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Bridge Builder Trust – ‘N-Q’ for 9/30/17

On:  Friday, 11/17/17, at 11:31am ET   ·   Effective:  11/17/17   ·   For:  9/30/17   ·   Accession #:  894189-17-6101   ·   File #:  811-22811

Previous ‘N-Q’:  ‘N-Q’ on 5/26/17 for 3/31/17   ·   Next:  ‘N-Q’ on 5/15/18 for 3/31/18   ·   Latest:  ‘N-Q’ on 11/27/18 for 9/30/18

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

11/17/17  Bridge Builder Trust              N-Q         9/30/17    2:28M                                    US Bancorp Fund Svcs LLCBridge Builder Core Bond Fund BBTBXBridge Builder Core Plus Bond Fund BBCPXBridge Builder International Equity Fund BBIEXBridge Builder Large Cap Growth Fund BBGLXBridge Builder Large Cap Value Fund BBVLXBridge Builder Municipal Bond Fund BBMUXBridge Builder Small/Mid Cap Growth Fund BBGSXBridge Builder Small/Mid Cap Value Fund BBVSX

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         Quarterly Notice of Portfolio Holdings              HTML   9.28M 
 2: EX-99.CERT  Officer Certifications                              HTML     21K 


N-Q   —   Quarterly Notice of Portfolio Holdings


This is an HTML Document rendered as filed.  [ Alternative Formats ]




 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549


 
FORM N-Q
 
 
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY


Investment Company Act file number 811-22811



Bridge Builder Trust
(Exact name of registrant as specified in charter)

615 East Michigan Street
Milwaukee, WI 53202
(Address of principal executive offices) (Zip code)


Helge K. Lee, Secretary
Bridge Builder Trust
c/o 12555 Manchester Road
Des Peres, MO 63131
(Name and address of agent for service)


414-287-3700
Registrant's telephone number, including area code



Date of fiscal year end: June 30, 2018

Date of reporting period:  September 30, 2017



 
Item 1. Schedule of Investments.
 
Bridge Builder Core Bond Fund
           
Schedule of Investments
           
September 30, 2017 (Unaudited)
           
             
   
Principal
       
   
Amount
   
Value
 
BONDS & NOTES - 97.50%
           
Asset-Backed Obligations - 10.26%
           
A Voce CLO Ltd.
           
2.46% (3 Month LIBOR USD + 1.160%), 07/15/2026 (1) (2)
 
$
6,500,000
   
$
6,525,941
 
ABFC 2005-AQ1 Trust
               
4.79%, 01/25/2034 (3)
   
455,939
     
468,301
 
ABFC 2006-OPT1 Trust
               
1.39% (1 Month LIBOR USD + 0.150%), 09/25/2036 (1)
   
4,298,572
     
4,070,119
 
Academic Loan Funding Trust 2012-1
               
2.04% (1 Month LIBOR USD + 0.800%), 12/27/2022 (1) (2)
   
154,383
     
154,552
 
Academic Loan Funding Trust 2013-1
               
2.04% (1 Month LIBOR USD + 0.800%), 12/26/2044 (1) (2)
   
1,053,399
     
1,048,620
 
Accredited Mortgage Loan Trust 2006-2
               
1.39% (1 Month LIBOR USD + 0.150%), 09/25/2036 (1)
   
45,552
     
45,546
 
AJAX Mortgage Loan Trust
               
3.47%, 04/25/2057 (2)(3)
   
1,225,211
     
1,233,245
 
AJAX Mortgage Loan Trust 2016-2
               
4.13%, 10/25/2056 (2)(3)
   
1,224,403
     
1,221,984
 
AJAX Mortgage Loan Trust 2016-C
               
4.00%, 10/25/2057 (2)(3)
   
2,744,549
     
2,736,387
 
American Credit Acceptance Receivables Trust 2015-2
               
4.32%, 05/12/2021 (2)
   
980,000
     
994,952
 
American Credit Acceptance Receivables Trust 2016-3
               
1.70%, 11/12/2020 (2)
   
415,623
     
415,514
 
American Credit Acceptance Receivables Trust 2016-4
               
2.91%, 02/13/2023 (2)
   
1,412,000
     
1,417,660
 
American Credit Acceptance Receivables Trust 2017-2
               
2.86%, 06/12/2023 (2)
   
5,996,000
     
5,986,822
 
3.69%, 06/12/2023 (2)
   
3,660,000
     
3,661,960
 
American Express Credit Account Master Trust
               
1.93%, 09/15/2022
   
21,175,000
     
21,201,105
 
1.68% (1 Month LIBOR USD + 0.450%), 09/16/2024 (1)
   
15,600,000
     
15,720,480
 
1.61% (1 Month LIBOR USD + 0.380%), 02/18/2025 (1)
   
5,700,000
     
5,727,819
 
American Express Credit Account Master Trust 2013-1
               
1.93% (1 Month LIBOR USD + 0.700%), 02/16/2021 (1)
   
5,250,000
     
5,268,146
 
American Homes 4 Rent 2014-SFR2 Trust
               
3.79%, 10/17/2036 (2)
   
3,935,843
     
4,113,449
 
4.29%, 10/17/2036 (2)
   
300,000
     
319,517
 
6.23%, 10/17/2036 (2)
   
1,000,000
     
1,117,041
 
American Homes 4 Rent 2014-SFR3 Trust
               
4.60%, 12/17/2036 (2)
   
600,000
     
641,371
 
6.42%, 12/17/2036 (2)
   
1,000,000
     
1,133,677
 
3.47%, 04/17/2052 (2)
   
2,150,568
     
2,222,962
 
5.64%, 04/17/2052 (2)
   
3,900,000
     
4,240,260
 
American Homes 4 Rent 2015-SFR2 Trust
               
3.73%, 10/17/2045 (2)
   
1,865,404
     
1,959,274
 
AmeriCredit Automobile Receivables 2016-1
               
1.98% (1 Month LIBOR USD + 0.750%), 06/10/2019 (1)
   
260,797
     
260,844
 
AmeriCredit Automobile Receivables Trust
               
1.51%, 05/18/2020
   
4,123,863
     
4,121,515
 
2.30%, 02/18/2022
   
1,153,000
     
1,155,022
 
2.71%, 08/18/2022
   
618,000
     
619,869
 
3.13%, 01/18/2023
   
1,387,000
     
1,394,430
 
AmeriCredit Automobile Receivables Trust 2016-2
               
1.42%, 10/08/2019
   
741,325
     
741,189
 
1.93% (1 Month LIBOR USD + 0.700%), 10/08/2019 (1)
   
2,084,743
     
2,086,242
 
1.60%, 11/09/2020
   
342,000
     
341,839
 
AmeriCredit Automobile Receivables Trust 2016-3
               
1.79% (1 Month LIBOR USD + 0.560%), 11/08/2019 (1)
   
1,233,979
     
1,234,970
 
Americredit Automobile Receivables Trust 2016-4
               
1.83%, 12/08/2021
   
900,000
     
893,401
 
AmeriCredit Automobile Receivables Trust 2017-2
               
3.42%, 04/18/2023
   
6,000,000
     
6,058,550
 
AmeriCredit Automobile Receivables Trust 2017-3
               
2.69%, 06/19/2023
   
7,098,000
     
7,103,332
 
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates Series 2003-13
               
5.13%, 01/25/2034 (3)
   
2,096
     
2,331
 
Amortizing Residential Collateral Trust 2002-BC5
               
2.27% (1 Month LIBOR USD + 1.040%), 07/25/2032 (1)
   
3,211,995
     
3,180,675
 
Anchor Assets IX LLC
               
5.13%, 02/15/2020 (2)(11)
   
7,500,000
     
7,500,000
 
Anchorage Capital CLO 2013-1 Ltd.
               
0.00% (3 Month LIBOR USD + 1.250%), 10/13/2030 (1) (2)
   
2,500,000
     
2,500,000
 
Arcadia Receivables Credit Trust 2017-1
               
3.25%, 06/15/2023 (2)
   
3,729,395
     
3,751,877
 
Argent Securities, Inc.
               
2.37% (1 Month LIBOR USD + 1.140%), 03/25/2034 (1)
   
3,570,651
     
3,542,428
 
Argent Securities, Inc. Asset Back Pass Through Certificates Series 2004-W5
               
2.27% (1 Month LIBOR USD + 1.040%), 04/25/2034 (1)
   
3,667,317
     
3,642,314
 
Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3
               
1.58% (1 Month LIBOR USD + 0.340%), 11/25/2035 (1)
   
3,660,530
     
3,654,864
 
Asset Backed Securities Co. Home Equity Loan Trust Series 2003-HE6
               
1.92% (1 Month LIBOR USD + 0.680%), 11/25/2033 (1)
   
1,862,969
     
1,795,722
 
Asset Backed Securities Co. Home Equity Loan Trust Series 2004-HE6
               
1.96% (1 Month LIBOR USD + 0.720%), 09/25/2034 (1)
   
691,661
     
691,475
 
Asset Backed Securities Co. Home Equity Loan Trust Series OOMC 2006-HE3
               
1.41% (1 Month LIBOR USD + 0.170%), 03/25/2036 (1)
   
2,758,023
     
2,741,880
 
Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1
               
1.45% (1 Month LIBOR USD + 0.220%), 01/25/2036 (1)
   
5,521,940
     
5,491,932
 
Asset-Backed Pass-Through Certificates Series 2004-R2
               
2.01% (1 Month LIBOR USD + 0.780%), 04/25/2034 (1)
   
429,232
     
431,714
 
Atlas Senior Loan Fund Ltd.
               
2.61% (3 Month LIBOR USD + 1.300%), 01/16/2030 (1) (2)
   
3,750,000
     
3,774,967
 
Atlas Senior Loan Fund V Ltd.
               
2.56% (3 Month LIBOR USD + 1.260%), 07/16/2029 (1) (2)
   
4,250,000
     
4,278,836
 
Avis Budget Rental Car Funding AESOP LLC
               
1.92%, 09/20/2019 (2)
   
4,900,000
     
4,898,850
 
2.46%, 07/20/2020 (2)
   
10,300,000
     
10,331,653
 
2.50%, 07/20/2021 (2)
   
7,900,000
     
7,887,211
 
2.63%, 12/20/2021 (2)
   
6,600,000
     
6,600,104
 
Axis Equipment Finance Receivables III LLC
               
1.90%, 03/20/2020 (2)
   
359,965
     
359,767
 
AXIS Equipment Finance Receivables IV LLC
               
2.21%, 11/20/2021 (2)
   
1,379,735
     
1,375,764
 
B2R Mortgage Trust 2015-1
               
2.52%, 05/15/2048 (2)
   
1,182,999
     
1,177,901
 
B2R Mortgage Trust 2015-2
               
3.34%, 11/15/2048 (2)
   
2,805,604
     
2,831,569
 
BA Credit Card Trust
               
1.36%, 09/15/2020
   
1,200,000
     
1,199,438
 
1.95%, 08/15/2022
   
7,548,000
     
7,557,922
 
Battalion CLO IV Ltd.
               
2.45% (3 Month LIBOR USD + 1.140%), 10/22/2025 (1) (2)
   
5,000,000
     
5,004,755
 
Battalion CLO V Ltd.
               
2.47% (3 Month LIBOR USD + 1.170%), 04/17/2026 (1) (2)
   
2,750,000
     
2,754,037
 
Battalion CLO VI Ltd.
               
2.48% (3 Month LIBOR USD + 1.180%), 10/17/2026 (1) (2)
   
2,100,000
     
2,104,475
 
Battalion CLO VII Ltd.
               
2.49% (3 Month LIBOR USD + 1.190%), 10/17/2026 (1) (2)
   
4,000,000
     
4,008,224
 
Bayview Financial Mortgage Pass-Through Trust 2007-B
               
6.83%, 08/28/2047 (3)
   
219,753
     
196,616
 
Bayview Opportunity Master Fund IIIa Trust 2017-RN7
               
3.10%, 09/28/2032 (2)(3)
   
5,245,000
     
5,245,000
 
Bayview Opportunity Master Fund IIIb Trust 2017-RN2
               
3.47%, 04/28/2032 (2)(3)
   
553,642
     
557,016
 
Bayview Opportunity Master Fund IIIb Trust 2017-RN3
               
3.23%, 05/28/2032 (2)(3)
   
1,475,597
     
1,476,761
 
Bayview Opportunity Master Fund IVb Trust 2017-NPL1
               
3.60%, 01/28/2032 (2)(3)
   
1,209,128
     
1,205,995
 
BCC Funding Co. X
               
2.22%, 10/20/2020 (2)
   
644,240
     
643,618
 
BCC Funding XIII LLC
               
2.20%, 12/20/2021 (2)
   
2,041,877
     
2,040,104
 
Bear Stearns Asset Backed Securities I Trust 2004-HE6
               
2.09% (1 Month LIBOR USD + 0.860%), 08/25/2034 (1)
   
7,536,175
     
7,175,626
 
Bear Stearns Asset Backed Securities I Trust 2004-HE7
               
2.14% (1 Month LIBOR USD + 0.900%), 08/25/2034 (1)
   
924,542
     
920,710
 
Bear Stearns Asset Backed Securities Trust 2003-2
               
2.74% (1 Month LIBOR USD + 1.500%), 03/25/2043 (1)
   
4,569,044
     
4,513,488
 
Bear Stearns Asset Backed Securities Trust 2006-SD1
               
1.61% (1 Month LIBOR USD + 0.370%), 04/25/2036 (1)
   
32,832
     
32,120
 
Benefit Street Partners CLO VII Ltd.
               
2.83% (3 Month LIBOR USD + 1.530%), 07/18/2027 (1) (2)
   
2,000,000
     
2,000,370
 
BlueMountain CLO 2015-1 Ltd.
               
2.63% (3 Month LIBOR USD + 1.330%), 04/13/2027 (1) (2)
   
775,000
     
778,702
 
BXG Receivables Note Trust 2012-A
               
2.66%, 12/02/2027 (2)
   
288,007
     
284,973
 
CAM Mortgage Trust 2016-2
               
3.25%, 06/15/2057 (2)(3)
   
617,164
     
617,902
 
CAM Mortgage Trust 2017-1
               
3.22%, 08/01/2057 (2)(3)
   
1,439,338
     
1,440,342
 
Camillo Issuer LLC  2016-SFR1 A
               
5.00%, 12/05/2023 (11)
   
5,127,986
     
5,116,769
 
Capital Auto Receivables Asset Trust 2016-2
               
1.32%, 01/22/2019
   
235,278
     
235,217
 
Capital Auto Receivables Asset Trust 2016-3
               
1.36%, 04/22/2019
   
1,071,000
     
1,070,644
 
Capital One Multi-Asset Execution Trust
               
1.68% (1 Month LIBOR USD + 0.450%), 02/15/2022 (1)
   
11,077,000
     
11,135,574
 
2.00%, 01/17/2023
   
17,500,000
     
17,548,207
 
1.64% (1 Month LIBOR USD + 0.410%), 01/15/2025 (1)
   
6,630,000
     
6,673,490
 
2.43%, 01/15/2025
   
5,548,000
     
5,608,708
 
CarFinance Capital Auto Trust 2014-1
               
2.72%, 04/15/2020 (2)
   
116,914
     
117,191
 
CarFinance Capital Auto Trust 2014-2
               
1.44%, 11/16/2020 (2)
   
316,513
     
316,336
 
CarFinance Capital Auto Trust 2015-1
               
1.75%, 06/15/2021 (2)
   
1,455,069
     
1,454,671
 
Carlyle 2017-1 Ltd.
               
2.39% (3 Month LIBOR USD + 1.230%), 04/20/2031 (1) (2)
   
5,500,000
     
5,554,857
 
Carlyle Global Market Strategies CLO 2014-3 Ltd.
               
2.47% (3 Month LIBOR USD + 1.150%), 07/27/2026 (1) (2)
   
3,000,000
     
2,999,313
 
Carlyle US Clo 2017-2 Ltd.
               
2.55% (3 Month LIBOR USD + 1.220%), 07/20/2031 (1) (2)
   
3,000,000
     
3,004,098
 
CarMax Auto Owner Trust
               
1.64%, 09/15/2020
   
7,951,000
     
7,949,740
 
1.97%, 04/15/2022
   
6,116,000
     
6,115,224
 
2.22%, 11/15/2022
   
2,143,000
     
2,136,712
 
CarMax Auto Owner Trust 2013-4
               
1.28%, 05/15/2019
   
123,341
     
123,307
 
CarMax Auto Owner Trust 2014-2
               
0.98%, 01/15/2019
   
57,138
     
57,126
 
Carnow Auto Receivables Trust 2016-1
               
2.26%, 05/15/2019 (2)
   
1,404,269
     
1,405,284
 
3.49%, 02/15/2021 (2)
   
2,250,000
     
2,256,081
 
Carrington Mortgage Loan Trust Series 2006-OPT1
               
1.42% (1 Month LIBOR USD + 0.180%), 02/25/2036 (1)
   
737,648
     
734,965
 
Catamaran CLO 2014-1 Ltd.
               
2.86% (3 Month LIBOR USD + 1.550%), 04/20/2026 (1) (2)
   
5,500,000
     
5,501,391
 
3.11% (3 Month LIBOR USD + 1.800%), 04/20/2026 (1) (2)
   
4,500,000
     
4,478,193
 
Catamaran CLO 2014-2 Ltd.
               
2.70% (3 Month LIBOR USD + 1.400%), 10/18/2026 (1) (2)
   
1,000,000
     
1,002,095
 
Catamaran CLO 2015-1 Ltd.
               
2.86% (3 Month LIBOR USD + 1.550%), 04/22/2027 (1) (2)
   
2,250,000
     
2,250,414
 
Chase Funding Trust Series 2003-4
               
5.29%, 05/25/2033 (3)
   
172,290
     
174,816
 
Chase Funding Trust Series 2003-6
               
5.10%, 11/25/2034 (3)
   
449,466
     
458,999
 
5.10%, 11/25/2034 (3)
   
263,984
     
272,519
 
Chase Issuance Trust
               
1.78% (1 Month LIBOR USD + 0.550%), 06/15/2023 (1)
   
20,242,000
     
20,480,481
 
1.63% (1 Month LIBOR USD + 0.400%), 03/15/2024 (1)
   
7,100,000
     
7,124,104
 
Citi Held For Asset Issuance 2016-MF1
               
4.48%, 08/15/2022 (2)
   
859,947
     
868,170
 
6.64%, 08/15/2022 (2)
   
3,250,000
     
3,362,023
 
Citibank Credit Card Issuance Trust
               
1.74%, 01/19/2021
   
13,625,000
     
13,637,056
 
1.60% (1 Month LIBOR USD + 0.370%), 08/08/2024 (1)
   
20,358,000
     
20,431,295
 
1.86% (1 Month LIBOR USD + 0.620%), 04/22/2026 (1)
   
10,900,000
     
11,013,739
 
CLUB Credit Trust 2017-NP1
               
2.39%, 04/17/2023 (2)
   
1,114,236
     
1,114,770
 
3.17%, 04/17/2023 (2)
   
2,000,000
     
2,002,041
 
2.42%, 09/15/2023 (2)
   
6,915,000
     
6,914,791
 
Colony American Finance 2016-2 Ltd.
               
2.55%, 11/15/2048 (2)
   
1,331,564
     
1,304,723
 
Conseco Financial Co.
               
6.40%, 10/15/2018
   
1,222
     
1,222
 
6.24%, 12/01/2028
   
32,336
     
33,334
 
6.22%, 03/01/2030
   
86,999
     
92,670
 
6.18%, 04/01/2030
   
26,100
     
27,476
 
Continental Credit Card 2016-1
               
4.56%, 01/15/2023 (2)
   
846,977
     
846,863
 
COOF Securitization Trust 2014-1 Ltd.
               
2.92%, 06/25/2040 IO (2)(3)
   
1,863,777
     
172,619
 
Countrywide Asset-Backed Certificates
               
5.12%, 02/25/2035 (3)
   
52,011
     
52,552
 
4.50%, 02/25/2036 (3)
   
201,725
     
206,289
 
4.72%, 04/25/2036 (3)
   
147,619
     
135,161
 
4.64%, 09/25/2046 (3)
   
94,371
     
82,195
 
CPS Auto Receivables Trust 2013-A
               
1.31%, 06/15/2020 (2)
   
126,407
     
126,380
 
CPS Auto Receivables Trust 2014-C
               
3.77%, 08/17/2020 (2)
   
558,000
     
566,401
 
CPS Auto Receivables Trust 2014-D
               
1.49%, 04/15/2019 (2)
   
10,458
     
10,457
 
4.35%, 11/16/2020 (2)
   
525,000
     
537,232
 
CPS Auto Receivables Trust 2015-A
               
1.53%, 07/15/2019 (2)
   
277,144
     
277,058
 
4.00%, 02/16/2021 (2)
   
446,000
     
454,491
 
CPS Auto Receivables Trust 2015-B
               
1.65%, 11/15/2019 (2)
   
1,024,628
     
1,024,632
 
4.20%, 05/17/2021 (2)
   
1,905,000
     
1,928,665
 
CPS Auto Receivables Trust 2015-C
               
1.77%, 06/17/2019 (2)
   
463,684
     
463,771
 
4.63%, 08/16/2021 (2)
   
1,376,000
     
1,403,679
 
CPS Auto Receivables Trust 2016-A
               
2.25%, 10/15/2019 (2)
   
491,352
     
491,976
 
CPS Auto Receivables Trust 2016-B
               
2.07%, 11/15/2019 (2)
   
1,915,445
     
1,917,254
 
CPS Auto Receivables Trust 2016-C
               
1.62%, 01/15/2020 (2)
   
3,882,670
     
3,880,287
 
3.27%, 06/15/2022 (2)
   
840,000
     
845,356
 
CPS Auto Receivables Trust 2017-B
               
2.92%, 02/15/2022 (2)
   
1,441,000
     
1,444,681
 
3.95%, 03/15/2023 (2)
   
3,485,000
     
3,514,889
 
CPS Auto Receivables Trust 2017-C
               
1.78%, 09/15/2020 (2)
   
4,244,863
     
4,242,770
 
2.86%, 06/15/2023 (2)
   
2,300,000
     
2,292,653
 
3.79%, 06/15/2023 (2)
   
791,000
     
788,068
 
CPS Auto Trust
               
1.50%, 06/15/2020 (2)
   
4,262,337
     
4,254,345
 
Credit Acceptance Auto Loan Trust 2015-2
               
2.40%, 02/15/2023 (2)
   
2,532,815
     
2,538,845
 
3.76%, 02/15/2024 (2)
   
434,000
     
439,021
 
Credit Acceptance Auto Loan Trust 2017-1
               
2.56%, 10/15/2025 (2)
   
1,987,000
     
1,992,525
 
3.04%, 12/15/2025 (2)
   
871,000
     
871,142
 
3.48%, 02/17/2026 (2)
   
730,000
     
737,131
 
Credit Acceptance Auto Loan Trust 2017-2
               
3.35%, 06/15/2026 (2)
   
811,000
     
807,711
 
Credit-Based Asset Servicing & Securitization LLC
               
3.87%, 12/25/2035 (3)
   
10,379
     
10,341
 
Crestwood FN
               
2.90%, 03/01/2029 (11)
   
3,520,000
     
3,479,309
 
CSMC 2016-RPL1 Trust
               
4.39% (1 Month LIBOR USD + 3.150%), 12/26/2046 (1) (2)
   
11,919,426
     
11,726,940
 
CWABS Asset-Backed Certificates Trust 2004-15
               
4.61%, 04/25/2035 (3)
   
25,547
     
25,673
 
CWABS Asset-Backed Certificates Trust 2005-1
               
5.03%, 07/25/2035 (3)
   
51,233
     
52,212
 
CWABS Asset-Backed Certificates Trust 2005-11
               
4.66%, 02/25/2036 (3)
   
243,250
     
245,040
 
CWABS Asset-Backed Certificates Trust 2005-17
               
4.62%, 05/25/2036 (3)
   
37,845
     
66,976
 
CWABS, Inc. Asset-Backed Certificates Series 2003-5
               
5.26%, 01/25/2034 (3)
   
26,250
     
26,608
 
CWABS, Inc. Asset-Backed Certificates Series 2003-BC1
               
2.04% (1 Month LIBOR USD + 0.800%), 03/25/2033 (1)
   
757,888
     
746,637
 
CWABS, Inc. Asset-Backed Certificates Series 2004-1
               
1.99% (1 Month LIBOR USD + 0.750%), 03/25/2034 (1)
   
53,954
     
54,233
 
2.06% (1 Month LIBOR USD + 0.830%), 03/25/2034 (1)
   
9,003
     
8,933
 
1.80% (1 Month LIBOR USD + 0.560%), 04/25/2034 (1)
   
1,112
     
1,098
 
CWABS, Inc. Asset-Backed Certificates Trust 2004-6
               
2.14% (1 Month LIBOR USD + 0.900%), 10/25/2034 (1)
   
18,270
     
17,961
 
2.02% (1 Month LIBOR USD + 0.780%), 11/25/2034 (1)
   
1,042,452
     
1,034,245
 
CWHEQ Home Equity Loan Trust Series 2007-S1
               
5.69%, 11/25/2036 (3)
   
11,355
     
11,227
 
Discover Card Execution Note Trust
               
1.88%, 02/15/2023
   
21,139,000
     
21,091,185
 
1.83% (1 Month LIBOR USD + 0.600%), 12/15/2026 (1)
   
3,059,000
     
3,089,508
 
Drive Auto Receivables Trust 2015-A
               
4.12%, 07/15/2022 (2)
   
1,766,000
     
1,803,011
 
Drive Auto Receivables Trust 2015-B
               
3.84%, 07/15/2021 (2)
   
1,921,000
     
1,962,234
 
Drive Auto Receivables Trust 2015-C
               
4.20%, 09/15/2021 (2)
   
926,471
     
951,251
 
Drive Auto Receivables Trust 2016-B
               
2.56%, 06/15/2020 (2)
   
541,879
     
543,188
 
Drive Auto Receivables Trust 2016-C
               
4.18%, 03/15/2024 (2)
   
2,996,000
     
3,093,816
 
Drive Auto Receivables Trust 2017-1
               
1.67%, 05/15/2019
   
5,248,000
     
5,249,398
 
2.84%, 04/15/2022
   
3,543,000
     
3,565,482
 
3.84%, 03/15/2023
   
5,373,000
     
5,438,051
 
Drive Auto Receivables Trust 2017-2
               
1.63%, 08/15/2019
   
8,054,000
     
8,055,220
 
2.25%, 06/15/2021
   
6,033,000
     
6,036,738
 
2.75%, 09/15/2023
   
5,566,000
     
5,557,396
 
Drive Auto Receivables Trust 2017-A
               
1.48%, 03/15/2019 (2)
   
2,434,717
     
2,434,713
 
2.51%, 01/15/2021 (2)
   
813,000
     
817,263
 
2.98%, 01/18/2022 (2)
   
1,294,000
     
1,307,557
 
4.16%, 05/15/2024 (2)
   
1,724,000
     
1,753,171
 
Drive Auto Receivables Trust 2017-B
               
1.59%, 12/17/2018 (2)
   
5,737,900
     
5,737,891
 
2.20%, 05/15/2020 (2)
   
4,051,000
     
4,059,366
 
2.61%, 08/16/2021 (2)
   
3,416,000
     
3,428,717
 
3.72%, 10/17/2022 (2)
   
2,982,000
     
2,999,748
 
DT Auto Owner Trust 2015-2
               
4.25%, 02/15/2022 (2)
   
1,356,000
     
1,380,430
 
DT Auto Owner Trust 2016-3
               
1.75%, 11/15/2019 (2)
   
958,430
     
958,569
 
2.65%, 07/15/2020 (2)
   
1,100,000
     
1,103,241
 
DT Auto Owner Trust 2016-4
               
1.44%, 11/15/2019 (2)
   
2,160,276
     
2,159,507
 
2.74%, 10/17/2022 (2)
   
3,000,000
     
3,006,151
 
DT Auto Owner Trust 2017-1
               
3.55%, 11/15/2022 (2)
   
4,869,000
     
4,870,561
 
DT Auto Owner Trust 2017-2
               
1.72%, 05/15/2020 (2)
   
5,994,993
     
5,995,543
 
3.03%, 01/17/2023 (2)
   
3,026,000
     
3,024,245
 
DT Auto Owner Trust 2017-3
               
1.73%, 08/17/2020 (2)
   
10,387,061
     
10,384,338
 
3.58%, 05/15/2023 (2)
   
1,662,000
     
1,662,162
 
Engs Commercial Finance Trust 2016-1
               
2.63%, 02/22/2022 (2)
   
1,156,982
     
1,154,370
 
Exeter Automobile Receivables Trust 2014-2
               
3.26%, 12/16/2019 (2)
   
298,579
     
300,355
 
Exeter Automobile Receivables Trust 2014-3
               
2.77%, 11/15/2019 (2)
   
3,103,754
     
3,108,997
 
Exeter Automobile Receivables Trust 2015-1
               
2.84%, 03/16/2020 (2)
   
721,055
     
723,011
 
Exeter Automobile Receivables Trust 2015-2
               
1.54%, 11/15/2019 (2)
   
36,617
     
36,612
 
Exeter Automobile Receivables Trust 2016-1
               
2.35%, 07/15/2020 (2)
   
622,088
     
622,633
 
5.52%, 10/15/2021 (2)
   
2,230,000
     
2,309,674
 
Exeter Automobile Receivables Trust 2016-2
               
2.21%, 07/15/2020 (2)
   
551,860
     
552,032
 
Exeter Automobile Receivables Trust 2016-3
               
1.84%, 11/16/2020 (2)
   
3,775,711
     
3,773,123
 
Exeter Automobile Receivables Trust 2017-1
               
3.95%, 12/15/2022 (2)
   
835,000
     
844,848
 
Exeter Automobile Receivables Trust 2017-2
               
2.82%, 05/16/2022 (2)
   
6,119,000
     
6,114,287
 
Exeter Automobile Receivables Trust 2017-3
               
2.05%, 12/15/2021 (2)
   
11,585,000
     
11,575,818
 
3.68%, 07/17/2023 (2)
   
3,836,000
     
3,823,832
 
Fifth Third Auto Trust 2014-3
               
0.96%, 03/15/2019
   
40,194
     
40,174
 
First Investors Auto Owner Trust 2014-3
               
1.67%, 11/16/2020 (2)
   
225,612
     
225,621
 
First Investors Auto Owner Trust 2015-2
               
1.59%, 12/16/2019 (2)
   
53,136
     
53,135
 
4.22%, 12/15/2021 (2)
   
280,000
     
285,461
 
First Investors Auto Owner Trust 2016-1
               
1.92%, 05/15/2020 (2)
   
228,193
     
228,330
 
First Investors Auto Owner Trust 2016-2
               
1.53%, 11/16/2020 (2)
   
3,350,799
     
3,345,276
 
First Investors Auto Owner Trust 2017-1
               
2.67%, 04/17/2023 (2)
   
2,767,000
     
2,768,686
 
3.60%, 04/17/2023 (2)
   
2,847,000
     
2,855,282
 
FirstKey Lending 2015-SFR1 Trust
               
2.55%, 03/09/2047 (2)
   
3,209,986
     
3,206,003
 
3.42%, 03/09/2047 (2)
   
1,442,000
     
1,450,878
 
Flagship Credit Auto Trust 2014-1
               
2.55%, 02/18/2020 (2)
   
111,119
     
111,367
 
Flagship Credit Auto Trust 2014-2
               
1.43%, 12/16/2019 (2)
   
33,365
     
33,365
 
2.84%, 11/16/2020 (2)
   
892,000
     
896,209
 
3.95%, 12/15/2020 (2)
   
440,000
     
446,672
 
Flagship Credit Auto Trust 2015-1
               
1.63%, 06/15/2020 (2)
   
442,016
     
441,949
 
Flagship Credit Auto Trust 2015-3
               
2.38%, 10/15/2020 (2)
   
735,243
     
737,666
 
3.68%, 03/15/2022 (2)
   
568,000
     
576,099
 
4.65%, 03/15/2022 (2)
   
567,000
     
585,222
 
Flagship Credit Auto Trust 2016-1
               
2.77%, 12/15/2020 (2)
   
1,020,399
     
1,026,784
 
6.22%, 06/15/2022 (2)
   
3,000,000
     
3,183,370
 
Flagship Credit Auto Trust 2016-2
               
2.28%, 05/15/2020 (2)
   
493,206
     
493,706
 
Flagship Credit Auto Trust 2016-3
               
1.61%, 12/15/2019 (2)
   
2,504,669
     
2,504,020
 
Flagship Credit Auto Trust 2016-4
               
1.47%, 03/16/2020 (2)
   
2,063,781
     
2,062,259
 
2.71%, 11/15/2022 (2)
   
1,743,000
     
1,730,126
 
Flagship Credit Auto Trust 2017-2
               
2.96%, 07/15/2023 (2)
   
5,195,000
     
5,174,948
 
3.62%, 07/15/2023 (2)
   
2,995,000
     
2,983,684
 
Ford Credit Auto Owner Trust 2014-C
               
1.06%, 05/15/2019
   
200,667
     
200,534
 
Ford Credit Auto Owner Trust 2014-REV2
               
2.31%, 04/15/2026 (2)
   
6,820,000
     
6,874,787
 
Ford Credit Auto Owner Trust 2015-A
               
1.28%, 09/15/2019
   
346,720
     
346,493
 
Ford Credit Auto Owner Trust 2016-REV1
               
2.31%, 08/15/2027 (2)
   
7,000,000
     
7,030,736
 
Ford Credit Auto Owner Trust 2016-REV2
               
2.03%, 12/15/2027 (2)
   
10,000,000
     
9,920,687
 
Ford Credit Auto Owner Trust 2017-A
               
1.92%, 04/15/2022
   
12,752,000
     
12,737,988
 
Ford Credit Auto Owner Trust 2017-B
               
1.49%, 05/15/2020
   
9,698,000
     
9,697,098
 
Ford Credit Auto Owner Trust 2017-REV2
               
2.36%, 03/15/2029 (2)
   
5,987,000
     
5,968,431
 
Ford Credit Floorplan Master Owner Trust A
               
1.95%, 11/15/2021
   
3,011,000
     
3,011,751
 
2.07%, 05/15/2022
   
5,224,000
     
5,239,606
 
Foursight Capital Automobile Receivables Trust 2017-1
               
3.05%, 12/15/2022 (2)
   
4,000,000
     
4,001,285
 
Fremont Home Loan Trust 2004-2
               
2.09% (1 Month LIBOR USD + 0.860%), 07/25/2034 (1)
   
1,229,294
     
1,218,552
 
Galaxy XVIII CLO Ltd.
               
2.47% (3 Month LIBOR USD + 1.170%), 10/15/2026 (1) (2)
   
7,000,000
     
7,023,254
 
GCAT 2017-2 LLC
               
3.50%, 04/25/2047 (2)(3)
   
3,206,231
     
3,186,849
 
GCAT 2017-3 LLC
               
3.35%, 04/25/2047 (2)(3)
   
1,957,580
     
1,954,587
 
GCAT 2017-5 LLC
               
3.23%, 06/25/2047 (2)(3)
   
2,396,330
     
2,396,264
 
GE Capital Mortgage Services, Inc. 1999-HE1 Trust
               
6.27%, 04/25/2029
   
71
     
67
 
6.71%, 04/25/2029 (3)
   
37,618
     
31,967
 
GE Mortgage Services LLC
               
6.74%, 12/25/2028
   
5
     
4
 
GLC Trust 2013-1
               
3.00%, 07/15/2021 (2)
   
61,642
     
61,589
 
GLS Auto Receivables Trust 2015-1
               
2.25%, 12/15/2020 (2)
   
375,284
     
375,071
 
4.43%, 12/15/2020 (2)
   
954,000
     
960,045
 
GLS Auto Receivables Trust 2016-1
               
2.73%, 10/15/2020 (2)
   
1,114,947
     
1,114,773
 
4.39%, 01/15/2021 (2)
   
960,000
     
961,910
 
GM Financial Automobile Leasing Trust 2015-1
               
1.53%, 09/20/2018
   
313,366
     
313,416
 
1.73%, 06/20/2019
   
502,000
     
502,275
 
GM Financial Automobile Leasing Trust 2017-3
               
2.01%, 11/20/2020
   
5,316,000
     
5,314,262
 
GM Financial Consumer Automobile 2017-1
               
1.78%, 10/18/2021 (2)
   
7,152,000
     
7,144,059
 
GMAT 2013-1 Trust
               
6.97%, 11/25/2043 (2)(3)
   
363,018
     
363,577
 
GMF Floorplan Owner Revolving Trust
               
1.73% (1 Month LIBOR USD + 0.500%), 05/15/2020 (1) (2)
   
4,600,000
     
4,610,197
 
2.08% (1 Month LIBOR USD + 0.850%), 05/17/2021 (1) (2)
   
4,900,000
     
4,947,529
 
GO Financial Auto Securitization Trust 2015-1
               
3.59%, 10/15/2020 (2)
   
129,124
     
129,136
 
GO Financial Auto Securitization Trust 2015-2
               
4.80%, 08/17/2020 (2)
   
1,541,142
     
1,555,047
 
Gold Key Resorts 2014-A LLC
               
3.22%, 03/17/2031 (2)
   
796,112
     
796,757
 
Golden Bear 2016-R LLC
               
5.65%, 09/20/2047 (2)
   
2,960,290
     
3,007,871
 
Goodgreen 2017-1 Trust
               
3.74%, 10/15/2052 (2)
   
2,087,679
     
2,125,487
 
Green Tree Agency Advance Funding Trust I
               
2.38%, 10/15/2048 (2)
   
1,187,000
     
1,184,079
 
GSAA Trust
               
1.56% (1 Month LIBOR USD + 0.320%), 03/25/2035 (1)
   
2,998,859
     
3,009,961
 
1.51% (1 Month LIBOR USD + 0.270%), 06/25/2035 (1)
   
587,953
     
590,282
 
GSAMP Trust 2005-WMC2
               
1.55% (1 Month LIBOR USD + 0.310%), 11/25/2035 (1)
   
2,664,340
     
2,670,669
 
GSAMP Trust 2006-HE7
               
1.47% (1 Month LIBOR USD + 0.230%), 10/25/2046 (1)
   
1,675,132
     
1,664,121
 
HERO Funding II 2016-3B
               
5.24%, 09/20/2042 (2)
   
1,767,376
     
1,803,603
 
HERO Funding Trust 2016-3
               
3.08%, 09/20/2042 (2)
   
1,509,751
     
1,502,970
 
HERO Funding Trust 2016-4A
               
3.57%, 09/20/2047 (2)
   
4,518,592
     
4,562,742
 
HERO Funding Trust 2017-1A
               
4.46%, 09/20/2047 (2)
   
7,521,099
     
7,831,828
 
HERO Funding Trust 2017-2A
               
3.28%, 09/20/2048 (2)
   
6,681,488
     
6,720,412
 
Hertz Vehicle Financing LLC 2016-1
               
2.32%, 03/25/2020 (2)
   
7,500,000
     
7,490,860
 
Hilton Grand Vacations Trust 2017-A
               
2.66%, 12/26/2028 (2)
   
2,618,320
     
2,620,401
 
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A
               
1.44% (1 Month LIBOR USD + 0.200%), 03/25/2036 (1)
   
55,240
     
51,719
 
HSBC Home Equity Loan Trust USA 2007-3
               
2.44% (1 Month LIBOR USD + 1.200%), 11/20/2036 (1)
   
21,134
     
21,154
 
Hyundai Auto Lease Securitization Trust 2017-B
               
1.97%, 07/15/2020 (2)
   
8,025,000
     
8,034,286
 
Hyundai Auto Receivables Trust 2015-B
               
1.12%, 11/15/2019
   
538,186
     
537,192
 
Imc Home Equity Loan Trust 1997-5
               
6.88%, 11/20/2028
   
130
     
130
 
JP Morgan Mortgage Acquisition Trust 2006-CH1
               
1.37% (1 Month LIBOR USD + 0.130%), 07/25/2036 (1)
   
3,259,230
     
3,241,302
 
Kabbage Asset Securitization LLC
               
4.57%, 03/15/2022 (2)
   
12,810,000
     
13,125,982
 
5.79%, 03/15/2022 (2)
   
3,710,000
     
3,787,278
 
KGS-Alpha SBA COOF Trust
               
0.66%, 05/25/2039 IO (2)(3)
   
4,075,229
     
64,886
 
KGS-Alpha SBA COOF Trust 2014-2
               
3.28%, 04/25/2040 IO (2)(3)
   
1,826,740
     
151,680
 
KSBA 2012-2 A
               
0.86%, 08/25/2038 (2)(3)
   
6,238,300
     
152,227
 
KVK CLO 2014-1 Ltd.
               
2.62% (3 Month LIBOR USD + 1.300%), 05/15/2026 (1) (2)
   
7,000,000
     
6,998,565
 
KVK CLO 2014-2 Ltd.
               
2.48% (3 Month LIBOR USD + 1.180%), 07/15/2026 (1) (2)
   
4,250,000
     
4,267,374
 
KVK CLO 2014-3 Ltd.
               
2.50% (3 Month LIBOR USD + 1.200%), 10/15/2026 (1) (2)
   
9,250,000
     
9,281,996
 
LendingClub Issuance Trust Series 2016-NP1
               
3.75%, 06/15/2022 (2)
   
463,384
     
466,167
 
6.50%, 06/15/2022 (2)
   
3,900,000
     
3,994,832
 
3.00%, 01/17/2023 (2)
   
611,548
     
613,531
 
Lendmark Funding Trust 2016-A
               
4.82%, 08/21/2023 (2)
   
2,568,000
     
2,621,857
 
3.26%, 04/21/2025 (2)
   
3,000,000
     
3,011,757
 
Lendmark Funding Trust 2017-1A
               
2.83%, 12/22/2025 (2)
   
2,508,000
     
2,508,785
 
5.41%, 12/22/2025 (2)
   
1,450,000
     
1,456,209
 
Lila Mexican Holdings LLC
               
4.23%, 08/11/2022 (11)
   
3,836,576
     
3,786,708
 
Long Beach Mortgage Loan Trust 2004-1
               
1.99% (1 Month LIBOR USD + 0.750%), 02/25/2034 (1)
   
1,210,729
     
1,206,367
 
Long Beach Mortgage Loan Trust 2004-3
               
2.09% (1 Month LIBOR USD + 0.860%), 07/25/2034 (1)
   
49,528
     
49,332
 
Long Beach Mortgage Loan Trust 2006-WL2
               
1.44% (1 Month LIBOR USD + 0.200%), 01/25/2036 (1)
   
30,672
     
30,553
 
LV Tower 52 Issuer 2013-1
               
5.75%, 02/15/2023 (2)(11)
   
4,781,449
     
4,787,426
 
7.75%, 02/15/2023 (2)(11)
   
1,553,721
     
1,561,489
 
Magnetite XI Ltd.
               
2.42% (3 Month LIBOR USD + 1.120%), 01/18/2027 (1) (2)
   
8,750,000
     
8,780,887
 
Mariner Finance Issuance Trust 2017-A
               
3.62%, 02/20/2029 (2)
   
2,999,000
     
3,015,102
 
Marlette Funding Trust 2016-1
               
3.06%, 01/17/2023 (2)
   
1,179,767
     
1,183,860
 
Marlette Funding Trust 2017-1
               
2.83%, 03/15/2024 (2)
   
3,641,089
     
3,656,692
 
Marlette Funding Trust 2017-2
               
2.39%, 07/15/2024 (2)
   
11,087,774
     
11,099,600
 
MASTR Asset Backed Securities Trust 2005-HE1
               
1.96% (1 Month LIBOR USD + 0.720%), 05/25/2035 (1)
   
397,381
     
397,846
 
MASTR Asset Backed Securities Trust 2006-NC1
               
1.54% (1 Month LIBOR USD + 0.300%), 01/25/2036 (1)
   
2,908,392
     
2,913,444
 
Mid-State Capital Co. 2006-1 Trust
               
6.08%, 10/15/2040 (2)
   
845,119
     
949,518
 
Mid-State Capital Trust 2010-1
               
3.50%, 12/15/2045 (2)
   
366,070
     
373,159
 
5.25%, 12/15/2045 (2)
   
658,730
     
691,255
 
Mill Creek II CLO Ltd.
               
3.06% (3 Month LIBOR USD + 1.750%), 04/20/2028 (1) (2)
   
3,750,000
     
3,831,255
 
Morgan Stanley ABS Capital I, Inc. Trust 2004-OP1
               
2.11% (1 Month LIBOR USD + 0.870%), 11/25/2034 (1)
   
5,620,012
     
5,596,085
 
Murray Hill Marketplace Trust 2016-LC1
               
4.19%, 11/25/2022 (2)
   
553,142
     
555,438
 
6.15%, 11/25/2022 (2)
   
3,000,000
     
3,055,654
 
Nationstar HECM Loan Trust 2016-2
               
2.24%, 06/25/2026 (2)(3)
   
405,065
     
404,722
 
Nationstar HECM Loan Trust 2016-3
               
2.01%, 08/25/2026 (2)
   
693,017
     
691,719
 
Nationstar HECM Loan Trust 2017-1
               
2.94%, 05/25/2027 (2)(11)
   
510,000
     
511,637
 
Navient Student Loan Trust 2016-2
               
1.99% (1 Month LIBOR USD + 0.750%), 06/25/2065 (1) (2)
   
1,007,475
     
1,010,750
 
New Century Home Equity Loan Trust Series 2003-5
               
5.13%, 11/25/2033 (3)
   
243,481
     
245,443
 
Nissan Auto Receivables 2014-B Owner Trust
               
1.11%, 05/15/2019
   
100,153
     
100,077
 
NRPL Trust 2015-1
               
3.88%, 11/01/2054 (2)(3)
   
1,441,392
     
1,444,100
 
3.88%, 11/01/2054 (2)(3)
   
1,000,000
     
972,872
 
NRPL Trust 2015-2
               
3.75%, 10/25/2057 (2)(3)
   
3,520,538
     
3,524,712
 
3.75%, 10/25/2057 (2)(3)
   
1,250,000
     
1,162,539
 
NRZ Advance Receivables Trust Advance Receivables Backed 2016-T1
               
2.75%, 06/15/2049 (2)
   
1,269,000
     
1,258,852
 
NYMT Residential 2016-RP1
               
4.00%, 03/25/2021 (2)(3)
   
406,968
     
408,405
 
Oak Hill Advisors Residential Loan Trust 2017-NPLA
               
3.00%, 06/25/2057 (2)(3)
   
2,726,048
     
2,727,359
 
Oakwood Mortgage Investors, Inc.
               
6.45%, 11/15/2017
   
2,888
     
2,922
 
OCP Clo 2017-13 Ltd.
               
2.56% (3 Month LIBOR USD + 1.260%), 07/15/2030 (1) (2)
   
4,250,000
     
4,275,934
 
Ocwen Master Advance Receivables Trust
               
2.52%, 08/17/2048 (2)
   
2,709,000
     
2,697,005
 
4.25%, 08/17/2048 (2)
   
2,037,963
     
2,024,851
 
2.50%, 09/15/2048 (2)
   
1,345,000
     
1,345,675
 
3.81%, 08/16/2049 (2)
   
1,500,000
     
1,457,350
 
OnDeck Asset Securitization Trust II LLC
               
4.21%, 05/17/2020 (2)
   
6,983,000
     
7,026,283
 
7.63%, 05/17/2020 (2)
   
508,000
     
518,065
 
OneMain Direct Auto Receivables Trust 2016-1
               
2.04%, 01/15/2021 (2)
   
1,736,045
     
1,736,992
 
4.58%, 09/15/2021 (2)
   
667,000
     
675,335
 
OneMain Direct Auto Receivables Trust 2017-1
               
2.16%, 10/15/2020 (2)
   
19,500,000
     
19,477,518
 
OneMain Financial Issuance Trust 2014-1
               
2.43%, 06/18/2024 (2)
   
1,010
     
1,010
 
3.24%, 06/18/2024 (2)
   
402,000
     
402,257
 
OneMain Financial Issuance Trust 2014-2
               
2.47%, 09/18/2024 (2)
   
675,256
     
676,026
 
3.02%, 09/18/2024 (2)
   
1,864,000
     
1,868,568
 
OneMain Financial Issuance Trust 2015-1
               
3.19%, 03/18/2026 (2)
   
3,452,000
     
3,485,680
 
3.85%, 03/18/2026 (2)
   
500,000
     
505,509
 
OneMain Financial Issuance Trust 2015-2
               
2.57%, 07/18/2025 (2)
   
11,975,450
     
11,997,645
 
3.10%, 07/18/2025 (2)
   
1,627,000
     
1,626,234
 
OneMain Financial Issuance Trust 2016-1
               
3.66%, 02/20/2029 (2)
   
2,645,000
     
2,707,185
 
6.00%, 02/20/2029 (2)
   
1,900,000
     
1,967,103
 
OneMain Financial Issuance Trust 2017-1
               
2.04% (1 Month LIBOR USD + 0.800%), 09/14/2032 (1) (2)
   
9,800,000
     
9,818,023
 
Oportun Funding II LLC
               
4.70%, 03/08/2021 (2)
   
2,901,000
     
2,938,221
 
6.41%, 03/08/2021 (2)
   
811,000
     
825,469
 
Oportun Funding III LLC
               
3.69%, 07/08/2021 (2)
   
3,332,000
     
3,363,546
 
Oportun Funding IV LLC
               
4.85%, 11/08/2021 (2)
   
723,661
     
733,857
 
Oportun Funding VI LLC
               
3.23%, 06/08/2023 (2)
   
1,957,000
     
1,969,651
 
3.97%, 06/08/2023 (2)(3)
   
2,650,000
     
2,617,992
 
Option One Mortgage Loan Trust 2004-3
               
2.14% (1 Month LIBOR USD + 0.900%), 11/25/2034 (1)
   
1,691,802
     
1,598,298
 
OZLM Funding II Ltd.
               
2.75% (3 Month LIBOR USD + 1.440%), 10/30/2027 (1) (2)
   
4,500,000
     
4,507,065
 
OZLM Funding IV Ltd.
               
2.56% (3 Month LIBOR USD + 1.250%), 10/22/2030 (1) (2)
   
10,000,000
     
10,045,800
 
OZLM XI Ltd.
               
2.56% (3 Month LIBOR USD + 1.250%), 10/30/2030 (1) (2)
   
5,000,000
     
5,028,970
 
OZLM XV Ltd.
               
2.80% (3 Month LIBOR USD + 1.490%), 01/20/2029 (1) (2)
   
7,750,000
     
7,850,471
 
Palmer Square CLO 2015-1 Ltd.
               
2.62% (3 Month LIBOR USD + 1.300%), 05/21/2029 (1) (2)
   
8,000,000
     
8,053,056
 
Palmer Square CLO 2015-2 Ltd.
               
2.58% (3 Month LIBOR USD + 1.270%), 07/20/2030 (1) (2)
   
7,250,000
     
7,310,501
 
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WCH
               
2.08% (1 Month LIBOR USD + 0.840%), 01/25/2036 (1)
   
4,779,456
     
4,805,114
 
Progress Residential 2015-SFR2 Trust
               
2.74%, 06/12/2032 (2)
   
3,356,989
     
3,370,301
 
3.14%, 06/12/2032 (2)
   
2,012,000
     
2,024,993
 
3.44%, 06/12/2032 (2)
   
2,138,000
     
2,154,385
 
4.43%, 06/12/2032 (2)
   
892,000
     
905,379
 
Progress Residential 2015-SFR3 Trust
               
3.07%, 11/12/2032 (2)
   
5,217,096
     
5,285,347
 
5.66%, 11/12/2032 (2)
   
1,000,000
     
1,051,935
 
4.67%, 11/15/2032 (2)
   
295,000
     
306,658
 
Progress Residential 2016-SFR1 Trust
               
5.08% (1 Month LIBOR USD + 3.850%), 09/17/2033 (1) (2)
   
1,859,000
     
1,921,681
 
Progress Residential 2017-SFR1 Trust
               
3.02%, 08/17/2034 (2)
   
2,000,000
     
2,000,254
 
Prosper Marketplace Issuance Trust Series 2017-1
               
2.56%, 06/15/2023 (2)
   
2,183,080
     
2,191,346
 
2.41%, 09/15/2023 (2)
   
3,296,000
     
3,300,051
 
PRPM 2017-2 LLC
               
3.47%, 09/25/2022 (2)(3)(11)
   
4,314,000
     
4,313,583
 
Purchasing Power Funding 2015-1A LLC
               
4.75%, 12/15/2019 (2)
   
3,500,000
     
3,503,220
 
RAMP Series 2005-RS1 Trust
               
4.71%, 01/25/2035
   
7,045
     
7,108
 
RASC Series 2002-KS4 Trust
               
1.74% (1 Month LIBOR USD + 0.500%), 07/25/2032 (1)
   
4,173
     
3,818
 
RASC Series 2003-KS5 Trust
               
1.82% (1 Month LIBOR USD + 0.580%), 07/25/2033 (1)
   
4,775
     
4,517
 
3.62%, 07/25/2033 (3)
   
969
     
967
 
RASC Series 2003-KS9 Trust
               
1.88% (1 Month LIBOR USD + 0.640%), 11/25/2033 (1)
   
5,763
     
5,006
 
RASC Series 2004-KS2 Trust
               
4.30%, 03/25/2034 (3)
   
1,749
     
1,765
 
RASC Series 2005-KS6 Trust
               
1.86% (1 Month LIBOR USD + 0.620%), 07/25/2035 (1)
   
994,412
     
999,571
 
RBSHD 2013-1 Trust
               
7.69%, 10/25/2047 (2)(3)(11)
   
503,119
     
504,211
 
RCO Mortgage LLC 2017-1
               
3.38%, 08/25/2022 (2)(3)
   
8,291,838
     
8,302,383
 
Renaissance Home Equity Loan Trust
               
5.61%, 04/25/2037 (3)(12)
   
302,782
     
160,797
 
Renaissance Home Equity Loan Trust 2005-3
               
4.81%, 11/25/2035 (3)
   
79,447
     
80,237
 
Renew 2017-1
               
3.67%, 09/20/2052 (2)
   
2,941,877
     
2,932,337
 
Rice Park Financing Trust 2016-A
               
4.63%, 10/31/2041 (2)(11)
   
6,180,751
     
6,551,596
 
Santander Drive Auto Receivables Trust 2015-2
               
1.83%, 01/15/2020
   
1,196,197
     
1,196,672
 
Santander Drive Auto Receivables Trust 2017-1
               
1.49%, 02/18/2020
   
2,094,512
     
2,093,435
 
2.10%, 06/15/2021
   
4,842,000
     
4,841,697
 
2.58%, 05/16/2022
   
3,957,000
     
3,966,291
 
3.17%, 04/17/2023
   
5,074,000
     
5,090,503
 
Santander Drive Auto Receivables Trust 2017-2
               
2.79%, 08/15/2022
   
13,150,000
     
13,184,775
 
3.49%, 07/17/2023
   
1,633,000
     
1,653,110
 
Saxon Asset Securities Trust 2003-1
               
4.80%, 06/25/2033 (3)
   
62,922
     
63,380
 
Securitized Asset Backed Receivables LLC Trust 2005-OP2
               
1.56% (1 Month LIBOR USD + 0.330%), 10/25/2035 (1) (2)
   
191,717
     
191,708
 
Securitized Asset Backed Receivables LLC Trust 2006-CB1
               
3.41%, 01/25/2036 (3)
   
71,065
     
62,326
 
Sierra Auto Receivables Securitization Trust 2016-1
               
2.85%, 01/18/2022 (2)
   
360,134
     
361,060
 
Skopos Auto Receivables Trust 2015-2
               
3.55%, 02/15/2020 (2)
   
51,533
     
51,543
 
SMORE 2014-1A A1R MTG
               
2.49% (3 Month LIBOR USD + 1.170%), 05/15/2026 (1) (2)
   
8,425,273
     
8,440,590
 
SoFi Consumer Loan Program 2016-2 LLC
               
3.09%, 10/27/2025 (2)
   
1,308,739
     
1,321,969
 
Sound Point Clo XVI Ltd.
               
2.57% (3 Month LIBOR USD + 1.280%), 07/25/2030 (1) (2)
   
7,750,000
     
7,811,318
 
Specialty Underwriting & Residential Finance Trust Series 2004-BC4
               
1.91% (1 Month LIBOR USD + 0.670%), 10/25/2035 (1)
   
284,084
     
282,698
 
Specialty Underwriting & Residential Finance Trust Series 2006-BC1
               
1.54% (1 Month LIBOR USD + 0.300%), 12/25/2036 (1)
   
1,555,823
     
1,555,405
 
SpringCastle America Funding LLC
               
3.05%, 11/25/2023 (2)
   
2,816,650
     
2,835,414
 
Springleaf Funding Trust 2015-A
               
3.16%, 11/15/2024 (2)
   
18,692,000
     
18,822,203
 
3.62%, 11/15/2024 (2)
   
1,087,000
     
1,094,604
 
Springleaf Funding Trust 2017-A
               
2.68%, 07/15/2030 (2)
   
9,900,000
     
9,898,760
 
Structured Asset Sec Co. Pass Through Cert Series 2002-AL1
               
3.45%, 02/25/2032
   
51,047
     
50,837
 
3.45%, 02/25/2032
   
102,872
     
101,069
 
Structured Asset Securities Co. Mortgage Loan Trust 2005-7XS
               
5.44%, 04/25/2035 (3)
   
6,727
     
6,984
 
Structured Asset Securities Co. Mortgage Pass-Through Certificates Series 2004-6XS
               
6.03%, 03/25/2034 (3)
   
176,824
     
177,764
 
6.05%, 03/25/2034 (3)
   
141,413
     
143,889
 
Synchrony Credit Card Master Note Trust 2015-1
               
2.37%, 03/15/2023
   
4,950,000
     
4,991,057
 
Synchrony Credit Card Master Note Trust 2016-3
               
1.58%, 09/15/2022
   
6,000,000
     
5,964,634
 
Towd Point Mortgage Trust 2017-2
               
2.75%, 04/25/2057 (2)(3)
   
8,164,368
     
8,207,117
 
Toyota Auto Receivables 2014-C Owner Trust
               
0.93%, 07/16/2018
   
17,339
     
17,334
 
Toyota Auto Receivables 2016-D Owner Trust
               
1.23%, 10/15/2020
   
16,381,000
     
16,284,937
 
Toyota Auto Receivables 2017-A Owner Trust
               
1.42%, 09/16/2019
   
9,534,000
     
9,530,184
 
Trafigura Securitisation Finance Plc 2014-1
               
2.18% (1 Month LIBOR USD + 0.950%), 10/15/2018 (1) (2) (11)
   
3,719,000
     
3,718,933
 
Tricolor Auto Securitization Trust 2017-1
               
5.09%, 05/15/2020 (2)(11)
   
2,751,236
     
2,748,309
 
Tricon American Homes 2015-SFR1 Trust
               
2.57% (1 Month LIBOR USD + 1.250%), 05/17/2032 (1) (2)
   
823,380
     
828,763
 
Trinitas CLO IV Ltd.
               
3.05% (3 Month LIBOR USD + 1.750%), 04/18/2028 (1) (2)
   
7,500,000
     
7,520,700
 
United Auto Credit Securitization Trust 2016-2
               
1.67%, 09/10/2018 (2)
   
806,494
     
806,510
 
Upstart Securitization Trust 2017-1
               
2.64%, 06/20/2024 (2)
   
6,887,817
     
6,884,203
 
US Residential Opportunity Fund III Trust 2016-1
               
3.47%, 07/27/2036 (2)(3)
   
1,522,509
     
1,523,312
 
USASF Receivables 2017-A LLC
               
5.75%, 09/15/2030 (2) (11)
   
4,640,000
     
4,632,223
 
Verizon Owner Trust 2016-1
               
1.42%, 01/20/2021 (2)
   
375,000
     
373,219
 
Verizon Owner Trust 2016-2
               
1.68%, 05/20/2021 (2)
   
12,000,000
     
11,960,250
 
Verizon Owner Trust 2017-1
               
2.06%, 09/20/2021 (2)
   
3,445,000
     
3,454,001
 
Verizon Owner Trust 2017-2
               
1.92%, 12/20/2021 (2)
   
12,736,000
     
12,724,539
 
VM Debt LLC
               
6.50%, 10/02/2024 (2)(11)
   
4,640,000
     
4,640,000
 
VML 2014-NPL1 LLC
               
3.88%, 04/27/2054 (2)(3)
   
56,719
     
56,655
 
VOLT LIV LLC
               
3.50%, 02/25/2047 (2)(3)
   
2,227,727
     
2,241,209
 
VOLT LIX LLC
               
3.25%, 05/28/2047 (2)(3)
   
1,766,505
     
1,771,230
 
VOLT LV LLC
               
3.50%, 03/25/2047 (2)(3)
   
3,986,763
     
4,015,730
 
VOLT LVI LLC
               
3.50%, 03/25/2047 (2)(3)
   
6,032,779
     
6,078,904
 
VOLT LVII LLC
               
3.38%, 04/25/2047 (2)(3)
   
4,722,551
     
4,748,205
 
VOLT LVIII LLC
               
3.38%, 05/28/2047 (2)(3)
   
2,116,828
     
2,130,004
 
VOLT LX LLC
               
3.25%, 06/25/2047 (2)(3)
   
2,724,087
     
2,734,436
 
VOLT LXI LLC
               
3.13%, 06/25/2047 (2)(3)
   
8,907,643
     
8,930,218
 
VOLT XIX LLC
               
3.88%, 04/25/2055 (2)(3)
   
260,287
     
260,379
 
VOLT XL LLC
               
4.38%, 11/27/2045 (2)(3)
   
924,266
     
927,415
 
VOLT XXII LLC
               
3.50%, 02/25/2055 (2)(3)
   
1,917,438
     
1,923,634
 
4.25%, 02/25/2055 (2)(3)
   
665,941
     
669,093
 
VOLT XXIV LLC
               
3.50%, 02/25/2055 (2)(3)
   
1,288,279
     
1,295,540
 
VOLT XXV LLC
               
3.50%, 06/26/2045 (2)(3)
   
4,429,950
     
4,438,043
 
VOLT XXXVIII LLC
               
3.88%, 09/25/2045 (2)(3)
   
755,711
     
758,575
 
Voya CLO 2015-1 Ltd.
               
2.78% (3 Month LIBOR USD + 1.480%), 04/18/2027 (1) (2)
   
1,335,000
     
1,341,981
 
Wells Fargo Dealer Floorplan Master Note Trust
               
1.74% (1 Month LIBOR USD + 0.500%), 01/20/2020 (1)
   
5,300,000
     
5,305,703
 
West CLO 2013-1 Ltd.
               
2.47% (3 Month LIBOR USD + 1.160%), 11/07/2025 (1) (2)
   
15,000,000
     
15,023,445
 
Westgate Resorts 2015-1 LLC
               
2.75%, 05/20/2027 (2)
   
210,059
     
210,570
 
Westgate Resorts 2017-1 LLC
               
3.05%, 12/20/2030 (2)
   
1,865,753
     
1,870,465
 
4.05%, 12/20/2030 (2)
   
3,320,634
     
3,337,867
 
Westlake Automobile Receivables Trust 2015-3
               
4.40%, 05/17/2021 (2)
   
1,000,000
     
1,013,195
 
Westlake Automobile Receivables Trust 2016-2
               
1.57%, 06/17/2019 (2)
   
549,248
     
549,309
 
4.10%, 06/15/2021 (2)
   
300,000
     
304,932
 
Westlake Automobile Receivables Trust 2016-3
               
2.46%, 01/18/2022 (2)
   
1,873,000
     
1,867,804
 
Westlake Automobile Receivables Trust 2017-1
               
2.70%, 10/17/2022 (2)
   
1,195,000
     
1,200,192
 
3.46%, 10/17/2022 (2)
   
1,202,000
     
1,208,678
 
Westlake Automobile Receivables Trust 2017-2
               
2.59%, 12/15/2022 (2)
   
772,000
     
769,906
 
World Omni Auto Receivables Trust 2015-A
               
1.34%, 05/15/2020
   
293,806
     
293,590
 
World Omni Auto Receivables Trust 2017-A
               
1.93%, 09/15/2022
   
7,546,000
     
7,545,226
 
Zais Ltd.
               
0.00% (3 Month LIBOR USD + 1.290%), 04/15/2030 (1) (2)
   
2,000,000
     
2,009,160
 
Total Asset-Backed Obligations (Cost $1,445,943,302)
         
$
1,452,695,622
 
                 
Corporate Bonds - 31.07%
               
Basic Materials - 1.49%
               
Agrium, Inc.
               
3.15%, 10/01/2022
 
$
875,000
   
$
894,447
 
3.38%, 03/15/2025
   
430,000
     
432,474
 
4.13%, 03/15/2035
   
1,960,000
     
1,990,386
 
6.13%, 01/15/2041
   
2,850,000
     
3,520,534
 
5.25%, 01/15/2045
   
712,000
     
815,458
 
Air Liquide Finance SA
               
2.25%, 09/27/2023 (2)
   
550,000
     
530,437
 
Anglo American Capital Plc
               
9.38%, 04/08/2019 (2)
   
215,000
     
237,633
 
4.13%, 04/15/2021 (2)
   
12,015,000
     
12,493,077
 
3.63%, 09/11/2024 (2)
   
4,340,000
     
4,327,376
 
4.00%, 09/11/2027 (2)
   
652,000
     
644,110
 
Barrick Gold Corp.
               
6.45%, 10/15/2035
   
203,000
     
251,025
 
Barrick North America Finance LLC
               
5.75%, 05/01/2043
   
4,480,000
     
5,421,175
 
Barrick PD Australia Finance Pty Ltd.
               
5.95%, 10/15/2039
   
1,150,000
     
1,404,622
 
BHP Billiton Finance USA Ltd.
               
5.00%, 09/30/2043
   
740,000
     
874,544
 
6.25% (5 Year Swap Rate USD + 4.970%), 10/19/2075 (1) (2)
   
985,000
     
1,081,037
 
CF Industries, Inc.
               
7.13%, 05/01/2020
   
900,000
     
999,000
 
4.50%, 12/01/2026 (2)
   
1,666,000
     
1,742,444
 
5.38%, 03/15/2044
   
2,040,000
     
1,948,200
 
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP
               
3.40%, 12/01/2026 (2)
   
530,000
     
539,698
 
Dow Chemical Co./The
               
8.55%, 05/15/2019
   
12,359,000
     
13,648,186
 
4.13%, 11/15/2021
   
470,000
     
497,851
 
3.00%, 11/15/2022
   
918,000
     
936,432
 
4.25%, 10/01/2034
   
339,000
     
349,963
 
5.25%, 11/15/2041
   
199,000
     
224,231
 
4.38%, 11/15/2042
   
1,570,000
     
1,595,761
 
Eastman Chemical Co.
               
2.70%, 01/15/2020
   
7,390,000
     
7,477,835
 
4.50%, 01/15/2021
   
352,000
     
372,495
 
4.65%, 10/15/2044
   
2,930,000
     
3,098,916
 
EI du Pont de Nemours & Co.
               
5.60%, 12/15/2036
   
155,000
     
184,344
 
4.90%, 01/15/2041
   
161,000
     
181,762
 
FMC Corp.
               
3.95%, 02/01/2022
   
1,725,000
     
1,772,340
 
Freeport-McMoRan, Inc.
               
6.75%, 02/01/2022
   
649,000
     
676,583
 
3.55%, 03/01/2022
   
5,025,000
     
4,948,067
 
Georgia-Pacific LLC
               
5.40%, 11/01/2020 (2)
   
3,160,000
     
3,464,190
 
3.73%, 07/15/2023 (2)
   
5,380,000
     
5,669,563
 
Glencore Finance Canada Ltd.
               
4.25%, 10/25/2022 (2)
   
5,000,000
     
5,272,833
 
Glencore Funding LLC
               
2.50%, 01/15/2019 (2)
   
537,000
     
539,771
 
4.13%, 05/30/2023 (2)
   
54,000
     
56,217
 
4.63%, 04/29/2024 (2)
   
1,500,000
     
1,588,875
 
4.00%, 03/27/2027 (2)
   
6,300,000
     
6,335,536
 
Goldcorp, Inc.
               
3.63%, 06/09/2021
   
1,810,000
     
1,874,756
 
International Paper Co.
               
3.00%, 02/15/2027
   
4,714,000
     
4,577,400
 
5.00%, 09/15/2035
   
2,265,000
     
2,511,251
 
8.70%, 06/15/2038
   
350,000
     
522,387
 
7.30%, 11/15/2039
   
500,000
     
689,682
 
6.00%, 11/15/2041
   
3,150,000
     
3,860,156
 
5.15%, 05/15/2046
   
1,085,000
     
1,213,920
 
LYB International Finance BV
               
5.25%, 07/15/2043
   
760,000
     
865,611
 
4.88%, 03/15/2044
   
945,000
     
1,028,214
 
LyondellBasell Industries NV
               
5.00%, 04/15/2019
   
1,854,000
     
1,923,546
 
5.75%, 04/15/2024
   
2,550,000
     
2,921,750
 
4.63%, 02/26/2055
   
3,300,000
     
3,399,114
 
Mexichem SAB de CV
               
4.88%, 09/19/2022 (2)
   
3,425,000
     
3,664,750
 
5.50%, 01/15/2048 (2)
   
2,398,000
     
2,365,627
 
Monsanto Co.
               
4.70%, 07/15/2064
   
91,000
     
91,959
 
Mosaic Co./The
               
4.25%, 11/15/2023
   
10,506,000
     
10,906,153
 
5.45%, 11/15/2033
   
814,000
     
840,992
 
4.88%, 11/15/2041
   
52,000
     
48,955
 
5.63%, 11/15/2043
   
2,920,000
     
2,979,302
 
Nucor Corp.
               
4.00%, 08/01/2023
   
176,000
     
186,591
 
6.40%, 12/01/2037
   
800,000
     
1,036,699
 
Potash Co. of Saskatchewan, Inc.
               
3.25%, 12/01/2017
   
31,000
     
31,075
 
6.50%, 05/15/2019
   
392,000
     
417,441
 
3.00%, 04/01/2025
   
1,100,000
     
1,074,960
 
PPG Industries, Inc.
               
9.00%, 05/01/2021
   
217,000
     
262,605
 
5.50%, 11/15/2040
   
118,000
     
140,221
 
Rio Tinto Alcan, Inc.
               
5.75%, 06/01/2035
   
54,000
     
64,720
 
Rio Tinto Finance USA Ltd.
               
3.75%, 06/15/2025
   
8,735,000
     
9,216,530
 
Samarco Mineracao SA
               
5.75%, 10/24/2023 (2)(12)
   
537,000
     
324,885
 
Sherwin-Williams Co./The
               
2.75%, 06/01/2022
   
7,871,000
     
7,922,491
 
3.13%, 06/01/2024
   
401,000
     
402,855
 
3.45%, 06/01/2027
   
331,000
     
332,401
 
4.50%, 06/01/2047
   
2,809,000
     
2,938,094
 
Solvay Finance America LLC
               
3.40%, 12/03/2020 (2)
   
4,000,000
     
4,127,157
 
4.45%, 12/03/2025 (2)
   
7,000,000
     
7,520,920
 
Southern Copper Co.
               
5.88%, 04/23/2045
   
2,000,000
     
2,276,556
 
Union Carbide Co.
               
7.50%, 06/01/2025
   
624,000
     
756,121
 
7.75%, 10/01/2096
   
681,000
     
907,778
 
Vale Canada Ltd.
               
7.20%, 09/15/2032
   
850,000
     
918,000
 
Vale Overseas Ltd.
               
5.88%, 06/10/2021
   
1,840,000
     
2,026,300
 
4.38%, 01/11/2022
   
6,415,000
     
6,687,253
 
6.25%, 08/10/2026
   
5,612,000
     
6,383,650
 
8.25%, 01/17/2034
   
424,000
     
534,770
 
6.88%, 11/21/2036
   
4,494,000
     
5,145,630
 
6.88%, 11/10/2039
   
107,000
     
122,301
 
Westlake Chemical Corp.
               
5.00%, 08/15/2046
   
3,771,000
     
4,099,533
 
             
211,182,490
 
Communications - 2.47%
               
21st Century Fox America, Inc.
               
7.25%, 05/18/2018
   
203,000
     
209,655
 
8.88%, 04/26/2023
   
108,000
     
138,840
 
9.50%, 07/15/2024
   
175,000
     
236,430
 
3.70%, 10/15/2025
   
380,000
     
391,370
 
7.30%, 04/30/2028
   
454,000
     
581,604
 
7.63%, 11/30/2028
   
310,000
     
409,351
 
6.20%, 12/15/2034
   
258,000
     
320,567
 
6.65%, 11/15/2037
   
310,000
     
407,512
 
6.90%, 08/15/2039
   
155,000
     
209,096
 
6.15%, 02/15/2041
   
350,000
     
437,264
 
4.75%, 11/15/2046
   
1,885,000
     
2,008,281
 
Amazon.com, Inc.
               
2.40%, 02/22/2023 (2)
   
4,809,000
     
4,795,608
 
2.80%, 08/22/2024 (2)
   
796,000
     
797,201
 
3.80%, 12/05/2024
   
1,086,000
     
1,160,287
 
4.80%, 12/05/2034
   
854,000
     
966,922
 
3.88%, 08/22/2037 (2)
   
6,976,000
     
7,048,723
 
4.25%, 08/22/2057 (2)
   
4,241,000
     
4,348,468
 
America Movil SAB de CV
               
5.00%, 10/16/2019
   
3,500,000
     
3,706,096
 
5.00%, 03/30/2020
   
7,300,000
     
7,807,101
 
3.13%, 07/16/2022
   
374,000
     
383,192
 
6.13%, 03/30/2040
   
283,000
     
344,930
 
AT&T, Inc.
               
5.50%, 02/01/2018
   
270,000
     
273,402
 
5.80%, 02/15/2019
   
273,000
     
287,176
 
4.60%, 02/15/2021
   
578,000
     
613,888
 
3.00%, 06/30/2022
   
2,013,000
     
2,032,519
 
3.60%, 02/17/2023
   
1,507,000
     
1,550,036
 
3.90%, 03/11/2024
   
3,750,000
     
3,882,956
 
4.45%, 04/01/2024
   
764,000
     
812,105
 
3.95%, 01/15/2025
   
811,000
     
832,720
 
3.40%, 05/15/2025
   
14,486,000
     
14,254,222
 
3.90%, 08/14/2027
   
8,753,000
     
8,762,882
 
4.50%, 05/15/2035
   
6,175,000
     
6,093,811
 
5.25%, 03/01/2037
   
6,953,000
     
7,288,384
 
4.90%, 08/14/2037
   
8,421,000
     
8,520,242
 
6.30%, 01/15/2038
   
743,000
     
873,793
 
6.00%, 08/15/2040
   
2,106,000
     
2,370,881
 
5.35%, 09/01/2040
   
1,543,000
     
1,620,757
 
6.38%, 03/01/2041
   
329,000
     
385,036
 
5.15%, 03/15/2042
   
866,000
     
874,794
 
4.30%, 12/15/2042
   
444,000
     
414,363
 
4.80%, 06/15/2044
   
2,060,000
     
2,003,071
 
4.35%, 06/15/2045
   
511,000
     
468,741
 
4.75%, 05/15/2046
   
495,000
     
476,593
 
5.65%, 02/15/2047
   
2,875,000
     
3,133,742
 
4.55%, 03/09/2049
   
1,445,000
     
1,333,779
 
5.30%, 08/14/2058
   
3,450,000
     
3,476,537
 
BellSouth Co.
               
6.55%, 06/15/2034
   
2,520,000
     
2,968,643
 
British Telecommunications Plc
               
5.95%, 01/15/2018
   
289,000
     
292,508
 
2.35%, 02/14/2019
   
220,000
     
221,436
 
9.13%, 12/15/2030
   
721,000
     
1,090,659
 
CBS Co.
               
3.70%, 08/15/2024
   
848,000
     
870,590
 
4.00%, 01/15/2026
   
1,000,000
     
1,032,879
 
3.38%, 02/15/2028
   
4,022,000
     
3,919,367
 
5.90%, 10/15/2040
   
67,000
     
78,459
 
4.85%, 07/01/2042
   
77,000
     
81,297
 
4.90%, 08/15/2044
   
315,000
     
326,640
 
Centel Capital Co.
               
9.00%, 10/15/2019
   
464,000
     
516,077
 
Charter Communications Operating LLC / Charter Communications Operating Capital
               
4.91%, 07/23/2025
   
13,261,000
     
14,171,407
 
6.38%, 10/23/2035
   
1,461,000
     
1,708,129
 
5.38%, 05/01/2047 (2)
   
8,403,000
     
8,694,934
 
6.83%, 10/23/2055
   
1,745,000
     
2,117,043
 
Cisco Systems, Inc.
               
3.00%, 06/15/2022
   
889,000
     
918,611
 
3.63%, 03/04/2024
   
550,000
     
583,641
 
2.95%, 02/28/2026
   
467,000
     
470,454
 
5.90%, 02/15/2039
   
515,000
     
677,977
 
5.50%, 01/15/2040
   
3,816,000
     
4,768,698
 
Comcast Cable Communications Holdings, Inc.
               
9.46%, 11/15/2022
   
542,000
     
720,297
 
Comcast Cable Holdings LLC
               
10.13%, 04/15/2022
   
186,000
     
236,750
 
Comcast Co.
               
3.15%, 02/15/2028
   
12,950,000
     
12,896,156
 
4.25%, 01/15/2033
   
3,095,000
     
3,326,722
 
4.20%, 08/15/2034
   
555,000
     
589,740
 
6.50%, 11/15/2035
   
2,370,000
     
3,163,132
 
6.45%, 03/15/2037
   
310,000
     
414,280
 
6.95%, 08/15/2037
   
107,000
     
149,120
 
Cox Communications, Inc.
               
3.25%, 12/15/2022 (2)
   
348,000
     
350,929
 
3.85%, 02/01/2025 (2)
   
2,000,000
     
2,013,224
 
3.35%, 09/15/2026 (2)
   
369,000
     
360,945
 
4.80%, 02/01/2035 (2)
   
7,150,000
     
7,076,618
 
8.38%, 03/01/2039 (2)
   
1,500,000
     
2,081,860
 
4.60%, 08/15/2047 (2)
   
3,528,000
     
3,506,979
 
Cox Enterprises, Inc.
               
7.38%, 07/15/2027 (2)
   
273,000
     
336,298
 
Crown Castle Towers LLC
               
3.22%, 05/15/2022 (2)
   
589,000
     
600,403
 
Deutsche Telekom International Finance BV
               
6.00%, 07/08/2019
   
209,000
     
223,419
 
2.23%, 01/17/2020 (2)
   
4,602,000
     
4,607,272
 
3.60%, 01/19/2027 (2)
   
999,000
     
1,010,303
 
8.75%, 06/15/2030
   
49,000
     
71,931
 
4.88%, 03/06/2042 (2)
   
240,000
     
263,961
 
Discovery Communications LLC
               
4.38%, 06/15/2021
   
752,000
     
793,970
 
3.95%, 03/20/2028
   
631,000
     
629,263
 
5.00%, 09/20/2037
   
540,000
     
548,786
 
6.35%, 06/01/2040
   
1,161,000
     
1,343,037
 
5.20%, 09/20/2047
   
1,875,000
     
1,901,616
 
eBay, Inc.
               
2.60%, 07/15/2022
   
2,356,000
     
2,348,748
 
3.45%, 08/01/2024
   
669,000
     
677,963
 
4.00%, 07/15/2042
   
213,000
     
190,415
 
Grupo Televisa SAB
               
5.00%, 05/13/2045
   
1,460,000
     
1,458,352
 
6.13%, 01/31/2046
   
382,000
     
441,267
 
GTP Acquisition Partners I LLC
               
2.35%, 06/15/2020 (2)
   
271,000
     
270,565
 
3.48%, 06/16/2025 (2)
   
314,000
     
312,923
 
Historic TW, Inc.
               
9.15%, 02/01/2023
   
347,000
     
447,246
 
NBCUniversal Media LLC
               
4.38%, 04/01/2021
   
700,000
     
753,149
 
6.40%, 04/30/2040
   
372,000
     
500,849
 
5.95%, 04/01/2041
   
527,000
     
682,523
 
4.45%, 01/15/2043
   
1,765,000
     
1,893,960
 
New Cingular Wireless Services, Inc.
               
8.75%, 03/01/2031
   
1,140,000
     
1,652,017
 
Orange SA
               
2.75%, 02/06/2019
   
3,000,000
     
3,035,698
 
Priceline Group, Inc.
               
2.75%, 03/15/2023
   
857,000
     
857,829
 
3.55%, 03/15/2028
   
1,500,000
     
1,500,440
 
Qwest Co.
               
6.75%, 12/01/2021
   
3,866,000
     
4,220,569
 
Rogers Communications, Inc.
               
3.63%, 12/15/2025
   
4,350,000
     
4,432,033
 
8.75%, 05/01/2032
   
258,000
     
371,614
 
SK Telecom Co. Ltd.
               
6.63%, 07/20/2027 (2)
   
361,000
     
454,571
 
Sky Plc
               
3.75%, 09/16/2024 (2)
   
287,000
     
294,370
 
Sprint Capital Co.
               
6.90%, 05/01/2019
   
301,000
     
320,941
 
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
               
3.36%, 03/20/2023 (2)
   
2,936,000
     
2,980,040
 
TCI Communications, Inc.
               
7.13%, 02/15/2028
   
138,000
     
180,740
 
Telecom Italia Capital SA
               
7.00%, 06/04/2018
   
5,000,000
     
5,155,000
 
7.18%, 06/18/2019
   
215,000
     
233,071
 
7.20%, 07/18/2036
   
1,644,000
     
2,030,258
 
Telefonica Emisiones SAU
               
3.19%, 04/27/2018
   
221,000
     
222,789
 
5.13%, 04/27/2020
   
500,000
     
536,257
 
5.46%, 02/16/2021
   
233,000
     
255,227
 
4.10%, 03/08/2027
   
5,844,000
     
6,043,744
 
5.21%, 03/08/2047
   
1,044,000
     
1,148,300
 
Thomson Reuters Co.
               
4.70%, 10/15/2019
   
222,000
     
233,532
 
3.95%, 09/30/2021
   
934,000
     
975,065
 
3.85%, 09/29/2024
   
342,000
     
355,996
 
4.50%, 05/23/2043
   
312,000
     
312,549
 
Time Warner Cable LLC
               
6.75%, 07/01/2018
   
5,490,000
     
5,684,722
 
8.75%, 02/14/2019
   
184,000
     
199,852
 
4.13%, 02/15/2021
   
222,000
     
230,469
 
3.80%, 02/15/2027
   
2,850,000
     
2,850,336
 
6.55%, 05/01/2037
   
375,000
     
440,268
 
7.30%, 07/01/2038
   
1,023,000
     
1,283,520
 
6.75%, 06/15/2039
   
539,000
     
646,424
 
5.88%, 11/15/2040
   
475,000
     
521,001
 
5.50%, 09/01/2041
   
5,615,000
     
5,827,362
 
Time Warner Entertainment Co. LP
               
8.38%, 07/15/2033
   
879,000
     
1,194,370
 
Time Warner, Inc.
               
4.75%, 03/29/2021
   
585,000
     
629,752
 
7.57%, 02/01/2024
   
330,000
     
410,247
 
3.55%, 06/01/2024
   
2,300,000
     
2,339,020
 
3.60%, 07/15/2025
   
2,670,000
     
2,678,595
 
2.95%, 07/15/2026
   
2,000,000
     
1,888,167
 
7.63%, 04/15/2031
   
4,118,000
     
5,613,870
 
7.70%, 05/01/2032
   
712,000
     
989,478
 
6.20%, 03/15/2040
   
323,000
     
380,025
 
6.25%, 03/29/2041
   
170,000
     
203,554
 
5.38%, 10/15/2041
   
181,000
     
194,989
 
4.65%, 06/01/2044
   
2,145,000
     
2,093,523
 
Verizon Communications, Inc.
               
3.45%, 03/15/2021
   
535,000
     
556,070
 
2.95%, 03/15/2022
   
2,677,000
     
2,721,716
 
5.15%, 09/15/2023
   
3,057,000
     
3,429,587
 
4.13%, 03/16/2027
   
4,800,000
     
5,009,227
 
4.50%, 08/10/2033
   
9,579,000
     
9,821,418
 
4.40%, 11/01/2034
   
4,343,000
     
4,367,630
 
4.27%, 01/15/2036
   
8,521,000
     
8,367,217
 
5.25%, 03/16/2037
   
2,416,000
     
2,648,262
 
4.81%, 03/15/2039
   
13,093,000
     
13,509,347
 
4.86%, 08/21/2046
   
3,324,000
     
3,382,677
 
4.52%, 09/15/2048
   
460,000
     
444,874
 
5.01%, 08/21/2054
   
448,000
     
449,032
 
4.67%, 03/15/2055
   
895,000
     
852,040
 
Viacom, Inc.
               
3.25%, 03/15/2023
   
69,000
     
67,900
 
3.88%, 04/01/2024
   
1,016,000
     
1,017,035
 
4.85%, 12/15/2034
   
153,000
     
144,121
 
6.88%, 04/30/2036
   
750,000
     
826,922
 
4.38%, 03/15/2043
   
1,370,000
     
1,179,606
 
Vodafone Group Plc
               
1.50%, 02/19/2018
   
1,218,000
     
1,217,338
 
2.95%, 02/19/2023
   
78,000
     
79,186
 
Walt Disney Co./The
               
3.00%, 02/13/2026
   
1,000,000
     
1,006,369
 
1.85%, 07/30/2026
   
259,000
     
238,141
 
2.95%, 06/15/2027
   
700,000
     
698,105
 
3.00%, 07/30/2046
   
160,000
     
138,940
 
             
350,324,302
 
Consumer, Cyclical - 2.25%
               
Advance Auto Parts, Inc.
               
4.50%, 12/01/2023
   
673,000
     
704,900
 
Air Canada 2013-1 Class A Pass Through Trust
               
4.13%, 11/15/2026 (2)
   
331,562
     
352,497
 
Alimentation Couche-Tard, Inc.
               
2.70%, 07/26/2022 (2)
   
23,613,000
     
23,682,431
 
American Airlines 2011-1 Class A Pass Through Trust
               
5.25%, 01/31/2021
   
88,167
     
93,677
 
American Airlines 2013-1 Class A Pass Through Trust
               
4.00%, 01/15/2027
   
1,201,563
     
1,259,838
 
American Airlines 2013-2 Class A Pass Through Trust
               
4.95%, 01/15/2023
   
3,752,444
     
4,020,106
 
American Airlines 2015-1 Class A Pass Through Trust
               
3.38%, 05/01/2027
   
2,707,255
     
2,727,560
 
American Airlines 2016-2 Class A Pass Through Trust
               
3.65%, 12/15/2029
   
237,656
     
241,054
 
American Airlines 2016-2 Class AA Pass Through Trust
               
3.20%, 06/15/2028
   
1,480,480
     
1,480,924
 
American Airlines 2016-3 Class AA Pass Through Trust
               
3.00%, 10/15/2028
   
2,338,000
     
2,320,465
 
American Airlines 2017-1 Class AA Pass Through Trust
               
3.65%, 02/15/2029
   
2,327,000
     
2,393,319
 
American Airlines 2017-2 Class A Pass Through Trust
               
3.60%, 10/15/2029
   
500,000
     
507,500
 
American Airlines 2017-2 Class AA Pass Through Trust
               
3.35%, 04/15/2031
   
450,000
     
455,625
 
American Honda Finance Corp.
               
1.60%, 02/16/2018 (2)
   
302,000
     
302,031
 
2.13%, 10/10/2018
   
352,000
     
354,048
 
2.25%, 08/15/2019
   
739,000
     
744,779
 
1.95%, 07/20/2020
   
5,881,000
     
5,881,201
 
2.90%, 02/16/2024
   
300,000
     
303,298
 
2.30%, 09/09/2026
   
185,000
     
174,923
 
Arrow Electronics, Inc.
               
3.00%, 03/01/2018
   
197,000
     
197,889
 
4.50%, 03/01/2023
   
183,000
     
195,305
 
AutoZone, Inc.
               
3.75%, 06/01/2027
   
550,000
     
554,880
 
BMW US Capital LLC
               
2.25%, 09/15/2023 (2)
   
894,000
     
872,224
 
CK Hutchison International 16 Ltd.
               
1.88%, 10/03/2021 (2)
   
402,000
     
390,681
 
2.75%, 10/03/2026 (2)
   
600,000
     
577,583
 
Continental Airlines 1997-4 Class A Pass Through Trust
               
6.90%, 01/02/2018
   
1,491
     
1,494
 
Continental Airlines 1999-2 Class A-1 Pass Through Trust
               
7.26%, 03/15/2020 (11)
   
20,389
     
21,663
 
Continental Airlines 2007-1 Class A Pass Through Trust
               
5.98%, 10/19/2023
   
5,560,920
     
6,117,013
 
Continental Airlines 2012-2 Class A Pass Through Trust
               
4.00%, 04/29/2026 (11)
   
5,155,103
     
5,399,970
 
CVS Health Corp.
               
2.13%, 06/01/2021
   
1,527,000
     
1,511,003
 
3.50%, 07/20/2022
   
3,000,000
     
3,119,931
 
4.00%, 12/05/2023
   
6,401,000
     
6,784,802
 
2.88%, 06/01/2026
   
617,000
     
595,823
 
5.30%, 12/05/2043
   
3,260,000
     
3,809,031
 
CVS Pass-Through Trust
               
5.77%, 01/10/2033 (2)
   
864,110
     
971,793
 
5.93%, 01/10/2034 (2)
   
634,770
     
724,613
 
CVS Pass-Through Trust Series 2014
               
4.16%, 08/11/2036 (2)
   
4,167,537
     
4,239,635
 
Daimler Finance North America LLC
               
1.88%, 01/11/2018 (2)
   
3,080,000
     
3,082,789
 
2.38%, 08/01/2018 (2)
   
195,000
     
196,063
 
2.00%, 08/03/2018 (2)
   
300,000
     
300,807
 
2.25%, 07/31/2019 (2)
   
3,250,000
     
3,263,610
 
2.25%, 03/02/2020 (2)
   
3,575,000
     
3,582,734
 
2.88%, 03/10/2021 (2)
   
700,000
     
710,288
 
3.45%, 01/06/2027 (2)
   
3,015,000
     
3,070,010
 
8.50%, 01/18/2031
   
155,000
     
231,882
 
Darden Restaurants, Inc.
               
3.85%, 05/01/2027
   
564,000
     
574,523
 
Delta Air Lines 2007-1 Class A Pass Through Trust
               
6.82%, 08/10/2022
   
3,273,237
     
3,772,078
 
Delta Air Lines 2010-2 Class A Pass Through Trust
               
4.95%, 05/23/2019
   
191,571
     
197,778
 
Delta Air Lines 2011-1 Class A Pass Through Trust
               
5.30%, 04/15/2019
   
75,778
     
78,999
 
Delta Air Lines 2012-1 Class A Pass Through Trust
               
4.75%, 05/07/2020
   
257,169
     
268,742
 
Delta Air Lines, Inc.
               
2.88%, 03/13/2020
   
8,200,000
     
8,290,994
 
Ford Motor Co.
               
7.45%, 07/16/2031
   
3,400,000
     
4,401,141
 
4.75%, 01/15/2043
   
7,640,000
     
7,486,397
 
5.29%, 12/08/2046
   
1,900,000
     
1,981,381
 
Ford Motor Credit Co. LLC
               
1.72%, 12/06/2017
   
2,000,000
     
2,000,140
 
2.15%, 01/09/2018
   
386,000
     
386,482
 
2.24%, 06/15/2018
   
942,000
     
944,957
 
2.55%, 10/05/2018
   
1,500,000
     
1,509,644
 
2.38%, 03/12/2019
   
819,000
     
822,989
 
2.60%, 11/04/2019
   
1,000,000
     
1,008,345
 
3.16%, 08/04/2020
   
1,300,000
     
1,326,015
 
3.34%, 03/18/2021
   
800,000
     
817,991
 
3.34%, 03/28/2022
   
6,214,000
     
6,312,841
 
4.25%, 09/20/2022
   
3,800,000
     
3,998,475
 
3.81%, 01/09/2024
   
1,122,000
     
1,143,860
 
4.13%, 08/04/2025
   
265,000
     
272,125
 
General Motors Co.
               
4.00%, 04/01/2025
   
8,070,000
     
8,195,537
 
6.60%, 04/01/2036
   
2,921,000
     
3,464,115
 
5.15%, 04/01/2038
   
3,608,000
     
3,697,554
 
General Motors Financial Co., Inc.
               
2.65%, 04/13/2020
   
1,300,000
     
1,310,091
 
4.38%, 09/25/2021
   
5,000,000
     
5,299,326
 
3.45%, 01/14/2022
   
8,051,000
     
8,216,368
 
3.45%, 04/10/2022
   
6,502,000
     
6,607,040
 
3.15%, 06/30/2022
   
12,577,000
     
12,673,601
 
3.70%, 05/09/2023
   
5,249,000
     
5,347,384
 
3.95%, 04/13/2024
   
2,250,000
     
2,303,583
 
4.00%, 01/15/2025
   
250,000
     
254,883
 
4.30%, 07/13/2025
   
580,000
     
598,637
 
4.00%, 10/06/2026
   
1,190,000
     
1,191,681
 
4.35%, 01/17/2027
   
979,000
     
1,005,617
 
Hasbro, Inc.
               
3.50%, 09/15/2027
   
933,000
     
921,778
 
Home Depot, Inc./The
               
2.63%, 06/01/2022
   
494,000
     
501,706
 
3.00%, 04/01/2026
   
148,000
     
148,458
 
2.13%, 09/15/2026
   
298,000
     
279,720
 
2.80%, 09/14/2027
   
600,000
     
589,128
 
5.88%, 12/16/2036
   
5,490,000
     
7,127,745
 
4.20%, 04/01/2043
   
655,000
     
699,422
 
4.40%, 03/15/2045
   
268,000
     
293,933
 
3.50%, 09/15/2056
   
214,000
     
197,189
 
Hyundai Capital America
               
2.40%, 10/30/2018 (2)
   
2,717,000
     
2,726,766
 
2.00%, 07/01/2019 (2)
   
301,000
     
298,419
 
2.75%, 09/18/2020 (2)
   
4,000,000
     
3,996,018
 
3.10%, 04/05/2022 (2)
   
2,500,000
     
2,486,836
 
3.25%, 09/20/2022 (2)
   
9,234,000
     
9,215,481
 
Hyundai Capital Services, Inc.
               
3.00%, 03/06/2022 (2)
   
3,725,000
     
3,691,979
 
Lear Corp.
               
3.80%, 09/15/2027
   
7,618,000
     
7,585,738
 
Lowe's Cos, Inc.
               
3.38%, 09/15/2025
   
477,000
     
491,149
 
4.65%, 04/15/2042
   
449,000
     
496,967
 
4.05%, 05/03/2047
   
4,883,000
     
5,013,666
 
Macy's Retail Holdings, Inc.
               
6.90%, 01/15/2032
   
400,000
     
424,951
 
Magna International, Inc.
               
3.63%, 06/15/2024
   
1,658,000
     
1,711,209
 
Marriott International, Inc./MD
               
3.00%, 03/01/2019
   
7,250,000
     
7,340,739
 
McDonald's Co.
               
4.70%, 12/09/2035
   
591,000
     
651,231
 
6.30%, 10/15/2037
   
679,000
     
880,838
 
Newell Rubbermaid, Inc.
               
5.50%, 04/01/2046
   
5,220,000
     
6,170,856
 
Nissan Motor Acceptance Co.
               
1.80%, 03/15/2018 (2)
   
727,000
     
728,151
 
2.65%, 09/26/2018 (2)
   
500,000
     
504,666
 
2.15%, 09/28/2020 (2)
   
3,538,000
     
3,541,358
 
1.90%, 09/14/2021 (2)
   
314,000
     
307,593
 
2.60%, 09/28/2022 (2)
   
11,365,000
     
11,371,672
 
Nordstrom, Inc.
               
4.00%, 10/15/2021
   
398,000
     
407,740
 
O'Reilly Automotive, Inc.
               
3.55%, 03/15/2026
   
500,000
     
500,972
 
3.60%, 09/01/2027
   
802,000
     
801,123
 
Starbucks Co.
               
4.30%, 06/15/2045
   
604,000
     
656,305
 
Target Co.
               
3.50%, 07/01/2024
   
355,000
     
371,184
 
Toyota Motor Credit Co.
               
1.45%, 01/12/2018
   
193,000
     
193,044
 
1.55%, 10/18/2019
   
10,363,000
     
10,305,848
 
2.80%, 07/13/2022
   
640,000
     
652,462
 
United Airlines 2016-1 Class A Pass Through Trust
               
3.45%, 07/07/2028 (11)
   
882,000
     
894,128
 
United Airlines 2016-1 Class AA Pass Through Trust
               
3.10%, 07/07/2028
   
6,990,000
     
6,980,004
 
United Airlines 2016-2 Class AA Pass Through Trust
               
2.88%, 10/07/2028
   
1,800,000
     
1,767,420
 
US Airways 1998-1A Pass Through Trust
               
6.85%, 01/30/2018 (11)
   
4,183
     
4,267
 
Walgreen Co.
               
4.40%, 09/15/2042
   
400,000
     
402,329
 
Walgreens Boots Alliance, Inc.
               
3.80%, 11/18/2024
   
670,000
     
692,081
 
4.50%, 11/18/2034
   
1,079,000
     
1,124,257
 
Wal-Mart Stores, Inc.
               
3.30%, 04/22/2024
   
3,820,000
     
4,000,183
 
7.55%, 02/15/2030
   
72,000
     
104,375
 
6.20%, 04/15/2038
   
86,000
     
116,802
 
5.00%, 10/25/2040
   
124,000
     
148,589
 
WW Grainger, Inc.
               
4.60%, 06/15/2045
   
973,000
     
1,047,597
 
             
317,851,078
 
Consumer, Non-cyclical - 4.14%
               
Abbott Laboratories
               
2.90%, 11/30/2021
   
15,375,000
     
15,636,375
 
3.88%, 09/15/2025
   
748,000
     
772,792
 
4.75%, 11/30/2036
   
10,000,000
     
11,014,720
 
4.90%, 11/30/2046
   
2,883,000
     
3,218,221
 
AbbVie, Inc.
               
2.00%, 11/06/2018
   
866,000
     
868,797
 
2.90%, 11/06/2022
   
13,060,000
     
13,259,883
 
3.20%, 11/06/2022
   
769,000
     
788,281
 
2.85%, 05/14/2023
   
5,474,000
     
5,514,744
 
3.60%, 05/14/2025
   
13,071,000
     
13,547,010
 
4.50%, 05/14/2035
   
4,194,000
     
4,511,187
 
4.30%, 05/14/2036
   
450,000
     
472,217
 
Aetna, Inc.
               
2.80%, 06/15/2023
   
419,000
     
421,105
 
6.75%, 12/15/2037
   
341,000
     
473,125
 
4.50%, 05/15/2042
   
205,000
     
225,317
 
4.75%, 03/15/2044
   
1,800,000
     
2,048,943
 
Ahold Finance USA LLC
               
6.88%, 05/01/2029
   
3,280,000
     
4,049,661
 
Allergan Funding SCS
               
3.45%, 03/15/2022
   
14,657,000
     
15,210,248
 
3.85%, 06/15/2024
   
1,198,000
     
1,249,388
 
3.80%, 03/15/2025
   
4,115,000
     
4,272,026
 
4.55%, 03/15/2035
   
6,389,000
     
6,813,521
 
4.75%, 03/15/2045
   
905,000
     
979,670
 
Allergan, Inc./U.S.
               
3.38%, 09/15/2020
   
539,000
     
556,365
 
2.80%, 03/15/2023
   
971,000
     
963,991
 
Amgen, Inc.
               
5.70%, 02/01/2019
   
204,000
     
214,266
 
2.20%, 05/11/2020
   
7,280,000
     
7,301,486
 
2.70%, 05/01/2022
   
5,600,000
     
5,627,183
 
2.65%, 05/11/2022
   
12,127,000
     
12,222,517
 
3.63%, 05/15/2022
   
845,000
     
881,740
 
3.13%, 05/01/2025
   
525,000
     
528,606
 
4.95%, 10/01/2041
   
464,000
     
514,979
 
4.66%, 06/15/2051
   
9,145,000
     
10,023,919
 
Anheuser-Busch Cos LLC
               
5.50%, 01/15/2018
   
103,000
     
104,122
 
Anheuser-Busch InBev Finance, Inc.
               
1.90%, 02/01/2019
   
132,000
     
132,330
 
2.63%, 01/17/2023
   
160,000
     
160,847
 
3.30%, 02/01/2023
   
5,742,000
     
5,951,255
 
3.70%, 02/01/2024
   
487,000
     
511,096
 
3.65%, 02/01/2026
   
10,203,000
     
10,551,179
 
4.70%, 02/01/2036
   
8,482,000
     
9,389,082
 
4.00%, 01/17/2043
   
810,000
     
816,359
 
4.90%, 02/01/2046
   
6,757,000
     
7,690,042
 
Anheuser-Busch InBev Worldwide, Inc.
               
2.20%, 08/01/2018
   
5,080,000
     
5,102,932
 
4.95%, 01/15/2042
   
2,735,000
     
3,095,708
 
4.44%, 10/06/2048
   
139,000
     
148,742
 
Anthem, Inc.
               
2.30%, 07/15/2018
   
289,000
     
290,247
 
3.13%, 05/15/2022
   
484,000
     
494,119
 
3.30%, 01/15/2023
   
271,000
     
279,037
 
3.50%, 08/15/2024
   
694,000
     
713,732
 
4.63%, 05/15/2042
   
400,000
     
433,128
 
4.65%, 01/15/2043
   
391,000
     
421,770
 
5.10%, 01/15/2044
   
1,881,000
     
2,166,395
 
4.65%, 08/15/2044
   
395,000
     
430,676
 
BAT Capital Corp.
               
2.76%, 08/15/2022 (2)
   
9,329,000
     
9,378,594
 
3.22%, 08/15/2024 (2)
   
7,145,000
     
7,159,693
 
4.39%, 08/15/2037 (2)
   
3,859,000
     
3,931,134
 
4.54%, 08/15/2047 (2)
   
1,474,000
     
1,515,745
 
Baxalta, Inc.
               
3.60%, 06/23/2022
   
367,000
     
380,171
 
5.25%, 06/23/2045
   
167,000
     
192,357
 
Bayer US Finance LLC
               
3.38%, 10/08/2024 (2)
   
471,000
     
479,394
 
Baylor Scott & White Holdings
               
4.19%, 11/15/2045
   
1,800,000
     
1,892,960
 
3.97%, 11/15/2046
   
3,700,000
     
3,746,452
 
Becton Dickinson and Co.
               
2.68%, 12/15/2019
   
135,000
     
136,603
 
3.36%, 06/06/2024
   
4,598,000
     
4,639,066
 
3.73%, 12/15/2024
   
1,972,000
     
2,013,641
 
4.67%, 06/06/2047
   
538,000
     
564,084
 
Biogen, Inc.
               
3.63%, 09/15/2022
   
673,000
     
705,963
 
5.20%, 09/15/2045
   
366,000
     
426,112
 
Brown-Forman Co.
               
4.50%, 07/15/2045
   
375,000
     
403,573
 
Bunge Ltd. Finance Corp.
               
8.50%, 06/15/2019
   
7,456,000
     
8,234,382
 
3.50%, 11/24/2020
   
283,000
     
291,229
 
3.25%, 08/15/2026
   
284,000
     
273,549
 
3.75%, 09/25/2027
   
1,059,000
     
1,056,803
 
Cardinal Health, Inc.
               
3.75%, 09/15/2025
   
412,000
     
426,432
 
3.41%, 06/15/2027
   
800,000
     
802,390
 
4.90%, 09/15/2045
   
315,000
     
347,033
 
Cargill, Inc.
               
3.30%, 03/01/2022 (2)
   
800,000
     
824,942
 
Celgene Corp.
               
3.25%, 08/15/2022
   
1,220,000
     
1,258,711
 
4.00%, 08/15/2023
   
298,000
     
318,785
 
3.63%, 05/15/2024
   
686,000
     
714,447
 
5.70%, 10/15/2040
   
302,000
     
358,090
 
Cigna Co.
               
3.25%, 04/15/2025
   
970,000
     
982,011
 
Cleveland Clinic Foundation/The
               
4.86%, 01/01/2114
   
2,511,000
     
2,731,729
 
Coca-Cola Femsa SAB de CV
               
2.38%, 11/26/2018
   
3,906,000
     
3,931,877
 
3.88%, 11/26/2023
   
550,000
     
580,731
 
Conagra Brands, Inc.
               
4.95%, 08/15/2020
   
40,000
     
42,270
 
9.75%, 03/01/2021
   
1,750,000
     
2,132,354
 
7.00%, 10/01/2028
   
3,250,000
     
4,082,565
 
Constellation Brands, Inc.
               
4.25%, 05/01/2023
   
200,000
     
214,306
 
Danaher Co.
               
2.40%, 09/15/2020
   
280,000
     
283,410
 
Danone SA
               
2.59%, 11/02/2023 (2)
   
1,600,000
     
1,571,239
 
Diageo Investment Co.
               
8.00%, 09/15/2022
   
516,000
     
646,672
 
DP World Ltd.
               
6.85%, 07/02/2037 (2)
   
1,543,000
     
1,904,448
 
Dr Pepper Snapple Group, Inc.
               
3.43%, 06/15/2027 (2)
   
350,000
     
351,658
 
4.42%, 12/15/2046
   
9,350,000
     
9,807,735
 
Ecolab, Inc.
               
1.45%, 12/08/2017
   
5,928,000
     
5,926,747
 
2.25%, 01/12/2020
   
233,000
     
234,526
 
3.25%, 01/14/2023
   
452,000
     
465,405
 
5.50%, 12/08/2041
   
103,000
     
126,657
 
Equifax, Inc.
               
2.30%, 06/01/2021
   
338,000
     
330,141
 
ERAC USA Finance LLC
               
6.38%, 10/15/2017 (2)
   
41,000
     
41,061
 
2.80%, 11/01/2018 (2)
   
4,875,000
     
4,914,421
 
4.50%, 08/16/2021 (2)
   
400,000
     
426,861
 
6.70%, 06/01/2034 (2)
   
508,000
     
633,344
 
5.63%, 03/15/2042 (2)
   
357,000
     
412,626
 
4.50%, 02/15/2045 (2)
   
300,000
     
298,212
 
Express Scripts Holding Co.
               
4.75%, 11/15/2021
   
4,000,000
     
4,338,787
 
3.00%, 07/15/2023
   
178,000
     
178,504
 
3.50%, 06/15/2024
   
897,000
     
909,874
 
4.50%, 02/25/2026
   
755,000
     
807,413
 
4.80%, 07/15/2046
   
218,000
     
230,061
 
Fomento Economico Mexicano SAB de CV
               
4.38%, 05/10/2043
   
526,000
     
533,791
 
Forest Laboratories LLC
               
4.38%, 02/01/2019 (2)
   
1,351,000
     
1,385,360
 
5.00%, 12/15/2021 (2)
   
4,738,000
     
5,176,902
 
Gilead Sciences, Inc.
               
2.50%, 09/01/2023
   
250,000
     
247,388
 
3.70%, 04/01/2024
   
4,637,000
     
4,895,828
 
3.50%, 02/01/2025
   
385,000
     
400,806
 
3.65%, 03/01/2026
   
374,000
     
390,384
 
2.95%, 03/01/2027
   
5,995,000
     
5,936,768
 
4.60%, 09/01/2035
   
4,558,000
     
5,029,990
 
4.00%, 09/01/2036
   
1,133,000
     
1,173,863
 
5.65%, 12/01/2041
   
1,020,000
     
1,265,697
 
4.75%, 03/01/2046
   
2,015,000
     
2,264,901
 
4.15%, 03/01/2047
   
600,000
     
617,966
 
GlaxoSmithKline Capital, Inc.
               
2.85%, 05/08/2022
   
320,000
     
327,201
 
6.38%, 05/15/2038
   
217,000
     
297,497
 
Grupo Bimbo SAB de CV
               
3.88%, 06/27/2024 (2)
   
5,000,000
     
5,162,137
 
Humana, Inc.
               
7.20%, 06/15/2018
   
215,000
     
222,965
 
JM Smucker Co./The
               
3.00%, 03/15/2022
   
4,750,000
     
4,821,911
 
Johnson & Johnson
               
4.38%, 12/05/2033
   
1,225,000
     
1,394,663
 
4.50%, 12/05/2043
   
2,780,000
     
3,191,575
 
Kellogg Co.
               
3.25%, 05/21/2018
   
234,000
     
236,506
 
Kimberly-Clark Co.
               
7.50%, 11/01/2018
   
52,000
     
55,199
 
2.40%, 03/01/2022
   
140,000
     
140,765
 
Kraft Foods Group, Inc.
               
6.13%, 08/23/2018
   
531,000
     
551,420
 
5.38%, 02/10/2020
   
138,000
     
148,002
 
3.50%, 06/06/2022
   
388,000
     
402,234
 
6.88%, 01/26/2039
   
1,645,000
     
2,112,405
 
6.50%, 02/09/2040
   
310,000
     
389,904
 
5.00%, 06/04/2042
   
505,000
     
540,613
 
Kraft Heinz Foods Co.
               
2.00%, 07/02/2018
   
2,771,000
     
2,776,627
 
2.80%, 07/02/2020
   
3,775,000
     
3,842,528
 
3.95%, 07/15/2025
   
1,858,000
     
1,913,003
 
3.00%, 06/01/2026
   
3,625,000
     
3,475,998
 
5.00%, 07/15/2035
   
2,785,000
     
3,032,795
 
4.38%, 06/01/2046
   
5,510,000
     
5,399,707
 
Kroger Co./The
               
6.15%, 01/15/2020
   
206,000
     
223,812
 
4.00%, 02/01/2024
   
63,000
     
65,309
 
7.50%, 04/01/2031
   
1,417,000
     
1,856,065
 
6.90%, 04/15/2038
   
1,434,000
     
1,790,189
 
5.40%, 07/15/2040
   
95,000
     
100,559
 
4.45%, 02/01/2047
   
1,010,000
     
952,897
 
Laboratory Co. of America Holdings
               
4.63%, 11/15/2020
   
6,630,000
     
7,047,222
 
3.20%, 02/01/2022
   
1,127,000
     
1,153,176
 
Magellan Health, Inc.
               
4.40%, 09/22/2024
   
1,917,000
     
1,909,599
 
Massachusetts Institute of Technology
               
4.68%, 07/01/2114
   
1,645,000
     
1,869,368
 
McCormick & Co., Inc.
               
3.15%, 08/15/2024
   
299,000
     
301,370
 
3.40%, 08/15/2027
   
594,000
     
595,845
 
Mead Johnson Nutrition Co.
               
4.13%, 11/15/2025
   
891,000
     
961,604
 
Medtronic Global Holdings SCA
               
3.35%, 04/01/2027
   
6,670,000
     
6,853,052
 
Medtronic, Inc.
               
3.13%, 03/15/2022
   
419,000
     
431,261
 
3.15%, 03/15/2022
   
396,000
     
409,925
 
3.50%, 03/15/2025
   
13,000,000
     
13,553,082
 
4.38%, 03/15/2035
   
924,000
     
1,016,671
 
Merck & Co., Inc.
               
2.40%, 09/15/2022
   
211,000
     
212,532
 
2.80%, 05/18/2023
   
526,000
     
539,724
 
3.70%, 02/10/2045
   
70,000
     
71,015
 
Molson Coors Brewing Co.
               
3.00%, 07/15/2026
   
581,000
     
564,817
 
Mondelez International Holdings Netherlands BV
               
1.63%, 10/28/2019 (2)
   
4,631,000
     
4,594,957
 
Mylan NV
               
3.00%, 12/15/2018
   
3,115,000
     
3,149,936
 
2.50%, 06/07/2019
   
4,895,000
     
4,913,816
 
3.15%, 06/15/2021
   
4,415,000
     
4,491,333
 
3.95%, 06/15/2026
   
1,992,000
     
2,027,287
 
5.25%, 06/15/2046
   
366,000
     
396,797
 
Mylan, Inc.
               
2.55%, 03/28/2019
   
600,000
     
602,720
 
3.13%, 01/15/2023 (2)
   
5,504,000
     
5,508,375
 
5.40%, 11/29/2043
   
100,000
     
106,693
 
New York and Presbyterian Hospital/The
               
4.02%, 08/01/2045
   
125,000
     
128,612
 
4.76%, 08/01/2116
   
2,668,000
     
2,750,660
 
Northwell Healthcare, Inc.
               
4.26%, 11/01/2047
   
2,971,000
     
2,986,744
 
Novartis Capital Co.
               
2.40%, 05/17/2022
   
6,440,000
     
6,485,687
 
3.40%, 05/06/2024
   
922,000
     
966,732
 
PepsiCo, Inc.
               
3.00%, 08/25/2021
   
258,000
     
267,060
 
3.10%, 07/17/2022
   
593,000
     
615,379
 
4.88%, 11/01/2040
   
82,000
     
95,898
 
4.60%, 07/17/2045
   
196,000
     
221,420
 
3.45%, 10/06/2046
   
700,000
     
665,607
 
Pfizer, Inc.
               
5.80%, 08/12/2023
   
4,000,000
     
4,710,967
 
3.00%, 12/15/2026
   
1,125,000
     
1,138,664
 
President & Fellows of Harvard College
               
3.30%, 07/15/2056
   
5,599,000
     
5,355,747
 
Procter & Gamble - Esop
               
9.36%, 01/01/2021
   
111,831
     
126,343
 
Procter & Gamble Co.
               
2.85%, 08/11/2027
   
1,200,000
     
1,194,929
 
Providence St Joseph Health Obligated Group
               
2.75%, 10/01/2026
   
1,200,000
     
1,150,765
 
Quest Diagnostics, Inc.
               
3.50%, 03/30/2025
   
4,820,000
     
4,911,604
 
3.45%, 06/01/2026
   
223,000
     
224,917
 
Reckitt Benckiser Treasury Services Plc
               
3.00%, 06/26/2027 (2)
   
11,865,000
     
11,730,595
 
Reynolds American, Inc.
               
2.30%, 06/12/2018
   
8,841,000
     
8,879,753
 
4.45%, 06/12/2025
   
5,000,000
     
5,364,090
 
5.70%, 08/15/2035
   
1,100,000
     
1,289,435
 
Roche Holdings, Inc.
               
3.35%, 09/30/2024 (2)
   
780,000
     
808,276
 
RR Donnelley & Sons Co.
               
7.63%, 06/15/2020
   
107,000
     
115,560
 
Shire Acquisitions Investments Ireland DAC
               
2.40%, 09/23/2021
   
13,135,000
     
13,085,749
 
2.88%, 09/23/2023
   
668,000
     
664,458
 
Smithfield Foods, Inc.
               
3.35%, 02/01/2022 (2)
   
10,000,000
     
10,177,227
 
4.25%, 02/01/2027 (2)
   
265,000
     
273,844
 
Stryker Co.
               
3.50%, 03/15/2026
   
213,000
     
218,622
 
Sysco Corp.
               
3.75%, 10/01/2025
   
277,000
     
287,526
 
3.25%, 07/15/2027
   
1,350,000
     
1,345,198
 
Teva Pharmaceutical Finance Co,
               
2.95%, 12/18/2022
   
1,000,000
     
971,018
 
Teva Pharmaceutical Finance Netherlands III BV
               
1.40%, 07/20/2018
   
11,669,000
     
11,625,126
 
2.80%, 07/21/2023
   
735,000
     
702,624
 
3.15%, 10/01/2026
   
1,382,000
     
1,273,559
 
4.10%, 10/01/2046
   
585,000
     
492,498
 
Texas Health Resources
               
4.33%, 11/15/2055
   
1,000,000
     
1,042,365
 
Thermo Fisher Scientific, Inc.
               
3.00%, 04/15/2023
   
227,000
     
230,675
 
2.95%, 09/19/2026
   
476,000
     
465,672
 
Tyson Foods, Inc.
               
4.50%, 06/15/2022
   
2,485,000
     
2,686,833
 
3.95%, 08/15/2024
   
1,451,000
     
1,525,895
 
4.88%, 08/15/2034
   
400,000
     
441,670
 
UnitedHealth Group, Inc.
               
1.63%, 03/15/2019
   
291,000
     
290,344
 
3.38%, 11/15/2021
   
685,000
     
712,143
 
2.75%, 02/15/2023
   
520,000
     
525,551
 
2.88%, 03/15/2023
   
310,000
     
315,995
 
3.10%, 03/15/2026
   
550,000
     
556,211
 
4.63%, 07/15/2035
   
427,000
     
489,152
 
5.80%, 03/15/2036
   
500,000
     
629,968
 
6.63%, 11/15/2037
   
562,000
     
780,340
 
4.38%, 03/15/2042
   
5,170,000
     
5,593,818
 
Verisk Analytics, Inc.
               
4.00%, 06/15/2025
   
7,000,000
     
7,319,751
 
Wesleyan University
               
4.78%, 07/01/2116
   
3,012,000
     
3,125,530
 
Western Union Co./The
               
3.60%, 03/15/2022
   
1,300,000
     
1,319,488
 
6.20%, 06/21/2040
   
300,000
     
317,529
 
Wm Wrigley Jr Co.
               
2.90%, 10/21/2019 (2)
   
4,960,000
     
5,032,337
 
Wyeth LLC
               
6.45%, 02/01/2024
   
82,000
     
99,981
 
Zimmer Biomet Holdings, Inc.
               
3.38%, 11/30/2021
   
3,650,000
     
3,738,929
 
3.55%, 04/01/2025
   
6,000,000
     
6,056,229
 
Zoetis, Inc.
               
3.45%, 11/13/2020
   
150,000
     
155,055
 
3.25%, 02/01/2023
   
1,000,000
     
1,033,735
 
3.00%, 09/12/2027
   
4,685,000
     
4,611,594
 
             
585,501,051
 
Diversified - 0.09%
               
CK Hutchison International 17 Ltd.
               
2.25%, 09/29/2020 (2)
   
3,664,000
     
3,651,592
 
2.88%, 04/05/2022 (2)
   
800,000
     
804,420
 
2.75%, 03/29/2023 (2)
   
500,000
     
497,328
 
Hutchison Whampoa International 09 Ltd.
               
7.63%, 04/09/2019 (2)
   
612,000
     
661,248
 
Hutchison Whampoa International 09/19 Ltd.
               
5.75%, 09/11/2019 (2)
   
6,175,000
     
6,588,608
 
Hutchison Whampoa International 12 II Ltd.
               
3.25%, 11/08/2022 (2)
   
450,000
     
460,114
 
             
12,663,310
 
Energy - 3.53%
               
Alberta Energy Co. Ltd.
               
7.38%, 11/01/2031
   
274,000
     
338,071
 
Anadarko Finance Co.
               
7.50%, 05/01/2031
   
206,000
     
256,247
 
Anadarko Holding Co.
               
7.15%, 05/15/2028
   
170,000
     
198,911
 
Anadarko Petroleum Co.
               
8.70%, 03/15/2019
   
664,000
     
724,621
 
6.95%, 06/15/2019
   
11,711,000
     
12,618,205
 
6.45%, 09/15/2036
   
2,685,000
     
3,194,204
 
0.00%, 10/10/2036
   
4,000,000
     
1,681,751
 
ANR Pipeline Co.
               
9.63%, 11/01/2021
   
337,000
     
427,031
 
Apache Co.
               
6.90%, 09/15/2018
   
258,000
     
270,146
 
3.25%, 04/15/2022
   
99,000
     
100,389
 
5.10%, 09/01/2040
   
600,000
     
627,245
 
4.75%, 04/15/2043
   
416,000
     
418,086
 
APT Pipelines Ltd.
               
4.25%, 07/15/2027 (2)
   
1,098,000
     
1,129,172
 
Baker Hughes, Inc.
               
5.13%, 09/15/2040
   
600,000
     
693,560
 
Boardwalk Pipelines LP
               
4.95%, 12/15/2024
   
1,057,000
     
1,124,582
 
5.95%, 06/01/2026
   
254,000
     
284,026
 
4.45%, 07/15/2027
   
200,000
     
203,552
 
BP Capital Markets Plc
               
1.38%, 11/06/2017
   
229,000
     
228,968
 
2.24%, 05/10/2019
   
400,000
     
402,892
 
3.25%, 05/06/2022
   
262,000
     
271,328
 
2.52%, 09/19/2022
   
9,136,000
     
9,142,513
 
3.81%, 02/10/2024
   
1,615,000
     
1,700,454
 
3.22%, 04/14/2024
   
2,262,000
     
2,311,525
 
3.54%, 11/04/2024
   
700,000
     
721,938
 
3.51%, 03/17/2025
   
45,000
     
46,430
 
3.12%, 05/04/2026
   
462,000
     
461,651
 
3.02%, 01/16/2027
   
402,000
     
395,492
 
3.59%, 04/14/2027
   
650,000
     
668,401
 
3.28%, 09/19/2027
   
8,341,000
     
8,324,954
 
Buckeye Partners LP
               
2.65%, 11/15/2018
   
2,900,000
     
2,911,793
 
4.88%, 02/01/2021
   
704,000
     
747,172
 
4.35%, 10/15/2024
   
738,000
     
759,746
 
3.95%, 12/01/2026
   
158,000
     
155,810
 
5.85%, 11/15/2043
   
591,000
     
641,655
 
Burlington Resources, Inc.
               
8.20%, 03/15/2025
   
206,000
     
269,502
 
Cameron International Co.
               
3.60%, 04/30/2022
   
5,900,000
     
6,117,750
 
Canadian Natural Resources Ltd.
               
1.75%, 01/15/2018
   
687,000
     
687,486
 
5.90%, 02/01/2018
   
2,996,000
     
3,038,922
 
2.95%, 01/15/2023
   
6,209,000
     
6,170,652
 
7.20%, 01/15/2032
   
41,000
     
50,685
 
6.45%, 06/30/2033
   
1,153,000
     
1,364,506
 
5.85%, 02/01/2035
   
200,000
     
226,329
 
6.50%, 02/15/2037
   
118,000
     
142,972
 
6.75%, 02/01/2039
   
206,000
     
251,786
 
4.95%, 06/01/2047
   
3,029,000
     
3,174,113
 
Cenovus Energy, Inc.
               
3.00%, 08/15/2022
   
1,884,000
     
1,852,563
 
5.25%, 06/15/2037 (2)
   
4,605,000
     
4,567,751
 
6.75%, 11/15/2039
   
1,999,000
     
2,300,200
 
4.45%, 09/15/2042
   
310,000
     
271,505
 
5.40%, 06/15/2047 (2)
   
2,000,000
     
2,004,498
 
Chevron Co.
               
2.36%, 12/05/2022
   
315,000
     
315,481
 
2.57%, 05/16/2023
   
2,000,000
     
2,011,397
 
2.90%, 03/03/2024
   
1,303,000
     
1,319,179
 
CNOOC Finance 2013 Ltd.
               
3.00%, 05/09/2023
   
2,200,000
     
2,203,553
 
CNOOC Finance 2015 Australia Pty Ltd.
               
2.63%, 05/05/2020
   
1,583,000
     
1,589,405
 
CNOOC Finance 2015 USA LLC
               
3.50%, 05/05/2025
   
670,000
     
680,226
 
CNOOC Nexen Finance 2014 ULC
               
4.25%, 04/30/2024
   
1,165,000
     
1,239,783
 
Concho Resources, Inc.
               
3.75%, 10/01/2027
   
544,000
     
546,545
 
4.88%, 10/01/2047
   
113,000
     
117,869
 
Conoco Funding Co.
               
7.25%, 10/15/2031
   
54,000
     
72,827
 
ConocoPhillips Canada Funding Co. I
               
5.95%, 10/15/2036
   
300,000
     
374,380
 
ConocoPhillips Co.
               
4.20%, 03/15/2021
   
839,000
     
894,073
 
4.95%, 03/15/2026
   
598,000
     
673,832
 
6.95%, 04/15/2029
   
400,000
     
520,083
 
5.90%, 10/15/2032
   
53,000
     
64,410
 
6.50%, 02/01/2039
   
150,000
     
200,898
 
DCP Midstream Operating LP
               
9.75%, 03/15/2019 (2)
   
4,960,000
     
5,418,800
 
Devon Energy Co.
               
3.25%, 05/15/2022
   
896,000
     
906,353
 
7.95%, 04/15/2032
   
1,000,000
     
1,308,550
 
5.60%, 07/15/2041
   
1,323,000
     
1,447,176
 
Devon Financing Co. LLC
               
7.88%, 09/30/2031
   
4,450,000
     
5,871,404
 
Ecopetrol SA
               
5.88%, 09/18/2023
   
395,000
     
438,647
 
4.13%, 01/16/2025
   
383,000
     
383,958
 
5.38%, 06/26/2026
   
537,000
     
571,905
 
Enbridge Energy Partners LP
               
4.38%, 10/15/2020
   
6,575,000
     
6,909,684
 
Enbridge, Inc.
               
2.90%, 07/15/2022
   
8,270,000
     
8,315,958
 
4.00%, 10/01/2023
   
1,440,000
     
1,514,058
 
3.70%, 07/15/2027
   
6,076,000
     
6,145,787
 
5.50%, 12/01/2046
   
1,310,000
     
1,503,962
 
Encana Co.
               
6.50%, 05/15/2019
   
240,000
     
255,374
 
8.13%, 09/15/2030
   
400,000
     
517,530
 
7.20%, 11/01/2031
   
500,000
     
612,268
 
6.50%, 08/15/2034
   
268,000
     
313,494
 
Energy Transfer Partners LP
               
9.70%, 03/15/2019
   
107,000
     
118,177
 
3.60%, 02/01/2023
   
229,000
     
232,811
 
4.90%, 02/01/2024
   
687,000
     
728,461
 
4.05%, 03/15/2025
   
682,000
     
691,210
 
4.75%, 01/15/2026
   
497,000
     
522,953
 
6.63%, 10/15/2036
   
3,554,000
     
4,041,160
 
7.50%, 07/01/2038
   
1,500,000
     
1,840,595
 
6.05%, 06/01/2041
   
500,000
     
539,871
 
6.50%, 02/01/2042
   
140,000
     
158,323
 
Eni SpA
               
5.70%, 10/01/2040 (2)
   
557,000
     
589,715
 
Eni USA, Inc.
               
7.30%, 11/15/2027
   
400,000
     
501,221
 
EnLink Midstream Partners LP
               
2.70%, 04/01/2019
   
4,008,000
     
4,019,157
 
4.15%, 06/01/2025
   
1,129,000
     
1,139,567
 
5.05%, 04/01/2045
   
378,000
     
363,981
 
Enterprise Products Operating LLC
               
3.35%, 03/15/2023
   
1,017,000
     
1,042,811
 
3.90%, 02/15/2024
   
3,400,000
     
3,563,509
 
3.75%, 02/15/2025
   
515,000
     
533,572
 
3.70%, 02/15/2026
   
304,000
     
312,101
 
6.88%, 03/01/2033
   
1,200,000
     
1,513,833
 
6.65%, 10/15/2034
   
672,000
     
848,349
 
5.75%, 03/01/2035
   
1,075,000
     
1,228,048
 
5.95%, 02/01/2041
   
201,000
     
240,920
 
4.85%, 08/15/2042
   
4,000,000
     
4,359,861
 
4.85%, 03/15/2044
   
199,000
     
213,544
 
4.95%, 10/15/2054
   
177,000
     
187,406
 
EOG Resources, Inc.
               
6.88%, 10/01/2018
   
186,000
     
194,857
 
4.10%, 02/01/2021
   
547,000
     
576,084
 
2.63%, 03/15/2023
   
249,000
     
247,055
 
5.10%, 01/15/2036
   
784,000
     
871,943
 
EQT Corp.
               
3.00%, 10/01/2022
   
9,961,000
     
9,976,457
 
3.90%, 10/01/2027
   
3,915,000
     
3,913,966
 
EQT Midstream Partners LP
               
4.00%, 08/01/2024
   
2,000,000
     
2,032,423
 
Exxon Mobil Co.
               
2.73%, 03/01/2023
   
1,338,000
     
1,361,949
 
4.11%, 03/01/2046
   
716,000
     
773,157
 
Gazprom OAO Via Gaz Capital SA
               
6.51%, 03/07/2022 (2)
   
1,140,000
     
1,265,400
 
4.95%, 07/19/2022 (2)
   
610,000
     
639,036
 
Gulf South Pipeline Co. LP
               
4.00%, 06/15/2022
   
1,100,000
     
1,132,710
 
Halliburton Co.
               
3.50%, 08/01/2023
   
1,032,000
     
1,063,674
 
4.85%, 11/15/2035
   
200,000
     
216,724
 
7.45%, 09/15/2039
   
521,000
     
732,902
 
7.60%, 08/15/2096 (2)
   
258,000
     
333,890
 
Helmerich & Payne International Drilling Co.
               
4.65%, 03/15/2025
   
4,710,000
     
4,979,030
 
Hess Corp.
               
7.13%, 03/15/2033
   
1,250,000
     
1,455,674
 
6.00%, 01/15/2040
   
880,000
     
919,388
 
Husky Energy, Inc.
               
6.15%, 06/15/2019
   
119,000
     
126,874
 
6.80%, 09/15/2037
   
2,100,000
     
2,588,116
 
KazMunayGas National Co.
               
3.88%, 04/19/2022 (2)
   
1,590,000
     
1,603,849
 
Kerr-McGee Co.
               
6.95%, 07/01/2024
   
127,000
     
150,875
 
7.88%, 09/15/2031
   
1,191,000
     
1,513,481
 
Kinder Morgan Energy Partners LP
               
9.00%, 02/01/2019
   
454,000
     
493,158
 
5.00%, 10/01/2021
   
4,875,000
     
5,249,336
 
4.15%, 02/01/2024
   
4,044,000
     
4,190,657
 
4.30%, 05/01/2024
   
3,700,000
     
3,849,126
 
7.30%, 08/15/2033
   
1,650,000
     
2,013,440
 
6.95%, 01/15/2038
   
242,000
     
293,405
 
6.50%, 09/01/2039
   
107,000
     
121,889
 
7.50%, 11/15/2040
   
483,000
     
605,676
 
Kinder Morgan, Inc./DE
               
7.80%, 08/01/2031
   
4,600,000
     
5,830,764
 
Magellan Midstream Partners LP
               
6.55%, 07/15/2019
   
206,000
     
221,362
 
4.25%, 02/01/2021
   
502,000
     
529,492
 
3.20%, 03/15/2025
   
386,000
     
379,387
 
4.20%, 12/01/2042
   
417,000
     
394,738
 
5.15%, 10/15/2043
   
441,000
     
488,441
 
4.20%, 03/15/2045
   
5,725,000
     
5,474,915
 
4.20%, 10/03/2047
   
1,050,000
     
1,031,256
 
Marathon Oil Co.
               
2.80%, 11/01/2022
   
700,000
     
680,303
 
6.60%, 10/01/2037
   
410,000
     
471,472
 
Marathon Petroleum Co.
               
3.63%, 09/15/2024
   
1,241,000
     
1,263,389
 
4.75%, 09/15/2044
   
3,875,000
     
3,852,783
 
MPLX LP
               
4.88%, 12/01/2024
   
819,000
     
882,587
 
5.20%, 03/01/2047
   
2,573,000
     
2,692,396
 
Nabors Industries, Inc.
               
6.15%, 02/15/2018
   
82,000
     
83,271
 
5.00%, 09/15/2020
   
595,000
     
606,900
 
4.63%, 09/15/2021
   
1,195,000
     
1,172,295
 
National Oilwell Varco, Inc.
               
1.35%, 12/01/2017
   
162,000
     
161,829
 
Nexen Energy ULC
               
6.40%, 05/15/2037
   
4,408,000
     
5,643,130
 
Noble Energy, Inc.
               
5.63%, 05/01/2021
   
355,000
     
365,650
 
3.85%, 01/15/2028
   
550,000
     
550,841
 
6.00%, 03/01/2041
   
386,000
     
440,671
 
5.25%, 11/15/2043
   
2,675,000
     
2,805,804
 
5.05%, 11/15/2044
   
2,000,000
     
2,063,105
 
4.95%, 08/15/2047
   
3,723,000
     
3,793,171
 
Noble Holding International Ltd.
               
5.75%, 03/16/2018
   
158,000
     
159,185
 
Occidental Petroleum Co.
               
2.70%, 02/15/2023
   
100,000
     
100,702
 
3.50%, 06/15/2025
   
455,000
     
465,508
 
3.40%, 04/15/2026
   
246,000
     
252,104
 
3.00%, 02/15/2027
   
333,000
     
327,699
 
4.63%, 06/15/2045
   
158,000
     
172,700
 
Oleoducto Central SA
               
4.00%, 05/07/2021 (2)
   
225,000
     
232,537
 
ONEOK Partners LP
               
3.20%, 09/15/2018
   
1,815,000
     
1,836,733
 
8.63%, 03/01/2019
   
353,000
     
383,283
 
3.38%, 10/01/2022
   
151,000
     
152,533
 
5.00%, 09/15/2023
   
334,000
     
360,560
 
4.90%, 03/15/2025
   
2,500,000
     
2,672,792
 
6.65%, 10/01/2036
   
1,050,000
     
1,268,387
 
6.85%, 10/15/2037
   
2,259,000
     
2,778,120
 
6.20%, 09/15/2043
   
2,500,000
     
2,847,680
 
ONEOK, Inc.
               
4.95%, 07/13/2047
   
1,850,000
     
1,853,841
 
Petro-Canada
               
6.05%, 05/15/2018
   
263,000
     
270,126
 
7.88%, 06/15/2026
   
543,000
     
691,099
 
5.95%, 05/15/2035
   
350,000
     
422,039
 
6.80%, 05/15/2038
   
423,000
     
566,045
 
Petrofac Ltd.
               
3.40%, 10/10/2018 (2)
   
5,029,000
     
4,994,426
 
Petroleos Mexicanos
               
8.00%, 05/03/2019
   
2,000,000
     
2,180,000
 
5.50%, 01/21/2021
   
16,626,000
     
17,739,942
 
6.38%, 02/04/2021
   
448,000
     
490,788
 
4.88%, 01/24/2022
   
3,500,000
     
3,670,625
 
5.38%, 03/13/2022 (2)
   
1,130,000
     
1,207,348
 
4.63%, 09/21/2023
   
1,292,000
     
1,334,507
 
4.88%, 01/18/2024
   
363,000
     
376,431
 
6.88%, 08/04/2026
   
5,324,000
     
6,056,050
 
6.50%, 03/13/2027 (2)
   
1,484,000
     
1,647,611
 
6.50%, 03/13/2027 (2)
   
3,038,000
     
3,372,940
 
6.63%, 06/15/2035
   
647,000
     
697,142
 
6.50%, 06/02/2041
   
2,870,000
     
3,000,585
 
6.38%, 01/23/2045
   
1,002,000
     
1,019,535
 
5.63%, 01/23/2046
   
3,070,000
     
2,855,100
 
6.75%, 09/21/2047
   
1,194,000
     
1,270,297
 
6.75%, 09/21/2047 (2)
   
5,835,000
     
6,207,857
 
Phillips 66
               
4.30%, 04/01/2022
   
5,736,000
     
6,159,138
 
5.88%, 05/01/2042
   
3,000,000
     
3,688,341
 
Phillips 66 Partners LP
               
2.65%, 02/15/2020
   
3,650,000
     
3,672,046
 
3.55%, 10/01/2026
   
190,000
     
185,804
 
4.68%, 02/15/2045
   
2,100,000
     
2,031,301
 
4.90%, 10/01/2046
   
412,000
     
412,129
 
Plains All American Pipeline LP / PAA Finance Corp.
               
3.65%, 06/01/2022
   
382,000
     
383,914
 
3.60%, 11/01/2024
   
1,050,000
     
1,025,403
 
4.65%, 10/15/2025
   
1,950,000
     
2,007,451
 
4.50%, 12/15/2026
   
5,089,000
     
5,162,849
 
4.70%, 06/15/2044
   
4,000,000
     
3,617,724
 
4.90%, 02/15/2045
   
1,509,000
     
1,402,110
 
QEP Resources, Inc.
               
6.80%, 03/01/2020
   
107,000
     
111,548
 
Raizen Fuels Finance SA
               
5.30%, 01/20/2027 (2)
   
1,580,000
     
1,659,000
 
Regency Energy Partners LP / Regency Energy Finance Corp.
               
5.88%, 03/01/2022
   
5,000,000
     
5,532,963
 
5.00%, 10/01/2022
   
6,300,000
     
6,802,680
 
Reliance Holding USA, Inc.
               
5.40%, 02/14/2022 (2)
   
1,115,000
     
1,224,836
 
Rockies Express Pipeline LLC
               
5.63%, 04/15/2020 (2)
   
215,000
     
226,019
 
Sabine Pass Liquefaction LLC
               
5.63%, 03/01/2025
   
5,000,000
     
5,513,917
 
5.88%, 06/30/2026
   
5,000,000
     
5,591,642
 
Schlumberger Holdings Co.
               
3.63%, 12/21/2022 (2)
   
5,599,000
     
5,823,356
 
Schlumberger Investment SA
               
3.30%, 09/14/2021 (2)
   
337,000
     
348,562
 
3.65%, 12/01/2023
   
409,000
     
434,004
 
Shell International Finance BV
               
4.30%, 09/22/2019
   
310,000
     
325,145
 
4.38%, 03/25/2020
   
885,000
     
938,878
 
2.13%, 05/11/2020
   
699,000
     
704,273
 
2.88%, 05/10/2026
   
2,296,000
     
2,277,503
 
4.13%, 05/11/2035
   
1,244,000
     
1,313,073
 
4.00%, 05/10/2046
   
2,467,000
     
2,493,533
 
3.75%, 09/12/2046
   
726,000
     
712,627
 
Sinopec Group Overseas Development 2012 Ltd.
               
3.90%, 05/17/2022 (2)
   
600,000
     
629,562
 
Sinopec Group Overseas Development 2013 Ltd.
               
4.38%, 10/17/2023 (2)
   
475,000
     
510,914
 
Sinopec Group Overseas Development 2015 Ltd.
               
2.50%, 04/28/2020 (2)
   
9,000,000
     
9,019,600
 
Sinopec Group Overseas Development 2016 Ltd.
               
3.50%, 05/03/2026 (2)
   
2,000,000
     
2,023,012
 
Southern Natural Gas Co. LLC
               
8.00%, 03/01/2032
   
446,000
     
606,473
 
4.80%, 03/15/2047 (2)
   
428,000
     
466,343
 
Spectra Energy Partners LP
               
2.95%, 09/25/2018
   
306,000
     
309,122
 
3.50%, 03/15/2025
   
787,000
     
791,977
 
5.95%, 09/25/2043
   
207,000
     
246,860
 
4.50%, 03/15/2045
   
3,000,000
     
3,020,293
 
Statoil ASA
               
1.20%, 01/17/2018
   
221,000
     
220,874
 
1.15%, 05/15/2018
   
304,000
     
303,384
 
5.25%, 04/15/2019
   
382,000
     
401,972
 
3.15%, 01/23/2022
   
237,000
     
244,321
 
2.45%, 01/17/2023
   
280,000
     
279,394
 
2.65%, 01/15/2024
   
663,000
     
656,187
 
3.25%, 11/10/2024
   
508,000
     
521,841
 
4.25%, 11/23/2041
   
193,000
     
201,425
 
Suncor Energy, Inc.
               
5.95%, 12/01/2034
   
1,048,000
     
1,261,730
 
Sunoco Logistics Partners Operations LP
               
5.50%, 02/15/2020
   
410,000
     
438,351
 
4.25%, 04/01/2024
   
833,000
     
859,277
 
5.95%, 12/01/2025
   
200,000
     
226,475
 
4.95%, 01/15/2043
   
1,482,000
     
1,393,391
 
5.30%, 04/01/2044
   
200,000
     
198,650
 
5.35%, 05/15/2045
   
633,000
     
632,241
 
5.40%, 10/01/2047
   
2,804,000
     
2,854,032
 
TC PipeLines LP
               
4.38%, 03/13/2025
   
8,465,000
     
8,843,489
 
3.90%, 05/25/2027
   
5,457,000
     
5,463,630
 
Texas Eastern Transmission LP
               
2.80%, 10/15/2022 (2)
   
714,000
     
707,724
 
Tosco Co.
               
7.80%, 01/01/2027
   
522,000
     
686,206
 
8.13%, 02/15/2030
   
361,000
     
496,892
 
Total Capital International SA
               
2.75%, 06/19/2021
   
900,000
     
919,475
 
2.70%, 01/25/2023
   
144,000
     
145,582
 
3.70%, 01/15/2024
   
350,000
     
369,603
 
3.75%, 04/10/2024
   
229,000
     
241,677
 
TransCanada PipeLines Ltd.
               
1.88%, 01/12/2018
   
205,000
     
205,175
 
6.50%, 08/15/2018
   
196,000
     
203,968
 
7.13%, 01/15/2019
   
273,000
     
290,881
 
4.88%, 01/15/2026
   
792,000
     
888,132
 
6.20%, 10/15/2037
   
573,000
     
742,300
 
7.25%, 08/15/2038
   
217,000
     
302,134
 
Valero Energy Corp.
               
7.50%, 04/15/2032
   
250,000
     
328,967
 
6.63%, 06/15/2037
   
8,626,000
     
10,878,927
 
Western Gas Partners LP
               
4.65%, 07/01/2026
   
414,000
     
433,762
 
5.45%, 04/01/2044
   
977,000
     
1,032,382
 
Williams Cos, Inc./The
               
5.75%, 06/24/2044
   
2,500,000
     
2,643,750
 
Williams Partners LP
               
4.30%, 03/04/2024
   
2,500,000
     
2,636,539
 
3.90%, 01/15/2025
   
700,000
     
715,179
 
6.30%, 04/15/2040
   
4,667,000
     
5,586,764
 
4.90%, 01/15/2045
   
7,000,000
     
7,098,553
 
Woodside Finance Ltd.
               
3.65%, 03/05/2025 (2)
   
3,300,000
     
3,322,446
 
             
500,048,363
 
Financials - 11.82%
               
ABN AMRO Bank NV
               
2.50%, 10/30/2018 (2)
   
6,542,000
     
6,588,566
 
2.10%, 01/18/2019 (2)
   
1,594,000
     
1,598,890
 
2.45%, 06/04/2020 (2)
   
2,000,000
     
2,015,040
 
4.75%, 07/28/2025 (2)
   
6,031,000
     
6,403,059
 
ACE INA Holdings, Inc.
               
2.88%, 11/03/2022
   
312,000
     
317,666
 
2.70%, 03/13/2023
   
300,000
     
302,252
 
3.15%, 03/15/2025
   
3,409,000
     
3,462,605
 
3.35%, 05/03/2026
   
250,000
     
256,206
 
4.35%, 11/03/2045
   
305,000
     
334,967
 
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
               
4.50%, 05/15/2021
   
13,955,000
     
14,761,520
 
3.50%, 05/26/2022
   
701,000
     
717,599
 
3.65%, 07/21/2027
   
1,516,000
     
1,509,703
 
AIA Group Ltd.
               
2.25%, 03/11/2019 (2)
   
1,270,000
     
1,267,778
 
3.20%, 03/11/2025 (2)
   
9,545,000
     
9,544,453
 
AIG Global Funding
               
1.65%, 12/15/2017 (2)
   
453,000
     
453,228
 
AIG SunAmerica Global Financing X
               
6.90%, 03/15/2032 (2)
   
955,000
     
1,272,927
 
Air Lease Corp.
               
2.13%, 01/15/2020
   
1,263,000
     
1,260,816
 
3.88%, 04/01/2021
   
400,000
     
417,677
 
3.00%, 09/15/2023
   
710,000
     
708,020
 
3.63%, 04/01/2027
   
340,000
     
340,085
 
Allstate Co./The
               
3.15%, 06/15/2023
   
420,000
     
430,026
 
Ally Financial, Inc.
               
8.00%, 12/31/2018
   
43,000
     
45,997
 
3.50%, 01/27/2019
   
1,000,000
     
1,015,000
 
American Express Credit Corp.
               
7.00%, 03/19/2018
   
284,000
     
291,000
 
1.80%, 07/31/2018
   
456,000
     
456,471
 
1.88%, 11/05/2018
   
831,000
     
831,760
 
2.13%, 03/18/2019
   
318,000
     
319,701
 
1.88%, 05/03/2019
   
7,093,000
     
7,099,776
 
2.25%, 08/15/2019
   
250,000
     
251,936
 
2.38%, 05/26/2020
   
894,000
     
903,449
 
2.60%, 09/14/2020
   
319,000
     
324,078
 
2.25%, 05/05/2021
   
380,000
     
379,358
 
2.70%, 03/03/2022
   
1,250,000
     
1,264,524
 
2.50%, 08/01/2022
   
12,439,000
     
12,420,961
 
American International Group, Inc.
               
6.40%, 12/15/2020
   
5,100,000
     
5,732,819
 
4.88%, 06/01/2022
   
3,500,000
     
3,844,890
 
4.13%, 02/15/2024
   
879,000
     
933,161
 
3.75%, 07/10/2025
   
444,000
     
458,361
 
3.88%, 01/15/2035
   
376,000
     
368,027
 
4.50%, 07/16/2044
   
1,757,000
     
1,843,734
 
8.18% (3 Month LIBOR USD + 4.200%), 05/15/2058 (1)
   
107,000
     
145,787
 
American Tower Corp.
               
2.25%, 01/15/2022
   
600,000
     
590,105
 
American Tower Trust #1
               
3.07%, 03/15/2023 (2)
   
2,900,000
     
2,906,593
 
1.55%, 03/15/2043 (2)
   
396,000
     
395,278
 
Ameriprise Financial, Inc.
               
7.30%, 06/28/2019
   
215,000
     
233,978
 
2.88%, 09/15/2026
   
1,015,000
     
990,036
 
Ameritech Capital Funding Co.
               
6.45%, 01/15/2018
   
321,000
     
325,087
 
AmSouth BanCorp.
               
6.75%, 11/01/2025
   
527,000
     
624,868
 
ANZ New Zealand Int'l Ltd./London
               
2.60%, 09/23/2019 (2)
   
4,087,000
     
4,131,672
 
2.85%, 08/06/2020 (2)
   
250,000
     
254,433
 
Aon Plc
               
4.00%, 11/27/2023
   
5,000,000
     
5,323,787
 
3.50%, 06/14/2024
   
815,000
     
839,701
 
3.88%, 12/15/2025
   
500,000
     
526,028
 
6.25%, 09/30/2040
   
172,000
     
220,358
 
Arch Capital Finance LLC
               
5.03%, 12/15/2046
   
437,000
     
486,572
 
Athene Global Funding
               
2.75%, 04/20/2020 (2)
   
1,407,000
     
1,417,929
 
4.00%, 01/25/2022 (2)
   
1,104,000
     
1,149,067
 
Australia & New Zealand Banking Group Ltd.
               
4.88%, 01/12/2021 (2)
   
296,000
     
319,892
 
4.40%, 05/19/2026 (2)
   
226,000
     
235,083
 
Australia & New Zealand Banking Group Ltd./New York NY
               
1.45%, 05/15/2018
   
640,000
     
639,744
 
AvalonBay Communities, Inc.
               
2.85%, 03/15/2023
   
600,000
     
601,267
 
2.90%, 10/15/2026
   
220,000
     
214,501
 
3.90%, 10/15/2046
   
214,000
     
209,398
 
AXIS Specialty Finance Plc
               
2.65%, 04/01/2019
   
2,890,000
     
2,897,044
 
BAC Capital Trust VI
               
5.63%, 03/08/2035
   
43,000
     
44,114
 
Banco Santander SA
               
3.50%, 04/11/2022
   
7,200,000
     
7,371,541
 
Bank Nederlandse Gemeenten NV
               
2.63%, 04/28/2021 (2)
   
6,350,000
     
6,482,040
 
Bank of America Corp.
               
5.75%, 12/01/2017
   
480,000
     
483,301
 
2.00%, 01/11/2018
   
2,408,000
     
2,410,658
 
6.88%, 04/25/2018
   
1,513,000
     
1,556,536
 
5.65%, 05/01/2018
   
825,000
     
843,829
 
1.95%, 05/12/2018
   
500,000
     
500,709
 
6.88%, 11/15/2018
   
1,500,000
     
1,580,819
 
2.60%, 01/15/2019
   
978,000
     
985,809
 
2.65%, 04/01/2019
   
710,000
     
716,324
 
7.63%, 06/01/2019
   
360,000
     
392,832
 
2.25%, 04/21/2020
   
701,000
     
702,443
 
5.63%, 07/01/2020
   
2,625,000
     
2,858,494
 
2.63%, 10/19/2020
   
2,885,000
     
2,915,254
 
5.88%, 01/05/2021
   
11,225,000
     
12,428,670
 
2.63%, 04/19/2021
   
6,205,000
     
6,251,535
 
5.00%, 05/13/2021
   
1,640,000
     
1,784,079
 
2.50%, 10/21/2022
   
931,000
     
921,938
 
3.30%, 01/11/2023
   
6,184,000
     
6,333,142
 
4.10%, 07/24/2023
   
217,000
     
230,984
 
4.13%, 01/22/2024
   
1,600,000
     
1,702,358
 
4.00%, 04/01/2024
   
2,490,000
     
2,629,761
 
4.20%, 08/26/2024
   
5,765,000
     
6,058,608
 
4.00%, 01/22/2025
   
13,430,000
     
13,892,537
 
3.95%, 04/21/2025
   
5,201,000
     
5,355,110
 
3.88%, 08/01/2025
   
621,000
     
650,272
 
3.09% (3 Month LIBOR USD + 1.090%), 10/01/2025 (1)
   
5,000,000
     
4,994,138
 
4.45%, 03/03/2026
   
7,140,000
     
7,534,460
 
4.25%, 10/22/2026
   
544,000
     
568,895
 
3.25%, 10/21/2027
   
5,126,000
     
5,021,006
 
4.18%, 11/25/2027
   
3,950,000
     
4,092,415
 
3.71% (3 Month LIBOR USD + 1.510%), 04/24/2028 (1)
   
4,500,000
     
4,593,289
 
3.59% (3 Month LIBOR USD + 1.370%), 07/21/2028 (1)
   
13,507,000
     
13,614,294
 
6.11%, 01/29/2037
   
3,580,000
     
4,474,213
 
7.75%, 05/14/2038
   
137,000
     
201,187
 
4.44% (3 Month LIBOR USD + 1.990%), 01/20/2048 (1)
   
1,990,000
     
2,155,055
 
Bank of Montreal
               
2.38%, 01/25/2019
   
215,000
     
216,608
 
1.50%, 07/18/2019
   
522,000
     
518,631
 
2.35%, 09/11/2022
   
500,000