Transamerica

09/30/2018*


Transamerica JPMorgan Core Bond VP

Security Description % of Total Net Assets
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 1.28%
U.S. Treasury Bond, 4.37%, due 02/15/2038 0.97%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2030 0.94%
U.S. Treasury Bond, 2.87%, due 05/15/2043 0.87%
Residual Funding Corp., Principal Only STRIPS, due 07/15/2020 0.84%
U.S. Treasury Bond, 4.50%, due 08/15/2039 0.79%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2032 0.79%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.77%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2031 0.72%
U.S. Treasury Note, 2.00%, due 11/15/2021 0.68%
U.S. Treasury Note, 2.00%, due 07/31/2022 0.67%
U.S. Treasury Note, 1.62%, due 10/31/2023 0.67%
U.S. Treasury Note, 1.37%, due 01/31/2021 0.62%
U.S. Treasury Note, 1.50%, due 01/31/2022 0.55%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.54%
U.S. Treasury Note, 1.62%, due 11/30/2020 0.51%
U.S. Treasury Note, 1.37%, due 05/31/2021 0.50%
U.S. Treasury Note, 2.00%, due 02/15/2023 0.50%
Israel Government AID Bond, Principal Only STRIPS, Series 2, due 11/01/2024 0.50%
U.S. Treasury Note, 1.12%, due 07/31/2021 0.50%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.49%
U.S. Treasury Note, 1.37%, due 09/30/2023 0.48%
U.S. Treasury Note, 1.25%, due 07/31/2023 0.48%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.03%, due 07/25/2024 0.43%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.42%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 0.41%
Kabbage Asset Securitization LLC, Series 2017-1, Class A, 4.57%, due 03/15/2022 0.39%
Federal National Mortgage Association, Series 2018-M12, Class A2, 3.63%, due 08/25/2030 0.38%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.36%
Federal National Mortgage Association, 3.33%, due 05/01/2028 0.36%
U.S. Treasury Note, 2.87%, due 05/31/2025 0.36%
COMM Mortgage Trust, Series 2014-TWC, Class A, 2.98%, due 02/13/2032 0.35%
Federal National Mortgage Association, 3.26%, due 04/01/2029 0.34%
Federal National Mortgage Association, 3.10%, due 01/01/2028 0.33%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2041 0.33%
Federal National Mortgage Association, 3.08%, due 01/01/2028 0.33%
Federal National Mortgage Association, 3.16%, due 01/01/2030 0.33%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2032 0.30%
SART, 4.75%, due 07/15/2024 0.30%
Progress Residential Trust, Series 2015-SFR3, Class A, 3.06%, due 11/12/2032 0.30%
U.S. Treasury Bond, 4.25%, due 11/15/2040 0.27%
Santander Drive Auto Receivables Trust, Series 2015-5, Class E, 4.67%, due 02/15/2023 0.27%
Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 0.27%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.26%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 0.26%
Anchor Assets IX LLC, Series 2016-1, Class A, 5.12%, due 02/15/2020 0.26%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.26%
Federal National Mortgage Association, 3.38%, due 12/01/2023 0.26%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.26%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2033 0.26%
Federal National Mortgage Association, 2.57%, due 08/01/2028 0.26%
Federal National Mortgage Association, 4.00%, due 07/01/2042 0.25%
Federal National Mortgage Association, 2.67%, due 07/01/2022 0.25%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 0.25%
Federal National Mortgage Association, 3.76%, due 12/01/2035 0.25%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.25%
Federal National Mortgage Association, 5.00%, due 06/01/2048 0.25%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.27%, due 01/25/2023 0.25%
U.S. Treasury Note, 1.62%, due 08/31/2022 0.25%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.25%
U.S. Treasury Note, 2.12%, due 05/15/2025 0.25%
U.S. Treasury Note, 2.00%, due 02/15/2025 0.25%
Federal National Mortgage Association, 3.92%, due 08/01/2021 0.24%
U.S. Treasury Note, 1.37%, due 08/31/2023 0.24%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2032 0.24%
Progress Residential Trust, Series 2015-SFR2, Class A, 2.74%, due 06/12/2032 0.24%
Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 0.24%
Government National Mortgage Association, 2.58%, due 06/20/2064 0.24%
Federal Home Loan Mortgage Corp., Series K077, Class AM, 3.85%, due 05/25/2028 0.23%
GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 0.23%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2043 0.23%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.23%
Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 0.23%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.23%
U.S. Treasury Note, 1.75%, due 01/31/2023 0.23%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2031 0.23%
VOLT LXIV LLC, Series 2017-NP11, Class A1, 3.37%, due 10/25/2047 0.23%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.22%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.22%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2043 0.22%
Federal National Mortgage Association, 2.89%, due 06/25/2027 0.22%
Federal National Mortgage Association, 2.70%, due 04/01/2023 0.22%
Government National Mortgage Association, 3.50%, due 06/20/2046 0.22%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 0.22%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2019 0.22%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 0.22%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.21%
Federal National Mortgage Association, 2.97%, due 06/01/2030 0.21%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 0.21%
Federal National Mortgage Association, 3.57%, due 07/01/2028 0.21%
V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 0.21%
American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 0.21%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.21%
U.S. Treasury Note, 2.25%, due 11/15/2025 0.21%
Government National Mortgage Association, 2.55%, due 09/20/2064 0.21%
Federal National Mortgage Association, 4.02%, due 08/01/2021 0.20%
Government National Mortgage Association, 2.55%, due 07/20/2064 0.20%
U.S. Treasury Note, Principal Only STRIPS, due 11/15/2019 0.20%
U.S. Residential Opportunity Fund IV Trust, Series 2017-1III, Class A, 3.35%, due 11/27/2037 0.20%
Federal National Mortgage Association, 3.30%, due 03/01/2029 0.20%
Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 0.20%
Government National Mortgage Association, 2.56%, due 02/20/2065 0.20%
Federal National Mortgage Association, 2.57%, due 08/01/2028 0.20%
Headlands Residential LLC, Series 2018, 4.25%, due 06/25/2023 0.20%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2020 0.20%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.20%
Federal National Mortgage Association, 3.67%, due 09/01/2028 0.20%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.20%
Government National Mortgage Association, 2.73%, due 02/20/2064 0.20%
Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 0.20%
Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 08/25/2022 0.20%
Federal National Mortgage Association, 3.09%, due 04/25/2027 0.20%
Government National Mortgage Association, 2.53%, due 08/20/2067 0.19%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2026 0.19%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.08%, due 01/25/2031 0.19%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.19%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.19%
Federal Home Loan Mortgage Corp. REMIC, 2.50%, due 06/15/2043 0.18%
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 0.18%
Federal National Mortgage Association, 3.36%, due 12/01/2027 0.18%
Federal National Mortgage Association REMIC, 4.50%, due 07/25/2029 0.18%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.18%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.18%
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 0.18%
U.S. Treasury Note, 3.62%, due 02/15/2021 0.18%
Federal National Mortgage Association, 3.34%, due 02/01/2027 0.17%
Federal National Mortgage Association, 4.06%, due 07/01/2021 0.17%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.17%
Federal National Mortgage Association, 3.10%, due 09/01/2025 0.17%
Federal National Mortgage Association, 3.24%, due 12/01/2026 0.17%
Federal National Mortgage Association, 3.18%, due 06/25/2027 0.17%
Federal National Mortgage Association, 3.49%, due 07/25/2028 0.17%
Federal National Mortgage Association, 3.45%, due 01/01/2024 0.17%
Federal National Mortgage Association, 3.30%, due 12/01/2026 0.17%
Federal National Mortgage Association, 2.92%, due 12/01/2024 0.17%
Government National Mortgage Association, 1.65%, due 01/20/2063 0.17%
Federal National Mortgage Association, 2.52%, due 05/01/2023 0.17%
Federal National Mortgage Association, 2.66%, due 12/01/2022 0.17%
Federal National Mortgage Association, 3.34%, due 07/01/2030 0.17%
Federal National Mortgage Association, 2.40%, due 02/01/2023 0.17%
Federal National Mortgage Association, 3.12%, due 11/01/2026 0.17%
Federal National Mortgage Association, 3.50%, due 01/01/2044 0.17%
VM DEBT LLC, Series 2017-1, Class A, 6.50%, due 10/02/2024 0.17%
CVS Health Corp., 4.10%, due 03/25/2025 0.16%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.16%
Federal National Mortgage Association, 3.98%, due 08/01/2021 0.16%
Federal National Mortgage Association, 2.38%, due 10/01/2026 0.16%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.16%
Government National Mortgage Association, 2.58%, due 07/20/2064 0.16%
Government National Mortgage Association, 2.58%, due 07/20/2064 0.16%
Federal National Mortgage Association, 4.65%, due 06/01/2021 0.16%
Federal National Mortgage Association, 3.23%, due 10/01/2026 0.16%
Federal National Mortgage Association, 2.56%, due 09/01/2024 0.16%
Federal National Mortgage Association, 1.94%, due 07/01/2019 0.16%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 0.16%
Federal National Mortgage Association, 3.87%, due 08/01/2021 0.16%
Federal National Mortgage Association, 2.38%, due 12/01/2022 0.16%
Government National Mortgage Association, 4.74%, due 10/20/2043 0.16%
Federal National Mortgage Association, 3.86%, due 07/01/2021 0.16%
Federal National Mortgage Association, 3.30%, due 04/25/2029 0.15%
Federal National Mortgage Association, 3.50%, due 01/01/2043 0.15%
Federal National Mortgage Association, 2.61%, due 10/25/2021 0.15%
Federal National Mortgage Association, 2.34%, due 01/01/2023 0.15%
Federal National Mortgage Association, 2.43%, due 01/01/2023 0.15%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 0.15%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.15%
Bank of America Corp., Series MTN, 3.24%, due 10/21/2027 0.15%
Federal National Mortgage Association, 2.51%, due 06/01/2023 0.15%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 0.15%
Government Properties Income Trust, 3.75%, due 08/15/2019 0.15%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 0.15%
Westlake Automobile Receivables Trust, Series 2016-3A, Class C, 2.46%, due 01/18/2022 0.15%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.15%
Israel Government AID Bond, Principal Only STRIPS, Series 2004-Z, due 08/15/2023 0.15%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.15%
Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 0.15%
Federal National Mortgage Association, 2.46%, due 02/01/2023 0.15%
Federal National Mortgage Association, 2.76%, due 06/01/2023 0.14%
Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 0.14%
Federal National Mortgage Association, 4.23%, due 03/01/2020 0.14%
Federal National Mortgage Association REMIC, 5.00%, due 08/25/2040 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.14%
Federal National Mortgage Association, 4.00%, due 08/01/2044 0.14%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2032 0.14%
Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 0.14%
Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 0.14%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.35%, due 08/25/2022 0.14%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.14%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.14%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.14%
Federal National Mortgage Association, 2.38%, due 01/25/2023 0.14%
VOLT LXVII LLC, Series 2018-NPL3, Class A1, 4.37%, due 06/25/2048 0.13%
Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 0.13%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.13%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.13%
Federal National Mortgage Association, 4.05%, due 08/01/2021 0.13%
Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 0.13%
GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.13%
Federal National Mortgage Association, 3.50%, due 06/01/2033 0.13%
Synchrony Card Issuance Trust, Series 2018-A1, Class A1, 3.38%, due 09/15/2024 0.13%
Government National Mortgage Association, 2.66%, due 05/20/2066 0.13%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 0.13%
Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A2, 2.81%, due 08/15/2050 0.13%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2027 0.13%
Government National Mortgage Association, 6.50%, due 06/20/2033 0.13%
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 0.13%
American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2045 0.13%
Federal National Mortgage Association, 3.76%, due 06/25/2021 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 0.13%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.12%
CPS Auto Receivables Trust, Series 2016-C, Class C, 3.27%, due 06/15/2022 0.12%
Government National Mortgage Association, 2.73%, due 01/20/2064 0.12%
Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 01/25/2023 0.12%
Government National Mortgage Association, 2.48%, due 12/20/2060 0.12%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.12%
Federal National Mortgage Association, 2.98%, due 08/25/2029 0.12%
General Motors Co., 6.60%, due 04/01/2036 0.12%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.12%
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.12%
Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 0.12%
Bank of America Corp., 3.70%, due 04/24/2028 0.12%
Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 0.12%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2031 0.12%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.11%
Petroleos Mexicanos, 6.50%, due 03/13/2027 0.11%
Federal National Mortgage Association, Zero Coupon, due 10/09/2019 0.11%
Government National Mortgage Association, 2.49%, due 03/20/2063 0.11%
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 0.11%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.11%
VOLT LXVIII LLC, Series 2018-NPL4, Class A1A, 4.33%, due 07/27/2048 0.11%
Federal Home Loan Mortgage Corp., 2.70%, due 08/15/2042 0.11%
Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 0.11%
Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 0.11%
Anheuser-Busch InBev Finance, Inc., 3.30%, due 02/01/2023 0.11%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.11%
Federal National Mortgage Association, 3.02%, due 08/25/2024 0.11%
DT Auto Owner Trust, Series 2017-2A, Class C, 3.03%, due 01/17/2023 0.11%
Residual Funding Corp., Principal Only STRIPS, due 01/15/2021 0.11%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.11%
Vericrest Opportunity Loan Trust, Series 2018-NPL2, Class A1, 4.33%, due 05/25/2048 0.11%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 0.11%
First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 0.11%
Santander Retail Auto Lease Trust, Series 2018-A, Class A3, 2.93%, due 05/20/2021 0.11%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.11%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.10%
DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 0.10%
Federal National Mortgage Association, 3.42%, due 05/01/2024 0.10%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.10%
Cabela's Credit Card Master Note Trust, Series 2015-1A, Class A1, 2.26%, due 03/15/2023 0.10%
Federal Home Loan Mortgage Corp., 2.70%, due 03/15/2044 0.10%
U.S. Residential Opportunity Fund IV Trust, Series 2017-1IV, Class A, 3.35%, due 11/27/2037 0.10%
Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 0.10%
Government National Mortgage Association, 2.73%, due 03/20/2064 0.10%
Comcast Corp., 6.50%, due 11/15/2035 0.10%
ING Groep NV, 4.10%, due 10/02/2023 0.10%
Goldman Sachs Group, Inc., 2.87%, due 10/31/2022 0.10%
Government National Mortgage Association, 2.55%, due 08/20/2065 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 0.10%
AT&T, Inc., 4.30%, due 02/15/2030 0.10%
Government National Mortgage Association, 2.60%, due 09/20/2065 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 0.10%
OneMain Financial Issuance Trust, Series 2016-1A, Class A, 3.66%, due 02/20/2029 0.10%
Mariner Finance Issuance Trust, Series 2017-AA, Class A, 3.62%, due 02/20/2029 0.10%
Marlette Funding Trust, Series 2018-1A, Class A, 2.61%, due 03/15/2028 0.10%
Federal National Mortgage Association REMIC, 4.00%, due 10/25/2025 0.10%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.10%
Freedom Financial, Series 2018-1, Class A, 3.61%, due 07/18/2024 0.10%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.10%
American Credit Acceptance Receivables Trust, Series 2018-2, Class B, 3.46%, due 08/10/2022 0.10%
U.S. Treasury Note, 2.62%, due 08/15/2020 0.10%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 0.09%
Federal Home Loan Mortgage Corp., Series K070, Class A2, 3.30%, due 11/25/2027 0.09%
Government National Mortgage Association, 5.50%, due 07/20/2037 0.09%
BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 0.09%
Government National Mortgage Association, 2.53%, due 06/20/2065 0.09%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2031 0.09%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2035 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.09%
CLUB Credit Trust, Series 2017-P2, Class A, 2.61%, due 01/15/2024 0.09%
Federal National Mortgage Association REMIC, 5.00%, due 07/25/2033 0.09%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.09%
B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 0.09%
Federal National Mortgage Association, 3.14%, due 03/25/2028 0.09%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.09%
Federal Home Loan Mortgage Corp. REMIC, 2.70%, due 08/15/2037 0.09%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.09%
Federal National Mortgage Association, 2.41%, due 09/25/2042 0.09%
Discover Card Execution Note Trust, Series 2014-A1, Class A1, 2.58%, due 07/15/2021 0.09%
VOLT LXX LLC, Series 2018-NPL6, Class A1A, 4.11%, due 09/25/2048 0.09%
Federal National Mortgage Association, 3.94%, due 07/01/2021 0.09%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 0.09%
COMM Mortgage Trust, Series 2014-TWC, Class B, 3.74%, due 02/13/2032 0.09%
Capital One Multi-Asset Execution Trust, Series 2014-A3, Class A3, 2.53%, due 01/18/2022 0.09%
Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 0.09%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.09%
Federal Home Loan Mortgage Corp., 2.70%, due 07/15/2042 0.09%
Federal National Mortgage Association, 3.74%, due 07/01/2023 0.09%
Government National Mortgage Association, 3.08%, due 12/20/2066 0.09%
AT&T, Inc., 4.50%, due 05/15/2035 0.09%
Government National Mortgage Association, 3.50%, due 11/20/2039 0.09%
VOLT LVI LLC, Series 2017-NPL3, Class A1, 3.50%, due 03/25/2047 0.09%
Federal National Mortgage Association, 2.65%, due 08/01/2022 0.08%
Oracle Corp., 2.95%, due 11/15/2024 0.08%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 0.08%
Federal National Mortgage Association REMIC, 2.61%, due 10/25/2042 0.08%
Macquarie Group, Ltd., 3.76%, due 11/28/2028 0.08%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.08%
Mexico Government International Bond, 5.55%, due 01/21/2045 0.08%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.08%
UBS Group Funding Switzerland AG, 3.49%, due 05/23/2023 0.08%
VOLT LXIX LLC, Series 2018-NPL5, Class A1A, 4.21%, due 08/25/2048 0.08%
Federal National Mortgage Association REMIC, 2.71%, due 09/25/2042 0.08%
American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 0.08%
Federal National Mortgage Association, 4.45%, due 07/01/2026 0.08%
Barclays PLC, 3.68%, due 01/10/2023 0.08%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.08%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2045 0.08%
Fortis, Inc., 3.05%, due 10/04/2026 0.08%
Federal National Mortgage Association, 3.97%, due 06/01/2021 0.08%
Cisco Systems, Inc., 3.62%, due 03/04/2024 0.08%
Federal National Mortgage Association, 3.97%, due 07/01/2021 0.08%
Federal National Mortgage Association, 2.76%, due 08/25/2042 0.08%
Exeter Automobile Receivables Trust, Series 2016-1A, Class C, 5.52%, due 10/15/2021 0.08%
Government National Mortgage Association, 2.74%, due 12/20/2065 0.08%
Federal Home Loan Mortgage Corp., Series W5FX, Class AFX, 3.33%, due 04/25/2028 0.08%
VSE Voi Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 0.08%
Federal National Mortgage Association, 4.06%, due 09/01/2021 0.08%
Federal National Mortgage Association, 4.16%, due 03/01/2021 0.08%
Ford Motor Credit Co. LLC, 3.33%, due 03/18/2021 0.08%
CLUB Credit Trust, Series 2017-P1, Class A, 2.42%, due 09/15/2023 0.08%
Federal National Mortgage Association REMIC, 2.71%, due 10/25/2042 0.08%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.08%
Federal National Mortgage Association, 3.03%, due 12/01/2021 0.08%
U.S. Treasury Note, 2.62%, due 05/15/2021 0.07%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.07%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 10/15/2032 0.07%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.96%, due 07/25/2049 0.07%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.07%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.07%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 0.07%
Warner Media LLC, 3.55%, due 06/01/2024 0.07%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 0.07%
Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 0.07%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class A, 2.56%, due 10/15/2025 0.07%
Bank of America Corp., 3.41%, due 12/20/2028 0.07%
VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 0.07%
ANZ New Zealand International, Ltd., 2.60%, due 09/23/2019 0.07%
Oportun Funding VI LLC, Series 2017-A, Class A, 3.23%, due 06/08/2023 0.07%
Wells Fargo Commercial Mortgage Trust, Series 2013-120B, Class A, 2.79%, due 03/18/2028 0.07%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.07%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.07%
Government National Mortgage Association, 5.48%, due 01/20/2038 0.07%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.07%
U.S. Treasury Note, 1.00%, due 11/30/2019 0.07%
Morgan Stanley, Series MTN, 3.12%, due 01/23/2023 0.07%
VOLT LXI LLC, Series 2017-NPL8, Class A1, 3.12%, due 06/25/2047 0.07%
Citigroup, Inc., 3.70%, due 01/12/2026 0.07%
Chevron Corp., 2.56%, due 05/16/2023 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2019 0.07%
Wells Fargo Bank NA, Series MTN, 2.15%, due 12/06/2019 0.07%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.07%
Realty Income Corp., 3.25%, due 10/15/2022 0.07%
Bank of America Corp., 2.88%, due 04/24/2023 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.07%
Federal National Mortgage Association, 4.02%, due 11/01/2028 0.07%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2030 0.07%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.07%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.07%
Gilead Sciences, Inc., 3.70%, due 04/01/2024 0.07%
Federal National Mortgage Association, 3.99%, due 07/01/2021 0.07%
CVS Health Corp., 4.78%, due 03/25/2038 0.06%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.06%
Federal National Mortgage Association, 2.99%, due 11/25/2022 0.06%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.06%
Apple, Inc., 3.00%, due 02/09/2024 0.06%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.06%
Federal National Mortgage Association, 3.19%, due 02/25/2030 0.06%
U.S. Treasury Note, 2.50%, due 05/31/2020 0.06%
Drive Auto Receivables Trust, Series 2015-BA, Class D, 3.84%, due 07/15/2021 0.06%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.06%
Federal National Mortgage Association, 2.03%, due 03/25/2019 0.06%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.06%
AT&T, Inc., 4.90%, due 08/15/2037 0.06%
Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 0.06%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 0.06%
Prosper Marketplace Issuance Trust, Series 2017-3A, Class A, 2.36%, due 11/15/2023 0.06%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.06%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 0.06%
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 0.06%
CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 0.06%
Capital One Multi-Asset Execution Trust, Series 2016-A6, Class A6, 1.82%, due 09/15/2022 0.06%
Citigroup, Inc., 2.65%, due 10/26/2020 0.06%
Citi Held For Asset Issuance, Series 2016-MF1, Class B, 6.64%, due 08/15/2022 0.06%
Mitsubishi UFJ Financial Group, Inc., 3.76%, due 07/26/2023 0.06%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.06%
Government National Mortgage Association, 2.59%, due 10/20/2062 0.06%
Citigroup, Inc., 2.75%, due 04/25/2022 0.06%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.06%
Federal Home Loan Mortgage Corp. REMIC, 2.55%, due 10/15/2041 0.06%
Morgan Stanley, 3.59%, due 07/22/2028 0.06%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.06%
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.06%
U.S. Treasury Note, 2.25%, due 02/15/2027 0.06%
Sumitomo Mitsui Trust Bank, Ltd., 2.05%, due 10/18/2019 0.06%
Apple, Inc., 3.75%, due 09/12/2047 0.06%
Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 0.06%
Cox Communications, Inc., 4.80%, due 02/01/2035 0.06%
Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 0.06%
Springleaf Funding Trust, Series 2015-AA, Class A, 3.16%, due 11/15/2024 0.06%
Progress Residential Trust, Series 2015-SFR2, Class B, 3.13%, due 06/12/2032 0.06%
Federal National Mortgage Association REMIC, 5.50%, due 12/25/2035 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 05/15/2035 0.06%
Federal National Mortgage Association, 4.26%, due 06/01/2021 0.06%
Magellan Health, Inc., 4.40%, due 09/22/2024 0.06%
VEREIT Operating Partnership, LP, 4.60%, due 02/06/2024 0.06%
Equity Commonwealth, 5.87%, due 09/15/2020 0.06%
AvalonBay Communities, Inc., Series MTN, 2.85%, due 03/15/2023 0.06%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 0.06%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.06%
Vendee Mortgage Trust, Series 1997-1, Class 2Z, 7.50%, due 02/15/2027 0.06%
American Honda Finance Corp., Series MTN, 2.25%, due 08/15/2019 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2022 0.05%
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.05%
ABN AMRO Bank NV, 2.45%, due 06/04/2020 0.05%
Tencent Holdings, Ltd., 3.59%, due 01/19/2028 0.05%
Macquarie Group, Ltd., 6.00%, due 01/14/2020 0.05%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.05%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.05%
Canadian Natural Resources, Ltd., 6.45%, due 06/30/2033 0.05%
Illinois Tool Works, Inc., 4.87%, due 09/15/2041 0.05%
Buckeye Partners, LP, 4.87%, due 02/01/2021 0.05%
British Airways Pass-Through Trust, 4.12%, due 03/20/2033 0.05%
DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 0.05%
Oportun Funding VII LLC, Series 2017-B, Class A, 3.22%, due 10/10/2023 0.05%
American Credit Acceptance Receivables Trust, Series 2016-4, Class C, 2.91%, due 02/13/2023 0.05%
Progress Residential Trust, Series 2015-SFR3, Class D, 4.67%, due 11/12/2032 0.05%
General Motors Financial Co., Inc., 3.95%, due 04/13/2024 0.05%
NiSource, Inc., 6.25%, due 12/15/2040 0.05%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.05%
Standard Chartered PLC, 4.24%, due 01/20/2023 0.05%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.05%
Amazon.com, Inc., 4.25%, due 08/22/2057 0.05%
Westpac Banking Corp., 2.00%, due 03/03/2020 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2029 0.05%
Harley-Davidson Motorcycle Trust, Series 2015-1, Class A4, 1.67%, due 08/15/2022 0.05%
Mercedes-Benz Auto Lease Trust, Series 2016-B, Class A4, 1.52%, due 06/15/2022 0.05%
Allergan Funding SCS, 3.85%, due 06/15/2024 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2030 0.05%
BP Capital Markets PLC, 3.53%, due 11/04/2024 0.05%
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 2.83%, due 10/25/2028 0.05%
Cabela's Credit Card Master Note Trust, Series 2016-1, Class A1, 1.78%, due 06/15/2022 0.05%
VOLT LX LLC, Series 2017-NPL7, Class A1, 3.25%, due 06/25/2047 0.05%
Drive Auto Receivables Trust, Series 2015-AA, Class D, 4.12%, due 07/15/2022 0.05%
BNZ International Funding, Ltd., 2.10%, due 09/14/2021 0.05%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.05%
Federal Home Loan Mortgage Corp. REMIC, 2.83%, due 11/15/2037 0.05%
IBM Credit LLC, 3.00%, due 02/06/2023 0.05%
Bank of Nova Scotia, 1.85%, due 04/14/2020 0.05%
Mizuho Bank, Ltd., 3.60%, due 09/25/2024 0.05%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.05%
CD Mortgage Trust, Series 2006-CD3, Class AM, 5.64%, due 10/15/2048 0.05%
American Credit Acceptance Receivables Trust, Series 2016-3, Class C, 4.26%, due 08/12/2022 0.05%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.05%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 0.05%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2032 0.05%
AT&T, Inc., 3.95%, due 01/15/2025 0.05%
Drive Auto Receivables Trust, Series 2015-DA, Class D, 4.59%, due 01/17/2023 0.05%
Principal Life Global Funding II, 2.37%, due 11/21/2021 0.05%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 0.05%
Express Scripts Holding Co., 4.50%, due 02/25/2026 0.05%
American Express Credit Corp., Series MTN, 2.37%, due 05/26/2020 0.05%
Government National Mortgage Association, 5.50%, due 08/20/2038 0.05%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.05%
Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 0.05%
Pacific Gas & Electric Co., 6.05%, due 03/01/2034 0.05%
Hydro-Quebec, 9.40%, due 02/01/2021 0.05%
Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 0.05%
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 0.05%
Government National Mortgage Association, 5.56%, due 07/20/2040 0.05%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.05%
Canadian Imperial Bank of Commerce, 1.60%, due 09/06/2019 0.05%
U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 0.05%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.05%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.05%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.05%
Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 0.05%
Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 0.05%
CBS Corp., 3.70%, due 08/15/2024 0.05%
OneMain Financial Issuance Trust, Series 2015-2A, Class B, 3.10%, due 07/18/2025 0.05%
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98%, due 01/18/2022 0.05%
Morgan Stanley, 5.00%, due 11/24/2025 0.05%
VMware, Inc., 2.95%, due 08/21/2022 0.05%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.05%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.05%
Government National Mortgage Association, 2.42%, due 12/20/2062 0.05%
American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 0.05%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.05%
Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 2.86%, due 01/19/2034 0.05%
Apple, Inc., 3.35%, due 02/09/2027 0.05%
Black Hills Corp., 2.50%, due 01/11/2019 0.05%
Government National Mortgage Association, 2.55%, due 01/20/2061 0.05%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR3, Class 1A1, 4.38%, due 03/25/2035 0.05%
Liberty Mutual Group, Inc., 6.50%, due 03/15/2035 0.05%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.05%
New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.05%
Federal National Mortgage Association REMIC, 4.00%, due 04/25/2033 0.05%
Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 0.05%
CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 0.05%
Medtronic, Inc., 4.37%, due 03/15/2035 0.05%
U.S. Treasury Note, 2.87%, due 04/30/2025 0.05%
MUFG Bank, Ltd., 2.35%, due 09/08/2019 0.04%
Microsoft Corp., 4.10%, due 02/06/2037 0.04%
Apple, Inc., 2.90%, due 09/12/2027 0.04%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2032 0.04%
Manulife Financial Corp., 4.06%, due 02/24/2032 0.04%
Comcast Corp., 4.20%, due 08/15/2034 0.04%
Nucor Corp., 6.40%, due 12/01/2037 0.04%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.04%
Oportun Funding IV LLC, Series 2016-C, Class B, 4.85%, due 11/08/2021 0.04%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.04%
CDP Financial, Inc., 4.40%, due 11/25/2019 0.04%
Texas Health Resources, 4.33%, due 11/15/2055 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 0.04%
CVS Health Corp., 4.30%, due 03/25/2028 0.04%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.04%
Deutsche Bank AG, 3.70%, due 05/30/2024 0.04%
Discover Bank, 4.20%, due 08/08/2023 0.04%
OneMain Financial Issuance Trust, Series 2015-1A, Class A, 3.19%, due 03/18/2026 0.04%
Credit Suisse AG, Series MTN, 2.30%, due 05/28/2019 0.04%
Warner Media LLC, 3.60%, due 07/15/2025 0.04%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class C, 3.48%, due 02/17/2026 0.04%
Bank of New York Mellon Corp., Series MTN, 2.66%, due 05/16/2023 0.04%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 0.04%
Ally Auto Receivables Trust, Series 2016-2, Class A4, 1.60%, due 01/15/2021 0.04%
Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1, 2.86%, due 03/19/2034 0.04%
Total Capital International SA, 2.75%, due 06/19/2021 0.04%
Stadshypotek AB, 1.87%, due 10/02/2019 0.04%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class B, 3.04%, due 12/15/2025 0.04%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.04%
Cenovus Energy, Inc., 6.75%, due 11/15/2039 0.04%
BPCE SA, 4.00%, due 09/12/2023 0.04%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.04%
Protective Life Global Funding, 2.70%, due 11/25/2020 0.04%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 4.23%, due 02/25/2034 0.04%
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70%, due 10/17/2022 0.04%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.04%
Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 0.04%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2027 0.04%
Exeter Automobile Receivables Trust, Series 2016-3A, Class B, 2.84%, due 08/16/2021 0.04%
Athene Global Funding, 2.75%, due 04/20/2020 0.04%
Capital One Financial Corp., 3.75%, due 07/28/2026 0.04%
Credit Agricole SA, 4.12%, due 01/10/2027 0.04%
Campbell Soup Co., 3.95%, due 03/15/2025 0.04%
Vale Canada, Ltd., 7.20%, due 09/15/2032 0.04%
Plains All American Pipeline, LP / PAA Finance Corp., 3.60%, due 11/01/2024 0.04%
Federal Home Loan Mortgage Corp. REMIC, 2.48%, due 07/15/2037 0.04%
TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class C, 5.48%, due 08/15/2039 0.04%
U.S. Treasury Bond, 4.50%, due 05/15/2038 0.04%
Toledo Edison Co., 6.15%, due 05/15/2037 0.04%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.04%
Apple, Inc., 2.45%, due 08/04/2026 0.04%
BNZ International Funding, Ltd., 2.65%, due 11/03/2022 0.04%
US Bank NA, 2.80%, due 01/27/2025 0.04%
African Development Bank, 8.80%, due 09/01/2019 0.04%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.04%
Energy Transfer Partners, LP, 6.05%, due 06/01/2041 0.04%
Athene Holding, Ltd., 4.12%, due 01/12/2028 0.04%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.04%
Alternative Loan Trust, Series 2004-2CB, Class 1A9, 5.75%, due 03/25/2034 0.04%
State Street Corp., 3.70%, due 11/20/2023 0.04%
Oracle Corp., 3.90%, due 05/15/2035 0.04%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 0.04%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.04%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.04%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2043 0.04%
Johnson & Johnson, 3.40%, due 01/15/2038 0.04%
Canadian Imperial Bank of Commerce, 2.25%, due 07/21/2020 0.04%
Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 0.04%
Bank of America Corp., 3.00%, due 12/20/2023 0.04%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.04%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.04%
Jackson National Life Global Funding, 3.05%, due 04/29/2026 0.04%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.04%
Commonwealth Bank of Australia, 3.45%, due 03/16/2023 0.04%
Commonwealth Bank of Australia, 3.90%, due 03/16/2028 0.04%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.04%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.04%
CNOOC Finance Pty, Ltd., 2.62%, due 05/05/2020 0.04%
HSBC Holdings PLC, 3.60%, due 05/25/2023 0.04%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.04%
Government National Mortgage Association, 2.66%, due 09/20/2062 0.04%
Ajax Mortgage Loan Trust, Series 2016-2, Class A, 4.12%, due 10/25/2056 0.04%
CNOOC Finance USA LLC, 3.50%, due 05/05/2025 0.04%
Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 0.04%
Amazon.com, Inc., 3.87%, due 08/22/2037 0.04%
Intel Corp., 4.00%, due 12/15/2032 0.04%
Toyota Motor Credit Corp., Series MTN, 2.12%, due 07/18/2019 0.04%
Assurant, Inc., 4.20%, due 09/27/2023 0.04%
CVS Health Corp., 4.00%, due 12/05/2023 0.04%
HCP, Inc., 3.87%, due 08/15/2024 0.04%
Discovery Communications LLC, 6.35%, due 06/01/2040 0.04%
Schlumberger Holdings Corp., 3.62%, due 12/21/2022 0.04%
Discover Card Execution Note Trust, Series 2012-A6, Class A6, 1.67%, due 01/18/2022 0.04%
Enterprise Products Operating LLC, 5.75%, due 03/01/2035 0.04%
Sequoia Mortgage Trust, Series 2004-8, Class A1, 2.86%, due 09/20/2034 0.04%
Toyota Auto Receivables Owner Trust, Series 2016-A, Class A4, 1.47%, due 09/15/2021 0.04%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.04%
Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 0.04%
Gilead Sciences, Inc., 1.95%, due 03/01/2022 0.04%
Apple, Inc., 3.00%, due 06/20/2027 0.04%
Noble Energy, Inc., 6.00%, due 03/01/2041 0.04%
CVS Health Corp., 5.05%, due 03/25/2048 0.04%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2019 0.04%
British Telecommunications PLC, 9.62%, due 12/15/2030 0.04%
Westlake Automobile Receivables Trust, Series 2015-3A, Class D, 4.40%, due 05/17/2021 0.04%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 06/15/2029 0.04%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.04%
Government National Mortgage Association, 5.50%, due 04/20/2034 0.04%
Marlette Funding Trust, Series 2017-1A, Class A, 2.82%, due 03/15/2024 0.04%
Citigroup, Inc., 3.14%, due 01/24/2023 0.04%
Federal National Mortgage Association REMIC, 2.51%, due 08/25/2041 0.04%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.04%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.04%
General Motors Financial Co., Inc., 3.50%, due 11/07/2024 0.04%
VOLT LIX LLC, Series 2017-NPL6, Class A1, 3.25%, due 05/25/2047 0.04%
Morgan Stanley, Series MTN, 5.50%, due 07/28/2021 0.04%
Federal Home Loan Mortgage Corp. REMIC, 2.60%, due 08/15/2039 0.04%
Petroleos Mexicanos, 4.62%, due 09/21/2023 0.04%
Energy Transfer Partners, LP, 4.90%, due 02/01/2024 0.04%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.04%
Equinor ASA, 2.65%, due 01/15/2024 0.04%
Oracle Corp., 4.30%, due 07/08/2034 0.04%
Progress Residential Trust, Series 2015-SFR3, Class E, 5.66%, due 11/12/2032 0.04%
Federal National Mortgage Association REMIC, 5.75%, due 06/25/2033 0.04%
Standard Chartered PLC, 5.20%, due 01/26/2024 0.04%
Petro-Canada, 7.87%, due 06/15/2026 0.04%
Shire Acquisitions Investments Ireland DAC, 2.40%, due 09/23/2021 0.04%
Union Carbide Corp., 7.50%, due 06/01/2025 0.04%
Metropolitan Life Global Funding I, 3.87%, due 04/11/2022 0.04%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.04%
AT&T, Inc., 5.35%, due 09/01/2040 0.03%
U.S. Treasury Note, Principal Only STRIPS, due 08/15/2019 0.03%
National Retail Properties, Inc., 4.00%, due 11/15/2025 0.03%
Fifth Third Bank, 2.87%, due 10/01/2021 0.03%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.03%
Simon Property Group, LP, 3.75%, due 02/01/2024 0.03%
OneBeacon US Holdings, Inc., 4.60%, due 11/09/2022 0.03%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.03%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.03%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.03%
Hyundai Auto Lease Securitization Trust, Series 2016-B, Class A4, 1.68%, due 04/15/2020 0.03%
Synchrony Credit Card Master Note Trust, Series 2016-1, Class A, 2.04%, due 03/15/2022 0.03%
Enel Finance International NV, 3.62%, due 05/25/2027 0.03%
Discover Card Execution Note Trust, Series 2014-A4, Class A4, 2.12%, due 12/15/2021 0.03%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.03%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.03%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.03%
UBS Group Funding Switzerland AG, 4.12%, due 04/15/2026 0.03%
Panama Government International Bond, 4.50%, due 04/16/2050 0.03%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.03%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.03%
Chase Issuance Trust, Series 2016-A2, Class A, 1.37%, due 06/15/2021 0.03%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2004-CBX, Class B, 5.02%, due 01/12/2037 0.03%
BPCE SA, 4.62%, due 07/11/2024 0.03%
COMM Mortgage Trust, Series 2014-PAT, Class A, 2.93%, due 08/13/2027 0.03%
ENI SpA, 4.00%, due 09/12/2023 0.03%
Canadian Pacific Railway Co., 2.90%, due 02/01/2025 0.03%
IBM Credit LLC, 2.65%, due 02/05/2021 0.03%
Western Union Co., 3.60%, due 03/15/2022 0.03%
Capital One Multi-Asset Execution Trust, Series 2016-A4, Class A4, 1.33%, due 06/15/2022 0.03%
Chevron Phillips Chemical Co., 3.70%, due 06/01/2028 0.03%
Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 0.03%
Standard Chartered PLC, 3.05%, due 01/15/2021 0.03%
Tennessee Valley Authority, Principal Only STRIPS, due 05/01/2019 0.03%
HSBC Holdings PLC, 4.37%, due 11/23/2026 0.03%
Lloyds Banking Group PLC, 4.58%, due 12/10/2025 0.03%
Harris Corp., 3.83%, due 04/27/2025 0.03%
Hyundai Capital America, 3.00%, due 03/18/2021 0.03%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.03%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.03%
Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 3.04%, due 10/25/2044 0.03%
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 2.67%, due 04/25/2029 0.03%
Royal Bank of Scotland Group PLC, 3.87%, due 09/12/2023 0.03%
CarMax Auto Owner Trust, Series 2016-4, Class A4, 1.60%, due 06/15/2022 0.03%
Government Properties Income Trust, 4.00%, due 07/15/2022 0.03%
Sumitomo Mitsui Financial Group, Inc., 2.78%, due 07/12/2022 0.03%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.03%
Apple, Inc., 2.85%, due 05/11/2024 0.03%
Societe Generale SA, 4.25%, due 04/14/2025 0.03%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.03%
Bank of New York Mellon Corp., Series MTN, 2.60%, due 08/17/2020 0.03%
Bank of America Corp., 3.36%, due 01/23/2026 0.03%
AbbVie, Inc., 4.50%, due 05/14/2035 0.03%
Morgan Stanley, 3.62%, due 01/20/2027 0.03%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.03%
Petroleos Mexicanos, 6.75%, due 09/21/2047 0.03%
Protective Life Global Funding, 1.99%, due 09/14/2021 0.03%
Danske Bank A/S, 2.70%, due 03/02/2022 0.03%
Athene Global Funding, 4.00%, due 01/25/2022 0.03%
Federal Home Loan Banks, 5.50%, due 07/15/2036 0.03%
Ford Motor Credit Co. LLC, 3.81%, due 01/09/2024 0.03%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.03%
Bayer US Finance LLC, 3.37%, due 10/08/2024 0.03%
Citigroup, Inc., 3.66%, due 07/24/2028 0.03%
Korea Gas Corp., 1.87%, due 07/18/2021 0.03%
Deutsche Bank AG, 3.30%, due 11/16/2022 0.03%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.03%
BOC Aviation, Ltd., 2.75%, due 09/18/2022 0.03%
Flagship Credit Auto Trust, Series 2015-3, Class B, 3.68%, due 03/15/2022 0.03%
Banco Santander SA, 4.37%, due 04/12/2028 0.03%
Danske Bank A/S, 2.00%, due 09/08/2021 0.03%
Procter & Gamble Co., 2.70%, due 02/02/2026 0.03%
Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 0.03%
CNH Equipment Trust, Series 2015-B, Class A4, 1.89%, due 04/15/2022 0.03%
Kraft Heinz Foods Co., 6.87%, due 01/26/2039 0.03%
Ford Motor Credit Co. LLC, 4.13%, due 08/04/2025 0.03%
Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 0.03%
President & Fellows of Harvard College, 3.30%, due 07/15/2056 0.03%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.03%
Great-West Lifeco Finance Delaware, LP, 4.15%, due 06/03/2047 0.03%
Apple, Inc., 3.20%, due 05/13/2025 0.03%
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 0.03%
Barclays PLC, 3.65%, due 03/16/2025 0.03%
Bank of New York Mellon Corp., Series MTN, 2.20%, due 08/16/2023 0.03%
DDR Corp., 3.62%, due 02/01/2025 0.03%
Toyota Motor Credit Corp., Series MTN, 1.55%, due 10/18/2019 0.03%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.03%
Macquarie Bank, Ltd., 2.60%, due 06/24/2019 0.03%
CRH America Finance, Inc., 3.40%, due 05/09/2027 0.03%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.03%
Scentre Group Trust 1 / Scentre Group Trust 2, 2.37%, due 11/05/2019 0.03%
John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 0.03%
New Residential Advanced Receivables Trust, Series 2016-T2, Class CT2, 3.51%, due 10/15/2049 0.03%
Sunoco Logistics Partners Operations, LP, 5.50%, due 02/15/2020 0.03%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.03%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.03%
Exeter Automobile Receivables Trust, Series 2017-3A, Class A, 2.05%, due 12/15/2021 0.03%
Microsoft Corp., 4.50%, due 02/06/2057 0.03%
Nutrien, Ltd., 4.12%, due 03/15/2035 0.03%
AbbVie, Inc., 3.60%, due 05/14/2025 0.03%
AT&T, Inc., 4.12%, due 02/17/2026 0.03%
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.03%
Nvent Finance Sarl, 4.55%, due 04/15/2028 0.03%
ERAC USA Finance LLC, 6.70%, due 06/01/2034 0.03%
Air Lease Corp., 3.25%, due 03/01/2025 0.03%
Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 0.03%
Tennessee Valley Authority, Principal Only STRIPS, due 03/15/2032 0.03%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.03%
Capital One Multi-Asset Execution Trust, Series 2015-A7, Class A7, 1.45%, due 08/16/2021 0.03%
General Motors Financial Co., Inc., 3.70%, due 05/09/2023 0.03%
American Water Capital Corp., 3.40%, due 03/01/2025 0.03%
Blackstone Holdings Finance Co. LLC, 5.87%, due 03/15/2021 0.03%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.03%
Microsoft Corp., 3.50%, due 02/12/2035 0.03%
GLS Auto Receivables Trust, Series 2016-1A, Class B, 4.39%, due 01/15/2021 0.03%
Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 01/15/2034 0.03%
Enel Finance International NV, 3.50%, due 04/06/2028 0.03%
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 3.40%, due 12/01/2026 0.03%
Aircastle, Ltd., 4.40%, due 09/25/2023 0.03%
BCC Funding XIII LLC, Series 2016-1, Class A2, 2.20%, due 12/20/2021 0.03%
Apple, Inc., 3.85%, due 08/04/2046 0.03%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.03%
Sequoia Mortgage Trust, Series 2004-9, Class A1, 2.84%, due 10/20/2034 0.03%
Vodafone Group PLC, 5.25%, due 05/30/2048 0.03%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.03%
Westlake Automobile Receivables Trust, Series 2016-2A, Class D, 4.10%, due 06/15/2021 0.03%
Amazon.com, Inc., 4.80%, due 12/05/2034 0.03%
Viacom, Inc., 6.87%, due 04/30/2036 0.03%
Intesa Sanpaolo SpA, 3.87%, due 07/14/2027 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 0.03%
Senior Housing Properties Trust, 3.25%, due 05/01/2019 0.03%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.03%
Magellan Midstream Partners, LP, 4.25%, due 02/01/2021 0.03%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 0.03%
Comcast Corp., 4.25%, due 01/15/2033 0.03%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 0.03%
Vodafone Group PLC, 4.12%, due 05/30/2025 0.03%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.03%
Comcast Corp., 3.20%, due 07/15/2036 0.03%
Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 0.03%
HSBC Holdings PLC, 4.87%, due 01/14/2022 0.03%
Precision Castparts Corp., 3.25%, due 06/15/2025 0.03%
Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 01/15/2030 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.03%
General Mills, Inc., 4.00%, due 04/17/2025 0.03%
Exelon Generation Co. LLC, 6.25%, due 10/01/2039 0.03%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.03%
Southwest Airlines Co., 2.75%, due 11/06/2019 0.03%
Celgene Corp., 3.62%, due 05/15/2024 0.03%
Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 09/15/2030 0.03%
Alternative Loan Trust, Series 2005-28CB, Class 1A4, 5.50%, due 08/25/2035 0.03%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.03%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.03%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.03%
Government National Mortgage Association, 5.50%, due 09/20/2039 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 02/25/2043 0.03%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.03%
Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.54%, due 07/25/2032 0.03%
Bank of Nova Scotia, 1.65%, due 06/14/2019 0.03%
Realty Income Corp., 3.87%, due 04/15/2025 0.03%
Western Gas Partners, LP, 5.45%, due 04/01/2044 0.03%
Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 0.03%
CarMax Auto Owner Trust, Series 2015-1, Class A4, 1.83%, due 07/15/2020 0.03%
Qwest Corp., 6.75%, due 12/01/2021 0.03%
Pfizer, Inc., 1.45%, due 06/03/2019 0.03%
Fifth Third Bancorp, 3.95%, due 03/14/2028 0.03%
Airbus SE, 3.15%, due 04/10/2027 0.03%
Halliburton Co., 3.50%, due 08/01/2023 0.03%
RBS Commercial Funding, Inc., Series 2013-SMV, Class A, 3.26%, due 03/11/2031 0.03%
CarMax Auto Owner Trust, Series 2014-4, Class A4, 1.81%, due 07/15/2020 0.03%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.03%
Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 0.03%
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 0.03%
Daimler Finance North America LLC, 1.50%, due 07/05/2019 0.03%
U.S. Treasury Note, 1.87%, due 08/31/2024 0.03%
Molson Coors Brewing Co., 1.45%, due 07/15/2019 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2027 0.03%
Private Export Funding Corp., 3.55%, due 01/15/2024 0.03%
International Paper Co., 7.30%, due 11/15/2039 0.03%
Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 0.03%
New York Life Global Funding, 3.00%, due 01/10/2028 0.03%
Lincoln National Corp., 4.00%, due 09/01/2023 0.03%
United Technologies Corp., 4.15%, due 05/15/2045 0.03%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 0.03%
Citigroup, Inc., 3.20%, due 10/21/2026 0.03%
Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 0.03%
Chevron Corp., 1.79%, due 11/16/2018 0.03%
Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 0.03%
United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 0.03%
Coca-Cola Femsa SAB de CV, 3.87%, due 11/26/2023 0.03%
Wells Fargo & Co., Series MTN, 3.50%, due 03/08/2022 0.03%
GM Financial Automobile Leasing Trust, Series 2016-2, Class A4, 1.76%, due 03/20/2020 0.03%
Citigroup, Inc., 2.35%, due 08/02/2021 0.03%
Select Income REIT, REIT, 3.60%, due 02/01/2020 0.03%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.03%
Chase Issuance Trust, Series 2016-A5, Class A5, 1.27%, due 07/15/2021 0.03%
Macquarie Bank, Ltd., 2.40%, due 01/21/2020 0.03%
American Express Credit Corp., Series MTN, 2.25%, due 05/05/2021 0.03%
Brooklyn Union Gas Co., 4.27%, due 03/15/2048 0.03%
Santander UK Group Holdings PLC, 3.12%, due 01/08/2021 0.03%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.37%, due 02/01/2022 0.03%
Daimler Finance North America LLC, 1.75%, due 10/30/2019 0.03%
Federal National Mortgage Association, 2.47%, due 11/25/2046 0.03%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.03%
Bank of New York Mellon Corp., Series MTN, 3.25%, due 09/11/2024 0.03%
Nissan Motor Acceptance Corp., 2.55%, due 03/08/2021 0.03%
Deutsche Telekom International Finance BV, 2.82%, due 01/19/2022 0.03%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.03%
Electricite de France SA, 6.00%, due 01/22/2114 0.03%
U.S. Treasury Note, 2.00%, due 10/31/2021 0.03%
Express Scripts Holding Co., 3.50%, due 06/15/2024 0.03%
World Omni Auto Receivables Trust, Series 2016-B, Class A4, 1.48%, due 11/15/2022 0.03%
Ford Motor Co., 7.45%, due 07/16/2031 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 0.03%
SoFi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 0.03%
MPLX, LP, 4.87%, due 12/01/2024 0.03%
Senior Housing Properties Trust, 4.75%, due 02/15/2028 0.03%
Enbridge, Inc., 6.25%, due 03/01/2078 0.03%
Vodafone Group PLC, 5.00%, due 05/30/2038 0.03%
Federal National Mortgage Association, 4.37%, due 04/01/2020 0.03%
Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 2.85%, due 07/25/2034 0.03%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.03%
Bank of Montreal, Series MTN, 2.35%, due 09/11/2022 0.02%
Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 05/25/2023 0.02%
Morgan Stanley, Series MTN, 5.50%, due 07/24/2020 0.02%
Marathon Petroleum Corp., 3.62%, due 09/15/2024 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 02/15/2033 0.02%
Government National Mortgage Association, 6.50%, due 10/16/2024 0.02%
Nevada Power Co., 7.12%, due 03/15/2019 0.02%
GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF, 2.56%, due 03/25/2035 0.02%
John Deere Capital Corp., Series MTN, 2.65%, due 06/24/2024 0.02%
Citigroup, Inc., 3.40%, due 05/01/2026 0.02%
Masco Corp., 6.50%, due 08/15/2032 0.02%
Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 0.02%
Resolution Funding Corp., Principal Only STRIPS, due 01/15/2026 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.02%
WEC Energy Group, Inc., 3.55%, due 06/15/2025 0.02%
Northrop Grumman Corp., 3.25%, due 01/15/2028 0.02%
Norfolk Southern Corp., 4.05%, due 08/15/2052 0.02%
Petroleos Mexicanos, 6.35%, due 02/12/2048 0.02%
Progressive Corp., 5.37%, due 03/15/2023 0.02%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.02%
Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 0.02%
Mercedes-Benz Auto Receivables Trust, Series 2015-1, Class A4, 1.75%, due 12/15/2021 0.02%
CNA Financial Corp., 3.45%, due 08/15/2027 0.02%
Westpac Banking Corp., 2.85%, due 05/13/2026 0.02%
American Tower Corp., 3.50%, due 01/31/2023 0.02%
Apple, Inc., 3.20%, due 05/11/2027 0.02%
Phillips 66, 3.90%, due 03/15/2028 0.02%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.02%
Booking Holdings, Inc., 2.75%, due 03/15/2023 0.02%
Aviation Capital Group LLC, 3.50%, due 11/01/2027 0.02%
American Airlines Pass-Through Trust, 4.95%, due 07/15/2024 0.02%
Citigroup, Inc., 4.75%, due 05/18/2046 0.02%
Microsoft Corp., 3.30%, due 02/06/2027 0.02%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.02%
Torchmark Corp., 4.55%, due 09/15/2028 0.02%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.02%
Duke Energy Corp., 2.65%, due 09/01/2026 0.02%
AXIS Equipment Finance Receivables IV LLC, Series 2016-1A, Class A, 2.21%, due 11/20/2021 0.02%
Atmos Energy Corp., 4.15%, due 01/15/2043 0.02%
Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-4, Class CB7, 5.50%, due 06/25/2035 0.02%
Comcast Corp., 3.99%, due 11/01/2049 0.02%
Encana Corp., 7.20%, due 11/01/2031 0.02%
B2R Mortgage Trust, Series 2015-1, Class A1, 2.52%, due 05/15/2048 0.02%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.02%
Eni SpA, 5.70%, due 10/01/2040 0.02%
International Paper Co., 3.00%, due 02/15/2027 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.02%
Southern Power Co., 5.15%, due 09/15/2041 0.02%
EPR Properties, 4.50%, due 06/01/2027 0.02%
EnLink Midstream Partners, LP, 2.70%, due 04/01/2019 0.02%
Federal National Mortgage Association REMIC, 6.50%, due 08/25/2032 0.02%
NiSource, Inc., 5.80%, due 02/01/2042 0.02%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.02%
Government National Mortgage Association, 5.00%, due 04/16/2023 0.02%
Abbott Laboratories, 3.87%, due 09/15/2025 0.02%
Sunoco Logistics Partners Operations, LP, 5.35%, due 05/15/2045 0.02%
Citibank Credit Card Issuance Trust, Series 2014-A6, Class A6, 2.15%, due 07/15/2021 0.02%
Hyundai Capital America, 2.40%, due 10/30/2018 0.02%
U.S. Treasury Note, 1.62%, due 07/31/2019 0.02%
Government National Mortgage Association, 6.50%, due 07/16/2032 0.02%
Abbott Laboratories, 2.80%, due 09/15/2020 0.02%
Williams Cos., Inc., 4.85%, due 03/01/2048 0.02%
Federal National Mortgage Association REMIC, 2.71%, due 05/25/2035 0.02%
AT&T, Inc., 4.30%, due 12/15/2042 0.02%
Encana Corp., 8.12%, due 09/15/2030 0.02%
Anthem, Inc., 4.65%, due 08/15/2044 0.02%
Caterpillar Financial Services Corp., Series MTN, 3.25%, due 12/01/2024 0.02%
ERP Operating, LP, 2.85%, due 11/01/2026 0.02%
Exelon Corp., 3.49%, due 06/01/2022 0.02%
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.02%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.12%, due 08/01/2023 0.02%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.02%
Dow Chemical Co., 3.00%, due 11/15/2022 0.02%
Synchrony Financial, 3.70%, due 08/04/2026 0.02%
United Airlines Pass-Through Trust, 3.45%, due 01/07/2030 0.02%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.02%
21st Century Fox America, Inc., 6.55%, due 03/15/2033 0.02%
Government National Mortgage Association, 6.00%, due 08/20/2039 0.02%
Viacom, Inc., 3.87%, due 04/01/2024 0.02%
McCormick & Co., Inc., 3.40%, due 08/15/2027 0.02%
Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 0.02%
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.02%
Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 0.02%
Bank of America Corp., 3.55%, due 03/05/2024 0.02%
Kerr-McGee Corp., 7.87%, due 09/15/2031 0.02%
Microsoft Corp., 4.75%, due 11/03/2055 0.02%
Indiana Michigan Power Co., 3.20%, due 03/15/2023 0.02%
Mosaic Co., 5.62%, due 11/15/2043 0.02%
Anadarko Finance Co., 7.50%, due 05/01/2031 0.02%
Israel Government AID Bond, 5.50%, due 09/18/2033 0.02%
Citigroup, Inc., 5.50%, due 09/13/2025 0.02%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.02%
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 2.41%, due 07/19/2035 0.02%
COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 0.02%
Government National Mortgage Association, 2.00%, due 05/16/2049 0.02%
Home Depot, Inc., 4.20%, due 04/01/2043 0.02%
GS Mortgage Securities Corp. II, Series 2013-KING, Class A, 2.70%, due 12/10/2027 0.02%
Celgene Corp., 5.70%, due 10/15/2040 0.02%
Enterprise Products Operating LLC, 6.65%, due 10/15/2034 0.02%
Goldman Sachs Group, Inc., 3.50%, due 01/23/2025 0.02%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.02%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.02%
Energy Transfer Partners, LP, 4.05%, due 03/15/2025 0.02%
Ecopetrol SA, 5.37%, due 06/26/2026 0.02%
Federal National Mortgage Association, 5.50%, due 07/01/2022 0.02%
Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 0.02%
America Movil SAB de CV, 6.12%, due 03/30/2040 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2032 0.02%
Brookfield Finance, Inc., 4.70%, due 09/20/2047 0.02%
Noble Energy, Inc., 3.90%, due 11/15/2024 0.02%
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.02%
Goldman Sachs Group, Inc., 3.00%, due 04/26/2022 0.02%
Petroleos Mexicanos, 6.37%, due 02/04/2021 0.02%
BP Capital Markets PLC, 3.81%, due 02/10/2024 0.02%
Lowe's Cos., Inc., 3.37%, due 09/15/2025 0.02%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.02%
TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 0.02%
Americold LLC, Series 2010-ARTA, Class A2FL, 3.63%, due 01/14/2029 0.02%
Diageo Investment Corp., 8.00%, due 09/15/2022 0.02%
Government National Mortgage Association, 5.86%, due 12/20/2038 0.02%
Connecticut Light & Power Co., 4.00%, due 04/01/2048 0.02%
CenterPoint Energy Resources Corp., 5.85%, due 01/15/2041 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.44%, due 10/19/2021 0.02%
Sequoia Mortgage Trust, Series 2003-1, Class 1A, 2.92%, due 04/20/2033 0.02%
Federal National Mortgage Association REMIC, 5.41%, due 12/25/2042 0.02%
Resolution Funding Corp., Principal Only STRIPS, due 10/15/2027 0.02%
Time Warner Cable LLC, 7.30%, due 07/01/2038 0.02%
Johnson Controls International PLC, 4.95%, due 07/02/2064 0.02%
DTE Electric Co., 3.70%, due 03/15/2045 0.02%
Eaton Corp., 5.80%, due 03/15/2037 0.02%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.02%
Caterpillar Financial Services Corp., 1.93%, due 10/01/2021 0.02%
Prudential Financial, Inc., 3.90%, due 12/07/2047 0.02%
Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 0.02%
Duke Energy Progress LLC, 3.70%, due 10/15/2046 0.02%
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.02%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2031 0.02%
Apple, Inc., 3.45%, due 02/09/2045 0.02%
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.02%
Ryder System, Inc., Series MTN, 2.50%, due 05/11/2020 0.02%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.02%
American Express Credit Corp., Series MTN, 1.87%, due 11/05/2018 0.02%
Alabama Power Co., 5.60%, due 03/15/2033 0.02%
Cisco Systems, Inc., 3.00%, due 06/15/2022 0.02%
AT&T, Inc., 6.37%, due 03/01/2041 0.02%
Kansas City Power & Light Co., 5.30%, due 10/01/2041 0.02%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.02%
Andeavor Logistics, LP / Tesoro Logistics Finance Corp., 5.25%, due 01/15/2025 0.02%
McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 0.02%
Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/2028 0.02%
American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 0.02%
Federal Home Loan Mortgage Corp., 4.31%, due 06/01/2036 0.02%
EQT Corp., 3.90%, due 10/01/2027 0.02%
General Mills, Inc., 4.20%, due 04/17/2028 0.02%
HSBC Holdings PLC, 4.00%, due 03/30/2022 0.02%
Intel Corp., 3.70%, due 07/29/2025 0.02%
Sunoco Logistics Partners Operations, LP, 5.95%, due 12/01/2025 0.02%
Microsoft Corp., 4.20%, due 11/03/2035 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2029 0.02%
Entergy Louisiana LLC, 2.40%, due 10/01/2026 0.02%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2024 0.02%
Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 0.02%
Citigroup, Inc., 2.70%, due 03/30/2021 0.02%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.02%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.02%
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.02%
Baker Hughes a GE Co. LLC, 5.12%, due 09/15/2040 0.02%
Equinor ASA, 3.25%, due 11/10/2024 0.02%
Morgan Stanley, 5.75%, due 01/25/2021 0.02%
Keurig Dr. Pepper, Inc., 3.13%, due 12/15/2023 0.02%
PacifiCorp, 3.60%, due 04/01/2024 0.02%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.02%
Nationstar HECM Loan Trust, Series 2017-1A, Class M1, 2.94%, due 05/25/2027 0.02%
Federal National Mortgage Association, 5.50%, due 05/01/2036 0.02%
Nevada Power Co., 5.37%, due 09/15/2040 0.02%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.02%
Amgen, Inc., 4.95%, due 10/01/2041 0.02%
Australia & New Zealand Banking Group, Ltd., 4.87%, due 01/12/2021 0.02%
Sysco Corp., 3.55%, due 03/15/2025 0.02%
Southwestern Public Service Co., 4.50%, due 08/15/2041 0.02%
Nutrien, Ltd., 3.37%, due 03/15/2025 0.02%
Berkshire Hathaway Energy Co., 3.50%, due 02/01/2025 0.02%
Federal National Mortgage Association REMIC, 13.43%, due 05/25/2034 0.02%
Nordea Bank AB, 4.87%, due 01/27/2020 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 04/01/2038 0.02%
Johnson Controls International PLC, 5.25%, due 12/01/2041 0.02%
American Express Co., 3.62%, due 12/05/2024 0.02%
Consumers Energy Co., 6.12%, due 03/15/2019 0.02%
MPLX, LP, 4.12%, due 03/01/2027 0.02%
GS Mortgage Securities Trust, Series 2011-GC5, Class D, 5.55%, due 08/10/2044 0.02%
Oracle Corp., 6.12%, due 07/08/2039 0.02%
Goodman US Finance Three LLC, 3.70%, due 03/15/2028 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 0.02%
CPS Auto Receivables Trust, Series 2014-D, Class C, 4.35%, due 11/16/2020 0.02%
Illinois Tool Works, Inc., 3.50%, due 03/01/2024 0.02%
Ohio State University, Series A, 4.04%, due 12/01/2056 0.02%
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1, 3.62%, due 11/25/2035 0.02%
Citigroup, Inc., 4.40%, due 06/10/2025 0.02%
Discover Bank, 2.60%, due 11/13/2018 0.02%
American International Group, Inc., 4.70%, due 07/10/2035 0.02%
Government National Mortgage Association, 6.00%, due 09/20/2038 0.02%
Nissan Auto Lease Trust, Series 2016-B, Class A4, 1.61%, due 01/18/2022 0.02%
AT&T, Inc., 5.25%, due 03/01/2037 0.02%
Hyundai Auto Lease Securitization Trust, Series 2016-C, Class A4, 1.65%, due 07/15/2020 0.02%
Reliance Standard Life Global Funding II, 3.05%, due 01/20/2021 0.02%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.02%
CMS Energy Corp., 3.87%, due 03/01/2024 0.02%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.02%
Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.37%, due 03/15/2032 0.02%
Reliance Standard Life Global Funding II, 2.50%, due 01/15/2020 0.02%
Canadian Natural Resources, Ltd., 3.80%, due 04/15/2024 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 0.02%
Amgen, Inc., 4.66%, due 06/15/2051 0.02%
Brambles USA, Inc., 4.12%, due 10/23/2025 0.02%
Walgreens Boots Alliance, Inc., 3.80%, due 11/18/2024 0.02%
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 0.02%
PacifiCorp, 2.95%, due 02/01/2022 0.02%
Unilever Capital Corp., 3.37%, due 03/22/2025 0.02%
Government National Mortgage Association, 6.50%, due 07/20/2032 0.02%
WestRock Co., 3.75%, due 03/15/2025 0.02%
Petroleos Mexicanos, 6.37%, due 01/23/2045 0.02%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.02%
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 2.56%, due 05/25/2036 0.02%
ORIX Corp., 2.90%, due 07/18/2022 0.02%
Aon PLC, 3.50%, due 06/14/2024 0.02%
CarNow Auto Receivables Trust, Series 2016-1A, Class B, 3.49%, due 02/15/2021 0.02%
AutoZone, Inc., 2.50%, due 04/15/2021 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Citigroup, Inc., 3.87%, due 03/26/2025 0.02%
SES SA, 3.60%, due 04/04/2023 0.02%
Enbridge, Inc., 4.50%, due 06/10/2044 0.02%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.02%
Ecopetrol SA, 4.12%, due 01/16/2025 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.02%
CVS Health Corp., 2.75%, due 12/01/2022 0.02%
Buckeye Partners, LP, 5.85%, due 11/15/2043 0.02%
21st Century Fox America, Inc., 8.87%, due 04/26/2023 0.02%
MassMutual Global Funding II, 2.50%, due 10/17/2022 0.02%
Sequoia Mortgage Trust, Series 2004-11, Class A1, 2.76%, due 12/20/2034 0.02%
Government National Mortgage Association, 2.51%, due 04/20/2060 0.02%
Microsoft Corp., 1.55%, due 08/08/2021 0.02%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.48%, due 03/25/2036 0.02%
Edison International, 2.95%, due 03/15/2023 0.02%
Boston Properties, LP, 3.20%, due 01/15/2025 0.02%
Federal Home Loan Mortgage Corp. REMIC, 10.30%, due 02/15/2040 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.02%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 0.02%
Ventas Realty, LP, 3.85%, due 04/01/2027 0.02%
Mexico Government International Bond, 4.35%, due 01/15/2047 0.02%
PNC Financial Services Group, Inc., 4.37%, due 08/11/2020 0.02%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.02%
Petroleos Mexicanos, 5.35%, due 02/12/2028 0.02%
Home Depot, Inc., 2.12%, due 09/15/2026 0.02%
American Tower Corp., 3.37%, due 10/15/2026 0.02%
Mosaic Co., 5.45%, due 11/15/2033 0.02%
CPS Auto Receivables Trust, Series 2014-C, Class C, 3.77%, due 08/17/2020 0.02%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2036 0.02%
American Express Credit Corp., Series MTN, 2.70%, due 03/03/2022 0.02%
Federal National Mortgage Association, 3.59%, due 10/01/2020 0.02%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 05/15/2032 0.02%
Invesco Finance PLC, 3.75%, due 01/15/2026 0.02%
Baltimore Gas & Electric Co., 2.80%, due 08/15/2022 0.02%
Energy Transfer Partners, LP, 3.60%, due 02/01/2023 0.02%
Toyota Auto Receivables Owner Trust, Series 2016-B, Class A3, 1.30%, due 04/15/2020 0.02%
Duke Energy Indiana LLC, 3.75%, due 05/15/2046 0.02%
Apple, Inc., 4.50%, due 02/23/2036 0.02%
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.24%, due 12/25/2044 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 4.22%, due 10/25/2033 0.02%
Express Scripts Holding Co., 4.80%, due 07/15/2046 0.02%
US Bancorp, Series MTN, 2.37%, due 07/22/2026 0.02%
PNC Financial Services Group, Inc., 3.90%, due 04/29/2024 0.02%
Voya Financial, Inc., 3.65%, due 06/15/2026 0.02%
FedEx Corp., 3.90%, due 02/01/2035 0.02%
New York State Electric & Gas Corp., 3.25%, due 12/01/2026 0.02%
Intercontinental Exchange, Inc., 4.00%, due 10/15/2023 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 0.02%
HCP, Inc., 3.40%, due 02/01/2025 0.02%
Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 0.02%
Xcel Energy, Inc., 6.50%, due 07/01/2036 0.02%
American Tower Corp., 5.00%, due 02/15/2024 0.02%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.02%
Dominion Energy, Inc., 2.75%, due 09/15/2022 0.02%
21st Century Fox America, Inc., 9.50%, due 07/15/2024 0.02%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.02%
Federal Home Loan Mortgage Corp., 3.92%, due 02/01/2036 0.02%
Medtronic, Inc., 3.12%, due 03/15/2022 0.02%
International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 0.02%
CMS Energy Corp., 2.95%, due 02/15/2027 0.02%
ERP Operating, LP, 3.50%, due 03/01/2028 0.02%
Mylan NV, 2.50%, due 06/07/2019 0.02%
Morgan Stanley, 4.30%, due 01/27/2045 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.02%
AEP Transmission Co. LLC, 4.00%, due 12/01/2046 0.02%
Energy Transfer Partners, LP, 4.75%, due 01/15/2026 0.02%
New England Power Co., 3.80%, due 12/05/2047 0.02%
Pacific Gas & Electric Co., 4.50%, due 12/15/2041 0.02%
State Street Corp., 3.55%, due 08/18/2025 0.02%
Cisco Systems, Inc., 5.90%, due 02/15/2039 0.02%
Eaton Corp., 7.62%, due 04/01/2024 0.02%
Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 0.02%
McCormick & Co., Inc., 3.15%, due 08/15/2024 0.02%
Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 0.01%
DXC Technology Co., 4.25%, due 04/15/2024 0.01%
Microsoft Corp., 3.95%, due 08/08/2056 0.01%
Burlington Northern Santa Fe LLC, 3.05%, due 03/15/2022 0.01%
Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 0.01%
Entergy Louisiana LLC, 3.05%, due 06/01/2031 0.01%
United Technologies Corp., 4.50%, due 06/01/2042 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.01%
Southern Co., 3.25%, due 07/01/2026 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2032 0.01%
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 2.56%, due 09/25/2035 0.01%
Royal Bank of Canada, 2.00%, due 10/01/2018 0.01%
Berkshire Hathaway Finance Corp., 4.30%, due 05/15/2043 0.01%
Dollar General Corp., 4.12%, due 05/01/2028 0.01%
International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 0.01%
PepsiCo, Inc., 4.60%, due 07/17/2045 0.01%
KeySpan Gas East Corp., 2.74%, due 08/15/2026 0.01%
Eni USA, Inc., 7.30%, due 11/15/2027 0.01%
Valero Energy Corp., 7.50%, due 04/15/2032 0.01%
Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 0.01%
Covidien International Finance SA, 2.95%, due 06/15/2023 0.01%
Anadarko Petroleum Corp., 8.70%, due 03/15/2019 0.01%
Bayer US Finance II LLC, 4.70%, due 07/15/2064 0.01%
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 4.12%, due 02/25/2037 0.01%
Jersey Central Power & Light Co., 6.15%, due 06/01/2037 0.01%
Discovery Communications LLC, 4.37%, due 06/15/2021 0.01%
CBS Corp., 4.00%, due 01/15/2026 0.01%
Berkshire Hathaway Energy Co., 2.40%, due 02/01/2020 0.01%
Viacom, Inc., 4.37%, due 03/15/2043 0.01%
Federal National Mortgage Association REMIC, 11.83%, due 07/25/2035 0.01%
City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 0.01%
Exeter Automobile Receivables Trust, Series 2016-3A, Class A, 1.84%, due 11/16/2020 0.01%
American Water Capital Corp., 4.00%, due 12/01/2046 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 04/15/2032 0.01%
Apple, Inc., 3.45%, due 05/06/2024 0.01%
Electricite de France SA, 2.15%, due 01/22/2019 0.01%
Brookfield Finance, Inc., 3.90%, due 01/25/2028 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 0.01%
World Omni Auto Receivables Trust, Series 2015-B, Class A4, 1.84%, due 01/17/2022 0.01%
Enable Midstream Partners, LP, 4.95%, due 05/15/2028 0.01%
Ingersoll-Rand Luxembourg Finance SA, 2.62%, due 05/01/2020 0.01%
Westlake Chemical Corp., 4.37%, due 11/15/2047 0.01%
Federal National Mortgage Association REMIC, 7.11%, due 07/25/2035 0.01%
American International Group, Inc., 3.75%, due 07/10/2025 0.01%
Wisconsin Electric Power Co., 3.10%, due 06/01/2025 0.01%
Electricite de France SA, 2.35%, due 10/13/2020 0.01%
Ryder System, Inc., Series MTN, 2.65%, due 03/02/2020 0.01%
Verizon Owner Trust, Series 2016-1A, Class A, 1.42%, due 01/20/2021 0.01%
Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PWR9, Class C, 5.05%, due 09/11/2042 0.01%
Southern California Edison Co., 5.55%, due 01/15/2036 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-P, Class 2A1, 4.63%, due 09/25/2034 0.01%
Canadian Natural Resources, Ltd., 5.85%, due 02/01/2035 0.01%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-G, Class A1, 4.46%, due 06/25/2033 0.01%
Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 0.01%
FirstKey Lending Trust, Series 2015-SFR1, Class B, 3.41%, due 03/09/2047 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-I, Class 1A1, 4.12%, due 07/25/2034 0.01%
Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 4.75%, due 11/25/2033 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2033 0.01%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.01%
Entergy Mississippi, Inc., 2.85%, due 06/01/2028 0.01%
Ecopetrol SA, 5.87%, due 09/18/2023 0.01%
Realty Income Corp., 4.65%, due 03/15/2047 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class A, 2.38%, due 10/15/2020 0.01%
Morgan Stanley Capital I Trust, Series 2011-C3, Class A3, 4.05%, due 07/15/2049 0.01%
Southern Co. Gas Capital Corp., 3.50%, due 09/15/2021 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 3A1, 4.37%, due 12/25/2034 0.01%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.01%
Nissan Motor Acceptance Corp., 1.90%, due 09/14/2021 0.01%
Welltower, Inc., 4.50%, due 01/15/2024 0.01%
Occidental Petroleum Corp., 3.00%, due 02/15/2027 0.01%
Sysco Corp., 3.75%, due 10/01/2025 0.01%
SunTrust Banks, Inc., 2.70%, due 01/27/2022 0.01%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 08/25/2042 0.01%
Duke Energy Progress LLC, 4.10%, due 03/15/2043 0.01%
Atmos Energy Corp., 4.12%, due 10/15/2044 0.01%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.01%
Commonwealth Edison Co., 3.65%, due 06/15/2046 0.01%
Lowe's Cos., Inc., 3.12%, due 09/15/2024 0.01%
Express Scripts Holding Co., 3.00%, due 07/15/2023 0.01%
Digital Realty Trust, LP, 3.70%, due 08/15/2027 0.01%
Teva Pharmaceutical Finance Netherlands III BV, 1.70%, due 07/19/2019 0.01%
Zimmer Biomet Holdings, Inc., 3.70%, due 03/19/2023 0.01%
Sempra Energy, 4.05%, due 12/01/2023 0.01%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.01%
John Deere Capital Corp., Series MTN, 2.70%, due 01/06/2023 0.01%
Aetna, Inc., 2.80%, due 06/15/2023 0.01%
Boston Properties, LP, 3.65%, due 02/01/2026 0.01%
Entergy Corp., 2.95%, due 09/01/2026 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 0.01%
Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 0.01%
Invesco Finance PLC, 4.00%, due 01/30/2024 0.01%
Tennessee Valley Authority, Principal Only STRIPS, Series 1-38, due 01/15/2038 0.01%
Federal National Mortgage Association REMIC, 6.00%, due 07/25/2023 0.01%
John Deere Capital Corp., 2.80%, due 01/27/2023 0.01%
Spectra Energy Partners, LP, 5.95%, due 09/25/2043 0.01%
Southern California Edison Co., 6.05%, due 03/15/2039 0.01%
Union Pacific Corp., 4.10%, due 09/15/2067 0.01%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.01%
Gilead Sciences, Inc., 3.65%, due 03/01/2026 0.01%
Phillips 66 Partners, LP, 4.90%, due 10/01/2046 0.01%
Analog Devices, Inc., 3.12%, due 12/05/2023 0.01%
Toyota Auto Receivables Owner Trust, Series 2015-B, Class A4, 1.74%, due 09/15/2020 0.01%
Federal National Mortgage Association REMIC, 2.56%, due 04/25/2035 0.01%
Cargill, Inc., 3.30%, due 03/01/2022 0.01%
Kansas City Power & Light Co., 3.15%, due 03/15/2023 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
U.S. Treasury Note, 0.87%, due 07/31/2019 0.01%
PPL Capital Funding, Inc., 3.40%, due 06/01/2023 0.01%
Western Gas Partners, LP, 4.00%, due 07/01/2022 0.01%
Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 0.01%
Flagship Credit Auto Trust, Series 2016-1, Class A, 2.77%, due 12/15/2020 0.01%
CMS Energy Corp., 3.00%, due 05/15/2026 0.01%
ONEOK Partners, LP, 5.00%, due 09/15/2023 0.01%
Federal Home Loan Mortgage Corp., 7.00%, due 01/01/2031 0.01%
Rockwell Collins, Inc., 3.20%, due 03/15/2024 0.01%
Canadian Pacific Railway Co., 6.12%, due 09/15/2115 0.01%
Sherwin-Williams Co., 3.12%, due 06/01/2024 0.01%
Halliburton Co., 7.45%, due 09/15/2039 0.01%
Gilead Sciences, Inc., 4.60%, due 09/01/2035 0.01%
Allergan, Inc., 3.37%, due 09/15/2020 0.01%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.01%
PNC Financial Services Group, Inc., 5.12%, due 02/08/2020 0.01%
Williams Cos., Inc., 3.90%, due 01/15/2025 0.01%
TC PipeLines, LP, 3.90%, due 05/25/2027 0.01%
Federal National Mortgage Association REMIC, 6.50%, due 05/25/2044 0.01%
Johnson Controls International PLC, 3.75%, due 12/01/2021 0.01%
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.01%
Flagship Credit Auto Trust, Series 2014-2, Class C, 3.95%, due 12/15/2020 0.01%
Mylan NV, 3.95%, due 06/15/2026 0.01%
Northern Trust Corp., 3.37%, due 05/08/2032 0.01%
21st Century Fox America, Inc., 6.65%, due 11/15/2037 0.01%
UDR, Inc., Series MTN, 2.95%, due 09/01/2026 0.01%
Rogers Communications, Inc., 8.75%, due 05/01/2032 0.01%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.01%
Florida Power & Light Co., 4.95%, due 06/01/2035 0.01%
Halliburton Co., 7.60%, due 08/15/2096 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR16, Class 2A1, 3.80%, due 02/25/2034 0.01%
Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 0.01%
Federal National Mortgage Association REMIC, 5.92%, due 12/25/2042 0.01%
ERAC USA Finance LLC, 5.62%, due 03/15/2042 0.01%
Edison International, 4.12%, due 03/15/2028 0.01%
MUFG Americas Holdings Corp., 2.25%, due 02/10/2020 0.01%
Gilead Sciences, Inc., 3.50%, due 02/01/2025 0.01%
Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 0.01%
Petro-Canada, 6.80%, due 05/15/2038 0.01%
Duke Energy Progress LLC, 4.15%, due 12/01/2044 0.01%
BAT Capital Corp., 4.39%, due 08/15/2037 0.01%
United Technologies Corp., 3.10%, due 06/01/2022 0.01%
Canadian Pacific Railway Co., 7.12%, due 10/15/2031 0.01%
Enbridge, Inc., 3.70%, due 07/15/2027 0.01%
Aetna, Inc., 6.75%, due 12/15/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 10/15/2030 0.01%
Alabama Power Co., 4.10%, due 01/15/2042 0.01%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.01%
Appalachian Power Co., 6.70%, due 08/15/2037 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 4.05%, due 12/25/2034 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 0.01%
Apache Corp., 6.00%, due 01/15/2037 0.01%
21st Century Fox America, Inc., 7.30%, due 04/30/2028 0.01%
Florida Power & Light Co., 5.95%, due 02/01/2038 0.01%
Burlington Northern Santa Fe LLC, 6.70%, due 08/01/2028 0.01%
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4, 6.00%, due 02/25/2036 0.01%
Jefferies Group LLC, 6.45%, due 06/08/2027 0.01%
Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 0.01%
Federal National Mortgage Association REMIC, 15.34%, due 06/25/2035 0.01%
Exelon Corp., 3.40%, due 04/15/2026 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.21%, due 10/15/2037 0.01%
Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.67%, due 02/25/2036 0.01%
United Technologies Corp., 3.95%, due 08/16/2025 0.01%
United Technologies Corp., 4.45%, due 11/16/2038 0.01%
Dominion Energy, Inc., 1.60%, due 08/15/2019 0.01%
Duke Energy Carolinas LLC, 6.00%, due 01/15/2038 0.01%
CarMax Auto Owner Trust, Series 2016-2, Class A3, 1.52%, due 02/16/2021 0.01%
Federal Home Loan Mortgage Corp., 4.61%, due 02/01/2037 0.01%
SunTrust Banks, Inc., 2.90%, due 03/03/2021 0.01%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.01%
Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 0.01%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 0.01%
Public Service Co. of Colorado, 6.50%, due 08/01/2038 0.01%
BCAP LLC Trust, Series 2010-RR7, Class 2A1, 3.64%, due 07/26/2045 0.01%
Chevron Corp., 2.35%, due 12/05/2022 0.01%
Federal National Mortgage Association REMIC, 13.43%, due 04/25/2034 0.01%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.01%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.01%
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9, 6.00%, due 09/25/2035 0.01%
Nevada Power Co., 5.45%, due 05/15/2041 0.01%
Parker-Hannifin Corp., 4.10%, due 03/01/2047 0.01%
Federal National Mortgage Association, 6.00%, due 10/01/2033 0.01%
Oncor Electric Delivery Co. LLC, 7.00%, due 09/01/2022 0.01%
Microsoft Corp., 4.00%, due 02/12/2055 0.01%
Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 0.01%
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 0.01%
San Diego Gas & Electric Co., 6.00%, due 06/01/2026 0.01%
Jackson National Life Global Funding, 3.25%, due 01/30/2024 0.01%
Kraft Heinz Foods Co., 5.00%, due 06/04/2042 0.01%
Lowe's Cos., Inc., 4.65%, due 04/15/2042 0.01%
Entergy Arkansas, Inc., 3.50%, due 04/01/2026 0.01%
Praxair, Inc., 2.65%, due 02/05/2025 0.01%
Dominion Energy, Inc., 2.85%, due 08/15/2026 0.01%
BHP Billiton Finance USA, Ltd., 5.00%, due 09/30/2043 0.01%
Bank of The West Auto Trust, Series 2015-1, Class A4, 1.66%, due 09/15/2020 0.01%
Apache Corp., 2.62%, due 01/15/2023 0.01%
Allstate Corp., 5.35%, due 06/01/2033 0.01%
Thermo Fisher Scientific, Inc., 3.00%, due 04/15/2023 0.01%
National Rural Utilities Cooperative Finance Corp., 2.95%, due 02/07/2024 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.01%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-33H, Class 1A1, 5.50%, due 10/25/2033 0.01%
American International Group, Inc., 4.20%, due 04/01/2028 0.01%
MPLX, LP, 5.20%, due 03/01/2047 0.01%
Alternative Loan Trust, Series 2005-54CB, Class 1A11, 5.50%, due 11/25/2035 0.01%
FirstEnergy Corp., 4.85%, due 07/15/2047 0.01%
Apache Corp., 4.75%, due 04/15/2043 0.01%
AT&T, Inc., 5.80%, due 02/15/2019 0.01%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.01%
Anthem, Inc., 4.65%, due 01/15/2043 0.01%
Progress Energy, Inc., 3.15%, due 04/01/2022 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.31%, due 01/25/2041 0.01%
Ohio Power Co., 5.37%, due 10/01/2021 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.42%, due 07/15/2032 0.01%
Northrop Grumman Systems Corp., 7.75%, due 02/15/2031 0.01%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.01%
NextEra Energy Capital Holdings, Inc., 2.40%, due 09/15/2019 0.01%
Chevron Corp., 2.89%, due 03/03/2024 0.01%
Government National Mortgage Association, 6.50%, due 06/20/2032 0.01%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.59%, due 09/25/2020 0.01%
U.S. Treasury Bond, 5.37%, due 02/15/2031 0.01%
Citigroup, Inc., 5.87%, due 01/30/2042 0.01%
Microsoft Corp., 2.37%, due 05/01/2023 0.01%
Albemarle Corp., 5.45%, due 12/01/2044 0.01%
Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 0.01%
Continental Credit Card, Series 2016-1A, Class A, 4.56%, due 01/15/2023 0.01%
Ventas Realty, LP, 3.50%, due 02/01/2025 0.01%
Sempra Energy, 9.80%, due 02/15/2019 0.01%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.01%
Government National Mortgage Association, 2.50%, due 09/16/2056 0.01%
Time Warner Cable LLC, 8.75%, due 02/14/2019 0.01%
Amgen, Inc., 5.70%, due 02/01/2019 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.01%
Government National Mortgage Association, 13.72%, due 04/16/2034 0.01%
Northern States Power Co., 6.25%, due 06/01/2036 0.01%
ERAC USA Finance LLC, 5.25%, due 10/01/2020 0.01%
AvalonBay Communities, Inc., Series MTN, 3.50%, due 11/15/2024 0.01%
Liberty Property, LP, 3.25%, due 10/01/2026 0.01%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 02/15/2023 0.01%
Federal National Mortgage Association, 2.03%, due 08/01/2019 0.01%
Banc of America Funding Trust, Series 2005-E, Class 4A1, 4.12%, due 03/20/2035 0.01%
Johnson & Johnson, 4.37%, due 12/05/2033 0.01%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.01%
Anthem, Inc., 4.62%, due 05/15/2042 0.01%
UnitedHealth Group, Inc., 2.87%, due 03/15/2023 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 09/01/2034 0.01%
ERP Operating, LP, 3.00%, due 04/15/2023 0.01%
Liberty Mutual Group, Inc., 4.95%, due 05/01/2022 0.01%
Chubb INA Holdings, Inc., 3.35%, due 05/03/2026 0.01%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 04/15/2058 0.01%
Alternative Loan Trust, Interest Only STRIPS, Series 2005-22T1, Class A2, 2.85%, due 06/25/2035 0.01%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 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, 4.66%, due 08/25/2033 0.01%
Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 0.01%
Mylan, Inc., 5.40%, due 11/29/2043 0.01%
USAA Auto Owner Trust, Series 2015-1, Class A4, 1.54%, due 11/16/2020 0.01%
Dow Chemical Co., 5.25%, due 11/15/2041 0.01%
Alabama Power Co., 3.75%, due 03/01/2045 0.01%
ERP Operating, LP, 4.62%, due 12/15/2021 0.01%
Gilead Sciences, Inc., 4.00%, due 09/01/2036 0.01%
Government National Mortgage Association, 15.69%, due 04/20/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2031 0.01%
State Street Corp., 3.10%, due 05/15/2023 0.01%
Sunoco Logistics Partners Operations, LP, 4.25%, due 04/01/2024 0.01%
Public Service Co. of Colorado, 3.55%, due 06/15/2046 0.01%
Citigroup, Inc., 4.12%, due 07/25/2028 0.01%
Drive Auto Receivables Trust, Series 2017-AA, Class B, 2.51%, due 01/15/2021 0.01%
Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 0.01%
Enterprise Products Operating LLC, 4.95%, due 10/15/2054 0.01%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.01%
Republic Services, Inc., 2.90%, due 07/01/2026 0.01%
Crown Castle International Corp., 4.00%, due 03/01/2027 0.01%
Government National Mortgage Association, 2.07%, due 07/16/2048 0.01%
Caterpillar Financial Services Corp., Series MTN, 2.85%, due 06/01/2022 0.01%
Southern Co. Gas Capital Corp., 2.45%, due 10/01/2023 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 03/20/2037 0.01%
Kellogg Co., 3.40%, due 11/15/2027 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2034 0.01%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.01%
Ventas Realty, LP, 4.12%, due 01/15/2026 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2022 0.01%
BAMLL Re-REMIC Trust, Series 2015-FR11, Class A705, 0.89%, due 09/27/2044 0.01%
Vale Overseas, Ltd., 6.25%, due 08/10/2026 0.01%
Petroleos Mexicanos, 4.87%, due 01/18/2024 0.01%
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.01%
Chase Funding Trust, Series 2003-6, Class 1A7, 5.07%, due 11/25/2034 0.01%
General Mills, Inc., 4.55%, due 04/17/2038 0.01%
Federal Home Loan Mortgage Corp. REMIC, 16.57%, due 06/15/2034 0.01%
Energy Transfer Partners, LP, 6.50%, due 02/01/2042 0.01%
Peru Government International Bond, 5.62%, due 11/18/2050 0.01%
Federal National Mortgage Association, 2.56%, due 08/25/2019 0.01%
AT&T, Inc., 4.35%, due 06/15/2045 0.01%
Federal National Mortgage Association, 6.00%, due 11/01/2037 0.01%
Federal National Mortgage Association, 6.50%, due 10/01/2036 0.01%
Centel Capital Corp., 9.00%, due 10/15/2019 0.01%
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 2.82%, due 10/19/2034 0.01%
Roper Technologies, Inc., 3.00%, due 12/15/2020 0.01%
Airbus Finance BV, 2.70%, due 04/17/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 0.01%
CSX Corp., 5.50%, due 04/15/2041 0.01%
Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 0.01%
Enterprise Products Operating LLC, 5.10%, due 02/15/2045 0.01%
San Diego Gas & Electric Co., 3.95%, due 11/15/2041 0.01%
Consumers Energy Co., 3.25%, due 08/15/2046 0.01%
Schlumberger Investment SA, 3.30%, due 09/14/2021 0.01%
Blackstone Holdings Finance Co. LLC, 4.45%, due 07/15/2045 0.01%
Encana Corp., 6.50%, due 05/15/2019 0.01%
Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 12/15/2030 0.01%
Occidental Petroleum Corp., 4.62%, due 06/15/2045 0.01%
Duke Realty, LP, 3.25%, due 06/30/2026 0.01%
Citigroup, Inc., 8.12%, due 07/15/2039 0.01%
Allstate Corp., 3.15%, due 06/15/2023 0.01%
GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 0.01%
PHH Alternative Mortgage Trust, Interest Only STRIPS, Series 2007-2, Class 2X, 6.00%, due 05/25/2037 0.01%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.17%, due 04/21/2034 0.01%
John Deere Capital Corp., Series MTN, 2.45%, due 09/11/2020 0.01%
Federal Home Loan Mortgage Corp., 4.23%, due 07/01/2036 0.01%
Home Depot, Inc., 2.62%, due 06/01/2022 0.01%
Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 06/16/2033 0.01%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.01%
Prosper Marketplace Issuance Trust, Series 2017-1A, Class A, 2.56%, due 06/15/2023 0.01%
Citizens Financial Group, Inc., 2.37%, due 07/28/2021 0.01%
Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 04/15/2033 0.01%
American Airlines Pass-Through Trust, 3.65%, due 12/15/2029 0.01%
Quest Diagnostics, Inc., 3.45%, due 06/01/2026 0.01%
Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 0.01%
CME Group, Inc., 5.30%, due 09/15/2043 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
Federal Home Loan Mortgage Corp. REMIC, 8.96%, due 07/15/2033 0.01%
Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 0.01%
PepsiCo, Inc., 4.87%, due 11/01/2040 0.01%
Atmos Energy Corp., 8.50%, due 03/15/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 08/15/2030 0.01%
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 4.12%, due 07/25/2037 0.01%
Citigroup, Inc., 5.30%, due 05/06/2044 0.01%
Nordstrom, Inc., 4.00%, due 10/15/2021 0.01%
Pennsylvania Electric Co., 3.25%, due 03/15/2028 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 08/01/2038 0.01%
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 0.01%
Texas Eastern Transmission, LP, 3.50%, due 01/15/2028 0.01%
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-2, Class 1A4, 2.83%, due 04/25/2035 0.01%
CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4, 5.25%, due 11/25/2033 0.01%
EOG Resources, Inc., 2.62%, due 03/15/2023 0.01%
Nissan Auto Lease Trust, Series 2016-A, Class A4, 1.65%, due 10/15/2021 0.01%
Thermo Fisher Scientific, Inc., 4.15%, due 02/01/2024 0.01%
Northrop Grumman Corp., 3.85%, due 04/15/2045 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.01%
Caterpillar, Inc., 2.60%, due 06/26/2022 0.01%
Southern California Edison Co., 1.84%, due 02/01/2022 0.01%
Federal Home Loan Mortgage Corp., 3.60%, due 10/01/2036 0.01%
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.77%, due 03/25/2039 0.01%
Union Pacific Railroad Co. Pass-Through Trust, 4.69%, due 01/02/2024 0.01%
John Deere Capital Corp., Series MTN, 3.15%, due 10/15/2021 0.01%
Federal National Mortgage Association, 5.00%, due 05/01/2023 0.01%
Norfolk Southern Corp., 3.95%, due 10/01/2042 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2024 0.01%
Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 0.01%
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 0.01%
Hyundai Auto Receivables Trust, Series 2015-A, Class A4, 1.37%, due 07/15/2020 0.01%
Federal National Mortgage Association, 3.74%, due 01/01/2036 0.01%
Phillips 66 Partners, LP, 3.55%, due 10/01/2026 0.01%
Newell Brands, Inc., 2.60%, due 03/29/2019 0.01%
Duke Energy Progress LLC, 4.10%, due 05/15/2042 0.01%
Xylem, Inc., 3.25%, due 11/01/2026 0.01%
BB&T Corp., 5.25%, due 11/01/2019 0.01%
American Honda Finance Corp., Series MTN, 2.30%, due 09/09/2026 0.01%
Public Service Co. of Oklahoma, 4.40%, due 02/01/2021 0.01%
BAE Systems Holdings, Inc., 6.37%, due 06/01/2019 0.01%
Federal Home Loan Mortgage Corp., 4.35%, due 03/01/2037 0.01%
Bank of New York Mellon Corp., Series MTN, 4.60%, due 01/15/2020 0.01%
UBS-Barclays Commercial Mortgage Trust, Interest Only STRIPS, Series 2012-C2, Class XA, 1.48%, due 05/10/2063 0.01%
Arrow Electronics, Inc., 4.50%, due 03/01/2023 0.01%
Federal Home Loan Mortgage Corp., 3.70%, due 01/01/2035 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.01%
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-3, Class CX, 5.50%, due 05/25/2035 0.01%
HCP, Inc., 4.20%, due 03/01/2024 0.01%
Public Service Electric & Gas Co., Series MTN, 1.80%, due 06/01/2019 0.01%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.01%
ONEOK Partners, LP, 3.37%, due 10/01/2022 0.01%
Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 0.01%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.04%, due 06/15/2038 0.01%
Total Capital International SA, 3.75%, due 04/10/2024 0.01%
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 3.97%, due 11/25/2033 0.01%
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 3.27%, due 04/25/2040 0.01%
Massachusetts Mutual Life Insurance Co., 5.37%, due 12/01/2041 0.01%
Federal National Mortgage Association REMIC, 2.23%, due 06/27/2036 0.01%
ABB Finance USA, Inc., 2.87%, due 05/08/2022 0.00%**
Virginia Electric & Power Co., 4.45%, due 02/15/2044 0.00%**
Federal National Mortgage Association REMIC, 16.44%, due 03/25/2036 0.00%**
Federal Home Loan Mortgage Corp., 3.45%, due 11/01/2036 0.00%**
Federal Home Loan Mortgage Corp., 4.15%, due 08/01/2036 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
Anthem, Inc., 3.30%, due 01/15/2023 0.00%**
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2036 0.00%**
Morgan Stanley Re-REMIC Trust, Series 2012-XA, Class B, 0.25%, due 07/27/2049 0.00%**
Hewlett Packard Enterprise Co., 2.85%, due 10/05/2018 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 0.00%**
Government National Mortgage Association, 18.83%, due 09/20/2034 0.00%**
Government National Mortgage Association, 9.06%, due 10/20/2037 0.00%**
Boston Gas Co., 4.48%, due 02/15/2042 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 0.00%**
Federal National Mortgage Association REMIC, 11.17%, due 11/25/2031 0.00%**
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 0.00%**
Federal Home Loan Mortgage Corp., 4.12%, due 05/01/2036 0.00%**
PNC Financial Services Group, Inc., 6.70%, due 06/10/2019 0.00%**
Federal National Mortgage Association REMIC, 8.49%, due 07/25/2033 0.00%**
Federal National Mortgage Association REMIC, 10.40%, due 05/25/2034 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 4.22%, due 06/25/2033 0.00%**
Aetna, Inc., 4.50%, due 05/15/2042 0.00%**
Government National Mortgage Association, 2.78%, due 05/20/2061 0.00%**
Canadian Natural Resources, Ltd., 7.20%, due 01/15/2032 0.00%**
Federal Home Loan Mortgage Corp., 3.91%, due 10/01/2036 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 10/25/2042 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.40%, due 11/15/2023 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2036 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2, 3.74%, due 04/25/2034 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-V, Class 1A1, 4.36%, due 10/25/2034 0.00%**
Burlington Northern Santa Fe LLC, 3.45%, due 09/15/2021 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 02/25/2022 0.00%**
Alternative Loan Trust, Interest Only STRIPS, Series 2005-20CB, Class 3A8, 2.53%, due 07/25/2035 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2023 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 4.41%, due 11/21/2034 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 02/01/2033 0.00%**
Buckeye Partners, LP, 3.95%, due 12/01/2026 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.91%, due 08/25/2038 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1, 3.93%, due 06/25/2034 0.00%**
Eaton Corp., 4.00%, due 11/02/2032 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.24%, due 05/16/2038 0.00%**
Morgan Stanley, Series MTN, 2.20%, due 12/07/2018 0.00%**
Baxalta, Inc., 3.60%, due 06/23/2022 0.00%**
Government National Mortgage Association, 11.23%, due 06/17/2035 0.00%**
Merck & Co., Inc., 3.70%, due 02/10/2045 0.00%**
Impac Secured Assets Trust, Series 2006-2, Class 2A1, 2.56%, due 08/25/2036 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2005-7, Class 30, due 11/25/2035 0.00%**
Becton Dickinson and Co., 3.73%, due 12/15/2024 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR8, Class 2A1, 4.10%, due 06/25/2035 0.00%**
Citigroup Mortgage Loan Trust, Series 2003-1, Class 2A5, 5.25%, due 10/25/2033 0.00%**
Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2, 3.46%, due 01/25/2036 0.00%**
U.S. Treasury Note, 2.00%, due 08/15/2025 0.00%**
Phillips 66, 4.30%, due 04/01/2022 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 02/25/2034 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A, 3.62%, due 05/20/2034 0.00%**
Government National Mortgage Association, 2.63%, due 07/20/2062 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
GMAC Commercial Mortgage Securities, Inc. Trust, Series 2004-C3, Class B, 4.96%, due 12/10/2041 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 11/16/2037 0.00%**
Government National Mortgage Association, 7.33%, due 11/20/2030 0.00%**
Government National Mortgage Association, 2.38%, due 08/20/2060 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.13%, due 09/20/2035 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.93%, due 07/25/2037 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2004-1, due 03/25/2034 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2, 3.94%, due 06/25/2034 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2033 0.00%**
Jersey Central Power & Light Co., 7.35%, due 02/01/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.58%, due 07/20/2037 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 0.00%**
First Investors Auto Owner Trust, Series 2016-2A, Class A1, 1.53%, due 11/16/2020 0.00%**
Carlyle Investment Management LLC, 2.00%, due 07/15/2019 0.00%**
Commercial Mortgage Trust, Series 2006-GG7, Class AM, 5.92%, due 07/10/2038 0.00%**
Federal National Mortgage Association REMIC, 15.13%, due 05/25/2034 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2032 0.00%**
Federal National Mortgage Association, 6.50%, due 01/01/2036 0.00%**
Federal National Mortgage Association REMIC, 17.69%, due 12/25/2036 0.00%**
Government National Mortgage Association, 13.70%, due 09/20/2037 0.00%**
MASTR Resecuritization Trust, Principal Only STRIPS, Series 2005, Class 3, due 05/28/2035 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.00%**
Banc of America Funding Corp., Series 2012-R6, Class 1A1, 3.00%, due 10/26/2039 0.00%**
Kroger Co., 5.40%, due 07/15/2040 0.00%**
OneMain Financial Issuance Trust, Series 2015-2A, Class A, 2.57%, due 07/18/2025 0.00%**
Apache Corp., 3.25%, due 04/15/2022 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.50%, due 10/16/2037 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-K, Class 1A1, 3.99%, due 11/25/2033 0.00%**
Federal National Mortgage Association REMIC, 2.56%, due 08/25/2036 0.00%**
Morgan Stanley Re-REMIC Trust, Series 2012-IO, Class AXA, 1.00%, due 03/27/2051 0.00%**
Delta Air Lines Pass-Through Trust, 5.30%, due 10/15/2020 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.93%, due 10/20/2034 0.00%**
Federal National Mortgage Association REMIC, 8.80%, due 09/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 5.79%, due 04/16/2032 0.00%**
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5, 7.00%, due 04/25/2033 0.00%**
Sierra Auto Receivables Securitization Trust, Series 2016-1A, Class A, 2.85%, due 01/18/2022 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 03/25/2031 0.00%**
Federal National Mortgage Association REMIC, 17.33%, due 10/25/2036 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 0.00%**
Baxalta, Inc., 5.25%, due 06/23/2045 0.00%**
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2, 6.00%, due 05/25/2033 0.00%**
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 09/15/2035 0.00%**
Federal National Mortgage Association REMIC, 8.00%, due 05/25/2022 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.69%, due 02/25/2038 0.00%**
Lincoln National Corp., 6.15%, due 04/07/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.59%, due 02/15/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.60%, due 08/20/2037 0.00%**
Government National Mortgage Association, 9.00%, due 05/16/2027 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 10.80%, due 09/15/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.50%, due 03/20/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.84%, due 01/15/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 06/25/2033 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.32%, due 09/25/2037 0.00%**
Federal National Mortgage Association, 3.78%, due 01/01/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 0.90%, due 08/25/2042 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.66%, due 02/20/2038 0.00%**
Mosaic Co., 4.87%, due 11/15/2041 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.63%, due 09/25/2038 0.00%**
Federal National Mortgage Association REMIC, 9.56%, due 03/25/2038 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.83%, due 11/20/2037 0.00%**
Federal National Mortgage Association REMIC, 10.42%, due 12/25/2032 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.03%, due 03/20/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.31%, due 06/16/2037 0.00%**
Federal National Mortgage Association, 6.50%, due 12/01/2022 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.50%, due 05/25/2033 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 01/25/2033 0.00%**
Federal National Mortgage Association, 5.00%, due 04/01/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 07/15/2036 0.00%**
Federal National Mortgage Association, 8.00%, due 11/01/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2020 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 03/16/2033 0.00%**
Federal National Mortgage Association REMIC, 13.70%, due 08/25/2032 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.10%, due 04/20/2039 0.00%**
Saxon Asset Securities Trust, Series 2003-1, Class AF6, 4.70%, due 06/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.65%, due 04/16/2037 0.00%**
LendingClub Issuance Trust, Series 2016-NP2, Class A, 3.00%, due 01/17/2023 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.33%, due 02/25/2039 0.00%**
Federal National Mortgage Association REMIC, 10.00%, due 03/25/2032 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 1.52%, due 01/15/2040 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.26%, due 11/15/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.03%, due 05/20/2037 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.63%, due 09/25/2038 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.84%, due 03/15/2032 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.91%, due 06/20/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.64%, due 04/15/2038 0.00%**
Banc of America Funding Trust, Principal Only STRIPS, Series 2005-8, Class 30, due 01/25/2036 0.00%**
CarFinance Capital Auto Trust, Series 2015-1A, Class A, 1.75%, due 06/15/2021 0.00%**
Federal Home Loan Mortgage Corp., 3.44%, due 12/01/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.88%, due 06/25/2037 0.00%**
RALI Trust, Series 2004-QS3, Class CB, 5.00%, due 03/25/2019 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 1.36%, due 04/25/2041 0.00%**
Federal National Mortgage Association REMIC, 5.00%, due 09/25/2023 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.36%, due 06/25/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2032 0.00%**
Government National Mortgage Association, 2.53%, due 03/20/2060 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.03%, due 06/20/2038 0.00%**
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1, 4.50%, due 09/25/2019 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.38%, due 12/20/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.84%, due 02/15/2039 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.53%, due 12/20/2038 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.38%, due 11/20/2037 0.00%**
Federal National Mortgage Association REMIC, 17.98%, due 02/25/2032 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 3A1, 5.25%, due 08/25/2019 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.13%, due 03/20/2039 0.00%**
Federal National Mortgage Association, 6.50%, due 08/01/2020 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 3.94%, due 02/16/2039 0.00%**
Chase Funding Loan Acquisition Trust, Series 2003-C2, Class 1A, 4.75%, due 12/25/2019 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.20%, due 04/25/2040 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.60%, due 03/15/2039 0.00%**
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS, Series 2003-MS7, Class P, due 03/25/2033 0.00%**
MASTR Alternative Loan Trust, Series 2004-5, Class 5A1, 4.75%, due 06/25/2019 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.98%, due 03/25/2038 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.24%, due 06/16/2039 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 1.52%, due 01/25/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.96%, due 12/25/2039 0.00%**
Government National Mortgage Association, 11.97%, due 05/18/2034 0.00%**
Alternative Loan Trust, Interest Only STRIPS, Series 2005-J1, Class 1A4, 2.88%, due 02/25/2035 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.94%, due 07/15/2036 0.00%**
Hyundai Auto Receivables Trust, Series 2015-B, Class A3, 1.12%, due 11/15/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.84%, due 11/15/2037 0.00%**
Flagship Credit Auto Trust, Series 2014-2, Class B, 2.84%, due 11/16/2020 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 09/01/2019 0.00%**
Federal National Mortgage Association, 5.00%, due 12/01/2018 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.28%, due 06/25/2023 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2019 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 10/01/2019 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2035 0.00%**
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2006-LDP8, Class X, 0.28%, due 05/15/2045 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 8.50%, due 09/15/2020 0.00%**
RALI Trust, Series 2003-QS3, Class A2, 11.62%, due 02/25/2018 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2020 0.00%**
RALI Trust, Series 2002-QS16, Class A3, 11.98%, due 10/25/2017 0.00%**
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C24, Class XC, 0.10%, due 03/15/2045 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.50%, due 07/15/2037 0.00%**
Net Other Assets (Liabilities) 2.07%