| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 1011778 BC ULC / NEW RED 144A | 366,989 | 366,989 |
| 1-800 CONTACTS 11/20 COV-LITE | 246,522 | 246,522 |
| AASET 2018-2 US LTD 2A A 144A | 599,386 | 599,386 |
| AASET 2021-1 TRUST 1A A 144A | 594,504 | 594,504 |
| ABN AMRO BANK NV 144A | 366,324 | 366,324 |
| ABPCI DIRECT LEND 1A A1A2 144A | 502,065 | 502,065 |
| ABPCI DIRECT LENDI 5A A1R 144A | 496,910 | 496,910 |
| AERCAP IRELAND CAPITAL DAC / A | 271,802 | 271,802 |
| AFN ABSPROP001 LLC 1A A2 144A | 923,648 | 923,648 |
| AIR CANADA 8/21 TLB | 197,916 | 197,916 |
| ABPCI DIRECT LENDI 1A A1R 144A | 1,000,100 | 1,000,100 |
| AES CORP/THE 144A | 356,638 | 356,638 |
| ALCOA NEDERLAND HOLDING B 144A | 207,016 | 207,016 |
| ALTICE FRANCE SA/FRANCE 144A | 224,063 | 224,063 |
| AMAZON.COM INC | 862,028 | 862,028 |
| AMCOR FLEXIBLES NORTH AMERICA | 221,203 | 221,203 |
| AMERICAN BATH 1/21 COV-LITE TL | 337,032 | 337,032 |
| AMERICAN EQUITY INVESTMENT LIF | 109,706 | 109,706 |
| AMERICAN FINANCIAL GROUP INC/O | 302,503 | 302,503 |
| AMERICAN HOME MORTGAGE 1 GIOP | 376,240 | 376,240 |
| AMERICAN INTERNATIONAL GROUP I | 1,040,659 | 1,040,659 |
| AMERICAN TOWER CORP | 371,400 | 371,400 |
| AMERICREDIT AUTOMOBILE REC 1 C | 237,588 | 237,588 |
| AMERICO LIFE INC 144A | 252,459 | 252,459 |
| AMERICREDIT AUTOMOBILE REC 3 B | 474,700 | 474,700 |
| ANCHORAGE CREDIT F 13A A1 144A | 980,840 | 980,840 |
| ANCHORAGE CREDIT F 3A A1R 144A | 474,610 | 474,610 |
| ANCHORAGE CREDIT FU 4A AR 144A | 974,600 | 974,600 |
| ANGLO AMERICAN CAPITAL PL 144A | 565,059 | 565,059 |
| ANTHEM INC | 488,170 | 488,170 |
| API GROUP DE INC 144A | 92,160 | 92,160 |
| APTIV PLC / APTIV CORP | 199,067 | 199,067 |
| APTTUS/CONGA 5/21 COV-LITE TL | 99,085 | 99,085 |
| APOLLO MANAGEMENT HOLDING 144A | 149,330 | 149,330 |
| ARAMARK SERVICES INC 144A | 19,592 | 19,592 |
| ARBYS FUNDING LLC 1A A2 144A | 470,933 | 470,933 |
| ARDAGH PACKAGING FINANCE 144A | 414,275 | 414,275 |
| ARES FINANCE CO II LLC 144A | 604,151 | 604,151 |
| ARIZONA PUBLIC SERVICE CO | 243,449 | 243,449 |
| ASSET BACKED SECURITIES HE1 M1 | 981,840 | 981,840 |
| ARCH CAPITAL GROUP LTD | 294,560 | 294,560 |
| ARTERA SERVICES LLC 144A | 98,750 | 98,750 |
| ASSURED GUARANTY US HOLDINGS I | 274,901 | 274,901 |
| BDS 2021-FL8 FL8 E 144A | 708,338 | 708,338 |
| ASSURANT INC | 435,614 | 435,614 |
| AT&T INC | 1,352,723 | 1,352,723 |
| AVANTOR FUNDING INC 144A | 197,500 | 197,500 |
| BANK 2017-BNK8 BNK8 AS | 604,560 | 604,560 |
| BANK 2019-BNK23 BN23 AS | 1,597,250 | 1,597,250 |
| BANK OF AMERICA CORP | 3,456,077 | 3,456,077 |
| BANK OF NEW YORK MELLON CORP/T | 740,145 | 740,145 |
| BEAR STEARNS ASSET BACK HE9 3A | 752,413 | 752,413 |
| BELROSE FUNDING TRUST 144A | 429,230 | 429,230 |
| BENCHMARK 2018-B6 MORTGA B6 AS | 150,749 | 150,749 |
| BENCHMARK 2018-B8 MORTGA B8 AS | 632,202 | 632,202 |
| BENCHMARK 2019-B10 MORT B10 XA | 1,505,037 | 1,505,037 |
| BIFM/BROOKFIELD GLOBAL 5/19 | 387,183 | 387,183 |
| BOARDWALK PIPELINES LP | 378,305 | 378,305 |
| BOEING CO/THE | 3,935,941 | 3,935,941 |
| BOXER PARENT CO INC 144A | 181,395 | 181,395 |
| BP CAPITAL MARKETS PLC | 1,513,775 | 1,513,775 |
| BRITISH AIRWAYS 2020-1 CL 144A | 593,219 | 593,219 |
| BROADCOM INC | 856,509 | 856,509 |
| BROADCOM INC 144A | 217,364 | 217,364 |
| BROOKFIELD FINANCE INC | 159,263 | 159,263 |
| BROOKFIELD FINANCE LLC | 70,209 | 70,209 |
| BX COMMERCIAL MORTG FOX A 144A | 246,955 | 246,955 |
| BXMT 2020-FL3 LTD FL3 C 144A | 246,698 | 246,698 |
| CALIFORNIA INSTITUTE OF TECHNO | 342,800 | 342,800 |
| CAPITAL ONE FINANCIAL CORP | 819,320 | 819,320 |
| CAPMARK MILITARY H ROBS A 144A | 500,499 | 500,499 |
| CARPENTER TECHNOLOGY CORP | 276,114 | 276,114 |
| CARS-DB4 LP 1A A6 144A | 246,859 | 246,859 |
| CASCADE FUNDING MOR RM2 A 144A | 491,527 | 491,527 |
| CCO HOLDINGS LLC / CCO HO 144A | 45,375 | 45,375 |
| CDW LLC / CDW FINANCE CORP | 324,258 | 324,258 |
| CENTENE CORP | 210,788 | 210,788 |
| CERBERUS LOAN FUNDIN 1A A 144A | 996,140 | 996,140 |
| CERBERUS LOAN FUNDIN 2A A 144A | 996,920 | 996,920 |
| CERBERUS LOAN FUNDIN 3A A 144A | 1,004,480 | 1,004,480 |
| CHARLES SCHWAB CORP/THE | 628,684 | 628,684 |
| CHARTER COMMUNICATIONS OPERATI | 1,078,613 | 1,078,613 |
| CHENIERE CORPUS CHRISTI HLDGS | 1,008,942 | 1,008,942 |
| CHENIERE CORPUS CHRISTI HOLDIN | 369,737 | 369,737 |
| CHOICE HOTELS INTERNATIONAL IN | 544,594 | 544,594 |
| CIM TRUST 2021-J1 J1 A1 144A | 191,433 | 191,433 |
| CITADEL SECURITIES 1/21 TLB | 591,564 | 591,564 |
| CITIGROUP COMMERCI SMRT A 144A | 632,394 | 632,394 |
| CITIGROUP COMMERCIA PRM A 144A | 498,105 | 498,105 |
| CITIGROUP INC | 996,129 | 996,129 |
| CITIGROUP INC | 1,998,306 | 1,998,306 |
| CLEARWAY ENERGY OPERATING 144A | 93,510 | 93,510 |
| CNO FINANCIAL GROUP INC | 177,600 | 177,600 |
| COLD STORAGE TRUST ICE5 A 144A | 680,036 | 680,036 |
| CORP NACIONAL DEL COBRE D 144A | 150,153 | 150,153 |
| COSTAR GROUP INC 144A | 1,060,344 | 1,060,344 |
| CREDIT-BASED ASSET SERV CB2 AV | 651,181 | 651,181 |
| CROWN CASTLE INTERNATIONAL COR | 269,798 | 269,798 |
| CSC HOLDINGS LLC 144A | 212,330 | 212,330 |
| CSMC 2020-RPL5 TR RPL5 A1 144A | 916,302 | 916,302 |
| CUSHMAN & WAKEFIELD US BO 144A | 66,880 | 66,880 |
| CVS HEALTH CORP | 356,300 | 356,300 |
| DAVITA INC 144A | 533,772 | 533,772 |
| DELTA AIR LINES INC / SKY 144A | 503,305 | 503,305 |
| DELTA AIR LINES INC 144A | 1,709,091 | 1,709,091 |
| DEUTSCHE ALT-A SECURITI OA2 A1 | 379,056 | 379,056 |
| DOMINION ENERGY INC | 223,444 | 223,444 |
| DR HORTON INC | 107,103 | 107,103 |
| DRYDEN 37 SENIOR LO 37A Q 144A | 820,940 | 820,940 |
| DUFF & PHELPS 4/20 (USD) COV-L | 98,130 | 98,130 |
| DUKE REALTY LP | 357,896 | 357,896 |
| DUPONT DE NEMOURS INC | 271,211 | 271,211 |
| ELANCO ANIMAL HEALTH 8/20 COV- | 93,075 | 93,075 |
| ENDO LUXEMBOURG FINANCE C 144A | 182,500 | 182,500 |
| ENERGY TRANSFER LP | 373,527 | 373,527 |
| EQUITABLE HOLDINGS INC | 835,125 | 835,125 |
| EQUITABLE HOLDINGS INC | 198,100 | 198,100 |
| EVEREST REINSURANCE HOLDINGS I | 356,460 | 356,460 |
| EXELON CORP | 252,928 | 252,928 |
| FALCON AEROSPACE LTD 1 A 144A | 509,022 | 509,022 |
| FERGUSON FINANCE PLC 144A | 237,963 | 237,963 |
| BECLE SAB DE CV 144A | 310,485 | 310,485 |
| BIMBO BAKERIES USA INC 144A | 187,002 | 187,002 |
| BLOCK INC 144A | 94,522 | 94,522 |
| BRAVO RESIDENTIAL FU R1 A 144A | 705,240 | 705,240 |
| BRITISH TELECOMMUNICATION 144A | 475,000 | 475,000 |
| BRITISH TELECOMMUNICATIONS PLC | 136,452 | 136,452 |
| BRSP 2021-FL1 LTD FL1 D 144A | 990,860 | 990,860 |
| BX COMMERCIAL MORT SOAR B 144A | 390,716 | 390,716 |
| BX COMMERCIAL MORT VOLT E 144A | 481,015 | 481,015 |
| BX COMMERCIAL MORTG XL2 B 144A | 285,996 | 285,996 |
| CARS-DB5 LP 1A A4 144A | 457,155 | 457,155 |
| CELLNEX FINANCE CO SA 144A | 487,392 | 487,392 |
| CENTRAL GARDEN & PET CO 144A | 135,000 | 135,000 |
| CERBERUS LOAN FUNDI 1A AR 144A | 497,460 | 497,460 |
| CF HIPPOLYTA ISSUER 1 B1 144A | 217,225 | 217,225 |
| CHARTER NEX 6/21 COV-LITE TL | 588,797 | 588,797 |
| CITRIX SYSTEMS INC | 340,697 | 340,697 |
| CMFT NET LEASE MASTE 1 A6 144A | 456,900 | 456,900 |
| CONFLUENT HEALTH 10/21 COV-LIT | 81,272 | 81,272 |
| DB MASTER FINANCE 1A A23 144A | 935,199 | 935,199 |
| DCP MIDSTREAM OPERATING LP | 90,000 | 90,000 |
| DOMINO'S PIZZA MA 1A A2II 144A | 453,528 | 453,528 |
| DRIVE AUTO RECEIVABLES TRU 1 C | 295,515 | 295,515 |
| ENEL FINANCE INTERNATIONA 144A | 164,984 | 164,984 |
| EPIC HEALTH 6/21 DELAYED TL | 41,274 | 41,274 |
| EXPRESS OIL/MAVIS TIRE 4/21 TL | 247,470 | 247,470 |
| EXTENDED STAY AMERI ESH D 144A | 244,726 | 244,726 |
| FAIRFAX FINANCIAL HOLDINGS LTD | 580,190 | 580,190 |
| FHLMC POOL #QA-7336 | 444,253 | 444,253 |
| FHLMC POOL #QA-7479 | 287,635 | 287,635 |
| FHLMC POOL #QB-0098 | 587,723 | 587,723 |
| FHLMC POOL #RA-2314 | 308,389 | 308,389 |
| FHLMC POOL #SB-0240 | 758,168 | 758,168 |
| FHLMC POOL #SD-8190 | 1,329,229 | 1,329,229 |
| FHLMC POOL #SD-8202 | 395,341 | 395,341 |
| FHLMC POOL #WA-2500 | 1,876,665 | 1,876,665 |
| FIRSTKEY HOMES 202 SFR1 A 144A | 397,013 | 397,013 |
| FIRSTKEY HOMES 202 SFR1 B 144A | 476,957 | 476,957 |
| FIRSTKEY HOMES 202 SFR2 B 144A | 227,060 | 227,060 |
| FIRSTKEY HOMES 202 SFR3 B 144A | 280,650 | 280,650 |
| FIRSTKEY REVOLVING TR 2021-A | 963,470 | 963,470 |
| FNMA POOL #0AL7118 | 568,188 | 568,188 |
| FNMA POOL #0AL7936 | 408,835 | 408,835 |
| FNMA POOL #0AN6433 | 1,887,686 | 1,887,686 |
| FNMA POOL #0AN6434 | 1,143,090 | 1,143,090 |
| FNMA POOL #0AN7141 | 1,415,314 | 1,415,314 |
| FNMA POOL #0AN7503 | 2,074,480 | 2,074,480 |
| FNMA POOL #0AN8398 | 940,097 | 940,097 |
| FNMA POOL #0AN9573 | 1,616,730 | 1,616,730 |
| FNMA POOL #0AS3448 | 122,309 | 122,309 |
| FNMA POOL #0BO5415 | 283,605 | 283,605 |
| FNMA POOL #0BP6618 | 354,264 | 354,264 |
| FNMA POOL #0CA4427 | 257,452 | 257,452 |
| FNMA POOL #0CA4558 | 284,428 | 284,428 |
| FNMA POOL #0MA4580 | 652,308 | 652,308 |
| FORD CREDIT FLOORPLAN MAST 2 B | 750,720 | 750,720 |
| FREDDIE MAC STRUC DNA7 M1 144A | 245,188 | 245,188 |
| FS KKR CAPITAL CORP | 460,034 | 460,034 |
| GLOBAL ATLANTIC FIN CO 144A | 329,875 | 329,875 |
| GLOBAL ATLANTIC FIN CO 144A | 223,368 | 223,368 |
| GM FINANCIAL AUTOMOBILE LE 2 B | 242,033 | 242,033 |
| GOLUB CAPITAL PAR 16A BR2 144A | 1,989,220 | 1,989,220 |
| GOLUB CAPITAL PAR 33A AR2 144A | 999,520 | 999,520 |
| GOLUB CAPITAL PART 49A CR 144A | 488,435 | 488,435 |
| GOLUB CAPITAL PARTN 54A C 144A | 738,420 | 738,420 |
| GXO LOGISTICS INC 144A | 86,723 | 86,723 |
| HIGHTOWER 4/21 COV-LITE DELAYE | 79,750 | 79,750 |
| HIGHTOWER 4/21 COV-LITE TLB | 198,000 | 198,000 |
| HOME PARTNERS OF AMER 2 B 144A | 319,496 | 319,496 |
| HOME POINT CAPITAL INC 144A | 81,931 | 81,931 |
| HOTWIRE FUNDING LLC 1 B 144A | 281,121 | 281,121 |
| HPEFS EQUIPMENT TRUS 1A C 144A | 674,996 | 674,996 |
| IMPERIAL FUND MOR NQM2 A3 144A | 246,840 | 246,840 |
| INTERNATIONAL-MATEX TANK TERMI | 128,712 | 128,712 |
| ITT HOLDINGS LLC 144A | 323,302 | 323,302 |
| JBS USA LUX SA / JBS USA 144A | 310,094 | 310,094 |
| JEFFERIES FINANCE LLC / J 144A | 335,118 | 335,118 |
| JEFFERIES GROUP LLC / JEFFERIE | 540,888 | 540,888 |
| JP MORGAN MORTGAGE T 8 A4 144A | 245,821 | 245,821 |
| KKR CORE HOLDING CO LL | 273,993 | 273,993 |
| KKR GROUP FINANCE CO X LL 144A | 124,943 | 124,943 |
| K-MAC 7/21 COV-LITE TL | 197,126 | 197,126 |
| LCCM 2021-FL3 TRUS FL3 AS 144A | 541,750 | 541,750 |
| LCCM 2021-FL3 TRUST FL3 A 144A | 840,939 | 840,939 |
| LEGACY MORTGAGE AS GS3 A1 144A | 426,406 | 426,406 |
| LGC 3/21 (USD) TLB | 489,436 | 489,436 |
| LOANCORE 2021-CRE6 CRE6 C 144A | 1,223,275 | 1,223,275 |
| LUNAR 2021-1 STRUCTUR 1 A 144A | 422,303 | 422,303 |
| MACQUARIE GROUP LTD 144A | 530,394 | 530,394 |
| MACY'S RETAIL HOLDINGS LL 144A | 248,125 | 248,125 |
| MAGALLANES INC 144A | 707,773 | 707,773 |
| MAPLE GROVE FUNDING TRUST 144A | 585,735 | 585,735 |
| MATTEL INC 144A | 230,933 | 230,933 |
| MCGRAW-HILL EDUCATION INC 144A | 429,197 | 429,197 |
| MHP 2021-STOR STOR B 144A | 269,649 | 269,649 |
| MHP 2022-MHIL MHIL A 144A | 195,988 | 195,988 |
| MIDWEST PHYSICIAN/DUPAGE MEDIC | 146,038 | 146,038 |
| MISSION VETERINARY 4/21 TL | 197,006 | 197,006 |
| MOZART DEBT MERGER SUB IN 144A | 692,813 | 692,813 |
| NATIONAL AUSTRALIA BANK L 144A | 499,153 | 499,153 |
| NAVIGATOR AIRCRAFT AB 1 A 144A | 451,411 | 451,411 |
| NIPPON LIFE INSURANCE CO 144A | 325,944 | 325,944 |
| NORFOLK SOUTHERN CORP | 92,997 | 92,997 |
| OLD REPUBLIC INTERNATIONAL COR | 556,482 | 556,482 |
| ORION ADVISOR 3/21 COV-LITE TL | 98,288 | 98,288 |
| OSAT 2021-RPL1 TR RPL1 A1 144A | 592,598 | 592,598 |
| PACIFIC BELLS 10/21 COV-LITE T | 195,711 | 195,711 |
| PALMER SQUARE LOAN 1A A2 144A | 1,000,000 | 1,000,000 |
| PARAMOUNT GLOBAL | 1,685,445 | 1,685,445 |
| PENN MUTUAL LIFE INSURANC 144A | 133,161 | 133,161 |
| PETIQ 4/21 TL | 493,769 | 493,769 |
| PETVET CARE 1/21 TL | 594,729 | 594,729 |
| PRIMERICA INC | 230,668 | 230,668 |
| PROGRESS ENERGY INC | 108,918 | 108,918 |
| PROGRESS RESIDENTI SFR4 B 144A | 411,647 | 411,647 |
| PROGRESS RESIDENTI SFR9 B 144A | 270,258 | 270,258 |
| PRPM 2021-5 LLC 5 A1 144A | 648,458 | 648,458 |
| QATAR ENERGY 144A | 639,685 | 639,685 |
| QUIRCH FOODS 10/21 COV-LITE TL | 297,000 | 297,000 |
| RCKT MORTGAGE TRUST 5 A5 144A | 269,244 | 269,244 |
| RENAISSANCERE HOLDINGS LTD | 253,440 | 253,440 |
| ROCKET MORTGAGE LLC / ROC 144A | 495,000 | 495,000 |
| ROYALTY PHARMA PLC | 599,662 | 599,662 |
| SAFEHOLD OPERATING PARTNERSHIP | 528,804 | 528,804 |
| SAN DIEGO GAS & ELECTRIC CO | 237,339 | 237,339 |
| SANTANDER DRIVE AUTO RECEI 4 B | 482,765 | 482,765 |
| SCOTTS MIRACLE-GRO CO/THE | 130,799 | 130,799 |
| SHERWIN-WILLIAMS CO/THE | 48,786 | 48,786 |
| SMRT 2022-MINI MINI A 144A | 493,430 | 493,430 |
| SOCIETE GENERALE SA 144A | 313,667 | 313,667 |
| SONIC CAPITAL LLC 1A A2II 144A | 423,641 | 423,641 |
| SPRITE 2021-1 LTD 1 A 144A | 223,538 | 223,538 |
| STADCO LA LLC | 444,565 | 444,565 |
| STEWART INFORMATION SERVICES C | 273,075 | 273,075 |
| SUMITOMO LIFE INSURANCE C 144A | 336,420 | 336,420 |
| TD SYNNEX CORP 144A | 526,047 | 526,047 |
| THL CREDIT LAKE SH 1A A1R 144A | 501,155 | 501,155 |
| THYSSENKRUPP ELEVATOR 6/21 | 146,561 | 146,561 |
| TOWD PT REVOLVING 22-A AE 144A | 745,575 | 745,575 |
| TRITON CONTAINER INTERNAT 144A | 274,326 | 274,326 |
| TRUSTAGE FINANCIAL GROUP 144A | 250,883 | 250,883 |
| UPC BROADBAND FINCO BV 144A | 330,852 | 330,852 |
| UPC FINANCING 4/21 AX TL | 246,355 | 246,355 |
| VAULT DI ISSUER LLC 1A A2 144A | 651,756 | 651,756 |
| VB-S1 ISSUER LLC - V 1A D 144A | 340,904 | 340,904 |
| VERISIGN INC | 135,750 | 135,750 |
| VODAFONE GROUP PLC | 317,779 | 317,779 |
| VONTIER CORP | 444,025 | 444,025 |
| WEIR GROUP PLC/THE 144A | 187,022 | 187,022 |
| WESTERN & SOUTHERN LIFE I 144A | 90,252 | 90,252 |
| WR GRACE HOLDINGS LLC 144A | 244,388 | 244,388 |
| WW INTERNATIONAL INC 144A | 80,973 | 80,973 |
| XCEL ENERGY INC | 81,836 | 81,836 |
| YAMANA GOLD INC | 134,381 | 134,381 |
| ZH TRUST 2021-1 1 A 144A | 490,920 | 490,920 |
| FIDELITY NATIONAL FINANCIAL IN | 743,502 | 743,502 |
| FILTRATION GROUP 3/18 (USD) TL | 289,800 | 289,800 |
| FIRST AMERICAN FINANCIAL CORP | 621,029 | 621,029 |
| FIRST REPUBLIC BANK/CA | 904,060 | 904,060 |
| FLOWSERVE CORP | 337,939 | 337,939 |
| FNMA GTD REMIC P/T 20-M23 X1 | 611,252 | 611,252 |
| FORD MOTOR CO | 304,000 | 304,000 |
| FORTRESS CREDIT O 11A A1T 144A | 984,340 | 984,340 |
| FREDDIE MAC MILITAR R1 B1 144A | 1,639,842 | 1,639,842 |
| FREDDIE MAC STACR DNA1 M1 144A | 13,555 | 13,555 |
| FREDDIE MAC STACR DNA6 M1 144A | 391,270 | 391,270 |
| FREDDIE MAC STRUC DNA2 M1 144A | 99,240 | 99,240 |
| FRESB 2019-SB59 MORT SB59 A10F | 300,335 | 300,335 |
| GALAXY PIPELINE ASSETS BI 144A | 1,300,607 | 1,300,607 |
| GARTNER INC 144A | 93,625 | 93,625 |
| GATX CORP | 233,188 | 233,188 |
| GENERAL ELECTRIC CO | 377,976 | 377,976 |
| GENERAL MOTORS CO | 327,819 | 327,819 |
| GLOBAL PAYMENTS INC | 441,646 | 441,646 |
| GLP CAPITAL LP / GLP FINANCING | 899,504 | 899,504 |
| GMAC COMMERCIAL MO HCKM A 144A | 1,015,631 | 1,015,631 |
| GMF FLOORPLAN OWNER R 1 B 144A | 586,494 | 586,494 |
| GO DADDY OPERATING CO LLC 144A | 183,500 | 183,500 |
| GOLDMAN SACHS GROUP INC/THE | 323,220 | 323,220 |
| GOLDMAN SACHS GROUP INC/THE | 997,380 | 997,380 |
| GOLUB CAPITAL PAR 17A A1R 144A | 250,035 | 250,035 |
| GPMT 2019-FL2 LTD FL2 A 144A | 713,756 | 713,756 |
| GRAFTECH 2/18 COV-LITE TLB | 146,595 | 146,595 |
| GRAPHIC PACKAGING INTERNA 144A | 18,400 | 18,400 |
| GS MORTGAGE SECURI UPTN D 144A | 468,780 | 468,780 |
| GS MORTGAGE SECURITIES GC45 XA | 772,178 | 772,178 |
| GSAA HOME EQUITY TRUST 20 7 A4 | 52,938 | 52,938 |
| HAMILTON PROJECTS 6/20 TLB | 522,125 | 522,125 |
| HARBORVIEW MORTGAGE LO 12 2A2A | 545,833 | 545,833 |
| HARBORVIEW MORTGAGE LO 14 2A1A | 264,533 | 264,533 |
| HEALTH CARE SERVICE CORP 144A | 279,696 | 279,696 |
| HELP AT HOME 10/20 (DDTL 2) DE | 19,700 | 19,700 |
| HELP AT HOME 10/20 TL | 176,419 | 176,419 |
| HILLENBRAND INC | 91,500 | 91,500 |
| HILTON DOMESTIC OPERATING 144A | 282,000 | 282,000 |
| HOLOGIC INC 144A | 186,754 | 186,754 |
| HOME EQUITY LOAN TRU FRE1 1AV1 | 914,313 | 914,313 |
| HOST HOTELS & RESORTS LP | 610,298 | 610,298 |
| HOWMET AEROSPACE INC | 52,080 | 52,080 |
| HUNT COS INC 144A | 285,795 | 285,795 |
| HYATT HOTELS CORP | 817,752 | 817,752 |
| INEOS QUATTRO FINANCE 2 P 144A | 185,084 | 185,084 |
| INTERCONTINENTAL EXCHANGE INC | 367,883 | 367,883 |
| IRON MOUNTAIN INC 144A | 743,891 | 743,891 |
| JANE STREET 1/21 TL | 436,709 | 436,709 |
| JP MORGAN MORTGAGE ACQ WMC4 A3 | 787,061 | 787,061 |
| JP MORGAN MORTGAGE T 1 A3 144A | 707,370 | 707,370 |
| JP MORGAN MORTGAGE T 7 A3 144A | 341,150 | 341,150 |
| JP MORGAN MORTGAGE T 9 A3 144A | 172,307 | 172,307 |
| JPMDB COMMERCIAL MORTGAG C4 A3 | 646,074 | 646,074 |
| JPMORGAN CHASE & CO | 3,036,897 | 3,036,897 |
| KENNEDY-WILSON INC | 287,917 | 287,917 |
| KIMCO REALTY CORP | 613,602 | 613,602 |
| KINROSS GOLD CORP | 186,049 | 186,049 |
| KKR GROUP FINANCE CO VIII 144A | 340,006 | 340,006 |
| KRAFT HEINZ FOODS CO | 733,205 | 733,205 |
| KUVARE US HOLDINGS INC 144A | 156,000 | 156,000 |
| LAMAR MEDIA CORP | 163,117 | 163,117 |
| LCPR SENIOR SECURED FINAN 144A | 184,914 | 184,914 |
| LENNAR CORP | 451,361 | 451,361 |
| LEVEL 3 FINANCING INC 144A | 866,215 | 866,215 |
| LIBERTY MUTUAL GROUP INC 144A | 715,320 | 715,320 |
| LIBERTY MUTUAL GROUP INC 144A | 427,371 | 427,371 |
| LIFE 2021-BMR MORTG BMR B 144A | 475,487 | 475,487 |
| LIFE 2021-BMR MORTG BMR F 144A | 235,284 | 235,284 |
| LINCOLN NATIONAL CORP | 277,795 | 277,795 |
| LOANCORE 2019-CRE CRE2 AS 144A | 576,550 | 576,550 |
| LOWE'S COS INC | 240,899 | 240,899 |
| LPL HOLDINGS INC 144A | 427,041 | 427,041 |
| LSTAR SECURITIES INV 2 A1 144A | 286,239 | 286,239 |
| MACQUARIE BANK LTD 144A | 1,046,164 | 1,046,164 |
| MAGELLAN MIDSTREAM PARTNERS LP | 321,252 | 321,252 |
| MARKEL CORP | 1,169,550 | 1,169,550 |
| MARRIOTT INTERNATIONAL INC/MD | 1,899,564 | 1,899,564 |
| MASCO CORP | 199,235 | 199,235 |
| MASSACHUSETTS MUTUAL LIFE 144A | 575,379 | 575,379 |
| MATCH GROUP HOLDINGS II L 144A | 194,000 | 194,000 |
| MCDERMOTT INTERNATIONAL/LUMMUS | 318,503 | 318,503 |
| MCDONALD'S CORP | 339,772 | 339,772 |
| METLIFE INC | 965,886 | 965,886 |
| MIDOCEAN CREDIT CL 7A A2R 144A | 991,620 | 991,620 |
| MIDWEST CONNECTOR CAPITAL 144A | 171,812 | 171,812 |
| MILEAGE PLUS HOLDINGS LLC 144A | 521,250 | 521,250 |
| MINERALS TECHNOLOGIES INC 144A | 214,313 | 214,313 |
| MONROE CAPITAL CLO 1A CR 144A | 503,965 | 503,965 |
| MORGAN STANLEY | 876,650 | 876,650 |
| MORGAN STANLEY RE-R R5 4B 144A | 88,681 | 88,681 |
| MSCI INC 144A | 93,380 | 93,380 |
| NASDAQ INC | 164,595 | 164,595 |
| NASSAU 2019 CFO LLC 1 A 144A | 208,890 | 208,890 |
| NATIONAL MENTOR/CIVITAS 2/21 D | 5,285 | 5,285 |
| NATIONAL MENTOR/CIVITAS 2/21 T | 141,910 | 141,910 |
| NATIONAL MENTOR/CIVITAS 3/19 | 97 | 97 |
| NATIONWIDE MUTUAL INSURAN 144A | 1,670,592 | 1,670,592 |
| NETAPP INC | 658,893 | 658,893 |
| NETFLIX INC | 266,875 | 266,875 |
| NEWCREST FINANCE PTY LTD 144A | 1,134,519 | 1,134,519 |
| NIELSEN FINANCE LLC / NIE 144A | 99,750 | 99,750 |
| NORTHWELL HEALTHCARE INC | 625,575 | 625,575 |
| NOVASTAR MORTGAGE FUNDIN 2 A1A | 594,697 | 594,697 |
| NRG ENERGY INC 144A | 230,795 | 230,795 |
| NUSTAR LOGISTICS LP | 202,708 | 202,708 |
| OCCIDENTAL PETROLEUM CORP | 369,575 | 369,575 |
| ONEAMERICA FINANCIAL PART 144A | 586,912 | 586,912 |
| ORACLE CORP | 305,816 | 305,816 |
| OWENS CORNING | 464,572 | 464,572 |
| OXFORD FINANCE FUND 1A A2 144A | 478,752 | 478,752 |
| PACKAGING CORP OF AMERICA | 348,107 | 348,107 |
| PARTNERRE FINANCE B LLC | 144,750 | 144,750 |
| PERATON 2/21 COV-LITE TLB | 295,237 | 295,237 |
| PERSHING SQUARE HOLDINGS 144A | 2,825,706 | 2,825,706 |
| PETSMART INC / PETSMART F 144A | 242,150 | 242,150 |
| PLANVIEW 12/20 COV-LITE TL | 244,097 | 244,097 |
| POST HOLDINGS INC 144A | 266,945 | 266,945 |
| PRESIDENT AND FELLOWS OF HARVA | 495,776 | 495,776 |
| PRIME SECURITY SERVICES B 144A | 114,525 | 114,525 |
| PROTECTION ONE/ADT 1/21 COV-LI | 88,609 | 88,609 |
| PRUDENTIAL FINANCIAL INC | 183,280 | 183,280 |
| PUBLIC STORAGE | 572,644 | 572,644 |
| QORVO INC | 290,099 | 290,099 |
| QUANTA SERVICES INC | 627,381 | 627,381 |
| RADIATE HOLDCO LLC / RADI 144A | 240,770 | 240,770 |
| RALI SERIES 2006-QO2 TR QO2 A3 | 501,604 | 501,604 |
| RASPRO TRUST 2005 1A B 144A | 218,874 | 218,874 |
| RAYMOND JAMES FINANCIAL INC | 191,976 | 191,976 |
| REINSURANCE GROUP OF AMERICA I | 982,597 | 982,597 |
| REPUBLIC SERVICES INC | 123,837 | 123,837 |
| SABINE PASS LIQUEFACTION LLC | 836,712 | 836,712 |
| SAPPHIRE AVIATION FI 1A A 144A | 722,895 | 722,895 |
| SBA COMMUNICATIONS CORP | 73,049 | 73,049 |
| SELECTIVE INSURANCE GROUP INC | 126,900 | 126,900 |
| SEQUOIA MORTGAGE TRU 1 A1 144A | 376,958 | 376,958 |
| SERVICE CORP INTERNATIONAL/US | 112,610 | 112,610 |
| SERVICE LOGIC 10/20 DELAYED TL | 47,130 | 47,130 |
| SERVICE LOGIC 10/20 TL | 117,480 | 117,480 |
| SERVICEMASTER FUND 1 A2II 144A | 313,894 | 313,894 |
| SIMON PROPERTY GROUP LP | 348,429 | 348,429 |
| SIRIUS XM RADIO INC 144A | 281,349 | 281,349 |
| SMITHFIELD FOODS INC 144A | 417,424 | 417,424 |
| SOUTHERN VETERINARY 9/20 TL | 245,484 | 245,484 |
| STANDARD CHARTERED PLC 144A | 618,738 | 618,738 |
| STANDARD INDUSTRIES INC/N 144A | 391,657 | 391,657 |
| STORE MASTER FUNDIN 1A A1 144A | 1,322,862 | 1,322,862 |
| SWITCH LTD 144A | 48,591 | 48,591 |
| SYNDIGO 12/20 TL | 245,019 | 245,019 |
| SYNEOS HEALTH INC 144A | 45,875 | 45,875 |
| TACO BELL FUNDING 1A A23 144A | 145,318 | 145,318 |
| TELOS CLO 2014-6 L 6A B2R 144A | 546,143 | 546,143 |
| TENET HEALTHCARE CORP 144A | 98,500 | 98,500 |
| TENNESSEE GAS PIPELINE CO LLC | 253,698 | 253,698 |
| TEXTAINER MARINE CON 1A A 144A | 324,645 | 324,645 |
| TEXTRON INC | 543,954 | 543,954 |
| TIME WARNER CABLE LLC | 483,101 | 483,101 |
| T-MOBILE USA INC | 190,752 | 190,752 |
| TOLEDO HOSPITAL/THE | 841,921 | 841,921 |
| TOLL BROTHERS FINANCE CORP | 155,198 | 155,198 |
| TRANSDIGM 2/20 COV-LITE TLF | 96,769 | 96,769 |
| TRANSDIGM INC 144A | 205,626 | 205,626 |
| TREMAN PARK CLO LT 1A COM 144A | 782,190 | 782,190 |
| TRICON AMERICAN HO SFR2 A 144A | 265,525 | 265,525 |
| TRINET GROUP INC 144A | 230,000 | 230,000 |
| TUFTS MEDICAL CENTER INC | 239,794 | 239,794 |
| TWILIO INC | 35,815 | 35,815 |
| U.S.I. 11/19 INCREMENTAL TLB | 244,596 | 244,596 |
| UNITED AIR LINES/UNITED MILEAG | 414,500 | 414,500 |
| UNITED WHOLESALE MORTGAGE 144A | 501,908 | 501,908 |
| UNIVERSAL HEALTH SERVICES 144A | 208,826 | 208,826 |
| US FOODS INC 144A | 452,375 | 452,375 |
| VALERO ENERGY CORP | 1,039,483 | 1,039,483 |
| VENTAS REALTY LP | 384,100 | 384,100 |
| VERIZON COMMUNICATIONS INC | 349,557 | 349,557 |
| VIRGIN MEDIA FINANCE PLC 144A | 188,900 | 188,900 |
| VIRGIN MEDIA SECURED FINA 144A | 419,625 | 419,625 |
| VIRGIN MEDIA VENDOR FINAN 144A | 192,000 | 192,000 |
| W R BERKLEY CORP | 467,169 | 467,169 |
| WALGREENS BOOTS ALLIANCE INC | 287,203 | 287,203 |
| WALT DISNEY CO/THE | 1,481,366 | 1,481,366 |
| WASHINGTON MUTUAL MORTG AR9 1A | 580,509 | 580,509 |
| WASTE MANAGEMENT INC | 111,920 | 111,920 |
| WAVE 2019-1 LLC 1 A 144A | 378,825 | 378,825 |
| WELLS FARGO & CO | 2,530,084 | 2,530,084 |
| WELLS FARGO COMMERCIAL C58 ASB | 465,027 | 465,027 |
| WELLS FARGO COMMERCIAL NXS1 A2 | 28,673 | 28,673 |
| WELLS FARGO MORTGAGE 1 A3 144A | 366,441 | 366,441 |
| WELLS FARGO MORTGAGE 5 A1 144A | 308,559 | 308,559 |
| WELLTOWER INC | 487,535 | 487,535 |
| WESTPAC BANKING CORP | 301,542 | 301,542 |
| WEYERHAEUSER CO | 164,782 | 164,782 |
| WILTON RE LTD 144A | 964,430 | 964,430 |
| WMG ACQUISITION CORP 144A | 205,875 | 205,875 |
| WOODMONT 2020-7 TR 7A A1A 144A | 1,004,160 | 1,004,160 |
| ZAYO GROUP HOLDINGS INC 144A | 230,058 | 230,058 |