| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 1LIFE HEALTHCARE INC 3.0% 6/15/25 | 164,346 | 150,979 |
| 21VIANET GROUP INC 2/01/26 | 396,453 | 376,800 |
| A M S AG REGS 0.875% 9/28/22 | 690,250 | 788,448 |
| A T & T INC 3.55% 9/15/55 | 199,696 | 236,857 |
| A T & T INC 3.65% 9/15/59 | 340,364 | 402,946 |
| ABBVIE INC 4.05% 11/21/39 | 305,626 | 349,936 |
| ALTERYX INC 0.5% 8/01/24 | 473,593 | 475,972 |
| ANHEUSER-BUSCH INBEV 4.5% 6/01/50 | 349,406 | 431,487 |
| APOLLO CMMRL REAL 4.75% 8/23/22 | 283,696 | 326,219 |
| APOLLO COML REAL EST 5.375% 10/15/23 | 960,093 | 962,888 |
| ARES CAPITAL CORP 4.625% 3/01/24 | 257,786 | 299,676 |
| ASHMORE EMERG MKT TOT RETURN | 22,060,967 | 18,095,296 |
| AT&T INC 4.5% 3/09/48 | 780,199 | 1,048,108 |
| AURORA CANNABIS INC 5.5% 2/28/24 | 165,818 | 173,555 |
| B N P PARIBAS 4.25% 10/15/24 | 1,147,312 | 1,240,229 |
| B N P PARIBAS 4.625% 3/13/27 | 260,654 | 249,395 |
| BANDWIDTH INC 0.5% 4/01/28 | 269,690 | 263,133 |
| BANK OF AMERICA CORP 4.45% 3/03/26 | 124,251 | 137,620 |
| BANK OF AMERICA CORP 3.004% 12/20/23 | 489,287 | 472,570 |
| BANK OF AMERICA CORP 4.183% 11/25/27 | 513,604 | 547,070 |
| BANK ONE CORP 8.75% 9/01/30 | 332,318 | 339,575 |
| BAOZUN INC 1.625% 5/01/24 | 177,700 | 171,120 |
| BARCLAYS PLC 4.375% 9/11/24 | 424,163 | 454,147 |
| BARCLAYS PLC 4.836% 5/09/28 | 225,648 | 247,856 |
| BAT CAPITAL CORP 2.726% 3/25/31 | 273,766 | 266,866 |
| BAT CAPITAL CORP 3.984% 9/25/50 | 247,546 | 240,310 |
| BAT CAPITAL CORP 2.259% 3/25/28 | 100,000 | 97,444 |
| BAT CAPITAL CORP 3.734% 9/25/40 | 50,000 | 48,027 |
| BAYER US FINANCE II 4.375% 12/15/28 | 626,530 | 698,088 |
| BENEFITFOCUS INC 1.25% 12/15/23 | 73,703 | 89,289 |
| BLACKROCK STRAT INC OPP-INST | 18,264,105 | 18,659,242 |
| BLACKROCK TCP CAP CO 4.625% 3/01/22 | 551,312 | 539,041 |
| BLACKSTONE MORTGAGE 4.375% 5/05/22 | 649,194 | 668,325 |
| BLACKSTONE MTG TR INC 4.75% 3/15/23 | 573,838 | 568,474 |
| BNP PARIBAS 4.375% 9/28/25 | 272,388 | 297,943 |
| BNSF RAILWAY CO 20 5.342% 4/01/24 | 56,411 | 59,824 |
| BOSTON PROPERTIES LP 3.25% 1/30/31 | 129,805 | 136,201 |
| BOSTON PROPERTIES LP 2.9% 3/15/30 | 539,453 | 534,618 |
| C C O HLDGS LLC/CAP C 4.25% 1/15/34 | 275,000 | 270,553 |
| C C O HLDGS LLC/CAP CO 4.5% 6/01/33 | 322,563 | 331,575 |
| C V S HEALTH CORP 4.78% 3/25/38 | 323,931 | 365,175 |
| C V S HEALTH CORP 5.05% 3/25/48 | 101,493 | 130,744 |
| C V S HEALTH CORP 4.125% 4/01/40 | 122,893 | 143,511 |
| CALAMP CORP 2.0% 8/01/25 | 110,996 | 128,140 |
| CALIFORNIA ST 7.625% 3/01/40 | 528,552 | 662,504 |
| CAPITAL ONE FINANCIA 3.5% 6/15/23 | 117,590 | 129,529 |
| CAPITAL ONE FINANCIAL 4.2% 10/29/25 | 326,618 | 354,010 |
| CEMEX SAB DE CV 5.2% 9/17/30 | 400,175 | 429,500 |
| CEMEX SAB DE CV 7.375% 6/05/27 | 526,344 | 522,980 |
| CHARTER COMM OPT LLC 5.375% 5/01/47 | 149,952 | 179,042 |
| CHARTER COMM OPT LLC 6.484% 10/23/45 | 1,716,504 | 2,150,804 |
| CHEGG INC 9/01/26 | 349,827 | 351,688 |
| CIGNA CORP 3.75% 7/15/23 | 84,765 | 88,392 |
| CIGNA CORP 7.875% 5/15/27 | 160,462 | 156,411 |
| CITIGROUP CAPITAL XI 7.875% | 1,332,096 | 1,350,360 |
| COCA-COLA CO/THE 1.65% 6/01/30 | 349,286 | 337,743 |
| COLONY CAPITAL INC 5.0% 4/15/23 | 921,686 | 971,894 |
| COX COMMUNICATIONS INC 3.5% 8/15/27 | 912,125 | 993,626 |
| CTRIP COM INTL LTD 1.25% 9/15/22 | 230,850 | 227,165 |
| DELL INT LLC / EMC C 6.02% 6/15/26 | 135,394 | 144,481 |
| DISH NETWORK CORP 2.375% 3/15/24 | 694,099 | 772,703 |
| DOMINION RESOURCES IN 5.75% 10/01/54 | 629,250 | 640,176 |
| DOW CHEMICAL CO 7.375% 11/01/29 | 203,077 | 216,622 |
| ELANCO ANIMAL HEALTH 5.272% 8/28/23 | 75,000 | 79,802 |
| ELANCO ANIMAL HEALTH 5.9% 8/28/28 | 298,094 | 319,000 |
| ENEL FINANCE INTL NV 6.8% 9/15/37 | 594,936 | 853,920 |
| EXXON MOBIL CORPORAT 2.61% 10/15/30 | 225,000 | 233,190 |
| EXXON MOBIL CORPORAT 4.227% 3/19/40 | 125,000 | 147,564 |
| EZCO RP INC 2.375% 5/01/25 | 509,532 | 560,433 |
| FEDEX CORP 5.25% 5/15/50 | 343,135 | 434,785 |
| FHLMC GOLD A64639 6.5% 8/01/37 | 20,182 | 21,049 |
| FHLMC GOLD C91377 4.5% 6/01/31 | 167,415 | 168,283 |
| FHLMC GOLD C91402 4.0% 10/01/31 | 154,627 | 157,828 |
| FHLMC GOLD C91925 3.5% 4/01/37 | 877,956 | 903,536 |
| FHLMC GOLD E02388 6.0% 9/01/22 | 4,821 | 4,811 |
| FHLMC GOLD G01749 5.5% 1/01/35 | 57,365 | 59,200 |
| FHLMC GOLD G01767 6.5% 12/01/32 | 83,953 | 93,929 |
| FHLMC GOLD G06447 4.5% 5/01/41 | 151,869 | 155,397 |
| FHLMC GOLD G07504 4.5% 7/01/41 | 176,642 | 183,021 |
| FHLMC GOLD G07515 4.5% 9/01/41 | 19,546 | 20,116 |
| FHLMC GOLD H09203 6.0% 6/01/38 | 3,367 | 3,292 |
| FHLMC GOLD H09212 5.5% 5/01/38 | 21,291 | 21,869 |
| FHLMC GOLD POOL #G0760 4.5% 3/01/42 | 87,291 | 90,615 |
| FHLMC GOLD V83115 4.5% 3/1/47 | 155,321 | 156,656 |
| FHLMC POOL # 1B1150 2.029% 9/01/33 | 39,587 | 41,405 |
| FHLMC POOL # 1B7006 2.37% 11/01/35 | 64,011 | 73,865 |
| FHLMC POOL # 1G0169 1.845% 4/01/35 | 69,887 | 70,493 |
| FHLMC POOL # 1G0782 2.106% 3/01/36 | 21,767 | 23,693 |
| FHLMC POOL # 2B2558 1.88% 5/01/44 | 103,790 | 103,876 |
| FHLMC POOL # 2B3821 2.688% 2/01/45 | 162,548 | 163,278 |
| FHLMC POOL # 2B4962 2.788% 12/01/45 | 296,161 | 301,842 |
| FHLMC POOL # 840423 2.71% 10/01/46 | 115,825 | 115,903 |
| FHLMC POOL # 849254 2.157% 1/01/42 | 30,188 | 30,756 |
| FHLMC POOL # 849399 1.925% 5/01/44 | 160,618 | 161,384 |
| FHLMC POOL # 849402 1.897% 7/01/44 | 89,727 | 90,082 |
| FHLMC POOL # 849626 3.374% 8/01/44 | 146,820 | 146,188 |
| FHLMC POOL # 849885 2.738% 12/01/45 | 62,246 | 63,142 |
| FHLMC POOL #RA-2958 2.0% 7/01/50 | 1,396,720 | 1,358,778 |
| FHLMC POOL #RA-3053 2.0% 7/01/50 | 587,511 | 572,261 |
| FHLMC POOL #RA-3202 2.5% 7/01/50 | 2,370,998 | 2,308,695 |
| FHLMC POOL #RA-3454 2.0% 9/01/50 | 576,307 | 553,162 |
| FHLMC POOL #SD-7530 2.5% 11/01/50 | 967,666 | 934,711 |
| FHLMC POOL RA3167 2.0% 7/01/50 | 2,449,975 | 2,359,080 |
| FHLMC REMIC 4283 EW 4.5% 12/15/43 | 539,142 | 527,385 |
| FHLMC STRCTRD PASSTHRU 6.5% 10/25/43 | 564,307 | 630,185 |
| FHLMC ZK2315 4.5% 5/01/25 | 39,195 | 38,300 |
| FIREEYE INC 1.625% 6/01/35 | 781,520 | 804,049 |
| FNA 2012-M3 1A2 3.044% 1/25/22 | 167,506 | 165,764 |
| FNGT 2001-T4 A1 7.5% 7/25/41 | 65,946 | 73,723 |
| FNMA POOL # 256939 7% 10/1/2037 | 45,136 | 50,981 |
| FNMA POOL # 310048 6.5% 2/01/38 | 15,448 | 16,286 |
| FNMA POOL # 725693 1.899% 10/01/33 | 75,401 | 78,750 |
| FNMA POOL # 735417 6.5% 3/01/35 | 124,586 | 136,180 |
| FNMA POOL # 745942 6.0% 4/01/34 | 246,140 | 278,532 |
| FNMA POOL # 888379 1.892% 12/01/36 | 151,286 | 158,797 |
| FNMA POOL # 888673 6.0% 4/01/35 | 49,210 | 56,608 |
| FNMA POOL # 968066 6% 10/1/22 | 4,840 | 4,784 |
| FNMA POOL # AD0130 6.5% 8/01/39 | 45,663 | 48,787 |
| FNMA POOL # AD0964 5.5% 11/01/39 | 229,952 | 240,897 |
| FNMA POOL # AE0442 6.5% 1/01/39 | 89,181 | 90,529 |
| FNMA POOL # AE0467 5.5% 3/01/24 | 7,718 | 7,299 |
| FNMA POOL # AL0778 6.5% 1/01/49 | 31,248 | 33,076 |
| FNMA POOL # AL4147 4.5% 1/01/25 | 28,657 | 28,086 |
| FNMA POOL # AL4165 4.5% 1/01/31 | 220,068 | 222,167 |
| FNMA POOL # AL5145 4.0% 10/01/33 | 242,271 | 246,607 |
| FNMA POOL # AL5281 1.875% 5/01/44 | 45,994 | 46,269 |
| FNMA POOL # AL5441 4.5% 9/01/41 | 105,199 | 105,951 |
| FNMA POOL # AL5749 4.5% 7/01/42 | 175,901 | 178,921 |
| FNMA POOL # AL7384 4.5% 9/01/45 | 143,731 | 142,962 |
| FNMA POOL # AL8618 4.0% 6/01/36 | 204,617 | 205,921 |
| FNMA POOL # AL8840 4.5% 6/01/46 | 426,598 | 430,332 |
| FNMA POOL # AL9063 3.5% 2/01/31 | 333,633 | 332,427 |
| FNMA POOL # AL9128 4.5% 2/01/46 | 71,811 | 72,011 |
| FNMA POOL # AL9407 4.5% 9/01/42 | 84,553 | 84,248 |
| FNMA POOL # AL9781 4.5% 2/1/46 | 223,151 | 227,846 |
| FNMA POOL # AO4105 1.935% 6/01/42 | 84,466 | 85,341 |
| FNMA POOL # AX5628 2.842% 9/01/45 | 110,936 | 112,586 |
| FNMA POOL # BA3527 2.815% 12/01/45 | 192,409 | 196,291 |
| FNMA POOL # BC0442 2.717% 12/01/45 | 110,917 | 112,754 |
| FNMA POOL # BJ0420 2.904% 9/01/47 | 129,142 | 131,043 |
| FNMA POOL # BK5326 3.296% 7/01/48 | 61,116 | 63,256 |
| FNMA POOL # BM1357 4.5% 1/01/43 | 267,725 | 269,350 |
| FNMA POOL # CA6271 2.5% 7/01/50 | 2,218,305 | 2,181,751 |
| FNMA POOL # CA6398 2.5% 7/01/50 | 1,111,671 | 1,087,589 |
| FNMA POOL # CA6925 2.0% 9/01/50 | 1,148,243 | 1,105,400 |
| FNMA POOL # CA8099 2.0% 12/01/50 | 1,565,280 | 1,503,250 |
| FNMA POOL # CA8847 2.0% 2/01/51 | 1,746,012 | 1,678,015 |
| FNMA POOL # MA0587 4.0% 12/01/30 | 130,339 | 130,459 |
| FNMA POOL # MA0818 4.0% 8/01/31 | 190,279 | 192,651 |
| FNMA POOL # MA2508 4.0% 1/01/36 | 157,929 | 158,240 |
| FNMA POOL # MA2923 3.5% 3/01/37 | 175,796 | 178,818 |
| FNMA POOL # MA3894 4.0% 9/01/31 | 115,320 | 116,589 |
| FNMA POOL #0FM4714 2.5% 10/01/50 | 1,982,606 | 1,924,343 |
| FNMA POOL #BJ9262 4.5% 6/01/48 | 198,520 | 205,095 |
| FNMA POOL #MA0634 4.5% 1/01/31 | 35,614 | 35,514 |
| FNMA POOL FM8768 2.5% 2/01/51 | 807,304 | 790,842 |
| FNMA REMIC 2003-34 A1 6.0% 4/25/43 | 281,147 | 158,481 |
| FNW 2001-W3 A 7% 9/25/41 | 135,956 | 134,791 |
| FORD MOTOR CREDIT CO 2.7% 8/10/26 | 525,000 | 529,594 |
| FORD MOTOR CREDIT CO 3.375% 11/13/25 | 400,000 | 415,568 |
| FORD MOTOR CREDIT CO 4.063% 11/01/24 | 218,492 | 236,738 |
| FORD MOTOR CREDIT CO 4.375% 8/06/23 | 196,564 | 208,084 |
| FORD MOTOR CREDIT CO 4.542% 8/01/26 | 354,250 | 353,031 |
| FORD MOTOR CREDIT CO 5.596% 1/07/22 | 350,000 | 350,245 |
| FORTIVE CORPORATION 0.875% 2/15/22 | 985,819 | 1,009,000 |
| G S K FINANCE NO.3 PLC 0.0% 6/22/23 | 507,499 | 505,368 |
| GNMA REMIC 0.73488% 11/20/69 | 883,544 | 883,447 |
| GNMA REMIC 2017-H1 0.50238% 9/20/67 | 827,871 | 818,794 |
| GNMA REMIC 2018-H0 0.35113% 3/20/68 | 518,000 | 510,529 |
| GNMA REMIC 2018-H0 0.48438% 12/20/67 | 1,134,958 | 1,118,639 |
| GNMA REMIC 2020-H0 0.73113% 1/20/70 | 2,141,578 | 2,175,221 |
| GOLAR LNG LTD 2.75% 2/15/22 | 203,337 | 244,520 |
| GOLDMAN SACHS BDC INC 4.5% 4/01/22 | 829,323 | 821,085 |
| GRANITE PT MTG TR IN 5.625% 12/01/22 | 368,173 | 423,870 |
| GRANITE PT MTG TR IN 6.375% 10/01/23 | 50,615 | 50,470 |
| GREENLIGHT CAP RE LTD 4.0% 8/01/23 | 160,266 | 164,696 |
| GROUPON INC 1.125% 3/15/26 | 139,818 | 134,663 |
| H S B C HOLDINGS 0.976% 5/24/25 | 350,710 | 345,769 |
| H S B C HOLDINGS PLC 4.3% 3/08/26 | 249,638 | 273,945 |
| H S B C HOLDINGS PLC 6.5% 9/15/37 | 133,923 | 138,355 |
| H S B C HOLDINGS PLC 4.95% 3/31/30 | 799,789 | 909,385 |
| HAEMONETICS CORP 3/01/26 | 936,202 | 946,499 |
| HALOZYME THERAPEUTICS 0.25% 3/01/27 | 99,223 | 105,094 |
| HELIX ENERGY SOL GR I 4.25% 5/01/22 | 297,400 | 337,169 |
| HELIX ENERGY SOLUTIO 4.125% 9/15/23 | 152,936 | 151,448 |
| HERBALIFE LTD 2.625% 3/15/24 | 91,905 | 106,201 |
| HOPE BANCORP INC 2% 5/15/38 | 880,883 | 966,665 |
| HORIZON GLOBAL CORP 2.75% 7/01/22 | 115,728 | 114,697 |
| HSBC HOLDINGS PLC 6.5% 5/02/36 | 816,431 | 985,007 |
| I3 VERTICALS LLC 1.0% 2/15/25 | 190,345 | 187,024 |
| ILLINOIS ST 5.1% 6/01/33 | 620,110 | 751,322 |
| IMPERIAL BRANDS FIN 3.875% 7/26/29 | 1,415,044 | 1,403,334 |
| IMPERIAL TOBACCO FINA 4.25% 7/21/25 | 195,772 | 214,730 |
| INNOVIVA INC 2.125% 1/15/23 | 430,192 | 476,873 |
| INTERCEPT PHARMAS 3.25% 7/01/23 | 284,301 | 280,686 |
| INVACARE CORP 5% 11/15/24 | 170,120 | 166,906 |
| INVESTMENTS - MB - ANNUAL REPORT FIXED INCOME | 29,821 | 29,821 |
| IONIS PHARMACEUTIC 1.20075% 12/15/24 | 803,810 | 782,925 |
| IQIYI INC 4.0% 12/15/26 | 50,750 | 38,584 |
| JAZZ INVESTMENTS I LTD 1.5% 8/15/24 | 279,812 | 275,173 |
| JOYY INC 0.75% 6/15/25 | 150,510 | 145,101 |
| JPMORGAN CHASE & CO 4.25% 10/01/27 | 289,113 | 308,484 |
| JPMORGAN CHASE & CO 2.522% 4/22/31 | 300,000 | 303,219 |
| JPMORGAN CHASE & CO 2.956% 5/13/31 | 301,206 | 310,611 |
| JPMORGAN CHASE & CO 3.797% 7/23/24 | 651,677 | 677,417 |
| JPMORGAN CHASE & CO 3.875% 9/10/24 | 326,573 | 344,718 |
| KALEYRA INC 6.125% 6/01/26 | 64,554 | 61,128 |
| KAMAN CORP 3.25% 5/01/24 | 851,817 | 859,656 |
| KARYOPHARM THERAPEUTIC 3.0% 10/15/25 | 209,025 | 195,415 |
| KINDER MORGAN ENER PAR 5.4% 9/01/44 | 640,629 | 881,709 |
| KINDER MORGAN ENER PAR 6.5% 9/01/39 | 343,137 | 465,847 |
| KKR REAL ESTATE FIN 6.125% 5/15/23 | 677,960 | 709,074 |
| L Y B INT FINAN III 4.2% 5/01/50 | 74,530 | 86,684 |
| LENDINGTREE INC 5.0% 7/15/25 | 996,623 | 937,316 |
| LENDINGTREE INC 0.625% 6/01/22 | 144,384 | 145,255 |
| LIBERTY BROADBAND COR 1.25% 9/30/50 | 455,909 | 452,574 |
| LIBERTY MEDIA CORP 2.125% 3/31/48 | 351,532 | 351,912 |
| LIBERTY TRIPADVISOR HLDG 0.5 6/30/51 | 96,865 | 98,083 |
| LIGAND PHARMACEUTICAL 0.75% 5/15/23 | 771,610 | 854,251 |
| LIMELIGHT NETWORKS INC 3.5% 8/01/25 | 34,368 | 35,314 |
| LLOYDS BANKING GROUP 4.5% 11/04/24 | 624,822 | 673,331 |
| LLOYDS BANKING GROUP 4.65% 3/24/26 | 199,540 | 220,172 |
| LOS ANGELES CALIF UNI 5.75% 7/01/34 | 568,854 | 715,908 |
| MAGNITE INC 0.25% 3/15/26 | 333,909 | 315,900 |
| MFA FINL INC 6.25% 6/15/24 | 867,942 | 904,340 |
| MGIC INVT CORP 9.0% 4/01/63 | 796,186 | 821,025 |
| MICROCHIP TECHNOLOGY 0.983% 9/01/24 | 350,000 | 343,571 |
| MICROSTRATEGY INC 0.0% 2/15/27 | 640,343 | 603,007 |
| MOMO INC 1.25% 7/01/25 | 453,224 | 454,080 |
| MYRIAD INT'L HOLDINGS 4.85% 7/06/27 | 200,000 | 223,216 |
| NABORS INDS INC NEW 0.75% 1/15/24 | 181,395 | 170,520 |
| NATWEST GROUP PLC 1.642% 6/14/27 | 350,401 | 345,202 |
| NAVIENT STUD LN TR 0.64163% 2/25/70 | 751,750 | 751,329 |
| NEW JERSEY ST TPK AU 7.102% 1/01/41 | 657,338 | 745,237 |
| NEW MOUNTAIN FINANCE 5.75% 8/15/23 | 784,554 | 811,103 |
| NEW RELIC INC 0.5% 5/01/23 | 301,620 | 401,468 |
| NEW YORK MORTGAGE TRU 6.25% 1/15/22 | 619,376 | 613,307 |
| NIO INC 2/01/26 | 456,284 | 446,248 |
| NUVASIVE INC 1.0% 6/01/23 | 212,342 | 210,000 |
| NUVASIVE INC 0.375% 3/15/25 | 60,946 | 62,319 |
| OCCIDENTAL PETROLEUM 3.5% 8/15/29 | 375,894 | 385,238 |
| OCCIDENTAL PETROLEUM 2.9% 8/15/24 | 381,083 | 459,675 |
| OCCIDENTAL PETROLEUM 3.2% 8/15/26 | 49,966 | 51,526 |
| ORACLE CORP 3.6% 4/01/40 | 149,597 | 150,429 |
| ORACLE CORP 2.95% 4/01/30 | 149,846 | 151,706 |
| PARATEK PHARMS INC 4.75% 5/01/24 | 163,054 | 172,500 |
| PENNYMAC CORP 5.5% 11/01/24 | 638,927 | 678,151 |
| PETROBRAS GLOBAL FIN 5.5% 6/10/51 | 140,250 | 139,125 |
| PETROBRAS GLOBAL FIN 5.093% 1/15/30 | 469,505 | 517,955 |
| PETROBRAS GLOBAL FIN 6.9% 3/19/49 | 237,867 | 319,500 |
| PETROBRAS GLOBAL FIN 7.25% 3/17/44 | 144,188 | 166,125 |
| PETROLEOS MEXICANOS 6.375% 1/23/45 | 473,161 | 477,675 |
| PETROLEOS MEXICANOS 6.625% 6/15/35 | 233,000 | 192,160 |
| PETROLEOS MEXICANOS 6.7% 2/16/32 | 811,772 | 873,650 |
| PETROLEOS MEXICANOS 6.95% 1/28/60 | 106,847 | 79,433 |
| PETROLEOS MEXICANOS 7.69% 1/23/50 | 678,367 | 916,750 |
| PINDUODUO INC 12/01/25 | 216,329 | 216,720 |
| PRETIUM RES INC 2.25% 3/15/22 | 384,452 | 405,527 |
| PROSUS NV 144A 3.061% 7/13/31 | 1,300,000 | 1,267,214 |
| PROSUS NV 3.68% 1/21/30 | 200,000 | 205,832 |
| QUOTIENT TECH INC 1.75% 12/01/22 | 246,644 | 254,080 |
| RADIUS HEALTH INC 3.0% 9/01/24 | 211,569 | 216,720 |
| REDWOOD TR INC 4.75% 8/15/23 | 366,245 | 373,329 |
| RESOURCE CAPITAL CORP 4.5% 8/15/22 | 275,381 | 276,450 |
| RETROPHIN INC 2.5% 9/15/25 | 206,987 | 265,939 |
| RIO OIL FINANCE TRUS 9.25% 7/06/24 | 514,992 | 585,709 |
| RIO OIL FINANCE TRUS 9.75% 1/06/27 | 497,602 | 594,449 |
| ROYAL BK SCOTLND GRP 6.0% 12/19/23 | 173,422 | 190,162 |
| ROYAL BK SCOTLND GRP 6.125% 12/15/22 | 1,027,823 | 1,066,818 |
| RWT HOLDINGS INC 5.75% 10/01/25 | 598,660 | 609,410 |
| SBA PART CERTFS CMO 4.35% 7/01/23 | 12,980 | 13,226 |
| SBAP 2003-20J 1 4.92% 10/01/23 | 13,062 | 13,413 |
| SBAP 2004-20K 1 4.88% 11/01/24 | 35,050 | 36,364 |
| SBAP 2007-20E 1 5.31% 5/01/27 | 35,195 | 37,618 |
| SBAP 2007-20F 1 5.71% 6/01/27 | 112,862 | 104,459 |
| SBAP 200S-20H 1 5.11% 8/01/25 | 87,511 | 80,279 |
| SBAP 200S-20J 1 5.09% 10/01/25 | 87,552 | 80,496 |
| SCORPIO TANKERS INC 3.0% 5/15/25 | 154,696 | 159,230 |
| SHIP FIN INTL LTD 4.875% 5/01/23 | 882,320 | 887,292 |
| SLCLT 2005-2 A4 0.36275% 12/15/39 | 2,261,870 | 2,250,543 |
| SLMA 2006-8 A6 0.28388% 1/25/41 | 3,323,184 | 3,348,586 |
| SMALL BUS ADMIN GTD 4.64% 5/01/23 | 9,250 | 9,465 |
| SMALL BUSINESS AD 6.14% 1/01/22 | 1,126 | 1,055 |
| SMILEDIRECTCLUB INC 2/01/26 | 385,239 | 200,126 |
| SOUTHERN CO 4.0% 1/15/51 | 828,375 | 843,563 |
| SPOTIFY USA INC 3/15/26 | 597,831 | 595,095 |
| STARWOOD PROPERTY TR 4.375% 4/01/23 | 372,933 | 411,432 |
| SUNRUN INC 2/01/26 | 51,750 | 46,726 |
| SUPERNUS PHARMACEUTI 0.625% 4/01/23 | 841,936 | 911,708 |
| T ROWE PRICE INST FLOAT RATE | 38,252,060 | 37,485,177 |
| T ROWE PRICE INST HIGH YIELD | 40,798,273 | 38,257,841 |
| TABULA RASA HEALTHCAR 1.75% 2/15/26 | 242,240 | 235,496 |
| TEEKAY CORPORATION 5.0% 1/15/23 | 73,984 | 73,458 |
| TELECOM ITALIA CAPIT 7.721% 6/04/38 | 480,001 | 558,258 |
| TELECOM ITALIA SPA 5.303% 5/30/24 | 645,594 | 684,099 |
| THERAVANCE BIOPHARMA 3.25% 11/01/23 | 313,098 | 313,931 |
| TILRAY INC 5.0% 10/01/23 | 652,071 | 683,375 |
| TIME WARNER CABLE INC 7.3% 7/01/38 | 163,146 | 212,297 |
| T-MOBILE USA INC 3.5% 4/15/31 | 227,250 | 234,086 |
| T-MOBILE USA INC 4.5% 4/15/50 | 74,681 | 87,780 |
| T-MOBILE USA INC 2.25% 2/15/26 | 200,500 | 200,500 |
| T-MOBILE USA INC 3.375% 4/15/29 | 227,250 | 229,262 |
| T-MOBILE USA INC 3.875% 4/15/30 | 322,654 | 355,469 |
| T-MOBILE USA INC 4.375% 4/15/40 | 122,531 | 142,899 |
| TRANSCANADA TRUST 5.3% 3/15/77 | 654,844 | 697,781 |
| TRANSCANADA TRUST 5.5% 9/15/79 | 275,000 | 293,563 |
| TRANSCANADA TRUST 5.625% 5/20/75 | 625,350 | 656,250 |
| TRANSCANADA TRUST 5.875% 8/15/76 | 171,844 | 245,813 |
| TRANSOCEAN INC 0.5% 1/30/23 | 329,233 | 323,550 |
| TWITTER INC 0.0% 3/15/26 | 262,599 | 248,977 |
| TWO HBRS INVT CORP 6.25% 1/15/22 | 165,420 | 164,310 |
| ULTRAPAR INTERNATIONL 5.25% 6/06/29 | 474,990 | 489,730 |
| ULTRAPAR INTERNATIONL 5.25% 10/06/26 | 318,815 | 343,285 |
| UNICREDIT SPA 5.459% 6/30/35 | 300,000 | 326,859 |
| UNICREDIT SPA 7.296% 4/02/34 | 625,000 | 748,769 |
| UNION PACIFIC RAILRO 5.082% 1/02/29 | 208,074 | 226,077 |
| VEECO INSTRUMENTS INC 2.7% 1/15/23 | 331,410 | 408,503 |
| VERIZON COMMUNICATIO 4.272% 1/15/36 | 321,582 | 410,547 |
| VIDEOCON INDUSTRIES 12/31/19 | 32,977 | 11,798 |
| VODAFONE GROUP PLC 7.0% 4/04/79 | 450,000 | 544,266 |
| WEIBO CORP 1.25% 11/15/22 | 415,040 | 422,920 |
| WELLS FARGO & COMPAN 5.013% 4/04/51 | 375,784 | 512,074 |
| WELLS FARGO & COMPANY 4.3% 7/22/27 | 624,740 | 696,331 |
| WESTERN DIGITAL 1.5% 2/01/24 | 727,969 | 792,363 |
| WISDOMTREE INVTS INC 3.25% 6/15/26 | 579,266 | 577,676 |