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., © 2017 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 Nov 30, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET6.9%
GINNIE MAE II POOL 3.5% 12/15/2046 TBA1.7%
FANNIE MAE POOL 3.5% 12/25/2046 TBA1.0%
GINNIE MAE II POOL 3% 12/15/2046 TBA0.9%
FANNIE MAE POOL 3% 12/25/2046 TBA0.7%
FREDDIE MAC GOLD POOL 3% 12/15/2046 TBA0.4%
UNITED STATES TREASURY NOTE/BOND 2% 08/15/20250.4%
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/20180.4%
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/20260.4%
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/20260.4%
All Holdings As of Nov 30, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5% 12/15/2046 TBA$27,124,563
FANNIE MAE POOL 3.5% 12/25/2046 TBA$15,534,439
GINNIE MAE II POOL 3% 12/15/2046 TBA$14,801,596
FANNIE MAE POOL 3% 12/25/2046 TBA$11,406,168
FREDDIE MAC GOLD POOL 3% 12/15/2046 TBA$7,168,500
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$7,101,528
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$7,078,511
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$7,005,342
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,900,621
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$6,684,122
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,417,478
FANNIE MAE POOL 4% 12/25/2046 TBA$6,373,770
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,879,455
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$5,809,671
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$5,711,838
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$5,583,178
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$5,532,592
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,473,362
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,324,828
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2023$5,222,827
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,204,037
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,166,707
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,053,984
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$5,017,675
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,004,609
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$4,960,318
UNITED STATES TREASURY NOTE/BOND 1.625% 11/15/2022$4,875,880
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$4,814,455
UNITED STATES TREASURY NOTE/BOND 0.625% 04/30/2018$4,803,961
UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021$4,788,353
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,723,052
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,602,568
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,597,304
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$4,564,419
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,528,476
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$4,523,500
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$4,357,188
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,190,808
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,167,177
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,150,238
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,021,328
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$4,013,277
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,004,532
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,000,780
UNITED STATES TREASURY NOTE/BOND 0.75% 04/30/2018$3,986,484
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$3,974,999
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,951,004
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,930,184
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,819,676
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$3,805,943
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,740,174
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$3,728,182
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$3,701,910
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,667,141
UNITED STATES TREASURY NOTE/BOND 1.5% 08/15/2026$3,652,969
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,623,100
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$3,616,835
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,594,661
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$3,591,624
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,577,640
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,573,138
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,501,845
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,501,642
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,498,286
FREDDIE MAC GOLD POOL 3.5% 12/15/2046 TBA$3,490,180
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,460,479
UNITED STATES TREASURY NOTE/BOND 0.875% 09/15/2019$3,454,476
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,386,985
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,383,350
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,381,686
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,316,132
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$3,305,202
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2021$3,302,913
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$3,227,603
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,193,230
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,178,917
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,169,938
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,126,574
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,110,671
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$3,060,749
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,056,237
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,055,786
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$3,046,247
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,045,072
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,041,759
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,039,058
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,003,048
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$2,999,947
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$2,983,008
UNITED STATES TREASURY NOTE/BOND 0.875% 04/15/2019$2,975,802
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$2,950,692
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,948,897
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,934,483
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,907,283
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,901,093
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$2,897,764
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$2,883,230
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$2,883,000
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,877,788
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,874,547
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$2,868,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$2,848,427
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,809,177
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,786,393
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$2,759,153
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,752,944
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,735,332
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,734,024
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$2,696,137
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,669,138
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$2,651,343
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,632,475
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,601,383
UNITED STATES TREASURY NOTE/BOND 1.125% 08/31/2021$2,584,528
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,571,515
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,512,274
UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2046$2,500,784
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,469,427
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,452,182
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,447,389
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,426,133
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$2,416,266
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,410,977
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,398,688
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,387,106
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,381,388
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,345,538
UNITED STATES TREASURY NOTE/BOND 0.875% 03/31/2018$2,321,912
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$2,320,006
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,316,082
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,314,955
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,308,229
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,301,660
UNITED STATES TREASURY NOTE/BOND 1.625% 10/31/2023$2,297,443
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,280,209
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2023$2,279,719
UNITED STATES TREASURY NOTE/BOND 0.75% 07/31/2018$2,253,276
UNITED STATES TREASURY NOTE/BOND 0.75% 08/31/2018$2,236,993
FANNIE MAE POOL 2.5% 12/25/2031 TBA$2,234,908
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,228,865
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,220,163
UNITED STATES TREASURY NOTE/BOND 0.75% 09/30/2018$2,215,757
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,209,495
UNITED STATES TREASURY NOTE/BOND 0.75% 10/31/2018$2,194,634
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$2,167,329
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,164,683
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,142,171
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,140,670
UNITED STATES TREASURY NOTE/BOND 0.875% 05/15/2019$2,125,603
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,124,143
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,121,880
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$2,112,634
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,109,690
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,105,496
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,104,804
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$2,098,592
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$2,089,678
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,063,307
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,060,201
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,050,615
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,049,053
UNITED STATES TREASURY NOTE/BOND 0.75% 08/15/2019$2,043,267
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$2,027,326
UNITED STATES TREASURY NOTE/BOND 1% 10/15/2019$2,018,284
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,009,655
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,009,439
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$2,004,356
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$1,989,023
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$1,969,816
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$1,958,360
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,915,113
UNITED STATES TREASURY NOTE/BOND 0.75% 03/31/2018$1,914,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$1,908,540
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,907,420
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$1,900,219
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,881,841
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,880,279
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,838,040
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,805,763
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,775,763
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$1,769,871
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$1,766,987
FREDDIE MAC GOLD POOL 2.5% 12/15/2031 TBA$1,731,334
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2019$1,671,384
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,658,446
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,640,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,626,816
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,606,649
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,587,188
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,582,668
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,568,307
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,559,285
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,553,924
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,523,208
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,517,402
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,516,052
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,512,576
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,507,470
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,495,357
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 03/07/2018$1,495,296
FEDERAL HOME LOAN BANKS 0.625% 08/07/2018$1,486,931
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,486,529
UNITED STATES TREASURY NOTE/BOND 0.875% 07/31/2019$1,482,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,481,395
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,459,879
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,458,176
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$1,456,481
FEDERAL HOME LOAN BANKS 1.125% 07/14/2021$1,453,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,444,132
REPUBLIC OF POLAND 5.125% 04/21/2021$1,426,458
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,417,460
UNITED STATES TREASURY NOTE/BOND 0.875% 11/15/2017$1,408,028
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,403,629
AFRICAN DEVELOPMENT BANK 1% 11/02/2018$1,389,109
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,385,924
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,368,561
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,358,967
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,353,428
CITIGROUP INC 4.05% 07/30/2022$1,344,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,329,723
KFW 4.375% 03/15/2018$1,299,648
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,296,199
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$1,277,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,273,605
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,261,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,248,123
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,244,328
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,236,031
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,234,585
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,230,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,214,725
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,200,445
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,200,276
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$1,194,026
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,187,492
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,183,888
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,160,721
AT&T INC 3.9% 03/11/2024$1,157,610
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,149,307
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,142,234
KFW 4% 01/27/2020$1,123,492
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,119,576
KFW 1.875% 06/30/2020$1,102,587
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,096,943
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,086,355
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,083,750
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,080,340
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,078,469
MORGAN STANLEY 4.875% 11/01/2022$1,077,540
WESTPAC BANKING CORP 4.875% 11/19/2019$1,076,313
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,068,774
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 4.051% 04/15/2047$1,067,931
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,067,141
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$1,060,911
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,060,527
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,059,861
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,057,486
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,055,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,052,600
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 3.775% 08/15/2047$1,051,452
BANK OF AMERICA CORP 5.65% 05/01/2018$1,050,817
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$1,050,602
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,047,678
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.329% 05/25/2025$1,047,612
BANK ONE CORP 8% 04/29/2027$1,038,586
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,034,381
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,033,495
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,033,413
MEDTRONIC INC 3.5% 03/15/2025$1,027,353
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,026,829
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,024,051
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,023,498
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,022,754
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,020,654
PFIZER INC 3% 06/15/2023$1,019,376
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 2.962% 11/10/2046$1,019,028
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,018,965
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,018,832
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,016,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,015,092
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,014,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,014,068
ORACLE CORP 2.25% 10/08/2019$1,012,325
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,011,895
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,011,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$1,010,302
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,010,030
MORGAN STANLEY 2.5% 01/24/2019$1,009,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,009,059
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,006,948
US BANK NA/CINCINNATI OH 2.125% 10/28/2019$1,006,933
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314% 04/10/2049$1,006,514
KFW 0.875% 04/19/2018$1,004,920
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 3.137% 02/10/2048$1,004,552
COCA-COLA CO/THE 1.65% 03/14/2018$1,004,450
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,004,160
FANNIE MAE POOL 3.5% 03/01/2046$1,002,862
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,001,580
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,001,019
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,000,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$1,000,297
BANK OF AMERICA NA 1.65% 03/26/2018$1,000,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 12/20/2017$999,248
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$999,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 02/08/2018$998,609
GS MORTGAGE SECURITIES TRUST 2016-GS2 3.05% 05/10/2049$997,917
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,807
FANNIE MAE POOL 4% 03/01/2046$997,757
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$996,215
FEDERAL HOME LOAN MORTGAGE CORP 0.75% 04/09/2018$996,157
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$996,064
FEDERAL FARM CREDIT BANKS 0.75% 04/18/2018$995,995
FEDERAL HOME LOAN BANKS 0.875% 10/01/2018$995,665
EUROPEAN INVESTMENT BANK 1% 06/15/2018$995,385
INTER-AMERICAN DEVELOPMENT BANK 0.875% 03/15/2018$995,232
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$995,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$994,298
COLGATE-PALMOLIVE CO 0.9% 05/01/2018$994,152
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$993,760
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2046$993,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$988,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 07/26/2019$985,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$984,046
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$983,846
JPMORGAN CHASE & CO 3.125% 01/23/2025$981,908
CITIGROUP INC 3.3% 04/27/2025$980,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$976,381
FEDERAL HOME LOAN MORTGAGE CORP 4.184% 12/25/2020$975,652
FREDDIE MAC GOLD POOL 3.5% 05/01/2046$975,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$973,467
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2046$968,123
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$964,256
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$961,956
AMERICAN EXPRESS CO 7% 03/19/2018$959,818
LLOYDS BANKING GROUP PLC 4.582% 12/10/2025$957,257
PACIFICORP 6% 01/15/2039$955,465
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$955,320
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$955,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$954,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$948,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$947,174
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$946,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$945,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$942,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2045$940,337
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$937,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$933,821
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$931,578
KERR-MCGEE CORP 7.875% 09/15/2031$924,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$923,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$921,919
UNITED STATES TREASURY NOTE/BOND 1.25% 07/31/2023$920,442
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$917,361
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$914,524
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$913,783
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$913,626
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$913,128
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$912,860
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$912,432
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$910,444
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2046$908,998
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$903,441
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$901,748
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$899,980
WAL-MART STORES INC 5.25% 09/01/2035$899,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.586% 04/25/2023$898,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$898,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$894,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$888,877
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$885,884
STATE OF CALIFORNIA 7.625% 03/01/2040$884,688
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$882,027
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.625% 02/10/2022$879,008
AT&T INC 4.5% 03/09/2048$875,767
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$872,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$868,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$868,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$867,780
ORACLE CORP 2.8% 07/08/2021$864,816
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$864,539
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$859,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$855,751
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$854,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$854,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$852,415
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$845,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$843,294
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$839,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$836,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$834,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$832,848
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$832,389
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$831,592
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$829,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$826,061
WELLS FARGO & CO 4.48% 01/16/2024$825,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$820,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$820,076
UNITED STATES TREASURY NOTE/BOND 3.75% 08/15/2041$818,199
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$815,311
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$813,211
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 3.102% 05/15/2046$811,868
WASTE MANAGEMENT INC 4.75% 06/30/2020$811,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$811,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$810,528
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$809,875
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$808,571
BANK OF AMERICA CORP 4.875% 04/01/2044$807,160
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$804,559
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$804,327
RAYTHEON CO 6.75% 03/15/2018$802,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$800,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$797,666
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$797,425
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.5% 07/29/2025$797,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$791,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$790,045
MICROSOFT CORP 3.625% 12/15/2023$789,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$789,162
WAL-MART STORES INC 4.3% 04/22/2044$789,149
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$784,183
BPCE SA 4% 04/15/2024$784,095
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$783,164
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418% 11/15/2035$782,238
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$778,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$775,290
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$774,652
TIME WARNER INC 4.05% 12/15/2023$774,520
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 04/19/2023$772,380
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$771,696
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$771,412
MORGAN STANLEY 4% 07/23/2025$769,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$769,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$766,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$762,243
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373% 11/15/2025$759,964
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$759,474
TYSON FOODS INC 2.65% 08/15/2019$757,907
MCDONALD'S CORP 4.6% 05/26/2045$757,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$756,686
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$756,378
CVS HEALTH CORP 2.25% 12/05/2018$755,939
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$754,502
CANADA GOVERNMENT INTERNATIONAL BOND 1.625% 02/27/2019$754,124
JUNIPER NETWORKS INC 4.35% 06/15/2025$754,083
ORANGE SA 9% 03/01/2031$753,600
CITIGROUP INC 2.15% 07/30/2018$753,366
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$753,117
GILEAD SCIENCES INC 2.05% 04/01/2019$752,947
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$752,741
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$752,728
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$752,513
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$750,964
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 11/15/2020$750,236
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$750,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$749,033
BANK OF MONTREAL 1.4% 04/10/2018$748,412
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$748,327
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$747,669
BARCLAYS PLC 3.25% 01/12/2021$747,049
WELLS FARGO & CO 2.15% 01/30/2020$745,503
FANNIE MAE POOL 3% 09/01/2046$745,036
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$743,790
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$743,589
STATE OF CALIFORNIA 7.55% 04/01/2039$743,520
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$743,151
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$742,753
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$742,694
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$740,744
VIACOM INC 4.5% 03/01/2021$740,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$738,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$736,481
WESTPAC BANKING CORP 2.1% 05/13/2021$735,469
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$735,017
EUROPEAN INVESTMENT BANK 2% 03/15/2021$734,292
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$727,748
DEUTSCHE BANK AG 3.375% 05/12/2021$726,459
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$726,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$725,264
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$724,718
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$724,615
DOW CHEMICAL CO/THE 8.55% 05/15/2019$723,095
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$720,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$720,361
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$720,353
VERIZON COMMUNICATIONS INC 1.75% 08/15/2021$719,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$718,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$714,981
AT&T INC 4.5% 05/15/2035$713,301
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$713,245
JPMORGAN CHASE & CO 2.4% 06/07/2021$712,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$712,028
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$712,000
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$710,707
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$709,168
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$708,562
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$703,660
KFW 2% 05/02/2025$702,559
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$700,905
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$699,667
EXXON MOBIL CORP 1.708% 03/01/2019$699,297
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$698,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$698,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$697,318
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$696,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$695,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$695,224
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$694,784
CIGNA CORP 4.5% 03/15/2021$692,683
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$691,637
HOME DEPOT INC/THE 5.875% 12/16/2036$691,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$689,295
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$684,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$683,839
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$683,581
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$683,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$682,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$680,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$678,464
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 3.622% 07/10/2047$677,568
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$675,711
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$674,337
TRAVELERS COS INC/THE 6.75% 06/20/2036$673,719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$671,906
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$671,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$671,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$668,893
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$668,099
MORGAN STANLEY 5.75% 01/25/2021$667,971
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$667,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$667,182
AT&T INC 4.35% 06/15/2045$667,113
ABBOTT LABORATORIES 2.95% 03/15/2025$667,075
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$666,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$665,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$665,679
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$665,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$663,361
CHEVRON CORP 1.79% 11/16/2018$662,807
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$661,167
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$661,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$659,422
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$658,681
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$658,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$658,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$658,537
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$656,529
CVS HEALTH CORP 3.875% 07/20/2025$655,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$654,470
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$653,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$652,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$651,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$650,160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$649,986
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$648,554
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$647,848
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$642,200
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$640,946
COMCAST CORP 6.45% 03/15/2037$640,675
REPUBLIC OF PERU 6.55% 03/14/2037$635,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$634,259
MICROSOFT CORP 3.95% 08/08/2056$633,999
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$633,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$633,581
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$633,069
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$632,077
CISCO SYSTEMS INC 5.9% 02/15/2039$631,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$631,798
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$627,660
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$624,791
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$623,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$623,493
PETROLEOS MEXICANOS 5.5% 06/27/2044$622,800
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$622,521
ALTRIA GROUP INC 9.25% 08/06/2019$622,226
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$621,703
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$620,186
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$618,445
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$617,447
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$616,888
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$616,861
SUNCOR ENERGY INC 7.15% 02/01/2032$615,385
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$614,671
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$613,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$613,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$613,217
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 3.085% 08/15/2046$612,983
UNION PACIFIC CORP 4.821% 02/01/2044$612,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$609,799
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$607,684
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$606,151
BNP PARIBAS SA 2.4% 12/12/2018$605,792
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$602,021
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$601,696
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$601,403
PEPSICO INC 5.5% 01/15/2040$600,929
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$600,831
INTERNATIONAL PAPER CO 7.5% 08/15/2021$599,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$599,653
NEXEN ENERGY ULC 6.4% 05/15/2037$599,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$597,397
BANK OF AMERICA CORP 2.625% 04/19/2021$597,360
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$597,174
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$596,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$595,336
MORGAN STANLEY 3.125% 07/27/2026$595,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$595,058
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$594,161
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$593,496
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$592,905
GRUPO TELEVISA SAB 5% 05/13/2045$592,519
AT&T INC 5.8% 02/15/2019$591,850
LOCKHEED MARTIN CORP 4.5% 05/15/2036$591,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$590,526
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$589,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$589,357
FANNIE MAE POOL 3.5% 03/01/2046$589,159
CELGENE CORP 4.625% 05/15/2044$587,417
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$587,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$586,489
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$585,536
FEDERAL HOME LOAN MORTGAGE CORP 2.137% 08/01/2043$584,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$584,497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$582,507
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$582,229
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$581,594
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$580,808
FINANCING CORP 9.65% 11/02/2018$580,386
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$578,044
AT&T INC 6.375% 03/01/2041$576,304
AETNA INC 2.4% 06/15/2021$575,966
ORACLE CORP 5.375% 07/15/2040$575,033
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$574,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$573,047
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$572,479
KENTUCKY UTILITIES CO 5.125% 11/01/2040$572,414
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$572,016
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$571,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$570,575
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$568,919
ACTAVIS FUNDING SCS 3% 03/12/2020$568,401
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$567,431
TIME WARNER CABLE INC 8.75% 02/14/2019$566,515
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 3.091% 08/10/2049$566,195
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$565,377
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$564,652
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$562,813
METLIFE INC 7.717% 02/15/2019$562,193
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$560,904
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$560,781
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$559,807
VALERO ENERGY CORP 6.625% 06/15/2037$559,231
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$558,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$557,876
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$557,169
REPUBLIC OF POLAND 6.375% 07/15/2019$556,940
DEVON ENERGY CORP 5.85% 12/15/2025$556,120
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$555,693
COMM 2013-CCRE11 MORTGAGE TRUST 5.329% 10/10/2046$555,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$554,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$553,537
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$553,133
JPMORGAN CHASE & CO 4.85% 02/01/2044$552,998
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$552,793
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$552,470
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$551,497
BANK OF AMERICA CORP 5.625% 07/01/2020$551,315
NATIONAL CITY CORP 6.875% 05/15/2019$550,204
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$549,988
ACTAVIS INC 6.125% 08/15/2019$549,085
JPMORGAN CHASE & CO 6.3% 04/23/2019$548,911
KEYCORP 5.1% 03/24/2021$548,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$548,151
NISOURCE FINANCE CORP 5.45% 09/15/2020$546,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$546,335
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$546,229
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$541,771
WESTERN UNION CO/THE 5.253% 04/01/2020$541,639
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$541,158
BB&T CORP 5.25% 11/01/2019$541,107
CITIGROUP INC 6.625% 06/15/2032$541,105
BLACKROCK INC 4.25% 05/24/2021$540,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$540,474
WELLS FARGO & CO 4.6% 04/01/2021$539,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$539,155
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6% 01/15/2019$538,112
CITIGROUP INC 4.5% 01/14/2022$536,978
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$536,485
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$535,978
EMERSON ELECTRIC CO 5% 04/15/2019$535,854
CISCO SYSTEMS INC 4.95% 02/15/2019$534,566
DEERE & CO 4.375% 10/16/2019$533,784
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$533,767
BANK OF AMERICA CORP 6.875% 04/25/2018$533,660
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$532,727
MEDTRONIC INC 4.625% 03/15/2045$532,026
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$531,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2043$531,834
AMGEN INC 6.15% 06/01/2018$531,812
AT&T INC 5.5% 02/01/2018$531,053
MORGAN STANLEY 6.625% 04/01/2018$530,768
REPUBLIC OF ITALY 6.875% 09/27/2023$530,118
HALLIBURTON CO 7.45% 09/15/2039$529,741
TIME WARNER INC 7.7% 05/01/2032$529,740
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$529,488
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$529,272
ORACLE CORP 5.75% 04/15/2018$529,104
AT&T INC 4.45% 05/15/2021$529,087
ALTRIA GROUP INC 4% 01/31/2024$528,955
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$528,573
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$527,929
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$527,561
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$527,500
UNION PACIFIC CORP 3.75% 03/15/2024$527,399
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$527,279
XEROX CORP 6.35% 05/15/2018$527,052
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 3.507% 05/15/2045$527,037
CATERPILLAR INC 4.75% 05/15/2064$526,919
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 3.801% 09/15/2047$526,328
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$525,788
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$525,502
KFW 4.5% 07/16/2018$525,414
TARGET CORP 6% 01/15/2018$525,097
BARCLAYS PLC 4.375% 01/12/2026$525,079
AMAZON.COM INC 3.8% 12/05/2024$524,891
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$524,445
CMS ENERGY CORP 4.7% 03/31/2043$523,522
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$523,374
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$522,929
MCDONALD'S CORP 5.35% 03/01/2018$522,841
MORGAN STANLEY 5.95% 12/28/2017$522,517
VULCAN MATERIALS CO 4.5% 04/01/2025$522,500
NORTHERN TRUST CORP 3.375% 08/23/2021$522,440
BLACKROCK INC 3.375% 06/01/2022$522,037
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$521,112
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$520,615
CISCO SYSTEMS INC 3.5% 06/15/2025$520,479
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$520,326
TRINITY ACQUISITION PLC 4.625% 08/15/2023$520,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$519,138
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$518,427
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$518,242
HSBC HOLDINGS PLC 4% 03/30/2022$517,829
BANK OF AMERICA CORP 4% 04/01/2024$517,773
REPUBLIC OF PERU 7.35% 07/21/2025$517,500
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$517,184
KFW 2.75% 09/08/2020$517,129
CATERPILLAR INC 3.4% 05/15/2024$516,759
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$516,382
CITIGROUP INC 4.6% 03/09/2026$516,336
KFW 2.75% 10/01/2020$516,335
VISA INC 2.2% 12/14/2020$515,777
ECOPETROL SA 4.25% 09/18/2018$515,750
METLIFE INC 3.6% 04/10/2024$514,970
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$514,607
PEPSICO INC 3% 08/25/2021$514,385
ONE GAS INC 3.61% 02/01/2024$514,347
AMERICAN TOWER CORP 4.5% 01/15/2018$514,336
HSBC HOLDINGS PLC 4.3% 03/08/2026$514,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$514,120
EXELON CORP 3.95% 06/15/2025$513,904
JOHNSON CONTROLS INC 3.625% 07/02/2024$513,706
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$513,155
APACHE CORP 5.25% 02/01/2042$513,076
BECTON DICKINSON AND CO 3.734% 12/15/2024$513,015
FEDEX CORP 4.75% 11/15/2045$512,878
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$512,809
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$512,728
STATOIL ASA 3.15% 01/23/2022$512,588
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$512,515
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$512,485
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$512,098
KFW 1.625% 03/15/2021$511,956
GINNIE MAE II POOL 3.5% 04/20/2045$511,691
APPLE INC 2.85% 05/06/2021$511,461
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$511,440
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$510,764
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579% 07/23/2020$510,736
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 2.858% 11/15/2045$510,723
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$510,446
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$509,897
ALLSTATE CORP/THE 3.15% 06/15/2023$509,408
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$509,296
GENERAL MOTORS CO 3.5% 10/02/2018$509,124
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$508,973
SYNCHRONY FINANCIAL 4.25% 08/15/2024$508,850
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$508,820
MYLAN NV 3.75% 12/15/2020$508,571
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$508,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$508,132
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 2.85% 12/10/2045$507,983
MOODY'S CORP 2.75% 07/15/2019$507,969
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$507,933
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$507,464
PETROLEOS MEXICANOS 5.5% 01/21/2021$507,125
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$506,996
CONSUMERS ENERGY CO 3.125% 08/31/2024$506,772
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 03/15/2019$506,296
BED BATH & BEYOND INC 3.749% 08/01/2024$505,964
MUFG UNION BANK NA 2.625% 09/26/2018$505,881
VALE OVERSEAS LTD 4.625% 09/15/2020$505,695
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$505,672
VERISK ANALYTICS INC 4% 06/15/2025$505,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$505,350
GILEAD SCIENCES INC 3.65% 03/01/2026$505,341
YALE UNIVERSITY 2.086% 04/15/2019$505,267
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$505,222
JPMORGAN CHASE & CO 3.2% 01/25/2023$505,214
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$504,998
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$504,897
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$504,855
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHILE 4.25% 04/15/2024$504,853
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$504,623
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$504,580
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$504,566
KFW 1.875% 04/01/2019$504,098
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$503,944
TIME WARNER INC 3.875% 01/15/2026$503,626
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$503,565
BB&T CORP 2.45% 01/15/2020$503,175
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$503,113
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$502,881
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$502,745
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$502,514
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$502,412
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$502,404
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$502,397
HSBC HOLDINGS PLC 4.25% 03/14/2024$502,381
NOVARTIS CAPITAL CORP 4% 11/20/2045$502,379
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$502,346
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 06/14/2019$502,310
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$502,304
JM SMUCKER CO/THE 2.5% 03/15/2020$502,080
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$502,061
ROYAL BANK OF CANADA 2% 12/10/2018$501,987
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$501,821
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$501,523
HSBC USA INC 2.375% 11/13/2019$501,337
CVS HEALTH CORP 1.9% 07/20/2018$501,287
WESTPAC BANKING CORP 1.95% 11/23/2018$501,286
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$501,250
DOW CHEMICAL CO/THE 3% 11/15/2022$501,015
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 04/10/2018$500,942
SOUTHERN CO/THE 2.15% 09/01/2019$500,893
BANK OF AMERICA CORP 3.3% 01/11/2023$500,873
BANK OF AMERICA CORP 4% 01/22/2025$500,846
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$500,758
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.75% 07/31/2018$500,735
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$500,726
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,644
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$500,617
DOLLAR GENERAL CORP 1.875% 04/15/2018$500,592
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$500,565
FEDEX CORP 4.55% 04/01/2046$500,402
COMCAST CORP 2.85% 01/15/2023$500,287
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$500,024
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$499,953
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$499,906
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$499,668
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$499,300
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$499,164
MCCORMICK & CO INC/MD 3.25% 11/15/2025$499,152
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$499,113
PRECISION CASTPARTS CORP 1.25% 01/15/2018$499,020
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$499,020
WELLS FARGO & CO 1.5% 01/16/2018$498,969
LOCKHEED MARTIN CORP 2.5% 11/23/2020$498,927
HSBC USA INC 2.25% 06/23/2019$498,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 05/21/2018$498,749
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$498,733
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$498,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$498,681
FEDERAL HOME LOAN BANKS 0.875% 06/29/2018$498,460
AETNA INC 1.9% 06/07/2019$498,016
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$497,609
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$497,185
ACTAVIS FUNDING SCS 4.75% 03/15/2045$496,579
EXXON MOBIL CORP 3.043% 03/01/2026$496,313
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$496,249
VISA INC 3.15% 12/14/2025$496,201
SYSCO CORP 2.6% 06/12/2022$496,039
WAL-MART STORES INC 2.55% 04/11/2023$495,832
KFW 2.125% 01/17/2023$495,362
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$494,880
GILEAD SCIENCES INC 4.5% 02/01/2045$494,839
BANK OF AMERICA CORP 3.5% 04/19/2026$494,661
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$494,653
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$494,653
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$494,343
GENERAL DYNAMICS CORP 2.25% 11/15/2022$494,186
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$494,179
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$494,109
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$493,354
KFW 2% 10/04/2022$492,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 09/09/2019$492,407
SUMITOMO MITSUI FINANCIAL GROUP INC 2.442% 10/19/2021$492,201
PNC BANK NA 2.7% 11/01/2022$492,034
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$491,904
CITIGROUP INC 4.125% 07/25/2028$491,566
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$491,558
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$491,434
AETNA INC 3.2% 06/15/2026$490,273
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$489,937
CSX CORP 4.5% 08/01/2054$489,794
CHEVRON CORP 2.954% 05/16/2026$489,687
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$489,497
WELLS FARGO & CO 2.1% 07/26/2021$489,128
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$488,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$487,901
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$487,671
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$487,037
MEDTRONIC INC 4.375% 03/15/2035$486,439
TIME WARNER CABLE INC 4.5% 09/15/2042$485,868
REPUBLIC OF PANAMA 5.2% 01/30/2020$484,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$483,800
MITSUBISHI UFJ FINANCIAL GROUP INC 2.527% 09/13/2023$483,074
CONOCOPHILLIPS CO 4.3% 11/15/2044$482,464
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$482,124
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$482,035
TORONTO-DOMINION BANK/THE 3.625% 09/15/2031$482,027
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$481,397
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$480,457
COUNTY OF COOK IL 6.229% 11/15/2034$479,756
SOUTHERN COPPER CORP 5.875% 04/23/2045$479,285
WELLS FARGO & CO 3% 10/23/2026$479,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$478,840
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.125% 02/10/2025$477,564
JPMORGAN CHASE & CO 2.95% 10/01/2026$477,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$477,534
GENERAL MOTORS CO 5.2% 04/01/2045$476,423
ELI LILLY & CO 3.7% 03/01/2045$475,677
ORACLE CORP 4% 07/15/2046$475,421
GILEAD SCIENCES INC 2.95% 03/01/2027$475,272
MARATHON OIL CORP 5.9% 03/15/2018$474,355
MIZUHO FINANCIAL GROUP INC 2.839% 09/13/2026$474,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$473,488
ARCHER-DANIELS-MIDLAND CO 2.5% 08/11/2026$472,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$471,171
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$471,086
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 3.2% 09/23/2026$469,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$469,769
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST 4.95% 11/23/2020$469,668
PETROLEOS MEXICANOS 4.875% 01/18/2024$469,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$469,390
FEDERAL HOME LOAN MORTGAGE CORP 2.392% 10/01/2043$469,072
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$468,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$468,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$467,290
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875% 07/19/2018$467,061
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$466,130
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$465,587
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$465,236
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$465,197
TELEFONICA EUROPE BV 8.25% 09/15/2030$464,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$463,592
MARATHON PETROLEUM CORP 5.85% 12/15/2045$462,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$462,472
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$462,469
PETROLEOS MEXICANOS 6.625% 06/15/2035$461,300
APPLE INC 4.375% 05/13/2045$461,253
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$461,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$460,947
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$460,665
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$458,950
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$457,142
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$455,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$453,614
HSBC HOLDINGS PLC 2.95% 05/25/2021$453,380
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$452,609
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$452,309
TARGET CORP 6.35% 11/01/2032$451,586
MPLX LP 4.5% 07/15/2023$451,169
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$451,076
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$450,795
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$450,190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$449,976
STATE OF ILLINOIS 5.1% 06/01/2033$449,245
AGRIUM INC 6.125% 01/15/2041$449,103
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$447,940
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$447,819
BANK OF AMERICA CORP 5.875% 01/05/2021$447,549
APPLE INC 2.45% 08/04/2026$447,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$446,816
HEWLETT PACKARD ENTERPRISE CO 3.1% 10/05/2018$446,665
HOME DEPOT INC/THE 2% 04/01/2021$446,166
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$445,353
PROGRESS ENERGY INC 7.05% 03/15/2019$444,258
BOSTON PROPERTIES LP 3.125% 09/01/2023$442,854
ALTRIA GROUP INC 4.25% 08/09/2042$442,769
HEWLETT PACKARD ENTERPRISE CO 3.85% 10/15/2020$442,752
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$441,986
APPLE INC 2% 05/06/2020$440,171
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$438,722
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 8.75% 06/15/2030$438,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$437,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$437,466
BNP PARIBAS SA 5% 01/15/2021$436,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$436,696
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$436,436
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$436,015
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$434,341
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$434,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$432,883
JPMORGAN CHASE & CO 4.5% 01/24/2022$431,659
PHILLIPS 66 4.3% 04/01/2022$431,556
STATE OF ISRAEL 4% 06/30/2022$430,835
COMCAST CORP 3.4% 07/15/2046$430,805
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$430,657
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$430,557
AMERICA MOVIL SAB DE CV 5% 03/30/2020$429,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$429,431
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$428,961
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$428,920
MICROSOFT CORP 2.4% 08/08/2026$427,845
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$427,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$427,257
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$427,033
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$426,070
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$425,780
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$425,760
HSBC BANK USA NA 4.875% 08/24/2020$425,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$425,388
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$425,206
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$425,058
REYNOLDS AMERICAN INC 4.45% 06/12/2025$424,493
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$424,273
GINNIE MAE II POOL 4% 12/15/2046 TBA$424,187
DEVON ENERGY CORP 7.95% 04/15/2032$424,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$423,974
CISCO SYSTEMS INC 2.45% 06/15/2020$423,913
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$423,288
HUNGARY GOVERNMENT INTERNATIONAL BOND 7.625% 03/29/2041$422,913
STATE OF ISRAEL 5.5% 04/26/2024$422,382
CITY OF HOUSTON TX COMBINED UTILITY SYSTEM REVENUE 3.828% 05/15/2028$422,136
PEPSICO INC 5% 06/01/2018$421,528
CARNIVAL CORP 3.95% 10/15/2020$421,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$420,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$420,368
CLOROX CO/THE 3.8% 11/15/2021$420,292
LAZARD GROUP LLC 4.25% 11/14/2020$419,856
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$419,584
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$419,502
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$419,457
ABBVIE INC 2.5% 05/14/2020$419,362
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$419,034
STATE STREET CORP 3.7% 11/20/2023$418,653
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$418,044
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$416,976
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$416,871
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% 10/01/2026$415,949
FANNIE MAE POOL 3.5% 06/01/2045$415,490
AFLAC INC 3.625% 06/15/2023$414,550
PPG INDUSTRIES INC 3.6% 11/15/2020$414,402
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$413,632
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$412,862
APPLE INC 3.45% 05/06/2024$412,473
NASDAQ INC 4.25% 06/01/2024$411,804
CITIGROUP INC 8.125% 07/15/2039$411,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$411,061
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$410,707
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$409,842
NEWMONT MINING CORP 3.5% 03/15/2022$409,677
HUMANA INC 3.85% 10/01/2024$409,160
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$409,104
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$408,896
CHEVRON CORP 3.191% 06/24/2023$408,225
GOLDCORP INC 3.625% 06/09/2021$408,093
AMGEN INC 3.625% 05/22/2024$408,042
INTESA SANPAOLO SPA 3.875% 01/15/2019$407,922
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055$407,760
EXXON MOBIL CORP 3.176% 03/15/2024$407,347
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$407,153
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$406,274
BAIDU INC 2.75% 06/09/2019$405,916
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$405,827
MORGAN STANLEY 3.7% 10/23/2024$405,766
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$405,062
MCKESSON CORP 4.883% 03/15/2044$404,994
KROGER CO/THE 2.95% 11/01/2021$404,964
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$404,944
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$404,887
COMCAST CORP 3.375% 08/15/2025$404,717
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$404,549
KFW 0% 04/18/2036$404,540
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$404,436
ARROW ELECTRONICS INC 3% 03/01/2018$404,421
HOME DEPOT INC/THE 2% 06/15/2019$404,400
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$404,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$404,020
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.665% 01/17/2024$403,880
STARBUCKS CORP 2% 12/05/2018$403,834
BANK OF AMERICA CORP 4.25% 10/22/2026$403,678
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$403,137
XLIT LTD 2.3% 12/15/2018$402,995
HIGHWOODS REALTY LP 3.2% 06/15/2021$402,918
AON PLC 3.5% 06/14/2024$402,867
AMEREN ILLINOIS CO 2.7% 09/01/2022$402,756
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$402,622
RYDER SYSTEM INC 2.35% 02/26/2019$402,604
LOWE'S COS INC 4.25% 09/15/2044$402,512
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$402,301
CSX CORP 6% 10/01/2036$401,963
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$401,704
EASTMAN CHEMICAL CO 2.7% 01/15/2020$401,673
COMCAST CORP 7.05% 03/15/2033$401,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$401,234
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$401,217
AMERICAN TOWER CORP 3.5% 01/31/2023$401,181
INTEL CORP 1.35% 12/15/2017$400,861
DIGNITY HEALTH 3.812% 11/01/2024$400,692
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$400,542
PEPSICO INC 2.75% 03/01/2023$400,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$400,275
SANTANDER UK PLC 2.35% 09/10/2019$400,226
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$399,844
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$399,635
BNP PARIBAS SA 4.25% 10/15/2024$399,476
PFIZER INC 1.7% 12/15/2019$399,324
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$399,252
BARCLAYS PLC 2.75% 11/08/2019$399,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$399,083
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$398,814
EUROPEAN INVESTMENT BANK 1% 03/15/2018$398,734
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$398,382
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$398,161
ASSOCIATED BANC-CORP 4.25% 01/15/2025$397,837
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$397,119
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$396,948
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$395,735
HEWLETT PACKARD ENTERPRISE CO 6.6% 10/15/2045$395,702
ORACLE CORP 2.5% 10/15/2022$395,594
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$395,421
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$395,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$395,058
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE 6.548% 05/15/2048$394,884
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 05/24/2021$394,442
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$394,319
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 02/23/2022$394,121
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$393,541
PRAXAIR INC 2.2% 08/15/2022$392,888
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$392,833
CHEVRON CORP 2.355% 12/05/2022$392,304
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$392,105
US BANCORP 3.1% 04/27/2026$391,720
TRINITY HEALTH CORP 4.125% 12/01/2045$391,414
METHANEX CORP 3.25% 12/15/2019$391,326
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$391,117
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$391,028
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$390,475
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$390,224
WELLS FARGO & CO 5.375% 11/02/2043$389,888
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$389,710
SEAGATE HDD CAYMAN 4.75% 06/01/2023$388,750
CORNING INC 4.75% 03/15/2042$388,008
HISTORIC TW INC 9.15% 02/01/2023$387,722
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$387,514
BANK ONE CORP 7.625% 10/15/2026$387,230
VALE OVERSEAS LTD 6.875% 11/21/2036$387,168
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$386,619
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$386,472
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$386,135
MORGAN STANLEY 6.375% 07/24/2042$386,108
ABBVIE INC 3.6% 05/14/2025$386,028
AON PLC 4.45% 05/24/2043$385,112
STATE OF OREGON DEPARTMENT OF TRANSPORTATION 5.834% 11/15/2034$384,435
WELLS FARGO & CO 3% 04/22/2026$384,266
PHARMACIA LLC 6.5% 12/01/2018$383,646
NEW YORK CITY WATER & SEWER SYSTEM 5.724% 06/15/2042$383,454
PROCTER & GAMBLE CO/THE 2.45% 11/03/2026$383,262
WELLS FARGO BANK NA 6.6% 01/15/2038$383,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$382,151
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$381,583
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$381,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$379,450
WEYERHAEUSER CO 7.375% 03/15/2032$379,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$378,198
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$378,077
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$377,970
MOSAIC CO/THE 5.625% 11/15/2043$377,919
CBL & ASSOCIATES LP 4.6% 10/15/2024$377,891
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 07/15/2029$376,918
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 2.85% 01/31/2023$375,493
WESTAR ENERGY INC 4.625% 09/01/2043$374,170
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$373,656
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$372,822
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$372,585
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$372,384
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$371,816
GENERAL MOTORS CO 4% 04/01/2025$370,308
COMMONWEALTH EDISON CO 5.9% 03/15/2036$369,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$368,673
WELLS FARGO & CO 3.9% 05/01/2045$367,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$366,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$366,731
CELGENE CORP 3.875% 08/15/2025$366,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$366,386
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$366,220
PFIZER INC 4.4% 05/15/2044$365,968
ECOPETROL SA 4.125% 01/16/2025$365,380
REYNOLDS AMERICAN INC 6.15% 09/15/2043$365,165
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$365,007
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$364,287
LOWE'S COS INC 5.8% 04/15/2040$364,126
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$364,012
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$363,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$363,226
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$362,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$362,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$362,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$362,849
WELLS FARGO & CO 4.9% 11/17/2045$362,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$362,716
BANK OF AMERICA CORP 5.875% 02/07/2042$362,471
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$362,464
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$362,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$362,266
PSEG POWER LLC 8.625% 04/15/2031$362,241
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$361,722
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$361,681
PFIZER INC 3.4% 05/15/2024$361,493
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$360,521
APPLE INC 2.25% 02/23/2021$360,401
COCA-COLA CO/THE 3.2% 11/01/2023$360,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$359,886
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$359,657
MCDONALD'S CORP 2.75% 12/09/2020$359,484
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$359,327
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$358,987
KLA-TENCOR CORP 3.375% 11/01/2019$358,799
ORACLE CORP 4.5% 07/08/2044$358,166
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$357,632
WAL-MART STORES INC 7.55% 02/15/2030$357,583
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 5.707% 07/01/2034$356,991
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$356,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$356,677
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$356,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$356,023
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$356,022
SANTANDER UK PLC 3.05% 08/23/2018$355,928
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$355,371
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$355,337
WILLIAMS PARTNERS LP 4.5% 11/15/2023$355,182
REPUBLIC OF PANAMA 6.7% 01/26/2036$354,960
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249% 02/15/2048$354,938
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$354,545
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$354,495
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$354,435
APPLE INC 3.2% 05/13/2025$354,181
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$353,430
WP CAREY INC 4.6% 04/01/2024$353,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$352,908
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$352,734
LOCKHEED MARTIN CORP 2.9% 03/01/2025$352,569
AMGEN INC 4.563% 06/15/2048$351,740
ECOLAB INC 5.5% 12/08/2041$351,724
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$351,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$351,589
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$351,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$350,909
WELLS FARGO & CO 2.55% 12/07/2020$350,876
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$350,295
DOVER CORP 5.375% 03/01/2041$350,195
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$350,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$349,904
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$349,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$349,290
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$349,166
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875% 04/14/2026$349,137
AXA SA 8.6% 12/15/2030$348,800
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$348,392
CISCO SYSTEMS INC 2.2% 02/28/2021$348,351
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$348,347
UNUM GROUP 4% 03/15/2024$347,868
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$347,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$347,410
VERIZON COMMUNICATIONS INC 6% 04/01/2041$346,855
COCA-COLA CO/THE 2.875% 10/27/2025$346,258
STATE OF TEXAS 4.681% 04/01/2040$346,179
KEYBANK NA/CLEVELAND OH 1.6% 08/22/2019$345,741
VISA INC 4.3% 12/14/2045$345,255
JPMORGAN CHASE & CO 2.295% 08/15/2021$343,903
ATMOS ENERGY CORP 4.125% 10/15/2044$343,365
GENERAL MILLS INC 5.4% 06/15/2040$342,995
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$342,857
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$342,331
VIACOM INC 6.875% 04/30/2036$342,245
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$342,227
REYNOLDS AMERICAN INC 6.875% 05/01/2020$342,108
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$342,060
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$341,974
FANNIE MAE POOL 3% 02/01/2035$341,940
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$341,800
JPMORGAN CHASE & CO 2.7% 05/18/2023$341,319
JPMORGAN CHASE & CO 3.625% 12/01/2027$341,297
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$341,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$340,910
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$340,712
QUALCOMM INC 2.25% 05/20/2020$340,666
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$340,539
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$340,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$339,411
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$339,188
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.4% 09/23/2021$338,864
WESTROCK MWV LLC 7.375% 09/01/2019$338,744
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$338,701
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$337,001
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$336,752
NOMURA HOLDINGS INC 6.7% 03/04/2020$336,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$336,307
CITIGROUP INC 3.2% 10/21/2026$336,146
HOST HOTELS & RESORTS LP 6% 10/01/2021$336,081
WAL-MART STORES INC 4.875% 07/08/2040$335,730
CNA FINANCIAL CORP 5.75% 08/15/2021$335,725
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$335,205
INTEL CORP 4.9% 07/29/2045$334,883
REPUBLIC OF ITALY 5.375% 06/15/2033$334,864
SUMITOMO MITSUI FINANCIAL GROUP INC 3.01% 10/19/2026$334,480
PHILLIPS 66 PARTNERS LP 3.55% 10/01/2026$334,478
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$334,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$334,185
WELLTOWER INC 6.125% 04/15/2020$333,629
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$333,183
CBS CORP 7.875% 07/30/2030$332,845
STATE OF GEORGIA 4.503% 11/01/2025$332,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$331,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$331,305
NISOURCE FINANCE CORP 5.25% 02/15/2043$331,264
STATOIL ASA 5.1% 08/17/2040$330,904
KRAFT HEINZ FOODS CO 2% 07/02/2018$330,790
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$330,581
WELLS FARGO & CO 3% 02/19/2025$330,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$330,049
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$329,412
INTEL CORP 4.8% 10/01/2041$328,418
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$328,325
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$328,221
HYDRO-QUEBEC 8.05% 07/07/2024$328,208
AMGEN INC 4.663% 06/15/2051$328,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$328,138
CREDIT SUISSE USA INC 7.125% 07/15/2032$327,845
VODAFONE GROUP PLC 7.875% 02/15/2030$327,646
REPUBLIC SERVICES INC 5.5% 09/15/2019$327,638
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$326,795
BANK OF AMERICA CORP 5% 05/13/2021$326,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$326,289
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$326,235
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 10.375% 11/01/2018$326,108
PROGRESSIVE CORP/THE 2.45% 01/15/2027$325,949
WAL-MART STORES INC 4.25% 04/15/2021$325,722
MERCK & CO INC 6.5% 12/01/2033$325,712
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$325,238
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$325,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$324,770
GILEAD SCIENCES INC 4.4% 12/01/2021$324,422
CIGNA CORP 5.125% 06/15/2020$324,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$324,408
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$324,114
GATX CORP 4.75% 06/15/2022$323,852
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$323,447
JPMORGAN CHASE & CO 4.625% 05/10/2021$323,431
QWEST CORP 6.875% 09/15/2033$323,351
AEGON FUNDING CO LLC 5.75% 12/15/2020$323,115
UNILEVER CAPITAL CORP 4.25% 02/10/2021$323,021
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$322,951
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$322,891
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$322,837
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$322,829
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$322,812
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$322,725
TOTAL CAPITAL SA 4.45% 06/24/2020$322,620
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$322,393
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$322,346
DOW CHEMICAL CO/THE 5.25% 11/15/2041$322,197
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$322,061
METLIFE INC 4.875% 11/13/2043$321,563
CITY OF CHICAGO IL 6.314% 01/01/2044$321,535
THOMSON REUTERS CORP 6.5% 07/15/2018$321,309
CITIGROUP INC 4.65% 07/30/2045$321,275
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$321,087
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$320,540
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$320,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$319,679
HEWLETT-PACKARD CO 4.65% 12/09/2021$319,659
PROGRESS ENERGY INC 4.4% 01/15/2021$319,346
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$319,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$319,261
JOHNSON CONTROLS INC 4.25% 03/01/2021$319,233
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$318,755
ALPHABET INC 3.625% 05/19/2021$318,336
WYETH LLC 6.5% 02/01/2034$317,853
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$317,852
STATE OF UTAH 3.539% 07/01/2025$317,682
KELLOGG CO 4.15% 11/15/2019$317,335
AETNA INC 6.625% 06/15/2036$317,188
WAL-MART STORES INC 3.625% 07/08/2020$317,155
BOSTON PROPERTIES LP 4.125% 05/15/2021$317,153
MICROSOFT CORP 4.5% 10/01/2040$317,119
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$316,983
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$316,765
EOG RESOURCES INC 4.1% 02/01/2021$316,052
PEPSICO INC 4.45% 04/14/2046$315,841
NORTHERN TRUST CORP 3.95% 10/30/2025$315,772
KOHL'S CORP 4% 11/01/2021$315,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$315,669
AMGEN INC 3.875% 11/15/2021$315,663
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$315,305
CUBESMART LP 4.375% 12/15/2023$315,118
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$315,095
MARATHON PETROLEUM CORP 5% 09/15/2054$314,518
BECTON DICKINSON AND CO 5% 11/12/2040$314,396
PUGET SOUND ENERGY INC 4.434% 11/15/2041$314,265
DTE ELECTRIC CO 3.45% 10/01/2020$314,056
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$313,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$313,922
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$313,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$313,555
INTERNATIONAL PAPER CO 7.3% 11/15/2039$313,416
CVS HEALTH CORP 4% 12/05/2023$313,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$313,153
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$313,122
PEPSICO INC 3.45% 10/06/2046$313,094
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$312,729
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$312,636
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$312,612
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$312,604
INTEL CORP 3.3% 10/01/2021$312,568
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$312,093
FIFTH THIRD BANCORP 4.3% 01/16/2024$311,871
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$311,591
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$310,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$310,802
JEFFERIES GROUP LLC 5.125% 04/13/2018$310,304
WELLS FARGO & CO 3.5% 03/08/2022$309,778
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$309,358
MORGAN STANLEY 3.75% 02/25/2023$308,989
MICROSOFT CORP 4.2% 11/03/2035$308,397
QVC INC 5.45% 08/15/2034$308,371
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$308,066
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$307,864
DTE ELECTRIC CO 3.375% 03/01/2025$307,861
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$307,404
WILLIAMS PARTNERS LP 4.125% 11/15/2020$307,217
ARROW ELECTRONICS INC 4.5% 03/01/2023$307,184
TJX COS INC/THE 2.75% 06/15/2021$307,128
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$306,426
AT&T INC 3.8% 03/15/2022$306,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$306,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$306,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$305,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$304,834
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$304,596
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$304,493
HARRIS CORP 3.832% 04/27/2025$304,460
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$303,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$303,533
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$303,401
MARKEL CORP 5% 03/30/2043$302,965
CARDINAL HEALTH INC 3.2% 03/15/2023$302,810
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$302,769
SOUTHERN CO/THE 3.25% 07/01/2026$302,690
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$302,583
WPP FINANCE 2010 3.75% 09/19/2024$302,302
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$302,166
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$302,072
ACTAVIS FUNDING SCS 2.35% 03/12/2018$301,893
AFLAC INC 2.4% 03/16/2020$301,760
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$301,698
AIRGAS INC 2.375% 02/15/2020$301,293
GENERAL ELECTRIC CO 2.7% 10/09/2022$301,228
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$301,212
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$301,066
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$301,026
MATTEL INC 2.35% 05/06/2019$300,976
ABBVIE INC 2% 11/06/2018$300,764
GENERAL ELECTRIC CO 4.125% 10/09/2042$300,731
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$300,504
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$300,482
PERRIGO CO PLC 2.3% 11/08/2018$300,466
REPUBLIC OF PANAMA 3.75% 03/16/2025$300,375
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$300,348
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$300,247
MICROSOFT CORP 1.85% 02/12/2020$300,233
CARDINAL HEALTH INC 1.7% 03/15/2018$300,143
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$300,061
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$300,019
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$300,000
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$299,886
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$299,838
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$299,810
ANTHEM INC 3.3% 01/15/2023$299,803
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$299,773
NORDIC INVESTMENT BANK 1.125% 03/19/2018$299,706
WELLS FARGO & CO 3.45% 02/13/2023$299,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$299,541
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$299,526
ANTHEM INC 4.65% 08/15/2044$299,433
SANTANDER BANK NA 2% 01/12/2018$299,232
ONEOK PARTNERS LP 3.375% 10/01/2022$299,107
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$299,060
VODAFONE GROUP PLC 1.5% 02/19/2018$298,870
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$298,797
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$298,785
LIBERTY PROPERTY LP 3.375% 06/15/2023$298,643
FEDEX CORP 3.25% 04/01/2026$298,516
STATOIL ASA 1.15% 05/15/2018$298,510
COSTCO WHOLESALE CORP 2.25% 02/15/2022$298,278
ZOETIS INC 3.25% 02/01/2023$297,869
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUST 1.04% 02/18/2020$297,503
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$297,368
HEWLETT PACKARD ENTERPRISE CO 5.15% 10/15/2025$297,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$297,132
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$297,032
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$296,744
ACTAVIS FUNDING SCS 4.55% 03/15/2035$296,567
DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026$296,370
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$296,252
HARLEY-DAVIDSON INC 4.625% 07/28/2045$296,098
ABBVIE INC 2.9% 11/06/2022$296,021
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$295,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$295,713
SOUTHERN CO/THE 2.35% 07/01/2021$295,500
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$295,487
SOUTHERN CO/THE 4.4% 07/01/2046$295,376
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$295,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$295,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$295,142
MICROSOFT CORP 2.7% 02/12/2025$294,878
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$294,838
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$294,689
NIKE INC 2.25% 05/01/2023$293,919
METLIFE INC 5.7% 06/15/2035$293,881
3M CO 2% 06/26/2022$293,849
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07/24/2044$293,663
BORGWARNER INC 3.375% 03/15/2025$293,660
EXXON MOBIL CORP 2.709% 03/06/2025$293,433
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$293,421
STATOIL ASA 2.65% 01/15/2024$293,295
NOBLE ENERGY INC 5.25% 11/15/2043$293,048
MCKESSON CORP 2.85% 03/15/2023$292,905
MICROSOFT CORP 4.45% 11/03/2045$292,839
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$292,454
APPLE INC 2.4% 05/03/2023$292,272
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$291,810
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 09/20/2021$291,749
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$291,540
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$290,909
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$290,891
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$290,461
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$290,422
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375% 04/20/2026$290,093
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$290,058
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$289,401
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$289,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$288,985
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$288,905
SOUTHERN COPPER CORP 7.5% 07/27/2035$288,413
HOLLYFRONTIER CORP 5.875% 04/01/2026$288,102
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$287,608
HARRIS CORP 6.15% 12/15/2040$287,301
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$286,493
FREDDIE MAC GOLD POOL 3% 05/01/2032$286,221
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUST 0.99% 09/17/2018$285,888
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$285,190
ASTRAZENECA PLC 4% 09/18/2042$285,138
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$284,659
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$284,612
AT&T INC 4.55% 03/09/2049$284,256
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$284,117
STATE OF CALIFORNIA 7.3% 10/01/2039$283,964
APPLE INC 3.85% 05/04/2043$283,906
ABBOTT LABORATORIES 4.9% 11/30/2046$283,471
WALT DISNEY CO/THE 7% 03/01/2032$283,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$282,689
ABBVIE INC 4.4% 11/06/2042$282,629
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$282,594
NIKE INC 3.625% 05/01/2043$282,558
MICROSOFT CORP 3.75% 02/12/2045$282,528
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$282,055
LINCOLN NATIONAL CORP 6.15% 04/07/2036$281,535
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$281,066
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$281,056
LOCKHEED MARTIN CORP 3.8% 03/01/2045$280,980
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$280,363
LOCKHEED MARTIN CORP 4.07% 12/15/2042$280,298
REYNOLDS AMERICAN INC 3.25% 06/12/2020$277,853
BECTON DICKINSON AND CO 6.375% 08/01/2019$277,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$277,305
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FINANCE CORP 5.875% 03/01/2022$276,704
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$276,506
INDIANA MICHIGAN POWER CO 7% 03/15/2019$276,462
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$274,812
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$274,772
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$274,660
EXXON MOBIL CORP 3.567% 03/06/2045$274,576
ORACLE CORP 3.9% 05/15/2035$274,451
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$274,380
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$274,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$274,244
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$273,350
BANK OF AMERICA CORP 6.875% 11/15/2018$273,130
EXPEDIA INC 7.456% 08/15/2018$272,102
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$271,904
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$271,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$271,272
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$271,025
REPUBLIC OF KOREA 3.875% 09/11/2023$270,738
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$270,736
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$270,418
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$269,961
MICROSOFT CORP 2% 11/03/2020$269,881
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$269,863
KROGER CO/THE 7.5% 04/01/2031$269,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$269,632
ASTRAZENECA PLC 2.375% 11/16/2020$269,180
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$268,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$268,032
EMERSON ELECTRIC CO 2.625% 02/15/2023$267,791
PENTAIR FINANCE SA 5% 05/15/2021$267,458
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$267,032
DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORP 7.088% 01/01/2042$266,528
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$266,412
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$265,800
SEMPRA ENERGY 6.15% 06/15/2018$265,510
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$265,482
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$265,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$265,237
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$264,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$264,072
MERCK & CO INC 6.55% 09/15/2037$263,966
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$263,911
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$263,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$263,569
EXELON CORP 4.95% 06/15/2035$263,231
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$263,173
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$263,067
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$262,905
UNITEDHEALTH GROUP INC 6% 02/15/2018$262,865
TIME WARNER INC 5.375% 10/15/2041$262,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$262,513
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$262,397
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$262,207
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$261,832
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$261,775
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$261,711
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$260,650
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$260,402
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$260,359
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$260,339
COMCAST CORP 4.6% 08/15/2045$259,848
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$259,804
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$259,670
MISSISSIPPI POWER CO 4.25% 03/15/2042$259,598
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$259,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$259,289
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$259,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$259,016
AMGEN INC 4.4% 05/01/2045$258,831
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$258,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$258,564
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$258,315
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$257,780
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$257,329
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$257,306
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$256,459
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$255,781
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$255,250
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$255,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$254,782
QUALCOMM INC 3.45% 05/20/2025$254,765
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$254,704
CITY OF NEW YORK NY 5.846% 06/01/2040$254,360
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$254,240
ASTRAZENECA PLC 3.375% 11/16/2025$254,232
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$254,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$252,944
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.817% 01/01/2042$252,449
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$251,914
BUCKEYE PARTNERS LP 2.65% 11/15/2018$251,792
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$251,568
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$251,490
VORNADO REALTY LP 2.5% 06/30/2019$251,086
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$250,933
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$250,568
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$250,529
MEXICO GOVERNMENT INTERNATIONAL BOND 4.35% 01/15/2047$250,500
MEDTRONIC INC 1.5% 03/15/2018$250,101
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$250,088
WALT DISNEY CO/THE 1.1% 12/01/2017$249,834
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$249,530
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$249,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$249,268
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$249,198
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$249,163
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$249,073
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$249,001
FORD MOTOR CO 7.45% 07/16/2031$248,571
FANNIE MAE POOL 3% 09/01/2046$248,505
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$248,128
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$247,946
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$247,750
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE 6% 11/01/2040$247,640
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$247,604
BARCLAYS PLC 2.875% 06/08/2020$247,357
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$246,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$246,253
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$246,234
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036$245,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$245,362
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$245,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$244,998
CBS CORP 4.85% 07/01/2042$244,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$244,913
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$244,894
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$244,863
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.452% 10/20/2021$244,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$243,399
STATE OF CONNECTICUT 5.85% 03/15/2032$242,956
DEVELOPMENT BANK OF JAPAN INC 2% 10/19/2021$242,860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$242,797
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$242,734
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$242,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$242,107
COMMONWEALTH EDISON CO 5.875% 02/01/2033$241,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$240,840
ASIAN DEVELOPMENT BANK 2% 01/22/2025$240,622
WESTLAKE CHEMICAL CORP 3.6% 08/15/2026$240,612
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 7.425% 02/15/2029$240,396
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$240,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$239,880
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$239,720
MYLAN INC 5.4% 11/29/2043$239,488
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$238,975
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$238,514
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$238,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$238,288
CONSOLIDATED EDISON CO OF NEW YORK INC 4.3% 12/01/2056$237,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$237,208
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$236,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$236,722
COMCAST CORP 5.65% 06/15/2035$236,451
GOLDMAN SACHS GROUP INC/THE 3.5% 11/16/2026$236,322
JPMORGAN CHASE & CO 5.6% 07/15/2041$236,285
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$236,151
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$236,142
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$235,991
HALLIBURTON CO 3.8% 11/15/2025$235,352
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$235,193
JOHNSON & JOHNSON 4.85% 05/15/2041$235,106
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$234,926
JOHNSON & JOHNSON 4.95% 05/15/2033$234,243
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$233,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$233,480
SHELL INTERNATIONAL FINANCE BV 2.5% 09/12/2026$233,170
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$233,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$232,977
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$232,688
DUKE ENERGY CORP 2.65% 09/01/2026$232,530
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$232,310
GEORGIA POWER CO 5.65% 03/01/2037$232,241
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$231,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$231,861
EXPORT-IMPORT BANK OF KOREA 2.375% 04/21/2027$231,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$231,443
INTERNATIONAL PAPER CO 4.4% 08/15/2047$231,415
HCP INC 6.75% 02/01/2041$230,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$230,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$230,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$229,942
REALTY INCOME CORP 5.875% 03/15/2035$229,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$229,197
APPLE INC 4.65% 02/23/2046$228,102
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$227,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$227,259
NEWELL BRANDS INC 5.5% 04/01/2046$227,137
BIOGEN INC 4.05% 09/15/2025$226,877
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$226,867
VIACOM INC 2.75% 12/15/2019$226,761
TIME WARNER CABLE INC 6.75% 06/15/2039$226,647
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$226,520
STATE OF OREGON 5.762% 06/01/2023$226,468
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$226,189
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$226,185
JEFFERIES GROUP LLC 6.25% 01/15/2036$225,808
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$225,698
ABBVIE INC 4.5% 05/14/2035$225,629
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$224,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$223,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$223,463
MONSANTO CO 5.5% 08/15/2025$223,348
VODAFONE GROUP PLC 6.15% 02/27/2037$223,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$222,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$222,972
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$222,859
NEWELL BRANDS INC 5.375% 04/01/2036$222,443
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$222,217
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$221,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$221,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$221,169
CONTINENTAL AIRLINES 2010-1 CLASS A PASS THROUGH TRUST 4.75% 07/12/2022$221,123
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$221,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$220,845
BOSTON SCIENTIFIC CORP 6% 01/15/2020$220,485
CBS CORP 5.75% 04/15/2020$220,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$220,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$219,663
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$219,479
CITIGROUP INC 5.5% 09/13/2025$219,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$218,678
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$218,604
KROGER CO/THE 5.4% 07/15/2040$218,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$218,517
BOEING CO/THE 4.875% 02/15/2020$218,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$218,087
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$218,031
WHIRLPOOL CORP 4.85% 06/15/2021$217,653
ABBVIE INC 4.7% 05/14/2045$216,670
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$216,425
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$216,247
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$216,136
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$216,120
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$215,782
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$215,491
AT&T INC 5.2% 03/15/2020$215,170
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875% 04/20/2021$215,116
MCKESSON CORP 4.75% 03/01/2021$215,105
CENTERPOINT ENERGY RESTORATION BOND CO LLC 3.46% 08/15/2019$214,523
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$213,489
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$213,454
XCEL ENERGY INC 4.8% 09/15/2041$213,036
WALT DISNEY CO/THE 3.75% 06/01/2021$212,802
SOUTHERN NATURAL GAS CO LLC / SOUTHERN NATURAL ISSUING CORP 4.4% 06/15/2021$212,756
AUTONATION INC 6.75% 04/15/2018$212,147
DDR CORP 4.625% 07/15/2022$212,037
CVS HEALTH CORP 4.125% 05/15/2021$211,893
JOHNSON & JOHNSON 3.55% 05/15/2021$211,752
PRECISION CASTPARTS CORP 4.375% 06/15/2045$211,728
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046$211,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$211,659
ONEOK PARTNERS LP 4.9% 03/15/2025$211,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$211,201
WELLTOWER INC 4.5% 01/15/2024$210,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$210,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$210,139
ABBVIE INC 3.2% 05/14/2026$209,420
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$209,404
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$209,261
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$209,031
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$208,977
DUKE REALTY LP 3.875% 10/15/2022$208,762
XEROX CORP 4.5% 05/15/2021$208,519
THOMSON REUTERS CORP 3.95% 09/30/2021$208,316
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$208,311
COCA-COLA CO/THE 3.15% 11/15/2020$208,298
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$208,114
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$208,083
HUSKY ENERGY INC 3.95% 04/15/2022$207,902
COMPUTER SCIENCES CORP 4.45% 09/15/2022$207,503
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$207,172
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$207,021
JABIL CIRCUIT INC 4.7% 09/15/2022$206,800
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$206,671
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$206,596
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$206,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$205,863
NEWELL BRANDS INC 3.85% 04/01/2023$205,677
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$205,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$205,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$205,498
GENERAL MILLS INC 3.15% 12/15/2021$205,353
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$205,142
FISERV INC 3.5% 10/01/2022$204,852
HCP INC 4.25% 11/15/2023$204,410
AIR LEASE CORP 3.375% 01/15/2019$204,144
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$204,118
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$204,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$204,017
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$203,669
COMCAST CORP 4.5% 01/15/2043$203,528
REGENCY CENTERS LP 3.75% 06/15/2024$203,501
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$203,443
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$203,404
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$203,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$203,192
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$203,035
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$202,976
NEWELL BRANDS INC 2.6% 03/29/2019$202,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$202,499
BAXALTA INC 4% 06/23/2025$202,262
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.107% 07/01/2018$202,126
INTEL CORP 4.25% 12/15/2042$201,991
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$201,948
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$201,878
US BANCORP 2.95% 07/15/2022$201,869
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$201,731
MASTERCARD INC 2% 04/01/2019$201,593
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$201,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$201,498
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$201,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$201,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$201,196
KELLOGG CO 4% 12/15/2020$201,189
PFIZER INC 4% 12/15/2036$201,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$200,888
OCCIDENTAL PETROLEUM CORP 4.1% 02/15/2047$200,706
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$200,678
CONAGRA FOODS INC 3.25% 09/15/2022$200,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$200,449
FEDEX CORP 2.625% 08/01/2022$200,441
STRYKER CORP 2.625% 03/15/2021$200,401
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$200,379
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$200,358
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,324
STRYKER CORP 4.625% 03/15/2046$200,236
STATE STREET CORP 3.1% 05/15/2023$200,048
ANTHEM INC 4.65% 01/15/2043$199,897
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$199,694
MERCK & CO INC 1.1% 01/31/2018$199,578
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$199,506
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$199,167
APPLE INC 1% 05/03/2018$199,126
BANK OF AMERICA CORP 3.95% 04/21/2025$199,006
KIMCO REALTY CORP 3.125% 06/01/2023$198,774
MERCK & CO INC 2.4% 09/15/2022$198,637
BANK OF AMERICA CORP 2.25% 04/21/2020$198,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$198,311
WALT DISNEY CO/THE 2.35% 12/01/2022$198,225
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$198,066
VISA INC 4.15% 12/14/2035$198,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$197,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$197,599
PFIZER INC 3% 12/15/2026$197,410
ERP OPERATING LP 3% 04/15/2023$197,337
PECO ENERGY CO 2.375% 09/15/2022$197,306
PRECISION CASTPARTS CORP 2.5% 01/15/2023$197,214
CARDINAL HEALTH INC 4.6% 03/15/2043$197,138
TARGET CORP 4% 07/01/2042$196,991
ABBOTT LABORATORIES 2% 03/15/2020$196,898
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$196,851
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$196,699
LEXINGTON REALTY TRUST 4.4% 06/15/2024$196,692
HEWLETT-PACKARD CO 6% 09/15/2041$196,560
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$196,479
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$196,117
FREDDIE MAC GOLD POOL 3.5% 01/01/2046$195,943
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$195,873
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$195,732
HASBRO INC 5.1% 05/15/2044$195,505
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$195,305
PETROLEOS MEXICANOS 5.625% 01/23/2046$195,263
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$195,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$195,206
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$195,173
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$195,058
MASTERCARD INC 3.8% 11/21/2046$194,934
PROGRESSIVE CORP/THE 6.625% 03/01/2029$194,892
HALLIBURTON CO 5% 11/15/2045$194,555
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$194,267
CNOOC FINANCE 2013 LTD 3% 05/09/2023$194,152
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$194,086
REPUBLIC OF FINLAND 6.95% 02/15/2026$194,041
HESS CORP 5.8% 04/01/2047$193,989
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$193,660
KELLOGG CO 2.65% 12/01/2023$193,549
OCCIDENTAL PETROLEUM CORP 3% 02/15/2027$193,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$193,201
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$193,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$193,178
UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST 3.75% 03/03/2028$192,469
ZOETIS INC 4.7% 02/01/2043$191,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$191,514
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$191,221
WALGREEN CO 4.4% 09/15/2042$191,039
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$190,811
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$190,660
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$190,598
HESS CORP 4.3% 04/01/2027$190,155
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$189,943
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$189,580
WALT DISNEY CO/THE 3.7% 12/01/2042$189,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$189,312
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$189,233
BOARDWALK PIPELINES LP 3.375% 02/01/2023$189,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$189,038
AMERICAN AIRLINES 2011-1 CLASS A PASS THROUGH TRUST 5.25% 07/31/2022$188,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$188,628
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$188,503
MERCK & CO INC 3.6% 09/15/2042$188,278
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$187,762
FORD MOTOR CO 4.75% 01/15/2043$187,729
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$186,711
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$186,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$185,963
AETNA INC 4.125% 11/15/2042$185,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$185,324
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$184,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$184,855
STRYKER CORP 4.1% 04/01/2043$184,775
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$184,484
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$184,481
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$184,404
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$183,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$183,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$183,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$183,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$183,679
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$183,080
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$182,979
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$182,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$181,768
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$181,636
VALSPAR CORP/THE 4.4% 02/01/2045$181,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.95% 05/01/2042$181,294
FEDEX CORP 3.875% 08/01/2042$180,978
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$180,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$180,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$180,228
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$179,970
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$179,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$179,184
MYLAN NV 3.95% 06/15/2026$178,818
HESS CORP 7.3% 08/15/2031$178,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$178,142
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$178,137
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$178,119
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$178,040
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$178,031
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$177,919
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$177,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$177,450
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$177,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$177,067
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$176,921
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$176,853
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$176,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$176,751
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$176,680
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$176,480
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$176,440
VIACOM INC 4.375% 03/15/2043$176,232
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$175,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$175,406
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$175,339
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$175,176
HOME DEPOT INC/THE 3.5% 09/15/2056$175,041
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$174,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$173,446
AETNA INC 4.375% 06/15/2046$173,198
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.1% 10/01/2041$172,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$172,522
MCDONALD'S CORP 4.7% 12/09/2035$171,978
S&P GLOBAL INC 4.4% 02/15/2026$170,171
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$170,107
STAPLES INC 4.375% 01/12/2023$169,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$169,019
JOHNSON & JOHNSON 3.7% 03/01/2046$168,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$168,541
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$168,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$168,122
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$168,022
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$167,997
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$167,654
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$167,460
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$167,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$166,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$166,317
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$166,250
RIO TINTO ALCAN INC 6.125% 12/15/2033$166,006
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$166,003
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$165,899
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$165,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$165,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$165,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$165,389
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$164,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$164,704
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$163,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$163,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$163,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$162,422
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$162,338
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$162,206
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$161,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$161,435
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$161,366
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$160,947
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$160,745
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.3% 01/31/2043$160,671
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$160,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$160,458
REPUBLIC OF CHILE 3.875% 08/05/2020$159,315
DOW CHEMICAL CO/THE 4.125% 11/15/2021$159,023
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$159,005
BAXALTA INC 5.25% 06/23/2045$158,837
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$158,762
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$158,506
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$156,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$156,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$156,488
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$156,327
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$156,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$155,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$155,381
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$155,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$155,264
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$155,043
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$154,915
GILEAD SCIENCES INC 4.6% 09/01/2035$154,557
FEDERAL HOME LOAN MORTGAGE CORP 2.672% 03/01/2045$153,973
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$153,742
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$153,457
FREDDIE MAC GOLD POOL 3% 02/01/2035$152,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$152,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$152,802
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$152,584
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$152,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$151,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$151,787
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$151,687
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$151,537
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$151,233
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$151,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$150,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$150,709
ABBVIE INC 4.45% 05/14/2046$150,678
XILINX INC 2.125% 03/15/2019$150,407
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$150,199
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$149,683
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$149,503
QUALCOMM INC 4.8% 05/20/2045$148,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$148,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$148,832
FEDERAL FARM CREDIT BANKS 1.58% 02/17/2021$148,315
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 2.85% 01/27/2025$148,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$148,080
SHELL INTERNATIONAL FINANCE BV 1.375% 09/12/2019$147,791
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$147,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$147,039
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$146,568
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$146,531
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 1.199% 03/10/2047$146,079
DTE ELECTRIC CO 6.625% 06/01/2036$145,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$145,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$145,328
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$145,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$145,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$144,824
AIR LEASE CORP 3.75% 02/01/2022$144,488
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$144,108
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$144,055
GINNIE MAE II POOL 2.5% 08/20/2027$143,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$143,648
FREDDIE MAC GOLD POOL 2.5% 12/15/2046 TBA$142,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$142,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$142,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$142,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$141,632
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$141,558
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$141,489
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$141,352
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$141,021
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$140,951
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$140,501
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$140,105
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$139,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$139,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$139,487
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$139,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$139,021
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$138,801
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$138,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$137,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$137,776
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$137,735
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$136,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$136,422
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$136,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$136,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$136,233
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$135,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$135,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$135,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$134,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$134,677
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$134,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$134,197
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$134,154
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$133,982
MORGAN STANLEY 7.25% 04/01/2032$133,958
UNDER ARMOUR INC 3.25% 06/15/2026$132,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$131,877
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$130,996
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$130,986
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$130,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$130,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$129,747
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$129,614
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$129,037
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$128,892
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$128,606
BOEING CO/THE 6.125% 02/15/2033$128,567
CYTEC INDUSTRIES INC 3.95% 05/01/2025$128,547
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$127,367
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$127,282
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$126,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$126,047
3M CO 5.7% 03/15/2037$125,725
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$125,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$125,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$125,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$125,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$124,954
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$124,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$124,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$124,784
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$124,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$124,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$124,161
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$124,149
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$123,230
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$123,151
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$122,427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$122,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$122,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,205
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$122,192
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$122,151
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$122,040
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$122,031
CITY OF NEW YORK NY 5.517% 10/01/2037$121,824
QVC INC 3.125% 04/01/2019$121,496
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$121,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$121,232
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$120,753
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$120,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$120,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$120,331
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$119,793
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$118,911
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$118,805
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$118,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$118,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$117,071
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$116,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$116,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$116,485
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$115,967
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$115,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$115,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$115,122
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$115,083
PETRO-CANADA 5.95% 05/15/2035$114,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$114,038
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$113,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$113,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$113,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$112,821
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$112,665
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$112,626
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$112,353
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$112,128
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$112,056
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$111,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$110,931
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$110,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$110,358
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$110,355
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$110,292
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$110,118
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$110,057
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$109,629
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$109,558
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$109,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$109,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$108,947
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$108,933
STATE OF ILLINOIS 7.35% 07/01/2035$108,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$108,495
AGILENT TECHNOLOGIES INC 5% 07/15/2020$108,458
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$107,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$107,662
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$107,394
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$107,056
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$107,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$106,942
WILLIAMS PARTNERS LP 5.25% 03/15/2020$106,461
BANK OF AMERICA CORP 5.49% 03/15/2019$106,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$106,155
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$106,100
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$105,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$105,683
QUALCOMM INC 4.65% 05/20/2035$105,579
COMMONWEALTH EDISON CO 5.8% 03/15/2018$105,445
NORDSTROM INC 4% 10/15/2021$105,214
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$105,208
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$105,198
PARKER-HANNIFIN CORP 3.5% 09/15/2022$104,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$104,629
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$104,388
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$104,176
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$104,153
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$103,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$103,152
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$102,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$102,238
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$102,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$101,937
WILLIAMS PARTNERS LP 6.3% 04/15/2040$101,560
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$101,547
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$101,137
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$101,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$100,936
FREDDIE MAC GOLD POOL 3% 01/01/2026$100,870
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$100,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$100,593
REALTY INCOME CORP 2% 01/31/2018$100,357
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$100,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$100,233
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$99,778
AT&T INC 2.45% 06/30/2020$99,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$99,043
EATON CORP 2.75% 11/02/2022$98,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$98,677
GINNIE MAE II POOL 3.5% 11/20/2045$98,521
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$98,357
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2037$98,313
AT&T INC 3% 06/30/2022$98,261
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$98,214
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$97,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$97,497
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$97,404
FANNIE MAE POOL 2.5% 10/01/2036$97,302
DEVON ENERGY CORP 5.6% 07/15/2041$97,204
EATON CORP 4.15% 11/02/2042$96,895
EBAY INC 2.6% 07/15/2022$96,745
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$96,590
MICROSOFT CORP 4.75% 11/03/2055$96,471
AT&T INC 3.4% 05/15/2025$96,243
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$95,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$95,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$94,965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2046$94,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$94,718
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$94,295
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$93,513
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$93,210
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$93,150
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$93,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$92,719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$92,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$92,564
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$92,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$91,938
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$91,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$91,461
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$91,445
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$91,161
GINNIE MAE II POOL 2.5% 03/20/2027$91,134
ABBVIE INC 4.3% 05/14/2036$90,862
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$90,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$90,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$90,210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$90,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$90,071
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$89,943
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$89,087
DUKE ENERGY FLORIDA LLC 3.4% 10/01/2046$88,922
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$88,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$88,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$88,589
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$88,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$88,255
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$88,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$87,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$87,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$87,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$87,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$87,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$87,047
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$86,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$86,889
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$86,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$85,901
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$85,715
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$85,560
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$84,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$84,684
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$84,611
HEWLETT-PACKARD CO 3.75% 12/01/2020$84,168
EBAY INC 4% 07/15/2042$83,916
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$83,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$83,798
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$83,524
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$83,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$82,677
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$82,548
GILEAD SCIENCES INC 4.75% 03/01/2046$82,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$82,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$81,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$81,422
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$81,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$81,087
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$81,082
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$80,858
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$80,674
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$80,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$79,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$79,616
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$78,235
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$78,176
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$78,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$78,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$78,038
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$77,910
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$77,896
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$77,797
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$77,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$76,785
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$76,687
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$76,586
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$76,454
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$75,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$75,528
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$75,493
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$75,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$75,212
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$74,873
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$74,251
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$73,665
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$73,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$73,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$73,234
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$72,582
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$72,323
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$71,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$71,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$71,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$71,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$71,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$70,911
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$70,724
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$70,669
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$70,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$70,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$70,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$70,204
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$70,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$70,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$69,896
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$69,735
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$69,706
CARMAX AUTO OWNER TRUST 2014-1 0.79% 10/15/2018$69,597
COMCAST CORP 2.75% 03/01/2023$69,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$69,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$68,710
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$68,452
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$68,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$67,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$67,946
WILLIAMS PARTNERS LP 4% 09/15/2025$67,657
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$67,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$67,392
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$67,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$67,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$67,307
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$67,090
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$66,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$66,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$66,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$66,357
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$66,280
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$66,027
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$65,893
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$65,564
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$65,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$65,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$64,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$64,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$64,705
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$64,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$64,523
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$64,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$64,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$64,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$64,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$64,297
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$64,289
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$64,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$63,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$63,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$63,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$63,716
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$63,497
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$63,267
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$63,250
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$63,242
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$62,966
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$62,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$62,628
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$62,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$61,893
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$61,884
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$61,804
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$61,728
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$61,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$61,535
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$61,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$61,156
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$61,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$60,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$60,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.463% 02/01/2041$59,722
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$59,691
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$59,644
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$59,635
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$59,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.593% 08/01/2040$59,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$58,873
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$58,679
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$58,380
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$58,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$58,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$58,267
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$57,835
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$57,571
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$57,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$57,266
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$56,464
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$56,429
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$56,413
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$56,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$56,233
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$55,964
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$55,781
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$55,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,274
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$55,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$54,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$54,813
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$54,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$54,560
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$54,516
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,268
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$54,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$53,899
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$53,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$53,486
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$53,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$53,273
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$52,889
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$52,877
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$52,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$52,579
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$52,307
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$52,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$52,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$52,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$51,524
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$51,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$51,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$50,948
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$50,770
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$50,491
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$50,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$50,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$49,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$49,705
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$49,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$49,403
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,269
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$49,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$48,968
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$48,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$48,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$48,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$48,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$48,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$48,511
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$48,433
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$47,919
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$47,677
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$47,666
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$47,551
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$47,517
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$47,352
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$47,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$46,850
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$46,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$46,484
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$46,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$46,282
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$45,872
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$45,840
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$45,532
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$45,342
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$45,152
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$45,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$45,020
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$44,314
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$44,177
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$43,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$43,677
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2043$43,066
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$42,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$42,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$42,628
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$42,563
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$42,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$42,256
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$42,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$41,716
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$41,479
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$41,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$41,346
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$41,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$41,298
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$40,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$40,785
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$40,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$40,700
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$40,630
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$40,628
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$40,471
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$40,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$40,011
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$39,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$39,781
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$39,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$39,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$39,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$39,568
FEDERAL HOME LOAN MORTGAGE CORP 6.101% 01/01/2037$39,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$39,402
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$39,138
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$38,742
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$38,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$38,516
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,184
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$37,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$37,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.676% 12/01/2043$37,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$37,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$37,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,046
FEDERAL HOME LOAN MORTGAGE CORP 3.066% 06/01/2041$36,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$36,706
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$36,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$36,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$36,036
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$35,438
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$35,378
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$35,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$35,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$35,254
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$34,874
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$34,840
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$34,427
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$34,411
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$34,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$34,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$34,337
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$34,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$34,050
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$33,781
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$33,748
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$33,462
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$33,364
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$33,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$32,853
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$32,573
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$32,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$31,913
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$31,735
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$31,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$31,567
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$31,563
AT&T INC 5.35% 09/01/2040$31,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$31,077
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$31,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$31,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$30,943
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$30,816
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$30,792
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$30,714
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$30,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$30,248
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$30,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$29,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$29,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$29,816
FEDERAL HOME LOAN MORTGAGE CORP 5.628% 02/01/2037$29,810
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$29,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$29,277
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$29,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$29,140
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$29,030
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$28,903
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$28,847
NEWMONT MINING CORP 6.25% 10/01/2039$28,828
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$28,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$28,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$28,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$28,119
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$27,930
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$27,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$27,378
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$27,350
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$26,434
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$26,019
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$26,005
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$25,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$25,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$25,342
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$25,149
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$25,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$25,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$24,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$24,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$24,519
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$24,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$24,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$24,147
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$24,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$23,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$23,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$22,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$22,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$22,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$22,574
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$22,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$22,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$22,159
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$22,123
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$21,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$21,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$21,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$21,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$21,001
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$20,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$20,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$20,248
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$20,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$20,182
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$20,085
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$19,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$19,904
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$19,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$19,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$19,530
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$19,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,212
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$19,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$18,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$18,676
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$18,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$18,444
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$18,306
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,101
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$18,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$18,008
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$17,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$17,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$17,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$17,454
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$17,350
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$17,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$16,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$16,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,489
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$15,487
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$15,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$15,022
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$14,931
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$14,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$14,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$14,623
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$14,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$14,521
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$14,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$14,245
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,124
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$13,955
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$13,831
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$13,775
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$13,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$13,661
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$13,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$13,408
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$13,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,215
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$13,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$13,019
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$12,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$12,285
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$12,270
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$12,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,690
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$11,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$11,482
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$11,219
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,219
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,204
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$10,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$10,174
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$10,069
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$9,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$9,805
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$9,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$9,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$9,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$8,943
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$8,889
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$8,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$8,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$8,392
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$8,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,186
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$8,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$7,913
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$7,706
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$7,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$7,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,590
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$7,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$6,986
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,665
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$6,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$6,163
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,028
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$6,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$5,617
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,668
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$4,583
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$4,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,346
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,085
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,070
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$3,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$3,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,439
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,256
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$2,968
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$2,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$2,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$2,767
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,527
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$2,336
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,310
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,040
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,003
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$1,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,553
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,549
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,541
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,523
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$1,518
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,381
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,331
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$1,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,297
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,151
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$654
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$651
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$596
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$247
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$226
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$169
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$112
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$108
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$76
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$57
FANNIE MAE POOL 5% 12/25/2046 TBA$-164,372
GINNIE MAE II POOL 5% 12/15/2046 TBA$-215,538
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$111,752,684
FINANCING 8.6% 09/19$597,666
 
Other
Holding NameMarket Value
USD$243,005
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$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 NATIONAL MORTGAGE ASSOCIATION 0% 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
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 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
COMM 2013-CCRE11 MORTGAGE TRUST 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
FEDERAL HOME LOAN MORTGAGE CORP 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
HEWLETT PACKARD ENTERPRISE CO 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
HEWLETT PACKARD ENTERPRISE CO 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 0% 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
HEWLETT PACKARD ENTERPRISE CO 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
HEWLETT PACKARD ENTERPRISE CO 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 1.796% 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 4.4% 05/06/2044$261,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 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 5.77% 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 3.438% 02/15/2045$256,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 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
CITIGROUP INC 5.5% 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
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$201,776
ABBOTT LABORATORIES 2% 03/15/2020$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$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 NATIONAL MORTGAGE ASSOCIATION 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
FEDERAL HOME LOAN MORTGAGE CORP 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$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$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 HOME LOAN MORTGAGE CORP 3% 11/01/2030$67,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$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 NATIONAL MORTGAGE ASSOCIATION 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
FEDERAL HOME LOAN MORTGAGE CORP 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 5.25% 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
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$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
 

Statistics

Duration and Maturity As of Oct 31, 2016
StatisticValue
Average Effective Duration5.54 years
Average Effective Maturity7.39 years
Portfolio Statistics As of Oct 31, 2016
Statistic3-Year5-Year
Beta1.000.99
Alpha-0.17-0.23
Standard Deviation2.602.65
 
 

Footnotes

The source for this information is Morningstar, Inc. Copyright © 2017 Morningstar, Inc.® All Rights Reserved. The information contained herein: (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 nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with ICMA-RC. ICMA-RC does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.