Statement of Investments January 31, 2017 (Unaudited)

Transcription

1 Statement of Investments Nationwide Bond Index Fund Asset-Backed Securities 0.4% Airlines 0.1% American Airlines Pass Through Trust, Series , Class A, 4.95%, 01/15/23 $ 190,294 $ 202,782 United Airlines Pass Through Trust, Series , Class A, 4.30%, 08/15/25 225, , ,651 Automobiles 0.1% Carmax Auto Owner Trust, Series , Class A3, 1.39%, 05/17/21 1,200,000 1,189,642 Credit Card 0.2% Chase Issuance Trust, Series 2012-A7, Class A7, 2.16%, 09/16/24 625, ,039 Citibank Credit Card Issuance Trust, Series 2016-A1, Class A1, 1.75%, 11/19/21 1,500,000 1,488,041 2,102,080 Total Asset-Backed Securities (cost $3,714,758) 3,727,373 Collateralized Mortgage Obligations 0.4% FHLMC Series K003, Class A5, 5.09%, 03/25/19 100, ,814 Series K004, Class A1, 3.41%, 05/25/19 175, ,885 Series K006, Class A1, 3.40%, 07/25/19 95,060 97,523 Series K713, Class A2, 2.31%, 03/25/20 500, ,050 Series K014, Class A1, 2.79%, 10/25/20 37,359 37,939 Series K020, Class A2, 2.37%, 05/25/22 600, ,263 Series K026, Class A2, 2.51%, 11/25/22 200, ,651 Series K031, Class A2, 3.30%, 04/25/23 (a) 100, ,653 Series K033, Class A2, 3.06%, 07/25/23 (a) 100, ,180 Series K038, Class A1, 2.60%, 10/25/23 168, ,101 Series K037, Class A2, 3.49%, 01/25/24 200, ,869 Series K038, Class A2, 3.39%, 03/25/24 800, ,214 Total Collateralized Mortgage Obligations (cost $3,126,587) 3,159,142 Commercial Mortgage-Backed Securities 1.3% Citigroup Commercial Mortgage Trust Series 2013-GC17, Class A4, 4.13%, 11/10/46 $ 650,000 $ 697,660 Series 2014-GC25, Class A4, 3.64%, 10/10/47 500, ,840 COMM Mortgage Trust Series 2013-CR12, Class A4, 4.05%, 10/10/46 300, ,224 Series 2014-CR16, Class A4, 4.05%, 04/10/47 750, ,638 FNMA ACES Series 2014-M2, Class ASV2, 2.78%, 06/25/21 (a) 481, ,076 Series 2014-M6, Class A2, 2.68%, 05/25/21 (a) 150, ,736 GS Mortgage Securities Corp. II, Series 2015-GC30, Class A4, 3.38%, 05/10/50 750, ,054 GS Mortgage Securities Trust, Series 2015-GC28, Class A2, 2.90%, 02/10/48 1,000,000 1,022,475 JP Morgan Chase Commercial Mortgage Securities Trust, Series 2011-C5, Class A3, 4.17%, 08/15/46 506, ,912 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10, Class ASB, 3.91%, 07/15/46 (a) 1,356,000 1,434,860 Series 2013-C10, Class A5, 4.08%, 07/15/46 (a) 250, ,185 Series 2013-C7, Class A4, 2.92%, 02/15/46 1,300,000 1,315,542 Series 2014-C17, Class A5, 3.74%, 08/15/47 1,500,000 1,569,264 Morgan Stanley Capital I Trust, Series 2016-UBS9, Class A4, 3.59%, 03/15/49 900, ,331 WFRBS Commercial Mortgage Trust Series 2012-C7, Class A2, 3.43%, 06/15/45 300, ,104 Series 2013-C11, Class A4, 3.04%, 03/15/45 500, ,042 Total Commercial Mortgage-Backed Securities (cost $11,713,338) 11,643,943 Corporate Bonds 26.4% Aerospace & Defense 0.4% Boeing Co. (The), 4.88%, 02/15/20 200, , %, 03/01/35 65,000 60,596 General Dynamics Corp., 3.88%, 07/15/21 150, ,378 L3 Technologies, Inc., 4.95%, 02/15/21 250, ,381 Lockheed Martin Corp., 3.55%, 01/15/26 500, , %, 03/01/35 55,000 52,395 annual report and unaudited semi-annual report. 1

2 Aerospace & Defense (continued) Lockheed Martin Corp., (continued) 4.07%, 12/15/42 $ 191,000 $ 186,376 Northrop Grumman Corp., 4.75%, 06/01/43 250, ,462 Precision Castparts Corp., 4.20%, 06/15/35 250, ,173 Raytheon Co., 6.40%, 12/15/18 144, , %, 10/15/20 250, , %, 12/15/24 75,000 76,056 Rockwell Collins, Inc., 5.25%, 07/15/19 70,000 75,486 Textron, Inc., 4.30%, 03/01/24 250, ,733 United Technologies Corp., 6.13%, 07/15/38 150, , %, 06/01/42 250, ,972 3,260,418 Air Freight & Logistics 0.1% FedEx Corp., 3.25%, 04/01/26 45,000 44, %, 03/15/27 70,000 69, %, 08/01/42 50,000 45, %, 04/01/46 250, ,509 United Parcel Service of America, Inc., 8.38%, 04/01/20 82,000 97,348 United Parcel Service, Inc., 6.20%, 01/15/38 205, , ,283 Auto Components 0.0% BorgWarner, Inc., 3.38%, 03/15/25 70,000 69,344 Delphi Corp., 4.15%, 03/15/24 150, , ,946 Automobiles 0.1% Ford Motor Co., 7.45%, 07/16/31 350, ,186 General Motors Co., 5.20%, 04/01/45 250, , ,087 Banks 4.1% Bank of America Corp., 5.63%, 07/01/20 250, , %, 01/24/22 250, , %, 07/24/23 250, , %, 01/22/25 500, , %, 08/01/25 250, , %, 03/03/26 55,000 56, %, 04/19/26 145, , %, 10/22/26 645, , %, 10/21/27 500, , %, 02/07/42 250, ,217 Bank of America NA, 2.05%, 12/07/18 1,000,000 1,004,774 Bank of Montreal, 1.40%, 04/10/18 165, ,681 Bank of Nova Scotia (The), 1.70%, 06/11/18 500, , %, 06/14/19 250, ,072 Barclays Bank plc, 5.14%, 10/14/20 250, ,782 Banks (continued) Barclays plc, 2.75%, 11/08/19 $ 500,000 $ 501, %, 03/16/25 200, , %, 05/12/26 250, , %, 01/10/28 500, ,371 BB&T Corp., 2.45%, 01/15/20 300, ,887 BNP Paribas SA, 2.70%, 08/20/18 500, , %, 10/15/24 250, ,059 Capital One Bank USA NA, 3.38%, 02/15/23 250, ,048 Capital One NA, 1.65%, 02/05/18 750, , %, 09/05/19 250, ,788 Citigroup, Inc., 2.05%, 12/07/18 250, , %, 10/26/20 250, , %, 08/02/21 500, , %, 10/25/23 350, , %, 06/16/24 300, , %, 04/27/25 155, , %, 09/13/25 250, , %, 01/12/26 250, , %, 03/09/26 105, , %, 05/01/26 200, , %, 11/20/26 450, , %, 01/10/28 (a) 350, , %, 06/15/32 232, ,166 Commonwealth Bank of Australia, 2.30%, 03/12/20 250, ,593 Compass Bank, 3.88%, 04/10/25 250, ,373 Cooperatieve Rabobank UA, 5.25%, 05/24/41 125, , %, 12/01/43 250, ,560 Discover Bank, 7.00%, 04/15/20 300, ,712 Fifth Third Bancorp, 2.88%, 07/27/20 250, , %, 03/15/22 300, ,540 Fifth Third Bank, 1.63%, 09/27/19 250, ,113 HSBC Bank USA NA, 5.88%, 11/01/34 498, ,901 HSBC Holdings plc, 3.60%, 05/25/23 200, , %, 03/14/24 250, , %, 03/08/26 200, , %, 05/25/26 250, , %, 11/23/26 250, ,332 Huntington Bancshares, Inc., 3.15%, 03/14/21 250, ,307 Industrial & Commercial Bank of China Ltd., 3.23%, 11/13/19 250, ,972 Intesa Sanpaolo SpA, 3.88%, 01/15/19 200, ,414 JPMorgan Chase & Co., 2.20%, 10/22/19 500, , %, 01/23/20 500, , %, 06/23/20 250, , %, 03/01/21 250, , %, 06/07/21 500, , %, 05/01/23 250, , %, 05/13/24 350, , %, 01/23/25 250, , %, 04/01/26 250, ,479 annual report and unaudited semi-annual report. 2

3 Banks (continued) JPMorgan Chase & Co., (continued) 4.13%, 12/15/26 $ 250,000 $ 253, %, 02/01/28 (a) 450, , %, 07/15/41 200, , %, 02/01/44 250, ,133 KeyBank NA, 2.50%, 12/15/19 250, ,169 KeyCorp, 5.10%, 03/24/21 150, ,980 Lloyds Banking Group plc, 4.50%, 11/04/24 250, , %, 03/24/26 250, ,817 Manufacturers & Traders Trust Co., 2.10%, 02/06/20 500, ,906 Mitsubishi UFJ Financial Group, Inc., 3.85%, 03/01/26 250, ,832 MUFG Americas Holdings Corp., 3.00%, 02/10/25 250, ,479 National Australia Bank Ltd., 3.38%, 01/14/26 250, ,990 PNC Bank NA, 2.95%, 01/30/23 350, , %, 10/30/24 250, ,306 PNC Financial Services Group, Inc. (The), 5.13%, 02/08/20 400, ,912 Regions Bank, 2.25%, 09/14/18 250, ,871 Royal Bank of Canada, 2.00%, 12/10/18 250, , %, 03/06/20 250, , %, 01/19/21 250, ,038 Royal Bank of Scotland Group plc, 4.80%, 04/05/26 250, ,298 Santander Holdings USA, Inc., 3.45%, 08/27/18 250, , %, 04/17/20 150, ,815 Santander UK Group Holdings plc, 2.88%, 10/16/20 105, ,884 Santander UK plc, 2.38%, 03/16/20 250, ,062 Sumitomo Mitsui Banking Corp., 2.45%, 01/16/20 250, ,996 Sumitomo Mitsui Financial Group, Inc., 3.78%, 03/09/26 500, ,941 Toronto-Dominion Bank (The), 1.40%, 04/30/18 250, , %, 09/06/18 750, ,101 U.S. Bancorp, 4.13%, 05/24/21 100, ,049 US Bank NA, 1.40%, 04/26/19 500, , %, 10/28/19 500, ,123 Wells Fargo & Co., 2.15%, 01/15/19 500, ,886 Series N, 2.15%, 01/30/20 500, , %, 01/22/21 500, , %, 03/04/21 240, , %, 02/19/25 260, , %, 04/22/26 250, , %, 07/22/27 200, , %, 02/07/35 118, , %, 01/15/44 483, , %, 05/01/45 150, , %, 11/17/45 250, , %, 06/14/46 100,000 96,600 Wells Fargo Bank NA, 1.75%, 05/24/19 500, ,024 Banks (continued) Westpac Banking Corp., 4.63%, 06/01/18 $ 103,000 $ 106, %, 07/30/18 500, , %, 08/19/19 750, , %, 11/23/31 (a) 250, ,388 35,478,352 Beverages 0.9% Anheuser-Busch Cos. LLC, 5.00%, 03/01/19 164, , %, 11/01/41 103, ,300 Anheuser-Busch InBev Finance, Inc., 2.65%, 02/01/21 600, , %, 02/01/26 500, , %, 02/01/36 350, , %, 02/01/44 350, , %, 02/01/46 465, ,599 Anheuser-Busch InBev Worldwide, Inc., 5.00%, 04/15/20 200, , %, 07/15/22 250, ,960 Coca-Cola Co. (The), 3.15%, 11/15/20 200, , %, 11/01/23 400, ,851 Diageo Capital plc, 1.13%, 04/29/18 350, ,001 Diageo Investment Corp., 2.88%, 05/11/22 500, ,873 Dr Pepper Snapple Group, Inc., 3.20%, 11/15/21 250, ,121 Molson Coors Brewing Co., 1.45%, 07/15/19 250, , %, 07/15/21 500, , %, 05/01/22 250, , %, 07/15/26 95,000 89,363 Pepsi Bottling Group, Inc. (The), Series B, 7.00%, 03/01/29 244, ,338 PepsiCo, Inc., 1.85%, 04/30/20 250, , %, 11/01/20 200, , %, 03/01/24 250, , %, 02/24/26 575, , %, 10/06/46 250, ,873 7,751,972 Biotechnology 0.6% AbbVie, Inc., 1.80%, 05/14/18 250, , %, 11/06/18 500, , %, 11/06/22 500, , %, 05/14/26 185, , %, 05/14/35 135, , %, 05/14/36 250, , %, 11/06/42 75,000 70,469 Amgen, Inc., 3.45%, 10/01/20 200, , %, 06/15/48 387, , %, 06/15/51 279, ,191 Baxalta, Inc., 4.00%, 06/23/25 100, ,411 Biogen, Inc., 3.63%, 09/15/22 500, , %, 09/15/25 95,000 97,438 Celgene Corp., 3.25%, 08/15/22 200, , %, 05/15/44 150, , %, 08/15/45 250, ,671 3

4 Biotechnology (continued) Gilead Sciences, Inc., 2.05%, 04/01/19 $ 500,000 $ 501, %, 04/01/21 100, , %, 04/01/24 150, , %, 02/01/25 145, , %, 03/01/26 75,000 76, %, 02/01/45 250, , %, 03/01/46 150, ,511 5,431,054 Building Products 0.0% Johnson Controls International plc, 4.25%, 03/01/21 100, , %, 02/14/26 125, , ,849 Capital s 1.7% Ameriprise Financial, Inc., 5.30%, 03/15/20 100, , %, 10/15/23 250, ,033 Bank of New York Mellon Corp. (The), 2.30%, 09/11/19 500, , %, 08/17/20 200, ,439 Series G, 3.00%, 02/24/25 105, ,562 Brookfield Finance, Inc., 4.25%, 06/02/26 250, ,260 Charles Schwab Corp. (The), 2.20%, 07/25/18 150, ,196 CME Group, Inc., 3.00%, 03/15/25 250, ,022 Credit Suisse AG, 2.30%, 05/28/19 250, ,062 Credit Suisse Group Funding Guernsey Ltd., 3.13%, 12/10/20 250, , %, 09/15/22 250, , %, 04/17/26 250, ,872 Credit Suisse USA, Inc., 7.13%, 07/15/32 195, ,308 Deutsche Bank AG, 1.88%, 02/13/18 650, , %, 01/13/26 250, ,843 Franklin Resources, Inc., 2.80%, 09/15/22 250, ,625 Goldman Sachs Group, Inc. (The), 2.55%, 10/23/19 500, ,205 Series D, 6.00%, 06/15/20 500, , %, 04/25/21 500, , %, 01/24/22 250, , %, 03/03/24 250, , %, 01/23/25 500, , %, 05/22/25 350, , %, 02/25/26 315, , %, 11/16/26 250, , %, 02/15/33 200, , %, 10/01/37 450, ,686 Intercontinental Exchange, Inc., 3.75%, 12/01/25 80,000 82,232 Jefferies Group LLC, 6.88%, 04/15/21 250, ,218 Moody's Corp., 4.50%, 09/01/22 100, ,996 Morgan Stanley, 2.13%, 04/25/18 250, , %, 01/24/19 350, , %, 05/13/19 400, , %, 01/27/20 500, ,372 Capital s (continued) Morgan Stanley, (continued) 2.80%, 06/16/20 $ 230,000 $ 231, %, 07/28/21 150, , %, 05/22/23 350, , %, 07/23/25 155, , %, 01/27/26 250, , %, 07/27/26 500, , %, 09/08/26 250, , %, 04/23/27 250, , %, 04/01/32 226, ,922 S&P Global, Inc., 4.40%, 02/15/26 250, ,079 State Street Corp., 4.38%, 03/07/21 300, , %, 12/16/24 155, ,634 TD Ameritrade Holding Corp., 2.95%, 04/01/22 250, , %, 04/01/25 250, ,206 Thomson Reuters Corp., 3.85%, 09/29/24 250, , %, 05/15/26 140, ,147 UBS AG, 2.35%, 03/26/20 250, ,491 14,899,604 Chemicals 0.5% Agrium, Inc., 3.15%, 10/01/22 50,000 49, %, 01/15/41 100, ,266 Albemarle Corp., 5.45%, 12/01/44 200, ,381 Dow Chemical Co. (The), 4.13%, 11/15/21 150, , %, 10/01/24 250, , %, 11/15/42 150, ,835 Eastman Chemical Co., 3.60%, 08/15/22 250, ,479 Ecolab, Inc., 2.25%, 01/12/20 135, , %, 12/08/21 100, , %, 01/14/23 250, ,116 EI du Pont de Nemours & Co., 4.90%, 01/15/41 200, ,188 Lubrizol Corp., 6.50%, 10/01/34 103, ,081 LyondellBasell Industries NV, 6.00%, 11/15/21 400, , %, 02/26/55 100,000 93,642 Monsanto Co., 2.75%, 07/15/21 500, , %, 04/15/25 250, , %, 07/15/34 70,000 69,149 Mosaic Co. (The), 5.45%, 11/15/33 250, ,591 Potash Corp. of Saskatchewan, Inc., 5.88%, 12/01/36 125, ,006 Praxair, Inc., 4.05%, 03/15/21 150, , %, 01/30/26 250, ,580 4,206,010 Commercial Services & Supplies 0.2% Catholic Health Initiatives, 4.35%, 11/01/42 300, ,744 Massachusetts Institute of Technology, 4.68%, 07/01/14 200, ,296 4

5 Commercial Services & Supplies (continued) Northwestern University, 3.87%, 12/01/48 $ 100,000 $ 96,941 Pitney Bowes, Inc., 4.75%, 05/15/18 62,000 63,753 President & Fellows of Harvard College, 3.15%, 07/15/46 50,000 44, %, 07/15/56 100,000 89,664 Princeton University, 5.70%, 03/01/39 200, ,573 Republic Services, Inc., 5.25%, 11/15/21 350, , %, 03/15/25 250, ,212 Waste Management, Inc., 3.90%, 03/01/35 90,000 89,760 1,753,148 Communications Equipment 0.2% Cisco Systems, Inc., 4.95%, 02/15/19 335, , %, 01/15/40 250, ,106 Harris Corp., 3.83%, 04/27/25 250, , %, 04/27/35 55,000 58,221 Motorola Solutions, Inc., 4.00%, 09/01/24 150, , %, 05/15/25 144, ,144 Telefonaktiebolaget LM Ericsson, 4.13%, 05/15/22 150, ,604 1,445,046 Construction & Engineering 0.0% ABB Finance USA, Inc., 4.38%, 05/08/42 100, ,416 Consumer Finance 0.9% AerCap Ireland Capital Ltd., 4.25%, 07/01/20 750, ,892 American Express Co., 3.63%, 12/05/24 150, ,495 American Honda Finance Corp., 2.25%, 08/15/19 500, ,777 Capital One Financial Corp., 3.75%, 04/24/24 100, ,487 Caterpillar Financial Services Corp., 1.70%, 06/16/18 250, , %, 08/20/21 500, ,623 Ford Motor Credit Co. LLC, 2.24%, 06/15/18 250, , %, 03/18/21 500, , %, 08/02/21 250, , %, 09/08/24 250, ,651 General Motors Financial Co., Inc., 3.10%, 01/15/19 500, , %, 01/15/20 391, , %, 09/25/21 100, , %, 03/01/26 350, , %, 10/06/26 250, ,239 HSBC USA, Inc., 2.63%, 09/24/18 250, , %, 11/13/19 350, , %, 08/07/20 250, ,939 John Deere Capital Corp., 1.30%, 03/12/18 400, , %, 01/08/19 250, , %, 01/06/22 140, ,364 Synchrony Financial, 4.50%, 07/23/25 190, ,255 Consumer Finance (continued) Toyota Motor Credit Corp., 2.10%, 01/17/19 $ 350,000 $ 352, %, 07/18/19 350, ,058 7,736,259 Containers & Packaging 0.0% International Paper Co., 4.80%, 06/15/44 250, ,061 Diversified Financial Services 0.6% AXA Financial, Inc., 7.00%, 04/01/28 92, ,872 Bank One Corp., 8.00%, 04/29/27 202, ,859 Bear Stearns Cos. LLC (The), 4.65%, 07/02/18 246, ,617 Berkshire Hathaway, Inc., 1.55%, 02/09/18 500, , %, 03/15/26 500, ,763 Boeing Capital Corp., 4.70%, 10/27/19 250, ,235 GE Capital International Funding Co. Unlimited Co., 2.34%, 11/15/20 206, , %, 11/15/35 582, ,465 National Rural Utilities Cooperative Finance Corp., 8.00%, 03/01/32 111, ,881 Shell International Finance BV, 1.38%, 09/12/19 1,000, , %, 05/11/35 150, , %, 12/15/38 250, , %, 08/12/43 250, , %, 05/10/46 150, ,421 Voya Financial, Inc., 3.65%, 06/15/26 350, ,525 5,077,657 Diversified Telecommunication Services 1.0% AT&T, Inc., 2.38%, 11/27/18 300, , %, 06/30/20 750, , %, 03/15/22 500, , %, 01/15/25 350, , %, 02/17/26 250, , %, 03/01/27 250, , %, 05/15/35 310, , %, 09/01/40 275, , %, 12/15/42 267, , %, 06/15/44 150, , %, 05/15/46 250, , %, 03/09/48 410, ,888 British Telecommunications plc, 9.13%, 12/15/30 191, ,804 Deutsche Telekom International Finance BV, 8.75%, 06/15/30 106, ,968 GTE Corp., 6.94%, 04/15/28 103, ,316 Orange SA, 1.63%, 11/03/19 500, , %, 03/01/31 (b) 133, ,224 Telefonica Emisiones SAU, 5.46%, 02/16/21 500, , %, 04/27/23 200, ,492 Verizon Communications, Inc., 3.65%, 09/14/18 250, ,023 5

6 Diversified Telecommunication Services (continued) Verizon Communications, Inc., (continued) 3.50%, 11/01/24 $ 500,000 $ 496, %, 09/15/33 250, , %, 11/01/34 500, , %, 09/15/35 82,000 94, %, 11/01/42 250, , %, 09/15/43 750, , %, 09/15/48 250, , %, 08/21/54 150, ,642 9,085,894 Electric Utilities 1.4% Alabama Power Co., 5.70%, 02/15/33 276, ,917 Appalachian Power Co., Series L, 5.80%, 10/01/35 144, ,251 Arizona Public Service Co., 5.50%, 09/01/35 150, ,635 Cleveland Electric Illuminating Co. (The), 5.50%, 08/15/24 200, ,771 Commonwealth Edison Co., 3.10%, 11/01/24 500, ,877 DTE Electric Co., 3.65%, 03/15/24 250, , %, 03/15/45 180, ,694 Duke Energy Carolinas LLC, 4.30%, 06/15/20 500, ,501 Duke Energy Corp., 3.05%, 08/15/22 200, , %, 04/15/24 250, , %, 09/01/26 500, ,177 Duke Energy Florida LLC, 5.90%, 03/01/33 247, ,913 Duke Energy Indiana LLC, 3.75%, 07/15/20 100, ,210 Duke Energy Ohio, Inc., Series A, 5.40%, 06/15/33 51,000 57, %, 06/15/46 250, ,143 Emera US Finance LP, 3.55%, 06/15/26 250, ,048 Entergy Corp., 5.13%, 09/15/20 300, , %, 07/15/22 200, ,312 Eversource Energy, Series H, 3.15%, 01/15/25 125, ,259 Exelon Corp., 5.63%, 06/15/35 250, ,456 FirstEnergy Corp., Series B, 4.25%, 03/15/23 500, ,289 Florida Power & Light Co., 5.65%, 02/01/37 200, , %, 10/01/44 250, ,139 Great Plains Energy, Inc., 4.85%, 06/01/21 100, ,049 Iberdrola International BV, 5.81%, 03/15/25 82,000 90,424 Kansas City Power & Light Co., 3.65%, 08/15/25 100, ,682 MidAmerican Energy Co., 5.80%, 10/15/36 200, ,127 Nevada Power Co., 5.45%, 05/15/41 100, ,998 Northern States Power Co., 4.00%, 08/15/45 85,000 84,967 Ohio Power Co., Series G, 6.60%, 02/15/33 164, ,984 Electric Utilities (continued) Oncor Electric Delivery Co. LLC, 5.30%, 06/01/42 $ 150,000 $ 177,356 Pacific Gas & Electric Co., 3.25%, 06/15/23 500, , %, 03/01/26 250, , %, 03/01/37 150, , %, 03/01/39 100, ,926 PacifiCorp, 5.25%, 06/15/35 123, ,255 PPL Capital Funding, Inc., 5.00%, 03/15/44 250, ,624 Progress Energy, Inc., 7.75%, 03/01/31 164, ,041 Public Service Co. of Colorado, 3.60%, 09/15/42 200, ,718 Public Service Electric & Gas Co., 3.05%, 11/15/24 250, , %, 05/01/42 200, ,574 South Carolina Electric & Gas Co., 6.05%, 01/15/38 200, ,193 Southern California Edison Co., Series B, 2.40%, 02/01/22 250, , %, 01/15/34 123, ,798 Series 05-B, 5.55%, 01/15/36 164, ,402 Southern Co. (The), 2.75%, 06/15/20 300, , %, 07/01/26 210, , %, 07/01/46 250, ,386 Tampa Electric Co., 5.40%, 05/15/21 250, ,052 Virginia Electric & Power Co., Series B, 4.20%, 05/15/45 120, ,548 Wisconsin Electric Power Co., 2.95%, 09/15/21 250, , %, 05/15/33 41,000 48,199 Wisconsin Power & Light Co., 4.10%, 10/15/44 100,000 98,008 Xcel Energy, Inc., 6.50%, 07/01/36 123, ,694 12,210,002 Electrical Equipment 0.1% Eaton Corp., 2.75%, 11/02/22 250, , %, 11/02/32 150, ,879 Emerson Electric Co., 6.00%, 08/15/32 57,000 69,345 Tyco Electronics Group SA, 3.50%, 02/03/22 150, , ,142 Electronic Equipment, Instruments & Components 0.1% Arrow Electronics, Inc., 4.50%, 03/01/23 100, ,090 Avnet, Inc., 5.88%, 06/15/20 250, ,967 Corning, Inc., 2.90%, 05/15/22 365, , ,723 Energy Equipment & Services 0.1% Baker Hughes, Inc., 3.20%, 08/15/21 250, ,354 Halliburton Co., 3.80%, 11/15/25 400, , %, 09/15/38 250, ,575 6

7 Energy Equipment & Services (continued) National Oilwell Varco, Inc., 3.95%, 12/01/42 $ 100,000 $ 79,778 1,055,554 Equity Real Estate Investment Trusts (REITs) 0.7% American Tower Corp., 2.80%, 06/01/20 250, , %, 09/01/20 400, , %, 02/15/26 25,000 25,674 AvalonBay Communities, Inc., 3.45%, 06/01/25 100, ,605 Boston Properties LP, 2.75%, 10/01/26 500, ,562 CBL & Associates LP, 4.60%, 10/15/24 250, ,516 Crown Castle International Corp., 3.70%, 06/15/26 280, ,828 Digital Realty Trust LP, 5.25%, 03/15/21 250, ,051 Duke Realty LP, 3.88%, 10/15/22 250, ,550 Essex Portfolio LP, 3.38%, 01/15/23 500, ,876 HCP, Inc., 3.40%, 02/01/25 500, ,361 Host Hotels & Resorts LP, Series D, 3.75%, 10/15/23 100,000 99,500 Series E, 4.00%, 06/15/25 190, ,382 Kilroy Realty LP, 4.80%, 07/15/18 200, ,496 Omega Healthcare Investors, Inc., 4.50%, 04/01/27 250, ,055 Realty Income Corp., 4.65%, 08/01/23 250, ,382 Simon Property Group LP, 2.20%, 02/01/19 750, , %, 03/15/42 250, ,165 UDR, Inc., 4.25%, 06/01/18 100, ,052 Ventas Realty LP, 4.75%, 06/01/21 100, , %, 03/01/22 250, ,356 Welltower, Inc., 5.25%, 01/15/22 300, ,331 Weyerhaeuser Co., 7.38%, 03/15/32 250, ,697 6,438,155 Food & Staples Retailing 0.5% Costco Wholesale Corp., 2.25%, 02/15/22 85,000 84,381 CVS Health Corp., 3.50%, 07/20/22 500, , %, 06/01/26 250, , %, 07/20/35 250, ,485 Kroger Co. (The), 4.00%, 02/01/24 350, , %, 04/01/31 178, ,041 Sysco Corp., 3.75%, 10/01/25 75,000 76, %, 07/15/26 130, , %, 09/21/35 74,000 82,459 Walgreen Co., 3.10%, 09/15/22 150, ,897 Walgreens Boots Alliance, Inc., 2.60%, 06/01/21 500, , %, 06/01/26 55,000 53,622 Food & Staples Retailing (continued) Walgreens Boots Alliance, Inc., (continued) 4.50%, 11/18/34 $ 155,000 $ 155,647 Wal-Mart Stores, Inc., 7.55%, 02/15/30 82, , %, 09/01/35 242, , %, 04/15/38 250, , %, 04/15/41 150, , %, 10/02/43 200, ,329 3,980,562 Food Products 0.4% Archer-Daniels-Midland Co., 2.50%, 08/11/26 500, ,717 Campbell Soup Co., 4.25%, 04/15/21 100, ,608 Conagra Brands, Inc., 7.00%, 10/01/28 154, ,611 General Mills, Inc., 2.20%, 10/21/19 500, , %, 12/15/21 200, ,168 JM Smucker Co. (The), 4.25%, 03/15/35 200, ,183 Kellogg Co., 3.25%, 04/01/26 40,000 39,004 Kraft Heinz Foods Co., 3.50%, 06/06/22 500, , %, 06/01/26 60,000 56, %, 01/26/39 138, , %, 07/15/45 150, , %, 06/01/46 250, ,720 Mead Johnson Nutrition Co., 4.13%, 11/15/25 110, ,658 Tyson Foods, Inc., 4.50%, 06/15/22 250, ,000 Unilever Capital Corp., 2.00%, 07/28/26 250, , %, 11/15/32 144, ,804 3,643,688 Gas Utilities 0.1% Atmos Energy Corp., 4.13%, 10/15/44 200, ,753 CenterPoint Energy Resources Corp., 4.50%, 01/15/21 212, ,129 Dominion Gas Holdings LLC, 2.80%, 11/15/20 335, ,669 National Fuel Gas Co., 3.75%, 03/01/23 250, ,177 1,012,728 Health Care Equipment & Supplies 0.5% Abbott Laboratories, 3.75%, 11/30/26 750, , %, 05/27/40 250, ,320 Baxter International, Inc., 2.60%, 08/15/26 230, ,567 Becton Dickinson and Co., 3.13%, 11/08/21 250, , %, 03/01/23 250, ,593 Boston Scientific Corp., 2.65%, 10/01/18 250, ,975 Medtronic, Inc., 3.15%, 03/15/22 135, , %, 03/15/24 200, , %, 03/15/35 250, , %, 03/15/45 250, ,452 7

8 Health Care Equipment & Supplies (continued) St Jude Medical LLC, 3.25%, 04/15/23 $ 200,000 $ 198, %, 09/15/25 45,000 44,943 Stryker Corp., 1.30%, 04/01/18 350, , %, 11/01/25 80,000 79, %, 03/15/26 35,000 35, %, 03/15/46 200, ,638 Zimmer Biomet Holdings, Inc., 3.38%, 11/30/21 150, , %, 08/15/35 48,000 44,657 3,958,495 Health Care Providers & Services 0.6% Aetna, Inc., 2.40%, 06/15/21 750, , %, 06/15/23 250, , %, 06/15/36 250, ,608 AmerisourceBergen Corp., 4.25%, 03/01/45 100,000 96,351 Anthem, Inc., 3.50%, 08/15/24 250, , %, 08/15/44 250, ,241 Cardinal Health, Inc., 3.20%, 06/15/22 200, , %, 09/15/25 170, ,043 Cigna Corp., 3.25%, 04/15/25 250, , %, 02/15/42 150, ,353 Express Scripts Holding Co., 3.90%, 02/15/22 250, , %, 02/25/26 250, ,199 Humana, Inc., 3.15%, 12/01/22 250, ,340 Laboratory Corp. of America Holdings, 3.75%, 08/23/22 200, ,569 McKesson Corp., 6.00%, 03/01/41 100, ,207 UnitedHealth Group, Inc., 1.63%, 03/15/19 250, , %, 12/15/21 500, , %, 01/15/27 250, , %, 07/15/35 25,000 27, %, 03/15/36 417, ,864 5,338,628 Hotels, Restaurants & Leisure 0.1% Hyatt Hotels Corp., 5.38%, 08/15/21 100, ,128 Marriott International, Inc., Series N, 3.13%, 10/15/21 250, ,513 McDonald's Corp., 5.35%, 03/01/18 240, , %, 01/30/26 250, , %, 07/15/40 250, ,351 Wyndham Worldwide Corp., 5.63%, 03/01/21 150, ,461 1,293,571 Household Durables 0.1% Newell Brands, Inc., 2.88%, 12/01/19 250, , %, 04/01/26 530, ,005 Whirlpool Corp., 3.70%, 05/01/25 250, ,710 1,056,099 Household Products 0.1% Colgate-Palmolive Co., 2.45%, 11/15/21 $ 100,000 $ 100,980 Kimberly-Clark Corp., 2.65%, 03/01/25 55,000 53, %, 07/30/46 210, ,074 Procter & Gamble Co. (The), 1.90%, 11/01/19 250, , ,502 Independent Power and Renewable Electricity Producers 0.1% Exelon Generation Co. LLC, 2.95%, 01/15/20 250, , %, 10/01/41 150, ,502 Southern Power Co., 4.15%, 12/01/25 250, , ,378 Industrial Conglomerates 0.3% 3M Co., 3.00%, 08/07/25 250, , %, 03/15/37 50,000 62,687 General Electric Co., 2.20%, 01/09/20 250, , %, 02/11/21 72,000 79, %, 10/09/22 250, , %, 03/11/24 250, , %, 03/15/32 106, , %, 08/07/37 144, , %, 01/14/38 150, , %, 01/10/39 100, ,795 Honeywell International, Inc., 1.85%, 11/01/21 500, ,295 Ingersoll-Rand Global Holding Co. Ltd., 2.88%, 01/15/19 50,000 50, %, 06/15/43 50,000 59,132 Ingersoll-Rand Luxembourg Finance SA, 3.55%, 11/01/24 250, ,108 Koninklijke Philips NV, 5.00%, 03/15/42 200, ,420 2,870,396 Insurance 0.9% Aflac, Inc., 3.63%, 11/15/24 250, ,929 AIG Life Holdings, Inc., 7.50%, 07/15/25 103, ,196 Alleghany Corp., 4.95%, 06/27/22 250, ,637 Allstate Corp. (The), 6.50%, 05/15/57 (a) 145, ,662 American International Group, Inc., 3.30%, 03/01/21 445, , %, 04/01/26 240, , %, 07/10/45 250, ,577 Aon Corp., 5.00%, 09/30/20 400, ,679 Aon plc, 3.88%, 12/15/25 100, ,257 Arch Capital Finance LLC, 4.01%, 12/15/26 250, ,479 Assurant, Inc., 2.50%, 03/15/18 250, ,788 Berkshire Hathaway Finance Corp., 4.40%, 05/15/42 150, ,461 Chubb INA Holdings, Inc., 2.70%, 03/13/23 250, ,679 8

9 Insurance (continued) Chubb INA Holdings, Inc., (continued) 3.35%, 05/03/26 $ 45,000 $ 45, %, 11/03/45 250, ,988 CNA Financial Corp., 5.75%, 08/15/21 250, ,335 Hartford Financial Services Group, Inc. (The), 6.10%, 10/01/41 100, ,603 Lincoln National Corp., 4.85%, 06/24/21 50,000 54, %, 04/07/36 160, ,480 Loews Corp., 4.13%, 05/15/43 100,000 95,716 Manulife Financial Corp., 4.15%, 03/04/26 100, ,899 Markel Corp., 3.63%, 03/30/23 250, ,674 Marsh & McLennan Cos., Inc., 4.80%, 07/15/21 300, ,960 MetLife, Inc., 3.05%, 12/15/22 250, , %, 06/15/35 86, , %, 12/15/36 200, , %, 05/13/46 85,000 88,884 Nationwide Financial Services, Inc., 6.75%, 05/15/37 (c) 75,000 78,375 Financial Group, Inc., 3.30%, 09/15/22 250, ,041 Progressive Corp. (The), 3.75%, 08/23/21 150, , %, 12/01/32 113, ,802 Prudential Financial, Inc., 5.38%, 06/21/20 250, , %, 07/15/33 103, , %, 06/21/40 200, , %, 06/15/43 (a) 150, ,063 Reinsurance Group of America, Inc., 5.00%, 06/01/21 100, ,116 Travelers Property Casualty Corp., 6.38%, 03/15/33 133, ,762 Unum Group, 3.88%, 11/05/25 250, ,072 Willis Towers Watson plc, 5.75%, 03/15/21 100, ,745 WR Berkley Corp., 4.75%, 08/01/44 250, ,546 7,918,063 Internet & Direct ing Retail 0.1% Amazon.com, Inc., 3.30%, 12/05/21 250, , %, 12/05/34 250, ,588 Expedia, Inc., 5.95%, 08/15/20 150, ,935 QVC, Inc., 4.38%, 03/15/23 100, , ,335 Internet Software & Services 0.1% Alibaba Group Holding Ltd., 3.13%, 11/28/21 200, ,907 Alphabet, Inc., 3.63%, 05/19/21 100, ,440 ebay, Inc., 3.25%, 10/15/20 100, ,463 Internet Software & Services (continued) ebay, Inc., (continued) 3.80%, 03/09/22 $ 140,000 $ 144, ,903 IT Services 0.3% Broadridge Financial Solutions, Inc., 3.40%, 06/27/26 80,000 76,931 Computer Sciences Corp., 4.45%, 09/15/22 100, ,630 Fidelity National Information Services, Inc., 5.00%, 10/15/25 250, ,758 Fiserv, Inc., 4.75%, 06/15/21 200, ,441 International Business Machines Corp., 1.13%, 02/06/18 500, , %, 11/01/21 150, , %, 02/19/26 250, , %, 11/29/32 250, ,566 Visa, Inc., 3.15%, 12/14/25 195, , %, 12/14/45 350, ,872 Western Union Co. (The), 6.20%, 11/17/36 100, ,430 2,545,847 Life Sciences Tools & Services 0.1% Bio-Rad Laboratories, Inc., 4.88%, 12/15/20 100, ,155 PerkinElmer, Inc., 5.00%, 11/15/21 100, ,342 Thermo Fisher Scientific, Inc., 3.60%, 08/15/21 250, , ,220 Machinery 0.2% Caterpillar, Inc., 2.60%, 06/26/22 250, , %, 08/15/36 123, , %, 08/15/42 97,000 93,901 Deere & Co., 3.90%, 06/09/42 100, ,973 Dover Corp., 5.38%, 03/01/41 50,000 58,489 IDEX Corp., 4.20%, 12/15/21 200, ,302 Illinois Tool Works, Inc., 4.88%, 09/15/41 200, ,496 Parker-Hannifin Corp., 4.20%, 11/21/34 250, ,173 Stanley Black & Decker, Inc., 2.90%, 11/01/22 150, ,105 1,492,857 Media 1.0% 21st Century Fox America, Inc., 4.00%, 10/01/23 250, , %, 09/15/24 100, , %, 10/15/25 250, , %, 06/30/28 53,000 67, %, 03/15/33 450, ,240 CBS Corp., 3.70%, 08/15/24 250, , %, 05/15/33 82,000 86,784 Charter Communications Operating LLC, 4.91%, 07/23/25 330, , %, 10/23/55 250, ,636 9

10 Media (continued) Comcast Corp., 3.15%, 03/01/26 $ 250,000 $ 244, %, 01/15/33 250, , %, 03/15/33 205, , %, 08/15/34 150, , %, 11/15/35 70,000 89, %, 08/15/37 205, ,360 Discovery Communications LLC, 5.05%, 06/01/20 350, , %, 03/15/25 135, , %, 03/11/26 50,000 52,181 Grupo Televisa SAB, 5.00%, 05/13/45 250, ,831 Historic TW, Inc., 6.88%, 06/15/18 122, ,398 NBCUniversal Media LLC, 5.15%, 04/30/20 250, , %, 04/01/41 100, , %, 01/15/43 200, ,643 Omnicom Group, Inc., 3.63%, 05/01/22 50,000 51, %, 04/15/26 250, ,768 Time Warner Cable LLC, 6.75%, 07/01/18 415, , %, 09/01/41 250, , %, 09/15/42 250, ,600 Time Warner, Inc., 2.95%, 07/15/26 750, , %, 02/15/27 500, ,688 Viacom, Inc., 3.25%, 03/15/23 400, , %, 03/15/43 200, ,835 Walt Disney Co. (The), 3.00%, 02/13/26 250, , %, 12/01/42 250, , %, 07/30/46 60,000 49,907 WPP Finance 2010, 4.75%, 11/21/21 100, , %, 09/19/24 250, ,630 8,829,024 Metals & Mining 0.3% Barrick Gold Corp., 4.10%, 05/01/23 79,000 83, %, 04/01/42 200, ,684 BHP Billiton Finance USA Ltd., 3.25%, 11/21/21 250, , %, 09/30/23 (d) 500, , %, 03/01/26 55,000 66,914 Goldcorp, Inc., 2.13%, 03/15/18 250, ,788 Newmont Mining Corp., 5.88%, 04/01/35 164, ,196 Nucor Corp., 4.00%, 08/01/23 250, ,454 Rio Tinto Alcan, Inc., 5.75%, 06/01/35 144, ,312 Rio Tinto Finance USA plc, 2.88%, 08/21/22 25,000 25, %, 08/21/42 150, ,805 Southern Copper Corp., 6.75%, 04/16/40 100, , %, 04/23/45 150, ,865 Vale Overseas Ltd., 6.88%, 11/21/36 306, ,934 Metals & Mining (continued) Vale SA, 5.63%, 09/11/42 $ 150,000 $ 137,145 2,883,676 Multiline Retail 0.2% Dollar General Corp., 1.88%, 04/15/18 250, ,382 Kohl's Corp., 4.00%, 11/01/21 100, , %, 02/01/23 150, ,233 Macy's Retail Holdings, Inc., 6.90%, 04/01/29 50,000 54, %, 07/15/34 150, ,298 Nordstrom, Inc., 4.00%, 10/15/21 250, ,715 Target Corp., 2.50%, 04/15/26 250, , %, 11/01/32 154, ,909 1,388,343 Multi-Utilities 0.5% Ameren Corp., 3.65%, 02/15/26 250, ,982 Ameren Illinois Co., 2.70%, 09/01/22 350, ,017 Berkshire Hathaway Energy Co., 3.50%, 02/01/25 750, ,784 CMS Energy Corp., 3.00%, 05/15/26 250, ,771 Consolidated Edison Co. of New York, Inc., 3.30%, 12/01/24 350, ,494 Series 03-A, 5.88%, 04/01/33 82,000 97, %, 06/15/40 150, ,712 Delmarva Power & Light Co., 4.00%, 06/01/42 100,000 98,693 Dominion Resources, Inc., 5.20%, 08/15/19 100, ,384 Series C, 2.00%, 08/15/21 500, , %, 12/01/24 250, ,056 Series B, 5.95%, 06/15/35 174, ,559 NiSource Finance Corp., 5.95%, 06/15/41 150, ,576 Puget Energy, Inc., 3.65%, 05/15/25 250, ,587 Puget Sound Energy, Inc., 5.48%, 06/01/35 103, ,190 San Diego Gas & Electric Co., 3.95%, 11/15/41 150, ,147 Sempra Energy, 4.05%, 12/01/23 200, , %, 10/15/39 100, ,860 Southern Co. Gas Capital Corp., 4.40%, 06/01/43 100,000 99,396 WEC Energy Group, Inc., 3.55%, 06/15/25 250, ,110 4,760,518 Oil, Gas & Consumable Fuels 2.5% Anadarko Petroleum Corp., 5.55%, 03/15/26 (d) 250, , %, 09/15/36 269, ,944 Apache Corp., 3.63%, 02/01/21 250, , %, 04/15/43 250, ,758 BP Capital s plc, 1.38%, 05/10/18 250, ,246 10

11 Oil, Gas & Consumable Fuels (continued) BP Capital s plc, (continued) 2.32%, 02/13/20 $ 250,000 $ 251, %, 10/01/20 100, , %, 11/01/21 250, , %, 03/17/22 210, , %, 03/17/25 250, ,742 Buckeye Partners LP, 4.15%, 07/01/23 250, ,425 Canadian Natural Resources Ltd., 6.25%, 03/15/38 210, ,912 Chevron Corp., 1.72%, 06/24/18 500, , %, 11/15/19 55,000 55, %, 12/05/22 250, , %, 05/16/26 250, ,912 Columbia Pipeline Group, Inc., 3.30%, 06/01/20 350, ,758 ConocoPhillips, 5.90%, 10/15/32 123, , %, 02/01/39 200, ,152 ConocoPhillips Co., 2.40%, 12/15/22 250, , %, 05/15/25 (d) 250, , %, 11/15/34 145, ,154 Devon Energy Corp., 7.95%, 04/15/32 250, , %, 06/15/45 150, ,414 Ecopetrol SA, 5.88%, 05/28/45 325, ,300 El Paso Natural Gas Co. LLC, 8.37%, 06/15/32 50,000 63,263 Enable Midstream Partners LP, 5.00%, 05/15/44 150, ,073 Enbridge Energy Partners LP, 5.20%, 03/15/20 250, , %, 10/15/25 250, ,522 Enbridge, Inc., 5.50%, 12/01/46 250, ,228 Encana Corp., 6.50%, 02/01/38 250, ,872 Energy Transfer Partners LP, 4.65%, 06/01/21 100, , %, 02/01/22 250, , %, 06/01/41 100, , %, 02/01/42 250, ,003 EnLink Midstream Partners LP, 4.85%, 07/15/26 250, ,162 Enterprise Products Operating LLC, 6.13%, 10/15/39 215, , %, 08/15/42 150, , %, 10/15/54 250, ,051 EOG Resources, Inc., 5.63%, 06/01/19 130, , %, 02/01/21 200, ,873 Exxon Mobil Corp., 3.18%, 03/15/24 350, , %, 03/06/25 250, , %, 03/01/26 75,000 74, %, 03/01/46 200, ,759 Hess Corp., 4.30%, 04/01/27 250, , %, 08/15/31 127, ,450 Husky Energy, Inc., 3.95%, 04/15/22 200, ,082 Kinder Morgan Energy Partners LP, 5.80%, 03/15/35 144, , %, 03/01/41 250, ,546 Oil, Gas & Consumable Fuels (continued) Kinder Morgan, Inc., 3.05%, 12/01/19 $ 500,000 $ 509, %, 06/01/25 85,000 87, %, 12/01/34 200, , %, 02/15/46 250, ,476 Magellan Midstream Partners LP, 4.25%, 09/15/46 200, ,438 Marathon Oil Corp., 6.80%, 03/15/32 82,000 94,205 Marathon Petroleum Corp., 5.13%, 03/01/21 300, , %, 03/01/41 100, ,642 MPLX LP, 5.50%, 02/15/23 250, , %, 07/15/23 250, ,041 Nexen Energy ULC, 5.88%, 03/10/35 92, , %, 05/15/37 250, ,109 Noble Energy, Inc., 3.90%, 11/15/24 250, , %, 03/01/41 150, ,540 Occidental Petroleum Corp., 3.13%, 02/15/22 200, , %, 04/15/26 140, , %, 02/15/27 500, ,189 ONEOK Partners LP, 4.90%, 03/15/25 250, ,695 Petro-Canada, 5.95%, 05/15/35 189, ,605 Petroleos Mexicanos, 3.50%, 07/18/18 500, , %, 03/13/27 (e) 750, , %, 06/15/35 301, , %, 06/27/44 80,000 65, %, 01/23/45 250, ,750 Phillips 66, 5.88%, 05/01/42 150, ,813 Pioneer Natural Resources Co., 3.95%, 07/15/22 50,000 51,913 Plains All American Pipeline LP, 4.70%, 06/15/44 250, ,665 Spectra Energy Capital LLC, 6.75%, 02/15/32 123, ,177 Spectra Energy Partners LP, 3.50%, 03/15/25 250, ,640 Statoil ASA, 1.15%, 05/15/18 250, , %, 11/10/21 500, , %, 01/15/28 225, ,985 Suncor Energy, Inc., 3.60%, 12/01/24 120, ,238 Sunoco Logistics Partners Operations LP, 5.35%, 05/15/45 150, ,266 Total Capital International SA, 3.70%, 01/15/24 500, ,532 TransCanada PipeLines Ltd., 3.80%, 10/01/20 250, , %, 03/01/34 250, , %, 03/15/36 150, ,137 Valero Energy Corp., 3.65%, 03/15/25 205, , %, 04/15/32 82, , %, 06/15/37 100, ,292 Williams Partners LP, 3.90%, 01/15/25 250, , %, 03/04/44 250, ,009 22,008,785 11

12 Paper & Forest Products 0.0% Georgia-Pacific LLC, 8.88%, 05/15/31 $ 200,000 $ 301,004 Pharmaceuticals 1.0% Actavis Funding SCS, 3.45%, 03/15/22 155, , %, 06/15/24 40,000 40, %, 03/15/35 100,000 98, %, 06/15/44 150, , %, 03/15/45 250, ,539 Actavis, Inc., 3.25%, 10/01/22 200, ,708 Allergan, Inc., 1.35%, 03/15/18 300, ,141 AstraZeneca plc, 3.38%, 11/16/25 500, , %, 09/15/37 140, ,135 Bristol-Myers Squibb Co., 2.00%, 08/01/22 350, ,729 Eli Lilly & Co., 2.75%, 06/01/25 45,000 44,168 GlaxoSmithKline Capital plc, 2.85%, 05/08/22 250, ,037 GlaxoSmithKline Capital, Inc., 5.38%, 04/15/34 139, ,077 Johnson & Johnson, 2.95%, 09/01/20 100, , %, 12/05/21 250, , %, 03/01/26 75,000 71, %, 05/15/33 287, ,957 Merck & Co., Inc., 2.75%, 02/10/25 220, , %, 05/18/43 250, ,888 Mylan NV, 3.15%, 06/15/21 (e) 750, ,071 Novartis Capital Corp., 3.40%, 05/06/24 500, , %, 11/20/25 250, ,613 Perrigo Co. plc, 4.00%, 11/15/23 250, ,969 Pfizer, Inc., 4.65%, 03/01/18 185, , %, 12/15/26 250, , %, 03/15/39 375, ,668 Pharmacia LLC, 6.60%, 12/01/28 123, ,493 Sanofi, 1.25%, 04/10/18 250, ,077 Shire Acquisitions Investments Ireland DAC, 2.40%, 09/23/21 750, , %, 09/23/26 190, ,401 Teva Pharmaceutical Finance Co. BV, Series 2, 3.65%, 11/10/21 32,000 32,339 Teva Pharmaceutical Finance Co. LLC, 6.15%, 02/01/36 5,000 5,504 Teva Pharmaceutical Finance IV BV, 3.65%, 11/10/21 82,000 82,868 Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/26 800, ,243 Zoetis, Inc., 3.25%, 02/01/23 50,000 50, %, 11/13/25 115, ,715 8,961,783 Road & Rail 0.4% Burlington Northern Santa Fe LLC, 7.95%, 08/15/30 $ 144,000 $ 203, %, 03/01/41 350, , %, 09/01/45 150, ,526 Canadian National Railway Co., 6.90%, 07/15/28 168, , %, 06/01/36 64,000 82,194 Canadian Pacific Railway Co., 4.50%, 01/15/22 500, , %, 02/01/25 250, ,428 CSX Corp., 5.50%, 04/15/41 100, , %, 05/01/50 250, ,831 Norfolk Southern Corp., 2.90%, 02/15/23 92,000 91, %, 05/17/25 59,000 67, %, 10/01/41 15,000 16, %, 06/15/45 50,000 52, %, 05/23/11 100, ,965 Ryder System, Inc., 2.50%, 03/01/18 250, , %, 05/11/20 105, ,158 Union Pacific Corp., 3.25%, 08/15/25 250, , %, 01/15/45 150, , %, 03/01/46 105, ,602 3,406,141 Semiconductors & Semiconductor Equipment 0.4% Applied Materials, Inc., 4.30%, 06/15/21 300, ,441 Broadcom Corp., 3.63%, 01/15/24 (e) 750, ,950 Intel Corp., 1.70%, 05/19/21 750, , %, 12/15/22 250, , %, 07/29/25 150, , %, 10/01/41 200, ,117 KLA-Tencor Corp., 4.65%, 11/01/24 215, ,604 Lam Research Corp., 3.80%, 03/15/25 145, ,675 QUALCOMM, Inc., 4.65%, 05/20/35 250, ,187 Texas Instruments, Inc., 1.75%, 05/01/20 250, ,071 3,316,484 Software 0.7% Adobe Systems, Inc., 3.25%, 02/01/25 70,000 69,397 CA, Inc., 4.50%, 08/15/23 240, ,094 Microsoft Corp., 1.00%, 05/01/18 (d) 500, , %, 10/01/20 350, , %, 08/08/23 250, , %, 12/15/23 250, , %, 02/06/24 185, , %, 08/08/26 465, , %, 02/12/35 665, , %, 11/03/45 75,000 77, %, 08/08/46 500, ,423 Oracle Corp., 5.00%, 07/08/19 100, , %, 10/08/19 250, , %, 09/15/21 500, ,988 12

13 Software (continued) Oracle Corp., (continued) 2.40%, 09/15/23 $ 250,000 $ 241, %, 07/15/26 495, , %, 05/15/30 400, , %, 07/08/34 350, , %, 07/15/46 250, ,611 6,000,492 Specialty Retail 0.2% AutoZone, Inc., 4.00%, 11/15/20 200, , %, 04/15/25 165, ,989 Home Depot, Inc. (The), 3.35%, 09/15/25 45,000 45, %, 12/16/36 230, , %, 04/01/41 100, , %, 03/15/45 200, ,339 Lowe's Cos., Inc., 6.50%, 03/15/29 164, , %, 09/15/44 250, ,170 1,506,346 Technology Hardware, Storage & Peripherals 0.5% Apple, Inc., 1.00%, 05/03/18 500, , %, 05/06/24 500, , %, 02/09/25 170, , %, 02/23/26 95,000 94, %, 08/04/26 190, , %, 05/04/43 250, , %, 05/13/45 145, , %, 02/23/46 230, ,071 Diamond 1 Finance Corp., 4.42%, 06/15/21 (e) 500, , %, 06/15/26 (e) 240, , %, 07/15/46 (e) 150, ,289 Hewlett Packard Enterprise Co., 4.90%, 10/15/25 500, ,670 HP, Inc., 4.65%, 12/09/21 500, ,676 NetApp, Inc., 3.38%, 06/15/21 150, ,106 Seagate HDD Cayman, 4.75%, 01/01/25 200, ,250 Xerox Corp., 6.35%, 05/15/18 200, , %, 03/01/35 120, ,884 4,760,483 Textiles, Apparel & Luxury Goods 0.0% Cintas Corp. No. 2, 4.30%, 06/01/21 100, ,066 NIKE, Inc., 3.38%, 11/01/46 100,000 89,009 VF Corp., 3.50%, 09/01/21 200, , ,926 Thrifts & Mortgage Finance 0.0% BPCE SA, 4.00%, 04/15/24 250, ,184 Tobacco 0.3% Altria Group, Inc., 9.25%, 08/06/19 89, , %, 01/14/20 250, ,884 Tobacco (continued) Altria Group, Inc., (continued) 2.85%, 08/09/22 $ 250,000 $ 249, %, 08/09/42 100,000 96, %, 01/31/44 100, ,115 Philip Morris International, Inc., 5.65%, 05/16/18 150, , %, 11/15/23 500, , %, 11/10/24 350, , %, 11/15/43 150, ,850 Reynolds American, Inc., 4.45%, 06/12/25 500, , %, 08/15/35 75,000 85,808 2,614,316 Trading Companies & Distributors 0.0% GATX Corp., 2.38%, 07/30/18 250, ,097 Water Utilities 0.0% American Water Capital Corp., 4.30%, 09/01/45 250, ,319 United Utilities plc, 5.38%, 02/01/19 100, , ,871 Wireless Telecommunication Services 0.2% America Movil SAB de CV, 5.00%, 03/30/20 500, , %, 03/01/35 123, ,129 Rogers Communications, Inc., 5.00%, 03/15/44 250, ,347 Vodafone Group plc, 2.95%, 02/19/23 250, , %, 02/15/30 144, , %, 02/27/37 75,000 83,924 1,456,500 Total Corporate Bonds (cost $226,398,906) 231,129,877 Foreign Government Securities 2.3% CANADA 0.4% Province of British Columbia Canada, 2.00%, 10/23/22 500, ,133 Canadian Government International Bond, 1.63%, 02/27/19 500, ,509 Hydro-Quebec, 8.40%, 01/15/22 153, , %, 03/01/26 109, ,720 Province of Manitoba Canada, 1.75%, 05/30/19 500, ,712 Province of Ontario Canada, 1.20%, 02/14/18 750, , %, 01/30/19 750, ,758 Province of Quebec Canada, 2.88%, 10/16/24 250, , %, 09/15/29 200, ,157 3,868,239 13

14 Foreign Government Securities (continued) COLOMBIA 0.1% Republic of Colombia, 7.38%, 03/18/19 $ 600,000 $ 664, %, 09/18/37 250, , %, 06/15/45 350, ,725 1,315,525 GERMANY 0.6% Kreditanstalt fuer Wiederaufbau, 4.38%, 03/15/18 800, , %, 06/11/18 1,000, , %, 09/07/18 1,500,000 1,491, %, 10/15/19 1,000,000 1,002, %, 09/08/20 550, ,517 4,882,706 HUNGARY 0.1% Hungary Government Bond, 5.38%, 03/25/24 750, ,125 ISRAEL 0.0% State of Israel, 3.15%, 06/30/23 250, ,478 ITALY 0.0% Republic of Italy, 5.38%, 06/15/33 184, ,107 MEXICO 0.3% Petroleos Mexicanos, 4.50%, 01/23/26 250, , %, 01/23/46 100,000 83, %, 09/21/47 359, ,788 United Mexican States, 5.13%, 01/15/20 250, , %, 03/15/22 500, , %, 01/21/26 250, , %, 09/27/34 373, , %, 01/21/45 200, , %, 01/23/46 250, , %, 10/12/10 200, ,826 2,737,841 PANAMA 0.1% Republic of Panama, 5.20%, 01/30/20 250, , %, 01/26/36 250, , ,375 PERU 0.1% Republic of Peru, 7.13%, 03/30/19 370, , %, 11/18/50 200, , ,448 PHILIPPINES 0.1% Republic of the Philippines, 6.50%, 01/20/20 250, , %, 01/14/31 250, , %, 10/23/34 250, , %, 03/01/41 250, ,022 1,209,649 Foreign Government Securities (continued) POLAND 0.1% Republic of Poland, 5.13%, 04/21/21 $ 125,000 $ 136, %, 03/23/22 450, , %, 01/22/24 250, , ,893 SOUTH AFRICA 0.1% Republic of South Africa, 4.67%, 01/17/24 250, , %, 10/12/28 250, , %, 03/08/41 100, , ,505 SOUTH KOREA 0.1% Export-Import Bank of Korea, 4.00%, 01/29/21 350, , %, 01/21/25 350, ,410 Republic of Korea, 5.63%, 11/03/25 200, ,360 Korea Development Bank (The), 4.63%, 11/16/21 200, ,880 1,165,209 URUGUAY 0.1% Oriental Republic of Uruguay, 4.50%, 08/14/24 350, , %, 10/27/27 250, , %, 06/18/50 150, , ,512 Total Foreign Government Securities (cost $19,488,165) 19,925,612 Mortgage-Backed Securities 28.0% FHLMC Gold Pool Pool# E %, 02/01/ Pool# E %, 02/01/ Pool# E %, 04/01/ Pool# E %, 04/01/ Pool# E %, 04/01/ Pool# E %, 04/01/ Pool# E %, 04/01/ Pool# E %, 04/01/ Pool# E %, 04/01/

15 FHLMC Gold Pool (continued) Pool# E %, 04/01/17 $ 26 $ 26 Pool# E %, 05/01/ Pool# E %, 05/01/ Pool# B %, 06/01/ Pool# E %, 06/01/ Pool# E %, 06/01/ Pool# E %, 06/01/ Pool# E %, 07/01/ Pool# E %, 07/01/ Pool# G %, 04/01/ Pool# B %, 10/01/18 5,121 5,218 Pool# B %, 12/01/18 6,884 7,041 Pool# E %, 03/01/19 5,632 5,795 Pool# B %, 04/01/19 2,264 2,282 Pool# B %, 06/01/19 3,612 3,628 Pool# G %, 07/01/19 2,595 2,684 Pool# B %, 08/01/19 17,305 17,863 Pool# G %, 11/01/19 11,309 11,803 Pool# B %, 12/01/19 4,083 4,186 Pool# J %, 07/01/20 3,834 3,919 Pool# J %, 12/01/20 5,866 6,004 Pool# J %, 01/01/21 6,961 7,125 Pool# J %, 01/01/21 13,224 13,844 Pool# J %, 02/01/21 4,295 4,520 Pool# J %, 04/01/21 3,731 3,911 Pool# J %, 05/01/21 5,854 5,992 Pool# J %, 05/01/21 21,218 21,718 Pool# J %, 05/01/21 38,666 40,283 Pool# G %, 06/01/21 8,311 8,622 FHLMC Gold Pool (continued) Pool# J %, 06/01/21 $ 7,264 $ 7,279 Pool# J %, 07/01/21 6,102 6,303 Pool# J %, 07/01/21 1,269 1,315 Pool# J %, 06/01/24 1,052,146 1,104,223 Pool# C %, 07/01/ Pool# D %, 06/01/25 1,565 1,724 Pool# G %, 08/01/25 193, ,626 Pool# J %, 12/01/25 612, ,573 Pool# J %, 03/01/27 263, ,075 Pool# J %, 03/01/27 293, ,360 Pool# J %, 05/01/27 116, ,777 Pool# J %, 09/01/27 508, ,641 Pool# D %, 10/01/27 1,032 1,120 Pool# G %, 11/01/27 721, ,196 Pool# C %, 12/01/27 1,168 1,326 Pool# G %, 07/01/28 199, ,352 Pool# C %, 11/01/28 1,483 1,719 Pool# C %, 11/01/28 1,806 1,987 Pool# C %, 07/01/ Pool# C %, 09/01/ Pool# C %, 09/01/29 1,774 2,010 Pool# A %, 11/01/29 30,692 32,619 Pool# C %, 11/01/29 2,219 2,403 Pool# G %, 01/01/30 2,360,897 2,362,491 Pool# C %, 01/01/30 1,989 2,415 Pool# C %, 02/01/ Pool# C %, 02/01/ Pool# C %, 02/01/30 1,319 1,517 Pool# G %, 04/01/ Pool# C %, 04/01/ ,106 Pool# G %, 05/01/30 1,090,406 1,119,790 Pool# J %, 07/01/30 919, ,495 Pool# J %, 07/01/30 56,778 58,309 Pool# J %, 07/01/30 63,411 65,129 annual report and unaudited semi-annual report. 15