VP Balanced - TF. Schedule of Investments as of (Unaudited) Market Value ($) Rate (%)

Transcription

1 Schedule of Investments as of (Unaudited) Microsoft Corp 48,513 4,427,782 United States Treasury Note/Bond 1.88% 01/31/ ,400,000 4,299,924 Alphabet Inc 3,958 4,105,000 Amazon.com Inc 2,415 3,495,326 Apple Inc 20,790 3,488,146 JPMorgan Chase & Co 25,490 2,803,135 Facebook Inc 16,903 2,700,930 United States Treasury Note/Bond /15/ ,600,000 2,556,291 Fannie Mae 3.5% 04/01/ ,525,000 2,528,780 Intel Corp 44,858 2,336,205 Cisco Systems Inc 49,104 2,106,071 Bank of America Corp 68,262 2,047,177 United States Treasury Note/Bond 1.3% 01/31/ ,000,000 1,984,226 Pfizer Inc 54,213 1,924,019 UnitedHealth Group Inc 8,913 1,907,382 United States Treasury Note/Bond /30/ ,900,000 1,854,236 Johnson & Johnson 14,011 1,795,510 United States Treasury Note/Bond /15/ ,700,000 1,678,140 Merck & Co Inc 29,192 1,590,088 International Business Machines Corp 9,876 1,515,275 Fannie Mae Pool ,474,930 1,479,343 AbbVie Inc 15,627 1,479,096 Fannie Mae TBA ,500,000 1,461,816 Amgen Inc 8,534 1,454,876 United States Treasury Note/Bond 2.5% ,560,000 1,421,690 Texas Instruments Inc 13,535 1,406,151 Boeing Co/The 4,267 1,399,064 Adobe Systems Inc 6,307 1,362,817 Honeywell International Inc 9,351 1,351,313 Caterpillar Inc 8,902 1,311,977 Chevron Corp 11,397 1,299,714 General Dynamics Corp 5,540 1,223,786 United States Treasury Note/Bond /31/ ,200,000 1,198,305 US Bancorp 23,498 1,186,649 Wells Fargo & Co 22,296 1,168,533 Lam Research Corp 5,709 1,159,840 Exxon Mobil Corp 15,538 1,159,290 United States Treasury Note/Bond /31/ ,150,000 1,141,491 Sun Banks Inc 16,624 1,131,097 Intuitive Surgical Inc 2,703 1,115,879 Halliburton Co 23,545 1,105,202 Marathon Petroleum Corp 15,090 1,103,230 S&P Global Inc 5,764 1,101,270 Biogen Inc 4,021 1,101,030 United States Treasury Note/Bond /30/ ,100,000 1,097,031 Applied Materials Inc 19,085 1,061,317 Best Buy Co Inc 15,154 1,060,628 Marriott International Inc/MD 7,755 1,054,525

2 Kimberly-Clark Corp 9,439 1,039,517 Ginnie Mae ,000,000 1,027,610 Oracle Corp 22,436 1,026,447 Total System Services Inc 11, ,408 Air Products & Chemicals Inc 6, ,075 United States Treasury Note/Bond 3.5% , ,474 Allstate Corp/The 10, ,394 United States Treasury Note/Bond /31/ ,000, ,581 Broadcom Ltd 4, ,413 Eastman Chemical Co 9, ,635 Conagra Brands Inc 25, ,891 Hartford Financial Services Group Inc/The 17, ,227 Hershey Co/The 9, ,276 Berkshire Hathaway Inc 4, ,033 Las Vegas Sands Corp 12, ,404 3M Co 4, ,422 Royal Caribbean Cruises Ltd 7, ,410 Michael Kors s Ltd 14, ,019 Electronic Arts Inc 7, ,748 Weyerhaeuser Co 25, ,595 Fannie Mae TBA , ,836 Vail Resorts Inc 3, ,309 T-Mobile US Inc 14, ,100 PotlatchDeltic Corp 16, ,453 BorgWarner Inc 16, ,092 FMC Corp 10, ,173 HollyFrontier Corp 16, ,636 Deckers Outdoor Corp 8, ,659 United States Treasury Note/Bond , ,450 Activision Blizzard Inc 11, ,615 United States Treasury Bill /31/ , ,608 Oshkosh Corp 10, ,091 Celgene Corp 8, ,291 Evercore Inc 8, ,069 Nasdaq Inc 8, ,152 Fannie Mae , ,987 Toro Co/The 11, ,966 H&R Block Inc 27, ,274 Varian Medical Systems Inc 5, ,548 PPG Industries Inc 6, ,018 Federal National Mortgage Association 6.625% , ,989 11/15/2030 Edwards Lifesciences Corp 4, ,627 Fannie Mae Pool , ,112 Sequoia Mortgage 2017-CH , ,118 United States Treasury Note/Bond /30/ , ,845 PepsiCo Inc 5, ,067 United States Treasury Note/Bond 2.75% , ,292

3 Tapestry Inc 11, ,435 Ross Stores Inc 7, ,309 Eli Lilly & Co 7, ,095 Synchrony Financial 16, ,454 Time Warner Inc 5, ,873 United States Treasury Note/Bond /15/ , ,941 Parker-Hannifin Corp 3, ,666 Ginnie Mae , ,842 Fannie Mae Pool , ,479 Dryden 64 CLO Ltd , ,000 United States Treasury Note/Bond 4.375% , , Ginnie Mae , ,584 PerkinElmer Inc 6, ,381 Booking s Inc ,490 Carlisle Cos Inc 4, ,873 Molson Coors Brewing Co 6, ,443 Toll Brothers Inc 10, ,282 Principal Financial Group Inc 7, ,958 Cooper Cos Inc/The 1, ,680 Ingersoll-Rand PLC 4, ,189 Hill-Rom s Inc 4, ,687 PACCAR Inc 6, ,041 CVS Health Corp 6, ,787 Allergan PLC 2, ,372 Invitation Homes 2018-SFR , ,078 Irvine Core Office 2013-IRV , ,773 Zimmer Biomet s Inc 3, ,597 Owens Corning 4, ,880 COMM 2017-PANW Mortgage , ,074 Freddie Mac Multifamily Structured Pass Through , ,549 Certificates Emerson Electric Co 5, ,014 American Express Co 3, ,994 Edgewell Personal Care Co 7, ,677 Fannie Mae Pool , ,813 Hertz Vehicle Financing LLC , ,457 CIFC Funding 2013-III-R Ltd , ,000 Portland General Electric Co 8, ,467 Freddie Mac Multifamily Structured Pass Through , ,493 Certificates United States Treasury Note/Bond 2.75% , , Louisiana-Pacific Corp 11, ,422 Fannie Mae Pool , ,373 Citigroup Inc /21/ , ,789 Cerner Corp 5, ,200 Anheuser-Busch InBev Finance Inc /01/ , ,405 WR Grace & Co 4, ,680

4 Bank of America Corp /22/ , ,512 LogMeIn Inc 2, ,857 Morgan Stanley /19/ , ,404 Avis Budget Rental Car Funding AESOP LLC , ,917 First American Financial Corp 5, ,508 Freddie Mac Gold Pool , ,267 Sequoia Mortgage , ,327 Curtiss-Wright Corp 2, ,133 Goldman Sachs Group Inc/The /23/ , ,590 Freddie Mac Multifamily Structured Pass Through , ,014 Certificates MSCI Inc 1, ,844 United States Treasury Note/Bond , ,337 Alexion Pharmaceuticals Inc 2, ,316 Sequoia Mortgage , ,171 Huntsman Corp 9, ,762 Towd Point Mortgage , ,755 Monsanto Co 2, ,384 PNC Bank NA /25/ , ,719 Metropolitan Water Reclamation District of Greater , ,176 Chicago United States Treasury Note/Bond , ,102 DBCG 2017-BBG Mortgage , ,571 Symphony CLO XIX Ltd , ,000 Credit Suisse Group Funding Guernsey Ltd , ,729 12/10/2020 Enterprise Fleet Financing LLC , ,247 Freddie Mac Non Gold Pool , ,314 Colony Starwood Homes , ,287 Jones Lang LaSalle Inc 1, ,369 United States Treasury Note/Bond /31/ , ,101 Hudson Yards HY Mortgage , ,298 AT&T Inc 6, ,652 WP Carey Inc 3, ,417 Torchmark Corp 2, ,027 United States Treasury Note/Bond 3.125% , , Progress Residential 2018-SFR , ,639 United Rentals Inc 1, ,304 Flagstar Mortgage , ,581 Ginnie Mae I Pool , ,126 Goldman Sachs Group Inc/The /13/ , ,716 JPMorgan Chase & Co /23/ , ,209 General Motors Financial Co Inc /01/ , ,460 International Game Technology PLC 7, ,472 ICON PLC 1, ,753 Bank of America Corp /20/ , ,027 Hilton Grand Vacations Inc 4, ,711 Barclays Bank PLC /14/ , ,634

5 United States Treasury Note/Bond , ,285 HSBC s PLC /08/ , ,293 MVW Owner , ,253 Fannie Mae Pool , ,357 John Wiley & Sons Inc 3, ,572 Core Industrial 2015-CALW , ,390 BB-UBS 2012-SHOW , ,120 Ford Motor Credit Co LLC /09/ , ,382 Capital One Financial Corp /29/ , ,379 HSBC s PLC /25/ , ,050 UBS Group Funding Switzerland AG , ,753 05/23/2023 Freddie Mac Structured Agency Credit Risk Debt , ,794 Notes United States Treasury Note/Bond /31/ , ,397 United States Treasury Note/Bond /30/ , ,173 United States Treasury Note/Bond /15/ , ,158 Hyundai Auto Receivables 2017-A , ,077 Towd Point Mortgage , ,942 GE Capital International Funding Co Unlimited Co , , /15/2020 United States Treasury Note/Bond /15/ , ,380 Amgen Inc /11/ , ,331 Dell International LLC / EMC Corp , ,046 06/15/2026 ebay Inc 4, ,031 AT&T Inc /15/ , ,905 Ginnie Mae II Pool , ,626 VSE 2017-A VOI Mortgage LLC , ,587 Charter Communications Operating LLC / Charter , ,235 Communications Operating Capital /23/2025 Freddie Mac Non Gold Pool , ,342 Express Scripts Co 2, ,898 Fannie Mae Pool , ,073 AbbVie Inc /06/ , ,733 Wells Fargo & Co /15/ , ,706 Ryder System Inc 2, ,956 JP Morgan Mortgage , ,642 LivaNova PLC 2, ,098 Robert Half International Inc 3, ,680 Gilead Sciences Inc /01/ , ,697 Shire Acquisitions Investments Ireland DAC , ,901 09/23/2021 American Express Credit Corp /03/ , ,579 JPMDB Commercial Mortgage Securities , , C5 Fannie Mae Pool , ,021 JPMorgan Chase & Co /10/ , ,822 Morgan Stanley /23/ , ,469

6 AT&T Inc /14/ , ,301 Citigroup Inc /25/ , ,834 Grand Canyon Education Inc 1, ,596 Synopsys Inc 1, ,411 AT&T Inc /15/ , ,736 Freddie Mac Structured Agency Credit Risk Debt , ,726 Notes Fannie Mae Pool , ,491 CD 2016-CD2 Mortgage , ,361 Core Industrial 2015-WEST , ,352 JP Morgan Chase Commercial Mortgage Securities , , CBM CBAM Ltd , ,000 Abbott Laboratories /30/ , ,375 United States Treasury Note/Bond /31/ , ,248 Deutsche Telekom International Finance BV , ,030 01/17/2020 United States Treasury Note/Bond /29/ , ,461 Deutsche Telekom International Finance BV , ,431 01/19/2027 Morgan Stanley Bank of America Merrill Lynch , , C34 Fannie Mae Pool , ,818 Fannie Mae Pool , ,076 Medtronic Inc /15/ , ,996 JPMorgan Chase & Co /23/ , ,628 Fannie Mae Pool , ,685 Discovery Communications LLC /20/ , ,561 Apple Inc /09/ , ,786 COMM 2014-CCRE15 Mortgage , ,442 Goldman Sachs Group Inc/The /15/ , ,364 COMM 2014-LC17 Mortgage , ,339 Procter & Gamble Co/The 1, ,226 Sabine Pass Liquefaction LLC /01/ , ,055 International Lease Finance Corp /15/ , ,045 Sanderson Farms Inc 1, ,899 COMM 2014-UBS5 Mortgage , ,799 Fannie Mae Pool , ,709 Citigroup Inc 1, ,642 Masimo Corp 1, ,440 Allergan Finance LLC /01/ , ,382 Fannie Mae Pool , ,137 UBS Commercial Mortgage 2017-C , ,980 General Electric Co /09/ , ,103 Enterprise Products Operating LLC /01/ , ,653 Fannie Mae Connecticut Avenue Securities , ,162 Dryden 41 Senior Loan Fund , ,071 Ginnie Mae II Pool , ,810 Morgan Stanley Capital I 2014-CPT , ,166

7 Leucadia National Corp 5, ,947 Verizon Communications Inc /15/ , ,435 Fannie Mae Pool , ,052 Celgene Corp /15/ , ,008 Fannie Mae Pool , ,405 Fannie Mae Pool , ,549 VSE 2016-A VOI Mortgage LLC , ,211 Oracle Corp /15/ , ,929 BAMLL Commercial Mortgage Securities , , ICTS Biogen Inc /15/ , ,349 Ginnie Mae II Pool , ,321 Agate Bay Mortgage , ,726 Fannie Mae Pool , ,126 Piedmont Office Realty Inc 6, ,310 Anheuser-Busch InBev Finance Inc /01/ , ,465 Cardinal Health Inc /14/ , ,831 Fannie Mae Pool , ,680 American International Group Inc /15/ , ,644 JPMorgan Chase & Co /10/ , ,869 MASTR Adjustable Rate Mortgages , ,242 Fidelity National Information Services Inc , ,550 08/15/2026 Towd Point Mortgage , ,101 United States Treasury Note/Bond , ,373 COMM 2015-CCRE22 Mortgage , ,350 General Motors Financial Co Inc /15/ , ,122 Carlyle Global Market Strategies CLO Ltd , ,000 Voya CLO Ltd , ,000 Fannie Mae Pool ,477 99,870 Fannie Mae Pool ,958 99,416 Amgen Inc /22/ ,000 99,391 Microsoft Corp /06/ ,000 99,324 MPLX LP /01/ ,000 99,289 Dominion Energy Inc /01/ ,000 99,202 BAMLL Commercial Mortgage Securities ,000 99, P AbbVie Inc /14/ ,000 98,744 Fannie Mae Connecticut Avenue Securities ,857 98,663 Fannie Mae Pool ,785 98,040 New Residential Mortgage Loan ,701 97,899 Royal Bank of Canada /26/ ,000 97,845 Fifth Third Bancorp /16/ ,000 97,477 BRE Grand Islander Timeshare Issuer 2017-A LLC ,122 97,333 Kinder Morgan Energy Partners LP /01/ ,000 97,277 Time Warner Inc /15/ ,000 96,800 Western Digital Corp 1,041 96,053 New Jersey Turnpike Authority ,000 95,972

8 JP Morgan Chase Commercial Mortgage Securities ,000 95, JP2 Garmin Ltd 1,612 94,995 Fannie Mae Pool ,329 94,879 Jabil Inc 3,228 92,740 MSA Safety Inc 1,102 91,730 Sequoia Mortgage ,764 91,260 Verizon Communications Inc 1,907 91,193 CSMC 2017-HL ,518 90,682 Fannie Mae Connecticut Avenue Securities ,000 90,625 GSR Mortgage Loan 2005-AR ,919 90,006 Lockheed Martin Corp /15/ ,000 89,347 Comcast Corp /15/ ,000 89,097 Royal Bank of Canada /02/ ,000 88,719 Continental Resources Inc/OK /15/ ,000 87,862 Omnicom Group Inc /15/ ,000 87,342 Freddie Mac Non Gold Pool ,874 86,776 WaMu Mortgage Pass-Through Certificates Series ,645 86, AR3 Enterprise Fleet Financing LLC ,684 86,231 Fannie Mae Pool ,334 85,099 Enterprise Products Operating LLC /15/ ,000 83,958 Morgan Stanley /23/ ,000 83,066 Ginnie Mae II Pool ,552 82,782 Freddie Mac Gold Pool ,694 81,874 Cooperatieve Rabobank UA /08/ ,000 81,723 JP Morgan Mortgage ,979 81,530 Williams Partners LP /15/ ,000 81,299 Bank of America Corp /26/ ,000 81,173 Anheuser-Busch InBev Finance Inc /01/ ,000 81,063 Citigroup Inc /29/ ,000 80,986 Wells Fargo & Co /03/ ,000 79,540 Ford Motor Co /08/ ,000 79,131 Constellation Brands Inc /01/ ,000 79,073 Becton Dickinson and Co /15/ ,000 78,739 Fannie Mae Pool ,580 78,603 JP Morgan Chase Commercial Mortgage Securities ,000 78, C16 Verizon Communications Inc /21/ ,000 77,873 Amazon.com Inc /22/ ,000 77,288 Simon Property Group LP /30/ ,000 77,192 Freddie Mac Structured Agency Credit Risk Debt ,000 76,355 Notes Concho Resources Inc /15/ ,000 76,114 Hilton Grand Vacations 2017-A ,085 76,090 JPMBB Commercial Mortgage Securities ,000 75, C21 Progress Residential 2016-SFR ,926 75,507 PBF Energy Inc 2,227 75,495

9 Microsoft Corp /06/ ,000 75,364 UnitedHealth Group Inc /15/ ,000 74,169 Time Warner Inc /15/ ,000 73,353 Fannie Mae Pool ,663 73,237 Petroleos Mexicanos /24/ ,000 71,918 CIT Group Inc /15/ ,000 71,838 Prudential Financial Inc /07/ ,000 71,508 Pitney Bowes Inc 6,549 71,319 Aramark Services Inc /01/ ,000 70,721 Biogen Inc /15/ ,000 70,714 Waste Management Inc /01/ ,000 70,701 Estee Lauder Cos Inc/The ,770 Wells Fargo Mortgage Backed Securities ,885 68,424 AR10 Allergan Funding SCS /15/ ,000 68,298 Freddie Mac Non Gold Pool ,170 67,880 Dominion Energy Inc /15/ ,000 67,754 Microsoft Corp /12/ ,000 67,616 Ginnie Mae I Pool ,296 67,269 Apple Inc /12/ ,000 66,667 Sunoco Logistics Partners Operations LP ,000 66,397 10/01/2027 UnitedHealth Group Inc /15/ ,000 65,865 Halliburton Co /15/ ,000 64,720 Freddie Mac Non Gold Pool ,307 64,670 MidAmerican Energy Co /15/ ,000 64,580 Plains All American Pipeline LP / PAA Finance ,000 64,155 Corp /01/2022 Home Depot Inc/The /01/ ,000 64,017 Duke Energy Corp /01/ ,000 63,962 Hilton Grand Vacations 2014-A ,052 63,891 Georgia-Pacific LLC /01/ ,000 63,444 Senior Housing Properties 4,048 63,392 Burlington Northern Santa Fe LLC /15/ ,000 63,294 Prudential Financial Inc /21/ ,000 63,109 NBCUniversal Media LLC /01/ ,000 62,352 McDonald's Corp /01/ ,000 62,198 Merrill Lynch Mortgage Investors Series ,471 62,009 MLCC Bristol-Myers Squibb Co ,858 Potomac Electric Power Co /15/ ,000 61,033 Marathon Oil Corp /15/ ,000 60,994 Crown Castle International Corp /15/ ,000 60,976 Hewlett Packard Enterprise Co /15/ ,000 60,582 CVS Health Corp /25/ ,000 60,490 HCA Inc /15/ ,000 60,378 Molson Coors Brewing Co /15/ ,000 60,154 New York City Water & Sewer System ,000 60,144 General Motors Financial Co Inc /15/ ,000 60,017

10 Freddie Mac Non Gold Pool ,736 59,736 Verizon Communications Inc /01/ ,000 59,453 Celgene Corp /15/ ,000 59,295 Structured Adjustable Rate Mortgage Loan ,698 59,147 MVW Owner ,490 59,122 Morgan Stanley /24/ ,000 59,101 JPMorgan Chase & Co /01/ ,000 59,064 Apple Inc /11/ ,000 58,656 Telefonica Emisiones SAU /16/ ,000 58,569 Microsoft Corp /08/ ,000 58,552 Mexico Government International Bond ,000 58,500 Energy Transfer Equity LP /15/ ,000 58,500 Regions Financial Corp /14/ ,000 58,341 JPMorgan Chase & Co /24/ ,000 58,329 Fannie Mae Pool ,425 58,323 TEGNA Inc /15/ ,000 57,832 United Parcel Service Inc /15/ ,000 57,768 Target Corp /15/ ,000 57,462 Cimarex Energy Co /01/ ,000 56,650 Bank of America Corp /21/ ,000 56,414 Jefferies Group LLC / Jefferies Group Capital ,000 56,020 Finance Inc /23/2030 Apple Inc /04/ ,000 55,646 Fannie Mae Pool ,836 54,812 Anadarko Petroleum Corp /15/ ,000 54,638 Berkshire Hathaway Inc /11/ ,000 54,330 NBCUniversal Media LLC /15/ ,000 54,010 21st Century Fox America Inc /15/ ,000 53,867 Fifth Third Bancorp 1,693 53,753 Fannie Mae Pool ,963 53,711 Ford Motor Credit Co LLC /02/ ,000 53,383 Thornburg Mortgage Securities ,717 53,264 Lowe's Cos Inc ,176 JP Morgan Chase Commercial Mortgage Securities ,000 52, C16 Gilead Sciences Inc /01/ ,000 52,116 Sierra Receivables Funding Co LLC ,565 52,071 Phillips /01/ ,000 52,021 Comcast Corp /15/ ,000 51,634 Voya Financial Inc /15/ ,000 51,590 Masco Corp /01/ ,000 51,306 Oshkosh Corp /01/ ,000 51,250 Fannie Mae Connecticut Avenue Securities ,759 51,172 Noble Energy Inc /15/ ,000 51,125 Towd Point Mortgage ,493 50,909 Andeavor Logistics LP / Tesoro Logistics Finance ,000 50,895 Corp /15/2025 Welltower Inc /15/ ,000 50,657 Republic Services Inc /01/ ,000 50,534

11 Ginnie Mae I Pool ,781 50,483 Antero Resources Corp /01/ ,000 50,375 Kroger Co/The /15/ ,000 50,246 US Bancorp /11/ ,000 50,143 Steel Dynamics Inc /15/ ,000 50,125 Berkshire Hathaway Finance Corp /15/ ,000 50,037 General Motors Co /01/ ,000 49,930 Dow Chemical Co/The /15/ ,000 49,881 Crown Americas LLC / Crown Americas Capital ,000 49,750 Corp IV /15/2023 Charter Communications Operating LLC / Charter ,000 49,487 Communications Operating Capital /23/2045 Port Authority of New York & New Jersey ,000 49,436 Exxon Mobil Corp /01/ ,000 49,047 Fannie Mae Pool ,507 48,891 MetLife Inc /13/ ,000 48,839 Wells Fargo & Co /22/ ,000 48,812 NextEra Energy Capital s Inc ,000 48,650 05/01/2027 Westlake Chemical Corp /15/ ,000 48,413 Encana Corp /01/ ,000 48,406 Citigroup Inc /27/ ,000 48,328 Goldman Sachs Group Inc/The /16/ ,000 48,194 Union Pacific Corp /15/ ,000 48,168 Rutgers The State University of New Jersey ,000 48,090 Fannie Mae Connecticut Avenue Securities ,683 47,905 CSX Corp /01/ ,000 47,853 International Paper Co /15/ ,000 47,770 Amgen Inc /15/ ,000 47,719 CD 2016-CD1 Mortgage ,000 47,372 Fannie Mae Pool ,010 47,248 Express Scripts Co /01/ ,000 47,034 Zoetis Inc /12/ ,000 46,912 Kinder Morgan Energy Partners LP /15/ ,000 46,888 Port Authority of New York & New Jersey ,000 46,883 AT&T Inc /14/ ,000 45,551 Agate Bay Mortgage ,148 45,237 Microsoft Corp /03/ ,000 44,462 ONEOK Inc /13/ ,000 44,388 State of California ,000 43,853 Sofi Mortgage ,408 43,656 AT&T Inc /15/ ,000 43,014 Apple Hospitality REIT Inc 2,431 42,713 United Technologies Corp /01/ ,000 42,642 Freddie Mac Non Gold Pool ,522 42,537 Medtronic Inc /15/ ,000 42,461 CVS Health Corp /25/ ,000 42,151 Markel Corp /01/ ,000 42,123 Ginnie Mae I Pool ,825 42,111

12 AT&T Inc /01/ ,000 42,029 Florida Power & Light Co /01/ ,000 41,608 Orange SA /14/ ,000 41,539 Newfield Exploration Co /01/ ,000 41,500 Home Depot Inc/The /15/ ,000 41,394 PNC Financial Services Group Inc/The ,000 41,208 08/11/2020 NiSource Inc /01/ ,000 41,037 WestRock RKT Co /01/ ,000 40,981 Barrick North America Finance LLC ,000 40,894 05/01/2043 VEREIT Operating Partnership LP /01/ ,000 40,811 Williams Partners LP /15/ ,000 40,680 Energy Transfer Partners LP /01/ ,000 40,573 Verizon Communications Inc /16/ ,000 40,566 Sierra Timeshare Receivables Funding LLC ,243 40,097 Seagate HDD Cayman /01/ ,000 40,050 CVS Health Corp /20/ ,000 39,941 Phillips /15/ ,000 39,908 Lamb Weston s Inc /01/ ,000 39,850 Apache Corp /15/ ,000 39,822 Morgan Stanley /23/ ,000 39,802 Shell International Finance BV /11/ ,000 39,639 Wells Fargo & Co /22/ ,000 39,626 McDonald's Corp /26/ ,000 39,595 FedEx Corp /15/ ,000 39,585 Burlington Northern Santa Fe LLC /01/ ,000 39,568 Marathon Oil Corp /01/ ,000 39,563 CBS Corp /15/ ,000 39,505 Wells Fargo & Co /24/ ,000 39,348 Goldman Sachs Group Inc/The /23/ ,000 39,328 Wells Fargo Mortgage Backed Securities ,055 39,207 AR10 Chubb INA s Inc /15/ ,000 39,160 Boston Properties LP /01/ ,000 39,155 Sempra Energy /01/ ,000 39,146 Chevron Corp /16/ ,000 39,109 Mosaic Co/The /15/ ,000 39,062 Oracle Corp /15/ ,000 39,037 Cenovus Energy Inc /15/ ,000 39,037 American Express Credit Corp /05/ ,000 38,974 MetLife Inc /13/ ,000 38,948 AT&T Inc /15/ ,000 38,932 NextEra Energy Operating Partners LP ,000 38,900 09/15/2024 Home Depot Inc/The /01/ ,000 38,899 Sunoco Logistics Partners Operations LP ,000 38,895 01/15/2023 Bank of America Corp /01/ ,000 38,846

13 DR Horton Inc /15/ ,000 38,812 Statoil ASA /17/ ,000 38,759 Exxon Mobil Corp /06/ ,000 38,654 Lowe's Cos Inc /03/ ,000 38,551 Freddie Mac Structured Agency Credit Risk Debt ,043 38,471 Notes Huntington Bancshares Inc/OH /14/ ,000 38,343 MVW Owner ,593 38,096 Shell International Finance BV /21/ ,000 37,912 Broadcom Corp / Broadcom Cayman Finance Ltd ,000 37, /15/2025 Federal National Mortgage Association ,000 37,816 Toll Brothers Finance Corp /15/ ,000 37,700 CCO s LLC / CCO s Capital Corp ,000 37, /01/2028 American Tower Corp /15/ ,000 37,670 State of Illinois ,000 37,557 Adjustable Rate Mortgage ,998 37,402 Republic of Poland Government International Bond ,000 37,230 Enterprise Fleet Financing LLC ,271 37,179 GSR Mortgage Loan 2005-AR ,783 37,003 Kinder Morgan Inc/DE /01/ ,000 36,881 Peruvian Government International Bond ,000 36,150 Santa Clara Valley Transportation Authority ,000 36,036 Viacom Inc /15/ ,000 35,917 Kimco Realty Corp /01/ ,000 35,791 Burlington Northern Santa Fe LLC /01/ ,000 35,748 Fannie Mae Pool ,640 35,534 Citigroup Mortgage Loan Inc ,214 35,396 MVW Owner ,891 35,215 Republic of Italy Government International Bond ,000 35,115 Consolidated Edison Co of New York Inc ,000 34,956 03/01/2043 Alliance Data Systems Corp ,909 Merrill Lynch Mortgage Investors Series ,697 34,406 MLMI 2005-A2 Cigna Corp ,883 CVS Health Corp /01/ ,000 33,715 Dallas Area Rapid Transit ,000 33,460 Exelon Corp /01/ ,000 33,327 Ohio Water Development Authority Water Pollution ,000 33,322 Control Loan Fund UnitedHealth Group Inc /15/ ,000 33,100 Freddie Mac Non Gold Pool ,433 33,089 Freddie Mac Non Gold Pool ,988 32,527 Goldman Sachs Group Inc/The /24/ ,000 32,470 City of Los Angeles Department of Airports ,000 32,433 Energy Transfer Equity LP /15/ ,000 32,381 Royal Caribbean Cruises Ltd /15/ ,000 32,377

14 Concho Resources Inc /01/ ,000 31,942 Banc of America Mortgage 2004-E ,969 31,919 Crown Castle International Corp /15/ ,000 31,903 AT&T Inc /01/ ,000 31,789 Kinder Morgan Energy Partners LP /01/ ,000 31,784 Hess Corp /15/ ,000 31,728 Bank of America Corp /20/ ,000 31,627 Toll Brothers Finance Corp /01/ ,000 31,388 Sacramento Municipal Utility District ,000 31,321 Time Warner Inc /15/ ,000 31,201 Colombia Government International Bond ,000 31,102 BP Capital Markets PLC /01/ ,000 31,099 Lamar Media Corp /15/ ,000 31,050 State of California ,000 31,020 Bank of America Corp /24/ ,000 30,980 Fannie Mae Pool ,394 30,930 CenturyLink Inc /15/ ,000 30,900 EOG Resources Inc /01/ ,000 30,895 Fannie Mae Pool ,777 30,891 WR Berkley Corp /01/ ,000 30,881 Owens Corning /15/ ,000 30,834 Wells Fargo & Co /07/ ,000 30,761 FirstEnergy Corp /15/ ,000 30,744 Hospitality Properties /15/ ,000 30,679 Exelon Corp /15/ ,000 30,670 Fannie Mae Pool ,589 30,663 Lennar Corp /01/ ,000 30,638 Wells Fargo Mortgage Backed Securities 2005-AR ,347 30,619 Oracle Corp /15/ ,000 30,610 State of California ,000 30,530 Ashland LLC /15/ ,000 30,525 Viacom Inc /01/ ,000 30,471 Duke University Health System Inc /01/ ,000 30,466 Florida Power & Light Co /01/ ,000 30,464 CNOOC Nexen Finance 2014 ULC /30/ ,000 30,464 CVS Health Corp /25/ ,000 30,452 Union Pacific Corp /15/ ,000 30,292 Anthem Inc /15/ ,000 30,280 Jaguar Land Rover Automotive PLC ,000 30,225 12/15/2018 Essex Portfolio LP /15/ ,000 30,215 Fannie Mae Pool ,061 30,167 Halliburton Co /15/ ,000 30,167 Kilroy Realty LP /15/ ,000 30,158 Virginia Electric & Power Co /15/ ,000 30,120 CyrusOne LP / CyrusOne Finance Corp /15/ ,000 30,112

15 Nielsen Finance LLC / Nielsen Finance Co ,000 30,052 04/15/2022 Enbridge Energy Partners LP /15/ ,000 30,038 Apple Inc /06/ ,000 29,982 CSX Corp /01/ ,000 29,963 Berkshire Hathaway Energy Co /01/ ,000 29,963 AmeriGas Partners LP / AmeriGas Finance Corp ,000 29, /20/2024 Tenet Healthcare Corp /15/ ,000 29,915 AT&T Inc /15/ ,000 29,827 UnitedHealth Group Inc /15/ ,000 29,740 AbbVie Inc /06/ ,000 29,661 AbbVie Inc /14/ ,000 29,596 Celgene Corp /15/ ,000 29,570 Citigroup Inc /08/ ,000 29,562 Duke Energy Florida LLC /15/ ,000 29,527 MPLX LP /15/ ,000 29,515 General Motors Co /01/ ,000 29,395 Ball Corp /15/ ,000 29,362 Viacom Inc /15/ ,000 29,287 Energy Transfer Partners LP /01/ ,000 29,265 City of San Francisco CA Public Utilities ,000 29,195 Commission Water Revenue Salt River Project Agricultural Improvement & ,000 29,108 Power District Anthem Inc /01/ ,000 29,042 Activision Blizzard Inc /15/ ,000 29,009 Boeing Co/The /30/ ,000 28,963 Aetna Inc /15/ ,000 28,918 Apple Inc /13/ ,000 28,884 Lennar Corp /29/ ,000 28,875 American Express Co /30/ ,000 28,834 Hudson Pacific Properties LP /01/ ,000 28,791 Charter Communications Operating LLC / Charter ,000 28,754 Communications Operating Capital /15/2028 Targa Resources Partners LP / Targa Resources ,000 28,725 Partners Finance Corp /15/2028 Berkshire Hathaway Energy Co /15/ ,000 28,667 Waste Management Inc /15/ ,000 28,622 CommScope Technologies LLC /15/ ,000 28,575 Sempra Energy /15/ ,000 28,537 AvalonBay Communities Inc /15/ ,000 28,525 Macy's Retail s Inc /15/ ,000 28,304 Wells Fargo Mortgage Backed Securities ,477 28,296 Pacific Gas & Electric Co /01/ ,000 28,191 Bay Area Toll Authority ,000 27,930 JP Morgan Mortgage ,469 27,927 Fannie Mae Pool ,635 27,466

16 Los Angeles Community College District/CA ,000 27,438 Petroleos Mexicanos /05/ ,000 27,150 Duke Energy Florida LLC /15/ ,000 26,909 Citigroup Mortgage Loan Inc ,640 26,430 Cisco Systems Inc /15/ ,000 26,148 City of Houston TX ,000 25,532 Thermo Fisher Scientific Inc /15/ ,000 25,240 Wells Fargo & Co /04/ ,000 25,231 Sierra Timeshare Receivables Funding LLC ,405 25,211 State of Oregon Department of Transportation ,000 24,996 GSR Mortgage Loan ,143 24,933 Time Warner Cable LLC /01/ ,000 24,883 Citigroup Mortgage Loan Inc ,251 24,593 Wells Fargo Mortgage Backed Securities ,289 24,573 Oracle Corp /15/ ,000 24,382 Hilton Domestic Operating Co Inc /01/ ,000 24,312 Anadarko Petroleum Corp /15/ ,000 24,010 Southern Co Gas Capital Corp /01/ ,000 23,774 United Technologies Corp /15/ ,000 23,581 Missouri Highway & Transportation Commission ,000 23,541 Fannie Mae Pool ,753 22,822 Thermo Fisher Scientific Inc /01/ ,000 22,719 Fannie Mae Pool ,699 22,391 GSR Mortgage Loan ,850 22,012 Freddie Mac Non Gold Pool ,327 21,976 Energy Transfer Partners LP /01/ ,000 21,640 Ginnie Mae I Pool ,024 21,628 Goldman Sachs Group Inc/The /08/ ,000 21,572 Dominion Energy Inc /01/ ,000 21,549 Time Warner Inc /15/ ,000 21,377 Oracle Corp /08/ ,000 21,128 Comcast Corp /01/ ,000 21,098 FirstEnergy Corp /15/ ,000 21,083 Newfield Exploration Co /30/ ,000 21,000 Fannie Mae Pool ,287 20,964 Southern Copper Corp /08/ ,000 20,950 MPLX LP /01/ ,000 20,944 Bank of America Corp /20/ ,000 20,892 Magellan Midstream Partners LP /15/ ,000 20,872 Glencore Finance Canada Ltd /15/ ,000 20,853 WR Berkley Corp /15/ ,000 20,830 American Tower Corp /01/ ,000 20,825 Freddie Mac Non Gold Pool ,822 20,653 Kaiser Foundation Hospitals /01/ ,000 20,629 Exelon Generation Co LLC /15/ ,000 20,602 Sequoia Mortgage ,236 20,582 Freddie Mac Gold Pool ,403 20,572 Metropolitan Transportation Authority ,000 20,558

17 Duke Energy Progress LLC /01/ ,000 20,547 Morgan Stanley /22/ ,000 20,480 EOG Resources Inc /01/ ,000 20,471 GLP Capital LP / GLP Financing II Inc ,000 20,463 11/01/2020 United Rentals North America Inc /15/ ,000 20,425 Kraft Heinz Foods Co /15/ ,000 20,367 Universal Health Services Inc /01/ ,000 20,363 Citigroup Inc /30/ ,000 20,338 Interpublic Group of Cos Inc/The /15/ ,000 20,306 Wells Fargo Mortgage Backed Securities ,662 20,306 AR10 Kilroy Realty LP /01/ ,000 20,275 Travelers Cos Inc/The /07/ ,000 20,201 Statoil ASA /15/ ,000 20,198 Duke Energy Corp /15/ ,000 20,196 Time Warner Cable LLC /01/ ,000 20,189 Ventas Realty LP /15/ ,000 20,177 Enbridge Inc /01/ ,000 20,150 Branch Banking & Co /30/ ,000 20,103 Ally Financial Inc /27/ ,000 20,075 Stanford Health Care /15/ ,000 20,054 American Express Co /22/ ,000 19,971 Synchrony Financial /15/ ,000 19,958 GSR Mortgage Loan 2005-AR ,727 19,936 American Honda Finance Corp /10/ ,000 19,932 Amazon.com Inc /22/ ,000 19,921 Medtronic Inc /15/ ,000 19,892 General Motors Financial Co Inc /06/ ,000 19,838 Progress Energy Inc /01/ ,000 19,828 Ally Financial Inc /30/ ,000 19,825 Oracle Corp /15/ ,000 19,818 Zimmer Biomet s Inc /01/ ,000 19,790 Apple Inc /09/ ,000 19,782 Rockwell Collins Inc /15/ ,000 19,757 Northwell Healthcare Inc /01/ ,000 19,743 Chubb INA s Inc /03/ ,000 19,680 American International Group Inc /16/ ,000 19,666 Allergan Funding SCS /15/ ,000 19,611 Catholic Health Initiatives /01/ ,000 19,587 Fannie Mae Pool ,208 19,569 JPMorgan Chase & Co ,000 19,552 Williams Cos Inc/The /15/ ,000 19,550 Seagate HDD Cayman /01/ ,000 19,483 Boardwalk Pipelines LP /15/ ,000 19,468 Tenneco Inc /15/ ,000 19,456 Total Capital Canada Ltd /15/ ,000 19,453 Xcel Energy Inc /01/ ,000 19,430 Mylan NV /15/ ,000 19,420

18 Shell International Finance BV /21/ ,000 19,417 Enbridge Inc /10/ ,000 19,398 Wells Fargo Mortgage Backed Securities ,314 19,380 Becton Dickinson and Co /06/ ,000 19,334 JPMorgan Chase & Co /15/ ,000 19,262 Southwestern Public Service Co /15/ ,000 19,229 JPMorgan Chase & Co /23/ ,000 19,111 American Electric Power Co Inc /13/ ,000 19,085 American Tower Corp /15/ ,000 19,014 Celgene Corp /15/ ,000 18,984 Lockheed Martin Corp /01/ ,000 18,951 AEP Transmission Co LLC /01/ ,000 18,934 NextEra Energy Operating Partners LP ,000 18,925 09/15/2027 Energy Transfer Partners LP /15/ ,000 18,897 UnitedHealth Group Inc /15/ ,000 18,884 Fannie Mae Pool ,167 18,882 Sempra Energy /01/ ,000 18,878 Broadcom Corp / Broadcom Cayman Finance Ltd ,000 18, /15/2028 FedEx Corp /15/ ,000 18,822 Uruguay Government International Bond ,000 18,740 Thermo Fisher Scientific Inc /19/ ,000 18,693 Sempra Energy /01/ ,000 18,675 General Electric Co /09/ ,000 18,551 Wells Fargo Mortgage Backed Securities 2004-Z ,021 18,402 Kraft Heinz Foods Co /01/ ,000 18,293 United Technologies Corp /01/ ,000 18,047 JP Morgan Mortgage 2005-A ,780 17,879 Freddie Mac Non Gold Pool ,984 17,780 Wells Fargo Mortgage Backed Securities 2004-S ,833 17,279 Freddie Mac Non Gold Pool ,681 17,252 Kroger Co/The /15/ ,000 17,244 Fannie Mae Pool ,538 17,056 Branch Banking & Co /16/ ,000 16,952 Wells Fargo Mortgage Backed Securities ,613 16,859 AR16 Discovery Communications LLC /15/ ,000 16,555 Enterprise Fleet Financing LLC ,547 16,533 Fannie Mae Pool ,798 16,254 Sprint Communications Inc /15/ ,000 15,488 US Airways Class A Pass Through ,454 15, /15/2027 Eastman Chemical Co /15/ ,000 15,107 Johns Hopkins Health System Corp/The /15/ ,000 15,015

19 JP Morgan Mortgage 2006-A ,408 14,630 Hilton Grand Vacations 2013-A ,614 14,459 George Washington University/The /15/ ,000 13,912 CMS Energy Corp /15/ ,000 13,833 Freddie Mac Non Gold Pool ,487 13,803 Wells Fargo Mortgage Backed Securities ,309 13,724 AR10 First Horizon Mortgage Pass-Through ,299 13,186 AR3 Wells Fargo Mortgage Backed Securities ,243 13,179 Structured Adjustable Rate Mortgage Loan ,584 13,147 Series Freddie Mac Non Gold Pool ,544 12,922 Peruvian Government International Bond ,000 12,850 Suncor Energy Inc /15/ ,000 12,848 ConocoPhillips Co /15/ ,000 12,737 Freddie Mac Gold Pool ,588 12,733 Hartford Financial Services Group Inc/The ,000 12,106 10/15/2036 Wells Fargo Mortgage Backed Securities ,142 12,011 Freddie Mac Non Gold Pool ,984 11,605 Fannie Mae Pool ,558 11,038 Freddie Mac Non Gold Pool ,521 11,026 Union Pacific Corp /15/ ,000 10,991 Ginnie Mae II Pool ,806 10,950 21st Century Fox America Inc /15/ ,000 10,856 Goldman Sachs Group Inc/The /22/ ,000 10,795 Wells Fargo Mortgage Backed Securities ,707 10,794 Southern Power Co /15/ ,000 10,771 First Horizon Alternative Mortgage Securities ,770 10, AA4 Freddie Mac Non Gold Pool ,373 10,646 Celgene Corp /15/ ,000 10,440 Petroleos Mexicanos /15/ ,000 10,357 AbbVie Inc /14/ ,000 10,334 Exelon Generation Co LLC /15/ ,000 10,294 MDC s Inc /15/ ,000 10,200 Georgia Power Co /15/ ,000 10,199 TRI Pointe Group Inc / TRI Pointe Homes Inc ,000 10,075 06/15/2019 S&P Global Inc /14/ ,000 10,060 Norfolk Southern Corp /01/ ,000 10,000 CBS Corp /01/ ,000 9,984 Abbott Laboratories /15/ ,000 9,979 Synchrony Financial /15/ ,000 9,972 Principal Financial Group Inc /15/ ,000 9,969