Coupon Units Cost Market Value FIXED INCOME FUND-I

Domestic Fixed Income Securities 58.91%

U.S. Government & Federal Agency Obligations

ALASKA ST 5.6420 85,000 105,736 109,943 AMERICAN MUNI PWR-OHIO INC OH 5.9390 10,000 12,438 14,072 AMERICAN MUNI PWR-OHIO INC OH 7.8340 20,000 28,726 31,094 BAY AREA CA TOLL AUTH TOLL BRI 6.2630 20,000 26,939 30,901 BAY AREA CA TOLL AUTH TOLL BRI 6.9070 20,000 28,141 33,017 CALIFORNIA ST 7.3000 20,000 26,939 30,492 CALIFORNIA ST 7.3500 20,000 27,086 30,705 CALIFORNIA ST 7.5500 80,000 112,074 129,236 CALIFORNIA ST 7.6250 50,000 69,765 80,183 CALIFORNIA ST UNIV REVENUE 2.8970 15,000 15,000 14,158 CHICAGO IL TRANSIT AUTH SALES 6.2000 30,000 36,029 40,015 CURATORS OF THE UNIV OF MISSOU 5.7920 90,000 127,044 128,819 DALLAS TX AREA RAPID TRANSIT S 5.0220 20,000 23,173 26,934 DALLAS-FORT WORTH TX INTERNATI 3.1440 10,000 10,000 9,977 DIST OF COLUMBIA WTR & SWR AUT 3.2070 25,000 25,000 25,173 EAST BAY CA MUNI UTILITY DIST 5.8740 30,000 37,985 41,241 FEDERAL HOME LN BK CONS BD 3.0000 70,000 70,176 71,093 FEDERAL HOME LN MTG CORP 2.7500 145,000 145,433 153,139 FEDERAL HOME LN MTG CORP 6.2500 15,000 19,335 21,631 FEDERAL NATL MTG ASSN 2.1250 15,000 14,491 15,861 FEDERAL NATL MTG ASSN 2.8750 40,000 40,253 42,563 FEDERAL NATL MTG ASSN 6.6250 45,000 57,837 64,206 FEDERAL NATL MTG ASSN 7.1250 30,000 39,288 43,201 FEDERAL NATL MTG ASSN 7.2500 25,000 33,076 36,583 FHLMC POOL #G6-1606 4.5000 308,092 318,612 336,605 FHLMC MULTICLASS MTG 1510 A3 3.7940 380,000 429,113 434,621 FHLMC MULTICLASS MTG 1512 X1 0.9109 1,472,429 137,363 129,046 FHLMC MULTICLASS MTG 1513 A3 2.7970 267,000 280,311 280,248 FHLMC MULTICLASS MTG 1517 A1 1.1770 274,893 274,880 255,329 FHLMC MULTICLASS MTG 1517 X1 1.3339 799,607 116,474 116,135 FHLMC MULTICLASS MTG 1518 A1 1.1920 792,016 792,005 748,942 FHLMC MULTICLASS MTG 1518 A2 1.8600 300,000 308,764 282,820 FHLMC MULTICLASS MTG 1519 A1 1.3200 657,808 657,760 626,448 FHLMC MULTICLASS MTG 1519 A2 2.0130 510,000 525,066 489,053 FHLMC MULTICLASS MTG K020 X1 1.3401 82,271 3,248 966 FHLMC MULTICLASS MTG K025 X1 0.7946 325,049 8,923 3,053 FHLMC MULTICLASS MTG K026 A2 2.5100 20,000 20,136 20,637 FHLMC MULTICLASS MTG K028 X1 0.2475 3,058,252 31,197 11,813 FHLMC MULTICLASS MTG K029 A1 2.8390 8,699 8,741 8,798 FHLMC MULTICLASS MTG K029 A2 3.3200 110,000 113,891 115,591 FHLMC MULTICLASS MTG K030 A2 3.2500 253,000 266,000 266,015 FHLMC MULTICLASS MTG K031 A1 2.7780 32,820 32,872 33,390 FHLMC MULTICLASS MTG K032 A1 3.0160 8,477 8,498 8,691 FHLMC MULTICLASS MTG K034 A2 3.5310 111,375 112,740 118,712 FHLMC MULTICLASS MTG K046 A2 3.2050 150,000 155,098 163,156 FHLMC MULTICLASS MTG K048 A1 2.6890 59,874 60,812 62,297 FHLMC MULTICLASS MTG K050 A2 3.3340 173,000 174,966 189,576 FHLMC MULTICLASS MTG K051 A2 3.3080 106,970 108,017 117,203 FHLMC MULTICLASS MTG K051 X1 0.5393 478,247 10,910 10,306 FHLMC MULTICLASS MTG K054 X1 1.1684 1,059,540 57,938 52,413 FHLMC MULTICLASS MTG K055 A2 2.6730 126,000 137,240 134,797 FHLMC MULTICLASS MTG K058 A1 2.3400 147,503 144,165 154,651 FHLMC MULTICLASS MTG K059 A2 3.1200 234,000 247,590 255,950 FHLMC MULTICLASS MTG K060 A2 3.3000 142,459 147,473 157,375 FHLMC MULTICLASS MTG K062 X1 0.3040 6,517,442 144,209 109,175 FHLMC MULTICLASS MTG K063 A1 3.0450 256,415 256,170 274,321 FHLMC MULTICLASS MTG K064 A2 3.2240 109,000 116,127 119,995 FHLMC MULTICLASS MTG K064 X1 0.6046 6,072,378 255,331 198,538 FHLMC MULTICLASS MTG K066 A2 3.1170 258,000 267,000 282,606 FHLMC MULTICLASS MTG K066 X1 0.7501 150,691 7,558 6,219 FHLMC MULTICLASS MTG K067 A2 3.1940 268,000 275,211 295,318 FHLMC MULTICLASS MTG K068 A1 2.9520 33,226 33,246 35,493 FHLMC MULTICLASS MTG K068 A2 3.2440 93,000 101,266 102,730 FHLMC MULTICLASS MTG K069 A1 2.8920 24,656 24,396 26,252 FHLMC MULTICLASS MTG K070 A1 3.0260 127,985 127,370 137,190 FHLMC MULTICLASS MTG K073 AM 3.4500 188,100 188,870 208,978 FHLMC MULTICLASS MTG K074 A1 3.6000 131,143 133,385 144,287 FHLMC MULTICLASS MTG K076 A1 3.7250 466,890 479,917 515,153 FHLMC MULTICLASS MTG K076 A2 3.9000 302,000 337,574 346,013 FHLMC MULTICLASS MTG K078 AM 3.9200 501,000 582,522 572,680 FHLMC MULTICLASS MTG K084 A1 3.7800 371,703 417,006 413,120 FHLMC MULTICLASS MTG K085 A2 4.0600 712,000 809,224 824,274 FHLMC MULTICLASS MTG K088 A2 3.6900 665,000 782,408 756,142 FHLMC MULTICLASS MTG K089 AM 3.6330 345,000 404,133 388,898 FHLMC MULTICLASS MTG K090 A2 3.4220 111,000 124,532 123,873 FHLMC MULTICLASS MTG K091 A2 3.5050 184,000 205,312 207,186

End of Month: 3/31/2021 Unaudited Holdings Report Page 1 of 34 Coupon Units Cost Market Value FHLMC MULTICLASS MTG K092 A2 3.2980 130,000 139,002 144,060 FHLMC MULTICLASS MTG K094 X1 0.8802 1,380,767 89,103 88,614 FHLMC MULTICLASS MTG K099 X1 0.8859 2,816,408 192,528 184,637 FHLMC MULTICLASS MTG K102 X1 0.8245 3,130,718 200,684 195,826 FHLMC MULTICLASS MTG K105 X1 1.5230 2,297,468 275,461 265,127 FHLMC MULTICLASS MTG K106 X1 1.3547 1,682,671 183,582 174,384 FHLMC MULTICLASS MTG K110 X1 1.6980 2,161,744 286,299 278,631 FHLMC MULTICLASS MTG K111 A1 0.8270 196,985 196,979 190,764 FHLMC MULTICLASS MTG K111 X1 1.5723 1,346,087 173,272 165,249 FHLMC MULTICLASS MTG K111 XAM 1.7965 1,475,477 231,656 214,393 FHLMC MULTICLASS MTG K114 X1 1.1184 1,899,386 176,435 169,800 FHLMC MULTICLASS MTG K115 X1 1.3278 1,743,269 187,129 183,466 FHLMC MULTICLASS MTG K116 A2 1.3780 89,000 91,533 85,294 FHLMC MULTICLASS MTG K116 X1 1.4273 918,341 107,097 102,049 FHLMC MULTICLASS MTG K120 X1 1.0394 1,105,291 94,036 92,003 FHLMC MULTICLASS MTG K121 A1 0.9950 458,841 458,821 441,687 FHLMC MULTICLASS MTG K121 A2 1.5470 410,000 421,907 397,484 FHLMC MULTICLASS MTG K121 X1 1.0287 1,499,290 126,111 123,663 FHLMC MULTICLASS MTG K122 X1 0.8834 2,828,947 208,303 204,464 FHLMC MULTICLASS MTG K124 A2 1.6580 237,000 244,012 231,706 FHLMC MULTICLASS MTG K124 AM 1.3840 670,000 669,986 636,287 FHLMC MULTICLASS MTG K127 AM 1.8510 461,000 460,962 455,294 FHLMC MULTICLASS MTG K154 A1 3.1760 483,957 485,865 527,143 FHLMC MULTICLASS MTG K154 A3 3.4590 76,000 90,982 85,285 FHLMC MULTICLASS MTG K155 A1 3.7500 379,120 391,348 426,886 FHLMC MULTICLASS MTG K156 A2 3.7000 247,500 249,183 284,387 FHLMC MULTICLASS MTG K157 A2 3.9900 584,000 694,964 683,535 FHLMC MULTICLASS MTG K159 A1 3.9500 491,937 506,139 557,884 FHLMC MULTICLASS MTG K724 A1 2.7760 76,164 75,980 77,329 FHLMC MULTICLASS MTG K725 A2 3.0020 107,000 109,290 113,626 FHLMC MULTICLASS MTG K727 A2 2.9460 191,285 203,553 203,433 FHLMC MULTICLASS MTG K727 AM 3.0370 198,000 198,782 211,461 FHLMC MULTICLASS MTG K728 X1 0.4114 6,322,401 128,036 72,720 FHLMC MULTICLASS MTG K730 A2 3.5900 198,000 201,200 216,411 FHLMC MULTICLASS MTG K731 A1 3.4810 46,767 47,343 48,508 FHLMC MULTICLASS MTG K732 A2 3.7000 101,000 107,467 110,812 FHLMC MULTICLASS MTG K734 A2 3.2080 107,000 111,230 117,045 FHLMC MULTICLASS MTG K741 AM 1.1990 670,000 669,994 654,784 FHLMC MULTICLASS MTG K741 X1 0.6577 10,688,557 379,273 370,380 FHLMC MULTICLASS MTG KBX1 A1 2.9200 614,420 612,901 656,265 FHLMC MULTICLASS MTG KG01 A10 2.9390 1,978,000 2,198,958 2,135,235 FHLMC MULTICLASS MTG KG01 A7 2.8750 870,000 947,336 934,082 FHLMC MULTICLASS MTG KG02 A1 2.0440 266,000 280,263 275,239 FHLMC MULTICLASS MTG KG03 A2 1.2970 200,000 205,632 190,507 FHLMC MULTICLASS MTG KG04 A2 1.4870 918,000 944,762 884,980 FHLMC MULTICLASS MTG KG05 A2 2.0000 1,200,000 1,235,753 1,208,038 FHLMC MULTICLASS MTG KGX1 X 0.0925 11,162,000 106,725 88,160 FHLMC MULTICLASS MTG KHG1 A2 3.3410 717,750 725,130 771,779 FHLMC MULTICLASS MTG KHG1 A4 3.3410 426,294 426,751 464,418 FHLMC MULTICLASS MTG KIR2 A1 2.7480 35,727 35,453 37,829 FHLMC MULTICLASS MTG KIR3 X 0.0736 7,100,000 58,504 43,925 FHLMC MULTICLASS MTG KJ18 A2 3.0650 26,563 26,661 27,195 FHLMC MULTICLASS MTG KJ28 A2 2.3080 280,000 284,841 293,986 FHLMC MULTICLASS MTG KL06 XFX 1.3640 4,360,000 417,032 406,148 FHLMC MULTICLASS MTG KL4F A2AS 3.6830 415,000 420,822 441,152 FHLMC MULTICLASS MTG KMP1 A2 2.9820 951,000 1,025,665 1,018,985 FHLMC MULTICLASS MTG KPLB A 2.7700 199,000 204,116 213,575 FHLMC MULTICLASS MTG KSMC X1 0.6800 25,177,983 442,790 305,620 FHLMC MULTICLASS MTG KW06 A1 3.8000 527,589 544,482 580,549 FHLMC MULTICLASS MTG KW06 A2 3.8000 180,000 198,599 204,748 FHLMC MULTICLASS MTG KW07 A1 3.6000 788,976 803,658 869,621 FHLMC MULTICLASS MTG KW10 A2 2.6910 100,000 102,715 106,208 FHLMC MULTICLASS MTG W5FX AFX 2.9697 500,000 527,142 534,020 FLORIDA ST BRD OF ADMIN FIN CO 2.1540 9,000 9,000 8,993 FNMA POOL #0259512 6.0000 111,806 119,009 125,824 FNMA POOL #0259576 6.0000 91,075 96,947 102,362 FNMA POOL #0382294 7.0500 1,035,088 1,034,294 1,034,716 FNMA POOL #0874303 5.9000 908,463 946,718 943,366 FNMA POOL #0874598 5.8200 973,132 1,020,628 1,028,569 FNMA POOL #0957026 5.7000 746,187 785,907 796,825 FNMA POOL #0957414 6.3700 1,051,078 1,137,582 1,156,873 FNMA POOL #0AM8098 2.6800 368,000 394,999 391,766 FNMA POOL #0AM8910 2.6000 252,753 270,272 266,943 FNMA POOL #0AN8982 3.4400 314,000 347,820 342,618 FNMA POOL #0AN9603 3.6300 123,000 127,229 138,822 FNMA POOL #0BD7165 4.0000 136,905 139,488 148,124 FNMA POOL #0BS0118 1.6300 1,551,000 1,484,425 1,434,884 FNMA POOL #0CA2204 4.5000 240,870 249,251 262,337 FNMA POOL #0MA3027 4.0000 138,110 140,714 149,461 FNMA POOL #0MA3522 4.5000 269,927 279,168 294,559 FNMA GTD REMIC P/T 11-M1 A3 3.7630 45,839 45,916 45,822 FNMA GTD REMIC P/T 11-M4 A2 3.7260 22,934 22,977 22,966 FNMA GTD REMIC P/T 12-M12 2A 2.8360 79,469 79,544 81,145 FNMA GTD REMIC P/T 12-M9 A2 2.4820 13,586 13,627 13,763 FNMA GTD REMIC P/T 13-M6 1AC 3.5340 399,046 459,603 437,550

End of Month: 3/31/2021 Unaudited Holdings Report Page 2 of 34 Coupon Units Cost Market Value FNMA GTD REMIC P/T 14-M4 A2 3.3460 142,963 152,773 152,650 FNMA GTD REMIC P/T 14-M6 A2 2.6790 8,958 8,956 8,959 FNMA GTD REMIC P/T 14-M7 1A 3.3420 195,829 197,745 207,988 FNMA GTD REMIC P/T 14-M8 A2 3.0560 30,873 32,619 32,679 FNMA GTD REMIC P/T 14-M9 A2 3.1030 677,262 725,660 723,111 FNMA GTD REMIC P/T 15-M1 A2 2.5320 10,529 10,368 11,018 FNMA GTD REMIC P/T 15-M10 A2 3.0920 491,725 523,438 535,090 FNMA GTD REMIC P/T 16-M10 AV1 2.3500 33,685 32,988 34,778 FNMA GTD REMIC P/T 16-M11 A2 2.3690 28,000 28,484 29,289 FNMA GTD REMIC P/T 16-M6 A2 2.4880 15,000 14,574 15,812 FNMA GTD REMIC P/T 16-M7 A2 2.4994 922,000 966,815 955,895 FNMA GTD REMIC P/T 17-M10 AV2 2.6390 294,538 296,502 309,925 FNMA GTD REMIC P/T 17-M11 A2 2.9800 99,000 95,876 107,100 FNMA GTD REMIC P/T 17-M12 A2 3.1810 89,736 100,716 97,888 FNMA GTD REMIC P/T 17-M14 A2 2.9640 521,000 545,683 559,098 FNMA GTD REMIC P/T 17-M15 ATS2 3.1960 9,000 9,413 9,502 FNMA GTD REMIC P/T 17-M3 A2 2.5600 32,000 31,018 33,719 FNMA GTD REMIC P/T 17-M5 A2 3.2770 401,000 450,079 442,133 FNMA GTD REMIC P/T 17-M7 A2 2.9610 806,000 887,765 867,678 FNMA GTD REMIC P/T 17-M8 A2 3.0610 253,000 285,544 275,745 FNMA GTD REMIC P/T 18-M1 A2 3.0840 17,000 16,842 18,559 FNMA GTD REMIC P/T 18-M10 A1 3.4820 745,298 779,697 812,518 FNMA GTD REMIC P/T 18-M10 A2 3.4820 273,000 279,003 305,782 FNMA GTD REMIC P/T 18-M12 A1 3.5460 123,326 128,115 136,908 FNMA GTD REMIC P/T 18-M15 A1 3.2500 461,050 466,922 493,643 FNMA GTD REMIC P/T 18-M2 A1 2.8990 221,218 221,617 236,741 FNMA GTD REMIC P/T 18-M7 A1 3.1500 664,485 686,295 717,866 FNMA GTD REMIC P/T 18-M8 A2 3.4360 242,000 262,201 269,334 FNMA GTD REMIC P/T 19-M10 A1 2.0000 743,895 735,236 767,862 FNMA GTD REMIC P/T 19-M22 A2 2.5220 494,000 502,565 521,118 FNMA GTD REMIC P/T 19-M31 X2A 1.4230 2,810,000 252,461 240,097 FNMA GTD REMIC P/T 19-M4 A2 3.6100 1,391,000 1,616,812 1,573,834 FNMA GTD REMIC P/T 19-M5 A2 3.2730 1,420,000 1,493,038 1,567,707 FNMA GTD REMIC P/T 19-M9 A2 2.9370 396,000 413,180 431,024 FNMA GTD REMIC P/T 20-M1 A2 2.4440 722,000 734,807 756,322 FNMA GTD REMIC P/T 20-M42 A2 1.2700 253,000 253,623 239,779 FNMA GTD REMIC P/T 20-M52 A1 0.8780 295,597 295,594 287,851 FNMA GTD REMIC P/T 20-M52 A2 1.3640 735,000 735,467 697,381 FNMA GTD REMIC P/T 21-M1 A1 0.8700 394,631 394,651 385,488 FNMA GTD REMIC P/T 21-M1 A2 1.4360 353,000 354,993 340,578 FNMA GTD REMIC P/T 21-M1G A2 1.5610 369,000 359,429 359,427 GNMA GTD REMIC P/T 12-123 IO 0.7627 471,407 23,207 12,456 GNMA GTD REMIC P/T 12-147 AK 2.6840 45,320 45,100 47,255 GNMA GTD REMIC P/T 13-21 IO 0.4185 1,841,642 64,302 36,346 GNMA GTD REMIC P/T 13-68 IO 0.9288 1,356,308 41,961 33,361 GNMA GTD REMIC P/T 14-135 AG 2.4000 80,941 78,778 82,156 GNMA GTD REMIC P/T 14-70 BE 3.4000 531,290 538,865 542,785 GNMA GTD REMIC P/T 15-78 AC 3.0000 34,852 34,830 36,159 GNMA GTD REMIC P/T 16-125 IO 0.9505 342,576 24,348 19,060 GNMA GTD REMIC P/T 16-165 IO 0.8705 1,712,719 137,291 95,653 GNMA GTD REMIC P/T 16-36 IO 0.7940 217,943 15,021 9,896 GNMA GTD REMIC P/T 16-98 VA 2.1000 137,094 126,321 135,961 GNMA GTD REMIC P/T 17-190 AD 2.6000 65,971 62,403 67,972 GNMA GTD REMIC P/T 18-123 V 3.1000 153,715 154,364 163,080 GNMA GTD REMIC P/T 18-143 V 3.1000 204,144 204,869 216,409 GNMA GTD REMIC P/T 18-170 V 3.2500 38,398 38,506 40,365 GNMA GTD REMIC P/T 18-25 V 2.6000 141,132 135,864 144,141 GNMA GTD REMIC P/T 19-147 V 2.0000 109,861 105,941 105,735 GNMA GTD REMIC P/T 19-53 V 2.7500 237,483 241,846 248,297 GNMA GTD REMIC P/T 19-7 V 3.0000 93,205 96,782 97,914 GNMA GTD REMIC P/T 20-159 IO 1.0837 1,186,879 108,859 108,285 GNMA GTD REMIC P/T 20-69 IA 1.3308 1,802,030 170,419 170,318 GNMA II POOL #0MA5529 4.5000 240,041 248,211 260,162 GREAT LAKES MI WTR AUTH WTR SP 3.4730 5,000 5,000 5,301 HOUSTON TX CMNTY CLG REVENUE 3.0700 80,000 80,040 80,066 ILLINOIS ST 7.3500 60,000 65,958 74,504 LOS ANGELES CA CMNTY CLG DIST 6.7500 10,000 14,288 16,400 LOS ANGELES CA DEPT WTR & PWR 5.7160 20,000 24,316 27,496 LOS ANGELES CA UNIF SCH DIST 5.7500 50,000 58,168 66,119 MASSACHUSETTS ST 2.5140 10,000 10,000 9,904 MASSACHUSETTS ST SCH BLDG AUTH 5.7150 30,000 36,245 40,698 MASSACHUSETTS ST TRANSPRTN FUN 5.7310 10,000 12,046 13,259 MET TRANSPRTN AUTH NY REVENUE 6.8140 30,000 39,847 41,349 MET TRANSPRTN AUTH NY REVENUE 6.6680 60,000 81,704 81,951 MIAMI-DADE CNTY FL WTR & SWR R 3.4900 10,000 10,000 10,264 MICHIGAN ST FIN AUTH REVENUE 3.3840 120,000 119,998 126,690 NEW JERSEY ST ECON DEV AUTH LE 7.4250 90,000 105,544 115,125 NEW JERSEY ST TURNPIKE AUTH 7.1020 80,000 107,423 122,479 NEW YORK CITY NY MUNI WTR FIN 5.9520 40,000 51,173 57,690 NEW YORK CITY NY TRANSITIONAL 5.5080 30,000 34,787 39,190 NEW YORK CITY NY TRANSITIONAL 5.5720 10,000 11,595 12,885 NEW YORK ST DORM AUTH ST PERSO 5.6280 20,000 23,468 25,043 NEW YORK ST THRUWAY AUTH 3.5000 5,000 5,000 5,131 NORTH CAROLINA ST UNIV AT RALE 4.0000 85,000 96,506 93,728 OHIO ST 4.9220 85,000 93,227 97,613

End of Month: 3/31/2021 Unaudited Holdings Report Page 3 of 34 Coupon Units Cost Market Value OHIO ST WTR DEV AUTH WTR POLL 4.8790 60,000 65,289 70,696 OREGON ST DEPT OF TRANSPRTN HI 5.8340 30,000 36,504 40,484 PENNSYLVANIA ST UNIV 2.8400 5,000 5,000 4,813 PHILADELPHIA PA AUTH FOR INDL 3.9640 175,000 175,094 188,057 PORT AUTH OF NEW YORK & NEW JE 4.4580 20,000 20,344 24,648 PORT AUTH OF NEW YORK & NEW JE 5.6470 130,000 156,436 175,174 PORT AUTH OF NEW YORK & NEW JE 3.2870 20,000 20,000 19,491 POSTAL SQUARE LP 8.9500 3,316 3,460 3,508 RIVER CITY INC KY PKG AUTH REV 2.7500 70,000 71,449 72,967 RUTGERS NJ ST UNIV 3.2700 5,000 5,000 5,189 SAN ANTONIO TX ELEC & GAS REVE 5.8080 20,000 25,003 27,900 SAN DIEGO CNTY CA REGL TRANSPR 5.9110 5,000 6,568 7,293 SAN FRANCISCO CITY & CNTY CA P 6.0000 30,000 36,401 40,195 SANTA CLARA VLY CA TRANSPRTN A 5.8760 20,000 23,080 24,704 SOUTH CAROLINA ST PUBLIC SVC A 6.4540 10,000 12,584 14,807 SOUTH CAROLINA ST PUBLIC SVC A 4.1220 187,000 185,803 213,392 TEXAS ST 4.6810 10,000 11,132 12,876 TEXAS ST TECH UNIV REVENUES 2.9390 70,000 71,967 74,818 TEXAS ST TRANSPRTN COMMISSION 2.4720 130,000 129,993 122,843 TEXAS ST TRANSPRTN COMMISSIONS 4.0000 65,000 79,811 77,500 TEXAS ST TRANSPRTN COMMISSIONS 5.1780 20,000 22,261 24,390 U S TREASURY BOND 1.3750 4,093,000 3,954,031 3,384,296 U S TREASURY BOND 1.6250 1,766,300 1,683,600 1,471,825 U S TREASURY BOND 1.8750 1,418,000 1,337,738 1,315,147 U S TREASURY BOND 2.0000 6,221,000 7,122,008 5,689,056 U S TREASURY BOND 2.2500 2,614,000 2,855,525 2,530,753 U S TREASURY BOND 2.5000 3,571,000 4,029,923 3,639,966 U S TREASURY BOND 2.7500 630,000 636,995 675,408 U S TREASURY BOND 2.8750 1,682,000 1,654,449 1,838,348 U S TREASURY BOND 3.0000 594,000 592,868 662,873 U S TREASURY BOND 3.1250 1,535,000 1,564,836 1,746,730 U S TREASURY BOND 3.3750 965,000 1,023,967 1,142,394 U S TREASURY BOND 3.5000 370,000 401,749 443,668 U S TREASURY BOND 3.6250 225,000 247,523 276,161 U S TREASURY BOND 3.7500 983,000 1,409,271 1,222,706 U S TREASURY BOND 4.3750 417,000 511,751 558,047 U S TREASURY BOND 4.5000 788,000 1,038,622 1,049,173 U S TREASURY BOND 4.6250 30,000 37,382 41,373 U S TREASURY BOND 5.0000 400,000 516,647 561,641 U S TREASURY NOTE 0.2500 1,658,000 1,647,063 1,617,133 U S TREASURY NOTE 0.6250 760,000 755,426 688,750 U S TREASURY NOTE 0.8750 113,000 106,615 104,507 U S TREASURY NOTE 1.1250 500,000 472,657 472,422 U S TREASURY NOTE 0.1250 869,000 869,058 868,830 UNIV OF CALIFORNIA CA REVENUES 5.9460 20,000 24,605 27,173 UNIV OF CALIFORNIA CA REVENUES 4.8580 10,000 12,604 12,642 UNIV OF CALIFORNIA CA REVENUES 1.6140 85,000 85,000 81,094 UNIV OF CALIFORNIA CA REVENUES 3.0710 5,000 5,000 4,898 UNIV OF CALIFORNIA CA RGTS MED 6.5480 85,000 111,036 128,056 UNIV OF CALIFORNIA CA RGTS MED 3.0060 10,000 10,000 9,605 UNIV OF CALIFORNIA CA RGTS MED 3.2560 10,000 10,000 9,977 UNIV OF CALIFORNIA CA RGTS MED 3.7060 5,000 5,000 4,797 UNIV OF MICHIGAN MI 2.5620 10,000 10,000 9,480 UNIV OF MICHIGAN MI 2.4370 90,000 91,034 86,622 UNIV OF TEXAS TX UNIV REVENUES 2.4390 15,000 15,000 13,752 UNIV OF VIRGINIA VA UNIV REVEN 2.2560 55,000 55,000 48,162 UNIV OF VIRGINIA VA UNIV REVEN 3.2270 10,000 10,000 8,672 US TREAS-CPI INFLAT 0.5000 190,859 184,500 212,552 US TREAS-CPI INFLAT 0.7500 2,162,671 2,128,644 2,465,980 US TREAS-CPI INFLAT 0.1250 408,044 454,793 442,861 Total of U.S. Government & Federal Agency Obligations 103,751,949 101,824,174

Domestic Corporate & Other Bonds

7-ELEVEN INC 144A 0.6454 1,700,000 1,700,000 1,701,744 ABBOTT LABORATORIES 3.4000 30,000 31,128 32,147 ABBOTT LABORATORIES 4.9000 105,000 136,363 136,750 ABBVIE INC 2.3000 235,000 234,873 241,814 ABBVIE INC 2.6000 130,000 129,915 137,254 ABBVIE INC 3.2000 700,000 785,284 744,640 ABBVIE INC 4.0500 75,000 88,418 83,970 ABBVIE INC 4.2500 68,000 82,292 76,944 ABBVIE INC 4.7000 132,000 165,412 156,337 ACADEMY LTD 144A 6.0000 175,000 175,659 184,188 ACADIA HEALTHCARE CO INC 144A 5.0000 35,000 35,000 36,320 ACADIA HEALTHCARE CO INC 144A 5.5000 115,000 115,544 121,066 ACCO BRANDS CORP 144A 4.2500 230,000 230,000 223,744 ACE SECURITIES CORP HOM HE3 M4 1.0536 300,000 268,872 289,265 ACRISURE LLC / ACRISURE F 144A 7.0000 45,000 44,822 46,463 ACRISURE LLC / ACRISURE F 144A 10.1250 65,000 66,859 74,894 ACTIVISION BLIZZARD INC 2.5000 80,000 79,785 67,134 ADIENT 5/19 COV-LITE TLB 0.0000 132,452 127,115 132,287 ADOBE INC 2.3000 87,000 87,781 87,983

End of Month: 3/31/2021 Unaudited Holdings Report Page 4 of 34 Coupon Units Cost Market Value AEP TRANSMISSION CO LLC 3.1000 40,000 38,995 43,230 AES CORP/THE 144A 1.3750 300,000 294,636 292,393 AES CORP/THE 144A 2.4500 50,000 49,984 47,804 AFFILIATED MANAGERS GROUP INC 3.3000 202,000 217,230 209,804 AFFIRM ASSET SECURITI A A 144A 0.8800 100,000 99,986 100,079 AFLAC INC 1.1250 60,000 59,943 59,515 AFLAC INC 4.7500 175,000 221,225 216,897 AGILENT TECHNOLOGIES INC 2.1000 331,000 340,131 323,803 AGILENT TECHNOLOGIES INC 2.3000 95,000 94,832 92,505 AGILENT TECHNOLOGIES INC 2.7500 154,000 154,648 157,675 AHS HOSPITAL CORP 2.7800 5,000 5,000 4,627 AIR LEASE CORP 0.7000 30,000 29,813 29,633 AIR LEASE CORP 2.6250 40,000 39,221 40,870 AIR LEASE CORP 3.0000 65,000 62,833 67,883 AIR LEASE CORP 3.5000 40,000 39,827 40,904 AIR LEASE CORP 3.6250 35,000 36,161 36,818 AIR LEASE CORP 3.8750 90,000 89,255 95,691 AIR PRODUCTS AND CHEMICALS INC 2.8000 14,000 14,667 12,954 AIRBNB 4/20 COV-LITE TL 0.0000 122,500 126,116 137,200 ALABAMA POWER CO 2.8000 25,000 24,224 26,229 ALASKA AIRLINES 2020-1 CL 144A 4.8000 96,081 97,205 105,192 ALBEMARLE CORP 4.1500 15,000 15,892 16,483 ALBERTSONS COS INC / SAFE 144A 4.6250 255,000 255,128 264,293 ALBERTSONS COS INC / SAFE 144A 4.8750 245,000 245,004 251,860 ALBERTSONS COS INC / SAFE 144A 5.8750 200,000 200,000 213,250 ALCON FINANCE CORP 144A 2.6000 200,000 212,241 200,552 ALEXANDRIA REAL ESTATE EQUITIE 1.8750 30,000 29,946 27,276 ALLEGHANY CORP 4.9000 10,000 9,776 11,866 ALLEGION US HOLDING CO INC 3.2000 120,000 115,658 127,307 ALLEGION US HOLDING CO INC 3.5500 160,000 151,181 171,093 ALLIED UNIVERSAL HOLDCO L 144A 6.6250 265,000 273,389 281,027 ALLY FINANCIAL INC 1.4500 250,000 249,691 253,785 ALLY FINANCIAL INC 3.0500 130,000 129,331 135,932 ALLY FINANCIAL INC 8.0000 90,000 98,722 125,341 ALPHABET INC 2.2500 60,000 54,992 48,962 ALTERNATIVE LOAN TRUS OA11 A1B 0.4886 131,123 112,072 126,593 ALTERNATIVE LOAN TRUST 12T1 A5 6.0000 256,357 151,585 182,453 ALTERNATIVE LOAN TRUST 2 58 A1 0.4359 308,905 290,551 297,418 ALTERNATIVE LOAN TRUST 27 2A1 1.6090 59,134 53,786 54,151 ALTERNATIVE LOAN TRUST OA1 2A1 0.5359 58,819 46,620 50,073 ALTERNATIVE LOAN TRUST OH1 A1D 0.3186 243,907 156,853 182,761 AMAZON.COM INC 3.8750 50,000 60,140 57,289 AMAZON.COM INC 4.2500 35,000 43,563 41,873 AMC NETWORKS INC 4.2500 575,000 575,001 559,188 AMEREN ILLINOIS CO 1.5500 35,000 34,857 32,647 AMEREN ILLINOIS CO 3.2500 20,000 19,901 20,087 AMEREN ILLINOIS CO 4.5000 15,000 15,826 18,056 AMERICAN AIRLINES 2016-2 CLASS 3.2000 64,760 61,555 64,493 AMERICAN AIRLINES 2016-3 CLASS 3.2500 98,589 94,649 94,831 AMERICAN AIRLINES 2017-1 CLASS 3.6500 76,475 75,443 77,079 AMERICAN AIRLINES 2019-1 CLASS 3.1500 189,172 175,171 188,277 AMERICAN AIRLINES 2019-1 CLASS 3.5000 283,758 263,383 265,446 AMERICAN AIRLINES INC 144A 11.7500 115,000 135,878 142,254 AMERICAN AIRLINES INC/AAD 144A 5.5000 120,000 120,000 124,883 AMERICAN AIRLINES INC/AAD 144A 5.7500 585,000 585,000 622,235 AMERICAN BUILDERS & CONTR 144A 5.8750 180,000 173,000 185,882 AMERICAN CAMPUS COMMUNITIES OP 3.8750 100,000 99,202 107,537 AMERICAN CREDIT ACCEP 2 D 144A 4.0700 315,000 322,972 322,271 AMERICAN CREDIT ACCEP 4 A 144A 2.1800 1,254 1,254 1,255 AMERICAN CREDIT ACCEP 4 B 144A 2.4300 115,000 114,988 115,419 AMERICAN ELECTRIC POWER CO INC 2.3000 10,000 9,996 9,756 AMERICAN ELECTRIC POWER CO INC 3.2500 20,000 19,966 18,486 AMERICAN EXPRESS CREDIT CORP 2.2500 115,000 114,899 115,000 AMERICAN EXPRESS CREDIT CORP 0.8843 245,000 244,245 246,218 AMERICAN HOME MORTGAGE 3 2A11 1.1990 1,668,245 1,468,968 1,375,895 AMERICAN HONDA FINANCE CORP 1.6500 420,000 418,232 421,544 AMERICAN HONDA FINANCE CORP 2.0500 90,000 89,982 92,522 AMERICAN HONDA FINANCE CORP 2.9000 75,000 76,469 79,612 AMERICAN HONDA FINANCE CORP 0.5500 105,000 104,935 104,241 AMERICAN INTERNATIONAL GROUP I 2.5000 25,000 26,097 26,231 AMERICAN INTERNATIONAL GROUP I 3.4000 700,000 765,902 744,071 AMERICAN INTERNATIONAL GROUP I 3.7500 75,000 78,782 81,893 AMERICAN INTERNATIONAL GROUP I 4.7500 15,000 17,265 17,864 AMERICAN TOWER CORP 0.5000 170,000 200,458 198,732 AMERICAN TOWER CORP 2.7000 1,100,000 1,097,879 1,101,243 AMERICAN TOWER CORP 3.3750 530,000 522,526 569,435 AMERICAN TOWER CORP 1.3000 1,445,000 1,441,584 1,438,772 AMERICAN TOWER CORP 0.6000 240,000 239,629 239,604 AMERICAN UNIVERSITY/THE 3.6720 32,000 31,999 34,919 AMERICAN WATER CAPITAL CORP 2.8000 125,000 129,628 128,555 AMERICAN WATER CAPITAL CORP 2.9500 30,000 28,726 31,949 AMERICAN WATER CAPITAL CORP 3.4500 15,000 15,967 15,167 AMERICAN WATER CAPITAL CORP 4.1500 30,000 29,847 34,516 AMERICREDIT AUTOMOBILE RE 1 A2 0.2800 190,000 189,997 189,979 AMERIPRISE FINANCIAL INC 3.7000 60,000 62,969 65,754

End of Month: 3/31/2021 Unaudited Holdings Report Page 5 of 34 Coupon Units Cost Market Value AMERISOURCEBERGEN CORP 2.7000 330,000 329,317 329,255 AMERISOURCEBERGEN CORP 2.8000 5,000 4,986 5,097 AMERISOURCEBERGEN CORP 3.2500 140,000 150,439 150,638 AMERISOURCEBERGEN CORP 4.3000 30,000 35,343 33,236 AMGEN INC 4.5630 20,000 25,335 23,823 AMPHENOL CORP 2.8000 153,000 163,169 156,865 ANTHEM INC 2.5500 40,000 39,847 40,007 ANTHEM INC 2.8750 75,000 81,609 77,968 ANTHEM INC 3.6000 25,000 24,909 25,878 ANTHEM INC 4.6250 800,000 970,176 944,573 ANTHEM INC 0.4500 170,000 169,957 170,182 AON CORP 2.8000 60,000 59,979 61,313 APACHE CORP 4.7500 120,000 97,004 111,300 APACHE CORP 5.1000 35,000 29,175 34,213 APPALACHIAN POWER CO 4.5000 50,000 49,669 56,891 APPLE INC 2.0500 220,000 228,869 227,764 APPLE INC 2.3750 35,000 34,945 32,517 APPLE INC 2.6500 20,000 19,869 18,276 APPLE INC 2.8000 105,000 103,537 94,301 APPLE INC 2.9500 40,000 39,718 38,293 APPLE INC 3.3500 115,000 128,693 126,347 APPLE INC 3.4500 25,000 28,790 26,572 APTIV CORP 4.1500 55,000 59,569 59,981 APX GROUP INC 144A 6.7500 175,000 178,188 187,726 ARAMARK SERVICES INC 144A 5.0000 290,000 297,044 300,948 ARAMARK SERVICES INC 144A 6.3750 205,000 205,002 217,300 ARCHROCK PARTNERS LP / AR 144A 6.2500 175,000 162,689 177,765 ARCHROCK PARTNERS LP / AR 144A 6.8750 140,000 140,004 145,950 ARCONIC CORP 144A 6.0000 285,000 285,002 307,169 ARES CAPITAL CORP 2.1500 315,000 313,423 306,755 ARES CAPITAL CORP 3.2500 120,000 119,704 123,783 ARES CAPITAL CORP 3.8750 128,000 134,813 134,898 ARES CAPITAL CORP 4.2500 45,000 44,074 48,277 ARES FINANCE CO II LLC 144A 3.2500 200,000 199,574 202,621 ARI FLEET LEASE TRUS A A3 144A 2.8400 320,213 323,194 323,017 ARIZONA PUBLIC SERVICE CO 3.5000 10,000 9,994 10,195 ARIZONA PUBLIC SERVICE CO 4.5000 30,000 30,546 34,331 ARROW ELECTRONICS INC 3.2500 230,000 219,947 245,776 ASBURY AUTOMOTIVE GROUP INC 4.5000 69,000 69,381 70,581 ASBURY AUTOMOTIVE GROUP INC 4.7500 69,000 69,673 71,277 ASCENT RESOURCES UTICA HO 144A 7.0000 120,000 111,174 119,925 ASCENT RESOURCES UTICA HO 144A 8.2500 65,000 65,009 67,600 ASSUREDPARTNERS INC 144A 5.6250 110,000 111,031 112,090 AT&T INC 4.3750 100,000 164,263 162,396 AT&T INC 0.9000 95,000 94,910 95,203 AT&T INC 1.6000 250,000 276,157 313,632 AT&T INC 1.7000 290,000 289,518 289,898 AT&T INC 2.7500 310,000 312,665 308,756 AT&T INC 3.3000 10,000 9,994 9,006 AT&T INC 3.5000 35,000 34,978 31,759 AT&T INC 4.3000 227,000 217,214 254,837 AT&T INC 4.3500 13,000 12,856 14,216 AT&T INC 4.4500 85,000 85,828 93,233 AT&T INC 4.5000 40,000 36,287 45,115 AT&T INC 4.6500 135,000 157,749 152,062 AT&T INC 4.8000 30,000 33,514 34,261 AT&T INC 4.8500 140,000 133,831 162,531 AT&T INC 5.2500 50,000 55,185 60,324 AT&T INC 144A 2.5500 104,000 102,561 98,737 AT&T INC 144A 3.5500 61,000 56,952 55,821 AT&T INC 144A 3.6500 224,000 197,086 204,751 AT&T INC 144A 3.8000 674,000 722,669 641,235 ATHENE GLOBAL FUNDING 144A 2.5000 20,000 20,632 20,718 ATMOS ENERGY CORP 4.1250 40,000 40,216 43,832 AUTODESK INC 2.8500 68,000 72,461 69,775 AUTONATION INC 4.7500 206,000 238,927 237,531 AVALONBAY COMMUNITIES INC 3.4500 170,000 168,102 184,969 AVALONBAY COMMUNITIES INC 3.5000 70,000 73,113 76,108 AVANGRID INC 3.1500 380,000 371,414 408,393 AVANGRID INC 3.8000 25,000 24,970 27,501 AVANTOR FUNDING INC 144A 4.6250 180,000 180,000 187,985 AVIATION CAPITAL GROUP LL 144A 4.1250 780,000 792,102 831,328 AVIATION CAPITAL GROUP LL 144A 4.3750 800,000 823,466 850,427 AVIENT CORP 144A 5.7500 150,000 150,000 159,375 BAKER HUGHES A GE CO LLC / BAK 4.4860 100,000 116,337 113,919 BAKER HUGHES A GE CO LLC / BAK 4.0800 100,000 109,893 106,599 BALTIMORE GAS AND ELECTRIC CO 2.4000 50,000 49,982 52,266 BALTIMORE GAS AND ELECTRIC CO 2.9000 20,000 20,425 18,493 BALTIMORE GAS AND ELECTRIC CO 3.2000 40,000 39,660 38,841 BALTIMORE GAS AND ELECTRIC CO 6.3500 20,000 23,786 27,965 BANK OF AMERICA CORP 3.5000 250,000 243,203 274,062 BANK OF AMERICA CORP 3.9500 110,000 107,698 120,610 BANK OF AMERICA CORP 3.9700 100,000 105,635 110,187 BANK OF AMERICA CORP 4.0000 130,000 130,434 142,067 BANK OF AMERICA CORP 4.1000 560,000 564,019 604,969

End of Month: 3/31/2021 Unaudited Holdings Report Page 6 of 34 Coupon Units Cost Market Value BANK OF AMERICA CORP 4.2000 290,000 288,508 319,857 BANK OF AMERICA CORP 4.4500 30,000 29,754 33,721 BANK OF AMERICA CORP 5.7000 30,000 30,940 31,304 BANK OF AMERICA CORP 5.8750 30,000 34,547 41,040 BANK OF AMERICA CORP 2.5030 70,000 68,896 70,828 BANK OF AMERICA CORP 1.8980 175,000 175,000 164,384 BANK OF AMERICA CORP 3.7050 1,000 968 1,094 BANK OF AMERICA CORP 3.4190 150,000 146,682 161,082 BANK OF AMERICA CORP 3.8640 150,000 149,780 160,661 BANK OF AMERICA CORP 4.3300 80,000 99,065 92,247 BANK OF AMERICA CORP 3.9740 75,000 79,386 83,241 BANK OF AMERICA CORP 2.4960 200,000 209,673 198,159 BANK OF AMERICA CORP 3.1940 1,050,000 1,154,815 1,102,215 BANK OF AMERICA CORP 4.0780 100,000 100,000 110,750 BANK OF AMERICA CORP 2.4560 1,300,000 1,300,000 1,362,647 BANK OF AMERICA CORP 2.6760 130,000 130,000 121,704 BANK OF AMERICA CORP 0.9810 30,000 30,000 29,922 BANK OF AMERICA CORP 4.0830 202,000 248,653 224,282 BANK OF AMERICA CORP 3.4830 45,000 45,000 45,854 BANK OF NEW YORK MELLON CORP/T 1.2615 270,000 269,490 273,617 BANNER HEALTH 2.9130 6,000 6,000 5,525 BANNER HEALTH 3.1810 5,000 5,000 5,017 BAPTIST HEALTHCARE SYSTEM OBLI 3.5400 500,000 499,982 503,786 BAUSCH HEALTH AMERICAS IN 144A 9.2500 120,000 120,026 132,960 BAXTER INTERNATIONAL INC 2.6000 70,000 65,515 74,350 BAYER US FINANCE II LLC 144A 4.2500 365,000 358,066 406,196 BAYER US FINANCE II LLC 144A 4.3750 550,000 641,560 620,996 BAYER US FINANCE II LLC 144A 0.8306 550,000 548,680 550,412 BAYLOR SCOTT & WHITE HOLDINGS 2.8390 12,000 12,000 11,292 BAYVIEW OPPORTUNI SBR1 A1 144A 3.4748 286,902 286,902 288,214 BCPE ULYSSES INTERMEDIATE 144A 7.7500 100,000 99,389 103,750 BEAR STEARNS ALT-A TRUST 2 2A3 2.7871 110,678 105,492 108,756 BEAR STEARNS ASSET BACK HE7 M3 1.9086 168,549 147,074 168,334 BERKSHIRE HATHAWAY ENERGY CO 2.8500 60,000 59,929 53,762 BERKSHIRE HATHAWAY ENERGY CO 6.1250 138,000 180,060 186,052 BERKSHIRE HATHAWAY FINANCE COR 2.8500 70,000 69,944 64,518 BERKSHIRE HATHAWAY FINANCE COR 4.2000 85,000 112,197 98,077 BERKSHIRE HATHAWAY INC 1.1250 125,000 141,079 155,188 BERKSHIRE HATHAWAY INC 4.5000 45,000 46,873 53,950 BERRY GLOBAL INC 144A 5.6250 40,000 41,444 42,250 BGC PARTNERS INC 5.3750 290,000 292,266 315,170 BLACK HILLS CORP 4.3500 30,000 30,063 33,452 BLOCK COMMUNICATIONS INC 144A 4.8750 80,000 80,000 81,481 BLOCK FINANCIAL LLC 3.8750 10,000 10,413 10,318 BMW US CAPITAL LLC 144A 1.8500 145,000 143,956 145,851 BON SECOURS MERCY HEALTH INC 2.0950 35,000 35,000 33,552 BOOKING HOLDINGS INC 0.5000 100,000 120,647 118,234 BOOKING HOLDINGS INC 4.6250 29,000 31,347 33,781 BOOKING HOLDINGS INC 0.1000 100,000 120,717 117,859 BOSTON GAS CO 144A 3.0010 80,000 80,000 82,646 BOSTON SCIENTIFIC CORP 0.6250 100,000 109,692 118,684 BOSTON SCIENTIFIC CORP 2.6500 500,000 519,455 504,638 BOSTON SCIENTIFIC CORP 3.3750 44,000 43,904 45,419 BOSTON SCIENTIFIC CORP 3.7500 200,000 199,599 220,820 BOSTON SCIENTIFIC CORP 3.8500 107,000 105,827 118,230 BOYNE USA INC 144A 7.2500 150,000 151,928 155,925 BP CAPITAL MARKETS AMERICA INC 2.7500 75,000 76,039 78,590 BP CAPITAL MARKETS AMERICA INC 3.1190 35,000 36,337 37,659 BP CAPITAL MARKETS AMERICA INC 2.9390 60,000 60,076 53,513 BP CAPITAL MARKETS AMERICA INC 3.3790 45,000 45,000 41,708 BRISTOL-MYERS SQUIBB CO 2.5500 75,000 74,782 66,653 BRISTOL-MYERS SQUIBB CO 3.4500 15,000 16,024 16,495 BRISTOL-MYERS SQUIBB CO 4.1250 40,000 39,874 46,525 BRISTOL-MYERS SQUIBB CO 4.2500 25,000 32,440 29,447 BRISTOL-MYERS SQUIBB CO 4.5500 31,000 38,160 37,797 BRISTOL-MYERS SQUIBB CO 5.0000 15,000 19,593 19,287 BRIXMOR OPERATING PARTNERSHIP 3.8500 260,000 254,261 281,307 BROADCOM CORP / BROADCOM CAYMA 3.5000 10,000 9,773 10,617 BROADCOM CORP / BROADCOM CAYMA 3.8750 24,000 22,334 26,062 BROADCOM INC 3.1500 7,000 6,992 7,461 BROADCOM INC 4.3000 260,000 277,561 283,071 BROADCOM INC 5.0000 700,000 820,410 797,801 BROADCOM INC 3.4590 41,000 41,868 43,971 BROADCOM INC 144A 1.9500 170,000 169,716 166,179 BROADCOM INC 144A 2.4500 75,000 72,406 70,785 BROADCOM INC 144A 2.6000 300,000 299,135 279,461 BROADCOM INC 144A 3.5000 225,000 226,067 215,492 BROADCOM INC 144A 3.7500 200,000 204,076 191,243 BROADCOM INC 144A 3.4190 1,008,000 1,007,659 1,010,887 BROADCOM INC 144A 3.4690 26,000 26,001 26,089 BROWN & BROWN INC 4.2000 60,000 65,791 65,976 BUCKEYE PARTNERS LP 5.6000 25,000 20,404 24,113 BUCKEYE PARTNERS LP 144A 4.1250 75,000 75,000 76,522 BUCKEYE PARTNERS LP 144A 4.5000 115,000 115,002 115,288 BUNGE LTD FINANCE CORP 1.6300 30,000 29,999 30,013

End of Month: 3/31/2021 Unaudited Holdings Report Page 7 of 34 Coupon Units Cost Market Value BURLINGTON NORTHERN SANTA FE L 3.4000 70,000 73,072 75,855 BURLINGTON NORTHERN SANTA FE L 4.5500 50,000 52,023 59,119 BURLINGTON NORTHERN SANTA FE L 5.4000 70,000 78,631 90,653 BWAY 3/17 TLB 0.0000 490,219 479,312 479,190 CA INC 4.7000 60,000 57,619 67,187 CABLEVISION LIGHTPATH LLC 144A 5.6250 150,000 152,216 152,205 CABOT CORP 4.0000 33,000 33,807 34,717 CAESARS RESORT COLLECTION 144A 5.7500 300,000 316,237 316,590 CALIFORNIA ENDOWMENT/THE 2.4980 5,000 5,000 4,599 CALIFORNIA INSTITUTE OF TECHNO 4.7000 30,000 31,728 37,396 CALLON PETROLEUM CO 6.3750 110,000 104,193 86,900 CALPINE CORP 144A 4.5000 131,000 131,011 132,100 CALPINE CORP 144A 4.6250 125,000 124,998 121,786 CALPINE CORP 144A 5.1250 185,000 187,018 185,860 CAMDEN PROPERTY TRUST 3.1500 25,000 25,734 26,439 CAMERON LNG LLC 144A 3.3020 200,000 210,919 205,531 CAMPBELL SOUP CO 3.1250 200,000 205,318 186,201 CANTOR FITZGERALD LP 144A 6.5000 310,000 316,875 330,629 CAPITAL ONE FINANCIAL CORP 4.2000 35,000 37,062 38,739 CARDINAL HEALTH INC 3.2000 90,000 91,337 94,498 CARDINAL HEALTH INC 4.3680 2,000 2,256 2,173 CARDTRONICS INC / CARDTRO 144A 5.5000 175,000 166,101 179,813 CARLISLE COS INC 3.7500 30,000 31,333 33,032 CARLYLE HOLDINGS FINANCE 144A 3.8750 100,000 100,235 105,615 CARPENTER TECHNOLOGY CORP 6.3750 85,000 84,998 91,365 CARRIAGE SERVICES INC 144A 6.6250 285,000 283,959 299,250 CARRIER GLOBAL CORP 3.5770 100,000 108,059 98,200 CARRIER GLOBAL CORP 2.2420 11,000 11,000 11,390 CARRIER GLOBAL CORP 3.3770 265,000 274,999 264,478 CATERPILLAR FINANCIAL SERVICES 0.9000 245,000 244,448 240,862 CATERPILLAR INC 1.9000 240,000 238,273 230,990 CATERPILLAR INC 3.2500 94,000 95,808 96,050 CBL & ASSOCIATES LP 5.9500 210,000 170,883 120,097 CCO HOLDINGS LLC / CCO HO 144A 4.5000 700,000 739,091 713,440 CCO HOLDINGS LLC / CCO HO 144A 4.7500 485,000 485,639 502,581 CCO HOLDINGS LLC / CCO HO 144A 5.0000 278,000 260,210 294,027 CCO HOLDINGS LLC / CCO HO 144A 5.3750 80,000 81,464 85,800 CCP IRS R 1.45% P US0003M 0.0000 -400,000 -1,350 -27 CCP IRS R 1.77 P US0003M 0.0000 -400,000 -1,350 -1,986 CCP IRS R 1.935% P US0003M CME 0.0000 -500,000 -3,700 -3,700 CCP IRS R 2.275% P US0003M CME 0.0000 -500,000 -3,700 -3,700 CCP_IRS. P USD-LIBOR-BBA 1M CM 0.2320 36,500,000 43,099 11,034 CCP_IRS. P USD-LIBOR-BBA 3M CM 1.1250 361,000 32 32 CCP_IRS. P USD-LIBOR-BBA 3M CM 1.5000 13,800,000 313,981 130,467 CCP_IRS. P USD-LIBOR-BBA 3M CM 2.1200 800,000 0 -20,377 CCP_IRS. R USD-LIBOR-BBA 3M CM 0.0100 7,000,000 0 72,460 CCP_IRS._P USD-LIBOR-BBA 3M CM 0.0100 -77,000 -309 -309 CDK GLOBAL INC 144A 5.2500 100,000 99,995 107,282 CDT-HUNT SCHOOL VLG (AHF) 4.9700 551,718 550,901 563,276 CEDAR FAIR LP 5.2500 105,000 105,006 107,928 CEDAR FAIR LP / CANADA'S WONDE 5.3750 225,000 220,194 227,619 CELANESE US HOLDINGS LLC 3.5000 50,000 49,967 53,612 CENTERPOINT ENERGY HOUSTON ELE 2.9000 20,000 20,935 18,714 CENTERPOINT ENERGY INC 4.2500 60,000 60,645 67,293 CENTRAL GARDEN & PET CO 5.1250 175,000 163,370 184,625 CHANGE HEALTHCARE HOLDING 144A 5.7500 385,000 375,357 392,450 CHARLES RIVER LABORATORIE 144A 4.2500 135,000 135,002 139,050 CHARLES SCHWAB CORP/THE 0.7500 35,000 34,983 35,188 CHARLES SCHWAB CORP/THE 1.6500 30,000 29,943 28,022 CHARTER COMMUNICATIONS OPERATI 2.3000 1,100,000 1,089,081 1,022,362 CHARTER COMMUNICATIONS OPERATI 2.8000 600,000 635,996 592,133 CHARTER COMMUNICATIONS OPERATI 3.5000 90,000 89,670 85,354 CHARTER COMMUNICATIONS OPERATI 3.9000 80,000 79,812 76,810 CHARTER COMMUNICATIONS OPERATI 4.4640 630,000 633,029 657,061 CHARTER COMMUNICATIONS OPERATI 4.5000 210,000 226,322 229,686 CHARTER COMMUNICATIONS OPERATI 4.8000 5,000 5,895 5,364 CHARTER COMMUNICATIONS OPERATI 4.9080 175,000 198,234 198,388 CHARTER COMMUNICATIONS OPERATI 5.7500 280,000 301,508 340,407 CHARTER COMMUNICATIONS OPERATI 6.4840 40,000 41,082 52,080 CHARTER COMMUNICATIONS OPERATI 6.8340 70,000 71,176 95,755 CHARTER COMMUNICATIONS OPERATI 6.3840 20,000 25,558 25,900 CHENIERE CORPUS CHRISTI HOLDIN 3.7000 1,440,000 1,530,490 1,517,700 CHENIERE CORPUS CHRISTI HOLDIN 5.1250 209,000 199,862 239,016 CHENIERE CORPUS CHRISTI HOLDIN 5.8750 245,000 263,036 279,192 CHENIERE ENERGY INC 144A 4.6250 215,000 215,008 223,286 CHESAPEAKE ENERGY 12/19 LAST O 0.0000 160,000 158,285 256,800 CHESAPEAKE ENERGY CORP 144A 5.5000 140,000 140,000 145,725 CHESAPEAKE ENERGY CORP 144A 5.8750 285,000 284,999 302,100 CHESAPEAKE FUNDING 1A A1 144A 2.9400 218,650 220,828 221,424 CHESAPEAKE FUNDING 1A A1 144A 0.4700 154,000 153,981 153,981 CHEVRON CORP 3.1910 35,000 36,010 36,892 CHEVRON CORP 2.2360 10,000 10,000 9,950 CHEVRON USA INC 5.2500 75,000 112,055 97,033 CHEVY CHASE FUNDING 1A A1 144A 0.8822 195,778 184,167 199,278 CHILDREN'S HOSPITAL OF PHILADE 2.7040 5,000 5,000 4,595

End of Month: 3/31/2021 Unaudited Holdings Report Page 8 of 34 Coupon Units Cost Market Value CHL MORTGAGE PASS-THROU HY7 A1 3.0811 228,379 221,567 227,335 CHL MORTGAGE PASS-THROUG 24 A1 5.5000 17,490 15,236 13,956 CHOICE HOTELS INTERNATIONAL IN 3.7000 39,000 39,467 40,870 CHS/COMMUNITY HEALTH SYST 144A 4.7500 475,000 472,821 464,028 CHS/COMMUNITY HEALTH SYST 144A 5.6250 835,000 878,163 874,663 CHS/COMMUNITY HEALTH SYST 144A 6.0000 75,000 75,002 79,313 CHUBB INA HOLDINGS INC 2.8750 150,000 149,457 155,146 CHUBB INA HOLDINGS INC 3.1500 65,000 67,790 69,953 CHUBB INA HOLDINGS INC 3.3500 90,000 89,654 96,856 CHUBB INA HOLDINGS INC 6.7000 50,000 62,890 72,712 CHURCH & DWIGHT CO INC 2.4500 280,000 276,365 286,838 CIGNA CORP 3.0000 30,000 30,372 31,547 CIT MORTGAGE LOAN T 1 1M1 144A 1.6086 300,000 295,183 305,505 CITGO PETROLEUM 3/19 TLB 0.0000 236,329 232,726 236,525 CITGO PETROLEUM CORP 144A 6.3750 95,000 97,595 95,858 CITGO PETROLEUM CORP 144A 7.0000 110,000 110,002 113,163 CITIGROUP INC 2.7000 200,000 196,915 206,439 CITIGROUP INC 2.7500 304,000 301,092 311,216 CITIGROUP INC 3.2000 652,000 614,692 700,625 CITIGROUP INC 3.8750 245,000 242,614 266,982 CITIGROUP INC 4.3000 338,000 328,255 377,030 CITIGROUP INC 4.5000 60,000 61,094 61,945 CITIGROUP INC 4.6500 265,000 315,087 325,173 CITIGROUP INC 4.7500 10,000 12,016 11,917 CITIGROUP INC 3.8870 145,000 141,002 159,382 CITIGROUP INC 2.9760 75,000 77,592 77,564 CITIGROUP INC 3.1060 100,000 100,000 106,746 CITIGROUP INC 1.6780 20,000 20,000 20,407 CITIGROUP INC 2.5720 175,000 175,014 174,863 CITIGROUP INC 0.7760 310,000 310,000 309,789 CITIGROUP INC 1.1220 125,000 125,000 122,271 CITIGROUP INC 1.3919 350,000 349,780 351,266 CITIGROUP INC 1.1778 60,000 59,600 60,489 CITIGROUP MORTGAGE L C A1 144A 3.2280 1,103,323 1,103,440 1,109,877 CITIGROUP MORTGAGE LOA OPX1 A2 0.3086 394,795 251,701 222,918 CITIZENS BANK NA/PROVIDENCE RI 0.9998 400,000 394,984 402,960 CLEAN HARBORS INC 144A 5.1250 105,000 105,976 111,471 CLEAR CHANNEL OUTDOOR HOL 144A 7.7500 225,000 227,812 222,525 CLEARWAY ENERGY OPERATING 144A 4.7500 100,000 100,940 104,039 CLEVELAND-CLIFFS INC 144A 4.6250 25,000 25,000 24,958 CLEVELAND-CLIFFS INC 144A 4.8750 155,000 155,001 154,613 CLEVELAND-CLIFFS INC 144A 6.7500 250,000 248,226 271,875 CLOROX CO/THE 1.8000 10,000 10,133 9,514 CME GROUP INC 4.1500 130,000 162,307 155,915 CME GROUP INC 5.3000 132,000 180,078 178,330 COCA-COLA CO/THE 2.7500 200,000 203,138 178,894 COLGATE ENERGY PARTNERS I 144A 7.7500 175,000 173,254 171,537 COLUMBIA PROPERTY TRUST OPERAT 4.1500 20,000 19,823 21,056 COMCAST CORP 2.6500 35,000 34,687 29,696 COMCAST CORP 2.8000 25,000 25,930 22,923 COMCAST CORP 3.4500 10,000 9,976 10,331 COMCAST CORP 3.7500 50,000 57,787 54,860 COMCAST CORP 3.9500 351,000 355,139 392,116 COMCAST CORP 4.6000 90,000 106,164 108,638 COMCAST CORP 4.7000 50,000 60,365 61,782 COMCAST CORP 4.7500 80,000 100,739 98,323 COMCAST CORP 4.0490 175,000 175,297 197,752 COMMONSPIRIT HEALTH 2.7600 455,000 455,029 482,088 COMMONSPIRIT HEALTH 2.9500 60,000 59,437 61,910 COMMONSPIRIT HEALTH 3.3470 193,000 196,455 205,927 COMMONSPIRIT HEALTH 3.9100 88,000 92,242 89,646 COMMONSPIRIT HEALTH 2.7820 37,000 38,728 37,437 COMMONWEALTH EDISON CO 2.2000 50,000 49,864 49,576 COMMONWEALTH EDISON CO 3.6500 40,000 36,384 42,644 COMMONWEALTH EDISON CO 4.0000 55,000 54,570 61,692 COMMSCOPE INC 144A 5.5000 79,000 79,079 81,469 COMMSCOPE TECHNOLOGIES LL 144A 5.0000 255,000 234,024 252,611 COMMSCOPE TECHNOLOGIES LL 144A 6.0000 192,000 187,252 195,850 COMPASS GROUP DIVERSIFIED 144A 5.2500 240,000 242,650 251,623 COMSTOCK RESOURCES INC 9.7500 31,000 27,782 33,713 COMSTOCK RESOURCES INC 144A 6.7500 130,000 131,340 133,250 COMSTOCK RESOURCES INC 144A 7.5000 40,000 40,280 41,500 CONAGRA BRANDS INC 5.4000 45,000 61,977 57,572 CONOCOPHILLIPS 144A 4.8750 15,000 18,408 18,224 CONSOLIDATED COMMUNICATIO 144A 5.0000 25,000 25,000 25,195 CONSOLIDATED COMMUNICATIO 144A 6.5000 130,000 130,000 140,417 CONSOLIDATED EDISON CO OF NEW 4.6250 60,000 58,701 70,805 CONSOLIDATED EDISON CO OF NEW 5.5000 40,000 44,883 50,962 CONSOLIDATED EDISON INC 2.0000 250,000 250,149 250,270 CONSUMERS ENERGY CO 2.5000 10,000 9,915 8,303 CONSUMERS ENERGY CO 3.7500 25,000 24,709 27,577 CORPORATE OFFICE PROPERTIES LP 2.2500 100,000 99,471 101,617 COSTCO WHOLESALE CORP 1.7500 103,000 103,484 97,905 COUNTRYWIDE ASSET-BACKE 21 2A4 0.3386 700,000 662,278 660,907 COUNTRYWIDE ASSET-BACKED 24 1A 0.2486 276,332 238,154 261,995

End of Month: 3/31/2021 Unaudited Holdings Report Page 9 of 34 Coupon Units Cost Market Value COUNTRYWIDE ASSET-BACKED 9 2A4 0.3586 380,000 345,299 366,427 COVANTA HOLDING CORP 5.0000 160,000 160,002 161,600 COVANTA HOLDING CORP 5.8750 185,000 174,572 191,475 COVANTA HOLDING CORP 6.0000 160,000 150,802 167,000 COX COMMUNICATIONS INC 144A 2.9500 335,000 342,200 326,162 COX COMMUNICATIONS INC 144A 3.2500 330,000 326,575 344,969 COX COMMUNICATIONS INC 144A 3.5000 215,000 213,111 233,520 CREDIT ACCEPTANCE AU 2A A 144A 0.9600 250,000 250,000 249,711 CREDIT SUISSE FIRST BOST 8 1A1 5.2500 73,030 72,520 70,658 CRF-RESERVES AT BROOKSIDE(AHF) 4.7700 560,418 537,316 550,106 CROCS INC 144A 4.2500 60,000 60,000 58,501 CROWN CASTLE INTERNATIONAL COR 1.3500 40,000 39,911 39,916 CROWN CASTLE INTERNATIONAL COR 2.2500 1,000,000 998,425 961,147 CROWN CASTLE INTERNATIONAL COR 2.9000 75,000 74,670 69,000 CROWN CASTLE INTERNATIONAL COR 3.2000 343,000 331,910 368,336 CROWN CASTLE INTERNATIONAL COR 3.3000 50,000 55,425 52,337 CROWN CASTLE INTERNATIONAL COR 3.6500 48,000 53,588 52,307 CROWN CASTLE INTERNATIONAL COR 3.8000 274,000 262,382 298,491 CROWNROCK LP / CROWNROCK 144A 5.6250 149,000 141,918 152,013 CSC HOLDINGS LLC 144A 4.6250 185,000 184,997 181,969 CSC HOLDINGS LLC 144A 5.5000 345,000 338,664 355,695 CSC HOLDINGS LLC 144A 5.7500 210,000 225,302 221,181 CSC HOLDINGS LLC 144A 6.5000 200,000 200,000 221,000 CSMC 2018-RPL9 TRU RPL9 A 144A 3.8500 189,418 196,982 201,546 CSMC 2019-RPL8 TR RPL8 A1 144A 3.3220 515,572 515,570 519,349 CSMC 2019-RPL9 TR RPL9 A1 144A 3.0068 463,867 463,865 467,842 CSMC SERIES 2010- 17R 6A1 144A 3.1726 898,105 790,691 904,156 CUMMINS INC 2.6000 50,000 47,545 44,754 CUSHMAN & WAKEFIELD US BO 144A 6.7500 60,000 60,342 64,875 CVR ENERGY INC 144A 5.7500 95,000 86,475 92,625 CVS HEALTH CORP 2.1250 500,000 500,641 500,665 CVS HEALTH CORP 2.6250 65,000 64,769 68,589 CVS HEALTH CORP 3.0000 25,000 24,978 26,714 CVS HEALTH CORP 3.5000 35,000 35,575 36,236 CVS HEALTH CORP 3.7500 75,000 87,351 81,815 CVS HEALTH CORP 3.8750 90,000 88,423 99,482 CVS HEALTH CORP 4.1250 25,000 28,946 27,608 CVS HEALTH CORP 5.0500 75,000 96,292 92,073 CVS HEALTH CORP 5.3000 20,000 22,862 24,823 CVS HEALTH CORP 4.7800 50,000 61,459 59,009 CVS PASS-THROUGH TRUST 144A 7.5070 67,193 76,373 84,087 CWABS INC ASSET-BACKED 12 1A1 0.8486 140,191 123,182 137,457 CYRUSONE LP / CYRUSONE FINANCE 3.4500 100,000 99,763 102,801 DAE FUNDING LLC 144A 5.0000 60,000 58,765 61,800 DAIMLER FINANCE NORTH AME 144A 2.0000 330,000 328,635 331,363 DAIMLER FINANCE NORTH AME 144A 3.4000 600,000 605,448 615,638 DAIMLER FINANCE NORTH AME 144A 3.7500 400,000 403,196 407,865 DAIMLER FINANCE NORTH AME 144A 1.0624 800,000 800,000 804,859 DANA INC 5.5000 40,000 38,135 40,808 DANA INC 5.6250 55,000 55,137 58,850 DAVITA INC 144A 4.6250 1,125,000 1,165,060 1,146,218 DCP MIDSTREAM OPERATING LP 5.6000 75,000 75,364 75,000 DEERE & CO 2.7500 110,000 118,184 117,080 DELL INTERNATIONAL LLC / 144A 5.4500 595,000 600,390 650,250 DELL INTERNATIONAL LLC / 144A 5.8500 210,000 240,271 244,817 DELL INTERNATIONAL LLC / 144A 6.0200 80,000 93,614 94,708 DELL INTERNATIONAL LLC / 144A 6.1000 305,000 353,716 366,656 DELL INTERNATIONAL LLC / 144A 6.2000 610,000 716,178 757,440 DELL INTERNATIONAL LLC / 144A 8.1000 20,000 26,945 29,294 DELL INTERNATIONAL LLC / 144A 8.3500 153,000 209,945 232,773 DELTA AIR LINES 2015-1 CLASS A 3.6250 213,091 214,972 227,517 DELTA AIR LINES INC 2.9000 700,000 693,106 699,937 DELTA AIR LINES INC / SKY 144A 4.7500 400,000 400,010 434,958 DELTA AIR LINES INC 144A 7.0000 460,000 469,635 529,900 DIAMOND SPORTS GROUP LLC 144A 5.3750 400,000 302,143 288,000 DIAMONDBACK ENERGY INC 0.9000 35,000 34,997 35,022 DIAMONDBACK ENERGY INC 4.4000 30,000 29,901 30,734 DIGITAL REALTY TRUST LP 3.7000 20,000 20,973 22,048 DIGITAL REALTY TRUST LP 4.7500 50,000 57,696 56,837 DISCOVER BANK 2.7000 250,000 249,530 251,695 DISCOVERY COMMUNICATIONS LLC 3.9500 125,000 133,230 136,544 DISCOVERY COMMUNICATIONS LLC 4.1250 75,000 77,630 82,837 DISCOVERY COMMUNICATIONS LLC 5.2000 75,000 95,278 88,917 DISH DBS CORP 7.3750 125,000 125,020 131,131 DISH DBS CORP 7.7500 110,000 102,746 121,411 DOLLAR GENERAL CORP 3.2500 25,000 25,568 26,306 DOMINION ENERGY INC 4.0500 20,000 18,186 21,599 DOMINION ENERGY SOUTH CAROLINA 5.4500 30,000 34,239 39,008 DT AUTO OWNER TRUST 4A A 144A 2.1700 22,428 22,427 22,479 DT AUTO OWNER TRUST 4A B 144A 2.3600 250,000 252,576 252,261 DUKE ENERGY CAROLINAS LLC 2.4500 30,000 30,215 30,354 DUKE ENERGY CAROLINAS LLC 6.0500 40,000 48,045 54,181 DUKE ENERGY CORP 2.4500 30,000 29,912 29,603 DUKE ENERGY CORP 4.2000 10,000 9,954 10,600 DUKE ENERGY FLORIDA LLC 1.7500 400,000 404,588 378,313

End of Month: 3/31/2021 Unaudited Holdings Report Page 10 of 34 Coupon Units Cost Market Value DUKE ENERGY FLORIDA PROJECT FI 2.5380 70,000 70,804 71,860 DUKE ENERGY INDIANA LLC 6.3500 40,000 49,658 55,370 DUKE ENERGY OHIO INC 4.3000 50,000 49,910 56,985 DUKE ENERGY PROGRESS LLC 4.2000 115,000 125,677 130,025 DUKE UNIVERSITY 2.7570 10,000 10,000 9,829 DUPONT DE NEMOURS INC 2.1690 45,000 45,000 45,190 EAST OHIO GAS CO/THE 144A 2.0000 915,000 912,401 880,395 EAST OHIO GAS CO/THE 144A 1.3000 100,000 99,915 99,715 EBAY INC 1.9000 5,000 4,992 5,130 EDGEWELL PERSONAL CARE CO 144A 4.1250 170,000 170,000 169,014 EDGEWELL PERSONAL CARE CO 144A 5.5000 105,000 105,002 110,880 EDWARDS LIFESCIENCES CORP 4.3000 370,000 378,245 417,195 ELECTRONIC ARTS INC 1.8500 25,000 24,933 23,574 ELECTRONIC ARTS INC 2.9500 100,000 99,467 92,370 ELI LILLY & CO 4.1500 38,000 44,872 44,915 ELLINGTON LOAN ACQUI 1 A1 144A 1.2086 359,561 365,417 359,918 EMERA US FINANCE LP 2.7000 735,000 735,434 736,924 EMERSON ELECTRIC CO 6.1250 70,000 95,776 92,474 ENABLE MIDSTREAM PARTNERS LP 4.4000 300,000 284,758 324,269 ENCOMPASS HEALTH CORP 4.5000 313,000 314,788 320,550 ENCOMPASS HEALTH CORP 4.6250 10,000 10,000 10,350 ENERGIZER HOLDINGS INC 144A 4.3750 115,000 115,000 115,403 ENERGIZER HOLDINGS INC 144A 4.7500 125,000 124,997 128,906 ENERGY TRANSFER LP 3.9000 70,000 66,038 75,356 ENERGY TRANSFER LP 4.0500 330,000 329,710 356,563 ENERGY TRANSFER LP 4.2000 190,000 180,062 207,057 ENERGY TRANSFER LP 5.3000 390,000 350,134 411,600 ENERGY TRANSFER LP 5.4000 40,000 39,613 43,192 ENERGY TRANSFER LP / REGENCY E 5.8750 130,000 131,332 134,391 ENERSYS 144A 4.3750 95,000 95,088 97,138 ENERSYS 144A 5.0000 120,000 118,474 125,700 ENLINK MIDSTREAM LLC 144A 5.6250 115,000 116,027 111,203 ENTERGY CORP 1.9000 40,000 39,862 39,066 ENTERGY CORP 4.0000 150,000 150,473 155,788 ENTERGY LOUISIANA LLC 4.0500 75,000 78,239 80,627 ENTERGY LOUISIANA LLC 4.2000 45,000 44,691 50,786 ENTERGY MISSISSIPPI LLC 3.8500 40,000 41,302 41,984 ENTERPRISE PRODUCTS OPERATING 3.1250 60,000 59,977 63,274 ENTERPRISE PRODUCTS OPERATING 3.3500 140,000 139,078 146,761 ENTERPRISE PRODUCTS OPERATING 4.2500 60,000 53,435 63,731 ENTERPRISE PRODUCTS OPERATING 4.9500 130,000 126,436 149,588 ENTERPRISE PRODUCTS OPERATING 5.1000 35,000 35,124 41,464 EPR PROPERTIES 4.5000 290,000 287,467 299,803 EQM MIDSTREAM PARTNERS LP 4.0000 220,000 214,020 223,786 EQM MIDSTREAM PARTNERS LP 144A 4.5000 35,000 35,000 34,106 EQM MIDSTREAM PARTNERS LP 144A 4.7500 165,000 165,001 160,050 EQUIFAX INC 3.1000 50,000 52,657 51,900 EQUINIX INC 2.1500 300,000 299,195 285,222 EQUINIX INC 2.9000 65,000 64,935 68,553 EQUITABLE HOLDINGS INC 3.9000 176,000 174,925 187,112 ERP OPERATING LP 2.8500 50,000 47,773 53,259 ESH HOSPITALITY INC 144A 4.6250 130,000 130,416 137,493 ESH HOSPITALITY INC 144A 5.2500 295,000 276,554 300,900 ESSENTIAL UTILITIES INC 2.7040 30,000 30,000 30,239 ESSEX PORTFOLIO LP 1.7000 70,000 69,601 67,393 ESSEX PORTFOLIO LP 3.2500 100,000 98,922 104,650 ESSEX PORTFOLIO LP 3.8750 190,000 190,322 205,328 ESTEE LAUDER COS INC/THE 3.1250 35,000 36,829 35,476 EVERGY KANSAS CENTRAL INC 4.1250 20,000 19,581 22,101 EVERGY KANSAS CENTRAL INC 4.2500 20,000 19,628 22,310 EVERSOURCE ENERGY 1.6500 20,000 19,994 18,549 EVERSOURCE ENERGY 2.5500 10,000 9,962 10,003 EVERSOURCE ENERGY 3.4500 20,000 23,457 19,868 EXELON CORP 4.4500 110,000 125,657 126,097 EXELON GENERATION CO LLC 5.7500 30,000 29,861 33,275 EXETER AUTOMOBILE RE 2A C 144A 3.9300 208,584 209,429 209,328 EXETER AUTOMOBILE RECEIV 3A A2 0.4600 350,540 350,663 350,645 EXETER AUTOMOBILE RECEIVA 1A B 0.5000 210,000 209,981 209,846 EXPEDIA GROUP INC 144A 2.9500 370,000 366,810 364,931 EXPEDIA GROUP INC 144A 3.6000 55,000 54,965 58,539 EXPEDIA GROUP INC 144A 6.2500 44,000 49,210 50,895 EXXON MOBIL CORP 3.4520 115,000 117,060 116,133 FEDERAL REALTY INVESTMENT TRUS 3.2000 5,000 5,136 5,158 FEDEX CORP 3.8000 135,000 149,070 148,380 FEDEX CORP 4.0500 25,000 26,977 27,245 FEDEX CORP 5.2500 125,000 173,081 160,130 FIDELITY NATIONAL FINANCIAL IN 2.4500 100,000 99,658 96,704 FIDELITY NATIONAL FINANCIAL IN 3.4000 100,000 101,455 104,373 FIDELITY NATIONAL FINANCIAL IN 5.5000 130,000 133,023 138,805 FIDELITY NATIONAL INFORMATION 1.1500 25,000 24,963 24,581 FIDELITY NATIONAL INFORMATION 1.5000 225,000 276,681 281,083 FIDELITY NATIONAL INFORMATION 2.9500 100,000 150,580 141,929 FIRST FRANKLIN MORTGAGE FF9 A4 0.8286 352,363 352,414 351,658 FIRST INVESTORS AUTO 2A A 144A 2.2100 68,331 68,328 68,974 FIRST REPUBLIC BANK/CA 1.9120 250,000 250,000 255,860

End of Month: 3/31/2021 Unaudited Holdings Report Page 11 of 34 Coupon Units Cost Market Value FIRSTENERGY CORP 2.2500 400,000 400,073 371,000 FIRSTENERGY CORP 3.3500 230,000 227,790 233,450 FIRSTENERGY CORP 4.7500 60,000 60,444 63,223 FIRSTENERGY CORP 5.3500 80,000 98,473 89,854 FIRSTENERGY TRANSMISSION 144A 4.5500 90,000 104,768 94,910 FIRSTENERGY TRANSMISSION 144A 2.8660 300,000 300,000 302,432 FISERV INC 3.5000 205,000 218,075 221,113 FISERV INC 4.4000 75,000 88,826 86,546 FLIR SYSTEMS INC 2.5000 210,000 206,032 205,597 FLORIDA POWER & LIGHT CO 3.1500 65,000 64,599 65,417 FLORIDA POWER & LIGHT CO 3.9900 30,000 29,984 34,504 FLOWERS FOODS INC 2.4000 35,000 34,831 34,142 FMC CORP 3.2000 92,000 92,872 98,842 FMC CORP 3.4500 50,000 51,041 52,636 FORD FOUNDATION/THE 2.8150 5,000 5,000 4,501 FORD MOTOR CREDIT CO LLC 3.3750 900,000 900,000 915,300 FORD MOTOR CREDIT CO LLC 3.5500 200,000 204,046 204,624 FORD MOTOR CREDIT CO LLC 4.1250 55,000 55,000 56,788 FORD MOTOR CREDIT CO LLC 5.1250 50,000 50,392 54,000 FORD MOTOR CREDIT CO LLC 5.5960 1,000,000 1,017,744 1,027,330 FORD MOTOR CREDIT CO LLC 5.1130 130,000 136,690 139,549 FORD MOTOR CREDIT CO LLC 1.0484 580,000 579,879 580,000 FORD MOTOR CREDIT CO LLC 3.2190 400,000 403,941 404,380 FORD MOTOR CREDIT CO LLC 1.2755 500,000 485,979 495,425 FORD MOTOR CREDIT CO LLC 1.4288 1,100,000 1,074,921 1,089,063 FORTINET INC 2.2000 445,000 440,863 430,724 FORTRESS TRANSPORTATION A 144A 6.7500 31,000 31,000 31,039 FORTUNE BRANDS HOME & SECURITY 3.2500 718,000 723,319 747,943 FRANKLIN RESOURCES INC 2.8000 65,000 65,657 67,245 FREDDIE MAC MULTICLASS P003 A2 1.7828 100,000 102,675 92,071 FREDDIE MAC MULTICLASS P003 A3 1.9560 160,099 164,828 144,873 FREEDOM MORTGAGE CORP 144A 8.1250 210,000 189,396 217,613 FREEDOM MORTGAGE CORP 144A 8.2500 630,000 638,476 655,988 FREMF 2015-K44 MORT K44 B 144A 3.6807 250,000 266,553 270,695 FREMF 2015-K48 MORT K48 B 144A 3.6405 133,990 134,153 143,609 FREMF 2015-K51 MORT K51 B 144A 3.9541 50,000 54,861 54,431 FREMF 2015-K720 MO K720 B 144A 3.3944 337,000 344,046 347,471 FREMF 2016-K56 MORT K56 B 144A 3.9403 158,400 160,965 173,351 FREMF 2016-K58 MORT K58 C 144A 3.7383 247,500 237,279 259,831 FREMF 2017-K61 MORT K61 B 144A 3.6844 99,000 97,523 107,273 FREMF 2017-K62 MORT K62 B 144A 3.8744 558,000 594,412 605,041 FREMF 2018-K082 MOR K82 B 144A 4.1292 53,000 60,035 58,394 FREMF 2018-K72 MORT K72 B 144A 3.9919 84,000 93,221 91,769 FREMF 2018-K732 MO K732 B 144A 4.0551 149,000 149,385 161,734 FREMF 2018-K733 MOR K73 B 144A 3.8526 148,500 145,720 160,229 FREMF 2018-K74 MORT K74 B 144A 4.0907 329,000 343,766 358,880 FREMF 2018-K75 MORT K75 B 144A 3.9750 198,000 194,050 215,991 FREMF 2018-K76 MORT K76 B 144A 4.2047 290,000 300,100 320,502 FREMF 2018-K80 MO K80 X2A 144A 0.1000 99,154,783 697,182 564,032 FREMF 2018-K83 MORT K83 B 144A 4.2753 298,000 318,566 331,380 FREMF 2019-K87 MORT K87 B 144A 4.3221 297,000 297,702 331,443 FREMONT HOME LOAN TRUST B 2A3 0.2686 836,273 370,924 355,278 FREMONT HOME LOAN TRUST E 2A1 0.1686 304,451 164,197 168,950 FRESB 2018-SB46 MORT SB46 A10F 3.3000 404,882 402,072 419,673 FRESB 2018-SB52 MORT SB52 A10F 3.4604 286,906 287,228 304,113 FRONTIER COMMUNICATIONS 10/20 0.0000 90,000 89,325 89,625 FRONTIER COMMUNICATIONS C 144A 5.0000 410,000 410,001 417,536 FRONTIER COMMUNICATIONS C 144A 6.7500 85,000 85,001 89,650 FS KKR CAPITAL CORP 3.4000 190,000 187,906 188,456 FS KKR CAPITAL CORP 4.1250 25,000 25,062 25,705 FS KKR CAPITAL CORP 4.6250 30,000 30,736 31,849 FWD SECURITIZATIO INV1 A1 144A 2.2400 718,426 718,405 731,509 GARTNER INC 144A 4.5000 140,000 144,088 144,375 GENERAL ELECTRIC CO 3.4500 100,000 101,540 107,411 GENERAL ELECTRIC CO 4.1250 16,000 17,796 17,156 GENERAL ELECTRIC CO 4.2500 50,000 57,437 54,881 GENERAL ELECTRIC CO 4.3500 1,870,000 2,054,916 2,075,597 GENERAL ELECTRIC CO 5.5500 820,000 807,038 971,916 GENERAL ELECTRIC CO 6.7500 75,000 95,332 100,452 GENERAL MILLS INC 144A 3.0000 30,051 36,343 28,096 GENERAL MOTORS CO 4.0000 90,000 86,028 98,117 GENERAL MOTORS CO 5.2000 25,000 29,009 28,705 GENERAL MOTORS CO 5.4000 85,000 106,250 100,762 GENERAL MOTORS CO 6.2500 24,000 32,434 30,736 GENERAL MOTORS CO 6.6000 10,000 9,757 12,979 GENERAL MOTORS CO 6.7500 87,000 123,423 117,436 GENERAL MOTORS FINANCIAL CO IN 2.3500 275,000 269,708 262,617 GENERAL MOTORS FINANCIAL CO IN 2.7500 115,000 117,886 120,049 GENERAL MOTORS FINANCIAL CO IN 2.9000 45,000 44,957 47,182 GENERAL MOTORS FINANCIAL CO IN 3.2000 518,000 516,681 520,249 GENERAL MOTORS FINANCIAL CO IN 3.4500 30,000 30,225 30,602 GENERAL MOTORS FINANCIAL CO IN 3.5500 60,000 59,984 62,153 GENERAL MOTORS FINANCIAL CO IN 3.7000 90,000 87,774 94,793 GENERAL MOTORS FINANCIAL CO IN 4.0000 55,000 57,472 59,743 GENERAL MOTORS FINANCIAL CO IN 4.1500 110,000 108,527 118,017

End of Month: 3/31/2021 Unaudited Holdings Report Page 12 of 34 Coupon Units Cost Market Value GENERAL MOTORS FINANCIAL CO IN 4.2000 200,000 201,595 204,318 GENERAL MOTORS FINANCIAL CO IN 5.2000 60,000 59,973 65,069 GENERAL MOTORS FINANCIAL CO IN 1.7358 90,000 89,578 90,918 GENUINE PARTS CO 1.8750 260,000 241,050 239,640 GEORGETOWN UNIVERSITY/THE 2.9430 2,000 2,000 1,848 GEORGIA POWER CO 3.7000 50,000 56,187 51,270 GILEAD SCIENCES INC 2.6000 125,000 120,667 114,865 GLOBAL PAYMENTS INC 1.2000 325,000 324,706 319,938 GLOBAL PAYMENTS INC 3.2000 116,000 124,353 122,173 GLOBAL PAYMENTS INC 4.4500 9,000 10,141 10,320 GO DADDY OPERATING CO LLC 144A 5.2500 115,000 115,000 121,613 GOLDMAN SACHS BDC INC 2.8750 325,000 324,160 328,487 GOLDMAN SACHS GROUP INC/T REGS 3.3750 150,000 192,572 198,506 GOLDMAN SACHS GROUP INC/THE 3.5000 130,000 122,558 140,901 GOLDMAN SACHS GROUP INC/THE 3.7500 895,000 873,933 977,022 GOLDMAN SACHS GROUP INC/THE 3.8000 200,000 235,424 220,284 GOLDMAN SACHS GROUP INC/THE 4.2500 80,000 77,612 89,296 GOLDMAN SACHS GROUP INC/THE 4.7500 210,000 260,243 258,651 GOLDMAN SACHS GROUP INC/THE 5.1500 62,000 86,164 77,498 GOLDMAN SACHS GROUP INC/THE 6.2500 15,000 16,986 21,233 GOLDMAN SACHS GROUP INC/THE 6.7500 120,000 134,399 169,635 GOLDMAN SACHS GROUP INC/THE 3.2720 14,000 13,389 15,023 GOLDMAN SACHS GROUP INC/THE 2.9050 40,000 40,335 41,182 GOLDMAN SACHS GROUP INC/THE 4.0170 156,000 141,321 172,990 GOLDMAN SACHS GROUP INC/THE 4.2230 335,000 366,089 375,808 GOLDMAN SACHS GROUP INC/THE 4.4110 50,000 50,794 58,276 GOLDMAN SACHS GROUP INC/THE 1.9920 295,000 295,000 279,968 GOLDMAN SACHS GROUP INC/THE 0.8550 55,000 55,000 54,060 GOLDMAN SACHS GROUP INC/THE 1.0930 250,000 250,000 244,973 GOLDMAN SACHS GROUP INC/THE 1.2438 230,000 225,882 231,675 GOLDMAN SACHS GROUP INC/THE 0.9915 265,000 262,479 265,893 GOLUB CAPITAL BDC INC 2.5000 50,000 49,852 48,915 GOODMAN US FINANCE THREE 144A 3.7000 240,000 230,851 254,915 GOODYEAR TIRE & RUBBER CO/THE 9.5000 135,000 135,009 151,443 GRAFTECH FINANCE INC 144A 4.6250 35,000 35,087 35,263 GRAHAM PACKAGING CO INC 144A 7.1250 120,000 120,004 127,650 GREYSTAR REAL ESTATE PART 144A 5.7500 240,000 234,985 246,600 GRINDING MEDIA INC / MOLY 144A 7.3750 170,000 166,748 173,732 GSAA HOME EQUITY TRUST 15 1A1 0.6186 91,661 79,795 85,476 GSAMP TRUST 2006-FM2 FM2 A1 0.2486 483,554 226,260 227,790 GSAMP TRUST 2006-HE8 HE8 A2C 0.2786 158,242 153,561 154,281 GSAMP TRUST 2007-FM2 FM2 A2C 0.2686 397,019 262,022 289,696 HACKENSACK MERIDIAN HEALTH INC 2.6750 10,000 10,000 9,275 HACKENSACK MERIDIAN HEALTH INC 2.8750 1,000 1,000 933 HALLIBURTON CO 5.0000 25,000 25,702 27,871 HARBORVIEW MORTGAGE LO 12 1A1A 0.3200 156,647 139,410 145,832 HARBORVIEW MORTGAGE LOA 6 2A1A 0.3050 942,355 830,204 901,423 HAT HOLDINGS I LLC / HAT 144A 5.2500 180,000 180,344 185,850 HAT HOLDINGS I LLC / HAT 144A 6.0000 95,000 94,998 100,225 HCA INC 3.5000 200,000 198,597 201,694 HCA INC 4.1250 500,000 542,250 554,093 HCA INC 5.2500 308,000 373,047 365,892 HCA INC 5.5000 205,000 266,701 254,978 HERC HOLDINGS INC 144A 5.5000 405,000 409,387 431,001 HERSHEY CO/THE 2.6500 10,000 9,967 9,019 HESS CORP 4.3000 175,000 183,482 190,722 HESS CORP 7.3000 20,000 22,451 25,539 HESS MIDSTREAM OPERATIONS 144A 5.1250 110,000 110,000 111,210 HESS MIDSTREAM OPERATIONS 144A 5.6250 170,000 175,605 175,100 HEWLETT PACKARD ENTERPRISE CO 4.4500 110,000 109,964 119,523 HIGHWOODS REALTY LP 4.2000 100,000 104,309 108,596 HILTON DOMESTIC OPERATING 144A 3.6250 300,000 300,001 291,180 HILTON DOMESTIC OPERATING CO I 4.8750 400,000 422,901 424,320 HILTON WORLDWIDE FINANCE LLC / 4.8750 150,000 142,774 156,563 HOLLYFRONTIER CORP 4.5000 22,000 23,230 22,755 HOME DEPOT INC/THE 2.3750 75,000 73,998 64,363 HOME DEPOT INC/THE 3.0000 35,000 36,369 37,834 HOME DEPOT INC/THE 3.1250 75,000 81,049 73,701 HOME DEPOT INC/THE 3.3500 25,000 28,208 25,928 HOME DEPOT INC/THE 4.2500 20,000 23,720 23,536 HOME DEPOT INC/THE 5.4000 70,000 79,479 92,735 HOME DEPOT INC/THE 5.8750 70,000 82,863 96,422 HOME EQUITY MORTGAGE LOAN C M2 0.8586 1,300,000 1,200,546 1,285,697 HOME POINT CAPITAL INC 144A 5.0000 190,000 191,745 188,100 HOMEBANC MORTGAGE TRUST 2 3 M1 0.7686 1,300,000 1,659,901 1,328,379 HORMEL FOODS CORP 1.8000 115,000 117,503 110,461 HOST HOTELS & RESORTS LP 3.3750 60,000 60,485 59,536 HOWARD HUGHES CORP/THE 144A 4.1250 125,000 125,101 122,215 HP INC 2.2000 90,000 89,824 92,892 HP INC 3.0000 85,000 84,785 89,829 HP INC 6.0000 8,000 10,108 10,078 HUB INTERNATIONAL LTD 144A 7.0000 225,000 214,671 233,642 HUDSON PACIFIC PROPERTIES LP 3.9500 120,000 113,383 128,613 HUMANA INC 3.9500 28,000 34,618 30,132 HUMANA INC 4.6250 25,000 26,535 29,038

End of Month: 3/31/2021 Unaudited Holdings Report Page 13 of 34 Coupon Units Cost Market Value HUMANA INC 4.8000 30,000 41,109 35,877 HUMANA INC 4.9500 65,000 89,230 78,042 HUNT COS INC 144A 6.2500 339,000 302,136 349,679 HUNTINGTON BANCSHARES INC/OH 2.3000 14,000 14,048 14,198 HUNTSMAN INTERNATIONAL LLC 4.5000 306,000 339,522 338,799 HUNTSMAN INTERNATIONAL LLC 5.1250 225,000 235,241 237,338 HYUNDAI CAPITAL AMERICA 144A 0.8000 1,000,000 998,060 997,932 IAA INC 144A 5.5000 210,000 213,731 220,238 IDEX CORP 3.0000 516,000 556,668 531,406 IHEARTCOMMUNICATIONS INC 6.3750 25,000 25,829 26,531 IHEARTCOMMUNICATIONS INC 8.3750 320,000 342,724 343,200 IHEARTCOMMUNICATIONS INC 144A 4.7500 15,000 15,002 15,113 IHEARTCOMMUNICATIONS INC 144A 5.2500 30,000 30,000 30,858 ILLUMINA INC 0.5500 90,000 89,998 89,924 ILLUMINATE BUYER LLC / IL 144A 9.0000 190,000 200,334 213,807 INDIANA MICHIGAN POWER CO 4.5500 30,000 30,212 35,143 INDIANA MICHIGAN POWER CO 6.0500 25,000 28,836 32,897 INDYMAC INDX MORTGAG AR12 2A1A 0.5886 390,743 364,897 379,784 INGLES MARKETS INC 5.7500 210,000 208,636 211,575 INTEL CORP 4.7500 25,000 34,445 31,337 INTEL CORP 0.5525 440,000 437,625 441,659 INTERCONTINENTAL EXCHANGE INC 1.8500 40,000 39,838 36,596 INTERCONTINENTAL EXCHANGE INC 3.0000 125,000 124,918 115,640 INTERCONTINENTAL EXCHANGE INC 3.7500 250,000 250,813 274,978 INTERCONTINENTAL EXCHANGE INC 4.2500 80,000 88,719 90,548 INTERFACE INC 144A 5.5000 140,000 140,003 144,725 INTERNATIONAL BUSINESS MACHINE 2.9500 100,000 104,512 92,949 INTERNATIONAL BUSINESS MACHINE 4.1500 100,000 102,741 113,291 INTERNATIONAL BUSINESS MACHINE 0.6500 125,000 139,606 147,346 INTERPUBLIC GROUP OF COS INC/T 3.3750 60,000 59,870 58,315 INTERPUBLIC GROUP OF COS INC/T 3.7500 190,000 190,226 193,175 INTUIT INC 1.6500 360,000 361,488 341,445 IPALCO ENTERPRISES INC 3.7000 200,000 196,662 216,032 IRON MOUNTAIN INC 144A 4.8750 235,000 211,418 240,434 IRON MOUNTAIN INC 144A 5.0000 120,000 121,577 122,700 IRON MOUNTAIN INC 144A 5.2500 160,000 160,007 165,540 IRS R 1.40% P US0003M 0.0000 -400,000 -830 -676 IRS R 1.41% P US0003M 0.0000 -400,000 -1,308 0 IRS R 1.75% P US0003M 0.0000 -400,000 -1,308 -1,633 IRS R 1.86750% P US0003M 0.0000 -200,000 -1,620 -68 IRS R 2.16750% P US0003M 0.0000 -200,000 -1,620 -2,306 ITC HOLDINGS CORP 2.7000 230,000 226,654 237,387 ITRON INC 144A 5.0000 70,000 65,681 71,715 J2 GLOBAL INC 144A 4.6250 310,000 310,004 313,100 JABIL INC 3.0000 82,000 82,256 81,401 JABIL INC 4.7000 40,000 39,836 42,294 JAGUAR HOLDING CO II / PP 144A 4.6250 110,000 110,002 114,763 JAGUAR HOLDING CO II / PP 144A 5.0000 95,000 95,002 98,943 JB POINDEXTER & CO INC 144A 7.1250 140,000 147,058 147,875 JERSEY CENTRAL POWER & LI 144A 4.3000 80,000 80,407 87,424 JERSEY CENTRAL POWER & LI 144A 4.7000 60,000 61,439 65,240 JOHNSON & JOHNSON 0.9500 200,000 199,875 194,379 JOHNSON & JOHNSON 2.1000 10,000 9,935 9,035 JOHNSON & JOHNSON 2.2500 40,000 39,650 35,586 JOHNSON & JOHNSON 2.4500 20,000 19,795 17,721 JOHNSON & JOHNSON 3.5500 30,000 28,594 33,501 JOHNSON & JOHNSON 3.7000 120,000 115,851 134,099 JP MORGAN MORTGAGE 3 1A3 144A 3.4574 29,077 28,757 29,125 JP MORGAN MORTGAGE 3 1A5 144A 3.5000 0 0 0 JP MORGAN MORTGAGE ACQ OPT2 M3 0.8286 1,300,000 1,220,236 1,292,329 JP MORGAN MORTGAGE ACQU HE2 M1 0.4086 300,000 275,506 286,105 JP MORGAN MORTGAGE T 4 A5 144A 3.5000 976 964 975 JPMORGAN CHASE & CO 2.7000 70,000 70,851 73,027 JPMORGAN CHASE & CO 3.2200 150,000 146,627 160,032 JPMORGAN CHASE & CO 3.3000 70,000 67,599 76,165 JPMORGAN CHASE & CO 3.8750 246,000 243,516 269,691 JPMORGAN CHASE & CO 3.9000 60,000 59,628 66,233 JPMORGAN CHASE & CO 3.9640 340,000 388,726 374,954 JPMORGAN CHASE & CO 4.0230 170,000 170,772 184,437 JPMORGAN CHASE & CO 4.1250 110,000 107,990 123,887 JPMORGAN CHASE & CO 4.2500 560,000 553,228 634,676 JPMORGAN CHASE & CO 4.8500 120,000 122,096 150,324 JPMORGAN CHASE & CO 4.9500 60,000 67,154 74,859 JPMORGAN CHASE & CO 5.6000 90,000 100,717 120,487 JPMORGAN CHASE & CO 3.5400 1,230,000 1,367,203 1,338,670 JPMORGAN CHASE & CO 4.2030 250,000 275,344 282,821 JPMORGAN CHASE & CO 3.7020 100,000 114,193 108,996 JPMORGAN CHASE & CO 2.3010 50,000 50,000 52,047 JPMORGAN CHASE & CO 3.5590 270,000 276,934 286,147 JPMORGAN CHASE & CO 1.0450 125,000 125,000 122,088 JPMORGAN CHASE & CO 4.0320 90,000 104,688 100,891 JPMORGAN CHASE & CO 0.5630 70,000 70,000 69,480 JPMORGAN CHASE & CO 0.6970 190,000 190,000 190,694 JPMORGAN CHASE & CO 1.1078 270,000 264,341 273,222 JUNIPER NETWORKS INC 1.2000 60,000 59,987 59,021

End of Month: 3/31/2021 Unaudited Holdings Report Page 14 of 34 Coupon Units Cost Market Value KANSAS CITY SOUTHERN 3.5000 5,000 5,309 5,007 KANSAS CITY SOUTHERN 4.2000 5,000 5,362 5,179 KANSAS CITY SOUTHERN 4.3000 35,000 38,158 38,370 KANSAS CITY SOUTHERN 4.7000 5,000 5,777 5,881 KAR AUCTION SERVICES INC 144A 5.1250 320,000 299,095 325,776 KELLOGG CO 2.6500 101,000 97,889 106,101 KENNEDY-WILSON INC 4.7500 360,000 361,460 364,500 KENNEDY-WILSON INC 5.0000 15,000 15,000 15,191 KENTUCKY UTILITIES CO 3.3000 50,000 52,479 48,652 KEYSIGHT TECHNOLOGIES INC 4.5500 120,000 121,525 133,908 KEYSIGHT TECHNOLOGIES INC 4.6000 5,000 5,320 5,724 KILROY REALTY LP 3.4500 400,000 391,225 427,644 KILROY REALTY LP 3.8000 80,000 79,845 83,477 KILROY REALTY LP 4.2500 45,000 48,627 49,395 KIMBERLY-CLARK CORP 2.8750 50,000 49,844 49,115 KINDER MORGAN INC 1.4638 120,000 118,492 121,851 KLA CORP 4.6500 30,000 32,298 33,523 KOHL'S CORP 3.3750 100,000 99,802 100,078 KRAFT HEINZ FOODS CO 4.3750 210,000 216,534 219,528 KRAFT HEINZ FOODS CO 1.0154 1,270,000 1,255,586 1,272,182 KRATON POLYMERS LLC / KRA 144A 4.2500 260,000 261,922 260,975 L BRANDS INC 7.5000 330,000 358,088 374,926 L BRANDS INC 144A 6.6250 40,000 40,000 45,672 L BRANDS INC 144A 6.8750 40,000 42,770 44,448 L BRANDS INC 144A 9.3750 60,000 60,004 74,700 LABORATORY CORP OF AMERICA HOL 4.7000 190,000 216,885 215,700 LAREDO PETROLEUM INC 9.5000 175,000 165,301 168,452 LAZARD GROUP LLC 3.7500 60,000 58,809 65,188 LAZARD GROUP LLC 4.3750 209,000 207,685 232,874 LD HOLDINGS GROUP LLC 144A 6.1250 160,000 160,000 161,984 LD HOLDINGS GROUP LLC 144A 6.5000 225,000 230,195 235,688 LEAR CORP 5.2500 42,000 48,132 49,210 LEGACY MORTGAGE AS GS3 A1 144A 3.7500 1,034,793 1,035,453 1,043,890 LEGACY MORTGAGE AS GS4 A1 144A 3.4380 956,671 956,665 960,412 LEGACY MORTGAGE AS GS6 A1 144A 3.0000 774,875 775,195 779,451 LEGENDS HOSPITALITY HOLDI 144A 5.0000 110,000 112,132 111,925 LEHMAN XS TRUST SERIE 12N 1A3A 0.3086 163,390 141,760 162,219 LEIDOS INC 144A 2.3000 150,000 152,118 141,653 LEIDOS INC 144A 4.3750 300,000 336,046 333,492 LELAND STANFORD JUNIOR UNIVERS 2.4130 20,000 20,000 18,233 LENNAR CORP 5.0000 500,000 588,894 575,000 LENNOX INTERNATIONAL INC 1.3500 28,000 28,550 27,862 LEVEL 3 FINANCING INC 144A 4.2500 180,000 180,004 182,036 LEVEL 3 FINANCING INC 144A 4.6250 185,000 184,997 190,396 LIFESTORAGE LP/CA 3.5000 255,000 278,579 276,906 LITHIA MOTORS INC 144A 4.6250 65,000 65,056 67,519 LIVE NATION ENTERTAINMENT 144A 6.5000 165,000 164,998 183,150 LOGMEIN INC 144A 5.5000 230,000 236,653 240,782 LONG BEACH MORTGAGE LOA WL1 M4 1.1586 1,300,000 1,225,337 1,299,131 LONG BEACH MORTGAGE LOAN 8 2A3 0.2686 583,066 190,665 229,465 LONG BEACH MORTGAGE LOAN 8 2A4 0.3486 318,036 107,116 127,590 LOWE'S COS INC 3.5000 85,000 84,811 86,456 LUMEN TECHNOLOGIES INC 6.8750 45,000 46,619 50,104 LUMEN TECHNOLOGIES INC 144A 4.5000 75,000 75,009 73,148 LUMEN TECHNOLOGIES INC 144A 5.1250 340,000 340,789 358,149 LYB INTERNATIONAL FINANCE III 3.6250 5,000 4,985 4,925 LYB INTERNATIONAL FINANCE III 3.8000 10,000 9,917 9,762 MARATHON PETROLEUM CORP 3.8000 90,000 85,607 97,263 MARLETTE FUNDING TRU 1A A 144A 2.2400 26,236 26,235 26,335 MARLETTE FUNDING TRU 3A A 144A 2.6900 63,177 63,172 63,515 MARLETTE FUNDING TRU 4A A 144A 2.3900 61,171 61,168 61,634 MARRIOTT INTERNATIONAL INC/MD 2.8500 410,000 409,207 402,393 MARRIOTT INTERNATIONAL INC/MD 3.7500 60,000 58,567 63,774 MARRIOTT OWNERSHIP RESORT 144A 6.1250 185,000 193,962 196,494 MARRIOTT OWNERSHIP RESORTS INC 6.5000 155,000 142,655 161,878 MARSH & MCLENNAN COS INC 3.7500 150,000 148,735 165,379 MARSH & MCLENNAN COS INC 4.2000 120,000 119,065 138,974 MARSH & MCLENNAN COS INC 4.3500 10,000 9,353 11,558 MARSH & MCLENNAN COS INC 4.7500 73,000 78,603 90,001 MARSH & MCLENNAN COS INC 4.9000 160,000 234,671 204,259 MASSACHUSETTS ELECTRIC CO 144A 1.7290 150,000 150,000 139,107 MASSACHUSETTS INSTITUTE OF TEC 4.6780 30,000 32,923 38,649 MASSACHUSETTS INSTITUTE OF TEC 2.9890 18,000 18,000 18,546 MASTERCARD INC 2.9500 25,000 24,764 24,620 MASTERCARD INC 3.6500 180,000 195,526 196,462 MASTERCARD INC 3.8500 90,000 101,191 101,984 MASTR ASSET BACKED SECU NC1 M1 0.8286 572,184 552,721 555,242 MASTR ASSET BACKED SECU NC1 M2 0.8586 71,963 66,446 70,634 MAYO CLINIC 3.1960 6,000 6,000 5,985 MCCORMICK & CO INC/MD 3.1500 200,000 199,378 214,023 MCDONALD'S CORP 3.6250 380,000 385,964 396,322 MCKESSON CORP 0.9000 45,000 44,984 44,065 MCKESSON CORP 3.7960 130,000 134,288 141,025 MCLAREN HEALTH CARE CORP 4.3860 100,000 122,821 118,000 MEDNAX INC 144A 6.2500 395,000 399,758 422,374

End of Month: 3/31/2021 Unaudited Holdings Report Page 15 of 34 Coupon Units Cost Market Value MEDTRONIC INC 3.5000 52,000 51,867 57,034 MEMORIAL HEALTH SERVICES 3.4470 20,000 20,000 20,759 MEMORIAL SLOAN-KETTERING CANCE 2.9550 22,000 22,000 21,107 MERCER INTERNATIONAL INC 5.5000 200,000 195,416 205,000 MERCER INTERNATIONAL INC 144A 5.1250 280,000 282,332 290,080 MERCK & CO INC 2.3500 75,000 75,329 69,423 MERCK & CO INC 3.7000 10,000 9,625 11,010 MERCK & CO INC 4.0000 25,000 28,759 28,888 MEREDITH CORP 6.8750 323,000 314,100 332,181 MERRILL LYNCH MORTGAGE WMC1 M1 0.8586 351,966 350,127 345,837 METLIFE INC 3.6000 25,000 26,143 27,163 METLIFE INC 4.0500 70,000 86,031 79,411 METLIFE INC 6.4000 87,000 104,116 109,189 METLIFE INC 4.3680 125,000 127,004 136,556 MGIC INVESTMENT CORP 5.2500 115,000 115,000 119,456 MICROCHIP TECHNOLOGY INC 4.3330 110,000 108,603 117,980 MICRON TECHNOLOGY INC 4.6630 290,000 346,507 329,422 MICRON TECHNOLOGY INC 4.6400 300,000 300,000 330,350 MICRON TECHNOLOGY INC 4.9750 30,000 31,431 34,329 MICRON TECHNOLOGY INC 2.4970 30,000 30,000 31,137 MICROSOFT CORP 1.5500 215,000 214,137 215,765 MICROSOFT CORP 2.4000 290,000 289,055 294,782 MICROSOFT CORP 2.6750 205,000 210,080 188,181 MICROSOFT CORP 3.0410 50,000 55,541 49,020 MID-AMERICA APARTMENTS LP 3.9500 100,000 109,833 110,351 MID-AMERICA APARTMENTS LP 4.0000 210,000 209,455 233,012 MIDAMERICAN ENERGY CO 3.9500 50,000 48,475 55,522 MIDAMERICAN ENERGY CO 5.7500 110,000 128,861 146,020 MIDMICHIGAN HEALTH 3.4090 2,000 2,000 2,009 MIDWEST CONNECTOR CAPITAL 144A 3.6250 400,000 402,826 405,721 MIDWEST CONNECTOR CAPITAL 144A 3.9000 300,000 306,284 309,659 MILL CITY MORTGAGE GS1 A1 144A 2.7500 154,722 155,441 159,707 MILL CITY MORTGAGE GS2 A1 144A 2.7500 1,412,221 1,420,932 1,460,871 MODIVCARE INC 144A 5.8750 120,000 120,003 126,300 MONDELEZ INTERNATIONAL INC 0.2500 220,000 264,561 256,549 MONDELEZ INTERNATIONAL INC 1.3750 165,000 197,509 189,946 MOODY'S CORP 2.5500 30,000 29,749 24,238 MOODY'S CORP 2.6250 140,000 137,066 145,122 MORGAN STANLEY 3.1250 364,000 343,830 391,766 MORGAN STANLEY 3.7500 294,000 293,757 311,700 MORGAN STANLEY 4.3000 55,000 68,051 64,437 MORGAN STANLEY 5.0000 205,000 233,327 235,603 MORGAN STANLEY 7.2500 40,000 49,021 56,220 MORGAN STANLEY 3.9710 190,000 211,426 211,012 MORGAN STANLEY 3.7720 240,000 240,141 262,498 MORGAN STANLEY 2.8020 280,000 280,638 257,731 MORGAN STANLEY 4.4310 220,000 231,752 251,902 MORGAN STANLEY 3.6220 375,000 430,229 407,154 MORGAN STANLEY 2.1880 15,000 15,000 15,498 MORGAN STANLEY 1.7940 320,000 319,997 298,675 MORGAN STANLEY 5.5970 181,000 265,946 252,078 MORGAN STANLEY 1.6236 1,050,000 1,050,862 1,050,694 MORGAN STANLEY 1.6178 155,000 154,882 157,835 MORGAN STANLEY ABS CAP HE2 A2C 0.2386 633,841 283,373 389,901 MORGAN STANLEY ABS CAP HE8 A2C 0.2486 508,541 222,467 295,017 MORGAN STANLEY ABS CAP WMC4 M6 1.1586 900,000 840,942 892,532 MORGAN STANLEY ABS CAPI HE3 M1 0.9636 147,813 137,387 146,652 MORGAN STANLEY HOME EQUIT 2 M4 1.0536 196,756 182,059 196,724 MORTGAGEIT MORTGAGE LOAN 1 1A2 0.5086 88,343 74,455 70,582 MOSAIC CO/THE 4.2500 40,000 41,513 43,201 MOTOROLA SOLUTIONS INC 2.3000 48,000 47,909 45,398 MOTOROLA SOLUTIONS INC 4.0000 80,000 83,156 87,619 MOTOROLA SOLUTIONS INC 4.6000 20,000 19,649 22,767 MPH ACQUISITION HOLDINGS 144A 5.7500 205,000 205,001 199,875 MPLX LP 3.5000 20,000 19,758 20,869 MPLX LP 4.1250 125,000 137,315 138,765 MPLX LP 4.5000 15,000 15,901 16,387 MPLX LP 4.7000 108,000 120,485 116,845 MPLX LP 4.8750 23,000 26,046 25,815 MPLX LP 5.2000 10,000 11,062 11,438 MPLX LP 5.5000 75,000 89,957 88,112 MPT OPERATING PARTNERSHIP LP / 5.0000 401,000 373,824 421,854 MPT OPERATING PARTNERSHIP LP / 5.2500 120,000 114,836 123,900 MUELLER WATER PRODUCTS IN 144A 5.5000 140,000 136,896 144,683 MUFG AMERICAS HOLDINGS CORP 3.5000 40,000 40,035 41,475 NASDAQ INC 2.5000 60,000 60,000 52,725 NASDAQ INC 3.2500 50,000 53,417 47,002 NASDAQ INC 3.8500 40,000 38,994 44,155 NASDAQ INC 4.2500 230,000 231,033 252,509 NATIONAL FUEL GAS CO 2.9500 25,000 24,985 24,074 NATIONAL RURAL UTILITIES COOPE 1.0000 65,000 64,836 63,305 NATIONAL RURAL UTILITIES COOPE 3.9000 90,000 91,796 100,482 NAVIENT CORP 6.5000 100,000 97,420 104,887 NCR CORP 144A 5.1250 215,000 215,000 216,614 NCR CORP 144A 5.2500 35,000 35,002 35,442

End of Month: 3/31/2021 Unaudited Holdings Report Page 16 of 34 Coupon Units Cost Market Value NCR CORP 144A 5.7500 155,000 157,313 164,009 NCR CORP 144A 6.1250 120,000 120,006 127,050 NCR CORP 144A 8.1250 155,000 155,002 169,725 NETAPP INC 1.8750 40,000 39,978 40,830 NETAPP INC 2.7000 300,000 300,791 297,846 NETFLIX INC 3.6250 400,000 553,532 537,628 NETFLIX INC 4.8750 200,000 235,902 226,250 NETFLIX INC 144A 4.8750 300,000 353,005 345,462 NETFLIX INC REGS 3.6250 400,000 586,739 549,571 NETFLIX INC REGS 3.8750 100,000 147,632 139,889 NEVADA POWER CO 2.4000 40,000 39,906 39,863 NEW CENTURY HOME EQUITY 2 A2B 0.2686 224,679 204,531 221,864 NEW CENTURY HOME EQUITY L D M2 0.5786 1,000,000 802,159 874,204 NEW ENTERPRISE STONE & LI 144A 6.2500 170,000 158,649 174,250 NEW RESIDENTIAL INVESTMEN 144A 6.2500 150,000 150,012 150,563 NEW RESIDENTIAL M RPL1 A1 144A 2.7500 758,087 770,070 789,984 NEW RESIDENTIAL M RPL3 A1 144A 2.7500 817,063 850,761 853,581 NEW RESIDENTIAL MO 1A A1B 144A 3.5000 302,912 311,407 320,919 NEW RESIDENTIAL MOR 3A A1 144A 4.5000 365,556 377,918 396,198 NEW YORK AND PRESBYTERIAN HOSP 3.9540 9,000 9,000 9,594 NEW YORK LIFE GLOBAL FUND 144A 2.0000 225,000 224,915 225,089 NEWMONT CORP 4.8750 30,000 38,135 36,206 NEXSTAR BROADCASTING INC 144A 4.7500 145,000 145,008 146,528 NEXSTAR BROADCASTING INC 144A 5.6250 330,000 338,971 345,880 NEXTERA ENERGY CAPITAL HOLDING 2.2500 820,000 877,234 802,292 NEXTERA ENERGY CAPITAL HOLDING 3.5500 110,000 106,163 120,728 NEXTERA ENERGY CAPITAL HOLDING 4.8000 190,000 160,217 205,505 NEXTERA ENERGY CAPITAL HOLDING 0.6500 30,000 29,997 30,096 NFP CORP 144A 6.8750 190,000 199,154 197,125 NGPL PIPECO LLC 144A 4.3750 300,000 306,322 311,401 NIKE INC 3.2500 138,000 152,635 144,893 NIKE INC 3.3750 52,000 60,215 54,586 NISOURCE INC 3.9500 30,000 26,807 31,539 NISOURCE INC 3.4900 60,000 57,904 65,106 NISSAN MOTOR ACCEPTANCE C 144A 1.9000 350,000 347,100 351,565 NISSAN MOTOR ACCEPTANCE C 144A 0.8255 1,200,000 1,199,987 1,197,260 NORFOLK SOUTHERN CORP 2.9000 30,000 30,744 32,136 NORTHERN STATES POWER CO/MN 2.6000 10,000 9,815 8,955 NORTHERN STATES POWER CO/MN 4.0000 20,000 19,516 22,467 NORTHWESTERN UNIVERSITY 2.6400 10,000 10,000 9,502 NOVARTIS CAPITAL CORP 2.7500 96,000 100,335 91,118 NOVASTAR MORTGAGE FUNDIN 6 A2C 0.2786 129,659 79,071 56,883 NOVELIS CORP 144A 4.7500 170,000 170,004 175,219 NOVELIS CORP 144A 5.8750 120,000 109,434 125,250 NUSTAR LOGISTICS LP 6.3750 155,000 155,008 167,594 NUTRITION & BIOSCIENCES I 144A 2.3000 400,000 400,000 387,722 NVIDIA CORP 3.7000 10,000 11,899 10,758 NVR INC 3.0000 1,072,000 1,150,503 1,100,241 OCCIDENTAL PETROLEUM CORP 3.2000 165,000 136,182 158,319 OCCIDENTAL PETROLEUM CORP 4.4000 200,000 141,463 169,977 OCCIDENTAL PETROLEUM CORP 6.6250 140,000 140,002 157,332 OCCIDENTAL PETROLEUM CORP 6.9500 210,000 236,847 230,431 OCCIDENTAL PETROLEUM CORP 1.6438 170,000 144,461 168,207 OCEANEERING INTERNATIONAL INC 6.0000 125,000 117,003 119,584 OGLETHORPE POWER CORP 5.3750 30,000 32,902 35,176 OHIOHEALTH CORP 3.0420 3,000 3,000 2,977 OKLAHOMA GAS AND ELECTRIC CO 3.8000 95,000 95,674 104,709 OMEGA HEALTHCARE INVESTORS INC 3.2500 160,000 158,891 153,279 OMEGA HEALTHCARE INVESTORS INC 4.3750 36,000 36,080 38,667 OMEGA HEALTHCARE INVESTORS INC 4.5000 34,000 33,735 37,060 OMEGA HEALTHCARE INVESTORS INC 5.2500 150,000 151,880 169,566 ONCOR ELECTRIC DELIVERY CO LLC 3.8000 50,000 49,710 54,361 ONE GAS INC 0.7873 600,000 600,000 600,009 ONEMAIN FINANCE CORP 6.1250 140,000 138,484 146,650 ONEMAIN FINANCE CORP 6.6250 110,000 112,838 124,664 ONEMAIN FINANCE CORP 8.8750 85,000 88,449 94,163 ONEOK INC 4.4500 15,000 13,421 14,961 ONEOK INC 4.5500 120,000 118,751 132,047 ONEOK INC 6.3500 600,000 598,058 753,362 ONEOK INC 7.1500 20,000 23,905 26,966 ONEOK PARTNERS LP 4.9000 90,000 90,786 99,970 ONEOK PARTNERS LP 6.1250 10,000 10,296 11,716 ORACLE CORP 1.6500 1,120,000 1,120,096 1,128,844 ORACLE CORP 2.5000 150,000 149,955 157,608 ORACLE CORP 2.8750 100,000 99,845 101,793 ORACLE CORP 3.6000 75,000 88,280 72,644 ORACLE CORP 3.6500 120,000 120,355 121,432 ORACLE CORP 3.8500 50,000 54,258 49,061 ORACLE CORP 3.9500 70,000 71,397 72,160 ORACLE CORP 4.1000 80,000 82,127 82,787 ORTHO-CLINICAL DIAGNOSTIC 144A 7.2500 280,000 260,478 306,785 OTIS WORLDWIDE CORP 2.2930 15,000 15,000 15,381 OTIS WORLDWIDE CORP 3.3620 75,000 85,270 73,199 OUTFRONT MEDIA CAPITAL LL 144A 4.2500 150,000 150,000 144,408 OUTFRONT MEDIA CAPITAL LL 144A 4.6250 5,000 5,000 4,813

End of Month: 3/31/2021 Unaudited Holdings Report Page 17 of 34 Coupon Units Cost Market Value OUTFRONT MEDIA CAPITAL LL 144A 5.0000 145,000 145,017 146,450 OWENS & MINOR INC 144A 4.5000 120,000 120,000 120,600 OWENS-BROCKWAY GLASS CONT 144A 5.8750 305,000 305,431 326,731 OWL ROCK CAPITAL CORP 3.4000 15,000 14,836 15,193 OXFORD FINANCE LLC / OXFO 144A 6.3750 100,000 99,318 101,480 PACIFIC GAS AND ELECTRIC CO 1.7500 20,000 19,999 20,030 PACIFIC GAS AND ELECTRIC CO 2.5000 320,000 319,696 301,921 PACIFIC GAS AND ELECTRIC CO 2.9500 140,000 121,836 144,252 PACIFIC GAS AND ELECTRIC CO 3.1500 60,000 62,812 62,496 PACIFIC GAS AND ELECTRIC CO 3.2500 10,000 9,979 9,956 PACIFIC GAS AND ELECTRIC CO 3.4500 215,000 232,865 227,529 PACIFIC GAS AND ELECTRIC CO 3.5000 220,000 214,046 190,908 PACIFIC GAS AND ELECTRIC CO 3.7500 215,000 235,899 227,761 PACIFIC GAS AND ELECTRIC CO 3.8500 200,000 213,776 212,238 PACIFIC GAS AND ELECTRIC CO 4.3000 100,000 106,190 97,337 PACIFIC GAS AND ELECTRIC CO 4.5000 30,000 34,701 30,436 PACIFIC GAS AND ELECTRIC CO 4.5500 320,000 354,966 347,072 PACIFIC GAS AND ELECTRIC CO 4.9500 45,000 54,864 46,246 PACIFIC LIFE GLOBAL FUNDI 144A 0.5000 200,000 199,794 199,601 PACIFIC LIFECORP 144A 3.3500 50,000 53,643 48,549 PACIFICORP 6.0000 20,000 23,717 26,903 PAR PHARMACEUTICAL INC 144A 7.5000 320,000 327,817 339,408 PARK PLACE SECURITIES WCW3 M2 0.8436 400,000 391,180 398,155 PARKER-HANNIFIN CORP 4.0000 90,000 100,037 100,744 PAYPAL HOLDINGS INC 2.4000 50,000 49,979 52,540 PAYPAL HOLDINGS INC 2.6500 70,000 69,861 74,069 PAYPAL HOLDINGS INC 3.2500 35,000 41,950 34,824 PDC ENERGY INC 5.7500 205,000 192,912 212,636 PDC ENERGY INC 6.1250 40,000 40,091 41,045 PEACEHEALTH OBLIGATED GROUP 3.2180 5,000 5,000 4,882 PECO ENERGY CO 2.8000 220,000 219,783 204,897 PECO ENERGY CO 3.0000 50,000 49,602 47,863 PENNSYLVANIA ELECTRIC CO 144A 3.2500 100,000 105,789 102,725 PENNYMAC FINANCIAL SERVIC 144A 4.2500 170,000 170,000 162,563 PENSKE TRUCK LEASING CO L 144A 3.4500 245,000 245,013 264,021 PENSKE TRUCK LEASING CO L 144A 4.2000 170,000 167,146 190,269 PEPSICO INC 2.8750 70,000 68,818 67,747 PEPSICO INC 3.3750 50,000 53,324 51,649 PEPSICO INC 3.4500 50,000 47,043 52,869 PEPSICO INC 4.0000 90,000 100,028 100,954 PEPSICO INC 4.4500 40,000 49,569 48,422 PEPSICO INC 0.5669 280,000 278,648 280,832 PERFORMANCE FOOD GROUP IN 144A 5.5000 120,000 117,584 120,450 PERFORMANCE FOOD GROUP IN 144A 6.8750 50,000 50,000 53,375 PERKINELMER INC 3.6250 65,000 64,999 66,498 PETSMART INC / PETSMART F 144A 7.7500 75,000 75,000 81,184 PFIZER INC 2.7000 75,000 79,443 70,224 PFIZER INC 4.3000 30,000 30,554 34,920 PFIZER INC 7.2000 40,000 54,120 62,697 PG&E CORP 5.0000 60,000 60,000 63,389 PG&E CORP 5.2500 245,000 245,668 259,700 PIEDMONT NATURAL GAS CO INC 3.3500 20,000 19,692 19,443 PIEDMONT NATURAL GAS CO INC 4.1000 85,000 94,659 93,770 PIKE CORP 144A 5.5000 305,000 307,377 310,338 PILGRIM'S PRIDE CORP 144A 5.7500 215,000 206,139 219,429 PINNACLE WEST CAPITAL CORP 1.3000 700,000 699,940 695,896 PIONEER NATURAL RESOURCES CO 1.9000 138,000 134,390 128,073 PIONEER NATURAL RESOURCES CO 2.1500 40,000 39,898 37,817 PLAINS ALL AMERICAN PIPELINE L 3.8500 60,000 59,281 63,473 PNC BANK NA 3.8000 250,000 251,104 268,085 POST HOLDINGS INC 144A 4.6250 165,000 165,211 165,413 POST HOLDINGS INC 144A 5.7500 65,000 67,133 68,364 POWDR CORP 144A 6.0000 200,000 206,844 210,770 POWERTEAM SERVICES LLC 144A 9.0330 280,000 283,711 308,700 PPG INDUSTRIES INC 1.2000 40,000 39,776 39,202 PPG INDUSTRIES INC 2.5500 130,000 139,066 131,438 PPL ELECTRIC UTILITIES CORP 3.0000 5,000 4,917 4,746 PQ CORP 144A 5.7500 145,000 137,123 148,625 PRESIDENT AND FELLOWS OF HARVA 2.5170 6,000 6,000 5,596 PRIME SECURITY SERVICES B 144A 5.7500 380,000 383,990 411,179 PRIME SECURITY SERVICES B 144A 6.2500 285,000 285,383 296,682 PRINCIPAL FINANCIAL GROUP INC 2.1250 95,000 97,567 91,356 PRINCIPAL LIFE GLOBAL FUN 144A 1.2500 85,000 84,941 84,834 PROGRESSIVE CORP/THE 3.2000 70,000 76,058 75,134 PROGRESSIVE CORP/THE 3.9500 28,000 27,765 31,205 PROGRESSIVE CORP/THE 4.1250 180,000 218,693 206,917 PROLOGIS LP 2.1250 15,000 13,868 12,012 PUBLIC SERVICE CO OF COLORADO 4.0500 125,000 123,894 142,818 PUBLIC SERVICE ELECTRIC AND GA 3.1500 10,000 9,985 9,956 PUBLIC SERVICE ELECTRIC AND GA 3.8500 40,000 45,550 44,295 PUBLIC STORAGE 0.8750 160,000 159,719 156,500 PUBLIC STORAGE 3.0940 350,000 338,313 379,034 PUBLIC STORAGE 3.3850 135,000 137,986 147,328 PUGET SOUND ENERGY INC 4.2230 20,000 20,001 22,411 QUANTA SERVICES INC 2.9000 220,000 231,897 223,253

End of Month: 3/31/2021 Unaudited Holdings Report Page 18 of 34 Coupon Units Cost Market Value QUICKEN LOANS LLC 144A 5.2500 60,000 59,844 63,000 QVC INC 4.3750 585,000 581,224 597,155 QVC INC 4.7500 55,000 56,692 56,925 QVC INC 4.8500 270,000 265,453 289,721 RACKSPACE TECHNOLOGY GLOB 144A 5.3750 120,000 120,000 122,019 RADIAN GROUP INC 6.6250 85,000 84,992 95,239 RALI SERIES 2007-QH8 TRU QH8 A 1.2715 207,274 302,611 198,930 RASC SERIES 2007-KS4 TR KS4 A3 0.3786 224,210 207,083 223,669 RBS GLOBAL INC / REXNORD 144A 4.8750 155,000 144,649 158,147 REALOGY GROUP LLC / REALO 144A 5.7500 215,000 217,234 212,044 REALOGY GROUP LLC / REALO 144A 7.6250 205,000 208,850 223,819 REALTY INCOME CORP 3.8750 35,000 37,094 38,462 REINSURANCE GROUP OF AMERICA I 3.1500 300,000 298,527 310,304 RELIANCE STEEL & ALUMINUM CO 2.1500 270,000 267,981 259,100 RELIANCE STEEL & ALUMINUM CO 1.3000 25,000 24,933 24,689 RELX CAPITAL INC 3.0000 45,000 48,384 46,672 RELX CAPITAL INC 4.0000 82,000 92,608 90,450 RENAISSANCERE FINANCE INC 3.4500 60,000 57,735 64,810 REPUBLIC SERVICES INC 0.8750 60,000 59,943 58,728 REPUBLIC SERVICES INC 2.5000 60,000 59,934 63,120 REYNOLDS GROUP ISSUER INC 144A 4.0000 275,000 274,629 269,500 RHP HOTEL PROPERTIES LP / RHP 4.7500 295,000 296,188 301,968 RIO OIL FINANCE TRUST SER 144A 9.2500 199,749 208,254 221,723 RITE AID CORP 144A 8.0000 180,000 188,396 189,000 ROCKEFELLER FOUNDATION/THE 2.4920 5,000 5,000 4,578 ROCKET SOFTWARE INC 144A 6.5000 210,000 210,002 211,890 ROSS STORES INC 0.8750 15,000 14,922 14,517 RPM INTERNATIONAL INC 4.2500 50,000 43,579 50,903 RPM INTERNATIONAL INC 4.5500 27,000 26,969 30,377 S&P GLOBAL INC 2.3000 75,000 69,582 60,938 SABINE PASS LIQUEFACTION LLC 4.2000 87,000 96,062 95,446 SABINE PASS LIQUEFACTION LLC 4.5000 830,000 918,947 931,416 SABINE PASS LIQUEFACTION LLC 5.6250 200,000 205,085 228,684 SABRE GLBL INC 144A 7.3750 180,000 180,002 196,434 SAN DIEGO GAS & ELECTRIC CO 4.1000 10,000 9,990 11,238 SANTANDER HOLDINGS USA INC 3.4000 310,000 304,169 323,657 SANTANDER HOLDINGS USA INC 3.4500 50,000 49,917 53,583 SANTANDER HOLDINGS USA INC 4.5000 240,000 238,365 265,761 SASOL FINANCING USA LLC 4.3750 467,000 468,325 476,410 SBA COMMUNICATIONS CORP 144A 3.1250 300,000 300,000 288,345 SBA TOWER TRUST 144A 2.8360 300,000 317,093 314,692 SCOTTS MIRACLE-GRO CO/THE 4.5000 155,000 155,060 159,797 SCRIPPS ESCROW II INC 144A 5.3750 205,000 207,167 203,463 SEATTLE CHILDREN'S HOSPITAL 2.7190 10,000 10,000 9,154 SEAWORLD PARKS & ENTERTAI 144A 9.5000 225,000 244,127 244,536 SEG HOLDING LLC / SEG FIN 144A 5.6250 195,000 207,201 204,263 SEMPRA ENERGY 3.2500 500,000 547,382 534,904 SEMPRA ENERGY 3.4000 90,000 83,871 96,519 SEMPRA ENERGY 3.5500 335,000 359,218 359,946 SEQUOIA MORTGAGE TR 2 A10 144A 3.5000 4,110 4,091 4,102 SEQUOIA MORTGAGE TRU 2 A4 144A 3.5000 74,700 74,105 74,940 SERVICE PROPERTIES TRUST 4.3750 330,000 304,959 303,171 SERVICENOW INC 1.4000 561,000 548,373 507,076 SHEA HOMES LP / SHEA HOME 144A 4.7500 175,000 178,854 177,664 SHERWIN-WILLIAMS CO/THE 2.9500 93,000 93,025 96,852 SHERWIN-WILLIAMS CO/THE 3.1250 30,000 29,173 31,957 SHERWIN-WILLIAMS CO/THE 3.3000 85,000 90,791 83,880 SHERWIN-WILLIAMS CO/THE 3.4500 135,000 147,043 146,662 SHERWIN-WILLIAMS CO/THE 3.8000 60,000 65,683 63,574 SHERWIN-WILLIAMS CO/THE 4.2000 60,000 60,167 61,217 SHERWIN-WILLIAMS CO/THE 4.5000 60,000 67,761 70,093 SIGNAL PARENT INC 144A 6.1250 125,000 125,000 125,000 SIMMONS FOODS INC/SIMMONS 144A 4.6250 75,000 75,000 75,658 SIMON PROPERTY GROUP LP 3.5000 65,000 69,120 70,374 SIRIUS XM RADIO INC 144A 5.5000 55,000 55,007 59,469 SIX FLAGS ENTERTAINMENT C 144A 4.8750 230,000 221,601 232,213 SIX FLAGS ENTERTAINMENT C 144A 5.5000 160,000 163,144 165,800 SL GREEN OPERATING PARTNERSHIP 1.1738 90,000 89,788 90,002 SL GREEN REALTY CORP 4.5000 200,000 201,012 209,372 SLM CORP 5.1250 140,000 138,612 143,150 SLM STUDENT LOAN TRUST 20 REGS 0.0080 95,757 105,271 106,169 SLM STUDENT LOAN TRUST 200 9 A 1.7178 87,843 87,684 88,535 SM ENERGY CO 5.0000 65,000 61,884 61,133 SM ENERGY CO 5.6250 75,000 68,132 69,391 SM ENERGY CO 6.7500 35,000 32,172 32,340 SNAP-ON INC 3.2500 55,000 57,415 59,151 SOFI CONSUMER LOAN PR 1 A 144A 3.2400 31,056 31,056 31,185 SOFI CONSUMER LOAN PR 1 A 144A 2.0200 75,768 75,766 76,498 SOFI CONSUMER LOAN PR 1 B 144A 3.4500 245,000 248,392 247,601 SOFI CONSUMER LOAN PR 4 A 144A 2.4500 91,750 91,739 92,555 SOUNDVIEW HOME LOAN T OPT4 2A4 0.5686 1,300,000 1,174,778 1,272,337 SOUNDVIEW HOME LOAN TRU WF2 M2 0.5136 400,000 379,443 390,855 SOUTHERN CALIFORNIA EDISON CO 3.6000 40,000 34,657 39,291 SOUTHERN CALIFORNIA EDISON CO 3.6500 210,000 230,458 207,739 SOUTHERN CALIFORNIA EDISON CO 4.0000 25,000 25,962 25,753

End of Month: 3/31/2021 Unaudited Holdings Report Page 19 of 34 Coupon Units Cost Market Value SOUTHERN CALIFORNIA EDISON CO 4.1250 20,000 18,977 20,957 SOUTHERN CALIFORNIA EDISON CO 5.5000 40,000 42,479 48,866 SOUTHERN CALIFORNIA EDISON CO 6.0500 400,000 517,884 520,496 SOUTHERN CALIFORNIA GAS CO 2.5500 50,000 49,898 50,200 SOUTHERN CALIFORNIA GAS CO 4.3000 10,000 11,805 11,813 SOUTHERN CO GAS CAPITAL CORP 3.2500 70,000 66,681 75,546 SOUTHERN CO GAS CAPITAL CORP 4.4000 100,000 95,476 110,594 SOUTHERN CO/THE 2.9500 179,000 175,800 187,466 SOUTHERN COPPER CORP 3.8750 73,000 80,549 80,152 SOUTHERN COPPER CORP 5.8750 97,000 139,460 126,894 SOUTHERN COPPER CORP 6.7500 10,000 14,796 13,760 SOUTHERN POWER CO 0.9000 49,000 48,885 47,617 SOUTHERN POWER CO 5.1500 40,000 39,775 45,758 SOUTHWEST AIRLINES CO 5.2500 30,000 31,763 34,135 SOUTHWESTERN ELECTRIC POWER CO 1.6500 30,000 29,997 30,084 SOUTHWESTERN ENERGY CO 4.1000 45,000 43,127 45,000 SOUTHWESTERN ENERGY CO 6.4500 90,000 80,906 96,608 SOUTHWESTERN PUBLIC SERVICE CO 3.7500 50,000 49,390 53,363 SPECTRUM BRANDS INC 144A 5.0000 200,000 201,655 211,000 SPECTRUM BRANDS INC 144A 5.5000 100,000 100,003 107,000 SPIRIT AIRLINES PASS THROUGH T 3.3750 285,289 274,720 282,837 SPRINT CAPITAL CORP 6.8750 110,000 104,975 138,707 SPRINT COMMUNICATIONS INC 11.5000 155,000 161,242 164,300 SPRINT CORP 7.2500 100,000 102,622 102,510 SPRINT CORP 7.8750 1,100,000 1,211,553 1,257,300 STANDARD INDUSTRIES INC/N 144A 4.7500 400,000 348,402 414,640 STANWICH MORTGAGE NPB1 A1 144A 3.3750 365,242 365,242 367,031 STATE STREET CORP 1.9500 445,000 444,397 445,933 STERIGENICS-NORDION/SOTERA 11/ 0.0000 359,085 359,525 359,534 STEVENS HOLDING CO INC 144A 6.1250 150,000 155,803 160,875 STRYKER CORP 2.9000 200,000 200,427 188,706 SUBURBAN PROPANE PARTNERS LP/S 5.5000 10,000 9,562 10,154 SUBURBAN PROPANE PARTNERS LP/S 5.7500 335,000 315,543 340,444 SUMMIT MATERIALS LLC / SU 144A 5.2500 155,000 154,994 161,781 SUNCOKE ENERGY PARTNERS L 144A 7.5000 250,000 230,273 259,688 SUTTER HEALTH 3.3610 7,000 7,000 6,927 SVB FINANCIAL GROUP 1.8000 210,000 209,321 193,624 SYNCHRONY FINANCIAL 5.1500 600,000 682,654 691,962 SYSCO CORP 2.4000 200,000 197,914 198,587 SYSCO CORP 3.7500 50,000 49,135 54,453 SYSCO CORP 4.5000 10,000 9,472 11,237 TALLGRASS ENERGY PARTNERS 144A 5.5000 3,000 2,389 3,045 TALLGRASS ENERGY PARTNERS 144A 6.0000 105,000 103,718 106,050 TAMPA ELECTRIC CO 4.3000 20,000 19,146 22,587 TAPESTRY INC 4.1250 45,000 47,985 48,779 TARGA RESOURCES PARTNERS 144A 4.0000 25,000 24,102 23,513 TARGA RESOURCES PARTNERS LP / 4.2500 55,000 48,992 55,220 TARGA RESOURCES PARTNERS LP / 5.3750 20,000 20,630 20,741 TARGA RESOURCES PARTNERS LP / 5.5000 95,000 95,034 99,750 TARGA RESOURCES PARTNERS LP / 5.8750 205,000 208,933 214,609 TARGA RESOURCES PARTNERS LP / 6.5000 115,000 121,546 124,968 TENET HEALTHCARE CORP 5.1250 690,000 676,766 699,695 TENET HEALTHCARE CORP 144A 4.6250 150,000 150,000 153,747 TENET HEALTHCARE CORP 144A 6.1250 110,000 116,870 114,813 TENET HEALTHCARE CORP 144A 6.2500 140,000 145,294 147,821 TENNANT CO 5.6250 150,000 144,057 154,500 TENNESSEE GAS PIPELINE CO LLC 7.0000 600,000 744,738 761,826 TERRAFORM POWER OPERATING 144A 5.0000 85,000 76,786 91,719 TEXAS HEALTH RESOURCES 2.3280 5,000 5,000 4,092 TEXAS INSTRUMENTS INC 4.1500 16,000 20,638 19,035 THERMO FISHER SCIENTIFIC INC 2.9500 140,000 132,011 149,892 THERMO FISHER SCIENTIFIC INC 4.1000 160,000 198,337 185,687 THERMO FISHER SCIENTIFIC INC 4.1330 40,000 40,000 44,418 TIME WARNER CABLE LLC 4.5000 200,000 168,218 213,762 TIME WARNER ENTERTAINMENT CO L 8.3750 305,000 326,000 349,644 T-MOBILE USA INC 144A 1.5000 10,000 9,986 9,902 T-MOBILE USA INC 144A 2.2500 60,000 59,994 56,966 T-MOBILE USA INC 144A 2.5500 900,000 898,279 881,721 T-MOBILE USA INC 144A 3.3000 165,000 165,966 154,204 T-MOBILE USA INC 144A 3.5000 25,000 27,018 26,972 T-MOBILE USA INC 144A 3.7500 300,000 324,723 327,948 T-MOBILE USA INC 144A 3.8750 125,000 142,963 135,670 TMS INTERNATIONAL CORP/DE 144A 7.2500 170,000 162,089 172,975 TOLEDO EDISON CO/THE 6.1500 30,000 35,330 38,179 TOWD POINT MORTGA HY3 A1A 144A 1.1086 1,239,559 1,309,310 1,250,164 TOWD POINT MORTGAG HY2 A1 144A 1.1086 546,056 550,137 550,695 TOWD POINT MORTGAGE 2 A1 144A 2.7500 70,124 68,631 71,173 TOWD POINT MORTGAGE 3 A1 144A 2.7500 146,519 142,779 149,233 TOWD POINT MORTGAGE 4 A1 144A 2.7500 1,314,148 1,352,843 1,355,043 TOWD POINT MORTGAGE 5 A1 144A 0.7086 137,374 118,500 137,374 TOYOTA MOTOR CREDIT CORP 0.8000 100,000 99,888 98,208 TPC GROUP INC 144A 10.5000 80,000 73,374 72,282 TRIMAS CORP 144A 4.8750 180,000 170,057 184,464 TRIMBLE INC 4.1500 70,000 70,192 74,751 TRIMBLE INC 4.9000 175,000 195,807 201,875

End of Month: 3/31/2021 Unaudited Holdings Report Page 20 of 34 Coupon Units Cost Market Value TRINITY HEALTH CORP 2.6320 3,000 3,000 2,854 TRINITY HEALTH CORP 3.4340 5,000 5,000 5,235 TRONOX INC 144A 4.6250 285,000 285,000 285,356 TRUIST BANK 2.1500 250,000 249,682 261,705 TRUIST FINANCIAL CORP 1.2000 240,000 239,787 239,481 TRUIST FINANCIAL CORP 0.8516 330,000 328,827 331,808 TRUSTEES OF BOSTON COLLEGE 3.1290 50,000 49,999 49,608 TRUSTEES OF BOSTON UNIVERSITY 4.0610 65,000 65,194 76,082 TRUSTEES OF PRINCETON UNIVERSI 2.5160 16,000 16,000 14,957 TUCSON ELECTRIC POWER CO 1.5000 25,000 24,905 23,154 TUTOR PERINI CORP 144A 6.8750 219,000 208,306 226,457 TWDC ENTERPRISES 18 CORP 0.5734 300,000 299,000 300,931 UBER TECHNOLOGIES INC 144A 6.2500 55,000 55,016 59,906 UBER TECHNOLOGIES INC 144A 7.5000 190,000 191,513 205,042 UBER TECHNOLOGIES INC 144A 8.0000 120,000 119,336 129,900 UDR INC 3.2000 35,000 35,875 36,841 UNILEVER CAPITAL CORP 2.6000 150,000 146,759 158,750 UNION ELECTRIC CO 2.9500 20,000 19,983 20,971 UNION PACIFIC CORP 3.5500 20,000 19,945 21,252 UNION PACIFIC CORP 3.8390 25,000 28,351 26,570 UNION PACIFIC RAILROAD CO 2014 3.2270 99,200 102,029 107,362 UNITED AIRLINES 2014-1 CLASS A 4.0000 139,328 123,516 144,135 UNITED AIRLINES 2016-2 CLASS A 2.8750 588,990 600,236 597,851 UNITED AIRLINES 2020-1 CLASS A 5.8750 292,748 293,027 324,567 UNITED PARCEL SERVICE INC 5.3000 200,000 280,554 271,221 UNITED PARCEL SERVICE INC 0.5738 140,000 139,294 140,517 UNITEDHEALTH GROUP INC 2.3750 80,000 79,986 84,244 UNITEDHEALTH GROUP INC 2.9000 15,000 16,697 14,364 UNITEDHEALTH GROUP INC 3.1250 100,000 112,467 98,169 UNITEDHEALTH GROUP INC 3.3500 55,000 55,096 57,104 UNITEDHEALTH GROUP INC 3.5000 10,000 9,908 10,764 UNITEDHEALTH GROUP INC 3.8750 200,000 219,160 224,798 UNITEDHEALTH GROUP INC 4.2000 30,000 29,817 35,229 UNITEDHEALTH GROUP INC 4.2500 60,000 59,541 70,771 UNITEDHEALTH GROUP INC 6.5000 115,000 144,163 167,637 UNIVAR SOLUTIONS USA INC/ 144A 5.1250 125,000 125,686 130,078 UNIVERSAL HEALTH SERVICES 144A 2.6500 177,000 177,904 170,896 UNIVERSITY OF CHICAGO/THE 2.5470 9,000 9,000 8,149 UNIVERSITY OF SOUTHERN CALIFOR 2.8050 20,000 20,000 19,268 UNIVISION COMMUNICATIONS 144A 6.6250 145,000 144,993 154,849 UNIVISION COMMUNICATIONS 144A 9.5000 40,000 39,669 43,800 UPSTART SECURITIZATIO 1 A 144A 2.3220 450,565 455,211 454,992 US AIRWAYS 2012-1 CLASS A PASS 5.9000 88,146 92,419 91,408 US AIRWAYS 2013-1 CLASS A PASS 3.9500 232,232 242,616 228,140 US AIRWAYS 2013-1 CLASS B PASS 5.3750 38,415 38,509 38,581 US FOODS INC 144A 4.7500 225,000 225,002 225,000 USA COMPRESSION PARTNERS LP / 6.8750 130,000 129,956 133,900 UTAH ACQUISITION SUB INC 3.1500 80,000 79,846 80,253 UTAH ACQUISITION SUB INC 3.9500 125,000 119,896 137,686 VALERO ENERGY CORP 1.2000 275,000 274,841 275,829 VALERO ENERGY CORP 3.6500 45,000 46,828 48,301 VENTAS REALTY LP 4.1250 300,000 298,229 336,181 VEREIT OPERATING PARTNERSHIP L 4.6250 300,000 296,455 338,627 VERISK ANALYTICS INC 5.5000 90,000 112,124 113,489 VERIZON COMMUNICATIONS IN 144A 2.9870 11,000 9,589 9,710 VERIZON COMMUNICATIONS INC 0.7500 55,000 54,997 55,060 VERIZON COMMUNICATIONS INC 0.8750 175,000 193,313 207,936 VERIZON COMMUNICATIONS INC 1.4500 235,000 234,540 235,019 VERIZON COMMUNICATIONS INC 2.1000 75,000 74,966 75,314 VERIZON COMMUNICATIONS INC 2.5500 540,000 537,786 539,510 VERIZON COMMUNICATIONS INC 2.6500 155,000 151,430 141,647 VERIZON COMMUNICATIONS INC 2.8750 20,000 19,948 17,776 VERIZON COMMUNICATIONS INC 3.0000 60,000 59,477 52,090 VERIZON COMMUNICATIONS INC 3.5500 40,000 39,642 39,944 VERIZON COMMUNICATIONS INC 3.7000 30,000 29,697 29,644 VERIZON COMMUNICATIONS INC 4.1250 138,000 161,817 151,103 VERIZON COMMUNICATIONS INC 4.4000 20,000 19,350 22,862 VERIZON COMMUNICATIONS INC 4.5220 100,000 118,839 115,988 VERIZON COMMUNICATIONS INC 4.7500 30,000 29,140 35,865 VERIZON COMMUNICATIONS INC 4.8620 85,000 83,599 101,970 VERIZON COMMUNICATIONS INC 5.0120 25,000 36,273 31,103 VERIZON COMMUNICATIONS INC 5.2500 60,000 62,304 75,640 VERIZON COMMUNICATIONS INC 1.2976 309,000 297,324 315,953 VIRGINIA ELECTRIC AND POWER CO 2.4500 15,000 14,763 12,815 VIRGINIA ELECTRIC AND POWER CO 2.8750 25,000 24,991 26,038 VIRGINIA ELECTRIC AND POWER CO 3.3000 10,000 11,073 9,945 VIRGINIA ELECTRIC AND POWER CO 4.6000 125,000 157,725 153,545 VIRGINIA ELECTRIC AND POWER CO 6.0000 80,000 94,348 107,303 VIRGINIA ELECTRIC AND POWER CO 8.8750 50,000 82,431 85,920 VISA INC 2.0000 19,000 18,799 15,373 VISA INC 2.1500 60,000 59,220 61,542 VISA INC 3.6500 70,000 85,731 77,378 VISA INC 4.3000 25,000 32,267 30,152 VISTRA OPERATIONS CO LLC 144A 5.0000 150,000 154,370 154,503 VM CONSOLIDATED INC 144A 5.5000 250,000 250,000 255,858

End of Month: 3/31/2021 Unaudited Holdings Report Page 21 of 34 Coupon Units Cost Market Value VMWARE INC 3.9000 410,000 376,940 447,645 VMWARE INC 4.5000 90,000 101,100 100,381 VMWARE INC 4.6500 300,000 328,019 340,054 VMWARE INC 4.7000 200,000 235,063 230,536 VOLKSWAGEN GROUP OF AMERI 144A 3.3500 200,000 199,824 214,742 W R BERKLEY CORP 3.5500 15,000 14,938 15,058 WALGREENS BOOTS ALLIANCE INC 4.1000 12,000 12,932 12,163 WALGREENS BOOTS ALLIANCE INC 4.6500 17,000 19,439 18,169 WALGREENS BOOTS ALLIANCE INC 4.8000 6,000 6,922 6,644 WALMART INC 2.9500 70,000 71,806 68,923 WALMART INC 4.0500 50,000 65,522 59,206 WALT DISNEY CO/THE 2.6500 800,000 799,524 816,588 WASHINGTON MUTUAL MORTG OC1 A1 0.3486 30,888 26,705 31,218 WATCO COS LLC / WATCO FIN 144A 6.5000 455,000 454,996 479,570 WEC ENERGY GROUP INC 0.8000 30,000 29,988 29,992 WELLS FARGO & CO 3.5500 500,000 490,446 545,000 WELLS FARGO & CO 3.7500 1,050,000 1,048,887 1,135,434 WELLS FARGO & CO 4.1250 95,000 95,302 102,773 WELLS FARGO & CO 4.6000 35,000 35,000 35,000 WELLS FARGO & CO 5.6060 30,000 32,414 38,591 WELLS FARGO & CO 3.5840 140,000 139,843 152,637 WELLS FARGO & CO 2.4060 200,000 207,133 208,906 WELLS FARGO & CO 2.3930 175,000 176,345 179,356 WELLS FARGO & CO 5.0130 90,000 123,329 115,420 WELLS FARGO & CO REGS 0.5000 200,000 213,202 238,464 WELLS FARGO & CO REGS 2.0000 100,000 112,611 127,509 WELLS FARGO BANK NA 3.5500 250,000 249,439 267,634 WELLS FARGO BANK NA 6.1800 60,000 74,872 76,925 WELLTOWER INC 4.2500 140,000 138,886 155,882 WESTERN DIGITAL CORP 4.7500 200,000 180,493 220,490 WESTERN MIDSTREAM OPERATING LP 5.3000 190,000 160,614 190,673 WESTERN MIDSTREAM OPERATING LP 5.5000 30,000 30,076 29,524 WESTINGHOUSE AIR BRAKE TECHNOL 3.2000 170,000 173,242 179,847 WESTINGHOUSE AIR BRAKE TECHNOL 3.4500 200,000 183,075 215,550 WESTLAKE AUTOMOBILE 2A C 144A 2.8400 250,000 255,718 255,269 WESTLAKE AUTOMOBILE 3A A2 144A 2.1500 91,100 91,095 91,472 WESTLAKE AUTOMOBILE 3A A2 144A 0.5600 185,000 185,412 185,280 WESTLAKE CHEMICAL CORP 4.3750 40,000 43,752 43,394 WESTLAKE CHEMICAL CORP 5.0000 20,000 23,663 23,463 WEYERHAEUSER CO 4.0000 1,354,000 1,382,196 1,504,844 WEYERHAEUSER CO 7.3750 680,000 838,161 954,998 WILLIAMS COS INC/THE 3.5000 75,000 81,724 79,506 WILLIAMS COS INC/THE 3.6000 150,000 150,163 153,619 WILLIAMS COS INC/THE 3.7500 30,000 32,557 32,702 WILLIAMS COS INC/THE 4.5500 150,000 154,557 165,307 WILLIAMS COS INC/THE 5.1000 79,000 90,494 90,676 WILLIAMS SCOTSMAN INTERNA 144A 4.6250 125,000 124,998 127,344 WILLIS NORTH AMERICA INC 2.9500 65,000 66,791 67,120 WINDSTREAM ESCROW LLC / W 144A 7.7500 150,000 149,995 152,764 WISCONSIN POWER AND LIGHT CO 3.0000 50,000 49,877 52,877 WISCONSIN PUBLIC SERVICE CORP 3.3000 20,000 21,737 20,235 WOLVERINE WORLD WIDE INC 144A 6.3750 95,000 95,001 101,175 WP CAREY INC 4.0000 470,000 461,968 511,516 WP CAREY INC 4.2500 220,000 216,378 247,031 WRKCO INC 4.6500 1,220,000 1,235,738 1,384,538 XCEL ENERGY INC 3.5000 110,000 124,414 110,072 XEROX HOLDINGS CORP 144A 5.0000 385,000 386,271 401,805 XILINX INC 2.3750 218,000 225,779 213,055 XILINX INC 2.9500 70,000 71,574 74,301 XPO LOGISTICS INC 144A 6.2500 125,000 125,591 134,511 YALE UNIVERSITY 2.4020 3,000 3,000 2,752 YALE-NEW HAVEN HEALTH SERVICES 2.4960 6,000 6,000 5,253 ZIMMER BIOMET HOLDINGS INC 3.5500 660,000 685,683 708,912 ZIMMER BIOMET HOLDINGS INC 3.7000 90,000 89,535 95,190 ZOETIS INC 3.9000 90,000 93,751 100,078 ZOETIS INC 4.4500 85,000 91,045 101,567 ZOETIS INC 4.5000 160,000 162,938 181,354 ZOETIS INC 4.7000 60,000 67,573 72,397 Total of Domestic Corporate & Other Bonds 280,005,716 286,802,951

Positive Social Purpose Investments 4.45%

CDT-BREW HOUSE APTS (AHF) 4.9500 1,723,690 1,715,829 1,748,115 CDT-CEDARBROOK APTS (AHF) 5.0400 1,444,971 1,439,640 1,467,873 CDT-HOMES OF RENAISSANCE (AHF) 4.7700 954,027 940,822 965,370 CDT-HOMESTEAD PALMS APTS (AHF) 4.7700 1,277,751 1,255,579 1,279,093 CDT-MADISON HEIGHTS I (AHF) 4.9500 1,214,108 1,208,854 1,231,652 CDT-RETREAT AT MILLS CRK (AHA) 4.9500 1,475,915 1,472,360 1,507,411 CDT-STRONG HOUSING (AHF) 4.7700 1,413,327 1,388,456 1,414,443 CIN-21ST ST SENIOR (AHA) 6.0300 1,049,996 1,128,313 1,218,541 CIN-AVENUES APARTMENTS (AHA) 6.6000 73,364 79,715 85,780 CIN-CITY CENTER APTS (AHF) 4.0700 1,480,280 1,480,280 1,383,292 CIN-MILDRED HOUSING (AHA) 5.9800 128,514 134,394 142,211 CIN-SWIFT LANE (AHF) 5.1600 2,392,000 2,392,000 2,453,714

End of Month: 3/31/2021 Unaudited Holdings Report Page 22 of 34 Coupon Units Cost Market Value CIN-WALDRON MANOR APTS (AHF) 6.1600 135,264 145,582 157,228 CPC-ADAM CLAYTON POWELL (AHF) 4.2700 774,324 736,283 748,214 CPC-CAMBRAY COURT (AHA) 4.5000 951,338 914,979 928,316 CPC-HUNTLEY BUILDING (AHF) 4.7300 1,419,256 1,394,859 1,415,097 CPC-POLLOCK GARDENS (AHF) 4.4500 3,266,455 3,215,841 3,632,396 CPC-WEST END HEIGHTS (AHS) 4.3700 1,845,486 1,845,486 1,765,890 CRF-BUNCE GREEN (AHF) 6.5500 623,132 670,362 689,103 CRF-CAPITOL VILLA (AHA) 5.7700 1,485,857 1,485,857 1,485,797 CRF-GLENWOOD PLACE (AHF) 6.5500 1,406,820 1,513,103 1,555,507 CRF-WEATHERSTONE SPRING (AHA) 6.5500 538,163 579,732 595,660 CRF-WHITE OAK APTS (AHA) 6.5500 822,402 885,731 910,144 NHHFA - VILLAGE STREET (AHF) 4.4700 3,078,000 3,078,000 2,949,555 Total of Positive Social Purpose Investments 31,102,058 31,730,402

Total of Domestic Fixed Income Securities 414,859,722 420,357,526

International Securities 31.95%

International Fixed Income Securities

ANGOLA ANGOLAN GOVERNMENT INTERN 144A 8.0000 550,000 509,808 515,314 ANGOLAN GOVERNMENT INTERN REGS 8.0000 400,000 205,049 374,774 ANGOLAN GOVERNMENT INTERN REGS 8.2500 200,000 100,908 191,580 ANGOLAN GOVERNMENT INTERN REGS 9.5000 200,000 136,120 209,000 ARGENTINA ARGENTINE REPUBLIC GOVERNMENT 0.5000 1,716 1,107 706 ARGENTINE REPUBLIC GOVERNMENT 1.0000 233,668 167,920 83,997 ARGENTINE REPUBLIC GOVERNMENT 0.1250 6,749,207 3,482,081 2,198,212 CIUDAD AUTONOMA DE BUENOS AIRE 38.0450 200,000 3,293 2,294 LETRAS DE LA NACION ARGENTINA 0.0000 12,882,000 157,387 163,913 PROVINCIA DE BUENOS AIRES 144A 37.8542 2,670,000 25,623 27,372 YPF SA REGS 8.5000 90,000 83,263 63,000 AUSTRALIA AUSTRALIA GOVERNMENT BOND REGS 0.2500 303,000 218,850 226,499 AUSTRALIA GOVERNMENT BOND REGS 1.0000 650,000 463,994 454,582 AUSTRALIA GOVERNMENT BOND REGS 2.2500 270,000 211,226 219,468 AUSTRALIA GOVERNMENT BOND REGS 2.7500 844,000 622,360 691,417 AUSTRALIA GOVERNMENT BOND REGS 3.0000 167,000 142,228 149,370 AUSTRALIA GOVERNMENT BOND REGS 3.2500 218,000 158,947 184,343 AUSTRALIA GOVERNMENT BOND REGS 4.2500 320,000 296,419 286,029 AUSTRALIA GOVERNMENT BOND REGS 5.5000 395,000 298,052 334,097 AUSTRALIA GOVERNMENT BOND REGS 5.7500 265,000 195,808 216,482 BORAL FINANCE PTY LTD 144A 3.0000 150,000 147,812 153,973 CCP_IRS. P AUD-BBR-BBSW 6M CME 0.5000 199,000 1 -3,693 CCP_IRS. P AUD-BBR-BBSW 6M CME 1.0938 89,000 0 -5,193 CCP_IRS. P AUD-BBR-BBSW 6M CME 0.5625 292,000 177 -5,137 SYDNEY AIRPORT FINANCE CO 144A 3.9000 300,000 299,223 317,332 WESTPAC BANKING CORP 2.0000 800,000 799,918 823,481 WOODSIDE FINANCE LTD 144A 3.7000 410,000 385,356 425,573 WOODSIDE FINANCE LTD 144A 4.5000 500,000 502,289 545,191 AUSTRIA REPUBLIC OF AUSTRIA GOVER 144A 0.0000 195,000 242,368 232,522 REPUBLIC OF AUSTRIA GOVER 144A 0.7500 83,000 105,698 103,352 REPUBLIC OF AUSTRIA GOVER 144A 2.1000 10,000 13,157 20,477 REPUBLIC OF AUSTRIA GOVER 144A 2.4000 54,000 74,458 82,693 REPUBLIC OF AUSTRIA GOVER 144A 0.8500 9,000 9,946 10,238 BELARUS REPUBLIC OF BELARUS INTER REGS 6.8750 200,000 199,190 203,777 REPUBLIC OF BELARUS INTER REGS 7.6250 600,000 614,656 614,491 BELGIUM KINGDOM OF BELGIUM GOVERN 144A 0.0000 170,000 186,587 204,766 KINGDOM OF BELGIUM GOVERN 144A 0.9000 219,000 281,202 281,346 KINGDOM OF BELGIUM GOVERN 144A 1.0000 115,000 150,545 145,864 KINGDOM OF BELGIUM GOVERN 144A 1.7000 118,000 144,752 172,121 KINGDOM OF BELGIUM GOVERN 144A 4.2500 87,000 147,955 175,065 KINGDOM OF BELGIUM GOVERN 144A 5.0000 40,000 67,182 78,097 BERMUDA AIRCASTLE LTD 4.2500 65,000 65,384 68,820 AIRCASTLE LTD 144A 2.8500 130,000 127,786 124,374 ARCH CAPITAL GROUP LTD 3.6350 100,000 100,213 100,101 BACARDI LTD 144A 2.7500 100,000 89,612 103,821 IHS MARKIT LTD 3.6250 235,000 237,694 252,114 IHS MARKIT LTD 4.2500 154,000 170,746 173,470 IHS MARKIT LTD 4.1250 60,000 59,674 64,297 IHS MARKIT LTD 4.7500 250,000 251,832 288,760 MARVELL TECHNOLOGY GROUP LTD 4.8750 141,000 157,723 161,628 RENAISSANCERE HOLDINGS LTD 3.6000 200,000 197,690 214,077 BRAZIL BANCO BTG PACTUAL SA/CAYM 144A 4.5000 800,000 814,660 817,520 BANCO DO BRASIL SA/CAYMAN 144A 4.6250 200,000 208,139 211,800 BRAZIL NOTAS DO TESOURO NACION 10.0000 966,000 244,290 181,001 BRAZIL NOTAS DO TESOURO NACION 6.0000 2,492,000 1,537,276 1,694,681

End of Month: 3/31/2021 Unaudited Holdings Report Page 23 of 34 Coupon Units Cost Market Value CCP_ZCS. P BRL-CDI 1D CME 3.3600 2,000,000 0 -903 CCP_ZCS. R BRL-CDI 1D CME 0.0100 2,000,000 0 3,645 ITAU UNIBANCO HOLDING SA/ 144A 3.2500 600,000 606,114 610,758 ITAU UNIBANCO HOLDING SA/ REGS 2.9000 200,000 200,000 204,000 VALE SA 5.6250 149,000 196,273 179,322 BRITISH VIRGIN ISLANDS CONTEMPORARY RUIDING DEVE REGS 2.6250 600,000 605,948 580,356 NEW METRO GLOBAL LTD REGS 4.5000 600,000 589,516 585,857 NEW METRO GLOBAL LTD REGS 6.8000 600,000 632,115 632,250 SHANGHAI PORT GROUP BVI D REGS 3.3750 200,000 215,984 208,700 SINOPEC GROUP OVERSEAS DE REGS 2.9500 200,000 203,109 204,061 STATE GRID OVERSEAS INVES REGS 2.1250 400,000 525,553 517,546 CAMEROON REPUBLIC OF CAMEROON INTE REGS 9.5000 400,000 436,145 433,748 CANADA 1011778 BC ULC / NEW RED 144A 4.2500 46,000 43,732 46,540 AIR CANADA 2013-1 CLASS A 144A 4.1250 266,456 244,597 263,815 ALIMENTATION COUCHE-TARD 144A 2.7000 100,000 98,652 102,634 BANK OF MONTREAL 1.8500 110,000 109,931 112,753 BANK OF NOVA SCOTIA/THE 1.0500 110,000 109,873 108,251 BAUSCH HEALTH COS INC 144A 5.0000 485,000 475,379 486,800 BAUSCH HEALTH COS INC 144A 5.2500 65,000 65,201 64,689 BAUSCH HEALTH COS INC 144A 6.1250 461,000 467,174 472,617 BAUSCH HEALTH COS INC 144A 7.0000 738,000 752,549 754,974 BAYTEX ENERGY CORP 144A 8.7500 185,000 143,410 167,888 BELL CANADA 0.7500 90,000 89,958 89,881 BOMBARDIER INC 144A 6.0000 100,000 98,241 100,000 BOMBARDIER INC 144A 6.1250 190,000 198,377 197,838 BROOKFIELD FINANCE INC 4.8500 200,000 199,725 231,118 BROOKFIELD FINANCE INC 4.3500 900,000 1,050,206 1,016,094 BROOKFIELD RESIDENTIAL PR 144A 4.8750 100,000 99,998 100,062 CANADIAN IMPERIAL BANK OF COMM 2.2500 60,000 59,995 62,221 CANADIAN NATIONAL RAILWAY CO 4.5000 80,000 95,441 94,204 CANADIAN NATURAL RESOURCES LTD 3.8500 10,000 10,773 10,821 CANADIAN NATURAL RESOURCES LTD 4.9500 41,000 45,385 47,521 CANADIAN NATURAL RESOURCES LTD 6.2500 28,000 35,196 35,519 CASCADES INC/CASCADES USA 144A 5.1250 95,000 95,007 100,819 CASCADES INC/CASCADES USA 144A 5.3750 270,000 277,059 283,500 CCP_IRS. P CAD-BA-CDOR 3M CME 1.9000 700,000 0 -3,045 CCP_IRS. P CAD-BA-CDOR 3M CME 1.3438 86,000 212 -5,106 CCP_IRS. P CAD-BA-CDOR 3M CME 1.0938 320,000 148 -3,792 CCP_IRS. P CAD-BA-CDOR 3M CME 1.2350 2,000,000 259 2,927 CCP_IRS. P CAD-BA-CDOR 3M CME 0.9688 407,000 523 -9,031 CCP_IRS._R CAD-BA-CDOR 3M CME 2.7813 -233,000 -32 -32 CENOVUS ENERGY INC 5.2500 400,000 456,551 432,788 CENOVUS ENERGY INC 5.3750 400,000 452,302 449,526 ELDORADO GOLD CORP 144A 9.5000 162,000 160,811 176,209 EMPIRE COMMUNITIES CORP 144A 7.0000 160,000 160,001 168,600 ENBRIDGE INC 2.9000 20,000 19,755 20,567 ENBRIDGE INC 4.0000 100,000 101,509 107,210 FAIRFAX FINANCIAL HOLDING 2.7500 190,000 215,181 241,466 FIRST QUANTUM MINERALS LT 144A 6.5000 145,000 143,498 147,175 FIRST QUANTUM MINERALS LT 144A 7.2500 290,000 295,800 295,075 GFL ENVIRONMENTAL INC 144A 4.0000 120,000 119,336 116,100 GOEASY LTD 144A 5.3750 195,000 195,002 202,069 GOVERNMENT OF CANADA 0.2500 1,571,000 1,206,905 1,232,944 GOVERNMENT OF CANADA 0.5000 895,000 699,362 701,744 GOVERNMENT OF CANADA 1.2500 300,000 220,496 243,731 GOVERNMENT OF CANADA 1.5000 278,000 214,255 227,063 GOVERNMENT OF CANADA 2.2500 595,000 481,962 506,549 GOVERNMENT OF CANADA 3.5000 492,000 504,037 512,414 GOVERNMENT OF CANADA 5.7500 155,000 158,095 178,289 HUDBAY MINERALS INC 144A 4.5000 160,000 160,000 166,290 INTELLIGENT PACKAGING LTD 144A 6.0000 240,000 247,560 247,800 MASONITE INTERNATIONAL CO 144A 5.3750 110,000 111,278 116,738 MASONITE INTERNATIONAL CO 144A 5.7500 80,000 76,530 83,200 MATTAMY GROUP CORP 144A 4.6250 115,000 115,000 114,227 MEG ENERGY CORP 144A 7.1250 155,000 135,139 162,363 ONTARIO TEACHERS' FINANCE 144A 1.2500 712,000 708,392 661,011 ONTARIO TEACHERS' FINANCE REGS 0.5000 337,000 406,936 409,566 PRECISION DRILLING CORP 7.7500 135,000 128,623 135,506 PRECISION DRILLING CORP 144A 7.1250 105,000 99,230 101,951 PROV OF BRITISH COLUMBIA 3.2500 175,000 129,067 142,224 PROV OF ONTARIO 1.9500 200,000 145,314 163,832 PROV OF ONTARIO 2.6500 300,000 232,263 253,412 PROV OF ONTARIO 3.4500 280,000 213,369 248,916 PROV OF QUEBEC 2.7500 232,000 193,179 196,873 PROV OF QUEBEC 3.0000 610,000 452,364 514,335 PROV OF QUEBEC 3.5000 175,000 135,483 156,860 PROVINCE OF ONTARIO CANAD REGS 0.2500 549,000 738,380 735,483 PROVINCE OF ONTARIO CANADA 1.6000 225,000 220,706 215,080 PROVINCE OF ONTARIO CANADA 2.5000 95,000 92,662 101,281 PROVINCE OF ONTARIO CANADA 3.2000 70,000 70,539 75,752 PROVINCE OF QUEBEC CANADA 2.5000 70,000 68,384 74,693 PROVINCE OF QUEBEC CANADA 2.7500 95,000 93,028 102,493

End of Month: 3/31/2021 Unaudited Holdings Report Page 24 of 34 Coupon Units Cost Market Value RITCHIE BROS AUCTIONEERS 144A 5.3750 180,000 176,409 185,193 ROYAL BANK OF CANADA 0.8750 130,000 129,902 127,620 ROYAL BANK OF CANADA 1.1500 240,000 239,297 239,876 SCHLUMBERGER FINANCE CANA 144A 2.6500 80,000 78,969 82,650 SCHLUMBERGER FINANCE CANADA LT 1.4000 25,000 24,974 25,021 TELESAT CANADA / TELESAT 144A 4.8750 135,000 138,922 135,000 THOMSON REUTERS CORP 3.3500 70,000 66,321 75,646 TORONTO-DOMINION BANK/THE 2.6500 200,000 199,982 212,134 TOTAL CAPITAL CANADA LTD 2.7500 65,000 66,170 68,459 TRANSCANADA PIPELINES LTD 6.2000 10,000 13,605 12,965 TRANSCANADA TRUST 5.5000 200,000 200,017 213,750 WASTE CONNECTIONS INC 3.0500 40,000 43,467 37,670 WASTE CONNECTIONS INC 4.2500 29,000 29,988 32,624 CAYMAN ISLANDS AMBAC LSNI LLC 144A 6.0000 128,269 128,269 128,590 AVOLON HOLDINGS FUNDING L 144A 5.1250 400,000 428,354 426,408 AVOLON HOLDINGS FUNDING L 144A 5.5000 560,000 561,685 594,262 BAIDU INC 1.7200 200,000 200,000 199,018 ECAF I LTD 1A A1 144A 3.4730 97,267 96,427 94,641 ENN ENERGY HOLDINGS LTD 144A 2.6250 200,000 198,408 192,111 GLOBAL AIRCRAFT LEASING C 144A 6.5000 227,935 216,169 218,590 JD.COM INC 3.3750 200,000 204,321 206,127 KAISA GROUP HOLDINGS LTD REGS 8.5000 200,000 197,237 203,599 KAISA GROUP HOLDINGS LTD REGS 11.9500 300,000 313,025 315,150 KAISA GROUP HOLDINGS LTD REGS 11.2500 500,000 515,571 516,500 ODEBRECHT OFFSHORE DRILLI 144A 7.7200 4,027 1,558 789 ODEBRECHT OFFSHORE DRILLI REGS 6.7200 27,705 26,783 27,081 ODEBRECHT OFFSHORE DRILLI REGS 7.7200 239,885 73,603 47,008 PARK AEROSPACE HOLDINGS L 144A 5.2500 590,000 611,495 619,393 POWERLONG REAL ESTATE HOL REGS 5.9500 200,000 203,708 209,512 RUTAS 2 AND 7 FINANCE LTD 144A 0.0000 200,000 145,654 141,000 SEAGATE HDD CAYMAN 144A 4.1250 100,000 99,872 101,543 SEAGATE HDD CAYMAN 144A 4.0910 50,000 52,413 50,951 TENCENT HOLDINGS LTD 144A 3.2900 200,000 202,088 181,824 TENCENT HOLDINGS LTD 144A 3.2400 200,000 202,271 184,158 TRANSOCEAN GUARDIAN LTD 144A 5.8750 174,000 169,652 152,250 TRANSOCEAN POSEIDON LTD 144A 6.8750 385,000 349,494 355,859 VALE OVERSEAS LTD 6.2500 460,000 517,984 547,170 VALE OVERSEAS LTD 6.8750 269,000 380,852 358,697 XLIT LTD 4.4500 130,000 129,461 144,935 CHILE BONOS DE LA TESORERIA DE 144A 2.3000 10,000,000 13,078 13,438 BONOS DE LA TESORERIA DE 144A 2.8000 30,000,000 37,724 37,107 BONOS DE LA TESORERIA DE LA RE 6.0000 30,000,000 50,405 50,992 CHILE GOVERNMENT INTERNATIONAL 0.8300 1,200,000 1,397,348 1,451,237 CHILE GOVERNMENT INTERNATIONAL 2.5500 200,000 199,503 201,540 CHILE GOVERNMENT INTERNATIONAL 3.5000 500,000 542,426 508,475 CORP NACIONAL DEL COBRE D 144A 2.2500 100,000 117,859 125,471 CORP NACIONAL DEL COBRE D REGS 3.6250 300,000 328,258 324,084 CHINA CCP IRS._P CNY-7D FIXING REPO 2.6500 3,100,000 0 -1,898 CCP_IRS. P CNY-7D FIXING REPO 2.6250 1,400,000 0 -1,116 CCP_IRS. P CNY-7D FIXING REPO 2.6500 800,000 0 -526 CCP_IRS. P CNY-7D FIXING REPO 2.6050 1,400,000 0 -1,291 CCP_IRS. P CNY-7D FIXING REPO 2.6325 800,000 0 -605 INDUSTRIAL & COMMERCIAL B REGS 4.8750 200,000 217,408 227,774 INDUSTRIAL & COMMERCIAL B REGS 0.9366 200,000 199,645 200,060 IRS. P CNY-7D FIXING REPO RATE 2.6750 1,305,000 0 197,970 IRS. P CNY-7D FIXING REPO RATE 2.8300 2,674,000 0 408,790 IRS. P CNY-7D FIXING REPO RATE 2.6700 2,532,000 0 384,339 IRS. P CNY-7D FIXING REPO RATE 2.3900 3,539,000 0 530,391 IRS. P CNY-7D FIXING REPO RATE 2.7700 6,119,000 0 932,926 IRS. P CNY-7D FIXING REPO RATE 2.6315 2,665,000 0 403,795 IRS. P CNY-7D FIXING REPO RATE 2.7870 46,413,000 0 7,081,257 IRS. P CNY-7D FIXING REPO RATE 2.6235 3,707,000 0 560,998 IRS. P CNY-7D FIXING REPO RATE 2.7640 2,634,000 0 401,268 IRS._P CNY-7D FIXING REPO RATE 0.0100 -51,721,000 0 -7,890,313 IRS._P CNY-7D FIXING REPO RATE 2.1000 -14,855,000 0 -2,266,209 IRS._P CNY-7D FIXING REPO RATE 2.5500 -5,012,000 0 -764,607 COLOMBIA BANCOLOMBIA SA 3.0000 200,000 198,898 204,300 COLOMBIA GOVERNMENT INTERNATIO 4.5000 200,000 218,494 218,152 COLOMBIAN TES 5.7500 1,241,800,000 339,876 329,206 COLOMBIAN TES 7.0000 772,700,000 233,753 204,665 COLOMBIAN TES 7.2500 5,144,500,000 1,440,352 1,317,228 COLOMBIAN TES 7.5000 87,100,000 26,554 25,611 COLOMBIAN TES 7.7500 357,900,000 111,398 102,396 EMPRESAS PUBLICAS DE MEDE 144A 4.3750 200,000 198,025 200,187 EMPRESAS PUBLICAS DE MEDE REGS 0.0023 238,000,000 65,380 65,890 FINANCIERA DE DESARROLLO 144A 0.0022 1,053,000,000 329,979 306,197 OLEODUCTO CENTRAL SA 144A 4.0000 200,000 198,629 211,302 COSTA RICA COSTA RICA GOVERNMENT INT REGS 7.1580 800,000 717,155 775,608 COTE D'IVOIRE IVORY COAST GOVERNMENT IN 144A 4.8750 240,000 293,829 274,783

End of Month: 3/31/2021 Unaudited Holdings Report Page 25 of 34 Coupon Units Cost Market Value IVORY COAST GOVERNMENT IN 144A 5.8750 305,000 338,897 378,182 IVORY COAST GOVERNMENT IN REGS 5.7500 162,597 145,258 162,396 CROATIA CROATIA GOVERNMENT INTERN REGS 1.1250 100,000 124,723 120,681 CROATIA GOVERNMENT INTERN REGS 1.5000 270,000 342,373 333,991 CURACAO TEVA PHARMACEUTICAL FINANCE CO 2.9500 66,000 62,473 66,165 CZECH REPUBLIC CZECH REPUBLIC GOVERNMENT BOND 1.2500 7,310,000 342,230 327,528 CZECH REPUBLIC GOVERNMENT REGS 2.5000 4,130,000 195,210 195,077 CZECH REPUBLIC GOVERNMENT REGS 3.8500 1,580,000 70,920 72,359 DENMARK DANSKE BANK A/S REGS 2.2500 225,000 317,265 317,328 DENMARK GOVERNMENT BOND 1.5000 515,000 82,495 85,684 DENMARK GOVERNMENT BOND 4.5000 385,000 98,171 108,163 DOMINICAN REPUBLIC DOMINICAN REPUBLIC INTERN 144A 4.5000 150,000 152,518 151,500 DOMINICAN REPUBLIC INTERN 144A 5.3000 190,000 190,000 186,675 DOMINICAN REPUBLIC INTERN 144A 5.8750 510,000 508,076 487,815 DOMINICAN REPUBLIC INTERN REGS 5.8750 150,000 125,759 143,475 DOMINICAN REPUBLIC INTERN REGS 6.8500 430,000 436,772 475,150 DOMINICAN REPUBLIC INTERN REGS 8.6250 100,000 111,196 121,500 EGYPT EGYPT GOVERNMENT BOND 13.9730 1,050,000 67,488 66,561 EGYPT GOVERNMENT INTERNAT 144A 4.7500 375,000 412,505 454,511 EGYPT GOVERNMENT INTERNAT 144A 8.5000 200,000 180,651 198,760 EGYPT GOVERNMENT INTERNAT 144A 8.1500 225,000 230,485 214,367 EGYPT GOVERNMENT INTERNAT 144A 6.5880 400,000 398,499 409,696 EGYPT GOVERNMENT INTERNAT REGS 8.1500 200,000 206,456 190,548 ETHIOPIA ETHIOPIA INTERNATIONAL BO REGS 6.6250 800,000 798,201 735,264 EURO CURRENCY GEOGRAPHIC CCP_IRS. R EUR-EURIBOR-ACT/365 0.0100 167,000 6 -777 CCP_IRS. R EUR-EURIBOR-REUTERS 0.0100 309,000 0 4,141 CCP_IRS. R EUR-EURIBOR-REUTERS -0.5200 5,100,000 44,975 45,769 IRS R 0% P EUR006M 0.0000 900,000 101,249 202,103 IRS R 0.175% P EUR006M 0.0000 -1,060,000 -38,289 -76,995 IRS R -0.175% P EUR006M 0.0000 -1,660,000 -61,575 -120,577 FINLAND FINLAND GOVERNMENT BOND 144A 0.0000 96,000 115,813 114,373 FINLAND GOVERNMENT BOND 144A 0.2500 46,000 54,003 53,265 FINLAND GOVERNMENT BOND 144A 0.8750 135,000 169,004 169,032 FRANCE AXA SA REGS 5.1250 175,000 235,678 228,144 BANQUE FEDERATIVE DU CRED 144A 2.5000 290,000 289,919 290,145 BANQUE FEDERATIVE DU CRED 144A 2.7000 650,000 642,290 668,800 BNP PARIBAS SA 144A 7.3750 230,000 229,467 266,800 BNP PARIBAS SA 144A 2.9500 230,000 227,064 236,507 BNP PARIBAS SA 144A 2.8240 200,000 200,000 179,849 BNP PARIBAS SA 144A 2.2190 400,000 400,000 410,167 BNP PARIBAS SA 144A 1.3230 800,000 800,000 782,393 BNP PARIBAS SA REGS 0.5000 200,000 235,486 235,451 BNP PARIBAS SA REGS 1.8750 200,000 286,884 280,579 BPCE SA 144A 2.7500 534,000 523,987 554,953 BPCE SA 144A 4.0000 250,000 247,608 269,460 BPCE SA 144A 1.6520 435,000 435,000 433,984 CAISSE D'AMORTISSEMENT DE 144A 1.3750 339,000 333,703 321,569 CAISSE D'AMORTISSEMENT DE REGS 0.1250 400,000 460,351 477,855 CREDIT AGRICOLE SA/LONDON 144A 1.2378 283,000 279,586 286,781 CREDIT AGRICOLE SA/LONDON REGS 1.3750 200,000 229,381 246,643 DANONE SA 144A 2.5890 427,000 415,293 445,621 FRENCH REPUBLIC GOVERNMEN 144A 0.5000 150,000 177,405 172,684 FRENCH REPUBLIC GOVERNMEN 144A 1.2500 150,000 204,373 200,913 FRENCH REPUBLIC GOVERNMEN 144A 1.5000 196,000 304,466 274,862 FRENCH REPUBLIC GOVERNMEN 144A 1.7500 40,000 48,689 58,049 FRENCH REPUBLIC GOVERNMEN 144A 4.0000 117,000 233,159 267,856 FRENCH REPUBLIC GOVERNMEN REGS 0.0000 2,939,000 3,511,434 3,506,362 FRENCH REPUBLIC GOVERNMEN REGS 0.7500 27,000 31,239 34,141 FRENCH REPUBLIC GOVERNMEN REGS 4.5000 40,000 89,285 83,314 ORANGE SA REGS 0.5000 100,000 107,331 116,336 RCI BANQUE SA REGS 1.2500 70,000 80,013 83,597 RCI BANQUE SA REGS 2.0000 200,000 229,652 246,978 GABON GABON GOVERNMENT INTERNAT REGS 6.3750 250,000 217,848 258,875 GABON GOVERNMENT INTERNAT REGS 6.9500 200,000 196,157 207,700 GERMANY BUNDESREPUBLIK DEUTSCHLAN REGS 0.0000 1,498,000 1,887,903 1,815,928 BUNDESREPUBLIK DEUTSCHLAN REGS 0.2500 347,000 401,112 428,493 BUNDESREPUBLIK DEUTSCHLAN REGS 1.2500 464,000 747,130 695,310 BUNDESREPUBLIK DEUTSCHLAN REGS 4.2500 72,000 147,541 150,691 DEUTSCHE BANK AG/NEW YORK NY 4.2500 990,000 985,537 1,008,413 DEUTSCHE BANK AG/NEW YORK NY 5.0000 800,000 799,954 828,164 DEUTSCHE BANK AG/NEW YORK NY 2.2220 150,000 150,000 153,970 DEUTSCHE BANK AG/NEW YORK NY 2.1290 3,160,000 3,160,000 3,167,951 DEUTSCHE BANK AG/NEW YORK NY 1.6860 150,000 150,000 149,667

End of Month: 3/31/2021 Unaudited Holdings Report Page 26 of 34 Coupon Units Cost Market Value E.ON SE REGS 1.6250 150,000 185,533 192,977 KREDITANSTALT FUER WIEDER REGS 0.0000 625,000 754,356 750,867 KREDITANSTALT FUER WIEDER REGS 0.8750 215,000 259,522 275,258 KREDITANSTALT FUER WIEDERAUFBA 2.0000 373,000 396,627 392,182 KREDITANSTALT FUER WIEDERAUFBA 2.3750 290,000 299,024 300,885 KREDITANSTALT FUER WIEDERAUFBA 0.3750 300,000 345,621 365,523 STATE OF NORTH RHINE-WEST REGS 1.5500 175,000 198,555 254,608 VOLKSWAGEN BANK GMBH REGS 1.2500 100,000 111,426 121,720 GHANA GHANA GOVERNMENT INTERNAT 144A 7.7500 200,000 200,000 198,000 REPUBLIC OF GHANA GOVERNMENT B 16.5000 1,550,000 266,562 266,754 REPUBLIC OF GHANA GOVERNMENT B 18.8500 1,200,000 214,556 214,436 GUERNSEY CI AMDOCS LTD 2.5380 332,000 333,213 326,433 CREDIT SUISSE GROUP FUNDING GU 3.4500 250,000 249,984 250,232 HONDURAS HONDURAS GOVERNMENT INTER 144A 5.6250 150,000 150,000 156,750 HONDURAS GOVERNMENT INTER 144A 6.2500 230,000 227,813 251,275 HONDURAS GOVERNMENT INTER REGS 6.2500 200,000 206,750 218,500 HONG KONG VANKE REAL ESTATE HONG KO REGS 3.5000 200,000 206,190 202,836 HUNGARY CCP_IRS. P HUF-BUBOR-REUTERS 6 1.2500 566,900,000 0 -15,240 HUNGARY GOVERNMENT BOND 0.5000 41,870,000 134,076 135,852 HUNGARY GOVERNMENT BOND 3.2500 25,360,000 92,473 87,077 HUNGARY GOVERNMENT INTERN REGS 1.5000 50,000 55,871 55,538 HUNGARY GOVERNMENT INTERN REGS 1.7500 125,000 162,357 156,740 INDIA EXPORT-IMPORT BANK OF IND REGS 3.2500 225,000 226,291 223,650 EXPORT-IMPORT BANK OF INDIA 1.2130 200,000 199,272 200,791 HDFC BANK LTD REGS 0.1082 50,000,000 688,464 712,566 RENEW POWER PVT LTD 144A 5.8750 300,000 313,873 319,391 INDONESIA INDONESIA ASAHAN ALUMINIU 144A 4.7500 200,000 198,342 217,340 INDONESIA GOVERNMENT INTE REGS 4.3500 200,000 202,594 224,092 INDONESIA GOVERNMENT INTERNATI 0.9000 1,300,000 1,517,933 1,534,521 INDONESIA GOVERNMENT INTERNATI 1.8500 219,000 218,010 210,104 INDONESIA GOVERNMENT INTERNATI 4.2000 300,000 297,490 328,425 INDONESIA TREASURY BOND 6.1250 7,720,000,000 525,137 514,762 INDONESIA TREASURY BOND 6.5000 3,202,000,000 227,539 224,472 INDONESIA TREASURY BOND 6.6250 3,402,000,000 212,967 227,439 INDONESIA TREASURY BOND 7.0000 2,246,000,000 156,951 160,608 INDONESIA TREASURY BOND 7.2500 1,498,000,000 107,420 107,937 INDONESIA TREASURY BOND 7.5000 3,744,000,000 247,792 263,225 INDONESIA TREASURY BOND 8.2500 13,104,000,000 1,005,891 983,430 INDONESIA TREASURY BOND 8.3750 5,715,000,000 406,540 430,503 INDONESIA TREASURY BOND 8.7500 12,624,000,000 967,135 982,102 INDONESIA TREASURY BOND 9.0000 3,740,000,000 316,964 292,715 PERUSAHAAN PENERBIT SBSN 144A 2.8000 200,000 200,000 200,430 PERUSAHAAN PERSEROAN PERS 144A 4.0000 500,000 501,448 477,500 PERUSAHAAN PERSEROAN PERS REGS 3.3750 200,000 200,650 201,500 IRELAND AERCAP IRELAND CAPITAL DAC / A 4.5000 150,000 149,251 161,341 ALLEGION PLC 3.5000 25,000 25,577 26,252 BANK OF IRELAND GROUP PLC 144A 4.5000 434,000 428,598 472,292 ENDO DAC / ENDO FINANCE L 144A 9.5000 170,000 184,302 184,663 GE CAPITAL INTERNATIONAL FUNDI 3.3730 200,000 203,170 216,859 IRELAND GOVERNMENT BOND 5.4000 70,000 104,891 101,705 IRELAND GOVERNMENT BOND REGS 1.5000 23,000 35,387 32,268 IRELAND GOVERNMENT BOND REGS 1.7000 45,000 52,305 64,061 IRELAND GOVERNMENT BOND REGS 1.1000 80,000 96,008 103,781 JOHNSON CONTROLS INTERNATIONAL 4.9500 25,000 33,000 30,220 PERRIGO FINANCE UNLIMITED CO 3.1500 500,000 505,432 490,956 ISRAEL ISRAEL ELECTRIC CORP LTD 144A 5.0000 200,000 217,365 224,634 ISRAEL GOVERNMENT BOND - FIXED 2.0000 310,000 83,467 100,306 ISRAEL GOVERNMENT BOND - FIXED 4.2500 435,000 124,745 141,065 ISRAEL GOVERNMENT INTERNATIONA 2.7500 420,000 452,365 439,454 STATE OF ISRAEL REGS 3.8000 200,000 237,808 214,350 ITALY INTESA SANPAOLO SPA 144A 5.0170 200,000 188,173 218,462 INTESA SANPAOLO SPA 144A 5.7100 210,000 197,183 235,366 ITALY BUONI POLIENNALI DE 144A 0.9500 111,000 135,466 127,066 ITALY BUONI POLIENNALI DE 144A 1.5000 347,000 415,507 409,730 ITALY BUONI POLIENNALI DE 144A 1.6500 55,000 55,656 70,724 ITALY BUONI POLIENNALI DE 144A 1.7000 175,000 204,292 208,022 ITALY BUONI POLIENNALI DE 144A 1.8000 22,000 25,886 27,783 ITALY BUONI POLIENNALI DE 144A 1.8500 267,000 304,229 339,404 ITALY BUONI POLIENNALI DE 144A 2.7000 15,000 16,131 21,914 ITALY BUONI POLIENNALI DE 144A 3.1000 28,000 40,534 42,765 ITALY BUONI POLIENNALI DE 144A 3.5000 468,000 566,206 691,851 ITALY BUONI POLIENNALI DE 144A 3.8500 100,000 180,226 177,390 ITALY BUONI POLIENNALI DE 144A 5.0000 60,000 83,005 114,895 ITALY BUONI POLIENNALI DE 144A 0.6000 375,000 452,678 436,250 ITALY BUONI POLIENNALI DE REGS 0.5000 747,000 926,984 898,932

End of Month: 3/31/2021 Unaudited Holdings Report Page 27 of 34 Coupon Units Cost Market Value ITALY BUONI POLIENNALI DE REGS 0.9500 233,000 264,529 280,711 ITALY BUONI POLIENNALI DE REGS 1.3500 407,000 450,957 500,403 ITALY BUONI POLIENNALI DE REGS 3.7500 455,000 549,019 606,901 REPUBLIC OF ITALY GOVERNMENT I 5.3750 60,000 69,637 73,049 UNICREDIT SPA 144A 6.5720 700,000 701,966 729,721 JAPAN CCP_IRS. R JPY-LIBOR-BBA 6M CM 0.0100 30,341,000 53 657 CCP_IRS. R JPY-LIBOR-BBA 6M CM -0.0538 169,000,000 0 -34,195 CCP_IRS._R JPY-LIBOR-BBA 6M CM 0.1875 -8,000,000 -142 -140 JAPAN BANK FOR INTERNATIONAL C 2.3750 200,000 205,286 205,411 MITSUBISHI UFJ FINANCIAL GROUP 1.2439 200,000 199,763 200,843 MITSUBISHI UFJ FINANCIAL GROUP 1.0078 230,000 228,352 231,709 MIZUHO FINANCIAL GROUP IN 144A 2.6320 260,000 259,933 260,118 MIZUHO FINANCIAL GROUP INC 2.8390 200,000 200,000 211,152 MIZUHO FINANCIAL GROUP INC 2.2260 300,000 300,011 308,459 MIZUHO FINANCIAL GROUP INC 0.8175 400,000 400,290 401,840 NIPPON LIFE INSURANCE CO 144A 3.4000 300,000 309,784 305,250 NISSAN MOTOR CO LTD 144A 3.0430 900,000 899,998 941,590 NOMURA HOLDINGS INC 2.6480 200,000 200,000 206,867 ORIX CORP 2.9000 30,000 29,738 30,910 SUMITOMO MITSUI FINANCIAL GROU 2.1300 1,500,000 1,562,712 1,447,987 SUMITOMO MITSUI FINANCIAL GROU 1.7100 400,000 400,000 371,675 SUMITOMO MITSUI FINANCIAL GROU 2.6960 200,000 200,000 211,446 SUMITOMO MITSUI FINANCIAL GROU 2.4480 200,000 200,000 209,531 SUMITOMO MITSUI FINANCIAL GROU 1.4740 200,000 200,000 200,088 SUMITOMO MITSUI FINANCIAL GROU 2.1420 200,000 200,000 187,489 TAKEDA PHARMACEUTICAL CO LTD 0.7500 275,000 313,074 331,511 TAKEDA PHARMACEUTICAL CO LTD 3.3750 500,000 523,355 479,974 TOYOTA MOTOR CORP 0.6810 160,000 160,000 159,963 JERSEY C I AA BOND CO LTD REGS 4.8750 400,000 586,332 586,900 GALAXY PIPELINE ASSETS BI 144A 2.1600 500,000 500,002 484,374 JORDAN JORDAN GOVERNMENT INTERNA 144A 4.9500 200,000 196,195 205,296 JORDAN GOVERNMENT INTERNA 144A 5.7500 210,000 196,446 219,681 KENYA KENYA GOVERNMENT INTERNAT 144A 6.8750 260,000 249,781 285,610 KENYA GOVERNMENT INTERNAT REGS 6.8750 200,000 192,140 219,700 KENYA GOVERNMENT INTERNAT REGS 7.2500 200,000 207,661 210,562 KUWAIT KUWAIT INTERNATIONAL GOVE REGS 3.5000 770,000 807,610 849,726 LUXEMBOURG BECTON DICKINSON EURO FINANCE 1.2130 100,000 120,975 116,714 CONNECT FINCO SARL / CONN 144A 6.7500 130,000 129,998 138,416 DANA FINANCING LUXEMBOURG 144A 5.7500 290,000 276,545 298,338 DH EUROPE FINANCE II SARL 2.2000 225,000 224,921 234,500 DH EUROPE FINANCE II SARL 3.4000 50,000 56,126 50,624 DH EUROPE FINANCE SARL 1.2000 100,000 113,168 123,912 EUROPEAN FINANCIAL STABIL REGS 1.4500 150,000 192,880 209,501 FEL ENERGY VI SARL 144A 5.7500 200,000 209,090 205,000 GAZPROM OAO VIA GAZ CAPIT REGS 5.1500 200,000 220,949 218,864 GUARA NORTE SARL 144A 5.1980 382,000 381,971 374,666 HIDROVIAS INTERNATIONAL F 144A 4.9500 200,000 204,682 200,000 INTELSAT JACKSON 6/20 DIP TL 0.0000 114,819 114,819 116,025 INTELSAT JACKSON HOLDINGS 144A 8.0000 265,000 266,458 274,275 REDE D'OR FINANCE SARL 144A 4.5000 200,000 194,316 196,316 REDE D'OR FINANCE SARL REGS 4.5000 300,000 297,713 294,474 RUMO LUXEMBOURG SARL 144A 5.2500 600,000 600,000 630,732 TRANE TECHNOLOGIES LUXEMBOURG 3.5500 35,000 36,242 37,845 TRANE TECHNOLOGIES LUXEMBOURG 4.5000 120,000 144,409 140,019 MALAYSIA AXIATA SPV5 LABUAN LTD REGS 3.0640 200,000 200,000 182,449 MALAYSIA GOVERNMENT BOND 3.4180 410,000 98,772 100,780 MALAYSIA GOVERNMENT BOND 3.9550 732,000 183,004 185,961 MALAYSIA GOVERNMENT BOND 4.1270 1,047,000 259,282 259,570 MALAYSIA GOVERNMENT BOND 4.7620 170,000 47,256 43,461 MALAYSIA GOVERNMENT BOND 4.8930 5,057,000 1,391,775 1,305,197 MALAYSIA GOVERNMENT BOND 4.9210 925,000 262,553 235,244 MALAYSIA GOVERNMENT BOND 3.8280 2,090,000 529,749 500,284 MALAYSIA GOVERNMENT BOND 3.7330 550,000 134,910 137,936 MALAYSIA GOVERNMENT BOND 3.8990 520,000 127,061 132,129 MALAYSIA GOVERNMENT BOND 3.8850 700,000 185,644 175,860 MALAYSIA GOVERNMENT BOND 4.6420 2,616,000 728,969 667,895 MALAYSIA GOVERNMENT BOND 3.8440 232,000 59,907 55,651 MALAYSIA GOVERNMENT INVESTMENT 3.1510 545,000 138,247 134,227 MAURITIUS AZURE POWER SOLAR ENERGY 144A 5.6500 300,000 306,654 317,640 MEXICO ALPEK SAB DE CV 144A 3.2500 200,000 199,496 197,800 BBVA BANCOMER SA/TEXAS 144A 5.8750 500,000 498,664 544,455 BBVA BANCOMER SA/TEXAS REGS 5.1250 400,000 377,023 411,504 BRASKEM IDESA SAPI 144A 7.4500 300,000 299,059 297,938 BRASKEM IDESA SAPI REGS 7.4500 200,000 191,884 198,625 COMISION FEDERAL DE ELECT 144A 4.6770 200,000 200,000 187,250 COMISION FEDERAL DE ELECTRICID 7.3500 13,200,000 656,705 604,777

End of Month: 3/31/2021 Unaudited Holdings Report Page 28 of 34 Coupon Units Cost Market Value INDUSTRIAS PENOLES SAB DE 144A 4.7500 200,000 207,621 205,500 MEXICAN BONOS 7.5000 10,585,700 554,021 551,022 MEXICAN BONOS 7.7500 14,080,000 675,158 709,017 MEXICAN BONOS 8.0000 23,475,000 1,262,245 1,176,945 MEXICAN BONOS 8.5000 13,160,000 678,745 721,756 MEXICAN BONOS 10.0000 7,821,900 460,646 454,860 MEXICAN UDIBONOS 4.0000 2,697,720 134,152 146,288 MEXICO CITY AIRPORT TRUST REGS 3.8750 200,000 165,950 203,000 MEXICO CITY AIRPORT TRUST REGS 4.2500 300,000 280,025 315,750 MEXICO CITY AIRPORT TRUST REGS 5.5000 200,000 193,507 198,141 MEXICO GOVERNMENT INTERNATIONA 5.6250 120,000 174,974 179,992 MEXICO GOVERNMENT INTERNATIONA 1.1250 1,300,000 1,406,524 1,479,853 MEXICO GOVERNMENT INTERNATIONA 3.2500 248,000 246,806 249,860 MEXICO GOVERNMENT INTERNATIONA 4.3500 200,000 172,468 198,398 MEXICO GOVERNMENT INTERNATIONA 6.0500 60,000 68,385 72,017 MEXICO GOVERNMENT INTERNATIONA 6.7500 45,000 50,661 57,555 MEXICO GOVERNMENT INTERNATIONA 2.6590 205,000 205,000 193,180 PETROLEOS MEXICANOS 5.3500 150,000 115,925 145,860 PETROLEOS MEXICANOS 6.5000 750,000 747,894 783,750 PETROLEOS MEXICANOS 6.8750 220,000 218,853 235,530 PETROLEOS MEXICANOS 7.4700 14,168,100 590,362 606,806 PETROLEOS MEXICANOS 6.8400 530,000 559,628 537,897 PETROLEOS MEXICANOS 6.4900 20,000 16,423 20,898 PETROLEOS MEXICANOS 144A 6.8750 95,000 95,119 102,885 PETROLEOS MEXICANOS 144A 0.3621 5,000,000 197,258 227,018 PETROLEOS MEXICANOS REGS 4.8750 100,000 107,672 116,528 PETROLEOS MEXICANOS REGS 0.3621 12,411,900 557,383 568,107 TRUST FIBRA UNO REGS 6.3900 200,000 211,639 220,400 TRUST FIBRA UNO REGS 6.9500 200,000 252,367 232,202 MOZAMBIQUE MOZAMBIQUE INTERNATIONAL REGS 5.0000 750,000 685,477 616,500 NETHERLANDS COOPERATIEVE RABOBANK UA REGS 2.5000 100,000 112,634 117,946 COOPERATIEVE RABOBANK UA REGS 4.6250 200,000 226,796 256,954 COOPERATIEVE RABOBANK UA REGS 6.6250 200,000 230,616 238,586 CRH FUNDING BV REGS 1.6250 100,000 135,933 128,707 CRH FUNDING BV REGS 1.8750 150,000 168,354 184,903 DEUTSCHE TELEKOM INTERNAT REGS 1.5000 75,000 96,881 95,873 DEUTSCHE TELEKOM INTERNATIONAL 8.7500 221,000 342,506 327,768 EMBRAER NETHERLANDS FINANCE BV 5.4000 400,000 362,773 416,900 ENEL FINANCE INTERNATIONA 144A 3.5000 470,000 417,057 502,671 ING GROEP NV 4.1000 200,000 199,940 216,523 ING GROEP NV REGS 0.2500 200,000 241,504 230,025 MONDELEZ INTERNATIONAL HO 144A 2.0000 275,000 276,954 277,230 MV24 CAPITAL BV 144A 6.7480 189,264 192,071 196,431 NE PROPERTY BV REGS 3.3750 200,000 243,556 255,256 NETHERLANDS GOVERNMENT BO 144A 0.0000 351,000 414,264 420,025 NETHERLANDS GOVERNMENT BO 144A 0.2500 213,000 272,577 259,889 NETHERLANDS GOVERNMENT BO 144A 0.5000 178,000 196,966 222,130 NXP BV / NXP FUNDING LLC 144A 4.3000 200,000 216,740 223,686 OCI NV 144A 4.6250 85,000 85,000 87,869 OCI NV 144A 5.2500 105,000 100,775 109,200 PETROBRAS GLOBAL FINANCE BV 5.6000 300,000 325,949 316,140 PETROBRAS GLOBAL FINANCE BV 6.7500 230,000 231,674 245,525 PETROBRAS GLOBAL FINANCE BV 5.0930 756,000 776,566 785,408 PROSUS NV 144A 2.0310 200,000 244,708 240,451 SHELL INTERNATIONAL FINANCE BV 2.3750 95,000 94,414 95,869 SHELL INTERNATIONAL FINANCE BV 3.2500 200,000 214,203 195,945 SIEMENS FINANCIERINGSMAAT REGS 0.0000 425,000 478,101 500,297 SYNGENTA FINANCE NV 3.1250 200,000 200,874 202,871 SYNGENTA FINANCE NV 144A 5.1820 470,000 442,794 508,108 SYNGENTA FINANCE NV 144A 4.8920 300,000 323,749 321,147 TEVA PHARMACEUTICAL FINANCE NE 2.2000 174,000 172,432 173,783 VOLKSWAGEN FINANCIAL SERV REGS 1.8750 600,000 780,491 831,760 VOLKSWAGEN FINANCIAL SERV REGS 4.2500 200,000 312,628 309,786 VOLKSWAGEN INTERNATIONAL REGS 1.8750 600,000 776,488 762,855 VONOVIA FINANCE BV 144A 5.0000 340,000 346,161 359,826 VONOVIA FINANCE BV REGS 1.6250 100,000 135,323 123,105 WINTERSHALL DEA FINANCE B REGS 0.8400 100,000 111,590 119,803 WINTERSHALL DEA FINANCE B REGS 1.8230 200,000 250,683 243,155 NEW ZEALAND CCP_IRS. P NZD-BBR-FRA 3M CME 0.6875 311,000 146 -5,415 CCP_IRS. P NZD-BBR-FRA 3M CME 2.0313 111,000 243 237 CCP_IRS. P NZD-BBR-FRA 3M CME 0.7641 615,000 0 408 CCP_IRS. P NZD-BBR-FRA 3M CME 0.8375 155,000 0 103 CCP_IRS. P NZD-BBR-FRA 3M CME 0.9375 89,000 60 -5,642 CCP_IRS. P NZD-BBR-FRA 3M CME 1.3285 460,000 0 -592 CCP_IRS. P NZD-BBR-FRA 3M CME 1.1775 469,000 0 -1,577 CCP_IRS. P NZD-BBR-FRA 3M CME 1.1515 1,369,000 0 -5,092 CCP_IRS. P NZD-BBR-TELERATE 3M 0.7900 774,000 0 514 CCP_IRS. R NZD-BBR-FRA 3M CME 0.0100 2,523,000 1,361 6,957 CCP_IRS._P NZD-BBR-FRA 3M CME 0.0100 -730,000 -10,674 -13,951 CHINA CONSTRUCTION BANK N REGS 0.9366 200,000 199,655 200,158 NEW ZEALAND GOVERNMENT BO REGS 2.7500 150,000 114,955 110,431 NEW ZEALAND GOVERNMENT BOND 3.0000 225,000 176,840 175,163

End of Month: 3/31/2021 Unaudited Holdings Report Page 29 of 34 Coupon Units Cost Market Value NORWAY AKER BP ASA 144A 3.7500 700,000 700,160 722,037 CCP_IRS. P NOK-NIBOR-NIBR 6M C 0.7188 570,000 0 -2,014 CCP_IRS. R NOK-NIBOR-NIBR 6M C 0.0100 2,905,000 199 6,080 EQUINOR ASA 2.3750 135,000 134,285 134,670 EQUINOR ASA 3.2500 30,000 29,202 29,375 NORWAY GOVERNMENT BOND 144A 1.2500 1,920,000 226,886 218,578 NORWAY GOVERNMENT BOND 144A 2.0000 775,000 90,673 93,584 YARA INTERNATIONAL ASA 144A 3.1480 200,000 200,000 205,934 OMAN OMAN GOVERNMENT INTERNATI 144A 4.8750 200,000 209,170 208,300 OMAN GOVERNMENT INTERNATI 144A 6.2500 400,000 404,440 418,000 PAKISTAN PAKISTAN GOVERNMENT INTER 144A 6.0000 295,000 295,000 299,794 PAKISTAN GOVERNMENT INTER REGS 6.8750 200,000 170,012 208,500 PANAMA AES PANAMA GENERATION HOL 144A 4.3750 200,000 199,989 206,940 CARNIVAL CORP 144A 5.7500 280,000 280,002 287,350 PANAMA GOVERNMENT INTERNATIONA 3.1600 400,000 404,020 416,112 PANAMA GOVERNMENT INTERNATIONA 2.2520 535,000 537,872 508,523 PANAMA NOTAS DEL TESORO 3.7500 370,000 378,061 396,788 PARAGUAY PARAGUAY GOVERNMENT INTER 144A 5.6000 220,000 216,294 250,032 PERU BANCO DE CREDITO DEL PERU 144A 3.2500 150,000 149,905 149,457 INRETAIL CONSUMER 144A 3.2500 200,000 200,000 199,702 PERU GOVERNMENT BOND 5.3500 415,000 119,582 99,588 PERU GOVERNMENT BOND 5.4000 1,481,000 446,358 383,414 PERU GOVERNMENT BOND 6.1500 3,116,000 983,100 897,231 PERUVIAN GOVERNMENT INTER 144A 1.4660 185,000 55,772 47,992 PERUVIAN GOVERNMENT INTER 144A 1.7240 650,000 206,368 201,632 PERUVIAN GOVERNMENT INTER REGS 1.7240 370,000 119,125 114,775 PERUVIAN GOVERNMENT INTERNATIO 3.5500 55,000 53,137 53,555 PERUVIAN GOVERNMENT INTERNATIO 6.5500 50,000 62,718 67,500 PERUVIAN GOVERNMENT INTERNATIO 8.7500 40,000 57,990 62,074 PERUVIAN GOVERNMENT INTERNATIO 2.7830 130,000 130,328 129,871 PHILIPPINES PHILIPPINE GOVERNMENT INTERNAT 6.3750 280,000 398,173 378,322 PHILIPPINE GOVERNMENT INTERNAT 2.4570 200,000 202,984 201,994 PHILIPPINE GOVERNMENT INTERNAT 1.6480 200,000 200,000 188,892 POLAND REPUBLIC OF POLAND GOVERNMENT 2.2500 920,000 246,118 238,639 REPUBLIC OF POLAND GOVERNMENT 2.5000 200,000 52,837 54,888 REPUBLIC OF POLAND GOVERNMENT 3.2500 525,000 144,106 147,505 REPUBLIC OF POLAND GOVERNMENT 5.7500 871,000 251,001 239,095 PORTUGAL PORTUGAL OBRIGACOES DO TE 144A 0.7000 218,000 262,885 270,027 PORTUGAL OBRIGACOES DO TE 144A 2.2000 160,000 188,704 196,219 PORTUGAL OBRIGACOES DO TE 144A 4.1000 45,000 61,422 80,348 QATAR QATAR GOVERNMENT INTERNAT 144A 4.0000 500,000 533,695 567,500 QATAR GOVERNMENT INTERNAT 144A 4.4000 200,000 200,000 232,000 QATAR GOVERNMENT INTERNAT REGS 3.3750 700,000 699,538 750,726 QATAR GOVERNMENT INTERNAT REGS 3.7500 2,800,000 3,294,839 3,129,000 QATAR GOVERNMENT INTERNAT REGS 3.8750 870,000 874,916 926,550 QATAR GOVERNMENT INTERNAT REGS 6.4000 100,000 136,629 142,668 ROMANIA ROMANIA GOVERNMENT BOND 3.6500 1,615,000 415,935 402,599 ROMANIA GOVERNMENT BOND 4.0000 285,000 73,962 70,832 ROMANIA GOVERNMENT BOND 4.7500 900,000 240,089 232,424 ROMANIAN GOVERNMENT INTER 144A 1.3750 155,000 182,640 180,820 ROMANIAN GOVERNMENT INTER 144A 2.0000 135,000 153,261 159,062 ROMANIAN GOVERNMENT INTER 144A 2.6250 800,000 946,200 931,026 ROMANIAN GOVERNMENT INTER 144A 3.3750 70,000 74,176 88,887 ROMANIAN GOVERNMENT INTER 144A 3.6240 61,000 67,531 82,153 ROMANIAN GOVERNMENT INTER REGS 1.3750 103,000 122,846 120,158 ROMANIAN GOVERNMENT INTER REGS 3.5000 175,000 219,980 232,862 ROMANIAN GOVERNMENT INTER REGS 2.1240 210,000 234,153 251,958 RUSSIA RUSSIAN FEDERAL BOND - OFZ 6.1000 17,165,000 225,023 207,068 RUSSIAN FEDERAL BOND - OFZ 7.0000 42,810,000 610,458 580,314 RUSSIAN FEDERAL BOND - OFZ 7.1500 14,680,000 204,840 199,719 RUSSIAN FEDERAL BOND - OFZ 7.2500 26,345,000 361,999 355,377 RUSSIAN FEDERAL BOND - OFZ 7.6000 10,530,000 151,782 139,574 RUSSIAN FEDERAL BOND - OFZ 7.6500 27,040,000 405,143 375,423 RUSSIAN FEDERAL BOND - OFZ 8.5000 70,420,000 1,087,741 1,038,134 RUSSIAN FEDERAL BOND - OFZ 7.7000 8,519,000 107,222 119,911 RUSSIAN FEDERAL BOND - OFZ 8.1500 52,660,000 783,171 746,805 RUSSIAN FEDERAL INFLATION LINK 2.5000 38,889,144 597,788 506,463 RUSSIAN FOREIGN BOND - EU REGS 4.2500 200,000 192,373 218,769 RUSSIAN FOREIGN BOND - EU REGS 4.7500 200,000 216,401 224,000 RUSSIAN FOREIGN BOND - EU REGS 5.2500 400,000 415,019 474,299 SENEGAL SENEGAL GOVERNMENT INTERN 144A 4.7500 200,000 213,912 238,586 SENEGAL GOVERNMENT INTERN REGS 4.7500 150,000 176,491 178,939

End of Month: 3/31/2021 Unaudited Holdings Report Page 30 of 34 Coupon Units Cost Market Value SERBIA SERBIA INTERNATIONAL BOND 144A 3.1250 315,000 338,599 409,731 SINGAPORE BOC AVIATION LTD 144A 2.3750 400,000 399,745 401,540 BOC AVIATION LTD 144A 2.7500 280,000 275,655 285,519 FLEX LTD 3.7500 25,000 27,068 26,825 SINGAPORE GOVERNMENT BOND 2.7500 110,000 89,099 90,916 SINGAPORE GOVERNMENT BOND 3.5000 70,000 55,802 58,741 SLOVAKIA SLOVAKIA GOVERNMENT BOND REGS 3.3750 50,000 63,601 67,181 SLOVENIA SLOVENIA GOVERNMENT BOND REGS 3.1250 20,000 27,850 35,661 SOUTH AFRICA GROWTHPOINT PROPERTIES IN REGS 5.8720 200,000 202,180 211,688 REPUBLIC OF SOUTH AFRICA GOVER 6.5000 29,010,000 1,433,735 1,222,187 REPUBLIC OF SOUTH AFRICA GOVER 8.0000 14,115,000 875,553 871,334 REPUBLIC OF SOUTH AFRICA GOVER 8.7500 33,927,000 1,889,122 1,800,403 REPUBLIC OF SOUTH AFRICA GOVER 10.5000 3,360,000 253,869 258,378 SOUTH KOREA KOREA TREASURY BOND 1.5000 317,850,000 277,024 262,550 KOREA TREASURY BOND 2.1250 290,020,000 264,303 257,855 KOREA TREASURY BOND 2.3750 303,890,000 273,812 276,482 KOREA TREASURY BOND 2.7500 137,400,000 140,796 134,355 KOREA TREASURY BOND 3.0000 139,560,000 129,361 130,137 KOREA TREASURY BOND 3.7500 286,360,000 306,961 297,426 KOREA TREASURY BOND 4.2500 227,090,000 204,443 202,094 SPAIN BANCO BILBAO VIZCAYA ARGENTARI 0.8750 200,000 199,821 200,533 BANCO SANTANDER SA 3.1250 200,000 194,755 209,244 BANCO SANTANDER SA 3.8480 200,000 197,180 212,676 BANCO SANTANDER SA 1.8490 200,000 200,000 199,617 SPAIN GOVERNMENT BOND 0.0000 875,000 1,071,086 1,042,587 SPAIN GOVERNMENT BOND 0.4000 127,000 150,822 150,741 SPAIN GOVERNMENT BOND 144A 0.8000 320,000 344,595 397,580 SPAIN GOVERNMENT BOND 144A 1.0000 80,000 90,805 88,022 SPAIN GOVERNMENT BOND 144A 1.2000 195,000 219,408 238,429 SPAIN GOVERNMENT BOND 144A 1.2500 611,000 785,207 784,368 SPAIN GOVERNMENT BOND 144A 1.5000 42,000 48,916 54,368 SPAIN GOVERNMENT BOND 144A 2.7000 55,000 95,277 87,415 SPAIN GOVERNMENT BOND 144A 3.4500 25,000 32,509 46,971 SRI LANKA SRI LANKA GOVERNMENT INTE REGS 5.7500 400,000 332,369 309,706 SRI LANKA GOVERNMENT INTE REGS 6.1250 320,000 296,880 201,171 SRI LANKA GOVERNMENT INTE REGS 6.2500 400,000 370,047 383,012 SRI LANKA GOVERNMENT INTE REGS 6.8500 200,000 201,413 124,690 SUPRANATIONAL GEOGRAPHIC FOCUS AFRICAN DEVELOPMENT BANK 1.6250 60,000 61,233 61,205 ASIAN DEVELOPMENT BANK 1.6250 120,000 122,983 123,017 ASIAN DEVELOPMENT BANK 1.7500 210,000 214,643 214,672 ASIAN DEVELOPMENT BANK 2.6250 355,000 377,693 377,146 ASIAN DEVELOPMENT BANK 2.7500 30,000 29,726 32,483 EUROPEAN BANK FOR RECONSTRUCTI 0.2500 100,000 99,880 99,824 EUROPEAN INVESTMENT BANK 0.6250 380,000 379,871 376,133 EUROPEAN INVESTMENT BANK 2.3750 45,000 43,650 48,041 EUROPEAN INVESTMENT BANK 2.5000 160,000 167,020 167,043 EUROPEAN INVESTMENT BANK 3.2500 345,000 373,913 372,390 EUROPEAN INVESTMENT BANK 0.1250 380,000 432,339 458,740 EUROPEAN INVESTMENT BANK REGS 1.1250 150,000 185,102 198,692 INTER-AMERICAN DEVELOPMENT BAN 2.5000 295,000 306,906 307,068 INTER-AMERICAN DEVELOPMENT BAN 2.6250 378,000 401,932 401,126 INTERNATIONAL BANK FOR RECONST 1.6250 190,000 198,028 196,921 INTERNATIONAL BANK FOR RECONST 2.0000 150,000 152,211 152,224 INTERNATIONAL BANK FOR RECONST 2.5000 400,000 425,989 424,491 INTERNATIONAL FINANCE CORP 2.8750 80,000 84,846 84,712 SWEDEN CCP_IRS. R SEK-STIBOR-SIDE 3M 0.0100 3,301,000 28 1,964 CCP_IRS._R SEK-STIBOR-SIDE 3M 0.8438 -643,000 -309 -300 SWEDEN GOVERNMENT BOND 144A 0.1250 1,295,000 149,952 144,309 SWITZERLAND CREDIT SUISSE AG 144A 6.5000 460,000 470,622 505,885 CREDIT SUISSE AG REGS 6.5000 200,000 204,619 219,950 CREDIT SUISSE AG/NEW YORK NY 3.6250 340,000 335,975 368,456 CREDIT SUISSE AG/NEW YORK NY 0.4950 250,000 250,000 247,179 CREDIT SUISSE GROUP AG 3.7500 750,000 729,331 808,122 CREDIT SUISSE GROUP AG 3.8000 327,000 323,844 346,973 CREDIT SUISSE GROUP AG 144A 2.9970 943,000 917,800 974,871 CREDIT SUISSE GROUP AG 144A 4.2070 340,000 339,464 363,121 CREDIT SUISSE GROUP AG REGS 2.2500 100,000 143,852 140,131 SWISS CONFEDERATION GOVER REGS 1.5000 90,000 113,298 126,345 SWISS CONFEDERATION GOVER REGS 2.0000 280,000 292,865 306,935 SWISS CONFEDERATION GOVER REGS 3.2500 50,000 62,053 65,817 UBS AG REGS 5.1250 470,000 468,647 517,000 UBS AG/STAMFORD CT 7.6250 1,140,000 1,179,017 1,242,592 UBS GROUP AG 144A 2.0950 200,000 200,765 189,183 UBS GROUP AG 144A 2.0138 775,000 775,527 775,343

End of Month: 3/31/2021 Unaudited Holdings Report Page 31 of 34 Coupon Units Cost Market Value UBS GROUP AG 144A 1.3953 300,000 295,393 303,398 UBS GROUP AG 144A 1.1438 370,000 361,988 373,374 UBS GROUP AG REGS 0.2500 200,000 241,162 231,769 THAILAND BANGKOK BANK PCL/HONG KON REGS 9.0250 200,000 264,396 271,273 GC TREASURY CENTER CO LTD 144A 2.9800 200,000 197,365 197,652 KASIKORNBANK PCL/HONG KON REGS 3.3430 200,000 203,645 204,032 THAILAND GOVERNMENT BOND 1.6000 1,633,000 52,695 51,626 THAILAND GOVERNMENT BOND 2.1250 14,793,000 471,148 496,591 THAILAND GOVERNMENT BOND 2.8750 3,815,000 153,020 122,736 THAILAND GOVERNMENT BOND 3.3000 1,007,000 41,612 35,252 THAILAND GOVERNMENT BOND 3.6500 6,985,000 217,129 228,762 THAILAND GOVERNMENT BOND 4.6750 2,789,000 112,465 117,891 THAILAND GOVERNMENT BOND 4.8750 3,185,000 113,775 126,649 TUNISIA BANQUE CENTRALE DE TUNISI 144A 6.7500 560,000 615,358 600,578 BANQUE CENTRALE DE TUNISI REGS 5.6250 100,000 114,400 103,561 BANQUE CENTRALE DE TUNISI REGS 5.7500 211,000 200,741 183,627 BANQUE CENTRALE DE TUNISI REGS 6.7500 340,000 387,751 364,637 TURKEY TURKEY GOVERNMENT BOND 8.0000 780,000 88,148 66,443 TURKEY GOVERNMENT BOND 12.4000 1,110,000 148,581 102,266 TURKEY GOVERNMENT BOND 10.6000 452,000 59,867 41,070 TURKEY GOVERNMENT BOND 13.8000 1,280,000 179,215 151,185 TURKEY GOVERNMENT BOND 11.7000 365,000 48,497 30,938 TURKEY GOVERNMENT BOND 3.2000 169,230 28,493 21,266 TURKEY GOVERNMENT BOND 4.1000 3,107,440 469,794 397,580 TURKEY GOVERNMENT INTERNATIONA 4.2500 340,000 305,091 308,210 TURKEY GOVERNMENT INTERNATIONA 5.8750 250,000 248,587 225,620 TURKEY GOVERNMENT INTERNATIONA 6.3750 200,000 199,805 197,880 TURKEY GOVERNMENT INTERNATIONA 7.6250 200,000 208,847 205,440 TURKEY GOVERNMENT INTERNATIONA 11.8750 270,000 372,035 349,925 UKRAINE UKRAINE GOVERNMENT BOND 10.0000 800,000 30,510 27,282 UKRAINE GOVERNMENT BOND 16.0000 3,100,000 120,583 113,674 UKRAINE GOVERNMENT BOND 15.8400 9,774,000 437,736 383,570 UKRAINE GOVERNMENT BOND 17.0000 10,345,000 427,263 393,545 UKRAINE GOVERNMENT BOND 14.9100 1,686,000 64,239 63,140 UKRAINE GOVERNMENT BOND 11.6700 171,000 7,434 6,044 UKRAINE GOVERNMENT BOND 15.9700 3,210,000 125,783 122,887 UKRAINE GOVERNMENT INTERN 144A 6.7500 333,000 412,007 419,793 UKRAINE GOVERNMENT INTERN 144A 7.2530 200,000 217,596 198,960 UKRAINE GOVERNMENT INTERN REGS 0.0000 329,000 265,007 338,870 UKRAINE GOVERNMENT INTERN REGS 4.3750 100,000 104,112 107,614 UKRAINE GOVERNMENT INTERN REGS 7.7500 300,000 303,503 305,314 UKRAINE GOVERNMENT INTERN REGS 8.9940 200,000 196,873 221,820 UNITED ARAB EMIRATES ABU DHABI GOVERNMENT INTE 144A 2.5000 200,000 199,119 205,146 ABU DHABI GOVERNMENT INTE 144A 3.8750 210,000 202,020 227,976 ABU DHABI GOVERNMENT INTE REGS 3.1250 2,500,000 2,804,036 2,678,935 DAE SUKUK DIFC LTD 144A 3.7500 400,000 397,772 411,000 UNITED KINGDOM ASTRAZENECA PLC 0.7000 800,000 797,129 770,504 BARCLAYS BANK PLC 144A 10.1790 652,000 658,848 663,195 BARCLAYS PLC 4.6100 280,000 278,902 289,292 BARCLAYS PLC 4.9720 800,000 903,438 919,872 BARCLAYS PLC 2.6670 200,000 200,000 195,228 BARCLAYS PLC 1.8128 280,000 276,415 282,429 BARCLAYS PLC 1.5738 336,000 321,762 340,800 BARCLAYS PLC 1.6238 220,000 214,230 221,645 BELLIS ACQUISITION CO PLC 144A 3.2500 300,000 415,352 415,483 BP CAPITAL MARKETS PLC REGS 1.1040 200,000 257,304 236,776 CCP_IRS. R GBP-LIBOR-BBA 6M CM 0.0100 433,000 917 13,643 CCP_OIS. R STERLING OVERNIGHT 0.0100 1,500,000 0 113,429 CCP_OIS._R STERLING OVERNIGHT 0.5000 -2,100,000 -2,318 -2,301 FERGUSON FINANCE PLC 144A 3.2500 200,000 199,168 210,539 GAZPROM PJSC VIA GAZ FINA 144A 1.5000 1,000,000 1,213,050 1,174,125 GAZPROM PJSC VIA GAZ FINA 144A 3.2500 600,000 611,616 573,600 HSBC HOLDINGS PLC 3.6000 260,000 259,249 276,701 HSBC HOLDINGS PLC 6.1000 25,000 35,014 34,508 HSBC HOLDINGS PLC 4.5830 1,030,000 1,161,607 1,157,511 HSBC HOLDINGS PLC 2.3570 700,000 700,000 673,664 HSBC HOLDINGS PLC 1.7500 425,000 589,319 591,631 INVESCO FINANCE PLC 3.1250 60,000 60,842 62,580 JAGUAR LAND ROVER AUTOMOT REGS 5.8750 300,000 384,274 380,621 LLOYDS BANK PLC REGS 7.5000 200,000 163,050 150,253 LLOYDS BANKING GROUP PLC 4.0500 560,000 556,867 604,068 LLOYDS BANKING GROUP PLC 0.6950 200,000 200,000 199,913 NATIONWIDE BUILDING SOCIE 144A 3.7660 1,720,000 1,688,539 1,816,869 NATWEST GROUP PLC 4.8000 1,560,000 1,765,124 1,769,235 NATWEST GROUP PLC 1.7506 200,000 191,660 204,306 NATWEST GROUP PLC 3.4980 260,000 254,924 268,005 NATWEST GROUP PLC REGS 1.7500 100,000 128,429 124,006 ROLLS-ROYCE PLC REGS 5.7500 100,000 151,388 149,841 ROYALTY PHARMA PLC 144A 0.7500 310,000 308,301 309,678

End of Month: 3/31/2021 Unaudited Holdings Report Page 32 of 34 Coupon Units Cost Market Value ROYALTY PHARMA PLC 144A 1.2000 10,000 9,900 9,793 ROYALTY PHARMA PLC 144A 2.2000 50,000 50,244 47,715 ROYALTY PHARMA PLC 144A 3.3000 25,000 25,542 24,100 SANTANDER UK GROUP HOLDIN 144A 4.7500 230,000 220,302 254,902 SANTANDER UK GROUP HOLDINGS PL 2.8750 200,000 199,009 201,672 SANTANDER UK GROUP HOLDINGS PL 4.7960 1,810,000 1,810,050 1,991,967 SANTANDER UK PLC 4.0000 30,000 31,390 32,736 SOCIETY OF LLOYD'S REGS 4.7500 120,000 156,945 183,389 TESCO PROPERTY FINANCE 3 REGS 5.7440 57,223 80,827 103,300 TRINITY ACQUISITION PLC 3.5000 60,000 59,898 60,640 UNITED KINGDOM GILT REGS 0.5000 157,000 189,244 163,160 UNITED KINGDOM GILT REGS 0.6250 150,000 191,653 168,848 UNITED KINGDOM GILT REGS 1.7500 184,000 297,757 275,539 UNITED KINGDOM GILT REGS 2.5000 159,000 250,918 310,335 UNITED KINGDOM GILT REGS 3.5000 95,000 159,099 187,594 UNITED KINGDOM GILT REGS 3.7500 65,000 121,948 144,311 UNITED KINGDOM GILT REGS 4.2500 163,000 339,569 350,960 UNITED KINGDOM GILT REGS 4.5000 95,000 178,993 208,865 UNITED KINGDOM GILT REGS 0.8750 398,000 548,457 553,472 UNITED KINGDOM GILT REGS 1.6250 188,000 246,035 277,894 UNITED KINGDOM GILT REGS 4.2500 434,000 748,944 827,720 UNITED KINGDOM GILT REGS 0.6250 75,000 97,315 104,970 UNITED KINGDOM GILT REGS 1.0000 372,000 488,526 526,370 UNITED KINGDOM GILT REGS 0.1250 228,000 306,631 310,672 VMED O2 UK FINANCING I PL 144A 4.2500 400,000 400,053 388,840 VODAFONE GROUP PLC REGS 1.6250 100,000 117,181 128,778 VODAFONE GROUP PLC REGS 2.2000 100,000 119,260 130,631 URUGUAY URUGUAY GOVERNMENT INTERNATION 5.1000 90,000 95,134 111,497 URUGUAY GOVERNMENT INTERNATION 4.9750 540,000 708,213 661,678 VENEZUELA VENEZUELA GOVERNMENT INTE REGS 6.0000 243,000 172,290 23,936 VENEZUELA GOVERNMENT INTE REGS 7.0000 43,000 9,471 4,287 VENEZUELA GOVERNMENT INTE REGS 7.6500 33,000 9,307 3,333 VENEZUELA GOVERNMENT INTE REGS 7.7500 295,000 67,024 28,763 VENEZUELA GOVERNMENT INTE REGS 8.2500 140,000 23,231 14,210 VENEZUELA GOVERNMENT INTE REGS 9.0000 355,000 104,412 36,033 VENEZUELA GOVERNMENT INTE REGS 9.2500 232,000 55,564 23,780 VENEZUELA GOVERNMENT INTE REGS 11.7500 16,000 4,287 1,624 VENEZUELA GOVERNMENT INTE REGS 11.9500 27,000 7,264 2,768 VENEZUELA GOVERNMENT INTE REGS 12.7500 22,000 8,074 2,277 VENEZUELA GOVERNMENT INTERNATI 9.2500 130,000 10,222 13,325 Total of International Fixed Income Securities 226,852,116 227,980,476

Futures Contracts & Derivatives 0.03%

AUSTRALIA GOVT BOND REGS FWD 1.7500 597,000 378,178 371,688 AUSTRALIAN 10YR BOND FUT (SFE) 0.0000 -14 0 -3,092 AUSTRALIAN 3YR BOND FUT (SFE) 0.0000 -5 0 -599 CAN 5YR BOND FUTURE (MSE) 0.0000 1 0 -1,154 CANADA 10YR BOND FUTURE (MSE) 0.0000 -4 0 1,448 EURO-BOBL FUTURE (EUX) 0.0000 8 0 443 EURO-BTP FUTURE (EUX) 0.0000 -7 0 -11,095 EURO-BUND FUTURE (EUX) 0.0000 -20 0 -756 EURO-BUXL 30Y BND FUTURE (EUX) 0.0000 -4 0 6,524 EURO-OAT FUTURE (EUX) 0.0000 -2 0 -541 EURO-SCHATZ FUTURE (EUX) 0.0000 25 0 447 LONG GILT FUTURE (ICF) 0.0000 -25 0 21,496 90DAY EURO$ FUTURE (CME) 0.0000 -17 0 425 EURO$ 3YR MID-CRV FUT JUN 24 0.0000 -6 -962 -975 US 10YR NOTE FUTURE (CBT) 0.0000 136 0 -525,617 US 10YR ULTRA FUTURE (CBT) 0.0000 74 0 -165,648 US 2YR NOTE FUTURE (CBT) 0.0000 62 0 -9,343 US 5YR NOTE FUTURE (CBT) 0.0000 85 0 -102,452 US LONG BOND FUTURE (CBT) 0.0000 5 0 -57,554 US TREAS BD PRIN STRIP FWD 0.0000 720,000 345,478 345,478 US TREAS BOND PRIN STRIP FWD 0.0000 720,000 410,528 346,968 US ULTRA BOND (CBT) 0.0000 3 0 -2,680 Total Futures Contracts & Derivatives 213,409

Credit Default Swaps 0.07%

CCP_CDX. SP UL CDX.EM.35 CME 1.0000 4,200,000 0 -175,783 CCP_CDX. SP UL CDX.NA.HY.35_V1 5.0000 2,100,000 184,993 191,129 CCP_CDX. SP UL CDX.NA.HY.36_V1 5.0000 1,300,000 111,158 115,944 CCP_CDX. SP UL CDX.NA.IG.35_V1 1.0000 11,800,000 254,217 282,150 CCP_CDX. SP UL CDX.NA.IG.36 CM 1.0000 8,300,000 182,232 194,037 CCP_CDX. SP UL CDX-EMS34V1-5Y 1.0000 3,100,000 0 -151,885 CDS. SP UL CHINA PETROCHEMICAL 1.0000 400,000 6,556 9,674 CDX SP UL CMBX.NA.AAA.9_1 0.5000 199,973 1,211 1,882 CDX. SP UL CMBX.NA.AAA.10_1 0.5000 500,000 0 4,541 CMBX.SP CMBX.NA.AAA.8 SP MYC 0.5000 200,000 2,006 1,728

End of Month: 3/31/2021 Unaudited Holdings Report Page 33 of 34 Coupon Units Cost Market Value Total Credit Default Swaps 742,372 473,418

Alternatives 0.17%

BLACKSTONE REAL ESTATE DEBT IV 0.0000 1,232,977 1,213,074 1,232,977 Total Alternatives 1,213,074 1,232,977

Cash Equivalent Securities 8.74%

Master Notes/Money Markets EGYPT TREASURY BILLS 0.0000 1,550,000 94,270 94,270 STANDARD CHAR BK REV REPO 0.0200 12,400,000 12,400,000 12,400,000 AMERICAN HONDA FN DISC 0.0000 2,000,000 1,999,244 1,999,244 BNY MELLON CASH RESERVE 0.0100 1,128,391 1,128,391 1,128,391 CITIBANK CASH COLLATERAL 0.0100 219,000 219,000 219,000 DOMINION RES INC DISC 0.0000 1,050,000 1,049,723 1,049,723 ENTERGY CORP DISC 0.0000 1,025,000 1,024,755 1,024,755 EVERSOURCE ENERGY DISC 0.0000 1,050,000 1,049,845 1,049,845 FIDELITY NAT'L DISC 0.0000 1,050,000 1,049,606 1,049,606 FUTURES CASH COLLATERAL HELD 0.0000 639,000 639,000 639,000 HUMANA INC 4(2) DISC 0.0000 1,050,000 1,049,493 1,049,493 SAL CCP COLLATERAL 0.0100 325,000 325,000 325,000 SAL ICE CCP COLLATERAL 0.0100 267,000 267,000 267,000 SWAP COLLATERAL WITH JP MORGAN 0.0000 -6,000 -6,000 -6,000 SWAP/ISDA BARCLAYS CASH COLLAT 1.5500 -60,000 -60,000 -60,000 U S TREASURY BILL 0.0000 15,200,000 15,197,156 15,197,156 WTU CASH SWEEP ACCOUNT 0.5951 29,450,031 29,450,031 29,450,031 Others (Payables, Receiveables, etc.) 0.0000 0 -5,219,022 -4,526,725 Total of Cash Equivalent Securities 61,657,492 62,349,789

Preferred Securities 0.10%

CREDIT SUISSE GROUP AG 144A 7.5000 630,000 622,333 666,137 AGFC CAPITAL TRUST I 144A 1.9338 100,000 38,952 55,136 Total of Preferred Securities 661,285 721,272

Common Equity 0.03%

PHI GROUP INC/DE 0.0000 7,698 183,477 107,772 PHI GROUP INC-DEL 0.0000 2,436 21,140 37,831 STEARNS HOLDINGS LLC 0.0000 9,836 0 43,672 Total of Common Equity 204,617 189,275 Total of FIXED INCOME FUND-I 704,977,604 713,518,143

End of Month: 3/31/2021 Unaudited Holdings Report Page 34 of 34