| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 3M CO | 2,061,960 | 2,061,960 |
| ABBOTT LABS | 2,135,240 | 2,135,240 |
| ABBVIE INC | 4,365,880 | 4,365,880 |
| AIR PRODUCTS AND CHEMICALS INC | 1,024,180 | 1,024,180 |
| ALBEMARLE CORP | 2,246,352 | 2,246,352 |
| ALLY AUTO RECEIVABLES TRUST | 98,154 | 98,154 |
| AMAZON COM INC | 2,015,840 | 2,015,840 |
| AMAZON COM INC | 2,001,160 | 2,001,160 |
| AMERICAN EXPRESS CO | 3,218,100 | 3,218,100 |
| AMERICAN EXPRESS CREDIT | 1,149,517 | 1,149,517 |
| AMERICAN HONDA FINANCIAL CORP | 2,099,980 | 2,099,980 |
| AMERICAN TOWER CORP | 1,047,880 | 1,047,880 |
| AMGEN INC | 1,017,170 | 1,017,170 |
| APPLE INC | 1,016,400 | 1,016,400 |
| APPLE INC | 1,011,970 | 1,011,970 |
| AT&T INC | 1,010,730 | 1,010,730 |
| AT&T INC | 1,039,281 | 1,039,281 |
| BANK NOVA SCOTIA BC | 1,066,750 | 1,066,750 |
| BANK OF AMERICA CORP | 4,364,000 | 4,364,000 |
| BANK OF NEW YORK MELLON CORP | 2,098,680 | 2,098,680 |
| BANK OF NEW YORK MELLON CORP | 1,998,060 | 1,998,060 |
| BAXALTA INC | 305,784 | 305,784 |
| BHP BILLITON FINANCE USA LTD | 2,034,520 | 2,034,520 |
| BLACKROCK INC | 3,241,080 | 3,241,080 |
| BMW VEHICLE OWNER TRUST | 2,018,687 | 2,018,687 |
| BOSTON SCIENTIFIC CORP | 2,135,360 | 2,135,360 |
| BP CAPITAL MARKETS PLC | 2,082,740 | 2,082,740 |
| BUNGE LTD FINANCE CORP | 2,175,660 | 2,175,660 |
| BUNGE LTD FINANCE CORP | 1,027,040 | 1,027,040 |
| BURLINGTON NORTHERN SANTA FE | 2,079,300 | 2,079,300 |
| CANADIAN IMPERIAL BANK OF COMMERCE | 4,274,480 | 4,274,480 |
| CANADIAN PACIFIC RAILWAY CO | 1,021,410 | 1,021,410 |
| CAPITAL ONE CRECDIT CARD TRUST | 2,150,961 | 2,150,961 |
| CAPITAL ONE CRECDIT CARD TRUST | 1,432,594 | 1,432,594 |
| CAPITAL ONE FINANCIALL CORP | 3,237,870 | 3,237,870 |
| CARMAX AUTO OWNER TRUST | 2,506,004 | 2,506,004 |
| CARVANA AUTO RECEIVABLES TRUST | 1,993,647 | 1,993,647 |
| CATERPILLAR FINANCIAL SERVICES | 3,095,753 | 3,095,753 |
| CATERPILLAR FINANCIAL SERVICES | 1,021,890 | 1,021,890 |
| CHARLES SCHWAB CORP | 4,134,560 | 4,134,560 |
| CHASE ISSUANCE TRUST | 1,402,334 | 1,402,334 |
| CHASE ISSUANCE TRUST | 3,058,448 | 3,058,448 |
| CITIBANK CCIT | 1,563,823 | 1,563,823 |
| CITIGROUP INC | 3,196,890 | 3,196,890 |
| CLOROX CO | 2,183,060 | 2,183,060 |
| COMCAST CORP | 4,326,200 | 4,326,200 |
| COMERICA INC | 3,188,250 | 3,188,250 |
| CONNECTICUT LIGHT & POWER CO | 2,053,940 | 2,053,940 |
| COOPERATIEVE CENTRALE RAIFFEISEN | 2,073,400 | 2,073,400 |
| COSTCO WHOLESALE CORP | 2,119,440 | 2,119,440 |
| CREDIT SUISSE NEW YORK | 4,346,720 | 4,346,720 |
| CSX CORP | 2,457,090 | 2,457,090 |
| CVS HEALTH CORP | 3,223,470 | 3,223,470 |
| DEERE JOHN CAPITAL CORP | 1,045,950 | 1,045,950 |
| DELMARVA POWER & LIGHT CO | 2,128,660 | 2,128,660 |
| DH EUROPE FINANCE II SARL | 4,173,600 | 4,173,600 |
| DIAGEO CAPITAL | 1,016,790 | 1,016,790 |
| DIAGEO CAPITAL | 2,128,960 | 2,128,960 |
| DISCOVER BANK | 2,234,661 | 2,234,661 |
| DISCOVER CARD EXECUTION TRUST | 3,018,878 | 3,018,878 |
| DOMINION ENERGY INC | 1,021,540 | 1,021,540 |
| DUKE ENERGY CAROLINAS LLC | 2,087,580 | 2,087,580 |
| EMERSON ELECTRIC CO | 1,968,800 | 1,968,800 |
| EXPRESS SCRIPTS HOLDING CO | 1,839,587 | 1,839,587 |
| FEDEX CORP | 2,190,040 | 2,190,040 |
| FIFTH THIRD BANK | 1,021,770 | 1,021,770 |
| FORD CREDIT FLOORPLAN | 2,094,026 | 2,094,026 |
| FOX CORP | 4,285,600 | 4,285,600 |
| GENERAL DYNAMICS CORP | 1,022,200 | 1,022,200 |
| GILEAD SCIENCES INC | 1,375,159 | 1,375,159 |
| GM FINANCIAL AUTO LEASING TRUST | 1,504,503 | 1,504,503 |
| GM FINANCIAL CONSUMER AUTO RECEIVABLES TRUST | 757,781 | 757,781 |
| GOLDMAN SACHS GROUP INC | 4,341,040 | 4,341,040 |
| HARLEY-DAVIDSON MOTORCYCLE TRUST | 2,991,706 | 2,991,706 |
| HOME DEPOT INC | 2,154,720 | 2,154,720 |
| HONDA AUTO | 2,917,203 | 2,917,203 |
| HONDA AUTO | 1,512,110 | 1,512,110 |
| HSBC HOLDINGS PLC | 2,053,600 | 2,053,600 |
| HSBC HOLDINGS PLC | 2,124,340 | 2,124,340 |
| HYUNDAI AUTO RECEIVABLES TRUST | 1,646,680 | 1,646,680 |
| ILLINOIS TOOL WORKS INC | 1,073,120 | 1,073,120 |
| INTEL CORP | 2,185,680 | 2,185,680 |
| INTERNATIONAL PAPER COMPANY | 3,332,400 | 3,332,400 |
| ITC HOLDINGS CORP | 2,144,260 | 2,144,260 |
| JP MORGAN CHASE & CO | 2,180,580 | 2,180,580 |
| KEYBANK NATIONAL ASSOCIATION | 1,775,568 | 1,775,568 |
| KROGER CO | 2,048,160 | 2,048,160 |
| LOCKHEED MARTIN CORP | 1,107,991 | 1,107,991 |
| LOWES COS INC | 3,183,810 | 3,183,810 |
| MANUFACTURER AND TRADERS TRUST COMPANY | 1,018,420 | 1,018,420 |
| MANUFACTURER AND TRADERS TRUST COMPANY | 1,099,810 | 1,099,810 |
| MEDTRONIC INC | 3,049,840 | 3,049,840 |
| MERCEDES-BENZ AUTO | 1,995,796 | 1,995,796 |
| MERCEDES-BENZ AUTO | 999,113 | 999,113 |
| METLIFE INC | 2,163,560 | 2,163,560 |
| MORGAN STANLEY | 2,004,020 | 2,004,020 |
| MORGAN STANLEY | 2,103,720 | 2,103,720 |
| NATIONAL AUSTRALIA BANK | 2,040,380 | 2,040,380 |
| NATIONAL RURAL UTILITIES COOPERATIVE | 1,015,910 | 1,015,910 |
| NATIONAL RURAL UTILITIES COOPERATIVE | 2,171,740 | 2,171,740 |
| NIKE INC | 3,193,950 | 3,193,950 |
| NISSAN AUTO RECEIVABLES TRUST | 3,085,719 | 3,085,719 |
| NORFOLK SOUTHERN CORP | 2,071,560 | 2,071,560 |
| NOVARTIS CAPITAL CORP | 4,339,800 | 4,339,800 |
| ORACLE CORP | 2,030,900 | 2,030,900 |
| PACCAR FINANCIAL CORP | 2,088,980 | 2,088,980 |
| PACCAR FINANCIAL CORP | 2,052,280 | 2,052,280 |
| PEPSICO INC | 2,005,460 | 2,005,460 |
| PHILLIPS 66 | 1,028,960 | 1,028,960 |
| PNC BANK NA | 510,780 | 510,780 |
| PNC BANK NA | 1,013,080 | 1,013,080 |
| PPL ELECTRIC UTILITIES CORP | 2,002,960 | 2,002,960 |
| PRUDENTIAL FINANCIAL INC | 4,062,440 | 4,062,440 |
| RAYTHEON TECHNOLOGIES CORP | 4,450,200 | 4,450,200 |
| ROYAL BANK OF CANADA | 2,029,460 | 2,029,460 |
| ROYAL BANK OF CANADA | 1,995,700 | 1,995,700 |
| SCHLUMBERGER INVESTMENT SA | 3,309,784 | 3,309,784 |
| SHELL INTERNATIONAL FINANCE BV | 2,005,960 | 2,005,960 |
| STRYKER CORPORATION | 4,024,960 | 4,024,960 |
| SYNCHRONY CREDIT CARD MASTER NT | 1,530,457 | 1,530,457 |
| TORONTO DOMINION BANK | 1,997,600 | 1,997,600 |
| TORONTO DOMINION BANK | 1,976,447 | 1,976,447 |
| TOYOTA AUTO RECEIVABLES TRUST | 2,054,109 | 2,054,109 |
| TOYOTA MOTOR CREDIT CORP | 2,106,880 | 2,106,880 |
| TRUIST FINANCIAL CORP | 3,208,050 | 3,208,050 |
| TRUIST FINANCIAL CORP | 1,011,970 | 1,011,970 |
| UNILEVER CAP CORP | 2,093,260 | 2,093,260 |
| UNION PACIFIC CORP | 2,116,840 | 2,116,840 |
| UNITED PARCEL SERVICE INC | 2,072,240 | 2,072,240 |
| US BANCORP | 3,156,060 | 3,156,060 |
| VERIZON COMMUNICATIONS INC | 2,717,450 | 2,717,450 |
| VERIZON MASTER TRUST | 1,496,741 | 1,496,741 |
| VERIZON OWNER TRUST | 2,757,394 | 2,757,394 |
| VERIZON OWNER TRUST | 593,406 | 593,406 |
| VISA INC | 3,337,920 | 3,337,920 |
| WALMART INC | 4,261,560 | 4,261,560 |
| WALT DISNEY CO | 2,055,480 | 2,055,480 |
| WASTE MANAGEMENT INC | 517,265 | 517,265 |
| WELLS FARGO CO | 4,153,040 | 4,153,040 |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST | 1,842,031 | 1,842,031 |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST | 1,021,450 | 1,021,450 |
| WORLD OMNI AUTO | 1,509,146 | 1,509,146 |
| WORLD OMNI AUTO | 1,491,281 | 1,491,281 |
| WORLD OMNI AUTO | 1,556,375 | 1,556,375 |
| YALE UNIVERSITY | 1,006,380 | 1,006,380 |
| ZOETIS INC | 1,038,470 | 1,038,470 |