Transamerica

07/31/2017*


Transamerica Core Bond

Security Description % of Total Market Value
U.S. Treasury Note, 2.37%, due 08/15/2024 1.93%
U.S. Treasury Note, 2.00%, due 07/31/2022 1.60%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2021 1.22%
U.S. Treasury Note, 2.75%, due 02/15/2024 1.19%
Federal National Mortgage Association, 2.80%, due 10/01/2025 1.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2020 0.99%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.87%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2022 0.85%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2021 0.84%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2020 0.79%
Government Trust Certificate, Series 2001-Z, Zero Coupon, due 04/01/2020 0.79%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 0.76%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.75%
Federal National Mortgage Association, 4.34%, due 06/01/2021 0.58%
Federal National Mortgage Association, 3.95%, due 07/01/2021 0.56%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2033 0.52%
Federal National Mortgage Association, 3.89%, due 07/01/2021 0.48%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.47%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.45%
Federal National Mortgage Association, 3.02%, due 05/01/2030 0.44%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2019 0.42%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.40%
Federal National Mortgage Association, 3.04%, due 07/01/2029 0.39%
Federal National Mortgage Association, 3.32%, due 04/01/2029 0.39%
Federal National Mortgage Association, 3.21%, due 03/01/2029 0.39%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 0.38%
Federal National Mortgage Association, 3.02%, due 07/01/2029 0.38%
Federal National Mortgage Association, 2.94%, due 12/01/2028 0.38%
U.S. Treasury Note, 2.00%, due 10/31/2021 0.38%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2031 0.37%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 0.36%
Federal National Mortgage Association, 4.05%, due 01/01/2021 0.36%
Federal National Mortgage Association, Zero Coupon, due 10/09/2019 0.35%
Federal National Mortgage Association, 4.23%, due 02/01/2029 0.35%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.34%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.68%, due 01/25/2048 0.33%
Marlette Funding Trust, Series 2017-2A, Class A, 2.39%, due 07/15/2024 0.33%
Government National Mortgage Association, 1.72%, due 01/20/2066 0.32%
Federal Home Loan Mortgage Corp., 2.81%, due 09/25/2024 0.32%
Federal National Mortgage Association, 3.45%, due 04/01/2029 0.30%
U.S. Treasury Note, 1.87%, due 08/31/2022 0.30%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 0.30%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 04/15/2041 0.30%
Federal Home Loan Mortgage Corp., 4.50%, due 07/01/2047 0.30%
Federal National Mortgage Association, 3.09%, due 09/25/2029 0.30%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2029 0.29%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 0.29%
Government National Mortgage Association, 1.77%, due 03/20/2066 0.29%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 0.28%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 0.27%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 0.27%
Federal National Mortgage Association, 2.93%, due 01/25/2026 0.27%
Federal National Mortgage Association, 3.15%, due 04/01/2031 0.27%
Kabbage Asset Securitization LLC, Series 2017-1, Class A, 4.57%, due 03/15/2022 0.26%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.26%
Federal National Mortgage Association, 4.50%, due 08/01/2021 0.25%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.25%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 0.24%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.24%
Government National Mortgage Association, 1.67%, due 11/20/2065 0.24%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2030 0.24%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.24%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.23%
Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 0.23%
Anchor Assets IX LLC, Series 2016-1, Class A, 5.12%, due 02/15/2020 0.23%
Federal National Mortgage Association, 2.63%, due 03/01/2026 0.23%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.31%, due 12/25/2022 0.22%
Federal National Mortgage Association, 2.99%, due 08/25/2029 0.22%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.22%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2034 0.22%
Federal Home Loan Mortgage Corp., 4.50%, due 01/01/2046 0.22%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.22%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2029 0.21%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2019 0.21%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2028 0.21%
Federal National Mortgage Association, 3.02%, due 07/01/2024 0.21%
Progress Residential Trust, Series 2015-SFR2, Class A, 2.74%, due 06/12/2032 0.21%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 0.21%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2043 0.21%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.21%
Government National Mortgage Association, 2.28%, due 06/20/2067 0.21%
Goldman Sachs Group, Inc., Series MTN, 7.50%, due 02/15/2019 0.20%
Bank of America Corp., Series MTN, 3.30%, due 01/11/2023 0.20%
Federal National Mortgage Association, 4.26%, due 07/01/2021 0.20%
Federal National Mortgage Association, 2.92%, due 01/01/2025 0.19%
Bank of America Corp., Series MTN, 5.62%, due 07/01/2020 0.19%
Progress Residential Trust, Series 2015-SFR3, Class A, 3.06%, due 11/12/2032 0.19%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.27%, due 01/25/2023 0.19%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2032 0.19%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.19%
Federal National Mortgage Association, 2.15%, due 01/25/2023 0.19%
Government National Mortgage Association, 1.72%, due 02/20/2064 0.18%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.18%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 07/15/2042 0.18%
Federal National Mortgage Association, 4.48%, due 06/01/2021 0.18%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.18%
Federal National Mortgage Association REMIC, 5.50%, due 10/25/2040 0.17%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2035 0.17%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2032 0.17%
American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 0.17%
Lendmark Funding Trust, Series 2017-1A, Class B, 3.77%, due 12/22/2025 0.17%
Anheuser-Busch InBev Finance, Inc., 3.30%, due 02/01/2023 0.17%
Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 0.17%
Federal National Mortgage Association, 2.48%, due 12/25/2026 0.16%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.16%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.32%, due 06/25/2021 0.16%
HSBC Holdings PLC, 3.60%, due 05/25/2023 0.16%
GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 0.16%
Federal National Mortgage Association, 3.76%, due 12/01/2035 0.16%
Federal National Mortgage Association, 3.12%, due 01/01/2022 0.16%
Federal National Mortgage Association, 3.11%, due 03/01/2027 0.16%
Federal National Mortgage Association, 3.28%, due 11/01/2030 0.15%
Federal National Mortgage Association, 2.89%, due 06/25/2027 0.15%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.15%
Federal National Mortgage Association, 3.08%, due 12/01/2024 0.15%
Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 0.15%
Federal National Mortgage Association, 3.50%, due 01/01/2044 0.15%
FREMF Mortgage Trust, Series 2014-K41, Class C, 3.83%, due 11/25/2047 0.15%
Government National Mortgage Association, 1.77%, due 08/20/2063 0.15%
Morgan Stanley, Series MTN, 7.30%, due 05/13/2019 0.15%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2028 0.15%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.15%
Federal National Mortgage Association, 2.43%, due 08/01/2026 0.15%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.15%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.15%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2020 0.14%
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 0.14%
Government National Mortgage Association, 1.54%, due 05/20/2063 0.14%
American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 0.14%
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75%, due 09/15/2023 0.14%
Goldman Sachs Group, Inc., 3.62%, due 01/22/2023 0.14%
Lendmark Funding Trust, Series 2017-1A, Class C, 5.41%, due 12/22/2025 0.14%
Israel Government AID Bond, Series 2010-Z, Zero Coupon, due 02/15/2025 0.14%
Federal National Mortgage Association, 3.04%, due 06/01/2024 0.14%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class AT1, 2.52%, due 08/17/2048 0.14%
Government National Mortgage Association, 1.65%, due 05/20/2066 0.14%
Government National Mortgage Association, 6.12%, due 06/16/2031 0.14%
Comcast Corp., 7.05%, due 03/15/2033 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.13%
HILT Mortgage Trust, Series 2014-ORL, Class A, 2.12%, due 07/15/2029 0.13%
Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 0.13%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2032 0.13%
Federal National Mortgage Association, 2.98%, due 06/01/2027 0.13%
Federal National Mortgage Association, 3.06%, due 05/25/2027 0.13%
CPS Auto Receivables Trust, Series 2016-A, Class B, 3.34%, due 05/15/2020 0.13%
Federal National Mortgage Association, 2.37%, due 04/01/2023 0.13%
Residual Funding Corp., Principal Only STRIPS, due 07/15/2020 0.13%
FirstKey Lending Trust, Series 2015-SFR1, Class A, 2.55%, due 03/09/2047 0.13%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2029 0.13%
Drive Auto Receivables Trust, Series 2016-AA, Class C, 3.91%, due 05/17/2021 0.13%
Federal National Mortgage Association, 4.05%, due 01/01/2021 0.13%
Ford Motor Co., 7.45%, due 07/16/2031 0.13%
U.S. Treasury Bond, 4.37%, due 02/15/2038 0.12%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2034 0.12%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.12%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2043 0.12%
Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 0.12%
Ally Auto Receivables Trust, Series 2016-1, Class A3, 1.47%, due 04/15/2020 0.12%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.12%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2019 0.12%
AT&T, Inc., 3.60%, due 02/17/2023 0.12%
U.S. Treasury Bond, 4.37%, due 11/15/2039 0.12%
Citi Held For Asset Issuance, Series 2016-MF1, Class B, 6.64%, due 08/15/2022 0.12%
U.S. Treasury Note, 2.62%, due 08/15/2020 0.12%
U.S. Treasury Bond, 4.50%, due 08/15/2039 0.12%
Chrysler Capital Auto Receivables Trust, Series 2016-AA, Class A3, 1.77%, due 10/15/2020 0.12%
Government National Mortgage Association, 1.59%, due 10/20/2062 0.12%
Morgan Stanley Re-REMIC Trust, Series 2012-XA, Class B, 0.25%, due 07/27/2049 0.12%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2030 0.12%
Federal National Mortgage Association, 1.93%, due 11/25/2022 0.11%
Federal National Mortgage Association, 4.45%, due 07/01/2026 0.11%
AmeriCredit Automobile Receivables Trust, Series 2015-4, Class A3, 1.70%, due 07/08/2020 0.11%
First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 0.11%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 02/15/2023 0.11%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 01/25/2023 0.11%
FREMF Mortgage Trust, Series 2013-K33, Class C, 3.50%, due 08/25/2046 0.11%
Verizon Communications, Inc., 4.81%, due 03/15/2039 0.11%
Federal National Mortgage Association, 2.64%, due 06/01/2026 0.11%
Federal National Mortgage Association, 2.38%, due 10/01/2026 0.11%
Purchasing Power Funding LLC, Series 2015-A, Class A2, 4.75%, due 12/15/2019 0.11%
B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 0.11%
VM DEBT LLC, Series 2017-1, Class A, 6.50%, due 10/02/2024 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.11%
Federal National Mortgage Association, 3.30%, due 04/25/2029 0.11%
BAMLL Re-REMIC Trust, Series 2015-FR11, Class A705, 1.84%, due 09/27/2044 0.11%
Federal National Mortgage Association REMIC, 3.50%, due 02/25/2043 0.11%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 0.11%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2033 0.11%
HERO Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.11%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.11%
Lendmark Funding Trust, Series 2016-A, Class A, 4.82%, due 08/21/2023 0.11%
OneMain Financial Issuance Trust, Series 2015-2A, Class A, 2.57%, due 07/18/2025 0.11%
Government National Mortgage Association, 5.50%, due 09/20/2035 0.11%
Residual Funding Corp., Principal Only STRIPS, due 01/15/2030 0.10%
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.10%
Citigroup, Inc., 3.70%, due 01/12/2026 0.10%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.10%
FREMF Mortgage Trust, Series 2015-K44, Class C, 3.68%, due 01/25/2048 0.10%
Marlette Funding Trust, Series 2017-1A, Class A, 2.82%, due 03/15/2024 0.10%
Bank of America Corp., Series MTN, 6.40%, due 08/28/2017 0.10%
Government National Mortgage Association, 5.50%, due 04/20/2033 0.10%
Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 0.10%
Ocwen Master Advance Receivables Trust, Series 2015-T3, Class AT3, 3.21%, due 11/15/2047 0.10%
Bank of America Corp., 3.70%, due 04/24/2028 0.10%
Wells Fargo & Co., Series MTN, 2.15%, due 01/30/2020 0.10%
GLS Auto Receivables Trust, Series 2017-1A, Class B, 2.98%, due 12/15/2021 0.10%
Government National Mortgage Association, 1.60%, due 10/20/2062 0.10%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2045 0.10%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.10%
Oportun Funding II LLC, Series 2016-A, Class A, 4.70%, due 03/08/2021 0.10%
DT Auto Owner Trust, Series 2016-1A, Class B, 2.79%, due 05/15/2020 0.10%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.10%
Credit Acceptance Auto Loan Trust, Series 2015-2A, Class A, 2.40%, due 02/15/2023 0.10%
Allergan Funding SCS, 4.55%, due 03/15/2035 0.09%
Federal National Mortgage Association, 2.80%, due 01/01/2028 0.09%
AbbVie, Inc., 4.50%, due 05/14/2035 0.09%
VOLT LVI LLC, Series 2017-NPL3, Class A1, 3.50%, due 03/25/2047 0.09%
AT&T, Inc., 4.90%, due 08/14/2037 0.09%
Federal National Mortgage Association, 2.67%, due 04/01/2025 0.09%
AT&T, Inc., 3.00%, due 06/30/2022 0.09%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.09%
Exeter Automobile Receivables Trust, Series 2016-3A, Class A, 1.84%, due 11/16/2020 0.09%
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84%, due 04/15/2022 0.09%
VOLT LXI LLC, Series 2017-NPL8, Class A1, 3.12%, due 06/25/2047 0.09%
Springleaf Funding Trust, Series 2015-AA, Class A, 3.16%, due 11/15/2024 0.09%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2041 0.09%
Federal National Mortgage Association, 1.78%, due 08/25/2042 0.09%
California Republic Auto Receivables Trust, Series 2015-1, Class A4, 1.82%, due 09/15/2020 0.09%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.09%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 0.09%
Federal National Mortgage Association REMIC, 5.75%, due 08/25/2034 0.09%
Federal Home Loan Mortgage Corp., 3.24%, due 04/25/2027 0.09%
VOLT XXV LLC, Series 2015-NPL8, Class A1, 3.50%, due 06/26/2045 0.09%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 03/15/2041 0.09%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.09%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.07%, due 11/25/2047 0.08%
VOLT LVII LLC, Series 2017-NPL4, Class A1, 3.37%, due 04/25/2047 0.08%
Mariner Finance Issuance Trust, Series 2017-AA, Class A, 3.62%, due 02/20/2029 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.76%, due 09/25/2022 0.08%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.23%, due 05/25/2043 0.08%
Goldman Sachs Group, Inc., Series MTN, 5.37%, due 03/15/2020 0.08%
DT Auto Owner Trust, Series 2016-3A, Class B, 2.65%, due 07/15/2020 0.08%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.08%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2043 0.08%
Federal National Mortgage Association, 2.86%, due 06/01/2028 0.08%
Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A2, 2.81%, due 08/15/2050 0.08%
Israel Government AID Bond, Series 2011-Z, Zero Coupon, due 11/15/2026 0.08%
Morgan Stanley, Series MTN, 5.62%, due 09/23/2019 0.08%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.08%
Morgan Stanley, 3.59%, due 07/22/2028 0.08%
Trafigura Securitisation Finance PLC, Series 2014-1A, Class A, 2.17%, due 10/15/2018 0.08%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2032 0.08%
Federal National Mortgage Association, 4.00%, due 08/01/2043 0.08%
Federal Home Loan Mortgage Corp. REMIC, 1.45%, due 07/15/2037 0.08%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.08%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.08%
Honda Auto Receivables Owner Trust, Series 2016-1, Class A3, 1.22%, due 12/18/2019 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2031 0.08%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 0.08%
Federal National Mortgage Association, 3.59%, due 01/01/2031 0.08%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.08%
Federal National Mortgage Association, 2.99%, due 01/01/2025 0.08%
U.S. Treasury Note, 2.12%, due 01/31/2021 0.08%
Federal National Mortgage Association, 3.17%, due 02/01/2030 0.08%
Federal Home Loan Mortgage Corp. REMIC, 7.28%, due 11/15/2046 0.08%
Standard Chartered PLC, 3.05%, due 01/15/2021 0.08%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.08%
Federal National Mortgage Association, 3.37%, due 05/01/2037 0.08%
Federal National Mortgage Association, 2.61%, due 06/01/2026 0.08%
Ally Master Owner Trust, Series 2015-3, Class A, 1.63%, due 05/15/2020 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 0.08%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.08%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.08%
AT&T, Inc., 5.35%, due 09/01/2040 0.08%
Federal National Mortgage Association, 2.64%, due 06/01/2026 0.08%
Brighthouse Financial, Inc., 3.70%, due 06/22/2027 0.08%
Federal National Mortgage Association, 2.93%, due 06/01/2030 0.08%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.07%
Federal National Mortgage Association, 3.24%, due 06/01/2026 0.07%
VOLT LX LLC, Series 2017-NPL7, Class A1, 3.25%, due 04/25/2059 0.07%
Tricolor Auto Securitization Trust, Series 2017-1, Class A, 5.09%, due 05/15/2020 0.07%
Federal National Mortgage Association, 2.49%, due 05/01/2026 0.07%
OneMain Financial Issuance Trust, Series 2016-1A, Class A, 3.66%, due 02/20/2029 0.07%
VOLT LIII LLC, Series 2016-NP13, Class A1, 3.87%, due 12/26/2046 0.07%
Federal National Mortgage Association REMIC, 4.50%, due 05/25/2041 0.07%
Oracle Corp., 6.12%, due 07/08/2039 0.07%
Fortis, Inc., 3.05%, due 10/04/2026 0.07%
Federal National Mortgage Association, 5.50%, due 09/01/2033 0.07%
Federal National Mortgage Association, 3.90%, due 09/01/2021 0.07%
HSBC Holdings PLC, 4.00%, due 03/30/2022 0.07%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.07%
Government National Mortgage Association, 4.50%, due 11/20/2034 0.07%
Oportun Funding III LLC, Series 2016-B, Class A, 3.69%, due 07/08/2021 0.07%
Federal National Mortgage Association, 4.00%, due 01/01/2043 0.07%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.07%
DT Auto Owner Trust, Series 2017-2A, Class C, 3.03%, due 01/17/2023 0.07%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2020 0.07%
United Auto Credit Securitization Trust, Series 2017-1, Class A, 1.89%, due 05/10/2019 0.07%
Eni SpA, 5.70%, due 10/01/2040 0.07%
American Municipal Power, Inc., Series B, 7.49%, due 02/15/2050 0.07%
VOLT LI LLC, Series 2016-NP11, Class A1, 3.50%, due 10/25/2046 0.07%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class DT1, 4.24%, due 08/17/2048 0.07%
Exeter Automobile Receivables Trust, Series 2016-1A, Class C, 5.52%, due 10/15/2021 0.07%
New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2021 0.07%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.07%
Federal National Mortgage Association, 3.73%, due 05/01/2029 0.07%
Amgen, Inc., 4.66%, due 06/15/2051 0.07%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.07%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.07%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.57%, due 11/25/2049 0.07%
OneMain Financial Issuance Trust, Series 2015-1A, Class A, 3.19%, due 03/18/2026 0.07%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.07%
Shell International Finance BV, 4.00%, due 05/10/2046 0.07%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.07%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.07%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.07%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2041 0.07%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.07%
Federal National Mortgage Association, 3.52%, due 10/01/2029 0.07%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.07%
Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 0.07%
American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 0.07%
Government National Mortgage Association, 2.07%, due 12/20/2066 0.07%
First Investors Auto Owner Trust, Series 2017-2A, Class B, 2.65%, due 11/15/2022 0.07%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.07%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.07%
Oracle Corp., 4.30%, due 07/08/2034 0.07%
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.47%, due 02/25/2037 0.07%
Tennessee Valley Authority, Principal Only STRIPS, due 05/01/2030 0.07%
Upstart Securitization Trust, Series 2017-1, Class A, 2.63%, due 06/20/2024 0.06%
Shell International Finance BV, 2.87%, due 05/10/2026 0.06%
CPS Auto Receivables Trust, Series 2016-C, Class C, 3.27%, due 06/15/2022 0.06%
OnDeck Asset Securitization Trust II LLC, Series 2016-1A, Class A, 4.21%, due 05/17/2020 0.06%
Federal National Mortgage Association, 3.38%, due 12/01/2029 0.06%
BCC Funding XIII LLC, Series 2016-1, Class A2, 2.20%, due 12/20/2021 0.06%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2019 0.06%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.06%
Lendmark Funding Trust, Series 2017-1A, Class A, 2.83%, due 12/22/2025 0.06%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.06%
Prosper Marketplace Issuance Trust, Series 2017-1A, Class A, 2.56%, due 06/15/2023 0.06%
Federal National Mortgage Association REMIC, 6.00%, due 12/25/2049 0.06%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.06%
Berkshire Hathaway Energy Co., 3.75%, due 11/15/2023 0.06%
American Credit Acceptance Receivables Trust, Series 2016-2, Class C, 6.09%, due 05/12/2022 0.06%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.06%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 3.36%, due 03/20/2023 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 0.06%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.06%
Government National Mortgage Association, 6.00%, due 11/20/2033 0.06%
CarNow Auto Receivables Trust, Series 2016-1A, Class B, 3.49%, due 02/15/2021 0.06%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.06%
Citigroup, Inc., 2.40%, due 02/18/2020 0.06%
Drive Auto Receivables Trust, Series 2016-AA, Class B, 3.17%, due 05/15/2020 0.06%
Teva Pharmaceutical Finance Co. LLC, 6.15%, due 02/01/2036 0.06%
Government National Mortgage Association, 1.77%, due 05/20/2061 0.06%
State of California, 7.30%, due 10/01/2039 0.06%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.83%, due 07/25/2049 0.06%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-P, Class 2A1, 3.19%, due 09/25/2034 0.06%
Metropolitan Life Global Funding I, 3.87%, due 04/11/2022 0.06%
Mexico Government International Bond, 3.62%, due 03/15/2022 0.06%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.06%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 12/15/2036 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2028 0.06%
VOLT LIV LLC, Series 2017-NPL1, Class A1, 3.62%, due 02/25/2047 0.06%
Walt Disney Co., 3.00%, due 02/13/2026 0.06%
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 1.58%, due 09/25/2035 0.06%
Kroger Co., 6.90%, due 04/15/2038 0.06%
Wells Fargo & Co., Series MTN, 2.60%, due 07/22/2020 0.06%
Federal National Mortgage Association, 6.00%, due 02/01/2036 0.06%
MidAmerican Energy Co., Series MTN, 5.75%, due 11/01/2035 0.06%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.06%
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.06%
American Credit Acceptance Receivables Trust, Series 2016-3, Class C, 4.26%, due 08/12/2022 0.06%
Progress Residential Trust, Series 2015-SFR3, Class D, 4.67%, due 11/12/2032 0.06%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.06%
CarNow Auto Receivables Trust, Series 2016-1A, Class A, 2.26%, due 05/15/2019 0.06%
Government National Mortgage Association, 7.00%, due 08/16/2039 0.06%
NRPL Trust, Series 2015-2A, Class A1, 3.75%, due 10/25/2057 0.06%
American Express Co., 7.00%, due 03/19/2018 0.05%
GLS Auto Receivables Trust, Series 2016-1A, Class C, 6.90%, due 10/15/2021 0.05%
Federal National Mortgage Association, 4.02%, due 11/01/2028 0.05%
Deutsche Bank AG, 4.10%, due 01/13/2026 0.05%
NiSource Finance Corp., 5.80%, due 02/01/2042 0.05%
Telefonica Emisiones SAU, 5.13%, due 04/27/2020 0.05%
General Motors Co., 6.60%, due 04/01/2036 0.05%
VOLT LVIII LLC, Series 2017-NPL5, Class A1, 3.37%, due 05/28/2047 0.05%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2035 0.05%
Government National Mortgage Association, 1.72%, due 05/20/2061 0.05%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 02/15/2022 0.05%
Access Point Funding Trust, Series 2016-1, Class A, 6.25%, due 02/16/2021 0.05%
Total Capital International SA, 2.70%, due 01/25/2023 0.05%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.05%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.05%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.05%
Comcast Corp., 6.50%, due 11/15/2035 0.05%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 0.05%
Government National Mortgage Association, 5.75%, due 10/20/2037 0.05%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.05%
Federal National Mortgage Association REMIC, 6.00%, due 03/25/2037 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2030 0.05%
Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 0.05%
Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.19%, due 03/20/2035 0.05%
Federal Home Loan Mortgage Corp. REMIC, 13.41%, due 02/15/2040 0.05%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.05%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.05%
International Business Machines Corp., 7.00%, due 10/30/2025 0.05%
CF Industries, Inc., 4.50%, due 12/01/2026 0.05%
Anadarko Holding Co., 7.15%, due 05/15/2028 0.05%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.05%
Oportun Funding III LLC, Series 2016-B, Class B, 5.16%, due 07/08/2021 0.05%
State Street Corp., 3.70%, due 11/20/2023 0.05%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.05%
Federal National Mortgage Association REMIC, 4.50%, due 10/25/2039 0.05%
Citigroup, Inc., 2.75%, due 04/25/2022 0.05%
Drive Auto Receivables Trust, Series 2015-BA, Class D, 3.84%, due 07/15/2021 0.05%
General Motors Financial Co., Inc., 3.45%, due 01/14/2022 0.05%
Wells Fargo & Co., Series MTN, 4.60%, due 04/01/2021 0.05%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.05%
Synchrony Financial, 3.70%, due 08/04/2026 0.05%
Progress Residential Trust, Series 2016-SFR1, Class E, 5.07%, due 09/17/2033 0.05%
Academic Loan Funding Trust, Series 2013-1A, Class A, 2.03%, due 12/26/2044 0.05%
Barclays PLC, 3.20%, due 08/10/2021 0.05%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.05%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.05%
ERP Operating, LP, 4.62%, due 12/15/2021 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2030 0.05%
Exelon Generation Co. LLC, 4.25%, due 06/15/2022 0.05%
Gilead Sciences, Inc., 4.60%, due 09/01/2035 0.05%
Apple, Inc., 3.00%, due 06/20/2027 0.05%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 0.05%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.05%
New Residential Advanced Receivables Trust, Series 2016-T2, Class CT2, 3.51%, due 10/15/2049 0.05%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class A, 2.56%, due 10/15/2025 0.05%
Oportun Funding VI LLC, Series 2017-A, Class A, 3.23%, due 06/08/2023 0.05%
Murray Hill Marketplace Trust, Series 2016-LC1, Class A, 4.19%, due 11/25/2022 0.05%
Bank of America Corp., Series MTN, 6.87%, due 04/25/2018 0.05%
Southern Co. Gas Capital Corp., 3.50%, due 09/15/2021 0.05%
Verizon Communications, Inc., 3.50%, due 11/01/2021 0.05%
VOLT XXXIII LLC, Series 2015-NPL5, Class A1, 3.50%, due 03/25/2055 0.05%
PNC Bank NA, 6.87%, due 04/01/2018 0.05%
Pacific Life Insurance Co., 9.25%, due 06/15/2039 0.05%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.05%
Viacom, Inc., 3.87%, due 04/01/2024 0.05%
BP Capital Markets PLC, 3.22%, due 04/14/2024 0.05%
VOLT LIX LLC, Series 2017-NPL6, Class A1, 3.25%, due 05/25/2047 0.05%
HP Enterprise Services LLC, 7.45%, due 10/15/2029 0.05%
Ford Motor Credit Co. LLC, 3.33%, due 03/28/2022 0.05%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.05%
Government National Mortgage Association, 5.50%, due 09/20/2039 0.05%
Federal Home Loan Mortgage Corp., 3.32%, due 05/25/2027 0.05%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.05%
Exeter Automobile Receivables Trust, Series 2016-2A, Class B, 3.64%, due 02/15/2022 0.05%
CVS Health Corp., 2.12%, due 06/01/2021 0.05%
Santander Drive Auto Receivables Trust, Series 2016-2, Class A3, 1.56%, due 05/15/2020 0.05%
Crown Castle International Corp., 4.87%, due 04/15/2022 0.05%
Federal National Mortgage Association, 6.00%, due 07/01/2027 0.05%
Travelers Property Casualty Corp., 7.75%, due 04/15/2026 0.05%
Chevron Corp., 2.56%, due 05/16/2023 0.05%
NRPL Trust, Series 2015-1A, Class A1, 3.87%, due 11/01/2054 0.05%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.05%
Federal Home Loan Mortgage Corp., 3.18%, due 12/01/2031 0.05%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-U, Class A1, 3.33%, due 10/25/2034 0.05%
Ocwen Master Advance Receivables Trust, Series 2015-T3, Class DT3, 4.68%, due 11/15/2047 0.05%
Eaton Corp., 7.62%, due 04/01/2024 0.05%
Westpac Banking Corp., 2.10%, due 02/25/2021 0.05%
Sumitomo Mitsui Trust Bank, Ltd., 2.05%, due 10/18/2019 0.05%
Purchasing Power Funding LLC, Series 2016-A, Class NT, 5.50%, due 02/27/2019 0.05%
Goldman Sachs Group, Inc., 2.35%, due 11/15/2021 0.05%
Macquarie Bank, Ltd., 3.90%, due 01/15/2026 0.04%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.04%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.04%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.04%
Federal National Mortgage Association REMIC, 8.00%, due 02/25/2023 0.04%
AT&T, Inc., 6.30%, due 01/15/2038 0.04%
WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 0.04%
Discover Bank, 4.20%, due 08/08/2023 0.04%
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.04%
Kansas City Power & Light Co., 5.30%, due 10/01/2041 0.04%
Ford Credit Auto Owner Trust, Series 2016-B, Class A3, 1.33%, due 10/15/2020 0.04%
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class A2A, 1.42%, due 10/08/2019 0.04%
Mexico Government International Bond, 5.75%, due 10/12/2110 0.04%
Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 0.04%
Green Tree Agency Advance Funding Trust I, Series 2016-T1, Class BT1, 3.12%, due 10/15/2048 0.04%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.04%
Federal Home Loan Mortgage Corp., 2.82%, due 02/01/2036 0.04%
HERO Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 0.04%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.04%
U.S. Residential Opportunity Fund III Trust, Series 2016-1III, Class A, 3.47%, due 07/27/2036 0.04%
Fluor Corp., 3.37%, due 09/15/2021 0.04%
Energy Transfer, LP, 6.05%, due 06/01/2041 0.04%
Morgan Stanley Capital I Trust, Series 2011-C3, Class A3, 4.05%, due 07/15/2049 0.04%
African Development Bank, 8.80%, due 09/01/2019 0.04%
Verizon Communications, Inc., 5.05%, due 03/15/2034 0.04%
Government National Mortgage Association, 6.50%, due 12/20/2034 0.04%
Daimler Finance North America LLC, 2.87%, due 03/10/2021 0.04%
Blackstone Holdings Finance Co. LLC, 5.87%, due 03/15/2021 0.04%
VEREIT Operating Partnership, LP, 4.60%, due 02/06/2024 0.04%
Lloyds Banking Group PLC, 3.75%, due 01/11/2027 0.04%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.04%
Cenovus Energy, Inc., 6.75%, due 11/15/2039 0.04%
Federal National Mortgage Association REMIC, 1.78%, due 08/25/2041 0.04%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.87%, due 07/11/2022 0.04%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2027 0.04%
Marlette Funding Trust, Series 2016-1A, Class A, 3.06%, due 01/17/2023 0.04%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.04%
Voya Financial, Inc., 3.12%, due 07/15/2024 0.04%
Danone SA, 2.58%, due 11/02/2023 0.04%
Government National Mortgage Association, 5.50%, due 09/20/2039 0.04%
Morgan Stanley, 5.00%, due 11/24/2025 0.04%
CarMax Auto Owner Trust, Series 2016-2, Class A3, 1.52%, due 02/16/2021 0.04%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.04%
Flagship Credit Auto Trust, Series 2015-3, Class A, 2.38%, due 10/15/2020 0.04%
Federal Home Loan Mortgage Corp., 5.50%, due 12/01/2035 0.04%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR3, Class 1A1, 3.33%, due 03/25/2035 0.04%
Government National Mortgage Association, 7.00%, due 10/16/2040 0.04%
Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2036 0.04%
Nationwide Mutual Insurance Co., 9.37%, due 08/15/2039 0.04%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.04%
Wells Fargo & Co., 2.50%, due 03/04/2021 0.04%
Federal National Mortgage Association, 5.50%, due 10/01/2033 0.04%
eBay, Inc., 2.60%, due 07/15/2022 0.04%
American Credit Acceptance Receivables Trust, Series 2016-4, Class C, 2.91%, due 02/13/2023 0.04%
Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 0.04%
Nabors Industries, Inc., 4.62%, due 09/15/2021 0.04%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 1.95%, due 10/25/2037 0.04%
Welltower, Inc., 4.25%, due 04/01/2026 0.04%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-I, Class 1A1, 3.22%, due 07/25/2034 0.04%
Stadshypotek AB, 1.87%, due 10/02/2019 0.04%
Westlake Automobile Receivables Trust, Series 2016-2A, Class A2, 1.57%, due 06/17/2019 0.04%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.04%
Microsoft Corp., 4.10%, due 02/06/2037 0.04%
Comcast Cable Holdings LLC, 10.12%, due 04/15/2022 0.04%
SoFi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 0.04%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.04%
Illinois Tool Works, Inc., 4.87%, due 09/15/2041 0.04%
AbbVie, Inc., 3.60%, due 05/14/2025 0.04%
HSBC Holdings PLC, 4.25%, due 03/14/2024 0.04%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.04%
Government National Mortgage Association, Principal Only STRIPS, due 12/20/2040 0.04%
Government National Mortgage Association, 1.70%, due 06/20/2067 0.04%
Hydro-Quebec, 8.40%, due 01/15/2022 0.04%
Equity Commonwealth, 5.87%, due 09/15/2020 0.04%
Petroleos Mexicanos, 6.50%, due 03/13/2027 0.04%
McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 0.04%
CLUB Credit Trust, Series 2017-NP1, Class A, 2.39%, due 04/17/2023 0.04%
Ecolab, Inc., 5.50%, due 12/08/2041 0.04%
Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 0.04%
Celgene Corp., 2.12%, due 08/15/2018 0.04%
GO Financial Auto Securitization Trust, Series 2015-2, Class B, 4.80%, due 08/17/2020 0.04%
AvalonBay Communities, Inc., Series MTN, 2.85%, due 03/15/2023 0.04%
CAM Mortgage Trust, Series 2017-1, Class A1, 3.22%, due 08/01/2057 0.04%
Bank of America Corp., Series MTN, 5.87%, due 02/07/2042 0.04%
OneMain Financial Issuance Trust, Series 2015-1A, Class B, 3.85%, due 03/18/2026 0.04%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.04%
Westlake Automobile Receivables Trust, Series 2015-3A, Class D, 4.40%, due 05/17/2021 0.04%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.04%
Nucor Corp., 6.40%, due 12/01/2037 0.04%
Anthem, Inc., 3.12%, due 05/15/2022 0.04%
Centel Capital Corp., 9.00%, due 10/15/2019 0.04%
Charles Schwab Corp., 3.20%, due 03/02/2027 0.04%
Credit Suisse AG, Series MTN, 2.30%, due 05/28/2019 0.04%
Nissan Motor Acceptance Corp., 2.55%, due 03/08/2021 0.04%
Microsoft Corp., 4.75%, due 11/03/2055 0.04%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 0.04%
U.S. Treasury Note, 2.00%, due 02/15/2023 0.04%
Nordea Bank AB, 1.62%, due 05/15/2018 0.04%
Mosaic Co., 5.45%, due 11/15/2033 0.04%
VOLT LV LLC, Series 2017-NPL2, Class A1, 3.50%, due 03/25/2047 0.04%
Royal Bank of Canada, 1.87%, due 02/05/2020 0.04%
Sysco Corp., 3.25%, due 07/15/2027 0.04%
CPS Auto Receivables Trust, Series 2016-B, Class B, 3.18%, due 09/15/2020 0.04%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.04%
Athene Global Funding, 2.75%, due 04/20/2020 0.04%
General Motors Financial Co., Inc., 3.95%, due 04/13/2024 0.04%
NRPL Trust, Series 2015-2A, Class A2, 3.75%, due 10/25/2057 0.04%
CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 0.04%
Union Carbide Corp., 7.50%, due 06/01/2025 0.04%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.04%
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98%, due 01/18/2022 0.04%
Macquarie Group, Ltd., 6.00%, due 01/14/2020 0.04%
AmeriCredit Automobile Receivables Trust, Series 2015-1, Class A3, 1.26%, due 11/08/2019 0.04%
Simon Property Group, LP, 4.37%, due 03/01/2021 0.04%
Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2035 0.04%
Tennessee Valley Authority, Principal Only STRIPS, due 05/01/2019 0.04%
Mitsui Fudosan Co., Ltd., 3.65%, due 07/20/2027 0.04%
Southwestern Electric Power Co., 2.75%, due 10/01/2026 0.04%
Barclays PLC, 4.37%, due 01/12/2026 0.04%
Progress Residential Trust, Series 2015-SFR2, Class B, 3.13%, due 06/12/2032 0.04%
DT Auto Owner Trust, Series 2016-3A, Class A, 1.75%, due 11/15/2019 0.04%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.04%
Oportun Funding IV LLC, Series 2016-C, Class B, 4.85%, due 11/08/2021 0.04%
Enel Finance International NV, 5.12%, due 10/07/2019 0.04%
PacifiCorp, 6.25%, due 10/15/2037 0.04%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2040 0.04%
Amgen, Inc., 3.62%, due 05/15/2022 0.04%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 0.04%
Citigroup, Inc., 2.70%, due 03/30/2021 0.04%
BP Capital Markets PLC, 3.24%, due 05/06/2022 0.04%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.04%
Federal National Mortgage Association, 6.00%, due 03/01/2024 0.04%
Nissan Auto Receivables Owner Trust, Series 2016-B, Class A3, 1.32%, due 01/15/2021 0.04%
Nevada Power Co., 5.45%, due 05/15/2041 0.04%
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 11/15/2036 0.04%
Deutsche Bank AG, 6.00%, due 09/01/2017 0.04%
Federal National Mortgage Association REMIC, 1.83%, due 04/25/2040 0.04%
CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 0.04%
Tyson Foods, Inc., 4.87%, due 08/15/2034 0.04%
Exeter Automobile Receivables Trust, Series 2016-2A, Class A, 2.21%, due 07/15/2020 0.04%
Huntington Bancshares, Inc., 2.30%, due 01/14/2022 0.04%
General Motors Financial Co., Inc., 4.00%, due 10/06/2026 0.04%
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.04%
Vendee Mortgage Trust, Series 1993-1, Class ZB, 7.25%, due 02/15/2023 0.04%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.04%
Petroleos Mexicanos, 4.62%, due 09/21/2023 0.04%
Federal Home Loan Mortgage Corp., 2.93%, due 01/01/2035 0.04%
Federal National Mortgage Association, 3.97%, due 12/01/2025 0.04%
OneMain Financial Issuance Trust, Series 2014-1A, Class B, 3.24%, due 06/18/2024 0.03%
Mylan, Inc., 3.12%, due 01/15/2023 0.03%
GLS Auto Receivables Trust, Series 2016-1A, Class A, 2.73%, due 10/15/2020 0.03%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.03%
Bank of Nova Scotia, 1.45%, due 04/25/2018 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 01/15/2039 0.03%
Federal National Mortgage Association, 7.00%, due 12/25/2033 0.03%
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 12/15/2036 0.03%
Agrium, Inc., 4.12%, due 03/15/2035 0.03%
Sempra Energy, 9.80%, due 02/15/2019 0.03%
Drive Auto Receivables Trust, Series 2016-BA, Class B, 2.56%, due 06/15/2020 0.03%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 04/15/2028 0.03%
AT&T, Inc., 3.40%, due 05/15/2025 0.03%
Apple, Inc., 3.45%, due 05/06/2024 0.03%
Cox Communications, Inc., 4.80%, due 02/01/2035 0.03%
Air Lease Corp., 2.12%, due 01/15/2020 0.03%
AbbVie, Inc., 3.20%, due 11/06/2022 0.03%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.65%, due 07/21/2027 0.03%
Federal National Mortgage Association REMIC, 10.19%, due 03/25/2040 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2037 0.03%
Petroleos Mexicanos, 6.50%, due 03/13/2027 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 0.03%
Federal National Mortgage Association REMIC, 3.32%, due 12/25/2039 0.03%
Shell International Finance BV, 4.37%, due 03/25/2020 0.03%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.03%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.03%
Toyota Auto Receivables Owner Trust, Series 2016-B, Class A3, 1.30%, due 04/15/2020 0.03%
Vale Canada, Ltd., 7.20%, due 09/15/2032 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2027 0.03%
EOG Resources, Inc., 5.10%, due 01/15/2036 0.03%
CSX Corp., Series MTN, 6.00%, due 10/01/2036 0.03%
Shell International Finance BV, 3.75%, due 09/12/2046 0.03%
AT&T, Inc., 4.60%, due 02/15/2021 0.03%
Exeter Automobile Receivables Trust, Series 2016-3A, Class B, 2.84%, due 08/16/2021 0.03%
Green Tree Agency Advance Funding Trust I, Series 2016-T1, Class AT1, 2.38%, due 10/15/2048 0.03%
Aetna, Inc., 6.75%, due 12/15/2037 0.03%
Flagship Credit Auto Trust, Series 2016-1, Class A, 2.77%, due 12/15/2020 0.03%
Kraft Heinz Foods Co., 6.87%, due 01/26/2039 0.03%
Citigroup, Inc., 4.75%, due 05/18/2046 0.03%
Petroleos Mexicanos, 6.75%, due 09/21/2047 0.03%
Microsoft Corp., 4.50%, due 02/06/2057 0.03%
NRZ Advance Receivables Trust, Series 2016-T1, Class AT1, 2.75%, due 06/15/2049 0.03%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.03%
Thomson Reuters Corp., 3.95%, due 09/30/2021 0.03%
Boston Properties, LP, 3.65%, due 02/01/2026 0.03%
BCC Funding Corp. X, Series 2015-1, Class A2, 2.22%, due 10/20/2020 0.03%
Citigroup, Inc., 4.40%, due 06/10/2025 0.03%
Pfizer, Inc., 3.00%, due 12/15/2026 0.03%
Capital Auto Receivables Asset Trust, Series 2015-4, Class A2, 1.62%, due 03/20/2019 0.03%
Harris Corp., 3.83%, due 04/27/2025 0.03%
Government Properties Income Trust, 4.00%, due 07/15/2022 0.03%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.03%
Novartis Capital Corp., 3.40%, due 05/06/2024 0.03%
ERAC USA Finance LLC, 6.70%, due 06/01/2034 0.03%
OneMain Direct Auto Receivables Trust, Series 2016-1A, Class A, 2.04%, due 01/15/2021 0.03%
Oportun Funding II LLC, Series 2016-A, Class B, 6.41%, due 03/08/2021 0.03%
Gulf South Pipeline Co., LP, 4.00%, due 06/15/2022 0.03%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.03%
Wells Fargo & Co., Series MTN, 3.55%, due 09/29/2025 0.03%
UBS Group Funding Switzerland AG, 3.49%, due 05/23/2023 0.03%
Western Union Co., 3.60%, due 03/15/2022 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 0.03%
ConocoPhillips Holding Co., 6.95%, due 04/15/2029 0.03%
BCAP LLC Trust, Series 2010-RR7, Class 2A1, 3.30%, due 07/26/2045 0.03%
Drive Auto Receivables Trust, Series 2015-DA, Class D, 4.59%, due 01/17/2023 0.03%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.03%
National Australia Bank, Ltd., 3.37%, due 01/14/2026 0.03%
Nordea Bank AB, 4.25%, due 09/21/2022 0.03%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.03%
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 1.58%, due 05/25/2036 0.03%
Ford Motor Credit Co. LLC, Series MTN, 2.94%, due 01/08/2019 0.03%
Sumitomo Mitsui Financial Group, Inc., 2.84%, due 01/11/2022 0.03%
Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 0.03%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.03%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.03%
Edison International, 2.95%, due 03/15/2023 0.03%
QUALCOMM, Inc., 2.90%, due 05/20/2024 0.03%
Thermo Fisher Scientific, Inc., 3.15%, due 01/15/2023 0.03%
Occidental Petroleum Corp., 2.70%, due 02/15/2023 0.03%
Gilead Sciences, Inc., 3.70%, due 04/01/2024 0.03%
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class A3, 1.81%, due 10/08/2020 0.03%
Federal National Mortgage Association REMIC, 6.00%, due 05/25/2031 0.03%
Sumitomo Mitsui Financial Group, Inc., 2.78%, due 07/12/2022 0.03%
Bank of America Corp., Series MTN, 3.50%, due 04/19/2026 0.03%
Citigroup, Inc., 3.66%, due 07/24/2028 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2026 0.03%
GSR Mortgage Loan Trust, Series 2003-7F, Class 1A4, 5.25%, due 06/25/2033 0.03%
BNZ International Funding, Ltd., 2.65%, due 11/03/2022 0.03%
MassMutual Global Funding II, 2.75%, due 06/22/2024 0.03%
Citigroup, Inc., 3.40%, due 05/01/2026 0.03%
Bank of Nova Scotia, 1.85%, due 04/14/2020 0.03%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.03%
First Investors Auto Owner Trust, Series 2016-2A, Class A1, 1.53%, due 11/16/2020 0.03%
RAIT Trust, Series 2015-FL5, Class B, 5.05%, due 01/15/2031 0.03%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.03%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.03%
President & Fellows of Harvard College, 3.30%, due 07/15/2056 0.03%
Burlington Resources Finance Co., 7.40%, due 12/01/2031 0.03%
Express Scripts Holding Co., 4.50%, due 02/25/2026 0.03%
Kerr-McGee Corp., 7.87%, due 09/15/2031 0.03%
Federal National Mortgage Association, 7.50%, due 12/25/2041 0.03%
Entergy Louisiana LLC, 3.25%, due 04/01/2028 0.03%
Protective Life Global Funding, 1.99%, due 09/14/2021 0.03%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 01/15/2036 0.03%
Vendee Mortgage Trust, Series 1998-2, Class 1G, 6.75%, due 06/15/2028 0.03%
Federal National Mortgage Association, 6.50%, due 09/01/2038 0.03%
21st Century Fox America, Inc., 7.70%, due 10/30/2025 0.03%
FirstKey Lending Trust, Series 2015-SFR1, Class B, 3.41%, due 03/09/2047 0.03%
San Diego Gas & Electric Co., 6.00%, due 06/01/2026 0.03%
Federal National Mortgage Association REMIC, 5.81%, due 05/25/2051 0.03%
Tricon American Homes Trust, Series 2015-SFR1, Class A, 2.47%, due 05/17/2032 0.03%
Federal National Mortgage Association REMIC, 13.55%, due 04/25/2040 0.03%
Citi Held For Asset Issuance, Series 2016-MF1, Class A , 4.48%, due 08/15/2022 0.03%
General Motors Financial Co., Inc., 3.45%, due 04/10/2022 0.03%
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.03%
General Motors Financial Co., Inc., 3.70%, due 05/09/2023 0.03%
Apple, Inc., 4.50%, due 02/23/2036 0.03%
Southern California Edison Co., 6.65%, due 04/01/2029 0.03%
Athene Global Funding, 4.00%, due 01/25/2022 0.03%
OneMain Financial Issuance Trust, Series 2014-2A, Class A, 2.47%, due 09/18/2024 0.03%
Federal National Mortgage Association, 7.00%, due 06/25/2042 0.03%
UnitedHealth Group, Inc., 5.80%, due 03/15/2036 0.03%
PPG Industries, Inc., 9.00%, due 05/01/2021 0.03%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.03%
Burlington Northern Santa Fe LLC, 5.75%, due 05/01/2040 0.03%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.03%
Anheuser-Busch InBev Worldwide, Inc., 8.20%, due 01/15/2039 0.03%
Chase Funding Trust, Series 2003-2, Class 2A2, 1.79%, due 02/25/2033 0.03%
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70%, due 10/17/2022 0.03%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.03%
Federal National Mortgage Association REMIC, 6.43%, due 03/25/2040 0.03%
Liberty Mutual Group, Inc., 6.50%, due 03/15/2035 0.03%
Federal National Mortgage Association, 7.50%, due 04/01/2039 0.03%
Boardwalk Pipelines, LP, 4.95%, due 12/15/2024 0.03%
Cooperatieve Rabobank UA, 5.80%, due 09/30/2110 0.03%
OneMain Financial Issuance Trust, Series 2015-2A, Class B, 3.10%, due 07/18/2025 0.03%
CenterPoint Energy Resources Corp., 4.50%, due 01/15/2021 0.03%
Federal National Mortgage Association, 6.50%, due 11/25/2031 0.03%
First Investors Auto Owner Trust, Series 2016-1A, Class A1, 1.92%, due 05/15/2020 0.03%
Kraft Heinz Foods Co., 3.95%, due 07/15/2025 0.03%
John Deere Capital Corp., Series MTN, 2.80%, due 03/06/2023 0.03%
Santander UK Group Holdings PLC, 3.57%, due 01/10/2023 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 02/25/2043 0.03%
Teva Pharmaceutical Finance Netherlands III BV, 2.80%, due 07/21/2023 0.03%
Hyundai Auto Receivables Trust, Series 2016-A, Class A3, 1.56%, due 09/15/2020 0.03%
Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 0.03%
CMS Energy Corp., 3.87%, due 03/01/2024 0.03%
Discovery Communications LLC, 4.37%, due 06/15/2021 0.03%
Ford Motor Credit Co. LLC, 2.02%, due 05/03/2019 0.03%
GLS Auto Receivables Trust, Series 2016-1A, Class B, 4.39%, due 01/15/2021 0.03%
ABB Finance USA, Inc., 2.87%, due 05/08/2022 0.03%
CVS Health Corp., 2.87%, due 06/01/2026 0.03%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.03%
Government National Mortgage Association, 6.50%, due 12/20/2031 0.03%
Royal Bank of Scotland Group PLC, 3.87%, due 09/12/2023 0.03%
Apple, Inc., 3.00%, due 02/09/2024 0.03%
Schlumberger Investment SA, 3.30%, due 09/14/2021 0.03%
Province of Quebec, Series MTN, 6.35%, due 01/30/2026 0.03%
Republic of Poland Government International Bond, 4.00%, due 01/22/2024 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2037 0.03%
Federal National Mortgage Association REMIC, 1.35%, due 06/27/2036 0.03%
Federal Home Loan Mortgage Corp., 3.94%, due 05/01/2037 0.03%
PFP, Ltd., Series 2015-2, Class A, 2.67%, due 07/14/2034 0.03%
Manulife Financial Corp., 4.06%, due 02/24/2032 0.03%
Santander UK PLC, 2.50%, due 03/14/2019 0.03%
Great-West Lifeco Finance Delaware, LP, 4.15%, due 06/03/2047 0.03%
New York Life Global Funding, 2.15%, due 06/18/2019 0.03%
Capital One NA, 2.40%, due 09/05/2019 0.03%
Boston Gas Co., 4.48%, due 02/15/2042 0.03%
Arizona Public Service Co., 5.05%, due 09/01/2041 0.03%
Canadian Imperial Bank of Commerce, 2.55%, due 06/16/2022 0.03%
New York State Dormitory Authority, 5.60%, due 03/15/2040 0.03%
Microsoft Corp., 2.87%, due 02/06/2024 0.03%
Canadian Natural Resources, Ltd., 6.45%, due 06/30/2033 0.03%
HCP, Inc., 3.87%, due 08/15/2024 0.03%
Federal National Mortgage Association, 6.00%, due 10/01/2028 0.03%
Great Plains Energy, Inc., 4.85%, due 06/01/2021 0.03%
Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 0.03%
Government National Mortgage Association, 5.82%, due 10/20/2033 0.03%
Government National Mortgage Association, 6.00%, due 12/20/2035 0.03%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.03%
Federal National Mortgage Association, 3.83%, due 03/01/2036 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.03%
Bunge, Ltd. Finance Corp., 8.50%, due 06/15/2019 0.03%
BellSouth LLC, 6.55%, due 06/15/2034 0.03%
GMACM Mortgage Loan Trust, Series 2003-AR2, Class 2A4, 3.82%, due 12/19/2033 0.03%
Northern Trust Corp., 3.37%, due 05/08/2032 0.03%
United Technologies Corp., 6.70%, due 08/01/2028 0.03%
Telefonica Emisiones SAU, 5.21%, due 03/08/2047 0.03%
MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 0.03%
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class A3, 1.60%, due 11/09/2020 0.03%
Ameriprise Financial, Inc., 2.87%, due 09/15/2026 0.03%
Noble Energy, Inc., 5.62%, due 05/01/2021 0.03%
UBS Group Funding Switzerland AG, 4.12%, due 04/15/2026 0.03%
Johnson Controls International PLC, 5.25%, due 12/01/2041 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2019 0.03%
Ford Motor Credit Co. LLC, 3.81%, due 01/09/2024 0.03%
CK Hutchison International 16, Ltd., 2.75%, due 10/03/2026 0.03%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 3.10%, due 04/21/2034 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 08/15/2036 0.03%
BPCE SA, 5.70%, due 10/22/2023 0.03%
DT Auto Owner Trust, Series 2016-4A, Class B, 2.02%, due 08/17/2020 0.03%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 0.03%
Deutsche Telekom International Finance BV, 3.60%, due 01/19/2027 0.03%
CPS Auto Receivables Trust, Series 2016-A, Class A, 2.25%, due 10/15/2019 0.03%
Structured Asset Securities Corp., Series 2004-4XS, Class 1A5, 5.42%, due 02/25/2034 0.03%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.03%
American Credit Acceptance Receivables Trust, Series 2016-3, Class A, 1.70%, due 11/12/2020 0.03%
Kimco Realty Corp., 3.80%, due 04/01/2027 0.03%
Airbus SE, 3.15%, due 04/10/2027 0.03%
Canadian Pacific Railway Co., 6.12%, due 09/15/2115 0.03%
Ajax Mortgage Loan Trust, Series 2015-B, Class A, 3.87%, due 07/25/2060 0.03%
CNOOC Finance Pty, Ltd., 2.62%, due 05/05/2020 0.02%
Regions Financial Corp., 3.20%, due 02/08/2021 0.02%
Kroger Co., 6.15%, due 01/15/2020 0.02%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 02/25/2042 0.02%
Bank of Nova Scotia, 1.87%, due 09/20/2021 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-R, Class 2A1, 3.06%, due 09/25/2034 0.02%
Verizon Communications, Inc., 2.94%, due 03/15/2022 0.02%
Federal Home Loan Mortgage Corp., 6.50%, due 05/01/2035 0.02%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 0.02%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.02%
Chase Funding Trust, Series 2003-6, Class 1A5, 5.11%, due 11/25/2034 0.02%
Statoil ASA, 3.15%, due 01/23/2022 0.02%
Intesa Sanpaolo SpA, 3.87%, due 07/14/2027 0.02%
Oracle Corp., 2.40%, due 09/15/2023 0.02%
Petro-Canada, 6.05%, due 05/15/2018 0.02%
American Honda Finance Corp., 7.62%, due 10/01/2018 0.02%
Cooperatieve Rabobank UA, 3.87%, due 02/08/2022 0.02%
Tosco Corp., 8.12%, due 02/15/2030 0.02%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 0.02%
American Water Capital Corp., 3.85%, due 03/01/2024 0.02%
VOLT XL LLC, Series 2015-NP14, Class A1, 4.37%, due 11/27/2045 0.02%
Morgan Stanley, 2.65%, due 01/27/2020 0.02%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.02%
Lincoln National Corp., 4.00%, due 09/01/2023 0.02%
United Airlines Pass-Through Trust, 3.45%, due 01/07/2030 0.02%
Alabama Power Co., 6.00%, due 03/01/2039 0.02%
EOG Resources, Inc., 4.10%, due 02/01/2021 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2033 0.02%
Verizon Communications, Inc., 4.15%, due 03/15/2024 0.02%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.46%, due 03/25/2036 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.68%, due 10/15/2038 0.02%
Federal National Mortgage Association REMIC, 6.22%, due 02/25/2040 0.02%
Sequoia Mortgage Trust, Series 2004-11, Class A1, 1.82%, due 12/20/2034 0.02%
Capital One Financial Corp., 3.75%, due 07/28/2026 0.02%
BPCE SA, 4.62%, due 07/11/2024 0.02%
Exxon Mobil Corp., 4.11%, due 03/01/2046 0.02%
Nordstrom, Inc., 4.00%, due 10/15/2021 0.02%
Tennessee Valley Authority, 5.25%, due 09/15/2039 0.02%
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 1.88%, due 10/19/2034 0.02%
Mead Johnson Nutrition Co., 4.12%, due 11/15/2025 0.02%
Petroleos Mexicanos, 6.37%, due 02/04/2021 0.02%
BHP Billiton Finance USA, Ltd., 4.12%, due 02/24/2042 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Pacific Gas & Electric Co., 2.95%, due 03/01/2026 0.02%
Celgene Corp., 3.62%, due 05/15/2024 0.02%
21st Century Fox America, Inc., 6.20%, due 12/15/2034 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2021 0.02%
Residual Funding Corp., Principal Only STRIPS, due 01/15/2021 0.02%
BP Capital Markets PLC, 3.58%, due 04/14/2027 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2, 3.13%, due 06/25/2034 0.02%
Westlake Automobile Receivables Trust, Series 2016-1A, Class A2A, 1.82%, due 01/15/2019 0.02%
Ventas Realty, LP, 3.75%, due 05/01/2024 0.02%
Consolidated Edison Co. of New York, Inc., 3.87%, due 06/15/2047 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.02%
Time Warner, Inc., 3.55%, due 06/01/2024 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class B, 2.51%, due 01/15/2021 0.02%
BB&T Corp., Series MTN, 2.62%, due 06/29/2020 0.02%
Encana Corp., 7.37%, due 11/01/2031 0.02%
Progressive Corp., 2.45%, due 01/15/2027 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 09/15/2032 0.02%
Reliance Standard Life Global Funding II, 3.05%, due 01/20/2021 0.02%
Hess Corp., 6.00%, due 01/15/2040 0.02%
Bank of America Corp., Series MTN, 3.87%, due 08/01/2025 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 12/25/2032 0.02%
Cardinal Health, Inc., 3.41%, due 06/15/2027 0.02%
Federal Home Loan Mortgage Corp., 3.09%, due 07/01/2036 0.02%
Mitsubishi UFJ Financial Group, Inc., 2.95%, due 03/01/2021 0.02%
Societe Generale SA, 2.50%, due 04/08/2021 0.02%
Citi Held For Asset Issuance, Series 2016-PM1, Class A, 4.65%, due 04/15/2025 0.02%
Citigroup, Inc., 2.05%, due 12/07/2018 0.02%
Aviation Capital Group Corp., 2.87%, due 01/20/2022 0.02%
MPLX, LP, 4.87%, due 12/01/2024 0.02%
Government National Mortgage Association, 1.77%, due 10/20/2065 0.02%
Toronto-Dominion Bank, 2.25%, due 03/15/2021 0.02%
Goldman Sachs Group, Inc., 2.90%, due 07/24/2023 0.02%
UnitedHealth Group, Inc., 2.12%, due 03/15/2021 0.02%
Chevron Corp., 2.89%, due 03/03/2024 0.02%
EDP Finance BV, 3.62%, due 07/15/2024 0.02%
Federal National Mortgage Association REMIC, 16.74%, due 05/25/2035 0.02%
BPCE SA, Series MTN, 1.62%, due 01/26/2018 0.02%
CPS Auto Receivables Trust, Series 2015-B, Class A, 1.65%, due 11/15/2019 0.02%
RBSSP Resecuritization Trust, Series 2009-1, Class 1A1, 6.50%, due 02/26/2036 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.02%
Jackson National Life Global Funding, 3.05%, due 04/29/2026 0.02%
Drive Auto Receivables Trust, Series 2015-AA, Class D, 4.12%, due 07/15/2022 0.02%
American Tower Corp., 2.25%, due 01/15/2022 0.02%
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.02%
Ocwen Master Advance Receivables Trust, Series 2015-T3, Class BT3, 3.70%, due 11/15/2047 0.02%
American Homes 4 Rent Trust, Series 2014-SFR3, Class D, 5.04%, due 12/17/2036 0.02%
Federal National Mortgage Association REMIC, 6.00%, due 05/25/2032 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.23%, due 06/25/2033 0.02%
Bank of New York Mellon Corp., Series MTN, 2.20%, due 08/16/2023 0.02%
Federal National Mortgage Association, 7.00%, due 07/25/2042 0.02%
BAE Systems PLC, 5.80%, due 10/11/2041 0.02%
Federal National Mortgage Association, 5.50%, due 07/01/2037 0.02%
ABFC Trust, Series 2005-AQ1, Class A4, 4.79%, due 01/25/2034 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2006-LDP9, Class A3SF, 1.38%, due 05/15/2047 0.02%
Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 0.02%
Apple, Inc., 3.20%, due 05/11/2027 0.02%
Progress Residential Trust, Series 2015-SFR3, Class E, 5.66%, due 11/12/2032 0.02%
United Technologies Corp., 8.87%, due 11/15/2019 0.02%
Huntington Bancshares, Inc., 3.15%, due 03/14/2021 0.02%
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 3.15%, due 11/25/2033 0.02%
Federal National Mortgage Association, 1.63%, due 05/25/2042 0.02%
Microsoft Corp., 3.30%, due 02/06/2027 0.02%
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 0.02%
Target Corp., 2.50%, due 04/15/2026 0.02%
Morgan Stanley, Series MTN, 2.45%, due 02/01/2019 0.02%
Nationstar HECM Loan Trust, Series 2016-3A, Class A, 2.01%, due 08/25/2026 0.02%
Federal National Mortgage Association, 6.00%, due 07/01/2024 0.02%
Federal National Mortgage Association REMIC, 6.00%, due 03/25/2029 0.02%
Citigroup Mortgage Loan Trust, Series 2009-10, Class 1A1, 2.79%, due 09/25/2033 0.02%
United Parcel Service of America, Inc., 8.37%, due 04/01/2030 0.02%
Nomura Holdings, Inc., 6.70%, due 03/04/2020 0.02%
Apple, Inc., 2.45%, due 08/04/2026 0.02%
Jefferies Group LLC, 6.25%, due 01/15/2036 0.02%
UnitedHealth Group, Inc., 3.10%, due 03/15/2026 0.02%
Westlake Automobile Receivables Trust, Series 2016-2A, Class D, 4.10%, due 06/15/2021 0.02%
General Electric Co., Series MTN, 4.65%, due 10/17/2021 0.02%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-5H, Class A4, 5.54%, due 12/25/2033 0.02%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.02%
PepsiCo, Inc., 3.45%, due 10/06/2046 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.02%
Norfolk Southern Corp., 3.85%, due 01/15/2024 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2026 0.02%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.02%
Aon PLC, 3.87%, due 12/15/2025 0.02%
Amazon.com, Inc., 3.80%, due 12/05/2024 0.02%
Xcel Energy, Inc., 3.30%, due 06/01/2025 0.02%
Viacom, Inc., 6.87%, due 04/30/2036 0.02%
Microsoft Corp., 3.50%, due 02/12/2035 0.02%
ABN AMRO Bank NV, 2.10%, due 01/18/2019 0.02%
United Technologies Corp., 4.50%, due 06/01/2042 0.02%
Federal National Mortgage Association, 5.50%, due 03/01/2033 0.02%
OnDeck Asset Securitization Trust II LLC, Series 2016-1A, Class B, 7.63%, due 05/17/2020 0.02%
Chubb INA Holdings, Inc., 3.15%, due 03/15/2025 0.02%
Union Carbide Corp., 7.75%, due 10/01/2096 0.02%
Southern Power Co., 5.15%, due 09/15/2041 0.02%
B2R Mortgage Trust, Series 2015-1, Class A1, 2.52%, due 05/15/2048 0.02%
AT&T, Inc., 6.37%, due 03/01/2041 0.02%
Potash Corp. of Saskatchewan, Inc., 6.50%, due 05/15/2019 0.02%
GM Financial Automobile Leasing Trust, Series 2017-2, Class A4, 2.18%, due 06/21/2021 0.02%
Comision Federal de Electricidad, 4.87%, due 05/26/2021 0.02%
International Paper Co., 3.00%, due 02/15/2027 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 0.02%
American Tower Corp., 3.37%, due 10/15/2026 0.02%
Credit Suisse Group Funding Guernsey, Ltd., 4.87%, due 05/15/2045 0.02%
National Rural Utilities Cooperative Finance Corp., 10.37%, due 11/01/2018 0.02%
Springleaf Mortgage Loan Trust, Series 2013-3A, Class A, 1.87%, due 09/25/2057 0.02%
Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 0.02%
Societe Generale SA, 4.25%, due 04/14/2025 0.02%
Macy's Retail Holdings, Inc., 6.37%, due 03/15/2037 0.02%
British Telecommunications PLC, 9.12%, due 12/15/2030 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.93%, due 03/09/2021 0.02%
International Paper Co., 7.30%, due 11/15/2039 0.02%
Fifth Third Bank, 2.37%, due 04/25/2019 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class B, 3.04%, due 12/15/2025 0.02%
Northrop Grumman Corp., 3.20%, due 02/01/2027 0.02%
Apache Corp., 4.75%, due 04/15/2043 0.02%
Enel Finance International NV, 3.62%, due 05/25/2027 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 0.02%
Apple, Inc., 3.25%, due 02/23/2026 0.02%
BB&T Corp., Series MTN, 6.85%, due 04/30/2019 0.02%
Shell International Finance BV, 4.12%, due 05/11/2035 0.02%
Santander Issuances SAU, 5.17%, due 11/19/2025 0.02%
Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.02%
SunTrust Banks, Inc., 2.90%, due 03/03/2021 0.02%
Bank of New York Mellon Corp., Series MTN, 2.50%, due 04/15/2021 0.02%
PNC Financial Services Group, Inc., 5.12%, due 02/08/2020 0.02%
NBCUniversal Media LLC, 5.95%, due 04/01/2041 0.02%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.02%
Sunoco Logistics Partners Operations, LP, 5.50%, due 02/15/2020 0.02%
Abbott Laboratories, 3.87%, due 09/15/2025 0.02%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.02%
Appalachian Power Co., 6.70%, due 08/15/2037 0.02%
Marsh & McLennan Cos., Inc., 4.05%, due 10/15/2023 0.02%
VOLT XXIV LLC, Series 2015-NPL6, Class A1, 3.50%, due 02/25/2055 0.02%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.02%
Coca-Cola Femsa SAB de CV, 3.87%, due 11/26/2023 0.02%
DTE Energy Co., 3.85%, due 12/01/2023 0.02%
Federal Home Loan Mortgage Corp. REMIC, 1.62%, due 02/15/2033 0.02%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.02%
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.02%
Mizuho Financial Group, Inc., 2.63%, due 04/12/2021 0.02%
AmeriCredit Automobile Receivables Trust, Series 2015-2, Class A3, 1.27%, due 01/08/2020 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 0.02%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.02%
Burlington Northern Santa Fe LLC, 3.45%, due 09/15/2021 0.02%
Amgen, Inc., 4.40%, due 05/01/2045 0.02%
Federal National Mortgage Association REMIC, 5.95%, due 06/25/2040 0.02%
Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 0.02%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 09/15/2022 0.02%
Wells Fargo & Co., Series MTN, 4.30%, due 07/22/2027 0.02%
BAE Systems Holdings, Inc., 3.85%, due 12/15/2025 0.02%
Credit Agricole SA, 4.12%, due 01/10/2027 0.02%
Bank of Montreal, Series MTN, 1.50%, due 07/18/2019 0.02%
Caterpillar Financial Services Corp., 2.40%, due 08/09/2026 0.02%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.02%
Chubb INA Holdings, Inc., 3.35%, due 05/15/2024 0.02%
Morgan Stanley Re-REMIC Trust, Series 2012-IO, Class AXA, 1.00%, due 03/27/2051 0.02%
21st Century Fox America, Inc., 8.87%, due 04/26/2023 0.02%
Cargill, Inc., 3.30%, due 03/01/2022 0.02%
Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 0.02%
Caterpillar Financial Services Corp., 1.93%, due 10/01/2021 0.02%
ING Bank NV, 1.65%, due 08/15/2019 0.02%
Historic TW, Inc., 9.15%, due 02/01/2023 0.02%
Federal Home Loan Mortgage Corp., 3.05%, due 12/01/2036 0.02%
Air Lease Corp., 3.00%, due 09/15/2023 0.02%
KeyBank NA, 3.18%, due 10/15/2027 0.02%
Credit Suisse Group AG, 3.57%, due 01/09/2023 0.02%
Credit Suisse AG, 3.00%, due 10/29/2021 0.02%
Flagship Credit Auto Trust, Series 2015-3, Class B, 3.68%, due 03/15/2022 0.02%
Appalachian Power Co., 6.37%, due 04/01/2036 0.02%
Realty Income Corp., 3.25%, due 10/15/2022 0.02%
Government National Mortgage Association, 5.75%, due 02/20/2036 0.02%
Toyota Motor Credit Corp., Series MTN, 2.80%, due 07/13/2022 0.02%
PSEG Power LLC, 4.15%, due 09/15/2021 0.02%
ANR Pipeline Co., 9.62%, due 11/01/2021 0.02%
ANZ New Zealand International, Ltd., 2.85%, due 08/06/2020 0.02%
Federal National Mortgage Association, 7.00%, due 12/25/2041 0.02%
Capital One NA, 2.95%, due 07/23/2021 0.02%
Manufacturers & Traders Trust Co., 6.62%, due 12/04/2017 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2036 0.02%
Government National Mortgage Association, 18.97%, due 04/20/2037 0.02%
Simon Property Group, LP, 3.75%, due 02/01/2024 0.02%
Hyundai Capital America, 3.00%, due 03/18/2021 0.02%
CNOOC Finance, Ltd., 3.00%, due 05/09/2023 0.02%
Federal National Mortgage Association, 5.50%, due 11/01/2032 0.02%
Federal Home Loan Mortgage Corp. REMIC, 1.47%, due 08/15/2023 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class C, 3.48%, due 02/17/2026 0.02%
EPR Properties, 4.50%, due 06/01/2027 0.02%
US Bancorp, Series MTN, 3.15%, due 04/27/2027 0.02%
BNZ International Funding, Ltd., 2.35%, due 03/04/2019 0.02%
Federal Home Loan Mortgage Corp., 2.83%, due 11/01/2036 0.02%
HSBC Holdings PLC, 2.65%, due 01/05/2022 0.02%
Huntington National Bank, 2.00%, due 06/30/2018 0.02%
Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 0.02%
Nationwide Building Society, 4.00%, due 09/14/2026 0.02%
Comerica, Inc., 2.12%, due 05/23/2019 0.02%
Bank of Montreal, 1.40%, due 04/10/2018 0.02%
A10 Term Asset Financing LLC, Series 2013-2, Class B, 4.38%, due 11/15/2027 0.02%
Atmos Energy Corp., 3.00%, due 06/15/2027 0.02%
Cox Enterprises, Inc., 7.37%, due 07/15/2027 0.02%
KeyBank NA, 5.70%, due 11/01/2017 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.25%, due 10/15/2023 0.02%
Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 08/25/2025 0.02%
Toledo Edison Co., 6.15%, due 05/15/2037 0.02%
Verizon Communications, Inc., 3.45%, due 03/15/2021 0.02%
LendingClub Issuance Trust, Series 2016-NP2, Class A, 3.00%, due 01/17/2023 0.02%
Federal Home Loan Mortgage Corp., 3.02%, due 12/01/2036 0.02%
Amazon.com, Inc., 4.80%, due 12/05/2034 0.02%
Toronto-Dominion Bank, Series MTN, 1.75%, due 07/23/2018 0.02%
UBS-Barclays Commercial Mortgage Trust, Interest Only STRIPS, Series 2012-C2, Class XA, 1.38%, due 05/10/2063 0.02%
Devon Energy Corp., 5.60%, due 07/15/2041 0.02%
Federal National Mortgage Association, 6.50%, due 11/01/2029 0.02%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.02%
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 3.26%, due 07/25/2037 0.02%
Statoil ASA, 4.25%, due 11/23/2041 0.02%
Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 0.02%
Flagship Credit Auto Trust, Series 2016-2, Class A1, 2.28%, due 05/15/2020 0.02%
BAE Systems Holdings, Inc., 3.80%, due 10/07/2024 0.02%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.37%, due 02/01/2022 0.02%
AT&T, Inc., 6.50%, due 09/01/2037 0.02%
Encana Corp., 7.20%, due 11/01/2031 0.02%
Banc of America Mortgage Trust, Series 2004-C, Class 2A2, 3.73%, due 04/25/2034 0.02%
US Bancorp, Series MTN, 3.00%, due 03/15/2022 0.02%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-6XS, Class A5B, 6.05%, due 03/25/2034 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 10/15/2039 0.02%
CBS Corp., 2.90%, due 01/15/2027 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.44%, due 10/19/2021 0.02%
National Australia Bank, Ltd., 2.50%, due 07/12/2026 0.02%
Mosaic Co., 4.87%, due 11/15/2041 0.02%
Vodafone Group PLC, 1.50%, due 02/19/2018 0.02%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-6XS, Class A5A, 6.03%, due 03/25/2034 0.02%
Apple, Inc., 2.85%, due 05/11/2024 0.02%
AT&T, Inc., 6.15%, due 09/15/2034 0.02%
Kroger Co., 8.00%, due 09/15/2029 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4, 5.50%, due 06/25/2034 0.02%
BP Capital Markets PLC, 3.81%, due 02/10/2024 0.02%
Westpac Banking Corp., 2.00%, due 03/03/2020 0.02%
AbbVie, Inc., 4.30%, due 05/14/2036 0.02%
Canadian Imperial Bank of Commerce, 2.25%, due 07/21/2020 0.02%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.02%
Bank of America Corp., Series MTN, 4.45%, due 03/03/2026 0.02%
Federal National Mortgage Association, 6.50%, due 05/01/2029 0.02%
Vale Overseas, Ltd., 6.25%, due 08/10/2026 0.02%
Government National Mortgage Association, 6.50%, due 12/20/2031 0.02%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.02%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 07/25/2043 0.02%
Lockheed Martin Corp., 6.15%, due 09/01/2036 0.02%
CPS Auto Receivables Trust, Series 2016-B, Class A, 2.07%, due 11/15/2019 0.02%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.02%
Thermo Fisher Scientific, Inc., 4.15%, due 02/01/2024 0.02%
Diageo Capital PLC, 5.75%, due 10/23/2017 0.02%
Exeter Automobile Receivables Trust, Series 2016-1A, Class A, 2.35%, due 07/15/2020 0.02%
Walgreen Co., 4.40%, due 09/15/2042 0.02%
Intel Corp., 4.10%, due 05/19/2046 0.02%
Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A, 5.67%, due 04/25/2034 0.02%
Federal Home Loan Mortgage Corp., 3.98%, due 03/01/2036 0.02%
AT&T, Inc., 4.45%, due 04/01/2024 0.02%
Air Lease Corp., 3.87%, due 04/01/2021 0.02%
Federal National Mortgage Association, 6.50%, due 07/25/2042 0.02%
Enbridge, Inc., 5.50%, due 12/01/2046 0.02%
CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4, 5.50%, due 06/25/2034 0.02%
Baker Hughes, Inc., 5.12%, due 09/15/2040 0.02%
Petroleos Mexicanos, 6.37%, due 01/23/2045 0.02%
CRH America, Inc., 5.12%, due 05/18/2045 0.02%
Exeter Automobile Receivables Trust, Series 2015-2A, Class C, 3.90%, due 03/15/2021 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2023 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 0.02%
GLS Auto Receivables Trust, Series 2015-1A, Class A, 2.25%, due 12/15/2020 0.02%
Resource Capital Corp., Ltd., Series 2015-CRE4, Class B, 4.22%, due 08/15/2032 0.02%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 3.32%, due 11/21/2034 0.02%
LendingClub Issuance Trust, Series 2016-NP1, Class A, 3.75%, due 06/15/2022 0.02%
ING Bank NV, 5.80%, due 09/25/2023 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 09/25/2033 0.02%
Entergy Louisiana LLC, 2.40%, due 10/01/2026 0.02%
Barclays PLC, 5.25%, due 08/17/2045 0.02%
Government National Mortgage Association, 6.50%, due 12/15/2035 0.02%
RALI Trust, Series 2004-QS7, Class A4, 5.50%, due 05/25/2034 0.02%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 09/25/2043 0.02%
Lincoln National Corp., 4.20%, due 03/15/2022 0.02%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.02%
AT&T, Inc., 6.00%, due 08/15/2040 0.02%
ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 0.02%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.02%
Barclays PLC, 3.65%, due 03/16/2025 0.02%
Bank of America Corp., 5.75%, due 12/01/2017 0.02%
Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 3.10%, due 12/25/2034 0.02%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 0.02%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.02%
ANZ New Zealand International, Ltd., 2.60%, due 09/23/2019 0.02%
Allergan Funding SCS, 3.85%, due 06/15/2024 0.02%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.02%
BG Energy Capital PLC, 5.12%, due 10/15/2041 0.02%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.02%
Ryder System, Inc., Series MTN, 2.50%, due 03/01/2018 0.02%
Mosaic Co., 4.25%, due 11/15/2023 0.02%
Citigroup, Inc., 2.15%, due 07/30/2018 0.02%
Continental Airlines Pass-Through Trust, 4.00%, due 04/29/2026 0.02%
Liberty Mutual Group, Inc., 4.95%, due 05/01/2022 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.02%
Federal National Mortgage Association, 6.00%, due 08/01/2021 0.02%
Federal National Mortgage Association, 2.86%, due 09/01/2036 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.02%
New York Life Global Funding, 2.35%, due 07/14/2026 0.02%
Ford Motor Credit Co. LLC, 4.13%, due 08/04/2025 0.02%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.59%, due 09/25/2020 0.02%
National Retail Properties, Inc., 3.60%, due 12/15/2026 0.02%
Federal Home Loan Mortgage Corp., 5.50%, due 03/01/2027 0.02%
Macy's Retail Holdings, Inc., 6.90%, due 04/01/2029 0.02%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.02%
CBS Corp., 4.00%, due 01/15/2026 0.02%
Pacific Gas & Electric Co., 4.50%, due 12/15/2041 0.02%
Johnson Controls International PLC, 4.95%, due 07/02/2064 0.02%
Danske Bank A/S, 2.70%, due 03/02/2022 0.02%
American Express Credit Corp., Series MTN, 2.37%, due 05/26/2020 0.02%
Mexico Government International Bond, 5.55%, due 01/21/2045 0.02%
Home Depot, Inc., 3.00%, due 04/01/2026 0.02%
Lockheed Martin Corp., 4.85%, due 09/15/2041 0.02%
Morgan Stanley, Series MTN, 2.50%, due 04/21/2021 0.02%
WW Grainger, Inc., 4.60%, due 06/15/2045 0.02%
Duke Energy Progress LLC, 3.70%, due 10/15/2046 0.02%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2036 0.02%
Progress Energy, Inc., 7.75%, due 03/01/2031 0.02%
Buckeye Partners, LP, 4.87%, due 02/01/2021 0.02%
Fifth Third Bancorp, 2.87%, due 07/27/2020 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6, 2.79%, due 09/25/2033 0.02%
Bank of New York Mellon Corp., 5.45%, due 05/15/2019 0.02%
American International Group, Inc., 4.12%, due 02/15/2024 0.02%
Cisco Systems, Inc., 3.62%, due 03/04/2024 0.02%
Credit Suisse First Boston Mortgage Securities Corp., Series 2004-8, Class 1A4, 5.50%, due 12/25/2034 0.02%
Federal National Mortgage Association REMIC, 16.13%, due 05/25/2034 0.02%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.02%
Koninklijke Philips NV, 3.75%, due 03/15/2022 0.02%
Halliburton Co., 7.60%, due 08/15/2096 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2031 0.02%
Sinopec Group Overseas Development, Ltd., 3.90%, due 05/17/2022 0.02%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.02%
ING Groep NV, 3.95%, due 03/29/2027 0.02%
Welltower, Inc., 4.00%, due 06/01/2025 0.02%
Federal National Mortgage Association, 7.50%, due 08/25/2041 0.02%
Tosco Corp., 7.80%, due 01/01/2027 0.02%
Lloyds Banking Group PLC, 4.58%, due 12/10/2025 0.02%
Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 0.02%
Jefferies Group LLC, 6.45%, due 06/08/2027 0.02%
Credit Agricole SA, 4.37%, due 03/17/2025 0.02%
Fifth Third Bank, 3.85%, due 03/15/2026 0.02%
American Tower Corp., 3.50%, due 01/31/2023 0.02%
Zoetis, Inc., 3.25%, due 02/01/2023 0.02%
Federal National Mortgage Association REMIC, 6.00%, due 09/25/2046 0.02%
Apple, Inc., 3.85%, due 08/04/2046 0.02%
Ventas Realty, LP, 3.85%, due 04/01/2027 0.02%
Bayer US Finance LLC, 3.37%, due 10/08/2024 0.02%
RBSHD Trust, Series 2013-1A, Class A, 7.68%, due 10/25/2047 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Mayo Clinic, 4.12%, due 11/15/2052 0.02%
Nationstar HECM Loan Trust, Series 2016-2A, Class A, 2.23%, due 06/25/2026 0.02%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.02%
Canadian Natural Resources, Ltd., 3.80%, due 04/15/2024 0.02%
British Telecommunications PLC, 5.95%, due 01/15/2018 0.02%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 0.02%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.02%
ORIX Corp., 2.90%, due 07/18/2022 0.02%
Ingersoll-Rand Luxembourg Finance SA, 2.62%, due 05/01/2020 0.02%
Oracle Corp., 2.95%, due 05/15/2025 0.02%
Lloyds Banking Group PLC, 3.00%, due 01/11/2022 0.02%
MetLife, Inc., 3.00%, due 03/01/2025 0.02%
Cisco Systems, Inc., 3.00%, due 06/15/2022 0.02%
Principal Life Global Funding II, 2.25%, due 10/15/2018 0.02%
AbbVie, Inc., 2.85%, due 05/14/2023 0.02%
Ford Motor Credit Co. LLC, 2.24%, due 06/15/2018 0.02%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2032 0.02%
ING Bank NV, 2.00%, due 11/26/2018 0.02%
Nationwide Building Society, 2.45%, due 07/27/2021 0.02%
Banque Federative du Credit Mutuel SA, 2.00%, due 04/12/2019 0.02%
Westpac Banking Corp., 2.50%, due 06/28/2022 0.02%
Mizuho Bank, Ltd., 1.80%, due 03/26/2018 0.02%
American Airlines Pass Through Trust, 3.60%, due 04/15/2031 0.02%
Credit Suisse First Boston Mortgage Securities Corp., Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 0.02%
Norfolk Southern Corp., 6.00%, due 03/15/2105 0.02%
Jackson National Life Global Funding, 2.50%, due 06/27/2022 0.02%
KIA Motors Corp., 2.62%, due 04/21/2021 0.02%
Ohio Edison Co., 6.87%, due 07/15/2036 0.02%
Danske Bank A/S, 2.00%, due 09/08/2021 0.02%
Northern States Power Co., 6.25%, due 06/01/2036 0.01%
Duke Energy Indiana LLC, 3.75%, due 05/15/2046 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2035 0.01%
Federal National Mortgage Association, 6.50%, due 10/01/2023 0.01%
Georgia Power Co., 3.25%, due 04/01/2026 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.52%, due 09/13/2023 0.01%
Capital Auto Receivables Asset Trust, Series 2016-2, Class A2A, 1.32%, due 01/22/2019 0.01%
COX Communications, Inc., 4.60%, due 08/15/2047 0.01%
Three Gorges Finance I Cayman Islands, Ltd., 3.15%, due 06/02/2026 0.01%
CSMC Trust, Series 2010-11R, Class A6, 2.23%, due 06/28/2047 0.01%
Arch Capital Finance LLC, 5.03%, due 12/15/2046 0.01%
Korea Gas Corp., 1.87%, due 07/18/2021 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.01%
Federal National Mortgage Association, 6.00%, due 11/01/2037 0.01%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.01%
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.01%
Consolidated Edison Co. of New York, Inc., 5.70%, due 06/15/2040 0.01%
Goldman Sachs Group, Inc., 5.95%, due 01/18/2018 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2037 0.01%
Toyota Motor Credit Corp., Series MTN, 1.90%, due 04/08/2021 0.01%
Molson Coors Brewing Co., 3.00%, due 07/15/2026 0.01%
Sunoco Logistics Partners Operations, LP, 3.90%, due 07/15/2026 0.01%
Boardwalk Pipelines, LP, 5.95%, due 06/01/2026 0.01%
Union Electric Co., 2.95%, due 06/15/2027 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.01%
Citigroup, Inc., 2.35%, due 08/02/2021 0.01%
Sempra Energy, 6.00%, due 10/15/2039 0.01%
Federal National Mortgage Association REMIC, 1.47%, due 10/25/2046 0.01%
Celgene Corp., 5.70%, due 10/15/2040 0.01%
Realty Income Corp., 3.00%, due 01/15/2027 0.01%
Apache Corp., 6.90%, due 09/15/2018 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.01%
Mylan NV, 3.95%, due 06/15/2026 0.01%
AutoZone, Inc., 3.75%, due 06/01/2027 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
Teva Pharmaceutical Finance Co., BV, 3.65%, due 11/10/2021 0.01%
CVS Pass-Through Trust, 5.77%, due 01/10/2033 0.01%
Cabela's Credit Card Master Note Trust, Series 2015-2, Class A1, 2.25%, due 07/17/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2034 0.01%
Alabama Power Co., 5.60%, due 03/15/2033 0.01%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.01%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2031 0.01%
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 3.40%, due 12/01/2026 0.01%
Sequoia Mortgage Trust, Series 2004-11, Class A3, 1.82%, due 12/20/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 0.01%
Chase Mortgage Finance Trust, Series 2007-A1, Class 2A1, 3.69%, due 02/25/2037 0.01%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.01%
TransCanada PipeLines, Ltd., 6.50%, due 08/15/2018 0.01%
Entergy Louisiana LLC, 3.05%, due 06/01/2031 0.01%
Cleveland Electric Illuminating Co., 7.88%, due 11/01/2017 0.01%
BlackRock, Inc., 3.37%, due 06/01/2022 0.01%
Canadian National Railway Co., 5.85%, due 11/15/2017 0.01%
Federal National Mortgage Association REMIC, 14.48%, due 09/25/2024 0.01%
Energy Transfer, LP, 4.75%, due 01/15/2026 0.01%
Pacific Gas & Electric Co., 2.45%, due 08/15/2022 0.01%
Texas Health Resources, 4.33%, due 11/15/2055 0.01%
Goldman Sachs Group, Inc., 3.50%, due 01/23/2025 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 06/16/2037 0.01%
DXC Technology Co., 4.25%, due 04/15/2024 0.01%
Virginia Electric & Power Co., 6.00%, due 05/15/2037 0.01%
Norfolk Southern Corp., 7.05%, due 05/01/2037 0.01%
Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 0.01%
ERP Operating, LP, 2.85%, due 11/01/2026 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.76%, due 07/25/2040 0.01%
PPL Capital Funding, Inc., 4.20%, due 06/15/2022 0.01%
Federal National Mortgage Association REMIC, 6.50%, due 11/25/2041 0.01%
Marsh & McLennan Cos., Inc., 2.35%, due 03/06/2020 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
Dominion Energy, Inc., 6.40%, due 06/15/2018 0.01%
Goldman Sachs Group, Inc., 2.87%, due 02/25/2021 0.01%
JPMorgan Mortgage Trust, Series 2005-A1, Class 3A4, 3.49%, due 02/25/2035 0.01%
American Water Capital Corp., 4.00%, due 12/01/2046 0.01%
Federal National Mortgage Association, 6.50%, due 02/01/2024 0.01%
DT Auto Owner Trust, Series 2016-2A, Class C, 3.67%, due 01/18/2022 0.01%
AT&T, Inc., 3.95%, due 01/15/2025 0.01%
Mexico Government International Bond, 4.35%, due 01/15/2047 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-4, Class A9, 5.50%, due 05/25/2034 0.01%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR8, Class 2A1, 3.30%, due 06/25/2035 0.01%
Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 0.01%
Duke Energy Carolinas LLC, 6.00%, due 01/15/2038 0.01%
Textron, Inc., 3.65%, due 03/15/2027 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Massachusetts Mutual Life Insurance Co., 5.37%, due 12/01/2041 0.01%
Duke Realty, LP, 3.62%, due 04/15/2023 0.01%
Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 0.01%
Schlumberger Holdings Corp., 3.62%, due 12/21/2022 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 11/20/2035 0.01%
Xcel Energy, Inc., 6.50%, due 07/01/2036 0.01%
Norfolk Southern Corp., 3.25%, due 12/01/2021 0.01%
Intel Corp., 4.80%, due 10/01/2041 0.01%
CNA Financial Corp., 3.95%, due 05/15/2024 0.01%
Darden Restaurants, Inc., 3.85%, due 05/01/2027 0.01%
Morgan Stanley, 1.87%, due 01/05/2018 0.01%
Invesco Finance PLC, 4.00%, due 01/30/2024 0.01%
Hess Corp., 7.12%, due 03/15/2033 0.01%
American Tower Corp., 5.90%, due 11/01/2021 0.01%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.01%
Sunoco Logistics Partners Operations, LP, 5.95%, due 12/01/2025 0.01%
Federal National Mortgage Association, 6.50%, due 06/01/2036 0.01%
Energy Transfer, LP, 4.90%, due 02/01/2024 0.01%
21st Century Fox America, Inc., 7.30%, due 04/30/2028 0.01%
Canadian Natural Resources, Ltd., 5.85%, due 02/01/2035 0.01%
Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 0.01%
Carlyle Global Market Strategies Commodities Funding, Ltd., Series 2014-1A, Class A, 3.05%, due 10/15/2021 0.01%
Aetna, Inc., 4.50%, due 05/15/2042 0.01%
Marathon Oil Corp., 2.80%, due 11/01/2022 0.01%
Duke Energy Carolinas LLC, 4.30%, due 06/15/2020 0.01%
KeySpan Gas East Corp., 2.74%, due 08/15/2026 0.01%
Dominion Energy, Inc., 2.75%, due 01/15/2022 0.01%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 09/25/2043 0.01%
Anadarko Petroleum Corp., 8.70%, due 03/15/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2037 0.01%
Pacific Gas & Electric Co., 3.25%, due 09/15/2021 0.01%
ONEOK Partners, LP, 8.62%, due 03/01/2019 0.01%
Federal National Mortgage Association REMIC, 1.52%, due 07/25/2036 0.01%
Apple, Inc., 3.20%, due 05/13/2025 0.01%
DTE Energy Co., 6.37%, due 04/15/2033 0.01%
American Airlines Pass Through Trust, 3.35%, due 04/15/2031 0.01%
Sierra Auto Receivables Securitization Trust, Series 2016-1A, Class A, 2.85%, due 01/18/2022 0.01%
American Express Credit Corp., Series MTN, 1.80%, due 07/31/2018 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2022 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.01%
Kraft Heinz Foods Co., 6.50%, due 02/09/2040 0.01%
Union Pacific Corp., 2.75%, due 04/15/2023 0.01%
Southern California Edison Co., 5.50%, due 03/15/2040 0.01%
Federal National Mortgage Association, Principal Only STRIPS, due 12/25/2024 0.01%
Total Capital Canada, Ltd., 2.75%, due 07/15/2023 0.01%
Verizon Owner Trust, Series 2016-1A, Class A, 1.42%, due 01/20/2021 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 05/26/2022 0.01%
CME Group, Inc., 3.00%, due 03/15/2025 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2036 0.01%
Buckeye Partners, LP, 5.85%, due 11/15/2043 0.01%
21st Century Fox America, Inc., 7.25%, due 05/18/2018 0.01%
Allergan, Inc., 2.80%, due 03/15/2023 0.01%
Federal National Mortgage Association REMIC, 7.00%, due 10/25/2041 0.01%
Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 0.01%
ERAC USA Finance LLC, 5.62%, due 03/15/2042 0.01%
Virginia Electric & Power Co., 2.95%, due 01/15/2022 0.01%
Entergy Mississippi, Inc., 2.85%, due 06/01/2028 0.01%
Impac Secured Assets Trust, Series 2006-2, Class 2A1, 1.58%, due 08/25/2036 0.01%
Federal National Mortgage Association REMIC, 20.04%, due 11/25/2035 0.01%
Enterprise Products Operating LLC, 3.95%, due 02/15/2027 0.01%
Citigroup Mortgage Loan Trust, Series 2005-2, Class 2A11, 5.50%, due 05/25/2035 0.01%
VOLT XXII LLC, Series 2015-NPL4, Class A1, 3.50%, due 02/25/2055 0.01%
Federal National Mortgage Association REMIC, 7.50%, due 12/25/2042 0.01%
Encana Corp., 6.50%, due 05/15/2019 0.01%
Nationstar HECM Loan Trust, Series 2017-1A, Class M1, 2.94%, due 05/25/2027 0.01%
Federal National Mortgage Association, 3.96%, due 03/01/2036 0.01%
Ryder System, Inc., Series MTN, 2.50%, due 05/11/2020 0.01%
California Republic Auto Receivables Trust, Series 2015-2, Class A3, 1.31%, due 08/15/2019 0.01%
Johnson Controls International PLC, 4.25%, due 03/01/2021 0.01%
Commonwealth Edison Co., 3.65%, due 06/15/2046 0.01%
Western Gas Partners, LP, 4.65%, due 07/01/2026 0.01%
Celgene Corp., 3.87%, due 08/15/2025 0.01%
Union Pacific Corp., 4.30%, due 06/15/2042 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 10/15/2039 0.01%
Union Pacific Corp., 4.16%, due 07/15/2022 0.01%
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 1.87%, due 09/25/2043 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2024 0.01%
Pacific Gas & Electric Co., 4.00%, due 12/01/2046 0.01%
Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 0.01%
CBS Corp., 4.85%, due 07/01/2042 0.01%
Federal National Mortgage Association, 6.50%, due 12/01/2027 0.01%
Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 0.01%
PACCAR Financial Corp., Series MTN, 2.25%, due 02/25/2021 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR15, Class 3A1, 3.71%, due 06/25/2033 0.01%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.01%
Time Warner, Inc., 3.60%, due 07/15/2025 0.01%
Prudential Financial, Inc., Series MTN, 5.75%, due 07/15/2033 0.01%
John Deere Capital Corp., Series MTN, 2.75%, due 03/15/2022 0.01%
Halliburton Co., 3.50%, due 08/01/2023 0.01%
Airbus SE, 3.95%, due 04/10/2047 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2037 0.01%
Biogen, Inc., 3.62%, due 09/15/2022 0.01%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.01%
Boston Properties, LP, 2.75%, due 10/01/2026 0.01%
BP Capital Markets PLC, 3.01%, due 01/16/2027 0.01%
United Technologies Corp., 4.15%, due 05/15/2045 0.01%
Buckeye Partners, LP, 4.35%, due 10/15/2024 0.01%
American Tower Corp., 5.00%, due 02/15/2024 0.01%
PepsiCo, Inc., 3.10%, due 07/17/2022 0.01%
Precision Castparts Corp., 3.25%, due 06/15/2025 0.01%
FedEx Corp., 3.25%, due 04/01/2026 0.01%
Government National Mortgage Association, Interest Only STRIPS, 4.77%, due 02/20/2038 0.01%
Home Depot, Inc., 4.20%, due 04/01/2043 0.01%
New York State Electric & Gas Corp., 3.25%, due 12/01/2026 0.01%
American Honda Finance Corp., Series MTN, 2.90%, due 02/16/2024 0.01%
Toronto-Dominion Bank, Series MTN, 2.50%, due 12/14/2020 0.01%
Wells Fargo & Co., 5.62%, due 12/11/2017 0.01%
Deutsche Telekom International Finance BV, 2.82%, due 01/19/2022 0.01%
TransCanada PipeLines, Ltd., 3.12%, due 01/15/2019 0.01%
Devon Energy Corp., 3.25%, due 05/15/2022 0.01%
Time Warner, Inc., 4.75%, due 03/29/2021 0.01%
Xcel Energy, Inc., 2.40%, due 03/15/2021 0.01%
Pennsylvania Electric Co., 6.05%, due 09/01/2017 0.01%
Oracle Corp., 5.37%, due 07/15/2040 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 03/01/2028 0.01%
Kraft Heinz Foods Co., 5.37%, due 02/10/2020 0.01%
Australia & New Zealand Banking Group, Ltd., Series MTN, 4.87%, due 01/12/2021 0.01%
Federal National Mortgage Association, 6.00%, due 07/01/2026 0.01%
Chrysler Capital Auto Receivables Trust, Series 2016-AA, Class A2, 1.47%, due 04/15/2019 0.01%
Hyundai Auto Receivables Trust, Series 2015-B, Class A3, 1.12%, due 11/15/2019 0.01%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 0.01%
State Street Corp., 2.65%, due 05/19/2026 0.01%
Federal National Mortgage Association REMIC, 18.55%, due 04/25/2037 0.01%
Federal National Mortgage Association REMIC, 7.50%, due 05/17/2024 0.01%
American Express Credit Corp., Series MTN, 2.25%, due 05/05/2021 0.01%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.01%
Phillips 66 Partners, LP, 4.90%, due 10/01/2046 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-29, Class 5A1, 7.00%, due 12/25/2033 0.01%
Government National Mortgage Association, 7.00%, due 09/15/2031 0.01%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.01%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.01%
Federal National Mortgage Association, 6.50%, due 08/01/2037 0.01%
Hyundai Capital America, 2.40%, due 10/30/2018 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 01/15/2032 0.01%
Harris Corp., 4.85%, due 04/27/2035 0.01%
Rockwell Collins, Inc., 3.20%, due 03/15/2024 0.01%
Federal National Mortgage Association, 1.45%, due 02/25/2046 0.01%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.01%
Federal Home Loan Mortgage Corp., 6.50%, due 03/01/2038 0.01%
Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A2, 2.08%, due 09/25/2029 0.01%
Banc of America Funding Trust, Series 2004-3, Class 1A1, 5.50%, due 10/25/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.77%, due 11/15/2021 0.01%
Federal National Mortgage Association, 2.66%, due 07/01/2037 0.01%
Ecopetrol SA, 5.37%, due 06/26/2026 0.01%
TC PipeLines, LP, 3.90%, due 05/25/2027 0.01%
Federal National Mortgage Association, 4.55%, due 06/25/2043 0.01%
Public Service Co. of Oklahoma, 5.15%, due 12/01/2019 0.01%
TD Ameritrade Holding Corp., 2.95%, due 04/01/2022 0.01%
Burlington Northern Santa Fe LLC, 4.40%, due 03/15/2042 0.01%
PFP, Ltd., Series 2015-2, Class C, 4.47%, due 07/14/2034 0.01%
Halliburton Co., 4.85%, due 11/15/2035 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 0.01%
Phillips 66, 4.30%, due 04/01/2022 0.01%
Federal Home Loan Mortgage Corp. REMIC, 19.23%, due 06/15/2035 0.01%
Federal National Mortgage Association, 3.59%, due 05/01/2036 0.01%
ASG Resecuritization Trust, Series 2009-3, Class A65, 2.77%, due 03/26/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2036 0.01%
Mylan NV, 5.25%, due 06/15/2046 0.01%
Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 0.01%
ABB Finance USA, Inc., 4.37%, due 05/08/2042 0.01%
RAMP Trust, Series 2004-SL2, Class A3, 7.00%, due 10/25/2031 0.01%
Sherwin-Williams Co., 3.12%, due 06/01/2024 0.01%
Wisconsin Electric Power Co., 3.65%, due 12/15/2042 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 06/01/2037 0.01%
DT Auto Owner Trust, Series 2016-2A, Class A, 1.73%, due 08/15/2019 0.01%
Energy Transfer, LP, 4.05%, due 03/15/2025 0.01%
Bunge, Ltd. Finance Corp., 3.25%, due 08/15/2026 0.01%
Federal National Mortgage Association, 7.00%, due 02/25/2044 0.01%
Nissan Motor Acceptance Corp., 1.55%, due 09/13/2019 0.01%
Angel Oak Mortgage Trust LLC, Series 2015-1, Class A, 4.50%, due 11/25/2045 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2034 0.01%
Public Service Electric & Gas Co., Series MTN, 3.65%, due 09/01/2042 0.01%
Cenovus Energy, Inc., 4.45%, due 09/15/2042 0.01%
Federal National Mortgage Association, 7.00%, due 02/25/2044 0.01%
US Bancorp, Series MTN, 2.62%, due 01/24/2022 0.01%
Potash Corp. of Saskatchewan, Inc., 3.00%, due 04/01/2025 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2040 0.01%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.01%
Duke Energy Carolinas LLC, 6.45%, due 10/15/2032 0.01%
DDR Corp., 3.62%, due 02/01/2025 0.01%
Florida Power & Light Co., 5.12%, due 06/01/2041 0.01%
Apple, Inc., 4.65%, due 02/23/2046 0.01%
Chubb INA Holdings, Inc., 2.87%, due 11/03/2022 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 0.01%
Arizona Public Service Co., 4.50%, due 04/01/2042 0.01%
TCI Communications, Inc., 7.12%, due 02/15/2028 0.01%
Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 0.01%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2002-AL1, Class A2, 3.45%, due 02/25/2032 0.01%
Public Service Electric & Gas Co., Series MTN, 2.25%, due 09/15/2026 0.01%
Cox Communications, Inc., 3.35%, due 09/15/2026 0.01%
Impac CMB Trust, Series 2005-4, Class 2A1, 1.83%, due 05/25/2035 0.01%
Federal National Mortgage Association, 6.50%, due 06/01/2023 0.01%
Burlington Northern Santa Fe LLC, 3.60%, due 09/01/2020 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2039 0.01%
Reliance Standard Life Global Funding II, 2.50%, due 01/15/2020 0.01%
Enterprise Products Operating LLC, 3.70%, due 02/15/2026 0.01%
AXIS Equipment Finance Receivables III LLC, Series 2015-1A, Class A2, 1.90%, due 03/20/2020 0.01%
EnLink Midstream Partners, LP, 4.15%, due 06/01/2025 0.01%
Valero Energy Corp., 7.50%, due 04/15/2032 0.01%
Cisco Systems, Inc., 5.90%, due 02/15/2039 0.01%
Medtronic, Inc., 4.37%, due 03/15/2035 0.01%
San Diego Gas & Electric Co., 6.12%, due 09/15/2037 0.01%
Allergan, Inc., 3.37%, due 09/15/2020 0.01%
Agrium, Inc., 5.25%, due 01/15/2045 0.01%
Exelon Corp., 3.40%, due 04/15/2026 0.01%
Federal Home Loan Mortgage Corp., 3.84%, due 03/01/2037 0.01%
Government National Mortgage Association, 7.50%, due 10/15/2037 0.01%
CNA Financial Corp., 4.50%, due 03/01/2026 0.01%
Berkshire Hathaway Finance Corp., 5.75%, due 01/15/2040 0.01%
FedEx Corp., 4.10%, due 04/15/2043 0.01%
Xcel Energy, Inc., 4.80%, due 09/15/2041 0.01%
Petro-Canada, 7.87%, due 06/15/2026 0.01%
CPS Auto Receivables Trust, Series 2014-D, Class C, 4.35%, due 11/16/2020 0.01%
COMM Mortgage Trust, Interest Only STRIPS, Series 2012-CR2, Class XA, 1.67%, due 08/15/2045 0.01%
Federal National Mortgage Association, 6.00%, due 10/01/2026 0.01%
Burlington Northern Santa Fe LLC, 7.29%, due 06/01/2036 0.01%
Equifax, Inc., 2.30%, due 06/01/2021 0.01%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.01%
Federal National Mortgage Association REMIC, 6.50%, due 04/18/2028 0.01%
Occidental Petroleum Corp., 3.40%, due 04/15/2026 0.01%
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A, 3.24%, due 09/25/2033 0.01%
Government National Mortgage Association, Interest Only STRIPS, 5.47%, due 06/20/2037 0.01%
AEP Texas, Inc., 6.65%, due 02/15/2033 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8, 5.25%, due 10/25/2033 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2040 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-27, Class 5A4, 5.25%, due 11/25/2033 0.01%
Federal National Mortgage Association, 2.79%, due 11/01/2037 0.01%
Caterpillar, Inc., 2.60%, due 06/26/2022 0.01%
Ecopetrol SA, 5.87%, due 09/18/2023 0.01%
Intel Corp., 3.10%, due 07/29/2022 0.01%
Consumers Energy Co., 2.85%, due 05/15/2022 0.01%
Lockheed Martin Corp., 4.07%, due 12/15/2042 0.01%
AvalonBay Communities, Inc., Series MTN, 3.50%, due 11/15/2024 0.01%
Noble Energy, Inc., 3.90%, due 11/15/2024 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2035 0.01%
Lowe's Cos., Inc., 3.37%, due 09/15/2025 0.01%
Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 0.01%
Boardwalk Pipelines, LP, 4.45%, due 07/15/2027 0.01%
Hydro-Quebec, 9.40%, due 02/01/2021 0.01%
Dr Pepper Snapple Group, Inc., 3.43%, due 06/15/2027 0.01%
Capital One Financial Corp., 3.20%, due 02/05/2025 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 2A1, 3.27%, due 12/25/2034 0.01%
Federal National Mortgage Association, 3.58%, due 06/01/2036 0.01%
Deere & Co., 2.60%, due 06/08/2022 0.01%
Exeter Automobile Receivables Trust, Series 2014-2A, Class C, 3.26%, due 12/16/2019 0.01%
Government National Mortgage Association, 7.50%, due 09/16/2035 0.01%
Resource Capital Corp., Ltd., Series 2015-CRE4, Class A, 2.62%, due 08/15/2032 0.01%
Agrium, Inc., 3.37%, due 03/15/2025 0.01%
Progress Energy, Inc., 4.40%, due 01/15/2021 0.01%
Deutsche Bank AG, 1.87%, due 02/13/2018 0.01%
Florida Power & Light Co., 5.40%, due 09/01/2035 0.01%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.01%
Sequoia Mortgage Trust, Series 2004-12, Class A3, 1.75%, due 01/20/2035 0.01%
National Rural Utilities Cooperative Finance Corp., 2.95%, due 02/07/2024 0.01%
Northern States Power Co., 6.20%, due 07/01/2037 0.01%
WEC Energy Group, Inc., 3.55%, due 06/15/2025 0.01%
Williams Partners, LP, 3.90%, due 01/15/2025 0.01%
Anheuser-Busch InBev Finance, Inc., 1.90%, due 02/01/2019 0.01%
Delta Air Lines Pass-Through Trust, 4.95%, due 11/23/2020 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.23%, due 11/15/2033 0.01%
Credit Acceptance Auto Loan Trust, Series 2014-2A, Class A, 1.88%, due 03/15/2022 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-W, Class A9, 3.03%, due 11/25/2034 0.01%
Apple, Inc., 3.45%, due 02/09/2045 0.01%
Jackson National Life Global Funding, 3.25%, due 01/30/2024 0.01%
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 2A1, 3.42%, due 05/25/2035 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.11%, due 12/15/2039 0.01%
Santander UK Group Holdings PLC, 3.12%, due 01/08/2021 0.01%
First Investors Auto Owner Trust, Series 2014-3A, Class A3, 1.67%, due 11/16/2020 0.01%
Republic of Poland Government International Bond, 3.25%, due 04/06/2026 0.01%
Realty Income Corp., 4.65%, due 03/15/2047 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 08/20/2035 0.01%
Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 0.01%
eBay, Inc., 4.00%, due 07/15/2042 0.01%
Florida Power & Light Co., 4.95%, due 06/01/2035 0.01%
TransCanada PipeLines, Ltd., 2.50%, due 08/01/2022 0.01%
Encana Corp., 6.50%, due 08/15/2034 0.01%
Toronto-Dominion Bank, Series MTN, 2.12%, due 04/07/2021 0.01%
Flagship Credit Auto Trust, Series 2015-1, Class A, 1.63%, due 06/15/2020 0.01%
Time Warner Cable LLC, 7.30%, due 07/01/2038 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 3.11%, due 08/25/2033 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.16%, due 07/25/2037 0.01%
HCP, Inc., 3.40%, due 02/01/2025 0.01%
Sherwin-Williams Co., 3.45%, due 06/01/2027 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.20%, due 11/25/2040 0.01%
Federal National Mortgage Association, 2.76%, due 02/01/2037 0.01%
Apache Corp., 3.25%, due 04/15/2022 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2036 0.01%
DTE Electric Co., 3.70%, due 03/15/2045 0.01%
Toronto-Dominion Bank, 1.80%, due 07/13/2021 0.01%
Microsoft Corp., 4.20%, due 11/03/2035 0.01%
Johnson & Johnson, 4.37%, due 12/05/2033 0.01%
Deere & Co., 3.90%, due 06/09/2042 0.01%
ConocoPhillips Co., 4.20%, due 03/15/2021 0.01%
Amgen, Inc., 4.95%, due 10/01/2041 0.01%
Petro-Canada, 5.35%, due 07/15/2033 0.01%
Pacific Gas & Electric Co., 4.60%, due 06/15/2043 0.01%
MPLX, LP, 5.20%, due 03/01/2047 0.01%
Dominion Energy, Inc., 4.90%, due 08/01/2041 0.01%
UDR, Inc., Series MTN, 2.95%, due 09/01/2026 0.01%
Roper Technologies, Inc., 3.80%, due 12/15/2026 0.01%
Federal Home Loan Mortgage Corp., 3.07%, due 10/01/2036 0.01%
Consumers Energy Co., 6.70%, due 09/15/2019 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2024 0.01%
FirstEnergy Corp., 3.90%, due 07/15/2027 0.01%
Southwestern Public Service Co., 4.50%, due 08/15/2041 0.01%
Federal National Mortgage Association, 2.03%, due 08/01/2019 0.01%
Mylan, Inc., 5.40%, due 11/29/2043 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.01%
Anthem, Inc., 3.30%, due 01/15/2023 0.01%
Nevada Power Co., 7.12%, due 03/15/2019 0.01%
Caterpillar Financial Services Corp., Series MTN, 7.15%, due 02/15/2019 0.01%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.01%
ASG Resecuritization Trust, Series 2011-1, Class 3A50, 3.49%, due 11/28/2035 0.01%
Federal National Mortgage Association, 6.00%, due 09/01/2029 0.01%
Parker-Hannifin Corp., 4.10%, due 03/01/2047 0.01%
Government National Mortgage Association, 1.52%, due 03/20/2060 0.01%
FirstEnergy Corp., 4.85%, due 07/15/2047 0.01%
Aon Corp., 6.25%, due 09/30/2040 0.01%
Chase Mortgage Finance Trust, Series 2007-A1, Class 7A1, 3.60%, due 02/25/2037 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2035 0.01%
Walgreens Boots Alliance, Inc., 4.80%, due 11/18/2044 0.01%
Government National Mortgage Association, Interest Only STRIPS, 4.92%, due 07/20/2038 0.01%
Citigroup, Inc., 4.65%, due 07/30/2045 0.01%
Federal National Mortgage Association, 7.00%, due 03/01/2037 0.01%
Sysco Corp., 3.75%, due 10/01/2025 0.01%
National Credit Union Administration Guaranteed Notes Trust, Series 2010-R3, Class 3A, 2.40%, due 12/08/2020 0.01%
ONEOK Partners, LP, 3.20%, due 09/15/2018 0.01%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.01%
Southern Co. Gas Capital Corp., 5.25%, due 08/15/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2028 0.01%
John Deere Capital Corp., Series MTN, 5.75%, due 09/10/2018 0.01%
Liberty Property, LP, 3.25%, due 10/01/2026 0.01%
Federal National Mortgage Association, 3.93%, due 08/01/2037 0.01%
Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 0.01%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 6.47%, due 08/15/2036 0.01%
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 0.01%
Federal Home Loan Mortgage Corp., 2.92%, due 05/01/2037 0.01%
PacifiCorp, 5.65%, due 07/15/2018 0.01%
Marsh & McLennan Cos., Inc., 3.50%, due 06/03/2024 0.01%
Federal National Mortgage Association, 6.50%, due 10/01/2036 0.01%
Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2007-HQ11, Class X, 0.30%, due 02/12/2044 0.01%
Charles Schwab Corp., 3.22%, due 09/01/2022 0.01%
Intel Corp., 3.70%, due 07/29/2025 0.01%
DTE Electric Co., 3.95%, due 06/15/2042 0.01%
Pitney Bowes, Inc., Series MTN, 5.60%, due 03/15/2018 0.01%
Arrow Electronics, Inc., 3.50%, due 04/01/2022 0.01%
Monsanto Co., 4.70%, due 07/15/2064 0.01%
Banc of America Funding Corp., Series 2012-R6, Class 1A1, 3.00%, due 10/26/2039 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2004-A4, Class A2, 3.21%, due 08/25/2034 0.01%
CPS Auto Receivables Trust, Series 2015-A, Class C, 4.00%, due 02/16/2021 0.01%
Marsh & McLennan Cos., Inc., 3.30%, due 03/14/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 10/15/2032 0.01%
Bank of New York Mellon Corp., Series MTN, 2.60%, due 08/17/2020 0.01%
Western Gas Partners, LP, 5.45%, due 04/01/2044 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 12/20/2032 0.01%
Westpac Banking Corp., 2.60%, due 11/23/2020 0.01%
Federal National Mortgage Association, 3.38%, due 11/01/2036 0.01%
SES SA, 3.60%, due 04/04/2023 0.01%
E.I. du Pont de Nemours & Co., 4.90%, due 01/15/2041 0.01%
Macquarie Bank, Ltd., 2.60%, due 06/24/2019 0.01%
Royal Bank of Canada, Series MTN, 2.75%, due 02/01/2022 0.01%
CVS Health Corp., 2.75%, due 12/01/2022 0.01%
Southern California Edison Co., 3.90%, due 12/01/2041 0.01%
Bank of New York Mellon Corp., Series MTN, 2.20%, due 03/04/2019 0.01%
Telefonica Emisiones SAU, 5.46%, due 02/16/2021 0.01%
Goldman Sachs Group, Inc., 2.60%, due 04/23/2020 0.01%
PFP, Ltd., Series 2015-2, Class D, 5.22%, due 07/14/2034 0.01%
Federal Home Loan Mortgage Corp., 5.93%, due 10/01/2037 0.01%
Nabors Industries, Inc., 5.00%, due 09/15/2020 0.01%
PPL Electric Utilities Corp., 2.50%, due 09/01/2022 0.01%
Federal National Mortgage Association, 8.00%, due 10/01/2031 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 3.65%, due 06/01/2022 0.01%
Federal National Mortgage Association REMIC, 5.61%, due 01/25/2032 0.01%
Federal National Mortgage Association, 3.43%, due 12/01/2036 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2035 0.01%
Alabama Power Co., 6.12%, due 05/15/2038 0.01%
Diageo Capital PLC, 4.82%, due 07/15/2020 0.01%
L3 Technologies, Inc., 3.85%, due 12/15/2026 0.01%
FedEx Corp., 3.90%, due 02/01/2035 0.01%
Home Depot, Inc., 2.12%, due 09/15/2026 0.01%
Constellation Brands, Inc., 4.25%, due 05/01/2023 0.01%
Federal National Mortgage Association REMIC, 13.79%, due 10/25/2035 0.01%
BB&T Corp., 5.25%, due 11/01/2019 0.01%
Cenovus Energy, Inc., 5.25%, due 06/15/2037 0.01%
Federal National Mortgage Association, 3.05%, due 10/01/2036 0.01%
New York Life Global Funding, 2.00%, due 04/13/2021 0.01%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.01%
US Bancorp, Series MTN, 2.37%, due 07/22/2026 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 0.01%
Federal National Mortgage Association, 3.37%, due 07/01/2037 0.01%
Republic Services, Inc., 2.90%, due 07/01/2026 0.01%
Occidental Petroleum Corp., 3.50%, due 06/15/2025 0.01%
Kraft Heinz Foods Co., 3.50%, due 06/06/2022 0.01%
Dow Chemical Co., 4.12%, due 11/15/2021 0.01%
Smithfield Foods, Inc., 4.25%, due 02/01/2027 0.01%
Federal National Mortgage Association, 2.83%, due 11/01/2037 0.01%
Gilead Sciences, Inc., 3.50%, due 02/01/2025 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.77%, due 10/15/2040 0.01%
Citigroup Mortgage Loan Trust, Series 2003-1, Class 3A4, 5.25%, due 09/25/2033 0.01%
Progress Energy, Inc., 4.87%, due 12/01/2019 0.01%
Jefferies Group LLC, 4.85%, due 01/15/2027 0.01%
Lockheed Martin Corp., 3.10%, due 01/15/2023 0.01%
Biogen, Inc., 5.20%, due 09/15/2045 0.01%
Ford Credit Auto Owner Trust, Series 2015-A, Class A3, 1.28%, due 09/15/2019 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.11%, due 12/25/2037 0.01%
SunTrust Banks, Inc., 2.70%, due 01/27/2022 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.76%, due 06/25/2039 0.01%
Federal National Mortgage Association REMIC, 6.75%, due 04/25/2037 0.01%
American Express Credit Corp., Series MTN, 2.70%, due 03/03/2022 0.01%
Aetna, Inc., 2.80%, due 06/15/2023 0.01%
Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 0.01%
Exelon Generation Co. LLC, 5.75%, due 10/01/2041 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2023 0.01%
Dow Chemical Co., 3.00%, due 11/15/2022 0.01%
Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 0.01%
Federal Home Loan Mortgage Corp., 3.76%, due 05/01/2037 0.01%
Cenovus Energy, Inc., 3.00%, due 08/15/2022 0.01%
Academic Loan Funding Trust, Series 2012-1A, Class A1, 2.03%, due 12/27/2022 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 05/01/2023 0.01%
PepsiCo, Inc., 4.60%, due 07/17/2045 0.01%
Prime Mortgage Trust, Series 2004-CL1, Class 1A1, 6.00%, due 02/25/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.01%
Citigroup, Inc., 4.12%, due 07/25/2028 0.01%
CarFinance Capital Auto Trust, Series 2015-1A, Class A, 1.75%, due 06/15/2021 0.01%
Consumers Energy Co., 3.25%, due 08/15/2046 0.01%
Total Capital International SA, 3.75%, due 04/10/2024 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2035 0.01%
Citigroup, Inc., 8.12%, due 07/15/2039 0.01%
Federal Home Loan Mortgage Corp., 3.14%, due 11/01/2036 0.01%
General Motors Financial Co., Inc., 4.00%, due 01/15/2025 0.01%
GMAT Trust, Series 2013-1A, Class A, 6.96%, due 11/25/2043 0.01%
Government National Mortgage Association, 13.92%, due 02/20/2034 0.01%
American Airlines Pass-Through Trust, 3.65%, due 12/15/2029 0.01%
Bear Stearns Alt-A Trust, Series 2005-2, Class 1A1, 1.73%, due 03/25/2035 0.01%
Hyundai Capital America, 2.00%, due 07/01/2019 0.01%
UnitedHealth Group, Inc., 2.75%, due 02/15/2023 0.01%
EOG Resources, Inc., 4.15%, due 01/15/2026 0.01%
CSMC Trust, Series 2010-17R, Class 1A1, 3.19%, due 06/26/2036 0.01%
Federal Home Loan Mortgage Corp. REMIC, 17.09%, due 05/15/2035 0.01%
Massachusetts Mutual Life Insurance Co., 8.87%, due 06/01/2039 0.01%
Duke Energy Progress LLC, 5.30%, due 01/15/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 08/15/2040 0.01%
Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 0.01%
Petroleos Mexicanos, 4.87%, due 01/18/2024 0.01%
Chase Mortgage Finance Trust, Series 2007-A1, Class 9A1, 3.49%, due 02/25/2037 0.01%
Structured Asset Securities Corp., Series 2003-37A, Class 2A, 3.04%, due 12/25/2033 0.01%
Wisconsin Electric Power Co., 3.10%, due 06/01/2025 0.01%
Duke Realty, LP, 3.25%, due 06/30/2026 0.01%
Xylem, Inc., 4.37%, due 11/01/2046 0.01%
GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 0.01%
Ventas Realty, LP, 4.12%, due 01/15/2026 0.01%
Duke Energy Corp., 2.65%, due 09/01/2026 0.01%
Bank of America Corp., Series MTN, 5.00%, due 05/13/2021 0.01%
Microsoft Corp., 4.00%, due 02/12/2055 0.01%
Stryker Corp., 3.50%, due 03/15/2026 0.01%
PNC Financial Services Group, Inc., 6.70%, due 06/10/2019 0.01%
Government National Mortgage Association, 6.50%, due 01/15/2032 0.01%
Praxair, Inc., 2.65%, due 02/05/2025 0.01%
Government National Mortgage Association, Interest Only STRIPS, 4.86%, due 09/20/2039 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.01%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.01%
OneMain Financial Issuance Trust, Series 2014-1A, Class A, 2.43%, due 06/18/2024 0.01%
PNC Financial Services Group, Inc., 4.37%, due 08/11/2020 0.01%
Chevron Corp., 2.35%, due 12/05/2022 0.01%
Government National Mortgage Association, Interest Only STRIPS, 4.67%, due 09/20/2038 0.01%
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS2, Class 1A1, 5.75%, due 02/25/2033 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.01%
Thomson Reuters Corp., 4.70%, due 10/15/2019 0.01%
Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 0.01%
Cardinal Health, Inc., 3.75%, due 09/15/2025 0.01%
Citigroup Mortgage Loan Trust, Series 2009-11, Class 3A1, 5.75%, due 05/25/2037 0.01%
Federal Home Loan Mortgage Corp., 10.00%, due 10/01/2030 0.01%
Microsoft Corp., 4.50%, due 10/01/2040 0.01%
Pacific Gas & Electric Co., 6.05%, due 03/01/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.77%, due 10/15/2040 0.01%
Federal Home Loan Mortgage Corp., 3.80%, due 04/01/2037 0.01%
Citizens Financial Group, Inc., 2.37%, due 07/28/2021 0.01%
BCAP LLC Trust, Series 2009-RR5, Class 8A1, 5.50%, due 11/26/2034 0.01%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.01%
Vodafone Group PLC, 2.95%, due 02/19/2023 0.01%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.01%
Energy Transfer, LP, 3.60%, due 02/01/2023 0.01%
Government National Mortgage Association, Interest Only STRIPS, 6.07%, due 12/20/2038 0.01%
CPS Auto Receivables Trust, Series 2015-A, Class A, 1.53%, due 07/15/2019 0.01%
Entergy Corp., 2.95%, due 09/01/2026 0.01%
Quest Diagnostics, Inc., 3.45%, due 06/01/2026 0.01%
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.94%, due 08/25/2038 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 11/16/2037 0.01%
Macy's Retail Holdings, Inc., 4.37%, due 09/01/2023 0.01%
Southern Co. Gas Capital Corp., 2.45%, due 10/01/2023 0.01%
Bank of New York Mellon Corp., Series MTN, 2.80%, due 05/04/2026 0.01%
Federal National Mortgage Association, 6.50%, due 08/01/2037 0.01%
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA2, Class 2A, 7.00%, due 07/25/2033 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-CB3, Class 4A, 6.00%, due 10/25/2019 0.01%
Xylem, Inc., 3.25%, due 11/01/2026 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2035 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2029 0.01%
Government National Mortgage Association, Interest Only STRIPS, 5.37%, due 05/20/2041 0.01%
Federal Home Loan Mortgage Corp. REMIC, 17.74%, due 08/15/2031 0.01%
Gilead Sciences, Inc., 4.00%, due 09/01/2036 0.01%
Cisco Systems, Inc., 2.95%, due 02/28/2026 0.01%
Federal National Mortgage Association, 7.50%, due 12/25/2045 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2032 0.01%
Resolution Funding Corp., Interest Only STRIPS, 0.00%, due 01/15/2026 0.01%
Santander Drive Auto Receivables Trust, Series 2015-4, Class A3, 1.58%, due 09/16/2019 0.01%
DDR Corp., 4.70%, due 06/01/2027 0.01%
CMS Energy Corp., 3.00%, due 05/15/2026 0.01%
Santander Drive Auto Receivables Trust, Series 2015-5, Class A3, 1.58%, due 09/16/2019 0.01%
World Omni Auto Receivables Trust, Series 2015-A, Class A3, 1.34%, due 05/15/2020 0.01%
Federal Home Loan Mortgage Corp., 3.38%, due 05/01/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 06/15/2038 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 0.01%
ONEOK Partners, LP, 5.00%, due 09/15/2023 0.01%
John Deere Capital Corp., Series MTN, 1.60%, due 07/13/2018 0.01%
ERAC USA Finance LLC, 5.25%, due 10/01/2020 0.01%
Petroleos Mexicanos, 5.62%, due 01/23/2046 0.01%
Massachusetts Electric Co., 5.90%, due 11/15/2039 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR9, Class 2A1, 3.20%, due 10/25/2033 0.01%
United Parcel Service of America, Inc., 8.37%, due 04/01/2020 0.01%
CSX Corp., 4.25%, due 06/01/2021 0.01%
Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A, 2.36%, due 03/25/2044 0.01%
Baxalta, Inc., 3.60%, due 06/23/2022 0.01%
DTE Electric Co., 2.65%, due 06/15/2022 0.01%
Kimberly-Clark Corp., 2.40%, due 03/01/2022 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-V, Class 1A1, 3.34%, due 10/25/2034 0.01%
U.S. Treasury Bond, 6.37%, due 08/15/2027 0.01%
Federal National Mortgage Association, 7.50%, due 10/01/2037 0.01%
GSMPS Mortgage Loan Trust, Interest Only STRIPS, Series 2005-RP3, Class 1AS, 3.42%, due 09/25/2035 0.01%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-33H, Class 1A1, 5.50%, due 10/25/2033 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.50%, due 12/15/2026 0.01%
Nucor Corp., 4.00%, due 08/01/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2034 0.01%
Pentair Finance SA, 2.90%, due 09/15/2018 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 3A1, 5.25%, due 08/25/2019 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2003-A4, Class 2A, 3.55%, due 07/25/2033 0.00%**
American Express Co., 3.62%, due 12/05/2024 0.00%**
CBS Corp., 3.70%, due 08/15/2024 0.00%**
Phillips 66 Partners, LP, 3.55%, due 10/01/2026 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.87%, due 11/20/2034 0.00%**
Home Depot, Inc., 3.50%, due 09/15/2056 0.00%**
GM Financial Automobile Leasing Trust, Series 2015-1, Class A3, 1.53%, due 09/20/2018 0.00%**
Resolution Funding Corp., Interest Only STRIPS, 0.00%, due 10/15/2025 0.00%**
Express Scripts Holding Co., 4.80%, due 07/15/2046 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2028 0.00%**
Federal National Mortgage Association REMIC, 6.25%, due 09/25/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2021 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.01%, due 01/25/2040 0.00%**
JPMorgan Mortgage Trust, Series 2004-A3, Class 4A1, 3.83%, due 07/25/2034 0.00%**
American Honda Finance Corp., Series MTN, 2.30%, due 09/09/2026 0.00%**
Progress Energy, Inc., 6.00%, due 12/01/2039 0.00%**
Buckeye Partners, LP, 3.95%, due 12/01/2026 0.00%**
Public Service Co. of New Hampshire, 3.50%, due 11/01/2023 0.00%**
Federal Home Loan Mortgage Corp., 2.92%, due 10/01/2037 0.00%**
Oracle Corp., 3.90%, due 05/15/2035 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.45%, due 07/20/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 04/15/2032 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.42%, due 07/15/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 1.95%, due 01/15/2040 0.00%**
Federal National Mortgage Association, 2.71%, due 09/01/2036 0.00%**
A10 Term Asset Financing LLC, Series 2013-2, Class A, 2.62%, due 11/15/2027 0.00%**
Nevada Power Co., 5.37%, due 09/15/2040 0.00%**
Federal National Mortgage Association, 3.31%, due 12/01/2036 0.00%**
Federal National Mortgage Association, 3.12%, due 07/01/2037 0.00%**
Bear Stearns ARM Trust, Series 2003-4, Class 3A1, 3.54%, due 07/25/2033 0.00%**
Gilead Sciences, Inc., 2.50%, due 09/01/2023 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2003-A5, Class 2A6, 3.29%, due 08/25/2033 0.00%**
Government National Mortgage Association, 6.00%, due 08/20/2038 0.00%**
Appalachian Power Co., 5.95%, due 05/15/2033 0.00%**
American Airlines Pass-Through Trust, 5.25%, due 07/31/2022 0.00%**
COOF Securitization Trust, Ltd., Interest Only STRIPS, Series 2014-1, Class A, 3.02%, due 06/25/2040 0.00%**
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2036 0.00%**
Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A1, 5.50%, due 08/25/2033 0.00%**
Deutsche Bank AG, Series MTN, 3.12%, due 01/13/2021 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2020 0.00%**
Federal National Mortgage Association, 3.48%, due 04/01/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2037 0.00%**
Public Service Co. of Colorado, 3.20%, due 11/15/2020 0.00%**
Federal Home Loan Mortgage Corp., 3.62%, due 05/01/2038 0.00%**
VOLT XIX LLC, Series 2014-NP11, Class A1, 3.87%, due 04/25/2055 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2035 0.00%**
HCP, Inc., 4.20%, due 03/01/2024 0.00%**
Banc of America Mortgage Trust, Series 2003-C, Class 3A1, 3.74%, due 04/25/2033 0.00%**
Time Warner Cos., Inc., 7.57%, due 02/01/2024 0.00%**
Federal National Mortgage Association, 7.50%, due 11/01/2038 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.02%, due 12/15/2039 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.17%, due 11/16/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 16.54%, due 07/15/2035 0.00%**
Peru Government International Bond, 5.62%, due 11/18/2050 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 03/25/2038 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-CB2, Class 7A, 5.50%, due 08/25/2019 0.00%**
Kroger Co., 5.40%, due 07/15/2040 0.00%**
First Investors Auto Owner Trust, Series 2015-2A, Class A1, 1.59%, due 12/16/2019 0.00%**
Federal Home Loan Mortgage Corp., 10.00%, due 03/17/2026 0.00%**
Teva Pharmaceutical Finance Netherlands III BV, 4.10%, due 10/01/2046 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.41%, due 12/25/2036 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 3A2, 3.60%, due 12/25/2034 0.00%**
Goldman Sachs Group, Inc., 5.15%, due 05/22/2045 0.00%**
MUFG Americas Holdings Corp., 2.25%, due 02/10/2020 0.00%**
JPMorgan Mortgage Trust, Series 2004-A4, Class 1A1, 3.79%, due 09/25/2034 0.00%**
Ventas Realty, LP, 3.50%, due 02/01/2025 0.00%**
Enterprise Products Operating LLC, 5.95%, due 02/01/2041 0.00%**
Flagship Credit Auto Trust, Series 2014-1, Class B, 2.55%, due 02/18/2020 0.00%**
Federal Home Loan Mortgage Corp., 7.50%, due 02/01/2038 0.00%**
Roper Technologies, Inc., 3.00%, due 12/15/2020 0.00%**
Federal National Mortgage Association, 5.00%, due 09/01/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.41%, due 10/25/2026 0.00%**
Xcel Energy, Inc., 4.70%, due 05/15/2020 0.00%**
Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 0.00%**
Medtronic, Inc., 3.12%, due 03/15/2022 0.00%**
Welltower, Inc., REIT, 3.75%, due 03/15/2023 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2034 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.82%, due 08/16/2039 0.00%**
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1, 5.71%, due 02/25/2020 0.00%**
Express Scripts Holding Co., 3.00%, due 07/15/2023 0.00%**
Pacific Gas & Electric Co., 5.40%, due 01/15/2040 0.00%**
Energy Transfer, LP, 6.50%, due 02/01/2042 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 12.60%, due 06/15/2033 0.00%**
Arizona Public Service Co., 2.20%, due 01/15/2020 0.00%**
Federal National Mortgage Association, 1.45%, due 03/25/2045 0.00%**
Johnson Controls International PLC, 5.12%, due 09/14/2045 0.00%**
Federal Home Loan Mortgage Corp., 3.12%, due 09/01/2037 0.00%**
Federal Home Loan Mortgage Corp., 4.06%, due 05/01/2036 0.00%**
Cardinal Health, Inc., 4.90%, due 09/15/2045 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.76%, due 02/25/2038 0.00%**
Federal Home Loan Mortgage Corp., 3.42%, due 06/01/2037 0.00%**
BCAP LLC Trust, Series 2010-RR12, Class 2A5, 3.39%, due 01/26/2036 0.00%**
Federal National Mortgage Association REMIC, 1.63%, due 06/25/2037 0.00%**
Covidien International Finance SA, 2.95%, due 06/15/2023 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.87%, due 07/16/2039 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A, 2.74%, due 08/25/2033 0.00%**
Chevron Corp., 3.19%, due 06/24/2023 0.00%**
A10 Term Asset Financing LLC, Series 2014-1, Class A2, 3.02%, due 04/15/2033 0.00%**
Atmos Energy Corp., 8.50%, due 03/15/2019 0.00%**
Northrop Grumman Corp., 3.85%, due 04/15/2045 0.00%**
Noble Holding International, Ltd., 5.75%, due 03/16/2018 0.00%**
Enterprise Products Operating LLC, 4.85%, due 03/15/2044 0.00%**
Banc of America Funding Trust, Series 2004-C, Class 1A1, 3.23%, due 12/20/2034 0.00%**
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.00%**
MASTR Asset Securitization Trust, Series 2004-P7, Class A6, 5.50%, due 12/27/2033 0.00%**
Exelon Generation Co. LLC, 3.40%, due 03/15/2022 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.00%, due 11/15/2029 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 1.52%, due 03/15/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.21%, due 12/25/2037 0.00%**
Alabama Power Co., 3.75%, due 03/01/2045 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 3.23%, due 04/25/2040 0.00%**
Delta Air Lines Pass-Through Trust, 5.30%, due 10/15/2020 0.00%**
Saxon Asset Securities Trust, Series 2003-1, Class AF6, 4.79%, due 06/25/2033 0.00%**
Thermo Fisher Scientific, Inc., 3.00%, due 04/15/2023 0.00%**
Time Warner, Inc., 6.25%, due 03/29/2041 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.00%**
Federal National Mortgage Association, 2.81%, due 02/01/2037 0.00%**
Federal National Mortgage Association, 3.47%, due 04/01/2037 0.00%**
Union Pacific Corp., 2.95%, due 01/15/2023 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 0.00%**
Ryder System, Inc., Series MTN, 3.45%, due 11/15/2021 0.00%**
Merck & Co., Inc., 2.40%, due 09/15/2022 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2028 0.00%**
Bank of New York Mellon Corp., Series MTN, 4.60%, due 01/15/2020 0.00%**
AT&T, Inc., 4.75%, due 05/15/2046 0.00%**
Time Warner Cable LLC, 6.75%, due 07/01/2018 0.00%**
MASTR Alternative Loan Trust, Series 2003-9, Class 2A1, 6.00%, due 12/25/2033 0.00%**
Bear Stearns ARM Trust, Series 2004-2, Class 14A, 3.71%, due 05/25/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.57%, due 09/15/2039 0.00%**
Anthem, Inc., 4.65%, due 01/15/2043 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.00%**
Federal National Mortgage Association, 2.71%, due 09/01/2037 0.00%**
CPS Auto Receivables Trust, Series 2014-D, Class A, 1.49%, due 04/15/2019 0.00%**
Federal National Mortgage Association, 6.50%, due 07/01/2036 0.00%**
Prologis, LP, 3.75%, due 11/01/2025 0.00%**
Federal Home Loan Mortgage Corp., 3.36%, due 02/01/2037 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 1.86%, due 04/25/2041 0.00%**
PepsiCo, Inc., 4.87%, due 11/01/2040 0.00%**
Baxalta, Inc., 5.25%, due 06/23/2045 0.00%**
Zoetis, Inc., 3.45%, due 11/13/2020 0.00%**
Federal National Mortgage Association REMIC, 13.79%, due 08/25/2035 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 07/15/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 09/15/2031 0.00%**
Marsh & McLennan Cos., Inc., 2.75%, due 01/30/2022 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 3A1, 3.60%, due 12/25/2034 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 07/25/2039 0.00%**
Enterprise Products Operating LLC, 5.10%, due 02/15/2045 0.00%**
QUALCOMM, Inc., 2.60%, due 01/30/2023 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.00%**
Federal National Mortgage Association REMIC, 4.50%, due 02/25/2039 0.00%**
Public Service Co. of Colorado, 3.55%, due 06/15/2046 0.00%**
Enterprise Products Operating LLC, 4.95%, due 10/15/2054 0.00%**
Becton Dickinson and Co., 2.67%, due 12/15/2019 0.00%**
PFS Tax Lien Trust, Series 2014-1, Class NOTE, 1.44%, due 05/15/2029 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.75%, due 03/25/2038 0.00%**
Federal Home Loan Mortgage Corp., 7.50%, due 09/01/2038 0.00%**
Public Service Electric & Gas Co., Series MTN, 5.37%, due 11/01/2039 0.00%**
Chase Mortgage Finance Trust, Series 2007-A2, Class 1A1, 3.65%, due 07/25/2037 0.00%**
NiSource Finance Corp., 6.80%, due 01/15/2019 0.00%**
Federal National Mortgage Association REMIC, 13.73%, due 01/25/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.82%, due 05/15/2038 0.00%**
Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 0.00%**
Morgan Stanley Reremic Trust, Series 2012-XA, Class A, 2.00%, due 07/27/2049 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-V, Class 1A2, 3.34%, due 10/25/2034 0.00%**
Government National Mortgage Association, 12.45%, due 11/17/2032 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 2A2, 3.27%, due 12/25/2034 0.00%**
ONEOK Partners, LP, 3.37%, due 10/01/2022 0.00%**
Government National Mortgage Association, 6.25%, due 03/17/2033 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1, 3.13%, due 06/25/2034 0.00%**
JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1, 3.48%, due 08/25/2034 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.18%, due 04/25/2040 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 07/20/2036 0.00%**
GLC Trust, Series 2014-A, Class A, 3.00%, due 07/15/2021 0.00%**
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-35, Class 3A1, 1.73%, due 12/25/2033 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 0.00%**
Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2006-T21, Class X, 0.05%, due 10/12/2052 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.50%, due 10/25/2039 0.00%**
Skopos Auto Receivables Trust, Series 2015-2A, Class A, 3.55%, due 02/15/2020 0.00%**
Wisconsin Electric Power Co., 2.95%, due 09/15/2021 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.21%, due 10/25/2037 0.00%**
California Republic Auto Receivables Trust, Series 2015-1, Class A3, 1.33%, due 04/15/2019 0.00%**
Federal National Mortgage Association, 3.19%, due 09/01/2036 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 10/01/2018 0.00%**
BCAP LLC Trust, Series 2011-RR4, Class 6A3, 5.00%, due 08/26/2037 0.00%**
Verizon Communications, Inc., 5.01%, due 08/21/2054 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 04/01/2018 0.00%**
Microsoft Corp., 2.37%, due 05/01/2023 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.38%, due 07/25/2037 0.00%**
Federal National Mortgage Association, 3.61%, due 11/01/2036 0.00%**
Becton Dickinson and Co., 3.73%, due 12/15/2024 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 02/01/2021 0.00%**
Exeter Automobile Receivables Trust, Series 2015-2A, Class A, 1.54%, due 11/15/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 14.38%, due 02/15/2038 0.00%**
Federal Home Loan Mortgage Corp., 3.54%, due 11/01/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 06/15/2035 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.72%, due 02/20/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.41%, due 03/25/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.00%, due 07/25/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.86%, due 02/25/2040 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.16%, due 05/25/2040 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.97%, due 03/20/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2021 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.00%, due 01/25/2021 0.00%**
Merck & Co., Inc., 3.70%, due 02/10/2045 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 02/01/2018 0.00%**
Prestige Auto Receivables Trust, Series 2014-1A, Class A3, 1.52%, due 04/15/2020 0.00%**
GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3, 1.73%, due 06/25/2035 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-29, Class 8A1, 6.00%, due 11/25/2018 0.00%**
American General Mortgage Loan Trust, Series 2006-1, Class A5, 5.75%, due 12/25/2035 0.00%**
Government National Mortgage Association, 7.00%, due 09/20/2034 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.87%, due 05/15/2039 0.00%**
Lincoln National Corp., 6.15%, due 04/07/2036 0.00%**
Federal National Mortgage Association REMIC, 5.00%, due 03/25/2018 0.00%**
MASTR Resecuritization Trust, Principal Only STRIPS, Series 2005, Class 3, due 05/28/2035 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 04/15/2032 0.00%**
Federal National Mortgage Association, 3.03%, due 08/01/2036 0.00%**
Federal National Mortgage Association, 5.00%, due 04/01/2022 0.00%**
Federal National Mortgage Association, 4.00%, due 04/01/2020 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-J4, Class 2A1, 5.00%, due 05/25/2019 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 05/01/2018 0.00%**
MASTR Alternative Loan Trust, Series 2004-5, Class 5A1, 4.75%, due 06/25/2019 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-K, Class 1A1, 2.91%, due 11/25/2033 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2019 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.32%, due 11/16/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.00%, due 08/15/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2019 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.60%, due 02/20/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2018 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.17%, due 06/16/2039 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.17%, due 12/20/2038 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S4, Class 2A10, 14.07%, due 06/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.00%, due 09/16/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.50%, due 03/20/2039 0.00%**
RAMP Trust, Series 2006-RZ1, Class A3, 1.53%, due 03/25/2036 0.00%**
GO Financial Auto Securitization Trust, Series 2015-2, Class A, 3.27%, due 11/15/2018 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.97%, due 06/20/2038 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.81%, due 02/20/2039 0.00%**
RALI Trust, Series 2003-QS18, Class A1, 5.00%, due 09/25/2018 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.72%, due 06/20/2039 0.00%**
COBALT CMBS Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C1, 0.85%, due 08/15/2048 0.00%**
Federal Home Loan Mortgage Corp., 11.00%, due 02/17/2021 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.50%, due 07/15/2037 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.66%, due 10/25/2039 0.00%**
RAIT Trust, Series 2015-FL4, Class A, 2.50%, due 12/15/2031 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2020 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.32%, due 11/20/2037 0.00%**
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2006-CB15, Class X1, 0.27%, due 06/12/2043 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.17%, due 01/15/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.37%, due 09/20/2038 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.77%, due 11/15/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.00%, due 11/15/2034 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.97%, due 05/20/2037 0.00%**
JPMorgan Mortgage Trust, Series 2004-S1, Class 1A7, 5.00%, due 09/25/2034 0.00%**
Federal Home Loan Mortgage Corp., 2.92%, due 04/01/2037 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 1.50%, due 01/25/2038 0.00%**
BCAP LLC Trust, Series 2010-RR7, Class 1A5, 3.23%, due 04/26/2035 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2019 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.47%, due 04/16/2038 0.00%**
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP1, Class A, 3.95%, due 04/25/2032 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.50%, due 12/15/2024 0.00%**
Credit Suisse Mortgage Capital Certificates, Series 2009-3R, Class 19A3, 6.00%, due 01/27/2038 0.00%**
HSBC Home Equity Loan Trust, Series 2007-3, Class APT, 2.42%, due 11/20/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.00%, due 10/15/2037 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 0.00%**
Federal National Mortgage Association REMIC, 5.00%, due 01/25/2018 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.22%, due 11/15/2037 0.00%**
Prime Mortgage Trust, Principal Only STRIPS, Series 2004-CL1, Class 1, due 02/25/2034 0.00%**
Federal National Mortgage Association, 3.24%, due 09/01/2037 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2033 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.94%, due 12/25/2039 0.00%**
Federal Home Loan Mortgage Corp., 3.53%, due 04/01/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2020 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.07%, due 03/20/2039 0.00%**
Banc of America Funding Trust, Series 2010-R11A, Class 1A6, 4.95%, due 08/26/2035 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.50%, due 09/15/2024 0.00%**
LB-UBS Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C1, Class XCL, 0.24%, due 02/15/2041 0.00%**
Residential Asset Securitization Trust, Series 2002-A13, Class A4, 5.25%, due 12/25/2017 0.00%**
CD Commercial Mortgage Trust, Interest Only STRIPS, Series 2007-CD4, Class XC, 0.55%, due 12/11/2049 0.00%**
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C24, Class XC, 0.08%, due 03/15/2045 0.00%**
Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2006-IQ12, Class X1, 0.48%, due 12/15/2043 0.00%**
GS Mortgage Securities Trust, Interest Only STRIPS, Series 2006-GG8, Class X, 0.86%, due 11/10/2039 0.00%**
ML-CFC Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-4, Class XC, 0.63%, due 12/12/2049 0.00%**
Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2005-PWR8, Class X1, 0.34%, due 06/11/2041 0.00%**
Net Other Assets (Liabilities) 3.61%