Fund Facts  

Inception Date: Mar 1, 2013
Ticker Symbol: VQCIX
Registration Date: Jan 22, 2013
Morningstar Category:Intermediate-Term Bond
As of Sep 30, 2016
Fund Net Assets ($millions) $1,701

Documents for Fund or Underlying Fund(s)  

Description

Objective  

To offer current income by approximating the performance of the Barclays U.S. Aggregate Bond Index.

Principal Investment Strategies  

The Fund invests, under normal circumstances, at least 80% of its net assets in bonds and other fixed income securities included in the Barclays U.S. Aggregate Bond Index, selected and weighted to seek to result in investment characteristics comparable to those of that index and performance that correlates with the performance of that index. The Fund considers To-Be-Announced ("TBA") transactions that provide substantially similar exposure to securities in the Barclays U.S. Aggregate Index to be investments included within the index.

The Fund follows an indexed or passively managed approach to investing. This means that securities are selected for investment to try to approximate the investment characteristics and performance of the Barclays U.S. Aggregate Bond Index. The subadviser employs a sampling technique to approximate index characteristics, using fewer securities than are contained in the index. The Barclays U.S. Aggregate Bond Index is an unmanaged index that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes treasuries, government-related and corporate securities, mortgage-backed securities (agency fixed-rate and hybrid adjustable rate mortgage pass-throughs), asset-backed securities and commercial mortgage-backed securities (agency and non-agency).

While there is no guarantee, the investment adviser expects the correlation between the Fund and its index to be at least 0.95. A correlation of 1.00 would mean the returns of the Fund and the index almost always move in the same direction (but not necessarily by the same amount). A correlation of 0.00 would mean movements in the Fund are unrelated to movements in the index.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include Interest Rate Risk, U.S. Government Agency Securities Risk, Mortgage-Backed Securities Risk, TBA Risk, Asset-Backed Securities Risk, Prepayment and Extension Risk, Credit Risk, Indexing Risk, Portfolio Turnover Risk.
Please see the Risk Glossary for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Sep 30, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Core Bond Idx T   0.45%5.67%5.05%3.83%2.82%4.43%N/A
Bloomberg Barclays U.S. Aggregate Bond Indexa,b0.46%5.80%5.19%4.03%3.08%4.79%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Performance information for T Shares prior to the inception date of this share class (March 1, 2013) is based on the performance of the Fund's Class I Shares net of fees and expenses. This prior performance has not been adjusted to reflect the actual fees and expenses paid by T Shares which are 0.25% lower than the fees and expenses of the Fund's Class I Shares. The fees and expenses of the Fund's T Shares reflect the fact that the Fund's transfer agent has contractually agreed to waive a portion of its fees on T Shares beginning March 1, 2013 through April 30, 2014. The transfer agent may not terminate this contractual fee waiver prior to the end date.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Annual Fund Operating Expenses
Total annual fund operating expenses   0.20%
Fee waiver and/or expense reimbursement0.05%
Total Expenses0.15%

A contractual expense waiver exists for this fund and will expire on 04-30-2017.

 

a. The Bloomberg Barclays U.S. Aggregate Bond Index consists of investment-grade U.S. fixed income securities.

b. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2016 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar and/or its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
Sep 23, 2016Sep 23, 2016$0.550031000
Aug 31, 2016Aug 31, 2016$0.024551000
Jul 29, 2016Jul 29, 2016$0.022201000
Jun 30, 2016Jun 30, 2016$0.022846000
May 31, 2016May 31, 2016$0.024459000
Apr 29, 2016Apr 29, 2016$0.021655000
Mar 31, 2016Mar 31, 2016$0.024748000
Feb 29, 2016Feb 29, 2016$0.024293000
Jan 29, 2016Jan 29, 2016$0.021730000
Dec 31, 2015Dec 31, 2015$0.024914000
Nov 30, 2015Nov 30, 2015$0.022699000
Oct 30, 2015Oct 30, 2015$0.023027000
Sep 30, 2015Sep 30, 2015$0.022916000
Aug 31, 2015Aug 31, 2015$0.024130000
Jul 31, 2015Jul 31, 2015$0.023942000
Jun 30, 2015Jun 30, 2015$0.024080000
May 29, 2015May 29, 2015$0.022414000
Apr 30, 2015Apr 30, 2015$0.022536000
 

Morningstar Information

Morningstar RatingTM   As of Sep 30, 2016
Period Stars Category Size
Overall 3 Stars956
3-Year 3 Stars956
5-Year 2 Stars844
10-Year 3 Stars602

For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating™ based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, fee waivers, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars and the bottom 10% receive 1 star. The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its three-, five- and ten-year (if applicable) Morningstar Rating metrics. For funds with loads, the Morningstar rating on a load-waived basis is provided, when available. Load-waived ratings do not include any front- or back-end sales loads and are intended for investors that have access to such purchase terms. Funds with loads are waived for plans administered by ICMA-RC. Past performance is no guarantee of future results.

Morningstar Stylebox As of Sep 30, 2016
Fixed Income Stylebox
High Moderate
Allocation of Assets As of Aug 31, 2016
Type of Asset Percent
Equity0%
Fixed Income94%
Cash/Other6%

Due to rounding, percentages shown may not add up to 100%.

 
 

Characteristics

Allocation of Assets As of Aug 31, 2016
Asset ClassPercent
Domestic Stock0.0%
Foreign Stock0.0%
Domestic Bond86.2%
Foreign Bond8.3%
Preferred0.0%
Convertible0.0%
Cash5.5%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Fixed Income Sector As of Aug 31, 2016
SectorPercent
Government41.1%
Securitized28.1%
Corporate24.5%
Cash & Equivalents5.5%
Municipal0.7%

Exposure reflects fixed income securities only and will sum to the fixed income exposure of the fund.

 
Credit Quality As of Oct 31, 2016
Quality LevelPercent
AAA71.1%
AA4.1%
A10.9%
BBB13.9%
BB0.0%
B0.0%
Below B0.0%
Not Rated0.0%

Due to rounding, percentages shown may not add up to 100%. Exposure reflects fixed income securities only.

 
Top Ten Holdings As of Oct 31, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET5.9%
GINNIE MAE II POOL 3.5% 11/15/2046 TBA1.6%
FANNIE MAE POOL 3.5% 11/25/2046 TBA0.9%
GINNIE MAE II POOL 3% 11/15/2046 TBA0.8%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/25/2046 TBA0.5%
UNITED STATES TREASURY NOTE/BOND 2% 02/15/20250.5%
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/20180.4%
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/20260.4%
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/20260.4%
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/20240.4%
All Holdings As of Oct 31, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5% 11/15/2046 TBA$26,240,209
FANNIE MAE POOL 3.5% 11/25/2046 TBA$15,040,132
GINNIE MAE II POOL 3% 11/15/2046 TBA$12,892,237
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/25/2046 TBA$8,906,121
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,527,796
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$7,373,079
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$7,347,933
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$7,232,506
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$6,954,928
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,549,480
FANNIE MAE POOL 4% 11/25/2046 TBA$6,371,613
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$6,060,438
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$5,968,712
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,944,308
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,894,080
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,773,928
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$5,688,768
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$5,635,683
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,500,569
UNITED STATES TREASURY NOTE/BOND 0.625% 11/30/2017$5,404,081
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,391,923
UNITED STATES TREASURY NOTE/BOND 1.25% 07/31/2023$5,363,085
FREDDIE MAC GOLD POOL 3% 11/15/2046 TBA$5,353,654
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,227,351
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,214,563
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,190,407
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,099,517
UNITED STATES TREASURY NOTE/BOND 1.625% 11/15/2022$5,029,785
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$5,020,865
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$4,980,175
UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021$4,908,354
UNITED STATES TREASURY NOTE/BOND 0.625% 04/30/2018$4,817,925
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,795,547
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,731,648
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,713,293
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,703,975
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,660,664
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$4,546,475
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,540,591
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$4,418,834
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,266,916
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$4,134,756
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,134,322
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,122,892
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,068,752
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,067,344
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,065,966
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,039,325
UNITED STATES TREASURY NOTE/BOND 0.75% 04/30/2018$3,997,500
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,976,581
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,968,703
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,843,227
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$3,815,862
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,811,639
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,799,218
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,795,190
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$3,715,198
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,675,151
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$3,674,476
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,658,010
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,631,712
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,544,775
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,511,417
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,511,347
UNITED STATES TREASURY NOTE/BOND 0.875% 09/15/2019$3,487,971
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,477,786
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,473,882
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,456,874
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,448,160
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,432,405
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,351,366
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,338,691
FREDDIE MAC GOLD POOL 3.5% 11/15/2046 TBA$3,306,147
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,270,082
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,257,694
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$3,244,700
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,227,027
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,210,329
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,203,219
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,174,150
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,171,552
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,150,585
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,137,255
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,091,113
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,078,096
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$3,065,729
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,062,052
UNITED STATES TREASURY NOTE/BOND 1.5% 08/15/2026$3,060,968
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,050,455
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,026,865
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,002,237
UNITED STATES TREASURY NOTE/BOND 0.875% 04/15/2019$2,995,605
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$2,972,674
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,967,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$2,965,458
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,947,033
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$2,927,310
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,917,181
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,914,075
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$2,910,714
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,899,151
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$2,829,815
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,828,813
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,824,644
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,818,287
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,808,412
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$2,799,388
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,769,293
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,762,384
UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2046$2,748,383
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,731,043
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,681,753
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,673,535
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,646,879
UNITED STATES TREASURY NOTE/BOND 1.125% 08/31/2021$2,646,742
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,547,561
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,525,643
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,511,508
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,498,985
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,485,675
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$2,457,634
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,452,306
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,422,488
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,421,444
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,415,188
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,411,701
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,406,029
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,402,517
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,393,701
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,372,549
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2023$2,362,219
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,356,088
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,347,018
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,333,450
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,333,318
UNITED STATES TREASURY NOTE/BOND 0.875% 03/31/2018$2,328,315
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$2,327,544
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,315,029
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,310,444
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,287,828
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,275,641
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$2,264,229
UNITED STATES TREASURY NOTE/BOND 0.75% 07/31/2018$2,261,904
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,257,064
UNITED STATES TREASURY NOTE/BOND 0.75% 08/31/2018$2,246,047
UNITED STATES TREASURY NOTE/BOND 0.75% 09/30/2018$2,225,426
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,218,314
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,188,003
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,175,483
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,170,720
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$2,164,476
UNITED STATES TREASURY NOTE/BOND 0.875% 11/15/2017$2,161,287
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,159,093
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,143,301
UNITED STATES TREASURY NOTE/BOND 0.875% 05/15/2019$2,141,396
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,132,173
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,122,620
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$2,115,487
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,115,135
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,111,138
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$2,108,497
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$2,097,447
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,086,231
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,078,039
UNITED STATES TREASURY NOTE/BOND 0.75% 08/15/2019$2,062,112
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2023$2,054,134
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,051,840
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$1,996,938
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$1,971,536
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,957,656
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,947,678
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$1,924,388
UNITED STATES TREASURY NOTE/BOND 0.75% 03/31/2018$1,919,437
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,919,258
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,901,680
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,860,911
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,827,288
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,794,103
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$1,778,642
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,721,530
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,711,895
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,694,987
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2019$1,691,855
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,689,531
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,675,621
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,633,506
FANNIE MAE POOL 2.5% 11/25/2031 TBA$1,620,773
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,597,910
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,572,091
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,570,977
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,566,166
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,560,578
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,544,774
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,536,708
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,535,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,533,315
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,525,011
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,523,841
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,514,795
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,510,999
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,510,334
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 03/07/2018$1,501,086
UNITED STATES TREASURY NOTE/BOND 0.875% 07/31/2019$1,495,958
FEDERAL HOME LOAN BANKS 0.625% 08/07/2018$1,494,182
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$1,492,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,488,883
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,487,400
FEDERAL HOME LOAN BANKS 1.125% 07/14/2021$1,483,140
REPUBLIC OF POLAND 5.125% 04/21/2021$1,470,027
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,465,516
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,435,649
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,432,111
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,431,924
AFRICAN DEVELOPMENT BANK 1% 11/02/2018$1,396,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,385,582
CITIGROUP INC 4.05% 07/30/2022$1,375,750
FREDDIE MAC GOLD POOL 2.5% 11/15/2031 TBA$1,363,404
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,359,809
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,323,601
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,317,774
KFW 4.375% 03/15/2018$1,307,188
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,301,664
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$1,298,784
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,272,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,270,563
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,269,463
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,265,861
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,265,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,250,113
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$1,247,573
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,240,547
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,238,988
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,209,445
AT&T INC 3.9% 03/11/2024$1,206,068
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,195,357
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,179,834
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,178,097
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,160,128
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,140,596
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,139,123
KFW 4% 01/27/2020$1,138,678
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$1,128,397
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,123,977
KFW 1.875% 06/30/2020$1,118,206
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,115,023
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,111,188
UNITED STATES TREASURY NOTE/BOND 3.75% 08/15/2041$1,107,299
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,106,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,102,104
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,101,839
MORGAN STANLEY 4.875% 11/01/2022$1,099,797
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 4.051% 04/15/2047$1,099,652
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,095,227
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,090,827
WESTPAC BANKING CORP 4.875% 11/19/2019$1,087,459
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,086,880
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.329% 05/25/2025$1,086,391
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,083,265
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,082,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,082,173
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 3.775% 08/15/2047$1,081,987
BANK ONE CORP 8% 04/29/2027$1,081,210
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,071,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,071,431
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,068,822
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,066,060
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,064,346
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,064,005
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,063,894
MEDTRONIC INC 3.5% 03/15/2025$1,062,234
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 11/15/2017$1,061,436
BANK OF AMERICA CORP 5.65% 05/01/2018$1,058,121
FANNIE MAE POOL 3.5% 03/01/2046$1,055,317
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,054,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,053,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$1,052,394
PFIZER INC 3% 06/15/2023$1,049,619
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$1,047,391
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,047,145
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314% 04/10/2049$1,046,493
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,046,322
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,045,373
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,044,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,041,871
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 3.137% 02/10/2048$1,037,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$1,036,565
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,036,479
FANNIE MAE POOL 4% 03/01/2046$1,033,820
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2046$1,027,545
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,026,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,026,768
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,025,063
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 2.962% 11/10/2046$1,023,373
ORACLE CORP 2.25% 10/08/2019$1,022,712
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,021,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,020,330
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,019,517
CITIGROUP INC 3.3% 04/27/2025$1,018,769
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,017,844
US BANK NA/CINCINNATI OH 2.125% 10/28/2019$1,017,285
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,017,056
MORGAN STANLEY 2.5% 01/24/2019$1,016,276
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,015,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,013,849
FREDDIE MAC GOLD POOL 3.5% 05/01/2046$1,013,793
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,010,551
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,009,842
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,009,120
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,008,454
KFW 0.875% 04/19/2018$1,008,173
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2046$1,008,068
COCA-COLA CO/THE 1.65% 03/14/2018$1,007,340
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,005,877
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043 TBA$1,005,727
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,005,553
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,003,106
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,003,033
BANK OF AMERICA NA 1.65% 03/26/2018$1,002,915
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,001,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 12/20/2017$1,001,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 02/08/2018$1,001,211
FEDERAL HOME LOAN BANKS 0.875% 10/01/2018$999,720
EUROPEAN INVESTMENT BANK 1% 06/15/2018$999,185
INTER-AMERICAN DEVELOPMENT BANK 0.875% 03/15/2018$999,161
FEDERAL HOME LOAN MORTGAGE CORP 0.75% 04/09/2018$998,974
FEDERAL FARM CREDIT BANKS 0.75% 04/18/2018$998,973
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$998,253
COLGATE-PALMOLIVE CO 0.9% 05/01/2018$997,497
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$996,233
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 07/26/2019$995,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$994,236
PACIFICORP 6% 01/15/2039$993,416
FEDERAL HOME LOAN MORTGAGE CORP 4.186% 12/25/2020$990,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$986,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$985,323
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$979,577
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$979,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$978,090
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$977,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2045$976,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$975,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2046$974,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$974,239
AMERICAN EXPRESS CO 7% 03/19/2018$967,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$966,698
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$965,444
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$961,546
WAL-MART STORES INC 5.25% 09/01/2035$960,012
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$959,868
KERR-MCGEE CORP 7.875% 09/15/2031$959,570
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$959,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$959,201
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/09/2019$958,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$957,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$956,278
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$952,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$950,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$946,248
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$943,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$940,253
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$939,541
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$936,663
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$930,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$928,068
STATE OF CALIFORNIA 7.625% 03/01/2040$924,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.505% 04/25/2023$924,162
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$922,808
AT&T INC 4.5% 03/09/2048$921,931
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$916,049
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$915,829
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$911,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$911,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$908,027
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$906,221
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$906,039
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.625% 02/10/2022$901,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$898,393
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$895,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$889,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$885,633
ORACLE CORP 2.8% 07/08/2021$882,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$881,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$881,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$880,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$879,729
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$879,274
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$874,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$872,152
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$862,153
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$859,303
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$854,983
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$854,487
BANK OF AMERICA CORP 4.875% 04/01/2044$850,245
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$849,778
WELLS FARGO & CO 4.48% 01/16/2024$848,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$847,336
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$845,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$843,618
WAL-MART STORES INC 4.3% 04/22/2044$843,600
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$836,425
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$835,063
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 3.102% 05/15/2046$834,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$833,581
HOLOGIC INC 0% 07/29/2025$832,823
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$830,598
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$828,477
WASTE MANAGEMENT INC 4.75% 06/30/2020$828,404
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$827,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$823,545
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$821,722
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$821,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$820,869
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$819,768
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418% 11/15/2035$819,678
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$818,802
MCDONALD'S CORP 4.6% 05/26/2045$816,668
BPCE SA 4% 04/15/2024$816,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$814,683
MICROSOFT CORP 3.625% 12/15/2023$813,491
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$811,586
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$810,444
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$809,629
TIME WARNER INC 4.05% 12/15/2023$808,129
RAYTHEON CO 6.75% 03/15/2018$807,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$805,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$804,492
MORGAN STANLEY 4% 07/23/2025$800,658
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$800,262
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$800,000
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373% 11/15/2025$798,650
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 04/19/2023$795,796
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$790,895
ORANGE SA 9% 03/01/2031$786,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$785,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$784,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$784,560
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$783,051
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$781,324
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$780,233
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$779,459
JUNIPER NETWORKS INC 4.35% 06/15/2025$778,817
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$776,727
STATE OF CALIFORNIA 7.55% 04/01/2039$775,080
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$772,921
FANNIE MAE POOL 3% 09/01/2046$771,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$767,622
TYSON FOODS INC 2.65% 08/15/2019$767,197
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 11/15/2020$765,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$764,722
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$764,680
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$764,292
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$763,177
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$762,943
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$762,878
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$761,701
BARCLAYS PLC 3.25% 01/12/2021$761,175
CVS HEALTH CORP 2.25% 12/05/2018$760,715
GILEAD SCIENCES INC 2.05% 04/01/2019$760,407
CANADA GOVERNMENT INTERNATIONAL BOND 1.625% 02/27/2019$759,989
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$759,360
VIACOM INC 4.5% 03/01/2021$758,567
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$758,131
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$757,387
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$756,329
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$756,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$756,219
WELLS FARGO & CO 2.15% 01/30/2020$755,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$755,887
CITIGROUP INC 2.15% 07/30/2018$755,585
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$754,263
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$753,786
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$752,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$750,736
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$750,589
BANK OF MONTREAL 1.4% 04/10/2018$750,580
EUROPEAN INVESTMENT BANK 2% 03/15/2021$750,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$749,524
WESTPAC BANKING CORP 2.1% 05/13/2021$749,092
AT&T INC 4.5% 05/15/2035$746,840
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$746,782
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$745,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$744,282
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$742,117
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$741,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$739,851
DEUTSCHE BANK AG 3.375% 05/12/2021$738,686
VERIZON COMMUNICATIONS INC 1.75% 08/15/2021$735,222
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$734,829
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$734,340
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$733,822
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$733,731
DOW CHEMICAL CO/THE 8.55% 05/15/2019$733,330
KFW 2% 05/02/2025$732,977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$731,168
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$730,329
HOME DEPOT INC/THE 5.875% 12/16/2036$730,241
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$730,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$729,739
JPMORGAN CHASE & CO 2.4% 06/07/2021$726,535
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$725,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$723,259
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$722,070
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$720,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$720,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$716,413
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$715,502
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$713,944
TRAVELERS COS INC/THE 6.75% 06/20/2036$709,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$709,289
CIGNA CORP 4.5% 03/15/2021$708,593
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$707,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$707,349
ABBOTT LABORATORIES 2.95% 03/15/2025$706,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$706,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$706,043
EXXON MOBIL CORP 1.708% 03/01/2019$705,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$704,834
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$703,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$703,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$701,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$701,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$700,012
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$699,494
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 3.622% 07/10/2047$698,824
AT&T INC 4.35% 06/15/2045$698,101
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$696,371
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$694,259
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$693,667
PETROLEOS MEXICANOS 5.5% 06/27/2044$693,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$692,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$691,214
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$690,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$689,859
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$688,293
REPUBLIC OF PERU 6.55% 03/14/2037$687,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$687,292
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$686,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$685,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$684,516
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$684,144
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$684,113
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$682,710
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$682,516
CVS HEALTH CORP 3.875% 07/20/2025$682,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$681,092
MORGAN STANLEY 5.75% 01/25/2021$680,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$679,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$677,393
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$674,964
COMCAST CORP 6.45% 03/15/2037$670,958
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$670,346
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$670,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$669,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$669,015
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$668,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$666,588
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$666,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$665,977
GRUPO TELEVISA SAB 5% 05/13/2045$665,911
CHEVRON CORP 1.79% 11/16/2018$665,828
MICROSOFT CORP 3.95% 08/08/2056$665,749
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$663,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$663,284
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$660,197
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$659,961
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$658,367
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$658,253
CISCO SYSTEMS INC 5.9% 02/15/2039$654,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$653,812
UNION PACIFIC CORP 4.821% 02/01/2044$653,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$651,768
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$650,640
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$646,551
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$644,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$644,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$643,602
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$642,618
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$642,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$642,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$642,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$639,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$637,350
NEXEN ENERGY ULC 6.4% 05/15/2037$637,150
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$636,188
SUNCOR ENERGY INC 7.15% 02/01/2032$635,822
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$635,565
PEPSICO INC 5.5% 01/15/2040$634,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$634,233
ALTRIA GROUP INC 9.25% 08/06/2019$632,216
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$631,788
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$631,700
FEDERAL HOME LOAN MORTGAGE CORP 2.149% 08/01/2043$629,993
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$629,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$628,829
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$627,715
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$626,999
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$625,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$624,948
LOCKHEED MARTIN CORP 4.5% 05/15/2036$623,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$621,060
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 3.085% 08/15/2046$620,004
MORGAN STANLEY 3.125% 07/27/2026$618,332
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$618,221
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$618,082
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$615,996
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$615,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$615,372
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$614,881
INTERNATIONAL PAPER CO 7.5% 08/15/2021$614,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$613,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$613,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$612,390
KENTUCKY UTILITIES CO 5.125% 11/01/2040$612,027
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$611,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$609,671
BNP PARIBAS SA 2.4% 12/12/2018$607,870
BANK OF AMERICA CORP 2.625% 04/19/2021$607,831
CELGENE CORP 4.625% 05/15/2044$606,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$605,518
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$604,963
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$604,708
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$604,370
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$603,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$603,072
FANNIE MAE POOL 3.5% 03/01/2046$602,882
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$598,394
ORACLE CORP 5.375% 07/15/2040$598,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$597,788
AT&T INC 5.8% 02/15/2019$597,781
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$596,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$595,661
AT&T INC 6.375% 03/01/2041$591,694
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$591,284
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$591,242
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$588,413
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$587,365
VALERO ENERGY CORP 6.625% 06/15/2037$586,899
FINANCING CORP 9.65% 11/02/2018$586,637
AETNA INC 2.4% 06/15/2021$585,889
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$585,556
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$584,528
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$583,950
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$582,892
JPMORGAN CHASE & CO 4.85% 02/01/2044$582,011
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$580,080
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$579,798
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$579,786
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$578,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$578,210
ACTAVIS FUNDING SCS 3% 03/12/2020$577,025
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 3.091% 08/10/2049$575,557
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$574,685
TIME WARNER CABLE INC 8.75% 02/14/2019$574,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$574,394
DEVON ENERGY CORP 5.85% 12/15/2025$574,142
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$573,750
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$573,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$571,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$570,739
METLIFE INC 7.717% 02/15/2019$569,138
BRITISH TELECOMMUNICATIONS PLC 5.161% 10/10/2046$568,528
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$568,392
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$568,360
MEDTRONIC INC 4.625% 03/15/2045$567,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$566,857
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$565,851
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$565,541
REPUBLIC OF POLAND 6.375% 07/15/2019$564,444
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$564,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,219
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$563,963
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST 4.95% 11/23/2020$561,822
KEYCORP 5.1% 03/24/2021$560,838
BANK OF AMERICA CORP 5.625% 07/01/2020$560,085
CITIGROUP INC 6.625% 06/15/2032$559,794
NATIONAL CITY CORP 6.875% 05/15/2019$559,702
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$559,580
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$559,560
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$558,987
NISOURCE FINANCE CORP 5.45% 09/15/2020$558,331
CMS ENERGY CORP 4.7% 03/31/2043$557,498
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$557,440
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$556,914
REPUBLIC OF ITALY 6.875% 09/27/2023$556,440
HALLIBURTON CO 7.45% 09/15/2039$556,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2043$556,022
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$555,867
ACTAVIS INC 6.125% 08/15/2019$555,223
CATERPILLAR INC 4.75% 05/15/2064$555,149
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$554,907
JPMORGAN CHASE & CO 6.3% 04/23/2019$554,435
TIME WARNER INC 7.7% 05/01/2032$553,981
BLACKROCK INC 4.25% 05/24/2021$552,338
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$551,612
WESTERN UNION CO/THE 5.253% 04/01/2020$550,348
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$550,140
BB&T CORP 5.25% 11/01/2019$549,772
ALTRIA GROUP INC 4% 01/31/2024$549,617
CITIGROUP INC 4.5% 01/14/2022$549,482
WELLS FARGO & CO 4.6% 04/01/2021$549,261
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$548,750
AMAZON.COM INC 3.8% 12/05/2024$548,206
REPUBLIC OF PERU 7.35% 07/21/2025$548,000
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$547,544
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$546,871
FEDEX CORP 4.75% 11/15/2045$545,920
APACHE CORP 5.25% 02/01/2042$545,512
CISCO SYSTEMS INC 3.5% 06/15/2025$544,821
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$544,521
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6% 01/15/2019$543,301
UNION PACIFIC CORP 3.75% 03/15/2024$543,257
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$543,015
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$542,649
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 3.801% 09/15/2047$542,474
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$541,887
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$541,866
EMERSON ELECTRIC CO 5% 04/15/2019$541,554
DEERE & CO 4.375% 10/16/2019$541,506
BARCLAYS PLC 4.375% 01/12/2026$541,291
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$541,204
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$540,766
AT&T INC 4.45% 05/15/2021$540,446
CISCO SYSTEMS INC 4.95% 02/15/2019$540,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$540,123
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$540,078
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$539,761
VULCAN MATERIALS CO 4.5% 04/01/2025$539,375
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$539,324
NOVARTIS CAPITAL CORP 4% 11/20/2045$538,882
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$538,536
BANK OF AMERICA CORP 6.875% 04/25/2018$538,071
FEDEX CORP 4.55% 04/01/2046$537,802
GINNIE MAE II POOL 3.5% 04/20/2045$537,635
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$537,091
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$536,845
AMGEN INC 6.15% 06/01/2018$536,760
BLACKROCK INC 3.375% 06/01/2022$535,559
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$535,522
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 3.507% 05/15/2045$535,398
BANK OF AMERICA CORP 4% 04/01/2024$535,083
NORTHERN TRUST CORP 3.375% 08/23/2021$534,914
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$534,710
CITIGROUP INC 4.6% 03/09/2026$534,614
AT&T INC 5.5% 02/01/2018$534,591
EXELON CORP 3.95% 06/15/2025$534,060
MORGAN STANLEY 6.625% 04/01/2018$534,028
BECTON DICKINSON AND CO 3.734% 12/15/2024$533,868
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$533,865
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$533,441
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$533,300
ORACLE CORP 5.75% 04/15/2018$532,930
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$532,773
HSBC HOLDINGS PLC 4.3% 03/08/2026$532,408
CATERPILLAR INC 3.4% 05/15/2024$531,538
LLOYDS BANK PLC 3.5% 05/14/2025$531,493
ONE GAS INC 3.61% 02/01/2024$531,466
PETROLEOS MEXICANOS 5.5% 01/21/2021$531,250
XEROX CORP 6.35% 05/15/2018$531,243
TRINITY ACQUISITION PLC 4.625% 08/15/2023$531,071
TIME WARNER INC 3.875% 01/15/2026$530,996
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$530,953
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHILE 4.25% 04/15/2024$530,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$530,255
METLIFE INC 3.6% 04/10/2024$530,177
HSBC HOLDINGS PLC 4% 03/30/2022$530,058
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$529,754
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$529,542
JOHNSON CONTROLS INC 3.625% 07/02/2024$529,161
KFW 4.5% 07/16/2018$529,116
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$529,010
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$528,816
TARGET CORP 6% 01/15/2018$528,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$527,836
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$527,750
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$527,568
STATOIL ASA 3.15% 01/23/2022$527,561
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$527,197
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$526,926
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$526,791
MCDONALD'S CORP 5.35% 03/01/2018$526,746
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$526,723
CSX CORP 4.5% 08/01/2054$526,640
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$526,614
ACTAVIS FUNDING SCS 4.75% 03/15/2045$526,527
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$526,229
ALLSTATE CORP/THE 3.15% 06/15/2023$525,774
MORGAN STANLEY 5.95% 12/28/2017$525,552
KFW 2.75% 09/08/2020$525,518
PEPSICO INC 3% 08/25/2021$525,482
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$525,418
VISA INC 2.2% 12/14/2020$525,397
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$525,324
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$525,093
KFW 2.75% 10/01/2020$525,017
GILEAD SCIENCES INC 3.65% 03/01/2026$524,729
CONSUMERS ENERGY CO 3.125% 08/31/2024$524,629
KFW 1.625% 03/15/2021$522,643
MCCORMICK & CO INC/MD 3.25% 11/15/2025$522,603
MYLAN NV 3.75% 12/15/2020$522,588
APPLE INC 2.85% 05/06/2021$522,049
SYNCHRONY FINANCIAL 4.25% 08/15/2024$522,012
GILEAD SCIENCES INC 4.5% 02/01/2045$521,847
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$521,387
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$520,816
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$520,514
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 2.858% 11/15/2045$520,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$519,803
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$519,732
TIME WARNER CABLE INC 4.5% 09/15/2042$519,133
VERISK ANALYTICS INC 4% 06/15/2025$518,904
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579% 07/23/2020$518,871
ECOPETROL SA 4.25% 09/18/2018$518,750
COMCAST CORP 2.85% 01/15/2023$517,756
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$517,743
EXXON MOBIL CORP 3.043% 03/01/2026$517,625
BED BATH & BEYOND INC 3.749% 08/01/2024$517,618
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 2.85% 12/10/2045$517,527
JPMORGAN CHASE & CO 3.2% 01/25/2023$517,169
AMERICAN TOWER CORP 4.5% 01/15/2018$517,056
VISA INC 3.15% 12/14/2025$516,965
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$516,497
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$516,310
ELI LILLY & CO 3.7% 03/01/2045$515,906
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$515,813
VALE OVERSEAS LTD 4.625% 09/15/2020$515,625
DOW CHEMICAL CO/THE 3% 11/15/2022$515,575
BANK OF AMERICA CORP 3.3% 01/11/2023$515,026
BANK OF AMERICA CORP 4% 01/22/2025$514,995
MEDTRONIC INC 4.375% 03/15/2035$514,385
BANK OF AMERICA CORP 3.5% 04/19/2026$514,242
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$514,032
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$513,672
CITIGROUP INC 4.125% 07/25/2028$513,615
GENERAL MOTORS CO 3.5% 10/02/2018$513,575
HSBC HOLDINGS PLC 4.25% 03/14/2024$513,337
MOODY'S CORP 2.75% 07/15/2019$512,513
WAL-MART STORES INC 2.55% 04/11/2023$512,425
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$512,421
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$512,004
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$511,854
GENERAL MOTORS CO 5.2% 04/01/2045$511,694
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$511,477
KFW 2.125% 01/17/2023$511,337
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$511,323
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$510,764
CHEVRON CORP 2.954% 05/16/2026$510,742
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$510,711
YALE UNIVERSITY 2.086% 04/15/2019$510,579
JM SMUCKER CO/THE 2.5% 03/15/2020$510,263
BB&T CORP 2.45% 01/15/2020$510,217
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$509,793
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$509,787
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$509,750
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 03/15/2019$509,649
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$509,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$509,295
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$508,961
KFW 2% 10/04/2022$508,652
LOCKHEED MARTIN CORP 2.5% 11/23/2020$508,295
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$508,237
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$508,175
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$508,169
KFW 1.875% 04/01/2019$508,131
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$508,076
MUFG UNION BANK NA 2.625% 09/26/2018$508,013
SYSCO CORP 2.6% 06/12/2022$507,822
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$507,760
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$507,626
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$507,444
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$507,422
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$507,265
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 06/14/2019$507,259
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$506,917
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$506,914
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$506,782
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$506,609
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$506,519
GENERAL DYNAMICS CORP 2.25% 11/15/2022$506,450
SOUTHERN CO/THE 2.15% 09/01/2019$506,205
MARATHON PETROLEUM CORP 5.85% 12/15/2045$506,158
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$506,138
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$505,959
PETROLEOS MEXICANOS 6.625% 06/15/2035$505,750
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$505,365
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$505,002
ROYAL BANK OF CANADA 2% 12/10/2018$504,771
HSBC USA INC 2.375% 11/13/2019$504,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$504,648
PNC BANK NA 2.7% 11/01/2022$504,643
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$504,338
AETNA INC 1.9% 06/07/2019$504,326
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$504,310
CVS HEALTH CORP 1.9% 07/20/2018$504,067
WESTPAC BANKING CORP 1.95% 11/23/2018$503,957
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$503,812
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$503,639
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$503,616
HSBC USA INC 2.25% 06/23/2019$503,403
PETROLEOS MEXICANOS 4.875% 01/18/2024$503,365
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,120
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$503,089
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.75% 07/31/2018$502,973
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 04/10/2018$502,901
AETNA INC 3.2% 06/15/2026$502,772
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$502,760
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$502,587
DOLLAR GENERAL CORP 1.875% 04/15/2018$502,297
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,104
SUMITOMO MITSUI FINANCIAL GROUP INC 2.442% 10/19/2021$502,102
SOUTHERN COPPER CORP 5.875% 04/23/2045$501,939
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$501,551
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,520
CONOCOPHILLIPS CO 4.3% 11/15/2044$501,476
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$500,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 10/26/2017$500,872
CHEVRON CORP 1.345% 11/15/2017$500,852
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$500,848
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$500,726
PRECISION CASTPARTS CORP 1.25% 01/15/2018$500,346
TORONTO-DOMINION BANK/THE 3.625% 09/15/2031$500,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 05/21/2018$500,218
STATOIL ASA 1.25% 11/09/2017$500,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,096
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$500,044
WELLS FARGO & CO 1.5% 01/16/2018$500,024
MITSUBISHI UFJ FINANCIAL GROUP INC 2.527% 09/13/2023$499,215
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$499,175
TELEFONICA EUROPE BV 8.25% 09/15/2030$498,328
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$497,980
WELLS FARGO & CO 2.1% 07/26/2021$497,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 09/09/2019$497,429
WELLS FARGO & CO 3% 10/23/2026$497,205
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.125% 02/10/2025$496,819
REPUBLIC OF PANAMA 5.2% 01/30/2020$496,688
JPMORGAN CHASE & CO 2.95% 10/01/2026$495,467
MIZUHO FINANCIAL GROUP INC 2.839% 09/13/2026$495,368
ORACLE CORP 4% 07/15/2046$495,042
GILEAD SCIENCES INC 2.95% 03/01/2027$495,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$493,878
ARCHER-DANIELS-MIDLAND CO 2.5% 08/11/2026$493,592
DISCOVER CARD EXECUTION NOTE TRUST 2.396% 10/01/2043$493,478
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$492,651
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 3.2% 09/23/2026$492,019
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$491,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$491,805
COUNTY OF COOK IL 6.229% 11/15/2034$490,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$490,574
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$489,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$489,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$489,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$489,028
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$486,879
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$484,542
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$483,929
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$483,865
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$483,507
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$482,715
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$481,503
APPLE INC 4.375% 05/13/2045$479,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$479,184
AGRIUM INC 6.125% 01/15/2041$478,716
STATE OF ILLINOIS 5.1% 06/01/2033$478,430
MARATHON OIL CORP 5.9% 03/15/2018$478,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$476,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$476,614
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$475,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$474,397
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$474,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$474,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$473,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$472,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$471,745
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$471,420
TARGET CORP 6.35% 11/01/2032$471,310
ALTRIA GROUP INC 4.25% 08/09/2042$469,296
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875% 07/19/2018$469,032
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$468,172
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$466,232
APPLE INC 2.45% 08/04/2026$466,106
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$465,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$465,295
MPLX LP 4.5% 07/15/2023$463,565
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$463,190
COMCAST CORP 3.4% 07/15/2046$462,624
HSBC HOLDINGS PLC 2.95% 05/25/2021$462,202
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$461,614
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$461,298
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$459,950
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$459,270
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$459,085
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 8.75% 06/15/2030$458,818
HUNGARY GOVERNMENT INTERNATIONAL BOND 7.625% 03/29/2041$458,325
BOSTON PROPERTIES LP 3.125% 09/01/2023$457,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$457,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.85% 10/15/2020$455,982
HOME DEPOT INC/THE 2% 04/01/2021$455,794
BANK OF AMERICA CORP 5.875% 01/05/2021$455,126
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$454,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$453,070
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$451,976
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$451,025
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$450,641
PROGRESS ENERGY INC 7.05% 03/15/2019$450,137
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.1% 10/05/2018$450,076
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$449,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$448,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$446,991
APPLE INC 2% 05/06/2020$446,631
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$446,506
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$445,892
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$445,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$445,146
BNP PARIBAS SA 5% 01/15/2021$444,799
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$444,286
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$443,342
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$442,801
DEVON ENERGY CORP 7.95% 04/15/2032$442,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$442,465
KFW 7.3% 04/18/2036$442,449
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$441,958
MICROSOFT CORP 2.4% 08/08/2026$441,928
STATE OF ISRAEL 4% 06/30/2022$441,071
JPMORGAN CHASE & CO 4.5% 01/24/2022$440,976
PHILLIPS 66 4.3% 04/01/2022$439,895
REYNOLDS AMERICAN INC 4.45% 06/12/2025$439,850
AMERICA MOVIL SAB DE CV 5% 03/30/2020$438,730
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% 10/01/2026$438,564
CITY OF HOUSTON TX COMBINED UTILITY SYSTEM REVENUE 3.828% 05/15/2028$438,328
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$438,180
STATE OF ISRAEL 5.5% 04/26/2024$437,808
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$437,076
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$436,950
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$435,560
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$435,511
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$435,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$434,681
MCKESSON CORP 4.883% 03/15/2044$434,454
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$434,146
FANNIE MAE POOL 3.5% 06/01/2045$433,889
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$433,760
STATE STREET CORP 3.7% 11/20/2023$433,239
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$432,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$432,244
HSBC BANK USA NA 4.875% 08/24/2020$431,858
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$431,618
CLOROX CO/THE 3.8% 11/15/2021$431,300
CISCO SYSTEMS INC 2.45% 06/15/2020$431,267
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055$430,889
CARNIVAL CORP 3.95% 10/15/2020$429,932
LOWE'S COS INC 4.25% 09/15/2044$428,297
APPLE INC 3.45% 05/06/2024$427,701
AFLAC INC 3.625% 06/15/2023$427,170
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$426,897
CITIGROUP INC 8.125% 07/15/2039$426,826
LAZARD GROUP LLC 4.25% 11/14/2020$426,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$426,730
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$425,924
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$425,883
ABBVIE INC 2.5% 05/14/2020$425,631
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$425,462
NASDAQ INC 4.25% 06/01/2024$425,159
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$425,067
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$424,858
PEPSICO INC 5% 06/01/2018$424,135
HUMANA INC 3.85% 10/01/2024$423,655
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$423,310
NEWMONT MINING CORP 3.5% 03/15/2022$423,248
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$423,199
CHEVRON CORP 3.191% 06/24/2023$423,192
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$423,126
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$422,048
EXXON MOBIL CORP 3.176% 03/15/2024$421,844
CSX CORP 6% 10/01/2036$421,544
BANK OF AMERICA CORP 4.25% 10/22/2026$421,140
AMGEN INC 3.625% 05/22/2024$421,074
PPG INDUSTRIES INC 3.6% 11/15/2020$420,847
DIGNITY HEALTH 3.812% 11/01/2024$420,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$420,783
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$420,456
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.665% 01/17/2024$420,251
COMCAST CORP 3.375% 08/15/2025$420,020
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$420,012
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$419,968
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$419,814
MORGAN STANLEY 3.7% 10/23/2024$419,730
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$418,348
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$418,210
GOLDCORP INC 3.625% 06/09/2021$417,895
COMCAST CORP 7.05% 03/15/2033$417,841
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE 6.548% 05/15/2048$417,582
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$416,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$416,538
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$416,463
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$416,271
AON PLC 3.5% 06/14/2024$416,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$415,896
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$415,388
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$415,183
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$415,174
PEPSICO INC 2.75% 03/01/2023$415,114
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.6% 10/15/2045$415,058
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$414,960
BNP PARIBAS SA 4.25% 10/15/2024$414,611
ASSOCIATED BANC-CORP 4.25% 01/15/2025$414,551
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$414,250
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$414,029
AMERICAN TOWER CORP 3.5% 01/31/2023$413,991
AMEREN ILLINOIS CO 2.7% 09/01/2022$413,980
CORNING INC 4.75% 03/15/2042$413,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$413,327
KROGER CO/THE 2.95% 11/01/2021$413,027
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$412,490
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$412,144
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$412,005
INTESA SANPAOLO SPA 3.875% 01/15/2019$411,756
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$411,732
HIGHWOODS REALTY LP 3.2% 06/15/2021$411,570
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$410,834
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$410,722
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$410,255
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$410,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$409,664
BAIDU INC 2.75% 06/09/2019$409,468
US BANCORP 3.1% 04/27/2026$408,433
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$408,410
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$408,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$408,136
NEW YORK CITY WATER & SEWER SYSTEM 5.724% 06/15/2042$407,910
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$407,847
EASTMAN CHEMICAL CO 2.7% 01/15/2020$407,756
LLOYDS BANK PLC 2.35% 09/05/2019$407,458
HOME DEPOT INC/THE 2% 06/15/2019$407,156
ORACLE CORP 2.5% 10/15/2022$406,946
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$406,751
STARBUCKS CORP 2% 12/05/2018$406,596
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$406,321
AON PLC 4.45% 05/24/2043$405,892
VALE OVERSEAS LTD 6.875% 11/21/2036$405,380
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$405,319
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$405,200
RYDER SYSTEM INC 2.35% 02/26/2019$405,194
ARROW ELECTRONICS INC 3% 03/01/2018$404,902
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 02/23/2022$404,642
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$404,352
MOSAIC CO/THE 5.625% 11/15/2043$404,076
XLIT LTD 2.3% 12/15/2018$404,009
BARCLAYS PLC 2.75% 11/08/2019$403,895
PRAXAIR INC 2.2% 08/15/2022$403,581
SANTANDER UK PLC 2.35% 09/10/2019$403,381
CHEVRON CORP 2.355% 12/05/2022$403,010
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 05/24/2021$402,997
STATE OF OREGON DEPARTMENT OF TRANSPORTATION 5.834% 11/15/2034$402,318
MORGAN STANLEY 6.375% 07/24/2042$402,235
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,145
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$402,033
INTEL CORP 1.35% 12/15/2017$401,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$401,147
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$400,989
WELLS FARGO & CO 5.375% 11/02/2043$400,863
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,474
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$400,363
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,164
WELLS FARGO BANK NA 6.6% 01/15/2038$399,896
EUROPEAN INVESTMENT BANK 1% 03/15/2018$399,880
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$399,772
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$399,499
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$399,340
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$398,955
WELLS FARGO & CO 3% 04/22/2026$398,645
ABBVIE INC 3.6% 05/14/2025$398,405
SEAGATE HDD CAYMAN 4.75% 06/01/2023$398,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$398,011
WEYERHAEUSER CO 7.375% 03/15/2032$397,922
HISTORIC TW INC 9.15% 02/01/2023$396,970
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$396,706
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$396,239
METHANEX CORP 3.25% 12/15/2019$396,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$395,838
BANK ONE CORP 7.625% 10/15/2026$395,328
PFIZER INC 4.4% 05/15/2044$394,500
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$393,378
WELLS FARGO & CO 3.9% 05/01/2045$391,874
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$390,978
WESTAR ENERGY INC 4.625% 09/01/2043$390,950
CBL & ASSOCIATES LP 4.6% 10/15/2024$390,582
COMMONWEALTH EDISON CO 5.9% 03/15/2036$389,486
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$389,429
LOWE'S COS INC 5.8% 04/15/2040$389,272
PSEG POWER LLC 8.625% 04/15/2031$389,042
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$388,080
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 07/15/2029$387,567
PHARMACIA LLC 6.5% 12/01/2018$386,584
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 2.85% 01/31/2023$386,073
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$385,421
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$384,693
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$384,439
REYNOLDS AMERICAN INC 6.15% 09/15/2043$384,294
REPUBLIC OF PANAMA 6.7% 01/26/2036$384,120
GENERAL MOTORS CO 4% 04/01/2025$384,025
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$383,545
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$383,217
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$383,178
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$382,968
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$382,375
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$382,374
ECOPETROL SA 4.125% 01/16/2025$382,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$381,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$381,140
BANK OF AMERICA CORP 5.875% 02/07/2042$380,764
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$379,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$379,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$379,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$378,277
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$378,236
CELGENE CORP 3.875% 08/15/2025$377,822
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$377,665
WELLS FARGO & CO 4.9% 11/17/2045$377,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$377,121
PFIZER INC 3.4% 05/15/2024$376,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$376,118
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$374,511
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$374,380
ORACLE CORP 4.5% 07/08/2044$373,968
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$373,959
WAL-MART STORES INC 7.55% 02/15/2030$373,853
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$373,693
DOVER CORP 5.375% 03/01/2041$372,752
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$372,320
COCA-COLA CO/THE 3.2% 11/01/2023$372,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$372,106
ECOLAB INC 5.5% 12/08/2041$371,849
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$371,454
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 5.707% 07/01/2034$371,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$371,431
AMGEN INC 4.563% 06/15/2048$371,224
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$369,576
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$369,263
VISA INC 4.3% 12/14/2045$369,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$368,286
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$367,660
APPLE INC 2.25% 02/23/2021$366,821
APPLE INC 3.2% 05/13/2025$366,810
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$366,718
WILLIAMS PARTNERS LP 4.5% 11/15/2023$366,527
ATMOS ENERGY CORP 4.125% 10/15/2044$365,969
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$365,949
MCDONALD'S CORP 2.75% 12/09/2020$365,768
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$365,672
LOCKHEED MARTIN CORP 2.9% 03/01/2025$365,471
WP CAREY INC 4.6% 04/01/2024$365,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$365,098
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$365,055
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249% 02/15/2048$364,856
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$364,651
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875% 04/14/2026$364,127
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$363,786
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$362,909
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$362,625
COCA-COLA CO/THE 2.875% 10/27/2025$362,569
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$362,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$362,061
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$361,716
GENERAL MILLS INC 5.4% 06/15/2040$361,586
VERIZON COMMUNICATIONS INC 6% 04/01/2041$361,500
KLA-TENCOR CORP 3.375% 11/01/2019$361,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$360,594
REPUBLIC OF ITALY 5.375% 06/15/2033$360,531
STATE OF TEXAS 4.681% 04/01/2040$359,709
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$359,493
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,410
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$359,280
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$358,452
VIACOM INC 6.875% 04/30/2036$358,109
WAL-MART STORES INC 4.875% 07/08/2040$357,887
SANTANDER UK PLC 3.05% 08/23/2018$357,480
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$357,330
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$357,238
UNUM GROUP 4% 03/15/2024$356,491
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$356,469
WELLS FARGO & CO 2.55% 12/07/2020$356,317
CISCO SYSTEMS INC 2.2% 02/28/2021$356,194
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$355,359
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$354,942
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$354,796
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$354,768
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$353,467
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$353,109
AXA SA 8.6% 12/15/2030$352,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$352,324
CBS CORP 7.875% 07/30/2030$352,010
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$351,878
JPMORGAN CHASE & CO 2.7% 05/18/2023$351,350
STATOIL ASA 5.1% 08/17/2040$350,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$350,880
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$350,719
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$350,709
JPMORGAN CHASE & CO 2.295% 08/15/2021$350,464
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$350,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,021
CITIGROUP INC 3.2% 10/21/2026$349,921
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$349,743
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$349,583
SUMITOMO MITSUI FINANCIAL GROUP INC 3.01% 10/19/2026$349,471
PHILLIPS 66 PARTNERS LP 3.55% 10/01/2026$349,436
KEYBANK NA/CLEVELAND OH 1.6% 08/22/2019$349,170
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$349,167
REYNOLDS AMERICAN INC 6.875% 05/01/2020$348,968
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$348,398
NISOURCE FINANCE CORP 5.25% 02/15/2043$348,043
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.4% 09/23/2021$347,684
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$347,548
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$347,248
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$346,966
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$346,933
QUALCOMM INC 2.25% 05/20/2020$345,759
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$345,481
INTEL CORP 4.9% 07/29/2045$345,467
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$344,952
MARATHON PETROLEUM CORP 5% 09/15/2054$344,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$344,441
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$344,097
AMGEN INC 4.663% 06/15/2051$344,077
VODAFONE GROUP PLC 7.875% 02/15/2030$344,066
CNA FINANCIAL CORP 5.75% 08/15/2021$343,719
HOST HOTELS & RESORTS LP 6% 10/01/2021$343,229
STATE OF GEORGIA 4.503% 11/01/2025$343,182
NOMURA HOLDINGS INC 6.7% 03/04/2020$343,169
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$342,638
PROGRESSIVE CORP/THE 2.45% 01/15/2027$342,327
INTEL CORP 4.8% 10/01/2041$342,084
WESTROCK MWV LLC 7.375% 09/01/2019$342,077
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$341,485
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$341,478
CREDIT SUISSE USA INC 7.125% 07/15/2032$341,279
WELLS FARGO & CO 3% 02/19/2025$340,855
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$340,777
CITIGROUP INC 4.65% 07/30/2045$340,581
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$340,521
CITY OF CHICAGO IL 6.314% 01/01/2044$340,358
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$339,972
MERCK & CO INC 6.5% 12/01/2033$339,652
WELLTOWER INC 6.125% 04/15/2020$339,562
HYDRO-QUEBEC 8.05% 07/07/2024$338,677
CSX CORP 7.375% 02/01/2019$338,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$337,719
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$337,689
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$337,539
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$337,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$337,383
QWEST CORP 6.875% 09/15/2033$337,334
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$336,485
BECTON DICKINSON AND CO 5% 11/12/2040$336,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$336,286
PUGET SOUND ENERGY INC 4.434% 11/15/2041$335,756
PEPSICO INC 4.45% 04/14/2046$335,538
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$335,205
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$334,570
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$334,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$334,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$333,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$333,632
WAL-MART STORES INC 4.25% 04/15/2021$333,127
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$333,127
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$332,998
BANK OF AMERICA CORP 5% 05/13/2021$332,933
PEPSICO INC 3.45% 10/06/2046$332,895
MICROSOFT CORP 4.5% 10/01/2040$332,869
KRAFT HEINZ FOODS CO 2% 07/02/2018$332,513
GILEAD SCIENCES INC 4.4% 12/01/2021$332,443
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$332,292
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$332,219
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$332,145
REPUBLIC SERVICES INC 5.5% 09/15/2019$332,069
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$331,894
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$331,679
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$331,491
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$331,470
UNILEVER CAPITAL CORP 4.25% 02/10/2021$331,155
DOW CHEMICAL CO/THE 5.25% 11/15/2041$331,007
WYETH LLC 6.5% 02/01/2034$330,917
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$330,862
CIGNA CORP 5.125% 06/15/2020$330,761
METLIFE INC 4.875% 11/13/2043$330,723
JPMORGAN CHASE & CO 4.625% 05/10/2021$330,448
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$330,426
GATX CORP 4.75% 06/15/2022$330,387
AEGON FUNDING CO LLC 5.75% 12/15/2020$330,221
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$330,164
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$330,153
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 10.375% 11/01/2018$329,931
INTERNATIONAL PAPER CO 7.3% 11/15/2039$329,702
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$329,683
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$329,623
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$329,160
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$328,816
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$328,676
STATE OF UTAH 3.539% 07/01/2025$328,503
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$328,359
AETNA INC 6.625% 06/15/2036$328,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$327,796
ALPHABET INC 3.625% 05/19/2021$327,661
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$327,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$327,538
TOTAL CAPITAL SA 4.45% 06/24/2020$327,492
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$327,446
HEWLETT-PACKARD CO 4.65% 12/09/2021$327,391
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$327,276
NORTHERN TRUST CORP 3.95% 10/30/2025$327,007
PROGRESS ENERGY INC 4.4% 01/15/2021$326,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$326,532
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$326,275
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$326,216
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$325,875
CVS HEALTH CORP 4% 12/05/2023$325,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$325,076
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$324,845
BOSTON PROPERTIES LP 4.125% 05/15/2021$324,820
MICROSOFT CORP 4.2% 11/03/2035$324,563
QVC INC 5.45% 08/15/2034$324,516
THOMSON REUTERS CORP 6.5% 07/15/2018$324,393
CUBESMART LP 4.375% 12/15/2023$324,279
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$323,758
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$323,462
AMGEN INC 3.875% 11/15/2021$322,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$322,609
WAL-MART STORES INC 3.625% 07/08/2020$322,441
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$322,401
EOG RESOURCES INC 4.1% 02/01/2021$321,769
KELLOGG CO 4.15% 11/15/2019$321,436
JOHNSON CONTROLS INC 4.25% 03/01/2021$321,387
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$321,299
FIFTH THIRD BANCORP 4.3% 01/16/2024$321,264
ANTHEM INC 4.65% 08/15/2044$321,113
KOHL'S CORP 4% 11/01/2021$320,813
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$320,466
DTE ELECTRIC CO 3.375% 03/01/2025$319,951
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$319,774
INTEL CORP 3.3% 10/01/2021$319,753
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$319,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$319,370
DTE ELECTRIC CO 3.45% 10/01/2020$319,327
GENERAL ELECTRIC CO 4.125% 10/09/2042$319,230
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$318,935
REPUBLIC OF PANAMA 3.75% 03/16/2025$318,750
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$318,495
SOUTHERN CO/THE 3.25% 07/01/2026$318,351
SOUTHERN CO/THE 4.4% 07/01/2046$318,164
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$317,933
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$317,698
MARKEL CORP 5% 03/30/2043$317,556
ARROW ELECTRONICS INC 4.5% 03/01/2023$317,357
HARLEY-DAVIDSON INC 4.625% 07/28/2045$317,284
NOBLE ENERGY INC 5.25% 11/15/2043$317,267
MORGAN STANLEY 3.75% 02/25/2023$317,177
WPP FINANCE 2010 3.75% 09/19/2024$316,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$316,417
AT&T INC 3.8% 03/15/2022$316,177
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$316,017
WELLS FARGO & CO 3.5% 03/08/2022$315,627
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$315,508
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2037$315,431
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUST 0.99% 09/17/2018$314,630
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$314,279
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$314,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$314,223
HARRIS CORP 3.832% 04/27/2025$314,074
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$313,625
WILLIAMS PARTNERS LP 4.125% 11/15/2020$313,301
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07/24/2044$313,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$312,621
JEFFERIES GROUP LLC 5.125% 04/13/2018$312,549
CARDINAL HEALTH INC 3.2% 03/15/2023$312,428
TJX COS INC/THE 2.75% 06/15/2021$312,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$312,253
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$312,234
FEDEX CORP 3.25% 04/01/2026$312,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$312,023
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$311,968
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$311,646
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$310,828
ACTAVIS FUNDING SCS 4.55% 03/15/2035$310,703
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$310,579
GENERAL ELECTRIC CO 2.7% 10/09/2022$310,266
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$310,264
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.15% 10/15/2025$310,223
ANTHEM INC 3.3% 01/15/2023$310,140
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$309,760
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$308,714
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$308,213
WELLS FARGO & CO 3.45% 02/13/2023$308,193
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$307,917
LIBERTY PROPERTY LP 3.375% 06/15/2023$307,188
AFLAC INC 2.4% 03/16/2020$307,056
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$307,019
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$306,996
ZOETIS INC 3.25% 02/01/2023$306,979
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$306,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$306,687
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$306,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$306,304
COSTCO WHOLESALE CORP 2.25% 02/15/2022$306,220
ONEOK PARTNERS LP 3.375% 10/01/2022$306,114
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$305,720
HOLLYFRONTIER CORP 5.875% 04/01/2026$305,554
HARRIS CORP 6.15% 12/15/2040$305,505
MICROSOFT CORP 4.45% 11/03/2045$305,327
EXXON MOBIL CORP 2.709% 03/06/2025$305,321
MICROSOFT CORP 2.7% 02/12/2025$305,313
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$305,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$305,158
BORGWARNER INC 3.375% 03/15/2025$305,078
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$305,062
METLIFE INC 5.7% 06/15/2035$305,000
AIRGAS INC 2.375% 02/15/2020$304,989
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$304,928
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375% 04/20/2026$304,381
MCKESSON CORP 2.85% 03/15/2023$304,345
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$304,337
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$304,333
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$304,245
ABBVIE INC 2.9% 11/06/2022$304,095
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$303,976
UNIVERSITY OF CALIFORNIA 0% 07/01/2019$303,903
MATTEL INC 2.35% 05/06/2019$303,854
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$303,748
MICROSOFT CORP 1.85% 02/12/2020$303,578
ASTRAZENECA PLC 4% 09/18/2042$303,546
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$303,446
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$303,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$303,364
NIKE INC 2.25% 05/01/2023$303,279
STATOIL ASA 2.65% 01/15/2024$303,261
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$303,249
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$303,246
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,044
SOUTHERN CO/THE 2.35% 07/01/2021$302,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$302,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$302,695
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$302,562
NIKE INC 3.625% 05/01/2043$302,532
ABBVIE INC 2% 11/06/2018$302,404
3M CO 2% 06/26/2022$302,324
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$301,757
APPLE INC 2.4% 05/03/2023$301,672
PERRIGO CO PLC 2.3% 11/08/2018$301,626
ABBVIE INC 1.75% 11/06/2017$301,146
CARDINAL HEALTH INC 1.7% 03/15/2018$301,035
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$300,938
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$300,833
EATON CORP 1.5% 11/02/2017$300,769
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$300,681
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,607
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,536
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$300,416
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,411
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUST 1.04% 02/18/2020$300,095
SANTANDER BANK NA 2% 01/12/2018$299,982
AT&T INC 4.55% 03/09/2049$299,774
MICROSOFT CORP 3.75% 02/12/2045$299,774
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$299,701
VODAFONE GROUP PLC 1.5% 02/19/2018$299,679
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,669
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$299,562
EXXON MOBIL CORP 3.567% 03/06/2045$299,438
STATOIL ASA 1.15% 05/15/2018$299,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$298,930
FREDDIE MAC GOLD POOL 3% 05/01/2032$298,422
LOCKHEED MARTIN CORP 3.8% 03/01/2045$298,195
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 09/20/2021$298,108
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$297,928
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$297,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$297,068
APPLE INC 3.85% 05/04/2043$296,157
SOUTHERN COPPER CORP 7.5% 07/27/2035$295,727
LOCKHEED MARTIN CORP 4.07% 12/15/2042$295,507
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$295,432
STATE OF CALIFORNIA 7.3% 10/01/2039$294,984
ABBVIE INC 4.4% 11/06/2042$294,936
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$294,059
WALT DISNEY CO/THE 7% 03/01/2032$293,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$293,349
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$293,154
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$292,590
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$292,371
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$291,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$291,674
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$290,728
LINCOLN NATIONAL CORP 6.15% 04/07/2036$290,100
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$289,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$289,639
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$288,654
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$288,331
ORACLE CORP 3.9% 05/15/2035$285,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$285,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$285,074
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$285,065
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$284,714
MEXICO GOVERNMENT INTERNATIONAL BOND 4.35% 01/15/2047$284,550
TIME WARNER INC 5.375% 10/15/2041$284,462
REYNOLDS AMERICAN INC 3.25% 06/12/2020$282,178
MERCK & CO INC 6.55% 09/15/2037$281,751
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$281,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$281,331
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$281,222
REPUBLIC OF KOREA 3.875% 09/11/2023$280,963
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$280,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$280,609
BECTON DICKINSON AND CO 6.375% 08/01/2019$280,496
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$280,339
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$280,336
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FINANCE CORP 5.875% 03/01/2022$280,303
DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORP 7.088% 01/01/2042$279,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$279,504
KROGER CO/THE 7.5% 04/01/2031$279,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$279,032
INDIANA MICHIGAN POWER CO 7% 03/15/2019$278,719
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$278,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$278,381
COMCAST CORP 4.6% 08/15/2045$278,244
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$277,935
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$277,791
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$277,583
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$277,347
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$277,301
EMERSON ELECTRIC CO 2.625% 02/15/2023$277,179
EXELON CORP 4.95% 06/15/2035$276,962
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$276,385
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$276,069
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$275,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$275,910
AMGEN INC 4.4% 05/01/2045$275,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$275,614
BANK OF AMERICA CORP 6.875% 11/15/2018$275,419
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$275,232
ASTRAZENECA PLC 2.375% 11/16/2020$275,008
MISSISSIPPI POWER CO 4.25% 03/15/2042$274,939
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$274,320
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$274,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$274,051
MICROSOFT CORP 2% 11/03/2020$274,008
EXPEDIA INC 7.456% 08/15/2018$273,979
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$273,905
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$273,717
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$273,360
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$273,316
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$272,977
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$272,649
PENTAIR FINANCE SA 5% 05/15/2021$272,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$272,252
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$272,127
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$271,586
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$271,016
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$270,173
CITY OF NEW YORK NY 5.846% 06/01/2040$270,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$269,813
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$269,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$269,202
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$269,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$268,690
MYLAN INC 5.4% 11/29/2043$268,511
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$268,065
SEMPRA ENERGY 6.15% 06/15/2018$267,358
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$267,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$267,066
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$266,994
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$266,348
HCP INC 6.7% 01/30/2018$265,983
ASTRAZENECA PLC 3.375% 11/16/2025$265,803
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$265,684
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$265,384
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$265,303
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$265,144
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$264,851
UNITEDHEALTH GROUP INC 6% 02/15/2018$264,729
FORD MOTOR CO 7.45% 07/16/2031$263,426
CBS CORP 4.85% 07/01/2042$263,338
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$263,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$263,005
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$262,978
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$262,527
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$262,373
QUALCOMM INC 3.45% 05/20/2025$262,325
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$261,687
NOVARTIS CAPITAL CORP 10% 05/06/2044$261,591
FEDERAL HOME LOAN MORTGAGE CORP 2.81% 01/01/2042$260,827
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$260,507
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$260,329
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$260,300
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$259,957
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$259,750
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$259,658
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$259,450
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$259,313
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE 6% 11/01/2040$259,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$258,802
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$258,790
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$258,195
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$258,173
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$258,068
UNIVERSITY OF CALIFORNIA 0% 05/15/2043$257,452
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036$257,333
FANNIE MAE POOL 3% 09/01/2046$257,259
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$257,000
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$256,540
UNIVERSITY OF NOTRE DAME DU LAC 0% 02/15/2045$256,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 09/01/2043$255,481
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$255,099
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$253,540
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$253,495
STATE OF CONNECTICUT 5.85% 03/15/2032$253,404
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$253,375
VORNADO REALTY LP 2.5% 06/30/2019$253,287
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,073
JOHNSON & JOHNSON 4.85% 05/15/2041$253,051
BUCKEYE PARTNERS LP 2.65% 11/15/2018$252,891
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,483
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$252,426
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$252,124
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$251,913
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$251,901
BARCLAYS PLC 2.875% 06/08/2020$251,492
MEDTRONIC INC 1.5% 03/15/2018$251,114
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$250,750
ASIAN DEVELOPMENT BANK 2% 01/22/2025$250,744
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.452% 10/20/2021$250,717
COMMONWEALTH EDISON CO 5.875% 02/01/2033$250,625
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$250,503
COMCAST CORP 5.65% 06/15/2035$250,445
WESTLAKE CHEMICAL CORP 3.6% 08/15/2026$250,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$250,326
WALT DISNEY CO/THE 1.1% 12/01/2017$250,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$249,822
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$249,500
DEVELOPMENT BANK OF JAPAN INC 2% 10/19/2021$249,265
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 7.425% 02/15/2029$248,778
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$248,253
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$248,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$247,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$247,607
JPMORGAN CHASE & CO 5.6% 07/15/2041$247,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$247,498
JOHNSON & JOHNSON 4.95% 05/15/2033$247,285
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$246,867
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$246,856
GEORGIA POWER CO 5.65% 03/01/2037$245,568
INTERNATIONAL PAPER CO 4.4% 08/15/2047$245,530
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$245,494
HCP INC 6.75% 02/01/2041$245,469
EXPORT-IMPORT BANK OF KOREA 2.375% 04/21/2027$245,213
HALLIBURTON CO 3.8% 11/15/2025$244,922
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$244,781
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$244,706
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$244,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$244,114
DUKE ENERGY CORP 2.65% 09/01/2026$243,778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$243,494
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$243,491
SHELL INTERNATIONAL FINANCE BV 2.5% 09/12/2026$243,356
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$243,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$242,807
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$242,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$242,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$241,116
REALTY INCOME CORP 5.875% 03/15/2035$241,020
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$240,859
TIME WARNER CABLE INC 6.75% 06/15/2039$240,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$240,492
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$239,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$239,773
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$239,300
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$239,116
VODAFONE GROUP PLC 6.15% 02/27/2037$238,719
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$238,590
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$237,776
APPLE INC 4.65% 02/23/2046$237,546
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$237,067
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$236,492
NEWELL BRANDS INC 5.5% 04/01/2046$236,212
JEFFERIES GROUP LLC 6.25% 01/15/2036$235,489
ABBVIE INC 4.5% 05/14/2035$235,337
BIOGEN INC 4.05% 09/15/2025$234,864
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$234,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$234,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$233,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$233,605
KROGER CO/THE 5.4% 07/15/2040$233,338
MONSANTO CO 5.5% 08/15/2025$233,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$232,255
NEWELL BRANDS INC 5.375% 04/01/2036$232,030
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$231,965
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$231,847
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$231,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$231,477
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$231,412
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$230,887
STATE OF OREGON 5.762% 06/01/2023$230,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$229,691
VIACOM INC 2.75% 12/15/2019$229,124
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$228,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$228,190
ABBVIE INC 4.7% 05/14/2045$227,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$227,116
XCEL ENERGY INC 4.8% 09/15/2041$227,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$226,997
PRECISION CASTPARTS CORP 4.375% 06/15/2045$226,357
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$226,217
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$225,853
BEVERAGES & MORE INC 10% 09/13/2025$225,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$225,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$225,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$225,136
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$225,096
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$225,004
CBS CORP 5.75% 04/15/2020$224,308
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$224,288
BOSTON SCIENTIFIC CORP 6% 01/15/2020$224,006
CONTINENTAL AIRLINES 2010-1 CLASS A PASS THROUGH TRUST 4.75% 07/12/2022$223,461
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$223,310
WHIRLPOOL CORP 4.85% 06/15/2021$223,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$223,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$221,960
BOEING CO/THE 4.875% 02/15/2020$221,613
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$221,531
AT&T INC 5.2% 03/15/2020$220,469
MCKESSON CORP 4.75% 03/01/2021$220,452
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875% 04/20/2021$220,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$220,125
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$219,538
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$219,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$218,969
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046$218,777
COMCAST CORP 4.5% 01/15/2043$218,727
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$218,661
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$218,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$218,601
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$218,404
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$218,318
ONEOK PARTNERS LP 4.9% 03/15/2025$218,317
DDR CORP 4.625% 07/15/2022$218,060
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$218,060
SOUTHERN NATURAL GAS CO LLC / SOUTHERN NATURAL ISSUING CORP 4.4% 06/15/2021$217,609
WALT DISNEY CO/THE 3.75% 06/01/2021$217,555
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$217,525
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$217,421
JOHNSON & JOHNSON 3.55% 05/15/2021$217,130
PETROLEOS MEXICANOS 5.625% 01/23/2046$217,125
WELLTOWER INC 4.5% 01/15/2024$217,002
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$216,947
ABBVIE INC 3.2% 05/14/2026$216,785
CVS HEALTH CORP 4.125% 05/15/2021$216,777
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$216,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$216,483
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$215,840
CENTERPOINT ENERGY RESTORATION BOND CO LLC 3.46% 08/15/2019$215,046
STRYKER CORP 4.625% 03/15/2046$214,340
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$214,037
XEROX CORP 4.5% 05/15/2021$213,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$213,753
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$213,747
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$213,651
AUTONATION INC 6.75% 04/15/2018$213,568
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$213,275
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$213,216
HUSKY ENERGY INC 3.95% 04/15/2022$213,066
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$213,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$212,929
ANTHEM INC 4.65% 01/15/2043$212,776
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$212,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$212,639
CARDINAL HEALTH INC 4.6% 03/15/2043$212,584
DUKE REALTY LP 3.875% 10/15/2022$212,543
NEWELL BRANDS INC 3.85% 04/01/2023$212,537
THOMSON REUTERS CORP 3.95% 09/30/2021$212,487
COCA-COLA CO/THE 3.15% 11/15/2020$212,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$212,356
COMPUTER SCIENCES CORP 4.45% 09/15/2022$212,348
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$212,278
INTEL CORP 4.25% 12/15/2042$212,275
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$212,006
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$211,682
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$211,648
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$211,562
FISERV INC 3.5% 10/01/2022$210,883
GENERAL MILLS INC 3.15% 12/15/2021$210,849
TARGET CORP 4% 07/01/2042$210,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$210,789
HASBRO INC 5.1% 05/15/2044$210,773
HCP INC 4.25% 11/15/2023$210,730
VISA INC 4.15% 12/14/2035$210,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$210,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$209,989
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$209,798
BAXALTA INC 4% 06/23/2025$209,710
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$209,436
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$209,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$209,190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$209,179
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$209,153
JABIL CIRCUIT INC 4.7% 09/15/2022$209,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$208,932
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$208,828
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$208,781
REGENCY CENTERS LP 3.75% 06/15/2024$208,780
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$208,594
HALLIBURTON CO 5% 11/15/2045$208,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$207,845
US BANCORP 2.95% 07/15/2022$207,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$207,284
HESS CORP 5.8% 04/01/2047$206,905
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$206,752
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$206,684
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$206,677
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$206,501
CONAGRA FOODS INC 3.25% 09/15/2022$206,457
ZOETIS INC 4.7% 02/01/2043$206,280
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$206,254
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$206,030
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$205,943
KELLOGG CO 4% 12/15/2020$205,763
STATE STREET CORP 3.1% 05/15/2023$205,736
AIR LEASE CORP 3.375% 01/15/2019$205,703
BANK OF AMERICA CORP 3.95% 04/21/2025$205,687
FEDEX CORP 2.625% 08/01/2022$204,953
FREDDIE MAC GOLD POOL 3.5% 01/01/2046$204,826
WALT DISNEY CO/THE 2.35% 12/01/2022$204,434
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$204,241
HEWLETT-PACKARD CO 6% 09/15/2041$204,214
NEWELL BRANDS INC 2.6% 03/29/2019$204,149
STRYKER CORP 2.625% 03/15/2021$203,979
MERCK & CO INC 2.4% 09/15/2022$203,935
KIMCO REALTY CORP 3.125% 06/01/2023$203,754
WALT DISNEY CO/THE 3.7% 12/01/2042$203,706
WALGREEN CO 4.4% 09/15/2042$203,538
ERP OPERATING LP 3% 04/15/2023$203,420
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$203,369
MASTERCARD INC 2% 04/01/2019$203,352
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$203,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$203,259
PECO ENERGY CO 2.375% 09/15/2022$203,193
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.107% 07/01/2018$203,134
PRECISION CASTPARTS CORP 2.5% 01/15/2023$203,066
LEXINGTON REALTY TRUST 4.4% 06/15/2024$203,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$202,705
REPUBLIC OF FINLAND 6.95% 02/15/2026$202,257
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$202,063
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$202,019
MERCK & CO INC 3.6% 09/15/2042$201,780
ABBOTT LABORATORIES 2% 03/15/2020$201,776
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$201,776
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$201,735
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$201,716
PROGRESSIVE CORP/THE 6.625% 03/01/2029$201,663
STRYKER CORP 4.1% 04/01/2043$201,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$201,555
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$201,384
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$201,271
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$201,263
BANK OF AMERICA CORP 2.25% 04/21/2020$201,077
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$201,050
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$200,929
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,902
FORD MOTOR CO 4.75% 01/15/2043$200,825
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$200,623
AMAZON.COM INC 1.2% 11/29/2017$200,354
MERCK & CO INC 1.1% 01/31/2018$200,342
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$200,090
CNOOC FINANCE 2013 LTD 3% 05/09/2023$200,080
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$199,990
APPLE INC 1% 05/03/2018$199,780
HESS CORP 4.3% 04/01/2027$199,518
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$199,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$199,221
AETNA INC 4.125% 11/15/2042$199,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$198,916
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$198,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$198,822
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$198,672
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031 TBA$198,510
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$198,373
UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST 3.75% 03/03/2028$198,241
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$196,845
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$196,835
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$196,698
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$196,532
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$196,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$195,319
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$195,293
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$194,978
VALSPAR CORP/THE 4.4% 02/01/2045$194,807
BOARDWALK PIPELINES LP 3.375% 02/01/2023$194,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$194,753
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$194,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$194,308
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 1.199% 03/10/2047$193,630
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$193,059
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$192,800
AMERICAN AIRLINES 2011-1 CLASS A PASS THROUGH TRUST 5.25% 07/31/2022$192,787
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$192,709
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$192,697
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$192,516
FEDEX CORP 3.875% 08/01/2042$192,176
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$192,039
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$191,514
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$191,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$190,410
HESS CORP 7.3% 08/15/2031$190,114
MYLAN NV 3.95% 06/15/2026$189,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$189,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$189,830
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$189,156
FEDERAL HOME LOAN MORTGAGE CORP 2.95% 05/01/2042$188,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$188,669
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$188,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$188,257
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$188,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$187,618
HOME DEPOT INC/THE 3.5% 09/15/2056$186,397
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$186,238
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$186,197
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$186,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$185,769
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$185,750
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$185,737
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$185,705
FANNIE MAE POOL 3% 02/01/2035$185,281
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$184,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$184,803
VIACOM INC 4.375% 03/15/2043$184,693
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$184,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$184,428
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$184,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$184,345
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$184,344
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$184,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$184,057
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$184,005
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$183,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$183,948
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$183,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$183,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$183,207
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$182,723
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$182,688
MCDONALD'S CORP 4.7% 12/09/2035$181,720
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$181,516
JOHNSON & JOHNSON 3.7% 03/01/2046$181,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$180,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$180,881
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$180,600
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$180,239
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.1% 10/01/2041$180,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$179,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$178,242
AETNA INC 4.375% 06/15/2046$178,195
S&P GLOBAL INC 4.4% 02/15/2026$177,750
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$177,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$177,519
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$176,914
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$176,479
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$176,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$174,894
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$174,691
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$174,387
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$174,269
STAPLES INC 4.375% 01/12/2023$174,134
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$173,838
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$173,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$172,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$172,566
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$172,510
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$172,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$172,217
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$171,439
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$171,339
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$171,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$171,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$170,247
RIO TINTO ALCAN INC 6.125% 12/15/2033$169,915
BAXALTA INC 5.25% 06/23/2045$169,857
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.3% 01/31/2043$169,704
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$169,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$167,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$167,736
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$167,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$167,475
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$167,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$167,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$166,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$166,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$165,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$165,108
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$164,541
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$163,889
DOWNSTREAM DEVELOPMENT AUTHORITY OF THE QUAPAW TRIBE OF OKLAHOMA 2.675% 03/01/2045$163,553
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$163,441
DOW CHEMICAL CO/THE 4.125% 11/15/2021$162,961
REPUBLIC OF CHILE 3.875% 08/05/2020$162,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$162,869
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$162,806
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042 TBA$162,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$162,515
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$162,463
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$162,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$162,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$162,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$161,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$161,637
GILEAD SCIENCES INC 4.6% 09/01/2035$161,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$160,772
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$160,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$160,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$160,312
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$160,071
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$159,909
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$159,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$159,608
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$159,593
ABBVIE INC 4.45% 05/14/2046$158,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$157,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$157,071
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$156,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$156,534
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$156,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$155,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$155,152
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$154,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$154,657
QUALCOMM INC 4.8% 05/20/2045$154,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$153,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$153,712
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 2.85% 01/27/2025$153,566
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$153,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$153,256
DTE ELECTRIC CO 6.625% 06/01/2036$153,243
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$153,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$152,699
XILINX INC 2.125% 03/15/2019$151,653
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$151,358
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$151,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$151,098
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$150,944
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$150,669
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$150,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$150,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$150,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$149,789
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$149,529
GINNIE MAE II POOL 2.5% 08/20/2027$149,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$149,257
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$149,079
FEDERAL FARM CREDIT BANKS 1.58% 02/17/2021$149,076
SHELL INTERNATIONAL FINANCE BV 1.375% 09/12/2019$148,809
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$148,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$148,394
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$148,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$147,862
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$147,716
AIR LEASE CORP 3.75% 02/01/2022$147,491
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$147,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$147,097
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$147,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$146,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$145,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$145,374
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$145,217
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$145,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$144,845
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$144,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$144,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$144,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$143,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$143,119
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$143,102
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$142,386
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$142,383
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$142,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$141,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$141,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$141,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$141,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$140,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$140,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$139,323
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$138,910
UNDER ARMOUR INC 3.25% 06/15/2026$138,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$137,587
MORGAN STANLEY 7.25% 04/01/2032$136,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$136,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$136,220
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$135,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$135,326
BOEING CO/THE 6.125% 02/15/2033$135,215
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$134,958
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$134,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$134,255
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$133,995
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$133,884
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$133,759
CYTEC INDUSTRIES INC 3.95% 05/01/2025$133,409
3M CO 5.7% 03/15/2037$133,173
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$132,991
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$132,154
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$131,703
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$131,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$131,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$131,165
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$130,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$130,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$130,040
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$129,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$129,613
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$129,263
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$128,826
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$128,396
CITY OF NEW YORK NY 5.517% 10/01/2037$128,122
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$128,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$127,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$127,624
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$127,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,063
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$127,048
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$126,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$126,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$126,257
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$126,082
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$125,905
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$125,787
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$125,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$125,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$125,390
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$125,356
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$124,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$124,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$124,071
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$123,737
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$123,567
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$122,968
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,714
QVC INC 3.125% 04/01/2019$122,711
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$122,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$122,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$122,383
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$121,663
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$121,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$121,177
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$120,944
PETRO-CANADA 5.95% 05/15/2035$120,422
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$119,814
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$119,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$119,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$119,373
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$118,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$118,542
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$117,810
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$117,540
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$117,192
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$117,084
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$116,943
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$116,333
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$116,328
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$116,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$115,617
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$115,372
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$115,188
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$114,968
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$114,081
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$113,321
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$113,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$113,101
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$112,376
STATE OF ILLINOIS 7.35% 07/01/2035$112,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$112,011
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$111,918
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$111,795
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$111,628
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$110,710
AGILENT TECHNOLOGIES INC 5% 07/15/2020$110,628
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$110,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$110,310
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$110,173
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$110,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$109,998
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$109,222
QUALCOMM INC 4.65% 05/20/2035$108,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$108,841
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$108,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$108,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$108,411
WILLIAMS PARTNERS LP 5.25% 03/15/2020$108,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$108,235
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$108,136
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$108,121
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$108,065
PARKER-HANNIFIN CORP 3.5% 09/15/2022$107,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$107,662
BANK OF AMERICA CORP 5.49% 03/15/2019$107,625
WILLIAMS PARTNERS LP 6.3% 04/15/2040$107,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$107,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$106,971
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$106,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$106,793
NORDSTROM INC 4% 10/15/2021$106,782
COMMONWEALTH EDISON CO 5.8% 03/15/2018$106,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$105,630
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$105,620
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$105,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$105,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$105,285
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$105,232
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$104,702
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$104,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$104,004
FREDDIE MAC GOLD POOL 3% 01/01/2026$103,892
DEVON ENERGY CORP 5.6% 07/15/2041$103,859
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$103,659
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$103,566
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$103,290
EATON CORP 4.15% 11/02/2042$103,226
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$103,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$103,043
GINNIE MAE II POOL 3.5% 11/20/2045$103,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$102,842
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$102,479
EATON CORP 2.75% 11/02/2022$102,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2046$101,736
AT&T INC 3% 06/30/2022$101,527
MICROSOFT CORP 4.75% 11/03/2055$101,173
AT&T INC 2.45% 06/30/2020$100,675
REALTY INCOME CORP 2% 01/31/2018$100,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$100,568
EBAY INC 2.6% 07/15/2022$100,036
AT&T INC 3.4% 05/15/2025$99,857
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$99,827
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$99,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$99,745
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$99,646
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$99,577
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$99,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$99,503
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$98,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$98,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$97,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$97,535
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$96,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$96,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$95,893
DUKE ENERGY FLORIDA LLC 3.4% 10/01/2046$95,710
ABBVIE INC 4.3% 05/14/2036$95,465
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$95,459
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$94,997
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$94,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$94,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$94,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$94,688
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$94,461
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$94,451
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$93,893
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$93,583
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$93,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$92,808
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$92,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$92,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$92,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$92,495
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$92,130
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$92,012
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$91,745
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$91,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$91,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$91,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$90,889
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$90,569
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,128
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$89,701
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$89,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$89,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$89,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$89,454
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$89,074
EBAY INC 4% 07/15/2042$88,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$87,993
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$87,862
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$87,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$87,356
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$86,703
GILEAD SCIENCES INC 4.75% 03/01/2046$86,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,419
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$86,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$85,929
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025 TBA$85,678
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$85,246
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$84,903
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$84,617
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$83,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$83,946
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$83,865
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$83,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,021
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$82,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$82,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$82,114
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$81,424
CARMAX AUTO OWNER TRUST 2014-1 0.79% 10/15/2018$81,185
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$81,039
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$80,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$80,862
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$79,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$79,768
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$79,577
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$79,485
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$79,327
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$79,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$78,973
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$78,478
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$78,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$78,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$78,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$78,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$77,473
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$77,330
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,069
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$76,553
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$76,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$75,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$75,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$75,075
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$74,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$74,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$74,732
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$74,113
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$74,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$74,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$73,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$73,822
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$73,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$73,426
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$73,255
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$73,166
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$72,719
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$72,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$72,511
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$72,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$72,139
COMCAST CORP 2.75% 03/01/2023$71,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$71,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$71,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$71,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$71,326
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$70,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2041$70,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$70,783
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$70,619
WILLIAMS PARTNERS LP 4% 09/15/2025$70,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$69,794
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$69,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$69,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$69,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$69,331
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$69,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$69,140
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$68,834
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$68,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$68,231
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$68,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,529
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$67,529
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$67,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$67,252
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$67,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$67,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$67,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$66,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$66,807
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$66,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$66,614
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$66,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$66,262
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$65,989
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$65,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$65,904
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$65,890
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$65,856
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$65,741
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$65,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$65,082
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$65,018
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$64,733
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$64,283
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$64,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$63,996
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$63,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$63,676
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$63,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$63,524
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$63,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$63,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$63,157
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$63,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$63,009
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$62,926
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$62,744
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$62,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$62,529
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$62,502
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$61,615
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$61,532
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$61,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.599% 08/01/2040$61,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$60,702
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$60,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$60,496
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$60,029
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$59,711
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$59,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$59,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$59,182
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,063
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$58,661
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$58,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$58,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$58,005
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$57,975
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$57,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$57,786
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$57,625
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$57,183
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$57,083
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$56,799
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$56,737
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$56,654
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$56,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$55,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$55,718
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$55,508
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$54,966
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,687
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$54,307
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$54,251
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$54,091
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$53,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$53,920
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$53,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$53,834
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$53,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$52,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$52,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$52,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,248
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$51,586
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$51,399
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$51,312
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$51,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$51,091
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,017
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$50,857
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$50,795
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$50,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$50,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$50,317
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$50,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$49,947
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$49,899
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$49,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,825
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$49,703
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$49,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$49,477
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$49,416
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$49,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$49,002
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$48,908
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$48,279
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$48,021
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$47,797
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$47,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$47,599
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$47,399
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$47,206
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$46,778
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$46,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$46,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$46,508
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,459
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$46,382
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$46,305
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$45,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2043$45,178
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$45,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$45,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$44,680
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$44,438
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$44,376
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$44,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$44,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$43,903
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$43,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$43,269
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$43,198
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$43,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$42,667
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$42,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$42,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$42,410
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,062
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$41,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$41,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$41,810
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$41,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$41,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$41,578
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$41,556
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$41,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,381
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,211
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$40,966
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$40,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$40,678
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$40,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$40,380
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$39,978
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,735
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,678
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$39,610
FEDERAL HOME LOAN MORTGAGE CORP 2.68% 12/01/2043$39,588
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$39,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$39,128
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$38,558
ENTERGY ARKANSAS INC 3.065% 06/01/2041$38,411
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$38,319
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$37,968
UNIVERSITY OF SOUTHERN CALIFORNIA 0% 10/01/2111$37,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,508
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$37,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$37,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$37,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$37,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$36,919
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$36,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$36,464
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$36,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$36,246
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$35,935
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,837
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$35,817
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$35,811
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$35,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$35,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$35,346
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$35,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$34,901
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$34,763
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$34,694
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$34,486
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$34,342
FEDERAL HOME LOAN MORTGAGE CORP 5.628% 02/01/2037$34,150
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$34,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$33,958
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$33,929
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$33,923
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$33,531
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,175
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$33,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$32,911
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$32,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$32,819
AT&T INC 5.35% 09/01/2040$32,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$32,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$32,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$32,001
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$31,966
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$31,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$31,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$31,461
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$31,452
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$31,288
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$31,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$30,938
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,907
NEWMONT MINING CORP 6.25% 10/01/2039$30,695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$30,444
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$30,280
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$30,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,169
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$30,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,601
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$29,375
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$29,066
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$28,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$28,549
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$28,335
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$28,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$28,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$27,120
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$26,980
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,416
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$26,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$25,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$25,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$25,598
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$25,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$25,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$24,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$24,611
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$24,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$24,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$24,436
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$24,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$24,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$24,108
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$23,883
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,647
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$23,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$23,443
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$23,415
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$23,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,706
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$22,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$22,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$22,071
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$22,004
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$21,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$21,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$21,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$21,411
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$21,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$21,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$21,009
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$20,940
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$20,569
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$20,308
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$20,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$20,246
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$19,823
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$19,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$19,434
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$19,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$18,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,615
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$18,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$18,561
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$18,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$18,311
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$18,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$18,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$17,977
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,654
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$17,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$17,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$17,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$16,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,295
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$16,257
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$16,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$15,606
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,385
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$15,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$15,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$15,006
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$14,996
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$14,667
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$14,663
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$14,658
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$14,556
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$14,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$14,391
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$14,388
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$14,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$13,922
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$13,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$13,567
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$13,433
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,340
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$13,127
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$12,913
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$12,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$12,442
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$12,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$12,289
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$11,750
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$11,724
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,470
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,382
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,135
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$10,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$10,157
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,083
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$9,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$9,874
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,785
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$9,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$9,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$9,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$8,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$8,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$8,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$8,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,367
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$8,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$8,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$8,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,955
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$7,738
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,397
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$7,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$7,068
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$6,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,377
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,269
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$6,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$5,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,218
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$5,019
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$4,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,482
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,413
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$4,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$3,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,472
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,424
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,267
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-5 0.9% 09/10/2018$3,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,036
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$2,820
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$2,577
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,550
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,349
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,079
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,027
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$1,939
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$1,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,692
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,573
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,416
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,350
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,340
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$946
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$783
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$360
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$292
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$234
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$126
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$124
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$109
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$76
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$59
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$2
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$98,765,978
FINANCING 8.6% 09/19$606,896
 
Other
Holding NameMarket Value
USD$-125,800
All Holdings As of Sep 30, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/15/2046 TBA$27,324,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/25/2046 TBA$15,960,419
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/15/2046 TBA$12,964,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/25/2046 TBA$8,990,931
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,648,955
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$7,491,392
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$7,367,221
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,157,676
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,055,451
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,594,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/25/2046 TBA$6,390,672
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,228,447
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,069,150
UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021$5,947,324
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,897,535
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,860,938
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$5,722,876
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,658,519
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$5,639,959
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,485,707
UNITED STATES TREASURY NOTE/BOND 1.25% 07/31/2023$5,428,329
UNITED STATES TREASURY NOTE/BOND 0.625% 11/30/2017$5,406,727
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/15/2046 TBA$5,403,937
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,274,036
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,237,741
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,201,051
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,129,321
UNITED STATES TREASURY NOTE/BOND 1.625% 11/15/2022$5,084,865
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$5,043,030
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$5,036,425
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,031,253
UNITED STATES TREASURY NOTE/BOND 0.625% 04/30/2018$4,822,832
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,775,565
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,752,016
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,736,957
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,733,957
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,707,599
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$4,557,965
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$4,497,793
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,329,822
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,317,762
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,290,100
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,242,325
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$4,227,644
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$4,174,792
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,156,796
UNITED STATES TREASURY NOTE/BOND 1.5% 08/15/2026$4,109,799
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,095,757
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,087,892
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,087,580
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$4,008,752
UNITED STATES TREASURY NOTE/BOND 0.75% 04/30/2018$4,000,936
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,998,503
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,989,137
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,976,477
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$3,844,887
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,840,220
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,819,652
UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2046$3,746,002
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,701,126
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$3,701,056
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,687,213
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,648,163
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,645,774
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,642,807
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,572,029
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,514,287
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,513,808
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,509,295
UNITED STATES TREASURY NOTE/BOND 0.875% 09/15/2019$3,500,000
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,488,293
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,482,438
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,467,889
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,444,958
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,432,812
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,424,101
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$3,372,392
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,362,256
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,323,625
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/15/2046 TBA$3,323,435
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,297,060
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$3,252,142
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,251,345
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,243,689
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,218,441
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,211,586
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,187,005
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,150,726
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,118,827
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,087,689
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,080,625
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$3,077,341
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,062,571
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,055,119
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,017,755
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,010,926
UNITED STATES TREASURY NOTE/BOND 0.875% 04/15/2019$3,002,343
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,976,816
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,958,667
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$2,940,011
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,924,718
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,923,203
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$2,913,759
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,908,502
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,880,404
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,861,530
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,857,114
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,821,527
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,816,688
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,802,797
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,790,804
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,768,237
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,760,941
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,688,037
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,685,926
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,685,185
UNITED STATES TREASURY NOTE/BOND 1.125% 08/31/2021$2,667,602
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,554,078
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,541,205
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,530,495
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,526,092
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,525,599
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,505,799
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,502,049
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,496,003
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$2,470,310
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,454,025
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,430,342
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,428,480
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,423,876
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,423,288
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,416,321
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,414,178
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2023$2,412,532
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,408,666
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,402,285
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2023$2,391,000
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,368,244
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,342,025
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$2,340,559
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,339,971
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$2,330,131
UNITED STATES TREASURY NOTE/BOND 0.875% 03/31/2018$2,329,994
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,302,819
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,290,070
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,281,421
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,278,035
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,274,679
UNITED STATES TREASURY NOTE/BOND 0.75% 07/31/2018$2,264,647
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,262,348
UNITED STATES TREASURY NOTE/BOND 0.75% 08/31/2018$2,249,649
UNITED STATES TREASURY NOTE/BOND 0.75% 09/30/2018$2,229,391
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,192,667
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,185,283
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$2,181,581
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,180,546
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,179,622
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$2,165,683
UNITED STATES TREASURY NOTE/BOND 0.875% 11/15/2017$2,162,510
UNITED STATES TREASURY NOTE/BOND 0.875% 05/15/2019$2,146,341
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,139,419
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,128,061
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$2,120,829
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,119,482
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$2,101,410
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,097,523
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,083,469
UNITED STATES TREASURY NOTE/BOND 0.75% 08/15/2019$2,067,989
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,065,691
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,036,504
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,033,901
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,971,405
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,960,512
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,931,507
UNITED STATES TREASURY NOTE/BOND 0.75% 03/31/2018$1,920,751
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,907,322
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,867,344
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,833,880
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$1,824,223
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,803,050
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,799,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/25/2031 TBA$1,786,811
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,757,602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,749,035
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,748,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,680,658
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,680,300
UNITED STATES TREASURY NOTE/BOND 3.75% 08/15/2041$1,670,804
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,642,328
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$1,640,123
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,626,312
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,621,252
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,609,517
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,606,891
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,604,516
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,593,227
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,576,799
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,572,837
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,566,301
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,566,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,558,146
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,549,554
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,542,615
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,532,310
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,530,158
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,528,827
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,528,668
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,518,333
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,518,222
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,515,209
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$1,504,800
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 03/07/2018$1,501,389
UNITED STATES TREASURY NOTE/BOND 0.875% 07/31/2019$1,500,557
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,496,419
FEDERAL HOME LOAN BANKS 0.625% 08/07/2018$1,494,428
FEDERAL HOME LOAN BANKS 1.125% 07/14/2021$1,490,018
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,488,846
REPUBLIC OF POLAND 5.125% 04/21/2021$1,471,564
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,465,035
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,458,324
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/15/2031 TBA$1,424,521
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,417,100
CITIGROUP INC 4.05% 07/30/2022$1,383,331
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,363,894
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,362,629
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,344,201
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,326,060
KFW 4.375% 03/15/2018$1,312,381
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,310,356
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$1,304,691
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,304,169
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$1,287,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,281,635
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,277,706
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,277,240
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,271,679
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,257,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,250,385
AT&T INC 3.9% 03/11/2024$1,233,013
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,220,100
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,212,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,211,194
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,203,204
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,189,419
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,188,736
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,163,958
KFW 4% 01/27/2020$1,144,995
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,143,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,129,962
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,129,813
PETROLEOS MEXICANOS 8% 05/03/2019$1,129,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,127,691
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,127,506
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,126,354
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,125,882
KFW 1.875% 06/30/2020$1,123,659
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 4.051% 04/15/2047$1,120,070
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,117,087
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,110,250
MORGAN STANLEY 4.875% 11/01/2022$1,104,423
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,101,266
FANNIE MAE POOL 3.5% 03/01/2046$1,101,204
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 3.775% 08/15/2047$1,097,301
WESTPAC BANKING CORP 4.875% 11/19/2019$1,096,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,095,809
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,094,235
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,093,705
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,093,102
BANK ONE CORP 8% 04/29/2027$1,092,798
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,085,170
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$1,083,248
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,080,185
MEDTRONIC INC 3.5% 03/15/2025$1,078,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$1,077,894
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$1,077,082
FANNIE MAE POOL 4% 03/01/2046$1,074,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,071,281
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,071,267
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,068,313
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,066,842
PFIZER INC 3% 06/15/2023$1,066,109
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314% 04/10/2049$1,064,883
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,063,278
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 11/15/2017$1,062,385
BANK OF AMERICA CORP 5.65% 05/01/2018$1,061,169
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,060,342
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,058,275
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,057,727
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,055,203
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,053,823
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,053,484
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,052,232
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 3.137% 02/10/2048$1,050,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,050,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,049,958
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,044,877
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2046$1,041,135
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,036,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2046$1,034,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2046$1,033,891
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,033,282
FREDDIE MAC GOLD POOL 3.5% 05/01/2046$1,030,679
CITIGROUP INC 3.3% 04/27/2025$1,030,535
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,029,629
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 2.962% 11/10/2046$1,025,692
ORACLE CORP 2.25% 10/08/2019$1,025,167
PACIFICORP 6% 01/15/2039$1,023,674
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,023,182
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,022,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,022,699
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,021,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,020,632
MORGAN STANLEY 2.5% 01/24/2019$1,019,528
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,018,912
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,018,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,016,476
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,016,225
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,013,294
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,011,381
COCA-COLA CO/THE 1.65% 03/14/2018$1,009,753
KFW 0.875% 04/19/2018$1,009,452
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,009,359
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,007,677
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,007,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,007,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2045$1,005,652
BANK OF AMERICA NA 1.65% 03/26/2018$1,004,369
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,003,565
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,003,334
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,003,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 12/20/2017$1,001,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 02/08/2018$1,001,472
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,001,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,001,312
INTER-AMERICAN DEVELOPMENT BANK 0.875% 03/15/2018$1,000,949
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,000,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$999,857
FEDERAL HOME LOAN BANKS 0.875% 10/01/2018$999,855
FEDERAL HOME LOAN MORTGAGE CORP 0.75% 04/09/2018$999,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 07/26/2019$999,083
FEDERAL FARM CREDIT BANKS 0.75% 04/18/2018$998,738
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$998,206
COLGATE-PALMOLIVE CO 0.9% 05/01/2018$998,060
WAL-MART STORES INC 5.25% 09/01/2035$997,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$995,679
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$994,036
FEDERAL HOME LOAN MORTGAGE CORP 4.184% 12/25/2020$992,431
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$988,657
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$988,530
AT&T INC 4.5% 03/09/2048$988,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$986,416
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$986,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$983,740
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$983,370
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$980,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$978,434
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$978,402
AMERICAN EXPRESS CO 7% 03/19/2018$971,136
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$970,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$968,194
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$967,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$964,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$961,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$960,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$959,037
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$953,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$952,170
STATE OF CALIFORNIA 7.625% 03/01/2040$950,238
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$946,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$944,395
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$944,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$943,740
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$942,628
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$940,020
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$936,098
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$933,289
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.505% 04/25/2023$932,602
KERR-MCGEE CORP 7.875% 09/15/2031$932,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$932,382
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$924,648
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$917,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$910,805
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.625% 02/10/2022$910,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$903,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$903,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$903,220
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$893,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$893,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$892,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$889,989
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$886,472
WAL-MART STORES INC 4.3% 04/22/2044$883,256
BANK OF AMERICA CORP 4.875% 04/01/2044$872,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$871,808
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$866,292
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$865,905
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$865,777
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$865,652
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$863,102
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$863,015
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$859,421
WELLS FARGO & CO 4.48% 01/16/2024$858,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$855,864
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$851,899
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$850,216
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.5% 07/29/2025$848,243
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 3.102% 05/15/2046$847,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$847,534
MCDONALD'S CORP 4.6% 05/26/2045$845,050
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418% 11/15/2035$843,449
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$838,976
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$838,365
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$837,733
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$837,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$835,469
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,260
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$831,000
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$827,855
TIME WARNER INC 4.05% 12/15/2023$827,395
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,074
MICROSOFT CORP 3.625% 12/15/2023$824,232
BPCE SA 4% 04/15/2024$824,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$824,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$823,744
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$823,038
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$822,817
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$821,873
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$821,273
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$819,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$818,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$813,157
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373% 11/15/2025$812,473
RAYTHEON CO 6.75% 03/15/2018$811,265
MORGAN STANLEY 4% 07/23/2025$808,023
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$807,449
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$806,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$805,546
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 04/19/2023$805,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$802,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$802,009
STATE OF CALIFORNIA 7.55% 04/01/2039$801,205
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$800,925
ORANGE SA 9% 03/01/2031$799,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$795,681
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$794,810
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$793,147
AT&T INC 4.5% 05/15/2035$790,479
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$788,126
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$786,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$784,222
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$783,933
JUNIPER NETWORKS INC 4.35% 06/15/2025$783,203
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$780,775
FANNIE MAE POOL 3% 09/01/2046$780,438
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$778,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$775,938
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$771,787
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 11/15/2020$770,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$769,843
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$769,657
TYSON FOODS INC 2.65% 08/15/2019$769,562
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$769,109
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$768,831
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$768,761
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$767,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$767,102
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$764,846
BARCLAYS PLC 3.25% 01/12/2021$764,414
CVS HEALTH CORP 2.25% 12/05/2018$763,891
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$763,416
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$763,307
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$763,025
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$762,930
GILEAD SCIENCES INC 2.05% 04/01/2019$762,629
VIACOM INC 4.5% 03/01/2021$762,195
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$761,993
CANADA GOVERNMENT INTERNATIONAL BOND 1.625% 02/27/2019$761,952
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$761,590
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$760,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$759,990
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$759,793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$758,270
CITIGROUP INC 2.15% 07/30/2018$756,986
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$756,349
HOME DEPOT INC/THE 5.875% 12/16/2036$755,855
WELLS FARGO & CO 2.15% 01/30/2020$755,819
EUROPEAN INVESTMENT BANK 2% 03/15/2021$755,137
WESTPAC BANKING CORP 2.1% 05/13/2021$754,732
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$754,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$752,946
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$751,622
BANK OF MONTREAL 1.4% 04/10/2018$750,891
AT&T INC 4.35% 06/15/2045$749,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$749,048
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$747,212
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$745,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$745,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$744,672
KFW 2% 05/02/2025$744,356
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$743,791
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$743,659
VERIZON COMMUNICATIONS INC 1.75% 08/15/2021$742,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$741,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$740,098
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$739,472
DOW CHEMICAL CO/THE 8.55% 05/15/2019$738,162
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$737,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$735,675
DEUTSCHE BANK AG 3.375% 05/12/2021$734,425
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$733,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$732,851
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$731,456
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$730,801
JPMORGAN CHASE & CO 2.4% 06/07/2021$728,600
TRAVELERS COS INC/THE 6.75% 06/20/2036$727,499
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$727,214
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$726,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$726,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$725,340
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$723,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$721,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$719,108
ABBOTT LABORATORIES 2.95% 03/15/2025$717,912
CIGNA CORP 4.5% 03/15/2021$713,654
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$713,638
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$712,727
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$711,642
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$711,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$710,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$710,585
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 3.622% 07/10/2047$709,303
REPUBLIC OF PERU 6.55% 03/14/2037$708,750
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$707,826
EXXON MOBIL CORP 1.708% 03/01/2019$707,713
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$707,612
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$705,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$704,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$703,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$702,638
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$700,358
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$700,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$699,864
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$699,329
PETROLEOS MEXICANOS 5.5% 06/27/2044$697,520
CVS HEALTH CORP 3.875% 07/20/2025$695,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$695,564
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$693,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$692,816
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$692,714
COMCAST CORP 6.45% 03/15/2037$691,638
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$691,240
MICROSOFT CORP 3.95% 08/08/2056$690,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$690,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$690,776
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$690,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$690,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$690,143
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$688,097
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$686,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$685,641
MORGAN STANLEY 5.75% 01/25/2021$684,622
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$681,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$681,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$676,576
UNION PACIFIC CORP 4.821% 02/01/2044$673,731
CISCO SYSTEMS INC 5.9% 02/15/2039$671,198
GRUPO TELEVISA SAB 5% 05/13/2045$671,104
NEXEN ENERGY ULC 6.4% 05/15/2037$670,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$670,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$669,289
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$668,712
CHEVRON CORP 1.79% 11/16/2018$667,041
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$665,641
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$665,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$664,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$664,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$662,977
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$662,371
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$662,345
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$661,949
PEPSICO INC 5.5% 01/15/2040$661,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$660,374
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$657,634
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$657,584
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$656,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$655,065
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$653,182
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$651,270
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$650,972
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$650,233
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$650,157
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$649,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$648,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$647,153
SUNCOR ENERGY INC 7.15% 02/01/2032$646,856
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$646,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$645,151
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$641,369
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$638,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$638,362
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$637,237
ALTRIA GROUP INC 9.25% 08/06/2019$636,975
CELGENE CORP 4.625% 05/15/2044$634,936
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$634,259
LOCKHEED MARTIN CORP 4.5% 05/15/2036$633,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$632,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$632,313
FEDERAL HOME LOAN MORTGAGE CORP 2.149% 08/01/2043$631,989
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$630,536
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$629,850
AT&T INC 6.375% 03/01/2041$628,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$626,915
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 3.085% 08/15/2046$626,566
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$625,083
MORGAN STANLEY 3.125% 07/27/2026$625,019
KENTUCKY UTILITIES CO 5.125% 11/01/2040$622,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$622,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$621,439
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$620,348
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$620,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$619,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$619,170
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$619,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$617,522
ORACLE CORP 5.375% 07/15/2040$615,938
INTERNATIONAL PAPER CO 7.5% 08/15/2021$615,255
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$611,096
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$610,625
BANK OF AMERICA CORP 2.625% 04/19/2021$610,196
BNP PARIBAS SA 2.4% 12/12/2018$609,325
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$608,595
FANNIE MAE POOL 3.5% 03/01/2046$606,815
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$606,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$605,740
JPMORGAN CHASE & CO 4.85% 02/01/2044$605,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$604,484
AT&T INC 5.8% 02/15/2019$603,622
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$603,336
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$601,647
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$601,457
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$600,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$600,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$599,259
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$598,188
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$597,267
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$595,101
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$594,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$592,676
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$592,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$591,891
FINANCING CORP 9.65% 11/02/2018$590,789
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$590,733
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$590,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$589,186
MEDTRONIC INC 4.625% 03/15/2045$588,976
VALERO ENERGY CORP 6.625% 06/15/2037$587,612
AETNA INC 2.4% 06/15/2021$587,354
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$586,901
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$586,743
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$584,155
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$581,890
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 3.091% 08/10/2049$581,298
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$581,250
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$579,431
ACTAVIS FUNDING SCS 3% 03/12/2020$578,669
TIME WARNER CABLE INC 8.75% 02/14/2019$576,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$576,196
COMM 2013-CCRE11 MORTGAGE TRUST 5.33% 10/10/2046$575,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$575,737
CMS ENERGY CORP 4.7% 03/31/2043$573,771
FEDEX CORP 4.75% 11/15/2045$573,492
METLIFE INC 7.717% 02/15/2019$572,752
CATERPILLAR INC 4.75% 05/15/2064$572,354
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$571,619
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$571,363
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$570,241
TIME WARNER INC 7.7% 05/01/2032$570,204
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$569,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2043$569,457
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$569,103
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$569,023
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$569,015
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$568,833
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$565,210
REPUBLIC OF ITALY 6.875% 09/27/2023$565,170
KEYCORP 5.1% 03/24/2021$565,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,962
DEVON ENERGY CORP 5.85% 12/15/2025$563,685
NATIONAL CITY CORP 6.875% 05/15/2019$563,556
REPUBLIC OF POLAND 6.375% 07/15/2019$563,255
NISOURCE FINANCE CORP 5.45% 09/15/2020$562,112
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST 4.95% 11/23/2020$561,822
BANK OF AMERICA CORP 5.625% 07/01/2020$561,759
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$560,664
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$560,253
ALTRIA GROUP INC 4% 01/31/2024$559,187
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$558,970
ACTAVIS INC 6.125% 08/15/2019$558,613
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$558,526
CITIGROUP INC 6.625% 06/15/2032$558,322
GINNIE MAE II POOL 3.5% 04/20/2045$557,896
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$557,873
FEDEX CORP 4.55% 04/01/2046$557,719
JPMORGAN CHASE & CO 6.3% 04/23/2019$557,200
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$556,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$556,015
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$555,649
BLACKROCK INC 4.25% 05/24/2021$555,184
AMAZON.COM INC 3.8% 12/05/2024$555,167
NOVARTIS CAPITAL CORP 4% 11/20/2045$555,127
REPUBLIC OF PERU 7.35% 07/21/2025$555,000
CISCO SYSTEMS INC 3.5% 06/15/2025$554,006
BB&T CORP 5.25% 11/01/2019$553,369
CITIGROUP INC 4.5% 01/14/2022$552,872
UNION PACIFIC CORP 3.75% 03/15/2024$552,395
WELLS FARGO & CO 4.6% 04/01/2021$552,358
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$552,135
AT&T INC 4.45% 05/15/2021$550,384
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$550,366
WESTERN UNION CO/THE 5.253% 04/01/2020$550,359
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$549,159
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$548,966
ACTAVIS FUNDING SCS 4.75% 03/15/2045$548,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$548,498
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$548,395
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$547,696
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$547,289
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 3.801% 09/15/2047$546,943
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$545,717
HALLIBURTON CO 7.45% 09/15/2039$545,551
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6% 01/15/2019$545,218
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$545,034
EMERSON ELECTRIC CO 5% 04/15/2019$544,972
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$544,786
DEERE & CO 4.375% 10/16/2019$544,699
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$544,253
BARCLAYS PLC 4.375% 01/12/2026$544,209
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$544,120
CSX CORP 4.5% 08/01/2054$543,312
BECTON DICKINSON AND CO 3.734% 12/15/2024$543,194
TIME WARNER INC 3.875% 01/15/2026$542,601
VULCAN MATERIALS CO 4.5% 04/01/2025$542,500
CISCO SYSTEMS INC 4.95% 02/15/2019$542,429
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$541,955
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$541,610
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$541,545
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$540,429
EXELON CORP 3.95% 06/15/2025$540,282
BANK OF AMERICA CORP 4% 04/01/2024$539,682
BANK OF AMERICA CORP 6.875% 04/25/2018$539,631
AMGEN INC 6.15% 06/01/2018$539,526
ONE GAS INC 3.61% 02/01/2024$539,410
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$539,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$539,110
CATERPILLAR INC 3.4% 05/15/2024$539,100
ELI LILLY & CO 3.7% 03/01/2045$538,994
GILEAD SCIENCES INC 3.65% 03/01/2026$538,793
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 3.507% 05/15/2045$538,764
TRINITY ACQUISITION PLC 4.625% 08/15/2023$537,952
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$537,760
BLACKROCK INC 3.375% 06/01/2022$537,703
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$537,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$537,632
AT&T INC 5.5% 02/01/2018$537,513
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$537,193
NORTHERN TRUST CORP 3.375% 08/23/2021$537,059
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$536,932
HSBC HOLDINGS PLC 4.3% 03/08/2026$536,455
MORGAN STANLEY 6.625% 04/01/2018$535,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$535,840
JOHNSON CONTROLS INC 3.625% 07/02/2024$535,451
GILEAD SCIENCES INC 4.5% 02/01/2045$535,230
ORACLE CORP 5.75% 04/15/2018$535,016
CITIGROUP INC 4.6% 03/09/2026$535,010
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$534,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$533,683
HSBC HOLDINGS PLC 4% 03/30/2022$533,114
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$533,019
MCCORMICK & CO INC/MD 3.25% 11/15/2025$532,842
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$532,750
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$532,747
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHILE 4.25% 04/15/2024$532,542
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$532,357
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$532,331
MEDTRONIC INC 4.375% 03/15/2035$531,365
KFW 4.5% 07/16/2018$531,249
XEROX CORP 6.35% 05/15/2018$531,178
TARGET CORP 6% 01/15/2018$530,995
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$530,882
ALLSTATE CORP/THE 3.15% 06/15/2023$530,808
STATOIL ASA 3.15% 01/23/2022$530,499
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$530,481
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$530,147
METLIFE INC 3.6% 04/10/2024$530,124
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$529,945
PEPSICO INC 3% 08/25/2021$529,564
PETROLEOS MEXICANOS 5.5% 01/21/2021$529,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$529,189
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$529,180
KFW 2.75% 10/01/2020$528,818
LLOYDS BANK PLC 3.5% 05/14/2025$528,791
VISA INC 2.2% 12/14/2020$528,480
KFW 2.75% 09/08/2020$528,350
APACHE CORP 5.25% 02/01/2042$527,957
MCDONALD'S CORP 5.35% 03/01/2018$527,762
VERISK ANALYTICS INC 4% 06/15/2025$527,620
APPLE INC 2.85% 05/06/2021$527,258
CONSUMERS ENERGY CO 3.125% 08/31/2024$527,160
TIME WARNER CABLE INC 4.5% 09/15/2042$526,808
MORGAN STANLEY 5.95% 12/28/2017$526,630
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$526,324
KFW 1.625% 03/15/2021$526,089
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$526,009
SYNCHRONY FINANCIAL 4.25% 08/15/2024$525,812
COMCAST CORP 2.85% 01/15/2023$525,639
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$525,345
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$525,308
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 2.858% 11/15/2045$524,936
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$524,774
EXXON MOBIL CORP 3.043% 03/01/2026$524,768
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$524,625
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$524,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$524,196
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$523,953
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$523,646
VISA INC 3.15% 12/14/2025$523,496
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579% 07/23/2020$523,054
MYLAN NV 3.75% 12/15/2020$522,685
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 2.85% 12/10/2045$522,417
GENERAL MOTORS CO 5.2% 04/01/2045$522,052
JPMORGAN CHASE & CO 3.2% 01/25/2023$521,817
JPMORGAN CHASE BANK NA 6% 10/01/2017$521,536
BANK OF AMERICA CORP 3.5% 04/19/2026$520,659
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$520,410
DOW CHEMICAL CO/THE 3% 11/15/2022$520,161
WAL-MART STORES INC 2.55% 04/11/2023$519,602
ECOPETROL SA 4.25% 09/18/2018$519,375
BED BATH & BEYOND INC 3.749% 08/01/2024$519,301
BANK OF AMERICA CORP 4% 01/22/2025$519,107
AMERICAN TOWER CORP 4.5% 01/15/2018$518,745
BANK OF AMERICA CORP 3.3% 01/11/2023$518,316
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$517,998
CHEVRON CORP 2.954% 05/16/2026$517,281
KFW 2.125% 01/17/2023$517,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$516,805
HSBC HOLDINGS PLC 4.25% 03/14/2024$516,567
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$516,464
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$516,242
GENERAL MOTORS CO 3.5% 10/02/2018$515,674
VALE OVERSEAS LTD 4.625% 09/15/2020$514,750
MOODY'S CORP 2.75% 07/15/2019$514,660
CONOCOPHILLIPS CO 4.3% 11/15/2044$514,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$514,262
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$514,204
KFW 2% 10/04/2022$513,903
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$513,822
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$513,614
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$513,273
JM SMUCKER CO/THE 2.5% 03/15/2020$512,689
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$512,603
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$512,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$512,333
YALE UNIVERSITY 2.086% 04/15/2019$512,163
GENERAL DYNAMICS CORP 2.25% 11/15/2022$512,010
BB&T CORP 2.45% 01/15/2020$511,903
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$511,725
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$511,715
LOCKHEED MARTIN CORP 2.5% 11/23/2020$511,471
PETROLEOS MEXICANOS 6.625% 06/15/2035$511,425
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,395
TELEFONICA EUROPE BV 8.25% 09/15/2030$511,219
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 03/15/2019$510,964
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$510,546
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$510,435
SYSCO CORP 2.6% 06/12/2022$510,147
KFW 1.875% 04/01/2019$510,091
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$509,805
MARATHON PETROLEUM CORP 5.85% 12/15/2045$509,715
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$509,692
CITIGROUP INC 4.125% 07/25/2028$509,498
MUFG UNION BANK NA 2.625% 09/26/2018$509,427
AETNA INC 3.2% 06/15/2026$509,396
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$509,098
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$509,020
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$508,850
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$508,813
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 06/14/2019$508,743
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$508,679
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$508,668
PNC BANK NA 2.7% 11/01/2022$508,657
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$508,608
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$508,586
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$508,326
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$508,184
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$508,176
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$508,110
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$507,950
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$507,896
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$507,850
PETROLEOS MEXICANOS 4.875% 01/18/2024$507,500
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$507,316
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$507,205
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.125% 02/10/2025$507,196
SOUTHERN CO/THE 2.15% 09/01/2019$506,499
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$506,496
HSBC USA INC 2.375% 11/13/2019$506,371
ROYAL BANK OF CANADA 2% 12/10/2018$506,306
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$506,304
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$506,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$506,062
GILEAD SCIENCES INC 2.95% 03/01/2027$505,922
HSBC USA INC 2.25% 06/23/2019$505,416
CVS HEALTH CORP 1.9% 07/20/2018$505,060
AETNA INC 1.9% 06/07/2019$504,916
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$504,854
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$504,640
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$504,250
WESTPAC BANKING CORP 1.95% 11/23/2018$504,248
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$504,202
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$504,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$504,074
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.75% 07/31/2018$503,986
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$503,763
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 04/10/2018$503,677
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 3.2% 09/23/2026$503,445
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$503,355
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,115
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,990
MIZUHO FINANCIAL GROUP INC 2.839% 09/13/2026$502,946
MITSUBISHI UFJ FINANCIAL GROUP INC 2.527% 09/13/2023$502,462
TORONTO-DOMINION BANK/THE 3.625% 09/15/2031$502,243
JPMORGAN CHASE & CO 2.95% 10/01/2026$501,942
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$501,923
ARCHER-DANIELS-MIDLAND CO 2.5% 08/11/2026$501,901
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,839
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$501,667
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$501,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$501,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$501,385
CHEVRON CORP 1.345% 11/15/2017$501,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$501,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 10/26/2017$500,873
WELLS FARGO & CO 1.5% 01/16/2018$500,732
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$500,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 05/21/2018$500,525
PRECISION CASTPARTS CORP 1.25% 01/15/2018$500,521
ROYAL BANK OF CANADA 1.4% 10/13/2017$500,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,059
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$499,901
SOUTHERN COPPER CORP 5.875% 04/23/2045$499,813
STATOIL ASA 1.25% 11/09/2017$499,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 09/09/2019$499,309
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$499,182
WELLS FARGO & CO 2.1% 07/26/2021$498,628
REPUBLIC OF PANAMA 5.2% 01/30/2020$498,375
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$498,038
APPLE INC 4.375% 05/13/2045$497,790
COUNTY OF COOK IL 6.229% 11/15/2034$497,608
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$497,489
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$496,223
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$495,820
FEDERAL HOME LOAN MORTGAGE CORP 2.398% 10/01/2043$495,128
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$494,372
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$494,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$494,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$493,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$491,939
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,853
ALTRIA GROUP INC 4.25% 08/09/2042$488,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$488,782
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$487,584
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$485,817
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$485,769
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$485,096
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$483,273
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$482,792
AGRIUM INC 6.125% 01/15/2041$482,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$482,720
TARGET CORP 6.35% 11/01/2032$482,718
STATE OF ILLINOIS 5.1% 06/01/2033$482,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$477,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$477,535
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$476,561
APPLE INC 2.45% 08/04/2026$476,071
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$476,015
MARATHON OIL CORP 5.9% 03/15/2018$475,710
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$475,359
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$475,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$475,036
MCKESSON CORP 4.883% 03/15/2044$472,093
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875% 07/19/2018$470,219
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$469,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$468,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$467,854
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$467,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$467,412
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 8.75% 06/15/2030$467,394
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$467,159
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$465,825
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$465,187
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$463,269
BOSTON PROPERTIES LP 3.125% 09/01/2023$463,190
HSBC HOLDINGS PLC 2.95% 05/25/2021$461,789
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2019$460,409
KFW 0% 04/18/2036$460,183
BANK OF AMERICA CORP 5.875% 01/05/2021$459,180
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$458,958
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$458,564
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$458,041
HOME DEPOT INC/THE 2% 04/01/2021$457,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$457,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$456,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$456,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$456,392
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$455,249
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$454,649
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$454,336
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$453,551
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% 10/01/2026$453,046
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,576
PROGRESS ENERGY INC 7.05% 03/15/2019$451,688
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$451,581
MICROSOFT CORP 2.4% 08/08/2026$450,957
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$450,918
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$450,232
APPLE INC 2% 05/06/2020$450,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$448,872
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$448,526
FANNIE MAE POOL 3.5% 06/01/2045$448,472
BNP PARIBAS SA 5% 01/15/2021$447,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$447,417
REYNOLDS AMERICAN INC 4.45% 06/12/2025$447,084
CITY OF HOUSTON TX COMBINED UTILITY SYSTEM REVENUE 3.828% 05/15/2028$446,384
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$445,559
LOWE'S COS INC 4.25% 09/15/2044$445,456
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$445,180
STATE OF ISRAEL 4% 06/30/2022$445,000
JPMORGAN CHASE & CO 4.5% 01/24/2022$443,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$443,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$442,561
STATE OF ISRAEL 5.5% 04/26/2024$441,880
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$441,829
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$441,060
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$440,707
AMERICA MOVIL SAB DE CV 5% 03/30/2020$440,288
PHILLIPS 66 4.3% 04/01/2022$440,237
CITIGROUP INC 8.125% 07/15/2039$440,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$438,874
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$438,660
STATE STREET CORP 3.7% 11/20/2023$438,527
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$438,261
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$438,070
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$436,289
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$436,270
CISCO SYSTEMS INC 2.45% 06/15/2020$435,112
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$434,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$434,704
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055$434,472
HSBC BANK USA NA 4.875% 08/24/2020$434,462
CLOROX CO/THE 3.8% 11/15/2021$434,378
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$434,197
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE 6.548% 05/15/2048$433,647
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$433,514
APPLE INC 3.45% 05/06/2024$433,326
CARNIVAL CORP 3.95% 10/15/2020$432,797
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$432,623
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$432,387
CSX CORP 6% 10/01/2036$431,833
MOSAIC CO/THE 5.625% 11/15/2043$431,014
NASDAQ INC 4.25% 06/01/2024$431,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$430,682
AFLAC INC 3.625% 06/15/2023$430,543
COMCAST CORP 3.375% 08/15/2025$430,338
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$429,916
DEVON ENERGY CORP 7.95% 04/15/2032$429,842
HUMANA INC 3.85% 10/01/2024$429,692
AMGEN INC 3.625% 05/22/2024$429,306
LAZARD GROUP LLC 4.25% 11/14/2020$429,282
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$428,903
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$428,696
ABBVIE INC 2.5% 05/14/2020$428,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$428,538
DIGNITY HEALTH 3.812% 11/01/2024$427,700
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$427,504
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$427,248
CHEVRON CORP 3.191% 06/24/2023$426,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$426,249
COMCAST CORP 7.05% 03/15/2033$426,247
EXXON MOBIL CORP 3.176% 03/15/2024$426,083
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$425,495
BANK OF AMERICA CORP 4.25% 10/22/2026$425,246
PEPSICO INC 5% 06/01/2018$425,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$425,083
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$424,558
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$424,079
NEW YORK CITY WATER & SEWER SYSTEM 5.724% 06/15/2042$424,059
CORNING INC 4.75% 03/15/2042$423,998
PPG INDUSTRIES INC 3.6% 11/15/2020$423,811
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.665% 01/17/2024$423,526
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$422,982
MORGAN STANLEY 3.7% 10/23/2024$422,799
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$422,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$422,682
GOLDCORP INC 3.625% 06/09/2021$422,070
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$422,016
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$421,795
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$421,693
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$420,626
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$420,348
PEPSICO INC 2.75% 03/01/2023$420,012
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$419,823
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$419,029
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$419,021
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$418,697
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$418,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$418,356
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$417,894
AMERICAN TOWER CORP 3.5% 01/31/2023$417,818
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$417,694
KROGER CO/THE 2.95% 11/01/2021$417,511
AON PLC 3.5% 06/14/2024$417,421
ASSOCIATED BANC-CORP 4.25% 01/15/2025$417,078
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$416,932
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$416,882
AON PLC 4.45% 05/24/2043$416,847
BNP PARIBAS SA 4.25% 10/15/2024$416,831
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$416,422
AMEREN ILLINOIS CO 2.7% 09/01/2022$416,401
NEWMONT MINING CORP 3.5% 03/15/2022$415,948
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$415,776
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$414,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$414,257
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$414,156
STATE OF OREGON DEPARTMENT OF TRANSPORTATION 5.834% 11/15/2034$414,021
US BANCORP 3.1% 04/27/2026$413,705
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$413,634
HIGHWOODS REALTY LP 3.2% 06/15/2021$413,107
INTESA SANPAOLO SPA 3.875% 01/15/2019$412,081
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$412,005
WELLS FARGO BANK NA 6.6% 01/15/2038$411,930
ORACLE CORP 2.5% 10/15/2022$410,781
EASTMAN CHEMICAL CO 2.7% 01/15/2020$410,612
BAIDU INC 2.75% 06/09/2019$410,459
MORGAN STANLEY 6.375% 07/24/2042$410,262
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$409,962
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 02/23/2022$408,515
HOME DEPOT INC/THE 2% 06/15/2019$408,480
ABBVIE INC 3.6% 05/14/2025$408,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$408,375
PRAXAIR INC 2.2% 08/15/2022$407,797
CHEVRON CORP 2.355% 12/05/2022$407,580
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$407,473
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$407,444
STARBUCKS CORP 2% 12/05/2018$407,301
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$407,295
WELLS FARGO & CO 5.375% 11/02/2043$407,257
WEYERHAEUSER CO 7.375% 03/15/2032$407,187
WESTAR ENERGY INC 4.625% 09/01/2043$407,145
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$407,138
HISTORIC TW INC 9.15% 02/01/2023$407,017
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$406,863
ARROW ELECTRONICS INC 3% 03/01/2018$406,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$406,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$406,546
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$406,511
RYDER SYSTEM INC 2.35% 02/26/2019$406,304
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$406,088
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 05/24/2021$405,966
LLOYDS BANK PLC 2.35% 09/05/2019$405,648
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$405,646
PFIZER INC 4.4% 05/15/2044$405,353
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$405,279
XLIT LTD 2.3% 12/15/2018$404,970
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$404,890
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$404,308
SANTANDER UK PLC 2.35% 09/10/2019$404,302
WELLS FARGO & CO 3% 04/22/2026$404,262
BARCLAYS PLC 2.75% 11/08/2019$403,615
CF INDUSTRIES INC 3.45% 06/01/2023$403,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$402,909
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,520
WELLS FARGO & CO 3.9% 05/01/2045$402,284
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$401,868
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$401,387
INTEL CORP 1.35% 12/15/2017$401,320
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$401,214
GENERAL MILLS INC 1.4% 10/20/2017$401,047
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,985
PNC BANK NA 1.5% 10/18/2017$400,709
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,492
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$400,416
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,269
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$400,042
BANK ONE CORP 7.625% 10/15/2026$399,878
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$399,111
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$398,856
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$398,677
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$397,956
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$397,452
LOWE'S COS INC 5.8% 04/15/2040$397,352
REYNOLDS AMERICAN INC 6.15% 09/15/2043$396,953
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$396,759
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$396,483
SEAGATE HDD CAYMAN 4.75% 06/01/2023$396,250
METHANEX CORP 3.25% 12/15/2019$395,781
COMMONWEALTH EDISON CO 5.9% 03/15/2036$394,700
REPUBLIC OF PANAMA 6.7% 01/26/2036$394,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$393,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$393,723
PSEG POWER LLC 8.625% 04/15/2031$393,462
BANK OF AMERICA CORP 5.875% 02/07/2042$392,550
CBL & ASSOCIATES LP 4.6% 10/15/2024$391,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$391,305
VALE OVERSEAS LTD 6.875% 11/21/2036$390,800
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 07/15/2029$390,778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$390,420
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$390,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$389,812
ECOPETROL SA 4.125% 01/16/2025$389,380
PHARMACIA LLC 6.5% 12/01/2018$389,177
GENERAL MOTORS CO 4% 04/01/2025$389,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$388,765
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$388,643
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$388,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$388,211
AMGEN INC 4.563% 06/15/2048$388,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$387,408
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$386,984
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$386,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$386,435
WELLS FARGO & CO 4.9% 11/17/2045$386,286
ORACLE CORP 4.5% 07/08/2044$386,010
CELGENE CORP 3.875% 08/15/2025$385,623
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$385,561
WAL-MART STORES INC 7.55% 02/15/2030$383,676
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$382,816
VISA INC 4.3% 12/14/2045$382,365
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$382,360
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$382,349
PFIZER INC 3.4% 05/15/2024$382,131
DOVER CORP 5.375% 03/01/2041$381,957
ATMOS ENERGY CORP 4.125% 10/15/2044$381,888
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$381,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$381,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$381,220
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 5.707% 07/01/2034$380,772
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 2.85% 01/31/2023$379,640
VERIZON COMMUNICATIONS INC 6% 04/01/2041$379,251
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$378,257
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$377,040
COCA-COLA CO/THE 3.2% 11/01/2023$376,822
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$375,937
ECOLAB INC 5.5% 12/08/2041$375,727
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$375,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$375,163
GENERAL MILLS INC 5.4% 06/15/2040$375,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$373,958
WAL-MART STORES INC 4.875% 07/08/2040$373,848
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$373,513
APPLE INC 3.2% 05/13/2025$373,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$373,334
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$373,228
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249% 02/15/2048$373,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$372,294
LOCKHEED MARTIN CORP 2.9% 03/01/2025$371,921
STATE OF TEXAS 4.681% 04/01/2040$371,832
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$371,783
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$370,906
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$370,753
REPUBLIC OF ITALY 5.375% 06/15/2033$370,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$370,230
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$370,201
APPLE INC 2.25% 02/23/2021$369,514
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$369,387
COCA-COLA CO/THE 2.875% 10/27/2025$369,178
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875% 04/14/2026$368,897
MCDONALD'S CORP 2.75% 12/09/2020$368,725
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$368,480
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$366,515
WP CAREY INC 4.6% 04/01/2024$366,304
ORACLE CORP 2.8% 07/08/2021$365,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$365,452
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$364,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$364,808
WILLIAMS PARTNERS LP 4.5% 11/15/2023$363,277
KLA-TENCOR CORP 3.375% 11/01/2019$362,849
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$362,162
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$362,143
UNUM GROUP 4% 03/15/2024$361,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$361,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$361,054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$360,583
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$360,501
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,290
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$360,138
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,944
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$359,879
STATOIL ASA 5.1% 08/17/2040$359,692
AMGEN INC 4.663% 06/15/2051$359,625
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$359,034
INTEL CORP 4.9% 07/29/2045$358,724
SANTANDER UK PLC 3.05% 08/23/2018$358,628
CISCO SYSTEMS INC 2.2% 02/28/2021$358,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$357,972
NISOURCE FINANCE CORP 5.25% 02/15/2043$357,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$357,413
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$357,314
WELLS FARGO & CO 2.55% 12/07/2020$357,080
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$356,398
PEPSICO INC 4.45% 04/14/2046$356,131
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$356,003
CBS CORP 7.875% 07/30/2030$355,776
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$354,474
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$354,445
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$354,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$354,252
INTEL CORP 4.8% 10/01/2041$354,207
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$354,062
JPMORGAN CHASE & CO 2.7% 05/18/2023$353,924
VIACOM INC 6.875% 04/30/2036$353,864
AXA SA 8.6% 12/15/2030$353,750
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$352,938
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$352,853
CITY OF CHICAGO IL 6.314% 01/01/2044$352,170
MARATHON PETROLEUM CORP 5% 09/15/2054$352,164
REYNOLDS AMERICAN INC 6.875% 05/01/2020$351,590
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$351,546
CITIGROUP INC 4.65% 07/30/2045$351,335
JPMORGAN CHASE & CO 2.295% 08/15/2021$350,955
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.4% 09/23/2021$350,842
KEYBANK NA/CLEVELAND OH 1.6% 08/22/2019$350,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,100
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$350,016
MERCK & CO INC 6.5% 12/01/2033$349,931
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$349,907
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$349,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$349,111
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$348,867
PROGRESSIVE CORP/THE 2.45% 01/15/2027$348,858
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$348,307
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$348,119
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$348,076
VODAFONE GROUP PLC 7.875% 02/15/2030$347,654
QUALCOMM INC 2.25% 05/20/2020$347,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$347,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$346,974
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$346,504
HOST HOTELS & RESORTS LP 6% 10/01/2021$346,352
CNA FINANCIAL CORP 5.75% 08/15/2021$346,228
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$346,051
WELLS FARGO & CO 3% 02/19/2025$345,653
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$345,541
NOMURA HOLDINGS INC 6.7% 03/04/2020$345,358
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUST 0.99% 09/17/2018$345,052
MICROSOFT CORP 4.5% 10/01/2040$344,524
HYDRO-QUEBEC 8.05% 07/07/2024$344,389
STATE OF GEORGIA 4.503% 11/01/2025$344,382
WESTROCK MWV LLC 7.375% 09/01/2019$344,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$343,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$343,487
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$343,399
PUGET SOUND ENERGY INC 4.434% 11/15/2041$342,975
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$342,461
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$342,005
BECTON DICKINSON AND CO 5% 11/12/2040$341,868
CREDIT SUISSE USA INC 7.125% 07/15/2032$341,836
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$341,429
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$341,296
WYETH LLC 6.5% 02/01/2034$340,891
WELLTOWER INC 6.125% 04/15/2020$340,103
DOW CHEMICAL CO/THE 5.25% 11/15/2041$340,030
QWEST CORP 6.875% 09/15/2033$339,795
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$339,782
CSX CORP 7.375% 02/01/2019$339,753
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$339,410
AETNA INC 6.625% 06/15/2036$339,297
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$339,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$339,142
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$339,053
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$337,886
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$337,877
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$337,170
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$337,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$336,891
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$336,588
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$336,546
WAL-MART STORES INC 4.25% 04/15/2021$336,168
BANK OF AMERICA CORP 5% 05/13/2021$335,715
GILEAD SCIENCES INC 4.4% 12/01/2021$335,356
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$335,154
GATX CORP 4.75% 06/15/2022$334,855
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$334,748
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$334,656
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$334,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$334,237
STATE OF UTAH 3.539% 07/01/2025$333,882
UNILEVER CAPITAL CORP 4.25% 02/10/2021$333,511
CIGNA CORP 5.125% 06/15/2020$333,243
KRAFT HEINZ FOODS CO 2% 07/02/2018$333,187
METLIFE INC 4.875% 11/13/2043$333,130
AEGON FUNDING CO LLC 5.75% 12/15/2020$332,999
REPUBLIC SERVICES INC 5.5% 09/15/2019$332,773
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$332,759
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$332,613
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$332,601
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$332,465
JPMORGAN CHASE & CO 4.625% 05/10/2021$332,438
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 10.375% 11/01/2018$332,367
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$332,136
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$332,127
INTERNATIONAL PAPER CO 7.3% 11/15/2039$331,985
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$331,678
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$331,401
NORTHERN TRUST CORP 3.95% 10/30/2025$331,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$331,329
CVS HEALTH CORP 4% 12/05/2023$330,937
MICROSOFT CORP 4.2% 11/03/2035$330,425
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$330,002
TOTAL CAPITAL SA 4.45% 06/24/2020$329,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$329,714
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$329,681
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$329,489
ALPHABET INC 3.625% 05/19/2021$329,436
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$329,390
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$329,329
HEWLETT-PACKARD CO 4.65% 12/09/2021$329,215
GENERAL ELECTRIC CO 4.125% 10/09/2042$329,123
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$329,111
ANTHEM INC 4.65% 08/15/2044$328,554
PROGRESS ENERGY INC 4.4% 01/15/2021$327,932
HARLEY-DAVIDSON INC 4.625% 07/28/2045$327,852
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$327,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$327,501
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07/24/2044$326,850
CUBESMART LP 4.375% 12/15/2023$326,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$326,642
BOSTON PROPERTIES LP 4.125% 05/15/2021$326,592
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$326,514
AMGEN INC 3.875% 11/15/2021$326,388
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$326,244
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$326,070
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$325,525
THOMSON REUTERS CORP 6.5% 07/15/2018$325,456
DTE ELECTRIC CO 3.375% 03/01/2025$325,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$325,311
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$325,244
SOUTHERN CO/THE 4.4% 07/01/2046$325,069
WAL-MART STORES INC 3.625% 07/08/2020$325,025
MARKEL CORP 5% 03/30/2043$325,001
QVC INC 5.45% 08/15/2034$324,858
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$324,450
REPUBLIC OF PANAMA 3.75% 03/16/2025$324,375
FIFTH THIRD BANCORP 4.3% 01/16/2024$324,009
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$323,713
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$323,642
EOG RESOURCES INC 4.1% 02/01/2021$323,561
INTEL CORP 3.3% 10/01/2021$323,408
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$323,318
KELLOGG CO 4.15% 11/15/2019$323,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$323,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$323,027
JOHNSON CONTROLS INC 4.25% 03/01/2021$322,789
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$322,348
SOUTHERN CO/THE 3.25% 07/01/2026$321,736
AT&T INC 3.8% 03/15/2022$321,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$321,356
KOHL'S CORP 4% 11/01/2021$321,335
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$321,050
DTE ELECTRIC CO 3.45% 10/01/2020$321,032
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$320,594
WPP FINANCE 2010 3.75% 09/19/2024$319,949
ACTAVIS FUNDING SCS 4.55% 03/15/2035$319,648
AT&T INC 4.55% 03/09/2049$319,630
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$319,196
MORGAN STANLEY 3.75% 02/25/2023$319,081
WELLS FARGO & CO 3.5% 03/08/2022$318,537
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$318,492
HARRIS CORP 3.832% 04/27/2025$318,145
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$318,131
HARRIS CORP 6.15% 12/15/2040$318,072
ARROW ELECTRONICS INC 4.5% 03/01/2023$317,647
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$317,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$317,368
FEDEX CORP 3.25% 04/01/2026$317,023
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$316,875
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$316,185
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$316,104
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$315,936
NIKE INC 3.625% 05/01/2043$315,770
MICROSOFT CORP 4.45% 11/03/2045$315,723
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$315,597
TJX COS INC/THE 2.75% 06/15/2021$315,413
CARDINAL HEALTH INC 3.2% 03/15/2023$315,274
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$315,228
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$315,136
ANTHEM INC 3.3% 01/15/2023$314,846
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$313,950
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$313,778
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$313,759
ABBVIE INC 4.4% 11/06/2042$313,388
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,319
ASTRAZENECA PLC 4% 09/18/2042$313,275
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$313,060
GENERAL ELECTRIC CO 2.7% 10/09/2022$312,865
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$312,109
WILLIAMS PARTNERS LP 4.125% 11/15/2020$312,082
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$311,808
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$311,606
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$311,507
HOLLYFRONTIER CORP 5.875% 04/01/2026$311,455
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375% 04/20/2026$311,387
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$311,348
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$311,104
MICROSOFT CORP 2.7% 02/12/2025$310,919
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$310,781
NIKE INC 2.25% 05/01/2023$310,698
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$310,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$310,134
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$310,073
FREDDIE MAC GOLD POOL 3% 05/01/2032$309,773
WELLS FARGO & CO 3.45% 02/13/2023$309,620
ZOETIS INC 3.25% 02/01/2023$309,581
LIBERTY PROPERTY LP 3.375% 06/15/2023$309,535
COSTCO WHOLESALE CORP 2.25% 02/15/2022$308,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$308,827
EXXON MOBIL CORP 2.709% 03/06/2025$308,605
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$308,566
AFLAC INC 2.4% 03/16/2020$308,423
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$308,048
ABBVIE INC 2.9% 11/06/2022$308,046
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$307,752
MCKESSON CORP 2.85% 03/15/2023$307,430
BORGWARNER INC 3.375% 03/15/2025$307,422
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$307,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$307,384
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,383
STATOIL ASA 2.65% 01/15/2024$307,371
APPLE INC 3.85% 05/04/2043$307,365
LOCKHEED MARTIN CORP 3.8% 03/01/2045$307,100
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$306,943
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$306,840
LOCKHEED MARTIN CORP 4.07% 12/15/2042$306,556
NOBLE ENERGY INC 5.25% 11/15/2043$306,470
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$306,364
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$306,199
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$306,152
SOUTHERN CO/THE 2.35% 07/01/2021$306,066
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$306,044
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$306,016
APPLE INC 2.4% 05/03/2023$305,722
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$305,357
MICROSOFT CORP 3.75% 02/12/2045$305,271
MATTEL INC 2.35% 05/06/2019$305,265
AIRGAS INC 2.375% 02/15/2020$305,165
MICROSOFT CORP 1.85% 02/12/2020$305,113
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$305,092
3M CO 2% 06/26/2022$304,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$304,858
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$304,830
EXXON MOBIL CORP 3.567% 03/06/2045$304,787
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$304,548
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$304,536
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$304,235
STATE OF CALIFORNIA 7.3% 10/01/2039$303,956
ABBVIE INC 2% 11/06/2018$303,227
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,200
ONEOK PARTNERS LP 3.375% 10/01/2022$303,090
METLIFE INC 5.7% 06/15/2035$303,065
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$302,430
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$302,203
WALT DISNEY CO/THE 7% 03/01/2032$302,050
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,361
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$301,270
PERRIGO CO PLC 2.3% 11/08/2018$301,182
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,181
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$301,134
CARDINAL HEALTH INC 1.7% 03/15/2018$301,124
ABBVIE INC 1.75% 11/06/2017$301,067
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$301,053
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,951
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,922
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$300,828
EATON CORP 1.5% 11/02/2017$300,825
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,651
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 09/20/2021$300,461
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$300,435
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$300,291
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,168
SANTANDER BANK NA 2% 01/12/2018$300,112
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUST 1.04% 02/18/2020$300,032
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,952
VODAFONE GROUP PLC 1.5% 02/19/2018$299,899
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$299,558
STATOIL ASA 1.15% 05/15/2018$299,412
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$299,188
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$298,800
HESS CORP 7.3% 08/15/2031$297,184
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$297,049
TIME WARNER INC 5.375% 10/15/2041$296,681
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$296,045
SOUTHERN COPPER CORP 7.5% 07/27/2035$295,920
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$295,793
LINCOLN NATIONAL CORP 6.15% 04/07/2036$295,587
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$295,123
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$294,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$294,732
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$294,113
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$293,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$293,079
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$292,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$291,626
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$291,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$290,914
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$290,779
ORACLE CORP 3.9% 05/15/2035$290,041
COMCAST CORP 4.6% 08/15/2045$289,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$287,698
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$287,296
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$287,280
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$286,940
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$286,747
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$286,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$286,330
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$285,845
MERCK & CO INC 6.55% 09/15/2037$285,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$285,688
REPUBLIC OF KOREA 3.875% 09/11/2023$285,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$284,863
AMGEN INC 4.4% 05/01/2045$284,777
REYNOLDS AMERICAN INC 3.25% 06/12/2020$284,306
EXELON CORP 4.95% 06/15/2035$284,294
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$284,099
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$284,061
DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORP 7.088% 01/01/2042$283,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$283,764
KROGER CO/THE 7.5% 04/01/2031$283,753
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$282,383
BECTON DICKINSON AND CO 6.375% 08/01/2019$282,276
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$281,710
MISSISSIPPI POWER CO 4.25% 03/15/2042$281,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$281,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$281,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$281,356
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$281,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$280,981
EMERSON ELECTRIC CO 2.625% 02/15/2023$280,850
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$280,501
INDIANA MICHIGAN POWER CO 7% 03/15/2019$280,429
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$280,279
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$280,221
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$279,591
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$279,268
CITY OF NEW YORK NY 5.846% 06/01/2040$279,106
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$278,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$278,779
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$278,475
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$278,345
ASTRAZENECA PLC 2.375% 11/16/2020$277,831
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$277,654
BANK OF AMERICA CORP 6.875% 11/15/2018$277,166
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$276,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$276,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$276,649
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FINANCE CORP 5.875% 03/01/2022$275,978
MICROSOFT CORP 2% 11/03/2020$275,756
EXPEDIA INC 7.456% 08/15/2018$275,411
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$275,358
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$274,994
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$274,847
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$274,839
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$274,399
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$274,241
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$274,176
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$273,477
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$273,073
PENTAIR FINANCE SA 5% 05/15/2021$272,957
ASTRAZENECA PLC 3.375% 11/16/2025$272,654
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$272,617
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$272,477
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$272,343
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$271,564
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$271,502
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$270,500
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$269,896
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$269,737
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$269,407
MYLAN INC 5.4% 11/29/2043$269,366
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$269,348
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$269,209
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$268,908
SEMPRA ENERGY 6.15% 06/15/2018$268,863
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$267,983
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$267,275
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$267,117
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE 6% 11/01/2040$266,946
HCP INC 6.7% 01/30/2018$266,809
QUALCOMM INC 3.45% 05/20/2025$266,536
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$266,480
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$266,176
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$265,800
UNITEDHEALTH GROUP INC 6% 02/15/2018$265,756
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$265,250
FORD MOTOR CO 7.45% 07/16/2031$265,186
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$265,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$264,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.811% 01/01/2042$264,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$263,805
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$263,552
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$263,451
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$262,878
JOHNSON & JOHNSON 4.85% 05/15/2041$262,775
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$262,757
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$262,571
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$262,500
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$262,471
CBS CORP 4.85% 07/01/2042$262,232
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$262,209
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$261,727
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$261,665
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$260,972
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$260,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$260,466
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$260,314
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$260,306
FANNIE MAE POOL 3% 09/01/2046$260,146
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$258,656
COMCAST CORP 5.65% 06/15/2035$258,212
COMMONWEALTH EDISON CO 5.875% 02/01/2033$258,030
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$257,981
JPMORGAN CHASE & CO 5.6% 07/15/2041$256,608
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$256,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$256,592
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$256,195
STATE OF CONNECTICUT 5.85% 03/15/2032$255,672
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$255,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$255,313
ASIAN DEVELOPMENT BANK 2% 01/22/2025$254,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$254,372
JOHNSON & JOHNSON 4.95% 05/15/2033$254,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$254,299
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,268
INTERNATIONAL PAPER CO 4.4% 08/15/2047$253,879
VORNADO REALTY LP 2.5% 06/30/2019$253,684
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036$253,402
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$253,345
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$253,246
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 7.425% 02/15/2029$253,200
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,159
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$253,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$253,033
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$252,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$252,813
BUCKEYE PARTNERS LP 2.65% 11/15/2018$252,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$252,401
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$252,163
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$252,161
BARCLAYS PLC 2.875% 06/08/2020$251,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$251,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$251,562
WESTLAKE CHEMICAL CORP 3.6% 08/15/2026$251,226
MEDTRONIC INC 1.5% 03/15/2018$251,180
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$250,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$250,514
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$250,295
WALT DISNEY CO/THE 1.1% 12/01/2017$250,216
GEORGIA POWER CO 5.65% 03/01/2037$249,885
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$249,212
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$248,939
APPLE INC 4.65% 02/23/2046$248,719
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$248,193
HCP INC 6.75% 02/01/2041$247,306
REALTY INCOME CORP 5.875% 03/15/2035$246,786
SHELL INTERNATIONAL FINANCE BV 2.5% 09/12/2026$246,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$246,064
ABBVIE INC 4.5% 05/14/2035$245,884
DUKE ENERGY CORP 2.65% 09/01/2026$245,848
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$245,838
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$245,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$245,149
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$245,045
KROGER CO/THE 5.4% 07/15/2040$244,787
TIME WARNER CABLE INC 6.75% 06/15/2039$244,078
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$244,051
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$243,681
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$243,559
HALLIBURTON CO 3.8% 11/15/2025$243,414
NEWELL BRANDS INC 5.5% 04/01/2046$243,195
VODAFONE GROUP PLC 6.15% 02/27/2037$242,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$242,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$241,453
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$241,365
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$240,897
JEFFERIES GROUP LLC 6.25% 01/15/2036$240,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$240,382
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$240,241
BIOGEN INC 4.05% 09/15/2025$239,967
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$239,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$239,763
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$239,376
ABBVIE INC 4.7% 05/14/2045$237,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$237,693
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$237,465
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$236,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$236,618
PRECISION CASTPARTS CORP 4.375% 06/15/2045$236,387
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$236,381
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$236,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$235,331
NEWELL BRANDS INC 5.375% 04/01/2036$235,170
MONSANTO CO 5.5% 08/15/2025$235,038
XCEL ENERGY INC 4.8% 09/15/2041$234,067
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$234,007
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$233,860
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$233,516
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$233,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$233,167
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$232,528
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$232,449
STATE OF OREGON 5.762% 06/01/2023$232,410
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$232,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$230,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$230,539
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$230,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$228,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$228,783
VIACOM INC 2.75% 12/15/2019$228,717
CITIGROUP INC 5.5% 09/13/2025$228,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$228,054
COMCAST CORP 4.5% 01/15/2043$227,512
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$227,217
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$226,943
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$226,237
BOSTON SCIENTIFIC CORP 6% 01/15/2020$226,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$226,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$225,482
CBS CORP 5.75% 04/15/2020$225,463
STRYKER CORP 4.625% 03/15/2046$225,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$224,918
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$224,753
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$224,304
BOEING CO/THE 4.875% 02/15/2020$224,223
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$224,176
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$224,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$223,704
WHIRLPOOL CORP 4.85% 06/15/2021$223,308
CONTINENTAL AIRLINES 2010-1 CLASS A PASS THROUGH TRUST 4.75% 07/12/2022$223,201
ABBVIE INC 3.2% 05/14/2026$223,166
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$222,675
MCKESSON CORP 4.75% 03/01/2021$222,360
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875% 04/20/2021$222,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$222,053
AT&T INC 5.2% 03/15/2020$221,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$220,935
CARDINAL HEALTH INC 4.6% 03/15/2043$220,585
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,397
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$220,258
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$220,083
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$219,933
SOUTHERN NATURAL GAS CO LLC / SOUTHERN NATURAL ISSUING CORP 4.4% 06/15/2021$219,919
WALT DISNEY CO/THE 3.75% 06/01/2021$219,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$219,504
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$219,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$219,078
ANTHEM INC 4.65% 01/15/2043$219,044
PETROLEOS MEXICANOS 5.625% 01/23/2046$219,013
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$218,961
CVS HEALTH CORP 4.125% 05/15/2021$218,802
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$218,779
WELLTOWER INC 4.5% 01/15/2024$218,721
JOHNSON & JOHNSON 3.55% 05/15/2021$218,585
INTEL CORP 4.25% 12/15/2042$218,410
TARGET CORP 4% 07/01/2042$218,374
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$217,710
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$217,368
DDR CORP 4.625% 07/15/2022$217,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$216,891
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$216,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$216,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$216,324
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046$216,184
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$216,068
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,818
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$215,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$215,671
ONEOK PARTNERS LP 4.9% 03/15/2025$215,510
VISA INC 4.15% 12/14/2035$215,493
CENTERPOINT ENERGY RESTORATION BOND CO LLC 3.46% 08/15/2019$215,401
HASBRO INC 5.1% 05/15/2044$215,379
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$215,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$215,194
COCA-COLA CO/THE 3.15% 11/15/2020$214,745
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$214,669
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$214,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,316
THOMSON REUTERS CORP 3.95% 09/30/2021$214,163
BAXALTA INC 4% 06/23/2025$213,838
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$213,799
AUTONATION INC 6.75% 04/15/2018$213,799
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$213,786
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$213,710
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$213,398
DUKE REALTY LP 3.875% 10/15/2022$213,367
NEWELL BRANDS INC 3.85% 04/01/2023$213,193
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$213,092
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$213,070
FISERV INC 3.5% 10/01/2022$212,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$212,731
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$212,664
GENERAL MILLS INC 3.15% 12/15/2021$212,556
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$212,172
HUSKY ENERGY INC 3.95% 04/15/2022$212,044
WALT DISNEY CO/THE 3.7% 12/01/2042$212,006
COMPUTER SCIENCES CORP 4.45% 09/15/2022$211,886
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$211,661
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$211,595
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$211,535
XEROX CORP 4.5% 05/15/2021$211,371
REGENCY CENTERS LP 3.75% 06/15/2024$211,282
ZOETIS INC 4.7% 02/01/2043$211,278
FREDDIE MAC GOLD POOL 3.5% 01/01/2046$211,034
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$210,932
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$210,805
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$210,725
JABIL CIRCUIT INC 4.7% 09/15/2022$210,676
HCP INC 4.25% 11/15/2023$210,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,133
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$210,054
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$210,012
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$209,827
MERCK & CO INC 3.6% 09/15/2042$209,688
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$209,531
WALGREEN CO 4.4% 09/15/2042$208,619
US BANCORP 2.95% 07/15/2022$208,522
HALLIBURTON CO 5% 11/15/2045$208,204
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$208,146
KELLOGG CO 4% 12/15/2020$208,063
CONAGRA FOODS INC 3.25% 09/15/2022$207,997
FORD MOTOR CO 4.75% 01/15/2043$207,986
STATE STREET CORP 3.1% 05/15/2023$207,971
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$207,445
BANK OF AMERICA CORP 3.95% 04/21/2025$207,415
AETNA INC 4.125% 11/15/2042$207,158
STRYKER CORP 4.1% 04/01/2043$207,115
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$207,009
WALT DISNEY CO/THE 2.35% 12/01/2022$206,862
STRYKER CORP 2.625% 03/15/2021$206,373
PRECISION CASTPARTS CORP 2.5% 01/15/2023$206,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$206,268
REPUBLIC OF FINLAND 6.95% 02/15/2026$206,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$206,125
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$206,087
MERCK & CO INC 2.4% 09/15/2022$205,938
AIR LEASE CORP 3.375% 01/15/2019$205,924
KIMCO REALTY CORP 3.125% 06/01/2023$205,903
FEDEX CORP 2.625% 08/01/2022$205,771
HEWLETT-PACKARD CO 6% 09/15/2041$205,524
HESS CORP 5.8% 04/01/2047$205,365
ERP OPERATING LP 3% 04/15/2023$205,307
LEXINGTON REALTY TRUST 4.4% 06/15/2024$204,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$204,646
NEWELL BRANDS INC 2.6% 03/29/2019$204,611
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$204,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$204,381
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$204,381
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$204,351
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.107% 07/01/2018$204,092
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$204,069
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$203,930
ABBOTT LABORATORIES 2% 03/15/2020$203,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$203,627
MASTERCARD INC 2% 04/01/2019$203,261
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$203,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$203,210
PECO ENERGY CO 2.375% 09/15/2022$203,115
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$202,972
FEDEX CORP 3.875% 08/01/2042$202,780
CNOOC FINANCE 2013 LTD 3% 05/09/2023$202,772
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 1.199% 03/10/2047$202,608
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$202,388
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,072
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$202,034
HESS CORP 4.3% 04/01/2027$201,972
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$201,787
BANK OF AMERICA CORP 2.25% 04/21/2020$201,548
PROGRESSIVE CORP/THE 6.625% 03/01/2029$201,420
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$201,383
VALSPAR CORP/THE 4.4% 02/01/2045$201,267
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,209
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,150
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$201,052
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$201,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$200,666
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$200,416
AMAZON.COM INC 1.2% 11/29/2017$200,277
MERCK & CO INC 1.1% 01/31/2018$200,248
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$200,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$200,177
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$200,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$199,972
APPLE INC 1% 05/03/2018$199,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$199,677
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$199,434
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$198,763
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$198,751
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$198,668
UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST 3.75% 03/03/2028$198,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$198,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$197,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$197,950
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$196,695
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$196,619
HOME DEPOT INC/THE 3.5% 09/15/2056$196,070
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$195,894
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$195,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.943% 05/01/2042$195,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$195,330
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$195,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$194,651
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$193,870
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$193,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$193,423
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$192,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$192,791
AMERICAN AIRLINES 2011-1 CLASS A PASS THROUGH TRUST 5.25% 07/31/2022$192,787
FANNIE MAE POOL 3% 02/01/2035$192,257
MYLAN NV 3.95% 06/15/2026$191,807
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$191,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$191,106
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$191,086
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$191,056
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$190,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$190,512
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$190,367
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$190,051
BOARDWALK PIPELINES LP 3.375% 02/01/2023$190,034
JOHNSON & JOHNSON 3.7% 03/01/2046$189,961
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$189,932
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$189,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$189,290
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$188,788
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$188,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$188,553
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$188,507
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$188,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$188,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$188,075
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$187,766
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$187,537
MCDONALD'S CORP 4.7% 12/09/2035$187,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$186,817
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$186,274
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,588
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$185,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$184,729
VIACOM INC 4.375% 03/15/2043$184,306
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$184,295
AETNA INC 4.375% 06/15/2046$184,018
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$183,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$183,932
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$183,603
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.1% 10/01/2041$183,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$182,948
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$182,784
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$182,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$182,111
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$181,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$181,025
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$181,019
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$180,770
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$179,503
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$179,345
S&P GLOBAL INC 4.4% 02/15/2026$179,129
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$179,048
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$178,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$177,999
BAXALTA INC 5.25% 06/23/2045$177,880
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$177,662
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$177,306
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$177,257
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,193
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$175,736
STAPLES INC 4.375% 01/12/2023$175,448
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$175,337
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$175,272
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$175,174
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$175,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$174,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$174,766
RIO TINTO ALCAN INC 6.125% 12/15/2033$174,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$174,457
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$173,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$172,896
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$172,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$172,514
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$171,288
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$170,583
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$170,155
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$169,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$169,355
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$168,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$168,333
ABBVIE INC 4.45% 05/14/2046$167,795
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$167,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$167,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$167,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$167,041
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$166,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$166,290
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$166,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$165,895
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.3% 01/31/2043$165,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$165,361
GILEAD SCIENCES INC 4.6% 09/01/2035$165,230
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$164,942
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$164,884
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$164,649
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,312
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$164,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$164,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$163,956
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$163,836
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$163,479
REPUBLIC OF CHILE 3.875% 08/05/2020$163,350
FEDERAL HOME LOAN MORTGAGE CORP 2.672% 03/01/2045$163,043
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$163,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$163,030
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$162,955
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$161,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$160,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$160,764
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$159,837
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$159,643
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$159,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$158,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$157,860
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$157,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$157,660
DTE ELECTRIC CO 6.625% 06/01/2036$157,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$157,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$157,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$156,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$156,651
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 2.85% 01/27/2025$156,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$156,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$155,830
ALABAMA POWER CO 5.5% 10/15/2017$155,762
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$155,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$155,259
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$155,079
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$154,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$154,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$153,922
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$153,694
QUALCOMM INC 4.8% 05/20/2045$153,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$152,876
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$152,584
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$152,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$152,123
XILINX INC 2.125% 03/15/2019$151,957
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$151,691
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$151,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$151,531
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$151,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$151,066
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$150,359
FEDERAL FARM CREDIT BANKS 1.58% 02/17/2021$150,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$149,823
SHELL INTERNATIONAL FINANCE BV 1.375% 09/12/2019$149,640
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$149,584
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$149,373
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$149,206
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$149,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$148,755
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$148,455
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$148,260
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$147,669
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$147,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$147,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$147,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$146,946
AIR LEASE CORP 3.75% 02/01/2022$146,903
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$146,510
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$146,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$145,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$145,541
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$145,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$145,020
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$143,960
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$143,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$143,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$143,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$143,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$141,449
UNDER ARMOUR INC 3.25% 06/15/2026$141,230
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$139,716
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$139,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$139,467
MORGAN STANLEY 7.25% 04/01/2032$139,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$138,074
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$137,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$137,549
3M CO 5.7% 03/15/2037$137,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$136,834
CYTEC INDUSTRIES INC 3.95% 05/01/2025$136,607
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$136,267
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,261
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$136,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$136,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$135,848
BOEING CO/THE 6.125% 02/15/2033$135,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$134,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$134,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$134,595
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$133,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$133,527
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$133,197
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$133,117
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$132,484
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$131,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$131,762
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$131,349
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$131,086
CITY OF NEW YORK NY 5.517% 10/01/2037$130,901
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$130,368
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$130,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$130,028
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$129,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$129,623
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$128,990
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$128,912
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$128,391
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$128,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$127,966
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$127,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,722
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$127,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$127,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$126,692
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$126,566
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$126,525
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$126,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$126,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$125,947
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$125,890
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$125,432
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$125,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$124,279
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$124,249
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$123,942
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$123,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,118
QVC INC 3.125% 04/01/2019$123,113
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$123,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$122,914
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$121,737
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$121,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$120,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$119,905
PETRO-CANADA 5.95% 05/15/2035$119,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$119,607
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$119,436
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$119,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$119,136
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$119,094
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$119,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$118,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$118,080
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$116,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$116,590
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$116,551
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$116,278
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$116,210
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$115,904
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$115,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$115,776
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$115,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$115,371
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$115,339
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$115,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$114,372
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$114,253
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$114,190
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$113,979
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$113,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$112,965
STATE OF ILLINOIS 7.35% 07/01/2035$112,710
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$112,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$111,323
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$111,306
AGILENT TECHNOLOGIES INC 5% 07/15/2020$111,195
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$110,791
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$110,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$110,373
WILLIAMS PARTNERS LP 6.3% 04/15/2040$110,289
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$110,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$110,083
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$109,762
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$109,546
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$109,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$108,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$108,993
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$108,926
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$108,506
WILLIAMS PARTNERS LP 5.25% 03/15/2020$108,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$108,331
PARKER-HANNIFIN CORP 3.5% 09/15/2022$108,184
BANK OF AMERICA CORP 5.49% 03/15/2019$108,169
QUALCOMM INC 4.65% 05/20/2035$107,546
NORDSTROM INC 4% 10/15/2021$107,363
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2046$107,235
EATON CORP 4.15% 11/02/2042$107,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,107
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$106,904
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$106,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$106,619
COMMONWEALTH EDISON CO 5.8% 03/15/2018$106,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$106,361
GINNIE MAE II POOL 3.5% 11/20/2045$106,300
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$106,187
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$105,965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$105,866
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$105,755
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$105,508
FREDDIE MAC GOLD POOL 3% 01/01/2026$105,310
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$105,210
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$105,065
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$104,511
MICROSOFT CORP 4.75% 11/03/2055$104,254
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$104,235
EATON CORP 2.75% 11/02/2022$103,519
AT&T INC 3% 06/30/2022$102,942
AT&T INC 3.4% 05/15/2025$102,927
AT&T INC 2.45% 06/30/2020$101,936
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$101,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$101,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$101,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$101,627
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$101,429
DEVON ENERGY CORP 5.6% 07/15/2041$101,234
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$101,213
EBAY INC 2.6% 07/15/2022$100,935
REALTY INCOME CORP 2% 01/31/2018$100,701
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$100,312
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$100,279
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$100,229
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$100,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$99,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$99,620
ABBVIE INC 4.3% 05/14/2036$98,910
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$98,592
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$98,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$98,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$98,361
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$98,099
DUKE ENERGY FLORIDA LLC 3.4% 10/01/2046$97,783
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$97,736
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$97,733
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$97,692
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$97,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$97,103
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$97,039
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$96,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$96,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$95,826
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$95,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$95,549
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$95,302
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$94,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$94,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$93,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$93,784
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$93,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$93,597
CARMAX AUTO OWNER TRUST 2014-1 0.79% 10/15/2018$93,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$93,407
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$93,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$92,807
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$92,386
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$92,049
EBAY INC 4% 07/15/2042$91,965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$91,157
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$91,155
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,075
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$90,690
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$90,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$90,071
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$90,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$90,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$89,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$89,686
GILEAD SCIENCES INC 4.75% 03/01/2046$89,624
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$89,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$89,027
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$88,270
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$88,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$87,546
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$87,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$87,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$86,870
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,849
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$86,230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$86,212
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$85,938
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,414
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$84,733
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$84,733
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$84,613
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$84,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$83,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,186
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$83,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$83,158
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$82,798
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$80,979
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$80,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$80,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$80,338
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$80,289
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$79,867
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$79,704
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$79,497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$79,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$78,983
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$78,839
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$78,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$78,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$78,421
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$77,436
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$76,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$76,812
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$76,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$76,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$76,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$75,859
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$75,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$75,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$75,492
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$75,138
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$74,911
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$74,711
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$74,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$74,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$74,389
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$74,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$74,179
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$74,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$73,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$73,735
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$73,549
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$73,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$73,075
COMCAST CORP 2.75% 03/01/2023$72,596
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$72,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$72,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$72,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$72,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,155
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$71,860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$71,696
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$71,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.495% 02/01/2041$71,192
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$71,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$70,455
WILLIAMS PARTNERS LP 4% 09/15/2025$70,118
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$69,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$69,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$69,279
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$68,885
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$68,834
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$68,698
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$68,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$68,668
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$68,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$68,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$68,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$68,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,857
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$67,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$67,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$67,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$67,503
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$67,479
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$67,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$67,285
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$67,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$67,004
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$66,721
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$66,695
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$66,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$66,383
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$66,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$66,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$66,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$65,996
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$65,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$65,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$65,521
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$65,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$65,197
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$64,786
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$64,504
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$64,502
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$64,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.59% 08/01/2040$64,231
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$64,020
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$63,681
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$63,630
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$63,584
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$63,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$63,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$62,990
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$62,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$62,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$61,844
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$61,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$60,736
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$60,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$60,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$60,286
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$60,175
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$60,111
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$59,755
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$59,683
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$59,660
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$59,643
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$59,598
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,308
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$59,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$59,043
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$58,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$58,945
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$58,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$58,434
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$58,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$58,110
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$58,057
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$56,868
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$55,940
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$55,866
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$55,818
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,484
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$55,072
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$54,911
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$54,500
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$54,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$53,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$53,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$53,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$52,888
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$52,625
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,580
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$52,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,481
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$52,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$52,257
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$52,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$51,947
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$51,653
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$51,651
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$51,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$51,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,087
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$51,074
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$50,962
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$50,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$50,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,945
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$49,874
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$49,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$49,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$49,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$49,379
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$48,772
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$48,757
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$48,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$48,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$48,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$48,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$48,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$48,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$48,117
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,708
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$47,674
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$46,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$46,170
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$46,155
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$45,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$45,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$45,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$45,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2043$45,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$45,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$44,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$44,718
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$44,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$44,535
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$44,389
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$44,370
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$44,233
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$43,792
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$43,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$43,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$43,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$43,595
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$43,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$43,494
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$43,250
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$42,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$42,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$42,442
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$42,040
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$41,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$41,692
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$41,625
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$41,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$41,433
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,418
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.676% 12/01/2043$41,092
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$41,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$40,540
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$40,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$40,286
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,245
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$40,042
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,860
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,770
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$39,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,227
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$39,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$38,854
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,545
FEDERAL HOME LOAN MORTGAGE CORP 3.068% 06/01/2041$38,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$38,154
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$38,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$38,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$37,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$37,492
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$37,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$36,943
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$36,792
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$36,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,218
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$35,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,966
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,868
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$35,807
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$35,726
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$35,649
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$35,531
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$35,492
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$35,070
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$35,041
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$34,974
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$34,924
AT&T INC 5.35% 09/01/2040$34,847
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$34,728
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$34,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$34,284
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$34,202
FEDERAL HOME LOAN MORTGAGE CORP 5.689% 02/01/2037$34,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$34,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$33,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$33,752
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$33,183
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$33,176
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$32,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$32,228
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$32,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$31,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$31,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$31,965
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$31,810
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$31,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$31,479
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$31,384
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$31,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,965
NEWMONT MINING CORP 6.25% 10/01/2039$30,767
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$30,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$30,425
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$29,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$29,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,244
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-5 0.9% 09/10/2018$29,196
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$28,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$28,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$27,907
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$27,891
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$27,766
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$27,417
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,544
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$26,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$26,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$26,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$26,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$25,978
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$25,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$25,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,174
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$24,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$24,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$24,681
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$24,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$24,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$23,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$23,978
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$23,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$23,710
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$23,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$23,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,384
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$23,090
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$23,084
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$22,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$22,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$22,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$22,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$22,013
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$21,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$21,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$21,629
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$21,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$21,450
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$20,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$20,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$20,594
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$20,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$19,967
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$19,778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$19,739
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$19,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,558
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$19,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$19,265
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$19,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$18,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,772
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$18,673
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$18,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$18,564
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$18,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$18,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$18,331
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$17,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,914
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$16,493
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$15,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$15,788
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$15,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$15,491
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$15,471
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$15,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$15,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,076
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$15,057
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$14,874
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$14,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,489
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$14,410
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,408
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$14,369
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$14,267
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$14,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$13,995
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$13,987
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$13,489
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,422
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$13,246
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$12,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$12,634
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$12,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$12,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$12,461
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,838
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,447
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$10,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$10,687
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$10,453
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$10,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$9,897
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,842
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$9,823
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$9,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$9,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$9,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$9,041
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,014
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$8,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$8,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$8,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$8,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$7,472
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,431
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$7,275
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$7,003
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,557
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,470
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$5,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,714
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$5,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,246
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$4,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,767
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$4,631
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,453
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,421
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$3,545
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,478
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,293
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$2,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,562
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,355
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$2,313
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,286
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$2,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,080
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,606
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,585
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,413
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,350
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,304
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$951
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$918
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$711
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$606
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$472
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$338
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$226
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$143
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$137
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$76
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$60
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$59
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$6
FREDDIE MAC GOLD POOL 2% 10/15/2031 TBA$-50,682
FREDDIE MAC GOLD POOL 3% 10/15/2031 TBA$-105,045
GINNIE MAE I POOL 4% 10/15/2046 TBA$-107,490
FANNIE MAE POOL 3% 10/25/2031 TBA$-209,984
GINNIE MAE I POOL 3.5% 10/15/2046 TBA$-212,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/25/2046 TBA$-246,440
FREDDIE MAC GOLD POOL 3.5% 10/15/2031 TBA$-264,049
GINNIE MAE I POOL 4.5% 10/15/2046 TBA$-303,654
GINNIE MAE II POOL 5% 10/15/2046 TBA$-433,352
FANNIE MAE POOL 5% 10/25/2046 TBA$-666,527
GINNIE MAE II POOL 4.5% 10/15/2046 TBA$-701,375
FREDDIE MAC GOLD POOL 5% 10/15/2046 TBA$-886,521
GINNIE MAE I POOL 5% 10/15/2046 TBA$-1,447,393
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/15/2046 TBA$-1,478,329
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$84,635,986
FINANCING 8.6% 09/19$609,339
All Holdings As of Aug 31, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$25,740,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$19,338,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% TBA$9,665,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% TBA$7,713,563
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,660,350
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$7,509,509
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$7,384,162
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,162,570
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,054,939
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,777,771
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,593,947
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,354,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% TBA$6,330,179
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,079,806
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,894,192
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,699,140
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,583,566
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,495,125
UNITED STATES TREASURY NOTE/BOND 0.75% 10/31/2017$5,356,822
UNITED STATES TREASURY NOTE/BOND 0.875% 10/15/2017$5,305,606
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,264,719
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,237,442
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$5,143,625
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,135,128
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,121,871
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$5,028,025
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,008,013
FEDERAL HOME LOAN MORTGAGE CORP 3.5% TBA$4,923,542
UNITED STATES TREASURY NOTE/BOND 0.625% 11/30/2017$4,914,426
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,880,235
UNITED STATES TREASURY NOTE/BOND 0.625% 04/30/2018$4,818,398
UNITED STATES TREASURY NOTE/BOND 0.875% 11/15/2017$4,767,573
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,745,907
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,742,091
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,734,905
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,734,050
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,732,292
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,701,357
UNITED STATES TREASURY NOTE/BOND 0.625% 09/30/2017$4,696,602
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,570,616
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,486,567
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,417,144
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,405,682
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,331,840
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,310,122
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,282,150
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,152,032
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$4,111,700
UNITED STATES TREASURY NOTE/BOND 0.625% 08/31/2017$4,108,072
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,088,151
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,082,032
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,081,876
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$4,080,049
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$4,007,812
UNITED STATES TREASURY NOTE/BOND 0.75% 04/30/2018$3,998,360
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,985,766
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,975,322
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,890,645
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,846,434
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$3,837,518
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,836,040
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,821,506
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,796,406
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,722,296
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,718,131
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,698,060
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,684,542
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,641,274
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,591,464
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,583,125
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,568,756
UNITED STATES TREASURY NOTE/BOND 1.25% 07/31/2023$3,527,606
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,512,989
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,512,782
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,504,534
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,491,383
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$3,476,969
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,462,925
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,441,439
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,401,048
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,385,741
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,365,102
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,360,271
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$3,268,990
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,258,610
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,239,186
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,219,190
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,211,891
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,208,115
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,189,123
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,179,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,150,149
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,115,077
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,084,392
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$3,083,686
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,076,056
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,054,587
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,014,979
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,014,339
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,010,047
UNITED STATES TREASURY NOTE/BOND 0.875% 04/15/2019$3,000,117
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,974,131
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,955,075
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,930,771
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,924,214
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,920,555
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,907,835
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,894,010
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,857,232
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,851,570
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,820,262
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,815,877
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,813,019
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,807,283
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,802,797
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,771,402
UNITED STATES TREASURY NOTE/BOND 0.875% 08/15/2017$2,755,324
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,690,234
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,683,455
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,663,456
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,582,591
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,576,904
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,547,430
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,537,828
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,532,468
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,500,409
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,473,088
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,460,609
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,453,597
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,435,521
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,432,458
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,428,947
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,415,237
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,408,096
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,406,581
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,369,235
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,363,948
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,344,169
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,337,508
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,332,302
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$2,328,815
UNITED STATES TREASURY NOTE/BOND 0.875% 03/31/2018$2,328,815
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,324,995
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,311,626
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,309,269
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,288,457
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,281,373
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,265,399
UNITED STATES TREASURY NOTE/BOND 0.75% 07/31/2018$2,263,054
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,244,111
FEDERAL HOME LOAN MORTGAGE CORP 3% TBA$2,205,103
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,200,283
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,179,786
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$2,179,365
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,176,994
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$2,152,625
UNITED STATES TREASURY NOTE/BOND 0.875% 05/15/2019$2,144,957
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,136,852
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,128,306
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$2,118,717
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,118,581
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,096,365
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,091,419
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,081,061
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,064,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,060,563
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$2,035,617
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 03/07/2018$2,000,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 07/26/2019$1,995,702
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$1,994,804
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,967,749
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,956,741
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,927,738
UNITED STATES TREASURY NOTE/BOND 0.75% 03/31/2018$1,919,626
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,905,405
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,865,068
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,839,086
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,832,268
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,800,304
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,797,923
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,790,086
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,736,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,726,521
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,678,533
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,672,281
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,644,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,643,299
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,639,154
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,637,749
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$1,627,187
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,626,094
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,612,752
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,605,104
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,582,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,577,114
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,575,576
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,571,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,563,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,553,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,549,639
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$1,543,546
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,540,426
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,534,870
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,528,562
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,528,404
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,518,018
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,512,438
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,499,761
UNITED STATES TREASURY NOTE/BOND 0.875% 07/31/2019$1,498,799
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,493,615
FEDERAL HOME LOAN BANKS 0.625% 08/07/2018$1,492,923
FEDERAL HOME LOAN BANKS 1.125% 07/14/2021$1,486,772
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,486,039
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,485,407
REPUBLIC OF POLAND 5.125% 04/21/2021$1,477,944
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,465,035
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,432,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,432,348
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$1,424,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,401,500
CITIGROUP INC 4.05% 07/30/2022$1,385,774
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,382,029
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,362,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,353,413
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,341,132
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,325,873
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$1,322,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,320,654
KFW 4.375% 03/15/2018$1,315,118
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,302,866
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,283,808
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,279,302
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,274,905
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,262,088
FEDERAL HOME LOAN BANKS 0.75% 08/28/2017$1,250,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,249,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,245,032
AT&T INC 3.9% 03/11/2024$1,234,967
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,217,899
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,212,118
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,211,905
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,211,381
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,194,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,174,765
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,174,282
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,168,546
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,163,156
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,147,967
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,147,854
KFW 4% 01/27/2020$1,146,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,145,544
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,141,551
PETROLEOS MEXICANOS 8% 05/03/2019$1,134,000
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,129,389
KFW 1.875% 06/30/2020$1,125,409
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 4.051% 04/15/2047$1,125,255
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,125,181
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$1,116,542
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,116,250
MORGAN STANLEY 4.875% 11/01/2022$1,110,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,109,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$1,108,324
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 3.775% 08/15/2047$1,105,621
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,103,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,099,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$1,097,442
WESTPAC BANKING CORP 4.875% 11/19/2019$1,097,429
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,096,138
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,094,719
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,093,892
BANK ONE CORP 8% 04/29/2027$1,089,771
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,087,986
MEDTRONIC INC 3.5% 03/15/2025$1,085,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2046$1,085,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,082,043
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,078,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,077,370
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,074,401
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314% 04/10/2049$1,071,306
PFIZER INC 3% 06/15/2023$1,070,874
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,070,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,070,082
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,069,861
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,069,789
CITIGROUP INC 6.625% 06/15/2032$1,067,915
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,067,613
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,065,671
BANK OF AMERICA CORP 5.65% 05/01/2018$1,064,930
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 11/15/2017$1,061,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,058,854
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 3.137% 02/10/2048$1,056,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,055,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,054,219
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2045$1,054,124
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,052,765
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,052,745
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,052,660
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2046$1,049,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,049,164
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2046$1,046,998
CITIGROUP INC 3.3% 04/27/2025$1,035,549
PACIFICORP 6% 01/15/2039$1,035,198
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,032,481
ORACLE CORP 2.25% 10/08/2019$1,032,063
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,030,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,029,724
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,029,407
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,026,671
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 2.962% 11/10/2046$1,026,182
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$1,023,989
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,022,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,022,602
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,020,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$1,020,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,020,620
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,017,163
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,016,953
MORGAN STANLEY 2.5% 01/24/2019$1,016,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,016,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,015,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$1,014,187
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,013,321
COCA-COLA CO/THE 1.65% 03/14/2018$1,010,654
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,009,945
KFW 0.875% 04/19/2018$1,008,839
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,006,989
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,006,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,006,704
BANK OF AMERICA NA 1.65% 03/26/2018$1,005,060
WAL-MART STORES INC 5.25% 09/01/2035$1,003,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,003,145
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,002,871
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,002,858
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,002,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 10/26/2017$1,001,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 12/20/2017$1,001,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$1,001,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 02/08/2018$1,000,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,405
INTER-AMERICAN DEVELOPMENT BANK 0.875% 03/15/2018$1,000,288
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,000,119
COLGATE-PALMOLIVE CO 0.9% 05/01/2018$999,869
FEDERAL HOME LOAN MORTGAGE CORP 0.75% 04/09/2018$998,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$998,124
FEDERAL FARM CREDIT BANKS 0.75% 04/18/2018$998,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$998,097
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,192
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$996,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$995,132
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$994,802
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$994,038
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$993,092
FEDERAL HOME LOAN MORTGAGE CORP 4.184% 12/25/2020$992,577
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$990,316
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$989,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$986,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$982,683
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$981,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$979,344
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$978,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$977,888
AMERICAN EXPRESS CO 7% 03/19/2018$976,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$971,401
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$970,735
STATE OF CALIFORNIA 7.625% 03/01/2040$969,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$958,616
TURKEY GOVERNMENT INTERNATIONAL BOND 4.875% 04/16/2043$958,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$957,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$957,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% TBA$955,857
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$953,770
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$953,610
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$946,777
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$946,431
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$937,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$935,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.505% 04/25/2023$932,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$929,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$920,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$919,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$914,113
KERR-MCGEE CORP 7.875% 09/15/2031$910,562
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$908,784
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.625% 02/10/2022$908,480
WAL-MART STORES INC 4.3% 04/22/2044$898,934
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$897,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$892,255
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$891,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$889,274
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$885,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$885,103
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$884,818
BANK OF AMERICA CORP 4.875% 04/01/2044$884,613
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$883,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$874,266
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$874,237
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$871,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$870,122
WELLS FARGO & CO 4.48% 01/16/2024$869,705
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$865,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$865,578
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$863,680
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$862,466
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418% 11/15/2035$859,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$858,250
MCDONALD'S CORP 4.6% 05/26/2045$852,964
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.5% 07/29/2025$849,894
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 3.102% 05/15/2046$848,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$847,628
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$845,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$843,265
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$841,335
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$841,216
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$838,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$836,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$835,652
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,156
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$833,975
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$833,194
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$832,299
TIME WARNER INC 4.05% 12/15/2023$830,316
MICROSOFT CORP 3.625% 12/15/2023$828,677
BPCE SA 4% 04/15/2024$825,170
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$825,143
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$824,690
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$821,693
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$821,445
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$821,062
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373% 11/15/2025$820,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$820,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$817,707
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$816,685
STATE OF CALIFORNIA 7.55% 04/01/2039$815,240
RAYTHEON CO 6.75% 03/15/2018$815,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$815,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$814,432
MORGAN STANLEY 4% 07/23/2025$812,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$809,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$809,304
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 04/19/2023$804,821
ORANGE SA 9% 03/01/2031$804,161
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$800,891
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$798,596
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$797,355
AT&T INC 4.5% 05/15/2035$796,655
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$796,368
TURKEY GOVERNMENT INTERNATIONAL BOND 8% 02/14/2034$795,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$794,351
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$792,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$792,241
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$790,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$785,887
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$785,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$785,413
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$784,897
JUNIPER NETWORKS INC 4.35% 06/15/2025$783,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$779,733
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$776,290
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$774,714
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$774,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$773,956
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 11/15/2020$772,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$772,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$771,473
TYSON FOODS INC 2.65% 08/15/2019$770,099
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$769,651
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$768,209
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$767,604
AT&T INC 4.35% 06/15/2045$767,292
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$766,705
CVS HEALTH CORP 2.25% 12/05/2018$766,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$766,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$766,547
BARCLAYS PLC 3.25% 01/12/2021$766,458
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$766,230
GILEAD SCIENCES INC 2.05% 04/01/2019$765,767
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$764,872
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$764,739
VIACOM INC 4.5% 03/01/2021$764,408
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$764,137
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$764,084
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$764,045
PETROLEOS MEXICANOS 5.5% 06/27/2044$764,000
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$763,671
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$763,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$763,186
WELLS FARGO & CO 2.15% 01/30/2020$763,006
CANADA GOVERNMENT INTERNATIONAL BOND 1.625% 02/27/2019$762,308
TURKEY GOVERNMENT INTERNATIONAL BOND 3.25% 03/23/2023$762,004
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$761,947
HOME DEPOT INC/THE 5.875% 12/16/2036$759,701
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$759,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$759,203
CITIGROUP INC 2.15% 07/30/2018$757,626
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$757,092
WESTPAC BANKING CORP 2.1% 05/13/2021$756,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$755,461
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$754,630
EUROPEAN INVESTMENT BANK 2% 03/15/2021$754,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$753,242
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$751,202
BANK OF MONTREAL 1.4% 04/10/2018$750,960
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$750,741
DEUTSCHE BANK AG 3.375% 05/12/2021$750,584
KFW 2% 05/02/2025$748,084
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$747,299
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$745,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$744,988
DOW CHEMICAL CO/THE 8.55% 05/15/2019$742,807
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$742,372
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$740,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$738,088
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$736,875
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$734,285
GRUPO TELEVISA SAB 5% 05/13/2045$733,403
JPMORGAN CHASE & CO 2.4% 06/07/2021$732,005
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$731,622
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$729,830
TRAVELERS COS INC/THE 6.75% 06/20/2036$729,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$727,346
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$727,219
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$727,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$726,527
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$726,199
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$724,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$723,318
ABBOTT LABORATORIES 2.95% 03/15/2025$722,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$722,176
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$719,380
MICROSOFT CORP 3.95% 08/08/2056$718,890
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$717,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$717,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$716,741
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 3.085% 08/15/2046$716,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$714,535
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$714,532
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 3.622% 07/10/2047$713,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$713,148
CIGNA CORP 4.5% 03/15/2021$711,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$710,164
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$709,732
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$709,331
EXXON MOBIL CORP 1.708% 03/01/2019$708,558
REPUBLIC OF PERU 6.55% 03/14/2037$707,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$707,075
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$706,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$706,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$706,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$705,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$705,047
CVS HEALTH CORP 3.875% 07/20/2025$704,621
COMCAST CORP 6.45% 03/15/2037$703,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$702,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$701,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$699,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$699,536
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$699,422
FEDERAL HOME LOAN MORTGAGE CORP 2.5% TBA$697,755
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$695,956
CISCO SYSTEMS INC 5.9% 02/15/2039$690,033
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$689,293
MORGAN STANLEY 5.75% 01/25/2021$688,848
UNION PACIFIC CORP 4.821% 02/01/2044$684,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$681,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$681,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$680,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$679,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$677,185
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$675,784
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$675,730
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$674,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$673,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$673,201
NEXEN ENERGY ULC 6.4% 05/15/2037$673,179
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$673,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$672,173
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$669,923
CHEVRON CORP 1.79% 11/16/2018$668,439
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$667,588
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$667,233
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$667,113
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$666,360
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$665,490
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$663,928
PEPSICO INC 5.5% 01/15/2040$663,703
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$663,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$662,562
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$661,867
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$661,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$660,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$656,808
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$656,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$655,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$653,508
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$652,076
CELGENE CORP 4.625% 05/15/2044$651,952
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$651,413
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$648,750
LOCKHEED MARTIN CORP 4.5% 05/15/2036$644,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$642,877
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$642,550
ALTRIA GROUP INC 9.25% 08/06/2019$640,452
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$639,193
SUNCOR ENERGY INC 7.15% 02/01/2032$638,923
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$638,401
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$638,133
AT&T INC 6.375% 03/01/2041$638,107
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$638,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$635,753
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$632,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$632,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$630,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$630,812
FEDERAL HOME LOAN MORTGAGE CORP 2.149% 08/01/2043$630,437
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$630,067
KENTUCKY UTILITIES CO 5.125% 11/01/2040$629,607
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$628,820
MORGAN STANLEY 3.125% 07/27/2026$628,576
ORACLE CORP 5.375% 07/15/2040$628,175
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$623,927
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$623,530
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$621,994
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$621,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$620,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$620,019
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$619,188
AT&T INC 6.15% 09/15/2034$616,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$615,585
INTERNATIONAL PAPER CO 7.5% 08/15/2021$614,207
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$613,477
BANK OF AMERICA CORP 2.625% 04/19/2021$612,078
JPMORGAN CHASE & CO 4.85% 02/01/2044$611,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$609,777
BNP PARIBAS SA 2.4% 12/12/2018$609,556
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$608,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$608,399
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$608,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$607,933
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$606,353
AT&T INC 5.8% 02/15/2019$606,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$605,820
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$605,625
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$604,575
PRECISION CASTPARTS CORP 4.375% 06/15/2045$603,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$602,139
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$600,554
MEDTRONIC INC 4.625% 03/15/2045$600,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,000
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$599,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$599,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$598,637
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$594,773
FINANCING CORP 9.65% 11/02/2018$593,749
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$592,510
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$592,478
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$592,390
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$591,594
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$590,559
AETNA INC 2.4% 06/15/2021$589,562
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$588,955
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$588,830
VALERO ENERGY CORP 6.625% 06/15/2037$587,962
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 3.091% 08/10/2049$584,193
CATERPILLAR INC 4.75% 05/15/2064$583,671
CMS ENERGY CORP 4.7% 03/31/2043$582,693
COMM 2013-CCRE11 MORTGAGE TRUST 5.33% 10/10/2046$581,536
TIME WARNER CABLE INC 8.75% 02/14/2019$581,362
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$581,220
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$579,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2043$578,699
ACTAVIS FUNDING SCS 3% 03/12/2020$578,685
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$578,650
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$576,967
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$575,860
FEDEX CORP 4.75% 11/15/2045$575,788
METLIFE INC 7.717% 02/15/2019$575,116
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$574,695
NOVARTIS CAPITAL CORP 4% 11/20/2045$574,561
TIME WARNER INC 7.7% 05/01/2032$573,279
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$571,862
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$571,375
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$571,033
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$570,617
REPUBLIC OF POLAND 6.375% 07/15/2019$567,625
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$566,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$566,071
REPUBLIC OF ITALY 6.875% 09/27/2023$565,740
KEYCORP 5.1% 03/24/2021$565,329
BANK OF AMERICA CORP 5.625% 07/01/2020$565,260
NATIONAL CITY CORP 6.875% 05/15/2019$564,874
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$564,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,381
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$564,195
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$564,040
NISOURCE FINANCE CORP 5.45% 09/15/2020$563,511
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$563,354
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST 4.95% 11/23/2020$563,155
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$562,886
DEVON ENERGY CORP 5.85% 12/15/2025$562,832
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$562,207
ALTRIA GROUP INC 4% 01/31/2024$562,016
TURKEY GOVERNMENT INTERNATIONAL BOND 7.5% 11/07/2019$561,681
HALLIBURTON CO 7.45% 09/15/2039$561,636
ACTAVIS INC 6.125% 08/15/2019$561,560
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$561,323
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$560,845
GILEAD SCIENCES INC 4.5% 02/01/2045$560,744
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$560,182
JPMORGAN CHASE & CO 6.3% 04/23/2019$559,524
AMAZON.COM INC 3.8% 12/05/2024$559,292
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$558,998
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 6.875% 05/27/2019$558,000
BLACKROCK INC 4.25% 05/24/2021$557,833
FEDEX CORP 4.55% 04/01/2046$557,777
CISCO SYSTEMS INC 3.5% 06/15/2025$557,715
WELLS FARGO & CO 4.6% 04/01/2021$556,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$556,012
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$555,762
REPUBLIC OF PERU 7.35% 07/21/2025$555,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$554,656
CITIGROUP INC 4.5% 01/14/2022$553,869
CSX CORP 4.5% 08/01/2054$553,847
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$552,447
UNION PACIFIC CORP 3.75% 03/15/2024$552,116
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$551,779
BB&T CORP 5.25% 11/01/2019$551,672
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 3.801% 09/15/2047$551,510
AT&T INC 4.45% 05/15/2021$551,338
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$551,072
ACTAVIS FUNDING SCS 4.75% 03/15/2045$550,708
WESTERN UNION CO/THE 5.253% 04/01/2020$550,615
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$550,483
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$549,224
BARCLAYS PLC 4.375% 01/12/2026$549,124
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$548,805
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$548,088
EXELON CORP 3.95% 06/15/2025$547,601
DEERE & CO 4.375% 10/16/2019$547,288
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$547,156
EMERSON ELECTRIC CO 5% 04/15/2019$546,944
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6% 01/15/2019$546,735
ELI LILLY & CO 3.7% 03/01/2045$546,531
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$546,026
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$545,255
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$545,153
TIME WARNER INC 3.875% 01/15/2026$544,968
CISCO SYSTEMS INC 4.95% 02/15/2019$544,804
BECTON DICKINSON AND CO 3.734% 12/15/2024$544,658
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$544,311
PETROLEOS MEXICANOS 6.625% 06/15/2035$543,850
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$543,490
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$543,172
GILEAD SCIENCES INC 3.65% 03/01/2026$543,095
VULCAN MATERIALS CO 4.5% 04/01/2025$542,500
BANK OF AMERICA CORP 6.875% 04/25/2018$542,235
BANK OF AMERICA CORP 4% 04/01/2024$541,803
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 3.507% 05/15/2045$541,561
AMGEN INC 6.15% 06/01/2018$541,312
CATERPILLAR INC 3.4% 05/15/2024$540,991
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$540,857
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$540,733
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$540,701
PETROLEOS MEXICANOS 5.5% 01/21/2021$540,125
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$539,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$539,506
BLACKROCK INC 3.375% 06/01/2022$539,448
MORGAN STANLEY 6.625% 04/01/2018$539,375
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$539,161
AT&T INC 5.5% 02/01/2018$539,126
HSBC HOLDINGS PLC 4.3% 03/08/2026$538,788
CITIGROUP INC 4.6% 03/09/2026$538,778
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$538,566
ONE GAS INC 3.61% 02/01/2024$538,035
MEDTRONIC INC 4.375% 03/15/2035$537,595
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$537,500
ORACLE CORP 5.75% 04/15/2018$537,192
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$537,140
NORTHERN TRUST CORP 3.375% 08/23/2021$536,608
TRINITY ACQUISITION PLC 4.625% 08/15/2023$536,275
PEPSICO INC 3% 08/25/2021$536,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$535,796
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$535,769
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$535,729
HSBC HOLDINGS PLC 4% 03/30/2022$535,639
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$535,631
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$535,625
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$535,298
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHILE 4.25% 04/15/2024$535,257
GENERAL MOTORS CO 5.2% 04/01/2045$534,393
UNITEDHEALTH GROUP INC 6% 02/15/2018$534,328
JOHNSON CONTROLS INC 3.625% 07/02/2024$534,223
TIME WARNER CABLE INC 4.5% 09/15/2042$534,179
TARGET CORP 6% 01/15/2018$533,024
ALLSTATE CORP/THE 3.15% 06/15/2023$532,807
MCCORMICK & CO INC/MD 3.25% 11/15/2025$532,594
KFW 4.5% 07/16/2018$532,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$532,115
XEROX CORP 6.35% 05/15/2018$532,030
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$531,969
APACHE CORP 5.25% 02/01/2042$531,899
LLOYDS BANK PLC 3.5% 05/14/2025$531,806
EXXON MOBIL CORP 3.043% 03/01/2026$531,572
MCDONALD'S CORP 5.35% 03/01/2018$530,770
VISA INC 2.2% 12/14/2020$530,576
STATOIL ASA 3.15% 01/23/2022$530,535
METLIFE INC 3.6% 04/10/2024$530,300
MARATHON PETROLEUM CORP 5.85% 12/15/2045$529,833
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$529,542
MORGAN STANLEY 5.95% 12/28/2017$529,255
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$529,016
CONSUMERS ENERGY CO 3.125% 08/31/2024$528,917
KFW 2.75% 10/01/2020$528,685
VISA INC 3.15% 12/14/2025$528,526
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$528,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$528,302
KFW 2.75% 09/08/2020$528,188
APPLE INC 2.85% 05/06/2021$528,091
VERISK ANALYTICS INC 4% 06/15/2025$527,584
SYNCHRONY FINANCIAL 4.25% 08/15/2024$527,201
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 2.858% 11/15/2045$526,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$526,101
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$525,900
KFW 1.625% 03/15/2021$525,782
SHELL INTERNATIONAL FINANCE BV 4% 05/10/2046$525,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$525,145
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 2.85% 12/10/2045$525,125
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$524,401
COMCAST CORP 2.85% 01/15/2023$524,318
JPMORGAN CHASE BANK NA 6% 10/01/2017$524,312
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$524,118
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$523,951
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$523,840
MYLAN NV 3.75% 12/15/2020$523,756
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579% 07/23/2020$523,679
BANK OF AMERICA CORP 3.5% 04/19/2026$523,391
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$522,727
BANK OF AMERICA CORP 4% 01/22/2025$522,370
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$522,289
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$522,274
JPMORGAN CHASE & CO 3.2% 01/25/2023$522,151
CHEVRON CORP 2.954% 05/16/2026$522,115
ECOPETROL SA 4.25% 09/18/2018$521,875
HSBC HOLDINGS PLC 4.25% 03/14/2024$521,713
WAL-MART STORES INC 2.55% 04/11/2023$521,080
BANK OF AMERICA CORP 3.3% 01/11/2023$520,423
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$520,372
PETROLEOS MEXICANOS 4.875% 01/18/2024$520,000
AMERICAN TOWER CORP 4.5% 01/15/2018$519,932
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$519,901
BED BATH & BEYOND INC 3.749% 08/01/2024$519,746
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$518,827
DOW CHEMICAL CO/THE 3% 11/15/2022$518,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$518,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$518,600
KFW 2.125% 01/17/2023$517,698
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$517,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$516,821
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$516,621
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$516,577
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$516,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$515,943
GENERAL MOTORS CO 3.5% 10/02/2018$515,369
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$515,294
TELEFONICA EUROPE BV 8.25% 09/15/2030$515,084
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$514,558
CONOCOPHILLIPS CO 4.3% 11/15/2044$514,456
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$514,403
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$514,309
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$513,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$513,733
KFW 2% 10/04/2022$513,710
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$513,626
MOODY'S CORP 2.75% 07/15/2019$513,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$513,430
JM SMUCKER CO/THE 2.5% 03/15/2020$513,090
GENERAL DYNAMICS CORP 2.25% 11/15/2022$513,074
BB&T CORP 2.45% 01/15/2020$512,999
LOCKHEED MARTIN CORP 2.5% 11/23/2020$512,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$512,503
YALE UNIVERSITY 2.086% 04/15/2019$512,185
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$511,885
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$511,814
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,711
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$511,640
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$511,270
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$510,952
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 03/15/2019$510,760
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$510,588
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$510,419
SOUTHERN COPPER CORP 5.875% 04/23/2045$510,315
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$510,297
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$510,204
MUFG UNION BANK NA 2.625% 09/26/2018$510,163
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$510,064
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$510,045
CITIGROUP INC 4.125% 07/25/2028$510,031
KFW 1.875% 04/01/2019$509,970
PNC BANK NA 2.7% 11/01/2022$509,709
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$509,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$509,466
AETNA INC 3.2% 06/15/2026$509,361
VALE OVERSEAS LTD 4.625% 09/15/2020$509,335
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$509,221
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,131
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$509,129
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$508,967
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$508,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$508,657
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$508,598
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.125% 02/10/2025$508,584
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$508,442
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$508,297
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 06/14/2019$508,275
SYSCO CORP 2.6% 06/12/2022$508,173
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$507,726
SOUTHERN CO/THE 2.15% 09/01/2019$507,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$507,547
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$507,293
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$506,873
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$506,691
CVS HEALTH CORP 1.9% 07/20/2018$506,513
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$506,211
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$506,176
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$506,110
APPLE INC 4.375% 05/13/2045$506,084
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$506,067
HSBC USA INC 2.375% 11/13/2019$505,959
ROYAL BANK OF CANADA 2% 12/10/2018$505,870
ALTRIA GROUP INC 4.25% 08/09/2042$505,810
WESTPAC BANKING CORP 1.95% 11/23/2018$505,452
JPMORGAN CHASE & CO 2.95% 10/01/2026$505,170
AETNA INC 1.9% 06/07/2019$504,998
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$504,603
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$504,534
FEDERAL HOME LOAN MORTGAGE CORP 2.398% 10/01/2043$504,255
HSBC USA INC 2.25% 06/23/2019$504,216
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,990
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.75% 07/31/2018$503,855
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$503,818
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,536
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$503,372
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 04/10/2018$503,347
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$503,326
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,999
WELLS FARGO & CO 2.1% 07/26/2021$502,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$502,652
WELLS FARGO & CO 1.5% 01/16/2018$502,059
CHEVRON CORP 1.345% 11/15/2017$501,754
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,578
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$501,519
PRECISION CASTPARTS CORP 1.25% 01/15/2018$501,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$501,430
COUNTY OF COOK IL 6.229% 11/15/2034$501,376
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$501,193
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,052
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,031
STATOIL ASA 1.25% 11/09/2017$500,983
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 05/21/2018$500,450
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$500,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,087
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$499,539
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$499,217
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$499,078
REPUBLIC OF PANAMA 5.2% 01/30/2020$499,050
EMC CORP 1.875% 06/01/2018$498,867
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$496,933
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$496,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$495,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$494,829
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$491,231
AGRIUM INC 6.125% 01/15/2041$490,766
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$490,470
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,311
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$489,840
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$489,601
TARGET CORP 6.35% 11/01/2032$489,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$489,034
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$488,634
STATE OF ILLINOIS 5.1% 06/01/2033$487,990
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$487,357
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$487,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$484,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$484,500
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$484,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$482,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$481,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$480,112
MCKESSON CORP 4.883% 03/15/2044$479,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$479,425
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$478,111
APPLE INC 2.45% 08/04/2026$476,877
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$475,310
MARATHON OIL CORP 5.9% 03/15/2018$473,788
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$470,697
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$470,192
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875% 07/19/2018$469,819
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 8.75% 06/15/2030$469,668
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$469,134
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$468,143
HSBC HOLDINGS PLC 2.95% 05/25/2021$467,211
BOSTON PROPERTIES LP 3.125% 09/01/2023$466,978
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$466,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$465,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$464,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$462,484
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$462,208
BANK OF AMERICA CORP 5.875% 01/05/2021$461,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$461,135
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$460,374
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2019$459,817
HOME DEPOT INC/THE 2% 04/01/2021$459,749
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$458,653
KFW 0% 04/18/2036$458,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$458,021
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$457,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$456,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$455,890
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$454,189
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$454,070
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% 10/01/2026$454,064
PROGRESS ENERGY INC 7.05% 03/15/2019$453,392
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$453,293
LOWE'S COS INC 4.25% 09/15/2044$452,996
MICROSOFT CORP 2.4% 08/08/2026$452,970
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$452,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$452,625
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,346
CITY OF HOUSTON TX COMBINED UTILITY SYSTEM REVENUE 3.828% 05/15/2028$450,736
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$450,714
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055$450,063
REYNOLDS AMERICAN INC 4.45% 06/12/2025$449,775
APPLE INC 2% 05/06/2020$449,644
BNP PARIBAS SA 5% 01/15/2021$448,987
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$448,710
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE 6.548% 05/15/2048$448,119
STATE OF ISRAEL 4% 06/30/2022$447,100
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$445,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$445,245
JPMORGAN CHASE & CO 4.5% 01/24/2022$443,618
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$443,316
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$442,837
STATE OF ISRAEL 5.5% 04/26/2024$442,750
AMERICA MOVIL SAB DE CV 5% 03/30/2020$442,696
CITIGROUP INC 8.125% 07/15/2039$442,042
STATE STREET CORP 3.7% 11/20/2023$442,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$441,783
PHILLIPS 66 4.3% 04/01/2022$441,545
MOSAIC CO/THE 5.625% 11/15/2043$440,382
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$439,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$439,716
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$439,351
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$439,087
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$438,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$438,473
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$437,537
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$437,515
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$436,243
HSBC BANK USA NA 4.875% 08/24/2020$436,194
CISCO SYSTEMS INC 2.45% 06/15/2020$435,967
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$435,546
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$435,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$435,484
CSX CORP 6% 10/01/2036$435,242
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$435,141
APPLE INC 3.45% 05/06/2024$435,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$435,067
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$434,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$434,137
CLOROX CO/THE 3.8% 11/15/2021$433,981
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$433,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$433,074
CARNIVAL CORP 3.95% 10/15/2020$433,050
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$432,912
AMGEN INC 3.625% 05/22/2024$432,357
NEW YORK CITY WATER & SEWER SYSTEM 5.724% 06/15/2042$432,075
COMCAST CORP 3.375% 08/15/2025$432,005
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$431,812
AFLAC INC 3.625% 06/15/2023$431,611
NASDAQ INC 4.25% 06/01/2024$431,038
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$430,774
HUMANA INC 3.85% 10/01/2024$430,644
ABBVIE INC 2.5% 05/14/2020$430,230
COMCAST CORP 7.05% 03/15/2033$429,706
DEVON ENERGY CORP 7.95% 04/15/2032$429,656
DIGNITY HEALTH 3.812% 11/01/2024$429,074
CORNING INC 4.75% 03/15/2042$428,788
CHEVRON CORP 3.191% 06/24/2023$428,577
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$428,457
EXXON MOBIL CORP 3.176% 03/15/2024$428,100
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$427,422
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$427,248
PEPSICO INC 5% 06/01/2018$427,019
DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY 4.814% 10/01/2114$425,485
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$425,354
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$425,312
MORGAN STANLEY 3.7% 10/23/2024$424,912
BANK OF AMERICA CORP 4.25% 10/22/2026$424,904
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$424,813
LAZARD GROUP LLC 4.25% 11/14/2020$424,586
PPG INDUSTRIES INC 3.6% 11/15/2020$423,362
PEPSICO INC 2.75% 03/01/2023$422,592
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$422,518
GOLDCORP INC 3.625% 06/09/2021$422,508
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$422,500
WELLS FARGO BANK NA 6.6% 01/15/2038$422,380
HCP INC 4.25% 11/15/2023$422,370
WELLS FARGO & CO 5.375% 11/02/2043$421,457
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$421,454
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$421,454
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$421,216
AON PLC 3.5% 06/14/2024$420,464
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$420,413
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$420,360
STATE OF OREGON DEPARTMENT OF TRANSPORTATION 5.834% 11/15/2034$420,084
BNP PARIBAS SA 4.25% 10/15/2024$419,861
AON PLC 4.45% 05/24/2043$419,608
ASSOCIATED BANC-CORP 4.25% 01/15/2025$419,057
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$418,950
AMERICAN TOWER CORP 3.5% 01/31/2023$418,749
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.665% 01/17/2024$418,630
KROGER CO/THE 2.95% 11/01/2021$418,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$418,383
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$418,282
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$418,272
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$417,203
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$416,674
WESTAR ENERGY INC 4.625% 09/01/2043$416,604
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$416,559
NEWMONT MINING CORP 3.5% 03/15/2022$416,413
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$415,755
AMEREN ILLINOIS CO 2.7% 09/01/2022$415,644
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$415,469
WELLS FARGO & CO 3.9% 05/01/2045$414,909
US BANCORP 3.1% 04/27/2026$414,485
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$414,330
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$414,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$414,224
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$413,604
ABBVIE INC 3.6% 05/14/2025$413,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$413,366
MORGAN STANLEY 6.375% 07/24/2042$413,260
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$413,137
EASTMAN CHEMICAL CO 2.7% 01/15/2020$411,969
ORACLE CORP 2.5% 10/15/2022$411,536
WELLS FARGO & CO 3% 04/22/2026$410,908
INTESA SANPAOLO SPA 3.875% 01/15/2019$410,872
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$410,799
CHEVRON CORP 2.355% 12/05/2022$410,241
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$410,167
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$409,958
BAIDU INC 2.75% 06/09/2019$409,750
PFIZER INC 4.4% 05/15/2044$409,522
WEYERHAEUSER CO 7.375% 03/15/2032$409,333
HOME DEPOT INC/THE 2% 06/15/2019$409,080
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$408,911
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$408,795
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$407,927
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$407,818
HISTORIC TW INC 9.15% 02/01/2023$407,543
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$407,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$407,428
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 02/23/2022$407,395
STARBUCKS CORP 2% 12/05/2018$407,300
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$407,007
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$406,929
PRAXAIR INC 2.2% 08/15/2022$406,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$406,734
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$406,560
LOWE'S COS INC 5.8% 04/15/2040$406,088
HIGHWOODS REALTY LP 3.2% 06/15/2021$405,942
RYDER SYSTEM INC 2.35% 02/26/2019$405,890
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$405,688
XLIT LTD 2.3% 12/15/2018$405,497
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$405,458
LLOYDS BANK PLC 2.35% 09/05/2019$405,428
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$405,391
ARROW ELECTRONICS INC 3% 03/01/2018$405,386
SANTANDER UK PLC 2.35% 09/10/2019$405,030
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$405,027
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 05/24/2021$404,878
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$404,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$403,949
BARCLAYS PLC 2.75% 11/08/2019$403,840
REYNOLDS AMERICAN INC 6.15% 09/15/2043$403,484
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$403,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$403,091
COMMONWEALTH EDISON CO 5.9% 03/15/2036$403,019
BANK ONE CORP 7.625% 10/15/2026$402,787
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$402,765
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,706
REPUBLIC OF PANAMA 6.7% 01/26/2036$402,480
INTEL CORP 1.35% 12/15/2017$401,869
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$401,661
GENERAL MILLS INC 1.4% 10/20/2017$401,642
PNC BANK NA 1.5% 10/18/2017$401,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$401,209
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,124
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,791
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,764
WELLS FARGO & CO 4.9% 11/17/2045$400,741
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$400,472
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,139
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$399,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$399,172
VALE OVERSEAS LTD 6.875% 11/21/2036$398,880
CF INDUSTRIES INC 3.45% 06/01/2023$398,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$397,886
BANK OF AMERICA CORP 5.875% 02/07/2042$397,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$397,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$397,247
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 07/15/2029$397,237
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$397,033
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$396,986
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$396,830
METHANEX CORP 3.25% 12/15/2019$396,107
PSEG POWER LLC 8.625% 04/15/2031$395,783
ORACLE CORP 4.5% 07/08/2044$395,687
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$395,294
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$393,302
AMGEN INC 4.563% 06/15/2048$392,436
VISA INC 4.3% 12/14/2045$391,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$390,780
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$390,728
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$390,604
PHARMACIA LLC 6.5% 12/01/2018$390,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$390,324
SEAGATE HDD CAYMAN 4.75% 06/01/2023$389,850
CELGENE CORP 3.875% 08/15/2025$389,847
ATMOS ENERGY CORP 4.125% 10/15/2044$389,741
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$389,623
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$389,488
GENERAL MOTORS CO 4% 04/01/2025$389,222
CBL & ASSOCIATES LP 4.6% 10/15/2024$388,272
DOVER CORP 5.375% 03/01/2041$388,195
ECOPETROL SA 4.125% 01/16/2025$388,000
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$387,583
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$386,673
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 5.707% 07/01/2034$386,508
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$384,510
PFIZER INC 3.4% 05/15/2024$383,879
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$383,698
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$383,675
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$383,490
GENERAL MILLS INC 5.4% 06/15/2040$383,438
WAL-MART STORES INC 7.55% 02/15/2030$383,134
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$382,915
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$382,540
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$382,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$382,180
VERIZON COMMUNICATIONS INC 6% 04/01/2041$382,065
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$381,598
TURKEY GOVERNMENT INTERNATIONAL BOND 5.75% 03/22/2024$381,456
COCA-COLA CO/THE 3.2% 11/01/2023$381,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$381,246
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 2.85% 01/31/2023$381,224
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$380,472
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$380,116
STATE OF TEXAS 4.681% 04/01/2040$379,932
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$379,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$378,850
ECOLAB INC 5.5% 12/08/2041$378,638
WAL-MART STORES INC 4.875% 07/08/2040$378,564
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$378,060
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$377,480
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUST 0.99% 09/17/2018$377,185
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$376,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$375,187
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$374,731
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$374,451
REPUBLIC OF ITALY 5.375% 06/15/2033$374,229
APPLE INC 3.2% 05/13/2025$374,195
LOCKHEED MARTIN CORP 2.9% 03/01/2025$374,106
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$373,489
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$373,407
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$373,219
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249% 02/15/2048$373,141
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$373,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$372,172
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$371,680
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$371,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$370,612
MCDONALD'S CORP 2.75% 12/09/2020$370,029
APPLE INC 2.25% 02/23/2021$369,917
COCA-COLA CO/THE 2.875% 10/27/2025$369,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$368,455
ORACLE CORP 2.8% 07/08/2021$366,944
WP CAREY INC 4.6% 04/01/2024$366,900
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$366,753
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$366,706
NISOURCE FINANCE CORP 5.25% 02/15/2043$366,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$366,300
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875% 04/14/2026$365,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$365,713
INTEL CORP 4.9% 07/29/2045$365,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$365,233
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$364,028
KLA-TENCOR CORP 3.375% 11/01/2019$363,915
WILLIAMS PARTNERS LP 4.5% 11/15/2023$363,897
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$363,711
STATOIL ASA 5.1% 08/17/2040$363,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$363,226
MARATHON PETROLEUM CORP 5% 09/15/2054$362,854
UNUM GROUP 4% 03/15/2024$362,793
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$362,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$362,415
PEPSICO INC 4.45% 04/14/2046$362,051
AMGEN INC 4.663% 06/15/2051$360,872
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$360,736
WELLS FARGO & CO 2.55% 12/07/2020$360,219
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$360,126
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,007
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,995
CISCO SYSTEMS INC 2.2% 02/28/2021$359,718
INTEL CORP 4.8% 10/01/2041$359,606
SANTANDER UK PLC 3.05% 08/23/2018$358,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$358,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$358,133
CBS CORP 7.875% 07/30/2030$357,754
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$357,002
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$356,857
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$356,780
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$356,613
CITY OF CHICAGO IL 6.314% 01/01/2044$356,482
JPMORGAN CHASE & CO 2.7% 05/18/2023$355,996
AT&T INC 5.55% 08/15/2041$355,612
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$355,578
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$355,395
CITIGROUP INC 4.65% 07/30/2045$354,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$354,670
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$354,580
MERCK & CO INC 6.5% 12/01/2033$354,565
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$354,180
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$353,555
BECTON DICKINSON AND CO 5% 11/12/2040$353,321
JPMORGAN CHASE & CO 2.295% 08/15/2021$352,328
AXA SA 8.6% 12/15/2030$352,238
REYNOLDS AMERICAN INC 6.875% 05/01/2020$352,172
AT&T INC 5.35% 09/01/2040$352,034
VIACOM INC 6.875% 04/30/2036$351,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$351,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$350,658
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$350,637
PUGET SOUND ENERGY INC 4.434% 11/15/2041$350,618
KEYBANK NA/CLEVELAND OH 1.6% 08/22/2019$350,406
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$350,374
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$350,352
QUALCOMM INC 2.25% 05/20/2020$350,141
WELLS FARGO & CO 3% 02/19/2025$350,137
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$349,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$349,637
MICROSOFT CORP 4.5% 10/01/2040$349,466
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$349,261
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$349,132
PROGRESSIVE CORP/THE 2.45% 01/15/2027$348,891
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$348,577
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$347,635
STATE OF GEORGIA 4.503% 11/01/2025$346,581
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$346,521
HYDRO-QUEBEC 8.05% 07/07/2024$346,180
AETNA INC 6.625% 06/15/2036$346,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$345,738
NOMURA HOLDINGS INC 6.7% 03/04/2020$345,671
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$345,647
CNA FINANCIAL CORP 5.75% 08/15/2021$345,420
WYETH LLC 6.5% 02/01/2034$345,370
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$345,291
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$345,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$345,041
DOW CHEMICAL CO/THE 5.25% 11/15/2041$345,030
WESTROCK MWV LLC 7.375% 09/01/2019$344,329
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$344,291
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$343,340
VODAFONE GROUP PLC 7.875% 02/15/2030$342,799
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$342,629
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$342,598
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$341,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$341,817
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$341,756
CSX CORP 7.375% 02/01/2019$341,413
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$341,373
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$341,166
HOST HOTELS & RESORTS LP 6% 10/01/2021$341,040
WELLTOWER INC 6.125% 04/15/2020$340,804
CREDIT SUISSE USA INC 7.125% 07/15/2032$340,673
GENERAL ELECTRIC CO 4.125% 10/09/2042$339,350
INTERNATIONAL PAPER CO 7.3% 11/15/2039$339,142
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$339,107
QWEST CORP 6.875% 09/15/2033$338,539
METLIFE INC 4.875% 11/13/2043$338,455
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$337,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$337,613
WAL-MART STORES INC 4.25% 04/15/2021$337,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$337,306
GILEAD SCIENCES INC 4.4% 12/01/2021$337,297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$337,291
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$337,123
BANK OF AMERICA CORP 5% 05/13/2021$336,951
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$336,696
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$336,419
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$336,223
NORTHERN TRUST CORP 3.95% 10/30/2025$335,216
MICROSOFT CORP 4.2% 11/03/2035$335,039
AEGON FUNDING CO LLC 5.75% 12/15/2020$335,022
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$334,904
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$334,871
HARLEY-DAVIDSON INC 4.625% 07/28/2045$334,645
UNILEVER CAPITAL CORP 4.25% 02/10/2021$334,457
STATE OF UTAH 3.539% 07/01/2025$334,335
KRAFT HEINZ FOODS CO 2% 07/02/2018$334,227
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$334,181
ANTHEM INC 4.65% 08/15/2044$334,135
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$334,112
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 10.375% 11/01/2018$333,732
REPUBLIC SERVICES INC 5.5% 09/15/2019$333,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$333,385
JPMORGAN CHASE & CO 4.625% 05/10/2021$333,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$333,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$332,821
QVC INC 5.45% 08/15/2034$332,715
CIGNA CORP 5.125% 06/15/2020$332,620
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$332,609
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$332,563
SOUTHERN CO/THE 4.4% 07/01/2046$331,911
CVS HEALTH CORP 4% 12/05/2023$331,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$331,648
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$331,634
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$331,546
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$331,431
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$331,141
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$330,875
TOTAL CAPITAL SA 4.45% 06/24/2020$330,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$330,316
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$330,184
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$330,121
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$330,066
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$329,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$329,539
PROGRESS ENERGY INC 4.4% 01/15/2021$329,526
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$329,273
ALPHABET INC 3.625% 05/19/2021$329,087
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$329,018
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07/24/2044$329,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$328,671
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$328,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$328,266
HEWLETT-PACKARD CO 4.65% 12/09/2021$328,244
BOSTON PROPERTIES LP 4.125% 05/15/2021$328,043
CUBESMART LP 4.375% 12/15/2023$327,751
AMGEN INC 3.875% 11/15/2021$327,026
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$326,910
THOMSON REUTERS CORP 6.5% 07/15/2018$326,853
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$325,867
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$325,716
WAL-MART STORES INC 3.625% 07/08/2020$325,648
REPUBLIC OF PANAMA 3.75% 03/16/2025$325,500
MARKEL CORP 5% 03/30/2043$325,256
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$325,072
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$324,956
EOG RESOURCES INC 4.1% 02/01/2021$324,822
DTE ELECTRIC CO 3.375% 03/01/2025$324,808
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$324,449
KELLOGG CO 4.15% 11/15/2019$324,298
INTEL CORP 3.3% 10/01/2021$324,212
ACTAVIS FUNDING SCS 4.55% 03/15/2035$324,104
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$323,473
SOUTHERN CO/THE 3.25% 07/01/2026$323,316
FIFTH THIRD BANCORP 4.3% 01/16/2024$323,185
NIKE INC 3.625% 05/01/2043$323,184
GATX CORP 4.75% 06/15/2022$323,132
JOHNSON CONTROLS INC 4.25% 03/01/2021$322,479
AT&T INC 3.8% 03/15/2022$322,458
HARRIS CORP 6.15% 12/15/2040$321,915
ASTRAZENECA PLC 4% 09/18/2042$321,876
MICROSOFT CORP 4.45% 11/03/2045$321,840
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$321,588
MORGAN STANLEY 3.75% 02/25/2023$321,512
WPP FINANCE 2010 3.75% 09/19/2024$321,231
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$321,153
ABBVIE INC 4.4% 11/06/2042$321,016
DTE ELECTRIC CO 3.45% 10/01/2020$320,885
WELLS FARGO & CO 3.5% 03/08/2022$320,686
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$320,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$320,591
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$320,510
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$320,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$320,255
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$320,151
ARROW ELECTRONICS INC 4.5% 03/01/2023$319,515
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$319,240
EXXON MOBIL CORP 3.567% 03/06/2045$319,204
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$318,795
HARRIS CORP 3.832% 04/27/2025$318,553
KOHL'S CORP 4% 11/01/2021$318,418
FEDEX CORP 3.25% 04/01/2026$318,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$317,885
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$317,085
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$316,996
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$316,866
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$316,669
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$316,487
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$316,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$316,194
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$316,063
HOLLYFRONTIER CORP 5.875% 04/01/2026$315,789
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$315,725
WELLS FARGO & CO 3.45% 02/13/2023$314,945
ANTHEM INC 3.3% 01/15/2023$314,685
CARDINAL HEALTH INC 3.2% 03/15/2023$314,059
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$314,044
EXXON MOBIL CORP 2.709% 03/06/2025$313,926
GENERAL ELECTRIC CO 2.7% 10/09/2022$313,800
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$313,691
MICROSOFT CORP 3.75% 02/12/2045$313,638
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,509
TJX COS INC/THE 2.75% 06/15/2021$313,263
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$313,141
LOCKHEED MARTIN CORP 3.8% 03/01/2045$313,116
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375% 04/20/2026$312,695
APPLE INC 3.85% 05/04/2043$312,199
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$312,184
WILLIAMS PARTNERS LP 4.125% 11/15/2020$311,539
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$311,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$311,498
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$311,322
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$311,238
MICROSOFT CORP 2.7% 02/12/2025$310,864
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$310,856
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$310,557
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$310,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$310,118
LOCKHEED MARTIN CORP 4.07% 12/15/2042$309,884
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$309,822
STATE OF CALIFORNIA 7.3% 10/01/2039$309,690
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$309,484
ZOETIS INC 3.25% 02/01/2023$309,277
NIKE INC 2.25% 05/01/2023$309,052
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$308,930
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$308,920
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$308,889
ABBVIE INC 2.9% 11/06/2022$308,840
BORGWARNER INC 3.375% 03/15/2025$308,810
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$308,611
COSTCO WHOLESALE CORP 2.25% 02/15/2022$308,500
AFLAC INC 2.4% 03/16/2020$308,366
METLIFE INC 5.7% 06/15/2035$308,241
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$307,978
STATOIL ASA 2.65% 01/15/2024$307,679
APPLE INC 2.4% 05/03/2023$307,616
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$307,567
MCKESSON CORP 2.85% 03/15/2023$307,490
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,344
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$306,795
WALT DISNEY CO/THE 7% 03/01/2032$306,702
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$306,473
LIBERTY PROPERTY LP 3.375% 06/15/2023$306,245
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$306,230
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$306,167
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$306,101
3M CO 2% 06/26/2022$306,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$305,980
MICROSOFT CORP 1.85% 02/12/2020$305,465
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$305,412
AIRGAS INC 2.375% 02/15/2020$305,246
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$305,239
MATTEL INC 2.35% 05/06/2019$305,200
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$305,099
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$305,091
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$305,061
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$304,961
SOUTHERN CO/THE 2.35% 07/01/2021$304,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$304,126
NOBLE ENERGY INC 5.25% 11/15/2043$304,109
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$303,921
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,615
TIME WARNER INC 5.375% 10/15/2041$303,581
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$303,533
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$303,478
ABBVIE INC 2% 11/06/2018$303,229
ONEOK PARTNERS LP 3.375% 10/01/2022$302,681
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$302,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$302,296
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$301,940
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$301,774
PERRIGO CO PLC 2.3% 11/08/2018$301,757
CARDINAL HEALTH INC 1.7% 03/15/2018$301,585
ABBVIE INC 1.75% 11/06/2017$301,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$301,443
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$301,438
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,300
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,236
EATON CORP 1.5% 11/02/2017$301,145
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$301,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$300,939
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,836
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,782
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,587
SANTANDER BANK NA 2% 01/12/2018$300,214
VODAFONE GROUP PLC 1.5% 02/19/2018$300,121
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUST 1.04% 02/18/2020$300,061
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$300,010
LINCOLN NATIONAL CORP 6.15% 04/07/2036$299,478
STATOIL ASA 1.15% 05/15/2018$299,291
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$298,785
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$298,725
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$298,107
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$297,796
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$297,238
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/20/2041$297,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$296,458
SOUTHERN COPPER CORP 7.5% 07/27/2035$295,951
ORACLE CORP 3.9% 05/15/2035$295,877
COMCAST CORP 4.6% 08/15/2045$294,553
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$294,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$294,171
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$293,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$293,615
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$293,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$292,708
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$292,502
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$292,311
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$291,457
AMGEN INC 4.4% 05/01/2045$291,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$291,008
HESS CORP 7.3% 08/15/2031$290,939
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$290,278
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$290,076
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$289,992
EXELON CORP 4.95% 06/15/2035$289,933
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$289,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$289,709
DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORP 7.088% 01/01/2042$289,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$289,134
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$288,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$288,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$288,640
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$288,537
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$288,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$288,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$287,828
MERCK & CO INC 6.55% 09/15/2037$287,794
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$287,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$286,904
REPUBLIC OF KOREA 3.875% 09/11/2023$286,638
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$286,369
CITY OF NEW YORK NY 5.846% 06/01/2040$285,902
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$285,777
KROGER CO/THE 7.5% 04/01/2031$285,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$284,672
REYNOLDS AMERICAN INC 3.25% 06/12/2020$284,136
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$283,668
BECTON DICKINSON AND CO 6.375% 08/01/2019$283,630
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$283,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$283,161
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$283,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$282,403
MISSISSIPPI POWER CO 4.25% 03/15/2042$281,959
MYLAN INC 5.4% 11/29/2043$281,664
INDIANA MICHIGAN POWER CO 7% 03/15/2019$281,340
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$281,070
EMERSON ELECTRIC CO 2.625% 02/15/2023$280,818
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$280,448
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$280,306
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$279,905
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$279,834
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$279,176
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$278,628
ASTRAZENECA PLC 2.375% 11/16/2020$278,190
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$277,704
BANK OF AMERICA CORP 6.875% 11/15/2018$277,344
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$277,332
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$277,318
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$276,466
EXPEDIA INC 7.456% 08/15/2018$276,432
TURKEY GOVERNMENT INTERNATIONAL BOND 4.25% 04/14/2026$276,228
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$276,205
MICROSOFT CORP 2% 11/03/2020$275,680
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$275,520
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$275,338
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$275,056
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$275,015
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$274,976
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FINANCE CORP 5.875% 03/01/2022$274,766
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$274,275
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$274,070
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$274,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$274,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$273,950
ASTRAZENECA PLC 3.375% 11/16/2025$273,775
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$273,472
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$273,429
FORD MOTOR CO 7.45% 07/16/2031$272,475
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE 6% 11/01/2040$272,244
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$271,434
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$271,093
QUALCOMM INC 3.45% 05/20/2025$270,280
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$270,048
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$269,724
PENTAIR FINANCE SA 5% 05/15/2021$269,507
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$269,450
SEMPRA ENERGY 6.15% 06/15/2018$269,414
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.811% 01/01/2042$269,216
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$268,575
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$267,588
HCP INC 6.7% 01/30/2018$267,444
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$267,407
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$267,157
JOHNSON & JOHNSON 4.85% 05/15/2041$266,902
CBS CORP 4.85% 07/01/2042$266,754
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$266,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$266,349
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$266,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$265,442
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$264,738
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$264,500
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$264,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$264,456
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$263,760
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$263,750
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$263,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$263,279
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$263,223
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$262,883
COMCAST CORP 5.65% 06/15/2035$262,305
ASTRAZENECA PLC 5.9% 09/15/2017$262,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$261,998
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$261,907
COMMONWEALTH EDISON CO 5.875% 02/01/2033$261,346
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$261,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$260,688
JOHNSON & JOHNSON 4.95% 05/15/2033$260,363
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$260,150
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$260,108
JPMORGAN CHASE & CO 5.6% 07/15/2041$260,052
STATE OF CONNECTICUT 5.85% 03/15/2032$259,444
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$259,304
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$259,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$259,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$259,096
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$258,410
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$258,304
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$257,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$257,416
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$257,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$257,225
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$256,966
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$256,727
GEORGIA POWER CO 5.65% 03/01/2037$255,498
ASIAN DEVELOPMENT BANK 2% 01/22/2025$255,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$255,357
INTERNATIONAL PAPER CO 4.4% 08/15/2047$255,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$255,064
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$254,509
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,074
HCP INC 6.75% 02/01/2041$253,645
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,347
VORNADO REALTY LP 2.5% 06/30/2019$253,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$253,093
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 7.425% 02/15/2029$252,864
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,847
BUCKEYE PARTNERS LP 2.65% 11/15/2018$252,707
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$252,546
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$252,541
BARCLAYS PLC 2.875% 06/08/2020$252,364
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$252,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$252,170
APPLE INC 4.65% 02/23/2046$252,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$251,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$251,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$251,605
MEDTRONIC INC 1.5% 03/15/2018$251,543
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$251,508
REALTY INCOME CORP 5.875% 03/15/2035$251,302
WESTLAKE CHEMICAL CORP 3.6% 08/15/2026$250,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$250,532
VODAFONE GROUP PLC 6.15% 02/27/2037$250,457
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036$250,405
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$250,243
ABBVIE INC 4.5% 05/14/2035$250,215
WALT DISNEY CO/THE 1.1% 12/01/2017$250,106
DUKE ENERGY CORP 2.65% 09/01/2026$249,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$249,252
KROGER CO/THE 5.4% 07/15/2040$248,554
NEWELL BRANDS INC 5.5% 04/01/2046$248,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$247,987
TIME WARNER CABLE INC 6.75% 06/15/2039$247,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$246,930
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$246,743
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$246,434
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$246,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$245,957
ABBVIE INC 4.7% 05/14/2045$245,951
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$245,898
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$245,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$245,659
JEFFERIES GROUP LLC 6.25% 01/15/2036$243,593
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$243,466
HALLIBURTON CO 3.8% 11/15/2025$243,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$243,166
PETROLEOS MEXICANOS 5.625% 01/23/2046$242,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$241,633
XCEL ENERGY INC 4.8% 09/15/2041$241,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$241,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$241,259
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$241,119
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$241,074
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$241,016
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$240,684
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$240,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$240,041
BIOGEN INC 4.05% 09/15/2025$239,955
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$239,397
NEWELL BRANDS INC 5.375% 04/01/2036$239,317
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$238,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$238,569
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$238,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$237,811
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$237,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$237,122
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$236,602
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$236,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$234,821
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$234,147
MONSANTO CO 5.5% 08/15/2025$233,871
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$233,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$233,665
STATE OF OREGON 5.762% 06/01/2023$233,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$232,602
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$232,008
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$231,211
COMCAST CORP 4.5% 01/15/2043$230,681
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$230,432
VIACOM INC 2.75% 12/15/2019$230,222
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$230,064
AT&T INC 5.65% 02/15/2047$229,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$229,309
STRYKER CORP 4.625% 03/15/2046$228,949
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$228,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$227,970
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$227,495
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$227,348
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$227,297
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,291
CITIGROUP INC 5.5% 09/13/2025$227,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$226,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$226,469
CBS CORP 5.75% 04/15/2020$226,460
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$226,367
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$226,216
BOSTON SCIENTIFIC CORP 6% 01/15/2020$226,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$226,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$226,045
ABBVIE INC 3.2% 05/14/2026$225,879
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$225,658
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$225,331
WHIRLPOOL CORP 4.85% 06/15/2021$224,489
ANTHEM INC 4.65% 01/15/2043$224,370
CONTINENTAL AIRLINES 2010-1 CLASS A PASS THROUGH TRUST 4.75% 07/12/2022$224,241
BOEING CO/THE 4.875% 02/15/2020$224,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$223,829
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$223,288
INTEL CORP 4.25% 12/15/2042$223,239
CARDINAL HEALTH INC 4.6% 03/15/2043$223,192
AT&T INC 5.2% 03/15/2020$223,073
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875% 04/20/2021$222,221
TARGET CORP 4% 07/01/2042$222,143
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$221,843
MCKESSON CORP 4.75% 03/01/2021$221,710
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$221,012
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$220,220
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$220,104
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$219,827
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$219,790
WELLTOWER INC 4.5% 01/15/2024$219,690
WALT DISNEY CO/THE 3.75% 06/01/2021$219,686
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$219,548
CVS HEALTH CORP 4.125% 05/15/2021$219,488
JOHNSON & JOHNSON 3.55% 05/15/2021$219,375
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$219,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$219,063
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$219,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$219,030
VISA INC 4.15% 12/14/2035$218,804
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$218,594
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$217,973
DDR CORP 4.625% 07/15/2022$217,678
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$217,639
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$217,632
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$217,395
FORD MOTOR CO 4.75% 01/15/2043$217,195
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$217,098
ONEOK PARTNERS LP 4.9% 03/15/2025$217,096
HASBRO INC 5.1% 05/15/2044$216,884
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$216,623
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$216,578
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$216,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$216,023
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$215,798
CENTERPOINT ENERGY RESTORATION BOND CO LLC 3.46% 08/15/2019$215,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$215,646
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$215,185
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,089
WALT DISNEY CO/THE 3.7% 12/01/2042$214,576
SOUTHERN NATURAL GAS CO LLC / SOUTHERN NATURAL ISSUING CORP 4.4% 06/15/2021$214,506
WALGREEN CO 4.4% 09/15/2042$214,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,345
COCA-COLA CO/THE 3.15% 11/15/2020$214,286
ZOETIS INC 4.7% 02/01/2043$214,274
AUTONATION INC 6.75% 04/15/2018$214,117
NEWELL BRANDS INC 3.85% 04/01/2023$213,988
THOMSON REUTERS CORP 3.95% 09/30/2021$213,971
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$213,723
DUKE REALTY LP 3.875% 10/15/2022$213,400
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$213,356
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$213,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$212,942
BAXALTA INC 4% 06/23/2025$212,784
GENERAL MILLS INC 3.15% 12/15/2021$212,714
FISERV INC 3.5% 10/01/2022$212,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$212,396
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$212,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$212,173
MERCK & CO INC 3.6% 09/15/2042$212,129
COMPUTER SCIENCES CORP 4.45% 09/15/2022$212,049
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$211,995
HUSKY ENERGY INC 3.95% 04/15/2022$211,836
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$211,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$211,682
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$211,456
REGENCY CENTERS LP 3.75% 06/15/2024$211,358
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$211,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$211,097
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$211,074
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$210,900
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$210,702
AETNA INC 4.125% 11/15/2042$210,668
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 1.199% 03/10/2047$210,617
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046$210,398
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$210,397
JABIL CIRCUIT INC 4.7% 09/15/2022$210,150
STRYKER CORP 4.1% 04/01/2043$210,122
HALLIBURTON CO 5% 11/15/2045$210,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$209,928
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$209,419
STATE STREET CORP 3.1% 05/15/2023$209,267
XEROX CORP 4.5% 05/15/2021$209,257
BANK OF AMERICA CORP 3.95% 04/21/2025$208,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$208,521
US BANCORP 2.95% 07/15/2022$208,471
KELLOGG CO 4% 12/15/2020$208,426
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$208,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$208,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$207,938
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$207,899
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$207,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$207,838
WALT DISNEY CO/THE 2.35% 12/01/2022$207,819
PRECISION CASTPARTS CORP 2.5% 01/15/2023$207,590
CONAGRA FOODS INC 3.25% 09/15/2022$207,437
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$207,365
REPUBLIC OF FINLAND 6.95% 02/15/2026$207,189
HEWLETT-PACKARD CO 6% 09/15/2041$206,995
STRYKER CORP 2.625% 03/15/2021$206,858
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$206,847
MERCK & CO INC 2.4% 09/15/2022$206,703
KIMCO REALTY CORP 3.125% 06/01/2023$206,298
FEDEX CORP 2.625% 08/01/2022$206,190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$206,159
ERP OPERATING LP 3% 04/15/2023$206,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$206,039
LEXINGTON REALTY TRUST 4.4% 06/15/2024$205,750
AIR LEASE CORP 3.375% 01/15/2019$205,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$205,679
UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST 3.75% 03/03/2028$205,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$205,254
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$205,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$205,043
NEWELL BRANDS INC 2.6% 03/29/2019$204,808
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$204,734
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$204,703
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$204,533
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$204,515
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$204,397
CNOOC FINANCE 2013 LTD 3% 05/09/2023$204,185
PECO ENERGY CO 2.375% 09/15/2022$204,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$203,954
MASTERCARD INC 2% 04/01/2019$203,663
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.107% 07/01/2018$203,298
ABBOTT LABORATORIES 2% 03/15/2020$203,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$202,752
FEDEX CORP 3.875% 08/01/2042$202,723
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,422
BANK OF AMERICA CORP 2.25% 04/21/2020$202,067
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$202,016
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$201,372
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$201,341
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,244
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,215
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,121
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$200,945
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$200,702
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$200,594
AETNA INC 1.5% 11/15/2017$200,501
MERCK & CO INC 1.1% 01/31/2018$200,431
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$200,426
AMAZON.COM INC 1.2% 11/29/2017$200,397
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$200,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$200,209
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$200,116
APPLE INC 1% 05/03/2018$200,016
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$199,854
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$199,662
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$198,760
PROGRESSIVE CORP/THE 6.625% 03/01/2029$198,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.943% 05/01/2042$198,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$198,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$198,165
VALSPAR CORP/THE 4.4% 02/01/2045$198,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$197,703
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$197,527
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$197,464
JOHNSON & JOHNSON 3.7% 03/01/2046$197,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$196,404
MYLAN NV 3.95% 06/15/2026$196,310
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$195,712
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$195,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$195,283
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$194,716
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$194,597
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$194,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$194,175
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$193,738
AMERICAN AIRLINES 2011-1 CLASS A PASS THROUGH TRUST 5.25% 07/31/2022$193,676
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$193,613
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$193,570
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$193,540
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$193,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$193,236
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$193,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$192,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$192,978
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$192,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$192,650
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$192,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$191,389
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$191,196
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$190,252
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$190,203
MCDONALD'S CORP 4.7% 12/09/2035$189,916
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$189,518
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$189,298
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$188,613
BOARDWALK PIPELINES LP 3.375% 02/01/2023$188,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$187,940
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$186,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$186,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$185,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$185,563
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$185,490
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$185,361
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,301
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.1% 10/01/2041$185,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$184,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$184,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$183,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$183,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$182,682
AETNA INC 4.375% 06/15/2046$182,320
VIACOM INC 4.375% 03/15/2043$181,844
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$181,817
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$181,367
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$180,985
S&P GLOBAL INC 4.4% 02/15/2026$180,770
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$180,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$180,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$180,304
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$180,293
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$178,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$178,574
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$178,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$178,046
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$177,657
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$177,602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$177,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$177,103
ALTRIA GROUP INC 9.95% 11/10/2038$177,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$176,786
RIO TINTO ALCAN INC 6.125% 12/15/2033$176,751
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$176,699
BAXALTA INC 5.25% 06/23/2045$176,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$176,573
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$176,333
STAPLES INC 4.375% 01/12/2023$175,418
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$175,174
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$174,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$174,601
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$174,477
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$174,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$174,117
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$173,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$173,256
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$173,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$172,880
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$172,645
ABBVIE INC 4.45% 05/14/2046$172,555
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$171,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$171,091
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$171,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$170,710
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$169,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$169,777
GILEAD SCIENCES INC 4.6% 09/01/2035$169,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$169,165
FEDERAL HOME LOAN MORTGAGE CORP 2.672% 03/01/2045$167,811
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$167,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$167,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$167,453
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$167,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$167,281
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$166,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$166,902
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$166,666
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$166,407
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$166,406
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$166,233
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$165,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$165,216
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.3% 01/31/2043$165,125
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$165,089
REPUBLIC OF CHILE 3.875% 08/05/2020$164,625
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$163,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$163,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$163,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$163,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$161,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$161,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$161,108
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$161,080
AT&T INC 4.75% 05/15/2046$160,970
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$160,593
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$160,250
QUALCOMM INC 4.8% 05/20/2045$160,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$159,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$159,528
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$158,765
DTE ELECTRIC CO 6.625% 06/01/2036$158,563
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$158,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$158,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$157,928
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$157,612
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$157,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$157,497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$157,155
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$156,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$156,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$156,433
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$156,312
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 2.85% 01/27/2025$156,272
ALABAMA POWER CO 5.5% 10/15/2017$156,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$155,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$154,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$154,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$154,405
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$154,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$154,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$154,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$153,903
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$153,626
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$153,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$152,806
XILINX INC 2.125% 03/15/2019$151,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$151,580
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$151,515
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$150,952
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$150,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$150,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$150,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$149,803
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$149,802
FEDERAL FARM CREDIT BANKS 1.58% 02/17/2021$149,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$149,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$149,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$149,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$149,146
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$148,644
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$148,354
AIR LEASE CORP 3.75% 02/01/2022$146,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$146,016
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$145,893
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$145,846
FEDERAL HOME LOAN MORTGAGE CORP 2.668% 01/01/2042$145,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$144,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$144,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$142,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$142,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$142,547
UNDER ARMOUR INC 3.25% 06/15/2026$142,076
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$141,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$141,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$140,767
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$140,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$140,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$140,191
MORGAN STANLEY 7.25% 04/01/2032$139,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$139,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$139,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$138,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$138,514
3M CO 5.7% 03/15/2037$137,707
BOEING CO/THE 6.125% 02/15/2033$137,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$137,454
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$137,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$137,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$136,856
CYTEC INDUSTRIES INC 3.95% 05/01/2025$136,498
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$136,047
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$135,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$135,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$135,177
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$134,839
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$134,755
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$133,897
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$133,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$133,729
CITY OF NEW YORK NY 5.517% 10/01/2037$133,491
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,393
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$133,204
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$132,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$132,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$132,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$131,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$131,504
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$131,376
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$131,293
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$131,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$130,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$129,235
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$128,903
WELLS FARGO BANK NA 5.95% 08/26/2036$128,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$128,793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$128,283
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$128,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$127,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,709
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$127,634
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$127,357
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$126,989
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$126,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$126,080
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$126,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$124,854
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$124,832
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$124,433
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$124,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$124,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$123,822
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,745
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$123,439
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$123,341
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,046
QVC INC 3.125% 04/01/2019$122,820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$122,301
PETRO-CANADA 5.95% 05/15/2035$121,944
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$121,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$121,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$121,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$120,334
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$120,083
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$119,620
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$119,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$119,402
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$119,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$118,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$118,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$118,375
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$118,289
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$118,174
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$116,883
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$116,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$116,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$116,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$115,824
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$115,345
STATE OF ILLINOIS 7.35% 07/01/2035$115,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$115,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$115,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$114,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$114,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,686
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$114,300
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$113,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$113,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$112,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$112,214
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$112,040
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$111,933
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$111,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$111,665
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$111,500
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$111,357
AGILENT TECHNOLOGIES INC 5% 07/15/2020$111,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$110,882
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$110,874
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,577
QUALCOMM INC 4.65% 05/20/2035$110,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$110,377
EATON CORP 4.15% 11/02/2042$110,204
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$110,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$109,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$109,579
WILLIAMS PARTNERS LP 6.3% 04/15/2040$109,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$109,075
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$109,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$108,958
PARKER-HANNIFIN CORP 3.5% 09/15/2022$108,617
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$108,460
BANK OF AMERICA CORP 5.49% 03/15/2019$108,404
WILLIAMS PARTNERS LP 5.25% 03/15/2020$107,732
MICROSOFT CORP 4.75% 11/03/2055$107,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,372
NORDSTROM INC 4% 10/15/2021$107,303
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$107,231
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$107,109
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$107,088
COMMONWEALTH EDISON CO 5.8% 03/15/2018$106,990
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% TBA$106,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$106,512
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$106,451
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$106,167
CARMAX AUTO OWNER TRUST 2014-1 0.79% 10/15/2018$106,113
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$105,856
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$105,498
FEDERAL HOME LOAN MORTGAGE CORP 3% TBA$104,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$104,679
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$104,429
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$104,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$103,647
EATON CORP 2.75% 11/02/2022$103,450
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$103,407
AT&T INC 3% 06/30/2022$103,249
AT&T INC 3.4% 05/15/2025$103,228
AT&T INC 2.45% 06/30/2020$102,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$101,836
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$101,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$101,244
EBAY INC 2.6% 07/15/2022$101,184
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$100,924
ABBVIE INC 4.3% 05/14/2036$100,735
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$100,701
REALTY INCOME CORP 2% 01/31/2018$100,670
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$100,466
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$100,418
DEVON ENERGY CORP 5.6% 07/15/2041$100,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$100,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$100,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$100,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$99,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$99,887
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$99,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$99,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$99,380
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$99,262
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$99,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$98,334
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$98,002
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$97,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$97,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$96,965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$96,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$96,095
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$96,071
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$95,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$95,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$95,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$95,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$94,474
EBAY INC 4% 07/15/2042$94,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$94,257
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$93,971
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$93,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$93,795
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$93,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$93,568
GILEAD SCIENCES INC 4.75% 03/01/2046$93,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$92,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$92,560
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$91,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$91,883
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$91,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$91,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$90,657
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$90,474
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$90,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$89,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$89,076
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$88,162
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$88,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$88,134
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$88,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,435
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$87,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,853
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$86,757
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$86,742
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,962
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$85,401
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$84,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$84,722
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$84,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$84,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$83,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$83,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$83,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$83,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$82,935
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$82,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$81,714
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$81,713
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$81,054
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$80,956
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$80,941
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$80,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$80,622
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$79,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$79,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$79,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$78,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$78,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$78,484
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$78,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,415
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$77,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.965% 06/01/2040$77,908
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,650
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$77,649
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$77,578
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$77,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$77,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$77,127
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$76,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$76,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$76,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$76,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$76,339
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$76,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$76,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$76,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$75,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$75,864
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$75,516
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$75,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$75,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$75,291
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$74,982
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$74,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$74,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$73,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$73,732
COMCAST CORP 2.75% 03/01/2023$73,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$72,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$72,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,252
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$72,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$72,010
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$71,396
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$71,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$71,213
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$71,155
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$71,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$71,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.495% 02/01/2041$71,052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$70,987
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$70,922
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$70,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$70,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,254
WILLIAMS PARTNERS LP 4% 09/15/2025$70,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$70,213
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$70,003
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$69,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$69,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$69,439
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$69,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$69,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$69,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$68,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$68,855
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$68,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$68,590
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$68,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$68,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$67,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$67,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$67,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$67,312
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$67,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$66,910
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$66,553
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$66,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$66,253
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$65,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$65,970
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$65,577
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$65,416
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$65,409
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$64,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$64,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.59% 08/01/2040$64,395
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$64,365
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$64,101
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$63,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$63,699
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$63,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$62,958
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$62,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$62,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$62,673
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$62,637
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$62,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.908% 02/01/2037$62,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$61,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$61,362
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$61,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$61,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$61,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$60,357
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$60,350
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$60,214
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$60,089
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$60,085
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$60,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$59,867
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$59,601
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$59,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$59,449
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$59,398
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,169
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$57,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$57,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$56,912
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-5 0.9% 09/10/2018$56,503
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$56,410
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$56,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$55,885
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$55,742
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$55,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$55,271
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,794
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$54,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$54,385
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$53,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$53,724
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$53,330
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$53,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$52,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$52,594
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$52,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$52,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$52,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$52,166
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$52,098
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$52,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$52,014
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,493
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$51,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$51,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$50,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$50,794
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$50,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$50,310
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$50,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,134
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$49,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$49,545
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$49,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$49,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$49,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$49,086
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$48,976
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$48,897
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$48,887
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$48,213
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$47,621
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$47,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$47,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$47,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$46,749
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$46,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$46,383
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$46,326
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$46,145
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$45,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$45,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2043$45,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$45,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$44,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$44,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$44,423
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$44,178
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$43,866
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$43,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$43,774
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$43,684
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$43,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$43,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$43,163
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$42,735
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$42,550
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$42,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$42,403
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.676% 12/01/2043$42,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$41,398
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,381
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$41,279
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,098
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$40,834
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$40,664
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$40,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$40,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$40,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,313
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,157
FEDERAL HOME LOAN MORTGAGE CORP 3.068% 06/01/2041$40,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$39,942
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,790
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,551
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$39,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$39,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$39,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$38,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$38,690
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,983
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$37,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$37,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$37,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$37,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$37,320
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$37,141
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$36,420
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$36,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$36,107
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$36,079
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$36,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,903
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,825
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$35,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$35,569
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$35,455
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$35,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$35,213
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$34,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$34,962
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$34,670
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$34,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$34,359
FEDERAL HOME LOAN MORTGAGE CORP 5.689% 02/01/2037$34,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$33,796
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$33,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$33,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,227
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$32,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$32,923
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$32,884
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$32,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$32,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,040
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$31,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$31,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,521
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$31,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$30,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,571
NEWMONT MINING CORP 6.25% 10/01/2039$30,570
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$30,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$29,623
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$29,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$29,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$29,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,217
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$29,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$28,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$28,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$28,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$28,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$27,939
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$27,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$27,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$26,993
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$26,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$26,515
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,507
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$25,663
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$25,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$25,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,193
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$25,157
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,592
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$24,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$24,170
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$23,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$23,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$23,590
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$23,533
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$23,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$23,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$23,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$22,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$22,869
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$22,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$22,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,669
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$22,306
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$22,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$21,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$21,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,185
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$20,912
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$20,898
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$20,567
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$20,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$20,487
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$20,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,119
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$20,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$19,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$19,871
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$19,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$19,665
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,549
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$19,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$19,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$19,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$18,873
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$18,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$17,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$17,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$16,953
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$16,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$16,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$16,432
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$16,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$15,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$15,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$15,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,457
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$15,318
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,071
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$15,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$15,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$15,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,815
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$14,800
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$14,693
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,674
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$14,549
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$14,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$14,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,439
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$13,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$13,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$12,814
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$12,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,862
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$11,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,475
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$11,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$10,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$10,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$10,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$10,425
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$10,103
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$9,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$9,939
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,902
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$9,826
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$9,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,041
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$8,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$8,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,550
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$7,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,426
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$7,261
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$7,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,713
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,413
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$6,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$5,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$5,130
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,771
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,447
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$4,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,854
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,607
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,332
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,044
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,726
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$2,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,560
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$2,523
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,515
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,608
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$1,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,419
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,356
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,308
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,177
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$953
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$799
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$240
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$149
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$91
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$62
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$13
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% TBA$-104,719
FEDERAL HOME LOAN MORTGAGE CORP 3.5% TBA$-158,640
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-161,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% TBA$-205,711
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$-212,328
FEDERAL HOME LOAN MORTGAGE CORP 4% TBA$-214,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% TBA$-345,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-355,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-412,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% TBA$-433,438
FEDERAL HOME LOAN MORTGAGE CORP 5% TBA$-441,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% TBA$-665,062
FEDERAL HOME LOAN MORTGAGE CORP 4.5% TBA$-1,257,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% TBA$-1,444,625
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$93,181,379
FINANCING 8.6% 09/19$611,524
 
Other
Holding NameMarket Value
USD$-27,865
All Holdings As of Jul 31, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/15/2046 TBA$25,668,809
FANNIE MAE POOL 3.5% 08/25/2046 TBA$22,207,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/25/2046 TBA$10,051,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2046 TBA$9,479,775
FANNIE MAE POOL 3% 08/25/2046 TBA$7,753,238
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,737,663
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,238,558
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,129,564
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/15/2046 TBA$7,045,124
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,853,572
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,830,437
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,652,385
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,430,541
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$6,315,289
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,140,562
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,111,075
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,904,444
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$5,839,536
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,835,676
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,717,631
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,644,156
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$5,562,200
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,552,683
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,362,679
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,255,201
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$5,237,737
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,231,250
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,184,038
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,158,346
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,056,741
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,966,497
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,923,548
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,920,384
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,827,358
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,786,696
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,779,452
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,771,086
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,764,123
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,745,655
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,700,461
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,610,894
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,516,399
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,473,458
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$4,386,671
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,371,870
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,348,658
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,311,715
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$4,218,810
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,188,672
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$4,124,644
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$4,120,185
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,117,618
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,108,672
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,108,204
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,013,672
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$4,006,134
UNITED STATES TREASURY NOTE/BOND .75% 04/30/2018$4,005,780
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,988,635
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,917,375
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,885,041
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,873,298
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,850,443
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,804,310
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,766,003
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,757,136
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,727,582
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$3,724,222
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,714,840
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,663,842
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,619,117
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,599,417
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,519,481
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,518,869
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,513,321
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$3,506,985
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,488,925
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,460,231
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,433,105
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,411,641
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,406,409
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,376,734
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,293,952
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$3,275,110
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,262,207
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,256,807
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,253,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,229,089
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,226,044
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,213,615
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,191,541
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,148,173
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,142,383
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,140,891
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,120,162
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,099,561
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,098,319
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,091,251
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$3,081,023
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,063,563
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,036,561
UNITED STATES TREASURY NOTE/BOND .875% 04/15/2019$3,011,073
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,988,642
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,977,038
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,971,897
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,936,333
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,935,800
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,920,748
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,913,870
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,884,166
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,878,231
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,851,706
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,840,507
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,828,483
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,826,958
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,814,776
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,780,209
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,757,843
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,713,484
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,700,551
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,700,550
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,696,794
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,629,738
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,614,153
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,610,020
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,585,152
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,561,901
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,543,763
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,513,858
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,502,264
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,495,476
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,457,606
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,456,546
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,442,146
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,440,661
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,436,402
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,434,859
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,424,677
UNITED STATES TREASURY NOTE/BOND .75% 01/31/2018$2,418,726
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,380,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,370,999
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,348,381
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,348,363
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,346,439
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,334,530
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$2,334,081
UNITED STATES TREASURY NOTE/BOND .875% 03/31/2018$2,333,265
UNITED STATES TREASURY NOTE/BOND .625% 06/30/2018$2,293,476
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,272,961
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,252,081
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,224,014
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,187,845
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$2,160,418
UNITED STATES TREASURY NOTE/BOND .875% 05/15/2019$2,152,583
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,148,860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,143,847
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,136,942
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,134,497
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$2,126,956
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,126,374
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,112,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,108,660
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,080,736
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$2,052,755
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,030,923
FEDERAL HOME LOAN MORTGAGE CORP .875% 03/07/2018$2,003,768
UNITED STATES TREASURY NOTE/BOND .75% 02/15/2019$2,001,524
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,982,563
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,971,138
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,941,346
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,922,963
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,914,845
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,875,005
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,864,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,849,212
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,842,189
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,817,255
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,805,911
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$1,795,195
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$1,792,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,766,079
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,748,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,719,796
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,711,698
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,685,435
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,680,613
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,661,687
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,654,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,651,145
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$1,641,282
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,632,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,626,041
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,622,388
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,611,222
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,600,966
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,581,750
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,579,435
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,577,568
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$1,574,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,562,971
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,551,046
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,549,180
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,536,140
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,534,213
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,523,379
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,521,562
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,518,520
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,507,440
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,505,186
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,504,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,503,569
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,486,458
REPUBLIC OF POLAND 5.125% 04/21/2021$1,483,784
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,467,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,452,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,439,704
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,404,606
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,387,786
CITIGROUP INC 4.05% 07/30/2022$1,382,506
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,369,421
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,367,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,353,811
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,335,425
KFW 4.375% 03/15/2018$1,321,028
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,308,081
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,289,682
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,286,068
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.3% 03/12/2020$1,279,701
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,275,508
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/15/2046 TBA$1,273,904
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,267,711
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,251,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,250,250
AT&T INC 3.9% 03/11/2024$1,236,588
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,220,781
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,217,112
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,217,110
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,215,774
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,212,748
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,205,504
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,198,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,187,481
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,184,804
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,169,339
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,168,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,157,370
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,155,062
KFW 4% 01/27/2020$1,154,668
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,138,990
KFW 1.875% 06/30/2020$1,131,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,130,497
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,128,368
PETROLEOS MEXICANOS 8% 05/03/2019$1,126,800
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,126,268
UNITED MEXICAN STATES 5.95% 03/19/2019$1,115,250
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,114,228
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,109,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,108,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,107,916
WESTPAC BANKING CORP 4.875% 11/19/2019$1,106,724
MORGAN STANLEY 4.875% 11/01/2022$1,105,577
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,100,522
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,099,814
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,098,839
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,097,694
MEDTRONIC INC 3.5% 03/15/2025$1,096,326
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,094,877
BANK ONE CORP 8% 04/29/2027$1,094,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,091,067
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,089,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,083,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,078,978
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016 3.314% 04/10/2049$1,078,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,077,093
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.29% 05/15/2048$1,075,997
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,075,960
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,075,911
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,074,303
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,073,511
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,071,550
GENERAL ELECTRIC CO 3.1% 01/09/2023$1,070,112
PFIZER INC 3% 06/15/2023$1,069,773
BANK OF AMERICA CORP 5.65% 05/01/2018$1,069,397
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,065,134
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,063,767
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,060,641
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,057,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,056,892
CITIGROUP INC 6.625% 06/15/2032$1,054,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,044,398
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$1,043,354
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,042,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,041,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,039,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,039,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$1,038,843
CITIGROUP INC 3.3% 04/27/2025$1,035,119
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,034,121
PACIFICORP 6% 01/15/2039$1,033,202
ORACLE CORP 2.25% 10/08/2019$1,033,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,032,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$1,032,719
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,030,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,029,543
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,028,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,026,883
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,025,757
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,024,687
MORGAN STANLEY 2.5% 01/24/2019$1,023,400
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,020,661
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,019,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,019,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,017,574
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,016,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,016,987
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$1,015,925
WAL-MART STORES INC 5.25% 09/01/2035$1,015,193
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$1,014,766
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,014,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$1,013,838
COCA-COLA CO/THE 1.65% 03/14/2018$1,012,683
KFW .875% 04/19/2018$1,011,272
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,011,173
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,010,813
BANK OF AMERICA NA 1.65% 03/26/2018$1,006,450
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$1,005,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,005,298
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,004,973
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,004,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$1,004,101
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,003,992
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,003,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$1,003,246
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,002,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,002,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,002,294
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$1,002,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,002,210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,002,155
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$1,001,770
COLGATE-PALMOLIVE CO .9% 05/01/2018$1,001,254
FEDERAL HOME LOAN MORTGAGE CORP 4.186% 12/25/2020$1,000,511
FEDERAL HOME LOAN MORTGAGE CORP .75% 04/09/2018$999,894
FEDERAL FARM CREDIT BANK .75% 04/18/2018$999,537
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$998,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$998,005
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$997,672
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$993,545
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$993,023
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$992,399
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$988,277
STATE OF CALIFORNIA 7.625% 03/01/2040$982,686
AMERICAN EXPRESS CO 7% 03/19/2018$981,604
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$977,081
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$975,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$973,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$965,593
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$964,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$962,179
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$956,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$954,557
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$951,103
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$951,075
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.586% 04/25/2023$941,252
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$940,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$934,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$933,802
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$933,365
REPUBLIC OF TURKEY 4.875% 04/16/2043$929,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$921,713
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$915,960
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$914,934
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$910,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$909,384
WAL-MART STORES INC 4.3% 04/22/2044$907,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$907,538
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$903,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$901,808
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$901,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$899,198
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$892,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$892,086
UNITED MEXICAN STATES 8.3% 08/15/2031$891,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$889,181
KERR-MCGEE CORP 7.875% 09/15/2031$886,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$883,927
BANK OF AMERICA CORP 4.875% 04/01/2044$881,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$875,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$873,712
WELLS FARGO & CO 4.48% 01/16/2024$870,813
MCDONALD'S CORP 4.6% 05/26/2045$869,049
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$867,489
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$866,356
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 4.418% 11/15/2035$866,210
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$858,514
UNITED MEXICAN STATES 4.75% 03/08/2044$858,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$857,883
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$855,451
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$854,461
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$854,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$851,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$849,073
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$844,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$843,860
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$843,522
WASTE MANAGEMENT INC 4.75% 06/30/2020$841,869
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$834,991
MICROSOFT CORP 3.625% 12/15/2023$832,558
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$832,519
TIME WARNER INC 4.05% 12/15/2023$831,245
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$831,011
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$830,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$829,722
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$828,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$825,849
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,215
BPCE SA 4% 04/15/2024$825,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$824,157
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$823,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$823,240
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 3.373% 11/15/2025$823,237
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 4.42% 06/15/2021$821,158
RAYTHEON CO 6.75% 03/15/2018$820,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$819,892
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$819,341
STATE OF CALIFORNIA 7.55% 04/01/2039$817,445
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$812,373
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.75% 04/19/2023$811,715
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$811,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$811,377
MORGAN STANLEY 4% 07/23/2025$810,209
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$808,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$804,813
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$802,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$802,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$799,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$797,196
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$795,679
ORANGE SA 9% 03/01/2031$795,503
AT&T INC 4.5% 05/15/2035$794,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$791,443
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$785,506
JUNIPER NETWORKS INC 4.35% 06/15/2025$784,919
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$784,490
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$783,783
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$783,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$783,403
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$783,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$783,153
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$782,899
REPUBLIC OF TURKEY 8% 02/14/2034$782,418
NEW JERSEY TURNPIKE AUTHORITY 7.102% 01/01/2041$780,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$779,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$779,006
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 2.342% 11/15/2020$778,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$777,807
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$776,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$772,478
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$772,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$771,567
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$771,431
TYSON FOODS INC 2.65% 08/15/2019$771,141
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$770,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$769,926
CVS HEALTH CORP 2.25% 12/05/2018$769,112
GENERAL ELECTRIC CO 6.875% 01/10/2039$769,101
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$768,748
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$768,524
HOME DEPOT INC/THE 5.875% 12/16/2036$767,358
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$767,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$766,808
GILEAD SCIENCES INC 2.05% 04/01/2019$766,754
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$766,448
WELLS FARGO & CO 2.15% 01/30/2020$765,590
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$765,509
CANADA 1.625% 02/27/2019$765,020
VIACOM INC 4.5% 03/01/2021$763,165
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$762,963
AT&T INC 4.35% 06/15/2045$762,097
WESTPAC BANKING CORP 2.1% 05/13/2021$761,986
BARCLAYS PLC 3.25% 01/12/2021$761,801
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$761,679
EUROPEAN INVESTMENT BANK 2% 03/15/2021$760,273
CITIGROUP INC 2.15% 07/30/2018$759,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$758,580
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$755,397
KFW 2% 05/02/2025$754,643
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$754,569
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$754,195
REPUBLIC OF TURKEY 3.25% 03/23/2023$753,428
BANK OF MONTREAL 1.4% 04/10/2018$752,655
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$752,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/25/2031 TBA$750,970
DEUTSCHE BANK AG 3.375% 05/12/2021$750,080
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$749,785
DOW CHEMICAL CO/THE 8.55% 05/15/2019$749,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$748,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$746,039
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$743,912
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$743,711
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$741,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$741,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$739,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$739,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$737,638
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$737,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$736,939
TRAVELERS COS INC/THE 6.75% 06/20/2036$736,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$736,524
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$736,020
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$735,677
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$734,985
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$734,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$733,522
JPMORGAN CHASE & CO 2.4% 06/07/2021$733,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$731,572
PETROLEOS MEXICANOS 5.5% 06/27/2044$727,912
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$727,272
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$726,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$726,544
ABBOTT LABORATORIES 2.95% 03/15/2025$726,356
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$724,889
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$724,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$723,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$719,723
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$718,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$718,701
CIGNA CORP 4.5% 03/15/2021$717,958
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$717,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$716,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$715,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$715,493
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$714,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$714,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$713,450
GRUPO TELEVISA SAB 5% 05/13/2045$712,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$712,678
EXXON MOBIL CORP 1.708% 03/01/2019$711,341
CVS HEALTH CORP 3.875% 07/20/2025$709,823
COMCAST CORP 6.45% 03/15/2037$705,611
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$703,695
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$701,411
UNION PACIFIC CORP 4.821% 02/01/2044$695,519
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$694,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$694,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$693,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$691,833
MORGAN STANLEY 5.75% 01/25/2021$691,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$691,418
CISCO SYSTEMS INC 5.9% 02/15/2039$691,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$689,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$687,784
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$686,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$685,284
REPUBLIC OF PERU 6.55% 03/14/2037$685,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$683,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$683,235
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$681,926
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$681,034
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$680,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$675,426
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$675,197
PEPSICO INC 5.5% 01/15/2040$672,306
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 6.02% 06/15/2026$670,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$670,225
CHEVRON CORP 1.79% 11/16/2018$670,212
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$670,097
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$669,995
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$669,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$669,498
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$668,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$667,766
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$667,727
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$666,412
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$666,370
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$666,297
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$665,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$665,192
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$664,965
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$663,528
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$659,487
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$658,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$653,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$653,129
LOCKHEED MARTIN CORP 4.5% 05/15/2036$650,144
SUNCOR ENERGY INC 7.15% 02/01/2032$650,118
CELGENE CORP 4.625% 05/15/2044$649,994
NEXEN ENERGY ULC 6.4% 05/15/2037$649,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$648,914
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$647,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$647,228
FEDERAL HOME LOAN MORTGAGE CORP 2.15% 08/01/2043$647,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$647,002
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$646,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$644,922
ALTRIA GROUP INC 9.25% 08/06/2019$644,781
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$643,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$640,897
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$639,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$637,019
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$636,851
AT&T INC 6.375% 03/01/2041$636,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$635,615
KENTUCKY UTILITIES CO 5.125% 11/01/2040$633,956
UNITED MEXICAN STATES 6.05% 01/11/2040$633,125
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$632,432
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$632,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$631,360
CHARTER COMMUNICATIONS OPERATING LLC / C 4.908% 07/23/2025$630,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$630,377
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$627,351
MORGAN STANLEY 3.125% 07/27/2026$625,749
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$625,508
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$624,455
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$623,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$621,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$619,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$619,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$614,468
MEDTRONIC INC 4.625% 03/15/2045$613,255
ORACLE CORP 5.375% 07/15/2040$612,776
INTERNATIONAL PAPER CO 7.5% 08/15/2021$612,204
BANK OF AMERICA CORP 2.625% 04/19/2021$612,138
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$611,844
BNP PARIBAS SA 2.4% 12/12/2018$611,672
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$611,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$611,481
JPMORGAN CHASE & CO 4.85% 02/01/2044$610,860
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$610,848
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$610,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$609,531
AT&T INC 5.8% 02/15/2019$608,871
AT&T INC 6.15% 09/15/2034$607,188
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$606,268
PRECISION CASTPARTS CORP 4.375% 06/15/2045$606,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$605,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,369
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$599,106
FINANCING CORP 9.65% 11/02/2018$598,672
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$596,472
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$595,488
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$593,495
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$593,301
AETNA INC 2.4% 06/15/2021$591,884
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,517
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$589,929
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$589,032
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$587,694
FEDEX CORP 4.75% 11/15/2045$587,450
COMM 2013-CCRE11 MORTGAGE TRUST 5.162% 10/10/2046$586,449
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$585,845
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$584,827
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$584,104
ACTAVIS FUNDING SCS 3% 03/12/2020$583,065
CATERPILLAR INC 4.75% 05/15/2064$582,129
CMS ENERGY CORP 4.7% 03/31/2043$581,971
TIME WARNER CABLE INC 8.75% 02/14/2019$581,768
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$580,584
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$579,979
METLIFE INC 7.717% 02/15/2019$578,586
NOVARTIS CAPITAL CORP 4% 11/20/2045$578,270
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$577,265
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$576,572
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$576,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$576,472
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$576,250
TIME WARNER INC 7.7% 05/01/2032$575,499
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$574,689
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$572,823
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$571,423
HALLIBURTON CO 7.45% 09/15/2039$571,146
REPUBLIC OF POLAND 6.375% 07/15/2019$570,252
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/15/2031 TBA$570,238
GENERAL ELECTRIC CO 5.5% 01/08/2020$569,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$568,588
REPUBLIC OF ITALY 6.875% 09/27/2023$568,526
KEYCORP 5.1% 03/24/2021$567,778
BANK OF AMERICA CORP 5.625% 07/01/2020$567,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$567,346
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$567,088
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$566,487
FEDEX CORP 4.55% 04/01/2046$566,420
ALTRIA GROUP INC 4% 01/31/2024$566,072
GILEAD SCIENCES INC 4.5% 02/01/2045$565,828
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$565,810
NATIONAL CITY CORP 6.875% 05/15/2019$565,714
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$565,591
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$565,224
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$565,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,944
ACTAVIS INC 6.125% 08/15/2019$564,594
CISCO SYSTEMS INC 3.5% 06/15/2025$564,186
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$563,938
NISOURCE FINANCE CORP 5.45% 09/15/2020$563,381
JPMORGAN CHASE & CO 6.3% 04/23/2019$563,112
AMAZON.COM INC 3.8% 12/05/2024$562,475
VALERO ENERGY CORP 6.625% 06/15/2037$560,660
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$560,523
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$560,021
REPUBLIC OF TURKEY 7.5% 11/07/2019$559,657
CSX CORP 4.5% 08/01/2054$559,515
BLACKROCK INC 4.25% 05/24/2021$559,334
WELLS FARGO & CO 4.6% 04/01/2021$558,931
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$557,674
UNION PACIFIC CORP 3.75% 03/15/2024$557,285
ACTAVIS FUNDING SCS 4.75% 03/15/2045$556,175
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$556,056
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$555,947
WESTERN UNION CO/THE 5.253% 04/01/2020$554,630
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$554,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$554,381
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 3.7% 11/16/2025$554,053
AT&T INC 4.45% 05/15/2021$553,351
CITIGROUP INC 4.5% 01/14/2022$553,274
BB&T CORP 5.25% 11/01/2019$553,155
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$552,404
DEERE & CO 4.375% 10/16/2019$552,160
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$551,464
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$551,263
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$551,250
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$550,388
DEVON ENERGY CORP 5.85% 12/15/2025$550,267
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$550,062
TIME WARNER INC 3.875% 01/15/2026$550,007
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$549,867
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$549,673
EMERSON ELECTRIC CO 5% 04/15/2019$549,354
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$548,631
CISCO SYSTEMS INC 4.95% 02/15/2019$548,344
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$547,986
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$547,930
REPUBLIC OF PERU 7.35% 07/21/2025$547,000
GILEAD SCIENCES INC 3.65% 03/01/2026$546,131
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$546,040
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$545,767
EXELON CORP 3.95% 06/15/2025$545,093
BECTON DICKINSON AND CO 3.734% 12/15/2024$544,925
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$544,899
BANK OF AMERICA CORP 6.875% 04/25/2018$544,726
BARCLAYS PLC 4.375% 01/12/2026$544,640
AMGEN INC 6.15% 06/01/2018$544,119
CATERPILLAR INC 3.4% 05/15/2024$543,508
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$543,241
VULCAN MATERIALS CO 4.5% 04/01/2025$542,500
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$542,429
ELI LILLY & CO 3.7% 03/01/2045$542,147
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$542,014
MORGAN STANLEY 6.625% 04/01/2018$541,896
AT&T INC 5.5% 02/01/2018$541,820
BLACKROCK INC 3.375% 06/01/2022$541,787
ONE GAS INC 3.61% 02/01/2024$541,330
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$541,306
MCCORMICK & CO INC/MD 3.25% 11/15/2025$541,289
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$540,833
BANK OF AMERICA CORP 4% 04/01/2024$540,209
MEDTRONIC INC 4.375% 03/15/2035$540,031
ORACLE CORP 5.75% 04/15/2018$539,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$539,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$539,308
APACHE CORP 5.25% 02/01/2042$539,221
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$539,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$538,894
CITIGROUP INC 4.6% 03/09/2026$538,754
NORTHERN TRUST CORP 3.375% 08/23/2021$538,727
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$538,544
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$538,298
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$538,292
GENERAL MOTORS CO 5.2% 04/01/2045$538,218
JOHNSON CONTROLS INC 3.625% 07/02/2024$538,033
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$537,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$537,673
TRINITY ACQUISITION PLC 4.625% 08/15/2023$537,405
UNITEDHEALTH GROUP INC 6% 02/15/2018$537,204
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$537,190
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$537,064
XEROX CORP 6.35% 05/15/2018$536,862
HSBC HOLDINGS PLC 4.3% 03/08/2026$536,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$536,636
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$536,549
TIME WARNER CABLE INC 4.5% 09/15/2042$536,226
TARGET CORP 6% 01/15/2018$536,218
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$536,212
PEPSICO INC 3% 08/25/2021$535,786
KFW 4.5% 07/16/2018$535,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$535,624
ALLSTATE CORP/THE 3.15% 06/15/2023$534,729
HSBC HOLDINGS PLC 4% 03/30/2022$533,355
PETROLEOS MEXICANOS 5.5% 01/21/2021$533,125
KFW 2.75% 10/01/2020$532,630
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$532,571
MCDONALD'S CORP 5.35% 03/01/2018$532,520
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$532,507
VISA INC 3.15% 12/14/2025$532,273
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$532,180
VISA INC 2.2% 12/14/2020$531,871
KFW 2.75% 09/08/2020$531,642
METLIFE INC 3.6% 04/10/2024$531,402
CONSUMERS ENERGY CO 3.125% 08/31/2024$531,401
EXXON MOBIL CORP 3.043% 03/01/2026$531,383
MORGAN STANLEY 5.95% 12/28/2017$531,267
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$531,266
UNITED MEXICAN STATES 3.5% 01/21/2021$531,250
KFW 1.625% 03/15/2021$530,799
LLOYDS BANK PLC 3.5% 05/14/2025$529,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$529,299
STATOIL ASA 3.15% 01/23/2022$529,218
APPLE INC 2.85% 05/06/2021$528,994
SYNCHRONY FINANCIAL 4.25% 08/15/2024$528,909
MYLAN NV 3.75% 12/15/2020$528,793
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$528,764
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$528,755
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$528,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$528,278
COMCAST CORP 2.85% 01/15/2023$528,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$527,517
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$527,000
CHARTER COMMUNICATIONS OPERATING LLC / C 3.579% 07/23/2020$526,875
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$526,844
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$526,815
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$526,290
JPMORGAN CHASE BANK NA 6% 10/01/2017$526,274
KIMBERLY-CLARK CORP 6.125% 08/01/2017$526,144
VERISK ANALYTICS INC 4% 06/15/2025$525,822
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$525,412
WAL-MART STORES INC 2.55% 04/11/2023$525,045
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$524,845
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$524,293
JPMORGAN CHASE & CO 3.2% 01/25/2023$523,627
BANK OF AMERICA CORP 3.5% 04/19/2026$523,073
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$522,870
KFW 2.125% 01/17/2023$522,529
AMERICAN TOWER CORP 4.5% 01/15/2018$522,514
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$522,057
BANK OF AMERICA CORP 3.3% 01/11/2023$521,843
HSBC HOLDINGS PLC 4.25% 03/14/2024$521,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$521,439
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$521,358
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$521,214
BED BATH & BEYOND INC 3.749% 08/01/2024$521,201
BANK OF AMERICA CORP 4% 01/22/2025$520,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$520,312
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$520,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$519,925
DOW CHEMICAL CO/THE 3% 11/15/2022$519,877
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$519,836
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$519,568
PETROLEOS MEXICANOS 6.625% 06/15/2035$519,475
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$519,220
KFW 2% 10/04/2022$518,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$518,405
CHEVRON CORP 2.954% 05/16/2026$517,817
ECOPETROL SA 4.25% 09/18/2018$517,500
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$516,747
GENERAL MOTORS CO 3.5% 10/02/2018$516,541
TELEFONICA EUROPE BV 8.25% 09/15/2030$515,856
BB&T CORP 2.45% 01/15/2020$515,745
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$515,729
SHELL INTERNATIONAL FINANCE BV 4% 05/10/2046$515,664
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$515,562
MOODY'S CORP 2.75% 07/15/2019$515,561
GENERAL ELECTRIC CO 2.3% 01/14/2019$515,526
JM SMUCKER CO/THE 2.5% 03/15/2020$514,910
ALTRIA GROUP INC 4.25% 08/09/2042$514,818
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$514,602
YALE UNIVERSITY 2.086% 04/15/2019$514,559
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$514,519
GENERAL DYNAMICS CORP 2.25% 11/15/2022$514,480
LOCKHEED MARTIN CORP 2.5% 11/23/2020$514,342
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$514,243
AETNA INC 3.2% 06/15/2026$513,652
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$513,137
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$512,933
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$512,881
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$512,650
KFW 1.875% 04/01/2019$512,483
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$512,427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$512,340
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$512,250
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$512,166
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$511,895
FEDERAL HOME LOAN MORTGAGE CORP 2.398% 10/01/2043$511,631
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$511,391
SOUTHERN CO/THE 2.15% 09/01/2019$511,368
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$511,173
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$511,058
PNC BANK NA 2.7% 11/01/2022$510,985
CITIGROUP INC 4.125% 07/25/2028$510,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$510,695
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$510,616
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$510,547
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$510,499
SYSCO CORP 2.6% 06/12/2022$510,489
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$510,435
MUFG UNION BANK NA 2.625% 09/26/2018$510,415
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$510,174
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$510,077
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$510,023
PETROLEOS MEXICANOS 4.875% 01/18/2024$510,000
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$509,886
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$509,657
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$509,523
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$509,135
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$508,501
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$508,302
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$508,222
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$507,669
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.05% 03/15/2019$507,604
CVS HEALTH CORP 1.9% 07/20/2018$507,530
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$507,517
HSBC USA INC 2.375% 11/13/2019$507,185
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$506,916
AETNA INC 1.9% 06/07/2019$506,900
WESTPAC BANKING CORP 1.95% 11/23/2018$506,434
ROYAL BANK OF CANADA 2% 12/10/2018$505,825
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$505,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$505,508
JPMORGAN CHASE & CO 2.95% 10/01/2026$505,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$505,485
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$505,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$505,404
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$505,294
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$505,272
HSBC USA INC 2.25% 06/23/2019$505,038
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$504,991
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$504,870
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$504,528
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$504,495
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,337
DOLLAR GENERAL CORP 1.875% 04/15/2018$504,197
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$504,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$503,840
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$503,802
VALE OVERSEAS LTD 4.625% 09/15/2020$503,760
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$503,708
WELLS FARGO & CO 2.1% 07/26/2021$502,656
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$502,645
WELLS FARGO & CO 1.5% 01/16/2018$502,640
CHEVRON CORP 1.345% 11/15/2017$502,440
PRECISION CASTPARTS CORP 1.25% 01/15/2018$502,193
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$502,052
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,850
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$501,638
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,511
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$501,380
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,280
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$501,181
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$501,134
STATOIL ASA 1.25% 11/09/2017$500,943
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,715
UBS AG/STAMFORD CT 1.375% 08/14/2017$500,622
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$500,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,148
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$499,982
SOUTHERN COPPER CORP 5.875% 04/23/2045$499,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$499,146
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$498,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$497,826
REPUBLIC OF PANAMA 5.2% 01/30/2020$497,025
CONOCOPHILLIPS CO 4.3% 11/15/2044$496,544
EMC CORP 1.875% 06/01/2018$495,841
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$495,477
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$494,740
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$494,552
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$493,262
COUNTY OF COOK IL 6.229% 11/15/2034$493,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$492,987
APPLE INC 4.375% 05/13/2045$492,717
MARATHON PETROLEUM CORP 5.85% 12/15/2045$492,436
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 10/05/2018$491,789
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$490,902
AGRIUM INC 6.125% 01/15/2041$490,119
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$490,085
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$489,519
TARGET CORP 6.35% 11/01/2032$489,009
STATE OF ILLINOIS 5.1% 06/01/2033$488,965
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$488,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$484,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$483,398
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$482,927
MARATHON OIL CORP 5.9% 03/15/2018$476,988
MCKESSON CORP 4.883% 03/15/2044$475,942
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$475,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$475,567
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$475,562
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$475,364
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$474,225
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$471,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$471,256
INTERNATIONAL BANK FOR RECONSTRUCTION & .875% 07/19/2018$470,916
KFW 0% 04/18/2036$470,707
BOSTON PROPERTIES LP 3.125% 09/01/2023$470,279
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$470,200
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$468,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$468,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$467,136
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$465,490
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$465,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$464,825
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$463,960
HSBC HOLDINGS PLC 2.95% 05/25/2021$463,328
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$463,238
HOME DEPOT INC/THE 2% 04/01/2021$462,732
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$462,207
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$462,064
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 3.15% 10/01/2026$460,863
BANK OF AMERICA CORP 5.875% 01/05/2021$460,762
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$460,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$457,172
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$456,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$455,842
PROGRESS ENERGY INC 7.05% 03/15/2019$454,595
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$454,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$453,986
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$453,953
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$453,813
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$453,271
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$453,264
BNP PARIBAS SA 5% 01/15/2021$452,844
REYNOLDS AMERICAN INC 4.45% 06/12/2025$452,428
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$452,326
CHARTER COMMUNICATIONS OPERATING LLC / C 6.834% 10/23/2055$451,926
LOWE'S COS INC 4.25% 09/15/2044$451,678
APPLE INC 2% 05/06/2020$451,597
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$450,887
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$450,649
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$450,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$450,144
MOSAIC CO/THE 5.625% 11/15/2043$449,842
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$449,622
CITIGROUP INC 8.125% 07/15/2039$448,008
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$447,784
JPMORGAN CHASE & CO 4.5% 01/24/2022$447,592
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$446,571
AMERICA MOVIL SAB DE CV 5% 03/30/2020$446,228
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$446,148
STATE OF ISRAEL 4% 06/30/2022$445,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$445,352
STATE STREET CORP 3.7% 11/20/2023$444,658
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$444,546
STATE OF ISRAEL 5.5% 04/26/2024$444,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$442,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$442,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$442,454
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$442,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$441,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$441,326
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$441,202
PHILLIPS 66 4.3% 04/01/2022$441,000
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$440,225
CISCO SYSTEMS INC 2.45% 06/15/2020$439,118
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$439,019
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$437,696
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$437,055
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$436,981
CLOROX CO/THE 3.8% 11/15/2021$436,952
COMCAST CORP 7.05% 03/15/2033$436,904
CSX CORP 6% 10/01/2036$436,214
AMGEN INC 3.625% 05/22/2024$435,962
APPLE INC 3.45% 05/06/2024$435,699
COMCAST CORP 3.375% 08/15/2025$435,526
HSBC BANK USA NA 4.875% 08/24/2020$434,644
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$433,834
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$433,663
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$433,254
EXXON MOBIL CORP 3.176% 03/15/2024$433,230
CARNIVAL CORP 3.95% 10/15/2020$433,180
AFLAC INC 3.625% 06/15/2023$432,798
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$432,691
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$431,733
ABBVIE INC 2.5% 05/14/2020$431,415
HUMANA INC 3.85% 10/01/2024$430,294
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$430,158
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$429,866
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$429,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$429,075
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$429,003
LAZARD GROUP LLC 4.25% 11/14/2020$428,895
PEPSICO INC 5% 06/01/2018$428,708
NASDAQ INC 4.25% 06/01/2024$428,470
DIGNITY HEALTH 3.812% 11/01/2024$428,218
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$427,460
CORNING INC 4.75% 03/15/2042$426,094
CHEVRON CORP 3.191% 06/24/2023$425,288
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$425,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$425,014
PPG INDUSTRIES INC 3.6% 11/15/2020$424,939
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$424,401
WESTAR ENERGY INC 4.625% 09/01/2043$424,079
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$423,948
PEPSICO INC 2.75% 03/01/2023$423,822
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$423,568
MORGAN STANLEY 3.7% 10/23/2024$423,391
KROGER CO/THE 2.95% 11/01/2021$423,317
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$422,618
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$422,610
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$422,601
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$422,451
BANK OF AMERICA CORP 4.25% 10/22/2026$422,436
HCP INC 4.25% 11/15/2023$421,483
WELLS FARGO BANK NA 6.6% 01/15/2038$421,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$420,818
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$420,633
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$419,943
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$419,917
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$419,902
NEWMONT MINING CORP 3.5% 03/15/2022$419,841
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$419,724
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$419,444
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$419,424
AMEREN ILLINOIS CO 2.7% 09/01/2022$419,363
GOLDCORP INC 3.625% 06/09/2021$419,214
ITAU CORPBANCA 3.875% 09/22/2019$419,029
BNP PARIBAS SA 4.25% 10/15/2024$418,964
WELLS FARGO & CO 5.375% 11/02/2043$418,945
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$418,869
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$418,783
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$418,369
AON PLC 3.5% 06/14/2024$418,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$418,061
US BANCORP 3.1% 04/27/2026$417,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$417,720
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$417,629
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$417,517
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$417,369
AMERICAN TOWER CORP 3.5% 01/31/2023$416,832
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$416,744
ASSOCIATED BANC-CORP 4.25% 01/15/2025$416,658
DEVON ENERGY CORP 7.95% 04/15/2032$416,269
MORGAN STANLEY 6.375% 07/24/2042$416,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$416,054
WELLS FARGO & CO 3.9% 05/01/2045$414,653
ABBVIE INC 3.6% 05/14/2025$414,336
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$413,725
AON PLC 4.45% 05/24/2043$413,092
EASTMAN CHEMICAL CO 2.7% 01/15/2020$413,050
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$412,212
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$412,023
INTESA SANPAOLO SPA 3.875% 01/15/2019$411,695
ORACLE CORP 2.5% 10/15/2022$411,647
HOME DEPOT INC/THE 2% 06/15/2019$411,401
WELLS FARGO & CO 3% 04/22/2026$411,398
PRAXAIR INC 2.2% 08/15/2022$411,012
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$410,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$410,558
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$410,410
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$410,400
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$409,899
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$409,704
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$409,128
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$408,876
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$408,654
PFIZER INC 4.4% 05/15/2044$408,584
LOWE'S COS INC 5.8% 04/15/2040$408,571
STARBUCKS CORP 2% 12/05/2018$408,570
BAIDU INC 2.75% 06/09/2019$408,400
WEYERHAEUSER CO 7.375% 03/15/2032$408,249
CHEVRON CORP 2.355% 12/05/2022$408,241
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$408,206
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 05/24/2021$407,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$407,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$406,653
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$406,375
ARROW ELECTRONICS INC 3% 03/01/2018$406,154
HISTORIC TW INC 9.15% 02/01/2023$405,969
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$405,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$405,688
COMMONWEALTH EDISON CO 5.9% 03/15/2036$405,636
HIGHWOODS REALTY LP 3.2% 06/15/2021$405,398
XLIT LTD 2.3% 12/15/2018$405,384
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$405,309
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$405,234
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$405,085
BANK ONE CORP 7.625% 10/15/2026$405,025
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$405,006
LLOYDS BANK PLC 2.35% 09/05/2019$404,871
REYNOLDS AMERICAN INC 6.15% 09/15/2043$404,701
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$404,531
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$404,456
CF INDUSTRIES INC 3.45% 06/01/2023$404,114
RYDER SYSTEM INC 2.35% 02/26/2019$403,876
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$403,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$403,421
SANTANDER UK PLC 2.35% 09/10/2019$403,284
BARCLAYS PLC 2.75% 11/08/2019$403,235
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$402,811
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$402,700
INTEL CORP 1.35% 12/15/2017$402,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$402,226
BB&T CORP 1.6% 08/15/2017$402,220
GENERAL MILLS INC 1.4% 10/20/2017$402,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$402,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$402,015
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$401,730
PNC BANK NA 1.5% 10/18/2017$401,554
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$401,553
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,278
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$401,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$401,113
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$400,741
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$400,679
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$398,935
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$398,659
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$397,807
WELLS FARGO & CO 4.9% 11/17/2045$397,616
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$397,456
AMERICAN AIRLINES 2016-1 CLASS AA PASS T 3.575% 07/15/2029$397,237
AMGEN INC 4.563% 06/15/2048$397,088
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$395,722
PSEG POWER LLC 8.625% 04/15/2031$395,688
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$395,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$395,034
METHANEX CORP 3.25% 12/15/2019$394,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$393,693
BANK OF AMERICA CORP 5.875% 02/07/2042$393,411
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$393,187
GENERAL MOTORS CO 4% 04/01/2025$393,097
PHARMACIA LLC 6.5% 12/01/2018$392,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$392,259
REPUBLIC OF PANAMA 6.7% 01/26/2036$391,320
CELGENE CORP 3.875% 08/15/2025$391,296
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$391,093
VISA INC 4.3% 12/14/2045$390,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$389,834
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$389,576
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$389,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$389,411
ATMOS ENERGY CORP 4.125% 10/15/2044$389,382
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$388,566
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$388,531
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$388,366
WAL-MART STORES INC 7.55% 02/15/2030$388,291
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$387,878
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$387,068
VALE OVERSEAS LTD 6.875% 11/21/2036$387,000
DOVER CORP 5.375% 03/01/2041$386,491
GENERAL MILLS INC 5.4% 06/15/2040$386,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$385,937
ORACLE CORP 4.5% 07/08/2044$385,683
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$385,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$385,554
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$385,335
PFIZER INC 3.4% 05/15/2024$384,997
WAL-MART STORES INC 4.875% 07/08/2040$383,230
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$382,720
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$382,658
VERIZON COMMUNICATIONS INC 6% 04/01/2041$382,499
STATE OF TEXAS 4.681% 04/01/2040$381,810
COCA-COLA CO/THE 3.2% 11/01/2023$381,499
ECOLAB INC 5.5% 12/08/2041$381,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$380,509
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$380,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$379,470
CBL & ASSOCIATES LP 4.6% 10/15/2024$378,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$378,088
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$377,803
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$377,458
REPUBLIC OF TURKEY 5.75% 03/22/2024$377,412
LOCKHEED MARTIN CORP 2.9% 03/01/2025$377,247
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$376,381
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$375,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$375,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$375,182
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$375,110
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.249% 02/15/2048$375,070
REPUBLIC OF ITALY 5.375% 06/15/2033$374,975
APPLE INC 3.2% 05/13/2025$374,278
COCA-COLA CO/THE 2.875% 10/27/2025$373,587
SEAGATE HDD CAYMAN 4.75% 06/01/2023$373,330
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$373,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$372,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$371,792
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$371,785
APPLE INC 2.25% 02/23/2021$371,685
ECOPETROL SA 4.125% 01/16/2025$371,680
MCDONALD'S CORP 2.75% 12/09/2020$371,662
REPUBLIC OF SOUTH AFRICA 4.875% 04/14/2026$370,738
NISOURCE FINANCE CORP 5.25% 02/15/2043$370,366
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$369,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$369,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$369,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$369,644
STATOIL ASA 5.1% 08/17/2040$369,330
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$369,013
ORACLE CORP 2.8% 07/08/2021$368,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$367,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$367,066
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$366,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$365,072
WP CAREY INC 4.6% 04/01/2024$364,598
UNUM GROUP 4% 03/15/2024$364,385
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$364,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$363,266
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$362,435
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$362,368
PEPSICO INC 4.45% 04/14/2046$361,982
AMGEN INC 4.663% 06/15/2051$361,835
KLA-TENCOR CORP 3.375% 11/01/2019$361,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$361,739
INTEL CORP 4.9% 07/29/2045$361,249
CISCO SYSTEMS INC 2.2% 02/28/2021$361,244
WELLS FARGO & CO 2.55% 12/07/2020$360,645
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,363
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$359,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$359,524
SANTANDER UK PLC 3.05% 08/23/2018$358,873
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$358,788
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$358,131
CBS CORP 7.875% 07/30/2030$357,606
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$357,260
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$356,849
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$356,747
MERCK & CO INC 6.5% 12/01/2033$356,732
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$356,287
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$355,957
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$355,784
JPMORGAN CHASE & CO 2.7% 05/18/2023$355,711
REYNOLDS AMERICAN INC 6.875% 05/01/2020$355,638
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$355,374
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$355,087
INTEL CORP 4.8% 10/01/2041$354,196
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$353,398
AXA SA 8.6% 12/15/2030$352,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$352,434
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$351,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$351,732
AT&T INC 5.55% 08/15/2041$351,658
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$351,593
WELLS FARGO & CO 3% 02/19/2025$351,517
CITIGROUP INC 4.65% 07/30/2045$351,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$351,328
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,094
QUALCOMM INC 2.25% 05/20/2020$350,769
MARATHON PETROLEUM CORP 5% 09/15/2054$350,613
MICROSOFT CORP 4.5% 10/01/2040$350,518
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$350,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,023
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$350,022
HYDRO-QUEBEC 8.05% 07/07/2024$349,916
AT&T INC 5.35% 09/01/2040$349,775
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$349,469
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$349,447
WILLIAMS PARTNERS LP 4.5% 11/15/2023$349,433
STATE OF GEORGIA 4.503% 11/01/2025$349,314
BECTON DICKINSON AND CO 5% 11/12/2040$349,069
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$348,093
CNA FINANCIAL CORP 5.75% 08/15/2021$347,704
PUGET SOUND ENERGY INC 4.434% 11/15/2041$347,372
NOMURA HOLDINGS INC 6.7% 03/04/2020$347,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$347,101
WESTROCK MWV LLC 7.375% 09/01/2019$346,867
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$346,771
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$346,336
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$345,788
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$345,774
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$345,634
WYETH LLC 6.5% 02/01/2034$345,503
VIACOM INC 6.875% 04/30/2036$345,380
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$344,849
CSX CORP 7.375% 02/01/2019$344,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$344,316
AETNA INC 6.625% 06/15/2036$342,942
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$342,941
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$342,566
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$342,473
WELLTOWER INC 6.125% 04/15/2020$342,289
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$342,205
HOST HOTELS & RESORTS LP 6% 10/01/2021$342,097
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$342,031
CREDIT SUISSE USA INC 7.125% 07/15/2032$341,804
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$341,265
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$341,242
DOW CHEMICAL CO/THE 5.25% 11/15/2041$340,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$340,734
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$340,569
GENERAL ELECTRIC CO 4.625% 01/07/2021$340,544
QWEST CORP 6.875% 09/15/2033$340,409
GENERAL ELECTRIC CO 4.125% 10/09/2042$340,342
WAL-MART STORES INC 4.25% 04/15/2021$340,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$339,901
INTERNATIONAL PAPER CO 7.3% 11/15/2039$339,707
GILEAD SCIENCES INC 4.4% 12/01/2021$339,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$339,172
METLIFE INC 4.875% 11/13/2043$339,095
HARLEY-DAVIDSON INC 4.625% 07/28/2045$339,007
VODAFONE GROUP PLC 7.875% 02/15/2030$338,937
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$338,852
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$338,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$338,481
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$338,422
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$338,421
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$338,213
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$337,792
BANK OF AMERICA CORP 5% 05/13/2021$337,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$337,355
STATE OF UTAH 3.539% 07/01/2025$337,146
NORTHERN TRUST CORP 3.95% 10/30/2025$337,103
UNILEVER CAPITAL CORP 4.25% 02/10/2021$336,795
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$336,591
AEGON FUNDING CO LLC 5.75% 12/15/2020$336,508
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$336,372
MICROSOFT CORP 4.2% 11/03/2035$336,327
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$336,088
REPUBLIC SERVICES INC 5.5% 09/15/2019$335,916
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$335,035
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$334,940
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$334,935
KRAFT HEINZ FOODS CO 2% 07/02/2018$334,851
CIGNA CORP 5.125% 06/15/2020$334,661
CVS HEALTH CORP 4% 12/05/2023$334,546
JPMORGAN CHASE & CO 4.625% 05/10/2021$334,483
ANTHEM INC 4.65% 08/15/2044$333,986
QVC INC 5.45% 08/15/2034$333,852
CITY OF CHICAGO IL 6.314% 01/01/2044$333,837
SOUTHERN CO/THE 4.4% 07/01/2046$333,785
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$333,527
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$333,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$333,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$333,290
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$333,015
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$332,893
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$332,751
TOTAL CAPITAL SA 4.45% 06/24/2020$332,496
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$332,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$332,003
ALPHABET INC 3.625% 05/19/2021$331,360
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$331,191
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$331,052
HP INC 4.65% 12/09/2021$330,541
AMGEN INC 3.875% 11/15/2021$330,494
FIDELITY NATIONAL INFORMATION SERVICES I 3.625% 10/15/2020$329,223
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$328,653
DTE ELECTRIC CO 3.375% 03/01/2025$328,626
BOSTON PROPERTIES LP 4.125% 05/15/2021$328,398
PROGRESS ENERGY INC 4.4% 01/15/2021$328,353
WAL-MART STORES INC 3.625% 07/08/2020$328,235
THOMSON REUTERS CORP 6.5% 07/15/2018$328,187
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$327,978
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$327,801
MARKEL CORP 5% 03/30/2043$327,780
NIKE INC 3.625% 05/01/2043$327,683
INTEL CORP 3.3% 10/01/2021$327,615
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$327,604
CUBESMART LP 4.375% 12/15/2023$326,954
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$326,807
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$326,677
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$326,370
KELLOGG CO 4.15% 11/15/2019$326,228
EOG RESOURCES INC 4.1% 02/01/2021$326,131
GATX CORP 4.75% 06/15/2022$325,504
FIFTH THIRD BANCORP 4.3% 01/16/2024$325,392
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$325,266
SOUTHERN CO/THE 3.25% 07/01/2026$324,871
JOHNSON CONTROLS INC 4.25% 03/01/2021$324,689
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$324,576
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$324,135
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$324,113
HARRIS CORP 6.15% 12/15/2040$324,005
ACTAVIS FUNDING SCS 4.55% 03/15/2035$323,988
AT&T INC 3.8% 03/15/2022$323,811
HARRIS CORP 3.832% 04/27/2025$323,787
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$323,725
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$323,340
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$323,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$323,014
DTE ELECTRIC CO 3.45% 10/01/2020$322,655
WELLS FARGO & CO 3.5% 03/08/2022$322,365
ASTRAZENECA PLC 4% 09/18/2042$321,963
WPP FINANCE 2010 3.75% 09/19/2024$321,450
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$321,407
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$321,155
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$321,048
MORGAN STANLEY 3.75% 02/25/2023$320,994
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$320,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$320,538
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$320,446
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$320,434
MICROSOFT CORP 4.45% 11/03/2045$320,214
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$319,888
ABBVIE INC 4.4% 11/06/2042$319,849
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$319,751
KOHL'S CORP 4% 11/01/2021$319,648
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$319,563
REPUBLIC OF PANAMA 3.75% 03/16/2025$319,500
EXXON MOBIL CORP 3.567% 03/06/2045$318,829
LOCKHEED MARTIN CORP 3.8% 03/01/2045$318,725
FEDEX CORP 3.25% 04/01/2026$318,514
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$318,503
ARROW ELECTRONICS INC 4.5% 03/01/2023$318,418
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$318,293
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$317,974
TJX COS INC/THE 2.75% 06/15/2021$317,732
UNITED MEXICAN STATES 3.625% 03/15/2022$317,550
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.375% 04/20/2026$316,959
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$316,886
CARDINAL HEALTH INC 3.2% 03/15/2023$316,730
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$316,195
GENERAL ELECTRIC CO 2.7% 10/09/2022$315,694
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$315,153
ANTHEM INC 3.3% 01/15/2023$315,104
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$314,856
WELLS FARGO & CO 3.45% 02/13/2023$314,519
EXXON MOBIL CORP 2.709% 03/06/2025$314,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$313,671
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$313,255
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,201
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$313,006
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$312,976
STATE OF CALIFORNIA 7.3% 10/01/2039$312,568
MICROSOFT CORP 2.7% 02/12/2025$312,457
NIKE INC 2.25% 05/01/2023$311,615
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$311,566
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$311,491
MICROSOFT CORP 3.75% 02/12/2045$311,327
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$311,288
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$311,064
LOCKHEED MARTIN CORP 4.07% 12/15/2042$310,996
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$310,894
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$310,742
ABBVIE INC 2.9% 11/06/2022$310,708
COSTCO WHOLESALE CORP 2.25% 02/15/2022$310,604
HOLLYFRONTIER CORP 5.875% 04/01/2026$310,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$310,453
AFLAC INC 2.4% 03/16/2020$310,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$309,879
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$309,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$309,516
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$309,287
BORGWARNER INC 3.375% 03/15/2025$309,075
ZOETIS INC 3.25% 02/01/2023$309,029
METLIFE INC 5.7% 06/15/2035$308,927
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$308,675
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$308,475
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$308,393
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$308,200
APPLE INC 2.4% 05/03/2023$308,174
MCKESSON CORP 2.85% 03/15/2023$307,978
STATOIL ASA 2.65% 01/15/2024$307,937
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$307,641
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$307,562
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$307,442
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$307,439
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$307,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$307,031
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$306,977
SOUTHERN CO/THE 2.35% 07/01/2021$306,777
AIRGAS INC 2.375% 02/15/2020$306,547
WALT DISNEY CO/THE 7% 03/01/2032$306,513
MICROSOFT CORP 1.85% 02/12/2020$306,495
LIBERTY PROPERTY LP 3.375% 06/15/2023$306,463
MATTEL INC 2.35% 05/06/2019$306,391
3M CO 2% 06/26/2022$306,376
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$306,177
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$305,872
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$305,534
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$305,434
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,367
TIME WARNER INC 5.375% 10/15/2041$305,366
APPLE INC 3.85% 05/04/2043$305,196
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$304,650
WILLIAMS PARTNERS LP 4.125% 11/15/2020$304,613
ACTAVIS FUNDING SCS 2.35% 03/12/2018$304,472
NOBLE ENERGY INC 5.25% 11/15/2043$304,461
ABBVIE INC 2% 11/06/2018$304,089
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$303,423
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$303,273
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$302,960
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$302,712
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$302,265
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$302,215
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$302,171
CARDINAL HEALTH INC 1.7% 03/15/2018$302,063
ABBVIE INC 1.75% 11/06/2017$301,719
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,682
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$301,549
PERRIGO CO PLC 2.3% 11/08/2018$301,486
NORDIC INVESTMENT BANK 1.125% 03/19/2018$301,444
ONEOK PARTNERS LP 3.375% 10/01/2022$301,300
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$301,161
EATON CORP 1.5% 11/02/2017$301,120
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$300,921
LINCOLN NATIONAL CORP 6.15% 04/07/2036$300,798
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$300,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$300,661
VODAFONE GROUP PLC 1.5% 02/19/2018$300,638
SANTANDER BANK NA 2% 01/12/2018$300,603
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/20/2041$300,533
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$299,732
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$299,703
STATOIL ASA 1.15% 05/15/2018$299,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$298,857
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$298,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$298,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$297,659
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$297,609
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$297,503
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$297,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$296,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$296,729
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$296,606
COMCAST CORP 4.6% 08/15/2045$295,576
AMGEN INC 4.4% 05/01/2045$295,489
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$294,916
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$294,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$294,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$293,972
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$293,643
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$293,588
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$293,405
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$293,355
SOUTHERN COPPER CORP 7.5% 07/27/2035$293,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$293,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$292,597
ORACLE CORP 3.9% 05/15/2035$291,391
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$291,336
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$291,131
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$291,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$290,997
EXELON CORP 4.95% 06/15/2035$290,877
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$290,684
MERCK & CO INC 6.55% 09/15/2037$290,614
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$289,612
HESS CORP 7.3% 08/15/2031$289,088
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$288,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$288,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$288,096
REPUBLIC OF KOREA 3.875% 09/11/2023$287,888
CITY OF NEW YORK NY 5.846% 06/01/2040$287,348
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$287,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$287,082
KROGER CO/THE 7.5% 04/01/2031$287,016
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$286,643
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$286,386
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$286,258
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$285,855
REYNOLDS AMERICAN INC 3.25% 06/12/2020$285,728
BECTON DICKINSON AND CO 6.375% 08/01/2019$285,547
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$284,885
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$283,717
INDIANA MICHIGAN POWER CO 7% 03/15/2019$283,332
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$282,241
MISSISSIPPI POWER CO 4.25% 03/15/2042$282,196
EMERSON ELECTRIC CO 2.625% 02/15/2023$282,194
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$281,784
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$281,768
MYLAN INC 5.4% 11/29/2043$281,130
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$280,667
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$280,486
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$280,116
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$279,527
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$279,462
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$279,416
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$279,050
BANK OF AMERICA CORP 6.875% 11/15/2018$278,925
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$278,682
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$277,550
ASTRAZENECA PLC 2.375% 11/16/2020$277,528
MICROSOFT CORP 2% 11/03/2020$277,524
ORIENTAL REPUBLIC OF URUGUAY 4.375% 10/27/2027$277,225
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$276,883
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$276,794
EXPEDIA INC 7.456% 08/15/2018$276,588
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$276,539
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$276,140
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$276,109
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$275,713
FORD MOTOR CO 7.45% 07/16/2031$275,552
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$274,322
ASTRAZENECA PLC 3.375% 11/16/2025$273,819
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$273,541
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$273,516
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$273,480
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$273,337
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$272,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.811% 01/01/2042$272,815
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$272,580
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$272,285
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$272,165
REPUBLIC OF TURKEY 4.25% 04/14/2026$272,097
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$271,625
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$271,483
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$271,480
SEMPRA ENERGY 6.15% 06/15/2018$270,880
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$270,694
JOHNSON & JOHNSON 4.85% 05/15/2041$270,402
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$270,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$270,262
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$269,728
QUALCOMM INC 3.45% 05/20/2025$269,694
PENTAIR FINANCE SA 5% 05/15/2021$269,496
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$269,299
HCP INC 6.7% 01/30/2018$269,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$268,657
CBS CORP 4.85% 07/01/2042$268,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$268,110
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$268,105
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$267,894
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$267,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$266,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$266,888
FIDELITY NATIONAL INFORMATION SERVICES I 5% 10/15/2025$266,659
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$266,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$266,143
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$266,127
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$265,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$265,090
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$264,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$264,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$264,729
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$264,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$264,195
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$264,000
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$263,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$263,455
ASTRAZENECA PLC 5.9% 09/15/2017$263,385
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$263,182
COMMONWEALTH EDISON CO 5.875% 02/01/2033$262,877
JOHNSON & JOHNSON 4.95% 05/15/2033$262,740
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$262,720
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$262,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$262,270
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$262,220
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$262,192
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$261,595
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$261,454
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$260,946
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$260,872
STATE OF CONNECTICUT 5.85% 03/15/2032$260,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$260,607
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$260,500
COMCAST CORP 5.65% 06/15/2035$260,381
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$260,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$260,048
JPMORGAN CHASE & CO 5.6% 07/15/2041$259,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$258,893
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$258,842
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$258,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$258,533
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$258,500
ASIAN DEVELOPMENT BANK 2% 01/22/2025$257,950
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$257,188
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$255,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$255,746
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$255,436
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$255,194
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$255,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$255,109
VORNADO REALTY LP 2.5% 06/30/2019$254,249
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$254,188
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$254,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$254,067
GEORGIA POWER CO 5.65% 03/01/2037$253,555
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$253,470
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,445
BUCKEYE PARTNERS LP 2.65% 11/15/2018$253,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$252,987
HCP INC 6.75% 02/01/2041$252,915
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$252,722
MEDTRONIC INC 1.5% 03/15/2018$252,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$251,985
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$251,878
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$251,552
BARCLAYS PLC 2.875% 06/08/2020$251,301
WALT DISNEY CO/THE 1.1% 12/01/2017$250,977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$250,535
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$250,430
REALTY INCOME CORP 5.875% 03/15/2035$250,165
KROGER CO/THE 5.4% 07/15/2040$250,001
NEWELL BRANDS INC 5.5% 04/01/2046$249,596
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$249,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$249,075
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$248,834
ABBVIE INC 4.5% 05/14/2035$248,803
TIME WARNER CABLE INC 6.75% 06/15/2039$248,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$248,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$247,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$247,388
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$247,362
APPLE INC 4.65% 02/23/2046$245,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$245,768
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.1% 07/15/2036$245,616
JEFFERIES GROUP LLC 6.25% 01/15/2036$245,597
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$245,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$245,305
VODAFONE GROUP PLC 6.15% 02/27/2037$245,297
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$245,141
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$244,480
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$244,387
HALLIBURTON CO 3.8% 11/15/2025$244,064
ABBVIE INC 4.7% 05/14/2045$243,970
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$243,674
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$243,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$242,917
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$242,665
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$241,986
NEWELL BRANDS INC 5.375% 04/01/2036$241,411
BIOGEN INC 4.05% 09/15/2025$241,288
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$240,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$240,863
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$240,035
XCEL ENERGY INC 4.8% 09/15/2041$239,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$238,704
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2022$235,706
MONSANTO CO 5.5% 08/15/2025$235,231
STATE OF OREGON 5.762% 06/01/2023$235,222
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$235,092
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$234,943
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$234,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$233,583
STRYKER CORP 4.625% 03/15/2046$233,580
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$233,458
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$232,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$232,301
COMCAST CORP 4.5% 01/15/2043$232,229
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$232,191
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$232,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$231,514
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$231,305
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$231,090
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$230,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$230,231
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$230,055
PETROLEOS MEXICANOS 5.625% 01/23/2046$229,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$229,674
VIACOM INC 2.75% 12/15/2019$229,584
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$229,449
CBS CORP 5.75% 04/15/2020$228,277
CITIGROUP INC 5.5% 09/13/2025$228,091
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,725
BOSTON SCIENTIFIC CORP 6% 01/15/2020$227,660
AT&T INC 5.65% 02/15/2047$227,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$227,197
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$227,153
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$226,982
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$226,902
ABBVIE INC 3.2% 05/14/2026$226,106
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$225,930
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$225,754
WHIRLPOOL CORP 4.85% 06/15/2021$225,710
BOEING CO/THE 4.875% 02/15/2020$225,678
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$225,542
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$225,483
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$225,440
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$224,598
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$224,434
AT&T INC 5.2% 03/15/2020$224,273
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.875% 04/20/2021$223,557
MCKESSON CORP 4.75% 03/01/2021$223,090
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$222,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$222,675
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$222,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$222,159
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$222,017
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$222,006
ANTHEM INC 4.65% 01/15/2043$221,868
WALT DISNEY CO/THE 3.75% 06/01/2021$221,554
TARGET CORP 4% 07/01/2042$221,519
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$221,369
FORD MOTOR CO 4.75% 01/15/2043$221,360
JOHNSON & JOHNSON 3.55% 05/15/2021$221,321
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$220,971
CVS HEALTH CORP 4.125% 05/15/2021$220,950
HASBRO INC 5.1% 05/15/2044$220,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$220,805
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$220,542
INTEL CORP 4.25% 12/15/2042$220,536
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$220,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$220,416
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$220,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$219,973
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$219,704
CARDINAL HEALTH INC 4.6% 03/15/2043$219,493
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$219,360
WELLTOWER INC 4.5% 01/15/2024$219,093
VISA INC 4.15% 12/14/2035$218,759
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$218,522
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$218,453
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$217,651
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$217,537
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$217,264
DDR CORP 4.625% 07/15/2022$216,907
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$216,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$216,756
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$216,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$216,117
WALT DISNEY CO/THE 3.7% 12/01/2042$215,864
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,825
COCA-COLA CO/THE 3.15% 11/15/2020$215,549
THOMSON REUTERS CORP 3.95% 09/30/2021$215,515
AUTONATION INC 6.75% 04/15/2018$215,260
WALGREEN CO 4.4% 09/15/2042$215,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$214,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,431
DUKE REALTY LP 3.875% 10/15/2022$214,191
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$214,081
NEWELL BRANDS INC 3.85% 04/01/2023$214,043
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$213,672
GENERAL MILLS INC 3.15% 12/15/2021$213,618
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$213,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$213,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$213,415
ZOETIS INC 4.7% 02/01/2043$213,327
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$213,236
BAXALTA INC 4% 06/23/2025$213,192
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$212,949
STRYKER CORP 4.1% 04/01/2043$212,886
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$212,746
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$212,717
COMPUTER SCIENCES CORP 4.45% 09/15/2022$212,660
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$212,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$212,390
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$212,226
FISERV INC 3.5% 10/01/2022$212,176
MERCK & CO INC 3.6% 09/15/2042$211,673
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$211,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$211,302
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$211,239
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$211,127
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$211,101
REGENCY CENTERS LP 3.75% 06/15/2024$211,049
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$210,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$210,776
AETNA INC 4.125% 11/15/2042$210,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$209,912
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$209,859
KELLOGG CO 4% 12/15/2020$209,845
US BANCORP 2.95% 07/15/2022$209,815
STATE STREET CORP 3.1% 05/15/2023$209,807
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$209,730
REPUBLIC OF FINLAND 6.95% 02/15/2026$209,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$209,582
PRECISION CASTPARTS CORP 2.5% 01/15/2023$209,433
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$209,219
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$209,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$209,086
HUSKY ENERGY INC 3.95% 04/15/2022$208,686
WALT DISNEY CO/THE 2.35% 12/01/2022$208,656
CONAGRA FOODS INC 3.25% 09/15/2022$208,446
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$208,366
ONEOK PARTNERS LP 4.9% 03/15/2025$208,330
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$207,968
XEROX CORP 4.5% 05/15/2021$207,963
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$207,857
STRYKER CORP 2.625% 03/15/2021$207,771
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$207,583
BANK OF AMERICA CORP 3.95% 04/21/2025$207,582
ERP OPERATING LP 3% 04/15/2023$207,329
FEDEX CORP 2.625% 08/01/2022$207,325
MERCK & CO INC 2.4% 09/15/2022$207,158
AIR LEASE CORP 3.375% 01/15/2019$207,100
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$207,045
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$206,530
LEXINGTON REALTY TRUST 4.4% 06/15/2024$206,331
HALLIBURTON CO 5% 11/15/2045$206,202
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.35% 07/15/2046$206,173
NEWELL BRANDS INC 2.6% 03/29/2019$205,822
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$205,792
PECO ENERGY CO 2.375% 09/15/2022$205,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$205,585
JABIL CIRCUIT INC 4.7% 09/15/2022$205,500
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$205,481
FEDEX CORP 3.875% 08/01/2042$205,443
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$205,252
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$205,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.943% 05/01/2042$204,865
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$204,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$204,719
MASTERCARD INC 2% 04/01/2019$204,705
KIMCO REALTY CORP 3.125% 06/01/2023$204,599
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$204,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$204,191
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,882
ABBOTT LABORATORIES 2% 03/15/2020$203,769
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$203,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$203,087
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$202,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$202,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$202,571
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,404
BANK OF AMERICA CORP 2.25% 04/21/2020$202,266
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$201,670
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,648
CNOOC FINANCE 2013 LTD 3% 05/09/2023$201,637
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,612
CELGENE CORP 1.9% 08/15/2017$201,475
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$201,400
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$201,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$201,310
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$201,296
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$201,088
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,048
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$201,043
AETNA INC 1.5% 11/15/2017$200,917
MERCK & CO INC 1.1% 01/31/2018$200,859
AMAZON.COM INC 1.2% 11/29/2017$200,761
APPLE INC 1% 05/03/2018$200,407
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$199,953
HP INC 6% 09/15/2041$199,885
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$199,772
VALSPAR CORP/THE 4.4% 02/01/2045$199,425
PROGRESSIVE CORP/THE 6.625% 03/01/2029$199,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$199,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$198,841
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$198,833
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$198,797
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$198,738
MYLAN NV 3.95% 06/15/2026$198,253
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$198,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$197,871
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$197,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$197,733
JOHNSON & JOHNSON 3.7% 03/01/2046$197,454
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$197,036
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$196,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$196,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$196,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$195,998
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$195,950
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$194,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$194,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$193,747
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$193,628
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$192,787
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$192,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$192,494
MCDONALD'S CORP 4.7% 12/09/2035$191,707
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$191,226
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$191,212
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$190,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$190,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$190,866
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$190,866
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$190,838
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$190,728
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$190,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$189,598
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$189,062
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$188,131
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$187,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$186,885
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$186,500
BOARDWALK PIPELINES LP 3.375% 02/01/2023$186,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$185,923
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$185,249
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,078
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$184,810
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$184,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$184,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$184,730
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$184,366
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$183,644
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$183,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$183,126
AETNA INC 4.375% 06/15/2046$182,906
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$182,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$182,546
S&P GLOBAL INC 4.4% 02/15/2026$182,522
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$182,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$181,858
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$181,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$181,654
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$181,633
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,032
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$180,962
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$180,907
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$180,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$180,055
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$180,001
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$179,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$179,317
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$179,235
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$179,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$178,389
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$178,341
STAPLES INC 4.375% 01/12/2023$178,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$177,558
ALTRIA GROUP INC 9.95% 11/10/2038$177,536
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$177,400
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$176,896
RIO TINTO ALCAN INC 6.125% 12/15/2033$176,593
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$176,460
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$176,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$175,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$174,295
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$173,909
BAXALTA INC 5.25% 06/23/2045$173,850
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$173,784
VIACOM INC 4.375% 03/15/2043$173,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$172,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$172,061
GILEAD SCIENCES INC 4.6% 09/01/2035$171,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$171,415
ABBVIE INC 4.45% 05/14/2046$170,899
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$170,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$170,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$170,005
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$169,742
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$169,337
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$168,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$168,880
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$168,839
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$168,759
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$168,642
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$168,626
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$168,025
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$167,347
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$166,527
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$166,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$165,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$165,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$165,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$165,039
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,953
REPUBLIC OF CHILE 3.875% 08/05/2020$164,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$164,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$163,835
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$163,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$163,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$163,421
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$163,305
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$162,559
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$162,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$161,852
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$161,391
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$161,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$160,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$160,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$159,958
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$159,779
AT&T INC 4.75% 05/15/2046$159,485
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$159,455
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$159,434
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$159,314
DTE ELECTRIC CO 6.625% 06/01/2036$159,289
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$158,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$158,483
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$158,390
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$157,671
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$157,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$157,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$157,549
ALABAMA POWER CO 5.5% 10/15/2017$157,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$157,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$157,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$156,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$156,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$156,316
QUALCOMM INC 4.8% 05/20/2045$156,012
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$155,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$155,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$154,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$154,576
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$154,472
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$154,095
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$153,351
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$153,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$152,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$152,179
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$152,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$152,006
XILINX INC 2.125% 03/15/2019$151,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$151,185
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$150,875
FEDERAL FARM CREDIT BANK 1.58% 02/17/2021$150,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$149,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$149,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$149,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$148,311
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$147,921
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$147,719
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$147,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$147,326
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$146,220
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$145,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$145,463
AIR LEASE CORP 3.75% 02/01/2022$145,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$144,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$144,423
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$144,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$144,211
UNDER ARMOUR INC 3.25% 06/15/2026$142,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$142,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$142,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$142,169
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$141,009
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$140,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$140,718
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$140,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$140,564
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$140,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$140,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$139,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$139,168
MORGAN STANLEY 7.25% 04/01/2032$139,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$139,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$139,042
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$138,193
3M CO 5.7% 03/15/2037$138,067
CYTEC INDUSTRIES INC 3.95% 05/01/2025$137,683
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$137,497
BOEING CO/THE 6.125% 02/15/2033$137,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$137,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,181
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$135,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$135,652
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$135,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$135,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$134,740
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$134,728
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$134,716
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$133,996
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$133,967
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$133,935
CITY OF NEW YORK NY 5.517% 10/01/2037$133,577
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$132,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$132,569
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$132,510
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$132,127
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$131,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$131,491
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$131,366
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$130,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$130,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$130,209
WELLS FARGO BANK NA 5.95% 08/26/2036$130,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$129,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$129,273
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$128,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$128,229
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$128,210
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$127,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$127,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,753
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$127,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$126,800
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$126,776
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$126,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$126,277
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$125,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$125,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$124,974
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$124,269
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$123,746
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$123,529
QVC INC 3.125% 04/01/2019$123,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,127
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$123,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$122,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$121,846
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$121,808
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$121,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$121,738
PETRO-CANADA 5.95% 05/15/2035$121,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$121,418
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$120,424
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$119,944
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$119,872
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$119,750
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$118,977
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$118,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$118,711
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$118,671
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$118,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$118,241
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$118,134</