| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| A M S AG REGS 0.875% 9/28/22 | 843,490 | 859,249 |
| A T & T INC 5.65% 2/15/47 | 299,299 | 382,254 |
| ABBVIE INC 3.2% 11/21/29 | 476,149 | 483,241 |
| ABBVIE INC 4.05% 11/21/39 | 305,626 | 320,573 |
| ABBVIE INC 4.25% 11/21/49 | 174,235 | 185,819 |
| ALLSCRIPTS HEAL THCAR 1.25% 7/01/20 | 264,034 | 263,359 |
| APHRIA INC 5.25% 6/01/24 | 191,788 | 145,225 |
| APOLLO CMMRL REAL 4.75% 8/23/22 | 366,989 | 373,533 |
| ARBOR RLTY TR INC 4.75% 11/01/22 | 1,025,106 | 1,023,847 |
| ARES CAPITAL CORP 4.625% 3/01/24 | 132,331 | 141,073 |
| ASHMORE EMERG MKT TOT RETURN | 22,947,427 | 21,675,200 |
| AT&T INC 4.5% 3/09/48 | 550,529 | 718,120 |
| AT&T INC 4.75% 5/15/46 | 199,288 | 226,348 |
| B N P PARIBAS 4.25% 10/15/24 | 1,298,785 | 1,394,861 |
| BANK OF AMERICA CORP 4.2% 8/26/24 | 184,865 | 198,655 |
| BANK OF AMERICA CORP 4.45% 3/03/26 | 124,251 | 137,289 |
| BANK OF AMERICA CORP 3.004% 12/20/23 | 1,201,896 | 1,113,405 |
| BANK OF AMERICA CORP 4.183% 11/25/27 | 317,996 | 352,446 |
| BANK ONE CORP 8.75% 9/01/30 | 332,318 | 328,230 |
| BARCLAYS PLC 4.375% 9/11/24 | 424,163 | 446,526 |
| BARCLAYS PLC 4.836% 5/09/28 | 200,000 | 215,716 |
| BAYER US FINANCE II 4.25% 12/15/25 | 224,575 | 242,831 |
| BAYER US FINANCE II 4.375% 12/15/28 | 626,530 | 682,244 |
| BLACKROCK STRAT INC OPP-INST | 115,000,416 | 114,878,856 |
| BNP PARIBAS 4.375% 9/28/25 | 272,388 | 296,238 |
| BNSF RAILWAY CO 20 5.342% 4/01/24 | 120,196 | 128,651 |
| BOINGO WIRELESS INC 1.0% 10/01/23 | 482,233 | 483,258 |
| BOSTON PROPERTIES LP 3.85% 2/01/23 | 610,288 | 654,931 |
| BOSTON PROPERTIES LP 4.125% 5/15/21 | 282,513 | 281,454 |
| BURLINGTN NO SF 00-1 8.251% 1/15/21 | 284,377 | 240,524 |
| C I M 2014 LOAN TRUST 7.65% 3/01/23 | 249,190 | 229,582 |
| C I M 2014 LOAN TRUST7.875% 5/15/27 | 160,462 | 157,028 |
| C V S HEALTH CORP 4.3% 3/25/28 | 321,678 | 355,043 |
| C V S HEALTH CORP 4.78% 3/25/38 | 147,021 | 170,531 |
| CALAMP CORP 2.0% 8/01/25 | 172,645 | 175,551 |
| CALAMP CORP 1.625% 5/15/20 | 354,017 | 358,649 |
| CALIFORNIA ST 7.625% 3/01/40 | 1,090,139 | 1,321,015 |
| CAPITAL ONE FINANCIA 3.5% 6/15/23 | 258,698 | 285,799 |
| CAPITAL ONE FINANCIAL 4.2% 10/29/25 | 326,618 | 350,834 |
| CARDTRONICS INC 1.0% 12/01/20 | 642,838 | 739,779 |
| CEMEX FINANCE LLC 6.0% 4/01/24 | 307,938 | 334,103 |
| CEMEX SAB DE CV 6.125% 5/05/25 | 664,660 | 700,319 |
| CHARTER COMM OPT LLC 5.375% 5/01/47 | 149,952 | 168,287 |
| CHARTER COMM OPT LLC 6.484% 10/23/45 | 1,593,403 | 1,828,602 |
| CIGNA CORP 3.75% 7/15/23 | 723,780 | 760,380 |
| CIGNA CORP 4.125% 11/15/25 | 124,896 | 135,655 |
| CITIGROUP CAPITAL XI 7.875% | 1,332,096 | 1,345,520 |
| COLONY CAPITAL INC 3.875% 1/15/21 | 869,168 | 903,245 |
| COX COMMUNICATIONS IN 2.95% 6/30/23 | 257,319 | 305,598 |
| COX COMMUNICATIONS INC 3.5% 8/15/27 | 912,125 | 965,164 |
| CTRIP.COM INTL LTD 1.0% 7/01/20 | 633,631 | 633,625 |
| CVS HEALTH CORP 4.1% 3/25/25 | 123,776 | 134,208 |
| DERMIRA INC 3.0% 5/15/22 | 414,379 | 430,037 |
| DISH NETWORK CORP 2.375% 3/15/24 | 955,301 | 1,029,977 |
| DOMINION RESOURCES 4.104% 4/01/21 | 175,123 | 179,361 |
| DOMINION RESOURCES IN 5.75% 10/01/54 | 629,250 | 647,238 |
| DOW CHEMICAL CO 7.375% 11/01/29 | 630,675 | 663,225 |
| DOW CHEMICAL CO/THE 5.55% 11/30/48 | 128,341 | 156,249 |
| DYCOM INDUSTRIES INC 0.75% 9/15/21 | 905,326 | 917,804 |
| ECHO GLOBAL LOGISTICS 2.5% 5/01/20 | 381,692 | 387,623 |
| ELANCO ANIMAL HEALTH 4.912% 8/27/21 | 75,000 | 76,946 |
| ELANCO ANIMAL HEALTH 5.022% 8/28/23 | 75,000 | 79,229 |
| ELANCO ANIMAL HEALTH 5.65% 8/28/28 | 151,063 | 163,233 |
| ENCORE CAPITAL GROUP 2.875% 3/15/21 | 624,163 | 702,008 |
| ENEL FINANCE INTL NV 6.8% 9/15/37 | 966,771 | 1,298,086 |
| ERP OPERATING LP 3.0% 4/15/23 | 577,831 | 643,694 |
| EZCO RP INC 2.375% 5/01/25 | 333,823 | 337,770 |
| FHLMC GOLD A64639 6.5% 8/01/37 | 38,277 | 41,469 |
| FHLMC GOLD C91377 4.5% 6/01/31 | 298,202 | 298,082 |
| FHLMC GOLD C91402 4.0% 10/01/31 | 268,018 | 271,808 |
| FHLMC GOLD C91925 3.5% 4/01/37 | 2,162,974 | 2,177,261 |
| FHLMC GOLD E02388 6.0% 9/01/22 | 38,110 | 38,786 |
| FHLMC GOLD G01749 5.5% 1/01/35 | 90,436 | 93,715 |
| FHLMC GOLD G01767 6.5% 12/01/32 | 127,815 | 140,766 |
| FHLMC GOLD G06447 4.5% 5/01/41 | 258,333 | 266,233 |
| FHLMC GOLD G07504 4.5% 7/01/41 | 354,050 | 361,699 |
| FHLMC GOLD G07515 4.5% 9/01/41 | 38,379 | 38,929 |
| FHLMC GOLD G08768 4.5% 6/01/47 | 969,697 | 962,356 |
| FHLMC GOLD G08772 4.5% 7/1/47 | 2,204,370 | 2,170,397 |
| FHLMC GOLD G08818 4.5% 6/01/48 | 544,990 | 552,844 |
| FHLMC GOLD G08832 4.5% 8/01/48 | 1,102,795 | 1,123,603 |
| FHLMC GOLD H09203 6.0% 6/01/38 | 18,094 | 18,317 |
| FHLMC GOLD H09212 5.5% 5/01/38 | 46,698 | 48,083 |
| FHLMC GOLD POOL #G0760 4.5% 3/01/42 | 185,989 | 189,865 |
| FHLMC GOLD V83115 4.5% 3/1/47 | 460,778 | 455,565 |
| FHLMC GOLD V84757 4.5% 10/01/48 | 725,310 | 728,292 |
| FHLMC POOL # 1B1150 3.527% 9/1/33 | 62,093 | 65,057 |
| FHLMC POOL # 1B7006 3.929% 11/1/35 | 142,099 | 159,717 |
| FHLMC POOL # 1G0169 3.471% 4/1/35 | 157,123 | 162,260 |
| FHLMC POOL # 1G0782 3.731% 3/1/36 | 49,132 | 52,861 |
| FHLMC POOL # 2B2558 3.038% 5/1/44 | 269,729 | 265,364 |
| FHLMC POOL # 2B3821 2.684% 2/1/45 | 507,221 | 499,515 |
| FHLMC POOL # 2B4962 2.882% 12/1/45 | 595,865 | 592,979 |
| FHLMC POOL # 840423 2.686% 10/1/46 | 655,640 | 645,779 |
| FHLMC POOL # 849254 3.116% 1/1/42 | 69,589 | 70,363 |
| FHLMC POOL # 849399 3.097% 5/1/44 | 443,321 | 438,289 |
| FHLMC POOL # 849402 2.892% 7/1/44 | 232,628 | 227,893 |
| FHLMC POOL # 849626 3.369% 8/1/44 | 371,618 | 362,640 |
| FHLMC POOL # 849885 2.783% 12/1/45 | 170,337 | 169,027 |
| FHLMC REMIC 4283 EW 4.5% 12/15/43 | 1,082,002 | 1,070,915 |
| FHLMC STRCTRD PASSTHRU 6.5% 10/25/43 | 719,483 | 833,669 |
| FHLMC ZK2315 4.5% 5/01/25 | 93,204 | 91,909 |
| FIREEYE INC 1.0% 6/01/35 | 342,499 | 349,188 |
| FIREEYE INC 1.625% 6/01/35 | 692,563 | 693,993 |
| FLEXION THERAPEUTICS 3.375% 5/01/24 | 243,467 | 290,200 |
| FNA 2012-M3 1A2 3.044% 1/25/22 | 893,254 | 900,257 |
| FNGT 2001-T4 A1 7.5% 7/25/41 | 89,185 | 99,431 |
| FNMA POOL # 256939 7% 10/1/2037 | 64,892 | 72,189 |
| FNMA POOL # 310048 6.5% 2/01/38 | 23,063 | 23,695 |
| FNMA POOL # 725693 3.522% 10/1/33 | 128,518 | 134,249 |
| FNMA POOL # 735417 6.5% 3/01/35 | 194,039 | 212,546 |
| FNMA POOL # 745942 6.0% 4/01/34 | 379,017 | 431,036 |
| FNMA POOL # 888379 3.067% 12/1/36 | 203,742 | 213,527 |
| FNMA POOL # 888673 6.0% 4/01/35 | 77,901 | 89,516 |
| FNMA POOL # 968066 6% 10/1/22 | 80,368 | 81,199 |
| FNMA POOL # AD0130 6.5% 8/01/39 | 70,942 | 73,609 |
| FNMA POOL # AD0964 5.5% 11/01/39 | 389,662 | 400,294 |
| FNMA POOL # AE0442 6.5% 1/01/39 | 136,424 | 137,915 |
| FNMA POOL # AE0467 5.5% 3/01/24 | 44,909 | 43,178 |
| FNMA POOL # AL0778 6.5% 1/01/49 | 48,544 | 51,047 |
| FNMA POOL # AL4147 4.5% 1/01/25 | 74,886 | 73,599 |
| FNMA POOL # AL4165 4.5% 1/01/31 | 410,520 | 410,853 |
| FNMA POOL # AL5145 4.0% 10/01/33 | 478,267 | 476,577 |
| FNMA POOL # AL5281 3.448% 5/1/44 | 96,858 | 96,604 |
| FNMA POOL # AL5441 4.5% 9/01/41 | 182,164 | 182,280 |
| FNMA POOL # AL5749 4.5% 7/01/42 | 343,120 | 343,539 |
| FNMA POOL # AL5931 3.5% 9/01/28 | 69,116 | 67,607 |
| FNMA POOL # AL7384 4.5% 9/01/45 | 283,288 | 278,035 |
| FNMA POOL # AL8618 4.0% 6/01/36 | 398,046 | 392,930 |
| FNMA POOL # AL8840 4.5% 6/01/46 | 877,291 | 863,219 |
| FNMA POOL # AL9063 3.5% 2/01/31 | 595,796 | 584,067 |
| FNMA POOL # AL9128 4.5% 2/01/46 | 146,670 | 145,062 |
| FNMA POOL # AL9407 4.5% 9/01/42 | 167,233 | 165,292 |
| FNMA POOL # AL9781 4.5% 2/1/46 | 470,312 | 473,384 |
| FNMA POOL # AO4105 2.656% 6/1/42 | 217,014 | 217,370 |
| FNMA POOL # AX3721 3.5% 7/01/27 | 410,575 | 400,259 |
| FNMA POOL # AX5628 2.925% 9/1/45 | 357,351 | 356,168 |
| FNMA POOL # BA3527 2.655% 12/1/45 | 990,792 | 989,092 |
| FNMA POOL # BC0442 2.863% 12/1/45 | 330,789 | 329,486 |
| FNMA POOL # BJ0420 3.001% 9/1/47 | 544,038 | 541,698 |
| FNMA POOL # BJ2763 4.5% 5/01/48 | 933,661 | 949,059 |
| FNMA POOL # BK0922 4.5% 7/1/48 | 418,133 | 423,874 |
| FNMA POOL # BK4770 4.5% 8/01/48 | 438,405 | 444,413 |
| FNMA POOL # BK5326 3.319% 7/1/48 | 499,214 | 508,540 |
| FNMA POOL # BM1357 4.5% 1/01/43 | 528,278 | 528,853 |
| FNMA POOL # BN5341 4.5% 3/01/49 | 1,306,924 | 1,312,934 |
| FNMA POOL # CA1709 4.5% 5/01/48 | 1,011,989 | 1,012,127 |
| FNMA POOL # CA1710 4.5% 5/1/48 | 2,390,026 | 2,447,990 |
| FNMA POOL # CA1909 4.5% 6/01/48 | 723,091 | 744,757 |
| FNMA POOL # CA2641 4.5% 11/01/48 | 1,510,497 | 1,506,412 |
| FNMA POOL # CA2804 4.5% 12/01/48 | 565,048 | 562,897 |
| FNMA POOL # MA0587 4.0% 12/01/30 | 246,565 | 245,462 |
| FNMA POOL # MA0818 4.0% 8/01/31 | 349,445 | 349,551 |
| FNMA POOL # MA2508 4.0% 1/01/36 | 333,244 | 329,935 |
| FNMA POOL # MA2923 3.5% 3/01/37 | 420,969 | 421,066 |
| FNMA POOL # MA3616 4.5% 3/01/49 | 1,373,845 | 1,386,459 |
| FNMA POOL # MA3894 4.0% 9/01/31 | 239,508 | 239,234 |
| FNMA POOL #BJ9262 4.5% 6/01/48 | 629,736 | 637,286 |
| FNMA POOL #BN3960 4.5% 1/01/49 | 753,723 | 756,466 |
| FNMA POOL #MA0634 4.5% 1/01/31 | 67,473 | 65,954 |
| FNMA REMIC 2003-34 A1 6.0% 4/25/43 | 350,940 | 213,109 |
| FNW 2001-W3 A 7% 9/25/41 | 195,265 | 195,230 |
| FORD MOTOR CR CO LLC 3.813% 10/12/21 | 425,204 | 432,880 |
| FORD MOTOR CREDIT CO 4.375% 8/06/23 | 196,564 | 207,978 |
| FORD MOTOR CREDIT CO 5.596% 1/07/22 | 350,000 | 368,858 |
| FORD MOTOR CREDIT CO 5.875% 8/02/21 | 971,941 | 916,064 |
| FORESTAR GROUP INC 3.75% 3/01/20 | 540,635 | 571,034 |
| FORTIVE CORP 0.875% 2/15/22 | 479,532 | 492,469 |
| GNC HOLDINGS INC 1.5% 8/15/20 | 213,493 | 253,913 |
| GNMA REM 2017-H17 FQ 2.3859% 9/20/67 | 1,171,572 | 1,158,586 |
| GNMA REMIC 2.506% 11/20/69 | 1,393,903 | 1,392,593 |
| GNMA REMIC 2018-H01 2.1125% 12/20/67 | 1,529,650 | 1,505,084 |
| GNMA REMIC 2018-H04 1.8466% 3/20/68 | 839,144 | 823,293 |
| GOLAR LNG LTD 2.75% 2/15/22 | 549,378 | 540,643 |
| GOLDMAN SACHS BDC INC 4.5% 4/01/22 | 697,475 | 716,142 |
| GRANITE PT MTG TR IN 5.625% 12/01/22 | 483,362 | 492,660 |
| GREEN PLAINS INC 4.125% 9/01/22 | 571,277 | 575,328 |
| GREENBRIER COS INC 2.875% 2/01/24 | 1,041,011 | 1,040,615 |
| H C A INC 5.25% 6/15/49 | 272,898 | 307,431 |
| H C A INC 4.125% 6/15/29 | 174,120 | 185,689 |
| H S B C HOLDINGS PLC 4.3% 3/08/26 | 249,638 | 272,265 |
| HANNON ARMSTRONG SUS 4.125% 9/01/22 | 46,146 | 57,932 |
| HCI GROUP INC 4.25% 3/01/37 | 205,650 | 216,045 |
| HELIX ENERGY SOL GR I 4.25% 5/01/22 | 409,057 | 440,382 |
| HERCULES TECHNOLOGY 4.375% 2/01/22 | 784,944 | 803,802 |
| HOPE BANCORP INC 2% 5/15/38 | 863,393 | 905,923 |
| HSBC HOLDINGS PLC 6.5% 5/02/36 | 1,100,576 | 1,332,494 |
| ILLINOIS ST 5.1% 6/01/33 | 620,110 | 700,720 |
| IMPERIAL BRANDS FIN 3.875% 7/26/29 | 297,399 | 302,634 |
| IMPERIAL TOBACCO FINA 4.25% 7/21/25 | 1,170,789 | 1,240,083 |
| INSMED INC 1.75% 1/15/25 | 304,430 | 336,195 |
| INTERCEPT PHARMAS 3.25% 7/01/23 | 182,276 | 196,624 |
| INTERDIGITAL INC 1.5% 3/01/20 | 190,884 | 190,637 |
| INVACARE CORP 5.0% 2/15/21 | 69,975 | 73,978 |
| JAZZ INVESTMENTS I 1.875% 8/15/21 | 222,911 | 225,213 |
| JPMORGAN CHASE & CO 4.25% 10/01/27 | 289,113 | 304,475 |
| JPMORGAN CHASE & CO 3.797% 7/23/24 | 651,677 | 685,133 |
| JPMORGAN CHASE & CO 3.875% 9/10/24 | 326,573 | 347,939 |
| KINDER MORGAN ENER PAR 5.4% 9/01/44 | 757,886 | 979,421 |
| KINDER MORGAN ENER PAR 6.5% 9/01/39 | 343,137 | 443,065 |
| KKR REAL ESTATE FIN 6.125% 5/15/23 | 820,736 | 851,716 |
| LIGAND PHARMACEUTICAL 0.75% 5/15/23 | 820,075 | 821,614 |
| LLOYDS BANKING GROUP 4.5% 11/04/24 | 624,822 | 668,475 |
| LLOYDS BANKING GROUP 4.65% 3/24/26 | 325,535 | 353,535 |
| LOS ANGELES CALIF UNI 5.75% 7/01/34 | 568,854 | 704,336 |
| MACQUARIE INFRA CORP 2.0% 10/01/23 | 851,529 | 920,917 |
| MYRIAD INT HOLDINGS BV 6.0% 7/18/20 | 640,500 | 609,654 |
| MYRIAD INTL HOLDINGS 5.5% 7/21/25 | 749,628 | 832,575 |
| MYRIAD INT'L HOLDINGS 4.85% 7/06/27 | 200,000 | 217,880 |
| NABORS INDS INC NEW 0.75% 1/15/24 | 612,908 | 639,605 |
| NEW JERSEY ST TPK AU 7.102% 1/01/41 | 657,338 | 724,394 |
| NEW MOUNTAIN FINANCE 5.75% 8/15/23 | 326,784 | 335,578 |
| NEW YORK MORTGAGE TRU 6.25% 1/15/22 | 728,748 | 755,913 |
| NEWPARK RES INC 4.0% 12/01/21 | 98,802 | 99,520 |
| NUANCE COMMUNICATIONS 1.0% 12/15/35 | 207,291 | 219,225 |
| NUANCE COMMUNICATIONS 2.75% 11/01/31 | 548,462 | 557,620 |
| OCCIDENTAL PETROLEUM 3.5% 8/15/29 | 375,894 | 382,826 |
| OCCIDENTAL PETROLEUM 2.9% 8/15/24 | 224,708 | 228,677 |
| OCCIDENTAL PETROLEUM 3.2% 8/15/26 | 49,966 | 50,601 |
| OIL STATES INTL INC 1.5% 2/15/23 | 700,356 | 718,080 |
| P D C ENERGY INC 1.125% 9/15/21 | 516,260 | 524,867 |
| P R A GROUP INC 3.0% 8/01/20 | 824,156 | 896,797 |
| PATRICK INDUSTRIES INC 1.0% 2/01/23 | 463,577 | 532,189 |
| PATTERN ENERGY GROUP 4.0% 7/15/20 | 391,629 | 396,959 |
| PENNYMAC CORP 5.375% 5/01/20 | 874,370 | 920,710 |
| PETROBRAS GLOBAL FIN 5.093% 1/15/30 | 441,548 | 453,249 |
| PETROBRAS GLOBAL FIN 7.25% 3/17/44 | 144,188 | 181,950 |
| PETROLEOS MEXICANOS 6.5% 3/13/27 | 386,915 | 424,688 |
| PETROLEOS MEXICANOS 6.35% 2/12/48 | 494,614 | 402,405 |
| PETROLEOS MEXICANOS 6.84% 1/23/30 | 315,771 | 327,366 |
| PETROLEOS MEXICANOS 6.375% 1/23/45 | 903,974 | 939,374 |
| PETROLEOS MEXICANOS 6.625% 6/15/35 | 233,000 | 204,900 |
| PETROLEOS MEXICANOS 6.875% 8/04/26 | 174,676 | 192,267 |
| PROVIDENT COMPANIES 7.25% 3/15/28 | 244,450 | 256,071 |
| RADIUS HEALTH INC 3.0% 9/01/24 | 96,138 | 99,934 |
| REDFIN CORP 1.75% 7/15/23 | 129,856 | 138,370 |
| RESOURCE CAPITAL CORP 4.5% 8/15/22 | 669,411 | 700,405 |
| RIO OIL FINANCE TRUS 9.25% 7/06/24 | 813,156 | 920,572 |
| RIO OIL FINANCE TRUS 9.75% 1/06/27 | 657,365 | 779,227 |
| ROYAL BK SCOTLND GRP 6.0% 12/19/23 | 614,790 | 667,320 |
| ROYAL BK SCOTLND GRP 6.125% 12/15/22 | 1,027,823 | 1,116,502 |
| RWT HOLDINGS INC 5.75% 10/01/25 | 497,784 | 507,531 |
| S M ENERGY CO 1.5% 7/01/21 | 400,544 | 410,863 |
| SBA PART CERTFS CMO 4.35% 7/01/23 | 30,712 | 31,578 |
| SBAP 2003-20J 1 4.92% 10/01/23 | 34,582 | 35,883 |
| SBAP 2004-20K 1 4.88% 11/01/24 | 68,006 | 71,236 |
| SBAP 2007-20E 1 5.31% 5/01/27 | 73,478 | 78,368 |
| SBAP 2007-20F 1 5.71% 6/01/27 | 199,808 | 183,714 |
| SBAP 200S-20H 1 5.11% 8/01/25 | 172,734 | 159,445 |
| SBAP 200S-20J 1 5.09% 10/01/25 | 149,865 | 138,495 |
| SCORPIO TANKERS INC 3.0% 5/15/22 | 36,465 | 47,822 |
| SEACOR HOLDINGS INC 3.0% 11/15/28 | 437,599 | 505,680 |
| SHIP FINANCE INT'L 5.75% 10/15/21 | 840,361 | 905,574 |
| SILVER STD RES 2.875% 2/01/33 | 571,153 | 598,113 |
| SLCLT 2005-2 A4 0.4734% 12/15/39 | 2,513,484 | 2,438,668 |
| SLMA 2005-5 A5 0.9945% 10/25/40 | 623,195 | 604,927 |
| SLMA 2006-8 A6 0.4045% 1/25/41 | 3,415,679 | 3,341,445 |
| SMALL BUS ADMIN GTD 4.64% 5/01/23 | 28,004 | 29,023 |
| SMALL BUSINESS AD 6.14% 1/01/22 | 8,453 | 8,068 |
| SMALL BUSINESS ADMIN 7.59% 1/01/20 | 338 | 306 |
| SUNPOWER CORP 4.0% 1/15/23 | 82,253 | 83,303 |
| SYNAPTICS INC 0.5% 6/15/22 | 557,790 | 691,885 |
| T ROWE PRICE INST FLOAT RATE | 38,252,060 | 38,023,425 |
| T ROWE PRICE INST HIGH YIELD | 40,798,273 | 38,517,804 |
| TELECOM ITALIA CAPIT 7.721% 6/04/38 | 480,001 | 584,250 |
| TELECOM ITALIA SPA 5.303% 5/30/24 | 509,969 | 564,375 |
| TESLA MOTORS INC 1.25% 3/01/21 | 185,660 | 246,006 |
| TEVA PHARM FIN CONV 0.25% 2/01/26 | 612,508 | 621,842 |
| TILRAY INC 5.0% 10/01/23 | 175,696 | 111,800 |
| TIME WARNER CABLE IN 4.125% 2/15/21 | 177,473 | 177,833 |
| TIME WARNER CABLE INC 7.3% 7/01/38 | 380,674 | 456,572 |
| TIMKENSTEEL CORP 6.0% 6/01/21 | 113,803 | 120,036 |
| TRANSCANADA TRUST 5.3% 3/15/77 | 654,844 | 693,198 |
| TRANSCANADA TRUST 5.5% 9/15/79 | 275,000 | 288,613 |
| TRANSCANADA TRUST 5.625% 5/20/75 | 625,350 | 651,563 |
| TRANSOCEAN INC 0.5% 1/30/23 | 305,066 | 361,095 |
| TUTOR PERINI CORP 2.875% 6/15/21 | 507,054 | 506,006 |
| TWITTER INC 1.0% 9/15/21 | 900,037 | 916,095 |
| TWO HBRS INVT CORP 6.25% 1/15/22 | 953,492 | 977,391 |
| ULTRAPAR INTERNATIONL 5.25% 6/06/29 | 300,000 | 316,350 |
| ULTRAPAR INTERNATIONL 5.25% 10/06/26 | 318,815 | 348,972 |
| UNICREDIT SPA 7.296% 4/02/34 | 625,000 | 719,025 |
| UNION PACIFIC RAILRO 5.082% 1/02/29 | 347,415 | 373,155 |
| VEECO INSTRUMENTS INC 2.7% 1/15/23 | 834,128 | 893,257 |
| VERIZON COMMUNICATIO 4.272% 1/15/36 | 321,582 | 396,393 |
| VIDEOCON INDUSTRIES 12/31/19 | 32,977 | 11,798 |
| VISHAY INTERTECH INC 2.25% 6/15/25 | 286,296 | 306,548 |
| VITAMIN SHOPPE INC 2.25% 12/01/20 | 187,145 | 212,574 |
| VODAFONE GROUP PLC 7.0% 4/04/79 | 450,000 | 528,687 |
| WEIBO CORP 1.25% 11/15/22 | 226,491 | 224,551 |
| WELLS FARGO & COMPANY 4.3% 7/22/27 | 624,740 | 684,931 |
| WELLS FARGO BANK NA 3.55% 8/14/23 | 625,709 | 655,044 |
| WESTERN DIGITAL 1.5% 2/01/24 | 417,723 | 445,618 |
| WHITING PETROLEUM CO 1.25% 4/01/20 | 284,777 | 298,684 |
| WSTRN ASSET MTG CAP 6.75% 10/01/22 | 582,061 | 598,313 |
| XEROX CORPORATION 4.5% 5/15/21 | 938,367 | 924,282 |
| ZILLOW GROUP INC 1.5% 7/01/23 | 927,446 | 988,068 |
| ZOETIS INC 4.5% 11/13/25 | 657,885 | 719,992 |