Diversified Bond - TF

Schedule of Investments as of 2018-03-31 (Unaudited) Fannie Mae 3.5% 04/01/2048 3.50 2048-04-01 196,040,000 196,333,439 Bonos de la Tesoreria de la Republica en pesos 4.50 2026-03-01 113,300,000,000 189,349,271 Fannie Mae TBA 4.00 2048-04-01 172,175,000 176,618,980 Mexican Bonos 10.00 2036-11-20 24,736,000 169,083,758 Fannie Mae TBA 3.00 2048-04-01 159,500,000 155,439,771 United States Treasury Note/Bond 1.88% 01/31/22 1.88 2022-01-31 147,000,000 143,656,535 United States Treasury Note/Bond 1.13 08/31/2021 1.12 2021-08-31 125,000,000 119,550,376 Ginnie Mae 3.50 2048-04-01 114,000,000 115,051,414 United States Treasury Note/Bond 1.50 05/31/2020 1.50 2020-05-31 110,000,000 108,083,907 United States Treasury Note/Bond 1.88 12/31/2019 1.88 2019-12-31 108,000,000 107,282,189 Federal National Mortgage Association 6.625% 6.62 2030-11-15 67,150,000 91,994,023 11/15/2030 Fannie Mae 4.50 2048-04-01 83,570,000 87,487,624 United States Treasury Note/Bond 3.00 2042-05-15 74,500,000 75,193,781 United States Treasury Note/Bond 2.5% 2045-02-15 2.50 2045-02-15 64,500,000 58,781,404 United States Treasury Note/Bond 3.12 2042-02-15 55,000,000 56,731,717 United States Treasury Note/Bond 2.00 10/31/2021 2.00 2021-10-31 57,080,000 56,158,217 Republic of South Africa Government Bond 10.50 2026-12-21 513,000,000 50,132,022 Republic of South Africa Government Bond 8.00 2030-01-31 575,000,000 47,305,689 Hungary Government Bond 3.00 2027-10-27 11,200,000,000 46,481,168 Credit Agricole Corporate and Investment Bank/.00 2018-04-02 44,000,000 43,992,124 New York Ginnie Mae 3.00 2048-04-01 40,000,000 39,326,717 Freddie Mac Multifamily Structured Pass Through 2.04 2024-04-25 37,242,815 37,345,322 Certificates Freddie Mac Multifamily Structured Pass Through 2.03 2024-02-25 34,288,576 34,365,653 Certificates Invitation Homes 2018-SFR1 2.51 2037-03-17 33,762,680 33,931,635 United States Treasury Note/Bond 3.12 2041-11-15 32,500,000 33,521,265 Ginnie Mae 4.00 2048-04-01 32,000,000 32,883,524 United States Treasury Note/Bond 2.75% 2.75 2043-05-15 33,000,000 32,470,209 2043-05-15 United States Treasury Bill 0.00 01/31/2019.00 2019-01-31 33,000,000 32,447,589 Freddie Mac Multifamily Structured Pass Through 2.04 2024-05-25 32,253,555 32,357,705 Certificates United States Treasury Note/Bond 3.125% 3.12 2044-08-15 30,850,000 31,710,079 2044-08-15 United States Treasury Note/Bond 4.375% 4.38 2039-11-15 24,550,000 30,355,740 2039-11-15 United States Treasury Note/Bond 1.75 09/30/2019 1.75 2019-09-30 30,000,000 29,788,789 United States Treasury Note/Bond 1.75 11/30/2019 1.75 2019-11-30 30,000,000 29,754,121 Fannie Mae Pool 3.50 2042-06-01 26,641,994 26,883,695 Enterprise Fleet Financing LLC 1.97 2023-01-20 25,325,000 25,147,444 DBCG 2017-BBG Mortgage 2.48 2034-06-15 24,550,000 24,606,114 Colony Starwood Homes 2016-2 3.03 2033-12-17 23,780,174 23,986,821 Dryden 64 CLO Ltd.00 2031-04-18 23,575,000 23,575,000 Invitation Homes 2017-SFR2 2.66 2036-12-17 23,342,868 23,559,380 Fannie Mae Pool 4.00 2046-04-01 22,705,037 23,330,391

Ginnie Mae II Pool 2.50 2046-07-20 22,237,148 21,180,675 Symphony CLO XIX Ltd.00 2031-04-16 20,950,000 20,950,000 Fannie Mae Pool 4.00 2045-11-01 20,347,526 20,907,071 Ginnie Mae II Pool 4.00 2040-11-20 19,640,526 20,535,895 Fannie Mae Pool 3.50 2046-02-01 20,282,052 20,357,449 United States Treasury Note/Bond 2.75 02/15/2028 2.75 2028-02-15 20,000,000 19,997,837 Fannie Mae Pool 3.50 2046-05-01 19,864,586 19,921,426 Freddie Mac Structured Agency Credit Risk Debt 3.07 2029-10-25 19,205,057 19,421,363 Notes Fannie Mae Pool 3.50 2046-03-01 19,121,617 19,176,263 Avis Budget Rental Car Funding AESOP LLC 2.46 2020-07-20 19,125,000 19,055,963 United States Treasury Note/Bond 3.00 2044-11-15 18,650,000 18,739,080 Freddie Mac Non Gold Pool 3.08 2047-09-01 18,506,438 18,665,813 Fannie Mae Pool 3.50 2045-11-01 18,192,730 18,247,872 VSE 2017-A VOI Mortgage LLC 2.33 2035-03-20 18,513,217 18,063,368 CIFC Funding 2013-III-R Ltd.00 2031-04-24 18,000,000 18,000,000 JPMDB Commercial Mortgage Securities 3.41 2050-03-15 17,970,000 17,867,494 2017-C5 United States Treasury Note/Bond 2.75% 2.75 2042-11-15 18,500,000 17,825,235 2042-11-15 MVW Owner 2017-1 2.42 2034-12-20 18,107,515 17,708,347 Fannie Mae Pool 3.50 2045-11-01 17,473,984 17,526,957 Freddie Mac Gold Pool 3.00 2043-02-01 17,726,217 17,416,030 Towd Point Mortgage 2017-6 2.75 2057-10-25 17,607,782 17,407,152 Hyundai Auto Receivables 2017-A 1.48 2020-02-18 17,331,593 17,287,439 United States Treasury Note/Bond 3.00 2045-05-15 17,000,000 17,074,939 Core Industrial 2015-WEST 3.29 2037-02-10 17,000,000 17,039,918 Fannie Mae Pool 4.00 2046-02-01 16,528,431 16,973,439 Progress Residential 2018-SFR1 3.25 2035-03-17 16,975,000 16,947,750 Hungary Government Bond 6.75 2028-10-22 3,050,000,000 16,832,030 Freddie Mac Structured Agency Credit Risk Debt 3.17 2029-03-25 16,145,000 16,330,779 Notes Charter Communications Operating LLC / Charter 4.91 2025-07-23 15,110,000 15,455,878 Communications Operating Capital 4.91 07/23/2025 Irvine Core Office 2013-IRV 3.17 2048-05-15 15,252,000 15,243,351 Agate Bay Mortgage 2016-3 3.50 2046-08-25 15,266,071 15,163,498 Dell International LLC / EMC Corp 6.02 6.02 2026-06-15 14,050,000 15,146,352 06/15/2026 Ginnie Mae I Pool 4.50 2039-11-15 14,300,992 15,145,251 COMM 2015-CCRE22 Mortgage 3.60 2048-03-10 15,000,000 15,052,443 Morgan Stanley 4.00 07/23/2025 4.00 2025-07-23 14,830,000 14,966,113 Morgan Stanley 5.63 09/23/2019 5.62 2019-09-23 14,340,000 14,889,669 JPMorgan Chase & Co 3.13 01/23/2025 3.12 2025-01-23 15,400,000 14,854,642 Ginnie Mae 2.50 2048-04-01 15,300,000 14,559,733 Freddie Mac Structured Agency Credit Risk Debt 3.22 2029-03-25 14,249,000 14,506,351 Notes COMM 2014-UBS5 Mortgage 4.19 2047-09-10 14,000,000 14,313,527 JP Morgan Chase Commercial Mortgage Securities 2016-JP2 2.82 2049-08-15 15,000,000 14,271,166

Freddie Mac Structured Agency Credit Risk Debt 2.35 2029-12-25 14,176,841 14,217,387 Notes CSMC 2017-HL2 3.50 2047-10-25 14,104,676 14,143,027 BB-UBS 2012-SHOW 3.43 2036-11-05 14,000,000 13,938,429 Freddie Mac Multifamily Structured Pass Through 3.06 2024-08-25 13,800,000 13,831,864 Certificates Fannie Mae Pool 3.50 2041-10-01 13,638,194 13,761,947 Fannie Mae Pool 3.50 2045-05-01 13,590,196 13,652,354 United States Treasury Note/Bond 2.63 02/28/2023 2.62 2023-02-28 13,500,000 13,537,948 Flagstar Mortgage 2017-2 3.50 2047-10-25 13,288,634 13,294,866 CBAM 2018-5 Ltd.00 2031-04-17 13,200,000 13,200,000 Mexico Government International Bond 4.15 2027-03-28 13,000,000 13,159,250 Bank of America Corp 3.00 12/20/2023 3.00 2023-12-20 13,272,000 13,022,082 Fannie Mae Pool 3.19 2047-03-01 12,951,186 12,984,937 Ginnie Mae II Pool 2.50 2046-08-20 13,605,111 12,959,398 BAMLL Commercial Mortgage Securities 3.49 2033-04-14 13,000,000 12,892,308 2015-200P UBS Commercial Mortgage 2017-C1 3.20 2050-06-15 13,170,000 12,864,023 Anheuser-Busch InBev Finance Inc 4.90 02/01/2046 4.90 2046-02-01 11,820,000 12,775,455 GE Capital International Funding Co Unlimited Co 2.34 2020-11-15 12,960,000 12,677,210 2.34 11/15/2020 Fannie Mae Pool 3.21 2047-03-01 12,557,330 12,598,550 Goldman Sachs Group Inc/The 2.30 12/13/2019 2.30 2019-12-13 12,700,000 12,568,131 JP Morgan Chase Commercial Mortgage Securities 2.68 2029-10-15 12,500,000 12,507,628 2014-CBM Citigroup Inc 4.45 09/29/2027 4.45 2027-09-29 12,245,000 12,395,900 JPMBB Commercial Mortgage Securities 4.34 2047-08-15 12,185,000 12,290,204 2014-C21 Morgan Stanley Bank of America Merrill Lynch 3.28 2052-11-15 12,500,000 12,271,230 2017-C34 Fannie Mae Pool 4.50 2039-10-01 11,524,920 12,237,749 Fannie Mae Pool 4.00 2040-10-01 11,679,523 12,094,442 JP Morgan Chase Commercial Mortgage Securities 3.14 2049-08-15 12,575,000 12,083,699 2016-JP3 AT&T Inc 3.40 05/15/2025 3.40 2025-05-15 12,480,000 12,037,271 Sequoia Mortgage 2017-7 3.50 2047-10-25 11,951,909 12,013,610 JP Morgan Mortgage 2017-1 3.50 2047-01-25 12,014,417 11,944,956 Sabine Pass Liquefaction LLC 5.63 03/01/2025 5.62 2025-03-01 11,040,000 11,873,059 Fannie Mae Pool 4.00 2041-08-01 11,444,700 11,844,795 American Express Credit Corp 2.20 03/03/2020 2.20 2020-03-03 12,000,000 11,834,013 United States Treasury Note/Bond 4.62 2040-02-15 9,250,000 11,819,318 VSE 2016-A VOI Mortgage LLC 2.54 2033-07-20 11,922,761 11,721,129 Fannie Mae Pool 3.25 2047-05-01 11,472,716 11,646,369 Fannie Mae Pool 2.92 2047-05-01 11,269,719 11,376,554 Discovery Communications LLC 3.95 03/20/2028 3.95 2028-03-20 11,820,000 11,360,826 AT&T Inc 3.90 08/14/2027 3.90 2027-08-14 11,090,000 11,180,179 COMM 2014-CCRE15 Mortgage 4.43 2047-02-10 10,691,000 11,156,458 Goldman Sachs Group Inc/The 3.50 11/16/2026 3.50 2026-11-16 11,520,000 11,103,887 Agate Bay Mortgage 2014-2 3.75 2044-09-25 11,061,152 11,083,186

Gilead Sciences Inc 3.65 03/01/2026 3.65 2026-03-01 11,010,000 11,053,857 Ginnie Mae II Pool 3.50 2042-07-20 10,873,561 11,037,624 Wells Fargo & Co 2.60 07/22/2020 2.60 2020-07-22 11,110,000 11,006,135 Sequoia Mortgage 2017-4 3.50 2047-07-25 10,878,550 10,927,847 Goldman Sachs Group Inc/The 5.38 03/15/2020 5.38 2020-03-15 10,120,000 10,554,280 Amgen Inc 2.20 05/22/2019 2.20 2019-05-22 10,600,000 10,535,430 COMM 2014-CCRE15 Mortgage 4.71 2047-02-10 10,000,000 10,530,659 Sequoia Mortgage 2017-CH1 4.00 2047-08-25 10,340,931 10,515,952 Anheuser-Busch InBev Finance Inc 3.30 02/01/2023 3.30 2023-02-01 10,490,000 10,503,942 Hertz Vehicle Financing LLC 1.83 2019-08-25 10,520,833 10,499,757 Commercial Mortgage Pass Through Certificates 4.65 2049-02-10 10,000,000 10,484,960 Bank of America Corp 4.00 01/22/2025 4.00 2025-01-22 10,500,000 10,483,210 Sequoia Mortgage 2017-CH2 4.00 2047-12-25 10,250,291 10,417,648 Fannie Mae Pool 4.50 2040-11-01 9,819,508 10,400,483 COMM 2014-LC17 Mortgage 4.19 2047-10-10 10,000,000 10,347,124 Shire Acquisitions Investments Ireland DAC 2.40 2.40 2021-09-23 10,610,000 10,250,512 09/23/2021 American International Group Inc 4.13 02/15/2024 4.12 2024-02-15 10,080,000 10,237,803 Towd Point Mortgage 2017-2 2.75 2057-04-25 10,272,009 10,210,142 New Residential Mortgage Loan 2017-5 3.37 2057-06-25 9,873,411 10,208,480 Fannie Mae Pool 2.63 2046-04-01 10,150,827 10,153,778 Progress Residential 2016-SFR2 3.21 2034-01-17 10,025,112 10,102,839 JPMorgan Chase & Co 2.25 01/23/2020 2.25 2020-01-23 10,220,000 10,097,411 Morgan Stanley Capital I 2014-CPT 3.45 2029-07-13 10,160,000 10,092,233 Ooredoo Tamweel Ltd 3.04 12/03/2018 3.04 2018-12-03 10,000,000 10,015,160 Carlyle Global Market Strategies CLO 2014-1 Ltd.00 2031-04-17 10,000,000 10,000,000 United States Treasury Note/Bond 1.63 07/31/2019 1.62 2019-07-31 10,000,000 9,926,010 Enterprise Fleet Financing LLC 2.13 2022-07-20 9,968,679 9,916,525 Fannie Mae Pool 3.50 2042-08-01 9,802,117 9,887,034 Deutsche Telekom International Finance BV 2.23 2.23 2020-01-17 10,010,000 9,878,524 01/17/2020 Celgene Corp 3.88 08/15/2025 3.88 2025-08-15 9,950,000 9,867,783 Amgen Inc 2.65 05/11/2022 2.65 2022-05-11 10,080,000 9,844,661 Abbott Laboratories 3.75 11/30/2026 3.75 2026-11-30 9,840,000 9,798,992 Sequoia Mortgage 2017-5 3.50 2047-08-25 9,738,566 9,784,523 Morgan Stanley 3.70 10/23/2024 3.70 2024-10-23 9,830,000 9,781,293 CSMC 2017-HL1 3.50 2047-06-25 9,662,755 9,680,332 BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94 2029-05-25 9,753,562 9,577,559 Anheuser-Busch InBev Finance Inc 1.90 02/01/2019 1.90 2019-02-01 9,590,000 9,563,567 Credit Suisse Group Funding Guernsey Ltd 3.13 3.12 2020-12-10 9,590,000 9,541,234 12/10/2020 Royal Bank of Canada 2.13 03/02/2020 2.12 2020-03-02 9,620,000 9,483,038 Fannie Mae Pool 3.18 2047-04-01 9,431,427 9,472,409 Argent Securities Inc Asset-Backed Pass-Through 2.70 2034-05-25 9,491,513 9,434,895 Certificates Series 2004-W8 Ford Motor Credit Co LLC 5.88 08/02/2021 5.88 2021-08-02 8,810,000 9,406,017 Mondelez International s Netherlands BV 1.62 2019-10-28 9,400,000 9,209,011 1.63 10/28/2019 CNOOC Finance 2011 Ltd 4.25 01/26/2021 4.25 2021-01-26 8,975,000 9,198,388

Citibank NA 1.85 09/18/2019 1.85 2019-09-18 9,260,000 9,135,925 New Residential Mortgage Loan 2017-2 4.00 2057-03-25 8,919,348 9,124,172 Apple Inc 2.90 09/12/2027 2.90 2027-09-12 9,570,000 9,114,266 PNC Bank NA 2.30 06/01/2020 2.30 2020-06-01 9,230,000 9,093,105 Dryden 41 Senior Loan Fund 2.27 2031-04-15 9,075,000 9,080,163 Sierra Receivables Funding Co LLC 2.91 2034-03-20 9,093,792 9,008,314 Microsoft Corp 2.70 02/12/2025 2.70 2025-02-12 9,320,000 9,002,536 Voya CLO 2013-2 Ltd.00 2031-04-25 9,000,000 9,000,000 CIFC Funding 2015-I Ltd 2.85 2031-01-22 8,900,000 8,968,747 GS Mortgage Securities 2015-GC28 3.76 2048-02-10 9,000,000 8,929,830 AbbVie Inc 2.90 11/06/2022 2.90 2022-11-06 9,130,000 8,924,941 BAMLL Commercial Mortgage Securities 2.58 2028-06-15 8,865,143 8,871,894 2014-ICTS Fannie Mae Connecticut Avenue Securities 3.17 2029-07-25 8,787,589 8,859,916 Biogen Inc 2.90 09/15/2020 2.90 2020-09-15 8,905,000 8,854,611 Mill City Mortgage Loan 2017-2 2.75 2059-07-25 8,900,154 8,839,487 Cardinal Health Inc 1.95 06/14/2019 1.95 2019-06-14 8,890,000 8,795,535 Becton Dickinson and Co 3.73 12/15/2024 3.73 2024-12-15 8,791,000 8,652,469 Oracle Corp 2.65 07/15/2026 2.65 2026-07-15 9,200,000 8,605,996 Fannie Mae Connecticut Avenue Securities 4.47 2024-05-25 8,034,521 8,503,481 JPMorgan Chase & Co 3.88 09/10/2024 3.88 2024-09-10 8,505,000 8,494,387 Bank of America Corp 2.33 10/01/2021 2.33 2021-10-01 8,640,000 8,450,733 Fannie Mae Pool 3.50 2042-02-01 8,369,856 8,445,756 Verizon Communications Inc 2.63 08/15/2026 2.62 2026-08-15 9,150,000 8,366,153 Fannie Mae Pool 3.50 2043-08-01 8,260,807 8,326,829 General Motors Financial Co Inc 5.25 03/01/2026 5.25 2026-03-01 7,740,000 8,183,513 JP Morgan Mortgage 2016-4 3.50 2046-10-25 8,197,874 8,153,040 United States Treasury Note/Bond 4.38 2041-05-15 6,500,000 8,077,444 UBS Group Funding Switzerland AG 3.49 3.49 2023-05-23 8,150,000 8,058,416 05/23/2023 Sequoia Mortgage 2017-1 3.50 2047-02-25 8,029,351 7,985,246 Core Industrial 2015-CALW 3.56 2034-02-10 8,000,000 7,975,615 Amazon.com Inc 3.15 08/22/2027 3.15 2027-08-22 8,200,000 7,922,052 HSBC s PLC 2.95 05/25/2021 2.95 2021-05-25 8,000,000 7,922,015 Enterprise Products Operating LLC 4.85 03/15/2044 4.85 2044-03-15 7,480,000 7,850,107 Ginnie Mae II Pool 4.50 2041-07-20 7,437,339 7,826,696 Freddie Mac Non Gold Pool 2.31 2043-02-01 7,836,837 7,760,460 Enterprise Products Operating LLC 5.20 09/01/2020 5.20 2020-09-01 7,370,000 7,717,214 Bank of America Corp 4.20 08/26/2024 4.20 2024-08-26 7,600,000 7,711,396 American Express Credit Corp 2.25 05/05/2021 2.25 2021-05-05 7,890,000 7,687,715 Hilton Grand Vacations 2017-A 2.66 2028-12-26 7,770,144 7,669,893 Medtronic Inc 3.50 03/15/2025 3.50 2025-03-15 7,590,000 7,589,757 AbbVie Inc 2.50 05/14/2020 2.50 2020-05-14 7,680,000 7,583,563 Continental Resources Inc/OK 4.38 01/15/2028 4.38 2028-01-15 7,730,000 7,546,412 Fidelity National Information Services Inc 3.00 3.00 2026-08-15 8,050,000 7,504,820 08/15/2026 HSBC Bank PLC 4.13 08/12/2020 4.12 2020-08-12 7,303,000 7,463,893 Hudson Yards 2016-10HY Mortgage 2.83 2038-08-10 7,800,000 7,403,712 Sequoia Mortgage 2018-2 3.50 2048-02-25 7,363,362 7,398,110

Fannie Mae Pool 4.50 2035-01-01 7,028,758 7,395,851 Agate Bay Mortgage 2016-2 3.50 2046-03-25 7,402,519 7,357,408 Caterpillar Financial Services Corp 1.85 09/04/2020 1.85 2020-09-04 7,500,000 7,323,667 Capital One Financial Corp 4.20 10/29/2025 4.20 2025-10-29 7,305,000 7,245,776 Petroleos Mexicanos 4.63 09/21/2023 4.62 2023-09-21 7,200,000 7,225,272 Ginnie Mae II Pool 3.50 2042-06-20 7,093,553 7,207,088 MPLX LP 4.88 06/01/2025 4.88 2025-06-01 6,860,000 7,169,697 Apple Inc 2.50 02/09/2025 2.50 2025-02-09 7,550,000 7,160,976 Citigroup Inc 3.20 10/21/2026 3.20 2026-10-21 7,500,000 7,142,413 Hertz Vehicle Financing II LP 2.27 2020-07-25 7,200,000 7,139,802 GSR Mortgage Loan 2005-AR6 3.61 2035-09-25 6,958,753 7,124,005 JP Morgan Chase Commercial Mortgage Securities 4.52 2046-12-15 6,800,000 7,118,160 2013-C16 Hertz Fleet Lease Funding LP 2.84 2030-04-10 7,073,763 7,095,601 Fannie Mae Pool 4.50 2039-05-01 6,678,894 7,091,292 Constellation Brands Inc 4.75 12/01/2025 4.75 2025-12-01 6,720,000 7,084,914 Citigroup Inc 3.52 10/27/2028 3.52 2028-10-27 7,240,000 6,997,952 JPMorgan Chase & Co 4.63 05/10/2021 4.62 2021-05-10 6,700,000 6,985,658 Alibaba Group Ltd 3.60 11/28/2024 3.60 2024-11-28 7,000,000 6,948,973 Citigroup Mortgage Loan Inc 3.33 2034-08-25 6,931,654 6,877,184 Goldman Sachs Group Inc/The 5.75 01/24/2022 5.75 2022-01-24 6,320,000 6,840,308 Fannie Mae Connecticut Avenue Securities 3.32 2029-01-25 6,773,193 6,828,304 Freddie Mac Non Gold Pool 2.59 2045-06-01 6,776,815 6,769,225 Allergan Finance LLC 3.25 10/01/2022 3.25 2022-10-01 6,880,000 6,741,434 AerCap Ireland Capital DAC / AerCap Global 3.75 2019-05-15 6,670,000 6,713,136 Aviation 3.75 05/15/2019 NextEra Energy Capital s Inc 3.55 3.55 2027-05-01 6,860,000 6,674,730 05/01/2027 State of California 7.55 2039-04-01 4,325,000 6,602,112 AerCap Ireland Capital DAC / AerCap Global 5.00 2021-10-01 6,320,000 6,582,626 Aviation 5.00 10/01/2021 MVW Owner 2016-1 2.25 2033-12-20 6,699,306 6,547,798 Celgene Corp 3.25 08/15/2022 3.25 2022-08-15 6,640,000 6,544,861 Gilead Sciences Inc 4.40 12/01/2021 4.40 2021-12-01 6,230,000 6,493,626 Fannie Mae Connecticut Avenue Securities 2.82 2029-10-25 6,415,411 6,452,778 Petronas Capital Ltd 5.25 08/12/2019 5.25 2019-08-12 6,254,000 6,452,640 Fannie Mae Pool 4.50 2041-09-01 6,055,207 6,396,138 General Motors Financial Co Inc 3.15 01/15/2020 3.15 2020-01-15 6,350,000 6,351,395 Kroger Co/The 3.30 01/15/2021 3.30 2021-01-15 6,235,000 6,265,653 Phillips 66 4.30 04/01/2022 4.30 2022-04-01 6,020,000 6,263,314 Turkiye Garanti Bankasi AS 5.88 03/16/2023 5.88 2023-03-16 6,200,000 6,238,750 Fannie Mae Pool 4.00 2045-11-01 6,068,720 6,232,112 Sierra Timeshare 2016-1 Receivables Funding LLC 3.08 2033-03-21 6,184,735 6,200,693 Fannie Mae Pool 2.77 2045-01-01 6,103,050 6,186,214 HSBC s PLC 4.38 11/23/2026 4.38 2026-11-23 6,200,000 6,181,775 Bank of America Corp 2.37 07/21/2021 2.37 2021-07-21 6,270,000 6,153,905 Anadarko Petroleum Corp 5.55 03/15/2026 5.55 2026-03-15 5,630,000 6,152,280 Ford Motor Credit Co LLC 2.68 01/09/2020 2.68 2020-01-09 6,190,000 6,139,927 Agate Bay Mortgage 2014-1 3.50 2044-07-25 6,142,255 6,123,251

Citigroup Inc 2.90 12/08/2021 2.90 2021-12-08 6,200,000 6,109,504 Fannie Mae Pool 5.50 2039-01-01 5,556,507 6,090,722 Exxon Mobil Corp 2.71 03/06/2025 2.71 2025-03-06 6,230,000 6,020,364 Freddie Mac Non Gold Pool 3.45 2035-09-01 5,673,557 5,973,597 HCA Inc 3.75 03/15/2019 3.75 2019-03-15 5,910,000 5,947,233 AT&T Inc 2.30 03/11/2019 2.30 2019-03-11 5,939,000 5,918,687 Fannie Mae Connecticut Avenue Securities 4.47 2024-05-25 5,535,000 5,901,270 Petroleos Mexicanos 4.88 01/18/2024 4.88 2024-01-18 5,800,000 5,898,600 Aramark Services Inc 5.00 04/01/2025 5.00 2025-04-01 5,810,000 5,869,843 Ardagh Packaging Finance PLC / Ardagh s 4.25 2022-09-15 5,880,000 5,865,300 USA Inc 4.25 09/15/2022 Bay Area Toll Authority 6.92 2040-04-01 4,189,000 5,849,897 Towd Point Mortgage 2016-1 3.50 2055-02-25 5,642,626 5,689,108 Rutgers The State University of New Jersey 5.67 2040-05-01 4,715,000 5,668,609 Chevron Corp 2.10 05/16/2021 2.10 2021-05-16 5,770,000 5,641,529 CSX Corp 3.25 06/01/2027 3.25 2027-06-01 5,890,000 5,637,040 CIT Group Inc 5.00 08/15/2022 5.00 2022-08-15 5,480,000 5,623,850 CD 2016-CD1 Mortgage 2.72 2049-08-10 5,920,000 5,605,900 Goldman Sachs Group Inc/The 3.50 01/23/2025 3.50 2025-01-23 5,710,000 5,603,476 GSR Mortgage Loan 2005-AR6 3.62 2035-09-25 5,552,420 5,593,287 Sunoco Logistics Partners Operations LP 3.45 3.45 2023-01-15 5,750,000 5,591,094 01/15/2023 General Motors Financial Co Inc 3.25 05/15/2018 3.25 2018-05-15 5,570,000 5,571,554 Encana Corp 6.50 02/01/2038 6.50 2038-02-01 4,600,000 5,566,707 Sunoco Logistics Partners Operations LP 4.00 4.00 2027-10-01 5,850,000 5,548,859 10/01/2027 Wells Fargo Mortgage Backed Securities 2005-2.17 2035-05-25 5,787,661 5,526,901 AR13 First Horizon Alternative Mortgage Securities 3.52 2034-10-25 5,528,766 5,516,743 2004-AA4 Apple Inc 2.85 05/06/2021 2.85 2021-05-06 5,520,000 5,516,653 Credit Suisse Group Funding Guernsey Ltd 3.45 3.45 2021-04-16 5,500,000 5,501,905 04/16/2021 Discover Bank 3.45 07/27/2026 3.45 2026-07-27 5,790,000 5,476,154 Fannie Mae Pool 5.00 2042-01-01 5,056,367 5,470,288 Microsoft Corp 4.25 02/06/2047 4.25 2047-02-06 5,060,000 5,447,711 Biogen Inc 3.63 09/15/2022 3.62 2022-09-15 5,390,000 5,444,943 Newfield Exploration Co 5.75 01/30/2022 5.75 2022-01-30 5,150,000 5,407,500 Verizon Communications Inc 4.86 08/21/2046 4.86 2046-08-21 5,345,000 5,405,605 CVS Health Corp 3.50 07/20/2022 3.50 2022-07-20 5,400,000 5,392,086 Citigroup Inc 2.75 04/25/2022 2.75 2022-04-25 5,530,000 5,390,385 United Parcel Service Inc 2.80 11/15/2024 2.80 2024-11-15 5,590,000 5,382,083 Banco Santander SA 3.50 04/11/2022 3.50 2022-04-11 5,400,000 5,378,646 Medtronic Inc 4.38 03/15/2035 4.38 2035-03-15 5,050,000 5,360,651 Omnicom Group Inc 3.60 04/15/2026 3.60 2026-04-15 5,520,000 5,356,985 Deutsche Telekom International Finance BV 3.60 3.60 2027-01-19 5,450,000 5,356,664 01/19/2027 State of California 7.30 2039-10-01 3,660,000 5,350,115 Fannie Mae Pool 5.00 2031-07-01 4,974,648 5,320,211

Lockheed Martin Corp 3.55 01/15/2026 3.55 2026-01-15 5,290,000 5,251,617 Molson Coors Brewing Co 3.00 07/15/2026 3.00 2026-07-15 5,610,000 5,191,769 PNC Bank NA 1.95 03/04/2019 1.95 2019-03-04 5,200,000 5,167,882 HBOS PLC 6.75 05/21/2018 6.75 2018-05-21 5,140,000 5,167,066 UnitedHealth Group Inc 2.88 12/15/2021 2.88 2021-12-15 5,210,000 5,164,845 Thornburg Mortgage Securities 2004-3 2.61 2044-09-25 5,357,421 5,121,546 Home Depot Inc/The 3.00 04/01/2026 3.00 2026-04-01 5,260,000 5,115,154 HSBC s PLC 4.30 03/08/2026 4.30 2026-03-08 4,980,000 5,111,795 Williams Partners LP 4.13 11/15/2020 4.12 2020-11-15 5,003,000 5,084,207 Anheuser-Busch InBev Finance Inc 3.65 02/01/2026 3.65 2026-02-01 5,100,000 5,075,185 Comcast Corp 6.40 05/15/2038 6.40 2038-05-15 3,970,000 5,053,076 Time Warner Inc 2.95 07/15/2026 2.95 2026-07-15 5,500,000 5,043,044 Freddie Mac Non Gold Pool 2.47 2044-10-01 4,989,740 5,042,489 General Motors Financial Co Inc 3.10 01/15/2019 3.10 2019-01-15 5,030,000 5,036,151 JPMorgan Chase & Co 3.25 09/23/2022 3.25 2022-09-23 5,020,000 5,006,652 Morgan Stanley 2.75 05/19/2022 2.75 2022-05-19 5,110,000 4,984,783 Royal Bank of Canada 2.15 10/26/2020 2.15 2020-10-26 5,090,000 4,980,316 Microsoft Corp 3.30 02/06/2027 3.30 2027-02-06 5,000,000 4,966,209 Ginnie Mae I Pool 4.50 2040-12-15 4,695,882 4,965,790 Steel Dynamics Inc 4.13 09/15/2025 4.12 2025-09-15 5,160,000 4,940,700 MVW Owner 2014-1 2.25 2031-09-22 5,024,726 4,930,105 Comcast Corp 3.15 03/01/2026 3.15 2026-03-01 5,060,000 4,873,822 Kinder Morgan Energy Partners LP 6.50 09/01/2039 6.50 2039-09-01 4,250,000 4,863,837 Georgia-Pacific LLC 5.40 11/01/2020 5.40 2020-11-01 4,575,000 4,837,638 HSBC s PLC 3.26 2023-03-13 4,900,000 4,837,582 NBCUniversal Media LLC 4.38 04/01/2021 4.38 2021-04-01 4,630,000 4,811,459 Ohio Water Development Authority Water Pollution 4.88 2034-12-01 4,330,000 4,809,418 Control Loan Fund Ashtead Capital Inc 4.13 08/15/2025 4.12 2025-08-15 5,000,000 4,806,250 Berkshire Hathaway Finance Corp 3.00 05/15/2022 3.00 2022-05-15 4,800,000 4,803,550 Globo Comunicacao e Participacoes SA 5.13 5.12 2027-03-31 4,900,000 4,789,750 03/31/2027 Comcast Corp 4.75 03/01/2044 4.75 2044-03-01 4,540,000 4,789,186 Crown Americas LLC / Crown Americas Capital 4.50 2023-01-15 4,810,000 4,785,950 Corp IV 4.50 01/15/2023 Capital One Bank USA NA 3.38 02/15/2023 3.38 2023-02-15 4,900,000 4,778,722 Ford Motor Co 4.35 12/08/2026 4.35 2026-12-08 4,830,000 4,777,536 Dominion Energy Inc 3.63 12/01/2024 3.62 2024-12-01 4,810,000 4,771,593 Home Depot Inc/The 5.95 04/01/2041 5.95 2041-04-01 3,720,000 4,762,869 Fannie Mae Pool 3.20 2035-09-01 4,584,739 4,745,496 General Motors Co 5.15 04/01/2038 5.15 2038-04-01 4,750,000 4,743,341 Banco Inbursa SA Institucion de Banca Multiple 4.38 2027-04-11 4,900,000 4,743,200 4.38 04/11/2027 Fannie Mae Pool 5.50 2035-12-01 4,307,592 4,733,717 Telefonica Emisiones SAU 5.46 02/16/2021 5.46 2021-02-16 4,410,000 4,696,161 BPCE SA 3.00 05/22/2022 3.00 2022-05-22 4,760,000 4,667,499 Regions Financial Corp 2.75 08/14/2022 2.75 2022-08-14 4,790,000 4,657,530 CVS Health Corp 4.30 03/25/2028 4.30 2028-03-25 4,600,000 4,637,545 American Tower Corp 3.38 10/15/2026 3.38 2026-10-15 4,920,000 4,633,395

AT&T Inc 5.15 11/15/2046 5.15 2046-11-15 4,521,000 4,630,148 VEREIT Operating Partnership LP 4.13 06/01/2021 4.12 2021-06-01 4,538,000 4,630,021 Energy Transfer Equity LP 4.25 03/15/2023 4.25 2023-03-15 4,740,000 4,621,500 Cimarex Energy Co 4.38 06/01/2024 4.38 2024-06-01 4,480,000 4,614,440 Sofi Mortgage 2016-1 3.00 2046-11-25 4,790,554 4,605,716 General Motors Financial Co Inc 3.20 07/06/2021 3.20 2021-07-06 4,620,000 4,582,646 Welltower Inc 3.75 03/15/2023 3.75 2023-03-15 4,490,000 4,548,984 Prudential Financial Inc 3.94 12/07/2049 3.94 2049-12-07 4,823,000 4,537,929 Freddie Mac Non Gold Pool 2.85 2044-01-01 4,523,450 4,525,052 Jefferies Group LLC / Jefferies Group Capital 4.15 2030-01-23 4,840,000 4,518,959 Finance Inc 4.15 01/23/2030 TEGNA Inc 5.13 07/15/2020 5.12 2020-07-15 4,450,000 4,514,926 United Rentals North America Inc 4.63 07/15/2023 4.62 2023-07-15 4,390,000 4,483,288 Enterprise Fleet Financing LLC 1.83 2021-09-20 4,453,864 4,442,847 Discover Bank 3.35 02/06/2023 3.35 2023-02-06 4,500,000 4,431,969 Hilton Domestic Operating Co Inc 4.25 09/01/2024 4.25 2024-09-01 4,550,000 4,424,875 MidAmerican Energy Co 4.40 10/15/2044 4.40 2044-10-15 4,100,000 4,412,964 JPMorgan Chase & Co 3.54 2028-05-01 4,500,000 4,399,283 America Movil SAB de CV 3.13 07/16/2022 3.12 2022-07-16 4,460,000 4,392,889 Huntington Bancshares Inc/OH 2.30 01/14/2022 2.30 2022-01-14 4,580,000 4,390,228 Dominion Energy Inc 6.40 06/15/2018 6.40 2018-06-15 4,350,000 4,382,835 Cooperatieve Rabobank UA 3.88 02/08/2022 3.88 2022-02-08 4,280,000 4,372,166 Barclays Bank PLC 5.14 10/14/2020 5.14 2020-10-14 4,230,000 4,370,309 Concho Resources Inc 4.38 01/15/2025 4.38 2025-01-15 4,300,000 4,363,890 Constellation Brands Inc 2.00 11/07/2019 2.00 2019-11-07 4,390,000 4,330,848 Amgen Inc 4.66 06/15/2051 4.66 2051-06-15 4,170,000 4,325,852 Burlington Northern Santa Fe LLC 4.95 09/15/2041 4.95 2041-09-15 3,850,000 4,316,723 JP Morgan Chase Commercial Mortgage Securities 3.06 2049-08-15 4,500,000 4,298,811 2016-JP2 Markel Corp 4.90 07/01/2022 4.90 2022-07-01 4,070,000 4,285,988 Philippine Government International Bond 4.00 2021-01-15 4,170,000 4,276,765 Hewlett Packard Enterprise Co 3.60 10/15/2020 3.60 2020-10-15 4,230,000 4,271,022 Morgan Stanley 3.77 01/24/2029 3.77 2029-01-24 4,330,000 4,265,142 Lamb Weston s Inc 4.63 11/01/2024 4.62 2024-11-01 4,280,000 4,263,950 Zoetis Inc 3.00 09/12/2027 3.00 2027-09-12 4,540,000 4,259,589 Halliburton Co 4.85 11/15/2035 4.85 2035-11-15 3,930,000 4,239,132 Cenovus Energy Inc 4.25 04/15/2027 4.25 2027-04-15 4,340,000 4,235,480 Statoil ASA 2.45 01/17/2023 2.45 2023-01-17 4,370,000 4,234,442 Dominion Energy Inc 4.90 08/01/2041 4.90 2041-08-01 3,920,000 4,223,519 JPMorgan Chase & Co 2.55 03/01/2021 2.55 2021-03-01 4,290,000 4,223,110 Republic Services Inc 3.55 06/01/2022 3.55 2022-06-01 4,170,000 4,214,548 State of Illinois 5.10 2033-06-01 4,462,000 4,189,461 Noble Energy Inc 4.15 12/15/2021 4.15 2021-12-15 4,080,000 4,171,789 Oshkosh Corp 5.38 03/01/2022 5.38 2022-03-01 4,070,000 4,171,750 Viacom Inc 4.25 09/01/2023 4.25 2023-09-01 4,100,000 4,164,360 Sierra Timeshare 2014-1 Receivables Funding LLC 2.07 2030-03-20 4,175,949 4,160,829 Duke Energy Corp 2.65 09/01/2026 2.65 2026-09-01 4,520,000 4,130,127 PNC Financial Services Group Inc/The 4.38 08/11/2020 4.38 2020-08-11 4,000,000 4,120,778

Fannie Mae Pool 3.11 2035-06-01 3,962,669 4,110,931 Bank of America NA 6.00 10/15/2036 6.00 2036-10-15 3,330,000 4,110,898 Allergan Funding SCS 3.85 06/15/2024 3.85 2024-06-15 4,150,000 4,107,807 AT&T Inc 4.75 05/15/2046 4.75 2046-05-15 4,220,000 4,107,352 Microsoft Corp 3.13 11/03/2025 3.12 2025-11-03 4,150,000 4,100,420 JPMorgan Chase & Co 3.88 07/24/2038 3.88 2038-07-24 4,160,000 4,044,168 Microsoft Corp 3.45 08/08/2036 3.45 2036-08-08 4,140,000 4,040,056 Freddie Mac Gold Pool 5.00 2031-05-01 3,747,112 4,027,633 Citigroup Inc 4.13 07/25/2028 4.12 2028-07-25 4,070,000 4,024,193 Andeavor Logistics LP / Tesoro Logistics Finance 5.25 2025-01-15 3,950,000 4,020,705 Corp 5.25 01/15/2025 UnitedHealth Group Inc 2.88 03/15/2022 2.88 2022-03-15 4,060,000 4,015,029 Gilead Sciences Inc 1.85 09/20/2019 1.85 2019-09-20 4,050,000 3,999,985 UnitedHealth Group Inc 3.75 07/15/2025 3.75 2025-07-15 3,920,000 3,972,193 BNP Paribas SA 4.38 09/28/2025 4.38 2025-09-28 3,950,000 3,964,337 Verizon Communications Inc 3.50 11/01/2024 3.50 2024-11-01 4,000,000 3,963,508 Freddie Mac Gold Pool 6.00 2035-09-01 3,528,632 3,958,380 Bank of America Corp 3.82 01/20/2028 3.82 2028-01-20 4,000,000 3,953,613 NXP BV / NXP Funding LLC 3.88 09/01/2022 3.88 2022-09-01 3,950,000 3,930,250 AbbVie Inc 3.60 05/14/2025 3.60 2025-05-14 3,970,000 3,916,483 Masco Corp 4.45 04/01/2025 4.45 2025-04-01 3,800,000 3,899,275 Berkshire Hathaway Energy Co 3.50 02/01/2025 3.50 2025-02-01 3,900,000 3,895,148 Antero Resources Corp 5.00 03/01/2025 5.00 2025-03-01 3,860,000 3,888,950 Freddie Mac Non Gold Pool 2.38 2046-08-01 3,896,601 3,886,370 Alibaba Group Ltd 2.50 11/28/2019 2.50 2019-11-28 3,900,000 3,873,654 Chubb INA s Inc 3.15 03/15/2025 3.15 2025-03-15 3,950,000 3,867,006 Virgin Media Secured Finance PLC 5.25 5.25 2026-01-15 4,000,000 3,865,000 01/15/2026 Freddie Mac Non Gold Pool 2.06 2042-12-01 3,882,677 3,864,678 Marathon Oil Corp 4.40 07/15/2027 4.40 2027-07-15 3,800,000 3,862,975 General Electric Co 4.38 09/16/2020 4.38 2020-09-16 3,745,000 3,841,536 Berkshire Hathaway Inc 2.75 03/15/2023 2.75 2023-03-15 3,870,000 3,808,126 Ford Motor Credit Co LLC 8.13 01/15/2020 8.12 2020-01-15 3,500,000 3,790,972 Wells Fargo & Co 5.61 01/15/2044 5.61 2044-01-15 3,300,000 3,785,810 Broadcom Corp / Broadcom Cayman Finance Ltd 3.12 2025-01-15 4,000,000 3,784,881 3.13 01/15/2025 Fannie Mae Pool 2.71 2042-04-01 3,760,342 3,781,307 ONEOK Inc 4.00 07/13/2027 4.00 2027-07-13 3,830,000 3,777,919 Hilton Grand Vacations 2014-A 1.77 2026-11-25 3,845,278 3,776,640 Sun Bank/Atlanta GA 3.30 05/15/2026 3.30 2026-05-15 3,950,000 3,771,048 Universal Health Services Inc 4.75 08/01/2022 4.75 2022-08-01 3,700,000 3,767,137 Allergan Funding SCS 4.55 03/15/2035 4.55 2035-03-15 3,840,000 3,765,392 Kinder Morgan Inc/DE 5.55 06/01/2045 5.55 2045-06-01 3,560,000 3,751,303 Fannie Mae Connecticut Avenue Securities 3.22 2029-01-25 3,732,630 3,750,021 BPCE SA 5.15 07/21/2024 5.15 2024-07-21 3,580,000 3,741,092 Williams Partners LP 5.10 09/15/2045 5.10 2045-09-15 3,660,000 3,722,177 Wells Fargo & Co 3.07 01/24/2023 3.07 2023-01-24 3,770,000 3,708,528 Oracle Corp 3.25 11/15/2027 3.25 2027-11-15 3,790,000 3,698,793 Lamar Media Corp 5.38 01/15/2024 5.38 2024-01-15 3,570,000 3,694,950

Crown Castle International Corp 4.45 02/15/2026 4.45 2026-02-15 3,630,000 3,689,056 MVW Owner 2015-1 2.52 2032-12-20 3,724,262 3,676,271 Philippine Government International Bond 6.38 2034-10-23 2,840,000 3,648,491 Burlington Northern Santa Fe LLC 4.15 04/01/2045 4.15 2045-04-01 3,570,000 3,646,293 Ally Financial Inc 4.63 03/30/2025 4.62 2025-03-30 3,650,000 3,618,062 NXP BV / NXP Funding LLC 4.13 06/15/2020 4.12 2020-06-15 3,550,000 3,612,125 Westlake Chemical Corp 4.38 11/15/2047 4.38 2047-11-15 3,730,000 3,611,634 21st Century Fox America Inc 6.90 08/15/2039 6.90 2039-08-15 2,680,000 3,609,075 Santa Clara Valley Transportation Authority 5.88 2032-04-01 2,990,000 3,591,588 Verizon Communications Inc 4.13 03/16/2027 4.12 2027-03-16 3,540,000 3,590,054 AT&T Inc 5.45 03/01/2047 5.45 2047-03-01 3,360,000 3,573,659 Kinder Morgan Energy Partners LP 6.50 04/01/2020 6.50 2020-04-01 3,360,000 3,559,833 Wells Fargo Mortgage Backed Securities 2004-H 3.37 2034-06-25 3,482,777 3,555,355 Waste Management Inc 4.10 03/01/2045 4.10 2045-03-01 3,520,000 3,555,261 Fannie Mae Pool 5.00 2039-08-01 3,268,807 3,543,425 Goldman Sachs Group Inc/The 3.81 04/23/2029 3.81 2029-04-23 3,600,000 3,539,528 Exelon Corp 4.45 04/15/2046 4.45 2046-04-15 3,462,000 3,539,289 Sempra Energy 3.25 06/15/2027 3.25 2027-06-15 3,700,000 3,519,614 Baxalta Inc 4.00 06/23/2025 4.00 2025-06-23 3,520,000 3,517,837 Boston Properties LP 3.65 02/01/2026 3.65 2026-02-01 3,590,000 3,514,139 CyrusOne LP / CyrusOne Finance Corp 5.00 5.00 2024-03-15 3,500,000 3,513,125 03/15/2024 Barclays PLC 4.38 01/12/2026 4.38 2026-01-12 3,500,000 3,509,576 Apple Inc 2.45 08/04/2026 2.45 2026-08-04 3,780,000 3,505,697 Kimco Realty Corp 2.80 10/01/2026 2.80 2026-10-01 3,910,000 3,498,562 Quintiles IMS Inc 5.00 10/15/2026 5.00 2026-10-15 3,500,000 3,494,330 WestRock RKT Co 4.00 03/01/2023 4.00 2023-03-01 3,410,000 3,493,638 International Paper Co 4.40 08/15/2047 4.40 2047-08-15 3,640,000 3,477,667 Lowe's Cos Inc 3.10 05/03/2027 3.10 2027-05-03 3,580,000 3,450,322 Crown Castle International Corp 5.25 01/15/2023 5.25 2023-01-15 3,240,000 3,445,511 McDonald's Corp 3.38 05/26/2025 3.38 2025-05-26 3,480,000 3,444,784 Berkshire Hathaway Inc 4.50 02/11/2043 4.50 2043-02-11 3,160,000 3,433,668 Fannie Mae Pool 3.14 2035-06-01 3,309,787 3,433,584 Panama Government International Bond 6.70 2036-01-26 2,700,000 3,422,250 Structured Adjustable Rate Mortgage Loan 3.50 2034-07-25 3,395,459 3,421,443 Toll Brothers Finance Corp 4.35 02/15/2028 4.35 2028-02-15 3,620,000 3,411,850 CenturyLink Inc 6.15 09/15/2019 6.15 2019-09-15 3,300,000 3,399,000 Ford Motor Credit Co LLC 5.00 05/15/2018 5.00 2018-05-15 3,390,000 3,398,342 Kilroy Realty LP 3.80 01/15/2023 3.80 2023-01-15 3,380,000 3,397,744 Activision Blizzard Inc 2.30 09/15/2021 2.30 2021-09-15 3,500,000 3,384,395 Lennar Corp 4.75 04/01/2021 4.75 2021-04-01 3,290,000 3,359,912 Burlington Northern Santa Fe LLC 3.60 09/01/2020 3.60 2020-09-01 3,310,000 3,358,245 Fannie Mae Pool 5.00 2039-02-01 3,096,403 3,353,004 Marathon Oil Corp 3.85 06/01/2025 3.85 2025-06-01 3,390,000 3,352,997 Capital One Bank USA NA 2.30 06/05/2019 2.30 2019-06-05 3,370,000 3,347,603 FedEx Corp 4.40 01/15/2047 4.40 2047-01-15 3,380,000 3,344,964 Wells Fargo Mortgage Backed Securities 2005- AR10 3.60 2035-06-25 3,151,552 3,323,438

Halliburton Co 3.80 11/15/2025 3.80 2025-11-15 3,300,000 3,318,368 Hudson Pacific Properties LP 3.95 11/01/2027 3.95 2027-11-01 3,420,000 3,282,140 Energy Transfer Partners LP 4.90 03/15/2035 4.90 2035-03-15 3,470,000 3,278,588 GSR Mortgage Loan 2005-AR1 3.66 2035-01-25 3,258,337 3,277,836 International Game Technology PLC 6.25 6.25 2022-02-15 3,100,000 3,262,750 02/15/2022 Goldman Sachs Group Inc/The 4.80 07/08/2044 4.80 2044-07-08 3,010,000 3,246,566 WaMu Mortgage Pass-Through Certificates Series 3.64 2035-03-25 3,286,701 3,239,972 2005-AR3 Concho Resources Inc 4.88 10/01/2047 4.88 2047-10-01 3,030,000 3,226,106 Port Authority of New York & New Jersey 4.93 2051-10-01 2,750,000 3,223,220 AT&T Inc 3.88 08/15/2021 3.88 2021-08-15 3,160,000 3,217,628 IHS Markit Ltd 4.75 02/15/2025 4.75 2025-02-15 3,160,000 3,215,300 Fannie Mae Pool 5.00 2035-07-01 2,968,434 3,205,952 Seagate HDD Cayman 4.75 06/01/2023 4.75 2023-06-01 3,200,000 3,203,991 KeyBank NA/Cleveland OH 3.40 05/20/2026 3.40 2026-05-20 3,300,000 3,192,818 Wells Fargo & Co 3.55 09/29/2025 3.55 2025-09-29 3,240,000 3,181,970 Peruvian Government International Bond 5.62 2050-11-18 2,640,000 3,181,200 JPMorgan Chase & Co 3.96 11/15/2048 3.96 2048-11-15 3,300,000 3,178,305 UnitedHealth Group Inc 4.75 07/15/2045 4.75 2045-07-15 2,880,000 3,177,603 United Technologies Corp 3.75 11/01/2046 3.75 2046-11-01 3,520,000 3,176,257 Fifth Third Bank/Cincinnati OH 2.88 10/01/2021 2.88 2021-10-01 3,210,000 3,173,957 21st Century Fox America Inc 4.75 09/15/2044 4.75 2044-09-15 2,920,000 3,169,862 Sensata Technologies UK Financing Co PLC 6.25 6.25 2026-02-15 3,000,000 3,167,850 02/15/2026 Kinder Morgan Energy Partners LP 5.30 09/15/2020 5.30 2020-09-15 3,040,000 3,167,523 Hess Corp 6.00 01/15/2040 6.00 2040-01-15 2,990,000 3,162,222 Wells Fargo Mortgage Backed Securities 2004-Z 3.74 2034-12-25 3,089,328 3,154,647 PNC Bank NA 3.80 07/25/2023 3.80 2023-07-25 3,100,000 3,146,120 Essex Portfolio LP 3.63 08/15/2022 3.62 2022-08-15 3,120,000 3,142,364 NiSource Inc 5.65 02/01/2045 5.65 2045-02-01 2,680,000 3,142,254 Duke University Health System Inc 3.92 06/01/2047 3.92 2047-06-01 3,085,000 3,132,885 Oracle Corp 3.63 07/15/2023 3.62 2023-07-15 3,070,000 3,132,449 John Deere Capital Corp 1.95 06/22/2020 1.95 2020-06-22 3,190,000 3,129,764 Wells Fargo & Co 3.58 05/22/2028 3.58 2028-05-22 3,200,000 3,124,000 Newfield Exploration Co 5.38 01/01/2026 5.38 2026-01-01 3,000,000 3,112,500 Ball Corp 4.00 11/15/2023 4.00 2023-11-15 3,180,000 3,112,425 Home Depot Inc/The 3.75 02/15/2024 3.75 2024-02-15 3,000,000 3,104,548 Telefonica Emisiones SAU 4.10 03/08/2027 4.10 2027-03-08 3,100,000 3,100,554 Charter Communications Operating LLC / Charter 6.48 2045-10-23 2,780,000 3,057,226 Communications Operating Capital 6.48 10/23/2045 Salt River Project Agricultural Improvement & 4.84 2041-01-01 2,620,000 3,050,545 Power District AT&T Inc 5.15 02/14/2050 5.15 2050-02-14 3,000,000 3,036,762 Metropolitan Transportation Authority 6.69 2040-11-15 2,235,000 3,031,129 Plains All American Pipeline LP / PAA Finance 3.65 2022-06-01 3,070,000 3,030,106 Corp 3.65 06/01/2022 CVS Health Corp 4.78 03/25/2038 4.78 2038-03-25 2,980,000 3,024,865

MVW Owner 2013-1 2.15 2030-04-22 3,069,105 3,014,912 Shell International Finance BV 2.38 08/21/2022 2.38 2022-08-21 3,100,000 3,009,634 Ally Financial Inc 3.60 05/21/2018 3.60 2018-05-21 3,000,000 3,003,750 Lockheed Martin Corp 3.80 03/01/2045 3.80 2045-03-01 3,160,000 2,994,183 Sacramento Municipal Utility District 6.16 2036-05-15 2,385,000 2,988,000 City of San Francisco CA Public Utilities 6.00 2040-11-01 2,375,000 2,987,180 Commission Water Revenue Fannie Mae Pool 3.91 2040-10-01 2,884,398 2,980,551 Tenet Healthcare Corp 4.63 07/15/2024 4.62 2024-07-15 3,077,000 2,969,305 Boeing Co/The 2.20 10/30/2022 2.20 2022-10-30 3,070,000 2,963,929 CBS Corp 4.00 01/15/2026 4.00 2026-01-15 3,000,000 2,962,911 UBS Group Funding Switzerland AG 4.13 4.12 2025-09-24 2,930,000 2,947,445 09/24/2025 CommScope Technologies LLC 5.00 03/15/2027 5.00 2027-03-15 3,090,000 2,943,225 United States Treasury Note/Bond 1.38 04/30/2020 1.38 2020-04-30 3,000,000 2,942,601 Fannie Mae Pool 5.00 2031-06-01 2,750,636 2,942,199 Banque Federative du Credit Mutuel SA 2.00 2.00 2019-04-12 2,960,000 2,935,232 04/12/2019 Freddie Mac Gold Pool 5.00 2031-04-01 2,737,171 2,931,019 Wells Fargo & Co 4.65 11/04/2044 4.65 2044-11-04 2,890,000 2,916,728 Hospitality Properties 4.65 03/15/2024 4.65 2024-03-15 2,850,000 2,914,484 Colombia Government International Bond 4.38 2021-07-12 2,810,000 2,913,268 Owens Corning 4.20 12/15/2022 4.20 2022-12-15 2,830,000 2,908,698 CVS Health Corp 5.05 03/25/2048 5.05 2048-03-25 2,760,000 2,908,387 Capital One NA 2.35 08/17/2018 2.35 2018-08-17 2,900,000 2,896,994 ebay Inc 2.15 06/05/2020 2.15 2020-06-05 2,950,000 2,896,010 Phillips 66 3.90 03/15/2028 3.90 2028-03-15 2,900,000 2,893,330 Goldman Sachs Group Inc/The 3.27 09/29/2025 3.27 2025-09-29 3,000,000 2,888,950 Tenneco Inc 5.00 07/15/2026 5.00 2026-07-15 2,960,000 2,879,488 Voya Financial Inc 5.70 07/15/2043 5.70 2043-07-15 2,500,000 2,866,102 Branch Banking & Co 3.80 10/30/2026 3.80 2026-10-30 2,850,000 2,864,736 NextEra Energy Operating Partners LP 4.25 4.25 2024-09-15 2,940,000 2,859,150 09/15/2024 Ashland LLC 4.75 08/15/2022 4.75 2022-08-15 2,800,000 2,849,000 AmeriGas Partners LP / AmeriGas Finance Corp 5.62 2024-05-20 2,850,000 2,846,438 5.63 05/20/2024 Metropolitan Transportation Authority 6.81 2040-11-15 2,070,000 2,836,956 CSX Corp 3.40 08/01/2024 3.40 2024-08-01 2,840,000 2,836,515 Wells Fargo & Co 4.10 06/03/2026 4.10 2026-06-03 2,850,000 2,833,630 Citigroup Mortgage Loan Inc 3.53 2034-08-25 2,897,102 2,831,640 US Bancorp 3.60 09/11/2024 3.60 2024-09-11 2,820,000 2,828,055 Metropolitan Life Global Funding I 3.00 01/10/2023 3.00 2023-01-10 2,870,000 2,825,693 Targa Resources Partners LP / Targa Resources 5.00 2028-01-15 2,940,000 2,815,050 Partners Finance Corp 5.00 01/15/2028 Exelon Corp 5.15 12/01/2020 5.15 2020-12-01 2,700,000 2,811,955 Thermo Fisher Scientific Inc 2.95 09/19/2026 2.95 2026-09-19 3,000,000 2,803,924 Magellan Midstream Partners LP 6.55 07/15/2019 6.55 2019-07-15 2,680,000 2,796,816 Fannie Mae Pool 4.50 2039-04-01 2,624,827 2,787,030 Freddie Mac Non Gold Pool 3.19 2044-06-01 2,748,193 2,779,108

AbbVie Inc 4.40 11/06/2042 4.40 2042-11-06 2,810,000 2,778,225 Goldman Sachs Group Inc/The 2.88 10/31/2022 2.88 2022-10-31 2,800,000 2,741,682 Toll Brothers Finance Corp 6.75 11/01/2019 6.75 2019-11-01 2,620,000 2,741,175 Home Depot Inc/The 3.90 06/15/2047 3.90 2047-06-15 2,750,000 2,738,083 CCO s LLC / CCO s Capital Corp 5.00 2028-02-01 2,900,000 2,733,250 5.00 02/01/2028 Fannie Mae REMICS 2.27 2037-04-25 2,720,529 2,729,347 Union Pacific Corp 4.75 09/15/2041 4.75 2041-09-15 2,480,000 2,725,779 Cisco Systems Inc 3.00 06/15/2022 3.00 2022-06-15 2,720,000 2,713,422 Duke Energy Corp 3.55 09/15/2021 3.55 2021-09-15 2,686,000 2,712,320 Anthem Inc 3.65 12/01/2027 3.65 2027-12-01 2,800,000 2,710,581 US Bank NA/Cincinnati OH 2.80 01/27/2025 2.80 2025-01-27 2,820,000 2,700,035 Royal Caribbean Cruises Ltd 5.25 11/15/2022 5.25 2022-11-15 2,500,000 2,698,106 Nielsen Finance LLC / Nielsen Finance Co 5.00 5.00 2022-04-15 2,680,000 2,684,610 04/15/2022 Viacom Inc 4.38 03/15/2043 4.38 2043-03-15 2,980,000 2,675,808 Glencore Finance Canada Ltd 4.95 11/15/2021 4.95 2021-11-15 2,560,000 2,669,211 Mosaic Co/The 4.05 11/15/2027 4.05 2027-11-15 2,730,000 2,666,010 Sempra Energy 2.88 10/01/2022 2.88 2022-10-01 2,720,000 2,661,942 Lennar Corp 4.50 04/30/2024 4.50 2024-04-30 2,700,000 2,652,750 Enbridge Inc 4.00 10/01/2023 4.00 2023-10-01 2,630,000 2,649,790 Simon Property Group LP 3.25 11/30/2026 3.25 2026-11-30 2,740,000 2,643,821 Duke Energy Florida LLC 3.85 11/15/2042 3.85 2042-11-15 2,670,000 2,627,862 Ventas Realty LP 4.13 01/15/2026 4.12 2026-01-15 2,600,000 2,623,011 Chubb INA s Inc 3.35 05/03/2026 3.35 2026-05-03 2,660,000 2,617,443 Petroleos Mexicanos 5.50 06/27/2044 5.50 2044-06-27 2,910,000 2,598,630 MPLX LP 5.20 03/01/2047 5.20 2047-03-01 2,480,000 2,597,012 Dow Chemical Co/The 4.38 11/15/2042 4.38 2042-11-15 2,600,000 2,593,812 Merrill Lynch Mortgage Investors Series 3.53 2035-02-25 2,602,276 2,580,448 MLMI 2005-A2 Berkshire Hathaway Energy Co 3.80 07/15/2048 3.80 2048-07-15 2,700,000 2,580,014 Freddie Mac Non Gold Pool 3.66 2041-07-01 2,517,576 2,576,539 Fannie Mae Pool 5.00 2033-06-01 2,385,055 2,575,726 Anthem Inc 4.65 01/15/2043 4.65 2043-01-15 2,550,000 2,573,768 Barclays PLC 4.95 01/10/2047 4.95 2047-01-10 2,500,000 2,569,637 Norfolk Southern Corp 5.75 04/01/2018 5.75 2018-04-01 2,560,000 2,560,000 Bank of America Corp 4.44 01/20/2048 4.44 2048-01-20 2,450,000 2,559,323 Republic of Poland Government International Bond 5.12 2021-04-21 2,400,000 2,552,880 Merrill Lynch Mortgage Investors Series 3.35 2035-11-25 2,571,031 2,552,040 MLCC 2005-3 WR Berkley Corp 4.63 03/15/2022 4.62 2022-03-15 2,450,000 2,551,643 Sinopec Group Overseas Development 2016 Ltd 1.75 2019-09-29 2,600,000 2,551,091 1.75 09/29/2019 Oracle Corp 4.00 07/15/2046 4.00 2046-07-15 2,560,000 2,536,736 US Airways 2013-1 Class A Pass Through 3.95 2027-05-15 2,533,640 2,533,767 3.95 05/15/2027 Seagate HDD Cayman 4.75 01/01/2025 4.75 2025-01-01 2,600,000 2,532,792 Waste Management Inc 3.15 11/15/2027 3.15 2027-11-15 2,640,000 2,518,770 Oracle Corp 4.30 07/08/2034 4.30 2034-07-08 2,380,000 2,514,185

Time Warner Inc 4.70 01/15/2021 4.70 2021-01-15 2,410,000 2,506,508 Adjustable Rate Mortgage 2004-4 3.49 2035-03-25 2,470,381 2,497,304 Fannie Mae Pool 3.50 2042-08-01 2,471,978 2,492,628 AT&T Inc 4.10 02/15/2028 4.10 2028-02-15 2,500,000 2,485,563 Enbridge Energy Partners LP 6.50 04/15/2018 6.50 2018-04-15 2,470,000 2,473,162 Freddie Mac Non Gold Pool 3.54 2038-02-01 2,356,768 2,467,261 AT&T Inc 5.00 03/01/2021 5.00 2021-03-01 2,340,000 2,458,670 General Motors Co 4.20 10/01/2027 4.20 2027-10-01 2,500,000 2,449,605 EOG Resources Inc 4.10 02/01/2021 4.10 2021-02-01 2,390,000 2,446,247 GE Capital International Funding Co Unlimited Co 4.42 2035-11-15 2,500,000 2,439,628 4.42 11/15/2035 McDonald's Corp 4.70 12/09/2035 4.70 2035-12-09 2,270,000 2,428,919 Intesa Sanpaolo SpA 3.13 07/14/2022 3.12 2022-07-14 2,510,000 2,427,426 Express Scripts Co 3.40 03/01/2027 3.40 2027-03-01 2,580,000 2,426,962 Time Warner Inc 3.80 02/15/2027 3.80 2027-02-15 2,500,000 2,419,994 Freddie Mac Non Gold Pool 1.92 2043-06-01 2,345,954 2,417,411 Missouri Highway & Transportation Commission 5.45 2033-05-01 2,050,000 2,412,952 Bear Stearns ARM 2004-12 3.59 2035-02-25 2,379,911 2,412,348 Fannie Mae Pool 6.00 2037-11-01 2,154,286 2,411,777 GSR Mortgage Loan 2004-5 3.62 2034-05-25 2,389,830 2,407,589 Interpublic Group of Cos Inc/The 4.00 03/15/2022 4.00 2022-03-15 2,370,000 2,406,266 ConocoPhillips Co 6.95 04/15/2029 6.95 2029-04-15 1,889,000 2,405,930 AbbVie Inc 4.70 05/14/2045 4.70 2045-05-14 2,325,000 2,402,692 Charter Communications Operating LLC / Charter 4.20 2028-03-15 2,500,000 2,396,189 Communications Operating Capital 4.20 03/15/2028 Petroleos Mexicanos 6.00 03/05/2020 6.00 2020-03-05 2,291,000 2,392,377 DR Horton Inc 2.55 12/01/2020 2.55 2020-12-01 2,420,000 2,384,316 Los Angeles Community College District/CA 6.75 2049-08-01 1,600,000 2,377,584 Catholic Health Initiatives 2.95 11/01/2022 2.95 2022-11-01 2,420,000 2,370,029 Ginnie Mae I Pool 5.50 2038-11-15 2,139,110 2,368,974 FirstEnergy Corp 4.25 03/15/2023 4.25 2023-03-15 2,310,000 2,367,312 Sierra Timeshare 2015-1 Receivables Funding LLC 2.40 2032-03-22 2,347,409 2,329,506 GSR Mortgage Loan 2005-AR6 3.52 2035-09-25 2,301,508 2,325,909 Kroger Co/The 3.88 10/15/2046 3.88 2046-10-15 2,680,000 2,310,751 Fannie Mae Pool 5.50 2033-02-01 2,104,399 2,306,576 Synchrony Financial 2.60 01/15/2019 2.60 2019-01-15 2,310,000 2,305,158 Florida Power & Light Co 3.95 03/01/2048 3.95 2048-03-01 2,270,000 2,305,081 Fannie Mae Pool 3.14 2035-06-01 2,219,204 2,299,702 Cooperatieve Rabobank UA 3.95 11/09/2022 3.95 2022-11-09 2,270,000 2,295,497 Energy Transfer Equity LP 7.50 10/15/2020 7.50 2020-10-15 2,120,000 2,288,275 Orange SA 4.13 09/14/2021 4.12 2021-09-14 2,200,000 2,284,619 United Technologies Corp 6.05 06/01/2036 6.05 2036-06-01 1,868,000 2,275,839 Wells Fargo Mortgage Backed Securities 2006-10 6.00 2036-08-25 2,264,570 2,272,332 JPMorgan Chase & Co 3.90 01/23/2049 3.90 2049-01-23 2,370,000 2,264,614 Becton Dickinson and Co 3.70 06/06/2027 3.70 2027-06-06 2,340,000 2,262,034 Apache Corp 4.75 04/15/2043 4.75 2043-04-15 2,270,000 2,259,874 Fannie Mae Pool 5.00 2035-04-01 2,091,432 2,258,500 Wells Fargo & Co 4.75 12/07/2046 4.75 2046-12-07 2,200,000 2,255,774

Republic of Italy Government International Bond 6.88 2023-09-27 1,920,000 2,247,360 Florida Power & Light Co 4.13 02/01/2042 4.12 2042-02-01 2,160,000 2,246,810 Government National Mortgage Association 1.96 2037-02-20 2,243,745 2,240,330 DR Horton Inc 5.75 08/15/2023 5.75 2023-08-15 2,020,000 2,240,010 Petroleos Mexicanos 4.88 01/24/2022 4.88 2022-01-24 2,160,000 2,219,184 City of San Antonio TX Electric & Gas Systems 5.99 2039-02-01 1,700,000 2,217,871 Revenue Jaguar Land Rover Automotive PLC 4.13 4.12 2018-12-15 2,200,000 2,216,500 12/15/2018 Duke Energy Progress LLC 3.70 10/15/2046 3.70 2046-10-15 2,280,000 2,213,128 JP Morgan Mortgage 2005-A6 3.65 2035-08-25 2,258,065 2,210,327 Wells Fargo & Co 4.13 08/15/2023 4.12 2023-08-15 2,170,000 2,202,618 Ginnie Mae I Pool 4.00 2040-07-15 2,116,404 2,187,961 Thermo Fisher Scientific Inc 5.30 02/01/2044 5.30 2044-02-01 1,920,000 2,181,019 HSBC Bank USA NA/New York NY 5.88 5.88 2034-11-01 1,760,000 2,175,522 11/01/2034 Lennar Corp 4.75 11/29/2027 4.75 2027-11-29 2,250,000 2,165,625 Freddie Mac Gold Pool 6.00 2038-02-01 1,929,268 2,165,565 City of Houston TX 3.96 2047-03-01 2,115,000 2,159,986 Thermo Fisher Scientific Inc 3.30 02/15/2022 3.30 2022-02-15 2,157,000 2,154,004 Northwell Healthcare Inc 4.26 11/01/2047 4.26 2047-11-01 2,180,000 2,152,017 Shell International Finance BV 3.25 05/11/2025 3.25 2025-05-11 2,160,000 2,140,525 Kraft Heinz Foods Co 5.20 07/15/2045 5.20 2045-07-15 2,100,000 2,138,581 Comcast Corp 4.40 08/15/2035 4.40 2035-08-15 2,070,000 2,137,632 Mylan NV 3.95 06/15/2026 3.95 2026-06-15 2,200,000 2,136,222 Ford Motor Credit Co LLC 2.98 08/03/2022 2.98 2022-08-03 2,200,000 2,135,612 AT&T Inc 5.25 03/01/2037 5.25 2037-03-01 2,000,000 2,119,265 American International Group Inc 4.50 07/16/2044 4.50 2044-07-16 2,150,000 2,114,100 Ginnie Mae I Pool 4.50 2039-04-15 1,990,610 2,105,678 Bear Stearns ARM 2004-8 3.67 2034-11-25 2,149,830 2,101,662 MPLX LP 4.50 04/15/2038 4.50 2038-04-15 2,130,000 2,095,549 AvalonBay Communities Inc 3.20 01/15/2028 3.20 2028-01-15 2,200,000 2,091,839 MetLife Inc 4.13 08/13/2042 4.12 2042-08-13 2,140,000 2,083,730 American Tower Corp 5.05 09/01/2020 5.05 2020-09-01 2,000,000 2,082,511 University of California 5.95 2045-05-15 1,630,000 2,081,102 San Jose Redevelopment Agency Successor Agency 3.38 2034-08-01 2,145,000 2,080,822 Statoil ASA 3.95 05/15/2043 3.95 2043-05-15 2,060,000 2,080,344 Gilead Sciences Inc 4.15 03/01/2047 4.15 2047-03-01 2,120,000 2,077,207 Mexico Government International Bond 4.75 2044-03-08 2,130,000 2,076,750 Wells Fargo Mortgage Backed Securities 2006-13 6.00 2036-10-25 2,085,708 2,075,660 Enbridge Inc 4.50 06/10/2044 4.50 2044-06-10 2,130,000 2,065,888 Southern Co Gas Capital Corp 3.95 10/01/2046 3.95 2046-10-01 2,170,000 2,063,604 Zimmer Biomet s Inc 2.70 04/01/2020 2.70 2020-04-01 2,080,000 2,058,169 Apple Inc 2.75 01/13/2025 2.75 2025-01-13 2,130,000 2,050,772 Telefonica Emisiones SAU 5.21 03/08/2047 5.21 2047-03-08 1,920,000 2,044,872 Energy Transfer Partners LP 6.50 02/01/2042 6.50 2042-02-01 1,880,000 2,034,114 CNOOC Nexen Finance 2014 ULC 4.25 04/30/2024 4.25 2024-04-30 2,000,000 2,030,906