| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 125000 Abbott Laboratories 4.75% 15 Apr 2043 | 167,831 | 163,076 |
| 385000 AbbVie 3.45% 15 Mar 22 | 40,039 | 385,354 |
| 250000 AbbVie 4.25% 14 Nov 28 | 267,235 | 282,925 |
| 850000 AbbVie 4.5% 14 May 35 | 982,959 | 1,019,723 |
| 200000 Advance Auto Parts 3.9% 15 Apr 30 | 222,066 | 218,134 |
| 50000 Advance Auto Parts 4.5% 01/12/23 | 52,573 | 52,493 |
| 500000 AerCap Ireland Capital DAC 4.5% 15 Sep 23 | 533,865 | 524,512 |
| 350000 Aetna 2.75% 15 Nov 22 | 328,713 | 354,553 |
| 100000 Air 2.3% 01 Feb 25 | 95,625 | 101,409 |
| 400000 Air 3% 15 Sep 23 | 395,500 | 410,551 |
| 100000 Air 3.625% 01 Apr 27 | 96,708 | 104,951 |
| 350000 Aker BP ASA 3.75% 15 Jan 30 | 364,994 | 370,612 |
| 55000 Alabama Power Co 2.45% 30 Mar 22 | 54,955 | 55,176 |
| 61000 Alabama Power Co 3.55% 01 Dec 23 | 60,827 | 63,886 |
| 263000 Alexandria RE 3.375% 15 Aug 31 | 282,183 | 283,445 |
| 250000 Allstate 3.85% 10 Aug 2049 | 294,485 | 292,761 |
| 93000 Ally Auto 2.91% 15 Sep 23 | 20,223 | 20,341 |
| 600000 Ally Financial 4.125% 13 Feb 22 | 623,460 | 602,367 |
| 600000 Ally Financial 4.625% 30 Mar 25 | 545,838 | 652,047 |
| 400000 Alphabet 1.1% 15 Aug 30 | 398,904 | 378,104 |
| 217000 Altria Group 2.45% 04 Feb 32 | 216,772 | 206,274 |
| 135000 Altria Group 2.85% 09 Aug 22 | 132,143 | 136,845 |
| 285000 Altria Group 3.8% 14 Feb 24 | 284,421 | 299,203 |
| 350000 Altria Group 5.375% 31 Jan 2044 | 408,212 | 405,069 |
| 197000 Amazon.com 3.8% 05 Dec 24 | 202,382 | 211,257 |
| 363000 American Airlines 2016-3 3% 15 Oct 28 | 279,134 | 278,344 |
| 81000 American Airlines 2017-1 3.65% 15 Feb 29 | 63,281 | 66,029 |
| 114000 American Campus Cmntys 2.25% 15 Jan 29 | 113,918 | 112,753 |
| 250000 American Electric Power Co 3.2% 13 Nov 27 | 262,455 | 263,893 |
| 190000 American Express 2.87% 15 Oct 24 | 189,968 | 191,013 |
| 135000 American Express Co 4.2% 06 Nov 25 | 134,700 | 148,519 |
| 400000 American Honda Finance 2% 24 Mar 28 | 399,324 | 403,948 |
| 325000 American International 2.5% 30 Jun 25 | 324,649 | 335,250 |
| 550000 American International 4.25% 15 Mar 29 | 624,673 | 628,986 |
| 454000 American International Group 3.75% 10 Jul 25 | 434,918 | 485,986 |
| 250000 American Tower 1.875% 15 Oct 30 | 248,885 | 236,506 |
| 200000 American Tower 2.75% 15 Jan 27 | 199,676 | 206,259 |
| 200000 American Water Capital 2.3% 01 Jun 31 | 205,610 | 200,217 |
| 182000 American Water Capital 3.4% 01 Mar 25 | 184,706 | 192,349 |
| 125000 AmeriCredit Automobile 0.34% 18 Dec 26 | 124,979 | 123,964 |
| 223000 AmeriCredit Automobile 0.37% 18 Aug 25 | 222,997 | 222,262 |
| 37000 AmeriCredit Automobile 0.66% 18 Dec 24 | 36,994 | 37,032 |
| 800000 Americredit Automobile 2.28% 18 Jan 24 | 163,316 | 163,726 |
| 150000 AmeriCredit Automobile 0.53% 18 Jun 25 | 149,980 | 149,894 |
| 100000 Ameriprise Financial 2.875% 15 Sep 26 | 100,545 | 105,328 |
| 71000 Amgen 2.2% 21 Feb 27 | 71,745 | 72,676 |
| 200000 Amgen 2.3% 25 Feb 31 | 199,754 | 201,100 |
| 275000 Amgen 3.375% 21 Feb 2050 | 285,876 | 286,036 |
| 275000 Amgen 6.375% 01 Jun 37 | 389,433 | 389,675 |
| 250000 Analog Devices 3.5% 05 Dec 26 | 274,957 | 272,648 |
| 500000 Angel Oak Mortgage Var 25 Apr 2053 | 234,218 | 233,572 |
| 1475000 Angel Oak Mortgage Var 25 Apr 2066 | 984,062 | 972,610 |
| 450000 Angel Oak Mortgage Var 25 Jul 2066 | 386,366 | 380,921 |
| 700000 Angel Oak Mortgage Var 25 Jun 2065 | 284,251 | 283,763 |
| 150000 Angel Oak Mortgage Var 25 Mar 2049 | 18,037 | 18,102 |
| 775000 Angel Oak Mortgage Var 25 May 2065 | 322,857 | 322,419 |
| 1300000 Angel Oak Mortgage Var 25 Oct 2049 | 406,094 | 405,070 |
| 550000 Angel Oak Mortgage Trust Var 20 Jan 2065 | 461,720 | 455,623 |
| 1300000 Angel Oak Mortgage Var 25 Sep 2048 | 115,959 | 114,429 |
| 250000 Anheuser-Busch 4.75% 23 Jan 29 | 263,092 | 291,221 |
| 425000 Anheuser-Busch Cos 4.9% 01 Feb 2046 | 524,862 | 538,838 |
| 460000 Anheuser-Busch Cos 3.65% 01 Feb 26 | 434,631 | 494,114 |
| 750000 Anheuser-Busch Cos LLC 3.65% 01 Feb 26 | 844,980 | 805,621 |
| 450000 Aon4.5% 15 Dec 28 | 520,056 | 512,547 |
| 300000 Apple 2.375% 08 Feb 41 | 299,526 | 291,132 |
| 130000 Apple 2.5% 09 Feb 25 | 121,468 | 135,281 |
| 250000 Apple 2.75% 13 Jan 25 | 249,635 | 261,175 |
| 176000 Apple 3% 09 Feb 24 | 175,922 | 183,360 |
| 96000 Apple 3.2% 13 May 25 | 95,666 | 102,147 |
| 600000 Apple 4.65% 23 Feb 2046 | 776,544 | 787,014 |
| 135000 Arizona Public Service Co 3.35% 15 Jun 24 | 134,876 | 140,554 |
| 105000 Arrow Electronics 2.95% 15 Feb 32 | 104,746 | 106,158 |
| 325000 Arrow Electronics 4.5% 01 Mar 23 | 319,108 | 334,373 |
| 120000 Assurant 4.2% 27 Sep 23 | 119,720 | 126,020 |
| 600000 AT&T 1.65% 01 Feb 28 | 598,107 | 587,777 |
| 197000 AT&T 4.125% 17 Feb 26 | 197,226 | 214,979 |
| 235000 AT&T 4.35% 01 Mar 29 | 233,844 | 264,189 |
| 1000000 AT&T 4.55% 09 Mar 2049 | 1,153,705 | 1,193,294 |
| 40000 Atmos Energy .625% 09 Mar 23 | 39,998 | 39,849 |
| 77000 Atmos Energy 2.625% 15 Sep 29 | 76,954 | 79,238 |
| 138000 AutoZone 4% 15 Apr 30 | 137,907 | 154,548 |
| 200000 AvalonBay Comm2.45% 15 Jan 31 | 199,110 | 204,986 |
| 50000 AvalonBay Comm3.35% 15 May 27 | 53,476 | 53,726 |
| 193000 BA Credit Card 0.34% 15 May 26 | 192,955 | 190,455 |
| 455000 BA Credit Card 1.74% 15 Jan 25 | 454,888 | 458,699 |
| 225000 Baker Hughes Holdings 2.061% 15 Dec 26 | 225,000 | 227,018 |
| 550000 Banc of America 5.5% 25 Oct 34 | 18,787 | 19,370 |
| 400000 Bank of America 1.319% 19 Jun 26 | 406,188 | 395,752 |
| 575000 Bank of America 3.366% 23 Jan 26 | 575,000 | 604,900 |
| 800000 Bank of America 3.366% 23 Jan 26 | 765,680 | 841,600 |
| 307000 Bank of America 3.95% 21 Apr 25 | 306,094 | 328,269 |
| 769000 Bank of America 4% 22 Jan 25 | 767,911 | 821,540 |
| 475000 Bank of America 4.1% 24 Jul 23 | 496,096 | 499,353 |
| 575000 Bank of America 6.11% 29 Jan 37 | 779,677 | 775,027 |
| 450000 Bank of America3.419% 20 Dec 28 | 417,038 | 480,452 |
| 110000 Bank of America3.705% 24 Apr 28 | 110,000 | 119,375 |
| 675000 Bank of New York Mellon 1.6% 24 Apr 25 | 674,743 | 681,480 |
| 505000 Bank of New York Mellon 2.28% 30 Oct 23 | 505,000 | 508,727 |
| 200000 Bank of Nova Scotia/The 4.5% 16 Dec 25 | 210,126 | 219,795 |
| 600000 Barclays PLC 2.667% 10 Mar 32 | 592,710 | 595,725 |
| 200000 Barclays PLC 3.684% 10/01/23 | 200,000 | 200,093 |
| 200000 Barclays PLC 4.95% 10 Jan 2047 | 262,108 | 258,211 |
| 670000 Barclays PLC3.932% 07 May 25 | 683,782 | 704,736 |
| 313000 BAT Capital 2.259% 25 Mar 28 | 312,932 | 305,249 |
| 585000 BAT Capital3.222% 15 Aug 24 | 560,875 | 608,132 |
| 1370000 Bear Stearns ARM Var 25 Jul 33 | 11,034 | 11,588 |
| 300000 Becton Dickinson 1.957% 11 Feb 31 | 300,000 | 288,715 |
| 250000 Berkshire Hathaway 4.25% 15 Jan 2049 | 308,617 | 308,044 |
| 179000 Biogen 2.25% 01 May 30 | 181,626 | 176,242 |
| 633000 BMW Vehicle 0.33% 26 Dec 24 | 626,546 | 628,156 |
| 215000 Boeing Co 2.196% 04 Feb 26 | 215,000 | 215,008 |
| 176000 Boeing Co/The 1.433% 04 Feb 24 | 176,000 | 175,760 |
| 124000 Boeing Co/The 2.75% 01 Feb 26 | 123,901 | 127,607 |
| 200000 Boeing Co/The 3.1% 01 May 26 | 205,322 | 208,489 |
| 509000 Boeing Co/The 4.875% 01 May 25 | 542,544 | 557,104 |
| 300000 Boeing Co/The 5.04% 01 May 27 | 344,070 | 338,003 |
| 445000 Boston Properties LP 3.8% 01 Feb 24 | 435,256 | 465,459 |
| 50000 Boston Scientific 3.75% 01 Mar 26 | 49,862 | 53,739 |
| 31000 Boston Scientific 4% 01 Mar 29 | 36,339 | 34,454 |
| 116000 BP Capital Markets 1.749% 10 Aug 30 | 116,000 | 111,667 |
| 275000 BP Capital Markets 3% 24 Feb 2050 | 285,615 | 269,078 |
| 250000 BP Capital Markets 3.79% 06 Feb 24 | 250,000 | 263,211 |
| 150000 Bristol-Myers Squibb Co 1.45% 13 Nov 30 | 148,366 | 143,078 |
| 260000 Bristol-Myers Squibb Co 2% 01 Aug 22 | 233,355 | 262,438 |
| 300000 Bristol-Myers Squibb Co 4.125% 15 Jun 39 | 377,349 | 354,855 |
| 304000 Bristol-Myers Squibb Co 5% 15 Aug 2045 | 403,207 | 403,837 |
| 37000 Brixmor Operating Partn 2.25% 01 Apr 28 | 36,932 | 36,833 |
| 90000 Brixmor Operating Partn 2.5% 16 Aug 31 | 89,707 | 88,073 |
| 50000 Brixmor Operating Partn 3.85% 01 Feb 25 | 49,296 | 52,882 |
| 1182000 Broadcom 3.137% 15 Nov 35 | 1,171,634 | 1,189,045 |
| 448000 Broadcom 4.11% 15 Sep 28 | 464,623 | 491,142 |
| 79000 Brookfield Finance 4.85% 29 Mar 29 | 78,858 | 91,158 |
| 121000 Bunge Ltd Finance 1.63% 17 Aug 25 | 121,576 | 120,619 |
| 200000 Bunge Ltd Finance 2.75% 14 May 31 | 200,272 | 203,201 |
| 200000 Burlington Northern 6.15% 01 May 37 | 277,282 | 283,981 |
| 250000 Burlington Northern 3.4% 01 Sep 24 | 249,427 | 263,591 |
| 500000 Burlington Northern 7.082% 13 May 29 | 526,540 | 667,349 |
| 118000 Campbell Soup Co 2.375% 24 Apr 30 | 117,989 | 117,267 |
| 75000 Campbell Soup Co 3.95% 15 Mar 25 | 74,809 | 80,220 |
| 300000 Canadian Imperial Bank 2.25% 28 Jan 25 | 299,973 | 306,480 |
| 155000 Canadian Natural Res 3.85% 01 Jun 27 | 153,350 | 166,161 |
| 300000 Canadian Pacific 4.5% 15 Jan 22 | 332,015 | 300,354 |
| 300000 Capital One Financial 3.75% 24 Apr 24 | 302,439 | 316,241 |
| 100000 Capital One Financial 4.2% 29 Oct 25 | 101,675 | 108,772 |
| 700000 Capital One Financial3.75% 28 Jul 26 | 684,971 | 751,020 |
| 98000 Carmax Auto Owner 0.34% 15 Dec 25 | 97,980 | 97,136 |
| 312000 Carmax Auto Owner 3.13% 15 Jun 23 | 29,602 | 29,690 |
| 185000 Carmax Auto Owner 3.36% 15 Sep 23 | 44,440 | 44,754 |
| 150000 CarMax Auto Owner 0.62% 17 Mar 25 | 149,974 | 150,045 |
| 355000 Carmax Auto Owner3.05% 15 Mar 24 | 113,653 | 114,619 |
| 226000 Carvana Auto Rec 0.7% 10 Nov 26 | 225,948 | 223,053 |
| 400000 Caterpillar Financial Services 2.95% 26 Feb 22 | 399,808 | 401,471 |
| 162000 Caterpillar Financial Services 3.75% 24 Nov 23 | 161,867 | 170,749 |
| 183000 CenterPoint Energy 3% 01 Feb 27 | 181,803 | 192,673 |
| 150000 Charles Schwab 3.2% 02 Mar 27 | 149,758 | 160,193 |
| 230000 Charter Comm Operating 4.464% 23 Jul 22 | 231,621 | 233,395 |
| 225000 Charter Comm Operating 5.125% 01 Jul 2049 | 251,447 | 260,993 |
| 310000 Charter Comm Operating 4.908% 23 Jul 25 | 312,172 | 341,344 |
| 105000 Chase Funding Trust 25 May 33 | 21,085 | 23,265 |
| 1000000 Chase Mortgage Finance Var 25 Feb 37 | 18,551 | 18,966 |
| 900000 Chase Mortgage FinanceVar 25 Jun 35 | 23,108 | 23,450 |
| 300000 Chevron 2.355% 05 Dec 22 | 285,825 | 303,803 |
| 100000 Chevron USA 3.25% 15 Oct 29 | 114,814 | 108,147 |
| 150000 Chevron USA 3.85% 15 Jan 28 | 176,325 | 166,071 |
| 550000 Chile Gov Intnl 2.55% 27 Jan 32 | 552,750 | 548,625 |
| 1500000 CHL Mortgage Pass-Through 4.5% 25 Jun 2019 | 660 | 669 |
| 100000 Chubb INA Holdings 2.7% 13 Mar 23 | 96,814 | 102,430 |
| 131000 Chubb INA Holdings 3.15% 15 Mar 25 | 130,978 | 138,299 |
| 375000 Cigna 4.375% 15 Oct 28 | 371,651 | 426,525 |
| 250000 Cigna 4.375% 15 Oct 28 | 300,970 | 284,350 |
| 230000 Cigna New Note 3.050%15 Oct 27 | 230,108 | 244,152 |
| 517000 Citigroup 3.2% 21 Oct 26 | 516,695 | 548,165 |
| 1000000 Citigroup 3.887% 10 Jan 28 | 979,300 | 1,084,170 |
| 175000 Citigroup 4.45% 29 Sep 27 | 176,012 | 195,246 |
| 225000 Citigroup 4.65% 30 Jul 2045 | 262,082 | 284,609 |
| 300000 Citigroup 8.125% 15 Jul 39 | 515,523 | 508,352 |
| 410000 Citigroup Inc3.142% 24 Jan 23 | 401,641 | 410,521 |
| 505000 Citigroup Inc3.98% 20 Mar 30 | 528,155 | 557,464 |
| 500000 Citigroup Mortgage Loan 5.25% 25 Oct 33 | 1,884 | 1,881 |
| 400000 Citigroup Mortgage Loan 5.25% 25 Sep 33 | 9,397 | 9,138 |
| 1000000 Citigroup Mortgage Loan Var 25 Aug 34 | 16,283 | 15,975 |
| 1000000 Citigroup Mortgage Loan Var 25 Dec 34 | 17,104 | 17,680 |
| 150000 Citizens Financial Group 4.3% 03 Dec 25 | 151,971 | 162,974 |
| 63000 Citrix Systems 1.25% 01 Mar 26 | 62,865 | 61,354 |
| 200000 CMS Energy 3.45% 15 Aug 27 | 199,702 | 214,625 |
| 160000 CNO Financial Group 5.25% 30 May 25 | 168,528 | 176,652 |
| 201000 CNOOC Finance 3.5% 05 May 25 | 199,141 | 211,719 |
| 160000 Coca-Cola Femsa 1.85% 01 Sep 32 | 159,366 | 150,784 |
| 150000 Colombia Gov 7.375% 18 Sep 37 | 190,050 | 174,375 |
| 500000 COLT 2020-2 Mortgage Var 25 Mar 2065 | 113,685 | 113,852 |
| 300000 COLT 2020-3 Mortgage Var 27 Apr 2065 | 83,571 | 83,565 |
| 1361000 COLT 2021-1 Mortgage Var 25 Jun 2066 | 1,167,226 | 1,153,395 |
| 525000 COLT 2021-1RMortgage Var 25 May 2065 | 224,824 | 224,256 |
| 575000 COLT 2021-2 Mortgage Var 25 Aug 2066 | 536,446 | 528,850 |
| 275000 COLT Funding LLC .956% | 264,775 | 260,572 |
| 72000 Comcast 3.15% 01 Mar 26 | 67,680 | 76,767 |
| 500000 Comcast 3.7% 15 Apr 24 | 524,840 | 531,205 |
| 1154000 Comcast2.937% 01 Nov 2056 | 1,154,000 | 1,099,220 |
| 235000 Comcast4.15% 15 Oct 28 | 234,883 | 266,779 |
| 100000 CommonSpirit Health 2.782% 01 Oct 30 | 101,375 | 102,352 |
| 230000 Commonwealth Edison Co 3.7% 15 Aug 28 | 229,448 | 252,324 |
| 100000 Conagra Brands 7% 01 Oct 28 | 110,716 | 129,789 |
| 200000 Conagra Brands1.375% 01 Nov 27 | 194,932 | 191,144 |
| 200000 Connecticut Light 3.2% 15 Mar 27 | 199,320 | 212,807 |
| 300000 ConocoPhillips Holding Co 6.95% 15 Apr 29 | 409,887 | 395,012 |
| 322000 Constellation Brands 2.875% 01 May 30 | 337,108 | 330,453 |
| 170000 Constellation Energy 3.4% 15 Mar 22 | 174,180 | 170,525 |
| 175000 Constellation Energy 4.25% 15 Jun 22 | 172,870 | 176,244 |
| 65000 Continental Resources 4.5% 15 Apr 23 | 64,368 | 66,981 |
| 150000 Cooperatieve Rabobank 3.875% 08 Feb 22 | 162,030 | 150,497 |
| 251000 Corporate Office Properties LP 2% 15 Jan 29 | 249,076 | 241,535 |
| 500000 Covanta Holding 6% 01 Jan 27 | 525,000 | 516,250 |
| 355000 Credit Suisse Group 3.8% 15 Sep 22 | 360,882 | 362,659 |
| 200000 Crown Castle International 2.1% 01 Apr 31 | 191,502 | 191,608 |
| 145000 Crown Castle International 2.25% 15 Jan 31 | 144,754 | 141,443 |
| 500000 CSC Holdings 5.375% 01 Feb 28 | 526,615 | 517,685 |
| 3400000 CSFB Mortgage-Backed 7% 25 Dec 33 | 23,146 | 23,555 |
| 800000 CSMC 2020-NQM1 Trust 25 May 2065 | 319,807 | 318,936 |
| 225000 CSX3.25% 01 Jun 27 | 216,994 | 241,268 |
| 500000 CubeSmart LP 2.25% 15 Dec 28 | 497,575 | 500,517 |
| 200000 CVS Health 2.7% 21 Aug 40 | 199,908 | 193,185 |
| 350000 CVS Health 5.125% 20 Jul 2045 | 421,082 | 456,331 |
| 200000 Danske Bank 5% 12 Jan 22 | 199,442 | 200,178 |
| 200000 Danske Bank 5.375% 12 Jan 24 | 199,596 | 215,292 |
| 400000 Deephaven Residential 1.692% 25 May 2065 | 80,085 | 80,036 |
| 875000 Deephaven Residential 715% 25 May 2065 | 527,707 | 523,426 |
| 500000 Deere & Co 6.55% 01 Oct 28 | 482,500 | 639,035 |
| 365000 Deutsche Bank 0.962% 08 Nov 23 | 365,000 | 364,350 |
| 267000 Deutsche Bank 3.7% 30 May 24 | 265,983 | 280,558 |
| 150000 Deutsche Bank 3.035% 28 May 32 | 150,000 | 151,146 |
| 275000 Deutsche Telekom Intnl 8.75% 15 Jun 30 | 404,500 | 399,951 |
| 300000 Discover Bank 2.45% 12 Sep 24 | 299,874 | 307,071 |
| 36000 Discovery 2.95% 20 Mar 23 | 35,955 | 36,819 |
| 300000 Discovery 3.625% 15 May 30 | 323,439 | 320,721 |
| 139000 Discovery Comm LLC 3.95% 15 Jun 25 | 141,921 | 148,054 |
| 50000 Dollar General 3.5% 03 Apr 30 | 49,967 | 54,084 |
| 185000 Dominion Energy 3.9% 01 Oct 25 | 185,696 | 199,612 |
| 225000 DR Horton 1.4% 15 Oct 27 | 224,354 | 217,738 |
| 110000 Drive Auto 0.44% 15 Nov 24 | 109,994 | 109,878 |
| 350000 DTE Electric Co 3.7% 15 Mar 2045 | 397,544 | 388,462 |
| 94000 DTE Energy Co 3.4% 15 Jun 29 | 96,134 | 99,289 |
| 301000 Duke Energy Carolinas LLC 2.5% 15 Mar 23 | 300,883 | 306,010 |
| 250000 Duke Energy Carolinas LLC 6.05% 15 Apr 38 | 363,803 | 347,229 |
| 260000 Duke Energy Ohio 3.8% 01 Sep 23 | 267,043 | 270,324 |
| 300000 Duke Energy Ohio 4.3% 01 Feb 2049 | 371,982 | 361,223 |
| 400000 Duke Energy Progress LLC 2.8% 15 May 22 | 391,972 | 401,066 |
| 445000 DuPont de Nemours 4.205% 15 Nov 23 | 445,000 | 470,625 |
| 325000 DuPont de Nemours 5.319% 15 Nov 38 | 392,577 | 419,739 |
| 150000 Eaton 3.103% 15 Sep 27 | 150,000 | 159,687 |
| 250000 eBay 2.6% 10 May 31 | 249,890 | 252,443 |
| 100000 Edison International 4.125% 15 Mar 28 | 103,617 | 105,621 |
| 540000 Electronic Arts 1.85% 15 Feb 31 | 519,102 | 517,563 |
| 200000 Elevance Health 3.35% 01 Dec 24 | 199,936 | 211,328 |
| 190000 Elevance Health 3.5% 15 Aug 24 | 195,976 | 200,671 |
| 120000 Eli Lilly & Co 3.375% 15 Mar 29 | 139,068 | 132,407 |
| 200000 Energy Transfer LP 5% 01 Oct 22 | 208,246 | 203,976 |
| 40000 Energy Transfer LP 3.6% 01 Feb 23 | 39,644 | 40,778 |
| 250000 Energy Transfer LP 3.75% 15 May 30 | 269,635 | 265,170 |
| 45000 Energy Transfer LP 4.05% 15 Mar 25 | 45,276 | 47,686 |
| 80000 Energy Transfer LP 4.2% 15 Sep 23 | 79,941 | 83,543 |
| 125000 Energy Transfer LP 4.5% 15 Apr 24 | 124,558 | 132,504 |
| 85000 Energy Transfer LP 4.9% 01 Feb 24 | 88,675 | 89,929 |
| 350000 Energy Transfer LP 5.4% 01 Oct 2047 | 377,587 | 411,968 |
| 100000 Entergy .9% 15 Sep 25 | 99,606 | 96,899 |
| 100000 Entergy Arkansas LLC 3.5% 01 Apr 26 | 102,208 | 107,024 |
| 29000 Entergy Louisiana 1.6% 15 Dec 30 | 28,887 | 27,340 |
| 270000 Enterprise Fleet 2.98% 20 Oct 24 | 29,505 | 29,590 |
| 165000 Enterprise Fleet 3.38% 20 May 24 | 182 | 182 |
| 197000 Enterprise Products Operating 3.9% 15 Feb 24 | 196,628 | 206,886 |
| 275000 Enterprise Products Operating 6.875% 01 Mar 33 | 385,091 | 371,930 |
| 95000 Enterprise Products Operating 4.15% 16 Oct 28 | 93,841 | 106,734 |
| 250000 EOG Resources 4.95% 15 Apr 2050 | 332,798 | 338,917 |
| 500000 EQT3.9% 01 Oct 27 | 526,250 | 536,880 |
| 269000 Equinix 2.9% 18 Nov 26 | 291,467 | 278,673 |
| 92000 ERP Operating LP 2.85% 01 Nov 26 | 91,394 | 96,829 |
| 106000 Essex Portfolio LP 1.65% 15 Jan 31 | 104,977 | 98,840 |
| 115000 Evergy 2.9% 15 Sep 29 | 114,801 | 117,820 |
| 850000 Exelon4.95% 15 Jun 35 | 1,040,634 | 1,010,990 |
| 148000 Exeter Automobile 0.3% 15 Oct 24 | 147,987 | 147,825 |
| 87000 Exeter Automobile 0.34% 15 Mar 24 | 52,816 | 52,798 |
| 630000 Exeter Automobile 0.68% 15 Jul 25 | 629,992 | 628,759 |
| 250000 Expedia Group 3.25% 15 Feb 30 | 258,688 | 255,125 |
| 200000 Extra Space Storage LP 2.35% 15 Mar 32 | 199,594 | 194,658 |
| 150000 Exxon Mobil 2.709% 06 Mar 25 | 150,000 | 156,024 |
| 225000 Exxon Mobil3.452% 15 Apr 2051 | 263,207 | 244,741 |
| 500000 FedEx 3.9% 01 Feb 35 | 528,680 | 558,714 |
| 52000 Fidelity National Information Serv 3.75% 21 May 29 | 51,910 | 56,632 |
| 130000 Fifth Third Auto 2.69% 16 Nov 26 | 129,974 | 132,107 |
| 250000 Fifth Third Ban2.375% 28 Jan 25 | 264,638 | 256,653 |
| 100000 Fiserv 4.4% 01 Jul 2049 | 116,069 | 119,135 |
| 173000 Ford Credit Auto 0.26% 15 Feb 24 | 172,979 | 172,662 |
| 95000 Ford Credit Auto 0.69% 15 Oct 23 | 94,979 | 95,100 |
| 1250000 Ford Credit Auto Owner 1.06% 15 Apr 33 | 1,249,595 | 1,224,908 |
| 531000 Ford Credit Auto Owner 3.47% 15 Jan 30 | 545,706 | 551,744 |
| 236000 Ford Credit Auto Owner 3.52% 15 Jul 30 | 243,799 | 247,423 |
| 550000 Ford Credit Auto Owner 2.04% 15 Aug 31 | 539,021 | 559,907 |
| 700000 Ford Motor Credit Co 3.815% 02 Nov 27 | 699,524 | 740,117 |
| 150000 Fox3.05% 07 Apr 25 | 149,766 | 157,452 |
| 65000 Fox3.666% 25 Jan 22 | 65,000 | 65,128 |
| 300000 Fox5.476% 25 Jan 39 | 379,803 | 386,898 |
| 375000 GCAT 2021-NQM4 Var 25 Aug 2066 | 346,282 | 341,572 |
| 473000 GE Capital International 4.418% 15 Nov 35 | 497,585 | 565,292 |
| 200000 General Dynamics 3.5% 15 May 25 | 197,548 | 213,299 |
| 108000 General Electric Co 6.75% 15 Mar 32 | 143,623 | 147,445 |
| 400000 General Motors Co 5.2% 01 Apr 2045 | 346,752 | 496,375 |
| 100000 General Motors Co 6.125% 01 Oct 25 | 120,537 | 114,923 |
| 550000 General Motors Financial Co 2.35% 08 Jan 31 | 550,000 | 535,928 |
| 975000 General Motors Financial Co 4.3% 13 Jul 25 | 1,014,308 | 1,051,394 |
| 325000 Georgia Power Co 4.75% 01 Sep 40 | 396,393 | 384,331 |
| 350000 Gilead Sciences 1.65% 01 Oct 30 | 349,164 | 335,451 |
| 500000 Gilead Sciences 2.95% 01 Mar 27 | 548,065 | 526,670 |
| 152000 Gilead Sciences 3.7% 01 Apr 24 | 152,986 | 159,779 |
| 200000 Gilead Sciences 4.75% 01 Mar 2046 | 250,058 | 253,424 |
| 115000 GlaxoSmithKline Capital 2.875% 01/06/22 | 114,910 | 115,944 |
| 435000 Global Payments 2.9% 15 Nov 31 | 433,691 | 441,216 |
| 100000 Global Payments 3.2% 15 Aug 29 | 108,851 | 104,250 |
| 693000 GM Financial 0.35% 16 Oct 25 | 690,177 | 688,583 |
| 1450000 GM Financial 0.58% 16 Jan 26 | 1,441,164 | 1,435,343 |
| 220000 GM Financial Automobile 0.39% 21 Oct 24 | 219,997 | 217,889 |
| 188000 GM Financial Automobile 0.33% 20 Feb 25 | 187,972 | 186,930 |
| 130000 GM Financial Automobile 0.45% 21 Aug 23 | 129,988 | 130,019 |
| 250000 GM Financial Revolving Rec 1.17% 12 Jun 34 | 249,950 | 245,738 |
| 125000 Goldman Sachs Group 3.19% 29 Nov 23 | 127,033 | 127,526 |
| 40000 Goldman Sachs Group 2.908% 05/06/23 | 40,080 | 40,333 |
| 81000 Goldman Sachs Group 3.272% 29 Sep 25 | 81,000 | 84,988 |
| 900000 Goldman Sachs Group 3.5% 16 Nov 26 | 880,146 | 959,588 |
| 121000 Goldman Sachs Group 3.75% 22 May 25 | 124,562 | 129,183 |
| 60000 Goldman Sachs Group 4% 03 Mar 24 | 59,819 | 63,621 |
| 160000 Goldman Sachs Group 4% 03 Mar 24 | 159,517 | 169,657 |
| 280000 Goldman Sachs Group 4.223% 01 May 29 | 329,361 | 311,032 |
| 300000 Goldman Sachs Group 5.15% 22 May 2045 | 383,493 | 391,091 |
| 485000 Goldman Sachs Group 2.905% 24 Jul 23 | 477,600 | 490,456 |
| 870000 Goldman Sachs Group 3.691% 05 Jun 28 | 886,370 | 936,851 |
| 305000 Goldman Sachs Group 4.223% 01 May 29 | 297,216 | 338,803 |
| 1000000 GSR Mortgage Loan 6% 25 Sep 34 | 20,604 | 22,130 |
| 250000 Halliburton Co 2.92% 01 Mar 30 | 255,525 | 257,431 |
| 25000 Halliburton Co 3.8% 15 Nov 25 | 26,384 | 26,888 |
| 500000 Harley-Davidson Financial 2.5% 09 Jun 22 | 510,825 | 503,120 |
| 650000 Harley-Davidson Financial 3.3% 15 Feb 23 | 673,290 | 663,579 |
| 175000 Harley-Davidson Mot 2.34% 15 Feb 24 | 44,831 | 45,018 |
| 260000 Hasbro 3.9% 19 Nov 29 | 291,189 | 286,660 |
| 300000 HCA 2.375% 15 Jul 31 | 298,458 | 295,681 |
| 470000 HCA 4.5% 15 Feb 27 | 519,200 | 518,040 |
| 53000 Healthcare Trust of America 2% 15 Mar 31 | 52,574 | 50,205 |
| 127000 Healthcare Trust of Amer 3.1% 15 Feb 30 | 126,443 | 131,218 |
| 220000 Healthpeak Properties 2.12% 01 Dec 28 | 218,676 | 220,500 |
| 85000 Healthpeak Properties 3.25% 15 Jul 26 | 84,920 | 90,303 |
| 24000 HollyFrontier 2.625% 01 Oct 23 | 23,975 | 24,455 |
| 80000 HollyFrontier 5.875% 01 Apr 26 | 85,712 | 89,762 |
| 85000 Home Depot 3.25% 01 Mar 22 | 84,767 | 85,381 |
| 241000 Home Depot 3.75% 15 Feb 24 | 239,749 | 254,062 |
| 450000 Home Depot 5.875% 16 Dec 36 | 628,461 | 638,339 |
| 194000 Honeywell International 2.5% 01 Nov 26 | 179,413 | 203,099 |
| 470000 Hsbc Hldgs Plc Note 2.251%22 Nov 27 | 470,000 | 471,664 |
| 350000 HSBC Holdings PLC 3.95% 18 May 24 | 350,000 | 363,000 |
| 300000 HSBC Holdings PLC 4.25% 14 Mar 24 | 298,020 | 316,830 |
| 1375000 HSBC Holdings PLC 4.375% 23 Nov 26 | 1,469,786 | 1,509,363 |
| 300000 Huntington Bancshares 2.55% 04 Feb 30 | 298,791 | 304,551 |
| 300000 Hydro-Quebec 8.4% 15 Jan 22 | 436,713 | 300,738 |
| 100000 Illinois Tool Works 3.5% 01 Mar 24 | 105,094 | 104,735 |
| 200000 Indiana Michigan Power 4.55% 15 Mar 46 | 248,638 | 244,076 |
| 100000 Intel 2.875% 11 May 24 | 101,251 | 104,110 |
| 115000 Intel 3.1% 29 Jul 22 | 117,452 | 116,788 |
| 450000 Intercontinental Exchange 3% 15 Jun 50 | 443,232 | 430,821 |
| 200000 IBM 3.5% 15 May 29 | 199,498 | 217,243 |
| 300000 IBM 7% 30 Oct 25 | 389,457 | 361,950 |
| 1200000 International Lease Fin 5.85% 15 Aug 22 | 1,308,138 | 1,237,029 |
| 250000 Intuit 1.65% 15 Jul 30 | 249,400 | 241,108 |
| 70000 JB Hunt Transport Services 3.85% 01 Mar 26 | 69,996 | 76,094 |
| 900000 JP Morgan Mortgage Var 25 Feb 34 | 10,997 | 10,782 |
| 750000 JP Morgan Mortgage Var 25 Feb 34 | 9,810 | 10,267 |
| 600000 JP Morgan Mortgage Var 25 Feb 35 | 39,432 | 39,781 |
| 2000000 JP Morgan Mortgage Var 25 Nov 33 | 22,090 | 22,561 |
| 450000 JPMorgan Chase & Co 3.22% 01 Mar 25 | 463,463 | 467,807 |
| 285000 JPMorgan Chase & Co 3.509% 23 Jan 29 | 285,000 | 305,303 |
| 1175000 JPMorgan Chase & Co 3.96% 29 Jan 27 | 1,175,000 | 1,269,576 |
| 350000 JPMorgan Chase & Co 4.03% 24 Jul 48 | 417,449 | 413,154 |
| 150000 Kilroy Realty LP 2.65% 15 Nov 33 | 149,936 | 146,001 |
| 250000 Kimberly-Clark 2.4% 01 Jun 23 | 234,888 | 255,789 |
| 450000 Kinder Morgan 4.3% 01 Mar 28 | 490,941 | 500,402 |
| 300000 Kinder Morgan 5.55% 01 Jun 2045 | 378,675 | 380,394 |
| 200000 Kohl's 3.375% 01 May 31 | 204,238 | 203,903 |
| 550000 Kroger Co 2.65% 15 Oct 26 | 535,101 | 571,813 |
| 200000 Kroger Co 5.4% 15 Jul 40 | 247,568 | 262,550 |
| 200000 Kroger Co 6.9% 15 Apr 38 | 252,700 | 292,227 |
| 100000 L3 Technologies 3.85% 15 Dec 26 | 101,898 | 107,923 |
| 250000 L3Harris Technologies 4.85% 27 Apr 35 | 261,103 | 305,221 |
| 1000000 Lehman Bros Hldg 6.250% 2/05/21 | 0 | 4,500 |
| 2000000 Lehman Bros Hldg 6.500% 2/13/37 | 0 | 9,000 |
| 1000000 Lehman Bros Hldg 6.5%31 Dec 99 | 0 | 4,500 |
| 2500000 Lehman Bros Hldg 6.6%31 Dec 99 | 0 | 11,250 |
| 1000000 Lehman Bros Holdings 6% 29 Jan 21 | 0 | 4,500 |
| 350000 Life Storage LP 2.2% 15 Oct 30 | 337,090 | 344,139 |
| 650000 Lincoln National 3.8% 01 Mar 28 | 693,650 | 713,640 |
| 215000 Lincoln National 4.2% 15 Mar 22 | 226,852 | 216,613 |
| 200000 Linde 2.2% 15 Aug 22 | 197,156 | 201,273 |
| 600000 Lloyds Banking Group 4.37% 22 Mar 28 | 637,224 | 673,603 |
| 400000 Lloyds Banking Group 3.75% 11 Jan 27 | 422,566 | 433,112 |
| 50000 Lockheed Martin 3.1% 15 Jan 23 | 51,336 | 50,915 |
| 195000 Lowe's Cos 1.7% 15 Oct 30 | 183,405 | 185,473 |
| 150000 Lowe's Cos 3.65% 05 Apr 29 | 150,861 | 164,583 |
| 500000 Lumen Technologies 5.8% 15 Mar 22 | 522,650 | 503,750 |
| 200000 LYB International Finance 2.25% 01 Oct 30 | 203,604 | 199,135 |
| 89000 Manulife Financial 4.15% 04 Mar 26 | 88,784 | 97,466 |
| 120000 Marathon Petroleum 4.7% 01 May 25 | 133,998 | 130,963 |
| 250000 Marsh & McLennan Cos 2.25% 15 Nov 30 | 248,350 | 249,750 |
| 104000 Martin Marietta Materials 3.45% 01 Jun 27 | 103,790 | 110,936 |
| 120000 Martin Marietta Materials 3.5% 15 Dec 27 | 119,700 | 129,137 |
| 675000 Masco1.5% 15 Feb 28 | 650,045 | 653,884 |
| 1500000 MASTR Adjustable Rate Var 21 Apr 34 | 20,250 | 21,785 |
| 200000 McDonald's 3.8% 01 Apr 28 | 199,002 | 219,736 |
| 325000 McDonald's4.875% 09 Dec 2045 | 406,876 | 418,845 |
| 157000 Mead Johnson 4.125% 15 Nov 25 | 160,870 | 171,050 |
| 36000 Medtronic 3.5% 15 Mar 25 | 36,505 | 38,344 |
| 250000 Medtronic 4.625% 15 Mar 2045 | 335,060 | 328,449 |
| 100000 Mercedes-Benz Auto 2% 17 Oct 22 | 24,558 | 24,605 |
| 141000 Mercedes-Benz Auto Trust 0.25% 16 Jan 24 | 140,986 | 140,562 |
| 500000 Merck & Co 2.8% 18 May 23 | 469,200 | 514,749 |
| 400000 Merck & Co 3.7% 10 Feb 2045 | 486,552 | 461,833 |
| 3500000 Merrill Lynch Mortgage A 2A1 25 Mar 28 | 10,410 | 11,988 |
| 1205000 Merrill Lynch Mortgage A 2A2 25 Mar 28 | 3,605 | 4,124 |
| 3500000 Merrill Lynch Mortgage B A1 25 Apr 28 | 24,703 | 27,044 |
| 2700000 Merrill Lynch Mortgage Invest 25 Apr 29 | 19,559 | 21,221 |
| 1850000 Merrill Lynch Mortgage Invest 25 Sep 29 | 18,474 | 19,529 |
| 2755000 Merrill Lynch Mortgage Invest 25 Apr 29 | 13,943 | 15,191 |
| 400000 MetLife 4.368% 15 Sep 23 | 424,828 | 423,183 |
| 200000 MetLife 6.4% 15 Dec 36 | 251,828 | 245,957 |
| 350000 Mexico Gov Intnl 4.125% 21 Jan 26 | 374,500 | 384,129 |
| 450000 Mexico Gov Intnl 4.75% 27 Apr 32 | 521,775 | 508,725 |
| 875000 Mexico Gov Intnl 4.75% 27 Apr 32 | 904,969 | 989,188 |
| 550000 MFA 2021-NQM2 Var 25 Nov 2064 | 451,640 | 447,367 |
| 650000 Microsoft2.525% 01 Jun 2050 | 675,963 | 633,874 |
| 310000 Mid-America Apartments 1.7% 15 Feb 31 | 292,307 | 296,373 |
| 255000 MMAF Equipment 2.84% 13 Nov 23 | 107,062 | 107,864 |
| 250000 Mondelez International 1.87% 15 Oct 32 | 249,413 | 238,358 |
| 400000 Morgan Stanley 2.188% 28 Apr 26 | 421,164 | 407,848 |
| 250000 Morgan Stanley 2.699% 22 Jan 31 | 268,283 | 255,770 |
| 495000 Morgan Stanley 2.75% 19 May 22 | 493,965 | 499,430 |
| 200000 Morgan Stanley 3.875% 27 Jan 26 | 194,472 | 216,374 |
| 355000 Morgan Stanley 3.95% 23 Apr 27 | 353,722 | 390,582 |
| 305000 Morgan Stanley 4% 23 Jul 25 | 303,296 | 330,686 |
| 140000 Morgan Stanley 4.35% 08 Sep 26 | 139,754 | 154,654 |
| 100000 Morgan Stanley 4.431% 23 Jan 30 | 120,042 | 113,956 |
| 800000 Morgan Stanley Floating 2.584% 24 Oct 23 | 800,000 | 806,968 |
| 750000 Morgan Stanley Mortgage Var 25 Apr 34 | 33,251 | 33,135 |
| 970000 Morgan Stanley4.431% 23 Jan 30 | 1,087,524 | 1,105,373 |
| 82000 Mosaic Co/The 3.25% 15 Nov 22 | 80,614 | 83,585 |
| 48000 Mplx Lp 3.375% 15 Mar 23 | 47,967 | 49,220 |
| 115000 MPLX LP 4.125% 01 Mar 27 | 114,809 | 125,893 |
| 250000 Mplx Lp 4.5% 15 Jul 23 | 258,118 | 260,279 |
| 350000 MPLX LP 5.2% 01 Mar 2047 | 384,573 | 429,829 |
| 3000000 MRFC Mortgage Pass-Through 15 Dec 30 | 29,854 | 31,860 |
| 300000 Mylan 4.55% 15 Apr 28 | 351,981 | 335,799 |
| 82000 National Retail Properties 3.6% 15 Dec 26 | 81,096 | 87,324 |
| 300000 National Rural Utilities Coop 4.4% 01 Nov 2048 | 380,535 | 376,014 |
| 343000 NatWest Group PLC 1.642% 14 Jun 27 | 343,000 | 338,486 |
| 600000 NatWest Group PLC 6% 19 Dec 23 | 654,438 | 652,125 |
| 275000 Nevada Power Co 6.65% 01 Apr 36 | 399,157 | 393,057 |
| 500000 New Century Home Equity Loan 25 Nov 33 | 633 | 639 |
| 600000 New Residential Advance 2020-APT1 1.034 | 600,000 | 600,034 |
| 1475000 New Residential Advance 2020-T1 1.425 | 1,474,998 | 1,473,379 |
| 300000 New Residential Mortgage 24 May 60 | 119,528 | 119,519 |
| 800000 New Residential Mortgage 25 Oct 2058 | 486,780 | 484,169 |
| 500000 Newell Brands 4.875% 01 Jun 25 | 552,490 | 545,000 |
| 100000 NiSource 3.95% 30 Mar 2048 | 99,892 | 112,701 |
| 445000 Nissan Auto 2018-C Owner 3.2% 15 Jun 23 | 84,099 | 84,514 |
| 150000 Nissan Auto Trust 0% 16 Oct 23 USD'A-3' | 149,985 | 150,019 |
| 200000 Nomura Holdings 2.679% 16 Jul 30 | 200,000 | 199,292 |
| 400000 Norfolk Southern 2.55% 01 Nov 29 | 405,912 | 409,771 |
| 250000 Norfolk Southern 2.9% 15 Jun 26 | 234,678 | 263,872 |
| 200000 Norfolk Southern 3.85% 15 Jan 24 | 199,886 | 209,562 |
| 100000 Norfolk Southern 4.1% 15 May 2049 | 118,032 | 119,364 |
| 200000 Northrop Grumman 2.93% 15 Jan 25 | 199,970 | 208,414 |
| 500000 NOV 3.6% 01 Dec 29 | 523,260 | 516,938 |
| 600000 NRZ Advance Receivab 1.31% 15 Oct 52 | 359,999 | 359,825 |
| 224000 Nucor 4% 01/08/23 | 225,250 | 233,506 |
| 500000 NXP BV / NXP 4.875% 01 Mar 24 | 500,275 | 537,105 |
| 300000 Occidental Petroleum 6.45% 15 Sep 36 | 374,349 | 382,503 |
| 1375000 Ocwen Master Advance 1.27% 15 Aug 52 | 1,374,998 | 1,374,752 |
| 41000 Office Properties Income 2.65% 15 Jun 26 | 40,932 | 40,679 |
| 150000 Office Properties Income 4% 15 Jul 22 | 147,146 | 151,989 |
| 88000 Office Properties Income 3.45% 15 Oct 31 | 87,828 | 85,267 |
| 36000 OGE Energy .703% 26 May 23 | 36,000 | 35,837 |
| 55000 Oncor Electric Delivery 5.75% 15 Mar 29 | 69,048 | 67,300 |
| 150000 Oncor Electric Delivery 7% 01 Sep 22 | 193,110 | 156,210 |
| 60000 ONE Gas 2% 15 May 30 | 59,686 | 58,414 |
| 500000 OneMain Finance 6.875% 15 Mar 25 | 575,000 | 556,250 |
| 500000 OneMain Financial Issuance 1.5% 16 Jun 36 | 499,868 | 492,756 |
| 1950000 OneMain Financial Issuance 1.7% 14 Sep 35 | 1,970,409 | 1,937,244 |
| 250000 Oracle 2.5% 15 May 22 | 248,815 | 251,028 |
| 504000 Oracle 2.875% 25 Mar 31 | 503,219 | 507,767 |
| 1325000 Oracle2.8% 01 Apr 27 | 1,366,926 | 1,366,905 |
| 300000 Oracle5.375% 15 Jul 40 | 380,055 | 367,234 |
| 120000 O'Reilly Automotive 3.55% 15 Mar 26 | 119,024 | 128,698 |
| 62000 O'Reilly Automotive 3.6% 01 Sep 27 | 61,901 | 67,011 |
| 370000 Owens-Brockway Glass 5.87% 15 Aug 23 | 392,330 | 387,575 |
| 40000 Owens-Brockway Glass 5.87% 15 Aug 23 | 41,692 | 41,900 |
| 325000 Pacific Gas and Electric 1.7% 15 Nov 23 | 324,600 | 325,772 |
| 200000 Pacific Gas and Electric 4.55% 01 Jul 30 | 227,348 | 216,240 |
| 200000 Packaging of America 3% 15 Dec 29 | 199,738 | 209,316 |
| 375000 Panama Gov Intnl 4% 22 Sep 24 | 399,559 | 398,066 |
| 250000 Panama Gov Intnl 4% 22 Sep 24 | 268,125 | 265,378 |
| 200000 Panama Gov Intnl 6.7% 26 Jan 36 | 258,000 | 267,500 |
| 132000 Paramount Global 2.9% 15 Jan 27 | 139,098 | 137,456 |
| 118000 Paramount Global 3.7% 15 Aug 24 | 116,562 | 124,928 |
| 43000 Parker-Hannifin 3.3% 21 Nov 24 | 42,905 | 45,119 |
| 220000 PepsiCo 2.75% 30 Apr 25 | 219,085 | 230,293 |
| 500000 Pfizer 3% 15 Dec 26 | 523,755 | 537,746 |
| 135000 Philip Morris Intnl 2.375% 17 Aug 22 | 128,860 | 136,319 |
| 200000 Philip Morris Intnl 3.375% 11 Aug 25 | 198,600 | 212,235 |
| 525000 Philippine Gov Intnl 2.457% 05 May 30 | 540,094 | 541,427 |
| 82000 Phillips 66 1.3% 15 Feb 26 | 81,967 | 80,259 |
| 400000 Phillips 66 2.15% 15 Dec 30 | 387,720 | 385,375 |
| 87000 Physicians Realty 2.625% 01 Nov 31 | 86,816 | 86,915 |
| 120000 Pioneer Natural Resources 1.12% 15 Jan 26 | 119,977 | 116,603 |
| 370000 Pioneer Natural Resources 1.9% 15 Aug 30 | 358,064 | 350,707 |
| 90000 Plains All American Pipeline 3.85% 15 Oct 23 | 90,832 | 93,331 |
| 250000 PNC Financial Services 3.45% 23 Apr 29 | 249,600 | 272,447 |
| 400000 PNC Financial Services 2.55% 22 Jan 30 | 398,880 | 411,614 |
| 88000 PPG Industries 1.2% 15 Mar 26 | 87,500 | 86,121 |
| 250000 Precision Castparts 3.25% 15 Jun 25 | 249,490 | 265,134 |
| 5000000 Prime Mortgage 6% 25 Feb 34 | 35,440 | 35,680 |
| 171000 Principal Financial 3.125% 15 May 23 | 170,757 | 175,754 |
| 250000 Principal Financial Group 3.7% 15 May 29 | 277,893 | 275,910 |
| 100000 Progressive Corp/The 2.45% 15 Jan 27 | 99,965 | 103,647 |
| 40000 Prologis LP 2.25% 15 Apr 30 | 40,042 | 40,244 |
| 84000 Providence St Joseph Health 2.74% 01 Oct 26 | 84,000 | 88,053 |
| 135000 Prudential Financial 3.878% 27 Mar 28 | 135,000 | 149,692 |
| 250000 Prudential Financial 3.935% 07 Dec 2049 | 284,280 | 292,673 |
| 175000 Prudential Financial 6.625% 01 Dec 37 | 255,469 | 254,075 |
| 600000 Prudential Financial Inc5.625% 15 Jun 2043 | 645,600 | 624,306 |
| 150000 Public Service Electric &Gas 3.15% 01 Jan 50 | 162,474 | 157,398 |
| 355000 Public Storage 1.95% 09 Nov 28 | 354,837 | 354,077 |
| 500000 PulteGroup 5.5% 01 Mar 26 | 556,029 | 568,510 |
| 125000 QUALCOMM 3.25% 20 May 27 | 124,673 | 134,880 |
| 350000 QUALCOMM 4.3% 20 May 2047 | 460,583 | 438,267 |
| 339000 Quanta Services 2.9% 01 Oct 30 | 352,264 | 345,098 |
| 146000 Quest Diagnostics 2.95% 30 Jun 30 | 147,817 | 151,864 |
| 600000 Raytheon Technologies 3.95% 16 Aug 25 | 621,630 | 650,789 |
| 100000 Realty Income 4.125% 15 Oct 26 | 102,977 | 110,418 |
| 71000 Regency Centers LP 2.95% 15 Sep 29 | 70,931 | 73,738 |
| 250000 Regency Centers Lp 3.7% 15 Jun 30 | 271,335 | 273,603 |
| 49000 Regeneron Pharmaceuticals 1.75% 15 Sep 30 | 48,950 | 46,337 |
| 1700000 Residential Asset Sec 25 May 34 | 25,805 | 28,009 |
| 800000 Residential Mortgage Var 25 May 2060 | 286,471 | 287,155 |
| 475000 Residential Mortgage Var 26 Jan 2060 | 194,212 | 195,003 |
| 1425000 Residential Mortgage Var 25 Sep 2059 | 354,073 | 354,101 |
| 250000 Rockwell Automation 1.75% 15 Aug 31 | 249,453 | 242,905 |
| 250000 Rogers Comm 7.5% 15 Aug 38 | 368,226 | 378,004 |
| 260000 Roper Technologies 1.4% 15 Sep 27 | 259,636 | 252,466 |
| 81000 Roper Technologies 2% 30 Jun 30 | 80,090 | 77,955 |
| 165000 Royal Bank of Canada 2.75% 01 Feb 22 | 164,962 | 165,321 |
| 200000 Ryder System 4.625% 01 Jun 25 | 199,962 | 219,535 |
| 355000 Sabine Pass Liquefaction 5.75% 15 May 24 | 387,254 | 386,080 |
| 220000 Safehold Operating Partn 2.8% 15 Jun 31 | 218,079 | 217,298 |
| 215000 Salesforce 3.25% 11 Apr 23 | 214,027 | 221,781 |
| 200000 San Diego Gas & Electric Co 1.7% 01 Oct 30 | 195,098 | 191,590 |
| 199000 Santander Drive Auto 0.32% 16 Sep 24 | 198,992 | 198,991 |
| 1002000 Santander Drive Auto 0.34% 18 Feb 25 | 1,001,171 | 1,000,695 |
| 150000 Santander Drive Auto 0.48% 15 Jul 24 | 114,104 | 114,148 |
| 110000 Santander Holdings USA 4.5% 17 Jul 25 | 107,636 | 119,127 |
| 156000 Schlumberger Investment SA 2.65% 26 Jun 30 | 161,510 | 160,015 |
| 500000 Seagate HDD Cayman 3.125% 15 Jul 29 | 482,350 | 488,250 |
| 1250000 Seasoned Credit Risk Transfer 3.5% 25 Jun 2057 | 654,348 | 641,183 |
| 2500000 Sequoia Mortgage 20 Apr 33 | 20,677 | 22,555 |
| 3690000 Sequoia Mortgage 20 Dec 32 | 13,137 | 14,378 |
| 138000 Shell International 2.875% 10 May 26 | 137,547 | 146,456 |
| 300000 Shell International 2.75% 4/06/30 | 329,022 | 313,661 |
| 70000 Sherwin-Williams Co/The 3.3% 01 Feb 25 | 70,119 | 73,091 |
| 119000 Simon Property Group LP 2.45% 13 Sep 29 | 117,727 | 119,922 |
| 25000 SITE Centers 3.625% 01 Feb 25 | 26,418 | 26,181 |
| 325000 SoFi Professional Loan 1.14% 15 Feb 2047 | 308,105 | 302,738 |
| 1025000 Sofi Professional Loan 3.59% 25 Jan 2048 | 571,745 | 562,753 |
| 500000 Southern California Edison 2.85% 01 Aug 29 | 516,875 | 516,730 |
| 375000 Southern California Edison 3.65% 01 Feb 2050 | 396,833 | 398,252 |
| 105000 Southern Co 2.95% 01 Jul 23 | 101,574 | 107,539 |
| 170000 Southern Co 3.25% 01 Jul 26 | 159,461 | 179,926 |
| 300000 Southern Co 3.70% 30 Apr 30 | 334,245 | 326,581 |
| 200000 Southwestern Electric Power Co 4.1% 15 Sep 28 | 200,000 | 221,524 |
| 61000 Spirit Airlines 3.375% 15 Feb 30 | 49,450 | 50,040 |
| 75000 Sprint 7.125% 15 Jun 24 | 83,625 | 84,200 |
| 500000 Sprint 7.625% 15 Feb 25 | 598,750 | 575,000 |
| 625000 SPS Servicer Advance Rec 1.28% 15 Nov 52 | 624,980 | 624,701 |
| 180000 Stanley Black & Decker 3.4% 01 Mar 26 | 179,744 | 192,002 |
| 150000 Starbucks 2.25% 12 Mar 30 | 149,121 | 148,946 |
| 109000 Starbucks 2.7% 15 Jun 22 | 108,979 | 109,699 |
| 75000 Starbucks 3.8% 15 Aug 25 | 437,462 | 80,914 |
| 250000 State of Israel 2.5% 15 Jan 30 | 260,875 | 258,840 |
| 335000 State Street 3.1% 15 May 23 | 329,138 | 345,451 |
| 77000 Steel Dynamics 1.65% 15 Oct 27 | 76,463 | 75,305 |
| 43000 Steel Dynamics 3.45% 15 Apr 30 | 42,886 | 45,944 |
| 3500000 Structured Asset Mortgage 19 May 34 | 27,429 | 33,845 |
| 200000 Suncor Energy 3.1% 15 May 25 | 219,342 | 209,018 |
| 400000 Takeda Pharmaceutical 2.05% 31 Mar 30 | 407,688 | 391,700 |
| 53000 TC PipeLines LP 3.9% 25 May 27 | 53,000 | 58,115 |
| 69000 TD Ameritrade Holding 2.95% 01 Apr 22 | 68,838 | 69,134 |
| 750000 Tesla Auto Lease Trust 0.66% 20 Mar 25 | 749,998 | 744,086 |
| 200000 Textron 3% 01 Jun 30 | 199,046 | 206,594 |
| 1300000 Thornburg Mortgage 25 Sep 34 | 18,253 | 20,114 |
| 1100000 Thornburg Mortgage Var 25 Mar 2044 | 18,160 | 19,597 |
| 1000000 Thornburg Mortgage Flt 25 Sep 2043 | 16,226 | 18,137 |
| 405000 Toronto-Dominion Bank 2.65% 12 Jun 24 | 404,943 | 420,090 |
| 200000 Toronto-Dominion Bank 3.25% 11 Mar 24 | 199,744 | 208,998 |
| 200000 Total Energies Capital 2.75% 15 Jul 23 | 195,054 | 205,508 |
| 365000 Toyota Auto 2020-A 1.66% 15 May 24 | 312,713 | 314,789 |
| 111000 Toyota Auto 2020-C 0.57% 15 Oct 25 | 110,984 | 109,952 |
| 304000 Toyota Auto 2021-A 0.26% 15 May 25 | 303,944 | 302,466 |
| 197000 TransCanada PipeLines Ltd 3.75% 16 Oct 23 | 201,736 | 205,038 |
| 250000 Truist Bank 3.2% 01 Apr 24 | 251,633 | 261,736 |
| 625000 Truist Bank 3.3% 15 May 26 | 651,206 | 664,929 |
| 350000 TWDC Enterprises 18 2.55% 15 Feb 22 | 343,350 | 350,906 |
| 200000 Tyson Foods 3.55% 02 Jun 27 | 213,370 | 215,417 |
| 67000 UDR 2.1% 01 Aug 32 | 66,929 | 63,768 |
| 64000 UDR 2.95% 01 Sep 26 | 64,000 | 66,554 |
| 61000 UDR 3.2% 15 Jan 30 | 60,735 | 64,147 |
| 75000 UDR 3.5% 01 Jul 27 | 83,342 | 80,303 |
| 150000 Unilever Capital 3.375% 22 Mar 25 | 148,551 | 159,875 |
| 400000 Union Pacific 2.95% 01 Mar 22 | 399,824 | 401,438 |
| 170000 Union Pacific3.15% 01 Mar 24 | 169,857 | 177,225 |
| 455000 Union Pacific3.75% 15 Jul 25 | 454,401 | 491,518 |
| 150000 United Airlines 2016-2 2.875% 07/10/28 | 116,491 | 120,436 |
| 137000 United Airlines 2018-1 3.5% 01 Mar 30 | 117,639 | 122,556 |
| 294000 United Airlines 2018-1 3.7% 01 Mar 30 | 254,754 | 255,365 |
| 300000 UnitedHealth Group 3.1% 15 Mar 26 | 297,470 | 320,829 |
| 300000 UnitedHealth Group 3.35% 15 Jul 22 | 304,365 | 304,825 |
| 385000 US Ban3.375% 05 Feb 24 | 384,896 | 403,644 |
| 300000 Valero Energy 2.85% 15 Apr 25 | 317,289 | 310,766 |
| 150000 Valero Energy 6.625% 15 Jun 37 | 201,398 | 202,496 |
| 260000 Valero Energy Partn 4.5% 15 Mar 28 | 259,116 | 286,676 |
| 88000 Ventas Realty LP 3.25% 15 Oct 26 | 95,203 | 93,238 |
| 118000 Ventas Realty LP 3.5% 01 Feb 25 | 120,874 | 124,431 |
| 35000 Ventas Realty LP 4.125% 15 Jan 26 | 35,563 | 38,100 |
| 270000 Verizon Comm 4.329% 21 Sep 28 | 268,437 | 306,709 |
| 700000 Verizon Comm 4.862% 21 Aug 2046 | 920,396 | 903,814 |
| 400000 Verizon Comms 1.45% 20 Mar 26 | 403,956 | 398,185 |
| 255000 Verizon Comms 4.4% 01 Nov 34 | 232,798 | 297,420 |
| 388000 Verizon Comms 5.25% 16 Mar 37 | 385,012 | 505,177 |
| 160000 Verizon Owner 3.23% 20 Apr 23 | 545 | 546 |
| 500000 Versus Securitization 0.938% 25 Jul 66 | 449,417 | 440,516 |
| 300000 Verus Securitization 25 May 2065 | 149,917 | 149,537 |
| 1100000 Verus Securitization 25 Nov 2059 | 216,905 | 218,994 |
| 1150000 Verus Securitization Stp 25 Jul 2059 | 186,300 | 186,933 |
| 520000 Virginia Electric &Power 2.75% 15 Mar 23 | 519,865 | 528,927 |
| 100000 Virginia Electric &Power 3.5% 15 Mar 27 | 99,908 | 107,794 |
| 170000 Virginia Electric &Power 3.45% 15 Feb 24 | 169,657 | 177,174 |
| 250000 Visa 2% 15 Aug 2050 | 232,533 | 221,048 |
| 350000 Vista Point Securitization 25 Apr 2065 | 171,598 | 171,060 |
| 375000 Vista Point Securitization 25 Mar 2065 | 83,108 | 83,340 |
| 500000 VMware 2.2% 15 Aug 31 | 491,535 | 490,911 |
| 140000 Vodafone Group 4.12% 30 May 25 | 140,113 | 151,263 |
| 100000 Volkswagen Auto 0.39% 22 Jan 24 | 99,981 | 99,864 |
| 492000 Walmart 2.55% 11 Apr 23 | 464,559 | 502,836 |
| 400000 Walt Disney Co 2% 01 Sep 29 | 394,936 | 398,273 |
| 250000 Walt Disney Co 4.95% 15 Oct 2045 | 320,540 | 329,060 |
| 750000 WaMu Mortgage 6% 25 Jun 34 | 26,551 | 26,272 |
| 1650000 WaMu Mortgage Var 25 Aug 33 | 22,632 | 23,333 |
| 1900000 WaMu Mortgage Var 25 Aug 33 | 17,093 | 17,351 |
| 700000 WaMu Mortgage Var 25 Jun 34 | 16,174 | 16,866 |
| 200000 WEC Energy Group 1.375% 15 Oct 27 | 199,840 | 192,961 |
| 250000 Wells Fargo & Co 2.393% 02 Jun 28 | 258,815 | 254,083 |
| 250000 Wells Fargo & Co 2.625% 22 Jul 22 | 240,883 | 253,089 |
| 550000 Wells Fargo & Co 3.196% 17 Jun 27 | 599,543 | 579,816 |
| 500000 Wells Fargo & Co 3.3% 09 Sep 24 | 498,650 | 525,860 |
| 295000 Wells Fargo & Co 3.584% 22 May 28 | 332,689 | 317,131 |
| 326000 Wells Fargo & Co 4.48% 16 Jan 24 | 312,028 | 346,277 |
| 1000000 Wells Fargo Mortgage Var 25 Jul 34 | 11,563 | 11,475 |
| 615000 Welltower 2.75% 15 Jan 32 | 614,490 | 620,400 |
| 150000 Welltower 4.5% 15 Jan 24 | 152,109 | 158,735 |
| 200000 Westpac Banking 4.322% 23 Nov 31 | 200,000 | 216,292 |
| 250000 Williams Partners LP 3.6% 15 Mar 22 | 251,150 | 250,224 |
| 285000 World Omni Auto 0.3% 15 Jan 26 | 284,981 | 283,307 |
| 410000 World Omni Auto 2.59% 15 Jul 24 | 147,421 | 148,372 |
| 1650000 World Omni Auto .22% 16 Jun 25 | 1,695,375 | 1,689,263 |
| 167000 World Omni Automobile 0.42% 15 Aug 24 | 166,980 | 165,517 |
| 100000 World Omni Automobile 0.52% 17 Feb 26 | 99,994 | 99,536 |
| 255000 World Omni Automobile 1.7% 17 Jan 23 | 254,976 | 256,417 |
| 110000 World Omni Select Auto 0.55% 15 Jul 25 | 109,994 | 110,019 |
| 30000 WP Carey 2.4% 01 Feb 31 | 29,730 | 29,512 |
| 250000 WP Carey Sr Nt 2.25% 01 Apr 33 | 246,805 | 237,283 |
| 250000 WRKCo 3% 15 Jun 33 | 258,505 | 257,415 |
| 35000 WRKCo 3.9% 01 Jun 28 | 34,992 | 38,348 |
| 305000 WRKCo 4.65% 15 Mar 26 | 304,555 | 340,075 |
| 120000 Xilinx 2.375% 01 Jun 30 | 121,571 | 121,528 |
| 41000 Xylem Inc/NY 3.25% 01 Nov 26 | 40,916 | 43,803 |
| 1300000 Yale University 1.482% 15 Apr 30 | 1,300,000 | 1,268,761 |
| 142000 Zoetis 2% 15 May 30 | 141,067 | 140,125 |