Core Plus Bond Separate Account As of January 31, 2018

Transcription

1 Asset Backed 6.39 % WORLD FINANCIAL NETWORK CREDIT SERIE /15/ ,123,000 $ 13,130, % HERTZ FLEET LEASE FUNDING LP SERIES /10/ ,500,000 $ 12,526, % GM FINANCIAL AUTOMOBLIE LEASIN SERIES /21/ ,950,000 $ 10,956, % SMB PRIVATE EDUCATION LOAN TRU SERIES /17/ ,378,573 $ 10,380, % NAVIENT STUDENT LOAN TRUST SERIES /26/2066 8,642,191 $ 8,654, % NAVIENT STUDENT LOAN TRUST SERIES /16/2058 8,260,469 $ 8,272, % SANTANDER RETAIL AUTO LEASE TR SERIES /20/2020 8,000,000 $ 7,999, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /18/2021 7,440,000 $ 7,440, % HYUNDAI AUTO LEASE SECURITIZAT SERIES /16/2020 7,000,000 $ 7,002, % SOCIAL PROFESSIONAL LOAN PROGR SERIE /25/2042 6,000,000 $ 6,006, % DELL EQUIPMENT FINANCE TRUST SERIES /24/2020 6,000,000 $ 6,002, % ALLY AUTO RECEIVABLES TRUST SERIES /15/2020 5,325,000 $ 5,315, % NISSAN AUTO LEASE TRUST SERIES 2017-A C /16/2019 5,195,740 $ 5,198, % SOCIAL PROFESSIONAL LOAN PROGR SERIE /26/2040 5,127,565 $ 5,144, % CHESAPEAKE FUNDING II LLC SERIES /15/2028 5,114,613 $ 5,135, % WORLD OMNI AUTOMOBILE LEASE SE SERIE /15/2019 4,774,014 $ 4,777, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2020 4,678,205 $ 4,680, % NAVIENT STUDENT LOAN TRUST SERIES /25/2067 4,500,000 $ 4,500, % OPTION ONE MORTGAGE LOAN TRUST SERIE /25/2034 4,472,826 $ 4,463, % DRIVE AUTO RECEIVAABLES TRUST SERIES /16/2020 4,125,000 $ 4,128, % NAVIENT STUDENT LOAN TRUST SERIES /26/2066 4,000,000 $ 4,025, % CHASE ISSUANCE TRUST SERIES 2015-A5 CL /15/2020 4,000,000 $ 3,996, % ALLY AUTO RECEIVABLES TRUST SERIES /15/2020 3,927,358 $ 3,914, % GM FINANCIAL AUTOMOBILE LEASIN SERIES /20/2019 3,800,453 $ 3,801, % DRIVE AUTO RECEIVABLE TRUST SERIES /15/2021 3,250,000 $ 3,255, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2022 3,250,000 $ 3,211, % SANTANDER DRIVE AUTO RECEIVABL SERIES /16/2022 3,000,000 $ 2,988, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2021 2,878,000 $ 2,880, % GM FINANCIAL AUTOMOBILE LEASIN SERIES /20/2020 2,800,000 $ 2,788, % CHASE ISSUANCE TRUST SERIES 2016-A1 CL /17/2021 2,730,000 $ 2,744, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2021 2,620,000 $ 2,634, % DLL SECURITIZATION TRUST SERIES 2017-A /15/2020 2,500,000 $ 2,491, % DRIVE AUTO RECEIVABLES TRUST SERIES /15/2019 2,419,247 $ 2,419, % DRIVE AUTO RECEIVABLES TRUST SERIES /15/2019 2,360,306 $ 2,360, % NISSAN AUTO LEASE TRUST SERIES 16-B CL /17/2018 2,355,760 $ 2,356, % PQ 663 May Lose Value, Not a Deposit, No Bank Guarantee

2 GM FINANCIAL AUTOMOBILE LEASIN SERIES /20/2020 2,200,000 $ 2,179, % NAVIENT STUDENT LOAN TRUST SERIES /27/2066 2,000,000 $ 2,013, % SANTANDER DRIVE AUTO RECEIVABL SERIES /15/2021 2,000,000 $ 2,001, % AMERICREDIT AUTOMOBILE RECEIV SERIES /18/2022 2,000,000 $ 1,985, % SBA TOWER TRUST SERIES A CLASS C /15/2044 1,855,000 $ 1,859, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /10/2022 1,740,000 $ 1,750, % SANTANDER RETAIL AUTO LEASE TR SERIES /20/2022 1,750,000 $ 1,736, % NAVIENT STUDENT LOAN TRUST SERIES /16/2035 1,679,333 $ 1,689, % SOCIAL PROFESSIONAL LOAN PROGR SERIE /25/2036 1,634,502 $ 1,685, % CNH EQUIPMENT TRUST SERIES 2014-C CLAS /15/2021 1,650,000 $ 1,646, % DRIVE AUTO RECEIVABLES TRUST SERIES /17/2021 1,525,000 $ 1,520, % SANTANDER DRIVE AUTO RECEIVABL SERIES /15/2019 1,452,453 $ 1,453, % GREAT AMERICA LEASING RECEIVA SERIES /20/2019 1,455,491 $ 1,453, % GM FINANCIAL AUTOMOBILE LEASIN SERIES /20/2020 1,400,000 $ 1,387, % WORLD FINANCIAL NETWORK CREDIT SERIE /15/2021 1,375,000 $ 1,374, % KUBOTA CREDIT OWNER TRUST SERIES /15/2019 1,206,471 $ 1,205, % SANTANDER DRIVE AUTO RECEIVABL SERIES /15/2020 1,168,716 $ 1,170, % ENTERPRISE FLEET FINANCING LLC SERIES /22/2021 1,114,536 $ 1,113, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2019 1,108,742 $ 1,108, % WORLD OMNI AUTO RECEIVABLES TR SERIE /15/2020 1,047,745 $ 1,045, % CAPITAL ONE MULTI-ASSET TRUST SERIES /15/2024 1,000,000 $ 1,013, % CARMAX AUTO OWNER TRUST SERIES /16/2020 1,000,000 $ 1,000, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/2021 1,000,000 $ 998, % GM FINANCIAL AUTOMOBILE LEASIN SERIES /20/2020 1,000,000 $ 990, % NOMURA HOME EQUITY LOAN INC SERIES /25/ ,469 $ 938, % SOCIAL PROFESSIONAL LOAN PROG SERIES /25/ ,410 $ 894, % SMB PRIVATE EDUCATION LOAN TRU SERIES /15/ ,435 $ 880, % COUNTRYWIDE ASSET-BACKED CERT SERIE /25/ ,868 $ 871, % MASTR ASSET BACKED SEC SERIES 2003-WM /25/ ,497 $ 773, % FIRST NLC TRUST SERIES CLASS M /25/ ,842 $ 622, % GM FINANCIAL AUTOMOBLIE LEASIN SERIES /20/ ,000 $ 610, % AMERIQUEST MORTGAGE SECURITIES SERIE /25/ ,442 $ 572, % CAPITAL ONE MULTI-ASSET TRUST SERIES /16/ ,000 $ 505, % SAXON ASSET SECURITIES TRUST SERIES /25/ ,339 $ 485, % SOCIAL PROFESSIONAL LOAN PROGR SERIE /25/ ,105 $ 456, % SPECIALTY UNDERWRITING & RESID SERIES /25/ ,045 $ 416, % NAVIENT STUDENT LOAN TRUST 201 SERIES /26/ ,842 $ 408, %

3 WORLD FINANCIAL NETWORK CREDIT SERIE /15/ ,000 $ 408, % OPTION ONE MORTGAGE LOAN TRUST SERIE /25/ ,989 $ 393, % ARI FLEET LEASE TRUST SERIES 2016-A CLA /15/ ,768 $ 385, % CARMAX AUTO OWNER TRUST SERIES /15/ ,631 $ 368, % ONEMAIN DIRECT AUTO RECEIVABLE SERIES /15/ ,330 $ 365, % NISSAN AUTO RECEIVABLES OWNER SERIES /15/ ,496 $ 315, % AMERICREDIT AUTOMOBILE RECEIVA SERIES /08/ ,668 $ 315, % CARMAX AUTO OWNER TRUST SERIES /15/ ,667 $ 257, % GM FINANCIAL AUTOMOBILE LEASIN SERIES /22/ ,890 $ 243, % HYUNDAI AUTO RECEIVABLES TRUST SERIES /18/ ,661 $ 219, % DELL EQUIPMENT FINANCE TRUST SERIES /22/ ,221 $ 182, % CDC MORTGAGE CAPITAL TRUST SERIES /25/ ,809 $ 159, % LONG BEACH MORTGAGE LOAN TRUST SERI /25/ ,464 $ 150, % FNMA SERIES 2003-T2 CLASS A /25/ ,118 $ 149, % CAPITAL AUTO RECIEVABLES ASS SERIES /22/ ,712 $ 127, % WAMU ASSET-BACKED SERIES 2006-HE1 CLA /25/ ,785 $ 126, % MASTR ASSET BACKED SEC SERIES 2003-WM /25/ ,584 $ 78, % SATANDER DRIVE AUTO RECEIVABLE SERIES /15/ ,300 $ 56, % CHASE FUNDING MORTGAGE LOAN AS SERIE /25/ ,961 $ 43, % SANTANDER DRIVE AUTO RECEIVABL SERIES /15/ ,468 $ 28, % TOTAL Asset Backed $ 235,786,402 Bonds & Notes % US TREASURY N/B /30/ ,275,000 $ 94,489, % US TREASURY N/B /15/ ,435,000 $ 42,980, % US TREASURY N/B /15/ ,675,000 $ 40,568, % US TREASURY N/B /31/ ,925,000 $ 31,818, % INTESA SANPAOLO SPA SERIES 144A /15/ ,311,000 $ 19,249, % US TREASURY N/B /31/ ,200,000 $ 18,402, % US TREASURY N/B /15/ ,445,000 $ 15,638, % US TREASURY N/B /15/ ,900,000 $ 15,085, % ROYAL BANK OF SCOTLND GRP PLC /28/ ,990,000 $ 12,527, % BECTON DICKINSON & CO /06/ ,580,000 $ 12,393, % BANK OF NEW YORK MELLON SERIES E ,035,000 $ 12,308, % UBS GROUP FUNDING SWITZE SERIES 144A /15/ ,445,000 $ 11,561, % NATIONWIDE BLDG SOCIETY SERIES 144A /18/ ,595,000 $ 11,453, % GOLDMAN SACHS GROUP INC SERIES P ,615,000 $ 11,389, %

4 ALIBABA GROUP HOLDING LTD /06/ ,165,000 $ 10,835, % DAIMLER FINANCE NA LLC SERIES 144A /02/ ,285,000 $ 10,194, % US TREASURY N/B /31/ ,553,600 $ 10,175, % JPMORGAN CHASE & CO SERIES CC ,240,000 $ 9,953, % BRIGHTHOUSE FINANCIAL INC SERIES 144A /22/ ,225,000 $ 9,822, % LLOYDS BANK PLC /24/2026 9,395,000 $ 9,722, % US TREASURY N/B /15/ ,550,000 $ 9,572, % GENERAL ELECTRIC CO SERIES D ,445,000 $ 9,563, % BANK OF AMERICA CORP SERIES MTN /26/2024 9,170,000 $ 9,511, % CHUBB CORP /29/2067 9,525,000 $ 9,489, % BBVA ,000,000 $ 9,364, % ALTRIA GROUP INC /31/2044 7,720,000 $ 9,236, % US TREASURY N/B /31/2023 9,505,000 $ 8,862, % GE CAPITAL INTL FUNDING SERIES WI /15/2035 8,591,000 $ 8,835, % CELGENE CORP /15/2047 8,530,000 $ 8,609, % PETROBRAS GLOBAL FINANCE /17/2027 7,595,000 $ 8,423, % ACTAVIS FUNDING SCS SERIES WI /15/2024 8,045,000 $ 8,147, % ROYAL BANK OF SCOTLND GRP PLC ,580,000 $ 8,025, % CHARTER COMM OPT LLC CAP SERIES WI /23/2045 6,820,000 $ 7,962, % US TREASURY N/B /15/2045 7,980,000 $ 7,887, % US TREASURY N/B /30/2023 8,020,000 $ 7,816, % BAT CAPITAL CORP SERIES 144A /15/2024 7,925,000 $ 7,803, % GOLDMAN SACHS GROUP INC /01/2037 5,915,000 $ 7,802, % COMCAST CORP /15/2025 7,740,000 $ 7,785, % US TREASURY N/B /31/2023 8,025,000 $ 7,614, % BPCE SA SERIES 144A /22/2023 6,755,000 $ 7,400, % ALEXANDRIA REAL ESTATE EQUITIE /30/2025 7,440,000 $ 7,297, % WESTPAC BANKING CORP ,300,000 $ 7,225, % SKANDINAVISKA ENSKILDA SERIES EMTN ,995,000 $ 7,204, % GOLDMAN SACHS GROUP INC SERIES M ,965,000 $ 7,191, % BANK OF NEW YORK MELLON SERIES F ,005,000 $ 7,022, % ARGENTINA REPUBLIC OF SERIES WI /26/2022 6,755,000 $ 6,920, % CITIGROUP INC /27/2028 6,940,000 $ 6,864, % ROYAL BANK OF SCOTLND GRP PLC /15/2023 6,495,000 $ 6,661, % AT&T INC /14/2037 6,550,000 $ 6,638, % IMPERIAL TOBACCO FINANCE SERIES 144A /21/2025 6,395,000 $ 6,591, % BAT CAPITAL CORP SERIES 144A /15/2047 6,380,000 $ 6,576, %

5 SANTANDER UK PLC SERIES 144A /07/2023 6,140,000 $ 6,477, % ORACLE CORP /15/2047 6,295,000 $ 6,463, % PPL WEM HOLDINGS PLC SERIES 144A /01/2021 6,083,000 $ 6,453, % SABINE PASS LIQUEFATION SERIES WI /15/2024 5,725,000 $ 6,275, % ANHEUSER-BUSCH INBEV FIN /01/2026 6,180,000 $ 6,254, % ROCK-TENN CO /01/2020 6,150,000 $ 6,250, % VERIZON COMMUNICATIONS INC /16/2037 5,655,000 $ 6,225, % SHIRE ACQ INV IRELAND DA /23/2021 6,370,000 $ 6,220, % GENERAL ELECTRIC CO /11/2044 5,895,000 $ 6,182, % KRAFT HEINZ FOODS CO /02/2020 6,115,000 $ 6,117, % INDONESIA REPUBLIC OF SERIES 144A /17/2023 5,375,000 $ 5,919, % ALLY FINANCIAL /20/2025 5,415,000 $ 5,781, % BRIGHTHOUSE FINANCIAL INC SERIES 144A /22/2047 5,820,000 $ 5,743, % ONCOR ELECTRIC DELIVERY /01/2019 5,760,000 $ 5,728, % RECKITT BENCKISER TSY SERIES 144A /26/2024 5,940,000 $ 5,704, % UBS GROUP AG ,110,000 $ 5,686, % DISCOVERY COMMUNICATIONS /20/2047 5,550,000 $ 5,682, % ABBOTT LABORATORIES /30/2046 4,950,000 $ 5,646, % AT&T INC SERIES 144A /15/2030 5,687,000 $ 5,614, % GENERAL MOTORS FINL CO /05/2023 5,570,000 $ 5,597, % APPLE INC /13/2025 5,680,000 $ 5,528, % CITIGROUP INC /24/2023 5,450,000 $ 5,526, % ANHEUSER-BUSCH INBEV FIN /01/2046 4,865,000 $ 5,497, % BANK OF AMERICA CORP SERIES AA ,070,000 $ 5,469, % US TREASURY N/B /31/2021 5,545,000 $ 5,462, % WELLS FARGO & CO /31/2023 5,285,000 $ 5,448, % APPLE INC /11/2024 5,510,000 $ 5,442, % CREDIT SUISSE GROUP AG ,970,000 $ 5,411, % APPLE INC /23/2046 4,745,000 $ 5,396, % PACKAGING CORP OF AMERICA /01/2023 5,060,000 $ 5,368, % MICROSOFT CORP /08/2046 5,285,000 $ 5,358, % CVS CAREMARK CORP SERIES WI /01/2024 5,000,000 $ 5,321, % DIAMOND 1 FIN DIAMOND 2 SERIES 144A /15/2046 4,055,000 $ 5,321, % LLOYDS BANKING GROUP PLC /10/2025 5,120,000 $ 5,278, % SOUTHERN CO SERIES B /15/2057 4,990,000 $ 5,240, % MORGAN STANLEY SERIES GMTN /24/2029 5,185,000 $ 5,220, % US TREASURY N/B /15/2040 4,125,000 $ 5,135, %

6 COLUMBIA PIPELINE GROUP SERIES WI /01/2020 5,075,000 $ 5,124, % CITIGROUP INC /15/2023 5,095,000 $ 5,118, % VALE OVERSEAS LIMITED /11/2022 4,895,000 $ 5,078, % GENERAL MOTORS FINL CO /05/2028 5,200,000 $ 5,069, % ALTRIA GROUP INC /09/2022 5,065,000 $ 5,038, % ING US INC /15/2053 4,705,000 $ 4,999, % DISCOVERY COMMUNICATIONS /20/2028 5,115,000 $ 4,987, % MORGAN STANLEY /25/2021 4,550,000 $ 4,919, % AMERICAN TOWER CORP /15/2028 5,045,000 $ 4,891, % REYNOLDS AMERICAN INC SERIES WI /01/2020 4,485,000 $ 4,884, % BANK OF AMERICA CORP SERIES MTN /22/2026 4,701,000 $ 4,865, % CONCHO RESOURCES INC /15/2025 4,650,000 $ 4,824, % TURKEY REPUBLIC OF /22/2024 4,550,000 $ 4,796, % US TREASURY N/B /15/2025 5,000,000 $ 4,784, % MARATHON OIL CORP /01/2037 3,780,000 $ 4,753, % ANHEUSER-BUSCH INBEV FIN /01/2021 4,745,000 $ 4,729, % US TREASURY N/B /15/2042 4,855,000 $ 4,716, % WELLTOWER INC /01/2025 4,610,000 $ 4,701, % ENLINK MIDSTREAM TNER /01/2024 4,570,000 $ 4,666, % SHIRE ACQ INV IRELAND DA /23/2026 4,825,000 $ 4,622, % BROOKFIELD FINANCE LLC /01/2024 4,510,000 $ 4,620, % APPLE INC /09/2024 4,635,000 $ 4,619, % XILINX INC /01/2024 4,715,000 $ 4,613, % VERIZON COMMUNICATIONS INC SERIES WI /21/2054 4,449,000 $ 4,592, % VIMPELCOM HOLDINGS SERIES 144A /16/2021 4,600,000 $ 4,583, % AT&T INC /01/2047 4,290,000 $ 4,571, % MORGAN STANLEY SERIES GMTN /08/2024 4,400,000 $ 4,534, % DISCOVERY COMMUNICATIONS /20/2037 4,435,000 $ 4,529, % JP MORGAN CHASE & CO /16/2043 3,710,000 $ 4,529, % SHIRE ACQ INV IRELAND DA /23/2023 4,515,000 $ 4,378, % AMER AIRLINES SERIES CLASS A /01/2027 4,362,523 $ 4,357, % BNP IBAS SERIES 144A ,040,000 $ 4,353, % US TREASURY N/B /15/2042 4,191,000 $ 4,351, % RECKITT BENCKISER TSY SERIES 144A /24/2022 4,325,000 $ 4,321, % DISCOVER BANK SERIES BKTN /04/2020 4,280,000 $ 4,304, % ZIMMER BIOMET HOLDINGS INC /01/2018 4,265,000 $ 4,264, % GENERAL ELEC CAP CORP SERIES MTN /10/2039 3,110,000 $ 4,238, %

7 BECTON DICKINSON & CO /06/2047 4,000,000 $ 4,237, % GENERAL MOTORS CO /01/2036 3,475,000 $ 4,212, % CCO HLDGS LLC/CAP CORP SERIES 144A /01/2023 4,130,000 $ 4,210, % FIRST REPUBLIC BANK /01/2046 4,170,000 $ 4,149, % US TREASURY N/B /30/2020 4,225,000 $ 4,148, % WM WRIGLEY JR CO SERIES 144A /21/2020 4,000,000 $ 4,083, % BROOKFIELD FINANCE INC /25/2028 4,120,000 $ 4,047, % PACIFIC GAS & ELECTRIC SERIES 144A /01/2027 4,185,000 $ 4,013, % INTESA SANPAOLO SPA /14/2022 4,070,000 $ 4,011, % EL PASO PIPELINE T OP /01/2042 4,065,000 $ 4,008, % PRUDENTIAL FINANCIAL INC /15/2043 3,655,000 $ 3,975, % CROWN CASTLE INTL CORP /15/2028 4,040,000 $ 3,957, % US TREASURY N/B /31/2020 4,000,000 $ 3,931, % BAKER HUGHES LLC CO OBL SERIES WI /15/2022 3,985,000 $ 3,923, % BPCE SA SERIES 144A /01/2026 3,720,000 $ 3,922, % MPLX LP SERIES WI /15/2023 3,722,000 $ 3,889, % MORGAN STANLEY /24/2025 3,585,000 $ 3,879, % MARKEL CORP /05/2046 3,520,000 $ 3,865, % COOPERATIEVE CENTRALE RAIFFEIS /04/2045 3,235,000 $ 3,829, % TIME WARNER INC /15/2025 3,875,000 $ 3,829, % BROOKFIELD FINANCE INC /20/2047 3,770,000 $ 3,803, % FORTIS INC SERIES 144A /04/2026 3,970,000 $ 3,754, % GOLDMAN SACHS GROUP INC /05/2023 3,795,000 $ 3,723, % UNITEDHEALTH GROUP INC /15/2035 3,250,000 $ 3,688, % PIONEER NATURAL RESOURCES CO /15/2021 3,605,000 $ 3,667, % MACDONALD DETTWILER TERM LOAN /06/2024 3,615,000 $ 3,644, % JP MORGAN CHASE & CO /01/2027 3,665,000 $ 3,630, % 21ST CENTURY FOX AMERICA /15/2035 2,760,000 $ 3,626, % RUSSIAN FEDERATION SERIES REGS /27/2026 3,400,000 $ 3,613, % AT&T INC /14/2027 3,580,000 $ 3,564, % DIAMOND 1 FIN DIAMOND 2 SERIES 144A /15/2023 3,325,000 $ 3,562, % AT&T INC /15/2046 3,675,000 $ 3,559, % XSTRATA FINANCE CANADA SERIES 144A /25/2042 3,185,000 $ 3,548, % INTESA SANPAOLO SPA /14/2027 3,615,000 $ 3,547, % SINOPEC GRP OVERSEAS DEV SERIES 144A /13/2022 3,675,000 $ 3,543, % CC HOLDING GS V LLC /15/2023 3,485,000 $ 3,534, % QUALCOMM INC /20/2047 3,520,000 $ 3,472, %

8 US TREASURY N/B /15/2037 2,700,000 $ 3,471, % TENCENT HOLDINGS LTD SERIES 144A /19/2028 3,500,000 $ 3,448, % US TREASURY N/B /15/2045 3,390,000 $ 3,432, % NXP BV/NXP FUNDING LLC SERIES 144A /01/2022 3,400,000 $ 3,429, % GOLDMAN SACHS GROUP INC /24/2023 3,375,000 $ 3,424, % ANHEUSER-BUSCH INBEV FIN /01/2036 3,100,000 $ 3,421, % BPCE SA SERIES 144A /15/2025 3,285,000 $ 3,382, % JPMORGAN CHASE & CO SERIES GMTN /10/2025 3,330,000 $ 3,380, % BAKER HUGHES LLC CO OBL SERIES WI /15/2027 3,460,000 $ 3,373, % MORGAN STANLEY /27/2026 3,250,000 $ 3,320, % DOMINION ENERGY GAS HOLDINGS /15/2020 3,315,000 $ 3,317, % SUNCOR ENERGY INC /15/2047 3,280,000 $ 3,304, % DTE ENERGY CO /15/2033 2,585,000 $ 3,299, % ENCANA CORP /15/2041 3,070,000 $ 3,293, % MORGAN STANLEY /22/2023 3,160,000 $ 3,269, % US TREASURY N/B /15/2043 2,818,000 $ 3,239, % VALE OVERSEAS LIMITED /21/2036 2,575,000 $ 3,234, % UNICREDIT SPA SERIES 144A /19/2032 3,020,000 $ 3,218, % ACTAVIS FUNDING SCS SERIES WI /15/2044 3,015,000 $ 3,216, % MEDTRONIC INC SERIES WI /15/2035 2,924,000 $ 3,206, % GLENCORE FUNDING LLC SERIES 144A /27/2027 3,265,000 $ 3,195, % PUGET ENERGY INC /01/2021 2,910,000 $ 3,182, % SIEMENS FINANCIERINGSMAT SERIES 144A /16/2022 3,200,000 $ 3,181, % APPLE INC /09/2027 3,180,000 $ 3,179, % NATL RURAL UTILITY CFC /25/2022 3,215,000 $ 3,154, % AMERICAN CAMPUS COMMUNITIES OP /15/2027 3,230,000 $ 3,146, % ANDEAVOR LOGISTICS LP SERIES A HYB ,020,000 $ 3,122, % 21ST CENTURY FOX AMERICA /01/2043 2,545,000 $ 3,103, % GENERAL MOTORS FINL CO /13/2024 3,055,000 $ 3,091, % ARGENTINA REPUBLIC OF /11/2028 3,160,000 $ 3,074, % ALTRIA GROUP INC /31/2024 2,925,000 $ 3,061, % UNITED TECHNOLOGIES CORP /04/2024 3,130,000 $ 3,060, % HSBC HOLDINGS PLC /23/2023 3,010,000 $ 3,059, % PHILIP MORRIS INTERNATIONAL /25/2021 3,135,000 $ 3,057, % UNITED MEXICAN STATES /11/2028 3,100,000 $ 3,041, % REYNOLDS AMERICAN INC /15/2035 2,580,000 $ 3,034, % HCA INC /15/2024 2,890,000 $ 3,009, %

9 WELLS FARGO & COMPANY SERIES MTN /14/2046 2,865,000 $ 2,999, % JP MORGAN CHASE & CO /15/2026 2,885,000 $ 2,985, % CONTINENTAL RESOURCES SERIES WI /01/2024 3,045,000 $ 2,984, % CVS CAREMARK CORP SERIES WI /01/2022 2,813,000 $ 2,976, % KINDER MORGAN INC SERIES 144A /15/2023 2,695,000 $ 2,965, % CHARLES SCHWAB CORP ,000,000 $ 2,964, % APPLE INC /11/2027 2,990,000 $ 2,954, % NAVIOS MARITIME ACQ CORP SERIES 144A /15/2021 3,450,000 $ 2,941, % WYNDHAM WORLDWIDE CORP /01/2018 2,940,000 $ 2,939, % PETROBRAS GLOBAL FINANCE SERIES 144A /27/2025 2,905,000 $ 2,923, % HSBC HOLDINGS PLC /23/2026 2,815,000 $ 2,898, % WILLIAMS TNERS LP /15/2022 2,850,000 $ 2,893, % VRX ESCROW CORP SERIES 144A /15/2020 2,890,000 $ 2,872, % MONSANTO CO /15/2045 2,907,000 $ 2,867, % STATE GRID OVERSEAS INV SERIES REGS /04/2027 2,900,000 $ 2,848, % AMERICAN INTERNATIONAL GROUP I /01/2021 2,805,000 $ 2,835, % DIAMOND 1 FIN DIAMOND 2 SERIES 144A /15/2026 2,570,000 $ 2,810, % US TREASURY N/B /15/2044 2,587,000 $ 2,799, % AMERICAN INTERNATIONAL GROUP I /16/2044 2,705,000 $ 2,795, % TURKEY REPUBLIC OF /25/2027 2,650,000 $ 2,785, % ING GROEP NV ,700,000 $ 2,782, % MICROSOFT CORP /08/2023 2,905,000 $ 2,779, % UNION PACIFIC CORP /15/2024 2,660,000 $ 2,766, % ASURION TERM LOAN /14/2025 2,680,000 $ 2,763, % CELGENE CORP /15/2045 2,500,000 $ 2,760, % ENERGY TRANSFER TNERS /15/2026 2,646,000 $ 2,738, % ACTAVIS FUNDING SCS /15/2035 2,605,000 $ 2,722, % US TREASURY STRIPS /15/2035 4,500,000 $ 2,717, % UKRAINE GOVERNMENT SERIES 144A /25/2032 2,675,000 $ 2,714, % HALLIBURTON CO /01/2043 2,450,000 $ 2,699, % PETROLEOS MEXICANOS SERIES 144A /13/2027 2,465,000 $ 2,696, % AT&T INC SERIES 144A /15/2028 2,720,000 $ 2,689, % MORGAN STANLEY /23/2024 2,645,000 $ 2,686, % ALIBABA GROUP HOLDING LTD /06/2047 2,680,000 $ 2,678, % MORGAN STANLEY ,565,000 $ 2,651, % REPUBLIC SERVICES INC /15/2018 2,630,000 $ 2,643, % MICROSOFT CORP /08/2026 2,775,000 $ 2,611, %

10 UNITED MEXICAN STATES SERIES MTN /08/2044 2,600,000 $ 2,597, % AVAYA TERM LOAN /09/2024 2,585,000 $ 2,596, % IMPERIAL TOBACCO FINANCE SERIES 144A /21/2022 2,540,000 $ 2,596, % ARCH CAPITAL FINANCE LLC /15/2026 2,535,000 $ 2,591, % INTESA SANPAOLO SPA /12/2048 2,585,000 $ 2,584, % PLAINS ALL AMER PIPELINE /15/2026 2,520,000 $ 2,583, % SPRINT CORP /15/2023 2,435,000 $ 2,579, % BANCO GENERAL SA SERIES 144A /07/2027 2,550,000 $ 2,569, % CVS CAREMARK CORP /20/2035 2,365,000 $ 2,567, % KENTUCKY UTILITIES /01/2025 2,565,000 $ 2,566, % UKRAINE GOVERNMENT SERIES REGS /01/2026 2,400,000 $ 2,564, % BANK OF AMERICA CORP /24/2038 2,405,000 $ 2,553, % ABBOTT LABORATORIES /30/2021 2,555,000 $ 2,546, % ANADARKO PETROLEUM CORP /15/2046 1,960,000 $ 2,541, % HEALTHCARE TRUST OF AMER /01/2027 2,585,000 $ 2,538, % QUALCOMM INC /30/2023 2,535,000 $ 2,537, % VALE SA /11/2042 2,250,000 $ 2,534, % CREDIT SUISSE GROUP AG SERIES 144A /14/2023 2,475,000 $ 2,531, % VEDANTA RESOURCES PLC SERIES 144A /09/2024 2,500,000 $ 2,522, % ARCELORMITTAL SA /15/2039 1,955,000 $ 2,521, % ARCOR SAIC SERIES 144A /06/2023 2,385,000 $ 2,519, % DOMTAR CORP /01/2042 2,320,000 $ 2,508, % INTERNATIONAL PAPER CO /15/2048 2,450,000 $ 2,507, % PROVINCIA DE BUENOS AIRE /15/2027 2,345,000 $ 2,497, % BANK OF AMERICA CORP SERIES GMTN /21/2021 2,475,000 $ 2,495, % KLA-TENCOR CORP /01/2021 2,405,000 $ 2,489, % CHARTER COMM OPT LLC CAP SERIES WI /15/2028 2,540,000 $ 2,485, % HUMANA INC /15/2027 2,450,000 $ 2,479, % WM WRIGLEY JR CO SERIES 144A /21/2018 2,465,000 $ 2,467, % BAIDU INC /06/2022 2,500,000 $ 2,451, % MICROSOFT CORP /08/2056 2,365,000 $ 2,446, % GENERAL MOTORS CO /01/2038 2,330,000 $ 2,440, % UNIVERSAL HOSPITAL SERVI /15/2020 2,415,000 $ 2,427, % LIBERTY MUTUAL GROUP SERIES 144A /15/2037 2,470,000 $ 2,426, % SYNCHRONY BANK /15/2022 2,420,000 $ 2,392, % ENBRIDGE INC SERIES 16-A HYB /15/2077 2,270,000 $ 2,389, % FIRST DATA CORPORATION SERIES 144A /15/2024 2,325,000 $ 2,386, %

11 PACIFICORP /01/2023 2,375,000 $ 2,375, % CROATIA SERIES REGS /26/2024 2,100,000 $ 2,366, % DIAMOND 1 FIN DIAMOND 2 SERIES 144A /15/2024 2,155,000 $ 2,355, % BP CAPITAL S PLC /28/2028 2,290,000 $ 2,347, % SAUDI INTERNATIONAL BOND SERIES 144A /04/2023 2,400,000 $ 2,346, % ENTERPRISE PRODUCTS OPER /15/2044 2,135,000 $ 2,343, % ALTRIA GROUP INC /02/2043 2,210,000 $ 2,342, % TRIUMPH GROUP INC SERIES WI /15/2025 2,205,000 $ 2,337, % CENCOSUD SA SERIES 144A /17/2027 2,375,000 $ 2,337, % FORTIS INC SERIES 144A /04/2021 2,410,000 $ 2,333, % DAIMLER FINANCE NA LLC SERIES 144A /06/2022 2,335,000 $ 2,321, % WESTERN GAS TNERS /01/2026 2,250,000 $ 2,317, % HCA INC /15/2047 2,250,000 $ 2,292, % CONTINENTAL RESOURCES SERIES WI /01/2044 2,295,000 $ 2,289, % TIME WARNER INC /15/2026 2,290,000 $ 2,284, % SOUTHERN CO GAS CAPITAL /30/2047 2,190,000 $ 2,281, % US TREASURY STRIPS /15/2044 5,000,000 $ 2,274, % ELECTRICITE DE FRANCE SERIES 144A ,205,000 $ 2,271, % BHP BILLITON FIN USA LTD SERIES 144A /19/2075 1,950,000 $ 2,270, % NBC UNIVERSAL MEDIA LLC /15/2043 2,130,000 $ 2,269, % PHILIP MORRIS INTERNATIONAL /02/2028 2,345,000 $ 2,268, % YPF SOCIEDAD ANONIMA SERIES 144A /21/2027 2,190,000 $ 2,265, % VALE OVERSEAS LIMITED /10/2026 1,940,000 $ 2,249, % VIRGINIA ELEC & POWER CO /15/2044 2,025,000 $ 2,240, % CONSOLIDATED ENERGY FIN SERIES 144A /15/2025 2,115,000 $ 2,236, % NATL RURAL UTILITY CFC /30/2043 2,135,000 $ 2,218, % BP CAPITAL S PLC /16/2027 2,270,000 $ 2,209, % ENEL FINANCE INTL NV SERIES 144A /25/2022 2,240,000 $ 2,209, % NBC UNIVERSAL ENTERPRISE SERIES 144A /15/2018 2,190,000 $ 2,192, % WILLIAMS TNERS LP /15/2045 1,985,000 $ 2,190, % MICROSOFT CORP /03/2020 2,215,000 $ 2,190, % HEALTHCARE TRUST OF AMER /01/2026 2,265,000 $ 2,190, % HCA INC /15/2025 2,075,000 $ 2,177, % COCA-COLA ICECEK URETIM SERIES 144A /01/2018 2,150,000 $ 2,172, % AMERICAN AXLE & MFG INC SERIES 144A /01/2025 2,065,000 $ 2,157, % YAMANA GOLD INC SERIES 144A /15/2027 2,160,000 $ 2,157, % ORACLE CORP /15/2024 2,170,000 $ 2,145, %

12 BARRICK NA FINANCE LLC /15/2038 1,553,000 $ 2,144, % COLBUN SA SERIES 144A /11/2027 2,150,000 $ 2,140, % COMCAST CORP /01/2023 2,150,000 $ 2,131, % AMERICAN CAMPUS CMNTYS /01/2020 2,085,000 $ 2,115, % UNITED AIRLINES SERIES CLASS A PT /11/2027 2,056,121 $ 2,110, % MEREDITH CORP SERIES 144A /01/2026 2,060,000 $ 2,108, % CENTURY COMMUNITIES SERIES WI /15/2025 2,070,000 $ 2,098, % UNITED AIRLINES SERIES CLASS A /03/2026 2,058,317 $ 2,094, % BECTON DICKINSON & CO SERIES 5FRN /06/2022 2,065,000 $ 2,086, % REYNOLDS AMERICAN INC SERIES WI /04/2041 1,570,000 $ 2,081, % NAVISTAR INTERNATIONAL SERIES 144A /01/2025 1,977,000 $ 2,066, % CONCHO RESOURCES INC /01/2047 1,895,000 $ 2,064, % NATURA COSMETICOS SA SERIES 144A /01/2023 2,050,000 $ 2,060, % DIGICEL GROUP LTD SERIES 144A /30/2020 2,075,000 $ 2,056, % WELLCARE HEALTH PLANS INC /01/2025 1,940,000 $ 2,025, % MIDAMERICAN ENERGY CO /01/2046 1,850,000 $ 2,020, % WESTERN GAS TNERS /01/2044 1,860,000 $ 2,015, % JP MORGAN CHASE & CO /01/2045 1,765,000 $ 1,996, % COLOMBIA REPUBLIC OF /25/2027 1,975,000 $ 1,991, % SIGNODE INDUSTRIAL GROUP SERIES 144A /01/2022 1,915,000 $ 1,991, % CATLIN INSURANCE CO LTD SERIES 144A ,030,000 $ 1,989, % WELLTOWER INC /01/2026 1,915,000 $ 1,983, % PPL ELECTRIC UTILITIES /01/2047 1,890,000 $ 1,981, % NAVISTAR TERM LOAN /03/2024 1,965,000 $ 1,980, % EXELON CORP /15/2020 1,966,000 $ 1,969, % GENZYME CORP /15/2020 1,863,000 $ 1,964, % CANADIAN NATURAL RESOURCES LTD /01/2025 1,929,000 $ 1,960, % SOUTHERN COPPER CORP /16/2040 1,485,000 $ 1,959, % TIME WARNER CABLE INC /15/2040 1,805,000 $ 1,959, % MPH ACQUISITION HOLDINGS SERIES 144A /01/2024 1,810,000 $ 1,943, % BOARDWALK PIPELINES LP /01/2026 1,765,000 $ 1,943, % AMERICAN AIRLINES SERIES CLASS A /15/2023 1,845,911 $ 1,940, % SYNCHRONY FINANCIAL /01/2027 1,965,000 $ 1,930, % QATAR STATE OF SERIES REGS /02/2026 2,025,000 $ 1,929, % APPLE INC /09/2047 1,795,000 $ 1,929, % CLOUD CRANE LLC SERIES 144A /01/2024 1,705,000 $ 1,926, % BAIDU INC /30/2020 1,925,000 $ 1,923, %

13 JACK OHIO FIN LLC/FIN 1 SERIES 144A /15/2021 1,825,000 $ 1,920, % DEVON ENERGY CORP /15/2041 1,625,000 $ 1,915, % DISH DBS CORP SERIES WI /01/2021 1,825,000 $ 1,911, % CMS ENERGY CORP /01/2044 1,675,000 $ 1,909, % NGL ENRGY T LP/FIN CO /01/2023 1,830,000 $ 1,907, % SOUTHERN CO /01/2023 1,915,000 $ 1,891, % GENERAL MOTORS CO SERIES WI /02/2043 1,585,000 $ 1,871, % COVERIS HOLDINGS SA SERIES 144A /01/2019 1,875,000 $ 1,870, % PETROLEOS MEXICANOS SERIES WI /04/2026 1,650,000 $ 1,866, % JPMORGAN CHASE & CO /24/2038 1,845,000 $ 1,861, % TECK RESOURCES LIMITED /15/2041 1,605,000 $ 1,859, % CALIFORNIA RESOURCES TERM LOAN /31/2021 1,635,000 $ 1,851, % FANNIE MAE /15/2030 1,350,000 $ 1,850, % CISCO SYSTEMS INC /28/2021 1,870,000 $ 1,848, % EMERALD PERFORMANCE TERM LOAN /23/2022 1,850,000 $ 1,847, % SHELL INTERNATIONAL FIN /10/2046 1,780,000 $ 1,846, % BAIDU INC /06/2027 1,900,000 $ 1,845, % CEMEX SAB DE CV SERIES REGS /11/2025 1,750,000 $ 1,843, % HUMANA INC /01/2024 1,805,000 $ 1,842, % ASCENT RESOURCES ARU FIN SERIES 144A /01/2022 1,665,000 $ 1,833, % ALABAMA POWER CO /01/2042 1,790,000 $ 1,813, % GEO GROUP TERM LOAN B /09/2024 1,801,139 $ 1,808, % ARDAGH PKG FIN/MP HD USA SERIES 144A /15/2025 1,745,000 $ 1,801, % CHARTER TERM LOAN B /16/2022 2,242,901 $ 1,799, % KRAFT FOODS INC /23/2018 1,750,000 $ 1,789, % CALIFORNIA RESOURCES TERM LOAN /17/2022 1,755,000 $ 1,785, % INTRAWEST RESORTS HOLDINGS INC TERM /29/2024 1,763,328 $ 1,776, % MYRIAD INT HOLDING BV SERIES 144A /06/2027 1,700,000 $ 1,772, % ENABLE MIDSTREAM TNERS LP /15/2027 1,755,000 $ 1,766, % COMCAST CORP /01/2026 1,790,000 $ 1,761, % NEWMONT MINING CORP /15/2042 1,615,000 $ 1,761, % DOLLAR TREE TERM LOAN B /06/2022 1,744,805 $ 1,757, % CELGENE CORP /15/2020 1,745,000 $ 1,752, % CROWN CORK & SEAL /15/2026 1,519,000 $ 1,750, % CHENIERE CORP CHRISTI HD /30/2027 1,675,000 $ 1,729, % QEP RESOURCES INC /01/2023 1,685,000 $ 1,718, % GILEAD SCIENCES INC /01/2020 1,710,000 $ 1,711, %

14 SOUTHWESTERN ENERGY CO /01/2027 1,635,000 $ 1,708, % AMERICAN INTERNATIONAL GROUP I /10/2025 1,690,000 $ 1,708, % ROCKWELL COLLINS INC /15/2027 1,720,000 $ 1,706, % CRC ESCROW LLC SERIES 144A /15/2025 1,715,000 $ 1,702, % ISTAR FINANCIAL TERM LOAN /15/2021 1,681,141 $ 1,700, % TRANS CANADA PIPELINES /01/2034 1,550,000 $ 1,696, % CHESAPEAKE ENERGY TERM LOAN /16/2021 1,580,000 $ 1,689, % FMG RESOURCES SERIES 144A /01/2022 1,530,000 $ 1,687, % US TREASURY N/B /15/2046 1,840,000 $ 1,683, % OASIS PETROLEUM INC /15/2023 1,630,000 $ 1,678, % IRAQ REPUBLIC OF SERIES 144A /09/2023 1,600,000 $ 1,662, % CNOOC FINANCE LTD SERIES /09/2023 1,700,000 $ 1,660, % MARKEL CORP /01/2027 1,705,000 $ 1,658, % POST HOLDINGS TERM LOAN /17/2024 1,646,725 $ 1,656, % CONS EDISON CO OF NY /01/2054 1,475,000 $ 1,655, % GOLDEN NUGGET INC SERIES 144A /15/2024 1,600,000 $ 1,654, % EXELON CORP /01/2022 1,640,000 $ 1,651, % PETROLEOS MEXICANOS SERIES 144A /13/2027 1,505,000 $ 1,646, % DOMINION ENERGY INC /01/2025 1,600,000 $ 1,641, % COMMONWEALTH EDISON /15/2045 1,485,000 $ 1,631, % POST HOLDINGS INC SERIES 144A /15/2026 1,670,000 $ 1,630, % TECH DATA CORP /15/2022 1,635,000 $ 1,629, % BWAY HOLDING CO SERIES 144A /15/2025 1,560,000 $ 1,628, % DISH DBS CORP SERIES WI /15/2024 1,715,000 $ 1,626, % BHARTI AIRTEL INTERNATIO SERIES 144A /11/2023 1,550,000 $ 1,625, % E TRADE FINANCIAL CORP SERIES B ,630,000 $ 1,623, % GTT COMMUNICATIONS INC SERIES 144A /31/2024 1,515,000 $ 1,621, % RUSSELL INVESTMENTS TERM LOAN /01/2023 1,609,757 $ 1,620, % SILVERSEA CRUISE FINANCE LTD SERIES /01/2025 1,495,000 $ 1,611, % AT&T INC SERIES WI /01/2041 1,350,000 $ 1,611, % SOUTHERN CO /01/2036 1,555,000 $ 1,610, % ZIGGO SECURED FINANCE BV SERIES 144A /15/2027 1,620,000 $ 1,607, % SUNOCO LP FINANCE CORP SERIES 144A /15/2023 1,565,000 $ 1,593, % ZAYO GROUP LLC SERIES WI /01/2023 1,525,000 $ 1,589, % TENCENT HOLDINGS LTD SERIES 144A /19/2023 1,600,000 $ 1,584, % IAMGOLD CORP SERIES 144A /15/2025 1,520,000 $ 1,584, % BC/ NEW RED FIN SERIES 144A /15/2025 1,580,000 $ 1,581, %

15 QATAR STATE OF SERIES REGS /02/2021 1,625,000 $ 1,578, % US AIRWAYS SERIES CLASS A PTT EE /15/2027 1,529,920 $ 1,576, % SLM CORP SERIES MTN /25/2024 1,545,000 $ 1,575, % WANT WANT CHINA FINANCE /27/2022 1,600,000 $ 1,570, % ARGENTINA REPUBLIC OF /11/2048 1,620,000 $ 1,567, % NEWELL BRANDS INC SERIES WI /15/2023 1,495,000 $ 1,566, % BRASKEM NETHERLANDS SERIES 144A /10/2028 1,550,000 $ 1,565, % MEG ENERGY CORP SERIES 144A /15/2025 1,600,000 $ 1,564, % IMS HEALTH INC SERIES 144A /15/2026 1,535,000 $ 1,563, % COMMONWEALTH EDISON /01/2042 1,550,000 $ 1,563, % ABU DHABI CRUDE OIL SERIES 144A /02/2029 1,600,000 $ 1,562, % ENLINK MIDSTREAM TNER /01/2045 1,555,000 $ 1,558, % TALENT YIELD INVESTMENTS SERIES 144A /25/2022 1,500,000 $ 1,556, % HUNGARY REPUBLIC OF /21/2023 1,410,000 $ 1,552, % INTELSAT JACKSON SERIES 144A /15/2024 1,475,000 $ 1,548, % HALLIBURTON CO /15/2025 1,510,000 $ 1,545, % BOMBARDIER INC SERIES 144A /15/2025 1,485,000 $ 1,542, % SOUTH AFRICA REPUBLIC OF /12/2028 1,600,000 $ 1,542, % MGM RESORTS INTERNATIONAL /15/2023 1,415,000 $ 1,528, % QUALCOMM INC /20/2024 1,585,000 $ 1,520, % KRAFT HEINZ FOODS CO /15/2045 1,405,000 $ 1,518, % CREDIT ACCEPTANCE CORP SERIES 144A /15/2023 1,450,000 $ 1,515, % AHERN RENTALS INC SERIES 144A /15/2023 1,570,000 $ 1,515, % APPLE INC /20/2027 1,550,000 $ 1,507, % EQUINIX INC /01/2023 1,465,000 $ 1,505, % REYNOLDS AMERICAN INC /12/2020 1,486,000 $ 1,502, % REYNOLDS GROUP HOLDINGS SERIES 144A /15/2021 1,475,000 $ 1,500, % PHILIP MORRIS INTERNATIONAL /17/2022 1,540,000 $ 1,500, % ENTEL CHILE SA SERIES 144A /01/2026 1,450,000 $ 1,498, % WYETH LLC /15/2036 1,150,000 $ 1,492, % PACIFIC GAS & ELECTRIC SERIES 144A /01/2047 1,545,000 $ 1,488, % CF INDUSTRIES INC /15/2034 1,475,000 $ 1,487, % CONTINENTAL AIRLINES INC SERIES C /19/2022 1,369,591 $ 1,484, % SABINE PASS LIQUEFATION /15/2027 1,395,000 $ 1,481, % MOTORCITY CASINO TERM LOAN /09/2021 1,502,222 $ 1,478, % INDONESIA REPUBLIC OF /11/2028 1,500,000 $ 1,478, % PROTECTION 1 TERM LOAN /02/2022 1,464,764 $ 1,477, %

16 GENERAL MOTORS FINL CO /14/2022 1,465,000 $ 1,470, % AMGEN INC SERIES WI /15/2051 1,350,000 $ 1,469, % BI-LO LLC / BI-LO FINANCE CORP SERIES /15/2019 1,475,000 $ 1,454, % REPUBLIC OF ECUADOR SERIES REGS /24/2020 1,325,000 $ 1,454, % MICROSOFT CORP /08/2021 1,505,000 $ 1,453, % ARUBA INVESTMENT INC 144A /15/2023 1,380,000 $ 1,449, % AMER AIRLINES SERIES CLASS A /01/2026 1,428,805 $ 1,441, % US TREASURY STRIPS /15/2036 2,500,000 $ 1,439, % WELLS FARGO & COMPANY SERIES MTN /07/2046 1,295,000 $ 1,437, % CMS ENERGY CORP /31/2043 1,315,000 $ 1,435, % NAKILAT INC /31/2033 1,255,000 $ 1,434, % GEORGIA POWER COMPANY /15/2042 1,350,000 $ 1,426, % BAKER HUGHES LLC CO OBL SERIES WI /15/2047 1,440,000 $ 1,423, % TASEKO MINES LTD SERIES 144A /15/2022 1,360,000 $ 1,417, % MICROSOFT CORP /06/2057 1,230,000 $ 1,409, % DYNEGY INC SERIES WI /01/2022 1,330,000 $ 1,405, % TIME WARNER INC /01/2019 1,410,000 $ 1,402, % PACKAGING CORP OF AMERICA /15/2027 1,420,000 $ 1,399, % BANC CREDITO INVERSIONES SERIES 144A /12/2027 1,450,000 $ 1,396, % OWENS CORNING /01/2036 1,070,000 $ 1,395, % TIME WARNER INC /15/2023 1,350,000 $ 1,394, % RUMO LUXEMBOURG SARL SERIES 144A /18/2025 1,375,000 $ 1,392, % NAVIOS SA LOGIST/FIN US SERIES 144A /01/2022 1,430,000 $ 1,390, % PINNACLE OPERATING CORP SERIES 144A /15/2023 1,476,119 $ 1,387, % MARKEL CORP /01/2047 1,380,000 $ 1,376, % KINDER MORGAN INC /01/2019 1,365,000 $ 1,372, % LOUISVILLE GAS & ELECTRIC SERIES /01/2025 1,360,000 $ 1,363, % ENERGY TRANSFER TNERS /15/2035 1,375,000 $ 1,359, % ONCOR ELECTRIC DELIVERY /30/2040 1,120,000 $ 1,357, % XEROX CORP SERIES 144A /17/2022 1,335,000 $ 1,357, % CRESCENT COMMUNITIES LLC SERIES 144A /15/2021 1,278,000 $ 1,354, % METHANOL HOLDINGS TRINIDAD TERM LOAN /02/2022 1,346,260 $ 1,346, % NUSTAR LOGISTICS LP /28/2027 1,285,000 $ 1,344, % KRAFT HEINZ FOODS CO /15/2035 1,235,000 $ 1,340, % L BRANDS INC SERIES WI /01/2035 1,310,000 $ 1,339, % FORD MOTOR CREDIT CO LLC /28/2022 1,335,000 $ 1,331, % CENTENE CORP /15/2022 1,280,000 $ 1,331, %

17 CONSTELLATION MERGER SUB SERIES 144A /15/2025 1,360,000 $ 1,326, % DELL TERM LOAN /07/2023 1,320,190 $ 1,324, % BROOKSHIRE GROCERY CO /01/2019 1,280,946 $ 1,324, % PRESTIGE BRANDS TERM LOAN /20/2024 1,306,788 $ 1,318, % UNIVISION TERM LOAN /15/2024 1,313,106 $ 1,313, % ICAHN ENTERPRISES/FIN /01/2020 1,280,000 $ 1,310, % ALTICE FINANCING SA SERIES 144A /15/2023 1,290,000 $ 1,306, % CCM MERGER INC SERIES 144A /15/2022 1,270,000 $ 1,301, % AMER AIRLINE 17 1 AA PTT SERIES AA /15/2030 1,285,000 $ 1,298, % COBANK ACB SERIES I ,190,000 $ 1,297, % MGM GROWTH LP/MGP ESCROW SERIES WI /01/2024 1,210,000 $ 1,292, % ANDEAVOR LOGIS LP CORP /01/2022 1,290,000 $ 1,289, % FLEX ACQUISITION CO INC SERIES 144A /15/2025 1,255,000 $ 1,287, % SOUTHWESTERN PUBLIC SERV /15/2047 1,295,000 $ 1,282, % CELGENE CORP /15/2027 1,310,000 $ 1,280, % T MOBILE USA INC /15/2025 1,240,000 $ 1,280, % MPLX LP /01/2047 1,160,000 $ 1,278, % NEWMONT MINING CORP /01/2039 1,019,000 $ 1,278, % VIACOM INC /15/2043 1,390,000 $ 1,272, % BRASKEM FINANCE LTD SERIES REGS /02/2022 1,200,000 $ 1,272, % WARNER MUSIC TERM LOAN /01/2023 1,261,968 $ 1,268, % FORD MOTOR COMPANY /08/2046 1,205,000 $ 1,262, % INTERNATIONAL PAPER CO /15/2047 1,211,000 $ 1,258, % BAT CAPITAL CORP SERIES 144A /15/2027 1,275,000 $ 1,246, % SAUDI INTERNATIONAL BOND SERIES 144A /04/2047 1,250,000 $ 1,245, % SENSATA TECH UK FIN CO SERIES 144A /15/2026 1,155,000 $ 1,241, % NORBORD INC SERIES 144A /01/2020 1,185,000 $ 1,241, % BOMBARDIER INC SERIES 144A /01/2021 1,115,000 $ 1,239, % ST MARYS CEMENT INC CANADA SERIES /28/2027 1,175,000 $ 1,237, % CARAUSTAR TERM LOAN /09/2022 1,233,119 $ 1,237, % ELDORADO RESORTS INC SERIES WI /01/2023 1,160,000 $ 1,236, % SRI LANKA GOVT SERIES 144A /11/2027 1,175,000 $ 1,235, % CANADIAN NATURAL RESOURCES LTD /01/2047 1,115,000 $ 1,225, % SEADRILL TNERS TERM B 1L /14/2021 1,392,528 $ 1,221, % DISH DBS CORP /01/2019 1,145,000 $ 1,218, % TENET HEALTHCARE CORP SERIES 144A /15/2024 1,240,000 $ 1,218, % PIONEER NATURAL RESOURCES CO /15/2026 1,145,000 $ 1,216, %

18 NETFLIX INC /15/2026 1,245,000 $ 1,216, % PERU REPUBLIC OF /18/ ,000 $ 1,215, % GLP CAPITAL LP / FIN II /15/2026 1,130,000 $ 1,209, % DOMINICAN REPUBLIC SERIES REGS /25/2027 1,125,000 $ 1,207, % CAESARS RESORT COLLECTIONS TERM LOA /02/2024 1,190,000 $ 1,203, % TRUST F 1401 SERIES 144A /30/2044 1,100,000 $ 1,197, % SPRINT CORP SERIES WI /15/2024 1,180,000 $ 1,196, % GTT COMMUNICATIONS INC TERM LOAN /09/2024 1,181,576 $ 1,189, % TMS INTERNATIONAL CORP SERIES 144A /15/2025 1,130,000 $ 1,186, % CENT ELET BRASILEIRAS SA SERIES REGS /27/2021 1,150,000 $ 1,185, % EQUINIX INC /15/2026 1,115,000 $ 1,184, % ACTAVIS FUNDING SCS /15/2022 1,175,000 $ 1,181, % CREDIT ACCEPTANCE CORP SERIES 144A /15/2021 1,170,000 $ 1,181, % GILEAD SCIENCES INC /20/2019 1,190,000 $ 1,180, % NAVIOS MARITIME HOLDINGS SERIES 144A /15/2022 1,435,000 $ 1,180, % KFC HLD/PIZZA HUT/TACO SERIES 144A /01/2024 1,165,000 $ 1,179, % NIGERIA REPUBLIC OF SERIES 144A /28/2047 1,100,000 $ 1,175, % BLUELINE RENTAL CRP LL SERIES 144A /15/2024 1,080,000 $ 1,174, % BANCO INBURSA SERIES 144A /11/2027 1,175,000 $ 1,172, % BECTON DICKINSON & CO /08/2021 1,175,000 $ 1,169, % ASURION TERM LOAN /03/2023 1,159,578 $ 1,168, % CITIGROUP INC /24/2048 1,105,000 $ 1,166, % LIONS GATE TERM LOAN /08/2023 1,153,740 $ 1,165, % ARAB REPUBLIC OF EGYPT SERIES 144A /31/2022 1,100,000 $ 1,164, % LEVEL 3 TERM LOAN /17/2024 1,155,000 $ 1,159, % NAVIOS MARITIME HLDS FIN SERIES 144A /15/2022 1,145,000 $ 1,159, % CLUBCORP TERM LOAN /16/2024 1,150,640 $ 1,158, % FREEPORT MCMORAN INC /14/2024 1,140,000 $ 1,158, % MIRANT MID ATLANTIC TRUST SERIES 2001 C /30/2028 1,154,539 $ 1,157, % AMC NETWORKS INC /01/2025 1,155,000 $ 1,153, % CROWNROCK LP CROWNROCK F SERIES /15/2025 1,140,000 $ 1,151, % JBS USA TERM LOAN /30/2022 1,159,720 $ 1,150, % ARCH CAPITAL FINANCE LLC /15/2046 1,005,000 $ 1,148, % NUMERICABLE GROUP SA SERIES 144A /15/2022 1,170,000 $ 1,141, % AT&T INC /14/2023 1,130,000 $ 1,141, % GARDA WORLD SECURITY TERM LOAN /26/2024 1,125,713 $ 1,135, % TMS INTERNATIONAL TERM LOAN /09/2024 1,132,163 $ 1,134, %

19 UNITED STATES STEEL CORP /15/2025 1,080,000 $ 1,134, % FRONTIER COMMUNICATIONS CORP SERIES /15/2025 1,450,000 $ 1,132, % TIME WARNER CABLE INC /01/2018 1,110,000 $ 1,130, % BRASKEM FINANCE LTD /03/2024 1,000,000 $ 1,128, % US TREASURY N/B /15/2046 1,300,000 $ 1,126, % MCDONALD'S CORP /09/2020 1,120,000 $ 1,124, % CHESAPEAKE ENERGY CORP SERIES WI /15/2022 1,048,000 $ 1,123, % HP ENTERPRISE CO SERIES WI /05/2018 1,115,000 $ 1,120, % T MOBILE USA INC /15/2026 1,032,000 $ 1,118, % TENCENT HOLDINGS LTD SERIES 144A /11/2025 1,100,000 $ 1,117, % GW HONOS SECURITY CORP SERIES 144A /15/2025 1,030,000 $ 1,117, % BAT CAPITAL CORP SERIES 144A /14/2020 1,110,000 $ 1,116, % VECTOR GROUP LTD SERIES 144A /01/2025 1,070,000 $ 1,110, % WYNN LAS VEGAS LLC/CORP SERIES 144A /15/2027 1,120,000 $ 1,105, % WEST CORP TERM LOAN /03/2024 1,093,615 $ 1,105, % SERBIA REPUBLIC OF SERIES REGS /28/ ,000 $ 1,102, % JPMORGAN CHASE & CO /15/2048 1,090,000 $ 1,101, % CNTL AMR BOTTLING CORP SERIES REGS /31/2027 1,050,000 $ 1,100, % US TREASURY N/B /15/2039 1,000,000 $ 1,100, % VIMPELCOM HOLDINGS SERIES 144A /16/2024 1,095,000 $ 1,099, % TENN MERGER SUB INC SERIES 144A /01/2025 1,170,000 $ 1,091, % AMERICAN AIRLINES INC CLASS SERIE /15/2030 1,118,315 $ 1,090, % ZIGGO BOND FINANCE BV SERIES 144A /15/2027 1,100,000 $ 1,083, % ECOPETROL SA /18/ ,000 $ 1,082, % TIME WARNER CABLE INC /14/2019 1,020,000 $ 1,082, % REYNOLDS AMERICAN INC /15/ ,000 $ 1,076, % MHP SA SERIES 144A /10/ ,000 $ 1,069, % REPUBLIC OF ECUADOR SERIES 144A /23/2028 1,050,000 $ 1,066, % PANAMA REPUBLIC OF /17/2028 1,025,000 $ 1,064, % SCHLUMBERGER INV SERIES 144A /14/2021 1,045,000 $ 1,064, % CROATIA SERIES REGS /24/ ,000 $ 1,063, % INTELSAT JACKSON /01/2023 1,355,000 $ 1,063, % ELETSON HOLDINGS SERIES 144A /15/2022 2,015,000 $ 1,057, % BUCKEYE TNERS LP /01/2026 1,095,000 $ 1,057, % CEMEX SAB DE CV SERIES 144A /05/ ,000 $ 1,055, % EXTRACTION OIL & GAS INC SERIES 144A /15/ ,000 $ 1,055, % MEXICHEM SAB DE CV SERIES 144A /19/2022 1,000,000 $ 1,055, %

20 TUTOR PERINI CORP SERIES 144A /01/ ,000 $ 1,054, % HOME DEPOT INC /15/2047 1,020,000 $ 1,049, % WPX ENERGY INC /01/ ,000 $ 1,048, % TREEHOUSE FOODS INC SERIES 144A /15/2024 1,010,000 $ 1,047, % GEORGIA POWER COMPANY /15/2043 1,000,000 $ 1,046, % JPMORGAN CHASE & CO SERIES V ,025,000 $ 1,040, % INTESA SANPAOLO SPA SERIES EMTN /15/ ,000 $ 1,035, % ALLIANCE RES OP FINANCE SERIES 144A /01/ ,000 $ 1,033, % UBS GROUP AG ,000 $ 1,030, % EXTERRAN TNERS LP SERIES WI /01/2022 1,015,000 $ 1,030, % TRUST F 1401 SERIES 144A /15/ ,000 $ 1,027, % WILDHORSE RESOURCE DEVELOPMENT SER /01/ ,000 $ 1,024, % ABBVIE INC /14/ ,000 $ 1,021, % HBOS PLC SERIES EMTN /18/ ,000 $ 1,020, % TENGIZCHEVROIL FIN CO IN SERIES 144A /15/2026 1,025,000 $ 1,020, % IRON MOUNTAIN INC SERIES 144A /01/2021 1,005,000 $ 1,017, % GLOBAL T/GLP FINANCE SERIES WI /15/ ,000 $ 1,017, % MCDONALD'S CORP /07/2018 1,015,000 $ 1,014, % GENERAL MOTORS CO SERIES WI /02/2018 1,004,000 $ 1,012, % LG FINANCECO CORP SERIES 144A /01/ ,000 $ 1,010, % SUMMIT MIDSTREAM HOLDINGS LLC /15/2025 1,000,000 $ 1,007, % MICRON TERM LOAN /26/ ,212 $ 1,006, % ALTICE SA SERIES 144A /15/2022 1,045,000 $ 1,003, % ENERGY TRANSFER EQUITY LP /15/ ,000 $ 1,001, % UNIT CORP /15/ ,000 $ 998, % PHI INC SERIES WI /15/2019 1,005,000 $ 997, % DOMINICAN REPUBLIC SERIES 144A /25/ ,000 $ 993, % LEVEL 3 FINANCING INC SERIES WI /01/ ,000 $ 992, % PFIZER INC /15/2021 1,005,000 $ 990, % OMGRID FUNDING LTD SERIES 144A /16/2027 1,000,000 $ 990, % BEAZER HOMES USA SERIES WI /15/ ,000 $ 988, % ENERGY TRANSFER TNERS /15/ ,000 $ 988, % CODELCO INC SERIES 144A /01/2027 1,000,000 $ 986, % UNITED AIR AA PTT SERIES AA /07/2030 1,007,692 $ 986, % DAE FUNDING LLC SERIES 144A /01/ ,000 $ 985, % LENNAR CORP /30/ ,000 $ 983, % RADIATE HOLDCO FINANCE SERIES 144A /15/2025 1,005,000 $ 982, %