| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| ABBVIE INC SR NT | 239,244 | 239,244 |
| AIA GROUP LTD HONG KONG | 327,363 | 327,363 |
| AIR CANADA SER 2015 1 CL A | 234,679 | 234,679 |
| ALEXANDRIA REAL ESTATE EQ INC SR | 305,603 | 305,603 |
| AMERICAN AIRLN PSTHRU SER 2019 1 CL | 173,471 | 173,471 |
| AMSR TRUST SER 2020 SFR1 CL A | 343,518 | 343,518 |
| ANHEUSER BUSCH COS LLC ANHEU SR GLBL | 399,405 | 399,405 |
| APPLE INC SR GLBL NT | 154,046 | 154,046 |
| AQUARION CO SR 144A NT | 130,715 | 130,715 |
| AT&T INC GLBL NT | 248,713 | 248,713 |
| AVIATION CAP GROUP LLC SR 144A NT | 258,476 | 258,476 |
| BAE SYS HLDGS INC SR 144A | 212,388 | 212,388 |
| BAE SYS PLC SR 144A | 224,146 | 224,146 |
| BANK AMER CORP FR | 377,017 | 377,017 |
| BANK AMER CORP SR GLBL N NT | 247,422 | 247,422 |
| BBCMS MTG TR SER 2021 C9 CL A5 | 338,042 | 338,042 |
| BCBSM INC 144A NT | 328,967 | 328,967 |
| BENCHMARK MTG TR SER 2018 B1 | 214,387 | 214,387 |
| BENCHMARK MTG TR SER 2019 B15 CL A 5 | 221,972 | 221,972 |
| BERKSHIRE HATHAWAY ENERGY CO SR GLBL | 234,665 | 234,665 |
| BERKSHIRE HATHAWAY ENERGY CO SR GLBL | 194,746 | 194,746 |
| BLACKSTONE HLDGS FIN L L C SR 144A | 317,805 | 317,805 |
| BROADCOM INC SR GLBL NT | 390,283 | 390,283 |
| BX CM MTG SER 2021 VOLT CL A | 316,915 | 316,915 |
| BX COML MTG TR 2019-XL COML MTG PASS | 478,150 | 478,150 |
| CANADIAN NATL RY CO | 175,697 | 175,697 |
| CANADIAN PAC RY CO NEW SR NT | 240,304 | 240,304 |
| CAPITAL ONE FINL CORP SR NT | 223,122 | 223,122 |
| CAPITAL ONE MULTI TR SER 2021 3 CL A | 365,378 | 365,378 |
| CARDINAL HEALTH INC SR NT | 164,530 | 164,530 |
| CF HIPPOLYTA ISSUER SER 2020 1 CL A | 157,967 | 157,967 |
| CHARTER COMMUNICATIONS OPER SR SEC | 471,489 | 471,489 |
| CIGNA CORP NEW GLBL NT | 214,796 | 214,796 |
| CIM TR 2020-INV1 | 97,373 | 97,373 |
| CITIGROUP COML MTG TR SER 2018 C6 CL | 194,489 | 194,489 |
| CITIGROUP INC NT | 342,618 | 342,618 |
| CITIGROUP INC SR NT | 436,410 | 436,410 |
| COMCAST CORP NEW SR GLBL 144A | 186,696 | 186,696 |
| COMCAST CORP NEW SR NT | 235,736 | 235,736 |
| COMMONSPIRIT HEALTH BD | 221,069 | 221,069 |
| CONTINENTAL AIRLN PT TR SER 2012 1 | 221,892 | 221,892 |
| CONTINENTAL AIRLS INC 2012-2 | 501,630 | 501,630 |
| CREDIT SUISSE INTERNATIONAL SR 144A | 289,848 | 289,848 |
| CVS HEALTH CORP SR SEC AMRTZ | 217,466 | 217,466 |
| CVS LEASE BACKED PASS THRU TR | 572,256 | 572,256 |
| DIGITAL RLTY TR LP SR GLBL | 233,790 | 233,790 |
| DISNEY WALT CO SR NT | 199,211 | 199,211 |
| DOMINOS PIZZA MSTR SER 2021 1 CL A 2 | 366,702 | 366,702 |
| DTE ENERGY CO SR F NT | 391,904 | 391,904 |
| DUKE ENERGY CAROLINAS LLC 1M GLBL BD | 114,041 | 114,041 |
| DUKE ENERGY FLA LLC SR SEC GLBL BD | 157,566 | 157,566 |
| EVERSOURCE ENERGY SR GLBL Q NT | 389,240 | 389,240 |
| EXELON CORP SR GLBL | 150,501 | 150,501 |
| EXELON CORP SR GLBL NT | 151,706 | 151,706 |
| FEDERAL NATL MTG ASSN GTD PASSTHRU | 371,878 | 371,878 |
| FEDEX CORP SR NT | 150,436 | 150,436 |
| FERGUSON FIN PLC SR 144A NT | 252,262 | 252,262 |
| FERGUSON FIN PLC SR GLBL 144A | 233,140 | 233,140 |
| FIRSTKEY HOMES 2021-SFR1 TR PASSTHRU | 345,026 | 345,026 |
| FIVE CORNERS FDG TR SR 144A NT | 317,973 | 317,973 |
| FLAGSTAR MTG TR SER 2021 6INV CL A 4 | 313,823 | 313,823 |
| FREDDIE MAC SEASONED CR RISK | 123,282 | 123,282 |
| FREDDIE MAC SEASONED CR RISK | 163,686 | 163,686 |
| FREDDIE MAC SEASONED CR RISK | 163,775 | 163,775 |
| FREDDIE SCRT SERIES SER 2021 2 CL MA | 322,569 | 322,569 |
| FRESB 2019-SB59 MTG TR MULTIFAMILY | 203,064 | 203,064 |
| GENERAL DYNAMICS CORP SR GLBL NT | 242,294 | 242,294 |
| GLDNTREE LN MGT US CLO SER 2021 10 | 249,383 | 249,383 |
| GOLDMAN SACHS GROUP INC SR GLBL | 343,456 | 343,456 |
| GOLDMAN SACHS GROUP INC SR GLBL NT | 524,620 | 524,620 |
| GS MORTGAGE SECRT TR SER 2020 GSA2 | 233,251 | 233,251 |
| GS MTG COML SER 2010 C1 CL A 2 | 76,213 | 76,213 |
| GS MTG SECS TR SER 2012 GCJ7 | 82,105 | 82,105 |
| GS MTG SECS TR SER 2020 INV1 CL A 13 | 159,010 | 159,010 |
| HOME DEPOT INC SR GLBL | 152,869 | 152,869 |
| HYUNDAI CAP AMER SR GLBL 144A | 235,804 | 235,804 |
| JP MORGAN CHASE BANK NA NT | 727,110 | 727,110 |
| JP MORGAN MTG TR SER 2021 3 CL A 3 | 440,290 | 440,290 |
| JPMBB COML MTG SEC TR SER 2013 C14 | 387,802 | 387,802 |
| JPMBB COML MTG SEC TR SER 2015 C28 | 619,155 | 619,155 |
| KKR GROUP FINANCE LLC SR NT 144A | 319,106 | 319,106 |
| LIBERTY MUT GROUP INC SR 144A NT | 391,843 | 391,843 |
| LINCOLN NATL CORP IND SR GLBL | 313,366 | 313,366 |
| LLOYDS BANKING GROUP PLC SR GLBL | 254,870 | 254,870 |
| LOCKHEED MARTIN CORP NT | 156,740 | 156,740 |
| LOWES COS INC SR GLBL NT | 147,930 | 147,930 |
| MACQUARIE GROUP LIMITED FR | 260,748 | 260,748 |
| MACQUARIE GRP LTD SR MTN 144A FR | 157,458 | 157,458 |
| MASSACHUSETTS MUT LIFE 144A NT | 81,200 | 81,200 |
| MASTERCARD INC SR NT | 180,272 | 180,272 |
| MCDONALDS CORP MED TERM NT FR | 213,637 | 213,637 |
| MCDONALDS CORP MED TERM NT FR | 181,547 | 181,547 |
| METLIFE SECURITIZATION TR 2020-INV1 | 132,845 | 132,845 |
| MIDAMERICAN ENERGY HLDGS CO NEW SR | 231,380 | 231,380 |
| MOODYS CORP SR NT | 240,184 | 240,184 |
| MORGAN STANLEY FR | 362,867 | 362,867 |
| MORGAN STANLEY FR | 370,762 | 370,762 |
| MS BOFA ML TRUST SER 2012 C6 | 352,573 | 352,573 |
| NORFOLK SOUTHERN CORP SR NT | 176,403 | 176,403 |
| NORTHROP GRUMMAN CORP SR NT | 138,663 | 138,663 |
| NXP B V NXP FDG LLC NXP US SR 144A | 228,311 | 228,311 |
| NXP B V NXP FDG LLC SR 144A NT | 258,495 | 258,495 |
| OAK ST INV GD NET LS FD SER 2020 1 | 259,473 | 259,473 |
| OAK ST INV GD NT LS FD SER 2021 1 CL | 733,653 | 733,653 |
| OCCIDENTAL PETE CORP SR GLBL ZRO NT | 333,128 | 333,128 |
| ORACLE CORP SR NT | 189,974 | 189,974 |
| PALMER SQUARE CLO LTD SER 2018 3R3 | 388,340 | 388,340 |
| PEACHTREE CORNERS FDG TR PFD TR 144A | 228,997 | 228,997 |
| PENSKE TRUCK LEASING CO L P SR GLBL | 302,547 | 302,547 |
| PHILLIPS 66 PARTNERS LP SR GLBL NT | 243,635 | 243,635 |
| PROGRESS RES SER 2021 SFR1 CL A | 562,459 | 562,459 |
| PROGRESS RES SER 2021 SFR4 CL A | 562,977 | 562,977 |
| PROGRESS RES TR SER 2019 SFR3 CL A | 210,309 | 210,309 |
| PSMC TRUST SER 2021 2 CL A 3 | 536,522 | 536,522 |
| PUBLIC SVC ENTERPRISE GRP INC SR | 226,753 | 226,753 |
| RABOBANK NEDERLAND GLOBAL MEDIUM | 262,340 | 262,340 |
| SABEY DATA CER ISER LLC SER 2020 01 | 162,317 | 162,317 |
| SCHLUMBERGER HLDGS CORP SR NT 144A | 234,406 | 234,406 |
| SEQUOIA MTG TR 2016-3 MTG PASS | 3,776 | 3,776 |
| SMBC AVIATION CAP FIN SR GLBL 144A | 233,377 | 233,377 |
| SPIRIT AIRLINES INC SER 2015 1 | 207,430 | 207,430 |
| STACK INFRASTRUCTURE ISSUER LLC | 187,547 | 187,547 |
| STACK INFRASTRUCTURE ISSUER LLC SECD | 562,375 | 562,375 |
| STATE STR CORP SR GLBL NT | 99,328 | 99,328 |
| STATE STR CORP SR GLBL NT | 86,595 | 86,595 |
| STORE MASTER FDG I LLC / STORE | 185,293 | 185,293 |
| SUNOCO LOGISTICS PARTNERS SR NT | 224,744 | 224,744 |
| T MOBILE USA INC SR SEC GLBL NT | 112,304 | 112,304 |
| TACO BELL FUNDING LLC SER 2021 1 CL | 371,684 | 371,684 |
| TELEFONAKTIEBOLAGET LM ERICSS SR NT | 144,609 | 144,609 |
| TEXTRON INC SR NT | 337,444 | 337,444 |
| TOYOTA MOTOR CREDIT CORP FR | 186,296 | 186,296 |
| TRANSURBAN FIN CO PTY LTD GTD SR | 81,715 | 81,715 |
| UBS COML MTG TR SER 2012 C1 CL A 3 | 9,754 | 9,754 |
| UBS GROUP AG SR 144A NT | 225,883 | 225,883 |
| UBS GROUP AG SR GLBL 144A | 201,351 | 201,351 |
| VANTAGE DATA CENTER SER 2020 1 CL A | 346,975 | 346,975 |
| VERISK ANALYTICS INC SR GLBL NT | 120,701 | 120,701 |
| WENDYS FDG LLC 2021-1 SR SECD NT CL | 377,144 | 377,144 |
| WENDYS FDG LLC SER 2019 1 CL A 2 I | 166,801 | 166,801 |
| WFRBS COML MTG TR 2013 C17 COML MTG | 446,724 | 446,724 |
| WFRBS COML MTG TR SER 2013 C12 | 412,906 | 412,906 |
| XCEL ENERGY INC SR GLBL | 204,943 | 204,943 |