Fund Facts  

Inception Date: Apr 5, 1999
Ticker Symbol: VPCDX
Morningstar Category:Intermediate-Term Bond
As of Jun 30, 2016
Fund Net Assets ($millions) $1,705

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 Jun 30, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Core Bond Idx II   2.21%5.23%5.73%3.84%3.52%4.89%N/A
Barclays U.S. Aggregate Bond Indexa,b2.21%5.31%6.00%4.06%3.76%5.13%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.

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 Expenses   0.20%

 

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

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

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
Aug 31, 2016Aug 31, 2016$0.023590000
Jul 29, 2016Jul 29, 2016$0.021792000
Jun 30, 2016Jun 30, 2016$0.022421000
May 31, 2016May 31, 2016$0.024102000
Apr 29, 2016Apr 29, 2016$0.021237000
Mar 31, 2016Mar 31, 2016$0.024318000
Feb 29, 2016Feb 29, 2016$0.023879000
Jan 29, 2016Jan 29, 2016$0.021340000
Dec 31, 2015Dec 31, 2015$0.024453000
Nov 30, 2015Nov 30, 2015$0.022254000
Oct 30, 2015Oct 30, 2015$0.022617000
Sep 30, 2015Sep 30, 2015$0.022489000
Aug 31, 2015Aug 31, 2015$0.023710000
Jul 31, 2015Jul 31, 2015$0.023418000
Jun 30, 2015Jun 30, 2015$0.023627000
May 29, 2015May 29, 2015$0.021993000
Apr 30, 2015Apr 30, 2015$0.022094000
Mar 31, 2015Mar 31, 2015$0.025632000
 

Morningstar Information

Morningstar Rating   As of Jun 30, 2016
Period Stars Category Size
Overall 3 Stars953
3-Year 3 Stars953
5-Year 3 Stars836
10-Year 3 Stars603

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 Jun 30, 2016
Fixed Income Stylebox
High Moderate
Allocation of Assets As of May 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 May 31, 2016
Asset ClassPercent
Domestic Stock0.0%
Foreign Stock0.0%
Domestic Bond85.5%
Foreign Bond8.5%
Preferred0.0%
Convertible0.0%
Cash6.0%
Other0.0%

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

 
Fixed Income Sector As of May 31, 2016
SectorPercent
Government40.4%
Securitized28.9%
Corporate24.0%
Cash & Equivalents6.0%
Municipal0.7%

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

 
Credit Quality As of May 31, 2016
Quality LevelPercent
AAA71.7%
AA3.7%
A11.1%
BBB13.6%
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 Aug 31, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET5.5%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% TBA1.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% TBA1.1%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% TBA0.6%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% TBA0.5%
UNITED STATES TREASURY NOTE/BOND 2% 02/15/20250.5%
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/20260.4%
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/20260.4%
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/20240.4%
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/20240.4%
All Holdings As of Aug 31, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$25,740,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$19,338,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% TBA$9,665,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% TBA$7,713,563
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,660,350
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$7,509,509
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$7,384,162
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,162,570
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,054,939
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,777,771
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,593,947
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,354,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% TBA$6,330,179
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,079,806
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,894,192
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,699,140
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,583,566
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,495,125
UNITED STATES TREASURY NOTE/BOND 0.75% 10/31/2017$5,356,822
UNITED STATES TREASURY NOTE/BOND 0.875% 10/15/2017$5,305,606
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,264,719
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,237,442
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$5,143,625
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,135,128
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,121,871
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$5,028,025
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,008,013
FEDERAL HOME LOAN MORTGAGE CORP 3.5% TBA$4,923,542
UNITED STATES TREASURY NOTE/BOND 0.625% 11/30/2017$4,914,426
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,880,235
UNITED STATES TREASURY NOTE/BOND 0.625% 04/30/2018$4,818,398
UNITED STATES TREASURY NOTE/BOND 0.875% 11/15/2017$4,767,573
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,745,907
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,742,091
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,734,905
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,734,050
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,732,292
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,701,357
UNITED STATES TREASURY NOTE/BOND 0.625% 09/30/2017$4,696,602
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,570,616
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,486,567
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,417,144
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,405,682
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,331,840
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,310,122
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,282,150
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,152,032
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$4,111,700
UNITED STATES TREASURY NOTE/BOND 0.625% 08/31/2017$4,108,072
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,088,151
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,082,032
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,081,876
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$4,080,049
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$4,007,812
UNITED STATES TREASURY NOTE/BOND 0.75% 04/30/2018$3,998,360
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,985,766
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,975,322
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,890,645
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,846,434
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$3,837,518
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,836,040
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,821,506
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,796,406
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,722,296
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,718,131
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,698,060
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,684,542
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,641,274
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,591,464
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,583,125
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,568,756
UNITED STATES TREASURY NOTE/BOND 1.25% 07/31/2023$3,527,606
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,512,989
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,512,782
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,504,534
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,491,383
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$3,476,969
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,462,925
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,441,439
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,401,048
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,385,741
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,365,102
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,360,271
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$3,268,990
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,258,610
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,239,186
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,219,190
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,211,891
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,208,115
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,189,123
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,179,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,150,149
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,115,077
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,084,392
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$3,083,686
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,076,056
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,054,587
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,014,979
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,014,339
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,010,047
UNITED STATES TREASURY NOTE/BOND 0.875% 04/15/2019$3,000,117
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,974,131
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,955,075
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,930,771
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,924,214
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,920,555
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,907,835
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,894,010
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,857,232
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,851,570
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,820,262
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,815,877
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,813,019
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,807,283
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,802,797
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,771,402
UNITED STATES TREASURY NOTE/BOND 0.875% 08/15/2017$2,755,324
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,690,234
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,683,455
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,663,456
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,582,591
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,576,904
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,547,430
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,537,828
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,532,468
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,500,409
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,473,088
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,460,609
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,453,597
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,435,521
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,432,458
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,428,947
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,415,237
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,408,096
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,406,581
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,369,235
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,363,948
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,344,169
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,337,508
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,332,302
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$2,328,815
UNITED STATES TREASURY NOTE/BOND 0.875% 03/31/2018$2,328,815
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,324,995
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,311,626
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,309,269
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,288,457
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,281,373
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,265,399
UNITED STATES TREASURY NOTE/BOND 0.75% 07/31/2018$2,263,054
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,244,111
FEDERAL HOME LOAN MORTGAGE CORP 3% TBA$2,205,103
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,200,283
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,179,786
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$2,179,365
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,176,994
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$2,152,625
UNITED STATES TREASURY NOTE/BOND 0.875% 05/15/2019$2,144,957
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,136,852
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,128,306
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$2,118,717
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,118,581
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,096,365
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,091,419
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,081,061
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,064,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,060,563
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$2,035,617
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 03/07/2018$2,000,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 07/26/2019$1,995,702
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$1,994,804
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,967,749
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,956,741
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,927,738
UNITED STATES TREASURY NOTE/BOND 0.75% 03/31/2018$1,919,626
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,905,405
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,865,068
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,839,086
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,832,268
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,800,304
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,797,923
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,790,086
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,736,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,726,521
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,678,533
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,672,281
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,644,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,643,299
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,639,154
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,637,749
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$1,627,187
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,626,094
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,612,752
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,605,104
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,582,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,577,114
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,575,576
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,571,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,563,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,553,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,549,639
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$1,543,546
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,540,426
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,534,870
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,528,562
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,528,404
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,518,018
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,512,438
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,499,761
UNITED STATES TREASURY NOTE/BOND 0.875% 07/31/2019$1,498,799
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,493,615
FEDERAL HOME LOAN BANKS 0.625% 08/07/2018$1,492,923
FEDERAL HOME LOAN BANKS 1.125% 07/14/2021$1,486,772
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,486,039
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,485,407
REPUBLIC OF POLAND 5.125% 04/21/2021$1,477,944
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,465,035
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,432,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,432,348
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$1,424,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,401,500
CITIGROUP INC 4.05% 07/30/2022$1,385,774
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,382,029
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,362,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,353,413
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,341,132
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,325,873
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$1,322,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,320,654
KFW 4.375% 03/15/2018$1,315,118
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,302,866
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,283,808
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,279,302
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,274,905
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,262,088
FEDERAL HOME LOAN BANKS 0.75% 08/28/2017$1,250,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,249,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,245,032
AT&T INC 3.9% 03/11/2024$1,234,967
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,217,899
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,212,118
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,211,905
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,211,381
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,194,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,174,765
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,174,282
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,168,546
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,163,156
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,147,967
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,147,854
KFW 4% 01/27/2020$1,146,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,145,544
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,141,551
PETROLEOS MEXICANOS 8% 05/03/2019$1,134,000
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,129,389
KFW 1.875% 06/30/2020$1,125,409
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 4.051% 04/15/2047$1,125,255
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,125,181
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$1,116,542
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,116,250
MORGAN STANLEY 4.875% 11/01/2022$1,110,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,109,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$1,108,324
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 3.775% 08/15/2047$1,105,621
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,103,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,099,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$1,097,442
WESTPAC BANKING CORP 4.875% 11/19/2019$1,097,429
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,096,138
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,094,719
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,093,892
BANK ONE CORP 8% 04/29/2027$1,089,771
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,087,986
MEDTRONIC INC 3.5% 03/15/2025$1,085,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2046$1,085,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,082,043
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,078,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,077,370
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,074,401
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314% 04/10/2049$1,071,306
PFIZER INC 3% 06/15/2023$1,070,874
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,070,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,070,082
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,069,861
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,069,789
CITIGROUP INC 6.625% 06/15/2032$1,067,915
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,067,613
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,065,671
BANK OF AMERICA CORP 5.65% 05/01/2018$1,064,930
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 11/15/2017$1,061,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,058,854
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 3.137% 02/10/2048$1,056,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,055,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,054,219
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2045$1,054,124
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,052,765
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,052,745
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,052,660
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2046$1,049,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,049,164
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2046$1,046,998
CITIGROUP INC 3.3% 04/27/2025$1,035,549
PACIFICORP 6% 01/15/2039$1,035,198
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,032,481
ORACLE CORP 2.25% 10/08/2019$1,032,063
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,030,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,029,724
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,029,407
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,026,671
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 2.962% 11/10/2046$1,026,182
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$1,023,989
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,022,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,022,602
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,020,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$1,020,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,020,620
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,017,163
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,016,953
MORGAN STANLEY 2.5% 01/24/2019$1,016,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,016,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,015,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$1,014,187
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,013,321
COCA-COLA CO/THE 1.65% 03/14/2018$1,010,654
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,009,945
KFW 0.875% 04/19/2018$1,008,839
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,006,989
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,006,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,006,704
BANK OF AMERICA NA 1.65% 03/26/2018$1,005,060
WAL-MART STORES INC 5.25% 09/01/2035$1,003,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,003,145
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,002,871
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,002,858
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,002,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 10/26/2017$1,001,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 12/20/2017$1,001,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$1,001,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 02/08/2018$1,000,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,405
INTER-AMERICAN DEVELOPMENT BANK 0.875% 03/15/2018$1,000,288
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,000,119
COLGATE-PALMOLIVE CO 0.9% 05/01/2018$999,869
FEDERAL HOME LOAN MORTGAGE CORP 0.75% 04/09/2018$998,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$998,124
FEDERAL FARM CREDIT BANKS 0.75% 04/18/2018$998,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$998,097
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,192
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$996,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$995,132
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$994,802
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$994,038
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$993,092
FEDERAL HOME LOAN MORTGAGE CORP 4.184% 12/25/2020$992,577
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$990,316
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$989,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$986,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$982,683
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$981,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$979,344
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$978,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$977,888
AMERICAN EXPRESS CO 7% 03/19/2018$976,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$971,401
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$970,735
STATE OF CALIFORNIA 7.625% 03/01/2040$969,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$958,616
TURKEY GOVERNMENT INTERNATIONAL BOND 4.875% 04/16/2043$958,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$957,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$957,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% TBA$955,857
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$953,770
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$953,610
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$946,777
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$946,431
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$937,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$935,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.505% 04/25/2023$932,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$929,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$920,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$919,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$914,113
KERR-MCGEE CORP 7.875% 09/15/2031$910,562
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$908,784
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.625% 02/10/2022$908,480
WAL-MART STORES INC 4.3% 04/22/2044$898,934
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$897,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$892,255
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$891,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$889,274
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$885,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$885,103
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$884,818
BANK OF AMERICA CORP 4.875% 04/01/2044$884,613
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$883,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$874,266
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$874,237
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$871,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$870,122
WELLS FARGO & CO 4.48% 01/16/2024$869,705
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$865,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$865,578
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$863,680
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$862,466
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418% 11/15/2035$859,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$858,250
MCDONALD'S CORP 4.6% 05/26/2045$852,964
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.5% 07/29/2025$849,894
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 3.102% 05/15/2046$848,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$847,628
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$845,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$843,265
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$841,335
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$841,216
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$838,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$836,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$835,652
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,156
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$833,975
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$833,194
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$832,299
TIME WARNER INC 4.05% 12/15/2023$830,316
MICROSOFT CORP 3.625% 12/15/2023$828,677
BPCE SA 4% 04/15/2024$825,170
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$825,143
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$824,690
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$821,693
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$821,445
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$821,062
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373% 11/15/2025$820,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$820,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$817,707
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$816,685
STATE OF CALIFORNIA 7.55% 04/01/2039$815,240
RAYTHEON CO 6.75% 03/15/2018$815,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$815,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$814,432
MORGAN STANLEY 4% 07/23/2025$812,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$809,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2046$809,304
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 04/19/2023$804,821
ORANGE SA 9% 03/01/2031$804,161
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$800,891
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$798,596
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$797,355
AT&T INC 4.5% 05/15/2035$796,655
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$796,368
TURKEY GOVERNMENT INTERNATIONAL BOND 8% 02/14/2034$795,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$794,351
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$792,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$792,241
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$790,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$785,887
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$785,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$785,413
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$784,897
JUNIPER NETWORKS INC 4.35% 06/15/2025$783,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$779,733
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$776,290
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$774,714
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$774,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$773,956
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 11/15/2020$772,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$772,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$771,473
TYSON FOODS INC 2.65% 08/15/2019$770,099
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$769,651
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$768,209
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$767,604
AT&T INC 4.35% 06/15/2045$767,292
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$766,705
CVS HEALTH CORP 2.25% 12/05/2018$766,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$766,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$766,547
BARCLAYS PLC 3.25% 01/12/2021$766,458
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$766,230
GILEAD SCIENCES INC 2.05% 04/01/2019$765,767
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$764,872
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$764,739
VIACOM INC 4.5% 03/01/2021$764,408
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$764,137
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$764,084
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$764,045
PETROLEOS MEXICANOS 5.5% 06/27/2044$764,000
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$763,671
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$763,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$763,186
WELLS FARGO & CO 2.15% 01/30/2020$763,006
CANADA GOVERNMENT INTERNATIONAL BOND 1.625% 02/27/2019$762,308
TURKEY GOVERNMENT INTERNATIONAL BOND 3.25% 03/23/2023$762,004
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$761,947
HOME DEPOT INC/THE 5.875% 12/16/2036$759,701
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$759,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$759,203
CITIGROUP INC 2.15% 07/30/2018$757,626
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$757,092
WESTPAC BANKING CORP 2.1% 05/13/2021$756,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$755,461
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$754,630
EUROPEAN INVESTMENT BANK 2% 03/15/2021$754,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$753,242
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$751,202
BANK OF MONTREAL 1.4% 04/10/2018$750,960
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$750,741
DEUTSCHE BANK AG 3.375% 05/12/2021$750,584
KFW 2% 05/02/2025$748,084
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$747,299
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$745,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$744,988
DOW CHEMICAL CO/THE 8.55% 05/15/2019$742,807
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$742,372
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$740,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$738,088
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$736,875
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$734,285
GRUPO TELEVISA SAB 5% 05/13/2045$733,403
JPMORGAN CHASE & CO 2.4% 06/07/2021$732,005
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$731,622
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$729,830
TRAVELERS COS INC/THE 6.75% 06/20/2036$729,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$727,346
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$727,219
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$727,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$726,527
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$726,199
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$724,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$723,318
ABBOTT LABORATORIES 2.95% 03/15/2025$722,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$722,176
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$719,380
MICROSOFT CORP 3.95% 08/08/2056$718,890
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$717,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$717,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$716,741
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 3.085% 08/15/2046$716,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$714,535
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$714,532
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 3.622% 07/10/2047$713,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$713,148
CIGNA CORP 4.5% 03/15/2021$711,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$710,164
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$709,732
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$709,331
EXXON MOBIL CORP 1.708% 03/01/2019$708,558
REPUBLIC OF PERU 6.55% 03/14/2037$707,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$707,075
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$706,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$706,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$706,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$705,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$705,047
CVS HEALTH CORP 3.875% 07/20/2025$704,621
COMCAST CORP 6.45% 03/15/2037$703,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$702,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$701,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$699,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$699,536
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$699,422
FEDERAL HOME LOAN MORTGAGE CORP 2.5% TBA$697,755
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$695,956
CISCO SYSTEMS INC 5.9% 02/15/2039$690,033
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$689,293
MORGAN STANLEY 5.75% 01/25/2021$688,848
UNION PACIFIC CORP 4.821% 02/01/2044$684,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$681,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$681,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$680,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$679,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$677,185
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$675,784
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$675,730
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$674,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$673,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$673,201
NEXEN ENERGY ULC 6.4% 05/15/2037$673,179
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$673,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$672,173
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02% 06/15/2026$669,923
CHEVRON CORP 1.79% 11/16/2018$668,439
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$667,588
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$667,233
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$667,113
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$666,360
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$665,490
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$663,928
PEPSICO INC 5.5% 01/15/2040$663,703
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$663,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$662,562
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$661,867
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$661,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$660,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$656,808
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$656,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$655,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$653,508
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$652,076
CELGENE CORP 4.625% 05/15/2044$651,952
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$651,413
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$648,750
LOCKHEED MARTIN CORP 4.5% 05/15/2036$644,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$642,877
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$642,550
ALTRIA GROUP INC 9.25% 08/06/2019$640,452
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$639,193
SUNCOR ENERGY INC 7.15% 02/01/2032$638,923
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$638,401
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$638,133
AT&T INC 6.375% 03/01/2041$638,107
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$638,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$635,753
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$632,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$632,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$630,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$630,812
FEDERAL HOME LOAN MORTGAGE CORP 2.149% 08/01/2043$630,437
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025$630,067
KENTUCKY UTILITIES CO 5.125% 11/01/2040$629,607
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$628,820
MORGAN STANLEY 3.125% 07/27/2026$628,576
ORACLE CORP 5.375% 07/15/2040$628,175
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$623,927
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$623,530
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$621,994
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$621,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$620,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$620,019
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$619,188
AT&T INC 6.15% 09/15/2034$616,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$615,585
INTERNATIONAL PAPER CO 7.5% 08/15/2021$614,207
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$613,477
BANK OF AMERICA CORP 2.625% 04/19/2021$612,078
JPMORGAN CHASE & CO 4.85% 02/01/2044$611,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$609,777
BNP PARIBAS SA 2.4% 12/12/2018$609,556
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$608,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$608,399
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$608,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$607,933
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$606,353
AT&T INC 5.8% 02/15/2019$606,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$605,820
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$605,625
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$604,575
PRECISION CASTPARTS CORP 4.375% 06/15/2045$603,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$602,139
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$600,554
MEDTRONIC INC 4.625% 03/15/2045$600,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,000
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$599,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$599,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$598,637
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$594,773
FINANCING CORP 9.65% 11/02/2018$593,749
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$592,510
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$592,478
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$592,390
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$591,594
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$590,559
AETNA INC 2.4% 06/15/2021$589,562
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$588,955
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$588,830
VALERO ENERGY CORP 6.625% 06/15/2037$587,962
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 3.091% 08/10/2049$584,193
CATERPILLAR INC 4.75% 05/15/2064$583,671
CMS ENERGY CORP 4.7% 03/31/2043$582,693
COMM 2013-CCRE11 MORTGAGE TRUST 5.33% 10/10/2046$581,536
TIME WARNER CABLE INC 8.75% 02/14/2019$581,362
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$581,220
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$579,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2043$578,699
ACTAVIS FUNDING SCS 3% 03/12/2020$578,685
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$578,650
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$576,967
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$575,860
FEDEX CORP 4.75% 11/15/2045$575,788
METLIFE INC 7.717% 02/15/2019$575,116
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$574,695
NOVARTIS CAPITAL CORP 4% 11/20/2045$574,561
TIME WARNER INC 7.7% 05/01/2032$573,279
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$571,862
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$571,375
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$571,033
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$570,617
REPUBLIC OF POLAND 6.375% 07/15/2019$567,625
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$566,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$566,071
REPUBLIC OF ITALY 6.875% 09/27/2023$565,740
KEYCORP 5.1% 03/24/2021$565,329
BANK OF AMERICA CORP 5.625% 07/01/2020$565,260
NATIONAL CITY CORP 6.875% 05/15/2019$564,874
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$564,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,381
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$564,195
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$564,040
NISOURCE FINANCE CORP 5.45% 09/15/2020$563,511
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$563,354
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST 4.95% 11/23/2020$563,155
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$562,886
DEVON ENERGY CORP 5.85% 12/15/2025$562,832
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$562,207
ALTRIA GROUP INC 4% 01/31/2024$562,016
TURKEY GOVERNMENT INTERNATIONAL BOND 7.5% 11/07/2019$561,681
HALLIBURTON CO 7.45% 09/15/2039$561,636
ACTAVIS INC 6.125% 08/15/2019$561,560
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$561,323
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$560,845
GILEAD SCIENCES INC 4.5% 02/01/2045$560,744
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$560,182
JPMORGAN CHASE & CO 6.3% 04/23/2019$559,524
AMAZON.COM INC 3.8% 12/05/2024$559,292
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$558,998
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 6.875% 05/27/2019$558,000
BLACKROCK INC 4.25% 05/24/2021$557,833
FEDEX CORP 4.55% 04/01/2046$557,777
CISCO SYSTEMS INC 3.5% 06/15/2025$557,715
WELLS FARGO & CO 4.6% 04/01/2021$556,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$556,012
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$555,762
REPUBLIC OF PERU 7.35% 07/21/2025$555,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$554,656
CITIGROUP INC 4.5% 01/14/2022$553,869
CSX CORP 4.5% 08/01/2054$553,847
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$552,447
UNION PACIFIC CORP 3.75% 03/15/2024$552,116
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$551,779
BB&T CORP 5.25% 11/01/2019$551,672
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 3.801% 09/15/2047$551,510
AT&T INC 4.45% 05/15/2021$551,338
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$551,072
ACTAVIS FUNDING SCS 4.75% 03/15/2045$550,708
WESTERN UNION CO/THE 5.253% 04/01/2020$550,615
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$550,483
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$549,224
BARCLAYS PLC 4.375% 01/12/2026$549,124
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$548,805
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$548,088
EXELON CORP 3.95% 06/15/2025$547,601
DEERE & CO 4.375% 10/16/2019$547,288
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$547,156
EMERSON ELECTRIC CO 5% 04/15/2019$546,944
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6% 01/15/2019$546,735
ELI LILLY & CO 3.7% 03/01/2045$546,531
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$546,026
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$545,255
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$545,153
TIME WARNER INC 3.875% 01/15/2026$544,968
CISCO SYSTEMS INC 4.95% 02/15/2019$544,804
BECTON DICKINSON AND CO 3.734% 12/15/2024$544,658
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$544,311
PETROLEOS MEXICANOS 6.625% 06/15/2035$543,850
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$543,490
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$543,172
GILEAD SCIENCES INC 3.65% 03/01/2026$543,095
VULCAN MATERIALS CO 4.5% 04/01/2025$542,500
BANK OF AMERICA CORP 6.875% 04/25/2018$542,235
BANK OF AMERICA CORP 4% 04/01/2024$541,803
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 3.507% 05/15/2045$541,561
AMGEN INC 6.15% 06/01/2018$541,312
CATERPILLAR INC 3.4% 05/15/2024$540,991
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$540,857
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$540,733
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$540,701
PETROLEOS MEXICANOS 5.5% 01/21/2021$540,125
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$539,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$539,506
BLACKROCK INC 3.375% 06/01/2022$539,448
MORGAN STANLEY 6.625% 04/01/2018$539,375
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$539,161
AT&T INC 5.5% 02/01/2018$539,126
HSBC HOLDINGS PLC 4.3% 03/08/2026$538,788
CITIGROUP INC 4.6% 03/09/2026$538,778
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$538,566
ONE GAS INC 3.61% 02/01/2024$538,035
MEDTRONIC INC 4.375% 03/15/2035$537,595
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$537,500
ORACLE CORP 5.75% 04/15/2018$537,192
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$537,140
NORTHERN TRUST CORP 3.375% 08/23/2021$536,608
TRINITY ACQUISITION PLC 4.625% 08/15/2023$536,275
PEPSICO INC 3% 08/25/2021$536,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$535,796
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$535,769
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$535,729
HSBC HOLDINGS PLC 4% 03/30/2022$535,639
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$535,631
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$535,625
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$535,298
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHILE 4.25% 04/15/2024$535,257
GENERAL MOTORS CO 5.2% 04/01/2045$534,393
UNITEDHEALTH GROUP INC 6% 02/15/2018$534,328
JOHNSON CONTROLS INC 3.625% 07/02/2024$534,223
TIME WARNER CABLE INC 4.5% 09/15/2042$534,179
TARGET CORP 6% 01/15/2018$533,024
ALLSTATE CORP/THE 3.15% 06/15/2023$532,807
MCCORMICK & CO INC/MD 3.25% 11/15/2025$532,594
KFW 4.5% 07/16/2018$532,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$532,115
XEROX CORP 6.35% 05/15/2018$532,030
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$531,969
APACHE CORP 5.25% 02/01/2042$531,899
LLOYDS BANK PLC 3.5% 05/14/2025$531,806
EXXON MOBIL CORP 3.043% 03/01/2026$531,572
MCDONALD'S CORP 5.35% 03/01/2018$530,770
VISA INC 2.2% 12/14/2020$530,576
STATOIL ASA 3.15% 01/23/2022$530,535
METLIFE INC 3.6% 04/10/2024$530,300
MARATHON PETROLEUM CORP 5.85% 12/15/2045$529,833
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$529,542
MORGAN STANLEY 5.95% 12/28/2017$529,255
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$529,016
CONSUMERS ENERGY CO 3.125% 08/31/2024$528,917
KFW 2.75% 10/01/2020$528,685
VISA INC 3.15% 12/14/2025$528,526
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$528,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$528,302
KFW 2.75% 09/08/2020$528,188
APPLE INC 2.85% 05/06/2021$528,091
VERISK ANALYTICS INC 4% 06/15/2025$527,584
SYNCHRONY FINANCIAL 4.25% 08/15/2024$527,201
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 2.858% 11/15/2045$526,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$526,101
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$525,900
KFW 1.625% 03/15/2021$525,782
SHELL INTERNATIONAL FINANCE BV 4% 05/10/2046$525,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$525,145
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 2.85% 12/10/2045$525,125
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$524,401
COMCAST CORP 2.85% 01/15/2023$524,318
JPMORGAN CHASE BANK NA 6% 10/01/2017$524,312
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$524,118
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$523,951
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$523,840
MYLAN NV 3.75% 12/15/2020$523,756
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579% 07/23/2020$523,679
BANK OF AMERICA CORP 3.5% 04/19/2026$523,391
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$522,727
BANK OF AMERICA CORP 4% 01/22/2025$522,370
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$522,289
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$522,274
JPMORGAN CHASE & CO 3.2% 01/25/2023$522,151
CHEVRON CORP 2.954% 05/16/2026$522,115
ECOPETROL SA 4.25% 09/18/2018$521,875
HSBC HOLDINGS PLC 4.25% 03/14/2024$521,713
WAL-MART STORES INC 2.55% 04/11/2023$521,080
BANK OF AMERICA CORP 3.3% 01/11/2023$520,423
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$520,372
PETROLEOS MEXICANOS 4.875% 01/18/2024$520,000
AMERICAN TOWER CORP 4.5% 01/15/2018$519,932
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$519,901
BED BATH & BEYOND INC 3.749% 08/01/2024$519,746
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$518,827
DOW CHEMICAL CO/THE 3% 11/15/2022$518,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$518,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$518,600
KFW 2.125% 01/17/2023$517,698
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$517,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$516,821
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$516,621
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$516,577
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$516,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$515,943
GENERAL MOTORS CO 3.5% 10/02/2018$515,369
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$515,294
TELEFONICA EUROPE BV 8.25% 09/15/2030$515,084
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$514,558
CONOCOPHILLIPS CO 4.3% 11/15/2044$514,456
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$514,403
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$514,309
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$513,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$513,733
KFW 2% 10/04/2022$513,710
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$513,626
MOODY'S CORP 2.75% 07/15/2019$513,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$513,430
JM SMUCKER CO/THE 2.5% 03/15/2020$513,090
GENERAL DYNAMICS CORP 2.25% 11/15/2022$513,074
BB&T CORP 2.45% 01/15/2020$512,999
LOCKHEED MARTIN CORP 2.5% 11/23/2020$512,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$512,503
YALE UNIVERSITY 2.086% 04/15/2019$512,185
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$511,885
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$511,814
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,711
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$511,640
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$511,270
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$510,952
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 03/15/2019$510,760
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$510,588
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$510,419
SOUTHERN COPPER CORP 5.875% 04/23/2045$510,315
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$510,297
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$510,204
MUFG UNION BANK NA 2.625% 09/26/2018$510,163
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$510,064
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$510,045
CITIGROUP INC 4.125% 07/25/2028$510,031
KFW 1.875% 04/01/2019$509,970
PNC BANK NA 2.7% 11/01/2022$509,709
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$509,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$509,466
AETNA INC 3.2% 06/15/2026$509,361
VALE OVERSEAS LTD 4.625% 09/15/2020$509,335
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$509,221
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,131
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$509,129
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$508,967
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$508,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$508,657
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$508,598
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.125% 02/10/2025$508,584
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$508,442
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$508,297
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75% 06/14/2019$508,275
SYSCO CORP 2.6% 06/12/2022$508,173
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$507,726
SOUTHERN CO/THE 2.15% 09/01/2019$507,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$507,547
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$507,293
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$506,873
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$506,691
CVS HEALTH CORP 1.9% 07/20/2018$506,513
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$506,211
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$506,176
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$506,110
APPLE INC 4.375% 05/13/2045$506,084
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$506,067
HSBC USA INC 2.375% 11/13/2019$505,959
ROYAL BANK OF CANADA 2% 12/10/2018$505,870
ALTRIA GROUP INC 4.25% 08/09/2042$505,810
WESTPAC BANKING CORP 1.95% 11/23/2018$505,452
JPMORGAN CHASE & CO 2.95% 10/01/2026$505,170
AETNA INC 1.9% 06/07/2019$504,998
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$504,603
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$504,534
FEDERAL HOME LOAN MORTGAGE CORP 2.398% 10/01/2043$504,255
HSBC USA INC 2.25% 06/23/2019$504,216
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,990
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.75% 07/31/2018$503,855
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$503,818
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,536
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$503,372
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 04/10/2018$503,347
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$503,326
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,999
WELLS FARGO & CO 2.1% 07/26/2021$502,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$502,652
WELLS FARGO & CO 1.5% 01/16/2018$502,059
CHEVRON CORP 1.345% 11/15/2017$501,754
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,578
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$501,519
PRECISION CASTPARTS CORP 1.25% 01/15/2018$501,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$501,430
COUNTY OF COOK IL 6.229% 11/15/2034$501,376
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$501,193
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,052
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,031
STATOIL ASA 1.25% 11/09/2017$500,983
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875% 05/21/2018$500,450
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$500,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,087
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$499,539
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$499,217
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$499,078
REPUBLIC OF PANAMA 5.2% 01/30/2020$499,050
EMC CORP 1.875% 06/01/2018$498,867
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$496,933
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$496,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$495,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$494,829
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$491,231
AGRIUM INC 6.125% 01/15/2041$490,766
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$490,470
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,311
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$489,840
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$489,601
TARGET CORP 6.35% 11/01/2032$489,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$489,034
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$488,634
STATE OF ILLINOIS 5.1% 06/01/2033$487,990
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$487,357
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$487,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$484,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$484,500
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$484,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$482,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$481,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$480,112
MCKESSON CORP 4.883% 03/15/2044$479,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$479,425
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$478,111
APPLE INC 2.45% 08/04/2026$476,877
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$475,310
MARATHON OIL CORP 5.9% 03/15/2018$473,788
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$470,697
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$470,192
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875% 07/19/2018$469,819
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 8.75% 06/15/2030$469,668
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$469,134
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$468,143
HSBC HOLDINGS PLC 2.95% 05/25/2021$467,211
BOSTON PROPERTIES LP 3.125% 09/01/2023$466,978
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$466,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$465,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$464,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$462,484
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$462,208
BANK OF AMERICA CORP 5.875% 01/05/2021$461,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$461,135
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$460,374
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2019$459,817
HOME DEPOT INC/THE 2% 04/01/2021$459,749
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$458,653
KFW 0% 04/18/2036$458,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$458,021
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$457,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$456,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$455,890
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$454,189
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$454,070
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.15% 10/01/2026$454,064
PROGRESS ENERGY INC 7.05% 03/15/2019$453,392
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$453,293
LOWE'S COS INC 4.25% 09/15/2044$452,996
MICROSOFT CORP 2.4% 08/08/2026$452,970
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$452,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$452,625
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,346
CITY OF HOUSTON TX COMBINED UTILITY SYSTEM REVENUE 3.828% 05/15/2028$450,736
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$450,714
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055$450,063
REYNOLDS AMERICAN INC 4.45% 06/12/2025$449,775
APPLE INC 2% 05/06/2020$449,644
BNP PARIBAS SA 5% 01/15/2021$448,987
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$448,710
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE 6.548% 05/15/2048$448,119
STATE OF ISRAEL 4% 06/30/2022$447,100
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$445,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$445,245
JPMORGAN CHASE & CO 4.5% 01/24/2022$443,618
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$443,316
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$442,837
STATE OF ISRAEL 5.5% 04/26/2024$442,750
AMERICA MOVIL SAB DE CV 5% 03/30/2020$442,696
CITIGROUP INC 8.125% 07/15/2039$442,042
STATE STREET CORP 3.7% 11/20/2023$442,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$441,783
PHILLIPS 66 4.3% 04/01/2022$441,545
MOSAIC CO/THE 5.625% 11/15/2043$440,382
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$439,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$439,716
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$439,351
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$439,087
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$438,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$438,473
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$437,537
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$437,515
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$436,243
HSBC BANK USA NA 4.875% 08/24/2020$436,194
CISCO SYSTEMS INC 2.45% 06/15/2020$435,967
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$435,546
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$435,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$435,484
CSX CORP 6% 10/01/2036$435,242
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$435,141
APPLE INC 3.45% 05/06/2024$435,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$435,067
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$434,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$434,137
CLOROX CO/THE 3.8% 11/15/2021$433,981
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$433,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$433,074
CARNIVAL CORP 3.95% 10/15/2020$433,050
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$432,912
AMGEN INC 3.625% 05/22/2024$432,357
NEW YORK CITY WATER & SEWER SYSTEM 5.724% 06/15/2042$432,075
COMCAST CORP 3.375% 08/15/2025$432,005
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$431,812
AFLAC INC 3.625% 06/15/2023$431,611
NASDAQ INC 4.25% 06/01/2024$431,038
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$430,774
HUMANA INC 3.85% 10/01/2024$430,644
ABBVIE INC 2.5% 05/14/2020$430,230
COMCAST CORP 7.05% 03/15/2033$429,706
DEVON ENERGY CORP 7.95% 04/15/2032$429,656
DIGNITY HEALTH 3.812% 11/01/2024$429,074
CORNING INC 4.75% 03/15/2042$428,788
CHEVRON CORP 3.191% 06/24/2023$428,577
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$428,457
EXXON MOBIL CORP 3.176% 03/15/2024$428,100
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$427,422
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$427,248
PEPSICO INC 5% 06/01/2018$427,019
DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY 4.814% 10/01/2114$425,485
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$425,354
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$425,312
MORGAN STANLEY 3.7% 10/23/2024$424,912
BANK OF AMERICA CORP 4.25% 10/22/2026$424,904
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$424,813
LAZARD GROUP LLC 4.25% 11/14/2020$424,586
PPG INDUSTRIES INC 3.6% 11/15/2020$423,362
PEPSICO INC 2.75% 03/01/2023$422,592
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$422,518
GOLDCORP INC 3.625% 06/09/2021$422,508
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$422,500
WELLS FARGO BANK NA 6.6% 01/15/2038$422,380
HCP INC 4.25% 11/15/2023$422,370
WELLS FARGO & CO 5.375% 11/02/2043$421,457
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$421,454
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$421,454
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$421,216
AON PLC 3.5% 06/14/2024$420,464
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$420,413
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$420,360
STATE OF OREGON DEPARTMENT OF TRANSPORTATION 5.834% 11/15/2034$420,084
BNP PARIBAS SA 4.25% 10/15/2024$419,861
AON PLC 4.45% 05/24/2043$419,608
ASSOCIATED BANC-CORP 4.25% 01/15/2025$419,057
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$418,950
AMERICAN TOWER CORP 3.5% 01/31/2023$418,749
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.665% 01/17/2024$418,630
KROGER CO/THE 2.95% 11/01/2021$418,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$418,383
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$418,282
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$418,272
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$417,203
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$416,674
WESTAR ENERGY INC 4.625% 09/01/2043$416,604
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$416,559
NEWMONT MINING CORP 3.5% 03/15/2022$416,413
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$415,755
AMEREN ILLINOIS CO 2.7% 09/01/2022$415,644
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$415,469
WELLS FARGO & CO 3.9% 05/01/2045$414,909
US BANCORP 3.1% 04/27/2026$414,485
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$414,330
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$414,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$414,224
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$413,604
ABBVIE INC 3.6% 05/14/2025$413,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$413,366
MORGAN STANLEY 6.375% 07/24/2042$413,260
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$413,137
EASTMAN CHEMICAL CO 2.7% 01/15/2020$411,969
ORACLE CORP 2.5% 10/15/2022$411,536
WELLS FARGO & CO 3% 04/22/2026$410,908
INTESA SANPAOLO SPA 3.875% 01/15/2019$410,872
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$410,799
CHEVRON CORP 2.355% 12/05/2022$410,241
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$410,167
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$409,958
BAIDU INC 2.75% 06/09/2019$409,750
PFIZER INC 4.4% 05/15/2044$409,522
WEYERHAEUSER CO 7.375% 03/15/2032$409,333
HOME DEPOT INC/THE 2% 06/15/2019$409,080
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$408,911
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$408,795
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$407,927
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$407,818
HISTORIC TW INC 9.15% 02/01/2023$407,543
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$407,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$407,428
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 02/23/2022$407,395
STARBUCKS CORP 2% 12/05/2018$407,300
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$407,007
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$406,929
PRAXAIR INC 2.2% 08/15/2022$406,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$406,734
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$406,560
LOWE'S COS INC 5.8% 04/15/2040$406,088
HIGHWOODS REALTY LP 3.2% 06/15/2021$405,942
RYDER SYSTEM INC 2.35% 02/26/2019$405,890
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$405,688
XLIT LTD 2.3% 12/15/2018$405,497
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$405,458
LLOYDS BANK PLC 2.35% 09/05/2019$405,428
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$405,391
ARROW ELECTRONICS INC 3% 03/01/2018$405,386
SANTANDER UK PLC 2.35% 09/10/2019$405,030
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$405,027
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375% 05/24/2021$404,878
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$404,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$403,949
BARCLAYS PLC 2.75% 11/08/2019$403,840
REYNOLDS AMERICAN INC 6.15% 09/15/2043$403,484
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$403,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$403,091
COMMONWEALTH EDISON CO 5.9% 03/15/2036$403,019
BANK ONE CORP 7.625% 10/15/2026$402,787
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$402,765
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,706
REPUBLIC OF PANAMA 6.7% 01/26/2036$402,480
INTEL CORP 1.35% 12/15/2017$401,869
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$401,661
GENERAL MILLS INC 1.4% 10/20/2017$401,642
PNC BANK NA 1.5% 10/18/2017$401,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$401,209
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,124
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,791
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,764
WELLS FARGO & CO 4.9% 11/17/2045$400,741
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$400,472
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,139
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$399,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$399,172
VALE OVERSEAS LTD 6.875% 11/21/2036$398,880
CF INDUSTRIES INC 3.45% 06/01/2023$398,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$397,886
BANK OF AMERICA CORP 5.875% 02/07/2042$397,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$397,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$397,247
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 07/15/2029$397,237
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$397,033
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$396,986
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$396,830
METHANEX CORP 3.25% 12/15/2019$396,107
PSEG POWER LLC 8.625% 04/15/2031$395,783
ORACLE CORP 4.5% 07/08/2044$395,687
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$395,294
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$393,302
AMGEN INC 4.563% 06/15/2048$392,436
VISA INC 4.3% 12/14/2045$391,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$390,780
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$390,728
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$390,604
PHARMACIA LLC 6.5% 12/01/2018$390,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$390,324
SEAGATE HDD CAYMAN 4.75% 06/01/2023$389,850
CELGENE CORP 3.875% 08/15/2025$389,847
ATMOS ENERGY CORP 4.125% 10/15/2044$389,741
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$389,623
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$389,488
GENERAL MOTORS CO 4% 04/01/2025$389,222
CBL & ASSOCIATES LP 4.6% 10/15/2024$388,272
DOVER CORP 5.375% 03/01/2041$388,195
ECOPETROL SA 4.125% 01/16/2025$388,000
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$387,583
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$386,673
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 5.707% 07/01/2034$386,508
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$384,510
PFIZER INC 3.4% 05/15/2024$383,879
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$383,698
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$383,675
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$383,490
GENERAL MILLS INC 5.4% 06/15/2040$383,438
WAL-MART STORES INC 7.55% 02/15/2030$383,134
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$382,915
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$382,540
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$382,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$382,180
VERIZON COMMUNICATIONS INC 6% 04/01/2041$382,065
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$381,598
TURKEY GOVERNMENT INTERNATIONAL BOND 5.75% 03/22/2024$381,456
COCA-COLA CO/THE 3.2% 11/01/2023$381,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$381,246
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 2.85% 01/31/2023$381,224
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$380,472
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$380,116
STATE OF TEXAS 4.681% 04/01/2040$379,932
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$379,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$378,850
ECOLAB INC 5.5% 12/08/2041$378,638
WAL-MART STORES INC 4.875% 07/08/2040$378,564
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$378,060
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$377,480
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUST 0.99% 09/17/2018$377,185
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$376,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$375,187
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$374,731
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$374,451
REPUBLIC OF ITALY 5.375% 06/15/2033$374,229
APPLE INC 3.2% 05/13/2025$374,195
LOCKHEED MARTIN CORP 2.9% 03/01/2025$374,106
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$373,489
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$373,407
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$373,219
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249% 02/15/2048$373,141
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$373,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$372,172
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$371,680
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$371,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$370,612
MCDONALD'S CORP 2.75% 12/09/2020$370,029
APPLE INC 2.25% 02/23/2021$369,917
COCA-COLA CO/THE 2.875% 10/27/2025$369,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$368,455
ORACLE CORP 2.8% 07/08/2021$366,944
WP CAREY INC 4.6% 04/01/2024$366,900
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$366,753
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$366,706
NISOURCE FINANCE CORP 5.25% 02/15/2043$366,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$366,300
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875% 04/14/2026$365,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$365,713
INTEL CORP 4.9% 07/29/2045$365,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$365,233
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$364,028
KLA-TENCOR CORP 3.375% 11/01/2019$363,915
WILLIAMS PARTNERS LP 4.5% 11/15/2023$363,897
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$363,711
STATOIL ASA 5.1% 08/17/2040$363,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$363,226
MARATHON PETROLEUM CORP 5% 09/15/2054$362,854
UNUM GROUP 4% 03/15/2024$362,793
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$362,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$362,415
PEPSICO INC 4.45% 04/14/2046$362,051
AMGEN INC 4.663% 06/15/2051$360,872
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$360,736
WELLS FARGO & CO 2.55% 12/07/2020$360,219
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$360,126
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,007
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,995
CISCO SYSTEMS INC 2.2% 02/28/2021$359,718
INTEL CORP 4.8% 10/01/2041$359,606
SANTANDER UK PLC 3.05% 08/23/2018$358,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$358,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$358,133
CBS CORP 7.875% 07/30/2030$357,754
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$357,002
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$356,857
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$356,780
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$356,613
CITY OF CHICAGO IL 6.314% 01/01/2044$356,482
JPMORGAN CHASE & CO 2.7% 05/18/2023$355,996
AT&T INC 5.55% 08/15/2041$355,612
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$355,578
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$355,395
CITIGROUP INC 4.65% 07/30/2045$354,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$354,670
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$354,580
MERCK & CO INC 6.5% 12/01/2033$354,565
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$354,180
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$353,555
BECTON DICKINSON AND CO 5% 11/12/2040$353,321
JPMORGAN CHASE & CO 2.295% 08/15/2021$352,328
AXA SA 8.6% 12/15/2030$352,238
REYNOLDS AMERICAN INC 6.875% 05/01/2020$352,172
AT&T INC 5.35% 09/01/2040$352,034
VIACOM INC 6.875% 04/30/2036$351,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$351,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$350,658
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$350,637
PUGET SOUND ENERGY INC 4.434% 11/15/2041$350,618
KEYBANK NA/CLEVELAND OH 1.6% 08/22/2019$350,406
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$350,374
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$350,352
QUALCOMM INC 2.25% 05/20/2020$350,141
WELLS FARGO & CO 3% 02/19/2025$350,137
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$349,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$349,637
MICROSOFT CORP 4.5% 10/01/2040$349,466
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$349,261
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$349,132
PROGRESSIVE CORP/THE 2.45% 01/15/2027$348,891
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$348,577
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$347,635
STATE OF GEORGIA 4.503% 11/01/2025$346,581
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$346,521
HYDRO-QUEBEC 8.05% 07/07/2024$346,180
AETNA INC 6.625% 06/15/2036$346,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$345,738
NOMURA HOLDINGS INC 6.7% 03/04/2020$345,671
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$345,647
CNA FINANCIAL CORP 5.75% 08/15/2021$345,420
WYETH LLC 6.5% 02/01/2034$345,370
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$345,291
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$345,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$345,041
DOW CHEMICAL CO/THE 5.25% 11/15/2041$345,030
WESTROCK MWV LLC 7.375% 09/01/2019$344,329
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$344,291
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$343,340
VODAFONE GROUP PLC 7.875% 02/15/2030$342,799
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$342,629
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$342,598
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$341,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$341,817
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$341,756
CSX CORP 7.375% 02/01/2019$341,413
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$341,373
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$341,166
HOST HOTELS & RESORTS LP 6% 10/01/2021$341,040
WELLTOWER INC 6.125% 04/15/2020$340,804
CREDIT SUISSE USA INC 7.125% 07/15/2032$340,673
GENERAL ELECTRIC CO 4.125% 10/09/2042$339,350
INTERNATIONAL PAPER CO 7.3% 11/15/2039$339,142
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$339,107
QWEST CORP 6.875% 09/15/2033$338,539
METLIFE INC 4.875% 11/13/2043$338,455
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$337,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$337,613
WAL-MART STORES INC 4.25% 04/15/2021$337,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$337,306
GILEAD SCIENCES INC 4.4% 12/01/2021$337,297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$337,291
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$337,123
BANK OF AMERICA CORP 5% 05/13/2021$336,951
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$336,696
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$336,419
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$336,223
NORTHERN TRUST CORP 3.95% 10/30/2025$335,216
MICROSOFT CORP 4.2% 11/03/2035$335,039
AEGON FUNDING CO LLC 5.75% 12/15/2020$335,022
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$334,904
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$334,871
HARLEY-DAVIDSON INC 4.625% 07/28/2045$334,645
UNILEVER CAPITAL CORP 4.25% 02/10/2021$334,457
STATE OF UTAH 3.539% 07/01/2025$334,335
KRAFT HEINZ FOODS CO 2% 07/02/2018$334,227
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$334,181
ANTHEM INC 4.65% 08/15/2044$334,135
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$334,112
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 10.375% 11/01/2018$333,732
REPUBLIC SERVICES INC 5.5% 09/15/2019$333,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$333,385
JPMORGAN CHASE & CO 4.625% 05/10/2021$333,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$333,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$332,821
QVC INC 5.45% 08/15/2034$332,715
CIGNA CORP 5.125% 06/15/2020$332,620
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$332,609
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$332,563
SOUTHERN CO/THE 4.4% 07/01/2046$331,911
CVS HEALTH CORP 4% 12/05/2023$331,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$331,648
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$331,634
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$331,546
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$331,431
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$331,141
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$330,875
TOTAL CAPITAL SA 4.45% 06/24/2020$330,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$330,316
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$330,184
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$330,121
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$330,066
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$329,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$329,539
PROGRESS ENERGY INC 4.4% 01/15/2021$329,526
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$329,273
ALPHABET INC 3.625% 05/19/2021$329,087
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$329,018
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07/24/2044$329,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$328,671
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$328,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$328,266
HEWLETT-PACKARD CO 4.65% 12/09/2021$328,244
BOSTON PROPERTIES LP 4.125% 05/15/2021$328,043
CUBESMART LP 4.375% 12/15/2023$327,751
AMGEN INC 3.875% 11/15/2021$327,026
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$326,910
THOMSON REUTERS CORP 6.5% 07/15/2018$326,853
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$325,867
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$325,716
WAL-MART STORES INC 3.625% 07/08/2020$325,648
REPUBLIC OF PANAMA 3.75% 03/16/2025$325,500
MARKEL CORP 5% 03/30/2043$325,256
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$325,072
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$324,956
EOG RESOURCES INC 4.1% 02/01/2021$324,822
DTE ELECTRIC CO 3.375% 03/01/2025$324,808
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$324,449
KELLOGG CO 4.15% 11/15/2019$324,298
INTEL CORP 3.3% 10/01/2021$324,212
ACTAVIS FUNDING SCS 4.55% 03/15/2035$324,104
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$323,473
SOUTHERN CO/THE 3.25% 07/01/2026$323,316
FIFTH THIRD BANCORP 4.3% 01/16/2024$323,185
NIKE INC 3.625% 05/01/2043$323,184
GATX CORP 4.75% 06/15/2022$323,132
JOHNSON CONTROLS INC 4.25% 03/01/2021$322,479
AT&T INC 3.8% 03/15/2022$322,458
HARRIS CORP 6.15% 12/15/2040$321,915
ASTRAZENECA PLC 4% 09/18/2042$321,876
MICROSOFT CORP 4.45% 11/03/2045$321,840
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$321,588
MORGAN STANLEY 3.75% 02/25/2023$321,512
WPP FINANCE 2010 3.75% 09/19/2024$321,231
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$321,153
ABBVIE INC 4.4% 11/06/2042$321,016
DTE ELECTRIC CO 3.45% 10/01/2020$320,885
WELLS FARGO & CO 3.5% 03/08/2022$320,686
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$320,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$320,591
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$320,510
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$320,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$320,255
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$320,151
ARROW ELECTRONICS INC 4.5% 03/01/2023$319,515
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$319,240
EXXON MOBIL CORP 3.567% 03/06/2045$319,204
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$318,795
HARRIS CORP 3.832% 04/27/2025$318,553
KOHL'S CORP 4% 11/01/2021$318,418
FEDEX CORP 3.25% 04/01/2026$318,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$317,885
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$317,085
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$316,996
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$316,866
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$316,669
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$316,487
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$316,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$316,194
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$316,063
HOLLYFRONTIER CORP 5.875% 04/01/2026$315,789
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$315,725
WELLS FARGO & CO 3.45% 02/13/2023$314,945
ANTHEM INC 3.3% 01/15/2023$314,685
CARDINAL HEALTH INC 3.2% 03/15/2023$314,059
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$314,044
EXXON MOBIL CORP 2.709% 03/06/2025$313,926
GENERAL ELECTRIC CO 2.7% 10/09/2022$313,800
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$313,691
MICROSOFT CORP 3.75% 02/12/2045$313,638
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,509
TJX COS INC/THE 2.75% 06/15/2021$313,263
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$313,141
LOCKHEED MARTIN CORP 3.8% 03/01/2045$313,116
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375% 04/20/2026$312,695
APPLE INC 3.85% 05/04/2043$312,199
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$312,184
WILLIAMS PARTNERS LP 4.125% 11/15/2020$311,539
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$311,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$311,498
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$311,322
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$311,238
MICROSOFT CORP 2.7% 02/12/2025$310,864
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$310,856
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$310,557
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$310,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$310,118
LOCKHEED MARTIN CORP 4.07% 12/15/2042$309,884
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$309,822
STATE OF CALIFORNIA 7.3% 10/01/2039$309,690
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$309,484
ZOETIS INC 3.25% 02/01/2023$309,277
NIKE INC 2.25% 05/01/2023$309,052
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$308,930
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$308,920
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$308,889
ABBVIE INC 2.9% 11/06/2022$308,840
BORGWARNER INC 3.375% 03/15/2025$308,810
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$308,611
COSTCO WHOLESALE CORP 2.25% 02/15/2022$308,500
AFLAC INC 2.4% 03/16/2020$308,366
METLIFE INC 5.7% 06/15/2035$308,241
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$307,978
STATOIL ASA 2.65% 01/15/2024$307,679
APPLE INC 2.4% 05/03/2023$307,616
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$307,567
MCKESSON CORP 2.85% 03/15/2023$307,490
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,344
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$306,795
WALT DISNEY CO/THE 7% 03/01/2032$306,702
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$306,473
LIBERTY PROPERTY LP 3.375% 06/15/2023$306,245
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$306,230
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$306,167
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$306,101
3M CO 2% 06/26/2022$306,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$305,980
MICROSOFT CORP 1.85% 02/12/2020$305,465
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$305,412
AIRGAS INC 2.375% 02/15/2020$305,246
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$305,239
MATTEL INC 2.35% 05/06/2019$305,200
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$305,099
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$305,091
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$305,061
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$304,961
SOUTHERN CO/THE 2.35% 07/01/2021$304,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$304,126
NOBLE ENERGY INC 5.25% 11/15/2043$304,109
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$303,921
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,615
TIME WARNER INC 5.375% 10/15/2041$303,581
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$303,533
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$303,478
ABBVIE INC 2% 11/06/2018$303,229
ONEOK PARTNERS LP 3.375% 10/01/2022$302,681
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$302,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$302,296
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$301,940
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$301,774
PERRIGO CO PLC 2.3% 11/08/2018$301,757
CARDINAL HEALTH INC 1.7% 03/15/2018$301,585
ABBVIE INC 1.75% 11/06/2017$301,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$301,443
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$301,438
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,300
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,236
EATON CORP 1.5% 11/02/2017$301,145
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$301,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$300,939
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,836
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,782
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,587
SANTANDER BANK NA 2% 01/12/2018$300,214
VODAFONE GROUP PLC 1.5% 02/19/2018$300,121
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUST 1.04% 02/18/2020$300,061
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$300,010
LINCOLN NATIONAL CORP 6.15% 04/07/2036$299,478
STATOIL ASA 1.15% 05/15/2018$299,291
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$298,785
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$298,725
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$298,107
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$297,796
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$297,238
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/20/2041$297,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$296,458
SOUTHERN COPPER CORP 7.5% 07/27/2035$295,951
ORACLE CORP 3.9% 05/15/2035$295,877
COMCAST CORP 4.6% 08/15/2045$294,553
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$294,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$294,171
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$293,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$293,615
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$293,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$292,708
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$292,502
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$292,311
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$291,457
AMGEN INC 4.4% 05/01/2045$291,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$291,008
HESS CORP 7.3% 08/15/2031$290,939
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$290,278
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$290,076
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$289,992
EXELON CORP 4.95% 06/15/2035$289,933
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$289,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$289,709
DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORP 7.088% 01/01/2042$289,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$289,134
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$288,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$288,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$288,640
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$288,537
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$288,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$288,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$287,828
MERCK & CO INC 6.55% 09/15/2037$287,794
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$287,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$286,904
REPUBLIC OF KOREA 3.875% 09/11/2023$286,638
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$286,369
CITY OF NEW YORK NY 5.846% 06/01/2040$285,902
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$285,777
KROGER CO/THE 7.5% 04/01/2031$285,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$284,672
REYNOLDS AMERICAN INC 3.25% 06/12/2020$284,136
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$283,668
BECTON DICKINSON AND CO 6.375% 08/01/2019$283,630
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$283,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$283,161
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$283,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$282,403
MISSISSIPPI POWER CO 4.25% 03/15/2042$281,959
MYLAN INC 5.4% 11/29/2043$281,664
INDIANA MICHIGAN POWER CO 7% 03/15/2019$281,340
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$281,070
EMERSON ELECTRIC CO 2.625% 02/15/2023$280,818
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$280,448
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$280,306
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$279,905
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$279,834
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$279,176
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$278,628
ASTRAZENECA PLC 2.375% 11/16/2020$278,190
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$277,704
BANK OF AMERICA CORP 6.875% 11/15/2018$277,344
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$277,332
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$277,318
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$276,466
EXPEDIA INC 7.456% 08/15/2018$276,432
TURKEY GOVERNMENT INTERNATIONAL BOND 4.25% 04/14/2026$276,228
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$276,205
MICROSOFT CORP 2% 11/03/2020$275,680
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$275,520
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$275,338
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$275,056
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$275,015
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$274,976
REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FINANCE CORP 5.875% 03/01/2022$274,766
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$274,275
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$274,070
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$274,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$274,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$273,950
ASTRAZENECA PLC 3.375% 11/16/2025$273,775
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$273,472
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$273,429
FORD MOTOR CO 7.45% 07/16/2031$272,475
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE 6% 11/01/2040$272,244
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$271,434
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$271,093
QUALCOMM INC 3.45% 05/20/2025$270,280
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$270,048
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$269,724
PENTAIR FINANCE SA 5% 05/15/2021$269,507
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$269,450
SEMPRA ENERGY 6.15% 06/15/2018$269,414
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.811% 01/01/2042$269,216
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$268,575
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$267,588
HCP INC 6.7% 01/30/2018$267,444
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$267,407
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$267,157
JOHNSON & JOHNSON 4.85% 05/15/2041$266,902
CBS CORP 4.85% 07/01/2042$266,754
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$266,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$266,349
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$266,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$265,442
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$264,738
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$264,500
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$264,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$264,456
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$263,760
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$263,750
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$263,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$263,279
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$263,223
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$262,883
COMCAST CORP 5.65% 06/15/2035$262,305
ASTRAZENECA PLC 5.9% 09/15/2017$262,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$261,998
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$261,907
COMMONWEALTH EDISON CO 5.875% 02/01/2033$261,346
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$261,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$260,688
JOHNSON & JOHNSON 4.95% 05/15/2033$260,363
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$260,150
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$260,108
JPMORGAN CHASE & CO 5.6% 07/15/2041$260,052
STATE OF CONNECTICUT 5.85% 03/15/2032$259,444
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$259,304
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$259,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$259,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$259,096
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$258,410
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$258,304
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$257,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$257,416
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$257,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$257,225
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$256,966
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$256,727
GEORGIA POWER CO 5.65% 03/01/2037$255,498
ASIAN DEVELOPMENT BANK 2% 01/22/2025$255,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$255,357
INTERNATIONAL PAPER CO 4.4% 08/15/2047$255,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$255,064
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$254,509
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,074
HCP INC 6.75% 02/01/2041$253,645
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,347
VORNADO REALTY LP 2.5% 06/30/2019$253,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$253,093
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 7.425% 02/15/2029$252,864
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,847
BUCKEYE PARTNERS LP 2.65% 11/15/2018$252,707
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$252,546
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$252,541
BARCLAYS PLC 2.875% 06/08/2020$252,364
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$252,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$252,170
APPLE INC 4.65% 02/23/2046$252,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$251,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$251,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$251,605
MEDTRONIC INC 1.5% 03/15/2018$251,543
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$251,508
REALTY INCOME CORP 5.875% 03/15/2035$251,302
WESTLAKE CHEMICAL CORP 3.6% 08/15/2026$250,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$250,532
VODAFONE GROUP PLC 6.15% 02/27/2037$250,457
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036$250,405
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$250,243
ABBVIE INC 4.5% 05/14/2035$250,215
WALT DISNEY CO/THE 1.1% 12/01/2017$250,106
DUKE ENERGY CORP 2.65% 09/01/2026$249,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$249,252
KROGER CO/THE 5.4% 07/15/2040$248,554
NEWELL BRANDS INC 5.5% 04/01/2046$248,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$247,987
TIME WARNER CABLE INC 6.75% 06/15/2039$247,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$246,930
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$246,743
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$246,434
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$246,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$245,957
ABBVIE INC 4.7% 05/14/2045$245,951
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$245,898
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$245,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$245,659
JEFFERIES GROUP LLC 6.25% 01/15/2036$243,593
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$243,466
HALLIBURTON CO 3.8% 11/15/2025$243,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$243,166
PETROLEOS MEXICANOS 5.625% 01/23/2046$242,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$241,633
XCEL ENERGY INC 4.8% 09/15/2041$241,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$241,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$241,259
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$241,119
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$241,074
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$241,016
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$240,684
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$240,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$240,041
BIOGEN INC 4.05% 09/15/2025$239,955
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$239,397
NEWELL BRANDS INC 5.375% 04/01/2036$239,317
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$238,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$238,569
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$238,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$237,811
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$237,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$237,122
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$236,602
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$236,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$234,821
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$234,147
MONSANTO CO 5.5% 08/15/2025$233,871
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$233,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$233,665
STATE OF OREGON 5.762% 06/01/2023$233,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$232,602
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$232,008
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$231,211
COMCAST CORP 4.5% 01/15/2043$230,681
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$230,432
VIACOM INC 2.75% 12/15/2019$230,222
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$230,064
AT&T INC 5.65% 02/15/2047$229,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$229,309
STRYKER CORP 4.625% 03/15/2046$228,949
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$228,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$227,970
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$227,495
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$227,348
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$227,297
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,291
CITIGROUP INC 5.5% 09/13/2025$227,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$226,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$226,469
CBS CORP 5.75% 04/15/2020$226,460
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$226,367
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$226,216
BOSTON SCIENTIFIC CORP 6% 01/15/2020$226,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$226,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$226,045
ABBVIE INC 3.2% 05/14/2026$225,879
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$225,658
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$225,331
WHIRLPOOL CORP 4.85% 06/15/2021$224,489
ANTHEM INC 4.65% 01/15/2043$224,370
CONTINENTAL AIRLINES 2010-1 CLASS A PASS THROUGH TRUST 4.75% 07/12/2022$224,241
BOEING CO/THE 4.875% 02/15/2020$224,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$223,829
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$223,288
INTEL CORP 4.25% 12/15/2042$223,239
CARDINAL HEALTH INC 4.6% 03/15/2043$223,192
AT&T INC 5.2% 03/15/2020$223,073
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875% 04/20/2021$222,221
TARGET CORP 4% 07/01/2042$222,143
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$221,843
MCKESSON CORP 4.75% 03/01/2021$221,710
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$221,012
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$220,220
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$220,104
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$219,827
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$219,790
WELLTOWER INC 4.5% 01/15/2024$219,690
WALT DISNEY CO/THE 3.75% 06/01/2021$219,686
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$219,548
CVS HEALTH CORP 4.125% 05/15/2021$219,488
JOHNSON & JOHNSON 3.55% 05/15/2021$219,375
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$219,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$219,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$219,030
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$219,030
VISA INC 4.15% 12/14/2035$218,804
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$218,594
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$217,973
DDR CORP 4.625% 07/15/2022$217,678
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$217,639
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$217,632
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$217,395
FORD MOTOR CO 4.75% 01/15/2043$217,195
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$217,098
ONEOK PARTNERS LP 4.9% 03/15/2025$217,096
HASBRO INC 5.1% 05/15/2044$216,884
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$216,623
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$216,578
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$216,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$216,023
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$215,798
CENTERPOINT ENERGY RESTORATION BOND CO LLC 3.46% 08/15/2019$215,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$215,646
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$215,185
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,089
WALT DISNEY CO/THE 3.7% 12/01/2042$214,576
SOUTHERN NATURAL GAS CO LLC / SOUTHERN NATURAL ISSUING CORP 4.4% 06/15/2021$214,506
WALGREEN CO 4.4% 09/15/2042$214,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,345
COCA-COLA CO/THE 3.15% 11/15/2020$214,286
ZOETIS INC 4.7% 02/01/2043$214,274
AUTONATION INC 6.75% 04/15/2018$214,117
NEWELL BRANDS INC 3.85% 04/01/2023$213,988
THOMSON REUTERS CORP 3.95% 09/30/2021$213,971
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$213,723
DUKE REALTY LP 3.875% 10/15/2022$213,400
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$213,356
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$213,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$212,942
BAXALTA INC 4% 06/23/2025$212,784
GENERAL MILLS INC 3.15% 12/15/2021$212,714
FISERV INC 3.5% 10/01/2022$212,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$212,396
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$212,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$212,173
MERCK & CO INC 3.6% 09/15/2042$212,129
COMPUTER SCIENCES CORP 4.45% 09/15/2022$212,049
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$211,995
HUSKY ENERGY INC 3.95% 04/15/2022$211,836
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$211,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$211,682
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$211,456
REGENCY CENTERS LP 3.75% 06/15/2024$211,358
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$211,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$211,097
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$211,074
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$210,900
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$210,702
AETNA INC 4.125% 11/15/2042$210,668
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 1.199% 03/10/2047$210,617
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046$210,398
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$210,397
JABIL CIRCUIT INC 4.7% 09/15/2022$210,150
STRYKER CORP 4.1% 04/01/2043$210,122
HALLIBURTON CO 5% 11/15/2045$210,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$209,928
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$209,419
STATE STREET CORP 3.1% 05/15/2023$209,267
XEROX CORP 4.5% 05/15/2021$209,257
BANK OF AMERICA CORP 3.95% 04/21/2025$208,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$208,521
US BANCORP 2.95% 07/15/2022$208,471
KELLOGG CO 4% 12/15/2020$208,426
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$208,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$208,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$207,938
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$207,899
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$207,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$207,838
WALT DISNEY CO/THE 2.35% 12/01/2022$207,819
PRECISION CASTPARTS CORP 2.5% 01/15/2023$207,590
CONAGRA FOODS INC 3.25% 09/15/2022$207,437
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$207,365
REPUBLIC OF FINLAND 6.95% 02/15/2026$207,189
HEWLETT-PACKARD CO 6% 09/15/2041$206,995
STRYKER CORP 2.625% 03/15/2021$206,858
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$206,847
MERCK & CO INC 2.4% 09/15/2022$206,703
KIMCO REALTY CORP 3.125% 06/01/2023$206,298
FEDEX CORP 2.625% 08/01/2022$206,190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$206,159
ERP OPERATING LP 3% 04/15/2023$206,104
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$206,039
LEXINGTON REALTY TRUST 4.4% 06/15/2024$205,750
AIR LEASE CORP 3.375% 01/15/2019$205,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$205,679
UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST 3.75% 03/03/2028$205,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$205,254
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$205,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$205,043
NEWELL BRANDS INC 2.6% 03/29/2019$204,808
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$204,734
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$204,703
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$204,533
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$204,515
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$204,397
CNOOC FINANCE 2013 LTD 3% 05/09/2023$204,185
PECO ENERGY CO 2.375% 09/15/2022$204,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$203,954
MASTERCARD INC 2% 04/01/2019$203,663
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.107% 07/01/2018$203,298
ABBOTT LABORATORIES 2% 03/15/2020$203,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$202,752
FEDEX CORP 3.875% 08/01/2042$202,723
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,422
BANK OF AMERICA CORP 2.25% 04/21/2020$202,067
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$202,016
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$201,372
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$201,341
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,244
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,215
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,121
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$200,945
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$200,702
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$200,594
AETNA INC 1.5% 11/15/2017$200,501
MERCK & CO INC 1.1% 01/31/2018$200,431
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$200,426
AMAZON.COM INC 1.2% 11/29/2017$200,397
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$200,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$200,209
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$200,116
APPLE INC 1% 05/03/2018$200,016
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$199,854
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$199,662
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$198,760
PROGRESSIVE CORP/THE 6.625% 03/01/2029$198,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.943% 05/01/2042$198,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$198,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$198,165
VALSPAR CORP/THE 4.4% 02/01/2045$198,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$197,703
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$197,527
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$197,464
JOHNSON & JOHNSON 3.7% 03/01/2046$197,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$196,404
MYLAN NV 3.95% 06/15/2026$196,310
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$195,712
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$195,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$195,283
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$194,716
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$194,597
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$194,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$194,175
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$193,738
AMERICAN AIRLINES 2011-1 CLASS A PASS THROUGH TRUST 5.25% 07/31/2022$193,676
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$193,613
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$193,570
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$193,540
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$193,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$193,236
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$193,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$192,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$192,978
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$192,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$192,650
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$192,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$191,389
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$191,196
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$190,252
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$190,203
MCDONALD'S CORP 4.7% 12/09/2035$189,916
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$189,518
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$189,298
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$188,613
BOARDWALK PIPELINES LP 3.375% 02/01/2023$188,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$187,940
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$186,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$186,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$185,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$185,563
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$185,490
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$185,361
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,301
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.1% 10/01/2041$185,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$184,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$184,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$183,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$183,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$182,682
AETNA INC 4.375% 06/15/2046$182,320
VIACOM INC 4.375% 03/15/2043$181,844
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$181,817
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$181,367
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$180,985
S&P GLOBAL INC 4.4% 02/15/2026$180,770
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$180,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$180,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$180,304
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$180,293
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$178,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$178,574
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$178,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$178,046
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$177,657
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$177,602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$177,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$177,103
ALTRIA GROUP INC 9.95% 11/10/2038$177,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$176,786
RIO TINTO ALCAN INC 6.125% 12/15/2033$176,751
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$176,699
BAXALTA INC 5.25% 06/23/2045$176,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$176,573
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$176,333
STAPLES INC 4.375% 01/12/2023$175,418
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$175,174
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$174,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$174,601
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$174,477
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$174,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$174,117
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$173,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$173,256
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$173,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$172,880
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$172,645
ABBVIE INC 4.45% 05/14/2046$172,555
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$171,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$171,091
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$171,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$170,710
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$169,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$169,777
GILEAD SCIENCES INC 4.6% 09/01/2035$169,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$169,165
FEDERAL HOME LOAN MORTGAGE CORP 2.672% 03/01/2045$167,811
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$167,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$167,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$167,453
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$167,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$167,281
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$166,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2046$166,902
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$166,666
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$166,407
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$166,406
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$166,233
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$165,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$165,216
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.3% 01/31/2043$165,125
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$165,089
REPUBLIC OF CHILE 3.875% 08/05/2020$164,625
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$163,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$163,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$163,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$163,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$161,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$161,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$161,108
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$161,080
AT&T INC 4.75% 05/15/2046$160,970
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$160,593
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$160,250
QUALCOMM INC 4.8% 05/20/2045$160,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$159,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$159,528
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$158,765
DTE ELECTRIC CO 6.625% 06/01/2036$158,563
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$158,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$158,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$157,928
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$157,612
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$157,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$157,497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$157,155
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$156,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$156,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$156,433
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$156,312
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 2.85% 01/27/2025$156,272
ALABAMA POWER CO 5.5% 10/15/2017$156,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$155,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$154,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$154,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$154,405
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$154,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$154,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$154,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$153,903
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$153,626
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$153,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$152,806
XILINX INC 2.125% 03/15/2019$151,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$151,580
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$151,515
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$150,952
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$150,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$150,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$150,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$149,803
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$149,802
FEDERAL FARM CREDIT BANKS 1.58% 02/17/2021$149,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$149,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$149,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$149,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$149,146
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$148,644
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$148,354
AIR LEASE CORP 3.75% 02/01/2022$146,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$146,016
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$145,893
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$145,846
FEDERAL HOME LOAN MORTGAGE CORP 2.668% 01/01/2042$145,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$144,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$144,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$142,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$142,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$142,547
UNDER ARMOUR INC 3.25% 06/15/2026$142,076
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$141,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$141,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$140,767
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$140,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$140,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$140,191
MORGAN STANLEY 7.25% 04/01/2032$139,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$139,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$139,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$138,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$138,514
3M CO 5.7% 03/15/2037$137,707
BOEING CO/THE 6.125% 02/15/2033$137,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$137,454
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$137,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$137,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$136,856
CYTEC INDUSTRIES INC 3.95% 05/01/2025$136,498
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$136,047
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$135,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$135,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$135,177
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$134,839
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$134,755
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$133,897
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$133,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$133,729
CITY OF NEW YORK NY 5.517% 10/01/2037$133,491
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,393
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$133,204
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$132,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$132,509
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$132,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$131,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$131,504
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$131,376
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$131,293
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$131,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$130,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$129,235
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$128,903
WELLS FARGO BANK NA 5.95% 08/26/2036$128,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$128,793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$128,283
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$128,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$127,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,709
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$127,634
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$127,357
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$126,989
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$126,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$126,080
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$126,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$124,854
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$124,832
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$124,433
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$124,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$124,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$123,822
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,745
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$123,439
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$123,341
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,046
QVC INC 3.125% 04/01/2019$122,820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$122,301
PETRO-CANADA 5.95% 05/15/2035$121,944
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$121,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$121,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$121,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$120,334
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$120,083
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$119,620
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$119,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$119,402
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$119,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$118,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$118,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$118,375
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$118,289
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$118,174
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$116,883
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$116,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$116,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$116,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$115,824
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$115,345
STATE OF ILLINOIS 7.35% 07/01/2035$115,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$115,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$115,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$114,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$114,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,686
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$114,300
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$113,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$113,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$112,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$112,214
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$112,040
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$111,933
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$111,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$111,665
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$111,500
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$111,357
AGILENT TECHNOLOGIES INC 5% 07/15/2020$111,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$110,882
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$110,874
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,577
QUALCOMM INC 4.65% 05/20/2035$110,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$110,377
EATON CORP 4.15% 11/02/2042$110,204
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$110,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$109,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$109,579
WILLIAMS PARTNERS LP 6.3% 04/15/2040$109,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$109,075
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$109,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$108,958
PARKER-HANNIFIN CORP 3.5% 09/15/2022$108,617
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$108,460
BANK OF AMERICA CORP 5.49% 03/15/2019$108,404
WILLIAMS PARTNERS LP 5.25% 03/15/2020$107,732
MICROSOFT CORP 4.75% 11/03/2055$107,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,372
NORDSTROM INC 4% 10/15/2021$107,303
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$107,231
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$107,109
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$107,088
COMMONWEALTH EDISON CO 5.8% 03/15/2018$106,990
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% TBA$106,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$106,512
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$106,451
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$106,167
CARMAX AUTO OWNER TRUST 2014-1 0.79% 10/15/2018$106,113
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$105,856
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$105,498
FEDERAL HOME LOAN MORTGAGE CORP 3% TBA$104,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$104,679
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$104,429
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$104,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$103,647
EATON CORP 2.75% 11/02/2022$103,450
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$103,407
AT&T INC 3% 06/30/2022$103,249
AT&T INC 3.4% 05/15/2025$103,228
AT&T INC 2.45% 06/30/2020$102,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$101,836
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$101,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$101,244
EBAY INC 2.6% 07/15/2022$101,184
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$100,924
ABBVIE INC 4.3% 05/14/2036$100,735
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$100,701
REALTY INCOME CORP 2% 01/31/2018$100,670
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$100,466
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$100,418
DEVON ENERGY CORP 5.6% 07/15/2041$100,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$100,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$100,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$100,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$99,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$99,887
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$99,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$99,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$99,380
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$99,262
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$99,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$98,334
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$98,002
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$97,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$97,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$96,965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$96,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$96,095
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$96,071
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$95,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$95,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$95,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$95,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$94,474
EBAY INC 4% 07/15/2042$94,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$94,257
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$93,971
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$93,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$93,795
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$93,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$93,568
GILEAD SCIENCES INC 4.75% 03/01/2046$93,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$92,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$92,560
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$91,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$91,883
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$91,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$91,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$90,657
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$90,474
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$90,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$89,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$89,076
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$88,162
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$88,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$88,134
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$88,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,435
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$87,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,853
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$86,757
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$86,742
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,962
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$85,401
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$84,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$84,722
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$84,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$84,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$83,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$83,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$83,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$83,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$82,935
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$82,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$81,714
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$81,713
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$81,054
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$80,956
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$80,941
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$80,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$80,622
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$79,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$79,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$79,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$78,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$78,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$78,484
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$78,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,415
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$77,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.965% 06/01/2040$77,908
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,650
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$77,649
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$77,578
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$77,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$77,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$77,127
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$76,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$76,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$76,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$76,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$76,339
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$76,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$76,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$76,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$75,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$75,864
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$75,516
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$75,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$75,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$75,291
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$74,982
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$74,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$74,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$73,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$73,732
COMCAST CORP 2.75% 03/01/2023$73,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$72,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$72,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,252
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$72,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$72,010
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$71,396
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$71,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$71,213
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$71,155
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$71,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$71,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.495% 02/01/2041$71,052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$70,987
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$70,922
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$70,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$70,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,254
WILLIAMS PARTNERS LP 4% 09/15/2025$70,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$70,213
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$70,003
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$69,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$69,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$69,439
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$69,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$69,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$69,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$68,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$68,855
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$68,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$68,590
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$68,505
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$68,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$67,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$67,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$67,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$67,312
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$67,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$66,910
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$66,553
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$66,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$66,253
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$65,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$65,970
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$65,577
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$65,416
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$65,409
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$64,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$64,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.59% 08/01/2040$64,395
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$64,365
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$64,101
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$63,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$63,699
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$63,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$62,958
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$62,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$62,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$62,673
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$62,637
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$62,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.908% 02/01/2037$62,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$61,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$61,362
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$61,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$61,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$61,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$60,357
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$60,350
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$60,214
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$60,089
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$60,085
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$60,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$59,867
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$59,601
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$59,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$59,449
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$59,398
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,169
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$57,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$57,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$56,912
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-5 0.9% 09/10/2018$56,503
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$56,410
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$56,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$55,885
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$55,742
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$55,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$55,271
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,794
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$54,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$54,385
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$53,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$53,724
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$53,330
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$53,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$52,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$52,594
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$52,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$52,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$52,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$52,166
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$52,098
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$52,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$52,014
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,493
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$51,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$51,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$50,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$50,794
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$50,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$50,310
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$50,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,134
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$49,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$49,545
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$49,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$49,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$49,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$49,086
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$48,976
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$48,897
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$48,887
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$48,213
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$47,621
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$47,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$47,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$47,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$46,749
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$46,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$46,383
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$46,326
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$46,145
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$45,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$45,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2043$45,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$45,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$44,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$44,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$44,423
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$44,178
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$43,866
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$43,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$43,774
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$43,684
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$43,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$43,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$43,163
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$42,735
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$42,550
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$42,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$42,403
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.676% 12/01/2043$42,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$41,398
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,381
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$41,279
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,098
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$40,834
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$40,664
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$40,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$40,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$40,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,313
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,157
FEDERAL HOME LOAN MORTGAGE CORP 3.068% 06/01/2041$40,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$39,942
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,790
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,551
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$39,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$39,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$39,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$38,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$38,690
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,983
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$37,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$37,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$37,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$37,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$37,320
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$37,141
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$36,420
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$36,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$36,107
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$36,079
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$36,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,903
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,825
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$35,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$35,569
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$35,455
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$35,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$35,213
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$34,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$34,962
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$34,670
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$34,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$34,359
FEDERAL HOME LOAN MORTGAGE CORP 5.689% 02/01/2037$34,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$33,796
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$33,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$33,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,227
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$32,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$32,923
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$32,884
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$32,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$32,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,040
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$31,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$31,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,521
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$31,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$30,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,571
NEWMONT MINING CORP 6.25% 10/01/2039$30,570
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$30,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$29,623
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$29,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$29,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$29,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,217
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$29,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$28,849
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$28,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$28,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$28,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$27,939
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$27,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$27,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$26,993
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$26,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$26,515
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,507
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$25,663
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$25,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$25,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,193
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$25,157
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,592
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$24,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$24,170
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$23,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$23,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$23,590
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$23,533
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$23,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$23,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$23,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$22,886
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$22,869
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$22,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$22,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,669
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$22,306
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$22,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$21,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$21,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,185
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$20,912
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$20,898
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$20,567
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$20,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$20,487
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$20,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,119
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$20,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$19,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$19,871
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$19,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$19,665
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,549
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$19,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$19,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$19,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$18,873
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$18,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$17,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$17,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$16,953
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$16,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$16,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$16,432
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$16,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$15,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$15,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$15,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,457
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$15,318
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,071
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$15,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$15,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$15,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,815
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$14,800
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$14,693
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,674
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$14,549
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$14,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$14,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,439
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$13,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$13,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$12,814
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$12,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,862
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$11,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,475
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$11,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$10,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$10,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$10,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$10,425
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$10,103
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$9,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$9,939
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,902
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$9,826
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$9,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,041
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$8,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$8,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,550
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$7,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,426
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$7,261
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$7,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,713
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,413
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$6,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$5,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$5,130
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,771
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,447
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$4,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,854
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,607
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,332
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,044
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,726
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$2,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,560
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$2,523
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,515
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,608
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$1,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,419
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,356
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,308
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,177
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$953
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$799
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$240
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$149
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$91
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$62
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$13
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% TBA$-104,719
FEDERAL HOME LOAN MORTGAGE CORP 3.5% TBA$-158,640
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-161,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% TBA$-205,711
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% TBA$-212,328
FEDERAL HOME LOAN MORTGAGE CORP 4% TBA$-214,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% TBA$-345,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-355,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% TBA$-412,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% TBA$-433,438
FEDERAL HOME LOAN MORTGAGE CORP 5% TBA$-441,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% TBA$-665,062
FEDERAL HOME LOAN MORTGAGE CORP 4.5% TBA$-1,257,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% TBA$-1,444,625
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$93,181,379
FINANCING 8.6% 09/19$611,524
 
Other
Holding NameMarket Value
USD$-27,865
All Holdings As of Jul 31, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/15/2046 TBA$25,668,809
FANNIE MAE POOL 3.5% 08/25/2046 TBA$22,207,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/25/2046 TBA$10,051,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2046 TBA$9,479,775
FANNIE MAE POOL 3% 08/25/2046 TBA$7,753,238
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,737,663
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,238,558
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,129,564
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/15/2046 TBA$7,045,124
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,853,572
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,830,437
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,652,385
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,430,541
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$6,315,289
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,140,562
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,111,075
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,904,444
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$5,839,536
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,835,676
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,717,631
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,644,156
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$5,562,200
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,552,683
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,362,679
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,255,201
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$5,237,737
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,231,250
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,184,038
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,158,346
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,056,741
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,966,497
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,923,548
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,920,384
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,827,358
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,786,696
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,779,452
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,771,086
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,764,123
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,745,655
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,700,461
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,610,894
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,516,399
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,473,458
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$4,386,671
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,371,870
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,348,658
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,311,715
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$4,218,810
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,188,672
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$4,124,644
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$4,120,185
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$4,117,618
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,108,672
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,108,204
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,013,672
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$4,006,134
UNITED STATES TREASURY NOTE/BOND .75% 04/30/2018$4,005,780
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,988,635
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,917,375
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,885,041
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,873,298
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,850,443
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,804,310
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,766,003
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,757,136
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,727,582
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$3,724,222
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,714,840
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,663,842
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,619,117
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,599,417
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,519,481
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,518,869
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,513,321
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$3,506,985
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,488,925
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,460,231
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,433,105
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,411,641
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,406,409
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,376,734
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,293,952
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$3,275,110
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,262,207
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,256,807
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,253,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,229,089
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,226,044
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,213,615
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,191,541
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,148,173
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,142,383
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,140,891
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,120,162
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,099,561
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,098,319
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,091,251
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$3,081,023
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,063,563
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,036,561
UNITED STATES TREASURY NOTE/BOND .875% 04/15/2019$3,011,073
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,988,642
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,977,038
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,971,897
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,936,333
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,935,800
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,920,748
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,913,870
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,884,166
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,878,231
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,851,706
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$2,840,507
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,828,483
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,826,958
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,814,776
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,780,209
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,757,843
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,713,484
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,700,551
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,700,550
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,696,794
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,629,738
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,614,153
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,610,020
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,585,152
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,561,901
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,543,763
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,513,858
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,502,264
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,495,476
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,457,606
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,456,546
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,442,146
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,440,661
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,436,402
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,434,859
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,424,677
UNITED STATES TREASURY NOTE/BOND .75% 01/31/2018$2,418,726
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,380,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,370,999
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,348,381
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,348,363
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,346,439
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,334,530
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$2,334,081
UNITED STATES TREASURY NOTE/BOND .875% 03/31/2018$2,333,265
UNITED STATES TREASURY NOTE/BOND .625% 06/30/2018$2,293,476
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,272,961
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,252,081
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,224,014
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,187,845
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$2,160,418
UNITED STATES TREASURY NOTE/BOND .875% 05/15/2019$2,152,583
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,148,860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,143,847
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,136,942
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,134,497
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$2,126,956
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,126,374
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,112,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,108,660
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,080,736
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$2,052,755
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,030,923
FEDERAL HOME LOAN MORTGAGE CORP .875% 03/07/2018$2,003,768
UNITED STATES TREASURY NOTE/BOND .75% 02/15/2019$2,001,524
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,982,563
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,971,138
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,941,346
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,922,963
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,914,845
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,875,005
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,864,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,849,212
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,842,189
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,817,255
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,805,911
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$1,795,195
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$1,792,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,766,079
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,748,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,719,796
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,711,698
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,685,435
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,680,613
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,661,687
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,654,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,651,145
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$1,641,282
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,632,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,626,041
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,622,388
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,611,222
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,600,966
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,581,750
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,579,435
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,577,568
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$1,574,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,562,971
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,551,046
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,549,180
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,536,140
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$1,534,213
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,523,379
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,521,562
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,518,520
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,507,440
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,505,186
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,504,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,503,569
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,486,458
REPUBLIC OF POLAND 5.125% 04/21/2021$1,483,784
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,467,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,452,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,439,704
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,404,606
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,387,786
CITIGROUP INC 4.05% 07/30/2022$1,382,506
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,369,421
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,367,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,353,811
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,335,425
KFW 4.375% 03/15/2018$1,321,028
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,308,081
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,289,682
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,286,068
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.3% 03/12/2020$1,279,701
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,275,508
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/15/2046 TBA$1,273,904
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,267,711
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,251,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,250,250
AT&T INC 3.9% 03/11/2024$1,236,588
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,220,781
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,217,112
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,217,110
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,215,774
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,212,748
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,205,504
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,198,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,187,481
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,184,804
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,169,339
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,168,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,157,370
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,155,062
KFW 4% 01/27/2020$1,154,668
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,138,990
KFW 1.875% 06/30/2020$1,131,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,130,497
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,128,368
PETROLEOS MEXICANOS 8% 05/03/2019$1,126,800
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,126,268
UNITED MEXICAN STATES 5.95% 03/19/2019$1,115,250
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,114,228
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,109,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,108,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,107,916
WESTPAC BANKING CORP 4.875% 11/19/2019$1,106,724
MORGAN STANLEY 4.875% 11/01/2022$1,105,577
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,100,522
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,099,814
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,098,839
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,097,694
MEDTRONIC INC 3.5% 03/15/2025$1,096,326
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,094,877
BANK ONE CORP 8% 04/29/2027$1,094,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,091,067
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,089,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,083,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,078,978
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016 3.314% 04/10/2049$1,078,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,077,093
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.29% 05/15/2048$1,075,997
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,075,960
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,075,911
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,074,303
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,073,511
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,071,550
GENERAL ELECTRIC CO 3.1% 01/09/2023$1,070,112
PFIZER INC 3% 06/15/2023$1,069,773
BANK OF AMERICA CORP 5.65% 05/01/2018$1,069,397
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,065,134
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,063,767
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,060,641
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,057,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,056,892
CITIGROUP INC 6.625% 06/15/2032$1,054,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,044,398
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$1,043,354
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,042,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,041,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,039,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,039,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$1,038,843
CITIGROUP INC 3.3% 04/27/2025$1,035,119
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,034,121
PACIFICORP 6% 01/15/2039$1,033,202
ORACLE CORP 2.25% 10/08/2019$1,033,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,032,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$1,032,719
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,030,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,029,543
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,028,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,026,883
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,025,757
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,024,687
MORGAN STANLEY 2.5% 01/24/2019$1,023,400
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,020,661
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,019,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,019,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,017,574
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,016,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,016,987
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$1,015,925
WAL-MART STORES INC 5.25% 09/01/2035$1,015,193
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$1,014,766
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,014,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$1,013,838
COCA-COLA CO/THE 1.65% 03/14/2018$1,012,683
KFW .875% 04/19/2018$1,011,272
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,011,173
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,010,813
BANK OF AMERICA NA 1.65% 03/26/2018$1,006,450
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$1,005,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,005,298
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,004,973
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,004,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$1,004,101
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,003,992
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,003,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$1,003,246
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,002,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,002,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,002,294
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$1,002,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,002,210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,002,155
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$1,001,770
COLGATE-PALMOLIVE CO .9% 05/01/2018$1,001,254
FEDERAL HOME LOAN MORTGAGE CORP 4.186% 12/25/2020$1,000,511
FEDERAL HOME LOAN MORTGAGE CORP .75% 04/09/2018$999,894
FEDERAL FARM CREDIT BANK .75% 04/18/2018$999,537
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$998,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$998,005
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$997,672
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$993,545
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$993,023
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$992,399
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$988,277
STATE OF CALIFORNIA 7.625% 03/01/2040$982,686
AMERICAN EXPRESS CO 7% 03/19/2018$981,604
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$977,081
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$975,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$973,467
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$965,593
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$964,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$962,179
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$956,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$954,557
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$951,103
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$951,075
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.586% 04/25/2023$941,252
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$940,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$934,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$933,802
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$933,365
REPUBLIC OF TURKEY 4.875% 04/16/2043$929,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$921,713
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$915,960
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$914,934
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$910,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$909,384
WAL-MART STORES INC 4.3% 04/22/2044$907,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$907,538
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$903,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$901,808
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$901,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$899,198
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$892,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$892,086
UNITED MEXICAN STATES 8.3% 08/15/2031$891,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$889,181
KERR-MCGEE CORP 7.875% 09/15/2031$886,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$883,927
BANK OF AMERICA CORP 4.875% 04/01/2044$881,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$875,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$873,712
WELLS FARGO & CO 4.48% 01/16/2024$870,813
MCDONALD'S CORP 4.6% 05/26/2045$869,049
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$867,489
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$866,356
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 4.418% 11/15/2035$866,210
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$858,514
UNITED MEXICAN STATES 4.75% 03/08/2044$858,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$857,883
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$855,451
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$854,461
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$854,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$851,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$849,073
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$844,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$843,860
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$843,522
WASTE MANAGEMENT INC 4.75% 06/30/2020$841,869
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$834,991
MICROSOFT CORP 3.625% 12/15/2023$832,558
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$832,519
TIME WARNER INC 4.05% 12/15/2023$831,245
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$831,011
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$830,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$829,722
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$828,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$825,849
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,215
BPCE SA 4% 04/15/2024$825,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$824,157
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$823,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$823,240
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 3.373% 11/15/2025$823,237
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 4.42% 06/15/2021$821,158
RAYTHEON CO 6.75% 03/15/2018$820,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$819,892
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$819,341
STATE OF CALIFORNIA 7.55% 04/01/2039$817,445
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$812,373
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.75% 04/19/2023$811,715
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$811,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$811,377
MORGAN STANLEY 4% 07/23/2025$810,209
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$808,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$804,813
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$802,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$802,529
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$799,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$797,196
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$795,679
ORANGE SA 9% 03/01/2031$795,503
AT&T INC 4.5% 05/15/2035$794,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$791,443
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$785,506
JUNIPER NETWORKS INC 4.35% 06/15/2025$784,919
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$784,490
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$783,783
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$783,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$783,403
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$783,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$783,153
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$782,899
REPUBLIC OF TURKEY 8% 02/14/2034$782,418
NEW JERSEY TURNPIKE AUTHORITY 7.102% 01/01/2041$780,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$779,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$779,006
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 2.342% 11/15/2020$778,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$777,807
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$776,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$772,478
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$772,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$771,567
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$771,431
TYSON FOODS INC 2.65% 08/15/2019$771,141
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$770,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$769,926
CVS HEALTH CORP 2.25% 12/05/2018$769,112
GENERAL ELECTRIC CO 6.875% 01/10/2039$769,101
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$768,748
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$768,524
HOME DEPOT INC/THE 5.875% 12/16/2036$767,358
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$767,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$766,808
GILEAD SCIENCES INC 2.05% 04/01/2019$766,754
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$766,448
WELLS FARGO & CO 2.15% 01/30/2020$765,590
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$765,509
CANADA 1.625% 02/27/2019$765,020
VIACOM INC 4.5% 03/01/2021$763,165
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$762,963
AT&T INC 4.35% 06/15/2045$762,097
WESTPAC BANKING CORP 2.1% 05/13/2021$761,986
BARCLAYS PLC 3.25% 01/12/2021$761,801
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$761,679
EUROPEAN INVESTMENT BANK 2% 03/15/2021$760,273
CITIGROUP INC 2.15% 07/30/2018$759,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$758,580
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$755,397
KFW 2% 05/02/2025$754,643
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$754,569
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$754,195
REPUBLIC OF TURKEY 3.25% 03/23/2023$753,428
BANK OF MONTREAL 1.4% 04/10/2018$752,655
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$752,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/25/2031 TBA$750,970
DEUTSCHE BANK AG 3.375% 05/12/2021$750,080
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$749,785
DOW CHEMICAL CO/THE 8.55% 05/15/2019$749,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$748,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$746,039
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$743,912
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$743,711
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$741,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$741,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$739,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$739,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$737,638
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$737,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$736,939
TRAVELERS COS INC/THE 6.75% 06/20/2036$736,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$736,524
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$736,020
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$735,677
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$734,985
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$734,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$733,522
JPMORGAN CHASE & CO 2.4% 06/07/2021$733,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$731,572
PETROLEOS MEXICANOS 5.5% 06/27/2044$727,912
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$727,272
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$726,656
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$726,544
ABBOTT LABORATORIES 2.95% 03/15/2025$726,356
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$724,889
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$724,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$723,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$719,723
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$718,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$718,701
CIGNA CORP 4.5% 03/15/2021$717,958
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$717,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$716,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$715,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$715,493
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$714,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$714,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$713,450
GRUPO TELEVISA SAB 5% 05/13/2045$712,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$712,678
EXXON MOBIL CORP 1.708% 03/01/2019$711,341
CVS HEALTH CORP 3.875% 07/20/2025$709,823
COMCAST CORP 6.45% 03/15/2037$705,611
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$703,695
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$701,411
UNION PACIFIC CORP 4.821% 02/01/2044$695,519
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$694,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$694,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$693,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$691,833
MORGAN STANLEY 5.75% 01/25/2021$691,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$691,418
CISCO SYSTEMS INC 5.9% 02/15/2039$691,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$689,333
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$687,784
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$686,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$685,284
REPUBLIC OF PERU 6.55% 03/14/2037$685,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$683,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$683,235
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$681,926
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$681,034
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$680,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$675,426
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$675,197
PEPSICO INC 5.5% 01/15/2040$672,306
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 6.02% 06/15/2026$670,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$670,225
CHEVRON CORP 1.79% 11/16/2018$670,212
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$670,097
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$669,995
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$669,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$669,498
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$668,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$667,766
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$667,727
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$666,412
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$666,370
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$666,297
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$665,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$665,192
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$664,965
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$663,528
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$659,487
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$658,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$653,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$653,129
LOCKHEED MARTIN CORP 4.5% 05/15/2036$650,144
SUNCOR ENERGY INC 7.15% 02/01/2032$650,118
CELGENE CORP 4.625% 05/15/2044$649,994
NEXEN ENERGY ULC 6.4% 05/15/2037$649,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$648,914
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$647,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$647,228
FEDERAL HOME LOAN MORTGAGE CORP 2.15% 08/01/2043$647,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$647,002
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$646,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$644,922
ALTRIA GROUP INC 9.25% 08/06/2019$644,781
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$643,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$640,897
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$639,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$637,019
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$636,851
AT&T INC 6.375% 03/01/2041$636,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$635,615
KENTUCKY UTILITIES CO 5.125% 11/01/2040$633,956
UNITED MEXICAN STATES 6.05% 01/11/2040$633,125
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$632,432
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$632,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$631,360
CHARTER COMMUNICATIONS OPERATING LLC / C 4.908% 07/23/2025$630,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$630,377
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$627,351
MORGAN STANLEY 3.125% 07/27/2026$625,749
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$625,508
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$624,455
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$623,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$621,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$619,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$619,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2046$614,468
MEDTRONIC INC 4.625% 03/15/2045$613,255
ORACLE CORP 5.375% 07/15/2040$612,776
INTERNATIONAL PAPER CO 7.5% 08/15/2021$612,204
BANK OF AMERICA CORP 2.625% 04/19/2021$612,138
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$611,844
BNP PARIBAS SA 2.4% 12/12/2018$611,672
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$611,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$611,481
JPMORGAN CHASE & CO 4.85% 02/01/2044$610,860
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$610,848
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$610,377
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$609,531
AT&T INC 5.8% 02/15/2019$608,871
AT&T INC 6.15% 09/15/2034$607,188
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$606,268
PRECISION CASTPARTS CORP 4.375% 06/15/2045$606,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$605,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,369
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$599,106
FINANCING CORP 9.65% 11/02/2018$598,672
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$596,472
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$595,488
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$593,495
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$593,301
AETNA INC 2.4% 06/15/2021$591,884
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,517
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$589,929
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$589,032
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$587,694
FEDEX CORP 4.75% 11/15/2045$587,450
COMM 2013-CCRE11 MORTGAGE TRUST 5.162% 10/10/2046$586,449
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$585,845
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$584,827
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$584,104
ACTAVIS FUNDING SCS 3% 03/12/2020$583,065
CATERPILLAR INC 4.75% 05/15/2064$582,129
CMS ENERGY CORP 4.7% 03/31/2043$581,971
TIME WARNER CABLE INC 8.75% 02/14/2019$581,768
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$580,584
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$579,979
METLIFE INC 7.717% 02/15/2019$578,586
NOVARTIS CAPITAL CORP 4% 11/20/2045$578,270
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$577,265
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$576,572
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$576,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$576,472
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$576,250
TIME WARNER INC 7.7% 05/01/2032$575,499
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$574,689
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$572,823
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$571,423
HALLIBURTON CO 7.45% 09/15/2039$571,146
REPUBLIC OF POLAND 6.375% 07/15/2019$570,252
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/15/2031 TBA$570,238
GENERAL ELECTRIC CO 5.5% 01/08/2020$569,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$568,588
REPUBLIC OF ITALY 6.875% 09/27/2023$568,526
KEYCORP 5.1% 03/24/2021$567,778
BANK OF AMERICA CORP 5.625% 07/01/2020$567,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$567,346
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$567,088
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$566,487
FEDEX CORP 4.55% 04/01/2046$566,420
ALTRIA GROUP INC 4% 01/31/2024$566,072
GILEAD SCIENCES INC 4.5% 02/01/2045$565,828
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$565,810
NATIONAL CITY CORP 6.875% 05/15/2019$565,714
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$565,591
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$565,224
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$565,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$564,944
ACTAVIS INC 6.125% 08/15/2019$564,594
CISCO SYSTEMS INC 3.5% 06/15/2025$564,186
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$563,938
NISOURCE FINANCE CORP 5.45% 09/15/2020$563,381
JPMORGAN CHASE & CO 6.3% 04/23/2019$563,112
AMAZON.COM INC 3.8% 12/05/2024$562,475
VALERO ENERGY CORP 6.625% 06/15/2037$560,660
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$560,523
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$560,021
REPUBLIC OF TURKEY 7.5% 11/07/2019$559,657
CSX CORP 4.5% 08/01/2054$559,515
BLACKROCK INC 4.25% 05/24/2021$559,334
WELLS FARGO & CO 4.6% 04/01/2021$558,931
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$557,674
UNION PACIFIC CORP 3.75% 03/15/2024$557,285
ACTAVIS FUNDING SCS 4.75% 03/15/2045$556,175
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$556,056
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$555,947
WESTERN UNION CO/THE 5.253% 04/01/2020$554,630
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$554,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$554,381
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 3.7% 11/16/2025$554,053
AT&T INC 4.45% 05/15/2021$553,351
CITIGROUP INC 4.5% 01/14/2022$553,274
BB&T CORP 5.25% 11/01/2019$553,155
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$552,404
DEERE & CO 4.375% 10/16/2019$552,160
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$551,464
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$551,263
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$551,250
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$550,388
DEVON ENERGY CORP 5.85% 12/15/2025$550,267
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$550,062
TIME WARNER INC 3.875% 01/15/2026$550,007
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$549,867
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$549,673
EMERSON ELECTRIC CO 5% 04/15/2019$549,354
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$548,631
CISCO SYSTEMS INC 4.95% 02/15/2019$548,344
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$547,986
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$547,930
REPUBLIC OF PERU 7.35% 07/21/2025$547,000
GILEAD SCIENCES INC 3.65% 03/01/2026$546,131
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$546,040
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$545,767
EXELON CORP 3.95% 06/15/2025$545,093
BECTON DICKINSON AND CO 3.734% 12/15/2024$544,925
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$544,899
BANK OF AMERICA CORP 6.875% 04/25/2018$544,726
BARCLAYS PLC 4.375% 01/12/2026$544,640
AMGEN INC 6.15% 06/01/2018$544,119
CATERPILLAR INC 3.4% 05/15/2024$543,508
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$543,241
VULCAN MATERIALS CO 4.5% 04/01/2025$542,500
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$542,429
ELI LILLY & CO 3.7% 03/01/2045$542,147
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$542,014
MORGAN STANLEY 6.625% 04/01/2018$541,896
AT&T INC 5.5% 02/01/2018$541,820
BLACKROCK INC 3.375% 06/01/2022$541,787
ONE GAS INC 3.61% 02/01/2024$541,330
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$541,306
MCCORMICK & CO INC/MD 3.25% 11/15/2025$541,289
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$540,833
BANK OF AMERICA CORP 4% 04/01/2024$540,209
MEDTRONIC INC 4.375% 03/15/2035$540,031
ORACLE CORP 5.75% 04/15/2018$539,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$539,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$539,308
APACHE CORP 5.25% 02/01/2042$539,221
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$539,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$538,894
CITIGROUP INC 4.6% 03/09/2026$538,754
NORTHERN TRUST CORP 3.375% 08/23/2021$538,727
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$538,544
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$538,298
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$538,292
GENERAL MOTORS CO 5.2% 04/01/2045$538,218
JOHNSON CONTROLS INC 3.625% 07/02/2024$538,033
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$537,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$537,673
TRINITY ACQUISITION PLC 4.625% 08/15/2023$537,405
UNITEDHEALTH GROUP INC 6% 02/15/2018$537,204
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$537,190
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$537,064
XEROX CORP 6.35% 05/15/2018$536,862
HSBC HOLDINGS PLC 4.3% 03/08/2026$536,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$536,636
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$536,549
TIME WARNER CABLE INC 4.5% 09/15/2042$536,226
TARGET CORP 6% 01/15/2018$536,218
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$536,212
PEPSICO INC 3% 08/25/2021$535,786
KFW 4.5% 07/16/2018$535,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$535,624
ALLSTATE CORP/THE 3.15% 06/15/2023$534,729
HSBC HOLDINGS PLC 4% 03/30/2022$533,355
PETROLEOS MEXICANOS 5.5% 01/21/2021$533,125
KFW 2.75% 10/01/2020$532,630
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$532,571
MCDONALD'S CORP 5.35% 03/01/2018$532,520
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$532,507
VISA INC 3.15% 12/14/2025$532,273
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$532,180
VISA INC 2.2% 12/14/2020$531,871
KFW 2.75% 09/08/2020$531,642
METLIFE INC 3.6% 04/10/2024$531,402
CONSUMERS ENERGY CO 3.125% 08/31/2024$531,401
EXXON MOBIL CORP 3.043% 03/01/2026$531,383
MORGAN STANLEY 5.95% 12/28/2017$531,267
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$531,266
UNITED MEXICAN STATES 3.5% 01/21/2021$531,250
KFW 1.625% 03/15/2021$530,799
LLOYDS BANK PLC 3.5% 05/14/2025$529,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$529,299
STATOIL ASA 3.15% 01/23/2022$529,218
APPLE INC 2.85% 05/06/2021$528,994
SYNCHRONY FINANCIAL 4.25% 08/15/2024$528,909
MYLAN NV 3.75% 12/15/2020$528,793
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$528,764
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$528,755
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$528,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$528,278
COMCAST CORP 2.85% 01/15/2023$528,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$527,517
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$527,000
CHARTER COMMUNICATIONS OPERATING LLC / C 3.579% 07/23/2020$526,875
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$526,844
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$526,815
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$526,290
JPMORGAN CHASE BANK NA 6% 10/01/2017$526,274
KIMBERLY-CLARK CORP 6.125% 08/01/2017$526,144
VERISK ANALYTICS INC 4% 06/15/2025$525,822
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$525,412
WAL-MART STORES INC 2.55% 04/11/2023$525,045
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$524,845
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$524,293
JPMORGAN CHASE & CO 3.2% 01/25/2023$523,627
BANK OF AMERICA CORP 3.5% 04/19/2026$523,073
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$522,870
KFW 2.125% 01/17/2023$522,529
AMERICAN TOWER CORP 4.5% 01/15/2018$522,514
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$522,057
BANK OF AMERICA CORP 3.3% 01/11/2023$521,843
HSBC HOLDINGS PLC 4.25% 03/14/2024$521,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$521,439
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$521,358
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$521,214
BED BATH & BEYOND INC 3.749% 08/01/2024$521,201
BANK OF AMERICA CORP 4% 01/22/2025$520,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$520,312
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$520,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$519,925
DOW CHEMICAL CO/THE 3% 11/15/2022$519,877
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$519,836
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$519,568
PETROLEOS MEXICANOS 6.625% 06/15/2035$519,475
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$519,220
KFW 2% 10/04/2022$518,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$518,405
CHEVRON CORP 2.954% 05/16/2026$517,817
ECOPETROL SA 4.25% 09/18/2018$517,500
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$516,747
GENERAL MOTORS CO 3.5% 10/02/2018$516,541
TELEFONICA EUROPE BV 8.25% 09/15/2030$515,856
BB&T CORP 2.45% 01/15/2020$515,745
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$515,729
SHELL INTERNATIONAL FINANCE BV 4% 05/10/2046$515,664
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$515,562
MOODY'S CORP 2.75% 07/15/2019$515,561
GENERAL ELECTRIC CO 2.3% 01/14/2019$515,526
JM SMUCKER CO/THE 2.5% 03/15/2020$514,910
ALTRIA GROUP INC 4.25% 08/09/2042$514,818
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$514,602
YALE UNIVERSITY 2.086% 04/15/2019$514,559
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$514,519
GENERAL DYNAMICS CORP 2.25% 11/15/2022$514,480
LOCKHEED MARTIN CORP 2.5% 11/23/2020$514,342
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$514,243
AETNA INC 3.2% 06/15/2026$513,652
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$513,137
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$512,933
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$512,881
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$512,650
KFW 1.875% 04/01/2019$512,483
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$512,427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$512,340
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$512,250
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$512,166
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$511,895
FEDERAL HOME LOAN MORTGAGE CORP 2.398% 10/01/2043$511,631
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$511,391
SOUTHERN CO/THE 2.15% 09/01/2019$511,368
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$511,173
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$511,058
PNC BANK NA 2.7% 11/01/2022$510,985
CITIGROUP INC 4.125% 07/25/2028$510,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$510,695
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$510,616
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$510,547
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$510,499
SYSCO CORP 2.6% 06/12/2022$510,489
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$510,435
MUFG UNION BANK NA 2.625% 09/26/2018$510,415
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$510,174
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$510,077
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$510,023
PETROLEOS MEXICANOS 4.875% 01/18/2024$510,000
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$509,886
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$509,657
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$509,523
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$509,135
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$508,501
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$508,302
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$508,222
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$507,669
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.05% 03/15/2019$507,604
CVS HEALTH CORP 1.9% 07/20/2018$507,530
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$507,517
HSBC USA INC 2.375% 11/13/2019$507,185
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$506,916
AETNA INC 1.9% 06/07/2019$506,900
WESTPAC BANKING CORP 1.95% 11/23/2018$506,434
ROYAL BANK OF CANADA 2% 12/10/2018$505,825
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$505,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$505,508
JPMORGAN CHASE & CO 2.95% 10/01/2026$505,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$505,485
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$505,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$505,404
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$505,294
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$505,272
HSBC USA INC 2.25% 06/23/2019$505,038
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$504,991
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$504,870
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$504,528
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$504,495
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,337
DOLLAR GENERAL CORP 1.875% 04/15/2018$504,197
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$504,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$503,840
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$503,802
VALE OVERSEAS LTD 4.625% 09/15/2020$503,760
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$503,708
WELLS FARGO & CO 2.1% 07/26/2021$502,656
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$502,645
WELLS FARGO & CO 1.5% 01/16/2018$502,640
CHEVRON CORP 1.345% 11/15/2017$502,440
PRECISION CASTPARTS CORP 1.25% 01/15/2018$502,193
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$502,052
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,850
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$501,638
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,511
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$501,380
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,280
TORONTO-DOMINION BANK/THE 1.45% 08/13/2019$501,181
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$501,134
STATOIL ASA 1.25% 11/09/2017$500,943
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,715
UBS AG/STAMFORD CT 1.375% 08/14/2017$500,622
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$500,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,148
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$499,982
SOUTHERN COPPER CORP 5.875% 04/23/2045$499,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$499,146
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$498,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$497,826
REPUBLIC OF PANAMA 5.2% 01/30/2020$497,025
CONOCOPHILLIPS CO 4.3% 11/15/2044$496,544
EMC CORP 1.875% 06/01/2018$495,841
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$495,477
SUMITOMO MITSUI FINANCIAL GROUP INC 2.632% 07/14/2026$494,740
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$494,552
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$493,262
COUNTY OF COOK IL 6.229% 11/15/2034$493,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$492,987
APPLE INC 4.375% 05/13/2045$492,717
MARATHON PETROLEUM CORP 5.85% 12/15/2045$492,436
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 10/05/2018$491,789
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$490,902
AGRIUM INC 6.125% 01/15/2041$490,119
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$490,085
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$489,519
TARGET CORP 6.35% 11/01/2032$489,009
STATE OF ILLINOIS 5.1% 06/01/2033$488,965
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$488,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$484,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$483,398
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$482,927
MARATHON OIL CORP 5.9% 03/15/2018$476,988
MCKESSON CORP 4.883% 03/15/2044$475,942
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$475,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$475,567
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$475,562
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$475,364
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$474,225
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$471,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$471,256
INTERNATIONAL BANK FOR RECONSTRUCTION & .875% 07/19/2018$470,916
KFW 0% 04/18/2036$470,707
BOSTON PROPERTIES LP 3.125% 09/01/2023$470,279
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$470,200
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$468,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$468,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$467,136
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$465,490
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$465,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$464,825
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$463,960
HSBC HOLDINGS PLC 2.95% 05/25/2021$463,328
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$463,238
HOME DEPOT INC/THE 2% 04/01/2021$462,732
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$462,207
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$462,064
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 3.15% 10/01/2026$460,863
BANK OF AMERICA CORP 5.875% 01/05/2021$460,762
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$460,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$457,172
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$456,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$455,842
PROGRESS ENERGY INC 7.05% 03/15/2019$454,595
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$454,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$453,986
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$453,953
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$453,813
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$453,271
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$453,264
BNP PARIBAS SA 5% 01/15/2021$452,844
REYNOLDS AMERICAN INC 4.45% 06/12/2025$452,428
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$452,326
CHARTER COMMUNICATIONS OPERATING LLC / C 6.834% 10/23/2055$451,926
LOWE'S COS INC 4.25% 09/15/2044$451,678
APPLE INC 2% 05/06/2020$451,597
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$450,887
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$450,649
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$450,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$450,144
MOSAIC CO/THE 5.625% 11/15/2043$449,842
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$449,622
CITIGROUP INC 8.125% 07/15/2039$448,008
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$447,784
JPMORGAN CHASE & CO 4.5% 01/24/2022$447,592
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$446,571
AMERICA MOVIL SAB DE CV 5% 03/30/2020$446,228
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$446,148
STATE OF ISRAEL 4% 06/30/2022$445,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$445,352
STATE STREET CORP 3.7% 11/20/2023$444,658
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$444,546
STATE OF ISRAEL 5.5% 04/26/2024$444,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$442,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$442,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$442,454
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$442,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$441,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$441,326
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$441,202
PHILLIPS 66 4.3% 04/01/2022$441,000
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$440,225
CISCO SYSTEMS INC 2.45% 06/15/2020$439,118
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$439,019
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$437,696
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$437,055
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$436,981
CLOROX CO/THE 3.8% 11/15/2021$436,952
COMCAST CORP 7.05% 03/15/2033$436,904
CSX CORP 6% 10/01/2036$436,214
AMGEN INC 3.625% 05/22/2024$435,962
APPLE INC 3.45% 05/06/2024$435,699
COMCAST CORP 3.375% 08/15/2025$435,526
HSBC BANK USA NA 4.875% 08/24/2020$434,644
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$433,834
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$433,663
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$433,254
EXXON MOBIL CORP 3.176% 03/15/2024$433,230
CARNIVAL CORP 3.95% 10/15/2020$433,180
AFLAC INC 3.625% 06/15/2023$432,798
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$432,691
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$431,733
ABBVIE INC 2.5% 05/14/2020$431,415
HUMANA INC 3.85% 10/01/2024$430,294
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$430,158
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$429,866
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$429,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$429,075
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$429,003
LAZARD GROUP LLC 4.25% 11/14/2020$428,895
PEPSICO INC 5% 06/01/2018$428,708
NASDAQ INC 4.25% 06/01/2024$428,470
DIGNITY HEALTH 3.812% 11/01/2024$428,218
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$427,460
CORNING INC 4.75% 03/15/2042$426,094
CHEVRON CORP 3.191% 06/24/2023$425,288
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$425,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$425,014
PPG INDUSTRIES INC 3.6% 11/15/2020$424,939
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$424,401
WESTAR ENERGY INC 4.625% 09/01/2043$424,079
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$423,948
PEPSICO INC 2.75% 03/01/2023$423,822
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$423,568
MORGAN STANLEY 3.7% 10/23/2024$423,391
KROGER CO/THE 2.95% 11/01/2021$423,317
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$422,618
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$422,610
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$422,601
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$422,451
BANK OF AMERICA CORP 4.25% 10/22/2026$422,436
HCP INC 4.25% 11/15/2023$421,483
WELLS FARGO BANK NA 6.6% 01/15/2038$421,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$420,818
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$420,633
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$419,943
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$419,917
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$419,902
NEWMONT MINING CORP 3.5% 03/15/2022$419,841
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$419,724
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$419,444
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$419,424
AMEREN ILLINOIS CO 2.7% 09/01/2022$419,363
GOLDCORP INC 3.625% 06/09/2021$419,214
ITAU CORPBANCA 3.875% 09/22/2019$419,029
BNP PARIBAS SA 4.25% 10/15/2024$418,964
WELLS FARGO & CO 5.375% 11/02/2043$418,945
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$418,869
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$418,783
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$418,369
AON PLC 3.5% 06/14/2024$418,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$418,061
US BANCORP 3.1% 04/27/2026$417,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$417,720
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$417,629
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$417,517
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$417,369
AMERICAN TOWER CORP 3.5% 01/31/2023$416,832
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$416,744
ASSOCIATED BANC-CORP 4.25% 01/15/2025$416,658
DEVON ENERGY CORP 7.95% 04/15/2032$416,269
MORGAN STANLEY 6.375% 07/24/2042$416,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$416,054
WELLS FARGO & CO 3.9% 05/01/2045$414,653
ABBVIE INC 3.6% 05/14/2025$414,336
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$413,725
AON PLC 4.45% 05/24/2043$413,092
EASTMAN CHEMICAL CO 2.7% 01/15/2020$413,050
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$412,212
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$412,023
INTESA SANPAOLO SPA 3.875% 01/15/2019$411,695
ORACLE CORP 2.5% 10/15/2022$411,647
HOME DEPOT INC/THE 2% 06/15/2019$411,401
WELLS FARGO & CO 3% 04/22/2026$411,398
PRAXAIR INC 2.2% 08/15/2022$411,012
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$410,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$410,558
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$410,410
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$410,400
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$409,899
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$409,704
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$409,128
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$408,876
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$408,654
PFIZER INC 4.4% 05/15/2044$408,584
LOWE'S COS INC 5.8% 04/15/2040$408,571
STARBUCKS CORP 2% 12/05/2018$408,570
BAIDU INC 2.75% 06/09/2019$408,400
WEYERHAEUSER CO 7.375% 03/15/2032$408,249
CHEVRON CORP 2.355% 12/05/2022$408,241
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$408,206
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 05/24/2021$407,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$407,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$406,653
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$406,375
ARROW ELECTRONICS INC 3% 03/01/2018$406,154
HISTORIC TW INC 9.15% 02/01/2023$405,969
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$405,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$405,688
COMMONWEALTH EDISON CO 5.9% 03/15/2036$405,636
HIGHWOODS REALTY LP 3.2% 06/15/2021$405,398
XLIT LTD 2.3% 12/15/2018$405,384
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$405,309
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$405,234
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$405,085
BANK ONE CORP 7.625% 10/15/2026$405,025
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$405,006
LLOYDS BANK PLC 2.35% 09/05/2019$404,871
REYNOLDS AMERICAN INC 6.15% 09/15/2043$404,701
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$404,531
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$404,456
CF INDUSTRIES INC 3.45% 06/01/2023$404,114
RYDER SYSTEM INC 2.35% 02/26/2019$403,876
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$403,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$403,421
SANTANDER UK PLC 2.35% 09/10/2019$403,284
BARCLAYS PLC 2.75% 11/08/2019$403,235
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$402,811
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$402,700
INTEL CORP 1.35% 12/15/2017$402,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$402,226
BB&T CORP 1.6% 08/15/2017$402,220
GENERAL MILLS INC 1.4% 10/20/2017$402,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$402,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$402,015
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$401,730
PNC BANK NA 1.5% 10/18/2017$401,554
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$401,553
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,278
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$401,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$401,113
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$400,741
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$400,679
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$398,935
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$398,659
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$397,807
WELLS FARGO & CO 4.9% 11/17/2045$397,616
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$397,456
AMERICAN AIRLINES 2016-1 CLASS AA PASS T 3.575% 07/15/2029$397,237
AMGEN INC 4.563% 06/15/2048$397,088
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$395,722
PSEG POWER LLC 8.625% 04/15/2031$395,688
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$395,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$395,034
METHANEX CORP 3.25% 12/15/2019$394,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$393,693
BANK OF AMERICA CORP 5.875% 02/07/2042$393,411
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$393,187
GENERAL MOTORS CO 4% 04/01/2025$393,097
PHARMACIA LLC 6.5% 12/01/2018$392,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$392,259
REPUBLIC OF PANAMA 6.7% 01/26/2036$391,320
CELGENE CORP 3.875% 08/15/2025$391,296
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$391,093
VISA INC 4.3% 12/14/2045$390,073
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$389,834
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$389,576
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$389,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$389,411
ATMOS ENERGY CORP 4.125% 10/15/2044$389,382
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$388,566
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$388,531
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$388,366
WAL-MART STORES INC 7.55% 02/15/2030$388,291
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$387,878
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$387,068
VALE OVERSEAS LTD 6.875% 11/21/2036$387,000
DOVER CORP 5.375% 03/01/2041$386,491
GENERAL MILLS INC 5.4% 06/15/2040$386,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$385,937
ORACLE CORP 4.5% 07/08/2044$385,683
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$385,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$385,554
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$385,335
PFIZER INC 3.4% 05/15/2024$384,997
WAL-MART STORES INC 4.875% 07/08/2040$383,230
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$382,720
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$382,658
VERIZON COMMUNICATIONS INC 6% 04/01/2041$382,499
STATE OF TEXAS 4.681% 04/01/2040$381,810
COCA-COLA CO/THE 3.2% 11/01/2023$381,499
ECOLAB INC 5.5% 12/08/2041$381,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$380,509
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$380,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$379,470
CBL & ASSOCIATES LP 4.6% 10/15/2024$378,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$378,088
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$377,803
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$377,458
REPUBLIC OF TURKEY 5.75% 03/22/2024$377,412
LOCKHEED MARTIN CORP 2.9% 03/01/2025$377,247
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$376,381
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$375,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$375,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$375,182
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$375,110
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.249% 02/15/2048$375,070
REPUBLIC OF ITALY 5.375% 06/15/2033$374,975
APPLE INC 3.2% 05/13/2025$374,278
COCA-COLA CO/THE 2.875% 10/27/2025$373,587
SEAGATE HDD CAYMAN 4.75% 06/01/2023$373,330
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$373,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$372,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$371,792
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$371,785
APPLE INC 2.25% 02/23/2021$371,685
ECOPETROL SA 4.125% 01/16/2025$371,680
MCDONALD'S CORP 2.75% 12/09/2020$371,662
REPUBLIC OF SOUTH AFRICA 4.875% 04/14/2026$370,738
NISOURCE FINANCE CORP 5.25% 02/15/2043$370,366
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$369,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$369,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2046$369,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$369,644
STATOIL ASA 5.1% 08/17/2040$369,330
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$369,013
ORACLE CORP 2.8% 07/08/2021$368,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$367,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$367,066
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$366,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$365,072
WP CAREY INC 4.6% 04/01/2024$364,598
UNUM GROUP 4% 03/15/2024$364,385
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$364,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$363,266
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$362,435
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$362,368
PEPSICO INC 4.45% 04/14/2046$361,982
AMGEN INC 4.663% 06/15/2051$361,835
KLA-TENCOR CORP 3.375% 11/01/2019$361,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$361,739
INTEL CORP 4.9% 07/29/2045$361,249
CISCO SYSTEMS INC 2.2% 02/28/2021$361,244
WELLS FARGO & CO 2.55% 12/07/2020$360,645
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,363
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$359,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$359,524
SANTANDER UK PLC 3.05% 08/23/2018$358,873
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$358,788
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$358,131
CBS CORP 7.875% 07/30/2030$357,606
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$357,260
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$356,849
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$356,747
MERCK & CO INC 6.5% 12/01/2033$356,732
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$356,287
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$355,957
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$355,784
JPMORGAN CHASE & CO 2.7% 05/18/2023$355,711
REYNOLDS AMERICAN INC 6.875% 05/01/2020$355,638
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$355,374
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$355,087
INTEL CORP 4.8% 10/01/2041$354,196
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$353,398
AXA SA 8.6% 12/15/2030$352,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$352,434
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$351,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$351,732
AT&T INC 5.55% 08/15/2041$351,658
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$351,593
WELLS FARGO & CO 3% 02/19/2025$351,517
CITIGROUP INC 4.65% 07/30/2045$351,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$351,328
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,094
QUALCOMM INC 2.25% 05/20/2020$350,769
MARATHON PETROLEUM CORP 5% 09/15/2054$350,613
MICROSOFT CORP 4.5% 10/01/2040$350,518
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$350,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,023
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$350,022
HYDRO-QUEBEC 8.05% 07/07/2024$349,916
AT&T INC 5.35% 09/01/2040$349,775
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$349,469
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$349,447
WILLIAMS PARTNERS LP 4.5% 11/15/2023$349,433
STATE OF GEORGIA 4.503% 11/01/2025$349,314
BECTON DICKINSON AND CO 5% 11/12/2040$349,069
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$348,093
CNA FINANCIAL CORP 5.75% 08/15/2021$347,704
PUGET SOUND ENERGY INC 4.434% 11/15/2041$347,372
NOMURA HOLDINGS INC 6.7% 03/04/2020$347,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$347,101
WESTROCK MWV LLC 7.375% 09/01/2019$346,867
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$346,771
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$346,336
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2045$345,788
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$345,774
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$345,634
WYETH LLC 6.5% 02/01/2034$345,503
VIACOM INC 6.875% 04/30/2036$345,380
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$344,849
CSX CORP 7.375% 02/01/2019$344,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$344,316
AETNA INC 6.625% 06/15/2036$342,942
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$342,941
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$342,566
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$342,473
WELLTOWER INC 6.125% 04/15/2020$342,289
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$342,205
HOST HOTELS & RESORTS LP 6% 10/01/2021$342,097
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$342,031
CREDIT SUISSE USA INC 7.125% 07/15/2032$341,804
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$341,265
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$341,242
DOW CHEMICAL CO/THE 5.25% 11/15/2041$340,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$340,734
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$340,569
GENERAL ELECTRIC CO 4.625% 01/07/2021$340,544
QWEST CORP 6.875% 09/15/2033$340,409
GENERAL ELECTRIC CO 4.125% 10/09/2042$340,342
WAL-MART STORES INC 4.25% 04/15/2021$340,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$339,901
INTERNATIONAL PAPER CO 7.3% 11/15/2039$339,707
GILEAD SCIENCES INC 4.4% 12/01/2021$339,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$339,172
METLIFE INC 4.875% 11/13/2043$339,095
HARLEY-DAVIDSON INC 4.625% 07/28/2045$339,007
VODAFONE GROUP PLC 7.875% 02/15/2030$338,937
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$338,852
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$338,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$338,481
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$338,422
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$338,421
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$338,213
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$337,792
BANK OF AMERICA CORP 5% 05/13/2021$337,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$337,355
STATE OF UTAH 3.539% 07/01/2025$337,146
NORTHERN TRUST CORP 3.95% 10/30/2025$337,103
UNILEVER CAPITAL CORP 4.25% 02/10/2021$336,795
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$336,591
AEGON FUNDING CO LLC 5.75% 12/15/2020$336,508
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$336,372
MICROSOFT CORP 4.2% 11/03/2035$336,327
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$336,088
REPUBLIC SERVICES INC 5.5% 09/15/2019$335,916
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$335,035
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$334,940
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$334,935
KRAFT HEINZ FOODS CO 2% 07/02/2018$334,851
CIGNA CORP 5.125% 06/15/2020$334,661
CVS HEALTH CORP 4% 12/05/2023$334,546
JPMORGAN CHASE & CO 4.625% 05/10/2021$334,483
ANTHEM INC 4.65% 08/15/2044$333,986
QVC INC 5.45% 08/15/2034$333,852
CITY OF CHICAGO IL 6.314% 01/01/2044$333,837
SOUTHERN CO/THE 4.4% 07/01/2046$333,785
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$333,527
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$333,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$333,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$333,290
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$333,015
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$332,893
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$332,751
TOTAL CAPITAL SA 4.45% 06/24/2020$332,496
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$332,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$332,003
ALPHABET INC 3.625% 05/19/2021$331,360
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$331,191
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$331,052
HP INC 4.65% 12/09/2021$330,541
AMGEN INC 3.875% 11/15/2021$330,494
FIDELITY NATIONAL INFORMATION SERVICES I 3.625% 10/15/2020$329,223
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$328,653
DTE ELECTRIC CO 3.375% 03/01/2025$328,626
BOSTON PROPERTIES LP 4.125% 05/15/2021$328,398
PROGRESS ENERGY INC 4.4% 01/15/2021$328,353
WAL-MART STORES INC 3.625% 07/08/2020$328,235
THOMSON REUTERS CORP 6.5% 07/15/2018$328,187
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$327,978
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$327,801
MARKEL CORP 5% 03/30/2043$327,780
NIKE INC 3.625% 05/01/2043$327,683
INTEL CORP 3.3% 10/01/2021$327,615
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$327,604
CUBESMART LP 4.375% 12/15/2023$326,954
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$326,807
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$326,677
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$326,370
KELLOGG CO 4.15% 11/15/2019$326,228
EOG RESOURCES INC 4.1% 02/01/2021$326,131
GATX CORP 4.75% 06/15/2022$325,504
FIFTH THIRD BANCORP 4.3% 01/16/2024$325,392
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$325,266
SOUTHERN CO/THE 3.25% 07/01/2026$324,871
JOHNSON CONTROLS INC 4.25% 03/01/2021$324,689
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$324,576
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$324,135
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$324,113
HARRIS CORP 6.15% 12/15/2040$324,005
ACTAVIS FUNDING SCS 4.55% 03/15/2035$323,988
AT&T INC 3.8% 03/15/2022$323,811
HARRIS CORP 3.832% 04/27/2025$323,787
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$323,725
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$323,340
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$323,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$323,014
DTE ELECTRIC CO 3.45% 10/01/2020$322,655
WELLS FARGO & CO 3.5% 03/08/2022$322,365
ASTRAZENECA PLC 4% 09/18/2042$321,963
WPP FINANCE 2010 3.75% 09/19/2024$321,450
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$321,407
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$321,155
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$321,048
MORGAN STANLEY 3.75% 02/25/2023$320,994
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$320,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$320,538
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$320,446
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$320,434
MICROSOFT CORP 4.45% 11/03/2045$320,214
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$319,888
ABBVIE INC 4.4% 11/06/2042$319,849
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$319,751
KOHL'S CORP 4% 11/01/2021$319,648
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$319,563
REPUBLIC OF PANAMA 3.75% 03/16/2025$319,500
EXXON MOBIL CORP 3.567% 03/06/2045$318,829
LOCKHEED MARTIN CORP 3.8% 03/01/2045$318,725
FEDEX CORP 3.25% 04/01/2026$318,514
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$318,503
ARROW ELECTRONICS INC 4.5% 03/01/2023$318,418
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$318,293
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$317,974
TJX COS INC/THE 2.75% 06/15/2021$317,732
UNITED MEXICAN STATES 3.625% 03/15/2022$317,550
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.375% 04/20/2026$316,959
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$316,886
CARDINAL HEALTH INC 3.2% 03/15/2023$316,730
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$316,195
GENERAL ELECTRIC CO 2.7% 10/09/2022$315,694
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$315,153
ANTHEM INC 3.3% 01/15/2023$315,104
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$314,856
WELLS FARGO & CO 3.45% 02/13/2023$314,519
EXXON MOBIL CORP 2.709% 03/06/2025$314,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$313,671
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$313,255
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,201
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$313,006
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$312,976
STATE OF CALIFORNIA 7.3% 10/01/2039$312,568
MICROSOFT CORP 2.7% 02/12/2025$312,457
NIKE INC 2.25% 05/01/2023$311,615
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$311,566
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$311,491
MICROSOFT CORP 3.75% 02/12/2045$311,327
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$311,288
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$311,064
LOCKHEED MARTIN CORP 4.07% 12/15/2042$310,996
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$310,894
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$310,742
ABBVIE INC 2.9% 11/06/2022$310,708
COSTCO WHOLESALE CORP 2.25% 02/15/2022$310,604
HOLLYFRONTIER CORP 5.875% 04/01/2026$310,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$310,453
AFLAC INC 2.4% 03/16/2020$310,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$309,879
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$309,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$309,516
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$309,287
BORGWARNER INC 3.375% 03/15/2025$309,075
ZOETIS INC 3.25% 02/01/2023$309,029
METLIFE INC 5.7% 06/15/2035$308,927
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$308,675
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$308,475
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$308,393
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$308,200
APPLE INC 2.4% 05/03/2023$308,174
MCKESSON CORP 2.85% 03/15/2023$307,978
STATOIL ASA 2.65% 01/15/2024$307,937
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$307,641
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$307,562
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$307,442
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$307,439
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$307,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$307,031
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$306,977
SOUTHERN CO/THE 2.35% 07/01/2021$306,777
AIRGAS INC 2.375% 02/15/2020$306,547
WALT DISNEY CO/THE 7% 03/01/2032$306,513
MICROSOFT CORP 1.85% 02/12/2020$306,495
LIBERTY PROPERTY LP 3.375% 06/15/2023$306,463
MATTEL INC 2.35% 05/06/2019$306,391
3M CO 2% 06/26/2022$306,376
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$306,177
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$305,872
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$305,534
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$305,434
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,367
TIME WARNER INC 5.375% 10/15/2041$305,366
APPLE INC 3.85% 05/04/2043$305,196
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$304,650
WILLIAMS PARTNERS LP 4.125% 11/15/2020$304,613
ACTAVIS FUNDING SCS 2.35% 03/12/2018$304,472
NOBLE ENERGY INC 5.25% 11/15/2043$304,461
ABBVIE INC 2% 11/06/2018$304,089
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$303,423
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$303,273
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$302,960
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$302,712
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$302,265
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$302,215
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$302,171
CARDINAL HEALTH INC 1.7% 03/15/2018$302,063
ABBVIE INC 1.75% 11/06/2017$301,719
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,682
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$301,549
PERRIGO CO PLC 2.3% 11/08/2018$301,486
NORDIC INVESTMENT BANK 1.125% 03/19/2018$301,444
ONEOK PARTNERS LP 3.375% 10/01/2022$301,300
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$301,161
EATON CORP 1.5% 11/02/2017$301,120
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$300,921
LINCOLN NATIONAL CORP 6.15% 04/07/2036$300,798
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$300,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$300,661
VODAFONE GROUP PLC 1.5% 02/19/2018$300,638
SANTANDER BANK NA 2% 01/12/2018$300,603
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/20/2041$300,533
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$299,732
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$299,703
STATOIL ASA 1.15% 05/15/2018$299,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$298,857
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$298,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$298,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$297,659
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$297,609
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$297,503
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$297,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$296,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$296,729
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$296,606
COMCAST CORP 4.6% 08/15/2045$295,576
AMGEN INC 4.4% 05/01/2045$295,489
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$294,916
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$294,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$294,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$293,972
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$293,643
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$293,588
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$293,405
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$293,355
SOUTHERN COPPER CORP 7.5% 07/27/2035$293,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$293,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$292,597
ORACLE CORP 3.9% 05/15/2035$291,391
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$291,336
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$291,131
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$291,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$290,997
EXELON CORP 4.95% 06/15/2035$290,877
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$290,684
MERCK & CO INC 6.55% 09/15/2037$290,614
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$289,612
HESS CORP 7.3% 08/15/2031$289,088
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$288,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$288,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$288,096
REPUBLIC OF KOREA 3.875% 09/11/2023$287,888
CITY OF NEW YORK NY 5.846% 06/01/2040$287,348
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$287,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$287,082
KROGER CO/THE 7.5% 04/01/2031$287,016
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$286,643
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$286,386
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2046$286,258
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$285,855
REYNOLDS AMERICAN INC 3.25% 06/12/2020$285,728
BECTON DICKINSON AND CO 6.375% 08/01/2019$285,547
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$284,885
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$283,717
INDIANA MICHIGAN POWER CO 7% 03/15/2019$283,332
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$282,241
MISSISSIPPI POWER CO 4.25% 03/15/2042$282,196
EMERSON ELECTRIC CO 2.625% 02/15/2023$282,194
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$281,784
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$281,768
MYLAN INC 5.4% 11/29/2043$281,130
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$280,667
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$280,486
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$280,116
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$279,527
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$279,462
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$279,416
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$279,050
BANK OF AMERICA CORP 6.875% 11/15/2018$278,925
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$278,682
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$277,550
ASTRAZENECA PLC 2.375% 11/16/2020$277,528
MICROSOFT CORP 2% 11/03/2020$277,524
ORIENTAL REPUBLIC OF URUGUAY 4.375% 10/27/2027$277,225
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$276,883
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$276,794
EXPEDIA INC 7.456% 08/15/2018$276,588
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$276,539
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$276,140
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$276,109
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$275,713
FORD MOTOR CO 7.45% 07/16/2031$275,552
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$274,322
ASTRAZENECA PLC 3.375% 11/16/2025$273,819
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$273,541
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$273,516
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$273,480
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$273,337
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$272,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.811% 01/01/2042$272,815
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$272,580
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$272,285
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$272,165
REPUBLIC OF TURKEY 4.25% 04/14/2026$272,097
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$271,625
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$271,483
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$271,480
SEMPRA ENERGY 6.15% 06/15/2018$270,880
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$270,694
JOHNSON & JOHNSON 4.85% 05/15/2041$270,402
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$270,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$270,262
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$269,728
QUALCOMM INC 3.45% 05/20/2025$269,694
PENTAIR FINANCE SA 5% 05/15/2021$269,496
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$269,299
HCP INC 6.7% 01/30/2018$269,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$268,657
CBS CORP 4.85% 07/01/2042$268,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$268,110
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$268,105
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$267,894
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$267,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$266,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$266,888
FIDELITY NATIONAL INFORMATION SERVICES I 5% 10/15/2025$266,659
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$266,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$266,143
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$266,127
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$265,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$265,090
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$264,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$264,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$264,729
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$264,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$264,195
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$264,000
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$263,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$263,455
ASTRAZENECA PLC 5.9% 09/15/2017$263,385
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$263,182
COMMONWEALTH EDISON CO 5.875% 02/01/2033$262,877
JOHNSON & JOHNSON 4.95% 05/15/2033$262,740
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2023$262,720
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$262,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$262,270
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$262,220
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$262,192
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$261,595
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$261,454
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$260,946
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$260,872
STATE OF CONNECTICUT 5.85% 03/15/2032$260,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$260,607
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$260,500
COMCAST CORP 5.65% 06/15/2035$260,381
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$260,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$260,048
JPMORGAN CHASE & CO 5.6% 07/15/2041$259,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$258,893
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$258,842
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$258,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$258,533
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$258,500
ASIAN DEVELOPMENT BANK 2% 01/22/2025$257,950
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$257,188
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$255,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$255,746
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$255,436
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$255,194
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$255,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$255,109
VORNADO REALTY LP 2.5% 06/30/2019$254,249
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$254,188
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$254,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$254,067
GEORGIA POWER CO 5.65% 03/01/2037$253,555
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$253,470
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$253,445
BUCKEYE PARTNERS LP 2.65% 11/15/2018$253,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$252,987
HCP INC 6.75% 02/01/2041$252,915
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$252,722
MEDTRONIC INC 1.5% 03/15/2018$252,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$251,985
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$251,878
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$251,552
BARCLAYS PLC 2.875% 06/08/2020$251,301
WALT DISNEY CO/THE 1.1% 12/01/2017$250,977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$250,535
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$250,430
REALTY INCOME CORP 5.875% 03/15/2035$250,165
KROGER CO/THE 5.4% 07/15/2040$250,001
NEWELL BRANDS INC 5.5% 04/01/2046$249,596
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$249,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$249,075
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$248,834
ABBVIE INC 4.5% 05/14/2035$248,803
TIME WARNER CABLE INC 6.75% 06/15/2039$248,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$248,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$247,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$247,388
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$247,362
APPLE INC 4.65% 02/23/2046$245,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$245,768
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.1% 07/15/2036$245,616
JEFFERIES GROUP LLC 6.25% 01/15/2036$245,597
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$245,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$245,305
VODAFONE GROUP PLC 6.15% 02/27/2037$245,297
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$245,141
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$244,480
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$244,387
HALLIBURTON CO 3.8% 11/15/2025$244,064
ABBVIE INC 4.7% 05/14/2045$243,970
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$243,674
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$243,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$242,917
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$242,665
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$241,986
NEWELL BRANDS INC 5.375% 04/01/2036$241,411
BIOGEN INC 4.05% 09/15/2025$241,288
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$240,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$240,863
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$240,035
XCEL ENERGY INC 4.8% 09/15/2041$239,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$238,704
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2022$235,706
MONSANTO CO 5.5% 08/15/2025$235,231
STATE OF OREGON 5.762% 06/01/2023$235,222
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$235,092
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$234,943
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$234,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$233,583
STRYKER CORP 4.625% 03/15/2046$233,580
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$233,458
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$232,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$232,301
COMCAST CORP 4.5% 01/15/2043$232,229
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$232,191
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$232,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$231,514
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$231,305
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$231,090
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$230,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$230,231
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$230,055
PETROLEOS MEXICANOS 5.625% 01/23/2046$229,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$229,674
VIACOM INC 2.75% 12/15/2019$229,584
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$229,449
CBS CORP 5.75% 04/15/2020$228,277
CITIGROUP INC 5.5% 09/13/2025$228,091
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,725
BOSTON SCIENTIFIC CORP 6% 01/15/2020$227,660
AT&T INC 5.65% 02/15/2047$227,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$227,197
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$227,153
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$226,982
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$226,902
ABBVIE INC 3.2% 05/14/2026$226,106
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$225,930
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$225,754
WHIRLPOOL CORP 4.85% 06/15/2021$225,710
BOEING CO/THE 4.875% 02/15/2020$225,678
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$225,542
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$225,483
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$225,440
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$224,598
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$224,434
AT&T INC 5.2% 03/15/2020$224,273
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.875% 04/20/2021$223,557
MCKESSON CORP 4.75% 03/01/2021$223,090
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$222,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$222,675
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$222,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$222,159
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$222,017
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$222,006
ANTHEM INC 4.65% 01/15/2043$221,868
WALT DISNEY CO/THE 3.75% 06/01/2021$221,554
TARGET CORP 4% 07/01/2042$221,519
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$221,369
FORD MOTOR CO 4.75% 01/15/2043$221,360
JOHNSON & JOHNSON 3.55% 05/15/2021$221,321
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$220,971
CVS HEALTH CORP 4.125% 05/15/2021$220,950
HASBRO INC 5.1% 05/15/2044$220,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$220,805
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$220,542
INTEL CORP 4.25% 12/15/2042$220,536
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$220,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$220,416
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$220,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$219,973
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$219,704
CARDINAL HEALTH INC 4.6% 03/15/2043$219,493
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$219,360
WELLTOWER INC 4.5% 01/15/2024$219,093
VISA INC 4.15% 12/14/2035$218,759
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$218,522
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$218,453
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$217,651
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$217,537
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$217,264
DDR CORP 4.625% 07/15/2022$216,907
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$216,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$216,756
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$216,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$216,117
WALT DISNEY CO/THE 3.7% 12/01/2042$215,864
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,825
COCA-COLA CO/THE 3.15% 11/15/2020$215,549
THOMSON REUTERS CORP 3.95% 09/30/2021$215,515
AUTONATION INC 6.75% 04/15/2018$215,260
WALGREEN CO 4.4% 09/15/2042$215,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$214,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,431
DUKE REALTY LP 3.875% 10/15/2022$214,191
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$214,081
NEWELL BRANDS INC 3.85% 04/01/2023$214,043
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$213,672
GENERAL MILLS INC 3.15% 12/15/2021$213,618
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$213,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$213,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$213,415
ZOETIS INC 4.7% 02/01/2043$213,327
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$213,236
BAXALTA INC 4% 06/23/2025$213,192
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$212,949
STRYKER CORP 4.1% 04/01/2043$212,886
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$212,746
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$212,717
COMPUTER SCIENCES CORP 4.45% 09/15/2022$212,660
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$212,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$212,390
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$212,226
FISERV INC 3.5% 10/01/2022$212,176
MERCK & CO INC 3.6% 09/15/2042$211,673
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$211,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$211,302
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$211,239
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$211,127
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$211,101
REGENCY CENTERS LP 3.75% 06/15/2024$211,049
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$210,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$210,776
AETNA INC 4.125% 11/15/2042$210,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$209,912
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$209,859
KELLOGG CO 4% 12/15/2020$209,845
US BANCORP 2.95% 07/15/2022$209,815
STATE STREET CORP 3.1% 05/15/2023$209,807
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$209,730
REPUBLIC OF FINLAND 6.95% 02/15/2026$209,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$209,582
PRECISION CASTPARTS CORP 2.5% 01/15/2023$209,433
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$209,219
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$209,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$209,086
HUSKY ENERGY INC 3.95% 04/15/2022$208,686
WALT DISNEY CO/THE 2.35% 12/01/2022$208,656
CONAGRA FOODS INC 3.25% 09/15/2022$208,446
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$208,366
ONEOK PARTNERS LP 4.9% 03/15/2025$208,330
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$207,968
XEROX CORP 4.5% 05/15/2021$207,963
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$207,857
STRYKER CORP 2.625% 03/15/2021$207,771
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$207,583
BANK OF AMERICA CORP 3.95% 04/21/2025$207,582
ERP OPERATING LP 3% 04/15/2023$207,329
FEDEX CORP 2.625% 08/01/2022$207,325
MERCK & CO INC 2.4% 09/15/2022$207,158
AIR LEASE CORP 3.375% 01/15/2019$207,100
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$207,045
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$206,530
LEXINGTON REALTY TRUST 4.4% 06/15/2024$206,331
HALLIBURTON CO 5% 11/15/2045$206,202
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.35% 07/15/2046$206,173
NEWELL BRANDS INC 2.6% 03/29/2019$205,822
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$205,792
PECO ENERGY CO 2.375% 09/15/2022$205,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$205,585
JABIL CIRCUIT INC 4.7% 09/15/2022$205,500
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$205,481
FEDEX CORP 3.875% 08/01/2042$205,443
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$205,252
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$205,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.943% 05/01/2042$204,865
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$204,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$204,719
MASTERCARD INC 2% 04/01/2019$204,705
KIMCO REALTY CORP 3.125% 06/01/2023$204,599
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$204,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$204,191
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,882
ABBOTT LABORATORIES 2% 03/15/2020$203,769
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$203,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$203,087
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$202,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$202,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$202,571
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,404
BANK OF AMERICA CORP 2.25% 04/21/2020$202,266
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$201,670
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,648
CNOOC FINANCE 2013 LTD 3% 05/09/2023$201,637
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,612
CELGENE CORP 1.9% 08/15/2017$201,475
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$201,400
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$201,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$201,310
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$201,296
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$201,088
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,048
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$201,043
AETNA INC 1.5% 11/15/2017$200,917
MERCK & CO INC 1.1% 01/31/2018$200,859
AMAZON.COM INC 1.2% 11/29/2017$200,761
APPLE INC 1% 05/03/2018$200,407
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$199,953
HP INC 6% 09/15/2041$199,885
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$199,772
VALSPAR CORP/THE 4.4% 02/01/2045$199,425
PROGRESSIVE CORP/THE 6.625% 03/01/2029$199,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$199,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$198,841
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$198,833
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$198,797
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$198,738
MYLAN NV 3.95% 06/15/2026$198,253
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$198,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$197,871
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$197,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$197,733
JOHNSON & JOHNSON 3.7% 03/01/2046$197,454
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$197,036
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$196,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$196,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$196,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$195,998
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$195,950
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$194,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$194,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$193,747
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$193,628
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$192,787
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$192,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$192,494
MCDONALD'S CORP 4.7% 12/09/2035$191,707
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$191,226
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$191,212
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$190,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$190,950
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$190,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$190,866
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$190,838
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$190,728
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$190,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$189,598
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$189,062
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$188,131
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$187,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$186,885
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$186,500
BOARDWALK PIPELINES LP 3.375% 02/01/2023$186,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$185,923
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$185,249
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,078
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$184,810
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$184,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$184,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$184,730
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$184,366
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$183,644
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$183,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$183,126
AETNA INC 4.375% 06/15/2046$182,906
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$182,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$182,546
S&P GLOBAL INC 4.4% 02/15/2026$182,522
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$182,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$181,858
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$181,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$181,654
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$181,633
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,032
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$180,962
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$180,907
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$180,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$180,055
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$180,001
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$179,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$179,317
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$179,235
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$179,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$178,389
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$178,341
STAPLES INC 4.375% 01/12/2023$178,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$177,558
ALTRIA GROUP INC 9.95% 11/10/2038$177,536
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$177,400
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$176,896
RIO TINTO ALCAN INC 6.125% 12/15/2033$176,593
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$176,460
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$176,175
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$175,168
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$174,295
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$173,909
BAXALTA INC 5.25% 06/23/2045$173,850
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$173,784
VIACOM INC 4.375% 03/15/2043$173,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$172,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$172,061
GILEAD SCIENCES INC 4.6% 09/01/2035$171,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$171,415
ABBVIE INC 4.45% 05/14/2046$170,899
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$170,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$170,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$170,005
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$169,742
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$169,337
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$168,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$168,880
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2045$168,839
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$168,759
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$168,642
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$168,626
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$168,025
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$167,347
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$166,527
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$166,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$165,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$165,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$165,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$165,039
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,953
REPUBLIC OF CHILE 3.875% 08/05/2020$164,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$164,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$163,835
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$163,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$163,437
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$163,421
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$163,305
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$162,559
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$162,025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$161,852
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$161,391
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$161,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$160,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$160,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$159,958
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$159,779
AT&T INC 4.75% 05/15/2046$159,485
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$159,455
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$159,434
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$159,314
DTE ELECTRIC CO 6.625% 06/01/2036$159,289
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$158,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$158,483
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$158,390
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$157,671
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2028$157,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$157,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$157,549
ALABAMA POWER CO 5.5% 10/15/2017$157,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$157,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$157,024
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$156,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$156,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$156,316
QUALCOMM INC 4.8% 05/20/2045$156,012
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$155,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$155,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$154,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$154,576
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$154,472
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$154,095
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$153,351
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$153,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$152,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$152,179
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$152,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$152,006
XILINX INC 2.125% 03/15/2019$151,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$151,185
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$150,875
FEDERAL FARM CREDIT BANK 1.58% 02/17/2021$150,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$149,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$149,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$149,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$148,311
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$147,921
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$147,719
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$147,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$147,326
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$146,220
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$145,573
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$145,463
AIR LEASE CORP 3.75% 02/01/2022$145,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$144,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$144,423
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$144,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$144,211
UNDER ARMOUR INC 3.25% 06/15/2026$142,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$142,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$142,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$142,169
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$141,009
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$140,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$140,718
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$140,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$140,564
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$140,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$140,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$139,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$139,168
MORGAN STANLEY 7.25% 04/01/2032$139,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$139,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$139,042
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$138,193
3M CO 5.7% 03/15/2037$138,067
CYTEC INDUSTRIES INC 3.95% 05/01/2025$137,683
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$137,497
BOEING CO/THE 6.125% 02/15/2033$137,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$137,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,181
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$135,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$135,652
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$135,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$135,373
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$134,740
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$134,728
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$134,716
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$133,996
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$133,967
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$133,935
CITY OF NEW YORK NY 5.517% 10/01/2037$133,577
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$132,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$132,569
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$132,510
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$132,127
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$131,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$131,491
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$131,366
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$130,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$130,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$130,209
WELLS FARGO BANK NA 5.95% 08/26/2036$130,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$129,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$129,273
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$128,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$128,229
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$128,210
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$127,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$127,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,753
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$127,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$126,800
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$126,776
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$126,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$126,277
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$125,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$125,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$124,974
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$124,269
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$123,746
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$123,529
QVC INC 3.125% 04/01/2019$123,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,127
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$123,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$122,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$121,846
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$121,808
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$121,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$121,738
PETRO-CANADA 5.95% 05/15/2035$121,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$121,418
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$120,424
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$119,944
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$119,872
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$119,750
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$118,977
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$118,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$118,711
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$118,671
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$118,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$118,241
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$118,134
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$118,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$117,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$117,409
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$116,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$116,659
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$116,658
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$116,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$115,922
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$115,286
STATE OF ILLINOIS 7.35% 07/01/2035$115,082
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$114,479
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,451
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$114,202
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$113,972
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$113,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$113,371
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$113,008
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$112,885
EATON CORP 4.15% 11/02/2042$111,984
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$111,906
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$111,897
AGILENT TECHNOLOGIES INC 5% 07/15/2020$111,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$111,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$111,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$111,406
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$111,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$111,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$110,988
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$110,733
QUALCOMM INC 4.65% 05/20/2035$110,193
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$109,617
PARKER-HANNIFIN CORP 3.5% 09/15/2022$109,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$109,474
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$109,363
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$108,917
BANK OF AMERICA CORP 5.49% 03/15/2019$108,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$108,500
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$107,824
NORDSTROM INC 4% 10/15/2021$107,765
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$107,474
COMMONWEALTH EDISON CO 5.8% 03/15/2018$107,422
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,389
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$107,336
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$107,210
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2043$106,747
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$106,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$106,540
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$106,231
MICROSOFT CORP 4.75% 11/03/2055$106,208
WILLIAMS PARTNERS LP 5.25% 03/15/2020$105,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$105,212
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2046$104,998
AT&T INC 3% 06/30/2022$103,839
AT&T INC 3.4% 05/15/2025$103,715
EATON CORP 2.75% 11/02/2022$103,442
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$103,207
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$103,134
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$102,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$102,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$102,808
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$102,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$102,556
AT&T INC 2.45% 06/30/2020$102,494
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$102,339
WILLIAMS PARTNERS LP 6.3% 04/15/2040$102,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$101,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$101,189
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$101,038
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$100,858
REALTY INCOME CORP 2% 01/31/2018$100,815
EBAY INC 2.6% 07/15/2022$100,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$100,590
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$100,511
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$100,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$99,979
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$99,953
ABBVIE INC 4.3% 05/14/2036$99,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$99,468
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$99,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$99,095
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$98,489
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$98,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$97,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$97,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$97,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$96,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$96,677
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$96,602
DEVON ENERGY CORP 5.6% 07/15/2041$96,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$96,480
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$96,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$95,896
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$95,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$95,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$94,823
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$94,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$94,625
GILEAD SCIENCES INC 4.75% 03/01/2046$93,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$93,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$93,525
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$93,062
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$92,841
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$92,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$92,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$92,004
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$91,814
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$91,594
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$90,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$90,826
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$90,739
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$90,243
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,174
EBAY INC 4% 07/15/2042$89,863
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$89,827
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$88,447
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$88,274
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$88,206
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$88,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,388
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$87,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$87,124
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$86,420
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$86,334
HP INC 3.75% 12/01/2020$85,772
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$85,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$85,267
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$84,332
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$84,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$84,061
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$84,047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$83,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,246
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$83,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$82,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$82,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$82,166
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$82,157
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$81,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$81,864
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$81,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$81,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$81,653
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$81,091
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$80,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$80,790
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$80,736
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$80,398
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$79,624
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$79,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$79,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$79,089
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$78,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$78,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$78,617
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$78,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$78,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$78,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.965% 06/01/2040$78,219
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$78,141
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,946
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$77,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$77,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$77,618
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$77,418
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$77,247
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$77,096
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$76,941
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$76,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$76,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$75,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$75,810
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$75,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$75,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$75,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$75,100
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.495% 02/01/2041$75,057
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$74,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$74,483
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$73,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$73,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$73,646
COMCAST CORP 2.75% 03/01/2023$73,593
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$73,591
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$73,582
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$73,385
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$72,527
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$72,412
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$72,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$72,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$71,860
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$71,830
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$71,805
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$71,792
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$70,531
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$70,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$70,400
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$70,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$70,199
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$69,884
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$69,737
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$69,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$69,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$69,005
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$68,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$68,793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$68,645
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$68,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,825
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$67,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$67,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$67,530
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$67,304
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$67,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,144
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$66,992
WILLIAMS PARTNERS LP 4% 09/15/2025$66,871
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$66,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$66,554
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$66,190
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$66,157
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$66,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$65,966
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$65,910
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$65,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.589% 08/01/2040$65,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$64,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$64,178
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$64,122
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$64,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$64,071
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$63,625
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$63,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$63,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$63,190
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,047
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$63,040
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$62,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.908% 02/01/2037$62,417
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$62,226
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$61,674
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$61,634
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$61,587
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$61,538
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$61,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$61,369
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$61,239
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$60,684
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$60,261
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$60,134
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$60,021
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$59,575
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$58,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$58,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$57,773
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$57,585
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$57,338
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$57,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$57,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$56,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,137
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,971
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,884
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$55,550
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,979
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$54,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$54,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$54,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$54,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$53,946
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$53,900
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,803
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$53,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$53,268
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$53,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$52,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$52,856
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$52,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$52,673
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$52,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,348
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$51,939
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$51,795
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$51,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,519
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$51,308
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$51,185
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$51,139
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$51,128
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$50,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$50,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,123
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$49,968
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$49,890
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$49,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$49,742
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$49,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$49,437
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$49,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$49,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,181
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$49,007
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$48,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$48,804
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$48,728
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$48,308
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$47,407
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$47,355
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$47,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,067
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$46,898
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$46,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$46,411
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$46,386
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$46,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$45,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$45,611
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$45,583
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$45,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$44,929
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$44,738
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$44,689
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$44,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$44,379
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$44,303
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.676% 12/01/2043$44,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$44,028
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$43,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$43,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$43,793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$43,656
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$43,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,569
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$43,292
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$43,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$43,189
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$42,909
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,494
FEDERAL HOME LOAN MORTGAGE CORP 2.988% 06/01/2041$42,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$42,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,488
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,435
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$40,972
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$40,901
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$40,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,387
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$40,239
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$39,947
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$39,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$39,535
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$39,380
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,269
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$39,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$39,102
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$38,470
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$38,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2046$38,037
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,770
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$37,646
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,540
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$37,363
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$37,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$36,931
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$36,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$36,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$36,164
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$36,142
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$36,081
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$35,960
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$35,851
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$35,820
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,726
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$35,622
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$35,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$35,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$35,193
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$35,133
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$34,894
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$34,483
FEDERAL HOME LOAN MORTGAGE CORP 5.689% 02/01/2037$34,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$34,220
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$33,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$33,735
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$33,635
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$33,102
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$32,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,259
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$31,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$31,470
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$31,357
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$31,121
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$31,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$30,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$30,270
NEWMONT MINING CORP 6.25% 10/01/2039$30,238
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$29,847
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$29,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$29,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$29,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$29,348
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,244
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$29,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$28,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$28,053
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$27,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$27,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$27,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$27,186
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$26,620
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$26,608
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,382
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$25,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,532
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$25,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$24,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$24,733
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$24,616
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$24,412
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$24,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$24,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$23,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$23,899
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,883
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$23,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$23,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$23,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$23,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$23,087
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,826
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$22,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$22,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$22,680
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,312
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$21,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$21,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$21,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$21,257
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$21,055
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$21,051
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$21,040
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$20,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$20,747
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$20,562
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,301
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,203
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$20,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$19,741
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$19,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$19,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$19,013
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$18,595
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$18,036
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$17,908
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$17,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$17,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$17,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,972
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$16,819
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$16,809
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$16,594
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$16,514
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$16,215
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$16,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$16,072
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$16,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$15,901
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$15,715
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,676
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,496
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$15,490
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$15,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$15,271
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,077
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$15,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,881
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$14,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$14,661
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$14,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$13,869
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$13,496
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$13,046
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$12,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$12,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$11,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$11,725
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$11,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,507
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$11,431
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$11,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$11,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$10,762
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$10,124
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$9,995
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$9,966
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$9,307
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$9,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,078
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$8,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,696
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,627
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$8,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$8,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$7,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,427
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$7,345
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$6,840
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,411
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$6,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$5,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,271
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,137
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,982
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$4,937
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,797
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,600
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$4,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,850
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,720
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,375
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,041
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$3,039
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$2,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,773
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$2,757
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,567
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,517
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$2,356
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,652
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,513
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,365
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$1,365
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,328
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,314
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$1,126
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$961
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$607
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2017$504
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$259
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$178
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$92
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$64
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2046 TBA$-104,877
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2046 TBA$-107,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/25/2031 TBA$-205,896
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/15/2046 TBA$-212,699
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/15/2031 TBA$-264,927
FANNIE MAE POOL 6.5% 08/25/2046 TBA$-345,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/25/2046 TBA$-354,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2046 TBA$-412,144
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2046 TBA$-434,375
FREDDIE MAC GOLD POOL 5% 08/15/2046 TBA$-440,861
FANNIE MAE POOL 5% 08/25/2046 TBA$-664,219
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/15/2046 TBA$-1,253,372
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2046 TBA$-1,442,391
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$91,929,942
FINANCING 8.6% 09/19$617,697
 
Other
Holding NameMarket Value
USD$390,275
All Holdings As of Jun 30, 2016
Fixed Income
Holding NameMarket Value
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2046 TBA$26,509,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/25/2046 TBA$23,452,583
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/25/2046 TBA$10,775,981
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2046 TBA$8,495,862
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,895,164
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,728,144
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,447,046
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/15/2045 TBA$7,353,721
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,231,543
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,847,786
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,829,235
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,671,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/25/2046 TBA$6,434,678
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,306,765
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,131,833
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,116,446
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,911,347
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$5,835,782
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,728,195
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,641,394
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$5,541,813
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,367,701
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,265,493
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,237,205
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,167,759
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$5,074,771
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,055,896
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,970,667
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,924,517
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,833,961
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2023$4,825,877
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,811,568
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,791,098
UNITED STATES TREASURY NOTE/BOND 1.625% 05/15/2026$4,788,018
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,787,086
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,779,552
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,769,128
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,745,655
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,705,142
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,621,806
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,522,038
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,387,792
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,348,738
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$4,317,266
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,277,275
UNITED STATES TREASURY NOTE/BOND 2% 11/15/2021$4,193,752
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$4,128,920
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2020$4,114,064
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,113,828
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$4,038,190
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,018,516
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$4,011,720
UNITED STATES TREASURY NOTE/BOND .75% 04/30/2018$4,011,720
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$4,011,308
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,995,404
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,924,793
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$3,874,398
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,859,976
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,811,042
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,794,614
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,733,710
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,719,845
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,686,441
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,679,887
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,666,798
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,647,887
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,604,827
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,571,505
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,537,230
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,524,542
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,523,447
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$3,521,879
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$3,509,316
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,495,983
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,464,678
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,410,381
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,383,140
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,380,085
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,345,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,328,874
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,304,829
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$3,281,232
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,266,896
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$3,257,836
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,231,087
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,224,946
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,210,418
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,196,569
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,157,389
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,151,484
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2022$3,143,085
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,142,196
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,131,211
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,125,308
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,103,518
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,103,359
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$3,083,428
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,069,409
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,059,883
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,042,167
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,029,239
UNITED STATES TREASURY NOTE/BOND 1.125% 06/30/2021$3,015,819
UNITED STATES TREASURY NOTE/BOND .875% 04/15/2019$3,014,415
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,993,556
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,975,719
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$2,951,471
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,940,638
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,940,614
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,936,268
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$2,926,651
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,923,694
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2023$2,883,506
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,878,444
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,832,921
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$2,832,227
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,819,449
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,806,765
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,787,275
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,760,582
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,716,900
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$2,707,341
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,705,180
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,641,276
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,639,826
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,636,035
UNITED STATES TREASURY NOTE/BOND 1.625% 05/31/2023$2,561,656
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,560,270
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,553,019
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,547,673
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,523,129
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,494,347
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,472,883
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,460,377
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,456,345
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,450,420
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,450,164
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,444,938
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,443,677
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,429,483
UNITED STATES TREASURY NOTE/BOND .75% 01/31/2018$2,421,603
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,409,468
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$2,404,985
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$2,383,828
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,382,824
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,350,598
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$2,342,895
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$2,337,715
UNITED STATES TREASURY NOTE/BOND .875% 03/31/2018$2,336,444
UNITED STATES TREASURY NOTE/BOND .625% 06/30/2018$2,296,480
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$2,295,645
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2046$2,290,922
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,279,149
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,255,132
UNITED STATES TREASURY NOTE/BOND 6.5% 11/15/2026$2,222,256
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,214,294
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,191,471
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2046$2,188,429
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$2,163,267
UNITED STATES TREASURY NOTE/BOND .875% 05/15/2019$2,155,390
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,152,008
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,140,214
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,136,786
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,133,070
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$2,130,600
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,129,818
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$2,117,168
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,084,967
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,035,704
FEDERAL HOME LOAN MORTGAGE CORP .875% 03/07/2018$2,004,022
UNITED STATES TREASURY NOTE/BOND .75% 02/15/2019$2,003,984
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2021$1,985,229
UNITED STATES TREASURY NOTE/BOND 1.25% 03/31/2021$1,972,776
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,952,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,945,704
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,943,645
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,925,476
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,918,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,911,779
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,877,317
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,844,853
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,826,858
EUROPEAN INVESTMENT BANK 1.125% 08/15/2019$1,804,442
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$1,799,881
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,791,686
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,769,786
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,744,228
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,736,371
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,732,403
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,715,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/15/2046 TBA$1,696,063
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,687,792
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,685,508
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,682,421
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,650,417
UNITED STATES TREASURY NOTE/BOND 1.625% 08/15/2022$1,641,032
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,636,187
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,634,547
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,630,206
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,629,927
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,621,741
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,599,629
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,587,971
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,584,531
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,558,040
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,555,488
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,550,890
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,536,783
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,526,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,521,763
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,521,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,507,887
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,506,416
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,506,246
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,492,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,484,368
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,481,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,463,740
REPUBLIC OF POLAND 5.125% 04/21/2021$1,462,380
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,458,011
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,422,748
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,417,815
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,410,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,390,146
CITIGROUP INC 4.05% 07/30/2022$1,371,514
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,334,354
KFW 4.375% 03/15/2018$1,325,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,316,853
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,312,738
FANNIE MAE POOL 3% 08/25/2046 TBA$1,294,970
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,294,762
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.3% 03/12/2020$1,274,478
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/15/2046 TBA$1,269,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2045$1,260,754
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,260,388
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,252,150
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 02/26/2019$1,250,409
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,237,319
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,230,014
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,219,654
AT&T INC 3.9% 03/11/2024$1,219,250
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,219,078
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,212,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2045$1,210,013
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,197,547
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2045$1,188,547
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,170,949
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,170,806
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,168,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,163,844
FANNIE MAE POOL 3.5% 08/25/2046 TBA$1,159,383
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,158,268
KFW 4% 01/27/2020$1,156,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,143,185
KFW 1.875% 06/30/2020$1,132,371
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,126,629
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,120,307
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,120,141
UNITED MEXICAN STATES 5.95% 03/19/2019$1,118,250
PETROLEOS MEXICANOS 8% 05/03/2019$1,116,560
WESTPAC BANKING CORP 4.875% 11/19/2019$1,106,861
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,105,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,103,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,103,323
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,102,069
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,101,948
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,099,837
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 01/20/2046$1,098,368
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,098,363
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,097,059
MORGAN STANLEY 4.875% 11/01/2022$1,096,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,092,352
MEDTRONIC INC 3.5% 03/15/2025$1,091,359
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,089,526
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,088,758
BANK ONE CORP 8% 04/29/2027$1,086,332
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506% 10/10/2048$1,082,591
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,080,991
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,076,931
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,074,732
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,074,411
BANK OF AMERICA CORP 5.65% 05/01/2018$1,072,116
GENERAL ELECTRIC CO 3.1% 01/09/2023$1,069,157
PFIZER INC 3% 06/15/2023$1,067,774
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016 3.314% 04/10/2049$1,064,656
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,064,630
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.29% 05/15/2048$1,063,935
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$1,062,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2045$1,062,373
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,060,538
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,060,461
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,059,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,059,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,057,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2045$1,056,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,054,789
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,054,621
UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021$1,054,043
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,052,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,051,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2046$1,049,312
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2046$1,043,878
CITIGROUP INC 6.625% 06/15/2032$1,043,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,043,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$1,042,310
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,041,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,040,647
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,037,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2043$1,037,063
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/15/2046 TBA$1,034,857
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2046$1,033,238
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,033,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2046$1,032,352
ORACLE CORP 2.25% 10/08/2019$1,031,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2045$1,031,287
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 09/01/2030$1,029,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,028,066
CITIGROUP INC 3.3% 04/27/2025$1,026,257
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,024,907
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,024,323
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,024,103
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,023,448
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,023,075
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,022,537
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,022,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,021,649
MORGAN STANLEY 2.5% 01/24/2019$1,020,839
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2045$1,020,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,017,953
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,017,029
PACIFICORP 6% 01/15/2039$1,016,010
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,015,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$1,014,990
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2023$1,014,453
COCA-COLA CO/THE 1.65% 03/14/2018$1,013,698
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,012,727
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,012,358
KFW .875% 04/19/2018$1,011,834
BANK OF AMERICA NA 1.65% 03/26/2018$1,006,253
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,005,698
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,005,460
FORD CREDIT AUTO OWNER TRUST 2016-B 1.33% 10/15/2020$1,005,328
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,005,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25% 05/06/2021$1,004,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2045$1,004,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,003,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,003,613
FEDERAL HOME LOAN MORTGAGE CORP 4.184% 12/25/2020$1,003,262
COLGATE-PALMOLIVE CO .9% 05/01/2018$1,003,230
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$1,003,089
EUROPEAN INVESTMENT BANK 1% 06/15/2018$1,002,713
FEDERAL FARM CREDIT BANK .75% 04/18/2018$1,001,398
FEDERAL HOME LOAN MORTGAGE CORP .75% 04/09/2018$1,001,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,223
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$999,923
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$998,614
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$991,448
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$989,114
WAL-MART STORES INC 5.25% 09/01/2035$987,128
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$985,073
AMERICAN EXPRESS CO 7% 03/19/2018$983,498
TIME WARNER CABLE INC 4.5% 09/15/2042$981,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2046$980,916
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$980,491
REPUBLIC OF TURKEY 4.875% 04/16/2043$979,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$975,599
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$972,653
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$970,507
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$965,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$961,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2046$959,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$959,250
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$957,913
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$954,090
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$952,303
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$951,334
STATE OF CALIFORNIA 7.625% 03/01/2040$949,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$945,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.586% 04/25/2023$944,487
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$943,443
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2046 TBA$939,252
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2045$932,383
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$930,859
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$930,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$930,220
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$920,127
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$915,056
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$914,288
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$910,362
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2044$910,073
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$907,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$902,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$899,611
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$896,209
KERR-MCGEE CORP 7.875% 09/15/2031$895,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$891,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$891,354
UNITED MEXICAN STATES 8.3% 08/15/2031$889,625
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$880,986
WAL-MART STORES INC 4.3% 04/22/2044$877,403
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$875,237
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$867,344
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$866,952
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$865,366
UNITED MEXICAN STATES 4.75% 03/08/2044$864,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$862,957
WELLS FARGO & CO 4.48% 01/16/2024$860,205
BANK OF AMERICA CORP 4.875% 04/01/2044$858,118
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$856,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$856,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$850,531
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$849,894
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$847,181
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$844,128
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$842,966
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 4.418% 11/15/2035$842,877
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$841,968
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$841,122
WASTE MANAGEMENT INC 4.75% 06/30/2020$840,881
MCDONALD'S CORP 4.6% 05/26/2045$840,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$837,620
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$836,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$834,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$832,888
MICROSOFT CORP 3.625% 12/15/2023$831,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$831,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$829,691
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$828,213
TIME WARNER INC 4.05% 12/15/2023$828,146
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$827,361
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$826,700
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$825,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2045$825,563
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2045$825,301
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$824,856
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$824,576
RAYTHEON CO 6.75% 03/15/2018$824,558
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$824,450
BPCE SA 4% 04/15/2024$821,811
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 3.373% 11/15/2025$814,909
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$812,608
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$812,375
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.75% 04/19/2023$811,357
REPUBLIC OF TURKEY 8% 02/14/2034$809,648
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 4.42% 06/15/2021$808,857
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$807,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$806,040
MORGAN STANLEY 4% 07/23/2025$804,623
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$802,914
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$800,901
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$799,545
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$796,835
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$793,262
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$792,128
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$790,890
STATE OF CALIFORNIA 7.55% 04/01/2039$790,885
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$787,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$787,569
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$783,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$782,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 10/01/2030$781,506
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$780,464
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$779,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$778,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$778,967
REPUBLIC OF TURKEY 3.25% 03/23/2023$777,012
JUNIPER NETWORKS INC 4.35% 06/15/2025$776,750
ORANGE SA 9% 03/01/2031$776,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$775,906
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$773,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$773,184
GE CAPITAL INTERNATIONAL FUNDING CO UNLI 2.342% 11/15/2020$773,101
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$772,503
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$771,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$771,479
TYSON FOODS INC 2.65% 08/15/2019$771,068
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$771,018
AT&T INC 4.5% 05/15/2035$769,646
GILEAD SCIENCES INC 2.05% 04/01/2019$768,373
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$767,669
CVS HEALTH CORP 2.25% 12/05/2018$767,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$767,265
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$766,817
CANADA 1.625% 02/27/2019$766,580
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625% 03/10/2020$763,954
AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021$763,819
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$763,517
WELLS FARGO & CO 2.15% 01/30/2020$763,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$762,870
VIACOM INC 4.5% 03/01/2021$762,344
FIFTH THIRD BANK/CINCINNATI OH 2.25% 06/14/2021$762,223
WESTPAC BANKING CORP 2.1% 05/13/2021$760,269
EUROPEAN INVESTMENT BANK 2% 03/15/2021$760,004
CITIGROUP INC 2.15% 07/30/2018$759,525
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$757,430
NEW JERSEY TURNPIKE AUTHORITY 7.102% 01/01/2041$756,715
GENERAL ELECTRIC CO 6.875% 01/10/2039$756,258
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$755,548
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$755,381
BANK OF NOVA SCOTIA/THE 1.65% 06/14/2019$754,823
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$753,695
BANK OF MONTREAL 1.4% 04/10/2018$753,511
DEUTSCHE BANK AG 3.375% 05/12/2021$753,418
HOME DEPOT INC/THE 5.875% 12/16/2036$752,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$751,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$751,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$750,517
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$750,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/25/2031 TBA$750,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$749,848
BARCLAYS PLC 3.25% 01/12/2021$749,510
KFW 2% 05/02/2025$749,290
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$747,685
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$747,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$747,167
DOW CHEMICAL CO/THE 8.55% 05/15/2019$747,131
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$744,796
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$743,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$743,406
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$738,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$737,799
AT&T INC 4.35% 06/15/2045$737,452
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$737,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/15/2046 TBA$737,133
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$736,053
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$734,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$732,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$731,836
JPMORGAN CHASE & CO 2.4% 06/07/2021$730,561
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2042$728,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$728,238
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$727,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2030$726,995
PETROLEOS MEXICANOS 5.5% 06/27/2044$726,840
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$726,166
TRAVELERS COS INC/THE 6.75% 06/20/2036$725,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$725,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$724,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$723,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$723,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$722,856
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$722,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2045$720,833
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$720,410
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$717,961
ABBOTT LABORATORIES 2.95% 03/15/2025$714,881
CIGNA CORP 4.5% 03/15/2021$714,321
EXXON MOBIL CORP 1.708% 03/01/2019$711,649
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$710,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$708,093
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$707,301
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$703,179
CVS HEALTH CORP 3.875% 07/20/2025$703,103
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$700,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$698,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$698,761
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$696,449
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$696,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$693,202
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$692,180
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$690,739
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2026$689,806
COMCAST CORP 6.45% 03/15/2037$689,314
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$689,209
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$688,274
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$687,418
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$686,759
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$685,716
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$685,231
MORGAN STANLEY 5.75% 01/25/2021$684,781
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$683,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$681,548
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$680,598
CISCO SYSTEMS INC 5.9% 02/15/2039$680,155
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$679,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$678,016
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$677,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2045$676,693
REPUBLIC OF PERU 6.55% 03/14/2037$676,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$676,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$675,477
GRUPO TELEVISA SAB 5% 05/13/2045$675,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$674,695
UNION PACIFIC CORP 4.821% 02/01/2044$674,568
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$671,983
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$670,872
CHEVRON CORP 1.79% 11/16/2018$669,063
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$668,152
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$665,171
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$665,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$663,070
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$662,875
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$662,753
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$661,867
FEDERAL HOME LOAN MORTGAGE CORP 2.148% 08/01/2043$658,651
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$656,611
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$654,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$653,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$652,983
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 6.02% 06/15/2026$652,751
BANK OF MONTREAL 1.3% 07/14/2017$651,821
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$651,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$650,183
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$649,874
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$649,318
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$648,380
HSBC HOLDINGS PLC 6.1% 01/14/2042$648,165
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$646,530
ALTRIA GROUP INC 9.25% 08/06/2019$646,449
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$645,370
PEPSICO INC 5.5% 01/15/2040$644,104
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$642,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$642,526
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$640,081
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$635,574
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$635,538
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$632,400
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$632,181
UNITED MEXICAN STATES 6.05% 01/11/2040$630,625
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$629,200
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$628,767
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/20/2046$628,614
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$628,399
KENTUCKY UTILITIES CO 5.125% 11/01/2040$628,299
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$626,875
CELGENE CORP 4.625% 05/15/2044$626,517
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$625,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$625,124
CHARTER COMMUNICATIONS OPERATING LLC / C 4.908% 07/23/2025$624,304
SUNCOR ENERGY INC 7.15% 02/01/2032$623,280
NEXEN ENERGY ULC 6.4% 05/15/2037$623,192
LOCKHEED MARTIN CORP 4.5% 05/15/2036$621,555
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$621,422
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,166
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2045$620,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$619,773
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/15/2046 TBA$614,666
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$614,398
INTERNATIONAL PAPER CO 7.5% 08/15/2021$613,841
BNP PARIBAS SA 2.4% 12/12/2018$611,935
AT&T INC 6.375% 03/01/2041$610,543
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$610,348
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$610,312
AT&T INC 5.8% 02/15/2019$609,968
BANK OF AMERICA CORP 2.625% 04/19/2021$609,885
ORACLE CORP 5.375% 07/15/2040$605,872
FINANCING CORP 9.65% 11/02/2018$602,780
JPMORGAN CHASE & CO 4.85% 02/01/2044$601,326
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$601,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,711
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$598,006
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$596,035
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$595,162
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$593,948
AETNA INC 2.4% 06/15/2021$592,440
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$591,280
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$591,077
MEDTRONIC INC 4.625% 03/15/2045$589,436
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2045$588,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$587,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$586,626
AT&T INC 6.15% 09/15/2034$586,367
PRECISION CASTPARTS CORP 4.375% 06/15/2045$586,331
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$585,173
TIME WARNER CABLE INC 8.75% 02/14/2019$584,152
GENERAL MOTORS FINANCIAL CO INC 3.7% 05/09/2023$583,870
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$583,749
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$583,650
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$581,661
METLIFE INC 7.717% 02/15/2019$580,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$580,352
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$580,000
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$578,897
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$578,791
ACTAVIS FUNDING SCS 3% 03/12/2020$578,036
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$577,632
CHUBB INA HOLDINGS INC 4.35% 11/03/2045$576,702
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$575,973
COMM 2013-CCRE11 MORTGAGE TRUST 5.33% 10/10/2046$574,435
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$574,093
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$573,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$572,631
REPUBLIC OF TURKEY 7.5% 11/07/2019$571,993
GENERAL ELECTRIC CO 5.5% 01/08/2020$571,788
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$571,686
NOVARTIS CAPITAL CORP 4% 11/20/2045$571,476
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$570,559
REPUBLIC OF POLAND 6.375% 07/15/2019$567,175
REPUBLIC OF ITALY 6.875% 09/27/2023$567,000
CMS ENERGY CORP 4.7% 03/31/2043$566,876
NISOURCE FINANCE CORP 5.45% 09/15/2020$566,514
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$566,180
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$564,488
NATIONAL CITY CORP 6.875% 05/15/2019$563,948
KEYCORP 5.1% 03/24/2021$563,058
BANK OF AMERICA CORP 5.625% 07/01/2020$563,028
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$562,646
JPMORGAN CHASE & CO 6.3% 04/23/2019$562,277
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$561,734
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$561,606
ACTAVIS INC 6.125% 08/15/2019$561,517
AMAZON.COM INC 3.8% 12/05/2024$561,411
BLACKROCK INC 4.25% 05/24/2021$561,317
CISCO SYSTEMS INC 3.5% 06/15/2025$561,147
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$560,553
ALTRIA GROUP INC 4% 01/31/2024$560,293
TIME WARNER INC 7.7% 05/01/2032$559,881
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$559,682
FEDEX CORP 4.75% 11/15/2045$559,493
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$559,205
WELLS FARGO & CO 4.6% 04/01/2021$559,092
CATERPILLAR INC 4.75% 05/15/2064$558,177
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$557,800
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$557,603
UNION PACIFIC CORP 3.75% 03/15/2024$556,698
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$556,250
MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125% 07/01/2052$556,168
MERCK SHARP & DOHME CORP/OLD 5% 06/30/2019$555,707
HALLIBURTON CO 7.45% 09/15/2039$555,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$554,888
WESTERN UNION CO/THE 5.253% 04/01/2020$554,550
BB&T CORP 5.25% 11/01/2019$554,462
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 3.7% 11/16/2025$554,210
CITIGROUP INC 4.5% 01/14/2022$553,353
DEERE & CO 4.375% 10/16/2019$552,869
DEVON ENERGY CORP 5.85% 12/15/2025$552,535
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$552,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$551,544
EMERSON ELECTRIC CO 5% 04/15/2019$550,904
VALERO ENERGY CORP 6.625% 06/15/2037$550,195
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$549,904
AT&T INC 4.45% 05/15/2021$549,695
CISCO SYSTEMS INC 4.95% 02/15/2019$549,611
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$549,150
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$548,251
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$547,937
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$547,532
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$547,474
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$547,108
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$546,565
GILEAD SCIENCES INC 4.5% 02/01/2045$546,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$546,249
AMGEN INC 6.15% 06/01/2018$546,119
BANK OF AMERICA CORP 6.875% 04/25/2018$546,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$545,318
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784% 03/09/2026$545,159
REPUBLIC OF PERU 7.35% 07/21/2025$545,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$544,981
FEDEX CORP 4.55% 04/01/2046$544,811
GILEAD SCIENCES INC 3.65% 03/01/2026$544,743
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$544,654
BLACKROCK INC 3.375% 06/01/2022$543,676
AT&T INC 5.5% 02/01/2018$543,030
MORGAN STANLEY 6.625% 04/01/2018$542,112
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$542,050
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$541,515
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$541,428
ORACLE CORP 5.75% 04/15/2018$541,413
ONE GAS INC 3.61% 02/01/2024$540,634
TIME WARNER INC 3.875% 01/15/2026$540,137
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$540,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$539,992
BECTON DICKINSON AND CO 3.734% 12/15/2024$539,526
UNITEDHEALTH GROUP INC 6% 02/15/2018$539,292
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$538,972
NORTHERN TRUST CORP 3.375% 08/23/2021$538,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$538,545
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$538,488
TARGET CORP 6% 01/15/2018$538,388
CSX CORP 4.5% 08/01/2054$537,969
CATERPILLAR INC 3.4% 05/15/2024$537,895
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$537,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$536,911
TRINITY ACQUISITION PLC 4.625% 08/15/2023$536,737
KFW 4.5% 07/16/2018$536,708
VULCAN MATERIALS CO 4.5% 04/01/2025$536,250
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$536,220
MCCORMICK & CO INC/MD 3.25% 11/15/2025$536,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$535,651
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$535,549
EXELON CORP 3.95% 06/15/2025$535,523
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$535,420
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$535,100
MCDONALD'S CORP 5.35% 03/01/2018$534,908
XEROX CORP 6.35% 05/15/2018$534,865
BANK OF AMERICA CORP 4% 04/01/2024$534,538
ELI LILLY & CO 3.7% 03/01/2045$533,958
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$533,800
KFW 2.75% 10/01/2020$532,937
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$532,738
ALLSTATE CORP/THE 3.15% 06/15/2023$532,537
KFW 2.75% 09/08/2020$532,387
PEPSICO INC 3% 08/25/2021$532,321
MORGAN STANLEY 5.95% 12/28/2017$531,910
BARCLAYS PLC 4.375% 01/12/2026$531,904
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$531,892
FEDERAL HOME LOAN MORTGAGE CORP 2.401% 10/01/2043$531,584
EXXON MOBIL CORP 3.043% 03/01/2026$531,410
VISA INC 2.2% 12/14/2020$531,337
DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026$531,242
CITIGROUP INC 4.6% 03/09/2026$531,130
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$530,668
CONSUMERS ENERGY CO 3.125% 08/31/2024$530,520
MEDTRONIC INC 4.375% 03/15/2035$530,417
KFW 1.625% 03/15/2021$530,193
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$530,178
PETROLEOS MEXICANOS 5.5% 01/21/2021$530,075
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$529,873
VISA INC 3.15% 12/14/2025$529,846
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$529,517
HSBC HOLDINGS PLC 4.3% 03/08/2026$529,416
JOHNSON CONTROLS INC 3.625% 07/02/2024$529,322
UNITED MEXICAN STATES 3.5% 01/21/2021$528,750
APPLE INC 2.85% 05/06/2021$528,433
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$528,286
KIMBERLY-CLARK CORP 6.125% 08/01/2017$528,205
JPMORGAN CHASE BANK NA 6% 10/01/2017$528,201
METLIFE INC 3.6% 04/10/2024$527,865
LANDWIRTSCHAFTLICHE RENTENBANK 2.375% 06/10/2025$527,827
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$527,800
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$527,775
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$527,681
ACTAVIS FUNDING SCS 4.75% 03/15/2045$527,113
COMCAST CORP 2.85% 01/15/2023$526,122
HSBC HOLDINGS PLC 4% 03/30/2022$525,978
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$525,720
STATOIL ASA 3.15% 01/23/2022$525,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2045$525,095
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$525,025
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$524,858
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$524,484
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$523,563
CHARTER COMMUNICATIONS OPERATING LLC / C 3.579% 07/23/2020$523,205
COOPERATIEVE RABOBANK UA/NY 3.375% 05/21/2025$522,993
WAL-MART STORES INC 2.55% 04/11/2023$522,340
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$522,228
VERISK ANALYTICS INC 4% 06/15/2025$521,915
AMERICAN TOWER CORP 4.5% 01/15/2018$521,834
MYLAN NV 3.75% 12/15/2020$521,812
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 03/09/2021$521,478
APACHE CORP 5.25% 02/01/2042$520,730
KFW 2.125% 01/17/2023$520,632
KRAFT HEINZ FOODS CO 6.875% 01/26/2039$520,583
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026$519,713
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$519,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$519,081
ECOPETROL SA 4.25% 09/18/2018$518,750
JPMORGAN CHASE & CO 3.2% 01/25/2023$518,722
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$518,328
SYNCHRONY FINANCIAL 4.25% 08/15/2024$518,328
PETROLEOS MEXICANOS 6.625% 06/15/2035$518,000
BANK OF AMERICA CORP 3.5% 04/19/2026$517,764
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/20/2045$517,746
CHEVRON CORP 2.954% 05/16/2026$517,375
GENERAL ELECTRIC CO 2.3% 01/14/2019$517,165
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$516,598
YALE UNIVERSITY 2.086% 04/15/2019$516,569
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$516,294
KFW 2% 10/04/2022$516,177
JM SMUCKER CO/THE 2.5% 03/15/2020$516,138
MOODY'S CORP 2.75% 07/15/2019$516,022
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$515,584
AETNA INC 3.2% 06/15/2026$515,482
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$515,397
BANK OF AMERICA CORP 3.3% 01/11/2023$515,326
GENERAL MOTORS CO 3.5% 10/02/2018$515,065
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$514,821
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$514,677
DOW CHEMICAL CO/THE 3% 11/15/2022$514,418
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$514,416
LLOYDS BANK PLC 3.5% 05/14/2025$514,343
BB&T CORP 2.45% 01/15/2020$514,188
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$513,949
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$513,661
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$513,615
KFW 1.875% 04/01/2019$513,569
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$513,537
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$513,301
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$513,005
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$512,314
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$512,241
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$511,922
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$511,730
GENERAL DYNAMICS CORP 2.25% 11/15/2022$511,558
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$511,497
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$511,459
LOCKHEED MARTIN CORP 2.5% 11/23/2020$511,294
SHELL INTERNATIONAL FINANCE BV 4% 05/10/2046$511,293
LANDWIRTSCHAFTLICHE RENTENBANK 1.875% 09/17/2018$511,277
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$511,203
MUFG UNION BANK NA 2.625% 09/26/2018$511,108
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$511,066
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$511,016
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$510,630
BANK OF AMERICA CORP 4% 01/22/2025$510,574
BED BATH & BEYOND INC 3.749% 08/01/2024$510,569
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$510,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$510,496
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$510,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$510,113
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$509,815
SYSCO CORP 2.6% 06/12/2022$509,714
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$509,670
SOUTHERN CO/THE 2.15% 09/01/2019$509,576
ROYAL BANK OF CANADA 2% 12/10/2018$509,468
CONOCOPHILLIPS CO 4.3% 11/15/2044$509,404
TORONTO-DOMINION BANK/THE 2.125% 04/07/2021$509,184
AFRICAN DEVELOPMENT BANK 1.625% 10/02/2018$509,110
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$509,091
SHELL INTERNATIONAL FINANCE BV 2.875% 05/10/2026$508,642
PETROLEOS MEXICANOS 4.875% 01/18/2024$508,150
CVS HEALTH CORP 1.9% 07/20/2018$507,819
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$507,548
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.05% 03/15/2019$507,176
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$507,002
AETNA INC 1.9% 06/07/2019$506,854
WESTPAC BANKING CORP 1.95% 11/23/2018$506,786
HSBC HOLDINGS PLC 4.25% 03/14/2024$506,717
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$506,657
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$506,458
FEDERAL HOME LOAN BANKS 1.375% 02/18/2021$506,236
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$506,197
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$506,180
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$506,138
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$506,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$506,118
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$505,952
PNC BANK NA 2.7% 11/01/2022$505,777
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$505,720
DOLLAR GENERAL CORP 1.875% 04/15/2018$505,552
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$505,257
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$505,220
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$505,125
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$505,021
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,866
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$504,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$504,782
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$504,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$504,551
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$504,286
HSBC USA INC 2.375% 11/13/2019$504,250
ASIAN DEVELOPMENT BANK 1.125% 06/05/2018$503,301
WELLS FARGO & CO 1.5% 01/16/2018$502,914
CHEVRON CORP 1.345% 11/15/2017$502,712
HSBC USA INC 2.25% 06/23/2019$502,575
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$502,473
PRECISION CASTPARTS CORP 1.25% 01/15/2018$502,369
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$502,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$502,073
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$501,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$501,719
TELEFONICA EUROPE BV 8.25% 09/15/2030$501,613
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,606
STATOIL ASA 1.25% 11/09/2017$501,340
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$501,183
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2031$501,076
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,819
UBS AG/STAMFORD CT 1.375% 08/14/2017$500,504
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$500,373
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$500,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,066
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$499,578
REPUBLIC OF PANAMA 5.2% 01/30/2020$499,500
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$498,744
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$498,712
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$498,092
GENERAL MOTORS CO 5.2% 04/01/2045$497,198
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$495,367
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$493,448
ALTRIA GROUP INC 4.25% 08/09/2042$493,311
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 10/05/2018$492,330
APPLE INC 4.375% 05/13/2045$491,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$491,269
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/15/2031 TBA$491,239
EMC CORP/MA 1.875% 06/01/2018$490,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$489,959
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$489,947
COUNTY OF COOK IL 6.229% 11/15/2034$488,656
MARATHON PETROLEUM CORP 5.85% 12/15/2045$487,440
VALE OVERSEAS LTD 4.625% 09/15/2020$486,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$485,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$482,396
STATE OF ILLINOIS 5.1% 06/01/2033$481,035
TARGET CORP 6.35% 11/01/2032$480,517
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$479,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$479,212
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2045$478,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$478,255
AGRIUM INC 6.125% 01/15/2041$476,250
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$476,004
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$475,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$474,860
SOUTHERN COPPER CORP 5.875% 04/23/2045$473,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$472,302
MARATHON OIL CORP 5.9% 03/15/2018$472,178
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$472,164
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$471,393
INTERNATIONAL BANK FOR RECONSTRUCTION & .875% 07/19/2018$471,367
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$468,512
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$466,575
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$466,463
BOSTON PROPERTIES LP 3.125% 09/01/2023$463,276
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$463,124
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$463,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$462,732
HOME DEPOT INC/THE 2% 04/01/2021$462,492
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$462,368
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$462,092
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$461,747
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$461,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$460,989
HSBC HOLDINGS PLC 2.95% 05/25/2021$460,026
BANK OF AMERICA CORP 5.875% 01/05/2021$459,328
MCKESSON CORP 4.883% 03/15/2044$457,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$457,658
PROGRESS ENERGY INC 7.05% 03/15/2019$456,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$456,270
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$453,987
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$453,750
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$452,810
APPLE INC 2% 05/06/2020$451,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$451,567
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$450,831
KFW 0% 04/18/2036$450,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$449,974
BNP PARIBAS SA 5% 01/15/2021$449,530
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$449,262
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$449,077
REYNOLDS AMERICAN INC 4.45% 06/12/2025$448,792
LOWE'S COS INC 4.25% 09/15/2044$446,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$445,826
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$445,591
JPMORGAN CHASE & CO 4.5% 01/24/2022$445,469
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$445,278
MOSAIC CO/THE 5.625% 11/15/2043$445,256
STATE OF ISRAEL 4% 06/30/2022$444,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2030$444,892
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$444,207
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$444,166
AMERICA MOVIL SAB DE CV 5% 03/30/2020$443,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$443,921
STATE OF ISRAEL 5.5% 04/26/2024$443,716
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$443,033
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$441,185
STATE STREET CORP 3.7% 11/20/2023$440,875
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$439,982
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$439,678
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$438,847
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$438,441
CISCO SYSTEMS INC 2.45% 06/15/2020$437,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$437,530
PHILLIPS 66 4.3% 04/01/2022$437,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$436,717
CITIGROUP INC 8.125% 07/15/2039$436,535
APPLE INC 3.45% 05/06/2024$435,192
CLOROX CO/THE 3.8% 11/15/2021$435,165
COOPERATIEVE RABOBANK UA 3.875% 02/08/2022$434,890
HSBC BANK USA NA 4.875% 08/24/2020$434,804
COMCAST CORP 3.375% 08/15/2025$432,713
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$432,486
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$432,271
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$432,032
CARNIVAL CORP 3.95% 10/15/2020$431,919
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$431,546
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$431,407
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$431,172
PEPSICO INC 5% 06/01/2018$430,732
EXXON MOBIL CORP 3.176% 03/15/2024$430,262
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$430,212
AMGEN INC 3.625% 05/22/2024$429,895
ABBVIE INC 2.5% 05/14/2020$429,762
CHARTER COMMUNICATIONS OPERATING LLC / C 6.834% 10/23/2055$429,682
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$428,630
AFLAC INC 3.625% 06/15/2023$428,408
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$428,169
HUMANA INC 3.85% 10/01/2024$427,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$427,913
DIGNITY HEALTH 3.812% 11/01/2024$427,499
CSX CORP 6% 10/01/2036$427,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$427,428
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$426,694
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$426,656
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$426,527
LAZARD GROUP LLC 4.25% 11/14/2020$426,188
CHEVRON CORP 3.191% 06/24/2023$425,357
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$425,053
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$424,923
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$423,427
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$422,630
NASDAQ INC 4.25% 06/01/2024$422,528
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$422,498
COOPERATIEVE RABOBANK UA 4.625% 12/01/2023$422,460
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$422,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$422,157
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$421,350
PPG INDUSTRIES INC 3.6% 11/15/2020$420,844
COMCAST CORP 7.05% 03/15/2033$420,815
KROGER CO/THE 2.95% 11/01/2021$420,778
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$420,135
ITAU CORPBANCA 3.875% 09/22/2019$420,075
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$419,973
MORGAN STANLEY 3.7% 10/23/2024$419,298
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$419,249
PEPSICO INC 2.75% 03/01/2023$419,055
CORNING INC 4.75% 03/15/2042$418,874
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$418,640
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$418,470
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$418,416
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$418,370
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$418,332
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$417,783
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$417,247
US BANCORP 3.1% 04/27/2026$416,582
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$416,356
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$416,226
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$416,216
NEWMONT MINING CORP 3.5% 03/15/2022$415,866
HCP INC 4.25% 11/15/2023$415,761
BANK OF AMERICA CORP 4.25% 10/22/2026$415,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2046$415,610
AMEREN ILLINOIS CO 2.7% 09/01/2022$415,523
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$415,288
AMERICAN TOWER CORP 3.5% 01/31/2023$414,508
CREDIT SUISSE AG/NEW YORK NY 3.625% 09/09/2024$414,266
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$414,136
ASSOCIATED BANC-CORP 4.25% 01/15/2025$413,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$413,538
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$413,452
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$413,386
GOLDCORP INC 3.625% 06/09/2021$412,484
AON PLC 3.5% 06/14/2024$412,386
WELLS FARGO BANK NA 6.6% 01/15/2038$412,321
BNP PARIBAS SA 4.25% 10/15/2024$411,877
EASTMAN CHEMICAL CO 2.7% 01/15/2020$411,724
WESTAR ENERGY INC 4.625% 09/01/2043$411,682
HOME DEPOT INC/THE 2% 06/15/2019$411,395
PRAXAIR INC 2.2% 08/15/2022$411,393
INTESA SANPAOLO SPA 3.875% 01/15/2019$411,368
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$411,353
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$410,878
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$410,842
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$410,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2030$410,698
WELLS FARGO & CO 3.9% 05/01/2045$410,430
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$409,962
ORACLE CORP 2.5% 10/15/2022$409,774
ABBVIE INC 3.6% 05/14/2025$409,410
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$409,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2031$409,092
STARBUCKS CORP 2% 12/05/2018$409,017
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$408,997
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$408,895
WELLS FARGO & CO 5.375% 11/02/2043$408,673
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$408,493
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$408,317
WELLS FARGO & CO 3% 04/22/2026$408,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$408,105
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 05/24/2021$407,820
MORGAN STANLEY 6.375% 07/24/2042$407,746
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$407,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2036$407,524
BAIDU INC 2.75% 06/09/2019$407,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2045$406,957
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$406,508
CHEVRON CORP 2.355% 12/05/2022$406,362
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$405,429
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$405,243
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$405,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$404,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$404,622
RYDER SYSTEM INC 2.35% 02/26/2019$404,490
XLIT LTD 2.3% 12/15/2018$404,358
ARROW ELECTRONICS INC 3% 03/01/2018$404,261
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$404,252
HIGHWOODS REALTY LP 3.2% 06/15/2021$403,931
HISTORIC TW INC 9.15% 02/01/2023$403,783
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$402,666
LLOYDS BANK PLC 2.35% 09/05/2019$402,592
INTEL CORP 1.35% 12/15/2017$402,457
SANTANDER UK PLC 2.35% 09/10/2019$402,439
GENERAL MILLS INC 1.4% 10/20/2017$402,330
BB&T CORP 1.6% 08/15/2017$402,224
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$402,221
DEVON ENERGY CORP 7.95% 04/15/2032$401,980
PNC BANK NA 1.5% 10/18/2017$401,970
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$401,814
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/25/2046 TBA$401,737
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,703
AON PLC 4.45% 05/24/2043$401,482
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$401,457
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2031$401,439
EUROPEAN INVESTMENT BANK 1% 03/15/2018$401,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$401,161
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,997
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,990
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$400,936
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$400,700
COMMONWEALTH EDISON CO 5.9% 03/15/2036$400,333
CF INDUSTRIES INC 3.45% 06/01/2023$400,253
PFIZER INC 4.4% 05/15/2044$399,957
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$399,572
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$398,372
BARCLAYS PLC 2.75% 11/08/2019$398,186
BANK ONE CORP 7.625% 10/15/2026$398,080
WEYERHAEUSER CO 7.375% 03/15/2032$397,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$397,802
HESS CORP 1.3% 06/15/2017$397,416
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$397,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$397,021
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$396,149
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$395,823
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$395,817
ORACLE CORP 4.5% 07/08/2044$394,799
LOWE'S COS INC 5.8% 04/15/2040$394,747
PHARMACIA LLC 6.5% 12/01/2018$394,219
REYNOLDS AMERICAN INC 6.15% 09/15/2043$393,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$393,079
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$392,818
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$392,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$392,459
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$392,309
AMERICAN AIRLINES 2016-1 CLASS AA PASS T 3.575% 07/15/2029$391,634
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$391,358
REPUBLIC OF TURKEY 5.75% 03/22/2024$391,128
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$388,944
METHANEX CORP 3.25% 12/15/2019$388,806
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$388,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$387,811
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$387,322
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$386,508
BRITISH TELECOMMUNICATIONS PLC 9.375% 12/15/2030$386,052
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$385,359
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$385,064
CELGENE CORP 3.875% 08/15/2025$384,722
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$384,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$384,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$384,225
WELLS FARGO & CO 4.9% 11/17/2045$383,934
REPUBLIC OF PANAMA 6.7% 01/26/2036$383,760
GENERAL MOTORS CO 4% 04/01/2025$383,719
PFIZER INC 3.4% 05/15/2024$383,371
VISA INC 4.3% 12/14/2045$383,056
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$383,023
ATMOS ENERGY CORP 4.125% 10/15/2044$382,509
DOVER CORP 5.375% 03/01/2041$382,396
WAL-MART STORES INC 7.55% 02/15/2030$381,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$381,744
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$381,621
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$381,619
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2045$381,398
AMGEN INC 4.563% 06/15/2048$381,258
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$381,083
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$380,411
TOTAL SYSTEM SERVICES INC 4.8% 04/01/2026$380,263
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2046$380,120
BANK OF AMERICA CORP 5.875% 02/07/2042$380,061
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$379,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$379,250
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$379,141
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$379,029
COCA-COLA CO/THE 3.2% 11/01/2023$377,347
STATE OF TEXAS 4.681% 04/01/2040$377,172
PSEG POWER LLC 8.625% 04/15/2031$376,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$375,947
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$375,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$375,620
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$375,476
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$375,332
ECOLAB INC 5.5% 12/08/2041$375,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$374,693
VERIZON COMMUNICATIONS INC 6% 04/01/2041$374,601
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$374,225
GENERAL MILLS INC 5.4% 06/15/2040$373,185
LOCKHEED MARTIN CORP 2.9% 03/01/2025$372,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$372,037
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.249% 02/15/2048$371,947
APPLE INC 3.2% 05/13/2025$371,508
COCA-COLA CO/THE 2.875% 10/27/2025$371,161
MCDONALD'S CORP 2.75% 12/09/2020$371,001
TOTAL SYSTEM SERVICES INC 3.8% 04/01/2021$370,967
APPLE INC 2.25% 02/23/2021$370,636
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$370,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$370,093
WAL-MART STORES INC 4.875% 07/08/2040$369,530
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$369,124
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$368,720
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$367,807
ORACLE CORP 2.8% 07/08/2021$367,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2035$367,245
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$366,439
VALE OVERSEAS LTD 6.875% 11/21/2036$366,000
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$364,697
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$364,335
REPUBLIC OF SOUTH AFRICA 4.875% 04/14/2026$363,781
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$363,727
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$363,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$363,066
ECOPETROL SA 4.125% 01/16/2025$362,880
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$362,344
KLA-TENCOR CORP 3.375% 11/01/2019$362,219
UNUM GROUP 4% 03/15/2024$361,973
NISOURCE FINANCE CORP 5.25% 02/15/2043$361,777
CBL & ASSOCIATES LP 4.6% 10/15/2024$361,042
CISCO SYSTEMS INC 2.2% 02/28/2021$360,955
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,757
WELLS FARGO & CO 2.55% 12/07/2020$360,424
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$360,403
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$360,256
STATOIL ASA 5.1% 08/17/2040$360,119
WP CAREY INC 4.6% 04/01/2024$359,671
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$359,045
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$358,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$358,819
SANTANDER UK PLC 3.05% 08/23/2018$358,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$357,606
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$357,146
REPUBLIC OF ITALY 5.375% 06/15/2033$357,143
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$356,107
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$355,846
CBS CORP 7.875% 07/30/2030$355,274
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$354,610
REYNOLDS AMERICAN INC 6.875% 05/01/2020$354,277
JPMORGAN CHASE & CO 2.7% 05/18/2023$353,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$352,588
MERCK & CO INC 6.5% 12/01/2033$352,381
AMGEN INC 4.663% 06/15/2051$351,543
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,493
PEPSICO INC 4.45% 04/14/2046$351,005
COOPERATIEVE RABOBANK UA 5.75% 12/01/2043$350,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$350,376
INTEL CORP 4.9% 07/29/2045$350,317
HYDRO-QUEBEC 8.05% 07/07/2024$350,207
FEDERAL HOME LOAN MORTGAGE CORP 1% 05/25/2018$350,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,072
QUALCOMM INC 2.25% 05/20/2020$349,652
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$349,514
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$348,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$348,789
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$348,709
WELLS FARGO & CO 3% 02/19/2025$348,633
NOMURA HOLDINGS INC 6.7% 03/04/2020$348,606
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$347,737
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$347,137
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$346,790
STATE OF GEORGIA 4.503% 11/01/2025$346,620
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$346,445
CNA FINANCIAL CORP 5.75% 08/15/2021$345,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$345,550
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$345,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$344,926
WESTROCK MWV LLC 7.375% 09/01/2019$344,607
CSX CORP 7.375% 02/01/2019$344,565
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$344,194
AXA SA 8.6% 12/15/2030$343,750
WYETH LLC 6.5% 02/01/2034$343,590
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$343,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$342,647
CITIGROUP INC 4.65% 07/30/2045$342,077
WELLTOWER INC 6.125% 04/15/2020$342,038
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$341,769
INTEL CORP 4.8% 10/01/2041$341,504
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2030$341,201
BERKSHIRE HATHAWAY INC 3.125% 03/15/2026$341,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$340,593
GENERAL ELECTRIC CO 4.625% 01/07/2021$340,396
HOST HOTELS & RESORTS LP 6% 10/01/2021$340,381
WAL-MART STORES INC 4.25% 04/15/2021$340,237
PUGET SOUND ENERGY INC 4.434% 11/15/2041$340,232
MICROSOFT CORP 4.5% 10/01/2040$340,089
BECTON DICKINSON AND CO 5% 11/12/2040$339,659
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$339,641
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$339,594
GILEAD SCIENCES INC 4.4% 12/01/2021$338,967
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$338,925
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$338,852
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$338,780
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$338,591
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$338,517
SEAGATE HDD CAYMAN 4.75% 06/01/2023$338,346
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$337,961
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$337,854
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$337,365
AT&T INC 5.55% 08/15/2041$337,301
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$337,115
AT&T INC 5.35% 09/01/2040$337,001
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$336,993
STATE OF UTAH 3.539% 07/01/2025$336,840
AEGON FUNDING CO LLC 5.75% 12/15/2020$336,776
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$336,599
MARATHON PETROLEUM CORP 5% 09/15/2054$336,345
BANK OF AMERICA CORP 5% 05/13/2021$336,269
WILLIAMS PARTNERS LP 4.5% 11/15/2023$336,193
QWEST CORP 6.875% 09/15/2033$336,124
HARLEY-DAVIDSON INC 4.625% 07/28/2045$336,026
COCA-COLA EUROPEAN PARTNERS US LLC 4.5% 09/01/2021$335,793
NORTHERN TRUST CORP 3.95% 10/30/2025$335,325
UNILEVER CAPITAL CORP 4.25% 02/10/2021$335,280
REPUBLIC SERVICES INC 5.5% 09/15/2019$335,259
MICROSOFT CORP 4.2% 11/03/2035$334,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2030$334,542
DOW CHEMICAL CO/THE 5.25% 11/15/2041$334,421
AETNA INC 6.625% 06/15/2036$334,336
KRAFT HEINZ FOODS CO 2% 07/02/2018$334,310
JPMORGAN CHASE & CO 4.625% 05/10/2021$334,067
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$333,978
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$333,863
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$333,820
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$333,785
OHIO STATE UNIVERSITY/THE 4.048% 12/01/2056$333,723
CREDIT SUISSE USA INC 7.125% 07/15/2032$333,549
CIGNA CORP 5.125% 06/15/2020$333,196
TOTAL CAPITAL SA 4.45% 06/24/2020$332,926
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$332,596
METLIFE INC 4.875% 11/13/2043$332,394
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$332,300
CVS HEALTH CORP 4% 12/05/2023$332,277
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$332,057
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$331,852
ALPHABET INC 3.625% 05/19/2021$331,743
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$331,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$331,160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$330,969
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$330,806
GENERAL ELECTRIC CO 4.125% 10/09/2042$330,795
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$330,789
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$330,636
VIACOM INC 6.875% 04/30/2036$330,256
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$330,094
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$329,846
INTERNATIONAL PAPER CO 7.3% 11/15/2039$329,749
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$329,178
THOMSON REUTERS CORP 6.5% 07/15/2018$329,092
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$328,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$328,745
PROGRESS ENERGY INC 4.4% 01/15/2021$328,518
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$328,401
WAL-MART STORES INC 3.625% 07/08/2020$328,263
FIDELITY NATIONAL INFORMATION SERVICES I 3.625% 10/15/2020$328,026
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$327,845
AMGEN INC 3.875% 11/15/2021$327,489
BOSTON PROPERTIES LP 4.125% 05/15/2021$327,416
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2045$327,366
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$327,330
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$327,167
DTE ELECTRIC CO 3.375% 03/01/2025$326,591
OHIO STATE UNIVERSITY/THE 3.798% 12/01/2046$326,526
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$326,501
EOG RESOURCES INC 4.1% 02/01/2021$326,466
DUKE ENERGY INDIANA LLC 3.75% 07/15/2020$326,192
CUBESMART LP 4.375% 12/15/2023$325,979
CITY OF CHICAGO IL 6.314% 01/01/2044$325,777
INTEL CORP 3.3% 10/01/2021$325,474
KELLOGG CO 4.15% 11/15/2019$325,298
QVC INC 5.45% 08/15/2034$324,978
HP INC 4.65% 12/09/2021$324,801
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$323,885
JOHNSON CONTROLS INC 4.25% 03/01/2021$323,872
SOUTHERN CO/THE 4.4% 07/01/2046$323,846
DTE ELECTRIC CO 3.45% 10/01/2020$323,298
GATX CORP 4.75% 06/15/2022$323,001
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$322,802
VODAFONE GROUP PLC 7.875% 02/15/2030$322,744
SOUTHERN CO/THE 3.25% 07/01/2026$322,676
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$322,467
WELLS FARGO & CO 3.5% 03/08/2022$322,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$321,819
MARKEL CORP 5% 03/30/2043$321,135
ANTHEM INC 4.65% 08/15/2044$320,767
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$320,514
FIFTH THIRD BANCORP 4.3% 01/16/2024$320,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$319,914
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$319,114
AT&T INC 3.8% 03/15/2022$319,106
HARRIS CORP 3.832% 04/27/2025$318,665
MORGAN STANLEY 3.75% 02/25/2023$318,220
ARROW ELECTRONICS INC 4.5% 03/01/2023$318,061
NIKE INC 3.625% 05/01/2043$317,927
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$317,922
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$317,878
WPP FINANCE 2010 3.75% 09/19/2024$317,612
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$317,595
REPUBLIC OF PANAMA 3.75% 03/16/2025$317,250
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$317,186
TJX COS INC/THE 2.75% 06/15/2021$317,038
UNITED MEXICAN STATES 3.625% 03/15/2022$316,950
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$316,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$316,734
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$316,432
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$315,932
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$315,888
HARRIS CORP 6.15% 12/15/2040$315,724
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$315,669
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$315,254
GENERAL ELECTRIC CO 2.7% 10/09/2022$315,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$314,912
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$314,682
FEDEX CORP 3.25% 04/01/2026$314,452
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$314,324
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$314,230
KOHL'S CORP 4% 11/01/2021$314,158
JEFFERIES GROUP LLC 5.125% 04/13/2018$313,918
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$313,828
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$313,737
CHUBB INA HOLDINGS INC 3.15% 03/15/2025$313,603
EXXON MOBIL CORP 2.709% 03/06/2025$313,596
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.375% 04/20/2026$313,570
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$313,467
CARDINAL HEALTH INC 3.2% 03/15/2023$313,438
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,371
MICROSOFT CORP 4.45% 11/03/2045$313,154
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$312,433
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$312,292
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$312,173
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$311,832
EXXON MOBIL CORP 3.567% 03/06/2045$311,331
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2046$311,190
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$311,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$310,767
WELLS FARGO & CO 3.45% 02/13/2023$310,693
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$310,568
MICROSOFT CORP 2.7% 02/12/2025$310,491
ANTHEM INC 3.3% 01/15/2023$310,332
ASTRAZENECA PLC 4% 09/18/2042$309,801
COSTCO WHOLESALE CORP 2.25% 02/15/2022$309,778
NIKE INC 2.25% 05/01/2023$309,485
ACTAVIS FUNDING SCS 4.55% 03/15/2035$309,273
AFLAC INC 2.4% 03/16/2020$309,247
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$308,673
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$308,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$308,348
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$308,164
LOCKHEED MARTIN CORP 3.8% 03/01/2045$308,114
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$308,010
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$307,629
3M CO 2% 06/26/2022$307,581
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$307,574
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$307,470
BORGWARNER INC 3.375% 03/15/2025$307,318
ABBVIE INC 4.4% 11/06/2042$306,887
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$306,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$306,813
MICROSOFT CORP 1.85% 02/12/2020$306,768
MCKESSON CORP 2.85% 03/15/2023$306,455
ABBVIE INC 2.9% 11/06/2022$306,327
AIRGAS INC 2.375% 02/15/2020$306,326
SOUTHERN CO/THE 2.35% 07/01/2021$306,310
ZOETIS INC 3.25% 02/01/2023$306,141
NOBLE ENERGY INC 5.25% 11/15/2043$306,122
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$305,854
APPLE INC 2.4% 05/03/2023$305,793
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$305,712
MICROSOFT CORP 3.75% 02/12/2045$305,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$305,564
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$305,315
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$305,282
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$305,278
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$305,202
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$305,022
MATTEL INC 2.35% 05/06/2019$304,948
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$304,848
LOCKHEED MARTIN CORP 4.07% 12/15/2042$304,658
LIBERTY PROPERTY LP 3.375% 06/15/2023$304,404
ACTAVIS FUNDING SCS 2.35% 03/12/2018$304,214
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/20/2041$304,168
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$304,130
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$303,726
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$303,721
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$303,563
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$303,551
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$303,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2045$303,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$303,259
ABBVIE INC 2% 11/06/2018$303,235
WALT DISNEY CO/THE 7% 03/01/2032$303,165
STATE OF CALIFORNIA 7.3% 10/01/2039$303,104
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$303,098
STATOIL ASA 2.65% 01/15/2024$303,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$303,029
PERRIGO CO PLC 2.3% 11/08/2018$302,755
METLIFE INC 5.7% 06/15/2035$302,665
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$302,303
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$302,255
CARDINAL HEALTH INC 1.7% 03/15/2018$302,148
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2030$302,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$301,994
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$301,992
APPLE INC 3.85% 05/04/2043$301,960
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2031$301,928
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$301,919
NORDIC INVESTMENT BANK 1.125% 03/19/2018$301,889
ABBVIE INC 1.75% 11/06/2017$301,871
CBS CORP 1.95% 07/01/2017$301,767
EATON CORP 1.5% 11/02/2017$301,559
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$301,225
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$301,181
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$301,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$300,498
STATOIL ASA 1.15% 05/15/2018$300,352
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$300,345
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,232
VODAFONE GROUP PLC 1.5% 02/19/2018$299,961
SANTANDER BANK NA 2% 01/12/2018$299,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$299,887
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$299,588
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,559
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$298,987
WILLIAMS PARTNERS LP 4.125% 11/15/2020$297,443
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$297,305
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$296,981
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$296,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$294,677
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$294,485
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$294,302
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$294,274
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$294,102
ONEOK PARTNERS LP 3.375% 10/01/2022$293,929
LINCOLN NATIONAL CORP 6.15% 04/07/2036$293,832
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$293,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$292,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.814% 01/01/2042$292,289
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$292,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$291,953
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$290,213
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$290,154
MERCK & CO INC 6.55% 09/15/2037$289,795
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$289,424
COMCAST CORP 4.6% 08/15/2045$288,566
TIME WARNER INC 5.375% 10/15/2041$288,475
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$288,207
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$288,173
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$288,053
HESS CORP 7.3% 08/15/2031$287,771
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$287,555
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$287,516
REPUBLIC OF KOREA 3.875% 09/11/2023$286,888
ORACLE CORP 3.9% 05/15/2035$286,276
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$285,974
REYNOLDS AMERICAN INC 3.25% 06/12/2020$285,676
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$285,581
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$285,302
REPUBLIC OF TURKEY 4.25% 04/14/2026$285,096
BECTON DICKINSON AND CO 6.375% 08/01/2019$284,944
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$284,327
INDIANA MICHIGAN POWER CO 7% 03/15/2019$284,215
CITY OF NEW YORK NY 5.846% 06/01/2040$283,984
EXELON CORP 4.95% 06/15/2035$283,011
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$282,167
AMGEN INC 4.4% 05/01/2045$281,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$280,498
KROGER CO/THE 7.5% 04/01/2031$280,436
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$280,324
EMERSON ELECTRIC CO 2.625% 02/15/2023$280,164
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$279,776
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$279,460
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$278,745
BANK OF AMERICA CORP 6.875% 11/15/2018$278,409
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$278,024
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$277,917
SOUTHERN COPPER CORP 7.5% 07/27/2035$277,607
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$277,348
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$277,315
ASTRAZENECA PLC 2.375% 11/16/2020$277,197
MICROSOFT CORP 2% 11/03/2020$277,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$276,799
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$276,695
EXPEDIA INC 7.456% 08/15/2018$276,604
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$276,225
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$276,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$275,902
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2030$275,674
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$275,650
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$275,605
ORIENTAL REPUBLIC OF URUGUAY 4.375% 10/27/2027$275,600
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$275,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$275,440
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$275,138
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$274,800
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$274,663
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$274,248
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$273,897
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$273,608
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$273,597
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$273,581
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$272,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$272,489
SEMPRA ENERGY 6.15% 06/15/2018$272,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$271,998
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$271,962
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$271,836
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$271,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$271,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$271,004
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$270,897
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$270,680
PENTAIR FINANCE SA 5% 05/15/2021$269,754
MISSISSIPPI POWER CO 4.25% 03/15/2042$269,163
FORD MOTOR CO 7.45% 07/16/2031$268,838
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$268,641
HCP INC 6.7% 01/30/2018$268,609
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$268,576
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$268,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$267,969
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$267,721
ASTRAZENECA PLC 3.375% 11/16/2025$267,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 04/01/2046$267,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$267,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$267,014
MYLAN INC 5.4% 11/29/2043$266,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$266,538
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$266,367
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$266,147
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$266,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$266,005
QUALCOMM INC 3.45% 05/20/2025$265,978
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$265,913
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$265,835
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$265,473
KRAFT HEINZ FOODS CO 6.5% 02/09/2040$265,336
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$264,784
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$264,500
ASTRAZENECA PLC 5.9% 09/15/2017$264,209
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$264,004
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$263,812
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$263,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$263,403
STATE OF CONNECTICUT 5.85% 03/15/2032$263,130
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$263,117
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$262,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$262,695
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$262,510
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/15/2031 TBA$262,275
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$261,804
JOHNSON & JOHNSON 4.85% 05/15/2041$261,600
FIDELITY NATIONAL INFORMATION SERVICES I 5% 10/15/2025$261,584
COMCAST CORP 5.65% 06/15/2035$260,880
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$260,750
AMGEN INC 5.85% 06/01/2017$260,631
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$260,342
KRAFT HEINZ FOODS CO 4.375% 06/01/2046$260,187
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$260,171
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$259,894
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$259,843
COMMONWEALTH EDISON CO 5.875% 02/01/2033$259,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$259,582
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$259,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$258,915
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$258,893
HANOVER INSURANCE GROUP INC/THE 4.5% 04/15/2026$258,593
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$258,592
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$258,500
AMERICAN INTERNATIONAL GROUP INC 3.9% 04/01/2026$258,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$258,076
ASIAN DEVELOPMENT BANK 2% 01/22/2025$257,342
JOHNSON & JOHNSON 4.95% 05/15/2033$257,338
LANDESBANK BADEN-WUERTTEMBERG 7.625% 02/01/2023$257,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$256,596
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$256,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$255,981
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$255,863
VORNADO REALTY LP 2.5% 06/30/2019$254,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$254,748
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$254,726
REPUBLIC SERVICES INC 5.7% 05/15/2041$254,725
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$254,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$254,549
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$254,218
JPMORGAN CHASE & CO 5.6% 07/15/2041$254,165
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$254,159
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2031$253,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$253,862
BUCKEYE PARTNERS LP 2.65% 11/15/2018$253,668
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$253,199
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$252,685
MEDTRONIC INC 1.5% 03/15/2018$252,233
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$252,176
CBS CORP 4.85% 07/01/2042$252,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$251,997
WALT DISNEY CO/THE 1.1% 12/01/2017$251,170
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$250,581
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$249,882
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$248,867
GEORGIA POWER CO 5.65% 03/01/2037$248,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$248,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$247,670
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$247,236
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$247,115
BARCLAYS PLC 2.875% 06/08/2020$246,879
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$246,298
HALLIBURTON CO 3.8% 11/15/2025$245,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$244,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$244,205
APPLE INC 4.65% 02/23/2046$243,468
REALTY INCOME CORP 5.875% 03/15/2035$243,277
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$241,706
KROGER CO/THE 5.4% 07/15/2040$241,549
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$241,418
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,296
ABBVIE INC 4.5% 05/14/2035$241,144
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$240,695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$239,455
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$239,249
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2046$239,214
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$238,939
NEWELL BRANDS INC 5.5% 04/01/2046$238,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2031$238,411
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$237,777
BIOGEN INC 4.05% 09/15/2025$237,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$237,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$237,128
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$236,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$236,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$236,014
STATE OF OREGON 5.762% 06/01/2023$235,720
TIME WARNER CABLE INC 6.75% 06/15/2039$235,713
KRAFT HEINZ FOODS CO 5.375% 02/10/2020$235,656
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2022$235,637
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$235,507
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$235,044
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2045$234,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$234,596
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$234,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$234,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$233,627
ABBVIE INC 4.7% 05/14/2045$233,592
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$233,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$232,976
VODAFONE GROUP PLC 6.15% 02/27/2037$232,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$232,413
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.1% 07/15/2036$232,367
MONSANTO CO 5.5% 08/15/2025$232,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$232,154
JEFFERIES GROUP LLC 6.25% 01/15/2036$231,927
NEWELL BRANDS INC 5.375% 04/01/2036$231,697
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$231,121
XCEL ENERGY INC 4.8% 09/15/2041$230,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$229,640
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$229,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$229,192
CBS CORP 5.75% 04/15/2020$229,043
PETROLEOS MEXICANOS 5.625% 01/23/2046$228,813
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$228,804
VIACOM INC 2.75% 12/15/2019$228,448
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$228,316
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,972
BOSTON SCIENTIFIC CORP 6% 01/15/2020$227,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$227,800
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$227,166
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$226,729
COMCAST CORP 4.5% 01/15/2043$226,325
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$226,308
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$225,795
STRYKER CORP 4.625% 03/15/2046$225,649
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$225,508
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$225,106
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$225,103
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$225,019
BOEING CO/THE 4.875% 02/15/2020$224,990
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$224,821
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$224,600
CITIGROUP INC 5.5% 09/13/2025$224,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$224,555
WHIRLPOOL CORP 4.85% 06/15/2021$224,443
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$223,955
AT&T INC 5.2% 03/15/2020$223,937
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$223,758
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.875% 04/20/2021$223,524
ABBVIE INC 3.2% 05/14/2026$223,314
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$223,198
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$222,808
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$222,365
JOHNSON & JOHNSON 3.55% 05/15/2021$222,263
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$222,028
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$221,993
WALT DISNEY CO/THE 3.75% 06/01/2021$221,812
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$221,653
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$221,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$221,406
MCKESSON CORP 4.75% 03/01/2021$220,906
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$220,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$220,019
CVS HEALTH CORP 4.125% 05/15/2021$219,738
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$219,472
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$219,162
FEDERAL REALTY INVESTMENT TRUST 4.5% 12/01/2044$218,914
AT&T INC 5.65% 02/15/2047$218,430
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$218,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$217,841
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$217,401
CREDIT SUISSE AG/NEW YORK NY 5.4% 01/14/2020$217,291
WELLTOWER INC 4.5% 01/15/2024$217,213
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$217,087
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$216,890
TARGET CORP 4% 07/01/2042$216,715
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$216,664
DDR CORP 4.625% 07/15/2022$216,546
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$215,973
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$215,822
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$215,809
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$215,517
VISA INC 4.15% 12/14/2035$215,318
COCA-COLA CO/THE 3.15% 11/15/2020$215,200
INTEL CORP 4.25% 12/15/2042$215,117
AUTONATION INC 6.75% 04/15/2018$214,743
WALT DISNEY CO/THE 3.7% 12/01/2042$214,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$214,292
ROGERS COMMUNICATIONS INC 3.625% 12/15/2025$214,092
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$213,993
CARDINAL HEALTH INC 4.6% 03/15/2043$213,951
THOMSON REUTERS CORP 3.95% 09/30/2021$213,528
COMPUTER SCIENCES CORP 4.45% 09/15/2022$213,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$213,494
GENERAL MILLS INC 3.15% 12/15/2021$213,410
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$213,228
HASBRO INC 5.1% 05/15/2044$213,138
FORD MOTOR CO 4.75% 01/15/2043$212,511
NEWELL BRANDS INC 3.85% 04/01/2023$212,442
DUKE REALTY LP 3.875% 10/15/2022$212,337
FISERV INC 3.5% 10/01/2022$212,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.942% 05/01/2042$212,200
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$212,001
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$211,713
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$211,671
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$211,587
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$211,525
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$211,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$210,160
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$210,137
ONEOK PARTNERS LP 4.9% 03/15/2025$210,098
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$210,061
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$210,060
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$209,946
HALLIBURTON CO 5% 11/15/2045$209,808
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$209,604
REPUBLIC OF FINLAND 6.95% 02/15/2026$209,573
ANTHEM INC 4.65% 01/15/2043$209,531
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$209,524
BAXALTA INC 4% 06/23/2025$209,083
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$209,011
REGENCY CENTERS LP 3.75% 06/15/2024$208,751
KELLOGG CO 4% 12/15/2020$208,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2036$208,300
US BANCORP 2.95% 07/15/2022$208,297
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$207,880
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$207,574
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$207,261
CONAGRA FOODS INC 3.25% 09/15/2022$207,221
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2045$207,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$207,192
HUSKY ENERGY INC 3.95% 04/15/2022$207,112
STATE STREET CORP 3.1% 05/15/2023$207,094
PRECISION CASTPARTS CORP 2.5% 01/15/2023$207,033
WALT DISNEY CO/THE 2.35% 12/01/2022$206,953
STRYKER CORP 2.625% 03/15/2021$206,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$206,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$206,375
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2045$206,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$206,295
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$206,290
MERCK & CO INC 3.6% 09/15/2042$206,236
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$206,190
PECO ENERGY CO 2.375% 09/15/2022$206,006
MERCK & CO INC 2.4% 09/15/2022$205,848
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$205,833
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$205,704
ERP OPERATING LP 3% 04/15/2023$205,704
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$205,589
FEDEX CORP 2.625% 08/01/2022$205,479
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$205,450
NEWELL BRANDS INC 2.6% 03/29/2019$205,371
MASTERCARD INC 2% 04/01/2019$205,169
LEXINGTON REALTY TRUST 4.4% 06/15/2024$204,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$204,809
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$204,754
STRYKER CORP 4.1% 04/01/2043$204,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$204,515
AIR LEASE CORP 3.375% 01/15/2019$204,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2031$204,474
BANK OF AMERICA CORP 3.95% 04/21/2025$204,046
KIMCO REALTY CORP 3.125% 06/01/2023$204,046
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$203,769
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,708
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$203,549
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$203,383
AETNA INC 4.125% 11/15/2042$203,184
WALGREEN CO 4.4% 09/15/2042$203,058
ABBOTT LABORATORIES 2% 03/15/2020$202,903
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$202,813
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$202,643
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$202,641
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$202,613
XEROX CORP 4.5% 05/15/2021$202,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$202,367
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$202,212
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$202,015
JABIL CIRCUIT INC 4.7% 09/15/2022$202,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$201,986
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,915
CELGENE CORP 1.9% 08/15/2017$201,588
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,494
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2045$201,455
BANK OF AMERICA CORP 2.25% 04/21/2020$201,300
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$201,155
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$201,082
AETNA INC 1.5% 11/15/2017$200,965
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$200,946
MERCK & CO INC 1.1% 01/31/2018$200,851
AMAZON.COM INC 1.2% 11/29/2017$200,778
APPLE INC 1% 05/03/2018$200,547
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2035$200,294
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$200,259
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$200,239
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$200,181
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$199,079
PROGRESSIVE CORP/THE 6.625% 03/01/2029$198,982
CNOOC FINANCE 2013 LTD 3% 05/09/2023$198,963
ZOETIS INC 4.7% 02/01/2043$198,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2031$198,257
FEDEX CORP 3.875% 08/01/2042$197,618
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$197,508
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$197,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$197,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$196,875
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$196,768
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$196,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$196,579
VALSPAR CORP/THE 4.4% 02/01/2045$196,025
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$195,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$195,572
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2035$195,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$194,177
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 8.35% 07/15/2046$194,075
MYLAN NV 3.95% 06/15/2026$192,671
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$192,460
HP INC 6% 09/15/2041$192,231
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$192,203
JOHNSON & JOHNSON 3.7% 03/01/2046$191,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$191,865
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$191,840
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$191,561
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$191,220
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$191,088
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$190,945
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$190,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$190,254
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$190,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$189,486
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$189,248
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$189,214
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$187,657
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$187,458
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$186,919
MCDONALD'S CORP 4.7% 12/09/2035$186,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$186,639
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$186,566
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$186,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$186,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$186,191
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$185,817
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$185,768
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$185,590
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$185,025
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$184,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$183,938
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$183,763
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$183,753
BOARDWALK PIPELINES LP 3.375% 02/01/2023$183,629
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$183,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2045$183,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$183,099
AETNA INC 4.375% 06/15/2046$182,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$182,176
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$182,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$181,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$181,759
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$181,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$181,523
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$181,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$180,993
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$180,836
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$180,601
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$179,897
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$179,258
S&P GLOBAL INC 4.4% 02/15/2026$179,053
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$178,857
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$178,621
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,673
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$177,299
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$177,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$177,185
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$175,200
ALTRIA GROUP INC 9.95% 11/10/2038$175,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,786
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$174,497
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$173,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$173,726
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$173,628
STAPLES INC 4.375% 01/12/2023$173,365
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$172,863
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$172,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$172,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$172,102
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$171,957
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$171,846
RIO TINTO ALCAN INC 6.125% 12/15/2033$171,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$170,920
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$170,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$170,480
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$170,365
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$170,342
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$170,200
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$168,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$168,564
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$168,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$167,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$167,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$167,230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$167,123
GILEAD SCIENCES INC 4.6% 09/01/2035$167,106
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$166,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$166,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$165,966
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$165,390
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$165,076
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,753
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$164,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$164,451
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$164,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$164,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$164,032
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$163,939
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$163,160
BAXALTA INC 5.25% 06/23/2045$163,067
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$163,047
ABBVIE INC 4.45% 05/14/2046$162,914
REPUBLIC OF CHILE 3.875% 08/05/2020$162,750
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$162,504
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$162,324
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$162,319
VIACOM INC 4.375% 03/15/2043$162,134
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$162,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$161,477
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$161,410
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$161,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$160,158
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$160,036
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$159,344
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$159,280
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$159,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$159,192
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$158,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$158,423
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$158,255
ALABAMA POWER CO 5.5% 10/15/2017$157,794
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$157,631
FEDERAL HOME LOAN MORTGAGE CORP 2.672% 01/01/2042$157,618
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$157,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/25/2031 TBA$157,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$157,211
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$157,200
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$157,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$155,508
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,356
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$155,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$154,873
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$154,860
DTE ELECTRIC CO 6.625% 06/01/2036$154,703
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$154,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2045$154,419
AT&T INC 4.75% 05/15/2046$154,345
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2030$153,683
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$153,105
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$152,833
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$152,077
XILINX INC 2.125% 03/15/2019$152,019
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$151,273
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$150,951
FEDERAL FARM CREDIT BANK 1.58% 02/17/2021$150,012
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$149,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$148,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$148,893
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$148,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$148,559
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$148,108
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$147,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$147,433
QUALCOMM INC 4.8% 05/20/2045$147,203
UBS AG/STAMFORD CT 1.375% 06/01/2017$146,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$146,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$146,065
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$146,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$145,660
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$145,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$145,096
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$144,928
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$144,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$143,977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$143,780
AIR LEASE CORP 3.75% 02/01/2022$143,583
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$143,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$142,659
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$142,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$141,672
UNDER ARMOUR INC 3.25% 06/15/2026$141,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$141,601
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$141,174
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$141,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$141,023
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$140,703
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2030$140,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$139,983
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$139,894
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$139,814
MORGAN STANLEY 7.25% 04/01/2032$138,982
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$138,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$138,164
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$137,915
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$137,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2043$137,863
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$137,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$137,427
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$136,111
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$135,969
BOEING CO/THE 6.125% 02/15/2033$135,558
CYTEC INDUSTRIES INC 3.95% 05/01/2025$134,788
3M CO 5.7% 03/15/2037$134,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$134,333
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$134,235
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$134,085
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$134,070
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,313
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$132,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$132,162
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$131,918
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$131,900
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$131,769
CITY OF NEW YORK NY 5.517% 10/01/2037$131,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$131,068
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$130,392
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2028$130,141
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$129,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$129,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$129,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$129,131
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$128,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$128,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$128,164
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$127,421
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$126,603
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$126,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$126,312
WELLS FARGO BANK NA 5.95% 08/26/2036$126,276
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$125,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$125,374
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$125,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$124,652
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$124,348
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$124,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$124,206
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$124,021
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,757
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$123,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$123,460
QVC INC 3.125% 04/01/2019$123,271
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$122,922
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$122,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$122,142
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$122,047
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$121,768
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$120,949
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$120,429
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$120,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$120,372
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$120,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$120,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$120,020
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$119,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$119,437
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$118,960
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$118,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$118,445
PETRO-CANADA 5.95% 05/15/2035$118,177
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$117,977
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$117,499
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$117,286
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2045$116,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,274
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$115,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$115,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$114,957
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$114,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$114,716
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$114,647
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$114,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$114,158
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$113,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$112,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.416% 05/01/2041$112,212
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$112,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$111,794
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$111,311
STATE OF ILLINOIS 7.35% 07/01/2035$111,166
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$110,936
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$110,777
AGILENT TECHNOLOGIES INC 5% 07/15/2020$110,331
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$110,127
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$110,059
PARKER-HANNIFIN CORP 3.5% 09/15/2022$109,877
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$109,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$109,492
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$109,408
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2045$109,015
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$109,000
QUALCOMM INC 4.65% 05/20/2035$108,810
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$108,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$108,434
BANK OF AMERICA CORP 5.49% 03/15/2019$108,257
EATON CORP 4.15% 11/02/2042$108,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,947
COMMONWEALTH EDISON CO 5.8% 03/15/2018$107,718
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$107,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2045$107,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$107,275
NORDSTROM INC 4% 10/15/2021$107,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$106,968
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$106,928
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$106,227
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$106,194
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$105,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$105,119
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$105,069
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2046 TBA$104,469
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$104,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$104,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$104,148
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$103,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$103,444
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2027$103,097
WILLIAMS PARTNERS LP 5.25% 03/15/2020$102,973
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$102,913
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$102,683
EATON CORP 2.75% 11/02/2022$102,666
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$102,583
AT&T INC 3% 06/30/2022$102,544
AT&T INC 3.4% 05/15/2025$102,481
AT&T INC 2.45% 06/30/2020$102,191
MICROSOFT CORP 4.75% 11/03/2055$102,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$101,126
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$101,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$100,903
REALTY INCOME CORP 2% 01/31/2018$100,869
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$100,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2046$100,448
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$100,323
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$100,298
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$100,287
EBAY INC 1.35% 07/15/2017$100,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2045$100,135
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$99,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$99,518
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$99,265
EBAY INC 2.6% 07/15/2022$99,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$98,803
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2035$98,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$97,370
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$97,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$97,236
ABBVIE INC 4.3% 05/14/2036$97,214
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$96,967
DEVON ENERGY CORP 5.6% 07/15/2041$96,937
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$96,925
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$96,887
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$96,816
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$96,644
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2041$96,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2030$95,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$95,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$95,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$95,160
WILLIAMS PARTNERS LP 6.3% 04/15/2040$95,140
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$94,285
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2035$93,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$92,860
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$92,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$92,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$92,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$92,424
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$92,093
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$91,397
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$91,265
GILEAD SCIENCES INC 4.75% 03/01/2046$91,195
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$90,685
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$90,377
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,323
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$90,117
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$89,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$89,772
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$88,861
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$88,803
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$88,605
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$88,521
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$87,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$86,586
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$86,343
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$86,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$86,173
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$85,981
HP INC 3.75% 12/01/2020$85,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2045$84,738
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$84,665
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$84,616
EBAY INC 4% 07/15/2042$84,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$84,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$84,483
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$84,326
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$84,282
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$84,128
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$83,807
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$83,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$83,100
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$82,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$82,616
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$82,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$82,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$82,142
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$81,850
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$81,695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$81,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$81,554
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$81,412
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$81,362
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$81,355
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$81,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$80,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$80,776
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$80,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$80,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$80,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$80,282
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$79,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$79,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$79,532
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$79,151
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$78,909
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$78,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$78,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.965% 06/01/2040$78,571
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$78,565
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$78,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.523% 02/01/2041$78,262
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$78,248
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$77,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,902
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$77,719
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,650
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$77,647
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,537
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$77,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$77,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2045$76,241
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$76,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$76,092
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$75,587
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2030$75,579
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$75,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$74,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$73,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2035$73,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.584% 08/01/2040$73,702
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2030$73,484
COMCAST CORP 2.75% 03/01/2023$73,374
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$73,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$73,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$72,987
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$72,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$72,612
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$72,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,337
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$72,265
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$72,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$71,735
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$71,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$70,816
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$70,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$70,336
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$70,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$70,222
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$69,681
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/20/2044$69,653
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$69,431
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$69,407
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$69,317
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$69,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$69,068
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$68,670
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$68,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$68,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$68,034
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$67,916
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$67,855
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$67,815
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$67,778
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$67,716
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,606
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$67,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$67,154
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$66,966
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$66,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$65,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$65,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$65,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$65,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$65,226
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$64,809
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$64,556
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$64,333
WILLIAMS PARTNERS LP 4% 09/15/2025$64,327
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$63,964
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$63,727
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$63,419
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$63,357
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$63,326
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.908% 02/01/2037$62,812
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$62,759
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$62,352
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$61,673
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2045$61,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$61,550
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$61,217
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2045$61,008
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$60,688
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$60,169
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$59,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$59,814
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$59,813
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$58,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2030$58,086
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$57,890
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$57,679
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$57,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2031$57,026
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$56,862
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,467
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$56,174
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$56,030
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$55,782
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$55,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$55,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$55,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$55,231
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$55,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$55,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$54,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$54,964
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$54,935
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,921
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$54,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$54,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/15/2045$54,697
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$54,328
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,930
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$53,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$53,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2046$52,741
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2043$52,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,480
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$52,323
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$52,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$52,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$51,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$51,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$51,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$50,887
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$50,839
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$50,687
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$50,617
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$50,141
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$50,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$50,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2045$50,104
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$49,923
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$49,919
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$49,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$49,719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$49,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,492
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$48,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,572
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$48,438
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$48,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$47,995
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,683
FEDERAL HOME LOAN MORTGAGE CORP 2.904% 06/01/2041$47,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$47,366
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$47,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,952
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$46,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$46,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$46,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$46,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2045$46,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$46,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$46,147
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$46,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$45,806
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$45,733
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$45,723
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$45,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.675% 12/01/2043$45,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$45,387
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$45,242
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$45,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$44,760
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$44,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$44,219
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$43,995
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$43,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$43,393
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,387
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$43,229
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$42,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$42,197
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,606
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2045$41,516
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$41,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$41,163
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,128
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$40,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$40,833
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$40,409
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,308
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$40,163
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$39,848
FEDERAL HOME LOAN MORTGAGE CORP 6.1% 01/01/2037$39,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$39,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$39,523
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$39,423
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$39,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$39,316
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$39,249
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,964
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$38,644
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$38,493
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$38,285
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$38,223
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$37,336
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$37,319
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$37,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$37,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$37,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$36,836
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$36,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2030$36,489
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,384
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$36,378
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$36,138
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$36,073
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$35,835
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$35,564
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$35,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$34,629
FEDERAL HOME LOAN MORTGAGE CORP 5.689% 02/01/2037$34,492
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$34,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$34,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$34,105
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$33,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$33,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$33,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$32,506
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$32,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,314
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$31,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$31,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2046$31,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$31,047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2045$30,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$30,883
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$30,062
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$30,060
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$30,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$29,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,904
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$29,560
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$29,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$29,369
NEWMONT MINING CORP 6.25% 10/01/2039$29,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$28,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$28,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$28,542
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$28,190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$27,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$27,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$27,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$26,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$26,722
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,659
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$25,795
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$25,742
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,737
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$25,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$25,182
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$25,146
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$25,079
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$25,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$25,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2045$24,816
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$24,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$24,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$24,533
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$24,158
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$23,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$23,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$23,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$23,472
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$23,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$23,159
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$22,643
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$22,472
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$22,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$22,223
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$21,994
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$21,981
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$21,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$21,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$21,563
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$21,399
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$21,230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$20,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,508
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$20,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$20,389
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$20,165
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$19,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,690
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$19,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$19,320
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$19,001
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,832
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$18,705
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$18,025
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$17,736
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$17,658
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$17,061
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$17,058
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$16,981
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$16,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$16,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$16,528
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$16,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$16,310
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$16,277
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2044$16,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$16,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$15,723
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,721
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$15,619
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$15,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$15,526
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$15,491
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$15,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$15,342
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$15,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$15,060
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,444
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$14,118
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$13,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$13,519
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$13,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$12,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$12,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$12,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$11,907
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,801
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$11,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$11,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,564
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,393
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$11,320
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$11,093
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$10,897
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$10,539
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2020$10,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$10,413
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,176
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$10,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$10,014
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,832
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$9,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,411
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$9,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$8,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,739
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,689
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$8,238
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$7,541
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$7,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$6,976
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,904
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$6,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$6,210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$6,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$5,372
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,306
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$5,008
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,998
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,798
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,520
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,057
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,861
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$3,815
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,731
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,490
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$3,459
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,457
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$3,398
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$3,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,050
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$3,012
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,833
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,639
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,578
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,378
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2017$2,236
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,205
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$1,937
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,754
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,684
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,628
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,570
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,478
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$1,452
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,373
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,319
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$966
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$471
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$256
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$173
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$92
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$65
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$35
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2016$33
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2046 TBA$-104,303
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/15/2046 TBA$-106,047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2046 TBA$-106,156
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2046 TBA$-107,328
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2046 TBA$-108,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/25/2031 TBA$-205,914
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/15/2031 TBA$-264,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2046 TBA$-325,490
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 07/25/2046 TBA$-345,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/25/2046 TBA$-354,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2046 TBA$-412,732
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/15/2046 TBA$-436,000
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/15/2046 TBA$-441,611
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/25/2046 TBA$-777,853
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/15/2046 TBA$-817,969
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2046 TBA$-1,446,615
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$95,220,824
FINANCING 8.6% 09/19$619,979
All Holdings As of May 31, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5 TBA$27,129,566
FANNIE MAE POOL 3.5 TBA$25,304,251
FANNIE MAE POOL 4 TBA$12,654,036
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$9,139,116
FREDDIE MAC GOLD POOL 3.5 TBA$8,497,607
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,667,961
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,508,610
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,453,251
GINNIE MAE II POOL 3 TBA$7,064,141
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,032,439
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,763,615
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,748,562
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,576,371
FANNIE MAE POOL 3 TBA$6,503,791
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$6,220,466
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$6,172,968
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,099,735
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$6,059,198
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$5,957,260
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,921,961
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,884,407
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,692,323
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,490,231
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,467,212
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,350,445
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$5,252,178
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,234,714
UNITED STATES TREASURY NOTE/BOND .875% 07/15/2017$5,121,992
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$5,088,850
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,086,575
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,906,549
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,879,473
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,808,492
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,757,585
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,705,598
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,704,994
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,703,623
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,698,647
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,690,271
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,648,712
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$4,574,788
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,551,422
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,495,745
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,455,176
UNITED STATES TREASURY NOTE/BOND 1% 05/15/2018$4,420,249
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$4,411,396
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,262,629
UNITED STATES TREASURY NOTE/BOND 2.5% 06/30/2017$4,248,025
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,122,299
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,055,936
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,005,685
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,002,812
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$3,999,526
UNITED STATES TREASURY NOTE/BOND 0.75 04/30/2018$3,991,092
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,969,231
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,968,857
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,870,672
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,867,525
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,861,357
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$3,819,152
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,818,005
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,802,265
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,786,186
UNITED STATES TREASURY NOTE/BOND .75% 06/30/2017$3,690,218
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,672,089
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$3,670,109
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,655,883
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$3,642,994
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,619,616
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$3,616,293
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,557,093
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,552,335
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,509,093
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,508,544
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,500,137
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,456,979
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,454,087
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,443,062
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,422,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,414,427
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$3,410,066
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,398,133
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,307,991
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,248,062
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,217,585
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,205,616
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,195,457
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,192,512
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,191,353
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,172,415
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,143,069
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,141,311
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,105,875
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$3,075,066
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,067,182
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,067,034
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,055,314
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,055,164
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,054,141
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,052,641
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$3,041,435
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,037,354
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,022,954
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$3,011,815
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$2,999,461
UNITED STATES TREASURY NOTE/BOND 0.875 04/15/2019$2,988,282
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,981,133
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,962,990
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$2,942,123
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,938,192
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,919,712
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,906,638
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,895,952
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,825,589
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,815,632
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,809,223
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,798,070
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,780,946
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,770,089
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,753,707
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,680,752
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,637,642
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,633,551
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,623,550
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,619,825
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,551,026
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,525,213
UNITED STATES TREASURY NOTE/BOND 1.625 04/30/2023$2,516,162
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,511,013
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$2,502,156
UNITED STATES TREASURY NOTE/BOND 1.5 03/31/2023$2,476,855
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$2,473,947
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,467,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,466,033
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,451,589
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,445,209
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,422,069
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,411,228
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,405,486
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,403,413
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,390,708
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,346,627
UNITED STATES TREASURY NOTE/BOND 0.875 03/31/2018$2,325,363
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,325,195
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,318,065
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,298,286
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,276,464
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,272,532
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,267,100
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$2,261,328
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,238,363
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,157,008
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$2,145,084
UNITED STATES TREASURY NOTE/BOND 2.5 02/15/2046$2,138,814
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,133,921
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,128,794
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,125,342
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,124,544
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,051,877
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,021,016
FEDERAL HOME LOAN BANKS .625% 05/30/2017$1,996,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,983,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,961,416
UNITED STATES TREASURY NOTE/BOND 1.25 03/31/2021$1,939,488
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,916,287
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,909,945
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$1,906,873
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,897,551
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,893,171
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,855,095
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,824,765
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,822,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,802,427
EUROPEAN INVESTMENT BANK 1.125 08/15/2019$1,793,366
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,776,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,757,986
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,728,536
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,725,475
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,714,212
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,693,987
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,691,940
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,670,421
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,667,524
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,641,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,637,424
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,629,177
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,623,437
UNITED STATES TREASURY NOTE/BOND 1.625 08/15/2022$1,606,062
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2017$1,594,597
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,593,607
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,587,621
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,569,952
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,552,942
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,531,373
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,528,991
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,524,901
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,524,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,521,810
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,519,656
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,515,938
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$1,513,914
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,510,575
FEDERAL HOME LOAN BANKS 1% 06/21/2017$1,503,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,500,593
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,492,405
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,491,855
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,481,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,459,138
REPUBLIC OF POLAND 5.125% 04/21/2021$1,457,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,448,889
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,447,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,446,490
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,435,923
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,418,443
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,414,773
CITIGROUP INC 4.05% 07/30/2022$1,357,860
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$1,356,649
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,347,779
KFW 4.375% 03/15/2018$1,324,319
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,321,398
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,313,151
GINNIE MAE II POOL 4% 09/20/2045$1,310,250
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,297,668
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,262,358
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,249,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25 02/26/2019$1,246,226
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,245,117
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,235,940
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,230,532
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,219,770
GINNIE MAE II POOL 3% 12/20/2045$1,213,690
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,209,776
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,208,602
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,204,761
AT&T INC 3.9% 03/11/2024$1,199,626
FREDDIE MAC GOLD POOL 3.5% 10/01/2045$1,194,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,171,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,168,033
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,160,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,158,339
KFW 4% 01/27/2020$1,147,414
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,142,770
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,140,005
BAKER HUGHES INC 7.5% 11/15/2018$1,135,207
KFW 1.875% 06/30/2020$1,120,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,115,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,115,569
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,113,447
PETROLEOS MEXICANOS 8% 05/03/2019$1,111,900
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,106,250
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,102,291
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,102,281
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,099,719
WESTPAC BANKING CORP 4.875% 11/19/2019$1,099,031
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,098,901
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,098,189
GINNIE MAE II POOL 3% 01/20/2046$1,096,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,093,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,090,678
MORGAN STANLEY 4.875% 11/01/2022$1,087,106
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,080,489
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,079,216
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,078,625
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,072,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,070,468
BANK OF AMERICA CORP 5.65% 05/01/2018$1,069,934
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,069,846
FREDDIE MAC GOLD POOL 3.5% 09/01/2045$1,069,678
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,069,068
MEDTRONIC INC 3.5% 03/15/2025$1,067,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,066,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,066,120
FANNIE MAE POOL 3.5% 07/01/2045$1,061,387
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,060,939
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,060,643
BANK ONE CORP 8% 04/29/2027$1,060,370
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506 10/10/2048$1,057,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,056,328
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,056,083
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,055,554
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,053,696
GINNIE MAE II POOL 3.5 03/20/2046$1,049,159
PFIZER INC 3% 06/15/2023$1,047,356
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,047,292
FREDDIE MAC GOLD POOL 3.5 04/01/2046$1,044,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,043,519
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,043,048
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,042,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,041,648
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314 04/10/2049$1,040,545
FANNIE MAE POOL 2.5% 08/01/2030$1,040,169
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,039,940
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,038,107
FREDDIE MAC GOLD POOL 2.5% 09/01/2030$1,036,357
FANNIE MAE POOL 3% 01/01/2030$1,035,490
FANNIE MAE POOL 4% 10/01/2043$1,035,285
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,033,574
FANNIE MAE POOL 3.5 07/01/2045$1,033,317
FREDDIE MAC GOLD POOL 3.5% 02/01/2046$1,031,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,030,882
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,030,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,028,606
CITIGROUP INC 6.625% 06/15/2032$1,028,559
ORACLE CORP 2.25% 10/08/2019$1,027,897
FANNIE MAE POOL 3.5 11/01/2045$1,027,464
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,026,778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,026,384
FREDDIE MAC GOLD POOL 3.5% 12/01/2045$1,024,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,021,265
FANNIE MAE POOL 3 03/01/2046$1,020,958
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,017,776
MORGAN STANLEY 2.5% 01/24/2019$1,016,433
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,015,461
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,015,384
FANNIE MAE POOL 3.5% 11/01/2045$1,012,436
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,012,434
COCA-COLA CO/THE 1.65% 03/14/2018$1,011,523
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,009,897
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,009,714
CITIGROUP INC 3.3% 04/27/2025$1,009,623
KFW 0.875 04/19/2018$1,007,712
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,004,584
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 05/12/2017$1,004,362
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,003,976
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$1,002,369
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,002,089
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,001,958
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,001,849
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,000,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,000,666
BANK OF AMERICA NA 1.65% 03/26/2018$1,000,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,000,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$999,937
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.27% 07/08/2019$999,815
EUROPEAN INVESTMENT BANK 1% 06/15/2018$999,077
COLGATE-PALMOLIVE CO .9% 05/01/2018$998,538
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$998,309
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$996,728
FEDERAL HOME LOAN MORTGAGE CORP 0.75 04/09/2018$996,528
FANNIE MAE POOL 3.5 02/01/2046$994,986
FEDERAL HOME LOAN MORTGAGE CORP 4.185% 12/25/2020$994,128
PACIFICORP 6% 01/15/2039$992,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$992,011
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$988,580
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$985,527
AMERICAN EXPRESS CO 7% 03/19/2018$984,247
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$981,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$978,969
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$974,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$973,609
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$970,363
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$960,304
FANNIE MAE POOL 3% 02/01/2046$952,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$951,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$949,978
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$949,040
WAL-MART STORES INC 5.25% 09/01/2035$947,525
FREDDIE MAC GOLD POOL 4% 08/01/2045$947,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$944,821
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$944,096
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$942,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$939,925
TIME WARNER CABLE INC 4.5% 09/15/2042$939,596
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$938,378
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$935,154
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$933,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$933,635
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$929,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.585% 04/25/2023$928,313
STATE OF CALIFORNIA 7.625% 03/01/2040$921,654
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$920,155
GINNIE MAE II POOL 3% 11/20/2044$913,208
REPUBLIC OF TURKEY 4.875% 04/16/2043$906,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$904,435
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$902,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$899,732
FANNIE MAE POOL 2.5 04/01/2031$899,452
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$898,960
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$896,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$890,702
FANNIE MAE POOL 4 09/01/2045$889,052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$869,912
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$863,679
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$861,198
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$860,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$856,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$854,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$854,050
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$851,293
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$851,125
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$850,894
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$849,686
WELLS FARGO & CO 4.48% 01/16/2024$848,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$848,757
KERR-MCGEE CORP 7.875% 09/15/2031$846,707
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$843,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$842,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$840,965
FANNIE MAE POOL 3% 10/01/2045$840,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$839,123
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$838,050
FREDDIE MAC GOLD POOL 3.5 01/01/2045$837,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$837,032
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$835,531
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,612
BANK OF AMERICA CORP 4.875% 04/01/2044$833,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$832,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$832,593
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$832,170
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$831,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$829,816
WAL-MART STORES INC 4.3% 04/22/2044$828,543
COMMERCIAL MORTGAGE TRUST 2007-GG11 5.736% 12/10/2049$826,314
FANNIE MAE POOL 4% 11/01/2044$825,685
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,025
RAYTHEON CO 6.75% 03/15/2018$824,118
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$823,547
FANNIE MAE POOL 4% 07/01/2045$823,256
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$822,566
MICROSOFT CORP 3.625% 12/15/2023$821,034
SHELL INTERNATIONAL FINANCE BV 1.375 05/10/2019$820,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$818,622
GE CAPITAL INTERNATIONAL FUNDING CO 4.418% 11/15/2035$817,550
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$815,002
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$813,943
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$813,684
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$808,792
TIME WARNER INC 4.05% 12/15/2023$807,396
BPCE SA 4% 04/15/2024$804,644
MCDONALD'S CORP 4.6% 05/26/2045$804,236
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42 06/15/2021$801,560
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$798,264
GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025$797,519
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$796,000
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$794,656
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$791,662
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$791,583
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75 04/19/2023$791,339
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$791,166
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$790,152
MORGAN STANLEY 4% 07/23/2025$789,890
FANNIE MAE POOL 2.5% 10/01/2030$789,506
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$789,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$785,553
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$785,366
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$784,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$784,471
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$783,110
UBS AG/STAMFORD CT 1.375% 06/01/2017$780,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$776,551
CVS HEALTH CORP 3.875% 07/20/2025$775,839
STATE OF CALIFORNIA 7.55% 04/01/2039$772,605
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$772,361
FANNIE MAE POOL 3% 01/01/2046$772,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$771,242
REPUBLIC OF TURKEY 8% 02/14/2034$771,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$769,664
TYSON FOODS INC 2.65% 08/15/2019$768,696
ORANGE SA 9% 03/01/2031$768,339
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$768,272
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$766,503
GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020$765,289
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$764,991
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$764,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$764,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$764,042
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$763,544
GILEAD SCIENCES INC 2.05% 04/01/2019$763,240
CVS HEALTH CORP 2.25% 12/05/2018$762,850
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$761,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$761,299
CANADA 1.625% 02/27/2019$761,063
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$759,900
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$759,213
BARCLAYS PLC 3.25% 01/12/2021$758,284
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625 03/10/2020$757,591
WELLS FARGO & CO 2.15% 01/30/2020$756,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$756,499
JUNIPER NETWORKS INC 4.35% 06/15/2025$754,949
CITIGROUP INC 2.15% 07/30/2018$754,930
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$754,183
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$753,669
AT&T INC 4.5% 05/15/2035$753,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$753,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$752,854
VIACOM INC 4.5% 03/01/2021$752,520
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$752,117
BANK OF MONTREAL 1.4% 04/10/2018$750,814
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$750,682
AMERICAN EXPRESS CREDIT CORP 2.25 05/05/2021$750,453
EUROPEAN INVESTMENT BANK 2% 03/15/2021$750,172
REPUBLIC OF TURKEY 3.25% 03/23/2023$748,924
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$748,165
WESTPAC BANKING CORP 2.1 05/13/2021$747,042
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$746,524
DOW CHEMICAL CO/THE 8.55% 05/15/2019$746,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$745,729
DEUTSCHE BANK AG 3.375 05/12/2021$745,502
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$743,577
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$739,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$739,113
FANNIE MAE POOL 3% 06/01/2030$737,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$736,690
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$734,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$734,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$734,280
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$733,257
KFW 2% 05/02/2025$732,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$731,982
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$729,532
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$728,083
FREDDIE MAC GOLD POOL 4% 11/01/2042$727,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$726,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$725,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$725,613
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$722,556
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$722,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$721,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$720,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$720,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$718,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$718,126
FANNIE MAE POOL 3 05/01/2046$717,713
HOME DEPOT INC/THE 5.875% 12/16/2036$716,369
AT&T INC 4.35% 06/15/2045$716,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$708,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$708,139
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$706,344
EXXON MOBIL CORP 1.708 03/01/2019$705,661
CIGNA CORP 4.5% 03/15/2021$704,703
TRAVELERS COS INC/THE 6.75% 06/20/2036$702,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$701,519
WELLS FARGO & CO 1.15% 06/02/2017$699,698
ABBOTT LABORATORIES 2.95% 03/15/2025$699,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$699,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$697,873
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$697,409
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$696,799
FANNIE MAE POOL 4 12/01/2045$696,204
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$694,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$694,209
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$693,801
FREDDIE MAC GOLD POOL 3% 10/01/2026$693,394
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$693,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$692,206
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$692,123
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$691,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$691,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$689,250
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$689,194
UNITED STATES TREASURY NOTE/BOND 5.25 02/15/2029$682,617
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$681,947
MORGAN STANLEY 5.75% 01/25/2021$681,178
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$679,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$679,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$677,014
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$676,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$676,214
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$675,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/11/2017$675,658
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$674,639
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$674,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$674,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$672,184
PETROLEOS MEXICANOS 5.5% 06/27/2044$672,160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$670,974
COMCAST CORP 6.45% 03/15/2037$665,905
CHEVRON CORP 1.79% 11/16/2018$665,638
FEDERAL HOME LOAN MORTGAGE CORP 2.144% 08/01/2043$665,485
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$664,634
FANNIE MAE POOL 3% 12/01/2045$664,153
CISCO SYSTEMS INC 5.9% 02/15/2039$662,348
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$661,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$661,387
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$659,036
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$658,516
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$657,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$657,096
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$656,130
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$654,964
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$654,182
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$654,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$653,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$652,770
GRUPO TELEVISA SAB 5% 05/13/2045$650,987
BANK OF MONTREAL 1.3% 07/14/2017$650,737
FANNIE MAE POOL 3% 11/01/2030$649,432
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$647,515
HSBC HOLDINGS PLC 6.1% 01/14/2042$646,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$645,830
ALTRIA GROUP INC 9.25% 08/06/2019$645,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$642,593
UNION PACIFIC CORP 4.821% 02/01/2044$642,558
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$642,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$641,080
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$640,855
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$638,937
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$638,441
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$635,359
GINNIE MAE II POOL 3.5% 02/20/2046$634,669
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02 06/15/2026$632,963
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$632,607
REPUBLIC OF PERU 6.55% 03/14/2037$631,250
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$630,357
PEPSICO INC 5.5% 01/15/2040$627,767
FREDDIE MAC GOLD POOL 3.5% 02/01/2045$627,283
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$625,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$624,903
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$619,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$619,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$614,696
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$614,038
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$612,923
LOCKHEED MARTIN CORP 4.5% 05/15/2036$612,908
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908 07/23/2025$610,788
BNP PARIBAS SA 2.4% 12/12/2018$610,775
FREDDIE MAC GOLD POOL 4% 11/01/2044$609,455
AT&T INC 5.8% 02/15/2019$608,466
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$607,910
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$606,359
INTERNATIONAL PAPER CO 7.5% 08/15/2021$606,026
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$603,904
BANK OF AMERICA CORP 2.625 04/19/2021$603,434
FINANCING CORP 9.65% 11/02/2018$602,553
KENTUCKY UTILITIES CO 5.125% 11/01/2040$602,166
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$602,044
CELGENE CORP 4.625% 05/15/2044$601,154
ORACLE CORP 5.375% 07/15/2040$600,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$600,300
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$599,054
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$598,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$597,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$596,783
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$596,452
NEXEN ENERGY ULC 6.4% 05/15/2037$596,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$595,696
SUNCOR ENERGY INC 7.15% 02/01/2032$593,146
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$591,071
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,546
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$590,225
AT&T INC 6.375 03/01/2041$589,570
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$589,375
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$587,623
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$585,215
TIME WARNER CABLE INC 8.75% 02/14/2019$582,975
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$581,472
JPMORGAN CHASE & CO 4.85% 02/01/2044$579,818
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$578,897
METLIFE INC 7.717% 02/15/2019$576,877
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$576,850
GENERAL MOTORS FINANCIAL CO INC 3.7 05/09/2023$574,944
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$572,129
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$571,207
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$570,082
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$569,501
ACTAVIS FUNDING SCS 3% 03/12/2020$568,846
REPUBLIC OF POLAND 6.375% 07/15/2019$567,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$567,657
AT&T INC 6.15% 09/15/2034$567,642
REPUBLIC OF TURKEY 7.5% 11/07/2019$565,841
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$565,616
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$564,812
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$564,497
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$564,488
NATIONAL CITY CORP 6.875% 05/15/2019$564,405
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$563,980
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$563,608
COMM 2013-CCRE11 MORTGAGE TRUST 5.331% 10/10/2046$563,064
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$563,011
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$562,764
FANNIE MAE POOL 3% 11/01/2030$562,673
REPUBLIC OF ITALY 6.875% 09/27/2023$562,508
NISOURCE FINANCE CORP 5.45% 09/15/2020$562,374
MEDTRONIC INC 4.625% 03/15/2045$562,334
PRECISION CASTPARTS CORP 4.375% 06/15/2045$561,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$561,668
JPMORGAN CHASE & CO 6.3% 04/23/2019$561,057
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$560,468
BANK OF AMERICA CORP 5.625% 07/01/2020$559,280
VOYA FINANCIAL INC 5.5% 07/15/2022$558,733
ACTAVIS INC 6.125% 08/15/2019$557,757
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$557,268
KEYCORP 5.1% 03/24/2021$556,214
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$556,120
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$554,921
MERCK SHARP & DOHME CORP 5% 06/30/2019$553,225
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$553,013
WELLS FARGO & CO 4.6% 04/01/2021$552,763
AMAZON.COM INC 3.8% 12/05/2024$552,452
WESTERN UNION CO/THE 5.253% 04/01/2020$552,282
BLACKROCK INC 4.25% 05/24/2021$551,971
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$551,570
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$551,414
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$550,300
BB&T CORP 5.25% 11/01/2019$550,166
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$550,097
DEERE & CO 4.375% 10/16/2019$549,924
CISCO SYSTEMS INC 3.5% 06/15/2025$549,429
ACE INA HOLDINGS INC 4.35% 11/03/2045$548,842
ALTRIA GROUP INC 4% 01/31/2024$548,785
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$548,755
EMERSON ELECTRIC CO 5% 04/15/2019$547,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$547,415
CISCO SYSTEMS INC 4.95% 02/15/2019$547,190
UNION PACIFIC CORP 3.75% 03/15/2024$547,046
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$546,330
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$546,252
AMGEN INC 6.15% 06/01/2018$546,218
BANK OF AMERICA CORP 6.875% 04/25/2018$546,040
CITIGROUP INC 4.5% 01/14/2022$545,686
CMS ENERGY CORP 4.7% 03/31/2043$545,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$545,374
FEDERAL HOME LOAN MORTGAGE CORP 2.421% 10/01/2043$544,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$544,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$544,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$544,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$544,073
MORGAN STANLEY 6.625% 04/01/2018$543,455
AT&T INC 4.45% 05/15/2021$543,119
AT&T INC 5.5% 02/01/2018$542,993
ORACLE CORP 5.75% 04/15/2018$541,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$541,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$540,890
NOVARTIS CAPITAL CORP 4% 11/20/2045$540,467
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$539,482
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$539,308
UNITEDHEALTH GROUP INC 6% 02/15/2018$539,218
TARGET CORP 6% 01/15/2018$538,869
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$538,867
FANNIE MAE POOL 4 09/01/2045$538,631
FANNIE MAE POOL 2.5 TBA$538,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$537,838
CATERPILLAR INC 4.75% 05/15/2064$537,804
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$537,104
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$536,777
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$536,724
BARCLAYS PLC 4.375% 01/12/2026$536,719
KFW 4.5% 07/16/2018$535,683
TIME WARNER INC 7.7% 05/01/2032$535,574
MCDONALD'S CORP 5.35% 03/01/2018$534,970
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$533,897
VULCAN MATERIALS CO 4.5 04/01/2025$533,750
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$533,696
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$533,464
MORGAN STANLEY 5.95% 12/28/2017$532,757
XEROX CORP 6.35% 05/15/2018$532,668
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$532,635
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$532,538
BLACKROCK INC 3.375% 06/01/2022$532,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$531,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$531,477
BECTON DICKINSON AND CO 3.734% 12/15/2024$531,086
NORTHERN TRUST CORP 3.375% 08/23/2021$530,622
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$530,428
FEDEX CORP 4.75% 11/15/2045$530,406
GILEAD SCIENCES INC 3.65% 03/01/2026$529,995
HALLIBURTON CO 7.45% 09/15/2039$529,768
KIMBERLY-CLARK CORP 6.125% 08/01/2017$529,750
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$529,695
JPMORGAN CHASE BANK NA 6% 10/01/2017$529,308
CATERPILLAR INC 3.4% 05/15/2024$529,082
DISCOVERY COMMUNICATIONS LLC 4.9 03/11/2026$528,946
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$528,762
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$528,731
REPUBLIC OF PERU 7.35% 07/21/2025$528,500
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$528,383
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 03/09/2026$528,242
PEPSICO INC 3% 08/25/2021$528,091
GOLDMAN SACHS GROUP INC/THE 6.25% 09/01/2017$528,020
TIME WARNER INC 3.875% 01/15/2026$527,770
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$527,500
BANK OF AMERICA CORP 4% 04/01/2024$527,440
KFW 2.75% 09/08/2020$526,555
KFW 2.75% 10/01/2020$526,547
GINNIE MAE II POOL 3% 10/20/2045$526,172
HSBC HOLDINGS PLC 4% 03/30/2022$526,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$526,069
TRINITY ACQUISITION PLC 4.625% 08/15/2023$525,995
EXELON CORP 3.95 06/15/2025$525,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$525,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$525,038
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$524,830
HSBC HOLDINGS PLC 4.3 03/08/2026$524,222
METLIFE INC 3.6% 04/10/2024$524,216
MCCORMICK & CO INC/MD 3.25% 11/15/2025$524,075
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$523,950
VISA INC 2.2% 12/14/2020$523,907
VALERO ENERGY CORP 6.625% 06/15/2037$523,147
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$522,807
LLOYDS BANK PLC 3.5% 05/14/2025$522,688
KFW 1.625% 03/15/2021$522,585
APPLE INC 2.85% 05/06/2021$522,453
DEVON ENERGY CORP 5.85% 12/15/2025$522,098
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$522,000
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$521,887
ONE GAS INC 3.61% 02/01/2024$521,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$521,298
ALLSTATE CORP/THE 3.15% 06/15/2023$520,761
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$520,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$520,037
PETROLEOS MEXICANOS 5.5% 01/21/2021$520,000
CITIGROUP INC 4.6 03/09/2026$519,984
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$519,795
AMERICAN TOWER CORP 4.5% 01/15/2018$519,721
GINNIE MAE II POOL 3% 05/20/2045$519,619
CONSUMERS ENERGY CO 3.125% 08/31/2024$519,313
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$518,997
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.375% 05/21/2025$518,617
SYNCHRONY FINANCIAL 4.25% 08/15/2024$518,021
FEDEX CORP 4.55 04/01/2046$517,828
COMCAST CORP 2.85% 01/15/2023$517,391
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$516,998
ECOPETROL SA 4.25% 09/18/2018$516,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$516,884
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579 07/23/2020$516,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$516,125
EXXON MOBIL CORP 3.043 03/01/2026$516,068
MYLAN NV 3.75% 12/15/2020$515,925
STATOIL ASA 3.15% 01/23/2022$515,888
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55 04/17/2026$515,614
JOHNSON CONTROLS INC 3.625% 07/02/2024$515,105
LANDWIRTSCHAFTLICHE RENTENBANK 2.375 06/10/2025$515,080
CSX CORP 4.5% 08/01/2054$514,283
GILEAD SCIENCES INC 4.5% 02/01/2045$513,965
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$513,804
JPMORGAN CHASE & CO 3.2% 01/25/2023$513,741
VISA INC 3.15% 12/14/2025$513,574
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$513,228
GENERAL MOTORS CO 3.5% 10/02/2018$513,135
YALE UNIVERSITY 2.086% 04/15/2019$513,096
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$513,019
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$512,865
MOODY'S CORP 2.75% 07/15/2019$512,397
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$512,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$512,249
WAL-MART STORES INC 2.55% 04/11/2023$512,235
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934 03/09/2021$511,999
FREDDIE MAC GOLD POOL 3 TBA$511,858
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$511,399
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,227
KFW 2.125% 01/17/2023$511,199
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$510,862
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$510,784
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$510,300
KFW 1.875% 04/01/2019$510,260
BB&T CORP 2.45% 01/15/2020$510,182
MEDTRONIC INC 4.375% 03/15/2035$510,007
JM SMUCKER CO/THE 2.5% 03/15/2020$509,862
BANK OF AMERICA CORP 3.3% 01/11/2023$509,782
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$509,749
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$509,663
DOW CHEMICAL CO/THE 3% 11/15/2022$509,578
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$509,365
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$509,216
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,092
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$508,888
LANDWIRTSCHAFTLICHE RENTENBANK 1.875 09/17/2018$508,706
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$508,516
BANK OF AMERICA CORP 3.5 04/19/2026$508,428
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$508,329
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$508,295
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$508,285
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$508,201
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$507,860
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$507,800
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$507,768
KFW 2% 10/04/2022$507,750
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$507,632
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$507,529
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$507,517
HSBC HOLDINGS PLC 4.25% 03/14/2024$507,408
MUFG UNION BANK NA 2.625% 09/26/2018$507,270
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$507,116
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$507,053
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$506,821
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$506,815
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$506,802
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$506,700
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$506,631
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$505,865
AFRICAN DEVELOPMENT BANK 1.625 10/02/2018$505,795
VERISK ANALYTICS INC 4% 06/15/2025$505,627
ROYAL BANK OF CANADA 2% 12/10/2018$505,488
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$505,322
CVS HEALTH CORP 1.9% 07/20/2018$505,060
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$504,669
LOCKHEED MARTIN CORP 2.5% 11/23/2020$504,661
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$504,638
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$504,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$504,321
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$504,189
WESTPAC BANKING CORP 1.95% 11/23/2018$504,070
SOUTHERN CO/THE 2.15% 09/01/2019$504,002
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$503,906
GENERAL DYNAMICS CORP 2.25% 11/15/2022$503,780
HSBC USA INC 2.375% 11/13/2019$503,761
KRAFT FOODS GROUP INC 6.875% 01/26/2039$503,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$503,483
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,372
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$503,244
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,199
HSBC USA INC 2.25% 06/23/2019$503,122
ELI LILLY & CO 3.7% 03/01/2045$503,053
CHEVRON CORP 2.954 05/16/2026$503,014
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$502,861
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$502,790
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$502,214
BANK OF AMERICA CORP 4% 01/22/2025$502,205
TORONTO-DOMINION BANK/THE 2.125 04/07/2021$501,362
CHEVRON CORP 1.345% 11/15/2017$501,330
ASIAN DEVELOPMENT BANK 1.125 06/05/2018$501,274
WELLS FARGO & CO 1.5% 01/16/2018$501,264
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,240
FREDDIE MAC GOLD POOL 2.5 04/01/2031$501,163
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$501,126
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,093
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,945
PRECISION CASTPARTS CORP 1.25% 01/15/2018$500,850
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$500,564
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,318
ROYAL BANK OF CANADA 1.25% 06/16/2017$500,287
STATOIL ASA 1.25% 11/09/2017$500,057
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 09/27/2017$500,050
SYSCO CORP 2.6% 06/12/2022$499,864
UBS AG/STAMFORD CT 1.375% 08/14/2017$499,831
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$499,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$499,378
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$499,318
PNC BANK NA 2.7% 11/01/2022$499,210
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$499,186
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$498,917
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$498,875
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$498,365
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$498,198
APACHE CORP 5.25% 02/01/2042$497,900
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$497,686
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$497,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$496,185
ACTAVIS FUNDING SCS 4.75% 03/15/2045$495,878
BED BATH & BEYOND INC 3.749% 08/01/2024$495,853
SHELL INTERNATIONAL FINANCE BV 2.875 05/10/2026$495,145
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$493,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$493,050
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$492,928
PETROLEOS MEXICANOS 6.625% 06/15/2035$492,450
REPUBLIC OF PANAMA 5.2% 01/30/2020$492,300
PETROLEOS MEXICANOS 4.875% 01/18/2024$491,875
TELEFONICA EUROPE BV 8.25% 09/15/2030$489,875
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$489,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$488,946
GENERAL MOTORS CO 5.2% 04/01/2045$488,235
SHELL INTERNATIONAL FINANCE BV 4 05/10/2046$487,978
EMC CORP/MA 1.875% 06/01/2018$487,810
FREDDIE MAC GOLD POOL 2.5 TBA$486,968
CONOCOPHILLIPS CO 4.3% 11/15/2044$485,784
FANNIE MAE POOL 3.5% 04/01/2045$485,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$485,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$484,474
FREDDIE MAC GOLD POOL 4% 07/01/2044$483,868
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$483,648
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$483,204
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$482,754
STATE OF ILLINOIS 5.1% 06/01/2033$479,040
APPLE INC 4.375% 05/13/2045$477,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$477,181
FREDDIE MAC GOLD POOL 3% 12/01/2045$477,033
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$476,812
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$472,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$472,528
MARATHON OIL CORP 5.9% 03/15/2018$470,566
VALE OVERSEAS LTD 4.625% 09/15/2020$470,475
MARATHON PETROLEUM CORP 5.85% 12/15/2045$470,394
ALTRIA GROUP INC 4.25% 08/09/2042$469,724
COUNTY OF COOK IL 6.229% 11/15/2034$469,092
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$468,952
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$468,950
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875 07/19/2018$468,666
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$468,299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$467,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$467,707
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$467,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$467,051
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$465,963
TARGET CORP 6.35% 11/01/2032$465,429
UNITED STATES TREASURY NOTE/BOND 1.75% 01/31/2023$463,540
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$462,235
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$462,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$459,423
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$458,805
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$458,400
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$458,086
BOSTON PROPERTIES LP 3.125% 09/01/2023$457,529
HSBC HOLDINGS PLC 2.95 05/25/2021$456,614
BANK OF AMERICA CORP 5.875% 01/05/2021$456,274
FANNIE MAE POOL 2.5% 02/01/2031$455,779
HOME DEPOT INC/THE 2% 04/01/2021$454,423
PROGRESS ENERGY INC 7.05% 03/15/2019$454,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$453,911
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$451,923
AGRIUM INC 6.125% 01/15/2041$450,861
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$449,199
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$448,844
APPLE INC 2% 05/06/2020$448,383
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$448,168
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$447,962
BNP PARIBAS SA 5% 01/15/2021$446,180
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$445,281
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$445,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$444,135
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$443,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$443,764
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$442,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$442,393
MCKESSON CORP 4.883% 03/15/2044$442,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$440,791
AMERICA MOVIL SAB DE CV 5% 03/30/2020$440,578
STATE OF ISRAEL 4% 06/30/2022$440,200
UNITED STATES TREASURY NOTE/BOND 3.5 02/15/2039$440,126
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$440,030
REYNOLDS AMERICAN INC 4.45% 06/12/2025$439,970
JPMORGAN CHASE & CO 4.5% 01/24/2022$439,906
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$439,001
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$438,197
SOUTHERN COPPER CORP 5.875% 04/23/2045$437,545
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$437,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$437,048
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$436,311
STATE OF ISRAEL 5.5% 04/26/2024$435,324
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$434,996
STATE STREET CORP 3.7% 11/20/2023$434,782
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$433,864
CISCO SYSTEMS INC 2.45% 06/15/2020$433,784
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.875% 02/08/2022$432,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$432,442
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$432,119
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$432,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$431,082
HSBC BANK USA NA/BUFFALO NY 4.875% 08/24/2020$430,919
PEPSICO INC 5% 06/01/2018$430,146
CLOROX CO/THE 3.8% 11/15/2021$429,102
PHILLIPS 66 4.3% 04/01/2022$429,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$428,855
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$428,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$428,278
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$427,128
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$427,020
CARNIVAL CORP 3.95% 10/15/2020$426,894
APPLE INC 3.45% 05/06/2024$426,064
FANNIE MAE POOL 3% 09/01/2030$425,774
LOWE'S COS INC 4.25% 09/15/2044$425,650
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$425,445
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 4.625% 12/01/2023$424,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$424,535
ABBVIE INC 2.5% 05/14/2020$424,362
AFLAC INC 3.625% 06/15/2023$424,139
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$424,004
CITIGROUP INC 8.125% 07/15/2039$423,824
MOSAIC CO/THE 5.625% 11/15/2043$423,709
KFW 0% 04/18/2036$423,511
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$423,455
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$422,884
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$422,826
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$422,554
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$421,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$421,870
COMCAST CORP 3.375% 08/15/2025$421,082
LAZARD GROUP LLC 4.25% 11/14/2020$420,696
AMGEN INC 3.625% 05/22/2024$420,306
NASDAQ OMX GROUP INC/THE 4.25% 06/01/2024$420,276
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$419,984
DIGNITY HEALTH 3.812% 11/01/2024$419,906
EXXON MOBIL CORP 3.176% 03/15/2024$419,491
CSX CORP 6% 10/01/2036$419,332
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$419,079
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$418,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$417,890
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$417,281
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$417,092
CREDIT SUISSE/NEW YORK NY 3.625% 09/09/2024$416,987
CORPBANCA SA 3.875% 09/22/2019$416,946
HUMANA INC 3.85% 10/01/2024$416,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$416,599
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$416,288
CHEVRON CORP 3.191% 06/24/2023$416,202
COMCAST CORP 7.05% 03/15/2033$415,526
PPG INDUSTRIES INC 3.6% 11/15/2020$415,236
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$414,741
KROGER CO/THE 2.95% 11/01/2021$414,714
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$414,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$414,276
INTESA SANPAOLO SPA 3.875% 01/15/2019$414,195
MORGAN STANLEY 3.7% 10/23/2024$413,537
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$413,184
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$413,046
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$413,029
PEPSICO INC 2.75% 03/01/2023$412,886
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$412,412
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$412,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$411,011
HCP INC 4.25% 11/15/2023$410,419
AMEREN ILLINOIS CO 2.7% 09/01/2022$410,352
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$410,072
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$409,781
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$409,531
BNP PARIBAS SA 4.25% 10/15/2024$409,513
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$409,205
HOME DEPOT INC/THE 2% 06/15/2019$408,778
FANNIE MAE POOL 2.5 04/01/2031$408,747
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$408,556
AMERICAN TOWER CORP 3.5% 01/31/2023$408,352
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$407,853
STARBUCKS CORP 2% 12/05/2018$407,812
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$407,099
ASSOCIATED BANC-CORP 4.25% 01/15/2025$407,099
BANK OF AMERICA CORP 4.25% 10/22/2026$407,093
EASTMAN CHEMICAL CO 2.7% 01/15/2020$407,001
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$406,745
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$406,297
FREDDIE MAC GOLD POOL 3% 01/01/2031$405,903
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$405,807
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$405,564
FANNIE MAE POOL 3 10/01/2045$405,195
BAIDU INC 2.75% 06/09/2019$404,968
LLOYDS BANK PLC 2.35% 09/05/2019$404,920
ORACLE CORP 2.5% 10/15/2022$404,676
ABBEY NATIONAL TREASURY SERVICES PLC/LON 2.35% 09/10/2019$404,515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$404,315
CORNING INC 4.75% 03/15/2042$404,203
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$404,139
AON PLC 3.5% 06/14/2024$403,957
WELLS FARGO BANK NA 6.6% 01/15/2038$403,725
GOLDCORP INC 3.625% 06/09/2021$403,480
US BANCORP 3.1 04/27/2026$403,436
NEWMONT MINING CORP 3.5% 03/15/2022$403,300
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$403,198
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$403,048
RIO TINTO FINANCE USA PLC 2.25% 12/14/2018$402,999
ARROW ELECTRONICS INC 3% 03/01/2018$402,426
ABBVIE INC 3.6% 05/14/2025$402,322
XLIT LTD 2.3% 12/15/2018$402,142
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,126
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$402,068
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375 05/24/2021$402,067
BB&T CORP 1.6% 08/15/2017$401,671
GENERAL MILLS INC 1.4% 10/20/2017$401,600
PNC BANK NA 1.5% 10/18/2017$401,232
RYDER SYSTEM INC 2.35% 02/26/2019$401,217
INTEL CORP 1.35% 12/15/2017$401,211
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$401,209
WELLS FARGO & CO 3 04/22/2026$400,827
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$400,816
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,596
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$400,558
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,551
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$400,325
BARCLAYS PLC 2.75% 11/08/2019$400,056
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$399,983
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 1.25% 06/13/2017$399,917
EUROPEAN INVESTMENT BANK 1% 03/15/2018$399,841
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$399,694
PRAXAIR INC 2.2% 08/15/2022$399,398
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$399,167
WESTAR ENERGY INC 4.625% 09/01/2043$398,797
FANNIE MAE POOL 2.5% 02/01/2031$398,759
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$398,638
HIGHWOODS REALTY LP 3.2% 06/15/2021$398,283
WELLS FARGO & CO 5.375% 11/02/2043$398,122
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$398,112
HESS CORP 1.3% 06/15/2017$397,824
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$397,543
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$397,121
CHEVRON CORP 2.355% 12/05/2022$397,060
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$396,917
HISTORIC TW INC 9.15% 02/01/2023$396,789
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834 10/23/2055$396,745
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$396,477
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$396,017
WELLS FARGO & CO 3.9% 05/01/2045$395,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$394,880
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$394,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$394,740
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$394,716
BRITISH TELECOMMUNICATIONS PLC 9.625% 12/15/2030$394,497
CF INDUSTRIES INC 3.45% 06/01/2023$394,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$394,089
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$394,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$392,550
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$392,277
MORGAN STANLEY 6.375% 07/24/2042$392,269
PHARMACIA CORP 6.5% 12/01/2018$392,203
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$391,287
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$390,292
AON PLC 4.45% 05/24/2043$390,229
PFIZER INC 4.4% 05/15/2044$389,983
BANK ONE CORP 7.625% 10/15/2026$389,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$388,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$388,142
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$387,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$387,734
COMMONWEALTH EDISON CO 5.9% 03/15/2036$387,187
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$384,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$384,623
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 01/15/2028$384,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$384,316
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$383,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$383,393
GENERAL MOTORS CO 4% 04/01/2025$382,836
WEYERHAEUSER CO 7.375% 03/15/2032$381,879
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$381,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$381,619
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$381,611
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$380,652
COLUMBIA PIPELINE GROUP INC 5.8 06/01/2045$380,379
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$380,116
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$379,574
LOWE'S COS INC 5.8% 04/15/2040$379,317
ORACLE CORP 4.5% 07/08/2044$379,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$378,983
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$378,678
WELLS FARGO & CO 4.9% 11/17/2045$378,065
FREDDIE MAC GOLD POOL 3% 01/01/2046$377,675
DEVON ENERGY CORP 7.95% 04/15/2032$377,603
CELGENE CORP 3.875% 08/15/2025$377,393
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$377,111
FANNIE MAE POOL 3% 04/01/2045$377,070
REPUBLIC OF TURKEY 5.75% 03/22/2024$376,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$375,770
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$375,361
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$374,758
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$374,670
METHANEX CORP 3.25% 12/15/2019$374,490
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$374,201
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$374,183
PFIZER INC 3.4% 05/15/2024$373,991
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$373,819
COCA-COLA CO/THE 3.2% 11/01/2023$373,616
FREDDIE MAC GOLD POOL 4 TBA$373,242
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$373,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$372,974
WAL-MART STORES INC 7.55% 02/15/2030$372,781
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$372,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$372,016
REYNOLDS AMERICAN INC 6.15% 09/15/2043$371,846
TOTAL SYSTEM SERVICES INC 4.8 04/01/2026$370,185
BANK OF AMERICA CORP 5.875% 02/07/2042$370,000
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$369,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$368,784
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$368,261
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$368,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$367,827
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$367,823
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$367,579
FANNIE MAE POOL 3% 11/01/2035$367,274
DOVER CORP 5.375% 03/01/2041$367,056
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$366,136
APPLE INC 2.25% 02/23/2021$365,800
VISA INC 4.3% 12/14/2045$365,621
OHIO STATE UNIVERSITY/THE 4.91% 06/01/2040$365,526
LOCKHEED MARTIN CORP 2.9% 03/01/2025$365,416
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$365,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$365,232
MCDONALD'S CORP 2.75% 12/09/2020$365,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$364,892
APPLE INC 3.2% 05/13/2025$364,733
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$364,216
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$363,484
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249 02/15/2048$363,427
TOTAL SYSTEM SERVICES INC 3.8 04/01/2021$363,424
ORACLE CORP 2.8% 07/08/2021$363,343
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$362,936
REPUBLIC OF PANAMA 6.7% 01/26/2036$362,880
COCA-COLA CO/THE 2.875% 10/27/2025$362,191
PSEG POWER LLC 8.625% 04/15/2031$362,069
GENERAL MILLS INC 5.4% 06/15/2040$361,478
VERIZON COMMUNICATIONS INC 6% 04/01/2041$361,223
ATMOS ENERGY CORP 4.125% 10/15/2044$360,983
AMGEN INC 6.9% 06/01/2038$360,887
REPUBLIC OF ITALY 5.375% 06/15/2033$360,816
ABBEY NATIONAL TREASURY SERVICES PLC/LON 3.05% 08/23/2018$360,318
STATE OF TEXAS 4.681% 04/01/2040$360,216
KLA-TENCOR CORP 3.375% 11/01/2019$359,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$359,661
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$359,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$359,180
UNUM GROUP 4% 03/15/2024$358,265
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$357,888
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$357,448
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$357,219
ECOLAB INC 5.5% 12/08/2041$356,637
WELLS FARGO & CO 2.55% 12/07/2020$356,635
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$356,426
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 5.75% 12/01/2043$355,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$355,513
WAL-MART STORES INC 4.875% 07/08/2040$355,317
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$355,002
CISCO SYSTEMS INC 2.2% 02/28/2021$354,948
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$354,477
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$354,340
WP CAREY INC 4.6% 04/01/2024$354,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$353,975
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$353,959
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$353,517
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$353,408
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$353,342
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$353,305
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$352,774
BANK OF AMERICA CORP 4.75% 04/21/2045$352,744
REYNOLDS AMERICAN INC 6.875% 05/01/2020$351,994
ECOPETROL SA 4.125% 01/16/2025$351,500
CBL & ASSOCIATES LP 4.6% 10/15/2024$351,472
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$351,265
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,207
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$351,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$350,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,006
CBS CORP 7.875% 07/30/2030$349,288
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$347,477
QUALCOMM INC 2.25% 05/20/2020$347,151
JPMORGAN CHASE & CO 2.7 05/18/2023$347,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$345,151
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$344,442
NOMURA HOLDINGS INC 6.7% 03/04/2020$344,439
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875 04/14/2026$344,358
CSX CORP 7.375% 02/01/2019$344,142
HYDRO-QUEBEC 8.05% 07/07/2024$344,036
NISOURCE FINANCE CORP 5.25% 02/15/2043$343,966
FREDDIE MAC GOLD POOL 3% 12/01/2030$343,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$343,683
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$343,579
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$343,558
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$343,047
MEADWESTVACO CORP 7.375% 09/01/2019$342,760
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$342,711
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$342,591
STATOIL ASA 5.1% 08/17/2040$342,143
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$342,032
WELLS FARGO & CO 3% 02/19/2025$341,096
STATE OF GEORGIA 4.503% 11/01/2025$340,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$340,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$339,975
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$339,834
MERCK & CO INC 6.5% 12/01/2033$339,607
CNA FINANCIAL CORP 5.75% 08/15/2021$338,934
HEALTH CARE REIT INC 6.125% 04/15/2020$338,838
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$338,726
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$336,996
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$336,988
WYETH LLC 6.5% 02/01/2034$336,796
BERKSHIRE HATHAWAY INC 3.125 03/15/2026$336,658
INTEL CORP 4.9% 07/29/2045$336,467
HOST HOTELS & RESORTS LP 6% 10/01/2021$336,315
AXA SA 8.6% 12/15/2030$336,300
MICROSOFT CORP 4.5% 10/01/2040$336,198
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$336,141
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$335,660
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$335,447
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$335,015
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$335,011
WAL-MART STORES INC 4.25% 04/15/2021$334,564
SEAGATE HDD CAYMAN 4.75% 06/01/2023$334,530
QWEST CORP 6.875% 09/15/2033$334,283
FANNIE MAE POOL 3% 12/01/2030$334,259
VALE OVERSEAS LTD 6.875% 11/21/2036$334,000
INTEL CORP 4.8% 10/01/2041$333,856
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$333,401
KRAFT HEINZ FOODS CO 2% 07/02/2018$332,703
GILEAD SCIENCES INC 4.4% 12/01/2021$332,651
BANK OF AMERICA CORP 5% 05/13/2021$332,339
REPUBLIC SERVICES INC 5.5% 09/15/2019$332,193
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$331,937
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$331,641
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$331,615
CITIGROUP INC 4.65% 07/30/2045$331,531
BECTON DICKINSON AND CO 5% 11/12/2040$331,530
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$331,506
UNILEVER CAPITAL CORP 4.25% 02/10/2021$331,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$330,912
PEPSICO INC 4.45% 04/14/2046$330,884
STATE OF UTAH 3.539% 07/01/2025$330,789
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$330,407
COCA-COLA ENTERPRISES INC 4.5% 09/01/2021$330,218
JPMORGAN CHASE & CO 4.625% 05/10/2021$330,155
AMGEN INC 5.15% 11/15/2041$330,119
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$329,850
CIGNA CORP 5.125% 06/15/2020$329,732
THOMSON REUTERS CORP 6.5% 07/15/2018$328,913
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$328,802
AT&T INC 5.55% 08/15/2041$328,799
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$328,649
TOTAL CAPITAL SA 4.45% 06/24/2020$328,593
AEGON FUNDING CO LLC 5.75% 12/15/2020$328,448
PUGET SOUND ENERGY INC 4.434% 11/15/2041$327,892
MICROSOFT CORP 4.2% 11/03/2035$327,882
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$327,825
AT&T INC 5.35% 09/01/2040$327,819
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$327,804
ALPHABET INC 3.625 05/19/2021$327,772
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$327,740
NORTHERN TRUST CORP 3.95% 10/30/2025$327,247
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$327,146
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$327,100
CREDIT SUISSE USA INC 7.125% 07/15/2032$326,953
METLIFE INC 4.875% 11/13/2043$326,450
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$326,359
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$326,262
PROGRESS ENERGY INC 4.4% 01/15/2021$326,234
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$326,194
CVS HEALTH CORP 4% 12/05/2023$325,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$325,297
WAL-MART STORES INC 3.625% 07/08/2020$324,782
OHIO STATE UNIVERSITY/THE 4.048 12/01/2056$324,414
VODAFONE GROUP PLC 7.875% 02/15/2030$324,209
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$323,996
BOSTON PROPERTIES LP 4.125% 05/15/2021$323,991
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$323,932
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$323,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$323,661
KELLOGG CO 4.15% 11/15/2019$323,263
AMGEN INC 3.875% 11/15/2021$322,808
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$322,622
DUKE ENERGY INDIANA INC 3.75% 07/15/2020$322,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$321,480
INTERNATIONAL PAPER CO 7.3% 11/15/2039$321,438
INTEL CORP 3.3% 10/01/2021$320,925
DOW CHEMICAL CO/THE 5.25% 11/15/2041$320,802
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$320,659
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$320,541
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$320,358
DTE ELECTRIC CO 3.375% 03/01/2025$319,937
EOG RESOURCES INC 4.1% 02/01/2021$319,909
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$319,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$319,734
CUBESMART LP 4.375% 12/15/2023$319,147
DTE ELECTRIC CO 3.45% 10/01/2020$319,134
VIACOM INC 6.875% 04/30/2036$319,061
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$318,870
HARLEY-DAVIDSON INC 4.625% 07/28/2045$318,830
AETNA INC 6.625% 06/15/2036$318,822
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$318,753
JOHNSON CONTROLS INC 4.25% 03/01/2021$318,743
GENERAL ELECTRIC CO 4.125% 10/09/2042$318,645
WILLIAMS PARTNERS LP 4.5% 11/15/2023$318,569
CITY OF CHICAGO IL 6.314% 01/01/2044$318,553
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$318,551
MARATHON PETROLEUM CORP 5% 09/15/2054$318,492
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$318,331
HEWLETT-PACKARD CO 4.65% 12/09/2021$318,278
WELLS FARGO & CO 3.5% 03/08/2022$318,112
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$317,724
FIFTH THIRD BANCORP 4.3% 01/16/2024$317,463
GATX CORP 4.75% 06/15/2022$317,126
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$317,004
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$316,967
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$316,467
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$316,388
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$316,254
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$315,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$315,015
SOUTHERN CO/THE 3.25 07/01/2026$314,253
OHIO STATE UNIVERSITY/THE 3.798 12/01/2046$314,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$314,129
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,961
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$313,910
AT&T INC 3.8 03/15/2022$313,409
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$313,320
QVC INC 5.45% 08/15/2034$313,032
JEFFERIES GROUP LLC 5.125% 04/13/2018$312,997
MORGAN STANLEY 3.75% 02/25/2023$312,976
ARROW ELECTRONICS INC 4.5% 03/01/2023$312,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$312,023
HARRIS CORP 3.832% 04/27/2025$311,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$311,654
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$311,205
TJX COS INC/THE 2.75% 06/15/2021$311,023
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$310,500
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$310,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$310,097
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$310,095
MICROSOFT CORP 4.45% 11/03/2045$310,048
GENERAL ELECTRIC CO 2.7% 10/09/2022$309,657
WPP FINANCE 2010 3.75% 09/19/2024$309,608
ANTHEM INC 4.65% 08/15/2044$309,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$309,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$309,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2041$309,214
ACE INA HOLDINGS INC 3.15% 03/15/2025$309,128
CARDINAL HEALTH INC 3.2% 03/15/2023$308,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$308,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$308,152
STRYKER CORP 4.375% 05/15/2044$307,937
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$307,836
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$307,624
FANNIE MAE POOL 3 05/01/2046$307,591
MARKEL CORP 5% 03/30/2043$307,572
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$307,339
AFLAC INC 2.4% 03/16/2020$307,286
WELLS FARGO & CO 3.45% 02/13/2023$307,266
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,160
HARRIS CORP 6.15% 12/15/2040$307,042
FEDEX CORP 3.25 04/01/2026$307,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$306,805
SOUTHERN CO/THE 4.4 07/01/2046$306,589
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$306,502
GINNIE MAE II POOL 3.5% 12/20/2045$306,304
REPUBLIC OF PANAMA 3.75% 03/16/2025$306,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$305,980
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$305,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$305,817
MICROSOFT CORP 2.7% 02/12/2025$305,473
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$305,327
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375 04/20/2026$305,305
COSTCO WHOLESALE CORP 2.25% 02/15/2022$305,228
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,220
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$305,219
ANTHEM INC 3.3% 01/15/2023$304,977
MICROSOFT CORP 1.85% 02/12/2020$304,962
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$304,280
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$304,253
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$304,204
FREDDIE MAC GOLD POOL 3% 08/01/2045$304,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$303,931
EXXON MOBIL CORP 2.709% 03/06/2025$303,690
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$303,657
KOHL'S CORP 4% 11/01/2021$303,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$303,314
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$303,108
MATTEL INC 2.35% 05/06/2019$303,086
AIRGAS INC 2.375% 02/15/2020$303,010
3M CO 2% 06/26/2022$302,991
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$302,966
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$302,881
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$302,866
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$302,640
ACTAVIS FUNDING SCS 2.35% 03/12/2018$302,625
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$302,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$302,459
NIKE INC 2.25% 05/01/2023$302,444
UNITED TECHNOLOGIES CORP 1.8% 06/01/2017$302,373
BORGWARNER INC 3.375% 03/15/2025$302,044
ABBVIE INC 2.9% 11/06/2022$302,002
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$301,958
CATERPILLAR FINANCIAL SERVICES CORP 1.625% 06/01/2017$301,891
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$301,741
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$301,508
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$301,493
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$301,476
CBS CORP 1.95% 07/01/2017$301,366
CARDINAL HEALTH INC 1.7% 03/15/2018$301,301
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,206
NIKE INC 3.625% 05/01/2043$301,205
MCKESSON CORP 2.85% 03/15/2023$301,163
SOUTHERN CO/THE 2.35 07/01/2021$301,150
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,142
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$301,103
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$301,000
ABBVIE INC 2% 11/06/2018$300,965
ABBVIE INC 1.75% 11/06/2017$300,753
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,696
ZOETIS INC 3.25% 02/01/2023$300,612
EATON CORP 1.5% 11/02/2017$300,560
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,529
MICROSOFT CORP 3.75% 02/12/2045$300,469
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$300,411
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,138
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,121
APPLE INC 2.4% 05/03/2023$300,100
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$299,854
VODAFONE GROUP PLC 1.5% 02/19/2018$299,444
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,399
SANTANDER BANK NA 2% 01/12/2018$299,338
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,160
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$299,029
PERRIGO CO PLC 2.3% 11/08/2018$298,964
METLIFE INC 5.7% 06/15/2035$298,901
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$298,450
LIBERTY PROPERTY LP 3.375% 06/15/2023$298,427
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$298,205
ABBVIE INC 4.4% 11/06/2042$298,180
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$298,166
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$298,029
STATOIL ASA 2.65% 01/15/2024$298,003
ASTRAZENECA PLC 4% 09/18/2042$297,982
ACTAVIS FUNDING SCS 4.55% 03/15/2035$297,462
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$297,364
STATOIL ASA 1.15% 05/15/2018$297,163
WALT DISNEY CO/THE 7% 03/01/2032$297,159
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$296,294
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$295,736
STATE OF CALIFORNIA 7.3% 10/01/2039$295,598
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$295,442
FANNIE MAE POOL 3% 01/01/2030$295,381
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$295,014
LOCKHEED MARTIN CORP 3.8% 03/01/2045$294,031
APPLE INC 3.85% 05/04/2043$293,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.827% 01/01/2042$293,250
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$293,170
EXXON MOBIL CORP 3.567% 03/06/2045$293,042
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$292,651
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$292,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$290,600
LOCKHEED MARTIN CORP 4.07% 12/15/2042$290,084
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$289,971
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$289,658
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48 06/01/2019$288,906
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$288,864
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$288,143
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$288,060
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$287,908
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$287,472
NOBLE ENERGY INC 5.25% 11/15/2043$286,845
ONEOK PARTNERS LP 3.375% 10/01/2022$285,839
ORACLE CORP 3.9% 05/15/2035$285,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$285,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$285,263
LINCOLN NATIONAL CORP 6.15% 04/07/2036$284,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$284,915
INDIANA MICHIGAN POWER CO 7% 03/15/2019$283,204
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$282,939
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$282,588
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$282,397
BECTON DICKINSON AND CO 6.375% 08/01/2019$282,349
REYNOLDS AMERICAN INC 3.25% 06/12/2020$281,730
WILLIAMS PARTNERS LP 4.125% 11/15/2020$281,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$281,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$281,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$280,992
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$280,812
REPUBLIC OF KOREA 3.875% 09/11/2023$280,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$280,242
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$279,891
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$279,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$279,555
BANK OF AMERICA CORP 6.875% 11/15/2018$279,022
FREDDIE MAC GOLD POOL 3% 10/01/2030$278,713
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$278,537
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$278,082
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$277,855
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$277,824
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$277,654
MERCK & CO INC 6.55% 09/15/2037$277,619
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$277,497
EXPEDIA INC 7.456% 08/15/2018$276,747
COMCAST CORP 4.6% 08/15/2045$276,063
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$275,983
TIME WARNER INC 5.375% 10/15/2041$275,601
MICROSOFT CORP 2% 11/03/2020$274,996
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$274,676
KROGER CO/THE 7.5% 04/01/2031$274,532
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$274,450
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$274,134
ASTRAZENECA PLC 2.375% 11/16/2020$273,966
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$273,778
EMERSON ELECTRIC CO 2.625% 02/15/2023$273,757
FANNIE MAE POOL 3% 11/01/2045$273,624
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$273,290
REPUBLIC OF TURKEY 4.25% 04/14/2026$272,708
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$272,304
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$272,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$272,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$272,143
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$272,043
EXELON CORP 4.95 06/15/2035$271,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$271,777
SEMPRA ENERGY 6.15% 06/15/2018$271,661
CITY OF NEW YORK NY 5.846% 06/01/2040$271,566
HESS CORP 7.3% 08/15/2031$271,168
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$271,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$270,891
AMGEN INC 4.4% 05/01/2045$270,743
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$270,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$270,573
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$270,495
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$270,367
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$269,750
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$268,941
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$268,618
HCP INC 6.7% 01/30/2018$268,168
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$267,996
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$267,588
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$267,567
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$267,345
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$267,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$267,290
FANNIE MAE POOL 4 04/01/2046$267,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$266,762
GINNIE MAE II POOL 4 TBA$266,699
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$266,292
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$266,064
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$265,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$265,463
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$265,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$265,361
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$264,851
ASTRAZENECA PLC 5.9% 09/15/2017$264,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$264,536
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$264,322
PENTAIR FINANCE SA 5% 05/15/2021$264,178
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$263,881
UNION ELECTRIC CO 6.4% 06/15/2017$263,677
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$263,593
SOUTHERN COPPER CORP 7.5% 07/27/2035$263,268
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$262,715
ASTRAZENECA PLC 3.375% 11/16/2025$262,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$262,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$262,674
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$262,646
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$262,602
FORD MOTOR CO 7.45% 07/16/2031$261,709
AMGEN INC 5.85% 06/01/2017$261,483
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$261,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$261,210
QWEST CORP 6.5% 06/01/2017$261,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$260,892
VALERO ENERGY CORP 6.125% 06/15/2017$260,803
QUALCOMM INC 3.45% 05/20/2025$260,389
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$260,274
FEDERAL HOME LOAN BANKS .875% 05/24/2017$260,220
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$260,082
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$259,611
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$259,504
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$259,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$259,069
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$258,798
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$258,346
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$258,326
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$258,318
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$258,235
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$257,810
MISSISSIPPI POWER CO 4.25% 03/15/2042$257,154
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$257,143
KRAFT FOODS GROUP INC 6.5% 02/09/2040$256,921
MYLAN INC 5.4% 11/29/2043$256,596
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$256,547
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$256,011
FANNIE MAE POOL 3% 09/01/2021$255,882
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$255,482
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$255,228
FREDDIE MAC GOLD POOL 3% 02/01/2031$255,178
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$255,145
STATE OF CONNECTICUT 5.85% 03/15/2032$254,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$254,339
HANOVER INSURANCE GROUP INC/THE 4.5 04/15/2026$254,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$254,260
AMERICAN INTERNATIONAL GROUP INC 3.9 04/01/2026$254,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$254,001
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$253,961
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$253,720
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$253,498
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$253,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$252,889
VORNADO REALTY LP 2.5% 06/30/2019$252,748
LBBW 7.625% 02/01/2023$252,560
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,279
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$252,113
COMMONWEALTH EDISON CO 5.875% 02/01/2033$251,811
MEDTRONIC INC 1.5% 03/15/2018$251,716
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$251,684
COMCAST CORP 5.65% 06/15/2035$251,553
ASIAN DEVELOPMENT BANK 2% 01/22/2025$251,394
BUCKEYE PARTNERS LP 2.65% 11/15/2018$251,247
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$250,618
WALT DISNEY CO/THE 1.1% 12/01/2017$250,429
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$250,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$249,945
KRAFT HEINZ FOODS CO 4.375 06/01/2046$248,907
JPMORGAN CHASE & CO 5.6% 07/15/2041$248,884
BARCLAYS PLC 2.875% 06/08/2020$248,868
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$248,819
CBS CORP 4.85% 07/01/2042$248,631
JOHNSON & JOHNSON 4.85% 05/15/2041$247,483
JOHNSON & JOHNSON 4.95% 05/15/2033$245,816
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$245,714
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$245,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$245,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$244,814
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$244,542
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$244,500
GINNIE MAE I POOL 3.5% 05/15/2042$244,221
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$243,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$243,376
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$242,717
GINNIE MAE II POOL 4% 07/20/2045$242,308
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$242,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$241,979
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,956
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$241,449
GEORGIA POWER CO 5.65% 03/01/2037$241,427
REPUBLIC SERVICES INC 5.7% 05/15/2041$240,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$239,744
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$239,000
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$238,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$238,608
HALLIBURTON CO 3.8% 11/15/2025$238,109
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$237,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$237,312
APPLE INC 4.65% 02/23/2046$236,609
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$236,594
REALTY INCOME CORP 5.875% 03/15/2035$236,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$236,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$235,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$235,522
BIOGEN INC 4.05% 09/15/2025$235,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$235,251
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$234,915
RIO TINTO FINANCE USA LTD 3.5% 11/02/2020$234,866
ABBVIE INC 4.5% 05/14/2035$234,587
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$234,111
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$233,676
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$233,657
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$233,528
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$233,269
STATE OF OREGON 5.762% 06/01/2023$233,132
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$232,923
KRAFT FOODS GROUP INC 5.375% 02/10/2020$232,817
JEFFERIES GROUP LLC 6.25% 01/15/2036$232,756
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$232,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$232,309
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$231,515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$231,378
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$231,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$229,765
KROGER CO/THE 5.4% 07/15/2040$229,408
MONSANTO CO 5.5% 08/15/2025$229,215
VODAFONE GROUP PLC 6.15% 02/27/2037$229,157
NEWELL RUBBERMAID INC 5.5 04/01/2046$229,083
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$228,640
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$228,572
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$228,455
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$228,167
TIME WARNER CABLE INC 6.75% 06/15/2039$227,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$227,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$227,519
VIACOM INC 2.75% 12/15/2019$227,301
CBS CORP 5.75% 04/15/2020$226,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$226,398
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$226,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$226,042
BOSTON SCIENTIFIC CORP 6% 01/15/2020$225,750
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$225,693
ABBVIE INC 4.7% 05/14/2045$225,243
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$225,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$224,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$224,491
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$224,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$223,510
BOEING CO/THE 4.875% 02/15/2020$223,213
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$223,046
NEWELL RUBBERMAID INC 5.375 04/01/2036$222,967
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$222,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$222,737
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$222,607
WHIRLPOOL CORP 4.85% 06/15/2021$222,522
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$222,518
XCEL ENERGY INC 4.8% 09/15/2041$222,247
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$221,461
CITIGROUP INC 5.5% 09/13/2025$220,894
AT&T INC 5.2 03/15/2020$220,876
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$220,777
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1 07/15/2036$220,515
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$220,423
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875 04/20/2021$220,359
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,310
MCKESSON CORP 4.75% 03/01/2021$220,096
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$219,963
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$219,948
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$219,565
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$219,507
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$218,851
COMCAST CORP 4.5% 01/15/2043$218,748
JOHNSON & JOHNSON 3.55% 05/15/2021$218,727
ABBVIE INC 3.2 05/14/2026$218,708
FREDDIE MAC GOLD POOL 4% 09/01/2045$218,287
WALT DISNEY CO/THE 3.75% 06/01/2021$218,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.938% 05/01/2042$217,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$217,804
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$217,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$217,513
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$217,389
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$217,366
CREDIT SUISSE/NEW YORK NY 5.4% 01/14/2020$217,142
CVS HEALTH CORP 4.125% 05/15/2021$216,568
STRYKER CORP 4.625 03/15/2046$216,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$216,169
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$215,937
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$215,280
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$214,808
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$214,761
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$214,052
AT&T INC 5.65% 02/15/2047$214,045
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$213,924
AUTONATION INC 6.75% 04/15/2018$213,876
DDR CORP 4.625% 07/15/2022$213,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$213,170
PETROLEOS MEXICANOS 5.625 01/23/2046$213,125
COCA-COLA CO/THE 3.15% 11/15/2020$213,017
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$212,404
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$212,308
HEALTH CARE REIT INC 4.5% 01/15/2024$212,256
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$212,250
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$211,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$211,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$211,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$211,541
THOMSON REUTERS CORP 3.95% 09/30/2021$211,531
ROGERS COMMUNICATIONS INC 3.625 12/15/2025$211,088
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$210,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$210,467
GENERAL MILLS INC 3.15% 12/15/2021$210,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,192
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$209,982
FREDDIE MAC GOLD POOL 3.5 09/01/2045$209,323
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$209,306
FANNIE MAE POOL 4% 01/01/2036$208,717
COMPUTER SCIENCES CORP 4.45% 09/15/2022$208,682
NEWELL RUBBERMAID INC 3.85 04/01/2023$208,559
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$208,503
FISERV INC 3.5% 10/01/2022$208,461
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$208,123
FANNIE MAE POOL 4 08/01/2045$207,998
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$207,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$207,779
HASBRO INC 5.1% 05/15/2044$207,773
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$207,700
VISA INC 4.15% 12/14/2035$207,624
DUKE REALTY LP 3.875% 10/15/2022$207,602
FREDDIE MAC GOLD POOL 3.5% 01/01/2030$207,531
CARDINAL HEALTH INC 4.6% 03/15/2043$207,508
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$207,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$207,337
TARGET CORP 4% 07/01/2042$207,244
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$207,216
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$206,878
KELLOGG CO 4% 12/15/2020$206,831
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$206,749
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$206,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$206,348
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$206,202
ANTHEM INC 4.65% 01/15/2043$206,058
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$205,807
GINNIE MAE I POOL 3% 03/15/2045$205,469
US BANCORP 2.95% 07/15/2022$205,462
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$205,441
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$205,315
FORD MOTOR CO 4.75% 01/15/2043$205,231
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$205,115
STATE STREET CORP 3.1% 05/15/2023$205,073
REGENCY CENTERS LP 3.75% 06/15/2024$204,900
INTEL CORP 4.25% 12/15/2042$204,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$204,791
REPUBLIC OF FINLAND 6.95% 02/15/2026$204,638
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$204,402
FANNIE MAE POOL 2.5 05/01/2031$204,389
AIR LEASE CORP 3.375% 01/15/2019$204,250
WALT DISNEY CO/THE 2.35% 12/01/2022$204,052
CONAGRA FOODS INC 3.25% 09/15/2022$203,973
ERP OPERATING LP 3% 04/15/2023$203,832
MASTERCARD INC 2% 04/01/2019$203,748
NEWELL RUBBERMAID INC 2.6 03/29/2019$203,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$203,645
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$203,618
STRYKER CORP 2.625 03/15/2021$203,616
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,016
PRECISION CASTPARTS CORP 2.5% 01/15/2023$203,007
FREDDIE MAC GOLD POOL 3.5% 11/01/2045$202,883
MERCK & CO INC 2.4% 09/15/2022$202,635
HUSKY ENERGY INC 3.95% 04/15/2022$202,319
JABIL CIRCUIT INC 4.7% 09/15/2022$202,250
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$202,155
LEXINGTON REALTY TRUST 4.4% 06/15/2024$201,621
WALT DISNEY CO/THE 3.7% 12/01/2042$201,579
FEDEX CORP 2.625% 08/01/2022$201,506
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$201,342
CELGENE CORP 1.9% 08/15/2017$201,323
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$201,308
PECO ENERGY CO 2.375% 09/15/2022$201,099
AETNA INC 4.125% 11/15/2042$201,070
KIMCO REALTY CORP 3.125% 06/01/2023$201,023
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$200,951
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,795
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$200,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$200,693
ONEOK PARTNERS LP 4.9% 03/15/2025$200,581
MERCK & CO INC 1.1% 01/31/2018$200,555
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$200,521
FREDDIE MAC GOLD POOL 3% 11/01/2035$200,359
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$200,320
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$200,312
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$200,249
AMAZON.COM INC 1.2% 11/29/2017$200,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$200,130
AETNA INC 1.5% 11/15/2017$200,064
STRYKER CORP 4.1% 04/01/2043$200,047
BANK OF AMERICA CORP 3.95% 04/21/2025$200,022
ABBOTT LABORATORIES 2% 03/15/2020$199,879
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$199,876
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$199,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$199,835
APPLE INC 1% 05/03/2018$199,795
MERCK & CO INC 3.6% 09/15/2042$199,786
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$199,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$199,727
FEDERAL HOME LOAN MORTGAGE CORP 1.2% 06/12/2018$199,661
BANK OF AMERICA CORP 2.25% 04/21/2020$199,495
FREDDIE MAC GOLD POOL 3% 07/01/2030$199,432
XEROX CORP 4.5% 05/15/2021$199,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$199,177
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$198,871
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$198,262
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$198,245
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$198,220
FANNIE MAE POOL 2.5% 01/01/2031$197,571
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$197,196
ZOETIS INC 4.7% 02/01/2043$197,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$196,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$195,860
WALGREEN CO 4.4% 09/15/2042$195,372
HALLIBURTON CO 5% 11/15/2045$195,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$195,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$194,952
FREDDIE MAC GOLD POOL 4% 07/01/2035$194,938
CNOOC FINANCE 2013 LTD 3% 05/09/2023$194,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$194,077
PROGRESSIVE CORP/THE 6.625% 03/01/2029$193,788
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$193,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$192,730
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$192,656
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$192,117
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$191,967
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$190,988
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$190,979
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$190,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$190,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$190,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$188,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$188,703
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$188,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$187,681
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$187,448
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$187,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$187,101
FEDEX CORP 3.875% 08/01/2042$186,996
VALSPAR CORP/THE 4.4% 02/01/2045$186,944
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$186,927
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$186,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$186,681
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$186,178
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$186,177
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$185,303
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$184,999
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$184,954
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$184,642
GINNIE MAE II POOL 3.5 TBA$184,488
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$183,807
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35 07/15/2046$183,744
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$183,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$183,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$183,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$183,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$181,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$181,566
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,138
HEWLETT-PACKARD CO 6% 09/15/2041$181,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$181,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$180,711
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$180,540
JOHNSON & JOHNSON 3.7% 03/01/2046$180,446
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$180,037
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$179,994
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$179,595
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$179,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$179,143
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$179,009
MCDONALD'S CORP 4.7% 12/09/2035$178,166
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$177,975
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$177,709
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,518
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$177,460
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$177,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$177,060
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$176,780
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$176,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$176,149
BOARDWALK PIPELINES LP 3.375% 02/01/2023$176,147
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$176,035
MCGRAW HILL FINANCIAL INC 4.4% 02/15/2026$175,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$175,028
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,468
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$173,258
ALTRIA GROUP INC 9.95% 11/10/2038$172,618
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$172,552
STAPLES INC 4.375% 01/12/2023$172,435
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$172,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$172,205
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$172,068
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$171,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$171,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$171,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$171,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$171,594
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$171,427
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$171,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$171,220
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$170,653
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$170,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$170,139
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$170,076
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$169,920
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$169,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$169,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$168,912
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$168,427
RIO TINTO ALCAN INC 6.125% 12/15/2033$168,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$168,355
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$168,325
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$167,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$167,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$167,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$166,950
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$165,829
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$165,119
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$164,948
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$164,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$164,727
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$164,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$164,241
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$164,166
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$164,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$163,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$163,524
DOW CHEMICAL CO/THE 4.125% 11/15/2021$163,237
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$162,646
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$162,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$162,429
REPUBLIC OF CHILE 3.875% 08/05/2020$161,775
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$161,754
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$161,698
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$161,616
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$161,128
GILEAD SCIENCES INC 4.6% 09/01/2035$160,606
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$160,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$159,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$159,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$159,402
ABBVIE INC 4.45 05/14/2046$159,221
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$159,074
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$158,821
ALABAMA POWER CO 5.5% 10/15/2017$157,979
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$157,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$157,433
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$157,261
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$157,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$157,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$156,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$156,325
FANNIE MAE POOL 4.5% 04/01/2024$156,286
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$155,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$153,822
VIACOM INC 4.375% 03/15/2043$153,500
DTE ELECTRIC CO 6.625% 06/01/2036$153,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$153,303
FREDDIE MAC GOLD POOL 2.5 12/01/2030$153,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$153,050
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$152,758
FANNIE MAE POOL 3% 11/01/2045$152,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$151,258
XILINX INC 2.125% 03/15/2019$151,098
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$151,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$150,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$150,907
FANNIE MAE POOL 2.5% 02/01/2031$150,843
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$150,793
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$150,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$149,854
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$149,585
AT&T INC 4.75% 05/15/2046$149,570
FEDERAL FARM CREDIT BANKS 1.58 02/17/2021$149,507
FREDDIE MAC GOLD POOL 4% 05/01/2044$149,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$149,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$148,807
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$148,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$148,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$148,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$147,704
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$147,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$146,787
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$146,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$146,381
FANNIE MAE POOL 3% 10/01/2030$145,907
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$145,619
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$145,464
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$144,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$144,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,100
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$143,884
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$143,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$143,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$142,554
AIR LEASE CORP 3.75% 02/01/2022$142,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$142,132
QUALCOMM INC 4.8% 05/20/2045$141,937
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$141,889
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$141,634
GINNIE MAE II POOL 3% 07/20/2030$141,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$141,365
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$141,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$141,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$141,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$141,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$139,551
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$139,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$139,397
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$139,229
FANNIE MAE POOL 5% 12/01/2043$137,868
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$137,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$136,756
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,344
MORGAN STANLEY 7.25% 04/01/2032$135,807
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$135,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$135,114
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$135,054
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$134,980
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$134,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$133,555
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,320
BOEING CO/THE 6.125% 02/15/2033$132,652
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$132,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$132,404
3M CO 5.7% 03/15/2037$131,927
CYTEC INDUSTRIES INC 3.95% 05/01/2025$131,784
GINNIE MAE II POOL 2.5% 01/20/2028$131,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$131,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$130,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$130,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$130,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$129,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$129,147
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$128,599
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$128,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,826
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$127,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$127,440
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$127,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$126,929
FREDDIE MAC GOLD POOL 4% 07/01/2044$126,896
CITY OF NEW YORK NY 5.517% 10/01/2037$126,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$126,597
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$126,582
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$126,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$124,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$124,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$124,275
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$124,029
WELLS FARGO BANK NA 5.95% 08/26/2036$123,954
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,692
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$123,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$123,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$122,715
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$122,532
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$122,242
QVC INC 3.125% 04/01/2019$122,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$121,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$121,765
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$121,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$121,531
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$121,131
FEDERAL HOME LOAN MORTGAGE