DFA Canada Global Targeted Credit Fund - Class A

Transcription

1 DFA Canada Global Targeted Credit Fund - Class A As of May 31, 2018 (Updated Monthly) Source: RBC Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. Rates of Return TOYOTA CREDIT CANADA INC SR UNSECURED 07/ $10,000,000 $9,800, % ONTARIO (PROVINCE OF) SR UNSECURED 03/ $8,000,000 $7,693, % TORONTO DOMINION BANK DEPOSIT NOTE 03/ $6,000,000 $5,830, % IRELAND GOVT BO - - $3,700,000 $5,617, % AMERICAN EXPRESS CO SR UNSECURED 08/ $4,500,000 $5,616, % GENERAL ELECTRI - - $3,400,000 $5,141, % AIR LIQUIDE FIN - - $3,100,000 $4,744, % ANTHEM INC SR UNSECURED 05/ $3,610,000 $4,625, % BANK OF NOVA SCOTIA DEPOSIT NOTE 12/ $4,700,000 $4,558, % MIZUHO FINANCIA - - $3,500,000 $4,447, % CAD - London - - $4,433,029 $4,433, % PRICELINE GROUP - - $2,750,000 $4,219, % E TRADE FINANCI - - $3,300,000 $4,179, % SPAIN GOVERNMEN - - $2,650,000 $4,019, % BRITISH TELECOM - - $2,650,000 $4,017, % ROYAL BANK OF CANADA DEPOSIT NOTE 03/ $4,000,000 $3,881, % BANCO SANTANDER SA SR UNSECURED 04/ $3,000,000 $3,854, % JPMORGAN CHASE - - $2,300,000 $3,807, % ELECTRICITE DE - - $2,200,000 $3,776, %

2 BNP PARIBAS SA - - $2,450,000 $3,737, % TARGET CORP SR UNSECURED 01/ $2,750,000 $3,568, % ENBRIDGE INC SR UNSECURED 07/ $2,833,000 $3,563, % ANHEUSER-BUSCH - - $2,285,000 $3,550, % HONDA CANADA FINANCE INC SR UNSECURED 07/ $3,500,000 $3,419, % CITIZENS BANK NA/RI SR UNSECURED 05/ $2,650,000 $3,371, % ECOLAB INC $2,650,000 $3,327, % ITALY BUONI POL - - $2,240,000 $3,313, % CIGNA CORP SR UNSECURED 02/ $2,455,000 $3,243, % BOSTON SCIENTIFIC CORP SR UNSECURED 05/ $2,500,000 $3,230, % DAIWA SECS GROU - - $2,500,000 $3,193, % CHURCH + DWIGHT CO INC SR UNSECURED 10/ $2,500,000 $3,182, % BP CAPITAL MARK - - $2,000,000 $3,156, % AMGEN INC 1.25% - - $2,000,000 $3,134, % ASTRAZENECA PLC SR UNSECURED 06/ $2,500,000 $3,120, % PHILIP MORRIS INTL INC SR UNSECURED 08/ $2,489,000 $3,106, % INTESA SANPAOLO - - $2,000,000 $2,964, % GENERAL MOTORS FINL CO COMPANY GUAR 07/ $2,300,000 $2,956, % CANADIAN IMPERIAL BANK DEPOSIT NOTE 07/ $3,000,000 $2,936, % BANK TOKYO-MITS - - $1,868,000 $2,879, % DANSKE BANK A/S - - $2,195,000 $2,776, % XCEL ENERGY INC SR UNSECURED 03/ $2,135,000 $2,716, % ONEOK INC COMPANY GUAR 02/ $2,046,000 $2,711, % DISCOVERY COMMUNICATIONS COMPANY GUAR 06/ $2,019,000 $2,690, % EDISON INTERNATIONAL SR UNSECURED 09/ $2,159,000 $2,674, % GOLDCORP INC SR UNSECURED 06/ $2,000,000 $2,602, % CELGENE CORP SR UNSECURED 08/ $2,000,000 $2,587, % EXELON GENERATION CO LLC SR UNSECURED 03/ $2,000,000 $2,584, % DEUTSCHE BANK A - - $1,700,000 $2,576, % QUALCOMM INC SR UNSECURED 05/ $2,016,000 $2,576, % WILLIAMS PARTNERS LP SR UNSECURED 11/ $1,958,000 $2,569, % BAT INTL FINANCE PLC COMPANY GUAR 144A 06/ $2,000,000 $2,561, % CAPITAL ONE FINANCIAL CO SR UNSECURED 07/ $1,900,000 $2,560, % ALTRIA GROUP INC COMPANY GUAR 08/ $2,000,000 $2,543, % DAIMLER FINANCE NA LLC COMPANY GUAR 144A 01/ $2,000,000 $2,542, % ROCKWELL COLLIN - - $2,000,000 $2,538, %

3 ABBVIE INC SR UNSECURED 11/ $2,000,000 $2,535, % JOHN DEERE CAP - - $2,000,000 $2,535, % ALLERGAN FINANCE LLC COMPANY GUAR 10/ $2,000,000 $2,530, % CONOCOPHILLIPS COMPANY COMPANY GUAR 12/ $2,000,000 $2,527, % BANK OF AMERICA - - $1,600,000 $2,525, % NORTHROP GRUMMAN CORP SR UNSECURED 10/ $2,000,000 $2,509, % JPN BANK FOR INT L COOP GOVT GUARANT 11/ $2,000,000 $2,509, % ANGLO AMERICAN - - $1,500,000 $2,503, % UNILEVER NV $1,625,000 $2,498, % MOLSON COORS BREWING CO COMPANY GUAR 07/ $2,000,000 $2,496, % DANONE SA - - $2,000,000 $2,495, % MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 10/ $2,000,000 $2,491, % QUALCOMM INC SR UNSECURED 01/ $2,000,000 $2,482, % FORD CREDIT CANADA CO COMPANY GUAR 06/ $2,500,000 $2,434, % TELEFONICA EMIS - - $1,500,000 $2,428, % ROGERS COMMUNICATIONS IN COMPANY GUAR 06/ $2,300,000 $2,391, % ELECTRONIC ARTS INC SR UNSECURED 03/ $1,800,000 $2,372, % MOSAIC CO SR UNSECURED 11/ $1,824,000 $2,362, % HP ENTERPRISE CO SR UNSECURED 10/ $1,800,000 $2,353, % WYNDHAM DESTINATIONS INC SR UNSECURED 03/ $1,800,000 $2,331, % BMW US CAPITAL - - $1,500,000 $2,309, % LIBERTY MUTUAL - - $1,700,000 $2,302, % SUNTRUST BANK A - - $1,800,000 $2,298, % ORANGE SA SR UNSECURED 09/ $1,718,000 $2,297, % STRYKER CORP SR UNSECURED 03/ $1,786,000 $2,291, % MARATHON PETROLEUM CORP SR UNSECURED 12/ $1,732,000 $2,259, % DCP MIDSTREAM OPERATING COMPANY GUAR 04/ $1,715,000 $2,257, % FIFTH THIRD BANCORP SR UNSECURED 03/ $1,716,000 $2,237, % ASTRAZENECA PLC SR UNSECURED 11/ $1,750,000 $2,234, % BANK OF NY MELL - - $1,750,000 $2,224, % ERICSSON LM SR UNSECURED 05/ $1,700,000 $2,182, % EMD FINANCE LLC COMPANY GUAR 144A 03/ $1,700,000 $2,170, % ING GROEP NV $1,400,000 $2,141, % MGM RESORTS INTL COMPANY GUAR 03/ $1,500,000 $2,134, % APACHE CORP SR UNSECURED 04/ $1,657,000 $2,129, % VIDEOTRON LTD COMPANY GUAR 07/ $1,600,000 $2,113, %

4 PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/ $1,629,000 $2,102, % TD AMERITRADE HOLDING CO SR UNSECURED 04/ $1,634,000 $2,097, % ASHLAND LLC COMPANY GUAR 08/ $1,600,000 $2,087, % NEWFIELD EXPLORATION CO SR UNSECURED 01/ $1,521,000 $2,078, % PERNOD RICARD SA SR UNSECURED 144A 04/ $1,500,000 $2,075, % ONTARIO (PROVINCE OF) UNSECURED 06/ $2,000,000 $2,051, % CHOICE HOTELS INTL INC COMPANY GUAR 07/ $1,490,000 $2,024, % PHILLIPS 66 COMPANY GUAR 04/ $1,500,000 $2,018, % REPUBLIC SERVICES INC SR UNSECURED 06/ $1,538,000 $2,009, % TECK RESOURCES LIMITED COMPANY GUAR 01/ $1,500,000 $1,974, % EDGEWELL PERSONAL CARE COMPANY GUAR 05/ $1,550,000 $1,974, % ROYAL BANK OF CANADA DEPOSIT NOTE 07/ $2,000,000 $1,974, % AT&T INC 1.45% - - $1,250,000 $1,966, % CONAGRA BRANDS INC SR UNSECURED 01/ $1,547,000 $1,964, % EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/ $1,500,000 $1,958, % NOBLE ENERGY INC SR UNSECURED 12/ $1,479,000 $1,957, % LYONDELLBASELL IND NV SR UNSECURED 11/ $1,397,000 $1,954, % AMERISOURCEBERG - - $1,497,000 $1,952, % AMERICAN INTL GROUP SR UNSECURED 03/ $1,500,000 $1,950, % US dollar - Lon - - $1,497,284 $1,941, % TIME WARNER INC - - $1,500,000 $1,938, % ANIXTER INC COMPANY GUAR 10/ $1,450,000 $1,936, % CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/ $1,500,000 $1,932, % WELLS FARGO + COMPANY SR UNSECURED 04/ $2,000,000 $1,931, % NOKIA OYJ SR UNSECURED 06/ $1,522,000 $1,929, % DOLLAR GENERAL CORP SR UNSECURED 04/ $1,500,000 $1,919, % WALGREEN CO COMPANY GUAR 09/ $1,500,000 $1,915, % REGIONS FINANCI - - $1,475,000 $1,910, % PNC BANK NA $1,500,000 $1,904, % MARSH + MCLENNAN COS INC SR UNSECURED 01/ $1,500,000 $1,902, % EMC CORP(MASS) - - $1,500,000 $1,899, % EATON CORP COMPANY GUAR 11/ $1,500,000 $1,899, % BMW US CAPITAL LLC COMPANY GUAR 144A 04/ $1,500,000 $1,881, % NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/ $1,500,000 $1,879, % SUNTRUST BANK SR UNSECURED 08/ $1,500,000 $1,878, % GREAT PLAINS ENERGY INC SR UNSECURED 06/ $1,400,000 $1,874, %

5 MACYS RETAIL HLDGS INC COMPANY GUAR 01/ $1,450,000 $1,873, % BAXTER INTL INC - - $1,500,000 $1,852, % KELLOGG CO 0.8% - - $1,200,000 $1,841, % OMNICOM GROUP I - - $1,400,000 $1,816, % KROGER CO SR UNSECURED 04/ $1,390,000 $1,803, % GENERAL MILLS INC SR UNSECURED 12/ $1,379,000 $1,776, % BEST BUY CO INC - - $1,300,000 $1,775, % ING BANK - - $1,000,000 $1,756, % HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/ $1,400,000 $1,749, % NUSTAR LOGISTICS LP COMPANY GUAR 02/ $1,281,000 $1,743, % TIME WARNER CABLE LLC SR SECURED 02/ $1,303,000 $1,733, % NORDSTROM INC SR UNSECURED 05/ $1,300,000 $1,729, % COCA-COLA EUROP - - $1,119,000 $1,726, % TRI POINTE GROUP INC COMPANY GUAR 07/ $1,300,000 $1,694, % ARCONIC INC SR UNSECURED 02/ $1,200,000 $1,633, % ACTIVISION BLIZZARD SR UNSECURED 06/ $1,300,000 $1,632, % WALGREENS BOOTS ALLIANCE SR UNSECURED 11/ $1,250,000 $1,621, % THERMO FISHER S - - $1,000,000 $1,621, % SOUTHERN CO SR UNSECURED 06/ $1,250,000 $1,612, % VOLKSWAGEN LEAS - - $1,000,000 $1,607, % POLYONE CORP SR UNSECURED 03/ $1,200,000 $1,591, % GRAPHIC PACKAGING INTERN COMPANY GUAR 04/ $1,212,000 $1,587, % WR GRACE + CO CONN COMPANY GUAR 144A 10/ $1,180,000 $1,579, % UTD TECHNOLOGIE - - $1,000,000 $1,556, % BHP BILLITON FI - - $1,000,000 $1,546, % HARRIS CORPORATION SR UNSECURED 04/ $1,200,000 $1,546, % AMEREN CORP SR UNSECURED 11/ $1,200,000 $1,538, % FMG RESOURCES A - - $1,200,000 $1,532, % MITSUBISHI UFJ - - $1,000,000 $1,519, % ENEL FINANCE IN - - $848,000 $1,516, % EDISON INTERNAT - - $1,200,000 $1,508, % CENOVUS ENERGY INC SR UNSECURED 08/ $1,200,000 $1,496, % NATIONAL OILWELL VARCO I SR UNSECURED 12/ $1,200,000 $1,483, % SVB FINANCIAL GROUP SR UNSECURED 09/ $1,085,000 $1,475, % VOLKSWAGEN LEAS - - $900,000 $1,461, % KELLOGG CO 4% $1,100,000 $1,460, %

6 L BRANDS INC COMPANY GUAR 02/ $1,100,000 $1,458, % ZF NA CAPITAL COMPANY GUAR 144A 04/ $1,099,000 $1,449, % CA INC 3.6% 01A - - $1,100,000 $1,437, % PULTEGROUP INC COMPANY GUAR 03/ $1,100,000 $1,433, % SOUTHWEST AIRLINES CO SR UNSECURED 11/ $1,100,000 $1,414, % MORGAN STANLEY SR UNSECURED 08/ $1,400,000 $1,409, % BPCE - - $900,000 $1,408, % SUMITOMO MITSUI - - $900,000 $1,397, % BARCLAYS PLC $900,000 $1,395, % WILLIAMS COS INC SR UNSECURED 09/ $954,000 $1,391, % SHERWIN WILLIAMS CO SR UNSECURED 06/ $1,100,000 $1,390, % GOLDMAN SACHS GROUP INC SR UNSECURED 07/ $1,000,000 $1,369, % VF CORP SR UNSECURED 09/ $1,040,000 $1,367, % MARKEL CORPORATION SR UNSECURED 06/ $1,000,000 $1,365, % DEUTSCHE TELEKOM INT FIN COMPANY GUAR 144A 09/ $1,100,000 $1,364, % CREDIT SUISSE NEW YORK SR UNSECURED 10/ $1,058,000 $1,360, % GAP INC/THE SR UNSECURED 04/ $1,000,000 $1,359, % GILEAD SCIENCES INC SR UNSECURED 12/ $1,000,000 $1,347, % QUEST DIAGNOSTICS INC COMPANY GUAR 04/ $1,000,000 $1,345, % TYSON FOODS INC COMPANY GUAR 06/ $1,000,000 $1,345, % MEAD JOHNSON NUTRITION C COMPANY GUAR 11/ $1,038,000 $1,345, % T MOBILE USA INC COMPANY GUAR 04/ $1,039,000 $1,343, % CNO FINANCIAL GROUP INC SR UNSECURED 05/ $1,025,000 $1,342, % NEXTERA ENERGY CAPITAL COMPANY GUAR 06/ $1,000,000 $1,341, % NBCUNIVERSAL MEDIA LLC COMPANY GUAR 04/ $1,000,000 $1,339, % ADVANCE AUTO PARTS INC COMPANY GUAR 01/ $1,000,000 $1,339, % KINROSS GOLD CORP COMPANY GUAR 09/ $1,000,000 $1,338, % BALL CORP COMPANY GUAR 03/ $1,000,000 $1,338, % AVNET INC SR UNSECURED 12/ $1,000,000 $1,335, % ARCELORMITTAL SR UNSECURED 06/ $1,000,000 $1,335, % MAGELLAN MIDSTREAM PARTN SR UNSECURED 02/ $1,000,000 $1,329, % TUPPERWARE BRANDS CORP COMPANY GUAR 06/ $1,000,000 $1,329, % AMGEN INC SR UNSECURED 11/ $1,000,000 $1,325, % QEP RESOURCES INC SR UNSECURED 10/ $1,000,000 $1,325, % AETNA INC $1,000,000 $1,325, % EBAY INC SR UNSECURED 03/ $1,000,000 $1,315, %

7 WR BERKLEY CORP - - $975,000 $1,314, % BURLINGTN NORTH SANTA FE SR UNSECURED 09/ $1,000,000 $1,313, % VIACOM INC SR UNSECURED 12/ $1,000,000 $1,306, % TOTAL SYSTEM SERVICES IN SR UNSECURED 04/ $1,000,000 $1,303, % BANK OF NY MELLON CORP SR UNSECURED 04/ $1,000,000 $1,302, % SYMANTEC CORP SR UNSECURED 09/ $1,000,000 $1,301, % AUTODESK INC SR UNSECURED 06/ $1,000,000 $1,296, % LEGG MASON INC SR UNSECURED 07/ $1,000,000 $1,294, % KRAFT HEINZ FOODS CO COMPANY GUAR 06/ $1,000,000 $1,293, % DISCOVERY COMMU - - $1,000,000 $1,292, % PHILIP MORRIS INTL INC SR UNSECURED 11/ $1,000,000 $1,292, % ROPER TECHNOLOG - - $1,000,000 $1,292, % RADIAN GROUP INC SR UNSECURED 03/ $926,000 $1,292, % FORTUNE BRANDS HOME + SE SR UNSECURED 06/ $1,000,000 $1,290, % NETAPP INC SR UNSECURED 06/ $1,000,000 $1,290, % CBS CORP COMPANY GUAR 03/ $1,000,000 $1,289, % SANTANDER HLDG - - $1,000,000 $1,287, % ENTERPRISE PRODUCTS OPER COMPANY GUAR 04/ $1,000,000 $1,286, % GOLDMAN SACHS GROUP INC SR UNSECURED 09/ $1,000,000 $1,285, % BAE SYSTEMS HLD - - $1,000,000 $1,284, % CIT GROUP INC SR UNSECURED 05/ $959,000 $1,283, % AP MOLLER MAERSK A/S SR UNSECURED 144A 09/ $1,000,000 $1,283, % UNUM GROUP SR UNSECURED 05/ $1,000,000 $1,283, % SOCIETE GENERALE SR UNSECURED 144A 09/ $1,000,000 $1,282, % ALLERGAN FUNDING SCS COMPANY GUAR 03/ $1,000,000 $1,281, % BANK OF NY MELLON CORP SR UNSECURED 11/ $1,000,000 $1,280, % WELLS FARGO + COMPANY SR UNSECURED 12/ $1,000,000 $1,279, % ING BANK NV SR UNSECURED 144A 03/ $1,000,000 $1,278, % US BANCORP SR UNSECURED 01/ $1,000,000 $1,278, % FORD MOTOR CREDIT CO LLC SR UNSECURED 01/ $1,000,000 $1,278, % DOW CHEMICAL CO/THE SR UNSECURED 11/ $1,000,000 $1,277, % CITIGROUP INC SR UNSECURED 03/ $1,000,000 $1,276, % CONSTELLATION BRANDS INC COMPANY GUAR 02/ $1,000,000 $1,274, % TECHNIPFMC PLC SR UNSECURED 144A 10/ $1,000,000 $1,273, % NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/ $1,000,000 $1,273, % CANADIAN NATL RESOURCES SR UNSECURED 11/ $977,000 $1,273, %

8 DEUTSCHE BANK AG SR UNSECURED 08/ $1,000,000 $1,270, % SANTANDER UK GROUP HLDGS SR UNSECURED 08/ $1,000,000 $1,268, % GENERAL MOTORS - - $1,000,000 $1,264, % CONSTELLATION B - - $1,000,000 $1,263, % CANADIAN IMPERIAL BANK SR UNSECURED 06/ $1,000,000 $1,262, % PLAINS ALL AMER - - $980,000 $1,261, % BP CAPITAL MARK - - $1,000,000 $1,260, % REGIONS FINANCIAL CORP SR UNSECURED 08/ $1,000,000 $1,257, % AETNA INC SR UNSECURED 11/ $1,000,000 $1,256, % NVIDIA CORP - - $994,000 $1,256, % CONSOLIDATED EDISON INC SR UNSECURED 05/ $1,000,000 $1,255, % FIDELITY NATIONAL INFORM SR UNSECURED 08/ $1,000,000 $1,252, % MYLAN INC COMPANY GUAR 144A 01/ $1,000,000 $1,250, % SUMITOMO MITSUI FINL GRP SR UNSECURED 07/ $1,000,000 $1,248, % CNA FINANCIAL CORP SR UNSECURED 08/ $900,000 $1,246, % CATERPILLAR FINL SERVICE SR UNSECURED 08/ $1,000,000 $1,243, % DR PEPPER SNAPPLE GROUP COMPANY GUAR 11/ $1,000,000 $1,242, % SIEMENS FINANCIERINGSMAT COMPANY GUAR 144A 09/ $1,000,000 $1,239, % INTL BUSINESS M - - $1,000,000 $1,233, % ADVANCE AUTO PARTS INC COMPANY GUAR 05/ $900,000 $1,223, % VERIZON COMMUN - - $750,000 $1,222, % INTESA SANPAOLO SPA SR UNSECURED 144A 07/ $1,000,000 $1,217, % TOLL BROS FINANCE CORP COMPANY GUAR 02/ $900,000 $1,214, % CARDINAL HEALTH INC SR UNSECURED 12/ $905,000 $1,210, % CARPENTER TECHN - - $900,000 $1,205, % ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 04/ $900,000 $1,204, % MATTEL INC SR UNSECURED 08/ $1,015,000 $1,204, % DOMINION ENERGY INC SR UNSECURED 03/ $900,000 $1,197, % CORNING INC SR UNSECURED 08/ $900,000 $1,194, % CNH INDUSTRIAL - - $900,000 $1,188, % HEWLETT PACKARD - - $900,000 $1,182, % BNP PARIBAS - - $700,000 $1,175, % WELLS FARGO & C - - $750,000 $1,174, % CVS HEALTH CORP SR UNSECURED 07/ $900,000 $1,159, % DANSKE BANK A/S SR UNSECURED 144A 09/ $900,000 $1,156, % BECTON DICKINSON AND CO SR UNSECURED 11/ $900,000 $1,154, %

9 LLOYDS BANKING GROUP PLC SR UNSECURED 01/ $900,000 $1,142, % UNITEDHEALTH GROUP INC SR UNSECURED 03/ $900,000 $1,139, % PHILLIPS 66 PARTNERS LP SR UNSECURED 02/ $875,000 $1,123, % ALLY FINANCIAL INC COMPANY GUAR 09/ $800,000 $1,114, % IBM CORP - - $720,000 $1,107, % MORGAN STANLEY - - $800,000 $1,103, % UNITED CONTINENTAL HLDGS COMPANY GUAR 12/ $800,000 $1,082, % XEROX CORP $829,000 $1,058, % ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/ $800,000 $1,049, % PROVINCE OF QUEBEC UNSECURED 12/ $1,000,000 $1,042, % WESTERN GAS PARTNERS SR UNSECURED 07/ $797,000 $1,029, % MARRIOTT INTERNATIONAL SR UNSECURED 03/ $800,000 $1,028, % BAT INTL FIN PL - - $667,000 $1,027, % AMERICAN INTL GROUP SR UNSECURED 06/ $750,000 $1,021, % BPCE SA SR UNSECURED 02/ $800,000 $1,020, % BEMIS CO INC - - $750,000 $1,005, % UNITED CONTINENTAL HLDGS COMPANY GUAR 10/ $800,000 $1,001, % HUNTINGTON BANCSHARES SR UNSECURED 01/ $800,000 $1,000, % DOW CHEMICAL CO/THE SR UNSECURED 11/ $740,000 $986, % PERRIGO FIN UNL - - $759,000 $983, % DAIMLER CANADA FINANCE COMPANY GUAR 12/ $1,000,000 $976, % HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 01/ $750,000 $962, % STATE STREET CORP SR UNSECURED 05/ $750,000 $945, % ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/ $700,000 $899, % LLOYDS BANK PLC COMPANY GUAR 08/ $700,000 $899, % DANSKE BANK A/S SR UNSECURED 144A 03/ $700,000 $896, % SOCIETE GENERALE SR UNSECURED 144A 04/ $700,000 $887, % PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/ $671,000 $885, % ZIMMER HOLDINGS - - $691,000 $884, % MERITAGE HOMES - - $619,000 $881, % CVS HEALTH CORP SR UNSECURED 06/ $700,000 $877, % ALIMENTATION CO - - $690,000 $866, % MACQUARIE GROUP LTD SR UNSECURED 144A 12/ $650,000 $844, % BANK OF AMERICA CORP SR UNSECURED 01/ $600,000 $842, % DUKE ENERGY COR - - $655,000 $819, % ENTERPRISE PRODUCTS OPER COMPANY GUAR 09/ $600,000 $817, %

10 SUMITOMO MITSUI BANKING COMPANY GUAR 01/ $635,000 $814, % LEIDOS HOLDINGS - - $595,000 $784, % HSBC HOLDINGS PLC SR UNSECURED 03/ $600,000 $780, % ROYAL BANK OF CANADA DEPOSIT NOTE REGS 03/ $800,000 $776, % KEYCORP - - $600,000 $775, % HUMANA INC SR UNSECURED 10/ $600,000 $774, % LABORATORY CORP OF AMER SR UNSECURED 02/ $600,000 $771, % LENNAR CORP COMPANY GUAR 01/ $600,000 $770, % CRED SUIS GP FU - - $500,000 $770, % ENBRIDGE ENERGY - - $580,000 $763, % COX COMMUNICATIONS INC SR UNSECURED 144A 12/ $596,000 $759, % DR PEPPER SNAPP - - $585,000 $755, % LENNAR CORP $500,000 $716, % WESTERN GAS PARTNERS SR UNSECURED 06/ $528,000 $712, % WHIRLPOOL CORP SR UNSECURED 06/ $524,000 $708, % CATERPILLAR INC SR UNSECURED 05/ $525,000 $699, % AUTOZONE INC SR UNSECURED 04/ $525,000 $688, % OCCIDENTAL PETROLEUM COR SR UNSECURED 02/ $524,000 $680, % ALTRIA GROUP INC COMPANY GUAR 05/ $500,000 $678, % BAT INTL FINANC - - $400,000 $672, % EXELON GENERATI - - $500,000 $666, % ANDEAVOR LOGIS LP/CORP COMPANY GUAR 10/ $500,000 $665, % ROPER TECHNOLOGIES INC SR UNSECURED 12/ $520,000 $663, % NORDSTROM INC - - $500,000 $654, % VERIZON COMMUNICATIONS SR UNSECURED 11/ $500,000 $653, % GLAXOSMITHKLINE CAP INC COMPANY GUAR 03/ $514,000 $652, % EXPRESS SCRIPTS - - $500,000 $647, % NEWMONT MINING CORP COMPANY GUAR 03/ $500,000 $647, % BECTON DICKINSO - - $500,000 $646, % FORD MOTOR CREDIT CO LLC SR UNSECURED 01/ $500,000 $645, % VOLKSWAGEN LEAS - - $400,000 $642, % DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/ $500,000 $642, % BARCLAYS PLC SR UNSECURED 01/ $500,000 $642, % AT+T INC SR UNSECURED 02/ $500,000 $641, % EVERSOURCE ENER - - $500,000 $639, % GOLDMAN SACHS GROUP INC SR UNSECURED 04/ $500,000 $636, %

11 KEYBANK NA/CLEV - - $500,000 $634, % MORGAN STANLEY SR UNSECURED 11/ $500,000 $633, % SANTANDER HOLDINGS USA SR UNSECURED 01/ $500,000 $630, % EBAY INC SR UNSECURED 07/ $500,000 $628, % APACHE CORP SR UNSECURED 01/ $500,000 $621, % MORGAN STANLEY - - $470,000 $606, % RYDER SYSTEM IN - - $465,000 $598, % CAMPBELL SOUP CO SR UNSECURED 04/ $450,000 $598, % BP CAPITAL MARKETS PLC COMPANY GUAR 11/ $450,000 $592, % ITALY BUONI POL - - $400,000 $577, % SUNOCO LOGISTICS PARTNER COMPANY GUAR 04/ $425,000 $562, % HARTFORD FINL SVCS GRP SR UNSECURED 04/ $400,000 $552, % ECOLAB INC SR UNSECURED 12/ $408,000 $550, % LENNAR CORP $400,000 $543, % O'REILLY AUTOMO - - $400,000 $539, % AT+T INC SR UNSECURED 02/ $400,000 $535, % GOLDMAN SACHS GROUP INC SR UNSECURED 01/ $383,000 $534, % PROGRESS ENERGY - - $400,000 $531, % LENNAR CORP $400,000 $525, % EBAY INC SR UNSECURED 01/ $417,000 $523, % LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/ $382,000 $520, % HUNTINGTON BANCSHARES SR UNSECURED 03/ $400,000 $517, % SUNTRUST BANKS INC SR UNSECURED 03/ $400,000 $514, % RYDER SYSTEM INC SR UNSECURED 11/ $390,000 $507, % PSEG POWER - - $370,000 $496, % AIRBUS FINANCE BV COMPANY GUAR 144A 04/ $390,000 $491, % SEALED AIR CORP COMPANY GUAR 144A 12/ $350,000 $479, % BMW FINANCE NV - - $300,000 $473, % CNH INDUSTRIAL CAP LLC COMPANY GUAR 10/ $364,000 $472, % CITIGROUP INC - - $300,000 $470, % ALLY FINANCIAL INC SR UNSECURED 02/ $350,000 $451, % FIDELITY NATIONAL INFORM SR UNSECURED 10/ $334,000 $437, % KROGER CO SR UNSECURED 01/ $333,000 $433, % ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/ $330,000 $426, % HSBC USA INC SR UNSECURED 08/ $325,000 $418, % BHP BILLITON FI - - $310,000 $397, %

12 EXELON GENERATION CO LLC SR UNSECURED 10/ $300,000 $396, % LG+E AND KU ENERGY LLC SR UNSECURED 11/ $300,000 $394, % ALTRIA GROUP INC COMPANY GUAR 01/ $300,000 $387, % DISCOVERY COMMU - - $300,000 $385, % SEMPRA ENERGY - - $300,000 $385, % TELEFONICA EMISIONES SAU COMPANY GUAR 04/ $280,000 $376, % BERKSHIRE HAT E - - $270,000 $347, % PACIFIC GAS & E - - $263,000 $343, % SOUTHERN POWER CO SR UNSECURED 12/ $270,000 $340, % DH EUROPE FINAN - - $200,000 $318, % MURPHY OIL CORP SR UNSECURED 06/ $250,000 $318, % BARCLAYS PLC SR UNSECURED 06/ $217,000 $278, % JPMORGAN CHASE + CO SR UNSECURED 05/ $205,000 $276, % VIACOM INC SR UNSECURED 12/ $214,000 $275, % EXELON CORP SR UNSECURED 12/ $200,000 $269, % GILEAD SCIENCES INC SR UNSECURED 09/ $195,000 $250, % TIME WARNER INC - - $179,000 $230, % WESTROCK RKT CO COMPANY GUAR 03/ $170,000 $221, % CAPITAL ONE BAN - - $150,000 $194, % STATE STREET CORP SR UNSECURED 08/ $100,000 $129, % XEROX CORPORATION SR UNSECURED 03/ $85,000 $109, % ALLERGAN FUNDING SCS COMPANY GUAR 03/ $75,000 $96, % PROGRESS ENERGY INC SR UNSECURED 12/ $33,000 $43, % GRAND TOTAL $641,142, %