| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| HSBC HOLDINGS PLC | 108,394 | 108,394 |
| HSBC HOLDINGS PLC | 82,127 | 82,127 |
| MITSUBISHI UFJ FINANCIAL GROUP | 125,490 | 125,490 |
| MITSUBISHI UFJ FINANCIAL GROUP | 91,143 | 91,143 |
| MITSUBISHI UFJ FINANCIAL GROUP | 66,107 | 66,107 |
| MIZUHO FINANCIAL GROUP INC | 104,668 | 104,668 |
| NATWEST MARKETS PLC 144A | 86,944 | 86,944 |
| SUMITOMO MITSUI FINANCIAL GROU | 65,399 | 65,399 |
| SUMITOMO MITSUI TRUST BAN 144A | 133,698 | 133,698 |
| TORONTO-DOMINION BANK/THE | 57,969 | 57,969 |
| TRANSCANADA PIPELINES LTD | 111,090 | 111,090 |
| TSMC GLOBAL LTD 144A | 90,347 | 90,347 |
| TSMC GLOBAL LTD 144A | 134,552 | 134,552 |
| UBS AG/LONDON 144A | 102,144 | 102,144 |
| UBS GROUP AG 144A | 68,916 | 68,916 |
| UBS GROUP AG 144A | 53,796 | 53,796 |
| BANK OF AMERICA CORP | 25,695 | 25,695 |
| BANK OF AMERICA CORP | 9,954 | 9,954 |
| BANK OF AMERICA CORP | 93,780 | 93,780 |
| GOLDMAN SACHS GROUP INC/THE | 50,075 | 50,075 |
| JPMORGAN CHASE & CO | 29,775 | 29,775 |
| JPMORGAN CHASE & CO | 464,220 | 464,220 |
| MORGAN STANLEY | 53,095 | 53,095 |
| MORGAN STANLEY | 30,198 | 30,198 |
| MORGAN STANLEY | 127,660 | 127,660 |
| MORGAN STANLEY | 80,004 | 80,004 |
| MORGAN STANLEY | 50,005 | 50,005 |
| MORGAN STANLEY | 39,824 | 39,824 |
| MORGAN STANLEY | 32,984 | 32,984 |
| MORGAN STANLEY BANK NA | 47,858 | 47,858 |
| AERCAP IRELAND CAPITAL DAC / A | 83,170 | 83,170 |
| AGREE LP | 102,635 | 102,635 |
| ALASKA AIRLINES 2020-1 CL 144A | 28,121 | 28,121 |
| ALLY FINANCIAL INC | 93,865 | 93,865 |
| AMEREN CORP | 70,562 | 70,562 |
| AMERICAN EXPRESS CO | 114,398 | 114,398 |
| AMERICAN HONDA FINANCE CORP | 97,189 | 97,189 |
| AMERICREDIT AUTOMOBILE RE 2 A3 | 117,781 | 117,781 |
| AMERICREDIT AUTOMOBILE RE 1 A2 | 65,898 | 65,898 |
| AMERIPRISE FINANCIAL INC | 287,655 | 287,655 |
| ARBOR MULTIFAMILY MF3 A2 144A | 257,932 | 257,932 |
| ATHENE GLOBAL FUNDING 144A | 152,298 | 152,298 |
| AVIS BUDGET RENTAL C 2A A 144A | 98,312 | 98,312 |
| AVIS BUDGET RENTAL C 1A A 144A | 117,673 | 117,673 |
| AVIS BUDGET RENTAL C 3A A 144A | 244,280 | 244,280 |
| AVIS BUDGET RENTAL C 5A A 144A | 259,582 | 259,582 |
| BAT CAPITAL CORP | 139,187 | 139,187 |
| BAT INTERNATIONAL FINANCE PLC | 155,062 | 155,062 |
| BBCMS 2018-TALL MO TALL A 144A | 78,516 | 78,516 |
| BX TRUST 2021-ARIA ARIA A 144A | 61,821 | 61,821 |
| BANK OF AMERICA CORP | 88,505 | 88,505 |
| BANK OF AMERICA CORP | 100,814 | 100,814 |
| BANK OF AMERICA CORP | 75,602 | 75,602 |
| BANK OF MONTREAL | 144,500 | 144,500 |
| BANK OF NOVA SCOTIA/THE | 75,629 | 75,629 |
| BANK OF NOVA SCOTIA/THE | 53,484 | 53,484 |
| BANK 2020-BNK26 BN26 A1 | 22,620 | 22,620 |
| BARCLAYS PLC | 104,738 | 104,738 |
| BAXTER INTERNATIONAL INC | 110,960 | 110,960 |
| BOEING CO/THE | 231,965 | 231,965 |
| BOEING CO/THE | 45,478 | 45,478 |
| BROADCOM INC | 184,868 | 184,868 |
| CNH INDUSTRIAL CAPITAL LLC | 122,865 | 122,865 |
| CNH INDUSTRIAL CAPITAL LLC | 83,933 | 83,933 |
| CSAIL 2020-C19 COMMERCI C19 A1 | 45,934 | 45,934 |
| CVS HEALTH CORP | 142,550 | 142,550 |
| CVS HEALTH CORP | 84,775 | 84,775 |
| CANADIAN PACIFIC RAILWAY CO | 98,164 | 98,164 |
| CAPITAL ONE PRIME AUTO RE 1 A3 | 227,525 | 227,525 |
| CARMAX AUTO OWNER TRUST 3 A2A | 38,800 | 38,800 |
| CARMAX AUTO OWNER TRUST 2 2 A3 | 126,435 | 126,435 |
| CELANESE US HOLDINGS LLC | 108,880 | 108,880 |
| CELANESE US HOLDINGS LLC | 110,009 | 110,009 |
| CITIGROUP INC | 269,502 | 269,502 |
| CITIGROUP INC | 74,880 | 74,880 |
| CITIGROUP INC | 99,873 | 99,873 |
| CITIGROUP COMMERCIAL M GC46 A1 | 29,608 | 29,608 |
| CONSOLIDATED EDISON INC | 120,026 | 120,026 |
| CREDIT SUISSE AG/NEW YORK NY | 73,818 | 73,818 |
| DELTA AIR LINES 2019-1 CLASS A | 136,469 | 136,469 |
| DISCOVER CARD EXECUTION N A2 A | 149,873 | 149,873 |
| ENTERPRISE FLEET FUN 1 A2 144A | 162,757 | 162,757 |
| ENTERPRISE FLEET FIN 1 A2 144A | 81,577 | 81,577 |
| EQUITABLE FINANCIAL LIFE 144A | 90,752 | 90,752 |
| CONSTELLATION ENERGY GENERATIO | 134,029 | 134,029 |
| FEDERAL REALTY OP LP | 83,782 | 83,782 |
| FORD MOTOR CREDIT CO LLC | 161,020 | 161,020 |
| FORD MOTOR CREDIT CO LLC | 71,729 | 71,729 |
| GA GLOBAL FUNDING TRUST 144A | 48,882 | 48,882 |
| GA GLOBAL FUNDING TRUST 144A | 141,696 | 141,696 |
| GS MORTGAGE SECURITIES GC12 A3 | 154,028 | 154,028 |
| GM FINANCIAL CONSUMER AUT 2 A3 | 82,349 | 82,349 |
| GM FINANCIAL CONSUMER AUT 3 A4 | 156,262 | 156,262 |
| HALEON US CAPITAL LLC | 116,548 | 116,548 |
| GENERAL MOTORS FINANCIAL CO IN | 99,632 | 99,632 |
| GENERAL MOTORS FINANCIAL CO IN | 118,197 | 118,197 |
| GOLDMAN SACHS GROUP INC/THE | 88,357 | 88,357 |
| GREAT WOLF TRUST 2 WOLF A 144A | 111,671 | 111,671 |
| HCA INC | 94,516 | 94,516 |
| HCA INC 144A | 159,584 | 159,584 |
| HERTZ VEHICLE FINANC 1A A 144A | 87,803 | 87,803 |
| HERTZ VEHICLE FINANC 2A A 144A | 91,504 | 91,504 |
| HIGHMARK INC 144A | 96,795 | 96,795 |
| HYUNDAI AUTO RECEIVABLES B A3 | 142,061 | 142,061 |
| JPMORGAN CHASE & CO | 118,901 | 118,901 |
| JPMORGAN CHASE & CO | 78,498 | 78,498 |
| JPMORGAN CHASE & CO | 136,420 | 136,420 |
| JPMORGAN CHASE & CO | 88,567 | 88,567 |
| JPMORGAN CHASE & CO | 166,114 | 166,114 |
| JACKSON NATIONAL LIFE GLO 144A | 149,013 | 149,013 |
| JACKSON NATIONAL LIFE GLO 144A | 46,437 | 46,437 |
| KEYBANK NA/CLEVELAND OH | 123,464 | 123,464 |
| LOWE'S COS INC | 78,868 | 78,868 |
| MPLX LP | 142,819 | 142,819 |
| WARNERMEDIA HOLDINGS INC 144A | 225,703 | 225,703 |
| MARATHON PETROLEUM CORP | 93,617 | 93,617 |
| MET TOWER GLOBAL FUNDING 144A | 130,502 | 130,502 |
| MORGAN STANLEY CAPITAL I L5 A2 | 140,867 | 140,867 |
| MORGAN STANLEY | 209,243 | 209,243 |
| MORGAN STANLEY | 80,962 | 80,962 |
| MORGAN STANLEY | 76,667 | 76,667 |
| NEXTERA ENERGY CAPITAL HOLDING | 206,810 | 206,810 |
| NISOURCE INC | 117,302 | 117,302 |
| NISSAN AUTO RECEIVABLES 2 B A3 | 203,452 | 203,452 |
| NORTHROP GRUMMAN CORP | 107,195 | 107,195 |
| NORTHWESTERN MUTUAL GLOBA 144A | 92,992 | 92,992 |
| WELLS FARGO & CO | 110,782 | 110,782 |
| PACIFIC LIFE GLOBAL FUNDI 144A | 136,092 | 136,092 |
| PHILLIPS 66 | 152,544 | 152,544 |
| PRINCIPAL LIFE GLOBAL FUN 144A | 77,366 | 77,366 |
| PRINCIPAL LIFE GLOBAL FUN 144A | 125,893 | 125,893 |
| PROTECTIVE LIFE GLOBAL FU 144A | 136,073 | 136,073 |
| PUBLIC SERVICE ELECTRIC AND GA | 108,717 | 108,717 |
| CITIZENS BANK NA/PROVIDENCE RI | 200,429 | 200,429 |
| SANTANDER DRIVE AUTO RECE 1 A3 | 172,386 | 172,386 |
| SEALED AIR CORP 144A | 64,847 | 64,847 |
| SERVICE PROPERTIES TRUST | 128,646 | 128,646 |
| SKYWORKS SOLUTIONS INC | 79,249 | 79,249 |
| SPRINT SPECTRUM CO LLC / 144A | 207,142 | 207,142 |
| TSMC ARIZONA CORP | 62,532 | 62,532 |
| 3650R 2021-PF1 COMMERCI PF1 A1 | 193,191 | 193,191 |
| TOYOTA AUTO RECEIVABLES 2 C A3 | 92,734 | 92,734 |
| TRICON AMERICAN HO SFR1 A 144A | 117,057 | 117,057 |
| USAA AUTO OWNER TRUS A A3 144A | 169,944 | 169,944 |
| UPMC | 321,878 | 321,878 |
| UNIFY AUTO RECEIVAB 1A A3 144A | 55,151 | 55,151 |
| UNITED AIRLINES 2014-1 CLASS A | 95,787 | 95,787 |
| UNITEDHEALTH GROUP INC | 82,311 | 82,311 |
| UNITEDHEALTH GROUP INC | 87,029 | 87,029 |
| VENTAS REALTY LP | 217,819 | 217,819 |
| VERIZON MASTER TRUST 3 A | 186,270 | 186,270 |
| VIRGINIA ELECTRIC AND POWER CO | 81,156 | 81,156 |
| VMWARE INC | 139,635 | 139,635 |
| WEC ENERGY GROUP INC | 84,816 | 84,816 |
| WELLS FARGO & CO | 69,542 | 69,542 |
| WESTERN UNION CO/THE | 100,775 | 100,775 |
| WESTINGHOUSE AIR BRAKE TECHNOL | 70,664 | 70,664 |
| WORLD OMNI AUTOMOBILE LEA A A3 | 48,933 | 48,933 |