% 2021 853,448 844,914
CEVA Group PLC, Term Loan B, (3-month USD-LIBOR + 5.50%) 7.272% 2021 1,191,724 1,179,807
CEVA Logistics Canada, ULC, Term Loan, (3-month USD-LIBOR + 5.50%) 7.272% 2021 148,966 147,476
CEVA Logistics Holdings BV, Term Loan, (3-month USD-LIBOR + 5.50%) 7.272% 2021 864,000 855,360
CHARIOT FUNDING LLC 4(2) CP 6/19/2018 50,000,000 49,744,550
CHEVRON USCP 4(2) CP 4/3/2018 65,000,000 64,984,985
CIT Group Inc. 5.25% 2025 60,000 61,579
CIT Group Inc., Series C, 5.50% 2019 585,000 599,991
CMS Energy Corp. 5.05% 2022 2,669,000 2,829,458
CMS Energy Corp. 8.75% 2019 786,000 836,355
COCA-COLA CO 4(2) CP 4/26/2018 12,600,000 12,581,579
COCA-COLA CO 4(2) CP 4/4/2018 50,000,000 49,985,500
CPS Auto Receivables Trust, Series 2016-A, Class B, 3.34% 2020 7,100,000 7,116,536
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 2022 5,700,000 5,666,666
CSX Corp. 3.80% 2028 2,040,000 2,036,709
CSX Corp. 4.30% 2048 1,500,000 1,495,095
CVS Health Corp. 1.90% 2018 4,550,000 4,540,786
CVS Health Corp. 2.125% 2021 11,310,000 10,932,823
CVS Health Corp. 3.70% 2023 9,520,000 9,559,765
CVS Health Corp. 4.10% 2025 1,233,000 1,242,498
CVS Health Corp. 4.30% 2028 34,390,000 34,670,691
CVS Health Corp. 4.78% 2038 5,990,000 6,080,179
CVS Health Corp. 5.05% 2048 22,190,000 23,383,001
Canadian National Railway Co. 5.55% 2018 5,000,000 5,017,725
Canadian Natural Resources Ltd. 2.95% 2023 190,000 184,632
Canadian Natural Resources Ltd. 3.80% 2024 180,000 179,316
Canadian Natural Resources Ltd. 3.85% 2027 5,695,000 5,575,935
Canadian Natural Resources Ltd. 4.95% 2047 125,000 130,681
Capital One Financial Corp. 1.85% 2019 1,500,000 1,474,965
Capital One Financial Corp. 2.40% 2020 11,650,000 11,424,747
Capital One Financial Corp. 2.50% 2020 45,100,000 44,412,270
Capital One Multi-asset Execution Trust, Series 2015-A5, Class A5, 1.60% 2021 11,585,000 11,558,447
Cardinal Health, Inc. 4.368% 2047 375,000 354,373
Cenovus Energy Inc. 3.80% 2023 1,120,000 1,107,975
Cenovus Energy Inc. 4.25% 2027 18,130,000 17,693,375
Cenovus Energy Inc. 5.25% 2037 193,000 193,562
Cenovus Energy Inc. 5.40% 2047 11,550,000 11,649,122
Centene Corp. 4.75% 2022 200,000 203,500
Centene Corp. 4.75% 2025 325,000 317,688
Centene Corp. 5.625% 2021 1,780,000 1,833,400
Centene Corp. 6.125% 2024 375,000 391,200
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 884,434 908,431
Centerpoint Energy, Inc., 2.50% 2022 240,000 232,753
CenturyLink, Inc. 7.50% 2024 9,500,000 9,595,000
CenturyLink, Inc., Series T, 5.80% 2022 3,500,000 3,434,375
Chase Issuance Trust, Series 2013-A7, Class A, (1-month USD-LIBOR + 0.43%) 2.207% 2020 9,565,000 9,581,423
Cheniere Energy, Inc. 7.00% 2024 14,175,000 15,734,250
Chevron Corp. 2.355% 2022 5,000,000 4,853,805
Chevron Corp. 2.498% 2022 605,000 595,284
Church & Dwight Co., Inc. 3.15% 2027 750,000 709,906
Citigroup Commercial Mortgage Trust, Series 2008-C7, Class AM, 6.187% 2049 1,527,271 1,553,189
Citigroup Inc. 2.75% 2022 24,000,000 23,394,072
Citigroup Inc. 2.876% 2023 29,518,000 28,742,592
Citigroup Inc. 2.90% 2021 8,500,000 8,375,934
Citigroup Inc. 3.142% 2023 700,000 691,977
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 28,100,000 26,442,662
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, 6.319% 2029 4,650,000 4,406,480
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 5,000,000 4,717,150
Cleveland Electric Illuminating Co. 8.875% 2018 7,475,000 7,748,316
Columbia Pipeline Partners LP 2.45% 2018 6,700,000 6,695,993
Columbia Pipeline Partners LP 5.80% 2045 1,910,000 2,201,552
Comcast Corp. 3.00% 2024 1,000,000 974,567
Comcast Corp. 3.15% 2028 8,170,000 7,805,397
Comcast Corp. 3.30% 2027 240,000 232,428
Comcast Corp. 4.00% 2047 670,000 633,110
Comcast Corp. 4.00% 2048 819,000 778,163
Commonwealth Edison Company 4.00% 2048 325,000 326,882
ConocoPhillips 4.95% 2026 4,774,000 5,216,774
Consolidated Edison Company of New York, Inc. 3.875% 2047 9,600,000 9,410,218
Constellation Brands, Inc. 2.25% 2020 9,000,000 8,810,460
Constellation Brands, Inc. 2.65% 2022 3,285,000 3,176,743
Constellation Brands, Inc. 2.70% 2022 40,000 38,829
Constellation Brands, Inc. 3.20% 2023 540,000 530,038
Constellation Brands, Inc. 3.50% 2027 170,000 163,753
Constellation Brands, Inc. 3.60% 2028 1,280,000 1,236,603
Constellation Brands, Inc. 4.10% 2048 5,000,000 4,656,340
Consumers Energy Co. 3.25% 2046 3,765,000 3,371,904
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 2020 170,361 174,407
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021 378 405
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 453,009 477,102
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 891,563 956,647
Continental Airlines, Inc., Series 2001-1, Class A-1, 6.703% 2022 63,050 68,251
Cooperatieve Rabobank U.A. 2.75% 2023 500,000 486,701
Corporate Office Properties LP 5.00% 2025 130,000 134,432
Corporate Office Properties LP 5.25% 2024 10,000 10,525
Corporate Risk Holdings LLC 13.50% 2020 388,093 415,260
Corporate Risk Holdings LLC 9.50% 2019 1,804,000 1,889,690
Costco Wholesale Corp. 2.15% 2021 1,500,000 1,474,007
Credit Suisse Group AG 3.574% 2023 14,000,000 13,925,534
Credit Suisse Group AG 3.80% 2023 13,925,000 13,962,653
Cumulus Media Inc. 7.75% 2019 1,715,000 278,688
Cumulus Media Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 4.9% 2020 1,620,490 1,387,544
DCP Midstream Operating LP 4.95% 2022 500,000 505,000
DCT Industrial Trust Inc. 4.50% 2023 2,340,000 2,406,412
DISNEY WALT CO 4(2) CP 4/26/2018 50,000,000 49,926,900
DISNEY WALT CO 4(2) CP 5/18/2018 25,000,000 24,933,050
DNB ASA 2.375% 2021 750,000 730,818
DaimlerChrysler North America Holding Corp. (3-month USD-LIBOR + 0.86%) 2.633% 2018 7,500,000 7,515,480
DaimlerChrysler North America Holding Corp. 1.50% 2019 1,000,000 983,214
DaimlerChrysler North America Holding Corp. 2.85% 2022 500,000 491,555
DaimlerChrysler North America Holding Corp. 3.00% 2021 500,000 497,274
DaimlerChrysler North America Holding Corp. 3.25% 2024 755,000 742,760
DaimlerChrysler North America Holding Corp. 3.30% 2025 5,500,000 5,414,728
DaimlerChrysler North America Holding Corp. 3.35% 2023 2,000,000 1,993,632
Danske Bank AS 2.80% 2021 750,000 740,660
Deck Chassis Acquisition Inc. 10.00% 2023 3,000,000 3,262,500
Deutsche Bank AG 2.50% 2019 2,900,000 2,888,971
Deutsche Bank AG 2.85% 2019 8,700,000 8,670,864
Deutsche Bank AG 3.15% 2021 27,675,000 27,275,954
Deutsche Bank AG 3.95% 2023 10,000,000 9,979,230
Deutsche Telekom International Finance BV 1.95% 2021 16,364,000 15,698,492
Deutsche Telekom International Finance BV 2.485% 2023 300,000 283,617
Deutsche Telekom International Finance BV 3.60% 2027 795,000 781,385
Devon Energy Corp. 5.00% 2045 325,000 346,143
Diamond Offshore Drilling, Inc. 4.875% 2043 3,375,000 2,430,000
Discover Financial Services 10.25% 2019 2,700,000 2,928,906
Discover Financial Services 3.35% 2023 18,350,000 18,072,585
Discover Financial Services 4.10% 2027 12,500,000 12,414,350
Discovery Communications, Inc. 2.20% 2019 7,855,000 7,776,756
Discovery Communications, Inc. 2.95% 2023 4,185,000 4,035,989
Dollar General Corp. 1.875% 2018 1,211,000 1,210,482
Dollar Tree Inc. 5.75% 2023 1,225,000 1,282,716
Dominican Republic 5.95% 2027 8,100,000 8,484,750
Dominion Resources, Inc. 1.60% 2019 1,140,000 1,120,663
Dominion Resources, Inc. 1.875% 2018 5,450,000 5,413,605
Dominion Resources, Inc. 2.579% 2020 20,575,000 20,323,491
Dominion Resources, Inc. 2.962% 2019 500,000 499,198
Drive Auto Receivables Trust, Series 2015-BA, Class C, 2.76% 2021 1,631,080 1,634,127
Drive Auto Receivables Trust, Series 2015-CA, Class C, 3.01% 2021 1,287,252 1,290,556
Drive Auto Receivables Trust, Series 2015-DA, Class C, 3.38% 2021 1,939,634 1,946,265
Drive Auto Receivables Trust, Series 2016-AA, Class C, 3.91% 2021 8,214,562 8,263,184
Drive Auto Receivables Trust, Series 2016-CA, Class C, 3.02% 2021 2,500,000 2,504,403
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84% 2022 12,000,000 11,994,300
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75% 2023 3,500,000 3,481,790
Drive Auto Receivables Trust, Series 2017-AA, Class A3, 1.77% 2020 438,760 438,652
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98% 2022 9,760,000 9,766,012
Drive Auto Receivables Trust, Series 2017-BA, Class C, 2.61% 2021 19,400,000 19,408,769
Drivetime Auto Owner Trust, Series 2016-3A, Class C, 3.15% 2022 2,650,000 2,653,800
Drivetime Auto Owner Trust, Series 2017-1A, Class B, 2.26% 2021 4,100,000 4,091,165
Drivetime Auto Owner Trust, Series 2017-1A, Class C, 2.70% 2022 6,625,000 6,602,290
Drivetime Auto Owner Trust, Series 2017-3A, Class C, 3.01% 2023 6,000,000 5,984,580
Drivetime Auto Owner Trust, Series 2017-4A, Class C, 2.86% 2023 4,440,000 4,411,793
Duke Energy Corp. 2.65% 2026 5,440,000 4,970,773
Duke Energy Corp. 3.15% 2027 370,000 348,733
Duke Energy Corp. 3.75% 2024 4,026,000 4,032,305
Duke Energy Florida, LLC 3.40% 2046 6,745,000 6,147,346
EDP Finance BV 3.625% 2024 23,650,000 23,317,221
EMD Finance LLC 2.40% 2020 15,295,000 15,134,035
EMD Finance LLC 2.95% 2022 2,200,000 2,167,838
EPR Properties 4.50% 2025 385,000 384,626
EPR Properties 4.75% 2026 760,000 761,688
EQT Corp. 2.50% 2020 5,910,000 5,782,959
EQT Corp. 3.00% 2022 2,385,000 2,319,122
EQT Corp. 3.90% 2027 1,205,000 1,156,342
ERAC USA Finance Co. 4.20% 2046 375,000 353,646
ESTEE LAUDER 4(2) CP 4/6/2018 29,900,000 29,888,309
EXXON CORP CP 5/7/2018 10,250,000 10,229,568
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 2,500,000 2,564,175
Electricité de France SA 2.15% 2019 145,000 144,333
Emera Inc. 6.75% 2076 1,950,000 2,115,750
Emera US Finance LP 2.70% 2021 954,000 932,856
Emera US Finance LP 3.55% 2026 495,000 473,262
Emera US Finance LP 4.75% 2046 2,495,000 2,509,286
EnLink Midstream Partners, LP 2.70% 2019 1,850,000 1,840,197
EnLink Midstream Partners, LP 4.40% 2024 365,000 364,790
EnLink Midstream Partners, LP 5.05% 2045 1,015,000 945,672
EnLink Midstream Partners, LP 5.45% 2047 475,000 467,420
Enbridge Energy Partners, LP 4.20% 2021 6,525,000 6,641,406
Enbridge Energy Partners, LP 4.375% 2020 7,700,000 7,874,112
Enbridge Energy Partners, LP 5.20% 2020 5,655,000 5,839,359
Enbridge Energy Partners, LP 5.875% 2025 13,960,000 15,325,134
Enbridge Energy Partners, LP 7.375% 2045 25,685,000 33,247,768
Enbridge Energy Partners, LP 9.875% 2019 10,500,000 11,129,538
Enbridge Energy Partners, LP, Series B, 6.50% 2018 7,940,000 7,950,163
Enbridge Inc. 4.00% 2023 1,600,000 1,612,040
Enel Finance International SA 2.75% 2023 2,400,000 2,321,069
Enel Finance International SA 3.50% 2028 2,211,000 2,072,266
Enel Finance International SA 3.625% 2027 1,000,000 953,598
Enel Società per Azioni 8.75% 2073 1,000,000 1,188,750
Energy Transfer Partners, LP 4.15% 2020 1,000,000 1,014,317
Energy Transfer Partners, LP 4.20% 2027 260,000 251,304
Energy Transfer Partners, LP 4.75% 2026 475,000 480,763
Energy Transfer Partners, LP 5.30% 2047 22,830,000 21,477,231
Energy Transfer Partners, LP 5.40% 2047 6,690,000 6,386,053
Energy Transfer Partners, LP 6.125% 2045 12,405,000 12,898,806
Energy Transfer Partners, LP 6.25% (undated) 8,150,000 7,808,719
Energy Transfer Partners, LP 6.625% 2028 500,000 476,563
Ensco PLC, 5.20% 2025 340,000 278,375
Ensco PLC, 5.75% 2044 80,000 55,000
Entergy Corp. 4.00% 2022 750,000 766,027
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 2022 10,553,797 10,498,579
Equinix, Inc. 5.375% 2027 1,750,000 1,780,625
Essex Portfolio LP 3.25% 2023 335,000 330,040
Essex Portfolio LP 3.875% 2024 1,000,000 1,006,971
Eversource Energy 2.50% 2021 275,000 270,948
Eversource Energy 2.75% 2022 527,000 516,865
Exelon Corp. 3.40% 2026 1,570,000 1,517,738
Exelon Corp. 3.497% 2022 825,000 817,618
Exeter Automobile Receivables Trust, Series 2014-1A, Class D, 5.53% 2021 3,411,298 3,450,013
Exeter Automobile Receivables Trust, Series 2015-1A, Class C, 4.10% 2020 7,500,000 7,565,888
Exeter Automobile Receivables Trust, Series 2015-2A, Class C, 3.90% 2021 3,000,000 3,024,357
Exeter Automobile Receivables Trust, Series 2015-3A, Class C, 4.83% 2019 1,000,000 1,018,490
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 2022 8,100,000 8,027,092
Exxon Mobil Corp. 3.043% 2026 4,825,000 4,733,064
Exxon Mobil Corp. 4.114% 2046 498,000 526,144
FED HM LN BK BD 4/11/2018 9,800,000 9,795,982
FED HM LN BK BD 4/12/2018 86,800,000 86,760,072
FED HM LN BK BD 4/25/2018 100,000,000 99,894,000
FED HM LN BK BD 4/26/2018 48,300,000 48,246,870
FED HM LN BK BD 4/27/2018 80,700,000 80,607,195
FED HM LN BK BD 4/3/2018 32,000,000 31,998,400
FED HM LN BK BD 4/30/2018 50,000,000 49,935,000
FED HM LN BK BD 4/4/2018 10,500,000 10,499,055
FED HM LN BK BD 4/6/2018 12,500,000 12,497,750
FED HM LN BK BD 5/16/2018 23,100,000 23,052,183
FED HM LN BK BD 5/17/2018 17,000,000 16,964,470
FED HM LN BK BD 5/18/2018 51,900,000 51,787,896
FED HM LN BK BD 5/2/2018 78,500,000 78,390,100
FED HM LN BK BD 5/23/2018 75,000,000 74,818,500
FED HM LN BK BD 5/4/2018 86,200,000 86,073,286
FED HM LN BK BD 6/13/2018 36,200,000 36,073,662
FED HM LN MTG CORP DISC NT 4/3/2018 45,900,000 45,897,705
FED HM LN MTG CORP DISC NT 4/6/2018 50,000,000 49,991,000
Fannie Mae 2.125% 2026 12,410,000 11,754,380
Fannie Mae 3.00% 2046 73,627,793 71,836,650
Fannie Mae 3.50% 2033 25,000,000 25,439,850
Fannie Mae 3.50% 2033 59,300,000 60,253,010
Fannie Mae 3.50% 2046 2,550,884 2,564,638
Fannie Mae 3.50% 2047 21,462,418 21,521,225
Fannie Mae 3.50% 2047 79,054,211 79,283,073
Fannie Mae 3.50% 2047 11,087,271 11,119,912
Fannie Mae 3.50% 2047 16,025,315 16,072,493
Fannie Mae 3.50% 2048 3,671,704 3,682,334
Fannie Mae 3.50% 2048 150,000,000 149,995,950
Fannie Mae 3.50% 2048 77,040,000 76,932,606
Fannie Mae 4.00% 2036 609,851 632,818
Fannie Mae 4.00% 2040 1,449,751 1,498,720
Fannie Mae 4.00% 2043 1,721,987 1,776,154
Fannie Mae 4.00% 2043 14,680,840 15,175,746
Fannie Mae 4.00% 2046 3,980,189 4,104,649
Fannie Mae 4.00% 2046 15,392,771 15,878,243
Fannie Mae 4.00% 2047 9,701,839 9,969,591
Fannie Mae 4.00% 2047 86,264,522 88,645,250
Fannie Mae 4.00% 2047 20,700,428 21,290,784
Fannie Mae 4.00% 2048 50,000,000 51,290,550
Fannie Mae 4.00% 2048 739,823,000 757,617,963
Fannie Mae 4.50% 2025 366,074 379,756
Fannie Mae 4.50% 2047 29,658,756 31,117,018
Fannie Mae 4.50% 2048 398,000,000 415,942,238
Fannie Mae 5.00% 2040 538,462 583,548
Fannie Mae 5.00% 2041 3,575,247 3,845,900
Fannie Mae 5.00% 2041 3,534,589 3,819,382
Fannie Mae 5.00% 2041 921,373 1,004,035
Fannie Mae 5.00% 2041 1,529,713 1,663,672
Fannie Mae 5.00% 2041 1,200,813 1,307,949
Fannie Mae 5.00% 2041 2,286,324 2,486,009
Fannie Mae 5.50% 2023 638,971 663,005
Fannie Mae 5.50% 2027 170,117 184,753
Fannie Mae 5.50% 2038 393,581 430,941
Fannie Mae 5.50% 2038 2,733,779 2,994,860
Fannie Mae 6.00% 2026 280,241 311,577
Fannie Mae 6.00% 2027 455,465 506,394
Fannie Mae 6.00% 2037 1,179,916 1,324,906
Fannie Mae 6.00% 2037 79,687 84,580
Fannie Mae Pool #924866 3.265% 2037 875,248 900,364
Fannie Mae, Series 2001-4, Class GA, 9.237% 2025 3,294 3,512
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041 17,964 20,038
Fannie Mae, Series 2001-T10, Class A1, 7.00% 2041 29,371 33,588
Fannie Mae, Series 2002-W1, Class 2A, 7.5% 2042 41,824 45,863
Fannie Mae, Series 2002-W3, Class A-5, 7.50% 2041 34,444 39,597
FirstEnergy Corp. 2.85% 2022 4,281,000 4,155,181
FirstEnergy Corp. 3.50% 2028 3,825,000 3,661,458
FirstEnergy Corp. 3.90% 2027 19,447,000 19,122,235
FirstEnergy Corp. 4.85% 2047 12,205,000 12,865,962
FirstEnergy Corp. 7.375% 2031 7,200,000 9,484,661
FirstEnergy Corp., Series B, 4.25% 2023 700,000 717,367
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 2031 32,610,000 32,377,491
Ford Credit Floorplan Master Owner Trust, Series 2016-3, Class B, 1.75% 2021 1,620,000 1,599,280
Ford Motor Co. 5.291% 2046 1,810,000 1,773,572
Ford Motor Credit Co. 2.262% 2019 9,700,000 9,636,290
Ford Motor Credit Co. 2.343% 2020 17,500,000 17,048,850
Ford Motor Credit Co. 2.375% 2019 18,650,000 18,552,274
Ford Motor Credit Co. 2.597% 2019 9,410,000 9,337,712
Ford Motor Credit Co. 2.681% 2020 17,750,000 17,606,420
Ford Motor Credit Co. 3.157% 2020 3,150,000 3,134,716
Ford Motor Credit Co. 3.219% 2022 7,315,000 7,194,983
Ford Motor Credit Co. 3.336% 2021 300,000 298,328
Ford Motor Credit Co. 3.81% 2024 6,050,000 5,936,677
Ford Motor Credit Co. 4.134% 2025 10,000,000 9,842,500
France Télécom 9.0% 2031 1,580,000 2,315,517
Freddie Mac 3.00% 2048 41,200,000 40,138,729
Freddie Mac 3.50% 2045 38,687,840 38,991,423
Freddie Mac 3.50% 2047 73,981,957 74,188,441
Freddie Mac 3.50% 2047 8,729,937 8,753,351
Freddie Mac 3.50% 2048 33,110,000 33,168,737
Freddie Mac 4.00% 2036 812,740 845,058
Freddie Mac 4.00% 2047 3,985,316 4,099,790
Freddie Mac 4.00% 2048 110,139,000 112,818,131
Freddie Mac 4.50% 2040 501,595 530,787
Freddie Mac 4.50% 2041 574,471 607,898
Freddie Mac 4.50% 2048 10,500,000 10,972,532
Freddie Mac 5.50% 2033 143,878 156,571
Freddie Mac 5.50% 2038 152,999 167,877
Freddie Mac 5.50% 2038 119,472 131,156
Freddie Mac 5.50% 2039 225,374 247,291
Freddie Mac 5.50% 2040 858,131 939,843
Freddie Mac 5.50% 2041 1,217,253 1,335,312
Freddie Mac, Series 3061, Class PN, 5.50% 2035 149,862 163,054
Freddie Mac, Series 3146, Class PO, principal only, 0% 2036 333,696 280,964
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036 302,616 257,968
Freddie Mac, Series 3318, Class JT, 5.50% 2037 378,945 399,998
Freddie Mac, Series K020, Class A2, Multi Family 2.373% 2022 4,500,000 4,421,552
Freddie Mac, Series K716, Class A2, Multi Family 3.132% 2021 6,875,000 6,935,679
Freddie Mac, Series K718, Class A2, Multi Family 2.791% 2022 9,640,000 9,625,540
Frontier Communications Corp. 11.00% 2025 300,000 226,313
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 25,685,000 26,566,509
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 93,475,000 87,765,547
G.O. Bonds, Pension Funding Series 2013, 5.877% 2019 400,000 408,732
G.O. Bonds, Series 2013-B, 3.65% 2020 1,000,000 999,650
G.O. Bonds, Series 2013-B, 4.11% 2022 750,000 746,408
G.O. Bonds, Series 2013-B, 4.31% 2023 2,125,000 2,086,155
G.O. Bonds, Series 2013-B, 4.91% 2027 1,450,000 1,391,420
G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2035 13,780,000 14,355,039
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.65% 2020 250,000 259,115
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 2,370,000 2,488,310
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 3,210,000 3,351,336
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.15% 2025 3,955,000 4,167,344
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.547% 2019 335,000 341,958
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 2,400,000 2,494,176
G.O. Taxable Build America Bonds, Series 2010-5, 6.20% 2021 7,784,000 8,055,117
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 2023 520,000 514,376
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 2023 360,000 356,256
GMF Floorplan Owner Revolving Trust, Series 2017-1, Class A1, 2.22% 2022 7,365,000 7,291,159
General Electric Capital Corp. 2.342% 2020 4,788,000 4,683,526
General Electric Capital Corp. 3.10% 2023 1,850,000 1,812,963
General Electric Capital Corp. 3.373% 2025 4,815,000 4,656,081
General Electric Co. 2.70% 2022 5,000,000 4,850,125
General Motors Co. 5.40% 2048 7,500,000 7,507,350
General Motors Financial Co. 2.40% 2019 17,990,000 17,903,000
General Motors Financial Co. 2.45% 2020 9,000,000 8,804,088
General Motors Financial Co. 3.15% 2022 12,500,000 12,244,588
General Motors Financial Co. 3.50% 2024 1,575,000 1,522,075
General Motors Financial Co. 3.70% 2020 15,895,000 16,051,677
General Motors Financial Co. 3.70% 2023 11,500,000 11,425,595
General Motors Financial Co. 4.20% 2021 1,500,000 1,529,558
Germany (Federal Republic of) 0.10% 2026 25,560,250 34,683,309
Goldman Sachs Group, Inc. 2.875% 2021 4,000,000 3,961,132
Goldman Sachs Group, Inc. 2.905% 2023 48,156,000 46,865,516
Goldman Sachs Group, Inc. 3.20% 2023 3,542,000 3,493,563
Goldman Sachs Group, Inc. 3.584% 2023 2,000,000 2,064,068
Goldman Sachs Group, Inc. 3.75% 2025 638,000 631,784
Goldman Sachs Group, Inc. 3.814% 2029 11,892,000 11,692,238
Goldman Sachs Group, Inc. 5.30% (undated) 1,850,000 1,859,250
Goldman Sachs Group, Inc. 5.75% 2022 5,000,000 5,411,635
Government National Mortgage Assn. 4.00% 2048 50,000,000 51,380,500
Government National Mortgage Assn. 4.00% 2048 173,200,000 177,711,514
Government National Mortgage Assn. 4.50% 2040 1,169,416 1,229,606
Government National Mortgage Assn. 4.50% 2048 117,450,000 121,875,399
Great Plains Energy Inc. 4.20% 2047 2,079,000 2,085,647
Great Plains Energy Inc. 4.20% 2048 2,385,000 2,461,807
Groupe BPCE SA 2.75% 2021 9,500,000 9,297,973
Groupe BPCE SA 2.75% 2023 975,000 941,480
Groupe BPCE SA 5.15% 2024 5,211,000 5,445,485
Groupe BPCE SA 5.70% 2023 31,666,000 33,991,899
HCA Inc. 6.50% 2020 1,550,000 1,629,438
HONEYWELL INTERNATIONAL INC 4(2) CP 4/10/2018 49,500,000 49,470,795
HSBC Holdings PLC 3.033% 2023 450,000 439,430
HSBC Holdings PLC 4.041% 2028 1,000,000 999,785
Halliburton Co. 5.00% 2045 160,000 175,429
Harris Corp. 1.999% 2018 6,400,000 6,398,547
Harris Corp. 2.70% 2020 1,400,000 1,388,205
Harris Corp. 3.832% 2025 945,000 951,468
Herbalife Ltd., Term Loan, (3-month USD-LIBOR + 5.50%) 7.377% 2023 16,233,750 16,426,526
Hertz Vehicle Financing LLC, Rental Car Asset-backed Notes, Series 2013-1A, Class A2, 1.83% 2019 9,166,667 9,148,306
High-Speed Passenger Train G.O. Ref. Bonds, Series 2017-A, 2.367% 2022 3,875,000 3,836,366
Holcim Ltd. 5.15% 2023 1,760,000 1,854,470
Home Depot, Inc. 2.80% 2027 12,000,000 11,361,120
Home Depot, Inc. 3.90% 2047 830,000 826,404
Home Depot, Inc. 4.40% 2021 7,500,000 7,795,148
Home Equity Mortgage Trust, Series 2006-6, Class 2A1, (1-month USD-LIBOR + 0.10%) 2.071% 2037 1,361,462 108,536
Hospitality Properties Trust 3.95% 2028 1,810,000 1,699,414
Hospitality Properties Trust 4.25% 2021 4,750,000 4,835,989
Hospitality Properties Trust 4.50% 2025 855,000 864,662
Hospitality Properties Trust 5.00% 2022 1,370,000 1,424,526
Howard Hughes Corp. 5.375% 2025 5,700,000 5,643,000
Hurricane Catastrophe Fund Fin. Corp., Rev. Bonds, Series 2013-A, 2.995% 2020 15,000,000 15,091,500
Husky Energy Inc. 7.25% 2019 3,390,000 3,620,669
Hyundai Capital America 2.00% 2019 365,000 359,963
Hyundai Capital America 2.55% 2020 4,700,000 4,628,584
Hyundai Capital America 2.60% 2020 325,000 320,547
Hyundai Capital America 2.75% 2020 3,821,000 3,764,980
Hyundai Capital America 3.25% 2022 2,021,000 1,986,204
Hyundai Capital Services Inc. 1.625% 2019 1,600,000 1,564,794
IPALCO Enterprises, Inc. 3.70% 2024 200,000 195,952
Iberdrola Finance Ireland 5.00% 2019 1,825,000 1,875,826
Imperial Tobacco Finance PLC 3.50% 2023 2,835,000 2,805,610
Infor (US), Inc. 5.75% 2020 225,000 229,781
Intercontinentalexchange, Inc. 2.50% 2018 1,295,000 1,295,161
Intesa Sanpaolo SpA 3.375% 2023 9,100,000 8,890,473
Intesa Sanpaolo SpA 3.875% 2019 1,485,000 1,494,967
Intesa Sanpaolo SpA 3.875% 2027 870,000 822,996
Intesa Sanpaolo SpA 4.375% 2048 425,000 395,909
Intesa Sanpaolo SpA 5.017% 2024 64,790,000 63,963,992
Intesa Sanpaolo SpA 5.71% 2026 16,675,000 16,751,388
Italy (Republic of) 2.05% 2027 21,700,000 27,536,312
Italy (Republic of) 2.95% 2038 45,000,000 58,688,755
JBS SA 7.25% 2024 15,000,000 14,958,750
JEA, Electric System Rev. Bonds, Series 2017-B, 5.00% 2031 500,000 583,890
JOHN DEERE CANADA ULC 4(2) CP 5/2/2018 41,600,000 41,525,286
JPMorgan Chase & Co. 2.70% 2023 17,325,000 16,720,496
JPMorgan Chase & Co. 2.776% 2023 12,000,000 11,723,604
JPMorgan Chase & Co. 3.33% 2026 1,000,000 967,439
JPMorgan Chase & Co. 3.509% 2029 13,696,000 13,301,542
Japan, Series 19, 0.10% 2024 5,361,035,000 53,058,638
Japan, Series 20, 0.10% 2025 11,306,250,000 111,952,117
Johnson & Johnson 2.625% 2025 420,000 405,465
Kimco Realty Corp. 3.40% 2022 1,045,000 1,045,750
Kimco Realty Corp. 6.875% 2019 3,500,000 3,699,931
Kinder Morgan Energy Partners, LP 5.40% 2044 5,270,000 5,346,152
Kinder Morgan Energy Partners, LP 5.50% 2044 925,000 947,202
Kinder Morgan Energy Partners, LP 6.50% 2037 900,000 1,019,422
Kinder Morgan Energy Partners, LP 6.85% 2020 7,650,000 8,130,634
Kinder Morgan Finance Co. 5.05% 2046 248,000 243,698
Kinder Morgan, Inc. 4.30% 2025 257,000 259,213
Kinder Morgan, Inc. 4.30% 2028 500,000 498,946
Kinder Morgan, Inc. 5.20% 2048 16,405,000 16,549,577
Kinder Morgan, Inc. 5.30% 2034 760,000 781,994
Kinder Morgan, Inc. 5.55% 2045 12,055,000 12,702,800
Kroger Co. 2.00% 2019 4,005,000 3,977,265
Kroger Co. 2.60% 2021 9,500,000 9,354,992
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026 551,200 567,030
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.114% 2040 3,467,751 3,464,987
Laboratory Corporation of America Holdings 3.60% 2027 500,000 484,403
Laboratory Corporation of America Holdings 4.70% 2045 4,360,000 4,400,674
Leucadia National Corp. 5.50% 2023 520,000 535,024
Lloyds Banking Group PLC 2.907% 2023 11,950,000 11,528,595
Lloyds Banking Group PLC 4.375% 2028 9,625,000 9,733,917
Lockheed Martin Corp. 2.50% 2020 3,155,000 3,127,656
Lockheed Martin Corp. 3.10% 2023 1,155,000 1,148,915
Lockheed Martin Corp. 3.55% 2026 3,045,000 3,022,905
Lockheed Martin Corp. 4.50% 2036 2,155,000 2,290,222
Lockheed Martin Corp. 4.70% 2046 5,695,000 6,193,905
Lowe's Companies, Inc. 4.05% 2047 500,000 494,586
MGM Resorts International 7.75% 2022 2,000,000 2,232,500
MPLX LP 3.375% 2023 200,000 197,775
MPLX LP 4.00% 2028 4,865,000 4,803,375
MPLX LP 4.125% 2027 105,000 104,454
MPLX LP 4.70% 2048 1,000,000 982,687
MPLX LP 5.20% 2047 320,000 335,098
Malaysia (Federation of), Series 0315, 3.659% 2020 49,000,000 12,752,795
Malaysia (Federation of), Series 0416, 3.62% 2021 42,750,000 11,119,642
Manitoba (Province of) 3.05% 2024 5,050,000 5,053,485
Marathon Oil Corp. 4.40% 2027 10,400,000 10,572,349
McDonald's Corp. 3.35% 2023 110,000 110,695
McDonald's Corp. 3.50% 2027 7,385,000 7,311,645
McDonald's Corp. 3.80% 2028 370,000 375,188
McDonald's Corp. 4.45% 2047 4,360,000 4,519,755
McDonald's Corp. 4.875% 2045 7,365,000 8,013,149
Medtronic, Inc. 3.35% 2027 450,000 444,312
Medtronic, Inc. 4.625% 2045 5,015,000 5,496,280
Meritage Homes Corp. 6.00% 2025 500,000 515,075
MetLife Capital Trust IV 7.875% 2067 1,505,000 1,896,300
Metlife, Inc. 3.60% 2025 3,590,000 3,583,294
Metropolitan Life Global Funding I 1.75% 2018 1,455,000 1,447,041
Metropolitan Life Global Funding I 2.00% 2020 7,785,000 7,634,516
Metropolitan Life Global Funding I 2.30% 2019 675,000 671,894
Microsoft Corp. 4.25% 2047 12,750,000 13,726,943
MidAmerican Energy Holdings Co. 3.75% 2023 5,890,000 6,011,517
MidAmerican Energy Holdings Co. 5.75% 2018 7,740,000 7,740,000
Mill City Mortgage Trust, Series 2017-1, Class A1, 2.75% 2058 6,247,662 6,199,980
Mississippi Power Co. 3.95% 2028 2,000,000 2,015,130
Mississippi Power Co. 4.25% 2042 12,747,000 12,499,925
Mitsubishi UFJ Financial Group, Inc. 3.455% 2023 580,000 579,596
Molina Healthcare, Inc. 5.375% 2022 1,165,000 1,156,263
Molson Coors Brewing Co. 1.90% 2019 5,865,000 5,808,954
Molson Coors Brewing Co. 2.10% 2021 2,515,000 2,414,664
Molson Coors Brewing Co. 2.25% 2020 5,025,000 4,954,328
Molson Coors Brewing Co. 3.00% 2026 5,730,000 5,302,823
Molson Coors Brewing Co. 4.20% 2046 4,730,000 4,480,828
Mondelez International, Inc. 1.625% 2019 18,600,000 18,222,085
Morgan Stanley 2.125% 2018 7,500,000 7,498,238
Morgan Stanley 2.50% 2021 44,400,000 43,515,685
Morgan Stanley 2.625% 2021 7,200,000 7,031,650
Morgan Stanley 3.125% 2023 36,250,000 35,759,284
Morgan Stanley 3.125% 2026 7,270,000 6,882,945
Morgan Stanley 3.625% 2027 1,942,000 1,901,738
Morgan Stanley 3.772% 2029 1,000,000 985,021
Morgan Stanley 3.875% 2026 8,183,000 8,179,301
Mosaic Co. 3.25% 2022 500,000 489,893
Mosaic Co. 4.05% 2027 470,000 458,983
Mylan Laboratories Inc. 2.50% 2019 3,500,000 3,473,561
NAT RURL UTIL CP 4/2/2018 21,800,000 21,795,793
NBC Universal Enterprise, Inc. 5.25% (undated) 5,170,000 5,376,800
NBCUniversal Media, LLC 5.15% 2020 10,000,000 10,439,480
NGL Energy Partners LP 6.875% 2021 1,000,000 1,001,250
NIKE, Inc. 3.875% 2045 7,145,000 7,138,055
NN Group NV, 4.50% (undated) 8,750,000 11,726,072
NV Energy, Inc 6.25% 2020 2,950,000 3,185,251
NXP BV and NXP Funding LLC 4.125% 2021 2,000,000 2,025,000
National Australia Bank Ltd. 2.875% 2023 1,500,000 1,472,240
National Grid Plc 3.15% 2027 275,000 263,647
National Rural Utilities Cooperative Finance Corp. 10.375% 2018 13,750,000 14,364,570
Nationstar HECM Loan Trust, Series 2017-1A, Class M1, 2.9419% 2027 1,055,000 1,047,510
Nationstar HECM Loan Trust, Series 2017-2A, Class M1, 2.8154% 2027 1,115,000 1,115,000
Nationwide Building Society 3.766% 2024 2,000,000 1,996,012
Nevada Power Co., General and Refunding Mortgage Notes, Series V, 7.125% 2019 5,500,000 5,718,939
New York Life Global Funding 1.70% 2021 2,250,000 2,141,883
New York Life Global Funding 1.95% 2020 145,000 142,613
New York Life Global Funding 2.10% 2019 1,000,000 995,323
New York Life Global Funding 2.30% 2022 500,000 483,327
Newell Rubbermaid Inc. 3.85% 2023 2,380,000 2,377,220
Newell Rubbermaid Inc. 4.20% 2026 3,965,000 3,931,524
News America Inc. 4.00% 2023 1,100,000 1,127,772
NiSource Finance Corp. 2.65% 2022 275,000 266,330
Niagara Mohawk Power Corp. 3.508% 2024 7,875,000 7,899,932
Niagara Mohawk Power Corp. 4.278% 2034 1,000,000 1,042,165
Nissan Motor Co., Ltd. 2.60% 2022 1,415,000 1,372,141
Noble Corp. PLC 7.95% 2025 1,995,000 1,775,550
Noble Corp. PLC 8.95% 2045 1,760,000 1,460,800
Nordea Bank AB 2.50% 2020 7,425,000 7,313,128
Northrop Grumman Corp., 3.25% 2028 12,745,000 12,181,875
Northrop Grumman Corp., 4.03% 2047 955,000 918,959
Odebrecht Drilling Norbe 0.00% (undated) 1,195,431 32,874
Odebrecht Drilling Norbe 6.72% 2022 95,345 92,246
Odebrecht Drilling Norbe 7.35% 2026 32,727 16,773
Odebrecht Drilling Norbe 7.72% 2026 287,542 85,544
Omega Healthcare Investors, Inc. 4.375% 2023 900,000 900,334
Ontario (Province of) 3.20% 2024 9,000,000 9,050,670
Oracle Corp. 4.00% 2046 250,000 247,728
Oracle Corp. 4.125% 2045 2,525,000 2,547,187
Orange SA 2.75% 2019 3,570,000 3,569,422
PACCAR FINL CORP CP 5/1/2018 10,100,000 10,082,093
PEPSICO INC 4(2) CP 4/3/2018 52,900,000 52,887,251
PG&E Corp. 2.40% 2019 3,810,000 3,785,894
PNC Bank 2.55% 2021 1,000,000 976,688
PNC Financial Services Group, Inc. 2.854% 2022 6,050,000 5,955,209
PNC Funding Corp. 3.30% 2022 9,000,000 9,050,076
Pacific Gas and Electric Co. 2.45% 2022 7,875,000 7,530,422
Pacific Gas and Electric Co. 2.95% 2026 824,000 770,727
Pacific Gas and Electric Co. 3.25% 2023 6,490,000 6,391,702
Pacific Gas and Electric Co. 3.30% 2027 1,600,000 1,516,141
Pacific Gas and Electric Co. 3.30% 2027 1,328,000 1,262,697
Pacific Gas and Electric Co. 3.40% 2024 850,000 834,544
Pacific Gas and Electric Co. 3.50% 2025 225,000 219,785
Pacific Gas and Electric Co. 3.95% 2047 275,000 255,253
Pacific Gas and Electric Co. 4.75% 2044 336,000 347,546
Pennsylvania Electric Co. 3.25% 2028 1,355,000 1,277,033
Peru (Republic of) 4.125% 2027 9,540,000 9,997,920
Petrobras Global Finance Co. 5.299% 2025 409,000 404,399
Petrobras Global Finance Co. 5.75% 2029 15,615,000 15,132,965
Petrobras Global Finance Co. 5.999% 2028 1,053,000 1,043,786
Petrobras Global Finance Co. 6.125% 2022 7,260,000 7,775,460
Petrobras Global Finance Co. 6.85% 2115 335,000 318,250
Petrobras Global Finance Co. 7.25% 2044 45,000 46,013
Petrobras Global Finance Co. 7.375% 2027 390,000 422,955
Petrobras Global Finance Co. 8.75% 2026 12,000,000 14,115,480
Petróleos Mexicanos 5.35% 2028 11,950,000 11,770,750
Petróleos Mexicanos 6.35% 2048 16,420,000 15,947,925
Petróleos Mexicanos 6.50% 2027 9,880,000 10,564,190
Petróleos Mexicanos 6.75% 2047 460,000 466,615
Petróleos Mexicanos 7.47% 2026 2,950,000 14,373,980
Pfizer Inc. 7.20% 2039 100,000 144,175
Philip Morris International Inc. 2.375% 2022 280,000 269,812
Philip Morris International Inc. 2.50% 2022 2,500,000 2,415,663
Philip Morris International Inc. 2.625% 2022 465,000 455,801
Philip Morris International Inc. 4.25% 2044 10,570,000 10,606,234
Phillips 66 3.90% 2028 7,325,000 7,308,153
Phillips 66 4.875% 2044 375,000 400,707
Phillips 66 Partners LP 3.55% 2026 570,000 543,065
Phillips 66 Partners LP 3.75% 2028 160,000 154,635
Phillips 66 Partners LP 4.68% 2045 125,000 122,177
Phillips 66 Partners LP 4.90% 2046 210,000 211,257
Piedmont Operating Partnership LP 4.45% 2024 1,000,000 1,018,113
Pioneer Natural Resources Co. 3.45% 2021 185,000 186,241
Plains All American Pipeline, LP 4.50% 2026 1,250,000 1,241,303
Portuguese Republic 4.10% 2045 375,000 598,142
Portuguese Republic 5.125% 2024 100,550,000 107,176,044
Portuguese Republic 5.65% 2024 20,000,000 31,618,431
Procter & Gamble Co. 3.50% 2047 750,000 715,988
Progress Energy, Inc. 7.05% 2019 3,180,000 3,300,719
Progress Energy, Inc. 7.75% 2031 1,920,000 2,617,565
Prologis, Inc. 4.25% 2023 7,410,000 7,731,505
Prudential Financial, Inc. 3.878% 2028 500,000 507,022
Prudential Financial, Inc. 4.418% 2048 250,000 257,814
Public Service Auth., Rev. Obligations (Santee Cooper), Series 2014-A, 5.50% 2054 875,000 965,073
Public Service Auth., Rev. Obligations (Santee Cooper), Series 2015-A, 5.00% 2050 840,000 902,639
Public Service Auth., Rev. Obligations (Santee Cooper), Series 2015-E, 5.25% 2055 2,765,000 3,031,104
Public Service Co. of Colorado 5.80% 2018 7,860,000 7,947,167
Public Service Enterprise Group Inc. 2.00% 2021 3,061,000 2,921,039
Public Service Enterprise Group Inc. 2.65% 2022 3,906,000 3,799,409
Public Storage 3.094% 2027 215,000 206,597
Puget Energy, Inc. 3.65% 2025 3,000,000 2,977,521
Puget Energy, Inc. 5.625% 2022 8,104,000 8,716,241
Puget Energy, Inc. 6.00% 2021 8,286,000 8,993,782
Puget Energy, Inc. 6.50% 2020 5,394,000 5,821,043
QGOG Atlantic/Alaskan Rigs Ltd. 5.25% 2019 500,000 490,000
RCI Banque 3.50% 2018 8,280,000 8,280,000
Ras Laffan Liquefied Natural Gas II 5.298% 2020 299,592 307,831
Reckitt Benckiser Group PLC 2.75% 06-26-24 635,000 605,702
Republic Services, Inc. 3.375% 2027 1,215,000 1,174,724
Republic Services, Inc. 5.00% 2020 5,000,000 5,186,550
Reynolds American Inc. 2.30% 2018 1,790,000 1,789,177
Reynolds American Inc. 3.25% 2020 4,960,000 4,962,455
Reynolds American Inc. 3.25% 2022 2,250,000 2,222,512
Reynolds American Inc. 4.00% 2022 4,330,000 4,407,871
Reynolds American Inc. 4.45% 2025 15,670,000 16,134,851
Reynolds American Inc. 4.85% 2023 6,430,000 6,792,575
Reynolds American Inc. 5.70% 2035 1,255,000 1,430,108
Reynolds American Inc. 5.85% 2045 9,000,000 10,549,791
Roche Holdings, Inc. 2.375% 2027 500,000 460,304
Rockwell Collins, Inc. 2.80% 2022 245,000 238,990
Roper Technologies, Inc. 2.80% 2021 175,000 172,261
Roper Technologies, Inc. 3.80% 2026 420,000 418,768
S.A.C.I. Falabella 3.75% 2027 660,000 627,462
SCANA Corp. 4.125% 2022 2,435,000 2,419,903
SCANA Corp. 4.75% 2021 3,000,000 3,046,491
SCANA Corp. 6.25% 2020 1,300,000 1,354,123
SOCIETE GENERALE 4(2) CP 4/2/2018 33,100,000 33,094,042
STARBIRD FUNDING CORP 4(2) CP 4/2/2018 20,800,000 20,796,071
Sabine Pass Liquefaction, LLC 4.20% 2028 790,000 779,033
Sabine Pass Liquefaction, LLC 5.00% 2027 270,000 280,530
Sabine Pass Liquefaction, LLC 5.625% 2021 1,100,000 1,157,060
Sabine Pass Liquefaction, LLC 5.625% 2023 1,000,000 1,068,762
Sabine Pass Liquefaction, LLC 5.625% 2025 11,980,000 12,883,987
Sabine Pass Liquefaction, LLC 5.75% 2024 9,000,000 9,695,790
Sabine Pass Liquefaction, LLC 5.875% 2026 18,200,000 19,912,857
Sabine Pass Liquefaction, LLC 6.25% 2022 2,800,000 3,040,019
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 300,000 298,125
Santander Drive Auto Receivables Trust, Series 2016-1, Class B, 2.47% 2020 3,271,373 3,270,404
Santander Drive Auto Receivables Trust, Series 2016-1, Class C, 3.09% 2022 10,775,000 10,807,002
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 2022 1,200,000 1,193,028
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 2022 13,605,000 13,519,574
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 2022 3,955,000 3,919,164
Santander Holdings USA, Inc. 2.70% 2019 1,351,000 1,347,967
Saudi Arabia (Kingdom of) 2.875% 2023 5,280,000 5,089,139
Saudi Arabia (Kingdom of) 3.625% 2028 11,435,000 10,877,990
Saudi Arabia (Kingdom of) 3.628% 2027 5,000,000 4,813,200
Saudi Arabia (Kingdom of) 4.625% 2047 225,000 215,054
Scentre Group 2.375% 2019 2,465,000 2,440,503
Scentre Group 2.375% 2021 175,000 170,404
Scentre Group, 3.50% 2025 4,765,000 4,704,594
Schlumberger BV 3.00% 2020 600,000 598,808
Schlumberger BV 3.625% 2022 222,000 224,386
Schlumberger BV 4.00% 2025 9,185,000 9,349,751
Sherwin-Williams Co. 2.75% 2022 250,000 243,658
Sherwin-Williams Co. 3.125% 2024 145,000 140,331
Sherwin-Williams Co. 3.45% 2027 2,485,000 2,379,755
Sherwin-Williams Co. 4.50% 2047 235,000 234,449
Shire PLC 1.90% 2019 25,600,000 25,184,358
Shire PLC 2.40% 2021 31,545,000 30,476,192
Shire PLC 2.875% 2023 12,327,000 11,778,535
Shire PLC 3.20% 2026 22,295,000 20,813,586
Skandinaviska Enskilda Banken AB 1.875% 2021 500,000 477,456
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 2033 2,356,650 2,322,613
SoftBank Group Corp. 3.36% 2023 10,937,500 10,896,484
South Carolina Electric & Gas Co. 4.10% 2046 225,000 216,585
South Carolina Electric & Gas Co. 4.35% 2042 75,000 74,879
South Carolina Electric & Gas Co. 5.30% 2033 515,000 571,930
South Carolina Electric & Gas Co. 5.45% 2041 1,874,000 2,117,138
Southern California Edison Co., 4.125% 2048 880,000 899,385
Southwestern Energy Co. 4.10% 2022 3,625,000 3,489,063
Southwestern Energy Co. 4.95% 2025 6,305,000 6,147,375
Spain (Kingdom of) 2.70% 2028 38,250,000 51,824,649
Spectra Energy Partners, LP 2.95% 2018 1,615,000 1,616,768
Standard Chartered PLC 3.885% 2024 1,500,000 1,488,491
Starbucks Corp. 3.75% 2047 3,885,000 3,749,755
Sumitomo Mitsui Banking Corp. 2.784% 2022 1,600,000 1,560,957
Sumitomo Mitsui Banking Corp. 3.102% 2023 580,000 570,686
Svenska Handelsbanken AB 1.875% 2021 750,000 717,143
Swedbank AB 2.20% 2020 1,375,000 1,353,208
TC PipeLines, LP 4.375% 2025 470,000 474,558
Tampa Electric Co. 2.60% 2022 4,550,000 4,427,651
Targa Resources Partners LP 5.125% 2025 175,000 174,781
Targa Resources Partners LP 5.375% 2027 175,000 175,000
Teco Finance, Inc. 5.15% 2020 4,871,000 5,045,163
Tencent Holdings Ltd. 2.985% 2023 10,350,000 10,089,780
Tencent Holdings Ltd. 3.595% 2028 7,500,000 7,187,055
Tenet Healthcare Corp. 4.75% 2020 10,000,000 10,125,000
Tenet Healthcare Corp., 6.00% 2020 1,340,000 1,390,250
Teva Pharmaceutical Finance Company BV 2.20% 2021 3,809,000 3,432,012
Teva Pharmaceutical Finance Company BV 2.80% 2023 84,594,000 71,734,274
Teva Pharmaceutical Finance Company BV 3.15% 2026 72,312,000 58,116,937
Teva Pharmaceutical Finance Company BV 4.10% 2046 57,966,000 42,715,899
Teva Pharmaceutical Finance Company BV 6.00% 2024 1,335,000 1,297,557
Teva Pharmaceutical Finance Company BV 6.75% 2028 7,680,000 7,591,058
Thermo Fisher Scientific Inc. 2.40% 2019 4,050,000 4,036,279
Thomson Reuters Corp. 4.30% 2023 240,000 245,823
Time Warner Inc. 3.80% 2027 4,535,000 4,389,871
Total Capital Canada Ltd. 2.75% 2023 2,140,000 2,081,462
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75% 2056 14,455,493 14,333,141
Toyota Motor Credit Corp. 2.125% 2019 500,000 496,985
Toyota Motor Credit Corp. 2.70% 2023 1,000,000 981,465
Toyota Motor Credit Corp. 3.05% 2028 610,000 591,191
Transocean Inc. 5.80% 2022 2,195,000 2,118,175
Transocean Inc. 9.00% 2023 5,000,000 5,337,500
Travelers Companies, Inc. 3.75% 2046 200,000 190,641
Travelers Companies, Inc. 4.00% 2047 405,000 404,336
Travelers Companies, Inc. 4.05% 2048 155,000 156,559
Turkey (Republic of) 5.625% 2021 20,800,000 21,554,000
U S TREASURY BILL 4/19/2018 99,900,000 99,823,077
U S TREASURY BILL 4/26/2018 175,800,000 175,613,652
U S TREASURY BILL 6/14/2018 50,000,000 49,832,500
U S TREASURY BILL 6/7/2018 70,500,000 70,287,090
U S TREASURY BILL 7/12/2018 84,100,000 83,689,592
U S TREASURY BILL 7/19/2018 87,600,000 87,121,704
U S TREASURY BILL 7/26/2018 75,200,000 74,775,872
U.S. Treasury 2.125% 2024 200,000,000 193,532,000
U.S. Treasury 2.125% 2024 260,000,000 252,738,200
U.S. Treasury 2.125% 2024 75,000,000 72,671,250
U.S. Treasury 2.25% 2020 1,687,000 1,686,477
U.S. Treasury 2.25% 2023 115,000,000 112,713,800
U.S. Treasury 2.25% 2024 80,000,000 78,359,200
U.S. Treasury 2.25% 2027 125,000,000 119,791,250
U.S. Treasury 2.25% 2027 100,000,000 95,931,000
U.S. Treasury 2.25% 2027 76,075,000 73,154,481
U.S. Treasury 2.375% 2023 50,000,000 49,595,500
U.S. Treasury 2.375% 2027 200,000,000 194,144,000
U.S. Treasury 2.50% 2023 8,636,000 8,610,351
U.S. Treasury 2.625% 2023 125,000,000 125,395,000
U.S. Treasury 2.625% 2025 99,874,600 99,502,068
U.S. Treasury 2.75% 2025 199,112,300 199,968,483
U.S. Treasury 2.75% 2028 111,827,000 111,932,117
U.S. Treasury 2.75% 2047 50,000,000 47,767,000
U.S. Treasury 2.75% 2047 223,733,200 213,774,835
U.S. Treasury 2.875% 2045 413,000 405,545
U.S. Treasury 3.00% 2045 30,000,000 30,168,300
U.S. Treasury 3.00% 2048 79,180,000 79,597,279
U.S. Treasury 6.125% 2027 25,000,000 32,159,000
U.S. Treasury 8.75% 2020 40,000,000 45,918,800
U.S. Treasury Inflation-Protected Security 0.375% 2025 53,340,515 52,694,232
U.S. Treasury Inflation-Protected Security 0.375% 2027 152,014,500 148,417,500
U.S. Treasury Inflation-Protected Security 0.50% 2028 125,627,500 123,456,750
U.S. Treasury Inflation-Protected Security 0.875% 2047 73,480,419 72,942,935
U.S. Treasury Inflation-Protected Security 1.00% 2048 27,469,823 28,170,927
U.S. Treasury Inflation-Protected Security 2.00% 2026 37,783,158 41,741,521
US BANK NA CD 4/24/2018 35,000,000 34,993,805
US Bancorp 3.15% 2027 2,800,000 2,693,172
US Bancorp. 2.00% 2020 1,000,000 986,487
Ultra Petroleum Corp. 6.875% 2022 625,000 546,094
UniCredit SPA 4.625% 2027 425,000 429,864
UniCredit SPA 5.861% 2032 1,000,000 1,017,710
United Mexican States 3.60% 2025 12,000,000 11,868,000
United Mexican States 4.35% 2047 5,000,000 4,581,900
United Mexican States, Series M, 5.75% 2026 5,275,000 26,375,000
United Mexican States, Series M, 6.50% 2021 31,327,000 168,934,897
United Parcel Service, Inc., 2.50% 2023 1,500,000 1,453,953
United Rentals, Inc. 5.50% 2027 5,000,000 5,050,000
United Technologies Corp. 3.125% 2027 15,900,000 15,023,974
UnitedHealth Group Inc. 1.90% 2018 6,820,000 6,810,022
UnitedHealth Group Inc. 3.35% 2022 4,585,000 4,619,273
UnitedHealth Group Inc. 3.375% 2027 500,000 492,233
UnitedHealth Group Inc. 3.75% 2025 5,610,000 5,684,697
Unum Group 3.00% 2021 520,000 515,865
VMware, Inc. 2.95% 2022 4,500,000 4,315,613
Vale SA 4.375% 2022 828,000 851,598
Vale SA 6.25% 2026 4,538,000 5,095,266
Valeant Pharmaceuticals International, Inc. 5.50% 2025 4,350,000 4,251,038
Various Purpose G.O. Bonds, 7.50% 2034 2,200,000 3,179,946
Verizon Communications Inc. 4.125% 2027 4,676,000 4,742,114
Verizon Communications Inc. 4.40% 2034 6,020,000 5,955,002
Verizon Communications Inc. 4.50% 2033 14,685,000 14,892,631
Verizon Communications Inc. 4.522% 2048 440,000 424,913
Verizon Communications Inc. 4.862% 2046 684,000 691,756
Verizon Owner Trust, Series 2016-1A, Class A, 1.42% 2021 490,000 486,212
Verizon Owner Trust, Series 2017-1A, Class A, 2.06% 2021 18,255,000 18,081,578
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 2021 2,000,000 1,979,860
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 2021 2,500,000 2,476,695
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 2022 5,235,000 5,168,097
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 2022 2,950,000 2,905,131
Virginia Electric and Power Co. 3.8% 2028 1,575,000 1,596,755
Virginia Electric and Power Co. 4.45% 2044 8,295,000 8,803,143
Volkswagen Group of America Finance, LLC 1.65% 2018 3,500,000 3,495,184
Volkswagen Group of America Finance, LLC 2.40% 2020 3,055,000 3,014,020
Volkswagen Group of America Finance, LLC 2.45% 2019 520,000 514,673
Volkswagen International Finance NV 4.00% 2020 4,200,000 4,280,984
Voya CLO Ltd., Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 2.465% 2026 5,560,000 5,563,685
WAL-MART STORES 4(2) CP 4/23/2018 46,000,000 45,939,510
WAL-MART STORES 4(2) CP 4/9/2018 43,400,000 43,376,043
WEA Finance LLC 2.70% 2019 5,675,000 5,649,434
WEA Finance LLC 3.25% 2020 14,375,000 14,398,374
WM. Wrigley Jr. Co 3.375% 2020 13,405,000 13,521,396
Wal-Mart Stores, Inc. 2.35% 2022 1,000,000 973,742
Walt Disney Co. 5.50% 2019 5,000,000 5,139,980
WellPoint, Inc. 2.25% 2019 1,250,000 1,238,305
WellPoint, Inc. 2.30% 2018 7,440,000 7,434,130
Wells Fargo & Co. 2.10% 2021 17,500,000 16,904,685
Wells Fargo & Co. 2.60% 2021 5,250,000 5,177,954
Wells Fargo & Co. 2.625% 2022 1,000,000 967,645
Wells Fargo & Co. 3.00% 2026 5,293,000 4,958,959
Western Gas Partners LP 2.60% 2018 280,000 279,682
Western Gas Partners LP 3.95% 2025 665,000 648,846
Western Gas Partners LP 4.65% 2026 1,430,000 1,449,264
Western Gas Partners LP 5.30% 2048 675,000 669,897
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 3,000,000 2,992,623
Wheels SPV 2 LLC, Series 2016-1A, Class A2, 1.59% 2025 232,303 231,085
Williams Partners LP 4.00% 2025 500,000 492,467
Williams Partners LP 4.30% 2024 595,000 603,651
Williams Partners LP 4.50% 2023 500,000 514,135
Williams Partners LP 4.90% 2045 250,000 247,018
Williams Partners LP 5.10% 2045 245,000 249,162
Williams Partners LP 5.25% 2020 3,000,000 3,109,713
Xcel Energy Inc 3.30% 2025 5,850,000 5,747,567
Xcel Energy Inc. 3.35% 2026 500,000 485,755
Xcel Energy Inc. 4.70% 2020 12,750,000 13,104,259
Xerox Corp. 3.50% 2020 2,000,000 1,992,904
Zimmer Holdings, Inc. 3.15% 2022 9,145,000 9,019,741

For financial professionals only. Not for use with the public. Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectuses and summary prospectuses for the American Funds and the American Funds Insurance Series® , which can be obtained from a financial professional and should be read carefully before investing.

*Excludes certain securities in initial period of acquisition.