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 9/30/17
Annualized
MTD QTD YTD 1 Year 3 Years 5 Years Since
Inception
Destinations Core Fixed Income Fund
-0.40%
0.86%
N/A
N/A
N/A
N/A
1.80%
Bloomberg Barclays U.S. Aggregate Bond Index
-0.48%
0.85%
N/A
N/A
N/A
N/A
2.99%

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.

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: 0.88%
  • Net expense ratio: 0.79%*
Daily NAV Date: 12/11/2017

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 9/30/17
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
-0.40%
0.86%
N/A
N/A
N/A
N/A
1.80%
3/20/2017
0.88%
0.79%
Bloomberg Barclays U.S. Aggregate Bond Index
-0.48%
0.85%
N/A
N/A
N/A
N/A
2.99%

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 DOLLARSCASHUSDCURRENCY139,580,386.0700139,580,386.079.78
BHP BILLITON F 4.125% 02/24/42BHP/42055451AR9CORPORATE BONDS400,000.0000418,382.28.03
COMMONWEALTH BA 2.75% 03/10/222027A0JK6CORPORATE BONDS865,000.0000871,286.66.06
FMG RESOURCES A 4.75% 05/15/2230251GAU1CORPORATE BONDS205,000.0000208,329.20.01
MACQUARIE GROUP L V/R 11/28/2355608JAH1CORPORATE BONDS865,000.0000863,270.00.06
NATIONAL AUSTR 3.375% 01/14/2663254AAP3CORPORATE BONDS250,000.0000253,512.71.02
WESTPAC BANKING 1.95% 11/23/18961214CQ4CORPORATE BONDS250,000.0000250,020.01.02
WESTPAC BANKING 3.35% 03/08/27961214DK6CORPORATE BONDS250,000.0000252,338.62.02
OEKB OEST. KONTR 1.5% 10/21/20676167BP3CORPORATE BONDS1,000,000.0000983,018.39.07
AIRCASTLE LTD 5% 04/01/2300928QAP6CORPORATE BONDS145,000.0000153,337.50.01
ENSTAR GROUP LTD 4.5% 03/10/2229359UAA7CORPORATE BONDS200,000.0000205,847.27.01
NCL CORP LTD 4.75% 12/15/2162886HAN1CORPORATE BONDS435,000.0000450,225.00.03
TMCL 2017-1A A 3.72% 01/20/2688315FAA9ASSET BACKED1,419,964.29001,429,881.89.10
OOREDOO INTL F 3.875% 01/31/28B9F5Z29CORPORATE BONDS700,000.0000695,450.00.05
DIGICEL GROUP 7.125% 04/01/22G27631AF0CORPORATE BONDS500,000.0000451,685.00.03
AGRIUM INC 6.125% 01/15/41AGU41008916AJ7CORPORATE BONDS250,000.0000315,723.09.02
BANK OF MONTREAL 1.9% 08/27/2106367TJX9CORPORATE BONDS415,000.0000407,044.60.03
BANK OF MONTRE 2.375% 01/25/1906367VHL2CORPORATE BONDS125,000.0000125,415.27.01
BANK OF NOVA SCO 2.7% 03/07/22064159JG2CORPORATE BONDS500,000.0000500,461.52.04
CANADIAN NATL R 5.85% 02/01/35136385AG6CORPORATE BONDS125,000.0000145,198.52.01
CANADIAN NATL R 2.95% 01/15/23136385AW1CORPORATE BONDS865,000.0000860,040.57.06
CENOVUS ENERGY 4.25% 04/15/2715135UAL3CORPORATE BONDS500,000.0000494,559.26.03
ENBRIDGE INC 3.7% 07/15/2729250NAR6CORPORATE BONDS250,000.0000249,200.35.02
FORTIS INC 2.1% 10/04/21349553AK3CORPORATE BONDS415,000.0000405,450.80.03
MANULIFE FINANCIA V/R 02/24/3256501RAE6CORPORATE BONDS250,000.0000250,961.07.02
1011778 BC / NE 4.25% 05/15/2468245XAC3CORPORATE BONDS435,000.0000435,652.50.03
ONTARIO (PROVINC 2.4% 02/08/2268323AED2GOVERNMENT BONDS1,000,000.0000998,596.65.07
PROVINCE OF QU 2.375% 01/31/22748149AM3GOVERNMENT BONDS750,000.0000748,938.40.05
ROYAL BANK OF C 4.65% 01/27/26780082AD5CORPORATE BONDS250,000.0000267,851.15.02
ROYAL BANK OF 2.125% 03/02/2078012KC62CORPORATE BONDS250,000.0000249,760.94.02
ROYAL BANK OF C 2.35% 10/30/20RY20C78012KJA6CORPORATE BONDS810,000.0000809,975.00.06
SUNCOR ENERGY IN 3.6% 12/01/24867224AA5CORPORATE BONDS250,000.0000256,907.74.02
TELUS CORP 3.7% 09/15/2787971MBF9CORPORATE BONDS300,000.0000305,958.23.02
TORONTO-DOMINIO 1.45% 08/13/1989114QBJ6CORPORATE BONDS1,000,000.0000988,893.53.07
TRANSCANADA PI 7.625% 01/15/39TRP398935268Z9CORPORATE BONDS75,000.0000111,862.57.01
TRANSCANADA PI 4.875% 01/15/2689352HAT6CORPORATE BONDS250,000.0000279,658.10.02
VALEANT PHARMACE 6.5% 03/15/2291911KAJ1CORPORATE BONDS295,000.0000309,750.00.02
T/L TELESAT CANADA 0% 11/17/23LX159275LOAN641,766.9200644,443.09.05
T/L GARDA WORLD 0% 05/24/24LX162709LOAN114,089.1800114,402.93.01
CFIP 2014-1A AR V/R 07/13/2912528CAN1ASSET BACKED1,000,000.0000999,152.30.07
CK HUTCHISON I 2.875% 04/05/2212563UAA5CORPORATE BONDS200,000.0000199,794.00.01
CK HUTCHISON INT 3.5% 04/05/2712563UAB3CORPORATE BONDS600,000.0000598,730.08.04
CK HUTCH INTL 1 2.25% 09/29/2012563XAA9CORPORATE BONDS200,000.0000198,131.75.01
CK HUTCH INTL 1 2.75% 03/29/2312563XAB7CORPORATE BONDS200,000.0000196,668.00.01
CVP 2017-1A A V/R 07/20/3012661KAA8ASSET BACKED1,000,000.0000998,965.50.07
AWPT 2014-2A A1R V/R 10/15/2928622QAB7ASSET BACKED1,000,000.00001,006,334.80.07
ENERGUATE TRUS 5.875% 05/03/2729277RAA3CORPORATE BONDS200,000.0000208,250.00.01
KVK 2015-1A AR V/R 05/20/2748274TAJ3ASSET BACKED1,000,000.00001,001,087.60.07
LCM 15A DR V/R 07/20/3050184NAQ5ASSET BACKED1,000,000.00001,021,187.10.07
MP3 2013-1A AR V/R 10/20/30553205AC9ASSET BACKED1,000,000.00001,006,000.00.07
MDPK 2013-11A AR V/R 07/23/2955818KAR2ASSET BACKED1,000,000.00001,003,497.30.07
MCLO 2013-5A A1R V/R 11/21/2756576QAN8ASSET BACKED1,000,000.0000999,042.70.07
MCLO 2014-7A A1R V/R 10/28/2556577AAJ1ASSET BACKED2,000,000.00002,010,157.40.14
MIDO 2017-7A A1 V/R 07/15/2959801WAA4ASSET BACKED1,500,000.00001,504,845.45.11
MP4 2013-2A ARR V/R 07/25/2962481RAC2ASSET BACKED1,000,000.0000998,867.30.07
WOODS 2017-16A A V/R 11/15/3066859WAA0ASSET BACKED1,000,000.0000999,093.10.07
OCTLF 2014-1A A1 V/R 11/18/2667590RAQ8ASSET BACKED1,000,000.00001,004,332.40.07
PSTAT 2017-1A A1 V/R 10/15/2569700AAA3ASSET BACKED1,000,000.0000998,766.30.07
ROCKT 2017-3A A V/R 10/20/3077341DAA5ASSET BACKED1,000,000.00001,000,000.00.07
SEAGATE HDD CAY 4.25% 03/01/2281180WAU5CORPORATE BONDS400,000.0000400,388.36.03
SPARC EM SPC PANA ZCP 12/05/22846502AC6CORPORATE BONDS1,100,000.00001,006,500.00.07
STCR 2015-1A AR V/R 05/21/2985816BCN8ASSET BACKED1,000,000.00001,000,366.70.07
TRANSOCEAN PROT 6.25% 12/01/24893829AA9CORPORATE BONDS209,000.0000219,972.50.02
VALE OVERSEAS L 6.25% 08/10/2691911TAP8CORPORATE BONDS500,000.0000579,945.00.04
WELF 2017-2A A1 V/R 10/20/2994951MAA1ASSET BACKED1,000,000.00001,001,339.40.07
ZAIS5 2016-2A A1 V/R 10/15/2898875LAA7ASSET BACKED1,000,000.00001,005,883.30.07
SPARC EM SPC PANA ZCP 12/05/22BF7TXZ0CORPORATE BONDS800,000.0000732,000.00.05
CK HUTCHISON I 2.875% 04/05/22BYQCLD7CORPORATE BONDS300,000.0000299,691.00.02
HUTCH WHAMPOA I 3.25% 11/08/22G4690AAB3CORPORATE BONDS200,000.0000202,714.00.01
INDUSTRIAL SENIO 5.5% 11/01/22G47661AA4CORPORATE BONDS800,000.0000818,000.00.06
BANCO SANTANDE 3.875% 09/20/2205967FAB2CORPORATE BONDS150,000.0000156,702.78.01
BANCO DEL ESTA 3.875% 02/08/2205968AAA4CORPORATE BONDS300,000.0000313,082.40.02
CELULOSA ARAUC 4.75% 01/11/22151191AW3CORPORATE BONDS300,000.0000317,515.97.02
REPUBLIC OF CHI 2.25% 10/30/22168863BN7GOVERNMENT BONDS300,000.0000295,500.00.02
REPUBLIC OF CH 3.125% 03/27/25168863BW7GOVERNMENT BONDS400,000.0000409,600.00.03
REPUBLIC OF CH 3.125% 01/21/26168863CA4GOVERNMENT BONDS2,000,000.00002,026,000.00.14
REPUBLIC OF CHI 3.86% 06/21/47168863CE6GOVERNMENT BONDS300,000.0000306,000.00.02
BANCO DEL ESTA 4.125% 10/07/20B4P2L27CORPORATE BONDS500,000.0000522,178.00.04
INVERSIONES CM 6.125% 11/05/19B591SH1CORPORATE BONDS100,000.0000107,080.10.01
ITAU CORPBANCA 3.875% 09/22/19P3143KEZ9CORPORATE BONDS1,700,000.00001,741,972.07.12
BANCO DE CRED E IN 4% 02/11/23P32133CG6CORPORATE BONDS1,000,000.00001,044,200.00.07
E.CL SA 5.625% 01/15/21P36020AA6CORPORATE BONDS600,000.0000653,397.56.05
EMBOTELLADORA ANDI 5% 10/01/23P3697UAD0CORPORATE BONDS1,200,000.00001,309,385.99.09
SACI FALABELLA 3.75% 04/30/23P82290AA8CORPORATE BONDS400,000.0000408,878.33.03
TRANSELEC SA 4.625% 07/26/23P9339SAM6CORPORATE BONDS200,000.0000212,688.17.01
REPUBLIC OF CO 5.625% 02/26/44195325BR5GOVERNMENT BONDS250,000.0000283,875.00.02
REPUBLIC OF CO 3.875% 04/25/27195325DL6GOVERNMENT BONDS750,000.0000760,875.00.05
ECOPETROL SA 5.375% 06/26/26EC26279158AL3CORPORATE BONDS500,000.0000538,450.00.04
EMPRESA DE ENE 6.125% 11/10/21P37100AA5CORPORATE BONDS200,000.0000204,100.00.01
BANCO NAL COST 4.875% 11/01/18BG3DSS1CORPORATE BONDS200,000.0000202,520.00.01
BANCO DE COSTA 5.25% 08/12/18P09262AA7CORPORATE BONDS200,000.0000200,620.00.01
BANCO RESERVAS REP 7% 02/01/23B9L68W7CORPORATE BONDS800,000.0000843,212.00.06
TOTAL CAPITAL IN 2.1% 06/19/1989153VAM1CORPORATE BONDS125,000.0000125,212.88.01
FMS WERTMANAGEM 1.75% 01/24/2030254WAL3CORPORATE BONDS1,000,000.0000995,742.34.07
KFW 1.625% 03/15/21500769GX6CORPORATE BONDS2,000,000.00001,966,479.08.14
KFW 2.125% 03/07/22500769HF4CORPORATE BONDS500,000.0000497,232.01.03
LANDWIRTSCH. RE 1.75% 07/27/26515110BR4CORPORATE BONDS75,000.000070,214.26.00
CRED SUIS GP FU 3.75% 03/26/25CS/25225433AC5CORPORATE BONDS250,000.0000255,317.13.02
CRED SUIS GP F 3.125% 12/10/20225433AK7CORPORATE BONDS500,000.0000506,621.62.04
HUNGARY 6.375% 03/29/21445545AE6GOVERNMENT BONDS500,000.0000558,250.00.04
INDIAN OIL COR 5.625% 08/02/21B4MR909CORPORATE BONDS600,000.0000654,620.40.05
EXPORT-IMPORT BK I 4% 01/14/23B88VJ25GOVERNMENT BONDS1,000,000.00001,040,137.00.07
INDIAN OIL CORP 5.75% 08/01/23BCHH9P5CORPORATE BONDS1,000,000.00001,120,908.00.08
EXPORT-IMPORT BK V/R 08/21/22BF46XD2GOVERNMENT BONDS200,000.0000200,802.00.01
ADANI PORTS AND 3.5% 07/29/20Y00130CZ8CORPORATE BONDS200,000.0000202,705.80.01
ADANI PORTS AND 3.95% 01/19/22Y00130HS9CORPORATE BONDS400,000.0000409,825.60.03
BHARTI AIRTEL 4.375% 06/10/25Y0889VAA8CORPORATE BONDS1,000,000.00001,010,600.64.07
PERUSAHAAN PENE 4.15% 03/29/2771567PAH3GOVERNMENT BONDS1,500,000.00001,543,125.00.11
REPUBLIC OF IN 4.875% 05/05/21Y20721AU3GOVERNMENT BONDS800,000.0000855,917.60.06
AERCAP IRELAND C 3.5% 05/26/2200774MAA3CORPORATE BONDS500,000.0000508,833.54.04
GE CAPITAL INT 3.373% 11/15/2536164Q6M5CORPORATE BONDS250,000.0000253,887.72.02
GE CAPITAL INT 4.418% 11/15/35GE/35D36164QNA2CORPORATE BONDS250,000.0000265,544.38.02
JOHNSON CONTROLS 4.5% 02/15/47JCI47478375AU2CORPORATE BONDS200,000.0000213,640.69.01
SHIRE ACQ INV IR 1.9% 09/23/19SHPG1982481LAA7CORPORATE BONDS500,000.0000495,190.00.03
SHIRE ACQ INV 2.875% 09/23/2382481LAC3CORPORATE BONDS125,000.0000122,311.22.01
GOHL CAPITAL LT 4.25% 01/24/27BDRW0R6CORPORATE BONDS1,500,000.00001,538,076.00.11
STATE OF ISRAEL 3.15% 06/30/234651387M1GOVERNMENT BONDS600,000.0000616,524.00.04
STATE OF ISRAEL 4% 06/30/2246513AGA2GOVERNMENT BONDS200,000.0000212,679.60.01
STATE OF ISRAE 2.875% 03/16/2646513CXR2GOVERNMENT BONDS700,000.0000701,715.00.05
DELEK & AVNER 5.412% 12/30/25BMJJJC6CORPORATE BONDS200,000.0000201,188.00.01
T/L DIGICEL INTERN 0% 05/27/24LX163719LOAN10,000.000010,002.50.00
JPN BANK FOR IN 1.75% 05/28/20471048AN8GOVERNMENT BONDS500,000.0000493,228.26.03
MITSUBISHI UFJ 2.998% 02/22/22606822AL8CORPORATE BONDS500,000.0000504,513.62.04
MIZUHO FINANCI 2.953% 02/28/2260687YAH2CORPORATE BONDS250,000.0000250,614.35.02
MIZUHO FINANCI 3.663% 02/28/2760687YAK5CORPORATE BONDS250,000.0000255,274.77.02
SUMITOMO MITSU 2.934% 03/09/2186562MAB6CORPORATE BONDS500,000.0000505,239.96.04
SUMITOMO MITSU 2.846% 01/11/2286562MAM2CORPORATE BONDS625,000.0000626,965.49.04
ALLERGAN FUNDIN 2.45% 06/15/1900507UAD3CORPORATE BONDS250,000.0000250,345.38.02
ALLERGAN FUNDING 3.8% 03/15/25ACT2500507UAS0CORPORATE BONDS825,000.0000830,268.97.06
ALLERGAN FUNDIN 4.75% 03/15/4500507UAU5CORPORATE BONDS84,000.000087,763.18.01
MEDTRONIC GLOBAL 1.7% 03/28/1958507LAB5CORPORATE BONDS250,000.0000249,022.05.02
MEDTRONIC GLOBA 3.35% 04/01/2758507LAC3CORPORATE BONDS250,000.0000255,033.45.02
T/L INTELSAT 0% 11/30/2023LX169475LOAN700,000.0000688,877.00.05
MALAYAN BANKING B V/R 10/29/26BD3C8K9CORPORATE BONDS1,700,000.00001,744,543.40.12
AXIATA SPV2 BH 3.466% 11/19/20BD5WCP0CORPORATE BONDS1,500,000.00001,523,544.00.11
MALAYSIA SUKUK 3.179% 04/27/26Y54788AA5CORPORATE BONDS500,000.0000508,850.00.04
MALAYSIA SOVER 3.043% 04/22/25Y5749LAA9CORPORATE BONDS700,000.0000706,650.00.05
PETRONAS CAPITAL 3.5% 03/18/25Y68856AN6CORPORATE BONDS1,500,000.00001,543,230.00.11
PETRONAS GLOBA 2.707% 03/18/20Y68868AA9CORPORATE BONDS200,000.0000200,701.00.01
UPL CORP LTD 3.25% 10/13/21BD2N5F7CORPORATE BONDS300,000.0000299,779.80.02
AMERICA MOVIL SAB 5% 03/30/2002364WAV7CORPORATE BONDS200,000.0000211,423.14.01
AMERICA MOVIL 4.375% 07/16/42AMX4202364WBE4CORPORATE BONDS250,000.0000260,124.33.02
COCA-COLA FEMS 3.875% 11/26/23191241AE8CORPORATE BONDS150,000.0000157,402.36.01
FOMENTO ECONOM 2.875% 05/10/23344419AA4CORPORATE BONDS200,000.0000198,080.58.01
GRUPO TELEVISA 4.625% 01/30/2640049JBB2CORPORATE BONDS250,000.0000265,280.64.02
PETROLEOS MEXIC 4.25% 01/15/2571654QBV3CORPORATE BONDS750,000.0000746,850.00.05
PETROLEOS MEXI 5.625% 01/23/4671654QBX9CORPORATE BONDS500,000.0000468,350.00.03
UNITED MEXICAN STA 4% 10/02/2391086QBC1GOVERNMENT BONDS600,000.0000630,900.00.04
UNITED MEXICAN S 3.5% 01/21/2191086QBD9GOVERNMENT BONDS500,000.0000523,000.00.04
UNITED MEXICAN S 4.6% 01/23/4691086QBF4GOVERNMENT BONDS750,000.0000748,125.00.05
UNITED MEXICAN 4.15% 03/28/2791087BAC4GOVERNMENT BONDS1,800,000.00001,884,600.00.13
BANCO SANTANDER M V/R 01/30/24P1507SAD9CORPORATE BONDS1,000,000.00001,041,250.00.07
COOPERATIEVE R 3.875% 02/08/2221685WDD6CORPORATE BONDS500,000.0000526,575.27.04
EMBRAER NETHERLA 5.4% 02/01/2729082HAB8CORPORATE BONDS200,000.0000211,500.00.01
ING GROEP NV 3.15% 03/29/22456837AG8CORPORATE BONDS500,000.0000505,427.73.04
LYB INTERNATIONA 3.5% 03/02/2750247WAB3CORPORATE BONDS500,000.0000497,667.64.03
MYLAN NV 2.5% 06/07/1962854AAK0CORPORATE BONDS250,000.0000249,809.27.02
MYLAN NV 3.15% 06/15/2162854AAM6CORPORATE BONDS250,000.0000251,381.89.02
MYLAN NV 5.25% 06/15/4662854AAP9CORPORATE BONDS250,000.0000266,456.12.02
PETROBRAS GLOBA 7.25% 03/17/44PBR/4471647NAK5CORPORATE BONDS200,000.0000208,750.00.01
SHELL INTERNATI 1.75% 09/12/21822582BW1CORPORATE BONDS250,000.0000244,444.12.02
SHELL INTERNATIO 2.5% 09/12/26822582BX9CORPORATE BONDS250,000.0000239,347.22.02
SHELL INTERNATI 3.75% 09/12/46822582BY7CORPORATE BONDS250,000.0000243,949.78.02
TEVA PHARMACEUTI 2.2% 07/21/21TEVA/21B88167AAC5CORPORATE BONDS500,000.0000459,455.14.03
TEVA PHARMACEUTI 2.8% 07/21/23TEVA/2388167AAD3CORPORATE BONDS750,000.0000662,121.24.05
T/L LUMILEDS HOLD 0% 06/30/24LX161397LOAN633,412.5000639,151.22.04
T/L PLAYA RESORTS 0% 04/29/24LX169654LOAN330,000.0000331,155.00.02
BHARTI AIRTEL 5.125% 03/11/23N1384FAA3CORPORATE BONDS600,000.0000638,414.40.04
BANISTMO SA 3.65% 09/19/2206034LAA8CORPORATE BONDS200,000.0000200,250.00.01
REPUBLIC OF PANAMA 4% 09/22/24698299BD5GOVERNMENT BONDS600,000.0000641,250.00.04
REPUBLIC OF PA 3.875% 03/17/28698299BF0GOVERNMENT BONDS1,700,000.00001,780,750.00.12
REPUBLIC OF PANA 4.5% 05/15/47698299BG8GOVERNMENT BONDS250,000.0000268,750.00.02
BANCO LATINOAME 3.25% 05/07/20P1393HAB4CORPORATE BONDS300,000.0000304,875.00.02
ENA NORTE TRUST 4.95% 04/25/23P3716XAA7CORPORATE BONDS555,532.8400579,142.99.04
GLOBAL BANK CO 5.125% 10/30/19P47718AA2CORPORATE BONDS700,000.0000727,475.00.05
GLOBAL BANK CORP 4.5% 10/20/21P47718AC8CORPORATE BONDS1,000,000.00001,018,250.00.07
BANCO CREDITO 5.375% 09/16/20B679CQ1CORPORATE BONDS700,000.0000755,125.00.05
BANCO DE CREDIT 2.25% 10/25/19P09646AH6CORPORATE BONDS800,000.0000800,000.00.06
BANCO INTL DEL 5.75% 10/07/20P1342SAC0CORPORATE BONDS1,350,000.00001,466,437.50.10
BBVA BANCO CONTINE 5% 08/26/22P16260AA2CORPORATE BONDS300,000.0000324,750.00.02
FONDO MIVIVIENDA 3.5% 01/31/23P42009AA1GOVERNMENT BONDS700,000.0000708,750.00.05
TRANSPORT DE GA 4.25% 04/30/28P9367RAG6CORPORATE BONDS1,300,000.00001,342,250.00.09
REPUBLIC OF PHIL 4.2% 01/21/24718286BY2GOVERNMENT BONDS2,100,000.00002,281,746.60.16
REPUBLIC OF PHI 3.95% 01/20/40718286BZ9GOVERNMENT BONDS750,000.0000773,184.75.05
REPUBLIC OF PHIL 3.7% 02/02/42718286CB1GOVERNMENT BONDS500,000.0000497,735.50.03
BDO UNIBANK IN 2.625% 10/24/21BD3V3H8CORPORATE BONDS350,000.0000347,616.50.02
BDO UNIBANK INC 2.95% 03/06/23BF0DWX0CORPORATE BONDS1,400,000.00001,377,772.20.10
REPUBLIC OF POLAND 4% 01/22/24857524AC6GOVERNMENT BONDS500,000.0000534,571.00.04
DBS GROUP HOLDING V/R 07/25/2224023KAC2CORPORATE BONDS1,400,000.00001,405,531.67.10
DBS GROUP HOLDING V/R 07/25/2224023LAC0CORPORATE BONDS300,000.0000301,185.36.02
OVERSEA-CHINESE B V/R 10/15/2469033DAB3CORPORATE BONDS800,000.0000815,969.12.06
TEMASEK FINANC 2.375% 01/23/2387973RAC4CORPORATE BONDS1,650,000.00001,631,105.87.11
SINGTEL GROUP 4.5% 09/08/21B3VNJ23CORPORATE BONDS400,000.0000426,201.20.03
UNITED OVERSEAS B V/R 09/16/26BDFSK43CORPORATE BONDS1,200,000.00001,213,584.00.09
UNITED OVERSEAS B V/R 09/19/24BKRQS51CORPORATE BONDS500,000.0000507,412.50.04
BPRL INTERNATI 4.375% 01/18/27BYW1CD5CORPORATE BONDS1,500,000.00001,553,394.00.11
ONGC VIDESH VA 2.875% 01/27/22BZ30F84CORPORATE BONDS200,000.0000198,495.40.01
ONGC VIDESH VAN 3.75% 07/27/26BZ30F95CORPORATE BONDS1,500,000.00001,497,840.00.10
EXPORT-IMPORT 2.125% 01/25/20302154CJ6GOVERNMENT BONDS750,000.0000741,900.00.05
TELEFONICA EMI 4.103% 03/08/2787938WAT0CORPORATE BONDS250,000.0000255,725.69.02
TELEFONICA EMI 5.213% 03/08/4787938WAU7CORPORATE BONDS200,000.0000219,601.01.02
AFRICAN DEVELO 1.875% 03/16/2000828ECA5CORPORATE BONDS500,000.0000498,424.66.03
ASIAN DEVELOPMENT 2% 02/16/22045167DX8CORPORATE BONDS1,500,000.00001,487,152.13.10
COUNCIL OF EUR 1.875% 01/27/20222213AP5CORPORATE BONDS750,000.0000748,029.71.05
EUROPEAN BK REC 1.75% 11/26/1929874QCR3CORPORATE BONDS500,000.0000497,638.00.03
EUROPEAN INVES 1.875% 03/15/19298785GH3CORPORATE BONDS500,000.0000500,101.37.04
EUROPEAN INVEST 1.75% 05/15/20298785HJ8CORPORATE BONDS2,000,000.00001,986,717.94.14
INTER-AMERICAN 1.25% 10/15/194581X0CR7CORPORATE BONDS1,000,000.0000987,606.00.07
INTER-AMERICAN 2.375% 07/07/274581X0CY2CORPORATE BONDS500,000.0000490,643.50.03
IBRD 1.875% 03/15/19459058DL4GOVERNMENT BONDS2,000,000.00002,001,380.00.14
IBRD 1.875% 10/27/26459058FT5GOVERNMENT BONDS250,000.0000236,778.50.02
INTL FINANCE CO 1.75% 03/30/2045950KCL2CORPORATE BONDS500,000.0000497,494.17.03
JBS USA LUX/JBS 7.25% 06/01/21466112AF6CORPORATE BONDS420,000.0000429,189.60.03
JBS USA LUX/JBS 7.25% 06/01/21466112AL3CORPORATE BONDS15,000.000015,328.20.00
SWEDISH EXPORT 2.375% 03/09/2200254EMM1CORPORATE BONDS500,000.0000500,703.26.04
AON PLC 4.75% 05/15/45AON4500185AAH7CORPORATE BONDS200,000.0000218,310.05.02
ASTRAZENECA PL 3.375% 11/16/25AZN25046353AL2CORPORATE BONDS500,000.0000506,744.61.04
ASTRAZENECA PL 2.375% 06/12/22046353AQ1CORPORATE BONDS515,000.0000507,416.84.04
BP CAPITAL MAR 1.676% 05/03/1905565QDC9CORPORATE BONDS250,000.0000248,790.27.02
BP CAPITAL MAR 3.224% 04/14/2405565QDL9CORPORATE BONDS500,000.0000509,222.71.04
BARCLAYS PLC 2.875% 06/08/2006738EAG0CORPORATE BONDS500,000.0000502,374.00.04
BARCLAYS PLC 5.2% 05/12/2606738EAP0CORPORATE BONDS250,000.0000267,040.25.02
BARCLAYS PLC 4.95% 01/10/4706738EAV7CORPORATE BONDS250,000.0000273,950.55.02
HSBC HOLDINGS PL 6.5% 05/02/36HBC36404280AG4CORPORATE BONDS250,000.0000323,081.44.02
HSBC HOLDINGS P 5.25% 03/14/44HSBC44404280AQ2CORPORATE BONDS250,000.0000290,942.88.02
HSBC HOLDINGS PLC V/R 03/13/23404280BJ7CORPORATE BONDS500,000.0000507,321.18.04
HSBC HOLDINGS PLC V/R 03/13/28404280BK4CORPORATE BONDS250,000.0000259,722.51.02
LLOYDS BANKING G 3.1% 07/06/21539439AK5CORPORATE BONDS1,000,000.00001,012,117.54.07
MARB BONDCO PLC 7% 03/15/24566007AA8CORPORATE BONDS500,000.0000508,750.00.04
RIO TINTO FIN 2.875% 08/21/22RIO/22A76720AAF3CORPORATE BONDS750,000.0000757,544.92.05
ROYAL BK SCOTLND V/R 05/15/23RBS23D780097BE0CORPORATE BONDS815,000.0000815,809.21.06
SANTANDER UK PL 2.35% 09/10/1980283LAH6CORPORATE BONDS500,000.0000500,966.06.04
VODAFONE GROUP 4.375% 02/19/4392857WBD1CORPORATE BONDS250,000.0000251,276.82.02
AT&T INC 2.375% 11/27/18T18B00206RCA8CORPORATE BONDS250,000.0000250,886.02.02
AT&T INC 3.2% 03/01/2200206RDN9CORPORATE BONDS500,000.0000505,689.65.04
AT&T INC 3.8% 03/01/2400206RDP4CORPORATE BONDS680,000.0000694,325.64.05
AT&T INC 4.25% 03/01/2700206RDQ2CORPORATE BONDS250,000.0000254,631.38.02
AT&T INC 5.25% 03/01/3700206RDR0CORPORATE BONDS250,000.0000260,268.06.02
AT&T INC 5.7% 03/01/5700206RDT6CORPORATE BONDS500,000.0000535,697.33.04
AT&T INC 3.9% 08/14/2700206REM0CORPORATE BONDS150,000.0000148,954.16.01
AT&T INC 4.9% 08/14/3700206REN8CORPORATE BONDS150,000.0000149,394.80.01
AT&T INC 5.15% 02/14/5000206REP3CORPORATE BONDS200,000.0000197,972.64.01
ABBOTT LABORATO 3.75% 11/30/26002824BF6CORPORATE BONDS250,000.0000254,856.74.02
ABBOTT LABORATOR 4.9% 11/30/46002824BH2CORPORATE BONDS250,000.0000279,254.35.02
ABBVIE INC 2% 11/06/1800287YAK5CORPORATE BONDS250,000.0000250,066.45.02
ABBVIE INC 3.2% 11/06/2200287YAP4CORPORATE BONDS395,000.0000400,516.07.03
ABBVIE INC 4.45% 05/14/4600287YAW9CORPORATE BONDS475,000.0000499,388.69.04
ABBVIE INC 2.85% 05/14/2300287YAX7CORPORATE BONDS500,000.0000498,831.03.03
CHUBB INA HOLDI 3.35% 05/03/2600440EAV9CORPORATE BONDS500,000.0000509,594.50.04
AIR LEASE CORP 3.625% 04/01/2700912XAV6CORPORATE BONDS250,000.0000248,599.50.02
AIR PRODUCTS & CHE 3% 11/03/21009158AR7CORPORATE BONDS350,000.0000357,692.34.03
ALEXANDRIA REAL 3.95% 01/15/28015271AK5CORPORATE BONDS250,000.0000255,294.77.02
FNMA TBA 15YR 2.5% DEC 1701F0224C6TBA- TO BE ANNOUNCED SECURITY5,350,000.00005,337,774.18.37
FNMA 30YR TBA 2.5% DEC1701F0226C4TBA- TO BE ANNOUNCED SECURITY300,000.0000288,611.94.02
FNCI 15YR TBA 3.0% DEC 1701F0304C9TBA- TO BE ANNOUNCED SECURITY5,200,000.00005,297,417.84.37
FNMA 30YR TBA 3.0% DEC1701F0306C7TBA- TO BE ANNOUNCED SECURITY14,900,000.000014,855,764.881.04
FNMA 15YR TBA 3.5% DEC 1701F0324C5TBA- TO BE ANNOUNCED SECURITY300,000.0000309,922.92.02
FNMA 30YR TBA 3.5% DEC 1701F0326C3TBA- TO BE ANNOUNCED SECURITY14,225,000.000014,579,802.801.02
FNMA 15YR TBA 4.0% DEC 1701F0404C8TBA- TO BE ANNOUNCED SECURITY1,875,000.00001,930,060.13.14
FNMA 30YR TBA 4.0% DEC 1701F0406C6TBA- TO BE ANNOUNCED SECURITY1,975,000.00002,062,949.12.14
ALLSTATE CORP 4.5% 06/15/43020002BA8CORPORATE BONDS250,000.0000275,948.82.02
ALTICE US FINA 5.375% 07/15/2302155FAA3CORPORATE BONDS415,000.0000422,262.50.03
ALTRIA GROUP I 3.875% 09/16/4602209SAV5CORPORATE BONDS250,000.0000243,364.02.02
AMAZON.COM INC 3.8% 12/05/24023135AN6CORPORATE BONDS885,000.0000930,482.62.07
AMAZON.COM INC 2.8% 08/22/24023135AX4CORPORATE BONDS620,000.0000617,229.49.04
AMAZON.COM INC 3.15% 08/22/27023135BA3CORPORATE BONDS250,000.0000250,081.64.02
AMAZON.COM INC 4.05% 08/22/47023135BG0CORPORATE BONDS250,000.0000260,161.44.02
AMERICAN AXLE 6.625% 10/15/22AXL2202406PAL4CORPORATE BONDS315,000.0000326,025.00.02
AMERICAN ELECTRI 3.2% 11/13/27025537AJ0CORPORATE BONDS70,000.000069,193.71.00
AMERICAN EXPRE 3.625% 12/05/24025816BK4CORPORATE BONDS500,000.0000513,115.29.04
AMERICAN EXPRESS 2.5% 08/01/22025816BM0CORPORATE BONDS880,000.0000868,341.00.06
AMERICAN EXPRES 2.25% 05/05/210258M0EB1CORPORATE BONDS250,000.0000248,361.92.02
AMERICAN HONDA FIN 2% 02/14/2002665WBM2CORPORATE BONDS500,000.0000498,101.64.03
AMERICAN HONDA F 2.9% 02/16/2402665WBP5CORPORATE BONDS500,000.0000502,435.52.04
AMERICAN INTL GR 4.5% 07/16/44026874DA2CORPORATE BONDS250,000.0000261,599.65.02
FHLMC GOLD TBA 2.5 DEC1702R0224C1TBA- TO BE ANNOUNCED SECURITY3,400,000.00003,391,420.10.24
FGLMC GOLD 30Y TBA 2.5% DEC 1702R0226C9TBA- TO BE ANNOUNCED SECURITY150,000.0000144,266.60.01
FHLMC GOLD TBA 15YR 3% DEC1702R0304C4TBA- TO BE ANNOUNCED SECURITY3,850,000.00003,921,304.31.27
FHLMC GOLD TBA 30YR DEC1702R0306C2TBA- TO BE ANNOUNCED SECURITY10,225,000.000010,196,841.37.71
FGLMC 15YR TBA 3.5% DEC 1802R0324C0TBA- TO BE ANNOUNCED SECURITY975,000.00001,008,423.00.07
FGLMC 30YR TBA 3.5% DEC 1702R0326C8TBA- TO BE ANNOUNCED SECURITY10,150,000.000010,403,750.00.73
FGLMC TBA 30YR 4.0% DEC 1702R0406C1TBA- TO BE ANNOUNCED SECURITY1,400,000.00001,462,234.34.10
FGLMC 30YR TBA 4.5% DEC 1702R0426C7TBA- TO BE ANNOUNCED SECURITY100,000.0000106,275.39.01
AMERICAN TOWER COR 4% 06/01/2503027XAG5CORPORATE BONDS100,000.0000103,106.54.01
AMGEN INC 4.95% 10/01/41031162BE9CORPORATE BONDS150,000.0000168,483.42.01
AMGEN INC 4.663% 06/15/51031162CF5CORPORATE BONDS250,000.0000269,604.09.02
AMGEN INC 2.6% 08/19/26031162CJ7CORPORATE BONDS500,000.0000473,719.97.03
ANADARKO PETROL 5.55% 03/15/26032511BN6CORPORATE BONDS250,000.0000277,902.50.02
ANADARKO PETROLE 6.6% 03/15/46032511BP1CORPORATE BONDS225,000.0000281,969.45.02
ANHEUSER-BUSCH 7.75% 01/15/19BUD19A03523TBE7CORPORATE BONDS600,000.0000637,162.67.04
ANHEUSER-BUSCH 3.75% 07/15/42BUD42A03523TBQ0CORPORATE BONDS200,000.0000191,860.91.01
ANHEUSER-BUSCH 4.95% 01/15/42035240AG5CORPORATE BONDS350,000.0000392,339.29.03
ANHEUSER-BUSCH I 1.9% 02/01/19035242AG1CORPORATE BONDS500,000.0000499,030.86.03
ANHEUSER-BUSCH 2.65% 02/01/21035242AJ5CORPORATE BONDS810,000.0000816,030.43.06
ANHEUSER-BUSCH I 4.7% 02/01/36035242AM8CORPORATE BONDS450,000.0000498,234.20.03
ANHEUSER-BUSCH 3.65% 02/01/26035242AP1CORPORATE BONDS125,000.0000128,223.22.01
APACHE CORP 4.25% 01/15/44037411BC8CORPORATE BONDS250,000.0000235,260.74.02
APPLE INC 2.85% 05/06/21037833AR1CORPORATE BONDS75,000.000076,311.40.01
APPLE INC 3% 02/09/24037833CG3CORPORATE BONDS250,000.0000253,635.95.02
APPLE INC 4.25% 02/09/47037833CH1CORPORATE BONDS250,000.0000266,777.31.02
APPLE INC 3.35% 02/09/27037833CJ7CORPORATE BONDS250,000.0000255,400.98.02
APPLE INC 1.9% 02/07/20037833CK4CORPORATE BONDS1,000,000.0000996,401.93.07
APPLE INC 3% 06/20/27037833CX6CORPORATE BONDS250,000.0000248,209.13.02
AT&T INC 5.35% 09/01/40T40A04650NAB0CORPORATE BONDS250,000.0000261,077.13.02
B&G FOODS INC 5.25% 04/01/2505508RAE6CORPORATE BONDS215,000.0000219,816.00.02
BB&T CORPORATIO 2.75% 04/01/2205531FAX1CORPORATE BONDS500,000.0000503,287.06.04
BBCMS 2017-DELC V/R 08/15/1905552EAJ9ASSET BACKED178,000.0000177,897.22.01
BBCMS 2017-DELC V/R 08/15/1905552EAL4ASSET BACKED203,000.0000202,883.66.01
BBCMS 2017-DELC V/R 08/15/1905552EAN0ASSET BACKED424,000.0000423,756.07.03
BBCMS 2017-DELC V/R 08/15/1905552EAQ3ASSET BACKED407,000.0000406,765.24.03
BX 2017-SLCT D V/R 07/15/1905607DAL1ASSET BACKED339,000.0000339,422.56.02
BX 2017-SLCT E V/R 07/15/1905607DAN7ASSET BACKED558,000.0000559,740.01.04
BAFC 2007-1 TA2 V/R 01/25/3705951FAC8ASSET BACKED13,110,518.190010,424,519.13.73
BANK OF AMERICA 2.6% 01/15/1906051GEX3CORPORATE BONDS500,000.0000502,743.02.04
BANK OF AMERIC 3.875% 08/01/25BAC25E06051GFS3CORPORATE BONDS750,000.0000786,151.93.06
BANK OF AMERIC 2.625% 04/19/2106051GFW4CORPORATE BONDS500,000.0000501,274.04.04
BANK OF AMERICA C V/R 01/20/4806051GGG8CORPORATE BONDS250,000.0000274,290.64.02
BANK OF AMERICA C V/R 07/21/2106051GGP8CORPORATE BONDS860,000.0000856,912.42.06
BANK OF NY MELL 2.15% 02/24/2006406HCZ0CORPORATE BONDS750,000.0000748,852.50.05
BANK 2017-BNK4 X V/R 05/15/5006541FBB4ASSET BACKED12,587,723.53001,224,221.57.09
BAY AREA CA TO 6.263% 04/01/49072024ND0MUNICIPAL BONDS125,000.0000181,335.00.01
BOMFT 2017-RPL1 V/R 07/28/19073255AA9ASSET BACKED8,840,337.50008,828,593.11.62
BOMFT 2017-RN2 A V/R 04/28/3207333RAA1ASSET BACKED8,629,964.74008,662,812.97.61
BALTA 2006-1 21A V/R 02/25/3607386HB83ASSET BACKED5,772,631.16005,114,671.86.36
BECTON DICKINS 2.133% 06/06/19075887BQ1CORPORATE BONDS500,000.0000498,415.35.03
BECTON DICKINS 2.894% 06/06/22075887BT5CORPORATE BONDS880,000.0000873,670.12.06
BECTON DICKINSON 3.7% 06/06/27075887BW8CORPORATE BONDS250,000.0000249,118.18.02
BERKSHIRE HATH 3.125% 03/15/26084670BS6CORPORATE BONDS250,000.0000251,762.09.02
BIOGEN INC 5.2% 09/15/4509062XAD5CORPORATE BONDS100,000.0000114,564.67.01
BOEING CO 2.125% 03/01/22097023BT1CORPORATE BONDS500,000.0000496,836.90.03
BOEING CO 3.65% 03/01/47097023BV6CORPORATE BONDS300,000.0000300,251.71.02
BOSTON PROPERTI 3.65% 02/01/2610112RAX2CORPORATE BONDS795,000.0000805,283.09.06
BRISTOL-MYERS SQ 1.6% 02/27/19110122BA5CORPORATE BONDS400,000.0000398,423.20.03
BRISTOL-MYERS S 3.25% 02/27/27110122BB3CORPORATE BONDS250,000.0000255,085.24.02
BRIXMOR OPERATIN 3.9% 03/15/2711120VAE3CORPORATE BONDS250,000.0000245,936.15.02
BROADCOM CRP / CA 3% 01/15/2211134LAC3CORPORATE BONDS500,000.0000494,201.77.03
BROOKFIELD FINANCE 4% 04/01/2411271RAA7CORPORATE BONDS500,000.0000516,475.97.04
BURLINGTN NORTH 3.25% 06/15/2712189LBA8CORPORATE BONDS250,000.0000253,320.72.02
BURLINGTN NORT 4.125% 06/15/4712189LBB6CORPORATE BONDS250,000.0000265,958.84.02
BWAY HOLDING CO 5.5% 04/15/2412429TAD6CORPORATE BONDS425,000.0000443,062.50.03
CBS CORP 3.7% 06/01/28124857AV5CORPORATE BONDS45,000.000043,983.81.00
CCO HLDGS LLC/ 5.125% 05/01/231248EPBF9CORPORATE BONDS75,000.000077,625.00.01
CCO HLDGS LLC/CAP 4% 03/01/231248EPBZ5CORPORATE BONDS105,000.0000104,934.38.01
CBRE SERVICES I 5.25% 03/15/2512505BAC4CORPORATE BONDS125,000.0000137,325.29.01
OUTFRONT MEDIA 5.25% 02/15/2212505FAB7CORPORATE BONDS195,000.0000200,483.40.01
CD 2017-CD4 XA V/R 04/10/2712515DAS3ASSET BACKED20,358,419.91001,825,335.93.13
CD 2017-CD3 A 3.631% 01/10/2712515GAD9ASSET BACKED400,000.0000415,838.64.03
CFCRE 2016-C3 D V/R 01/10/2612531WAL6ASSET BACKED2,054,000.00001,511,107.47.11
CFCRE 2016-C3 XA V/R 12/10/2512531WBC5ASSET BACKED2,049,430.7300140,759.82.01
CFCRE 2016-C7 3.838% 12/10/2612532BAD9ASSET BACKED1,906,000.00002,003,130.14.14
CFCRE 2017-C8 XA V/R 05/15/2712532CBE4ASSET BACKED16,769,644.69001,878,315.92.13
CLNS 2017-IKPR D V/R 06/11/22125639AL8ASSET BACKED565,000.0000565,880.16.04
CLNS 2017-IKPR E V/R 06/11/22125639AN4ASSET BACKED565,000.0000566,762.69.04
CLNS 2017-IKPR F V/R 06/11/22125639AQ7ASSET BACKED565,000.0000567,468.65.04
COMM 2013-CR9 XA V/R 07/10/2312625UBC6ASSET BACKED284,791,053.97001,615,932.92.11
CSC HOLDINGS LL 6.75% 11/15/21126307AF4CORPORATE BONDS75,000.000080,625.00.01
CNOOC FINANCE 20 3.5% 05/05/2512634MAB6CORPORATE BONDS2,250,000.00002,273,352.75.16
CSX CORP 4.5% 08/01/54126408HA4CORPORATE BONDS250,000.0000259,337.73.02
CSX CORP 2.6% 11/01/26126408HE6CORPORATE BONDS250,000.0000237,886.20.02
CSMC 2017-LSTK X V/R 05/05/2012651PAC5ASSET BACKED69,653,000.0000998,329.48.07
CSMC 2017-LSTK X V/R 05/05/2012651PAE1ASSET BACKED25,355,000.0000148,025.03.01
CSMC 2017-LST 3.229% 04/05/2112651PAL5ASSET BACKED713,000.0000717,846.40.05
CSMC 2017-LSTK D V/R 04/05/2112651PAN1ASSET BACKED848,000.0000846,312.14.06
CSMC 2017-LSTK E V/R 04/05/2112651PAQ4ASSET BACKED1,246,000.00001,236,566.53.09
CRC ESCROW ISSU 5.25% 10/15/2512652AAA1CORPORATE BONDS445,000.0000445,000.00.03
CVS HEALTH COR 2.125% 06/01/21126650CT5CORPORATE BONDS125,000.0000122,474.05.01
CVS HEALTH COR 2.875% 06/01/26126650CU2CORPORATE BONDS500,000.0000473,470.00.03
CA INC 3.6% 08/15/2212673PAH8CORPORATE BONDS300,000.0000303,196.08.02
CALIFORNIA ST 7.5% 04/01/3413063A5E0MUNICIPAL BONDS100,000.0000146,592.00.01
CALIFORNIA ST 7.55% 04/01/3913063A5G5MUNICIPAL BONDS200,000.0000309,516.00.02
CALIFORNIA ST 7.6% 11/01/4013063BJC7MUNICIPAL BONDS125,000.0000197,527.50.01
CALPINE CORP 5.75% 01/15/25131347CF1CORPORATE BONDS230,000.0000221,375.00.02
CAPITAL ONE FIN 3.05% 03/09/2214040HBL8CORPORATE BONDS250,000.0000251,722.29.02
CAPITAL ONE FIN 3.75% 03/09/2714040HBN4CORPORATE BONDS250,000.0000252,105.83.02
CARDINAL HEALTH 3.41% 06/15/2714149YBJ6CORPORATE BONDS875,000.0000855,801.97.06
CARDINAL HEALT 4.368% 06/15/4714149YBM9CORPORATE BONDS250,000.0000245,636.81.02
SABRA HEALTH C 5.125% 08/15/2614162VAB2CORPORATE BONDS250,000.0000254,067.02.02
DUKE ENERGY PROG 6.3% 04/01/38144141CY2CORPORATE BONDS250,000.0000339,229.65.02
CATERPILLAR IN 3.803% 08/15/42149123CB5CORPORATE BONDS100,000.0000103,974.09.01
CATERPILLAR INC 3.4% 05/15/24149123CC3CORPORATE BONDS775,000.0000804,444.38.06
CATERPILLAR FINL 1.9% 03/22/1914912L6W6CORPORATE BONDS250,000.0000249,743.26.02
CELGENE CORP 3.875% 08/15/25151020AS3CORPORATE BONDS500,000.0000515,002.34.04
CELGENE CORP 4.35% 11/15/47151020AW4CORPORATE BONDS885,000.0000893,873.05.06
CENTENE CORP 4.75% 01/15/2515135BAJ0CORPORATE BONDS425,000.0000435,965.00.03
CHARTER COMM O 4.908% 07/23/25161175AY0CORPORATE BONDS250,000.0000264,070.04.02
CHARTER COMM O 6.484% 10/23/45161175BA1CORPORATE BONDS250,000.0000287,437.13.02
CHARTER COMM O 4.464% 07/23/22161175BB9CORPORATE BONDS375,000.0000390,879.16.03
CHENIERE ENERGY 5.25% 10/01/2516411QAA9CORPORATE BONDS215,000.0000220,643.75.02
CHEVRON CORP 1.79% 11/16/18166764BA7CORPORATE BONDS250,000.0000249,865.34.02
CHEVRON CORP 2.498% 03/03/22166764BN9CORPORATE BONDS250,000.0000250,797.29.02
CHEVRON CORP 1.991% 03/03/20166764BP4CORPORATE BONDS250,000.0000249,463.26.02
CHILDREN'S HOS 4.115% 01/01/4716876BAA0CORPORATE BONDS200,000.0000212,747.45.01
CINCINNATI BELL IN 7% 07/15/24171871AP1CORPORATE BONDS245,000.0000237,650.00.02
CINTAS CORPORATI 2.9% 04/01/2217252MAM2CORPORATE BONDS300,000.0000303,234.89.02
CISCO SYSTEMS IN 2.2% 09/20/2317275RBH4CORPORATE BONDS500,000.0000488,133.82.03
CISCO SYSTEMS IN 2.5% 09/20/2617275RBL5CORPORATE BONDS540,000.0000520,520.34.04
CGCMT 2016-GC 3.314% 01/10/2617290XAT7ASSET BACKED1,250,000.00001,266,872.25.09
CITIGROUP INC 2.7% 03/30/21172967KK6CORPORATE BONDS250,000.0000251,091.46.02
CITIGROUP INC 4.75% 05/18/46172967KR1CORPORATE BONDS250,000.0000268,186.14.02
CITIGROUP INC V/R 01/10/28172967LD1CORPORATE BONDS500,000.0000514,188.53.04
CITIGROUP INC 2.75% 04/25/22172967LG4CORPORATE BONDS500,000.0000498,793.12.03
CITIGROUP INC V/R 07/24/28172967LP4CORPORATE BONDS1,160,000.00001,175,239.39.08
CCCIT 2017-A3 1.92% 04/07/2017305EGB5ASSET BACKED200,000.0000199,266.72.01
CGCMT 2015-GC35 V/R 11/10/4817324KAV0ASSET BACKED38,132,190.51001,822,863.61.13
CITIBANK NA 2% 03/20/1917325FAA6CORPORATE BONDS500,000.0000499,545.00.04
CITIZENS BANK N 2.25% 03/02/2017401QAG6CORPORATE BONDS500,000.0000498,125.67.03
CLARK CNTY NV A 6.82% 07/01/4518085PMT8MUNICIPAL BONDS100,000.0000153,696.00.01
COCA-COLA CO/T 1.375% 05/30/19191216BV1CORPORATE BONDS500,000.0000496,860.80.03
COIN 2017-1A 5.216% 04/25/2319260MAA4ASSET BACKED4,975,000.00005,174,910.43.36
COLD 2017-ICE3 A V/R 04/15/24193046AA7ASSET BACKED887,000.0000889,195.86.06
COLD 2017-ICE3 C V/R 04/15/24193046AE9ASSET BACKED1,082,000.00001,085,028.63.08
CAH 2014-2A E V/R 07/17/1719624MAJ6ASSET BACKED865,997.2400870,353.90.06
COMCAST CORP 4.4% 08/15/3520030NBP5CORPORATE BONDS935,000.00001,005,684.13.07
COMCAST CORP 3.4% 07/15/4620030NBU4CORPORATE BONDS500,000.0000454,873.28.03
COMCAST CORP 3% 02/01/2420030NBX8CORPORATE BONDS250,000.0000251,918.63.02
COMCAST CORP 3.3% 02/01/2720030NBY6CORPORATE BONDS250,000.0000251,759.68.02
COMMONWEALTH ED 3.75% 08/15/47202795JL5CORPORATE BONDS150,000.0000152,035.58.01
CONOCOPHILLIPS 4.95% 03/15/2620826FAQ9CORPORATE BONDS250,000.0000281,716.20.02
CONOCOPHILLIPS 5.95% 03/15/4620826FAR7CORPORATE BONDS250,000.0000325,676.09.02
CONSOLIDATED ED 3.95% 03/01/43209111FC2CORPORATE BONDS250,000.0000260,655.79.02
CONSOLIDATED EDISO 2% 03/15/20209115AD6CORPORATE BONDS500,000.0000497,375.00.03
CONSTELLATION BR 2.7% 05/09/2221036PAR9CORPORATE BONDS350,000.0000347,859.67.02
GNMA TBA 30 UR 2.5% DEC 1721H0226C0TBA- TO BE ANNOUNCED SECURITY500,000.0000487,274.70.03
G2SF 30YR TBA 3.0% DEC 1721H0306C3TBA- TO BE ANNOUNCED SECURITY10,050,000.000010,126,944.81.71
G2SF 30 YR TBA 3.5 DEC1721H0326C9TBA- TO BE ANNOUNCED SECURITY3,750,000.00003,876,562.50.27
G2SF FEB08 TBA 4.5% DEC 1721H0426C8TBA- TO BE ANNOUNCED SECURITY175,000.0000184,304.19.01
COVENTRY HEALTH 5.45% 06/15/21CVH21222862AJ3CORPORATE BONDS500,000.0000542,287.28.04
CSFB 2005-9 5A6 5.5% 10/25/352254586D5ASSET BACKED3,737,284.76003,346,649.93.23
CROWN CASTLE INTL 4% 03/01/2722822VAE1CORPORATE BONDS300,000.0000305,455.19.02
DXC TECHNOLOGY 2.875% 03/27/2023355LAB2CORPORATE BONDS300,000.0000302,136.13.02
DXC TECHNOLOGY 4.75% 04/15/2723355LAD8CORPORATE BONDS400,000.0000425,642.06.03
DAE FUNDING LLC 4.5% 08/01/2223371DAA2CORPORATE BONDS250,000.0000248,750.00.02
JOHN DEERE CAPI 2.65% 01/06/2224422ETL3CORPORATE BONDS195,000.0000196,787.54.01
JOHN DEERE CAPIT 2.2% 03/13/2024422ETQ2CORPORATE BONDS750,000.0000749,900.90.05
DELTA AIR LINE 3.625% 03/15/22247361ZJ0CORPORATE BONDS490,000.0000499,930.72.04
DELTA AIR LINE 2.875% 03/13/20247361ZK7CORPORATE BONDS300,000.0000302,043.91.02
DEVON ENERGY COR 5.6% 07/15/41DVN4125179MAL7CORPORATE BONDS75,000.000086,168.38.01
DEVON ENERGY CORPO 5% 06/15/45DVN4525179MAU7CORPORATE BONDS250,000.0000270,284.87.02
DELL INT LLC / 5.45% 06/15/2325272KAG8CORPORATE BONDS100,000.0000107,857.40.01
DELL INT LLC / 6.02% 06/15/2625272KAK9CORPORATE BONDS750,000.0000823,878.19.06
WALT DISNEY COM 3.15% 09/17/2525468PDF0CORPORATE BONDS125,000.0000127,487.40.01
WALT DISNEY COM 1.95% 03/04/2025468PDP8CORPORATE BONDS500,000.0000499,020.75.03
WALT DISNEY COM 2.45% 03/04/2225468PDQ6CORPORATE BONDS500,000.0000499,169.84.03
DISCOVER FINANCI 4.1% 02/09/27254709AM0CORPORATE BONDS810,000.0000826,017.04.06
DISCOVERY COMMUN 3.8% 03/13/2425470DAM1CORPORATE BONDS400,000.0000403,257.80.03
DOLLAR TREE INC 5.75% 03/01/23256746AB4CORPORATE BONDS245,000.0000256,331.25.02
DOW CHEMICAL CO 4.25% 11/15/20DOW20B260543CC5CORPORATE BONDS100,000.0000104,744.50.01
DUKE ENERGY COR 2.65% 09/01/2626441CAS4CORPORATE BONDS1,480,000.00001,410,942.04.10
DUKE ENERGY COR 3.75% 09/01/4626441CAT2CORPORATE BONDS350,000.0000339,826.11.02
DUKE UNIVERSITY 3.92% 06/01/4726443CAA1CORPORATE BONDS138,000.0000141,662.49.01
EQT CORP 3.9% 10/01/2726884LAF6CORPORATE BONDS865,000.0000847,884.37.06
ESH HOSPITALITY 5.25% 05/01/2526907YAA2CORPORATE BONDS470,000.0000478,225.00.03
EBAY INC 4% 07/15/42278642AF0CORPORATE BONDS100,000.000091,355.82.01
EBAY INC 2.75% 01/30/23278642AS2CORPORATE BONDS550,000.0000544,558.77.04
ENERGY TRANSFER 4.75% 01/15/2629273RBG3CORPORATE BONDS695,000.0000722,761.16.05
ENERGY TRANSFER 4.2% 04/15/2729273RBK4CORPORATE BONDS250,000.0000249,641.44.02
ENERGY TRANSFER 5.3% 04/15/4729273RBL2CORPORATE BONDS250,000.0000243,426.94.02
ENERGY TRANSFER 4.25% 03/15/2329273VAG5CORPORATE BONDS415,000.0000418,112.50.03
ENTERPRISE PROD 3.75% 02/15/2529379VBE2CORPORATE BONDS635,000.0000652,627.73.05
ENTERPRISE PRODU 4.9% 05/15/4629379VBJ1CORPORATE BONDS250,000.0000269,186.38.02
ENTERPRISE PROD 2.85% 04/15/2129379VBK8CORPORATE BONDS500,000.0000504,441.73.04
ENTERPRISE PROD 3.95% 02/15/2729379VBL6CORPORATE BONDS250,000.0000259,427.58.02
EQUINIX INC 5.375% 04/01/2329444UAM8CORPORATE BONDS445,000.0000458,706.00.03
ESTEE LAUDER CO 4.15% 03/15/4729736RAK6CORPORATE BONDS200,000.0000214,273.31.02
ESTEE LAUDER CO 1.8% 02/07/2029736RAL4CORPORATE BONDS300,000.0000298,203.70.02
EXELON GENERATIO 3.4% 03/15/2230161MAR4CORPORATE BONDS500,000.0000510,039.92.04
EXPEDIA INC 3.8% 02/15/2830212PAN5CORPORATE BONDS890,000.0000855,015.98.06
EXPRESS SCRIPTS 4.8% 07/15/4630219GAP3CORPORATE BONDS250,000.0000258,695.12.02
EXXON MOBIL CO 3.567% 03/06/4530231GAN2CORPORATE BONDS100,000.000098,561.13.01
EXXON MOBIL CO 1.708% 03/01/1930231GAP7CORPORATE BONDS500,000.0000499,202.47.03
FGLMC P#G08747 3% 02/01/473128MJZM5MBS/PASS THRU CERTS23,868,404.750023,830,336.551.67
FHLB 1.375% 03/18/193130AAXX1AGENCY BONDS4,500,000.00004,477,032.00.31
FGLMC P#Q44630 3.5% 12/01/463132WJEC1MBS/PASS THRU CERTS25,412,173.690026,216,154.641.84
FGLMC P#G60576 4% 05/01/4631335AT99MBS/PASS THRU CERTS4,600,272.40004,870,495.39.34
FGLMC P#G60910 3% 03/01/4231335BAK2MBS/PASS THRU CERTS14,273,146.350014,313,558.911.00
FHLMC 6.25% 07/15/323134A4KX1AGENCY BONDS1,300,000.00001,819,156.30.13
FNMA 1.875% 09/24/263135G0Q22AGENCY BONDS500,000.0000472,036.00.03
FNR 2016-61 MZ 3% 09/25/463136ATQT4ASSET BACKED13,193,494.330011,523,593.75.81
FNR 2017-24 LG 3% 04/25/373136AVQ93ASSET BACKED7,731,019.00007,490,684.04.53
FNR 2017-12 TA 3% 04/25/423136AVUL1ASSET BACKED35,790,842.640035,977,749.582.52
FNR 2017-32 CA 3% 10/25/423136AWLM7ASSET BACKED23,479,860.250023,612,746.871.66
FHMS K020 A2 V/R 05/25/223137ATRW4ASSET BACKED1,750,000.00001,749,086.33.12
FHR 4223 SB V/R 07/15/433137B3MV7ASSET BACKED10,882,605.74009,395,219.07.66
FHR 4627 Z 3% 10/15/463137BSBW2ASSET BACKED4,529,267.37004,299,254.87.30
FHR 4640 VB 3% 03/15/373137BTMN8ASSET BACKED12,263,464.000012,103,954.35.85
FHMS K062 A2 3.413% 12/25/263137BUX60ASSET BACKED1,540,000.00001,601,839.47.11
FHR 4653 Z 3% 02/15/473137BUXQ6ASSET BACKED7,437,674.96006,689,424.78.47
FHR 4655 CZ 3% 02/15/473137BVDA1ASSET BACKED7,888,288.18007,087,232.52.50
FHR 4664 TC 3% 06/15/413137BWRK2ASSET BACKED27,956,524.500028,200,830.981.98
FHLMC 2.375% 01/13/223137EADB2AGENCY BONDS2,000,000.00002,019,624.00.14
FNMA P#AL7622 4% 05/01/453138EQPG1MBS/PASS THRU CERTS7,764,929.17008,199,206.44.57
FNMA P#AN2840 2.49% 09/01/283138LFEN4MBS/PASS THRU CERTS1,700,000.00001,629,195.90.11
FNMA P#AR9215 3% 03/01/433138W7GZ1MBS/PASS THRU CERTS13,787,931.880013,823,730.31.97
FNMA P#AS8989 5% 03/01/473138WJ7B8MBS/PASS THRU CERTS593,624.0600645,107.22.05
FNMA P#AT7623 3% 06/01/433138WVPH8MBS/PASS THRU CERTS22,399,782.500022,458,294.541.57
FNMA P#BC1514 3.5% 08/01/463140EVVG9MBS/PASS THRU CERTS26,457,109.970027,254,709.291.91
FNMA P#BD7122 4% 04/01/473140FE4G6MBS/PASS THRU CERTS1,280,088.77001,338,144.20.09
FNMA P#BD7054 3.5% 03/01/473140FEZU1MBS/PASS THRU CERTS2,410,137.30002,483,766.75.17
FNMA P#BE3211 3.5% 02/01/323140FNR97MBS/PASS THRU CERTS2,072,634.89002,156,273.58.15
FNMA P#AB7928 3% 02/01/4331417EY21MBS/PASS THRU CERTS7,471,422.83007,490,885.96.53
FNMA P#MA3150 4.5% 10/01/4731418CQC1MBS/PASS THRU CERTS7,729,554.31008,219,261.23.58
FNMA P#AD4059 5% 04/01/4031418RQM6MBS/PASS THRU CERTS7,513,085.51008,251,616.18.58
FEDEX CORP 4.75% 11/15/4531428XBE5CORPORATE BONDS795,000.0000861,459.94.06
FEDEX CORP 3.3% 03/15/2731428XBM7CORPORATE BONDS500,000.0000498,418.40.03
FEDEX CORP 4.4% 01/15/4731428XBN5CORPORATE BONDS250,000.0000258,957.10.02
FIFTH THIRD BANC 2.3% 03/01/19316773CQ1CORPORATE BONDS500,000.0000500,783.60.04
FIRST DATA CORP 5.75% 01/15/2432008DAB2CORPORATE BONDS300,000.0000311,250.00.02
FIRSTENERGY CORP 3.9% 07/15/27337932AH0CORPORATE BONDS500,000.0000510,101.18.04
FLORIDA POWER 3.125% 12/01/25341081FM4CORPORATE BONDS250,000.0000254,053.69.02
FORD MOTOR COM 5.291% 12/08/46345370CS7CORPORATE BONDS250,000.0000265,824.37.02
FORD MOTOR CRE 2.681% 01/09/20345397YE7CORPORATE BONDS500,000.0000501,332.98.04
FORD MOTOR CRED 3.81% 01/09/24345397YG2CORPORATE BONDS500,000.0000510,333.82.04
GATX CORP 3.85% 03/30/27361448AZ6CORPORATE BONDS500,000.0000511,953.79.04
GCAT 2017-5 A1 V/R 07/25/4736155BAA0ASSET BACKED11,525,239.880011,554,762.93.81
GCAT 2017-2 A1 V/R 04/25/4736155CAA8ASSET BACKED13,252,804.440013,302,473.30.93
GCAT 2017-3 A1 V/R 04/27/2036155EAA4ASSET BACKED11,933,568.700011,945,813.73.84
GNMA II P#MA4382 3.5% 04/20/4736179S2P1MBS/PASS THRU CERTS12,796,443.780013,242,106.42.93
GNMA II P#MA4654 4.5% 08/20/4736179TE35MBS/PASS THRU CERTS477,300.3000504,964.40.04
GNMA II P#MA4720 4% 09/20/4736179TG58MBS/PASS THRU CERTS5,620,493.44005,888,814.17.41
GNMA II P#MA4838 4% 11/20/4736179TLT0MBS/PASS THRU CERTS1,775,000.00001,862,532.92.13
GSMS 2012-GC6 3.482% 11/10/2136192BAY3ASSET BACKED896,613.8600925,185.54.06
GSMS 2015-GC28 D V/R 02/10/4836251FAG1ASSET BACKED1,740,000.00001,382,883.97.10
GSMS 2017-GS7 XA V/R 07/10/2736254CAX8ASSET BACKED10,570,172.8100877,498.75.06
GENERAL ELECTRIC 4.5% 03/11/44369604BH5CORPORATE BONDS500,000.0000541,106.03.04
GENERAL ELECTRIC 2.2% 01/09/2036962G7M0CORPORATE BONDS1,000,000.0000998,233.69.07
GENERAL MOTORS CO V/R 08/07/2037045VAM2CORPORATE BONDS205,000.0000206,446.69.01
GENERAL MOTORS 3.45% 01/14/2237045XBS4CORPORATE BONDS500,000.0000507,275.66.04
GENERAL MOTORS 4.35% 01/17/2737045XBT2CORPORATE BONDS500,000.0000513,747.16.04
GENERAL MOTORS 3.95% 04/13/2437045XBW5CORPORATE BONDS920,000.0000942,664.98.07
GEORGIA-PACIFIC 3.6% 03/01/2537331NAH4CORPORATE BONDS780,000.0000800,048.96.06
GEORGIA POWER CO 2% 03/30/20373334KG5CORPORATE BONDS250,000.0000249,219.89.02
GEORGIA POWER C 3.25% 03/30/27373334KH3CORPORATE BONDS250,000.0000249,933.01.02
GILEAD SCIENCES 4.15% 03/01/47375558BK8CORPORATE BONDS250,000.0000256,642.23.02
GILEAD SCIENCES 2.95% 03/01/27375558BM4CORPORATE BONDS500,000.0000488,445.35.03
GOLDMAN SACHS 6.125% 02/15/33GS3338141GCU6CORPORATE BONDS250,000.0000315,098.41.02
GOLDMAN SACHS G 6.75% 10/01/37GS3738141GFD1CORPORATE BONDS250,000.0000329,670.17.02
GOLDMAN SACHS G 4.25% 10/21/25GS25O38141GVR2CORPORATE BONDS500,000.0000522,174.59.04
GOLDMAN SACHS GROU 3% 04/26/2238141GWC4CORPORATE BONDS500,000.0000502,897.23.04
GOLDMAN SACHS G 5.15% 05/22/4538148LAF3CORPORATE BONDS250,000.0000283,225.16.02
GOLDMAN SACHS GRO V/R 10/31/2238148YAB4CORPORATE BONDS885,000.0000883,276.11.06
GOODYEAR TIRE 5.125% 11/15/23382550BE0CORPORATE BONDS310,000.0000321,625.00.02
GRAY TELEVISIO 5.125% 10/15/24389375AK2CORPORATE BONDS420,000.0000418,425.00.03
GWT 2017-WOLF D V/R 09/15/1939153AAL4ASSET BACKED272,000.0000272,509.18.02
GWT 2017-WOLF E V/R 09/15/1939153AAN0ASSET BACKED422,000.0000423,053.35.03
GWT 2017-WOLF F V/R 09/15/1939153AAQ3ASSET BACKED225,000.0000225,773.12.02
HCA INC 4.25% 10/15/19404119BP3CORPORATE BONDS500,000.0000513,125.00.04
HSBC USA INC 2.375% 11/13/1940428HPN6CORPORATE BONDS1,000,000.00001,002,891.23.07
HALLIBURTON CO 5% 11/15/45406216BK6CORPORATE BONDS250,000.0000273,321.32.02
HVMLT 2006-14 2A V/R 01/25/4741162NAC1ASSET BACKED10,705,673.44009,682,777.39.68
SNVA 2017-1A A 4.94% 09/20/2342329GAA8ASSET BACKED4,889,381.43005,019,723.54.35
HESS CORP 5.8% 04/01/4742809HAH0CORPORATE BONDS250,000.0000267,892.66.02
HP ENTERPRISE CO 3.6% 10/15/20HPE2042824CAG4CORPORATE BONDS100,000.0000102,442.53.01
HP ENTERPRISE CO 6.2% 10/15/35HPE3542824CAX7CORPORATE BONDS150,000.0000158,945.70.01
HILTON DOMESTIC 4.25% 09/01/24432833AB7CORPORATE BONDS440,000.0000446,600.00.03
HOME DEPOT INC 2.125% 09/15/26437076BN1CORPORATE BONDS250,000.0000233,398.81.02
HOME DEPOT INC 3.5% 09/15/56437076BP6CORPORATE BONDS250,000.0000229,638.55.02
HOST HOTELS & 3.875% 04/01/2444107TAX4CORPORATE BONDS500,000.0000508,279.35.04
HUMANA INC 4.8% 03/15/47444859BG6CORPORATE BONDS250,000.0000273,589.14.02
HUNTINGTON NAT 2.375% 03/10/20446438RU9CORPORATE BONDS500,000.0000500,196.31.04
ICAHN ENTERPRIS 6.25% 02/01/22451102BJ5CORPORATE BONDS450,000.0000468,000.00.03
ILLINOIS ST 5.1% 06/01/33452151LF8MUNICIPAL BONDS250,000.0000248,450.00.02
ILLINOIS ST 6.725% 04/01/35452152FA4MUNICIPAL BONDS100,000.0000110,578.00.01
INTEL CORP 4.1% 05/19/46458140AV2CORPORATE BONDS250,000.0000265,320.64.02
IBM CORP 4% 06/20/42459200HF1CORPORATE BONDS100,000.0000103,633.67.01
IBM CORP 2.5% 01/27/22459200JQ5CORPORATE BONDS250,000.0000250,426.45.02
IBM CORP 3.3% 01/27/27459200JR3CORPORATE BONDS250,000.0000254,674.57.02
INTERNATIONAL PAPE 3% 02/15/27460146CP6CORPORATE BONDS710,000.0000686,179.88.05
JPMORGAN CHASE 4.25% 10/15/20JPM20B46625HHU7CORPORATE BONDS250,000.0000262,368.15.02
JPMORGAN CHASE 2.25% 01/23/2046625HKA7CORPORATE BONDS815,000.0000814,793.98.06
JPMORGAN CHASE 3.625% 12/01/2746625HRX0CORPORATE BONDS250,000.0000250,904.43.02
JPMORGAN CHASE & V/R 02/01/2846625HRY8CORPORATE BONDS250,000.0000257,237.23.02
JPMCC 2012-C8 2.829% 09/15/2246638UAC0ASSET BACKED955,673.6500960,389.33.07
JPMBB 2015-C27 C V/R 02/15/2546644ABM3ASSET BACKED1,667,000.00001,644,865.24.12
JPMBB 2015-C28 C V/R 03/15/2546644FAK7ASSET BACKED1,906,000.00001,829,399.58.13
JPMORGAN CHASE & V/R 02/22/4846647PAA4CORPORATE BONDS250,000.0000263,740.86.02
JPMORGAN CHASE & V/R 07/24/3846647PAJ5CORPORATE BONDS250,000.0000253,757.13.02
JPMCC 2017-FL10 V/R 06/15/2246648DAG7ASSET BACKED214,000.0000214,824.18.02
JPMCC 2017-FL10 V/R 06/15/2246648DAJ1ASSET BACKED161,000.0000161,413.01.01
JPMCC 2017-FL10 V/R 06/15/2246648DAL6ASSET BACKED523,000.0000521,680.16.04
JIMMY 2017-1A 4.846% 07/30/2747760QAB9ASSET BACKED997,500.00001,002,357.83.07
JOHNSON & JOHNS 2.25% 03/03/22478160CD4CORPORATE BONDS250,000.0000249,969.48.02
JOHNSON & JOHNS 2.95% 03/03/27478160CE2CORPORATE BONDS150,000.0000150,942.23.01
JOHNSON & JOHN 3.625% 03/03/37478160CF9CORPORATE BONDS250,000.0000258,314.63.02
JP MORGAN CHASE 1.65% 09/23/1948125LRG9CORPORATE BONDS1,000,000.0000993,556.19.07
JPMORGAN CHASE & 5.4% 01/06/42JPM4248126BAA1CORPORATE BONDS150,000.0000183,182.87.01
JPMORGAN CHASE 2.972% 01/15/2348128BAB7CORPORATE BONDS250,000.0000251,396.24.02
KLA-TENCOR CORP 4.65% 11/01/24482480AE0CORPORATE BONDS125,000.0000135,242.87.01
KINDER MORGAN E 6.95% 01/15/38KMP38494550AW6CORPORATE BONDS150,000.0000181,609.46.01
KINDER MORGAN ENER 5% 08/15/42494550BN5CORPORATE BONDS75,000.000075,163.21.01
KINDER MORGAN EN 3.5% 03/01/21494550BT2CORPORATE BONDS125,000.0000127,708.09.01
KINDER MORGAN I 3.05% 12/01/1949456BAE1CORPORATE BONDS380,000.0000383,280.48.03
KINDER MORGAN I 5.05% 02/15/4649456BAJ0CORPORATE BONDS250,000.0000252,038.72.02
KRAFT HEINZ FOODS 3% 06/01/2650077LAD8CORPORATE BONDS500,000.0000477,860.87.03
KRAFT HEINZ FOOD 2.8% 07/02/2050077LAH9CORPORATE BONDS790,000.0000795,909.42.06
KRAFT HEINZ FOOD 5.2% 07/15/4550077LAM8CORPORATE BONDS250,000.0000270,502.65.02
KROGER CO 4.45% 02/01/47501044DG3CORPORATE BONDS200,000.0000192,769.37.01
LABORATORY CORP 3.6% 02/01/2550540RAQ5CORPORATE BONDS800,000.0000815,144.61.06
LEVEL 3 FINANC 5.375% 08/15/22527298BD4CORPORATE BONDS440,000.0000446,050.00.03
LEVEL 3 PARENT 5.75% 12/01/2252729NBX7CORPORATE BONDS310,000.0000312,892.30.02
LIVE NATION EN 4.875% 11/01/24538034AK5CORPORATE BONDS210,000.0000216,300.00.02
LOCKHEED MARTIN 3.55% 01/15/26539830BH1CORPORATE BONDS250,000.0000258,695.53.02
LOCKHEED MARTIN 4.7% 05/15/46539830BL2CORPORATE BONDS250,000.0000284,125.23.02
LOS ANGELES CA 6.75% 08/01/4954438CPA4MUNICIPAL BONDS100,000.0000152,473.00.01
LOS ANGELES CA 6.603% 07/01/50544495WA8MUNICIPAL BONDS150,000.0000229,101.00.02
LOS ANGELES CA 6.758% 07/01/34544646ZR6MUNICIPAL BONDS150,000.0000208,752.00.01
LOWE'S COS INC 3.7% 04/15/46548661DN4CORPORATE BONDS250,000.0000244,505.60.02
LTF MERGER SUB I 8.5% 06/15/2354910HAA6CORPORATE BONDS415,000.0000439,900.00.03
MPLX LP 5.2% 03/01/4755336VAL4CORPORATE BONDS250,000.0000263,789.68.02
MACYS RETAIL HLD 4.5% 12/15/3455616XAM9CORPORATE BONDS150,000.0000123,649.90.01
MARATHON PETRO 5.125% 03/01/21MPC2156585AAD4CORPORATE BONDS250,000.0000268,795.16.02
MFT 2017-2A A 2.39% 07/15/2457108PAA3ASSET BACKED746,685.4000747,348.83.05
MASSACHUSETTS 5.456% 12/01/3957582PUE8MUNICIPAL BONDS100,000.0000126,542.00.01
MCDONALD'S COR 4.875% 12/09/4558013MFA7CORPORATE BONDS75,000.000084,901.19.01
MCDONALD'S CORP 3.5% 03/01/2758013MFB5CORPORATE BONDS250,000.0000255,598.62.02
MEDTRONIC INC 4.625% 03/15/45585055BU9CORPORATE BONDS250,000.0000284,821.95.02
MERCK SHARP & DOHM 5% 06/30/19MRK19589331AN7CORPORATE BONDS250,000.0000261,977.93.02
MERCK & CO INC 3.7% 02/10/4558933YAT2CORPORATE BONDS250,000.0000252,785.47.02
MLMT 2005-MKB2 F V/R 09/12/4259022HGQ9ASSET BACKED1,817,000.00001,935,389.36.14
BANK OF AMERICA 7.75% 05/14/38BAC/38A59023VAA8CORPORATE BONDS250,000.0000369,104.82.03
METLIFE INC 4.6% 05/13/4659156RBR8CORPORATE BONDS250,000.0000276,992.90.02
MET TRANSPRTN 7.336% 11/15/3959259NZH9MUNICIPAL BONDS150,000.0000230,529.00.02
MICROSOFT CORP 3.45% 08/08/36594918BS2CORPORATE BONDS250,000.0000252,123.30.02
MICROSOFT CORP 2.4% 02/06/22594918BW3CORPORATE BONDS650,000.0000651,548.04.05
MICROSOFT CORP 2.875% 02/06/24594918BX1CORPORATE BONDS250,000.0000252,739.38.02
MICROSOFT CORP 3.3% 02/06/27594918BY9CORPORATE BONDS250,000.0000257,483.83.02
MICROSOFT CORP 4.25% 02/06/47594918CA0CORPORATE BONDS750,000.0000834,291.59.06
MID-AMERICA APA 3.75% 06/15/2459523UAL1CORPORATE BONDS250,000.0000256,247.00.02
MIDAMERICAN ENER 3.1% 05/01/27595620AQ8CORPORATE BONDS500,000.0000499,604.46.04
BERKSHIRE HATH 6.125% 04/01/36BRK.B/3659562VAM9CORPORATE BONDS200,000.0000261,682.13.02
BERKSHIRE HATHA 5.15% 11/15/4359562VBD8CORPORATE BONDS250,000.0000296,449.42.02
MOLSON COORS BR 2.25% 03/15/2060871RAN0CORPORATE BONDS500,000.0000498,504.56.03
MONSANTO CO 4.4% 07/15/44MON4461166WAP6CORPORATE BONDS250,000.0000259,935.86.02
MOODY'S CORPORA 2.75% 12/15/21615369AG0CORPORATE BONDS300,000.0000300,801.67.02
MSC 2016-BNK2 XA V/R 11/15/4961690YBV3ASSET BACKED25,655,563.09001,757,665.19.12
MSC 2016-UB12 XA V/R 11/15/2661691EBB0ASSET BACKED14,771,190.5900742,094.28.05
MSBAM 2016-C32 X V/R 12/15/2661691GAT7ASSET BACKED35,358,794.94001,838,996.78.13
MORGAN STANLEY 4.35% 09/08/26MS26A6174467Y9CORPORATE BONDS250,000.0000260,920.35.02
MORGAN STANLEY 2.75% 05/19/2261744YAH1CORPORATE BONDS865,000.0000863,244.65.06
MORGAN STANLEY V/R 07/22/2861744YAK4CORPORATE BONDS250,000.0000251,026.82.02
MSC 2011-C1 D V/R 02/15/21617458AS3ASSET BACKED1,964,000.00002,074,334.77.15
MORGAN STANLEY 2.625% 11/17/2161746BED4CORPORATE BONDS500,000.0000498,889.26.03
MORGAN STANLEY 7.3% 05/13/19MS19A61747YCG8CORPORATE BONDS1,000,000.00001,070,700.94.08
MORGAN STANLEY 6.375% 07/24/42MS42617482V92CORPORATE BONDS250,000.0000339,159.59.02
MSBAM 2014-C17 C V/R 07/15/2461763UBE1ASSET BACKED2,000,000.00001,994,164.60.14
MSBAM 2014-C19 X V/R 12/15/2461764PBV3ASSET BACKED26,807,453.06001,289,658.31.09
MSBAM 2016-C31 C V/R 10/15/2661766RBE5ASSET BACKED852,000.0000849,164.71.06
MSC 2016-UB11 XA V/R 08/15/2661767FBB6ASSET BACKED18,446,276.05001,804,912.77.13
MOSAIC CO 4.05% 11/15/2761945CAG8CORPORATE BONDS435,000.0000431,524.30.03
NGL ENRGY PART 6.125% 03/01/2562913TAM4CORPORATE BONDS385,000.0000373,450.00.03
NRG ENERGY INC 6.25% 07/15/22629377BW1CORPORATE BONDS200,000.0000208,250.00.01
NATIONAL RURAL 3.05% 02/15/22NRU22637432MQ5CORPORATE BONDS250,000.0000254,786.30.02
NATIONSTAR MORT/ 6.5% 07/01/2163860UAK6CORPORATE BONDS315,000.0000318,937.50.02
NAVIENT CORP 6.5% 06/15/2263938CAF5CORPORATE BONDS195,000.0000204,750.00.01
ENVISION HEALTH 6.25% 12/01/2464189PAA1CORPORATE BONDS140,000.0000147,525.00.01
NEW JERSEY ST 7.414% 01/01/40646139W35MUNICIPAL BONDS100,000.0000152,731.00.01
NRZT 2017-RPL1 A V/R 04/27/2064829MAA4ASSET BACKED7,481,511.80007,493,250.29.53
NEW YORK LIFE GL 2.9% 01/17/2464952WCN1CORPORATE BONDS255,000.0000256,854.59.02
NEW YORK LIFE GL 2.3% 06/10/2264952WCS0CORPORATE BONDS210,000.0000207,173.43.01
NEW YORK CITY N 5.44% 06/15/4364972FT63MUNICIPAL BONDS125,000.0000163,600.00.01
NEW YORK ST URBA 2.1% 03/15/226500354S4MUNICIPAL BONDS250,000.0000248,507.50.02
NEWELL BRANDS 5.375% 04/01/36651229AX4CORPORATE BONDS125,000.0000144,691.12.01
NEXTERA ENERGY 3.55% 05/01/2765339KAT7CORPORATE BONDS250,000.0000254,960.34.02
NEXSTAR BROADC 5.625% 08/01/2465341XAA6CORPORATE BONDS210,000.0000214,725.00.02
NEXTERA ENERGY 4.25% 09/15/2465342QAC6CORPORATE BONDS420,000.0000425,250.00.03
NISOURCE FINANC 3.49% 05/15/2765473QBE2CORPORATE BONDS150,000.0000151,659.69.01
NISOURCE FINAN 4.375% 05/15/4765473QBF9CORPORATE BONDS100,000.0000106,757.90.01
NAROT 2017-A A 1.74% 08/16/21654747AD6ASSET BACKED2,000,000.00001,991,232.20.14
NOBLE ENERGY IN 4.95% 08/15/47655044AN5CORPORATE BONDS150,000.0000155,422.14.01
NOBLE ENERGY IN 3.85% 01/15/28655044AP0CORPORATE BONDS150,000.0000148,994.61.01
NORDSTROM INC 4% 03/15/27655664AS9CORPORATE BONDS300,000.0000296,825.17.02
NORFOLK SOUTHERN 2.9% 06/15/26655844BS6CORPORATE BONDS250,000.0000245,085.70.02
NORTHERN STATES 3.6% 05/15/46665772CP2CORPORATE BONDS250,000.0000249,084.94.02
NORTHWELL HEALT 4.26% 11/01/47667274AC8CORPORATE BONDS10,000.000010,072.56.00
NOVARTIS CAPITAL 1.8% 02/14/2066989HAL2CORPORATE BONDS250,000.0000248,601.89.02
NOVARTIS CAPITAL 2.4% 05/17/2266989HAM0CORPORATE BONDS250,000.0000249,671.30.02
NOVARTIS CAPITAL 3.1% 05/17/2766989HAN8CORPORATE BONDS150,000.0000151,796.35.01
OHART 2017-NPL2 V/R 07/25/5767134WAA5ASSET BACKED14,808,808.900014,812,614.761.04
OCCIDENTAL PETRO 4.1% 02/01/21OXY21674599BY0CORPORATE BONDS125,000.0000131,066.79.01
ONCOR ELECTRIC D 5.3% 06/01/4268233JAS3CORPORATE BONDS100,000.0000123,248.67.01
ONEOK INC 4% 07/13/27682680AS2CORPORATE BONDS250,000.0000250,268.24.02
ORACLE CORP 3.85% 07/15/3668389XBH7CORPORATE BONDS250,000.0000258,444.02.02
ORACLE CORP 4% 07/15/4668389XBJ3CORPORATE BONDS250,000.0000258,275.64.02
ORACLE CORP 1.9% 09/15/2168389XBK0CORPORATE BONDS500,000.0000492,419.93.03
ORACLE CORP 2.65% 07/15/2668389XBM6CORPORATE BONDS500,000.0000484,645.75.03
OOMLT 2007-6 1A1 V/R 07/25/3768403KAQ8ASSET BACKED16,762,186.870013,478,575.04.94
PECO ENERGY CO 4.15% 10/01/44693304AS6CORPORATE BONDS250,000.0000268,234.33.02
PFP 2017-3 C V/R 11/14/1969345BAG9ASSET BACKED1,667,000.00001,674,754.05.12
PNC FINANCIAL SE 3.9% 04/29/24693475AP0CORPORATE BONDS150,000.0000157,185.94.01
PPL CAPITAL FUND 3.1% 05/15/2669352PAL7CORPORATE BONDS250,000.0000245,306.66.02
PNC BANK NA 2.625% 02/17/2269353RFB9CORPORATE BONDS500,000.0000501,666.71.04
PRPM 2017-2A A1 V/R 09/25/2269358NAA0ASSET BACKED14,655,402.910014,599,218.491.02
PSEG POWER LLC 3% 06/15/2169362BBB7CORPORATE BONDS125,000.0000126,254.16.01
PACCAR FINANCIA 1.95% 02/27/2069371RN69CORPORATE BONDS300,000.0000298,798.10.02
PACIFIC GAS & E 6.05% 03/01/34PCG/34694308GE1CORPORATE BONDS250,000.0000310,748.09.02
PACIFIC GAS & EL 3.3% 03/15/27694308HS9CORPORATE BONDS250,000.0000249,810.36.02
PARKER-HANNIFIN 3.25% 03/01/27701094AH7CORPORATE BONDS400,000.0000402,001.80.03
PARKER-HANNIFIN 4.1% 03/01/47701094AK0CORPORATE BONDS200,000.0000208,751.59.01
PEABODY ENERGY COR 6% 03/31/2270457LAA2CORPORATE BONDS535,000.0000550,381.25.04
PENSKE TRUCK LEA 4.2% 04/01/27709599AX2CORPORATE BONDS200,000.0000208,112.24.01
PENSKE AUTOMOTI 3.75% 08/15/2070959WAH6CORPORATE BONDS435,000.0000442,068.75.03
PEPSICO INC 2.75% 03/05/22PEP22713448BY3CORPORATE BONDS500,000.0000507,159.39.04
PEPSICO INC 2.375% 10/06/26713448DN5CORPORATE BONDS150,000.0000142,745.22.01
PEPSICO INC 3.45% 10/06/46713448DP0CORPORATE BONDS250,000.0000238,712.96.02
PFIZER INC 1.7% 12/15/19717081EB5CORPORATE BONDS500,000.0000497,181.08.03
PFIZER INC 4% 12/15/36717081EC3CORPORATE BONDS250,000.0000268,314.06.02
PFIZER INC 4.125% 12/15/46717081ED1CORPORATE BONDS250,000.0000267,630.87.02
PHILIP MORRIS 4.125% 03/04/43718172AW9CORPORATE BONDS100,000.0000101,486.87.01
PHILIP MORRIS INTL 2% 02/21/20718172BX6CORPORATE BONDS250,000.0000248,489.30.02
PHILIP MORRIS 2.625% 02/18/22718172BZ1CORPORATE BONDS500,000.0000500,656.64.04
PHILLIPS 66 4.3% 04/01/22718546AC8CORPORATE BONDS250,000.0000265,544.53.02
PILGRIM'S PRIDE 5.75% 03/15/2572147KAC2CORPORATE BONDS225,000.0000236,137.50.02
PLAINS ALL AMER 4.5% 12/15/2672650RBL5CORPORATE BONDS250,000.0000250,930.19.02
PORT AUTH OF N 4.458% 10/01/6273358WJA3MUNICIPAL BONDS200,000.0000226,508.00.02
POST HOLDINGS IN 5.5% 03/01/25737446AL8CORPORATE BONDS420,000.0000436,275.00.03
PRAXAIR INC 1.25% 11/07/1874005PBH6CORPORATE BONDS100,000.000099,495.99.01
PRIME SECSRVC B 9.25% 05/15/2374166MAA4CORPORATE BONDS305,000.0000336,643.75.02
PROCTER & GAMBLE 1.9% 11/01/19742718EG0CORPORATE BONDS250,000.0000249,864.57.02
PRUDENTIAL FINANC V/R 06/15/43744320AM4CORPORATE BONDS250,000.0000270,937.50.02
PRUDENTIAL FIN 7.375% 06/15/19PRU1974432QBG9CORPORATE BONDS500,000.0000538,487.64.04
PRUDENTIAL FINAN 6.2% 11/15/40PRU40A74432QBQ7CORPORATE BONDS250,000.0000339,340.06.02
PRUDENTIAL FINAN 3.5% 05/15/2474432QBZ7CORPORATE BONDS775,000.0000804,745.55.06
QUALCOMM INC 3% 05/20/22747525AE3CORPORATE BONDS500,000.0000499,244.85.03
QUINTILES IMS 4.875% 05/15/23748767AF7CORPORATE BONDS520,000.0000538,200.00.04
RALI 2007-QH5 AI V/R 06/25/3775116EAD4ASSET BACKED27,930,645.940016,157,965.261.13
REGENCY CENTERS 4.4% 02/01/4775884RAW3CORPORATE BONDS250,000.0000253,545.68.02
REPUBLIC SERVI 3.375% 11/15/27760759AS9CORPORATE BONDS440,000.0000441,325.99.03
RALI 2005-QS13 5.5% 09/25/35761118GU6ASSET BACKED3,418,705.97003,173,853.46.22
REYNOLDS AMERIC 5.85% 08/15/45761713BB1CORPORATE BONDS250,000.0000304,448.87.02
REYNOLDS AMERICAN 4% 06/12/22761713BF2CORPORATE BONDS765,000.0000798,145.89.06
REYNOLDS AMERI 6.875% 05/01/20761713BT2CORPORATE BONDS500,000.0000549,971.65.04
REYNOLDS GRP I 5.125% 07/15/23761735AT6CORPORATE BONDS455,000.0000472,062.50.03
RPT 2017-ROSS A V/R 06/15/2077846EAA3ASSET BACKED429,000.0000423,554.10.03
RPT 2017-ROSS B V/R 06/15/2077846EAE5ASSET BACKED429,000.0000424,095.16.03
RYDER SYSTEM INC 2.8% 03/01/2278355HKD0CORPORATE BONDS300,000.0000300,005.36.02
SBA TOWER TRUS 3.168% 04/11/2278403DAL4CORPORATE BONDS1,500,000.00001,498,690.65.11
SBA COMMUNICATIONS 4% 10/01/2278410GAA2CORPORATE BONDS440,000.0000442,200.00.03
SABINE PASS LIQUEF 5% 03/15/27785592AS5CORPORATE BONDS600,000.0000639,056.39.04
SABINE PASS LIQU 4.2% 03/15/28785592AU0CORPORATE BONDS400,000.0000402,870.56.03
CHARLES SCHWAB C 3.2% 03/02/27808513AQ8CORPORATE BONDS250,000.0000251,795.54.02
SCIENTIFIC GAMES I 7% 01/01/2280874YAR1CORPORATE BONDS285,000.0000300,675.00.02
SELECT MEDICAL 6.375% 06/01/21816196AQ2CORPORATE BONDS315,000.0000323,268.75.02
SEMPRA ENERGY 4.05% 12/01/23816851AU3CORPORATE BONDS125,000.0000130,983.55.01
SIRIUS XM RADI 5.375% 07/15/2682967NAW8CORPORATE BONDS150,000.0000157,125.00.01
SIRIUS XM RADI 3.875% 08/01/2282967NAY4CORPORATE BONDS185,000.0000186,424.50.01
SIX FLAGS ENTE 4.875% 07/31/2483001AAB8CORPORATE BONDS550,000.0000559,625.00.04
SMITHFIELD FOOD 4.25% 02/01/27832248AZ1CORPORATE BONDS420,000.0000431,910.72.03
SOUTH CAROLINA E 4.5% 06/01/64837004CH1CORPORATE BONDS75,000.000074,830.88.01
SOUTHERN CAL ED 4.05% 03/15/42842400FV0CORPORATE BONDS125,000.0000133,297.28.01
SOUTHERN CAL EDISO 4% 04/01/47842400GG2CORPORATE BONDS250,000.0000265,899.68.02
SOUTHERN CO 1.85% 07/01/19SO19A842587CQ8CORPORATE BONDS645,000.0000641,689.79.04
SOUTHERN CO 4.4% 07/01/46842587CX3CORPORATE BONDS250,000.0000261,745.56.02
SOUTHERN COPPER 6.75% 04/16/4084265VAE5CORPORATE BONDS125,000.0000161,048.87.01
SOUTHERN COPPE 3.875% 04/23/2584265VAH8CORPORATE BONDS125,000.0000129,683.78.01
SOUTHWESTERN ELE 3.9% 04/01/45845437BN1CORPORATE BONDS250,000.0000250,336.45.02
SOUTHWESTERN PUB 4.5% 08/15/41845743BN2CORPORATE BONDS100,000.0000111,774.26.01
SPECTRUM BRAND 6.625% 11/15/2284762LAQ8CORPORATE BONDS275,000.0000285,312.50.02
STARWOOD PROPER 4.75% 03/15/2585571BAJ4CORPORATE BONDS445,000.0000443,887.50.03
SUNTRUST BANK 2.25% 01/31/2086787EAR8CORPORATE BONDS500,000.0000500,059.54.04
SYSCO CORPORATIO 1.9% 04/01/19871829BB2CORPORATE BONDS500,000.0000498,829.81.03
SYSCO CORPORATI 3.25% 07/15/27871829BF3CORPORATE BONDS570,000.0000566,643.83.04
NUVEEN FINANCE 4.125% 11/01/2487246YAC0CORPORATE BONDS790,000.0000831,519.30.06
TARGET CORP 3.5% 07/01/24TGT2487612EBD7CORPORATE BONDS125,000.0000129,504.00.01
TECH DATA CORP 3.7% 02/15/22878237AG1CORPORATE BONDS300,000.0000301,042.18.02
TEMPUR SEALY I 5.625% 10/15/2388023UAD3CORPORATE BONDS205,000.0000213,200.00.01
TERRAFORM POWER 4.25% 01/31/2388104LAC7CORPORATE BONDS445,000.0000446,112.50.03
TEXAS ST 5.517% 04/01/39882722KF7MUNICIPAL BONDS75,000.000098,418.75.01
THERMO FISHER SC 2.4% 02/01/19883556BE1CORPORATE BONDS250,000.0000250,605.44.02
TIME WARNER INC 4.85% 07/15/45TWX45887317AX3CORPORATE BONDS250,000.0000256,900.63.02
TIME WARNER INC 3.8% 02/15/27887317BB0CORPORATE BONDS500,000.0000498,460.33.03
TIME WARNER CABL 7.3% 07/01/38TWC3888732JAN8CORPORATE BONDS150,000.0000184,751.65.01
TIME WARNER CABLE 4% 09/01/21TWC21A88732JBA5CORPORATE BONDS500,000.0000513,790.02.04
TIME WARNER CABL 4.5% 09/15/4288732JBD9CORPORATE BONDS250,000.0000231,240.17.02
TOTAL SYSTEM SER 4.8% 04/01/26891906AC3CORPORATE BONDS125,000.0000135,495.88.01
TOYOTA MOTOR CR 1.55% 10/18/19TM/19D89236TDH5CORPORATE BONDS500,000.0000495,973.07.03
TRANSCONT GAS P 7.85% 02/01/26893574AH6CORPORATE BONDS250,000.0000320,186.36.02
TRAVELERS COS I 5.35% 11/01/40TRV/4089417EAH2CORPORATE BONDS125,000.0000153,540.18.01
TREEHOUSE FOODS IN 6% 02/15/2489469AAC8CORPORATE BONDS85,000.000088,931.25.01
TRIBUNE MEDIA 5.875% 07/15/22896047AH0CORPORATE BONDS250,000.0000255,000.00.02
21ST CENTURY F 3.375% 11/15/2690131HCB9CORPORATE BONDS250,000.0000250,118.33.02
21ST CENTURY FO 4.75% 11/15/4690131HCD5CORPORATE BONDS250,000.0000263,242.17.02
UBSC 2011-C1 D V/R 12/10/2190268TAQ7ASSET BACKED1,686,000.00001,816,804.43.13
UBSBB 2013-C5 XA V/R 03/10/4690270YAC3ASSET BACKED5,272,761.3800217,457.64.02
UBSCM 2017-C1 XA V/R 06/15/5090276EAF4ASSET BACKED7,146,563.7100803,729.71.06
UNION PACIFIC 3.875% 02/01/55907818EC8CORPORATE BONDS125,000.0000123,074.92.01
UNION PACIFIC C 3.35% 08/15/46907818EK0CORPORATE BONDS250,000.0000234,123.65.02
UNITED CONTINEN 4.25% 10/01/22910047AJ8CORPORATE BONDS440,000.0000441,100.00.03
UNITED PARCEL 5.125% 04/01/19911312AK2CORPORATE BONDS250,000.0000259,936.31.02
US BANCORP 2.625% 01/24/2291159HHP8CORPORATE BONDS750,000.0000755,896.73.05
UST BDS 5.25% 11/15/28912810FF0GOVERNMENT BONDS1,500,000.00001,901,953.13.13
US TREAS BDS 6.25% 05/15/30912810FM5GOVERNMENT BONDS3,500,000.00004,909,570.33.34
US TREAS BDS 5.375% 02/15/31912810FP8GOVERNMENT BONDS500,000.0000662,167.97.05
US TREAS BDS 4.5% 05/15/38912810PX0GOVERNMENT BONDS3,300,000.00004,248,105.48.30
US TREAS BDS 4.375% 11/15/39912810QD3GOVERNMENT BONDS3,500,000.00004,448,554.67.31
US TREAS BDS 3.875% 08/15/40912810QK7GOVERNMENT BONDS3,500,000.00004,161,171.88.29
US TREAS BDS 4.375% 05/15/41912810QQ4GOVERNMENT BONDS3,000,000.00003,832,500.00.27
US TREAS BDS 3.125% 11/15/41912810QT8GOVERNMENT BONDS2,500,000.00002,646,289.05.19
US TREAS BDS 2.75% 08/15/42912810QX9GOVERNMENT BONDS3,500,000.00003,463,632.83.24
US TREAS BDS 3.125% 02/15/43912810QZ4GOVERNMENT BONDS4,880,000.00005,155,834.39.36
US TREAS BDS 3.125% 08/15/44912810RH3GOVERNMENT BONDS3,500,000.00003,698,105.46.26
US TREAS BDS 3% 11/15/45912810RP5GOVERNMENT BONDS2,950,000.00003,043,455.09.21
US TREAS BDS 2.5% 05/15/46912810RS9GOVERNMENT BONDS500,000.0000466,445.31.03
US TREAS BDS 3% 02/15/47912810RV2GOVERNMENT BONDS3,500,000.00003,610,742.17.25
US TREAS BDS 3% 05/15/47912810RX8GOVERNMENT BONDS1,000,000.00001,031,640.62.07
US TREAS BDS 2.75% 08/15/47912810RY6GOVERNMENT BONDS1,000,000.0000981,679.69.07
US TREAS NTS 1.375% 08/31/239128282D1GOVERNMENT BONDS6,000,000.00005,724,609.36.40
US TREAS NTS 1.5% 07/15/209128282J8GOVERNMENT BONDS3,000,000.00002,971,406.25.21
US TREAS NTS 1.875% 08/31/249128282U3GOVERNMENT BONDS1,000,000.0000973,515.62.07
US TREAS NTS 1.875% 09/30/229128282W9GOVERNMENT BONDS20,000,000.000019,756,250.001.38
US TREAS NTS 2.125% 09/30/249128282Y5GOVERNMENT BONDS400,000.0000395,296.88.03
US TREAS NTS 2.125% 01/31/21912828B58GOVERNMENT BONDS14,620,000.000014,699,953.131.03
US TREAS NTS 2.75% 02/15/24912828B66GOVERNMENT BONDS5,000,000.00005,138,281.25.36
US TREAS NTS 2.25% 11/15/24912828G38GOVERNMENT BONDS2,000,000.00001,991,171.88.14
US TREAS NTS 1.75% 02/28/22912828J43GOVERNMENT BONDS6,000,000.00005,921,484.36.42
US TREAS NTS 1% 03/15/18912828J68GOVERNMENT BONDS11,710,000.000011,699,516.74.82
US TREAS NTS 1.75% 03/31/22912828J76GOVERNMENT BONDS14,440,000.000014,237,501.531.00
US TREAS NTS 2.75% 02/15/19912828KD1GOVERNMENT BONDS5,000,000.00005,060,937.50.35
US TREAS NTS 3.125% 05/15/19912828KQ2GOVERNMENT BONDS5,000,000.00005,099,804.70.36
US TREAS NTS 1.375% 09/30/20912828L65GOVERNMENT BONDS11,000,000.000010,842,734.32.76
US TREAS NTS 3.625% 08/15/19912828LJ7GOVERNMENT BONDS3,000,000.00003,093,164.07.22
US TREAS NTS 1.875% 10/31/22912828M49GOVERNMENT BONDS6,000,000.00005,924,765.64.42
US TREAS NTS 1.75% 12/31/20912828N48GOVERNMENT BONDS2,000,000.00001,988,671.88.14
US TREAS NTS 1.125% 01/15/19912828N63GOVERNMENT BONDS2,750,000.00002,732,382.81.19
US TREAS NTS 3.5% 05/15/20912828ND8GOVERNMENT BONDS7,000,000.00007,275,351.58.51
US TREAS NTS 2.625% 08/15/20912828NT3GOVERNMENT BONDS3,000,000.00003,058,476.57.21
US TREAS NTS 1.75% 01/31/23912828P38GOVERNMENT BONDS6,000,000.00005,876,718.72.41
WI TREASURY SE 1.5% 03/31/23912828Q29GOVERNMENT BONDS5,000,000.00004,826,953.10.34
US TREAS NTS 1.625% 05/15/26912828R36GOVERNMENT BONDS12,780,000.000012,028,675.81.84
US TREAS NTS 1.625% 05/31/23912828R69GOVERNMENT BONDS6,000,000.00005,819,765.64.41
US TREAS NTS 1.375% 12/31/18912828RY8GOVERNMENT BONDS2,750,000.00002,740,332.05.19
US TREAS NTS 1% 10/15/19912828T59GOVERNMENT BONDS6,000,000.00005,912,578.14.41
US TREAS NTS 1.625% 10/31/23912828T91GOVERNMENT BONDS5,000,000.00004,831,054.70.34
US TREAS NTS 1.625% 08/15/22912828TJ9GOVERNMENT BONDS500,000.0000489,277.35.03
US TREAS NTS 1.375% 12/15/19912828U73GOVERNMENT BONDS6,000,000.00005,948,671.86.42
US TREAS NTS 1.375% 01/31/20912828UL2GOVERNMENT BONDS7,000,000.00006,936,015.66.49
US TREAS NTS 2.25% 12/31/23912828V23GOVERNMENT BONDS6,000,000.00005,997,187.50.42
US TREAS NTS 1.875% 01/31/22912828V72GOVERNMENT BONDS4,000,000.00003,965,781.24.28
US TREAS NTS 1.125% 04/30/20912828VA5GOVERNMENT BONDS3,000,000.00002,948,789.07.21
US TREAS NTS 1.375% 05/31/20912828VF4GOVERNMENT BONDS5,000,000.00004,941,210.95.35
US TREAS NTS 2.125% 02/29/24912828W48GOVERNMENT BONDS9,610,000.00009,526,663.23.67
US TREAS NTS 1.625% 03/15/20912828W63GOVERNMENT BONDS4,000,000.00003,980,781.24.28
US TREAS NTS 2.125% 03/31/24912828W71GOVERNMENT BONDS9,500,000.00009,411,308.57.66
US TREAS NTS 1.875% 03/31/22912828W89GOVERNMENT BONDS2,000,000.00001,980,937.50.14
US TREAS NTS 2.5% 05/15/24912828WJ5GOVERNMENT BONDS2,000,000.00002,024,843.76.14
US TREAS NTS 2.375% 05/15/27912828X88GOVERNMENT BONDS400,000.0000398,234.38.03
US TREAS NTS 1.5% 5/31/20912828XE5GOVERNMENT BONDS15,300,000.000015,164,331.991.06
US TREAS NTS 1.625% 06/30/20912828XH8GOVERNMENT BONDS4,000,000.00003,975,312.48.28
US TREAS NTS 2% 05/31/24912828XT2GOVERNMENT BONDS900,000.0000884,214.85.06
US TREAS NTS 1.5% 06/15/20912828XU9GOVERNMENT BONDS2,500,000.00002,477,539.05.17
US TREAS NTS 2% 06/30/24912828XX3GOVERNMENT BONDS4,000,000.00003,927,187.52.28
UNITED TECHNOLO 3.75% 11/01/46913017CJ6CORPORATE BONDS250,000.0000244,570.98.02
UNITED TECHNOLOG 2.3% 05/04/22913017CQ0CORPORATE BONDS500,000.0000494,082.76.03
UNITEDHEALTH G 2.125% 03/15/2191324PCU4CORPORATE BONDS750,000.0000745,308.84.05
UNITEDHEALTH GR 4.25% 04/15/4791324PCZ3CORPORATE BONDS250,000.0000268,524.80.02
UNIV OF CALIFOR 5.77% 05/15/4391412F7Y7MUNICIPAL BONDS75,000.000097,206.00.01
UNIV OF CALIFO 4.601% 05/15/3191412GTG0MUNICIPAL BONDS100,000.0000112,420.00.01
UNIV OF CALIFO 3.063% 07/01/2591412GU94MUNICIPAL BONDS25,000.000025,385.00.00
VALERO ENERGY 6.625% 06/15/37VLO3791913YAL4CORPORATE BONDS250,000.0000320,779.34.02
VALERO ENERGY CO 4.9% 03/15/4591913YAT7CORPORATE BONDS75,000.000081,865.60.01
VERIZON COMMUNIC 3.5% 11/01/24VZ24A92343VCR3CORPORATE BONDS520,000.0000526,598.64.04
VERIZON COMMUN 4.672% 03/15/5592343VCZ5CORPORATE BONDS75,000.000071,253.63.00
VERIZON COMMUN 2.946% 03/15/2292343VDQ4CORPORATE BONDS500,000.0000502,856.85.04
VERIZON COMMUN 5.012% 04/15/4992343VDS0CORPORATE BONDS750,000.0000776,746.33.05
VERIZON COMMUNI 5.25% 03/16/3792343VDU5CORPORATE BONDS500,000.0000546,600.36.04
VERIZON COMMUN 4.125% 03/16/2792343VDY7CORPORATE BONDS250,000.0000259,885.42.02
VERISK ANALYTI 4.125% 09/12/2292345YAC0CORPORATE BONDS125,000.0000130,776.01.01
VIACOM INC 5.85% 09/01/4392553PAU6CORPORATE BONDS200,000.0000200,150.81.01
VIACOM INC 3.45% 10/04/2692553PBB7CORPORATE BONDS250,000.0000237,165.37.02
VIRGINIA ELEC & PO 4% 01/15/43927804FL3CORPORATE BONDS250,000.0000261,465.52.02
VIRGINIA ELEC & 3.5% 03/15/27927804FX7CORPORATE BONDS250,000.0000258,184.91.02
VISA INC 2.8% 12/14/2292826CAC6CORPORATE BONDS750,000.0000758,456.72.05
VMWARE INC 2.95% 08/21/22928563AB1CORPORATE BONDS820,000.0000815,207.70.06
VOLT 2017-NPL3 A V/R 03/25/4792871YAA6ASSET BACKED11,066,061.530011,133,086.45.78
VOLT 2017-NPL8 A V/R 06/25/2092872DAA1ASSET BACKED7,436,781.11007,450,059.48.52
WFRBS 2012-C6 3.44% 01/15/2292936QAG3ASSET BACKED1,505,000.00001,548,607.07.11
WBCMT 2007-C33 A V/R 07/15/1792978NAK0ASSET BACKED2,000,000.00002,033,400.00.14
WAL-MART STORES 2.55% 04/11/23931142DH3CORPORATE BONDS250,000.0000250,400.56.02
WAL-MART STORES 3.3% 04/22/24931142DP5CORPORATE BONDS250,000.0000260,426.36.02
WAL-MART STORES 4.3% 04/22/44931142DQ3CORPORATE BONDS250,000.0000285,060.77.02
WALGREENS BOOTS 3.45% 06/01/26931427AQ1CORPORATE BONDS500,000.0000489,921.25.03
WMHE 2007-HE4 1A V/R 06/25/3793363XAA1ASSET BACKED11,561,421.48008,563,062.78.60
WMABS 2006-HE3 1 V/R 08/25/3693934MAA5ASSET BACKED17,657,164.060016,031,590.801.12
WASTE MANAGEME 3.125% 03/01/2594106LBA6CORPORATE BONDS770,000.0000774,694.29.05
ACTAVIS INC 3.25% 10/01/22942683AF0CORPORATE BONDS100,000.0000100,607.64.01
WELLCARE HEALTH 5.25% 04/01/2594946TAC0CORPORATE BONDS300,000.0000317,625.00.02
ANTHEM INC 3.3% 01/15/2394973VBA4CORPORATE BONDS765,000.0000776,390.45.05
ANTHEM INC 4.65% 01/15/4394973VBB2CORPORATE BONDS100,000.0000106,268.32.01
WELLS FARGO & COMP 3% 10/23/26949746SH5CORPORATE BONDS500,000.0000487,979.39.03
WELLS FARGO & 3.069% 01/24/23949746SK8CORPORATE BONDS425,000.0000428,133.84.03
WELLS FARGO & CO 4.4% 06/14/46WFC4694974BGT1CORPORATE BONDS250,000.0000258,946.12.02
WELLS FARGO & C 4.75% 12/07/4694974BGU8CORPORATE BONDS250,000.0000273,294.37.02
WFCM 2010-C1 C 5.58% 10/15/5794987MAF8ASSET BACKED295,000.0000310,512.37.02
WELLS FARGO BAN 2.15% 12/06/1994988J5G8CORPORATE BONDS1,000,000.0000999,183.30.07
WFCM 2015-C27 3.894% 03/15/2594989DBC2ASSET BACKED1,356,000.00001,277,378.44.09
WFCM 2015-LC2 3.086% 03/15/2294989EAC1ASSET BACKED1,000,000.00001,016,420.30.07
WFCM 2015-NXS4 E V/R 11/15/2594989XAL9ASSET BACKED2,581,000.00001,905,518.23.13
WFCM 2016-NXS6 X V/R 11/15/4995000KBE4ASSET BACKED11,142,660.22001,084,257.72.08
WFCM 2016-C33 XA V/R 03/15/5995000LBC6ASSET BACKED17,813,223.82001,817,009.39.13
WELLS FARGO & COM V/R 05/22/2895000U2A0CORPORATE BONDS710,000.0000717,839.65.05
WFCM 2017-C38 XA V/R 07/15/5095001MAH3ASSET BACKED10,499,437.7800812,076.92.06
WESTERN UNION CO 3.6% 03/15/22959802AU3CORPORATE BONDS300,000.0000304,522.07.02
WHITING PETROLEUM 5% 03/15/19966387AG7CORPORATE BONDS220,000.0000221,650.00.02
WILLIAMS PARTNER 5.1% 09/15/4596949LAC9CORPORATE BONDS250,000.0000265,203.03.02
WILLIAMS PARTNE 3.75% 06/15/2796949LAD7CORPORATE BONDS410,000.0000406,792.64.03
WISCONSIN ST G 3.154% 05/01/27977100GH3MUNICIPAL BONDS10,000.000010,152.10.00
WYNDHAM WORLDWI 4.15% 04/01/2498310WAP3CORPORATE BONDS300,000.0000301,403.53.02
XEROX CORPORATI 4.07% 03/17/22984121CP6CORPORATE BONDS400,000.0000403,372.10.03
DOW CHEMICAL C 4.625% 10/01/44BQSBHN8CORPORATE BONDS250,000.0000267,695.75.02
T/L MITCHELL INT 0% 10/13/20LX132841LOAN289,269.8600289,321.93.02
T/L FEDERAL-MOGUL 0% 04/09/21LX136189LOAN511,750.7800515,031.10.04
T/L AMERICAN TIRE DISTRIBUTORS INC 0% 9/01/21LX143787LOAN425,444.0500428,103.08.03
T/L CHS/COMMUNITY 0% 12/31/19LX144539LOAN.0000.00.00
T/L KENAN ADVANTAGE 0% 7/29/22LX146807LOAN636,754.3800638,874.77.04
T/L KRONOS ACQUI 0% 08/26/22LX147095LOAN645,000.0000646,077.15.05
T/L MANITOWOC 0% 03/03/2023LX150914LOAN.0000.00.00
T/L SOLERA LLC 0% 03/03/2023LX151194LOAN641,742.4200644,617.43.05
T/L CENGAGE LEA 0% 06/07/23LX152766LOAN705,000.0000670,532.55.05
T/L TRANSDIGM INC 0% 06/09/23LX153128LOAN646,725.4400646,790.11.05
T/L ULTIMATE FIGHTING CHAMPIONSHIP LTDREGD 0% 08/18/23LX153867LOAN641,758.8000644,864.91.05
T/L ACRISURE LLC 0% 11/22/23LX156199LOAN306,543.3900309,130.62.02
T/L SIRIUS COMPUTER SOLUTIONS 0% 10/30/22LX156310LOAN125,000.0000125,416.25.01
T/L TEAM HEALTH 0% 02/06/24LX156377LOAN651,725.0000636,657.12.04
T/L ENVISION HEALT 0% 12/01/23LX156475LOAN631,817.0400633,004.86.04
T/L RADIATE HOLD 0% 02/01/2024LX157714LOAN646,750.0000641,498.39.04
T/L OPTIV SECURITY 0% 02/01/24LX158907LOAN323,492.3400308,026.17.02
T/L UNIVAR USA INC 0% 07/01/22LX158999LOAN356,791.9800357,683.96.03
T/L SOPHIA L P 0% 09/30/2022LX159036LOAN644,992.9900644,593.09.05
T/L REYNOLDS GROUP 0% 02/05/23LX159202LOAN646,741.8600649,619.86.05
T/L BJ'S WHOLESALE CLUB INC 0% 2/3/24LX159354LOAN651,725.0000640,912.88.04
T/L TKC HOLDINGS 0% 02/01/2023LX159454LOAN641,775.0000648,597.07.05
T/L MILACRON LLC 0% 09/28/2023LX159514LOAN641,766.9200642,171.23.05
T/L SOLARWINDS INC 0% 2/3/23LX159694LOAN.0000.00.00
T/L CHANGE HEALTH ZCP 03/01/24LX159695LOAN636,800.0000638,232.80.04
T/L COMPUWARE CORP 0% 12/15/21LX159760LOAN641,734.1800647,618.88.05
T/L SELECT MEDICAL 0% 03/01/21LX159955LOAN636,800.0000642,900.54.05
T/L CBS RADIO INC 0% 10/17/23LX160915LOAN340,000.0000342,125.00.02
T/L EQUINOX FIT 0% 03/08/24LX160946LOAN641,775.0000645,786.09.05
T/L CAPITAL AUTOMO 0% 03/25/24LX161335LOAN625,985.1100627,237.08.04
T/L COLORADO BUYE 0% 05/01/24LX161399LOAN643,387.5000646,443.59.05
T/L CENTURYLINK INC 0% 1/31/25LX161598LOAN205,000.0000196,160.40.01
T/L BWAY HOLDING 0% 04/03/24LX161694LOAN34,912.500035,049.71.00
T/L HARGRAY ACQUISI 0% 05/16/2024LX161938LOAN.0000.00.00
T/L ALIXPARTNERS 0% 04/04/2024LX161956LOAN636,800.0000639,366.30.04
T/L CAESARS ENTER 0% 10/07/24LX161987LOAN110,000.0000109,931.80.01
T/L PROJECT ALPHA 0% 04/26/24LX162624LOAN643,387.5000628,911.28.04
T/L AIR METHODS CO 0% 04/22/24LX162655LOAN645,000.0000643,710.00.05
T/L CITYCENTER HOL 0% 04/18/24LX162717LOAN343,980.3200345,400.96.02
T/L ASURION LLC 0% 11/03/23LX163239LOAN248,750.0000249,643.01.02
T/L CHG HEALTHCARE 0% 06/07/23LX164263LOAN114,419.1900114,812.79.01
T/L SECURUS TECHNO 0% 11/1/24LX164887LOAN594,412.5300599,429.37.04
T/L BRAND ENERGY 0% 06/21/2024LX165183LOAN458,850.0000460,745.05.03
T/L KLOCKNER PENTA 0% 06/30/22LX165635LOAN655,000.0000659,637.40.05
T/L INTRAWEST RESO 0% 7/31/24LX166114LOAN535,000.0000538,680.80.04
T/L GREENEDEN 0% 12/01/23LX166221LOAN633,379.6500636,679.56.04
T/L STAPLES INC 0% 9/12/24LX166934LOAN305,000.0000291,820.95.02
T/L HAYWARD INDS 0% 07/18/2024LX167057LOAN675,000.0000676,687.50.05
T/L CINCINNATI BEL 0% 10/02/24LX167156LOAN555,000.0000561,737.70.04
T/L PEAK 10 HOLD 0% 08/01/24LX167187LOAN680,000.0000681,060.80.05
T/L GTCR VALOR 0% 6/16/23LX167639LOAN250,000.0000252,970.00.02
T/L SCIENTIFIC 0.0% 08/14/2024LX167677LOAN675,000.0000680,811.75.05
T/L NATURES BOUNTY 0% 09/26/24LX167866LOAN.0000.00.00
T/L CLUBCORP CLUB 0% 09/18/2024LX167985LOAN305,000.0000305,545.95.02
T/L THE ADVISORY B 0% 09/27/24LX168454LOAN615,000.0000617,306.25.04
T/L APPLIED SYSTEM 0% 09/19/24LX168507LOAN120,000.0000121,166.40.01
T/L PIKE CORPORA 0% 09/20/24LX168510LOAN30,000.000030,399.90.00
T/L GOLDEN NUGGET 0% 10/04/23LX168592LOAN89,773.130090,421.29.01
T/L BCP RENAISSANC 0% 10/31/24LX168609LOAN225,000.0000227,038.50.02
T/L TRAVERSE MIDST 0% 09/27/24LX168620LOAN110,000.0000111,017.50.01
T/L CAPRI ACQUISIT 0% 10/04/24LX168739LOAN220,000.0000219,313.60.02
T/L CAESARS RESORT 0% 10/2/24LX168784LOAN575,000.0000577,875.00.04
T/L ASSUREDPARTNER 0% 10/22/24LX168847LOAN545,000.0000548,520.70.04
T/L PLASTIPAK HOLD 0% 10/14/24LX168879LOAN.0000.00.00
T/L H B FULLER COM 0% 10/20/24LX168918LOAN140,000.0000140,505.40.01
T/L BLOUNT INTERNA 0% 04/12/23LX168951LOAN45,000.000045,431.10.00
T/L ENERGY TRANSFE 0% 02/02/24LX168987LOAN550,962.3900548,312.26.04
T/L SUPERIOR VISIO 0% 11/01/24LX169184LOAN135,000.0000135,675.00.01
T/L INTRALINKS INC 0% 11/11/24LX169278LOAN355,000.0000353,225.00.02
T/L ACRISURE LLC 0% 11/22/23LX169343LOAN20,000.000020,168.80.00
T/L CVENT INC 0% 11/15/2024LX169456LOAN325,000.0000325,000.00.02
T/L AVAYA INC 0% 11/08/2024LX169485LOAN625,000.0000616,181.25.04
T/L EXCELITAS TECH 0% 11/15/24LX169510LOAN70,000.000070,437.50.00
T/L EXGEN RENEWABL 0% 11/15/24LX169539LOAN215,000.0000216,612.50.02
T/L QUEST SOFTWARE 0% 10/31/22LX169547LOAN666,794.2700674,015.65.05
T/L MITCHELL 0% 11/20/2024LX169555LOAN402,537.3100402,537.31.03
T/L MITCHELL 0% 11/21/2024LX169556LOAN32,462.690032,462.69.00
T/L MITCHELL INT 0% 11/20/2024LX169558LOAN140,000.0000140,991.20.01
T/L SOUTHERN GLAZE 0% 11/22/22LX169588LOAN529,434.7900530,594.25.04
T/L SOUTHERN GLAZE 0% 11/22/22LX169589LOAN85,565.210085,752.60.01
T/L PODS INC 0% 11/21/2024LX169610LOAN175,000.0000175,547.75.01
T/L TRANSDIGM INC 0% 06/09/23LX169653LOAN10,000.000010,001.00.00
T/L GATES GLOBAL L 0% 04/01/24LX169689LOAN323,375.0000324,991.88.02
RELIANCE HOLDING 5.4% 02/14/22U75888AC8CORPORATE BONDS1,650,000.00001,798,836.45.13
REPUBLICA ORIE 4.125% 11/20/45760942AY8GOVERNMENT BONDS250,000.0000250,625.00.02
SINOPEC GRP OV 3.625% 04/12/2782938NAC8CORPORATE BONDS200,000.0000201,245.00.01
CNPC GENERAL CAP 3.4% 04/16/23B96K9N2CORPORATE BONDS900,000.0000913,847.40.06
CNPC HK OVERSEAS 4.5% 04/28/21G21895AB6CORPORATE BONDS800,000.0000843,776.59.06
CNOOC FINANCE 3.875% 05/02/22G23530AA9CORPORATE BONDS200,000.0000207,390.60.01
SINOPEC GRP OVE 2.75% 05/03/21G8200TAB6CORPORATE BONDS200,000.0000200,155.40.01
SINOPEC GRP OVE 2.75% 09/29/26G8200TAH3CORPORATE BONDS1,500,000.00001,423,152.00.10

As of 11/30/2017.

Distributions

Fund NameFund CusipDistribution TypeAmount per ShareEx DateReinvest DateReinvest Price
Destinations Core Fixed Income Fund10964R608Dividend0.0185225/30/20175/30/2017$10.08
Destinations Core Fixed Income Fund10964R608Dividend0.0242546/29/20176/29/2017$10.06
Destinations Core Fixed Income Fund10964R608Dividend0.0195907/27/20177/27/2017$10.05
Destinations Core Fixed Income Fund10964R608Dividend0.0180118/30/20178/30/2017$10.13
Destinations Core Fixed Income Fund10964R608Dividend0.0190089/28/20179/28/2017$10.08
Destinations Core Fixed Income Fund10964R608Dividend0.01795510/30/201710/30/2017$10.07
Destinations Core Fixed Income Fund10964R608Dividend0.01930811/29/201711/29/2017$10.04

Fees and expenses

Type Amount
Management fee 0.65%
Distribution and service (12b-1) fee None
Other expenses 0.23%
Total annual fund operating expense 0.88%
Fee waivers and expense reimbursements (0.09%)
Total annual fund operating expenses less fee waivers and expense reimbursements 0.79%*

*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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