| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| MACQUARIE GROUP LTD SR MEDIUM TERM 1.34%01-12-2027 | 922,823 | 922,823 |
| PVTPL MACQUARIE GROUP LTD SR 4.15% 03-27-2024 | 1,139,608 | 1,139,608 |
| ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 | 1,535,370 | 1,535,370 |
| CANADIAN NATL RY CO 3.65% 02-03-2048 | 607,955 | 607,955 |
| PVTPL AIR CANADA 2015-1A PTT 3.6% DUE 03-15-2027 | 941,791 | 941,791 |
| PVTPL NXP B V / NXP FDG LLC SR NT 144A 4.625% DUE 06-01-2023/05-23-2016 BEO | 851,949 | 851,949 |
| PVTPL TOYOTA INDS CORP FIXED 3.11% 03-12-2022 | 1,924,865 | 1,924,865 |
| AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | 1,620,450 | 1,620,450 |
| PVTPL RABOBANK NEDERLAND GLOBAL MEDIUM 3.875% 09-26-2023 | 1,364,306 | 1,364,306 |
| PVTPL CREDIT SUISSE GROUP AG 1.305% DUE 02-02-2027/02-02-2021 BEO | 703,366 | 703,366 |
| UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | 771,589 | 771,589 |
| UBS GROUP FDG 4.125% DUE 04-15-2026 | 1,418,217 | 1,418,217 |
| BAE SYS PLC 3.4% DUE 04-15-2030 | 1,726,525 | 1,726,525 |
| LLOYDS BKG GROUP FLTG RT 2.858% DUE 03-17-2023 | 752,914 | 752,914 |
| PVTPL BAE SYS HLDGS INC GTD NT 144A 3.8%DUE 10-07-2024 BEO | 804,057 | 804,057 |
| REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | 279,651 | 279,651 |
| AIR LEASE CORP 3.5% DUE 01-15-2022 | 1,501,320 | 1,501,320 |
| ALLEGION US HLDG CO INC 3.2% 10-01-2024 | 297,467 | 297,467 |
| ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | 290,558 | 290,558 |
| AMAZON COM INC 4.95% DUE 12-05-2044 | 611,909 | 611,909 |
| AMERICAN INTL GROUP INC 4.125 DUE 02-15-2024 | 1,380,561 | 1,380,561 |
| AMERN TOWER CORP 3.5% DUE 01-31-2023 | 285,486 | 285,486 |
| AQUARION CO 4% DUE 08-15-2024 | 378,521 | 378,521 |
| AT&T INC 3.5% DUE 06-01-2041 | 975,944 | 975,944 |
| AT&T INC 4.25% DUE 03-01-2027 | 346,286 | 346,286 |
| AT&T INC SR NT 144A ZERO CPN CORP BD DUE11-27-2022 | 1,986,796 | 1,986,796 |
| BANK AMER CORP 3.5% DUE 04-19-2026 | 492,535 | 492,535 |
| BANK AMER CORP 4.33% 03-15-2050 | 902,550 | 902,550 |
| BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030 | 592,530 | 592,530 |
| BERKSHIRE HATHAWAY ENERGY CO 4.05% 04-15-2025 O | 673,221 | 673,221 |
| BLOCK FINANCIAL LLC 2.5% DUE 07-15-2028 BEO | 297,577 | 297,577 |
| BROADCOM CORP/ CAYMN FI 3.875% 01-15-2027 | 371,042 | 371,042 |
| BROADCOM INC 4.11% DUE 09-15-2028 REG | 964,405 | 964,405 |
| BSTN PPTYS LTD 2.75% DUE 10-01-2026 | 1,769,902 | 1,769,902 |
| CAP 1 FINL CORP 3.3% DUE 10-30-2024 | 856,885 | 856,885 |
| CARLISLE COS INC 3.5% 12-01-2024 | 253,168 | 253,168 |
| CARRIER GLOBAL CORP 2.242% 02-15-2025 | 104,486 | 104,486 |
| CARRIER GLOBAL CORP 2.493% 02-15-2027 | 190,172 | 190,172 |
| CDW LLC/CDW FIN FIXED 3.25% DUE 02-15-2029 | 298,643 | 298,643 |
| CHARTER 6.384% DUE 10-23-2035 | 2,129,324 | 2,129,324 |
| CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | 1,504,921 | 1,504,921 |
| CIGNA CORP NEW CORP 4.125% 11-15-2025 | 1,025,185 | 1,025,185 |
| CITIGROUP INC 3.4% DUE 05-01-2026 | 1,479,433 | 1,479,433 |
| CITIGROUP INC 3.52% 10-27-2028 | 560,329 | 560,329 |
| CITIGROUP INC 4.412% DUE 03-31-2031 | 1,010,556 | 1,010,556 |
| CITRIX SYS INC 4.5% 12-01-2027 | 336,735 | 336,735 |
| COMCAST CORP NEW FIXED 3.3% DUE 04-01-2027 | 549,574 | 549,574 |
| COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | 1,365,577 | 1,365,577 |
| COMMONSPIRIT HLTH 4.187% DUE 10-01-2049 | 922,405 | 922,405 |
| COMMONWEALTH EDISON CO 3.7% 08-15-2028 | 1,635,909 | 1,635,909 |
| CONAGRA BRANDS INC 4.3% 05-01-2024 | 284,161 | 284,161 |
| DELTA AIR LINES INC DEL 2.0% 12-10-2029 REG | 1,356,292 | 1,356,292 |
| DIGITAL RLTY TR LP 3.6% DUE 07-01-2029 | 318,495 | 318,495 |
| DIGITAL RLTY TR LP FIXED 3.7% 08-15-2027 | 958,577 | 958,577 |
| DISCOVERY 3.95% DUE 03-20-2028 | 361,080 | 361,080 |
| DISNEY WALT CO 4.7% DUE 03-23-2050 | 687,119 | 687,119 |
| DOLLAR TREE INC FIXED 4.2% DUE 05-15-2028 | 277,721 | 277,721 |
| DOMINION ENERGY INC 3.3% DUE 04-15-2041 | 680,144 | 680,144 |
| DUKE ENERGY 3.95% 03-15-2048 | 396,478 | 396,478 |
| EXELON CORP 4.7% DUE 04-15-2050 REG | 323,740 | 323,740 |
| FEDEX CORP 4.05% DUE 02-15-2048 | 924,828 | 924,828 |
| FORTUNE BRANDS 4% DUE 09-21-2023 | 344,707 | 344,707 |
| GEN MTRS FINL CO FIXED 4.15% 06-19-2023 | 1,560,183 | 1,560,183 |
| GENERAL DYNAMICS CORP 4.25% DUE 04-01-2050 REG | 241,893 | 241,893 |
| GLOBAL PMTS INC 2.65% DUE 02-15-2025 | 344,404 | 344,404 |
| GOLDMAN SACHS 3.8% DUE 03-15-2030 | 997,187 | 997,187 |
| HCA INC 5.625% DUE 09-01-2028 | 292,123 | 292,123 |
| HOME DEPOT INC 3.3% DUE 04-15-2040 REG | 759,884 | 759,884 |
| HP INC 3% DUE 06-17-2027 | 244,137 | 244,137 |
| JPMORGAN CHASE & 4.203% DUE 07-23-2029 | 1,141,913 | 1,141,913 |
| JPMORGAN CHASE & CO 4.493% 03-24-2031 | 1,212,764 | 1,212,764 |
| KRAFT HEINZ FOODS 3% DUE 06-01-2026 | 342,164 | 342,164 |
| LAM RESH CORP 2.875% DUE 06-15-2050 | 326,115 | 326,115 |
| LINCOLN NATL CORP 3.4% DUE 01-15-2031 | 799,277 | 799,277 |
| LOCKHEED MARTIN 4.7% DUE 05-15-2046 | 851,732 | 851,732 |
| LOCKHEED MARTIN FIXED 2.8% DUE 06-15-2050 | 582,402 | 582,402 |
| LOWES COS INC 3.7% DUE 04-15-2046 | 373,922 | 373,922 |
| LOWES COS INC 5% DUE 04-15-2040 | 235,384 | 235,384 |
| MASTERCARD INC 3.85% DUE 03-26-2050 REG | 273,822 | 273,822 |
| MCDONALDS CORP MED TERM 3.5% 07-01-2027 | 781,308 | 781,308 |
| MICROCHIP TECHNOLOGY INC 4.25% DUE 09-01-2025 | 298,097 | 298,097 |
| MOLSON COORS 3% DUE 07-15-2026 | 289,055 | 289,055 |
| MOODYS CORP 3.1% 11-29-2061 | 1,183,236 | 1,183,236 |
| MORGAN STANLEY 3.875% DUE 01-27-2026 | 728,098 | 728,098 |
| MORGAN STANLEY FLTG RT 3.622% DUE 04-01-2031 | 1,595,796 | 1,595,796 |
| MOTOROLA SOLUTIONS 4% DUE 09-01-2024 | 346,203 | 346,203 |
| NORFOLK SOUTHN 5.1% DUE 08-01-2118 | 923,461 | 923,461 |
| NORTHROP GRUMMAN FIXED 5.25% DUE 05-01-2050 | 477,852 | 477,852 |
| OCCIDENTAL PETE CORP SR NT 0% DUE 10-10-2036 REG | 1,283,685 | 1,283,685 |
| ONCOR ELEC 3.7% DUE 11-15-2028 | 870,161 | 870,161 |
| ORACLE CORP 2.5% DUE 04-01-2025 REG | 1,425,186 | 1,425,186 |
| ORACLE CORP FIXED 2.3% DUE 03-25-2028 | 296,282 | 296,282 |
| PACIFICORP 4.125% DUE 01-15-2049 | 1,040,431 | 1,040,431 |
| PENSKE TRUCK 4.125% DUE 08-01-2023 | 1,460,843 | 1,460,843 |
| PFIZER INC 2.55% DUE 05-28-2040 | 872,621 | 872,621 |
| PHILLIPS 66 2.45% DUE 12-15-2024 | 738,537 | 738,537 |
| PVTPL BERRY GLOBAL ESCROW CORP FIXED 4.875% 07-15-2026 BEO | 298,947 | 298,947 |
| PVTPL BLACKSTONE HLDGS FIN CO L L C 2.8%DUE 09-30-2050/09-29-2020 BEO | 523,157 | 523,157 |
| PVTPL BLACKSTONE HLDGS FIN L L C SR NT 144A 3.5% DUE 09-10-2049/09-10-2019 | 1,056,730 | 1,056,730 |
| PVTPL CVS HEALTH CORP PASSTHRU CTF 7.507 DUE 01-10-2032 | 1,753,232 | 1,753,232 |
| PVTPL FERGUSON FIN PLC 4.5% 10-24-2028 | 1,275,958 | 1,275,958 |
| PVTPL FIVE CORNERS FDG TR SECS 3C7 4.419 DUE 11-15-2023 | 1,404,538 | 1,404,538 |
| PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 2.375% DUE 02-10-2023 | 825,323 | 825,323 |
| PVTPL KKR GROUP FIN CO II LLC 5.5 DUE 02-01-2043 | 645,273 | 645,273 |
| PVTPL KKR GROUP FIN CO III LLC SR NT 144A 5.125 DUE 06-01-2044/05-29-2014 | 712,801 | 712,801 |
| PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | 895,907 | 895,907 |
| PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | 230,849 | 230,849 |
| PVTPL MASSACHUSETTS MUT LIFE INS CO SURPLUS NT 3.375% 04-15-2050 | 566,321 | 566,321 |
| PVTPL SCHLUMBERGER HLDGS CORP 3.9% DUE 05-17-2028 BEO | 882,114 | 882,114 |
| QORVO INC SR NT 4.375% 10-15-2029 | 298,211 | 298,211 |
| QVC INC 4.75% DUE 02-15-2027 | 294,893 | 294,893 |
| RYDER SYS INC FIXED 3.35% DUE 09-01-2025 | 614,113 | 614,113 |
| SOUTHERN CO 3.25% DUE 07-01-2026 | 1,270,063 | 1,270,063 |
| STATE STR CORP 2.901% DUE 03-30-2026 BEO | 360,867 | 360,867 |
| STATE STR CORP 3.152% 03-30-2031 | 319,641 | 319,641 |
| STEEL DYNAMICS INC 2.4% DUE 06-15-2025 | 288,633 | 288,633 |
| SUNOCO LOGISTICS 3.9% DUE 07-15-2026 | 1,205,008 | 1,205,008 |
| T-MOBILE USA INC 3.5% 04-15-2025 | 454,696 | 454,696 |
| TEXTRON INC FIXED 3% DUE 06-01-2030 | 1,166,222 | 1,166,222 |
| TOYOTA MTR CR CORP 3.375% DUE 04-01-2030 | 686,693 | 686,693 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00166 3% 04-01-2025 | 1,911,217 | 1,911,217 |
| UNITED AIRLS PASS THRU TR 2016-2AA 2.875% DUE 04-07-2030 | 2,248,685 | 2,248,685 |
| UNITED PARCEL SERVICE 5.3% 04-01-2050 | 345,391 | 345,391 |
| UTD RENTALS N AMER 3.875% DUE 11-15-2027 | 296,350 | 296,350 |
| VA ELEC & PWR CO 3.15% DUE 01-15-2026 | 1,269,205 | 1,269,205 |
| VERISK ANALYTICS 4% DUE 06-15-2025 | 203,147 | 203,147 |
| VERISK ANALYTICS 4.125% DUE 09-12-2022 | 75,679 | 75,679 |
| VERISK ANALYTICS FIXED 3.625% DUE 05-15-2050 | 789,087 | 789,087 |
| VERIZON 3% DUE 03-22-2027 | 551,587 | 551,587 |
| VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027 | 341,245 | 341,245 |
| WESTERN DIG CORP 4.75% DUE 02-15-2026 | 294,975 | 294,975 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028 | 161,537 | 161,537 |
| WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-2026 | 136,562 | 136,562 |
| WILLIS N AMER INC 3.6% DUE 05-15-2024 | 341,494 | 341,494 |
| XCEL ENERGY INC FIXED 3.4% DUE 06-01-2030 | 752,795 | 752,795 |
| FANNIE MAE 4% 01/04/2050 4% 04-01-2050 | 742,206 | 742,206 |
| FANNIE MAE FN CB1273 2% 08-01-2051 | 2,529,473 | 2,529,473 |
| FED NATL MTG ASSN GTD MTG POOL #AL4316 7.00 10-15-2038 BEO | 90,126 | 90,126 |
| FEDERAL FARM CREDIT 3% 08-01-2050 | 2,555,052 | 2,555,052 |
| FEDERAL HOME LN MTG CORP POOL #841088 2.712% 01-01-2049 BEO | 603,896 | 603,896 |
| FEDERAL HOME LN MTG CORP POOL #841089 1.906% 06-01-2047 BEO | 593,636 | 593,636 |
| FEDERAL HOME LN MTG CORP POOL #841090 1.894% 10-01-2046 BEO | 1,137,949 | 1,137,949 |
| FEDERAL HOME LN MTG CORP POOL #G07505 7%02-01-2039 BEO | 153,293 | 153,293 |
| FEDERAL HOME LN MTG CORP POOL #G07930 3%06-01-2043 BEO | 1,532,630 | 1,532,630 |
| FEDERAL HOME LN MTG CORP POOL #G60587 4%02-01-2046 BEO | 1,040,262 | 1,040,262 |
| FEDERAL HOME LN MTG CORP POOL #J20909 3.5% 10-01-2022 BEO | 278 | 278 |
| FEDERAL HOME LN MTG CORP POOL #RA-2572 3.5% 05-01-2050 | 824,552 | 824,552 |
| FEDERAL HOME LN MTG CORP POOL #Z40117 FIXED 3% 04-01-2045 BEO | 2,029,383 | 2,029,383 |
| FEDERAL HOME LN MTG CORP POOL #Z40126 6%04-01-2036 BEO | 2,485,893 | 2,485,893 |
| FEDERAL HOME LN MTG CORP POOL #ZT1748 5%01-01-2049 BEO | 567,305 | 567,305 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 04-01-2050 | 715,030 | 715,030 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 04-01-2051 | 1,703,452 | 1,703,452 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 11-01-2035 | 985,779 | 985,779 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 06-01-2050 | 1,168,437 | 1,168,437 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK7791 4.5% 03-01-2042 BEO | 41,103 | 41,103 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3757 5% 03-01-2027 BEO | 12,280 | 12,280 |
| FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | 1,275,421 | 1,275,421 |
| FHLMC MULTICLASS SER 19-4 CLS MA 3.0% DUE 02-25-2059 REG | 721,015 | 721,015 |
| FHLMC MULTICLASS TRANCHE 3.5% DUE 08-25-2058 REG | 833,233 | 833,233 |
| FHLMC POOL # RA3205 2.0% 08-01-2050 | 1,122,993 | 1,122,993 |
| FHLMC POOL #RA-2790 2.5% 08-25-2025 | 1,836,973 | 1,836,973 |
| FHLMC POOL #RA-3206 2.0% 08-01-2050 | 874,619 | 874,619 |
| FHLMC POOL #RA-3607 3.0% 09-01-2050 | 1,228,253 | 1,228,253 |
| FNMA 2% 08-01-2050 | 791,552 | 791,552 |
| FNMA 2.5% 10-01-2050 | 648,615 | 648,615 |
| FNMA POOL # CA3641 4.0% 06-01-2049 REG | 688,759 | 688,759 |
| FNMA POOL #888009 6.5% 12-01-2034 BEO | 623,766 | 623,766 |
| FNMA POOL #AR9221 3% 03-01-2043 BEO | 504,411 | 504,411 |
| FNMA POOL #AY8188 4% DUE 04-01-2045 BEO | 1,939,338 | 1,939,338 |
| FNMA POOL #BJ0644 3.5% 03-01-2048 BEO | 3,809,789 | 3,809,789 |
| FNMA POOL #BM3325 3% 10-01-2046 BEO | 1,329,136 | 1,329,136 |
| FNMA POOL #BM3694 4% 11-01-2037 BEO | 2,851,665 | 2,851,665 |
| FNMA POOL #BM3719 4.5% 12-01-2045 BEO | 2,608,799 | 2,608,799 |
| FNMA POOL #BM3897 4.5% 04-01-2048 BEO | 702,290 | 702,290 |
| FNMA POOL #BM6373 2.356% 04-01-2047 BEO | 720,670 | 720,670 |
| FNMA POOL #BP2898 4.0% DUE 03-01-2050 REG | 416,078 | 416,078 |
| FNMA POOL #BP5462 2.5% 01-25-2025 | 403,381 | 403,381 |
| FNMA POOL #BQ2600 2% DUE 10-01-2050 | 964,777 | 964,777 |
| FNMA POOL #BQ3132 2.0% DUE 10-01-2050 | 711,567 | 711,567 |
| FNMA POOL #CA6871 2.5% DUE 08-01-2035 BEO | 1,171,163 | 1,171,163 |
| FNMA POOL #CA6872 2.5% 08-01-2035 | 1,526,135 | 1,526,135 |
| FNMA POOL #FM1000 3% 04-01-2047 BEO | 1,096,573 | 1,096,573 |
| FNMA POOL #FM1130 3% 10-01-2044 BEO | 473,401 | 473,401 |
| FNMA POOL #FM1266 5% 07-01-2049 BEO | 595,715 | 595,715 |
| FNMA POOL #FM2674 4% 03-01-2050 BEO | 485,095 | 485,095 |
| FNMA POOL #FM3268 3.5% 03-01-2050 BEO | 523,906 | 523,906 |
| FNMA POOL #FM4330 2.5% 10-01-2050 BEO | 1,008,023 | 1,008,023 |
| FNMA POOL #FM4512 3.5% 04-01-2050 BEO | 737,414 | 737,414 |
| FNMA POOL #FM4532 3% 09-01-2050 BEO | 1,327,722 | 1,327,722 |
| FNMA POOL #FM4622 3% 07-01-2050 BEO | 1,182,727 | 1,182,727 |
| FNMA POOL #FM7341 4% 03-01-2048 BEO | 1,001,479 | 1,001,479 |
| FNMA POOL #FM7784 4.5% 11-01-2046 BEO | 788,423 | 788,423 |
| FNMA POOL #FM7785 4% 05-01-2049 BEO | 2,100,921 | 2,100,921 |
| FNMA POOL #FM8839 2% 09-01-2051 BEO | 930,139 | 930,139 |
| FNMA POOL #FM8968 3% 04-01-2048 BEO | 2,254,451 | 2,254,451 |
| FNMA POOL #FM9728 2.5% 11-01-2051 BEO | 2,117,292 | 2,117,292 |
| FNMA POOL #RA2853 2.5% DUE 06-01-2050 REG | 1,554,437 | 1,554,437 |
| FNMA REMIC SER 2012-111 CL-B 7 DUE 10-25-2042 REG | 40,586 | 40,586 |
| FREDDIE MAC 01/12/2049 4% 12-01-2049 | 940,842 | 940,842 |
| FREDDIE MAC POOL #ZT1949 5.0% DUE 05-25-2023 REG | 297,863 | 297,863 |
| FREDDIE MAC SEASONED CR RISK SER 2021-2 CL MA 2% 11-25-2060 | 857,135 | 857,135 |
| FREDDIE MAC SEASONED CR RISK TRANSFER TRSER 18-3 CL MA 3.5% 08-25-2057 | 458,718 | 458,718 |
| GNMA POOL #784638 SER 2046 4% DUE 09-15-2046 BEO | 1,296,713 | 1,296,713 |
| GNMA POOL #785283 2.5% 01-20-2051 BEO | 2,734,414 | 2,734,414 |
| GNMA POOL #AN2977 4.5% 09-20-2045 BEO | 1,600,737 | 1,600,737 |
| GNMA POOL #BB4699 4.5% 08-20-2047 BEO | 1,613,884 | 1,613,884 |
| GOVERNMENT NATIONAL MORTGAGE A G2 CG34252.5% 09-20-2051 | 870,554 | 870,554 |
| PVTPL FHLMC MULTICLASS SER 20-1 CLS MA 2.5% 08-25-2059 | 562,612 | 562,612 |
| AMSR 2020-SFR5 TR SINGLE FAMILY RENT 1.379% 11-17-2037 | 881,258 | 881,258 |
| BANK 2018-BNK14 SER 2008-BN14 CL ASB 4.185% 09-15-2060 REG | 959,554 | 959,554 |
| BENCHMARK 2020-IG3 MTG TR MTG PASSTHRU CTF CL A4 144A 2.4369% 09-15-2048 | 1,162,865 | 1,162,865 |
| BX COML MTG TR FLTG RT 1.09657% DUE 09-15-2036 | 968,684 | 968,684 |
| CMO BANK 2021-BNK36 SR 21-BN36 CL A5 2.325% 09-15-2064 | 1,298,935 | 1,298,935 |
| CMO BBCMS MTG TR SER 2021-C9 CL A5 2.216% DUE 02-15-2054 REG | 879,759 | 879,759 |
| CMO BENCHMARK 2019-B15 MTG TR A5 2.928% DUE 12-15-2072 | 734,026 | 734,026 |
| CMO CITIGROUP COML MTG TR SER 2018-C6 CL A3 11-10-2051 | 605,853 | 605,853 |
| CMO COMM 2012-CCRE5 MTG TR MTG PASSTHRU CTF CL A-3 2.54% DUE 12-10-2045 REG | 2,968,819 | 2,968,819 |
| CMO MORGAN STANLEY CAP I TR 2021-L5 CL A4 2.661% DUE 04-15-2031 BEO | 894,533 | 894,533 |
| CMO UBS COML MTG TR 2012-C1 COML MTG PASSTHRU CTF CL A-3 3.4 05-10-2045 | 25,421 | 25,421 |
| CMO WFRBS COML MTG TR 2012-C10 WFRBS MTGTR 2012-C10 CL A3 2.875 12-15-45 | 2,157,220 | 2,157,220 |
| COMM 2013-CCRE8 FLTG RT 3.612% DUE 06-10-2046 | 1,232,956 | 1,232,956 |
| CVS HEALTH CORP PASSTHRU CTF 5.773% DUE 01-10-2033/03-10-2011 BEO SF 06-10-2 | 898,128 | 898,128 |
| GS MTG SECS TR 2.86% DUE 06-10-2046 | 1,014,361 | 1,014,361 |
| GS MTG SECS TR 3.377% DUE 05-10-2045 | 409,024 | 409,024 |
| HOME PARTNERS AMER 1.901% DUE 12-17-2026 | 970,815 | 970,815 |
| J P MORGAN CHASE COML MTG SECS 2012-CBX PASSTHRU CTF CL A-4 3.4834 06-15-204 | 388,825 | 388,825 |
| MORGAN STANLEY CAP 3.809% DUE 12-15-2048 | 895,968 | 895,968 |
| OAK STR INVT GRADE NET LEASE FD SER NET LEASE MTG NTS SER CL 1.85% 11-20-205 | 1,286,904 | 1,286,904 |
| PVTPL AMSR 2021-SFR2 TR 17/08/2026 1.527% DUE 08-17-2038 BEO | 845,501 | 845,501 |
| PVTPL CMO BX COML MTG TR 2019-XL COML MTG PASSTHRU CTF CL A 144A 10-15-203 | 1,572,137 | 1,572,137 |
| UBS COMMERCIAL MORTGAGE TRUSTSER 2018-C13 CL ASB 4.241% 10-15-2051 | 1,357,965 | 1,357,965 |
| PVTPL PALMER SQUARE CLO SER 13-2A CL A-1A-3 FLTG 10-17-2031 | 1,015,276 | 1,015,276 |
| GM FINL CNSMR 2.97% DUE 11-16-2023 | 307,004 | 307,004 |
| PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO | 897,043 | 897,043 |
| PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | 615,553 | 615,553 |
| PVTPL DB MASTER FIN LLC 21-1A CL A23 2.791% DUE 11-20-2051 BEO | 1,510,173 | 1,510,173 |
| PVTPL DOMINOS PIZZA MASTER ISSUER LLC SER 21-1A CL A2I 2.662% 4-25-2051 | 1,149,066 | 1,149,066 |
| PVTPL FIRSTKEY HOMES 2020-SFR2 TRUST SER20-SFR2 CL A 1.266% 10-19-2037 | 243,058 | 243,058 |
| PVTPL FORD CR AUTO OWNER TR 2020-REV1 SER 20-1 CLS A 2.04% 08-15-2031 | 1,527,363 | 1,527,363 |
| PVTPL IINVITATION HOMES SER 2018-SFR1 CLS A FLTG 03-17-2037 BEO | 533,435 | 533,435 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-206 | 826,243 | 826,243 |
| PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO | 473,920 | 473,920 |
| PVTPL NEXTGEAR FLOORPLAN MASTER SER 19-1A CL A2 02-15-2024 | 2,096,016 | 2,096,016 |
| PVTPL OAK STREET INVESTMENT SER 21-A1 CLA1 1.48% DUE 01-20-2051 BEO | 481,234 | 481,234 |
| PVTPL SABEY DATA CTR ISSUER LLC SECD DATA CTR REV TERM NT 144A 3C7 SER 20 | 633,793 | 633,793 |
| PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047 | 832,912 | 832,912 |
| PVTPL STACK INFRASTRUCTURE ISSUER LLC SECD DATA CTR REV TERM NT 144A SER | 1,435,705 | 1,435,705 |
| PVTPL STACK INFRASTRUCTURE ISSUER LLC SER 19-2A CL A2 3.08% DUE 10-25-2044 | 618,771 | 618,771 |
| PVTPL TACO BELL FDG LLC 2021-1 SR SECD NT CL A-2-II 2.294% 08-25-2051 | 899,553 | 899,553 |
| PVTPL VANTAGE DATA CTRS ISSUER LLC SR 20-1A CL A2 1.645% 09-15-2045 | 1,452,675 | 1,452,675 |
| PVTPL WENDYS FDG LLC SER 21-1A CL A-2-I 144A 2.37% 06-15-2051 | 855,379 | 855,379 |
| PVTPL WIND RIV 2021-3 CLO LTD/WIND RIV SER 21-3A CL A FLTG RT DUE 07-20-2033 | 904,004 | 904,004 |
| SMALL BUSINESS 2.57% DUE 11-01-2036 | 703,859 | 703,859 |
| SMALL BUSINESS ADMIN GTD SER 2016-20I CL 1 2.03% 09-01-2036 | 248,624 | 248,624 |
| SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2018-20H CL 1 3.58% 08-01-2038 R | 1,564,303 | 1,564,303 |
| SMALL BUSINESS ADMIN GTD DEV PARTN CTF SR-2018-20B CL-1 3.22% 02-01-2038 | 1,832,398 | 1,832,398 |
| TOYOTA AUTO RECEIVABLES 2018-C ASSET BACKED NT CL A-3 3.29% DUE 12-15-2022 | 61,196 | 61,196 |
| TRICON AMERN HOMES 2020-SFR1 CL A 1.499% 07-17-2038 | 379,740 | 379,740 |
| VERIZON OWNER TR 2018-A SR 18-A CL A1A 3.23% 04-20-2023 | 7,025 | 7,025 |
| CF HIPPOLYTA 1.53% DUE 03-15-2061 | 329,413 | 329,413 |
| CIM TR 2020-INV1 MTG PASS THRU CTF CL A-2 2.5% 04-25-2050 | 383,005 | 383,005 |
| FLAGSTAR MTG TR FLTG RT 2.5% DUE 08-25-2051 | 1,705,284 | 1,705,284 |
| GS MTG-BACKED SECS 3% DUE 01-25-2051 | 384,679 | 384,679 |
| GS MTG-BACKED SECS TR 2020-INV1 2.95873%10-25-2050 | 619,849 | 619,849 |
| J P MORGAN MTG TR 2021-1 MTG PASS THRU CTF CL A-3 2.5% 06-25-2051 | 646,309 | 646,309 |
| J P MORGAN MTG TR 2021-3 MTG PASS THRU CTF CL A-3 2.5% 07-25-2051 | 1,146,159 | 1,146,159 |
| METLIFE SECURITIZATION TR 2020-INV1 RESDNTL MTG BKD SECS 144A 2.5 05-25- | 453,521 | 453,521 |
| PROGRESS RESIDENTIAL TR 2019-SFR3 CL A 2.271% 144A 17/09/2036 | 1,509,443 | 1,509,443 |
| PVTPL CMO CSMC TR 2013-6 MTG PASSTHRU CTF CL 1-A-1 144A VAR RT DUE 07-25-2 | 292,695 | 292,695 |
| PVTPL CMO SEQUOIA MTG TR 2021-1 25/03/2051 VAR RT DUE 03-25-2051 BEO | 862,350 | 862,350 |
| WELLS FARGO MTG BACKED SECS 2.5% 08-25-2051 | 815,815 | 815,815 |