Exhibit 99.3

Allied World Assurance Company Holdings, AG

Securities Listing as at September 30, 2015

Security Description	Coupon	Maturity	Par	Fair Value
U.S Government Securities
UNITED STATES TREASURY	0.00	11/27/2015	44,100,000	$	44,095,670
UNITED STATES TREASURY	0.00	12/3/2015	5,883,000	5,882,279
UNITED STATES TREASURY	0.00	6/23/2016	1,700,000	1,697,078
UNITED STATES TREASURY	0.00	8/18/2016	8,000,000	7,973,519
UNITED STATES TREASURY	0.00	9/15/2016	20,000,000	19,939,722
UNITED STATES TREASURY	6.63	2/15/2027	625,000	908,969
UNITED STATES TREASURY	3.63	2/15/2044	600,000	690,060
UNITED STATES TREASURY	2.00	11/30/2020	900,000	924,462
UNITED STATES TREASURY	0.38	1/31/2016	3,000,000	3,002,820
UNITED STATES TREASURY	2.13	1/31/2021	200,000	206,444
UNITED STATES TREASURY	2.75	2/15/2024	1,150,000	1,222,289
UNITED STATES TREASURY	1.63	3/31/2019	10,000,000	10,185,000
UNITED STATES TREASURY	0.88	4/15/2017	18,950,000	19,047,592
UNITED STATES TREASURY	0.50	8/31/2016	3,800,000	3,804,370
UNITED STATES TREASURY	1.75	9/30/2019	10,900,000	11,131,844
UNITED STATES TREASURY	0.88	10/15/2017	36,600,000	36,753,719
UNITED STATES TREASURY	4.63	11/15/2016	825,000	863,858
UNITED STATES TREASURY	0.88	11/15/2017	18,710,000	18,777,543
UNITED STATES TREASURY	2.25	11/15/2024	4,000,000	4,075,120
UNITED STATES TREASURY	0.50	11/30/2016	93,500,000	93,568,255
UNITED STATES TREASURY	1.00	12/15/2017	3,900,000	3,924,453
UNITED STATES TREASURY	2.13	12/31/2021	575,000	590,623
UNITED STATES TREASURY	1.63	12/31/2019	21,500,000	21,825,080
UNITED STATES TREASURY	2.63	7/15/2017	7,000,000	8,444,560
UNITED STATES TREASURY	0.63	12/31/2016	8,700,000	8,716,878
UNITED STATES TREASURY	0.88	1/15/2018	7,000,000	7,018,480
UNITED STATES TREASURY	0.50	1/31/2017	60,000,000	60,027,606
UNITED STATES TREASURY	1.00	2/15/2018	19,675,000	19,779,082
UNITED STATES TREASURY	1.75	2/28/2022	500,000	501,785
UNITED STATES TREASURY	1.38	2/29/2020	1,000,000	1,004,620
UNITED STATES TREASURY	1.00	3/15/2018	36,850,000	37,040,882
UNITED STATES TREASURY	1.38	4/30/2020	640,000	641,747
UNITED STATES TREASURY	0.50	4/30/2017	5,000,000	4,996,150
UNITED STATES TREASURY	2.00	8/15/2025	8,200,000	8,156,130
UNITED STATES TREASURY	1.00	8/15/2018	24,500,000	24,566,394
UNITED STATES TREASURY	1.00	9/15/2018	1,400,000	1,403,220

Page 1

Security Description	Coupon	Maturity	Par	Fair Value
UNITED STATES TREASURY	3.63	8/15/2019	18,445,000	20,147,660
UNITED STATES TREASURY	1.13	1/15/2021	4,910,000	5,572,654
UNITED STATES TREASURY	2.38	5/31/2018	4,480,000	4,661,171
UNITED STATES TREASURY	1.50	7/31/2016	175,000	176,668
UNITED STATES TREASURY	1.38	9/30/2018	1,600,000	1,620,944
UNITED STATES TREASURY	1.00	9/30/2016	100,000	100,598
UNITED STATES TREASURY	1.00	10/31/2016	950,000	956,042
UNITED STATES TREASURY	0.88	12/31/2016	31,806,500	31,966,490
UNITED STATES TREASURY	0.88	2/28/2017	520,000	522,824
UNITED STATES TREASURY	0.63	8/31/2017	28,100,000	28,098,877
UNITED STATES TREASURY	0.75	10/31/2017	25,235,000	25,274,871
UNITED STATES TREASURY	0.38	11/15/2015	9,960,000	9,963,287
UNITED STATES TREASURY	1.00	11/30/2019	2,100,000	2,079,252
UNITED STATES TREASURY	0.75	12/31/2017	58,000,000	58,028,422
UNITED STATES TREASURY	0.38	1/15/2016	2,585,000	2,587,326
UNITED STATES TREASURY	0.13	1/15/2023	12,000,000	11,974,848
UNITED STATES TREASURY	0.88	1/31/2018	11,815,000	11,846,429
UNITED STATES TREASURY	0.38	2/15/2016	11,200,000	11,211,760
UNITED STATES TREASURY	1.13	3/31/2020	2,400,000	2,381,184
UNITED STATES TREASURY	0.25	4/15/2016	1,096,000	1,096,384
UNITED STATES TREASURY	0.25	5/15/2016	22,000,000	22,001,760
UNITED STATES TREASURY	1.38	6/30/2018	15,485,000	15,694,357
UNITED STATES TREASURY	0.63	11/15/2016	4,400,000	4,410,120
UNITED STATES TREASURY	0.38	5/31/2016	1,300,000	1,301,144
UNITED STATES TREASURY	0.88	6/15/2017	315,660,000	317,209,881
UNITED STATES TREASURY	0.50	6/30/2016	22,719,000	22,759,440
UNITED STATES TREASURY	1.63	6/30/2019	19,000,000	19,337,818
UNITED STATES TREASURY	0.88	7/15/2017	4,600,000	4,621,850
UNITED STATES TREASURY	0.13	7/15/2024	5,000,000	4,799,305
UNITED STATES TREASURY	0.50	7/31/2016	21,000,000	21,031,500
UNITED STATES TREASURY	1.00	5/15/2018	13,125,000	13,178,550
UNITED STATES TREASURY	2.13	5/15/2025	6,000,000	6,036,780
UNITED STATES TREASURY	1.88	5/31/2022	5,500,000	5,552,910
UNITED STATES TREASURY	1.13	6/15/2018	14,000,000	14,096,321
UNITED STATES TREASURY	1.63	6/30/2020	2,200,000	2,227,984
UNITED STATES TREASURY	0.63	6/30/2017	3,800,000	3,802,242
UNITED STATES TREASURY	0.88	7/15/2018	23,000,000	22,999,540
UNITED STATES TREASURY	0.63	7/31/2017	111,000	111,048
UNITED STATES TREASURY	2.00	7/31/2022	900,000	915,624
			1,217,160,500	1,225,744,168
U.S Government Agencies
FEDERAL HOME LOAN BANKS	0.63	11/23/2016	1,690,000	1,691,910
FEDERAL HOME LOAN BANKS	1.50	5/8/2020	3,030,000	3,013,184
FNMA	1.50	6/22/2020	700,000	701,477

Page 2

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	1.60	12/24/2020	925,000	913,114
FNMA	1.88	9/18/2018	21,000,000	21,563,430
FHLMC	1.25	5/12/2017	6,000,000	6,061,140
FNMA	1.63	10/26/2015	21,500,000	21,522,790
PRIVATE EXPORT FUNDING CORPORA	1.88	7/15/2018	67,000	68,049
PRIVATE EXPORT FUNDING CORPORA	3.55	1/15/2024	6,000,000	6,468,479
			60,912,000	62,003,573
NON U.S Government Securities & Agencies
CNOOC NEXEN FINANCE 2014 ULC	1.63	4/30/2017	3,500,000	3,490,659
CANADA GOVERNMENT	1.50	9/1/2017	2,100,000	1,594,916
CANADA GOVERNMENT	1.25	3/1/2018	1,550,000	1,176,113
CANADA GOVERNMENT	1.00	8/1/2016	760,000	569,096
CANADA GOVERNMENT	1.25	9/1/2018	8,300,000	6,316,283
CANADA GOVERNMENT	1.50	2/1/2017	8,275,000	6,251,338
CANADA GOVERNMENT	1.75	3/1/2019	1,970,000	1,525,968
CANADA GOVERNMENT	1.00	5/1/2016	650,000	486,184
CANADA GOVERNMENT	1.63	2/27/2019	9,800,000	9,951,802
CANADA GOVERNMENT	1.75	9/1/2019	3,000,000	2,331,014
CANADA GOVERNMENT	1.25	8/1/2017	7,439,000	5,621,170
CANADA GOVERNMENT	1.50	3/1/2020	720,000	555,711
CANADA GOVERNMENT	0.75	9/1/2020	4,160,000	3,092,866
CANADA GOVERNMENT	0.25	11/1/2017	95,000	70,447
CANADA GOVERNMENT	4.25	6/1/2018	6,160,000	5,043,784
CANADA GOVERNMENT	2.75	9/1/2016	1,000,000	760,991
CANADA GOVERNMENT	1.50	3/1/2017	4,500,000	3,402,204
ELECTRICITE DE FRANCE SA	6.50	1/26/2019	1,025,000	1,171,470
ELECTRICITE DE FRANCE SA	1.15	1/20/2017	2,295,000	2,295,089
ELECTRICITE DE FRANCE SA	2.15	1/22/2019	5,200,000	5,245,464
EXPORT-IMPORT BANK OF KOREA	1.18	9/17/2016	1,400,000	1,404,087
CANADA GOVERNMENT	0.88	2/14/2017	2,900,000	2,907,337
KREDITANSTALT FUER WIEDERAUFBA	4.38	2/9/2016	900,000	679,521
SINOPEC GROUP OVERSEAS DEVELOP	1.75	4/10/2017	1,265,000	1,268,214
STATOILHYDRO ASA	2.25	11/8/2019	3,560,000	3,581,436
GOVERNMENT OF SINGAPORE	4.00	9/1/2018	29,750,000	22,408,221
HOUSING AND DEVELOPMENT BOARD	3.20	10/12/2015	2,750,000	1,934,960
AIRPORT AUTHORITY HONG KONG	5.10	4/13/2016	31,000,000	4,092,414
HOUSING AND DEVELOPMENT BOARD	4.00	7/14/2016	2,500,000	1,788,751
GERMANY (FEDERAL REPUBLIC OF)	3.25	1/4/2020	2,325,000	2,966,095
GERMANY (FEDERAL REPUBLIC OF)	3.00	7/4/2020	1,300,000	1,662,147
HONG KONG MORTGAGE CORP LTD	2.00	1/11/2016	11,000,000	1,428,040
CHINA DEVELOPMENT BANK CORP (H	2.70	1/25/2016	12,000,000	1,557,853
SINGAPORE LABOUR FOUNDATION	1.30	6/8/2017	2,000,000	1,386,792
HONG KONG SPECIAL ADMIN REGION	0.44	6/19/2017	30,000,000	3,880,620
URBAN RENEWAL AUTHORITY	1.50	7/13/2017	30,000,000	3,900,029

Page 3

Security Description	Coupon	Maturity	Par	Fair Value
HOUSING AND DEVELOPMENT BOARD	1.11	8/30/2017	5,500,000	3,815,458
HONG KONG SPECIAL ADMIN REGION	0.25	9/18/2017	40,000,000	5,149,902
HOUSING AND DEVELOPMENT BOARD	0.76	11/2/2015	5,000,000	3,514,066
HONG KONG SPECIAL ADMIN REGION	0.27	12/18/2017	58,000,000	7,458,378
CHINA DEVELOPMENT BANK CORP (H	1.93	1/11/2018	50,000,000	6,468,819
CHINA GLOBAL	2.87	6/27/2016	15,000,000	2,339,060
AIRPORT AUTHORITY HONG KONG	1.50	9/19/2016	10,000,000	1,298,921
HOUSING AND DEVELOPMENT BOARD	1.88	11/13/2017	2,500,000	1,757,683
AUSTRALIA COMMONWEALTH OF	3.25	10/21/2018	1,630,000	1,192,709
GERMANY (FEDERAL REPUBLIC OF)	0.50	4/12/2019	6,695,000	7,652,054
EXPORT-IMPORT BANK OF CHINA	3.00	5/14/2016	5,000,000	773,277
HONG KONG SPECIAL ADMIN REGION	1.34	6/24/2019	25,000,000	3,296,753
HONG KONG SCIENCE AND TECHNOLO	2.12	7/11/2019	9,000,000	1,179,346
HONG KONG SPECIAL ADMIN REGION	1.32	12/23/2019	10,000,000	1,316,766
HONG KONG MORTGAGE CORP LTD	1.00	2/12/2018	21,500,000	2,756,532
NONGHYUP BANK	2.25	7/16/2018	1,000,000	694,296
MONETARY AUTHORITY OF SINGAPOR	0.00	1/19/2016	6,000,000	4,207,863
EXPORT-IMPORT BANK OF KOREA	2.07	4/6/2017	2,000,000	1,406,569
GERMANY (FEDERAL REPUBLIC OF)	0.50	10/13/2017	9,040,000	10,245,190
GERMANY (FEDERAL REPUBLIC OF)	4.00	7/4/2016	3,180,000	3,663,762
UNITED KINGDOM GILT	3.75	9/7/2019	3,790,000	6,357,475
UNITED KINGDOM GILT	4.50	3/7/2019	750,000	1,277,389
UNITED KINGDOM GILT	4.75	3/7/2020	2,600,000	4,568,880
UNITED KINGDOM GILT	4.00	9/7/2016	1,240,000	1,939,522
UNITED KINGDOM GILT	1.75	1/22/2017	6,005,000	9,247,978
UNITED KINGDOM GILT	1.00	9/7/2017	2,720,000	4,154,317
UNITED KINGDOM GILT	1.25	7/22/2018	5,855,000	8,988,591
UNITED KINGDOM GILT	1.75	7/22/2019	3,320,000	5,169,278
UNITED KINGDOM GILT	2.00	7/22/2020	2,140,000	3,362,800
SWITZERLAND (CONFEDERATION OF)	4.25	6/5/2017	1,850,000	2,055,429
AUSTRALIA COMMONWEALTH OF	3.25	10/21/2018	4,710,000	3,446,417
AUSTRALIA COMMONWEALTH OF	2.75	10/21/2019	6,405,000	4,641,215
AUSTRALIA COMMONWEALTH OF	6.00	2/15/2017	30,840,000	22,866,306
AUSTRALIA COMMONWEALTH OF	4.50	4/15/2020	8,810,000	6,858,093
AUSTRALIA COMMONWEALTH OF	5.50	1/21/2018	9,340,000	7,106,037
AUSTRALIA COMMONWEALTH OF	4.25	7/21/2017	8,390,000	6,143,696
AUSTRALIA COMMONWEALTH OF	5.25	3/15/2019	8,905,000	6,964,626
GOVERNMENT OF SINGAPORE	0.50	4/1/2018	20,000,000	13,714,045
CHINA GLOBAL	1.40	8/18/2016	17,000,000	2,612,903
CIMB BANK BHD (SINGAPORE BRANC	2.12	6/30/2018	1,000,000	692,053
CHINA DEVELOPMENT BANK CORP (H	2.95	3/20/2017	3,000,000	394,527
EXPORT-IMPORT BANK OF CHINA	3.65	5/14/2019	5,000,000	773,732
HONG KONG SPECIAL ADMIN REGION	1.02	4/10/2017	230,000,000	30,033,355
EXPORT-IMPORT BANK OF KOREA	2.04	7/24/2018	3,000,000	2,084,408
HOUSING AND DEVELOPMENT BOARD	1.23	1/30/2018	3,000,000	2,074,407

Page 4

Security Description	Coupon	Maturity	Par	Fair Value
HONG KONG SPECIAL ADMIN REGION	0.53	3/19/2018	40,000,000	5,166,934
HONG KONG SPECIAL ADMIN REGION	0.79	6/18/2018	45,000,000	5,844,737
HONG KONG SPECIAL ADMIN REGION	1.52	9/25/2018	60,000,000	7,949,368
HONG KONG SPECIAL ADMIN REGION	1.17	12/19/2018	50,000,000	6,557,700
HONG KONG SPECIAL ADMIN REGION	0.37	11/21/2016	5,000,000	646,899
HONG KONG SPECIAL ADMIN REGION	4.85	6/27/2017	20,000,000	2,783,982
HONG KONG SPECIAL ADMIN REGION	1.35	3/25/2019	40,000,000	5,276,869
HONG KONG SPECIAL ADMIN REGION	3.52	12/5/2017	35,000,000	4,820,033
HONG KONG SPECIAL ADMIN REGION	3.56	6/25/2018	50,000,000	6,977,052
HONG KONG SPECIAL ADMIN REGION	1.61	12/10/2018	73,000,000	9,704,699
HONG KONG MORTGAGE CORP LTD	1.45	1/12/2018	8,500,000	1,101,910
HOUSING AND DEVELOPMENT BOARD	2.02	2/22/2016	7,000,000	4,929,587
HOUSING AND DEVELOPMENT BOARD	1.69	6/8/2016	2,500,000	1,757,490
KOREA DEVELOPMENT BANK (THE)	2.05	7/23/2018	2,750,000	1,915,427
LTA	4.17	5/10/2016	1,000,000	713,299
LTA	2.73	9/18/2020	1,500,000	1,062,322
CHINA GLOBAL	2.56	6/29/2017	5,000,000	770,747
CHINA GLOBAL	3.10	6/29/2022	6,000,000	903,782
CHINA GLOBAL	2.60	11/22/2016	3,000,000	465,700
CHINA GLOBAL	2.74	11/21/2017	6,000,000	924,331
CHINA GLOBAL	1.80	12/1/2015	15,000,000	2,348,934
GOVERNMENT OF SINGAPORE	2.50	6/1/2019	2,000,000	1,444,546
GOVERNMENT OF SINGAPORE	2.38	4/1/2017	7,000,000	5,001,758
GOVERNMENT OF SINGAPORE	3.75	9/1/2016	3,500,000	2,514,171
			1,401,614,000	427,096,246
STATE & MUNICIPAL
ALABAMA FEDERAL AID HIGHWAY FI	5.00	9/1/2028	7,000,000	8,333,850
ANNE ARUNDEL CNTY MD	5.00	4/1/2025	5,385,000	6,647,029
AUSTIN TEX INDPT SCH DIST	5.00	8/1/2029	1,975,000	2,375,886
BALTIMORE CNTY MD	5.00	8/1/2025	7,595,000	9,465,876
BOSTON MASS	5.00	3/1/2023	5,000,000	6,115,800
BROWNSVILLE TEX UTIL SYS REV	5.00	9/1/2022	2,250,000	2,645,933
CALIFORNIA STATE OF	5.25	2/1/2023	3,000,000	3,685,230
CALIFORNIA ST	7.95	3/1/2020	1,000,000	1,198,660
CENTRAL PUGET SOUND REGIONAL T	5.00	11/1/2022	2,500,000	2,973,450
CHANDLER ARIZ	4.00	7/1/2022	2,000,000	2,287,500
CYPRESS-FAIRBANKS TEX INDPT SC	5.00	2/15/2029	6,000,000	7,167,480
DALLAS TEX	5.00	10/1/2025	10,430,000	12,994,216
DENTON TEX INDPT SCH DIST	5.00	2/15/2025	5,320,000	6,371,179
DISTRICT OF COLUMBIA	5.00	6/1/2025	3,500,000	4,258,555
DISTRICT OF COLUMBIA	5.00	6/1/2025	5,000,000	6,046,150
EAST BAY CALIF MUN UTIL DIST	5.00	6/1/2025	4,160,000	5,109,770
EDINA & MORNINGSIDE MINN INDPT	5.00	2/1/2025	7,015,000	8,641,007
ENERGY NORTHWEST	5.00	7/1/2021	2,500,000	2,949,525

Page 5

Security Description	Coupon	Maturity	Par	Fair Value
FLAGLER CNTY FLA SCH BRD	5.00	8/1/2023	860,000	1,010,225
FLORIDA ST	5.00	7/1/2025	2,800,000	3,477,796
FORSYTH CNTY GA	5.00	3/1/2025	1,000,000	1,237,050
FORT WORTH TEX INDPT SCH DIST	5.00	2/15/2028	6,900,000	8,348,034
FRANKLIN CNTY OHIO HOSP REV	5.00	12/1/2025	2,025,000	2,483,845
GEORGIA ST	5.00	2/1/2025	5,000,000	6,177,900
HARRIS CNTY TEX FLOOD CTL DIST	5.00	10/1/2024	3,930,000	4,714,153
HAWAII ST- REF-EF	5.00	11/1/2022	5,000,000	6,015,350
HONOLULU HAWAII CITY & CNTY	5.00	10/1/2025	2,000,000	2,410,600
HONOLULU HAWAII CITY & CNTY	5.00	10/1/2025	3,000,000	3,615,900
HONOLULU HAWAII CITY & CNTY	5.00	10/1/2025	2,500,000	3,081,850
HUNTSVILLE ALA	5.00	5/1/2025	2,985,000	3,670,983
ILLINOIS HSG DEV AUTH	2.75	8/1/2020	1,115,000	1,142,842
ILLINOIS STATE OF	4.00	2/1/2023	1,750,000	1,784,598
INDIANAPOLIS IND LOC PUB IMPT	5.00	1/1/2022	1,500,000	1,747,860
LOS ANGELES CALIF CMNTY COLLEG	5.00	6/1/2026	2,790,000	3,519,167
LOUDOUN CNTY VA	4.00	12/1/2024	2,730,000	3,095,929
MARYLAND ST	4.00	8/1/2029	7,000,000	7,725,900
MASSACHUSETTS ST	5.50	12/1/2023	3,610,000	4,579,068
MASSACHUSETTS ST	5.00	8/1/2025	4,065,000	5,062,917
MASSACHUSETTS ST SCH BLDG AUTH	5.00	8/15/2022	5,000,000	6,048,300
MASSACHUSETTS ST SCH BLDG AUTH	5.00	8/15/2021	2,000,000	2,381,000
MCKINNEY TEX	5.00	8/15/2024	2,000,000	2,443,840
MIAMI DADE CNTY FLA	5.00	10/1/2022	1,500,000	1,752,645
MICHIGAN STATE FINANCE AUTHORI	5.00	10/1/2021	2,000,000	2,391,840
MINNESOTA ST	5.00	8/1/2025	5,000,000	6,093,600
MONTGOMERY CNTY MD	5.00	11/1/2024	5,000,000	6,085,850
MULTNOMAH CNTY ORE SCH DIST NO	5.00	6/15/2027	3,500,000	4,286,205
MULTNOMAH CNTY ORE SCH DIST NO	5.00	6/15/2028	2,250,000	2,735,843
NJ ST TPK AUTH TPK REV	5.00	7/1/2024	2,000,000	2,346,160
NEW YORK N Y	0.99	1/15/2016	5,250,000	5,256,143
NEW YORK NY	5.00	8/1/2023	3,885,000	4,692,186
NEW YORK NY CITY TRANSITIONAL	4.08	11/1/2020	2,500,000	2,699,325
NEW YORK NY CITY TRANSITIONAL	5.00	11/1/2021	3,000,000	3,576,360
NEW YORK NY CITY TRANSITIONAL	5.00	8/1/2024	2,000,000	2,389,340
NEW YORK ST ENVIRONMENTAL FACS	5.00	6/15/2025	3,000,000	3,670,770
NEW YORK ST DORM AUTH	4.00	8/15/2021	4,490,000	5,061,487
NEW YORK ST DORM AUTH	5.00	3/15/2023	5,120,000	6,251,469
NEW YORK ST DORM AUTH	5.00	12/15/2022	3,000,000	3,635,790
NEW YORK ST DORM AUTH	5.00	3/15/2025	3,000,000	3,701,580
NORTH EAST INDPT SCH DIST TEX	5.25	2/1/2028	2,085,000	2,663,754
NORTH EAST INDPT SCH DIST TEX	5.25	2/1/2030	1,000,000	1,275,360
OKLAHOMA DEV FIN AUTH	2.38	12/1/2021	1,000,000	1,014,700
OKLAHOMA ST STUDENT LN AUTH	0.69	8/21/2020	542,427	519,965
OREGON ST DEPT TRANSN	5.00	11/15/2024	5,000,000	5,951,200

Page 6

Security Description	Coupon	Maturity	Par	Fair Value
ORLANDO FLA UTILS COMMN WTR &E	5.00	10/1/2024	4,500,000	5,548,770
PUERTO RICO COMWLTH	4.50	7/1/2025	1,100,000	717,904
PUERTO RICO COMWLTH	5.13	7/1/2031	1,090,000	713,994
PUERTO RICO COMWLTH	5.00	7/1/2020	1,285,000	885,044
PUERTO RICO COMWLTH	5.00	7/1/2021	1,820,000	1,235,325
PUERTO RICO COMWLTH	8.00	7/1/2035	4,615,000	3,461,112
PUERTO RICO COMWLTH	5.00	7/1/2024	810,000	541,979
PUERTO RICO COMWLTH	5.00	7/1/2019	585,000	410,957
PUERTO RICO COMWLTH	5.00	7/1/2023	715,000	478,785
PUERTO RICO COMWLTH	5.00	7/1/2024	815,000	545,325
PUERTO RICO COMWLTH	5.25	7/1/2027	3,860,000	2,576,782
PUERTO RICO COMWLTH	5.00	7/1/2021	975,000	661,781
PUERTO RICO COMWLTH	6.00	7/1/2039	1,365,000	892,328
PUERTO RICO COMWLTH	6.50	7/1/2040	2,325,000	1,540,382
PUERTO RICO COMWLTH	6.00	7/1/2035	655,000	433,957
PUERTO RICO COMWLTH	5.75	7/1/2041	1,760,000	1,146,235
PUERTO RICO COMWLTH	5.00	7/1/2019	965,000	677,903
PUERTO RICO COMWLTH HWY & TRAN	5.55	7/1/2018	2,600,000	2,239,874
PUERTO RICO COMWLTH HWY & TRAN	5.65	7/1/2020	14,345,000	11,889,997
PUERTO RICO COMWLTH HWY & TRAN	5.85	3/1/2027	8,020,000	6,304,442
PUERTO RICO COMWLTH HWY & TRAN	5.85	7/1/2025	3,225,000	2,599,931
PUERTO RICO ELEC PWR AUTH	7.00	7/1/2033	310,000	201,144
PUERTO RICO ELEC PWR AUTH	7.00	7/1/2040	195,000	126,518
PUERTO RICO ELEC PWR AUTH	5.00	7/1/2017	575,000	377,505
PUERTO RICO ELEC PWR AUTH	5.00	7/1/2020	330,000	214,365
PUERTO RICO ELEC PWR AUTH	5.50	7/1/2018	125,000	81,444
PUERTO RICO ELEC PWR AUTH	5.50	7/1/2019	160,000	103,971
PUERTO RICO ELEC PWR AUTH	4.00	7/1/2016	435,000	292,616
PUERTO RICO ELEC PWR AUTH	5.00	7/1/2019	235,000	152,715
PUERTO RICO ELEC PWR AUTH	5.25	7/1/2019	860,000	558,862
PUERTO RICO ELEC PWR AUTH	6.13	7/1/2040	7,980,000	5,147,100
PUERTO RICO ELEC PWR AUTH PWR	5.95	6/30/2030	715,000	457,729
PUERTO RICO ELEC PWR AUTH	5.00	7/1/2020	2,000,000	1,299,180
PUERTO RICO ELEC PWR AUTH	6.05	7/1/2032	4,970,000	3,181,446
PUERTO RICO ELEC PWR AUTH	5.05	7/1/2042	2,615,000	1,696,638
PUERTO RICO INDL TOURIST EDL M	7.25	4/1/2041	8,855,000	5,837,216
PUERTO RICO INDL TOURIST EDL M	0.00	4/1/2033	655,000	229,250
PUERTO RICO INDL TOURIST EDL M	7.10	4/1/2038	1,720,000	1,134,168
REGIONAL TRANSN DIST COLO	5.00	11/1/2022	3,165,000	3,843,703
SACRAMENTO CALIF CITY UNI SCH	5.00	7/1/2023	1,750,000	2,114,123
NY ST STAR	4.00	10/15/2022	2,000,000	2,298,580
SAN ANTONIO TEX INDPT SCH DIST	5.00	2/15/2025	5,000,000	6,092,500
SEATTLE WASHINGTON	5.00	6/1/2025	4,605,000	5,625,192
SEDGWICK CNTY KANS UNI SCH DIS	5.00	10/1/2021	1,500,000	1,782,990
TAMPA BAY WTR FLA	5.00	10/1/2025	3,450,000	4,216,004

Page 7

Security Description	Coupon	Maturity	Par	Fair Value
TARRANT REGL WTR DIST TEX	5.00	3/1/2025	5,000,000	6,063,550
TEXAS TRANSN COMMN ST HWY FD	5.00	10/1/2026	5,000,000	6,265,650
TUCSON ARIZ CTFS PARTN	4.00	7/1/2024	2,750,000	3,077,003
UNIVERSITY CINCINNATI OHIO	5.00	6/1/2022	1,535,000	1,836,075
UNIVERSITY CALIFORNIA	1.80	7/1/2019	7,000,000	7,032,550
UTAH TRAN AUTH SALES TAX REV	5.00	6/15/2025	1,750,000	2,133,880
UTAH TRAN AUTH SALES TAX REV	5.00	6/15/2025	4,250,000	5,095,793
VIRGINIA COLLEGE BLDG AUTH VA	5.00	2/1/2025	5,000,000	6,056,500
VIRGINIA ST PUB BLDG AUTH	5.00	8/1/2025	5,000,000	6,152,100
VIRGINIA ST RES AUTH CLEAN WTR	5.00	10/1/2025	10,675,000	13,023,927
WASHINGTON STATE	5.00	7/1/2023	5,000,000	6,044,250
WASHINGTON STATE	5.00	1/1/2025	3,000,000	3,564,180
			386,907,427	422,006,999
AGENCY MBS
FHLMC	6.00	12/30/2025	4,854	5,539
FHLMC	6.00	3/4/2026	3,496	3,989
FHLMC	5.00	3/22/2018	1,708,423	1,782,903
FHLMC	6.00	2/13/2026	6,783	7,823
FHLMC	5.00	5/2/2016	12	12
FHLMC	5.00	5/2/2016	998	1,038
FHLMC	5.00	6/3/2016	119	121
FHLMC	5.00	6/3/2016	620	644
FHLMC	5.00	6/4/2016	995	1,006
FHLMC	5.00	5/17/2016	424	426
FHLMC	5.00	6/18/2016	388	395
FHLMC	5.00	6/18/2016	116	120
FHLMC	5.00	6/3/2016	472	491
FHLMC	5.00	6/3/2016	768	775
FHLMC	5.00	6/3/2016	642	660
FHLMC	5.00	6/3/2016	238	239
FHLMC	5.00	6/3/2016	1,275	1,293
FHLMC	5.00	6/18/2016	731	740
FHLMC	5.00	6/18/2016	762	784
FHLMC	5.00	6/18/2016	327	329
FHLMC	5.00	6/18/2016	455	468
FHLMC	5.00	6/18/2016	306	311
FHLMC	5.00	6/18/2016	1,235	1,271
FHLMC	5.00	6/18/2016	1,199	1,234
FHLMC	5.00	7/19/2016	907	934
FHLMC	5.00	6/18/2016	183	183
FHLMC	5.00	7/4/2016	1,095	1,126
FHLMC	5.00	7/4/2016	248	255
FHLMC	5.00	7/4/2016	1,648	1,696
FHLMC	5.00	7/4/2016	262	264

Page 8

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	5.00	7/4/2016	494	501
FHLMC	5.00	7/4/2016	263	264
FHLMC	5.00	7/4/2016	571	588
FHLMC	5.00	7/4/2016	291	293
FHLMC	5.00	7/4/2016	1,356	1,388
FHLMC	5.00	6/18/2016	115	115
FHLMC	5.00	7/19/2016	564	567
FHLMC	5.00	7/19/2016	1,592	1,638
FHLMC	5.00	7/19/2016	1,070	1,101
FHLMC	5.00	7/19/2016	1,926	1,982
FHLMC	5.00	7/19/2016	950	977
FHLMC	5.00	7/19/2016	1,391	1,411
FHLMC	5.00	7/19/2016	64	64
FHLMC	5.00	7/19/2016	493	507
FHLMC	5.00	7/19/2016	244	245
FHLMC	5.00	7/19/2016	1,535	1,573
FHLMC	5.00	7/19/2016	2,741	2,820
FHLMC	5.00	10/22/2016	4,455	4,585
FHLMC	5.00	10/22/2016	1,748	1,799
FHLMC	5.00	10/22/2016	3,146	3,237
FHLMC	5.00	10/22/2016	3,073	3,162
FHLMC	5.00	10/22/2016	856	867
FHLMC	5.00	9/21/2016	220	226
FHLMC	5.00	10/6/2016	415	417
FHLMC	5.00	10/7/2016	1,132	1,164
FHLMC	5.00	10/7/2016	929	958
FHLMC	5.00	10/7/2016	1,073	1,105
FHLMC	5.00	10/7/2016	544	549
FHLMC	5.00	10/7/2016	989	1,017
FHLMC	5.00	10/7/2016	2,289	2,355
FHLMC	5.00	9/21/2016	350	352
FHLMC	5.00	10/7/2016	770	780
FHLMC	5.00	10/7/2016	947	975
FHLMC	5.00	10/7/2016	1,335	1,450
FHLMC	5.00	10/7/2016	10,498	10,802
FHLMC	5.00	10/7/2016	986	1,015
FHLMC	5.00	10/7/2016	715	723
FHLMC	5.00	10/7/2016	1,089	1,121
FHLMC	5.00	10/7/2016	2,067	2,127
FHLMC	5.00	10/7/2016	251	252
FHLMC	5.00	10/7/2016	810	834
FHLMC	5.00	10/6/2016	1,336	1,352
FHLMC	5.00	10/7/2016	484	488
FHLMC	5.00	10/7/2016	1,599	1,646
FHLMC	5.00	10/7/2016	7,318	7,530

Page 9

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	5.00	10/7/2016	2,094	2,155
FHLMC	5.00	10/7/2016	1,183	1,195
FHLMC	5.00	10/7/2016	1,588	1,635
FHLMC	5.00	10/7/2016	129	133
FHLMC	5.00	10/7/2016	1,213	1,249
FHLMC	5.00	10/22/2016	943	954
FHLMC	5.00	10/22/2016	3,985	4,101
FHLMC	5.00	10/22/2016	1,598	1,644
FHLMC	5.00	10/22/2016	3,952	4,066
FHLMC	5.00	10/22/2016	1,667	1,715
FHLMC	5.00	10/7/2016	545	561
FHLMC	5.00	10/22/2016	1,036	1,051
FHLMC	5.00	10/22/2016	2,046	2,105
FHLMC	5.00	11/8/2016	2,297	2,385
FHLMC	5.00	11/8/2016	1,228	1,264
FHLMC	5.00	10/22/2016	311	313
FHLMC	5.00	10/22/2016	2,726	2,805
FHLMC	5.00	10/22/2016	3,177	3,269
FHLMC	5.00	10/22/2016	248	255
FHLMC	5.00	10/22/2016	2,533	2,607
FHLMC	5.00	10/22/2016	2,136	2,198
FHLMC	5.00	10/23/2016	1,130	1,163
FHLMC	5.00	10/23/2016	2,282	2,349
FHLMC	5.00	10/22/2016	1,160	1,194
FHLMC	5.00	10/23/2016	1,220	1,255
FHLMC	5.00	10/23/2016	5,691	5,856
FHLMC	5.00	10/22/2016	1,911	1,979
FHLMC	5.00	10/22/2016	470	482
FHLMC	5.00	10/22/2016	1,393	1,434
FHLMC	5.00	10/23/2016	1,124	1,158
FHLMC	5.00	10/22/2016	628	647
FHLMC	5.00	11/8/2016	3,417	3,516
FHLMC	5.00	10/22/2016	1,346	1,385
FHLMC	5.00	11/8/2016	2,661	2,738
FHLMC	5.00	11/8/2016	1,127	1,168
FHLMC	5.00	11/7/2016	1,119	1,151
FHLMC	5.00	11/8/2016	2,906	2,990
FHLMC	5.00	11/8/2016	1,874	1,929
FHLMC	5.00	11/7/2016	1,410	1,450
FHLMC	5.00	11/8/2016	465	469
FHLMC	5.00	11/8/2016	2,257	2,323
FHLMC	5.00	11/8/2016	2,322	2,389
FHLMC	5.00	11/7/2016	162	167
FHLMC	5.00	11/8/2016	237	244
FHLMC	5.00	11/7/2016	1,371	1,420

Page 10

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	5.00	11/8/2016	185	190
FHLMC	5.00	11/7/2016	1,621	1,668
FHLMC	5.00	11/8/2016	5,332	5,486
FHLMC	5.00	11/8/2016	888	900
FHLMC	5.00	11/23/2016	1,501	1,544
FHLMC	5.00	11/23/2016	802	825
FHLMC	5.00	11/23/2016	2,901	2,985
FHLMC	5.00	11/24/2016	2,356	2,425
FHLMC	5.00	11/23/2016	3,202	3,295
FHLMC	5.00	11/23/2016	3,117	3,208
FHLMC	5.00	12/24/2016	2,844	2,967
FHLMC	5.00	12/9/2016	671	676
FHLMC	5.00	12/9/2016	2,923	3,050
FHLMC	5.00	12/24/2016	501	504
FHLMC	5.00	12/25/2016	2,280	2,379
FHLMC	5.00	12/24/2016	458	460
FHLMC	5.00	12/24/2016	1,635	1,707
FHLMC	5.00	12/25/2016	2,150	2,243
FHLMC	5.00	12/25/2016	3,804	3,969
FHLMC	5.50	12/25/2016	17,766	18,284
FHLMC	5.00	12/24/2016	2,656	2,771
FHLMC	5.00	12/24/2016	1,525	1,591
FHLMC	5.00	1/26/2017	1,361	1,420
FHLMC	5.00	1/25/2017	771	777
FHLMC	5.50	1/11/2017	120,248	123,750
FHLMC	5.50	12/25/2016	68,363	70,354
FHLMC	5.00	1/26/2017	420	422
FHLMC	5.00	12/24/2016	3,409	3,557
FHLMC	5.00	12/25/2016	4,227	4,410
FHLMC	5.00	12/25/2016	2,968	3,097
FHLMC	5.00	12/24/2016	201	202
FHLMC	5.00	1/10/2017	3,153	3,290
FHLMC	5.00	12/24/2016	5,074	5,295
FHLMC	5.00	12/25/2016	3,851	4,018
FHLMC	5.00	12/24/2016	2,864	2,988
FHLMC	5.00	1/10/2017	1,670	1,743
FHLMC	5.00	1/10/2017	4,163	4,344
FHLMC	5.00	1/10/2017	15	16
FHLMC	5.00	1/10/2017	3,502	3,654
FHLMC	5.00	1/10/2017	312	313
FHLMC	5.00	1/11/2017	3,288	3,431
FHLMC	5.00	1/10/2017	4,428	4,620
FHLMC	5.00	1/11/2017	556	562
FHLMC	5.00	1/10/2017	1,230	1,281
FHLMC	5.00	1/11/2017	1,063	1,077

Page 11

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	5.00	1/10/2017	1,530	1,589
FHLMC	5.00	1/26/2017	1,014	1,052
FHLMC	5.00	1/26/2017	3,170	3,308
FHLMC	5.00	1/26/2017	2,156	2,219
FHLMC	5.00	1/26/2017	527	531
FHLMC	5.00	1/26/2017	1,377	1,437
FHLMC	5.00	1/27/2017	1,903	1,986
FHLMC	5.00	1/26/2017	3,580	3,736
FHLMC	5.00	1/26/2017	1,029	1,043
FHLMC	5.00	2/11/2017	3,607	3,764
FHLMC	5.00	1/27/2017	1,536	1,603
FHLMC	5.00	2/12/2017	2,753	2,873
FHLMC	5.00	2/11/2017	995	1,007
FHLMC	5.00	1/26/2017	2,174	2,269
FHLMC	5.00	2/11/2017	2,097	2,191
FHLMC	5.00	2/28/2017	2,898	3,024
FHLMC	5.00	2/27/2017	1,802	1,880
FHLMC	5.00	2/12/2017	2,356	2,457
FHLMC	5.00	2/27/2017	4,995	5,212
FHLMC	5.00	3/13/2017	4,258	4,443
FHLMC	5.00	3/13/2017	2,391	2,508
FHLMC	5.00	3/13/2017	5,828	6,081
FHLMC	5.00	3/14/2017	4,787	4,995
FHLMC	5.00	3/13/2017	3,467	3,617
FHLMC	5.00	3/28/2017	2,833	2,956
FHLMC	5.00	3/29/2017	1,507	1,581
FHLMC	5.50	3/30/2017	68,331	71,507
FHLMC	5.00	3/29/2017	1,116	1,165
FHLMC	5.50	3/14/2017	21,747	22,758
FHLMC	5.50	5/3/2017	71,177	74,486
FHLMC	2.49	7/1/2025	88,422	92,507
FHLMC	2.43	6/26/2025	160,556	171,245
FHLMC	2.38	6/20/2025	28,685	30,405
FHLMC	2.40	2/23/2026	48,443	51,091
FHLMC	2.49	3/4/2026	60,322	65,331
FHLMC	2.42	2/26/2026	75,240	77,981
FHLMC	2.49	4/25/2026	103,884	109,499
FHLMC	2.32	8/6/2025	1,034,332	1,096,694
FHLMC	5.00	11/8/2027	273,175	300,145
FHLMC	6.00	5/6/2028	12,659	14,337
FHLMC	6.00	5/12/2028	1,502	1,690
FHLMC	6.50	10/7/2028	109,266	124,643
FHLMC	5.00	8/9/2028	185,407	203,034
FHLMC	6.00	3/3/2029	86,518	97,490
FHLMC	6.00	2/24/2029	1,038	1,168

Page 12

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	6.00	4/27/2029	9,970	11,218
FHLMC	6.00	5/30/2029	110,846	125,086
FHLMC	6.00	6/1/2029	2,751	3,104
FHLMC	6.00	6/8/2029	134,472	151,857
FHLMC	5.50	5/23/2029	93,836	104,133
FHLMC	6.00	7/15/2029	18,279	20,568
FHLMC	6.00	8/9/2029	48,798	54,918
FHLMC	6.00	9/25/2028	66,934	75,314
FHLMC	6.00	11/9/2028	23,140	26,038
FHLMC	5.50	12/29/2028	522,421	580,695
FHLMC	6.00	3/17/2029	61,707	69,437
FHLMC	6.00	4/30/2029	49,111	55,263
FHLMC	6.00	6/22/2029	1,180	1,328
FHLMC	6.00	7/23/2029	6,578	7,402
FHLMC	5.00	7/16/2029	5,633,693	6,172,231
FHLMC	6.00	1/17/2030	77,338	87,036
FHLMC	5.00	4/19/2028	788,883	866,769
FHLMC	6.00	12/19/2026	356,311	406,615
FHLMC	5.00	3/4/2030	664,111	727,577
FHLMC	5.00	4/5/2030	408,795	452,552
FHLMC	5.00	12/12/2029	591,455	649,849
FHLMC	6.00	3/23/2029	4,836,642	5,518,096
FHLMC	6.00	1/27/2027	9,336,658	10,697,575
FHLMC	5.50	9/11/2030	319,865	355,019
FHLMC	4.50	7/11/2030	430,426	466,623
FHLMC	5.00	2/3/2031	1,067,000	1,168,997
FHLMC	6.00	3/3/2028	2,812,193	3,208,415
FHLMC	6.00	7/11/2029	607,537	683,605
FHLMC	4.00	7/13/2021	394,795	421,911
FHLMC	4.00	8/17/2031	221,862	237,625
FHLMC	4.00	4/1/2021	2,364,081	2,488,257
FHLMC	5.00	4/8/2029	444,000	486,443
FHLMC	4.00	4/12/2033	2,236,201	2,381,692
FHLMC	4.50	7/28/2033	783,982	848,761
FHLMC	3.50	1/24/2033	9,698,320	10,099,051
FHLMC	3.50	6/18/2033	2,152,779	2,242,058
FHLMC	4.50	10/8/2033	829,328	897,854
FHLMC	4.00	6/17/2033	648,123	690,290
FHLMC	4.00	7/26/2033	1,896,437	2,019,822
FHLMC	3.50	4/29/2033	250,874	261,278
FHLMC	4.00	11/11/2033	525,194	559,936
FHLMC	4.00	1/17/2034	955,275	1,018,467
FHLMC	5.00	9/22/2017	135,112	141,003
FHLMC	3.50	5/8/2021	304,895	322,367
FHLMC	3.50	9/8/2021	2,720,206	2,876,088

Page 13

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	2.50	4/24/2023	295,164	301,177
FHLMC	1.98	2/12/2026	219,536	225,671
FHLMC	5.00	9/8/2022	3,156	3,477
FHLMC	5.00	9/17/2022	66,236	72,981
FHLMC	4.00	1/12/2021	658,619	693,214
FHLMC	4.00	12/20/2020	314,067	330,564
FHLMC	4.00	1/7/2021	480,969	506,232
FHLMC	4.00	1/8/2021	198,513	208,940
FHLMC	4.00	1/24/2021	442,969	466,236
FHLMC	3.50	4/19/2021	355,420	375,788
FHLMC	3.50	6/1/2021	490,232	518,324
FHLMC	3.50	5/29/2021	450,449	476,262
FHLMC	3.50	5/26/2021	394,030	416,610
FHLMC	3.50	5/29/2021	310,629	328,429
FHLMC	3.50	6/13/2021	578,618	611,776
FHLMC	3.50	5/26/2021	319,740	338,063
FHLMC	3.00	8/25/2021	850,236	885,721
FHLMC	3.00	8/16/2021	474,595	494,403
FHLMC	8.50	6/29/2017	17,522	18,906
FHLMC	6.00	9/16/2023	3,270	3,524
FHLMC	6.00	7/20/2023	331	357
FHLMC	3.50	7/5/2031	132,150	137,838
FHLMC	4.00	8/8/2033	1,873,700	1,995,606
FHLMC	4.00	8/18/2029	52,843	56,262
FHLMC	5.00	1/2/2030	565,535	619,868
FHLMC	4.50	10/9/2029	151,564	166,424
FHLMC	4.50	1/2/2030	128,444	141,978
FHLMC	4.50	1/15/2030	97,873	108,186
FHLMC	4.50	1/23/2030	934,512	1,031,876
FHLMC	5.50	8/5/2030	30,454	34,193
FHLMC	5.00	6/15/2030	35,145	38,909
FHLMC	6.00	10/20/2023	8,907	9,601
FHLMC	4.50	9/29/2030	361,507	391,908
FHLMC	4.00	9/3/2030	3,247,823	3,493,601
FHLMC	4.00	8/25/2030	1,554,711	1,667,485
FHLMC	4.50	8/11/2027	134,272	145,570
FHLMC	4.00	8/22/2030	127,137	136,758
FHLMC	4.50	8/25/2027	318,040	344,799
FHLMC	4.50	1/20/2031	2,318,306	2,513,366
FHLMC	4.50	9/29/2027	1,251,166	1,356,438
FHLMC	5.00	4/2/2016	130	135
FHLMC	5.00	5/2/2016	140	145
FHLMC	5.00	6/18/2016	588	605
FHLMC	5.00	7/4/2016	736	757
FHLMC	5.00	8/5/2016	438	447

Page 14

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	4.00	2/1/2021	270,969	285,201
FHLMC	5.00	3/29/2017	736	744
FHLMC	5.00	3/29/2017	67	68
FHLMC	5.00	4/30/2017	2,964	3,115
FHLMC	5.00	5/16/2017	5,530	5,771
FHLMC	5.50	5/2/2017	4,804	5,027
FHLMC	5.50	5/18/2017	221,230	231,514
FHLMC	5.50	6/4/2017	5,088	5,325
FHLMC	5.50	7/21/2017	14,407	15,124
FHLMC	5.00	7/4/2017	514	517
FHLMC	5.50	5/2/2017	84,412	88,336
FHLMC	5.50	5/17/2017	48,062	50,296
FHLMC	5.50	8/24/2017	530,175	556,557
FHLMC	5.50	6/4/2017	319,043	328,336
FHLMC	6.00	5/27/2026	30,574	35,259
FHLMC	5.00	3/15/2026	718,811	791,238
FHLMC	6.00	8/11/2026	3,866	4,430
FHLMC	6.00	10/15/2024	6,198	6,906
FHLMC	5.00	2/27/2028	546,773	603,315
FHLMC	4.50	3/4/2031	441,723	478,889
FHLMC	4.50	9/28/2027	1,842,463	1,997,486
FHLMC	4.50	3/14/2031	2,269,376	2,460,320
FHLMC	5.00	7/11/2031	245,567	269,581
FHLMC	4.00	3/30/2031	41,962	45,133
FHLMC	4.00	5/30/2031	541,507	579,324
FHLMC	3.50	3/22/2031	940,860	982,580
FHLMC	4.00	6/10/2031	455,118	484,802
FHLMC	3.50	6/15/2031	377,069	393,299
FHLMC	3.50	7/1/2031	540,134	564,085
FHLMC	3.50	9/3/2031	838,565	874,658
FHLMC	3.00	5/21/2031	282,213	285,925
FHLMC	4.00	1/2/2032	20,015	21,559
FHLMC	4.00	4/13/2032	175,262	188,596
FHLMC	4.00	4/25/2032	74,316	79,970
FHLMC	3.00	11/10/2031	417,122	422,482
FHLMC	4.00	4/17/2032	110,971	119,826
FHLMC	4.00	4/25/2032	171,723	185,427
FHLMC	4.00	5/22/2032	87,176	93,808
FHLMC	4.00	8/17/2032	204,009	220,289
FHLMC	4.00	9/6/2032	106,461	114,956
FHLMC	4.00	8/20/2032	83,634	89,997
FHLMC	4.00	8/7/2032	285,864	307,612
FHLMC	4.00	8/1/2032	194,644	210,177
FHLMC	4.00	9/8/2032	208,494	222,031
FHLMC	4.00	3/14/2033	169,340	180,577

Page 15

Security Description	Coupon	Maturity	Par	Fair Value
FHLMC	2.44	6/26/2025	187,974	198,711
FHLMC	2.24	1/19/2026	91,454	97,514
FHLMC	2.38	2/21/2026	156,731	165,638
FHLMC	2.47	4/23/2026	156,632	166,534
FHLMC	2.48	5/12/2026	251,035	265,346
FANNIE MAE FNMA_89-44	9.00	1/30/2017	11,261	12,004
FNMA	4.00	8/30/2030	815,784	872,733
FNMA	2.80	8/6/2017	1,136,013	1,179,927
FNMA	5.50	5/18/2020	58,634	65,751
FNMA	5.00	8/1/2027	2,443	2,693
FNMA	6.00	3/24/2023	93,300	105,765
FNMA	5.00	4/4/2029	527,897	581,204
FNMA	6.00	11/25/2030	9,357	10,562
FHR_3820D DA	4.00	1/23/2018	12,509,276	13,144,835
FHLMC_3917	0.71	9/6/2019	785,531	789,119
FHLMC	2.70	5/29/2017	8,300,000	8,586,607
FHLMC MULTIFAMILY STRUCTURED P	2.22	11/10/2018	500,000	512,123
FHLMC_4246	6.50	9/18/2020	4,589,271	5,323,669
FHLMC_4248	6.50	10/6/2020	8,660,593	10,053,005
FNMA	3.75	1/26/2017	8,069,480	8,508,638
FNMA	8.50	8/12/2024	471,741	520,763
FNMA	2.44	5/2/2025	100,113	105,088
FNMA	1.91	3/28/2025	3,170,390	3,268,963
FNMA	6.50	5/28/2016	97,966	100,736
FNMA	6.50	5/28/2016	203,049	209,282
FNMA	4.00	11/13/2026	43,843	46,932
FNMA	4.00	9/23/2030	142,191	151,890
FNMA	4.00	4/10/2021	1,066,223	1,123,072
FNMA	4.00	9/10/2030	25,957	27,769
FNMA	3.50	4/11/2021	508,948	538,363
FNMA	4.00	2/23/2031	519,595	556,206
FNMA	4.00	9/22/2030	2,650,560	2,841,841
FNMA	4.00	10/22/2030	131,591	140,777
FNMA	4.50	1/6/2031	3,654,139	3,970,373
FNMA	4.00	10/24/2030	837,415	895,874
FNMA	4.50	1/15/2031	195,441	212,212
FNMA	3.50	8/1/2030	753,751	788,118
FNMA	4.00	11/4/2030	492,211	526,892
FNMA	4.50	2/1/2031	4,233,843	4,600,244
FNMA	4.50	2/10/2031	3,071,023	3,362,819
FNMA	5.00	6/17/2031	221,761	244,571
FNMA	4.50	3/9/2031	1,271,691	1,381,745
FNMA	4.00	3/6/2031	418,875	448,389
FNMA	5.00	6/26/2031	99,357	109,827
FNMA	4.50	4/17/2031	1,674,445	1,819,353

Page 16

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	4.50	5/5/2031	750,312	815,245
FNMA	4.50	5/15/2031	4,644,844	5,046,815
FNMA	4.50	6/2/2031	127,875	138,942
FNMA	4.50	7/10/2031	1,652,041	1,795,010
FNMA	4.00	9/6/2031	596,959	639,071
FNMA	4.50	8/10/2031	31,645	34,384
FNMA	3.50	4/11/2031	312,663	326,741
FNMA	3.50	2/27/2031	1,293,736	1,363,679
FNMA	4.00	5/30/2031	298,558	319,595
FNMA	2.50	11/12/2021	639,037	653,540
FNMA	4.00	6/18/2031	51,019	54,618
FNMA	4.00	5/21/2031	3,259,791	3,489,476
FNMA	2.50	11/26/2021	676,983	692,347
FNMA	3.00	11/6/2021	1,362,964	1,421,212
FNMA	2.50	11/16/2021	469,910	480,574
FNMA	2.50	11/15/2021	482,282	493,227
FNMA	2.50	11/29/2021	686,889	702,478
FNMA	4.00	6/3/2021	435,235	458,440
FNMA	4.00	12/16/2030	4,669,729	5,034,293
FNMA	5.00	3/27/2029	235,317	259,942
FNMA	4.00	4/6/2031	1,390,045	1,487,988
FNMA	4.00	6/16/2031	495,634	534,328
FNMA	3.50	10/18/2031	4,261,381	4,453,251
FNMA	4.38	10/24/2018	5,893,303	6,553,417
FNMA	3.50	12/15/2031	1,009,471	1,079,702
FNMA	3.00	9/6/2031	327,534	335,590
FNMA	2.50	5/13/2022	359,602	367,124
FNMA	6.00	10/9/2031	4,796,538	5,414,324
FNMA	5.00	9/15/2031	140,331	154,531
FNMA	4.50	11/16/2031	1,215,318	1,320,493
FNMA	3.19	11/19/2031	3,622,906	3,765,998
FNMA	4.50	9/15/2031	1,115,640	1,211,370
FNMA	3.50	6/14/2023	657,634	695,061
FNMA	4.00	8/13/2033	1,111,062	1,185,732
FNMA	4.00	7/29/2031	427,331	457,476
FNMA	3.00	7/11/2031	95,381	97,727
FNMA	2.50	12/13/2021	873,480	891,870
FNMA	4.00	11/10/2031	519,495	554,539
FNMA	3.00	7/8/2031	87,628	89,783
FNMA	3.00	5/12/2031	43,815	44,892
FNMA	3.50	9/19/2031	3,006,180	3,137,831
FNMA	3.50	10/12/2031	4,724,402	4,931,300
FNMA	3.00	5/28/2031	105,672	108,271
FNMA	3.00	5/5/2031	117,535	120,244
FNMA	3.00	5/12/2031	65,807	67,426

Page 17

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	3.00	7/27/2031	47,716	48,890
FNMA	3.00	6/23/2031	105,650	108,249
FNMA	3.00	6/17/2031	117,152	120,033
FNMA	3.00	8/11/2031	54,608	55,834
FNMA	3.00	5/28/2031	53,644	54,964
FNMA	3.00	6/6/2031	81,050	83,043
FNMA	2.50	3/5/2022	371,114	378,874
FNMA	3.50	10/21/2031	1,312,830	1,370,324
FNMA	3.00	9/10/2031	130,537	133,747
FNMA	3.00	8/16/2031	70,205	71,932
FNMA	3.00	7/28/2031	164,540	168,235
FNMA	3.50	10/23/2031	42,883	44,761
FNMA	3.00	7/28/2031	58,725	60,169
FNMA	3.00	7/22/2031	114,151	116,782
FNMA	3.00	8/28/2031	51,853	53,128
FNMA	3.00	7/9/2031	98,243	100,659
FNMA	3.00	7/17/2031	117,034	119,913
FNMA	3.00	6/8/2031	132,703	135,967
FNMA	3.00	9/4/2031	1,073,924	1,091,626
FNMA	3.50	10/11/2031	9,448,725	9,874,157
FNMA	3.00	7/24/2031	87,253	89,398
FNMA	3.00	10/16/2031	279,738	286,020
FNMA	3.00	9/9/2031	266,519	273,074
FNMA	3.00	6/26/2031	384,726	394,188
FNMA	3.00	7/20/2031	50,162	51,396
FNMA	3.00	9/7/2031	211,071	216,262
FNMA	3.00	9/24/2031	256,931	263,250
FNMA	3.00	7/3/2031	57,698	59,117
FNMA	3.00	7/13/2031	92,138	94,404
FNMA	3.00	8/8/2031	42,695	43,745
FNMA	3.00	6/28/2031	205,524	210,578
FNMA	3.00	5/21/2031	139,470	142,900
FNMA	3.00	8/3/2031	257,329	263,108
FNMA	3.00	7/17/2031	70,110	71,835
FNMA	3.00	7/28/2031	65,139	66,741
FNMA	3.00	7/13/2031	502,377	513,956
FNMA	3.00	7/15/2031	395,235	404,956
FNMA	3.00	8/12/2031	51,712	52,873
FNMA	3.00	7/17/2031	110,351	113,065
FNMA	3.00	8/21/2031	199,825	204,739
FNMA	3.00	7/3/2031	328,955	337,046
FNMA	3.00	7/22/2031	108,990	111,670
FNMA	3.00	9/19/2031	179,295	183,704
FNMA	3.00	10/3/2031	273,880	280,616
FNMA	3.00	7/17/2031	203,743	208,753

Page 18

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	3.00	6/3/2031	45,735	46,860
FNMA	3.00	9/3/2031	53,332	54,530
FNMA	3.00	7/15/2031	50,200	51,435
FNMA	3.00	7/13/2031	180,196	184,628
FNMA	3.00	6/30/2031	57,819	59,241
FNMA	3.00	7/13/2031	198,674	203,560
FNMA	3.00	8/16/2031	116,123	118,731
FNMA	4.50	11/18/2031	390,493	429,128
FNMA	3.62	7/14/2018	1,968,087	2,120,025
FNMA	3.42	6/9/2018	2,754,874	2,948,559
FNMA	3.00	8/1/2031	40,364	41,270
FNMA	3.00	8/25/2031	381,315	389,878
FNMA	3.00	8/6/2031	98,957	101,179
FNMA	3.00	8/16/2031	70,354	71,934
FNMA	3.50	1/5/2032	230,378	240,467
FNMA	3.00	7/30/2031	86,744	88,877
FNMA	3.00	8/25/2031	65,476	66,946
FNMA	3.00	8/14/2031	69,863	71,432
FNMA	3.00	6/28/2031	90,062	92,084
FNMA	3.00	8/4/2031	125,804	128,629
FNMA	3.00	7/13/2031	278,545	285,395
FNMA	3.00	8/13/2031	53,367	54,679
FNMA	3.00	10/8/2031	170,827	174,663
FNMA	3.00	8/25/2031	77,408	79,146
FNMA	3.00	11/12/2031	314,760	321,829
FNMA	3.00	12/25/2031	134,646	137,670
FNMA	3.00	10/13/2031	160,325	163,926
FNMA	3.00	12/8/2031	119,707	121,606
FNMA	2.50	9/9/2022	1,999,466	2,042,448
FNMA	4.00	12/10/2032	1,488,699	1,601,265
FNMA	4.50	1/21/2033	886,269	961,369
FNMA	3.00	12/13/2022	265,879	277,175
FNMA	4.50	4/24/2033	668,065	724,377
FNMA	4.50	4/18/2033	356,828	388,525
FNMA	4.00	2/17/2033	1,722,781	1,840,727
FNMA	4.00	4/30/2033	1,260,002	1,344,682
FNMA	3.00	4/12/2023	103,031	107,355
FNMA	4.00	4/7/2033	346,589	369,882
FNMA	4.50	10/30/2033	930,549	1,010,703
FNMA	3.50	6/25/2033	128,361	134,023
FNMA	3.00	3/29/2033	131,067	132,952
FNMA	3.00	10/30/2031	88,629	90,620
FNMA	3.50	2/24/2032	2,531,747	2,660,984
FNMA	3.00	10/10/2031	42,615	43,572
FNMA	3.50	5/18/2032	44,475	46,445

Page 19

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	3.50	2/20/2032	535,006	560,922
FNMA	3.50	3/25/2032	172,213	179,819
FNMA	3.00	1/8/2032	224,761	228,327
FNMA	3.50	4/9/2032	1,644,666	1,720,945
FNMA	3.00	1/22/2032	11,923,335	12,112,524
FNMA	4.50	12/17/2032	461,817	500,950
FNMA	2.50	9/26/2022	332,446	339,593
FNMA	2.50	9/13/2022	1,280,216	1,307,736
FNMA	3.00	11/22/2022	790,182	823,752
FNMA	4.50	3/21/2033	473,107	515,139
FNMA	4.00	12/5/2032	420,940	449,276
FNMA	3.50	12/6/2022	31,269	33,047
FNMA	3.00	12/1/2022	811,687	846,170
FNMA	4.50	5/26/2033	19,452	21,127
FNMA	4.00	5/26/2033	9,995,674	10,680,004
FNMA	4.50	9/14/2033	445,636	483,794
FNMA	3.00	4/19/2023	3,233,373	3,369,076
FNMA	4.00	6/18/2033	1,734,287	1,850,842
FNMA	3.50	4/19/2033	202,210	211,094
FNMA	4.00	7/19/2033	169,928	181,348
FNMA	4.00	11/26/2033	398,520	426,060
FHLMC_27-55	5.00	9/9/2020	1,575,597	1,742,369
FNMA	2.23	2/4/2025	12,155	12,966
FNMA	8.50	3/22/2025	249,636	276,313
FNMA	5.00	6/1/2027	806,242	890,613
FNMA	5.00	8/30/2027	10,228,390	11,276,930
FNMA	5.00	9/1/2027	459,181	506,253
FNMA	2.75	7/6/2025	3,992	4,267
FNMA	4.50	7/6/2018	534,806	557,610
FNMA	4.50	6/20/2018	419,426	437,311
FNMA	5.50	4/29/2028	60,165	67,177
FNMA	2.20	7/4/2025	7,753	8,270
FNMA	5.50	9/5/2026	2,890	3,246
FNMA	2.22	3/5/2026	65,163	69,376
FNMA	6.00	2/20/2027	4,397	5,024
FNMA	5.50	1/22/2027	329	372
FNMA	2.20	12/25/2025	78,840	83,726
FNMA	2.02	12/21/2025	17,182	18,118
FNMA	2.13	2/8/2026	110,641	118,546
FNMA	2.15	1/23/2026	83,349	86,841
FNMA	2.15	2/10/2026	99,537	106,150
FNMA	2.18	2/14/2026	135,275	144,614
FNMA	2.33	1/26/2026	403,266	433,768
FNMA	5.00	2/19/2027	8,221	9,108
FNMA	6.00	7/1/2027	64,257	72,696

Page 20

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	1.98	2/25/2026	187,879	196,841
FNMA	6.00	12/14/2027	2,637	2,984
FNMA	2.44	5/4/2026	205,370	220,612
FNMA	1.83	1/5/2026	765,827	804,450
FNMA	2.26	5/1/2026	88,745	92,474
FNMA	5.00	7/17/2027	12,449	13,726
FNMA	5.50	3/11/2027	12,998	14,599
FNMA	2.47	7/18/2026	2,043,561	2,181,375
FNMA	4.50	5/17/2027	7,487	8,131
FNMA	6.00	2/17/2028	24,126	27,238
FNMA	5.00	8/19/2027	18,432	20,321
FNMA	5.50	8/16/2027	22,943	25,768
FNMA	6.00	2/7/2028	1,286	1,452
FNMA	6.00	2/21/2028	75,870	86,221
FNMA	5.50	2/22/2028	19,145	21,376
FNMA	6.50	8/4/2028	134,538	153,927
FNMA	6.00	5/29/2028	173,483	195,864
FNMA	6.00	4/2/2028	168,810	190,632
FNMA	6.00	4/25/2028	5,801	6,593
FNMA	6.00	12/18/2028	597,838	674,944
FNMA	6.00	2/19/2029	225,748	254,929
FNMA	5.00	3/30/2029	49,467	54,538
FNMA	2.52	12/1/2025	32,416	34,814
FNMA	1.84	4/14/2025	135,936	144,679
FNMA	2.32	5/18/2026	540,686	563,056
FNMA	2.46	6/7/2025	106,023	114,182
FNMA	2.51	8/14/2026	1,274,649	1,339,869
FNMA	2.18	5/3/2026	37,621	40,193
FNMA	5.00	6/23/2029	11,915	13,118
FNMA	5.50	8/5/2029	1,119,652	1,249,957
FNMA	5.00	9/8/2029	6,741	7,421
FNMA	5.50	5/24/2028	859,786	965,612
FNMA	4.00	2/24/2021	619,117	652,062
FNMA	5.50	7/30/2031	515,601	575,593
FNMA	5.50	9/29/2027	7,785	8,718
FNMA	6.00	6/11/2028	13,544	15,283
FNMA	6.00	7/29/2028	17,608	19,880
FNMA	5.50	9/6/2028	3,278,615	3,660,751
FNMA	5.50	9/13/2028	745,742	832,661
FNMA	5.50	9/7/2028	64,476	72,122
FNMA	5.50	10/8/2028	1,950,043	2,176,988
FNMA	5.00	1/24/2030	960,439	1,076,282
FNMA	4.50	4/25/2020	6,603,722	6,986,133
FNMA	4.00	5/21/2020	946,376	996,734
FNMA	4.50	5/4/2030	1,837,956	2,038,730

Page 21

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	5.00	4/1/2030	2,234,798	2,497,778
FNMA	5.50	6/2/2029	211,488	236,101
FNMA	6.00	2/21/2028	282,733	319,862
FNMA	4.00	4/28/2027	7,194	7,675
FNMA	4.00	11/27/2020	488,022	518,161
FNMA	5.00	9/17/2030	252,577	282,823
FNMA	4.00	10/4/2030	44,866	47,930
FNMA	5.50	8/25/2029	720,712	804,570
FNMA	5.50	9/4/2029	373,242	417,451
FNMA	4.00	6/24/2020	1,038,842	1,094,121
FNMA	5.50	12/24/2028	389,057	434,336
FNMA	6.00	2/26/2029	346,533	393,330
FNMA	6.00	4/15/2029	2,036	2,299
FNMA	6.00	7/19/2029	176,034	199,806
FNMA	4.50	2/12/2029	41,747	45,245
FNMA	6.00	4/10/2030	63,159	71,715
FNMA	5.00	1/22/2030	947,170	1,058,628
FNMA	5.00	1/21/2030	836,737	932,274
FNMA	5.00	5/23/2029	115,006	126,620
FNMA	5.50	8/19/2029	74,860	83,570
FNMA	5.50	8/24/2029	119,495	133,300
FNMA	5.00	6/24/2029	4,686	5,159
FNMA	5.50	10/12/2029	73,045	81,805
FNMA	5.50	9/19/2026	4,494	5,047
FNMA	6.00	4/13/2030	9,933	11,212
FNMA	4.00	6/25/2020	285,055	300,223
FNMA	5.50	2/1/2038	33,109	36,962
FNMA	5.00	4/20/2029	121,159	133,579
FNMA	4.50	8/5/2029	369,044	399,962
FNMA	5.00	12/7/2029	1,563,066	1,720,904
FNMA	5.00	10/14/2027	349,493	385,321
FNMA	5.00	11/23/2029	131,773	145,131
FNMA	5.00	11/26/2029	510,130	565,494
FNMA	4.50	9/30/2029	67,143	72,767
FNMA	5.00	3/1/2030	12,851	14,153
FNMA	4.50	10/21/2029	25,797	28,495
FNMA	4.50	11/26/2029	105,922	117,001
FNMA	5.00	10/8/2030	377,115	422,274
FNMA	4.50	9/27/2030	2,633,755	2,859,751
FNMA	4.00	4/20/2031	1,281,911	1,378,354
FNMA	4.00	5/5/2031	462,498	495,085
FNMA	3.50	7/14/2031	822,343	860,439
FNMA	4.00	11/1/2031	3,512,633	3,749,592
FNMA	3.00	5/9/2031	99,328	101,618
FNMA	3.00	5/12/2031	50,794	52,043

Page 22

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	3.00	5/8/2031	1,623,173	1,660,586
FNMA	3.00	7/4/2031	708,310	724,636
FNMA	3.00	3/22/2022	753,926	786,147
FNMA	3.50	10/17/2031	460,045	480,759
FNMA	3.00	7/3/2031	1,368,246	1,399,783
FNMA	3.00	7/2/2031	1,437,092	1,470,216
FNMA	3.00	7/12/2031	189,054	193,704
FNMA	3.00	8/2/2031	283,138	290,102
FNMA	3.00	11/2/2031	207,513	210,805
FNMA	4.50	1/16/2030	17,715	19,567
FNMA	4.00	11/15/2029	64,955	69,301
FNMA	4.50	1/9/2030	1,914,827	2,121,380
FNMA	4.50	2/2/2030	7,214,104	7,818,350
FNMA	4.50	3/16/2030	542,459	587,895
FNMA	4.50	4/1/2030	10,170	11,234
FNMA	4.50	5/18/2030	1,047,213	1,160,177
FNMA	4.00	7/30/2021	520,603	548,750
FNMA	4.00	11/20/2029	31,968	34,107
FNMA	4.50	12/18/2030	905,399	983,753
FNMA	3.50	1/30/2023	295,404	312,206
FNMA	3.50	10/2/2031	2,142,743	2,239,220
FNMA	3.50	11/12/2031	1,850,490	1,931,529
FNMA	3.50	1/19/2032	39,436	41,346
FNMA	3.50	2/18/2032	226,108	237,060
FNMA	4.00	5/9/2033	1,876,861	2,004,000
FNMA	5.50	1/24/2029	7,521,757	8,423,058
FNMA	5.50	5/26/2030	150,303	167,792
FNMA	4.50	5/20/2030	827,728	897,057
FNMA	4.50	4/9/2030	349,093	385,604
FNMA	5.00	1/6/2031	183,002	201,817
FNMA	4.50	6/10/2030	11,737	12,744
FNMA	5.00	9/24/2030	1,015,923	1,120,375
FNMA	4.00	9/12/2029	13,697	14,620
FNMA	4.00	7/16/2030	49,688	53,157
FNMA	5.00	12/13/2030	258,128	285,783
FNMA	5.00	12/16/2030	116,561	126,931
FNMA	5.00	12/8/2030	396,761	437,553
FNMA	5.50	12/27/2029	34,854	39,146
FNMA	4.00	2/2/2021	1,368,168	1,441,116
FNMA	4.00	9/16/2030	69,654	74,416
FNMA	5.00	12/16/2030	224,058	248,998
FNMA	4.00	8/20/2030	15,508	16,590
FNMA	4.00	8/18/2030	30,646	32,785
FNMA	4.00	8/16/2030	72,758	77,837
FNMA	4.00	9/7/2030	485,206	519,078

Page 23

Security Description	Coupon	Maturity	Par	Fair Value
FNMA	4.00	8/9/2030	89,080	95,298
FNMA	4.00	8/19/2030	34,502	36,910
FNMA	4.00	8/29/2030	59,598	63,758
GNMA	4.00	2/24/2031	158,780	169,848
GNMA	2.50	2/6/2022	1,162,716	1,190,079
GNMA	3.50	1/20/2031	549,417	576,777
GNMA	3.50	2/24/2031	460,429	484,185
GNMA	3.50	4/10/2031	781,884	822,225
GNMA	3.50	4/30/2031	1,014,210	1,064,717
GNMA	3.50	3/20/2031	2,011,057	2,114,816
GNMA	3.50	4/10/2031	1,503,705	1,581,288
GNMA	2.50	12/16/2021	1,094,750	1,123,935
GNMA	2.50	1/3/2022	530,991	545,147
GNMA	3.00	6/7/2031	107,426	110,124
GNMA	4.00	3/6/2032	25,167	26,852
GNMA	4.00	11/19/2031	225,012	240,304
GNMA	3.00	5/8/2031	218,880	224,441
GNMA	3.50	11/23/2031	438,998	461,666
GNMA	2.50	4/18/2031	47,853	47,425
GNMA	4.00	8/26/2032	123,467	131,565
GNMA	2.50	8/20/2031	332,126	328,646
GNMA	4.00	10/21/2032	46,065,993	49,133,968
GNMA	3.50	10/11/2032	164,654	172,752
GNMA	3.50	11/16/2032	146,969	154,197
GNMA	3.50	2/11/2033	3,020,333	3,168,847
GNMA	3.50	7/25/2033	35,252,175	36,985,570
GNMA	4.00	10/26/2033	98,754	105,546
GNMA	3.50	4/11/2033	43,989,601	46,152,627
GNMA	3.50	4/26/2033	33,930,457	35,598,862
GNMA	3.00	8/14/2031	478,391	489,751
GNMA	3.50	5/14/2033	179,707	188,543
GNMA	4.50	6/8/2031	209,575	227,298
GNMA	4.00	5/6/2031	395,225	423,905
GNMA	4.50	8/23/2031	380,527	412,707
GNMA	7.00	2/12/2025	778	865
GNMA	4.50	11/26/2029	256,525	281,692
GNMA	5.50	4/6/2029	115,280	129,070
GNMA	4.50	9/14/2030	221,761	242,295
GNMA	3.50	3/20/2031	2,271,213	2,388,395
GNMA	7.00	1/22/2025	6,941	7,724
GNMA	7.00	2/12/2025	7,610	8,467
GNMA	7.00	1/1/2025	1,440	1,602
GNMA	1.75	2/13/2026	6,485,934	6,751,926
GNMA	2.50	10/26/2021	923,666	944,826
GNMA	3.50	6/10/2030	3,368,139	3,543,783

Page 24

Security Description	Coupon	Maturity	Par	Fair Value
GNMA	6.00	1/17/2030	187,979	211,339
GNMA	5.00	12/8/2029	178,386	197,273
GNMA	5.00	12/29/2029	335,973	373,667
GNMA	4.50	12/16/2029	52,037	57,142
			594,027,936	633,882,083
NON AGENCY RMBS
COUNTRYWIDE ALTERNATIVE LOAN T	0.54	9/1/2021	5,852,414	3,773,004
AIREM_06-1A	0.57	4/16/2021	1,292,227	1,232,849
CWALT_06-18CB	0.54	2/11/2021	2,910,257	1,989,431
CWALT_06-31CB	0.69	8/4/2021	1,467,153	1,001,090
CWALT_06-39CB	0.94	5/30/2021	1,166,575	872,275
BANK OF AMERICA MTG SEC	4.75	4/11/2017	653,677	661,726
BAFC_07-4	0.48	9/12/2020	5,924,350	4,360,233
BSARM_04-10	2.68	1/16/2022	15,602	15,357
CWALT_04-J4	0.77	8/16/2019	5,019,343	4,841,678
CS FIRST BOSTON MORTGAGE SECUR	3.57	6/3/2021	96,897	94,619
CWALT_06-OC8	0.44	1/16/2022	16,996,043	10,574,088
COUNTRYWIDE ALTERNATIVE LOAN T	0.43	7/25/2024	4,282,716	3,126,382
CWALT_06-OC9	0.44	3/1/2026	4,576,402	3,041,363
DBALT	0.47	6/3/2023	12,038,512	8,957,869
GRANITE MASTER ISSUER PLC GRAN	0.30	1/12/2017	816,501	811,857
HALO	0.49	8/18/2021	3,693,379	1,236,687
HALO_07-WF1	0.29	5/7/2024	3,331,795	1,387,976
JPALT_08-R2	6.00	5/27/2022	2,494,749	2,189,417
NGN_11-R3	0.60	9/5/2017	835,322	834,027
NOMURA ASSET ACCEPTANCE CORPOR	6.02	9/16/2026	3,758,730	3,069,473
RES ASSET SEC	2.98	12/1/2022	1,015,602	704,438
SARM	2.49	2/17/2022	8,649,577	6,830,614
SARM	2.56	8/21/2022	1,661,392	1,590,532
STRUCTURED ASSET MORTGAGE INV	2.35	5/14/2022	2,171,336	1,796,551
SAMI_06-AR8	0.39	9/11/2022	6,042,109	4,872,779
SAMI_06-AR8	0.31	6/18/2026	17,670,049	14,113,068
WAMU	0.97	4/5/2022	3,666,725	3,565,446
WASHINGTON MUTUAL	0.97	5/9/2020	224,525	213,524
WAMU_04-A12	0.64	1/21/2020	3,892,662	3,767,171
BRUNEL RESIDENTIAL MORTGAGE SE	0.49	6/3/2017	867,968	851,884
			123,084,589	92,377,408
CMBS
AVMT_13-AVM	3.74	6/5/2020	6,200,000	6,619,517
BAMLL_11-07C1	5.38	4/17/2016	4,340,547	4,431,886
BACM	5.89	1/6/2017	6,822,383	6,934,182
BACM	5.36	6/11/2016	2,400,000	2,446,337
BANC OF AMERICA	5.63	1/11/2016	3,009,461	3,058,988

Page 25

Security Description	Coupon	Maturity	Par	Fair Value
BANC OF AMERICA	5.48	9/27/2016	24,990,000	23,185,722
BACM_07-2	5.73	6/26/2016	1,195,251	1,253,769
BSCMS	5.41	11/27/2015	742,720	742,740
BSCMS	5.20	4/11/2016	483,754	499,393
BSCMS_07-PW18	5.60	10/19/2016	9,438,748	10,074,797
CITIGROUP/DEUTSCHE BANK COMMER	5.57	3/1/2016	19,550,000	18,146,154
CD_07-CD4	5.32	4/26/2016	2,800,000	2,891,073
CD_07-CD4	5.40	2/26/2022	15,521,849	13,482,992
COMM_13-CR12	1.57	8/5/2022	15,123,941	1,143,294
COMM MORTGAGE TRUST COMM_14-UB	4.84	4/10/2024	24,766,000	21,592,584
COMM_14-CR16	1.42	9/10/2022	19,714,277	1,341,911
COMM_14-UBS3	3.82	1/26/2024	134,000	142,209
COMM_14-UBS6	4.12	12/10/2024	7,111,000	5,830,643
COMM_15-CR23	2.85	1/11/2020	1,370,000	1,413,103
COMM_15-LC21	4.46	6/10/2025	1,520,000	1,264,100
COMM_15-PC1	1.67	11/16/2017	8,762,976	8,780,309
COMM_12-LC4	4.06	1/25/2022	134,000	144,163
COMM_10-C1	3.16	11/26/2015	713,928	713,455
COMM	2.04	7/18/2021	35,273,095	3,198,247
COMM_13-CR6	2.62	8/17/2020	335,000	339,394
COMM_13-LC13	4.21	4/11/2023	268,000	294,002
CITIGROUP	5.43	3/16/2016	2,024,204	2,078,313
CGCMT_07-C6	5.90	8/26/2016	5,153,564	5,444,153
CITIGROUP COMMERCIAL MORTGAGE	3.02	11/17/2020	335,000	344,646
CGCMT_13-GC11	3.09	11/26/2022	8,200,000	8,359,367
CGCMT_13-GC15	1.42	10/5/2021	10,426,671	603,923
CITIGROUP COMMERCIAL MORTGAGE	4.13	7/11/2023	168,000	182,238
CGCMT_14-GC23	3.62	4/10/2024	134,000	140,144
CGCMT 2015-GC27	2.94	5/13/2022	1,940,000	1,966,275
CGCMT_15_GC27	4.58	1/10/2025	11,750,000	9,884,946
CWCAPITAL COBALT	5.22	4/2/2016	4,057,113	4,171,049
CWCI	5.48	6/3/2016	3,013,881	3,160,105
CWCI_07-C3	5.96	8/15/2016	3,882,363	4,110,918
COMMERCIAL MORTGAGE PASS-THROU	5.95	12/25/2015	2,600,322	2,638,674
GCCFC	5.44	5/13/2016	3,763,613	3,906,788
GREENWICH COMMERCIAL FUNDING C	5.51	2/10/2017	42,985,000	41,431,522
CMLT	6.03	9/17/2016	2,330,774	2,423,369
CREDIT SUISSE MORTGAGE CAPITAL	6.00	12/30/2015	8,974,521	9,076,229
CREDIT SUISSE MORTGAGE CAPITAL	5.31	4/2/2016	2,908,470	2,970,725
CREDIT SUISSE MORTGAGE CAPITAL	5.37	2/10/2018	47,408,252	45,907,876
CSMC_07-C2	5.53	7/15/2016	4,189,462	4,360,610
CSMC	5.70	2/4/2018	3,212,000	3,384,227
DBUBS_11-LC1	3.74	8/15/2016	553,136	555,756
FNMA	2.98	11/11/2021	1,700,000	1,789,626
FNMA_12-M8	1.52	12/28/2016	1,569,576	1,584,388

Page 26

Security Description	Coupon	Maturity	Par	Fair Value
FNMA_12-M8	1.80	1/27/2019	2,100,000	2,130,263
FNMA_12-M14	2.30	8/25/2022	200,000	202,110
FHMS_19-K710	1.88	3/25/2019	10,700,000	10,841,326
FHLMC	2.37	3/25/2022	5,000,000	5,029,900
FHLMC_K021	1.63	11/24/2021	34,010,016	2,773,211
FHLMC_13-HN	3.11	1/11/2023	16,000,000	16,782,144
GECMC_07-C1	5.48	7/11/2016	6,355,742	6,658,568
GSMSCII_12-GC6	2.26	12/10/2020	14,262,136	1,345,262
GS MORTGAGE SECURITIES CORPORA	2.77	3/19/2020	335,000	336,856
GS MORTGAGE SECURITIES TRUST G	3.14	1/25/2023	168,000	171,619
GSMS_13-GC13	4.04	2/25/2023	402,000	438,897
GSMS_14-GC26	4.51	11/11/2024	11,300,000	9,753,719
GS MORTGAGE SECURITIES TRUST G	2.90	1/1/2021	2,180,000	2,251,648
GSMS_14-GC18	1.43	8/27/2022	23,936,210	1,679,412
GSMS_14-GC24	4.66	6/10/2024	870,000	748,083
JPMCC	5.45	12/30/2015	3,951,344	3,949,317
JPMCC	5.55	2/12/2016	5,972,969	6,101,358
JPMCC	5.34	5/15/2016	1,815,617	1,876,246
JPMCC_06-LDP9	5.26	5/15/2016	1,232,725	1,266,983
JP MORGAN CHASE COMMERICAL MOR	5.50	9/27/2022	22,841,932	22,579,387
JPMCC	5.43	3/28/2016	1,271,653	1,308,539
JP MORGAN CHASE COMMERCIAL MOR	5.42	7/4/2016	868,690	901,627
JP MORGAN CHASE COMMERCIAL MOR	5.88	5/27/2023	41,471,000	38,742,955
JPMCC	5.88	8/20/2016	2,100,000	2,208,536
JPMCC_12-LC9	1.68	3/1/2017	335,000	336,670
JPMBB_14-C22	3.80	4/30/2024	134,000	141,283
JPMBB_14-C23	3.18	9/15/2019	6,000,000	6,278,406
JPMBB_14-C24	2.94	10/15/2018	900,000	933,785
JPMBB_14-C24	3.37	8/15/2024	168,000	172,053
JPMBB_14-C25	2.95	10/15/2020	5,470,000	5,675,502
JPMBB_14-C26	4.07	12/16/2024	15,361,000	12,864,592
JPMBB_14-C26	3.02	11/30/2019	4,320,000	4,494,571
JPMBB_15-C27	3.98	2/17/2025	960,400	776,727
JPMCCMSC_15-C28	3.88	4/1/2025	4,600,000	3,624,915
JPMBB	2.92	5/15/2020	1,070,000	1,108,812
LBUBS	5.37	2/29/2016	234,382	240,528
MLCFC_06-4	5.17	3/29/2016	1,573,986	1,620,160
MERRIL LYNCH COUNTRYWIDE	2.00	2/13/2017	43,696,578	42,989,698
MERRIL LYNCH COUNTRYWIDE	5.45	2/13/2017	10,992,200	10,537,453
MLCFC_07-9	6.19	8/18/2018	1,060,000	1,053,195
MSBAM_15-C22	4.38	4/15/2025	3,889,000	3,259,709
MORGAN STANLEY CAPITAL	3.88	12/15/2015	1,305,845	1,310,921
MSC_06-HQ9	5.73	12/27/2015	1,670,571	1,692,116
MSC	5.33	3/16/2016	1,350,429	1,390,797
MSC_07-IQ13	5.44	5/20/2023	6,294,500	6,310,073

Page 27

Security Description	Coupon	Maturity	Par	Fair Value
MSBAM_12-C6	1.87	6/12/2017	300,000	302,345
MSBAM_13-C13	1.37	10/11/2022	19,115,482	1,268,962
MSBAM_14-C18	3.39	10/1/2024	4,454,440	3,658,668
MSBAM_15-C20	3.07	10/30/2024	9,231,500	7,053,143
MSBAM_15-C20	3.07	5/19/2022	1,470,000	1,503,013
PROG_14-SFR1	4.36	10/23/2016	401,000	399,812
SWAY_14-1	4.51	1/23/2017	3,395,000	3,394,990
UBS-BARCLAYS COMMERCIAL MORTGA	3.53	1/10/2022	235,000	247,697
UBSBB_12-C3	2.27	5/7/2021	6,393,646	626,923
WFRBSCMT_12-C10	1.92	11/13/2021	2,294,664	201,561
WFRBS_12-C10	2.88	7/30/2022	335,000	339,169
WF-RBS COMMERCIAL MORTGAGE TRU	3.43	1/15/2022	168,000	176,151
WF-RBS COMMERCIAL MORTGAGE TRU	3.04	8/15/2022	214,000	217,622
WFRBSCMT_13-C12	1.61	10/14/2021	3,011,674	217,250
WFRBS_14-C21	1.34	4/4/2023	19,303,551	1,397,963
WBCMT	5.42	11/1/2015	1,062,886	1,063,456
WBCMT_07-C30	0.68	2/6/2017	29,203,259	174,694
WBCMT	5.90	2/15/2017	1,000,000	1,048,193
WFCM_12-LC5	2.92	2/27/2020	218,000	221,833
WFCM_14-LC16	3.94	6/17/2024	2,096,000	1,745,151
WFCM_15-C26	2.91	12/15/2024	3,900,000	3,828,915
			814,534,879	576,418,274
CORPORATE DEBT SECURITIES - FINANCIALS
ABN AMRO BANK NV	2.50	10/30/2018	7,000,000	7,089,130
AFLAC INC	2.65	2/15/2017	170,000	173,118
ABBEY NATIONAL TREASURY SERVIC	3.05	8/23/2018	4,155,000	4,286,419
ABBEY NATIONAL TREASURY SERVIC	1.38	3/13/2017	2,055,000	2,054,946
AIR LEASE CORPORATION	2.13	1/15/2018	135,000	133,372
AMERICAN CAMPUS COMMUNITIES OP	3.35	9/1/2020	2,000,000	2,024,940
AMERICAN EXPRESS COMPANY	5.50	9/12/2016	4,000,000	4,166,656
AMERICAN EXPRESS COMPANY	1.55	5/22/2018	6,175,000	6,144,649
AMERICAN EXPRESS CREDIT CORPOR	2.80	9/19/2016	170,000	173,024
AMERICAN EXPRESS CREDIT CORPOR	2.13	3/18/2019	9,000,000	9,029,680
AMERICAN EXPRESS CREDIT CORPOR	2.25	8/15/2019	3,100,000	3,108,459
AMERICAN INTERNATIONAL GROUP I	5.60	10/18/2016	65,000	68,004
APOLLO INVSTMNT	5.25	3/3/2025	2,250,000	2,239,982
ARC PROPERTIES OPERATING PARTN	2.00	2/6/2017	8,000,000	7,847,088
AUSTRALIA & NEW ZEALAND BANKIN	1.45	5/15/2018	250,000	248,906
AUSTRALIA & NEW ZEALAND BANKIN	1.25	1/10/2017	2,385,000	2,386,593
AUSTRALIA & NEW ZEALAND BANKIN	2.25	6/13/2019	3,700,000	3,722,786
BB&T CORP	1.60	7/15/2017	10,400,000	10,438,986
BB&T CORP	2.45	12/15/2019	2,600,000	2,618,043
BB&T CORP	2.63	5/29/2020	3,000,000	3,035,421
BNP PARIBAS SA	5.00	1/15/2021	1,500,000	1,686,559

Page 28

Security Description	Coupon	Maturity	Par	Fair Value
BNP PARIBAS SA	3.60	2/23/2016	255,000	257,675
BNP PARIBAS SA	2.40	12/12/2018	9,275,000	9,383,198
BNP PARIBAS SA	1.38	3/17/2017	5,045,000	5,028,900
BPCE SA	2.50	12/10/2018	3,965,000	4,035,696
BPCE SA	0.89	11/18/2016	3,280,000	3,282,854
BANCO SANTANDER CHILE	1.19	4/11/2017	4,500,000	4,443,750
BANK OF AMERICA CORP	6.00	9/1/2017	10,695,000	11,531,720
BANK OF AMERICA CORP	1.13	11/14/2016	1,500,000	1,499,635
BANK OF AMERICA CORP	5.65	5/1/2018	2,750,000	2,996,287
BANK OF AMERICA CORP	7.63	6/1/2019	2,700,000	3,179,121
BANK OF AMERICA CORP	5.63	7/1/2020	4,500,000	5,070,950
BANK OF AMERICA CORP	2.00	1/11/2018	3,370,000	3,383,368
BANK OF AMERICA CORP	2.60	1/15/2019	6,575,000	6,650,403
BANK OF AMERICA CORP	2.65	4/1/2019	4,960,000	5,017,085
BANK OF AMERICA CORP	4.20	8/26/2024	2,535,000	2,533,037
BANK OF AMERICA CORP	3.95	4/21/2025	6,000,000	5,818,399
BANK OF MONTREAL	2.50	1/11/2017	1,505,000	1,529,786
BANK OF MONTREAL	1.40	9/11/2017	200,000	199,630
BANK OF MONTREAL	2.63	1/25/2016	6,000,000	6,035,184
BANK OF MONTREAL	1.95	1/30/2017	2,600,000	2,634,996
BANK OF NEW YORK MELLON	2.40	12/17/2016	2,948,000	2,992,403
BANK OF NEW YORK MELLON CORP/T	2.10	12/15/2018	168,000	169,322
BANK OF NEW YORK MELLON CORP/T	2.20	4/15/2019	135,000	136,168
BANK OF NEW YORK MELLON CORP/T	2.30	3/11/2019	4,170,000	4,207,616
BANK OF NOVA SCOTIA	2.55	1/12/2017	170,000	172,913
BANK OF NOVA SCOTIA	1.38	12/18/2017	100,000	99,627
BANK OF NOVA SCOTIA	2.05	10/30/2018	100,000	100,683
BANK OF NOVA SCOTIA	1.25	4/11/2017	3,930,000	3,924,268
BANK OF NOVA SCOTIA	2.05	6/5/2019	4,300,000	4,318,822
BANK OF NOVA SCOTIA	1.75	3/22/2017	6,000,000	6,050,880
BANK OF TOKYO-MITSUBISHI UFJ L	1.55	9/9/2016	3,095,000	3,108,062
BANK OF TOKYO MITSUBISHI UFJ L	3.75	3/10/2024	3,625,000	3,720,034
BANK OF TOKYO MITSUBISHI UFJ L	2.35	9/8/2019	1,900,000	1,903,838
BANK OF TOKYO-MITSUBISHI UFJ L	2.75	9/14/2020	1,500,000	1,519,748
BARCLAYS BANK PLC	5.00	9/22/2016	100,000	103,725
BARCLAYS BANK PLC	2.50	2/20/2019	10,950,000	11,136,983
BRANCH BKG & TR CO	1.05	12/1/2016	2,645,000	2,642,035
BB&T CORP	1.35	10/1/2017	4,570,000	4,555,048
BEAR STEARNS COMPANIES LLC/THE	7.25	2/1/2018	4,800,000	5,380,771
CBL & ASSOCIATES LP	5.25	9/1/2023	625,000	643,000
CBL & ASSOCIATES LP	4.60	10/15/2024	1,160,000	1,130,072
CANADIAN IMPERIAL BANK OF COMM	1.55	12/23/2017	100,000	99,952
CAPITAL ONE BANK USA NA	2.15	11/21/2018	1,950,000	1,942,872
CAPITAL ONE BANK USA NA	2.40	9/5/2019	5,250,000	5,211,794
CATERPILLAR INC	1.25	8/18/2017	8,530,000	8,522,591

Page 29

Security Description	Coupon	Maturity	Par	Fair Value
CITIGROUP INC	6.13	5/15/2018	8,500,000	9,397,839
CITIGROUP INC	8.50	5/22/2019	4,000,000	4,833,988
CITIGROUP INC	2.50	9/26/2018	3,890,000	3,936,956
CITIGROUP INC	1.35	3/10/2017	3,620,000	3,615,529
CITIGROUP INC	0.87	3/10/2017	400,000	399,316
CITIGROUP INC	2.55	4/8/2019	135,000	136,108
CITIGROUP INC	1.55	8/14/2017	100,000	99,914
CITIGROUP INC	1.80	2/5/2018	3,500,000	3,495,899
COMPASS BANK	1.85	9/29/2017	785,000	782,759
COMPASS BANK	2.75	9/29/2019	2,300,000	2,289,150
COMPASS BANK	3.88	4/10/2025	725,000	676,308
RABOBANK NEDERLAND, UTRECHT	2.13	10/13/2015	5,000,000	5,001,850
RABOBANK NEDERLAND NV	4.50	1/11/2021	2,000,000	2,193,880
RABOBANK NEDERLAND UTREC	3.38	1/19/2017	2,455,000	2,518,923
RABOBANK NEDERLAND NV	2.25	1/14/2019	5,000,000	5,043,342
RABOBANK NEDERLAND NV	2.25	1/14/2020	3,250,000	3,249,180
CREDIT AGRICOLE SA	2.63	10/3/2018	3,000,000	3,056,990
CREDIT AGRICOLE SA/LONDON	2.50	4/15/2019	3,400,000	3,431,538
CREDIT SUISSE NEW YORK NY	6.00	2/15/2018	200,000	217,123
CREDIT SUISSE NEW YORK NY	5.40	1/14/2020	8,975,000	9,958,478
CREDIT SUISSE NEW YORK NY	2.30	5/28/2019	14,050,000	14,135,508
CREDIT SUISSE NEW YORK NY	1.75	1/29/2018	5,770,000	5,767,209
CUBESMART	4.80	4/15/2022	4,025,000	4,362,697
CUBESMART LP	4.38	9/15/2023	1,200,000	1,254,600
DNB BANK ASA	3.20	4/3/2017	6,425,000	6,582,474
DBS GROUP HOLDINGS LTD	2.25	7/16/2019	1,000,000	1,009,156
DEUTSCHE BK LDN	1.40	2/13/2017	100,000	99,735
DEUTSCHE BK LDN	1.88	2/13/2018	100,000	99,893
DEXIA CREDIT LOCAL/NEW YORK	1.25	10/18/2016	11,350,000	11,408,453
DISCOVER BANK	2.00	2/21/2018	3,725,000	3,699,911
DISCOVER BANK/GREENWOOD DE	4.20	8/8/2023	4,750,000	4,884,250
ERP OPERATING LIMITED PARTNERS	5.75	6/15/2017	100,000	106,959
EPR PROPERTIES	5.75	5/15/2022	3,000,000	3,141,000
FEDERAL REALTY INVESTMENT TRUS	2.55	12/15/2020	2,600,000	2,615,592
FIFTH THIRD BANK	1.15	11/18/2016	1,335,000	1,332,804
FIFTH THIRD BANK	0.83	11/18/2016	2,000,000	1,998,080
FIFTH THIRD BANK	1.35	6/1/2017	315,000	314,602
FIFTH THIRD BANK	2.38	3/25/2019	2,105,000	2,119,698
FIFTH THIRD BANK	2.88	10/1/2021	6,000,000	5,993,163
FRANKLIN RESOURCES INC	1.38	9/15/2017	4,000,000	3,998,323
GENERAL ELECTRIC CAPITAL CORP	5.55	5/4/2020	5,000,000	5,816,486
GENERAL ELECTRIC CAPITAL CORP	5.63	9/15/2017	4,000,000	4,357,626
GENERAL ELECTRIC CAPITAL CORP	5.63	5/1/2018	300,000	332,280
GENERAL ELECTRIC CAPITAL CORP	6.00	8/7/2019	300,000	346,344
GENERAL ELECTRIC CAPITAL CORP	2.30	4/27/2017	5,000,000	5,097,446

Page 30

Security Description	Coupon	Maturity	Par	Fair Value
GENERAL ELECTRIC CAPITAL CORP	1.60	11/20/2017	6,000,000	6,063,558
GENERAL ELECTRIC CAPITAL CORP	2.20	12/9/2019	11,560,000	11,780,527
GENERAL ELECTRIC CAPITAL CORP	0.68	5/5/2026	4,000,000	3,740,040
GENERAL ELECTRIC CAP CORP	3.80	6/18/2019	4,000,000	4,237,832
GOLDMAN SACHS GROUP INC/THE	7.50	2/15/2019	8,100,000	9,451,446
GOLDMAN SACHS GROUP INC/THE	2.38	1/22/2018	268,000	271,278
GOLDMAN SACHS GROUP INC/THE	2.63	1/31/2019	1,800,000	1,825,231
GOLDMAN SACHS GROUP INC/THE	2.90	7/19/2018	785,000	804,328
GOLDMAN SACHS GROUP INC/THE	2.55	10/23/2019	135,000	135,748
GOLDMAN SACHS GROUP INC/THE	2.60	3/23/2020	5,500,000	5,507,911
GOLDMAN SACHS GROUP INC/THE	1.45	4/23/2020	4,500,000	4,511,700
GRAIN SPECTRUM FUNDING II LLC	3.29	3/13/2033	924,439	933,701
HCP INC	3.75	11/1/2018	200,000	208,428
HSBC USA INC	1.63	1/16/2018	5,080,000	5,057,715
HSBC USA INC	1.50	11/13/2017	155,000	154,368
HSBC USA INC	2.35	3/5/2020	9,425,000	9,336,383
HSBC FINANCE CORP	5.50	1/19/2016	1,750,000	1,773,398
HSBC FINANCE CORP	6.68	1/15/2021	11,000,000	12,802,051
HSBC BANK USA NA	6.00	8/9/2017	500,000	537,220
HEALTH CARE REIT INC	2.25	3/15/2018	1,580,000	1,586,733
HEALTHCARE TRUST OF AMERICA HO	3.38	5/15/2021	1,325,000	1,318,110
HUNTINGTON NATIONAL BANK THE	1.30	11/20/2016	2,180,000	2,176,888
HUNTINGTON NATIONAL BANK THE	1.38	4/24/2017	5,955,000	5,922,802
HUTCHISON WHAMPOA FIN (CI) LTD	1.63	10/31/2017	440,000	439,177
ING BANK NV	3.75	3/7/2017	3,000,000	3,091,155
INDUSTRIAL & COMMERCIAL BANK O	2.35	11/13/2017	420,000	423,205
VOYA FINANCIAL INC	2.90	2/15/2018	168,000	171,402
JPMORGAN CHASE & CO	4.40	7/22/2020	3,925,000	4,231,979
JPMORGAN CHASE & CO	1.63	5/15/2018	1,605,000	1,594,527
JPMORGAN CHASE & CO	2.35	1/28/2019	1,710,000	1,719,479
JPMORGAN CHASE & CO	0.92	1/28/2019	10,525,000	10,483,321
JPMORGAN CHASE & CO	2.25	1/23/2020	6,725,000	6,663,153
JPMORGAN CHASE & CO	2.75	5/23/2020	1,150,000	1,160,211
JPMORGAN CHASE & CO	3.90	4/15/2025	3,500,000	3,572,751
JEFFERIES FINANC	7.38	4/1/2020	750,000	722,813
JPMORGAN CHASE BANK NA	6.00	10/1/2017	4,700,000	5,086,393
JPMORGAN CHASE & CO	2.00	8/15/2017	9,775,000	9,860,002
JPMORGAN CHASE & CO	2.20	10/22/2019	1,000,000	991,697
KEY BANK NATIONAL ASSOCIATION	3.18	10/15/2027	2,650,000	2,653,726
KEY BANK NATIONAL ASSOCIATION	1.65	2/1/2018	6,900,000	6,885,662
KEY BANK NATIONAL ASSOCIATION	2.50	12/15/2019	2,970,000	2,996,508
KEY BANK NATIONAL ASSOCIATION	2.25	3/16/2020	8,370,000	8,325,654
KILROY REALTY LP	4.25	8/15/2029	5,725,000	5,543,732
LEASEPLAN CORPORATION NV	2.50	5/16/2018	1,500,000	1,499,250
LLOYDS BANK PLC	2.30	11/27/2018	1,000,000	1,010,621

Page 31

Security Description	Coupon	Maturity	Par	Fair Value
LLOYDS BANK PLC	2.40	3/17/2020	5,950,000	5,968,569
LLOYDS BANK PLC	4.20	3/28/2017	100,000	103,898
MACQUARIE BANK LTD	1.65	3/24/2017	1,800,000	1,796,156
MACQUARIE BANK LTD	2.60	6/24/2019	4,000,000	4,038,896
MACQUARIE BANK LTD	2.40	1/21/2020	2,500,000	2,497,332
MANUFACTURERS AND TRADERS TRUS	5.63	12/1/2016	250,000	253,000
MELLON FUNDING CORPORATION	5.50	11/15/2018	4,050,000	4,484,539
MERRILL LYNCH & CO. INC.	6.40	8/28/2017	5,000,000	5,429,785
METLIFE INC	6.82	8/15/2018	200,000	228,317
METLIFE GLOBAL FUNDING INC I	1.30	4/10/2017	2,220,000	2,225,128
MITSUBISHI UFJ TRUST AND BANKI	1.60	10/16/2017	3,600,000	3,588,725
MIZUHO CORPORATE BANK LTD	1.30	4/16/2017	2,265,000	2,254,802
MIZUHO BANK LTD	1.70	9/25/2017	630,000	629,428
MIZUHO CORPORATE BANK LTD	1.80	3/26/2018	6,000,000	5,985,358
MORGAN STANLEY	6.63	4/1/2018	8,400,000	9,338,225
MORGAN STANLEY	2.13	4/25/2018	985,000	989,021
MORGAN STANLEY	4.35	9/8/2026	925,000	928,171
MORGAN STANLEY	2.50	1/24/2019	1,805,000	1,823,005
MORGAN STANLEY	2.38	7/23/2019	2,400,000	2,398,150
MORGAN STANLEY	7.30	5/13/2019	4,500,000	5,234,549
MORGAN STANLEY	3.80	4/29/2016	2,025,000	2,058,109
MORGAN STANLEY	2.65	1/27/2020	3,200,000	3,212,196
MORGAN STANLEY	2.80	6/16/2020	6,000,000	6,037,913
MORGAN STANLEY	3.70	10/23/2024	15,350,000	15,514,857
NYSE EURONEXT	2.00	10/5/2017	3,000,000	3,031,589
NATIONAL AUSTRALIA BANK LIMITE	2.75	3/9/2017	150,000	153,205
NATIONAL AUSTRALIA BANK LTD	1.25	3/17/2017	3,595,000	3,595,166
NATIONAL BK OF CANADA	1.45	11/7/2017	1,885,000	1,867,735
NATIONAL RURAL UTILITIES COOP	1.10	1/27/2017	134,000	134,181
NATIONAL RURAL UTILITIES COOP	2.00	1/27/2020	1,250,000	1,236,000
NATIONWIDE BUILDING SOCIETY	3.90	7/21/2025	2,950,000	3,015,085
NOMURA HOLDINGS INC	2.00	9/13/2016	170,000	170,804
NORDEA BANK AB	1.25	4/4/2017	1,515,000	1,511,694
OMEGA HEALTHCARE INVESTORS INC	4.50	1/15/2025	2,500,000	2,442,750
PNC FUNDING CORP	5.13	2/8/2020	3,000,000	3,329,871
PNC FUNDING CORP	4.38	8/11/2020	2,950,000	3,181,169
PNC BANK NATIONAL ASSOCIATION	5.25	1/15/2017	3,000,000	3,145,110
PNC BANKCORP INC	4.88	9/21/2017	250,000	265,396
PNC BANK NATIONAL ASSOCIATION	1.15	10/1/2016	7,050,000	7,051,632
PNC BANK NATIONAL ASSOCIATION	2.25	6/2/2019	7,350,000	7,382,000
PNC BANK NATIONAL ASSOCIATION	2.60	6/21/2020	3,500,000	3,528,574
PROLOGIS LP	3.35	11/1/2020	4,500,000	4,551,297
PROLOGIS INTERNATIONAL FUNDING	4.88	2/15/2020	1,400,000	1,490,300
PROVIDENT FUNDING ASSOCIATES L	6.75	6/15/2021	500,000	475,000
PRUDENTIAL FINANCIAL INC	2.30	8/15/2018	135,000	136,990

Page 32

Security Description	Coupon	Maturity	Par	Fair Value
RABOBANK NEDERLAND NV	1.70	3/19/2018	2,375,000	2,376,657
REALTY INCOME CORP	5.95	9/15/2016	100,000	104,306
REGIONS BANK	2.25	8/14/2018	1,290,000	1,292,827
ROYAL BANK OF CANADA	1.50	1/16/2018	170,000	169,728
ROYAL BANK OF SCOTLAND PLC THE	6.40	10/21/2019	125,000	140,727
ROYAL BANK OF SCOTLAND PLC	4.38	3/16/2016	8,590,000	8,720,912
ROYAL BANK OF CANADA	1.40	10/13/2017	5,000,000	4,985,365
ROYAL BANK OF CANADA	1.45	9/9/2016	2,085,000	2,098,299
ROYAL BANK OF CANADA	1.25	6/16/2017	1,000,000	996,687
ROYAL BANK OF CANADA	1.20	9/19/2017	7,700,000	7,699,615
SBA TOWER TRUST	5.10	4/17/2017	2,300,000	2,352,619
SANTANDER HOLDINGS USA INC	3.45	7/27/2018	2,600,000	2,661,831
SANTANDER HOLDINGS USA INC	2.65	4/17/2020	7,460,000	7,310,642
CHARLES SCHWAB CORPORATIO	1.50	2/10/2018	950,000	951,737
SELECT INCOME REIT	2.85	1/1/2018	1,000,000	1,005,000
SELECT INCOME REIT	3.60	1/1/2020	825,000	840,428
SENIOR HOUSING PROPERTIES TRUS	3.25	2/1/2019	3,675,000	3,695,213
SENIOR HOUSING PROPERTIES TRUS	4.75	5/1/2024	3,475,000	3,472,915
SIMON PROPERTY GROUP LP	1.50	2/1/2018	14,000,000	13,945,367
SIMON PROPERTY GROUP LP	2.20	11/1/2018	168,000	169,776
SOUND PT CLO VIII LTD / SOUND	1.82	4/21/2022	19,050,000	18,858,643
SOUND PT CLO VIII LTD / SOUND	2.34	4/15/2027	3,750,000	3,606,101
STANDARD CHARTERED PLC	2.40	9/8/2019	2,000,000	2,009,285
SUMITOMO MITSUI BANKING CORP	1.50	1/18/2018	1,940,000	1,928,204
SUMITOMO MITSUI BANKING CORP	0.96	7/19/2016	40,000	40,084
SUMITOMO MITSUI BANKING CORP	2.45	1/16/2020	250,000	250,646
SUMITOMO MITSUI BANKING CORP	2.65	7/23/2020	2,950,000	2,974,450
SUNTRUST BANKS INC	1.35	2/15/2017	940,000	936,522
SUNTRUST BANKS INC	3.50	12/20/2016	170,000	174,099
SVENSKA HANDELSBANKEN AB	2.88	4/4/2017	5,000,000	5,113,714
SVENSKA HANDELSBANKEN AB	2.50	1/25/2019	250,000	254,992
SWEDBANK AB	2.13	9/29/2017	2,005,000	2,025,711
SWEDBANK AB	1.75	3/12/2018	5,025,000	5,022,475
SYNCHRONY FINANCIAL	3.00	7/15/2019	3,725,000	3,752,138
SYNCHRONY FINANCIAL	2.70	2/3/2020	4,055,000	4,009,699
TD AMERITRADE HLDG CORP	2.95	2/1/2022	8,000,000	8,034,237
TIAA ASSET MANAGEMENT FINANCE	2.95	11/1/2019	2,005,000	2,032,318
TORONTO-DOMINION BANK/THE	1.40	4/30/2018	135,000	134,079
TORONTO-DOMINION BANK/THE	1.13	5/2/2017	8,000,000	7,978,484
UBS AG (STAMFORD BRANCH)	4.88	8/4/2020	5,500,000	6,124,990
UBS AG (STAMFORD BRANCH)	1.38	8/14/2017	5,425,000	5,397,945
UBS AG (STAMFORD BRANCH)	2.38	8/14/2019	250,000	251,372
UBS AG (STAMFORD BRANCH)	1.80	3/26/2018	6,000,000	5,996,956
US BANK NA/CINCINNATI OH	1.38	8/11/2017	6,000,000	6,014,123
US BANK NA/CINCINNATI OH	2.13	9/28/2019	3,000,000	3,017,096

Page 33

Security Description	Coupon	Maturity	Par	Fair Value
US BANK NA/CINCINNATI OH	1.35	1/26/2018	3,365,000	3,361,850
US BANK NA/CINCINNATI OH	2.80	1/27/2025	6,600,000	6,409,243
UBS GROUP FUNDING JERSEY LTD	2.95	9/24/2020	3,450,000	3,460,189
MUFG UNION BANK NA	3.00	6/6/2016	7,800,000	7,903,740
MUFG UNION BANK NA	2.13	6/16/2017	3,400,000	3,434,140
MUFG UNION BANK NA	2.25	4/6/2019	7,585,000	7,578,195
MUFG UNION BANK NA	1.50	8/26/2016	5,075,000	5,094,716
MUFG UNION BANK NA	2.63	8/26/2018	7,000,000	7,114,717
US BANCORP	1.65	4/15/2017	2,000,000	2,016,226
US BANCORP	0.81	11/15/2018	8,625,000	8,616,289
US BANCORP	2.20	3/25/2019	1,780,000	1,802,983
UNITEDHEALTH GROUP INCORPORATE	1.90	7/16/2018	3,500,000	3,533,229
UNITEDHEALTH GROUP INCORPORATE	3.35	7/15/2022	1,670,000	1,728,910
UNITEDHEALTH GROUP INCORPORATE	4.75	7/15/2045	1,650,000	1,741,940
WEA FINANCE LLC /WESTFIELD UK	2.70	8/17/2019	4,220,000	4,200,204
WEA FINANCE LLC	3.25	9/5/2020	1,075,000	1,082,095
VORNADO REALTY LP	2.50	6/30/2019	2,300,000	2,297,844
WACHOVIA CORP	5.75	6/15/2017	3,200,000	3,433,902
WELLS FARGO & COMPANY	4.60	4/1/2021	3,150,000	3,458,084
WELLS FARGO & COMPANY	2.10	5/8/2017	170,000	172,240
WELLS FARGO & COMPANY	2.15	1/15/2019	5,875,000	5,918,576
WELLS FARGO & COMPANY	2.13	4/22/2019	2,800,000	2,818,114
WELLS FARGO & COMPANY	3.30	9/9/2024	3,800,000	3,797,008
WELLS FARGO & COMPANY	2.15	1/30/2020	2,730,000	2,720,344
WELLS FARGO & COMPANY	4.30	7/22/2027	3,600,000	3,663,280
WELLS FARGO & COMPANY	2.60	7/22/2020	5,000,000	5,048,284
WELLS FARGO BANK NA	0.53	5/16/2016	1,350,000	1,348,569
WESTPAC BANKING CORP	2.00	8/14/2017	3,875,000	3,925,150
WESTPAC BANKING CORP	1.60	1/12/2018	170,000	169,541
WESTPAC BANKING CORP	1.05	11/25/2016	1,135,000	1,136,983
WESTPAC BANKING CORP	2.00	5/21/2019	12,500,000	12,623,376
HONGKONG LAND HLDGS LTD	3.65	10/5/2015	2,500,000	1,758,281
MORGAN STANLEY	4.00	10/23/2017	2,500,000	1,789,278
HONGKONG LAND TR	3.86	12/29/2017	2,500,000	1,812,416
CMT MTN	3.85	3/15/2017	500,000	361,488
CMT MTN	3.55	9/1/2017	1,750,000	1,263,116
MACQUARIE BANK LTD	3.30	4/8/2016	2,500,000	1,768,901
BANK OF CHINA HK	2.51	8/10/2016	20,000,000	2,605,583
SUN HUNG KAI PROPERTIES CAPITA	3.50	11/2/2016	1,000,000	1,021,275
MTR CORPORATION CI LTD	2.00	4/12/2017	3,500,000	3,536,645
BOC AVIATION PTE LTD	2.88	10/10/2017	500,000	504,270
ASURION LLC	0.00	5/24/2019	1,221,042	1,161,135
BANK OF COMMUNICATIONS CO LTD	1.99	3/19/2018	10,000,000	1,291,540
CGSC OF DELAWARE HOLDINGS CORP	0.00	4/16/2020	835,763	752,186
CGSC OF DELAWARE HOLDINGS CORP	0.00	10/16/2020	250,000	210,000

Page 34

Security Description	Coupon	Maturity	Par	Fair Value
AMERICAN STOCK TRANSFER & TRUS	0.00	6/26/2020	2,679,111	2,653,437
LARCHMONT RESOURCES LLC	0.00	7/31/2019	696,947	592,405
WALTER INVESTMENT MANAGEMENT C	0.00	12/18/2020	2,233,709	2,068,042
ASURION LLC	0.00	3/3/2021	610,000	548,848
ARDEN GRP, INC.	0.00	2/19/2020	985,000	980,075
WALL STREET SYSTEM HOLDINGS IN	0.00	4/30/2021	1,745,581	1,736,125
CONNOLLY CORP	0.00	5/14/2021	2,124,621	2,119,310
CONNOLLY CORP	0.00	5/13/2022	380,000	378,100
ASCENDAS REAL ESTATE INVESTMEN	2.50	5/16/2019	2,500,000	1,730,519
BANK OF COMMUNICATIONS CO LTD	2.10	7/24/2017	500,000	349,121
TRAVELPORT FINANCE LUXEMBOURG	0.00	9/2/2021	1,488,750	1,483,399
MIZUHO CORPORATE BANK LTD	2.46	11/14/2019	1,500,000	1,034,957
SUMITOMO BK SG	2.03	5/28/2018	2,000,000	1,406,569
MALAYAN BANKING BERHAD	2.08	6/26/2018	3,000,000	2,079,070
BANK OF CHINA LTD (SINGAPORE B	2.75	6/30/2019	1,250,000	875,589
CAST & CREW PAYROLL LLC	0.00	8/12/2022	475,000	469,656
CCT MTN	2.96	8/13/2021	2,000,000	1,380,266
KOOKMIN BANK	1.94	9/16/2016	1,500,000	1,055,338
ROYAL BANK OF SCOTLAND PLC	9.50	3/16/2017	800,000	872,000
ING BANK NV	4.13	11/21/2018	12,500,000	12,843,625
MORGAN STANLEY	3.80	1/29/2016	2,500,000	1,763,626
HANG SENG BANK LTD	1.75	10/16/2017	30,000,000	3,887,379
MTR CORPORATION CI LTD	2.15	12/8/2016	9,000,000	1,178,401
UNITED OVERSEAS BK LTD	2.50	3/18/2020	3,000,000	3,059,850
SHIP LUXCO 3 SARL	0.00	11/29/2019	1,325,000	1,326,656
CUNNINGHAM LINDSEY GROUP INC	0.00	12/10/2019	1,469,050	1,197,275
CONFIE SEGUROS HOLDING II CO	0.00	11/9/2018	1,971,035	1,975,962
CONFIE SEGUROS HOLDING II CO	0.00	5/8/2019	185,000	183,150
FLYING FORTRESS INC	0.00	4/30/2020	150,000	149,578
CAPITAL AUTOMOTIVE	0.00	4/18/2016	1,180,000	1,185,900
ASCENSUS INC	0.00	12/11/2020	750,000	748,594
ASSUREDPARTNERS CAPITAL INC	0.00	4/2/2021	586,165	583,234
AMERICAN BEACON ADVISORS INC	0.00	4/30/2022	668,325	669,996
AMERICAN BEACON ADVISORS INC	0.00	4/30/2023	450,000	447,750
MJ ACQUISITION CORP	0.00	6/1/2022	140,000	139,592
ROYAL ACQUISITION FINANCING SU	0.00	6/20/2022	299,250	297,604
CPI ACQUISITION INC	0.00	8/17/2022	650,000	641,875
			1,102,747,788	1,052,636,474
CORPORATE DEBT SECURITIES - INDUSTRIALS
AT&T INC	1.60	2/15/2017	6,000,000	6,008,353
AT&T INC	1.40	12/1/2017	134,000	133,016
AT&T INC	2.38	11/27/2018	1,236,000	1,247,407
AT&T INC	3.00	6/30/2022	3,440,000	3,356,752
AT&T INC	3.40	5/15/2025	4,750,000	4,531,350

Page 35

Security Description	Coupon	Maturity	Par	Fair Value
ABBVIE INC	1.75	11/6/2017	134,000	134,366
ABBVIE INC	2.50	5/14/2020	7,040,000	7,001,596
ABENGOA SA CLASS B	6.50	10/1/2019	650,000	247,000
ACTAVIS FUNDING SCS	1.30	6/15/2017	1,105,000	1,094,528
ACTAVIS FUNDING SCS	2.35	3/12/2018	735,000	737,592
ACTAVIS FUNDING SCS	3.00	2/12/2020	3,220,000	3,225,794
AECOM	5.75	10/15/2020	1,075,000	1,081,164
AETNA INC	1.50	11/15/2017	1,725,000	1,721,523
AGILENT TECH INC	5.00	7/15/2020	1,140,000	1,244,897
AHERN RENTALS	7.38	5/15/2023	740,000	644,725
AIR PRODUCTS AND CHEMICALS INC	4.38	8/21/2019	5,250,000	5,708,886
ALIBABA GROUP HOLDING LTD	2.50	11/28/2019	2,054,000	2,027,083
ALTERA CORPORATION	2.50	11/15/2018	101,000	102,763
ALTICE LUXEMBOURG SA	7.75	5/15/2022	750,000	684,375
AMAZON.COM INC	1.20	11/29/2017	101,000	100,535
AMAZON.COM INC	3.30	11/5/2021	8,000,000	8,257,548
AMERICAN HONDA FINANCE CORPORA	2.13	10/10/2018	134,000	134,918
AMERICAN HONDA FINANCE CORPORA	2.25	8/15/2019	2,000,000	2,001,761
AMERICAN HONDA FINANCE CORPORA	7.63	10/1/2018	1,803,000	2,092,827
AMERICAN HONDA FINANCE CORPORA	1.60	2/16/2018	800,000	795,905
AMERISOURCEBERGEN CORPORATION	1.15	5/15/2017	13,282,000	13,225,339
AMERISOURCEBERGEN CORPORATION	3.25	3/1/2025	1,700,000	1,651,468
AMGEN INC	2.50	11/15/2016	2,335,000	2,370,118
ANCESTRY.COM HOLDINGS LLC	9.63	10/15/2018	1,000,000	985,000
ANHEUSER-BUSCH INBEV WORLDWIDE	2.88	2/15/2016	6,000,000	6,050,219
ANHEUSER-BUSCH INBEV WORLDWIDE	1.38	7/15/2017	4,885,000	4,883,105
APACHE CORP	3.25	4/15/2022	1,250,000	1,216,868
APPLE INC	0.45	5/3/2016	9,525,000	9,522,238
APPLE INC	1.00	5/3/2018	168,000	167,057
APPLE INC	2.10	5/6/2019	3,405,000	3,464,761
APPLIED MAT INC	2.63	9/1/2020	1,575,000	1,585,819
APPROACH RESOURCES INC	7.00	6/15/2021	750,000	450,000
ARCHER-DANIELS-MIDLAND COMPANY	5.45	3/15/2018	2,304,000	2,515,520
ASTRAZENECA PLC	5.90	9/15/2017	101,000	109,907
AUTOMATIC DATA PROCESSING, INC	2.25	8/15/2020	2,325,000	2,337,083
AUTOPISTAS METROPOLITANAS DE P	6.75	6/30/2035	29,035,000	24,555,654
AUTOZONE INC	2.50	4/15/2021	510,000	501,533
BAT INTL FIN PLC	2.75	6/15/2020	12,550,000	12,768,876
BAT INTL FIN PLC	1.85	6/15/2018	2,400,000	2,404,969
B COMMUNICATIONS LTD	7.38	2/15/2020	1,000,000	1,072,000
BHP BILLITON FINANCE (USA) LTD	1.63	2/24/2017	168,000	168,412
BP CAPITAL MARKETS PLC	1.85	5/5/2017	7,300,000	7,354,964
BP CAPITAL MARKETS PLC	2.24	9/26/2018	7,000,000	7,081,000
BP CAPITAL MARKETS PLC	2.24	5/10/2019	4,859,000	4,894,484
BAIDU INC	2.25	11/28/2017	1,000,000	999,846

Page 36

Security Description	Coupon	Maturity	Par	Fair Value
BARRICK GOLD CORPORATION	6.95	4/1/2019	101,000	113,890
BAXALTA INC	2.00	6/22/2018	2,400,000	2,391,063
BAYER US FINANCE LLC	1.50	10/6/2017	1,395,000	1,400,619
BAYER US FINANCE LLC	2.38	10/8/2019	12,890,000	13,062,871
BECTON DICKINSON AND COMPANY	1.80	12/15/2017	2,021,000	2,031,165
BECTON DICKINSON AND COMPANY	2.67	12/15/2019	9,000,000	9,099,776
BECTON DICKINSON AND COMPANY	1.45	5/15/2017	1,415,000	1,414,616
BLOCK COMMUNICATIONS INC.	7.25	2/1/2020	650,000	643,500
BOEING CO	3.75	11/20/2016	101,000	104,249
BOSTON SCIENTIFIC CORPORATION	2.65	10/1/2018	2,134,000	2,157,333
BRINKER INTERNATIONAL INC.	2.60	5/15/2018	3,703,000	3,720,034
BRITISH SKY BROADCASTING GRP P	6.10	2/15/2018	7,500,000	8,204,925
BRITISH SKY BROADCASTING GRP P	2.63	9/16/2019	1,430,000	1,440,679
BRITISH TELECOMMUNICATIONS PLC	2.35	2/14/2019	200,000	200,799
BUILDERS FIRSTSOURCE INC	7.63	6/1/2019	750,000	779,063
CDK GLOBAL INC	3.30	9/15/2019	5,350,000	5,378,890
CEMEX FINANCE LLC	6.00	4/1/2024	2,000,000	1,855,000
CSX CORPORATION	6.25	3/15/2018	101,000	111,823
CVS CAREMARK CORP	6.94	1/23/2024	1,770,740	2,109,195
CVS HEALTH CORP	2.25	11/5/2018	168,000	170,412
CVS HEALTH CORP	2.25	7/12/2019	9,000,000	9,040,353
CVS HEALTH CORP	2.80	6/20/2020	4,400,000	4,469,020
CAISSE CENTRALE DESJARDINS	1.60	3/6/2017	6,000,000	6,052,381
CANADIAN NTL RAIL CO	0.50	11/6/2015	2,525,000	2,524,672
CANADIAN NATURAL RESOURCES LTD	1.75	1/15/2018	3,420,000	3,354,199
CARGILL INC	4.31	5/14/2021	1,250,000	1,353,657
CARGILL INC	1.90	3/1/2017	6,000,000	6,039,658
CARGILL INC	3.30	12/1/2021	4,000,000	4,092,048
CATERPILLAR INC	1.63	6/1/2017	6,000,000	6,045,225
CATERPILLAR INC	1.25	11/6/2017	101,000	100,757
CATERPILLAR INC	2.45	9/6/2018	101,000	103,008
CATERPILLAR INC	2.00	3/5/2020	6,475,000	6,413,624
CC HLD V	3.85	4/15/2023	1,000,000	992,809
CELGENE CORPORATION	1.90	8/15/2017	2,765,000	2,784,472
CELGENE CORPORATION	2.88	8/15/2020	720,000	728,800
CELGENE CORPORATION	5.00	8/15/2045	750,000	746,289
CCO SAFARI II LLC	3.58	7/23/2020	6,575,000	6,561,270
CHARTER COMMUNICATION OPER LLC	6.48	4/23/2045	1,040,000	1,045,780
CHEVRON CORP	1.10	12/5/2017	101,000	100,475
CHEVRON CORP	1.72	5/24/2018	201,000	202,023
CHEVRON CORP	2.19	10/15/2019	9,340,000	9,400,230
CISCO SYSTEMS INC	3.15	3/14/2017	2,500,000	2,579,281
CISCO SYSTEMS INC	3.63	3/4/2024	4,050,000	4,243,277
CISCO SYSTEMS INC	2.13	3/1/2019	235,000	238,098
CISCO SYSTEMS INC	2.45	6/15/2020	6,330,000	6,429,868

Page 37

Security Description	Coupon	Maturity	Par	Fair Value
CITGO PETROLEUM CORPORATION	6.25	8/15/2022	450,000	429,750
COCA-COLA COMPANY (THE)	0.75	11/1/2016	825,000	824,584
COCA-COLA COMPANY (THE)	1.65	11/1/2018	168,000	169,410
COMCAST CORPORATION	5.88	2/15/2018	3,028,000	3,337,714
COMPRESSCO PARTNERS LP / COMPR	7.25	8/15/2022	515,000	419,725
CONAGRA FOODS INC	3.25	9/15/2022	7,250,000	7,025,425
CONOCOPHILLIPS	5.75	2/1/2019	295,000	330,737
CONOCOPHILLIPS CO	1.05	12/15/2017	168,000	166,197
CONOCOPHILLIPS CO	2.88	11/15/2021	2,240,000	2,227,400
CONTINENTAL AIRLINES 2009 2 PA	7.25	6/5/2020	3,739,252	4,234,703
COSTCO WHOLESALE CORPORATION	1.13	12/15/2017	6,068,000	6,062,482
CROWN CASTLE TOWERS LLC	4.88	2/15/2020	5,250,000	5,781,420
DAIMLER FINANCE NORTH AMERICA	2.25	3/2/2020	9,600,000	9,293,950
DANAHER CORPORATION	3.90	3/23/2021	2,725,000	2,925,543
DANAHER CORPORATION	2.40	8/15/2020	1,075,000	1,085,105
JOHN DEERE CAPITAL CORP	5.50	4/13/2017	2,070,000	2,203,515
JOHN DEERE CAPITAL CORP	1.20	10/10/2017	134,000	133,822
JOHN DEERE CAPITAL CORP	1.95	12/13/2018	134,000	135,243
JOHN DEERE CAPITAL CORP	1.95	3/4/2019	6,500,000	6,526,643
JOHN DEERE CAPITAL CORP	1.13	6/12/2017	3,430,000	3,428,739
JOHN DEERE CAPITAL CORP	1.35	1/16/2018	2,500,000	2,497,686
DELTA AIR LINES INC	4.95	5/9/2018	94,597	99,563
DELTA AIR LINES INC	7.75	6/17/2021	1,035,222	1,169,801
DEUTSCHE TELEKOM INTERNATIONAL	6.00	7/8/2019	1,250,000	1,419,621
DEVON ENERGY CORPORATION	2.25	12/15/2018	3,200,000	3,188,073
DIAGEO CAPITAL PLC	1.50	5/11/2017	2,951,000	2,959,113
DIAGEO CAPITAL PLC	0.63	4/29/2016	1,140,000	1,138,552
DIAMOND OFFSHORE DRILLING INC.	5.70	10/15/2039	2,000,000	1,402,062
DIRECTV HOLDINGS LLC	2.40	3/15/2017	101,000	102,235
DIRECTV HOLDINGS LLC	3.80	3/15/2022	2,425,000	2,430,471
WALT DISNEY COMPANY (THE)	1.10	12/1/2017	6,100,000	6,087,399
WALT DISNEY COMPANY (THE)	0.88	5/30/2017	2,975,000	2,969,033
WALT DISNEY COMPANY (THE)	2.15	9/17/2020	5,450,000	5,476,633
DOW CHEMICAL COMPANY (THE)	8.55	5/15/2019	134,000	161,510
EI DU PONT DE NEMOURS & CO	6.00	7/15/2018	134,000	148,963
EMD FINANCE LLC	2.40	3/19/2020	8,975,000	8,965,203
EOG RESOURCES INC	5.63	6/1/2019	134,000	150,451
EP ENERGY LLC/EVEREST ACQUISIT	6.38	6/15/2023	325,000	243,750
ERAC USA FINANCE LLC	5.25	10/1/2020	5,000,000	5,573,834
ERAC USA FINANCE LLC	2.80	11/1/2018	2,995,000	3,062,575
EBAY INC.	1.35	7/15/2017	6,625,000	6,576,549
ECOLAB INC	1.55	1/12/2018	2,490,000	2,480,502
ECOLAB INC	2.25	1/12/2020	5,000,000	4,964,377
ENSCO PLC	4.70	3/15/2021	1,525,000	1,265,750
ENSCO PLC	4.50	10/1/2024	1,500,000	1,105,455

Page 38

Security Description	Coupon	Maturity	Par	Fair Value
ENTERPRISE PRODUCTS OPERATING	6.30	9/15/2017	134,000	145,273
ENTERPRISE PRODUCTS OPERATING	1.65	5/7/2018	2,205,000	2,181,610
ENVISION HEALTHCARE CORP	5.13	7/1/2022	2,000,000	2,000,000
EXPRESS SCRIPTS HOLDING CO	2.65	2/15/2017	134,000	136,182
EXPRESS SCRIPTS HOLDING CO	2.25	6/15/2019	134,000	132,698
EXTERRAN PTNRS LP / EXLP FIN C	6.00	4/1/2021	1,500,000	1,260,000
FAMILY TREE ESCROW LLC	5.75	3/1/2021	125,000	129,531
FIDELITY NATIONAL INFORMATION	1.45	6/5/2017	1,880,000	1,860,962
FISERV INC	2.70	5/1/2020	1,300,000	1,309,727
FORD MOTOR CREDIT COMPANY LLC	6.63	8/15/2017	200,000	216,267
FORD MOTOR CREDIT COMPANY LLC	5.00	5/15/2018	6,250,000	6,648,788
FORD MOTOR CREDIT COMPANY LLC	3.00	6/12/2017	200,000	203,262
FORD MOTOR CREDIT COMPANY LLC	1.70	5/9/2016	970,000	971,717
FORD MOTOR CREDIT COMPANY LLC	2.60	11/4/2019	4,500,000	4,451,829
FORD MOTOR CREDIT COMPANY LLC	2.15	1/9/2018	800,000	797,769
FORD MOTOR CREDIT COMPANY LLC	3.16	8/4/2020	660,000	662,671
FREEPORT-MCMORAN INC	2.38	3/15/2018	134,000	116,580
FREEPORT-MCMORAN INC	2.30	11/14/2017	1,435,000	1,291,500
GENERAL ELECTRIC CO	0.85	10/9/2015	1,975,000	1,975,119
GENERAL MILLS INC	2.20	10/21/2019	3,600,000	3,603,339
GENERAL MOTORS FINANCIAL CO IN	3.20	6/13/2020	2,500,000	2,476,291
GENERAL MOTORS FINANCIAL CO IN	4.30	7/13/2025	2,500,000	2,420,221
GILEAD SCIENCES INC	4.50	1/1/2021	2,500,000	2,722,067
GILEAD SCIENCES INC	2.05	4/1/2019	3,725,000	3,746,880
GILEAD SCIENCES INC	2.35	2/1/2020	815,000	818,140
GLAXOSMITHKLINE CAPITAL INC	5.65	5/15/2018	134,000	148,351
GLAXOSMITHKLINE CAPITAL PLC	1.50	5/8/2017	7,250,000	7,296,304
GLENCORE FUNDING LLC	1.65	1/15/2019	1,550,000	1,267,218
GLENCORE FUNDING LLC	2.88	4/16/2020	4,925,000	3,989,250
GLENCORE FUNDING LLC	4.00	4/16/2025	860,000	653,600
GOLDCORP INC	3.63	6/9/2021	2,300,000	2,208,149
HALLIBURTON COMPANY	1.00	8/1/2016	2,185,000	2,185,896
HARLEY-DAVIDSON FINANCIAL	2.15	2/26/2020	7,400,000	7,345,777
HARRIS CORPORATION	2.00	4/27/2018	1,240,000	1,234,379
HARRIS CORPORATION	2.70	4/27/2020	2,375,000	2,347,160
HARRIS CORPORATION	3.83	4/27/2025	270,000	264,311
HEINZ H. J. COMPANY	2.80	6/2/2020	4,800,000	4,836,459
HELMERICH & PAYNE INTERNATIONA	4.65	12/15/2024	7,345,000	7,533,767
HEWLETT-PACKARD COMPANY	5.50	3/1/2018	101,000	111,006
HEWLETT PACKARD ENTERPRISE CO	2.85	9/5/2018	2,335,000	2,335,000
HEWLETT PACKARD ENTERPRISE CO	3.60	10/15/2020	2,300,000	2,300,000
HEWLETT PACKARD ENTERPRISE CO	4.40	10/15/2022	4,800,000	4,800,000
HONEYWELL INTERNATIONAL INC	5.00	2/15/2019	101,000	112,137
HORIZON PHARMA FINANCING INC	6.63	5/1/2023	750,000	661,875
HUMANA INC	2.63	10/1/2019	2,875,000	2,896,704

Page 39

Security Description	Coupon	Maturity	Par	Fair Value
IMPERIAL TOBACCO FIN PLC	2.95	7/21/2020	2,400,000	2,413,245
INGERSOLL-RAND GLOBAL HOLDING	2.88	1/15/2019	101,000	102,584
INTEL CORPORATION	1.95	10/1/2016	6,000,000	6,074,808
INTEL CORPORATION	1.35	12/15/2017	9,275,000	9,299,763
INTEL CORPORATION	2.45	7/29/2020	9,260,000	9,379,871
INTEL CORPORATION	4.90	1/29/2045	800,000	830,250
INTERNATIONAL BUSINESS MACHINE	1.95	7/22/2016	350,000	353,892
INTERNATIONAL BUSINESS MACHINE	1.88	8/1/2022	4,000,000	3,734,000
INTERNATIONAL BUSINESS MACHINE	1.63	5/15/2020	6,000,000	5,912,639
INTERNATIONAL BUSINESS MACHINE	1.13	2/6/2018	930,000	926,868
INTERNATIONAL PAPER CO	7.95	6/15/2018	101,000	115,677
INTREPID AVIATION GROUP HOLDIN	6.88	2/15/2019	1,000,000	900,000
ITHACA ENERGY INC	8.13	7/1/2019	450,000	330,750
JOHNSON & JOHNSON	1.65	12/5/2018	134,000	135,283
KRAFT FOODS GROUP INC	3.50	6/6/2022	5,000,000	5,086,386
KROGER CO (THE)	2.30	12/15/2018	117,000	117,664
KROGER CO (THE)	2.95	11/1/2021	945,000	943,637
L-3 COMMUNICATIONS CORP	3.95	11/15/2016	101,000	103,518
L-3 COMMUNICATIONS CORP	1.50	5/28/2017	1,685,000	1,661,912
LEE ENTERPRISES, INC	9.50	3/15/2022	935,000	860,200
ELI LILLY AND COMPANY	1.25	3/1/2018	4,230,000	4,222,876
LOCKHEED MARTIN CORPORATION	2.90	3/1/2025	5,850,000	5,657,184
LONESTAR RESOURCES AMERICA INC	8.75	4/15/2019	1,000,000	655,000
LYONDELLBASELL INDUSTRIES NV	5.00	1/15/2019	4,000,000	4,304,008
MARATHON OIL CORP	2.70	6/1/2020	2,925,000	2,761,425
MARRIOTT INTERNATIONAL INC	2.88	2/1/2021	6,700,000	6,742,880
MCDONALDS CORP	2.20	4/26/2020	2,000,000	1,997,703
MCGRAW-HILL COMPANIES INC (THE	2.50	7/15/2018	300,000	302,314
MCKESSON CORP	0.95	12/4/2015	340,000	339,997
MCKESSON CORP	1.40	3/15/2018	2,251,000	2,228,341
MEDTRONIC INC	1.38	4/1/2018	1,400,000	1,398,427
MEDTRONIC INC	2.50	3/15/2020	7,450,000	7,536,420
MEDTRONIC INC	1.50	3/15/2018	2,110,000	2,110,633
MERCK & CO INC	1.30	5/18/2018	751,000	750,205
MICHAEL BAKER INTERNATIONAL LL	8.25	10/15/2018	1,000,000	952,500
MIDAS INTERMEDIATE HOLDCO II L	7.88	10/1/2022	500,000	486,250
MONSANTO COMPANY	2.13	7/15/2019	2,010,000	1,991,804
MYLAN INC/PA	1.80	6/24/2016	925,000	922,364
NBCUNIVERSAL MEDIA LLC	5.15	4/30/2020	3,000,000	3,379,962
NBCUNIVERSAL MEDIA LLC	4.38	4/1/2021	3,250,000	3,548,077
NBCUNIVERSAL MEDIA LLC	2.88	1/15/2023	5,000,000	4,955,968
NBCUNIVERSAL ENTERPRISE INC	0.97	4/15/2018	2,250,000	2,247,862
NBCUNIVERSAL ENTERPRISE INC	1.97	4/15/2019	1,630,000	1,632,668
NETAPP INC	2.00	12/15/2017	3,000,000	3,003,400
NEXTEER AUTOMOTIVE GROUP LTD	5.88	11/15/2021	1,000,000	975,000

Page 40

Security Description	Coupon	Maturity	Par	Fair Value
NORTHERN BLIZZARD RESOURCES IN	7.25	2/1/2022	500,000	400,000
OCCIDENTAL PETROLEUM CORPORATI	1.50	2/15/2018	101,000	100,483
OCCIDENTAL PETROLEUM CORPORATI	3.50	3/15/2025	5,175,000	5,170,588
ONEOK PARTNERS LP	3.80	2/15/2020	750,000	746,166
ORACLE CORPORATION	5.75	4/15/2018	1,140,000	1,259,917
ORACLE CORPORATION	1.20	10/15/2017	2,500,000	2,501,167
ORACLE CORPORATION	2.38	1/15/2019	235,000	239,400
ORACLE CORPORATION	2.25	10/8/2019	6,575,000	6,641,770
ORACLE CORPORATION	2.80	7/8/2021	13,500,000	13,675,486
ORACLE CORPORATION	2.50	5/15/2022	3,000,000	2,956,200
PACCAR FINANCIAL CORP	2.20	9/15/2019	6,000,000	6,039,506
PEARSON DOLLAR FINANCE TWO PLC	6.25	5/6/2018	2,000,000	2,196,901
PENSKE TRUCK LEASING CO	4.88	7/11/2022	1,500,000	1,592,610
PENSKE TRUCK LEASING CO	2.50	3/15/2016	6,775,000	6,816,768
PENSKE TRUCK LEASING CO	3.05	1/1/2020	3,000,000	3,014,544
PENTAIR FINANCE SA	2.90	9/15/2018	2,000,000	2,006,192
PEPSICO INC	7.90	11/1/2018	101,000	119,093
PEPSICO INC	2.25	12/7/2018	151,000	153,959
PERNOD-RICARD SA	4.45	1/15/2022	7,000,000	7,347,921
PERRIGO CO LTD	1.30	11/8/2016	3,450,000	3,435,095
PETROBRAS INT BRASPETRO BV	3.25	3/17/2017	1,400,000	1,230,803
PFIZER INC	6.20	3/15/2019	218,000	248,611
PFIZER INC	0.90	1/15/2017	2,250,000	2,251,529
PFIZER INC	1.10	5/15/2017	101,000	101,135
PHILIP MORRIS INTERNATIONAL IN	5.65	5/16/2018	10,268,000	11,326,784
PHILIP MORRIS INTERNATIONAL IN	2.50	5/16/2016	6,000,000	6,066,000
PHILIP MORRIS INTERNATIONAL IN	1.13	8/21/2017	7,553,000	7,542,893
PHILIP MORRIS INTERNATIONAL IN	1.25	11/9/2017	155,000	154,689
PHILLIPS 66	4.88	11/15/2044	2,250,000	2,153,208
PHILLIPS 66 PARTNETS LP	2.65	2/15/2020	2,060,000	2,003,406
PIONEER NAT RES CO	6.65	3/15/2017	1,220,000	1,288,369
PLAINS EXPORATION & PRODUCTION	6.88	2/15/2023	2,979,000	2,576,835
POST HOLDINGS INC	6.75	12/1/2019	500,000	501,250
PRECISION CASTPARTS CORP	1.25	1/15/2018	101,000	100,499
PRICELINE GROUP INC	0.90	9/15/2021	700,000	691,258
PROCTER & GAMBLE COMPANY	0.75	11/4/2016	910,000	909,538
PROCTER & GAMBLE COMPANY	1.60	11/15/2018	168,000	169,790
QUALCOMM INCORPORATED	2.25	5/20/2020	4,625,000	4,609,612
RALPH LAUREN CORP	2.13	8/26/2018	5,325,000	5,352,689
REYNOLDS AMERICAN INC	3.25	6/12/2020	6,520,000	6,698,575
REYNOLDS AMERICAN INC	4.00	6/12/2022	5,000,000	5,222,054
REYNOLDS AMERICAN INC	4.45	3/12/2025	500,000	523,967
RIO TINTO FINANCE (USA) LTD	6.50	7/15/2018	84,000	93,303
RIO TINTO FINANCE (USA) PLC	2.25	12/14/2018	101,000	100,469
ROCHE HOLDINGS INC	2.25	8/30/2019	6,000,000	6,075,298

Page 41

Security Description	Coupon	Maturity	Par	Fair Value
ROCKWELL AUTOMATION INC	2.05	2/1/2020	3,475,000	3,478,823
ROCKWELL COLLINS INC.	0.69	12/15/2016	4,950,000	4,941,536
RYDER SYSTEM INC.	3.50	6/1/2017	5,875,000	6,048,279
RYDER SYSTEM INC.	2.65	3/2/2020	2,800,000	2,796,971
SBA TOWER TRUST	2.90	10/15/2018	3,005,000	3,014,586
ST JUDE MEDICAL INC	2.50	1/15/2016	5,000,000	5,021,400
ST JUDE MEDICAL INC	2.00	9/15/2018	2,500,000	2,502,250
SANOFI	1.25	4/10/2018	5,225,000	5,202,922
SCHLUMBERGER GER INV	1.95	9/14/2016	1,950,000	1,969,439
SCHLUMBERGER NORGE AS	1.95	9/14/2016	2,700,000	2,726,915
SCRIPPS NETWORKS INTERACTIVE I	2.80	6/15/2020	2,050,000	2,020,915
SEAGATE HDD CAYMAN	3.75	11/15/2018	101,000	103,327
SEMICONDUCTOR MANUFACTURING IN	4.13	10/7/2019	200,000	200,272
SHELL INTERNATIONAL FINANCE BV	0.90	11/15/2016	101,000	101,060
SHELL INTERNATIONAL FINANCE BV	2.13	5/11/2020	3,727,000	3,725,201
JM SMUCKER CO/THE	1.75	3/15/2018	1,530,000	1,531,061
JM SMUCKER CO/THE	2.50	3/15/2020	9,000,000	9,009,068
SOPHIA LP/SOPHIA FINANCE INC	9.63	12/1/2015	285,000	290,700
SOUTHWEST AIRLINES CO.	5.13	3/1/2017	168,000	176,365
SPRING INDUSTRIES INC	6.25	6/1/2021	750,000	743,438
STARBUCKS CORP	3.85	7/1/2023	6,000,000	6,367,544
SUNCOR ENERGY INC	6.10	6/1/2018	310,000	341,382
SUNTORY HOLDINGS LTD	2.55	9/29/2019	5,775,000	5,791,191
SYSCO CORP	2.60	9/1/2020	2,425,000	2,432,258
TARGET CORPORATION	6.00	1/15/2018	100,000	110,753
TENCENT HOLDINGS LIMITED	3.38	5/2/2019	1,400,000	1,426,944
THERMO FISHER SCIENTIFIC INC	1.30	2/1/2017	3,725,000	3,711,590
TIME WARNER CABLE INC	6.75	7/1/2018	1,550,000	1,720,841
TIME WARNER CABLE INC	8.25	4/1/2019	1,134,000	1,327,291
TIME WARNER CABLE INC	5.00	2/1/2020	775,000	830,158
TIME WARNER CABLE INC	4.13	11/15/2020	475,000	487,113
TOPS HOLDING LLC / TOPS MARKET	8.00	6/15/2021	800,000	804,000
TOTAL CAPITAL S.A.	2.13	8/10/2018	168,000	170,496
TOTAL CAPITAL INTERNATIONAL SA	1.55	6/28/2017	6,000,000	6,039,503
TOYOTA MOTOR CREDIT CORP	1.75	5/22/2017	315,000	317,823
TOYOTA MOTOR CREDIT CORP	1.38	1/10/2018	134,000	133,802
TOYOTA MOTOR CREDIT CORP	1.13	5/16/2017	101,000	100,883
TRANSNET LTD	4.50	2/10/2016	5,950,000	5,994,720
21ST CENTURY FOX AMERICA INC	6.90	3/1/2019	101,000	115,908
TYCO ELECTRONICS GROUP SA	2.35	7/1/2019	8,000,000	8,021,163
TYCO ELECTRONICS GROUP SA	3.45	5/1/2024	2,500,000	2,526,250
US AIRWAYS GROUP INC	7.13	1/28/2021	2,314,156	2,684,421
US AIRWAYS P-T TR	4.63	10/11/2022	1,255,153	1,311,634
UNILEVER CAPITAL CORP	0.85	8/2/2017	6,175,000	6,164,143
UNITED TECHNOLOGIES CORPORATN	6.13	2/1/2019	134,000	152,171

Page 42

Security Description	Coupon	Maturity	Par	Fair Value
UNITED TECHNOLOGIES CORPORATN	1.80	6/1/2017	14,675,000	14,847,347
UNITEDHEALTH GROUP INCORPORATE	1.40	10/15/2017	5,425,000	5,423,176
UNITEDHEALTH GROUP INCORPORATE	2.30	12/15/2019	8,000,000	8,081,428
VTR FINANCE BV	6.88	1/15/2024	1,000,000	912,500
VALEANT PHARMACEUTICALS INTERN	5.63	12/1/2021	1,000,000	960,000
VALEANT PHARMACEUTICALS INTERN	5.50	3/1/2023	600,000	570,000
VALE OVERSEAS LIMITED	5.63	9/15/2019	67,000	67,467
VALERO ENERGY CORPORATION	6.13	6/15/2017	134,000	143,460
VALERO ENERGY CORPORATION	4.90	3/15/2045	2,000,000	1,795,968
VERIZON COMMUNICATIONS INC	2.50	9/15/2016	2,742,000	2,780,572
VERIZON COMMUNICATIONS INC	3.65	9/14/2018	1,435,000	1,510,113
VERIZON COMMUNICATIONS INC	2.63	2/21/2020	8,700,000	8,742,716
VERIZON COMMUNICATIONS INC	3.00	11/1/2021	980,000	973,201
VERIZON COMMUNICATIONS INC	3.50	11/1/2024	3,000,000	2,951,714
VIACOM INC	2.75	12/15/2019	2,500,000	2,472,898
VIKING CRUISES LTD	6.25	5/15/2025	750,000	742,500
VODAFONE GROUP PLC	1.50	2/19/2018	1,184,000	1,173,802
VOLKSWAGEN GROUP OF AMERICA FI	2.13	5/23/2019	3,250,000	3,026,748
VOLKSWAGEN GROUP OF AMERICA FI	2.45	11/20/2019	5,050,000	4,703,694
VOLKSWAGEN GROUP OF AMERICA FI	1.65	5/22/2018	650,000	616,419
VOLKSWAGEN GROUP OF AMERICA FI	2.40	5/22/2020	500,000	461,873
WAL-MART STORES INC	0.60	4/11/2016	4,375,000	4,377,275
WAL-MART STORES INC	1.13	4/11/2018	1,568,000	1,566,989
WALGREENS BOOTS ALLIANCE INC	3.30	9/18/2021	13,115,000	13,238,398
ACTAVIS INC	1.88	10/1/2017	8,450,000	8,429,935
WEATHERFORD INTL INC	6.35	6/15/2017	134,000	134,000
WEBMD HEALTH CORP	2.50	1/31/2018	940,000	942,914
WEBMD HEALTH CORP	2.25	3/31/2016	830,000	831,021
WESFARMERS LTD	1.87	3/20/2018	825,000	821,106
WESTERN GAS PARTNERS LP	5.38	3/1/2021	1,000,000	1,060,079
WESTERN GAS PARTNERS LP	2.60	8/15/2018	3,650,000	3,612,924
WM WRIGLEY JR CO	1.40	10/21/2016	910,000	911,933
WM WRIGLEY JR CO	2.90	9/21/2019	8,650,000	8,870,547
WYNDHAM WORLDWIDE CORP	2.50	2/1/2018	3,500,000	3,506,300
XEROX CORPORATION	6.75	2/1/2017	1,630,000	1,733,614
XEROX CORPORATION	2.95	3/15/2017	168,000	170,503
XSTRATA FINANCE (CANADA) LTD	2.70	10/25/2017	8,705,000	7,790,975
XYLEM INC/NY	3.55	9/20/2016	4,475,000	4,569,633
YALE UNIVERSITY	2.09	4/15/2019	67,000	68,056
SS&C TECHNOLOGIES INC	0.00	7/8/2022	1,267,976	1,269,334
PSA INTL	4.63	9/11/2019	1,000,000	1,096,490
AFFINION GROUP	0.00	4/30/2018	988,482	927,114
PSA CORP	3.39	4/28/2020	1,000,000	724,383
SBS TRANSIT LTD	1.95	10/26/2015	1,000,000	703,249
CDR DB SUB INC	0.00	10/11/2019	715,678	628,902

Page 43

Security Description	Coupon	Maturity	Par	Fair Value
SEQUA CORP	0.00	6/19/2017	1,691,863	1,428,778
PINACLE FOOD FIN	0.00	4/29/2020	310,000	309,322
BJS WHOLESALE CLUB, INC.	0.00	3/26/2020	925,000	914,825
BJS WHOLESALE CLUB, INC.	0.00	9/26/2019	2,176,368	2,162,518
BULLSEYE MERGERSUB INC	0.00	11/26/2020	2,467,349	2,256,391
THE BRICKMAN GROUP LTD LLC	0.00	12/17/2021	880,000	851,400
NATIONAL UNIVERSITY OF SINGAPO	1.71	2/13/2019	1,000,000	685,716
WME IMG LLC	0.00	5/6/2021	1,481,213	1,473,436
CAESARS GROWTH PROPERTIES PARE	0.00	5/8/2021	833,233	726,996
MILLENNIUM LABORATORIES INC	0.00	4/16/2021	2,969,925	883,553
TASC INC	0.00	5/2/2016	1,347,037	1,352,088
POST HOLDINGS INC	0.00	6/2/2021	403,782	403,404
NEW ALBERTSONS	0.00	6/27/2021	997,481	995,237
WAND INTERMEDIATE I LP	0.00	9/17/2022	500,000	486,250
MIDAS INTERMEDIATE HOLDCO II L	0.00	8/18/2021	891,957	891,214
SMRT CAPITAL PTE LTD	1.39	10/16/2017	2,000,000	1,386,272
ACADIA HEALTHCARE CO INC	0.00	2/3/2016	585,575	587,326
MURRAY ENERGY CORP	0.00	4/16/2020	1,211,963	937,251
MURRAY ENERGY CORP	0.00	4/17/2017	89,775	81,134
ACOSTA HOLDCO INC	0.00	9/26/2021	2,229,409	2,203,771
NATIONAL UNIVERSITY OF SINGAPO	2.20	5/27/2020	1,250,000	856,249
DOLLAR TREE INC	0.00	7/6/2022	660,000	659,995
TRIBUNE COMPANY	0.00	12/28/2020	1,506,225	1,497,752
OPTUS FINANCE PTY LTD	3.24	9/29/2022	1,000,000	704,016
AIR CANADA	0.00	9/26/2019	2,984,887	2,986,752
LI & FUNG LTD	5.50	5/16/2017	2,000,000	2,111,762
OFFSHORE GROUP INVESTMENT LTD/	0.00	3/28/2019	1,574,625	489,445
EVERGREEN SKILLS LUX SARL	0.00	4/28/2021	2,425,500	2,170,823
ION TRADING TECHNOLOGIES SARL	0.00	6/10/2021	400,000	397,000
ORTHO-CLINICAL DIAGNOSTICS INC	0.00	6/30/2021	2,643,511	2,603,859
FMG RESOURCES (AUGUST 2006) PT	0.00	6/30/2019	871,963	713,266
ARAMARK CORPORATION	0.00	7/26/2016	3,797	3,768
ASPECT SOFTWARE INC	0.00	5/7/2016	2,274,397	2,250,232
BROCK HOLDINGS III INC	0.00	3/16/2017	1,182,186	1,144,750
SENSUS METERING	0.00	5/11/2018	1,000,000	990,000
BARBRI INC	0.00	7/17/2019	1,187,363	1,112,167
ARCH COAL INC.	0.00	5/16/2018	462,268	257,330
MISYS PLC	0.00	12/12/2018	2,969,425	2,968,499
TANK HOLDING CORP	0.00	3/16/2022	788,225	781,985
CENTERPLATE INC	0.00	11/26/2019	992,443	985,000
TRANSTAR HOLDING COMPANY	0.00	10/9/2018	1,500,801	1,448,273
CUNNINGHAM LINDSEY INTERMEDIAT	0.00	6/10/2020	1,000,000	750,000
ATI HOLDINGS LLC	0.00	12/20/2019	2,738,333	2,741,756
CROSSMARK HOLDINGS INC	0.00	12/21/2020	750,000	570,000
VESTCOM INTL INC.	0.00	9/30/2021	147,000	147,093

Page 44

Security Description	Coupon	Maturity	Par	Fair Value
TOTAL SAFETY US INC	0.00	3/13/2020	1,971,974	1,656,458
TOTAL SAFETY US INC	0.00	9/13/2020	324,188	252,866
PANDA TEMPLE POWER II LLC	0.00	3/25/2019	1,790,000	1,682,600
LTS BUYER LLC	0.00	4/13/2020	498,724	488,750
ALG BV	0.00	2/28/2020	735,689	741,207
RBS WORLDPAY	0.00	11/29/2019	475,000	474,988
SECURUS TECHNOLOGIES HOLDINGS	0.00	4/30/2020	1,225,003	1,185,191
SECURUS TECHNOLOGIES HOLDINGS	0.00	4/30/2021	540,000	486,000
JC PENNEY CORPORATION INC	0.00	5/22/2018	2,581,729	2,564,788
CLEAR CHANNEL COMMUN, INC.	0.00	1/30/2019	2,000,000	1,653,750
ONEX CARESTREAM FINANCE LP	0.00	6/7/2019	2,314,087	2,218,631
ONEX CARESTREAM FINANCE LP	0.00	12/7/2019	448,278	416,899
QUICKSILVER RESOURCES INC	0.00	6/21/2019	500,000	215,000
CTI FOODS HOLDING CO LLC	0.00	6/29/2020	496,203	487,519
EMERALD EXPOSITIONS HOLDING IN	0.00	6/17/2020	1,913,714	1,899,361
FOUR SEASONS HOLDINGS INC	0.00	12/28/2020	1,335,000	1,331,663
TRIPLE POINT TECHNOLOGY INC	0.00	7/10/2020	1,734,817	1,353,158
ALTICE FINANCING SA	0.00	7/2/2016	3,552,118	3,563,218
BMC SOFTWARE FINANCE INC	0.00	9/10/2020	2,770,766	2,505,811
FORESIGHT ENERGY LLC	0.00	8/21/2020	1,575,095	1,429,399
ACTIVISION BLIZZARD INC	0.00	10/13/2020	120,000	119,900
CPG INTERNATIONAL INC	0.00	9/30/2020	1,770,864	1,750,203
FIELDWOOD ENERGY LLC	0.00	9/30/2020	1,515,000	424,200
P2 LOWER ACQUISITION LLC	0.00	10/22/2020	2,491,084	2,495,755
P2 LOWER ACQUISITION LLC	0.00	10/28/2021	785,000	778,131
OMNITRACS INC	0.00	5/25/2021	1,000,000	981,250
OMNITRACS INC	0.00	11/25/2020	2,037,744	2,003,781
P2 ENERGY SOLUTIONS INC	0.00	10/30/2020	2,397,300	2,349,354
ACTIVE NETWORK INC (THE)	0.00	11/13/2020	2,276,835	2,249,798
ACTIVE NETWORK INC (THE)	0.00	11/15/2021	500,000	471,250
MCJUNKIN RED MAN CORP	0.00	11/8/2019	1,880,639	1,830,802
FILTRATION GROUP CORP	0.00	11/22/2021	252,660	253,708
DEL MONTE FOODS CONSUMER PRODU	0.00	2/18/2021	987,469	933,158
DEL MONTE FOODS CONSUMER PRODU	0.00	8/18/2021	712,500	632,937
OFFSHORE GROUP INVESTMENT LTD	0.00	10/25/2017	783,623	264,963
BRICKMAN GROUP HOLDINGS INC	0.00	12/18/2020	278,535	274,241
CLEAR CHANNEL COMMUN, INC.	0.00	7/30/2019	239,250	199,474
HEARTLAND DENTAL CARE INC	0.00	12/21/2018	2,947,489	2,936,436
NTNL MNTR HLDGS	0.00	1/31/2021	1,815,392	1,807,450
PHARMEDIUM HLTH	0.00	1/28/2022	750,000	738,750
ALLIED SECURITY HOLDINGS LLC	0.00	8/13/2021	680,651	672,143
PHILLIPS PET FOOD & SUPPLIES	0.00	1/31/2022	750,000	577,500
OPENLINK INTERNATIONAL INTERME	0.00	10/30/2017	1,325,627	1,315,684
COLLECTIVE BRANDS INC	0.00	3/11/2021	2,071,755	1,615,969
AMERICAN PACIFIC CORP	0.00	2/27/2019	985,000	982,948

Page 45

Security Description	Coupon	Maturity	Par	Fair Value
WME IMG LLC	0.00	5/6/2022	1,360,000	1,303,900
GYP HOLDINGS III CORP	0.00	4/1/2021	2,121,875	2,066,176
GYP HOLDINGS III CORP	0.00	4/1/2022	615,000	601,547
AVAGO TECHNOLOGIES CAYMAN LTD	0.00	5/6/2021	249,274	248,963
MEDPACE INC	0.00	4/1/2021	1,502,632	1,493,867
FAIRMOUNT MINERALS LTD	0.00	9/5/2019	752,323	603,739
CHECKOUT HOLDING	0.00	4/11/2022	2,620,000	1,716,100
CHECKOUT HOLDING	0.00	4/9/2021	1,728,125	1,468,906
HUDSON PRODUCTS	0.00	3/15/2019	943,333	896,167
MEN'S WEARHOUSE INC	0.00	6/18/2021	629,756	629,363
MUNTERS AB	0.00	5/5/2021	1,678,750	1,649,372
SKILLSOFT CORP	0.00	4/28/2022	1,850,000	1,566,334
US JOINER HOLDING COMPANY	0.00	4/16/2020	985,000	970,225
DOOSAN INFRACORE INTERNATIONAL	0.00	5/28/2021	1,012,585	1,013,429
LEARNING CARE GROUP US NO 2 IN	0.00	5/5/2021	2,267,349	2,264,514
CHIEF EXPLORATION & DEVELOPMEN	0.00	5/16/2021	500,000	411,250
SI ORGANIZATION INC	0.00	11/23/2019	2,385,093	2,379,877
UTEX IND	0.00	5/21/2021	2,219,505	1,897,677
SUNEDISON SEMICO	0.00	5/27/2019	962,813	964,016
WP MUSTANG HOLDINGS LLC	0.00	5/29/2021	2,718,719	2,657,548
UTEX IND	0.00	5/20/2022	750,000	598,125
SI ORGANIZATION INC	0.00	5/23/2020	700,000	683,083
GREEN PLAINS REN	0.00	6/30/2020	725,098	721,473
ENCOMPASS DIGITAL MEDIA INC	0.00	6/5/2022	500,000	490,000
OTTER PRODUCTS LLC	0.00	6/3/2020	1,158,064	1,129,112
ENCOMPASS DIGITAL MEDIA INC	0.00	6/6/2021	2,015,327	2,005,250
AZ CHEM US	0.00	6/10/2022	580,000	584,350
AZ CHEM US	0.00	6/11/2021	1,525,127	1,522,505
WORLD TRIATHLON CORP	0.00	6/25/2021	493,750	491,281
SOLENIS INTERNATIONAL LP	0.00	7/31/2022	500,000	476,875
WINEBOW GROUP LLC	0.00	1/2/2022	1,000,000	955,000
HEALOGICS INC	0.00	7/1/2021	2,059,399	2,050,389
BIRCH COMMUNICATIONS HOLDINGS	0.00	7/17/2020	2,664,583	2,657,922
TRIBUNE PUBLISHING CO	0.00	8/4/2021	1,913,455	1,803,431
EMERALD PERFORMANCE MATERIALS	0.00	7/30/2021	881,100	876,878
SURGERY CENTER HOLDINGS INC	0.00	11/3/2020	893,250	892,692
ENERGY & EXPLORATION PARTNERS	0.00	1/22/2019	3,555,000	2,630,700
CCS INTERMEDIATE HOLDINGS LLC	0.00	7/23/2021	1,504,800	1,376,892
EMERALD PERFORMANCE MATERIALS	0.00	8/1/2022	620,000	612,250
CITGO PETROLEUM CORPORATION	0.00	7/29/2021	438,892	434,366
ALM MEDIA HOLDGS	0.00	7/30/2021	500,000	485,000
IBC CAPITAL LTD	0.00	9/9/2021	2,069,600	1,998,888
AP NMT ACQUISITION BV	0.00	8/13/2021	1,388,487	1,348,568
NATIONAL VETERINARY ASSOCIATES	0.00	8/14/2021	2,301,987	2,298,149
ALBERTSONS INC	0.00	8/25/2021	3,255,980	3,256,352

Page 46

Security Description	Coupon	Maturity	Par	Fair Value
PACKAGING COORDINATORS INC	0.00	8/1/2022	1,000,000	980,000
IMC OP LP	0.00	8/15/2020	1,842,393	1,836,645
ZEST ANCHORS LLC	0.00	8/16/2020	1,783,235	1,787,693
AP NMT ACQUISITION BV	0.00	8/13/2022	230,000	207,000
SCINTFIC GMS INT INC	0.00	10/1/2021	1,389,500	1,370,915
MIDAS INTERMEDIATE HOLDCO II L	0.00	8/18/2021	100,502	100,419
TPF II POWER LLC	0.00	10/2/2021	2,984,269	2,977,429
BERLIN PACKAGING LLC	0.00	10/1/2021	891,737	888,616
CROWNE GROUP LLC	0.00	9/30/2020	396,000	394,020
ZEBRA TECHNOLOGIES CORPORATION	0.00	10/27/2015	2,942,857	2,956,633
CROWNE GROUP LLC	0.00	9/30/2021	600,000	588,000
FHC HEALTH SYSTEMS INC	0.00	10/8/2021	1,544,738	1,522,725
AVG TECHNOLOGIES NV	0.00	10/15/2015	654,701	655,519
ECO SERVICES OPERATIONS LLC	0.00	12/1/2021	794,000	788,045
VESTCOM INTL INC.	0.00	9/30/2022	425,000	418,625
PRO MACH INC TL B	0.00	10/22/2021	1,303,275	1,304,905
SOURCEHOV LLC	0.00	10/31/2019	686,875	619,333
ALLIANCE TIRE GROUP BV	10.50	6/26/2021	1,000,000	1,000,000
PACKERS HOLDINGS LLC	0.00	12/2/2021	893,250	893,808
CREGANNA-TACTX MEDICAL	0.00	12/1/2021	77,919	77,595
CREGANNA-TACTX MEDICAL	0.00	6/1/2022	500,000	498,750
TIBCO SOFTWARE INC	0.00	12/4/2020	641,775	639,101
US TELEPACI	0.00	11/25/2020	1,836,125	1,828,092
HLX PLY HOLDINGS INC	0.00	12/5/2021	1,527,886	1,523,111
VARSITY BRANDS HOLDING CO INC	0.00	12/14/2015	645,374	648,331
PRIMEDIA INC.	0.00	12/17/2021	1,821,573	1,804,496
COMPUWARE CORPORATION	0.00	12/15/2021	992,500	947,217
SURVEY SAMPLING INTERNATIONAL	0.00	12/16/2020	651,725	647,652
SURVEY SAMPLING INTERNATIONAL	0.00	12/16/2021	375,000	371,250
CH SERVICES ACQUISITION INC	0.00	2/7/2022	1,094,500	1,090,852
IG INVESTMENTS HOLDINGS LLC	0.00	10/31/2021	3,462,473	3,440,833
ONEX WIZARD US ACQUISITION INC	0.00	3/11/2022	587,274	586,377
KAUFMAN HALL & ASSOCIATES INC	0.00	12/31/2020	740,625	729,516
GLOBAL KNOWLEDGE TRAINING LLC	0.00	1/29/2021	397,000	395,511
GLOBAL KNOWLEDGE TRAINING LLC	0.00	1/28/2022	175,000	172,375
RIVERBED TECHNOLOGY INC	0.00	10/25/2015	1,224,025	1,224,681
VALEANT PHARMACEUTICALS INTERN	0.00	4/1/2022	746,250	737,482
INEOS US FINANCE LLC	0.00	3/31/2022	572,124	554,960
AMERICAN TIRE DISTRIBUTORS INC	0.00	9/1/2021	1,646,232	1,642,803
REGAL CINEMAS CORP	0.00	10/2/2015	718,200	718,451
AIR MEDICAL GROUP HOLDINGS INC	0.00	4/28/2022	852,863	840,603
CONCORDIA HEALTHCARE CORP	0.00	4/21/2022	937,650	935,697
ASP ASPEN ACQUISITION SUB INC	0.00	4/16/2016	588,525	591,222
DJO FINANCE LLC	0.00	6/8/2020	600,000	596,813
CHEMOURS COMPANY LLC	0.00	5/12/2022	648,375	563,005

Page 47

Security Description	Coupon	Maturity	Par	Fair Value
WASH MULTIFAMILY LAUNDRY SYSTE	0.00	5/16/2022	9,432	9,290
ITALICS MERGER SUB INC	0.00	8/5/2022	1,160,000	1,149,850
PETSMART INC.	0.00	3/11/2022	1,112,213	1,109,780
EPICOR SOFTWARE CORP	0.00	6/1/2022	1,366,575	1,357,546
WIDEOPENWEST FINANCE LLC	0.00	4/1/2019	1,222,062	1,212,133
WASH MULTIFAMILY LAUNDRY SYSTE	0.00	5/13/2022	1,614	1,590
MERRILL COMMUNICATIONS LLC	0.00	5/27/2022	1,605,342	1,589,288
SPECTRUM BRANDS HOLDINGS INC	0.00	12/3/2015	253,847	254,561
PARADIGM ACQUISITION CORP	0.00	6/2/2022	573,563	565,676
ALERE INC	0.00	6/20/2022	314,213	313,994
ACADEMY SPORTS & OUTDOORS INC	0.00	7/1/2022	1,470,621	1,461,634
UNIVAR USA INC	0.00	7/1/2022	550,000	540,719
PROTECTION ONE ALARM MONITORIN	0.00	7/1/2021	2,005,000	2,002,494
PLAYPOWER INC	0.00	6/23/2021	598,500	595,508
SS&C EUROPEAN HOLDINGS SARL	0.00	12/24/2015	200,584	200,799
ANCHOR GLASS CONTAINERS CORP	0.00	7/1/2022	1,069,419	1,069,141
AMERICAN BATH GROUP LLC	0.00	6/10/2020	567,813	567,103
USAGM HOLDCO LLC	0.00	7/28/2022	2,690,299	2,654,989
USAGM HOLDCO LLC	0.00	7/28/2022	20,695	20,423
CHARTER COMMUNICATION OPER LLC	0.00	1/24/2023	335,000	332,697
JARDEN CORP	0.00	7/30/2022	330,000	329,588
HILLENBRAND INDUSTRIES INC	0.00	1/21/2016	350,000	350,438
BUILDERS FIRSTSOURCE INC	0.00	7/31/2022	600,000	595,125
ASURION LLC	0.00	8/4/2022	523,688	495,376
PHARMACEUTICAL PRODUCT DEV, IN	0.00	8/18/2022	598,500	593,139
PROLAMPAC INTERMEDIATE INC	0.00	8/18/2022	250,000	247,969
AMAG PHARMACEUTICALS INC	0.00	8/17/2021	70,000	69,300
OWENS-BROCKWAY GLASS CONTAINER	0.00	2/25/2016	384,038	384,914
VISTAGE WORLDWIDE INC	0.00	8/19/2021	750,000	748,125
DELTA AIR LINES INC	0.00	8/24/2022	875,000	873,469
RAVN AIR GROUP	0.00	7/30/2021	350,000	346,500
BIOCLINICA INC	0.00	3/10/2021	750,000	731,250
			1,273,828,311	1,256,975,150
CORPORATE DEBT SECURITIES - UTILITIES
AMERICAN ELECTRIC POWER COMPAN	1.65	12/15/2017	1,250,000	1,244,162
CMS ENERGY CO	8.75	6/15/2019	3,024,000	3,676,050
CALPINE CORP	5.38	1/15/2023	1,500,000	1,383,750
COLUMBIA PIPELINE GROUP INC	2.45	6/1/2018	390,000	390,785
COLUMBIA PIPELINE GROUP INC	3.30	6/1/2020	1,725,000	1,723,029
COMMONWEALTH EDISON COMPANY	6.15	9/15/2017	5,748,000	6,258,032
COMMONWEALTH EDISON COMPANY	2.15	12/15/2018	1,200,000	1,208,317
CONSOLIDATED EDISON INC	5.85	4/1/2018	168,000	185,270
DCP MIDSTREAM PARTNERS LP	2.70	4/1/2019	1,500,000	1,342,620
DUKE ENERGY CORP	1.63	8/15/2017	168,000	168,457

Page 48

Security Description	Coupon	Maturity	Par	Fair Value
DUKE ENERGY CORP	2.10	5/15/2018	1,550,000	1,565,791
EL PASO NATURAL GAS COMPANY	5.95	4/15/2017	101,000	106,311
ENABLE MIDSTREAM PARTNERS LP	2.40	5/15/2019	1,595,000	1,503,222
ENERGY TRANSFER PARTNERS LP	4.15	8/1/2020	2,400,000	2,428,839
ENERGY TRANSFER PARTNERS LP	4.05	3/15/2025	680,000	596,109
ENLINK MIDSTREAM PARTNERS LP	2.70	4/1/2019	3,700,000	3,606,166
EXELON GENERATION CO LLC	2.95	12/15/2019	3,780,000	3,790,984
EXELON CORPORATION	2.85	5/15/2020	2,250,000	2,262,027
NEXTERA ENERGY CAPITAL HOLDING	6.00	3/1/2019	3,250,000	3,620,685
FL GAS TSMN CO	7.90	5/15/2019	3,200,000	3,719,197
GENERAL ELEC CAP CORP	6.38	11/15/2017	1,575,000	1,704,938
INDIANA MICHIGAN POWER COMPANY	7.00	3/15/2019	101,000	116,726
KINDER MORGAN ENERGY PARTNERS	6.00	2/1/2017	1,193,000	1,248,229
KINDER MORGAN ENERGY PARTNERS	2.65	2/1/2019	3,850,000	3,768,449
KINDER MORGAN HOLDCO LLC	3.05	12/1/2019	2,875,000	2,822,333
LG&E AND KU ENERGY LLC	4.38	7/1/2021	4,850,000	5,286,500
MPLX LP	4.00	2/15/2025	325,000	296,113
BERKSHIRE HATHAWAY ENERGY CO	1.10	5/15/2017	4,375,000	4,350,751
BERKSHIRE HATHAWAY ENERGY CO	2.00	11/15/2018	134,000	133,995
PECO ENERGY CO	5.35	3/1/2018	134,000	145,627
PECO ENERGY CO	1.20	10/15/2016	74,000	74,117
PG&E CORP	2.40	3/1/2019	101,000	100,980
PPL WEM HOLDINGS PLC	3.90	5/1/2016	2,500,000	2,532,330
PANHANDLE EAST PIPE LINE	7.00	6/15/2018	104,000	116,191
PETROLEOS MEXICANOS	3.50	7/23/2020	1,667,000	1,614,913
PLAINS ALL AMERICAN PIPELINE L	2.60	12/15/2019	1,800,000	1,766,410
PUBLIC SERVICE ELECTRIC AND GA	1.80	6/1/2019	134,000	132,941
RJS POWER HOLDINGS LLC	4.63	7/15/2019	1,500,000	1,361,250
SEMPRA ENERGY	2.30	4/1/2017	67,000	67,696
SEMPRA ENERGY	2.40	2/15/2020	3,225,000	3,207,982
SOUTHERN CALIFORNIA EDISON CO.	1.13	5/1/2017	2,215,000	2,209,241
SOUTHERN CALIFORNIA EDISON CO.	2.40	2/1/2022	3,500,000	3,391,428
SOUTHERN COMPANY (THE)	1.30	8/15/2017	1,830,000	1,814,997
SOUTHERN COMPANY (THE)	2.15	9/1/2019	4,569,000	4,480,182
SPECTRA ENERGY PARTNERS LP	2.95	8/25/2018	5,000,000	5,038,739
VIRGINIA ELECTRIC AND POWER CO	1.20	1/15/2018	101,000	100,386
WESTAR ENERGY INC	5.10	7/15/2020	5,000,000	5,612,934
WESTERN GAS PARTNERS LP	4.00	7/1/2022	6,650,000	6,424,063
WILLIAMS PARTNERS LP	3.60	3/15/2022	8,275,000	7,596,796
XCEL ENERGY INC	5.61	4/1/2017	134,000	141,946
SP POWERASSETS	4.84	10/22/2018	1,500,000	1,123,497
HONGKONG ELECTRIC FINANCE LTD	4.55	11/7/2016	30,000,000	4,008,400
HKCG FINANCE LTD	1.40	4/11/2016	2,000,000	307,843
POWER BUYER LLC	0.00	5/6/2020	403,748	398,701
ESSENTIAL POWER LLC	0.00	8/8/2019	936,275	936,275

Page 49

Security Description	Coupon	Maturity	Par	Fair Value
PANDA SHERMAN POWER LLC	0.00	9/13/2018	1,292,867	1,163,581
FR DIXIE ACQUISITION CORP	0.00	12/18/2020	2,324,831	1,790,120
			145,494,721	118,167,403
ASSET BACKED SECURITIES - CREDIT CARDS
AMERICAN EXPRESS CREDIT ACCOUN	1.49	9/15/2017	3,000,000	3,021,840
BACCT_14-A2	0.48	4/22/2017	4,000,000	3,995,680
DROCK_15-1	2.20	2/17/2020	12,400,000	12,623,200
CAPITAL ONE MULTI-ASSET EXE TR	0.29	2/21/2017	5,230,000	5,211,697
CHAIT_14-A4	0.42	4/15/2016	6,665,000	6,660,501
CHAIT_15-A2	1.59	2/15/2018	16,500,000	16,664,176
CHAIT_15-A5	1.36	4/16/2018	2,500,000	2,507,950
CCCIT_14-A8	1.73	4/9/2018	4,630,000	4,683,476
DISCOVER CARD MASTER TRUST	1.45	8/13/2018	3,500,000	3,499,538
SYNCT_15-1	2.37	3/16/2020	1,530,000	1,544,076
GE CAPITAL CREDIT CARD MASTER	1.74	11/4/2018	2,520,000	2,524,536
			62,475,000	62,936,670
ASSET BACKED SECURITIES - AUTO RECEIVABLES
ALLYL_15-SN1	1.21	1/20/2017	700,000	700,371
ALLYA_15-1	1.39	9/16/2017	480,000	479,856
AMCAR_14-3	0.64	2/9/2016	4,938,382	4,938,397
AMCAR_15-1	0.77	2/23/2016	1,653,762	1,653,187
CARMAX AUTO OWNER TRUST CARMX_	1.16	3/3/2017	4,500,000	4,504,635
CARMX_14-4	1.25	6/17/2017	2,850,000	2,852,736
FORDR_15-1	2.12	2/16/2016	2,430,000	2,441,992
FORDO_15C	1.41	2/16/2019	1,800,000	1,804,946
GMALT_15-1	1.53	9/21/2017	3,100,000	3,107,316
HAROT_15-1	1.05	5/16/2017	2,950,000	2,949,351
MOTOR_15-1	0.79	3/14/2017	2,560,000	2,552,320
SDART_14-4	0.67	12/30/2015	3,104,976	3,102,256
WOART 2014-B	1.14	7/3/2017	5,670,000	5,674,479
			36,737,120	36,761,842
ASSET BACKED SECURITIES - STUDENT LOANS
ALFT_13-1A	0.99	9/2/2024	11,905,734	11,763,925
AGSL_03-1	1.70	11/21/2021	4,100,000	3,860,421
AGSL_03-1	1.67	12/5/2023	3,600,000	3,389,486
AGSL_03-1	1.63	10/28/2023	5,350,000	5,039,775
ACCESS TO LOANS FOR LEARNING S	0.99	2/23/2024	13,528,292	13,279,967
BRAZOS HIGHER EDUCATION AUTHOR	0.45	5/12/2016	372,536	371,082
EFSV2_ 2012-1	1.07	10/27/2017	2,507,417	2,501,384
EDUSA_15-1	0.99	2/23/2024	3,273,767	3,226,170
EDUSA_10-1	1.15	5/14/2018	772,202	769,149
EDUCATIONAL SERVICES OF AMERIC	0.89	4/23/2022	10,712,585	10,576,793

Page 50

Security Description	Coupon	Maturity	Par	Fair Value
EDUSA_14-3	0.79	8/2/2023	10,824,261	10,594,938
ELAB_13-1A	0.99	8/20/2018	3,392,724	3,369,053
GCO EDUCATION LOAN FUNDING TRU	0.40	7/11/2016	359,612	357,293
GCFT_06-1	0.45	5/25/2016	1,081,972	1,074,296
MEFA	1.25	6/18/2028	1,733,083	1,735,717
MHEAC_14-1	0.87	6/24/2021	8,351,524	8,213,632
MISSOURI HIGHER ED LN AUTH STU	1.18	2/1/2020	2,166,840	2,123,330
MHESA_12-1	1.22	2/1/2018	26,615,558	26,770,807
NELS_05-2	0.40	5/7/2016	1,207,277	1,202,318
NSLT_05-4	0.45	6/29/2017	4,441,294	4,380,905
NSLT_13-5A	0.82	1/13/2022	3,501,800	3,441,051
NEF_12-1	0.89	8/11/2020	1,422,896	1,407,234
PHEAA_14-2A	0.76	8/10/2024	3,682,249	3,546,381
PANHANDLE-PLAINS HIGHER EDUCAT	1.41	11/19/2019	3,838,290	3,885,148
PHEAA_04-1	0.59	11/20/2018	2,000,000	1,977,194
PHEAA_04-1	0.72	10/12/2020	6,000,000	5,932,176
SLMA_03-14	0.53	5/1/2017	2,162,688	2,136,461
SLMA_05-9	0.42	4/25/2016	1,613,707	1,607,143
SLM STUDENT LOAN TRUST SLMA_06	0.38	6/10/2016	1,367,529	1,361,549
SLM STUDENT LOAN TRUST SLMA_06	0.37	4/25/2016	885,318	881,212
SLMA	2.00	11/16/2019	2,000,000	2,008,800
SLM STUDENT LOAN TRUST SLMA_08	1.80	10/1/2020	2,000,000	2,011,460
SCHOL_10-A	1.04	8/11/2029	2,791,924	2,706,553
SCHOL_12-B	0.59	5/28/2016	1,044,029	1,040,533
SCHOL_13-A	0.84	11/16/2021	638,711	626,869
STUDENT LOAN CON	1.41	7/28/2021	13,122,388	13,149,407
WACHOVIA STUDENT LOAN TRUST WS	0.43	11/6/2017	1,630,641	1,598,914
SLMA_03-5	0.23	8/21/2018	853,640	912,379
SLMA	0.51	9/29/2019	2,670,000	2,836,751
			169,522,488	167,667,656
ASSET BACKED SECURITIES - CLO
ACASC_07-1	0.52	9/6/2016	2,914,962	2,884,112
ACIS_13	1.16	1/28/2019	12,211,343	11,882,785
ACIS_13-1	0.79	4/25/2018	14,260,679	14,085,172
ACIS CLO LTD ACIS_14-4A	2.07	4/17/2022	1,113,736	1,054,330
ACIS_14-4A	1.79	2/28/2021	8,650,000	8,434,615
ABERD_08-1A	0.95	2/11/2017	8,264,856	8,205,357
ALM_12-5A	0.00	3/30/2021	3,000,000	2,988,372
ANCHC_14-4A	1.74	2/19/2020	12,450,000	12,297,649
ANCHC_14-4A	2.45	8/24/2021	3,600,000	3,503,340
APID_06-QA	0.54	6/5/2016	1,232,720	1,232,148
APID_15-21A	1.71	2/21/2022	2,020,000	2,004,042
ARES	0.96	6/4/2017	3,624,046	3,585,384
ARES CLO LTD ARES_14-1A	1.81	2/2/2020	5,000,000	4,977,095

Page 51

Security Description	Coupon	Maturity	Par	Fair Value
ARES_15-2A	2.49	5/30/2022	1,500,000	1,483,268
ATLAS SENIOR LOAN FUND LTD ATC	0.00	8/12/2024	15,300,000	8,898,847
ATRM_14-11A	1.73	3/29/2020	6,000,000	5,963,724
ATRM_11A	2.44	9/13/2021	1,000,000	997,147
BSP_14-IVA	1.78	2/21/2020	14,100,000	14,029,500
BLACK DIAMOND CLO LTD BLACK_06	0.54	3/20/2017	3,152,064	3,065,190
BLUEM_15-1A	2.51	1/5/2023	1,790,000	1,773,935
BLUE MOUNTAIN CLO LTD BLUEM_15	1.71	2/21/2022	2,730,000	2,709,738
BRENTWOOD CLO LTD BRENT_06-1A	0.57	8/6/2017	5,601,609	5,507,496
CIFC_06-1BA	4.32	7/3/2018	750,000	738,173
CRNPT_15-3A	1.80	3/27/2021	19,600,000	19,209,960
DRYDEN SENIOR LOAN FUND DRSLF_	1.70	11/17/2021	1,600,000	1,588,302
DRSLF_11-22A	1.46	7/21/2017	4,057,984	4,048,657
DUANE STREET CLO DUANE_06-3A	0.54	1/12/2016	11,783	11,780
FCLO_5	0.60	3/15/2016	470,036	468,461
GALXY_15-19A	1.84	7/1/2020	4,000,000	3,985,576
GALE	0.53	4/19/2016	4,497,393	4,429,694
GALLATIN FUNDING LTD GALL_13-1	1.44	3/16/2019	12,000,000	11,808,000
GALL_14-1A	0.00	8/26/2022	5,150,000	3,280,550
GOLDS_07-5A	0.98	7/19/2016	3,875,286	3,855,472
HLA_14-2A	2.29	8/25/2021	4,500,000	4,354,929
HICDO_07-1RA	0.71	8/13/2016	3,506,086	3,475,215
ICG_14-1A	1.44	2/17/2021	9,900,000	9,702,931
KKR FINANCIAL CLO LTD KKR_07-1	0.67	4/2/2016	10,121,761	10,101,518
LCM_14-X	1.55	4/21/2017	6,023,166	6,017,448
MDPK_07-6A	5.55	2/23/2021	650,000	650,345
MDPK_14-13A	5.29	7/5/2022	500,000	458,545
MCBSL_15-1A	2.48	2/15/2023	550,000	526,926
MCBSL_15-1A	0.00	8/4/2021	8,900,000	8,694,410
NAUTIQUE FUNDING LTD NAUTQ_06-	0.54	6/6/2017	1,572,891	1,556,691
NEUB_14-16A	4.49	8/17/2022	750,000	630,083
OCP_12-2A	1.15	10/24/2017	10,171,481	10,001,424
OCP_14-5A	1.28	4/30/2021	11,000,000	10,685,147
OFSBS_13-5A	1.22	2/3/2019	9,500,000	9,264,505
OFSBS_14-6A	1.32	8/6/2020	11,000,000	10,696,862
OFSBS_14-7A	1.63	3/29/2020	1,200,000	1,178,268
OCTR_06-1A	0.54	7/17/2017	845,027	838,056
OCT12_12-1AR	1.55	5/4/2017	7,121,320	7,090,577
OCT24_15-1A	1.73	11/6/2020	2,115,000	2,099,649
OCT18_13-1A	5.57	5/2/2022	750,000	679,538
OCT21_14-1A	1.78	6/5/2020	8,000,000	7,943,504
OCT21_14-1A	2.71	12/17/2021	1,000,000	1,001,538
RACEP_11-5AR	1.64	3/20/2017	5,156,628	5,156,128
SAPPH_06-1A	0.56	7/22/2017	1,901,412	1,879,879
SMORE 2014-1A	1.77	1/22/2020	5,950,000	5,878,481

Page 52

Security Description	Coupon	Maturity	Par	Fair Value
SMORE_14-1A	2.37	7/28/2021	1,150,000	1,121,374
STCLO_07 6A	0.52	10/24/2016	835,923	824,136
SYMPH_5	1.04	6/22/2018	9,687,374	9,591,673
VENT_8	0.58	11/4/2017	1,075,187	1,057,864
VENTURE CDO LTD VENTR_07-8A	0.52	11/4/2017	1,221,692	1,204,402
VOYA_14-2A	1.74	3/24/2020	8,000,000	7,960,016
VOYA CLO LTD VOYA_15-1A	1.74	9/25/2020	1,670,000	1,661,269
VOYA_14-4A	2.69	4/1/2022	2,000,000	1,997,652
WGH_06-1A	0.59	5/28/2016	529,080	523,237
WASAT_06-1A	0.55	8/24/2018	8,407,213	8,211,872
ZAIS_14-1A	1.69	8/6/2020	8,000,000	7,921,440
ZAIS2_14-2A	2.40	4/6/2021	4,020,000	3,891,219
GALATTIN FUNDS LTD GALL_13-1X	0.00	1/13/2024	7,350,000	3,998,400
GALLATIN FUNDING LTD GALL_12-1	0.00	11/30/2022	3,445,000	1,612,260
			365,604,738	347,127,282
ASSET BACKED SECURITIES - OTHER
AMSI_03-10	0.95	9/23/2023	5,629,962	5,474,198
AEPWV_13-1	2.01	10/4/2019	3,933,315	3,996,504
ABFC_03-OPT1	0.87	3/3/2023	2,566,379	2,445,380
AESOP_15-2A	2.63	10/6/2020	10,950,000	11,072,651
CNH_15-C	1.10	10/22/2016	1,650,000	1,652,277
BLUEMT_13-3A	3.21	7/22/2017	4,275,000	4,092,351
FORDF_14-1	0.61	2/21/2017	16,000,000	15,969,120
JDOT_14-B	1.07	1/1/2017	3,460,000	3,462,737
OCT19_14-1A	5.14	10/1/2022	250,000	219,278
SOUNDVIEW HOME EQUITY LOAN TRU	1.49	4/12/2021	1,736,539	1,717,468
SAIL_03-B2	0.87	2/12/2018	5,877,726	5,685,495
STRUCTURED ASSET INVESTMENT LO	0.99	3/11/2023	4,816,544	4,538,172
STRUCTURED ASSET INVESTMENT LO	1.03	9/20/2018	4,968,616	4,866,258
			66,114,081	65,191,889
Total Fixed Income Securities			7,820,765,586	6,546,993,061
Other Invested Assets - High Yield Fund
CRESCENT CAPITAL HIGH YIELD FUND				28,199,749
Equities
ABBOTT LABORATORIES			9,341	375,695
ABBVIE INC			12,192	663,367
ACTIVISION BLIZZARD INC			120,000	3,706,800
AETNA INC			29,112	3,185,144
AIR PRODUCTS AND CHEMICALS INC			3,705	472,684
ALIBABA GROUP HOLDING LTD			10,030	591,469
AMAZON.COM INC			2,559	1,309,927

Page 53

Security Description	Coupon	Maturity	Par	Fair Value
AMERICAN EXPRESS COMPANY			84,590	6,270,657
AMERIPRISE FINANCIAL INC			4,950	540,194
AMGEN INC			10,394	1,437,698
ANTHEM INC			3,210	449,400
APPLE INC			57,826	6,378,208
ARCHER-DANIELS-MIDLAND COMPANY			10,838	449,235
AUTOMATIC DATA PROCESSING, INC			5,649	453,954
AVALONBAY COMMUNITIES INC			11,400	1,992,948
BB&T CORP			6,841	243,540
BAIDU INC			4,754	653,247
BAKER HUGHES INC			4,699	244,536
BANK OF AMERICA			56,630	882,295
BANK OF NEW YORK MELLON CORP/T			4,784	187,294
CR BARD INC			2,012	374,856
BERKSHIRE HATHAWAY INC			54,294	7,079,938
BLACKROCK INC.			3,453	1,027,164
BLACKSTONE GROUP L.P.			37,700	1,193,959
BLACKSTONE MORTGAGE TRUST INC			59,000	1,618,960
BOEING CO			39,180	5,130,621
BRISTOL-MYERS SQUIBB CO			33,903	2,007,058
BROADCOM CORP			10,039	516,306
BROWN-FORMAN CORPORATION			4,398	426,166
CIGNA CORP			3,341	451,102
CME GROUP INC			34,585	3,207,413
CSX CORPORATION			101,000	2,716,900
CABOT OIL & GAS CORP			122,000	2,666,920
CARDINAL HEALTH INC			72,000	5,531,040
CARLYLE GROUP/THE			37,300	626,640
CARPENTER TECH CORP			64,000	1,905,280
CATERPILLAR INC			3,828	250,198
CENTERPOINT ENERGY INC.			66,200	1,194,248
CENTERRA GOLD INC			49,700	279,509
CHEMOURS COMPANY LLC			1	5
CHEVRON CORP			19,166	1,511,814
CHIPOTLE MEXICAN GRILL INC			695	500,574
CISCO SYSTEMS INC			277,104	7,273,980
CITIGROUP INC			15,927	790,138
COCA-COLA COMPANY (THE)			45,569	1,828,228
COLGATE-PALMOLIVE CO			701	44,485
COLUMBIA PIPELINE GROUP INC			62,600	1,144,954
COMERICA INCORPORATED			7,861	323,087
CONOCOPHILLIPS			39,718	1,904,875
COSTCO WHOLESALE CORPORATION			4,680	676,588
COVANTA HOLDING CORP			84,000	1,465,800
CROWN CASTLE INTL CORP			31,400	2,476,518

Page 54

Security Description	Coupon	Maturity	Par	Fair Value
CUMMINS INC			2,302	249,951
DTE ENERGY COMPANY			24,000	1,928,880
DANAHER CORPORATION			4,973	423,749
GOLAR LNG LTD			44,400	1,237,872
DEERE & CO			505	37,370
WALT DISNEY COMPANY (THE)			16,740	1,710,828
DOMINION RESOURCES INC			36,900	2,597,022
DOVER CORP			4,088	233,752
EI DU PONT DE NEMOURS & CO			34,189	1,647,910
EMC CORP/ MASSACHUSETTS			168,090	4,061,054
EBAY INC.			132,000	3,226,080
EDISON INTERNATIONAL INC			19,800	1,248,786
ELDORADO GOLD CORP			58,165	187,291
EMERSON ELECTRIC CO			2,959	130,699
EQUINIX, INC.			7,000	1,913,800
EQUITY RESIDENTIAL			35,300	2,651,736
EVERSOURCE ENERGY			12,113	613,160
EXELON CORPORATION			45,500	1,351,350
EXPEDITORS INTL OF WASHINGTON,			4,585	215,724
EXTRA SPACE STORAGE INC			24,000	1,851,840
EXXON MOBIL CORP			21,634	1,608,488
FS INVESTMENT CORP			66,000	615,120
F5 NETWORKS INC			2,138	247,580
FIFTH THIRD BANK			27,328	516,772
FOMENTO ECONOMICO MEXICANO SAB			10,610	946,943
FRANKLIN RESOURCES INC			4,957	184,698
FRONTIER COMMUNICATIONS CORP			230,000	1,092,500
GENERAL DYNAMICS CORP			3,944	544,075
GENERAL ELECTRIC CO			122,743	3,095,578
GLAXOSMITHKLINE PLC			43,600	1,676,420
GOLDMAN SACHS GROUP INC/THE			45,674	7,936,314
GOOGLE			1,788	1,141,406
GOOGLE			11,793	7,175,097
GRAINGER W.W. INC			1,138	244,681
HCA HOLDINGS INC			48,000	3,713,280
HALLIBURTON COMPANY			9,886	349,470
HARLEY-DAVIDSON INC			8,438	463,246
HASBRO INC			24,000	1,731,360
HERSHEY COMPANY THE			4,000	367,520
HILLENBRAND INDUSTRIES INC			57,000	2,963,430
HOME DEPOT INC			9,466	1,093,228
HONEYWELL INTERNATIONAL INC			21,871	2,070,965
HORMEL FOODS CORP			6,524	413,034
HYATT HOTELS CORP			64,000	3,014,400
ICICI BANK LTD			211,056	1,768,649

Page 55

Security Description	Coupon	Maturity	Par	Fair Value
ILLINOIS TOOL WORKS INC			5,763	474,353
INTEL CORPORATION			26,324	793,405
INTERCONTINENTALEXCHANGE INC			36,111	8,485,724
INTERNATIONAL BUSINESS MACHINE			3,628	525,951
INTUITIVE SRGCAL			280	128,682
JPMORGAN CHASE & CO			173,833	10,598,598
JOHNSON & JOHNSON			34,330	3,204,706
KB FINANCIAL GROUP INC			9,917	291,461
KT CORPORATION			41,525	542,732
KIMBERLY-CLARK CORPORATION			20,716	2,258,873
KINDER MORGAN HOLDCO LLC			28,000	775,040
KINROSS GOLD CORP			124,927	214,874
ESTEE LAUDER INC			2,470	199,280
ELI LILLY AND COMPANY			41,128	3,442,002
MASTERCARD INC			9,022	813,063
MAXIM INTEG PROD INC			16,000	534,400
MCCORMICK & COMPANY INCORPORAT			4,236	348,114
MERCK & CO INC			16,200	800,118
METHANEX CORPORATION			65,000	2,155,400
METLIFE INC			52,000	2,451,800
MICROSOFT CORP			148,296	6,563,581
MONDELEZ INTERNATIONAL INC			70,000	2,930,900
MORGAN STANLEY			13,546	426,699
MOTOROLA SOLUTIONS INC			74,000	5,060,120
NCR CORP			120,000	2,730,000
NATIONAL FUEL GAS CO			50,000	2,499,000
NATIONAL OILWELL VARCO INC			3,351	126,165
NEWS CORP			24,548	309,796
NEWS CORP			8,100	103,842
NEXTERA ENERGY INC			24,000	2,341,200
NIKE INC			5,907	726,384
NIKON CORP.			32,900	396,124
NORTHERN TRUST COMPANY			3,533	240,809
NUCOR CORP			6,996	262,700
OCCIDENTAL PETROLEUM CORPORATI			12,652	836,930
LUKOIL			9,670	328,393
OMNICOM GROUP INC			44,000	2,899,600
ONEOK INC			18,000	579,600
ORACLE CORPORATION			24,386	880,822
CBS OUTDOOR AMERICAS INC			43,654	908,003
PNC FINANCIAL SERVICES GROUP I			30,943	2,760,116
PACCAR INC			6,052	315,733
PAINTED PONY PETROLEUM LTD			20,200	82,264
PARKER HANNIFIN CORP			3,854	374,994
PAYPAL HOLDINGS INC			132,000	4,097,280

Page 56

Security Description	Coupon	Maturity	Par	Fair Value
PEPSICO INC			6,362	599,937
PETROLEO BRASILEIRO SA			46,501	202,279
PFIZER INC			226,263	7,106,921
PHILIP MORRIS INTERNATIONAL IN			8,592	681,603
PITNEY BOWES INC.			202,000	4,009,700
PLAINS GP			48,500	848,750
PRAXAIR INC			5,495	559,721
PRECISION CASTPARTS CORP			837	192,267
PROCTER & GAMBLE COMPANY			54,646	3,931,233
PROLOGIS INC			69,700	2,711,330
PUBLIC STORAGE, INC.			3,782	800,385
QORVO INC			1,780	80,189
QUALCOMM INCORPORATED			6,730	361,603
RALPH LAUREN CORP			2,573	304,026
RAYTHEON COMPANY			35,324	3,859,500
REGAL ENTERTAINMENT GROUP			62,000	1,158,780
ROCKWELL AUTOMATION INC			19,218	1,950,050
ROCKWELL COLLINS INC.			4,554	372,699
ROYAL DUTCH SHELL PLC			21,000	995,190
ST JUDE MEDICAL INC			7,054	445,037
SANOFI			11,500	545,905
HENRY SCHEIN INC			18,000	2,388,960
SCHLUMBERGER LTD			73,962	5,101,159
CHARLES SCHWAB CORPORATIO			72,575	2,072,742
SCOTTS COMPANY THE			49,000	2,980,180
SEALED AIR CORP			113,000	5,297,440
SEMPRA ENERGY			19,300	1,866,696
SHERWIN-WILLIAMS COMPANY (THE)			1,535	341,967
SHINHAN FINANC			5,230	182,004
SIEMENS AG			11,200	1,000,160
SIGMA-ALDRICH CORPORATION			86	11,947
SIMON PROP GRP INC			19,073	3,504,092
SKYWORKS SOLUTIONS INC			4,100	345,261
SOUTHERN COMPANY (THE)			31,163	1,392,986
STANLEY BLACK & DECKER INC			60,348	5,852,549
STARBUCKS CORP			12,400	704,816
STARWOOD PROPERTY TRUST INC			110,000	2,257,200
STERICYCLE, INC.			4,130	575,350
STRYKER CORP			6,878	647,220
SYSCO CORP			13,528	527,186
TJX COS INC			7,920	565,646
TAIWAN SEMICONDUCTOR MANUFACTU			41,960	870,670
TARGET CORPORATION			7,442	585,388
TERRAFORM POWER INC			40,900	581,598
TEXAS INSTRUMENTS INCORPORATED			27,516	1,362,592

Page 57

Security Description	Coupon	Maturity	Par	Fair Value
3M CO			36,684	5,200,691
NEWS CORP-CL A			173,000	4,667,540
US BANCORP			2,259	92,642
UNION PACIFIC CORPORATION			7,024	620,992
UNITED PARCEL SERVICE INC			5,570	549,703
UNITED TECHNOLOGIES CORPORATN			3,496	311,109
UNITEDHEALTH GROUP INCORPORATE			6,803	789,216
URANIUM PARTICIPATION CORP			50,600	186,820
URBAN OUTFITTERS, INC.			4,205	123,543
VF CORPORATION			5,265	359,126
VENTAS, INC.			20,001	1,121,228
VIPSHOP HOLDINGS LTD			60,770	1,020,936
VISA INC			14,638	1,019,683
WISCONSIN ENERGY CORPORATION			42,100	2,198,462
WAL-MART STORES INC			8,572	555,808
WELLS FARGO & COMPANY			150,104	7,707,840
WEYERHAEUSER COMPANY			66,900	1,829,046
WISDOMTREE JAPAN DIVIDEND FUND			509,946	24,813,972
WISDOMTREE INTERNATIONAL HEDGE			477,550	26,098,108
CHINA LIFE INSURANCE CO LTD (C			186,000	643,196
ACCENTURE LTD			5,462	536,696
INDO TAMBANGRAYA MEGAH PT			153,100	103,198
PARAMOUNT BED HOLDINGS CO LTD			9,100	269,737
CRH PLC			31,880	840,733
UNICREDITO ITALIANO S.P.A.			63,655	395,776
ASML HOLDING NV			4,058	354,045
GLP J-REIT			557	532,514
LEG IMMOBILIEN AG			6,223	512,716
ZALANDO SE			37,944	1,253,708
INFINEON TECHNOLOGIES AG			65,894	739,587
TELEFONICA SA			42,987	519,669
SAFRAN SA			12,291	923,344
LAGARDERE S.C.A.			79,000	2,181,666
THALES SA			6,152	426,932
ANGLO AMERICAN PLC			36,917	308,063
AQUARIUS PLATINUM LTD			385,342	38,232
HOME RETAIL GROUP			79,652	164,088
BERENDSEN PLC			20,289	308,250
DAPHNE INTERNATIONAL HOLDINGS			854,000	193,939
HOLLYSYS AUTOMATION TECHNOLOGI			27,630	482,972
KINGBOARD LAMINATES HOLDINGS L			530,000	214,734
LONMIN PLC			99,281	24,438
MARKIT LTD			27,230	789,670
MEDTRONIC PLC			10,970	734,332
MICHAEL KORS HOLDINGS LTD			2,903	122,623

Page 58

Security Description	Coupon	Maturity	Par	Fair Value
NEW WORLD DEPARTMENT STORE CHI			544,000	91,953
SANDS CHINA LTD			321,200	965,666
SMURFIT KAPPA GROUP PLC			20,461	548,150
GARMIN LTD.			4,637	166,376
HOLCIM LTD			10,645	556,163
GREE INC			50,300	224,694
ISUZU MOTORS LTD			31,480	314,103
ITOCHU CORP			26,200	275,093
JGC CORP			11,250	148,744
KINDEN CORP			30,480	385,311
NEC CORP			213,000	652,703
NISHIMATSUYA CHAIN CO., LTD.			29,200	269,899
NITTO DENKO CORP			4,100	243,915
SUMITOMO BAKELITE CO., LTD.			75,000	274,287
MOBILEYE NV			19,348	879,947
ROYAL PHILIPS ELECTRONICS N.V.			98,610	2,316,495
WOLTERS KLUWER NV			19,751	606,514
SINOVAC BIOTECH LTD			36,358	184,699
ARM HOLDINGS PLC			80,835	1,160,165
BALFOUR BEATTY PLC			203,137	773,870
BRITISH SKY BROADCASTING GRP P			131,776	2,083,904
DIAGEO PLC			37,192	997,439
BRITISH AMER TOBACCO PLC			41,068	2,266,228
SPECTRIS PLC			25,909	663,644
HALMA PLC			34,677	378,982
STANDARD CHARTERED PLC			50,177	487,046
HAYS PLC			139,792	324,613
IMPERIAL TOBACCO GRP PLC			28,000	1,447,556
JARDINE LLOYD THOMPSON GROUP P			21,278	328,432
HSBC HOLDINGS PLC			166,267	1,255,991
INTU PROPERTIES PLC			154,637	772,043
PRUDENTIAL PLC			54,282	1,145,787
BP PLC			208,094	1,052,803
SIG PLC			79,179	208,210
ULTRA ELECTRONICS HOLDINGS			10,112	262,383
SMITH & NEPHEW PLC			114,359	1,997,288
VICTREX PLC			8,329	223,562
ASTRAZENECA PLC			56,475	3,577,085
BARRICK GOLD CORPORATION			23,100	146,281
CANADIAN NATURAL RESOURCES LTD			34,900	676,550
NORTHERN DYNASTY MINERALS			16,100	4,803
ENCANA CORP			16,400	105,076
BANK OF IRELAND			1,393,294	541,232
BRITISH TELECOM PLC			155,000	985,163
IMPALA PLATINUM HOLDINGS LTD			56,585	157,228

Page 59

Security Description	Coupon	Maturity	Par	Fair Value
LOREAL SA			11,666	2,019,088
GFI INFORMATIQUE			6,940	45,164
INTESA SANPAOLO SPA			193,706	682,404
HELLENIC EXCHANGES SA			45,668	252,336
BANCA EMILIA			31,206	256,724
BELIMO HOLDING AG			101	211,903
CAP GEMINI SA			3,600	319,953
CRH PLC			33,447	877,378
ELLAKTOR SA			52,734	90,062
UNITED INTERNET			12,086	610,670
MAGYAR TELEKOM TELECOMMUNICATI			192,695	267,822
INFICON HLDG AG			452	125,825
PERNOD-RICARD SA			9,622	968,583
HORNBACH HOLDING			6,698	538,318
RENAULT S.A.			3,563	254,541
ANHEUSER-BUSCH INBEV NV			20,194	2,139,644
RWE AG			12,886	145,998
LUXOTTICA GRP SPA			12,251	847,861
SCHNEIDER ELECTRIC SE			19,611	1,094,758
STOREBRAND ASA			98,389	321,812
TRELLEBORG AB			40,313	636,391
VALEO SA			6,151	829,076
E.ON SE			25,533	218,804
METRO AG			10,101	278,386
HELLENIC TELECOM ORG S.A.			164,769	1,434,603
BAYER AG			8,050	1,028,426
BEIERSDORF AG			15,764	1,393,120
ORANGE SA			85,998	1,297,856
SAMPO OYJ			13,338	644,376
DEUTSCHE LUFTHANSA AG			38,956	540,297
RHEINMETALL AG			19,788	1,210,000
NORDEA BANK AB			55,143	612,769
AKZO NOBEL NV			6,173	399,587
SALZGITTER AG			9,818	243,188
POSTNL NV			128,700	468,049
BANCO BILBAO VIZCAYA ARGENTARI			84,915	718,481
MOBISTAR SA			15,607	335,535
UCB SA			21,884	1,706,297
ALTEN SA			5,813	297,867
SOPRA GROUP SA			4,796	530,964
VISCOFAN SA			3,575	215,013
TUI AG			28,722	524,196
SANOFI			21,396	2,027,452
AGFA-GEVAERT NV			57,262	206,202
WIENERBERGER AG			44,061	773,404

Page 60

Security Description	Coupon	Maturity	Par	Fair Value
VICAT SA			3,638	226,883
BUZZI UNICEM SPA			24,614	410,482
SUEDZUCKER AG			21,574	391,091
FOMENTO DE			28,121	207,488
DEVOTEAM SA			2,646	86,540
BEKAERT SA NV			9,048	237,599
KONINKLIJKE KPN NV			151,999	567,373
LINDT & SPRUENGLI AG			38	222,260
SOCIETE GENERALE-A			12,671	563,639
GIVAUDAN S.A.			141	228,723
METROPOLE TELEVISION SA			15,882	303,154
AICHI STEEL CORP			17,000	63,875
AISAN INDUSTRY CO LTD			22,700	207,165
AMANO CORP			18,400	211,401
NET ONE SYSTEMS			33,600	189,651
ASAHI BREWERIES, LTD.			9,300	300,514
NISSIN KOGYO			41,600	621,056
BENESSE HOLDINGS INC			4,400	117,380
AVEX GROUP HOLDINGS INC			12,300	139,571
MOSHI MOSHI HOTLINE INC			10,600	109,306
FUNAI ELE CO., LTD.			49,180	452,112
ALPHA SYSTEMS INC			2,800	42,994
CANON INC			26,600	767,139
CHUBU STEEL PLATE CO. LTD.			16,000	64,794
ITOCHU TECHNO-SOLUTIONS CORP			17,000	361,249
KDDI CORP			39,200	872,930
DAH SING FINANCIAL			25,200	137,542
EXEDY CORP			12,000	264,919
DAITO TR CONSTR CO., LTD.			4,550	460,642
DAINIPPON SCREEN MANUFACTURING			60,000	291,571
DAIICHIKOSHO CO LTD			7,700	272,279
MITSUBISHI UFJ LEASE & FINANCE			132,200	578,406
TV ASAHI CORP			23,140	352,418
CAWACHI LTD.			11,800	193,407
ADASTRIA HOLDINGS CO LTD			5,200	310,441
EIGHTEENTH BANK LIMITED			15,000	46,216
EISAI CO LTD			42,800	2,512,287
ENN ENERGY HOLDINGS LTD			107,000	512,906
MITSUBISHI TOKYO FINANCIAL GRP			514,200	3,075,798
EN-JAPAN INC.			10,100	269,019
FUJIMI INC			7,000	94,159
FUJI HEAVY IND LTD			8,300	296,822
FUJI MACHINE MFG. CO., LTD.			6,700	58,628
FUJITSU LTD			124,000	536,835
PROTO CORP			4,800	59,997

Page 61

Security Description	Coupon	Maturity	Par	Fair Value
HIS			6,100	198,384
RESOLUTE MINING LTD			580,247	126,318
PAL CO LTD			15,850	457,905
HISAKA WORKS LTD			14,800	110,229
HITACHI CHEM CO LTD			13,300	182,234
HONDA MOTOR CO LTD			22,900	676,684
HOSIDEN CORP			85,800	452,050
INABA DENKISANGYO CO LTD			8,800	264,518
JAPAN DIGITAL LABORATORY CO LT			19,700	270,913
JAPAN STEEL WORKS LTD/THE			85,000	268,275
JSR CORP			25,500	365,791
JAPAN TOBACCO INC.			9,730	300,191
AEON DELIGHT CO. LTD.			11,250	324,072
KEIHIN CORP			27,100	381,502
KURODA ELEC CO. LTD.			37,700	696,930
TOKIO MARINE HOLDINGS INC			9,800	363,475
CMIC HOLDINGS CO LTD			10,400	147,622
SUMITOMO MITSUI FIN GRP INC			32,820	1,236,453
MARUICHI STEEL TUBE LTD.			16,100	362,961
MIZUHO FINANCIAL GROUP			362,800	675,223
MIMASU SEMICONDUCTOR IND CO.,			11,700	106,581
MITSUI CHEMICALS INC			86,000	273,586
MITSUMI ELEC CO., LTD.			10,100	55,659
NAMURA SHIPBUILDING CO LTD			23,100	167,418
PANAHOME CORP			33,040	213,526
NETUREN CO LTD			18,500	132,226
NICHICON CORP			55,110	394,350
NINTENDO CO LTD			11,190	1,874,265
NSD CO LTD			21,270	260,358
NIPPO CORP			17,400	295,654
NTT CORP			15,190	529,903
HITACHI HIGH-TECHNOLOGIES CORP			6,800	146,317
NIPPON TELEVISION HOLDINGS INC			25,300	406,862
OITA BANK LTD			24,000	99,395
ONO PHARM CO., LTD.			19,090	2,252,258
MELCO HOLDINGS INC			12,800	208,836
PIONEER CORP			162,200	350,769
QANTAS AIRWAYS LTD			74,637	194,979
JAPAN PETROLEUM EXPLORATION CO			24,100	632,860
HONEYS CO LTD			19,970	167,910
T&D HOLDINGS INC			114,100	1,338,066
ROHM CO LTD.			5,800	256,185
ANGLO PLATINUM LTD			11,015	182,492
SAN-IN GODO BK, LTD.			19,900	193,907
SANKYO CO LTD			8,350	296,309

Page 62

Security Description	Coupon	Maturity	Par	Fair Value
SHIMAMURA CO., LTD.			5,500	590,573
SHINKAWA LTD			24,310	132,952
SHINKO ELEC INDUS CO., LTD.			53,500	299,741
SONY CORP			42,700	1,033,407
STAR MICRONICS CO., LTD.			13,200	179,211
SUZUKEN CO LTD			4,950	164,291
TACHI-S CO., LTD.			17,900	232,260
TAIKISHA LTD			7,480	168,630
TAKEDA PHARMACEUTICAL CO LTD			38,700	1,692,247
TAKUMA CO LTD			31,000	233,215
TOCHIGI BANK LTD/THE			26,000	142,195
TOKAI RUBBER INDUSTRIES INC			28,200	244,880
TOKAI RIKA CO., LTD.			24,550	503,648
TOKYO SEIMITSU CO., LTD.			24,500	452,298
TOKYO OHKA KOGYO CO LTD			5,650	149,075
TOKYO STEEL MANU CO., LTD.			41,100	223,405
TOSHIBA MACH			132,000	412,207
TOYO ENGR CORP			106,000	254,899
TOYOTA INDUSTRIES CORPORATION			9,230	436,203
TOYODA GOSEI CO LTD			18,700	365,834
TOYOTA BOSHOKU CORP			19,000	320,620
USHIO INC			42,800	512,106
XEBIO CO., LTD.			26,900	482,006
YAMANASHI CHUO BANK LTD/THE			25,000	130,046
YAMATO KOGYO CO LTD			22,100	441,022
YAMAZEN CORP			25,200	207,256
YODOGAWA STEEL WORKS LTD.			8,800	163,707
H LUNDBECK A/S			59,898	1,595,308
NOVARTIS AG			31,712	2,901,497
PEUGEOT SA			15,047	225,993
GREEK ORGANISATION OF FOOTBALL			51,700	466,298
ROCHE HOLDING AG			16,121	4,240,198
ADECCO SA			5,799	422,862
TECAN GROUP AG			3,029	425,319
MICRONAS SEMICONDUCTOR HOLD			24,941	95,721
STATOILHYDRO ASA			10,045	146,141
ENI SPA			43,654	684,639
ING GROEP NV			103,280	1,458,372
ESSILOR INTL			5,843	710,273
BNP PARIBAS SA			34,337	2,010,722
ORSZAGPS TAKAREKPENZTAR ES KER			15,411	296,851
SAINT GOBAIN			39,897	1,723,951
KONTRON			23,299	65,851
BANCHE POPOLARI UNITE SCRL			95,013	672,409
HEINEKEN N.V.			21,913	1,767,018

Page 63

Security Description	Coupon	Maturity	Par	Fair Value
AMVIG HOLDINGS LTD			370,000	153,728
C&C GROUP PLC			89,834	355,182
J SAINSBURY PLC			145,228	574,159
BIOMERIEUX SA			1,902	205,368
PACIFIC BASIN SHIPPING LTD			736,000	223,173
BOOKER GROUP PLC			338,258	947,384
GENDAI AGENCY INC			7,400	38,803
ROYAL DUTCH SHELL PLC			14,689	347,770
WELLNET CORP			10,300	202,362
DENA			35,000	648,478
DOLPHIN CAPITAL INVESTORS LTD			984,899	223,781
CST MINING GROUP LTD			2,416,000	24,939
KYOKUTO SEC			20,150	268,689
ESSENTRA PLC			30,576	364,036
COBHAM PLC			93,681	405,418
NATIONAL GRID PLC			103,065	1,434,566
KONE OYJ			58,650	2,225,914
GDF SUEZ			31,023	500,049
MIRAIAL CO LTD			11,400	103,277
FINMECCANICA SPA			36,655	457,852
SEVEN & I HLDG			24,800	1,127,301
DAIICHI SANKYO			16,900	292,097
NAMCO BANDAI HOLDINGS INC			7,900	182,716
HIKMA PHARMACEUTICALS PLC			9,992	345,087
LEM HLDGS AG			179	127,687
EFG INTERNATIONAL			43,411	462,055
QINETIQ GROUP PLC			98,084	335,032
AIZAWA SECURITIES CO LTD			27,400	165,409
DEUTSCHE WOHNEN AG			18,242	486,361
INPEX CORP			33,100	293,924
SCHINDLER HOLDING AG			3,522	504,636
G-RESOURCES GROUP LTD			6,957,000	180,432
LEGRAND S.A.			22,305	1,181,035
EUROBANK PROPERTIES REAL ESTAT			36,199	321,641
UNILEVER N.V.			44,000	1,762,737
ZUMTOBEL			2,334	51,234
KUEHNE & NAGEL INTERNATIONAL A			4,929	631,574
SPAR NORD BANK A/S			17,689	201,154
TOTAL SA			23,072	1,035,316
USG PEOPLE			16,990	231,090
TAKATA CORP			17,600	192,657
GALP ENERGIA SA			148,276	1,456,350
KYOEI STEEL LTD			15,400	240,969
BANCA GENERALI			13,414	377,479
ELECTROLUX AB			34,357	966,759

Page 64

Security Description	Coupon	Maturity	Par	Fair Value
TS TECH CO LTD			8,370	227,132
RAUBEX			96,392	121,928
GEBERIT AG			2,938	895,141
DAMPSKIBSSELSKABET NORDEN A/S			12,786	281,614
DSV DE SAMMENSLUT VOGN			37,803	1,410,135
VINCI S.A.			12,713	804,765
ALMIRALL SA			19,666	350,137
DAETWYLER HLDG AG			1,195	161,682
DIASORIN SPA			8,178	357,114
SONY FINANCIAL			23,000	376,020
RECKITT BENCKISER GROUP PLC			27,585	2,501,631
CAIXABANK SA			148,790	572,169
IBERDROLA SA			54,147	359,446
HAMBURGER HAFEN UND LOGISTIK A			9,132	148,470
INVESCO LTD			11,347	354,367
GROUPE EUROTUNNEL SA			36,438	495,002
WH SMITH PLC			21,942	519,821
SUEZ ENVIRONNEMENT SAS			29,201	522,508
HENDERSON GROUP PLC			223,442	880,670
TONGYANG LIFE INSURANCE			16,242	194,581
CLOETTA AB			41,577	118,479
LYONDELLBASELL INDUSTRIES NV			13,700	1,142,032
GREATVIEW ASEPTIC PACKAGING CO			1,324,440	616,929
GATEGROUP HOLDING AG			13,870	466,308
HARUM ENERGY TBK PT			722,500	41,673
GRIFOLS INC			53,165	2,406,055
NORMA GROUP AG			4,838	237,213
NXP SEMICONDUCTORS NV			20,438	1,779,537
DELTA LLOYD NV			52,189	437,095
CDON GROUP AB			77,177	96,620
BRITISH AIRWAYS PLC			71,156	633,767
SALVATORE FERRAGAMO ITALIA SPA			16,299	433,557
DAI-ICHI LIFE INSURANCE CO. LT			27,800	439,522
SUPERGROUP PLC			15,645	322,770
FORTIS			15,291	626,502
JAPAN AIRLINES CO LTD			9,700	341,381
WPP GROUP PLC			46,187	960,575
OSRAM LICHT AG			2,033	104,877
PIRAEUS BANK SA			681,587	59,344
DEUTSCHE ANNINGTON IMMOBILIEN			37,806	1,213,066
COM FN RICHEMONT			31,832	2,466,157
PROSIEBENSAT1 MEDIA AG			15,775	771,972
IVANHOE MINES LTD			174,800	84,747
HIBERNIA REIT PLC			431,041	610,098
IRISH RESIDENTIAL PROPERTIES R			729,902	895,414

Page 65

Security Description	Coupon	Maturity	Par	Fair Value
COMPASS GROUP			63,103	1,006,513
IRISH CONTINENTAL GROUP PLC			62,236	302,893
SAGA PLC			92,822	288,937
TENCENT HOLDINGS LIMITED			64,300	1,072,766
BRAAS MONIER BUILDING GROUP SA			30,368	811,016
SSP GROUP			38,566	178,350
UBS GROUP AG			314,725	5,801,041
OVS SPA			44,718	304,990
SPIRAX-SARCO ENGINEERING PLC			12,882	546,559
NIELSEN HOLDINGS NV			58,000	2,579,260
CAIRN HOMES PLC			366,073	427,017
ROYAL UNIBREW			5,648	211,105
ATLAS COPCO AB			51,882	1,243,998
ORIFLAME HOLDING AG			15,886	196,609
ASSA ABLOY AB			145,741	2,604,799
HRT PARTICIPACOES EM PETROLEO			3,600	1,582
ALPHA BK A.E.			771,589	92,158
COMPAL ELECTRONICS INC			428,000	241,768
HONG KONG EXCHANGES AND CLEARI			22,000	501,881
HYNIX SEMICONDUCTOR INC			22,541	638,024
KOREA ELECTRIC POWER CORPORATI			12,511	517,201
STATE STREET CORP			138,500	3,595,460
ALLERGAN PLC			2,015	1,901,072
NEUBERGER BERMAN GREATER CHINA EQUITY FUND LTD			19,485	26,814,473
CRESCENT SHORT DURATION HIGH INCOME FUND			2,607,356	24,222,335
			47,172,246	663,389,758

Page 66