| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 3M CO 2.375 | 98,671 | 98,671 |
| 3M CO FIXED 3.625 | 103,916 | 103,916 |
| 5TH 3RD BK CIN OH 3.85 | 213,107 | 213,107 |
| ABB FIN USA INC 2.875 | 51,061 | 51,061 |
| ABBOTT LABS 3.75 | 61,188 | 61,188 |
| ABBOTT LABS 4.75 | 188,675 | 188,675 |
| ABBOTT LABS 4.9 | 131,426 | 131,426 |
| ABBVIE INC 2.3 | 200,737 | 200,737 |
| ABBVIE INC 2.9 | 229,639 | 229,639 |
| ABBVIE INC 4.25 | 110,609 | 110,609 |
| ABBVIE INC 4.3 | 55,041 | 55,041 |
| ABBVIE INC FIXED 4.5 | 146,621 | 146,621 |
| ABBVIE INC FIXED 4.7 | 167,620 | 167,620 |
| ACTAVIS FDG SCS 4.55 | 54,661 | 54,661 |
| ACTAVIS INC 3.25 | 102,215 | 102,215 |
| AERCAP IRELAND CAP 3.95 | 258,311 | 258,311 |
| AERCAP IRELAND CAP 4.5 | 154,823 | 154,823 |
| AETNA INC 3.875 | 76,292 | 76,292 |
| AETNA INC 4.5 | 26,968 | 26,968 |
| AFLAC INC 3.625 | 106,926 | 106,926 |
| AGL CAP CORP 3.25 | 104,139 | 104,139 |
| AGL CAP CORP 5.875 | 63,161 | 63,161 |
| AIR LEASE CORP 3 | 30,732 | 30,732 |
| AIR LEASE CORP 3.25 | 51,483 | 51,483 |
| AIR LEASE CORP 3.375 | 25,425 | 25,425 |
| ALABAMA PWR CO 4.3 | 57,951 | 57,951 |
| ALEXANDRIA REAL 2.75 | 49,412 | 49,412 |
| ALEXANDRIA REAL 3.8 | 106,916 | 106,916 |
| ALEXANDRIA REAL 4.85 | 61,056 | 61,056 |
| ALIBABA GROUP HLDG 3.4 | 364,669 | 364,669 |
| ALLERGAN FDG SCS 4.85 | 81,741 | 81,741 |
| ALLERGAN INC 2.8 | 221,743 | 221,743 |
| ALLSTATE CORP 3.15 | 166,174 | 166,174 |
| ALLSTATE CORP 3.85 | 110,759 | 110,759 |
| ALLSTATE CORP FLTG RT 5.75 | 53,754 | 53,754 |
| ALPHABET INC 1.998 | 49,752 | 49,752 |
| AMAZON COM INC 3.15 | 105,978 | 105,978 |
| AMAZON COM INC 3.8 | 134,923 | 134,923 |
| AMAZON COM INC 4.05 | 117,685 | 117,685 |
| AMAZON COM INC FIXED 3.875 | 113,658 | 113,658 |
| AMAZON COM INC FIXED 4.25 | 60,996 | 60,996 |
| AMER MOVIL SAB DE CV 6.125 | 200,982 | 200,982 |
| AMEREN CORP 3.65 | 209,410 | 209,410 |
| AMEREN ILL CO 3.7 | 53,691 | 53,691 |
| AMERICAN EXPRESS CO 2.75 | 356,415 | 356,415 |
| AMERICAN HONDA FIN CORP MED TERM NTS 2.6 | 153,034 | 153,034 |
| AMERICAN TOWER CORP 3.6 | 52,535 | 52,535 |
| AMERICAN WTR CAP CORP 4.15 | 28,321 | 28,321 |
| AMERIPRISE FINL 3.7 | 106,827 | 106,827 |
| AMERISOURCEBERGEN 3.45 | 104,518 | 104,518 |
| AMERN AIRLINES INC 3.7 | 191,031 | 191,031 |
| AMERN EXPRESS CO 2.65 | 152,891 | 152,891 |
| AMERN EXPRESS CO 4.05 | 58,912 | 58,912 |
| AMERN EXPRESS CO FIXED 3.4 | 78,458 | 78,458 |
| AMERN HONDA FIN 1.65 | 149,654 | 149,654 |
| AMERN HONDA FIN 3.5 | 53,882 | 53,882 |
| AMERN INTL GROUP 3.875 | 106,183 | 106,183 |
| AMERN INTL GROUP 3.9 | 161,122 | 161,122 |
| AMERN INTL GROUP 4.75 | 120,582 | 120,582 |
| AMERN TOWER CORP 5 | 192,477 | 192,477 |
| AMERN WTR CAP CORP 3.75 | 52,951 | 52,951 |
| AMERN WTR CAP CORP FIXED 3.4 | 104,875 | 104,875 |
| AMGEN INC 2.6 | 45,591 | 45,591 |
| AMGEN INC 2.65 | 50,749 | 50,749 |
| AMGEN INC 3.2 | 105,392 | 105,392 |
| AMGEN INC 4.4 | 56,027 | 56,027 |
| AMGEN INC 4.563 | 87,184 | 87,184 |
| AMGEN INC 5.75 | 62,787 | 62,787 |
| AMGEN INC FIXED 3.125 | 182,588 | 182,588 |
| AMPHENOL CORP 3.2 | 103,763 | 103,763 |
| ANALOG DEVICES INC 3.5 | 26,231 | 26,231 |
| ANALOG DEVICES INC 3.9 | 161,265 | 161,265 |
| ANHEUSER BUSCH 3.75 | 51,701 | 51,701 |
| ANHEUSER BUSCH INBEV WOR 5.55 | 97,449 | 97,449 |
| ANHEUSER BUSCH INBEV WORLDWIDE INC 4.15 | 108,987 | 108,987 |
| ANHEUSER-BUSCH 3.5 | 105,385 | 105,385 |
| ANHEUSER-BUSCH 4 | 110,055 | 110,055 |
| ANHEUSER-BUSCH 4.6 | 114,440 | 114,440 |
| ANHEUSER-BUSCH 4.75 | 58,480 | 58,480 |
| ANHEUSER-BUSCH COS LLC CORP 3.65 | 79,992 | 79,992 |
| ANHEUSER-BUSCH COS LLC CORP 4.7 | 382,389 | 382,389 |
| ANHEUSER-BUSCH COS LLC CORP 4.9 | 326,184 | 326,184 |
| ANHEUSER-BUSCH INBEV WOR 8.2 | 118,619 | 118,619 |
| ANTHEM INC 3.65 | 127,079 | 127,079 |
| ANTHEM INC 4.101 | 162,990 | 162,990 |
| ANTHEM INC 4.65 | 113,093 | 113,093 |
| AON PLC 4.75 | 88,456 | 88,456 |
| APACHE CORP 4.75 | 24,156 | 24,156 |
| APACHE CORP 5.1 | 50,907 | 50,907 |
| APACHE CORP 5.35 | 104,551 | 104,551 |
| APPLE INC 2.4 | 406,825 | 406,825 |
| APPLE INC 2.5 | 203,722 | 203,722 |
| APPLE INC 2.85 | 61,716 | 61,716 |
| APPLE INC 3.25 | 68,840 | 68,840 |
| APPLE INC 3.35 | 159,778 | 159,778 |
| APPLE INC 3.85 | 224,893 | 224,893 |
| APPLE INC 4.25 | 89,803 | 89,803 |
| APPLE INC 4.45 | 61,006 | 61,006 |
| APPLE INC 4.65 | 62,738 | 62,738 |
| APPLE INC FIXED 3.75 | 88,845 | 88,845 |
| APPLIED MATLS INC 4.3 | 155,224 | 155,224 |
| APPLIED MATLS INC 4.35 | 60,426 | 60,426 |
| APTIV PLC 4.25 | 53,825 | 53,825 |
| APTIV PLC FIXED 4.4 | 24,098 | 24,098 |
| AQUA AMER INC FIXED 4.276 | 28,070 | 28,070 |
| ARCELORMITTAL 4.55 | 106,194 | 106,194 |
| ARCELORMITTAL STEP CPN 7 | 91,420 | 91,420 |
| ARCH CAP FIN LLC 4.011 | 164,765 | 164,765 |
| ARCHER-DANIELS 2.5 | 126,842 | 126,842 |
| ARCHER-DANIELS 4.5 | 61,127 | 61,127 |
| ARIZONA PUB SVC CO 3.75 | 52,654 | 52,654 |
| ASCENSION HLTH 3.945 | 55,531 | 55,531 |
| ASTRAZENECA PLC 3.375 | 265,713 | 265,713 |
| ASTRAZENECA PLC 4.375 | 128,406 | 128,406 |
| AT&T INC 3.2 | 307,123 | 307,123 |
| AT&T INC 3.4 | 104,727 | 104,727 |
| AT&T INC 4.125 | 54,197 | 54,197 |
| AT&T INC 4.35 | 86,369 | 86,369 |
| AT&T INC 4.5 | 166,911 | 166,911 |
| AT&T INC 4.75 | 113,174 | 113,174 |
| AT&T INC 4.8 | 114,100 | 114,100 |
| AT&T INC 4.85 | 259,519 | 259,519 |
| AT&T INC 5.25 | 119,478 | 119,478 |
| AT&T INC 5.35 | 181,045 | 181,045 |
| AT&T INC 5.65 | 63,709 | 63,709 |
| AT&T INC 6.1 | 95,612 | 95,612 |
| AT&T INC 6.375 | 99,434 | 99,434 |
| AT&T INC CORP 3.55 | 105,172 | 105,172 |
| AT&T INC FIXED 4.1 | 163,222 | 163,222 |
| AUSTRALIA 2.3 | 351,894 | 351,894 |
| AUTONATION INC 3.8 | 101,640 | 101,640 |
| AUTOZONE INC 3.125 | 154,748 | 154,748 |
| AVALONBAY CMNTYS 2.95 | 51,555 | 51,555 |
| AVALONBAY CMNTYS FIXED 4.15 | 57,016 | 57,016 |
| AVNET INC 4.625 | 31,748 | 31,748 |
| AXA EQUITABLE HLDGS INC FIXED 5 | 53,815 | 53,815 |
| BAKER HUGHES A GE CO LLC 5.125 | 58,911 | 58,911 |
| BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08 | 153,826 | 153,826 |
| BANCO SANTANDER SA FIXED 4.25 | 215,137 | 215,137 |
| BANK AMER CORP 3.3 | 155,082 | 155,082 |
| BANK AMER CORP 3.419 | 75,610 | 75,610 |
| BANK AMER CORP 3.5 | 170,168 | 170,168 |
| BANK AMER CORP 4.33 | 60,278 | 60,278 |
| BANK AMER CORP 4.75 | 61,966 | 61,966 |
| BANK AMER CORP 5 | 97,823 | 97,823 |
| BANK AMER CORP BNDS 4.443 | 30,496 | 30,496 |
| BANK AMER CORP FIXED 3.824 | 161,056 | 161,056 |
| BANK AMER CORP FIXED 4.078 | 113,431 | 113,431 |
| BANK AMER CORP FLTG RT 2.881 | 254,206 | 254,206 |
| BANK AMER CORP FLTG RT 3.593 | 159,012 | 159,012 |
| BANK NEW YORK MELLON CORP MEDIUM TERM 2.2 | 252,558 | 252,558 |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY 3.4 | 160,057 | 160,057 |
| BANK NOVA SCOTIA B C 3.4 | 157,177 | 157,177 |
| BANK OF AMERICA CORP 3.55 | 259,464 | 259,464 |
| BANK OF AMERICA CORP 4.271 | 222,303 | 222,303 |
| BANK OF AMERICA CORP BNDS 4.2 | 375,835 | 375,835 |
| BANK OF AMERICA NA 3.335 | 256,870 | 256,870 |
| BARCLAYS PLC 3.684 | 256,373 | 256,373 |
| BARCLAYS PLC 4.337 | 214,659 | 214,659 |
| BARCLAYS PLC 4.375 | 216,060 | 216,060 |
| BAXALTA INC 5.25 | 19,373 | 19,373 |
| BAXTER INTL INC 2.6 | 50,456 | 50,456 |
| BAXTER INTL INC 3.5 | 48,909 | 48,909 |
| BB&T BRH BKG & TR 3.625 | 266,159 | 266,159 |
| BECTON DICKINSON & 3.7 | 70,237 | 70,237 |
| BECTON DICKINSON & 4.669 | 59,610 | 59,610 |
| BECTON DICKINSON & 4.685 | 23,406 | 23,406 |
| BELL CDA FIXED 4.3 | 56,639 | 56,639 |
| BERKSHIRE HATHAWAY 3.125 | 105,401 | 105,401 |
| BERKSHIRE HATHAWAY 5.75 | 171,570 | 171,570 |
| BERKSHIRE HATHAWAY ENERGY CO 3.8 | 107,632 | 107,632 |
| BERKSHIRE HATHAWAY FIN CORP 4.25 | 59,324 | 59,324 |
| BEST BUY CO INC 4.45 | 54,876 | 54,876 |
| BIOGEN INC 3.625 | 62,450 | 62,450 |
| BIOGEN INC 5.2 | 90,581 | 90,581 |
| BK MONTREAL MEDIUM 2.55 | 254,985 | 254,985 |
| BK MONTREAL MEDIUM 3.3 | 104,240 | 104,240 |
| BK NOVA SCOTIA B C 2.7 | 162,825 | 162,825 |
| BNP PARIBAS / BNP 5 | 257,931 | 257,931 |
| BOARDWALK PIPELINES LP 4.8 | 160,795 | 160,795 |
| BORGWARNER INC 4.375 | 51,965 | 51,965 |
| BPCE S A NTS BOOK ENTRY 4.0 | 267,489 | 267,489 |
| BRIGHTHOUSE FINL 4.7 | 23,165 | 23,165 |
| BRIGHTHOUSE FINL INC 3.7 | 49,883 | 49,883 |
| BRISTOL MYERS 3.4 | 107,022 | 107,022 |
| BRISTOL MYERS 4.5 | 60,212 | 60,212 |
| BRISTOL MYERS SQUIBB CO SR NT EXCH 144A 3.25 | 103,572 | 103,572 |
| BRISTOL MYERS SQUIBB CO SR NT EXCH 144A 3.875 | 81,077 | 81,077 |
| BRITISH TELECOMMUNICATIONS PLC | 92,276 | 92,276 |
| BRIXMOR OPER 4.125 | 106,546 | 106,546 |
| BROADCOM CORP/ CAYMN FI 3.875 | 207,752 | 207,752 |
| BROADCOM INC 3.125 | 203,759 | 203,759 |
| BROADRIDGE FINL 3.4 | 31,363 | 31,363 |
| BROOKFIELD FIN INC 4.25 | 54,346 | 54,346 |
| BROOKFIELD FIN INC 4.85 | 57,256 | 57,256 |
| BSTN PPTYS LTD 3.65 | 127,174 | 127,174 |
| BSTN SCIENTIFIC 3.85 | 109,591 | 109,591 |
| BSTN SCIENTIFIC 4.7 | 91,270 | 91,270 |
| BUNGE LTD FIN CORP 3.25 | 49,820 | 49,820 |
| BURL NORTHN SANTA FIXED 3.25 | 170,807 | 170,807 |
| BURLINGTON NORTHERN SANTA FE LLC 4.15 | 115,235 | 115,235 |
| BURLINGTON NORTHN SANTA FE 3.75 | 106,665 | 106,665 |
| BURLINGTON NORTHN SANTA FE LLC 4.9 | 155,882 | 155,882 |
| CAMPBELL SOUP CO 4.15 | 108,571 | 108,571 |
| CAP 1 FINL CORP 3.3 | 260,374 | 260,374 |
| CAP 1 FINL CORP 3.75 | 106,671 | 106,671 |
| CAP 1 FINL CORP 4.2 | 107,948 | 107,948 |
| CARDINAL HLTH INC 3.41 | 102,289 | 102,289 |
| CARDINAL HLTH INC 4.9 | 78,264 | 78,264 |
| CATERPILLAR FINL 3.3 | 262,881 | 262,881 |
| CATERPILLAR FINL SVCS FIXED 2.65 | 101,144 | 101,144 |
| CATERPILLAR INC 4.75 | 63,125 | 63,125 |
| CATERPILLAR INC FIXED 3.25 | 100,413 | 100,413 |
| CBS CORP 4 | 235,730 | 235,730 |
| CBS CORP 5.9 | 30,691 | 30,691 |
| CDN IMPERIAL BK COMM FIXED 3.1 | 103,443 | 103,443 |
| CDN NATL RAILWAYS 2.85 | 101,467 | 101,467 |
| CDN NATL RY CO 2.75 | 25,613 | 25,613 |
| CDN NATL RY CO 3.2 | 51,053 | 51,053 |
| CDN PAC RY CO 2.9 | 154,070 | 154,070 |
| CDN PAC RY CO 5.95 | 100,963 | 100,963 |
| CENTERPOINT ENERGY 2.4 | 149,398 | 149,398 |
| CENTERPOINT ENERGY HOUSTON ELEC LLC 4.25 | 58,845 | 58,845 |
| CENTERPOINT ENERGY INC 3.85 | 105,493 | 105,493 |
| CHARTER 4.464 | 105,117 | 105,117 |
| CHARTER 5.375 | 84,143 | 84,143 |
| CHARTER 6.484 | 92,979 | 92,979 |
| CHARTER COMMUNICATIONS OPER LLC 4.2 | 106,606 | 106,606 |
| CHARTER COMMUNICATIONS OPER LLC 4.8 | 105,450 | 105,450 |
| CHARTER COMMUNICATIONS OPER LLC 5.05 | 113,466 | 113,466 |
| CHARTER FIXED 5.75 | 58,396 | 58,396 |
| CHUBB INA HOLDINGS 4.35 | 90,895 | 90,895 |
| CIGNA CORP CORP 4.9 | 179,174 | 179,174 |
| CIMAREX ENERGY CO 3.9 | 103,743 | 103,743 |
| CIMAREX ENERGY CO 4.375 | 106,079 | 106,079 |
| CINTAS CORP NO 2 3.7 | 108,490 | 108,490 |
| CISCO SYS INC 1.85 | 200,137 | 200,137 |
| CISCO SYS INC 3 | 103,025 | 103,025 |
| CISCO SYS INC SR NT 5.9 | 105,110 | 105,110 |
| CITIGROUP INC 3.142 | 152,939 | 152,939 |
| CITIGROUP INC 3.2 | 103,759 | 103,759 |
| CITIGROUP INC 3.4 | 210,134 | 210,134 |
| CITIGROUP INC 3.52 | 157,935 | 157,935 |
| CITIGROUP INC 4.45 | 110,178 | 110,178 |
| CITIGROUP INC 4.6 | 203,713 | 203,713 |
| CITIGROUP INC 4.65 | 125,083 | 125,083 |
| CITIGROUP INC 6.675 | 73,006 | 73,006 |
| CITIGROUP INC 8.125 | 125,209 | 125,209 |
| CITIGROUP INC FIXED 3.98 | 109,481 | 109,481 |
| CITIGROUP INC FLTG RT 2.876 | 508,458 | 508,458 |
| CITIGROUP INC FLTG RT 3.668 | 106,614 | 106,614 |
| CITIGROUP INC FLTG RT 4.281 | 29,727 | 29,727 |
| CITIZENS BK MEDIUM 2.55 | 251,922 | 251,922 |
| CLECO CORP HLDGS 4.973 | 27,744 | 27,744 |
| CLOROX CO 3.5 | 158,777 | 158,777 |
| CME GROUP INC 3 | 155,849 | 155,849 |
| CMO MELLON RESDNTL FDG CORP 2002-TBC2 | 12,623 | 12,623 |
| CMS ENERGY CORP 3.45 | 156,983 | 156,983 |
| CNA FINL CORP 4.5 | 55,151 | 55,151 |
| CNH INDL CAP LLC 4.2 | 158,909 | 158,909 |
| COCA COLA CO 2.5 | 51,127 | 51,127 |
| COCA COLA CO 2.55 | 51,114 | 51,114 |
| COLGATE-PALMOLIVE CO 2.45 | 101,338 | 101,338 |
| COMCAST CORP 3.375 | 159,214 | 159,214 |
| COMCAST CORP 3.4 | 50,748 | 50,748 |
| COMCAST CORP 3.45 | 360,282 | 360,282 |
| COMCAST CORP 3.95 | 163,712 | 163,712 |
| COMCAST CORP 3.999 | 110,894 | 110,894 |
| COMCAST CORP 4.15 | 168,952 | 168,952 |
| COMCAST CORP 4.25 | 171,579 | 171,579 |
| COMCAST CORP 4.6 | 238,453 | 238,453 |
| COMCAST CORP 4.7 | 123,477 | 123,477 |
| COMCAST CORP 4.95 | 65,161 | 65,161 |
| COMMONWEALTH EDISON CO 4.0 | 56,269 | 56,269 |
| CONAGRA BRANDS INC 5.4 | 61,070 | 61,070 |
| CONAGRA BRANDS INC FIXED 5.3 | 59,381 | 59,381 |
| CONAGRA FOODS INC 3.2 | 85,550 | 85,550 |
| CONCHO RES INC 4.85 | 58,372 | 58,372 |
| CONCHO RES INC 4.875 | 58,416 | 58,416 |
| CONCHO RESOURCES INC 4.3 | 109,040 | 109,040 |
| CONNECTICUT LIGHT & POWER 4.15 | 57,686 | 57,686 |
| CONNECTICUT LIGHT & POWER CO 4.0 | 57,423 | 57,423 |
| CONS EDISON CO N Y 4.625 | 60,762 | 60,762 |
| CONS EDISON CO N Y INC 4.45 | 145,250 | 145,250 |
| CONSOLIDATED EDISON CO N Y INC 4.125 | 85,231 | 85,231 |
| CONSTELLATION 3.7 | 53,096 | 53,096 |
| CONSTELLATION 4.1 | 78,483 | 78,483 |
| CONSUMERS ENERGY FIXED 3.75 | 82,910 | 82,910 |
| CONTL RES INC 4.375 | 106,338 | 106,338 |
| CONTL RES INC 4.5 | 78,363 | 78,363 |
| COOPERATIEVE RABOBANK UA/NY 2.75 | 254,906 | 254,906 |
| COOPERATIEVE 3.75 | 364,695 | 364,695 |
| CORNING INC 4.75 | 56,808 | 56,808 |
| CORNING INC 5.35 | 62,756 | 62,756 |
| CORP OFFICE PPTYS 5 | 80,877 | 80,877 |
| COSTCO WHSL CORP 3 | 105,496 | 105,496 |
| COUNTRYWIDE HOME EQUITY LN TR SER 2004 | 5,731 | 5,731 |
| CR SUISSE AG 2.1 | 251,183 | 251,183 |
| CR SUISSE GROUP 4.55 | 277,558 | 277,558 |
| CROWN CASTLE INTL 3.7 | 158,572 | 158,572 |
| CSX CORP 2.6 | 50,861 | 50,861 |
| CSX CORP 3.25 | 52,601 | 52,601 |
| CSX CORP 4.75 | 91,015 | 91,015 |
| CSX CORP 5.5 | 63,315 | 63,315 |
| CSX CORP FIXED 4.3 | 85,206 | 85,206 |
| CVS HEALTH CORP 2.875 | 101,467 | 101,467 |
| CVS HEALTH CORP 3.7 | 208,467 | 208,467 |
| CVS HEALTH CORP 4.1 | 161,050 | 161,050 |
| CVS HEALTH CORP 4.3 | 273,110 | 273,110 |
| CVS HEALTH CORP 4.78 | 170,530 | 170,530 |
| CVS HEALTH CORP 4.875 | 57,510 | 57,510 |
| CVS HEALTH CORP 5.05 | 296,257 | 296,257 |
| CWABS INC 2004-B REVOLVING HOME EQUITY LN ASSET | 8,283 | 8,283 |
| DARDEN RESTAURANTS INC 4.55 | 25,370 | 25,370 |
| DDR CORP FIXED 4.25 | 52,773 | 52,773 |
| DEERE & CO 2.6 | 203,763 | 203,763 |
| DEERE & CO 2.875 | 95,143 | 95,143 |
| DEERE JOHN CAP 2.8 | 51,331 | 51,331 |
| DEERE JOHN CAP 3.45 | 53,233 | 53,233 |
| DEERE JOHN CAP CORP MEDIUM TERM 3.45 | 108,758 | 108,758 |
| DEUTSCHE BK AG 3.7 | 162,841 | 162,841 |
| DEUTSCHE TELEKOM STEP CPN 8.75 | 220,980 | 220,980 |
| DIAGEO CAP PLC 2.625 | 306,402 | 306,402 |
| DIAMOND 1 FIN CORP 4.42 | 154,367 | 154,367 |
| DIAMOND 1 FIN CORP 5.45 | 162,711 | 162,711 |
| DISCOVER BK 4.2 | 265,779 | 265,779 |
| DISCOVER FINL SVCS 4.5 | 109,320 | 109,320 |
| DISCOVERY 3.95 | 64,051 | 64,051 |
| DISCOVERY 4.125 | 135,107 | 135,107 |
| DISCOVERY COMMUNICATIONS 4.95 | 110,930 | 110,930 |
| DISNEY WALT CO 2 | 97,050 | 97,050 |
| DISNEY WALT CO 4.125 | 59,036 | 59,036 |
| DISNEY WALT CO MEDIUM TERM NTS 2.45 | 202,851 | 202,851 |
| DISNEY WALT CO SR NT 3.7 | 81,194 | 81,194 |
| DOLLAR TREE INC FIXED 4.2 | 80,456 | 80,456 |
| DOMINION ENERGY 4.6 | 58,124 | 58,124 |
| DOMINION ENERGY GAS HLDGS LLC 4.6 | 195,332 | 195,332 |
| DOMINION RES INC 2.85 | 101,050 | 101,050 |
| DOMINION RESOURCES INC 4.9 | 29,337 | 29,337 |
| DOVER CORP 3.15 | 165,677 | 165,677 |
| DOW CHEM CO NT 9.4 | 81,820 | 81,820 |
| DOW CHEMICAL CO FIXED 3.15 | 103,677 | 103,677 |
| DOW CHEMICAL CO FIXED 5.55 | 31,250 | 31,250 |
| DOW CHEMICAL CO NT 4.8 | 57,841 | 57,841 |
| DOWDUPONT INC 4.725 | 397,404 | 397,404 |
| DOWDUPONT INC 5.419 | 61,694 | 61,694 |
| DR PEPPER SNAPPLE 3.4 | 156,692 | 156,692 |
| DTE ELEC CO 4 | 140,366 | 140,366 |
| DUKE ENERGY 2.5 | 152,305 | 152,305 |
| DUKE ENERGY 2.95 | 154,962 | 154,962 |
| DUKE ENERGY CORP 3.55 | 102,169 | 102,169 |
| DUKE ENERGY FIXED 3.7 | 139,906 | 139,906 |
| DUKE ENERGY OHIO INC 4.3 | 87,453 | 87,453 |
| EASTMAN CHEM CO 4.65 | 53,816 | 53,816 |
| EATON CORP OHIO 4 | 113,456 | 113,456 |
| EBAY INC 3.45 | 52,317 | 52,317 |
| EBAY INC 3.8 | 51,690 | 51,690 |
| EBAY INC FIXED 3.6 | 83,902 | 83,902 |
| ECOLAB INC 3.25 | 207,652 | 207,652 |
| ECOLAB INC 3.95 | 55,853 | 55,853 |
| EMERA US FIN LP 4.75 | 57,893 | 57,893 |
| EMERSON ELEC CO NT 2.625 | 102,636 | 102,636 |
| ENABLE MIDSTREAM PARTNERS LP 4.4 | 199,755 | 199,755 |
| ENCANA CORP 6.5 | 59,074 | 59,074 |
| ENCANA CORP 6.625 | 60,575 | 60,575 |
| ENSTAR GROUP LTD FIXED 4.95 | 53,576 | 53,576 |
| ENTERGY LA LLC 2.4 | 197,420 | 197,420 |
| ENTERGY LA LLC 3.05 | 103,641 | 103,641 |
| ENTERPRISE PRODS 3.95 | 377,864 | 377,864 |
| ENTERPRISE PRODS 4.2 | 26,836 | 26,836 |
| ENTERPRISE PRODS 5.1 | 329,691 | 329,691 |
| ENTERPRISE PRODS OPER LLC 4.8 | 58,738 | 58,738 |
| EQT CORP 3.9 | 186,080 | 186,080 |
| ERP OPER LTD 4.5 | 89,167 | 89,167 |
| ESTEE LAUDER COS FIXED 4.375 | 35,421 | 35,421 |
| EXELON CORP 4.45 | 56,214 | 56,214 |
| EXELON CORP 5.1 | 90,457 | 90,457 |
| EXELON CORP JR SUB NT | 164,327 | 164,327 |
| EXELON GENERATION 5.6 | 57,208 | 57,208 |
| EXELON GENERATION SR NT 6.25 | 60,194 | 60,194 |
| EXPEDIA INC FIXED 3.8 | 81,830 | 81,830 |
| FEDEX CORP 4.55 | 102,862 | 102,862 |
| FEDEX CORP BOND 5.1 | 109,758 | 109,758 |
| FEDEX CORP FIXED 3.1 | 49,965 | 49,965 |
| FID NATL 3.875 | 53,216 | 53,216 |
| FIDELITY NATL INFORMATION SVCS INC 3.75 | 82,219 | 82,219 |
| FIRST REPUBLIC BANK 2.5 | 252,464 | 252,464 |
| FIRSTENERGY CORP 4.85 | 89,222 | 89,222 |
| FISERV INC 4.4 | 113,528 | 113,528 |
| FISERV INC 4.75 | 311,981 | 311,981 |
| FL PWR & LT CO 3.25 | 157,130 | 157,130 |
| FL PWR & LT CO 3.95 | 85,593 | 85,593 |
| FL PWR & LT CO 5.69 | 67,969 | 67,969 |
| FLORIDA PWR & LT CO FIXED 3.99 | 57,383 | 57,383 |
| FLUOR CORP 4.25 | 201,411 | 201,411 |
| FORD MTR CO DEL 5.291 | 119,112 | 119,112 |
| FORD MTR CO DEL 7.4 | 57,111 | 57,111 |
| FORD MTR CR CO LLC 4.134 | 202,813 | 202,813 |
| GATX CORP 3.25 | 30,542 | 30,542 |
| GATX CORP 4.7 | 111,494 | 111,494 |
| GE CAP INTL FDG CO 4.418 | 374,407 | 374,407 |
| GEN CORP 3.875 | 107,082 | 107,082 |
| GEN DYNAMICS CORP 2.25 | 101,073 | 101,073 |
| GEN ELEC CAP CORP 4.65 | 156,392 | 156,392 |
| GENERAL DYNAMICS CORP 3.5 | 214,335 | 214,335 |
| GENERAL ELEC CO 2.7 | 76,037 | 76,037 |
| GENERAL MLS INC 3.2 | 105,380 | 105,380 |
| GENERAL MLS INC 4.7 | 59,654 | 59,654 |
| GEORGE WASH UNIV 4.868 | 31,362 | 31,362 |
| GILEAD SCIENCES 3.65 | 80,775 | 80,775 |
| GILEAD SCIENCES 4.15 | 111,406 | 111,406 |
| GILEAD SCIENCES 4.75 | 90,190 | 90,190 |
| GLAXOSMITHKLINE 2.875 | 255,457 | 255,457 |
| GLAXOSMITHKLINE 6.375 | 179,494 | 179,494 |
| GLAXOSMITHKLINE CAP PLC 3.375 | 107,335 | 107,335 |
| GOLDMAN SACHS 3.5 | 105,245 | 105,245 |
| GOLDMAN SACHS 3.625 | 367,412 | 367,412 |
| GOLDMAN SACHS 3.691 | 106,399 | 106,399 |
| GOLDMAN SACHS 3.85 | 212,910 | 212,910 |
| GOLDMAN SACHS 4 | 186,486 | 186,486 |
| GOLDMAN SACHS 4.411 | 28,489 | 28,489 |
| GOLDMAN SACHS 4.75 | 61,041 | 61,041 |
| GOLDMAN SACHS 4.8 | 60,563 | 60,563 |
| GOLDMAN SACHS 5.15 | 92,193 | 92,193 |
| GOLDMAN SACHS 6.25 | 153,819 | 153,819 |
| GOLDMAN SACHS FLTG RT 2.876 | 253,547 | 253,547 |
| GOLDMAN SACHS FLTG RT 4.017 | 108,678 | 108,678 |
| GOLDMAN SACHS GROUP INC 2.908 | 101,649 | 101,649 |
| GRAINGER W W INC 3.75 | 51,567 | 51,567 |
| GRUPO TELEVISA S A 4.625 | 321,291 | 321,291 |
| HARRIS CORP DEL 3.832 | 186,769 | 186,769 |
| HARTFORD FINL SVCS GROUP INC 4.4 | 57,634 | 57,634 |
| HASBRO INC 5.1 | 24,863 | 24,863 |
| HCA INC 4.125 | 106,108 | 106,108 |
| HCA INC 4.75 | 214,263 | 214,263 |
| HCA INC 5.5 | 114,950 | 114,950 |
| HCP INC 3.5 | 52,156 | 52,156 |
| HCP INC 4.25 | 125,929 | 125,929 |
| HEALTHCARE TR AMER 3.1 | 49,658 | 49,658 |
| HERSHEY CO 2.3 | 50,506 | 50,506 |
| HESS CORP 4.3 | 133,303 | 133,303 |
| HESS CORP 5.6 | 29,278 | 29,278 |
| HESS CORP 5.8 | 61,237 | 61,237 |
| HESS CORP 6 | 59,083 | 59,083 |
| HEWLETT PACKARD CO 6 | 55,440 | 55,440 |
| HEWLETT PACKARD ENTERPRISE CO NT | 250,105 | 250,105 |
| HEWLETT PACKARD STEP CPN 6.35 | 30,103 | 30,103 |
| HIGHWOODS RLTY LTD 3.05 | 49,315 | 49,315 |
| HOLLYFRONTIER CORP 5.875 | 253,830 | 253,830 |
| HOME DEPOT INC 2.625 | 224,469 | 224,469 |
| HOME DEPOT INC 2.95 | 104,050 | 104,050 |
| HOME DEPOT INC 4.5 | 30,883 | 30,883 |
| HOME DEPOT INC 5.95 | 247,281 | 247,281 |
| HONEYWELL INTL INC 1.85 | 120,277 | 120,277 |
| HONEYWELL INTL INC 2.5 | 50,883 | 50,883 |
| HONEYWELL INTL INC FIXED 3.812 | 56,889 | 56,889 |
| HOSPITALITY PPTYS 4.5 | 205,794 | 205,794 |
| HOST HOTELS & 4.5 | 216,272 | 216,272 |
| HSBC HLDGS PLC 3.4 | 253,972 | 253,972 |
| HSBC HLDGS PLC 4 | 104,218 | 104,218 |
| HSBC HLDGS PLC 6.1 | 71,007 | 71,007 |
| HSBC HLDGS PLC 6.5 | 276,507 | 276,507 |
| HSBC HLDGS PLC 6.8 | 142,491 | 142,491 |
| HSBC HLDGS PLC FLTG RATE | 263,040 | 263,040 |
| HSBC HOLDINGS PLC 4.25 | 265,287 | 265,287 |
| HUMANA INC 4.95 | 59,068 | 59,068 |
| HUNTINGTON NATL BK 3.125 | 255,604 | 255,604 |
| HUNTSMAN INTL LLC 4.5 | 106,273 | 106,273 |
| HYATT HOTELS CORP 4.85 | 110,738 | 110,738 |
| IHS MARKIT LTD 4.25 | 80,822 | 80,822 |
| IL TOOL WKS INC 3.9 | 57,882 | 57,882 |
| ING GROEP N V 4.55 | 226,948 | 226,948 |
| INGERSOLL-RAND 3.55 | 104,957 | 104,957 |
| INGERSOLL-RAND LUXEMBOURG FIN S A 3.8 | 107,396 | 107,396 |
| INTEL CORP 2.35 | 151,986 | 151,986 |
| INTEL CORP 2.7 | 71,736 | 71,736 |
| INTEL CORP 3.7 | 108,172 | 108,172 |
| INTEL CORP 3.734 | 86,977 | 86,977 |
| INTEL CORP 4.1 | 58,104 | 58,104 |
| INTEL CORP 4.9 | 64,148 | 64,148 |
| INTERCONTINENTAL 3.75 | 162,300 | 162,300 |
| INTERNATIONAL BUSINESS MACHS CORP 4.25 | 171,669 | 171,669 |
| INTERNATIONAL PAPER CO 4.35 | 53,237 | 53,237 |
| INTERPUBLIC GROUP COS INC 5.4 | 61,368 | 61,368 |
| INTL BUSINESS 1.875 | 99,990 | 99,990 |
| INTL BUSINESS 3.625 | 212,049 | 212,049 |
| INTL BUSINESS 4.7 | 120,773 | 120,773 |
| INTL PAPER CO 3 | 154,683 | 154,683 |
| INTL PAPER CO 5.15 | 115,076 | 115,076 |
| INVESCO FIN PLC 3.125 | 51,408 | 51,408 |
| ITC HLDGS CORP 3.35 | 104,367 | 104,367 |
| J P MORGAN CHASE & CO 2.295 | 250,616 | 250,616 |
| JEFFERIES FINANCIAL GROUP INC 5.5 | 163,133 | 163,133 |
| JEFFERIES GROUP 6.5 | 59,589 | 59,589 |
| JOHNSON & JOHNSON 2.45 | 50,779 | 50,779 |
| JOHNSON & JOHNSON 2.625 | 205,860 | 205,860 |
| JOHNSON & JOHNSON 3.625 | 55,233 | 55,233 |
| JOHNSON & JOHNSON 3.7 | 141,298 | 141,298 |
| JOHNSON & JOHNSON 3.75 | 57,184 | 57,184 |
| JOHNSON & JOHNSON 4.5 | 61,977 | 61,977 |
| JOHNSON CTLS INTL PLC SR NT | 82,444 | 82,444 |
| JPMORGAN CHASE & 2.7 | 101,820 | 101,820 |
| JPMORGAN CHASE & 2.95 | 103,060 | 103,060 |
| JPMORGAN CHASE & 3.2 | 52,241 | 52,241 |
| JPMORGAN CHASE & 3.625 | 371,039 | 371,039 |
| JPMORGAN CHASE & 3.882 | 55,347 | 55,347 |
| JPMORGAN CHASE & 4.125 | 5,478 | 5,478 |
| JPMORGAN CHASE & 4.5 | 420,009 | 420,009 |
| JPMORGAN CHASE & 4.95 | 127,286 | 127,286 |
| JPMORGAN CHASE & CO 3.782 | 107,838 | 107,838 |
| JPMORGAN CHASE & CO 4.25 | 143,934 | 143,934 |
| JPMORGAN CHASE & CO 5.625 | 133,951 | 133,951 |
| JPMORGAN CHASE & CO BNDS 3.897 | 225,095 | 225,095 |
| JPMORGAN CHASE & CO BNDS 4.26 | 59,095 | 59,095 |
| JPMORGAN CHASE & CO NT FIXED/FLTG | 409,539 | 409,539 |
| JPMORGAN CHASE & FIXED 3.702 | 53,869 | 53,869 |
| JUNIPER NETWORKS 4.5 | 108,239 | 108,239 |
| KAISER FNDTN HOSPS 4.15 | 114,213 | 114,213 |
| KANSAS CITY SOUTHN 4.95 | 59,390 | 59,390 |
| KELLOGG CO 3.25 | 145,608 | 145,608 |
| KEURIG DR PEPPER 5.085 | 30,121 | 30,121 |
| KEURIG DR PEPPER INC NT 4.597 | 84,221 | 84,221 |
| KEYBANK NATL ASSN 2.5 | 353,958 | 353,958 |
| KILROY REALTY LP 3.05 | 49,315 | 49,315 |
| KILROY RLTY L P 3.45 | 78,103 | 78,103 |
| KIMBERLY CLARK 2.75 | 169,960 | 169,960 |
| KIMBERLY CLARK 3.05 | 79,196 | 79,196 |
| KIMCO RLTY CORP 2.8 | 30,158 | 30,158 |
| KIMCO RLTY CORP 4.45 | 54,856 | 54,856 |
| KINDER MORGAN 3.95 | 156,343 | 156,343 |
| KINDER MORGAN 4.15 | 212,112 | 212,112 |
| KINDER MORGAN 6.95 | 331,219 | 331,219 |
| KINDER MORGAN INC 5.05 | 56,110 | 56,110 |
| KINDER MORGAN INC 5.2 | 116,125 | 116,125 |
| KINDER MORGAN INC 5.3 | 58,906 | 58,906 |
| KLA CORP 5 | 30,753 | 30,753 |
| KOHLS CORP 5.55 | 25,496 | 25,496 |
| KONINKLIJKE NT 5 | 60,124 | 60,124 |
| KRAFT FOODS GROUP 5 | 106,852 | 106,852 |
| KRAFT HEINZ FOODS 3 | 100,029 | 100,029 |
| KRAFT HEINZ FOODS 4.375 | 98,577 | 98,577 |
| KRAFT HEINZ FOODS 5.2 | 54,297 | 54,297 |
| KROGER CO 3.85 | 317,340 | 317,340 |
| KROGER CO 3.875 | 97,978 | 97,978 |
| KROGER CO 4.45 | 53,112 | 53,112 |
| LAB CORP AMER 4.7 | 84,449 | 84,449 |
| LAM RESH CORP FIXED 4 | 110,132 | 110,132 |
| LAS VEGAS SANDS 3.5 | 102,879 | 102,879 |
| LEAR CORP 5.25 | 25,955 | 25,955 |
| LEGG MASON INC 4.75 | 109,477 | 109,477 |
| LEGGETT & PLATT 4.4 | 82,023 | 82,023 |
| LILLY ELI & CO 2.75 | 154,710 | 154,710 |
| LILLY ELI & CO 3.95 | 57,919 | 57,919 |
| LILLY ELI & CO 4.15 | 59,057 | 59,057 |
| LINCOLN NATL CORP 7 | 71,148 | 71,148 |
| LLOYDS BKG GROUP 4.5 | 213,913 | 213,913 |
| LLOYDS BKG GROUP FLTG RT 3.574 | 208,977 | 208,977 |
| LLOYDS BKG GROUP PLC 3.9 | 211,205 | 211,205 |
| LOEWS CORP 3.75 | 53,714 | 53,714 |
| LOWES COS INC 3.375 | 105,652 | 105,652 |
| LOWES COS INC 3.65 | 53,476 | 53,476 |
| LOWES COS INC 4.65 | 114,665 | 114,665 |
| LOWES COS INC FIXED 4.55 | 88,551 | 88,551 |
| LYB INTL FIN B V 4.875 | 112,680 | 112,680 |
| MA INST TECH 3.885 | 81,664 | 81,664 |
| MACYS RETAIL HLDGS 3.625 | 151,545 | 151,545 |
| MACYS RETAIL HLDGS 4.5 | 5,710 | 5,710 |
| MAGELLAN MIDSTREAM 4.2 | 53,373 | 53,373 |
| MAGELLAN MIDSTREAM 5 | 152,443 | 152,443 |
| MAGELLAN MIDSTREAM 5.15 | 87,829 | 87,829 |
| MAGELLAN MIDSTREAM PARTNERS LP 4.85 | 29,030 | 29,030 |
| MANULIFE FINL CORP 4.15 | 165,126 | 165,126 |
| MARKEL CORP 5 | 51,643 | 51,643 |
| MARRIOTT INTL INC 2.3 | 100,474 | 100,474 |
| MARRIOTT INTL INC 3.125 | 51,846 | 51,846 |
| MARSH & MCLENNAN 3.3 | 31,040 | 31,040 |
| MARSH & MCLENNAN 4.9 | 63,501 | 63,501 |
| MARSH & MCLENNAN COS INC 4.2 | 56,912 | 56,912 |
| MARTIN MARIETTA 4.25 | 31,194 | 31,194 |
| MASTERCARD INC 2.95 | 104,360 | 104,360 |
| MASTERCARD INC 3.65 | 55,544 | 55,544 |
| MCDONALDS CORP 4.875 | 60,280 | 60,280 |
| MCDONALDS CORP 6.3 | 67,913 | 67,913 |
| MCDONALDS CORP FIXED 3.375 | 132,251 | 132,251 |
| MCDONALDS CORP MEDIUM TERM NTS 3.5 | 160,255 | 160,255 |
| MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625 | 101,722 | 101,722 |
| MCDONALDS CORP MEDIUM TERM NTS BOOK 6.3 | 67,731 | 67,731 |
| MCKESSON CORP 3.796 | 52,630 | 52,630 |
| MCKESSON CORP 3.95 | 160,036 | 160,036 |
| MEAD JOHNSON 4.125 | 109,312 | 109,312 |
| MEDTRONIC INC 3.15 | 102,852 | 102,852 |
| MEDTRONIC INC 3.5 | 116,847 | 116,847 |
| MEDTRONIC INC 4.375 | 118,408 | 118,408 |
| MEDTRONIC INC 4.625 | 94,467 | 94,467 |
| MERCK & CO INC 2.75 | 207,521 | 207,521 |
| MERCK & CO INC 3.7 | 55,314 | 55,314 |
| MERCK & CO INC 4.0 | 117,290 | 117,290 |
| MERCK & CO INC 4.15 | 59,659 | 59,659 |
| MERRILL LYNCH & CO 7.75 | 157,640 | 157,640 |
| METLIFE INC 4.6 | 154,065 | 154,065 |
| METLIFE INC 4.875 | 74,404 | 74,404 |
| MFRS & TRADERS TR 2.5 | 323,766 | 323,766 |
| MICRON TECH INC 4.663 | 55,090 | 55,090 |
| MICRON TECHNOLOGY INC 5.327 | 57,359 | 57,359 |
| MICROSOFT CORP 1.55 | 74,901 | 74,901 |
| MICROSOFT CORP 2 | 50,357 | 50,357 |
| MICROSOFT CORP 2.375 | 203,435 | 203,435 |
| MICROSOFT CORP 2.4 | 141,658 | 141,658 |
| MICROSOFT CORP 2.875 | 77,824 | 77,824 |
| MICROSOFT CORP 3.3 | 53,445 | 53,445 |
| MICROSOFT CORP 3.45 | 82,201 | 82,201 |
| MICROSOFT CORP 3.5 | 110,188 | 110,188 |
| MICROSOFT CORP 3.7 | 56,538 | 56,538 |
| MICROSOFT CORP 3.95 | 88,887 | 88,887 |
| MICROSOFT CORP 4 | 59,288 | 59,288 |
| MICROSOFT CORP 4.1 | 177,451 | 177,451 |
| MICROSOFT CORP 4.45 | 93,915 | 93,915 |
| MICROSOFT CORP FIXED 2.7 | 103,339 | 103,339 |
| MICROSOFT CORP FIXED 4.25 | 61,353 | 61,353 |
| MICROSOFT CORP FIXED 4.5 | 64,855 | 64,855 |
| MIDAMERICAN ENERGY 6.125 | 68,685 | 68,685 |
| MIDAMERICAN ENERGY CO 4.25 | 58,064 | 58,064 |
| MITSUBISHI UFJ 3.287 | 166,792 | 166,792 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.85 | 107,420 | 107,420 |
| MITSUBISHI UFJ FIXED 4.153 | 114,878 | 114,878 |
| MIZUHO FINL GROUP FLTG RT 3.153 | 204,459 | 204,459 |
| MOLSON COORS 3 | 91,120 | 91,120 |
| MOLSON COORS 4.2 | 49,908 | 49,908 |
| MONDELEZ INTL INC 3.625 | 106,479 | 106,479 |
| MOODY'S CORPORATION 4.875 | 61,685 | 61,685 |
| MORGAN STANLEY 2.75 | 254,617 | 254,617 |
| MORGAN STANLEY 3.125 | 257,021 | 257,021 |
| MORGAN STANLEY 3.591 | 106,331 | 106,331 |
| MORGAN STANLEY 3.75 | 209,442 | 209,442 |
| MORGAN STANLEY 3.772 | 161,468 | 161,468 |
| MORGAN STANLEY 3.95 | 107,291 | 107,291 |
| MORGAN STANLEY 4.35 | 164,083 | 164,083 |
| MORGAN STANLEY 4.431 | 141,384 | 141,384 |
| MORGAN STANLEY 4.875 | 160,727 | 160,727 |
| MORGAN STANLEY 6.375 | 147,425 | 147,425 |
| MOSAIC CO 5.625 | 58,799 | 58,799 |
| MOTOROLA SOLUTIONS INC 4.6 | 109,164 | 109,164 |
| MYLAN INC FORMERLY FIXED 4.55 | 107,657 | 107,657 |
| MYLAN N V FIXED 3.15 | 101,314 | 101,314 |
| MYLAN N V FIXED 3.95 | 78,189 | 78,189 |
| MYLAN N V FIXED 5.25 | 28,119 | 28,119 |
| NATIONAL FL GAS CO 3.95 | 165,800 | 165,800 |
| NATIONAL OILWELL VARCO I 3.95 | 92,154 | 92,154 |
| NATIONAL RURAL UTILITIES COOP FIN 2.85 | 257,390 | 257,390 |
| NATL AUSTRALIA BK 2.5 | 250,155 | 250,155 |
| NATL OILWELL VARCO 2.6 | 42,404 | 42,404 |
| NATL RETAIL PPTYS 4.3 | 110,678 | 110,678 |
| NATL RURAL UTILS FLTG RT 4.75 | 52,108 | 52,108 |
| NBCUNIVERSAL MEDIA 5.95 | 275,204 | 275,204 |
| NEWMONT MNG CORP 4.875 | 87,820 | 87,820 |
| NEWMONT MNG CORP 6.25 | 33,110 | 33,110 |
| NEXTERA ENERGY CAP 3.55 | 63,750 | 63,750 |
| NIKE INC 2.375 | 254,186 | 254,186 |
| NISOURCE FIN CORP 5.65 | 127,774 | 127,774 |
| NOBLE ENERGY INC 3.85 | 52,835 | 52,835 |
| NOBLE ENERGY INC 5.25 | 169,016 | 169,016 |
| NORDSTROM INC 5 | 49,014 | 49,014 |
| NORFOLK SOUTHN 4.45 | 173,145 | 173,145 |
| NORTHERN TR CORP 3.15 | 105,065 | 105,065 |
| NORTHN STS PWR CO 2.9 | 23,884 | 23,884 |
| NUCOR CORP 4 | 105,758 | 105,758 |
| NUCOR CORP 5.2 | 61,761 | 61,761 |
| NUTRIEN LTD 3.375 | 103,628 | 103,628 |
| NUTRIEN LTD 6.125 | 61,672 | 61,672 |
| NUTRIEN LTD FIXED 4 | 106,496 | 106,496 |
| NUTRIEN LTD FIXED 5.25 | 58,976 | 58,976 |
| O REILLY 3.55 | 52,913 | 52,913 |
| O REILLY 3.9 | 109,284 | 109,284 |
| O REILLY 4.875 | 102,281 | 102,281 |
| OCCIDENTAL PETE 3 | 100,191 | 100,191 |
| OCCIDENTAL PETE 3.125 | 152,651 | 152,651 |
| OCCIDENTAL PETE 3.4 | 102,473 | 102,473 |
| OCCIDENTAL PETE 4.1 | 226,664 | 226,664 |
| OCCIDENTAL PETE 4.4 | 50,652 | 50,652 |
| OCCIDENTAL PETE CORP SR NT 6.6 | 161,158 | 161,158 |
| OCCIDENTAL PETE CORP SR NT 6.95 | 188,496 | 188,496 |
| OCCIDENTAL PETE FIXED 4.5 | 101,030 | 101,030 |
| OK GAS & ELEC CO 3.3 | 105,400 | 105,400 |
| OLD REP INTL CORP FIXED 4.875 | 109,668 | 109,668 |
| OMEGA HEALTHCARE 5.25 | 166,879 | 166,879 |
| ONCOR ELEC 5.25 | 160,333 | 160,333 |
| ONEOK INC 4.35 | 54,159 | 54,159 |
| ONEOK INC 4.95 | 82,713 | 82,713 |
| ONEOK PARTNERS L P 4.9 | 220,285 | 220,285 |
| ONEOK PARTNERS L P 6.2 | 126,643 | 126,643 |
| ORACLE CORP 2.4 | 254,175 | 254,175 |
| ORACLE CORP 2.95 | 260,262 | 260,262 |
| ORACLE CORP 3.8 | 163,944 | 163,944 |
| ORACLE CORP 4 | 195,505 | 195,505 |
| ORACLE CORP 5.375 | 129,984 | 129,984 |
| ORANGE NT | 38,726 | 38,726 |
| ORANGE S A 5.5 | 99,572 | 99,572 |
| OWENS CORNING 4.3 | 47,458 | 47,458 |
| PACCAR FINL CORP FIXED 2.65 | 254,663 | 254,663 |
| PACIFICORP 2.95 | 102,752 | 102,752 |
| PACIFICORP 4.15 | 114,930 | 114,930 |
| PARKER-HANNIFIN 3.25 | 104,476 | 104,476 |
| PARKER-HANNIFIN 4.1 | 54,558 | 54,558 |
| PATTERSON-UTI FIXED 3.95 | 97,425 | 97,425 |
| PEPSICO INC 2.375 | 101,519 | 101,519 |
| PEPSICO INC 3.45 | 90,235 | 90,235 |
| PEPSICO INC 4.45 | 122,854 | 122,854 |
| PEPSICO INC FIXED 3 | 63,605 | 63,605 |
| PFIZER INC 2.2 | 252,450 | 252,450 |
| PFIZER INC 4 | 115,118 | 115,118 |
| PFIZER INC NT 7.2 | 393,281 | 393,281 |
| PIONEER NAT RES CO 4.45 | 219,063 | 219,063 |
| PLAINS ALL AMER PIPELINE BNDS 4.65 | 160,728 | 160,728 |
| PLAINS ALL AMERN 4.5 | 106,568 | 106,568 |
| PLAINS ALL AMERN 4.7 | 48,624 | 48,624 |
| PLAINS ALL AMERN PIPELN L P/PAA 4.9 | 74,741 | 74,741 |
| PNC BK N A PITT PA 3.1 | 260,820 | 260,820 |
| PNC FDG CORP 3.3 | 154,112 | 154,112 |
| PPL CAP FDG INC 3.5 | 258,731 | 258,731 |
| PPL CAP FDG INC 4.7 | 111,614 | 111,614 |
| PRICELINE GROUP 3.6 | 53,378 | 53,378 |
| PRIN FINL GROUP 3.7 | 109,059 | 109,059 |
| PRINCIPAL FINL GROUP INC 3..4 | 167,682 | 167,682 |
| PROCTER & GAMBLE 2.7 | 156,266 | 156,266 |
| PROGRESS ENERGY 6 | 263,449 | 263,449 |
| PROGRESSIVE CORP 3.7 | 80,287 | 80,287 |
| PRUDENTIAL FINANCIAL INC 5.7 | 57,125 | 57,125 |
| PRUDENTIAL FINL 3.905 | 167,989 | 167,989 |
| PUBLIC SVC CO COLO 6.5 | 214,727 | 214,727 |
| PUBLIC SVC ELEC GAS CO SECD MEDIUM TERM NTS 5.8 | 165,540 | 165,540 |
| PUGET SOUND ENERGY 4.3 | 85,881 | 85,881 |
| PVTPL ABBOTT LABS 3.875 | 54,464 | 54,464 |
| PVTPL BRISTOL MYERS SQUIBB CO 4.35 | 119,331 | 119,331 |
| PVTPL BRISTOL MYERS SQUIBB CO 2.9 | 258,149 | 258,149 |
| PVTPL BRISTOL MYERS SQUIBB CO 4.25 | 118,728 | 118,728 |
| PVTPL BRISTOL MYERS SQUIBB CO 5 | 96,209 | 96,209 |
| PVTPL BROADCOM INC 4.75 | 109,348 | 109,348 |
| PVTPL CIGNA CORP 4.0 | 103,252 | 103,252 |
| PVTPL CIGNA CORP 4.8 | 58,037 | 58,037 |
| PVTPL CIGNA CORP NT 3.875 | 25,415 | 25,415 |
| PVTPL CIGNA CORP NT 3.9 | 181,248 | 181,248 |
| PVTPL CIM 2014 LOAN TRUST I RESTR TRUST CERTIFICATE CORP 3.4 | 103,940 | 103,940 |
| PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 BNDS 144A 8.35 | 103,345 | 103,345 |
| PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 FIN CORP 6.02 | 172,680 | 172,680 |
| PVTPL FOX CORP 5.576 | 63,700 | 63,700 |
| PVTPL FOX CORP GTD SR NT 144A 4.709 | 114,038 | 114,038 |
| PVTPL L3HARRIS TECHNOLOGIES INC SR NT 144A 4.4 | 55,745 | 55,745 |
| PVTPL NXP B V/NXP FDG LLC SR NT 144A 5.55 | 58,444 | 58,444 |
| QUALCOMM INC 2.9 | 258,536 | 258,536 |
| QUALCOMM INC 4.3 | 57,364 | 57,364 |
| QUALCOMM INC FIXED 4.65 | 59,444 | 59,444 |
| QUEST DIAGNOSTICS 3.45 | 52,534 | 52,534 |
| QVC INC 4.375 | 51,613 | 51,613 |
| RAYMOND JAMES FINL 4.95 | 70,154 | 70,154 |
| RAYTHEON CO 4.7 | 62,000 | 62,000 |
| REALTY INCOME CORP 3.25 | 105,629 | 105,629 |
| REALTY INCOME CORP 3.875 | 106,707 | 106,707 |
| REGIONS FINL CORP 3.8 | 264,665 | 264,665 |
| REPUBLIC SVCS INC 4.75 | 107,692 | 107,692 |
| REPUBLIC SVCS INC FIXED 3.375 | 158,664 | 158,664 |
| ROCK-TENN CO 4 | 260,998 | 260,998 |
| ROCKWELL AUTOMATION INC 4.2 | 29,208 | 29,208 |
| ROCKWELL COLLINS 3.5 | 106,214 | 106,214 |
| ROCKWELL COLLINS 4.35 | 29,443 | 29,443 |
| ROGERS COMMUNICATIONS INC 5.45 | 126,374 | 126,374 |
| ROPER TECHNOLOGIES 3.8 | 42,996 | 42,996 |
| ROPER TECHNOLOGIES INC 4.2 | 54,800 | 54,800 |
| ROYAL BK CDA FIXED 2.8 | 153,090 | 153,090 |
| ROYAL BK SCOTLAND 4.8 | 222,233 | 222,233 |
| ROYAL BK SCOTLAND GROUP PLC 4.892 | 226,244 | 226,244 |
| ROYAL CARIBBEAN CRUISES 3.7 | 102,910 | 102,910 |
| RPM INTL INC 3.75 | 165,525 | 165,525 |
| RYDER SYSTEM INC FIXED 2.9 | 45,308 | 45,308 |
| S CAROLINA ELEC & 4.6 | 89,069 | 89,069 |
| S&P GLOBAL INC 2.95 | 154,947 | 154,947 |
| SABINE PASS FIXED 4.2 | 185,508 | 185,508 |
| SABINE PASS LIQUEFACTION LLC 5.0 | 220,158 | 220,158 |
| SABINE PASS LIQUEFACTION LLC 5.875 | 114,952 | 114,952 |
| SABINE PASS LIQUEFACTION LLC SR SECD NT 5.625 | 154,184 | 154,184 |
| SAN DIEGO GAS & 4.5 | 56,443 | 56,443 |
| SANTANDER HLDGS USA INC 4.4 | 107,988 | 107,988 |
| SANTANDER UK PLC 4 | 267,261 | 267,261 |
| SCHWAB CHARLES 3.45 | 158,828 | 158,828 |
| SEAGATE HDD CAYMAN 4.875 | 85,019 | 85,019 |
| SEAGATE HDD CAYMAN FIXED 4.75 | 18,076 | 18,076 |
| SEMPRA ENERGY 3.8 | 83,655 | 83,655 |
| SEMPRA ENERGY 6 | 64,920 | 64,920 |
| SHERWIN-WILLIAMS 2.95 | 101,003 | 101,003 |
| SHERWIN-WILLIAMS 3.45 | 264,535 | 264,535 |
| SIERRA PAC PWR CO 2.6 | 150,845 | 150,845 |
| SIMON PPTY GROUP L FIXED 6.75 | 146,707 | 146,707 |
| SKANDINAVISKA 1.875 | 249,341 | 249,341 |
| SMUCKER J M CO 3 | 50,890 | 50,890 |
| SMUCKER J M CO 3.375 | 52,148 | 52,148 |
| SOUTHERN CALIF EDISON CO 4.2 | 110,713 | 110,713 |
| SOUTHERN CO 2.35 | 100,506 | 100,506 |
| SOUTHERN CO 2.95 | 102,581 | 102,581 |
| SOUTHERN CO 3.25 | 151,074 | 151,074 |
| SOUTHERN PWR CO 5.15 | 113,338 | 113,338 |
| SOUTHN CAL EDISON 4 | 105,285 | 105,285 |
| SOUTHN CAL EDISON 5.5 | 123,504 | 123,504 |
| SOUTHN CO GAS CAP 3.95 | 25,864 | 25,864 |
| SPCL1 GEN ELEC CAP CORP 5.875 | 334,279 | 334,279 |
| SPIRIT RLTY L P 3.4 | 50,263 | 50,263 |
| STARBUCKS CORP 3.85 | 159,125 | 159,125 |
| STARBUCKS CORP 4.5 | 58,257 | 58,257 |
| STARBUCKS CORP FIXED 4.45 | 86,999 | 86,999 |
| STATE STR CORP 2.65 | 50,896 | 50,896 |
| STATE STR CORP FLTG RT 4.141 | 111,612 | 111,612 |
| STRYKER CORP 2.625 | 50,425 | 50,425 |
| STRYKER CORP 3.5 | 106,450 | 106,450 |
| STRYKER CORP 4.625 | 60,237 | 60,237 |
| SUMITOMO MITSUI 2.632 | 50,047 | 50,047 |
| SUMITOMO MITSUI 3.01 | 153,717 | 153,717 |
| SUMITOMO MITSUI FINANCIAL GROUP INC 4.306 | 111,856 | 111,856 |
| SUMITOMO MITSUI FINL GROUP INC 2.784 | 162,769 | 162,769 |
| SUMITOMO MITSUI FINL GRP 2.778 | 254,652 | 254,652 |
| SUNTRUST BK ATL GA FIXED 2.45 | 252,719 | 252,719 |
| SUNTRUST BKS INC 2.7 | 101,384 | 101,384 |
| SVENSKA HANDELSBANKEN AB PUBL MEDIUM TER 1.875 | 249,591 | 249,591 |
| SYNCHRONY FINL 3.95 | 63,064 | 63,064 |
| SYNCHRONY FINL 4.5 | 107,901 | 107,901 |
| SYSCO CORP 3.3 | 105,456 | 105,456 |
| SYSCO CORP 4.85 | 30,048 | 30,048 |
| TAKEDA FIXED 5 | 233,018 | 233,018 |
| TARGET CORP 2.9 | 102,319 | 102,319 |
| TARGET CORP 3.625 | 54,701 | 54,701 |
| TARGET CORP FIXED 3.375 | 163,073 | 163,073 |
| TELEFONICA 7.045 | 104,981 | 104,981 |
| TELEFONICA EMISIONES S A U 4.665 | 167,819 | 167,819 |
| TELUS CORP FIXED 4.3 | 55,128 | 55,128 |
| TEXAS INSTRS INC 1.85 | 49,964 | 49,964 |
| TEXAS INSTRS INC 2.9 | 104,727 | 104,727 |
| TEXAS INSTRS INC 3.875 | 56,527 | 56,527 |
| TEXTRON INC 4 | 53,312 | 53,312 |
| THERMO FISHER 4.1 | 56,694 | 56,694 |
| THERMO FISHER SCIENTIFIC INC 4.15 | 187,537 | 187,537 |
| THOMSON REUTERS 3.35 | 118,496 | 118,496 |
| TIME WARNER CABLE 4 | 51,166 | 51,166 |
| TIME WARNER CABLE 4.5 | 51,119 | 51,119 |
| TIME WARNER CABLE 5.5 | 61,441 | 61,441 |
| TIME WARNER CABLE 5.875 | 57,389 | 57,389 |
| TIME WARNER CABLE 6.55 | 92,006 | 92,006 |
| TJX COS INC 2.75 | 50,616 | 50,616 |
| TORONTO DOMINION 1.8 | 160,112 | 160,112 |
| TORONTO DOMINION BK FIXED 3.25 | 104,716 | 104,716 |
| TOYOTA MOTOR CREDIT CORP 3.05 | 151,815 | 151,815 |
| TOYOTA MTR CORP 2.76 | 51,306 | 51,306 |
| TOYOTA MTR CR CORP 3.65 | 54,740 | 54,740 |
| TOYOTA MTR CR CORP 2.6 | 101,512 | 101,512 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS 3.35 | 104,994 | 104,994 |
| TRAVELERS COS INC 4.05 | 57,046 | 57,046 |
| TRAVELERS COS INC 5.35 | 98,442 | 98,442 |
| TRINITY ACQSTN PLC 4.4 | 54,369 | 54,369 |
| TYCO ELECTRONICS 3.7 | 47,598 | 47,598 |
| TYSON FOODS INC 4.55 | 114,493 | 114,493 |
| U S BANCORP MEDIUM TERM SUB NTS 2.95 | 163,736 | 163,736 |
| U S BK NATL ASSN CIN OH MEDIUM 2.85 | 256,036 | 256,036 |
| UDR INC 3.5 | 52,399 | 52,399 |
| UDR INC CORP 3.2 | 51,144 | 51,144 |
| UNILEVER CAP CORP 2.9 | 104,443 | 104,443 |
| UNILEVER CAP CORP 5.9 | 136,276 | 136,276 |
| UNION PAC CORP 3.799 | 132,798 | 132,798 |
| UNION PAC CORP 4.5 | 177,187 | 177,187 |
| UNITED TECHNOLOGIES CORP 4.125 | 112,509 | 112,509 |
| UNITEDHEALTH GROUP 2.375 | 101,327 | 101,327 |
| UNITEDHEALTH GROUP 3.75 | 145,312 | 145,312 |
| UNITEDHEALTH GROUP 4.625 | 121,472 | 121,472 |
| UNITEDHEALTH GROUP FIXED 4.25 | 87,185 | 87,185 |
| UNITEDHEALTH GROUP INC 3.375 | 106,756 | 106,756 |
| UNITEDHEALTH GROUP INC 4.45 | 89,707 | 89,707 |
| UNUM GROUP FORMERLY UNUMPROVIDENT 5.75 | 39,558 | 39,558 |
| US BANCORP FIXED 3.15 | 105,098 | 105,098 |
| UTD AIRLS 2014-1 4 | 279,441 | 279,441 |
| UTD PARCEL SVC INC 2.4 | 75,826 | 75,826 |
| UTD PARCEL SVC INC 2.45 | 279,409 | 279,409 |
| UTD PARCEL SVC INC 3.75 | 107,767 | 107,767 |
| UTD TECHNOLOGIES 3.1 | 256,510 | 256,510 |
| UTD TECHNOLOGIES 3.75 | 163,465 | 163,465 |
| UTD TECHNOLOGIES 4.5 | 119,892 | 119,892 |
| UTD TECHNOLOGIES 4.625 | 125,318 | 125,318 |
| VA ELEC & PWR CO 3.8 | 81,188 | 81,188 |
| VA ELEC & PWR CO 4 | 55,185 | 55,185 |
| VALERO ENERGY CORP 3.4 | 157,234 | 157,234 |
| VALERO ENERGY CORP 4.9 | 86,513 | 86,513 |
| VALERO ENERGY CORP 6.625 | 165,397 | 165,397 |
| VENTAS RLTY LTD 3.85 | 105,619 | 105,619 |
| VEREIT OPER PARTNERSHIP L P 3.95 | 52,580 | 52,580 |
| VERISK ANALYTICS 4 | 53,843 | 53,843 |
| VERISK ANALYTICS INC 4.125 | 109,823 | 109,823 |
| VERIZON 3.125 | 102,639 | 102,639 |
| VERIZON 4.125 | 84,773 | 84,773 |
| VERIZON 4.272 | 56,628 | 56,628 |
| VERIZON 4.812 | 82,087 | 82,087 |
| VERIZON 5.5 | 135,788 | 135,788 |
| VERIZON COMMUNICATIONS 4.125 | 111,024 | 111,024 |
| VERIZON COMMUNICATIONS 4.522 | 59,997 | 59,997 |
| VERIZON COMMUNICATIONS 6.55 | 256,946 | 256,946 |
| VERIZON COMMUNICATIONS BNDS 5.25 | 188,389 | 188,389 |
| VERIZON COMMUNICATIONS INC 4.329 | 174,785 | 174,785 |
| VERIZON FIXED 3.376 | 157,837 | 157,837 |
| VIACOM INC 4.25 | 106,507 | 106,507 |
| VIACOM INC 4.375 | 79,520 | 79,520 |
| VISA INC 3.65 | 56,021 | 56,021 |
| VISA INC 4.15 | 117,960 | 117,960 |
| VISA INC 4.3 | 61,465 | 61,465 |
| VMWARE INC 2.95 | 224,171 | 224,171 |
| VODAFONE GROUP PLC 4.375 | 218,274 | 218,274 |
| VODAFONE GROUP PLC 5.25 | 120,122 | 120,122 |
| VORNADO RLTY L P 3.5 | 52,023 | 52,023 |
| VOYA FINL INC 3.65 | 42,261 | 42,261 |
| VULCAN MATERIALS CO 4.7 | 28,144 | 28,144 |
| VULCAN MATLS CO 4.5 | 53,890 | 53,890 |
| WA GAS LT CO FIXED 3.65 | 25,155 | 25,155 |
| WALGREENS BOOTS 4.65 | 50,287 | 50,287 |
| WALGREENS BOOTS FIXED 3.8 | 130,300 | 130,300 |
| WALGREENS BOOTS FIXED 4.8 | 25,335 | 25,335 |
| WALT DISNEY CO 2.35 | 101,492 | 101,492 |
| WASTE MGMT INC DEL 2.4 | 151,544 | 151,544 |
| WASTE MGMT INC DEL 3.45 | 26,774 | 26,774 |
| WASTE MGMT INC DEL FIXED 4.15 | 57,212 | 57,212 |
| WELLPOINT INC 3.125 | 76,886 | 76,886 |
| WELLTOWER INC 4.95 | 60,049 | 60,049 |
| WESTAR ENERGY INC 4.125 | 111,262 | 111,262 |
| WESTERN UN CO 3.6 | 102,935 | 102,935 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7 | 82,504 | 82,504 |
| WESTLAKE CHEM CORP 3.6 | 51,835 | 51,835 |
| WESTLAKE CHEM CORP 4.375 | 50,609 | 50,609 |
| WESTN GAS PARTNERS 4.65 | 102,401 | 102,401 |
| WESTN GAS PARTNERS 5.3 | 43,722 | 43,722 |
| WESTN GAS PARTNERS 5.45 | 44,305 | 44,305 |
| WESTN GAS PARTNERS 5.5 | 21,991 | 21,991 |
| WESTPAC BKG CORP 2.7 | 151,781 | 151,781 |
| WESTPAC BKG CORP 2.75 | 163,030 | 163,030 |
| WESTPAC BKG CORP FIXED 4.421 | 110,009 | 110,009 |
| WEYERHAEUSER CO 4.625 | 215,270 | 215,270 |
| WHIRLPOOL CORP FIXED 4.75 | 55,712 | 55,712 |
| WI ENERGY CORP 3.55 | 106,184 | 106,184 |
| WI PWR & LT CO 3 | 51,629 | 51,629 |
| WI PWR & LT CO FIXED 3.05 | 155,739 | 155,739 |
| WILLIAMS PARTNERS 3.75 | 286,841 | 286,841 |
| WILLIAMS PARTNERS FIXED 4.85 | 136,848 | 136,848 |
| WILLIS NORTH AMER INC 4.5 | 55,139 | 55,139 |
| WRKCO INC FIXED 4.2 | 109,713 | 109,713 |
| XCEL ENERGY INC 3.35 | 167,942 | 167,942 |
| XLIT LTD 5.5 | 31,803 | 31,803 |
| ZIMMER BIOMET 3.15 | 51,051 | 51,051 |
| ZIMMER HLDGS INC 4.45 | 53,805 | 53,805 |
| ZOETIS INC 3.25 | 205,901 | 205,901 |
| ZOETIS INC 3.95 | 27,237 | 27,237 |
| ZOETIS INC 4.7 | 119,252 | 119,252 |