| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | 1,674,181 | 1,674,181 |
| AIR LEASE CORP 3.5% DUE 01-15-2022 | 1,543,665 | 1,543,665 |
| ALLY MASTER OWNER SER-2018-4 CL-A 3.3% 07-17-2023 REG | 3,037,930 | 3,037,930 |
| ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | 258,919 | 258,919 |
| AMAZON COM INC 4.95% DUE 12-05-2044 | 655,751 | 655,751 |
| AMERICAN HONDA FIN CORP MED TERM NTS BOO.875% DUE 07-07-2023 | 1,513,200 | 1,513,200 |
| AMERICAN INTL GROUP INC 4.125 DUE 02-15-2024 | 1,439,402 | 1,439,402 |
| AMERN EXPRESS CO 3.4% 02-27-2023 | 1,515,572 | 1,515,572 |
| AMERN TOWER CORP 3.5% DUE 01-31-2023 | 294,727 | 294,727 |
| AMSR 2020-SFR4 TR 1.355% 11-17-2037 | 917,699 | 917,699 |
| AMSR 2020-SFR5 TR SINGLE FAMILY RENT 1.379% 11-17-2037 | 906,496 | 906,496 |
| ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 | 1,574,579 | 1,574,579 |
| AQUARION CO 4% DUE 08-15-2024 | 392,445 | 392,445 |
| AT&T INC 3.5% DUE 06-01-2041 | 1,020,960 | 1,020,960 |
| AT&T INC 4.25% DUE 03-01-2027 | 364,957 | 364,957 |
| AT&T INC SR NT 144A ZERO CPN CORP BD DUE11-27-2022 | 1,983,151 | 1,983,151 |
| BAE SYS PLC 3.4% DUE 04-15-2030 | 1,830,726 | 1,830,726 |
| BANK 2018-BNK14 SER 2008-BN14 CL ASB 4.185% 09-15-2060 REG | 1,016,194 | 1,016,194 |
| BANK AMER CORP 3.5% DUE 04-19-2026 | 517,931 | 517,931 |
| BANK AMER CORP 4.33% 03-15-2050 | 953,805 | 953,805 |
| BARCLAYS BK PLC FIXED 1.7% DUE 05-12-2022 | 881,315 | 881,315 |
| BECTON DICKINSON & 3.363% DUE 06-06-2024 | 303,294 | 303,294 |
| BK NOVA SCOTIA B C FIXED 1.625% DUE 05-01-2023 | 1,124,450 | 1,124,450 |
| BOOKING HOLDINGS INC 4.1% DUE 04-13-2025 | 370,847 | 370,847 |
| BP CAP MKTS AMER INC 2.937% DUE 04-06-2023 REG | 560,381 | 560,381 |
| BROADCOM CORP/ CAYMN FI 3.875% 01-15-2027 | 383,829 | 383,829 |
| BROADCOM INC 4.11% DUE 09-15-2028 REG | 1,006,003 | 1,006,003 |
| BSTN PPTYS LTD 2.75% DUE 10-01-2026 | 1,853,422 | 1,853,422 |
| CANADIAN NATL RY CO 3.65% 02-03-2048 | 651,797 | 651,797 |
| CAP 1 FINL CORP 3.3% DUE 10-30-2024 | 894,208 | 894,208 |
| CARRIER GLOBAL CORP 2.242% 02-15-2025 | 62,432 | 62,432 |
| CARRIER GLOBAL CORP 2.493% 02-15-2027 | 116,536 | 116,536 |
| CHARTER 6.384% DUE 10-23-2035 | 2,260,578 | 2,260,578 |
| CHEVRON CORP NEW 1.995% DUE 05-11-2027 | 560,999 | 560,999 |
| CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | 1,580,780 | 1,580,780 |
| CIGNA CORP NEW CORP 4.125% 11-15-2025 | 1,079,444 | 1,079,444 |
| CIM TR 2020-INV1 MTG PASS THRU CTF CL A-2 2.5% 04-25-2050 | 800,166 | 800,166 |
| CITIGROUP INC 3.4% DUE 05-01-2026 | 1,552,172 | 1,552,172 |
| CITIGROUP INC 3.52% 10-27-2028 | 590,150 | 590,150 |
| CITIGROUP INC 4.412% DUE 03-31-2031 | 1,071,989 | 1,071,989 |
| CITRIX SYS INC 4.5% 12-01-2027 | 364,536 | 364,536 |
| CMO BENCHMARK 2019-B15 MTG TR A5 2.928% DUE 12-15-2072 | 773,467 | 773,467 |
| CMO CITIGROUP COML MTG TR SER 2018-C6 CL A3 11-10-2051 | 634,343 | 634,343 |
| CMO COMM 2012-CCRE5 MTG TR MTG PASSTHRU CTF CL A-3 2.54% DUE 12-10-2045 REG | 3,103,624 | 3,103,624 |
| CMO UBS COML MTG TR 2012-C1 COML MTG PASSTHRU CTF CL A-3 3.4 05-10-2045 | 1,639,649 | 1,639,649 |
| CMO WFRBS COML MTG TR 2012-C10 WFRBS MTGTR 2012-C10 CL A3 2.875 12-15-45 | 2,209,735 | 2,209,735 |
| COMCAST CORP 3.0% 02-01-2024 | 2,043,915 | 2,043,915 |
| COMCAST CORP NEW FIXED 3.3% DUE 04-01-2027 | 581,055 | 581,055 |
| COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | 1,445,442 | 1,445,442 |
| COMM 2013-CCRE8 FLTG RT 3.612% DUE 06-10-2046 | 1,277,065 | 1,277,065 |
| COMMONSPIRIT HLTH 4.187% DUE 10-01-2049 | 919,581 | 919,581 |
| COMMONWEALTH EDISON CO 3.7% 08-15-2028 | 1,757,461 | 1,757,461 |
| CVS HEALTH CORP PASSTHRU CTF 5.773% DUE 01-10-2033/03-10-2011 BEO SF 06-10-2 | 962,021 | 962,021 |
| DELTA AIR LINES INC DEL 2.0% 12-10-2029 REG | 1,474,326 | 1,474,326 |
| DIGITAL RLTY TR LP FIXED 3.7% 08-15-2027 | 1,353,967 | 1,353,967 |
| DISCOVERY 3.95% DUE 03-20-2028 | 381,065 | 381,065 |
| DISNEY WALT CO 4.7% DUE 03-23-2050 | 733,066 | 733,066 |
| DOLLAR TREE INC FIXED 4.2% DUE 05-15-2028 | 296,352 | 296,352 |
| DUKE ENERGY 3.95% 03-15-2048 | 429,622 | 429,622 |
| EVERSOURCE ENERGY 2.5% DUE 03-15-2021 | 1,603,843 | 1,603,843 |
| EXELON CORP 4.7% DUE 04-15-2050 REG | 341,741 | 341,741 |
| EXXON MOBIL CORP 2.992% DUE 03-19-2025 | 999,283 | 999,283 |
| FANNIE MAE 3.0% 01/11/2035 3% 11-01-2035 | 1,222,034 | 1,222,034 |
| FANNIE MAE 4% 01/04/2050 4% 04-01-2050 | 1,423,354 | 1,423,354 |
| FED NATL MTG ASSN GTD MTG POOL #AL4316 7.00 10-15-2038 BEO | 111,582 | 111,582 |
| FEDERAL HOME LN MTG CORP POOL #G07505 7%02-01-2039 BEO | 199,641 | 199,641 |
| FEDERAL HOME LN MTG CORP POOL #G07930 3%06-01-2043 BEO | 1,904,031 | 1,904,031 |
| FEDERAL HOME LN MTG CORP POOL #G60587 4%02-01-2046 BEO | 1,762,524 | 1,762,524 |
| FEDERAL HOME LN MTG CORP POOL #J20909 3.5% 10-01-2022 BEO | 1,157 | 1,157 |
| FEDERAL HOME LN MTG CORP POOL #RA-2572 3.5% 05-01-2050 | 1,380,597 | 1,380,597 |
| FEDERAL HOME LN MTG CORP POOL #Z40117 FIXED 3% 04-01-2045 BEO | 3,052,610 | 3,052,610 |
| FEDERAL HOME LN MTG CORP POOL #Z40126 6%04-01-2036 BEO | 3,348,480 | 3,348,480 |
| FEDERAL HOME LN MTG CORP POOL #ZT1748 5%01-01-2049 BEO | 1,080,960 | 1,080,960 |
| FEDERAL HOME LN MTG CORP SER K082 CL A2 FRN09-25-2028 REG | 846,941 | 846,941 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 04-01-2050 | 1,073,772 | 1,073,772 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH8966 3.5% 03-01-2021 BEO | 93 | 93 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK7791 4.5% 03-01-2042 BEO | 55,713 | 55,713 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3757 5% 03-01-2027 BEO | 22,359 | 22,359 |
| FEDEX CORP 4.05% DUE 02-15-2048 | 992,380 | 992,380 |
| FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | 1,858,427 | 1,858,427 |
| FHLMC MULTICLASS SER 19-4 CLS MA 3.0% DUE 02-25-2059 REG | 993,692 | 993,692 |
| FHLMC MULTICLASS SER L088 CL A2 3.69% 01-25-2029 REG | 904,194 | 904,194 |
| FHLMC MULTICLASS SR K081 CL A2 VAR RT 08-25-2028 | 1,213,654 | 1,213,654 |
| FHLMC MULTICLASS TRANCHE 3.5% DUE 08-25-2058 REG | 1,081,511 | 1,081,511 |
| FHLMC POOL # RA3205 2.0% 08-01-2050 | 1,355,857 | 1,355,857 |
| FHLMC POOL #RA-2790 2.5% 08-25-2025 | 2,852,520 | 2,852,520 |
| FHLMC POOL #RA-3206 2.0% 08-01-2050 | 1,026,663 | 1,026,663 |
| FHLMC POOL #RA-3607 3.0% 09-01-2050 | 1,509,888 | 1,509,888 |
| FIRSTKEY HOMES 2020-SFR1 TR 1.339% 09-17-2025 | 799,047 | 799,047 |
| FISERV INC FIXED 2.25% DUE 06-01-2027 | 368,748 | 368,748 |
| FNMA 2% 08-01-2050 | 974,791 | 974,791 |
| FNMA 2.5% 10-01-2050 | 907,433 | 907,433 |
| FNMA POOL # CA3641 4.0% 06-01-2049 REG | 1,556,875 | 1,556,875 |
| FNMA POOL #888009 6.5% 12-01-2034 BEO | 786,432 | 786,432 |
| FNMA POOL #AR9221 3% 03-01-2043 BEO | 711,481 | 711,481 |
| FNMA POOL #AY8188 4% DUE 04-01-2045 BEO | 2,725,818 | 2,725,818 |
| FNMA POOL #BJ0644 3.5% 03-01-2048 BEO | 5,081,028 | 5,081,028 |
| FNMA POOL #BM3694 4% 11-01-2037 BEO | 3,666,397 | 3,666,397 |
| FNMA POOL #BM3719 4.5% 12-01-2045 BEO | 3,608,779 | 3,608,779 |
| FNMA POOL #BM3897 4.5% 04-01-2048 BEO | 1,149,691 | 1,149,691 |
| FNMA POOL #BP2898 4.0% DUE 03-01-2050 REG | 877,961 | 877,961 |
| FNMA POOL #BP5462 2.5% 01-25-2025 | 612,908 | 612,908 |
| FNMA POOL #BQ2600 2% DUE 10-01-2050 | 1,118,126 | 1,118,126 |
| FNMA POOL #BQ3132 2.0% DUE 10-01-2050 | 876,417 | 876,417 |
| FNMA POOL #CA6871 2.5% DUE 08-01-2035 BEO | 1,530,916 | 1,530,916 |
| FNMA POOL #CA6872 2.5% 08-01-2035 | 2,034,041 | 2,034,041 |
| FNMA POOL #FM1130 3% 10-01-2044 BEO | 715,113 | 715,113 |
| FNMA POOL #FM1266 5% 07-01-2049 BEO | 1,003,165 | 1,003,165 |
| FNMA POOL #FM2674 4% 03-01-2050 BEO | 890,884 | 890,884 |
| FNMA POOL #FM3268 3.5% 03-01-2050 BEO | 838,240 | 838,240 |
| FNMA POOL #FM4330 2.5% 10-01-2050 BEO | 1,218,744 | 1,218,744 |
| FNMA POOL #FM4622 3% 07-01-2050 BEO | 1,986,560 | 1,986,560 |
| FNMA POOL #RA2853 2.5% DUE 06-01-2050 REG | 2,238,032 | 2,238,032 |
| FNMA REMIC SER 2012-111 CL-B 7 DUE 10-25-2042 REG | 51,766 | 51,766 |
| FORD CR FLOORPLAN MASTER OWNER TR A SER 2018-3 CLASS A1 3.52% DUE 10-15- | 1,112,602 | 1,112,602 |
| FORTUNE BRANDS 4% DUE 09-21-2023 | 358,466 | 358,466 |
| FREDDIE MAC POOL #ZT1949 5.0% DUE 05-25-2023 REG | 535,256 | 535,256 |
| FREDDIE MAC SEASONED CR RISK TRANSFER TRSER 18-3 CL MA 3.5% 08-25-2057 | 683,122 | 683,122 |
| GE CAP INTL FDG CO 4.418% DUE 11-15-2035 | 491,741 | 491,741 |
| GEN MTRS FINL CO FIXED 4.15% 06-19-2023 | 1,613,732 | 1,613,732 |
| GENERAL DYNAMICS CORP 4.25% DUE 04-01-2050 REG | 257,087 | 257,087 |
| GLOBAL PMTS INC 2.65% DUE 02-15-2025 | 358,746 | 358,746 |
| GM FINL CNSMR 2.97% DUE 11-16-2023 | 1,338,495 | 1,338,495 |
| GNMA POOL #784638 SER 2046 4% DUE 09-15-2046 BEO | 1,901,749 | 1,901,749 |
| GNMA POOL #AN2977 4.5% 09-20-2045 BEO | 2,342,847 | 2,342,847 |
| GNMA POOL #BB4699 4.5% 08-20-2047 BEO | 2,835,522 | 2,835,522 |
| GOLDMAN SACHS 3.8% DUE 03-15-2030 | 1,064,875 | 1,064,875 |
| GOLDMAN SACHS 5.75% DUE 01-24-2022 | 1,426,944 | 1,426,944 |
| GS MTG SECS TR 2.86% DUE 06-10-2046 | 1,025,086 | 1,025,086 |
| GS MTG SECS TR 3.377% DUE 05-10-2045 | 1,657,274 | 1,657,274 |
| GS MTG-BACKED SECS FLTG RT 3% DUE 01-25-2051 | 827,348 | 827,348 |
| GS MTG-BACKED SECS TR 2020-INV1 3% 10-25-2050 | 1,272,843 | 1,272,843 |
| HOME DEPOT INC 3.3% DUE 04-15-2040 REG | 823,842 | 823,842 |
| HONDA AUTO RECEIVABLES 2018-3 OWNER ASSET BACKED NT CL A-3 2.95% DUE 08-22-2 | 730,629 | 730,629 |
| IHS MARKIT LTD 4.75% DUE 08-01-2028 | 373,154 | 373,154 |
| J P MORGAN CHASE COML MTG SECS 2012-CBX PASSTHRU CTF CL A-4 3.4834 06-15-204 | 2,175,056 | 2,175,056 |
| JPMORGAN CHASE & 4.203% DUE 07-23-2029 | 1,219,500 | 1,219,500 |
| JPMORGAN CHASE & CO 4.493% 03-24-2031 | 1,287,944 | 1,287,944 |
| KLA CORP 4.65% DUE 11-01-2024 | 300,491 | 300,491 |
| KOHLS CORP 9.5% DUE 05-15-2025 REG | 302,226 | 302,226 |
| KRAFT HEINZ FOODS 3% DUE 06-01-2026 | 368,628 | 368,628 |
| LAM RESH CORP 2.875% DUE 06-15-2050 | 351,273 | 351,273 |
| LINCOLN NATL CORP 3.4% DUE 01-15-2031 | 852,570 | 852,570 |
| LLOYDS BKG GROUP 2.858% DUE 03-17-2023 | 770,761 | 770,761 |
| LOCKHEED MARTIN 4.7% DUE 05-15-2046 | 915,444 | 915,444 |
| LOCKHEED MARTIN FIXED 2.8% DUE 06-15-2050 | 629,248 | 629,248 |
| LOWES COS INC 5% DUE 04-15-2040 | 253,181 | 253,181 |
| LOWES COS INC 5.125% DUE 04-15-2050 BEO | 402,869 | 402,869 |
| MASCO CORP 4.45% DUE 04-01-2025 | 297,346 | 297,346 |
| MASTERCARD INC 3.85% DUE 03-26-2050 REG | 292,993 | 292,993 |
| MCDONALDS CORP MED TERM 3.5% 07-01-2027 | 825,936 | 825,936 |
| METLIFE SECURITIZATION TR 2020-INV1 RESDNTL MTG BKD SECS 144A 2.5 05-25- | 931,347 | 931,347 |
| MICROCHIP TECH INC FIXED 3.922% DUE 06-01-2021 | 242,394 | 242,394 |
| MICROCHIP TECH INC FIXED 4.333% DUE 06-01-2023 | 50,878 | 50,878 |
| MOLSON COORS 3% DUE 07-15-2026 | 300,887 | 300,887 |
| MORGAN STANLEY 3.875% DUE 01-27-2026 | 771,981 | 771,981 |
| MORGAN STANLEY FLTG RT 3.622% DUE 04-01-2031 | 1,701,619 | 1,701,619 |
| MOTOROLA SOLUTIONS 4% DUE 09-01-2024 | 363,124 | 363,124 |
| NEXTERA ENERGY CAP FIXED 2.75% DUE 05-01-2025 | 686,961 | 686,961 |
| NORFOLK SOUTHN 5.1% DUE 08-01-2118 | 915,594 | 915,594 |
| NORTHROP GRUMMAN FIXED 5.25% DUE 05-01-2050 | 505,423 | 505,423 |
| OAK STR INVT GRADE NET LEASE FD SER NET LEASE MTG NTS SER CL 1.85% 11-20-205 | 916,931 | 916,931 |
| OCCIDENTAL PETE CORP SR NT 0% DUE 10-10-2036 REG | 1,701,540 | 1,701,540 |
| ONCOR ELEC 3.7% DUE 11-15-2028 | 928,481 | 928,481 |
| ORACLE CORP 2.5% DUE 04-01-2025 REG | 1,496,064 | 1,496,064 |
| PACIFICORP 4.125% DUE 01-15-2049 | 1,157,167 | 1,157,167 |
| PAYPAL HLDGS INC 2.65% DUE 10-01-2026 | 300,082 | 300,082 |
| PENSKE TRUCK 4.125% DUE 08-01-2023 | 1,521,698 | 1,521,698 |
| PEPSICO INC 3.625% DUE 03-19-2050 | 571,020 | 571,020 |
| PFIZER INC 2.55% DUE 05-28-2040 | 931,368 | 931,368 |
| PHILLIPS 66 2.45% DUE 12-15-2024 | 760,625 | 760,625 |
| PROGRESS RESIDENTIAL TR 2019-SFR3 CL A 2.271% 144A 17/09/2036 | 1,533,299 | 1,533,299 |
| PVTPL AIR CANADA 2015-1A PTT 3.6% DUE 03-15-2027 | 980,241 | 980,241 |
| PVTPL ARI FLEET LEASE TR SER 2018-A CL A-2 2.55% 10-15-2026 | 30,635 | 30,635 |
| PVTPL BAE SYS HLDGS INC GTD NT 144A 3.8%DUE 10-07-2024 BEO | 841,802 | 841,802 |
| PVTPL BERKSHIRE HATHAWAY ENERGY CO 3.7%07-15-2030 | 634,010 | 634,010 |
| PVTPL BERKSHIRE HATHAWAY ENERGY CO 4.05 04-15-2025 | 704,272 | 704,272 |
| PVTPL BLACKSTONE HLDGS FIN CO L L C 2.8%DUE 09-30-2050/09-29-2020 BEO | 557,366 | 557,366 |
| PVTPL BLACKSTONE HLDGS FIN L L C SR NT 144A 3.5% DUE 09-10-2049/09-10-2019 | 1,125,663 | 1,125,663 |
| PVTPL CCG RECEIVABLES TR 2018-2 ASSET BACKED NT CL A-2 3.09% 12-14-2025 | 485,075 | 485,075 |
| PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | 655,226 | 655,226 |
| PVTPL CMO BX COML MTG TR 2019-XL COML MTG PASSTHRU CTF CL A 144A 10-15-203 | 1,791,812 | 1,791,812 |
| PVTPL CMO CSMC TR 2013-6 MTG PASSTHRU CTF CL 1-A-1 144A VAR RT DUE 07-25-2 | 474,376 | 474,376 |
| PVTPL CMO GS MTG-BACKED SECS TR 2=SER 20-PJ1 CL A6 FRN DUE 05-01-2050 BEO | 475,062 | 475,062 |
| PVTPL CMO PSMC 2019-2 TR SER 19-2 CLS A3VAR RT DUE 03-25-2022 BEO | 235,019 | 235,019 |
| PVTPL COX COMMUNICATIONS INC NEW NT 144A3.25% DUE 12-15-2022/05-29-2021 BEO | 1,833,811 | 1,833,811 |
| PVTPL CVS HEALTH CORP PASSTHRU CTF 7.507 DUE 01-10-2032 | 1,854,238 | 1,854,238 |
| PVTPL DAIMLER FIN NORTH AMER LLC V 2.55%DUE 08-15-2022 | 1,170,459 | 1,170,459 |
| PVTPL DB MASTER FIN LLC SR SECD NT CL A-2-I 3.787% 05-20-2049 | 1,131,339 | 1,131,339 |
| PVTPL DOMINOS PIZZA MASTER ISSUER LLC DOMINOS 2019-1 SR SECD NT CL A-2 144 | 893,850 | 893,850 |
| PVTPL FERGUSON FIN PLC 4.5% 10-24-2028 | 1,356,670 | 1,356,670 |
| PVTPL FHLMC MULTICLASS SER 20-1 CLS MA 2.5% 08-25-2059 | 786,968 | 786,968 |
| PVTPL FIRSTKEY HOMES 2020-SFR2 TRUST SER20-SFR2 CL A 1.266% 10-19-2037 | 900,840 | 900,840 |
| PVTPL FIVE CORNERS FDG TR SECS 3C7 4.419 DUE 11-15-2023 | 1,469,722 | 1,469,722 |
| PVTPL FORD CR AUTO OWNER TR 2020-REV1 SER 20-1 CLS A 2.04% 08-15-2031 | 1,581,279 | 1,581,279 |
| PVTPL GMF FLOORPLAN OWNER REVOLVING TR 2018-4 CL A-1 3.5% 09-15-2023 | 1,093,163 | 1,093,163 |
| PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 2.375% DUE 02-10-2023 | 838,927 | 838,927 |
| PVTPL IINVITATION HOMES SER 2018-SFR1 CLS A FLTG 03-17-2037 BEO | 544,974 | 544,974 |
| PVTPL J P MORGAN MTG TR 2016-4 MTG PASS THRU CTF CL A-5 VAR RT 10-25-2046 | 294,636 | 294,636 |
| PVTPL J P MORGAN MTG TR SER 2017-4 CL A-5 VAR 11-25-2047 | 97,621 | 97,621 |
| PVTPL KKR GROUP FIN CO II LLC 5.5 DUE 02-01-2043 | 1,649,749 | 1,649,749 |
| PVTPL KKR GROUP FIN CO III LLC SR NT 144A 5.125 DUE 06-01-2044/05-29-2014 | 723,268 | 723,268 |
| PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | 957,186 | 957,186 |
| PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | 240,460 | 240,460 |
| PVTPL MACQUARIE GROUP LTD SR 4.15% 03-27-2024 | 1,181,956 | 1,181,956 |
| PVTPL MASSACHUSETTS MUT LIFE INS CO SURPLUS NT 3.375% 04-15-2050 | 584,440 | 584,440 |
| PVTPL NEXTGEAR FLOORPLAN MASTER SER 19-1A CL A2 02-15-2024 | 2,154,745 | 2,154,745 |
| PVTPL NXP B V / NXP FDG LLC SR NT 144A 4.625% DUE 06-01-2023 BEO | 889,725 | 889,725 |
| PVTPL PROGRESS RESIDENTIAL TRUST SER 2018-SFR3 CL A 3.88% DUE 10-17-2035 BEO | 1,191,983 | 1,191,983 |
| PVTPL RABOBANK NEDERLAND GLOBAL MEDIUM 3.875% 09-26-2023 | 1,418,041 | 1,418,041 |
| PVTPL SABEY DATA CTR ISSUER LLC SECD DATA CTR REV TERM NT 144A 3C7 SER 20 | 648,721 | 648,721 |
| PVTPL SCHLUMBERGER HLDGS CORP 3.9% DUE 05-17-2028 BEO | 922,179 | 922,179 |
| PVTPL STACK INFRASTRUCTURE ISSUER LLC SER 19-2A CL A2 3.08% DUE 10-25-2044 | 630,140 | 630,140 |
| PVTPL T-MOBILE USA INC 3.5% DUE 04-15-2025 | 474,036 | 474,036 |
| PVTPL TOYOTA INDS CORP FIXED 3.11% 03-12-2022 | 1,974,926 | 1,974,926 |
| PVTPL VANTAGE DATA CTRS ISSUER LLC SR 20-1A CL A2 1.645% 09-15-2045 | 1,496,184 | 1,496,184 |
| PVTPL WENDYS FDG LLC SER 2018-1A CL A-2-I 3.573% 03-15-2048 | 839,928 | 839,928 |
| QVC INC 4.45% DUE 02-15-2025 | 414,306 | 414,306 |
| QWEST CORP 6.75% DUE 12-01-2021 | 338,953 | 338,953 |
| REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | 295,000 | 295,000 |
| RYDER SYS INC FIXED 2.5% 09-01-2024 | 940,218 | 940,218 |
| RYDER SYS INC FIXED 3.35% DUE 09-01-2025 | 645,823 | 645,823 |
| SEMPRA ENERGY 2.9% DUE 02-01-2023 | 419,669 | 419,669 |
| SHELL INTL FIN B V 2.375% DUE 04-06-2025 | 949,163 | 949,163 |
| SMALL BUSINESS 2.57% DUE 11-01-2036 | 880,768 | 880,768 |
| SMALL BUSINESS ADMIN GTD SER 2016-20I CL 1 2.03% 09-01-2036 | 319,132 | 319,132 |
| SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2018-20H CL 1 3.58% 08-01-2038 R | 1,931,904 | 1,931,904 |
| SMALL BUSINESS ADMIN GTD DEV PARTN CTF SR-2018-20B CL-1 3.22% 02-01-2038 | 2,225,332 | 2,225,332 |
| SOUTHERN CO 3.25% DUE 07-01-2026 | 1,346,141 | 1,346,141 |
| STATE STR CORP 2.901% DUE 03-30-2026 BEO | 375,815 | 375,815 |
| STATE STR CORP 3.152% 03-30-2031 | 336,203 | 336,203 |
| STEEL DYNAMICS INC 2.4% DUE 06-15-2025 | 299,729 | 299,729 |
| SUNOCO LOGISTICS 3.9% DUE 07-15-2026 | 1,228,355 | 1,228,355 |
| TEXTRON INC FIXED 3% DUE 06-01-2030 | 1,217,005 | 1,217,005 |
| TOYOTA AUTO RECEIVABLES 2018-C ASSET BACKED NT CL A-3 3.29% DUE 12-15-2022 | 964,442 | 964,442 |
| TOYOTA MTR CR CORP 3.375% DUE 04-01-2030 | 732,379 | 732,379 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00166 3% 04-01-2025 | 2,002,487 | 2,002,487 |
| TRICON AMERN HOMES 2020-SFR1 CL A 1.499% 07-17-2038 | 955,068 | 955,068 |
| UBS COMMERCIAL MORTGAGE TRUSTSER 2018-C13 CL ASB 4.241% 10-15-2051 | 1,460,851 | 1,460,851 |
| UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | 797,834 | 797,834 |
| UBS GROUP FDG 4.125% DUE 04-15-2026 | 1,502,815 | 1,502,815 |
| UNITED PARCEL SERVICE 5.3% 04-01-2050 | 351,118 | 351,118 |
| UTD AIRLS PASS 2.875% DUE 04-07-2030 | 2,367,098 | 2,367,098 |
| VA ELEC & PWR CO 3.15% DUE 01-15-2026 | 1,330,493 | 1,330,493 |
| VERISK ANALYTICS 4% DUE 06-15-2025 | 214,100 | 214,100 |
| VERISK ANALYTICS 4.125% DUE 09-12-2022 | 78,383 | 78,383 |
| VERISK ANALYTICS FIXED 3.625% DUE 05-15-2050 | 842,655 | 842,655 |
| VERIZON 3% DUE 03-22-2027 | 579,130 | 579,130 |
| VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027 | 361,858 | 361,858 |
| VERIZON COMMUNICATIONS 4.522% 09-15-2048 | 924,594 | 924,594 |
| VERIZON OWNER TR 2018-A SR 18-A CL A1A 3.23% 04-20-2023 | 1,629,035 | 1,629,035 |
| VOYA FINL INC 3.125% DUE 07-15-2024 | 1,168,258 | 1,168,258 |
| WALMART INC 3.95% DUE 06-28-2038 | 938,853 | 938,853 |
| WESTERN DIG CORP 4.75% DUE 02-15-2026 | 374,595 | 374,595 |
| WILLIS N AMER INC 3.6% DUE 05-15-2024 | 355,962 | 355,962 |
| XCEL ENERGY INC FIXED 3.4% DUE 06-01-2030 | 803,467 | 803,467 |
| ZIMMER BIOMET 3.55% DUE 04-01-2025 | 296,031 | 296,031 |