| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 250000 AbbVie 4.25% 14 Nov 28 | 267,235 | 276,521 |
| 500000 ADT Security 6.25% 15 Oct 21 | 532,330 | 527,500 |
| 50000 Advance Auto 4.5% 01 Dec 23 | 52,573 | 53,595 |
| 350000 Aetna 2.75% 15 Nov 22 | 328,714 | 355,704 |
| 150000 Air Lease 3.625% 01 Apr 27 | 145,102 | 155,572 |
| 55000 Alabama 2.45% 30 Mar 22 | 54,955 | 55,677 |
| 61000 Alabama 3.55% 01 Dec 23 | 60,827 | 64,377 |
| 113000 Alexandria RE 3.375% 15 Aug 30 | 112,841 | 117,463 |
| 300000 Alibaba 3.4% 06 Dec 27 | 282,949 | 312,574 |
| 385000 Allergan 3.45% 15 Mar 22 | 379,068 | 393,841 |
| 355000 Ally Auto 1.78% 16 Aug 21 | 82,189 | 82,159 |
| 234000 Ally Auto 1.74% 15 Sep 21 | 74,875 | 74,835 |
| 171000 Ally Auto 2.35% 15 Jun 22 | 124,437 | 124,716 |
| 93000 Ally Auto 2.91% 15 Sep 23 | 92,989 | 94,149 |
| 365000 Ally Master 3.3% 17 Jul 23 | 364,948 | 372,175 |
| 135000 Altria 2.85% 09 Aug 22 | 132,143 | 137,607 |
| 215000 Altria 3.49% 14 Feb 22 | 214,987 | 221,284 |
| 285000 Altria 3.8% 14 Feb 24 | 284,421 | 300,124 |
| 197000 Amazon.com 3.8% 05 Dec 24 | 202,382 | 212,638 |
| 10000 American Airlines 5.25% 31 Jan 21 | 3,602 | 3,705 |
| 363000 American Airlines 3% 15 Oct 28 | 315,311 | 322,614 |
| 81000 American Airline 3.65% 15 Feb 29 | 70,976 | 74,807 |
| 250000 American Electric 3.2% 13 Nov 27 | 262,455 | 257,988 |
| 650000 American Electric 3.65% 01 Dec 21 | 670,021 | 670,628 |
| 600000 American Express 3% 22 Feb 21 | 599,400 | 607,185 |
| 100000 American Exp 3.375% 17 May 21 | 99,983 | 101,912 |
| 135000 American Express 3.7% 05 Nov 21 | 134,970 | 139,125 |
| 135000 American Express 4.2% 06 Nov 25 | 134,700 | 148,841 |
| 330000 American Exp 1.93% 15 Sep 22 | 329,922 | 329,985 |
| 190000 American Exp 2.87% 15 Oct 24 | 189,968 | 194,127 |
| 400000 American Honda 2.15% 13 Mar 20 | 399,284 | 400,027 |
| 454000 American Intnl 3.75% 10 Jul 25 | 434,918 | 485,937 |
| 200000 American Tower 2.75% 15 Jan 27 | 199,676 | 199,782 |
| 182000 American Water 3.4% 01 Mar 25 | 184,706 | 190,872 |
| 59000 AmeriAuto A3 1.87% 18 Aug 21 | 2,169 | 2,169 |
| 84000 AmeriAuto 1.98% 20 Dec 21 | 21,017 | 21,017 |
| 114000 AmeriAuto A3 1.9% 18 Mar 22 | 53,487 | 53,448 |
| 83000 AmeriAuto A3 2.04% 18 Jul 22 | 49,971 | 49,977 |
| 191000 AmeriAutoA3 3.07% 19 Dec 22 | 190,965 | 192,177 |
| 400000 AmeriAuto 3.38% 18 Jul 23 | 399,975 | 405,858 |
| 800000 AmeriAuto A3 2.28% 18 Jan 24 | 799,933 | 803,651 |
| 100000 Ameriprise Fin 2.875% 15 Sep 26 | 100,546 | 102,223 |
| 290000 Amgen 2.65% 11 May 22 | 285,944 | 294,344 |
| 100000 Analog Devices 2.95% 12 Jan 21 | 99,573 | 100,836 |
| 49000 Analog Devices 3.125% 05 Dec 23 | 48,823 | 50,651 |
| 1300000 Angel Oak Mortg 25 Oct 2049 | 1,250,464 | 1,247,797 |
| 1300000 Angel Oak Mortg 25 Sep 2048 | 792,931 | 791,028 |
| 150000 Angel Oak Mortg 25 Mar 2049 | 113,100 | 114,381 |
| 1060000 Anheuser-Busch 3.65% 01 Feb 26 | 1,001,715 | 1,130,556 |
| 30000 Anheuser-Busch 3.5% 12 Jan 24 | 29,366 | 31,615 |
| 395000 Anheuser-Busch 4.75% 23 Jan 29 | 407,636 | 457,872 |
| 550000 Antero Res 5.625% 01 Jun 23 | 519,475 | 441,375 |
| 200000 Anthem 3.35% 01 Dec 24 | 199,936 | 208,767 |
| 190000 Anthem 3.5% 15 Aug 24 | 195,976 | 199,210 |
| 150000 Apache 4.25% 15 Jan 30 | 149,728 | 155,583 |
| 1300000 Apple 2.25% 23 Feb 21 | 1,307,442 | 1,307,735 |
| 130000 Apple 2.5% Bds 09 Feb 25 | 121,468 | 132,419 |
| 250000 Apple 2.75% 13 Jan 25 | 249,635 | 258,338 |
| 90000 Apple 2.9% 12 Sep 27 | 89,899 | 93,703 |
| 176000 Apple 3% 09 Feb 24 | 175,923 | 182,786 |
| 96000 Apple 3.2% 13 May 25 | 95,666 | 101,442 |
| 90000 Apple 3.35% 09 Feb 27 | 88,047 | 95,867 |
| 135000 Arizona Public 3.35% 15 Jun 24 | 134,876 | 141,086 |
| 325000 Arrow Electronics 4.5% 01 Mar 23 | 319,108 | 343,071 |
| 120000 Assurant 4.2% 27 Sep 23 | 119,721 | 125,284 |
| 700000 AT&T 3.55% 01 Jun 24 | 719,656 | 736,202 |
| 260000 AT&T 3.6% 15 Jul 25 | 266,018 | 275,224 |
| 100000 AT&T 3.6% 15 Jul 25 | 102,314 | 105,855 |
| 85000 AT&T 3.8% 15 Feb 27 | 86,274 | 90,613 |
| 215000 AT&T 4.1% 15 Feb 28 | 207,900 | 233,952 |
| 197000 AT&T 4.125% 17 Feb 26 | 197,227 | 213,536 |
| 235000 AT&T 4.35% 01 Mar 29 | 233,844 | 261,440 |
| 77000 Atmos Energy 2.625% 15 Sep 29 | 76,954 | 77,744 |
| 455000 BA Card 1.74% 15 Jan 25 | 454,889 | 453,605 |
| 550000 BanK of America 5.5% 25 Oct 2034 | 36,303 | 38,003 |
| 307000 Bank of America 3.95% 21 Apr 25 | 306,094 | 327,863 |
| 769000 Bank of America 4% 22 Jan 25 | 767,911 | 820,290 |
| 225000 Bank of America 4.1% 24 Jul 23 | 232,904 | 240,006 |
| 400000 Bank of America 3.124% 20 Jan 23 | 393,308 | 407,816 |
| 575000 Bank of America 3.366% 23 Jan 26 | 575,000 | 601,450 |
| 800000 Bank of America 3.366% 23 Jan 26 | 765,680 | 836,800 |
| 450000 Bank of America 3.419% 20 Dec 28 | 417,038 | 472,563 |
| 110000 Bank of America 3.705% 24 Apr 28 | 110,000 | 117,618 |
| 600000 Bank of America 3.335% 25 Jan 23 | 600,000 | 616,488 |
| 505000 Bank of NY 1.31825% 30 Oct 23 | 505,000 | 513,807 |
| 200000 Bank of NY 2.661% 16 May 23 | 197,920 | 203,081 |
| 200000 Bank Nova Scotia 4.5% 16 Dec 25 | 210,126 | 219,722 |
| 200000 Barclays PLC 3.684% 10 Jan 23 | 200,000 | 205,099 |
| 670000 Barclays PLC 3.932% 07 May 25 | 683,782 | 704,337 |
| 585000 BAT Capital 3.222% 15 Aug 24 | 560,875 | 598,385 |
| 80000 Bausch Health Cos 6.5% 15 Mar 22 | 83,800 | 81,800 |
| 220000 Bayview Koitere 28 Nov 2053 | 130,642 | 129,121 |
| 380000 Bayview Mortg 28 Jan 2058 | 229,491 | 224,234 |
| 435000 Bayview Opportunity 28 Oct 2064 | 262,103 | 259,418 |
| 300000 Bayview Opportunity 28 Jun 2057 | 176,126 | 173,570 |
| 545000 Bayview Opportunity 28 Oct 2057 | 319,112 | 315,382 |
| 180000 Bayview Opportunity 28 Jan 2055 | 102,206 | 100,774 |
| 1370000 Bear Stearns 25 Jul 2033 | 23,217 | 24,045 |
| 195000 Berkshire Hathwy 2.4% 01 Feb 20 | 194,957 | 195,063 |
| 550000 Berkshire Hathwy 3.25% 15 Apr 28 | 575,204 | 581,521 |
| 200000 BlackRock 3.2% 15 Mar 27 | 199,190 | 211,465 |
| 83000 BMW Vehicle 2.07% 20 Oct 20 | 26,033 | 26,033 |
| 70000 BMW Vehicle 3.26% 20 Jul 21 | 69,990 | 70,636 |
| 250000 Boeing 3.2% 01 Mar 29 | 246,725 | 260,730 |
| 445000 Boston Propert 3.8% 01 Feb 24 | 435,256 | 470,745 |
| 80000 Boston Scientific 3.75% 01 Mar 26 | 79,779 | 85,754 |
| 300000 BP Capital 3.224% 14 Apr 24 | 294,009 | 313,227 |
| 250000 BP Capital 3.79% 06 Feb 24 | 250,000 | 266,072 |
| 260000 Bristol-Myers Squib 2% 01 Aug 22 | 233,355 | 261,710 |
| 50000 Brixmor Operat 3.85% 01 Feb 25 | 49,296 | 52,519 |
| 500000 Broadcom 3.125% 15 Jan 25 | 464,390 | 506,094 |
| 550000 Broadcom 3.625% 15 Jan 24 | 548,867 | 570,036 |
| 410000 Broadcom 3.875% 15 Jan 27 | 368,869 | 425,891 |
| 140000 Broadcom 3.125% 15 Apr 21 | 139,835 | 141,700 |
| 115000 Brookfield Fin 4.85% 29 Mar 29 | 114,794 | 131,688 |
| 250000 Burlington North 3.4% 01 Sep 24 | 249,428 | 264,442 |
| 500000 Burlington North 7.082% 13 May 29 | 526,540 | 672,980 |
| 75000 Campbell Soup 3.95% 15 Mar 25 | 74,810 | 79,912 |
| 155000 CA Natrl Res 3.85% 01 Jun 27 | 153,350 | 165,085 |
| 300000 Canadian Pacific 4.5% 15 Jan 22 | 332,015 | 314,455 |
| 300000 Capital One 3.75% 24 Apr 24 | 302,439 | 315,966 |
| 100000 Capital One4.2% 29 Oct 25 | 101,675 | 107,948 |
| 231000 CarMax Auto 1.4% 15 Aug 21 | 52,047 | 51,976 |
| 374000 CarMax Auto 1.98% 15 Nov 21 | 128,140 | 128,161 |
| 170000 CarMax Auto 1.97% 15 Apr 22 | 108,697 | 108,725 |
| 73000 CarMax Auto 2.11% 17 Oct 22 | 61,263 | 61,328 |
| 182000 CarMax Auto 2.48% 15 Nov 22 | 181,985 | 182,724 |
| 181000 CarMax Auto 2.98% 17 Jan 23 | 180,966 | 182,811 |
| 185000 Carmax Auto 3.36% 15 Sep 23 | 184,998 | 188,720 |
| 355000 Carmax Auto 3.05% 15 Mar 24 | 354,960 | 360,879 |
| 312000 CarMax Auto 3.13% 15 Jun 23 | 311,957 | 316,442 |
| 400000 Caterpillar 2.95% 26 Feb 22 | 399,808 | 409,118 |
| 162000 Caterpillar 3.75% 24 Nov 23 | 161,867 | 172,927 |
| 135000 CCO s LLC 5.125% 15 Feb 23 | 138,306 | 136,519 |
| 320000 CCO s LLC 5.75% 15 Feb 26 | 338,641 | 337,606 |
| 182000 Celgene Corp 3.625% 15 May 24 | 183,030 | 191,406 |
| 775000 Cenovus Energy 3.8% 15 Sep 23 | 769,389 | 801,888 |
| 183000 CenterPoint Engy 3% 01 Feb 27 | 181,803 | 188,668 |
| 260000 CenterPoint Engy 2.5% 01 Sep 22 | 254,890 | 262,162 |
| 500000 CenturyLink 5.8% 15 Mar 22 | 522,650 | 525,635 |
| 150000 Charles Schwab 3.2% 02 Mar 27 | 149,758 | 157,011 |
| 230000 Charter Commun 4.464% 23 Jul 22 | 231,622 | 241,769 |
| 310000 Charter Commun 4.908% 23 Jul 25 | 312,172 | 341,365 |
| 2000000 Chase Funding 25 May 2034 | 85,907 | 97,029 |
| 105000 Chase Funding 25 May 2033 | 32,160 | 36,134 |
| 1000000 Chase Mortg 25 Feb 2037 | 36,543 | 38,169 |
| 900000 Chase Mortg 25 Jun 2035 | 45,258 | 45,637 |
| 500000 Chesapeake Fund 1.91% 15 Aug 29 | 190,465 | 190,308 |
| 300000 Chevron Corp 2 2.355% 05 Dec 22 | 285,825 | 304,201 |
| 1500000 CHL Mortg P 4.5% 25 Jun 2019 | 665 | 650 |
| 100000 Chubb INA s In 2.7% 13 Mar 23 | 96,814 | 102,134 |
| 131000 Chubb INA s In 3.15% 15 Mar 25 | 130,978 | 137,871 |
| 230000 Cigna Corp 3.0 3.05% 15 Oct 27 | 230,108 | 233,277 |
| 375000 Cigna Corp 4.3 4.375% 15 Oct 28 | 371,651 | 415,458 |
| 532000 CIM Trust 2017 25 Apr 2057 | 307,278 | 305,761 |
| 200000 Cisco Systems 2.45% 15 Jun 20 | 200,364 | 200,592 |
| 500000 CIT Group Inc 5% 01 Aug 23 | 536,875 | 538,750 |
| 180000 Citigroup Inc 2.9% 08 Dec 21 | 179,692 | 182,958 |
| 125000 Citigroup Inc 3.2% 21 Oct 26 | 117,406 | 129,699 |
| 517000 Citigroup Inc 3.2% 21 Oct 26 | 516,695 | 536,433 |
| 335000 Citigroup Inc 3.7% 12 Jan 26 | 334,554 | 357,322 |
| 175000 Citigroup Inc 4.45% 29 Sep 27 | 176,012 | 192,812 |
| 410000 Citigroup Inc 3.142% 24 Jan 23 | 401,641 | 418,032 |
| 415000 Citigroup Inc 3.352% 24 Apr 25 | 415,000 | 431,934 |
| 1000000 Citigroup Inc 3.887% 10 Jan 28 | 979,300 | 1,077,712 |
| 505000 Citigroup Inc 3.98% 20 Mar 30 | 528,155 | 552,879 |
| 543000 Citigroup Mortg 25 Feb 2058 | 413,627 | 423,733 |
| 500000 Citigroup Mortg 5.25% 25 Oct 33 | 5,717 | 5,722 |
| 400000 Citigroup Mortg 5.25% 25 Sep 33 | 16,173 | 15,587 |
| 1000000 Citigroup Mortg 25 Dec 34 | 31,778 | 32,147 |
| 1000000 Citigroup Mortg 25 Aug 34 | 32,447 | 31,647 |
| 150000 Citizens Financial 4.3% 03 Dec 25 | 151,971 | 161,234 |
| 200000 CMS Energy Corp 3.45% 15 Aug 27 | 199,702 | 209,311 |
| 240000 CNH Equipment 2.07% 16 May 22 | 131,828 | 131,854 |
| 150000 CNH Equipment 1.86% 15 Sep 22 | 104,010 | 103,902 |
| 100000 CNH Equipment 2.08% 15 Feb 23 | 83,179 | 83,246 |
| 160000 CNO Financial 5.25% 30 May 25 | 168,528 | 177,200 |
| 201000 CNOOC Finance 3.5% 05 May 25 | 199,141 | 209,961 |
| 250000 Colombia Gov 4% 26 Feb 24 | 262,750 | 263,460 |
| 150000 Colombia Gov375% 18 Sep 37 | 190,050 | 213,000 |
| 1500000 COLT 2019-3 Mortg 25 Aug 49 | 1,226,896 | 1,221,844 |
| 513000 COLT 2019-4 Mortg 25 Nov 49 | 486,861 | 485,127 |
| 72000 Comcast Corp 3.15% 01 Mar 26 | 67,680 | 75,485 |
| 500000 Comcast Corp 3.3% 01 Feb 27 | 468,975 | 529,716 |
| 140000 Comcast Corp 3.45% 01/10/21 | 139,859 | 144,113 |
| 393000 Comcast Corp 3.6% 01 Mar 24 | 389,397 | 416,640 |
| 360000 Comcast Corp 3.95% 15 Oct 25 | 357,966 | 392,908 |
| 67000 Comcast Corp 3.95% 15 Oct 25 | 66,918 | 73,124 |
| 235000 Comcast Corp 4.15% 15 Oct 28 | 234,882 | 264,690 |
| 200000 Comerica Inc 3.7% 31 Jul 23 | 203,408 | 210,252 |
| 230000 Commonwealth 3.7% 15 Aug 28 | 229,448 | 251,639 |
| 500000 Conagra Brand 7% 01 Oct 28 | 553,580 | 630,629 |
| 200000 Connecticut Light 3.2% 15 Mar 27 | 199,320 | 211,297 |
| 32000 Consumers Energy 2.85% 15 May 22 | 31,997 | 32,712 |
| 65000 Continental Res 4.5% 15 Apr 23 | 64,368 | 67,915 |
| 150000 Cooperatieve Rabo 3.875% 08 Feb 2 | 162,030 | 156,224 |
| 172000 Costco Wholesale 2.75% 18 May 24 | 174,883 | 178,095 |
| 228000 CPS Auto Trust CP 2.87% 15 Sep 21 | 26,620 | 26,636 |
| 250000 Credit Acceptance 2.65% 15 Jun 26 | 199,950 | 200,376 |
| 355000 Credit Suisse 3.8% 15 Sep 22 | 360,882 | 369,607 |
| 3400000 CSFB Mortg 1 7% 25 Dec 2033 | 54,523 | 55,602 |
| 225000 CSX Corp 3.25 3.25% 01 Jun 27 | 216,994 | 236,703 |
| 400000 CSX Corp 3.7% 3.7% 01 Nov 23 | 393,928 | 424,847 |
| 205000 CVS Health Co 2.75% 01 Dec 22 | 212,085 | 208,330 |
| 240000 CVS Health Co 3.7% 09 Mar 23 | 237,234 | 250,161 |
| 200000 CVS Health Co orp 4% 05 Dec 23 | 202,348 | 211,660 |
| 220000 CVS Health Co 4.1% 25 Mar 25 | 217,846 | 236,206 |
| 1070000 CVS Health Co 4.1% 25 Mar 25 | 1,059,630 | 1,148,821 |
| 200000 Danske Bank A 5% 12 Jan 22 | 199,442 | 210,078 |
| 200000 Danske Bank A 5.375% 12 Jan 24 | 199,596 | 218,926 |
| 200000 Deephaven Residential 25 Jun 2047 | 47,038 | 46,965 |
| 500000 Deephaven Residential 25 Jul 2059 | 423,309 | 422,459 |
| 500000 Deere & Co 6.55% 01 Oct 28 | 482,500 | 643,989 |
| 107000 Delta Air Lines 4.75% 07/05/20 | 36,429 | 36,730 |
| 650000 Deutsche Bank AG 3.15% 22 Jan 21 | 651,274 | 652,958 |
| 267000 Deutsche Bank AG 3.7% 30 May 24 | 265,983 | 270,997 |
| 300000 Discover Bank 2. 2.45% 12 Sep 24 | 299,874 | 299,464 |
| 68000 Discovery Commun 2.95% 20 Mar 23 | 67,914 | 69,306 |
| 139000 Discovery Commun 3.95% 15 Jun 25 | 141,921 | 148,408 |
| 130000 DISH DBS Corp 5. 5.875% 15 Jul 22 | 123,759 | 137,800 |
| 140000 Diversified Heal 4.75% 15 Feb 28 | 137,637 | 141,334 |
| 155000 Dominion Energy 2% 15 Aug 21 | 154,778 | 154,952 |
| 185000 Dominion Energy 3.9% 01 Oct 25 | 185,696 | 198,773 |
| 450000 Dow Chemical Co 8.85% 15 Sep 21 | 576,360 | 500,417 |
| 280000 Drive Auto Rec 3.34% 15 Oct 22 | 166,619 | 166,954 |
| 95000 Drive Auto Rec 2.16% 15 May 23 | 94,997 | 94,938 |
| 200000 DTE Electric 3.9% 01 Jun 21 | 218,744 | 204,636 |
| 125000 DTE Energy Co 2.6% 15 Jun 22 | 124,860 | 125,877 |
| 100000 DTE Energy Co 3.4% 15 Jun 29 | 102,270 | 103,107 |
| 301000 Duke Energy 2.5% 15 Mar 23 | 300,883 | 305,626 |
| 260000 Duke Energy 3.8% 01 Sep 23 | 267,043 | 274,898 |
| 400000 Duke Energy 2.8% 15 May 22 | 391,972 | 408,488 |
| 318000 Duke Realty 3.625% 15 Apr 23 | 323,651 | 330,573 |
| 795000 DuPont Nemours 4.205% 15 Nov 23 | 795,000 | 850,609 |
| 150000 Eaton Corp 3. 3.103% 15 Sep 27 | 150,000 | 155,894 |
| 200000 Edison Intnl 4.125% 15 Mar 28 | 207,236 | 205,224 |
| 95000 Eli Lilly and 3.375% 15 Mar 29 | 94,854 | 102,326 |
| 40000 Energy Transfer 3.6% 01 Feb 23 | 39,644 | 40,974 |
| 45000 Energy Transfer 4.05% 15 Mar 25 | 45,276 | 47,312 |
| 80000 Energy Transfer 4.2% 15 Sep 23 | 79,941 | 84,008 |
| 125000 Energy Transfer 4.5% 15 Apr 24 | 124,558 | 133,080 |
| 85000 Energy Transfer 4.9% 01 Feb 24 | 88,675 | 91,223 |
| 80000 Energy Transfer 7.5% 15 Oct 20 | 85,465 | 83,138 |
| 200000 Energy Transfer 5% 01 Oct 22 | 208,246 | 212,164 |
| 100000 Entergy Arkansa 3.5% 01 Apr 26 | 102,208 | 105,496 |
| 165,000 Enterprise Flee 3.38% 20 May 24 | 142,532 | 144,474 |
| 270000 Enterprise Flee 2.98% 20 Oct 24 | 269,998 | 272,598 |
| 450000 Enterprise Prod 2.8% 15 Feb 21 | 449,097 | 454,294 |
| 197000 Enterprise Prod 3.9% 15 Feb 24 | 196,628 | 209,052 |
| 95000 Enterprise Prod 4.15% 16 Oct 28 | 93,841 | 105,159 |
| 92000 ERP Operating LP 2.85% 01 Nov 26 | 91,394 | 94,425 |
| 223000 ERP Operating LP 4.625% 15 Dec 21 | 239,371 | 232,992 |
| 115000 Evergy Inc 2.9% 15 Sep 29 | 114,801 | 114,460 |
| 100000 Evergy Inc 4.85% 01 Jun 21 | 109,564 | 103,151 |
| 170000 Exelon Generation 3.4% 15 Mar 22 | 174,180 | 174,493 |
| 175000 Exelon Generation 4.25% 15 Jun 22 | 172,870 | 183,047 |
| 868000 Exeter Automobile 2.82% 16 May 22 | 353,967 | 353,828 |
| 605000 Exeter Automobile 3.2% 15 Apr 22 | 151,591 | 151,902 |
| 150000 Exxon Mobil Corp 2.709% 06 Mar 25 | 150,000 | 155,083 |
| 52000 Fidelity National 3.75% 21 May 29 | 51,910 | 57,005 |
| 130000 Fifth Third Auto 2.69% 16 Nov 26 | 129,974 | 131,555 |
| 250000 Fifth Third Banco 2.6% 15 Jun 22 | 247,712 | 253,189 |
| 500000 Fiserv Inc 3 3.2% 01 Jul 26 | 520,345 | 517,823 |
| 385000 Ford Credit 2.93% 15 Jun 21 | 384,986 | 385,837 |
| 485000 Ford Credit 3 2.9% 15 May 22 | 484,962 | 489,438 |
| 175000 Ford Credit 3 2.9% 15 May 22 | 174,986 | 176,601 |
| 756000 Ford Credit 2.12% 15 Jul 26 | 758,746 | 755,955 |
| 690000 Ford Credit 1.85% 15 Sep 21 | 688,167 | 689,424 |
| 226000 Ford Credit 1.67% 15 Jun 21 | 50,020 | 49,987 |
| 200000 Ford Motor 3.815% 02 Nov 27 | 183,324 | 193,950 |
| 174000 Fortis Inc/ 3.055% 04 Oct 26 | 168,645 | 177,728 |
| 595000 Foursight Capital 3.64% 15 May 23 | 594,881 | 602,465 |
| 65000 Fox Corp 3. 3.666% 25 Jan 22 | 65,000 | 67,127 |
| 550000 GE Capital Intnl 3.373% 15 Nov 25 | 558,476 | 573,094 |
| 545000 General Dynamics 2.875% 11 May 20 | 543,071 | 546,889 |
| 200000 General Dynamics 3.5% 15 May 25 | 197,548 | 214,335 |
| 606000 General Electric 5.55% 05 Jan 26 | 663,934 | 695,351 |
| 250000 General Mills Inc 4% 17 Apr 25 | 252,395 | 270,404 |
| 300000 General Motors 4.25% 15 May 23 | 310,479 | 315,977 |
| 475000 General Motors 4.3% 13 Jul 25 | 461,463 | 507,749 |
| 330000 General Motors 5.25% 01 Mar 26 | 356,710 | 365,977 |
| 606000 Georgia Power Co 2% 08/09/20 | 592,568 | 605,763 |
| 450000 Georgia Power Co 2.4% 01 Apr 21 | 449,078 | 452,034 |
| 100000 Gilead Sciences 2.55% 01 Sep 20 | 101,085 | 100,426 |
| 152000 Gilead Sciences 3.7% 01 Apr 24 | 152,986 | 161,200 |
| 115000 GlaxoSmithKline 2.875% 01 Jun 22 | 114,910 | 117,510 |
| 150000 GlaxoSmithKline 3.125% 14 May 21 | 149,596 | 152,594 |
| 156000 Global Payments 3.2% 15 Aug 29 | 155,510 | 158,997 |
| 171000 GM Automobile Le 3.18% 21 Jun 21 | 170,986 | 171,846 |
| 121000 GM Financial2.68% 20 Dec 21 | 120,976 | 121,331 |
| 156000 GM Financial3.06% 21 Jun 21 | 139,465 | 139,924 |
| 138000 GM Financial2.98% 20 Dec 21 | 137,978 | 139,217 |
| 185000 GM Financial2.03% 20 Jun 22 | 184,980 | 184,962 |
| 81000 GM Financial 2.32% 18 Jul 22 | 74,328 | 74,541 |
| 280000 Goldman Sachs 3% 26 Apr 22 | 280,450 | 283,536 |
| 900000 Goldman Sachs 3.5% 16 Nov 26 | 880,146 | 947,202 |
| 121000 Goldman Sachs 3.75% 22 May 25 | 124,562 | 128,448 |
| 60000 Goldman Sachs 4% 03 Mar 24 | 59,819 | 63,938 |
| 160000 Goldman Sachs 4% 03 Mar 24 | 159,517 | 170,502 |
| 68000 Goldman Sachs 5.375% 15 Mar 20 | 68,311 | 68,461 |
| 125000 Goldman Sachs 85588% 29 Nov 23 | 127,032 | 129,475 |
| 485000 Goldman Sachs 2.905% 24 Jul 23 | 477,600 | 493,755 |
| 40000 Goldman Sachs 2.908% 05 Jun 23 | 40,080 | 40,659 |
| 81000 Goldman Sachs 3.272% 29 Sep 25 | 81,000 | 83,860 |
| 620000 Goldman Sachs 3.691% 05 Jun 28 | 620,000 | 659,671 |
| 140000 Goldman Sachs 3.691% 05 Jun 28 | 140,000 | 148,958 |
| 305000 Goldman Sachs 4.223% 01 May 29 | 297,216 | 336,287 |
| 500000 Gray Televisio 7% 15 May 27 | 548,900 | 555,625 |
| 1000000 GSR Mortg 3 6% 25 Sep 2034 | 38,046 | 40,835 |
| 400000 Halliburton C 3.8% 15 Nov 25 | 422,140 | 426,716 |
| 175000 Harley-Davidson 2.34% 15 Feb 24 | 174,986 | 175,562 |
| 127000 Healthcare Trus 3.1% 15 Feb 30 | 126,443 | 126,130 |
| 85000 Healthpeak Prop 3.25% 15 Jul 26 | 84,920 | 88,162 |
| 115000 Healthpeak Prop 3.875% 15 Aug 24 | 115,285 | 122,350 |
| 85000 Home Depot Inc 3.25% 01 Mar 22 | 84,767 | 87,846 |
| 241000 Home Depot Inc 3.75% 15 Feb 24 | 239,749 | 257,339 |
| 77000 Honda Auto Rece 1.79% 20 Sep 21 | 39,872 | 39,858 |
| 194000 Honeywell Intnl 2.5% 01 Nov 26 | 179,413 | 197,426 |
| 300000 HSBC Bank USA N 4.875% 24 Aug 20 | 307,695 | 305,172 |
| 260000 HSBC Holdings 2.95% 25 May 21 | 259,675 | 263,303 |
| 240000 HSBC Holdings 3.4% 08 Mar 21 | 239,453 | 243,813 |
| 300000 HSBC Holdings 4.25% 14 Mar 24 | 298,020 | 318,344 |
| 1375000 HSBC Holdings 4.375% 23 Nov 26 | 1,469,786 | 1,487,117 |
| 350000 HSBC Holdings 3.95% 18 May 24 | 350,000 | 368,256 |
| 210000 Humana Inc 2.5 2.5% 15 Dec 20 | 208,495 | 210,888 |
| 300000 Hydro-Quebec 8.4% 15 Jan 22 | 436,713 | 338,147 |
| 150000 Hydro-Quebec 8.4% 15 Jan 22 | 222,216 | 162,012 |
| 230000 Hyundai Auto 4 3.2% 15 Jun 22 | 229,986 | 232,520 |
| 225000 Hyundai Auto 1.76% 16 Aug 21 | 75,304 | 75,256 |
| 250000 Hyundai Auto 1.77% 18 Jan 22 | 148,523 | 148,404 |
| 130000 Hyundai Auto 2.79% 15 Jul 22 | 129,980 | 130,894 |
| 100000 Illinois Tool 3.5% 01 Mar 24 | 105,094 | 106,064 |
| 100000 Intel Corp 2. 2.875% 11 May 24 | 101,251 | 103,874 |
| 115000 Intel Corp 3. 3.1% 29 Jul 22 | 117,452 | 118,677 |
| 200000 IBM 3.5% 15 May 29 | 199,498 | 215,182 |
| 300000 IBM 7% 30 Oct 25 | 389,457 | 374,069 |
| 15000 Intnl Flavors 4.45% 26 Sep 28 | 14,987 | 16,405 |
| 1200000 Intnl Lease 5.875% 15 Aug 22 | 1,308,138 | 1,307,425 |
| 200000 Intnl Paper 3.8% 15 Jan 26 | 199,138 | 213,477 |
| 200000 Intesa Sanpaolo 3.375% 12 Jan 23 | 195,226 | 203,372 |
| 62000 Invesco Finance 3.75% 15 Jan 26 | 61,840 | 66,102 |
| 70000 JB Hunt Transp 3.875% 01 Mar 26 | 69,996 | 75,226 |
| 210000 John Deere Cap 1.95% 22 Jun 20 | 209,872 | 210,039 |
| 113000 John Deere 1.82% 15 Oct 21 | 54,242 | 54,198 |
| 900000 JP Morgan Mortg 25 Feb 2034 | 19,516 | 20,067 |
| 750000 JP Morgan Mortg 25 Feb 2034 | 19,631 | 20,626 |
| 600000 JP Morgan Mortg 25 Feb 2035 | 79,105 | 80,535 |
| 2000000 JP Morgan Mortg 25 Nov 2033 | 49,346 | 51,376 |
| 465000 JPMorgan Chase 2.972% 15 Jan 23 | 456,137 | 473,802 |
| 200000 JPMorgan Chase 3.22% 01 Mar 25 | 200,000 | 207,356 |
| 285000 JPMorgan Chase 3.509% 23 Jan 29 | 285,000 | 302,931 |
| 1175000 JPMorgan Chase 3.96% 29 Jan 27 | 1,175,000 | 1,275,263 |
| 500000 KB Home 7% 15 7% 15 Dec 21 | 540,745 | 536,250 |
| 150000 Kentucky Utilities 3.25% 01/11/20 | 156,330 | 151,106 |
| 251000 KeyCorp 5.1% 2 5.1% 24 Mar 21 | 277,591 | 260,491 |
| 250000 Kimberly-Clark 2.4% 01 Jun 23 | 234,888 | 253,817 |
| 250000 Kinder Morgan 3.5% 01 Mar 21 | 251,448 | 253,192 |
| 450000 Kinder Morgan 4.3% 01 Mar 28 | 490,941 | 490,688 |
| 160000 Kraft Heinz Foods 3% 01 Jun 26 | 143,757 | 160,046 |
| 250000 Kraft Heinz Foods 3.95% 15 Jul 25 | 254,332 | 264,725 |
| 550000 Kroger Co 2.65 2.65% 15 Oct 26 | 535,100 | 553,755 |
| 200000 Kroger Co 6.9% 6.9% 15 Apr 2038 | 252,700 | 269,376 |
| 100000 L3 Technologies 3.85% 15 Dec 26 | 101,898 | 103,431 |
| 250000 L3Harris Technol 854% 27 Apr 2035 | 261,102 | 295,154 |
| 100000 Laboratory Corp 2.95% 01 Dec 29 | 99,741 | 100,287 |
| 500000 Ladder Capital F 5.25% 15 Mar 22 | 520,625 | 519,375 |
| 1000000 Lehman Bros 6% 29 Jan 21 | Â | 24,400 |
| 2000000 Lehman Bros 6.500% 2/13/2037 | Â | 30,500 |
| 2500000 Lehman Bros .600%31 Dec 2099 | Â | 12,200 |
| 1000000 Lehman Bros 6.250% 2/05/21 | Â | 12,200 |
| 1000000 Lehman Bros 6.500%31 Dec 2099 | Â | 12,200 |
| 40000 Liberty Property 3.25% 01 Oct 26 | 39,665 | 41,789 |
| 400000 Lincoln National 3.8% 01 Mar 28 | 420,380 | 426,412 |
| 215000 Lincoln National 4.2% 15 Mar 22 | 226,852 | 224,284 |
| 200000 Linde Inc/CT 2.2% 2.2% 15 Aug 22 | 197,156 | 201,888 |
| 200000 Lloyds Banking 3.75% 11 Jan 27 | 196,368 | 210,368 |
| 600000 Lloyds Banking 4.375% 22 Mar 28 | 637,224 | 661,793 |
| 50000 Lockheed Martin 3.1% 15 Jan 23 | 51,336 | 51,582 |
| 210000 Lockheed Martin 3.35% 15 Sep 21 | 217,194 | 215,261 |
| 150000 Lowe's Cos Inc 3 3.65% 05 Apr 29 | 150,861 | 160,428 |
| 125000 Magellan Midstream 4.25% 01/02/21 | 127,638 | 128,080 |
| 89000 Manulife Fin 4.15% 04 Mar 26 | 88,784 | 97,975 |
| 155000 Manulife Fin 4.9% 17 Sep 20 | 159,332 | 158,087 |
| 275000 Marathon Oil 2.8% 01 Nov 22 | 259,184 | 279,629 |
| 30000 Marathon Oil 3.85% 01 Jun 25 | 30,616 | 31,773 |
| 120000 Marathon Petro 3.625% 15 Sep 24 | 119,569 | 126,053 |
| 450000 Marathon Petro 5.125% 15 Dec 26 | 509,409 | 509,778 |
| 147000 Marsh McLennan 2.35% 06 Mar 20 | 146,882 | 147,053 |
| 24000 Marsh McLennan C 2.75% 30 Jan 22 | 23,967 | 24,385 |
| 104000 Martin Marietta 3.45% 01 Jun 27 | 103,790 | 106,460 |
| 120000 Martin Marietta 3.5% 15 Dec 27 | 119,700 | 124,606 |
| 1500000 MASTR Adjustable 21 Apr 2034 | 34,875 | 37,604 |
| 195000 McDonald's Corp 3.35% 01 Apr 23 | 194,926 | 203,112 |
| 200000 McDonald's Corp 3.8% 01 Apr 28 | 199,002 | 218,730 |
| 157000 Mead Johnson Nut 4.125% 15 Nov 25 | 160,870 | 171,620 |
| 295000 Medtronic Inc 3. 3.15% 15 Mar 22 | 297,238 | 303,413 |
| 54000 Medtronic Inc 3. 3.5% 15 Mar 25 | 54,758 | 57,887 |
| 153000 Mercedes-Benz2.41% 16 Feb 21 | 79,908 | 79,963 |
| 485000 Mercedes-Benz3.21% 15 Sep 21 | 484,989 | 489,017 |
| 140000 Mercedes-Benz 3 3.1% 15 Nov 21 | 139,996 | 141,266 |
| 100000 Mercedes-BenzA3 2% 17 Oct 22 | 99,984 | 100,023 |
| 261000 Mercedes-Benz1.26% 16 Feb 21 | 6,003 | 6,001 |
| 500000 Merck & 2.8% 2.8% 18 May 23 | 469,200 | 515,188 |
| 3500000 Merrill Lynch Mort 25 Mar 28 | 21,747 | 24,755 |
| 1205000 Merrill Lynch Mort 25 Mar 28 | 7,530 | 8,571 |
| 3500000 Merrill Lynch Mort 25 Apr 28 | 39,292 | 42,926 |
| 2700000 Merrill Lynch Mort 25 Apr 29 | 37,133 | 40,227 |
| 1850000 Merrill Lynch Mort 25 Sep 29 | 32,480 | 34,211 |
| 2755000 Merrill Lynch Mort 25 Apr 29 | 28,840 | 32,579 |
| 400000 MetLife 4.368% 15 Sep 23 | 424,828 | 433,748 |
| 273000 Metlife Securit 25 Mar 2057 | 224,608 | 232,883 |
| 165000 METLIFE SECURIT25 Apr 2055 | 115,257 | 115,348 |
| 510000 Metropolitan Life 2.4% 08 Jan 21 | 511,228 | 512,523 |
| 142000 Mexico Govern 3.625% 15 Mar 22 | 146,757 | 146,260 |
| 350000 Mexico Govern 4.125% 21 Jan 26 | 374,500 | 373,800 |
| 145000 MFA 2017-RPL1 25 Feb 2057 | 64,368 | 63,932 |
| 500000 MGM Resorts I 7.75% 15 Mar 22 | 560,775 | 559,375 |
| 1200000 Microsoft Cor 3.3% 06 Feb 27 | 1,271,592 | 1,282,688 |
| 395000 Mill City Mortg 25 Jan 2061 | 234,403 | 234,479 |
| 335000 Mill City Mortg 25 Aug 2058 | 274,799 | 284,555 |
| 255000 MMAF Equipment 2.84% 13 Nov 23 | 254,959 | 258,675 |
| 790000 Morgan Stanley 2.625% 17 Nov 21 | 767,267 | 799,470 |
| 495000 Morgan Stanley 2.75% 19 May 22 | 493,965 | 504,141 |
| 400000 Morgan Stanley 2.75% 19 May 22 | 399,164 | 407,387 |
| 100000 Morgan Stanley 3.625% 20 Jan 27 | 98,999 | 106,481 |
| 200000 Morgan Stanley 3.875% 27 Jan 26 | 194,472 | 214,819 |
| 355000 Morgan Stanley 3.95% 23 Apr 27 | 353,722 | 380,882 |
| 305000 Morgan Stanley 4% 23 Jul 25 | 303,296 | 330,030 |
| 140000 Morgan Stanley 4.35% 08 Sep 26 | 139,754 | 153,144 |
| 800000 Morgan Stanley 1.6635% 24 Oct 23 | 800,000 | 817,269 |
| 750000 Morgan Stanley 25 Apr 2034 | 54,110 | 55,421 |
| 195000 Morgan Stanley 4.431% 23 Jan 30 | 195,000 | 220,561 |
| 382000 Mosaic Co 3.25% 3.25% 15 Nov 22 | 375,544 | 391,972 |
| 48000 MPLX LP 3.375% 3.375% 15 Mar 23 | 47,967 | 49,296 |
| 115000 MPLX LP 4.125% 4.125% 01 Mar 27 | 114,809 | 120,800 |
| 250000 MPLX LP 4.5% 15 4.5% 15 Jul 23 | 258,118 | 265,704 |
| 3000000 MRFC Mortg P 15 Dec 30 | 56,759 | 60,278 |
| 82000 National Retail 3.6% 15 Dec 26 | 81,096 | 86,139 |
| 415000 National Rural 2.3% 01/11/20 | 414,162 | 416,477 |
| 345000 National Rural 2.9% 15 Mar 21 | 343,541 | 348,885 |
| 92000 National Rural 3.05% 25 Apr 27 | 91,811 | 95,390 |
| 2500000 Natixis NY 20 20 Feb 20 | 2,492,379 | 2,492,379 |
| 600000 Natwest Group P 6% 19 Dec 23 | 654,438 | 667,320 |
| 410000 Navient Corp 5. 5.875% 25 Mar 21 | 424,495 | 423,530 |
| 300000 NCUA Guaranteed 08 Dec 20 | 95,365 | 94,964 |
| 250000 NCUA Guaranteed 2.4% 08 Dec 20 | 8,676 | 8,762 |
| 500000 New Century Hom Var 25 Nov 2033 | 2,085 | 2,089 |
| 1350000 New Residential 019-T5 AT5 2.424 | 1,349,998 | 1,350,349 |
| 470000 New Residential Mort 26 Nov 2035 | 222,739 | 222,677 |
| 390105 New Residential Mort 25 Nov 2056 | 210,484 | 210,997 |
| 730000 New Residential Mort 25 Mar 2057 | 404,166 | 405,427 |
| 470000 New Residential Mort 25 May 2057 | 264,751 | 264,232 |
| 547000 New Residential Mort 25 Jun 2057 | 268,964 | 266,003 |
| 545000 New Residential Mort 25 Jan 2048 | 350,220 | 349,267 |
| 395000 New York Life Global 2% 13 Apr 21 | 394,419 | 396,189 |
| 44000 Newmont Corp 2 2.8% 01 Oct 29 | 43,637 | 43,594 |
| 250000 NextEra Energy 3.15% 01 Apr 24 | 250,000 | 259,270 |
| 500000 Nielsen Financ 5% 15 Apr 22 | 502,500 | 501,875 |
| 100000 NiSource Inc 3 3.95% 30 Mar 2048 | 99,892 | 105,461 |
| 156000 Nissan Auto 2.17% 15 Dec 21 | 155,978 | 156,016 |
| 230000 Nissan Auto 2.78% 15 Jul 24 | 229,960 | 232,670 |
| 57000 Nissan Auto 1.32% 15 Jan 21 | 1,023 | 1,023 |
| 122000 Nissan Auto 2.12% 18 Apr 22 | 103,853 | 103,976 |
| 445000 Nissan Auto 3.22% 15 Jun 23 | 444,915 | 453,488 |
| 150000 Noble Energy 3.85% 15 Jan 28 | 149,532 | 158,504 |
| 300000 Noble Energy 3.9% 15 Nov 24 | 299,484 | 317,142 |
| 200000 Norfolk Southern 3.85% 15 Jan 24 | 199,886 | 212,265 |
| 250000 Northrop Grumman 2.55% 15 Oct 22 | 245,980 | 253,790 |
| 200000 Northrop Grumman 2.93% 15 Jan 25 | 199,970 | 206,240 |
| 224000 Nucor Corp 4 4% 01 Aug 23 | 225,250 | 236,898 |
| 29000 Nutrien Ltd 3.375% 15 Mar 25 | 28,958 | 30,052 |
| 200000 Nutrien Ltd 3.625% 15 Mar 24 | 197,586 | 208,914 |
| 500000 NXP BV / NXP 4.875% 01 Mar 24 | 500,275 | 545,335 |
| 70000 Occidental Petro 3.5% 15 Jun 25 | 69,819 | 72,291 |
| 60000 Occidental Petro 5.55% 15 Mar 26 | 67,604 | 68,047 |
| 50000 Office Properties 3.6% 01/02/20 | 50,049 | 50,000 |
| 150000 Office Properties 4% 15 Jul 22 | 147,146 | 153,552 |
| 55000 Oncor Electric 5.75% 15 Mar 29 | 69,048 | 67,919 |
| 150000 Oncor Electric 7% 01 Sep 22 | 193,110 | 167,629 |
| 250000 ONEOK Inc 3.4% 3.4% 01 Sep 29 | 248,498 | 254,034 |
| 250000 Oracle Corp 2.5 2.5% 15 May 22 | 248,815 | 253,283 |
| 200000 Oracle Corp 2.9 2.95% 15 Nov 24 | 199,684 | 207,902 |
| 120000 O'Reilly Auto 3.55% 15 Mar 26 | 119,024 | 126,991 |
| 62000 O'Reilly Auto 3.6% 01 Sep 27 | 61,901 | 66,180 |
| 200000 ORIX Corp 3.2 3.25% 04 Dec 24 | 199,740 | 208,514 |
| 326000 Ovintiv Inc 3 3.9% 15 Nov 21 | 344,815 | 333,871 |
| 40000 Owens-Brockway 5.875% 15 Aug 23 | 41,692 | 42,700 |
| 370000 Owens-Brockway 5.875% 15 Aug 23 | 392,330 | 394,975 |
| 200000 Packaging Corp 3% 15 Dec 29 | 199,738 | 201,026 |
| 250000 Panama Government 4% 22 Sep 24 | 268,125 | 267,750 |
| 43000 Parker-Hannifin 3.3% 21 Nov 24 | 42,905 | 45,050 |
| 200000 Penske Truck Lea 4.875% 11 Jul 22 | 206,206 | 212,738 |
| 220000 Pepsi 2.75% 30 A 2.75% 30 Apr 25 | 219,085 | 227,959 |
| 650000 Petroleos Mexica 6.49% 23 Jan 27 | 668,937 | 691,600 |
| 135000 Philip Morris In 2.375% 17 Aug 22 | 128,860 | 136,452 |
| 200000 Philip Morris In 3.375% 11 Aug 25 | 198,600 | 210,384 |
| 90000 Plains All Ameri 3.85% 15 Oct 23 | 90,832 | 93,208 |
| 250000 PNC Financial Se 3.45% 23 Apr 29 | 249,600 | 266,847 |
| 250000 PPL Capital Fund 3.4% 01 Jun 23 | 248,602 | 258,124 |
| 250000 Precision Castpa 3.25% 15 Jun 25 | 249,490 | 263,984 |
| 5000000 Prime Mortg 1 6% 25 Feb 2034 | 60,876 | 62,976 |
| 171000 Principal Financ 3.125% 15 May 23 | 170,757 | 175,547 |
| 100000 Progressive Corp 2.45% 15 Jan 27 | 99,965 | 100,423 |
| 84000 Providence St Jo 2.746% 01 Oct 26 | 84,000 | 84,823 |
| 270000 Prudential Fin 3.878% 27 Mar 28 | 270,000 | 296,096 |
| 600000 Prudential Fin 625% 15 Jun 2043 | 645,600 | 645,000 |
| 500000 PulteGroup Inc 5.5% 01 Mar 26 | 556,029 | 558,750 |
| 260000 QEP Resources 5.375% 01 Oct 22 | 250,044 | 261,300 |
| 125000 QUALCOMM Inc 3 3.25% 20 May 27 | 124,672 | 131,569 |
| 46000 Quest Diagnostic 2.95% 30 Jun 30 | 45,879 | 46,009 |
| 255000 Raytheon Technol 2.8% 04/05/24 | 254,470 | 262,126 |
| 400000 Raytheon Technol 3.1% 01/06/22 | 394,020 | 410,416 |
| 350000 Raytheon Technol 3.35% 16 Aug 21 | 352,986 | 358,399 |
| 795000 Raytheon Technol 3.65% 16 Aug 23 | 792,081 | 838,253 |
| 300000 Raytheon Technol 3.65% 16 Aug 23 | 302,994 | 316,322 |
| 140000 Realty Income Co 3.25% 15 Oct 22 | 140,714 | 144,583 |
| 100000 Realty Income Co 4.125% 15 Oct 26 | 102,977 | 109,739 |
| 71000 Regency Centers 2.95% 15 Sep 29 | 70,931 | 70,960 |
| 150000 Regions Financia 3.8% 14 Aug 23 | 149,426 | 158,799 |
| 1700000 Residential Asse 25 May 2034 | 37,550 | 40,448 |
| 1425000 Residential Mort 25 Sep 2059 | 1,370,950 | 1,367,112 |
| 80000 Reynolds Group I 5.125% 15 Jul 23 | 83,250 | 81,900 |
| 315000 Royal Bank of Ca 2.15% 26 Oct 20 | 314,817 | 315,602 |
| 165000 Royal Bank of Ca 2.75% 01 Feb 22 | 164,962 | 167,986 |
| 250000 Sabine Pass Lique 5.625% 01/02/21 | 259,122 | 256,973 |
| 355000 Sabine Pass Lique 5.75% 15 May 24 | 387,254 | 396,073 |
| 215000 Salesforce.com I 3.25% 11 Apr 23 | 214,027 | 223,648 |
| 165000 Santander Drive 3.03% 15 Feb 22 | 2,022 | 2,023 |
| 65000 Santander Drive 3.01% 15 Mar 22 | 16,219 | 16,225 |
| 70000 Santander Drive A3 3% 15 Dec 22 | 70,000 | 70,252 |
| 270000 Santander Drive 2.59% 15 May 23 | 269,988 | 271,245 |
| 110000 Santander Holdin 4.5% 17 Jul 25 | 107,636 | 118,750 |
| 58000 Santander UK Gro 3.125% 08 Jan 21 | 57,941 | 58,496 |
| 500000 Scientific Games 5% 15 Oct 25 | 515,650 | 523,125 |
| 295000 Securitized Term 2.289% 25 Mar 22 | 295,000 | 295,328 |
| 3690000 Sequoia Mortg 20 Dec 2032 | 25,666 | 28,069 |
| 2500000 Sequoia Mortg 20 Apr 2033 | 34,555 | 38,040 |
| 200000 Shell Intnl Fin 2.25% 06 Jan 23 | 185,158 | 201,661 |
| 138000 Shell Intnl Fin 2.875% 10 May 26 | 137,547 | 143,202 |
| 70000 Sherwin-Williams 3.3% 01 Feb 25 | 70,119 | 71,105 |
| 205000 Sherwin-Williams 3.45% 01 Jun 27 | 196,660 | 216,919 |
| 68000 Sherwin-Williams 3.45% 01 Jun 27 | 67,753 | 71,954 |
| 119000 Simon Property 2.45% 13 Sep 29 | 117,727 | 117,153 |
| 120000 SLM Private Edu 15 Jan 2043 | 34,117 | 34,187 |
| 480000 SoFi Consumer L 3.54% 26 Nov 27 | 219,675 | 221,459 |
| 645000 SoFi Consumer L 2.9% 25 May 28 | 468,200 | 471,154 |
| 1025000 Sofi Profession 3.59% 25 Jan 204 | 1,067,001 | 1,049,091 |
| 121000 Southern Cal 3.875% 01 Jun 21 | 120,302 | 123,627 |
| 587000 Southern Co 3.5% 15 Sep 21 | 593,859 | 599,124 |
| 105000 Southern Co 2.95% 01 Jul 23 | 101,574 | 107,710 |
| 170000 Southern Co 3.25% 01 Jul 26 | 159,461 | 177,122 |
| 200000 Southwestern 4.1% 15 Sep 28 | 200,000 | 218,873 |
| 61000 Spirit Airlines 3.375% 15 Feb 30 | 56,386 | 58,091 |
| 500000 Sprint Commu 6% 15 Nov 22 | 531,400 | 524,375 |
| 75000 Sprint Corp 7.125% 15 Jun 24 | 83,625 | 80,906 |
| 180000 Stanley Black 3.4% 01 Mar 26 | 179,744 | 190,363 |
| 109000 Starbucks Co 2.7% 15 Jun 22 | 108,979 | 110,940 |
| 75000 Starbucks Co 3.8% 15 Aug 25 | 437,462 | 80,820 |
| 335000 State Street 3.1% 15 May 23 | 329,138 | 345,695 |
| 43000 Steel Dynamic 3.45% 15 Apr 30 | 42,886 | 43,511 |
| 3500000 Structured Asset 19 May 2034 | 68,602 | 83,274 |
| 925000 Sumitomo Mitsui Tr 18 Feb 20 | 921,046 | 921,046 |
| 735000 Sumitomo Mitsui Tr 28 Feb 20 | 731,433 | 731,433 |
| 230000 Suncor Energy 3.6% 01 Dec 24 | 227,314 | 244,110 |
| 100000 Suncor Energy 3.6% 01 Dec 24 | 101,297 | 106,135 |
| 75000 Synchrony Fin 4.25% 15 Aug 24 | 76,230 | 80,051 |
| 53000 TC PipeLines 3.9% 25 May 27 | 53,000 | 55,419 |
| 69000 TD Ameritrade 2.95% 01 Apr 22 | 68,838 | 70,539 |
| 125000 Texas Instruments 2.75% 12 Mar 21 | 125,789 | 126,288 |
| 125000 Thermo Fisher 3.2% 15 Aug 27 | 124,079 | 130,808 |
| 1000000 Thornburg Mortg 25 Sep 2043 | 27,523 | 30,510 |
| 1100000 Thornburg Mortg 25 Mar 2044 | 37,973 | 41,039 |
| 1300000 Thornburg Mortg 25 Sep 2034 | 36,711 | 39,227 |
| 132000 Toledo Edison 7.25% 01 May 20 | 138,401 | 133,882 |
| 1500000 Toronto-Dominion 28 Feb 20 | 1,492,985 | 1,492,985 |
| 2000000 Toronto-Dominion 29 Jan 20 | 1,991,107 | 1,991,107 |
| 405000 Toronto-Dominion 2.65% 12 Jun 24 | 404,943 | 414,878 |
| 200000 Toronto-Dominion 3.25% 11 Mar 24 | 199,744 | 209,432 |
| 200000 Total Capital Ca 2.75% 15 Jul 23 | 195,054 | 205,160 |
| 250000 Towd Point Mortg 25 Apr 2055 | 61,597 | 61,546 |
| 335000 Towd Point Mortg 25 Aug 2055 | 136,798 | 137,361 |
| 410000 Towd Point Mortg 25 Apr 2056 | 149,948 | 149,788 |
| 749000 Towd Point Mortg 25 Oct 2056 | 388,651 | 390,786 |
| 205000 Towd Point Mortg 25 Apr 2057 | 107,455 | 107,791 |
| 335000 Towd Point Mortg 25 Jul 2057 | 197,498 | 197,130 |
| 464000 Towd Point Mortg 25 Jun 2057 | 298,948 | 298,810 |
| 330000 Towd Point Mortg 25 Oct 2057 | 232,780 | 233,518 |
| 81000 Toyota Auto 1.73% 16 Feb 21 | 14,070 | 14,065 |
| 200000 Toyota Motor 4.25% 11 Jan 21 | 227,010 | 204,858 |
| 197000 TransCanada 3.75% 16 Oct 23 | 201,736 | 207,610 |
| 370000 TransCanada 4.25% 15 May 28 | 368,014 | 410,994 |
| 250000 Truist Bank 3.2% 01 Apr 24 | 251,632 | 260,125 |
| 625000 Truist Bank 3.3% 15 May 26 | 651,206 | 650,512 |
| 200000 Truist Fin 2.625% 29 Jun 20 | 203,240 | 200,538 |
| 350000 TWDC Enterp 2.55% 15 Feb 22 | 343,350 | 355,693 |
| 200000 Tyson Foods 3.55% 02 Jun 27 | 213,370 | 212,658 |
| 64000 UDR Inc 2 2.95% 01 Sep 26 | 64,000 | 65,165 |
| 136000 UDR Inc 3 3.2% 15 Jan 30 | 135,443 | 139,111 |
| 150000 Unilever Capital 3.375% 22 Mar 25 | 148,551 | 158,968 |
| 400000 Union Pacific Co 2.95% 01 Mar 22 | 399,824 | 408,769 |
| 170000 Union Pacific Co 3.15% 01 Mar 24 | 169,857 | 176,985 |
| 455000 Union Pacific Co 3.75% 15 Jul 25 | 454,401 | 487,874 |
| 150000 United Airlines 2.875% 07/10/28 | 132,109 | 135,847 |
| 129000 United Airlines 3.7% 01 Mar 30 | 123,557 | 126,780 |
| 137000 United Airlines 3.5% 01 Mar 30 | 131,220 | 135,185 |
| 1280000 United Parcel 3.125% 15 Jan 21 | 1,313,346 | 1,295,281 |
| 300000 UnitedHealth 3.1% 15 Mar 26 | 297,470 | 314,247 |
| 295000 UnitedHealth 3.15% 15 Jun 21 | 294,112 | 300,455 |
| 300000 UnitedHealth 3.35% 15 Jul 22 | 304,365 | 310,745 |
| 385000 US Bancorp 3.375% 05 Feb 24 | 384,896 | 404,297 |
| 260000 Valero Energy 4.5% 15 Mar 28 | 259,116 | 286,481 |
| 118000 Ventas Realty 3.5% 01 Feb 25 | 120,874 | 123,240 |
| 123000 Ventas Realty 4.125% 15 Jan 26 | 124,428 | 131,774 |
| 270000 Verizon Commu 2.45% 01 Nov 22 | 264,894 | 273,621 |
| 262000 Verizon Commu 4.016% 03 Dec 29 | 272,962 | 292,063 |
| 270000 Verizon Commu 4.329% 21 Sep 28 | 268,437 | 306,442 |
| 255000 Verizon Commu 4.4% 01 Nov 2034 | 232,798 | 295,610 |
| 388000 Verizon Commu 5.25% 16 Mar 2037 | 385,012 | 487,301 |
| 160,000 Verizon Owner 3.23% 20 Apr 23 | 159,998 | 162,710 |
| 410000 Verus Securit 01 Jun 2058 | 226,694 | 227,992 |
| 1755000 Verus Securit 25 Feb 2059 | 1,277,596 | 1,272,896 |
| 1150000 Verus Securit 25 Jul 2059 | 1,032,728 | 1,034,215 |
| 1100000 Verus Securit 25 Nov 2059 | 1,076,762 | 1,076,242 |
| 250000 ViacomCBS Inc 3.7% 15 Aug 24 | 246,952 | 264,558 |
| 520000 Virginia Electric 2.75% 15 Mar 23 | 519,865 | 529,574 |
| 170000 Virginia Electric 3.45% 15 Feb 24 | 169,657 | 178,178 |
| 100000 Virginia Electric 3.5% 15 Mar 27 | 99,908 | 106,979 |
| 140000 Vodafone Group 4.125% 30 May 25 | 140,113 | 152,078 |
| 300000 Volkswagen 3.875% 13 Nov 20 | 299,772 | 304,898 |
| 492000 Walmart In 2.55% 11 Apr 23 | 464,559 | 502,694 |
| 1900000 WaMu Mortg 25 Aug 2033 | 26,131 | 26,967 |
| 1650000 WaMu Mortg 25 Aug 2033 | 37,186 | 37,735 |
| 700000 WaMu Mortg 25 Jun 2034 | 30,398 | 31,269 |
| 750000 WaMu Mortg 6% 25 Jun 2034 | 48,736 | 49,447 |
| 62000 Waste Managem 3.45% 15 Jun 29 | 61,878 | 66,399 |
| 250000 Wells Fargo 2.625% 22 Jul 22 | 240,882 | 253,736 |
| 345000 Wells Fargo 3% 22 Apr 26 | 343,450 | 354,896 |
| 250000 Wells Fargo 3% 22 Apr 26 | 231,012 | 257,171 |
| 295000 Wells Fargo 3.069% 24 Jan 23 | 293,041 | 301,088 |
| 500000 Wells Fargo 3.3% 09 Sep 24 | 498,650 | 524,013 |
| 300000 Wells Fargo 3.5% 08 Mar 22 | 312,226 | 309,814 |
| 326000 Wells Fargo 4.48% 16 Jan 24 | 312,028 | 352,088 |
| 325000 Wells Fargo 2.6% 15 Jan 21 | 324,824 | 327,279 |
| 1000000 Wells Fargo 25 Jul 2034 | 27,984 | 27,495 |
| 150000 Welltower In 4.5% 15 Jan 24 | 152,109 | 161,997 |
| 215000 Western Midstream 4.5% 01 Mar 28 | 208,298 | 212,267 |
| 265000 Western Midstream 4.75% 15 Aug 28 | 257,361 | 267,391 |
| 20000 Western Union 3.6% 15 Mar 22 | 19,972 | 20,587 |
| 200000 Westpac Banking 4.322% 23 Nov 30 | 200,000 | 211,790 |
| 305000 Wheels SPV 2 4 2.4% 20 Apr 26 | 304,980 | 305,895 |
| 104000 Williams Cos 3.9% 15 Jan 25 | 106,347 | 109,525 |
| 250000 Williams Partners 3.6% 15 Mar 22 | 251,150 | 257,063 |
| 261000 World Financial 2.12% 15 Mar 24 | 260,972 | 260,956 |
| 397000 World Financial 3.07% 16 Dec 24 | 396,996 | 401,405 |
| 134000 World Omni Auto 1.95% 15 Feb 23 | 108,782 | 108,777 |
| 410000 World Omni Auto 2.59% 15 Jul 24 | 409,990 | 414,705 |
| 134000 World Omni Auto 2.83% 15 Jul 21 | 133,983 | 134,398 |
| 149000 World Omni Auto 3.19% 15 Dec 21 | 148,988 | 150,761 |
| 35000 WRK 3.9% 0 3.9% 01 Jun 28 | 34,992 | 37,142 |
| 305000 WRK 4.65% 4.65% 15 Mar 26 | 304,555 | 335,711 |
| 500000 Wyndham 4.25% 01 Mar 22 | 510,505 | 510,000 |
| 41000 Xylem Inc 3.25% 01 Nov 26 | 40,916 | 42,452 |
| 100000 Zimmer Biomet 3.55% 01 Apr 25 | 95,990 | 105,461 |
| 29000 Zimmer Biomet 3.7% 19 Mar 23 | 28,954 | 30,227 |