Diversified Bond - TF

Transcription

1 Schedule of Investments as of (Unaudited) Fannie Mae 3.5% 04/01/ ,040, ,333,439 Bonos de la Tesoreria de la Republica en pesos ,300,000, ,349,271 Fannie Mae TBA ,175, ,618,980 Mexican Bonos ,736, ,083,758 Fannie Mae TBA ,500, ,439,771 United States Treasury Note/Bond 1.88% 01/31/ ,000, ,656,535 United States Treasury Note/Bond /31/ ,000, ,550,376 Ginnie Mae ,000, ,051,414 United States Treasury Note/Bond /31/ ,000, ,083,907 United States Treasury Note/Bond /31/ ,000, ,282,189 Federal National Mortgage Association 6.625% ,150,000 91,994,023 11/15/2030 Fannie Mae ,570,000 87,487,624 United States Treasury Note/Bond ,500,000 75,193,781 United States Treasury Note/Bond 2.5% ,500,000 58,781,404 United States Treasury Note/Bond ,000,000 56,731,717 United States Treasury Note/Bond /31/ ,080,000 56,158,217 Republic of South Africa Government Bond ,000,000 50,132,022 Republic of South Africa Government Bond ,000,000 47,305,689 Hungary Government Bond ,200,000,000 46,481,168 Credit Agricole Corporate and Investment Bank/ ,000,000 43,992,124 New York Ginnie Mae ,000,000 39,326,717 Freddie Mac Multifamily Structured Pass Through ,242,815 37,345,322 Certificates Freddie Mac Multifamily Structured Pass Through ,288,576 34,365,653 Certificates Invitation Homes 2018-SFR ,762,680 33,931,635 United States Treasury Note/Bond ,500,000 33,521,265 Ginnie Mae ,000,000 32,883,524 United States Treasury Note/Bond 2.75% ,000,000 32,470, United States Treasury Bill /31/ ,000,000 32,447,589 Freddie Mac Multifamily Structured Pass Through ,253,555 32,357,705 Certificates United States Treasury Note/Bond 3.125% ,850,000 31,710, United States Treasury Note/Bond 4.375% ,550,000 30,355, United States Treasury Note/Bond /30/ ,000,000 29,788,789 United States Treasury Note/Bond /30/ ,000,000 29,754,121 Fannie Mae Pool ,641,994 26,883,695 Enterprise Fleet Financing LLC ,325,000 25,147,444 DBCG 2017-BBG Mortgage ,550,000 24,606,114 Colony Starwood Homes ,780,174 23,986,821 Dryden 64 CLO Ltd ,575,000 23,575,000 Invitation Homes 2017-SFR ,342,868 23,559,380 Fannie Mae Pool ,705,037 23,330,391

2 Ginnie Mae II Pool ,237,148 21,180,675 Symphony CLO XIX Ltd ,950,000 20,950,000 Fannie Mae Pool ,347,526 20,907,071 Ginnie Mae II Pool ,640,526 20,535,895 Fannie Mae Pool ,282,052 20,357,449 United States Treasury Note/Bond /15/ ,000,000 19,997,837 Fannie Mae Pool ,864,586 19,921,426 Freddie Mac Structured Agency Credit Risk Debt ,205,057 19,421,363 Notes Fannie Mae Pool ,121,617 19,176,263 Avis Budget Rental Car Funding AESOP LLC ,125,000 19,055,963 United States Treasury Note/Bond ,650,000 18,739,080 Freddie Mac Non Gold Pool ,506,438 18,665,813 Fannie Mae Pool ,192,730 18,247,872 VSE 2017-A VOI Mortgage LLC ,513,217 18,063,368 CIFC Funding 2013-III-R Ltd ,000,000 18,000,000 JPMDB Commercial Mortgage Securities ,970,000 17,867, C5 United States Treasury Note/Bond 2.75% ,500,000 17,825, MVW Owner ,107,515 17,708,347 Fannie Mae Pool ,473,984 17,526,957 Freddie Mac Gold Pool ,726,217 17,416,030 Towd Point Mortgage ,607,782 17,407,152 Hyundai Auto Receivables 2017-A ,331,593 17,287,439 United States Treasury Note/Bond ,000,000 17,074,939 Core Industrial 2015-WEST ,000,000 17,039,918 Fannie Mae Pool ,528,431 16,973,439 Progress Residential 2018-SFR ,975,000 16,947,750 Hungary Government Bond ,050,000,000 16,832,030 Freddie Mac Structured Agency Credit Risk Debt ,145,000 16,330,779 Notes Charter Communications Operating LLC / Charter ,110,000 15,455,878 Communications Operating Capital /23/2025 Irvine Core Office 2013-IRV ,252,000 15,243,351 Agate Bay Mortgage ,266,071 15,163,498 Dell International LLC / EMC Corp ,050,000 15,146,352 06/15/2026 Ginnie Mae I Pool ,300,992 15,145,251 COMM 2015-CCRE22 Mortgage ,000,000 15,052,443 Morgan Stanley /23/ ,830,000 14,966,113 Morgan Stanley /23/ ,340,000 14,889,669 JPMorgan Chase & Co /23/ ,400,000 14,854,642 Ginnie Mae ,300,000 14,559,733 Freddie Mac Structured Agency Credit Risk Debt ,249,000 14,506,351 Notes COMM 2014-UBS5 Mortgage ,000,000 14,313,527 JP Morgan Chase Commercial Mortgage Securities 2016-JP ,000,000 14,271,166

3 Freddie Mac Structured Agency Credit Risk Debt ,176,841 14,217,387 Notes CSMC 2017-HL ,104,676 14,143,027 BB-UBS 2012-SHOW ,000,000 13,938,429 Freddie Mac Multifamily Structured Pass Through ,800,000 13,831,864 Certificates Fannie Mae Pool ,638,194 13,761,947 Fannie Mae Pool ,590,196 13,652,354 United States Treasury Note/Bond /28/ ,500,000 13,537,948 Flagstar Mortgage ,288,634 13,294,866 CBAM Ltd ,200,000 13,200,000 Mexico Government International Bond ,000,000 13,159,250 Bank of America Corp /20/ ,272,000 13,022,082 Fannie Mae Pool ,951,186 12,984,937 Ginnie Mae II Pool ,605,111 12,959,398 BAMLL Commercial Mortgage Securities ,000,000 12,892, P UBS Commercial Mortgage 2017-C ,170,000 12,864,023 Anheuser-Busch InBev Finance Inc /01/ ,820,000 12,775,455 GE Capital International Funding Co Unlimited Co ,960,000 12,677, /15/2020 Fannie Mae Pool ,557,330 12,598,550 Goldman Sachs Group Inc/The /13/ ,700,000 12,568,131 JP Morgan Chase Commercial Mortgage Securities ,500,000 12,507, CBM Citigroup Inc /29/ ,245,000 12,395,900 JPMBB Commercial Mortgage Securities ,185,000 12,290, C21 Morgan Stanley Bank of America Merrill Lynch ,500,000 12,271, C34 Fannie Mae Pool ,524,920 12,237,749 Fannie Mae Pool ,679,523 12,094,442 JP Morgan Chase Commercial Mortgage Securities ,575,000 12,083, JP3 AT&T Inc /15/ ,480,000 12,037,271 Sequoia Mortgage ,951,909 12,013,610 JP Morgan Mortgage ,014,417 11,944,956 Sabine Pass Liquefaction LLC /01/ ,040,000 11,873,059 Fannie Mae Pool ,444,700 11,844,795 American Express Credit Corp /03/ ,000,000 11,834,013 United States Treasury Note/Bond ,250,000 11,819,318 VSE 2016-A VOI Mortgage LLC ,922,761 11,721,129 Fannie Mae Pool ,472,716 11,646,369 Fannie Mae Pool ,269,719 11,376,554 Discovery Communications LLC /20/ ,820,000 11,360,826 AT&T Inc /14/ ,090,000 11,180,179 COMM 2014-CCRE15 Mortgage ,691,000 11,156,458 Goldman Sachs Group Inc/The /16/ ,520,000 11,103,887 Agate Bay Mortgage ,061,152 11,083,186

4 Gilead Sciences Inc /01/ ,010,000 11,053,857 Ginnie Mae II Pool ,873,561 11,037,624 Wells Fargo & Co /22/ ,110,000 11,006,135 Sequoia Mortgage ,878,550 10,927,847 Goldman Sachs Group Inc/The /15/ ,120,000 10,554,280 Amgen Inc /22/ ,600,000 10,535,430 COMM 2014-CCRE15 Mortgage ,000,000 10,530,659 Sequoia Mortgage 2017-CH ,340,931 10,515,952 Anheuser-Busch InBev Finance Inc /01/ ,490,000 10,503,942 Hertz Vehicle Financing LLC ,520,833 10,499,757 Commercial Mortgage Pass Through Certificates ,000,000 10,484,960 Bank of America Corp /22/ ,500,000 10,483,210 Sequoia Mortgage 2017-CH ,250,291 10,417,648 Fannie Mae Pool ,819,508 10,400,483 COMM 2014-LC17 Mortgage ,000,000 10,347,124 Shire Acquisitions Investments Ireland DAC ,610,000 10,250,512 09/23/2021 American International Group Inc /15/ ,080,000 10,237,803 Towd Point Mortgage ,272,009 10,210,142 New Residential Mortgage Loan ,873,411 10,208,480 Fannie Mae Pool ,150,827 10,153,778 Progress Residential 2016-SFR ,025,112 10,102,839 JPMorgan Chase & Co /23/ ,220,000 10,097,411 Morgan Stanley Capital I 2014-CPT ,160,000 10,092,233 Ooredoo Tamweel Ltd /03/ ,000,000 10,015,160 Carlyle Global Market Strategies CLO Ltd ,000,000 10,000,000 United States Treasury Note/Bond /31/ ,000,000 9,926,010 Enterprise Fleet Financing LLC ,968,679 9,916,525 Fannie Mae Pool ,802,117 9,887,034 Deutsche Telekom International Finance BV ,010,000 9,878,524 01/17/2020 Celgene Corp /15/ ,950,000 9,867,783 Amgen Inc /11/ ,080,000 9,844,661 Abbott Laboratories /30/ ,840,000 9,798,992 Sequoia Mortgage ,738,566 9,784,523 Morgan Stanley /23/ ,830,000 9,781,293 CSMC 2017-HL ,662,755 9,680,332 BRE Grand Islander Timeshare Issuer 2017-A LLC ,753,562 9,577,559 Anheuser-Busch InBev Finance Inc /01/ ,590,000 9,563,567 Credit Suisse Group Funding Guernsey Ltd ,590,000 9,541,234 12/10/2020 Royal Bank of Canada /02/ ,620,000 9,483,038 Fannie Mae Pool ,431,427 9,472,409 Argent Securities Inc Asset-Backed Pass-Through ,491,513 9,434,895 Certificates Series 2004-W8 Ford Motor Credit Co LLC /02/ ,810,000 9,406,017 Mondelez International s Netherlands BV ,400,000 9,209, /28/2019 CNOOC Finance 2011 Ltd /26/ ,975,000 9,198,388

5 Citibank NA /18/ ,260,000 9,135,925 New Residential Mortgage Loan ,919,348 9,124,172 Apple Inc /12/ ,570,000 9,114,266 PNC Bank NA /01/ ,230,000 9,093,105 Dryden 41 Senior Loan Fund ,075,000 9,080,163 Sierra Receivables Funding Co LLC ,093,792 9,008,314 Microsoft Corp /12/ ,320,000 9,002,536 Voya CLO Ltd ,000,000 9,000,000 CIFC Funding 2015-I Ltd ,900,000 8,968,747 GS Mortgage Securities 2015-GC ,000,000 8,929,830 AbbVie Inc /06/ ,130,000 8,924,941 BAMLL Commercial Mortgage Securities ,865,143 8,871, ICTS Fannie Mae Connecticut Avenue Securities ,787,589 8,859,916 Biogen Inc /15/ ,905,000 8,854,611 Mill City Mortgage Loan ,900,154 8,839,487 Cardinal Health Inc /14/ ,890,000 8,795,535 Becton Dickinson and Co /15/ ,791,000 8,652,469 Oracle Corp /15/ ,200,000 8,605,996 Fannie Mae Connecticut Avenue Securities ,034,521 8,503,481 JPMorgan Chase & Co /10/ ,505,000 8,494,387 Bank of America Corp /01/ ,640,000 8,450,733 Fannie Mae Pool ,369,856 8,445,756 Verizon Communications Inc /15/ ,150,000 8,366,153 Fannie Mae Pool ,260,807 8,326,829 General Motors Financial Co Inc /01/ ,740,000 8,183,513 JP Morgan Mortgage ,197,874 8,153,040 United States Treasury Note/Bond ,500,000 8,077,444 UBS Group Funding Switzerland AG ,150,000 8,058,416 05/23/2023 Sequoia Mortgage ,029,351 7,985,246 Core Industrial 2015-CALW ,000,000 7,975,615 Amazon.com Inc /22/ ,200,000 7,922,052 HSBC s PLC /25/ ,000,000 7,922,015 Enterprise Products Operating LLC /15/ ,480,000 7,850,107 Ginnie Mae II Pool ,437,339 7,826,696 Freddie Mac Non Gold Pool ,836,837 7,760,460 Enterprise Products Operating LLC /01/ ,370,000 7,717,214 Bank of America Corp /26/ ,600,000 7,711,396 American Express Credit Corp /05/ ,890,000 7,687,715 Hilton Grand Vacations 2017-A ,770,144 7,669,893 Medtronic Inc /15/ ,590,000 7,589,757 AbbVie Inc /14/ ,680,000 7,583,563 Continental Resources Inc/OK /15/ ,730,000 7,546,412 Fidelity National Information Services Inc ,050,000 7,504,820 08/15/2026 HSBC Bank PLC /12/ ,303,000 7,463,893 Hudson Yards HY Mortgage ,800,000 7,403,712 Sequoia Mortgage ,363,362 7,398,110

6 Fannie Mae Pool ,028,758 7,395,851 Agate Bay Mortgage ,402,519 7,357,408 Caterpillar Financial Services Corp /04/ ,500,000 7,323,667 Capital One Financial Corp /29/ ,305,000 7,245,776 Petroleos Mexicanos /21/ ,200,000 7,225,272 Ginnie Mae II Pool ,093,553 7,207,088 MPLX LP /01/ ,860,000 7,169,697 Apple Inc /09/ ,550,000 7,160,976 Citigroup Inc /21/ ,500,000 7,142,413 Hertz Vehicle Financing II LP ,200,000 7,139,802 GSR Mortgage Loan 2005-AR ,958,753 7,124,005 JP Morgan Chase Commercial Mortgage Securities ,800,000 7,118, C16 Hertz Fleet Lease Funding LP ,073,763 7,095,601 Fannie Mae Pool ,678,894 7,091,292 Constellation Brands Inc /01/ ,720,000 7,084,914 Citigroup Inc /27/ ,240,000 6,997,952 JPMorgan Chase & Co /10/ ,700,000 6,985,658 Alibaba Group Ltd /28/ ,000,000 6,948,973 Citigroup Mortgage Loan Inc ,931,654 6,877,184 Goldman Sachs Group Inc/The /24/ ,320,000 6,840,308 Fannie Mae Connecticut Avenue Securities ,773,193 6,828,304 Freddie Mac Non Gold Pool ,776,815 6,769,225 Allergan Finance LLC /01/ ,880,000 6,741,434 AerCap Ireland Capital DAC / AerCap Global ,670,000 6,713,136 Aviation /15/2019 NextEra Energy Capital s Inc ,860,000 6,674,730 05/01/2027 State of California ,325,000 6,602,112 AerCap Ireland Capital DAC / AerCap Global ,320,000 6,582,626 Aviation /01/2021 MVW Owner ,699,306 6,547,798 Celgene Corp /15/ ,640,000 6,544,861 Gilead Sciences Inc /01/ ,230,000 6,493,626 Fannie Mae Connecticut Avenue Securities ,415,411 6,452,778 Petronas Capital Ltd /12/ ,254,000 6,452,640 Fannie Mae Pool ,055,207 6,396,138 General Motors Financial Co Inc /15/ ,350,000 6,351,395 Kroger Co/The /15/ ,235,000 6,265,653 Phillips /01/ ,020,000 6,263,314 Turkiye Garanti Bankasi AS /16/ ,200,000 6,238,750 Fannie Mae Pool ,068,720 6,232,112 Sierra Timeshare Receivables Funding LLC ,184,735 6,200,693 Fannie Mae Pool ,103,050 6,186,214 HSBC s PLC /23/ ,200,000 6,181,775 Bank of America Corp /21/ ,270,000 6,153,905 Anadarko Petroleum Corp /15/ ,630,000 6,152,280 Ford Motor Credit Co LLC /09/ ,190,000 6,139,927 Agate Bay Mortgage ,142,255 6,123,251

7 Citigroup Inc /08/ ,200,000 6,109,504 Fannie Mae Pool ,556,507 6,090,722 Exxon Mobil Corp /06/ ,230,000 6,020,364 Freddie Mac Non Gold Pool ,673,557 5,973,597 HCA Inc /15/ ,910,000 5,947,233 AT&T Inc /11/ ,939,000 5,918,687 Fannie Mae Connecticut Avenue Securities ,535,000 5,901,270 Petroleos Mexicanos /18/ ,800,000 5,898,600 Aramark Services Inc /01/ ,810,000 5,869,843 Ardagh Packaging Finance PLC / Ardagh s ,880,000 5,865,300 USA Inc /15/2022 Bay Area Toll Authority ,189,000 5,849,897 Towd Point Mortgage ,642,626 5,689,108 Rutgers The State University of New Jersey ,715,000 5,668,609 Chevron Corp /16/ ,770,000 5,641,529 CSX Corp /01/ ,890,000 5,637,040 CIT Group Inc /15/ ,480,000 5,623,850 CD 2016-CD1 Mortgage ,920,000 5,605,900 Goldman Sachs Group Inc/The /23/ ,710,000 5,603,476 GSR Mortgage Loan 2005-AR ,552,420 5,593,287 Sunoco Logistics Partners Operations LP ,750,000 5,591,094 01/15/2023 General Motors Financial Co Inc /15/ ,570,000 5,571,554 Encana Corp /01/ ,600,000 5,566,707 Sunoco Logistics Partners Operations LP ,850,000 5,548,859 10/01/2027 Wells Fargo Mortgage Backed Securities ,787,661 5,526,901 AR13 First Horizon Alternative Mortgage Securities ,528,766 5,516, AA4 Apple Inc /06/ ,520,000 5,516,653 Credit Suisse Group Funding Guernsey Ltd ,500,000 5,501,905 04/16/2021 Discover Bank /27/ ,790,000 5,476,154 Fannie Mae Pool ,056,367 5,470,288 Microsoft Corp /06/ ,060,000 5,447,711 Biogen Inc /15/ ,390,000 5,444,943 Newfield Exploration Co /30/ ,150,000 5,407,500 Verizon Communications Inc /21/ ,345,000 5,405,605 CVS Health Corp /20/ ,400,000 5,392,086 Citigroup Inc /25/ ,530,000 5,390,385 United Parcel Service Inc /15/ ,590,000 5,382,083 Banco Santander SA /11/ ,400,000 5,378,646 Medtronic Inc /15/ ,050,000 5,360,651 Omnicom Group Inc /15/ ,520,000 5,356,985 Deutsche Telekom International Finance BV ,450,000 5,356,664 01/19/2027 State of California ,660,000 5,350,115 Fannie Mae Pool ,974,648 5,320,211

8 Lockheed Martin Corp /15/ ,290,000 5,251,617 Molson Coors Brewing Co /15/ ,610,000 5,191,769 PNC Bank NA /04/ ,200,000 5,167,882 HBOS PLC /21/ ,140,000 5,167,066 UnitedHealth Group Inc /15/ ,210,000 5,164,845 Thornburg Mortgage Securities ,357,421 5,121,546 Home Depot Inc/The /01/ ,260,000 5,115,154 HSBC s PLC /08/ ,980,000 5,111,795 Williams Partners LP /15/ ,003,000 5,084,207 Anheuser-Busch InBev Finance Inc /01/ ,100,000 5,075,185 Comcast Corp /15/ ,970,000 5,053,076 Time Warner Inc /15/ ,500,000 5,043,044 Freddie Mac Non Gold Pool ,989,740 5,042,489 General Motors Financial Co Inc /15/ ,030,000 5,036,151 JPMorgan Chase & Co /23/ ,020,000 5,006,652 Morgan Stanley /19/ ,110,000 4,984,783 Royal Bank of Canada /26/ ,090,000 4,980,316 Microsoft Corp /06/ ,000,000 4,966,209 Ginnie Mae I Pool ,695,882 4,965,790 Steel Dynamics Inc /15/ ,160,000 4,940,700 MVW Owner ,024,726 4,930,105 Comcast Corp /01/ ,060,000 4,873,822 Kinder Morgan Energy Partners LP /01/ ,250,000 4,863,837 Georgia-Pacific LLC /01/ ,575,000 4,837,638 HSBC s PLC ,900,000 4,837,582 NBCUniversal Media LLC /01/ ,630,000 4,811,459 Ohio Water Development Authority Water Pollution ,330,000 4,809,418 Control Loan Fund Ashtead Capital Inc /15/ ,000,000 4,806,250 Berkshire Hathaway Finance Corp /15/ ,800,000 4,803,550 Globo Comunicacao e Participacoes SA ,900,000 4,789,750 03/31/2027 Comcast Corp /01/ ,540,000 4,789,186 Crown Americas LLC / Crown Americas Capital ,810,000 4,785,950 Corp IV /15/2023 Capital One Bank USA NA /15/ ,900,000 4,778,722 Ford Motor Co /08/ ,830,000 4,777,536 Dominion Energy Inc /01/ ,810,000 4,771,593 Home Depot Inc/The /01/ ,720,000 4,762,869 Fannie Mae Pool ,584,739 4,745,496 General Motors Co /01/ ,750,000 4,743,341 Banco Inbursa SA Institucion de Banca Multiple ,900,000 4,743, /11/2027 Fannie Mae Pool ,307,592 4,733,717 Telefonica Emisiones SAU /16/ ,410,000 4,696,161 BPCE SA /22/ ,760,000 4,667,499 Regions Financial Corp /14/ ,790,000 4,657,530 CVS Health Corp /25/ ,600,000 4,637,545 American Tower Corp /15/ ,920,000 4,633,395

9 AT&T Inc /15/ ,521,000 4,630,148 VEREIT Operating Partnership LP /01/ ,538,000 4,630,021 Energy Transfer Equity LP /15/ ,740,000 4,621,500 Cimarex Energy Co /01/ ,480,000 4,614,440 Sofi Mortgage ,790,554 4,605,716 General Motors Financial Co Inc /06/ ,620,000 4,582,646 Welltower Inc /15/ ,490,000 4,548,984 Prudential Financial Inc /07/ ,823,000 4,537,929 Freddie Mac Non Gold Pool ,523,450 4,525,052 Jefferies Group LLC / Jefferies Group Capital ,840,000 4,518,959 Finance Inc /23/2030 TEGNA Inc /15/ ,450,000 4,514,926 United Rentals North America Inc /15/ ,390,000 4,483,288 Enterprise Fleet Financing LLC ,453,864 4,442,847 Discover Bank /06/ ,500,000 4,431,969 Hilton Domestic Operating Co Inc /01/ ,550,000 4,424,875 MidAmerican Energy Co /15/ ,100,000 4,412,964 JPMorgan Chase & Co ,500,000 4,399,283 America Movil SAB de CV /16/ ,460,000 4,392,889 Huntington Bancshares Inc/OH /14/ ,580,000 4,390,228 Dominion Energy Inc /15/ ,350,000 4,382,835 Cooperatieve Rabobank UA /08/ ,280,000 4,372,166 Barclays Bank PLC /14/ ,230,000 4,370,309 Concho Resources Inc /15/ ,300,000 4,363,890 Constellation Brands Inc /07/ ,390,000 4,330,848 Amgen Inc /15/ ,170,000 4,325,852 Burlington Northern Santa Fe LLC /15/ ,850,000 4,316,723 JP Morgan Chase Commercial Mortgage Securities ,500,000 4,298, JP2 Markel Corp /01/ ,070,000 4,285,988 Philippine Government International Bond ,170,000 4,276,765 Hewlett Packard Enterprise Co /15/ ,230,000 4,271,022 Morgan Stanley /24/ ,330,000 4,265,142 Lamb Weston s Inc /01/ ,280,000 4,263,950 Zoetis Inc /12/ ,540,000 4,259,589 Halliburton Co /15/ ,930,000 4,239,132 Cenovus Energy Inc /15/ ,340,000 4,235,480 Statoil ASA /17/ ,370,000 4,234,442 Dominion Energy Inc /01/ ,920,000 4,223,519 JPMorgan Chase & Co /01/ ,290,000 4,223,110 Republic Services Inc /01/ ,170,000 4,214,548 State of Illinois ,462,000 4,189,461 Noble Energy Inc /15/ ,080,000 4,171,789 Oshkosh Corp /01/ ,070,000 4,171,750 Viacom Inc /01/ ,100,000 4,164,360 Sierra Timeshare Receivables Funding LLC ,175,949 4,160,829 Duke Energy Corp /01/ ,520,000 4,130,127 PNC Financial Services Group Inc/The /11/ ,000,000 4,120,778

10 Fannie Mae Pool ,962,669 4,110,931 Bank of America NA /15/ ,330,000 4,110,898 Allergan Funding SCS /15/ ,150,000 4,107,807 AT&T Inc /15/ ,220,000 4,107,352 Microsoft Corp /03/ ,150,000 4,100,420 JPMorgan Chase & Co /24/ ,160,000 4,044,168 Microsoft Corp /08/ ,140,000 4,040,056 Freddie Mac Gold Pool ,747,112 4,027,633 Citigroup Inc /25/ ,070,000 4,024,193 Andeavor Logistics LP / Tesoro Logistics Finance ,950,000 4,020,705 Corp /15/2025 UnitedHealth Group Inc /15/ ,060,000 4,015,029 Gilead Sciences Inc /20/ ,050,000 3,999,985 UnitedHealth Group Inc /15/ ,920,000 3,972,193 BNP Paribas SA /28/ ,950,000 3,964,337 Verizon Communications Inc /01/ ,000,000 3,963,508 Freddie Mac Gold Pool ,528,632 3,958,380 Bank of America Corp /20/ ,000,000 3,953,613 NXP BV / NXP Funding LLC /01/ ,950,000 3,930,250 AbbVie Inc /14/ ,970,000 3,916,483 Masco Corp /01/ ,800,000 3,899,275 Berkshire Hathaway Energy Co /01/ ,900,000 3,895,148 Antero Resources Corp /01/ ,860,000 3,888,950 Freddie Mac Non Gold Pool ,896,601 3,886,370 Alibaba Group Ltd /28/ ,900,000 3,873,654 Chubb INA s Inc /15/ ,950,000 3,867,006 Virgin Media Secured Finance PLC ,000,000 3,865,000 01/15/2026 Freddie Mac Non Gold Pool ,882,677 3,864,678 Marathon Oil Corp /15/ ,800,000 3,862,975 General Electric Co /16/ ,745,000 3,841,536 Berkshire Hathaway Inc /15/ ,870,000 3,808,126 Ford Motor Credit Co LLC /15/ ,500,000 3,790,972 Wells Fargo & Co /15/ ,300,000 3,785,810 Broadcom Corp / Broadcom Cayman Finance Ltd ,000,000 3,784, /15/2025 Fannie Mae Pool ,760,342 3,781,307 ONEOK Inc /13/ ,830,000 3,777,919 Hilton Grand Vacations 2014-A ,845,278 3,776,640 Sun Bank/Atlanta GA /15/ ,950,000 3,771,048 Universal Health Services Inc /01/ ,700,000 3,767,137 Allergan Funding SCS /15/ ,840,000 3,765,392 Kinder Morgan Inc/DE /01/ ,560,000 3,751,303 Fannie Mae Connecticut Avenue Securities ,732,630 3,750,021 BPCE SA /21/ ,580,000 3,741,092 Williams Partners LP /15/ ,660,000 3,722,177 Wells Fargo & Co /24/ ,770,000 3,708,528 Oracle Corp /15/ ,790,000 3,698,793 Lamar Media Corp /15/ ,570,000 3,694,950

11 Crown Castle International Corp /15/ ,630,000 3,689,056 MVW Owner ,724,262 3,676,271 Philippine Government International Bond ,840,000 3,648,491 Burlington Northern Santa Fe LLC /01/ ,570,000 3,646,293 Ally Financial Inc /30/ ,650,000 3,618,062 NXP BV / NXP Funding LLC /15/ ,550,000 3,612,125 Westlake Chemical Corp /15/ ,730,000 3,611,634 21st Century Fox America Inc /15/ ,680,000 3,609,075 Santa Clara Valley Transportation Authority ,990,000 3,591,588 Verizon Communications Inc /16/ ,540,000 3,590,054 AT&T Inc /01/ ,360,000 3,573,659 Kinder Morgan Energy Partners LP /01/ ,360,000 3,559,833 Wells Fargo Mortgage Backed Securities 2004-H ,482,777 3,555,355 Waste Management Inc /01/ ,520,000 3,555,261 Fannie Mae Pool ,268,807 3,543,425 Goldman Sachs Group Inc/The /23/ ,600,000 3,539,528 Exelon Corp /15/ ,462,000 3,539,289 Sempra Energy /15/ ,700,000 3,519,614 Baxalta Inc /23/ ,520,000 3,517,837 Boston Properties LP /01/ ,590,000 3,514,139 CyrusOne LP / CyrusOne Finance Corp ,500,000 3,513,125 03/15/2024 Barclays PLC /12/ ,500,000 3,509,576 Apple Inc /04/ ,780,000 3,505,697 Kimco Realty Corp /01/ ,910,000 3,498,562 Quintiles IMS Inc /15/ ,500,000 3,494,330 WestRock RKT Co /01/ ,410,000 3,493,638 International Paper Co /15/ ,640,000 3,477,667 Lowe's Cos Inc /03/ ,580,000 3,450,322 Crown Castle International Corp /15/ ,240,000 3,445,511 McDonald's Corp /26/ ,480,000 3,444,784 Berkshire Hathaway Inc /11/ ,160,000 3,433,668 Fannie Mae Pool ,309,787 3,433,584 Panama Government International Bond ,700,000 3,422,250 Structured Adjustable Rate Mortgage Loan ,395,459 3,421,443 Toll Brothers Finance Corp /15/ ,620,000 3,411,850 CenturyLink Inc /15/ ,300,000 3,399,000 Ford Motor Credit Co LLC /15/ ,390,000 3,398,342 Kilroy Realty LP /15/ ,380,000 3,397,744 Activision Blizzard Inc /15/ ,500,000 3,384,395 Lennar Corp /01/ ,290,000 3,359,912 Burlington Northern Santa Fe LLC /01/ ,310,000 3,358,245 Fannie Mae Pool ,096,403 3,353,004 Marathon Oil Corp /01/ ,390,000 3,352,997 Capital One Bank USA NA /05/ ,370,000 3,347,603 FedEx Corp /15/ ,380,000 3,344,964 Wells Fargo Mortgage Backed Securities AR ,151,552 3,323,438

12 Halliburton Co /15/ ,300,000 3,318,368 Hudson Pacific Properties LP /01/ ,420,000 3,282,140 Energy Transfer Partners LP /15/ ,470,000 3,278,588 GSR Mortgage Loan 2005-AR ,258,337 3,277,836 International Game Technology PLC ,100,000 3,262,750 02/15/2022 Goldman Sachs Group Inc/The /08/ ,010,000 3,246,566 WaMu Mortgage Pass-Through Certificates Series ,286,701 3,239, AR3 Concho Resources Inc /01/ ,030,000 3,226,106 Port Authority of New York & New Jersey ,750,000 3,223,220 AT&T Inc /15/ ,160,000 3,217,628 IHS Markit Ltd /15/ ,160,000 3,215,300 Fannie Mae Pool ,968,434 3,205,952 Seagate HDD Cayman /01/ ,200,000 3,203,991 KeyBank NA/Cleveland OH /20/ ,300,000 3,192,818 Wells Fargo & Co /29/ ,240,000 3,181,970 Peruvian Government International Bond ,640,000 3,181,200 JPMorgan Chase & Co /15/ ,300,000 3,178,305 UnitedHealth Group Inc /15/ ,880,000 3,177,603 United Technologies Corp /01/ ,520,000 3,176,257 Fifth Third Bank/Cincinnati OH /01/ ,210,000 3,173,957 21st Century Fox America Inc /15/ ,920,000 3,169,862 Sensata Technologies UK Financing Co PLC ,000,000 3,167,850 02/15/2026 Kinder Morgan Energy Partners LP /15/ ,040,000 3,167,523 Hess Corp /15/ ,990,000 3,162,222 Wells Fargo Mortgage Backed Securities 2004-Z ,089,328 3,154,647 PNC Bank NA /25/ ,100,000 3,146,120 Essex Portfolio LP /15/ ,120,000 3,142,364 NiSource Inc /01/ ,680,000 3,142,254 Duke University Health System Inc /01/ ,085,000 3,132,885 Oracle Corp /15/ ,070,000 3,132,449 John Deere Capital Corp /22/ ,190,000 3,129,764 Wells Fargo & Co /22/ ,200,000 3,124,000 Newfield Exploration Co /01/ ,000,000 3,112,500 Ball Corp /15/ ,180,000 3,112,425 Home Depot Inc/The /15/ ,000,000 3,104,548 Telefonica Emisiones SAU /08/ ,100,000 3,100,554 Charter Communications Operating LLC / Charter ,780,000 3,057,226 Communications Operating Capital /23/2045 Salt River Project Agricultural Improvement & ,620,000 3,050,545 Power District AT&T Inc /14/ ,000,000 3,036,762 Metropolitan Transportation Authority ,235,000 3,031,129 Plains All American Pipeline LP / PAA Finance ,070,000 3,030,106 Corp /01/2022 CVS Health Corp /25/ ,980,000 3,024,865

13 MVW Owner ,069,105 3,014,912 Shell International Finance BV /21/ ,100,000 3,009,634 Ally Financial Inc /21/ ,000,000 3,003,750 Lockheed Martin Corp /01/ ,160,000 2,994,183 Sacramento Municipal Utility District ,385,000 2,988,000 City of San Francisco CA Public Utilities ,375,000 2,987,180 Commission Water Revenue Fannie Mae Pool ,884,398 2,980,551 Tenet Healthcare Corp /15/ ,077,000 2,969,305 Boeing Co/The /30/ ,070,000 2,963,929 CBS Corp /15/ ,000,000 2,962,911 UBS Group Funding Switzerland AG ,930,000 2,947,445 09/24/2025 CommScope Technologies LLC /15/ ,090,000 2,943,225 United States Treasury Note/Bond /30/ ,000,000 2,942,601 Fannie Mae Pool ,750,636 2,942,199 Banque Federative du Credit Mutuel SA ,960,000 2,935,232 04/12/2019 Freddie Mac Gold Pool ,737,171 2,931,019 Wells Fargo & Co /04/ ,890,000 2,916,728 Hospitality Properties /15/ ,850,000 2,914,484 Colombia Government International Bond ,810,000 2,913,268 Owens Corning /15/ ,830,000 2,908,698 CVS Health Corp /25/ ,760,000 2,908,387 Capital One NA /17/ ,900,000 2,896,994 ebay Inc /05/ ,950,000 2,896,010 Phillips /15/ ,900,000 2,893,330 Goldman Sachs Group Inc/The /29/ ,000,000 2,888,950 Tenneco Inc /15/ ,960,000 2,879,488 Voya Financial Inc /15/ ,500,000 2,866,102 Branch Banking & Co /30/ ,850,000 2,864,736 NextEra Energy Operating Partners LP ,940,000 2,859,150 09/15/2024 Ashland LLC /15/ ,800,000 2,849,000 AmeriGas Partners LP / AmeriGas Finance Corp ,850,000 2,846, /20/2024 Metropolitan Transportation Authority ,070,000 2,836,956 CSX Corp /01/ ,840,000 2,836,515 Wells Fargo & Co /03/ ,850,000 2,833,630 Citigroup Mortgage Loan Inc ,897,102 2,831,640 US Bancorp /11/ ,820,000 2,828,055 Metropolitan Life Global Funding I /10/ ,870,000 2,825,693 Targa Resources Partners LP / Targa Resources ,940,000 2,815,050 Partners Finance Corp /15/2028 Exelon Corp /01/ ,700,000 2,811,955 Thermo Fisher Scientific Inc /19/ ,000,000 2,803,924 Magellan Midstream Partners LP /15/ ,680,000 2,796,816 Fannie Mae Pool ,624,827 2,787,030 Freddie Mac Non Gold Pool ,748,193 2,779,108

14 AbbVie Inc /06/ ,810,000 2,778,225 Goldman Sachs Group Inc/The /31/ ,800,000 2,741,682 Toll Brothers Finance Corp /01/ ,620,000 2,741,175 Home Depot Inc/The /15/ ,750,000 2,738,083 CCO s LLC / CCO s Capital Corp ,900,000 2,733, /01/2028 Fannie Mae REMICS ,720,529 2,729,347 Union Pacific Corp /15/ ,480,000 2,725,779 Cisco Systems Inc /15/ ,720,000 2,713,422 Duke Energy Corp /15/ ,686,000 2,712,320 Anthem Inc /01/ ,800,000 2,710,581 US Bank NA/Cincinnati OH /27/ ,820,000 2,700,035 Royal Caribbean Cruises Ltd /15/ ,500,000 2,698,106 Nielsen Finance LLC / Nielsen Finance Co ,680,000 2,684,610 04/15/2022 Viacom Inc /15/ ,980,000 2,675,808 Glencore Finance Canada Ltd /15/ ,560,000 2,669,211 Mosaic Co/The /15/ ,730,000 2,666,010 Sempra Energy /01/ ,720,000 2,661,942 Lennar Corp /30/ ,700,000 2,652,750 Enbridge Inc /01/ ,630,000 2,649,790 Simon Property Group LP /30/ ,740,000 2,643,821 Duke Energy Florida LLC /15/ ,670,000 2,627,862 Ventas Realty LP /15/ ,600,000 2,623,011 Chubb INA s Inc /03/ ,660,000 2,617,443 Petroleos Mexicanos /27/ ,910,000 2,598,630 MPLX LP /01/ ,480,000 2,597,012 Dow Chemical Co/The /15/ ,600,000 2,593,812 Merrill Lynch Mortgage Investors Series ,602,276 2,580,448 MLMI 2005-A2 Berkshire Hathaway Energy Co /15/ ,700,000 2,580,014 Freddie Mac Non Gold Pool ,517,576 2,576,539 Fannie Mae Pool ,385,055 2,575,726 Anthem Inc /15/ ,550,000 2,573,768 Barclays PLC /10/ ,500,000 2,569,637 Norfolk Southern Corp /01/ ,560,000 2,560,000 Bank of America Corp /20/ ,450,000 2,559,323 Republic of Poland Government International Bond ,400,000 2,552,880 Merrill Lynch Mortgage Investors Series ,571,031 2,552,040 MLCC WR Berkley Corp /15/ ,450,000 2,551,643 Sinopec Group Overseas Development 2016 Ltd ,600,000 2,551, /29/2019 Oracle Corp /15/ ,560,000 2,536,736 US Airways Class A Pass Through ,533,640 2,533, /15/2027 Seagate HDD Cayman /01/ ,600,000 2,532,792 Waste Management Inc /15/ ,640,000 2,518,770 Oracle Corp /08/ ,380,000 2,514,185

15 Time Warner Inc /15/ ,410,000 2,506,508 Adjustable Rate Mortgage ,470,381 2,497,304 Fannie Mae Pool ,471,978 2,492,628 AT&T Inc /15/ ,500,000 2,485,563 Enbridge Energy Partners LP /15/ ,470,000 2,473,162 Freddie Mac Non Gold Pool ,356,768 2,467,261 AT&T Inc /01/ ,340,000 2,458,670 General Motors Co /01/ ,500,000 2,449,605 EOG Resources Inc /01/ ,390,000 2,446,247 GE Capital International Funding Co Unlimited Co ,500,000 2,439, /15/2035 McDonald's Corp /09/ ,270,000 2,428,919 Intesa Sanpaolo SpA /14/ ,510,000 2,427,426 Express Scripts Co /01/ ,580,000 2,426,962 Time Warner Inc /15/ ,500,000 2,419,994 Freddie Mac Non Gold Pool ,345,954 2,417,411 Missouri Highway & Transportation Commission ,050,000 2,412,952 Bear Stearns ARM ,379,911 2,412,348 Fannie Mae Pool ,154,286 2,411,777 GSR Mortgage Loan ,389,830 2,407,589 Interpublic Group of Cos Inc/The /15/ ,370,000 2,406,266 ConocoPhillips Co /15/ ,889,000 2,405,930 AbbVie Inc /14/ ,325,000 2,402,692 Charter Communications Operating LLC / Charter ,500,000 2,396,189 Communications Operating Capital /15/2028 Petroleos Mexicanos /05/ ,291,000 2,392,377 DR Horton Inc /01/ ,420,000 2,384,316 Los Angeles Community College District/CA ,600,000 2,377,584 Catholic Health Initiatives /01/ ,420,000 2,370,029 Ginnie Mae I Pool ,139,110 2,368,974 FirstEnergy Corp /15/ ,310,000 2,367,312 Sierra Timeshare Receivables Funding LLC ,347,409 2,329,506 GSR Mortgage Loan 2005-AR ,301,508 2,325,909 Kroger Co/The /15/ ,680,000 2,310,751 Fannie Mae Pool ,104,399 2,306,576 Synchrony Financial /15/ ,310,000 2,305,158 Florida Power & Light Co /01/ ,270,000 2,305,081 Fannie Mae Pool ,219,204 2,299,702 Cooperatieve Rabobank UA /09/ ,270,000 2,295,497 Energy Transfer Equity LP /15/ ,120,000 2,288,275 Orange SA /14/ ,200,000 2,284,619 United Technologies Corp /01/ ,868,000 2,275,839 Wells Fargo Mortgage Backed Securities ,264,570 2,272,332 JPMorgan Chase & Co /23/ ,370,000 2,264,614 Becton Dickinson and Co /06/ ,340,000 2,262,034 Apache Corp /15/ ,270,000 2,259,874 Fannie Mae Pool ,091,432 2,258,500 Wells Fargo & Co /07/ ,200,000 2,255,774

16 Republic of Italy Government International Bond ,920,000 2,247,360 Florida Power & Light Co /01/ ,160,000 2,246,810 Government National Mortgage Association ,243,745 2,240,330 DR Horton Inc /15/ ,020,000 2,240,010 Petroleos Mexicanos /24/ ,160,000 2,219,184 City of San Antonio TX Electric & Gas Systems ,700,000 2,217,871 Revenue Jaguar Land Rover Automotive PLC ,200,000 2,216,500 12/15/2018 Duke Energy Progress LLC /15/ ,280,000 2,213,128 JP Morgan Mortgage 2005-A ,258,065 2,210,327 Wells Fargo & Co /15/ ,170,000 2,202,618 Ginnie Mae I Pool ,116,404 2,187,961 Thermo Fisher Scientific Inc /01/ ,920,000 2,181,019 HSBC Bank USA NA/New York NY ,760,000 2,175,522 11/01/2034 Lennar Corp /29/ ,250,000 2,165,625 Freddie Mac Gold Pool ,929,268 2,165,565 City of Houston TX ,115,000 2,159,986 Thermo Fisher Scientific Inc /15/ ,157,000 2,154,004 Northwell Healthcare Inc /01/ ,180,000 2,152,017 Shell International Finance BV /11/ ,160,000 2,140,525 Kraft Heinz Foods Co /15/ ,100,000 2,138,581 Comcast Corp /15/ ,070,000 2,137,632 Mylan NV /15/ ,200,000 2,136,222 Ford Motor Credit Co LLC /03/ ,200,000 2,135,612 AT&T Inc /01/ ,000,000 2,119,265 American International Group Inc /16/ ,150,000 2,114,100 Ginnie Mae I Pool ,990,610 2,105,678 Bear Stearns ARM ,149,830 2,101,662 MPLX LP /15/ ,130,000 2,095,549 AvalonBay Communities Inc /15/ ,200,000 2,091,839 MetLife Inc /13/ ,140,000 2,083,730 American Tower Corp /01/ ,000,000 2,082,511 University of California ,630,000 2,081,102 San Jose Redevelopment Agency Successor Agency ,145,000 2,080,822 Statoil ASA /15/ ,060,000 2,080,344 Gilead Sciences Inc /01/ ,120,000 2,077,207 Mexico Government International Bond ,130,000 2,076,750 Wells Fargo Mortgage Backed Securities ,085,708 2,075,660 Enbridge Inc /10/ ,130,000 2,065,888 Southern Co Gas Capital Corp /01/ ,170,000 2,063,604 Zimmer Biomet s Inc /01/ ,080,000 2,058,169 Apple Inc /13/ ,130,000 2,050,772 Telefonica Emisiones SAU /08/ ,920,000 2,044,872 Energy Transfer Partners LP /01/ ,880,000 2,034,114 CNOOC Nexen Finance 2014 ULC /30/ ,000,000 2,030,906