Fund Facts  

Inception Date: Apr 5, 1999
Ticker Symbol: VPCDX
Morningstar Category:Intermediate-Term Bond
As of Mar 31, 2016
Fund Net Assets ($millions) $1,681

Documents for Fund or Underlying Fund(s)  

Description

Objective  

To offer current income by approximating the performance of the Barclays U.S. Aggregate Bond Index.

Principal Investment Strategies  

The Fund invests, under normal circumstances, at least 80% of its net assets in bonds and other fixed income securities included in the Barclays U.S. Aggregate Bond Index, selected and weighted to seek to result in investment characteristics comparable to those of that index and performance that correlates with the performance of that index. The Fund considers To-Be-Announced (“TBA”) transactions that provide substantially similar exposure to securities in the Barclays U.S. Aggregate Index to be investments included within the index.

The Fund follows an indexed or passively managed approach to investing. This means that securities are selected for investment to try to approximate the investment characteristics and performance of the Barclays U.S. Aggregate Bond Index. The subadviser employs a sampling technique to approximate index characteristics, using fewer securities than are contained in the index. The Barclays U.S. Aggregate Bond Index is an unmanaged index that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes treasuries, government-related and corporate securities, mortgage-backed securities (agency fixed-rate and hybrid adjustable rate mortgage pass-throughs), asset-backed securities and commercial mortgage-backed securities (agency and non-agency).

While there is no guarantee, the investment adviser expects the correlation between the Fund and its index to be at least 0.95. A correlation of 1.00 would mean the returns of the Fund and the index almost always move in the same direction (but not necessarily by the same amount). A correlation of 0.00 would mean movements in the Fund are unrelated to movements in the index.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include Interest Rate Risk, U.S. Government Agency Securities Risk, Mortgage-Backed Securities Risk, TBA Risk, Asset-Backed Securities Risk, Prepayment and Extension Risk, Credit Risk, Indexing Risk, Portfolio Turnover Risk.
Please see the Risk Glossary for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Mar 31, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Core Bond Idx II   2.96%2.96%1.64%2.24%3.53%4.65%N/A
Barclays U.S. Aggregate Bond Indexa,b3.03%3.03%1.96%2.50%3.78%4.90%N/A

Fund past performance, as shown, is no guarantee of how the fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Annual Fund Operating Expenses
Total expenses   0.20%

 

a. The Barclays U.S. Aggregate Bond Index consists of investment-grade U.S. fixed income securities.

b. Returns and/or expenses provided by Morningstar, Inc. Copyright © 2016. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. ICMA-RC does not independently verify Morningstar data.

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
May 31, 2016May 31, 2016$0.024102000
Apr 29, 2016Apr 29, 2016$0.021237000
Mar 31, 2016Mar 31, 2016$0.024318000
Feb 29, 2016Feb 29, 2016$0.023879000
Jan 29, 2016Jan 29, 2016$0.021340000
Dec 31, 2015Dec 31, 2015$0.024453000
Nov 30, 2015Nov 30, 2015$0.022254000
Oct 30, 2015Oct 30, 2015$0.022617000
Sep 30, 2015Sep 30, 2015$0.022489000
Aug 31, 2015Aug 31, 2015$0.023710000
Jul 31, 2015Jul 31, 2015$0.023418000
Jun 30, 2015Jun 30, 2015$0.023627000
May 29, 2015May 29, 2015$0.021993000
Apr 30, 2015Apr 30, 2015$0.022094000
Mar 31, 2015Mar 31, 2015$0.025632000
Feb 27, 2015Feb 27, 2015$0.020907000
Jan 30, 2015Jan 30, 2015$0.022203000
Dec 31, 2014Dec 31, 2014$0.027195000
 

Morningstar Information

Morningstar Rating   As of Mar 31, 2016
Period Stars Category Size
Overall 3 Stars951
3-Year 4 Stars951
5-Year 3 Stars827
10-Year 3 Stars602

For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating™ based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, fee waivers, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars and the bottom 10% receive 1 star. The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its three-, five- and ten-year (if applicable) Morningstar Rating metrics. For funds with loads, the Morningstar rating on a load-waived basis is provided, when available. Load-waived ratings do not include any front- or back-end sales loads and are intended for investors that have access to such purchase terms. Funds with loads are waived for plans administered by ICMA-RC. Past performance is no guarantee of future results.

Morningstar Stylebox As of Mar 31, 2016
Fixed Income Stylebox
High Moderate
Allocation of Assets As of Feb 29, 2016
Type of Asset Percent
Equity0%
Fixed Income95%
Cash/Other5%

Due to rounding, percentages shown may not add up to 100%.

 
 

Characteristics

Allocation of Assets As of Feb 29, 2016
Asset ClassPercent
Domestic Stock0.0%
Foreign Stock0.0%
Domestic Bond86.5%
Foreign Bond8.2%
Preferred0.0%
Convertible0.0%
Cash5.4%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Fixed Income Sector As of Feb 29, 2016
SectorPercent
Government39.8%
Securitized29.7%
Corporate24.5%
Cash & Equivalents5.3%
Municipal0.8%

Exposure reflects fixed income securities only and will sum to the fixed income exposure of the fund.

 
Credit Quality As of Feb 29, 2016
Quality LevelPercent
AAA72.3%
AA3.5%
A10.9%
BBB13.3%
BB0.0%
B0.1%
Below B0.0%
Not Rated0.0%

Due to rounding, percentages shown may not add up to 100%. Exposure reflects fixed income securities only.

 
Top Ten Holdings As of May 31, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET6.0%
GINNIE MAE II POOL 3.5 TBA1.6%
FANNIE MAE POOL 3.5 TBA1.5%
FANNIE MAE POOL 4 TBA0.8%
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/20170.5%
FREDDIE MAC GOLD POOL 3.5 TBA0.5%
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/20250.5%
UNITED STATES TREASURY NOTE/BOND 2% 02/15/20250.4%
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/20240.4%
GINNIE MAE II POOL 3 TBA0.4%
All Holdings As of May 31, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5 TBA$27,129,566
FANNIE MAE POOL 3.5 TBA$25,304,251
FANNIE MAE POOL 4 TBA$12,654,036
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$9,139,116
FREDDIE MAC GOLD POOL 3.5 TBA$8,497,607
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,667,961
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,508,610
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$7,453,251
GINNIE MAE II POOL 3 TBA$7,064,141
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,032,439
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$6,763,615
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,748,562
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,576,371
FANNIE MAE POOL 3 TBA$6,503,791
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$6,220,466
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$6,172,968
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,099,735
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$6,059,198
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$5,957,260
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,921,961
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,884,407
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,692,323
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,490,231
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$5,467,212
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,350,445
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$5,252,178
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,234,714
UNITED STATES TREASURY NOTE/BOND .875% 07/15/2017$5,121,992
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$5,088,850
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,086,575
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,906,549
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,879,473
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,808,492
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,757,585
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,705,598
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,704,994
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,703,623
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,698,647
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,690,271
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,648,712
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$4,574,788
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$4,551,422
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,495,745
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,455,176
UNITED STATES TREASURY NOTE/BOND 1% 05/15/2018$4,420,249
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$4,411,396
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,262,629
UNITED STATES TREASURY NOTE/BOND 2.5% 06/30/2017$4,248,025
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,122,299
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,055,936
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,005,685
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,002,812
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$3,999,526
UNITED STATES TREASURY NOTE/BOND 0.75 04/30/2018$3,991,092
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,969,231
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,968,857
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,870,672
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,867,525
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,861,357
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$3,819,152
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,818,005
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,802,265
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,786,186
UNITED STATES TREASURY NOTE/BOND .75% 06/30/2017$3,690,218
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,672,089
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$3,670,109
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,655,883
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$3,642,994
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,619,616
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$3,616,293
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,557,093
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,552,335
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,509,093
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,508,544
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,500,137
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,456,979
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,454,087
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,443,062
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,422,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,414,427
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$3,410,066
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,398,133
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,307,991
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,248,062
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,217,585
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,205,616
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,195,457
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,192,512
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,191,353
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,172,415
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$3,143,069
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,141,311
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,105,875
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$3,075,066
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,067,182
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$3,067,034
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,055,314
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,055,164
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,054,141
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,052,641
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$3,041,435
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,037,354
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,022,954
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$3,011,815
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$2,999,461
UNITED STATES TREASURY NOTE/BOND 0.875 04/15/2019$2,988,282
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,981,133
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,962,990
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$2,942,123
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,938,192
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,919,712
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,906,638
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,895,952
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,825,589
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,815,632
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,809,223
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,798,070
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,780,946
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,770,089
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,753,707
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,680,752
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,637,642
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,633,551
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,623,550
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,619,825
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,551,026
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,525,213
UNITED STATES TREASURY NOTE/BOND 1.625 04/30/2023$2,516,162
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,511,013
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$2,502,156
UNITED STATES TREASURY NOTE/BOND 1.5 03/31/2023$2,476,855
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$2,473,947
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,467,000
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,466,033
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,451,589
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,445,209
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,422,069
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,411,228
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,405,486
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,403,413
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,390,708
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,346,627
UNITED STATES TREASURY NOTE/BOND 0.875 03/31/2018$2,325,363
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,325,195
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,318,065
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,298,286
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,276,464
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,272,532
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,267,100
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$2,261,328
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,238,363
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,157,008
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$2,145,084
UNITED STATES TREASURY NOTE/BOND 2.5 02/15/2046$2,138,814
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,133,921
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,128,794
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,125,342
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,124,544
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,051,877
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,021,016
FEDERAL HOME LOAN BANKS .625% 05/30/2017$1,996,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,983,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$1,961,416
UNITED STATES TREASURY NOTE/BOND 1.25 03/31/2021$1,939,488
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,916,287
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,909,945
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$1,906,873
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,897,551
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,893,171
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$1,855,095
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,824,765
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$1,822,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,802,427
EUROPEAN INVESTMENT BANK 1.125 08/15/2019$1,793,366
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,776,387
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,757,986
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,728,536
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,725,475
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,714,212
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,693,987
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,691,940
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,670,421
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,667,524
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,641,712
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,637,424
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,629,177
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,623,437
UNITED STATES TREASURY NOTE/BOND 1.625 08/15/2022$1,606,062
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2017$1,594,597
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,593,607
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,587,621
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,569,952
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,552,942
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,531,373
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,528,991
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$1,524,901
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,524,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,521,810
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,519,656
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,515,938
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$1,513,914
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,510,575
FEDERAL HOME LOAN BANKS 1% 06/21/2017$1,503,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,500,593
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,492,405
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,491,855
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,481,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,459,138
REPUBLIC OF POLAND 5.125% 04/21/2021$1,457,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,448,889
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,447,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,446,490
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,435,923
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,418,443
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,414,773
CITIGROUP INC 4.05% 07/30/2022$1,357,860
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$1,356,649
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,347,779
KFW 4.375% 03/15/2018$1,324,319
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,321,398
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,313,151
GINNIE MAE II POOL 4% 09/20/2045$1,310,250
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,297,668
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,262,358
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,249,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25 02/26/2019$1,246,226
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,245,117
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,235,940
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,230,532
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,219,770
GINNIE MAE II POOL 3% 12/20/2045$1,213,690
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,209,776
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,208,602
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,204,761
AT&T INC 3.9% 03/11/2024$1,199,626
FREDDIE MAC GOLD POOL 3.5% 10/01/2045$1,194,009
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,171,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,168,033
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,160,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,158,339
KFW 4% 01/27/2020$1,147,414
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,142,770
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,140,005
BAKER HUGHES INC 7.5% 11/15/2018$1,135,207
KFW 1.875% 06/30/2020$1,120,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,115,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,115,569
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,113,447
PETROLEOS MEXICANOS 8% 05/03/2019$1,111,900
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,106,250
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,102,291
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,102,281
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,099,719
WESTPAC BANKING CORP 4.875% 11/19/2019$1,099,031
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,098,901
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,098,189
GINNIE MAE II POOL 3% 01/20/2046$1,096,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,093,541
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,090,678
MORGAN STANLEY 4.875% 11/01/2022$1,087,106
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,080,489
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,079,216
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,078,625
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,072,550
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,070,468
BANK OF AMERICA CORP 5.65% 05/01/2018$1,069,934
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,069,846
FREDDIE MAC GOLD POOL 3.5% 09/01/2045$1,069,678
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,069,068
MEDTRONIC INC 3.5% 03/15/2025$1,067,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,066,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,066,120
FANNIE MAE POOL 3.5% 07/01/2045$1,061,387
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,060,939
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,060,643
BANK ONE CORP 8% 04/29/2027$1,060,370
GS MORTGAGE SECURITIES TRUST 2015-GC34 3.506 10/10/2048$1,057,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,056,328
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,056,083
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,055,554
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,053,696
GINNIE MAE II POOL 3.5 03/20/2046$1,049,159
PFIZER INC 3% 06/15/2023$1,047,356
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,047,292
FREDDIE MAC GOLD POOL 3.5 04/01/2046$1,044,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,043,519
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,043,048
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,042,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,041,648
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.314 04/10/2049$1,040,545
FANNIE MAE POOL 2.5% 08/01/2030$1,040,169
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,039,940
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,038,107
FREDDIE MAC GOLD POOL 2.5% 09/01/2030$1,036,357
FANNIE MAE POOL 3% 01/01/2030$1,035,490
FANNIE MAE POOL 4% 10/01/2043$1,035,285
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,033,574
FANNIE MAE POOL 3.5 07/01/2045$1,033,317
FREDDIE MAC GOLD POOL 3.5% 02/01/2046$1,031,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,030,882
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,030,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,028,606
CITIGROUP INC 6.625% 06/15/2032$1,028,559
ORACLE CORP 2.25% 10/08/2019$1,027,897
FANNIE MAE POOL 3.5 11/01/2045$1,027,464
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,026,778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,026,384
FREDDIE MAC GOLD POOL 3.5% 12/01/2045$1,024,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,021,265
FANNIE MAE POOL 3 03/01/2046$1,020,958
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,017,776
MORGAN STANLEY 2.5% 01/24/2019$1,016,433
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,015,461
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,015,384
FANNIE MAE POOL 3.5% 11/01/2045$1,012,436
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,012,434
COCA-COLA CO/THE 1.65% 03/14/2018$1,011,523
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,009,897
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,009,714
CITIGROUP INC 3.3% 04/27/2025$1,009,623
KFW 0.875 04/19/2018$1,007,712
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,004,584
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 05/12/2017$1,004,362
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,003,976
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$1,002,369
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,002,089
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,001,958
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,001,849
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,000,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,000,666
BANK OF AMERICA NA 1.65% 03/26/2018$1,000,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,000,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$999,937
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.27% 07/08/2019$999,815
EUROPEAN INVESTMENT BANK 1% 06/15/2018$999,077
COLGATE-PALMOLIVE CO .9% 05/01/2018$998,538
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$998,309
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$996,728
FEDERAL HOME LOAN MORTGAGE CORP 0.75 04/09/2018$996,528
FANNIE MAE POOL 3.5 02/01/2046$994,986
FEDERAL HOME LOAN MORTGAGE CORP 4.185% 12/25/2020$994,128
PACIFICORP 6% 01/15/2039$992,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$992,011
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$988,580
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$985,527
AMERICAN EXPRESS CO 7% 03/19/2018$984,247
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$981,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$978,969
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$974,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$973,609
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$970,363
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$960,304
FANNIE MAE POOL 3% 02/01/2046$952,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$951,635
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$949,978
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$949,040
WAL-MART STORES INC 5.25% 09/01/2035$947,525
FREDDIE MAC GOLD POOL 4% 08/01/2045$947,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$944,821
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$944,096
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$942,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$939,925
TIME WARNER CABLE INC 4.5% 09/15/2042$939,596
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$938,378
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$935,154
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$933,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$933,635
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$929,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.585% 04/25/2023$928,313
STATE OF CALIFORNIA 7.625% 03/01/2040$921,654
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$920,155
GINNIE MAE II POOL 3% 11/20/2044$913,208
REPUBLIC OF TURKEY 4.875% 04/16/2043$906,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$904,435
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$902,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$899,732
FANNIE MAE POOL 2.5 04/01/2031$899,452
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$898,960
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$896,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$890,702
FANNIE MAE POOL 4 09/01/2045$889,052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$869,912
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$863,679
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$861,198
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$860,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$856,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$854,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$854,050
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$851,293
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$851,125
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$850,894
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$849,686
WELLS FARGO & CO 4.48% 01/16/2024$848,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$848,757
KERR-MCGEE CORP 7.875% 09/15/2031$846,707
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$843,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$842,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$840,965
FANNIE MAE POOL 3% 10/01/2045$840,625
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$839,123
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$838,050
FREDDIE MAC GOLD POOL 3.5 01/01/2045$837,288
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$837,032
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$835,531
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,612
BANK OF AMERICA CORP 4.875% 04/01/2044$833,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$832,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$832,593
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$832,170
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$831,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$829,816
WAL-MART STORES INC 4.3% 04/22/2044$828,543
COMMERCIAL MORTGAGE TRUST 2007-GG11 5.736% 12/10/2049$826,314
FANNIE MAE POOL 4% 11/01/2044$825,685
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,025
RAYTHEON CO 6.75% 03/15/2018$824,118
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$823,547
FANNIE MAE POOL 4% 07/01/2045$823,256
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$822,566
MICROSOFT CORP 3.625% 12/15/2023$821,034
SHELL INTERNATIONAL FINANCE BV 1.375 05/10/2019$820,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$818,622
GE CAPITAL INTERNATIONAL FUNDING CO 4.418% 11/15/2035$817,550
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$815,002
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$813,943
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$813,684
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$808,792
TIME WARNER INC 4.05% 12/15/2023$807,396
BPCE SA 4% 04/15/2024$804,644
MCDONALD'S CORP 4.6% 05/26/2045$804,236
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42 06/15/2021$801,560
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$798,264
GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025$797,519
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$796,000
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$794,656
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$791,662
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$791,583
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75 04/19/2023$791,339
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$791,166
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$790,152
MORGAN STANLEY 4% 07/23/2025$789,890
FANNIE MAE POOL 2.5% 10/01/2030$789,506
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$789,336
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$785,553
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$785,366
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$784,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$784,471
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$783,110
UBS AG/STAMFORD CT 1.375% 06/01/2017$780,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$776,551
CVS HEALTH CORP 3.875% 07/20/2025$775,839
STATE OF CALIFORNIA 7.55% 04/01/2039$772,605
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$772,361
FANNIE MAE POOL 3% 01/01/2046$772,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$771,242
REPUBLIC OF TURKEY 8% 02/14/2034$771,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$769,664
TYSON FOODS INC 2.65% 08/15/2019$768,696
ORANGE SA 9% 03/01/2031$768,339
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$768,272
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$766,503
GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020$765,289
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$764,991
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$764,918
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$764,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$764,042
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$763,544
GILEAD SCIENCES INC 2.05% 04/01/2019$763,240
CVS HEALTH CORP 2.25% 12/05/2018$762,850
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$761,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$761,299
CANADA 1.625% 02/27/2019$761,063
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$759,900
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$759,213
BARCLAYS PLC 3.25% 01/12/2021$758,284
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625 03/10/2020$757,591
WELLS FARGO & CO 2.15% 01/30/2020$756,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$756,499
JUNIPER NETWORKS INC 4.35% 06/15/2025$754,949
CITIGROUP INC 2.15% 07/30/2018$754,930
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$754,183
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$753,669
AT&T INC 4.5% 05/15/2035$753,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$753,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$752,854
VIACOM INC 4.5% 03/01/2021$752,520
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$752,117
BANK OF MONTREAL 1.4% 04/10/2018$750,814
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$750,682
AMERICAN EXPRESS CREDIT CORP 2.25 05/05/2021$750,453
EUROPEAN INVESTMENT BANK 2% 03/15/2021$750,172
REPUBLIC OF TURKEY 3.25% 03/23/2023$748,924
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$748,165
WESTPAC BANKING CORP 2.1 05/13/2021$747,042
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$746,524
DOW CHEMICAL CO/THE 8.55% 05/15/2019$746,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$745,729
DEUTSCHE BANK AG 3.375 05/12/2021$745,502
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$743,577
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$739,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$739,113
FANNIE MAE POOL 3% 06/01/2030$737,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$736,690
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$734,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$734,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$734,280
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$733,257
KFW 2% 05/02/2025$732,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$731,982
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$729,532
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$728,083
FREDDIE MAC GOLD POOL 4% 11/01/2042$727,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$726,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$725,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$725,613
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$722,556
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$722,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$721,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$720,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$720,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$718,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$718,126
FANNIE MAE POOL 3 05/01/2046$717,713
HOME DEPOT INC/THE 5.875% 12/16/2036$716,369
AT&T INC 4.35% 06/15/2045$716,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$708,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$708,139
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$706,344
EXXON MOBIL CORP 1.708 03/01/2019$705,661
CIGNA CORP 4.5% 03/15/2021$704,703
TRAVELERS COS INC/THE 6.75% 06/20/2036$702,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$701,519
WELLS FARGO & CO 1.15% 06/02/2017$699,698
ABBOTT LABORATORIES 2.95% 03/15/2025$699,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$699,008
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$697,873
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$697,409
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$696,799
FANNIE MAE POOL 4 12/01/2045$696,204
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$694,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$694,209
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$693,801
FREDDIE MAC GOLD POOL 3% 10/01/2026$693,394
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$693,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$692,206
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$692,123
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$691,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$691,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$689,250
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$689,194
UNITED STATES TREASURY NOTE/BOND 5.25 02/15/2029$682,617
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$681,947
MORGAN STANLEY 5.75% 01/25/2021$681,178
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$679,268
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$679,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$677,014
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$676,538
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$676,214
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$675,950
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/11/2017$675,658
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$674,639
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$674,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$674,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$672,184
PETROLEOS MEXICANOS 5.5% 06/27/2044$672,160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$670,974
COMCAST CORP 6.45% 03/15/2037$665,905
CHEVRON CORP 1.79% 11/16/2018$665,638
FEDERAL HOME LOAN MORTGAGE CORP 2.144% 08/01/2043$665,485
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$664,634
FANNIE MAE POOL 3% 12/01/2045$664,153
CISCO SYSTEMS INC 5.9% 02/15/2039$662,348
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$661,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$661,387
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$659,036
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$658,516
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$657,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$657,096
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$656,130
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$654,964
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$654,182
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$654,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$653,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$652,770
GRUPO TELEVISA SAB 5% 05/13/2045$650,987
BANK OF MONTREAL 1.3% 07/14/2017$650,737
FANNIE MAE POOL 3% 11/01/2030$649,432
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$647,515
HSBC HOLDINGS PLC 6.1% 01/14/2042$646,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$645,830
ALTRIA GROUP INC 9.25% 08/06/2019$645,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$642,593
UNION PACIFIC CORP 4.821% 02/01/2044$642,558
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$642,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$641,080
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$640,855
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$638,937
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$638,441
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$635,359
GINNIE MAE II POOL 3.5% 02/20/2046$634,669
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 6.02 06/15/2026$632,963
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$632,607
REPUBLIC OF PERU 6.55% 03/14/2037$631,250
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$630,357
PEPSICO INC 5.5% 01/15/2040$627,767
FREDDIE MAC GOLD POOL 3.5% 02/01/2045$627,283
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$625,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$624,903
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$619,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$619,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$614,696
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$614,038
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$612,923
LOCKHEED MARTIN CORP 4.5% 05/15/2036$612,908
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908 07/23/2025$610,788
BNP PARIBAS SA 2.4% 12/12/2018$610,775
FREDDIE MAC GOLD POOL 4% 11/01/2044$609,455
AT&T INC 5.8% 02/15/2019$608,466
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$607,910
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$606,359
INTERNATIONAL PAPER CO 7.5% 08/15/2021$606,026
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$603,904
BANK OF AMERICA CORP 2.625 04/19/2021$603,434
FINANCING CORP 9.65% 11/02/2018$602,553
KENTUCKY UTILITIES CO 5.125% 11/01/2040$602,166
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$602,044
CELGENE CORP 4.625% 05/15/2044$601,154
ORACLE CORP 5.375% 07/15/2040$600,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$600,300
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$599,054
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$598,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$597,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$596,783
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$596,452
NEXEN ENERGY ULC 6.4% 05/15/2037$596,056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$595,696
SUNCOR ENERGY INC 7.15% 02/01/2032$593,146
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$591,071
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,546
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$590,225
AT&T INC 6.375 03/01/2041$589,570
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$589,375
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$587,623
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$585,215
TIME WARNER CABLE INC 8.75% 02/14/2019$582,975
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$581,472
JPMORGAN CHASE & CO 4.85% 02/01/2044$579,818
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$578,897
METLIFE INC 7.717% 02/15/2019$576,877
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$576,850
GENERAL MOTORS FINANCIAL CO INC 3.7 05/09/2023$574,944
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$572,129
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$571,207
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$570,082
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$569,501
ACTAVIS FUNDING SCS 3% 03/12/2020$568,846
REPUBLIC OF POLAND 6.375% 07/15/2019$567,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$567,657
AT&T INC 6.15% 09/15/2034$567,642
REPUBLIC OF TURKEY 7.5% 11/07/2019$565,841
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$565,616
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$564,812
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$564,497
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$564,488
NATIONAL CITY CORP 6.875% 05/15/2019$564,405
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$563,980
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$563,608
COMM 2013-CCRE11 MORTGAGE TRUST 5.331% 10/10/2046$563,064
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$563,011
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$562,764
FANNIE MAE POOL 3% 11/01/2030$562,673
REPUBLIC OF ITALY 6.875% 09/27/2023$562,508
NISOURCE FINANCE CORP 5.45% 09/15/2020$562,374
MEDTRONIC INC 4.625% 03/15/2045$562,334
PRECISION CASTPARTS CORP 4.375% 06/15/2045$561,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$561,668
JPMORGAN CHASE & CO 6.3% 04/23/2019$561,057
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$560,468
BANK OF AMERICA CORP 5.625% 07/01/2020$559,280
VOYA FINANCIAL INC 5.5% 07/15/2022$558,733
ACTAVIS INC 6.125% 08/15/2019$557,757
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$557,268
KEYCORP 5.1% 03/24/2021$556,214
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$556,120
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$554,921
MERCK SHARP & DOHME CORP 5% 06/30/2019$553,225
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$553,013
WELLS FARGO & CO 4.6% 04/01/2021$552,763
AMAZON.COM INC 3.8% 12/05/2024$552,452
WESTERN UNION CO/THE 5.253% 04/01/2020$552,282
BLACKROCK INC 4.25% 05/24/2021$551,971
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$551,570
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$551,414
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$550,300
BB&T CORP 5.25% 11/01/2019$550,166
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$550,097
DEERE & CO 4.375% 10/16/2019$549,924
CISCO SYSTEMS INC 3.5% 06/15/2025$549,429
ACE INA HOLDINGS INC 4.35% 11/03/2045$548,842
ALTRIA GROUP INC 4% 01/31/2024$548,785
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$548,755
EMERSON ELECTRIC CO 5% 04/15/2019$547,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$547,415
CISCO SYSTEMS INC 4.95% 02/15/2019$547,190
UNION PACIFIC CORP 3.75% 03/15/2024$547,046
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$546,330
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$546,252
AMGEN INC 6.15% 06/01/2018$546,218
BANK OF AMERICA CORP 6.875% 04/25/2018$546,040
CITIGROUP INC 4.5% 01/14/2022$545,686
CMS ENERGY CORP 4.7% 03/31/2043$545,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$545,374
FEDERAL HOME LOAN MORTGAGE CORP 2.421% 10/01/2043$544,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$544,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$544,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$544,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$544,073
MORGAN STANLEY 6.625% 04/01/2018$543,455
AT&T INC 4.45% 05/15/2021$543,119
AT&T INC 5.5% 02/01/2018$542,993
ORACLE CORP 5.75% 04/15/2018$541,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$541,272
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$540,890
NOVARTIS CAPITAL CORP 4% 11/20/2045$540,467
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$539,482
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$539,308
UNITEDHEALTH GROUP INC 6% 02/15/2018$539,218
TARGET CORP 6% 01/15/2018$538,869
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$538,867
FANNIE MAE POOL 4 09/01/2045$538,631
FANNIE MAE POOL 2.5 TBA$538,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$537,838
CATERPILLAR INC 4.75% 05/15/2064$537,804
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$537,104
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$536,777
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$536,724
BARCLAYS PLC 4.375% 01/12/2026$536,719
KFW 4.5% 07/16/2018$535,683
TIME WARNER INC 7.7% 05/01/2032$535,574
MCDONALD'S CORP 5.35% 03/01/2018$534,970
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$533,897
VULCAN MATERIALS CO 4.5 04/01/2025$533,750
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$533,696
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$533,464
MORGAN STANLEY 5.95% 12/28/2017$532,757
XEROX CORP 6.35% 05/15/2018$532,668
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$532,635
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$532,538
BLACKROCK INC 3.375% 06/01/2022$532,462
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$531,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$531,477
BECTON DICKINSON AND CO 3.734% 12/15/2024$531,086
NORTHERN TRUST CORP 3.375% 08/23/2021$530,622
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$530,428
FEDEX CORP 4.75% 11/15/2045$530,406
GILEAD SCIENCES INC 3.65% 03/01/2026$529,995
HALLIBURTON CO 7.45% 09/15/2039$529,768
KIMBERLY-CLARK CORP 6.125% 08/01/2017$529,750
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$529,695
JPMORGAN CHASE BANK NA 6% 10/01/2017$529,308
CATERPILLAR INC 3.4% 05/15/2024$529,082
DISCOVERY COMMUNICATIONS LLC 4.9 03/11/2026$528,946
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$528,762
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$528,731
REPUBLIC OF PERU 7.35% 07/21/2025$528,500
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$528,383
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 03/09/2026$528,242
PEPSICO INC 3% 08/25/2021$528,091
GOLDMAN SACHS GROUP INC/THE 6.25% 09/01/2017$528,020
TIME WARNER INC 3.875% 01/15/2026$527,770
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$527,500
BANK OF AMERICA CORP 4% 04/01/2024$527,440
KFW 2.75% 09/08/2020$526,555
KFW 2.75% 10/01/2020$526,547
GINNIE MAE II POOL 3% 10/20/2045$526,172
HSBC HOLDINGS PLC 4% 03/30/2022$526,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$526,069
TRINITY ACQUISITION PLC 4.625% 08/15/2023$525,995
EXELON CORP 3.95 06/15/2025$525,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$525,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$525,038
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$524,830
HSBC HOLDINGS PLC 4.3 03/08/2026$524,222
METLIFE INC 3.6% 04/10/2024$524,216
MCCORMICK & CO INC/MD 3.25% 11/15/2025$524,075
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$523,950
VISA INC 2.2% 12/14/2020$523,907
VALERO ENERGY CORP 6.625% 06/15/2037$523,147
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$522,807
LLOYDS BANK PLC 3.5% 05/14/2025$522,688
KFW 1.625% 03/15/2021$522,585
APPLE INC 2.85% 05/06/2021$522,453
DEVON ENERGY CORP 5.85% 12/15/2025$522,098
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$522,000
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$521,887
ONE GAS INC 3.61% 02/01/2024$521,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$521,298
ALLSTATE CORP/THE 3.15% 06/15/2023$520,761
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$520,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$520,037
PETROLEOS MEXICANOS 5.5% 01/21/2021$520,000
CITIGROUP INC 4.6 03/09/2026$519,984
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$519,795
AMERICAN TOWER CORP 4.5% 01/15/2018$519,721
GINNIE MAE II POOL 3% 05/20/2045$519,619
CONSUMERS ENERGY CO 3.125% 08/31/2024$519,313
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$518,997
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.375% 05/21/2025$518,617
SYNCHRONY FINANCIAL 4.25% 08/15/2024$518,021
FEDEX CORP 4.55 04/01/2046$517,828
COMCAST CORP 2.85% 01/15/2023$517,391
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$516,998
ECOPETROL SA 4.25% 09/18/2018$516,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$516,884
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.579 07/23/2020$516,275
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$516,125
EXXON MOBIL CORP 3.043 03/01/2026$516,068
MYLAN NV 3.75% 12/15/2020$515,925
STATOIL ASA 3.15% 01/23/2022$515,888
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55 04/17/2026$515,614
JOHNSON CONTROLS INC 3.625% 07/02/2024$515,105
LANDWIRTSCHAFTLICHE RENTENBANK 2.375 06/10/2025$515,080
CSX CORP 4.5% 08/01/2054$514,283
GILEAD SCIENCES INC 4.5% 02/01/2045$513,965
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$513,804
JPMORGAN CHASE & CO 3.2% 01/25/2023$513,741
VISA INC 3.15% 12/14/2025$513,574
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$513,228
GENERAL MOTORS CO 3.5% 10/02/2018$513,135
YALE UNIVERSITY 2.086% 04/15/2019$513,096
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$513,019
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$512,865
MOODY'S CORP 2.75% 07/15/2019$512,397
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$512,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$512,249
WAL-MART STORES INC 2.55% 04/11/2023$512,235
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934 03/09/2021$511,999
FREDDIE MAC GOLD POOL 3 TBA$511,858
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$511,399
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,227
KFW 2.125% 01/17/2023$511,199
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$510,862
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$510,784
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$510,300
KFW 1.875% 04/01/2019$510,260
BB&T CORP 2.45% 01/15/2020$510,182
MEDTRONIC INC 4.375% 03/15/2035$510,007
JM SMUCKER CO/THE 2.5% 03/15/2020$509,862
BANK OF AMERICA CORP 3.3% 01/11/2023$509,782
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$509,749
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$509,663
DOW CHEMICAL CO/THE 3% 11/15/2022$509,578
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$509,365
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$509,216
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,092
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$508,888
LANDWIRTSCHAFTLICHE RENTENBANK 1.875 09/17/2018$508,706
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$508,516
BANK OF AMERICA CORP 3.5 04/19/2026$508,428
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$508,329
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$508,295
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$508,285
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$508,201
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$507,860
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$507,800
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$507,768
KFW 2% 10/04/2022$507,750
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$507,632
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$507,529
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$507,517
HSBC HOLDINGS PLC 4.25% 03/14/2024$507,408
MUFG UNION BANK NA 2.625% 09/26/2018$507,270
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$507,116
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$507,053
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$506,821
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$506,815
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$506,802
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$506,700
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$506,631
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$505,865
AFRICAN DEVELOPMENT BANK 1.625 10/02/2018$505,795
VERISK ANALYTICS INC 4% 06/15/2025$505,627
ROYAL BANK OF CANADA 2% 12/10/2018$505,488
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$505,322
CVS HEALTH CORP 1.9% 07/20/2018$505,060
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$504,669
LOCKHEED MARTIN CORP 2.5% 11/23/2020$504,661
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$504,638
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$504,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$504,321
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$504,189
WESTPAC BANKING CORP 1.95% 11/23/2018$504,070
SOUTHERN CO/THE 2.15% 09/01/2019$504,002
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$503,906
GENERAL DYNAMICS CORP 2.25% 11/15/2022$503,780
HSBC USA INC 2.375% 11/13/2019$503,761
KRAFT FOODS GROUP INC 6.875% 01/26/2039$503,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$503,483
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,372
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$503,244
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,199
HSBC USA INC 2.25% 06/23/2019$503,122
ELI LILLY & CO 3.7% 03/01/2045$503,053
CHEVRON CORP 2.954 05/16/2026$503,014
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$502,861
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$502,790
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$502,214
BANK OF AMERICA CORP 4% 01/22/2025$502,205
TORONTO-DOMINION BANK/THE 2.125 04/07/2021$501,362
CHEVRON CORP 1.345% 11/15/2017$501,330
ASIAN DEVELOPMENT BANK 1.125 06/05/2018$501,274
WELLS FARGO & CO 1.5% 01/16/2018$501,264
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,240
FREDDIE MAC GOLD POOL 2.5 04/01/2031$501,163
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$501,126
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,093
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,945
PRECISION CASTPARTS CORP 1.25% 01/15/2018$500,850
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$500,564
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,318
ROYAL BANK OF CANADA 1.25% 06/16/2017$500,287
STATOIL ASA 1.25% 11/09/2017$500,057
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 09/27/2017$500,050
SYSCO CORP 2.6% 06/12/2022$499,864
UBS AG/STAMFORD CT 1.375% 08/14/2017$499,831
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$499,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$499,378
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$499,318
PNC BANK NA 2.7% 11/01/2022$499,210
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$499,186
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$498,917
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$498,875
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$498,365
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$498,198
APACHE CORP 5.25% 02/01/2042$497,900
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$497,686
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$497,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$496,185
ACTAVIS FUNDING SCS 4.75% 03/15/2045$495,878
BED BATH & BEYOND INC 3.749% 08/01/2024$495,853
SHELL INTERNATIONAL FINANCE BV 2.875 05/10/2026$495,145
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$493,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$493,050
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$492,928
PETROLEOS MEXICANOS 6.625% 06/15/2035$492,450
REPUBLIC OF PANAMA 5.2% 01/30/2020$492,300
PETROLEOS MEXICANOS 4.875% 01/18/2024$491,875
TELEFONICA EUROPE BV 8.25% 09/15/2030$489,875
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$489,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$488,946
GENERAL MOTORS CO 5.2% 04/01/2045$488,235
SHELL INTERNATIONAL FINANCE BV 4 05/10/2046$487,978
EMC CORP/MA 1.875% 06/01/2018$487,810
FREDDIE MAC GOLD POOL 2.5 TBA$486,968
CONOCOPHILLIPS CO 4.3% 11/15/2044$485,784
FANNIE MAE POOL 3.5% 04/01/2045$485,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$485,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$484,474
FREDDIE MAC GOLD POOL 4% 07/01/2044$483,868
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$483,648
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$483,204
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$482,754
STATE OF ILLINOIS 5.1% 06/01/2033$479,040
APPLE INC 4.375% 05/13/2045$477,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$477,181
FREDDIE MAC GOLD POOL 3% 12/01/2045$477,033
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$476,812
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$472,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$472,528
MARATHON OIL CORP 5.9% 03/15/2018$470,566
VALE OVERSEAS LTD 4.625% 09/15/2020$470,475
MARATHON PETROLEUM CORP 5.85% 12/15/2045$470,394
ALTRIA GROUP INC 4.25% 08/09/2042$469,724
COUNTY OF COOK IL 6.229% 11/15/2034$469,092
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$468,952
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$468,950
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875 07/19/2018$468,666
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$468,299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$467,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$467,707
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$467,235
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$467,051
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$465,963
TARGET CORP 6.35% 11/01/2032$465,429
UNITED STATES TREASURY NOTE/BOND 1.75% 01/31/2023$463,540
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$462,235
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$462,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$459,423
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$458,805
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$458,400
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$458,086
BOSTON PROPERTIES LP 3.125% 09/01/2023$457,529
HSBC HOLDINGS PLC 2.95 05/25/2021$456,614
BANK OF AMERICA CORP 5.875% 01/05/2021$456,274
FANNIE MAE POOL 2.5% 02/01/2031$455,779
HOME DEPOT INC/THE 2% 04/01/2021$454,423
PROGRESS ENERGY INC 7.05% 03/15/2019$454,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$453,911
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$451,923
AGRIUM INC 6.125% 01/15/2041$450,861
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$449,199
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$448,844
APPLE INC 2% 05/06/2020$448,383
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$448,168
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$447,962
BNP PARIBAS SA 5% 01/15/2021$446,180
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$445,281
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$445,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$444,135
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$443,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$443,764
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$442,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$442,393
MCKESSON CORP 4.883% 03/15/2044$442,027
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$440,791
AMERICA MOVIL SAB DE CV 5% 03/30/2020$440,578
STATE OF ISRAEL 4% 06/30/2022$440,200
UNITED STATES TREASURY NOTE/BOND 3.5 02/15/2039$440,126
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$440,030
REYNOLDS AMERICAN INC 4.45% 06/12/2025$439,970
JPMORGAN CHASE & CO 4.5% 01/24/2022$439,906
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$439,001
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$438,197
SOUTHERN COPPER CORP 5.875% 04/23/2045$437,545
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$437,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$437,048
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$436,311
STATE OF ISRAEL 5.5% 04/26/2024$435,324
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$434,996
STATE STREET CORP 3.7% 11/20/2023$434,782
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$433,864
CISCO SYSTEMS INC 2.45% 06/15/2020$433,784
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.875% 02/08/2022$432,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$432,442
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$432,119
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$432,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$431,082
HSBC BANK USA NA/BUFFALO NY 4.875% 08/24/2020$430,919
PEPSICO INC 5% 06/01/2018$430,146
CLOROX CO/THE 3.8% 11/15/2021$429,102
PHILLIPS 66 4.3% 04/01/2022$429,045
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$428,855
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$428,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$428,278
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$427,128
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$427,020
CARNIVAL CORP 3.95% 10/15/2020$426,894
APPLE INC 3.45% 05/06/2024$426,064
FANNIE MAE POOL 3% 09/01/2030$425,774
LOWE'S COS INC 4.25% 09/15/2044$425,650
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$425,445
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 4.625% 12/01/2023$424,548
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$424,535
ABBVIE INC 2.5% 05/14/2020$424,362
AFLAC INC 3.625% 06/15/2023$424,139
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$424,004
CITIGROUP INC 8.125% 07/15/2039$423,824
MOSAIC CO/THE 5.625% 11/15/2043$423,709
KFW 0% 04/18/2036$423,511
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$423,455
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$422,884
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$422,826
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$422,554
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$421,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$421,870
COMCAST CORP 3.375% 08/15/2025$421,082
LAZARD GROUP LLC 4.25% 11/14/2020$420,696
AMGEN INC 3.625% 05/22/2024$420,306
NASDAQ OMX GROUP INC/THE 4.25% 06/01/2024$420,276
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$419,984
DIGNITY HEALTH 3.812% 11/01/2024$419,906
EXXON MOBIL CORP 3.176% 03/15/2024$419,491
CSX CORP 6% 10/01/2036$419,332
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$419,079
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$418,067
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$417,890
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$417,281
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$417,092
CREDIT SUISSE/NEW YORK NY 3.625% 09/09/2024$416,987
CORPBANCA SA 3.875% 09/22/2019$416,946
HUMANA INC 3.85% 10/01/2024$416,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$416,599
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$416,288
CHEVRON CORP 3.191% 06/24/2023$416,202
COMCAST CORP 7.05% 03/15/2033$415,526
PPG INDUSTRIES INC 3.6% 11/15/2020$415,236
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$414,741
KROGER CO/THE 2.95% 11/01/2021$414,714
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$414,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$414,276
INTESA SANPAOLO SPA 3.875% 01/15/2019$414,195
MORGAN STANLEY 3.7% 10/23/2024$413,537
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$413,184
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$413,046
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$413,029
PEPSICO INC 2.75% 03/01/2023$412,886
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$412,412
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$412,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$411,011
HCP INC 4.25% 11/15/2023$410,419
AMEREN ILLINOIS CO 2.7% 09/01/2022$410,352
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$410,072
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$409,781
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$409,531
BNP PARIBAS SA 4.25% 10/15/2024$409,513
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$409,205
HOME DEPOT INC/THE 2% 06/15/2019$408,778
FANNIE MAE POOL 2.5 04/01/2031$408,747
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$408,556
AMERICAN TOWER CORP 3.5% 01/31/2023$408,352
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$407,853
STARBUCKS CORP 2% 12/05/2018$407,812
ASSOCIATED BANC-CORP 4.25% 01/15/2025$407,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$407,099
BANK OF AMERICA CORP 4.25% 10/22/2026$407,093
EASTMAN CHEMICAL CO 2.7% 01/15/2020$407,001
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$406,745
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$406,297
FREDDIE MAC GOLD POOL 3% 01/01/2031$405,903
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$405,807
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$405,564
FANNIE MAE POOL 3 10/01/2045$405,195
BAIDU INC 2.75% 06/09/2019$404,968
LLOYDS BANK PLC 2.35% 09/05/2019$404,920
ORACLE CORP 2.5% 10/15/2022$404,676
ABBEY NATIONAL TREASURY SERVICES PLC/LON 2.35% 09/10/2019$404,515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$404,315
CORNING INC 4.75% 03/15/2042$404,203
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$404,139
AON PLC 3.5% 06/14/2024$403,957
WELLS FARGO BANK NA 6.6% 01/15/2038$403,725
GOLDCORP INC 3.625% 06/09/2021$403,480
US BANCORP 3.1 04/27/2026$403,436
NEWMONT MINING CORP 3.5% 03/15/2022$403,300
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$403,198
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$403,048
RIO TINTO FINANCE USA PLC 2.25% 12/14/2018$402,999
ARROW ELECTRONICS INC 3% 03/01/2018$402,426
ABBVIE INC 3.6% 05/14/2025$402,322
XLIT LTD 2.3% 12/15/2018$402,142
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,126
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$402,068
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.375 05/24/2021$402,067
BB&T CORP 1.6% 08/15/2017$401,671
GENERAL MILLS INC 1.4% 10/20/2017$401,600
PNC BANK NA 1.5% 10/18/2017$401,232
RYDER SYSTEM INC 2.35% 02/26/2019$401,217
INTEL CORP 1.35% 12/15/2017$401,211
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$401,209
WELLS FARGO & CO 3 04/22/2026$400,827
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$400,816
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,596
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$400,558
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,551
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$400,325
BARCLAYS PLC 2.75% 11/08/2019$400,056
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$399,983
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 1.25% 06/13/2017$399,917
EUROPEAN INVESTMENT BANK 1% 03/15/2018$399,841
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$399,694
PRAXAIR INC 2.2% 08/15/2022$399,398
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$399,167
WESTAR ENERGY INC 4.625% 09/01/2043$398,797
FANNIE MAE POOL 2.5% 02/01/2031$398,759
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$398,638
HIGHWOODS REALTY LP 3.2% 06/15/2021$398,283
WELLS FARGO & CO 5.375% 11/02/2043$398,122
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$398,112
HESS CORP 1.3% 06/15/2017$397,824
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$397,543
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$397,121
CHEVRON CORP 2.355% 12/05/2022$397,060
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$396,917
HISTORIC TW INC 9.15% 02/01/2023$396,789
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834 10/23/2055$396,745
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$396,477
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$396,017
WELLS FARGO & CO 3.9% 05/01/2045$395,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$394,880
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$394,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$394,740
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$394,716
BRITISH TELECOMMUNICATIONS PLC 9.625% 12/15/2030$394,497
CF INDUSTRIES INC 3.45% 06/01/2023$394,140
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$394,089
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$394,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$392,550
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$392,277
MORGAN STANLEY 6.375% 07/24/2042$392,269
PHARMACIA CORP 6.5% 12/01/2018$392,203
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$391,287
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$390,292
AON PLC 4.45% 05/24/2043$390,229
PFIZER INC 4.4% 05/15/2044$389,983
BANK ONE CORP 7.625% 10/15/2026$389,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$388,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$388,142
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$387,762
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$387,734
COMMONWEALTH EDISON CO 5.9% 03/15/2036$387,187
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$384,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$384,623
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 01/15/2028$384,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$384,316
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$383,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$383,393
GENERAL MOTORS CO 4% 04/01/2025$382,836
WEYERHAEUSER CO 7.375% 03/15/2032$381,879
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$381,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$381,619
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$381,611
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$380,652
COLUMBIA PIPELINE GROUP INC 5.8 06/01/2045$380,379
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$380,116
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$379,574
LOWE'S COS INC 5.8% 04/15/2040$379,317
ORACLE CORP 4.5% 07/08/2044$379,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$378,983
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$378,678
WELLS FARGO & CO 4.9% 11/17/2045$378,065
FREDDIE MAC GOLD POOL 3% 01/01/2046$377,675
DEVON ENERGY CORP 7.95% 04/15/2032$377,603
CELGENE CORP 3.875% 08/15/2025$377,393
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$377,111
FANNIE MAE POOL 3% 04/01/2045$377,070
REPUBLIC OF TURKEY 5.75% 03/22/2024$376,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$375,770
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$375,361
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$374,758
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$374,670
METHANEX CORP 3.25% 12/15/2019$374,490
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$374,201
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$374,183
PFIZER INC 3.4% 05/15/2024$373,991
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$373,819
COCA-COLA CO/THE 3.2% 11/01/2023$373,616
FREDDIE MAC GOLD POOL 4 TBA$373,242
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$373,184
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$372,974
WAL-MART STORES INC 7.55% 02/15/2030$372,781
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$372,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$372,016
REYNOLDS AMERICAN INC 6.15% 09/15/2043$371,846
TOTAL SYSTEM SERVICES INC 4.8 04/01/2026$370,185
BANK OF AMERICA CORP 5.875% 02/07/2042$370,000
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$369,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$368,784
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$368,261
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$368,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$367,827
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$367,823
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$367,579
FANNIE MAE POOL 3% 11/01/2035$367,274
DOVER CORP 5.375% 03/01/2041$367,056
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$366,136
APPLE INC 2.25% 02/23/2021$365,800
VISA INC 4.3% 12/14/2045$365,621
OHIO STATE UNIVERSITY/THE 4.91% 06/01/2040$365,526
LOCKHEED MARTIN CORP 2.9% 03/01/2025$365,416
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$365,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$365,232
MCDONALD'S CORP 2.75% 12/09/2020$365,023
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$364,892
APPLE INC 3.2% 05/13/2025$364,733
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$364,216
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$363,484
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20 3.249 02/15/2048$363,427
TOTAL SYSTEM SERVICES INC 3.8 04/01/2021$363,424
ORACLE CORP 2.8% 07/08/2021$363,343
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$362,936
REPUBLIC OF PANAMA 6.7% 01/26/2036$362,880
COCA-COLA CO/THE 2.875% 10/27/2025$362,191
PSEG POWER LLC 8.625% 04/15/2031$362,069
GENERAL MILLS INC 5.4% 06/15/2040$361,478
VERIZON COMMUNICATIONS INC 6% 04/01/2041$361,223
ATMOS ENERGY CORP 4.125% 10/15/2044$360,983
AMGEN INC 6.9% 06/01/2038$360,887
REPUBLIC OF ITALY 5.375% 06/15/2033$360,816
ABBEY NATIONAL TREASURY SERVICES PLC/LON 3.05% 08/23/2018$360,318
STATE OF TEXAS 4.681% 04/01/2040$360,216
KLA-TENCOR CORP 3.375% 11/01/2019$359,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$359,661
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$359,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$359,180
UNUM GROUP 4% 03/15/2024$358,265
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$357,888
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$357,448
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$357,219
ECOLAB INC 5.5% 12/08/2041$356,637
WELLS FARGO & CO 2.55% 12/07/2020$356,635
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$356,426
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 5.75% 12/01/2043$355,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$355,513
WAL-MART STORES INC 4.875% 07/08/2040$355,317
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$355,002
CISCO SYSTEMS INC 2.2% 02/28/2021$354,948
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$354,477
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$354,340
WP CAREY INC 4.6% 04/01/2024$354,081
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$353,975
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$353,959
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$353,517
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$353,408
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$353,342
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$353,305
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$352,774
BANK OF AMERICA CORP 4.75% 04/21/2045$352,744
REYNOLDS AMERICAN INC 6.875% 05/01/2020$351,994
ECOPETROL SA 4.125% 01/16/2025$351,500
CBL & ASSOCIATES LP 4.6% 10/15/2024$351,472
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$351,265
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,207
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$351,044
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$350,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,006
CBS CORP 7.875% 07/30/2030$349,288
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$347,477
QUALCOMM INC 2.25% 05/20/2020$347,151
JPMORGAN CHASE & CO 2.7 05/18/2023$347,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$345,151
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$344,442
NOMURA HOLDINGS INC 6.7% 03/04/2020$344,439
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875 04/14/2026$344,358
CSX CORP 7.375% 02/01/2019$344,142
HYDRO-QUEBEC 8.05% 07/07/2024$344,036
NISOURCE FINANCE CORP 5.25% 02/15/2043$343,966
FREDDIE MAC GOLD POOL 3% 12/01/2030$343,780
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$343,683
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$343,579
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$343,558
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$343,047
MEADWESTVACO CORP 7.375% 09/01/2019$342,760
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$342,711
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$342,591
STATOIL ASA 5.1% 08/17/2040$342,143
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$342,032
WELLS FARGO & CO 3% 02/19/2025$341,096
STATE OF GEORGIA 4.503% 11/01/2025$340,548
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$340,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$339,975
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$339,834
MERCK & CO INC 6.5% 12/01/2033$339,607
CNA FINANCIAL CORP 5.75% 08/15/2021$338,934
HEALTH CARE REIT INC 6.125% 04/15/2020$338,838
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$338,726
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$336,996
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$336,988
WYETH LLC 6.5% 02/01/2034$336,796
BERKSHIRE HATHAWAY INC 3.125 03/15/2026$336,658
INTEL CORP 4.9% 07/29/2045$336,467
HOST HOTELS & RESORTS LP 6% 10/01/2021$336,315
AXA SA 8.6% 12/15/2030$336,300
MICROSOFT CORP 4.5% 10/01/2040$336,198
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$336,141
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$335,660
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$335,447
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$335,015
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$335,011
WAL-MART STORES INC 4.25% 04/15/2021$334,564
SEAGATE HDD CAYMAN 4.75% 06/01/2023$334,530
QWEST CORP 6.875% 09/15/2033$334,283
FANNIE MAE POOL 3% 12/01/2030$334,259
VALE OVERSEAS LTD 6.875% 11/21/2036$334,000
INTEL CORP 4.8% 10/01/2041$333,856
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$333,401
KRAFT HEINZ FOODS CO 2% 07/02/2018$332,703
GILEAD SCIENCES INC 4.4% 12/01/2021$332,651
BANK OF AMERICA CORP 5% 05/13/2021$332,339
REPUBLIC SERVICES INC 5.5% 09/15/2019$332,193
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$331,937
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$331,641
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$331,615
CITIGROUP INC 4.65% 07/30/2045$331,531
BECTON DICKINSON AND CO 5% 11/12/2040$331,530
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$331,506
UNILEVER CAPITAL CORP 4.25% 02/10/2021$331,431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$330,912
PEPSICO INC 4.45% 04/14/2046$330,884
STATE OF UTAH 3.539% 07/01/2025$330,789
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$330,407
COCA-COLA ENTERPRISES INC 4.5% 09/01/2021$330,218
JPMORGAN CHASE & CO 4.625% 05/10/2021$330,155
AMGEN INC 5.15% 11/15/2041$330,119
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$329,850
CIGNA CORP 5.125% 06/15/2020$329,732
THOMSON REUTERS CORP 6.5% 07/15/2018$328,913
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$328,802
AT&T INC 5.55% 08/15/2041$328,799
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$328,649
TOTAL CAPITAL SA 4.45% 06/24/2020$328,593
AEGON FUNDING CO LLC 5.75% 12/15/2020$328,448
PUGET SOUND ENERGY INC 4.434% 11/15/2041$327,892
MICROSOFT CORP 4.2% 11/03/2035$327,882
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$327,825
AT&T INC 5.35% 09/01/2040$327,819
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$327,804
ALPHABET INC 3.625 05/19/2021$327,772
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$327,740
NORTHERN TRUST CORP 3.95% 10/30/2025$327,247
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$327,146
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$327,100
CREDIT SUISSE USA INC 7.125% 07/15/2032$326,953
METLIFE INC 4.875% 11/13/2043$326,450
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$326,359
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$326,262
PROGRESS ENERGY INC 4.4% 01/15/2021$326,234
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$326,194
CVS HEALTH CORP 4% 12/05/2023$325,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$325,297
WAL-MART STORES INC 3.625% 07/08/2020$324,782
OHIO STATE UNIVERSITY/THE 4.048 12/01/2056$324,414
VODAFONE GROUP PLC 7.875% 02/15/2030$324,209
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$323,996
BOSTON PROPERTIES LP 4.125% 05/15/2021$323,991
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$323,932
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$323,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$323,661
KELLOGG CO 4.15% 11/15/2019$323,263
AMGEN INC 3.875% 11/15/2021$322,808
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$322,622
DUKE ENERGY INDIANA INC 3.75% 07/15/2020$322,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$321,480
INTERNATIONAL PAPER CO 7.3% 11/15/2039$321,438
INTEL CORP 3.3% 10/01/2021$320,925
DOW CHEMICAL CO/THE 5.25% 11/15/2041$320,802
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$320,659
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$320,541
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$320,358
DTE ELECTRIC CO 3.375% 03/01/2025$319,937
EOG RESOURCES INC 4.1% 02/01/2021$319,909
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$319,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$319,734
CUBESMART LP 4.375% 12/15/2023$319,147
DTE ELECTRIC CO 3.45% 10/01/2020$319,134
VIACOM INC 6.875% 04/30/2036$319,061
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$318,870
HARLEY-DAVIDSON INC 4.625% 07/28/2045$318,830
AETNA INC 6.625% 06/15/2036$318,822
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$318,753
JOHNSON CONTROLS INC 4.25% 03/01/2021$318,743
GENERAL ELECTRIC CO 4.125% 10/09/2042$318,645
WILLIAMS PARTNERS LP 4.5% 11/15/2023$318,569
CITY OF CHICAGO IL 6.314% 01/01/2044$318,553
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$318,551
MARATHON PETROLEUM CORP 5% 09/15/2054$318,492
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$318,331
HEWLETT-PACKARD CO 4.65% 12/09/2021$318,278
WELLS FARGO & CO 3.5% 03/08/2022$318,112
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$317,724
FIFTH THIRD BANCORP 4.3% 01/16/2024$317,463
GATX CORP 4.75% 06/15/2022$317,126
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$317,004
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$316,967
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$316,467
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$316,388
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$316,254
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$315,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$315,015
SOUTHERN CO/THE 3.25 07/01/2026$314,253
OHIO STATE UNIVERSITY/THE 3.798 12/01/2046$314,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$314,129
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,961
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$313,910
AT&T INC 3.8 03/15/2022$313,409
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$313,320
QVC INC 5.45% 08/15/2034$313,032
JEFFERIES GROUP LLC 5.125% 04/13/2018$312,997
MORGAN STANLEY 3.75% 02/25/2023$312,976
ARROW ELECTRONICS INC 4.5% 03/01/2023$312,517
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$312,023
HARRIS CORP 3.832% 04/27/2025$311,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$311,654
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$311,205
TJX COS INC/THE 2.75% 06/15/2021$311,023
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$310,500
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$310,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$310,097
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$310,095
MICROSOFT CORP 4.45% 11/03/2045$310,048
GENERAL ELECTRIC CO 2.7% 10/09/2022$309,657
WPP FINANCE 2010 3.75% 09/19/2024$309,608
ANTHEM INC 4.65% 08/15/2044$309,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$309,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$309,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2041$309,214
ACE INA HOLDINGS INC 3.15% 03/15/2025$309,128
CARDINAL HEALTH INC 3.2% 03/15/2023$308,984
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$308,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$308,152
STRYKER CORP 4.375% 05/15/2044$307,937
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$307,836
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$307,624
FANNIE MAE POOL 3 05/01/2046$307,591
MARKEL CORP 5% 03/30/2043$307,572
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$307,339
AFLAC INC 2.4% 03/16/2020$307,286
WELLS FARGO & CO 3.45% 02/13/2023$307,266
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,160
HARRIS CORP 6.15% 12/15/2040$307,042
FEDEX CORP 3.25 04/01/2026$307,005
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$306,805
SOUTHERN CO/THE 4.4 07/01/2046$306,589
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$306,502
GINNIE MAE II POOL 3.5% 12/20/2045$306,304
REPUBLIC OF PANAMA 3.75% 03/16/2025$306,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$305,980
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$305,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$305,817
MICROSOFT CORP 2.7% 02/12/2025$305,473
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$305,327
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375 04/20/2026$305,305
COSTCO WHOLESALE CORP 2.25% 02/15/2022$305,228
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,220
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$305,219
ANTHEM INC 3.3% 01/15/2023$304,977
MICROSOFT CORP 1.85% 02/12/2020$304,962
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$304,280
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$304,253
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$304,204
FREDDIE MAC GOLD POOL 3% 08/01/2045$304,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$303,931
EXXON MOBIL CORP 2.709% 03/06/2025$303,690
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$303,657
KOHL'S CORP 4% 11/01/2021$303,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$303,314
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$303,108
MATTEL INC 2.35% 05/06/2019$303,086
AIRGAS INC 2.375% 02/15/2020$303,010
3M CO 2% 06/26/2022$302,991
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$302,966
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$302,881
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$302,866
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$302,640
ACTAVIS FUNDING SCS 2.35% 03/12/2018$302,625
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$302,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$302,459
NIKE INC 2.25% 05/01/2023$302,444
UNITED TECHNOLOGIES CORP 1.8% 06/01/2017$302,373
BORGWARNER INC 3.375% 03/15/2025$302,044
ABBVIE INC 2.9% 11/06/2022$302,002
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$301,958
CATERPILLAR FINANCIAL SERVICES CORP 1.625% 06/01/2017$301,891
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$301,741
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$301,508
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$301,493
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$301,476
CBS CORP 1.95% 07/01/2017$301,366
CARDINAL HEALTH INC 1.7% 03/15/2018$301,301
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,206
NIKE INC 3.625% 05/01/2043$301,205
MCKESSON CORP 2.85% 03/15/2023$301,163
SOUTHERN CO/THE 2.35 07/01/2021$301,150
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,142
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$301,103
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$301,000
ABBVIE INC 2% 11/06/2018$300,965
ABBVIE INC 1.75% 11/06/2017$300,753
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,696
ZOETIS INC 3.25% 02/01/2023$300,612
EATON CORP 1.5% 11/02/2017$300,560
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,529
MICROSOFT CORP 3.75% 02/12/2045$300,469
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$300,411
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,138
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,121
APPLE INC 2.4% 05/03/2023$300,100
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$299,854
VODAFONE GROUP PLC 1.5% 02/19/2018$299,444
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,399
SANTANDER BANK NA 2% 01/12/2018$299,338
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,160
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$299,029
PERRIGO CO PLC 2.3% 11/08/2018$298,964
METLIFE INC 5.7% 06/15/2035$298,901
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$298,450
LIBERTY PROPERTY LP 3.375% 06/15/2023$298,427
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$298,205
ABBVIE INC 4.4% 11/06/2042$298,180
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$298,166
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$298,029
STATOIL ASA 2.65% 01/15/2024$298,003
ASTRAZENECA PLC 4% 09/18/2042$297,982
ACTAVIS FUNDING SCS 4.55% 03/15/2035$297,462
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$297,364
STATOIL ASA 1.15% 05/15/2018$297,163
WALT DISNEY CO/THE 7% 03/01/2032$297,159
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$296,294
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$295,736
STATE OF CALIFORNIA 7.3% 10/01/2039$295,598
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$295,442
FANNIE MAE POOL 3% 01/01/2030$295,381
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$295,014
LOCKHEED MARTIN CORP 3.8% 03/01/2045$294,031
APPLE INC 3.85% 05/04/2043$293,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.827% 01/01/2042$293,250
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$293,170
EXXON MOBIL CORP 3.567% 03/06/2045$293,042
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$292,651
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$292,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$290,600
LOCKHEED MARTIN CORP 4.07% 12/15/2042$290,084
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$289,971
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$289,658
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48 06/01/2019$288,906
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$288,864
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$288,143
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$288,060
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$287,908
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$287,472
NOBLE ENERGY INC 5.25% 11/15/2043$286,845
ONEOK PARTNERS LP 3.375% 10/01/2022$285,839
ORACLE CORP 3.9% 05/15/2035$285,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$285,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$285,263
LINCOLN NATIONAL CORP 6.15% 04/07/2036$284,972
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$284,915
INDIANA MICHIGAN POWER CO 7% 03/15/2019$283,204
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$282,939
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$282,588
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$282,397
BECTON DICKINSON AND CO 6.375% 08/01/2019$282,349
REYNOLDS AMERICAN INC 3.25% 06/12/2020$281,730
WILLIAMS PARTNERS LP 4.125% 11/15/2020$281,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$281,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$281,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$280,992
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$280,812
REPUBLIC OF KOREA 3.875% 09/11/2023$280,263
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$280,242
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$279,891
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$279,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$279,555
BANK OF AMERICA CORP 6.875% 11/15/2018$279,022
FREDDIE MAC GOLD POOL 3% 10/01/2030$278,713
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$278,537
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$278,082
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$277,855
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$277,824
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$277,654
MERCK & CO INC 6.55% 09/15/2037$277,619
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$277,497
EXPEDIA INC 7.456% 08/15/2018$276,747
COMCAST CORP 4.6% 08/15/2045$276,063
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$275,983
TIME WARNER INC 5.375% 10/15/2041$275,601
MICROSOFT CORP 2% 11/03/2020$274,996
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$274,676
KROGER CO/THE 7.5% 04/01/2031$274,532
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$274,450
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$274,134
ASTRAZENECA PLC 2.375% 11/16/2020$273,966
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$273,778
EMERSON ELECTRIC CO 2.625% 02/15/2023$273,757
FANNIE MAE POOL 3% 11/01/2045$273,624
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$273,290
REPUBLIC OF TURKEY 4.25% 04/14/2026$272,708
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$272,304
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$272,167
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$272,161
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$272,143
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$272,043
EXELON CORP 4.95 06/15/2035$271,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$271,777
SEMPRA ENERGY 6.15% 06/15/2018$271,661
CITY OF NEW YORK NY 5.846% 06/01/2040$271,566
HESS CORP 7.3% 08/15/2031$271,168
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$271,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$270,891
AMGEN INC 4.4% 05/01/2045$270,743
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$270,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$270,573
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$270,495
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$270,367
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$269,750
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$268,941
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$268,618
HCP INC 6.7% 01/30/2018$268,168
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$267,996
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$267,588
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$267,567
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$267,345
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$267,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$267,290
FANNIE MAE POOL 4 04/01/2046$267,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$266,762
GINNIE MAE II POOL 4 TBA$266,699
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$266,292
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$266,064
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$265,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$265,463
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$265,382
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$265,361
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$264,851
ASTRAZENECA PLC 5.9% 09/15/2017$264,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$264,536
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$264,322
PENTAIR FINANCE SA 5% 05/15/2021$264,178
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$263,881
UNION ELECTRIC CO 6.4% 06/15/2017$263,677
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$263,593
SOUTHERN COPPER CORP 7.5% 07/27/2035$263,268
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$262,715
ASTRAZENECA PLC 3.375% 11/16/2025$262,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$262,699
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$262,674
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$262,646
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$262,602
FORD MOTOR CO 7.45% 07/16/2031$261,709
AMGEN INC 5.85% 06/01/2017$261,483
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$261,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$261,210
QWEST CORP 6.5% 06/01/2017$261,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$260,892
VALERO ENERGY CORP 6.125% 06/15/2017$260,803
QUALCOMM INC 3.45% 05/20/2025$260,389
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$260,274
FEDERAL HOME LOAN BANKS .875% 05/24/2017$260,220
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$260,082
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$259,611
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$259,504
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$259,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$259,069
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$258,798
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$258,346
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$258,326
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$258,318
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$258,235
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$257,810
MISSISSIPPI POWER CO 4.25% 03/15/2042$257,154
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$257,143
KRAFT FOODS GROUP INC 6.5% 02/09/2040$256,921
MYLAN INC 5.4% 11/29/2043$256,596
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$256,547
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$256,011
FANNIE MAE POOL 3% 09/01/2021$255,882
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$255,482
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$255,228
FREDDIE MAC GOLD POOL 3% 02/01/2031$255,178
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$255,145
STATE OF CONNECTICUT 5.85% 03/15/2032$254,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$254,339
HANOVER INSURANCE GROUP INC/THE 4.5 04/15/2026$254,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$254,260
AMERICAN INTERNATIONAL GROUP INC 3.9 04/01/2026$254,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$254,001
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$253,961
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$253,720
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$253,498
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$253,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$252,889
VORNADO REALTY LP 2.5% 06/30/2019$252,748
LBBW 7.625% 02/01/2023$252,560
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,279
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$252,113
COMMONWEALTH EDISON CO 5.875% 02/01/2033$251,811
MEDTRONIC INC 1.5% 03/15/2018$251,716
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$251,684
COMCAST CORP 5.65% 06/15/2035$251,553
ASIAN DEVELOPMENT BANK 2% 01/22/2025$251,394
BUCKEYE PARTNERS LP 2.65% 11/15/2018$251,247
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$250,618
WALT DISNEY CO/THE 1.1% 12/01/2017$250,429
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$250,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$249,945
KRAFT HEINZ FOODS CO 4.375 06/01/2046$248,907
JPMORGAN CHASE & CO 5.6% 07/15/2041$248,884
BARCLAYS PLC 2.875% 06/08/2020$248,868
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$248,819
CBS CORP 4.85% 07/01/2042$248,631
JOHNSON & JOHNSON 4.85% 05/15/2041$247,483
JOHNSON & JOHNSON 4.95% 05/15/2033$245,816
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$245,714
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$245,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$245,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$244,814
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$244,542
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$244,500
GINNIE MAE I POOL 3.5% 05/15/2042$244,221
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$243,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$243,376
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$242,717
GINNIE MAE II POOL 4% 07/20/2045$242,308
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$242,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$241,979
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,956
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$241,449
GEORGIA POWER CO 5.65% 03/01/2037$241,427
REPUBLIC SERVICES INC 5.7% 05/15/2041$240,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$239,744
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$239,000
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$238,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$238,608
HALLIBURTON CO 3.8% 11/15/2025$238,109
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$237,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$237,312
APPLE INC 4.65% 02/23/2046$236,609
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$236,594
REALTY INCOME CORP 5.875% 03/15/2035$236,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$236,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$235,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$235,522
BIOGEN INC 4.05% 09/15/2025$235,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$235,251
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$234,915
RIO TINTO FINANCE USA LTD 3.5% 11/02/2020$234,866
ABBVIE INC 4.5% 05/14/2035$234,587
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$234,111
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$233,676
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$233,657
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$233,528
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$233,269
STATE OF OREGON 5.762% 06/01/2023$233,132
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$232,923
KRAFT FOODS GROUP INC 5.375% 02/10/2020$232,817
JEFFERIES GROUP LLC 6.25% 01/15/2036$232,756
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$232,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$232,309
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$231,515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$231,378
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$231,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$229,765
KROGER CO/THE 5.4% 07/15/2040$229,408
MONSANTO CO 5.5% 08/15/2025$229,215
VODAFONE GROUP PLC 6.15% 02/27/2037$229,157
NEWELL RUBBERMAID INC 5.5 04/01/2046$229,083
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$228,640
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$228,572
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$228,455
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$228,167
TIME WARNER CABLE INC 6.75% 06/15/2039$227,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$227,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$227,519
VIACOM INC 2.75% 12/15/2019$227,301
CBS CORP 5.75% 04/15/2020$226,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$226,398
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$226,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$226,042
BOSTON SCIENTIFIC CORP 6% 01/15/2020$225,750
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$225,693
ABBVIE INC 4.7% 05/14/2045$225,243
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$225,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$224,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$224,491
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$224,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$223,510
BOEING CO/THE 4.875% 02/15/2020$223,213
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$223,046
NEWELL RUBBERMAID INC 5.375 04/01/2036$222,967
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$222,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$222,737
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$222,607
WHIRLPOOL CORP 4.85% 06/15/2021$222,522
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$222,518
XCEL ENERGY INC 4.8% 09/15/2041$222,247
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$221,461
CITIGROUP INC 5.5% 09/13/2025$220,894
AT&T INC 5.2 03/15/2020$220,876
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$220,777
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1 07/15/2036$220,515
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$220,423
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875 04/20/2021$220,359
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,310
MCKESSON CORP 4.75% 03/01/2021$220,096
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$219,963
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$219,948
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$219,565
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$219,507
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$218,851
COMCAST CORP 4.5% 01/15/2043$218,748
JOHNSON & JOHNSON 3.55% 05/15/2021$218,727
ABBVIE INC 3.2 05/14/2026$218,708
FREDDIE MAC GOLD POOL 4% 09/01/2045$218,287
WALT DISNEY CO/THE 3.75% 06/01/2021$218,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.938% 05/01/2042$217,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$217,804
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$217,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$217,513
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$217,389
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$217,366
CREDIT SUISSE/NEW YORK NY 5.4% 01/14/2020$217,142
CVS HEALTH CORP 4.125% 05/15/2021$216,568
STRYKER CORP 4.625 03/15/2046$216,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$216,169
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$215,937
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$215,280
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$214,808
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$214,761
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$214,052
AT&T INC 5.65% 02/15/2047$214,045
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$213,924
AUTONATION INC 6.75% 04/15/2018$213,876
DDR CORP 4.625% 07/15/2022$213,213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$213,170
PETROLEOS MEXICANOS 5.625 01/23/2046$213,125
COCA-COLA CO/THE 3.15% 11/15/2020$213,017
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$212,404
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$212,308
HEALTH CARE REIT INC 4.5% 01/15/2024$212,256
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$212,250
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$211,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$211,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$211,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$211,541
THOMSON REUTERS CORP 3.95% 09/30/2021$211,531
ROGERS COMMUNICATIONS INC 3.625 12/15/2025$211,088
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$210,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$210,467
GENERAL MILLS INC 3.15% 12/15/2021$210,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,192
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$209,982
FREDDIE MAC GOLD POOL 3.5 09/01/2045$209,323
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$209,306
FANNIE MAE POOL 4% 01/01/2036$208,717
COMPUTER SCIENCES CORP 4.45% 09/15/2022$208,682
NEWELL RUBBERMAID INC 3.85 04/01/2023$208,559
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$208,503
FISERV INC 3.5% 10/01/2022$208,461
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$208,123
FANNIE MAE POOL 4 08/01/2045$207,998
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$207,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$207,779
HASBRO INC 5.1% 05/15/2044$207,773
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$207,700
VISA INC 4.15% 12/14/2035$207,624
DUKE REALTY LP 3.875% 10/15/2022$207,602
FREDDIE MAC GOLD POOL 3.5% 01/01/2030$207,531
CARDINAL HEALTH INC 4.6% 03/15/2043$207,508
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$207,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$207,337
TARGET CORP 4% 07/01/2042$207,244
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$207,216
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$206,878
KELLOGG CO 4% 12/15/2020$206,831
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$206,749
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$206,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$206,348
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$206,202
ANTHEM INC 4.65% 01/15/2043$206,058
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$205,807
GINNIE MAE I POOL 3% 03/15/2045$205,469
US BANCORP 2.95% 07/15/2022$205,462
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$205,441
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$205,315
FORD MOTOR CO 4.75% 01/15/2043$205,231
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$205,115
STATE STREET CORP 3.1% 05/15/2023$205,073
REGENCY CENTERS LP 3.75% 06/15/2024$204,900
INTEL CORP 4.25% 12/15/2042$204,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$204,791
REPUBLIC OF FINLAND 6.95% 02/15/2026$204,638
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$204,402
FANNIE MAE POOL 2.5 05/01/2031$204,389
AIR LEASE CORP 3.375% 01/15/2019$204,250
WALT DISNEY CO/THE 2.35% 12/01/2022$204,052
CONAGRA FOODS INC 3.25% 09/15/2022$203,973
ERP OPERATING LP 3% 04/15/2023$203,832
MASTERCARD INC 2% 04/01/2019$203,748
NEWELL RUBBERMAID INC 2.6 03/29/2019$203,719
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$203,645
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$203,618
STRYKER CORP 2.625 03/15/2021$203,616
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,016
PRECISION CASTPARTS CORP 2.5% 01/15/2023$203,007
FREDDIE MAC GOLD POOL 3.5% 11/01/2045$202,883
MERCK & CO INC 2.4% 09/15/2022$202,635
HUSKY ENERGY INC 3.95% 04/15/2022$202,319
JABIL CIRCUIT INC 4.7% 09/15/2022$202,250
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$202,155
LEXINGTON REALTY TRUST 4.4% 06/15/2024$201,621
WALT DISNEY CO/THE 3.7% 12/01/2042$201,579
FEDEX CORP 2.625% 08/01/2022$201,506
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$201,342
CELGENE CORP 1.9% 08/15/2017$201,323
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$201,308
PECO ENERGY CO 2.375% 09/15/2022$201,099
AETNA INC 4.125% 11/15/2042$201,070
KIMCO REALTY CORP 3.125% 06/01/2023$201,023
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$200,951
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,795
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$200,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$200,693
ONEOK PARTNERS LP 4.9% 03/15/2025$200,581
MERCK & CO INC 1.1% 01/31/2018$200,555
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$200,521
FREDDIE MAC GOLD POOL 3% 11/01/2035$200,359
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$200,320
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$200,312
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$200,249
AMAZON.COM INC 1.2% 11/29/2017$200,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$200,130
AETNA INC 1.5% 11/15/2017$200,064
STRYKER CORP 4.1% 04/01/2043$200,047
BANK OF AMERICA CORP 3.95% 04/21/2025$200,022
ABBOTT LABORATORIES 2% 03/15/2020$199,879
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$199,876
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$199,872
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$199,835
APPLE INC 1% 05/03/2018$199,795
MERCK & CO INC 3.6% 09/15/2042$199,786
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$199,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$199,727
FEDERAL HOME LOAN MORTGAGE CORP 1.2% 06/12/2018$199,661
BANK OF AMERICA CORP 2.25% 04/21/2020$199,495
FREDDIE MAC GOLD POOL 3% 07/01/2030$199,432
XEROX CORP 4.5% 05/15/2021$199,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$199,177
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$198,871
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$198,262
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$198,245
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$198,220
FANNIE MAE POOL 2.5% 01/01/2031$197,571
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$197,196
ZOETIS INC 4.7% 02/01/2043$197,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$196,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$195,860
WALGREEN CO 4.4% 09/15/2042$195,372
HALLIBURTON CO 5% 11/15/2045$195,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$195,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$194,952
FREDDIE MAC GOLD POOL 4% 07/01/2035$194,938
CNOOC FINANCE 2013 LTD 3% 05/09/2023$194,281
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$194,077
PROGRESSIVE CORP/THE 6.625% 03/01/2029$193,788
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$193,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$192,730
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$192,656
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$192,117
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$191,967
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$190,988
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$190,979
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$190,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$190,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$190,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$188,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$188,703
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$188,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$187,681
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$187,448
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$187,237
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$187,101
FEDEX CORP 3.875% 08/01/2042$186,996
VALSPAR CORP/THE 4.4% 02/01/2045$186,944
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$186,927
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$186,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$186,681
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$186,178
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$186,177
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$185,303
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$184,999
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$184,954
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$184,642
GINNIE MAE II POOL 3.5 TBA$184,488
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$183,807
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35 07/15/2046$183,744
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$183,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$183,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$183,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$183,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$181,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$181,566
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$181,138
HEWLETT-PACKARD CO 6% 09/15/2041$181,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$181,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$180,711
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$180,540
JOHNSON & JOHNSON 3.7% 03/01/2046$180,446
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$180,037
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$179,994
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$179,595
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$179,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$179,143
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$179,009
MCDONALD'S CORP 4.7% 12/09/2035$178,166
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$177,975
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$177,709
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,518
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$177,460
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$177,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$177,060
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$176,780
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$176,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$176,149
BOARDWALK PIPELINES LP 3.375% 02/01/2023$176,147
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$176,035
MCGRAW HILL FINANCIAL INC 4.4% 02/15/2026$175,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$175,028
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,468
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$173,258
ALTRIA GROUP INC 9.95% 11/10/2038$172,618
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$172,552
STAPLES INC 4.375% 01/12/2023$172,435
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$172,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$172,205
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$172,068
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$171,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$171,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$171,631
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$171,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$171,594
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$171,427
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$171,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$171,220
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$170,653
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$170,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$170,139
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$170,076
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$169,920
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$169,261
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$169,143
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$168,912
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$168,427
RIO TINTO ALCAN INC 6.125% 12/15/2033$168,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$168,355
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$168,325
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$167,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$167,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$167,522
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$166,950
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$165,829
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$165,119
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$164,948
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$164,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$164,727
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$164,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$164,241
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$164,166
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$164,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$163,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$163,524
DOW CHEMICAL CO/THE 4.125% 11/15/2021$163,237
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$162,646
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$162,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$162,429
REPUBLIC OF CHILE 3.875% 08/05/2020$161,775
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$161,754
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$161,698
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$161,616
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$161,128
GILEAD SCIENCES INC 4.6% 09/01/2035$160,606
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$160,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$159,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$159,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$159,402
ABBVIE INC 4.45 05/14/2046$159,221
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$159,074
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$158,821
ALABAMA POWER CO 5.5% 10/15/2017$157,979
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$157,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$157,433
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$157,261
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$157,087
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$157,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$156,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$156,325
FANNIE MAE POOL 4.5% 04/01/2024$156,286
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$155,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$153,822
VIACOM INC 4.375% 03/15/2043$153,500
DTE ELECTRIC CO 6.625% 06/01/2036$153,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$153,303
FREDDIE MAC GOLD POOL 2.5 12/01/2030$153,207
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$153,050
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$152,758
FANNIE MAE POOL 3% 11/01/2045$152,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$151,258
XILINX INC 2.125% 03/15/2019$151,098
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$151,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$150,972
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$150,907
FANNIE MAE POOL 2.5% 02/01/2031$150,843
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$150,793
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$150,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$149,854
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$149,585
AT&T INC 4.75% 05/15/2046$149,570
FEDERAL FARM CREDIT BANKS 1.58 02/17/2021$149,507
FREDDIE MAC GOLD POOL 4% 05/01/2044$149,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$149,265
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$148,807
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$148,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$148,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$148,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$147,704
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$147,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$146,787
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$146,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$146,381
FANNIE MAE POOL 3% 10/01/2030$145,907
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$145,619
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$145,464
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$144,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$144,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,100
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$143,884
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$143,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$143,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$142,554
AIR LEASE CORP 3.75% 02/01/2022$142,294
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$142,132
QUALCOMM INC 4.8% 05/20/2045$141,937
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$141,889
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$141,634
GINNIE MAE II POOL 3% 07/20/2030$141,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$141,365
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$141,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$141,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$141,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$141,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$139,551
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$139,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$139,397
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$139,229
FANNIE MAE POOL 5% 12/01/2043$137,868
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$137,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$136,756
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,344
MORGAN STANLEY 7.25% 04/01/2032$135,807
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$135,450
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$135,114
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$135,054
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$134,980
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$134,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$133,555
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,320
BOEING CO/THE 6.125% 02/15/2033$132,652
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$132,582
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$132,404
3M CO 5.7% 03/15/2037$131,927
CYTEC INDUSTRIES INC 3.95% 05/01/2025$131,784
GINNIE MAE II POOL 2.5% 01/20/2028$131,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$131,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$130,445
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$130,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$130,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$129,859
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$129,147
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$128,599
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$128,509
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$127,826
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$127,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$127,440
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$127,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$126,929
FREDDIE MAC GOLD POOL 4% 07/01/2044$126,896
CITY OF NEW YORK NY 5.517% 10/01/2037$126,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$126,597
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$126,582
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$126,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$124,980
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$124,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$124,275
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$124,029
WELLS FARGO BANK NA 5.95% 08/26/2036$123,954
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,692
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$123,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$123,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$122,715
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$122,532
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$122,242
QVC INC 3.125% 04/01/2019$122,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$121,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$121,765
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$121,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$121,531
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$121,131
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$120,847
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$120,242
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$119,913
GINNIE MAE II POOL 5% 03/20/2045$119,070
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$118,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$118,125
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$117,834
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$117,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$116,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$116,795
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$116,657
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$116,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$116,536
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$116,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,049
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$115,020
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$114,735
GINNIE MAE II POOL 4.5% 10/20/2045$114,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$114,461
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$114,164
STATE OF ILLINOIS 7.35% 07/01/2035$113,219
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$113,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$112,952
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$112,618
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$112,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$111,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$111,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.498% 05/01/2041$111,356
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$111,138
FANNIE MAE POOL 3.5% 10/01/2045$110,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$110,602
FREDDIE MAC GOLD POOL 3% 04/01/2027$110,122
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$110,115
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,081
AGILENT TECHNOLOGIES INC 5% 07/15/2020$109,811
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$109,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$108,889
PETRO-CANADA 5.95% 05/15/2035$108,651
BANK OF AMERICA CORP 5.49% 03/15/2019$108,477
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$108,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$107,997
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$107,984
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$107,883
PARKER-HANNIFIN CORP 3.5% 09/15/2022$107,792
COMMONWEALTH EDISON CO 5.8% 03/15/2018$107,789
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$107,251
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$106,916
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$106,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$106,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$106,176
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$106,154
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$105,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$105,911
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$105,804
GINNIE MAE I POOL 3.5% 09/15/2044$105,523
FANNIE MAE POOL 4 09/01/2045$105,479
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$105,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$104,733
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$104,724
NORDSTROM INC 4% 10/15/2021$104,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$104,425
QUALCOMM INC 4.65% 05/20/2035$104,412
FREDDIE MAC GOLD POOL 3 TBA$104,378
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$103,857
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$103,799
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$103,212
EATON CORP 4.15% 11/02/2042$102,873
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$102,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$101,967
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$101,824
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$101,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$101,154
MICROSOFT CORP 4.75% 11/03/2055$101,088
EATON CORP 2.75% 11/02/2022$100,846
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$100,775
WILLIAMS PARTNERS LP 5.25% 03/15/2020$100,744
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$100,511
REALTY INCOME CORP 2% 01/31/2018$100,432
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$100,411
AT&T INC 2.45% 06/30/2020$100,405
AT&T INC 3.4% 05/15/2025$100,356
AT&T INC 3% 06/30/2022$100,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$100,272
EBAY INC 1.35% 07/15/2017$99,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2041$99,668
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$99,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$99,587
FANNIE MAE POOL 3% 07/01/2045$99,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$99,453
FANNIE MAE POOL 2.5% 01/01/2046$98,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$98,352
FANNIE MAE POOL 3% 08/01/2035$98,158
FANNIE MAE POOL 3% 04/01/2030$97,920
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$97,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$97,627
EBAY INC 2.6% 07/15/2022$97,206
FANNIE MAE POOL 2.5% 12/01/2030$96,878
FANNIE MAE POOL 3% 11/01/2029$96,860
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$96,850
FREDDIE MAC GOLD POOL 3% 06/01/2035$96,605
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$96,431
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$96,381
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$95,943
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$95,145
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$94,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$94,596
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$94,444
ABBVIE INC 4.3 05/14/2036$94,369
FREDDIE MAC GOLD POOL 3% 06/01/2035$93,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$92,832
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$92,773
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$92,501
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$92,459
WILLIAMS PARTNERS LP 6.3% 04/15/2040$92,290
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$91,820
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$91,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$91,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,095
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$90,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$90,419
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,346
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$90,194
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$90,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$89,457
FANNIE MAE POOL 4% 09/01/2045$89,238
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$89,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$88,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$88,612
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$88,507
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$88,419
DEVON ENERGY CORP 5.6% 07/15/2041$87,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$86,703
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$86,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$86,524
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$86,471
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$85,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$85,877
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$85,821
GILEAD SCIENCES INC 4.75% 03/01/2046$85,819
FANNIE MAE POOL 4% 12/01/2044$85,774
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$85,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$85,412
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$85,192
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,158
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$84,447
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$84,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$84,063
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$84,010
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$83,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$83,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,568
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$82,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$82,883
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$82,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$82,840
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$82,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$82,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.508% 02/01/2041$82,555
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$82,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$82,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$82,431
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$82,259
EBAY INC 4% 07/15/2042$82,178
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$81,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$81,746
FANNIE MAE POOL 2.5% 12/01/2030$81,662
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$81,627
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$81,503
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$80,078
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$79,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$79,738
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$79,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$79,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$79,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$79,289
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$78,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$78,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$78,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$78,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$78,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.468% 06/01/2040$77,909
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$77,905
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$77,903
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$77,810
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,722
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$77,317
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$76,847
FANNIE MAE POOL 4% 06/01/2045$76,754
FANNIE MAE POOL 3 10/01/2030$76,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$76,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$76,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$75,753
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$75,568
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$75,303
FREDDIE MAC GOLD POOL 3% 11/01/2030$74,561
FANNIE MAE POOL 3.5% 10/01/2035$74,417
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$74,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$74,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.556% 08/01/2040$73,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$73,506
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$73,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$72,748
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$72,571
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$72,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$72,085
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$72,009
GINNIE MAE II POOL 4.5% 06/20/2044$71,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$71,571
COMCAST CORP 2.75% 03/01/2023$71,544
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$71,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$71,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$70,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$70,135
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$70,103
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$70,008
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$69,990
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$69,725
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$69,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$69,520
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$69,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$69,095
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$68,883
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$68,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$68,510
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$68,364
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$68,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$68,132
FANNIE MAE POOL 4% 02/01/2045$68,098
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$67,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$67,288
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$67,277
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$67,222
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$67,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$66,217
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$65,305
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$65,271
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$64,932
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$64,838
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$64,247
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$64,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$63,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$63,632
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$63,502
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.445% 02/01/2037$63,029
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$63,017
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$62,378
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$62,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$62,272
GINNIE MAE I POOL 4% 06/15/2045$61,468
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$61,316
GINNIE MAE II POOL 4% 11/20/2045$61,247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$61,150
WILLIAMS PARTNERS LP 4% 09/15/2025$60,564
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$60,469
FANNIE MAE POOL 3.5% 03/01/2045$60,417
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$59,870
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$59,789
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$59,787
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$59,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$59,098
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$58,952
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$57,955
FANNIE MAE POOL 2.5 12/01/2030$57,910
FANNIE MAE POOL 2.5 02/01/2031$57,121
GINNIE MAE I POOL 4% 03/15/2045$57,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$56,709
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$56,700
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$56,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,513
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$56,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$56,434
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$55,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$55,881
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$55,814
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,477
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$55,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$55,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$55,283
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$55,215
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$55,210
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$55,143
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$54,665
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$54,639
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$54,558
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$53,757
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$53,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$53,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$53,167
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$53,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$52,813
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$52,788
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,693
GINNIE MAE I POOL 3.5% 03/15/2043$52,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,431
FANNIE MAE POOL 3.5 05/01/2046$52,383
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$51,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$51,971
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$51,798
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$51,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$51,335
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$51,121
GINNIE MAE II POOL 3.5 06/20/2045$50,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$50,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$50,875
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$50,777
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$50,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$50,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$50,426
FEDERAL HOME LOAN MORTGAGE CORP 7% 07/01/2030$50,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$50,115
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$50,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,079
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$49,784
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$49,305
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$49,119
FEDERAL HOME LOAN MORTGAGE CORP 2.997% 06/01/2041$48,219
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$47,904
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$47,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$47,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$47,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$47,106
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,902
FANNIE MAE POOL 3% 12/01/2045$46,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$46,714
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$46,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$46,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$46,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.669% 12/01/2043$46,432
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$46,374
FANNIE MAE POOL 3.5% 05/01/2045$46,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$45,910
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$45,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$45,726
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$45,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$45,624
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$45,529
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$45,484
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$45,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$45,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$44,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$44,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$43,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$43,367
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$43,164
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,029
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,531
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$42,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$42,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$41,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$41,529
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$41,437
FREDDIE MAC GOLD POOL 4% 10/01/2045$41,413
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,194
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$40,792
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$40,516
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$40,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$40,196
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$39,974
FEDERAL HOME LOAN MORTGAGE CORP 6.254% 01/01/2037$39,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$39,907
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$39,844
FANNIE MAE POOL 4% 08/01/2044$39,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$39,243
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$39,173
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$39,025
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$39,017
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$38,930
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$38,858
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$38,819
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$38,254
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$37,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$37,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,732
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$37,451
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$37,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$37,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,141
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$37,050
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$37,046
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$37,034
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$36,840
FANNIE MAE POOL 3% 07/01/2030$36,585
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$36,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$36,346
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$35,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$35,255
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$35,209
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$34,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$34,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$34,820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$34,621
FEDERAL HOME LOAN MORTGAGE CORP 5.759% 02/01/2037$34,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$34,371
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$34,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$34,146
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$34,133
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$34,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,322
FANNIE MAE POOL 3% 06/01/2045$33,154
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$32,773
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$32,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$32,206
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$31,218
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,918
FANNIE MAE POOL 3% 12/01/2045$30,872
FANNIE MAE POOL 3% 01/01/2046$30,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$30,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$30,621
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$30,306
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$30,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$29,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$29,368
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,252
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$29,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$29,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$29,064
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$29,016
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$28,928
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$28,695
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$28,007
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$27,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$27,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$27,497
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$27,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$27,080
NEWMONT MINING CORP 6.25% 10/01/2039$26,738
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$26,541
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,512
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$26,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$26,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$25,956
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,629
FANNIE MAE POOL 5% 07/01/2040$25,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$25,461
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$25,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$25,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$25,156
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$25,111
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$24,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$24,580
FANNIE MAE POOL 3% 08/01/2045$24,533
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$24,057
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,890
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$23,763
FANNIE MAE POOL 2.5% 04/01/2030$23,692
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,642
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$23,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$23,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$23,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$23,079
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$22,662
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$21,985
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$21,965
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$21,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$21,769
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$21,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$21,561
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$21,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$21,185
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,708
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$20,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$20,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$20,420
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$20,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,701
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$19,601
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$19,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$19,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,671
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$18,461
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$18,311
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$17,590
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$17,411
FREDDIE MAC GOLD POOL 4% 01/01/2044$17,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$17,201
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$17,111
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$17,087
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$17,036
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$16,963
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$16,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$16,579
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$16,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$16,326
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$15,841
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$15,825
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,697
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$15,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$15,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$15,358
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$15,318
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$15,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$14,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$14,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$14,663
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,445
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$14,170
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$13,608
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,464
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$13,361
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$13,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$12,547
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$12,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$12,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$11,809
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$11,413
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,361
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$11,324
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2020$10,796
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$10,715
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$10,627
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,120
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$10,022
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$10,007
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$9,643
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$9,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,584
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$9,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$9,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,127
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$8,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,817
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,614
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$8,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$7,149
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$6,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$6,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$5,999
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$5,386
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,358
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$5,017
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$4,952
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,843
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,787
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,624
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$4,080
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,079
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$4,010
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$3,897
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,858
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$3,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,732
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,684
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,556
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2017$3,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,049
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,044
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$3,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,885
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,576
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$2,539
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,367
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,289
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,822
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$1,775
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,772
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,721
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,626
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,621
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,614
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,375
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,318
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$968
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$255
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$213
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2016$190
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$185
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$93
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$66
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$46
GINNIE MAE II POOL 4.5 TBA$-107,349
GINNIE MAE II POOL 5 TBA$-108,189
FANNIE MAE POOL 5.5 TBA$-205,492
GINNIE MAE I POOL 3.5 TBA$-211,117
FREDDIE MAC GOLD POOL 3.5 TBA$-263,784
FANNIE MAE POOL 6.5 TBA$-344,232
FANNIE MAE POOL 4.5 TBA$-353,962
GINNIE MAE I POOL 4.5 TBA$-412,285
FREDDIE MAC GOLD POOL 5 TBA$-440,916
FANNIE MAE POOL 5 TBA$-776,576
FREDDIE MAC GOLD POOL 4.5 TBA$-816,402
GINNIE MAE I POOL 5 TBA$-1,442,213
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$101,995,785
FINANCING 8.6% 09/19$619,104
 
Other
Holding NameMarket Value
USD$12,195
All Holdings As of Apr 30, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5 TBA$31,556,638
FANNIE MAE POOL 3.5 TBA$24,864,916
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$13,360,309
FANNIE MAE POOL 4 TBA$13,087,162
FREDDIE MAC GOLD POOL 3.5 TBA$8,406,345
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$8,098,025
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,681,548
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$7,578,051
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,524,621
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,049,384
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,777,394
GINNIE MAE II POOL 3 TBA$6,653,389
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,609,312
FANNIE MAE POOL 3 TBA$6,407,470
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$6,240,641
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,106,542
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2017$5,986,441
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,883,281
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,504,557
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,358,181
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$5,271,623
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,248,241
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$5,201,943
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,162,500
UNITED STATES TREASURY NOTE/BOND .875% 07/15/2017$5,129,184
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,108,146
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$5,089,120
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,913,274
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,900,901
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,896,432
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,815,191
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,728,794
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,721,256
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,720,821
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,717,516
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,696,419
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,664,619
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$4,594,298
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,471,564
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,464,616
UNITED STATES TREASURY NOTE/BOND 1% 05/15/2018$4,428,262
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$4,425,854
UNITED STATES TREASURY NOTE/BOND .625% 05/31/2017$4,295,000
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,276,432
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,094,807
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,070,548
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$4,051,450
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,009,452
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$4,006,078
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$3,980,980
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,980,866
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$3,894,696
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,884,550
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,872,655
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,843,264
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,835,013
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$3,832,511
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$3,825,926
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,811,776
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,755,966
UNITED STATES TREASURY NOTE/BOND .75% 06/30/2017$3,694,613
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$3,685,811
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,684,969
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,670,965
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$3,665,836
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,630,517
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$3,625,548
UNITED STATES TREASURY NOTE/BOND 2.5% 06/30/2017$3,574,582
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$3,566,899
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,531,386
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,515,656
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,515,656
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,511,535
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,484,125
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,456,131
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$3,448,892
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,432,538
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,431,526
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,427,861
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$3,419,878
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,404,291
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,286,830
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,265,991
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,264,655
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,229,988
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,214,969
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,209,254
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,207,149
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,180,934
UNITED STATES TREASURY NOTE/BOND .875% 04/30/2017$3,178,914
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,172,246
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,146,275
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,112,592
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,075,158
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,066,444
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,066,257
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,063,927
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,030,171
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$3,021,087
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,019,661
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,011,241
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,010,605
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$2,989,664
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,988,282
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$2,979,429
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,971,218
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,946,861
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,927,981
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,914,300
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,908,143
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$2,838,434
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,825,763
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,816,688
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,807,137
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,806,342
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,789,702
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,777,071
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,757,843
UNITED STATES TREASURY NOTE/BOND 1.75% 01/31/2023$2,723,739
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,688,582
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$2,667,697
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,663,246
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,629,883
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,617,012
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,606,982
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,583,435
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,561,514
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,532,668
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,522,532
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$2,505,344
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,485,364
UNITED STATES TREASURY NOTE/BOND 1.5 03/31/2023$2,484,033
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$2,480,479
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,455,792
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,454,440
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$2,445,071
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,428,902
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,418,316
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,415,094
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,399,778
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,389,459
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,354,899
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,331,124
UNITED STATES TREASURY NOTE/BOND 0.875 03/31/2018$2,329,631
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,327,074
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,302,527
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$2,294,866
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,282,467
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,279,791
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,279,750
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$2,266,732
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,244,111
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,172,632
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,165,190
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$2,150,530
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,131,499
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,130,973
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,130,395
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,059,651
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,026,210
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$2,019,879
FEDERAL HOME LOAN BANKS .625% 05/30/2017$1,999,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$1,993,816
UNITED STATES TREASURY NOTE/BOND 1.25 03/31/2021$1,947,106
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,919,812
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,917,636
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$1,912,475
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,901,901
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,896,967
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$1,880,396
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$1,830,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,825,255
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,798,801
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2017$1,788,666
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,766,101
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,743,016
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$1,742,443
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,716,751
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,714,970
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,702,323
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,683,995
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,674,410
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,656,212
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,650,923
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,638,383
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,627,594
UNITED STATES TREASURY NOTE/BOND 1.625 08/15/2022$1,611,813
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2017$1,597,174
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,593,721
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,583,869
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,573,986
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,562,251
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,556,328
UNITED STATES TREASURY NOTE/BOND 2.75% 05/31/2017$1,554,349
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,535,419
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,534,989
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,531,628
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,522,885
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,519,718
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$1,519,711
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,514,853
FEDERAL HOME LOAN BANKS 1% 06/21/2017$1,505,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,501,514
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,497,156
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,495,283
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,487,169
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,484,777
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,483,155
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,473,055
REPUBLIC OF POLAND 5.125% 04/21/2021$1,457,950
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046$1,452,713
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,448,209
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,439,855
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,433,136
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,384,096
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$1,376,937
CITIGROUP INC 4.05% 07/30/2022$1,362,706
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$1,357,847
KFW 4.375% 03/15/2018$1,329,145
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,325,894
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,318,554
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,302,202
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,300,255
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,268,371
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,265,281
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,250,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25 02/26/2019$1,249,450
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,248,424
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,239,765
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,232,026
GINNIE MAE II POOL 3% 12/20/2045$1,224,739
AT&T INC 3.9% 03/11/2024$1,219,828
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,215,987
FREDDIE MAC GOLD POOL 3.5% 10/01/2045$1,215,971
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,213,733
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,211,742
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,189,399
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,183,618
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,169,891
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,168,186
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,163,669
KFW 4% 01/27/2020$1,151,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,137,942
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,134,839
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,134,626
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,131,156
BAKER HUGHES INC 7.5% 11/15/2018$1,124,516
KFW 1.875% 06/30/2020$1,123,232
UNITED STATES TREASURY NOTE/BOND 3.5 02/15/2039$1,122,076
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,118,750
PETROLEOS MEXICANOS 8% 05/03/2019$1,115,800
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,111,931
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,110,638
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,109,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$1,108,197
WESTPAC BANKING CORP 4.875% 11/19/2019$1,106,569
GINNIE MAE II POOL 3% 01/20/2046$1,104,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,103,695
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,102,565
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,102,253
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,101,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,092,314
MORGAN STANLEY 4.875% 11/01/2022$1,089,528
FREDDIE MAC GOLD POOL 3.5% 09/01/2045$1,089,394
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,088,618
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,086,184
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,084,032
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,083,524
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,077,723
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,077,387
BANK OF AMERICA CORP 5.65% 05/01/2018$1,074,395
MEDTRONIC INC 3.5% 03/15/2025$1,073,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,073,472
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,073,112
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,072,092
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,068,614
FANNIE MAE POOL 3.5% 07/01/2045$1,067,902
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,063,874
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,062,721
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,062,110
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,062,047
BANK ONE CORP 8% 04/29/2027$1,061,598
FANNIE MAE POOL 3% 01/01/2030$1,059,934
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,059,180
FREDDIE MAC GOLD POOL 2.5% 09/01/2030$1,055,875
PFIZER INC 3% 06/15/2023$1,054,637
FANNIE MAE POOL 2.5% 08/01/2030$1,054,280
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,052,534
FREDDIE MAC GOLD POOL 3.5 04/01/2046$1,048,696
FANNIE MAE POOL 3.5 07/01/2045$1,048,608
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,047,915
FANNIE MAE POOL 4% 10/01/2043$1,047,317
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,046,268
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,045,256
FANNIE MAE POOL 3.5 11/01/2045$1,044,442
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,043,991
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,041,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,040,898
FREDDIE MAC GOLD POOL 3.5% 02/01/2046$1,040,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,037,984
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,036,875
FREDDIE MAC GOLD POOL 3.5% 12/01/2045$1,036,740
ORACLE CORP 2.25% 10/08/2019$1,031,404
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,030,959
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.882% 02/15/2051$1,030,733
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,030,110
FANNIE MAE POOL 3 03/01/2046$1,024,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 09/18/2018$1,024,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,023,905
FANNIE MAE POOL 3.5% 11/01/2045$1,023,899
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$1,022,705
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,021,151
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,018,417
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,017,490
MORGAN STANLEY 2.5% 01/24/2019$1,017,435
COCA-COLA CO/THE 1.65% 03/14/2018$1,015,410
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,014,464
CITIGROUP INC 6.625% 06/15/2032$1,014,008
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$1,013,643
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$1,012,837
CITIGROUP INC 3.3% 04/27/2025$1,009,739
KFW 0.875 04/19/2018$1,008,365
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,006,764
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,006,073
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 05/12/2017$1,006,063
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,005,483
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,003,833
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,003,415
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,003,208
BANK OF AMERICA NA 1.65% 03/26/2018$1,003,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$1,002,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,001,876
COLGATE-PALMOLIVE CO .9% 05/01/2018$1,001,381
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,001,365
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,000,972
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.27% 07/08/2019$1,000,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,262
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$1,000,255
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$999,803
EUROPEAN INVESTMENT BANK 1% 06/15/2018$999,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$999,621
FEDERAL HOME LOAN MORTGAGE CORP 4.185% 12/25/2020$999,121
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,663
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$996,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$994,838
AMERICAN EXPRESS CO 7% 03/19/2018$988,098
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$987,797
TIME WARNER CABLE INC 4.5% 09/15/2042$987,323
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$985,015
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$979,999
PACIFICORP 6% 01/15/2039$976,895
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$972,950
FREDDIE MAC GOLD POOL 4% 08/01/2045$971,408
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$962,435
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$961,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$961,047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$959,208
FANNIE MAE POOL 3% 02/01/2046$955,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$954,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$950,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$949,835
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$949,741
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$948,071
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$947,557
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$946,470
REPUBLIC OF TURKEY 4.875% 04/16/2043$940,738
WAL-MART STORES INC 5.25% 09/01/2035$938,727
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$936,948
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$936,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$936,109
FANNIE MAE POOL 4% 07/01/2045$932,933
GINNIE MAE II POOL 3% 11/20/2044$929,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.585% 04/25/2023$928,747
STATE OF CALIFORNIA 7.625% 03/01/2040$927,618
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$922,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$916,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$913,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$912,318
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$906,655
FANNIE MAE POOL 2.5 04/01/2031$905,831
FANNIE MAE POOL 3% 10/01/2045$901,643
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$900,194
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$893,694
FANNIE MAE POOL 4 09/01/2045$890,964
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$889,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$877,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$877,526
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$871,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$865,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$862,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$859,862
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$858,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$858,427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$857,567
KERR-MCGEE CORP 7.875% 09/15/2031$857,564
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$855,072
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$854,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$853,432
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$852,898
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$852,739
WELLS FARGO & CO 4.48% 01/16/2024$849,517
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$848,375
FANNIE MAE POOL 4% 11/01/2044$846,970
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$846,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$845,252
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$845,221
WAL-MART STORES INC 4.3% 04/22/2044$844,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$844,220
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$839,018
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$837,032
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$834,612
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$834,379
WASTE MANAGEMENT INC 4.75% 06/30/2020$833,916
COMMERCIAL MORTGAGE TRUST 2007-GG11 5.736% 12/10/2049$831,111
RAYTHEON CO 6.75% 03/15/2018$828,532
BANK OF AMERICA CORP 4.875% 04/01/2044$828,352
MICROSOFT CORP 3.625% 12/15/2023$827,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$826,489
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$826,016
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,219
GE CAPITAL INTERNATIONAL FUNDING CO 4.418% 11/15/2035$825,214
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$825,152
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$823,087
MCDONALD'S CORP 4.6% 05/26/2045$818,526
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$812,582
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$811,645
TIME WARNER INC 4.05% 12/15/2023$811,567
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$810,395
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$810,000
GINNIE MAE II POOL 4% 09/20/2045$808,736
WELLS FARGO & CO 2.1% 05/08/2017$808,572
GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025$802,098
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$801,907
BPCE SA 4% 04/15/2024$801,543
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$799,846
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$799,322
FANNIE MAE POOL 2.5% 10/01/2030$795,753
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$795,744
REPUBLIC OF TURKEY 8% 02/14/2034$793,978
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.75 04/19/2023$793,858
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$792,344
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$791,111
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$791,026
MORGAN STANLEY 4% 07/23/2025$790,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$790,017
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$789,830
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$788,971
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$785,496
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$783,692
ORANGE SA 9% 03/01/2031$783,178
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$781,691
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$780,528
UBS AG/STAMFORD CT 1.375% 06/01/2017$779,422
CVS HEALTH CORP 3.875% 07/20/2025$778,663
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$776,111
STATE OF CALIFORNIA 7.55% 04/01/2039$775,885
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$775,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$774,716
FANNIE MAE POOL 3% 01/01/2046$774,487
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$773,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$773,166
UNITED STATES TREASURY NOTE/BOND 3.125% 04/30/2017$772,688
TYSON FOODS INC 2.65% 08/15/2019$770,498
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$769,935
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$769,895
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$768,020
GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020$767,831
CVS HEALTH CORP 2.25% 12/05/2018$767,645
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$767,546
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$767,385
GILEAD SCIENCES INC 2.05% 04/01/2019$766,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$766,291
REPUBLIC OF TURKEY 3.25% 03/23/2023$765,168
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$764,345
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$763,628
CANADA 1.625% 02/27/2019$763,040
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$761,370
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$760,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$760,136
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$759,552
COUNCIL OF EUROPE DEVELOPMENT BANK 1.625 03/10/2020$759,498
WELLS FARGO & CO 2.15% 01/30/2020$758,993
JUNIPER NETWORKS INC 4.35% 06/15/2025$758,957
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$757,752
BARCLAYS PLC 3.25% 01/12/2021$757,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$756,825
AT&T INC 4.5% 05/15/2035$756,672
VIACOM INC 4.5% 03/01/2021$755,988
CITIGROUP INC 2.15% 07/30/2018$755,948
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$754,798
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$753,800
EUROPEAN INVESTMENT BANK 2% 03/15/2021$752,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$752,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$752,204
DOW CHEMICAL CO/THE 8.55% 05/15/2019$751,646
BANK OF MONTREAL 1.4% 04/10/2018$750,860
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$750,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION .95% 08/23/2017$749,492
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$748,820
FANNIE MAE POOL 3% 06/01/2030$748,296
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$743,128
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$743,064
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$742,852
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$739,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$739,205
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$735,281
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$734,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$733,784
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$733,227
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$731,872
KFW 2% 05/02/2025$730,737
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$730,523
FREDDIE MAC GOLD POOL 4% 11/01/2042$729,276
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$728,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$727,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$727,394
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$724,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$724,937
HOME DEPOT INC/THE 5.875% 12/16/2036$724,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$724,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$721,333
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$721,040
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$718,528
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$717,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$716,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$716,356
AT&T INC 4.35% 06/15/2045$713,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$709,991
EXXON MOBIL CORP 1.708 03/01/2019$709,927
CIGNA CORP 4.5% 03/15/2021$708,953
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$708,802
PETROLEOS MEXICANOS 5.5% 06/27/2044$708,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$707,299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$706,928
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$706,012
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$705,139
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$704,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$703,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$702,022
FREDDIE MAC GOLD POOL 3% 10/01/2026$700,622
WELLS FARGO & CO 1.15% 06/02/2017$700,613
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$700,406
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$700,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$699,303
TRAVELERS COS INC/THE 6.75% 06/20/2036$698,636
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$697,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$694,738
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$694,643
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$692,432
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$692,077
TRANSCANADA PIPELINES LTD 6.35% 05/15/2067$690,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$688,897
ABBOTT LABORATORIES 2.95% 03/15/2025$688,655
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$688,559
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$687,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$686,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$685,612
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$685,009
MORGAN STANLEY 5.75% 01/25/2021$684,422
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$683,715
UNITED STATES TREASURY NOTE/BOND 5.25 02/15/2029$683,203
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$682,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$682,464
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$681,252
FEDERAL HOME LOAN MORTGAGE CORP 2.144% 08/01/2043$681,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/11/2017$678,697
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$677,954
FANNIE MAE POOL 3% 12/01/2045$677,886
UNITED STATES TREASURY NOTE/BOND 2.5 02/15/2046$676,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$675,418
COMCAST CORP 6.45% 03/15/2037$674,480
TARGET CORP 6.35% 11/01/2032$674,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$673,951
CHEVRON CORP 1.79% 11/16/2018$668,655
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$666,231
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$666,017
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$665,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$665,715
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$664,301
CISCO SYSTEMS INC 5.9% 02/15/2039$662,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$662,479
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$661,635
GRUPO TELEVISA SAB 5% 05/13/2045$661,198
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$658,368
FANNIE MAE POOL 3% 11/01/2030$654,557
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$654,484
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$653,219
ALTRIA GROUP INC 9.25% 08/06/2019$651,603
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$651,382
BANK OF MONTREAL 1.3% 07/14/2017$651,355
UNION PACIFIC CORP 4.821% 02/01/2044$645,293
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$644,600
REPUBLIC OF PERU 6.55% 03/14/2037$643,750
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$642,296
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$642,223
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$640,101
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$638,911
HSBC HOLDINGS PLC 6.1% 01/14/2042$636,364
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$635,963
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$632,274
FREDDIE MAC GOLD POOL 3.5% 02/01/2045$629,383
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$628,665
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$627,566
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$625,978
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$625,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$625,110
PEPSICO INC 5.5% 01/15/2040$621,195
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$620,423
CELGENE CORP 4.625% 05/15/2044$620,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,007
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$619,586
FREDDIE MAC GOLD POOL 4% 11/01/2044$619,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$618,676
LOCKHEED MARTIN CORP 4.5% 05/15/2036$617,984
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$617,034
CCO SAFARI II LLC 4.908% 07/23/2025$615,384
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$614,690
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$614,174
INTERNATIONAL PAPER CO 7.5% 08/15/2021$611,868
AT&T INC 5.8% 02/15/2019$611,342
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$611,177
BNP PARIBAS SA 2.4% 12/12/2018$610,780
ORACLE CORP 5.375% 07/15/2040$608,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$608,475
FINANCING CORP 9.65% 11/02/2018$606,845
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$606,322
BANK OF AMERICA CORP 2.625 04/19/2021$604,701
SUNCOR ENERGY INC 7.15% 02/01/2032$604,195
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$604,156
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$603,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$602,944
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$601,436
KENTUCKY UTILITIES CO 5.125% 11/01/2040$601,180
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,185
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$599,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$599,393
AT&T INC 6.375 03/01/2041$598,685
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$598,348
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$596,161
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$594,375
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$591,424
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,719
TIME WARNER CABLE INC 8.75% 02/14/2019$590,238
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$584,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$584,027
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$582,470
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$581,735
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$580,585
METLIFE INC 7.717% 02/15/2019$579,877
NEXEN ENERGY ULC 6.4% 05/15/2037$578,596
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$578,413
JPMORGAN CHASE & CO 4.85% 02/01/2044$578,163
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$577,852
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$573,400
REPUBLIC OF TURKEY 7.5% 11/07/2019$573,337
ACTAVIS FUNDING SCS 3% 03/12/2020$572,514
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$572,443
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$572,217
MEDTRONIC INC 4.625% 03/15/2045$571,822
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$571,487
REPUBLIC OF POLAND 6.375% 07/15/2019$570,188
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$569,988
AT&T INC 6.15% 09/15/2034$569,760
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$568,632
FANNIE MAE POOL 3% 11/01/2030$567,146
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$566,414
COMM 2013-CCRE11 MORTGAGE TRUST 5.331% 10/10/2046$566,292
NATIONAL CITY CORP 6.875% 05/15/2019$565,874
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$565,295
REPUBLIC OF ITALY 6.875% 09/27/2023$565,268
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$564,864
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$564,840
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$564,340
JPMORGAN CHASE & CO 6.3% 04/23/2019$563,640
VALERO ENERGY CORP 6.625% 06/15/2037$563,567
BANK OF AMERICA CORP 5.625% 07/01/2020$562,395
NISOURCE FINANCE CORP 5.45% 09/15/2020$562,234
VOYA FINANCIAL INC 5.5% 07/15/2022$561,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$561,414
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$559,626
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$558,660
MERCK SHARP & DOHME CORP 5% 06/30/2019$558,234
KEYCORP 5.1% 03/24/2021$557,640
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$556,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$556,467
ACTAVIS INC 6.125% 08/15/2019$556,278
WELLS FARGO & CO 4.6% 04/01/2021$556,065
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$555,695
PRECISION CASTPARTS CORP 4.375% 06/15/2045$555,494
FEDERAL HOME LOAN MORTGAGE CORP 2.421% 10/01/2043$555,437
WESTERN UNION CO/THE 5.253% 04/01/2020$555,413
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$555,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$554,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$554,084
ALTRIA GROUP INC 4% 01/31/2024$553,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$553,490
ACE INA HOLDINGS INC 4.35% 11/03/2045$552,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$552,638
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$552,280
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$552,225
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$552,043
AMAZON.COM INC 3.8% 12/05/2024$551,909
BLACKROCK INC 4.25% 05/24/2021$551,735
CISCO SYSTEMS INC 4.95% 02/15/2019$551,291
AT&T INC 4.45% 05/15/2021$550,729
UNION PACIFIC CORP 3.75% 03/15/2024$550,414
DEERE & CO 4.375% 10/16/2019$550,381
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$550,352
AMGEN INC 6.15% 06/01/2018$550,342
FEDEX CORP 4.75% 11/15/2045$550,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$549,283
CISCO SYSTEMS INC 3.5% 06/15/2025$548,993
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$548,840
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$548,715
BANK OF AMERICA CORP 6.875% 04/25/2018$548,541
BB&T CORP 5.25% 11/01/2019$547,133
CITIGROUP INC 4.5% 01/14/2022$546,698
AT&T INC 5.5% 02/01/2018$546,307
NOVARTIS CAPITAL CORP 4% 11/20/2045$546,196
EMERSON ELECTRIC CO 5% 04/15/2019$546,068
MORGAN STANLEY 6.625% 04/01/2018$545,685
ORACLE CORP 5.75% 04/15/2018$544,499
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$543,453
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$543,054
UNITEDHEALTH GROUP INC 6% 02/15/2018$542,863
CMS ENERGY CORP 4.7% 03/31/2043$542,479
TARGET CORP 6% 01/15/2018$541,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$541,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$540,698
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$540,502
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$539,867
FANNIE MAE POOL 4 09/01/2045$539,653
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$539,595
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$538,949
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$538,910
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$538,750
MCDONALD'S CORP 5.35% 03/01/2018$538,145
XEROX CORP 6.35% 05/15/2018$537,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$537,528
KFW 4.5% 07/16/2018$537,454
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$537,200
REPUBLIC OF PERU 7.35% 07/21/2025$536,400
BLACKROCK INC 3.375% 06/01/2022$535,814
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$535,511
VULCAN MATERIALS CO 4.5 04/01/2025$535,000
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$534,913
GILEAD SCIENCES INC 3.65% 03/01/2026$534,889
FEDEX CORP 4.55 04/01/2046$534,719
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$534,342
GILEAD SCIENCES INC 4.5% 02/01/2045$534,335
MORGAN STANLEY 5.95% 12/28/2017$534,300
EXELON CORP 3.95% 06/15/2025$534,241
GINNIE MAE II POOL 4 TBA$533,652
GINNIE MAE II POOL 3% 10/20/2045$533,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$533,303
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$533,229
BECTON DICKINSON AND CO 3.734% 12/15/2024$533,220
CATERPILLAR INC 3.4% 05/15/2024$533,078
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$532,504
KIMBERLY-CLARK CORP 6.125% 08/01/2017$532,235
TIME WARNER INC 3.875% 01/15/2026$531,967
PEPSICO INC 3% 08/25/2021$531,540
JPMORGAN CHASE BANK NA 6% 10/01/2017$531,136
NORTHERN TRUST CORP 3.375% 08/23/2021$531,063
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$530,931
BARCLAYS PLC 4.375% 01/12/2026$530,815
GOLDMAN SACHS GROUP INC/THE 6.25% 09/01/2017$530,799
CATERPILLAR INC 4.75% 05/15/2064$530,460
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$530,338
HSBC HOLDINGS PLC 4% 03/30/2022$530,310
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$529,934
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$529,376
VISA INC 2.2% 12/14/2020$528,653
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$528,640
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$528,426
KFW 2.75% 10/01/2020$528,129
KFW 2.75% 09/08/2020$527,785
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$527,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$527,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$526,729
GINNIE MAE II POOL 3% 05/20/2045$526,710
DISCOVERY COMMUNICATIONS LLC 4.9 03/11/2026$526,691
METLIFE INC 3.6% 04/10/2024$526,292
BANK OF AMERICA CORP 4% 04/01/2024$526,136
HALLIBURTON CO 7.45% 09/15/2039$526,124
DEVON ENERGY CORP 5.85% 12/15/2025$526,030
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$525,865
APPLE INC 2.85% 05/06/2021$525,811
PETROLEOS MEXICANOS 5.5% 01/21/2021$525,625
HSBC HOLDINGS PLC 4.3 03/08/2026$525,594
LLOYDS BANK PLC 3.5% 05/14/2025$525,063
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$524,224
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$523,895
BURLINGTON NORTHERN SANTA FE LLC 5.65% 05/01/2017$523,412
ONE GAS INC 3.61% 02/01/2024$523,198
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 03/09/2026$523,185
AMERICAN TOWER CORP 4.5% 01/15/2018$522,884
EUROPEAN INVESTMENT BANK 5.125% 05/30/2017$522,742
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$522,697
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$522,507
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$522,473
MCCORMICK & CO INC/MD 3.25% 11/15/2025$522,440
TRINITY ACQUISITION PLC 4.625% 08/15/2023$522,345
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$522,260
MEDTRONIC INC 4.375% 03/15/2035$522,216
TIME WARNER INC 7.7% 05/01/2032$521,016
KFW 1.625% 03/15/2021$520,903
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$520,623
CITIGROUP INC 4.6 03/09/2026$520,591
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.375% 05/21/2025$520,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$520,355
COMCAST CORP 2.85% 01/15/2023$520,162
ELI LILLY & CO 3.7% 03/01/2045$519,628
VISA INC 3.15% 12/14/2025$519,608
ALLSTATE CORP/THE 3.15% 06/15/2023$519,596
CCO SAFARI II LLC 3.579% 07/23/2020$519,430
CONSUMERS ENERGY CO 3.125% 08/31/2024$518,846
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$518,750
EXXON MOBIL CORP 3.043 03/01/2026$518,496
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$518,369
WAL-MART STORES INC 2.55% 04/11/2023$517,825
MYLAN NV 3.75% 12/15/2020$517,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$517,621
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$517,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$516,903
STATOIL ASA 3.15% 01/23/2022$516,749
GENERAL MOTORS CO 3.5% 10/02/2018$516,228
DOW CHEMICAL CO/THE 3% 11/15/2022$516,058
LANDWIRTSCHAFTLICHE RENTENBANK 2.375 06/10/2025$515,989
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$515,819
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$515,814
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$515,658
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$515,435
BED BATH & BEYOND INC 3.749% 08/01/2024$515,393
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$515,321
YALE UNIVERSITY 2.086% 04/15/2019$515,223
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$515,042
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$514,732
CSX CORP 4.5% 08/01/2054$514,520
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$514,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$514,421
SYNCHRONY FINANCIAL 4.25% 08/15/2024$514,369
JPMORGAN CHASE & CO 3.2% 01/25/2023$514,194
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$514,159
ECOPETROL SA 4.25% 09/18/2018$513,750
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$513,153
JOHNSON CONTROLS INC 3.625% 07/02/2024$513,000
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$512,500
BB&T CORP 2.45% 01/15/2020$512,469
HSBC HOLDINGS PLC 4.25% 03/14/2024$512,068
KFW 2.125% 01/17/2023$512,009
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$511,737
MOODY'S CORP 2.75% 07/15/2019$511,724
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55 04/17/2026$511,503
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$511,306
JM SMUCKER CO/THE 2.5% 03/15/2020$511,029
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934 03/09/2021$510,941
KFW 1.875% 04/01/2019$510,940
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$510,451
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$510,068
PETROLEOS MEXICANOS 6.625% 06/15/2035$510,000
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$509,992
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$509,879
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$509,863
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$509,799
LOCKHEED MARTIN CORP 2.5% 11/23/2020$509,785
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$509,751
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,552
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$509,545
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$509,186
LANDWIRTSCHAFTLICHE RENTENBANK 1.875 09/17/2018$509,161
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$509,102
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$509,032
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$509,010
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$508,966
MUFG UNION BANK NA 2.625% 09/26/2018$508,952
BANK OF AMERICA CORP 3.3% 01/11/2023$508,901
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$508,847
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$508,703
VERISK ANALYTICS INC 4% 06/15/2025$508,527
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$508,517
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$508,381
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$508,308
FREDDIE MAC GOLD POOL 2.5 04/01/2031$508,083
GENERAL DYNAMICS CORP 2.25% 11/15/2022$507,822
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$507,776
ACTAVIS FUNDING SCS 4.75% 03/15/2045$507,739
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$507,568
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$507,489
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$507,487
CVS HEALTH CORP 1.9% 07/20/2018$507,150
AFRICAN DEVELOPMENT BANK 1.625 10/02/2018$507,115
HSBC USA INC 2.375% 11/13/2019$506,706
KFW 2% 10/04/2022$506,662
SOUTHERN CO/THE 2.15% 09/01/2019$506,562
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$506,561
ROYAL BANK OF CANADA 2% 12/10/2018$506,524
BANK OF AMERICA CORP 3.5 04/19/2026$506,417
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$506,197
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$505,893
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$505,811
WESTPAC BANKING CORP 1.95% 11/23/2018$505,305
DOLLAR GENERAL CORP 1.875% 04/15/2018$504,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$504,552
HSBC USA INC 2.25% 06/23/2019$504,281
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$504,223
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,051
FREDDIE MAC GOLD POOL 4% 07/01/2044$503,921
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$503,721
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$503,523
SYSCO CORP 2.6% 06/12/2022$503,401
US BANCORP 1.65% 05/15/2017$503,244
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$503,111
CHEVRON CORP 1.345% 11/15/2017$502,977
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$502,757
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$502,354
TELEFONICA EUROPE BV 8.25% 09/15/2030$502,336
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/27/2017$502,315
WELLS FARGO & CO 1.5% 01/16/2018$502,277
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,143
ASIAN DEVELOPMENT BANK 1.125 06/05/2018$501,950
TORONTO-DOMINION BANK/THE 2.125 04/07/2021$501,800
PRECISION CASTPARTS CORP 1.25% 01/15/2018$501,692
BANK OF AMERICA CORP 4% 01/22/2025$501,669
ROYAL BANK OF CANADA 1.4% 10/13/2017$501,653
PNC BANK NA 2.7% 11/01/2022$501,607
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,603
APPLE INC 1.05% 05/05/2017$501,360
TOYOTA MOTOR CREDIT CORP 1.125% 05/16/2017$501,341
APACHE CORP 5.25% 02/01/2042$501,287
GENERAL MOTORS CO 5.2% 04/01/2045$501,088
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$500,954
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$500,919
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$500,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$500,693
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,669
KRAFT FOODS GROUP INC 6.875% 01/26/2039$500,617
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$500,374
STATOIL ASA 1.25% 11/09/2017$500,350
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$500,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 09/27/2017$500,172
ROYAL BANK OF CANADA 1.25% 06/16/2017$500,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,072
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$499,968
UBS AG/STAMFORD CT 1.375% 08/14/2017$499,485
PETROLEOS MEXICANOS 4.875% 01/18/2024$499,375
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$499,094
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$498,762
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$498,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$498,124
REPUBLIC OF PANAMA 5.2% 01/30/2020$497,250
FANNIE MAE POOL 3.5% 04/01/2045$495,560
EMC CORP/MA 1.875% 06/01/2018$494,621
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$493,435
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$493,130
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$493,087
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$491,871
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,227
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$489,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$488,850
CONOCOPHILLIPS CO 4.3% 11/15/2044$486,928
VALE OVERSEAS LTD 4.625% 09/15/2020$486,250
STATE OF ILLINOIS 5.1% 06/01/2033$484,140
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$482,231
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$481,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$481,237
FREDDIE MAC GOLD POOL 3% 12/01/2045$480,712
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$478,268
APPLE INC 4.375% 05/13/2045$477,940
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$477,590
MARATHON OIL CORP 5.9% 03/15/2018$477,141
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$476,943
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$476,041
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$475,910
ALTRIA GROUP INC 4.25% 08/09/2042$475,856
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$475,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$475,052
MARATHON PETROLEUM CORP 5.85% 12/15/2045$473,646
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.875 07/19/2018$469,488
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$469,437
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$467,168
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$466,173
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$465,940
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$465,459
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$462,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$462,202
SOUTHERN COPPER CORP 5.875% 04/23/2045$460,499
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$459,969
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$459,725
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$459,647
FANNIE MAE POOL 2.5% 02/01/2031$459,034
BANK OF AMERICA CORP 5.875% 01/05/2021$458,521
BOSTON PROPERTIES LP 3.125% 09/01/2023$457,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$456,037
HOME DEPOT INC/THE 2% 04/01/2021$455,751
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$455,532
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$455,348
PROGRESS ENERGY INC 7.05% 03/15/2019$455,136
AGRIUM INC 6.125% 01/15/2041$454,704
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,661
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$452,421
APPLE INC 2% 05/06/2020$449,997
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$449,418
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$449,343
MCKESSON CORP 4.883% 03/15/2044$448,812
BNP PARIBAS SA 5% 01/15/2021$448,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$448,210
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$447,888
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$446,477
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$445,025
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$444,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$443,912
REYNOLDS AMERICAN INC 4.45% 06/12/2025$443,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$442,689
AMERICA MOVIL SAB DE CV 5% 03/30/2020$442,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$442,474
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$442,384
JPMORGAN CHASE & CO 4.5% 01/24/2022$442,082
STATE OF ISRAEL 4% 06/30/2022$441,895
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$441,286
COUNTY OF COOK IL 6.229% 11/15/2034$441,268
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$440,416
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$440,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$440,241
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$439,765
STATE OF ISRAEL 5.5% 04/26/2024$439,206
FANNIE MAE POOL 3% 09/01/2030$438,814
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$438,139
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$436,616
CISCO SYSTEMS INC 2.45% 06/15/2020$436,466
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$436,265
STATE STREET CORP 3.7% 11/20/2023$435,806
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$435,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$435,667
PHILLIPS 66 4.3% 04/01/2022$435,371
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$435,207
HSBC BANK USA NA/BUFFALO NY 4.875% 08/24/2020$433,554
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$433,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$433,015
PEPSICO INC 5% 06/01/2018$432,933
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$432,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$432,511
LOWE'S COS INC 4.25% 09/15/2044$432,051
MOSAIC CO/THE 5.625% 11/15/2043$431,540
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$431,470
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.875% 02/08/2022$430,940
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$430,615
CITIGROUP INC 8.125% 07/15/2039$429,122
AMGEN INC 3.625% 05/22/2024$428,704
CLOROX CO/THE 3.8% 11/15/2021$428,689
APPLE INC 3.45% 05/06/2024$427,630
COMCAST CORP 3.375% 08/15/2025$427,619
ABBVIE INC 2.5% 05/14/2020$427,576
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$427,417
CARNIVAL CORP 3.95% 10/15/2020$427,328
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$426,811
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$426,484
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 4.625% 12/01/2023$425,504
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$425,442
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$424,034
AFLAC INC 3.625% 06/15/2023$423,675
EXXON MOBIL CORP 3.176% 03/15/2024$423,194
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$423,117
KFW 0% 04/18/2036$423,106
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$423,088
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$422,093
DIGNITY HEALTH 3.812% 11/01/2024$421,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$420,989
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$420,360
LAZARD GROUP LLC 4.25% 11/14/2020$420,248
CHEVRON CORP 3.191% 06/24/2023$419,652
KROGER CO/THE 2.95% 11/01/2021$419,320
HUMANA INC 3.85% 10/01/2024$419,170
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$419,159
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$418,618
PEPSICO INC 2.75% 03/01/2023$417,975
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$417,974
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$417,767
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$417,654
PPG INDUSTRIES INC 3.6% 11/15/2020$417,639
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$417,397
CCO SAFARI II LLC 6.834% 10/23/2055$415,315
CREDIT SUISSE/NEW YORK NY 3.625% 09/09/2024$415,300
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$415,275
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$414,939
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$414,797
INTESA SANPAOLO SPA 3.875% 01/15/2019$414,623
COMCAST CORP 7.05% 03/15/2033$414,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$414,493
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$414,202
BNP PARIBAS SA 4.25% 10/15/2024$414,116
NASDAQ OMX GROUP INC/THE 4.25% 06/01/2024$413,904
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$413,882
CORPBANCA SA 3.875% 09/22/2019$413,568
MORGAN STANLEY 3.7% 10/23/2024$413,353
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$413,313
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$413,306
CSX CORP 6% 10/01/2036$412,636
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$412,386
FANNIE MAE POOL 2.5 04/01/2031$411,635
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$411,511
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$411,113
AMEREN ILLINOIS CO 2.7% 09/01/2022$411,090
FREDDIE MAC GOLD POOL 3% 01/01/2031$411,018
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$410,978
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$410,835
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$410,784
FANNIE MAE POOL 3 10/01/2045$410,518
AMERICAN TOWER CORP 3.5% 01/31/2023$410,325
STARBUCKS CORP 2% 12/05/2018$409,746
BANK OF AMERICA CORP 4.25% 10/22/2026$409,689
HOME DEPOT INC/THE 2% 06/15/2019$409,468
ABBVIE INC 3.6% 05/14/2025$409,419
EASTMAN CHEMICAL CO 2.7% 01/15/2020$409,060
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$408,876
ORACLE CORP 2.5% 10/15/2022$408,565
HCP INC 4.25% 11/15/2023$408,368
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$407,759
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$407,730
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$407,350
BAIDU INC 2.75% 06/09/2019$407,197
GOLDCORP INC 3.625% 06/09/2021$407,023
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$406,914
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$406,766
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$406,665
NEWMONT MINING CORP 3.5% 03/15/2022$406,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$406,292
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$406,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$406,224
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$406,021
ARROW ELECTRONICS INC 3% 03/01/2018$405,686
ASSOCIATED BANC-CORP 4.25% 01/15/2025$405,586
RIO TINTO FINANCE USA PLC 2.25% 12/14/2018$405,100
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$404,940
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$404,827
FANNIE MAE POOL 2.5% 02/01/2031$404,290
LLOYDS BANK PLC 2.35% 09/05/2019$404,154
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$404,029
AON PLC 3.5% 06/14/2024$403,683
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$403,409
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$403,260
ABBEY NATIONAL TREASURY SERVICES PLC/LON 2.35% 09/10/2019$403,252
RYDER SYSTEM INC 2.35% 02/26/2019$403,168
US BANCORP 3.1 04/27/2026$402,994
BRITISH TELECOMMUNICATIONS PLC 9.625% 12/15/2030$402,844
INTEL CORP 1.35% 12/15/2017$402,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$402,692
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$402,486
WELLS FARGO BANK NA 6.6% 01/15/2038$402,138
GENERAL MILLS INC 1.4% 10/20/2017$402,130
CHEVRON CORP 2.355% 12/05/2022$402,126
PNC BANK NA 1.5% 10/18/2017$401,980
BB&T CORP 1.6% 08/15/2017$401,961
CORNING INC 4.75% 03/15/2042$401,929
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$401,908
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$401,513
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$401,440
XLIT LTD 2.3% 12/15/2018$401,293
PRAXAIR INC 2.2% 08/15/2022$401,210
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$401,184
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$401,034
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$400,958
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$400,952
BARCLAYS PLC 2.75% 11/08/2019$400,818
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$400,755
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$400,724
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,375
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$400,222
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 1.25% 06/13/2017$400,218
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$400,125
HIGHWOODS REALTY LP 3.2% 06/15/2021$399,859
WELLS FARGO & CO 5.375% 11/02/2043$399,640
WELLS FARGO & CO 3 04/22/2026$399,515
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$399,440
PFIZER INC 4.4% 05/15/2044$399,135
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$399,076
HISTORIC TW INC 9.15% 02/01/2023$399,016
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$398,472
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$398,318
MORGAN STANLEY 6.375% 07/24/2042$397,841
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$397,776
WESTAR ENERGY INC 4.625% 09/01/2043$397,102
HESS CORP 1.3% 06/15/2017$396,552
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$396,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$396,142
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$395,583
PHARMACIA CORP 6.5% 12/01/2018$395,374
CF INDUSTRIES INC 3.45% 06/01/2023$393,954
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$393,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$392,858
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$392,613
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$391,821
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$391,279
BANK ONE CORP 7.625% 10/15/2026$390,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$389,202
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$389,197
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$389,187
WELLS FARGO & CO 3.9% 05/01/2045$388,042
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$386,570
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$386,463
ORACLE CORP 4.5% 07/08/2044$385,964
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$385,171
GENERAL MOTORS CO 4% 04/01/2025$385,040
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$385,020
REPUBLIC OF TURKEY 5.75% 03/22/2024$385,000
LOWE'S COS INC 5.8% 04/15/2040$384,913
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$384,828
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$383,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$382,820
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 01/15/2028$382,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$382,050
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$381,854
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$381,566
AON PLC 4.45% 05/24/2043$381,455
COMMONWEALTH EDISON CO 5.9% 03/15/2036$380,925
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$380,568
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$380,220
CELGENE CORP 3.875% 08/15/2025$379,993
FREDDIE MAC GOLD POOL 3% 01/01/2046$379,941
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$379,881
REYNOLDS AMERICAN INC 6.15% 09/15/2043$379,748
FANNIE MAE POOL 3% 04/01/2045$379,635
WELLS FARGO & CO 4.9% 11/17/2045$379,356
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$379,246
PFIZER INC 3.4% 05/15/2024$379,169
COCA-COLA CO/THE 3.2% 11/01/2023$378,098
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$378,036
DEVON ENERGY CORP 7.95% 04/15/2032$377,799
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$376,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$376,466
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$376,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$375,993
METHANEX CORP 3.25% 12/15/2019$375,251
WEYERHAEUSER CO 7.375% 03/15/2032$374,375
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$373,737
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$373,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$373,113
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$372,926
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$372,926
FANNIE MAE POOL 3% 11/01/2035$372,839
BANK OF AMERICA CORP 5.875% 02/07/2042$372,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$372,485
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$372,002
WAL-MART STORES INC 7.55% 02/15/2030$371,367
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$370,546
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$370,344
HALLIBURTON CO 2.7% 11/15/2020$370,154
REPUBLIC OF PANAMA 6.7% 01/26/2036$370,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$370,073
LOCKHEED MARTIN CORP 2.9% 03/01/2025$368,938
MCDONALD'S CORP 2.75% 12/09/2020$368,885
APPLE INC 2.25% 02/23/2021$368,256
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$368,255
DOVER CORP 5.375% 03/01/2041$367,913
APPLE INC 3.2% 05/13/2025$367,588
ORACLE CORP 2.8% 07/08/2021$367,460
CBL & ASSOCIATES LP 4.6% 10/15/2024$367,233
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$367,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$366,886
TOTAL SYSTEM SERVICES INC 4.8 04/01/2026$366,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$366,699
VERIZON COMMUNICATIONS INC 6% 04/01/2041$366,498
COCA-COLA CO/THE 2.875% 10/27/2025$366,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$365,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$365,258
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$364,825
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$364,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$364,302
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$364,058
TOTAL SYSTEM SERVICES INC 3.8 04/01/2021$363,719
VISA INC 4.3% 12/14/2045$363,599
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$363,537
PSEG POWER LLC 8.625% 04/15/2031$362,682
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$361,652
AMGEN INC 6.9% 06/01/2038$361,316
ABBEY NATIONAL TREASURY SERVICES PLC/LON 3.05% 08/23/2018$361,007
VALE OVERSEAS LTD 6.875% 11/21/2036$361,000
GENERAL MILLS INC 5.4% 06/15/2040$360,859
ATMOS ENERGY CORP 4.125% 10/15/2044$360,648
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$360,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$360,387
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$359,975
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$359,505
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$358,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$358,258
WAL-MART STORES INC 4.875% 07/08/2040$357,665
WELLS FARGO & CO 2.55% 12/07/2020$357,535
CISCO SYSTEMS INC 2.2% 02/28/2021$357,395
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$357,230
ECOLAB INC 5.5% 12/08/2041$357,051
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$356,103
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$355,658
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 5.75% 12/01/2043$355,410
KLA-TENCOR CORP 3.375% 11/01/2019$355,277
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$355,085
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$354,673
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$354,534
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$354,420
WP CAREY INC 4.6% 04/01/2024$354,418
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$354,227
REYNOLDS AMERICAN INC 6.875% 05/01/2020$354,074
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$353,986
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$353,559
STATE OF TEXAS 4.681% 04/01/2040$353,367
UNUM GROUP 4% 03/15/2024$352,873
OHIO STATE UNIVERSITY/THE 4.91% 06/01/2040$352,794
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$352,786
BANK OF AMERICA CORP 4.75% 04/21/2045$351,582
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$351,484
REPUBLIC OF ITALY 5.375% 06/15/2033$351,142
ECOPETROL SA 4.125% 01/16/2025$351,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$350,510
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$350,462
SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.875 04/14/2026$350,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,029
CBS CORP 7.875% 07/30/2030$349,861
STATOIL ASA 5.1% 08/17/2040$349,501
QUALCOMM INC 2.25% 05/20/2020$348,842
FREDDIE MAC GOLD POOL 3% 12/01/2030$348,518
NISOURCE FINANCE CORP 5.25% 02/15/2043$347,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$347,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$347,164
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$345,694
NOMURA HOLDINGS INC 6.7% 03/04/2020$345,452
CSX CORP 7.375% 02/01/2019$344,749
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$344,560
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$344,550
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$344,397
INTEL CORP 4.9% 07/29/2045$344,333
HYDRO-QUEBEC 8.05% 07/07/2024$343,881
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$343,627
AMGEN INC 5.15% 11/15/2041$342,869
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$342,786
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$341,929
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$341,822
WELLS FARGO & CO 3% 02/19/2025$341,468
MEADWESTVACO CORP 7.375% 09/01/2019$340,562
INTEL CORP 4.8% 10/01/2041$340,522
HEALTH CARE REIT INC 6.125% 04/15/2020$340,303
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$339,764
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$339,557
STATE OF GEORGIA 4.503% 11/01/2025$339,549
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$339,332
BERKSHIRE HATHAWAY INC 3.125 03/15/2026$338,866
MERCK & CO INC 6.5% 12/01/2033$338,686
CNA FINANCIAL CORP 5.75% 08/15/2021$338,542
HOST HOTELS & RESORTS LP 6% 10/01/2021$338,537
WAL-MART STORES INC 4.25% 04/15/2021$337,686
FANNIE MAE POOL 3% 12/01/2030$337,195
QWEST CORP 6.875% 09/15/2033$336,529
AXA SA 8.6% 12/15/2030$336,323
GILEAD SCIENCES INC 4.4% 12/01/2021$336,248
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$335,852
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$335,851
PEPSICO INC 4.45% 04/14/2046$335,695
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$335,678
WYETH LLC 6.5% 02/01/2034$335,411
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$335,373
AEGON FUNDING CO LLC 5.75% 12/15/2020$335,358
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$334,637
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$334,442
MICROSOFT CORP 4.5% 10/01/2040$334,277
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$334,170
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$334,122
UNILEVER CAPITAL CORP 4.25% 02/10/2021$333,854
BANK OF AMERICA CORP 5% 05/13/2021$333,738
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$333,730
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$333,714
AT&T INC 5.55% 08/15/2041$333,708
KRAFT HEINZ FOODS CO 2% 07/02/2018$333,506
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$333,277
CITIGROUP INC 4.65% 07/30/2045$332,879
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$332,548
CIGNA CORP 5.125% 06/15/2020$332,369
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$332,262
REPUBLIC SERVICES INC 5.5% 09/15/2019$332,162
JPMORGAN CHASE & CO 4.625% 05/10/2021$332,078
AT&T INC 5.35% 09/01/2040$331,797
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$331,684
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$331,620
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$331,294
COCA-COLA ENTERPRISES INC 4.5% 09/01/2021$331,140
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$331,010
CVS HEALTH CORP 4% 12/05/2023$330,804
TOTAL CAPITAL SA 4.45% 06/24/2020$330,525
ALPHABET INC 3.625 05/19/2021$330,515
THOMSON REUTERS CORP 6.5% 07/15/2018$330,266
BECTON DICKINSON AND CO 5% 11/12/2040$330,118
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$330,100
DOW CHEMICAL CO/THE 5.25% 11/15/2041$329,578
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$329,347
VODAFONE GROUP PLC 7.875% 02/15/2030$329,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$328,851
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2041$328,436
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$328,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$328,288
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$328,231
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$328,023
NORTHERN TRUST CORP 3.95% 10/30/2025$327,901
INTERNATIONAL PAPER CO 7.3% 11/15/2039$327,718
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$327,460
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$327,341
STATE OF UTAH 3.539% 07/01/2025$327,033
AMGEN INC 3.875% 11/15/2021$327,009
PUGET SOUND ENERGY INC 4.434% 11/15/2041$326,912
WAL-MART STORES INC 3.625% 07/08/2020$326,714
METLIFE INC 4.875% 11/13/2043$326,432
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$326,203
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$326,005
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$325,696
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$325,469
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$324,716
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$324,663
BOSTON PROPERTIES LP 4.125% 05/15/2021$324,132
MARATHON PETROLEUM CORP 5% 09/15/2054$323,936
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$323,584
CREDIT SUISSE USA INC 7.125% 07/15/2032$323,165
DUKE ENERGY INDIANA INC 3.75% 07/15/2020$323,140
PROGRESS ENERGY INC 4.4% 01/15/2021$323,102
VIACOM INC 6.875% 04/30/2036$323,087
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$322,993
MICROSOFT CORP 4.2% 11/03/2035$322,194
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$322,123
KELLOGG CO 4.15% 11/15/2019$321,974
INTEL CORP 3.3% 10/01/2021$321,958
EOG RESOURCES INC 4.1% 02/01/2021$321,925
DTE ELECTRIC CO 3.375% 03/01/2025$321,710
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$321,697
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$321,418
GENERAL ELECTRIC CO 4.125% 10/09/2042$320,914
HEWLETT-PACKARD CO 4.65% 12/09/2021$320,741
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$320,679
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$320,630
DTE ELECTRIC CO 3.45% 10/01/2020$320,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$320,315
JOHNSON CONTROLS INC 4.25% 03/01/2021$320,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$319,229
WELLS FARGO & CO 3.5% 03/08/2022$319,049
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$318,947
GATX CORP 4.75% 06/15/2022$318,710
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$318,656
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$318,599
AT&T INC 3.8 03/15/2022$318,177
STRYKER CORP 4.375% 05/15/2044$318,141
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$317,806
AETNA INC 6.625% 06/15/2036$317,796
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$317,706
HARLEY-DAVIDSON INC 4.625% 07/28/2045$317,631
FIFTH THIRD BANCORP 4.3% 01/16/2024$317,318
OHIO STATE UNIVERSITY/THE 4.048 12/01/2056$317,106
CUBESMART LP 4.375% 12/15/2023$316,777
WILLIAMS PARTNERS LP 4.5% 11/15/2023$316,108
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$315,663
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$315,607
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$315,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$315,144
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$314,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$314,444
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$314,392
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$314,281
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$314,184
CITY OF CHICAGO IL 6.314% 01/01/2044$314,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$313,940
FIDELITY NATIONAL FINANCIAL INC 6.6% 05/15/2017$313,735
TJX COS INC/THE 2.75% 06/15/2021$313,719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$313,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$313,398
HARRIS CORP 3.832% 04/27/2025$313,234
MORGAN STANLEY 3.75% 02/25/2023$313,150
QVC INC 5.45% 08/15/2034$313,101
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$313,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.827% 01/01/2042$312,789
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$312,646
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$312,575
KOHL'S CORP 4% 11/01/2021$312,266
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$312,143
JEFFERIES GROUP LLC 5.125% 04/13/2018$311,973
ACE INA HOLDINGS INC 3.15% 03/15/2025$311,743
ARROW ELECTRONICS INC 4.5% 03/01/2023$311,680
FEDEX CORP 3.25 04/01/2026$311,605
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$311,571
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$311,370
SEAGATE HDD CAYMAN 4.75% 06/01/2023$311,126
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$310,950
WPP FINANCE 2010 3.75% 09/19/2024$310,886
CARDINAL HEALTH INC 3.2% 03/15/2023$310,815
GINNIE MAE II POOL 3.5% 12/20/2045$310,513
ABBVIE INC 4.4% 11/06/2042$310,304
ANTHEM INC 4.65% 08/15/2044$310,216
GENERAL ELECTRIC CO 2.7% 10/09/2022$310,111
OHIO STATE UNIVERSITY/THE 3.798 12/01/2046$310,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$310,011
REPUBLIC OF PANAMA 3.75% 03/16/2025$309,750
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$309,473
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$308,810
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$308,716
MICROSOFT CORP 2.7% 02/12/2025$308,695
AFLAC INC 2.4% 03/16/2020$308,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$308,551
ASTRAZENECA PLC 4% 09/18/2042$308,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$308,374
MICROSOFT CORP 4.45% 11/03/2045$308,182
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$307,879
KOREA DEVELOPMENT BANK/THE 3.875% 05/04/2017$307,832
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$307,698
WELLS FARGO & CO 3.45% 02/13/2023$307,577
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$307,544
ABBVIE INC 2.9% 11/06/2022$306,956
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$306,673
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$306,551
MICROSOFT CORP 1.85% 02/12/2020$306,513
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$306,477
EXXON MOBIL CORP 2.709% 03/06/2025$306,401
ANTHEM INC 3.3% 01/15/2023$306,385
NIKE INC 2.25% 05/01/2023$306,192
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$306,015
3M CO 2% 06/26/2022$305,865
NIKE INC 3.625% 05/01/2043$305,643
FREDDIE MAC GOLD POOL 3% 08/01/2045$305,467
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$305,257
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$305,171
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,073
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$305,042
HARRIS CORP 6.15% 12/15/2040$304,949
COSTCO WHOLESALE CORP 2.25% 02/15/2022$304,890
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$304,843
MATTEL INC 2.35% 05/06/2019$304,820
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$304,704
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$304,672
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$304,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$304,502
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$304,353
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$303,915
MARKEL CORP 5% 03/30/2043$303,788
LOCKHEED MARTIN CORP 3.8% 03/01/2045$303,555
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$303,441
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,422
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$303,387
AIRGAS INC 2.375% 02/15/2020$303,323
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$303,167
ABBVIE INC 2% 11/06/2018$302,848
UNITED TECHNOLOGIES CORP 1.8% 06/01/2017$302,761
ZOETIS INC 3.25% 02/01/2023$302,741
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$302,617
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$302,587
MCKESSON CORP 2.85% 03/15/2023$302,359
CATERPILLAR FINANCIAL SERVICES CORP 1.625% 06/01/2017$302,352
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$302,225
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$301,960
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,745
CBS CORP 1.95% 07/01/2017$301,715
ABBVIE INC 1.75% 11/06/2017$301,661
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$301,621
APPLE INC 2.4% 05/03/2023$301,616
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,594
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$301,547
WALT DISNEY CO/THE 7% 03/01/2032$301,330
CARDINAL HEALTH INC 1.7% 03/15/2018$301,252
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$301,219
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 2.375 04/20/2026$301,170
NORDIC INVESTMENT BANK 1.125% 03/19/2018$301,169
EATON CORP 1.5% 11/02/2017$301,108
ACTAVIS FUNDING SCS 4.55% 03/15/2035$301,034
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,952
FANNIE MAE POOL 3% 01/01/2030$300,733
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$300,724
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,685
PERRIGO CO PLC 2.3% 11/08/2018$300,565
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$300,281
VODAFONE GROUP PLC 1.5% 02/19/2018$300,164
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,153
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,078
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,856
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$299,794
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$299,569
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$299,559
MICROSOFT CORP 3.75% 02/12/2045$299,461
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$298,997
SANTANDER BANK NA 2% 01/12/2018$298,914
STATOIL ASA 2.65% 01/15/2024$298,875
LIBERTY PROPERTY LP 3.375% 06/15/2023$298,722
STATOIL ASA 1.15% 05/15/2018$298,571
LOCKHEED MARTIN CORP 4.07% 12/15/2042$298,406
STATE OF CALIFORNIA 7.3% 10/01/2039$297,724
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$296,963
BORGWARNER INC 3.375% 03/15/2025$296,723
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$296,569
METLIFE INC 5.7% 06/15/2035$295,649
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$295,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$295,183
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$294,500
APPLE INC 3.85% 05/04/2043$294,467
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$294,144
EXXON MOBIL CORP 3.567% 03/06/2045$293,923
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$293,909
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$293,250
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$291,650
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$291,236
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$291,017
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$290,502
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$288,983
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$288,749
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$288,733
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$288,667
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$288,590
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$288,520
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$287,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$287,601
ORACLE CORP 3.9% 05/15/2035$287,264
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$287,227
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$286,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$285,531
NOBLE ENERGY INC 5.25% 11/15/2043$285,035
COMCAST CORP 4.6% 08/15/2045$284,207
BECTON DICKINSON AND CO 6.375% 08/01/2019$283,671
FREDDIE MAC GOLD POOL 3% 10/01/2030$283,448
REYNOLDS AMERICAN INC 3.25% 06/12/2020$283,395
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$283,087
ONEOK PARTNERS LP 3.375% 10/01/2022$282,885
INDIANA MICHIGAN POWER CO 7% 03/15/2019$282,771
WILLIAMS PARTNERS LP 4.125% 11/15/2020$282,718
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$282,266
AMGEN INC 4.4% 05/01/2045$281,622
LINCOLN NATIONAL CORP 6.15% 04/07/2036$281,620
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$281,158
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$280,828
FANNIE MAE POOL 3% 11/01/2045$280,745
BANK OF AMERICA CORP 6.875% 11/15/2018$280,242
REPUBLIC OF KOREA 3.875% 09/11/2023$280,213
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$280,078
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$279,679
TIME WARNER INC 5.375% 10/15/2041$279,509
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$279,077
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$278,535
REPUBLIC OF TURKEY 4.25% 04/14/2026$278,429
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$278,353
EXPEDIA INC 7.456% 08/15/2018$277,993
GINNIE MAE I POOL 4% 03/15/2045$277,891
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$277,857
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$277,422
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$276,991
MICROSOFT CORP 2% 11/03/2020$276,744
ASTRAZENECA PLC 2.375% 11/16/2020$276,140
EMERSON ELECTRIC CO 2.625% 02/15/2023$276,003
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$275,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$275,787
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$275,752
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$275,675
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$275,490
EXELON CORP 4.95% 06/15/2035$275,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$275,286
HESS CORP 7.3% 08/15/2031$274,678
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$274,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$272,885
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$272,654
SEMPRA ENERGY 6.15% 06/15/2018$272,323
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$271,819
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$271,740
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$271,399
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$271,350
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$271,168
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$271,098
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$270,796
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$270,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$270,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$270,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$270,192
SOUTHERN COPPER CORP 7.5% 07/27/2035$270,179
MERCK & CO INC 6.55% 09/15/2037$269,939
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$269,668
HCP INC 6.7% 01/30/2018$269,637
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$269,591
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$269,224
KROGER CO/THE 7.5% 04/01/2031$268,988
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$268,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$268,599
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$268,571
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$268,559
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$267,824
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$267,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$267,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$267,390
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$267,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$266,710
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$266,645
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$266,273
ASTRAZENECA PLC 5.9% 09/15/2017$266,182
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$266,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$266,100
FORD MOTOR CO 7.45% 07/16/2031$266,085
ASTRAZENECA PLC 3.375% 11/16/2025$266,036
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$265,869
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$265,651
UNION ELECTRIC CO 6.4% 06/15/2017$264,831
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$264,547
FANNIE MAE POOL 3% 09/01/2021$264,502
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$264,464
PENTAIR FINANCE SA 5% 05/15/2021$264,276
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$263,946
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$263,357
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$263,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$263,264
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$262,500
AMGEN INC 5.85% 06/01/2017$262,493
QWEST CORP 6.5% 06/01/2017$262,245
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$262,130
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$261,840
VALERO ENERGY CORP 6.125% 06/15/2017$261,428
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$260,876
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$260,605
FEDERAL HOME LOAN BANKS .875% 05/24/2017$260,593
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$260,528
CITY OF NEW YORK NY 5.846% 06/01/2040$260,196
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$260,079
QUALCOMM INC 3.45% 05/20/2025$259,754
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$259,466
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$258,994
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$258,718
FREDDIE MAC GOLD POOL 3% 02/01/2031$257,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$256,650
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$256,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$256,399
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$256,250
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$256,089
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$255,942
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$255,864
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$255,812
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$255,778
AMERICAN INTERNATIONAL GROUP INC 3.9 04/01/2026$255,231
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$254,417
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$254,207
MYLAN INC 5.4% 11/29/2043$254,150
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,076
HANOVER INSURANCE GROUP INC/THE 4.5 04/15/2026$253,463
LBBW 7.625% 02/01/2023$253,191
KRAFT FOODS GROUP INC 6.5% 02/09/2040$252,825
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$252,800
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$252,596
VORNADO REALTY LP 2.5% 06/30/2019$252,494
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$252,371
MEDTRONIC INC 1.5% 03/15/2018$252,148
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$252,022
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$251,946
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$251,936
ASIAN DEVELOPMENT BANK 2% 01/22/2025$251,609
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$251,376
COMCAST CORP 5.65% 06/15/2035$251,247
WALT DISNEY CO/THE 1.1% 12/01/2017$251,115
COMMONWEALTH EDISON CO 5.875% 02/01/2033$251,111
BUCKEYE PARTNERS LP 2.65% 11/15/2018$250,897
CBS CORP 4.85% 07/01/2042$250,798
GINNIE MAE II POOL 4% 07/20/2045$250,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$250,610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$250,276
MISSISSIPPI POWER CO 4.25% 03/15/2042$249,827
BARCLAYS PLC 2.875% 06/08/2020$249,793
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$249,367
JPMORGAN CHASE & CO 5.6% 07/15/2041$248,660
GINNIE MAE I POOL 3.5% 05/15/2042$248,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$248,541
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$248,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$247,947
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$247,714
JOHNSON & JOHNSON 4.85% 05/15/2041$247,025
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$246,656
STATE OF CONNECTICUT 5.85% 03/15/2032$245,746
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$245,509
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$245,095
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$244,807
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$244,632
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$244,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$244,056
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$243,493
JOHNSON & JOHNSON 4.95% 05/15/2033$243,074
HALLIBURTON CO 3.8% 11/15/2025$242,645
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$242,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$242,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$242,572
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$242,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$242,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$242,058
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,722
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$241,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$240,531
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$240,391
ABBVIE INC 4.5% 05/14/2035$240,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$239,979
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$239,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$239,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$238,700
REPUBLIC SERVICES INC 5.7% 05/15/2041$238,397
RIO TINTO FINANCE USA LTD 3.5% 11/02/2020$238,230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$238,016
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$237,722
TIME WARNER CABLE INC 6.75% 06/15/2039$237,527
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$237,112
BIOGEN INC 4.05% 09/15/2025$236,987
APPLE INC 4.65% 02/23/2046$236,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$236,283
KROGER CO/THE 5.4% 07/15/2040$236,191
VODAFONE GROUP PLC 6.15% 02/27/2037$235,794
GEORGIA POWER CO 5.65% 03/01/2037$235,633
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$235,531
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$235,467
KRAFT FOODS GROUP INC 5.375% 02/10/2020$235,413
REALTY INCOME CORP 5.875% 03/15/2035$234,952
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$234,768
ABBVIE INC 4.7% 05/14/2045$234,595
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$233,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$233,657
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$233,605
STATE OF OREGON 5.762% 06/01/2023$233,316
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$233,258
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$233,170
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$231,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$231,378
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$231,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$230,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$229,824
MONSANTO CO 5.5% 08/15/2025$229,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$229,397
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$229,173
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$228,384
CBS CORP 5.75% 04/15/2020$228,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$228,239
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$228,024
VIACOM INC 2.75% 12/15/2019$227,439
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$227,436
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$226,887
BOSTON SCIENTIFIC CORP 6% 01/15/2020$226,525
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$226,333
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$225,639
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$225,404
BOEING CO/THE 4.875% 02/15/2020$225,238
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$225,178
JEFFERIES GROUP LLC 6.25% 01/15/2036$225,107
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$225,021
FREDDIE MAC GOLD POOL 4% 09/01/2045$224,641
PETROLEOS MEXICANOS 5.625 01/23/2046$223,515
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$223,478
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$223,437
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$223,054
NEWELL RUBBERMAID INC 5.5 04/01/2046$223,020
AT&T INC 5.2 03/15/2020$222,948
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$222,810
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$222,443
XCEL ENERGY INC 4.8% 09/15/2041$222,373
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$222,153
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$222,051
CITIGROUP INC 5.5% 09/13/2025$221,975
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$221,910
COMCAST CORP 4.5% 01/15/2043$221,874
STRYKER CORP 4.625 03/15/2046$221,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.938% 05/01/2042$221,434
WHIRLPOOL CORP 4.85% 06/15/2021$221,342
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,931
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$220,882
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$220,698
MCKESSON CORP 4.75% 03/01/2021$220,433
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$220,166
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$219,685
WALT DISNEY CO/THE 3.75% 06/01/2021$219,649
NEWELL RUBBERMAID INC 5.375 04/01/2036$219,583
CVS HEALTH CORP 4.125% 05/15/2021$219,546
JAPAN BANK FOR INTERNATIONAL COOPERATION/JAPAN 1.875 04/20/2021$219,400
JOHNSON & JOHNSON 3.55% 05/15/2021$218,965
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$218,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$218,069
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$217,762
CREDIT SUISSE/NEW YORK NY 5.4% 01/14/2020$217,254
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$217,137
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$216,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$216,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$216,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$216,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$216,506
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$216,090
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$215,199
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$215,198
AUTONATION INC 6.75% 04/15/2018$214,878
AT&T INC 5.65% 02/15/2047$214,866
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$214,639
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$213,901
COCA-COLA CO/THE 3.15% 11/15/2020$213,688
GAP INC/THE 5.95% 04/12/2021$213,518
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$213,419
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$213,000
DDR CORP 4.625% 07/15/2022$212,984
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$212,830
INTEL CORP 4.25% 12/15/2042$212,790
ROGERS COMMUNICATIONS INC 3.625 12/15/2025$212,312
TARGET CORP 4% 07/01/2042$212,201
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$212,148
THOMSON REUTERS CORP 3.95% 09/30/2021$212,087
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$212,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$211,606
HEALTH CARE REIT INC 4.5% 01/15/2024$211,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$211,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$210,610
GENERAL MILLS INC 3.15% 12/15/2021$210,567
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$210,245
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$209,932
FANNIE MAE POOL 4% 01/01/2036$209,905
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$209,820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$209,790
FISERV INC 3.5% 10/01/2022$209,776
COMPUTER SCIENCES CORP 4.45% 09/15/2022$209,674
NEWELL RUBBERMAID INC 3.85 04/01/2023$209,434
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$209,401
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$209,289
FREDDIE MAC GOLD POOL 3.5% 01/01/2030$208,868
FORD MOTOR CO 4.75% 01/15/2043$208,714
CARDINAL HEALTH INC 4.6% 03/15/2043$208,480
FANNIE MAE POOL 4 08/01/2045$208,441
DUKE REALTY LP 3.875% 10/15/2022$207,914
HASBRO INC 5.1% 05/15/2044$207,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$207,655
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$207,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$207,619
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$207,531
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$207,408
ANTHEM INC 4.65% 01/15/2043$207,284
KELLOGG CO 4% 12/15/2020$207,269
VISA INC 4.15% 12/14/2035$207,116
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$207,104
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$207,030
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$206,954
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$206,780
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$206,403
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$206,228
US BANCORP 2.95% 07/15/2022$206,208
FREDDIE MAC GOLD POOL 3.5% 11/01/2045$206,091
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$206,010
GINNIE MAE I POOL 3% 03/15/2045$205,996
REPUBLIC OF FINLAND 6.95% 02/15/2026$205,958
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$205,895
STATE STREET CORP 3.1% 05/15/2023$205,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$205,819
FANNIE MAE POOL 2.5 05/01/2031$205,817
STRYKER CORP 2.625 03/15/2021$205,689
CONAGRA FOODS INC 3.25% 09/15/2022$205,347
REGENCY CENTERS LP 3.75% 06/15/2024$205,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$205,131
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$205,117
WALT DISNEY CO/THE 2.35% 12/01/2022$204,860
NEWELL RUBBERMAID INC 2.6 03/29/2019$204,768
WALT DISNEY CO/THE 3.7% 12/01/2042$204,554
MASTERCARD INC 2% 04/01/2019$204,553
MERCK & CO INC 2.4% 09/15/2022$204,406
XEROX CORP 4.5% 05/15/2021$204,284
JABIL CIRCUIT INC 4.7% 09/15/2022$204,212
ERP OPERATING LP 3% 04/15/2023$204,192
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$204,090
STRYKER CORP 4.1% 04/01/2043$203,858
PRECISION CASTPARTS CORP 2.5% 01/15/2023$203,544
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$203,088
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$203,086
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$202,743
FEDEX CORP 2.625% 08/01/2022$202,563
ONEOK PARTNERS LP 4.9% 03/15/2025$202,552
PECO ENERGY CO 2.375% 09/15/2022$202,546
FREDDIE MAC GOLD POOL 3% 11/01/2035$202,533
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$202,504
FREDDIE MAC GOLD POOL 3% 07/01/2030$202,304
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$202,283
AIR LEASE CORP 3.375% 01/15/2019$202,166
LEXINGTON REALTY TRUST 4.4% 06/15/2024$202,043
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$201,848
CELGENE CORP 1.9% 08/15/2017$201,598
BP CAPITAL MARKETS PLC 1.846% 05/05/2017$201,454
HUSKY ENERGY INC 3.95% 04/15/2022$201,233
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$201,060
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,981
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$200,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$200,905
AETNA INC 1.5% 11/15/2017$200,790
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$200,770
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$200,653
MERCK & CO INC 1.1% 01/31/2018$200,614
AMAZON.COM INC 1.2% 11/29/2017$200,547
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$200,231
APPLE INC 1% 05/03/2018$200,144
BANK OF AMERICA CORP 3.95% 04/21/2025$200,105
FEDERAL HOME LOAN MORTGAGE CORP 1.2% 06/12/2018$200,000
FANNIE MAE POOL 2.5% 01/01/2031$199,916
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$199,713
BANK OF AMERICA CORP 2.25% 04/21/2020$199,686
MERCK & CO INC 3.6% 09/15/2042$199,607
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$199,435
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$199,278
KIMCO REALTY CORP 3.125% 06/01/2023$199,253
ABBOTT LABORATORIES 2% 03/15/2020$198,833
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$198,640
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$198,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$198,562
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$198,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$197,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$197,176
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$197,122
FREDDIE MAC GOLD POOL 4% 07/01/2035$197,098
ZOETIS INC 4.7% 02/01/2043$196,785
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$196,677
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$196,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$196,020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$195,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$195,277
HALLIBURTON CO 5% 11/15/2045$195,090
AETNA INC 4.125% 11/15/2042$195,075
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$195,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$194,651
PROGRESSIVE CORP/THE 6.625% 03/01/2029$194,576
CNOOC FINANCE 2013 LTD 3% 05/09/2023$194,438
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$194,417
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$194,318
WALGREEN CO 4.4% 09/15/2042$193,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$193,097
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$192,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$192,037
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$191,765
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$191,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$191,674
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$191,267
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$191,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,018
FEDEX CORP 3.875% 08/01/2042$190,905
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$189,989
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$189,655
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$189,603
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$189,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$188,834
HEWLETT-PACKARD CO 6% 09/15/2041$188,790
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$188,269
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$188,036
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$187,524
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$187,345
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$187,150
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$186,776
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$186,499
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$186,419
VALSPAR CORP/THE 4.4% 02/01/2045$185,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$185,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$185,527
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$185,370
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$185,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$185,062
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$184,134
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$184,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$183,965
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$181,400
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$181,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$181,103
JOHNSON & JOHNSON 3.7% 03/01/2046$181,047
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$180,938
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$180,576
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$180,383
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$180,285
MCDONALD'S CORP 4.7% 12/09/2035$180,283
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$179,820
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$179,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$179,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$178,805
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$178,446
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$178,377
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$178,107
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$177,611
MCGRAW HILL FINANCIAL INC 4.4% 02/15/2026$177,552
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,521
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$177,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$176,978
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$176,655
BOARDWALK PIPELINES LP 3.375% 02/01/2023$176,098
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$175,868
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$175,837
ALTRIA GROUP INC 9.95% 11/10/2038$175,802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$175,252
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$175,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,957
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$174,779
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$174,624
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$174,564
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$174,166
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$174,076
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$173,849
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$173,803
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$173,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$173,288
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$173,256
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$173,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$172,923
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$172,716
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$172,476
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$172,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$171,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$171,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$171,532
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$170,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$170,555
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$170,358
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$170,326
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$170,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$169,985
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$169,128
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$168,740
STAPLES INC 4.375% 01/12/2023$168,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$168,477
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$168,260
RIO TINTO ALCAN INC 6.125% 12/15/2033$168,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$167,787
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$167,516
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$167,338
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$166,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$166,922
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$166,893
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$166,795
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$166,704
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$166,153
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$165,414
DOW CHEMICAL CO/THE 4.125% 11/15/2021$164,889
GILEAD SCIENCES INC 4.6% 09/01/2035$164,827
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$164,625
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$164,434
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$164,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$163,405
REPUBLIC OF CHILE 3.875% 08/05/2020$163,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$162,487
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$161,910
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$161,680
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$161,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$161,095
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$160,733
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$160,195
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$159,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$159,779
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$159,634
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$159,298
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$159,206
VIACOM INC 4.375% 03/15/2043$158,998
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$158,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$158,714
ALABAMA POWER CO 5.5% 10/15/2017$158,307
FANNIE MAE POOL 4.5% 04/01/2024$158,078
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$157,753
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$157,531
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$156,770
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$156,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$156,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$155,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$155,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,296
FREDDIE MAC GOLD POOL 2.5 12/01/2030$154,432
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$153,388
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$153,249
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$153,244
FANNIE MAE POOL 3% 11/01/2045$153,003
DTE ELECTRIC CO 6.625% 06/01/2036$152,957
FANNIE MAE POOL 2.5% 02/01/2031$152,600
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$152,452
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$152,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$152,157
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$152,140
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$151,815
AT&T INC 4.75% 05/15/2046$151,744
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$151,559
XILINX INC 2.125% 03/15/2019$151,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$150,983
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$150,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$150,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$150,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$150,171
FREDDIE MAC GOLD POOL 4% 05/01/2044$149,778
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$149,389
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$148,649
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$148,478
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$147,785
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$147,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$147,036
FANNIE MAE POOL 3% 10/01/2030$146,973
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$146,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$145,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$145,531
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$144,930
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$144,883
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$144,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,564
GINNIE MAE II POOL 3% 07/20/2030$144,313
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$144,267
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$144,172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$144,034
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$143,587
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$143,360
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$142,543
QUALCOMM INC 4.8% 05/20/2045$142,074
AIR LEASE CORP 3.75% 02/01/2022$141,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$139,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$138,694
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$137,985
FANNIE MAE POOL 5% 12/01/2043$137,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$136,715
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$136,704
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,577
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$135,794
MORGAN STANLEY 7.25% 04/01/2032$135,776
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$135,732
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$135,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$135,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$135,329
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$135,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$134,744
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$134,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$134,016
GINNIE MAE II POOL 2.5% 01/20/2028$133,920
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$132,930
BOEING CO/THE 6.125% 02/15/2033$132,241
CYTEC INDUSTRIES INC 3.95% 05/01/2025$132,088
3M CO 5.7% 03/15/2037$132,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$131,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$130,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$130,607
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$130,061
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$129,907
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$129,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$129,616
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$129,575
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$129,569
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$129,298
FREDDIE MAC GOLD POOL 4% 07/01/2044$128,675
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$127,833
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$127,420
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$126,592
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$126,325
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$126,033
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$125,885
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$125,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$125,342
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$125,297
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$125,171
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$125,046
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$124,871
GINNIE MAE II POOL 5% 03/20/2045$124,797
CITY OF NEW YORK NY 5.517% 10/01/2037$124,017
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$123,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$123,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$123,128
WELLS FARGO BANK NA 5.95% 08/26/2036$123,107
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$122,808
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$122,766
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,420
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$122,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$121,929
QVC INC 3.125% 04/01/2019$121,653
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$121,266
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$121,175
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$121,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$119,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$119,423
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$119,264
GINNIE MAE II POOL 4.5% 10/20/2045$118,946
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$118,783
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$118,592
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$118,020
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$117,228
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$117,209
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$116,930
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$116,843
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$116,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$116,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$116,179
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$115,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$115,302
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$114,860
FANNIE MAE POOL 3.5% 10/01/2045$114,626
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$114,156
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$113,880
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$113,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$113,059
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$112,514
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$112,503
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$112,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$111,941
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$111,923
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.498% 05/01/2041$111,646
FREDDIE MAC GOLD POOL 3% 04/01/2027$111,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$111,170
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$110,911
STATE OF ILLINOIS 7.35% 07/01/2035$110,867
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,471
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$110,327
AGILENT TECHNOLOGIES INC 5% 07/15/2020$110,303
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$109,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$109,722
BANK OF AMERICA CORP 5.49% 03/15/2019$108,972
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$108,945
PETRO-CANADA 5.95% 05/15/2035$108,665
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$108,422
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$108,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$108,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$108,160
COMMONWEALTH EDISON CO 5.8% 03/15/2018$108,133
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$107,782
PARKER-HANNIFIN CORP 3.5% 09/15/2022$107,396
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$107,022
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$106,937
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$106,896
NORDSTROM INC 4% 10/15/2021$106,869
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$106,223
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$106,148
GINNIE MAE I POOL 3.5% 09/15/2044$105,721
QUALCOMM INC 4.65% 05/20/2035$105,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$104,918
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$104,658
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$104,596
FREDDIE MAC GOLD POOL 3 TBA$104,586
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$104,102
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$103,983
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$103,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$103,099
MICROSOFT CORP 4.75% 11/03/2055$102,904
FREDDIE MAC GOLD POOL 2.5 TBA$102,820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$102,470
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2041$102,466
AT&T INC 3% 06/30/2022$102,140
EATON CORP 4.15% 11/02/2042$102,089
AT&T INC 3.4% 05/15/2025$101,846
AT&T INC 2.45% 06/30/2020$101,664
FANNIE MAE POOL 3% 11/01/2029$101,553
EATON CORP 2.75% 11/02/2022$101,348
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$101,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$100,614
REALTY INCOME CORP 2% 01/31/2018$100,602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$100,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$100,407
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$100,189
FANNIE MAE POOL 3% 07/01/2045$100,142
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$100,116
WILLIAMS PARTNERS LP 5.25% 03/15/2020$100,094
EBAY INC 1.35% 07/15/2017$99,975
FANNIE MAE POOL 3% 04/01/2030$99,619
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$99,506
FANNIE MAE POOL 2.5% 01/01/2046$99,049
FANNIE MAE POOL 3% 08/01/2035$99,019
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$98,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$98,802
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$98,447
FREDDIE MAC GOLD POOL 3% 06/01/2035$98,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$97,919
EBAY INC 2.6% 07/15/2022$97,682
FANNIE MAE POOL 2.5% 12/01/2030$97,594
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$97,375
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$96,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$96,353
FREDDIE MAC GOLD POOL 3% 06/01/2035$96,302
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$96,137
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$95,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$95,872
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$95,860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$94,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$94,634
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$94,626
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$94,162
WILLIAMS PARTNERS LP 6.3% 04/15/2040$93,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$93,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$92,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$92,343
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$92,332
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$91,928
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$91,579
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,375
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$91,113
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$90,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$90,602
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,482
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$90,345
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$90,250
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$90,022
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$89,737
FANNIE MAE POOL 4% 09/01/2045$89,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$89,099
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$89,035
GILEAD SCIENCES INC 4.75% 03/01/2046$88,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$88,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$88,522
DEVON ENERGY CORP 5.6% 07/15/2041$88,426
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$88,031
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$87,886
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$87,627
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$87,579
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$87,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$87,362
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$87,026
FANNIE MAE POOL 4% 12/01/2044$87,024
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$86,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$86,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$86,385
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$85,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$85,757
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$85,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$85,434
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$85,331
HEWLETT-PACKARD CO 3.75% 12/01/2020$85,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$85,119
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$85,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$85,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.508% 02/01/2041$84,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$84,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$84,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$84,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$84,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$83,961
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$83,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,643
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$82,986
FANNIE MAE POOL 2.5% 12/01/2030$82,833
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$81,887
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$81,791
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$81,603
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$81,596
EBAY INC 4% 07/15/2042$81,269
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$81,139
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$80,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$80,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$80,664
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$80,553
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$80,429
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$79,795
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$79,726
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$79,646
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$79,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.468% 06/01/2040$79,035
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$78,675
FANNIE MAE POOL 3 TBA$78,345
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$78,245
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$78,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$78,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$77,970
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,767
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$77,748
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$77,359
FANNIE MAE POOL 4% 06/01/2045$77,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$76,939
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$76,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$76,097
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$75,871
FREDDIE MAC GOLD POOL 3% 11/01/2030$75,770
FANNIE MAE POOL 3.5% 10/01/2035$75,550
GINNIE MAE I POOL 4% 06/15/2045$74,977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$74,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$74,753
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.556% 08/01/2040$74,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$74,217
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$73,992
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$73,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$73,912
GINNIE MAE II POOL 4.5% 06/20/2044$73,268
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$73,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$73,001
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$72,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$72,915
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,492
COMCAST CORP 2.75% 03/01/2023$72,414
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$72,003
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,812
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$71,614
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$71,544
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$71,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$71,046
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$70,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$70,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$69,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$69,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$69,706
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$69,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$69,458
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$69,453
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$69,365
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$69,104
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$69,034
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$68,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$68,888
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$68,520
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$68,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$68,424
FANNIE MAE POOL 4% 02/01/2045$68,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$67,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$67,515
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$67,068
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$66,606
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$66,358
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$66,102
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$66,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$65,936
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$65,622
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$64,904
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$64,767
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$64,515
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$64,254
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$64,166
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$63,597
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.445% 02/01/2037$63,316
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$63,090
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$62,762
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$62,681
GINNIE MAE II POOL 4% 11/20/2045$62,653
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$61,498
WILLIAMS PARTNERS LP 4% 09/15/2025$61,442
FANNIE MAE POOL 3.5% 03/01/2045$61,241
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$61,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$60,521
FANNIE MAE POOL 2.5 12/01/2030$60,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$59,805
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$59,727
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$59,525
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$59,469
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$59,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$59,064
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$59,051
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$59,045
GINNIE MAE I POOL 3.5% 03/15/2043$58,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$58,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$58,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$57,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$57,719
FANNIE MAE POOL 2.5 02/01/2031$57,587
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$57,249
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$57,108
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$57,048
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$56,610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,522
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$56,454
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$56,048
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$56,009
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$55,932
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$55,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$55,516
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$55,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$55,194
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$54,740
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$54,311
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$53,993
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$53,874
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$53,497
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$53,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$53,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$53,247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$52,961
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$52,941
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$52,913
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$52,807
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$52,503
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$52,471
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$52,239
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$52,109
FEDERAL HOME LOAN MORTGAGE CORP 7% 07/01/2030$52,027
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$51,958
GINNIE MAE II POOL 3.5 06/20/2045$51,869
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$51,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,126
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$51,090
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$50,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$50,493
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$50,365
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,156
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$50,122
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$49,491
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,031
FEDERAL HOME LOAN MORTGAGE CORP 2.997% 06/01/2041$49,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$48,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$48,568
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$48,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$48,446
FEDERAL HOME LOAN MORTGAGE CORP 6.254% 01/01/2037$48,376
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$48,293
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$48,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$47,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$47,868
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$47,868
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$47,618
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$47,582
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$47,298
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$47,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.669% 12/01/2043$47,029
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$46,957
FANNIE MAE POOL 3% 12/01/2045$46,947
FANNIE MAE POOL 3.5% 05/01/2045$46,926
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$46,892
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$46,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$45,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$45,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$45,809
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$45,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$45,283
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$44,768
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$44,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$43,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$43,704
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$43,650
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$43,607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,142
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,599
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$41,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$41,790
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$41,723
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$41,671
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$41,611
FREDDIE MAC GOLD POOL 4% 10/01/2045$41,523
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$41,361
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$40,878
FANNIE MAE POOL 4% 08/01/2044$40,624
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,610
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$40,551
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$40,261
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$40,207
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$40,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$39,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$39,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$39,914
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$39,785
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$39,431
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$39,370
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$39,159
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$39,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$38,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$38,727
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$38,381
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$38,312
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$38,079
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$37,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,825
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,232
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$37,131
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$37,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$37,050
FANNIE MAE POOL 3% 07/01/2030$36,876
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$36,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$36,651
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$36,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$36,433
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$36,264
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$35,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$35,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$35,306
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$34,790
FEDERAL HOME LOAN MORTGAGE CORP 5.759% 02/01/2037$34,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$34,443
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$34,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$34,202
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$34,119
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$34,049
FANNIE MAE POOL 3% 06/01/2045$33,433
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$32,867
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$32,492
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$32,461
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,436
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$31,513
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$31,424
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$31,287
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$31,146
FANNIE MAE POOL 3% 12/01/2045$30,954
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$30,928
FANNIE MAE POOL 3% 01/01/2046$30,911
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$30,738
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$30,735
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$30,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$30,018
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$30,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$29,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$29,889
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$29,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$29,671
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$29,339
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,174
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$28,958
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$28,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$27,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$27,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$27,385
NEWMONT MINING CORP 6.25% 10/01/2039$27,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$27,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$26,824
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$26,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$26,552
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,514
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$26,374
FANNIE MAE POOL 5% 07/01/2040$26,349
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$26,213
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$26,148
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$25,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$25,541
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,531
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$25,487
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$25,312
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,908
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$24,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$24,789
FANNIE MAE POOL 3% 08/01/2045$24,605
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$24,521
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$24,466
FANNIE MAE POOL 2.5% 04/01/2030$24,139
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$23,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$23,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,702
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$23,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$23,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$23,037
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$22,707
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,675
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$22,277
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$22,214
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$22,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$22,106
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$21,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$21,780
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$21,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$21,481
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$21,069
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$20,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$20,470
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$20,370
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$20,256
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$19,790
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,703
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$19,552
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$19,493
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$19,319
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,717
FREDDIE MAC GOLD POOL 4% 01/01/2044$18,669
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$18,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$18,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$18,049
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$17,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$17,872
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$17,808
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$17,747
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$17,233
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$17,229
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$17,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$16,931
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$16,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$16,094
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$16,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$15,902
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$15,816
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$15,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,702
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$15,622
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$15,574
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$15,573
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$15,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$15,387
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$15,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$14,653
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$14,492
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$14,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$13,796
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$13,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$13,581
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$12,952
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$12,763
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$12,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$12,271
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$12,159
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$11,656
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$11,425
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,397
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2020$11,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$10,809
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,125
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$10,062
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$10,046
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,860
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$9,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$9,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$9,340
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$9,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$9,180
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,161
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$9,106
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$8,899
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,760
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,712
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$7,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$7,354
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$7,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$6,547
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$6,463
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$6,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,777
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$5,224
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$5,118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$4,945
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,866
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,804
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,743
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$4,420
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$4,335
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2017$4,209
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,096
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$4,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,815
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,797
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,736
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$3,226
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,202
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,052
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,046
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$3,017
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,949
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,651
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,581
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,405
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,171
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$2,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$1,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,845
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$1,791
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,788
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,740
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,684
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,635
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,382
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,325
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$974
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$793
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$610
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2016$497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$260
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$198
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$94
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2016$79
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$67
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$59
GINNIE MAE II POOL 4.5 TBA$-107,262
GINNIE MAE II POOL 5 TBA$-108,316
FANNIE MAE POOL 5.5 TBA$-206,962
GINNIE MAE I POOL 3.5 TBA$-211,102
GINNIE MAE I POOL 4 TBA$-214,146
FREDDIE MAC GOLD POOL 3.5 TBA$-264,199
FREDDIE MAC GOLD POOL 4 TBA$-266,973
FREDDIE MAC GOLD POOL 3 TBA$-281,768
FANNIE MAE POOL 3.5 05/25/2031 TBA$-290,770
FANNIE MAE POOL 6.5 TBA$-343,676
FANNIE MAE POOL 4.5 TBA$-353,907
GINNIE MAE I POOL 4.5 TBA$-409,614
FREDDIE MAC GOLD POOL 5 TBA$-439,900
FANNIE MAE POOL 5 TBA$-774,840
FREDDIE MAC GOLD POOL 4.5 TBA$-815,785
GINNIE MAE I POOL 5 TBA$-1,433,098
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$101,561,428
FINANCING 8.6% 09/19$623,879
 
Other
Holding NameMarket Value
USD$575,141
All Holdings As of Mar 31, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5% TBA$28,352,768
FANNIE MAE POOL 3.5% TBA$24,929,388
FANNIE MAE POOL 4% TBA$13,570,149
FREDDIE MAC GOLD POOL 3.5% TBA$8,610,240
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$8,120,983
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,701,779
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$7,594,344
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$7,544,235
FANNIE MAE POOL 3% TBA$7,129,722
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$7,068,051
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$7,033,217
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,797,490
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,635,042
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,258,619
GINNIE MAE II POOL 3 TBA$6,241,641
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$6,103,554
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$5,933,805
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$5,519,297
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$5,430,546
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,356,613
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$5,282,680
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$5,255,402
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$5,222,709
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,175,000
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,120,792
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$5,095,717
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,913,515
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,912,891
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$4,910,444
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,906,164
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$4,839,449
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,816,510
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,769,114
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$4,735,106
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,730,809
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,725,511
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,694,675
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2022$4,675,694
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$4,604,398
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,506,034
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,482,664
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$4,441,167
UNITED STATES TREASURY NOTE/BOND 1% 05/15/2018$4,431,534
UNITED STATES TREASURY NOTE/BOND .625% 05/31/2017$4,293,239
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,285,553
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,130,534
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,079,844
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$4,061,896
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,012,950
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,010,704
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$4,005,299
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,986,456
UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026$3,942,032
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$3,896,063
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,894,243
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,878,855
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,874,956
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,846,947
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$3,828,677
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,814,117
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,783,803
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$3,698,725
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,694,787
UNITED STATES TREASURY NOTE/BOND .75% 06/30/2017$3,693,963
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,681,730
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$3,681,670
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,636,702
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$3,630,599
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,614,754
UNITED STATES TREASURY NOTE/BOND 2.5% 06/30/2017$3,579,912
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$3,562,710
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,517,707
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,517,021
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,495,002
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,465,668
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,461,200
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,454,621
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$3,454,051
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,437,917
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$3,425,244
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$3,406,129
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,404,688
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,334,619
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,313,529
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$3,282,797
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,238,321
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,219,152
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,216,821
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,212,598
UNITED STATES TREASURY NOTE/BOND 1.25 03/31/2021$3,203,811
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,194,773
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$3,185,228
UNITED STATES TREASURY NOTE/BOND .875% 04/30/2017$3,177,862
UNITED STATES TREASURY NOTE/BOND .875% 07/15/2017$3,173,159
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,146,397
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,114,896
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,079,713
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,076,629
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,073,593
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,067,323
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$3,044,715
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,040,723
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,032,034
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,019,512
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2022$3,015,645
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$3,013,303
UNITED STATES TREASURY NOTE/BOND 0.75% 02/15/2019$2,991,210
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$2,987,398
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$2,975,845
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$2,952,108
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,932,595
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,918,752
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,917,179
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,835,894
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,829,314
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,819,882
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,809,994
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,794,341
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,780,080
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,756,982
UNITED STATES TREASURY NOTE/BOND 1.75% 01/31/2023$2,732,372
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2017$2,707,120
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,694,256
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,683,511
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,646,187
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,639,363
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,635,353
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,624,464
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,601,927
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,567,732
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,530,978
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$2,504,167
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,501,699
UNITED STATES TREASURY NOTE/BOND 1.5 03/31/2023$2,492,090
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2023$2,488,179
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,461,158
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,456,844
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$2,456,706
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,432,110
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$2,430,517
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,415,944
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,410,184
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,406,581
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,397,643
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,359,881
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,334,316
UNITED STATES TREASURY NOTE/BOND 0.875 03/31/2018$2,331,494
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,319,256
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$2,314,528
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,296,072
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,285,823
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,284,476
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$2,268,126
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,247,510
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,217,378
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,169,754
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$2,153,462
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$2,134,162
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,133,135
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$2,131,999
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$2,087,142
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,065,807
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$2,059,575
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,029,454
FEDERAL HOME LOAN BANKS .625% 05/30/2017$1,999,094
KFW .75% 03/17/2017$1,999,004
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$1,922,197
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,920,038
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$1,916,411
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,905,849
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,904,741
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$1,886,822
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,874,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,854,166
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,813,440
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$1,757,657
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,756,067
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,746,969
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,717,115
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,710,945
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,696,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,677,450
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$1,676,636
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,652,359
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,640,447
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,629,906
UNITED STATES TREASURY NOTE/BOND 1.625 08/15/2022$1,612,656
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,605,706
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,597,280
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2017$1,597,112
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$1,595,537
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,575,759
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,563,642
UNITED STATES TREASURY NOTE/BOND 2.75% 05/31/2017$1,557,050
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,547,410
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,537,998
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,531,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,528,131
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$1,523,922
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,523,260
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,522,061
VERIZON COMMUNICATIONS INC 6.55% 09/15/2043$1,520,323
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,517,094
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,516,865
FEDERAL HOME LOAN BANKS 1% 06/21/2017$1,505,936
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,503,858
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,499,052
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,496,660
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,490,696
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,487,166
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,484,312
REPUBLIC OF POLAND 5.125% 04/21/2021$1,455,468
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,447,602
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,445,035
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,423,213
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$1,397,281
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$1,368,357
CITIGROUP INC 4.05% 07/30/2022$1,354,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,328,143
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,327,698
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,323,128
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,307,969
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,279,779
UNITED STATES TREASURY NOTE/BOND 2.5 02/15/2046$1,267,601
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,264,480
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,261,123
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,250,806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25 02/26/2019$1,250,169
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,248,191
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,245,560
FREDDIE MAC GOLD POOL 3.5% 10/01/2045$1,238,770
GINNIE MAE II POOL 3% 12/20/2045$1,234,587
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$1,227,351
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,220,827
AT&T INC 3.9% 03/11/2024$1,215,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,213,580
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,213,078
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,199,859
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,198,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,191,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,180,403
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,165,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,160,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,156,173
UNITED STATES TREASURY NOTE/BOND 3.5 02/15/2039$1,130,834
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,125,926
ROYAL BANK OF SCOTLAND GROUP PLC 6.4% 10/21/2019$1,122,856
KFW 1.875% 06/30/2020$1,121,456
BAKER HUGHES INC 7.5% 11/15/2018$1,121,247
FREDDIE MAC GOLD POOL 3.5% 09/01/2045$1,116,668
PETROLEOS MEXICANOS 8% 05/03/2019$1,116,450
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,116,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,115,554
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$1,114,690
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,114,364
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,112,428
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,111,799
GINNIE MAE II POOL 3% 01/20/2046$1,110,834
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,108,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,106,491
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,104,574
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,104,186
WESTPAC BANKING CORP 4.875% 11/19/2019$1,104,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,100,845
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,098,270
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,097,053
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,088,292
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,085,173
MORGAN STANLEY 4.875% 11/01/2022$1,084,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,079,387
FANNIE MAE POOL 3% 01/01/2030$1,078,808
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,078,656
FANNIE MAE POOL 3.5% 07/01/2045$1,078,350
FREDDIE MAC GOLD POOL 2.5% 09/01/2030$1,075,292
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,074,980
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,074,624
BANK OF AMERICA CORP 5.65% 05/01/2018$1,074,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,073,823
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,073,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,070,466
FANNIE MAE POOL 4 09/01/2045$1,068,972
MEDTRONIC INC 3.5% 03/15/2025$1,068,575
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,064,667
FANNIE MAE POOL 2.5% 08/01/2030$1,062,695
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,060,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,060,648
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,059,889
PFIZER INC 3% 06/15/2023$1,056,316
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,056,273
FANNIE MAE POOL 3.5 11/01/2045$1,055,588
FANNIE MAE POOL 4% 10/01/2043$1,053,507
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,049,227
FREDDIE MAC GOLD POOL 3.5% 02/01/2046$1,045,262
BANK ONE CORP 8% 04/29/2027$1,045,122
FREDDIE MAC GOLD POOL 3.5% 12/01/2045$1,044,105
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2017$1,042,832
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$1,042,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,040,802
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,039,062
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,038,423
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,036,556
FANNIE MAE POOL 3.5% 11/01/2045$1,034,533
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$1,034,118
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.882% 02/15/2051$1,033,397
ORACLE CORP 2.25% 10/08/2019$1,032,182
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,029,468
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,029,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$1,028,959
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,027,511
FANNIE MAE POOL 3 03/01/2046$1,026,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 09/18/2018$1,024,728
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$1,023,255
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,021,518
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,020,462
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,020,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,020,223
MORGAN STANLEY 2.5% 01/24/2019$1,018,152
HSBC HOLDINGS PLC 5.25% 03/14/2044$1,017,954
COCA-COLA CO/THE 1.65% 03/14/2018$1,015,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$1,014,625
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,014,372
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,008,608
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,008,447
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 05/12/2017$1,006,314
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,004,820
JPMORGAN CHASE & CO 3.125% 01/23/2025$1,004,620
CITIGROUP INC 3.3% 04/27/2025$1,004,464
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,004,172
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,004,091
FEDERAL HOME LOAN MORTGAGE CORP 4.185% 12/25/2020$1,003,781
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,002,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,001,839
FREDDIE MAC GOLD POOL 4% 08/01/2045$1,001,323
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,000,459
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$1,000,178
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,097
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.27% 07/08/2019$999,904
COLGATE-PALMOLIVE CO .9% 05/01/2018$999,881
BANK OF AMERICA NA 1.65% 03/26/2018$999,089
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,838
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$997,331
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$996,686
CITIGROUP INC 6.625% 06/15/2032$995,295
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$994,630
FANNIE MAE POOL 3.5 TBA$994,457
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$990,756
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$989,641
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$989,345
AMERICAN EXPRESS CO 7% 03/19/2018$987,647
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$985,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$984,115
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$982,189
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$981,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$970,494
PACIFICORP 6% 01/15/2039$968,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$967,365
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$967,063
FANNIE MAE POOL 3% 10/01/2045$958,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$958,310
FANNIE MAE POOL 3% 02/01/2046$957,417
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$952,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$950,579
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$950,100
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$949,350
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$949,299
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$948,521
GINNIE MAE II POOL 3% 11/20/2044$944,946
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$938,893
TIME WARNER CABLE INC 4.5% 09/15/2042$935,512
FANNIE MAE POOL 4% 07/01/2045$935,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$934,851
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.585% 04/25/2023$932,878
REPUBLIC OF TURKEY 4.875% 04/16/2043$931,250
WAL-MART STORES INC 5.25% 09/01/2035$930,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$930,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$924,489
STATE OF CALIFORNIA 7.625% 03/01/2040$918,828
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$913,588
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$913,396
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$913,327
FANNIE MAE POOL 2.5 04/01/2031$909,310
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$909,223
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$906,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$900,789
GINNIE MAE II POOL 3.5 TBA$896,551
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$888,579
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$877,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$875,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$874,116
FANNIE MAE POOL 4% 11/01/2044$872,507
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$870,482
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$867,578
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$867,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$864,817
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$864,449
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$859,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$858,676
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$856,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$855,506
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$854,380
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$854,343
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$853,709
WELLS FARGO & CO 4.48% 01/16/2024$852,569
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$851,281
WAL-MART STORES INC 4.3% 04/22/2044$840,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$840,368
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$840,167
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$839,128
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$836,467
FREDDIE MAC GOLD POOL 3.5 TBA$835,970
WASTE MANAGEMENT INC 4.75% 06/30/2020$834,794
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$833,107
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$830,676
COMMERCIAL MORTGAGE TRUST 2007-GG11 5.736% 12/10/2049$829,511
RAYTHEON CO 6.75% 03/15/2018$828,950
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$827,995
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$827,578
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$826,420
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,464
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$822,250
MICROSOFT CORP 3.625% 12/15/2023$822,176
KERR-MCGEE CORP 7.875% 09/15/2031$821,210
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$820,796
BANK OF AMERICA CORP 4.875% 04/01/2044$820,478
GE CAPITAL INTERNATIONAL FUNDING CO 4.418% 11/15/2035$816,428
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$812,211
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$812,103
TIME WARNER INC 4.05% 12/15/2023$810,089
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$809,274
WELLS FARGO & CO 2.1% 05/08/2017$809,254
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$806,726
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$805,695
GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025$801,311
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$801,038
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$800,000
FANNIE MAE POOL 2.5% 10/01/2030$798,802
VERIZON COMMUNICATIONS INC 6.35% 04/01/2019$797,049
BPCE SA 4% 04/15/2024$796,819
FANNIE MAE POOL 3% 01/01/2046$796,699
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$796,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$795,046
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$794,695
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$794,013
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$793,698
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$792,892
MCDONALD'S CORP 4.6% 05/26/2045$792,429
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$792,337
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$792,284
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$792,096
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$789,346
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$788,402
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$786,858
REPUBLIC OF TURKEY 8% 02/14/2034$786,126
MORGAN STANLEY 4% 07/23/2025$785,750
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$780,013
UBS AG/STAMFORD CT 1.375% 06/01/2017$779,133
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$779,087
CVS HEALTH CORP 3.875% 07/20/2025$778,460
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$776,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$775,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$775,236
UNITED STATES TREASURY NOTE/BOND 3.125% 04/30/2017$774,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$772,894
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$771,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$771,285
TYSON FOODS INC 2.65% 08/15/2019$769,779
GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020$768,833
CVS HEALTH CORP 2.25% 12/05/2018$768,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$767,832
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$767,643
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$767,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$766,555
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$766,240
STATE OF CALIFORNIA 7.55% 04/01/2039$766,020
GILEAD SCIENCES INC 2.05% 04/01/2019$765,407
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$764,873
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$764,532
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$764,270
CANADA 1.625% 02/27/2019$764,244
FANNIE MAE POOL 3% 06/01/2030$761,613
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$760,858
ORANGE SA 9% 03/01/2031$760,502
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$759,362
WELLS FARGO & CO 2.15% 01/30/2020$759,174
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$756,716
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$756,103
REPUBLIC OF TURKEY 3.25% 03/23/2023$755,807
VIACOM INC 4.5% 03/01/2021$755,341
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$755,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$754,540
CITIGROUP INC 2.15% 07/30/2018$754,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$754,155
EUROPEAN INVESTMENT BANK 2% 03/15/2021$752,556
BANK OF NOVA SCOTIA/THE 1.25% 04/11/2017$751,486
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$750,897
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$749,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION .95% 08/23/2017$749,666
BANK OF MONTREAL 1.4% 04/10/2018$749,351
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$749,155
BARCLAYS PLC 3.25% 01/12/2021$748,924
DOW CHEMICAL CO/THE 8.55% 05/15/2019$748,724
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$747,850
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$744,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$744,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$743,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$742,212
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$741,805
JUNIPER NETWORKS INC 4.35% 06/15/2025$740,945
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$740,912
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$738,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$734,647
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$734,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$732,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$731,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$730,780
FREDDIE MAC GOLD POOL 4% 11/01/2042$730,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$729,911
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$729,768
KFW 2% 05/02/2025$729,281
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$725,966
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$725,651
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$725,456
GINNIE MAE II POOL 4% 09/20/2045$724,055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$722,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$721,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$721,200
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$720,140
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$717,701
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$717,080
HOME DEPOT INC/THE 5.875% 12/16/2036$717,080
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$716,451
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$716,242
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$713,467
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$711,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$711,914
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$711,863
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$710,885
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$710,788
EXXON MOBIL CORP 1.708 03/01/2019$709,537
ABBOTT LABORATORIES 2.95% 03/15/2025$708,005
CIGNA CORP 4.5% 03/15/2021$706,122
FREDDIE MAC GOLD POOL 3% 10/01/2026$706,021
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$705,232
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$704,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$703,171
INTERNATIONAL BANK FOR RECONSTRUCTION & .875% 04/17/2017$701,121
WELLS FARGO & CO 1.15% 06/02/2017$700,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$699,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$697,450
AT&T INC 4.35% 06/15/2045$697,159
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$696,402
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$695,880
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$695,796
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$693,297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$691,462
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$690,224
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$688,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$687,990
MORGAN STANLEY 5.75% 01/25/2021$687,500
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$687,188
UNITED STATES TREASURY NOTE/BOND 5.25 02/15/2029$686,709
FANNIE MAE POOL 3% 12/01/2045$685,856
FEDERAL HOME LOAN MORTGAGE CORP 2.144% 08/01/2043$683,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/11/2017$681,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$680,614
TRANSCANADA PIPELINES LTD 6.35% 05/15/2067$680,000
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$677,203
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$676,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$675,958
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$672,323
TRAVELERS COS INC/THE 6.75% 06/20/2036$671,064
FANNIE MAE POOL 3% 11/01/2030$669,746
PETROLEOS MEXICANOS 5.5% 06/27/2044$668,720
CHEVRON CORP 1.79% 11/16/2018$668,220
TARGET CORP 6.35% 11/01/2032$666,283
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$666,086
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$664,560
COMCAST CORP 6.45% 03/15/2037$664,099
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$661,264
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$657,199
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$657,090
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$655,004
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$651,817
BANK OF MONTREAL 1.3% 07/14/2017$651,364
ALTRIA GROUP INC 9.25% 08/06/2019$647,949
CISCO SYSTEMS INC 5.9% 02/15/2039$647,847
GRUPO TELEVISA SAB 5% 05/13/2045$647,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$647,231
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$640,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$640,276
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$640,028
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$639,549
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$639,449
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$637,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$636,987
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$635,407
FREDDIE MAC GOLD POOL 4% 11/01/2044$634,992
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$633,297
FREDDIE MAC GOLD POOL 3.5% 02/01/2045$629,917
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$629,756
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$629,583
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$628,768
UNION PACIFIC CORP 4.821% 02/01/2044$627,937
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$627,572
HSBC HOLDINGS PLC 6.1% 01/14/2042$625,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$625,044
REPUBLIC OF PERU 6.55% 03/14/2037$625,000
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$623,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$622,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,038
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$617,883
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$617,843
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$617,592
FANNIE MAE POOL 2.5% TBA$615,984
PEPSICO INC 5.5% 01/15/2040$615,401
CELGENE CORP 4.625% 05/15/2044$613,694
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$613,642
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$613,344
AT&T INC 5.8% 02/15/2019$612,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$612,320
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$612,211
FINANCING CORP 9.65% 11/02/2018$610,727
BNP PARIBAS SA 2.4% 12/12/2018$610,070
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$608,671
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$608,192
VERIZON COMMUNICATIONS INC 6.4% 02/15/2038$606,767
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$604,842
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$603,262
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$603,191
CCO SAFARI II LLC 4.908% 07/23/2025$602,125
INTERNATIONAL PAPER CO 7.5% 08/15/2021$600,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$600,421
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$599,680
LOCKHEED MARTIN CORP 4.5% 05/15/2036$598,977
KENTUCKY UTILITIES CO 5.125% 11/01/2040$597,627
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$595,776
ORACLE CORP 5.375% 07/15/2040$595,313
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,629
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$588,125
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$586,515
TIME WARNER CABLE INC 8.75% 02/14/2019$585,823
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$585,203
AT&T INC 6.375 03/01/2041$584,125
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$582,981
METLIFE INC 7.717% 02/15/2019$581,070
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$579,650
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$579,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$577,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$577,546
ACTAVIS FUNDING SCS 3% 03/12/2020$577,196
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$573,881
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$573,825
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$573,736
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$573,511
CARMAX AUTO OWNER TRUST 2013-2 .84% 11/15/2018$573,020
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$572,882
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$572,649
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$572,080
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$571,669
REPUBLIC OF TURKEY 7.5% 11/07/2019$571,287
JPMORGAN CHASE & CO 4.85% 02/01/2044$570,977
NEXEN ENERGY ULC 6.4% 05/15/2037$570,609
FANNIE MAE POOL 3% 11/01/2030$569,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$569,543
REPUBLIC OF POLAND 6.375% 07/15/2019$569,002
REPUBLIC OF ITALY 6.875% 09/27/2023$567,804
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$566,698
AT&T INC 6.15% 09/15/2034$566,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$565,765
JPMORGAN CHASE & CO 6.3% 04/23/2019$565,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$565,431
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$564,098
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$564,007
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$563,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$563,439
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$563,399
NATIONAL CITY CORP 6.875% 05/15/2019$563,237
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$562,953
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$562,893
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$562,793
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$562,757
BANK OF AMERICA CORP 5.625% 07/01/2020$562,392
FEDERAL HOME LOAN MORTGAGE CORP 2.421% 10/01/2043$561,800
COMM 2013-CCRE11 MORTGAGE TRUST 5.331% 10/10/2046$561,501
MEDTRONIC INC 4.625% 03/15/2045$561,007
ACTAVIS INC 6.125% 08/15/2019$560,649
VOYA FINANCIAL INC 5.5% 07/15/2022$560,034
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$559,041
NISOURCE FINANCE CORP 5.45% 09/15/2020$558,887
SUNCOR ENERGY INC 7.15% 02/01/2032$558,852
MERCK SHARP & DOHME CORP 5% 06/30/2019$558,460
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$555,583
WELLS FARGO & CO 4.6% 04/01/2021$555,135
KEYCORP 5.1% 03/24/2021$553,923
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$553,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$553,708
BLACKROCK INC 4.25% 05/24/2021$553,706
CISCO SYSTEMS INC 4.95% 02/15/2019$553,507
EMERSON ELECTRIC CO 5% 04/15/2019$552,196
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$551,661
PRECISION CASTPARTS CORP 4.375% 06/15/2045$551,571
ALTRIA GROUP INC 4% 01/31/2024$551,288
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$551,063
DEERE & CO 4.375% 10/16/2019$551,051
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$550,255
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$550,241
BANK OF AMERICA CORP 6.875% 04/25/2018$549,277
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$549,009
BB&T CORP 5.25% 11/01/2019$548,943
AMGEN INC 6.15% 06/01/2018$548,939
AMAZON.COM INC 3.8% 12/05/2024$548,812
CITIGROUP INC 4.5% 01/14/2022$548,082
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$547,191
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$547,185
ORACLE CORP 5.75% 04/15/2018$546,848
AT&T INC 4.45% 05/15/2021$546,844
AT&T INC 5.5% 02/01/2018$546,640
MORGAN STANLEY 6.625% 04/01/2018$546,525
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$546,398
ACE INA HOLDINGS INC 4.35% 11/03/2045$546,296
UNION PACIFIC CORP 3.75% 03/15/2024$545,732
TARGET CORP 6% 01/15/2018$544,284
WESTERN UNION CO/THE 5.253% 04/01/2020$543,927
VALERO ENERGY CORP 6.625% 06/15/2037$543,925
CISCO SYSTEMS INC 3.5% 06/15/2025$543,059
UNITEDHEALTH GROUP INC 6% 02/15/2018$543,020
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$542,795
MEDTRONIC INC 4.375% 03/15/2035$542,377
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$541,259
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$541,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$540,929
GINNIE MAE II POOL 3% 10/20/2045$540,911
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$539,290
KFW 4.5% 07/16/2018$539,150
MCDONALD'S CORP 5.35% 03/01/2018$538,317
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$536,953
NOVARTIS CAPITAL CORP 4% 11/20/2045$536,526
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$535,697
MORGAN STANLEY 5.95% 12/28/2017$535,172
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$534,796
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$534,524
KIMBERLY-CLARK CORP 6.125% 08/01/2017$534,332
PEPSICO INC 3% 08/25/2021$534,181
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$533,976
XEROX CORP 6.35% 05/15/2018$533,769
BLACKROCK INC 3.375% 06/01/2022$533,668
GINNIE MAE II POOL 3% 05/20/2045$533,398
BECTON DICKINSON AND CO 3.734% 12/15/2024$533,270
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$533,033
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$533,029
KFW 4.375% 03/15/2018$532,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$532,858
GOLDMAN SACHS GROUP INC/THE 6.25% 09/01/2017$532,361
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$532,157
GILEAD SCIENCES INC 3.65% 03/01/2026$531,968
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$531,787
NORTHERN TRUST CORP 3.375% 08/23/2021$531,546
FEDEX CORP 4.75% 11/15/2045$531,298
JPMORGAN CHASE BANK NA 6% 10/01/2017$530,945
GILEAD SCIENCES INC 4.5% 02/01/2045$530,902
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$530,327
FREDDIE MAC GOLD POOL 4% 07/01/2044$530,247
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$530,048
KFW 2.75% 10/01/2020$528,514
KFW 2.75% 09/08/2020$528,290
VISA INC 2.2% 12/14/2020$528,140
ACTAVIS FUNDING SCS 4.75% 03/15/2045$527,943
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$527,938
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$527,777
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$527,609
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$527,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$527,379
REPUBLIC OF PERU 7.35% 07/21/2025$527,000
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$526,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$526,318
HSBC HOLDINGS PLC 4% 03/30/2022$525,889
CATERPILLAR INC 3.4% 05/15/2024$525,690
TIME WARNER INC 3.875% 01/15/2026$525,399
BANK OF AMERICA CORP 4% 04/01/2024$525,377
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$525,212
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$525,149
APPLE INC 2.85% 05/06/2021$524,637
EUROPEAN INVESTMENT BANK 5.125% 05/30/2017$524,584
BURLINGTON NORTHERN SANTA FE LLC 5.65% 05/01/2017$524,453
TRINITY ACQUISITION PLC 4.625% 08/15/2023$524,434
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$523,854
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$523,452
ONE GAS INC 3.61% 02/01/2024$523,335
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$522,933
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$522,577
KFW 1.625% 03/15/2021$522,092
MCCORMICK & CO INC/MD 3.25% 11/15/2025$521,998
CATERPILLAR INC 4.75% 05/15/2064$521,732
AMERICAN TOWER CORP 4.5% 01/15/2018$521,223
COMCAST CORP 2.85% 01/15/2023$520,470
CMS ENERGY CORP 4.7% 03/31/2043$520,125
PETROLEOS MEXICANOS 5.5% 01/21/2021$519,688
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$519,488
EXELON CORP 3.95% 06/15/2025$519,178
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$518,797
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$518,750
CONSUMERS ENERGY CO 3.125% 08/31/2024$518,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$518,246
METLIFE INC 3.6% 04/10/2024$517,841
LLOYDS BANK PLC 3.5% 05/14/2025$517,779
HSBC HOLDINGS PLC 4.3 03/08/2026$517,533
VISA INC 3.15% 12/14/2025$517,352
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$517,162
DISCOVERY COMMUNICATIONS LLC 4.9 03/11/2026$516,504
BARCLAYS PLC 4.375% 01/12/2026$516,191
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 03/09/2026$516,017
FEDEX CORP 4.55 04/01/2046$515,958
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$515,465
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$515,422
ALLSTATE CORP/THE 3.15% 06/15/2023$514,864
WAL-MART STORES INC 2.55% 04/11/2023$514,838
TIME WARNER INC 7.7% 05/01/2032$514,831
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$514,655
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$514,533
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$514,281
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.375% 05/21/2025$514,056
STATOIL ASA 3.15% 01/23/2022$514,049
FREDDIE MAC GOLD POOL 2.5 04/01/2031$513,890
CITIGROUP INC 4.6 03/09/2026$513,686
JPMORGAN CHASE & CO 3.2% 01/25/2023$513,375
MOODY'S CORP 2.75% 07/15/2019$513,296
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$513,202
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$513,023
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$512,948
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$512,759
YALE UNIVERSITY 2.086% 04/15/2019$512,520
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$512,498
EXXON MOBIL CORP 3.043 03/01/2026$512,371
GENERAL MOTORS CO 3.5% 10/02/2018$512,123
MYLAN NV 3.75% 12/15/2020$512,122
DOW CHEMICAL CO/THE 3% 11/15/2022$512,080
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$512,010
KFW 2.125% 01/17/2023$511,711
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$511,618
CCO SAFARI II LLC 3.579% 07/23/2020$511,317
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$511,211
KFW 1.875% 04/01/2019$510,766
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$510,748
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$510,600
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$510,346
JOHNSON CONTROLS INC 3.625% 07/02/2024$510,326
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$510,278
ELI LILLY & CO 3.7% 03/01/2045$510,160
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$510,100
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$510,072
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$509,952
SUMITOMO MITSUI FINANCIAL GROUP INC 2.934 03/09/2021$509,939
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$509,913
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$509,902
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$509,859
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$509,805
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$509,628
FANNIE MAE POOL 3.5% 04/01/2045$509,620
ECOPETROL SA 4.25% 09/18/2018$509,550
SYNCHRONY FINANCIAL 4.25% 08/15/2024$509,303
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$509,284
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$509,282
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$509,187
MUFG UNION BANK NA 2.625% 09/26/2018$509,095
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$509,074
BB&T CORP 2.45% 01/15/2020$508,940
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$508,341
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$508,275
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$507,860
KFW 2% 10/04/2022$507,748
CVS HEALTH CORP 1.9% 07/20/2018$507,581
LOCKHEED MARTIN CORP 2.5% 11/23/2020$507,554
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$507,293
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$506,577
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$506,301
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$506,288
JM SMUCKER CO/THE 2.5% 03/15/2020$506,186
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$506,142
HSBC HOLDINGS PLC 4.25% 03/14/2024$506,038
GENERAL DYNAMICS CORP 2.25% 11/15/2022$506,006
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$505,874
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$505,593
BED BATH & BEYOND INC 3.749% 08/01/2024$505,483
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$505,393
ROYAL BANK OF CANADA 2% 12/10/2018$505,058
BANK OF AMERICA CORP 3.3% 01/11/2023$504,962
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$504,860
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$504,797
EUROPEAN INVESTMENT BANK 1.75% 03/15/2017$504,509
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,463
WESTPAC BANKING CORP 1.95% 11/23/2018$504,432
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$503,791
HALLIBURTON CO 7.45% 09/15/2039$503,700
SYSCO CORP 2.6% 06/12/2022$503,521
DOLLAR GENERAL CORP 1.875% 04/15/2018$503,184
CHEVRON CORP 1.345% 11/15/2017$503,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$503,129
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$503,107
WELLS FARGO & CO 1.5% 01/16/2018$503,068
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$502,944
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2045$502,790
SOUTHERN CO/THE 2.15% 09/01/2019$502,713
US BANCORP 1.65% 05/15/2017$502,702
HSBC USA INC 2.375% 11/13/2019$502,491
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/27/2017$502,423
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$502,351
APPLE INC 1.05% 05/05/2017$501,977
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,947
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$501,764
BANK OF AMERICA CORP 4% 01/22/2025$501,681
ASIAN DEVELOPMENT BANK 1.125% 03/15/2017$501,590
HSBC USA INC 2.25% 06/23/2019$501,548
INTER-AMERICAN DEVELOPMENT BANK 1.125% 03/15/2017$501,473
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$501,024
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,968
TOYOTA MOTOR CREDIT CORP 1.125% 05/16/2017$500,962
ROYAL BANK OF CANADA 1.4% 10/13/2017$500,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$500,773
ROYAL BANK OF CANADA 1.25% 06/16/2017$500,685
VERISK ANALYTICS INC 4% 06/15/2025$500,602
PRECISION CASTPARTS CORP 1.25% 01/15/2018$500,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 04/26/2018$500,349
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 09/27/2017$500,288
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$500,119
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$500,000
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$499,940
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$499,892
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$499,772
STATOIL ASA 1.25% 11/09/2017$499,722
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$499,610
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$499,529
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$499,377
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$499,179
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$498,928
UBS AG/STAMFORD CT 1.375% 08/14/2017$498,928
EUROPEAN INVESTMENT BANK 1% 06/15/2018$498,795
VENTAS REALTY LP 1.25% 04/17/2017$498,048
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$497,510
REPUBLIC OF PANAMA 5.2% 01/30/2020$497,250
PNC BANK NA 2.7% 11/01/2022$496,991
CSX CORP 4.5% 08/01/2054$496,851
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$495,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$494,748
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$493,482
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$492,410
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$491,737
PETROLEOS MEXICANOS 4.875% 01/18/2024$491,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$491,184
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$490,879
TELEFONICA EUROPE BV 8.25% 09/15/2030$490,529
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$489,155
EMC CORP/MA 1.875% 06/01/2018$489,149
KRAFT FOODS GROUP INC 6.875% 01/26/2039$487,023
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$486,559
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$485,419
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$485,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$485,102
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$484,869
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$484,725
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$483,744
DEVON ENERGY CORP 5.85% 12/15/2025$483,497
FREDDIE MAC GOLD POOL 3% 12/01/2045$483,312
PETROLEOS MEXICANOS 6.625% 06/15/2035$482,500
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$482,418
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$481,243
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$473,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$472,746
APPLE INC 4.375% 05/13/2045$472,361
GENERAL MOTORS CO 5.2% 04/01/2045$471,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$471,125
ALTRIA GROUP INC 4.25% 08/09/2042$469,770
STATE OF ILLINOIS 5.1% 06/01/2033$468,075
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$467,839
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$467,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$467,702
VALE OVERSEAS LTD 4.625% 09/15/2020$462,500
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$462,338
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$462,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$462,012
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$461,839
APACHE CORP 5.25% 02/01/2042$461,030
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$460,949
FANNIE MAE POOL 2.5% 02/01/2031$460,576
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$459,189
BANK OF AMERICA CORP 5.875% 01/05/2021$457,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$457,458
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$456,407
PROGRESS ENERGY INC 7.05% 03/15/2019$455,795
MARATHON OIL CORP 5.9% 03/15/2018$455,189
HOME DEPOT INC/THE 2% 04/01/2021$454,826
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$454,579
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$453,631
BOSTON PROPERTIES LP 3.125% 09/01/2023$453,215
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,949
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$452,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$451,790
MARATHON PETROLEUM CORP 5.85% 12/15/2045$451,320
FANNIE MAE POOL 3% 09/01/2030$450,828
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$450,814
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$450,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$448,581
APPLE INC 2% 05/06/2020$448,546
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$447,658
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$447,590
BNP PARIBAS SA 5% 01/15/2021$447,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$447,193
COUNTY OF COOK IL 6.229% 11/15/2034$447,156
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$447,093
SOUTHERN COPPER CORP 5.875% 04/23/2045$446,132
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$445,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$444,873
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$443,673
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$443,618
AMERICA MOVIL SAB DE CV 5% 03/30/2020$443,395
JPMORGAN CHASE & CO 4.5% 01/24/2022$441,761
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$441,437
REYNOLDS AMERICAN INC 4.45% 06/12/2025$440,916
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$440,648
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$439,998
AGRIUM INC 6.125% 01/15/2041$439,950
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$439,762
STATE OF ISRAEL 4% 06/30/2022$438,967
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$437,714
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$437,286
STATE OF ISRAEL 5.5% 04/26/2024$437,171
CISCO SYSTEMS INC 2.45% 06/15/2020$436,429
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$436,331
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$435,875
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$434,837
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$434,808
CONOCOPHILLIPS CO 4.3% 11/15/2044$434,038
PEPSICO INC 5% 06/01/2018$434,013
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$433,911
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$432,903
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$432,141
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$431,721
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$431,546
STATE STREET CORP 3.7% 11/20/2023$431,311
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$431,013
LOWE'S COS INC 4.25% 09/15/2044$430,816
CLOROX CO/THE 3.8% 11/15/2021$429,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$429,231
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$429,096
HSBC BANK USA NA/BUFFALO NY 4.875% 08/24/2020$428,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$428,427
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$428,262
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$428,024
ABBVIE INC 2.5% 05/14/2020$427,998
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$427,839
APPLE INC 3.45% 05/06/2024$427,074
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.875% 02/08/2022$426,986
MCKESSON CORP 4.883% 03/15/2044$426,752
PHILLIPS 66 4.3% 04/01/2022$426,430
COMCAST CORP 3.375% 08/15/2025$425,981
KFW 0% 04/18/2036$425,788
CARNIVAL CORP 3.95% 10/15/2020$425,531
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$425,464
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$425,029
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$423,654
DIGNITY HEALTH 3.812% 11/01/2024$423,071
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 4.625% 12/01/2023$422,922
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$422,888
AMGEN INC 3.625% 05/22/2024$421,533
AFLAC INC 3.625% 06/15/2023$420,786
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$420,245
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$419,685
MOSAIC CO/THE 5.625% 11/15/2043$419,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$419,108
PPG INDUSTRIES INC 3.6% 11/15/2020$419,064
HUMANA INC 3.85% 10/01/2024$418,973
LAZARD GROUP LLC 4.25% 11/14/2020$418,151
KROGER CO/THE 2.95% 11/01/2021$417,404
EXXON MOBIL CORP 3.176% 03/15/2024$417,099
PEPSICO INC 2.75% 03/01/2023$417,057
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$416,936
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$416,531
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$416,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$415,808
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$415,281
NASDAQ OMX GROUP INC/THE 4.25% 06/01/2024$415,067
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$414,764
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$414,481
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$414,231
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$414,222
CITIGROUP INC 8.125% 07/15/2039$414,033
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$413,932
MORGAN STANLEY 3.7% 10/23/2024$413,884
FREDDIE MAC GOLD POOL 3% 01/01/2031$413,814
COMCAST CORP 7.05% 03/15/2033$413,795
GINNIE MAE II POOL 3 TBA$413,408
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$413,182
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$413,033
CHEVRON CORP 3.191% 06/24/2023$412,720
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$412,161
INTESA SANPAOLO SPA 3.875% 01/15/2019$411,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$411,445
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$410,968
MEDTRONIC INC 2.75% 04/01/2023$410,908
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$410,796
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$410,705
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$410,700
HOME DEPOT INC/THE 2% 06/15/2019$410,682
CORPBANCA SA 3.875% 09/22/2019$410,656
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$410,272
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$410,222
ABBVIE INC 3.6% 05/14/2025$410,167
FANNIE MAE POOL 3 TBA$409,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$409,499
STARBUCKS CORP 2% 12/05/2018$408,507
EASTMAN CHEMICAL CO 2.7% 01/15/2020$408,434
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$408,226
AMEREN ILLINOIS CO 2.7% 09/01/2022$408,168
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$407,799
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$407,734
FANNIE MAE POOL 2.5% 02/01/2031$407,544
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$407,520
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$407,390
ORACLE CORP 2.5% 10/15/2022$407,367
ASSOCIATED BANC-CORP 4.25% 01/15/2025$407,349
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$407,276
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$407,042
BANK OF AMERICA CORP 4.25% 10/22/2026$406,822
BAIDU INC 2.75% 06/09/2019$406,570
CREDIT SUISSE/NEW YORK NY 3.625% 09/09/2024$406,010
BNP PARIBAS SA 4.25% 10/15/2024$405,431
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$405,372
ARROW ELECTRONICS INC 3% 03/01/2018$405,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$404,995
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$404,873
AMERICAN TOWER CORP 3.5% 01/31/2023$404,401
LLOYDS BANK PLC 2.35% 09/05/2019$404,227
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$404,199
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$403,968
GOLDCORP INC 3.625% 06/09/2021$403,754
INTEL CORP 1.35% 12/15/2017$403,351
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$403,155
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$403,036
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$402,998
AON PLC 3.5% 06/14/2024$402,557
GENERAL MILLS INC 1.4% 10/20/2017$402,472
HCP INC 4.25% 11/15/2023$402,201
RIO TINTO FINANCE USA PLC 2.25% 12/14/2018$401,737
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$401,719
ABBEY NATIONAL TREASURY SERVICES PLC/LON 2.35% 09/10/2019$401,694
XLIT LTD 2.3% 12/15/2018$401,560
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$401,395
HISTORIC TW INC 9.15% 02/01/2023$400,794
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$400,781
BB&T CORP 1.6% 08/15/2017$400,628
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$400,496
PRAXAIR INC 2.2% 08/15/2022$400,417
EUROPEAN INVESTMENT BANK 1% 03/15/2018$400,189
CHEVRON CORP 2.355% 12/05/2022$400,094
PNC BANK NA 1.5% 10/18/2017$399,894
RYDER SYSTEM INC 2.35% 02/26/2019$399,876
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 1.25% 06/13/2017$399,870
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$399,774
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$399,759
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$399,530
HIGHWOODS REALTY LP 3.2% 06/15/2021$399,366
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$398,932
CSX CORP 6% 10/01/2036$398,723
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$398,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$398,155
NEWMONT MINING CORP 3.5% 03/15/2022$397,875
WELLS FARGO BANK NA 6.6% 01/15/2038$397,730
BARCLAYS PLC 2.75% 11/08/2019$397,709
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$397,214
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$397,204
PHARMACIA CORP 6.5% 12/01/2018$396,903
PFIZER INC 4.4% 05/15/2044$396,684
WELLS FARGO & CO 5.375% 11/02/2043$396,506
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$396,414
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$396,308
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$395,736
HESS CORP 1.3% 06/15/2017$395,403
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$395,306
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$395,056
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$394,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$394,807
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$394,751
MORGAN STANLEY 6.375% 07/24/2042$394,724
WESTAR ENERGY INC 4.625% 09/01/2043$394,720
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$394,406
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$393,376
CORNING INC 4.75% 03/15/2042$391,886
BRITISH TELECOMMUNICATIONS PLC 9.625% 12/15/2030$391,677
WELLS FARGO & CO 3.9% 05/01/2045$391,060
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$390,900
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$390,141
CCO SAFARI II LLC 6.834% 10/23/2055$389,894
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$389,641
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$388,209
BANK ONE CORP 7.625% 10/15/2026$387,730
CF INDUSTRIES INC 3.45% 06/01/2023$387,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$387,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$387,410
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$384,504
LOWE'S COS INC 5.8% 04/15/2040$383,632
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$383,627
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$383,406
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$383,163
FANNIE MAE POOL 3% 04/01/2045$383,060
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$382,614
FREDDIE MAC GOLD POOL 3% 01/01/2046$381,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$381,092
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 01/15/2028$380,638
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$380,377
REPUBLIC OF TURKEY 5.75% 03/22/2024$380,336
CELGENE CORP 3.875% 08/15/2025$379,064
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$378,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$378,615
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$378,451
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$377,670
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$377,549
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$377,494
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$376,996
AON PLC 4.45% 05/24/2043$376,686
ORACLE CORP 4.5% 07/08/2044$376,628
WELLS FARGO & CO 4.9% 11/17/2045$376,576
COCA-COLA CO/THE 3.2% 11/01/2023$376,363
COMMONWEALTH EDISON CO 5.9% 03/15/2036$376,165
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$376,101
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$376,058
PFIZER INC 3.4% 05/15/2024$375,775
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$375,449
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$374,752
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$374,225
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$374,099
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$373,881
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$373,566
WAL-MART STORES INC 7.55% 02/15/2030$373,464
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$373,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$373,035
METHANEX CORP 3.25% 12/15/2019$372,528
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$371,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$371,459
GENERAL MOTORS CO 4% 04/01/2025$371,265
HALLIBURTON CO 2.7% 11/15/2020$370,797
REYNOLDS AMERICAN INC 6.15% 09/15/2043$370,407
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$370,217
DOVER CORP 5.375% 03/01/2041$369,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$369,574
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$368,757
REPUBLIC OF PANAMA 6.7% 01/26/2036$368,640
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$368,328
MCDONALD'S CORP 2.75% 12/09/2020$368,080
WEYERHAEUSER CO 7.375% 03/15/2032$367,355
APPLE INC 3.2% 05/13/2025$367,117
APPLE INC 2.25% 02/23/2021$367,026
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$366,720
ORACLE CORP 2.8% 07/08/2021$366,673
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$366,417
LOCKHEED MARTIN CORP 2.9% 03/01/2025$366,354
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$365,219
BANK OF AMERICA CORP 5.875% 02/07/2042$364,881
CBL & ASSOCIATES LP 4.6% 10/15/2024$364,753
COCA-COLA CO/THE 2.875% 10/27/2025$364,538
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$364,252
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$364,220
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$363,868
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$363,147
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$362,973
GENERAL MILLS INC 5.4% 06/15/2040$362,607
VISA INC 4.3% 12/14/2045$361,953
TOTAL SYSTEM SERVICES INC 4.8 04/01/2026$361,846
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$360,878
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,562
TOTAL SYSTEM SERVICES INC 3.8 04/01/2021$360,343
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$359,966
VERIZON COMMUNICATIONS INC 6% 04/01/2041$359,888
ABBEY NATIONAL TREASURY SERVICES PLC/LON 3.05% 08/23/2018$359,777
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$359,566
PSEG POWER LLC 8.625% 04/15/2031$359,521
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$359,059
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$358,662
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$357,491
CISCO SYSTEMS INC 2.2% 02/28/2021$357,211
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$357,040
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$356,858
DEVON ENERGY CORP 7.95% 04/15/2032$356,754
WELLS FARGO & CO 2.55% 12/07/2020$356,650
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$356,629
WP CAREY INC 4.6% 04/01/2024$356,612
OHIO STATE UNIVERSITY/THE 4.91% 06/01/2040$356,610
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$356,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$356,187
ATMOS ENERGY CORP 4.125% 10/15/2044$356,016
KLA-TENCOR CORP 3.375% 11/01/2019$355,941
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$355,769
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$355,746
WAL-MART STORES INC 4.875% 07/08/2040$355,495
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$355,187
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$355,164
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$355,092
STATE OF TEXAS 4.681% 04/01/2040$354,345
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$354,208
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$354,108
REYNOLDS AMERICAN INC 6.875% 05/01/2020$353,828
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$353,776
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$353,415
REPUBLIC OF ITALY 5.375% 06/15/2033$352,737
FREDDIE MAC GOLD POOL 3% 12/01/2030$352,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$351,237
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 5.75% 12/01/2043$350,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$350,095
BANK OF AMERICA CORP 4.75% 04/21/2045$349,462
QUALCOMM INC 2.25% 05/20/2020$348,740
AMGEN INC 6.9% 06/01/2038$348,609
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$348,118
UNUM GROUP 4% 03/15/2024$347,417
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$347,010
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$346,856
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$346,550
NOMURA HOLDINGS INC 6.7% 03/04/2020$346,482
HYDRO-QUEBEC 8.05% 07/07/2024$346,104
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$345,785
ECOLAB INC 5.5% 12/08/2041$345,595
CSX CORP 7.375% 02/01/2019$345,462
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$345,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$345,204
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$344,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$344,268
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$344,062
MEADWESTVACO CORP 7.375% 09/01/2019$343,427
WELLS FARGO & CO 3% 02/19/2025$343,159
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$342,801
NISOURCE FINANCE CORP 5.25% 02/15/2043$342,737
ECOPETROL SA 4.125% 01/16/2025$342,000
STATE OF GEORGIA 4.503% 11/01/2025$341,352
MERCK & CO INC 6.5% 12/01/2033$340,687
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$339,742
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$339,437
FANNIE MAE POOL 3% 12/01/2030$338,666
HEALTH CARE REIT INC 6.125% 04/15/2020$338,559
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$338,453
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$338,083
CBS CORP 7.875% 07/30/2030$337,922
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2041$337,469
INTEL CORP 4.9% 07/29/2045$337,286
CNA FINANCIAL CORP 5.75% 08/15/2021$337,139
HOST HOTELS & RESORTS LP 6% 10/01/2021$337,043
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$336,906
WAL-MART STORES INC 4.25% 04/15/2021$336,842
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$336,441
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$336,434
UNILEVER CAPITAL CORP 4.25% 02/10/2021$336,354
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$336,194
INTEL CORP 4.8% 10/01/2041$336,189
AEGON FUNDING CO LLC 5.75% 12/15/2020$335,649
GILEAD SCIENCES INC 4.4% 12/01/2021$335,378
PEPSICO INC 4.45% 04/14/2046$335,344
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$335,223
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$333,805
BERKSHIRE HATHAWAY INC 3.125 03/15/2026$333,654
MEDTRONIC INC 4.45% 03/15/2020$333,542
REPUBLIC SERVICES INC 5.5% 09/15/2019$333,358
BANK OF AMERICA CORP 5% 05/13/2021$333,345
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$333,255
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$333,240
KRAFT HEINZ FOODS CO 2% 07/02/2018$333,236
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$333,188
MICROSOFT CORP 4.5% 10/01/2040$332,998
CIGNA CORP 5.125% 06/15/2020$332,916
JPMORGAN CHASE & CO 4.625% 05/10/2021$332,842
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$332,635
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$332,549
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$332,422
QWEST CORP 6.875% 09/15/2033$332,364
AMGEN INC 5.15% 11/15/2041$332,273
SEAGATE HDD CAYMAN 4.75% 06/01/2023$331,822
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$331,807
WYETH LLC 6.5% 02/01/2034$331,541
COCA-COLA ENTERPRISES INC 4.5% 09/01/2021$331,520
CVS HEALTH CORP 4% 12/05/2023$331,250
STATE OF UTAH 3.539% 07/01/2025$331,176
THOMSON REUTERS CORP 6.5% 07/15/2018$330,883
GOOGLE INC 3.625% 05/19/2021$330,555
AXA SA 8.6% 12/15/2030$330,000
STATOIL ASA 5.1% 08/17/2040$329,931
TOTAL CAPITAL SA 4.45% 06/24/2020$329,891
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$329,256
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$329,104
KFW 4% 01/27/2020$329,026
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$329,025
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$328,934
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$328,914
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$328,793
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$328,769
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$328,707
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$328,249
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$327,966
WAL-MART STORES INC 3.625% 07/08/2020$327,557
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$327,318
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$326,594
CITIGROUP INC 4.65% 07/30/2045$325,964
PUGET SOUND ENERGY INC 4.434% 11/15/2041$325,603
AMGEN INC 3.875% 11/15/2021$325,553
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$325,532
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$325,090
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$324,245
NORTHERN TRUST CORP 3.95% 10/30/2025$323,988
AT&T INC 5.35% 09/01/2040$323,918
PROGRESS ENERGY INC 4.4% 01/15/2021$323,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$323,546
KELLOGG CO 4.15% 11/15/2019$323,431
DUKE ENERGY INDIANA INC 3.75% 07/15/2020$323,400
AT&T INC 5.55% 08/15/2041$323,144
BECTON DICKINSON AND CO 5% 11/12/2040$322,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$322,696
INTEL CORP 3.3% 10/01/2021$322,496
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$322,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$321,868
BOSTON PROPERTIES LP 4.125% 05/15/2021$321,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$321,532
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$321,107
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$320,721
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.827% 01/01/2042$320,504
DTE ELECTRIC CO 3.375% 03/01/2025$320,495
DTE ELECTRIC CO 3.45% 10/01/2020$320,477
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$320,443
METLIFE INC 4.875% 11/13/2043$320,414
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$320,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$320,195
DOW CHEMICAL CO/THE 5.25% 11/15/2041$320,145
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$320,092
WELLS FARGO & CO 3.5% 03/08/2022$320,062
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$319,907
GATX CORP 4.75% 06/15/2022$319,587
AETNA INC 6.625% 06/15/2036$318,596
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$318,389
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$318,074
CITY OF CHICAGO IL 6.314% 01/01/2044$318,028
HEWLETT-PACKARD CO 4.65% 12/09/2021$317,900
CREDIT SUISSE USA INC 7.125% 07/15/2032$317,886
VALE OVERSEAS LTD 6.875% 11/21/2036$317,880
JOHNSON CONTROLS INC 4.25% 03/01/2021$317,586
EOG RESOURCES INC 4.1% 02/01/2021$317,516
GENERAL ELECTRIC CO 4.125% 10/09/2042$317,157
VODAFONE GROUP PLC 7.875% 02/15/2030$316,899
MICROSOFT CORP 4.2% 11/03/2035$316,838
FIFTH THIRD BANCORP 4.3% 01/16/2024$316,765
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$316,759
AT&T INC 3.8 03/15/2022$316,556
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$316,230
CUBESMART LP 4.375% 12/15/2023$316,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$315,794
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$315,728
OHIO STATE UNIVERSITY/THE 4.048 12/01/2056$315,330
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$315,312
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$315,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$315,256
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$315,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$315,096
VIACOM INC 6.875% 04/30/2036$314,808
ARROW ELECTRONICS INC 4.5% 03/01/2023$314,749
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$314,609
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$314,506
GINNIE MAE II POOL 3.5% 12/20/2045$314,471
MARATHON PETROLEUM CORP 5% 09/15/2054$314,223
KOHL'S CORP 4% 11/01/2021$314,163
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$314,162
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$314,154
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$313,970
FIDELITY NATIONAL FINANCIAL INC 6.6% 05/15/2017$313,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$313,738
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$313,551
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,302
MORGAN STANLEY 3.75% 02/25/2023$313,064
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$312,604
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$312,581
GENERAL ELECTRIC CO 2.7% 10/09/2022$312,289
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$312,245
HARLEY-DAVIDSON INC 4.625% 07/28/2045$311,902
TJX COS INC/THE 2.75% 06/15/2021$311,496
JEFFERIES GROUP LLC 5.125% 04/13/2018$311,228
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$311,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$310,773
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$310,500
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$310,356
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$310,335
QVC INC 5.45% 08/15/2034$310,287
ACTAVIS FUNDING SCS 4.55% 03/15/2035$310,061
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$310,015
OHIO STATE UNIVERSITY/THE 3.798 12/01/2046$309,660
STRYKER CORP 4.375% 05/15/2044$309,649
HARRIS CORP 3.832% 04/27/2025$309,547
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$309,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$309,205
REPUBLIC OF PANAMA 3.75% 03/16/2025$309,000
ACE INA HOLDINGS INC 3.15% 03/15/2025$308,938
FEDEX CORP 3.25 04/01/2026$308,500
KOREA DEVELOPMENT BANK/THE 3.875% 05/04/2017$308,206
CARDINAL HEALTH INC 3.2% 03/15/2023$308,168
MICROSOFT CORP 4.45% 11/03/2045$308,020
WELLS FARGO & CO 3.45% 02/13/2023$307,937
NIKE INC 2.25% 05/01/2023$307,626
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$307,497
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$307,308
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$307,283
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$307,030
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$307,014
MICROSOFT CORP 2.7% 02/12/2025$306,903
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$306,900
MICROSOFT CORP 1.85% 02/12/2020$306,686
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$306,295
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$305,881
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$305,880
FANNIE MAE POOL 3% 01/01/2030$305,817
FREDDIE MAC GOLD POOL 3% 08/01/2045$305,792
ABBVIE INC 2.9% 11/06/2022$305,756
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$305,682
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$305,612
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$305,566
3M CO 2% 06/26/2022$305,540
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$305,381
AFLAC INC 2.4% 03/16/2020$305,154
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$305,120
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$304,933
COSTCO WHOLESALE CORP 2.25% 02/15/2022$304,491
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$304,475
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$304,337
ABBVIE INC 4.4% 11/06/2042$304,279
WPP FINANCE 2010 3.75% 09/19/2024$304,183
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$304,169
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$304,130
MATTEL INC 2.35% 05/06/2019$304,060
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$304,049
ANTHEM INC 3.3% 01/15/2023$303,758
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$303,745
ACTAVIS FUNDING SCS 2.35% 03/12/2018$303,687
ABBVIE INC 2% 11/06/2018$303,340
MARKEL CORP 5% 03/30/2043$303,282
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$303,247
UNITED TECHNOLOGIES CORP 1.8% 06/01/2017$302,957
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$302,916
ASTRAZENECA PLC 4% 09/18/2042$302,550
AIRGAS INC 2.375% 02/15/2020$302,177
APPLE INC 2.4% 05/03/2023$302,118
EXXON MOBIL CORP 2.709% 03/06/2025$302,028
CATERPILLAR FINANCIAL SERVICES CORP 1.625% 06/01/2017$301,880
CBS CORP 1.95% 07/01/2017$301,719
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$301,616
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$301,606
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$301,598
ABBVIE INC 1.75% 11/06/2017$301,506
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$301,220
NORDIC INVESTMENT BANK 1.125% 03/19/2018$301,161
CARDINAL HEALTH INC 1.7% 03/15/2018$300,893
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$300,692
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$300,608
EATON CORP 1.5% 11/02/2017$300,422
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$300,422
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$300,161
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$300,054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$300,031
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$300,026
PERRIGO CO PLC 2.3% 11/08/2018$299,899
VODAFONE GROUP PLC 1.5% 02/19/2018$299,820
MCKESSON CORP 2.85% 03/15/2023$299,454
NIKE INC 3.625% 05/01/2043$299,437
ANTHEM INC 4.65% 08/15/2044$299,255
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$299,073
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$299,027
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,024
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$299,013
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$299,002
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$298,825
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$298,613
INTERNATIONAL PAPER CO 7.3% 11/15/2039$298,493
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$298,105
HARRIS CORP 6.15% 12/15/2040$297,945
MICROSOFT CORP 3.75% 02/12/2045$297,944
STATOIL ASA 1.15% 05/15/2018$297,935
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$297,849
WILLIAMS PARTNERS LP 4.5% 11/15/2023$297,803
SANTANDER BANK NA 2% 01/12/2018$297,567
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$297,409
WALT DISNEY CO/THE 7% 03/01/2032$297,229
ZOETIS INC 3.25% 02/01/2023$297,116
LIBERTY PROPERTY LP 3.375% 06/15/2023$296,849
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$296,626
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$296,439
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$295,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$295,671
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$295,451
GINNIE MAE I POOL 4% 03/15/2045$294,682
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$294,559
BORGWARNER INC 3.375% 03/15/2025$294,510
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$293,993
STATE OF CALIFORNIA 7.3% 10/01/2039$293,428
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$293,364
LOCKHEED MARTIN CORP 3.8% 03/01/2045$292,812
STATOIL ASA 2.65% 01/15/2024$292,573
EXXON MOBIL CORP 3.567% 03/06/2045$292,477
APPLE INC 3.85% 05/04/2043$292,422
METLIFE INC 5.7% 06/15/2035$292,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$292,016
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$291,834
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$291,643
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$291,338
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$290,934
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$290,127
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$290,061
LOCKHEED MARTIN CORP 4.07% 12/15/2042$289,144
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$288,648
FREDDIE MAC GOLD POOL 3% 10/01/2030$287,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$287,323
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$285,667
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$285,619
BECTON DICKINSON AND CO 6.375% 08/01/2019$285,108
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$285,027
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$284,237
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$284,069
NOBLE HOLDING INTERNATIONAL LTD 2.5% 03/15/2017$283,939
LINCOLN NATIONAL CORP 6.15% 04/07/2036$283,873
INDIANA MICHIGAN POWER CO 7% 03/15/2019$283,646
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$283,562
REYNOLDS AMERICAN INC 3.25% 06/12/2020$282,630
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$282,346
FANNIE MAE POOL 3% 11/01/2045$281,396
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$280,477
REPUBLIC OF KOREA 3.875% 09/11/2023$280,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$279,951
ORACLE CORP 3.9% 05/15/2035$279,918
BANK OF AMERICA CORP 6.875% 11/15/2018$279,860
EXPEDIA INC 7.456% 08/15/2018$279,848
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$279,822
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$279,741
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$279,038
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$278,341
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$278,321
COMCAST CORP 4.6% 08/15/2045$278,045
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$277,650
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$277,448
FANNIE MAE POOL 3% 11/01/2035$277,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$277,099
MICROSOFT CORP 2% 11/03/2020$276,807
AMGEN INC 4.4% 05/01/2045$276,709
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$276,475
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$276,029
ASTRAZENECA PLC 2.375% 11/16/2020$275,640
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$275,517
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$275,504
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$275,192
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$275,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$274,891
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$274,682
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$274,670
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$274,525
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$274,507
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$274,174
EMERSON ELECTRIC CO 2.625% 02/15/2023$274,081
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$273,358
REPUBLIC OF TURKEY 4.25% 04/14/2026$273,208
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$273,164
WILLIAMS PARTNERS LP 4.125% 11/15/2020$272,754
FANNIE MAE POOL 3% 09/01/2021$272,742
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$272,257
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$271,956
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$271,949
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$271,936
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$271,932
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$271,892
MERCK & CO INC 6.55% 09/15/2037$271,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$271,356
SEMPRA ENERGY 6.15% 06/15/2018$271,043
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$270,880
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$270,243
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$270,211
ONEOK PARTNERS LP 3.375% 10/01/2022$269,615
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$269,449
HCP INC 6.7% 01/30/2018$269,326
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$269,154
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$268,845
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$268,809
TIME WARNER INC 5.375% 10/15/2041$268,714
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$268,433
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$268,295
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$268,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$267,897
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$267,800
EXELON CORP 4.95% 06/15/2035$267,696
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$267,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$267,084
ASTRAZENECA PLC 5.9% 09/15/2017$266,744
FANNIE MAE POOL 4 TBA$266,738
HESS CORP 7.3% 08/15/2031$266,447
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$265,981
PENTAIR FINANCE SA 5% 05/15/2021$265,658
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$265,211
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$264,958
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$264,515
UNION ELECTRIC CO 6.4% 06/15/2017$264,513
ASTRAZENECA PLC 3.375% 11/16/2025$264,463
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$264,117
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$263,700
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$263,296
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$263,271
AMGEN INC 5.85% 06/01/2017$263,244
CITY OF NEW YORK NY 5.846% 06/01/2040$262,832
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$262,780
SOUTHERN COPPER CORP 7.5% 07/27/2035$262,639
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$262,555
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$262,351
KROGER CO/THE 7.5% 04/01/2031$261,881
GINNIE MAE II POOL 4% 07/20/2045$261,332
FORD MOTOR CO 7.45% 07/16/2031$261,215
VALERO ENERGY CORP 6.125% 06/15/2017$260,952
QWEST CORP 6.5% 06/01/2017$260,938
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$260,772
FEDERAL HOME LOAN BANKS .875% 05/24/2017$260,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$260,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$260,501
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$260,398
FREDDIE MAC GOLD POOL 3% 02/01/2031$260,304
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$260,150
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$259,879
NOBLE ENERGY INC 5.25% 11/15/2043$259,228
QUALCOMM INC 3.45% 05/20/2025$259,042
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$258,109
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$257,276
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$257,122
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$256,596
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$256,137
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$255,978
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$255,657
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$255,181
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,656
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$254,606
LBBW 7.625% 02/01/2023$254,558
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$254,360
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$253,791
GINNIE MAE I POOL 3.5% 05/15/2042$253,724
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$252,577
VERIZON MARYLAND LLC 5.125% 06/15/2033$252,322
VORNADO REALTY LP 2.5% 06/30/2019$252,261
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$252,243
MEDTRONIC INC 1.5% 03/15/2018$252,225
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$252,115
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$252,022
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$251,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$251,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$251,701
ASIAN DEVELOPMENT BANK 2% 01/22/2025$251,409
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$251,330
AMERICAN INTERNATIONAL GROUP INC 3.9 04/01/2026$251,284
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$251,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$251,118
WALT DISNEY CO/THE 1.1% 12/01/2017$251,003
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/18/2036$250,635
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$250,561
KRAFT FOODS GROUP INC 6.5% 02/09/2040$250,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$250,195
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$250,194
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$250,100
MYLAN INC 5.4% 11/29/2043$249,410
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$248,834
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$248,374
BUCKEYE PARTNERS LP 2.65% 11/15/2018$248,374
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$248,370
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$248,337
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$247,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$247,795
STATE OF CONNECTICUT 5.85% 03/15/2032$247,204
COMCAST CORP 5.65% 06/15/2035$246,732
BARCLAYS PLC 2.875% 06/08/2020$246,694
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$246,282
JPMORGAN CHASE & CO 5.6% 07/15/2041$246,123
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$245,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$245,600
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$245,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$244,600
COMMONWEALTH EDISON CO 5.875% 02/01/2033$244,590
JOHNSON & JOHNSON 4.85% 05/15/2041$243,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$243,790
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$243,717
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$243,668
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$243,555
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$243,371
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$243,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$242,959
JOHNSON & JOHNSON 4.95% 05/15/2033$242,699
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$242,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$242,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$242,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$242,180
CBS CORP 4.85% 07/01/2042$242,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$241,910
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$241,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$241,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$241,060
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$240,974
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$240,491
MISSISSIPPI POWER CO 4.25% 03/15/2042$240,300
ABBVIE INC 4.5% 05/14/2035$239,730
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$238,467
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$238,144
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$237,927
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$237,715
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$237,711
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$237,500
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$236,850
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$236,034
REPUBLIC SERVICES INC 5.7% 05/15/2041$235,917
HALLIBURTON CO 3.8% 11/15/2025$235,639
BIOGEN INC 4.05% 09/15/2025$235,563
APPLE INC 4.65% 02/23/2046$235,289
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$235,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$235,240
ABBVIE INC 4.7% 05/14/2045$234,884
STATE OF OREGON 5.762% 06/01/2023$234,654
RIO TINTO FINANCE USA LTD 3.5% 11/02/2020$234,163
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$234,134
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$233,975
GEORGIA POWER CO 5.65% 03/01/2037$233,684
KRAFT FOODS GROUP INC 5.375% 02/10/2020$233,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$233,466
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$233,462
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$232,894
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$232,543
FREDDIE MAC GOLD POOL 4% 09/01/2045$232,468
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$232,413
KROGER CO/THE 5.4% 07/15/2040$231,358
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$231,349
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$229,959
MONSANTO CO 5.5% 08/15/2025$229,772
VIACOM INC 2.75% 12/15/2019$229,344
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$228,986
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$228,763
REALTY INCOME CORP 5.875% 03/15/2035$228,741
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$228,093
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$227,622
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$227,610
CBS CORP 5.75% 04/15/2020$226,542
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$226,491
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$226,313
BOSTON SCIENTIFIC CORP 6% 01/15/2020$225,950
VODAFONE GROUP PLC 6.15% 02/27/2037$225,830
TIME WARNER CABLE INC 6.75% 06/15/2039$225,802
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$225,556
BOEING CO/THE 4.875% 02/15/2020$225,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.938% 05/01/2042$225,068
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$224,654
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$223,657
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$223,571
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$223,468
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$223,286
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$223,146
WHIRLPOOL CORP 4.85% 06/15/2021$222,808
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$222,804
JEFFERIES GROUP LLC 6.25% 01/15/2036$222,668
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$222,566
AT&T INC 5.2 03/15/2020$222,270
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$221,791
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$221,439
XCEL ENERGY INC 4.8% 09/15/2041$220,598
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$220,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$220,256
COMCAST CORP 4.5% 01/15/2043$219,912
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$219,587
WALT DISNEY CO/THE 3.75% 06/01/2021$219,447
CITIGROUP INC 5.5% 09/13/2025$219,269
CVS HEALTH CORP 4.125% 05/15/2021$218,996
MCKESSON CORP 4.75% 03/01/2021$218,949
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$218,628
JOHNSON & JOHNSON 3.55% 05/15/2021$218,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$218,127
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$218,125
NEWELL RUBBERMAID INC 5.5 04/01/2046$218,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$217,916
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$217,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$217,404
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$217,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$217,116
CREDIT SUISSE/NEW YORK NY 5.4% 01/14/2020$216,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$216,950
GAP INC/THE 5.95% 04/12/2021$216,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$216,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$215,521
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$215,333
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$215,122
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$215,004
COCA-COLA CO/THE 3.15% 11/15/2020$214,954
AUTONATION INC 6.75% 04/15/2018$214,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$214,780
TARGET CORP 4% 07/01/2042$214,656
NEWELL RUBBERMAID INC 5.375 04/01/2036$214,558
STRYKER CORP 4.625 03/15/2046$214,468
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$214,423
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$214,226
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$214,190
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$213,970
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$213,965
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$213,282
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$212,923
FANNIE MAE POOL 4% 01/01/2036$212,916
DDR CORP 4.625% 07/15/2022$212,467
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$211,570
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$211,426
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$211,291
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$211,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$211,167
PETROLEOS MEXICANOS 5.625 01/23/2046$211,038
THOMSON REUTERS CORP 3.95% 09/30/2021$210,774
AT&T INC 5.65% 02/15/2047$210,504
FISERV INC 3.5% 10/01/2022$210,262
FREDDIE MAC GOLD POOL 3.5% 01/01/2030$209,497
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$209,326
GENERAL MILLS INC 3.15% 12/15/2021$209,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$209,226
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$209,077
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$208,525
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$208,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$208,233
HEALTH CARE REIT INC 4.5% 01/15/2024$207,948
FREDDIE MAC GOLD POOL 3.5% 11/01/2045$207,855
NEWELL RUBBERMAID INC 3.85 04/01/2023$207,733
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$207,482
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$207,276
REPUBLIC OF FINLAND 6.95% 02/15/2026$207,043
INTEL CORP 4.25% 12/15/2042$206,928
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$206,623
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$206,605
GINNIE MAE I POOL 3% 03/15/2045$206,584
KELLOGG CO 4% 12/15/2020$206,233
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$205,996
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$205,914
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$205,690
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$205,629
US BANCORP 2.95% 07/15/2022$205,466
FREDDIE MAC GOLD POOL 3% 07/01/2030$205,459
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$205,303
WALT DISNEY CO/THE 2.35% 12/01/2022$205,163
CARDINAL HEALTH INC 4.6% 03/15/2043$205,153
MASTERCARD INC 2% 04/01/2019$205,001
REGENCY CENTERS LP 3.75% 06/15/2024$204,729
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$204,602
VISA INC 4.15% 12/14/2035$204,587
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$204,435
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$204,344
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$204,327
DUKE REALTY LP 3.875% 10/15/2022$204,213
STRYKER CORP 2.625 03/15/2021$204,178
FREDDIE MAC GOLD POOL 3% 11/01/2035$204,156
MERCK & CO INC 2.4% 09/15/2022$204,121
CONAGRA FOODS INC 3.25% 09/15/2022$204,067
COMPUTER SCIENCES CORP 4.45% 09/15/2022$204,003
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$203,672
XEROX CORP 4.5% 05/15/2021$203,365
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$203,365
HASBRO INC 5.1% 05/15/2044$203,345
ERP OPERATING LP 3% 04/15/2023$203,207
NEWELL RUBBERMAID INC 2.6 03/29/2019$203,054
ABBOTT LABORATORIES 2% 03/15/2020$202,950
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$202,798
FEDEX CORP 2.625% 08/01/2022$202,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$202,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$202,526
STATE STREET CORP 3.1% 05/15/2023$202,130
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$202,125
FANNIE MAE POOL 2.5% 01/01/2031$202,061
PECO ENERGY CO 2.375% 09/15/2022$202,020
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$202,017
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$201,993
LEXINGTON REALTY TRUST 4.4% 06/15/2024$201,890
CELGENE CORP 1.9% 08/15/2017$201,670
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$201,416
FORD MOTOR CO 4.75% 01/15/2043$201,414
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$201,407
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$201,407
PRECISION CASTPARTS CORP 2.5% 01/15/2023$201,181
WALT DISNEY CO/THE 3.7% 12/01/2042$201,171
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$201,070
FREDDIE MAC GOLD POOL 4% 07/01/2035$201,003
BP CAPITAL MARKETS PLC 1.846% 05/05/2017$200,999
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$200,995
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$200,723
MERCK & CO INC 3.6% 09/15/2042$200,682
MERCK & CO INC 1.1% 01/31/2018$200,631
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$200,524
AETNA INC 1.5% 11/15/2017$200,484
APPLE INC 1% 05/03/2018$200,474
AMAZON.COM INC 1.2% 11/29/2017$200,417
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$200,257
FEDERAL HOME LOAN MORTGAGE CORP 1.2% 06/12/2018$200,065
AIR LEASE CORP 3.375% 01/15/2019$199,875
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$199,727
HUSKY ENERGY INC 3.95% 04/15/2022$199,525
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$199,375
BANK OF AMERICA CORP 3.95% 04/21/2025$199,367
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$199,366
JABIL CIRCUIT INC 4.7% 09/15/2022$199,000
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$198,997
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$198,873
ANTHEM INC 4.65% 01/15/2043$198,848
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$198,571
KIMCO REALTY CORP 3.125% 06/01/2023$198,295
BANK OF AMERICA CORP 2.25% 04/21/2020$198,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$197,897
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$197,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$197,195
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$196,887
STRYKER CORP 4.1% 04/01/2043$196,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$196,666
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$196,489
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$196,391
PROGRESSIVE CORP/THE 6.625% 03/01/2029$196,287
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$195,901
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$195,573
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$195,374
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$195,007
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$194,473
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$194,423
CNOOC FINANCE 2013 LTD 3% 05/09/2023$194,082
AETNA INC 4.125% 11/15/2042$193,632
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$193,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$193,070
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$193,058
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$192,085
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$191,429
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$190,664
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$190,482
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$190,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$190,430
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$189,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$189,392
ZOETIS INC 4.7% 02/01/2043$188,781
ONEOK PARTNERS LP 4.9% 03/15/2025$188,761
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$188,729
VALSPAR CORP/THE 4.4% 02/01/2045$188,605
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$188,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$188,330
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$188,318
WALGREEN CO 4.4% 09/15/2042$188,313
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$188,302
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$188,056
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$187,042
FEDEX CORP 3.875% 08/01/2042$186,993
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$186,714
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$186,404
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$186,221
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$186,147
HALLIBURTON CO 5% 11/15/2045$186,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$185,910
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$185,441
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$185,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$185,271
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$184,730
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$184,713
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$184,276
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$182,892
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$181,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$181,620
HEWLETT-PACKARD CO 6% 09/15/2041$180,431
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$180,033
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$180,032
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$179,690
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$179,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$179,553
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$179,157
JOHNSON & JOHNSON 3.7% 03/01/2046$178,974
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$178,838
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$178,137
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$178,068
MCDONALD'S CORP 4.7% 12/09/2035$177,879
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$177,763
VERIZON COMMUNICATIONS INC 7.75% 12/01/2030$177,671
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$177,434
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$176,819
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$176,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$176,210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$176,170
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$176,126
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$176,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$175,886
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$175,586
MCGRAW HILL FINANCIAL INC 4.4% 02/15/2026$175,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$175,180
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$175,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$174,863
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,857
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$174,840
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$174,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$174,590
CHUBB CORP/THE 6.375% 03/29/2067$174,500
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$174,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$174,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$173,959
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$173,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$173,813
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$173,777
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$173,706
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$172,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$172,469
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$172,106
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$172,000
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$171,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$171,424
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$171,418
ALTRIA GROUP INC 9.95% 11/10/2038$171,098
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$170,908
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$170,727
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$170,705
STAPLES INC 4.375% 01/12/2023$170,631
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$170,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$170,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$170,071
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$170,018
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$169,430
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$169,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$169,026
BOARDWALK PIPELINES LP 3.375% 02/01/2023$169,016
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$168,481
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$168,339
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$168,248
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$167,835
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$167,083
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$166,107
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$165,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$165,236
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$164,542
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$164,435
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$163,626
DOW CHEMICAL CO/THE 4.125% 11/15/2021$163,597
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$163,225
GILEAD SCIENCES INC 4.6% 09/01/2035$163,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$162,920
REPUBLIC OF CHILE 3.875% 08/05/2020$162,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$162,817
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$162,654
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$162,201
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$161,487
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$161,161
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$160,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$160,093
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$160,062
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$159,836
FANNIE MAE POOL 4.5% 04/01/2024$159,802
ALABAMA POWER CO 5.5% 10/15/2017$158,635
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$158,574
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$158,485
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$158,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$158,023
RIO TINTO ALCAN INC 6.125% 12/15/2033$157,804
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$157,663
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$157,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$156,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$155,997
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$155,889
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$155,709
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$155,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,478
VIACOM INC 4.375% 03/15/2043$155,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$154,640
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$154,222
FREDDIE MAC GOLD POOL 2.5% TBA$153,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$153,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$153,889
FANNIE MAE POOL 3% 10/01/2030$153,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$153,346
FANNIE MAE POOL 2.5% 02/01/2031$153,334
FANNIE MAE POOL 3% 11/01/2045$153,323
FREDDIE MAC GOLD POOL 4% 05/01/2044$153,073
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$152,878
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$152,663
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$152,402
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$151,528
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$151,116
DTE ELECTRIC CO 6.625% 06/01/2036$151,048
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$150,893
XILINX INC 2.125% 03/15/2019$150,874
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$150,823
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$150,758
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$150,669
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$150,339
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$149,658
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$149,074
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$148,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$148,700
AT&T INC 4.5% 05/15/2035$148,385
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$148,065
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$147,891
GINNIE MAE II POOL 3% 07/20/2030$147,289
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$147,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$147,254
AT&T INC 4.75% 05/15/2046$146,897
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$146,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$146,002
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$145,758
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$145,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,956
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$144,837
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$142,747
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$142,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$141,800
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$140,884
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$140,259
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$140,027
ENSCO PLC 4.7% 03/15/2021$139,824
AIR LEASE CORP 3.75% 02/01/2022$139,566
QUALCOMM INC 4.8% 05/20/2045$139,006
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$138,588
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$138,269
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$138,178
FANNIE MAE POOL 5% 12/01/2043$137,870
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$137,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$136,965
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$136,895
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$136,708
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$136,510
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$136,226
GINNIE MAE II POOL 2.5% 01/20/2028$135,754
MORGAN STANLEY 7.25% 04/01/2032$134,975
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$133,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$133,590
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,424
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$133,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$133,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$132,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$132,476
FREDDIE MAC GOLD POOL 4% 07/01/2044$132,371
BOEING CO/THE 6.125% 02/15/2033$132,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$132,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$131,891
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$131,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$131,490
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$131,358
CYTEC INDUSTRIES INC 3.95% 05/01/2025$131,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$131,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$130,519
GINNIE MAE II POOL 5% 03/20/2045$130,329
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$130,247
3M CO 5.7% 03/15/2037$130,243
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$130,243
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$129,692
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$129,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$129,093
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$128,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$127,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$127,840
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$127,597
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$127,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$127,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$125,936
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$125,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$125,248
CITY OF NEW YORK NY 5.517% 10/01/2037$125,026
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$124,602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$124,514
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$123,574
WELLS FARGO BANK NA 5.95% 08/26/2036$123,475
GINNIE MAE II POOL 4.5% 10/20/2045$122,953
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$122,792
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$122,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$122,490
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$122,253
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$121,438
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$121,395
QVC INC 3.125% 04/01/2019$120,457
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$120,262
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$119,524
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$119,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$118,110
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$118,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$117,704
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$117,437
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$117,328
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$116,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$116,641
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$116,596
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,573
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$116,411
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$116,395
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$116,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$115,713
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$115,689
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$115,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$115,358
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$115,003
FANNIE MAE POOL 3.5% 10/01/2045$114,871
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$114,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$114,207
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$113,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.498% 05/01/2041$112,911
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$112,902
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$112,864
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$112,173
FREDDIE MAC GOLD POOL 3% 04/01/2027$111,986
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$111,510
AGILENT TECHNOLOGIES INC 5% 07/15/2020$110,965
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,597
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$110,545
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$109,704
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$109,382
STATE OF ILLINOIS 7.35% 07/01/2035$109,356
BANK OF AMERICA CORP 5.49% 03/15/2019$109,133
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$108,916
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$108,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$108,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$108,540
COMMONWEALTH EDISON CO 5.8% 03/15/2018$108,121
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$108,035
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$107,847
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$107,731
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$107,189
PARKER-HANNIFIN CORP 3.5% 09/15/2022$107,001
GINNIE MAE II POOL 4% TBA$106,902
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$106,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2041$106,736
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$106,510
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$106,317
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$106,294
GINNIE MAE I POOL 3.5% 09/15/2044$105,908
NORDSTROM INC 4% 10/15/2021$105,811
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$105,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$105,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$104,672
FREDDIE MAC GOLD POOL 3 TBA$104,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$104,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$103,840
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$103,390
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$103,221
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$103,025
QUALCOMM INC 4.65% 05/20/2035$102,839
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$102,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$102,212
FANNIE MAE POOL 3% 11/01/2029$102,037
PETRO-CANADA 5.95% 05/15/2035$101,858
AT&T INC 3% 06/30/2022$101,594
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$101,496
AT&T INC 2.45% 06/30/2020$101,432
FANNIE MAE POOL 3% 04/01/2030$101,240
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$101,024
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$100,981
EATON CORP 4.15% 11/02/2042$100,793
FANNIE MAE POOL 3% 07/01/2045$100,751
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$100,653
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$100,632
AT&T INC 3.4% 05/15/2025$100,425
REALTY INCOME CORP 2% 01/31/2018$100,424
MICROSOFT CORP 4.75% 11/03/2055$100,296
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$100,215
EATON CORP 2.75% 11/02/2022$100,199
EBAY INC 1.35% 07/15/2017$99,825
FANNIE MAE POOL 3% 08/01/2035$99,757
FANNIE MAE POOL 2.5% 01/01/2046$99,377
FREDDIE MAC GOLD POOL 3% 06/01/2035$99,342
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$99,250
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$98,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$98,684
FREDDIE MAC GOLD POOL 3% 06/01/2035$98,637
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$98,285
FANNIE MAE POOL 2.5% 12/01/2030$97,975
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$97,885
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$97,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$97,222
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$96,260
EBAY INC 2.6% 07/15/2022$96,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$96,131
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$96,107
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$96,036
WILLIAMS PARTNERS LP 5.25% 03/15/2020$95,914
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$94,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$93,834
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$93,505
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$92,871
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$92,700
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$92,418
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$92,138
FANNIE MAE POOL 4% 12/01/2044$92,088
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$92,067
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$91,992
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$91,567
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$91,535
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$91,235
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$91,027
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$90,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$90,442
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$90,316
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$90,277
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$90,053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$89,843
FANNIE MAE POOL 4% 09/01/2045$89,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$89,654
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$89,526
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$89,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$88,876
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$88,782
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$88,628
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$88,552
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$88,510
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$88,321
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$88,194
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$88,121
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$87,966
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$87,833
GILEAD SCIENCES INC 4.75% 03/01/2046$87,783
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$87,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$87,641
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$87,388
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$87,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$86,645
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$86,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$85,928
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$85,853
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$85,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$85,534
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$85,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.508% 02/01/2041$85,264
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$85,219
HEWLETT-PACKARD CO 3.75% 12/01/2020$83,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$83,898
FANNIE MAE POOL 2.5% 12/01/2030$83,645
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$83,486
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$83,482
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$83,267
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$83,200
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$82,860
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$82,860
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$82,848
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$82,837
WILLIAMS PARTNERS LP 6.3% 04/15/2040$82,806
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$82,699
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$82,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$81,898
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$81,693
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$81,095
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$80,781
FANNIE MAE POOL 4% 06/01/2045$80,300
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$80,228
GINNIE MAE I POOL 4% 06/15/2045$80,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$79,965
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.468% 06/01/2040$79,545
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.556% 08/01/2040$79,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$79,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$78,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$78,974
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$78,719
DEVON ENERGY CORP 5.6% 07/15/2041$78,554
EBAY INC 4% 07/15/2042$78,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$78,263
FANNIE MAE POOL 3 TBA$78,229
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$77,955
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$77,914
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,737
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$77,601
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$77,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$76,684
FREDDIE MAC GOLD POOL 3% 11/01/2030$76,682
FANNIE MAE POOL 3.5% 10/01/2035$76,659
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$76,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$76,416
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$75,784
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$75,709
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$75,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$75,272
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$75,271
GINNIE MAE II POOL 4.5% 06/20/2044$75,185
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$74,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$74,339
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$74,272
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$73,865
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$73,303
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$73,028
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$72,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$72,770
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,721
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$72,443
COMCAST CORP 2.75% 03/01/2023$72,403
FANNIE MAE POOL 4% 02/01/2045$72,367
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$72,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$71,756
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$71,682
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$71,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$71,461
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$71,410
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$71,234
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$70,879
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$70,755
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$70,300
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$70,285
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$70,251
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$70,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$70,074
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$69,444
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$69,215
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$68,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$68,889
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$68,678
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$67,941
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$67,371
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$67,333
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$66,710
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$66,663
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$66,585
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$66,016
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$65,571
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$65,408
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$65,364
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$65,304
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$64,894
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$64,391
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$64,307
GINNIE MAE II POOL 4% 11/20/2045$64,038
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$63,809
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.445% 02/01/2037$63,473
FEDERAL HOME LOAN MORTGAGE CORP 6.254% 01/01/2037$63,294
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$63,180
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$62,593
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$62,534
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$62,301
FANNIE MAE POOL 3.5% 03/01/2045$61,977
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$60,916
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$60,580
FANNIE MAE POOL 2.5 12/01/2030$60,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$60,467
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$60,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$60,154
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$60,012
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$59,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$59,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$59,089
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$58,967
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$58,935
GINNIE MAE I POOL 3.5% 03/15/2043$58,934
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$58,670
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$58,354
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$58,200
FANNIE MAE POOL 2.5 02/01/2031$57,860
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$57,594
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$57,581
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$57,509
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$57,135
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$56,970
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,914
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$56,757
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$56,657
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$56,592
WILLIAMS PARTNERS LP 4% 09/15/2025$56,434
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2038$56,379
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$56,145
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$55,889
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$55,691
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$55,324
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$55,066
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$54,845
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$54,757
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$54,649
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$54,611
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$54,530
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2041$54,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2034$53,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$53,795
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 10/01/2029$53,545
FEDERAL HOME LOAN MORTGAGE CORP 7% 07/01/2030$53,244
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2037$53,103
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$53,012
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2036$52,977
GINNIE MAE II POOL 3.5 06/20/2045$52,926
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$52,642
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2042$52,622
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$52,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2020$51,542
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$51,528
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$51,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$51,247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$51,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2037$50,800
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02/01/2018$50,735
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$50,732
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$50,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$50,056
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$49,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2023$49,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2039$49,590
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$49,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.669% 12/01/2043$49,399
FEDERAL HOME LOAN MORTGAGE CORP 2.997% 06/01/2041$49,191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$49,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2033$48,863
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/20/2043$48,857
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$48,398
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2024$48,074
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$48,059
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2039$48,020
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$47,797
FANNIE MAE POOL 3.5% 05/01/2045$47,427
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$47,371
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2038$47,295
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$47,243
FANNIE MAE POOL 3% 12/01/2045$47,055
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2038$46,801
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2023$46,795
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2019$46,558
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 12/01/2027$46,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2026$46,103
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2027$45,941
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2020$45,892
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 09/01/2036$45,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 02/01/2032$45,120
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$45,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$44,915
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$44,836
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2037$44,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2030$44,256
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$43,948
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2019$43,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/15/2043$43,216
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$42,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2018$42,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2033$42,554
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$42,553
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$42,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2037$41,890
FANNIE MAE POOL 4% 08/01/2044$41,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2041$41,668
FREDDIE MAC GOLD POOL 4% 10/01/2045$41,554
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 03/01/2036$41,320
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 06/01/2027$41,293
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2026$41,271
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2036$41,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$41,254
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2020$41,148
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2029$41,026
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2038$40,885
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$40,743
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$40,417
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2033$40,315
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$40,203
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$40,110
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$40,099
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$40,050
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2018$39,742
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2031$39,589
FEDERAL HOME LOAN MORTGAGE CORP 7% 11/01/2033$39,204
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$39,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$38,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2038$38,830
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2042$38,408
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2018$38,392
FANNIE MAE POOL 3% 07/01/2030$38,358
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$38,120
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$37,809
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$37,732
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 06/01/2043$37,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2023$37,347
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$37,230
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$37,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$36,833
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2038$36,412
UNIVERSITY OF SOUTHERN CALIFORNIA 5.25% 10/01/2111$35,884
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2038$35,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2035$35,436
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2035$35,070
FEDERAL HOME LOAN MORTGAGE CORP 5.759% 02/01/2037$34,695
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2028$34,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$34,544
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$34,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2038$34,322
FANNIE MAE POOL 3% 06/01/2045$34,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2035$33,022
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$32,647
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$32,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2037$32,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$32,476
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2039$32,016
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2041$31,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2026$31,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2032$31,691
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2036$31,672
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2021$31,328
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2023$31,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2034$31,076
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2037$31,045
FANNIE MAE POOL 3% 12/01/2045$31,024
FANNIE MAE POOL 3% 01/01/2046$30,987
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$30,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2026$30,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$30,284
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2021$30,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$29,577
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$29,459
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2033$29,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$29,068
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$28,818
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2042$28,673
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2028$28,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2021$27,843
FANNIE MAE POOL 5% 07/01/2040$27,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$27,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2037$27,231
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2024$26,847
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05/01/2038$26,597
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2039$26,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 03/01/2037$26,448
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/15/2043$26,264
NEWMONT MINING CORP 6.25% 10/01/2039$26,063
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2040$25,944
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2043$25,855
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2018$25,855
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2036$25,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2045$25,728
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$25,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$25,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$25,030
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$25,019
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2029$25,008
FEDERAL HOME LOAN MORTGAGE CORP 7% 12/01/2031$24,974
FANNIE MAE POOL 3% 08/01/2045$24,664
FANNIE MAE POOL 2.5% 04/01/2030$24,457
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2039$24,041
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2038$23,973
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2039$23,798
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2039$23,785
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$23,686
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2037$23,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2018$23,575
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2018$23,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$23,228
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2036$22,969
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$22,803
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$22,714
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/15/2039$22,448
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 09/01/2033$22,403
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2038$21,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$21,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$21,682
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2040$21,664
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$21,464
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 10/15/2036$21,367
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2024$21,218
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2035$20,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$20,382
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$20,171
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 02/15/2032$19,952
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$19,810
FREDDIE MAC GOLD POOL 4% 01/01/2044$19,763
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$19,733
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2033$19,536
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$19,402
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$19,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2018$18,866
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$18,781
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2024$18,689
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2018$18,636
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$18,320
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2033$17,857
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$17,641
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2037$17,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$17,260
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$17,200
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2036$17,192
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 03/01/2018$17,002
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2018$16,781
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2039$16,589
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2043$16,296
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2024$16,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$16,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2029$16,021
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$15,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$15,804
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 10/15/2035$15,766
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2033$15,471
TEVA PHARMACEUTICAL FINANCE CO LLC 6.15% 02/01/2036$15,437
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2031$15,412
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$15,332
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$14,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2018$14,771
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$13,789
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 05/01/2038$13,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$13,563
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2022$13,236
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$12,785
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2036$12,589
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2023$12,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2039$12,547
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2029$11,904
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$11,783
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2020$11,612
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 09/01/2031$11,456
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2037$11,433
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$11,028
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2038$10,136
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2029$10,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2039$10,047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$9,984
FEDERAL HOME LOAN MORTGAGE CORP 5% 08/01/2017$9,932
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2036$9,930
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2035$9,849
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2040$9,619
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$9,513
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2040$9,457
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2036$9,453
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 06/01/2030$9,186
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2023$9,014
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2036$8,781
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2038$8,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2040$7,986
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$7,908
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$7,823
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2040$7,240
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 10/01/2035$6,569
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.5% 07/01/2031$6,388
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2026$5,802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2032$5,764
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2035$5,574
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01/01/2017$5,202
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2035$5,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2033$5,140
FEDERAL HOME LOAN MORTGAGE CORP 6% 07/01/2017$4,937
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$4,872
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2035$4,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2036$4,807
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 05/01/2017$4,787
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2024$4,165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$4,110
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 02/01/2017$4,008
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2032$3,901
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2039$3,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2023$3,842
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2039$3,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 03/01/2038$3,743
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2039$3,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2038$3,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2023$3,254
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2038$3,058
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2037$2,991
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2035$2,778
FEDERAL HOME LOAN MORTGAGE CORP 6% 11/01/2016$2,667
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2033$2,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2038$2,413
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 06/01/2034$2,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2033$2,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2038$2,057
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2017$2,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2037$1,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$1,853
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$1,810
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2028$1,808
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2033$1,751
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2019$1,748
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2030$1,646
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 08/01/2033$1,592
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 09/15/2031$1,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 05/15/2032$1,388
FEDERAL HOME LOAN MORTGAGE CORP 7% 01/01/2032$1,328
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 03/15/2031$977
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$820
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 10/15/2032$806
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2016$778
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$607
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 05/15/2032$602
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 04/15/2030$285
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2017$247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2018$210
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2016$172
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 12/15/2029$95
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 11/01/2016$81
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2026$68
FREDDIE MAC GOLD POOL 3.5 TBA$-105,386
GINNIE MAE II POOL 5 TBA$-108,344
FANNIE MAE POOL 5.5 TBA$-207,121
GINNIE MAE I POOL 3.5 TBA$-211,047
FREDDIE MAC GOLD POOL 3.5 TBA$-211,085
GINNIE MAE I POOL 4 TBA$-213,859
GINNIE MAE I POOL 3 TBA$-232,682
FREDDIE MAC GOLD POOL 4% TBA$-266,836
FREDDIE MAC GOLD POOL 3 TBA$-281,596
FANNIE MAE POOL 3.5% TBA$-290,424
GINNIE MAE II POOL 4.5 TBA$-322,125
FANNIE MAE POOL 6.5 TBA$-343,696
GINNIE MAE I POOL 4.5 TBA$-407,695
FREDDIE MAC GOLD POOL 5 TBA$-659,351
FANNIE MAE POOL 4.5% TBA$-680,176
FANNIE MAE POOL 5 TBA$-774,484
FREDDIE MAC GOLD POOL 4.5 TBA$-977,750
GINNIE MAE I POOL 5 TBA$-1,433,656
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$94,457,427
FINANCING 8.6% 09/19$628,285
 
Other
Holding NameMarket Value
USD$-96,986
All Holdings As of Feb 29, 2016
Fixed Income
Holding NameMarket Value
GINNIE MAE II POOL 3.5% TBA$25,397,176
FANNIE MAE POOL 3.5% TBA$23,758,505
FANNIE MAE POOL 4% TBA$13,686,177
UNITED STATES TREASURY NOTE/BOND .875% 05/15/2017$11,416,810
UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024$8,700,122
FREDDIE MAC GOLD POOL 3.5% TBA$8,338,703
UNITED STATES TREASURY NOTE/BOND 2.5% 05/15/2024$8,139,628
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2024$8,028,889
FANNIE MAE POOL 3% TBA$7,537,385
UNITED STATES TREASURY NOTE/BOND 2.25% 11/15/2025$7,207,533
UNITED STATES TREASURY NOTE/BOND 2% 08/15/2025$7,105,020
UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025$6,964,974
UNITED STATES TREASURY NOTE/BOND 2.625% 11/15/2020$6,790,500
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2021$6,632,711
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2044$6,128,743
GINNIE MAE II POOL 3% TBA$6,032,971
UNITED STATES TREASURY NOTE/BOND 2.25% 04/30/2021$5,776,317
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$5,351,280
UNITED STATES TREASURY NOTE/BOND 1.375% 10/31/2020$5,276,334
UNITED STATES TREASURY NOTE/BOND 2.5% 08/15/2023$5,232,186
UNITED STATES TREASURY NOTE/BOND 2% 08/31/2021$5,169,335
UNITED STATES TREASURY NOTE/BOND 1.625% 11/30/2020$5,116,379
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$5,001,377
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$4,906,165
UNITED STATES TREASURY NOTE/BOND 2% 10/31/2021$4,903,474
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2023$4,848,071
UNITED STATES TREASURY NOTE/BOND .625% 04/30/2018$4,810,661
UNITED STATES TREASURY NOTE/BOND 3.125% 08/15/2044$4,777,786
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2024$4,737,327
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2020$4,722,621
UNITED STATES TREASURY NOTE/BOND 1.875% 11/30/2021$4,722,098
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$4,689,261
UNITED STATES TREASURY NOTE/BOND 2.5% 02/15/2045$4,502,065
UNITED STATES TREASURY NOTE/BOND 1.375% 08/31/2020$4,475,640
UNITED STATES TREASURY NOTE/BOND 1.375% 03/31/2020$4,459,108
UNITED STATES TREASURY NOTE/BOND 1.75% 05/15/2023$4,445,442
UNITED STATES TREASURY NOTE/BOND 1% 05/15/2018$4,426,970
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2045$4,317,344
UNITED STATES TREASURY NOTE/BOND 2.125% 06/30/2021$4,312,362
UNITED STATES TREASURY NOTE/BOND .625% 05/31/2017$4,289,296
UNITED STATES TREASURY NOTE/BOND 1.75% 02/28/2022$4,283,416
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2043$4,148,996
UNITED STATES TREASURY NOTE/BOND 1.25% 02/29/2020$4,138,589
UNITED STATES TREASURY NOTE/BOND .75% 12/31/2017$4,127,691
UNITED STATES TREASURY NOTE/BOND 1.5% 08/31/2018$4,124,354
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$4,101,570
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2020$4,073,360
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$4,005,936
UNITED STATES TREASURY NOTE/BOND .875% 10/15/2017$4,001,084
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$3,891,806
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2020$3,888,663
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2044$3,877,832
UNITED STATES TREASURY NOTE/BOND 1.75% 09/30/2019$3,872,432
UNITED STATES TREASURY NOTE/BOND 3.5% 05/15/2020$3,843,790
UNITED STATES TREASURY NOTE/BOND 1.5% 11/30/2019$3,827,214
UNITED STATES TREASURY NOTE/BOND 1% 05/31/2018$3,824,958
UNITED STATES TREASURY NOTE/BOND 1.875% 10/31/2017$3,812,945
UNITED STATES TREASURY NOTE/BOND 2.875% 05/15/2043$3,799,089
UNITED STATES TREASURY NOTE/BOND 2.625% 08/15/2020$3,693,355
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2044$3,692,127
UNITED STATES TREASURY NOTE/BOND 7.25% 08/15/2022$3,691,976
UNITED STATES TREASURY NOTE/BOND .75% 06/30/2017$3,690,793
UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021$3,676,314
UNITED STATES TREASURY NOTE/BOND 1% 09/30/2019$3,668,470
UNITED STATES TREASURY NOTE/BOND 1.375% 05/31/2020$3,629,743
UNITED STATES TREASURY NOTE/BOND 2% 05/31/2021$3,585,395
UNITED STATES TREASURY NOTE/BOND 2.5% 06/30/2017$3,581,690
UNITED STATES TREASURY NOTE/BOND 2.125% 08/15/2021$3,557,734
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$3,514,424
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2018$3,514,424
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2021$3,490,374
UNITED STATES TREASURY NOTE/BOND 7.625% 11/15/2022$3,484,083
UNITED STATES TREASURY NOTE/BOND 3.375% 05/15/2044$3,472,277
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2042$3,466,335
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2020$3,460,506
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020$3,446,948
UNITED STATES TREASURY NOTE/BOND 1.375% 02/29/2020$3,431,345
UNITED STATES TREASURY NOTE/BOND 1.625% 06/30/2019$3,419,747
UNITED STATES TREASURY NOTE/BOND 1% 12/15/2017$3,401,909
UNITED STATES TREASURY NOTE/BOND 1.625% 12/31/2019$3,400,266
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2018$3,400,118
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2044$3,366,411
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2043$3,334,686
UNITED STATES TREASURY NOTE/BOND 2.875% 08/15/2045$3,315,989
UNITED STATES TREASURY NOTE/BOND 1.75% 10/31/2020$3,234,001
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,224,904
UNITED STATES TREASURY NOTE/BOND 1.625% 04/30/2019$3,215,277
UNITED STATES TREASURY NOTE/BOND 3.625% 02/15/2020$3,211,611
UNITED STATES TREASURY NOTE/BOND 1.375% 06/30/2018$3,210,925
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2040$3,209,478
UNITED STATES TREASURY NOTE/BOND .875% 04/30/2017$3,175,880
UNITED STATES TREASURY NOTE/BOND 4.75% 02/15/2041$3,174,809
UNITED STATES TREASURY NOTE/BOND .875% 07/15/2017$3,170,317
UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023$3,169,584
UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2023$3,083,453
UNITED STATES TREASURY NOTE/BOND 1.125% 12/31/2019$3,072,579
UNITED STATES TREASURY NOTE/BOND 1.75% 12/31/2020$3,072,540
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2018$3,070,698
UNITED STATES TREASURY NOTE/BOND 2.375% 07/31/2017$3,069,081
UNITED STATES TREASURY NOTE/BOND 4.625% 02/15/2040$3,054,495
UNITED STATES TREASURY NOTE/BOND 1.875% 09/30/2017$3,031,393
UNITED STATES TREASURY NOTE/BOND 2.125% 08/31/2020$3,014,924
UNITED STATES TREASURY NOTE/BOND .875% 04/15/2017$3,010,574
UNITED STATES TREASURY NOTE/BOND 3.125% 05/15/2019$2,985,104
UNITED STATES TREASURY NOTE/BOND 2% 02/15/2025$2,952,391
UNITED STATES TREASURY NOTE/BOND 1.5% 01/31/2019$2,928,770
UNITED STATES TREASURY NOTE/BOND 3.375% 11/15/2019$2,915,288
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2020$2,913,175
UNITED STATES TREASURY NOTE/BOND .75% 03/15/2017$2,856,727
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2041$2,843,717
UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2022$2,839,839
UNITED STATES TREASURY NOTE/BOND 1.5% 05/31/2019$2,816,204
UNITED STATES TREASURY NOTE/BOND 1.625% 03/31/2019$2,806,988
UNITED STATES TREASURY NOTE/BOND 2.75% 12/31/2017$2,795,661
UNITED STATES TREASURY NOTE/BOND .5% 02/28/2017$2,784,878
UNITED STATES TREASURY NOTE/BOND 1.25% 11/15/2018$2,777,662
UNITED STATES TREASURY NOTE/BOND .875% 08/15/2017$2,754,565
UNITED STATES TREASURY NOTE/BOND 7.125% 02/15/2023$2,744,960
UNITED STATES TREASURY NOTE/BOND 2.625% 01/31/2018$2,742,233
UNITED STATES TREASURY NOTE/BOND 1.75% 01/31/2023$2,735,740
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2017$2,705,168
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$2,697,392
UNITED STATES TREASURY NOTE/BOND 1.125% 04/30/2020$2,686,638
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$2,670,918
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$2,639,773
UNITED STATES TREASURY NOTE/BOND 4.375% 05/15/2040$2,637,870
UNITED STATES TREASURY NOTE/BOND 2.75% 02/15/2019$2,633,935
UNITED STATES TREASURY NOTE/BOND 4.25% 11/15/2017$2,572,289
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2018$2,532,767
UNITED STATES TREASURY NOTE/BOND 4.25% 05/15/2039$2,525,256
UNITED STATES TREASURY NOTE/BOND 8.875% 02/15/2019$2,510,881
UNITED STATES TREASURY NOTE/BOND 1% 03/31/2017$2,507,763
UNITED STATES TREASURY NOTE/BOND .5% 07/31/2017$2,501,029
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2038$2,476,750
UNITED STATES TREASURY NOTE/BOND 3.5% 02/15/2018$2,463,215
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$2,454,264
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/20/2044$2,445,323
UNITED STATES TREASURY NOTE/BOND 1.625% 08/31/2019$2,428,761
UNITED STATES TREASURY NOTE/BOND 3.75% 11/15/2043$2,421,136
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$2,413,302
UNITED STATES TREASURY NOTE/BOND 2% 02/28/2021$2,404,041
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2020$2,356,773
UNITED STATES TREASURY NOTE/BOND 3.875% 08/15/2040$2,329,555
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2019$2,327,521
UNITED STATES TREASURY NOTE/BOND 3.125% 11/15/2041$2,326,432
UNITED STATES TREASURY NOTE/BOND 2.75% 08/15/2042$2,303,975
UNITED STATES TREASURY NOTE/BOND .5% 03/31/2017$2,295,060
UNITED STATES TREASURY NOTE/BOND 2.75% 02/28/2018$2,285,034
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$2,282,688
UNITED STATES TREASURY NOTE/BOND 1.875% 08/31/2017$2,267,776
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2044$2,254,268
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$2,244,111
UNITED STATES TREASURY NOTE/BOND 1.875% 06/30/2020$2,166,710
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2044$2,139,715
UNITED STATES TREASURY NOTE/BOND 1.5% 02/28/2019$2,130,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 08/01/2041$2,093,798
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2021$2,062,844
UNITED STATES TREASURY NOTE/BOND 1.375% 12/31/2018$2,027,226
KFW .75% 03/17/2017$1,998,672
FEDERAL HOME LOAN BANKS .625% 05/30/2017$1,997,176
UNITED STATES TREASURY NOTE/BOND 4.75% 08/15/2017$1,956,582
UNITED STATES TREASURY NOTE/BOND .75% 03/31/2018$1,918,124
UNITED STATES TREASURY NOTE/BOND 2.375% 06/30/2018$1,917,351
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2044$1,914,297
UNITED STATES TREASURY NOTE/BOND 6.125% 11/15/2027$1,912,124
UNITED STATES TREASURY NOTE/BOND 2.25% 11/30/2017$1,906,935
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2044$1,904,480
UNITED STATES TREASURY NOTE/BOND 1.25% 10/31/2019$1,900,574
UNITED STATES TREASURY NOTE/BOND 4% 08/15/2018$1,888,257
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2044$1,855,613
FEDERAL HOME LOAN MORTGAGE CORP 4% 09/01/2044$1,805,983
UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042$1,766,020
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.492% 02/10/2051$1,750,918
UNITED STATES TREASURY NOTE/BOND 3% 05/15/2042$1,724,216
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2044$1,703,171
UNITED STATES TREASURY NOTE/BOND 4.375% 11/15/2039$1,702,993
ANHEUSER-BUSCH INBEV FINANCE INC 3.65% 02/01/2026$1,679,402
FEDERAL HOME LOAN MORTGAGE CORP 3.871% 04/25/2021$1,640,029
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/20/2044$1,638,072
PHILIP MORRIS INTERNATIONAL INC 5.65% 05/16/2018$1,637,459
UNITED STATES TREASURY NOTE/BOND 1.5% 03/31/2019$1,626,968
UNITED STATES TREASURY NOTE/BOND 3.25% 03/31/2017$1,616,042
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$1,603,203
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2017$1,595,621
UNITED STATES TREASURY NOTE/BOND 1.125% 05/31/2019$1,572,825
UNITED STATES TREASURY NOTE/BOND 6.375% 08/15/2027$1,568,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2043$1,562,065
UNITED STATES TREASURY NOTE/BOND 5.375% 02/15/2031$1,562,064
UNITED STATES TREASURY NOTE/BOND 2.75% 05/31/2017$1,558,535
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2043$1,556,022
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2044$1,539,342
UNITED STATES TREASURY NOTE/BOND 1.125% 03/31/2020$1,533,711
EUROPEAN INVESTMENT BANK 1.875% 03/15/2019$1,529,925
UNITED STATES TREASURY NOTE/BOND 3.625% 08/15/2019$1,523,512
UNITED STATES TREASURY NOTE/BOND 1.375% 11/30/2018$1,520,478
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.532% 09/25/2024$1,516,278
UNITED STATES TREASURY NOTE/BOND 1.5% 12/31/2018$1,515,290
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2044$1,505,173
FEDERAL HOME LOAN BANKS 1% 06/21/2017$1,505,052
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2040$1,504,045
FEDERAL HOME LOAN MORTGAGE CORP .875% 02/22/2017$1,502,862
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 02/08/2018$1,501,292
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$1,494,455
UNITED STATES TREASURY NOTE/BOND .875% 07/31/2019$1,493,204
UNITED STATES TREASURY NOTE/BOND 1.375% 01/31/2021$1,489,712
REPUBLIC OF POLAND 5.125% 04/21/2021$1,462,692
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$1,455,028
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2044$1,454,404
FANNIE MAE POOL 2.5% TBA$1,435,711
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023$1,417,365
VERIZON COMMUNICATIONS INC 6.55% 09/15/2043$1,407,093
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2045$1,406,309
UNITED STATES TREASURY NOTE/BOND 3% 11/15/2045$1,404,508
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2045$1,343,646
FEDERAL HOME LOAN BANKS 4.875% 09/08/2017$1,326,020
EUROPEAN INVESTMENT BANK 2.875% 09/15/2020$1,325,980
CITIGROUP INC 4.05% 07/30/2022$1,322,664
TENNESSEE VALLEY AUTHORITY 6.25% 12/15/2017$1,314,502
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2044$1,296,392
UNITED STATES TREASURY NOTE/BOND 2% 07/31/2022$1,289,746
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2041$1,275,452
UNITED STATES TREASURY NOTE/BOND 9.125% 05/15/2018$1,253,781
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 03/12/2020$1,251,948
FEDERAL HOME LOAN BANKS .75% 08/28/2017$1,249,833
FREDDIE MAC GOLD POOL 3.5% 10/01/2045$1,246,019
GINNIE MAE II POOL 3% 12/20/2045$1,239,066
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2038$1,237,964
GLAXOSMITHKLINE CAPITAL INC 2.8% 03/18/2023$1,232,028
UNITED STATES TREASURY NOTE/BOND 8.5% 02/15/2020$1,222,834
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$1,210,898
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/20/2042$1,206,492
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2045$1,200,351
AT&T INC 3.9% 03/11/2024$1,185,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2045$1,184,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$1,170,890
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2044$1,166,117
UNITED STATES TREASURY NOTE/BOND 1.625% 07/31/2019$1,163,535
UNITED STATES TREASURY NOTE/BOND 1.375% 02/28/2019$1,154,038
GOLDMAN SACHS GROUP INC/THE 6.75% 10/01/2037$1,146,357
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$1,140,572
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 05/01/2030$1,127,557
FREDDIE MAC GOLD POOL 3.5% 09/01/2045$1,126,372
FEDERAL HOME LOAN MORTGAGE CORP 3% 11/01/2043$1,126,126
KFW 1.875% 06/30/2020$1,120,451
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2039$1,118,388
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2042$1,116,337
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2045$1,115,112
MEXICO GOVERNMENT INTERNATIONAL BOND 5.95% 03/19/2019$1,114,750
GINNIE MAE II POOL 3% 01/20/2046$1,114,074
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$1,112,428
UNITED STATES TREASURY NOTE/BOND 2.875% 03/31/2018$1,104,987
BAKER HUGHES INC 7.5% 11/15/2018$1,103,237
UNITED STATES TREASURY NOTE/BOND 1.25% 11/30/2018$1,101,155
PETROLEOS MEXICANOS 8% 05/03/2019$1,095,000
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2042$1,093,502
UNITED TECHNOLOGIES CORP 3.1% 06/01/2022$1,091,398
WESTPAC BANKING CORP 4.875% 11/19/2019$1,090,850
JPMORGAN CHASE & CO 4.95% 03/25/2020$1,089,718
FEDERAL HOME LOAN MORTGAGE CORP 4.875% 06/13/2018$1,089,352
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/20/2044$1,087,260
FREDDIE MAC GOLD POOL 2.5% 09/01/2030$1,084,585
FANNIE MAE POOL 3.5% 07/01/2045$1,084,299
FANNIE MAE POOL 3% 01/01/2030$1,084,266
MORGAN STANLEY BANK OF AMERICA MERRILL L 4.051% 04/15/2047$1,082,924
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2042$1,081,992
FEDERAL HOME LOAN MORTGAGE CORP 3.32% 02/25/2023$1,081,869
ROYAL BANK OF SCOTLAND GROUP PLC 6.4% 10/21/2019$1,080,746
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.125% 01/15/2030$1,076,310
UNITED STATES TREASURY NOTE/BOND 2.375% 05/31/2018$1,075,324
GENERAL ELECTRIC CO 3.375% 03/11/2024$1,072,136
COMM 2013-LC13 MORTGAGE TRUST 3.916% 08/10/2046$1,071,987
FANNIE MAE POOL 2.5% 08/01/2030$1,069,449
BANK OF AMERICA CORP 5.65% 05/01/2018$1,068,078
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$1,067,410
INTERNATIONAL BANK FOR RECONSTRUCTION & 1% 11/15/2017$1,063,813
MORGAN STANLEY 4.875% 11/01/2022$1,058,082
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.775% 08/15/2047$1,057,265
FANNIE MAE POOL 4% 10/01/2043$1,054,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2044$1,054,066
MEDTRONIC INC 3.5% 03/15/2025$1,051,188
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2029$1,051,136
GS MORTGAGE SECURITIES TRUST 2012-GCJ7 3.377% 05/10/2045$1,050,253
WELLS FARGO COMMERCIAL MORTGAGE TRUST 20 3.477% 08/15/2050$1,048,775
GENERAL ELECTRIC CAPITAL CORP 3.1% 01/09/2023$1,048,368
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2042$1,047,974
FEDERAL HOME LOAN MORTGAGE CORP 2.375% 01/13/2022$1,047,605
FREDDIE MAC GOLD POOL 3.5% 12/01/2045$1,047,022
UNITED STATES TREASURY NOTE/BOND 4.5% 05/15/2017$1,045,469
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.715% 02/25/2022$1,043,900
FANNIE MAE POOL 3.5% 11/01/2045$1,039,981
UNITED STATES TREASURY NOTE/BOND 2.625% 04/30/2018$1,038,848
PFIZER INC 3% 06/15/2023$1,036,301
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.882% 02/15/2051$1,035,743
UNITED STATES TREASURY NOTE/BOND 3.125% 04/30/2017$1,032,022
CITIBANK CREDIT CARD ISSUANCE TRUST 2.68% 06/07/2023$1,031,636
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2043$1,028,474
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2029$1,027,702
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 2.962% 11/10/2046$1,026,261
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054$1,025,775
ORACLE CORP 2.25% 10/08/2019$1,025,407
FREDDIE MAC GOLD POOL 4% 08/01/2045$1,024,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 02/19/2019$1,024,013
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875% 09/18/2018$1,023,248
BANK ONE CORP 8% 04/29/2027$1,019,373
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 11/27/2018$1,017,678
FEDERAL HOME LOAN BANKS 1.625% 06/14/2019$1,016,690
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 3.29% 05/15/2048$1,015,992
COMM 2015-LC19 MORTGAGE TRUST 3.183% 02/10/2048$1,014,696
EUROPEAN INVESTMENT BANK 1.625% 12/18/2018$1,013,180
COCA-COLA CO/THE 1.65% 03/14/2018$1,012,986
GOLDMAN SACHS GROUP INC/THE 2.625% 01/31/2019$1,009,518
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/20/2044$1,008,990
FEDERAL HOME LOAN MORTGAGE CORP 1.375% 05/01/2020$1,007,929
MORGAN STANLEY 2.5% 01/24/2019$1,007,485
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 3.137% 02/10/2048$1,006,044
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 05/12/2017$1,005,899
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 08/01/2019$1,005,442
FEDERAL HOME LOAN BANKS 1% 12/19/2017$1,004,003
FEDERAL HOME LOAN MORTGAGE CORP 4.185% 12/25/2020$1,002,903
FEDERAL HOME LOAN MORTGAGE CORP 1% 03/08/2017$1,002,736
FEDERAL HOME LOAN MORTGAGE CORP 1.25% 10/02/2019$1,002,689
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$1,002,353
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 10/26/2017$1,000,933
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 12/20/2017$1,000,763
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,000,123
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/30/2018$1,000,082
INTER-AMERICAN DEVELOPMENT BANK .875% 03/15/2018$998,969
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.27% 07/08/2019$998,088
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$997,810
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2043$997,602
VOLKSWAGEN AUTO LEASE TRUST 2015-A 1.42% 07/22/2019$997,554
JPMORGAN CHASE & CO 3.125% 01/23/2025$997,415
COLGATE-PALMOLIVE CO .9% 05/01/2018$996,552
BANK OF AMERICA NA 1.65% 03/26/2018$996,199
CITIGROUP INC 3.3% 04/27/2025$994,690
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2043$994,197
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$993,247
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$991,134
FEDERAL HOME LOAN MORTGAGE CORP 2% 08/01/2029$990,712
AMERICAN EXPRESS CO 7% 03/19/2018$989,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2029$987,828
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022$981,128
CITIGROUP INC 6.625% 06/15/2032$980,149
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$979,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2044$975,649
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2045$974,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$965,025
FANNIE MAE POOL 3% 02/01/2046$964,594
REPUBLIC OF THE PHILIPPINES 10.625% 03/16/2025$962,896
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2044$961,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2044$960,501
HSBC HOLDINGS PLC 5.25% 03/14/2044$959,947
FANNIE MAE POOL 3% 10/01/2045$959,814
GINNIE MAE II POOL 3% 11/20/2044$957,814
FEDERAL HOME LOAN MORTGAGE CORP 6.25% 07/15/2032$955,095
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2037$951,632
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$948,404
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2044$947,802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0% 10/09/2019$944,746
PACIFICORP 6% 01/15/2039$944,351
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$937,461
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.585% 04/25/2023$937,429
FANNIE MAE POOL 4% 07/01/2045$935,935
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$931,383
FEDERAL HOME LOAN MORTGAGE CORP 3.31% 05/25/2023$929,508
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2044$928,290
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$919,556
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2045$916,101
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2043$915,425
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2043$913,415
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2040$912,626
DIAGEO INVESTMENT CORP 7.45% 04/15/2035$903,978
STATE OF CALIFORNIA 7.625% 03/01/2040$893,316
WAL-MART STORES INC 5.25% 09/01/2035$885,114
REPUBLIC OF TURKEY 4.875% 04/16/2043$883,125
FANNIE MAE POOL 4% 11/01/2044$882,981
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$881,906
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$881,705
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$880,822
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$878,247
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 09/01/2029$874,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$872,871
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2044$871,371
BEAR STEARNS COMMERCIAL MORTGAGE SECURIT 5.537% 10/12/2041$869,368
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$868,386
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$867,941
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2043$867,486
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2044$864,983
TIME WARNER CABLE INC 4.5% 09/15/2042$860,879
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2045$858,842
FEDERAL HOME LOAN MORTGAGE CORP 5.125% 11/17/2017$857,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$856,017
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2041$854,734
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$850,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$848,240
FEDERAL HOME LOAN MORTGAGE CORP 3.06% 07/25/2023$846,622
INTERNATIONAL BANK FOR RECONSTRUCTION & 2.5% 07/29/2025$842,712
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2043$838,285
WELLS FARGO & CO 4.48% 01/16/2024$834,007
HONEYWELL INTERNATIONAL INC 4.25% 03/01/2021$832,639
COMMERCIAL MORTGAGE TRUST 2007-GG11 5.736% 12/10/2049$832,051
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$826,838
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2044$826,641
RAYTHEON CO 6.75% 03/15/2018$826,358
FEDERAL HOME LOAN MORTGAGE CORP 1.02% 04/30/2018$825,837
WASTE MANAGEMENT INC 4.75% 06/30/2020$825,338
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2034$822,224
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.102% 05/15/2046$822,217
MICROSOFT CORP 3.625% 12/15/2023$818,559
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2041$817,549
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2043$816,940
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2042$812,093
MEXICO GOVERNMENT INTERNATIONAL BOND 8.3% 08/15/2031$811,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$810,739
KOREA DEVELOPMENT BANK/THE 3.75% 01/22/2024$808,706
WELLS FARGO & CO 2.1% 05/08/2017$807,870
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$802,548
FANNIE MAE POOL 2.5% 10/01/2030$802,284
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2045$800,219
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$799,282
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2034$798,420
FANNIE MAE POOL 3% 01/01/2046$798,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$798,151
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2034$797,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$797,665
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2028$795,880
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2044$795,407
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2042$795,347
WAL-MART STORES INC 4.3% 04/22/2044$794,150
VERIZON COMMUNICATIONS INC 6.35% 04/01/2019$793,451
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$792,655
UNITED STATES TREASURY NOTE/BOND 1% 06/30/2019$790,463
BPCE SA 4% 04/15/2024$789,107
CD 2007-CD4 COMMERCIAL MORTGAGE TRUST 5.322% 12/11/2049$787,992
GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025$785,534
BANK OF AMERICA CORP 4.875% 04/01/2044$784,381
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$783,965
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$782,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2042$782,818
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/20/2042$781,555
UBS AG/STAMFORD CT 1.375% 06/01/2017$778,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$776,425
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$775,527
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$775,479
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2044$775,307
MORGAN STANLEY 4% 07/23/2025$775,212
NATIONAL AUSTRALIA BANK LTD/NEW YORK 3.375% 01/14/2026$775,025
TIME WARNER INC 4.05% 12/15/2023$774,449
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2042$773,935
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.25% 05/15/2029$772,361
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$772,183
CVS HEALTH CORP 3.875% 07/20/2025$771,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$770,551
FREDDIE MAC GOLD POOL 3% 10/01/2026$766,138
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.75% 11/26/2019$765,485
FANNIE MAE POOL 3% 06/01/2030$764,754
INTER-AMERICAN DEVELOPMENT BANK 1.875% 06/16/2020$764,126
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$762,122
CANADA 1.625% 02/27/2019$762,086
BERKSHIRE HATHAWAY ENERGY CO 2.4% 02/01/2020$761,383
TYSON FOODS INC 2.65% 08/15/2019$760,679
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 03/20/2043$760,376
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/15/2044$758,658
CVS HEALTH CORP 2.25% 12/05/2018$758,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$758,238
GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020$758,021
GILEAD SCIENCES INC 2.05% 04/01/2019$757,516
MCDONALD'S CORP 4.6% 05/26/2045$756,801
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2044$756,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2041$755,513
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.125% 07/18/2017$755,024
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$754,171
MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 03/08/2044$754,000
REPUBLIC OF TURKEY 8% 02/14/2034$753,642
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$753,570
MONDELEZ INTERNATIONAL INC 2.25% 02/01/2019$753,416
THERMO FISHER SCIENTIFIC INC 2.4% 02/01/2019$753,206
EUROPEAN INVESTMENT BANK 2% 03/15/2021$751,149
BANK OF NOVA SCOTIA/THE 1.25% 04/11/2017$750,029
TEXAS INSTRUMENTS INC .875% 03/12/2017$749,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2028$749,440
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 10/20/2043$749,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION .95% 08/23/2017$748,988
WELLS FARGO & CO 2.15% 01/30/2020$748,380
CITIGROUP INC 2.15% 07/30/2018$747,761
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.625% 11/15/2030$747,460
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$747,176
BANK OF MONTREAL 1.4% 04/10/2018$746,349
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$744,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$743,859
STATE OF CALIFORNIA 7.55% 04/01/2039$742,660
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$742,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$740,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$740,151
DOW CHEMICAL CO/THE 8.55% 05/15/2019$739,920
REPUBLIC OF TURKEY 3.25% 03/23/2023$739,696
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$738,380
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025$737,299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2045$736,460
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$735,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2030$735,699
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$735,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 12/01/2034$732,617
PROVINCE OF QUEBEC CANADA 2.875% 10/16/2024$732,416
KFW 2% 05/02/2025$732,086
FREDDIE MAC GOLD POOL 4% 11/01/2042$731,637
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2044$730,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2030$729,813
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$729,134
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$727,341
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2043$726,627
JUNIPER NETWORKS INC 4.35% 06/15/2025$726,430
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$725,737
BARCLAYS PLC 3.25% 01/12/2021$725,202
DEUTSCHE BANK AG/LONDON 3.7% 05/30/2024$724,735
VIACOM INC 4.5% 03/01/2021$723,789
MORGAN STANLEY BANK OF AMERICA MERRILL L 3.085% 08/15/2046$723,242
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03/01/2028$721,273
COMM 2014-UBS2 MORTGAGE TRUST 1.298% 03/10/2047$720,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$717,558
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2043$716,488
BANK OF AMERICA CORP 3.875% 03/22/2017$716,202
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$715,021
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$713,091
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% 01/01/2041$712,470
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2045$710,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2045$710,027
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2040$708,248
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 02/20/2042$705,165
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$703,757
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039$702,045
ORANGE SA 9% 03/01/2031$701,722
INTERNATIONAL BANK FOR RECONSTRUCTION & .875% 04/17/2017$701,465
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$701,342
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2028$701,165
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$699,371
CIGNA CORP 4.5% 03/15/2021$699,128
WELLS FARGO & CO 1.15% 06/02/2017$698,864
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2027$696,584
ABBOTT LABORATORIES 2.95% 03/15/2025$694,353
FEDERAL HOME LOAN BANKS 5.5% 07/15/2036$691,174
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2045$690,129
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2028$689,507
FANNIE MAE POOL 3% 12/01/2045$688,203
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.462% 01/25/2024$687,731
HOME DEPOT INC/THE 5.875% 12/16/2036$687,579
FEDERAL HOME LOAN MORTGAGE CORP 2.144% 08/01/2043$684,997
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 3.622% 07/10/2047$684,672
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2044$684,135
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/11/2017$682,585
DEUTSCHE BANK AG/LONDON 6% 09/01/2017$680,550
KERR-MCGEE CORP 7.875% 09/15/2031$680,216
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2043$679,660
MORGAN STANLEY 5.75% 01/25/2021$675,053
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2043$674,779
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 08/15/2043$674,316
TRAVELERS COS INC/THE 6.75% 06/20/2036$671,786
FANNIE MAE POOL 3% 11/01/2030$671,782
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 05/01/2030$661,541
REPUBLIC OF THE PHILIPPINES 9.5% 02/02/2030$661,285
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2042$660,308
CHEVRON CORP 1.79% 11/16/2018$656,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2044$652,773
SOUTHERN CALIFORNIA EDISON CO 6.65% 04/01/2029$652,104
BANK OF MONTREAL 1.3% 07/14/2017$649,998
TARGET CORP 6.35% 11/01/2032$649,535
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2042$648,413
AT&T INC 4.35% 06/15/2045$647,999
FLORIDA POWER & LIGHT CO 5.95% 02/01/2038$645,881
AMERICAN INTERNATIONAL GROUP INC 2.3% 07/16/2019$645,184
TELEFONICA EMISIONES SAU 5.134% 04/27/2020$643,288
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2033$642,413
ALTRIA GROUP INC 9.25% 08/06/2019$642,200
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$641,547
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039$640,997
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029$640,717
TRANSCANADA PIPELINES LTD 6.35% 05/15/2067$639,800
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 10/20/2044$639,484
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 06/01/2028$638,974
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$638,586
FREDDIE MAC GOLD POOL 4% 11/01/2044$638,552
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$637,240
FREDDIE MAC GOLD POOL 3.5% 02/01/2045$636,927
COMCAST CORP 6.45% 03/15/2037$633,398
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/20/2045$632,819
PFIZER INC 6.05% 03/30/2017$631,828
UNITED STATES TREASURY NOTE/BOND 3.875% 05/15/2018$629,975
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2042$629,373
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$627,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 07/28/2017$624,523
ENERGY TRANSFER PARTNERS LP 4.05% 03/15/2025$622,610
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 12/01/2027$621,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/15/2018$620,041
CISCO SYSTEMS INC 5.9% 02/15/2039$620,019
HSBC HOLDINGS PLC 6.1% 01/14/2042$619,291
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$618,954
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$618,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$617,894
PACIFIC GAS & ELECTRIC CO 6.05% 03/01/2034$615,309
FEDERAL HOME LOAN MORTGAGE CORP 3% 02/01/2032$614,882
FINANCING CORP 9.65% 11/02/2018$612,312
DELTA AIR LINES 2010-2 CLASS A PASS THRO 4.95% 11/23/2020$612,186
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2032$611,064
REPUBLIC OF THE PHILIPPINES 5% 01/13/2037$611,028
UNION PACIFIC CORP 4.821% 02/01/2044$610,626
FEDERAL HOME LOAN MORTGAGE CORP 2.873% 12/25/2021$609,585
AT&T INC 5.8% 02/15/2019$607,262
BNP PARIBAS SA 2.4% 12/12/2018$604,045
REPUBLIC OF PERU 6.55% 03/14/2037$603,750
FEDERAL HOME LOAN MORTGAGE CORP 6.75% 03/15/2031$603,038
INTERNATIONAL PAPER CO 7.5% 08/15/2021$601,430
GOLDMAN SACHS GROUP INC/THE 6.25% 02/01/2041$600,878
CALIFORNIA STATE PUBLIC WORKS BOARD 8.361% 10/01/2034$598,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2028$596,812
PEPSICO INC 5.5% 01/15/2040$594,208
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2027$591,997
GRUPO TELEVISA SAB 5% 05/13/2045$591,608
CAPITAL ONE BANK USA NA 8.8% 07/15/2019$590,091
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$587,886
GINNIE MAE II POOL 4% TBA$587,372
LOCKHEED MARTIN CORP 4.5% 05/15/2036$586,477
CCO SAFARI II LLC 4.908% 07/23/2025$585,622
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2027$585,345
FEDERAL HOME LOAN MORTGAGE CORP 4% 03/01/2042$583,812
KENTUCKY UTILITIES CO 5.125% 11/01/2040$583,335
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$582,133
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 12/01/2027$581,331
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.75% 01/15/2019$581,098
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$580,360
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$580,307
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/20/2043$579,981
SHELL INTERNATIONAL FINANCE BV 6.375% 12/15/2038$579,156
UNITED TECHNOLOGIES CORP 4.5% 06/01/2042$578,988
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$578,203
METLIFE INC 7.717% 02/15/2019$578,107
EUROPEAN INVESTMENT BANK 1.375% 06/15/2020$577,076
TIME WARNER CABLE INC 8.75% 02/14/2019$576,693
CELGENE CORP 4.625% 05/15/2044$574,623
ORACLE CORP 5.375% 07/15/2040$573,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2044$572,502
CARMAX AUTO OWNER TRUST 2013-2 .84% 11/15/2018$572,396
VERIZON COMMUNICATIONS INC 6.4% 02/15/2038$571,937
NEXEN ENERGY ULC 6.4% 05/15/2037$571,723
FANNIE MAE POOL 3% 11/01/2030$571,614
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$571,248
REPUBLIC OF POLAND 6.375% 07/15/2019$571,030
ACTAVIS FUNDING SCS 3% 03/12/2020$570,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$570,227
FEDERAL HOME LOAN MORTGAGE CORP 2.421% 10/01/2043$570,104
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$569,938
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$569,789
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$569,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$568,598
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2041$567,226
REPUBLIC OF ITALY 6.875% 09/27/2023$566,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2043$565,272
21ST CENTURY FOX AMERICA INC 5.65% 08/15/2020$563,670
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 3.091% 08/10/2049$563,368
REPUBLIC OF TURKEY 7.5% 11/07/2019$562,885
JPMORGAN CHASE & CO 6.3% 04/23/2019$561,327
LYONDELLBASELL INDUSTRIES NV 5.75% 04/15/2024$560,454
NATIONAL CITY CORP 6.875% 05/15/2019$560,267
ACTAVIS INC 6.125% 08/15/2019$558,968
21ST CENTURY FOX AMERICA INC 6.2% 12/15/2034$558,448
MEXICO GOVERNMENT INTERNATIONAL BOND 6.05% 01/11/2040$558,125
JPMORGAN CHASE & CO 4.85% 02/01/2044$558,062
VIRGINIA ELECTRIC & POWER CO 2.95% 01/15/2022$557,328
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$556,876
MERCK SHARP & DOHME CORP 5% 06/30/2019$556,794
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$556,285
VOYA FINANCIAL INC 5.5% 07/15/2022$555,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2027$554,388
NISOURCE FINANCE CORP 5.45% 09/15/2020$553,939
BANK OF AMERICA CORP 5.625% 07/01/2020$553,907
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2040$553,843
NOVARTIS SECURITIES INVESTMENT LTD 5.125% 02/10/2019$552,912
EMERSON ELECTRIC CO 5% 04/15/2019$552,579
FORD MOTOR CREDIT CO LLC 5.875% 08/02/2021$552,185
PROCTER & GAMBLE CO/THE 4.7% 02/15/2019$551,301
WELLS FARGO & CO 4.6% 04/01/2021$550,933
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2039$550,731
KEYCORP 5.1% 03/24/2021$550,368
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6% 01/15/2019$549,931
CISCO SYSTEMS INC 4.95% 02/15/2019$549,393
BHP BILLITON FINANCE USA LTD 6.5% 04/01/2019$549,143
BLACKROCK INC 4.25% 05/24/2021$548,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2034$548,453
COMM 2013-CCRE11 MORTGAGE TRUST 5.331% 10/10/2046$547,262
BB&T CORP 5.25% 11/01/2019$546,857
BANK OF AMERICA CORP 6.875% 04/25/2018$546,384
ORACLE CORP 5.75% 04/15/2018$546,252
DEERE & CO 4.375% 10/16/2019$546,135
AMGEN INC 6.15% 06/01/2018$544,725
GINNIE MAE II POOL 3% 10/20/2045$544,690
MORGAN STANLEY 6.625% 04/01/2018$544,289
TARGET CORP 6% 01/15/2018$543,833
AT&T INC 5.5% 02/01/2018$543,817
REPUBLIC OF SOUTH AFRICA 6.875% 05/27/2019$543,563
UNITEDHEALTH GROUP INC 6% 02/15/2018$542,156
COMM 2014-CCRE15 MORTGAGE TRUST 4.074% 02/10/2047$542,064
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2038$541,437
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2043$540,833
FEDERAL HOME LOAN MORTGAGE CORP 3.75% 03/27/2019$540,670
KFW 4.5% 07/16/2018$540,332
GOLDMAN SACHS GROUP INC/THE 6.15% 04/01/2018$539,186
COMM 2014-CCRE16 MORTGAGE TRUST 4.051% 04/10/2047$538,970
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 6.375% 03/01/2041$538,809
AT&T INC 6.15% 09/15/2034$538,712
WESTERN UNION CO/THE 5.253% 04/01/2020$538,616
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2033$538,379
ALTRIA GROUP INC 4% 01/31/2024$538,061
GINNIE MAE II POOL 3% 05/20/2045$537,933
AMAZON.COM INC 3.8% 12/05/2024$537,526
CITIGROUP INC 4.5% 01/14/2022$536,809
CONOCOPHILLIPS HOLDING CO 6.95% 04/15/2029$536,630
MCDONALD'S CORP 5.35% 03/01/2018$536,576
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$535,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2033$535,813
KIMBERLY-CLARK CORP 6.125% 08/01/2017$535,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$535,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$535,412
AT&T INC 4.45% 05/15/2021$535,244
UNION PACIFIC CORP 3.75% 03/15/2024$534,623
INTERNATIONAL BUSINESS MACHINES CORP 5.7% 09/14/2017$534,571
NOVARTIS CAPITAL CORP 3.4% 05/06/2024$534,402
MORGAN STANLEY 5.95% 12/28/2017$534,108
PRECISION CASTPARTS CORP 4.375% 06/15/2045$534,102
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2043$533,888
KFW 4.375% 03/15/2018$533,751
MEDTRONIC INC 4.625% 03/15/2045$533,510
FREDDIE MAC GOLD POOL 4% 07/01/2044$531,998
MIDAMERICAN ENERGY CO 4.4% 10/15/2044$531,816
TRINITY ACQUISITION PLC 4.625% 08/15/2023$530,856
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$530,596
GOLDMAN SACHS GROUP INC/THE 6.25% 09/01/2017$530,548
JPMORGAN CHASE BANK NA 6% 10/01/2017$530,505
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 3.7% 11/16/2025$529,908
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 3.507% 05/15/2045$529,215
KFW 2.75% 09/08/2020$529,181
KFW 2.75% 10/01/2020$528,825
NORTHERN TRUST CORP 3.375% 08/23/2021$528,434
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625% 09/06/2024$528,203
LYONDELLBASELL INDUSTRIES NV 5% 04/15/2019$527,879
JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 3.801% 09/15/2047$527,747
CISCO SYSTEMS INC 3.5% 06/15/2025$527,343
BLACKROCK INC 3.375% 06/01/2022$526,927
EUROPEAN INVESTMENT BANK 5.125% 05/30/2017$525,939
XEROX CORP 6.35% 05/15/2018$525,931
EXPORT-IMPORT BANK OF KOREA 3.25% 08/12/2026$525,900
ACE INA HOLDINGS INC 4.35% 11/03/2045$525,616
MCCORMICK & CO INC/MD 3.25% 11/15/2025$525,409
CITIBANK CREDIT CARD ISSUANCE TRUST 2.88% 01/23/2023$525,313
KRAFT HEINZ FOODS CO 3.95% 07/15/2025$524,953
PEPSICO INC 3% 08/25/2021$524,891
VISA INC 2.2% 12/14/2020$524,602
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2041$524,162
GILEAD SCIENCES INC 3.65% 03/01/2026$524,063
BURLINGTON NORTHERN SANTA FE LLC 5.65% 05/01/2017$523,888
THERMO FISHER SCIENTIFIC INC 4.15% 02/01/2024$522,864
ONE GAS INC 3.61% 02/01/2024$522,701
EUROPEAN INVESTMENT BANK 2.5% 04/15/2021$522,504
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$522,388
KFW 1.625% 03/15/2021$521,879
PACIFIC GAS & ELECTRIC CO 3.4% 08/15/2024$521,480
APPLE INC 2.85% 05/06/2021$521,216
AMERICAN TOWER CORP 4.5% 01/15/2018$520,573
HSBC HOLDINGS PLC 4% 03/30/2022$520,442
CONSUMERS ENERGY CO 3.125% 08/31/2024$519,914
SHELL INTERNATIONAL FINANCE BV 5.2% 03/22/2017$518,772
GOLDMAN SACHS GROUP INC/THE 4% 03/03/2024$518,629
MEDTRONIC INC 4.375% 03/15/2035$518,440
BECTON DICKINSON AND CO 3.734% 12/15/2024$517,347
KONINKLIJKE PHILIPS NV 3.75% 03/15/2022$517,332
BANK OF AMERICA CORP 4% 04/01/2024$516,773
GENERAL ELECTRIC CAPITAL CORP 2.3% 01/14/2019$516,455
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2042$516,435
MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 01/21/2021$516,250
UNITED STATES TREASURY NOTE/BOND 2% 11/30/2022$515,850
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$515,523
FANNIE MAE POOL 3.5% 04/01/2045$514,729
VISA INC 3.15% 12/14/2025$514,716
NOVARTIS CAPITAL CORP 4% 11/20/2045$514,636
FIRST AMERICAN FINANCIAL CORP 4.6% 11/15/2024$513,914
ALLSTATE CORP/THE 3.15% 06/15/2023$513,553
CATERPILLAR INC 3.4% 05/15/2024$513,413
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$513,400
FREDDIE MAC GOLD POOL 2.5% 12/01/2030$513,399
ACTAVIS FUNDING SCS 4.75% 03/15/2045$513,360
WAL-MART STORES INC 2.55% 04/11/2023$512,786
FREDDIE MAC GOLD POOL 2.5% TBA$512,783
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 03/15/2019$512,566
REPUBLIC OF PERU 7.35% 07/21/2025$512,000
COMCAST CORP 2.85% 01/15/2023$511,857
KFW 2.125% 01/17/2023$511,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$511,578
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2042$511,277
CMS ENERGY CORP 4.7% 03/31/2043$511,269
DELPHI AUTOMOTIVE PLC 4.25% 01/15/2026$511,119
BERKSHIRE HATHAWAY INC 2.1% 08/14/2019$511,089
KEYBANK NA/CLEVELAND OH 3.3% 06/01/2025$510,576
YALE UNIVERSITY 2.086% 04/15/2019$510,276
INTERNATIONAL FINANCE CORP 2.125% 11/17/2017$510,136
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$510,085
MORGAN STANLEY BANK OF AMERICA MERRILL L 2.858% 11/15/2045$510,042
TENNESSEE VALLEY AUTHORITY 1.75% 10/15/2018$510,005
KFW 2% 10/04/2022$509,967
MOODY'S CORP 2.75% 07/15/2019$509,957
KFW 1.875% 04/01/2019$509,476
INTERNATIONAL FINANCE CORP 1.75% 09/16/2019$509,012
BERKSHIRE HATHAWAY FINANCE CORP 2% 08/15/2018$508,951
GILEAD SCIENCES INC 4.5% 02/01/2045$508,938
ASIAN DEVELOPMENT BANK 1.75% 09/11/2018$508,807
SVENSK EXPORTKREDIT AB 1.875% 06/17/2019$508,712
BARCLAYS DRYROCK ISSUANCE TRUST 2.2% 12/15/2022$508,519
AGRICULTURAL BANK OF CHINA LTD/NEW YORK 2.75% 05/21/2020$508,473
EXPORT DEVELOPMENT CANADA 1.75% 08/19/2019$508,309
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.75% 06/14/2019$508,130
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL 4.25% 04/15/2024$507,730
BARCLAYS PLC 4.375% 01/12/2026$507,637
LLOYDS BANK PLC 3.5% 05/14/2025$507,414
EXELON CORP 3.95% 06/15/2025$507,053
JPMORGAN CHASE & CO 3.2% 01/25/2023$507,030
MUFG UNION BANK NA 2.625% 09/26/2018$506,586
ASIAN DEVELOPMENT BANK 1.875% 02/18/2022$506,556
SOUTHWEST AIRLINES CO 2.65% 11/05/2020$506,328
PETROLEOS MEXICANOS 5.5% 01/21/2021$506,150
DOMINION GAS HOLDINGS LLC 3.6% 12/15/2024$505,908
TIME WARNER INC 3.875% 01/15/2026$505,585
AMERICAN HONDA FINANCE CORP 2.125% 10/10/2018$505,329
INDIANA MICHIGAN POWER CO 3.2% 03/15/2023$505,044
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.375% 04/10/2018$504,972
BRITISH TELECOMMUNICATIONS PLC 2.35% 02/14/2019$504,839
JM SMUCKER CO/THE 2.5% 03/15/2020$504,631
EUROPEAN INVESTMENT BANK 1.75% 03/15/2017$504,613
SVENSKA HANDELSBANKEN AB 2.25% 06/17/2019$504,517
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.375% 05/21/2025$504,445
BB&T CORP 2.45% 01/15/2020$504,310
LOCKHEED MARTIN CORP 2.5% 11/23/2020$504,217
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2 2.85% 12/10/2045$504,185
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$504,059
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$503,622
US BANCORP 1.65% 05/15/2017$503,101
METLIFE INC 3.6% 04/10/2024$503,036
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.75% 07/31/2018$502,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.125% 04/27/2017$502,505
GENERAL MOTORS CO 3.5% 10/02/2018$502,250
AMERICA MOVIL SAB DE CV 3.125% 07/16/2022$502,248
WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024$502,234
FEDEX CORP 4.75% 11/15/2045$502,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2041$502,077
ROYAL BANK OF CANADA 2% 12/10/2018$502,065
BOSTON SCIENTIFIC CORP 3.85% 05/15/2025$501,966
CVS HEALTH CORP 1.9% 07/20/2018$501,943
INTERNATIONAL FINANCE CORP 1.25% 07/16/2018$501,788
EUROPEAN INVESTMENT BANK 1.125% 09/15/2017$501,669
ASIAN DEVELOPMENT BANK 1.125% 03/15/2017$501,543
CCO SAFARI II LLC 3.579% 07/23/2020$501,393
APPLE INC 1.05% 05/05/2017$501,354
INTER-AMERICAN DEVELOPMENT BANK 1.125% 03/15/2017$501,162
FORD CREDIT AUTO OWNER TRUST 2013-C 1.25% 10/15/2018$501,119
FIFTH THIRD AUTO TRUST 2014-3 1.47% 05/17/2021$500,965
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$500,821
TOYOTA MOTOR CREDIT CORP 1.125% 05/16/2017$500,804
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625% 04/26/2018$500,728
FIRST REPUBLIC BANK/CA 2.375% 06/17/2019$500,400
JOHNSON CONTROLS INC 3.625% 07/02/2024$500,204
SYNCHRONY FINANCIAL 4.25% 08/15/2024$500,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.07% 09/27/2017$500,062
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$500,041
HONDA AUTO RECEIVABLES 2014-4 OWNER TRUS .99% 09/17/2018$500,002
ROYAL BANK OF CANADA 1.25% 06/16/2017$499,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION .875% 05/21/2018$499,723
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 04/30/2018$499,659
ROYAL BANK OF CANADA 1.4% 10/13/2017$499,626
BNP PARIBAS SA 1.375% 03/17/2017$499,552
AMERICAN HONDA FINANCE CORP 1.6% 07/13/2018$499,533
BANK OF AMERICA CORP 3.3% 01/11/2023$499,494
NORTHROP GRUMMAN CORP 1.75% 06/01/2018$499,429
WELLS FARGO & CO 1.5% 01/16/2018$499,280
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$499,266
CHEVRON CORP 1.345% 11/15/2017$499,014
DOLLAR GENERAL CORP 1.875% 04/15/2018$498,997
WESTPAC BANKING CORP 1.95% 11/23/2018$498,906
VALERO ENERGY CORP 6.625% 06/15/2037$498,872
JAPAN BANK FOR INTERNATIONAL COOPERATION 1.125% 07/19/2017$498,847
MYLAN NV 3.75% 12/15/2020$498,581
UBS AG/STAMFORD CT 1.375% 08/14/2017$498,257
EUROPEAN INVESTMENT BANK 1% 06/15/2018$498,120
ALEXANDRIA REAL ESTATE EQUITIES INC 2.75% 01/15/2020$497,863
ELI LILLY & CO 3.7% 03/01/2045$497,622
HSBC USA INC 2.25% 06/23/2019$497,577
PRECISION CASTPARTS CORP 1.25% 01/15/2018$497,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$497,343
TENNESSEE VALLEY AUTHORITY 3.5% 12/15/2042$496,828
RIO TINTO FINANCE USA PLC 2% 03/22/2017$496,594
STATOIL ASA 3.15% 01/23/2022$496,448
SOUTHERN CO/THE 2.15% 09/01/2019$496,374
STATOIL ASA 1.25% 11/09/2017$496,268
VENTAS REALTY LP 1.25% 04/17/2017$496,065
SUNCOR ENERGY INC 7.15% 02/01/2032$496,000
GOLDMAN SACHS GROUP INC/THE 3.5% 01/23/2025$495,977
BP CAPITAL MARKETS PLC 2.237% 05/10/2019$495,906
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2038$495,372
DOW CHEMICAL CO/THE 3% 11/15/2022$495,122
HSBC USA INC 2.375% 11/13/2019$494,953
ZIMMER BIOMET HOLDINGS INC 3.55% 04/01/2025$494,792
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$494,569
REPUBLIC OF PANAMA 5.2% 01/30/2020$494,438
FORD MOTOR CREDIT CO LLC 3.2% 01/15/2021$494,163
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2045$494,123
GENERAL DYNAMICS CORP 2.25% 11/15/2022$493,979
MANUFACTURERS & TRADERS TRUST CO 2.1% 02/06/2020$493,388
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2029$493,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$492,906
HSBC HOLDINGS PLC 4.25% 03/14/2024$492,894
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.125% 02/10/2025$492,875
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/20/2042$492,644
ECOPETROL SA 4.25% 09/18/2018$491,875
TRANSCANADA PIPELINES LTD 5.85% 03/15/2036$491,627
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1% 10/05/2018$490,888
VERISK ANALYTICS INC 4% 06/15/2025$490,778
PNC BANK NA 2.7% 11/01/2022$490,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2041$488,875
SYSCO CORP 2.6% 06/12/2022$488,574
RIO TINTO FINANCE USA PLC 3.5% 03/22/2022$488,485
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2035$488,092
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2042$487,294
BANK OF AMERICA CORP 4% 01/22/2025$486,618
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2026$485,388
CATERPILLAR INC 4.75% 05/15/2064$484,844
FREDDIE MAC GOLD POOL 3% 12/01/2045$484,577
BED BATH & BEYOND INC 3.749% 08/01/2024$483,929
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$483,774
SHELL INTERNATIONAL FINANCE BV 2.375% 08/21/2022$483,314
EMC CORP/MA 1.875% 06/01/2018$481,392
SOUTHERN CALIFORNIA GAS CO 5.125% 11/15/2040$481,196
TIME WARNER INC 7.7% 05/01/2032$481,124
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$479,828
REPUBLIC OF COLOMBIA 6.125% 01/18/2041$478,750
CONOCOPHILLIPS CANADA FUNDING CO I 5.95% 10/15/2036$477,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$476,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$473,809
BP CAPITAL MARKETS PLC 2.75% 05/10/2023$473,738
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$469,991
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2043$468,511
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2033$468,455
KRAFT FOODS GROUP INC 6.875% 01/26/2039$467,807
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$467,001
STATE OF ILLINOIS 5.1% 06/01/2033$465,355
PETROLEOS MEXICANOS 4.875% 01/18/2024$464,900
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$464,863
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2044$464,228
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038$464,129
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.875% 10/07/2019$462,431
FANNIE MAE POOL 2.5% 02/01/2031$462,060
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2044$461,977
HALLIBURTON CO 7.45% 09/15/2039$461,795
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2039$461,344
CSX CORP 4.5% 08/01/2054$460,180
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$460,156
TELEFONICA EUROPE BV 8.25% 09/15/2030$459,895
EXPORT-IMPORT BANK OF KOREA 5% 04/11/2022$459,760
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$459,554
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 07/15/2042$459,284
CENTERPOINT ENERGY RESOURCES CORP 4.5% 01/15/2021$457,043
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036$456,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$456,571
APPLE INC 4.375% 05/13/2045$455,128
PETROLEOS MEXICANOS 6.625% 06/15/2035$454,250
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2035$454,136
REPUBLIC OF COLOMBIA 5.625% 02/26/2044$453,750
PROGRESS ENERGY INC 7.05% 03/15/2019$453,356
HOME DEPOT INC/THE 2% 04/01/2021$452,972
FANNIE MAE POOL 3% 09/01/2030$452,658
INTER-AMERICAN DEVELOPMENT BANK 1.25% 01/16/2018$452,574
BANK OF AMERICA CORP 5.875% 01/05/2021$451,846
KINDER MORGAN ENERGY PARTNERS LP 4.15% 03/01/2022$448,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 03/01/2043$448,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$448,361
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2042$446,990
BOSTON PROPERTIES LP 3.125% 09/01/2023$446,543
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2043$446,207
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2041$445,955
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2040$445,847
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$445,771
APPLE INC 2% 05/06/2020$445,554
BNP PARIBAS SA 5% 01/15/2021$444,848
ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.2% 01/15/2039$443,852
STATE OF ISRAEL 4% 06/30/2022$443,536
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2044$441,763
AMERICAN INTERNATIONAL GROUP INC 6.25% 05/01/2036$440,753
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$440,380
STATE OF ISRAEL 5.5% 04/26/2024$439,721
COUNTY OF COOK IL 6.229% 11/15/2034$439,476
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2035$439,058
AMERICA MOVIL SAB DE CV 5% 03/30/2020$438,690
INTER-AMERICAN DEVELOPMENT BANK 3.875% 02/14/2020$438,270
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/20/2041$437,749
CONSTELLATION ENERGY GROUP INC 5.15% 12/01/2020$436,815
CLEVELAND ELECTRIC ILLUMINATING CO/THE 7.88% 11/01/2017$436,759
CITY OF HOUSTON TX COMBINED UTILITY SYST 3.828% 05/15/2028$436,592
SIMON PROPERTY GROUP LP 4.375% 03/01/2021$436,228
DEVON ENERGY CORP 5.85% 12/15/2025$435,763
REYNOLDS AMERICAN INC 4.45% 06/12/2025$435,161
JPMORGAN CHASE & CO 4.5% 01/24/2022$434,152
GENERAL MOTORS CO 5.2% 04/01/2045$433,421
DISCOVERY COMMUNICATIONS LLC 5.625% 08/15/2019$433,136
PEPSICO INC 5% 06/01/2018$432,986
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2037$432,907
FEDERAL HOME LOAN MORTGAGE CORP 3.016% 02/25/2023$432,731
GREAT PLAINS ENERGY INC 4.85% 06/01/2021$432,471
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$431,800
ALTRIA GROUP INC 4.25% 08/09/2042$430,785
CISCO SYSTEMS INC 2.45% 06/15/2020$430,542
ARCHER-DANIELS-MIDLAND CO 5.45% 03/15/2018$430,142
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$429,670
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$428,582
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$428,561
SIMON PROPERTY GROUP LP 4.75% 03/15/2042$428,544
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2043$428,010
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$427,625
BEAR STEARNS COS LLC/THE 6.4% 10/02/2017$427,385
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$425,921
STATE STREET CORP 3.7% 11/20/2023$425,608
HSBC BANK USA NA/BUFFALO NY 4.875% 08/24/2020$425,249
KFW 0% 04/18/2036$424,967
CLOROX CO/THE 3.8% 11/15/2021$424,924
FEDERAL HOME LOAN MORTGAGE CORP 3% 03/01/2045$424,819
DUKE ENERGY CAROLINAS LLC 6.45% 10/15/2032$424,229
DEUTSCHE TELEKOM INTERNATIONAL FINANCE B 8.75% 06/15/2030$424,063
BEAR STEARNS COS LLC/THE 4.65% 07/02/2018$423,618
APPLE INC 3.45% 05/06/2024$422,978
CARNIVAL CORP 3.95% 10/15/2020$422,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2026$422,566
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2044$422,547
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 3.875% 02/08/2022$421,734
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2038$421,025
ABBVIE INC 2.5% 05/14/2020$420,890
COMCAST CORP 3.375% 08/15/2025$420,526
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2041$420,290
BURLINGTON NORTHERN SANTA FE LLC 7.95% 08/15/2030$419,932
DIGNITY HEALTH 3.812% 11/01/2024$419,314
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2041$418,914
VENTAS REALTY LP / VENTAS CAPITAL CORP 4.25% 03/01/2022$418,634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$418,244
PPG INDUSTRIES INC 3.6% 11/15/2020$417,502
VERIZON COMMUNICATIONS INC 3.5% 11/01/2021$417,373
AMERIPRISE FINANCIAL INC 3.7% 10/15/2024$417,158
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2039$416,822
AFLAC INC 3.625% 06/15/2023$416,288
FREDDIE MAC GOLD POOL 3% 01/01/2031$415,806
ASSOCIATED BANC-CORP 4.25% 01/15/2025$414,976
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 12/15/2039$413,953
VALE OVERSEAS LTD 4.625% 09/15/2020$413,600
MARATHON OIL CORP 5.9% 03/15/2018$413,238
AMGEN INC 3.625% 05/22/2024$412,474
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$412,281
ASIAN DEVELOPMENT BANK 2.125% 11/24/2021$412,122
LOWE'S COS INC 4.25% 09/15/2044$412,004
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2040$411,674
NASDAQ OMX GROUP INC/THE 4.25% 06/01/2024$411,672
ONCOR ELECTRIC DELIVERY CO LLC 7.5% 09/01/2038$411,488
PROVINCE OF ONTARIO CANADA 2.5% 09/10/2021$410,948
LAZARD GROUP LLC 4.25% 11/14/2020$410,834
PEPSICO INC 2.75% 03/01/2023$410,746
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2040$410,697
FANNIE MAE POOL 2.5% 02/01/2031$410,651
ORIENTAL REPUBLIC OF URUGUAY 8% 11/18/2022$410,211
EXXON MOBIL CORP 3.176% 03/15/2024$409,696
KROGER CO/THE 2.95% 11/01/2021$409,076
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 4.625% 12/01/2023$408,618
UNITED PARCEL SERVICE INC 2.45% 10/01/2022$408,466
PHILLIPS 66 4.3% 04/01/2022$408,456
INTER-AMERICAN DEVELOPMENT BANK 1.75% 08/24/2018$408,341
UNIVERSITY OF CALIFORNIA 6.548% 05/15/2048$408,036
HOME DEPOT INC/THE 2% 06/15/2019$407,964
INTESA SANPAOLO SPA 3.875% 01/15/2019$407,387
NATIONAL RETAIL PROPERTIES INC 3.9% 06/15/2024$406,580
COUNCIL OF EUROPE DEVELOPMENT BANK 1.75% 11/14/2019$406,345
STARBUCKS CORP 2% 12/05/2018$406,076
CORPBANCA SA 3.875% 09/22/2019$405,988
MORGAN STANLEY 3.7% 10/23/2024$405,940
EUROPEAN BANK FOR RECONSTRUCTION & DEVEL 1.875% 02/23/2022$405,326
AON PLC 3.5% 06/14/2024$404,580
AMEREN ILLINOIS CO 2.7% 09/01/2022$404,547
CHEVRON CORP 3.191% 06/24/2023$404,539
FIFTH THIRD BANK/CINCINNATI OH 2.875% 10/01/2021$403,831
MARRIOTT INTERNATIONAL INC/MD 3.125% 10/15/2021$403,549
VERIZON COMMUNICATIONS INC 5.05% 03/15/2034$403,400
DOMINION RESOURCES INC/VA 2.5% 12/01/2019$403,356
HUMANA INC 3.85% 10/01/2024$403,304
CONOCOPHILLIPS CO 4.3% 11/15/2044$403,241
INTEL CORP 1.35% 12/15/2017$402,571
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2039$402,309
CREDIT SUISSE/NEW YORK NY 3.625% 09/09/2024$402,049
ARROW ELECTRONICS INC 3% 03/01/2018$401,930
LLOYDS BANK PLC 2.35% 09/05/2019$401,445
ORACLE CORP 2.5% 10/15/2022$401,353
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/20/2027$401,283
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2030$401,132
BAIDU INC 2.75% 06/09/2019$401,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2042$401,006
MEDTRONIC INC 2.75% 04/01/2023$400,959
FEDERAL HOME LOAN MORTGAGE CORP 2.075% 12/25/2019$400,756
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$400,511
BB&T CORP 1.6% 08/15/2017$400,447
METROPOLITAN TRANSPORTATION AUTHORITY 6.648% 11/15/2039$400,422
RYDER SYSTEM INC 2.35% 02/26/2019$400,403
UNITEDHEALTH GROUP INC 1.625% 03/15/2019$400,387
MCKESSON CORP 4.883% 03/15/2044$400,351
TOYOTA MOTOR CREDIT CORP 1.25% 10/05/2017$400,306
GENERAL MILLS INC 1.4% 10/20/2017$400,241
PNC BANK NA 1.5% 10/18/2017$399,806
XLIT LTD 2.3% 12/15/2018$399,782
UNITED PARCEL SERVICE INC 6.2% 01/15/2038$399,721
INTERNATIONAL BANK FOR RECONSTRUCTION & 1.625% 02/10/2022$399,541
EUROPEAN INVESTMENT BANK 1% 03/15/2018$399,496
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$399,284
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 1.25% 06/13/2017$399,203
CITIGROUP INC 8.125% 07/15/2039$399,080
ABBVIE INC 3.6% 05/14/2025$398,916
PROVINCE OF ONTARIO CANADA 1.2% 02/14/2018$398,775
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2033$398,690
ABBEY NATIONAL TREASURY SERVICES PLC/LON 2.35% 09/10/2019$397,886
CAPITAL ONE BANK USA NA 2.3% 06/05/2019$397,844
HIGHWOODS REALTY LP 3.2% 06/15/2021$397,834
SOUTHERN COPPER CORP 5.875% 04/23/2045$397,736
INTERNATIONAL BUSINESS MACHINES CORP 1.625% 05/15/2020$397,506
KEYSIGHT TECHNOLOGIES INC 3.3% 10/30/2019$397,382
EASTMAN CHEMICAL CO 2.7% 01/15/2020$396,888
STATE OF OREGON DEPARTMENT OF TRANSPORTA 5.834% 11/15/2034$395,895
BANK OF AMERICA CORP 4.25% 10/22/2026$395,598
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$394,695
AGRIUM INC 6.125% 01/15/2041$394,344
PHARMACIA CORP 6.5% 12/01/2018$394,326
TOTAL CAPITAL INTERNATIONAL SA 2.875% 02/17/2022$394,318
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$394,284
BARCLAYS PLC 2.75% 11/08/2019$394,116
UNITEDHEALTH GROUP INC 6.625% 11/15/2037$393,528
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$393,507
PRAXAIR INC 2.2% 08/15/2022$393,388
COMCAST CORP 7.05% 03/15/2033$393,385
AMERICAN TOWER CORP 3.5% 01/31/2023$393,195
NEW YORK CITY MUNICIPAL WATER FINANCE AU 5.724% 06/15/2042$393,063
WELLS FARGO BANK NA 6.6% 01/15/2038$392,860
PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024$392,638
APACHE CORP 5.25% 02/01/2042$392,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2028$392,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$391,898
HCP INC 4.25% 11/15/2023$391,805
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 02/01/2033$391,614
TRANSCANADA PIPELINES LTD 3.75% 10/16/2023$391,364
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$391,252
REPUBLIC OF SOUTH AFRICA 4.665% 01/17/2024$391,107
FEDERAL HOME LOAN MORTGAGE CORP 3% 06/01/2045$390,226
RIO TINTO FINANCE USA PLC 2.25% 12/14/2018$390,187
INTERNATIONAL BUSINESS MACHINES CORP 7% 10/30/2025$389,673
GOLDCORP INC 3.625% 06/09/2021$389,522
BURLINGTON NORTHERN SANTA FE LLC 5.15% 09/01/2043$389,105
ENTERPRISE PRODUCTS OPERATING LLC 2.55% 10/15/2019$387,411
WESTAR ENERGY INC 4.625% 09/01/2043$387,236
HISTORIC TW INC 9.15% 02/01/2023$387,229
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2041$387,042
BNP PARIBAS SA 4.25% 10/15/2024$386,995
CSX CORP 6% 10/01/2036$386,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2026$385,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$385,868
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$385,118
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2032$385,015
CHEVRON CORP 2.355% 12/05/2022$384,243
FANNIE MAE POOL 3% 04/01/2045$383,685
BEAR STEARNS COS LLC/THE 7.25% 02/01/2018$383,681
FREDDIE MAC GOLD POOL 3% 01/01/2046$383,230
CORNING INC 4.75% 03/15/2042$382,957
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2040$382,308
HESS CORP 1.3% 06/15/2017$381,178
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$381,048
NEWMONT MINING CORP 3.5% 03/15/2022$381,033
DALLAS AREA RAPID TRANSIT 5.022% 12/01/2048$379,740
WELLS FARGO & CO 5.375% 11/02/2043$379,447
METHANEX CORP 3.25% 12/15/2019$378,334
WELLS FARGO & CO 3.9% 05/01/2045$378,054
DISTRICT OF COLUMBIA WATER & SEWER AUTHO 4.814% 10/01/2114$377,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2040$376,724
PUBLIC SERVICE CO OF OKLAHOMA 6.625% 11/15/2037$376,370
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2029$376,200
BANK ONE CORP 7.625% 10/15/2026$375,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2043$374,704
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.75% 07/01/2034$374,502
MOTOROLA SOLUTIONS INC 7.5% 05/15/2025$374,456
COMMONWEALTH EDISON CO 5.9% 03/15/2036$374,432
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2041$374,336
MORGAN STANLEY 6.375% 07/24/2042$374,291
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST 3.575% 01/15/2028$374,163
MOSAIC CO/THE 5.625% 11/15/2043$373,586
COCA-COLA CO/THE 3.2% 11/01/2023$373,114
REPUBLIC OF TURKEY 5.75% 03/22/2024$372,409
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$372,163
DALLAS COUNTY HOSPITAL DISTRICT 5.621% 08/15/2044$372,096
CELGENE CORP 3.875% 08/15/2025$371,799
PFIZER INC 4.4% 05/15/2044$371,625
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024$371,561
AON PLC 4.45% 05/24/2043$371,118
ALIBABA GROUP HOLDING LTD 3.125% 11/28/2021$369,994
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$369,820
PSEG POWER LLC 8.625% 04/15/2031$369,628
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2031$369,581
HONEYWELL INTERNATIONAL INC 5.7% 03/15/2036$368,167
PFIZER INC 3.4% 05/15/2024$367,612
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$367,608
CCO SAFARI II LLC 6.834% 10/23/2055$367,417
LOWE'S COS INC 5.8% 04/15/2040$367,046
NORTHERN STATES POWER CO/MN 4.125% 05/15/2044$366,601
APPLE INC 2.25% 02/23/2021$366,404
CF INDUSTRIES INC 3.45% 06/01/2023$366,179
CBL & ASSOCIATES LP 4.6% 10/15/2024$366,132
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2044$365,761
MCDONALD'S CORP 2.75% 12/09/2020$365,675
SIERRA PACIFIC POWER CO 3.375% 08/15/2023$365,255
METROPOLITAN GOVERNMENT OF NASHVILLE & D 5.707% 07/01/2034$364,953
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2044$364,809
STARWOOD HOTELS & RESORTS WORLDWIDE INC 4.5% 10/01/2034$364,642
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA 6.637% 04/01/2057$364,602
MARATHON PETROLEUM CORP 5.85% 12/15/2045$364,309
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$363,755
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$363,675
ANHEUSER-BUSCH INBEV FINANCE INC 4.7% 02/01/2036$362,377
APPLE INC 3.2% 05/13/2025$362,093
ORACLE CORP 2.8% 07/08/2021$362,056
ORACLE CORP 4.5% 07/08/2044$361,823
REPUBLIC OF PANAMA 6.7% 01/26/2036$361,440
WISCONSIN POWER & LIGHT CO 4.1% 10/15/2044$360,601
KOREA DEVELOPMENT BANK/THE 2.875% 08/22/2018$360,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2042$360,025
LOCKHEED MARTIN CORP 2.9% 03/01/2025$359,859
WAL-MART STORES INC 7.55% 02/15/2030$359,655
COCA-COLA CO/THE 2.875% 10/27/2025$359,329
BRITISH TELECOMMUNICATIONS PLC 9.625% 12/15/2030$358,742
HALLIBURTON CO 2.7% 11/15/2020$358,560
ABBEY NATIONAL TREASURY SERVICES PLC/LON 3.05% 08/23/2018$358,387
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2032$358,361
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024$358,355
DALLAS INDEPENDENT SCHOOL DISTRICT 6.45% 02/15/2035$357,960
REYNOLDS AMERICAN INC 6.15% 09/15/2043$356,738
NORFOLK SOUTHERN CORP 4.8% 08/15/2043$356,157
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 03/01/2033$356,150
KLA-TENCOR CORP 3.375% 11/01/2019$355,651
WELLS FARGO & CO 4.9% 11/17/2045$355,630
TENNESSEE GAS PIPELINE CO LLC 7% 10/15/2028$355,530
VISA INC 4.3% 12/14/2045$355,295
WP CAREY INC 4.6% 04/01/2024$354,875
WEYERHAEUSER CO 7.375% 03/15/2032$354,658
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2026$354,456
FREDDIE MAC GOLD POOL 3% 12/01/2030$354,312
ATMOS ENERGY CORP 4.125% 10/15/2044$354,284
FMS WERTMANAGEMENT AOER 1.625% 11/20/2018$354,267
CONSOLIDATED EDISON CO OF NEW YORK INC 5.5% 12/01/2039$354,025
OHIO STATE UNIVERSITY/THE 4.91% 06/01/2040$354,018
OESTERREICHISCHE KONTROLLBANK AG 1.625% 03/12/2019$353,954
REPUBLIC OF THE PHILIPPINES 6.5% 01/20/2020$353,604
CISCO SYSTEMS INC 2.2% 02/28/2021$353,539
DOVER CORP 5.375% 03/01/2041$353,481
WELLS FARGO & CO 2.55% 12/07/2020$352,787
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/20/2044$352,558
COCA-COLA FEMSA SAB DE CV 2.375% 11/26/2018$351,855
STATE OF TEXAS 4.681% 04/01/2040$351,519
ANHEUSER-BUSCH INBEV WORLDWIDE INC 6.875% 11/15/2019$351,143
REYNOLDS AMERICAN INC 6.875% 05/01/2020$351,000
TOYOTA MOTOR CREDIT CORP 1.7% 02/19/2019$350,922
FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2029$350,656
GENERAL MOTORS CO 4% 04/01/2025$350,585
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 12/28/2017$349,655
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 1.125% 03/13/2017$349,642
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/20/2042$349,182
UNUM GROUP 4% 03/15/2024$349,100
GENERAL MILLS INC 5.4% 06/15/2040$349,062
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2040$348,479
BP CAPITAL MARKETS PLC 3.814% 02/10/2024$348,031
HYDRO-QUEBEC 8.05% 07/07/2024$347,617
BANK OF AMERICA CORP 5.875% 02/07/2042$346,933
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/20/2041$346,625
REPUBLIC OF ITALY 5.375% 06/15/2033$346,543
CSX CORP 7.375% 02/01/2019$345,273
CANADIAN NATURAL RESOURCES LTD 5.85% 02/01/2035$344,878
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$344,773
NOMURA HOLDINGS INC 6.7% 03/04/2020$344,699
MEADWESTVACO CORP 7.375% 09/01/2019$344,472
CANADIAN PACIFIC RAILWAY CO 7.25% 05/15/2019$344,159
STATE OF GEORGIA 4.503% 11/01/2025$343,872
QUALCOMM INC 2.25% 05/20/2020$343,723
HEWLETT PACKARD ENTERPRISE CO 6.35% 10/15/2045$342,145
GOLDMAN SACHS GROUP INC/THE 7.5% 02/15/2019$341,656
BHP BILLITON FINANCE USA LTD 5% 09/30/2043$341,617
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2041$341,429
GOLDMAN SACHS GROUP INC/THE 5.75% 01/24/2022$341,260
NATIONAL RURAL UTILITIES COOPERATIVE FIN 10.375% 11/01/2018$340,843
PRINCIPAL FINANCIAL GROUP INC 3.4% 05/15/2025$340,146
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014 1.199% 03/10/2047$340,113
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$340,048
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2043$340,025
WELLS FARGO & CO 3% 02/19/2025$340,007
FANNIE MAE POOL 3% 12/01/2030$339,879
BHP BILLITON FINANCE USA LTD 4.125% 02/24/2042$339,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2041$339,035
HEALTH CARE REIT INC 6.125% 04/15/2020$337,743
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/20/2038$337,434
ECOLAB INC 5.5% 12/08/2041$337,349
KINDER MORGAN ENERGY PARTNERS LP 3.5% 09/01/2023$336,786
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2039$336,664
GENERAL ELECTRIC CAPITAL CORP 4.625% 01/07/2021$335,430
AEGON FUNDING CO LLC 5.75% 12/15/2020$335,279
WAL-MART STORES INC 4.25% 04/15/2021$335,166
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$334,229
AMGEN INC 6.9% 06/01/2038$334,102
HOST HOTELS & RESORTS LP 6% 10/01/2021$334,068
NORFOLK SOUTHERN CORP 5.9% 06/15/2019$334,001
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2041$333,974
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040$333,889
GOLDMAN SACHS GROUP INC/THE 5.25% 07/27/2021$333,664
CNA FINANCIAL CORP 5.75% 08/15/2021$333,544
CONNECTICUT LIGHT & POWER CO/THE 5.5% 02/01/2019$333,440
GOLDMAN SACHS GROUP INC/THE 5.95% 01/15/2027$333,391
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2041$333,318
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 5.75% 12/01/2043$332,855
UNILEVER CAPITAL CORP 4.25% 02/10/2021$332,810
CIGNA CORP 5.125% 06/15/2020$331,802
PRUDENTIAL FINANCIAL INC 5.375% 06/21/2020$331,609
WAL-MART STORES INC 4.875% 07/08/2040$331,225
BERKSHIRE HATHAWAY FINANCE CORP 4.25% 01/15/2021$330,711
REPUBLIC SERVICES INC 5.5% 09/15/2019$330,580
THOMSON REUTERS CORP 6.5% 07/15/2018$330,501
NISOURCE FINANCE CORP 5.25% 02/15/2043$330,370
KRAFT HEINZ FOODS CO 2% 07/02/2018$329,801
GILEAD SCIENCES INC 4.4% 12/01/2021$329,632
MERCK & CO INC 6.5% 12/01/2033$329,553
KFW 4% 01/27/2020$329,372
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$329,197
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$329,099
STATE OF UTAH 3.539% 07/01/2025$328,968
BANK OF AMERICA CORP 5% 05/13/2021$328,041
JPMORGAN CHASE & CO 4.625% 05/10/2021$327,675
VERIZON COMMUNICATIONS INC 6% 04/01/2041$327,416
MEDTRONIC INC 4.45% 03/15/2020$327,252
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2024$326,888
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2041$326,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.827% 01/01/2042$326,630
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2040$326,630
COCA-COLA ENTERPRISES INC 4.5% 09/01/2021$326,432
WYETH LLC 6.5% 02/01/2034$326,291
INTEL CORP 4.9% 07/29/2045$326,195
GOOGLE INC 3.625% 05/19/2021$326,072
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$325,723
AXA SA 8.6% 12/15/2030$325,625
PORT AUTHORITY OF NEW YORK & NEW JERSEY 6.04% 12/01/2029$325,464
CLEVELAND ELECTRIC ILLUMINATING CO/THE 5.95% 12/15/2036$324,974
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2041$324,499
21ST CENTURY FOX AMERICA INC 6.15% 02/15/2041$324,435
CVS HEALTH CORP 4% 12/05/2023$324,411
ARIZONA PUBLIC SERVICE CO 4.5% 04/01/2042$324,247
ENERGY TRANSFER PARTNERS LP 6.5% 02/01/2042$324,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2027$323,880
EI DU PONT DE NEMOURS & CO 4.25% 04/01/2021$323,793
BARRICK PD AUSTRALIA FINANCE PTY LTD 5.95% 10/15/2039$323,740
GATX CORP 4.75% 06/15/2022$323,710
SEAGATE HDD CAYMAN 4.75% 06/01/2023$323,683
WAL-MART STORES INC 3.625% 07/08/2020$323,676
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2029$323,663
ENBRIDGE ENERGY PARTNERS LP 9.875% 03/01/2019$323,065
JOHN DEERE CAPITAL CORP 3.9% 07/12/2021$323,010
PEPSICO INC 4.45% 04/14/2046$322,493
NORTHERN TRUST CORP 3.95% 10/30/2025$322,127
KELLOGG CO 4.15% 11/15/2019$321,738
AMERICAN EXPRESS CREDIT CORP 2.6% 09/14/2020$321,725
PUGET SOUND ENERGY INC 4.434% 11/15/2041$321,699
SHELL INTERNATIONAL FINANCE BV 2.125% 05/11/2020$321,536
HONEYWELL INTERNATIONAL INC 3.35% 12/01/2023$321,233
BECTON DICKINSON AND CO 5% 11/12/2040$321,115
INTEL CORP 4.8% 10/01/2041$321,066
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2035$321,058
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2041$320,999
AMGEN INC 3.875% 11/15/2021$320,956
DUKE ENERGY INDIANA INC 3.75% 07/15/2020$320,914
QUEST DIAGNOSTICS INC 4.7% 04/01/2021$320,600
BANK OF AMERICA CORP 4.75% 04/21/2045$320,600
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2034$320,474
PROGRESS ENERGY INC 4.4% 01/15/2021$320,375
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$320,184
TOTAL CAPITAL SA 4.45% 06/24/2020$320,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2039$319,903
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2044$319,652
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$319,579
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 02/15/2033$318,722
DTE ELECTRIC CO 3.45% 10/01/2020$318,642
CREDIT SUISSE USA INC 7.125% 07/15/2032$318,236
BOSTON PROPERTIES LP 4.125% 05/15/2021$318,151
MICROSOFT CORP 4.5% 10/01/2040$318,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2042$318,046
INTEL CORP 3.3% 10/01/2021$317,952
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$317,916
CUBESMART LP 4.375% 12/15/2023$317,881
QWEST CORP 6.875% 09/15/2033$317,713
BP CAPITAL MARKETS PLC 4.5% 10/01/2020$317,239
PROCTER & GAMBLE CO/THE 5.8% 08/15/2034$317,106
CITY OF CHICAGO IL 6.314% 01/01/2044$317,065
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 04/01/2032$317,023
PROCTER & GAMBLE CO/THE 5.55% 03/05/2037$317,002
FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 10/15/2020$316,895
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 07/20/2042$316,697
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2034$316,565
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2040$316,028
GINNIE MAE II POOL 3.5% 12/20/2045$315,842
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2042$315,609
JOHNSON CONTROLS INC 4.25% 03/01/2021$315,154
WELLS FARGO & CO 3.5% 03/08/2022$315,119
DTE ELECTRIC CO 3.375% 03/01/2025$315,090
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$314,941
CBS CORP 7.875% 07/30/2030$314,687
FIDELITY NATIONAL FINANCIAL INC 6.6% 05/15/2017$314,520
NORTHROP GRUMMAN CORP 3.5% 03/15/2021$314,209
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$314,175
AVALONBAY COMMUNITIES INC 3.625% 10/01/2020$313,691
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$313,639
PACIFIC GAS & ELECTRIC CO 4.45% 04/15/2042$313,505
ONCOR ELECTRIC DELIVERY CO LLC 5% 09/30/2017$313,417
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2032$313,260
MARKEL CORP 5% 03/30/2043$313,121
L-3 COMMUNICATIONS CORP 4.95% 02/15/2021$313,063
MIDAMERICAN ENERGY CO 5.8% 10/15/2036$312,599
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2024$312,435
PROVINCE OF QUEBEC CANADA 2.75% 08/25/2021$312,338
CITIGROUP INC 4.65% 07/30/2045$312,198
AETNA INC 6.625% 06/15/2036$311,683
GENERAL ELECTRIC CO 2.7% 10/09/2022$310,508
MICROSOFT CORP 4.2% 11/03/2035$310,077
MORGAN STANLEY 4.75% 03/22/2017$309,910
JEFFERIES GROUP LLC 5.125% 04/13/2018$309,868
AMGEN INC 5.15% 11/15/2041$309,545
FIFTH THIRD BANCORP 4.3% 01/16/2024$309,488
FANNIE MAE POOL 3% 01/01/2030$309,485
PETROLEOS MEXICANOS 5.5% 06/27/2044$309,320
PETROLEOS MEXICANOS 5.5% 06/27/2044$309,320
GLAXOSMITHKLINE CAPITAL PLC 2.85% 05/08/2022$309,295
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 2.85% 01/31/2023$309,180
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 3.8% 03/15/2022$308,647
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2034$308,356
KOREA DEVELOPMENT BANK/THE 3.875% 05/04/2017$308,268
ARROW ELECTRONICS INC 4.5% 03/01/2023$308,125
METLIFE INC 4.875% 11/13/2043$308,044
TJX COS INC/THE 2.75% 06/15/2021$307,948
ECOPETROL SA 4.125% 01/16/2025$307,800
MEXICO GOVERNMENT INTERNATIONAL BOND 3.625% 03/15/2022$307,350
MORGAN STANLEY 3.75% 02/25/2023$307,272
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042$307,124
FREDDIE MAC GOLD POOL 2.5% 01/01/2031$306,665
HEWLETT-PACKARD CO 4.65% 12/09/2021$306,446
MICROSOFT CORP 2.7% 02/12/2025$306,297
FREDDIE MAC GOLD POOL 3% 08/01/2045$306,182
EOG RESOURCES INC 4.1% 02/01/2021$306,050
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$306,047
KINDER MORGAN ENERGY PARTNERS LP 5.95% 02/15/2018$305,390
BROOKFIELD ASSET MANAGEMENT INC 4% 01/15/2025$305,265
HARRIS CORP 3.832% 04/27/2025$304,955
CARDINAL HEALTH INC 3.2% 03/15/2023$304,935
POTOMAC ELECTRIC POWER CO 7.9% 12/15/2038$304,832
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2027$304,537
REPUBLIC OF PANAMA 3.75% 03/16/2025$304,500
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042$304,451
MICROSOFT CORP 1.85% 02/12/2020$304,292
INTERCONTINENTAL EXCHANGE INC 2.5% 10/15/2018$304,268
WELLS FARGO & CO 3.45% 02/13/2023$304,218
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/01/2045$304,124
HOSPITALITY PROPERTIES TRUST 5% 08/15/2022$304,119
TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023$304,092
DR PEPPER SNAPPLE GROUP INC 2.6% 01/15/2019$304,003
CATERPILLAR FINANCIAL SERVICES CORP 2.85% 06/01/2022$303,999
PIEDMONT NATURAL GAS CO INC 4.1% 09/18/2034$303,984
GENERAL ELECTRIC CO 4.125% 10/09/2042$303,968
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/20/2042$303,934
KOHL'S CORP 4% 11/01/2021$303,803
UNIVERSITY OF CALIFORNIA 1.796% 07/01/2019$303,651
NBCUNIVERSAL MEDIA LLC 5.95% 04/01/2041$303,480
COSTCO WHOLESALE CORP 2.25% 02/15/2022$303,219
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$302,939
ACTAVIS FUNDING SCS 4.55% 03/15/2035$302,745
AFLAC INC 2.4% 03/16/2020$302,663
EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020$302,559
UNITED TECHNOLOGIES CORP 1.8% 06/01/2017$302,487
ACE INA HOLDINGS INC 3.15% 03/15/2025$302,030
GINNIE MAE I POOL 4% 03/15/2045$302,025
ACTAVIS FUNDING SCS 2.35% 03/12/2018$301,991
NIKE INC 2.25% 05/01/2023$301,896
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05/01/2042$301,803
CBS CORP 1.95% 07/01/2017$301,545
CATERPILLAR FINANCIAL SERVICES CORP 1.625% 06/01/2017$301,320
EUROPEAN INVESTMENT BANK 1.25% 05/15/2018$300,957
TOYOTA MOTOR CREDIT CORP 2.625% 01/10/2023$300,905
NORDIC INVESTMENT BANK 1.125% 03/19/2018$300,874
TOYOTA MOTOR CREDIT CORP 1.45% 01/12/2018$300,711
AIRGAS INC 2.375% 02/15/2020$300,663
STATOIL ASA 5.1% 08/17/2040$300,449
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/20/2042$300,434
BURLINGTON NORTHERN SANTA FE LLC 3% 04/01/2025$300,302
ASIAN DEVELOPMENT BANK 1.375% 03/23/2020$300,243
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$300,100
HONDA AUTO RECEIVABLES 2013-4 OWNER TRUS 1.04% 02/18/2020$299,918
ABBVIE INC 1.75% 11/06/2017$299,887
AT&T INC 5.35% 09/01/2040$299,855
EXXON MOBIL CORP 2.709% 03/06/2025$299,791
STANLEY BLACK & DECKER INC 3.4% 12/01/2021$299,761
WPP FINANCE 2010 3.75% 09/19/2024$299,727
ABBVIE INC 2% 11/06/2018$299,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$299,624
CARDINAL HEALTH INC 1.7% 03/15/2018$299,585
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2041$299,546
JOHN DEERE CAPITAL CORP 1.2% 10/10/2017$299,452
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/20/2041$299,106
SUMITOMO MITSUI BANKING CORP 1.75% 01/16/2018$298,956
HARLEY-DAVIDSON INC 4.625% 07/28/2045$298,851
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$298,829
EATON CORP 1.5% 11/02/2017$298,783
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 03/20/2042$298,586
ACTAVIS FUNDING SCS 1.3% 06/15/2017$298,524
BRANDYWINE OPERATING PARTNERSHIP LP 3.95% 02/15/2023$298,395
BANK OF NOVA SCOTIA/THE 1.45% 04/25/2018$298,341
ABBVIE INC 2.9% 11/06/2022$298,133
3M CO 2% 06/26/2022$297,982
WALT DISNEY CO/THE 7% 03/01/2032$297,682
APPLE INC 2.4% 05/03/2023$297,578
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2035$297,465
VODAFONE GROUP PLC 1.5% 02/19/2018$297,293
TIME WARNER ENTERTAINMENT CO LP 8.375% 07/15/2033$297,287
VIRGINIA ELECTRIC & POWER CO 1.2% 01/15/2018$297,236
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045$297,095
BERKSHIRE HATHAWAY FINANCE CORP 4.3% 05/15/2043$296,905
AVALONBAY COMMUNITIES INC 2.85% 03/15/2023$296,885
MATTEL INC 2.35% 05/06/2019$296,669
TOTAL CAPITAL INTERNATIONAL SA 2.1% 06/19/2019$296,507
DOW CHEMICAL CO/THE 5.25% 11/15/2041$296,506
EI DU PONT DE NEMOURS & CO 2.8% 02/15/2023$296,491
CANADIAN NATIONAL RAILWAY CO 2.25% 11/15/2022$296,427
MICROSOFT CORP 4.45% 11/03/2045$295,900
VODAFONE GROUP PLC 7.875% 02/15/2030$295,881
AT&T INC 5.55% 08/15/2041$295,673
ANTHEM INC 3.3% 01/15/2023$295,639
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$295,385
PERRIGO CO PLC 2.3% 11/08/2018$295,352
WYNDHAM WORLDWIDE CORP 3.9% 03/01/2023$294,694
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$294,624
SANTANDER BANK NA 2% 01/12/2018$294,495
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045$294,472
MCKESSON CORP 2.85% 03/15/2023$294,309
STATOIL ASA 1.15% 05/15/2018$294,107
QVC INC 5.45% 08/15/2034$293,257
STRYKER CORP 4.375% 05/15/2044$293,216
LIBERTY PROPERTY LP 3.375% 06/15/2023$293,027
DOMINION RESOURCES INC/VA 4.9% 08/01/2041$292,056
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$291,246
MICROSOFT CORP 3.75% 02/12/2045$291,238
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2041$291,141
NIKE INC 3.625% 05/01/2043$291,128
VERIZON COMMUNICATIONS INC 2.45% 11/01/2022$290,369
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$290,018
FREDDIE MAC GOLD POOL 3% 10/01/2030$289,867
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2041$289,151
HARRIS CORP 6.15% 12/15/2040$288,944
ZOETIS INC 3.25% 02/01/2023$288,783
ABBVIE INC 4.4% 11/06/2042$288,553
ASTRAZENECA PLC 4% 09/18/2042$288,413
SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045$287,988
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$287,660
PHILIP MORRIS INTERNATIONAL INC 2.75% 02/25/2026$287,087
BORGWARNER INC 3.375% 03/15/2025$287,087
NOBLE HOLDING INTERNATIONAL LTD 2.5% 03/15/2017$287,042
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2044$286,326
WILLIAMS PARTNERS LP / ACMP FINANCE CORP 4.875% 05/15/2023$286,036
STATE OF CALIFORNIA 7.3% 10/01/2039$284,926
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2037$284,201
ANTHEM INC 4.65% 08/15/2044$283,770
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$283,751
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2044$283,434
VIACOM INC 6.875% 04/30/2036$283,230
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$283,055
INDIANA MICHIGAN POWER CO 7% 03/15/2019$282,763
BECTON DICKINSON AND CO 6.375% 08/01/2019$282,495
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$282,213
FANNIE MAE POOL 3% 11/01/2045$281,851
ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023$281,780
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2035$281,721
OCCIDENTAL PETROLEUM CORP 2.7% 02/15/2023$281,298
LOCKHEED MARTIN CORP 3.8% 03/01/2045$281,231
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04/01/2038$281,081
REYNOLDS AMERICAN INC 3.25% 06/12/2020$281,047
FANNIE MAE POOL 3% 09/01/2021$280,864
AMERICAN MUNICIPAL POWER INC 7.499% 02/15/2050$280,710
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02/01/2042$280,700
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$280,648
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2041$280,554
REPUBLIC OF KOREA 3.875% 09/11/2023$280,488
DEVON ENERGY CORP 7.95% 04/15/2032$280,105
FANNIE MAE POOL 3% 11/01/2035$279,969
EXXON MOBIL CORP 3.567% 03/06/2045$279,681
APPLE INC 3.85% 05/04/2043$279,636
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2028$279,614
BAY AREA TOLL AUTHORITY 6.263% 04/01/2049$279,610
BANK OF AMERICA CORP 6.875% 11/15/2018$279,055
LOCKHEED MARTIN CORP 4.07% 12/15/2042$278,989
METLIFE INC 5.7% 06/15/2035$278,802
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$278,692
REPUBLIC OF SOUTH AFRICA 5.375% 07/24/2044$278,655
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2043$277,545
UNITEDHEALTH GROUP INC 3.75% 07/15/2025$276,943
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2042$276,931
STATOIL ASA 2.65% 01/15/2024$276,796
EXPEDIA INC 7.456% 08/15/2018$276,510
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$276,222
NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021$276,073
HEWLETT PACKARD ENTERPRISE CO 4.9% 10/15/2025$275,740
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 06/15/2039$275,733
VALE OVERSEAS LTD 6.875% 11/21/2036$275,400
TEXAS INSTRUMENTS INC 1.65% 08/03/2019$275,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$275,378
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2042$275,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2033$275,298
LINCOLN NATIONAL CORP 6.15% 04/07/2036$275,107
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 4.678% 07/01/2114$274,912
MICROSOFT CORP 2% 11/03/2020$274,780
PACIFIC GAS & ELECTRIC CO 4.75% 02/15/2044$274,675
CENTERPOINT ENERGY RESTORATION BOND CO L 3.46% 08/15/2019$273,635
OKLAHOMA GAS & ELECTRIC CO 4.55% 03/15/2044$273,532
NEXTERA ENERGY CAPITAL HOLDINGS INC 6% 03/01/2019$273,273
INTER-AMERICAN DEVELOPMENT BANK 3% 02/21/2024$273,064
INTERNATIONAL PAPER CO 7.3% 11/15/2039$272,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2043$272,344
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 12/20/2027$272,053
MERCK & CO INC 6.55% 09/15/2037$271,900
ASTRAZENECA PLC 2.375% 11/16/2020$271,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$271,346
EMERSON ELECTRIC CO 2.625% 02/15/2023$270,981
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 03/01/2034$270,699
VIRGINIA ELECTRIC & POWER CO 5.4% 04/30/2018$269,471
PRUDENTIAL FINANCIAL INC 5.7% 12/14/2036$269,392
SEMPRA ENERGY 6.15% 06/15/2018$269,355
HCP INC 6.7% 01/30/2018$269,257
WILLIAMS PARTNERS LP 4.5% 11/15/2023$269,036
RIO TINTO FINANCE USA PLC 4.75% 03/22/2042$268,980
ORACLE CORP 3.9% 05/15/2035$268,427
DALLAS CONVENTION CENTER HOTEL DEVELOPME 7.088% 01/01/2042$267,984
PUBLIC SERVICE CO OF COLORADO 4.3% 03/15/2044$267,960
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 03/20/2044$267,811
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 04/15/2027$267,805
GINNIE MAE II POOL 4% 07/20/2045$267,725
MIDAMERICAN ENERGY CO 3.7% 09/15/2023$267,717
CONNECTICUT LIGHT & POWER CO/THE 4.3% 04/15/2044$267,716
COVIDIEN INTERNATIONAL FINANCE SA 6% 10/15/2017$267,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2042$267,061
ASTRAZENECA PLC 5.9% 09/15/2017$266,792
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$265,956
REPUBLIC OF TURKEY 4.25% 04/14/2026$265,935
PENTAIR FINANCE SA 5% 05/15/2021$265,538
UNION ELECTRIC CO 6.4% 06/15/2017$265,156
COMCAST CORP 4.6% 08/15/2045$264,777
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2043$264,492
METROPOLITAN TRANSPORTATION AUTHORITY 6.548% 11/15/2031$263,846
AMGEN INC 5.85% 06/01/2017$263,445
ANHEUSER-BUSCH INBEV FINANCE INC 4.9% 02/01/2046$263,171
INTERNATIONAL BUSINESS MACHINES CORP 3.625% 02/12/2024$262,891
URUGUAY GOVERNMENT INTERNATIONAL BOND 4.375% 10/27/2027$262,600
QWEST CORP 6.5% 06/01/2017$262,475
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2025$262,435
FREDDIE MAC GOLD POOL 3% 02/01/2031$261,223
FEDERAL HOME LOAN BANKS .875% 05/24/2017$260,368
CITY OF NEW YORK NY 5.846% 06/01/2040$260,302
ENERGY TRANSFER PARTNERS LP 5.2% 02/01/2022$259,808
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2028$259,785
ASTRAZENECA PLC 3.375% 11/16/2025$259,774
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01/01/2040$259,597
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/20/2041$259,580
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2043$259,453
PACKAGING CORP OF AMERICA 4.5% 11/01/2023$259,193
AMGEN INC 4.4% 05/01/2045$258,912
VALERO ENERGY CORP 6.125% 06/15/2017$258,291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$258,262
KINDER MORGAN ENERGY PARTNERS LP 6.5% 02/01/2037$257,750
REPUBLIC OF COLOMBIA 11.75% 02/25/2020$257,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 03/15/2043$257,331
INTERNATIONAL BUSINESS MACHINES CORP 2.25% 02/19/2021$257,103
GINNIE MAE I POOL 3.5% 05/15/2042$256,906
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2044$256,642
EXELON CORP 4.95% 06/15/2035$256,386
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$256,344
VALIDUS HOLDINGS LTD 8.875% 01/26/2040$256,291
UNIVERSITY OF CALIFORNIA 5.77% 05/15/2043$255,726
KROGER CO/THE 7.5% 04/01/2031$255,675
KINDER MORGAN ENERGY PARTNERS LP 6.55% 09/15/2040$255,401
GOLDMAN SACHS GROUP INC/THE 4.75% 10/21/2045$255,319
CITY OF SAN FRANCISCO CA PUBLIC UTILITIE 6% 11/01/2040$255,140
LBBW 7.625% 02/01/2023$255,058
INTER-AMERICAN DEVELOPMENT BANK 2.125% 01/15/2025$254,772
MARATHON PETROLEUM CORP 5% 09/15/2054$254,575
BOSTON SCIENTIFIC CORP 7.375% 01/15/2040$254,491
AMERICAN INTERNATIONAL GROUP INC 3.875% 01/15/2035$254,416
LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 04/15/2019$254,287
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2033$253,909
TOTAL CAPITAL INTERNATIONAL SA 3.7% 01/15/2024$253,764
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2039$253,233
21ST CENTURY FOX AMERICA INC 7.75% 12/01/2045$252,867
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2044$252,689
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/20/2041$252,663
DOMINION GAS HOLDINGS LLC 3.55% 11/01/2023$252,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 02/01/2043$252,510
FEDERAL HOME LOAN MORTGAGE CORP 5% 02/01/2040$252,403
NBCUNIVERSAL MEDIA LLC 6.4% 04/30/2040$252,321
NEW YORK STATE DORMITORY AUTHORITY 5.6% 03/15/2040$252,278
ASIAN DEVELOPMENT BANK 1.5% 01/22/2020$252,011
QUALCOMM INC 3.45% 05/20/2025$251,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2035$251,772
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/18/2036$251,739
ASIAN DEVELOPMENT BANK 2% 01/22/2025$251,597
SHELL INTERNATIONAL FINANCE BV 3.625% 08/21/2042$251,266
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 10/01/2034$251,173
MEDTRONIC INC 1.5% 03/15/2018$250,670
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$250,464
WALT DISNEY CO/THE 1.1% 12/01/2017$250,232
INTERPUBLIC GROUP OF COS INC/THE 4.2% 04/15/2024$250,104
UNITEDHEALTH GROUP INC 5.95% 02/15/2041$249,456
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$249,103
NOVARTIS CAPITAL CORP 4.4% 05/06/2044$248,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$248,917
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2041$248,606
ONCOR ELECTRIC DELIVERY CO LLC 2.15% 06/01/2019$248,259
STATE OF CONNECTICUT 5.85% 03/15/2032$248,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2032$247,672
VORNADO REALTY LP 2.5% 06/30/2019$247,663
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2024$247,406
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$246,475
WILLIAMS PARTNERS LP 4.125% 11/15/2020$246,448
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA 5.755% 07/01/2029$246,412
UNIVERSITY OF NOTRE DAME DU LAC 3.438% 02/15/2045$246,409
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2044$246,175
VERIZON MARYLAND LLC 5.125% 06/15/2033$245,776
FORD MOTOR CO 7.45% 07/16/2031$245,597
POTASH CORP OF SASKATCHEWAN INC 3.625% 03/15/2024$245,311
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2042$245,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2043$245,045
COMMONWEALTH EDISON CO 5.875% 02/01/2033$244,841
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2040$243,769
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 02/20/2045$243,703
NORTH TEXAS TOLLWAY AUTHORITY 8.91% 02/01/2030$242,844
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2040$242,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 04/01/2030$242,718
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$242,318
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2025$241,939
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2041$241,835
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/15/2040$241,590
FLORIDA POWER & LIGHT CO 5.125% 06/01/2041$241,361
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .9% 09/10/2018$241,196
KRAFT FOODS GROUP INC 6.5% 02/09/2040$241,059
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2033$240,818
JOHNSON & JOHNSON 4.95% 05/15/2033$240,732
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2031$240,613
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 01/15/2042$240,434
BERKSHIRE HATHAWAY ENERGY CO 6.125% 04/01/2036$240,313
REPUBLIC OF COLOMBIA 8.125% 05/21/2024$240,300
BARCLAYS PLC 2.875% 06/08/2020$240,241
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORIT 7.425% 02/15/2029$239,810
FIDELITY NATIONAL INFORMATION SERVICES INC 5% 10/15/2025$239,424
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/20/2043$239,280
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$239,010
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2025$238,900
JOHNSON & JOHNSON 4.85% 05/15/2041$238,419
SOUTHERN COPPER CORP 7.5% 07/27/2035$238,276
NORTHROP GRUMMAN CORP 4.75% 06/01/2043$237,592
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2030$237,396
GINNIE MAE II POOL 4% 09/20/2045$237,361
ONEOK PARTNERS LP 3.375% 10/01/2022$237,316
FREDDIE MAC GOLD POOL 4% 09/01/2045$236,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2033$235,977
JPMORGAN CHASE & CO 5.6% 07/15/2041$235,235
TIME WARNER INC 5.375% 10/15/2041$234,674
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$234,526
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2028$234,262
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2040$233,961
MISSISSIPPI POWER CO 4.25% 03/15/2042$233,529
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 11/20/2041$233,437
STATE OF OREGON 5.762% 06/01/2023$233,148
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2031$232,997
COMCAST CORP 5.65% 06/15/2035$232,911
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 1.875% 10/07/2022$232,854
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2035$232,070
KRAFT FOODS GROUP INC 5.375% 02/10/2020$231,468
GEORGIA POWER CO 5.65% 03/01/2037$231,195
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2031$231,096
BUCKEYE PARTNERS LP 2.65% 11/15/2018$231,008
ABBVIE INC 4.5% 05/14/2035$229,739
CONTINENTAL AIRLINES 2010-1 CLASS A PASS 4.75% 07/12/2022$229,587
REPUBLIC SERVICES INC 5.7% 05/15/2041$229,438
BIOGEN INC 4.05% 09/15/2025$229,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.938% 05/01/2042$229,322
REALTY INCOME CORP 5.875% 03/15/2035$229,221
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2043$229,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2033$228,191
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 01/01/2044$226,827
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2040$226,070
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 03/15/2042$225,994
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2037$225,937
APPLE INC 4.65% 02/23/2046$225,799
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$225,763
DISCOVER BANK/GREENWOOD DE 7% 04/15/2020$225,689
RIO TINTO FINANCE USA LTD 3.5% 11/02/2020$225,536
KROGER CO/THE 5.4% 07/15/2040$225,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 02/01/2026$224,837
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$224,467
VIACOM INC 2.75% 12/15/2019$224,318
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$224,266
CBS CORP 4.85% 07/01/2042$224,186
FEDERAL HOME LOAN MORTGAGE CORP 5% 12/01/2038$223,797
BOSTON SCIENTIFIC CORP 6% 01/15/2020$223,697
FEDERAL HOME LOAN MORTGAGE CORP 6% 02/01/2037$223,272
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2045$223,263
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2034$223,243
CBS CORP 5.75% 04/15/2020$223,242
ENTERPRISE PRODUCTS OPERATING LLC 5.1% 02/15/2045$222,882
HALLIBURTON CO 3.8% 11/15/2025$222,812
COMM 2015-CCRE22 MORTGAGE TRUST 2.856% 03/10/2048$222,769
BOEING CO/THE 4.875% 02/15/2020$222,634
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$222,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2038$222,164
NOBLE ENERGY INC 5.25% 11/15/2043$222,101
MYLAN INC 5.4% 11/29/2043$221,856
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2040$220,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2029$220,951
SOUTHERN CALIFORNIA GAS CO 4.45% 03/15/2044$220,758
ABBVIE INC 4.7% 05/14/2045$220,703
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/20/2040$220,283
PROVINCE OF ONTARIO CANADA 4.4% 04/14/2020$220,251
REGENCY ENERGY PARTNERS LP / REGENCY ENE 5.875% 03/01/2022$219,956
MONSANTO CO 5.5% 08/15/2025$219,859
WHIRLPOOL CORP 4.85% 06/15/2021$219,433
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2027$219,149
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 5.2% 03/15/2020$219,122
ENERGY TRANSFER PARTNERS LP 5.15% 03/15/2045$218,892
MCKESSON CORP 4.75% 03/01/2021$218,462
WESTERN GAS PARTNERS LP 2.6% 08/15/2018$218,339
PRUDENTIAL FINANCIAL INC 5.8% 11/16/2041$218,214
JOHNSON & JOHNSON 3.55% 05/15/2021$218,027
HESS CORP 7.3% 08/15/2031$217,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 11/01/2043$217,702
REPUBLIC OF COLOMBIA 7.375% 09/18/2037$217,500
WALT DISNEY CO/THE 3.75% 06/01/2021$217,315
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$217,187
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$217,085
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/20/2041$217,052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 06/15/2042$216,669
KRAFT HEINZ FOODS CO 5.2% 07/15/2045$216,147
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2039$215,424
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 11/20/2027$215,172
CITIGROUP INC 5.5% 09/13/2025$214,624
EXPRESS SCRIPTS HOLDING CO 4.75% 11/15/2021$214,407
FANNIE MAE POOL 4% 01/01/2036$213,862
AUTONATION INC 6.75% 04/15/2018$213,810
CVS HEALTH CORP 4.125% 05/15/2021$213,586
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2042$213,279
COCA-COLA CO/THE 3.15% 11/15/2020$213,160
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2041$212,674
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 05/01/2040$212,134
XCEL ENERGY INC 4.8% 09/15/2041$211,609
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$211,335
CREDIT SUISSE/NEW YORK NY 5.4% 01/14/2020$211,183
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2041$210,835
BURLINGTON NORTHERN SANTA FE LLC 3.45% 09/15/2021$210,807
EXPRESS SCRIPTS HOLDING CO 6.125% 11/15/2041$210,589
THOMSON REUTERS CORP 3.95% 09/30/2021$210,401
FREDDIE MAC GOLD POOL 3.5% 01/01/2030$210,365
ARIZONA PUBLIC SERVICE CO 3.35% 06/15/2024$209,849
JEFFERIES GROUP LLC 6.25% 01/15/2036$209,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 04/01/2032$209,413
FORD MOTOR CREDIT CO LLC 5% 05/15/2018$209,339
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 08/20/2043$209,230
NORFOLK SOUTHERN CORP 3.85% 01/15/2024$208,699
FREDDIE MAC GOLD POOL 3.5% 11/01/2045$208,659
GENERAL MILLS INC 3.15% 12/15/2021$208,548
GAP INC/THE 5.95% 04/12/2021$208,384
PHILIP MORRIS INTERNATIONAL INC 2.9% 11/15/2021$208,119
DDR CORP 4.625% 07/15/2022$208,021
GINNIE MAE I POOL 3% 03/15/2045$207,151
FREDDIE MAC GOLD POOL 3% 07/01/2030$207,086
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$206,963
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/20/2041$206,935
PHILIP MORRIS INTERNATIONAL INC 4.375% 11/15/2041$206,835
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$206,435
VODAFONE GROUP PLC 6.15% 02/27/2037$206,349
REPUBLIC OF FINLAND 6.95% 02/15/2026$206,283
DUKE REALTY LP 3.875% 10/15/2022$206,131
COMCAST CORP 4.5% 01/15/2043$205,775
UNITED STATES TREASURY NOTE/BOND 5% 05/15/2037$205,584
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/15/2042$205,298
SUMITOMO MITSUI BANKING CORP 3.2% 07/18/2022$205,054
FREDDIE MAC GOLD POOL 3% 11/01/2035$204,996
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 02/01/2036$204,827
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2040$204,716
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2040$204,387
FISERV INC 3.5% 10/01/2022$204,313
PPL CAPITAL FUNDING INC 4.7% 06/01/2043$204,179
AMERICAN AIRLINES 2011-1 CLASS A PASS TH 5.25% 07/31/2022$204,163
PPL CAPITAL FUNDING INC 3.4% 06/01/2023$204,153
TARGET CORP 4% 07/01/2042$204,090
REGENCY CENTERS LP 3.75% 06/15/2024$204,087
INTERNATIONAL BUSINESS MACHINES CORP 4.7% 02/19/2046$204,027
FORD MOTOR CREDIT CO LLC 4.25% 09/20/2022$204,016
HEALTH CARE REIT INC 4.5% 01/15/2024$203,924
CONTINENTAL RESOURCES INC/OK 3.8% 06/01/2024$203,664
WALT DISNEY CO/THE 2.35% 12/01/2022$203,224
MASTERCARD INC 2% 04/01/2019$203,119
FANNIE MAE POOL 2.5% 01/01/2031$202,852
PORT AUTHORITY OF NEW YORK & NEW JERSEY 4.458% 10/01/2062$202,748
US BANCORP 2.95% 07/15/2022$202,698
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2039$202,685
LEXINGTON REALTY TRUST 4.4% 06/15/2024$202,536
KRAFT HEINZ FOODS CO 2.8% 07/02/2020$202,530
KELLOGG CO 4% 12/15/2020$202,364
FREDDIE MAC GOLD POOL 4% 07/01/2035$202,280
TIME WARNER CABLE INC 6.75% 06/15/2039$202,182
VISA INC 4.15% 12/14/2035$202,075
ERP OPERATING LP 3% 04/15/2023$202,010
STATE BOARD OF ADMINISTRATION FINANCE CO 2.107% 07/01/2018$201,742
STATE STREET CORP 3.1% 05/15/2023$201,646
UNITED AIRLINES 2014-2 CLASS A PASS THRO 3.75% 03/03/2028$201,500
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2040$201,464
NORFOLK SOUTHERN CORP 3.25% 12/01/2021$201,458
CELGENE CORP 1.9% 08/15/2017$201,223
MERCK & CO INC 2.4% 09/15/2022$201,033
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$200,976
AMERISOURCEBERGEN CORP 3.4% 05/15/2024$200,928
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2029$200,452
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2040$200,327
PECO ENERGY CO 2.375% 09/15/2022$200,262
MERCK & CO INC 1.1% 01/31/2018$200,143
BP CAPITAL MARKETS PLC 1.846% 05/05/2017$200,083
TORONTO-DOMINION BANK/THE 1.625% 03/13/2018$200,072
FEDERAL HOME LOAN MORTGAGE CORP 1.2% 06/12/2018$200,006
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$199,956
INTEL CORP 4.25% 12/15/2042$199,936
AMAZON.COM INC 1.2% 11/29/2017$199,834
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$199,820
ROPER TECHNOLOGIES INC 1.85% 11/15/2017$199,727
AETNA INC 1.5% 11/15/2017$199,650
APPLE INC 1% 05/03/2018$199,539
CONAGRA FOODS INC 3.25% 09/15/2022$199,340
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2040$199,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2029$199,161
COMPUTER SCIENCES CORP 4.45% 09/15/2022$198,991
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2041$198,840
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$198,724
FEDERAL REALTY INVESTMENT TRUST 2.75% 06/01/2023$198,248
ABBOTT LABORATORIES 2% 03/15/2020$198,196
CARDINAL HEALTH INC 4.6% 03/15/2043$198,185
DISCOVER BANK/GREENWOOD DE 4.25% 03/13/2026$198,146
CNOOC FINANCE 2013 LTD 1.75% 05/09/2018$197,840
ANHEUSER-BUSCH INBEV FINANCE INC 2.625% 01/17/2023$197,771
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$197,685
AT&T INC 5.65% 02/15/2047$197,499
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2031$197,496
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$197,485
PROGRESSIVE CORP/THE 6.625% 03/01/2029$197,391
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$197,385
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 11/01/2037$197,355
BP CAPITAL MARKETS PLC 3.245% 05/06/2022$197,341
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/15/2040$197,149
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/15/2040$197,125
KIMCO REALTY CORP 3.125% 06/01/2023$196,974
FEDEX CORP 2.625% 08/01/2022$196,677
UNITED TECHNOLOGIES CORP 6.7% 08/01/2028$196,651
PRECISION CASTPARTS CORP 2.5% 01/15/2023$196,594
ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024$196,569
EI DU PONT DE NEMOURS & CO 4.9% 01/15/2041$196,560
AIR LEASE CORP 3.375% 01/15/2019$196,500
BANK OF AMERICA CORP 2.25% 04/21/2020$195,985
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2038$195,724
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 12/15/2036$195,362
SHELL INTERNATIONAL FINANCE BV 3.25% 05/11/2025$195,038
PETROLEOS MEXICANOS 5.625% 01/23/2046$195,000
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$194,911
JABIL CIRCUIT INC 4.7% 09/15/2022$194,750
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2045$194,245
PUBLIC SERVICE ELECTRIC & GAS CO 3.65% 09/01/2042$194,220
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/20/2045$194,047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 06/15/2033$193,736
WALT DISNEY CO/THE 3.7% 12/01/2042$193,341
ENTERPRISE PRODUCTS OPERATING LLC 1.65% 05/07/2018$193,330
BANK OF AMERICA CORP 3.95% 04/21/2025$193,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 01/20/2041$193,057
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$192,951
FEDERAL HOME LOAN MORTGAGE CORP 4% 06/01/2039$192,796
XEROX CORP 4.5% 05/15/2021$192,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2043$191,840
HASBRO INC 5.1% 05/15/2044$191,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2029$191,284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 08/20/2042$190,877
CNOOC FINANCE 2013 LTD 4.25% 05/09/2043$190,473
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2027$190,223
PIONEER NATURAL RESOURCES CO 3.95% 07/15/2022$190,093
CNOOC FINANCE 2013 LTD 3% 05/09/2023$189,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2039$189,901
ENTERPRISE PRODUCTS OPERATING LLC 5.95% 02/01/2041$189,891
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2042$189,363
MERCK & CO INC 3.6% 09/15/2042$189,233
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2031$189,160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 06/15/2040$189,004
VALSPAR CORP/THE 4.4% 02/01/2045$188,955
STRYKER CORP 4.1% 04/01/2043$188,854
CARMAX AUTO OWNER TRUST 2014-1 .79% 10/15/2018$188,145
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$188,073
ANTHEM INC 4.65% 01/15/2043$187,929
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/20/2040$187,895
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2034$187,700
SOUTHERN NATURAL GAS CO LLC / SOUTHERN N 4.4% 06/15/2021$187,431
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2044$187,129
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 06/01/2039$187,029
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 09/01/2038$186,882
AETNA INC 4.125% 11/15/2042$186,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$185,859
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2041$184,974
FORD MOTOR CO 4.75% 01/15/2043$184,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2037$183,834
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 04/01/2026$183,251
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2031$183,181
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 07/15/2042$182,153
WISCONSIN ELECTRIC POWER CO 5.625% 05/15/2033$182,129
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2040$182,083
BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042$181,939
FEDERAL HOME LOAN MORTGAGE CORP 2.669% 01/01/2042$181,441
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2029$181,377
ENABLE MIDSTREAM PARTNERS LP 5% 05/15/2044$181,036
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$180,720
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2019$180,199
OESTERREICHISCHE KONTROLLBANK AG 1.5% 10/21/2020$180,187
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$179,720
APACHE FINANCE CANADA CORP 7.75% 12/15/2029$179,581
DIAMOND OFFSHORE DRILLING INC 4.875% 11/01/2043$179,428
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 04/20/2027$179,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 05/01/2043$179,119
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$179,083
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 02/20/2044$178,998
NEWMONT MINING CORP 6.25% 10/01/2039$178,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 07/15/2040$178,663
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2039$178,577
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2026$178,529
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 09/15/2040$178,389
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2038$178,307
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 06/01/2033$178,105
FEDERAL HOME LOAN MORTGAGE CORP 6% 06/01/2038$177,562
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2025$176,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 08/01/2027$176,823
HARTFORD FINANCIAL SERVICES GROUP INC/TH 6.1% 10/01/2041$176,532
MONDELEZ INTERNATIONAL INC 6.5% 02/09/2040$176,189
ZOETIS INC 4.7% 02/01/2043$175,881
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 09/01/2044$175,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2040$175,513
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2026$175,420
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 10/20/2043$174,990
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/20/2041$174,916
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 04/15/2044$174,859
FEDEX CORP 3.875% 08/01/2042$174,271
FEDERAL HOME LOAN MORTGAGE CORP 5% 01/01/2039$173,259
VERIZON COMMUNICATIONS INC 7.75% 12/01/2030$173,257
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 07/01/2043$173,116
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$172,886
HUSKY ENERGY INC 3.95% 04/15/2022$172,713
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 10/01/2044$172,481
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2043$172,243
WALGREEN CO 4.4% 09/15/2042$171,604
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2041$171,501
SOUTH CAROLINA ELECTRIC & GAS CO 5.3% 05/15/2033$171,435
MCDONALD'S CORP 4.7% 12/09/2035$171,300
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 01/01/2028$171,040
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$170,621
WEINGARTEN REALTY INVESTORS 3.375% 10/15/2022$169,594
HALLIBURTON CO 5% 11/15/2045$169,262
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 08/01/2042$169,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2037$168,826
MCGRAW HILL FINANCIAL INC 4.4% 02/15/2026$168,340
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2041$166,198
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 02/01/2045$165,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2033$165,679
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 06/01/2036$165,491
STAPLES INC 4.375% 01/12/2023$165,435
HEWLETT-PACKARD CO 6% 09/15/2041$165,392
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2034$165,341
CANADIAN NATURAL RESOURCES LTD 3.45% 11/15/2021$164,931
TEXAS EASTERN TRANSMISSION LP 7% 07/15/2032$164,801
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2038$164,730
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/01/2033$164,222
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2039$164,028
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 3.45% 01/15/2023$164,018
ORIENTAL REPUBLIC OF URUGUAY 4.125% 11/20/2045$164,000
ONEOK PARTNERS LP 4.9% 03/15/2025$163,922
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2039$163,685
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 06/01/2043$163,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2024$163,324
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 09/01/2029$163,099
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 01/15/2041$162,974
FANNIE MAE POOL 4.5% 04/01/2024$162,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2043$162,802
REPUBLIC OF CHILE 3.875% 08/05/2020$162,375
CANADIAN PACIFIC RAILWAY CO 3.7% 02/01/2026$161,986
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2026$161,880
CHUBB CORP/THE 6.375% 03/29/2067$161,500
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$160,792
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 08/15/2038$160,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 08/15/2024$160,361
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2024$160,285
ENTERPRISE PRODUCTS OPERATING LLC 4.45% 02/15/2043$159,561
ENTERPRISE PRODUCTS OPERATING LLC 3.7% 02/15/2026$159,431
ALTRIA GROUP INC 9.95% 11/10/2038$159,284
BOARDWALK PIPELINES LP 3.375% 02/01/2023$159,237
ALABAMA POWER CO 5.5% 10/15/2017$158,787
DOW CHEMICAL CO/THE 4.125% 11/15/2021$158,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2044$158,492
SHELL INTERNATIONAL FINANCE BV 4.375% 05/11/2045$158,036
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 11/20/2043$157,729
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2044$157,590
LEUCADIA NATIONAL CORP 6.625% 10/23/2043$157,119
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 03/01/2026$157,091
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2041$156,998
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2037$156,925
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2034$156,829
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2033$156,585
ROGERS COMMUNICATIONS INC 7.5% 08/15/2038$156,471
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 04/01/2035$156,434
ENTERPRISE PRODUCTS OPERATING LLC 6.875% 03/01/2033$156,432
GILEAD SCIENCES INC 4.6% 09/01/2035$156,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2033$156,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$155,996
FANNIE MAE POOL 3% 10/01/2030$155,850
FREDDIE MAC GOLD POOL 4% 05/01/2044$155,589
FEDERAL HOME LOAN MORTGAGE CORP 5% 07/01/2035$155,173
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 06/01/2038$154,771
ARCH CAPITAL GROUP US INC 5.144% 11/01/2043$154,468
RIO TINTO ALCAN INC 6.125% 12/15/2033$154,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2039$154,176
MAGELLAN MIDSTREAM PARTNERS LP 4.2% 12/01/2042$153,922
FANNIE MAE POOL 2.5% 02/01/2031$153,917
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2024$153,640
FANNIE MAE POOL 3% 11/01/2045$153,540
KINDER MORGAN ENERGY PARTNERS LP 5% 03/01/2043$153,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2033$153,123
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 04/20/2028$153,016
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$152,442
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/20/2040$151,407
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 07/20/2040$151,200
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 06/15/2043$151,026
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2040$150,971
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2018$150,812
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/20/2041$150,668
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/20/2040$150,591
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 02/15/2040$150,349
DTE ELECTRIC CO 6.625% 06/01/2036$150,279
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 07/20/2028$149,939
NATIONAL RURAL UTILITIES COOPERATIVE FIN 2.85% 01/27/2025$149,342
GINNIE MAE II POOL 3% 07/20/2030$149,161
XILINX INC 2.125% 03/15/2019$148,851
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2039$147,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 09/01/2024$147,378
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 03/15/2032$146,181
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$145,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 07/01/2043$144,993
ROWAN COS INC 4.875% 06/01/2022$144,038
MACY'S RETAIL HOLDINGS INC 4.3% 02/15/2043$143,496
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2036$143,343
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 12/15/2024$143,328
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2037$143,252
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 01/20/2043$143,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2041$141,479
FEDERAL HOME LOAN MORTGAGE CORP 6% 04/01/2033$141,027
KINDER MORGAN ENERGY PARTNERS LP 4.7% 11/01/2042$140,630
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.95% 01/15/2043$140,357
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$140,046
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2025$139,075
FANNIE MAE POOL 5% 12/01/2043$138,226
AT&T INC 4.5% 05/15/2035$138,118
GINNIE MAE II POOL 2.5% 01/20/2028$137,932
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$137,667
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 02/01/2040$137,454
AT&T INC 4.75% 05/15/2046$137,447
GINNIE MAE II POOL 5% 03/20/2045$137,381
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 10/01/2035$137,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2041$136,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2029$136,886
VIACOM INC 4.375% 03/15/2043$136,847
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$136,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2035$135,937
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 12/15/2039$135,846
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2033$134,783
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2026$134,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 06/01/2040$134,160
FEDERAL HOME LOAN MORTGAGE CORP 5% 04/01/2041$133,896
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 01/01/2038$133,735
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$133,186
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2035$133,085
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/20/2042$132,903
FEDERAL HOME LOAN MORTGAGE CORP 4% 01/01/2042$132,809
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2042$132,695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2039$132,666
FREDDIE MAC GOLD POOL 4% 07/01/2044$132,450
FEDERAL HOME LOAN MORTGAGE CORP 4% 04/01/2039$132,333
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2026$132,102
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 05/01/2044$131,918
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$131,671
FEDERAL HOME LOAN MORTGAGE CORP 3% 05/01/2043$131,552
MORGAN STANLEY 7.25% 04/01/2032$131,404
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2035$131,391
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2033$131,114
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2039$130,326
AIR LEASE CORP 3.75% 02/01/2022$130,235
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 11/15/2043$130,034
QUALCOMM INC 4.8% 05/20/2045$129,309
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2035$129,176
BOEING CO/THE 6.125% 02/15/2033$128,382
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 09/01/2043$128,243
CYTEC INDUSTRIES INC 3.95% 05/01/2025$127,911
3M CO 5.7% 03/15/2037$127,757
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 12/01/2040$126,870
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$126,863
GINNIE MAE II POOL 4.5% 10/20/2045$126,753
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2037$126,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2026$126,451
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$125,831
FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2041$125,655
ENSCO PLC 4.5% 10/01/2024$125,588
PLAINS ALL AMERICAN PIPELINE LP / PAA FI 4.3% 01/31/2043$125,063
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/15/2039$124,889
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 01/15/2032$124,796
CITY OF NEW YORK NY 5.517% 10/01/2037$124,640
FREDDIE MAC GOLD POOL 3% 04/01/2027$124,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$123,289
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2038$123,065
WELLS FARGO BANK NA 5.95% 08/26/2036$122,679
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 7.5% 02/15/2032$122,352
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 09/01/2026$121,986
INGERSOLL-RAND GLOBAL HOLDING CO LTD 2.875% 01/15/2019$121,707
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2032$120,107
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2033$119,988
GOLDMAN SACHS GROUP INC/THE 4.25% 10/21/2025$119,622
QVC INC 3.125% 04/01/2019$119,374
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2036$118,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2035$118,824
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01/01/2034$118,797
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$118,680
PRUDENTIAL FINANCIAL INC 6.625% 06/21/2040$118,482
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$118,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 07/01/2024$118,087
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2025$117,526
PRIDE INTERNATIONAL INC 6.875% 08/15/2020$117,250
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 08/01/2032$117,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 12/01/2025$117,071
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 06/01/2041$116,769
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2041$116,633
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2035$116,137
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2041$115,602
FANNIE MAE POOL 3.5% 10/01/2045$114,992
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$114,866
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2025$114,694
FLORIDA POWER & LIGHT CO 4.95% 06/01/2035$114,640
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2023$114,529
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2025$113,863
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.498% 05/01/2041$113,458
L-3 COMMUNICATIONS CORP 3.95% 05/28/2024$113,004
FEDERAL HOME LOAN MORTGAGE CORP 6% 05/01/2037$112,695
INTERNATIONAL BUSINESS MACHINES CORP 3.45% 02/19/2026$112,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2024$111,951
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 07/15/2039$111,747
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 06/15/2036$111,397
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2041$110,752
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/20/2041$110,669
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2032$110,241
DUKE ENERGY CAROLINAS LLC 4.3% 06/15/2020$110,126
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2036$110,108
STATE OF ILLINOIS 7.35% 07/01/2035$110,061
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2033$109,954
MACY'S RETAIL HOLDINGS INC 6.65% 07/15/2024$109,789
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08/01/2028$109,587
AGILENT TECHNOLOGIES INC 5% 07/15/2020$109,485
BANK OF AMERICA CORP 5.49% 03/15/2019$109,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2034$109,140
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2037$108,901
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$108,682
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/01/2030$108,600
COMMONWEALTH EDISON CO 5.8% 03/15/2018$108,331
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 04/15/2033$108,248
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2044$107,882
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/15/2036$107,477
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2018$107,471
ENSCO PLC 4.7% 03/15/2021$107,444
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2039$107,105
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2035$106,806
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 01/15/2039$106,650
FEDERAL HOME LOAN MORTGAGE CORP 5% 05/01/2018$106,593
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2034$106,451
GINNIE MAE I POOL 3.5% 09/15/2044$106,012
PARKER-HANNIFIN CORP 3.5% 09/15/2022$105,899
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 02/15/2028$105,733
MACY'S RETAIL HOLDINGS INC 6.9% 04/01/2029$105,606
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 02/01/2045$105,188
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 02/01/2030$104,988
NORDSTROM INC 4% 10/15/2021$104,593
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 04/15/2038$103,952
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 03/15/2039$103,799
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2039$103,296
CANADIAN NATIONAL RAILWAY CO 2.95% 11/21/2024$103,222
FANNIE MAE POOL 3% 11/01/2029$102,399
FANNIE MAE POOL 3% 04/01/2030$102,093
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2030$101,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 01/01/2031$101,926
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 10/01/2025$101,784
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$101,210
FANNIE MAE POOL 3% 07/01/2045$101,073
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 12/01/2037$100,529
FANNIE MAE POOL 3% 08/01/2035$100,400
REALTY INCOME CORP 2% 01/31/2018$100,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 09/01/2024$100,025
FREDDIE MAC GOLD POOL 3% 06/01/2035$99,897
EBAY INC 1.35% 07/15/2017$99,738
FEDERAL HOME LOAN MORTGAGE CORP 5% 11/01/2036$99,654
PARTNERRE FINANCE B LLC 5.5% 06/01/2020$99,639
FANNIE MAE POOL 2.5% 01/01/2046$99,619
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 07/01/2035$99,535
AT&T INC 2.45% 06/30/2020$99,473
AT&T INC 3% 06/30/2022$99,243
FREDDIE MAC GOLD POOL 3% 06/01/2035$99,139
INGERSOLL-RAND LUXEMBOURG FINANCE SA 4.65% 11/01/2044$98,677
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 06/20/2045$98,611
AT&T INC 3.4% 05/15/2025$98,423
FANNIE MAE POOL 2.5% 12/01/2030$98,357
EATON CORP 2.75% 11/02/2022$98,331
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2035$98,327
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 01/01/2030$96,916
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 04/01/2035$96,830
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2041$96,223
EATON CORP 4.15% 11/02/2042$95,683
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2033$95,325
MICROSOFT CORP 4.75% 11/03/2055$95,076
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 12/01/2039$94,997
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 08/01/2018$94,644
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 10/01/2032$94,401
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2036$94,327
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2019$94,039
FANNIE MAE POOL 4% 12/01/2044$93,812
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 01/01/2045$93,602
EBAY INC 2.6% 07/15/2022$93,522
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2032$93,360
QUALCOMM INC 4.65% 05/20/2035$93,086
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$92,840
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2038$92,714
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2026$92,660
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2034$92,208
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2020$92,084
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 11/15/2034$91,906
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 11/01/2025$91,384
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09/01/2044$91,140
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 05/15/2042$90,975
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 08/15/2033$90,870
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2044$90,767
FEDERAL HOME LOAN MORTGAGE CORP 6% 03/01/2038$90,734
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 09/15/2033$90,564
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$90,494
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2043$89,956
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2036$89,879
FANNIE MAE POOL 4% 09/01/2045$89,819
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 10/01/2034$89,701
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2039$89,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2040$89,537
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 07/01/2035$89,271
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 12/15/2042$89,007
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2034$88,913
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2041$88,879
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 12/01/2037$88,623
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 05/01/2035$88,497
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 12/15/2037$88,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 11/01/2038$88,019
WILLIAMS PARTNERS LP 5.25% 03/15/2020$87,887
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 05/01/2029$87,717
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 10/01/2025$87,574
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/15/2039$87,020
FEDERAL HOME LOAN MORTGAGE CORP 7% 09/01/2036$86,813
FEDERAL HOME LOAN MORTGAGE CORP 4% 11/01/2019$86,800
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2026$86,479
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/01/2029$86,389
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3% 12/01/2029$86,239
NOBLE HOLDING INTERNATIONAL LTD 6.2% 08/01/2040$86,153
PETRO-CANADA 5.95% 05/15/2035$85,846
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 11/15/2034$85,707
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.508% 02/01/2041$85,495
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2022$84,884
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 12/15/2025$84,707
GILEAD SCIENCES INC 4.75% 03/01/2046$84,561
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12/01/2033$84,347
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2036$84,139
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$84,051
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 06/01/2034$83,993
FANNIE MAE POOL 2.5% 12/01/2030$83,990
FEDERAL HOME LOAN MORTGAGE CORP 3% 09/01/2033$83,909
FEDERAL HOME LOAN MORTGAGE CORP 3% 10/01/2029$83,818
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045$83,810
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 05/15/2039$83,771
HEWLETT-PACKARD CO 3.75% 12/01/2020$83,039
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/15/2044$82,848
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 09/15/2039$82,675
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 11/15/2025$82,169
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 08/15/2038$82,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 07/01/2039$81,330
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 04/01/2039$80,907
FANNIE MAE POOL 4% 06/01/2045$80,383
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 07/01/2034$80,169
GINNIE MAE I POOL 4% 06/15/2045$80,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.556% 08/01/2040$79,865
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.468% 06/01/2040$79,852
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 03/01/2039$79,665
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 11/01/2032$79,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 08/01/2029$79,515
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$79,463
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5% 04/15/2036$78,938
FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2029$78,534
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 08/01/2035$78,389
CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321% 08/01/2045$78,009
WILLIAMS PARTNERS LP 6.3% 04/15/2040$77,853
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 11/01/2043$77,828
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$77,705
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2034$77,250
FREDDIE MAC GOLD POOL 3% 11/01/2030$77,190
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 07/01/2027$77,182
FANNIE MAE POOL 3.5% 10/01/2035$77,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2040$77,146
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 11/01/2033$76,935
GINNIE MAE II POOL 4.5% 06/20/2044$76,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 01/01/2038$76,883
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 09/01/2033$76,776
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2037$76,609
EBAY INC 4% 07/15/2042$76,561
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2032$76,322
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 09/01/2023$75,906
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2041$75,649
FANNIE MAE POOL 4% 02/01/2045$75,523
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 07/01/2037$75,397
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01/01/2032$75,150
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 05/01/2019$75,062
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08/01/2039$73,978
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 05/15/2041$73,919
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12/01/2025$73,681
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2029$73,595
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 01/15/2034$73,359
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 10/01/2041$73,359
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 09/15/2036$73,194
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2026$73,171
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 08/01/2035$72,929
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2024$72,375
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 09/20/2028$72,329
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 09/01/2037$72,325
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2039$72,148
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 05/01/2025$72,125
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 05/15/2038$71,905
COMCAST CORP 2.75% 03/01/2023$71,400
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 07/01/2024$71,345
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10/01/2024$70,907
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12/01/2040$70,557
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2043$70,520
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2039$70,325
FEDERAL HOME LOAN MORTGAGE CORP 5% 06/01/2036$70,232
FEDERAL HOME LOAN MORTGAGE CORP 6% 12/01/2036$70,134
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2041$69,468
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 11/01/2044$69,396
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$69,374
FEDERAL HOME LOAN MORTGAGE CORP 5% 10/01/2020$68,968
FEDERAL HOME LOAN MORTGAGE CORP 4% 07/01/2018$68,960
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 04/01/2024$68,626
DEVON ENERGY CORP 5.6% 07/15/2041$68,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% 04/01/2040$68,212
FEDERAL HOME LOAN MORTGAGE CORP 6% 01/01/2038$67,996
FEDERAL HOME LOAN MORTGAGE CORP 4% 12/01/2024$67,854
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2038$67,747
FEDERAL HOME LOAN MORTGAGE CORP 6% 10/01/2027$66,929
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2025$66,756
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 10/01/2039$66,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 11/01/2018$66,147
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02/01/2032$65,960
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2033$65,628
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/20/2044$65,578
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 04/20/2026$65,537
GINNIE MAE I POOL 3.5% 03/15/2043$65,358
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 06/01/2042$65,185
GINNIE MAE II POOL 4% 11/20/2045$65,093
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 01/15/2024$64,974
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 03/01/2039$64,364
FEDERAL HOME LOAN MORTGAGE CORP 6.254% 01/01/2037$63,699
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 11/01/2036$63,667
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.445% 02/01/2037$63,295
FANNIE MAE POOL 3.5% 03/01/2045$62,775
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.5% 11/20/2043$62,405
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 02/15/2026$62,379
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 10/01/2034$61,936
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 10/20/2043$61,835
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04/01/2032$61,359
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6% 03/15/2033$61,330
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 03/15/2040$61,139
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$61,093
FEDERAL HOME LOAN MORTGAGE CORP 6% 09/01/2036$60,620
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 08/01/2018$60,198
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 07/01/2044$60,160
FEDERAL HOME LOAN MORTGAGE CORP 5% 03/01/2018$60,113
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.5% 03/01/2026$60,034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 01/01/2039$59,715
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.5% 09/20/2028$59,452
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 02/01/2034$59,315
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5% 11/01/2033$59,228
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% 07/01/2036$59,152
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 07/15/2039$58,652
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$58,465
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/15/2040$58,299
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% 03/01/2025$57,863
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 07/01/2039$57,554
FEDERAL HOME LOAN MORTGAGE CORP 4% 02/01/2020$56,936
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 05/15/2033$56,855
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5% 08/01/2044$56,686
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7% 04/01/2038$56,567
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5% 12/15/2037$56,241
FEDERAL HOME LOAN MORTGAGE CORP 7.5% 01/01/2028$56,194
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3% 05/15/2043$56,152
FEDERAL HOME LOAN MORTGAGE CORP 5% 09/01/2033$56,050
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03/01/2039$55,9