| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| ADOBE SYSTEMS INCORPORATED 3.25% 02/01/2025 USD SR LIEN | 98,913 | 105,764 |
| ALTRIA GROUP, INC. 4.8% 02/14/2029 USD SR LIEN | 274,222 | 310,437 |
| AMERICAN HONDA FINANCE MTN 0.4% 10/21/2022 SR LIEN | 149,955 | 149,820 |
| AMERICAN INTL GROUP 4.2% 04/01/2028 USD SR LIEN | 89,674 | 89,309 |
| AMERICAN TOWER CORPORATION 3.6% 01/15/2028 USD SR LIEN | 138,990 | 134,753 |
| AMPHENOL CORP 3.2% 04/01/2024 USD SR LIEN | 252,572 | 259,933 |
| ANHEUSER-BUSCH INBEV WOR 3.5% 06/01/2030 USD SR LIEN | 64,864 | 71,313 |
| ANHEUSER-BUSCH INBEV WOR 4.0% 04/13/2028 USD SR LIEN | 148,923 | 144,707 |
| AON CORP 2.8% 05/15/2030 USD SR LIEN | 124,956 | 128,951 |
| APPLE INC. 0.55% 08/20/2025 USD SR LIEN | 204,516 | 199,502 |
| APPLE INC. 2.7% 05/13/2022 SR LIEN | 175,036 | 176,498 |
| AT&T INC 2.95% 07/15/2026 USD SR LIEN | 82,221 | 84,061 |
| AT&T INC 4.25% 03/01/2027 USD SR LIEN | 79,754 | 77,692 |
| AUTOZONE INC 3.125% 04/21/2026 USD SR LIEN | 124,968 | 132,075 |
| B.A.T. CAPITAL CORPORATION 4.7% 04/02/2027 USD SR LIEN | 240,000 | 264,170 |
| BANCO SANTANDER, S.A. 3.8% 02/23/2028 USD SR LIEN | 223,214 | 216,962 |
| BANK OF AMERICA CORPORATION MTN 4.183% 11/25/2027 USD SER L SUB LIEN | 181,274 | 175,166 |
| BANK OF NOVA SCOTIA (THE) 3.4% 02/11/2024 USD SR LIEN | 349,682 | 367,287 |
| BANK OF NY MELLON CORP MTN 3.0% 10/30/2028 USD SUB LIEN | 174,808 | 186,452 |
| BB&T CORPORATION MTN 2.85% 10/26/2024 USD SR LIEN | 174,857 | 182,901 |
| BNP PARIBAS MTN 4.25% 10/15/2024 USD SUB LIEN | 349,571 | 345,200 |
| BOEING COMPANY (THE) 1.167% 02/04/2023 USD SR LIEN | 50,000 | 50,007 |
| BOSTON SCIENTIFIC CORP 4.0% 03/01/2029 USD SR LIEN | 183,502 | 177,826 |
| BP CAP MARKETS AMERICA 3.41% 02/11/2026 USD SR LIEN | 250,000 | 266,793 |
| BROADCOM INC. 4.7% 04/15/2025 SER WI SR LIEN | 122,024 | 120,314 |
| BUNGE LIMITED FINANCE CORP. 2.75% 05/14/2031 USD SR LIEN | 94,367 | 96,521 |
| BURLINGTON NORTHERN SANTA FE, 3.4% 09/01/2024 USD SR LIEN | 149,657 | 158,156 |
| CANADIAN IMPERIAL BANK 3.5% 09/13/2023 USD SER BKNT SR LIEN | 249,568 | 261,365 |
| CAPITAL ONE FINANCIAL CORPORAT HYBRID 07/29/2032 USD SUB LIEN CPN 07/29/21 2 | 133,963 | 127,954 |
| CBS CORPORATION 4.0% 01/15/2026 USD SR LIEN | 173,068 | 189,026 |
| CITIGROUP INC. HYBRID 01/10/2028 USD SR LIEN CPN 01/10/17-04/09/27 3.887% | 200,000 | 216,964 |
| CITIGROUP INC. HYBRID 06/03/2031 USD SR LIEN CPN 06/03/20 2.572% | 200,000 | 201,448 |
| CNA FINANCIAL CORP 4.5% 03/01/2026 USD SR LIEN | 129,694 | 137,986 |
| CONSOLIDATED EDISON CO O 3.8% 05/15/2028 USD SR LIEN | 74,987 | 82,027 |
| CONSTELLATION BRANDS INC 3.6% 02/15/2028 USD SR LIEN | 136,465 | 135,064 |
| CREDIT SUISSE NEW YORK 1.0% 05/05/2023 USD SR LIEN | 260,798 | 260,702 |
| CROWN CASTLE INTERNATIONAL COR 3.15% 07/15/2023 USD SER 5YR SR LIEN | 123,099 | 128,783 |
| CSX CORP 4.25% 03/15/2029 USD SR LIEN | 153,290 | 168,779 |
| CVS CAREMARK CORP 3.375% 08/12/2024 USD SR LIEN | 309,216 | 310,086 |
| DIGITAL REALTY TRUST, INC. 4.45% 07/15/2028 USD SR LIEN | 93,797 | 90,238 |
| DISCOVER FINANCIAL SVS 4.1% 02/09/2027 USD SR LIEN | 88,684 | 86,762 |
| DOW CHEMICAL COMPANY (THE) 2.1% 11/15/2030 USD SR LIEN | 173,558 | 172,216 |
| DTE ENERGY CO 3.4% 06/15/2029 USD SER C SR LIEN | 418,480 | 443,633 |
| DUKE ENERGY FLORIDA, LLC 3.2% 01/15/2027 USD SR LIEN | 149,910 | 159,672 |
| EATON CORP 2.75% 11/02/2022 SER B SR LIEN | 249,061 | 254,665 |
| EATON VANCE CORP 3.625% 06/15/2023 USD SR LIEN | 150,412 | 156,101 |
| EBAY INC. 2.6% 05/10/2031 USD SR LIEN | 187,003 | 187,017 |
| ENBRIDGE INC 3.125% 11/15/2029 USD SR LIEN | 101,821 | 99,577 |
| ENERGY TRANSFER OPERATING LP 5.25% 04/15/2029 USD SR LIEN | 82,870 | 85,976 |
| EQUINIX, INC. 2.15% 07/15/2030 USD SR LIEN | 100,404 | 97,227 |
| FISERV, INC. 3.5% 10/01/2022 SR LIEN | 127,492 | 126,949 |
| GENERAL MOTORS FINANCIAL COMPA 1.7% 08/18/2023 USD SR LIEN | 169,837 | 171,634 |
| GLOBAL PAYMENTS INC. 3.2% 08/15/2029 USD SR LIEN | 128,118 | 128,228 |
| HEWLETT PACKARD ENTERPRISE COM STEP 10/15/2025 SER WI SR LIEN M-W+45.00BP 4. | 186,696 | 177,536 |
| INTERCONTINENTAL EXCHANGE, INC 1.85% 09/15/2032 USD SR LIEN | 189,162 | 182,240 |
| INTERNATIONAL BUSINESS MACHINE 1.7% 05/15/2027 USD SR LIEN | 278,006 | 269,249 |
| INTERSTATE POWER AND LIGHT COM 2.3% 06/01/2030 USD SR LIEN | 273,831 | 273,735 |
| JOHN DEERE CAPITAL CORP MTN 2.65% 06/24/2024 USD SR LIEN | 99,809 | 103,832 |
| JPMORGAN CHASE & CO. HYBRID 03/13/2026 USD SR LIEN CPN 03/13/20 2.005% | 75,000 | 75,915 |
| JPMORGAN CHASE & CO. HYBRID 04/01/2023 SR LIEN CPN 03/22/19 3.207% | 175,000 | 176,045 |
| JPMORGAN CHASE & CO. HYBRID 06/01/2028 USD SR LIEN CPN 05/27/20 2.182% | 100,000 | 100,883 |
| JPMORGAN CHASE & CO. HYBRID 10/15/2030 USD SR LIEN CPN 09/12/19 2.739% | 20,399 | 20,569 |
| KINDER MORGAN INC 2.0% 02/15/2031 USD SR LIEN | 112,765 | 112,416 |
| MARSH & MCLENNAN COS INC 2.25% 11/15/2030 USD SR LIEN | 99,146 | 99,900 |
| MASTERCARD INC 2.95% 06/01/2029 USD SR LIEN | 124,828 | 134,028 |
| MITSUBISHI UFJ FINANCIAL GROUP 3.761% 07/26/2023 USD SR LIEN | 200,107 | 208,594 |
| MORGAN STANLEY HYBRID MTN 01/22/2031 USD SR LIEN CPN 01/22/20 2.699% | 65,011 | 66,502 |
| MORGAN STANLEY MTN 3.875% 01/27/2026 USD SR LIEN | 257,495 | 270,468 |
| MPLX LP 4.875% 12/01/2024 USD SER WI SR LIEN | 102,518 | 108,562 |
| NATIONAL RURAL UTILITIES COOPE MTN 3.25% 11/01/2025 USD SR LIEN | 174,584 | 186,349 |
| NEVADA POWER CO 2.4% 05/01/2030 USD SER DD SR LIEN | 199,480 | 201,176 |
| ORACLE CORPORATION 2.875% 03/25/2031 USD SR LIEN | 148,137 | 146,085 |
| PEPSICO, INC. 3.0% 10/15/2027 USD SR LIEN | 195,954 | 214,528 |
| PFIZER INC. 3.6% 09/15/2028 USD SER 10YR SR LIEN | 149,762 | 167,009 |
| PUBLIC SERVICE ELECTRIC MTN 2.25% 09/15/2026 USD SR LIEN | 145,046 | 154,190 |
| PUBLIC STORAGE 0.875% 02/15/2026 USD SR LIEN | 29,945 | 29,240 |
| REALTY INCOME CORP 3.1% 12/15/2029 USD SR LIEN | 99,499 | 100,960 |
| REPUBLIC SERVICES INC 3.375% 11/15/2027 USD SR LIEN | 149,748 | 160,851 |
| ROPER TECHNOLOGIES INC 1.75% 02/15/2031 USD SR LIEN | 155,244 | 155,113 |
| ROYALTY PHARMA PLC 2.15% 09/02/2031 USD SR LIEN | 99,432 | 98,361 |
| RYDER SYSTEM, INC. MTN 3.4% 03/01/2023 USD SR LIEN | 136,866 | 138,510 |
| SANTANDER UK GROUP HOLDINGS PL HYBRID 08/21/2026 USD SR LIEN CPN 08/21/20 1. | 200,000 | 196,822 |
| SKYWORKS SOLUTIONS, INC. 3.0% 06/01/2031 USD SR LIEN | 96,964 | 95,860 |
| SPIRIT REALTY LP 3.2% 02/15/2031 USD SR LIEN | 108,902 | 113,803 |
| SRS CCD 26745899 MTN 3.75% 06/01/2026 USD SR LIEN | 301,385 | 318,204 |
| STANLEY BLACK & DECKER I 2.3% 03/15/2030 USD SR LIEN | 219,267 | 223,252 |
| STATE STREET CORPORATION HYBRID 11/01/2034 USD SUB LIEN CPN 11/01/19 3.031% | 150,000 | 156,345 |
| SUMITOMO MITSUI FINANCIAL GROU 0.508% 01/12/2024 USD SR LIEN | 200,000 | 197,696 |
| SUNOCO LOGISTICS PARTNER 4.25% 04/01/2024 USD SR LIEN | 46,481 | 52,499 |
| SYNCHRONY FINANCIAL 4.5% 07/23/2025 USD SR LIEN | 126,598 | 124,302 |
| TARGET CORPORATION 2.35% 02/15/2030 USD SR LIEN | 179,663 | 185,159 |
| TOYOTA MOTOR CORPORATION 0.681% 03/25/2024 USD SR LIEN | 70,000 | 69,594 |
| TRANS-CANADA PIPELINES 4.625% 03/01/2034 USD SR LIEN | 178,310 | 176,325 |
| UNILEVER CAPITAL CORPORATION 2.125% 09/06/2029 USD SR LIEN | 171,560 | 176,558 |
| UNILEVER CAPITAL CORPORATION 3.25% 03/07/2024 USD SR LIEN | 173,737 | 183,227 |
| VERIZON COMMUNICATIONS, INC. 3.15% 03/22/2030 USD SER 10YR SR LIEN | 164,493 | 174,760 |
| VERIZON COMMUNICATIONS, INC. 3.875% 02/08/2029 USD SR LIEN | 249,528 | 277,275 |
| WAL-MART STORES INC 2.35% 12/15/2022 USD SR LIEN | 325,532 | 330,395 |
| WASTE MANAGEMENT INC 1.5% 03/15/2031 USD SR LIEN | 74,822 | 70,700 |
| WELLS FARGO & COMPANY HYBRID MTN 06/02/2028 USD SR LIEN CPN 06/02/20 2.393% | 160,000 | 162,722 |
| WELLS FARGO & COMPANY MTN 4.15% 01/24/2029 USD SR LIEN | 224,600 | 252,074 |
| WESTPAC BANKING CORPORATION 2.5% 06/28/2022 SR LIEN | 174,715 | 176,813 |
| WESTPAC BANKING CORPORATION HYBRID MTN 11/23/2031 USD SUB LIEN CPN 11/23/16- | 182,432 | 173,134 |
| WP CAREY INC 2.4% 02/01/2031 USD SR LIEN | 93,426 | 92,470 |
| XILINX INC 2.95% 06/01/2024 USD SR LIEN | 122,551 | 129,373 |
| ZOETIS INC. 3.25% 02/01/2023 USD SER B SR LIEN | 74,430 | 76,430 |