Global Bond - TF. Schedule of Investments as of (Unaudited) Market Value ($) Rate (%) Amount

Transcription

1 Schedule of Investments as of (Unaudited) Bonos de la Tesoreria de la Republica en pesos ,110,000,000 48,676,228 Mexican Bonos ,719,100 45,743,696 Canadian Government Bond ,800,000 43,037,183 Japan Government Twenty Year Bond ,805,800,000 31,245,610 United Kingdom Gilt ,066,000 30,069,568 Japan Government Thirty Year Bond ,473,750,000 27,347,463 Japan Government Thirty Year Bond ,087,350,000 26,486,990 Bundesrepublik Deutschland Bundesanleihe ,860,000 24,988,753 Italy Buoni Poliennali Del Tesoro ,113,000 23,261,775 Bundesrepublik Deutschland Bundesanleihe ,868,000 20,527,203 Hungary Government Bond ,540,000,000 19,537,301 United Kingdom Gilt ,026,000 17,549,340 Japan Government Thirty Year Bond ,405,800,000 17,206,358 Italy Buoni Poliennali Del Tesoro ,193,000 17,127,271 United States Treasury Bill /03/ ,000,000 15,977,670 Australia Government Bond ,016,000 15,636,525 Republic of South Africa Government Bond ,000,000 14,353,192 Fannie Mae Pool ,766,017 13,807,205 Fannie Mae TBA ,715,000 13,365,871 Republic of South Africa Government Bond ,000,000 13,152,213 French Republic Government Bond OAT ,658,000 11,440,079 French Republic Government Bond OAT ,156,518 11,404,191 European Investment Bank ,050,000 10,928,121 Italy Buoni Poliennali Del Tesoro ,405,000 10,232,132 Province of British Columbia Canada ,980,000 9,458,369 COMM 2017-PANW Mortgage ,705,000 8,613,867 Province of Quebec Canada ,572,000 8,441,036 Flagstar Mortgage ,310,646 8,304,155 Progress Residential 2017-SFR ,350,000 8,245,207 Fannie Mae Pool ,945,834 7,968,570 Netherlands Government Bond ,616,000 6,963,626 Mexican Bonos ,300,500 6,946,758 Ginnie Mae II Pool ,621,244 6,727,219 JPMDB Commercial Mortgage Securities ,340,000 6,303, C5 Thailand Government Bond ,700,000 6,245,233 Ireland Government Bond ,203,000 6,136,092 Walmart Inc /15/ ,000,000 6,136,043 United Kingdom Gilt ,656,000 6,081,311 Morgan Stanley /19/ ,210,000 6,057,829 Bundesrepublik Deutschland Bundesanleihe ,716,000 6,032,612 Netherlands Government Bond ,836,000 6,010,622 CIFC Funding 2013-III-R Ltd ,000,000 6,000,000 Swiss Confederation Government Bond ,058,000 5,890,700 HSBC s PLC /26/ ,000,000 5,779,678 European Financial Stability Facility ,175,000 5,691,217 Telefonica Europe BV ,000,000 5,602,410 Province of British Columbia Canada ,970,000 5,599,679

2 Province of Quebec Canada ,091,000 5,538,518 Irvine Core Office 2013-IRV ,390,000 5,386,943 Kreditanstalt fuer Wiederaufbau /04/ ,545,000 5,314,679 Wells Fargo Mortgage Backed Securities ,000,000 5,108,271 AR16 Finland Government Bond ,247,000 5,048,183 DBCG 2017-BBG Mortgage ,000,000 5,011,428 Symphony CLO XIX Ltd ,000,000 5,000,000 United Kingdom Gilt ,020,000 4,983,347 Avis Budget Rental Car Funding AESOP LLC ,000,000 4,981,951 BB-UBS 2012-SHOW ,000,000 4,978,010 Colony Starwood Homes ,903,129 4,945,736 Ginnie Mae II Pool ,114,544 4,871,555 Republic of Austria Government Bond ,395,000 4,855,191 VSE 2016-A VOI Mortgage LLC ,888,332 4,805,663 Santander Issuances SAU /18/ ,700,000 4,751,852 Nacional Financiera SNC ,000,000 4,734,118 AXA SA /06/ ,600,000 4,660,185 Ginnie Mae ,665,000 4,586,478 Fannie Mae ,377,500 4,582,710 Freddie Mac Structured Agency Credit Risk Debt ,000,000 4,528,317 Notes Fannie Mae Pool ,317,062 4,328,312 Fannie Mae Connecticut Avenue Securities ,000,000 4,247,312 Canadian Government Bond ,150,000 4,240,098 Invitation Homes 2017-SFR ,175,000 4,203,165 Fannie Mae Connecticut Avenue Securities ,148,087 4,148,999 UBS Commercial Mortgage 2017-C ,200,000 4,102,422 Credit Agricole Assurances SA ,000,000 4,004,180 Mexico Government International Bond ,900,000 3,947,775 Ginnie Mae ,907,500 3,943,539 Towd Point Mortgage ,000,000 3,941,999 Invitation Homes 2018-SFR ,900,000 3,937,350 New Residential Mortgage Loan ,828,047 3,915,954 Ginnie Mae ,712,000 3,814,489 Republic of Poland Government Bond ,985,000 3,769,475 Criteria Caixa SAU /10/ ,000,000 3,731,482 Fannie Mae Pool ,740,831 3,681,103 Commercial Mortgage Pass Through Certificates ,500,000 3,669,736 Core Industrial 2015-WEST ,600,000 3,608,453 Santander UK PLC /14/ ,300,000 3,587,062 Progress Residential 2018-SFR ,550,000 3,549,249 Singapore Government Bond ,410,000 3,522,629 Province of Quebec Canada ,107,000 3,519,453 Norway Government Bond ,700,000 3,501,484 Barclays PLC /24/ ,900,000 3,501,429 Core Industrial 2015-CALW ,500,000 3,487,381 BAMLL Commercial Mortgage Securities P ,500,000 3,471,006

3 Malaysia Government Bond ,250,000 3,427,177 JPMorgan Chase & Co /10/ ,230,000 3,367,713 Fannie Mae Connecticut Avenue Securities ,125,000 3,236,144 United Rentals North America Inc /15/ ,080,000 3,217,984 Ally Financial Inc /30/ ,240,000 3,211,650 Bank of America Corp /20/ ,255,000 3,193,707 CIFC Funding 2013-III-R Ltd ,175,000 3,175,000 First Data Corp /15/ ,160,000 3,171,850 CK Hutchison International 17 II Ltd ,240,000 3,171,304 09/29/2020 Ardagh Packaging Finance PLC / Ardagh s ,130,000 3,153,475 USA Inc /15/2025 New South Wales Treasury Corp ,100,000 3,140,587 Hertz Vehicle Financing LLC ,145,833 3,139,531 UniCredit SpA /28/ ,300,000 3,122,173 CommScope Technologies LLC /15/ ,260,000 3,105,150 Netherlands Government Bond ,778,000 3,043,943 Bundesrepublik Deutschland Bundesanleihe ,733,000 3,041,498 GS Mortgage Securities 2016-GS ,000,000 3,019,461 Tencent s Ltd /02/ ,000,000 3,017,135 Republic of Austria Government Bond ,610,000 3,012,008 Fannie Mae Connecticut Avenue Securities ,838,222 3,003,883 Wells Fargo & Co /03/ ,020,000 3,002,654 Credit Agricole SA /18/ ,700,000 2,982,426 JP Morgan Chase Commercial Mortgage Securities ,950,000 2,951, CBM CNP Assurances ,200,000 2,935,406 DaVita Inc /15/ ,000,000 2,934,375 Republic of Austria Government Bond ,339,000 2,932,362 CSAIL 2017-CX10 Commercial Mortgage ,925,000 2,929,564 JP Morgan Chase Commercial Mortgage Securities ,000,000 2,902, JP2 Ford Motor Credit Co LLC /02/ ,710,000 2,893,338 Range Resources Corp /15/ ,080,000 2,872,100 Assicurazioni Generali SpA /04/ ,100,000 2,859,391 Hudson Yards HY Mortgage ,000,000 2,847,582 Netflix Inc /15/ ,950,000 2,840,408 CaixaBank SA /14/ ,200,000 2,839,574 HCA Inc /15/ ,800,000 2,835,000 Core Industrial 2015-TEXW ,825,000 2,817,598 Petroleos Mexicanos /15/ ,720,000 2,817,050 Sirius XM Radio Inc /15/ ,830,000 2,815,850 Fannie Mae Pool ,789,057 2,814,284 BAMLL Commercial Mortgage Securities ,799,519 2,801, ICTS SSE PLC ,200,000 2,797,298 Berry Global Inc /15/ ,750,000 2,791,332 CCO s LLC / CCO s Capital Corp /01/ ,920,000 2,779,548

4 Lamb Weston s Inc /01/ ,780,000 2,769,575 Fannie Mae Pool ,692,939 2,733,699 Reynolds Group Issuer Inc / Reynolds Group Issuer ,700,000 2,729,565 LLC / Reynolds Group Issuer Lu /15/2023 Antero Resources Corp /01/ ,690,000 2,723,625 Colombia Government International Bond ,100,000 2,698,500 Centrica PLC /10/ ,800,000 2,677,282 Goodyear Tire & Rubber Co/The /15/ ,650,000 2,673,188 Banque Centrale de Tunisie International Bond ,800,000 2,672,250 Wells Fargo Mortgage Backed Securities ,628,929 2,617,973 Denmark Government Bond ,795,000 2,598,064 Kingdom of Belgium Government Bond ,335,000 2,584,583 Bundesrepublik Deutschland Bundesanleihe ,189,000 2,561,986 Barclays PLC /07/ ,100,000 2,558,289 Panama Government International Bond ,000,000 2,535,000 Russian Foreign Bond - Eurobond 12.75% 06/24/ ,500,000 2,501,614 Diamondback Energy Inc /31/ ,440,000 2,486,970 Crown Americas LLC / Crown Americas Capital ,490,000 2,477,550 Corp IV /15/2023 COMM 2015-CCRE22 Mortgage ,500,000 2,476,934 Bank of America Corp /20/ ,500,000 2,471,008 Credit Suisse Group AG /12/ ,800,000 2,457,523 Sensata Technologies UK Financing Co PLC ,300,000 2,428,685 02/15/2026 Bancolombia SA /18/ ,500,000 2,426,875 Banco Inbursa SA Institucion de Banca Multiple ,500,000 2,420, /11/2027 Hilton Domestic Operating Co Inc /01/ ,460,000 2,392,350 Petrobras Global Finance BV /27/ ,400,000 2,373,000 New Zealand Government Bond ,850,000 2,368,392 Fannie Mae Pool ,357,857 2,368,102 Vale Overseas Ltd /21/ ,000,000 2,362,400 AT&T Inc /17/ ,800,000 2,317,412 Goldman Sachs Group Inc/The /13/ ,340,000 2,315,703 Continental Resources Inc/OK /01/ ,380,000 2,299,675 Aramark Services Inc /01/ ,270,000 2,293,381 T-Mobile USA Inc /01/ ,380,000 2,290,750 Turkey Government International Bond ,500,000 2,281,390 Virgin Media Secured Finance PLC ,350,000 2,270,688 01/15/2026 Indonesia Government International Bond ,800,000 2,266,920 AT&T Inc /15/ ,350,000 2,266,634 CSC s LLC /15/ ,360,000 2,265,600 Fannie Mae Connecticut Avenue Securities ,000,000 2,265,422 JPMBB Commercial Mortgage Securities ,200,000 2,218, C21 Goldman Sachs Group Inc/The /16/ ,300,000 2,216,922 COMM 2014-CCRE15 Mortgage ,105,000 2,216,704

5 BPCE SA /08/ ,700,000 2,213, BC ULC / New Red Finance Inc ,200,000 2,211,000 01/15/2022 CBAM Ltd ,200,000 2,200,000 Swiss Confederation Government Bond ,534,000 2,188,393 Fannie Mae Pool ,065,001 2,184,300 Newfield Exploration Co /30/ ,080,000 2,184,000 Hertz Vehicle Financing LLC ,187,500 2,180,435 GTH Finance BV /26/ ,000,000 2,179,360 Banco General SA /07/ ,300,000 2,178,606 Wells Fargo Mortgage Backed Securities ,259,788 2,168,349 AR14 Orange SA ,600,000 2,156,724 CBAM Ltd ,150,000 2,150,000 CyrusOne LP / CyrusOne Finance Corp ,130,000 2,137,988 03/15/2024 Dryden 41 Senior Loan Fund ,125,000 2,126,209 Commerzbank AG /23/ ,550,000 2,125,875 Tenet Healthcare Corp /01/ ,200,000 2,123,000 Intesa Sanpaolo Vita SpA ,600,000 2,115,393 Dominican Republic International Bond 6.875% ,900,000 2,112,439 01/29/2026 InterContinental Hotels Group PLC /14/ ,400,000 2,102,573 Thornburg Mortgage Securities ,145,877 2,096,529 MGM Growth Properties Operating Partnership LP / ,180,000 2,092,800 MGP Finance Co-Issuer Inc /01/2026 Charter Communications Operating LLC / Charter ,040,000 2,086,697 Communications Operating Capital /23/2025 Anheuser-Busch InBev Finance Inc /01/ ,090,000 2,079,831 AT&T Inc /14/ ,050,000 2,066,670 HSBC s PLC /23/ ,070,000 2,063,915 Ball Corp /15/ ,090,000 2,045,588 Deutsche Telekom International Finance BV ,500,000 2,042,463 10/06/2023 Ashland LLC /15/ ,980,000 2,014,650 Bear Stearns ARM ,026,374 2,010,704 Russian Foreign Bond - Eurobond ,000,000 2,000,900 Avis Budget Rental Car Funding AESOP LLC ,000,000 2,000,308 Carlyle Global Market Strategies CLO Ltd ,000,000 2,000,000 Quintiles IMS Inc /15/ ,000,000 1,996,760 Progress Residential 2016-SFR ,973,054 1,988,351 Chase Mortgage Finance Series 2007-A ,047,396 1,986,942 GS Mortgage Securities 2015-GC ,000,000 1,984,407 International Game Technology PLC ,880,000 1,978,700 02/15/2022 Generali Finance BV ,500,000 1,973,948 Jordan Government International Bond ,000,000 1,951,004 Cooperatieve Rabobank UA /26/ ,500,000 1,946,496 Fannie Mae Pool ,831,599 1,936,847

6 Celgene Corp /15/ ,950,000 1,933,887 QNB Finansbank AS/Turkey /19/ ,000,000 1,931,164 Morgan Stanley Capital I 2014-CPT ,960,000 1,929,252 Credit Suisse Group Funding Guernsey Ltd ,925,000 1,925,667 04/16/2021 AmeriGas Partners LP / AmeriGas Finance Corp ,950,000 1,915, /20/2026 BRE Grand Islander Timeshare Issuer 2017-A LLC ,942,783 1,907,725 Lamar Media Corp /15/ ,840,000 1,904,400 NextEra Energy Operating Partners LP ,000,000 1,892,500 09/15/2027 COMM 2014-LC17 Mortgage ,960,000 1,891,977 QNB Finansbank AS/Turkey /30/ ,850,000 1,888,402 Citigroup Inc /30/ ,850,000 1,881,281 AMC Networks Inc /01/ ,940,000 1,874,292 Dell International LLC / EMC Corp ,750,000 1,869,820 06/15/2024 Zayo Group LLC / Zayo Capital Inc ,890,000 1,849,838 01/15/2027 Fannie Mae Connecticut Avenue Securities ,570,000 1,845,173 General Motors Financial Co Inc /06/ ,860,000 1,844,962 IHS Markit Ltd /01/ ,906,000 1,839,290 Capital One Financial Corp /29/ ,850,000 1,835,001 Ginnie Mae II Pool ,739,034 1,830,075 Intesa Sanpaolo SpA /13/ ,200,000 1,822,626 Nielsen Finance LLC / Nielsen Finance Co ,810,000 1,813,113 04/15/2022 Royal Bank of Canada /26/ ,850,000 1,810,134 Post s Inc /15/ ,900,000 1,809,750 Sierra Timeshare Receivables Funding LLC ,812,069 1,808,413 AXA SA ,100,000 1,804,487 Lennar Corp /01/ ,760,000 1,797,400 Symantec Corp /15/ ,770,000 1,796,193 Freddie Mac Non Gold Pool ,702,067 1,792,079 Fannie Mae Pool ,719,277 1,779,561 Lloyds Bank PLC /22/ ,000 1,771,756 Sierra Receivables Funding Co LLC ,781,963 1,765,213 Sabine Pass Liquefaction LLC /01/ ,620,000 1,742,242 Tesco Property Finance 3 PLC /13/ ,071,628 1,740,635 Fannie Mae Connecticut Avenue Securities ,690,000 1,717,138 Dell International LLC / EMC Corp ,580,000 1,703,291 06/15/2026 Argentine Republic Government International Bond ,700,000 1,691,500 AbbVie Inc /14/ ,690,000 1,667,218 Sunoco LP / Sunoco Finance Corp /15/ ,720,000 1,664,100 CIT Group Inc /15/ ,610,000 1,652,262 Hilton Grand Vacations 2017-A ,672,739 1,651,158 Anheuser-Busch InBev Finance Inc /01/ ,650,000 1,645,452 Fannie Mae Connecticut Avenue Securities ,525,000 1,625,914

7 Czech Republic Government Bond ,900,000 1,624,768 Targa Resources Partners LP / Targa Resources ,680,000 1,619,100 Partners Finance Corp /15/2023 Structured Adjustable Rate Mortgage Loan ,596,574 1,608,792 Ashtead Capital Inc /15/ ,650,000 1,586,062 HSBC s PLC /25/ ,600,000 1,584,403 Teva Pharmaceutical Finance Netherlands III BV ,970,000 1,583, /01/2026 IHS Netherlands Holdco BV /27/ ,500,000 1,577,688 Wells Fargo Mortgage Backed Securities 2007-AR ,616,746 1,577,220 Spectrum Brands Inc /15/ ,530,000 1,568,250 Ecopetrol SA /28/ ,580,000 1,563,726 Goldman Sachs Group Inc/The /29/ ,000,000 1,562,669 Gilead Sciences Inc /01/ ,550,000 1,556,174 Hertz Fleet Lease Funding LP ,524,089 1,528,795 Verizon Communications Inc /21/ ,510,000 1,527,121 UniCredit SpA /19/ ,490,000 1,516,388 Turkiye Garanti Bankasi AS /16/ ,500,000 1,509,375 Allergan Funding SCS /15/ ,510,000 1,494,648 Namibia International Bonds ,500,000 1,493,210 Wells Fargo Mortgage Backed Securities ,522,417 1,489,073 AR10 Senegal Government International Bond ,500,000 1,482,000 Tenneco Inc /15/ ,520,000 1,478,656 Goldman Sachs Group Inc/The /15/ ,415,000 1,475,722 AerCap Ireland Capital DAC / AerCap Global ,450,000 1,459,377 Aviation /15/2019 RWE AG ,000,000 1,454,844 Abbott Laboratories /30/ ,452,000 1,445,949 Prudential Financial Inc /21/ ,360,000 1,430,462 Freddie Mac Non Gold Pool ,416,946 1,413,226 AES Corp/VA /15/ ,380,000 1,411,050 Bank of America Corp /22/ ,390,000 1,387,777 American International Group Inc /15/ ,360,000 1,381,291 Cencosud SA /20/ ,339,000 1,377,085 Lennar Corp /30/ ,400,000 1,375,500 Goldman Sachs Group Inc/The /23/ ,400,000 1,373,882 Sierra Timeshare Receivables Funding LLC ,388,779 1,373,026 Sprint Communications Inc /15/ ,327,000 1,370,128 WPX Energy Inc /15/ ,380,000 1,366,200 US Bancorp /11/ ,360,000 1,363,885 Russian Federal Bond - OFZ ,600,000 1,360,699 MTN Mauritius Investment Ltd /11/ ,400,000 1,346,843 HCA Inc /01/ ,340,000 1,346,700 AbbVie Inc /06/ ,370,000 1,339,230 Intesa Sanpaolo SpA /15/ ,000,000 1,324,122 Goldman Sachs Group Inc/The /12/ ,000 1,323,489 Citigroup Mortgage Loan Inc ,331,976 1,321,509

8 Sierra Timeshare Receivables Funding LLC ,317,268 1,320,667 Lukoil International Finance BV /02/ ,300,000 1,320,234 Citigroup Inc /25/ ,350,000 1,315,917 American Express Credit Corp /05/ ,350,000 1,315,389 Morgan Stanley /23/ ,300,000 1,311,932 New Residential Mortgage Loan ,267,158 1,310,161 YPF SA /21/ ,300,000 1,308,580 Philippine Government International Bond ,000,000 1,284,680 Valeant Pharmaceuticals International Inc ,220,000 1,276,425 03/15/2024 Banco de Bogota SA /12/ ,200,000 1,264,212 Burlington Northern Santa Fe LLC /01/ ,235,000 1,261,393 Discovery Communications LLC /20/ ,310,000 1,259,110 Peruvian Government International Bond ,200,000 1,257,600 Shire Acquisitions Investments Ireland DAC ,300,000 1,255,953 09/23/2021 Saudi Government International Bond ,300,000 1,253,455 Bank of America Corp /25/ ,000 1,251,214 Argentine Republic Government International Bond ,250,000 1,245,312 Microsoft Corp /12/ ,280,000 1,236,400 Turkey Government International Bond ,200,000 1,217,180 Jordan Government International Bond ,200,000 1,216,982 General Motors Financial Co Inc /15/ ,210,000 1,210,338 Fannie Mae Pool ,115,076 1,206,282 CCO s LLC / CCO s Capital Corp ,170,000 1,189, /30/2022 Energy Transfer Equity LP /15/ ,220,000 1,189,500 Fannie Mae Pool ,096,179 1,183,975 Sprint Communications Inc /15/ ,200,000 1,180,500 Microsoft Corp /08/ ,200,000 1,171,031 Crown Americas LLC / Crown Americas Capital ,180,000 1,144,600 Corp VI /01/2026 Freeport-McMoRan Inc /15/ ,180,000 1,143,302 United Parcel Service Inc /15/ ,180,000 1,136,111 United Continental s Inc /01/ ,150,000 1,128,438 Wells Fargo Mortgage Backed Securities 2006-AR ,142,669 1,118,045 MASTR Adjustable Rate Mortgages ,082,756 1,115,391 Fannie Mae Pool ,072,615 1,111,523 Kinder Morgan Energy Partners LP /01/ ,000 1,110,099 Prudential Financial Inc /15/ ,050,000 1,106,438 PNC Bank NA /04/ ,100,000 1,093,206 Anheuser-Busch InBev Finance Inc /01/ ,010,000 1,091,642 Citigroup Inc /08/ ,100,000 1,083,944 Globo Comunicacao e Participacoes SA ,100,000 1,075,250 03/31/2027 Novolipetsk Steel via Steel Funding DAC /21/ ,100,000 1,074,592

9 Wells Fargo Mortgage Backed Securities ,075,112 1,070,912 NOVA Chemicals Corp /01/ ,110,000 1,066,988 Gilead Sciences Inc /01/ ,020,000 1,063,162 VEREIT Operating Partnership LP /01/ ,030,000 1,050,886 Indonesia Government International Bond ,000,000 1,046,991 Covanta Corp /01/ ,060,000 1,041,450 Fannie Mae Pool ,188 1,036,560 CNOOC Nexen Finance 2014 ULC /30/ ,020,000 1,035,762 Arcor SAIC /06/ ,000,000 1,032,500 Oracle Corp /15/ ,010,000 1,030,545 GE Capital International Funding Co Unlimited Co ,053,000 1,030, /15/2020 Cimarex Energy Co /01/ ,000,000 1,030,009 Marriott Vacation Club Owner ,034,862 1,029,630 Egypt Government International Bond ,000,000 1,027,583 Sierra Timeshare Receivables Funding LLC ,035,727 1,026,382 Masco Corp /01/ ,000,000 1,026,125 Dominion Energy Inc /01/ ,030,000 1,021,776 Apple Inc /06/ ,020,000 1,019,382 Freddie Mac Structured Agency Credit Risk Debt ,000,000 1,018,061 Notes NXP BV / NXP Funding LLC /15/ ,000,000 1,017,500 CenturyLink Inc /15/ ,000 1,009,400 Amgen Inc /11/ ,030,000 1,005,953 Caterpillar Financial Services Corp /01/ ,010, ,198 Universal Health Services Inc /01/ , ,782 TRI Pointe Group Inc / TRI Pointe Homes Inc , ,425 06/15/2019 Fresenius Medical Care US Finance II Inc , ,348 10/15/2020 Banco Santander SA /11/ ,000, ,046 Exxon Mobil Corp /06/ ,030, ,341 Constellation Brands Inc /15/ , ,511 Sunoco Logistics Partners Operations LP ,020, ,811 01/15/2023 Biogen Inc /15/ , ,990 Sanmina Corp /01/ , ,800 General Electric Co /09/ ,020, ,425 UBS Group Funding Switzerland AG ,000, ,763 05/23/2023 Brazilian Government International Bond ,000, ,750 Mallinckrodt International Finance SA , ,608 04/15/2018 Jaguar Land Rover Automotive PLC , ,550 03/15/2020 Targa Resources Partners LP / Targa Resources ,020, ,650 Partners Finance Corp /15/2028 Seagate HDD Cayman /01/ ,000, ,151

10 KazTransGas JSC /26/ ,000, ,779 Steel Dynamics Inc /15/ ,000, ,500 Enterprise Products Operating LLC /15/ , ,532 Citigroup Inc /25/ , ,308 PNC Bank NA /01/ , ,910 Turkey Government International Bond ,050, ,239 Comcast Corp /15/ , ,405 TEGNA Inc /15/ , ,277 Fidelity National Information Services Inc , ,953 08/15/2026 FirstEnergy Corp /15/ , ,329 Sensata Technologies BV /01/ , ,900 GSR Mortgage Loan 2005-AR , ,064 Crown Castle International Corp /15/ , ,281 Los Angeles Community College District/CA , ,594 Serbia International Bond , ,453 Toll Brothers Finance Corp /15/ , ,950 Steel Dynamics Inc /15/ , ,200 JPMorgan Chase & Co , ,857 Home Depot Inc/The /01/ , ,632 TRI Pointe Group Inc / TRI Pointe Homes Inc , ,745 06/15/2024 Alcoa Nederland BV /30/ , ,000 Merrill Lynch Mortgage Investors Series , ,569 MLMI 2005-A2 IPALCO Enterprises Inc /15/ , ,335 City of San Francisco CA Public Utilities , ,667 Commission Water Revenue General Motors Financial Co Inc /01/ , ,841 WaMu Mortgage Pass-Through Certificates Series , , AR7 Sierra Timeshare Receivables Funding LLC , ,036 Boston Properties LP /01/ , ,827 Dominican Republic International Bond , ,000 Dominican Republic International Bond , ,000 Williams Cos Inc/The /15/ , ,875 Bear Stearns ARM , ,639 Citigroup Inc /29/ , ,982 Anadarko Petroleum Corp /15/ , ,576 American Tower Corp /15/ , ,320 Lennar Corp /29/ , ,125 Argentine Republic Government International Bond , ,800 Bundesrepublik Deutschland Bundesanleihe , ,134 Amazon.com Inc /22/ , ,866 GE Capital UK Funding Unlimited Co , ,358 05/24/2023 AES Corp/VA /15/ , ,125 Hewlett Packard Enterprise Co /15/ , ,564 Oracle Corp /15/ , ,748

11 JPMorgan Chase & Co /24/ , ,725 Home Depot Inc/The /15/ , ,137 RALI Series 2006-QS , ,814 BPCE SA /22/ , ,648 Bear Stearns ARM , ,705 MVW Owner , ,922 Georgia-Pacific LLC /01/ , ,759 JP Morgan Mortgage 2005-A , ,798 Tenet Healthcare Corp /01/ , ,625 MetLife Inc /13/ , ,014 Activision Blizzard Inc /15/ , ,897 Telefonica Emisiones SAU /16/ , ,773 Wells Fargo Mortgage Backed Securities 2006-AR , ,544 Apple Inc /12/ , ,332 Zoetis Inc /12/ , ,824 CSFB Mortgage-Backed Pass-Through Certificates , ,621 Series Sally s LLC / Sally Capital Inc , ,438 12/01/2025 Hungary Government International Bond , ,160 PNC Financial Services Group Inc/The , ,136 08/11/2020 Concho Resources Inc /15/ , ,549 Medtronic Inc /15/ , ,977 UnitedHealth Group Inc /15/ , ,453 BP Capital Markets PLC /01/ , ,272 Orange SA /14/ , ,155 Tullow Oil PLC /01/ , ,875 Exelon Generation Co LLC /15/ , ,465 GSR Mortgage Loan 2005-AR , ,773 21st Century Fox America Inc /15/ , ,764 CHS/Community Health Systems Inc , ,688 03/31/2023 Cooperatieve Rabobank UA /08/ , ,643 Williams Partners LP /15/ , ,037 CSX Corp /01/ , ,153 Hanesbrands Inc /15/ , ,625 WR Berkley Corp /15/ , ,381 Republic Services Inc /01/ , ,264 Duke Energy Corp /15/ , ,663 Plains All American Pipeline LP / PAA Finance , ,034 Corp /01/2022 Berkshire Hathaway Finance Corp /15/ , ,503 Ginnie Mae , ,406 Berkshire Hathaway Energy Co /01/ , ,154 Comcast Corp /15/ , ,592 Freddie Mac Structured Agency Credit Risk Debt Notes , ,251

12 Intesa Sanpaolo SpA /26/ , ,330 Shell International Finance BV /21/ , ,886 Berkshire Hathaway Energy Co /15/ , ,893 Sempra Energy /01/ , ,486 Lockheed Martin Corp /15/ , ,139 CVS Health Corp /01/ , ,666 Total Capital Canada Ltd /15/ , ,399 Constellium NV /01/ , ,750 Netflix Inc /01/ , ,988 Egypt Government International Bond , ,800 Baxalta Inc /23/ , ,601 Medtronic Inc /15/ , ,524 Noble International Ltd /15/ , ,425 Time Warner Inc /15/ , ,842 GLP Capital LP / GLP Financing II Inc , ,353 11/01/2020 NextEra Energy Capital s Inc , ,445 05/01/2027 Molson Coors Brewing Co /15/ , ,051 Norway Government Bond ,725, ,814 Halliburton Co /15/ , ,836 Energy Transfer Partners LP /01/ , ,575 NBCUniversal Media LLC /15/ , ,753 State of California , ,600 Wells Fargo Mortgage Backed Securities , ,009 AR16 T-Mobile USA Inc /01/ , ,547 Verizon Communications Inc /16/ , ,484 Jefferies Group LLC / Jefferies Group Capital , ,885 Finance Inc /23/2030 Medtronic Inc /15/ , ,709 UnitedHealth Group Inc /15/ , ,713 Russian Foreign Bond - Eurobond , ,581 Verizon Communications Inc /01/ , ,526 Royal Caribbean Cruises Ltd /15/ , ,583 Regions Financial Corp /14/ , ,130 Sinopec Group Overseas Development 2015 Ltd , , /28/2020 Anheuser-Busch InBev Finance Inc /01/ , ,784 Becton Dickinson and Co /15/ , ,545 Deutsche Telekom International Finance BV , ,724 01/19/2027 Argentine Republic Government International Bond , ,775 Chubb INA s Inc /15/ , ,393 Apple Inc /11/ , ,562 Encana Corp /01/ , ,874 Continental Resources Inc/OK /15/ , ,262 ZF North America Capital Inc /29/ , ,300 Oracle Corp /15/ , ,261

13 General Motors Co /01/ , ,215 Apple Inc /04/ , ,460 Cenovus Energy Inc /15/ , ,273 Bear Stearns ARM , ,148 Enterprise Products Operating LLC /01/ , ,969 CVS Health Corp /25/ , ,489 Ally Financial Inc /27/ , ,062 Florida Power & Light Co /01/ , ,100 CBS Corp /15/ , ,200 Essex Portfolio LP /01/ , ,857 Andeavor Logistics LP / Tesoro Logistics Finance , ,782 Corp /15/2019 Enbridge Inc /01/ , ,988 AT&T Inc /01/ , ,816 AmeriGas Partners LP / AmeriGas Finance Corp , , /20/2027 Wells Fargo Mortgage Backed Securities , ,152 Constellation Brands Inc /01/ , ,151 JPMorgan Chase & Co /23/ , ,543 Wells Fargo Mortgage Backed Securities , ,468 Paraguay Government International Bond , ,500 Viacom Inc /15/ , ,795 Discover Bank /27/ , ,187 Republic of Poland Government International Bond , ,179 Sierra Timeshare Receivables Funding LLC , ,349 Newfield Exploration Co /01/ , ,750 GE Capital International Funding Co Unlimited Co , , /15/2035 Bay Area Toll Authority , ,719 Viacom Inc /01/ , ,849 JP Morgan Mortgage 2005-A , ,277 AT&T Inc /14/ , ,127 Cooperatieve Rabobank UA /09/ , ,616 Norfolk Southern Corp /01/ , ,297 Statoil ASA /15/ , ,938 Intesa Sanpaolo SpA /14/ , ,893 Andeavor /01/ , ,862 BNP Paribas SA /28/ , ,815 Berkshire Hathaway Inc /11/ , ,838 Voya Financial Inc /15/ , ,702 JPMorgan Chase & Co /23/ , ,670 NXP BV / NXP Funding LLC /01/ , ,500 Calpine Corp /15/ , ,027 Apple Inc /09/ , ,206 DaVita Inc /15/ , ,960 Newell Brands Inc /15/ , ,950 Discover Bank /06/ , ,441

14 McDonald's Corp /09/ , ,204 Amgen Inc /15/ , ,716 Wells Fargo Mortgage Backed Securities 2006-AR , ,961 Occidental Petroleum Corp /15/ , ,596 Andeavor Logistics LP / Tesoro Logistics Finance , ,060 Corp /01/2027 Omnicom Group Inc /15/ , ,234 Sunoco Logistics Partners Operations LP , ,747 10/01/2027 Salt River Project Agricultural Improvement & , ,197 Power District Kroger Co/The /15/ , ,360 Lowe's Cos Inc /03/ , ,889 NiSource Inc /01/ , ,718 Dominion Energy Inc /01/ , ,799 Wells Fargo Mortgage Backed Securities , ,722 AR12 Marathon Oil Corp /15/ , ,789 Wells Fargo Mortgage Backed Securities , ,093 AR19 Sempra Energy /15/ , ,624 Pacific Gas & Electric Co /01/ , ,555 Kinder Morgan Inc/DE /01/ , ,182 Broadcom Corp / Broadcom Cayman Finance Ltd , , /15/2025 Denmark Government Bond ,705, ,805 MPLX LP /01/ , ,315 Brazilian Government International Bond , ,088 Chevron Corp /16/ , ,535 American Tower Corp /15/ , ,342 Wells Fargo Mortgage Backed Securities , ,979 Becton Dickinson and Co /06/ , ,340 Citigroup Inc /27/ , ,287 ONEOK Inc /13/ , ,745 Seagate HDD Cayman /01/ , ,561 Peruvian Government International Bond , ,750 Merrill Lynch Mortgage Investors Series , ,263 MLMI 2005-A2 Cisco Systems Inc /15/ , ,912 First Horizon Mortgage Pass-Through , ,857 AR4 United Technologies Corp /15/ , ,041 Wells Fargo Mortgage Backed Securities 2006-AR , ,391 University of California , ,460 Discovery Communications LLC /15/ , ,681 Ford Motor Credit Co LLC /03/ , ,830

15 Time Warner Inc /15/ , ,819 Duke Energy Progress LLC /15/ , ,802 City of Chicago IL , ,780 International Lease Finance Corp /15/ , ,151 Wells Fargo & Co /22/ , ,550 Wells Fargo & Co /24/ , ,989 JP Morgan Mortgage 2006-S , ,125 Goldman Sachs Group Inc/The /29/ , ,083 Barclays PLC /10/ , ,142 Exelon Corp /15/ , ,930 Wells Fargo Mortgage Backed Securities , ,125 Kilroy Realty LP /01/ , ,502 HBOS PLC /21/ , ,106 Phillips /15/ , ,080 Duke Energy Progress LLC /15/ , ,234 UnitedHealth Group Inc /15/ , ,559 FedEx Corp /15/ , ,854 Marathon Oil Corp /01/ , ,634 MPLX LP /01/ , ,363 Huntington Bancshares Inc/OH /14/ , ,426 International Paper Co /15/ , ,161 Halliburton Co /15/ , ,115 Waste Management Inc /15/ , ,632 Southern Co Gas Capital Corp /01/ , ,388 Synchrony Financial /15/ , ,204 Concho Resources Inc /01/ , ,653 AT&T Inc /01/ , ,256 Ford Motor Co /08/ , ,981 Phillips /01/ , ,146 Enbridge Energy Partners LP /15/ , ,410 Suncor Energy Inc /15/ , ,754 Wells Fargo & Co /07/ , ,873 Morgan Stanley /22/ , ,395 Anthem Inc /01/ , ,184 Kimco Realty Corp /01/ , ,909 Comcast Corp /01/ , ,386 Microsoft Corp /06/ , ,286 Home Depot Inc/The /15/ , ,483 Enterprise Fleet Financing LLC , ,203 UnitedHealth Group Inc /15/ , ,034 Hess Corp /15/ , ,432 Southwestern Public Service Co /15/ , ,503 Branch Banking & Co /16/ , ,048 HSBC s PLC , ,669 Macy's Retail s Inc /15/ , ,211 Union Pacific Corp /15/ , ,731 Commerzbank AG /19/ , ,406 Microsoft Corp /03/ , ,057

16 Chubb INA s Inc /03/ , ,720 Goldman Sachs Group Inc/The /31/ , ,127 New Jersey Turnpike Authority , ,862 Telefonica Emisiones SAU /08/ , ,511 Boeing Co/The /30/ , ,598 BPCE SA /21/ , ,499 Waste Management Inc /01/ , ,105 Time Warner Cable LLC /01/ , ,936 HSBC s PLC /08/ , ,939 CSX Corp /01/ , ,257 Rockwell Collins Inc /15/ , ,240 Markel Corp /01/ , ,390 Williams Partners LP /15/ , ,096 Florida Power & Light Co /01/ , ,636 Mexico Government International Bond , ,575 Bank of America Corp /26/ , ,397 Welltower Inc /15/ , ,941 Anthem Inc /15/ , ,796 Energy Transfer Partners LP /15/ , ,348 Chile Government International Bond , ,212 Amazon.com Inc /22/ , ,821 Apache Corp /15/ , ,662 Port Authority of New York & New Jersey , ,020 Mosaic Co/The /15/ , ,968 Continental Resources Inc/OK /15/ , ,875 Anadarko Petroleum Corp /15/ , ,534 American Express Co /30/ , ,341 AT&T Inc /15/ , ,567 Prudential Financial Inc /27/ , ,438 Oracle Corp /15/ , ,456 McDonald's Corp /26/ , ,167 MPLX LP /15/ , ,471 Duke Energy Corp /01/ , ,123 CVS Health Corp /25/ , ,065 Thermo Fisher Scientific Inc /01/ , ,627 Boardwalk Pipelines LP /15/ , ,554 Goldman Sachs Group Inc/The /22/ , ,869 Time Warner Inc /15/ , ,208 Zimmer Biomet s Inc /01/ , ,166 Metropolitan Transportation Authority , ,461 CVS Health Corp /25/ , ,441 Bank of America Corp /20/ , ,155 JPMorgan Chase & Co /23/ , ,439 Time Warner Cable LLC /15/ , ,335 Apple Inc /13/ , ,957 AbbVie Inc /14/ , ,354 Wells Fargo & Co /04/ , ,312 Ventas Realty LP /15/ , ,213 S&P Global Inc /14/ , ,506

17 Republic of South Africa Government International , ,495 Bond CVS Health Corp /20/ , ,634 Synchrony Financial /15/ , ,309 State of California , ,503 Banque Federative du Credit Mutuel SA , ,908 04/12/2019 City of San Francisco CA Public Utilities , ,263 Commission Water Revenue KeyBank NA/Cleveland OH /20/ , ,880 Rutgers The State University of New Jersey , ,450 Markel Corp /01/ , ,860 America Movil SAB de CV /16/ , ,389 Thermo Fisher Scientific Inc /19/ , ,660 Sempra Energy /01/ , ,433 Walt Disney Co/The /01/ , ,944 AvalonBay Communities Inc /15/ , ,201 Shell International Finance BV /11/ , ,926 Lockheed Martin Corp /01/ , ,406 Hospitality Properties /15/ , ,978 Noble Energy Inc /15/ , ,882 Northwell Healthcare Inc /01/ , ,176 Wells Fargo Mortgage Backed Securities , ,681 MidAmerican Energy Co /15/ , ,267 Thermo Fisher Scientific Inc /15/ , ,704 JPMorgan Chase & Co /10/ , ,738 Missouri Highway & Transportation Commission , ,984 Masco Corp /01/ , ,745 Kraft Heinz Foods Co /15/ , ,674 Travelers Cos Inc/The /07/ , ,012 Union Pacific Corp /15/ , ,949 UBS Group Funding Switzerland AG , ,191 09/24/2025 Barclays PLC /12/ , ,547 Dow Chemical Co/The /15/ , ,524 Constellation Brands Inc /07/ , ,305 American International Group Inc /16/ , ,660 Gilead Sciences Inc /01/ , ,963 Walmart Inc /15/ , ,819 Discover Financial Services /04/ , ,315 Board of ees of The Leland Stanford Junior , ,137 University/The /01/2047 United Rentals North America Inc /15/ , ,038 Time Warner Inc /15/ , ,600 AvalonBay Communities Inc /15/ , ,000 Sun Bank/Atlanta GA /15/ , ,939 Express Scripts Co /01/ , ,137 State of Illinois , ,784