| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| ABBVIE INC 3.200% 11/06/22 | 1,528,785 | 1,525,350 |
| AGL CAPITAL CORP 3.875% 11/15/25 | 1,002,572 | 1,004,527 |
| AMER ELEC PWR V-Q 0.612% 11/01/23 | 1,500,240 | 1,500,135 |
| AMERICAN EXPRES ABS 2.200% 4/15/25 | 1,013,242 | 1,010,590 |
| AMERICAN TOWER ABS 3.070% 3/15/48 | 1,660,315 | 1,661,361 |
| AMERICAN TOWER CORP 5.000% 2/15/24 | 1,307,905 | 1,298,720 |
| ASTRAZENECA PLC V- 0.823% 8/17/23 | 1,287,470 | 1,286,473 |
| AT&T INC 2.625% 12/01/22 | 1,015,980 | 1,012,570 |
| AT&T INC V-Q 1.381% 6/12/24 | 515,201 | 511,797 |
| ATMOS ENERGY V-Q 0.578% 3/09/23 | 1,500,225 | 1,499,955 |
| AVIS BUDGET REN ABS 2.360% 3/20/26 | 1,538,379 | 1,533,270 |
| AVIS BUDGET REN ABS 2.970% 3/20/24 | 1,026,445 | 1,020,290 |
| BAKER HUGHES LLC 1.231% 12/15/23 | 965,000 | 969,391 |
| BANK OF AMER MTN V-Q 3.550% 3/05/24 | 727,031 | 725,953 |
| BENCHMARK MTGE CMO 3.662% 2/15/51 | 920,953 | 917,523 |
| BLACKSTONE HLDGS 4.750% 2/15/23 | 1,565,490 | 1,560,390 |
| BNP PARIBAS V-Q 2.219% 6/9/26 | 758,513 | 756,975 |
| BNY MELLON MTN V-Q 2.661% 5/16/23 | 1,512,540 | 1,511,235 |
| BRITISH SKY BROADCAS 3.125% 11/26/22 | 1,595,033 | 1,590,388 |
| BX TR CMO V-M 1.350% 11/15/36 | 1,500,000 | 1,497,900 |
| BX TRUST CMO V-M 0.810% 9/15/36 | 996,625 | 996,590 |
| BX TRUST CMO V-M 1.281% 10/15/26 | 991,250 | 988,170 |
| CANADIAN PACIFIC 1.350% 12/02/24 | 998,680 | 1,001,200 |
| CARMAX AUTO ABS 2.320% 7/15/25 | 1,024,102 | 1,019,480 |
| CCG RECEIVABLES ABS 0.300% 6/14/27 | 836,830 | 837,246 |
| CENTERPOINT ENE ABS 3.0282% 10/15/25 | 1,835,188 | 1,831,900 |
| CITIGROUP INC 4.400% 6/10/25 | 1,350,560 | 1,349,308 |
| CNH EQUIPMENT ABS 1.510% 4/15/27 | 1,089,492 | 1,087,171 |
| COMM MTGE TRUST CMO 1.670% 1/10/38 | 1,001,289 | 994,470 |
| COMMERCIAL MRTG CMO 3.147% 8/15/45 | 922,141 | 917,452 |
| CONTL AIRLINES 4.150% 10/11/25 | 896,471 | 893,592 |
| CROWN CASTLE ABS 3.663% 5/15/45 | 488,772 | 489,026 |
| CSMC CMO V-M 1.710% 5/15/36 | 997,813 | 996,240 |
| DELTA AIR LINES ABS 3.204% 10/25/25 | 1,555,800 | 1,550,865 |
| DOMINION ENERGY V-Q 0.733% 9/15/23 | 1,625,328 | 1,623,554 |
| ENTERPRISE ABS 0.480% 5/20/27 | 484,487 | 484,467 |
| ENTERPRISE FLEET ABS 0.440% 12/21/26 | 1,178,800 | 1,176,405 |
| FIRSTKEY HOMES ABS 1.266% 10/19/37 | 1,469,032 | 1,458,100 |
| FIRSTKEY HOMES ABS 1.339% 9/17/25 | 1,271,124 | 1,264,216 |
| FIVE CORNERS FUNDING 4.419% 11/15/23 | 1,593,255 | 1,589,865 |
| FORD CREDIT ABS 2.290% 8/15/31 | 1,423,023 | 1,423,898 |
| FORD CREDIT AUTO ABS 1.930% 4/15/25 | 631,819 | 629,015 |
| FORD CREDIT AUTO ABS 2.360% 3/15/29 | 1,039,654 | 1,037,997 |
| FORD CREDIT AUTO ABS 3.520% 7/15/30 | 918,203 | 917,350 |
| FORD CREDIT FLO ABS 2.480% 9/15/24 | 1,523,047 | 1,520,700 |
| GENERAL DYNAMICS 3.375% 5/15/23 | 672,750 | 671,632 |
| GENERAL MOTORS ABS 0.680% 8/15/25 | 1,792,055 | 1,791,774 |
| GM FINANCIAL ABS 0.760% 10/21/24 | 999,531 | 997,020 |
| GOLDMAN SACHS GP V-Q 2.905% 7/24/23 | 2,255,939 | 2,253,065 |
| GREAT AMERICA ABS 1.760% 8/15/23 | 972,742 | 971,821 |
| GS MORTGAGE SEC CMO 2.773% 11/10/45 | 1,517,290 | 1,520,069 |
| HPEFS EQUIPM ABS 0.360% 9/20/28 | 1,488,945 | 1,488,720 |
| HSBC HOLDINGS V-Q 0.732% 8/17/24 | 1,487,910 | 1,486,725 |
| HYUNDAI AUTO REC ABS 1.330% 11/15/27 | 692,289 | 689,640 |
| HYUNDAI CAP AMERICA 3.950% 2/01/22 | 772,811 | 771,817 |
| JOHN DEERE OWNER ABS 0.510% 11/15/24 | 1,173,118 | 1,173,202 |
| JPMORGAN CHASE V-Q 3.797% 7/23/24 | 1,306,653 | 1,305,852 |
| MET LIFE GLOBAL MTN 0.700% 9/27/24 | 1,481,985 | 1,477,725 |
| MORGAN STANLEY CMO 3.069% 2/15/48 | 217,823 | 217,443 |
| NAVISTAR FIN ABS V 3.002% 7/25/25 | 401,375 | 401,256 |
| NEXTERA ENERGY V-Q 0.590% 3/01/23 | 1,113,670 | 1,113,679 |
| OFFICE PPTY INCOME 4.500% 2/01/25 | 1,270,968 | 1,264,740 |
| OTIS WORLDWIDE V-Q 0.583% 4/05/23 | 2,365,114 | 2,365,071 |
| PFS FINANCING ABS 0.770% 8/17/26 | 589,313 | 590,520 |
| PROGRESS RESID ABS 2.271% 9/17/36 | 1,382,976 | 1,380,030 |
| PROGRESS RESID ABS 2.687% 10/17/36 | 912,689 | 912,443 |
| PROGRESS RESIDE ABS 3.147% 5/17/36 | 223,747 | 223,130 |
| PUBLIC STORAGE 2.370% 9/15/22 | 1,011,700 | 1,011,900 |
| PUBLIC STORAGE V-Q 0.520% 4/23/24 | 1,250,938 | 1,249,288 |
| ROYL BK SCOTLND V-Q 3.498% 5/15/23 | 1,464,921 | 1,462,673 |
| SBA TOWER TRUST ABS 3.448% 3/15/48 | 1,005,890 | 1,004,820 |
| SCHLUMBERGER INVST 3.650% 12/01/23 | 1,575,720 | 1,566,720 |
| SIERRA PAC POWER 3.375% 8/15/23 | 1,453,172 | 1,445,556 |
| SIMON PROPERTY GROUP 3.750% 2/01/24 | 1,083,831 | 1,076,285 |
| SPRINT SPECTRUM CO 4.738% 9/20/29 | 1,017,747 | 1,010,695 |
| SUMITOMO MITSUI MTN 0.850% 3/25/24 | 1,491,120 | 1,485,585 |
| T-MOBILE USA INC 3.500% 4/15/25 | 471,740 | 471,464 |
| TOTAL CAPITAL INTL 3.700% 1/15/24 | 1,376,908 | 1,366,495 |
| TOYOTA AUTO LOA ABS 2.560% 11/25/31 | 1,365,375 | 1,363,085 |
| UBS GROUP FUND V-Q 2.859% 8/15/23 | 1,537,871 | 1,536,201 |
| UBS-BARCLAYS COM CMO 2.970% 4/10/46 | 988,389 | 986,401 |
| VERIZON MASTER ABS 1.280% 4/20/28 | 1,296,902 | 1,292,850 |
| VERIZON OWNER ABS 0.410% 4/21/25 | 996,250 | 995,410 |
| VERIZON OWNER ABS 2.060% 7/22/24 | 458,279 | 455,369 |
| VERIZON OWNER ABS 2.400% 12/20/23 | 1,016,719 | 1,013,280 |
| VF CORP 2.050% 4/23/22 | 1,121,690 | 1,120,675 |
| VOLKSWAGEN AUTO ABS 1.020% 6/22/26 | 799,969 | 799,944 |
| VOLVO FINANCIAL ABS 2.140% 9/16/24 | 1,475,918 | 1,472,809 |
| VOLVO FINANCIAL ABS 3.480% 4/15/26 | 1,627,250 | 1,624,960 |
| VORNADO REALTY LP 3.500% 1/15/25 | 1,575,005 | 1,571,700 |
| WEA FINANCE LLC 3.750% 9/17/24 | 1,407,055 | 1,405,580 |
| WF-RBS COMMERCI CMO 2.870% 11/15/45 | 740,296 | 739,954 |
| WHEELS SPV LLC ABS 0.510% 8/20/29 | 2,024,058 | 2,024,443 |
| XILINX INC 2.950% 6/01/24 | 1,378,688 | 1,372,145 |