| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| VISTRA OPERATIONS COMPANY LLC 5.625% 02/15/2027 USD PVT REGS SR LIEN | 304,863 | 304,863 |
| HCA INC. 5.875% 02/15/2026 USD SR LIEN | 299,251 | 299,251 |
| NOKIA OYJ 4.375% 06/12/2027 USD SR LIEN | 297,635 | 297,635 |
| CROWDSTRIKE HOLDINGS INC 3.0% 02/15/2029 USD SR LIEN | 278,675 | 278,675 |
| CENTENE CORPORATION 4.625% 12/15/2029 USD SER WI SR LIEN | 256,082 | 256,082 |
| SEALED AIR CORPORATION 5.5% 09/15/2025 USD PVT REGS SR LIEN | 246,904 | 246,904 |
| SENSATA TECHNOLOGIES B.V. 5.625% 11/01/2024 USD PVT REGS SR LIEN | 227,246 | 227,246 |
| GOODYEAR TIRE & RUBBER 5.0% 05/31/2026 USD SR LIEN | 226,692 | 226,692 |
| SIRIUS XM RADIO INC 4.125% 07/01/2030 USD PVT REGS SR LIEN | 214,331 | 214,331 |
| SPRINGLEAF FINANCE CORPORATION 5.375% 11/15/2029 USD SR LIEN | 212,269 | 212,269 |
| MPT OPERATING PARTNERSHIP 5.25% 08/01/2026 USD SR LIEN MPT FINANCE CORP | 204,872 | 204,872 |
| FORD MOTOR CREDIT COMPANY LLC 2.7% 08/10/2026 USD SR LIEN | 203,865 | 203,865 |
| CENTURY TELEPHONE ENTERPRISES 6.875000 01/15/2028 SER G SR LIEN | 201,379 | 201,379 |
| SPECTRUM BRANDS INC 5.0% 10/01/2029 USD PVT REGS SR LIEN | 200,576 | 200,576 |
| TREEHOUSE FOODS INC 4.0% 09/01/2028 USD SR LIEN | 200,507 | 200,507 |
| CSC HOLDINGS, LLC 5.25% 06/01/2024 USD SER B SR LIEN | 197,387 | 197,387 |
| SPRINT COMMUNICATIONS, INC. 7.875% 09/15/2023 USD SER B SR LIEN | 196,777 | 196,777 |
| NEWELL RUBBERMAID INC. STEP 04/01/2026 USD SR LIEN 4.45% 04/01/22-04/01/26 | 192,850 | 192,850 |
| FIRST-CITIZENS BANK & TRUST C 5.0% 08/15/2022 SR LIEN | 190,534 | 190,534 |
| ENERGIZER HOLDINGS INC 4.375% 03/31/2029 USD PVT REGS SR LIEN | 186,522 | 186,522 |
| GRAPHIC PACKAGING INTL 4.125% 08/15/2024 USD SR LIEN | 186,477 | 186,477 |
| HILTON DOMESTIC OPERATING CO I 4.875% 01/15/2030 USD SER WI SR LIEN | 174,597 | 174,597 |
| TWILIO INC 3.875% 03/15/2031 USD SR LIEN | 143,976 | 143,976 |
| ASBURY AUTOMOTIVE GROUP, INC. 4.75% 03/01/2030 USD SER WI SR LIEN | 142,428 | 142,428 |
| LAMAR MEDIA CORP 3.75% 02/15/2028 USD SER WI SR LIEN | 140,731 | 140,731 |
| SBA COMMUNICATIONS CORPORATION 3.875% 02/15/2027 USD SER WI SR LIEN | 139,982 | 139,982 |
| BUILDERS FIRSTSOURCE INC 5.0% 03/01/2030 USD PVT REGS SR LIEN | 139,413 | 139,413 |
| T-MOBILE USA, INC. 3.375% 04/15/2029 USD SR LIEN | 138,519 | 138,519 |
| BERRY GLOBAL ESCROW CORP 4.875% 07/15/2026 USD PVT REGS SR LIEN | 137,397 | 137,397 |
| TEGNA INC. 5.0% 09/15/2029 USD SR LIEN | 135,876 | 135,876 |
| ENCOMPASS HEALTH CORP 4.625% 04/01/2031 USD SR LIEN | 134,807 | 134,807 |
| COVANTA HOLDING CORPORATION 5.0% 09/01/2030 USD SR LIEN | 134,767 | 134,767 |
| DANA INC 4.25% 09/01/2030 USD SR LIEN | 133,629 | 133,629 |
| NAVIENT CORP 4.875% 03/15/2028 USD SR LIEN | 133,565 | 133,565 |
| BALL CORPORATION 3.125% 09/15/2031 USD SR LIEN | 132,573 | 132,573 |
| NORDSTROM INC 4.375% 04/01/2030 USD SR LIEN | 132,565 | 132,565 |
| CENTRAL GARDEN & PET CO 4.125% 10/15/2030 USD SR LIEN | 132,270 | 132,270 |
| WYNDHAM DESTINATIONS, INC. STEP 04/01/2027 USD SR LIEN 6.0% 10/01/20-04/01/2 | 132,212 | 132,212 |
| TRI POINTE GROUP INC 5.7% 06/15/2028 USD SR LIEN | 130,099 | 130,099 |
| WESTERN DIGITAL CORP 4.75% 02/15/2026 USD SR LIEN | 129,922 | 129,922 |
| MARRIOTT OWNERSHIP RESORTS, IN 4.75% 01/15/2028 USD SER WI SR LIEN | 128,623 | 128,623 |
| AECOM 5.125% 03/15/2027 USD SER WI SR LIEN | 127,011 | 127,011 |
| CDW LLC/CDW FINANCE 3.25% 02/15/2029 USD SR LIEN | 126,630 | 126,630 |
| MICROCHIP TECHNOLOGY INCORPORA 4.25% 09/01/2025 USD | 126,327 | 126,327 |
| QORVO, INC. 4.375% 10/15/2029 USD SER WI SR LIEN | 125,247 | 125,247 |
| H.B. FULLER COMPANY 4.25% 10/15/2028 USD SR LIEN | 124,677 | 124,677 |
| GLP CAPITAL, L.P. 5.375% 04/15/2026 USD SR LIEN | 123,741 | 123,741 |
| JELD-WEN INC 6.25% 05/15/2025 USD PVT REGS SR LIEN | 121,093 | 121,093 |
| UNITED RENTALS NORTH AM 3.875% 02/15/2031 USD SR LIEN | 118,408 | 118,408 |
| KENNEDY-WILSON, INC. 5.0% 03/01/2031 USD SR LIEN | 114,087 | 114,087 |
| NAVIENT CORPORATION 5.5% 03/15/2029 SR LIEN | 112,695 | 112,695 |
| TENET HEALTHCARE CORPORATION 4.625% 07/15/2024 USD PVT SR LIEN | 112,687 | 112,687 |
| MATCH GROUP, INC. 4.625% 06/01/2028 USD PVT REGS SR LIEN | 104,425 | 104,425 |
| KBR INC 4.75% 09/30/2028 USD PVT REGS SR LIEN | 104,219 | 104,219 |
| AMERICAN AXLE & MFG INC 6.875% 07/01/2028 USD SR LIEN | 103,486 | 103,486 |
| PTC INC 4.0% 02/15/2028 USD PVT REGS SR LIEN | 103,261 | 103,261 |
| ELANCO ANIMAL HEALTH INCORPORA STEP 08/28/2023 USD SER WI SR LIEN 5.772% 02/ | 102,793 | 102,793 |
| SHIFT4 PAYMENTS LLC 4.625% 11/01/2026 USD PVT REGS SR LIEN SHIFT4 PAYMENTS F | 102,284 | 102,284 |
| IHEARTCOMMUNICATIONS, INC. 6.375% 05/01/2026 USD SR LIEN | 101,086 | 101,086 |
| H&E EQUIPMENT SERVICES 3.875% 12/15/2028 USD PVT REGS SR LIEN | 99,422 | 99,422 |
| ENPRO INDUSTRIES, INC. 5.75% 10/15/2026 USD SR LIEN | 95,215 | 95,215 |
| TWITTER, INC. 3.875% 12/15/2027 USD PVT REGS SR LIEN | 94,147 | 94,147 |
| CLARK EQUIPMENT COMPANY 5.875% 06/01/2025 USD PVT REGS SR LIEN | 93,913 | 93,913 |
| LENNAR CORP 4.75% 05/30/2025 USD SR LIEN | 93,332 | 93,332 |
| OPEN TEXT CORP 3.875% 02/15/2028 USD PVT REGS SR LIEN | 93,050 | 93,050 |
| PRIME SECSRVC BRW/FINANC 5.75% 04/15/2026 USD PVT REGS SR LIEN | 92,701 | 92,701 |
| XEROX HOLDINGS CORP 5.0% 08/15/2025 USD PVT REGS SR LIEN | 90,627 | 90,627 |
| XPO LOGISTICS, INC. 6.25% 05/01/2025 USD PVT REGS SR LIEN | 89,817 | 89,817 |
| GFL ENVIRONMENTAL INC 5.125% 12/15/2026 USD PVT REGS SR LIEN | 88,594 | 88,594 |
| COMMSCOPE TECHNOLOGIES LLC 6.0% 06/15/2025 USD PVT REGS SR LIEN | 88,220 | 88,220 |
| NRG ENERGY, INC. 6.625% 01/15/2027 USD SER WI SR LIEN | 85,607 | 85,607 |
| LEVEL 3 FINANCING INC 4.625% 09/15/2027 USD PVT REGS SR LIEN | 82,689 | 82,689 |
| NGPL PIPECO LLC 4.875% 08/15/2027 USD PVT REGS SR LIEN | 79,222 | 79,222 |
| B&G FOODS INC 5.25% 09/15/2027 USD SR LIEN | 77,641 | 77,641 |
| SILGAN HOLDINGS INC 4.75% 03/15/2025 SER WI SR LIEN | 76,518 | 76,518 |
| NETFLIX, INC. 5.875% 02/15/2025 USD SR LIEN | 73,853 | 73,853 |
| CHEMOURS COMPANY (THE) 5.375% 05/15/2027 USD SR LIEN | 73,227 | 73,227 |
| BERRY GLOBAL, INC. 4.5% 02/15/2026 USD SER PVT REGS SRSUB LIEN | 72,258 | 72,258 |
| NEXTERA ENERGY OPERATING 4.25% 07/15/2024 USD PVT REGS SR LIEN | 68,793 | 68,793 |
| KRAFT HEINZ FOODS COMPANY 3.0% 06/01/2026 USD SER WI SR LIEN | 68,177 | 68,177 |
| TAYLOR MORRISON COMMUNITIES, I 5.125% 08/01/2030 USD PVT REGS SR LIEN | 67,281 | 67,281 |
| CDK GLOBAL, INC. 4.875% 06/01/2027 SER WI SR LIEN | 66,500 | 66,500 |
| PENSKE AUTOMOTIVE GROUP 3.5% 09/01/2025 USD SRSUB LIEN | 66,286 | 66,286 |
| CALPINE CORP 4.5% 02/15/2028 USD PVT REGS SR LIEN | 66,276 | 66,276 |
| PENSKE AUTOMOTIVE GROUP 3.75% 06/15/2029 USD SRSUB LIEN | 65,533 | 65,533 |
| CARS.COM INC 6.375% 11/01/2028 USD PVT REGS SR LIEN | 64,538 | 64,538 |
| SEAGATE HDD CAYMAN 3.375% 07/15/2031 USD SR LIEN M-W+50.00BP | 64,258 | 64,258 |
| IRON MOUNTAIN INCORPORATED 4.5% 02/15/2031 USD PVT REGS SR LIEN | 63,717 | 63,717 |
| MINERALS TECHNOLOGIES INC. 5.0% 07/01/2028 USD PVT REGS SR LIEN | 63,693 | 63,693 |
| MASTEC INC 4.5% 08/15/2028 USD PVT REGS SR LIEN | 63,345 | 63,345 |
| NRG ENERGY INC 3.625% 02/15/2031 USD PVT REGS SR LIEN | 62,288 | 62,288 |
| CALPINE CORP 5.25% 06/01/2026 USD PVT REGS SR LIEN | 59,761 | 59,761 |
| CHEMOURS CO 4.625% 11/15/2029 USD PVT REGS SR LIEN | 58,891 | 58,891 |
| HILLENBRAND INC 5.75% 06/15/2025 USD SR LIEN | 57,616 | 57,616 |
| AMC NETWORKS INC 4.75% 08/01/2025 USD SR LIEN | 57,257 | 57,257 |
| BALL CORP 5.25% 07/01/2025 USD SR LIEN | 56,438 | 56,438 |
| TALEN ENERGY SUPPLY, LLC 6.625% 01/15/2028 USD PVT REGS SR LIEN | 54,483 | 54,483 |
| BOISE CASCADE COMPANY 4.875% 07/01/2030 USD PVT REGS SR LIEN | 53,969 | 53,969 |
| B&G FOODS INC 5.25% 04/01/2025 USD SR LIEN | 51,725 | 51,725 |
| SILGAN HOLDINGS INC 4.125% 02/01/2028 USD SER WI SR LIEN | 51,578 | 51,578 |
| MPT OPERATING PARTNERSHIP, L.P 3.5% 03/15/2031 USD SR LIEN MPT FINANCE CORP | 46,992 | 46,992 |
| BAUSCH HEALTH COMPANIES INC. 6.125% 04/15/2025 PVT REGS SR LIEN | 43,375 | 43,375 |
| BALL CORPORATION 2.875% 08/15/2030 USD SR LIEN | 42,177 | 42,177 |
| RYMAN HOSPITALITY PROPERTIES, 4.75% 10/15/2027 USD SER WI SR LIEN | 41,201 | 41,201 |
| ONEMAIN FINANCE CORP 3.5% 01/15/2027 USD SR LIEN | 33,235 | 33,235 |
| ELANCO ANIMAL HEALTH INCORPORA STEP 08/28/2028 USD SER WI SR LIEN 6.4% 02/28 | 31,864 | 31,864 |
| METHANEX CORP 5.125% 10/15/2027 USD SR LIEN | 31,825 | 31,825 |
| AMERICAN AXLE & MANUFACTURING, 5.0% 10/01/2029 USD SR LIEN | 30,976 | 30,976 |
| TENET HEALTHCARE CORP 5.125% 11/01/2027 USD PVT REGS SR LIEN | 26,245 | 26,245 |
| HCA INC. 5.375% 02/01/2025 USD SR LIEN | 22,428 | 22,428 |
| HCA INC 5.875% 02/01/2029 USD SR LIEN | 21,889 | 21,889 |
| HILTON DOMESTIC OPERATIN 5.375% 05/01/2025 USD PVT REGS SR LIEN | 20,991 | 20,991 |
| MERITOR, INC. 6.25% 06/01/2025 USD PVT REGS SR LIEN | 20,954 | 20,954 |
| COLFAX CORPORATION 6.375% 02/15/2026 PVT REGS SR LIEN | 19,041 | 19,041 |
| DISH DBS CORPORATION 5.875% 07/15/2022 SER B SR LIEN | 15,650 | 15,650 |
| FRESENIUS MEDICAL CARE US FINA 5.875% 01/31/2022 PVT REGS SR LIEN | 15,420 | 15,420 |
| SPRINT CORP 7.625% 02/15/2025 USD SR LIEN | 11,788 | 11,788 |
| HILLENBRAND INC STEP 09/15/2026 USD SR LIEN 5.0% 09/15/20-09/15/26 | 9,038 | 9,038 |
| UNITED RENTALS (NORTH AMERICA) 3.75% 01/15/2032 USD SR LIEN | 7,150 | 7,150 |
| CENTENE CORP 2.45% 07/15/2028 USD SR LIEN | 5,984 | 5,984 |
| ONEMAIN FINANCE CORP 4.0% 09/15/2030 USD SR LIEN | 5,971 | 5,971 |
| JOHNSON & JOHNSON 1.3% 09/01/2030 USD SR LIEN | 852,635 | 852,635 |
| PEPSICO, INC. 3.0% 10/15/2027 USD SR LIEN | 836,204 | 836,204 |
| NATIONAL RURAL UTILITIES COOPE 3.4% 02/07/2028 USD | 825,094 | 825,094 |
| CATERPILLAR FINANCIAL SERVICES MTN 2.85% 06/01/2022 SER G SR LIEN | 819,667 | 819,667 |
| HOME DEPOT, INC (THE) 2.125% 09/15/2026 USD SR LIEN | 778,640 | 778,640 |
| MASTERCARD INCORPORATED 3.5% 02/26/2028 USD SR LIEN | 777,016 | 777,016 |
| BANK OF MONTREAL HYBRID MTN 01/22/2027 USD SR LIEN CPN 01/22/21 0.949% | 719,414 | 719,414 |
| KFW 1.75% 09/14/2029 USD SR LIEN | 715,458 | 715,458 |
| SUMITOMO MITSUI FINANCIAL GROU 2.348% 01/15/2025 USD SR LIEN | 688,858 | 688,858 |
| NORTHERN TRUST CORPORATION HYBRID 05/08/2032 USD JRSUB LIEN CPN 05/08/17 3.3 | 688,018 | 688,018 |
| MARSH & MCLENNAN COS INC 2.25% 11/15/2030 USD SR LIEN | 676,266 | 676,266 |
| XILINX INC 2.95% 06/01/2024 USD SR LIEN | 669,148 | 669,148 |
| CSX CORP 4.25% 03/15/2029 USD SR LIEN | 597,295 | 597,295 |
| CITIGROUP INC. HYBRID 10/27/2028 USD SR LIEN CPN 10/27/17 3.52% | 583,031 | 583,031 |
| JPMORGAN CHASE & CO. HYBRID 03/01/2025 USD SR LIEN CPN 06/01/17-02/29/24 3.2 | 567,256 | 567,256 |
| VERIZON COMMUNICATIONS, INC. 3.875% 02/08/2029 USD SR LIEN | 551,001 | 551,001 |
| MORGAN STANLEY HYBRID MTN 10/21/2025 USD SER I SR LIEN CPN 10/21/20 0.864% | 513,594 | 513,594 |
| KROGER CO 4.5% 01/15/2029 USD SR LIEN | 463,497 | 463,497 |
| MITSUBISHI UFJ FINANCIAL GROUP 3.777% 03/02/2025 USD SR LIEN | 459,635 | 459,635 |
| BANK OF AMERICA CORPORATION HYBRID MTN 03/05/2029 USD SR LIEN CPN 03/05/18-0 | 454,486 | 454,486 |
| REPUBLIC SERVICES INC 2.5% 08/15/2024 USD SR LIEN | 451,841 | 451,841 |
| WESTPAC BANKING CORPORATION HYBRID 02/04/2030 USD SUB LIEN CPN 01/31/20 2.89 | 444,473 | 444,473 |
| ORACLE CORPORATION 2.95% 05/15/2025 USD SR LIEN | 442,263 | 442,263 |
| FEDERAL HOME LOAN BANK 0.5% 04/14/2025 | 423,034 | 423,034 |
| AT&T INC. 4.35% 03/01/2029 USD SER 10YR SR LIEN | 409,936 | 409,936 |
| ROYAL BANK OF SCOTLAND GROUP P HYBRID 11/01/2029 USD SUB LIEN CPN 11/01/19 3 | 403,937 | 403,937 |
| AMERICAN HONDA FINANCE 1.95% 05/20/2022 SR LIEN | 398,141 | 398,141 |
| HSBC HOLDINGS PLC HYBRID 09/12/2026 USD SR LIEN CPN 09/12/18 4.292% | 393,514 | 393,514 |
| BURLINGTON NORTHERN SANTA FE, 3.0% 04/01/2025 USD SR LIEN | 338,586 | 338,586 |
| RECKITT BENCKISER TREASURY SER 2.375% 06/24/2022 PVT REGS SR LIEN | 292,287 | 292,287 |
| CROWN CASTLE INTERNATIONAL COR 4.45% 02/15/2026 USD SR LIEN | 283,481 | 283,481 |
| PAYPAL HOLDINGS, INC. 2.2% 09/26/2022 SR LIEN | 280,480 | 280,480 |
| GATX CORP 4.0% 06/30/2030 USD SR LIEN | 250,727 | 250,727 |
| DEERE & COMPANY 2.6% 06/08/2022 SR LIEN | 226,373 | 226,373 |
| DUKE REALTY LP 2.875% 11/15/2029 USD SR LIEN | 156,547 | 156,547 |
| CITIGROUP INC. HYBRID 05/15/2024 USD SR LIEN CPN 05/14/20-05/13/23 1.678% | 106,398 | 106,398 |
| BANK OF NOVA SCOTIA 2.375% 01/18/2023 USD SR LIEN | 71,957 | 71,957 |