| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 1011778 B.C. UNLIMITED LIABILI 5.0% 10/15/2025 USD PVT REGS SRSUB LIEN | 130,379 | 130,379 |
| ACADIA HEALTHCARE COMPANY, INC 6.5% 03/01/2024 USD SER WI SR LIEN | 179,846 | 179,846 |
| ACTIVISION BLIZZARD, INC 2.3% 09/15/2021 USD SER WI SR LIEN | 506,016 | 506,016 |
| ALLISON TRANSMISSION, INC 5.0% 10/01/2024 USD PVT REGS SR LIEN | 72,538 | 72,538 |
| AMERICAN HONDA FINANCE 1.95% 05/20/2022 SR LIEN | 804,637 | 804,637 |
| ANIXTER INC. 6.0% 12/01/2025 USD SER WI SR LIEN | 73,150 | 73,150 |
| ARDAGH PACKAGING FINANCE PUBLI 4.25% 09/15/2022 USD PVT REGS SR LIEN ARDAGH | 204,899 | 204,899 |
| AT&T INC. 4.35% 03/01/2029 USD SER 10YR SR LIEN | 1,014,309 | 1,014,309 |
| AUTONATION INC 3.5% 11/15/2024 USD SR LIEN | 854,207 | 854,207 |
| B&G FOODS INC 5.25% 04/01/2025 USD SR LIEN | 52,073 | 52,073 |
| BALL CORP 5.25% 07/01/2025 USD SR LIEN | 34,200 | 34,200 |
| BALL CORPORATION 5.0% 03/15/2022 USD SR LIEN | 160,833 | 160,833 |
| BANK OF AMERICA CORPORATION HYBRID MTN 03/05/2029 USD SR LIEN CPN 03/05/18-0 | 826,922 | 826,922 |
| BANK OF AMERICA, NATIONAL ASSO HYBRID 01/25/2023 USD SR LIEN CPN 01/25/19 3. | 338,628 | 338,628 |
| BANK OF MONTREAL MTN 2.05% 11/01/2022 SR LIEN | 352,830 | 352,830 |
| BANK OF NOVA SCOTIA 2.375% 01/18/2023 USD SR LIEN | 102,584 | 102,584 |
| BAUSCH HEALTH COMPANIES INC. 6.125% 04/15/2025 USD PVT REGS SR LIEN | 57,529 | 57,529 |
| BAUSCH HEALTH COMPANIES INC. 7.0% 03/15/2024 USD PVT REGS SR LIEN | 47,728 | 47,728 |
| BEACON ESCROW CORP 4.875% 11/01/2025 USD PVT REGS SR LIEN | 106,378 | 106,378 |
| BERRY GLOBAL ESCROW CORP 4.875% 07/15/2026 USD PVT REGS SR LIEN | 140,737 | 140,737 |
| BERRY GLOBAL, INC. 4.5% 02/15/2026 USD SER PVT REGS SRSUB LIEN | 73,094 | 73,094 |
| BURLINGTON NORTHERN SANTA FE, 3.0% 04/01/2025 USD SR LIEN | 707,778 | 707,778 |
| CALPINE CORP 5.25% 06/01/2026 USD PVT REGS SR LIEN | 141,159 | 141,159 |
| CCO HOLDINGS, LLC 5.75% 02/15/2026 USD SER PVT REGS SR LIEN | 279,911 | 279,911 |
| CDK GLOBAL INC 5.875% 06/15/2026 USD SR LIEN | 101,735 | 101,735 |
| CDW LLC 5.0% 09/01/2025 USD SR LIEN | 153,942 | 153,942 |
| CENTENE CORPORATION 6.125% 02/15/2024 SER WI SR LIEN | 212,128 | 212,128 |
| CENTURYLINK INC 6.45% 06/15/2021 USD SER S SR LIEN | 167,939 | 167,939 |
| CHEMOURS COMPANY (THE) 7.0% 05/15/2025 USD SER WI SR LIEN | 60,987 | 60,987 |
| CINEMARK USA, INC. 5.125% 12/15/2022 USD SER B SR LIEN | 172,257 | 172,257 |
| CIT GROUP INC. 5.0% 08/15/2022 USD SR LIEN | 197,437 | 197,437 |
| CITIGROUP INC. HYBRID 10/27/2028 USD SR LIEN CPN 10/27/17 3.52% | 1,085,637 | 1,085,637 |
| COLFAX CORPORATION 6.375% 02/15/2026 USD PVT REGS SR LIEN | 27,852 | 27,852 |
| COMMSCOPE TECHNOLOGIES LLC 6.0% 06/15/2025 USD PVT REGS SR LIEN | 100,363 | 100,363 |
| CROWN AMER LLC/CAP CORP IV 4.5% 01/15/2023 USD SER B SR LIEN | 176,880 | 176,880 |
| CROWN CASTLE INTERNATIONAL COR 5.25% 01/15/2023 USD SER B SR LIEN | 38,868 | 38,868 |
| CSC HOLDINGS, LLC 5.25% 06/01/2024 USD SER B SR LIEN | 162,281 | 162,281 |
| CSX CORP 4.25% 03/15/2029 USD SR LIEN | 597,982 | 597,982 |
| CVS HEALTH CORPORATION 3.875% 07/20/2025 USD SR LIEN | 102,832 | 102,832 |
| DAVITA HEALTHCARE PARTNERS INC 5.125% 07/15/2024 USD SR LIEN | 57,675 | 57,675 |
| DELL INTERNATIONAL L.L.C. 7.125% 06/15/2024 USD PVT REGS SR LIEN DELL INTERN | 216,924 | 216,924 |
| DISH DBS CORPORATION 6.75% 06/01/2021 USD SER B SR LIEN | 169,292 | 169,292 |
| DOLLAR TREE INC 4.0% 05/15/2025 USD SR LIEN | 129,000 | 129,000 |
| DUKE REALTY LP 2.875% 11/15/2029 SR LIEN | 150,979 | 150,979 |
| E.W. SCRIPPS COMPANY (THE) 5.125% 05/15/2025 USD PVT REGS SR LIEN | 102,905 | 102,905 |
| EBRD 1.625% 09/27/2024 SR LIEN | 1,495,985 | 1,495,985 |
| ELANCO ANIMAL HEALTH INCORPORA STEP 08/28/2023 USD SER WI SR LIEN 5.022% 02/ | 101,744 | 101,744 |
| ENERGIZER HOLDINGS INC 7.75% 01/15/2027 USD PVT REGS SR LIEN | 63,431 | 63,431 |
| ENERGIZER SPINCO, INC. 5.5% 06/15/2025 USD PVT REGS SR LIEN | 77,984 | 77,984 |
| FINANCIAL & RISK US HOLDINGS, 6.25% 05/15/2026 USD PVT REGS SR LIEN | 54,962 | 54,962 |
| FRESENIUS MED CARE 5.875% 01/31/2022 PVT 144A PVT SR LIEN | 16,419 | 16,419 |
| GE CAPITAL INTERNATIONAL FUNDI 2.342% 11/15/2020 USD SER WI SR LIEN | 301,141 | 301,141 |
| GENERAL MILLS, INC. 3.15% 12/15/2021 USD SR LIEN | 665,490 | 665,490 |
| GENESIS ENERGY, L.P. 6.75% 08/01/2022 SR LIEN GENESIS ENERGY FINANCE CORPORA | 25,953 | 25,953 |
| GOODYEAR TIRE & RUBBER 5.0% 05/31/2026 USD SR LIEN | 26,104 | 26,104 |
| GRAPHIC PACKAGING INTL 4.125% 08/15/2024 USD SR LIEN | 184,290 | 184,290 |
| HCA INC. 5.875% 02/15/2026 USD SR LIEN | 284,034 | 284,034 |
| HILTON DOMESTIC OPERATING CO I 4.875% 01/15/2030 USD SER WI SR LIEN | 103,101 | 103,101 |
| IBRD MTN 2.5% 11/22/2027 SER GDIF SR LIEN | 1,045,118 | 1,045,118 |
| IHEARTCOMMUNICATIONS, INC. 6.375% 05/01/2026 USD SR LIEN | 107,113 | 107,113 |
| INTERPUBLIC GROUP OF COS 3.75% 02/15/2023 USD SR LIEN | 529,718 | 529,718 |
| JPMORGAN CHASE & CO. HYBRID 03/01/2025 USD SR LIEN CPN 06/01/17-02/29/24 3.2 | 942,762 | 942,762 |
| KFW 1.625% 03/15/2021 SR LIEN | 1,406,139 | 1,406,139 |
| KFW 1.75% 09/14/2029 SR LIEN | 910,299 | 910,299 |
| KROGER CO 4.5% 01/15/2029 USD SR LIEN | 859,425 | 859,425 |
| LAMAR MEDIA CORP. 5.75% 02/01/2026 USD SER WI SR LIEN | 249,287 | 249,287 |
| LAMB WESTON HOLDINGS, INC. 4.875% 11/01/2026 USD PVT REGS SR LIEN | 128,175 | 128,175 |
| LEVEL 3 FINANCING INC 4.625% 09/15/2027 USD PVT REGS SR LIEN | 82,891 | 82,891 |
| LEVEL 3 FINANCING, INC. 5.375% 01/15/2024 USD SER WI SR LIEN | 197,797 | 197,797 |
| LIONS GATE CAPITAL HOLD 6.375% 02/01/2024 USD PVT REGS SR LIEN | 75,011 | 75,011 |
| MASTERCARD INCORPORATED 3.5% 02/26/2028 USD SR LIEN | 763,618 | 763,618 |
| MEDNAX INC 5.25% 12/01/2023 USD PVT REGS SR LIEN | 148,897 | 148,897 |
| MEREDITH CORPORATION 6.875% 02/01/2026 USD SER WI SR LIEN | 26,709 | 26,709 |
| MPT OPER PARTNERSP/FINL 6.375% 03/01/2024 USD SR LIEN | 68,979 | 68,979 |
| MPT OPERATING PARTNERSHIP 5.25% 08/01/2026 USD SR LIEN MPT FINANCE CORP | 210,271 | 210,271 |
| NATIONAL RURAL UTILITIES COOPE 3.4% 02/07/2028 USD | 969,885 | 969,885 |
| NCR CORPORATION 5.0% 07/15/2022 USD SER B SR LIEN | 15,505 | 15,505 |
| NETFLIX, INC. 5.875% 02/15/2025 USD SR LIEN | 73,281 | 73,281 |
| NEWELL RUBBERMAID INC. STEP 04/01/2026 USD SR LIEN 4.2% 03/30/16-04/01/20 | 142,190 | 142,190 |
| NEXTERA ENERGY OPERATING 4.25% 07/15/2024 USD PVT REGS SR LIEN | 47,834 | 47,834 |
| NGPL PIPECO LLC 4.875% 08/15/2027 USD PVT REGS SR LIEN | 75,695 | 75,695 |
| NORTHERN TRUST CORPORATION HYBRID 05/08/2032 USD JRSUB LIEN CPN 05/08/17 3.3 | 671,358 | 671,358 |
| NRG ENERGY, INC. 6.625% 01/15/2027 USD SER WI SR LIEN | 200,799 | 200,799 |
| PAYPAL HOLDINGS, INC. 2.2% 09/26/2022 SR LIEN | 278,161 | 278,161 |
| PEPSICO, INC. 3.0% 10/15/2027 USD SR LIEN | 826,478 | 826,478 |
| PERFORMANCE FOOD GROUP I 5.5% 06/01/2024 USD PVT REGS SR LIEN | 51,479 | 51,479 |
| POST HOLDINGS INC 5.5% 03/01/2025 PVT REGS SR LIEN | 74,608 | 74,608 |
| QORVO, INC. 5.5% 07/15/2026 USD SER WI SR LIEN | 256,235 | 256,235 |
| RECKITT BENCKISER TREASURY SER 2.375% 06/24/2022 USD PVT REGS SR LIEN | 554,310 | 554,310 |
| REPUBLIC SERVICES INC 2.5% 08/15/2024 USD SR LIEN | 970,378 | 970,378 |
| REYNOLDS GRP ISS/REYNOLD 5.125% 07/15/2023 USD PVT REGS SR LIEN | 151,870 | 151,870 |
| RHP HOTEL PPTY/RHP FINAN 5.0% 04/15/2023 USD SR LIEN | 97,903 | 97,903 |
| RYMAN HOSPITALITY PROP 4.75% 10/15/2027 PVT REGS SR LIEN | 41,838 | 41,838 |
| S&P GLOBAL INC 4.4% 02/15/2026 USD SR LIEN | 956,855 | 956,855 |
| SABRE GLBL INC. 5.25% 11/15/2023 USD PVT REGS SR LIEN | 98,117 | 98,117 |
| SBA COMMUNICATIONS CORPORATION 4.875% 07/15/2022 SR LIEN | 98,323 | 98,323 |
| SEALED AIR CORPORATION 5.5% 09/15/2025 USD PVT REGS SR LIEN | 245,529 | 245,529 |
| SENSATA TECHNOLOGIES B.V. 5.625% 11/01/2024 USD PVT REGS SR LIEN | 229,952 | 229,952 |
| SILGAN HOLDINGS INC 4.75% 03/15/2025 USD SER WI SR LIEN | 77,736 | 77,736 |
| SIRIUS XM RADIO INC. 5.375% 04/15/2025 USD PVT REGS SR LIEN | 250,675 | 250,675 |
| SLM CORPORATION MTN 7.25% 01/25/2022 USD SR LIEN | 156,500 | 156,500 |
| SPECTRUM BRANDS INC 5.0% 10/01/2029 PVT REGS SR LIEN | 177,815 | 177,815 |
| SPRINT COMMUNICATIONS, INC. 7.875% 09/15/2023 USD SER B SR LIEN | 197,141 | 197,141 |
| STANDARD INDUSTRIES INC. 5.375% 11/15/2024 USD PVT REGS SR LIEN | 72,395 | 72,395 |
| STATE STREET CORPORATION HYBRID 11/01/2034 SUB LIEN CPN 11/01/19 3.031% | 504,481 | 504,481 |
| SUNOCO LP 6.0% 04/15/2027 USD SER WI SR LIEN | 140,422 | 140,422 |
| TARGA RESOURCES PARTNERS LP 5.875% 04/15/2026 USD SR LIEN | 252,602 | 252,602 |
| TARGA RESOURCES PARTNERS LP 6.875% 01/15/2029 USD PVT REG PVT REGS SR LI | 97,045 | 97,045 |
| TENET HEALTHCARE CORP 4.625% 07/15/2024 USD PVT SR LIEN | 229,917 | 229,917 |
| THE HOME DEPOT, INC. 2.125% 09/15/2026 USD SR LIEN | 754,348 | 754,348 |
| T-MOBILE USA INC 6.5% 01/15/2026 USD SR LIEN | 198,393 | 198,393 |
| TREEHOUSE FOODS INC 6.0% 02/15/2024 USD PVT REGS SR LIEN | 148,225 | 148,225 |
| UNIVERSAL HEALTH SERVICES, INC 5.0% 06/01/2026 USD PVT REGS SR LIEN | 100,014 | 100,014 |
| VALVOLINE INC. 5.5% 07/15/2024 USD | 127,543 | 127,543 |
| VERIZON COMMUNICATIONS, INC. 3.875% 02/08/2029 USD SR LIEN | 1,202,390 | 1,202,390 |
| VISTRA OPERATIONS COMPANY LLC 5.625% 02/15/2027 USD PVT REGS SR LIEN | 311,750 | 311,750 |
| W.R. GRACE & CO-CONN. 5.625% 10/01/2024 USD PVT REGS SR LIEN | 206,998 | 206,998 |
| WMG ACQUISITION CORP. 4.875% 11/01/2024 USD PVT REGS SR LIEN | 151,253 | 151,253 |