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: 811-05104
Capital World Bond Fund
(Exact Name of Registrant as Specified in Charter)
333 South Hope Street
Los Angeles, California 90071
(Address of Principal Executive Offices)
Registrant's telephone number, including area code: (213) 486-9200
Date of fiscal year end: December 31
Date of reporting period: March 31, 2018
Steven I. Koszalka
Capital World Bond Fund
333 South Hope Street
Los Angeles, California 90071
(Name and Address of Agent for Service)
ITEM 1 – Schedule of Investments
Bonds, notes & other debt instruments 91.91% Euros 14.98% | Principal amount (000) | Value (000) |
Allianz SE 4.75% 2049 | €22,800 | $32,277 |
Aviva PLC 6.125% 2043 | 6,500 | 9,702 |
Banco Bilbao Vizcaya Argentaria SA 3.50% 2024 | 14,500 | 18,430 |
Belgium (Kingdom of), Series 79, 0.20% 2023 | 15,500 | 19,181 |
Belgium (Kingdom of), Series 68, 2.25% 2023 | 7 | 10 |
Belgium (Kingdom of), Series 77, 1.00% 2026 | 38,480 | 49,241 |
Belgium (Kingdom of), Series 85, 0.80% 2028 | 2,500 | 3,089 |
BT Group PLC 1.125% 2023 | 4,100 | 5,138 |
BT Group PLC 1.50% 2027 | 4,225 | 5,113 |
Buzzi Unicem SPA 2.125% 2023 | 2,000 | 2,581 |
CaixaBank, SA 5.00% 2023 | 19,100 | 24,191 |
CaixaBank, SA 3.50% 2027 | 5,800 | 7,680 |
Chubb Ltd. 1.55% 2028 | 1,540 | 1,901 |
Cote d’Ivoire (Republic of) 5.25% 20301 | 5,200 | 6,421 |
Deutsche Telekom International Finance BV 0.875% 2024 | 2,300 | 2,852 |
France Télécom 5.625% 2018 | 1,500 | 1,860 |
French Republic O.A.T. 1.00% 2019 | 14,750 | 18,479 |
French Republic O.A.T. 0% 2021 | 16,000 | 19,890 |
French Republic O.A.T. 1.00% 2027 | 20,850 | 26,600 |
French Republic O.A.T. 3.25% 2045 | 4,825 | 8,297 |
French Republic O.A.T. 2.00% 2048 | 6,700 | 9,116 |
Germany (Federal Republic of) 0.10% 20232 | 6,461 | 8,584 |
Germany (Federal Republic of) 0.10% 20262 | 27,915 | 37,874 |
Germany (Federal Republic of) 0.50% 2026 | 2,900 | 3,638 |
Germany (Federal Republic of) 0.25% 2027 | 10,500 | 12,787 |
Germany (Federal Republic of) 0.50% 2027 | 457,625 | 566,594 |
Germany (Federal Republic of) 0.50% 2028 | 55,650 | 68,533 |
Germany (Federal Republic of) 2.50% 2046 | 58,700 | 96,600 |
Germany (Federal Republic of) 1.25% 2048 | 15,950 | 20,118 |
Greece (Hellenic Republic of) 3.50% 2023 | 2,359 | 2,920 |
Greece (Hellenic Republic of) 3.75% 2028 | 3,193 | 3,765 |
Greece (Hellenic Republic of) 3.90% 2033 | 3,336 | 3,786 |
Greece (Hellenic Republic of) 4.00% 2037 | 2,659 | 2,926 |
Greece (Hellenic Republic of) 4.20% 2042 | 2,609 | 2,872 |
Groupe BPCE SA 2.75% 2026 | 14,600 | 19,010 |
HSBC Holdings PLC 3.375% 2024 | 6,850 | 8,638 |
Indonesia (Republic of) 3.375% 2025 | 1,400 | 1,895 |
Intesa Sanpaolo SpA 6.625% 2023 | 15,870 | 24,120 |
Ireland (Republic of) 1.00% 2026 | 10,000 | 12,671 |
Ireland (Republic of) 0.90% 2028 | 50,100 | 61,633 |
Ireland (Republic of) 2.40% 2030 | 5,005 | 7,108 |
Italy (Republic of) 3.75% 2021 | 4,000 | 5,484 |
Italy (Republic of) 1.35% 2022 | 15,550 | 19,872 |
Italy (Republic of) 0.95% 2023 | 7,450 | 9,305 |
Italy (Republic of) 4.75% 2023 | 13,200 | 19,660 |
Italy (Republic of) 1.85% 2024 | 9,250 | 11,957 |
Italy (Republic of) 4.50% 2024 | 16,350 | 24,234 |
Bonds, notes & other debt instruments Euros (continued) | Principal amount (000) | Value (000) |
Italy (Republic of) 1.50% 2025 | €54,040 | $67,535 |
Italy (Republic of) 2.05% 2027 | 2,500 | 3,172 |
Italy (Republic of) 2.95% 2038 | 6,750 | 8,803 |
Lloyds Banking Group PLC 6.50% 2020 | 4,850 | 6,700 |
NN Group NV 4.50% 2049 | 18,320 | 24,551 |
Portuguese Republic 2.875% 2025 | 50,300 | 69,652 |
Portuguese Republic 2.875% 2026 | 22,000 | 30,427 |
Portuguese Republic 4.125% 2027 | 56,500 | 85,351 |
Portuguese Republic 2.125% 2028 | 18,375 | 23,750 |
Rabobank Nederland 2.50% 2026 | 14,650 | 19,020 |
Romania 2.75% 2025 | 5,735 | 7,667 |
Romania 2.50% 2030 | 1,825 | 2,231 |
Romania 3.875% 2035 | 12,375 | 16,422 |
Romania 3.375% 2038 | 21,585 | 26,625 |
Spain (Kingdom of) 0.40% 2022 | 5,750 | 7,205 |
Spain (Kingdom of) 1.80% 20242 | 2,032 | 2,958 |
Spain (Kingdom of) 3.80% 2024 | 22,640 | 33,470 |
Spain (Kingdom of) 1.30% 2026 | 9,990 | 12,664 |
Spain (Kingdom of) 1.45% 2027 | 6,390 | 8,121 |
Spain (Kingdom of) 1.40% 2028 | 46,120 | 58,046 |
Spain (Kingdom of) 5.15% 2028 | 14,290 | 24,523 |
Spain (Kingdom of) 2.90% 2046 | 11,950 | 16,999 |
Spain (Kingdom of) 2.70% 2048 | 75,320 | 102,050 |
Svenska Handelsbanken AB 2.656% 2024 | 9,650 | 12,105 |
Sweden (Kingdom of) 0.125% 2023 | 3,000 | 3,699 |
Vale SA 3.75% 2023 | 3,950 | 5,447 |
Veolia Environnement 4.247% 2021 | 450 | 617 |
2,008,443 | ||
Japanese yen 11.35% | ||
Japan, Series 113, 0.30% 2018 | ¥2,645,000 | 24,882 |
Japan, Series 128, 0.10% 2021 | 19,865,000 | 188,057 |
Japan, Series 134, 0.10% 2022 | 5,470,000 | 51,933 |
Japan, Series 326, 0.70% 2022 | 2,115,000 | 20,638 |
Japan, Series 17, 0.10% 20232 | 2,882,860 | 28,342 |
Japan, Series 18, 0.10% 20242 | 21,279,840 | 209,709 |
Japan, Series 19, 0.10% 20242 | 11,805,310 | 116,838 |
Japan, Series 337, 0.30% 2024 | 7,065,000 | 68,101 |
Japan, Series 336, 0.50% 2024 | 3,815,000 | 37,262 |
Japan, Series 20, 0.10% 20252 | 4,035,075 | 39,955 |
Japan, Series 340, 0.40% 2025 | 1,875,000 | 18,220 |
Japan, Series 21, 0.10% 20262 | 4,049,808 | 40,295 |
Japan, Series 344, 0.10% 2026 | 3,760,000 | 35,698 |
Japan, Series 346, 0.10% 2027 | 18,545,000 | 175,953 |
Japan, Series 116, 2.20% 2030 | 1,650,000 | 19,324 |
Japan, Series 145, 1.70% 2033 | 8,945,000 | 101,918 |
Japan, Series 150, 1.40% 2034 | 1,615,000 | 17,747 |
Japan, Series 161, 0.60% 2037 | 7,645,000 | 73,305 |
Japan, Series 42, 1.70% 2044 | 8,110,000 | 95,008 |
Japan, Series 53, 0.60% 2046 | 2,695,000 | 24,550 |
Japan, Series 57, 0.80% 2047 | 14,030,000 | 134,095 |
1,521,830 |
Bonds, notes & other debt instruments Polish zloty 4.15% | Principal amount (000) | Value (000) |
Poland (Republic of), Series 0420, 1.50% 2020 | PLN194,300 | $56,829 |
Poland (Republic of), Series 1020, 5.25% 2020 | 407,750 | 130,110 |
Poland (Republic of), Series 1021, 5.75% 2021 | 665,270 | 219,939 |
Poland (Republic of), Series 0922, 5.75% 2022 | 212,555 | 71,395 |
Poland (Republic of), Series 1023, 4.00% 2023 | 134,230 | 42,245 |
Poland (Republic of), Series 0725, 3.25% 2025 | 121,500 | 36,366 |
556,884 | ||
Brazilian reais 2.97% | ||
Brazil (Federative Republic of) 0% 2019 | BRL25,500 | 7,384 |
Brazil (Federative Republic of) 0% 2020 | 95,000 | 25,559 |
Brazil (Federative Republic of) 0% 2020 | 40,000 | 10,304 |
Brazil (Federative Republic of) 0% 2021 | 847,000 | 198,528 |
Brazil (Federative Republic of) 10.00% 2021 | 18,000 | 5,730 |
Brazil (Federative Republic of) 0% 2022 | 352,000 | 78,519 |
Brazil (Federative Republic of) 10.00% 2023 | 36,000 | 11,398 |
Brazil (Federative Republic of) 6.00% 20242 | 9,333 | 3,035 |
Brazil (Federative Republic of) 10.00% 2025 | 155,887 | 49,043 |
Brazil (Federative Republic of) 10.00% 2027 | 27,000 | 8,451 |
397,951 | ||
Mexican pesos 2.92% | ||
América Móvil, SAB de CV 8.46% 2036 | MXN15,000 | 757 |
Petróleos Mexicanos 7.19% 2024 | 133,000 | 6,614 |
Petróleos Mexicanos 7.47% 2026 | 18,000 | 877 |
Red de Carreteras de Occidente 9.00% 20281 | 36,950 | 1,969 |
United Mexican States 4.00% 20402 | 306,052 | 17,251 |
United Mexican States 4.00% 20462 | 31,930 | 1,796 |
United Mexican States, Series M, 6.50% 2021 | 2,488,500 | 134,196 |
United Mexican States, Series M, 6.50% 2022 | 376,800 | 20,209 |
United Mexican States, Series M20, 10.00% 2024 | 931,000 | 58,798 |
United Mexican States, Series M, 5.75% 2026 | 2,531,000 | 126,550 |
United Mexican States, Series M, 7.50% 2027 | 167,000 | 9,306 |
United Mexican States, Series M30, 10.00% 2036 | 190,000 | 12,987 |
391,310 | ||
Indian rupees 2.53% | ||
HDFC Bank Ltd. 7.95% 2026 | INR200,000 | 3,021 |
India (Republic of) 7.80% 2021 | 2,517,400 | 39,354 |
India (Republic of) 7.68% 2023 | 1,074,900 | 16,697 |
India (Republic of) 8.83% 2023 | 4,874,600 | 79,268 |
India (Republic of) 8.40% 2024 | 2,500,000 | 39,992 |
India (Republic of) 6.97% 2026 | 4,680,000 | 68,944 |
India (Republic of) 6.79% 2027 | 2,630,000 | 38,360 |
India (Republic of) 7.59% 2029 | 450,000 | 6,867 |
India (Republic of) 7.61% 2030 | 1,074,430 | 16,333 |
India (Republic of) 7.88% 2030 | 326,230 | 5,031 |
India (Republic of) 7.73% 2034 | 490,000 | 7,527 |
National Highways Authority of India 7.17% 2021 | 920,000 | 13,941 |
National Highways Authority of India 7.27% 2022 | 210,000 | 3,183 |
338,518 |
Bonds, notes & other debt instruments British pounds 2.51% | Principal amount (000) | Value (000) |
Barclays Bank PLC 10.00% 2021 | £200 | $342 |
Electricité de France SA 6.00% 2114 | 700 | 1,361 |
France Télécom 8.125% 2028 | 1,700 | 3,582 |
National Grid Transco PLC 4.00% 2027 | 2,475 | 3,973 |
Nestlé Finance International Ltd. 2.25% 2023 | 400 | 582 |
United Kingdom 1.75% 2022 | 19,400 | 28,112 |
United Kingdom 2.25% 2023 | 12,150 | 18,096 |
United Kingdom 2.75% 2024 | 17,250 | 26,615 |
United Kingdom 1.25% 2027 | 80,400 | 111,444 |
United Kingdom 4.25% 2027 | 25,150 | 44,544 |
United Kingdom 3.25% 2044 | 24,550 | 45,308 |
United Kingdom 3.50% 2045 | 23,700 | 45,817 |
United Kingdom 2.50% 2065 | 2,400 | 4,509 |
Wal-Mart Stores, Inc. 5.625% 20343 | 1,000 | 2,007 |
336,292 | ||
Malaysian ringgits 2.29% | ||
Malaysia (Federation of), Series 0511, 3.58% 2018 | MYR30,354 | 7,864 |
Malaysia (Federation of), Series 0515, 3.759% 2019 | 75,050 | 19,518 |
Malaysia (Federation of), Series 0315, 3.659% 2020 | 137,061 | 35,672 |
Malaysia (Federation of), Series 0314, 4.048% 2021 | 36,250 | 9,525 |
Malaysia (Federation of), Series 0215, 3.795% 2022 | 19,875 | 5,156 |
Malaysia (Federation of), Series 0117, 3.882% 2022 | 75,674 | 19,801 |
Malaysia (Federation of), Series 0313, 3.48% 2023 | 44,100 | 11,258 |
Malaysia (Federation of), Series 0116, 3.80% 2023 | 295,276 | 76,312 |
Malaysia (Federation of), Series 0217, 4.059% 2024 | 28,400 | 7,415 |
Malaysia (Federation of), Series 0114, 4.181% 2024 | 19,600 | 5,146 |
Malaysia (Federation of), Series 0115, 3.955% 2025 | 117,450 | 30,378 |
Malaysia (Federation of), Series 0415, 3.99% 2025 | 11,500 | 2,953 |
Malaysia (Federation of), Series 0316, 3.90% 2026 | 82,875 | 21,265 |
Malaysia (Federation of), Series 0212, 3.892% 2027 | 4,575 | 1,165 |
Malaysia (Federation of), Series 0310, 4.498% 2030 | 186,000 | 48,832 |
Malaysia (Federation of), Series 0615, 4.786% 2035 | 18,000 | 4,666 |
306,926 | ||
Thai baht 1.37% | ||
Bank of Thailand 1.49% 2019 | THB2,699,507 | 86,408 |
Bank of Thailand 1.50% 2019 | 680,000 | 21,771 |
Bank of Thailand 1.34% 2020 | 150,000 | 4,783 |
Thailand (Kingdom of) 1.875% 2022 | 1,270,600 | 40,929 |
Thailand (Kingdom of) 3.85% 2025 | 359,500 | 12,764 |
Thailand (Kingdom of) 2.125% 2026 | 528,000 | 16,509 |
183,164 | ||
Danish kroner 0.84% | ||
Nykredit Realkredit AS, Series 01E, 2.00% 20371 | DKr318,041 | 54,909 |
Nykredit Realkredit AS, Series 01E, 2.50% 20471 | 73,898 | 12,734 |
Realkredit Danmark AS, Series 22S, 2.00% 20371 | 262,127 | 45,201 |
112,844 |
Bonds, notes & other debt instruments Canadian dollars 0.84% | Principal amount (000) | Value (000) |
Canada 0.75% 2021 | C$31,500 | $23,670 |
Canada 1.00% 2022 | 16,200 | 12,067 |
Canada 2.25% 2025 | 93,650 | 73,620 |
Canada 3.50% 2045 | 3,200 | 3,128 |
112,485 | ||
Australian dollars 0.82% | ||
Australia (Commonwealth of), Series 128, 5.75% 2022 | A$64,200 | 56,349 |
Australia (Commonwealth of), Series 133, 5.50% 2023 | 50,400 | 44,532 |
Australia (Commonwealth of), Series 138, 3.25% 2029 | 10,900 | 8,871 |
109,752 | ||
South Korean won 0.72% | ||
South Korea (Republic of), Series 2203, 1.875% 2022 | KRW14,320,000 | 13,170 |
South Korea (Republic of), Series 2209, 2.00% 2022 | 44,835,100 | 41,311 |
South Korea (Republic of), Series 2712, 2.375% 2027 | 45,236,340 | 41,522 |
96,003 | ||
Chilean pesos 0.70% | ||
Chile (Banco Central de) 4.50% 2021 | CLP51,000,000 | 86,588 |
Chile (Banco Central de) 4.50% 2026 | 400,000 | 666 |
Chile (Republic of) 4.50% 2021 | 4,025,000 | 6,834 |
94,088 | ||
South African rand 0.69% | ||
South Africa (Republic of), Series R-208, 6.75% 2021 | ZAR92,650 | 7,773 |
South Africa (Republic of), Series R-186, 10.50% 2026 | 220,100 | 21,510 |
South Africa (Republic of), Series R-214, 6.50% 2041 | 829,250 | 54,146 |
South Africa (Republic of), Series R-2048, 8.75% 2048 | 103,900 | 8,677 |
92,106 | ||
Israeli shekels 0.59% | ||
Israel (State of) 2.00% 2027 | ILS98,500 | 28,912 |
Israel (State of) 5.50% 2042 | 118,575 | 50,759 |
79,671 | ||
New Romanian leu 0.52% | ||
Romania 2.30% 2020 | RON67,380 | 17,401 |
Romania 3.25% 2021 | 66,045 | 17,428 |
Romania 4.00% 2021 | 6,700 | 1,793 |
Romania 5.95% 2021 | 91,800 | 26,124 |
Romania 3.40% 2022 | 16,250 | 4,235 |
Romania 4.75% 2025 | 8,900 | 2,426 |
69,407 | ||
Chinese yuan renminbi 0.40% | ||
China (People’s Republic of), Series SPC3, 3.59% 2022 | CNY240,000 | 37,907 |
China (People’s Republic of), Series 1727, 3.90% 2024 | 90,000 | 14,445 |
China (People’s Republic of), Series 1725, 3.82% 2027 | 10,000 | 1,596 |
53,948 | ||
Turkish lira 0.31% | ||
Turkey (Republic of) 9.20% 2021 | TRY17,200 | 3,854 |
Turkey (Republic of) 8.50% 2022 | 18,075 | 3,892 |
Turkey (Republic of) 11.00% 2022 | 116,600 | 27,485 |
Bonds, notes & other debt instruments Turkish lira (continued) | Principal amount (000) | Value (000) |
Turkey (Republic of) 2.80% 20232 | TRY4,297 | $1,081 |
Turkey (Republic of) 2.00% 20242 | 19,217 | 4,616 |
40,928 | ||
Argentine pesos 0.25% | ||
Argentine Republic 2.50% 20212 | ARS471,800 | 22,740 |
Argentine Republic (Badlar Private Banks ARS Index + 2.00%) 24.225% 20224 | 127,831 | 6,520 |
Buenos Aires (City of) (Badlar Private Banks ARS Index + 3.75%) 29.00% 20284 | 82,251 | 4,159 |
33,419 | ||
Uruguayan pesos 0.22% | ||
Uruguay (Oriental Republic of) 9.875% 2022 | UYU197,650 | 7,101 |
Uruguay (Oriental Republic of) 4.25% 20271,2 | 27,818 | 1,045 |
Uruguay (Oriental Republic of) 8.50% 2028 | 595,748 | 19,379 |
Uruguay (Oriental Republic of) 8.50% 2028 | 42,950 | 1,397 |
28,922 | ||
Norwegian kroner 0.14% | ||
Norway (Kingdom of) 3.75% 2021 | NKr138,000 | 18,990 |
Czech korunas 0.14% | ||
Czech Republic 0.45% 2023 | CZK404,060 | 18,793 |
Russian rubles 0.11% | ||
Russian Federation 6.80% 2019 | RUB187,575 | 3,306 |
Russian Federation 8.15% 2027 | 472,225 | 8,949 |
Russian Federation 8.50% 2031 | 147,750 | 2,899 |
15,154 | ||
Colombian pesos 0.09% | ||
Colombia (Republic of), Series B, 10.00% 2024 | COP14,407,000 | 6,206 |
Colombia (Republic of), Series B, 6.00% 2028 | 16,300,000 | 5,638 |
11,844 | ||
Nigerian naira 0.05% | ||
Nigeria (Republic of) 16.288% 2027 | NGN1,011,340 | 3,180 |
Nigeria (Republic of) 12.40% 2036 | 1,333,265 | 3,479 |
6,659 | ||
Indonesian rupiah 0.04% | ||
Indonesia (Republic of), Series 64, 6.125% 2028 | IDR36,900,000 | 2,585 |
Indonesia (Republic of), Series 68, 8.375% 2034 | 43,665,000 | 3,457 |
6,042 | ||
New Zealand dollars 0.04% | ||
New Zealand 4.50% 2027 | NZ$7,250 | 5,985 |
Bonds, notes & other debt instruments Ghana cedi 0.03% | Principal amount (000) | Value (000) |
Ghana (Republic of) 24.75% 2021 | GHS4,135 | $1,147 |
Ghana (Republic of) 16.50% 2023 | 5,325 | 1,237 |
Ghana (Republic of) 19.00% 2026 | 6,395 | 1,699 |
4,083 | ||
Egyptian pounds 0.03% | ||
Egypt (Arab Republic of) 14.80% 2023 | EGP27,200 | 1,542 |
Egypt (Arab Republic of) 17.20% 2023 | 11,600 | 721 |
Egypt (Arab Republic of) 15.90% 2024 | 20,850 | 1,240 |
3,503 | ||
Zambian kwacha 0.02% | ||
Zambia (Republic of) 11.00% 2021 | ZMW1,960 | 174 |
Zambia (Republic of) 12.00% 2023 | 650 | 54 |
Zambia (Republic of) 13.00% 2026 | 10,015 | 820 |
Zambia (Republic of) 14.00% 2032 | 20,500 | 1,625 |
Zambia (Republic of) 14.00% 2032 | 5,700 | 451 |
3,124 | ||
Sri Lankan rupees 0.00% | ||
Sri Lanka (Democratic Socialist Republic of), Series A, 11.50% 2021 | LKR50,000 | 337 |
U.S. dollars 39.25% | ||
3M Co. 2.25% 2023 | $2,870 | 2,787 |
ABB Finance (USA) Inc. 2.875% 2022 | 2,000 | 1,979 |
Abbott Laboratories 2.35% 2019 | 1,511 | 1,498 |
Abbott Laboratories 2.90% 2021 | 2,825 | 2,800 |
Abbott Laboratories 3.40% 2023 | 4,475 | 4,447 |
Abbott Laboratories 3.75% 2026 | 5,665 | 5,641 |
Abbott Laboratories 4.90% 2046 | 1,500 | 1,648 |
AbbVie Inc. 1.80% 2018 | 2,700 | 2,698 |
AbbVie Inc. 2.50% 2020 | 4,425 | 4,369 |
AbbVie Inc. 2.90% 2022 | 9,060 | 8,857 |
AbbVie Inc. 3.20% 2022 | 1,335 | 1,319 |
AbbVie Inc. 3.60% 2025 | 7,435 | 7,335 |
AbbVie Inc. 3.20% 2026 | 6,838 | 6,516 |
AbbVie Inc. 4.50% 2035 | 1,860 | 1,908 |
AbbVie Inc. 4.45% 2046 | 3,395 | 3,384 |
Abu Dhabi (Emirate of) 2.50% 20223 | 10,600 | 10,226 |
Abu Dhabi (Emirate of) 3.125% 20273 | 10,600 | 10,036 |
Abu Dhabi National Energy Co. PJSC (TAQA) 5.875% 20213 | 2,000 | 2,158 |
Abu Dhabi National Energy Co. PJSC (TAQA) 3.625% 20233 | 20,735 | 20,540 |
ACE INA Holdings Inc. 2.30% 2020 | 2,555 | 2,517 |
ACE INA Holdings Inc. 2.875% 2022 | 4,860 | 4,816 |
ACE INA Holdings Inc. 3.35% 2026 | 3,960 | 3,897 |
AES Corp. 5.50% 2025 | 2,232 | 2,318 |
AES Corp. 6.00% 2026 | 1,475 | 1,560 |
Aetna Inc. 1.70% 2018 | 1,495 | 1,493 |
Aker BP ASA 5.875% 20253 | 225 | 228 |
Aleris International, Inc. 7.875% 2020 | 575 | 569 |
Alexandria Real Estate Equities, Inc. 2.75% 2020 | 790 | 786 |
Alexandria Real Estate Equities, Inc. 3.90% 2023 | 1,350 | 1,366 |
Alexandria Real Estate Equities, Inc. 3.95% 2028 | 550 | 538 |
Alexandria Real Estate Equities, Inc. 4.50% 2029 | 300 | 305 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Allergan PLC 3.00% 2020 | $14,460 | $14,391 |
Allergan PLC 3.45% 2022 | 9,170 | 9,097 |
Allergan PLC 3.80% 2025 | 3,800 | 3,738 |
Allergan PLC 4.75% 2045 | 3,800 | 3,731 |
Alliant Energy Corporation 3.25% 2024 | 7,500 | 7,394 |
Allison Transmission Holdings, Inc. 5.00% 20243 | 1,425 | 1,416 |
Almonde Inc., Term Loan, (3-month USD-LIBOR + 7.25%) 9.234% 20251,4,5 | 1,000 | 993 |
Altria Group, Inc. 2.625% 2020 | 13,200 | 13,124 |
Altria Group, Inc. 2.625% 2026 | 2,500 | 2,307 |
Altria Group, Inc. 4.50% 2043 | 4,250 | 4,311 |
Amazon.com, Inc. 3.15% 20273 | 170 | 164 |
Amazon.com, Inc. 3.875% 20373 | 250 | 249 |
Amazon.com, Inc. 4.05% 20473 | 320 | 319 |
American Axle & Manufacturing Holdings, Inc. 6.50% 2027 | 1,350 | 1,355 |
American Campus Communities, Inc. 3.35% 2020 | 2,000 | 2,003 |
American Campus Communities, Inc. 3.75% 2023 | 3,090 | 3,092 |
American Campus Communities, Inc. 4.125% 2024 | 1,945 | 1,953 |
American Campus Communities, Inc. 3.625% 2027 | 1,375 | 1,310 |
American Electric Power Co., Inc. 3.20% 2027 | 250 | 239 |
American Energy (Permian Basin) (3-month USD-LIBOR + 6.50%) 8.287% 20193,4 | 350 | 317 |
American Energy (Permian Basin) 7.125% 20203 | 4,285 | 3,192 |
American Energy (Permian Basin) 7.375% 20213 | 1,145 | 853 |
American Express Co. 2.20% 2020 | 2,000 | 1,951 |
American Honda Finance Corp. 1.65% 2021 | 1,420 | 1,362 |
American Honda Finance Corp. 2.60% 2022 | 3,000 | 2,944 |
American Honda Finance Corp. 3.50% 2028 | 4,000 | 4,030 |
American International Group, Inc. 3.90% 2026 | 4,975 | 4,929 |
American International Group, Inc. 4.20% 2028 | 1,000 | 1,012 |
American International Group, Inc. 4.80% 2045 | 1,500 | 1,541 |
Anadarko Petroleum Corp. 4.85% 2021 | 265 | 276 |
Anadarko Petroleum Corp. 5.55% 2026 | 6,375 | 6,966 |
Anadarko Petroleum Corp. 6.60% 2046 | 3,280 | 4,132 |
Andeavor Logistics LP 3.50% 2022 | 2,770 | 2,724 |
Andeavor Logistics LP 4.25% 2027 | 990 | 966 |
Andeavor Logistics LP 5.20% 2047 | 800 | 789 |
Anheuser-Busch InBev NV 2.65% 2021 | 7,000 | 6,949 |
Anheuser-Busch InBev NV 3.50% 2024 | 7,830 | 7,888 |
Anheuser-Busch InBev NV 3.65% 2026 | 5,070 | 5,045 |
Anheuser-Busch InBev NV 4.00% 2028 | 2,117 | 2,144 |
Anheuser-Busch InBev NV 4.95% 2042 | 450 | 489 |
Anheuser-Busch InBev NV 4.90% 2046 | 3,630 | 3,923 |
Anheuser-Busch InBev NV 4.60% 2048 | 1,149 | 1,189 |
Apple Inc. 2.30% 2022 | 3,000 | 2,922 |
Apple Inc. 2.50% 2022 | 4,860 | 4,786 |
Apple Inc. 2.90% 2027 | 8,500 | 8,095 |
Apple Inc. 3.00% 2027 | 5,000 | 4,791 |
Apple Inc. 3.20% 2027 | 1,500 | 1,466 |
Apple Inc. 3.35% 2027 | 4,340 | 4,290 |
Applied Systems, Inc., Term Loan, (3-month USD-LIBOR + 7.00%) 9.302% 20251,4,5 | 250 | 259 |
APT Pipelines Ltd. 4.20% 20253 | 1,090 | 1,104 |
Argentine Republic 6.875% 2021 | 13,515 | 14,351 |
Argentine Republic 7.50% 2026 | 16,515 | 17,679 |
Argentine Republic 5.875% 2028 | 10,825 | 10,201 |
Argentine Republic 7.125% 2036 | 500 | 483 |
Argentine Republic 7.625% 2046 | 3,400 | 3,387 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Argentine Republic 6.875% 2048 | $7,840 | $7,169 |
Ascent Resources Marcellus Holdings, Inc., Term Loan B, (3-month USD-LIBOR + 6.50%) 8.387% 20234,6,7,8 | 679 | 679 |
Associated Materials, LLC 9.00% 20243 | 3,750 | 4,031 |
AT&T Inc. 3.90% 2027 | 5,308 | 5,351 |
AT&T Inc. 4.30% 20303 | 919 | 917 |
AT&T Inc. 4.90% 2037 | 4,664 | 4,713 |
AT&T Inc. 5.15% 2050 | 6,957 | 7,042 |
Autoridad del Canal de Panama 4.95% 20351,3 | 3,200 | 3,448 |
Avis Budget Group, Inc. 5.50% 2023 | 1,255 | 1,247 |
Avon Products, Inc. 7.875% 20223 | 745 | 765 |
B&G Foods, Inc. 5.25% 2025 | 315 | 294 |
Bahrain (Kingdom of) 6.125% 2023 | 2,800 | 2,825 |
Ball Corp. 4.375% 2020 | 950 | 969 |
Banco Nacional de Comercio Exterior SNC 3.80% 20263 | 10,420 | 10,251 |
Bank of America Corp. 2.625% 2020 | 6,875 | 6,829 |
Bank of America Corp. 2.625% 2021 | 1,200 | 1,182 |
Bank of America Corp. 3.55% 2024 | 3,540 | 3,552 |
Bank of America Corp. (3-month USD-LIBOR + 0.77%) 2.557% 20264 | 8,562 | 8,397 |
Bank of America Corp. 3.419% 20283 | 11,624 | 11,140 |
Bank of America Corp. 3.593% 2028 | 6,923 | 6,727 |
Bank of America Corp. 3.97% 2029 | 7,931 | 7,956 |
Baxalta Inc. 4.00% 2025 | 1,920 | 1,919 |
Bayerische Motoren Werke AG 2.15% 20203 | 2,000 | 1,971 |
Bayerische Motoren Werke AG 2.00% 20213 | 2,000 | 1,928 |
Bayerische Motoren Werke AG 2.25% 20233 | 1,000 | 947 |
Becton, Dickinson and Co. 2.675% 2019 | 1,568 | 1,558 |
Becton, Dickinson and Co. 2.894% 2022 | 3,630 | 3,524 |
Becton, Dickinson and Co. 3.734% 2024 | 5,427 | 5,341 |
Becton, Dickinson and Co. 3.70% 2027 | 5,905 | 5,708 |
Berkshire Hathaway Energy Co. 2.80% 20233 | 2,000 | 1,961 |
Berkshire Hathaway Inc. 2.20% 2021 | 2,900 | 2,863 |
Berkshire Hathaway Inc. 4.50% 2043 | 2,900 | 3,151 |
BJ’s Wholesale Club, Term Loan, (3-month USD-LIBOR + 7.50%) 9.191% 20251,4,5 | 590 | 594 |
Blackstone CQP Holdco LP 6.50% 20213,9 | 11,400 | 11,514 |
Bohai Financial Investment Holding Co., Ltd. 5.50% 20243 | 1,225 | 1,191 |
Boston Scientific Corp. 2.85% 2020 | 5,000 | 4,969 |
Boston Scientific Corp. 3.375% 2022 | 5,000 | 4,987 |
Brandywine Operating Partnership, LP 3.95% 2023 | 60 | 61 |
British American Tobacco International Finance PLC 2.75% 20203 | 2,350 | 2,331 |
British American Tobacco PLC 2.297% 20203 | 1,000 | 981 |
British American Tobacco PLC 2.764% 20223 | 3,110 | 3,010 |
British American Tobacco PLC 3.557% 20273 | 7,740 | 7,417 |
British American Tobacco PLC 4.54% 20473 | 3,660 | 3,629 |
Broadcom Ltd. 3.00% 2022 | 15,000 | 14,728 |
Broadcom Ltd. 3.625% 2024 | 8,000 | 7,877 |
Broadcom Ltd. 3.875% 2027 | 25,000 | 24,336 |
Buenos Aires (City of) 8.95% 20211 | 3,100 | 3,343 |
Cablevision Systems Corp. 6.75% 2021 | 3,700 | 3,862 |
Calpine Corp. 5.375% 2023 | 800 | 769 |
Calpine Corp. 5.25% 20263 | 2,405 | 2,330 |
Canadian National Railway Co. 3.20% 2046 | 790 | 714 |
Canadian National Railway Co. 3.65% 2048 | 2,635 | 2,556 |
Canadian Natural Resources Ltd. 2.95% 2023 | 10,835 | 10,529 |
Canadian Natural Resources Ltd. 3.85% 2027 | 4,570 | 4,474 |
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 | 4,315 | 4,329 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 20263 | $2,450 | $2,444 |
CCO Holdings LLC and CCO Holdings Capital Corp. 3.75% 2028 | 5,840 | 5,374 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 | 10,540 | 10,102 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 20283 | 1,750 | 1,649 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 | 625 | 606 |
Cenovus Energy Inc. 3.00% 2022 | 1,312 | 1,265 |
Cenovus Energy Inc. 3.80% 2023 | 2,880 | 2,849 |
Cenovus Energy Inc. 4.25% 2027 | 7,560 | 7,378 |
Cenovus Energy Inc. 5.25% 2037 | 2,178 | 2,184 |
Cenovus Energy Inc. 5.40% 2047 | 3,890 | 3,923 |
Centene Corp. 4.75% 2022 | 5,505 | 5,601 |
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 20231 | 1,312 | 1,348 |
Centerpoint Energy, Inc., 2.50% 2022 | 2,970 | 2,880 |
CenturyLink, Inc. 6.75% 2023 | 3,175 | 3,104 |
Cequel Communications Holdings I, LLC and Cequel Capital Corp. 6.375% 20203 | 2,324 | 2,370 |
CF Industries, Inc. 4.95% 2043 | 1,700 | 1,490 |
Chemours Co. 6.625% 2023 | 2,222 | 2,341 |
Chesapeake Energy Corp. (3-month USD-LIBOR + 3.25%) 4.970% 20194 | 425 | 424 |
Chesapeake Energy Corp. 4.875% 2022 | 3,000 | 2,790 |
Chesapeake Energy Corp. 8.00% 20253 | 2,400 | 2,328 |
Chesapeake Energy Corp. 8.00% 20273 | 2,800 | 2,681 |
Chevron Corp. 2.498% 2022 | 5,490 | 5,402 |
Chile (Republic of) 3.86% 2047 | 2,950 | 2,882 |
CIT Group Inc. 3.875% 2019 | 4,705 | 4,739 |
Citigroup Inc. 1.70% 2018 | 1,818 | 1,817 |
Citigroup Inc. 2.55% 2019 | 13,535 | 13,524 |
Citigroup Inc. 2.35% 2021 | 7,000 | 6,801 |
Citigroup Inc. 3.20% 2026 | 4,215 | 4,014 |
Clear Channel Worldwide Holdings, Inc. 7.625% 2020 | 5,725 | 5,739 |
Cleveland-Cliffs Inc. 4.875% 20243 | 1,020 | 992 |
Cleveland-Cliffs Inc. 5.75% 20253 | 7,800 | 7,478 |
CMS Energy Corp. 8.75% 2019 | 437 | 465 |
CMS Energy Corp. 6.25% 2020 | 190 | 200 |
CMS Energy Corp. 3.60% 2025 | 575 | 570 |
CMS Energy Corp. 3.00% 2026 | 9,162 | 8,792 |
CMS Energy Corp. 3.45% 2027 | 3,928 | 3,816 |
Colbun SA 4.50% 20243 | 1,800 | 1,847 |
Colbun SA 3.95% 20273 | 2,445 | 2,365 |
Colombia (Republic of) 4.50% 2026 | 1,000 | 1,035 |
Columbia Pipeline Partners LP 2.45% 2018 | 2,700 | 2,698 |
Columbia Pipeline Partners LP 3.30% 2020 | 395 | 394 |
Comcast Corp. 4.00% 2048 | 5,745 | 5,459 |
Comision Federal de Electricidad 4.875% 20243 | 3,500 | 3,609 |
Comision Federal de Electricidad 4.75% 20273 | 865 | 870 |
Commercial Mortgage Trust, Series 2014-UBS2, Class A1, 1.298% 20471 | 994 | 990 |
Concordia Healthcare Corp, Term Loan B, (3-month USD-LIBOR + 4.25%) 6.127% 20211,4,5 | 914 | 820 |
Concordia Healthcare Corp. 9.50% 20223,10 | 1,885 | 132 |
Concordia Healthcare Corp. 7.00% 20233,10 | 3,575 | 259 |
CONSOL Energy Inc. 5.875% 2022 | 7,925 | 7,994 |
Constellation Brands, Inc. 2.25% 2020 | 7,000 | 6,853 |
Constellation Brands, Inc. 2.65% 2022 | 7,000 | 6,769 |
Constellation Brands, Inc. 2.70% 2022 | 250 | 243 |
Constellation Brands, Inc. 3.20% 2023 | 2,591 | 2,543 |
Constellation Brands, Inc. 3.50% 2027 | 3,430 | 3,304 |
Constellation Brands, Inc. 3.60% 2028 | 1,750 | 1,691 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Constellation Brands, Inc. 4.50% 2047 | $225 | $224 |
Constellation Brands, Inc. 4.10% 2048 | 750 | 698 |
Continental Airlines, Inc., Series 1999-1, Class A, 6.545% 20201 | 60 | 61 |
Convey Park Energy LLC 7.50% 20253 | 825 | 825 |
Core Industrial Trust, Series 2015-CALW, Class A, 3.04% 20341,3 | 6,725 | 6,729 |
Corporate Risk Holdings LLC 9.50% 20193 | 4,059 | 4,252 |
Corporate Risk Holdings LLC 13.50% 2020 (100% PIK)3,6,7,11 | 567 | 606 |
Costco Wholesale Corp. 2.15% 2021 | 4,000 | 3,931 |
Costco Wholesale Corp. 2.30% 2022 | 4,000 | 3,901 |
Costco Wholesale Corp. 2.75% 2024 | 2,000 | 1,951 |
Costco Wholesale Corp. 3.00% 2027 | 8,500 | 8,222 |
Crédit Agricole SA 4.375% 20253 | 24,265 | 24,235 |
Credit Suisse Group AG 3.869% 20293 | 14,875 | 14,415 |
CRH America, Inc. 3.875% 20253 | 3,000 | 3,021 |
CRH America, Inc. 5.125% 20453 | 3,000 | 3,263 |
CSX Corp. 3.80% 2028 | 7,170 | 7,158 |
CVR Partners, LP 9.25% 20233 | 850 | 908 |
CVS Health Corp. 1.90% 2018 | 1,900 | 1,896 |
CVS Health Corp. 2.80% 2020 | 1,900 | 1,889 |
CVS Health Corp. 3.125% 2020 | 4,500 | 4,511 |
CVS Health Corp. 3.35% 2021 | 8,345 | 8,395 |
CVS Health Corp. 3.70% 2023 | 15,495 | 15,560 |
CVS Health Corp. 4.10% 2025 | 2,955 | 2,978 |
CVS Health Corp. 4.30% 2028 | 26,540 | 26,757 |
CVS Health Corp. 4.78% 2038 | 12,175 | 12,358 |
CVS Health Corp. 5.05% 2048 | 30,510 | 32,150 |
DaimlerChrysler North America Holding Corp. 2.375% 20183 | 2,000 | 1,999 |
DaimlerChrysler North America Holding Corp. 2.25% 20203 | 11,350 | 11,174 |
DaimlerChrysler North America Holding Corp. 2.00% 20213 | 300 | 289 |
DaimlerChrysler North America Holding Corp. 3.00% 20213 | 28,225 | 28,071 |
DaimlerChrysler North America Holding Corp. 3.30% 20253 | 2,000 | 1,969 |
DaimlerChrysler North America Holding Corp. 8.50% 2031 | 7,850 | 11,434 |
Danske Bank AS 2.70% 20223 | 10,000 | 9,770 |
DaVita HealthCare Partners Inc. 5.00% 2025 | 1,610 | 1,560 |
DCP Midstream Operating LP 4.95% 2022 | 1,955 | 1,975 |
DCT Industrial Trust Inc. 4.50% 2023 | 3,135 | 3,224 |
Deutsche Telekom International Finance BV 1.95% 20213 | 3,050 | 2,926 |
Deutsche Telekom International Finance BV 2.485% 20233 | 10,225 | 9,667 |
Deutsche Telekom International Finance BV 3.60% 20273 | 6,703 | 6,588 |
Devon Energy Corp. 5.00% 2045 | 2,725 | 2,902 |
Diamond Offshore Drilling, Inc. 7.875% 2025 | 1,050 | 1,057 |
Diamond Offshore Drilling, Inc. 4.875% 2043 | 2,450 | 1,764 |
Dominican Republic 7.50% 20211,3 | 10,500 | 11,192 |
Dominican Republic 5.50% 20253 | 6,500 | 6,704 |
Dominican Republic 6.875% 2026 | 3,500 | 3,891 |
Dominican Republic 8.625% 20271,3 | 1,000 | 1,188 |
Dominican Republic 7.45% 2044 | 430 | 488 |
Dominican Republic 6.85% 2045 | 1,570 | 1,698 |
Dominican Republic 6.85% 20453 | 230 | 249 |
Dow Chemical Co. 4.125% 2021 | 4,000 | 4,116 |
Dow Chemical Co. 4.625% 2044 | 4,000 | 4,119 |
Duke Energy Corp. 3.95% 2023 | 821 | 838 |
Duke Energy Corp. 2.65% 2026 | 1,000 | 914 |
Duke Energy Corp. 3.75% 2046 | 1,537 | 1,397 |
EchoStar Corp. 6.625% 2026 | 1,025 | 1,028 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Ecopetrol SA 5.875% 2023 | $895 | $960 |
Ecopetrol SA 5.875% 2045 | 2,553 | 2,527 |
Edison International 2.40% 2022 | 250 | 239 |
EDP Finance BV 4.125% 20203 | 1,701 | 1,729 |
EDP Finance BV 5.25% 20213 | 2,500 | 2,622 |
EDP Finance BV 3.625% 20243 | 3,000 | 2,958 |
Egypt (Arab Republic of) 6.125% 20223 | 750 | 777 |
Egypt (Arab Republic of) 5.875% 2025 | 2,000 | 2,014 |
Egypt (Arab Republic of) 7.50% 20273 | 14,125 | 15,321 |
Electricité de France SA 3.625% 20253 | 5,150 | 5,155 |
Electricité de France SA 4.875% 20443 | 5,767 | 6,213 |
Electricité de France SA 4.95% 20453 | 328 | 358 |
Electricité de France SA 5.25% 20493 | 3,150 | 3,168 |
EMD Finance LLC 2.40% 20203 | 9,685 | 9,583 |
EMD Finance LLC 2.95% 20223 | 4,185 | 4,124 |
EMD Finance LLC 3.25% 20253 | 9,975 | 9,708 |
Emera Inc. 6.75% 2076 | 5,000 | 5,425 |
Emera US Finance LP 4.75% 2046 | 6,667 | 6,705 |
Empresa Nacional de Electricidad SA 4.25% 2024 | 2,700 | 2,743 |
ENA Norte Trust 4.95% 20281,3 | 5,404 | 5,554 |
Enbridge Energy Partners, LP 9.875% 2019 | 3,250 | 3,445 |
Enbridge Energy Partners, LP 4.375% 2020 | 2,835 | 2,899 |
Enbridge Energy Partners, LP 5.20% 2020 | 7,335 | 7,574 |
Enbridge Energy Partners, LP 5.875% 2025 | 3,015 | 3,310 |
Enbridge Energy Partners, LP 7.375% 2045 | 3,975 | 5,145 |
Enbridge Energy Partners, LP, Series B, 6.50% 2018 | 5,320 | 5,327 |
Enbridge Inc. 4.25% 2026 | 80 | 80 |
Endo International PLC 5.75% 20223 | 2,425 | 2,001 |
Endo International PLC 6.00% 20253 | 1,320 | 954 |
Enel Finance International SA 2.75% 20233 | 21,600 | 20,890 |
Enel Finance International SA 3.50% 20283 | 9,800 | 9,185 |
Enel Finance International SA 6.00% 20393 | 4,740 | 5,577 |
Enel Società per Azioni 8.75% 20733 | 10,000 | 11,888 |
Energy Transfer Partners, LP 5.875% 2024 | 2,175 | 2,251 |
Energy Transfer Partners, LP 4.00% 2027 | 2,262 | 2,146 |
Energy Transfer Partners, LP 4.20% 2027 | 21,475 | 20,757 |
Energy Transfer Partners, LP 5.50% 2027 | 2,070 | 2,080 |
Energy Transfer Partners, LP 5.30% 2047 | 550 | 517 |
Energy Transfer Partners, LP 5.40% 2047 | 2,271 | 2,168 |
Enersis Américas SA 4.00% 2026 | 100 | 98 |
EnLink Midstream Partners, LP 2.70% 2019 | 495 | 492 |
EnLink Midstream Partners, LP 4.40% 2024 | 845 | 845 |
EnLink Midstream Partners, LP 4.15% 2025 | 1,135 | 1,104 |
EnLink Midstream Partners, LP 4.85% 2026 | 6,000 | 6,068 |
EnLink Midstream Partners, LP 5.05% 2045 | 1,410 | 1,314 |
EnLink Midstream Partners, LP 5.45% 2047 | 940 | 925 |
Ensco PLC 7.75% 2026 | 1,475 | 1,357 |
Ensco PLC 5.75% 2044 | 3,380 | 2,324 |
Entergy Louisiana, LLC 3.30% 2022 | 668 | 665 |
Envision Healthcare Corp. 5.125% 20223 | 565 | 565 |
EPR Properties 4.75% 2026 | 1,475 | 1,478 |
EQT Corp. 3.90% 2027 | 4,225 | 4,054 |
Equinix, Inc. 5.375% 2027 | 575 | 585 |
Essex Portfolio LP 3.625% 2022 | 1,420 | 1,430 |
Essex Portfolio LP 3.25% 2023 | 3,370 | 3,320 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Essex Portfolio LP 3.875% 2024 | $3,360 | $3,383 |
Euramax International, Inc. 12.00% 20203 | 1,800 | 1,913 |
European Investment Bank 2.25% 2022 | 14,420 | 14,150 |
Exelon Corp. 3.497% 2022 | 5,000 | 4,955 |
Exelon Corp. 3.95% 2025 | 528 | 530 |
Export Credit Bank of Turkey 5.375% 20213 | 4,660 | 4,693 |
Export-Import Bank of India 3.125% 2021 | 2,950 | 2,917 |
Extraction Oil & Gas, Inc. 5.625% 20263 | 1,200 | 1,136 |
Fannie Mae 3.00% 20331,12 | 16,200 | 16,154 |
Fannie Mae 6.00% 20351 | 44 | 49 |
Fannie Mae 5.50% 20381 | 1,205 | 1,324 |
Fannie Mae 4.00% 20461 | 5,335 | 5,479 |
Fannie Mae 4.00% 20461 | 1,670 | 1,715 |
Fannie Mae 6.50% 20471 | 72 | 78 |
Fannie Mae 6.50% 20471 | 39 | 42 |
Fannie Mae 6.50% 20471 | 29 | 31 |
Fannie Mae 7.00% 20471 | 39 | 43 |
Fannie Mae 3.50% 20481,12 | 30,500 | 30,457 |
Fannie Mae 4.00% 20481,12 | 60,250 | 61,699 |
Fannie Mae, Series 2001-4, Class GA, 9.237% 20251,4 | 1 | 1 |
Fannie Mae, Series 2012-M17, Class A2, Multi Family 2.184% 20221 | 3,500 | 3,394 |
Fannie Mae, Series 2012-M9, Class A2, Multi Family 2.482% 20221 | 3,173 | 3,131 |
Fannie Mae, Series 2006-56, Class OG, principal only, 0% 20361 | 540 | 456 |
First Data Corp. 5.375% 20233 | 1,000 | 1,020 |
First Data Corp. 5.00% 20243 | 900 | 903 |
First Quantum Minerals Ltd. 7.00% 20213 | 4,767 | 4,788 |
First Quantum Minerals Ltd. 7.25% 20223 | 200 | 201 |
First Quantum Minerals Ltd. 7.50% 20253 | 4,900 | 4,830 |
First Quantum Minerals Ltd. 6.875% 20263 | 1,625 | 1,548 |
FirstEnergy Corp. 2.85% 2022 | 2,638 | 2,560 |
FirstEnergy Corp. 3.90% 2027 | 11,500 | 11,308 |
FirstEnergy Corp. 3.50% 20283 | 2,500 | 2,393 |
FirstEnergy Corp., Series B, 4.25% 2023 | 2,752 | 2,820 |
FMG Resources 9.75% 20223 | 3,130 | 3,451 |
Ford Motor Co. 4.346% 2026 | 2,000 | 1,978 |
Ford Motor Credit Co. 2.375% 2019 | 15,325 | 15,245 |
Ford Motor Credit Co. 2.597% 2019 | 8,485 | 8,420 |
Ford Motor Credit Co. 3.339% 2022 | 1,000 | 984 |
Ford Motor Credit Co. 3.815% 2027 | 3,000 | 2,824 |
France Télécom 9.00% 2031 | 5,390 | 7,899 |
Freddie Mac 6.00% 20381 | 43 | 48 |
Freddie Mac, Series 3213, Class OG, principal only, 0% 20361 | 989 | 886 |
Freddie Mac, Series 3292, Class BO, principal only, 0% 20371 | 127 | 109 |
Freeport-McMoRan Inc. 3.55% 2022 | 4,286 | 4,157 |
Frontier Communications Corp. 10.50% 2022 | 1,165 | 980 |
Frontier Communications Corp. 11.00% 2025 | 6,475 | 4,885 |
Frontier Communications Corp. 8.50% 20263 | 650 | 632 |
Gazprom OJSC 5.999% 20213 | 3,900 | 4,101 |
General Motors Co. 6.60% 2036 | 815 | 936 |
General Motors Co. 6.75% 2046 | 4,955 | 5,763 |
General Motors Financial Co. 3.70% 2020 | 2,000 | 2,020 |
General Motors Financial Co. 3.50% 2024 | 3,145 | 3,039 |
General Motors Financial Co. 4.00% 2026 | 2,000 | 1,943 |
Genesis Energy, LP 6.75% 2022 | 1,475 | 1,521 |
Genesis Energy, LP 6.50% 2025 | 1,120 | 1,103 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Genesys Telecommunications Laboratories, Inc. 10.00% 20243 | $250 | $278 |
Ghana (Republic of) 8.125% 20261 | 1,500 | 1,613 |
Gogo Inc. 12.50% 20223 | 6,075 | 6,850 |
Goldman Sachs Group, Inc. 2.00% 2019 | 3,975 | 3,941 |
Goldman Sachs Group, Inc. 2.55% 2019 | 8,295 | 8,252 |
Goldman Sachs Group, Inc. 2.35% 2021 | 2,700 | 2,605 |
Goldman Sachs Group, Inc. 2.875% 2021 | 17,279 | 17,111 |
Goldman Sachs Group, Inc. 3.20% 2023 | 1,387 | 1,368 |
Goldman Sachs Group, Inc. 3.50% 2025 | 3,400 | 3,337 |
Goldman Sachs Group, Inc. 3.75% 2026 | 1,958 | 1,926 |
Goldman Sachs Group, Inc. 3.814% 2029 | 14,684 | 14,437 |
Government National Mortgage Assn. 4.00% 20451 | 11,752 | 12,166 |
Government National Mortgage Assn. 4.50% 20481,12 | 23,300 | 24,178 |
Great Plains Energy Inc. 3.65% 2025 | 1,468 | 1,474 |
Great Plains Energy Inc. 4.20% 2047 | 1,467 | 1,472 |
Great Plains Energy Inc. 4.20% 2048 | 2,500 | 2,581 |
Groupe BPCE SA 5.70% 20233 | 17,596 | 18,888 |
Groupe BPCE SA 5.15% 20243 | 5,000 | 5,225 |
Groupe BPCE SA 4.50% 20253 | 6,325 | 6,357 |
Guatemala (Republic of) 4.50% 2026 | 1,307 | 1,297 |
Guatemala (Republic of) 4.375% 2027 | 1,193 | 1,163 |
Guatemala (Republic of) 4.875% 2028 | 4,400 | 4,408 |
H.I.G. Capital, LLC 6.75% 20243 | 968 | 964 |
Halliburton Co. 3.80% 2025 | 2,255 | 2,268 |
Halliburton Co. 4.85% 2035 | 390 | 421 |
Halliburton Co. 5.00% 2045 | 650 | 713 |
Hanesbrands Inc. 4.625% 20243 | 270 | 266 |
Hanesbrands Inc. 4.875% 20263 | 1,105 | 1,077 |
Hardwoods Acquisition Inc. 7.50% 20213 | 989 | 905 |
Harris Corp. 1.999% 2018 | 3,100 | 3,099 |
Harris Corp. 2.70% 2020 | 680 | 674 |
Hartford Financial Services Group, Inc. 4.40% 2048 | 900 | 921 |
HCA Inc. 5.25% 2026 | 350 | 355 |
Healthsouth Corp. 5.75% 2025 | 2,230 | 2,286 |
Hertz Global Holdings Inc. 7.625% 20223 | 2,725 | 2,762 |
Holcim Ltd. 6.00% 20193 | 3,222 | 3,378 |
Holcim Ltd. 5.15% 20233 | 2,500 | 2,634 |
Home Depot, Inc. 2.80% 2027 | 3,820 | 3,617 |
Home Depot, Inc. 3.90% 2047 | 3,700 | 3,684 |
Honduras (Republic of) 6.25% 20273 | 4,575 | 4,859 |
Honduras (Republic of) 6.25% 2027 | 600 | 637 |
Hospitality Properties Trust 5.00% 2022 | 250 | 260 |
Hospitality Properties Trust 4.50% 2023 | 690 | 705 |
Hospitality Properties Trust 4.50% 2025 | 935 | 946 |
Hospitality Properties Trust 3.95% 2028 | 2,240 | 2,103 |
Host Hotels & Resorts LP 4.50% 2026 | 175 | 177 |
HSBC Holdings PLC 4.00% 2022 | 475 | 487 |
HSBC Holdings PLC 4.30% 2026 | 5,835 | 5,989 |
HSBC Holdings PLC 4.041% 2028 | 14,040 | 14,037 |
Hungary 5.375% 2024 | 25,400 | 27,717 |
Huntsman International LLC 4.875% 2020 | 1,840 | 1,881 |
Hyundai Capital America 2.55% 20203 | 12,055 | 11,872 |
Hyundai Capital America 3.00% 20203 | 2,000 | 1,982 |
Hyundai Capital America 3.25% 20223 | 2,104 | 2,068 |
Iberdrola Finance Ireland 5.00% 20193 | 5,000 | 5,139 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Icahn Enterprises Finance Corp. 6.25% 2022 | $1,700 | $1,734 |
Imperial Tobacco Finance PLC 3.50% 20233 | 9,050 | 8,956 |
Indonesia (Republic of) 4.875% 2021 | 4,300 | 4,492 |
Indonesia (Republic of) 3.75% 2022 | 16,525 | 16,584 |
Indonesia (Republic of) 3.375% 2023 | 2,600 | 2,552 |
Indonesia (Republic of) 4.75% 2026 | 21,600 | 22,615 |
Indonesia (Republic of) 6.75% 2044 | 950 | 1,196 |
Indonesia (Republic of) 6.75% 20443 | 925 | 1,165 |
Infor Software 7.125% 20213,11 | 525 | 532 |
Inmarsat PLC 4.875% 20223 | 3,575 | 3,495 |
Inmarsat PLC 6.50% 20243 | 1,425 | 1,450 |
Intelsat Jackson Holding Co. 7.50% 2021 | 1,145 | 1,042 |
Intelsat Jackson Holding Co. 6.625% 20241,5 | 575 | 585 |
Intelsat Jackson Holding Co. 8.00% 20243 | 1,750 | 1,844 |
Intesa Sanpaolo SpA 5.017% 20243 | 16,925 | 16,709 |
IPALCO Enterprises, Inc. 3.70% 2024 | 275 | 269 |
Iraq (Republic of) 6.752% 20233 | 4,800 | 4,883 |
Iron Mountain Inc. 4.875% 20273 | 730 | 681 |
Jaguar Holding Co. 6.375% 20233 | 650 | 659 |
Johnson & Johnson 2.90% 2028 | 8,600 | 8,270 |
Johnson & Johnson 3.50% 2048 | 1,940 | 1,850 |
Jonah Energy LLC 7.25% 20253 | 625 | 566 |
Jordan (Hashemite Kingdom of) 6.125% 20263 | 325 | 328 |
Jordan (Hashemite Kingdom of) 5.75% 20273 | 6,390 | 6,232 |
JPMorgan Chase & Co. 2.40% 2021 | 2,200 | 2,150 |
JPMorgan Chase & Co. 2.55% 2021 | 11,700 | 11,518 |
JPMorgan Chase & Co. 2.70% 2023 | 17,538 | 16,926 |
JPMorgan Chase & Co. 3.125% 2025 | 1,100 | 1,061 |
JPMorgan Chase & Co. 3.509% 2029 | 5,215 | 5,065 |
Jupiter Resources Inc. 8.50% 20223 | 625 | 291 |
Kazakhstan (Republic of) 3.875% 2024 | 575 | 584 |
Kazakhstan (Republic of) 4.875% 2044 | 550 | 550 |
Kazakhstan (Republic of) 6.50% 2045 | 1,200 | 1,452 |
Kenya (Republic of) 6.875% 20243 | 1,915 | 2,005 |
Kenya (Republic of) 6.875% 2024 | 1,400 | 1,466 |
KfW 2.125% 2022 | 19,569 | 19,121 |
Kimco Realty Corp. 6.875% 2019 | 6,875 | 7,268 |
Kinder Morgan 3.15% 2023 | 1,750 | 1,705 |
Kinder Morgan Energy Partners, LP 2.65% 2019 | 670 | 668 |
Kinder Morgan Energy Partners, LP 3.50% 2023 | 750 | 735 |
Kinder Morgan Energy Partners, LP 4.15% 2024 | 2,035 | 2,044 |
Kinder Morgan Finance Co. 5.05% 2046 | 3,413 | 3,354 |
Kinder Morgan, Inc. 4.30% 2028 | 8,095 | 8,078 |
Kinetic Concepts, Inc. 12.50% 20213 | 1,000 | 1,135 |
Korea Housing Finance Corp. 2.50% 20201,3 | 10,700 | 10,501 |
Korea Housing Finance Corp. 2.00% 20211,3 | 12,275 | 11,738 |
Kratos Defense & Security Solutions, Inc. 6.50% 20253 | 255 | 264 |
Kroger Co. 6.80% 2018 | 1,000 | 1,028 |
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 10.023% 20241,4,5 | 1,275 | 1,325 |
Kuwait (State of) 2.75% 20223 | 16,650 | 16,338 |
Laboratory Corporation of America Holdings 3.60% 2027 | 7,500 | 7,266 |
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.114% 20401,4 | 116 | 116 |
Leucadia National Corp. 5.50% 2023 | 1,375 | 1,415 |
Liberty Global PLC 5.50% 20283 | 1,150 | 1,064 |
Ligado Networks, Term Loan, (3-month USD-LIBOR + 8.75%) 10.27% 2020 (100% PIK)1,4,5,11 | 4,974 | 4,471 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Lima Metro Line Finance Ltd. 5.875% 20341,3 | $9,385 | $9,725 |
Limited Brands, Inc. 5.25% 2028 | 475 | 448 |
Limited Brands, Inc. 6.875% 2035 | 350 | 341 |
Lithuania (Republic of) 7.375% 2020 | 9,400 | 10,186 |
Lithuania (Republic of) 6.625% 20223 | 2,000 | 2,251 |
Lloyds Banking Group PLC 3.75% 2027 | 14,070 | 13,627 |
Lloyds Banking Group PLC 4.375% 2028 | 1,150 | 1,163 |
Lockheed Martin Corp. 2.50% 2020 | 940 | 932 |
Lockheed Martin Corp. 3.10% 2023 | 740 | 736 |
Lockheed Martin Corp. 3.55% 2026 | 7,190 | 7,138 |
LSC Communications, Inc. 8.75% 20233 | 1,425 | 1,472 |
LYB International Finance BV 3.50% 2027 | 7,500 | 7,207 |
Mallinckrodt PLC 4.875% 20203 | 2,260 | 2,158 |
Marathon Oil Corp. 4.40% 2027 | 4,570 | 4,646 |
McAfee, LLC, Term Loan, (3-month USD-LIBOR + 4.50%) 6.377% 20241,4,5 | 1,233 | 1,247 |
McDonald’s Corp. 3.35% 2023 | 7,160 | 7,205 |
McDonald’s Corp. 3.50% 2027 | 2,200 | 2,178 |
McDonald’s Corp. 3.80% 2028 | 740 | 750 |
McDonald’s Corp. 4.875% 2045 | 1,525 | 1,659 |
McDonald’s Corp. 4.45% 2047 | 2,345 | 2,431 |
Medtronic, Inc. 4.625% 2045 | 3,000 | 3,288 |
Meredith Corp. 6.875% 20263 | 700 | 720 |
Meritage Homes Corp. 5.125% 2027 | 1,125 | 1,066 |
MetLife, Inc. 4.60% 2046 | 1,025 | 1,073 |
MetLife, Inc. 2.40% 20213 | 2,000 | 1,966 |
MetLife, Inc. 3.00% 20273 | 2,500 | 2,362 |
MetroPCS Wireless, Inc. 6.625% 2023 | 1,625 | 1,679 |
Metropolitan Life Global Funding I 3.45% 20263 | 2,310 | 2,257 |
Microsoft Corp. 3.30% 2027 | 11,170 | 11,095 |
MidAmerican Energy Co. 3.65% 2048 | 63 | 61 |
Mississippi Power Co. 3.95% 2028 | 5,700 | 5,743 |
Mississippi Power Co. 4.25% 2042 | 7,000 | 6,864 |
Molina Healthcare, Inc. 5.375% 2022 | 3,760 | 3,732 |
Molina Healthcare, Inc. 4.875% 20253 | 1,325 | 1,242 |
Molson Coors Brewing Co. 2.10% 2021 | 5,000 | 4,801 |
Molson Coors Brewing Co. 3.00% 2026 | 3,300 | 3,054 |
Molson Coors Brewing Co. 4.20% 2046 | 1,600 | 1,516 |
Morgan Stanley 3.125% 2023 | 5,450 | 5,376 |
Morgan Stanley 3.625% 2027 | 15,938 | 15,608 |
Morocco (Kingdom of) 4.25% 2022 | 5,700 | 5,828 |
Morocco (Kingdom of) 4.25% 20223 | 2,500 | 2,556 |
Morocco (Kingdom of) 5.50% 2042 | 10,000 | 10,668 |
Morocco (Kingdom of) 5.50% 20423 | 1,500 | 1,600 |
Mosaic Co. 3.25% 2022 | 1,750 | 1,715 |
Mosaic Co. 4.05% 2027 | 2,000 | 1,953 |
MPLX LP 4.125% 2027 | 2,005 | 1,995 |
MPLX LP 4.00% 2028 | 670 | 662 |
MPLX LP 5.20% 2047 | 170 | 178 |
MPLX LP 4.70% 2048 | 1,000 | 983 |
National Grid Plc 3.15% 20273 | 1,105 | 1,059 |
National Rural Utilities Cooperative Finance Corp. 10.375% 2018 | 3,250 | 3,395 |
National Rural Utilities Cooperative Finance Corp. 3.25% 2025 | 1,428 | 1,403 |
Nationwide Building Society 3.766% 20243 | 10,000 | 9,980 |
Navient Corp. 4.875% 2019 | 2,500 | 2,526 |
Navient Corp. 6.50% 2022 | 1,990 | 2,060 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Navient Corp. 5.50% 2023 | $3,640 | $3,590 |
Navient Corp. 6.125% 2024 | 240 | 240 |
NBC Universal Enterprise, Inc. (3-month USD-LIBOR + 0.685%) 2.405% 20183,4 | 4,985 | 4,986 |
NBC Universal Enterprise, Inc. 5.25% 20493 | 9,315 | 9,688 |
Neiman Marcus Group LTD Inc., Term Loan B, (3-month USD-LIBOR + 3.25%) 4.941% 20201,4,5 | 457 | 396 |
New York Life Global Funding 2.30% 20223 | 5,000 | 4,833 |
New York Life Global Funding 3.00% 20283 | 3,000 | 2,859 |
New York State Electric & Gas Corp. 3.25% 20263 | 3,000 | 2,925 |
Newell Rubbermaid Inc. 3.15% 2021 | 4,155 | 4,119 |
Newell Rubbermaid Inc. 3.85% 2023 | 2,590 | 2,587 |
NGL Energy Partners LP 6.875% 2021 | 3,315 | 3,319 |
NGL Energy Partners LP 6.125% 2025 | 3,060 | 2,930 |
Niagara Mohawk Power Corp. 3.508% 20243 | 2,000 | 2,006 |
Niagara Mohawk Power Corp. 4.278% 20343 | 4,905 | 5,112 |
Nigeria (Republic of) 6.375% 2023 | 4,925 | 5,190 |
Nigeria (Republic of) 6.50% 20273 | 1,965 | 1,995 |
Noble Corp. PLC 7.70% 2025 | 800 | 712 |
Noble Corp. PLC 8.70% 2045 | 2,200 | 1,826 |
Noble Energy, Inc. 4.95% 2047 | 6,445 | 6,729 |
Northrop Grumman Corp. 2.55% 2022 | 1,195 | 1,159 |
Northrop Grumman Corp. 3.25% 2028 | 6,745 | 6,447 |
Northrop Grumman Corp. 4.03% 2047 | 475 | 457 |
Nova Chemicals Corp. 5.25% 20273 | 1,575 | 1,500 |
Novelis Corp. 5.875% 20263 | 1,125 | 1,111 |
NRG Energy, Inc. 6.25% 2022 | 1,700 | 1,759 |
Odebrecht Drilling Norbe 7.72% 2026 (87.05% PIK)1,3,11 | 1,168 | 348 |
Oracle Corp. 1.90% 2021 | 6,000 | 5,794 |
Oracle Corp. 2.95% 2024 | 1,500 | 1,460 |
Oracle Corp. 3.25% 2027 | 18,380 | 17,938 |
Pacific Gas and Electric Co. 2.45% 2022 | 183 | 175 |
Pacific Gas and Electric Co. 3.25% 2023 | 5,408 | 5,326 |
Pacific Gas and Electric Co. 3.40% 2024 | 4,356 | 4,277 |
Pacific Gas and Electric Co. 3.75% 2024 | 2,623 | 2,628 |
Pacific Gas and Electric Co. 3.50% 2025 | 3,983 | 3,891 |
Pacific Gas and Electric Co. 2.95% 2026 | 3,124 | 2,922 |
Pacific Gas and Electric Co. 3.30% 2027 | 9,523 | 9,055 |
Pacific Gas and Electric Co. 3.30% 20273 | 1,625 | 1,540 |
Pacific Gas and Electric Co. 3.95% 20473 | 5,370 | 4,984 |
Pakistan (Islamic Republic of) 5.50% 20213 | 15,680 | 15,436 |
Pakistan (Islamic Republic of) 8.25% 2024 | 10,000 | 10,453 |
Pakistan (Islamic Republic of) 8.25% 2025 | 6,700 | 6,994 |
Panama (Republic of) 4.50% 20471 | 6,800 | 6,919 |
Paraguay (Republic of) 5.60% 20483 | 13,405 | 13,673 |
Peabody Energy Corp. 6.00% 20223 | 500 | 512 |
Peabody Energy Corp. 6.375% 20253 | 325 | 338 |
Pemex Project Funding Master Trust, Series 13, 6.625% 2035 | 1,935 | 2,004 |
Pennsylvania Electric Co. 3.25% 20283 | 2,500 | 2,356 |
Pernod Ricard SA 4.45% 20223 | 11,465 | 11,910 |
Peru (Republic of) 4.125% 2027 | 4,000 | 4,192 |
Peru (Republic of) 5.625% 2050 | 1,275 | 1,536 |
Petrobras Global Finance Co. 8.375% 2021 | 289 | 330 |
Petrobras Global Finance Co. 6.125% 2022 | 9,815 | 10,512 |
Petrobras Global Finance Co. 5.299% 20253 | 7,100 | 7,020 |
Petrobras Global Finance Co. 8.75% 2026 | 5,950 | 6,999 |
Petrobras Global Finance Co. 5.999% 20283 | 3,900 | 3,866 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Petrobras Global Finance Co. 6.85% 2115 | $9,100 | $8,645 |
Petróleos Mexicanos 5.375% 2022 | 535 | 556 |
Petróleos Mexicanos 6.375% 2045 | 7,000 | 6,822 |
Petróleos Mexicanos 6.375% 2021 | 340 | 363 |
Petróleos Mexicanos 6.875% 2026 | 4,340 | 4,762 |
Petróleos Mexicanos 6.50% 2027 | 2,930 | 3,133 |
Petróleos Mexicanos 6.75% 2047 | 3,760 | 3,814 |
Petróleos Mexicanos 6.35% 20483 | 7,758 | 7,535 |
Petsmart, Inc. 5.875% 20253 | 6,540 | 4,758 |
Petsmart, Inc. 8.875% 20253 | 3,310 | 1,903 |
Philip Morris International Inc. 2.50% 2022 | 2,000 | 1,933 |
Philip Morris International Inc. 3.125% 2028 | 2,000 | 1,921 |
Philip Morris International Inc. 4.25% 2044 | 2,500 | 2,509 |
Philippines (Republic of the) 3.00% 2028 | 2,188 | 2,088 |
Phillips 66 Partners LP 3.605% 2025 | 275 | 269 |
Phillips 66 Partners LP 3.55% 2026 | 1,475 | 1,405 |
Phillips 66 Partners LP 3.75% 2028 | 825 | 797 |
Phillips 66 3.90% 2028 | 1,850 | 1,846 |
Phillips 66 4.875% 2044 | 975 | 1,042 |
Phillips 66 Partners LP 4.68% 2045 | 565 | 552 |
Phillips 66 Partners LP 4.90% 2046 | 185 | 186 |
Pioneer Natural Resources Co. 3.45% 2021 | 350 | 352 |
Pisces Parent, LLC 8.00% 20263 | 770 | 770 |
Ply Gem Industries, Inc. 6.50% 2022 | 1,050 | 1,085 |
PNC Bank 2.40% 2019 | 8,000 | 7,951 |
PNC Bank 2.30% 2020 | 3,820 | 3,763 |
PNC Bank 2.60% 2020 | 1,250 | 1,240 |
Poland (Republic of) 3.25% 2026 | 8,800 | 8,742 |
Praxair, Inc. 3.00% 2021 | 450 | 451 |
Progress Energy, Inc. 7.05% 2019 | 4,380 | 4,546 |
Progress Energy, Inc. 7.00% 2031 | 300 | 391 |
Progress Energy, Inc. 7.75% 2031 | 844 | 1,151 |
Prudential Financial, Inc. 5.625% 2043 | 2,550 | 2,675 |
Prudential Financial, Inc. 3.905% 20473 | 250 | 235 |
Public Service Co. of Colorado 3.20% 2020 | 595 | 600 |
Public Service Enterprise Group Inc. 2.00% 2021 | 1,840 | 1,756 |
Public Service Enterprise Group Inc. 2.65% 2022 | 8,000 | 7,782 |
Public Storage 3.094% 2027 | 1,350 | 1,297 |
Puget Energy, Inc. 6.50% 2020 | 1,475 | 1,592 |
Puget Energy, Inc. 6.00% 2021 | 4,629 | 5,024 |
Puget Energy, Inc. 5.625% 2022 | 2,120 | 2,280 |
Qatar (State of) 4.50% 20223 | 3,500 | 3,617 |
QGOG Atlantic/Alaskan Rigs Ltd. 5.25% 20191,3 | 1,125 | 1,103 |
QGOG Constellation SA 9.50% 2024 (5.26% PIK)1,3,11 | 5,358 | 2,612 |
Quebec (Province of) 2.375% 2022 | 7,071 | 6,952 |
Quintiles Transnational Corp. 4.875% 20233 | 1,610 | 1,648 |
R.R. Donnelley & Sons Co. 7.875% 2021 | 1,750 | 1,824 |
R.R. Donnelley & Sons Co. 6.50% 2023 | 1,050 | 1,040 |
Ras Laffan Liquefied Natural Gas III 5.838% 20271,3 | 8,000 | 8,755 |
Rayonier Advanced Materials Inc. 5.50% 20243 | 1,390 | 1,369 |
RCI Banque 3.50% 20183 | 9,400 | 9,400 |
Reckitt Benckiser Group PLC 2.75% 20243 | 3,165 | 3,019 |
Reynolds American Inc. 2.30% 2018 | 1,020 | 1,020 |
Reynolds American Inc. 3.25% 2020 | 11,130 | 11,136 |
Reynolds American Inc. 4.00% 2022 | 2,010 | 2,046 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Reynolds American Inc. 4.45% 2025 | $9,155 | $9,427 |
Reynolds American Inc. 5.85% 2045 | 3,540 | 4,150 |
Reynolds Group Inc. 5.75% 20201 | 1,182 | 1,199 |
Rio Tinto Finance PLC 3.75% 2025 | 550 | 560 |
Roche Holdings, Inc. 2.25% 20193 | 375 | 373 |
Roche Holdings, Inc. 2.875% 20213 | 300 | 299 |
Roche Holdings, Inc. 3.35% 20243 | 7,600 | 7,638 |
Roche Holdings, Inc. 3.00% 20253 | 2,675 | 2,617 |
Roche Holdings, Inc. 2.375% 20273 | 10,600 | 9,758 |
Royal Dutch Shell PLC 1.375% 2019 | 9,000 | 8,840 |
Royal Dutch Shell PLC 1.75% 2021 | 955 | 916 |
Royal Dutch Shell PLC 3.75% 2046 | 1,270 | 1,225 |
Russian Federation 4.375% 20293 | 400 | 395 |
Russian Federation 5.25% 2047 | 2,800 | 2,802 |
Russian Federation 5.25% 20473 | 400 | 400 |
Ryerson Inc. 11.00% 20223 | 2,575 | 2,845 |
Sabine Pass Liquefaction, LLC 5.625% 2025 | 8,180 | 8,797 |
Sabine Pass Liquefaction, LLC 5.00% 2027 | 2,480 | 2,577 |
Sabine Pass Liquefaction, LLC 4.20% 2028 | 830 | 818 |
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 | 1,670 | 1,660 |
Saudi Arabia (Kingdom of) 2.894% 20223 | 8,800 | 8,573 |
Saudi Arabia (Kingdom of) 3.628% 20273 | 8,800 | 8,471 |
Saudi Arabia (Kingdom of) 3.625% 20283 | 16,280 | 15,487 |
SCANA Corp. 6.25% 2020 | 270 | 281 |
SCANA Corp. 4.75% 2021 | 11,000 | 11,170 |
SCANA Corp. 4.125% 2022 | 5,087 | 5,055 |
Scentre Group 2.375% 20213 | 1,425 | 1,388 |
Scentre Group 3.25% 20253 | 1,395 | 1,340 |
Scentre Group 3.50% 20253 | 3,800 | 3,752 |
Scentre Group 3.75% 20273 | 2,020 | 1,992 |
Schlumberger BV 4.00% 20253 | 6,255 | 6,367 |
Shelf Drilling, Ltd. 8.25% 20253 | 975 | 981 |
Sherwin-Williams Co. 2.75% 2022 | 5,000 | 4,873 |
Sherwin-Williams Co. 3.45% 2027 | 6,750 | 6,464 |
Sherwin-Williams Co. 4.50% 2047 | 1,500 | 1,496 |
Shire PLC 1.90% 2019 | 9,000 | 8,854 |
Shire PLC 2.40% 2021 | 21,065 | 20,351 |
Shire PLC 2.875% 2023 | 4,625 | 4,419 |
Shire PLC 3.20% 2026 | 1,690 | 1,578 |
Siemens AG 2.70% 20223 | 1,780 | 1,752 |
Siemens AG 2.35% 20263 | 8,881 | 8,129 |
Sirius XM Radio Inc. 3.875% 20223 | 950 | 917 |
SM Energy Co. 6.50% 2021 | 550 | 557 |
SM Energy Co. 5.625% 2025 | 1,350 | 1,286 |
SoftBank Group Corp. 4.50% 20203 | 5,300 | 5,418 |
South Carolina Electric & Gas Co. 5.30% 2033 | 3,434 | 3,814 |
South Carolina Electric & Gas Co. 5.45% 2041 | 8,799 | 9,941 |
South Carolina Electric & Gas Co. 4.35% 2042 | 534 | 533 |
Southwestern Energy Co. 4.10% 2022 | 4,390 | 4,225 |
Sri Lanka (Democratic Socialist Republic of) 6.00% 2019 | 3,250 | 3,313 |
Sri Lanka (Democratic Socialist Republic of) 6.125% 2025 | 400 | 400 |
Sri Lanka (Democratic Socialist Republic of) 6.825% 2026 | 2,000 | 2,061 |
Sri Lanka (Democratic Socialist Republic of) 6.20% 20273 | 2,107 | 2,078 |
Staples Inc. 8.50% 20253 | 600 | 557 |
Starbucks Corp. 2.20% 2020 | 610 | 602 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Starbucks Corp. 3.10% 2023 | $5,378 | $5,392 |
Starbucks Corp. 4.30% 2045 | 1,700 | 1,778 |
Starbucks Corp. 3.75% 2047 | 1,500 | 1,448 |
Starwood Property Trust, Inc. 5.00% 2021 | 1,125 | 1,150 |
State Grid Overseas Investment Ltd. 3.50% 20273 | 27,805 | 26,823 |
State Grid Overseas Investment Ltd. 3.50% 2027 | 3,875 | 3,738 |
Statoil ASA 3.25% 2024 | 750 | 743 |
Sunoco LP 4.875% 20233 | 400 | 387 |
Sweden (Kingdom of) 1.125% 20193 | 11,760 | 11,540 |
Talen Energy Corp. 9.50% 20223 | 1,145 | 1,116 |
Talen Energy Corp. 10.50% 20263 | 270 | 233 |
Tampa Electric Co. 2.60% 2022 | 1,436 | 1,397 |
Targa Resources Partners LP 4.125% 2019 | 2,325 | 2,337 |
Targa Resources Partners LP 6.75% 2024 | 825 | 876 |
TC PipeLines, LP 4.375% 2025 | 522 | 527 |
Team Health Holdings, Inc. 6.375% 20253 | 1,910 | 1,648 |
Teco Finance, Inc. 5.15% 2020 | 2,570 | 2,662 |
Teekay Corp. 8.50% 2020 | 6,334 | 6,587 |
Tenet Healthcare Corp. 4.75% 2020 | 1,050 | 1,063 |
Tenet Healthcare Corp. 6.00% 2020 | 1,270 | 1,318 |
Tenet Healthcare Corp. 4.375% 2021 | 550 | 543 |
Tenet Healthcare Corp. 4.50% 2021 | 6,200 | 6,177 |
Tenet Healthcare Corp. 4.625% 20243 | 1,399 | 1,350 |
Teva Pharmaceutical Finance Company BV 2.20% 2021 | 550 | 496 |
Teva Pharmaceutical Finance Company BV 2.80% 2023 | 9,330 | 7,912 |
Teva Pharmaceutical Finance Company BV 6.00% 20243 | 730 | 710 |
Teva Pharmaceutical Finance Company BV 3.15% 2026 | 17,205 | 13,828 |
Teva Pharmaceutical Finance Company BV 6.75% 20283 | 350 | 346 |
Teva Pharmaceutical Finance Company BV 4.10% 2046 | 27,720 | 20,427 |
The Connecticut Light and Power Co. 4.00% 2048 | 3,000 | 3,070 |
Thermo Fisher Scientific Inc. 2.40% 2019 | 1,725 | 1,719 |
Thomson Reuters Corp. 4.30% 2023 | 4,250 | 4,353 |
Thomson Reuters Corp. 5.65% 2043 | 2,980 | 3,414 |
T-Mobile US, Inc. 6.50% 2026 | 550 | 586 |
Total Capital International 2.875% 2022 | 1,115 | 1,109 |
Toyota Motor Credit Corp. 1.55% 2019 | 300 | 295 |
Toyota Motor Credit Corp. 1.70% 2019 | 3,000 | 2,979 |
Toyota Motor Credit Corp. 2.15% 2020 | 3,500 | 3,459 |
Toyota Motor Credit Corp. 2.15% 2022 | 2,000 | 1,925 |
Toyota Motor Credit Corp. 3.20% 2027 | 4,830 | 4,762 |
Toyota Motor Credit Corp. 3.05% 2028 | 2,589 | 2,509 |
TransCanada Corp. 6.50% 2018 | 5,000 | 5,073 |
TransCanada Corp. 7.125% 2019 | 3,035 | 3,142 |
TransCanada PipeLines Ltd., junior subordinated, 5.625% 2075 | 650 | 668 |
Transocean Inc. 9.00% 20233 | 938 | 1,001 |
Transportadora de Gas Peru SA 4.25% 20281,3 | 625 | 624 |
Travelers Companies, Inc. 4.00% 2047 | 2,195 | 2,191 |
Trilogy International Partners, LLC 8.875% 20223 | 3,200 | 3,288 |
Turkey (Republic of) 6.25% 2022 | 7,285 | 7,728 |
Turkey (Republic of) 4.875% 2026 | 2,000 | 1,889 |
Turkey (Republic of) 6.00% 2027 | 200 | 203 |
U.S. Treasury 1.25% 2020 | 1,525 | 1,496 |
U.S. Treasury 1.375% 2020 | 39,900 | 38,987 |
U.S. Treasury 1.625% 2020 | 92,900 | 91,241 |
U.S. Treasury 1.125% 202113 | 169,275 | 163,278 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
U.S. Treasury 1.125% 2021 | $4,100 | $3,928 |
U.S. Treasury 1.75% 2021 | 24,000 | 23,394 |
U.S. Treasury 2.00% 202113 | 129,000 | 127,096 |
U.S. Treasury 2.125% 2021 | 8,900 | 8,800 |
U.S. Treasury 1.875% 2022 | 35,000 | 34,063 |
U.S. Treasury 2.00% 2022 | 49,600 | 48,418 |
U.S. Treasury 2.00% 2022 | 15,000 | 14,650 |
U.S. Treasury 2.125% 2022 | 206,135 | 202,190 |
U.S. Treasury 1.375% 2023 | 25,700 | 24,121 |
U.S. Treasury 1.375% 2023 | 6,900 | 6,467 |
U.S. Treasury 2.375% 2023 | 175,750 | 174,328 |
U.S. Treasury 2.50% 2023 | 8,578 | 8,553 |
U.S. Treasury 2.625% 2023 | 54,100 | 54,271 |
U.S. Treasury 1.875% 2024 | 11,450 | 10,925 |
U.S. Treasury 2.00% 2026 | 109,145 | 102,995 |
U.S. Treasury 2.25% 2027 | 88,200 | 84,525 |
U.S. Treasury 2.25% 2027 | 20,675 | 19,834 |
U.S. Treasury 2.75% 2028 | 129,475 | 129,597 |
U.S. Treasury 2.75% 2047 | 94,676 | 90,462 |
U.S. Treasury Inflation-Protected Security 0.125% 20242 | 28,754 | 28,111 |
U.S. Treasury Inflation-Protected Security 0.625% 20242 | 161,583 | 162,549 |
U.S. Treasury Inflation-Protected Security 0.25% 20252 | 30,699 | 30,042 |
U.S. Treasury Inflation-Protected Security 0.375% 20252 | 27,694 | 27,367 |
U.S. Treasury Inflation-Protected Security 2.375% 20252 | 7,231 | 8,102 |
U.S. Treasury Inflation-Protected Security 0.625% 20262 | 51,315 | 51,352 |
U.S. Treasury Inflation-Protected Security 0.375% 20272 | 15,697 | 15,313 |
U.S. Treasury Inflation-Protected Security 1.375% 20442 | 43,555 | 48,450 |
U.S. Treasury Inflation-Protected Security 0.75% 20452 | 3,031 | 2,923 |
U.S. Treasury Inflation-Protected Security 1.00% 20462 | 83,840 | 85,883 |
UDR, Inc. 3.50% 2028 | 3,720 | 3,562 |
Ukraine Government 7.75% 2022 | 1,200 | 1,256 |
Ukraine Government 7.75% 2027 | 2,300 | 2,357 |
Ukraine Government 7.375% 20321,3 | 1,010 | 976 |
Ultra Petroleum Corp. 6.875% 20223 | 2,015 | 1,761 |
Ultra Petroleum Corp. 7.125% 20253 | 750 | 618 |
UniCredit SPA 4.625% 20273 | 17,805 | 18,009 |
UniCredit SPA 5.861% 20323 | 24,255 | 24,685 |
Unisys Corp. 10.75% 20223 | 1,300 | 1,467 |
United Technologies Corp. 2.30% 2022 | 5,000 | 4,818 |
United Technologies Corp. 3.125% 2027 | 5,000 | 4,725 |
UnitedHealth Group Inc. 2.70% 2020 | 2,330 | 2,320 |
UnitedHealth Group Inc. 2.125% 2021 | 10,000 | 9,754 |
UnitedHealth Group Inc. 3.75% 2025 | 2,160 | 2,189 |
USA Compression Partners, LP 6.875% 20263 | 325 | 331 |
Vale SA 6.25% 2026 | 7,565 | 8,494 |
Vale SA 6.875% 2039 | 2,900 | 3,451 |
Valeant Pharmaceuticals International, Inc. 6.125% 20253 | 8,600 | 7,454 |
Valeant Pharmaceuticals International, Inc. 9.00% 20253 | 455 | 454 |
Valeant Pharmaceuticals International, Inc. 9.25% 20263 | 1,735 | 1,733 |
Valero Energy Partners LP 4.375% 2026 | 2,855 | 2,854 |
VEB Finance Ltd. 6.902% 20203 | 6,600 | 7,017 |
Venator Materials Corp. 5.75% 20253 | 435 | 436 |
Verizon Communications Inc. 4.272% 2036 | 550 | 527 |
Verizon Communications Inc. 4.862% 2046 | 3,775 | 3,818 |
Verizon Communications Inc. 4.522% 2048 | 3,120 | 3,013 |
Bonds, notes & other debt instruments U.S. dollars (continued) | Principal amount (000) | Value (000) |
Vine Oil & Gas LP 8.75% 20233 | $1,050 | $982 |
Virgin Australia Holdings Ltd. 8.50% 20193 | 1,150 | 1,184 |
Virginia Electric and Power Co. 3.50% 2027 | 2,375 | 2,348 |
Volkswagen Group of America Finance, LLC 2.45% 20193 | 2,320 | 2,296 |
Wal-Mart Stores, Inc. 2.35% 2022 | 6,500 | 6,329 |
Warrior Met Coal, Inc. 8.00% 20243 | 800 | 816 |
WEA Finance LLC 2.70% 20193 | 9,285 | 9,243 |
WEA Finance LLC 3.25% 20203 | 3,795 | 3,801 |
Weatherford International PLC 4.50% 2022 | 1,885 | 1,574 |
Weatherford International PLC 8.25% 2023 | 2,725 | 2,378 |
Weatherford International PLC 9.875% 2024 | 400 | 367 |
Weatherford International PLC 9.875% 20253 | 1,050 | 950 |
Weatherford International PLC 6.50% 2036 | 2,125 | 1,525 |
Weatherford International PLC 6.75% 2040 | 4,235 | 3,028 |
WellPoint, Inc. 2.30% 2018 | 2,645 | 2,643 |
Wells Fargo & Co. 2.50% 2021 | 877 | 861 |
Wells Fargo & Co. 2.60% 2021 | 11,000 | 10,849 |
Wells Fargo & Co. 3.00% 2026 | 8,465 | 7,931 |
Western Gas Partners LP 2.60% 2018 | 130 | 130 |
Western Gas Partners LP 3.95% 2025 | 455 | 444 |
Western Gas Partners LP 4.65% 2026 | 4,855 | 4,920 |
Western Gas Partners LP 5.30% 2048 | 50 | 50 |
Westlake Chemical Corp. 4.375% 2047 | 1,850 | 1,791 |
Williams Partners LP 4.125% 2020 | 1,625 | 1,651 |
Williams Partners LP 5.25% 2020 | 10,405 | 10,786 |
Williams Partners LP 4.50% 2023 | 3,110 | 3,198 |
Williams Partners LP 4.30% 2024 | 4,220 | 4,281 |
Williams Partners LP 3.75% 2027 | 600 | 574 |
Wind Tre SpA 5.00% 20263 | 2,675 | 2,286 |
Windstream Holdings, Inc. 8.75% 20243 | 3,760 | 2,247 |
WM. Wrigley Jr. Co. 3.375% 20203 | 5,270 | 5,316 |
WPP Finance 2010 3.75% 2024 | 4,000 | 3,939 |
Wynn Las Vegas, LLC and Wynn Capital Corp. 4.25% 20233 | 2,150 | 2,115 |
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.50% 20253 | 1,100 | 1,108 |
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.25% 20273 | 825 | 811 |
Xcel Energy Inc. 3.35% 2026 | 2,052 | 1,994 |
YES Bank Ltd. 3.75% 2023 | 7,500 | 7,364 |
Zambia (Republic of) 8.97% 20271 | 1,200 | 1,268 |
Ziggo Bond Finance BV 5.50% 20273 | 4,025 | 3,792 |
Zimmer Holdings, Inc. 2.70% 2020 | 5,000 | 4,948 |
Zimmer Holdings, Inc. 3.15% 2022 | 5,030 | 4,961 |
5,260,954 | ||
Total bonds, notes & other debt instruments (cost: $12,123,148,000) | 12,320,359 | |
Convertible stocks 0.03% U.S. dollars 0.03% | Shares | |
CEVA Group PLC, Series A-1, (3-month USD-LIBOR + 3.00%) 5.348% convertible preferred6,9 | 719 | 674 |
Associated Materials, LLC 14.00% convertible preferred 20206,7 | 2,750 | 3,303 |
Total convertible stocks (cost: $3,369,000) | 3,977 |
Common stocks 0.03% U.S. dollars 0.03% | Shares | Value (000) |
Corporate Risk Holdings I, Inc.6,7,8,9 | 91,424 | $2,311 |
Corporate Risk Holdings Corp.6,7,8,9 | 462 | — |
Ascent Resources Marcellus Holdings, Inc.6,7,8 | 514,396 | 1,567 |
CEVA Group PLC6,8,9 | 527 | 343 |
NII Holdings, Inc.8 | 91,014 | 192 |
Atrium Corp.3,6,7,8 | 191 | 9 |
Total common stocks (cost: $6,097,000) | 4,422 | |
Rights & warrants 0.00% U.S. dollars 0.00% | ||
Ascent Resources Marcellus Holdings, Inc., Class A, warrants, expire 20236,7,8 | 173,187 | 23 |
Ascent Resources Marcellus Holdings, Inc., Class B, warrants, expire 20236,7,8 | 134,701 | 1 |
Ascent Resources Marcellus Holdings, Inc., Class C, warrants, expire 20236,7,8 | 126,325 | 1 |
Associated Materials, LLC, warrants, expire 20236,7,8 | 39,066 | — |
Total rights & warrants (cost: $26,000) | 25 | |
Short-term securities 8.59% | Principal amount (000) | |
American Honda Finance Corp. 1.90% due 5/4/2018 | $ 34,000 | 33,935 |
Bank of Nova Scotia 1.75% due 5/2/20183 | 35,000 | 34,942 |
CAFCO, LLC 1.75%–1.82% due 5/1/2018–5/24/20183 | 70,000 | 69,847 |
Caisse d’Amortissement de la Dette Sociale 1.90% due 4/10/20183 | 25,000 | 24,985 |
Canadian Imperial Bank of Commerce 1.64% due 4/2/20183 | 100,000 | 99,982 |
China (People’s Republic of) 3.54% due 11/2/2018 | CNY10,000 | 1,593 |
Egyptian Treasury Bills 15.73%–16.46% due 4/3/2018–6/12/2018 | EGP1,056,725 | 59,732 |
Federal Home Loan Bank 1.53%–1.72% due 4/4/2018–6/18/2018 | $91,900 | 91,649 |
Japanese Treasury Discount Bills (0.16%)–(0.13%) due 5/21/2018–8/20/2018 | ¥53,510,000 | 502,973 |
Nigerian Treasury Bills 13.46%–17.85% due 6/21/2018–11/29/2018 | NGN19,768,700 | 51,595 |
Société Générale 1.62% due 4/2/20183 | $5,450 | 5,449 |
Svenska Handelsbanken Inc. 1.62% due 4/4/20183 | 20,000 | 19,995 |
Thailand Treasury Bills 1.36% due 12/6/2018 | THB1,109,143 | 35,170 |
U.S. Treasury Bills 1.56%–1.59% due 7/5/2018–7/19/2018 | $95,000 | 94,526 |
Victory Receivables Corp. 1.76% due 4/16/20183 | 25,000 | 24,977 |
Total short-term securities (cost: $1,119,475,000) | 1,151,350 | |
Total investment securities 100.56% (cost: $13,252,115,000) | 13,480,133 | |
Other assets less liabilities (0.56)% | (75,687) | |
Net assets 100.00% | $13,404,446 |
Contracts | Type | Number of contracts | Expiration | Notional amount14 (000) | Value at 3/31/201815 (000) | Unrealized appreciation (depreciation) at 3/31/2018 (000) |
2 Year Euro-Schatz Futures | Long | 1,121 | June 2018 | $112,100 | $154,451 | $220 |
10 Year Euro-Bund Futures | Long | 552 | June 2018 | 55,200 | 108,286 | 1,594 |
30 Year Euro-Buxl Futures | Long | 24 | June 2018 | 2,400 | 4,884 | 134 |
5 Year Euro-Bobl Futures | Short | 758 | June 2018 | (75,800) | (122,414) | (870) |
10 Year U.S. Treasury Note Futures | Long | 485 | June 2018 | 48,500 | 58,753 | 555 |
Contracts | Type | Number of contracts | Expiration | Notional amount14 (000) | Value at 3/31/201815 (000) | Unrealized appreciation (depreciation) at 3/31/2018 (000) |
10 Year Ultra U.S. Treasury Note Futures | Short | 662 | June 2018 | $(66,200) | $(85,967) | $(1,305) |
30 Year Ultra U.S. Treasury Bond Futures | Short | 667 | June 2018 | (66,700) | (107,033) | (3,711) |
2 Year U.S. Treasury Note Futures | Long | 1,663 | July 2018 | 332,600 | 353,569 | 71 |
5 Year U.S. Treasury Note Futures | Short | 1,411 | July 2018 | (141,100) | (161,504) | (735) |
90 Day Euro Dollar Futures | Short | 1,024 | December 2019 | (256,000) | (248,870) | (103) |
$(4,150) |
Contract amount | Counterparty | Settlement date | Unrealized appreciation (depreciation) at 3/31/2018 (000) | |
Purchases (000) | Sales (000) | |||
USD75,621 | PLN256,300 | JPMorgan Chase | 4/6/2018 | $748 |
USD59,617 | CLP35,750,050 | Goldman Sachs | 4/6/2018 | 416 |
USD27,236 | CLP16,269,425 | Citibank | 4/6/2018 | 294 |
JPY3,145,224 | USD29,367 | Goldman Sachs | 4/6/2018 | 207 |
EUR15,751 | USD19,266 | Citibank | 4/6/2018 | 125 |
USD1,877 | EUR1,525 | Citibank | 4/6/2018 | (1) |
USD17,698 | AUD22,800 | Goldman Sachs | 4/9/2018 | 187 |
USD60,585 | INR3,946,950 | JPMorgan Chase | 4/9/2018 | 155 |
NOK43,710 | EUR4,500 | Goldman Sachs | 4/9/2018 | 37 |
USD11,219 | INR730,800 | Barclays Bank PLC | 4/9/2018 | 30 |
USD3,929 | ZAR46,500 | JPMorgan Chase | 4/9/2018 | 8 |
THB428,157 | USD13,736 | JPMorgan Chase | 4/9/2018 | (39) |
JPY1,426,776 | USD13,474 | Goldman Sachs | 4/9/2018 | (55) |
USD37,250 | CAD48,330 | Goldman Sachs | 4/9/2018 | (272) |
USD52,926 | AUD68,200 | Bank of America, N.A. | 4/11/2018 | 546 |
USD16,297 | AUD21,000 | JPMorgan Chase | 4/11/2018 | 168 |
USD1,788 | EUR1,447 | Citibank | 4/11/2018 | 6 |
USD298 | EUR240 | Bank of America, N.A. | 4/11/2018 | 2 |
USD340 | EUR275 | JPMorgan Chase | 4/11/2018 | 1 |
USD2,166 | NZD3,000 | JPMorgan Chase | 4/11/2018 | (2) |
EUR8,035 | USD9,932 | JPMorgan Chase | 4/11/2018 | (36) |
USD3,506 | GBP2,530 | Bank of America, N.A. | 4/11/2018 | (46) |
SEK42,771 | USD5,191 | Barclays Bank PLC | 4/11/2018 | (63) |
USD12,475 | CAD16,200 | Bank of America, N.A. | 4/11/2018 | (103) |
USD23,121 | CAD30,000 | Goldman Sachs | 4/11/2018 | (170) |
EUR44,866 | USD55,469 | Bank of America, N.A. | 4/11/2018 | (214) |
JPY9,682,061 | USD91,457 | Bank of America, N.A. | 4/11/2018 | (390) |
JPY15,841,887 | USD149,539 | JPMorgan Chase | 4/11/2018 | (534) |
JPY2,076,738 | USD19,521 | Goldman Sachs | 4/12/2018 | 14 |
EUR12,055 | USD14,888 | Citibank | 4/12/2018 | (40) |
USD26,815 | MYR105,000 | JPMorgan Chase | 4/13/2018 | (316) |
USD52,658 | AUD66,830 | Citibank | 4/16/2018 | 1,330 |
JPY12,195,000 | USD113,674 | HSBC Bank | 4/16/2018 | 1,065 |
JPY9,928,693 | USD93,293 | JPMorgan Chase | 4/16/2018 | 123 |
USD3,669 | NZD5,000 | JPMorgan Chase | 4/16/2018 | 56 |
USD1,722 | ILS5,900 | Bank of America, N.A. | 4/16/2018 | 38 |
JPY2,794,283 | USD26,266 | Barclays Bank PLC | 4/16/2018 | 25 |
Contract amount | Counterparty | Settlement date | Unrealized appreciation (depreciation) at 3/31/2018 (000) | |
Purchases (000) | Sales (000) | |||
USD17,367 | INR1,134,000 | Bank of America, N.A. | 4/16/2018 | $19 |
USD1,664 | INR108,700 | Citibank | 4/16/2018 | 1 |
USD1,470 | GBP1,050 | Bank of America, N.A. | 4/16/2018 | (4) |
USD12,384 | CAD16,000 | UBS AG | 4/16/2018 | (40) |
SEK39,107 | USD4,777 | UBS AG | 4/16/2018 | (87) |
EUR10,754 | USD13,344 | Bank of America, N.A. | 4/16/2018 | (96) |
JPY5,005,864 | USD47,218 | Bank of America, N.A. | 4/16/2018 | (119) |
JPY11,491,087 | USD108,380 | UBS AG | 4/16/2018 | (264) |
USD15,051 | CAD19,450 | Citibank | 4/17/2018 | (52) |
USD3,938 | AUD5,000 | HSBC Bank | 4/18/2018 | 98 |
USD3,867 | CAD5,000 | HSBC Bank | 4/18/2018 | (15) |
USD3,720 | BRL12,054 | Citibank | 4/20/2018 | 75 |
NOK40,698 | USD5,283 | JPMorgan Chase | 4/20/2018 | (87) |
JPY13,401,572 | USD126,339 | HSBC Bank | 4/20/2018 | (216) |
NOK123,886 | USD16,050 | Citibank | 4/20/2018 | (235) |
EUR83,098 | USD102,167 | Barclays Bank PLC | 4/23/2018 | 262 |
EUR82,982 | USD102,035 | Goldman Sachs | 4/23/2018 | 252 |
JPY2,694,444 | USD25,131 | HSBC Bank | 4/23/2018 | 232 |
EUR48,750 | USD59,938 | Citibank | 4/23/2018 | 153 |
USD30,932 | EUR25,000 | Bank of America, N.A. | 4/23/2018 | 117 |
USD2,561 | AUD3,200 | JPMorgan Chase | 4/23/2018 | 103 |
USD6,027 | BRL19,925 | JPMorgan Chase | 4/23/2018 | 4 |
CHF2,398 | USD2,519 | Bank of America, N.A. | 4/23/2018 | (6) |
JPY489,367 | EUR3,750 | Goldman Sachs | 4/23/2018 | (16) |
JPY1,937,908 | USD18,260 | Goldman Sachs | 4/23/2018 | (19) |
USD9,837 | EUR8,000 | Goldman Sachs | 4/23/2018 | (24) |
USD9,441 | EUR7,680 | UBS AG | 4/23/2018 | (26) |
USD2,919 | GBP2,100 | Bank of America, N.A. | 4/23/2018 | (30) |
USD10,065 | INR660,500 | Goldman Sachs | 4/23/2018 | (30) |
CHF14,455 | USD15,183 | Bank of America, N.A. | 4/23/2018 | (32) |
USD11,644 | INR763,890 | JPMorgan Chase | 4/23/2018 | (32) |
CHF22,712 | USD23,861 | Goldman Sachs | 4/23/2018 | (55) |
USD2,203 | NZD3,000 | JPMorgan Chase | 4/24/2018 | 35 |
EUR7,080 | PLN30,000 | Citibank | 4/24/2018 | (39) |
USD19,906 | EUR16,195 | Citibank | 4/24/2018 | (58) |
JPY7,356,342 | USD69,368 | Citibank | 4/24/2018 | (120) |
SEK70,637 | EUR7,000 | Citibank | 4/24/2018 | (154) |
SEK198,192 | USD24,141 | Citibank | 4/24/2018 | (361) |
USD5,737 | GBP4,050 | Bank of New York Mellon | 4/27/2018 | 48 |
USD1,011 | INR66,000 | Citibank | 4/27/2018 | 3 |
USD1,908 | EUR1,550 | Bank of America, N.A. | 4/27/2018 | (3) |
USD5,917 | MXN110,000 | JPMorgan Chase | 4/27/2018 | (107) |
JPY1,282,895 | EUR9,886 | Goldman Sachs | 4/27/2018 | (110) |
JPY6,000,000 | USD57,284 | JPMorgan Chase | 4/27/2018 | (793) |
USD4,256 | ZAR50,000 | UBS AG | 4/30/2018 | 52 |
GBP41,491 | EUR47,535 | JPMorgan Chase | 5/3/2018 | (339) |
USD7,484 | GBP5,250 | Goldman Sachs | 5/4/2018 | 107 |
GBP355 | USD501 | HSBC Bank | 5/4/2018 | (2) |
NOK131,600 | USD17,024 | Bank of America, N.A. | 5/4/2018 | (217) |
GBP54,949 | EUR62,950 | JPMorgan Chase | 5/4/2018 | (446) |
GBP41,187 | USD58,700 | Citibank | 5/4/2018 | (827) |
EUR60,974 | USD76,118 | Bank of America, N.A. | 5/4/2018 | (898) |
Contract amount | Counterparty | Settlement date | Unrealized appreciation (depreciation) at 3/31/2018 (000) | |
Purchases (000) | Sales (000) | |||
GBP62,910 | USD89,500 | Citibank | 5/4/2018 | $(1,104) |
JPY1,643,290 | USD15,516 | Bank of America, N.A. | 5/7/2018 | (33) |
USD36,041 | ILS125,800 | JPMorgan Chase | 5/9/2018 | 85 |
USD3,078 | TRY11,975 | Bank of America, N.A. | 5/9/2018 | 80 |
USD1,218 | EUR975 | JPMorgan Chase | 5/9/2018 | 15 |
USD1,269 | TRY5,100 | JPMorgan Chase | 5/9/2018 | (8) |
JPY1,330,157 | USD12,691 | JPMorgan Chase | 5/9/2018 | (157) |
USD21,999 | ZAR264,925 | UBS AG | 5/9/2018 | (250) |
EUR46,022 | USD57,494 | JPMorgan Chase | 5/9/2018 | (700) |
EUR25,842 | USD32,194 | Goldman Sachs | 5/10/2018 | (300) |
EUR74,700 | USD92,447 | UBS AG | 5/14/2018 | (227) |
USD115,890 | JPY12,800,000 | Citibank | 5/21/2018 | (4,823) |
USD363,513 | JPY40,150,000 | Citibank | 5/21/2018 | (15,129) |
USD22,767 | BRL75,000 | Citibank | 5/23/2018 | 153 |
EUR47,856 | USD58,941 | Bank of America, N.A. | 5/25/2018 | 186 |
USD2,464 | EUR2,000 | UBS AG | 5/25/2018 | (7) |
USD4,595 | CAD6,000 | Barclays Bank PLC | 5/25/2018 | (68) |
USD27,931 | MXN520,000 | JPMorgan Chase | 7/9/2018 | (219) |
USD5,150 | JPY560,000 | JPMorgan Chase | 8/20/2018 | (167) |
USD32,587 | INR2,174,200 | Citibank | 9/24/2018 | (69) |
USD20,796 | BRL70,000 | Citibank | 11/29/2018 | 31 |
USD9,077 | BRL30,650 | Citibank | 11/29/2018 | (15) |
USD155,200 | BRL529,000 | JPMorgan Chase | 12/4/2018 | (1,665) |
USD5,301 | EUR4,235 | Citibank | 12/13/2018 | (22) |
USD39,605 | BRL132,300 | Citibank | 3/11/2019 | 662 |
USD74,307 | BRL250,000 | JPMorgan Chase | 3/15/2019 | 742 |
USD5,015 | EUR3,950 | JPMorgan Chase | 3/15/2019 | 12 |
USD1,587 | EUR1,250 | JPMorgan Chase | 3/15/2019 | 4 |
$(24,091) |
Receive | Pay | Expiration date | Notional (000) | Value at 3/31/2018 (000) | Upfront payments/ receipts (000) | Unrealized appreciation (depreciation) at 3/31/2018 (000) |
1.8935% | U.S. EFFR | 9/26/2018 | $1,359,800 | $14 | $— | $14 |
1.6505% | 3-month USD-LIBOR | 3/21/2019 | 250,000 | (1,777) | — | (1,777) |
3-month USD-LIBOR | 1.598% | 8/11/2019 | 62,500 | 704 | — | 704 |
6-month EURIBOR | (0.156)% | 1/11/2020 | €48,850 | (36) | — | (36) |
2.143% | 3-month USD-LIBOR | 1/11/2020 | $60,000 | (412) | — | (412) |
3-month USD-LIBOR | 1.6332% | 5/23/2020 | 18,000 | 350 | — | 350 |
3-month NZD-BBR-FRA | 2.67% | 12/9/2020 | NZ$170,000 | (111) | — | (111) |
2.2425% | 3-month AUD-BBSW | 12/9/2020 | A$155,000 | (272) | — | (272) |
2.322% | 3-month AUD-BBSW | 12/15/2020 | 205,000 | (243) | — | (243) |
3-month NZD-BBR-FRA | 2.707% | 12/18/2020 | NZ$225,000 | (195) | — | (195) |
9.145% | DI-OVER-EXTRA Grupo | 1/4/2021 | BRL235,000 | 2,425 | — | 2,425 |
1.2185% | 3-month USD-LIBOR | 2/8/2021 | $70,000 | (2,717) | — | (2,717) |
6.775% | 28-day MXN-TIIE | 6/20/2022 | MXN1,100,000 | (1,374) | — | (1,374) |
1.1308% | 6-month GBP-LIBOR | 1/11/2023 | £26,600 | (348) | — | (347) |
3-month USD-LIBOR | 1.5075% | 9/22/2026 | $9,600 | 914 | — | 914 |
9.82% | DI-OVER-EXTRA Grupo | 1/4/2027 | BRL235,000 | 1,051 | — | 1,051 |
3-month SEK-STIBOR | 1.125% | 4/28/2027 | SKr100,000 | (19) | — | (19) |
0.8153% | 6-month EURIBOR | 4/28/2027 | €10,000 | (66) | — | (66) |
6-month EURIBOR | 0.7952% | 5/23/2027 | 12,500 | 120 | — | 120 |
3-month SEK-STIBOR | 1.222% | 8/8/2027 | SKr50,000 | (46) | — | (46) |
3-month USD-LIBOR | 2.4785% | 1/11/2028 | $13,250 | 336 | — | 336 |
0.8613% | 6-month EURIBOR | 1/11/2028 | €10,000 | (97) | — | (97) |
1.3798% | 6-month GBP-LIBOR | 1/11/2028 | £18,350 | (272) | — | (272) |
1.5598% | 6-month GBP-LIBOR | 1/11/2038 | 10,700 | (18) | — | (18) |
1.4898% | 6-month EURIBOR | 11/24/2047 | €8,250 | 16 | — | 16 |
1.4508% | 6-month EURIBOR | 12/15/2047 | 15,000 | (151) | — | (151) |
1.5768% | 6-month EURIBOR | 3/6/2048 | 20,000 | 579 | — | 579 |
$— | $(1,644) |
1 | Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date. |
2 | Index-linked bond whose principal amount moves with a government price index. |
3 | Acquired in a transaction exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $1,325,651,000, which represented 9.89% of the net assets of the fund. |
4 | Coupon rate may change periodically. |
5 | Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $10,690,000, which represented .08% of the net assets of the fund. |
6 | Valued under fair value procedures adopted by authority of the board of trustees. The total value of all such securities was $9,517,000, which represented .07% of the net assets of the fund. |
7 | Value determined using significant unobservable inputs. |
8 | Security did not produce income during the last 12 months. |
9 | Acquired through a private placement transaction exempt from registration under the Securities Act of 1933. May be subject to legal or contractual restrictions on resale. Further details on these holdings appear below. |
10 | Scheduled interest and/or principal payment was not received. |
11 | Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Most recent payment was 100% cash unless otherwise noted. |
12 | Purchased on a TBA basis. |
13 | A portion of this security was pledged as collateral. The total value of pledged collateral was $50,312,000, which represented .38% of the net assets of the fund. |
14 | Notional amount is calculated based on the number of contracts and notional contract size. |
15 | Value is calculated based on the notional amount and current market price. |
Private placement securities | Acquisition date(s) | Cost (000) | Value (000) | Percent of net assets |
Blackstone CQP Holdco LP, 6.50% 2021 | 3/6/2017 | $11,400 | $11,514 | .09% |
Corporate Risk Holdings I, Inc. | 8/31/2015 | 1,016 | 2,311 | .02 |
Corporate Risk Holdings Corp. | 8/31/2015 | — | — | .00 |
CEVA Group PLC, Series A-1, (3-month USD-LIBOR + 3.00%) 5.348% convertible preferred | 4/3/2013-8/27/2013 | 729 | 674 | .01 |
CEVA Group PLC | 3/10/2010-5/2/2013 | 719 | 343 | .00 |
Total private placement securities | $13,864 | $14,842 | .12% |
Fixed-income class | Examples of standard inputs |
All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”) |
Corporate bonds & notes; convertible securities | Standard inputs and underlying equity of the issuer |
Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
Mortgage-backed; asset-backed obligations | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information |
Municipal securities | Standard inputs and, for certain distressed securities, cash flows or liquidation values using a net present value calculation based on inputs that include, but are not limited to, financial statements and debt contracts |
Investment securities | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Bonds, notes & other debt instruments: | ||||
Euros | $— | $2,008,443 | $— | $2,008,443 |
Japanese yen | — | 1,521,830 | — | 1,521,830 |
Polish zloty | — | 556,884 | — | 556,884 |
Brazilian reais | — | 397,951 | — | 397,951 |
Mexican pesos | — | 391,310 | — | 391,310 |
Indian rupees | — | 338,518 | — | 338,518 |
British pounds | — | 336,292 | — | 336,292 |
Malaysian ringgits | — | 306,926 | — | 306,926 |
Thai baht | — | 183,164 | — | 183,164 |
Danish kroner | — | 112,844 | — | 112,844 |
Canadian dollars | — | 112,485 | — | 112,485 |
Australian dollars | — | 109,752 | — | 109,752 |
South Korean won | — | 96,003 | — | 96,003 |
Chilean pesos | — | 94,088 | — | 94,088 |
South African rand | — | 92,106 | — | 92,106 |
Israeli shekels | — | 79,671 | — | 79,671 |
New Romanian leu | — | 69,407 | — | 69,407 |
Chinese yuan renminbi | — | 53,948 | — | 53,948 |
Turkish lira | — | 40,928 | — | 40,928 |
Argentine pesos | — | 33,419 | — | 33,419 |
Uruguayan pesos | — | 28,922 | — | 28,922 |
Norwegian kroner | — | 18,990 | — | 18,990 |
Czech korunas | — | 18,793 | — | 18,793 |
Russian rubles | — | 15,154 | — | 15,154 |
Colombian pesos | — | 11,844 | — | 11,844 |
Nigerian naira | — | 6,659 | — | 6,659 |
Indonesian rupiah | — | 6,042 | — | 6,042 |
New Zealand dollars | — | 5,985 | — | 5,985 |
Ghana cedi | — | 4,083 | — | 4,083 |
Egyptian pounds | — | 3,503 | — | 3,503 |
Zambian kwacha | — | 3,124 | — | 3,124 |
Sri Lankan rupees | — | 337 | — | 337 |
U.S. dollars | — | 5,259,669 | 1,285 | 5,260,954 |
Convertible stocks | — | 674 | 3,303 | 3,977 |
Common stocks | 192 | 343 | 3,887 | 4,422 |
Rights & warrants | — | — | 25 | 25 |
Short-term securities | — | 1,151,350 | — | 1,151,350 |
Total | $192 | $13,471,441 | $8,500 | $13,480,133 |
Other investments* | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Unrealized appreciation on futures contracts | $2,574 | $— | $— | $2,574 |
Unrealized appreciation on open forward currency contracts | — | 9,112 | — | 9,112 |
Unrealized appreciation on interest rate swaps | — | 6,509 | — | 6,509 |
Liabilities: | ||||
Unrealized depreciation on futures contracts | (6,724) | — | — | (6,724) |
Unrealized depreciation on open forward currency contracts | — | (33,203) | — | (33,203) |
Unrealized depreciation on interest rate swaps | — | (8,153) | — | (8,153) |
Total | $(4,150) | $(25,735) | $— | $(29,885) |
* | Futures contracts, forward currency contracts and interest rate swaps are not included in the investment portfolio. |
Key to abbreviations and symbols | |
ARS = Argentine pesos | JPY/¥ = Japanese yen |
AUD/A$ = Australian dollars | KRW = South Korean won |
BBR = Bank base rate | LIBOR = London Interbank Offered Rate |
BBSW= Bank Bill Swap | LKR = Sri Lankan rupees |
BRL = Brazilian reais | MXN = Mexican pesos |
CAD/C$ = Canadian dollars | MYR = Malaysian ringgits |
CHF = Swiss francs | NGN = Nigerian naira |
CLP = Chilean pesos | NOK/NKr = Norwegian kroner |
CNY = Chinese yuan renminbi | NZD/NZ$ = New Zealand dollars |
COP = Colombian pesos | PLN = Polish zloty |
CZK = Czech korunas | RON = Romanian leu |
DI-OVER-EXTRA Grupo = Overnight Brazilian Interbank Deposit Rate | RUB = Russian rubles |
DKr = Danish kroner | SEK/SKr = Swedish kronor |
EFFR = Federal Funds Effective Rate | STIBOR = Stockholm Interbank Offered Rate |
EGP = Egyptian pounds | TBA = To-be-announced |
EUR/€ = Euros | THB = Thai baht |
EURIBOR = Euro Interbank Offered Rate | TIIE = Equilibrium Interbank Interest Rate |
FRA = Forward rate agreement | TRY = Turkish lira |
GBP/£ = British pounds | USD/$ = U.S. dollars |
GHS = Ghanaian cedi | UYU = Uruguayan pesos |
IDR = Indonesian rupiah | ZAR = South African rand |
ILS = Israeli shekels | ZMW = Zambian kwacha |
INR = Indian rupees |
MFGEFPX-031-0518O-S60651 | Capital World Bond Fund — Page 32 of 32 |
ITEM 2 – Controls and Procedures
The Registrant’s Principal Executive Officer and Principal Financial Officer have concluded, based on their evaluation of the Registrant’s disclosure controls and procedures (as such term is defined in Rule 30a-3 under the Investment Company Act of 1940), that such controls and procedures are adequate and reasonably designed to achieve the purposes described in paragraph (c) of such rule.
There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
ITEM 3 – Exhibits
The certifications required by Rule 30a-2 of the Investment Company Act of 1940 and Section 302 of the Sarbanes-Oxley Act of 2002 are attached as exhibits hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
CAPITAL WORLD BOND FUND | |
By /s/ Thomas H. Høgh | |
Thomas H. Høgh, President and Principal Executive Officer | |
Date: May 24, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By /s/ Thomas H. Høgh |
Thomas H. Høgh, President and Principal Executive Officer |
Date: May 24, 2018 |
By /s/ Brian C. Janssen |
Brian C. Janssen, Treasurer and Principal Financial Officer |
Date: May 24, 2018 |