Destinations Core Fixed Income Fund

Overview

The Destinations Core Fixed Income Fund seeks to maximize current income and total return, investing primarily in investment grade multi-sector fixed income securities.

Employing a multi-manager approach, the Fund currently allocates assets among the following sub-advisers:

  • BlackRock Investment Management, LLC is the sub-adviser of the BlackRock U.S. Aggregate Bond Index which provides index exposure by tracking the Bloomberg Barclays U.S. Aggregate Bond Index.
  • DoubleLine Capital LP is the sub-adviser of DoubleLine Total Return Tactical which combines top down factors with bottom up security analysis and invests across a broad range of fixed income sectors.
Fund performance as of 3/31/18
Annualized
MTD QTD YTD 1 Year 3 Years 5 Years Since
Inception
Destinations Core Fixed Income Fund
0.50%
-1.20%
-1.20%
0.74%
N/A
N/A
0.81%
Bloomberg Barclays U.S. Aggregate Bond Index
0.64%
-1.46%
-1.46%
1.20%
N/A
N/A
1.81%

Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979.

*Effective March 20, 2017, the Fund’s adviser, Brinker Capital, Inc. (“Brinker” or the “Adviser”), has contractually agreed to waive a portion of its management fee for a period of one year as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This contractual waiver will only apply if the Fund’s total management fees exceed the total amount of sub-advisory fees paid by the Adviser plus 0.39%, and will not affect the Fund’s total management fees if they are less than such amount. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2018. The agreement may be amended or terminated only with the consent of the Board of Trustees.

Bloomberg Barclays U.S. Aggregate Bond Index Definition: A broad-based flagship benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes Treasuries, government-related and corporate securities, MBS (agency fixed-rate and hybrid ARM pass-throughs), ABS and CMBS (agency and non-agency). One cannot invest directly in an index.

An investment in the Destinations Core Fixed Income Fund is subject to risk, including the possible loss of principal amount invested.  

Derivatives, such as futures, involve risks different from, or possibly greater than, risks associated with investing directly in securities and other traditional investments. Specific risk issues include tax issues, increased potential for losses and/or costs to the Fund, and a potential reduction in gains to the Fund.

The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. 

Foreign securities subject the Fund to the risks associated with investing in the particular country of an issuer, including the political, regulatory, economic, social, diplomatic and other conditions or events, as well as risks associated with less developed custody and settlement practices. Foreign securities may be more volatile and less liquid than securities of U.S. companies. Risks of foreign investment tend to be greater in emerging markets, which tend to be more likely to experience political turmoil or rapid change to market or economic conditions.

The risk that debt instruments quality are predominantly speculative. Known as ‘junk bonds,’ these have a higher degree of default risk and may be less liquid than higher-rated bonds, may be subject to greater price volatility. 

Liquidity risk refers to the possibility that securities cannot be readily sold within seven days at approximately the price at which the Fund has valued them.

With securities lending risk, the Fund may lose money from securities lending if, for example, it is delayed in or prevented from selling the collateral after the loan is made or recovering the securities loaned or if it incurs losses on the reinvestment of cash collateral.

Fund facts
  • Ticker: DCFFX
  • CUSIP: 10964R608
  • Benchmark: Bloomberg Barclays U.S. Aggregate Bond Index
  • Inception date: 03/20/2017
  • Gross expense ratio: 0.87%
  • Net expense ratio: 0.77%*
Daily NAV Date: 06/15/2018

Management team

  • Jeffrey W. Raupp
    Jeffrey W. Raupp Director of Investments

    Jeffrey W. Raupp, CFA, MBA, is Director of Investments at Brinker Capital with portfolio management responsibilities for the Destinations program. He also serves as chair of Brinker Capital’s asset allocation committee. Mr. Raupp joined Brinker Capital in 1996 as an operations manager and has been a portfolio manager for the Destinations program since 2001. Prior to joining Brinker Capital, Mr. Raupp was an electronic engineer and project manager for a small electronics firm. He also served as an officer in the United States Army. Mr. Raupp has a B.S. in Mechanical Engineering from the University of Delaware and a MBA in Finance from Villanova University.

  • Amy L. Magnotta
    Amy L. Magnotta Senior Vice President

    Amy L. Magnotta, CFA, is a Senior Vice President at Brinker Capital with portfolio management responsibilities for the Destinations program. Ms. Magnotta joined Brinker Capital in 2006 as a senior analyst and has been portfolio manager for the Destinations program since 2007. Prior to joining Brinker Capital, Ms. Magnotta was an associate at Franklin Park Associates from 2004 to 2006 and an associate at BlackRock from 2001 to 2004. Ms. Magnotta has a B.S. in Finance from Lehigh University.

  • Leigh A. Lowman
    Leigh A. Lowman Investment Manager

    Leigh A. Lowman, CFA is an Investment Manager at Brinker Capital with portfolio management responsibilities for the Destinations program. Prior to joining Brinker Capital in 2015, Ms. Lowman was an outreach analyst for The Investment Fund for Foundations (TIFF) and a senior associate for Mondrian Investment Partners. Ms. Lowman was previously at Brinker Capital from 2004 to 2010 as an investment associate and operations analyst. Ms. Lowman has a B.A. in Economics from Wittenberg University.

Performance

Fund performance as of 3/31/18
Annualized
MTD QTD YTD 1 Year 3 Years 5 Years Since
Inception
Inception
Date
Gross
expense
ratio
Net
expense
ratio*
Destinations Core Fixed Income Fund
0.50%
-1.20%
-1.20%
0.74%
N/A
N/A
0.81%
3/20/2017
0.87%
0.77%
Bloomberg Barclays U.S. Aggregate Bond Index
0.64%
-1.46%
-1.46%
1.20%
N/A
N/A
1.81%

Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling 1-877-771-7979. Year-to-date (YTD) returns are not listed for the Funds as a full year of performance does not yet exist.

*Effective March 20, 2017, the Fund’s adviser, Brinker Capital, Inc. (“Brinker” or the “Adviser”), has contractually agreed to waive a portion of its management fee for a period of one year as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This contractual waiver will only apply if the Fund’s total management fees exceed the total amount of sub-advisory fees paid by the Adviser plus 0.39%, and will not affect the Fund’s total management fees if they are less than such amount. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2018. The agreement may be amended or terminated only with the consent of the Board of Trustees.

Bloomberg Barclays U.S. Aggregate Bond Index Definition: A broad-based flagship benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes Treasuries, government-related and corporate securities, MBS (agency fixed-rate and hybrid ARM pass-throughs), ABS and CMBS (agency and non-agency). One cannot invest directly in an index.

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Holdings

Security DescriptionTicker SymbolSecurity IDSecurity Type DescriptionQuantityBase Market ValuePercent TNA
US DOLLARSCASHUSDCURRENCY46,628,300.750046,628,300.753.09
REPUBLIC OF AR 6.875% 01/26/27040114HL7GOVERNMENT BONDS700,000.0000660,807.00.04
PAMPA ENERGIA SA 7.5% 01/24/27BYM4WZ6CORPORATE BONDS350,000.0000334,145.00.02
YPF SOCIEDAD ANO 8.5% 07/28/25P989MJBE0CORPORATE BONDS400,000.0000408,000.00.03
BHP BILLITON F 4.125% 02/24/42BHP/42055451AR9CORPORATE BONDS400,000.0000401,040.18.03
COMMONWEALTH BA 2.75% 03/10/222027A0JK6CORPORATE BONDS760,000.0000743,368.11.05
FMG RESOURCES A 4.75% 05/15/2230251GAU1CORPORATE BONDS465,000.0000456,281.25.03
MACQUARIE GROUP L V/R 11/28/2355608JAH1CORPORATE BONDS520,000.0000496,776.80.03
MACQUARIE GROUP L V/R 03/27/2455608JAL2CORPORATE BONDS435,000.0000433,012.38.03
NATIONAL AUSTR 3.375% 01/14/2663254AAP3CORPORATE BONDS250,000.0000242,346.36.02
WESTPAC BANKING 3.35% 03/08/27961214DK6CORPORATE BONDS250,000.0000240,736.79.02
OEKB OEST. KONTR 1.5% 10/21/20676167BP3CORPORATE BONDS1,000,000.0000971,784.69.06
ESAL GMBH 6.25% 02/05/23A9617TAA9CORPORATE BONDS200,000.0000190,752.00.01
ENSTAR GROUP LTD 4.5% 03/10/2229359UAA7CORPORATE BONDS200,000.0000200,077.13.01
NCL CORP LTD 4.75% 12/15/2162886HAN1CORPORATE BONDS351,000.0000351,000.00.02
TMCL 2017-1A A 3.72% 01/20/2688315FAA9ASSET BACKED1,353,782.14001,348,892.96.09
VIKING CRUISES 5.875% 09/15/2792676XAD9CORPORATE BONDS240,000.0000224,400.00.01
DIGICEL GROUP 7.125% 04/01/22G27631AF0CORPORATE BONDS500,000.0000347,500.00.02
GEOPARK LTD 6.5% 09/21/24G38327AA3CORPORATE BONDS200,000.0000193,794.00.01
BANCO BTG PACTUAL L V/R /PERP/BQT3W61CORPORATE BONDS200,000.0000201,720.00.01
BANCO DO BRASIL (CA V/R /PERP/G07402DP5CORPORATE BONDS1,100,000.0000913,000.00.06
BANK OF NOVA SCO 2.7% 03/07/22064159JG2CORPORATE BONDS500,000.0000488,378.08.03
CANACOL ENERGY 7.25% 05/03/25134808AC8CORPORATE BONDS200,000.0000192,752.00.01
CANADIAN NATL R 5.85% 02/01/35136385AG6CORPORATE BONDS125,000.0000142,195.50.01
CANADIAN NATL R 2.95% 01/15/23136385AW1CORPORATE BONDS940,000.0000912,015.26.06
CANADIAN PACIFIC 2.9% 02/01/2513645RAS3CORPORATE BONDS100,000.000095,231.63.01
CENOVUS ENERGY 4.25% 04/15/2715135UAM1CORPORATE BONDS500,000.0000480,288.80.03
ENBRIDGE INC 4% 10/01/2329250NAF2CORPORATE BONDS100,000.0000100,424.21.01
ENBRIDGE INC 3.7% 07/15/2729250NAR6CORPORATE BONDS250,000.0000239,089.10.02
FORTIS INC 2.1% 10/04/21349553AK3CORPORATE BONDS440,000.0000420,701.62.03
GARDA WORLD SEC 8.75% 05/15/25362438AA1CORPORATE BONDS230,000.0000234,025.00.02
HULK FINANCE CORP 7% 06/01/2644485HAA2CORPORATE BONDS130,000.0000126,100.00.01
MANULIFE FINANCIA V/R 02/24/3256501RAE6CORPORATE BONDS250,000.0000240,035.30.02
NUTRIEN LTD 6.125% 01/15/4167077MAQ1CORPORATE BONDS250,000.0000288,497.02.02
1011778 BC / NEW R 5% 10/15/2568245XAE9CORPORATE BONDS240,000.0000227,400.00.02
ONTARIO (PROVINC 2.4% 02/08/2268323AED2GOVERNMENT BONDS1,000,000.0000977,103.92.06
PROVINCE OF QU 2.375% 01/31/22748149AM3GOVERNMENT BONDS750,000.0000733,481.99.05
ROGERS COMMUNICATI 5% 03/15/44775109BB6CORPORATE BONDS100,000.0000104,689.45.01
ROYAL BANK OF C 4.65% 01/27/26780082AD5CORPORATE BONDS250,000.0000255,603.57.02
ROYAL BANK OF 2.125% 03/02/2078012KC62CORPORATE BONDS250,000.0000246,482.14.02
ROYAL BANK OF C 2.35% 10/30/20RY20C78012KJA6CORPORATE BONDS950,000.0000933,724.55.06
SUNCOR ENERGY IN 3.6% 12/01/24867224AA5CORPORATE BONDS250,000.0000247,799.09.02
SUNCOR ENERGY 6.5% 06/15/38SU38867229AE6CORPORATE BONDS100,000.0000127,636.66.01
TELESAT CANADA 8.875% 11/15/2487952VAL0CORPORATE BONDS105,000.0000114,187.50.01
TELUS CORP 3.7% 09/15/2787971MBF9CORPORATE BONDS300,000.0000294,166.04.02
TERVITA ESCROW 7.625% 12/01/2188158VAA4CORPORATE BONDS225,000.0000227,250.00.02
TORONTO-DOMINIO 1.45% 08/13/1989114QBJ6CORPORATE BONDS1,000,000.0000985,784.13.07
TRANSCANADA PI 7.625% 01/15/39TRP398935268Z9CORPORATE BONDS75,000.000099,918.53.01
TRANSCANADA PI 4.875% 01/15/2689352HAT6CORPORATE BONDS250,000.0000262,870.27.02
T/L CEVA LOGISTICS 0% 3/19/21LX136113LOAN15,890.900015,847.84.00
T/L GARDA WORLD 0% 05/24/24LX162709LOAN113,515.8600114,118.63.01
T/L VALEANT PHAR 0% 05/19/2025LX173606LOAN60,000.000060,097.80.00
ALIBABA GROUP HOLD 4% 12/06/3701609WAU6CORPORATE BONDS200,000.0000189,481.68.01
CBAM 2018-6A A V/R 07/15/3112481XAC4ASSET BACKED500,000.0000500,000.00.03
CFIP 2014-1A AR V/R 07/13/2912528CAN1ASSET BACKED1,000,000.00001,004,316.50.07
CK HUTCHISON I 2.875% 04/05/2212563UAA5CORPORATE BONDS200,000.0000195,349.14.01
CK HUTCHISON INT 3.5% 04/05/2712563UAB3CORPORATE BONDS600,000.0000578,722.75.04
CK HUTCH INTL 1 2.25% 09/29/2012563XAA9CORPORATE BONDS200,000.0000195,982.86.01
CK HUTCH INTL 1 2.75% 03/29/2312563XAB7CORPORATE BONDS200,000.0000192,037.62.01
CVP 2017-1A A V/R 07/20/3012661KAA8ASSET BACKED1,000,000.00001,007,085.00.07
AWPT 2014-2A A1R V/R 10/15/2928622QAB7ASSET BACKED1,000,000.00001,004,740.20.07
ENERGUATE TRUS 5.875% 05/03/2729277RAA3CORPORATE BONDS200,000.0000191,300.00.01
LCM 16A AR V/R 07/15/2650181GAQ3ASSET BACKED1,000,000.00001,000,207.00.07
LCM 15A DR V/R 07/20/3050184NAQ5ASSET BACKED1,000,000.00001,008,040.00.07
MP3 2013-1A AR V/R 10/20/30553205AC9ASSET BACKED1,000,000.00001,003,317.00.07
MDPK 2013-11A AR V/R 07/23/2955818KAR2ASSET BACKED1,000,000.00001,000,300.00.07
MCLO 2013-5A A1R V/R 11/21/2756576QAN8ASSET BACKED1,000,000.0000997,198.60.07
MCLO 2014-7A A1R V/R 10/28/2556577AAJ1ASSET BACKED2,000,000.00002,001,269.00.13
MIDO 2017-7A A1 V/R 07/15/2959801WAA4ASSET BACKED1,500,000.00001,505,471.70.10
MP4 2013-2A ARR V/R 07/25/2962481RAC2ASSET BACKED1,000,000.00001,001,406.30.07
NEUB 2017-16SA A V/R 01/15/2864131TAC8ASSET BACKED500,000.0000499,554.95.03
WOODS 2017-16A A V/R 11/15/3066859WAA0ASSET BACKED1,000,000.00001,001,000.00.07
WOODS 2018-11BA V/R 04/19/3166860JAA6ASSET BACKED500,000.0000499,608.35.03
OCTLF 2014-1A A1 V/R 11/18/2667590RAQ8ASSET BACKED1,000,000.00001,001,048.60.07
PSTAT 2017-1A A1 V/R 10/15/2569700AAA3ASSET BACKED799,949.6400799,046.50.05
ROCKT 2017-3A A V/R 10/20/3077341DAA5ASSET BACKED1,000,000.00001,001,246.60.07
SEAGATE HDD CAY 4.25% 03/01/2281180WAV3CORPORATE BONDS400,000.0000394,330.88.03
SPARC EM SPC PANA ZCP 12/05/22846502AC6CORPORATE BONDS1,100,000.0000987,800.00.07
STCR 2015-1A AR V/R 05/21/2985816BCN8ASSET BACKED1,000,000.00001,000,515.50.07
TENCENT HOLDIN 2.875% 02/11/2088032XAC8CORPORATE BONDS200,000.0000199,367.16.01
WINDR 2014-2A AR V/R 01/15/3188390AAT7ASSET BACKED1,000,000.00001,004,936.90.07
TRANSOCEAN PROT 6.25% 12/01/24893829AA9CORPORATE BONDS189,000.0000191,835.00.01
VALE OVERSEAS L 6.25% 08/10/2691911TAP8CORPORATE BONDS500,000.0000540,000.00.04
WELF 2017-2A A1 V/R 10/20/2994951MAA1ASSET BACKED1,000,000.00001,001,750.20.07
ZAIS5 2016-2A A1 V/R 10/15/2898875LAA7ASSET BACKED1,000,000.00001,001,305.60.07
SPARC EM SPC PANA ZCP 12/05/22BF7TXZ0CORPORATE BONDS800,000.0000718,400.00.05
GRAN TIERRA ENE 6.25% 02/15/25BG0VM19CORPORATE BONDS400,000.0000376,280.00.02
CK HUTCHISON I 2.875% 04/05/22BYQCLD7CORPORATE BONDS300,000.0000293,262.30.02
CK HUTCH INTL 1 2.25% 09/29/20BYWXLY5CORPORATE BONDS200,000.0000196,053.51.01
COM CELULARES( 6.875% 02/06/24G2300TAA0CORPORATE BONDS200,000.0000204,500.00.01
INDUSTRIAL SENIO 5.5% 11/01/22G47661AA4CORPORATE BONDS300,000.0000297,375.00.02
BANCO SANTANDE 3.875% 09/20/2205967FAB2CORPORATE BONDS150,000.0000148,607.46.01
BANCO DEL ESTA 3.875% 02/08/2205968AAA4CORPORATE BONDS300,000.0000297,648.29.02
CELULOSA ARAUC 4.75% 01/11/22151191AW3CORPORATE BONDS300,000.0000304,875.00.02
REPUBLIC OF CHI 2.25% 10/30/22168863BN7GOVERNMENT BONDS300,000.0000287,373.47.02
REPUBLIC OF CH 3.125% 03/27/25168863BW7GOVERNMENT BONDS400,000.0000389,600.00.03
REPUBLIC OF CH 3.125% 01/21/26168863CA4GOVERNMENT BONDS2,000,000.00001,926,000.00.13
BANCO DEL ESTA 4.125% 10/07/20B4P2L27CORPORATE BONDS500,000.0000503,885.00.03
ITAU CORPBANCA 3.875% 09/22/19P3143KEZ9CORPORATE BONDS1,300,000.00001,302,411.07.09
BANCO DE CRED E IN 4% 02/11/23P32133CG6CORPORATE BONDS1,000,000.0000991,891.84.07
E.CL SA 5.625% 01/15/21P36020AA6CORPORATE BONDS600,000.0000623,833.19.04
EMBOTELLADORA ANDI 5% 10/01/23P3697UAD0CORPORATE BONDS1,200,000.00001,235,792.08.08
EMPRESA ELECTR 4.875% 05/25/29P3713QAA5CORPORATE BONDS286,950.0000274,047.60.02
INVERSIONES CMPC 4.5% 04/25/22P58073AA8CORPORATE BONDS300,000.0000302,634.52.02
SACI FALABELLA 3.75% 04/30/23P82290AA8CORPORATE BONDS400,000.0000388,317.05.03
TELEFONICA CHI 3.875% 10/12/22P9047EAA6CORPORATE BONDS1,000,000.0000974,275.93.06
TRANSELEC SA 4.625% 07/26/23P9339SAM6CORPORATE BONDS200,000.0000204,042.00.01
REPUBLIC OF CO 5.625% 02/26/44195325BR5GOVERNMENT BONDS250,000.0000263,125.00.02
REPUBLIC OF CO 3.875% 04/25/27195325DL6GOVERNMENT BONDS750,000.0000716,250.00.05
ECOPETROL SA 7.625% 07/23/19EC19279158AB5CORPORATE BONDS1,100,000.00001,149,390.00.08
ECOPETROL SA 5.375% 06/26/26EC26279158AL3CORPORATE BONDS500,000.0000512,000.00.03
ECOPETROL SA 5.875% 09/18/23EC23BDV82X0CORPORATE BONDS200,000.0000211,600.00.01
TRANSPRTDRA DE G 5.7% 03/20/22P93077AA6CORPORATE BONDS600,000.0000609,600.00.04
BANCO NAL COST 4.875% 11/01/18BG3DSS1CORPORATE BONDS200,000.0000200,000.00.01
BANCO DE COSTA 5.25% 08/12/18P09262AA7CORPORATE BONDS200,000.0000200,400.00.01
BANCO RESERVAS REP 7% 02/01/23B9L68W7CORPORATE BONDS800,000.0000820,000.00.05
TOTAL CAPITAL IN 2.1% 06/19/1989153VAM1CORPORATE BONDS125,000.0000124,339.82.01
DEUTSCHE BANK N 3.95% 02/27/23251526BR9CORPORATE BONDS500,000.0000485,531.40.03
FMS WERTMANAGEM 1.75% 01/24/2030254WAL3CORPORATE BONDS1,000,000.0000987,268.22.07
KFW 2.5% 11/20/24500769GK4CORPORATE BONDS100,000.000097,042.89.01
KFW 1.625% 03/15/21500769GX6CORPORATE BONDS2,000,000.00001,939,939.54.13
KFW 2.125% 03/07/22500769HF4CORPORATE BONDS500,000.0000487,269.80.03
KFW 2.375% 12/29/22500769HR8CORPORATE BONDS500,000.0000489,074.77.03
LANDWIRTSCH. R 2.375% 06/10/25515110BP8CORPORATE BONDS250,000.0000240,416.94.02
LANDWIRTSCH. RE 1.75% 07/27/26515110BR4CORPORATE BONDS75,000.000068,047.45.00
CRED SUIS GP FU 3.75% 03/26/25CS/25225433AC5CORPORATE BONDS250,000.0000241,241.09.02
CRED SUIS GP F 3.125% 12/10/20225433AK7CORPORATE BONDS500,000.0000497,324.85.03
CRED SUIS GP FU 4.55% 04/17/26225433AR2CORPORATE BONDS250,000.0000251,961.02.02
HUNGARY 6.375% 03/29/21445545AE6GOVERNMENT BONDS500,000.0000535,410.00.04
INDIAN OIL COR 5.625% 08/02/21B4MR909CORPORATE BONDS600,000.0000628,423.20.04
EXPORT-IMPORT BK I 4% 01/14/23B88VJ25GOVERNMENT BONDS1,000,000.0000993,239.00.07
INDIAN OIL CORP 5.75% 08/01/23BCHH9P5CORPORATE BONDS1,000,000.00001,061,614.00.07
ADANI PORTS AND 3.5% 07/29/20Y00130CZ8CORPORATE BONDS200,000.0000197,769.60.01
ADANI PORTS AND 3.95% 01/19/22Y00130HS9CORPORATE BONDS400,000.0000393,994.40.03
BHARTI AIRTEL 4.375% 06/10/25Y0889VAA8CORPORATE BONDS1,000,000.0000938,775.18.06
PERUSAHAAN PENE 4.15% 03/29/2771567PAH3GOVERNMENT BONDS1,300,000.00001,264,250.00.08
REPUBLIC OF IN 4.875% 05/05/21Y20721AU3GOVERNMENT BONDS800,000.0000824,518.40.05
AERCAP IRELAND C 3.5% 05/26/2200774MAA3CORPORATE BONDS500,000.0000490,800.79.03
GE CAPITAL INT 3.373% 11/15/2536164Q6M5CORPORATE BONDS250,000.0000240,111.49.02
GE CAPITAL INT 4.418% 11/15/35GE/35D36164QNA2CORPORATE BONDS250,000.0000239,444.08.02
JOHNSON CONTROLS 4.5% 02/15/47JCI47478375AU2CORPORATE BONDS200,000.0000193,722.09.01
SHIRE ACQ INV IR 1.9% 09/23/19SHPG1982481LAA7CORPORATE BONDS500,000.0000492,811.79.03
SHIRE ACQ INV 2.875% 09/23/2382481LAC3CORPORATE BONDS125,000.0000117,922.91.01
GOHL CAPITAL LT 4.25% 01/24/27BDRW0R6CORPORATE BONDS1,500,000.00001,444,938.00.10
STATE OF ISRAEL 3.15% 06/30/234651387M1GOVERNMENT BONDS900,000.0000886,500.00.06
STATE OF ISRAEL 4% 06/30/2246513AGA2GOVERNMENT BONDS400,000.0000409,630.40.03
STATE OF ISRAE 2.875% 03/16/2646513CXR2GOVERNMENT BONDS700,000.0000661,430.00.04
DELEK & AVNER 5.412% 12/30/25BMJJJC6CORPORATE BONDS200,000.0000198,114.00.01
T/L DIGICEL INTERN 0% 05/27/24LX163719LOAN309,950.0100301,813.82.02
JPN BANK FOR IN 1.75% 05/28/20471048AN8GOVERNMENT BONDS500,000.0000490,246.97.03
JPN BANK FOR IN 2.75% 11/16/27471048BQ0GOVERNMENT BONDS250,000.0000240,039.32.02
MITSUBISHI UFJ 2.998% 02/22/22606822AL8CORPORATE BONDS500,000.0000492,071.15.03
MITSUBISHI UFJ FI V/R 03/02/23606822AS3CORPORATE BONDS460,000.0000462,488.53.03
MIZUHO FINANCI 2.953% 02/28/2260687YAH2CORPORATE BONDS250,000.0000244,661.54.02
MIZUHO FINANCI 3.663% 02/28/2760687YAK5CORPORATE BONDS250,000.0000245,087.10.02
SUMITOMO MITSU 2.934% 03/09/2186562MAB6CORPORATE BONDS500,000.0000495,434.95.03
SUMITOMO MITSU 2.632% 07/14/2686562MAF7CORPORATE BONDS100,000.000091,476.64.01
SUMITOMO MITSUI F V/R 01/17/2386562MAW0CORPORATE BONDS590,000.0000592,236.20.04
SUMITOMO MITSU 3.102% 01/17/2386562MAX8CORPORATE BONDS250,000.0000245,187.92.02
ALLERGAN FUNDIN 2.45% 06/15/1900507UAD3CORPORATE BONDS250,000.0000248,417.64.02
ALLERGAN FUNDING 3.8% 03/15/25ACT2500507UAS0CORPORATE BONDS925,000.0000897,047.97.06
ALLERGAN FUNDIN 4.55% 03/15/35ACT3500507UAT8CORPORATE BONDS100,000.000095,579.73.01
ALLERGAN FUNDIN 4.75% 03/15/4500507UAU5CORPORATE BONDS84,000.000080,697.56.01
MEDTRONIC GLOBA 3.35% 04/01/2758507LAC3CORPORATE BONDS250,000.0000245,265.74.02
ALLERGAN FUNDIN 3.85% 06/15/24BSNBL13CORPORATE BONDS140,000.0000137,511.64.01
T/L INTELSAT 0% 11/27/23LX169475LOAN700,000.0000702,100.00.05
MALAYAN BANKING B V/R 10/29/26BD3C8K9CORPORATE BONDS1,700,000.00001,682,037.80.11
AXIATA SPV2 BH 3.466% 11/19/20BD5WCP0CORPORATE BONDS1,500,000.00001,496,278.50.10
MALAYSIA SUKUK 3.179% 04/27/26Y54788AA5CORPORATE BONDS500,000.0000481,890.00.03
MALAYSIA SOVER 3.043% 04/22/25Y5749LAA9CORPORATE BONDS1,200,000.00001,159,392.00.08
PETRONAS CAPITAL 3.5% 03/18/25Y68856AN6CORPORATE BONDS1,500,000.00001,462,804.50.10
UPL CORP LTD 3.25% 10/13/21BD2N5F7CORPORATE BONDS1,100,000.00001,066,245.40.07
AMERICA MOVIL 4.375% 07/16/42AMX4202364WBE4CORPORATE BONDS250,000.0000245,098.69.02
COCA-COLA FEMS 3.875% 11/26/23191241AE8CORPORATE BONDS150,000.0000151,073.21.01
FOMENTO ECONOM 2.875% 05/10/23344419AA4CORPORATE BONDS200,000.0000191,859.38.01
GRUPO TELEVISA 4.625% 01/30/2640049JBB2CORPORATE BONDS250,000.0000251,655.64.02
PETROLEOS MEXIC 4.25% 01/15/2571654QBV3CORPORATE BONDS750,000.0000696,742.50.05
PETROLEOS MEXI 5.625% 01/23/4671654QBX9CORPORATE BONDS500,000.0000422,150.00.03
PETROLEOS MEXIC 6.75% 09/21/4771654QCC4CORPORATE BONDS100,000.000094,558.00.01
PETROLEOS MEXICA 6.5% 03/13/2771654QCG5CORPORATE BONDS150,000.0000152,595.00.01
PETROLEOS MEXIC 6.35% 02/12/4871654QCJ9CORPORATE BONDS465,000.0000421,243.50.03
UNITED MEXICAN STA 4% 10/02/2391086QBC1GOVERNMENT BONDS600,000.0000600,900.00.04
UNITED MEXICAN S 3.5% 01/21/2191086QBD9GOVERNMENT BONDS500,000.0000498,500.00.03
UNITED MEXICAN S 4.6% 01/23/4691086QBF4GOVERNMENT BONDS750,000.0000677,250.00.04
UNITED MEXICAN 4.15% 03/28/2791087BAC4GOVERNMENT BONDS600,000.0000589,500.00.04
BANCO SANTANDER M V/R 01/30/24P1507SAD9CORPORATE BONDS1,000,000.00001,007,500.00.07
COOPERATIEVE RA 3.75% 07/21/2621684AAF3CORPORATE BONDS250,000.0000235,357.22.02
COOPERATIEVE R 3.875% 02/08/2221685WDD6CORPORATE BONDS500,000.0000508,917.80.03
EMBRAER NETHERLA 5.4% 02/01/2729082HAB8CORPORATE BONDS200,000.0000204,720.00.01
ING GROEP NV 3.15% 03/29/22456837AG8CORPORATE BONDS500,000.0000490,942.23.03
LYB INTERNATIONA 3.5% 03/02/2750247WAB3CORPORATE BONDS500,000.0000472,936.64.03
MYLAN NV 2.5% 06/07/1962854AAK0CORPORATE BONDS250,000.0000248,370.07.02
MYLAN NV 3.15% 06/15/2162854AAM6CORPORATE BONDS250,000.0000247,166.47.02
MYLAN NV 5.25% 06/15/4662854AAP9CORPORATE BONDS250,000.0000242,251.90.02
PETROBRAS GLOBA 7.25% 03/17/44PBR/4471647NAK5CORPORATE BONDS200,000.0000188,000.00.01
PETROBRAS GLOBA 5.75% 02/01/2971647NAZ2CORPORATE BONDS500,000.0000447,800.00.03
SHELL INTERNATIONA 4% 05/10/46822582BQ4CORPORATE BONDS100,000.000097,485.29.01
SHELL INTERNATI 1.75% 09/12/21822582BW1CORPORATE BONDS250,000.0000240,871.25.02
SHELL INTERNATIO 2.5% 09/12/26822582BX9CORPORATE BONDS250,000.0000232,338.05.02
SHELL INTERNATI 3.75% 09/12/46822582BY7CORPORATE BONDS250,000.0000236,446.47.02
TEVA PHARMACEUTI 2.8% 07/21/23TEVA/2388167AAD3CORPORATE BONDS975,000.0000834,258.85.06
TEVA PHARMACEUTICA 6% 04/15/2488167AAL5CORPORATE BONDS330,000.0000326,672.92.02
T/L CSM BAKERY 0% 7/3/20LX129905LOAN294,582.8300286,481.80.02
T/L CEVA INTERCO 0% 3/19/21LX136123LOAN31,454.320031,369.08.00
T/L PLAYA RESORTS 0% 04/29/24LX162387LOAN626,843.7500622,405.70.04
T/L BRIGHT BIDCO B 0% 06/30/24LX171142LOAN555,237.5000553,294.17.04
BHARTI AIRTEL 5.125% 03/11/23N1384FAA3CORPORATE BONDS600,000.0000596,810.40.04
VTR FINANCE BV 6.875% 01/15/24N9417JAB7CORPORATE BONDS200,000.0000203,980.00.01
EQUINOR ASA 2.45% 01/17/2385771PAG7CORPORATE BONDS250,000.0000241,152.53.02
EQUINOR ASA 3.7% 03/01/2485771PAN2CORPORATE BONDS100,000.0000101,834.05.01
BANISTMO SA 3.65% 09/19/2206034LAA8CORPORATE BONDS200,000.0000189,200.00.01
REPUBLIC OF PANAMA 4% 09/22/24698299BD5GOVERNMENT BONDS600,000.0000606,000.00.04
REPUBLIC OF PA 3.875% 03/17/28698299BF0GOVERNMENT BONDS200,000.0000196,500.00.01
REPUBLIC OF PANA 4.5% 05/15/47698299BG8GOVERNMENT BONDS250,000.0000242,500.00.02
T/L MCDERMOTT INTE 0% 04/04/25LX170450LOAN795,000.0000801,145.35.05
ENA NORTE TRUST 4.95% 04/25/23P3716XAA7CORPORATE BONDS528,064.4000534,665.21.04
GLOBAL BANK CO 5.125% 10/30/19P47718AA2CORPORATE BONDS700,000.0000709,590.00.05
GLOBAL BANK CORP 4.5% 10/20/21P47718AC8CORPORATE BONDS1,000,000.0000982,500.00.07
REPUBLIC OF PE 5.625% 11/18/50715638BM3GOVERNMENT BONDS100,000.0000115,250.00.01
BANCO CREDITO 5.375% 09/16/20B679CQ1CORPORATE BONDS700,000.0000726,600.00.05
BANCO DE CREDIT 2.25% 10/25/19P09646AH6CORPORATE BONDS900,000.0000887,625.00.06
BANCO INTL DEL 5.75% 10/07/20P1342SAC0CORPORATE BONDS1,350,000.00001,409,062.50.09
BBVA BANCO CONTINE 5% 08/26/22P16260AA2CORPORATE BONDS300,000.0000309,000.00.02
FONDO MIVIVIENDA 3.5% 01/31/23P42009AA1GOVERNMENT BONDS700,000.0000678,125.00.05
TRANSPORT DE GA 4.25% 04/30/28P9367RAG6CORPORATE BONDS600,000.0000576,000.00.04
REPUBLIC OF PHILIP 4% 01/15/21718286BK2GOVERNMENT BONDS200,000.0000203,123.60.01
REPUBLIC OF PHIL 4.2% 01/21/24718286BY2GOVERNMENT BONDS2,100,000.00002,148,423.90.14
REPUBLIC OF PHI 3.95% 01/20/40718286BZ9GOVERNMENT BONDS750,000.0000725,754.75.05
BDO UNIBANK IN 2.625% 10/24/21BD3V3H8CORPORATE BONDS350,000.0000335,863.85.02
BDO UNIBANK INC 2.95% 03/06/23BF0DWX0CORPORATE BONDS1,400,000.00001,321,980.80.09
UNION BK OF PH 3.369% 11/29/22BF2WQR7CORPORATE BONDS400,000.0000383,757.60.03
REPUBLIC OF POLAND 4% 01/22/24857524AC6GOVERNMENT BONDS500,000.0000507,018.00.03
DBS GROUP HOLDING V/R 07/25/2224023KAC2CORPORATE BONDS1,400,000.00001,407,000.00.09
DBS GROUP HOLDING V/R 07/25/2224023LAC0CORPORATE BONDS300,000.0000301,500.00.02
OVERSEA-CHINESE B V/R 10/15/2469033DAB3CORPORATE BONDS600,000.0000602,620.07.04
TEMASEK FINANC 2.375% 01/23/2387973RAC4CORPORATE BONDS1,950,000.00001,878,521.27.12
SINGTEL GROUP 4.5% 09/08/21B3VNJ23CORPORATE BONDS600,000.0000622,677.00.04
PSA INTERNATIO 3.875% 02/11/21B54HV75CORPORATE BONDS350,000.0000356,413.75.02
SP POWERASSETS L 2.7% 09/14/22B6RVFW4CORPORATE BONDS1,500,000.00001,461,960.00.10
UNITED OVERSEAS B V/R 09/16/26BDFSK43CORPORATE BONDS1,200,000.00001,177,916.40.08
UNITED OVERSEAS B V/R 09/19/24BKRQS51CORPORATE BONDS300,000.0000300,271.80.02
BPRL INTERNATI 4.375% 01/18/27BYW1CD5CORPORATE BONDS1,500,000.00001,435,498.50.10
ONGC VIDESH VA 2.875% 01/27/22BZ30F84CORPORATE BONDS200,000.0000190,721.80.01
ONGC VIDESH VAN 3.75% 07/27/26BZ30F95CORPORATE BONDS1,500,000.00001,407,397.50.09
DBS GROUP HOLDINGS V/R /PERP/BZCN164CORPORATE BONDS200,000.0000192,601.60.01
EXPORT-IMPORT 2.125% 01/25/20302154CJ6GOVERNMENT BONDS750,000.0000737,365.50.05
TELEFONICA EMI 4.103% 03/08/2787938WAT0CORPORATE BONDS250,000.0000244,044.13.02
TELEFONICA EMI 5.213% 03/08/4787938WAU7CORPORATE BONDS200,000.0000199,959.97.01
AFRICAN DEVELO 1.875% 03/16/2000828ECA5CORPORATE BONDS500,000.0000493,809.21.03
ASIAN DEVELOPMENT 2% 02/16/22045167DX8CORPORATE BONDS1,500,000.00001,457,562.45.10
COUNCIL OF EUR 1.875% 01/27/20222213AP5CORPORATE BONDS750,000.0000741,490.41.05
EUROPEAN BK REC 1.75% 11/26/1929874QCR3CORPORATE BONDS500,000.0000494,646.00.03
EUROPEAN INVEST 1.75% 05/15/20298785HJ8CORPORATE BONDS2,000,000.00001,967,234.44.13
INTER-AMERICAN 1.25% 10/15/194581X0CR7CORPORATE BONDS1,000,000.0000983,964.00.07
INTER-AMERICAN 2.375% 07/07/274581X0CY2CORPORATE BONDS500,000.0000475,147.50.03
IBRD 1.375% 09/20/21459058FP3GOVERNMENT BONDS1,000,000.0000956,726.00.06
IBRD 1.875% 10/27/26459058FT5GOVERNMENT BONDS250,000.0000228,821.00.02
INTL FINANCE CO 1.75% 03/30/2045950KCL2CORPORATE BONDS500,000.0000492,632.07.03
JBS USA LUX/JBS 7.25% 06/01/21466112AF6CORPORATE BONDS460,000.0000465,175.00.03
JBS USA LUX/JBS 7.25% 06/01/21466112AL3CORPORATE BONDS15,000.000015,168.75.00
SWEDISH EXPORT 2.375% 03/09/2200254EMM1CORPORATE BONDS500,000.0000490,419.65.03
AON PLC 4.75% 05/15/45AON4500185AAH7CORPORATE BONDS200,000.0000198,880.58.01
ASTRAZENECA PL 3.375% 11/16/25AZN25046353AL2CORPORATE BONDS500,000.0000488,007.70.03
ASTRAZENECA PL 4.375% 11/16/45046353AM0CORPORATE BONDS100,000.0000100,251.48.01
ASTRAZENECA PL 2.375% 06/12/22046353AQ1CORPORATE BONDS515,000.0000494,566.76.03
BP CAPITAL MAR 1.676% 05/03/1905565QDC9CORPORATE BONDS250,000.0000247,788.46.02
BP CAPITAL MAR 3.224% 04/14/2405565QDL9CORPORATE BONDS500,000.0000491,819.37.03
BP CAPITAL MARK 2.52% 09/19/2205565QDP0CORPORATE BONDS100,000.000096,939.51.01
BARCLAYS PLC 2.875% 06/08/2006738EAG0CORPORATE BONDS500,000.0000494,615.50.03
BARCLAYS PLC 4.95% 01/10/4706738EAV7CORPORATE BONDS250,000.0000234,985.48.02
HSBC HOLDINGS PL 6.5% 05/02/36HBC36404280AG4CORPORATE BONDS250,000.0000298,014.73.02
HSBC HOLDINGS P 5.25% 03/14/44HSBC44404280AQ2CORPORATE BONDS250,000.0000259,269.00.02
HSBC HOLDINGS PLC V/R 03/13/23404280BJ7CORPORATE BONDS500,000.0000491,502.02.03
HSBC HOLDINGS PLC V/R 03/13/28404280BK4CORPORATE BONDS250,000.0000244,971.77.02
LLOYDS BANKING G 3.1% 07/06/21539439AK5CORPORATE BONDS1,000,000.0000989,257.96.07
MARB BONDCO PLC 7% 03/15/24566007AA8CORPORATE BONDS500,000.0000473,125.00.03
ROYAL BK SCOTLND V/R 05/15/23RBS23D780097BE0CORPORATE BONDS815,000.0000794,462.09.05
SANTANDER UK PL 2.35% 09/10/1980283LAH6CORPORATE BONDS500,000.0000496,445.50.03
TRANSDIGM UK H 6.875% 05/15/2689365DAA1CORPORATE BONDS285,000.0000291,412.50.02
VODAFONE GROUP 4.375% 02/19/4392857WBD1CORPORATE BONDS250,000.0000226,666.31.02
T/L CEVA GROUP PLC 0% 3/19/21LX136075LOAN110,405.5000109,853.47.01
T/L EG GROUP LIMIT 0% 02/07/25LX171055LOAN130,000.0000129,567.10.01
T/L TITAN ACQUISIT 0% 03/14/25LX172192LOAN460,000.0000456,485.60.03
AASET 2018-1A 3.844% 09/16/23000367AA0ASSET BACKED3,390,432.63003,384,787.90.22
AK STEEL CORP 6.375% 10/15/25001546AV2CORPORATE BONDS165,000.0000153,862.50.01
AT&T INC 2.45% 06/30/20T20A00206RCL4CORPORATE BONDS500,000.0000493,765.54.03
AT&T INC 3.4% 05/15/2500206RCN0CORPORATE BONDS715,000.0000681,047.79.05
AT&T INC 3.2% 03/01/2200206RDN9CORPORATE BONDS500,000.0000493,648.84.03
AT&T INC 3.8% 03/01/2400206RDP4CORPORATE BONDS250,000.0000248,425.12.02
AT&T INC 4.25% 03/01/2700206RDQ2CORPORATE BONDS250,000.0000247,898.58.02
AT&T INC 5.25% 03/01/3700206RDR0CORPORATE BONDS250,000.0000254,020.56.02
AT&T INC 5.7% 03/01/5700206RDT6CORPORATE BONDS500,000.0000516,792.81.03
AT&T INC 4.3% 02/15/3000206RES7CORPORATE BONDS100,000.000096,200.17.01
ASP AMC MERGER SUB 8% 05/15/2500215JAA7CORPORATE BONDS195,000.0000167,395.80.01
ABBOTT LABORATO 3.75% 11/30/26002824BF6CORPORATE BONDS250,000.0000246,776.39.02
ABBOTT LABORATOR 4.9% 11/30/46002824BH2CORPORATE BONDS250,000.0000269,181.43.02
ABBVIE INC 3.2% 11/06/2200287YAP4CORPORATE BONDS395,000.0000389,839.22.03
ABBVIE INC 4.45% 05/14/4600287YAW9CORPORATE BONDS475,000.0000455,578.94.03
ABBVIE INC 2.85% 05/14/2300287YAX7CORPORATE BONDS500,000.0000483,504.04.03
CHUBB INA HOLDI 3.35% 05/03/2600440EAV9CORPORATE BONDS500,000.0000487,776.57.03
AETNA INC 3.875% 08/15/4700817YAZ1CORPORATE BONDS100,000.000089,341.32.01
AIR LEASE CORP 3.625% 04/01/2700912XAV6CORPORATE BONDS250,000.0000233,851.05.02
AIR LEASE CORP 3.25% 03/01/2500912XBA1CORPORATE BONDS995,000.0000929,977.16.06
AIR PRODUCTS & CHE 3% 11/03/21009158AR7CORPORATE BONDS350,000.0000349,604.33.02
ALEXANDRIA REAL 3.95% 01/15/28015271AK5CORPORATE BONDS250,000.0000242,167.96.02
ALLIANT HOLD / 8.25% 08/01/23016094AA2CORPORATE BONDS225,000.0000232,312.50.02
FNMA 30YR TBA 2.5% 6/25/4801F022667TBA- TO BE ANNOUNCED SECURITY300,000.0000281,478.51.02
FNCI 15YR TBA 3.5% JUN 1801F032468TBA- TO BE ANNOUNCED SECURITY300,000.0000303,937.50.02
FNMA 15YR TBA 4% JUN 1801F040461TBA- TO BE ANNOUNCED SECURITY808,000.0000830,220.00.06
FNMA 30YR TBA 4.5% JUN 1801F042665TBA- TO BE ANNOUNCED SECURITY-2,000,000.0000-2,087,343.80-.14
ALLSTATE CORP 4.5% 06/15/43020002BA8CORPORATE BONDS250,000.0000259,153.79.02
ALTICE US FINA 5.375% 07/15/2302155FAA3CORPORATE BONDS215,000.0000211,775.00.01
ALTRIA GROUP I 3.875% 09/16/4602209SAV5CORPORATE BONDS250,000.0000222,421.60.01
AMAZON.COM INC 3.8% 12/05/24023135AN6CORPORATE BONDS635,000.0000650,983.10.04
AMAZON.COM INC 2.8% 08/22/24023135AX4CORPORATE BONDS620,000.0000600,112.51.04
AMAZON.COM INC 3.15% 08/22/27023135BA3CORPORATE BONDS250,000.0000240,981.05.02
AMAZON.COM INC 4.05% 08/22/47023135BG0CORPORATE BONDS250,000.0000248,951.79.02
AMEREN ILLINOIS 3.7% 12/01/4702361DAR1CORPORATE BONDS100,000.000094,021.93.01
AMERICAN EXPRE 3.625% 12/05/24025816BK4CORPORATE BONDS500,000.0000492,482.17.03
AMERICAN EXPRESS 2.5% 08/01/22025816BM0CORPORATE BONDS465,000.0000446,749.88.03
AMERICAN EXPRES 2.25% 05/05/210258M0EB1CORPORATE BONDS250,000.0000243,960.86.02
AMERICAN HONDA FIN 2% 02/14/2002665WBM2CORPORATE BONDS500,000.0000492,987.22.03
AMERICAN HONDA F 2.9% 02/16/2402665WBP5CORPORATE BONDS500,000.0000487,856.35.03
AMERICAN INTL GR 4.5% 07/16/44026874DA2CORPORATE BONDS250,000.0000234,614.08.02
AMERICAN MUNI 8.084% 02/15/5002765UEK6MUNICIPAL BONDS100,000.0000162,232.00.01
FHLMC TBA GOLD 30YR 2.5% JUN1802R022662TBA- TO BE ANNOUNCED SECURITY150,000.0000140,525.39.01
FHLMC GOLD TBA 15YR 3.5% JUN1802R032463TBA- TO BE ANNOUNCED SECURITY1,325,000.00001,342,139.14.09
FHLMC GOLD 30YR TBA 4.5% JUN1802R042660TBA- TO BE ANNOUNCED SECURITY1,175,000.00001,225,855.41.08
AMERICAN TOWER C 3.5% 01/31/2303027XAB6CORPORATE BONDS100,000.000099,029.79.01
AMERICAN TOWER COR 4% 06/01/2503027XAG5CORPORATE BONDS100,000.000098,397.74.01
AMGEN INC 4.95% 10/01/41031162BE9CORPORATE BONDS150,000.0000155,034.58.01
AMGEN INC 4.663% 06/15/51031162CF5CORPORATE BONDS50,000.000049,787.13.00
AMGEN INC 2.6% 08/19/26031162CJ7CORPORATE BONDS500,000.0000452,626.26.03
ANADARKO PETROL 5.55% 03/15/26032511BN6CORPORATE BONDS250,000.0000270,443.28.02
ANADARKO PETROLE 6.6% 03/15/46032511BP1CORPORATE BONDS225,000.0000279,078.57.02
ANHEUSER-BUSCH 3.75% 07/15/42BUD42A03523TBQ0CORPORATE BONDS200,000.0000177,570.48.01
ANHEUSER-BUSCH 4.95% 01/15/42035240AG5CORPORATE BONDS350,000.0000367,809.49.02
ANHEUSER-BUSCH INB 4% 04/13/28035240AL4CORPORATE BONDS200,000.0000199,262.96.01
ANHEUSER-BUSCH I 4.6% 04/15/48035240AN0CORPORATE BONDS150,000.0000149,490.38.01
ANHEUSER-BUSCH 2.65% 02/01/21035242AJ5CORPORATE BONDS975,000.0000965,725.17.06
ANHEUSER-BUSCH I 3.3% 02/01/23035242AL0CORPORATE BONDS300,000.0000298,306.20.02
ANHEUSER-BUSCH I 4.7% 02/01/36035242AM8CORPORATE BONDS450,000.0000461,689.64.03
ANHEUSER-BUSCH 3.65% 02/01/26035242AP1CORPORATE BONDS125,000.0000122,742.85.01
ANTHEM INC 4.375% 12/01/47036752AD5CORPORATE BONDS200,000.0000187,003.64.01
APACHE CORP 4.25% 01/15/44037411BC8CORPORATE BONDS250,000.0000229,185.34.02
APPLE INC 2.4% 05/03/23037833AK6CORPORATE BONDS300,000.0000290,019.36.02
APPLE INC 2.85% 05/06/21037833AR1CORPORATE BONDS75,000.000075,161.72.00
APPLE INC 3% 02/09/24037833CG3CORPORATE BONDS250,000.0000245,529.52.02
APPLE INC 4.25% 02/09/47037833CH1CORPORATE BONDS250,000.0000256,423.32.02
APPLE INC 3.35% 02/09/27037833CJ7CORPORATE BONDS250,000.0000246,204.00.02
APPLE INC 1.9% 02/07/20037833CK4CORPORATE BONDS1,000,000.0000989,453.99.07
APPLE INC 3% 06/20/27037833CX6CORPORATE BONDS250,000.0000239,184.58.02
APPLE INC 3.75% 11/13/47037833DG2CORPORATE BONDS250,000.0000238,056.07.02
APPLIED MATERIA 4.35% 04/01/47038222AM7CORPORATE BONDS100,000.0000102,062.08.01
AHT1 2018-ASHF A V/R 04/15/2004410RAA4ASSET BACKED982,000.0000985,646.46.07
AT&T INC 5.35% 09/01/40T40A04650NAB0CORPORATE BONDS250,000.0000253,013.68.02
AVANTOR INC 6% 10/01/2405352AAA8CORPORATE BONDS80,000.000079,600.00.01
B&G FOODS INC 5.25% 04/01/2505508RAE6CORPORATE BONDS250,000.0000235,000.00.02
BAT CAPITAL CO 3.222% 08/15/2405526DAY1CORPORATE BONDS100,000.000095,500.39.01
BB&T CORPORATIO 2.75% 04/01/2205531FAX1CORPORATE BONDS500,000.0000489,549.57.03
BBCMS 2017-DELC V/R 08/15/1905552EAJ9ASSET BACKED178,000.0000177,888.98.01
BBCMS 2017-DELC V/R 08/15/1905552EAL4ASSET BACKED203,000.0000202,872.25.01
BBCMS 2017-DELC V/R 08/15/1905552EAN0ASSET BACKED424,000.0000425,331.95.03
BBCMS 2017-DELC V/R 08/15/1905552EAQ3ASSET BACKED407,000.0000408,531.70.03
BX 2018-BIOA D V/R 02/15/20056057AL6ASSET BACKED984,000.0000983,394.74.07
BX 2018-MCSF F V/R 04/15/2005607AAQ6ASSET BACKED982,000.0000973,456.80.06
BX 2017-SLCT D V/R 07/15/1905607DAL1ASSET BACKED339,000.0000340,170.40.02
BX 2017-SLCT E V/R 07/15/1905607DAN7ASSET BACKED558,000.0000562,734.63.04
BAKER HUGHES L 3.337% 12/15/2705723KAE0CORPORATE BONDS145,000.0000136,163.89.01
BAFC 2007-1 TA2 V/R 01/25/3705951FAC8ASSET BACKED11,957,287.600010,111,241.43.67
BANK OF AMERIC 3.875% 08/01/25BAC25E06051GFS3CORPORATE BONDS750,000.0000744,240.26.05
BANK OF AMERIC 2.625% 04/19/2106051GFW4CORPORATE BONDS500,000.0000492,002.08.03
BANK OF AMERICA C V/R 01/20/4806051GGG8CORPORATE BONDS250,000.0000250,198.31.02
BANK OF AMERICA C V/R 07/21/2106051GGP8CORPORATE BONDS980,000.0000962,212.34.06
BANK OF AMERICA C V/R 01/23/2606051GGZ6CORPORATE BONDS500,000.0000483,052.50.03
BANK OF AMERICA C V/R 12/20/2306051GHC6CORPORATE BONDS430,000.0000417,370.96.03
BANK OF NY MELL 2.15% 02/24/2006406HCZ0CORPORATE BONDS750,000.0000741,745.38.05
BANK OF NY MELLO 3.4% 01/29/2806406RAF4CORPORATE BONDS250,000.0000243,318.14.02
BANK 2018-BN10 X V/R 02/15/61065404BF1ASSET BACKED16,412,366.0200944,871.40.06
BANK 2017-BNK4 X V/R 05/15/5006541FBB4ASSET BACKED12,535,940.82001,142,619.67.08
BARRICK NA FINA 5.75% 05/01/4306849RAK8CORPORATE BONDS100,000.0000114,491.90.01
BAY AREA CA TO 6.263% 04/01/49072024ND0MUNICIPAL BONDS125,000.0000174,232.50.01
BOMFT 2017-RPL1 V/R 07/28/19073255AA9ASSET BACKED3,311,778.27003,298,066.51.22
BEACON ROOFING 4.875% 11/01/25073685AD1CORPORATE BONDS245,000.0000225,400.00.01
BALTA 2006-1 21A V/R 02/25/3607386HB83ASSET BACKED5,411,295.84004,773,481.55.32
BECTON DICKINS 2.133% 06/06/19075887BQ1CORPORATE BONDS500,000.0000495,740.00.03
BECTON DICKINS 2.894% 06/06/22075887BT5CORPORATE BONDS935,000.0000908,047.47.06
BECTON DICKINS 3.363% 06/06/24075887BV0CORPORATE BONDS200,000.0000193,193.66.01
BECTON DICKINSON 3.7% 06/06/27075887BW8CORPORATE BONDS250,000.0000237,761.02.02
BERKSHIRE HATHA 2.75% 03/15/23084670BR8CORPORATE BONDS250,000.0000245,550.70.02
BERKSHIRE HATH 3.125% 03/15/26084670BS6CORPORATE BONDS250,000.0000242,310.12.02
BIOGEN INC 5.2% 09/15/4509062XAD5CORPORATE BONDS100,000.0000106,026.69.01
BLUELINE RENTAL 9.25% 03/15/2409628UAA4CORPORATE BONDS220,000.0000234,733.40.02
BOEING CO 2.125% 03/01/22097023BT1CORPORATE BONDS500,000.0000485,116.67.03
BOEING CO 3.65% 03/01/47097023BV6CORPORATE BONDS300,000.0000284,875.49.02
BOSTON PROPERTI 3.65% 02/01/2610112RAX2CORPORATE BONDS960,000.0000930,715.41.06
BOSTON PROPERTIE 3.2% 01/15/2510112RAZ7CORPORATE BONDS500,000.0000476,990.00.03
BOYNE USA INC 7.25% 05/01/25103557AA2CORPORATE BONDS225,000.0000233,298.00.02
BRIGHTHOUSE FINA 3.7% 06/22/2710922NAC7CORPORATE BONDS100,000.000090,673.36.01
BRISTOL-MYERS S 3.25% 02/27/27110122BB3CORPORATE BONDS250,000.0000243,099.37.02
BRIXMOR OPERATIN 3.9% 03/15/2711120VAE3CORPORATE BONDS250,000.0000236,918.47.02
BROADCOM CRP / CA 3% 01/15/2211134LAD1CORPORATE BONDS500,000.0000487,680.03.03
BROADCOM CRP / 3.625% 01/15/2411134LAF6CORPORATE BONDS100,000.000097,318.72.01
BROOKFIELD FINANCE 4% 04/01/2411271RAA7CORPORATE BONDS500,000.0000499,784.05.03
BUILDERS FIRST 5.625% 09/01/2412008RAJ6CORPORATE BONDS470,000.0000461,652.80.03
BURLINGTN NORTH 3.25% 06/15/2712189LBA8CORPORATE BONDS250,000.0000244,018.87.02
BURLINGTN NORT 4.125% 06/15/4712189LBB6CORPORATE BONDS250,000.0000247,735.98.02
BWAY HOLDING CO 5.5% 04/15/2412429TAD6CORPORATE BONDS425,000.0000419,687.50.03
BX 2018-GW A V/R 05/15/2512433UAA3ASSET BACKED903,000.0000903,392.62.06
BX 2018-GW D V/R 05/15/2512433UAL9ASSET BACKED100,000.0000100,310.80.01
CBS CORP 5.9% 10/15/40CBS40124857AF0CORPORATE BONDS100,000.0000110,180.45.01
CBS CORP 3.375% 03/01/22124857AG8CORPORATE BONDS100,000.000099,036.65.01
CCO HLDGS LLC/CAP 5% 02/01/281248EPBX0CORPORATE BONDS125,000.0000115,625.00.01
CBRE SERVICES I 5.25% 03/15/2512505BAC4CORPORATE BONDS125,000.0000132,555.00.01
CD 2017-CD4 XA V/R 04/10/2712515DAS3ASSET BACKED20,304,730.70001,690,368.83.11
CD 2017-CD3 A 3.631% 01/10/2712515GAD9ASSET BACKED400,000.0000400,053.16.03
CFCRE 2016-C3 D V/R 01/10/2612531WAL6ASSET BACKED2,054,000.00001,574,338.83.10
CFCRE 2016-C3 XA V/R 12/10/2512531WBC5ASSET BACKED2,039,151.5100127,516.71.01
CFCRE 2016-C7 3.838% 12/10/2612532BAD9ASSET BACKED1,906,000.00001,930,959.64.13
CFCRE 2017-C8 XA V/R 05/15/2712532CBE4ASSET BACKED16,700,534.53001,735,651.48.12
CLNS 2017-IKPR D V/R 06/11/22125639AL8ASSET BACKED565,000.0000566,770.54.04
CLNS 2017-IKPR E V/R 06/11/22125639AN4ASSET BACKED565,000.0000568,543.00.04
CLNS 2017-IKPR F V/R 06/11/22125639AQ7ASSET BACKED565,000.0000570,667.80.04
COMM 2013-CR9 XA V/R 07/10/2312625UBC6ASSET BACKED271,398,056.23001,328,819.16.09
CSC HOLDINGS LL 5.25% 06/01/24126307AH0CORPORATE BONDS125,000.0000118,150.00.01
CNOOC FINANCE 20 3.5% 05/05/2512634MAB6CORPORATE BONDS2,050,000.00001,987,727.15.13
CSX CORP 4.5% 08/01/54126408HA4CORPORATE BONDS250,000.0000240,539.95.02
CSX CORP 2.6% 11/01/26126408HE6CORPORATE BONDS250,000.0000227,098.55.02
CSMC 2017-LSTK X V/R 05/05/2012651PAC5ASSET BACKED69,653,000.0000795,506.91.05
CSMC 2017-LSTK X V/R 05/05/2012651PAE1ASSET BACKED25,355,000.0000118,674.08.01
CSMC 2017-LST 3.229% 04/05/2112651PAL5ASSET BACKED713,000.0000705,109.30.05
CSMC 2017-LSTK D V/R 04/05/2112651PAN1ASSET BACKED848,000.0000833,099.62.06
CSMC 2017-LSTK E V/R 04/05/2112651PAQ4ASSET BACKED1,246,000.00001,216,632.65.08
CAESARS RESORT 5.25% 10/15/2512652AAA1CORPORATE BONDS445,000.0000426,087.50.03
CVS HEALTH CORP 3.5% 07/20/22126650CK4CORPORATE BONDS100,000.000099,568.74.01
CVS HEALTH COR 2.125% 06/01/21126650CT5CORPORATE BONDS125,000.0000120,569.00.01
CVS HEALTH COR 2.875% 06/01/26126650CU2CORPORATE BONDS500,000.0000457,800.41.03
CVS HEALTH CORP 3.7% 03/09/23126650CV0CORPORATE BONDS1,070,000.00001,066,931.74.07
CVS HEALTH CORP 4.1% 03/25/25126650CW8CORPORATE BONDS150,000.0000150,067.29.01
CVS HEALTH CORP 4.3% 03/25/28126650CX6CORPORATE BONDS250,000.0000248,109.95.02
CVS HEALTH CORP 4.78% 03/25/38126650CY4CORPORATE BONDS250,000.0000247,984.20.02
CVS HEALTH CORP 5.05% 03/25/48126650CZ1CORPORATE BONDS250,000.0000255,061.22.02
CA INC 3.6% 08/15/2212673PAH8CORPORATE BONDS300,000.0000300,035.55.02
CALFRAC HOLDINGS 8.5% 06/15/2612958RAD9CORPORATE BONDS110,000.0000109,279.50.01
CALIFORNIA ST 7.5% 04/01/3413063A5E0MUNICIPAL BONDS100,000.0000140,640.00.01
CALIFORNIA ST 7.55% 04/01/3913063A5G5MUNICIPAL BONDS200,000.0000297,860.00.02
CALIFORNIA ST 7.6% 11/01/4013063BJC7MUNICIPAL BONDS125,000.0000189,868.75.01
CALIFORNIA ST 3.5% 04/01/2813063DGC6MUNICIPAL BONDS25,000.000024,855.25.00
CALIFORNIA ST 4.6% 04/01/3813063DGE2MUNICIPAL BONDS40,000.000041,798.00.00
CALPINE CORP 5.75% 01/15/25CPN25131347CF1CORPORATE BONDS230,000.0000209,300.00.01
CAPITAL ONE FIN 3.05% 03/09/2214040HBL8CORPORATE BONDS250,000.0000245,026.95.02
CAPITAL ONE FIN 3.75% 03/09/2714040HBN4CORPORATE BONDS250,000.0000238,605.84.02
CARDINAL HEALTH 3.41% 06/15/2714149YBJ6CORPORATE BONDS875,000.0000809,636.48.05
CARDINAL HEALT 4.368% 06/15/4714149YBM9CORPORATE BONDS250,000.0000225,904.53.01
SABRA HEALTH C 5.125% 08/15/2614162VAB2CORPORATE BONDS250,000.0000239,963.19.02
DUKE ENERGY PROG 6.3% 04/01/38144141CY2CORPORATE BONDS250,000.0000325,301.67.02
CATERPILLAR IN 3.803% 08/15/42149123CB5CORPORATE BONDS100,000.000096,391.28.01
CATERPILLAR INC 3.4% 05/15/24149123CC3CORPORATE BONDS895,000.0000895,854.55.06
CATERPILLAR FINL 1.7% 08/09/2114912L6U0CORPORATE BONDS500,000.0000479,673.28.03
CELGENE CORP 3.875% 08/15/25151020AS3CORPORATE BONDS500,000.0000489,941.29.03
CELGENE CORP 5% 08/15/45151020AU8CORPORATE BONDS100,000.000098,995.22.01
CELGENE CORP 4.35% 11/15/47151020AW4CORPORATE BONDS950,000.0000854,238.65.06
CELGENE CORP 2.75% 02/15/23151020AX2CORPORATE BONDS100,000.000095,782.54.01
CENTENE CORP 4.75% 01/15/2515135BAJ0CORPORATE BONDS235,000.0000233,531.25.02
CENGAGE LEARNING 9.5% 06/15/2415137NAA1CORPORATE BONDS170,000.0000140,250.00.01
CENTENE ESCROW 5.375% 06/01/2615137TAA8CORPORATE BONDS25,000.000025,250.00.00
CHARTER COMM O 4.908% 07/23/25161175AY0CORPORATE BONDS250,000.0000254,215.69.02
CHARTER COMM O 6.484% 10/23/45161175BA1CORPORATE BONDS250,000.0000265,817.18.02
CHARTER COMM O 4.464% 07/23/22161175BB9CORPORATE BONDS490,000.0000499,826.96.03
CHENIERE ENERGY 5.25% 10/01/2516411QAA9CORPORATE BONDS240,000.0000233,400.00.02
CHEVRON CORP 2.498% 03/03/22166764BN9CORPORATE BONDS250,000.0000245,350.92.02
CHEVRON CORP 1.991% 03/03/20166764BP4CORPORATE BONDS250,000.0000247,095.73.02
CHILDREN'S HOS 4.115% 01/01/4716876BAA0CORPORATE BONDS200,000.0000205,410.23.01
CINCINNATI BELL IN 7% 07/15/24171871AP1CORPORATE BONDS245,000.0000219,275.00.01
CINTAS CORPORATI 2.9% 04/01/2217252MAM2CORPORATE BONDS300,000.0000294,587.91.02
CISCO SYSTEMS 3.625% 03/04/2417275RAN2CORPORATE BONDS100,000.0000101,617.40.01
CISCO SYSTEMS IN 2.2% 09/20/2317275RBH4CORPORATE BONDS500,000.0000473,362.83.03
CGCMT 2016-GC 3.314% 01/10/2617290XAT7ASSET BACKED1,250,000.00001,227,458.13.08
CITIGROUP INC 5.3% 05/06/44172967HS3CORPORATE BONDS100,000.0000105,601.51.01
CITIGROUP INC 2.7% 03/30/21172967KK6CORPORATE BONDS250,000.0000245,813.56.02
CITIGROUP INC 4.75% 05/18/46172967KR1CORPORATE BONDS250,000.0000243,301.43.02
CITIGROUP INC 2.35% 08/02/21172967KV2CORPORATE BONDS100,000.000097,038.76.01
CITIGROUP INC V/R 01/10/28172967LD1CORPORATE BONDS500,000.0000486,185.45.03
CITIGROUP INC 2.75% 04/25/22172967LG4CORPORATE BONDS500,000.0000485,622.16.03
CITIGROUP INC V/R 07/24/28172967LP4CORPORATE BONDS1,215,000.00001,159,078.80.08
CCCIT 2017-A3 1.92% 04/07/2017305EGB5ASSET BACKED200,000.0000196,811.96.01
CGCMT 2015-GC35 V/R 11/10/4817324KAV0ASSET BACKED37,978,160.19001,656,869.40.11
CITIZENS BANK N 2.25% 03/02/2017401QAG6CORPORATE BONDS500,000.0000492,589.44.03
CLARK CNTY NV A 6.82% 07/01/4518085PMT8MUNICIPAL BONDS100,000.0000145,262.00.01
COCA-COLA CO/T 1.375% 05/30/19KO19191216BV1CORPORATE BONDS500,000.0000494,086.60.03
COCA-COLA CO/THE 2.2% 05/25/22191216CF5CORPORATE BONDS250,000.0000243,526.32.02
COLD 2017-ICE3 A V/R 04/15/24193046AA7ASSET BACKED887,000.0000890,076.83.06
COLD 2017-ICE3 C V/R 04/15/24193046AE9ASSET BACKED1,082,000.00001,086,771.84.07
COMCAST CORP 4.4% 08/15/3520030NBP5CORPORATE BONDS150,000.0000146,232.88.01
COMCAST CORP 3.4% 07/15/4620030NBU4CORPORATE BONDS500,000.0000404,006.59.03
COMCAST CORP 3% 02/01/2420030NBX8CORPORATE BONDS250,000.0000240,937.17.02
COMCAST CORP 3.3% 02/01/2720030NBY6CORPORATE BONDS250,000.0000235,557.08.02
COMCAST CORP 3.999% 11/01/4920030NCE9CORPORATE BONDS100,000.000087,813.56.01
COMMONWEALTH ED 3.75% 08/15/47202795JL5CORPORATE BONDS150,000.0000142,431.89.01
COMMSCOPE TECH LLC 6% 06/15/2520337YAA5CORPORATE BONDS230,000.0000230,575.00.02
CONOCOPHILLIPS 4.95% 03/15/2620826FAQ9CORPORATE BONDS250,000.0000269,363.23.02
CONOCOPHILLIPS 5.95% 03/15/4620826FAR7CORPORATE BONDS250,000.0000315,084.56.02
CONSOLIDATED ED 3.95% 03/01/43209111FC2CORPORATE BONDS250,000.0000242,389.37.02
CONSOLIDATED EDISO 2% 03/15/20209115AD6CORPORATE BONDS500,000.0000491,215.27.03
CONSTELLATION BR 2.7% 05/09/2221036PAR9CORPORATE BONDS350,000.0000340,494.43.02
CLUBCORP HOLDING 8.5% 09/15/25210374AA2CORPORATE BONDS120,000.0000115,200.00.01
G2SF 30YR TBA 2.5% JUN 1821H022663TBA- TO BE ANNOUNCED SECURITY500,000.0000474,440.90.03
COVENTRY HEALTH 5.45% 06/15/21CVH21222862AJ3CORPORATE BONDS500,000.0000528,541.60.04
CSFB 2005-9 5A6 5.5% 10/25/352254586D5ASSET BACKED3,367,135.71003,006,064.28.20
CROWN CASTLE INTL 4% 03/01/2722822VAE1CORPORATE BONDS300,000.0000289,413.95.02
DJO FIN LLC/DJ 8.125% 06/15/2123291AAA5CORPORATE BONDS115,000.0000115,718.75.01
DTE ELECTRIC CO 3.75% 08/15/4723338VAG1CORPORATE BONDS150,000.0000142,706.98.01
DXC TECHNOLOGY 2.875% 03/27/2023355LAB2CORPORATE BONDS300,000.0000298,298.69.02
DXC TECHNOLOGY 4.75% 04/15/2723355LAD8CORPORATE BONDS400,000.0000407,022.27.03
JOHN DEERE CAPIT 2.2% 03/13/2024422ETQ2CORPORATE BONDS750,000.0000742,152.91.05
DELTA AIR LINE 3.625% 03/15/22247361ZJ0CORPORATE BONDS560,000.0000556,225.41.04
DELTA AIR LINE 2.875% 03/13/20247361ZK7CORPORATE BONDS300,000.0000298,284.08.02
DEVON ENERGY COR 5.6% 07/15/41DVN4125179MAL7CORPORATE BONDS75,000.000083,413.11.01
DEVON ENERGY CORPO 5% 06/15/45DVN4525179MAU7CORPORATE BONDS100,000.0000104,690.51.01
DELL INT LLC / 5.45% 06/15/2325272KAG8CORPORATE BONDS100,000.0000105,176.06.01
DELL INT LLC / 6.02% 06/15/2625272KAK9CORPORATE BONDS750,000.0000791,006.98.05
WALT DISNEY COM 3.15% 09/17/2525468PDF0CORPORATE BONDS125,000.0000122,722.15.01
WALT DISNEY COM 1.95% 03/04/2025468PDP8CORPORATE BONDS500,000.0000493,842.89.03
WALT DISNEY COM 2.45% 03/04/2225468PDQ6CORPORATE BONDS500,000.0000490,096.98.03
DISCOVER FINANCI 4.1% 02/09/27254709AM0CORPORATE BONDS810,000.0000783,791.08.05
DISCOVERY COMMUN 3.8% 03/13/2425470DAM1CORPORATE BONDS400,000.0000395,962.19.03
DISCOVERY COMMU 2.95% 03/20/2325470DAQ2CORPORATE BONDS200,000.0000192,356.47.01
DOLLAR TREE INC 4% 05/15/25256746AG3CORPORATE BONDS450,000.0000447,759.21.03
DOW CHEMICAL CO 4.25% 11/15/20DOW20B260543CC5CORPORATE BONDS100,000.0000102,757.00.01
DUKE ENERGY COR 2.65% 09/01/2626441CAS4CORPORATE BONDS1,480,000.00001,343,797.32.09
DUKE ENERGY COR 3.75% 09/01/4626441CAT2CORPORATE BONDS350,000.0000313,599.23.02
DUKE UNIVERSITY 3.92% 06/01/4726443CAA1CORPORATE BONDS138,000.0000135,468.94.01
EP ENER/EVEREST 7.75% 05/15/26268787AJ7CORPORATE BONDS45,000.000045,787.50.00
EQT CORP 3.9% 10/01/2726884LAF6CORPORATE BONDS950,000.0000902,484.40.06
ESH HOSPITALITY 5.25% 05/01/2526907YAA2CORPORATE BONDS245,000.0000235,347.00.02
EBAY INC 4% 07/15/42278642AF0CORPORATE BONDS100,000.000087,886.38.01
EDISON INTERNA 4.125% 03/15/28281020AM9CORPORATE BONDS450,000.0000447,066.77.03
ENERGY TRANSFER 4.75% 01/15/2629273RBG3CORPORATE BONDS695,000.0000694,180.37.05
ENERGY TRANSFER 4.2% 04/15/2729273RBK4CORPORATE BONDS250,000.0000239,005.93.02
ENERGY TRANSFER 5.3% 04/15/4729273RBL2CORPORATE BONDS250,000.0000230,705.64.02
ENTERPRISE PROD 3.75% 02/15/2529379VBE2CORPORATE BONDS720,000.0000719,301.14.05
ENTERPRISE PRODU 4.9% 05/15/4629379VBJ1CORPORATE BONDS250,000.0000256,913.95.02
ENTERPRISE PROD 2.85% 04/15/2129379VBK8CORPORATE BONDS500,000.0000495,508.60.03
ENTERPRISE PROD 3.95% 02/15/2729379VBL6CORPORATE BONDS250,000.0000249,773.71.02
ESTEE LAUDER CO 4.15% 03/15/4729736RAK6CORPORATE BONDS200,000.0000204,804.56.01
ESTEE LAUDER CO 1.8% 02/07/2029736RAL4CORPORATE BONDS300,000.0000295,280.21.02
EVERSOURCE ENERG 2.9% 10/01/2430040WAD0CORPORATE BONDS100,000.000095,017.34.01
EXELON GENERATIO 3.4% 03/15/2230161MAR4CORPORATE BONDS500,000.0000497,541.26.03
EXPEDIA INC 3.8% 02/15/2830212PAP0CORPORATE BONDS980,000.0000894,223.24.06
EXPRESS SCRIPTS 4.8% 07/15/4630219GAP3CORPORATE BONDS250,000.0000241,091.63.02
EXXON MOBIL CO 3.567% 03/06/4530231GAN2CORPORATE BONDS100,000.000093,221.43.01
FGLMC P#G16110 3% 03/01/323128MFAK4MBS/PASS THRU CERTS4,536,501.74004,513,480.85.30
FGLMC P#G18631 2.5% 02/01/323128MMVZ3MBS/PASS THRU CERTS3,853,009.03003,752,665.42.25
FHLB 1.875% 11/29/213130AABG2AGENCY BONDS2,000,000.00001,950,200.00.13
FGLMC P#Q44630 3.5% 12/01/463132WJEC1MBS/PASS THRU CERTS24,618,382.870024,585,192.861.63
FGLMC P#G67707 3.5% 01/01/483132XCR49MBS/PASS THRU CERTS9,751,618.50009,783,899.48.65
FGLMC P#G60576 4% 05/01/4631335AT99MBS/PASS THRU CERTS4,485,402.50004,600,656.80.31
FGLMC P#G60910 3% 03/01/4231335BAK2MBS/PASS THRU CERTS13,735,799.550013,425,536.27.89
FGLMC P#G61311 3.5% 02/01/4831335BN44MBS/PASS THRU CERTS2,372,722.00002,365,870.46.16
FHLMC 6.25% 07/15/323134A4KX1AGENCY BONDS1,300,000.00001,741,136.80.12
FNMA 1.875% 09/24/263135G0Q22AGENCY BONDS500,000.0000457,198.50.03
FNR 2016-61 MZ 3% 09/25/463136ATQT4ASSET BACKED13,255,881.700011,434,966.30.76
FNR 2017-24 LG 3% 04/25/373136AVQ93ASSET BACKED7,731,019.00007,167,961.93.48
FNR 2017-12 TA 3% 04/25/423136AVUL1ASSET BACKED34,573,998.750034,300,369.752.28
FNR 2017-32 CA 3% 10/25/423136AWLM7ASSET BACKED22,324,874.500021,993,709.541.46
FNR 2018-33 C 3% 05/25/483136B1YZ1ASSET BACKED22,798,156.600021,963,009.971.46
FHMS K020 A2 V/R 05/25/223137ATRW4ASSET BACKED1,750,000.00001,719,756.68.11
FHR 4223 SB V/R 07/15/433137B3MV7ASSET BACKED10,752,476.42008,888,742.16.59
FHR 4627 Z 3% 10/15/463137BSBW2ASSET BACKED4,397,439.45003,857,007.33.26
FHR 4640 VB 3% 03/15/373137BTMN8ASSET BACKED12,263,464.000011,543,625.64.77
FHMS K062 A2 3.413% 12/25/263137BUX60ASSET BACKED1,540,000.00001,552,678.82.10
FHR 4653 Z 3% 02/15/473137BUXQ6ASSET BACKED7,549,939.80006,624,200.16.44
FHR 4655 CZ 3% 02/15/473137BVDA1ASSET BACKED8,007,354.61006,994,821.42.46
FHR 4664 TC 3% 06/15/413137BWRK2ASSET BACKED26,024,910.000025,706,323.461.71
FHLMC 2.375% 01/13/223137EADB2AGENCY BONDS2,000,000.00001,978,852.00.13
FHR 4766 A 4% 09/15/453137F35Q3ASSET BACKED16,420,809.150016,847,771.531.12
FHR 4749 LV 3.5% 04/15/383137FCUK8ASSET BACKED8,000,000.00007,979,573.60.53
FHR 4750 PA 3% 07/15/463137FDDJ8ASSET BACKED19,658,921.400019,156,266.371.27
FNMA P#AL8091 4% 06/01/443138EQ7D8MBS/PASS THRU CERTS93,879.130096,667.63.01
FNMA P#AL7622 4% 05/01/453138EQPG1MBS/PASS THRU CERTS6,913,155.37007,107,091.43.47
FNMA P#AL9859 3% 03/01/473138ER5V8MBS/PASS THRU CERTS10,127,839.59009,831,557.54.65
FNMA P#AL9865 3% 02/01/473138ER6B1MBS/PASS THRU CERTS13,024,779.920012,643,531.85.84
FNMA P#AN2840 2.49% 09/01/283138LFEN4MBS/PASS THRU CERTS1,700,000.00001,569,197.39.10
FNMA P#AR9215 3% 03/01/433138W7GZ1MBS/PASS THRU CERTS12,874,613.040012,588,074.24.84
FNMA P#AS8892 2.5% 02/01/323138WJ3A4MBS/PASS THRU CERTS4,815,719.13004,693,621.82.31
FNMA P#AS8920 3.5% 03/01/473138WJ4E5MBS/PASS THRU CERTS13,579,077.700013,624,759.75.90
FNMA P#AS8989 5% 03/01/473138WJ7B8MBS/PASS THRU CERTS565,994.3100601,323.01.04
FNMA P#AT7623 3% 06/01/433138WVPH8MBS/PASS THRU CERTS21,273,730.190020,793,581.251.38
FNMA P#BC1514 3.5% 08/01/463140EVVG9MBS/PASS THRU CERTS25,978,816.280025,965,513.831.72
FNMA P#BD7122 4% 04/01/473140FE4G6MBS/PASS THRU CERTS1,209,352.98001,237,405.54.08
FNMA P#BD7054 3.5% 03/01/473140FEZU1MBS/PASS THRU CERTS2,341,454.40002,340,261.50.16
FNMA P#BE3211 3.5% 02/01/323140FNR97MBS/PASS THRU CERTS1,900,819.07001,928,844.96.13
FNMA P#BH9280 3.5% 02/01/483140GYJ26MBS/PASS THRU CERTS2,151,591.25002,153,498.44.14
FNMA P#BJ1648 4% 11/01/473140H2ZN1MBS/PASS THRU CERTS5,089,242.37005,210,473.72.35
FNMA P#BM3528 3.5% 02/01/473140J74N2MBS/PASS THRU CERTS441,203.6200441,650.99.03
FNMA P#BM3392 4% 01/01/483140J7XW0MBS/PASS THRU CERTS14,634,642.450014,956,947.77.99
FNMA P#BM3415 2.5% 02/01/473140J7YM1MBS/PASS THRU CERTS19,502,093.600018,311,171.731.22
FNMA P#CA1015 4% 01/01/483140Q8DV4MBS/PASS THRU CERTS1,245,220.18001,273,657.57.08
FNMA P#CA1089 3% 02/01/333140Q8F75MBS/PASS THRU CERTS5,049,207.90005,026,446.22.33
FNMA P#CA1551 4% 04/01/483140Q8WM3MBS/PASS THRU CERTS995,359.54001,018,711.49.07
FNMA P#AB7928 3% 02/01/4331417EY21MBS/PASS THRU CERTS7,042,093.01006,886,649.51.46
FNMA P#MA3358 4.5% 05/01/4831418CWU4MBS/PASS THRU CERTS7,131,547.55007,462,569.38.50
FNMA P#MA3372 4% 05/01/3331418CXA7MBS/PASS THRU CERTS762,284.5600785,568.87.05
FNMA P#AD4059 5% 04/01/4031418RQM6MBS/PASS THRU CERTS6,924,457.44007,438,514.76.49
FEDEX CORP 4.75% 11/15/4531428XBE5CORPORATE BONDS860,000.0000873,237.25.06
FEDEX CORP 3.3% 03/15/2731428XBM7CORPORATE BONDS500,000.0000480,013.30.03
FEDEX CORP 4.4% 01/15/4731428XBN5CORPORATE BONDS250,000.0000241,971.97.02
FIFTH THIRD BAN 3.95% 03/14/28316773CV0CORPORATE BONDS250,000.0000247,950.30.02
FIRST DATA CORP 5.75% 01/15/2432008DAB2CORPORATE BONDS300,000.0000301,125.00.02
FIRSTENERGY CORP 3.9% 07/15/27337932AH0CORPORATE BONDS500,000.0000489,795.00.03
FLEX ACQUISITI 6.875% 01/15/2533936YAA3CORPORATE BONDS240,000.0000231,600.00.02
FLORIDA POWER 3.125% 12/01/25341081FM4CORPORATE BONDS250,000.0000245,926.81.02
FORD MOTOR COM 5.291% 12/08/46345370CS7CORPORATE BONDS250,000.0000240,130.92.02
FORD MOTOR CRE 2.681% 01/09/20345397YE7CORPORATE BONDS500,000.0000496,566.01.03
FORD MOTOR CRED 3.81% 01/09/24345397YG2CORPORATE BONDS500,000.0000488,694.65.03
FORESIGHT ENERG 11.5% 04/01/23345525AE9CORPORATE BONDS140,000.0000120,400.00.01
GATX CORP 3.85% 03/30/27361448AZ6CORPORATE BONDS400,000.0000384,009.53.03
GCAT 2017-5 A1 V/R 07/25/4736155BAA0ASSET BACKED4,350,304.26004,325,612.80.29
GCAT 2017-2 A1 V/R 04/25/4736155CAA8ASSET BACKED11,286,859.150011,201,684.00.74
GCAT 2017-3 A1 V/R 04/27/2036155EAA4ASSET BACKED5,386,075.56005,357,055.38.36
GNMA II P#MA3522 4% 03/20/4636179R4F3MBS/PASS THRU CERTS3,959,391.68004,084,821.41.27
GNMA II P#MA3106 4% 09/20/4536179RNX3MBS/PASS THRU CERTS1,539,667.24001,592,243.37.11
GNMA II P#MA4382 3.5% 04/20/4736179S2P1MBS/PASS THRU CERTS4,364,165.99004,388,321.17.29
GNMA II P#MA3735 3% 06/20/4636179SEG8MBS/PASS THRU CERTS12,214,788.200011,998,694.18.80
GNMA II P#MA3802 3% 07/20/4636179SGK7MBS/PASS THRU CERTS310,992.3600305,402.32.02
GNMA II P#MA4653 4% 08/20/4736179TE27MBS/PASS THRU CERTS101,392.1100104,153.89.01
GNMA II P#MA4837 3.5% 11/20/4736179TLS2MBS/PASS THRU CERTS4,746,222.06004,773,215.06.32
GNMA II P#MA4838 4% 11/20/4736179TLT0MBS/PASS THRU CERTS1,351,514.00001,388,327.39.09
GNMA II P#MA4900 3.5% 12/20/4736179TNR2MBS/PASS THRU CERTS2,808,464.01002,824,436.67.19
GNMA II P#MA4902 4.5% 12/20/4736179TNT8MBS/PASS THRU CERTS218,163.7000227,859.29.02
GNMA II P#MA4964 4.5% 01/20/4836179TQR9MBS/PASS THRU CERTS244,446.4100255,402.19.02
GNMA II P#MA5078 4% 03/20/4836179TUB9MBS/PASS THRU CERTS95,947.350098,560.82.01
GNMA II P#MA5080 5% 03/20/4836179TUD5MBS/PASS THRU CERTS480,845.8600505,588.62.03
GNMA II P#MA5138 4.5% 04/20/4836179TV77MBS/PASS THRU CERTS1,788,270.07001,868,485.79.12
GNMA II P#MA5192 4% 05/20/4836179TXV2MBS/PASS THRU CERTS246,083.0000252,785.96.02
GLP CAPITAL LP 5.75% 06/01/28361841AK5CORPORATE BONDS370,000.0000371,387.50.02
GSMS 2012-GC6 3.482% 11/10/2136192BAY3ASSET BACKED896,613.8600907,185.92.06
GNMA II P#784314 3.5% 05/20/433622A2YK2MBS/PASS THRU CERTS6,862,639.90006,897,496.41.46
GTT COMMUNICAT 7.875% 12/31/24362393AA8CORPORATE BONDS225,000.0000225,000.00.01
GSMS 2015-GC28 D V/R 02/10/4836251FAG1ASSET BACKED1,740,000.00001,385,064.36.09
GSMS 2017-GS7 XA V/R 07/10/2736254CAX8ASSET BACKED10,555,293.7900839,128.97.06
GENERAL ELECTRIC 4.5% 03/11/44GE44369604BH5CORPORATE BONDS500,000.0000484,508.33.03
GENERAL ELECTRIC 2.2% 01/09/2036962G7M0CORPORATE BONDS1,000,000.0000990,736.83.07
GENERAL MOTORS 6.75% 04/01/4637045VAL4CORPORATE BONDS100,000.0000113,847.52.01
GENERAL MOTORS CO V/R 08/07/2037045VAM2CORPORATE BONDS205,000.0000205,909.64.01
GENERAL MOTORS 3.15% 01/15/2037045XAR7CORPORATE BONDS100,000.0000100,060.81.01
GENERAL MOTORS 3.45% 01/14/2237045XBS4CORPORATE BONDS500,000.0000496,030.90.03
GENERAL MOTORS 4.35% 01/17/2737045XBT2CORPORATE BONDS500,000.0000490,422.78.03
GENERAL MOTORS 3.95% 04/13/2437045XBW5CORPORATE BONDS415,000.0000409,695.92.03
GENERAL MOTORS FI V/R 01/05/2337045XCE4CORPORATE BONDS505,000.0000507,546.15.03
GEORGIA-PACIFIC 3.6% 03/01/2537331NAH4CORPORATE BONDS460,000.0000459,975.37.03
GEORGIA POWER CO 2% 03/30/20373334KG5CORPORATE BONDS250,000.0000246,190.09.02
GEORGIA POWER C 3.25% 03/30/27373334KH3CORPORATE BONDS250,000.0000237,620.54.02
GILEAD SCIENCES 4.15% 03/01/47375558BK8CORPORATE BONDS250,000.0000240,724.24.02
GILEAD SCIENCES 2.95% 03/01/27375558BM4CORPORATE BONDS500,000.0000468,188.36.03
GOLDEN NUGGET I 6.75% 10/15/2438113YAE9CORPORATE BONDS175,000.0000176,968.75.01
GOLDMAN SACHS 6.125% 02/15/33GS3338141GCU6CORPORATE BONDS250,000.0000290,953.47.02
GOLDMAN SACHS G 6.75% 10/01/37GS3738141GFD1CORPORATE BONDS250,000.0000299,888.41.02
GOLDMAN SACHS G 5.75% 01/24/22GS2238141GGS7CORPORATE BONDS200,000.0000215,201.41.01
GOLDMAN SACHS G 4.25% 10/21/25GS25O38141GVR2CORPORATE BONDS500,000.0000495,222.24.03
GOLDMAN SACHS GROU 3% 04/26/2238141GWC4CORPORATE BONDS500,000.0000490,836.88.03
GOLDMAN SACHS GRO V/R 05/15/2638141GXD1CORPORATE BONDS465,000.0000462,213.12.03
GOLDMAN SACHS G 2.35% 11/15/2138145GAG5CORPORATE BONDS500,000.0000482,202.40.03
GOLDMAN SACHS G 5.15% 05/22/4538148LAF3CORPORATE BONDS250,000.0000256,552.19.02
GOLDMAN SACHS GRO V/R 10/31/2238148YAB4CORPORATE BONDS465,000.0000464,990.70.03
WW GRAINGER INC 4.2% 05/15/47384802AD6CORPORATE BONDS100,000.000097,573.32.01
GWT 2017-WOLF D V/R 09/15/1939153AAL4ASSET BACKED272,000.0000273,194.71.02
GWT 2017-WOLF E V/R 09/15/1939153AAN0ASSET BACKED422,000.0000425,044.18.03
GWT 2017-WOLF F V/R 09/15/1939153AAQ3ASSET BACKED225,000.0000226,622.86.02
GULFPORT ENERG 6.375% 05/15/25402635AL0CORPORATE BONDS235,000.0000225,597.65.01
HSBC USA INC 2.375% 11/13/1940428HPN6CORPORATE BONDS1,000,000.0000995,213.56.07
HALLIBURTON CO 5% 11/15/45406216BK6CORPORATE BONDS250,000.0000269,631.06.02
HVMLT 2006-14 2A V/R 01/25/4741162NAC1ASSET BACKED10,170,068.08009,647,928.65.64
HASBRO INC 3.5% 09/15/27418056AV9CORPORATE BONDS95,000.000087,840.74.01
SNVA 2017-1A A 4.94% 09/20/2342329GAA8ASSET BACKED4,753,962.39004,841,310.27.32
HESS CORP 5.8% 04/01/4742809HAH0CORPORATE BONDS250,000.0000262,645.41.02
HP ENTERPRISE CO 3.6% 10/15/20HPE2042824CAG4CORPORATE BONDS100,000.0000100,738.53.01
HP ENTERPRISE CO 6.2% 10/15/35HPE3542824CAX7CORPORATE BONDS150,000.0000155,433.13.01
HEXION INC 10.375% 02/01/2242829LAD6CORPORATE BONDS205,000.0000201,156.25.01
HOME DEPOT INC 2.625% 06/01/22437076BG6CORPORATE BONDS250,000.0000246,231.97.02
HOME DEPOT INC 2.125% 09/15/26437076BN1CORPORATE BONDS250,000.0000224,263.83.01
HOME DEPOT INC 3.5% 09/15/56437076BP6CORPORATE BONDS250,000.0000216,998.52.01
HOST HOTELS & 3.875% 04/01/2444107TAX4CORPORATE BONDS500,000.0000491,484.17.03
HUMANA INC 4.8% 03/15/47444859BG6CORPORATE BONDS250,000.0000257,145.93.02
HUNTINGTON NAT 2.375% 03/10/20446438RU9CORPORATE BONDS500,000.0000494,005.00.03
ICAHN ENTERPRIS 6.25% 02/01/22451102BJ5CORPORATE BONDS230,000.0000235,462.50.02
ILLINOIS ST 5.1% 06/01/33452151LF8MUNICIPAL BONDS250,000.0000240,630.00.02
ILLINOIS ST 6.725% 04/01/35452152FA4MUNICIPAL BONDS100,000.0000105,496.00.01
INTEL CORP 4.1% 05/19/46458140AV2CORPORATE BONDS250,000.0000252,946.57.02
IBM CORP 4% 06/20/42459200HF1CORPORATE BONDS100,000.000098,448.15.01
IBM CORP 2.5% 01/27/22459200JQ5CORPORATE BONDS250,000.0000245,921.81.02
IBM CORP 3.3% 01/27/27459200JR3CORPORATE BONDS250,000.0000244,247.48.02
INTERNATIONAL PAPE 3% 02/15/27460146CP6CORPORATE BONDS500,000.0000454,271.74.03
INTERNATIONAL PA 4.4% 08/15/47460146CQ4CORPORATE BONDS100,000.000092,301.44.01
IHSFR 2018-SFR1 V/R 03/17/2046185JAE8ASSET BACKED2,240,000.00002,257,620.51.15
IHSFR 2018-SFR1 V/R 03/17/2046185JAG3ASSET BACKED1,425,000.00001,433,573.37.10
INFORMATICA LL 7.125% 07/15/23465349AA6CORPORATE BONDS230,000.0000233,450.00.02
JPMORGAN CHASE 4.25% 10/15/20JPM20B46625HHU7CORPORATE BONDS250,000.0000256,070.18.02
JPMORGAN CHASE 3.875% 09/10/24JPM24C46625HJY7CORPORATE BONDS200,000.0000198,050.57.01
JPMORGAN CHASE 3.625% 12/01/2746625HRX0CORPORATE BONDS250,000.0000235,808.01.02
JPMORGAN CHASE & V/R 02/01/2846625HRY8CORPORATE BONDS250,000.0000244,272.31.02
JPMCC 2012-C8 2.829% 09/15/2246638UAC0ASSET BACKED955,673.6500939,551.15.06
JPMBB 2015-C27 C V/R 02/15/2546644ABM3ASSET BACKED1,667,000.00001,624,710.71.11
JPMBB 2015-C28 C V/R 03/15/2546644FAK7ASSET BACKED1,906,000.00001,827,341.29.12
JPMORGAN CHASE & V/R 02/22/4846647PAA4CORPORATE BONDS250,000.0000240,861.31.02
JPMORGAN CHASE & V/R 07/24/3846647PAJ5CORPORATE BONDS250,000.0000233,045.54.02
JPMORGAN CHASE & V/R 01/23/2946647PAM8CORPORATE BONDS250,000.0000237,739.53.02
JPMCC 2017-FL10 V/R 06/15/2246648DAG7ASSET BACKED214,000.0000214,232.13.01
JPMCC 2017-FL10 V/R 06/15/2246648DAJ1ASSET BACKED161,000.0000161,904.29.01
JPMCC 2017-FL10 V/R 06/15/2246648DAL6ASSET BACKED523,000.0000521,920.63.03
JEFFERIES GRP L 4.85% 01/15/2747233JAG3CORPORATE BONDS250,000.0000247,191.46.02
JIMMY 2017-1A 4.846% 07/30/2747760QAB9ASSET BACKED992,500.00001,004,539.03.07
JOHNSON & JOHNS 2.25% 03/03/22478160CD4CORPORATE BONDS250,000.0000244,369.11.02
JOHNSON & JOHNS 2.95% 03/03/27478160CE2CORPORATE BONDS150,000.0000144,905.37.01
JOHNSON & JOHN 3.625% 03/03/37478160CF9CORPORATE BONDS250,000.0000246,035.81.02
JP MORGAN CHASE 1.65% 09/23/1948125LRG9CORPORATE BONDS1,000,000.0000987,340.00.07
JPMORGAN CHASE & 5.4% 01/06/42JPM4248126BAA1CORPORATE BONDS150,000.0000168,619.77.01
JPMORGAN CHASE 2.972% 01/15/2348128BAB7CORPORATE BONDS250,000.0000243,932.57.02
KLA-TENCOR CORP 4.65% 11/01/24482480AE0CORPORATE BONDS125,000.0000129,834.30.01
KENNEDY-WILSON 5.875% 04/01/24489399AK1CORPORATE BONDS190,000.0000186,675.00.01
KINDER MORGAN E 6.95% 01/15/38KMP38494550AW6CORPORATE BONDS150,000.0000177,612.70.01
KINDER MORGAN ENER 5% 08/15/42494550BN5CORPORATE BONDS75,000.000071,336.70.00
KINDER MORGAN EN 3.5% 03/01/21494550BT2CORPORATE BONDS125,000.0000124,972.99.01
KINDER MORGAN E 4.25% 09/01/24494550BV7CORPORATE BONDS100,000.0000100,523.05.01
KINDER MORGAN I 5.05% 02/15/4649456BAJ0CORPORATE BONDS250,000.0000242,109.63.02
KINDER MORGAN IN 4.3% 03/01/2849456BAP6CORPORATE BONDS550,000.0000538,383.82.04
KRAFT HEINZ FOODS 3% 06/01/2650077LAD8CORPORATE BONDS500,000.0000454,759.69.03
KRAFT HEINZ FOOD 2.8% 07/02/2050077LAH9CORPORATE BONDS910,000.0000904,548.75.06
KRAFT HEINZ FOOD 5.2% 07/15/4550077LAM8CORPORATE BONDS250,000.0000249,769.41.02
KROGER CO 4.45% 02/01/47501044DG3CORPORATE BONDS200,000.0000182,753.03.01
KRONOS ACQUISITION 9% 08/15/2350106GAA0CORPORATE BONDS110,000.0000100,375.00.01
L3 TECHNOLOGIES 5.2% 10/15/19LLL/19502413AY3CORPORATE BONDS250,000.0000257,881.32.02
LABORATORY CORP 3.6% 02/01/2550540RAQ5CORPORATE BONDS1,050,000.00001,030,315.68.07
LEVEL 3 FINANC 5.375% 08/15/22527298BD4CORPORATE BONDS465,000.0000465,000.00.03
LOCKHEED MARTIN 3.55% 01/15/26539830BH1CORPORATE BONDS250,000.0000247,742.46.02
LOCKHEED MARTIN 4.7% 05/15/46539830BL2CORPORATE BONDS250,000.0000265,866.81.02
LOS ANGELES CA 6.75% 08/01/4954438CPA4MUNICIPAL BONDS100,000.0000147,890.00.01
LOS ANGELES CA 6.603% 07/01/50544495WA8MUNICIPAL BONDS150,000.0000216,867.00.01
LOS ANGELES CA 6.758% 07/01/34544646ZR6MUNICIPAL BONDS150,000.0000197,863.50.01
LOWE'S COS INC 3.7% 04/15/46548661DN4CORPORATE BONDS250,000.0000228,621.99.02
LTF MERGER SUB I 8.5% 06/15/2354910HAA6CORPORATE BONDS440,000.0000457,600.00.03
MPLX LP 5.2% 03/01/4755336VAL4CORPORATE BONDS250,000.0000254,470.45.02
MPT OPER PARTNE 5.25% 08/01/2655342UAG9CORPORATE BONDS250,000.0000242,500.00.02
MACYS RETAIL HLD 4.5% 12/15/3455616XAM9CORPORATE BONDS150,000.0000131,361.50.01
MARATHON PETRO 5.125% 03/01/21MPC2156585AAD4CORPORATE BONDS250,000.0000261,527.03.02
MFT 2017-2A A 2.39% 07/15/2457108PAA3ASSET BACKED424,784.4900423,822.48.03
MFT 2018-1A A 2.61% 03/15/2857109TAA4ASSET BACKED831,829.1000829,572.76.06
MASSACHUSETTS 5.456% 12/01/3957582PUE8MUNICIPAL BONDS100,000.0000120,603.00.01
MASTERCARD INC 3.95% 02/26/4857636QAK0CORPORATE BONDS250,000.0000255,451.25.02
MATCH GROUP INC 5% 12/15/2757665RAG1CORPORATE BONDS235,000.0000223,285.25.01
MATTERHORN MERG/ 8.5% 06/01/26577088AA5CORPORATE BONDS145,000.0000141,012.50.01
MCDONALD'S COR 4.875% 12/09/4558013MFA7CORPORATE BONDS75,000.000079,978.67.01
MCDONALD'S CORP 3.5% 03/01/2758013MFB5CORPORATE BONDS250,000.0000244,682.92.02
MCDONALD'S CORP 4.45% 03/01/4758013MFC3CORPORATE BONDS250,000.0000251,225.50.02
MEDTRONIC INC 4.625% 03/15/45585055BU9CORPORATE BONDS250,000.0000268,922.34.02
MERCK SHARP & DOHM 5% 06/30/19MRK19589331AN7CORPORATE BONDS250,000.0000256,270.78.02
MERCK & CO INC 3.7% 02/10/4558933YAT2CORPORATE BONDS250,000.0000239,772.97.02
MLMT 2005-MKB2 F V/R 09/12/4259022HGQ9ASSET BACKED1,817,000.00001,888,814.20.13
BANK OF AMERICA 7.75% 05/14/38BAC/38A59023VAA8CORPORATE BONDS250,000.0000341,960.24.02
METLIFE INC 4.6% 05/13/4659156RBR8CORPORATE BONDS250,000.0000255,950.86.02
MET TRANSPRTN 7.336% 11/15/3959259NZH9MUNICIPAL BONDS150,000.0000221,754.00.01
MICROSOFT CORP 3.45% 08/08/36594918BS2CORPORATE BONDS250,000.0000240,139.36.02
MICROSOFT CORP 1.85% 02/06/20594918BV5CORPORATE BONDS500,000.0000494,253.74.03
MICROSOFT CORP 2.4% 02/06/22594918BW3CORPORATE BONDS250,000.0000245,409.03.02
MICROSOFT CORP 2.875% 02/06/24594918BX1CORPORATE BONDS250,000.0000245,937.29.02
MICROSOFT CORP 3.3% 02/06/27594918BY9CORPORATE BONDS250,000.0000246,911.46.02
MICROSOFT CORP 4.25% 02/06/47594918CA0CORPORATE BONDS750,000.0000792,511.44.05
MICROCHIP TECH 4.333% 06/01/23595017AL8CORPORATE BONDS925,000.0000928,898.59.06
MID-AMERICA APA 3.75% 06/15/2459523UAL1CORPORATE BONDS250,000.0000247,113.62.02
MIDAMERICAN ENER 3.1% 05/01/27595620AQ8CORPORATE BONDS500,000.0000478,434.47.03
BERKSHIRE HATH 6.125% 04/01/36BRK.B/3659562VAM9CORPORATE BONDS200,000.0000250,978.57.02
BERKSHIRE HATHA 5.15% 11/15/4359562VBD8CORPORATE BONDS250,000.0000285,089.38.02
MOLSON COORS BR 2.25% 03/15/2060871RAP5CORPORATE BONDS500,000.0000491,518.32.03
MONSANTO CO 4.4% 07/15/44MON4461166WAP6CORPORATE BONDS250,000.0000235,675.84.02
MOODY'S CORPORA 2.75% 12/15/21615369AG0CORPORATE BONDS300,000.0000294,102.85.02
MSC 2016-BNK2 XA V/R 11/15/4961690YBV3ASSET BACKED25,499,060.38001,637,728.15.11
MSC 2016-UB12 XA V/R 11/15/2661691EBB0ASSET BACKED14,679,334.3900681,336.90.05
MSBAM 2016-C32 X V/R 12/15/2661691GAT7ASSET BACKED35,201,761.18001,698,618.74.11
MORGAN STANLEY 4.35% 09/08/26MS26A6174467Y9CORPORATE BONDS250,000.0000248,641.70.02
MORGAN STANLEY V/R 07/22/2861744YAK4CORPORATE BONDS250,000.0000238,336.31.02
MORGAN STANLEY V/R 01/24/2961744YAP3CORPORATE BONDS250,000.0000241,572.40.02
MORGAN STANLEY V/R 04/24/2461744YAQ1CORPORATE BONDS955,000.0000952,069.91.06
MSC 2011-C1 D V/R 02/15/21617458AS3ASSET BACKED1,964,000.00002,034,175.68.13
MORGAN STANLEY 2.625% 11/17/2161746BED4CORPORATE BONDS500,000.0000487,735.35.03
MORGAN STANLEY 7.3% 05/13/19MS19A61747YCG8CORPORATE BONDS1,000,000.00001,041,003.32.07
MORGAN STANLEY 6.375% 07/24/42MS42617482V92CORPORATE BONDS250,000.0000310,046.08.02
MSBAM 2014-C1 3.773% 01/15/2461763KAZ7ASSET BACKED500,000.0000507,777.50.03
MSBAM 2014-C17 C V/R 07/15/2461763UBE1ASSET BACKED2,000,000.00001,965,560.60.13
MSBAM 2014-C19 X V/R 12/15/2461764PBV3ASSET BACKED26,635,486.35001,149,574.27.08
MSBAM 2016-C31 C V/R 10/15/2661766RBE5ASSET BACKED852,000.0000832,361.40.06
MSC 2016-UB11 XA V/R 08/15/2661767FBB6ASSET BACKED18,286,376.84001,677,725.70.11
MOSAIC CO 4.05% 11/15/2761945CAG8CORPORATE BONDS465,000.0000442,114.93.03
MOSS CREEK RESOU 7.5% 01/15/2661965RAA3CORPORATE BONDS115,000.0000114,137.50.01
MOTEL 2017-MTL6 V/R 08/15/1961975FAA7ASSET BACKED961,667.4400963,499.42.06
NRG ENERGY INC 6.25% 07/15/22629377BW1CORPORATE BONDS200,000.0000206,000.00.01
NATIONAL RURAL 3.05% 02/15/22NRU22637432MQ5CORPORATE BONDS250,000.0000248,549.74.02
NAVIENT CORP 6.5% 06/15/2263938CAF5CORPORATE BONDS315,000.0000325,237.50.02
NEW JERSEY ST 7.414% 01/01/40646139W35MUNICIPAL BONDS100,000.0000146,655.00.01
NEW YORK LIFE GL 2.3% 06/10/2264952WCS0CORPORATE BONDS405,000.0000390,650.53.03
NEW YORK CITY N 5.44% 06/15/4364972FT63MUNICIPAL BONDS125,000.0000153,606.25.01
NEW YORK ST URBA 2.1% 03/15/226500354S4MUNICIPAL BONDS205,000.0000201,562.15.01
NEWELL BRANDS I 3.15% 04/01/21651229AU0CORPORATE BONDS250,000.0000247,691.76.02
NEWELL BRANDS 5.375% 04/01/36651229AX4CORPORATE BONDS125,000.0000126,901.49.01
NEWELL BRANDS IN 5.5% 04/01/46651229AY2CORPORATE BONDS345,000.0000348,437.59.02
NEXTERA ENERGY 3.55% 05/01/2765339KAT7CORPORATE BONDS250,000.0000240,543.81.02
NEXSTAR BROADC 5.625% 08/01/2465341XAA6CORPORATE BONDS210,000.0000205,411.50.01
NEXTERA ENERGY 4.25% 09/15/2465342QAC6CORPORATE BONDS420,000.0000403,200.00.03
NFP CORP 6.875% 07/15/2565342RAA8CORPORATE BONDS235,000.0000232,062.50.02
NISOURCE INC 3.49% 05/15/2765473QBE2CORPORATE BONDS150,000.0000143,969.63.01
NISOURCE INC 4.375% 05/15/4765473QBF9CORPORATE BONDS100,000.000098,040.13.01
NAROT 2017-A A 1.74% 08/16/21654747AD6ASSET BACKED2,000,000.00001,974,681.00.13
NOBLE ENERGY IN 4.95% 08/15/47655044AN5CORPORATE BONDS150,000.0000154,951.17.01
NOBLE ENERGY IN 3.85% 01/15/28655044AP0CORPORATE BONDS150,000.0000146,411.56.01
NORDSTROM INC 4% 03/15/27655664AS9CORPORATE BONDS300,000.0000286,436.28.02
NORFOLK SOUTHERN 2.9% 06/15/26655844BS6CORPORATE BONDS250,000.0000235,123.28.02
NORTHERN STATES 3.6% 05/15/46665772CP2CORPORATE BONDS250,000.0000232,501.20.02
NORTHROP GRUMMA 4.03% 10/15/47666807BP6CORPORATE BONDS100,000.000093,769.46.01
NORTHROP GRUMMA 2.55% 10/15/22666807BQ4CORPORATE BONDS200,000.0000193,188.76.01
NORTHWELL HEALT 4.26% 11/01/47667274AC8CORPORATE BONDS10,000.00009,606.28.00
NOVARTIS CAPITAL 1.8% 02/14/2066989HAL2CORPORATE BONDS250,000.0000246,351.16.02
NOVARTIS CAPITAL 2.4% 05/17/2266989HAM0CORPORATE BONDS250,000.0000243,823.49.02
NOVARTIS CAPITAL 3.1% 05/17/2766989HAN8CORPORATE BONDS150,000.0000144,632.91.01
OHART 2017-NPL2 V/R 07/25/5767134WAA5ASSET BACKED14,037,693.220013,907,158.11.92
OCCIDENTAL PETRO 4.1% 02/01/21OXY21674599BY0CORPORATE BONDS125,000.0000128,280.59.01
OCCIDENTAL PETRO 4.4% 04/15/46674599CJ2CORPORATE BONDS100,000.0000102,097.95.01
OMNICOM GP/OMNIC 3.6% 04/15/2668217FAA0CORPORATE BONDS100,000.000095,549.10.01
ONCOR ELECTRIC D 5.3% 06/01/4268233JAS3CORPORATE BONDS100,000.0000118,846.11.01
ONEOK INC 4% 07/13/27682680AS2CORPORATE BONDS250,000.0000243,987.00.02
ORACLE CORP 3.85% 07/15/3668389XBH7CORPORATE BONDS250,000.0000245,560.09.02
ORACLE CORP 4% 07/15/4668389XBJ3CORPORATE BONDS250,000.0000243,924.13.02
ORACLE CORP 1.9% 09/15/2168389XBK0CORPORATE BONDS500,000.0000483,399.10.03
ORACLE CORP 2.65% 07/15/2668389XBM6CORPORATE BONDS500,000.0000465,524.36.03
ORACLE CORP 2.95% 11/15/2468389XBS3CORPORATE BONDS100,000.000097,023.99.01
OOMLT 2007-6 1A1 V/R 07/25/3768403KAQ8ASSET BACKED15,904,053.350013,642,159.80.91
PECO ENERGY CO 4.15% 10/01/44693304AS6CORPORATE BONDS250,000.0000255,998.51.02
PFP 2017-3 C V/R 11/14/1969345BAG9ASSET BACKED1,667,000.00001,675,867.27.11
PNC FINANCIAL SE 3.9% 04/29/24693475AP0CORPORATE BONDS150,000.0000150,565.91.01
PPL CAPITAL FUND 3.4% 06/01/2369352PAF0CORPORATE BONDS100,000.000098,823.65.01
PPL CAPITAL FUND 3.1% 05/15/2669352PAL7CORPORATE BONDS250,000.0000233,388.91.02
PNC BANK NA 2.625% 02/17/2269353RFB9CORPORATE BONDS500,000.0000488,935.48.03
PRPM 2017-2A A1 V/R 09/25/2269358NAA0ASSET BACKED12,693,932.430012,630,067.99.84
PSEG POWER LLC 3% 06/15/2169362BBB7CORPORATE BONDS125,000.0000123,878.34.01
PACCAR FINANCIA 1.95% 02/27/2069371RN69CORPORATE BONDS300,000.0000296,039.98.02
PACIFIC GAS & E 6.05% 03/01/34PCG/34694308GE1CORPORATE BONDS250,000.0000289,523.56.02
PACIFIC GAS & EL 3.3% 03/15/27694308HS9CORPORATE BONDS250,000.0000232,182.38.02
PAR PETRO LLC / 7.75% 12/15/2569889MAA0CORPORATE BONDS115,000.0000117,300.00.01
PARKER-HANNIFIN 3.25% 03/01/27701094AJ3CORPORATE BONDS400,000.0000388,106.21.03
PARKER-HANNIFIN 4.1% 03/01/47701094AL8CORPORATE BONDS200,000.0000199,752.73.01
PEABODY ENERGY COR 6% 03/31/2270457LAA2CORPORATE BONDS225,000.0000229,995.00.02
PENSKE TRUCK LEA 4.2% 04/01/27709599AX2CORPORATE BONDS225,000.0000221,946.39.01
PEPSICO INC 2.75% 03/05/22PEP22713448BY3CORPORATE BONDS500,000.0000496,206.95.03
PEPSICO INC 2.375% 10/06/26713448DN5CORPORATE BONDS150,000.0000136,741.41.01
PEPSICO INC 3.45% 10/06/46713448DP0CORPORATE BONDS250,000.0000224,213.88.01
PFIZER INC 1.7% 12/15/19717081EB5CORPORATE BONDS500,000.0000493,086.26.03
PFIZER INC 4% 12/15/36717081EC3CORPORATE BONDS250,000.0000253,035.67.02
PFIZER INC 4.125% 12/15/46717081ED1CORPORATE BONDS250,000.0000252,611.06.02
PHILIP MORRIS 4.125% 03/04/43718172AW9CORPORATE BONDS100,000.000093,830.74.01
PHILIP MORRIS INTL 2% 02/21/20718172BX6CORPORATE BONDS250,000.0000246,502.36.02
PHILIP MORRIS 2.625% 02/18/22718172BZ1CORPORATE BONDS500,000.0000488,533.08.03
PHILLIPS 66 4.3% 04/01/22718546AC8CORPORATE BONDS250,000.0000258,976.00.02
PHILLIPS 66 4.875% 11/15/44PSX44718546AL8CORPORATE BONDS250,000.0000264,768.21.02
PILGRIM'S PRIDE 5.75% 03/15/2572147KAC2CORPORATE BONDS235,000.0000226,775.00.02
PLAINS ALL AMER 4.5% 12/15/2672650RBL5CORPORATE BONDS250,000.0000246,484.90.02
PLASTIPAK HOLDI 6.25% 10/15/25727610AN7CORPORATE BONDS120,000.0000114,600.00.01
PORT AUTH OF N 4.458% 10/01/6273358WJA3MUNICIPAL BONDS200,000.0000216,112.00.01
POST HOLDINGS IN 5.5% 03/01/25737446AL8CORPORATE BONDS420,000.0000413,700.00.03
PRIME SECSRVC B 9.25% 05/15/2374166MAA4CORPORATE BONDS247,000.0000261,745.90.02
PROCTER & GAMBLE 1.9% 11/01/19742718EG0CORPORATE BONDS250,000.0000247,788.12.02
PROCTER & GAMBL 1.75% 10/25/19742718EZ8CORPORATE BONDS250,000.0000247,765.03.02
PROCTER & GAMBLE 3.5% 10/25/47742718FB0CORPORATE BONDS250,000.0000233,078.63.02
PROGRESSIVE CO 4.125% 04/15/47743315AS2CORPORATE BONDS150,000.0000148,098.25.01
RIVERBED TECHN 8.875% 03/01/2374339KAA0CORPORATE BONDS185,000.0000173,437.50.01
PROV ST JOSEPH 3.93% 10/01/48743756AE8CORPORATE BONDS8,000.00007,754.74.00
PRUDENTIAL FINANC V/R 06/15/43744320AM4CORPORATE BONDS250,000.0000260,000.00.02
PRUDENTIAL FIN 3.935% 12/07/49744320BA9CORPORATE BONDS343,000.0000315,049.94.02
PRUDENTIAL FIN 7.375% 06/15/19PRU1974432QBG9CORPORATE BONDS500,000.0000522,902.97.03
PRUDENTIAL FINAN 3.5% 05/15/2474432QBZ7CORPORATE BONDS775,000.0000775,528.08.05
PUBLIC SERVICE 2.65% 11/15/22744573AL0CORPORATE BONDS100,000.000096,464.08.01
QEP RESOURCES I 5.25% 05/01/2374733VAC4CORPORATE BONDS355,000.0000347,456.25.02
QUALCOMM INC 3% 05/20/22747525AE3CORPORATE BONDS500,000.0000492,078.31.03
QUALCOMM INC 4.65% 05/20/35747525AJ2CORPORATE BONDS100,000.0000101,547.15.01
RALI 2007-QH5 AI V/R 06/25/3775116EAD4ASSET BACKED26,001,947.330014,385,509.76.95
REGENCY CENTERS 4.4% 02/01/4775884RAW3CORPORATE BONDS250,000.0000238,278.61.02
REPUBLIC SERVI 3.375% 11/15/27760759AS9CORPORATE BONDS375,000.0000358,114.51.02
RALI 2005-QS13 5.5% 09/25/35761118GU6ASSET BACKED3,041,621.63002,831,650.28.19
REYNOLDS AMERIC 5.85% 08/15/45761713BB1CORPORATE BONDS250,000.0000277,586.82.02
REYNOLDS AMERICAN 4% 06/12/22761713BF2CORPORATE BONDS765,000.0000773,254.89.05
REYNOLDS AMERI 6.875% 05/01/20761713BT2CORPORATE BONDS500,000.0000533,176.75.04
ROCKWELL COLLINS 3.2% 03/15/24774341AJ0CORPORATE BONDS100,000.000096,544.18.01
RPT 2017-ROSS A V/R 06/15/2077846EAA3ASSET BACKED429,000.0000430,077.43.03
RPT 2017-ROSS B V/R 06/15/2077846EAE5ASSET BACKED429,000.0000430,077.18.03
RYDER SYSTEM INC 2.8% 03/01/2278355HKD0CORPORATE BONDS300,000.0000293,519.86.02
SBA TOWER TRUS 3.168% 04/11/2278403DAL4CORPORATE BONDS1,500,000.00001,482,675.00.10
SABINE PASS LIQ 5.75% 05/15/24785592AJ5CORPORATE BONDS100,000.0000107,351.31.01
SABINE PASS LIQUEF 5% 03/15/27785592AS5CORPORATE BONDS645,000.0000664,451.94.04
SABINE PASS LIQU 4.2% 03/15/28785592AU0CORPORATE BONDS400,000.0000388,651.66.03
SAN DIEGO G & E 6% 06/01/39797440BK9CORPORATE BONDS100,000.0000127,042.53.01
SANTANDER HOLDIN 3.4% 01/18/2380282KAS5CORPORATE BONDS450,000.0000435,514.44.03
CHARLES SCHWAB C 3.2% 03/02/27808513AQ8CORPORATE BONDS250,000.0000240,692.59.02
SELECT MEDICAL 6.375% 06/01/21816196AQ2CORPORATE BONDS315,000.0000319,331.25.02
SEMPRA ENERGY 4.05% 12/01/23816851AU3CORPORATE BONDS125,000.0000127,567.99.01
SERVICEMASTER 5.125% 11/15/24817610AA6CORPORATE BONDS120,000.0000116,250.00.01
SHERWIN-WILLIAM 2.25% 05/15/20824348AT3CORPORATE BONDS250,000.0000246,277.05.02
SIMON PROPERTY 3.375% 10/01/24828807CS4CORPORATE BONDS100,000.000097,791.87.01
SIMON PROPERTY 2.35% 01/30/22828807DA2CORPORATE BONDS500,000.0000482,852.05.03
SIRIUS XM RADI 5.375% 07/15/2682967NAW8CORPORATE BONDS150,000.0000145,125.00.01
SIX FLAGS ENTE 4.875% 07/31/2483001AAB8CORPORATE BONDS550,000.0000530,750.00.04
SMITHFIELD FOOD 4.25% 02/01/27832248AZ1CORPORATE BONDS480,000.0000463,684.76.03
SOFI 2018-B BF 3.83% 01/25/2783404RAC2ASSET BACKED1,000,000.00001,000,520.70.07
SOUTH CAROLINA E 4.5% 06/01/64837004CH1CORPORATE BONDS75,000.000069,245.14.00
SOUTHERN CAL ED 4.05% 03/15/42842400FV0CORPORATE BONDS125,000.0000122,017.51.01
SOUTHERN CAL EDISO 4% 04/01/47842400GG2CORPORATE BONDS250,000.0000242,264.10.02
SOUTHERN CALIF 3.15% 09/15/24842434CM2CORPORATE BONDS150,000.0000147,761.19.01
SOUTHERN CO 1.85% 07/01/19SO19A842587CQ8CORPORATE BONDS645,000.0000638,068.92.04
SOUTHERN CO 4.4% 07/01/46842587CX3CORPORATE BONDS250,000.0000249,220.92.02
SOUTHERN COPPER 6.75% 04/16/4084265VAE5CORPORATE BONDS125,000.0000146,060.76.01
SOUTHERN COPPE 3.875% 04/23/2584265VAH8CORPORATE BONDS125,000.0000123,820.51.01
SOUTHERN CO GAS 4.4% 05/30/478426EPAC2CORPORATE BONDS150,000.0000149,140.79.01
SOUTHWESTERN ELE 3.9% 04/01/45845437BN1CORPORATE BONDS250,000.0000235,088.19.02
SOUTHWESTERN PUB 4.5% 08/15/41845743BN2CORPORATE BONDS100,000.0000105,766.41.01
SPRINGLEAF FIN 7.125% 03/15/2685172FAN9CORPORATE BONDS75,000.000074,977.50.00
SPRINT CORP 7.125% 06/15/2485207UAH8CORPORATE BONDS350,000.0000352,625.00.02
STANFORD HEALT 3.795% 11/15/4885434VAA6CORPORATE BONDS7,000.00006,757.38.00
SUNCOKE ENRGY PA 7.5% 06/15/2586723CAF5CORPORATE BONDS230,000.0000233,450.00.02
SUNOCO LOGISTIC 4.25% 04/01/24SXL2486765BAN9CORPORATE BONDS100,000.000098,988.13.01
SUNTRUST BANK 2.25% 01/31/2086787EAR8CORPORATE BONDS500,000.0000494,587.91.03
SYSCO CORPORATI 3.25% 07/15/27871829BF3CORPORATE BONDS485,000.0000458,428.46.03
NUVEEN FINANCE 4.125% 11/01/2487246YAC0CORPORATE BONDS890,000.0000894,402.64.06
TENET HEALTHCARE C 7% 08/01/2587248NAE8CORPORATE BONDS235,000.0000233,531.25.02
TAPSTONE ENERGY 9.75% 06/01/2287610CAA0CORPORATE BONDS135,000.0000114,581.25.01
TARGA RESOURCE 5.875% 04/15/2687612BBH4CORPORATE BONDS160,000.0000160,750.40.01
TARGET CORP 2.9% 01/15/22TGT2287612EAZ9CORPORATE BONDS100,000.000099,952.58.01
TARGET CORP 3.5% 07/01/24TGT2487612EBD7CORPORATE BONDS125,000.0000126,007.35.01
TARGET CORP 3.9% 11/15/4787612EBG0CORPORATE BONDS100,000.000093,775.14.01
TECH DATA CORP 3.7% 02/15/22878237AG1CORPORATE BONDS300,000.0000295,947.30.02
TEMPUR SEALY INT 5.5% 06/15/2688023UAG6CORPORATE BONDS245,000.0000236,425.00.02
TEAM HEALTH HO 6.375% 02/01/2588047PAA2CORPORATE BONDS265,000.0000229,225.00.02
TERRAFORM POWER 4.25% 01/31/2388104LAC7CORPORATE BONDS125,000.0000120,625.00.01
TEXAS ST 5.517% 04/01/39882722KF7MUNICIPAL BONDS75,000.000093,387.00.01
THERMO FISHER SC 4.1% 08/15/47883556BY7CORPORATE BONDS250,000.0000237,914.96.02
TIME WARNER INC 4.85% 07/15/45TWX45887317AX3CORPORATE BONDS250,000.0000240,747.21.02
TIME WARNER INC 3.8% 02/15/27887317BB0CORPORATE BONDS500,000.0000483,131.43.03
TIME WARNER CABL 7.3% 07/01/38TWC3888732JAN8CORPORATE BONDS150,000.0000174,088.23.01
TIME WARNER CABLE 4% 09/01/21TWC21A88732JBA5CORPORATE BONDS500,000.0000502,536.26.03
TIME WARNER CABL 4.5% 09/15/4288732JBD9CORPORATE BONDS250,000.0000209,955.57.01
TOTAL SYSTEM SER 4.8% 04/01/26891906AC3CORPORATE BONDS125,000.0000129,888.83.01
TOYOTA MOTOR CR 1.55% 10/18/19TM/19D89236TDH5CORPORATE BONDS500,000.0000492,063.48.03
TRANSCONT GAS P 7.85% 02/01/26893574AH6CORPORATE BONDS250,000.0000305,585.05.02
TRAVELERS COS I 5.35% 11/01/40TRV/4089417EAH2CORPORATE BONDS125,000.0000146,162.01.01
TRIUMPH GROUP I 7.75% 08/15/25896818AP6CORPORATE BONDS230,000.0000231,725.00.02
21ST CENTURY F 3.375% 11/15/2690131HCB9CORPORATE BONDS250,000.0000241,362.26.02
21ST CENTURY FO 4.75% 11/15/4690131HCD5CORPORATE BONDS250,000.0000259,902.31.02
TSQ 2018-20TS F V/R 05/15/2390137LAL4ASSET BACKED491,000.0000459,283.86.03
TSQ 2018-20TS G V/R 05/15/2390137LAN0ASSET BACKED491,000.0000449,720.94.03
TYSON FOODS INC 4.55% 06/02/47902494BD4CORPORATE BONDS150,000.0000144,707.97.01
UBSC 2011-C1 D V/R 12/10/2190268TAQ7ASSET BACKED1,686,000.00001,777,063.39.12
UBSBB 2013-C5 XA V/R 03/10/4690270YAC3ASSET BACKED5,138,789.0100192,007.25.01
UBSCM 2017-C1 XA V/R 06/15/5090276EAF4ASSET BACKED7,110,487.9300744,453.15.05
UBSCM 2018-C8 C V/R 02/15/2890276VAK5ASSET BACKED979,000.0000969,404.33.06
UNION PACIFIC 3.875% 02/01/55907818EC8CORPORATE BONDS125,000.0000112,704.42.01
UNION PACIFIC C 3.35% 08/15/46907818EK0CORPORATE BONDS250,000.0000215,844.29.01
UNITED CONTINEN 4.25% 10/01/22910047AJ8CORPORATE BONDS440,000.0000424,296.40.03
US BANCORP 2.625% 01/24/2291159HHP8CORPORATE BONDS750,000.0000736,322.56.05
US TREAS BDS 6.125% 11/15/27912810FB9GOVERNMENT BONDS1,000,000.00001,270,273.44.08
UST BDS 5.25% 11/15/28912810FF0GOVERNMENT BONDS1,500,000.00001,822,617.18.12
US TREAS BDS 6.25% 05/15/30912810FM5GOVERNMENT BONDS3,500,000.00004,690,136.71.31
US TREAS BDS 5.375% 02/15/31912810FP8GOVERNMENT BONDS1,800,000.00002,276,507.81.15
US TREAS BDS 4.5% 05/15/38912810PX0GOVERNMENT BONDS2,800,000.00003,461,828.13.23
US TREAS BDS 4.375% 11/15/39912810QD3GOVERNMENT BONDS3,500,000.00004,285,175.79.28
US TREAS BDS 3.875% 08/15/40912810QK7GOVERNMENT BONDS3,500,000.00004,011,191.42.27
US TREAS BDS 4.375% 05/15/41912810QQ4GOVERNMENT BONDS3,000,000.00003,692,226.57.25
US TREAS BDS 3.125% 11/15/41912810QT8GOVERNMENT BONDS2,500,000.00002,556,152.35.17
US TREAS BDS 2.75% 08/15/42912810QX9GOVERNMENT BONDS3,500,000.00003,348,378.92.22
US TREAS BDS 2.75% 11/15/42912810QY7GOVERNMENT BONDS1,000,000.0000956,015.62.06
US TREAS BDS 3.125% 02/15/43912810QZ4GOVERNMENT BONDS11,400,000.000011,637,796.93.77
US TREAS BDS 3.75% 11/15/43912810RD2GOVERNMENT BONDS300,000.0000339,234.38.02
US TREAS BDS 3.125% 08/15/44912810RH3GOVERNMENT BONDS3,500,000.00003,572,187.50.24
US TREAS BDS 2.875% 08/15/45912810RN0GOVERNMENT BONDS500,000.0000486,972.66.03
US TREAS BDS 3% 11/15/45912810RP5GOVERNMENT BONDS5,850,000.00005,834,460.94.39
US TREAS BDS 2.5% 05/15/46912810RS9GOVERNMENT BONDS500,000.0000451,191.41.03
US TREAS BDS 3% 02/15/47912810RV2GOVERNMENT BONDS3,500,000.00003,488,652.34.23
US TREAS BDS 3% 05/15/47912810RX8GOVERNMENT BONDS1,000,000.0000995,820.31.07
US TREAS BDS 2.75% 08/15/47912810RY6GOVERNMENT BONDS1,000,000.0000947,382.81.06
US TREAS BDS 2.75% 11/15/47912810RZ3GOVERNMENT BONDS1,000,000.0000947,187.50.06
US TREAS NTS 1.375% 08/31/239128282D1GOVERNMENT BONDS6,000,000.00005,609,062.50.37
US TREAS NTS 1.5% 07/15/209128282J8GOVERNMENT BONDS3,000,000.00002,941,289.07.20
US TIPS 0.375% 07/15/279128282L3GOVERNMENT BONDS1,836,324.00001,780,187.91.12
US TREAS NTS 2.25% 08/15/279128282R0GOVERNMENT BONDS1,000,000.0000950,390.62.06
US TREAS NTS 1.875% 08/31/249128282U3GOVERNMENT BONDS1,000,000.0000949,375.00.06
US TREAS NTS 1.875% 09/30/229128282W9GOVERNMENT BONDS10,000,000.00009,679,687.50.64
US TREAS NTS 2.125% 09/30/249128282Y5GOVERNMENT BONDS400,000.0000384,890.62.03
US TREAS NTS 2.25% 11/15/279128283F5GOVERNMENT BONDS1,500,000.00001,424,003.91.09
US TREAS NTS 2.125% 11/30/249128283J7GOVERNMENT BONDS4,000,000.00003,843,906.24.26
US TREAS NTS 1.875% 12/15/209128283L2GOVERNMENT BONDS4,000,000.00003,937,968.76.26
US TREAS NTS 2.25% 12/31/249128283P3GOVERNMENT BONDS2,400,000.00002,323,218.74.15
US TREAS NTS 2.125% 01/31/21912828B58GOVERNMENT BONDS32,750,000.000032,408,427.652.15
US TREAS NTS 2.75% 02/15/24912828B66GOVERNMENT BONDS5,000,000.00005,002,539.05.33
US TREAS NTS 2.25% 03/31/21912828C57GOVERNMENT BONDS2,000,000.00001,983,984.38.13
US TREAS NTS 2.25% 11/15/24912828G38GOVERNMENT BONDS4,000,000.00003,874,375.00.26
US TREAS NTS 1.75% 02/28/22912828J43GOVERNMENT BONDS6,000,000.00005,811,562.50.39
US TREAS NTS 1.75% 03/31/22912828J76GOVERNMENT BONDS15,550,000.000015,048,876.991.00
US TREAS NTS 1.375% 09/30/20912828L65GOVERNMENT BONDS11,000,000.000010,725,429.66.71
US TREAS NTS 3.625% 08/15/19912828LJ7GOVERNMENT BONDS3,000,000.00003,046,289.07.20
US TREAS NTS 1.875% 10/31/22912828M49GOVERNMENT BONDS4,000,000.00003,868,906.24.26
US TREAS NTS 2.25% 11/15/25912828M56GOVERNMENT BONDS13,500,000.000012,986,367.12.86
US TREAS NTS 1.75% 12/31/20912828N48GOVERNMENT BONDS2,000,000.00001,961,796.88.13
US TREAS NTS 3.5% 05/15/20912828ND8GOVERNMENT BONDS7,000,000.00007,140,820.33.47
US TREAS NTS 2.625% 08/15/20912828NT3GOVERNMENT BONDS3,000,000.00003,010,078.14.20
US TREAS NTS 1.75% 01/31/23912828P38GOVERNMENT BONDS6,000,000.00005,757,421.86.38
WI TREASURY SE 1.5% 03/31/23912828Q29GOVERNMENT BONDS5,000,000.00004,732,812.50.31
US TREAS NTS 1.625% 05/15/26912828R36GOVERNMENT BONDS16,550,000.000015,122,562.501.00
US TREAS NTS 1.625% 05/31/23912828R69GOVERNMENT BONDS3,000,000.00002,850,468.75.19
US TREAS NTS 1.125% 06/30/21912828S27GOVERNMENT BONDS3,500,000.00003,350,703.13.22
US TREAS NTS 0.75% 09/30/18912828T42GOVERNMENT BONDS10,000,000.00009,958,203.00.66
US TREAS NTS 1% 10/15/19912828T59GOVERNMENT BONDS6,000,000.00005,889,843.72.39
US TREAS NTS 1.625% 10/31/23912828T91GOVERNMENT BONDS5,000,000.00004,725,976.55.31
US TREAS NTS 1.625% 08/15/22912828TJ9GOVERNMENT BONDS500,000.0000479,531.25.03
US TREAS NTS 1.375% 12/15/19912828U73GOVERNMENT BONDS6,000,000.00005,908,828.14.39
US TREAS NTS 1.375% 01/31/20912828UL2GOVERNMENT BONDS7,000,000.00006,884,882.83.46
US TREAS NTS 2.25% 12/31/23912828V23GOVERNMENT BONDS6,000,000.00005,850,468.72.39
US TREAS NTS 1.875% 01/31/22912828V72GOVERNMENT BONDS4,000,000.00003,895,156.24.26
US TREAS NTS 1.125% 04/30/20912828VA5GOVERNMENT BONDS3,000,000.00002,927,343.75.19
US TREAS NTS 1.375% 05/31/20912828VF4GOVERNMENT BONDS5,000,000.00004,896,679.70.32
US TREAS NTS 2.125% 02/29/24912828W48GOVERNMENT BONDS13,000,000.000012,573,437.50.83
US TREAS NTS 1.625% 03/15/20912828W63GOVERNMENT BONDS4,000,000.00003,945,156.24.26
US TREAS NTS 2.125% 03/31/24912828W71GOVERNMENT BONDS9,500,000.00009,180,859.38.61
US TREAS NTS 1.875% 03/31/22912828W89GOVERNMENT BONDS2,000,000.00001,944,765.62.13
US TREAS NTS 2.5% 05/15/24912828WJ5GOVERNMENT BONDS2,000,000.00001,971,953.12.13
US TIPS 0.125% 04/15/22912828X39GOVERNMENT BONDS1,847,070.00001,811,268.94.12
US TREAS NTS 2.375% 05/15/27912828X88GOVERNMENT BONDS400,000.0000384,843.75.03
US TREAS NTS 1.5% 5/31/20912828XE5GOVERNMENT BONDS15,300,000.000015,021,492.261.00
US TREAS NTS 1.625% 06/30/20912828XH8GOVERNMENT BONDS4,000,000.00003,934,062.48.26
US TREAS NTS 2% 05/31/24912828XT2GOVERNMENT BONDS900,000.0000862,347.65.06
US TREAS NTS 1.5% 06/15/20912828XU9GOVERNMENT BONDS2,500,000.00002,453,906.25.16
US TREAS NTS 2% 06/30/24912828XX3GOVERNMENT BONDS4,000,000.00003,829,375.00.25
UNITED TECHNOLO 3.75% 11/01/46913017CJ6CORPORATE BONDS250,000.0000218,985.31.01
UNITED TECHNOLOG 2.3% 05/04/22913017CQ0CORPORATE BONDS500,000.0000482,056.13.03
UNITEDHEALTH G 2.125% 03/15/2191324PCU4CORPORATE BONDS750,000.0000731,988.29.05
UNITEDHEALTH GR 4.25% 04/15/4791324PCZ3CORPORATE BONDS250,000.0000252,372.66.02
UNIV OF CALIFOR 5.77% 05/15/4391412F7Y7MUNICIPAL BONDS75,000.000093,234.00.01
UNIV OF CALIFO 4.601% 05/15/3191412GTG0MUNICIPAL BONDS100,000.0000107,481.00.01
UNIV OF CALIFO 3.063% 07/01/2591412GU94MUNICIPAL BONDS25,000.000024,521.25.00
VALEANT PHARMACE 8.5% 01/31/2791911XAW4CORPORATE BONDS40,000.000040,650.00.00
VALERO ENERGY CO 4.9% 03/15/4591913YAT7CORPORATE BONDS75,000.000078,353.73.01
VENTAS REALTY 4.375% 02/01/4592277GAF4CORPORATE BONDS100,000.000093,312.66.01
VERIZON COMMUNIC 3.5% 11/01/24VZ24A92343VCR3CORPORATE BONDS520,000.0000509,895.56.03
VERIZON COMMUN 4.672% 03/15/5592343VCZ5CORPORATE BONDS75,000.000067,849.72.00
VERIZON COMMUN 2.946% 03/15/2292343VDQ4CORPORATE BONDS500,000.0000491,139.33.03
VERIZON COMMUN 5.012% 04/15/4992343VDS0CORPORATE BONDS750,000.0000734,926.40.05
VERIZON COMMUNI 5.25% 03/16/3792343VDU5CORPORATE BONDS500,000.0000519,126.34.03
VERIZON COMMUN 4.125% 03/16/2792343VDY7CORPORATE BONDS250,000.0000250,109.83.02
VERISK ANALYTI 4.125% 09/12/2292345YAC0CORPORATE BONDS125,000.0000127,383.22.01
VIACOM INC 5.85% 09/01/4392553PAU6CORPORATE BONDS200,000.0000203,957.34.01
VIRGINIA ELEC & 2.95% 01/15/22D/22927804FK5CORPORATE BONDS100,000.000098,690.73.01
VIRGINIA ELEC & PO 4% 01/15/43927804FL3CORPORATE BONDS250,000.0000243,170.23.02
VIRGINIA ELEC & 3.5% 03/15/27927804FX7CORPORATE BONDS250,000.0000245,700.18.02
VISA INC 2.8% 12/14/2292826CAC6CORPORATE BONDS750,000.0000739,256.54.05
VISA INC 4.15% 12/14/3592826CAE2CORPORATE BONDS100,000.0000104,470.21.01
VIZIENT INC 10.375% 03/01/2492856JAA8CORPORATE BONDS210,000.0000231,000.00.02
VOLT 2017-NPL3 A V/R 03/25/4792871YAA6ASSET BACKED10,486,645.650010,478,974.67.70
VOLT 2017-NPL8 A V/R 06/25/2092872DAA1ASSET BACKED5,336,129.68005,301,013.14.35
WFRBS 2012-C6 3.44% 01/15/2292936QAG3ASSET BACKED1,505,000.00001,518,100.72.10
WALMART INC 2.55% 04/11/23931142DH3CORPORATE BONDS250,000.0000243,902.56.02
WALMART INC 3.3% 04/22/24931142DP5CORPORATE BONDS250,000.0000251,990.90.02
WALMART INC 4.3% 04/22/44931142DQ3CORPORATE BONDS250,000.0000264,687.81.02
WALGREENS BOOTS 3.45% 06/01/26931427AQ1CORPORATE BONDS500,000.0000472,418.08.03
WMHE 2007-HE4 1A V/R 06/25/3793363XAA1ASSET BACKED11,185,225.00008,586,241.78.57
WMABS 2006-HE3 1 V/R 08/25/3693934MAA5ASSET BACKED16,927,326.550015,725,791.061.04
ALLERGAN FINANC 3.25% 10/01/22942683AF0CORPORATE BONDS100,000.000097,414.09.01
WELLCARE HEALTH 5.25% 04/01/2594946TAC0CORPORATE BONDS160,000.0000159,600.00.01
ANTHEM INC 3.3% 01/15/2394973VBA4CORPORATE BONDS765,000.0000755,858.73.05
ANTHEM INC 4.65% 01/15/4394973VBB2CORPORATE BONDS100,000.000097,268.57.01
WELLS FARGO & COMP 3% 10/23/26949746SH5CORPORATE BONDS500,000.0000463,978.93.03
WELLS FARGO & 3.069% 01/24/23949746SK8CORPORATE BONDS625,000.0000608,400.63.04
WELLS FARGO & CO 4.4% 06/14/46WFC4694974BGT1CORPORATE BONDS250,000.0000233,218.42.02
WELLS FARGO & C 4.75% 12/07/4694974BGU8CORPORATE BONDS250,000.0000245,635.23.02
WFCM 2010-C1 C 5.58% 10/15/5794987MAF8ASSET BACKED295,000.0000302,249.48.02
WELLS FARGO BAN 2.15% 12/06/1994988J5G8CORPORATE BONDS1,000,000.0000988,475.49.07
WFCM 2015-C27 3.894% 03/15/2594989DBC2ASSET BACKED1,356,000.00001,269,586.46.08
WFCM 2015-LC2 3.086% 03/15/2294989EAC1ASSET BACKED1,000,000.0000993,738.20.07
WFCM 2015-NXS4 E V/R 11/15/2594989XAL9ASSET BACKED2,581,000.00001,890,610.63.13
WFCM 2016-NXS6 X V/R 11/15/4995000KBE4ASSET BACKED11,085,203.85001,004,523.44.07
WFCM 2016-C33 XA V/R 03/15/5995000LBC6ASSET BACKED17,717,127.15001,694,060.32.11
WELLS FARGO & COM V/R 05/22/2895000U2A0CORPORATE BONDS710,000.0000678,597.24.05
WFCM 2017-C42 3.589% 12/15/2795001GAE3ASSET BACKED1,200,000.00001,185,464.40.08
WFCM 2017-C38 XA V/R 07/15/5095001MAH3ASSET BACKED10,461,155.3100753,246.07.05
WESTERN UNION CO 3.6% 03/15/22959802AU3CORPORATE BONDS300,000.0000298,532.24.02
WESTROCK CO 3.75% 03/15/2596145DAE5CORPORATE BONDS450,000.0000443,727.20.03
WHITING PETROL 6.625% 01/15/26966387BE1CORPORATE BONDS225,000.0000230,343.75.02
WILLIAMS PARTNER 5.1% 09/15/4596949LAC9CORPORATE BONDS250,000.0000250,402.94.02
WILLIAMS PARTNE 3.75% 06/15/2796949LAD7CORPORATE BONDS410,000.0000387,906.79.03
WISCONSIN ST G 3.154% 05/01/27977100GH3MUNICIPAL BONDS10,000.00009,765.60.00
WYNDHAM WORLDWI 4.15% 04/01/2498310WAP3CORPORATE BONDS300,000.0000296,313.64.02
XEROX CORPORATI 4.07% 03/17/22984121CP6CORPORATE BONDS400,000.0000393,534.33.03
XERIUM TECHNOLOG 9.5% 08/15/2198416JAE0CORPORATE BONDS75,000.000078,187.50.01
ZIMMER BIOMET HO 3.7% 03/19/2398956PAQ5CORPORATE BONDS555,000.0000552,050.51.04
DOW CHEMICAL C 4.625% 10/01/44BQSBHN8CORPORATE BONDS250,000.0000250,683.25.02
T/L SYNCREON HOLD 0% 10/28/20LX133033LOAN174,544.2700162,587.99.01
T/L CEVA GROUP PLC 0% 3/12/21LX135938LOAN144,443.7200144,052.28.01
T/L FEDERAL-MOGUL 0% 04/09/21LX136189LOAN511,750.7800515,645.20.03
T/L FTS INTL INC 0% 4/16/21LX136541LOAN358,591.9900359,936.71.02
T/L AMERICAN TIRE DISTRIBUTORS INC 0% 9/01/21LX143787LOAN247,296.7400214,426.06.01
T/L KENAN ADVANTAGE 0% 7/29/22LX146807LOAN633,508.7600635,092.53.04
T/L KRONOS ACQUI 0% 08/26/22LX147095LOAN590,000.0000592,212.50.04
T/L U.S. RENAL CARE INC 0% 12/30/2022LX148925LOAN335,000.0000333,184.30.02
T/L ERESEARCH TEC 0% 05/02/23LX152084LOAN415,000.0000417,938.20.03
T/L MULTIPLAN INC 0% 06/07/23LX152711LOAN388,668.9400389,205.30.03
T/L CENGAGE LEA 0% 06/07/23LX152766LOAN705,000.0000631,151.25.04
T/L CVENT INC 0% 11/29/2024LX153069LOAN465,000.0000463,837.50.03
T/L ULTIMATE FIGHTING CHAMPIONSHIP LTDREGD 0% 08/18/23LX153867LOAN638,517.6000640,567.24.04
T/L TEAM HEALTH 0% 02/06/24LX156377LOAN648,450.0000625,216.04.04
T/L PRIME SECURITY 0% 05/02/22LX157682LOAN410,000.0000408,413.30.03
T/L RADIATE HOLD 0% 02/01/2024LX157714LOAN409,445.0900403,151.92.03
T/L OPTIV SECURITY 0% 02/01/24LX158907LOAN156,814.5800152,894.22.01
T/L SOPHIA L P 0% 09/30/2022LX159036LOAN500,000.0000500,355.00.03
T/L REYNOLDS GROUP 0% 02/05/23LX159202LOAN245,000.0000245,409.15.02
T/L BJ'S WHOLESALE CLUB INC 0% 2/3/24LX159354LOAN643,056.5400643,570.99.04
T/L TKC HOLDINGS 0% 02/01/2023LX159454LOAN638,550.0000641,742.75.04
T/L CHANGE HEALTH ZCP 03/01/24LX159695LOAN385,000.0000384,711.25.03
T/L COMPUWARE CORP 0% 12/15/21LX159760LOAN622,719.1000627,264.95.04
T/L SELECT MEDICAL 0% 03/01/21LX159955LOAN633,600.0000636,242.11.04
T/L CBS RADIO INC 0% 11/18/24LX160915LOAN338,300.0000334,747.85.02
T/L COLORADO BUYE 0% 05/01/24LX161399LOAN1,030,000.00001,029,567.40.07
T/L COLORADO BUYER 0% 05/01/2025LX161401LOAN50,000.000049,462.50.00
T/L CENTURYLINK INC 0% 1/31/25LX161598LOAN299,487.5000295,594.16.02
T/L BWAY HOLDING 0% 04/03/24LX161694LOAN407,037.0700407,692.40.03
T/L FORESIGHT 0% 03/28/22LX161747LOAN181,251.6200178,578.16.01
T/L ULTRA RESOURCE 0% 04/12/24LX161896LOAN175,000.0000159,724.25.01
T/L CONSTELLIS GR 0% 04/21/24LX162379LOAN248,179.9300250,971.95.02
T/L FORTERRA FINAN 0% 10/25/23LX162521LOAN137,777.5800128,808.26.01
T/L PROJECT ALPHA 0% 04/26/24LX162624LOAN640,162.5000637,761.89.04
T/L AIR METHODS CO 0% 04/22/24LX162655LOAN255,000.0000253,406.25.02
T/L TEMPO ACQUISITI 0% 5/01/24LX162876LOAN987,512.5600987,719.94.07
T/L ALMONDE INC 0% 6/13/2024LX163228LOAN264,334.1700259,972.66.02
T/L ALMONDE COMP 0% 6/13/25LX163231LOAN260,000.0000251,404.40.02
T/L KRONOS INCORPOR 0% 11/1/23LX163804LOAN430,000.0000431,793.10.03
T/L ZODIAC POOL 0% 12/20/23LX164481LOAN339,143.5800338,719.65.02
T/L SECURUS TECHNO 0% 11/1/24LX164887LOAN718,676.5000720,940.33.05
T/L BRAND ENERGY 0% 06/21/2024LX165183LOAN456,550.0000458,882.97.03
T/L KLOCKNER PENTA 0% 06/30/22LX165635LOAN746,486.9000718,374.20.05
T/L INTRAWEST RESO 0% 7/31/24LX166114LOAN533,662.5000534,665.79.04
T/L NEXSTAR BROAD 0% 01/17/24LX166223LOAN345,616.8700346,190.59.02
T/L MISSION BROAD 0% 01/17/24LX166614LOAN44,383.130044,456.81.00
T/L STAPLES INC 0% 9/12/24LX166934LOAN233,825.0000228,563.94.02
T/L HAYWARD INDS 0% 08/05/2024LX167057LOAN671,625.0000674,983.13.04
T/L CINCINNATI BEL 0% 10/02/24LX167156LOAN555,000.0000557,380.95.04
T/L PEAK 10 HOLD 0% 08/01/24LX167187LOAN676,600.0000665,815.00.04
T/L PAREXEL INTER 0% 09/27/24LX167279LOAN385,000.0000384,399.40.03
T/L GTCR VALOR 0% 6/16/23LX167639LOAN478,770.3400481,523.27.03
T/L CLUBCORP CLUB 0% 09/18/2024LX167985LOAN308,676.7700307,809.39.02
T/L RENTPATH LLC 0% 12/17/2021LX168281LOAN563,543.8100524,095.74.03
T/L THE ADVISORY B 0% 11/15/24LX168454LOAN615,000.0000614,618.70.04
T/L APPLIED SYSTEM 0% 09/19/24LX168507LOAN119,400.0000120,165.35.01
T/L AVANTOR PERFOR 0% 11/21/24LX168603LOAN338,131.6100340,414.00.02
T/L BCP RENAISSANC 0% 10/31/24LX168609LOAN255,000.0000254,722.05.02
T/L TRAVERSE MIDST 0% 09/27/24LX168620LOAN255,000.0000255,000.00.02
T/L CAPRI ACQUISIT 0% 11/1/24LX168739LOAN703,237.5000694,447.03.05
T/L WEST CORPORATI 0% 10/10/24LX168759LOAN558,600.0000557,505.14.04
T/L ASSUREDPARTNER 0% 10/22/24LX168847LOAN657,275.0000656,124.77.04
T/L BLOUNT INTERNA 0% 04/12/23LX168951LOAN44,887.500045,392.48.00
T/L INTRALINKS INC 0% 11/14/24LX169278LOAN708,225.0000708,522.45.05
T/L ACRISURE LLC 0% 11/22/23LX169343LOAN381,708.0000383,933.36.03
T/L AVAYA INC 0% 12/15/2024LX169485LOAN508,437.5000511,122.05.03
T/L EXGEN RENEWABL 0% 11/28/24LX169539LOAN210,850.3400211,641.03.01
T/L MITCHELL 0% 11/29/2024LX169555LOAN522,835.8200522,647.60.03
T/L MITCHELL 0% 11/29/2024LX169556LOAN42,164.180042,149.00.00
T/L SOUTHERN GLAZE 0% 12/31/22LX169588LOAN703,528.7100703,824.19.05
T/L EQUINOX HOLDING 0% 3/8/24LX169635LOAN638,566.1200640,162.54.04
T/L TRANSDIGM INC 0% 06/09/23LX169653LOAN410,000.0000408,925.80.03
T/L GATES GLOBAL L 0% 04/01/24LX169689LOAN321,758.1200323,064.46.02
T/L SINCLAIR TELE ZCP 12/12/24LX169992LOAN360,000.0000359,550.00.02
T/L DUFF & PHELPS 0% 02/13/2025LX169993LOAN475,000.0000474,406.25.03
T/L MEREDITH CORP 0% 1/31/25LX170093LOAN270,000.0000270,877.50.02
T/L COMPASS POWE 0% 12/20/2024LX170108LOAN274,312.5000275,911.74.02
T/L IRB HOLDING C ZCP 02/05/25LX170447LOAN567,829.4600569,674.91.04
T/L FLEXERA SOFTW 0% 01/24/25LX170988LOAN315,000.0000316,023.75.02
T/L DEXKO GLOBAL 0% 07/24/2024LX170992LOAN30,000.000030,168.90.00
T/L HARBOR FREIGHT 0% 08/18/23LX170998LOAN274,310.7800274,083.10.02
T/L BLACKHAWK NETW 0% 05/23/25LX171003LOAN190,000.0000190,000.00.01
T/L LUCID ENERGY 0% 02/17/2025LX171113LOAN260,000.0000257,400.00.02
T/L CAPITAL VISION 0% 02/06/25LX171147LOAN274,000.0000271,602.50.02
T/L GRAFTECH FIN 0% 02/12/25LX171156LOAN375,000.0000375,937.50.02
T/L SCIENTIFIC GAM 0% 08/14/24LX171269LOAN415,000.0000416,103.90.03
T/L GOPHER RESOURC 0% 02/09/25LX171303LOAN300,000.0000303,000.00.02
T/L ACCESS CIG LLC 0% 02/14/25LX171326LOAN208,964.0300209,749.73.01
T/L ACCESS CIG LLC 0% 02/27/25LX171328LOAN26,035.970026,133.87.00
T/L ROBERTSHAW US 0% 02/15/25LX171334LOAN240,000.0000240,451.20.02
T/L ORYX SOUTHERN 0% 02/28/25LX171440LOAN570,000.0000563,587.50.04
T/L EQUIAN BUYER C 0% 05/20/24LX171552LOAN338,034.6900339,724.86.02
T/L SHUTTERFLY INC 0% 08/17/24LX171584LOAN195,000.0000196,337.70.01
T/L POWER BORROW 0% 03/06/2025LX171585LOAN735,000.0000730,406.25.05
T/L ASURION LLC 0% 11/03/23LX171643LOAN510,289.2400512,202.82.03
T/L GREENEDEN U S 0% 12/01/23LX171645LOAN630,212.7500633,559.18.04
T/L SOLARWINDS HOL 0% 03/07/24LX171686LOAN478,800.0000480,518.89.03
T/L AIR MEDICAL GRO 0% 4/28/22LX171691LOAN255,000.0000254,538.45.02
T/L EOC GROUP 0% 3/20/25LX171798LOAN538,751.4500534,710.81.04
T/L EOC GROUP 0% 3/20/25LX171800LOAN86,248.550085,601.69.01
T/L KBR INC 0.0% 03/28/2025LX171821LOAN335,000.0000335,629.80.02
T/L GTT COMMUNI 0% 4/25/25LX171875LOAN975,000.0000962,461.50.06
T/L PIKE CORPORATI 0% 03/12/25LX171938LOAN394,213.9000398,156.04.03
T/L LIONS GATE CAP 0% 03/24/25LX171958LOAN195,000.0000194,635.35.01
T/L AMNEAL PHARMAC 0% 03/21/25LX172008LOAN595,000.0000593,512.50.04
T/L EG AMERICA LLC 0% 02/07/25LX172070LOAN450,000.0000448,501.50.03
T/L PISCES MIDCO 0% 4/12/2025LX172378LOAN425,000.0000425,637.50.03
T/L FILTRATION GRO 0% 03/28/25LX172395LOAN410,000.0000411,845.00.03
T/L JAGUAR HOLDIN ZCP 08/18/22LX172432LOAN375,000.0000374,625.00.02
T/L WEST CORPORATI 0% 10/10/24LX172702LOAN365,000.0000361,674.85.02
T/L UNIMIN CORPORA 0% 04/09/25LX172861LOAN385,000.0000385,000.00.03
T/L US SILICA CO 0% 4/25/25LX172957LOAN805,000.0000810,538.40.05
T/L FRONTERA GENER 0% 04/25/25LX173036LOAN420,000.0000420,348.60.03
T/L SRS DISTRI 0% 05/19/2025LX173320LOAN55,000.000054,725.00.00
T/L HEARTHSIDE FO 0% 05/17/25LX173322LOAN80,000.000079,624.80.01
T/L BISON MIDS 0% 05/16/2025LX173489LOAN395,000.0000394,012.50.03
T/L SIWF HOLDINGS 0% 05/26/25LX173490LOAN625,000.0000626,562.50.04
T/L SIWF HOLDINGS 0% 05/25/26LX173492LOAN65,000.000061,993.75.00
T/L TRANSDIGM INC 0% 05/14/25LX173575LOAN166,420.0000166,316.82.01
T/L QUEST SOFTW 0% 05/17/2025LX173579LOAN260,000.0000260,260.00.02
T/L RENAISSANCE 0% 05/24/2025LX173615LOAN115,000.0000115,000.00.01
T/L 24 HOUR FITNES 0% 05/24/25LX173632LOAN70,000.000069,912.50.00
T/L SECURUS TECHNO 0% 11/01/24LX173759LOAN104,000.0000104,327.60.01
RELIANCE HOLDING 5.4% 02/14/22U75888AC8CORPORATE BONDS1,650,000.00001,728,325.96.11
REPUBLICA ORIE 4.125% 11/20/45760942AY8GOVERNMENT BONDS250,000.0000225,000.00.01
SINOPEC GRP OV 3.625% 04/12/2782938NAC8CORPORATE BONDS200,000.0000192,706.20.01
CNPC GENERAL CAP 3.4% 04/16/23B96K9N2CORPORATE BONDS900,000.0000887,483.70.06
CNPC HK OVERSEAS 4.5% 04/28/21G21895AB6CORPORATE BONDS800,000.0000824,193.14.05
CNOOC FINANCE 3.875% 05/02/22G23530AA9CORPORATE BONDS200,000.0000201,828.60.01
SINOPEC GRP OVE 2.75% 05/03/21G8200TAB6CORPORATE BONDS200,000.0000196,436.60.01
SINOPEC GRP OVE 2.75% 09/29/26G8200TAH3CORPORATE BONDS1,300,000.00001,175,543.20.08

As of 05/31/2018.

Distributions

Fund NameFund CusipDistribution TypeAmount per ShareEx DateReinvest DateReinvest Price
Destinations Core Fixed Income Fund10964R608Dividend0.0218505/30/20185/30/2018$9.82
Destinations Core Fixed Income Fund10964R608Dividend0.0213044/27/20184/27/2018$9.77
Destinations Core Fixed Income Fund10964R608Dividend0.0192353/28/20183/28/2018$9.85
Destinations Core Fixed Income Fund10964R608Dividend0.0178882/27/20182/27/2018$9.82
Destinations Core Fixed Income Fund10964R608Dividend0.0124641/30/20181/30/2018$9.92
Destinations Core Fixed Income Fund10964R608Dividend0.02363412/28/201712/28/2017$10.03
Destinations Core Fixed Income Fund10964R608Short-Term Capital Gains0.01586912/15/201712/15/2017$10.06
Destinations Core Fixed Income Fund10964R608Dividend0.01930811/29/201711/29/2017$10.04
Destinations Core Fixed Income Fund10964R608Dividend0.01795510/30/201710/30/2017$10.07
Destinations Core Fixed Income Fund10964R608Dividend0.0190089/28/20179/28/2017$10.08
Destinations Core Fixed Income Fund10964R608Dividend0.0180118/30/20178/30/2017$10.13
Destinations Core Fixed Income Fund10964R608Dividend0.0195907/27/20177/27/2017$10.05
Destinations Core Fixed Income Fund10964R608Dividend0.0242546/29/20176/29/2017$10.06
Destinations Core Fixed Income Fund10964R608Dividend0.0185225/30/20175/30/2017$10.08

Fees and expenses

Type Amount
Management Fees 0.65%
Distribution and Service (12b-1) Fees None
Other Expenses 0.22%
Acquired Fund Fees and Expenses (AFFE) None
Total Annual Fund Operating Expenses 0.87%
Fee Waivers and Expense Reimbursements -0.10%
Total Annual Fund Operating Expenses Less Fee Waivers and Expense Reimbursements 0.77%*

*Effective March 20, 2017, the Fund’s adviser, Brinker Capital, Inc. (“Brinker” or the “Adviser”), has contractually agreed to waive a portion of its management fee for a period of one year as necessary to keep the Fund’s management fee from exceeding 0.39% more than the total amount of sub-advisory fees paid by the Adviser. This contractual waiver will only apply if the Fund’s total management fees exceed the total amount of sub-advisory fees paid by the Adviser plus 0.39%, and will not affect the Fund’s total management fees if they are less than such amount. This fee waiver and reimbursement agreement shall remain in effect until June 30, 2018. The agreement may be amended or terminated only with the consent of the Board of Trustees.

Individual Investor Contact Information
1-877-771-7979
Monday – Friday 8:30 am – 5:00 pm EST

 

Or write to the Funds at:
Brinker Capital Destinations Funds
P.O. Box 2175
Milwaukee, WI 53201

 

Overnight/Certified Mail:
Brinker Capital Destinations Funds
235 W. Galena Street
Milwaukee, WI 53212
Investment Adviser
Brinker Capital, Inc.
1055 Westlakes Drive, Suite 250
Berwyn, PA 19312
www.brinkercapital.com

 

Distributor
Foreside Fund Services, LLC
Three Canal Plaza, Suite 100
Portland, ME 04101
www.foreside.com

 

Mutual fund investing involves risk. The value of your investment in a Fund could go down. Multi-investment management styles may lead to overlapping securities transactions and higher transaction expenses compared to single investment management styles. Outcomes depend on the skill of the sub-advisers and adviser and the allocation of assets amongst them, as well as market fluctuations and industry/economic trends etc.

Before investing you should consider the Destinations Funds’ investment objectives, risks, charges and expenses carefully. The prospectus contains this and other information about the Funds. You may obtain a copy of the prospectus by calling 1-877-771-7979. The prospectus should be read carefully before investing.

Any tax or legal information provided is not an exhaustive interpretation of some of the current income tax regulations. Investors must consult their tax advisor or legal counsel for advice and information concerning their particular situation. Neither the Funds nor any of their representatives may give legal or tax advice.

The Destinations Funds are distributed by Foreside Fund Services, LLC.

Copyright © 2017 Brinker Capital Destinations Trust. All rights reserved.

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