| CITIGROUP CAP XIII 7.875% TR PFD SECS FIXED/FLTG |
192,091 |
192,960 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2194 5.5% 05-01-2025 BEO |
735 |
305 |
| FNMA POOL #AE0467 5.5% 03-01-2024 BEO |
828 |
443 |
| FNMA POOL #976947 6% 02-01-2023 BEO |
941 |
619 |
| FNMA POOL #888926 6% 11-01-2022 BEO |
1,057 |
680 |
| BNSF RY CO 2005-4 4.967% DUE 04-01-2023 |
1,057 |
1,055 |
| GNMA POOL #781321 7.5% 11-15-2024 BEO |
1,422 |
1,081 |
| FNMA POOL #310048 6.5% 02-01-2038 BEO |
2,397 |
2,183 |
| FNMA POOL #256851 7% DUE 08-01-2037 BEO |
2,746 |
2,720 |
| FEDERAL HOME LN MTG CORP POOL #G07600 4.5% 03-01-2042 BEO |
3,120 |
2,857 |
| FHLMC POOL #849096 ADJ RT 10-01-2041 |
3,474 |
3,308 |
| FNMA POOL #AW4688 3.33% 05-01-2044 BEO |
3,527 |
3,172 |
| SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2006-20G CL-1 DUE 07-01-2026 BEO |
4,096 |
3,770 |
| FNMA REMIC TR 2007-28 CL-ZA 6 DUE 04-25-2037 |
4,180 |
4,467 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 |
5,213 |
5,106 |
| FHLMC POOL #849254 ADJ RT 01-01-2042 |
5,287 |
4,698 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL1845 ADJ RT DUE 06-01-2039 BEO |
6,577 |
5,905 |
| BNSF RY CO 2006-2 5.629% DUE 04-01-2024 |
7,084 |
7,156 |
| BNSF RY CO 2006-1 5.72% DUE 01-15-2024 |
7,392 |
7,458 |
| FNMA POOL #MA0634 4.5% 01-01-2031 BEO |
7,774 |
6,711 |
| FEDERAL HOME LN MTG CORP POOL #G07612 4.5% 12-01-2043 BEO |
7,804 |
6,890 |
| FEDERAL HOME LN MTG CORP POOL #G14590 4.5% 07-01-2026 BEO |
8,517 |
6,743 |
| FNMA POOL #AX2525 ADJ RT DUE 12-01-2044 BEO |
8,815 |
7,940 |
| FNMA POOL #889072 6.5% 12-01-2037 BEO |
9,136 |
8,038 |
| FNMA POOL #AD0249 5.5% 04-01-2037 BEO |
9,782 |
9,188 |
| FEDERAL HOME LN MTG CORP POOL #1Q0080 3.248% 01-01-2036 BEO |
10,943 |
10,171 |
| FNMA POOL #780989 ADJ RT DUE 05-01-2034 BEO |
11,087 |
11,602 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7205 3.5% 12-01-2029 BEO |
11,968 |
10,728 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9407 4.5% 09-01-2042 BEO |
12,331 |
10,631 |
| FNMA 7.5 11-25-2040 |
12,452 |
11,655 |
| FNMA POOL #AY0095 2.823% VAR 12-01-2044 BEO |
12,818 |
11,786 |
| DOW CHEM CO 7.375% DUE 11-01-2029 |
13,013 |
13,928 |
| PETROLEOS MEXICANOS GTD NT 6.95% DUE 01-28-2060 REG |
13,059 |
7,386 |
| FHLMC POOL #1N1433 ADJ RT 02-01-2037 |
14,345 |
14,683 |
| FHLMC POOL #2B3797 ADJ RT 02-01-2045 |
14,527 |
13,507 |
| FNMA POOL #AR6900 2.232% 03-01-2043 BEO |
14,763 |
14,165 |
| FNMA POOL #BJ9201 ADJ RT DUE 05-01-2048 BEO |
17,424 |
16,912 |
| FNMA PREASSIGN 00161 7 06-25-2032 |
17,740 |
17,478 |
| FEDERAL HOME LN MTG CORP POOL #G60034 4.5% 02-01-2045 BEO |
18,106 |
16,057 |
| FNMA POOL #BM5704 5% 12-01-2048 BEO |
18,526 |
16,823 |
| FEDERAL HOME LN MTG CORP POOL #2B1332 2.89% 04-01-2043 BEO |
18,604 |
17,535 |
| FNMA POOL #995487 6% 08-01-2037 BEO |
19,225 |
18,761 |
| UNITEDHEALTH GROUP INC 4.75% 05-15-2052 |
19,820 |
19,990 |
| CHARTER COMMUNICATIONS OPER LLC / SR SECD NT 4.4% 04-01-2033 |
19,927 |
17,857 |
| FHLMC POOL #840423 ADJ RT 10-01-2046 |
20,371 |
18,925 |
| FEDERAL HOME LN MTG CORP POOL #2B3527 ADJ RT 11-01-2044 |
20,877 |
19,443 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7384 4.5% 09-01-2045 BEO |
21,618 |
18,437 |
| FNMA POOL #735897 5.5% 10-01-2035 BEO |
21,648 |
19,236 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4778 4% 10-01-2032 BEO |
22,653 |
20,392 |
| FEDERAL HOME LN MTG CORP T-48 CL 1A FLTGRT 07-25-2033 |
23,245 |
21,316 |
| FNMA POOL #MA2508 4% 01-01-2036 BEO |
24,081 |
21,493 |
| B A T CAP CORP NT 5.65% 03-16-2052 |
24,126 |
21,573 |
| WELLS FARGO & CO FIXED 2.572% 02-11-2031 |
24,217 |
21,491 |
| FHLMC POOL #849849 ADJ RT 10-01-2045 |
24,344 |
23,481 |
| PETROBRAS GLOBAL 7.25% DUE 03-17-2044 |
24,549 |
23,904 |
| CVS HEALTH CORP 4.125% DUE 04-01-2040 REG |
24,579 |
21,821 |
| RELX CAP INC 4.75% 05-20-2032 |
24,780 |
25,391 |
| BANK AMER CORP 4.45% DUE 03-03-2026 |
24,850 |
24,879 |
| FHLMC GOLD Q03517 4.5 09-01-2041 |
24,883 |
22,580 |
| COCA COLA CO 3.45% DUE 03-25-2030 |
24,916 |
24,317 |
| LYB INTL FIN III 3.625% DUE 04-01-2051 |
24,927 |
18,475 |
| COCA COLA CO 1.65% DUE 06-01-2030 |
24,949 |
21,199 |
| PVTPL HCA 5YR 144A NEW ISSUE 3.125% 03-15-2027 |
24,951 |
22,713 |
| CIGNA CORP NEW CORP 4.125% 11-15-2025 |
24,979 |
25,027 |
| CHARTER 5.375% 05-01-2047 |
24,992 |
21,287 |
| ABBVIE INC 3.2% 11-21-2029 |
24,994 |
22,999 |
| TRANSCANADA TRUST 5.6% DUE 03-07-2082 |
25,000 |
22,688 |
| CAPITAL ONE FINL CORP 2.636% 03-03-2026 |
25,000 |
23,604 |
| CAPITAL ONE FINL CORP SR NT FIXED / FLTG4.927% 05-10-2028 |
25,000 |
24,760 |
| CITIGROUP INC 4.412% DUE 03-31-2031 |
25,000 |
23,877 |
| ELANCO ANIMAL HEALTH INC CORP 4.272% 08-28-2023 |
25,000 |
25,150 |
| EXXON MOBIL CORP 4.227% DUE 03-19-2040 |
25,000 |
23,623 |
| T-MOBILE USA INC 2.25% DUE 02-15-2026 |
25,062 |
22,497 |
| UN PAC RR CO 5.866 DUE 07-02-2030 |
25,106 |
26,751 |
| CITIGROUP INC 4% DUE 08-05-2024 |
25,112 |
24,928 |
| FEDERAL HOME LN MTG CORP POOL #849505 3.553% 10-01-2044 BEO |
25,142 |
23,562 |
| JPMORGAN CHASE & CO 4.493% 03-24-2031 |
25,261 |
24,415 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4577 4.5% 01-01-2034 BEO |
25,281 |
22,172 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5407 ADJ RT DUE 06-01-2044 BEO |
25,342 |
24,161 |
| BSTN PPTYS LTD 3.65% DUE 02-01-2026 |
25,793 |
24,271 |
| FNMA POOL #MA2366 4% DUE 08-01-2035 BEO |
25,859 |
22,749 |
| JPMORGAN CHASE & CO 4.25% 10-01-2027 |
26,420 |
24,766 |
| FNMA POOL #725330 6% 03-01-2034 BEO |
26,862 |
25,899 |
| FNMA POOL #AS8156 4.5% 10-01-2046 BEO |
26,984 |
21,265 |
| FNMA POOL #BM5402 FLTG RT 01-01-2049 |
27,295 |
26,104 |
| CSX TRANSN INC 6.251% DUE 01-15-2023 |
29,433 |
29,808 |
| FNMA POOL #BJ9262 4.5% 06-01-2048 BEO |
29,466 |
26,994 |
| ABBVIE INC 4.05% DUE 11-21-2039 REG |
29,894 |
26,752 |
| VMWARE INC .6% 08-15-2023 |
29,968 |
28,994 |
| UNITEDHEALTH GROUP INC 4.2% 05-15-2032 |
30,005 |
29,976 |
| CALIFORNIA ST 7.6% 11-01-2040 BEO TAXABLE |
30,285 |
41,427 |
| FNMA POOL #AL8816 4.5% 09-01-2045 BEO |
30,648 |
26,353 |
| FHLMC MULTICLASS SERIES T-54 CLASS-3A 7 02-25-2043 |
31,179 |
30,780 |
| FNMA POOL #MA2923 3.5% 03-01-2037 BEO |
31,955 |
30,191 |
| FEDERAL HOME LN MTG CORP POOL #G06447 4.5% 05-01-2041 BEO |
32,542 |
29,503 |
| FNMA BM1687 4.0% 01-01-2047 |
32,544 |
30,458 |
| PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG |
33,136 |
34,096 |
| NEW JERSEY ST TPK AUTH TPK REV 7.414% 01-01-2040 BEO TAXABLE |
33,372 |
33,178 |
| FNMA POOL #AB1763 4% 11-01-2030 BEO |
34,312 |
30,526 |
| VMWARE INC 1.4% 08-15-2026 |
34,941 |
30,965 |
| DOW CHEM CO NT 9.4 DUE 05-15-2039 |
35,101 |
41,431 |
| CVS HEALTH CORP 4.25% DUE 04-01-2050 |
35,752 |
34,437 |
| FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO |
36,138 |
31,470 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5145 4% 10-01-2033 BEO |
36,415 |
32,646 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9128 4.5% 02-01-2046 BEO |
37,147 |
32,169 |
| FNMA POOL #MA2962 3.5% 04-01-2037 BEO |
37,668 |
35,059 |
| WELLS FARGO & CO 4.1% DUE 06-03-2026 |
38,065 |
34,426 |
| ELANCO ANIMAL HEALTH INC CORP 4.9% 08-28-2028 |
38,094 |
33,317 |
| FNMA POOL #MA2055 4% DUE 09-01-2034 REG |
39,744 |
35,258 |
| UNIV CALIF REGTS MED CTR POOLED REV 4.563% DUE 05-15-2053 REG |
40,000 |
39,280 |
| CALIFORNIA ST 7.625% 03-01-2040 BEO TAXABLE |
40,680 |
54,067 |
| T-MOBILE USA INC 3.4% 10-15-2052 |
41,358 |
37,181 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9781 4.5% 02-01-2046 BEO |
41,598 |
37,256 |
| CCO HLDGS LLC/CCO HLDGS CAP CORP 4.5% 05-01-2032 |
41,775 |
40,485 |
| FNMA POOL #725228 6% 03-01-2034 BEO |
42,020 |
39,060 |
| ORACLE CORP 3.95% DUE 03-25-2051 |
43,002 |
36,725 |
| BSTN PPTYS LTD 4.5% DUE 12-01-2028 |
44,838 |
43,751 |
| EATON CORP OHIO 2.75% DUE 11-02-2022 |
44,849 |
44,969 |
| WELLS FARGO & CO MEDIUM TERM 5.013% 04-04-2051 |
45,000 |
44,136 |
| CAP 1 FINL CORP 3.5% DUE 06-15-2023 |
45,591 |
49,716 |
| KINDER MORGAN ENERGY PARTNERS L P 5 DUE 03-01-2043 |
49,464 |
43,744 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 |
49,481 |
39,618 |
| CHARTER COMMUNICATIONS OPER LLC / SR SECD NT 5.25% 04-01-2053 |
49,650 |
42,251 |
| ORACLE CORP 3.6% DUE 04-01-2040 REG |
49,865 |
37,365 |
| NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 |
49,980 |
50,683 |
| NEW JERSEY ST TPK AUTH TPK REV 7.102% 01-01-2041 BEO TAXABLE |
50,000 |
64,533 |
| B A T CAP CORP 2.726% DUE 03-25-2031 |
50,000 |
39,600 |
| CCO HLDGS LLC / CCO HLDGS CAP CORP SR NT144A 4.25% 01-15-2034 |
50,000 |
38,625 |
| EXXON MOBIL CORP 2.61% DUE 10-15-2030 |
50,000 |
44,895 |
| CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-2033 |
50,090 |
49,098 |
| JPMORGAN CHASE & CO 2.956% 05-13-2031 |
50,104 |
43,169 |
| FEDERAL HOME LN MTG CORP POOL #G60701 4.5% 03-01-2046 BEO |
50,187 |
42,426 |
| SOUTHERN CO 4.475% 08-01-2024 |
50,227 |
50,191 |
| T-MOBILE USA INC 3.375% DUE 04-15-2029 BEO |
50,500 |
43,750 |
| T-MOBILE USA INC 3.5% DUE 04-15-2031 REG |
50,500 |
43,172 |
| CAP 1 FINL CORP 4.2% DUE 10-29-2025 |
51,402 |
49,332 |
| CVS HEALTH CORP 4.78% DUE 03-25-2038 |
52,019 |
47,328 |
| FNMA POOL #BM1357 4.5% 01-01-2043 BEO |
52,241 |
45,805 |
| FEDERAL HOME LN MTG CORP POOL #G07943 4.5% 08-01-2044 BEO |
52,773 |
45,946 |
| FHLMC GOLD G07480 6 05-01-2039 |
54,892 |
49,421 |
| UNUM CORP NT 6.75 DUE 12-15-2028 BEO |
55,500 |
52,804 |
| CIGNA CORP NEW CORP 4.375% 10-15-2028 |
55,709 |
49,614 |
| DISNEY WALT CO SR NT 6.65% 11-15-2037 |
56,087 |
59,564 |
| FEDEX CORP 5.25% DUE 05-15-2050 |
58,323 |
49,784 |
| SOUTHERN CO SER 2021A JR SUB NT FXD FXD 3.75% 09-15-2051 |
60,750 |
50,980 |
| BANK AMER CORP FIXED 2.496% DUE 02-13-2031 |
61,953 |
54,933 |
| TRANSCANADA TR FLTG RT 5.875% DUE 08-15-2076 |
63,187 |
71,250 |
| FHLMC UMBS 30Y FIXED 2% 09-01-2050 |
64,608 |
53,713 |
| VERIZON 4.272% DUE 01-15-2036 |
64,675 |
70,614 |
| FNMA POOL #MA0977 4 DUE 01-01-2032 |
65,298 |
59,964 |
| CHARTER FIXED 5.75% DUE 04-01-2048 |
70,887 |
67,227 |
| CCO HOLDINGS LLC 4.5% 06-01-2033 |
74,438 |
59,102 |
| BANK OF AMERICA CORP 3.004% 12-20-2023 |
74,448 |
80,734 |
| KINDER MORGAN INC 5.55% DUE 06-01-2045 |
74,806 |
70,635 |
| B A T CAP CORP FIXED 3.984% DUE 09-25-2050 |
74,876 |
51,671 |
| AT&T INC 2.75% DUE 06-01-2031 |
74,879 |
64,763 |
| BSTN PPTYS LTD 3.25% DUE 01-30-2031 |
74,966 |
64,328 |
| TRANSCANADA TR FLTG RT 5.5% DUE 09-15-2079 |
75,000 |
66,782 |
| CITIGROUP INC 3.785% 03-17-2033 |
75,000 |
67,574 |
| MICROCHIP TECHNOLOGY 0.983% SNR NTS USD 09-01-2024 |
75,000 |
69,941 |
| SOUTHERN CO 2.7% 08-01-2027 |
75,340 |
75,623 |
| FNMA POOL #BD8902 3.5% 01-01-2030 BEO |
78,303 |
71,056 |
| CVS HEALTH CORP 5.05% DUE 03-25-2048 |
79,383 |
71,794 |
| VODAFONE GROUP PLC 7% DUE 04-04-2079 |
80,000 |
78,476 |
| BANK AMER CORP 4.183% DUE 11-25-2027 |
83,832 |
72,889 |
| PVTPL ENEL FIN INTL S A GTD NT 144A 6.8%DUE 09-15-2037/09-20-2007 BEO |
89,179 |
82,826 |
| TRANSCANADA TR FLTG RT 5.3% DUE 03-15-2077 |
92,381 |
84,550 |
| ANHEUSER BUSCH INBEV WOR 5.55% 01-23-2049 |
92,807 |
76,599 |
| SLC STUDENT LN TR FLTG RT SER 07-1 CL A5 05-15-2037 REG |
93,887 |
90,676 |
| PETROLEOS MEXICANOS 6.375% 01-23-2045 |
97,357 |
69,575 |
| T-MOBILE USA INC FIXED 4.375% DUE 04-15-2040 |
98,025 |
89,263 |
| TRANSCANADA TR SUB TR NT SER 2015-A DUE 05-20-2075/05-20-2025 REG |
100,000 |
94,378 |
| DOMINION RES INC FLTG RT 5.75% DUE 10-01-2054 |
100,000 |
92,884 |
| WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-20 |
100,043 |
98,894 |
| JPMORGAN CHASE & CO 2.522% DUE 04-22-2031 |
100,183 |
85,172 |
| JPMORGAN CHASE & 3.797% DUE 07-23-2024 |
100,330 |
99,628 |
| OCCIDENTAL PETE FIXED 2.9% DUE 08-15-2024 |
100,547 |
106,199 |
| ROYAL BK SCOTLAND GROUP PLC 6 DUE 12-19-2023 REG |
103,806 |
101,776 |
| FEDERAL HOME LN MTG CORP SR 4283 CL EW VAR RT 12-15-2043 |
103,853 |
89,812 |
| KINDER MORGAN 5.4% DUE 09-01-2044 |
110,293 |
115,172 |
| PVTPL HCA INC NEW ISSUE 10YR 3.625% 03-15-2032 |
112,713 |
97,014 |
| NORDSTROM INC 6.95% DUE 03-15-2028 |
114,254 |
94,625 |
| GNMA SER 22-H07 CL FG FLT DUE 03-20-2072 |
115,340 |
113,616 |
| IL ST TAXABLE-PENSION 5.1 DUE 06-01-2033BEO TAXABLE SINKING FD 06-01-2024 N/ |
117,732 |
125,761 |
| GNMA 2.25554% 03-20-2072 |
118,466 |
117,348 |
| TELECOM ITALIA CAP 7.721% DUE 06-04-2038 |
119,015 |
88,723 |
| FNMA #CA7241 2.5% 10-01-2050 |
119,170 |
100,866 |
| BANK AMER CORP 3.846% 03-08-2037 |
119,267 |
108,044 |
| B A T CAP CORP 4.742% DUE 03-16-2032 |
121,108 |
111,098 |
| SOUTHERN CO 4.0% DUE 01-15-2051 |
125,188 |
112,060 |
| FNMA POOL #FM8768 2.5% 02-01-2051 BEO |
126,335 |
109,200 |
| GNMA SER 21-H19 CL FM FLTG RT DUE 12-20-2071 |
127,108 |
124,236 |
| GNMA REMIC TRUST REMIC SER 22-H09 CL FA FLTG RT DUE 04-20-2072 REG |
127,707 |
125,611 |
| PETROBRAS GLOBAL FIN B V 6.9% 03-19-2049 |
134,441 |
134,025 |
| AT&T INC 3.5% DUE 09-15-2053 REG |
137,587 |
122,038 |
| BANK ONE CORP FIXED 8.75% DUE 09-01-2030 |
137,971 |
122,168 |
| FNMA POOL #FS0980 3% 03-01-2052 BEO |
138,551 |
132,581 |
| AT&T INC 3.65% DUE 09-15-2059 |
144,154 |
112,342 |
| HSBC HLDGS PLC 6.5% DUE 05-02-2036 |
150,593 |
159,605 |
| FEDERAL HOME LOAN BANKS 2.5% 11-01-2050 |
152,277 |
128,940 |
| PVTPL RIO OIL FIN TR SER 2014-1 144A 6.25 DUE 07-06-2024 |
162,566 |
175,639 |
| PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 |
174,977 |
166,044 |
| PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG |
182,447 |
176,748 |
| FHLMC POOL #RA2958 2.0% DUE 07-01-2050 BEO |
186,638 |
157,810 |
| GNMA REMIC SER-2018-HO2 CL-FM FLTG 02-20-2068 |
188,598 |
185,171 |
| FED HOME LN MTG 2.5% DUE 02-01-2051 |
190,159 |
165,758 |
| FNMA POOL #CA6398 2.5% 07-01-2050 |
195,990 |
167,665 |
| PVTPL UNICREDIT SPA 5.459% DUE 06-30-2035/06-30-2030 BEO |
200,000 |
161,637 |
| GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 |
200,000 |
189,284 |
| BAYER US FIN II 4.375% DUE 12-15-2028 |
202,616 |
194,745 |
| LLOYDS BKG GROUP 4.65% DUE 03-24-2026 |
204,828 |
195,948 |
| PETRLEOS MEXICANOS 6.7% 02-16-2032 |
205,822 |
173,088 |
| ROYAL BK SCOTLAND 6.125% DUE 12-15-2022 |
210,276 |
215,949 |
| PVTPL CEMEX S A B DE C V 5.2% DUE 09-17-2030 BEO |
217,500 |
171,234 |
| CHARTER 6.484% DUE 10-23-2045 |
245,798 |
218,738 |
| HSBC HLDGS PLC 4.95% DUE 03-31-2030 |
263,097 |
222,292 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 12-01-2050 |
272,616 |
228,141 |
| FNMA POOL #FN CA6271 2.5% 07-01-2050 |
272,879 |
234,656 |
| FNMA POOL #CB3841 3.5% 06-01-2052 BEO |
292,699 |
295,890 |
| BNP PARIBAS FIXED 4.25% DUE 10-15-2024 |
300,597 |
298,784 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 |
305,997 |
255,321 |
| FNMA POOL #CA6247 2.5% 07-01-2050 |
312,875 |
267,500 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-2050 |
321,953 |
268,831 |
| FNMA FNMA POOL #CA6320 2.5% 07-01-2050 |
327,936 |
281,241 |
| PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 3.875% 07-26-2029 |
351,048 |
292,578 |
| SLM STUDENT LN TR FLTG SER 2006-2 CL A6 01-25-2041 BEO |
385,445 |
371,659 |
| FORD MTR CR CO LLC 4.14% DUE 02-15-2023 |
387,404 |
397,937 |
| SLM STUDENT LN TR SR 05-3 CL A6 FLTG RATE 04-25-2040 |
432,379 |
424,969 |
| FNMA POOL #FS1453 3.5% 04-01-2052 BEO |
493,870 |
497,062 |
| PROSUS NV 3.061% 07-13-2031 |
502,750 |
386,512 |
| FHLMC POOL #RA-3202 2.5% 07-01-2050 |
512,498 |
434,754 |
| FNMA #SD0513 2.0% 11-01-2050 |
566,746 |
474,354 |
| FNMA POOL #CB3593 3.5% DUE 05-01-2052 REG |
582,851 |
578,992 |
| FEDERAL HOME LN MTG CORP POOL #RA-3404 2% DUE 08-01-2050 REG |
726,313 |
606,747 |
| FNMA SINGLE FAMILY MORTGAGE 0% 30 YEARS SETTLES SEPTEMBER |
1,347,434 |
1,361,619 |
| PVTPL CMO TOWD PT MTG TR 2016-4 CL A1 144A VAR RT DUE 07-25-2056 BEO |
2,131 |
2,567 |
| PVTPL TOWD PT MTG TR 2017-4 NT CL A1 144A VAR RT DUE 06-25-2057 BEO |
25,479 |
24,483 |
| PVTPL CMO TOWD PT MTG TRUST VAR RT DUE 06-25-2057 BEO |
30,388 |
29,521 |
| ENCOMPASS HLTH 4.5% DUE 02-01-2028 |
34,650 |
29,963 |
| PETRLEOS MEXICANOS 6.7% 02-16-2032 |
36,191 |
27,450 |
| PVTPL TOWD PT MTG TR 2017-6 NT CL A1 VAR RT DUE 10-25-2057 BEO |
44,470 |
43,175 |
| PVTPL CMO SEQUOIA MTG TR 2016-1 MTG PASSTHRU CTF CL A-1 FLTG RATE 06-25- |
46,878 |
42,035 |
| HCP INC 3.25% DUE 07-15-2026 |
49,953 |
48,137 |
| HEALTHCARE RLTY TR FIXED 2.4% DUE 03-15-2030 |
52,822 |
43,860 |
| CALIFORNIA ST UNIV REV 2.965% 11-01-2039BEO TAXABLE |
55,000 |
44,473 |
| PVTPL SYDNEY ARPT FIN CO PTY LTD GTD SR SECD NT 3.625% DUE 04-28-2026 |
56,972 |
54,990 |
| CARDINAL HLTH INC 3.079% DUE 06-15-2024 |
61,000 |
60,008 |
| MORGAN STANLEY 5.297% 04-20-2037 |
66,000 |
63,914 |
| INTERCONTINENTAL EXCHANGE INC NEW ISSUE 30YR 4.95% 06-15-2052 |
66,069 |
65,936 |
| CVS HEALTH CORP 4.3% DUE 03-25-2028 |
67,446 |
66,291 |
| HUMANA INC 3.7% 03-23-2029 |
67,913 |
64,372 |
| CALIFORNIA HEALTH FACS FING AUTH REV 4.353% 06-01-2041 BEO TAXABLE |
70,000 |
65,576 |
| PICASSO FIN SUB 6.125% DUE 06-15-2025 |
71,000 |
69,225 |
| QUANTA SVCS INC SR NT .95% 10-01-2024 |
71,961 |
66,589 |
| PVTPL FRONTIER COMMUNICATIONS CORP 5.0% DUE 05-01-2028 BEO |
74,000 |
62,900 |
| SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG |
76,803 |
73,790 |
| PVTPL NOVELIS CORP 4.75% DUE 01-30-2030 BEO |
82,368 |
76,469 |
| PRUDENTIAL FINANCIAL INC 5.7% 09-15-2048 |
83,000 |
80,630 |
| XYLEM INC FIXED 1.95% DUE 01-30-2028 |
84,576 |
75,072 |
| WESTLAKE CHEM CORP .875% 08-15-2024 |
84,875 |
81,124 |
| APTIV PLC 3.25% 03-01-2032 |
90,636 |
77,313 |
| PVTPL COMMSCOPE FIN LLC 144A FIXED 8.25%8.25% DUE 03-01-2027/02-19-2019 BEO |
94,903 |
78,260 |
| LOCKHEED MARTIN 3.55% DUE 01-15-2026 |
97,243 |
98,177 |
| GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO |
99,818 |
87,242 |
| PVTPL CRESTWOOD MIDSTREAM PARTNERS LP 6.0% 02-01-2029 |
101,717 |
88,131 |
| PVTPL ENLINK MIDSTREAM LLC 5.625% DUE 01-15-2028 BEO |
102,000 |
93,561 |
| PVTPL NESCO HLDGS II INC 5.5% DUE 04-15-2029/04-01-2021 BEO |
103,000 |
86,263 |
| AMERICAN TOWER CORP NEW SR NT 4.05% 03-15-2032 |
108,445 |
99,331 |
| PVTPL TENET HEALTHCARE CORP 6.125% DUE 10-01-2028/09-16-2020 BEO |
111,000 |
94,992 |
| DISCOVERY 3.625% DUE 05-15-2030 |
112,000 |
99,583 |
| ENBRIDGE INC 4.25% DUE 12-01-2026 |
113,706 |
111,831 |
| BANK AMER CORP 2.572% DUE 10-20-2032 BEO |
114,720 |
103,926 |
| MOLSON COORS 3% DUE 07-15-2026 |
115,651 |
119,285 |
| VERIZON COMMUNICATIONS INC 3.15% DUE 03-22-2030 |
117,790 |
97,284 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 4.0% 04-14-2032 |
123,869 |
116,376 |
| AT&T INC 1.65% DUE 02-01-2028 |
124,843 |
108,139 |
| PVTPL MAGALLANES INC 4.054% 03-15-2029 BEO |
127,000 |
116,329 |
| BORGWARNER INC 3.375% DUE 03-15-2025 |
129,737 |
127,273 |
| GRAND CANYON UNIV 4.125% 10-01-2024 |
134,000 |
127,769 |
| CROWN CASTLE INTL 3.8% DUE 02-15-2028 |
134,480 |
127,369 |
| PVTPL BROADCOM INC NEW ISSUE 10YR 144A 4.15% 04-15-2032 |
144,682 |
130,907 |
| MPLX LP 4.5% 04-15-2038 |
146,240 |
129,762 |
| ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-2034 |
146,553 |
122,321 |
| GENUINE PARTS CO SR NT 2.75% 02-01-2032 |
151,179 |
126,579 |
| CIGNA CORP NEW CORP 4.375% 10-15-2028 |
154,794 |
153,804 |
| PVTPL CARNIVAL CORP GTD SR SECD NT 144A 5.75% DUE 03-01-2027/02-16-2021 BEO |
163,000 |
117,732 |
| DISCOVERY 3.95% DUE 03-20-2028 |
172,382 |
161,488 |
| CAPITAL ONE FINL CORP 3.273% DUE 03-01-2030 BEO |
174,000 |
153,982 |
| WELLS FARGO & CO 2.879% DUE 10-30-2030 |
185,235 |
159,167 |
| ENTERGY CORP 2.8% DUE 06-15-2030 REG |
188,512 |
162,956 |
| VICI PROPERTIES INC 5.125% 05-15-2032 |
194,569 |
183,756 |
| ABBVIE INC 3.6% 05-14-2025 |
196,450 |
196,748 |
| ALLY FINL INC 2.2% 11-02-2028 |
198,270 |
163,684 |
| BANK AMER CORP 3.846% 03-08-2037 |
199,000 |
172,005 |
| PVTPL PHILLIPS 66 CO 3.75% DUE 03-01-2028 BEO |
199,261 |
193,912 |
| LLOYDS BKG GROUP 2.438% DUE 02-05-2026 |
199,284 |
189,250 |
| DALLAS FORT WORTH TEX INTL ARPT REV 3.089% 11-01-2040 BEO TAXABLE |
200,000 |
166,734 |
| PVTPL KYNDRYL HOLDINGS INC 2.05% 10-15-2026 |
201,741 |
170,038 |
| STD CHARTERED PLC 4.05% DUE 04-12-2026 |
205,014 |
195,902 |
| MILLENNIUM ESCR 6.625% DUE 08-01-2026 |
209,000 |
168,675 |
| BSTN PPTYS LTD 3.4% DUE 06-21-2029 |
213,604 |
191,819 |
| ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 |
216,495 |
191,549 |
| PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG |
217,773 |
166,755 |
| BOEING CO 4.875% DUE 05-01-2025 |
221,104 |
199,262 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 4.5%DUE 01-15-2028 BEO |
223,250 |
214,154 |
| SOUTHWEST AIRLS CO 5.25% DUE 05-04-2025 |
227,416 |
217,012 |
| REALTY INCOME CORP .75% DUE 03-15-2026 |
228,142 |
202,303 |
| WELLS FARGO & CO 2.393% 06-02-2028 |
229,000 |
205,076 |
| PVTPL CCO HLDGS LLC/CCO HLDGS CAP CORP 4.25% DUE 02-01-2031 BEO |
232,000 |
189,080 |
| QUANTA SVCS INC 2.9% DUE 10-01-2030 |
234,431 |
192,782 |
| PHILIP MORRIS INTL 3.125% DUE 08-17-2027 |
236,173 |
222,362 |
| PVTPL BNP PARIBAS 2.219% DUE 06-09-2026/06-09-2025 REG |
240,000 |
221,561 |
| DUKE ENERGY CORP FIXED 2.45% DUE 06-01-2030 |
241,228 |
203,978 |
| IOCHPE-MAXION AUSTRIA GMBH / MAXION 5% 05-07-2028 |
242,435 |
203,442 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO |
242,553 |
193,001 |
| CR SUISSE GROUP AG FLTG RT 3.869% DUE 01-12-2029 |
250,000 |
224,654 |
| ANGLO AMERN CAP PLC 2.25% 03-17-2028 |
251,553 |
218,027 |
| AMGEN INC 3.35% 02-22-2032 |
264,618 |
241,670 |
| BARCLAYS PLC 2.279% DUE 11-24-2027 |
269,000 |
238,472 |
| NORTHERN STS PWR CO MINN 4.5% DUE 06-01-2052 BEO |
276,988 |
274,718 |
| CITIGROUP INC 4.412% DUE 03-31-2031 |
287,225 |
238,767 |
| QORVO INC SR NT 4.375% 10-15-2029 |
309,388 |
253,273 |
| LLOYDS BKG GROUP VAR RT 1.627% DUE 05-11-2027 |
312,000 |
277,276 |
| GENERAL MTRS CO 6.125% DUE 10-01-2025 |
312,684 |
323,560 |
| VERIZON FIXED 2.1% DUE 03-22-2028 |
319,856 |
284,231 |
| PVTPL PRICOA GLOBAL FUNDING 1 1.2% 09-01-2026 |
322,267 |
287,975 |
| AXA EQUITABLE FIXED 4.35% DUE 04-20-2028 |
328,391 |
317,371 |
| PVTPL UNICREDIT SPA 5.459% DUE 06-30-2035/06-30-2030 BEO |
338,000 |
273,166 |
| PVTPL SEALED AIR CORP 1.573% 10-15-2026 |
352,000 |
306,260 |
| VMWARE INC 1.4% 08-15-2026 |
356,393 |
315,842 |
| PVTPL STANDARD CHARTERED PLC 1.822% 11-23-2025 |
360,000 |
333,370 |
| SUNTRUST BKS INC 4% DUE 05-01-2025 |
372,523 |
373,656 |
| JPMORGAN CHASE & CO 1.953% 02-04-2032 |
380,046 |
365,268 |
| GOLDMAN SACHS GROUP INC 2.615% 04-22-2032 |
380,638 |
344,548 |
| LOWES COS INC 4.0% 04-01-2032 |
386,934 |
359,046 |
| PVTPL HCA INC SR SECD NT 4.375% 03-15-2042 |
391,100 |
325,148 |
| CROWN CASTLE INTL CORP 2.1% DUE 04-01-2031 |
401,170 |
320,535 |
| BAXTER INTL INC FIXED 1.915% DUE 02-01-2027 |
407,992 |
365,375 |
| MORGAN STANLEY 3.125% DUE 07-27-2026 |
419,005 |
389,210 |
| EQUINIX INC SR NT 3.9% 04-15-2032 |
457,580 |
416,026 |
| T-MOBILE USA INC 2.05% DUE 02-15-2028 |
461,966 |
390,685 |
| AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO |
464,219 |
404,905 |
| PVTPL METROPOLITAN LIFE GLOBAL FDG 2.4% 01-11-2032 |
469,460 |
394,942 |
| PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN .875% DUE 06-14-2024 BEO |
470,972 |
440,312 |
| T-MOBILE USA INC 3.5% 04-15-2025 |
476,696 |
452,833 |
| GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046 |
497,875 |
443,777 |
| PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027 |
578,000 |
502,363 |
| HSBC HLDGS PLC 2.633% DUE 11-07-2025 |
607,814 |
574,023 |
| AT&T INC 1.7% DUE 03-25-2026 BEO |
610,978 |
559,171 |
| MACQUARIE GROUP LTD SR NT FIXED/FLTG 144A 2.691% 06-23-2032 |
700,207 |
590,440 |
| SANTANDER UK GROUP 1.089% DUE 03-15-2025 |
730,000 |
681,575 |
| MFO HARTFORD MUT FDS II INC SCHRD SECZ SDR |
3,948,954 |
3,763,234 |