| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 1011778 BC ULC / NEW RED 144A | 390,573 | 390,573 |
| 1-800 CONTACTS 11/20 COV-LITE | 249,297 | 249,297 |
| AASET 2018-2 US LTD 2A A 144A | 813,400 | 813,400 |
| ABPCI DIRECT LENDI 1A A1R 144A | 999,999 | 999,999 |
| AES CORP/THE 144A | 383,842 | 383,842 |
| AIM AVIATION FINANC 1A A1 144A | 266,479 | 266,479 |
| ALCOA NEDERLAND HOLDING B 144A | 215,279 | 215,279 |
| ALEXANDRIA REAL ESTATE EQUITIE | 295,114 | 295,114 |
| ALLEGHANY CORP | 678,837 | 678,837 |
| ALLIANZ SE 144A | 202,999 | 202,999 |
| ALTICE FRANCE SA/FRANCE 144A | 207,999 | 207,999 |
| AMAZON.COM INC | 941,317 | 941,317 |
| AMCOR FLEXIBLES NORTH AMERICA | 238,362 | 238,362 |
| AMERICAN BATH 1/21 COV-LITE TL | 347,430 | 347,430 |
| AMERICAN EQUITY INVESTMENT LIF | 116,613 | 116,613 |
| AMERICAN FINANCIAL GROUP INC/O | 392,347 | 392,347 |
| AMERICAN HOME MORTGAGE 1 GIOP | 432,508 | 432,508 |
| AMERICAN INTERNATIONAL GROUP I | 2,292,125 | 2,292,125 |
| AMERICAN TOWER CORP | 406,047 | 406,047 |
| AMERICREDIT AUTOMOBILE REC 1 C | 249,032 | 249,032 |
| AMN HEALTHCARE INC 144A | 204,499 | 204,499 |
| ANCHORAGE CREDIT F 3A A1R 144A | 497,099 | 497,099 |
| ANCHORAGE CREDIT FU 4A AR 144A | 1,488,794 | 1,488,794 |
| ANGLO AMERICAN CAPITAL PL 144A | 610,852 | 610,852 |
| ANHEUSER-BUSCH INBEV WORLDWIDE | 578,088 | 578,088 |
| ANTHEM INC | 698,573 | 698,573 |
| APOLLO MANAGEMENT HOLDING 144A | 157,106 | 157,106 |
| APPLEBEE'S FUNDIN 1A A2II 144A | 261,674 | 261,674 |
| ARAMARK SERVICES INC 144A | 338,754 | 338,754 |
| ARBYS FUNDING LLC 1A A2 144A | 507,245 | 507,245 |
| ARDAGH PACKAGING FINANCE 144A | 441,416 | 441,416 |
| ARES FINANCE CO II LLC 144A | 637,836 | 637,836 |
| ARIZONA PUBLIC SERVICE CO | 276,586 | 276,586 |
| ASCEND LEARNING 10/20 | 546,911 | 546,911 |
| ASPECT SOFTWARE 2/19 EXIT TL | 179,649 | 179,649 |
| ASSET BACKED SECURITIES HE1 M1 | 980,850 | 980,850 |
| ASSURANT INC | 144,032 | 144,032 |
| AT&T INC | 1,435,704 | 1,435,704 |
| AVANTOR FUNDING INC 144A | 208,872 | 208,872 |
| BAE SYSTEMS PLC 144A | 661,902 | 661,902 |
| BAKER HUGHES A GE CO LLC / BAK | 102,460 | 102,460 |
| BALL CORP | 337,138 | 337,138 |
| BANCORP COMMERCIAL CR3 AS 144A | 109,395 | 109,395 |
| BANK 2017-BNK8 BNK8 AS | 656,106 | 656,106 |
| BANK 2019-BNK23 BN23 AS | 1,746,047 | 1,746,047 |
| BANK OF AMERICA CORP | 2,915,770 | 2,915,770 |
| BANK OF AMERICA CORP | 894,680 | 894,680 |
| BANK OF NEW YORK MELLON CORP/T | 557,834 | 557,834 |
| BEAR STEARNS ASSET BACK HE9 3A | 1,146,576 | 1,146,576 |
| BELROSE FUNDING TRUST 144A | 471,586 | 471,586 |
| BENCHMARK 2018-B2 MORTGA B2 A5 | 244,713 | 244,713 |
| BENCHMARK 2018-B6 MORTGA B6 AS | 164,829 | 164,829 |
| BENCHMARK 2018-B8 MORTGA B8 AS | 683,964 | 683,964 |
| BENCHMARK 2019-B10 MORT B10 XA | 1,836,140 | 1,836,140 |
| BIFM/BROOKFIELD GLOBAL 5/19 | 393,124 | 393,124 |
| BOARDWALK PIPELINES LP | 405,843 | 405,843 |
| BOEING CO/THE | 4,017,224 | 4,017,224 |
| BOSTON SCIENTIFIC CORP | 453,497 | 453,497 |
| BOXER PARENT CO INC 144A | 187,688 | 187,688 |
| BP CAPITAL MARKETS PLC | 1,617,588 | 1,617,588 |
| BRITISH AIRWAYS 2020-1 CL 144A | 1,089,957 | 1,089,957 |
| BROADCOM INC | 961,645 | 961,645 |
| BROADCOM INC 144A | 188,986 | 188,986 |
| BROOKFIELD FINANCE INC | 170,725 | 170,725 |
| BROOKFIELD FINANCE LLC | 75,489 | 75,489 |
| BX COMMERCIAL MORTG FOX A 144A | 300,480 | 300,480 |
| BXMT 2020-FL3 LTD FL3 C 144A | 252,318 | 252,318 |
| CALIFORNIA INSTITUTE OF TECHNO | 403,176 | 403,176 |
| CAPITAL ONE FINANCIAL CORP | 885,112 | 885,112 |
| CAPMARK MILITARY H ROBS A 144A | 483,033 | 483,033 |
| CARMAX AUTO OWNER TRUST 20 4 C | 527,000 | 527,000 |
| CARPENTER TECHNOLOGY CORP | 295,537 | 295,537 |
| CARRIER GLOBAL CORP | 439,529 | 439,529 |
| CARS-DB4 LP 1A A6 144A | 251,965 | 251,965 |
| CASCADE FUNDING MOR RM2 A 144A | 709,242 | 709,242 |
| CASTLELAKE AIRCRAFT SECURI 1 A | 804,557 | 804,557 |
| CCO HOLDINGS LLC / CCO HO 144A | 50,111 | 50,111 |
| CDW LLC / CDW FINANCE CORP | 138,250 | 138,250 |
| CENTENE CORP | 839,930 | 839,930 |
| CERBERUS LOAN FUNDIN 1A A 144A | 1,000,000 | 1,000,000 |
| CERBERUS LOAN FUNDIN 2A A 144A | 999,800 | 999,800 |
| CERBERUS LOAN FUNDIN 3A A 144A | 998,900 | 998,900 |
| CF HIPPOLYTA LLC 1 B1 144A | 242,524 | 242,524 |
| CHARLES RIVER LABORATORIE 144A | 100,158 | 100,158 |
| CHARLES SCHWAB CORP/THE | 1,463,105 | 1,463,105 |
| CHARTER COMMUNICATIONS OPERATI | 1,086,005 | 1,086,005 |
| CHARTER NEX 12/20 COV-LITE TL | 600,750 | 600,750 |
| CHENIERE CORPUS CHRISTI HLDGS | 1,041,777 | 1,041,777 |
| CHENIERE CORPUS CHRISTI HOLDIN | 398,724 | 398,724 |
| CHG HEALTHCARE 12/17 COV-LITE | 424,491 | 424,491 |
| CHOICE HOTELS INTERNATIONAL IN | 588,806 | 588,806 |
| CIM TRUST 2021-J1 J1 A1 144A | 252,190 | 252,190 |
| CIT MORTGAGE LOAN TR 1 1A 144A | 706,007 | 706,007 |
| CITADEL SECURITIES 1/21 TLB | 592,998 | 592,998 |
| CITIGROUP COMMERCI SMRT A 144A | 242,793 | 242,793 |
| CITIGROUP COMMERCIA PRM A 144A | 529,550 | 529,550 |
| CITIGROUP INC | 1,048,702 | 1,048,702 |
| CITIGROUP INC | 2,178,084 | 2,178,084 |
| CITIZENS FINANCIAL GROUP INC | 1,931,657 | 1,931,657 |
| CLEARWAY ENERGY OPERATING 144A | 147,929 | 147,929 |
| CNO FINANCIAL GROUP INC | 201,600 | 201,600 |
| COLD STORAGE TRUST ICE5 A 144A | 689,029 | 689,029 |
| COMCAST CORP | 758,384 | 758,384 |
| CONSTELLATION BRANDS INC | 1,106,214 | 1,106,214 |
| CORP NACIONAL DEL COBRE D 144A | 161,804 | 161,804 |
| COSTAR GROUP INC 144A | 1,133,308 | 1,133,308 |
| CREDIT SUISSE GROUP AG 144A | 380,482 | 380,482 |
| CREDIT-BASED ASSET SERV CB2 AV | 815,006 | 815,006 |
| CROWDSTRIKE HOLDINGS INC | 146,655 | 146,655 |
| CROWN CASTLE INTERNATIONAL COR | 294,422 | 294,422 |
| CSC HOLDINGS LLC 144A | 238,164 | 238,164 |
| CSMC 2020-RPL5 TR RPL5 A1 144A | 1,200,639 | 1,200,639 |
| CUSHMAN & WAKEFIELD US BO 144A | 486,563 | 486,563 |
| CVS HEALTH CORP | 382,823 | 382,823 |
| CWABS ASSET-BACKED CERT 15 MV5 | 1,083,809 | 1,083,809 |
| DAVITA INC 144A | 1,033,961 | 1,033,961 |
| DELTA AIR LINES INC / SKY 144A | 532,430 | 532,430 |
| DELTA AIR LINES INC 144A | 1,830,980 | 1,830,980 |
| DEUTSCHE ALT-A SECURITI OA2 A1 | 470,306 | 470,306 |
| DOMINION ENERGY INC | 241,116 | 241,116 |
| DR HORTON INC | 366,923 | 366,923 |
| DRYDEN 33 SENIOR 33A BR3 144A | 995,050 | 995,050 |
| DRYDEN 37 SENIOR LO 37A Q 144A | 855,590 | 855,590 |
| DUFF & PHELPS 4/20 (USD) COV-L | 99,483 | 99,483 |
| DUKE REALTY LP | 388,014 | 388,014 |
| DUPONT DE NEMOURS INC | 434,496 | 434,496 |
| ELANCO ANIMAL HEALTH 8/20 COV- | 95,737 | 95,737 |
| ENDO LUXEMBOURG FINANCE C 144A | 202,044 | 202,044 |
| ENERGY TRANSFER LP | 398,171 | 398,171 |
| EQUITABLE HOLDINGS INC | 898,875 | 898,875 |
| EQUITABLE HOLDINGS INC | 249,100 | 249,100 |
| EVEREST REINSURANCE HOLDINGS I | 384,672 | 384,672 |
| EXELON CORP | 388,248 | 388,248 |
| FAIRFAX FINANCIAL HOLDING 144A | 617,204 | 617,204 |
| FALCON AEROSPACE LTD 1 A 144A | 788,682 | 788,682 |
| FDF II LTD 2A A 144A | 1,008,460 | 1,008,460 |
| FERGUSON FINANCE PLC 144A | 473,387 | 473,387 |
| FHLMC POOL #QA-7336 | 821,653 | 821,653 |
| FHLMC POOL #QA-7479 | 620,208 | 620,208 |
| FHLMC POOL #QB-0098 | 2,743,113 | 2,743,113 |
| FHLMC POOL #QN-0437 | 663,136 | 663,136 |
| FHLMC POOL #RA-2314 | 589,864 | 589,864 |
| FHLMC POOL #SB-0240 | 1,374,940 | 1,374,940 |
| FHLMC POOL #WA-2500 | 2,022,858 | 2,022,858 |
| FIDELITY NATIONAL FINANCIAL IN | 805,876 | 805,876 |
| FILTRATION GROUP 3/18 (USD) TL | 292,292 | 292,292 |
| FIRST AMERICAN FINANCIAL CORP | 669,774 | 669,774 |
| FIRST REPUBLIC BANK/CA | 1,051,072 | 1,051,072 |
| FIRSTKEY REVOLVING 20-C2 144A | 1,360,163 | 1,360,163 |
| FLOWSERVE CORP | 172,859 | 172,859 |
| FNMA GTD REMIC P/T 20-M23 X1 | 742,707 | 742,707 |
| FNMA POOL #0AL7118 | 817,598 | 817,598 |
| FNMA POOL #0AL7936 | 591,853 | 591,853 |
| FNMA POOL #0AN6433 | 2,061,123 | 2,061,123 |
| FNMA POOL #0AN6434 | 1,247,367 | 1,247,367 |
| FNMA POOL #0AN7141 | 1,539,895 | 1,539,895 |
| FNMA POOL #0AN7503 | 2,086,340 | 2,086,340 |
| FNMA POOL #0AN8398 | 1,025,056 | 1,025,056 |
| FNMA POOL #0AN9573 | 1,700,655 | 1,700,655 |
| FNMA POOL #0AS3448 | 224,140 | 224,140 |
| FNMA POOL #0BO5415 | 502,581 | 502,581 |
| FNMA POOL #0CA4427 | 535,013 | 535,013 |
| FNMA POOL #0CA4558 | 501,244 | 501,244 |
| FNMA POOL #0FM1493 | 574,088 | 574,088 |
| FORD CREDIT FLOORPLAN MAS 1 A1 | 751,568 | 751,568 |
| FORD CREDIT FLOORPLAN MAST 2 A | 801,968 | 801,968 |
| FORD MOTOR CO | 223,000 | 223,000 |
| FORTRESS CREDIT O 11A A1T 144A | 990,690 | 990,690 |
| FORTRESS CREDIT OP 9A A1T 144A | 172,559 | 172,559 |
| FOX CORP | 240,279 | 240,279 |
| FREDDIE MAC MILITAR R1 B1 144A | 1,668,671 | 1,668,671 |
| FREDDIE MAC STACR DNA1 M1 144A | 199,760 | 199,760 |
| FREDDIE MAC STACR DNA5 M1 144A | 128,662 | 128,662 |
| FREDDIE MAC STACR DNA6 M1 144A | 219,240 | 219,240 |
| FREDDIE MAC STRUC DNA2 M1 144A | 249,850 | 249,850 |
| FRESB 2019-SB59 MORT SB59 A10F | 364,413 | 364,413 |
| GALAXY PIPELINE ASSETS BI 144A | 1,389,367 | 1,389,367 |
| GARTNER INC 144A | 124,781 | 124,781 |
| GATX CORP | 253,127 | 253,127 |
| GENERAL ELECTRIC CO | 402,174 | 402,174 |
| GENERAL MILLS INC | 395,091 | 395,091 |
| GENERAL MOTORS CO | 359,580 | 359,580 |
| GLOBAL PAYMENTS INC | 365,803 | 365,803 |
| GLP CAPITAL LP / GLP FINANCING | 959,159 | 959,159 |
| GM FINANCIAL AUTOMOBILE LE 1 B | 105,655 | 105,655 |
| GMAC COMMERCIAL MO HCKM A 144A | 1,038,247 | 1,038,247 |
| GMF FLOORPLAN OWNER R 1 B 144A | 605,832 | 605,832 |
| GO DADDY OPERATING CO LLC 144A | 196,840 | 196,840 |
| GOLDMAN SACHS GROUP INC/THE | 1,073,032 | 1,073,032 |
| GOLUB CAPITAL PAR 17A A1R 144A | 249,553 | 249,553 |
| GOLUB CAPITAL PART 16A BR 144A | 1,995,380 | 1,995,380 |
| GPMT 2019-FL2 LTD FL2 A 144A | 2,002,940 | 2,002,940 |
| GRAFTECH 2/18 COV-LITE TLB | 169,853 | 169,853 |
| GRAPHIC PACKAGING INTERNA 144A | 194,500 | 194,500 |
| GS MORTGAGE SECURI UPTN D 144A | 488,740 | 488,740 |
| GS MORTGAGE SECURITIES GC45 XA | 912,816 | 912,816 |
| GSAA HOME EQUITY TRUST 20 7 A4 | 87,259 | 87,259 |
| HAMILTON PROJECTS 6/20 TLB | 540,219 | 540,219 |
| HARBORVIEW MORTGAGE LO 12 2A2A | 697,148 | 697,148 |
| HARBORVIEW MORTGAGE LO 14 2A1A | 336,723 | 336,723 |
| HEALTH CARE SERVICE CORP 144A | 301,770 | 301,770 |
| HELP AT HOME 10/20 (DDTL 2) DE | 20,050 | 20,050 |
| HELP AT HOME 10/20 TL | 180,450 | 180,450 |
| HILLENBRAND INC | 97,904 | 97,904 |
| HILTON DOMESTIC OPERATING 144A | 534,150 | 534,150 |
| HOLOGIC INC 144A | 197,500 | 197,500 |
| HOME EQUITY LOAN TRU FRE1 1AV1 | 1,108,131 | 1,108,131 |
| HOST HOTELS & RESORTS LP | 640,346 | 640,346 |
| HOWMET AEROSPACE INC | 118,000 | 118,000 |
| HUNT COS INC 144A | 300,000 | 300,000 |
| HYATT HOTELS CORP | 863,787 | 863,787 |
| INEOS QUATTRO FINANCE 2 P 144A | 200,000 | 200,000 |
| INTERCONTINENTAL EXCHANGE INC | 388,917 | 388,917 |
| INTERNATIONAL LEASE FINANCE CO | 374,269 | 374,269 |
| IRON MOUNTAIN INC 144A | 796,885 | 796,885 |
| JAGUAR HOLDING CO II / PP 144A | 78,000 | 78,000 |
| JANE STREET 1/21 TL | 1,325,499 | 1,325,499 |
| JEFFERIES FINANCE 9/20 INCREME | 197,259 | 197,259 |
| JP MORGAN MORTGAGE ACQ WMC4 A3 | 918,069 | 918,069 |
| JP MORGAN MORTGAGE T 1 A3 144A | 371,555 | 371,555 |
| JP MORGAN MORTGAGE T 7 A3 144A | 751,035 | 751,035 |
| JP MORGAN MORTGAGE T 9 A3 144A | 442,997 | 442,997 |
| JPMDB COMMERCIAL MORTGAG C4 A3 | 698,464 | 698,464 |
| JPMORGAN CHASE & CO | 2,927,229 | 2,927,229 |
| KENNEDY-WILSON INC | 202,500 | 202,500 |
| KIMCO REALTY CORP | 572,707 | 572,707 |
| KINROSS GOLD CORP | 200,198 | 200,198 |
| KKR GROUP FINANCE CO VIII 144A | 384,938 | 384,938 |
| KRAFT HEINZ FOODS CO | 759,139 | 759,139 |
| KROGER CO/THE | 417,042 | 417,042 |
| KUVARE US HOLDINGS INC 144A | 153,032 | 153,032 |
| LAMAR MEDIA CORP | 74,792 | 74,792 |
| LAMAR MEDIA CORP 144A | 96,001 | 96,001 |
| LCPR SENIOR SECURED FINAN 144A | 213,230 | 213,230 |
| LENNAR CORP | 478,619 | 478,619 |
| LEVEL 3 FINANCING INC 144A | 1,099,673 | 1,099,673 |
| LIBERTY MUTUAL GROUP INC 144A | 808,866 | 808,866 |
| LIBERTY MUTUAL GROUP INC 144A | 473,422 | 473,422 |
| LIFE 2021-BMR MORTG BMR B 144A | 500,300 | 500,300 |
| LIFE 2021-BMR MORTG BMR F 144A | 250,400 | 250,400 |
| LINCOLN NATIONAL CORP | 301,598 | 301,598 |
| LOANCORE 2018-CRE CRE1 AS 144A | 999,030 | 999,030 |
| LOANCORE 2019-CRE CRE2 AS 144A | 576,550 | 576,550 |
| LOWE'S COS INC | 256,276 | 256,276 |
| LPL HOLDINGS INC 144A | 453,375 | 453,375 |
| LSTAR SECURITIES INV 2 A1 144A | 400,104 | 400,104 |
| MACQUARIE BANK LTD 144A | 1,133,987 | 1,133,987 |
| MADISON AVENUE SECURE 1 A 144A | 350,000 | 350,000 |
| MAGELLAN MIDSTREAM PARTNERS LP | 345,239 | 345,239 |
| MARATHON CLO VII L 7A A2R 144A | 1,999,040 | 1,999,040 |
| MARATHON OIL CORP | 410,276 | 410,276 |
| MARKEL CORP | 1,228,875 | 1,228,875 |
| MARRIOTT INTERNATIONAL INC/MD | 1,956,947 | 1,956,947 |
| MASCO CORP | 218,544 | 218,544 |
| MASSACHUSETTS MUTUAL LIFE 144A | 536,239 | 536,239 |
| MATCH GROUP HOLDINGS II L 144A | 204,352 | 204,352 |
| MCDERMOTT INTERNATIONAL/LUMMUS | 347,233 | 347,233 |
| MCDONALD'S CORP | 1,207,360 | 1,207,360 |
| METLIFE INC | 1,040,838 | 1,040,838 |
| MIDOCEAN CREDIT CL 7A A2R 144A | 1,000,320 | 1,000,320 |
| MIDWEST CONNECTOR CAPITAL 144A | 152,018 | 152,018 |
| MIDWEST PHYSICIAN/DUPAGE | 149,461 | 149,461 |
| MILEAGE PLUS HOLDINGS LLC 144A | 547,500 | 547,500 |
| MINERALS TECHNOLOGIES INC 144A | 232,031 | 232,031 |
| MONROE CAPITAL CLO 1A AR 144A | 5,203 | 5,203 |
| MONROE CAPITAL CLO 1A CR 144A | 994,050 | 994,050 |
| MORGAN STANLEY | 954,524 | 954,524 |
| MORGAN STANLEY RE-R R5 4B 144A | 111,008 | 111,008 |
| MSCI INC 144A | 536,000 | 536,000 |
| NASDAQ INC | 178,040 | 178,040 |
| NASSAU 2019 CFO LLC 1 A 144A | 247,419 | 247,419 |
| NATIONAL MENTOR/CIVITAS 2/21 D | 129,123 | 129,123 |
| NATIONAL MENTOR/CIVITAS 2/21 T | 29,798 | 29,798 |
| NATIONAL MENTOR/CIVITAS 3/19 | 96 | 96 |
| NATIONWIDE MUTUAL INSURAN 144A | 1,758,372 | 1,758,372 |
| NCR CORP 144A | 353,500 | 353,500 |
| NETAPP INC | 1,636,965 | 1,636,965 |
| NETFLIX INC | 286,563 | 286,563 |
| NEW ENTERPRISE STONE & LI 144A | 76,875 | 76,875 |
| NEWCREST FINANCE PTY LTD 144A | 1,246,711 | 1,246,711 |
| NEWSTAR COMMERCIAL 1A BN 144A | 999,170 | 999,170 |
| NFP CORP 144A | 375,375 | 375,375 |
| NIELSEN FINANCE LLC / NIE 144A | 473,063 | 473,063 |
| NORTHWELL HEALTHCARE INC | 656,755 | 656,755 |
| NOVASTAR MORTGAGE FUNDIN 2 A1A | 818,483 | 818,483 |
| NRG ENERGY INC 144A | 247,870 | 247,870 |
| NUSTAR LOGISTICS LP | 216,000 | 216,000 |
| NXT CAPITAL CLO 2017 1A A 144A | 1,101,782 | 1,101,782 |
| OCCIDENTAL PETROLEUM CORP | 340,215 | 340,215 |
| ONEAMERICA FINANCIAL PART 144A | 586,777 | 586,777 |
| ORACLE CORP | 358,894 | 358,894 |
| OSHKOSH CORP | 61,731 | 61,731 |
| OWENS CORNING | 501,257 | 501,257 |
| OXFORD FINANCE FUND 1A A2 144A | 516,385 | 516,385 |
| PACKAGING COORDINATORS/PCI PHA | 309,613 | 309,613 |
| PACKAGING CORP OF AMERICA | 381,637 | 381,637 |
| PARLIAMENT FUNDING I 1A A 144A | 1,000,890 | 1,000,890 |
| PARTNERRE FINANCE B LLC | 152,849 | 152,849 |
| PELICAN PRODUCTS 4/18 TL | 147,461 | 147,461 |
| PERATON 2/21 COV-LITE (3775MM) | 191,142 | 191,142 |
| PERATON 2/21 COV-LITE TLB | 108,609 | 108,609 |
| PERSHING SQUARE HOLDINGS 144A | 2,028,174 | 2,028,174 |
| PETSMART INC / PETSMART F 144A | 256,203 | 256,203 |
| PLANVIEW 12/20 COV-LITE TL | 249,585 | 249,585 |
| POST HOLDINGS INC 144A | 297,990 | 297,990 |
| POWERTEAM SERVICES LLC 144A | 111,030 | 111,030 |
| PQ CORP 6/20 INCREMENTAL COV-L | 77,241 | 77,241 |
| PRESIDENT AND FELLOWS OF HARVA | 541,568 | 541,568 |
| PRIME SECURITY SERVICES B 144A | 121,250 | 121,250 |
| PROTECTION ONE/ADT 1/21 COV-LI | 89,607 | 89,607 |
| PRUDENTIAL FINANCIAL INC | 202,240 | 202,240 |
| PUBLIC STORAGE | 767,780 | 767,780 |
| QORVO INC | 309,578 | 309,578 |
| QUANTA SERVICES INC | 780,826 | 780,826 |
| QUICKEN LOANS LLC / QUICK 144A | 530,750 | 530,750 |
| RADIATE HOLDCO LLC / RADI 144A | 252,813 | 252,813 |
| RALI SERIES 2006-QO2 TR QO2 A3 | 675,788 | 675,788 |
| RASPRO TRUST 2005 1A B 144A | 370,385 | 370,385 |
| RAYMOND JAMES FINANCIAL INC | 206,384 | 206,384 |
| REINSURANCE GROUP OF AMERICA I | 1,054,303 | 1,054,303 |
| REPUBLIC SERVICES INC | 132,098 | 132,098 |
| ROYALTY PHARMA PLC 144A | 675,355 | 675,355 |
| SABINE PASS LIQUEFACTION LLC | 897,176 | 897,176 |
| SABRE 12/20 TLB | 100,686 | 100,686 |
| SAMSONITE INTERNATIONAL 5/20 | 549,287 | 549,287 |
| SANTANDER DRIVE AUTO RECEI 1 C | 698,278 | 698,278 |
| SAPPHIRE AVIATION FI 1A A 144A | 880,895 | 880,895 |
| SBA COMMUNICATIONS CORP | 76,665 | 76,665 |
| SBA TOWER TRUST 144A | 1,777,440 | 1,777,440 |
| SCOTTS MIRACLE-GRO CO/THE 144A | 147,900 | 147,900 |
| SELECTIVE INSURANCE GROUP INC | 149,400 | 149,400 |
| SEMPRA ENERGY | 267,968 | 267,968 |
| SEQUOIA MORTGAGE TRU 1 A1 144A | 479,342 | 479,342 |
| SERVICE CORP INTERNATIONAL/US | 122,006 | 122,006 |
| SERVICE LOGIC 10/20 DELAYED TL | 32,869 | 32,869 |
| SERVICE LOGIC 10/20 TL | 118,061 | 118,061 |
| SERVICEMASTER FUND 1 A2II 144A | 357,767 | 357,767 |
| SIMON PROPERTY GROUP LP | 376,100 | 376,100 |
| SIRIUS XM RADIO INC 144A | 300,345 | 300,345 |
| SMITHFIELD FOODS INC 144A | 169,063 | 169,063 |
| SNAP-ON INC | 866,189 | 866,189 |
| SONOCO PRODUCTS CO | 848,246 | 848,246 |
| SOUTHERN VETERINARY 9/20 | 30,379 | 30,379 |
| SOUTHERN VETERINARY 9/20 TL | 219,696 | 219,696 |
| STANDARD CHARTERED PLC 144A | 680,544 | 680,544 |
| STANDARD INDUSTRIES INC/N 144A | 422,950 | 422,950 |
| STARWOOD MORTGAGE RE 1 A1 144A | 16,445 | 16,445 |
| STEEL DYNAMICS INC | 105,756 | 105,756 |
| STORE MASTER FUNDIN 1A A1 144A | 1,407,376 | 1,407,376 |
| SWITCH LTD 144A | 49,236 | 49,236 |
| SYNDIGO 12/20 TL | 250,000 | 250,000 |
| SYNEOS HEALTH INC 144A | 48,625 | 48,625 |
| SYSCO CORP | 1,662,713 | 1,662,713 |
| TACO BELL FUNDING 1A A23 144A | 156,445 | 156,445 |
| TELOS CLO 2014-6 L 6A B2R 144A | 2,001,240 | 2,001,240 |
| TEMPUR SEALY INTERNATIONA 144A | 149,250 | 149,250 |
| TENET HEALTHCARE CORP 144A | 102,498 | 102,498 |
| TENNESSEE GAS PIPELINE CO LLC | 270,526 | 270,526 |
| TEXTAINER MARINE CON 1A A 144A | 382,262 | 382,262 |
| TEXTRON INC | 580,595 | 580,595 |
| THOUGHTWORKS 3/21 COV-LITE TLB | 199,334 | 199,334 |
| THYSSENKRUPP ELEVATOR 7/20 (US | 149,475 | 149,475 |
| TIME WARNER CABLE LLC | 325,258 | 325,258 |
| T-MOBILE USA INC | 454,073 | 454,073 |
| T-MOBILE USA INC 144A | 577,557 | 577,557 |
| TOLEDO HOSPITAL/THE | 895,448 | 895,448 |
| TOLL BROTHERS FINANCE CORP | 168,807 | 168,807 |
| TRANSDIGM 2/20 COV-LITE TLF | 97,096 | 97,096 |
| TRANSDIGM INC 144A | 211,980 | 211,980 |
| TREMAN PARK CLO LT 1A COM 144A | 791,440 | 791,440 |
| TRICON AMERICAN HO SFR2 A 144A | 290,679 | 290,679 |
| TRINET GROUP INC 144A | 244,550 | 244,550 |
| TRINITY INDUSTRIES INC | 311,859 | 311,859 |
| TRITON WATER 3/21 COV-LITE TLB | 149,297 | 149,297 |
| TUFTS MEDICAL CENTER INC | 206,316 | 206,316 |
| TURBINE ENGINES SECU 1A A 144A | 666,746 | 666,746 |
| TWILIO INC | 101,233 | 101,233 |
| U.S.I. 11/19 INCREMENTAL TLB | 246,747 | 246,747 |
| UNITED AIR LINES/UNITED MILEAG | 424,564 | 424,564 |
| UNITED AIRLINES HOLDINGS INC | 351,038 | 351,038 |
| UNITED WHOLESALE MORTGAGE 144A | 555,875 | 555,875 |
| UNIVERSAL HEALTH SERVICES 144A | 222,070 | 222,070 |
| UPC FINANCING/SUNRISE 11/20 | 274,117 | 274,117 |
| UPC FINANCING/SUNRISE 8/20 (US | 274,117 | 274,117 |
| US FOODS INC 144A | 375,200 | 375,200 |
| VALERO ENERGY CORP | 656,554 | 656,554 |
| VENTAS REALTY LP | 406,858 | 406,858 |
| VERIZON COMMUNICATIONS INC | 377,676 | 377,676 |
| VERTICAL US NEWCO INC 144A | 209,376 | 209,376 |
| VIACOMCBS INC | 1,878,633 | 1,878,633 |
| VIRGIN MEDIA FINANCE PLC 144A | 199,750 | 199,750 |
| VIRGIN MEDIA SECURED FINA 144A | 453,938 | 453,938 |
| VIRGIN MEDIA VENDOR FINAN 144A | 203,726 | 203,726 |
| VONTIER CORP 144A | 487,800 | 487,800 |
| W R BERKLEY CORP | 148,404 | 148,404 |
| W R BERKLEY CORP | 451,600 | 451,600 |
| WALGREENS BOOTS ALLIANCE INC | 1,506,256 | 1,506,256 |
| WALT DISNEY CO/THE | 1,096,600 | 1,096,600 |
| WASHINGTON MUTUAL MORTG AR9 1A | 624,726 | 624,726 |
| WASTE MANAGEMENT INC | 118,323 | 118,323 |
| WAVE 2019-1 LLC 1 A 144A | 461,399 | 461,399 |
| WELLS FARGO & CO | 1,803,957 | 1,803,957 |
| WELLS FARGO & CO | 559,680 | 559,680 |
| WELLS FARGO COMMERCIAL C58 ASB | 496,137 | 496,137 |
| WELLS FARGO COMMERCIAL NXS1 A2 | 88,948 | 88,948 |
| WELLS FARGO MORTGAGE 1 A3 144A | 514,678 | 514,678 |
| WELLS FARGO MORTGAGE 5 A1 144A | 467,025 | 467,025 |
| WELLTOWER INC | 521,055 | 521,055 |
| WENDY'S FUNDING LL 1A A23 144A | 95,126 | 95,126 |
| WESTLAKE AUTOMOBILE 3A B 144A | 502,090 | 502,090 |
| WESTPAC BANKING CORP | 185,586 | 185,586 |
| WEYERHAEUSER CO | 223,139 | 223,139 |
| WILLIAMS SCOTSMAN INTERNA 144A | 76,313 | 76,313 |
| WILTON RE LTD 144A | 1,042,520 | 1,042,520 |
| WMG ACQUISITION CORP 144A | 219,753 | 219,753 |
| WOODMONT 2020-7 TR 7A A1A 144A | 998,850 | 998,850 |
| WORLD OMNI AUTOMOBILE LEA B A4 | 801,104 | 801,104 |
| WR GRACE & CO-CONN 144A | 258,800 | 258,800 |
| XPLORNET 5/20 COV-LITE TLB | 247,931 | 247,931 |
| YUM! BRANDS INC | 153,251 | 153,251 |
| ZAYO GROUP HOLDINGS INC 144A | 246,000 | 246,000 |
| ZIMMER BIOMET HOLDINGS INC | 908,132 | 908,132 |