DoubleLine Shiller Enhanced CAPE Portfolio Holdings as of July 31, 2021 (unaudited)

SECURITY NAME TICKER/ MATURITY COUPON QUANTITY TOTAL COST MARKET VALUE FORESIGHT EQUITY 58,790.118 851,126.54 1,248,702.11 MCDERMOTT INTL LTD MCDIF 39,481.908 138,186.68 13,068.51 OASWRTS BZ (OAS SA-CW39) 29,231.782 0.00 0.01 1011778 B.C. UNLIMITED (BURGER 11/13/2026 1.854% 13,767,833.650 13,787,964.55 13,520,425.68 20 TIMES SQ TR 2018-20TS 05/17/2035 3.100% 3,553,000.000 3,387,167.52 3,448,892.84 20 TIMES SQ TR 2018-20TS 05/17/2035 3.100% 3,392,000.000 3,186,632.35 3,160,942.39 5 BRYANT PK MTG TR 2018-5BP 06/15/2033 1.593% 6,415,000.000 6,406,981.25 6,408,039.08 5 BRYANT PK MTG TR 2018-5BP 06/15/2033 2.693% 9,876,000.000 9,812,237.19 9,634,925.85 522 FUNDING CLO I LTD19-1 01/18/2033 1.516% 6,500,000.000 6,500,000.00 6,518,383.04 AASET TR 2018-1 01/16/2038 3.844% 2,826,777.700 2,806,460.24 2,807,193.78 AASET TRUST 2019-2 10/16/2039 3.376% 9,421,471.250 9,421,414.72 9,459,694.16 ABBVIE INC 11/21/2022 2.300% 9,470,000.000 9,623,601.90 9,711,611.24 ACCESS CIG T/L B 02/27/2025 3.851% 1,499,432.580 1,491,698.72 1,489,243.94 ACE SECS HEQ 2007-WM1 11/25/2036 0.209% 7,834,339.200 4,409,275.73 4,147,605.72 ACHILLES DELAYED DRAW T/L (ONE 11/16/2027 5.250% 57,968.750 57,968.75 58,177.15 ACHILLES T/L (10/20) 11/16/2027 5.250% 1,792,538.670 1,765,125.91 1,798,982.85 ADAMS MILL CLO LTD 2014-1 07/15/2026 3.626% 250,000.000 247,642.71 251,024.50 ADJUSTABLE RATE MTG 2006-1 03/25/2036 0.349% 6,142,503.060 4,425,986.91 4,387,481.83 AFFIRM ASSET SEC TR 2020-A 02/18/2025 2.100% 19,650,000.000 19,706,827.81 19,779,837.38 AFFIRM ASSET SEC TR 2021-A 08/15/2025 1.060% 1,000,000.000 999,921.90 1,003,151.10 AFFIRM ASSET SECTZ TR 2020-Z2 01/15/2025 1.900% 15,054,211.290 15,053,372.77 15,175,814.69 AFFIRM ASST SEC TR 2021-B 08/15/2026 1.030% 6,000,000.000 5,999,750.40 6,008,795.70 AFFIRM ASST SEC TR 2021-B 08/15/2026 1.240% 4,200,000.000 4,199,035.26 4,204,704.00 AGL CLO 2020-3 LTD 01/18/2033 1.426% 14,000,000.000 14,000,000.00 14,036,770.72 AIG CLO 2018-1R 04/20/2032 1.254% 20,000,000.000 19,984,000.00 19,998,473.20 AIG CLO 2021-2 LLC 07/20/2034 10,000,000.000 10,000,000.00 10,000,000.00 AIR METHODS T/L B 04/22/2024 4.500% 1,133,314.240 1,129,066.29 1,112,597.26 AJAX MTG LN TR 2019-C 10/25/2058 3.950% 15,362,874.920 15,314,308.26 15,389,532.58 AJAXM 2021-C A 01/25/2061 2.115% 7,660,845.000 7,660,732.39 7,827,322.82 ALEN MORTGAGE TR 2021-ACEN 04/15/2038 1.743% 2,000,000.000 2,008,115.15 2,010,227.20 ALEN MORTGAGE TR 2021-ACEN 04/15/2038 3.193% 8,415,000.000 8,415,000.00 8,489,848.06 ALERA GROUP INTERMEDIATE HOLDI 08/01/2025 4.500% 1,820,113.760 1,820,572.16 1,822,388.90 ALIBABA GROUP HLDG LTD 06/06/2023 2.800% 5,300,000.000 5,443,928.43 5,499,927.45 ALLEGRO CLO LTD 2019-10R 04/20/2032 1.338% 12,000,000.000 12,000,000.00 12,018,058.20 ALLEGRO CLO VII LTD 2018-7 06/13/2031 1.226% 12,250,000.000 12,250,000.00 12,258,494.03 ALLIANCE LAUNDRY SYSTEMS T/L B 10/29/2027 4.250% 369,107.140 366,338.83 369,278.77 Alliant Holdings T/L B (05/19) 05/09/2025 3.343% 1,785,024.590 1,772,655.59 1,764,434.33 ALLIED UNIVERSAL SERVICES T/L 05/12/2028 4.250% 1,347,937.500 1,334,458.13 1,348,591.25 ALTICE US FINANCE I (CSC HOLDI 01/15/2026 2.323% 453,375.000 452,241.60 446,291.02 AMERICAN AIRLINES T/L B (06/17 10/11/2021 1.846% 346,500.000 346,396.62 322,368.01 AMERICAN AIRLINES T/L B (11/17 12/14/2023 2.073% 320,942.560 317,269.36 314,042.29 AMERICAN EXPRESS CO 02/27/2023 0.789% 6,684,000.000 6,693,538.76 6,735,221.70 AMERICAN HOME MTG 2004-2 02/25/2044 0.989% 2,572,288.000 2,385,069.29 2,450,413.77 AMERICAN RESIDENTIAL SERVICES 10/15/2027 4.250% 333,325.000 331,658.38 332,908.34 AMERICAN TIRE DISTRIBUTORS T/L 09/02/2024 8.500% 859,647.930 856,925.02 861,642.31 AMERICAN TOWER CORP NEW 03/15/2025 2.400% 6,445,000.000 6,776,088.74 6,752,760.48 AMGEN INC 05/15/2022 3.625% 4,605,000.000 4,659,452.22 4,686,814.87 AMGEN INC 05/01/2022 2.700% 270,000.000 271,511.09 273,857.63 AMGEN INC 05/11/2022 2.650% 4,225,000.000 4,274,798.80 4,295,924.10 AMUR EQPMNT FIN REC LLC 2021-1 11/22/2027 2.300% 4,000,000.000 3,999,011.60 4,022,304.40 ANCHORAGE CAP CLO 3-R 2018-3-R 01/28/2031 1.182% 2,250,000.000 2,236,500.00 2,250,701.89 ANCHORAGE CAPITAL 2020-16 LTD 10/20/2031 2.334% 8,800,000.000 8,800,000.00 8,814,990.62 ANCHORAGE CAPITAL CLO 19-9 LTD 07/15/2032 1.496% 25,000,000.000 25,000,000.00 25,018,578.50 ANCHORAGE CAPITAL LTD 2018-1R 04/14/2031 1.119% 7,500,000.000 7,387,500.00 7,501,875.00 ANGEL OAK MTG LN 2020-6 TR 05/25/2065 1.775% 1,004,186.280 1,004,176.93 1,012,321.59 ANGEL OAK MTG TR 2020-2 01/25/2065 2.531% 6,027,250.290 6,027,160.48 6,132,970.67 ANGEL OAK MTG TR 2020-4 05/25/2065 1.469% 6,931,501.040 6,931,432.41 6,975,496.66 ANTHEM INC 01/15/2023 3.300% 3,330,000.000 3,467,425.19 3,469,679.58 ANTHEM INC 08/15/2024 3.500% 5,970,000.000 6,439,905.75 6,444,271.13 ANZ NATIONAL INTL LTD 02/13/2023 1.900% 6,755,000.000 6,784,062.31 6,923,724.23 APIDOS CLO 2021-35 04/20/2034 1.249% 5,000,000.000 5,000,000.00 5,002,998.15 APPLIED SYSTEMS T/L B (09/17) 09/19/2024 3.750% 1,647,847.360 1,618,699.35 1,644,197.38 Aramark Services T/L (12/19) 01/15/2027 1.854% 735,687.500 734,767.90 723,732.58 ARAMARK SERVICES T/L (5/18) 03/11/2025 1.854% 1,725,000.000 1,717,775.00 1,700,470.50 ARBOR MTF MTG SEC TR 2021-MF2 06/30/2053 1.117% 113,078,000.000 10,185,086.10 10,437,167.25 ARBOR RLTY CM 2019-FL1 05/15/2037 1.793% 2,000,000.000 1,946,800.00 2,005,626.00 ARBOR RLTY CM 2020-FL1 02/15/2035 1.959% 2,000,000.000 1,948,120.00 2,007,428.00 ARBOR RLTY CM 2020-FL1 02/15/2035 2.609% 2,830,000.000 2,805,237.50 2,839,588.04 ARCHES BUYER T/L B 12/06/2027 3.750% 1,522,350.000 1,511,100.00 1,515,271.07 ARCTIC GLACIER T/L (AGUCAN) 03/20/2024 4.500% 539,032.510 540,223.52 516,403.93 AREIT TRUST 2019-CRE3 09/16/2036 2.060% 12,000,000.000 12,000,000.00 11,967,984.00 AREIT TRUST 2019-CRE3 09/14/2036 2.810% 1,251,000.000 1,251,000.00 1,233,762.47 ARIVO ACCEP AUTO LN 2021-1 TR 01/15/2027 1.190% 6,613,396.480 6,612,789.37 6,632,218.21 ARROYO MTG TR 2019-1 01/25/2049 3.805% 2,326,274.460 2,355,820.75 2,375,962.75 ARROYO MTG TR 2019-2 04/25/2049 3.498% 1,366,696.210 1,378,893.67 1,388,879.88 ARROYO MTG TR 2019-3 10/25/2048 3.416% 9,806,387.050 9,806,216.40 9,995,056.05 ASCEND LEARNING T/L (ALPINE FI 07/29/2024 4.000% 1,761,696.640 1,761,696.64 1,760,278.47 ASPLUNDH TREE (2/21) T/L 09/07/2027 1.854% 17,065,283.700 17,046,693.06 16,909,307.01 ASSUREDPARTNERS T/L B (2/20) 02/12/2027 3.604% 1,688,571.450 1,629,275.34 1,670,782.35 ASTRAZENECA PLC 06/12/2022 2.375% 1,325,000.000 1,329,093.07 1,347,672.17 ASTRAZENECA PLC 08/17/2023 3.500% 11,040,000.000 11,658,108.69 11,722,836.03 Asurion T/L B6 Replacement 11/03/2023 3.104% 456,722.180 444,339.82 452,392.45 ASURION T/L B8 (12/20) 12/23/2026 3.354% 890,525.000 880,035.69 875,078.84 AT&T INC 04/01/2024 4.450% 6,495,000.000 7,077,112.98 7,084,806.73 ATCLO 2018-10A A 01/15/2031 1.216% 2,799,275.760 2,783,179.92 2,800,480.04 ATCLO 2018-11A B 07/26/2031 1.775% 2,000,000.000 1,940,138.33 2,005,601.34 ATHENAHEALTH T/L B (01/21) 02/11/2026 4.351% 792,578.590 781,102.66 793,767.46 ATHENE GLOBAL FUNDING 05/24/2024 0.750% 9,805,000.000 9,809,606.08 9,856,198.38 ATLAS SENIOR LOAN FUND 2013-3R 11/17/2027 0.986% 9,950,544.180 9,909,320.49 9,953,187.34 ATMOS ENERGY CORP 03/09/2023 0.625% 3,250,000.000 3,250,118.81 3,250,905.06 ATRIUM HOTEL PORT TR 2018-ATRM 06/15/2035 3.493% 9,763,000.000 9,763,000.00 9,640,464.59 AUSTIN BIDCO T/L (VIRTUSA) 12/09/2027 5.000% 219,450.000 216,310.38 220,581.26 AVANTOR T/L B3 (7/21) 11/21/2024 2.500% 393,279.870 395,374.86 392,625.06 AVANTOR T/L B-4 (7/21) 11/08/2027 2.750% 4,298,400.000 4,329,391.92 4,289,889.17 AVATAR PURCHASER T/L (EAB / AD 11/15/2024 4.750% 1,413,263.610 1,411,393.37 1,404,430.71 AVAYA T/L B (9/20) 12/15/2027 4.323% 665,690.150 658,644.29 667,770.43 AVOLON HLDGS FDG LTD 05/01/2022 3.625% 5,926,000.000 5,935,394.91 6,042,219.59 AXALTA COATING SYSTEMS (DUPONT 06/21/2024 1.953% 12,449,054.320 12,408,504.56 12,325,435.21 AXIATA SPV2 BERHAD 03/24/2026 4.357% 1,100,000.000 1,245,181.55 1,241,207.00 B A T INTL FIN PLC DISC COML F 03/25/2026 1.668% 6,650,000.000 6,663,460.39 6,721,681.61 B&G Food T/L B (9/19) 10/10/2026 2.604% 310,000.000 306,900.00 310,065.10 BA MTG SECS INC 2005-I 10/25/2035 2.930% 1,512,549.520 1,512,549.52 1,543,958.67 BA MTG TR 2007-3 09/25/2037 6.000% 3,700,863.750 3,563,204.62 3,767,035.19 BAIDU INC 11/28/2022 3.500% 1,600,000.000 1,637,629.94 1,658,126.70 BAIDU INC 09/29/2023 3.875% 4,300,000.000 4,479,623.50 4,569,086.13 BAIN CAPITAL CR CLO 2019-1R 04/19/2034 1.320% 20,000,000.000 20,000,000.00 20,024,971.60 BAMLL COML MTG TR 2019-AHT 03/15/2034 2.593% 7,231,000.000 7,241,994.02 7,198,407.71 BANC AMERICA FDG 2015-R2 09/29/2036 0.310% 10,127,986.460 9,501,605.67 9,777,821.46 BANC AMERICA FDG 2015-R2 03/27/2037 0.351% 2,872,054.850 2,660,925.86 2,876,964.63 BANC OF AMERICA FDG 2006-7 10/25/2036 5.878% 1,417,332.770 1,355,275.13 1,410,119.54 BANCO BILBAO VIZCAYA ARGENTARI 04/21/2025 4.875% 3,100,000.000 3,329,986.54 3,240,368.00 BANCO CONTINENTAL S.A.E. 12/10/2025 2.750% 1,850,000.000 1,850,000.00 1,830,602.75 BANCO DE CREDITO DEL PERU 09/30/2031 3.250% 5,700,000.000 5,727,794.07 5,545,701.00 BANCO DE CREDITO DEL PERU 07/01/2030 3.125% 3,550,000.000 3,568,543.45 3,473,675.00 BANCO DE CREDITO DEL PERU 09/30/2031 3.250% 200,000.000 198,750.00 194,586.00 BANCO INTERNATIONAL DEL PERU S 07/08/2030 4.000% 1,400,000.000 1,392,417.03 1,375,458.00 BANCO LATINOAMERICANO DE 09/14/2025 2.375% 500,000.000 497,590.00 514,317.50 BANCO MERCANTIL DE NORTE 01/06/2167 6.875% 2,500,000.000 2,374,750.00 2,582,725.00 BANCO NACL DE COMERCIO EXT MTN 08/11/2026 3.800% 8,000,000.000 7,885,472.97 8,012,040.00 BANCOLOMBIA S A 10/18/2027 4.875% 200,000.000 203,114.54 202,648.00 BANCOLOMBIA S A 12/18/2029 4.625% 7,500,000.000 7,633,256.04 7,581,487.50 BANCORP COML MTG 2019-CRE6 TRS 09/17/2036 3.009% 3,705,000.000 3,709,947.89 3,606,057.98 BANCORP COML MTG TR 2018-CRE4 09/17/2035 2.193% 4,952,000.000 4,952,000.00 4,921,417.44 BANGKOK BK PUB CO LTD HONG KON 09/27/2022 3.875% 2,000,000.000 2,030,437.10 2,074,642.90 BANISTMO SA 09/19/2022 3.650% 800,000.000 798,224.00 811,648.00 BANISTMO SA 09/19/2022 3.650% 4,200,000.000 4,185,542.20 4,261,152.00 BANK 2021-BNK35 06/17/2064 1.160% 199,311,000.000 16,489,278.07 16,530,455.72 BANK OF NOVA SCOTIA 07/31/2024 0.650% 1,830,000.000 1,828,371.30 1,832,624.99 BANK OF NOVA SCOTIA 09/15/2023 0.550% 4,670,000.000 4,668,518.55 4,691,387.53 BANKCORP COMM MTG TR 2019-CRE5 03/17/2036 2.443% 3,711,000.000 3,715,674.35 3,707,281.21 BARCLAYS PLC 12/10/2024 1.007% 6,330,000.000 6,334,692.30 6,356,977.70 BARINGS CLO LTD 2015-2R 10/21/2030 3.084% 2,500,000.000 2,500,000.00 2,498,779.50 BATLN 2021-20A A 07/15/2034 1.318% 10,000,000.000 10,000,000.00 10,001,057.50 BATTALION CLO 2017-11R LTD 04/24/2034 1.275% 32,000,000.000 32,000,000.00 32,095,851.52 BATTALION CLO 2019-16 12/20/2032 2.134% 5,000,000.000 5,000,000.00 5,011,400.75 BATTALION CLO XV 2020-15 01/17/2033 1.484% 18,000,000.000 18,000,000.00 18,037,946.34 BAYVIEW OPP MSTR FD 2019-SBR2 06/28/2034 3.426% 8,299,545.420 8,299,545.42 8,469,329.22 BBCMS MTG TR 2017-DELC 08/15/2036 1.293% 1,174,000.000 1,174,000.00 1,176,106.39 BBCMS MTG TR 2017-DELC 08/15/2036 1.793% 1,338,000.000 1,338,000.00 1,340,684.56 BBCMS MTG TR 2017-DELC 08/15/2036 3.593% 8,629,000.000 8,674,495.85 8,651,445.75 BBCMS MTG TR 2018-TALL 03/16/2037 3.328% 15,176,000.000 15,277,499.69 13,980,044.70 BBCMS MTG TR 2019-BWAY 11/15/2034 2.253% 1,160,000.000 1,078,553.59 1,128,684.99 BBCMS MTG TR 2019-BWAY 11/15/2034 2.943% 11,001,000.000 10,927,201.99 10,342,780.47 BBCMS MTG TR 2021-C10 07/17/2054 1.821% 21,205,000.000 3,101,821.92 3,141,766.73 BBCMS MTG TR 2021-C10 07/17/2054 1.146% 29,456,500.000 2,682,919.63 2,715,459.24 BBCMS TR 2018-BXH 10/15/2037 1.593% 4,779,000.000 4,779,000.00 4,758,794.39 BB-UBS TRUST 2012-TFT 06/07/2030 3.559% 7,538,000.000 7,272,075.02 6,215,292.06 BBVA BANCO CONTL 08/26/2022 5.000% 2,600,000.000 2,633,170.97 2,694,692.00 BBVA BANCOMER S A INSTITUCION 11/12/2029 5.350% 2,330,000.000 2,301,191.60 2,471,431.00 BCAP LLC TR 2009-RR4 03/26/2037 6.000% 7,527,079.670 4,728,962.82 4,572,236.48 BCAP LLC TRUST 2012-RR1 10/26/2035 5.500% 1,635,743.070 1,579,602.71 1,424,662.69 BDO UNIBANK INC 10/24/2021 2.625% 2,000,000.000 1,996,154.07 2,013,550.00 BDO UNIBANK INC 03/06/2023 2.950% 4,000,000.000 4,026,695.29 4,140,000.00 BDS LTD 2019-FL4 08/15/2036 1.841% 2,000,000.000 1,942,420.00 2,002,108.00 BELLEMEADE RE LTD 2018-3 10/25/2028 1.939% 1,064,156.760 1,064,681.28 1,067,518.22 BENCHMARK MTG TR 2020-IG1 09/17/2043 0.509% 157,695,000.000 5,926,823.08 5,949,674.66 BERRY PLASTICS (2/21) TLZ 07/01/2026 1.827% 6,650,300.990 6,662,749.33 6,580,240.07 BFLD TR 2019-DPLO 10/16/2034 2.633% 14,962,000.000 14,921,423.05 14,743,282.49 BHMS 2018-ATLS 07/16/2035 0.000% 165,041,500.000 388,264.57 1,650.42 BHP TRUST 2019-BXHP 08/15/2036 1.864% 4,571,700.000 4,534,669.23 4,580,853.91 BK OF AMERICA CORP 03/05/2024 0.921% 8,765,000.000 8,792,547.75 8,843,259.00 BK OF AMERICA CORP 04/22/2025 0.740% 3,925,000.000 3,925,000.00 3,960,416.88 BLACKHAWK NETWORK T/L 06/16/2025 3.104% 2,298,288.790 2,282,029.16 2,270,387.56 BLUEM 2021-31A A1 04/19/2034 1.150% 20,000,000.000 20,000,000.00 20,001,965.60 BNP PARIBAS 01/10/2025 4.705% 5,910,000.000 6,455,718.46 6,447,594.64 BOC AVIATION USA CORPORATION F 04/29/2024 1.625% 4,240,000.000 4,247,611.18 4,280,001.64 BOEING CO 05/01/2023 4.508% 5,870,000.000 6,213,652.34 6,239,199.17 BOMFT 2020-RN1 A1 02/28/2035 3.228% 2,107,881.570 2,107,881.57 2,105,986.58 BOXER PARENT COMPANY T/L (BMC 10/02/2025 3.854% 1,063,017.210 1,049,001.87 1,055,517.62 BPCE S A 01/14/2025 2.375% 6,175,000.000 6,222,266.66 6,449,464.61 BRAND ENERGY & INFRASTRUCTURE 07/30/2024 5.250% 2,032,995.090 2,011,788.60 1,999,491.33 BRAVO RES FDG TR 2019-NQM1 07/25/2059 2.892% 1,632,987.240 1,632,961.11 1,647,967.61 BRAVO RES FDG TR 2021-B 04/25/2069 2.115% 27,271,363.800 27,271,025.63 27,283,270.48 BRAZIL FEDERATIVE REP 06/06/2025 2.875% 6,000,000.000 6,109,379.96 6,198,180.00 BREAMER HTLS RES TR 2018-PRME 06/15/2035 2.493% 7,491,000.000 7,491,129.80 7,296,575.59 BRIGHT BIDCO (LUMILEDS) T/L B 06/30/2024 4.500% 1,098,998.230 1,067,007.48 883,622.05 BRIGHTHOUSE FINANCIAL GLOBAL S 06/28/2023 0.600% 2,620,000.000 2,619,580.80 2,624,608.45 BRSP LTD 2021-FL1 08/19/2038 1.700% 13,968,000.000 13,968,000.00 14,021,078.40 BUCKEYE PARTNERS T/L (1/21) 11/02/2026 2.354% 1,056,665.120 1,051,381.78 1,048,269.92 BUSINESS JET SEC LLC 2021-1 04/15/2036 2.162% 5,441,139.680 5,441,090.17 5,588,583.68 BX 2021-VIEW TR 06/16/2036 3.693% 2,915,000.000 2,915,000.00 2,926,657.67 BX COML MTG TR 2018-BIOA 03/16/2037 1.414% 2,608,000.000 2,592,207.00 2,618,270.83 BX COML MTG TR 2019-XL 10/15/2036 1.893% 14,298,717.360 14,338,700.33 14,355,145.82 BX TR 2019-IMC 04/17/2034 1.993% 12,515,000.000 12,515,000.00 12,467,833.47 BX TR 2019-IMC 04/17/2034 2.993% 6,882,000.000 6,917,305.64 6,848,996.68 BX TR 2021-MFM1 01/17/2034 2.343% 5,700,000.000 5,700,000.00 5,713,549.47 BX TRUST 2017-APPL 07/17/2034 3.243% 2,313,707.690 2,313,707.69 2,321,978.27 BX TRUST 2017-SLCT 07/17/2034 2.143% 1,290,167.980 1,290,167.98 1,294,590.93 BX TRUST 2017-SLCT 07/17/2034 3.243% 4,119,100.000 4,119,100.00 4,138,891.45 BX TRUST 2018-GW 05/15/2037 2.063% 3,159,000.000 3,155,051.25 3,172,626.03 BX TRUST 2019-MMP 08/15/2036 1.993% 14,384,019.620 14,384,019.62 14,227,830.74 BX TRUST 2019-OC11 12/11/2041 4.075% 9,594,000.000 9,763,384.13 10,250,626.79 CABLE ONE T/L B4 05/03/2028 2.104% 6,670,000.000 6,636,650.00 6,601,632.50 CABLEVISION LIGHTPATH T/L 09/29/2027 3.750% 585,575.000 582,647.12 584,623.44 CAESARS RESORT T/L (6/20) 07/21/2025 4.604% 684,825.000 667,827.27 686,338.46 CAL FDG IV LTD 2020-1 09/25/2045 2.220% 11,266,145.850 11,263,600.81 11,468,464.42 Calpine Corporation T/L B-10 08/12/2026 2.104% 157,200.000 156,414.00 154,856.93 CALPINE CORPORATION T/L B5 (11 12/16/2027 2.610% 5,835,675.000 5,816,885.68 5,781,928.43 CALPINE CORPORATION T/L B9 04/06/2026 2.110% 2,956,180.060 2,939,631.94 2,910,920.94 CAMELOT US ACQUISITION T/L (9/ 10/30/2026 4.000% 164,175.000 163,354.12 164,354.77 Camelot US Acquisition T/L B 11/30/2026 3.104% 1,656,358.540 1,649,904.29 1,642,486.54 CAMPOSOL S A 02/03/2027 6.000% 1,000,000.000 1,033,504.72 1,030,615.00 CANACOL ENERGY LTD 05/03/2025 7.250% 1,850,000.000 1,951,699.48 1,949,557.75 CANADIAN IMPERIAL BANK 06/22/2023 0.450% 3,750,000.000 3,749,175.00 3,753,461.44 CAPITAL ONE FINL CORP 01/30/2023 3.200% 1,887,000.000 1,942,545.76 1,965,601.98 CAPITAL ONE FINL CORP 01/29/2024 3.900% 3,775,000.000 4,049,672.09 4,067,591.72 CARBON CAP COMM MTG 2019-FL2 11/18/2021 2.943% 11,389,000.000 11,389,000.00 10,951,253.53 CARBONE CLO LTD 2017 01/21/2031 1.274% 10,000,000.000 10,000,000.00 10,004,992.80 CARDINAL HEALTH INC 06/15/2022 2.616% 7,080,000.000 7,069,279.48 7,207,896.94 CARDINAL HEALTH INC 06/15/2024 3.079% 1,550,000.000 1,643,995.19 1,646,484.91 CARLYLE GLBL MKT STRG 2016-1R2 04/20/2034 1.274% 5,000,000.000 5,000,000.00 4,997,494.15 CARNIVAL T/L (USD) 06/30/2025 8.500% 435,600.000 421,986.79 433,286.96 CARRIER GLOBAL CORPORATION 02/15/2025 2.242% 6,361,000.000 6,634,183.54 6,661,804.25 CARVAL CLO III LTD 2019-3 07/20/2032 1.484% 30,000,000.000 30,000,000.00 30,026,905.80 CARVL 2021-1A A1A 07/20/2034 1.180% 11,000,000.000 11,000,000.00 10,995,089.82 CASTLE AIR SEC TR 2091-1 04/15/2039 3.967% 3,875,301.990 3,875,295.02 3,922,619.43 CASTLE US HOLDING (CISION US) 01/27/2027 3.953% 1,844,467.640 1,769,589.22 1,822,822.81 CATALENT PHARMA SOLUTIONS T/L 02/22/2028 2.500% 2,579,994.750 2,579,994.75 2,587,734.73 CATHEDRAL LAKE 2021-7 LTD 01/15/2032 1.436% 9,850,000.000 9,850,000.00 9,865,988.82 CATHEDRAL LAKE CLO LD 2013R 10/15/2029 1.326% 10,000,000.000 9,975,000.00 9,992,500.00 CBAM 2017-2R LTD 07/17/2034 1.324% 20,000,000.000 20,000,000.00 19,952,993.60 CBAM 2019-10 LTD 04/20/2032 1.254% 20,000,000.000 20,000,000.00 20,001,172.60 CD MTG TR 2017-CD3 02/11/2050 1.000% 47,426,362.940 2,949,372.50 2,117,620.30 CD MTG TR 2017-CD4 05/12/2050 1.282% 65,754,418.040 5,094,817.71 3,372,912.33 CD MTG TR 2017-CD6 11/15/2050 4.266% 2,950,000.000 3,210,386.96 3,219,959.22 CENTRAL AMER BOTTLING CORP 01/31/2027 5.750% 1,600,000.000 1,666,078.77 1,669,600.00 CENTURYLINK T/L B (1/20) 03/15/2027 2.354% 1,685,954.650 1,652,436.02 1,661,525.17 CF TRUST 2019-MF1 08/16/2032 3.200% 3,553,000.000 3,553,000.00 3,543,195.85 CFCRE COML MTG TR 2016-C3 01/10/2048 0.989% 20,900,568.350 1,213,020.02 794,643.79 CFCRE COML MTG TR 2016-C4 05/10/2058 1.637% 21,476,205.710 2,203,430.02 1,355,270.99 CFCRE COML MTG TR 2017-C8 06/17/2050 1.589% 53,874,092.270 5,389,860.25 3,573,209.94 CFCRE COML MTG TR 2017-C8 06/17/2050 0.944% 16,201,000.000 1,014,019.87 794,325.31 CFCRE TR 2018-TAN 02/17/2033 1.633% 39,410,000.000 1,966,252.13 780,290.41 CFIP CLO LTD 2014-1R 07/13/2029 1.449% 22,000,000.000 22,000,000.00 22,018,032.52 CFIP CLO LTD 2017-1 01/18/2030 1.354% 10,350,000.000 10,313,775.00 10,358,447.88 CFIP CLO LTD 2017-1 01/18/2030 1.784% 2,000,000.000 1,960,000.00 2,001,704.92 CH GUENTHER & SON T/L B 03/31/2025 2.854% 1,681,824.930 1,682,361.40 1,658,699.84 Charter Communications Operati 02/01/2027 1.860% 17,054,583.790 17,053,477.11 16,878,751.03 CHARTER NEX T/L (6/21) 12/01/2027 4.500% 927,675.000 918,398.25 928,059.99 CHG HEALTHCARE T/L B 06/07/2023 4.000% 808,606.600 807,984.89 808,105.26 CHILE ELEC PEC SPA 01/25/2028 5,600,000.000 4,707,647.22 4,521,244.00 CHT MTG TR 2017-COSMO 11/17/2036 3.093% 4,532,000.000 4,379,193.57 4,553,995.16 CHT MTG TR 2017-COSMO 11/15/2036 3.834% 441,000.000 440,251.21 443,389.87 CIFC FUNDING LTD 2014-VR2 10/17/2031 1.934% 1,800,000.000 1,789,200.00 1,802,445.73 CIGNA CORP NEW 03/15/2024 0.613% 2,035,000.000 2,035,000.00 2,036,172.34 CIMB BANK BERHAD 10/09/2024 0.904% 2,600,000.000 2,614,996.50 2,621,674.59 CINCINNATI BELL T/L 10/02/2024 4.250% 727,002.380 719,732.36 726,849.71 CITGRP COML MTG TR 2014-GC25 X 10/11/2047 0.963% 7,186,942.560 299,154.89 186,935.97 CITGRP COML MTG TR 2015-GC27 X 02/12/2048 1.334% 5,093,286.020 400,516.79 198,982.46 CITGRP COML MTG TR 2015-GC31 C 06/12/2048 4.053% 1,750,000.000 1,657,581.80 1,845,996.60 CITIGROUP COML MTG TR 2017-P7 04/15/2050 1.107% 13,454,326.120 905,805.50 643,371.08 CITIGROUP INC 06/01/2024 1.158% 5,982,000.000 5,962,828.65 6,071,676.70 CITIGROUP MTG LN TR 2019-E 11/25/2070 3.228% 28,327,966.480 28,327,841.84 28,431,459.87 CITIGROUP MTG LN TR 2020-EXP1 04/25/2060 1.804% 6,338,089.500 6,337,967.18 6,409,689.00 CITIGROUP MTG LOAN TR 2019-C A 09/25/2059 3.228% 8,214,466.170 8,184,945.44 8,241,312.69 CITIGRP COML MTG TR 2016-GC36 02/12/2049 1.219% 18,279,008.580 1,333,623.22 825,894.96 CITIGRP COML MTG TR 2016-P3 04/16/2049 1.682% 12,309,511.210 1,155,047.78 711,468.82 CITIGRP COML MTG TR 2016-P4 07/10/2049 1.902% 12,425,418.570 1,461,377.15 914,600.27 CITIMORTGAGE ALT LN TR 2007-A5 05/25/2037 5.750% 886,533.010 848,304.15 887,350.04 CK HUTCHISON INTL 21 LTD 04/15/2026 1.500% 3,000,000.000 3,008,820.79 3,039,861.45 CLARIOS GLOBAL T/L B1 04/30/2026 3.354% 1,752,830.770 1,736,896.98 1,741,875.58 CLNC 2019-FL1 08/17/2035 2.062% 2,000,000.000 1,952,580.00 1,994,394.00 CLNC 2019-FL1 08/17/2035 3.062% 19,958,000.000 19,958,000.00 19,597,857.89 CLUBCORP CLUB OPERATIONS T/L B 08/16/2024 2.953% 661,257.920 629,030.02 626,918.80 CMLTI 2019-B A1 04/25/2066 3.258% 3,947,320.660 3,947,318.68 3,984,413.24 CNT HOLDINGS I T/L (1-800 CONT 10/16/2027 4.500% 663,337.500 660,020.81 662,820.10 COLLEGE AVE ST LN 2017-A 11/26/2046 4.500% 2,034,841.400 1,978,779.48 2,143,214.20 COLT MTG LN 2021-1R TR 05/25/2065 0.857% 7,825,564.270 7,825,539.24 7,825,772.43 COLT MTG LN TR 2020-3 04/27/2065 2.380% 656,373.630 656,368.11 662,892.73 COMET ACQUISITION T/L (PARADIG 10/24/2025 3.453% 346,125.000 345,259.70 342,577.22 COMM 2021-LBA MORTGAGE TRUST G 03/15/2038 2.743% 944,000.000 944,000.00 948,722.64 COMM MTG TR 2013-CCRE10 08/10/2046 0.713% 6,603,201.680 332,890.64 85,597.96 COMM MTG TR 2013-CCRE12 10/15/2046 1.114% 23,915,336.700 1,460,876.29 502,638.20 COMM MTG TR 2014-CCRE17 05/10/2047 0.962% 2,309,811.870 151,939.65 49,646.17 COMM MTG TR 2014-CCRE19 08/10/2047 4.703% 233,000.000 232,677.87 247,077.56 COMM MTG TR 2014-FL5 10/17/2031 4.093% 1,876,000.000 1,826,168.75 1,830,389.75 COMM MTG TR 2015-CCRE22 03/12/2048 0.885% 17,838,447.410 912,690.52 420,609.18 COMM MTG TR 2015-CCRE25 08/12/2048 0.823% 33,101,140.400 1,645,867.26 942,938.95 COMM MTG TR 2015-CCRE27 10/13/2048 0.913% 36,255,190.970 2,057,365.54 1,230,095.12 COMM MTG TR 2015-DC1 02/12/2048 1.021% 10,026,614.230 625,640.47 256,019.57 COMM MTG TR 2015-DC1 02/12/2048 4.307% 5,373,000.000 5,567,464.52 5,596,504.44 COMM MTG TR 2015-LC21 07/10/2048 0.677% 46,022,569.580 1,834,211.44 1,051,652.53 COMM MTG TR 2015-LC23 10/10/2048 4.617% 1,470,000.000 1,441,246.30 1,598,933.70 COMM MTG TR 2016-CCRE28 02/12/2049 4.638% 1,769,000.000 1,657,963.07 1,936,097.97 COMM MTG TR 2016-DC2 02/12/2049 0.959% 14,416,807.370 901,940.16 512,033.10 COMM MTG TR 2018-HCLV 09/15/2033 2.270% 11,396,000.000 11,316,182.76 11,254,884.47 COMMERCEHUB T/L B 12/29/2027 4.750% 442,775.000 440,561.12 443,950.57 COMPANIA DE TELECOMUNICS CHILE 10/12/2022 3.875% 7,250,000.000 7,309,209.73 7,499,726.25 Compass Power Generation T/L B 12/20/2024 4.500% 1,348,177.230 1,331,402.87 1,332,767.56 CONAGRA BRANDS INC 05/01/2024 4.300% 6,025,000.000 6,578,511.96 6,605,059.53 CONNECT US FINCO (INMARSAT) T/ 12/11/2026 4.500% 439,437.500 434,371.24 439,870.35 CONSERVICE T/L B 05/13/2027 4.354% 684,825.000 658,829.91 685,465.31 CORP FINAN DE DESARROLO S.A 07/15/2029 5.250% 1,650,000.000 1,701,668.19 1,742,697.00 CP ATLAS BUYER (AMERICAN BATH) 11/23/2027 4.250% 1,546,125.000 1,537,379.31 1,541,618.05 CREDICORP LTD 06/17/2025 2.750% 1,100,000.000 1,094,049.00 1,118,128.63 CREDIT SUISSE INTERNATIONAL 06/12/2024 1.359% 6,615,000.000 6,648,526.69 6,720,077.82 CSABS 2020-AT1 A 10/15/2026 2.625% 6,932,278.340 6,932,188.23 7,088,053.57 CSAIL COM MTG TR 2021-C20 03/17/2054 1.047% 126,711,788.170 10,172,846.13 10,346,980.51 CSAIL COML MTG TR 2015-C1 04/15/2050 0.824% 26,648,198.900 1,310,008.49 630,656.28 CSAIL COML MTG TR 2016-C6 01/15/2049 1.867% 3,038,842.150 323,756.36 221,537.97 CSAIL COML MTG TR 2020-C19 03/17/2053 3.614% 1,538,000.000 1,536,744.99 1,630,981.33 CSC HOLDINGS T/L B (03/17) 07/17/2025 2.323% 16,937,859.760 16,881,063.19 16,711,993.40 CSFB COML MTG PTC 2007-C1 02/17/2040 5.416% 12,388.810 12,381.07 13,017.54 CSFB MTG BKD TR 2005-11 12/25/2035 6.000% 1,631,271.340 1,569,079.14 1,556,079.85 CSFB MTG BKD TR 2005-11 12/25/2035 6.000% 59,966.530 59,479.29 58,748.43 CSFB MTG PTC 2004-8 12/25/2019 4.500% 2,452.490 2,452.49 739.43 CSFB MTG PTC 2005-9 10/25/2035 5.500% 687,751.550 671,661.78 549,582.33 CSMC 2019-RPL10 12/25/2059 3.015% 56,376,256.610 56,375,675.95 56,763,899.75 CSMC 2019-RPL9 TR 10/25/2059 3.319% 21,938,215.810 21,938,458.68 22,131,653.83 CSMC 2020-BPL1 TRUST 02/25/2024 3.393% 3,409,714.350 3,409,708.55 3,418,358.66 CSMC 2020-BPL2 LTD 03/25/2026 3.453% 2,941,590.460 2,941,589.58 2,940,844.18 CSMC 2020-FACT 10/15/2037 2.693% 2,979,000.000 2,979,000.00 3,016,297.68 CSMC 2020-FACT 10/15/2037 3.803% 8,697,000.000 8,697,000.00 8,814,641.71 CSMC 2020-NET 08/17/2037 3.704% 6,295,000.000 6,261,793.88 6,653,269.85 CSMC 2020-SPT1 04/25/2065 1.616% 10,470,302.110 10,470,226.73 10,530,294.85 CSMC 2021-ADV C 07/15/2038 2.394% 3,350,000.000 3,350,000.00 3,358,455.40 CSMC SERIES 2011-12R 07/27/2036 2.444% 751,238.290 736,108.95 741,814.31 CSMC SERIES 2011-5R 11/30/2037 3.061% 112,094.700 110,541.05 113,002.87 CSMC TR 2014-USA 09/17/2037 0.540% 9,873,827.870 241,166.67 194,740.52 CSMC TR 2020-RPL2 02/25/2060 3.433% 9,272,211.230 9,133,128.07 9,382,679.43 CSMC TR 2020-RPL3 03/25/2060 2.691% 6,915,169.180 6,915,066.84 7,018,973.48 CSMC TRUST 2017-CHOP 07/15/2032 3.643% 6,499,000.000 6,499,000.00 6,199,662.56 CSMC TRUST 2021-JR1 09/27/2066 2.465% 944,133.690 944,122.82 945,485.12 CVENT T/L 11/29/2023 3.854% 1,784,651.130 1,780,189.52 1,779,636.26 CVP CLO 2017-2 LTD 01/21/2031 1.324% 6,500,000.000 6,500,000.00 6,511,067.29 CWALT INC 2005-23CB 07/25/2035 5.500% 413,798.320 397,246.38 400,446.46 CWALT INC 2005-28CB 08/25/2035 5.500% 1,475,431.270 1,452,982.25 1,486,368.05 CWALT INC 2005-49CB 11/25/2035 5.500% 5,497,658.130 5,380,391.78 4,903,665.86 CWALT INC 2005-62 12/25/2035 0.689% 8,924,190.550 8,282,550.24 7,826,161.71 CWALT INC 2006-32CB 11/25/2036 5.500% 1,538,142.180 1,230,117.48 1,184,294.88 CWALT INC 2006-34 11/25/2046 6.250% 2,597,018.980 2,024,162.65 1,955,465.18 CWALT INC 2006-36T2 12/25/2036 5.750% 6,964,283.070 5,746,449.02 4,494,726.70 CWALT INC 2006-J4 07/25/2036 6.000% 1,759,543.860 1,454,925.52 1,436,146.21 CWALT INC 2006-J6 09/25/2036 6.000% 1,759,430.450 1,728,481.16 1,317,005.30 CWALT INC 2006-OA21 03/20/2047 0.274% 5,506,220.000 4,746,443.66 4,754,416.14 CWALT INC 2007-12T1 06/25/2037 6.000% 8,455,518.590 7,327,509.28 5,967,259.86 CWALT INC 2007-15CB 07/25/2037 6.000% 359,119.570 349,944.30 302,670.50 CWALT INC 2007-8CB 05/25/2037 5.500% 5,193,206.920 4,712,460.84 4,041,443.47 CWALT INC 2007-9T1 05/25/2037 6.000% 12,375,181.710 8,469,377.39 8,264,143.87 CWMBS CHL MTG TR 2006-20 02/25/2037 0.739% 10,984,292.580 6,341,678.69 5,065,011.09 CWMBS CHL MTG TR 2007-14 09/25/2037 6.500% 649,163.720 640,237.73 517,556.23 CWMBS INC 2005-10 05/25/2035 5.500% 1,026,106.400 995,964.50 1,002,810.71 CYANCO INTERMEDIATE T/L 03/07/2025 3.604% 494,412.090 494,412.09 490,130.48 CYXTERA T/L B (COLORADO BUYER) 05/01/2024 4.000% 1,177,608.650 1,177,608.65 1,155,198.76 DBCG MTG TR 2017-BBG 06/16/2034 1.100% 3,750,000.000 3,750,000.00 3,732,055.13 DBJPM MTG TR 2016-C1 05/10/2049 1.381% 16,896,342.890 1,486,548.60 871,768.50 DBJPM MTG TR 2017-C6 06/10/2050 4.174% 1,120,000.000 1,201,616.30 1,205,528.35 DBS GROUP HLDGS 03/10/2031 1.822% 1,900,000.000 1,899,781.83 1,908,550.00 DBS GROUP HOLDINGS LTD 07/25/2022 0.745% 700,000.000 701,385.00 703,398.65 DBS GROUP HOLDINGS LTD 12/29/2049 3.600% 9,500,000.000 9,331,827.94 9,528,405.00 DEERFIELD (DUFF & PHELPS/DAKOT 04/09/2027 4.750% 1,534,810.160 1,519,250.06 1,537,572.82 DELL INTERNATIONAL T/L B (2/21 09/19/2025 2.000% 5,221,454.770 5,234,107.97 5,219,731.69 DELL INTL LLC/EMC CORP 06/15/2023 5.450% 6,135,000.000 6,611,043.83 6,633,375.93 DELTA AIR LINES T/L B (SKYMILE 10/20/2027 4.750% 645,000.000 638,550.00 682,268.10 DEUTSCHE ALT-A SECS 2006-AR4 A 12/25/2036 0.349% 7,824,727.890 3,889,735.36 3,689,400.67 DEUTSCHE ALT-A SECS 2006-AR4 A 12/25/2036 0.469% 5,192,192.710 2,598,369.31 2,474,723.66 DEUTSCHE ALT-B SECS 2006-AB4 A 10/25/2036 6.005% 551,262.020 524,887.25 547,488.85 DEUTSCHE BANK NY 05/28/2024 0.898% 6,245,000.000 6,239,773.60 6,242,075.09 DEUTSCHE MTG & ASSET 2014-RS1 07/28/2037 6.497% 463,210.440 434,348.33 442,442.77 DIAMOND RESORTS OWN TR 2021-1 11/21/2033 2.700% 5,146,324.110 5,146,205.23 5,235,094.08 DIAMOND SPORTS GROUP T/L (SINC 08/24/2026 3.360% 412,618.250 398,541.06 228,159.32 DIAMOND T/L (DIVERSEY) 09/06/2024 3.185% 1,525,036.170 1,477,002.88 1,514,551.55 DIGICEL GROUP 0.5 LIMITED 04/01/2025 8.000% 495,148.809 181,222.78 432,839.28 DIGICEL GROUP 0.5 LTD 12/01/2021 7.000% 196,315.403 123,010.48 154,179.25 DIGICERT BUYER T/L 10/16/2026 4.104% 849,250.000 838,395.23 849,368.90 DOLLAR TREE INC 05/15/2023 3.700% 2,075,000.000 2,178,950.63 2,188,668.79 DOLLAR TREE INC 05/15/2025 4.000% 3,950,000.000 4,369,765.71 4,367,851.42 DOWDUPONT INC 11/15/2025 4.493% 5,895,000.000 6,714,433.09 6,712,990.38 DRB PRIME ST LN TR 2017-A 05/27/2042 3.100% 1,494,235.580 1,494,131.57 1,521,905.54 DRYDEN CLO LTD 2019-75R2 04/17/2034 1.166% 10,000,000.000 10,000,000.00 9,995,034.60 DRYDEN XXVIII SR LN 2013-28R 08/15/2030 1.356% 5,000,000.000 4,997,500.00 5,003,397.95 DTE ENERGY CO 10/01/2024 2.529% 2,375,000.000 2,377,980.23 2,493,795.08 DTE ENERGY CO 11/01/2022 2.250% 590,000.000 589,120.90 603,561.79 DTE ENERGY CO 06/01/2025 1.050% 3,890,000.000 3,882,043.72 3,905,838.64 Dun & Bradstreet T/L (Star Mer 02/06/2026 3.345% 1,939,533.420 1,935,676.25 1,925,588.17 DYNASTY ACQUISTION CO T/L B (2 04/06/2026 3.703% 508,372.320 506,588.33 492,485.69 DYNASTY ACQUISTION T/L (STANDA 04/01/2026 3.703% 273,318.440 272,359.30 264,777.24 EARNEST SL PROG LLC 2017-A 01/25/2041 2.650% 1,112,972.240 1,112,695.00 1,117,968.59 EBAY INC. 05/10/2026 1.400% 6,550,000.000 6,541,392.81 6,639,730.61 ECOPETROL S A 09/18/2023 5.875% 4,400,000.000 4,759,212.40 4,754,882.00 EDELMAN FINANCIAL (3/21) T/L 04/07/2028 4.500% 1,627,550.190 1,618,299.92 1,625,849.40 EG AMERICA INCREMENTAL T/L B 02/06/2025 4.203% 831,563.790 826,753.01 827,210.55 ELANCO ANIMAL HEALTH T/L B 02/04/2027 1.850% 10,931,986.270 10,865,121.18 10,746,525.12 ELEMENT SOLUTIONS (PLATFORM) T 01/30/2026 2.104% 2,185,000.000 2,174,075.00 2,177,188.63 ELEVATION CLO LTD 2018-9 07/15/2031 1.246% 20,000,000.000 20,000,000.00 20,004,850.20 ELMWOOD CLO IV 2020-4 LTD 04/15/2033 1.366% 6,000,000.000 6,000,000.00 6,020,545.44 EMIRATE ABU DHABI 04/16/2025 2.500% 3,000,000.000 3,086,746.42 3,194,550.00 EMIRATE ABU DHABI 09/02/2023 0.750% 2,600,000.000 2,593,838.00 2,618,275.40 EMPRESA ELECTRICA ANGAMO SA 05/25/2029 4.875% 1,536,359.500 1,539,491.10 1,516,348.42 EMPRESA ELECTRICA COCHRANE SPA 05/14/2027 5.500% 2,385,040.000 2,439,906.20 2,374,803.03 EMPRESA ELECTRICA GUACOLDA SA 04/30/2025 4.560% 2,552,000.000 2,280,780.25 1,440,780.98 ENA NORTE TR 04/25/2028 4.950% 1,422,542.590 1,420,401.65 1,453,909.65 ENEL GENERACION CHILE S.A. 04/15/2024 4.250% 9,904,000.000 10,603,047.28 10,612,998.94 ENERGIZER HOLDINGS T/L B (12/2 12/22/2027 2.750% 6,672,135.540 6,712,506.27 6,642,944.95 ENN ENERGY HOLDING 07/24/2022 3.250% 200,000.000 203,066.72 204,263.76 ENTERGY CORP NEW 09/15/2025 0.900% 6,115,000.000 6,077,036.50 6,087,749.79 EQUINIX INC 07/15/2025 1.250% 6,575,000.000 6,551,007.12 6,622,767.38 ERESEARCHTECHNOLOGY T/L B (11/ 02/04/2027 5.500% 129,672.540 129,672.54 130,077.77 EW SCRIPPS T/L B3 (12/20) 01/07/2028 3.750% 1,263,537.500 1,260,378.66 1,262,052.84 EXANTAS CAPITAL CORP 2020-RS08 03/15/2035 1.910% 2,000,000.000 1,935,562.00 2,008,226.00 EXCELITAS TECHNOLOGIES T/L (EX 11/15/2024 4.500% 1,624,624.350 1,628,261.04 1,626,151.50 EXETER AUTO RECV TR 2021-1 11/16/2026 1.080% 5,000,000.000 4,998,389.00 4,995,551.50 EXETER AUTO RECV TR 2021-1 02/15/2028 2.210% 10,000,000.000 9,996,635.00 9,898,749.00 EXGEN RENEWABLES/ EXELON (12/2 12/15/2027 3.750% 659,810.000 656,510.95 659,671.44 EXIM BANK THAILAND 11/20/2023 1.055% 2,500,000.000 2,506,464.07 2,522,500.00 EXIM BANK THAILAND 05/23/2024 1.000% 500,000.000 500,800.82 504,092.50 EXPEDIA GROUP INC 05/01/2025 6.250% 5,730,000.000 6,593,182.14 6,687,856.37 EXTENDED STAY AMER TR 2021-ESH 07/15/2038 2.344% 5,590,000.000 5,590,000.00 5,647,454.02 EXTENET ISSUER LLC 2019-1 07/25/2049 3.204% 2,490,000.000 2,571,201.23 2,569,544.54 EXXON MOBIL CORP 04/15/2023 1.571% 6,360,000.000 6,438,887.32 6,497,938.16 FENIX PWR PERU S A 09/20/2027 4.317% 6,678,676.480 6,971,638.12 6,707,394.79 FHLMC GIANT MBS GOLD COMB 30 02/01/2045 3.000% 714,352.410 717,205.79 756,762.35 FHLMC GIANT MBS GOLD COMB 30 03/01/2045 3.000% 708,898.140 711,742.09 751,039.90 FHLMC MBS 02/01/2043 2.020% 2,130,931.390 2,136,459.89 2,242,629.42 FHLMC MULTI SCR 2021-MN1 01/25/2051 2.050% 1,790,398.980 1,811,223.50 1,807,239.11 FHLMC REMIC SERIES 3417 02/15/2038 6.187% 396,903.150 60,879.97 78,624.37 FHLMC REMIC SERIES 4060 09/15/2026 1.500% 2,633,705.720 2,610,146.40 2,652,431.89 FHLMC REMIC SERIES 4471 02/15/2044 3.000% 950,139.530 957,912.06 998,285.38 FHLMC REMIC SERIES 4941 12/15/2048 5.794% 9,165,520.400 2,000,494.20 1,686,727.05 FHLMC REMIC SERIES 4954 02/25/2050 2.500% 14,915,451.180 15,516,169.85 15,615,588.42 FHLMC REMIC SERIES 5105 02/25/2037 2.000% 9,020,986.900 9,266,854.00 9,312,689.53 FHLMC REMIC SERIES K-722 03/25/2023 1.307% 28,841,100.360 168,888.94 423,093.17 FHLMC SUPER 03/01/2036 1.500% 76,826,549.600 78,518,601.26 78,355,007.66 FHLMC SUPER 03/01/2036 2.000% 46,964,290.100 48,901,820.44 48,783,220.81 FHLMC SUPER 08/01/2036 2.000% 34,800,000.000 36,046,546.88 36,147,806.78 FHLMC SUPER 05/01/2036 2.000% 19,525,816.600 20,208,716.43 20,363,088.69 FHLMC UMBS 11/01/2040 2.000% 15,349,276.940 15,827,565.29 15,767,478.12 FILTRATION GROUP T/L (USD) 03/31/2025 3.104% 1,523,622.200 1,503,500.57 1,509,780.09 FLEETCOR TECHNOLOGIES T/L (4/2 04/28/2028 1.854% 3,710,000.000 3,682,175.00 3,687,480.30 FLEX ACQUISITION T/L (HILEX PO 06/20/2025 3.452% 775,810.850 760,205.92 765,671.00 FLEXERA SOFTWARE T/L B (12/20) 03/03/2028 4.500% 2,075,490.870 2,071,207.75 2,078,635.24 FNMA REMIC TRUST 2020-59 08/25/2040 3.000% 10,298,189.100 10,871,912.81 10,916,498.55 FNMA MBS 07/01/2042 1.945% 3,733,945.850 3,750,435.27 3,936,141.15 FNMA MBS 05/01/2045 3.000% 1,299,367.270 1,301,729.69 1,346,426.79 FNMA MEGA 11/01/2042 2.039% 2,146,500.940 2,152,257.84 2,261,706.93 FNMA MEGA 05/01/2045 1.865% 1,317,771.750 1,324,188.82 1,382,362.45 FNMA MEGA 05/01/2044 2.611% 6,946,828.780 7,023,957.68 7,266,599.09 FNMA REMIC TRUST 2012-32 11/25/2026 2.000% 1,415,354.840 1,415,767.77 1,447,598.89 FNMA REMIC TRUST 2013-40 04/25/2042 3.500% 779,092.800 789,448.35 792,062.75 FNMA REMIC TRUST 2015-09 01/25/2045 3.000% 1,677,341.820 1,694,164.87 1,789,481.68 FNMA REMIC TRUST 2016-72 07/25/2046 3.000% 2,377,837.900 2,400,114.54 2,470,342.93 FNMA REMIC TRUST 2019-25 06/25/2049 5.961% 10,447,710.300 2,597,009.73 1,976,525.00 FNMA REMIC TRUST 2020-39 06/25/2040 3.000% 7,428,455.700 7,818,511.75 7,871,261.49 FNMA REMIC TRUST 2020-45 07/25/2040 3.000% 25,330,878.410 26,662,740.52 26,846,885.89 FNMA REMIC TRUST 2020-M49 11/25/2030 1.256% 23,229,391.240 23,779,861.41 23,573,715.86 FNMA REMIC TRUST 2021-21 07/25/2043 2.000% 9,076,125.500 9,322,510.80 9,345,370.58 FNMA REMIC TRUST 2021-21 11/25/2047 2.000% 8,447,242.320 8,650,370.40 8,652,777.24 FNMA REMIC TRUST 2021-29 05/25/2041 1.250% 13,448,982.750 13,561,734.27 13,556,397.09 FNMA REMIC TRUST 2021-31 06/25/2041 2.000% 18,643,113.800 19,207,329.10 19,245,938.88 FNMA SUPER 01/01/2036 2.000% 26,213,307.400 27,400,341.11 27,252,576.18 FNMA UMBS 03/01/2045 3.000% 963,644.680 967,992.79 1,020,774.65 FNMA UMBS 05/01/2036 1.500% 1,955,580.860 1,988,506.69 1,996,756.32 FNMA UMBS 10/01/2032 3.000% 270,361.740 270,544.85 286,630.80 FNMA UMBS 11/01/2040 2.000% 18,358,608.600 18,953,998.15 18,869,691.15 FOCUS FINANCIAL DELAYED DRAW T 06/30/2028 2.500% 555,000.000 552,918.76 550,005.00 FOCUS FINANCIAL PARTNERS T/L ( 06/30/2028 2.500% 2,405,000.000 2,395,981.26 2,383,355.00 FONTAINEBLEAU MIAMI 2019-FBLU 12/12/2036 3.963% 13,253,000.000 13,068,259.14 13,578,328.02 FONTAINEBLEAU MIAMI 2019-FBLU 12/12/2036 3.963% 14,992,000.000 14,557,278.53 15,212,048.08 FORESIGHT ENERGY T/L A 06/30/2027 9.500% 490,587.830 305,164.46 490,587.83 FORTERRA FINANCE T/L (04/17) 10/25/2023 4.000% 391,573.470 380,630.64 391,806.46 FOUNDATION FIN TR 2019-1 11/15/2034 3.860% 4,003,305.860 4,002,685.34 4,134,305.24 FREM MTG TR 2019-KF69 08/27/2029 2.401% 3,331,049.290 3,317,588.94 3,349,173.86 FREMF MTG TR 2015-KF08 02/25/2022 4.951% 3,348,616.110 3,344,002.62 3,350,560.32 FREMF MTG TR 2016-KF18 05/25/2026 5.601% 2,663,200.130 2,643,226.13 2,663,403.60 FREMF MTG TR 2016-KF20 07/25/2023 5.151% 3,185,209.850 3,214,002.21 3,245,919.95 FREMF MTG TR 2016-KF22 07/25/2023 5.151% 640,680.900 640,680.90 648,686.72 FREMF MTG TR 2017-K67 09/25/2049 0.100% 124,762,277.000 683,842.29 667,615.42 FREMF MTG TR 2017-KF27 12/25/2026 4.451% 2,082,653.360 2,067,033.46 2,078,992.89 FREMF MTG TR 2017-KF28 01/25/2024 4.101% 5,907,607.820 5,890,263.24 5,913,132.61 FREMF MTG TR 2017-KF30 03/25/2027 3.351% 2,481,119.170 2,457,062.29 2,478,349.50 FREMF MTG TR 2017-KSW2 05/25/2027 2.751% 5,794,733.940 5,834,463.93 5,861,241.26 FREMF MTG TR 2018-KC02 08/25/2025 9,365,000.000 7,028,060.28 7,336,675.86 FREMF MTG TR 2018-KF49 06/25/2025 2.001% 2,414,191.930 2,319,872.81 2,377,775.29 FRONERI INTERNATIONAL T/L (1/2 01/29/2027 2.354% 1,747,350.000 1,703,735.30 1,718,195.47 GALAXY PIPELINE A 09/30/2027 1.750% 10,500,000.000 10,647,422.40 10,650,759.00 GALAXY XXII CLO LTD 2016-2RR 04/17/2034 1.326% 27,500,000.000 27,500,000.00 27,561,854.65 GARDNER DENVER T/L B (INGERSOL 03/01/2027 1.854% 582,625.000 581,896.70 572,836.90 GCAT 2020-3 LLC 09/25/2025 2.981% 7,911,900.330 7,911,900.33 7,990,331.79 GCAT 2020-NQM2 TRUST 04/25/2065 1.555% 9,220,364.540 9,220,216.09 9,271,727.50 GCAT LLC 2020-2 06/25/2025 3.721% 1,016,733.040 1,016,733.04 1,021,020.60 GCAT LLC 2020-4 12/26/2050 2.611% 22,844,315.490 22,844,315.49 22,993,612.23 GE CAPITAL INTERNATIONAL FDG F 11/15/2025 3.373% 6,064,000.000 6,630,634.82 6,659,263.52 GEMINI HDPE T/L B (12/20) 12/31/2027 3.500% 1,080,735.060 1,069,927.71 1,078,033.22 GENERAC POWER T/L B (12/19) 12/11/2026 1.850% 563,855.420 566,437.67 565,265.06 GENERAL MILLS INC 12/15/2021 3.150% 4,195,000.000 4,194,657.36 4,209,650.03 GENERAL MLS INC 10/17/2023 3.700% 2,000,000.000 2,138,517.65 2,137,389.74 GENERAL MTRS FINL CO INC 03/01/2026 5.250% 5,765,000.000 6,663,769.72 6,689,720.18 GENESIS SALES FIN 2021-A TR C 12/20/2026 1.650% 10,000,000.000 9,999,080.00 10,015,704.00 GENESYS TELECOMMUNICATIONS T/L 12/01/2027 4.750% 2,081,620.530 2,065,050.13 2,086,272.95 Gentiva Health Services T/L (1 07/02/2025 2.875% 1,414,966.670 1,367,498.74 1,411,436.33 GEOPARK LTD 09/21/2024 6.500% 693,000.000 661,804.15 715,702.68 GETTY IMAGES T/L B USD (ABE IN 02/19/2026 4.625% 1,170,007.720 1,166,615.09 1,170,007.72 GFL ENVIRONMENTAL T/L (12/20) 05/30/2025 3.500% 952,521.210 945,850.40 953,197.50 GLENCORE FDG LLC 05/30/2023 4.125% 1,650,000.000 1,749,196.40 1,750,738.29 GLENCORE FDG LLC 04/16/2025 4.000% 2,556,000.000 2,799,776.21 2,803,627.27 GLENCORE FDG LLC 03/12/2024 4.125% 1,565,000.000 1,688,064.85 1,687,994.56 GLOBAL BK CORP CVD BK BD 10/20/2021 4.500% 300,000.000 299,780.30 302,516.84 GLOBAL BK CORP CVD BK BD 10/20/2021 4.500% 8,000,000.000 8,017,399.52 8,067,115.84 GLOBAL MEDICAL RESPONSE T/L B 10/02/2025 5.750% 1,099,475.000 1,093,977.62 1,102,515.05 GLOBAL PMTS INC 03/01/2026 1.200% 6,645,000.000 6,634,278.39 6,643,198.34 GLOBAL SC FIN 2020-1 SRL 10/17/2040 2.170% 4,561,985.490 4,561,769.71 4,627,263.85 GLS AUTO REC ISSUER TR 2020-2 08/15/2024 1.580% 4,062,215.790 4,061,939.97 4,091,948.77 GNMA REMIC TRUST 2016-136 04/20/2045 3.000% 3,044,434.690 3,073,663.65 3,073,567.49 GNMA REMIC TRUST 2017-004 10/20/2045 3.000% 380,635.980 383,841.14 383,946.90 GNMA REMIC TRUST 2019-056 05/20/2049 6.016% 7,408,728.140 1,572,134.37 1,298,758.93 GO DADDY (2/21) T/L 08/10/2027 2.104% 1,009,800.000 1,004,751.00 1,000,191.75 GO DADDY T/L B (11/17) 02/15/2024 1.854% 17,109,225.870 17,070,396.54 16,938,133.61 GOBP HOLDINGS T/L (GROCERY OUT 10/22/2025 2.854% 2,131,551.890 2,119,568.54 2,126,223.01 GOLDMAN SACHS GROUP INC 04/01/2025 3.500% 6,445,000.000 7,014,107.32 7,001,279.29 GOODRX T/L 10/10/2025 2.843% 1,768,290.950 1,765,375.05 1,755,214.44 GPMT LTD 2018-FL1 11/21/2035 2.235% 4,250,000.000 4,095,937.50 4,252,690.25 GRAHAM PACKAGING T/L (2/21) 08/04/2027 3.750% 947,895.510 940,786.30 943,156.03 GRANITE US HOLDINGS T/L B (1/2 09/30/2026 4.203% 1,113,541.410 1,009,112.72 1,113,541.41 GRAY TELEVISION T/L C (10/18) 01/02/2026 2.600% 2,378,073.700 2,372,298.63 2,359,798.20 GREAT WOLF TRUST 2019-WOLF 12/15/2036 3.224% 13,636,000.000 13,632,950.21 13,437,342.57 GREYSTONE CRE LTD 2021-FL3 07/15/2039 10,700,000.000 10,700,000.00 10,737,450.00 GREYSTONE CRE NOTES2019-FL LTD 09/15/2037 1.693% 2,000,000.000 1,947,260.00 2,005,122.00 GREYSTONE CRE NOTES2019-FL LTD 09/15/2037 2.093% 7,810,000.000 7,784,738.78 7,839,037.58 GREYSTONE CRE NOTES2019-FL LTD 09/15/2037 2.493% 3,903,000.000 3,903,000.00 3,897,125.99 GREYWOLF CLO 2018-7 10/20/2031 1.314% 12,000,000.000 12,002,703.86 12,008,961.12 GRIFOLS WORLDWIDE OPERATIONS 11/08/2027 2.091% 4,477,272.720 4,487,625.69 4,422,851.47 GRUPO AVAL LTD 09/26/2022 4.750% 1,800,000.000 1,792,189.84 1,843,911.00 GRUPO BIMBO SAB DE CV 01/25/2022 4.500% 900,000.000 908,809.38 916,510.11 GRUPOSURA FINANCE 04/29/2026 5.500% 2,000,000.000 2,155,330.50 2,170,220.00 GS MORTGAGE-BACKED SECURITIES 01/25/2059 2.625% 2,813,302.500 2,799,758.70 2,852,366.33 GS MTG SEC CORP TR 2018-LAUA E 11/15/2032 2.643% 1,518,000.000 1,518,000.00 1,523,516.72 GS MTG SEC CORP TR 2019-SMP 08/16/2032 2.693% 12,284,000.000 12,289,146.37 12,006,320.18 GS MTG SEC CORP TR 2019-SMP 08/16/2032 3.193% 6,838,000.000 6,819,836.56 6,613,308.11 GS MTG SECS CORP TR 2018-TWR E 07/15/2031 2.193% 5,000,000.000 5,000,000.00 4,832,995.50 GS MTG SECS CORP TR 2018-TWR F 07/15/2031 2.893% 5,000,000.000 5,000,000.00 4,745,473.50 GS MTG SECS CORP TR 2018-TWR G 07/15/2031 4.018% 5,000,000.000 5,000,000.00 4,562,277.00 GS MTG SECS TR 2012-ALOHA 04/12/2034 3.551% 12,469,000.000 12,604,883.82 12,588,514.12 GS MTG SECS TR 2014-GC24 09/12/2047 0.720% 3,682,092.250 150,476.74 70,905.31 GS MTG SECS TR 2014-GC26 11/13/2047 4.510% 1,802,000.000 1,644,712.70 1,223,865.06 GS MTG SECS TR 2015-GC32 07/10/2048 0.736% 32,262,396.420 1,490,777.93 808,689.23 GS MTG SECS TR 2015-GS1 11/10/2048 0.767% 8,739,534.240 398,585.48 249,198.21 GS MTG SECS TR 2016-GS2 05/12/2049 1.739% 14,610,397.060 1,508,146.18 1,003,177.62 GS MTG SECS TR 2016-GS3 10/13/2049 1.216% 26,080,248.790 1,981,144.34 1,336,667.52 GS MTG SECS TR 2018-GS10 07/12/2051 4.904% 887,000.000 920,253.14 969,299.85 GS MTG SECS TR 2018-GS10 07/12/2051 4.904% 1,760,000.000 1,804,374.39 1,861,925.30 GS MTG SECS TR 2018-GS10 07/12/2051 4.904% 2,391,000.000 2,422,376.16 2,448,703.92 GS MTG SECS TR 2018-GS10 07/12/2051 4.904% 2,314,000.000 2,294,229.65 2,303,366.24 GS MTG SECS TR 2018-GS10 07/12/2051 4.904% 2,893,000.000 2,765,446.32 2,814,652.93 GSAA HEQ TR 2006-19 12/25/2036 0.569% 6,026,234.270 3,202,967.47 3,107,087.22 GSCG TRUST 2019-600C 09/06/2034 3.985% 14,505,000.000 14,770,356.04 14,566,527.31 GSR MTG LN TR 2006-2F 02/25/2036 6.000% 397,131.340 388,070.50 278,401.62 GULF STREAM MERDN 3 LTD 2021-3 04/17/2034 1.446% 13,500,000.000 13,500,000.00 13,525,651.89 GULFSTREAM MERIDIAN 2021-4 LTD 07/17/2034 1.306% 17,500,000.000 17,500,000.00 17,552,500.00 HALCYON LN ADV FDG 2013-2 08/01/2025 2.876% 386,807.290 377,137.11 387,620.03 HALCYON LN ADV FDG 2013-2 08/01/2025 3.976% 250,000.000 245,250.00 218,098.98 HALCYON LN ADV FDG 2015-3R 10/18/2027 1.034% 4,829,045.880 4,829,045.88 4,826,631.36 HARBORVIEW MTG LN TR 2006-1 03/19/2036 0.569% 2,993,610.340 2,971,158.25 2,981,166.50 HAWAII HOTEL TR 2019-MAUI 05/17/2038 3.243% 15,347,000.000 15,435,853.54 15,188,014.29 HAYFIN KINGSLAND 2018-8 04/21/2031 1.254% 9,500,000.000 9,452,500.00 9,488,209.74 HAYFIN KINGSLAND 2018-8 04/21/2031 1.614% 6,500,000.000 6,367,354.78 6,484,491.52 HC GROUP T/L (WALGREENS/ OPTIO 05/22/2026 3.854% 1,856,725.000 1,840,641.36 1,850,690.64 HCA INC. 03/15/2024 5.000% 6,005,000.000 6,652,306.99 6,645,764.67 HCA T/L B14 06/23/2028 1.854% 2,250,000.000 2,250,000.00 2,265,468.75 HCRX INVESTMENTS HOLDCO T/L B 08/31/2028 2.750% 3,730,000.000 3,720,675.00 3,720,096.85 HEARTHSIDE FOOD T/L 4/18 05/17/2025 3.792% 1,416,490.870 1,409,836.91 1,404,981.88 HERMAN MILLER T/L B 06/29/2028 2.190% 1,995,000.000 1,985,025.00 1,989,074.85 HERO FDG TR 2016-1 09/20/2041 4.050% 1,467,268.580 1,467,136.96 1,552,289.75 Hexion Exit T/L 07/01/2026 3.710% 666,400.000 659,736.00 666,539.94 HILTON WORLDWIDE FINANCE T/L B 06/22/2026 1.842% 1,420,885.720 1,418,303.36 1,404,971.80 HORIZON AIR FIN 2018-A-B-C 12/15/2038 4.458% 4,262,128.550 4,262,037.35 4,287,526.57 HORIZON AIRCRAFT FINANCE III A 11/15/2039 3.425% 19,366,641.330 19,366,184.28 19,467,289.76 HORIZON THERAPEUTICS USA T/L B 03/15/2028 2.500% 17,005,380.000 16,967,092.02 16,862,959.94 HOUSTON FOODS T/L (DHANANI) 06/27/2025 3.854% 839,848.130 796,054.38 835,300.35 HPHT FINANCE 11/05/2024 2.875% 8,100,000.000 8,170,731.65 8,563,940.14 HPLY TRUST 2019-HIT 11/17/2036 2.093% 1,056,781.590 1,057,658.84 1,059,755.37 HPLY TRUST 2019-HIT 11/17/2036 2.443% 1,930,517.850 1,940,780.03 1,934,131.78 HPLY TRUST 2019-HIT 11/17/2036 3.243% 10,531,206.750 10,531,206.75 10,392,447.57 HYLAND SOFTWARE 2ND LIEN T/L ( 07/07/2025 7.000% 451,052.600 451,052.60 454,999.31 HYLAND SOFTWARE T/L 3 07/01/2024 4.250% 1,515,571.460 1,510,279.24 1,517,700.84 HYUNDAI CAP AMER 11/01/2022 2.850% 5,985,000.000 6,018,255.56 6,155,334.48 ICON LUXEMBOURG T/L B (6/21) 07/03/2028 3.000% 3,538,349.960 3,536,359.25 3,535,183.14 ICON T/L 07/03/2028 3.000% 14,201,650.040 14,193,672.94 14,188,939.56 IHEARTCOMMUNICATIONS T/L (01/2 05/01/2026 3.104% 663,931.270 646,060.92 656,047.09 ILLUMINATE BUYTER T/L 2/21 (MC 06/30/2027 3.604% 1,009,931.340 990,876.53 1,002,907.27 IMPAC SECD ASSETS TR 2006-5 02/25/2037 0.359% 1,052,244.870 990,475.84 993,870.01 IMT TR 2017-APTS 06/15/2034 2.243% 3,830,371.370 3,832,629.91 3,804,339.02 IMT TR 2017-APTS 06/15/2034 2.943% 214,754.280 214,754.28 214,262.94 INDIAN OIL CORP 08/02/2021 5.625% 350,000.000 350,015.86 350,000.00 INDIAN OIL CORP 08/01/2023 5.750% 2,200,000.000 2,251,246.94 2,387,357.50 INDONESIA REP 01/11/2023 2.950% 500,000.000 513,160.48 518,120.00 INDONESIA REP 04/25/2022 3.750% 1,759,000.000 1,795,143.38 1,800,778.01 INDONESIA REP 04/15/2023 3.375% 2,130,000.000 2,205,894.76 2,232,736.95 INDYMAC INDX 2006-AR5 05/25/2036 3.168% 963,655.290 927,775.18 990,833.65 INFOBLOX T/L (10/20) (DELTA TO 12/01/2027 4.500% 830,000.000 825,850.00 830,693.05 INFORMATICA T/L B (02/20) 02/25/2027 3.354% 656,687.500 653,404.05 650,668.96 INFORMATION RESOURCES T/L (IRI 11/07/2025 4.354% 1,792,917.940 1,736,945.21 1,792,173.88 INTELSAT JACKSON DIP T/L 07/13/2022 6.500% 159,468.000 159,468.00 161,211.78 INTELSAT JACKSON T/L B 11/30/2023 8.000% 1,060,545.120 1,053,293.22 1,080,101.57 INTEROCEANICA IV FIN 2007 11/30/2025 1,074,225.680 1,012,034.16 1,004,401.01 INTRAWEST RESORTS T/L B-1 09/30/2024 2.843% 1,677,485.970 1,670,869.30 1,662,455.70 INVEPAR A-1 EQUITY LINKED NOTE 12/30/2028 35,034.100 208,845.37 0.00 INVERSIONES CMPC SA CAYMAN IS 04/25/2022 4.500% 2,400,000.000 2,405,517.29 2,444,856.00 IQVIA T/L B3 (IMS HEALTH) 06/09/2025 1.953% 2,027,291.390 2,031,736.52 2,007,646.94 IRB HOLDING (ARBY'S) T/L B (01 02/05/2025 3.750% 1,049,132.110 1,037,426.13 1,045,077.21 IRB HOLDING COP T/L B 12/15/2027 4.250% 845,750.000 837,292.50 844,164.22 IRON MOUNTAIN T/L B 01/02/2026 1.854% 12,154,989.650 12,061,503.41 11,957,471.07 ITAU UNIBANCO HLDG SA CY 04/15/2031 3.875% 5,300,000.000 5,257,771.30 5,265,258.50 IVANTI SOFTWARE (LANDESK) T/L 12/01/2027 5.750% 807,975.000 796,701.12 808,536.54 J2 ACQUISITION T/L B (API GROU 10/31/2026 2.604% 1,465,000.000 1,466,797.61 1,456,759.38 JAMESTOWN CLO VI-R 2018-6R 04/25/2030 1.275% 1,755,000.000 1,755,000.00 1,753,683.75 JBS USA T/L B 05/29/2026 2.104% 17,018,043.820 16,987,005.46 16,853,224.07 JIMMY JOHNS FDG 2017-1 07/30/2047 4.846% 18,383,250.000 18,383,250.00 20,047,193.33 JP MORGAN ALT LN TR 2005-S1 12/25/2035 6.000% 35,923,139.920 22,406,462.85 21,395,186.30 JP MORGAN ALT LN TR 2007-S1 06/25/2037 0.769% 5,394,795.320 5,234,417.95 5,310,309.59 JP MORGAN CHASE CMBS 2014-C20 07/17/2047 4.399% 6,339,000.000 6,574,995.76 6,818,771.02 JP MORGAN CHASE CMBS 2016-WIKI 10/05/2031 4.009% 3,776,000.000 3,775,115.00 3,721,580.67 JP MORGAN CHASE CMBS 2017-FL10 06/15/2032 1.993% 291,022.010 289,566.90 290,613.47 JP MORGAN CHASE CMBS 2018-WPT 07/08/2033 4.950% 336,000.000 338,976.07 354,288.68 JP MORGAN CHASE CMBS 2018-WPT 07/08/2033 5.542% 5,245,000.000 5,303,560.43 5,427,098.01 JP MORGAN COM MTG 2006-LDP9 05/15/2047 5.337% 896,726.540 893,924.28 720,533.41 JP MORGAN MTG ACQ 2006-WMC2 06/25/2036 0.589% 13,025,215.460 8,550,456.85 7,845,376.43 JP MRGAN CHASE COM TR 2019-MFP 07/15/2036 2.253% 9,040,000.000 9,040,000.00 8,939,598.14 JP MRGAN CHASE COM TR 2019-MFP 07/15/2036 3.093% 1,712,000.000 1,590,575.57 1,696,558.79 JP MRGN CHASE COM TR 2020-NNN 01/16/2037 3.972% 11,575,000.000 11,854,417.60 11,789,963.96 JPM CHASE CMBS 2019-ICON UES C 05/05/2032 4.343% 4,216,000.000 4,304,504.23 4,290,484.07 JPM CHASE CMBS 2019-ICON UES D 05/05/2032 4.452% 4,314,000.000 4,367,947.61 4,401,815.78 JPM CHASE CMBS 2019-ICON UES E 05/05/2032 4.452% 5,040,000.000 5,040,000.00 5,003,313.84 JPM CHASE CMBS 2019-ICON UES F 05/05/2032 4.452% 5,287,000.000 5,159,325.26 4,855,416.90 JPM CHASE CMBS 2019-ICON UES G 05/05/2032 4.452% 5,775,000.000 5,469,059.19 5,122,615.58 JPMBB COML MTG SEC TR 2014-C2 01/17/2048 4.379% 1,303,000.000 1,288,942.95 1,365,101.63 JPMBB COML MTG SEC TR 2014-C23 09/17/2047 3.984% 4,240,000.000 4,212,316.84 4,304,754.98 JPMBB COML MTG SEC TR 2014-C23 09/17/2047 4.484% 1,500,000.000 1,626,008.80 1,614,417.15 JPMBB COML MTG SEC TR 2014-C23 09/15/2047 4.484% 500,000.000 498,024.50 521,321.30 JPMBB COML MTG SEC TR 2014-C25 11/18/2047 0.838% 17,896,846.470 915,861.73 421,928.89 JPMBB COML MTG SEC TR 2015-C27 02/18/2048 3.806% 5,287,890.000 5,208,426.88 4,761,839.07 JPMBB COML MTG SEC TR 2015-C29 05/15/2048 0.650% 17,280,783.110 878,471.53 361,081.96 JPMBB COML MTG SEC TR 2015-C29 05/15/2048 4.118% 2,828,000.000 2,997,522.12 3,009,932.59 JPMBB COML MTG SEC TR 2015-C30 07/15/2048 0.503% 25,571,122.800 894,914.54 443,766.38 JPMBB COML MTG SEC TR 2015-C31 08/17/2048 0.824% 11,074,618.010 588,362.66 321,406.46 JPMBB COML MTG SEC TR 2015-C32 11/15/2048 1.209% 17,742,927.280 1,314,112.92 521,409.63 JPMBB COML MTG SEC TR 2015-C33 12/17/2048 4.611% 580,000.000 570,315.74 621,907.55 JPMCC COML MTG SEC TR 2015-JP1 01/15/2049 0.910% 16,443,435.610 1,092,634.22 555,852.25 JPMCC COML MTG SEC TR 2016-JP4 12/17/2049 0.673% 35,620,990.820 1,458,449.94 817,131.28 JPMCC COML MTG SEC TR 2018-LAQ 06/15/2032 1.693% 4,932,000.000 4,932,000.00 4,946,448.79 JPMCC COML MTG SEC TR 2018-LAQ 06/15/2032 2.193% 690,400.000 690,400.00 692,856.72 JPMCC COML MTG SEC TR 2018-LAQ 06/15/2035 3.093% 1,826,400.000 1,826,400.00 1,834,875.04 JPMORGAN CHASE & CO 07/15/2025 3.900% 3,940,000.000 4,375,455.20 4,371,098.29 JPMORGAN CHASE & CO 04/01/2023 3.207% 1,850,000.000 1,871,303.17 1,885,686.76 JPMORGAN CHASE CMBS 2014-C18 X 02/15/2047 0.795% 4,913,030.380 295,871.79 81,026.68 JPMRR 2014-4 1C 01/26/2036 6,726,215.360 3,030,148.27 2,756,316.96 KAR AUCTION SERVICEST/L B (09/ 09/19/2026 2.375% 7,498,443.290 7,515,227.44 7,400,026.22 KAYNE CLO 2019-5 LTD 07/26/2032 1.475% 16,000,000.000 16,052,283.05 16,020,019.04 KAYNE CLO 2020-7 LTD 04/18/2033 1.334% 10,000,000.000 10,000,000.00 10,028,075.30 KBR T/L B (2/20) 02/05/2027 2.854% 891,795.070 887,336.10 892,352.44 KEURIG DR PEPPER INC 03/15/2024 0.750% 6,660,000.000 6,661,008.77 6,670,580.48 KFC HOLDING (PIZZA HUT/TACO BE 03/15/2028 1.833% 4,716,971.160 4,738,774.58 4,724,565.48 KINDER MORGAN ENERGY PARTNERS 09/01/2022 3.950% 6,390,000.000 6,497,312.45 6,583,115.64 KINDRED HEALTHCARE T/L 06/23/2025 4.625% 1,188,952.730 1,177,063.19 1,185,980.35 KKR INDST PRTFOL TR 2020-AIP E 03/16/2037 2.719% 10,895,524.840 10,928,040.27 10,953,594.72 KOREA DEV BK 04/27/2026 0.800% 1,000,000.000 996,072.00 994,320.90 KOREA DEV BK 09/09/2026 1.000% 4,650,000.000 4,639,585.00 4,660,845.80 KOREA DEVEL BANK 06/03/2025 1.250% 3,600,000.000 3,662,401.29 3,657,410.89 KOREA EAST-WEST PWR CO LTD 05/06/2025 1.750% 4,000,000.000 3,970,760.00 4,107,345.28 KOREA EAST-WEST PWR CO LTD 05/06/2025 1.750% 3,400,000.000 3,495,421.98 3,491,243.49 KOREA ELEC PWR CORP 06/15/2025 1.125% 3,550,000.000 3,539,172.50 3,563,195.07 KOREA ELEC PWR CORP 06/15/2025 1.125% 6,200,000.000 6,248,237.71 6,223,044.90 KOREA HYDRO & NUCLEAR PWR CO F 04/27/2026 1.250% 2,300,000.000 2,287,010.00 2,305,761.43 KOREA SOUTH PWR CO LTD 01/27/2026 0.750% 4,200,000.000 4,179,954.00 4,132,553.08 KRFF 2021-FL2 LTD 02/17/2039 7,942,000.000 7,942,000.00 7,969,407.84 KT CORP 07/18/2026 2.500% 1,500,000.000 1,584,705.12 1,585,298.81 KT CORPORATION 09/01/2025 1.000% 10,115,000.000 10,101,952.36 10,092,198.16 KVK CLO LTD 2018-1 05/21/2029 1.085% 2,079,359.030 2,070,001.92 2,079,877.75 LAUREL RD PRIME SL TR 2017-B C 08/25/2042 3.610% 515,396.050 515,316.62 524,639.63 LBM T/L B 12/17/2027 4.500% 798,363.640 790,864.85 792,128.42 LCCM MORTGAGE TR 2017-LC26 07/12/2050 4.706% 10,000,000.000 10,073,434.79 10,468,378.00 LCM XVII 2014-17RR 10/15/2031 1.276% 20,000,000.000 20,000,000.00 20,018,609.00 LCRT 2020-3 A 01/16/2046 3.500% 6,279,090.640 6,279,090.64 6,356,775.55 LEALAND FINANCE COMPANY (MCDER 06/30/2025 1.104% 91,570.487 82,524.32 42,351.35 LEGACY MTG ASSET TR 2019-GS3 A 04/25/2059 3.750% 16,420,440.940 16,421,701.88 16,567,305.36 LEGACY MTG ASSET TR 2019-GS4 A 05/25/2059 3.438% 11,002,175.180 11,002,111.38 11,024,053.01 LEGACY MTG ASSET TR 2019-GS5 A 05/25/2059 3.200% 973,980.620 973,980.62 978,896.88 LEGACY MTG ASSET TR 2019-GS6 A 06/25/2059 3.000% 4,400,155.040 4,401,715.10 4,418,167.07 LEGACY MTG ASSET TR 2020-GS3 A 05/25/2060 3.250% 22,477,547.470 22,387,740.58 22,633,636.06 LEGACY MTG ASSET TR 2020-GS4 A 02/25/2060 3.250% 8,062,991.260 7,921,888.91 8,128,385.34 LEGACY MTG ASSET TR 2021-GS1 A 10/25/2066 1.892% 3,527,482.910 3,539,034.87 3,537,006.06 LEGACY MTG ASSET TR 2021-GS3 A 07/25/2061 1.750% 16,083,017.230 16,085,379.18 16,090,553.73 LEGACY MTG ASST TR 2020-SL1 01/25/2060 2.734% 4,873,240.400 4,874,816.76 4,919,401.68 LEHMAN MTG TR 2006-1 02/25/2036 5.500% 232,045.520 225,135.97 178,272.03 LEHMAN XS TRUST 2007-15N 08/25/2047 0.339% 11,932,820.040 11,114,457.90 11,161,842.92 LEHMAN XS TRUST 2007-4N 03/25/2047 0.329% 20,605,525.510 20,193,415.00 20,286,098.65 LENDINGCLUB REC TR 2020-5 03/15/2046 3.500% 5,434,799.350 5,434,799.35 5,471,733.16 LENDINGPOINT AST SEC TR 2021-A 12/15/2028 1.000% 14,300,000.000 14,299,406.55 14,334,720.40 LENDINGPOINT AST SEC TR 2021-A 12/15/2028 1.460% 14,600,000.000 14,597,747.22 14,656,005.60 LEVEL 3 FINANCING T/L B (11/19 03/01/2027 1.854% 17,204,245.200 17,109,614.34 16,865,579.63 LG CHEM LTD 10/15/2024 3.250% 6,300,000.000 6,603,319.35 6,770,841.90 LHOME MORTGAGE TR 2021-RTL1 02/25/2026 2.090% 10,000,000.000 9,999,799.00 9,995,766.00 LIONS GATE ENTERTAINMENT T/L B 03/24/2025 2.354% 438,178.960 438,178.96 433,935.20 LLOYDS TSB GROUP PLC 05/11/2024 0.695% 6,770,000.000 6,778,854.93 6,798,040.12 LOANCORE 2018-CRE1 LTD 05/15/2028 2.643% 1,000,000.000 1,002,820.31 1,000,000.00 LOANCORE 2018-CRE1 LTD 05/15/2028 3.043% 1,000,000.000 1,003,201.24 1,005,000.00 LOANCORE ISSUER LTD 2019-CRE2 05/15/2036 1.793% 2,000,000.000 1,945,320.00 1,999,980.00 LOANPAL SOLAR LOAN 2020-3 LLC 12/20/2047 2.470% 8,927,873.190 8,924,181.52 9,228,710.38 LOANPAL SOLAR LOAN LTD 2021-1 01/20/2048 2.290% 5,764,578.510 5,764,278.18 5,923,069.83 LOGMEIN T/L (8/20) 08/31/2027 4.827% 626,850.000 612,820.10 625,135.57 LONG BEACH MTG LN TR 2006-11 I 12/25/2036 0.189% 18,580,195.360 10,349,153.80 9,361,610.99 LONG BEACH MTG LN TR 2006-2 03/25/2046 0.469% 10,587,479.700 5,475,138.35 5,160,855.33 Lower Cadence Holdings T/L B ( 05/22/2026 4.104% 1,397,081.430 1,383,110.61 1,397,472.61 LSTAR COML MTG TR 2016-4 03/12/2049 1.768% 8,775,056.670 846,248.11 377,746.01 LSTAR COML MTG TR 2017-5 03/11/2050 0.982% 80,228,599.490 4,285,536.82 2,204,617.73 LUCID ENERGY T/L 02/18/2025 4.000% 1,453,213.190 1,445,850.65 1,430,201.56 LUNAR AIRCRAFT 2020-1 LTD 02/15/2045 3.376% 4,870,720.940 4,870,669.78 4,859,562.12 MACQUARIE BANK 10/17/2022 2.100% 4,920,000.000 4,918,194.15 5,031,975.56 MACQUARIE GROUP LIMITED 03/27/2024 4.150% 1,800,000.000 1,901,977.99 1,903,680.14 MADISON PARK FDG LTD 2019-34R 04/26/2032 1.245% 19,000,000.000 19,000,000.00 19,014,220.17 MADISON PARK FDG XXVI 2007-26R 07/29/2030 1.730% 3,000,000.000 2,951,250.00 2,990,526.99 MALAYAN BKG BERHAD 10/29/2026 3.905% 8,700,000.000 8,715,217.98 8,781,040.50 MALAYSIA SOVEREIGN SUKUK BHD S 04/22/2025 3.043% 5,100,000.000 5,453,548.91 5,490,968.91 MARATHON CLO IX LTD 2017-9 04/16/2029 1.876% 8,625,000.000 8,569,800.00 8,647,227.83 MARATHON CLO V LTD 13-5R 11/22/2027 1.019% 10,072,231.720 10,072,231.72 10,077,135.08 MARATHON CRE 2018-FL1 06/15/2028 2.691% 2,512,000.000 2,512,000.00 2,507,516.08 MARAVAI T/L B 10/19/2027 5.000% 268,941.670 266,252.25 269,782.11 MARBLE POINT CLO LTD 2021-22 A 07/25/2034 1.325% 25,000,000.000 25,000,000.00 25,000,000.00 MARBLE POINT CLO XI LTD 12/18/2030 1.314% 4,500,000.000 4,500,000.00 4,502,807.24 MARBLE PT CLO XIV LTD 2018-14R 01/20/2032 1.414% 25,000,000.000 25,000,000.00 25,050,000.00 MARBLE PT CLO XVII LTD 20-17 A 04/20/2033 1.434% 29,500,000.000 29,500,000.00 29,530,127.47 MARLETTE FUND TR 2019-3 09/17/2029 2.690% 423,517.060 423,482.63 425,037.99 MARRIOTT OWNERSHIP RESORTS INC 08/29/2025 1.854% 2,048,871.730 2,043,033.35 2,018,906.98 MARSH & MCLENNAN COS INC 03/15/2024 3.875% 5,580,000.000 6,044,862.12 6,043,483.45 MARTIN MARIETTA MATLS INC 07/15/2023 0.650% 1,870,000.000 1,869,775.60 1,874,024.78 MASTR ADJ MTG 2006-2 04/25/2036 2.440% 91,024.630 90,544.23 65,311.14 MASTR ADJ MTG 2006-OA2 12/25/2046 0.957% 2,268,565.920 2,075,944.90 2,081,833.91 MAVERICK PURCHASER (AECOM) T/L 01/22/2027 3.604% 341,550.000 339,842.24 340,269.19 MBRT 2019-MBR 11/17/2036 2.642% 15,958,000.000 15,883,982.01 16,002,707.93 MCDONALDS CORP 01/15/2022 2.625% 5,085,000.000 5,130,153.23 5,140,681.92 MCDONALDS CORP 04/01/2023 3.350% 1,000,000.000 1,048,093.93 1,047,491.42 Med Parentco T/L (Capital Visi 08/31/2026 4.354% 1,038,170.210 1,025,068.06 1,039,146.09 MEGLOBAL CANADA ULC 05/18/2025 5.000% 6,400,000.000 6,407,551.28 7,170,688.00 MERCHANTS BNK OF IND 2021-Q15 08/26/2024 2.900% 4,611,510.270 4,611,510.27 4,620,663.20 MERLIN ENTERTAINMENTS DELAYED 11/04/2026 3.453% 56,642.880 56,501.28 53,942.15 Merlin Entertainments T/L B (U 11/30/2026 3.453% 430,978.370 429,900.92 410,429.32 MESSER INDUSTRIES T/L B 10/01/2025 2.703% 935,010.110 923,362.08 927,459.90 MF1 LTD 2021-FL6 07/18/2036 1.941% 5,150,000.000 5,150,000.00 5,174,380.10 MICROCHIP TECHNOLOGY INC. 02/15/2024 0.972% 6,625,000.000 6,627,487.33 6,640,105.13 MILANO ACQUISITION T/L B 08/17/2027 4.750% 1,507,425.000 1,492,765.71 1,509,542.93 MILEAGE PLUS HOLDINGS T/L 07/30/2027 6.250% 735,000.000 721,770.97 780,206.18 Millenium Trust Company T/L 03/27/2026 4.854% 1,744,515.040 1,718,658.92 1,740,005.47 MILLICOM INTL CELLULAR S A 01/15/2028 5.125% 2,205,000.000 2,310,909.38 2,300,862.38 MINEJESA CAPITAL BV 08/10/2030 4.625% 2,500,000.000 2,620,170.94 2,651,125.00 MIRION TECHNOLOGIES T/L B 03/06/2026 4.203% 213,362.930 211,762.70 213,416.27 MISTER CAR WASH T/L B (4/19) 05/14/2026 3.096% 1,194,717.650 1,189,790.61 1,189,831.25 MISYS 2ND LIEN T/L (ALMONDE) 06/16/2025 8.250% 315,000.000 310,532.60 317,658.60 MISYS T/L B (ALMONDE) 06/13/2024 4.500% 921,083.970 841,765.67 907,999.97 MITCHELL INTERNATIONAL T/L 2ND 11/20/2025 7.354% 360,000.000 354,687.73 362,192.40 MITSUBISHI UFJ FINANCIAL GROUP 07/26/2023 0.985% 12,801,000.000 12,841,587.94 12,968,718.32 MIZUHO FINANCIAL GROUP INC 03/05/2023 0.921% 12,113,000.000 12,129,738.39 12,245,304.61 MKS CLO 2017-1R LTD 07/22/2030 1.134% 25,000,000.000 25,000,000.00 25,000,994.50 MKT MORTGAGE TRUST 2020-525M F 02/12/2040 2.941% 3,575,000.000 3,343,074.16 3,332,632.52 ML ALT NT ASSET TR 2007-F1 03/25/2037 6.000% 376,354.000 350,661.52 229,020.93 ML MTG INV TR 2006-AF1 08/25/2036 6.250% 1,276,814.870 1,220,991.78 777,916.31 ML MTG INV TR 2006-RM2 05/25/2037 0.459% 38,856,189.010 18,674,664.97 15,736,449.59 ML MTG INV TR 2007-HE2 02/25/2037 0.209% 4,907,205.180 2,157,130.92 2,109,604.56 ML MTG INV TR 2007-HE2 02/25/2037 0.299% 7,587,992.990 3,389,487.60 3,347,764.84 MOFT TRUST 2020-ABC 02/12/2042 3.477% 11,933,000.000 11,218,769.20 11,742,966.98 MORGAN STAN CAP I 2018-SUN 07/16/2035 1.743% 2,935,000.000 2,935,000.00 2,942,463.12 MORGAN STAN CAP I 2018-SUN 07/16/2035 3.143% 2,935,000.000 2,935,000.00 2,918,828.74 MORGAN STAN CAP I TR 2017-ASHF 11/15/2034 2.293% 2,330,000.000 2,330,000.00 2,314,142.02 MORGAN STAN CAP I TR 2017-ASHF 11/15/2034 3.243% 8,494,000.000 8,522,865.23 8,324,791.03 MORGAN STAN CAP I TR 2017-ASHF 11/15/2034 4.443% 1,683,000.000 1,683,000.00 1,580,439.66 MORGAN STAN CAP I TR 2019-PLND 05/15/2036 2.243% 13,327,000.000 13,327,000.00 12,406,081.64 MORGAN STAN CAP I TR 2019-PLND 05/15/2036 2.893% 1,331,000.000 1,334,957.82 1,211,436.94 MORGAN STANLEY 01/25/2024 0.529% 6,370,000.000 6,368,980.00 6,373,277.43 MORGAN STANLEY 04/05/2024 0.731% 6,560,000.000 6,572,736.58 6,583,397.16 MORGAN STANLEY CAP 2007-TOP27 06/11/2042 6.014% 5,250,000.000 5,339,744.43 5,324,870.25 MORGAN STANLEY RS MTG 2020-RPL 10/25/2060 2.693% 792,568.910 792,560.11 803,738.58 MORGAN STN CAP I TR 2019-NUGS 12/15/2036 4.344% 711,000.000 706,921.06 713,096.67 MOSAIC CO 11/15/2023 4.250% 5,936,000.000 6,354,119.07 6,370,358.73 MOSAIC SOLAR LNS 2017-1 06/20/2042 4.450% 1,125,370.740 1,125,048.44 1,233,707.26 MOSAIC SOLAR LOAN TR 2020-2 08/20/2046 2.210% 8,280,529.480 8,161,722.11 8,345,788.33 MOTEL 6 TR 2017-MTL6 08/15/2034 2.243% 1,522,781.730 1,518,974.78 1,526,216.67 MOTEL 6 TR 2017-MTL6 08/15/2034 4.343% 5,336,278.240 5,274,289.06 5,359,163.94 MP CLO III LTD 2013-3R 10/21/2030 1.384% 2,000,000.000 1,996,200.00 2,003,605.46 MP CLO VIII LTD 2015-8RR 04/28/2034 1.332% 10,000,000.000 10,000,000.00 9,998,265.90 MS BOFA ML TRUST 2013-C12 10/15/2046 0.582% 3,396,754.330 174,741.92 34,167.61 MS BOFA ML TRUST 2014-C18 10/15/2047 4.525% 500,000.000 492,889.05 523,223.50 MS BOFA ML TRUST 2015-C20 02/15/2048 4.457% 120,000.000 121,598.76 126,581.52 MS BOFA ML TRUST 2016-C28 01/15/2049 1.195% 17,973,044.240 1,231,816.75 731,623.32 MS BOFAML TRUST 2013-C7 02/16/2046 1.320% 14,524,338.320 1,072,641.37 213,353.82 MS BOFAML TRUST 2014-C14 02/15/2047 0.990% 4,148,081.800 364,985.86 81,088.36 MS MTG LN TR 2006-2 02/25/2036 5.492% 256,366.750 253,468.86 205,920.98 MSBAM COMM MTG 2012-CKSV 10/18/2030 4.163% 10,600,000.000 10,062,303.08 9,245,205.52 MULTIBANK INC 11/09/2022 4.375% 5,200,000.000 5,210,929.10 5,313,724.00 MYLAN INC 01/15/2023 3.125% 500,000.000 517,498.28 518,026.24 Nascar Holdings T/L B 07/27/2026 2.854% 574,381.650 571,509.75 570,352.36 NASSAU 2018-1 LTD 07/15/2031 1.276% 22,600,000.000 22,546,900.00 22,526,604.69 NATIXIS COMM MTG SEC 2018-FL1 06/15/2035 2.293% 9,940,000.000 9,915,984.96 8,905,880.17 NATIXIS COMM MTG SEC 2020-2PAC 01/15/2037 3.500% 8,191,000.000 8,279,151.07 8,548,107.94 NATIXIS COMM MTG SEC 2020-2PAC 01/15/2037 3.500% 4,742,000.000 4,707,800.70 4,875,595.89 NATIXIS COMM MTG SEC 2020-2PAC 01/15/2037 3.500% 4,426,000.000 4,297,441.23 4,479,825.47 NATIXIS COMM MTG SEC 2020-2PAC 12/17/2036 3.250% 4,665,000.000 4,649,111.01 4,697,793.55 NATIXIS COMM MTG SEC 2020-2PAC 12/17/2036 3.250% 4,414,000.000 4,296,966.58 4,407,855.27 NATIXIS COMM MTG SEC 2020-2PAC 12/17/2036 3.250% 2,623,000.000 2,492,889.93 2,570,653.58 NAUTILUS INKIA HLDGS LLC 11/09/2027 5.875% 700,000.000 714,938.20 716,520.00 NAVIENT PRIV ED LN TR 2018-A B 02/18/2042 3.680% 4,500,000.000 4,498,878.60 4,601,026.80 NCR CORP T/L 08/28/2026 2.690% 474,087.500 472,955.83 465,198.36 NEW MOUNTAIN CLO 2 LTD 04/17/2034 1.392% 12,000,000.000 12,000,000.00 11,999,509.56 NEW RESI MTG TR 2020-RPL2 08/25/2025 3.578% 17,975,929.790 17,975,766.21 18,346,165.64 Nexstar Broadcasting T/L (6/19 06/19/2026 2.592% 14,863,265.580 14,820,749.34 14,741,461.12 NEXSTAR BROADCASTING T/L B3 (1 01/17/2024 2.345% 171,381.330 171,381.33 170,417.31 NEXTERA ENERGY CAP HLDGS INC G 03/01/2023 0.650% 5,115,000.000 5,119,924.37 5,134,612.19 NLY 2019-FL2 ISSUER LTD 02/15/2036 1.993% 11,000,000.000 10,968,120.00 11,012,397.00 NOMURA RESEC TR 2015-8R 11/26/2047 1.462% 5,621,638.080 4,952,936.33 4,957,939.62 NONGHYUP BANK 07/20/2025 1.250% 4,000,000.000 3,992,485.36 4,032,379.92 NONGHYUP BANK 07/20/2025 1.250% 5,000,000.000 5,042,660.38 5,040,474.90 NORTHROP GRUMMAN CORP 08/01/2023 3.250% 4,645,000.000 4,893,707.75 4,909,004.06 NORTHROP GRUMMAN CORP 01/15/2025 2.930% 1,703,000.000 1,816,081.46 1,818,009.28 NORTHWOODS CAP LTD 2017-16 11/15/2030 1.426% 8,898,846.440 8,898,846.44 8,905,957.51 NUMERICABLE (ALTICE/YPSO) T/L 07/13/2026 4.155% 1,786,202.990 1,760,953.23 1,784,345.34 NVIDIA CORPORATION 06/14/2024 0.584% 6,340,000.000 6,340,955.95 6,366,858.08 NYMT LOAN TRUST I 2021-BPL1 05/25/2026 2.239% 25,000,000.000 24,999,687.50 25,008,997.50 NYMT MTG TRUST 2020-SP2 10/25/2060 2.944% 24,374,998.580 24,382,848.03 24,655,047.81 NYT MTG TR 2019-NYT 12/17/2035 2.093% 12,315,000.000 11,883,975.00 12,308,258.77 OBX TRUST 2020-EXP2 05/25/2060 2.500% 964,536.610 978,773.83 981,492.58 OCEAN TRAILS CLO 2020-10 10/15/2031 2.226% 10,000,000.000 10,000,000.00 10,011,762.70 OCEAN TRAILS CLO V 2014-5RR 10/14/2031 1.409% 4,914,577.840 4,914,577.84 4,917,061.67 OFSI BSL IX LTD 2018-9 07/15/2031 1.276% 15,000,000.000 15,000,000.00 15,025,405.80 OHA CR PATNS VII 2012-7R3 02/21/2034 1.225% 8,500,000.000 8,500,000.00 8,510,625.68 OMNICOM GROUP INC 11/01/2024 3.650% 3,980,000.000 4,324,087.24 4,344,346.67 ONE MARKET PLAZA TR 2017-1MKT 02/10/2032 4.142% 12,692,899.000 12,769,019.42 12,887,552.22 ONGC VIDESH LTD 05/07/2023 3.750% 1,400,000.000 1,429,637.12 1,459,768.62 ONGC VIDESH VANK 01/27/2022 2.875% 8,961,000.000 8,938,462.50 9,040,097.13 ORAZUL ENGY EGNOR S EN C POR A 04/28/2027 5.625% 6,900,000.000 7,064,599.41 7,007,847.00 ORTHO CLINICAL T/L B (05/18) 06/30/2025 3.089% 461,295.840 453,768.66 459,999.60 OVERSEA-CHINESE BANKING 09/10/2030 1.832% 1,900,000.000 1,905,786.55 1,912,454.50 OVERSEA-CHINESE BANKING 09/10/2030 1.832% 10,400,000.000 10,430,837.83 10,468,172.00 OXFORD FIN FDG LLC 2020-1 02/15/2028 3.101% 16,000,000.000 16,000,000.00 16,480,441.60 PACIFIC GAS & ELEC CO 06/16/2022 1.750% 5,440,000.000 5,449,049.49 5,433,608.44 PACIFIC GAS & ELEC CO 03/10/2023 1.367% 675,000.000 675,280.97 674,654.36 PACKAGING COORDINATORS MIDCO T 11/30/2027 4.250% 463,837.500 461,518.31 463,895.48 PAGAYA AI DEBT 2021-1 TR 11/15/2027 1.180% 5,980,298.570 5,980,284.21 5,996,585.32 PAGAYA AI DEBT SEL TR 2019-2 A 09/15/2026 3.929% 2,820,303.220 2,820,303.22 2,832,609.90 PAGAYA AI DEBT SEL TR 2020-3 A 05/17/2027 2.100% 9,182,415.730 9,182,333.09 9,248,297.73 PAHAYA AI DEBT SEL TR 2019-3 A 11/15/2026 3.821% 4,637,701.850 4,637,701.85 4,692,156.82 PAI HOLDCO T/L B (PARTS AUTHOR 10/26/2027 4.500% 493,762.500 490,462.50 493,762.50 PAID 2021-2 NOTE 01/25/2029 3.000% 17,579,607.300 17,579,607.30 18,024,177.99 PALMER SQUARE 2021-2 CLO LTD A 07/17/2034 1.256% 17,500,000.000 17,500,000.00 17,515,903.13 PANAMA REP 09/22/2024 4.000% 2,400,000.000 2,590,219.24 2,614,176.00 PANAMA REP 03/16/2025 3.750% 3,300,000.000 3,572,473.87 3,592,182.00 PAREXEL INTERNATIONAL T/L B 09/27/2024 2.854% 1,777,865.010 1,755,925.43 1,774,291.50 PARK AVENUE INST ADV 2016-1R A 08/25/2031 1.350% 15,000,000.000 15,000,000.00 15,011,250.00 PATHWAY VET T/L (1/21) 03/31/2027 3.854% 1,384,785.930 1,366,561.86 1,379,592.98 PCI Gaming T/L 05/29/2026 2.604% 508,839.420 506,295.23 505,694.79 PEAK 10 T/L B 08/01/2024 3.703% 1,316,583.070 1,220,196.56 1,212,434.77 PENN NATIONAL GAMING T/L 10/15/2025 3.000% 1,022,236.680 1,019,903.79 1,014,922.58 PENSKE TRUCK LEASING CO L P 11/01/2024 2.700% 6,295,000.000 6,362,702.55 6,632,558.36 PEPSICO INC 05/01/2023 0.750% 6,605,000.000 6,609,702.87 6,666,754.24 PERU ENHANCED PASS 06/02/2025 1,659,508.750 1,575,740.25 1,591,692.92 PERU REP 01/23/2026 2.392% 11,800,000.000 12,323,924.97 12,102,434.00 PERUSAHAAN PENERBIT SBSN INDON 06/09/2026 1.500% 2,500,000.000 2,506,184.14 2,496,900.00 PERUSAHAAN PENERBIT SBSN INDON 03/01/2023 3.750% 2,000,000.000 2,057,357.06 2,099,870.00 PERUSAHAAN PENERBIT SBSN INDON 06/23/2025 2.300% 6,900,000.000 7,179,967.83 7,175,172.00 PETROBRAS GLOBAL FINANCE BV 05/20/2023 4.375% 3,800,000.000 3,998,267.12 4,010,444.00 PETRONAS CAPITAL LTD 03/18/2022 3.125% 2,700,000.000 2,735,735.55 2,743,551.00 PETRONAS CAPITAL LTD 03/18/2025 3.500% 7,300,000.000 7,875,221.10 7,927,578.52 PG&E CORP T/L 06/23/2025 3.500% 876,150.000 865,377.94 855,157.45 PHILLIPS 66 04/09/2025 3.850% 915,000.000 1,000,669.96 1,007,620.12 PHILLIPS 66 02/15/2026 1.300% 2,270,000.000 2,272,572.77 2,277,557.06 PHOENIX SERVICES T/L 03/03/2025 4.750% 521,908.400 511,759.53 520,929.82 PILOT TRAVEL CENTERS T/L B (7/ 08/31/2028 2.126% 23,780,000.000 23,661,100.00 23,690,825.00 PIONEER NAT RES CO 01/15/2024 0.750% 3,150,000.000 3,149,035.01 3,151,171.20 PIONEER NAT RES CO 05/15/2023 0.550% 295,000.000 294,982.30 295,435.23 PNC BK N A PITTSBURGH PA DISC 06/01/2025 3.250% 1,690,000.000 1,830,334.21 1,845,764.06 PNC BK N A PITTSBURGH PA DISC 12/09/2022 2.028% 1,775,000.000 1,775,000.00 1,786,028.13 PNC FUNDING CORP FDIC TLGP 03/08/2022 3.300% 2,500,000.000 2,513,293.25 2,539,445.83 POINTCLICKCARE T/L B 12/29/2027 3.750% 453,862.500 451,593.19 453,578.84 POSCO 07/15/2024 2.750% 1,000,000.000 1,007,174.83 1,052,306.04 POSCO 11/12/2022 2.375% 4,105,000.000 4,114,917.48 4,194,085.85 POSCO 01/17/2023 2.375% 3,300,000.000 3,310,441.72 3,377,132.75 POWER BORROWER T/L (POWERTEAM 03/06/2025 4.250% 911,356.670 909,078.28 907,014.06 PPD T/L B (PHARMACEUTICAL PROD 01/13/2028 2.750% 877,800.000 873,411.00 876,628.14 Prairie ECI Acquiror T/L (Tall 03/11/2026 4.854% 696,782.110 691,556.24 677,282.66 Pregis T/L B 07/31/2026 4.104% 1,236,175.000 1,233,627.08 1,238,301.22 PRESIDIO T/L B 01/22/2027 3.686% 292,050.000 291,319.86 290,956.27 Press Ganey (Emerald TopCo) T/ 07/27/2026 3.685% 785,978.610 769,991.84 778,488.23 PRET 2021-RN1 LLC 02/25/2061 1.992% 38,858,473.810 38,858,454.38 38,860,276.84 PRET LLC 2021-NPL3 07/25/2051 1.868% 35,000,000.000 34,999,982.50 35,053,952.50 PRETIUM MTG CR PRT I 2021-NPL2 06/29/2060 1.992% 4,766,684.710 4,766,684.71 4,773,420.04 PRETIUM MTG CR PT 2020-NPL3 06/27/2060 3.105% 12,551,020.590 12,551,020.59 12,689,191.01 PRETIUM MTG CR PTNRS 2021-NPL1 09/29/2060 2.240% 4,208,483.800 4,208,483.80 4,218,681.80 PRIME SECURITY SERVICES T/L (1 09/23/2026 3.500% 1,647,777.960 1,624,074.83 1,642,397.96 PRO MACH GROUP T/L B 03/07/2025 2.854% 866,758.740 864,591.85 854,684.79 PROJECT ALPHA QLIK (2/21) T/L 04/26/2024 4.110% 1,801,565.460 1,783,884.09 1,800,817.81 PROS MRKET PL ISSU TR 2019-2 C 09/15/2025 5.050% 7,311,973.260 7,448,751.09 7,414,925.11 PRPM LLC 2020-1 02/25/2025 2.981% 10,196,640.180 10,196,551.46 10,255,437.07 PRPM LLC 2020-3 09/25/2025 2.857% 8,123,694.480 8,123,558.00 8,179,566.00 PRPM LLC 2021-2 03/25/2026 2.115% 27,789,907.550 27,789,560.18 27,894,464.30 PRPM LLC 2021-4 04/25/2026 1.867% 10,853,800.850 10,853,629.36 10,868,605.43 PRPM TRUST 2019-GS1 10/25/2024 3.500% 4,692,236.290 4,692,164.49 4,718,513.75 PRUDENTIAL FINL INC 05/15/2024 3.500% 3,335,000.000 3,429,745.32 3,614,756.27 PSA TREASURY PTE 04/12/2026 2.500% 1,550,000.000 1,648,616.74 1,647,961.21 PSEG POWER LLC 06/01/2023 3.850% 5,765,000.000 5,865,593.34 6,108,740.89 PT PERTAMINA PERSERO 02/09/2026 1.400% 200,000.000 196,181.52 196,833.22 PUG T/L (VIAGOGO/STUBHUB) USD 01/29/2027 3.593% 988,572.790 965,771.49 968,801.33 QATAR PETROLEUM 09/12/2026 1.375% 1,700,000.000 1,701,697.56 1,706,252.60 QATAR(STATE OF) 01/20/2022 4.500% 1,600,000.000 1,620,107.08 1,632,758.40 QUINTILES IMS T/L B-2 01/17/2025 1.854% 1,769,050.600 1,766,839.25 1,751,917.34 RADIATE HOLDCO T/L (RCN CABLE) 09/11/2026 4.250% 1,557,175.000 1,541,603.25 1,553,173.06 RADIOLOGY PARTNERS T/L 07/09/2025 4.327% 1,829,635.880 1,801,214.21 1,827,348.84 RADNOR RE LTD 2019-2 06/25/2029 1.289% 1,837,421.340 1,837,421.34 1,837,497.04 RALI SERIES TRUST 2006-QS12 09/25/2036 6.000% 714,109.150 677,370.77 709,697.81 RALI SERIES TRUST 2007-QS4 03/25/2037 6.000% 1,908,171.400 1,829,988.56 1,853,520.99 RALI SERIES TRUST 2007-QS4 03/25/2037 6.000% 2,376,141.430 2,278,516.52 2,307,935.00 RALI SERIES TRUST 2007-QS8 06/25/2037 0.689% 1,563,069.830 1,164,075.89 1,168,840.80 RALI SERIES TRUST 2007-QS9 07/25/2037 6.500% 985,984.920 940,353.56 979,078.00 RBSSP RESEC TR 2009-2 04/26/2035 0.592% 880,451.210 786,200.11 828,373.14 REGIONALCARE HOSPITAL PARTNERS 11/14/2025 3.854% 1,232,120.680 1,203,313.36 1,223,230.93 RELIANCE INDS LTD 02/14/2022 5.400% 10,250,000.000 10,367,749.78 10,503,572.39 RENAISSANCE LEARNING T/L (5/18 06/02/2025 3.354% 1,681,384.830 1,676,019.87 1,657,610.05 RENTPATH STUB T/L (CURRENT FAC 12/17/2021 7.000% 144,797.170 143,434.94 20,995.59 REPUBLIC OF COLOMBIA 01/28/2026 4.500% 10,300,000.000 11,276,924.45 11,215,515.50 REPUBLIC OF COLOMBIA 03/15/2023 2.625% 1,950,000.000 1,981,275.39 1,983,403.50 REPUBLIC SVCS INC 08/15/2024 2.500% 6,380,000.000 6,537,557.85 6,709,282.45 RESIDENTIAL ASSET SEC 2004-KS7 08/25/2034 0.669% 5,578,788.400 5,453,265.67 5,466,038.30 RESIDENTIAL ASSET SEC 2006-A2 01/25/2046 6.000% 729,345.170 686,206.72 464,450.65 RESIDEO FUNDING T/L (1/21) (RE 02/11/2028 2.750% 6,209,437.500 6,211,717.43 6,190,064.06 REYNOLDS COMSUMER PRODUCTS T/L 02/04/2027 1.854% 8,651,553.180 8,687,439.14 8,572,088.66 RFMSI SERIES TRUST 2007-S1 01/25/2037 0.689% 5,426,128.350 4,477,067.66 4,316,576.26 RLGH TE 2021-TROT 04/15/2036 1.808% 12,540,000.000 12,518,230.56 12,545,304.42 ROYAL BK CDA 01/20/2026 0.575% 8,315,000.000 8,314,808.90 8,352,535.74 ROYAL BK SCOTLND GRP PLC 06/25/2024 1.697% 6,620,000.000 6,645,430.66 6,767,428.39 ROYALTY PHARMA PLC 09/02/2023 0.750% 6,585,000.000 6,556,751.57 6,611,608.60 RP CROWN PARENT T/L B (JDA SOF 02/02/2026 4.000% 796,950.000 794,716.33 794,459.53 RPI INTERMEDIATE FINANCE T/L B 02/11/2027 1.854% 1,878,636.160 1,889,428.82 1,872,060.93 RR 14 LTD 04/15/2036 1.246% 18,875,000.000 18,875,000.00 18,866,663.67 SA GLOBAL SUKUK LTD 06/17/2026 1.602% 1,500,000.000 1,500,000.00 1,502,383.50 SABLE INTL FIN LTD 09/07/2027 5.750% 2,380,000.000 2,503,418.82 2,496,858.00 SABRE GLBL T/L B (02/18) 02/22/2024 2.104% 623,538.470 590,682.98 610,419.22 SACI FALABELLA 04/30/2023 3.750% 1,500,000.000 1,555,111.92 1,566,427.50 SANTANDER DRIVE AUTO TR 2020-4 01/15/2027 1.480% 7,000,000.000 6,998,674.20 7,110,811.40 SAPPHIRE AVIATION FIN 2020-1 A 03/15/2040 3.228% 19,358,473.220 19,358,177.05 19,024,113.67 SAT 2021-1 PT1 05/25/2030 4.614% 43,794,358.840 45,830,284.25 46,085,154.16 SAUDI ARABIA 10/26/2021 2.375% 3,600,000.000 3,597,750.00 3,618,705.60 SAUDI ARABIA 03/04/2023 2.875% 4,500,000.000 4,525,406.51 4,664,268.00 SAUDI ARABIAN OIL 04/16/2022 2.750% 4,000,000.000 4,027,407.84 4,068,100.00 SAUDI ARABIAN OIL CO 11/24/2023 1.250% 200,000.000 199,566.00 202,179.20 SCHLUMBERGER HLDGS CORP 05/01/2024 3.750% 6,240,000.000 6,353,114.49 6,720,817.58 SCIENCE APPLICATIONS T/L (10/1 11/05/2025 1.979% 1,418,625.000 1,411,531.90 1,409,425.22 SCIENTIFIC GAMES T/L B 08/14/2024 2.854% 1,232,263.440 1,178,628.69 1,215,751.11 SCOTIABANK PERU S.A.A. 12/13/2027 4.500% 8,000,000.000 8,134,327.44 8,187,080.00 SECURITIZED ASSET REC 2006-WM3 10/25/2036 0.139% 6,627,044.370 3,150,873.95 2,992,571.78 SECURUS TECHNOLOGIES T/L (05/1 06/20/2024 5.500% 1,241,890.670 1,235,681.23 1,161,248.50 Sedgwick T/L B (10/18) 11/06/2025 3.354% 1,066,290.990 1,062,292.38 1,051,032.37 SELECT MEDICAL T/L B 03/06/2024 2.360% 1,824,033.770 1,808,498.53 1,801,607.27 SEVERIN ACQUISITION T/L (6/18) 07/31/2025 3.332% 1,697,932.350 1,685,087.55 1,688,687.11 SFO COMMERCIAL MTG TR 2021-555 05/17/2038 1.893% 1,500,000.000 1,507,490.74 1,511,039.70 SHACKLETON 2015-VII-R CLO LTD 07/15/2031 1.276% 25,000,000.000 25,000,000.00 24,997,117.00 SHIRE ACQUISITIONS INVTS IRELA 09/23/2023 2.875% 6,010,000.000 6,285,553.33 6,284,307.10 SIERRA TIMSHR RECV FDG 2016-3 10/20/2033 2.430% 1,093,321.570 1,093,125.35 1,097,894.50 SIMON PPTY GROUP LP 09/13/2024 2.000% 6,050,000.000 6,061,610.92 6,291,140.66 SINCLAIR TELEVISION GROUP T/L 07/17/2026 2.610% 2,583,975.000 2,594,548.61 2,550,861.36 SINGTEL GROUP TRE 10/03/2026 2.375% 4,855,000.000 5,098,583.71 5,178,484.52 SINGTEL GROUP TRE 06/30/2025 3.250% 1,400,000.000 1,498,603.55 1,520,068.05 Six Flags Theme Parks T/L (3/1 04/17/2026 1.860% 928,062.500 925,742.35 906,276.23 SLG OFFICE TRUST 2021-OVA 07/15/2041 0.258% 168,062,650.000 3,487,678.91 3,626,876.02 SLIDE 2018-FUN 06/15/2022 0.000% 33,156,546.420 0.00 331.57 SMG US MIDCO 2 T/L (01/20) 01/23/2025 2.662% 1,413,831.810 1,416,337.42 1,329,001.90 SOFI ALT TR 2019-F 02/15/2045 3.932% 5,463,363.150 5,477,368.16 5,604,925.99 SOFI ALT TR 2021-A 03/15/2047 1.480% 24,086,994.730 24,180,462.52 24,085,766.29 SOFI ALTERNATIVE TRUST 2021-B 02/15/2047 1.761% 14,634,493.260 14,704,341.44 14,736,861.54 SOFI CONSUMER LN PRGRM 2016-1 08/25/2025 3.260% 95,586.770 95,576.36 95,781.87 SOFI CONSUMER LN PRGRM 2017-5 09/25/2026 2.780% 1,269.980 1,269.83 1,272.00 SOFI PRFSSNAL LN PRGRM 2017-A 03/26/2040 2.400% 1,259,275.480 1,239,524.49 1,276,277.71 SOHO 2021-SOHO B 08/10/2028 2.786% 16,035,000.000 15,441,841.70 15,443,933.87 SOLENIS INTERNATIONAL 2ND LIEN 06/18/2024 8.635% 85,000.000 82,953.47 85,170.00 SOLENIS INTERNATIONAL T/L 12/26/2023 4.135% 1,533,549.730 1,525,441.93 1,533,818.10 SOPHIA (DATATEL/ELLUCIAN) T/L 10/07/2027 4.500% 1,791,000.000 1,778,576.25 1,791,958.19 SOUND INPATIENT PHYSICIANS T/L 06/27/2025 2.854% 1,912,128.360 1,888,649.39 1,902,739.81 SOUND PNT CLO IV-R LTD 2018-4R 04/18/2031 1.284% 7,630,000.000 7,629,074.00 7,633,405.19 SOUND POINT CLO 2018-21 10/27/2031 1.305% 10,100,000.000 10,099,700.00 10,095,960.00 SOUND POINT CLO LTD 2019-22 01/20/2032 1.504% 10,500,000.000 10,233,831.37 10,520,453.90 SOUND POINT CLO LTD 2020-28 01/26/2032 1.405% 29,000,000.000 29,000,000.00 29,075,190.04 SOUNDVIEW HM LN 2007-OPT3 08/25/2037 0.269% 2,637,003.600 2,536,547.08 2,586,393.17 SOUNT POINT CLO 2019-23R LTD A 07/17/2034 1.318% 25,000,000.000 25,000,000.00 25,006,250.00 SOUTHERN CALIF EDISON CO 04/01/2024 0.880% 6,690,000.000 6,693,511.06 6,717,838.76 SOUTHERN VETERINARY PARTNERS D 10/01/2027 4.225% 138,787.880 137,400.00 139,265.31 SOUTHERN VETERINARY PARTNERS T 10/01/2027 5.000% 1,001,181.060 991,169.26 1,004,625.12 SOUTHWEST AIRLS CO 05/04/2023 4.750% 5,830,000.000 6,247,307.03 6,248,718.94 SPARC EM SPC PANAMA METR 12/05/2022 1,075,405.240 1,044,796.40 1,065,162.01 SPARC EM SPC PANAMA METR 12/05/2022 4,090,236.610 4,004,885.05 4,051,277.11 SPECIALTY UNDRWR FIN 2006-BC4 09/25/2037 0.372% 17,358,100.080 16,390,962.35 16,583,465.36 SPRINGLEAF FDG TR 2017-A 07/15/2030 2.680% 4,662,810.010 4,661,394.84 4,672,470.42 SPRINGS WINDOW T/L 06/13/2025 4.354% 1,227,710.300 1,205,489.10 1,229,791.27 SS&C TECHNOLOGIES T/L B-5 04/16/2025 1.854% 1,589,038.680 1,585,066.08 1,567,825.01 STARFRUIT FINCO T/L B (AKZONOB 10/01/2025 2.843% 677,693.060 673,910.84 670,251.99 STARS GROUP T/L (6/18) 07/10/2025 3.703% 18,979,464.200 18,921,708.20 18,863,879.26 START II LTD 2019-1 03/15/2044 4.089% 1,662,677.680 1,662,603.53 1,677,409.00 START LTD 2018-1 05/15/2043 4.089% 3,362,467.910 3,331,398.39 3,393,664.89 STATE GRID OVER BV 08/05/2025 1.000% 1,867,000.000 1,854,431.25 1,855,909.95 STATE GRID OVERSEAS INVT 2013 05/22/2023 3.125% 1,950,000.000 2,027,360.69 2,035,819.46 STEELE CREEK CLO 2016-1R LTD A 06/16/2031 1.239% 8,000,000.000 8,000,000.00 7,983,698.00 STEELE CREEK CLO 2017-1 10/15/2030 1.376% 10,000,000.000 10,001,440.86 9,994,381.60 STEELE CREEK CLO 2018-2 08/18/2031 1.355% 6,000,000.000 5,988,000.00 5,999,512.44 STEELE CREEK CLO LTD 2014-1R A 04/21/2031 1.204% 10,000,000.000 9,935,000.00 9,989,628.30 STEELE CREEK CLO LTD 2019-1 04/15/2032 2.326% 10,000,000.000 10,000,000.00 9,995,204.70 STEELE CREEK CLO LTD 2019-2R A 07/15/2032 1.296% 18,000,000.000 18,000,000.00 18,000,123.84 STEELE CREEK CLO LTD 2019-2R B 07/15/2032 1.976% 9,000,000.000 9,000,000.00 9,000,062.91 STG-FAIRWAY HOLDINGS T/L B (FI 01/29/2027 2.854% 697,366.460 686,899.68 693,095.09 STRUCTURED ADJ RATE 2005-22 12/25/2035 3.144% 2,040,967.580 2,010,462.93 1,941,452.45 STWD MORTGAGE TR 2019-FL1 LTD 07/15/2038 2.109% 459,000.000 459,000.00 460,319.17 STWD MORTGAGE TR 2019-FL1 LTD 07/15/2038 2.509% 14,307,000.000 14,307,000.00 14,321,278.39 SUMITOMO MITSUI TR BK LTD 09/12/2023 0.800% 6,080,000.000 6,082,661.23 6,128,647.42 SUNSHINE LUXEMBOURG T/L B-3 (N 10/01/2026 4.500% 399,947.620 397,947.87 400,697.52 SURF HOLDINGS T/L B (SOPHOS GR 03/05/2027 3.676% 1,722,605.280 1,723,116.78 1,707,411.90 SYMPHONY CLO LTD 2014-15R3 01/20/2032 1.214% 25,000,000.000 25,000,000.00 25,005,421.25 SYNCHRONY FINANCIAL 08/15/2024 4.250% 2,295,000.000 2,505,145.79 2,507,375.47 SYNCHRONY FINANCIAL 03/19/2024 4.375% 2,720,000.000 2,959,122.54 2,962,811.49 SYNCHRONY FINANCIAL 07/25/2022 2.850% 755,000.000 757,873.39 771,673.85 SYNCREON GROUP FIRST OUT T/L ( 10/01/2024 6.000% 281,298.690 271,643.83 282,705.18 SYSCO CORP 04/01/2025 5.650% 5,695,000.000 6,609,178.48 6,604,251.00 TACO BELL FDG LLC 2018-1 11/25/2048 4.318% 7,800,000.000 8,019,126.89 7,848,686.82 TAILWIND 2019-1 LTD 12/15/2044 3.967% 6,758,190.110 6,758,162.39 6,761,981.45 TAL ADVANTAGE VII 2020-1 09/20/2045 2.050% 5,885,625.000 5,883,276.65 5,980,628.40 TAMKO Building Products T/L B 05/31/2026 3.145% 865,092.500 856,120.15 853,197.48 TARGET CORP 01/15/2022 2.900% 4,924,000.000 4,979,843.45 4,983,454.79 TARGET CORP 04/15/2025 2.250% 1,625,000.000 1,705,510.85 1,712,631.70 TEAM HEALTH HOLDINGS T/L 02/06/2024 3.750% 830,792.670 733,208.08 806,259.36 TECH DATA CORPORATION T/L (6/2 06/26/2025 3.604% 1,225,737.500 1,210,895.53 1,228,164.46 TECH DATA FILO T/L 06/30/2025 5.604% 526,025.000 508,700.22 528,328.99 TEKNI-PLEX T/L (ASP TPI) 10/31/2024 4.000% 1,559,280.710 1,525,272.21 1,557,167.88 TELESAT CANADA T/L (11/19) 12/07/2026 2.850% 720,063.540 718,263.38 657,057.98 TEMASEK FINL LTD 01/23/2023 2.375% 2,000,000.000 2,055,243.02 2,057,786.10 TENCENT HLDGS LTD 01/26/2026 1.810% 5,000,000.000 5,002,444.63 5,095,368.50 TERRIER MEDIA T/L (1/21) (COX 12/17/2026 3.604% 561,478.500 558,671.10 556,604.87 TESLA AUTO LEASE TR 2019-A 01/20/2023 3.370% 3,200,000.000 3,199,205.76 3,302,510.08 THARALDSON PORT TR 2018-THPT E 11/13/2034 3.434% 8,426,454.880 8,394,855.67 8,408,680.12 THL CR WIND RIVER CLO 2014-2R 01/15/2031 1.266% 14,500,000.000 14,347,250.00 14,514,844.81 THL CREDIT WIND RIVER 2019-3 B 04/15/2031 2.226% 4,000,000.000 4,000,000.00 4,003,965.12 THUNDERBOLT II AIR LEASE 2018 09/15/2038 4.147% 12,622,649.090 12,622,375.17 12,656,503.03 THUNDERBOLT II AIR LEASE 2018 09/15/2038 5.071% 1,339,285.710 1,339,235.46 1,244,248.66 THYSSENKRUPP ELEVATOR T/L (VER 07/30/2027 4.478% 1,751,795.560 1,720,171.63 1,750,289.02 TIBCO SOFTWARE T/L 2ND LIEN 03/03/2028 7.350% 165,000.000 164,175.00 166,753.13 TIBCO SOFTWARE T/L B (2/20) 06/30/2026 3.860% 1,335,780.460 1,307,856.68 1,326,182.88 TIF FUNDING II LLC 2021-1 02/20/2046 1.650% 7,209,375.000 7,208,478.87 7,199,277.55 TITAN ACQUISITION T/L (HUSKY I 03/28/2025 3.267% 1,382,238.660 1,341,804.16 1,356,390.80 TNB GLOBAL VENTURE 10/19/2026 3.244% 8,500,000.000 9,152,965.90 9,152,970.00 TOORAK MTG TR 2020-1 03/25/2023 2.734% 40,000,000.000 39,999,928.00 40,213,092.00 TORONTO-DOMINION BANK 03/04/2024 0.365% 6,105,000.000 6,105,000.00 6,116,515.13 TRANSDIGM T/L E (02/20) 05/30/2025 2.354% 2,211,382.660 2,203,262.58 2,174,961.19 TRANSPORTADORA DE GAS DEL PERU 04/30/2028 4.250% 4,300,000.000 4,595,396.50 4,626,219.50 TransUnion T/L B5 11/13/2026 1.854% 10,664,696.260 10,635,401.35 10,549,144.28 TRAVEL LEADERS GROUP T/L B (08 01/25/2024 4.093% 810,621.450 808,594.88 758,539.02 TRAVELPORT FINANCE DIP T/L 02/28/2025 2.500% 603,981.730 566,213.14 615,976.81 TRESTLES CLO 2021-4 LTD 07/21/2034 20,000,000.000 19,988,100.00 20,000,000.00 TRITON CONTAINER INTERNATIONAL 08/01/2023 0.800% 6,615,000.000 6,611,315.15 6,614,601.58 TRUIST FINL CORP 06/09/2025 0.446% 9,390,000.000 9,390,000.00 9,402,093.66 UBS COML MTG TR 2017-C1 06/17/2050 0.914% 2,034,000.000 122,018.45 103,025.76 UBS COML MTG TR 2017-C1 06/17/2050 4.036% 3,870,000.000 4,229,996.54 4,231,023.01 UBS COML MTG TR 2017-C4 10/17/2050 4.446% 1,500,000.000 1,383,278.87 1,604,589.90 UBS COML MTG TR 2018-C13 10/17/2051 0.743% 79,229,236.870 4,492,726.11 3,372,962.92 UBS COML MTG TR 2018-C8 02/17/2051 4.701% 6,009,000.000 5,909,677.24 6,816,232.23 UBS COML MTG TR 2018-C9 03/17/2051 5.051% 1,067,000.000 1,013,066.48 1,196,105.72 UBS GROUP AG 07/30/2024 1.008% 9,290,000.000 9,314,491.28 9,361,640.49 UBSCM MTG TR 2018-NYCH 02/18/2032 4.931% 187,000.000 188,721.41 176,220.57 UFC HOLDINGS T/LB (ZUFFA) 04/29/2026 3.750% 1,654,135.330 1,628,563.72 1,645,740.59 UGI ENERGY SERVICES T/L B 08/13/2026 3.854% 769,103.500 765,257.98 770,545.57 ULTIMATE SOFTWARE GROUP 2ND LI 05/03/2027 7.500% 140,000.000 138,600.00 142,625.00 ULTIMATE SOFTWARE T/L 05/04/2026 3.854% 920,079.790 904,332.24 920,696.24 UMPT 2021-PT3 A 06/15/2027 12.392% 11,809,277.510 11,926,210.84 12,017,758.50 United Natural Foods (Superval 10/22/2025 3.604% 450,074.290 387,359.01 449,230.40 UNITED OVERSEAS BANK LTD 04/15/2029 3.750% 2,750,000.000 2,814,424.73 2,926,657.69 UNITED STATES TREAS NTS 03/31/2022 0.375% 291,500,000.000 292,032,243.81 292,078,986.05 UNITED STATES TREAS NTS 05/15/2023 0.125% 406,450,000.000 405,936,694.15 406,291,232.50 UNITED STATES TREAS NTS 11/30/2022 0.125% 324,900,000.000 324,908,887.58 325,001,531.25 UNITED STATES TREAS NTS 12/15/2023 0.125% 342,310,000.000 341,566,522.26 341,427,483.74 UNITED STATES TREAS NTS 07/15/2024 0.375% 243,630,000.000 243,152,386.27 243,867,919.31 UNITEDHEALTH GROUP INC 05/15/2024 0.550% 3,680,000.000 3,676,172.80 3,686,424.32 Univar Solutions USA T/L B5 07/01/2026 2.104% 339,825.000 338,975.46 338,525.17 UNIVAR SOLUTIONS USA T/L B6 06/02/2028 2.103% 2,915,000.000 2,900,425.00 2,897,990.98 UNIVERSAL HOSPITAL SERVICES DD 10/18/2025 2.875% 983,754.020 983,522.77 975,146.17 UPGRADE MSTR CR PT TR 2021-ST3 07/15/2027 2.500% 18,221,000.000 18,221,000.00 18,471,301.88 UPGRADE RECV TR 2019-1 03/15/2025 5.150% 45,326.150 45,566.21 45,381.96 UPST 2021-3 A 07/20/2031 0.830% 6,000,000.000 5,999,587.80 6,017,502.00 UPST 2021-3 B 07/20/2031 1.660% 3,000,000.000 2,999,280.90 3,007,860.00 UPSTART PASS-THRU 2021-ST3 05/20/2027 2.000% 4,636,486.850 4,636,486.85 4,661,654.63 UPSTART PASS-THRU TR 2020-ST2 03/20/2028 3.500% 8,079,866.520 8,079,866.52 8,259,322.78 UPSTART PASS-THRU TR 2020-ST5 12/20/2026 3.000% 6,349,721.760 6,349,721.76 6,465,844.20 UPSTART PT 2020-ST6 TR 01/20/2027 3.000% 11,255,544.120 11,255,544.12 11,419,048.91 UPSTART SEC 2021-2 TR 06/20/2031 1.750% 7,170,000.000 7,169,249.30 7,205,399.72 UPSTART SEC TR 2020-1 04/22/2030 3.093% 5,250,000.000 5,249,963.25 5,356,596.00 UPSTART SEC TR 2020-3 11/20/2030 3.014% 2,750,000.000 2,749,994.50 2,819,906.10 UPSTART SECURITZ TR 2021-1 03/20/2031 0.870% 3,076,537.560 3,076,379.42 3,084,011.09 UPSTART SECURITZ TR 2021-1 03/20/2031 1.890% 1,900,000.000 1,899,715.00 1,916,299.53 Upstream Rehabilitation T/L (U 10/22/2026 4.604% 656,687.500 653,404.05 653,610.92 US Foods T/L B (08/19) 09/14/2026 2.104% 2,579,062.500 2,577,633.27 2,537,165.63 UTD O/S BANK 09/16/2026 3.500% 5,700,000.000 5,691,030.67 5,731,977.00 UTD O/S BANK 03/16/2031 1.750% 3,600,000.000 3,593,927.96 3,607,182.00 UTIMATE SOFTWARE T/L (1/21) (U 05/04/2026 4.000% 1,255,528.320 1,239,473.36 1,256,438.58 UTZ QUALITY FOODS T/L B 01/20/2028 3.104% 129,350.040 129,026.66 128,885.03 Valeant Pharmaceuticals T/L (1 11/27/2025 2.843% 1,136,250.000 1,124,887.50 1,126,307.81 VALERO ENERGY CORP 03/15/2024 1.200% 3,100,000.000 3,104,178.08 3,128,660.59 VANTAGE DATA CTR 2019-1 07/15/2044 3.188% 7,846,666.530 7,846,666.53 8,142,207.30 VANTAGE SPECIALTY CHEMICALS T/ 10/28/2024 4.500% 655,077.950 614,884.78 639,794.98 VCAT 2020-NPL1 LLC 08/25/2050 3.671% 8,549,244.900 8,549,126.94 8,606,767.64 VCAT 2021-NPL1 LLC 12/26/2050 2.289% 24,371,913.510 24,371,913.51 24,468,219.13 VEDANTA RES PLC 05/31/2023 7.125% 1,500,000.000 1,471,495.34 1,367,835.00 VEDANTA RES PLC 08/09/2024 6.125% 200,000.000 187,793.85 160,260.00 VELOCITY COM CAP LN TR 2018-2 10/25/2048 4.050% 6,291,166.310 6,290,297.50 6,541,550.95 VELOCITY COM CAP LN TR 2021-1 05/25/2051 2.260% 2,993,744.310 2,993,581.15 3,004,066.44 VELOCITY COMM CAP TR 2020-1 02/25/2050 2.980% 4,573,972.040 4,572,238.50 4,660,273.74 VENTURE 2015-19RR CLO LTD 01/15/2032 1.386% 10,000,000.000 10,000,000.00 10,019,160.70 VENTURE CLO LTD 2018-34 10/15/2031 1.356% 10,000,000.000 10,000,000.00 10,000,000.00 VENTURE XX CLO 2015-20R 04/15/2027 0.946% 4,163,520.200 4,163,520.20 4,163,496.80 VENTURE XXIX CLO 2017-29R 09/09/2030 1.129% 8,500,000.000 8,500,000.00 8,492,406.44 VERIZON COMMUNICATIONS INC 05/15/2025 1.256% 6,300,000.000 6,299,204.92 6,488,049.52 VERSCEND T/L (2/21) 08/27/2025 4.104% 1,828,994.220 1,817,581.02 1,828,308.35 VERUS SEC TR 2020-4 05/25/2065 1.502% 6,798,359.100 6,798,238.09 6,856,709.42 VERUS SEC TR 2020-4 05/25/2065 2.321% 747,921.810 747,911.55 760,120.49 VERUS SEC TR 2020-NPL1 08/25/2050 3.598% 7,416,841.030 7,416,841.03 7,436,342.87 VERUS SECUR TR 2020-INV1 03/25/2060 3.035% 1,500,000.000 1,499,971.05 1,547,181.60 VERUS SECUR TR 2021-R1 10/25/2063 1.262% 7,174,202.680 7,174,062.78 7,176,832.74 VIATRIS INC 06/22/2022 1.125% 1,560,000.000 1,559,329.20 1,569,438.86 VIBRANT CLO 10 LTD 10/20/2031 1.334% 10,000,000.000 10,000,000.00 10,000,044.50 VIBRANT CLO III LTD 2015-3RR A 10/20/2031 1.384% 3,948,182.060 3,948,182.06 3,940,332.36 VICI PROPERTIES 1 T/L B 12/20/2024 1.841% 2,625,000.000 2,615,866.77 2,601,427.50 VICTORY CAPITAL (2/21) T/L 07/01/2026 2.444% 464,717.170 460,070.04 460,070.00 VIRGIN MEDIA T/L (09/19) 01/31/2028 2.573% 2,694,289.500 2,683,510.91 2,656,124.89 VISTRA OPERATIONS COMPANY T/L 12/15/2025 1.832% 17,153,270.440 17,125,897.65 16,952,834.47 VMC 2019-FL3 D 09/15/2036 2.741% 5,893,629.670 5,893,629.67 5,806,233.04 VOLKSWAGEN GROUP AMER FIN LLC 11/22/2023 0.875% 6,550,000.000 6,550,155.16 6,586,848.34 VOLT 2021-NPL5 03/27/2051 2.116% 4,872,086.690 4,872,086.69 4,882,511.98 VOLT 2021-NPL8 LLC 04/25/2051 2.116% 33,564,805.620 33,592,052.85 33,703,703.50 VOLT CI LLC 2021-NPL10 05/25/2051 1.992% 6,224,855.770 6,224,855.77 6,240,397.37 VOLT CII LLC 2021-NPL11 08/25/2051 1.868% 10,000,000.000 10,000,000.00 10,015,374.00 VOLT XCII LLC 2021-NPL1 02/27/2051 1.893% 12,530,377.980 12,529,515.69 12,552,764.75 VOLT XCVII LLC 2021-NPL6 04/25/2051 2.240% 3,831,129.500 3,831,129.50 3,839,338.08 VOLT XCVIII LLC 2021-NPL7 04/25/2051 2.116% 9,630,191.130 9,661,710.72 9,669,224.22 VS BUYER T/L (VEEAM SOFTWARE) 02/26/2027 3.104% 1,765,323.320 1,751,294.90 1,753,742.80 VTR COMUNICACIONES SPA 01/15/2028 5.125% 4,445,000.000 4,649,053.42 4,648,625.45 WAMU MTG CERT 2005-8 10/25/2035 0.499% 1,509,552.450 1,445,618.59 1,404,139.35 WAMU MTG CERT 2005-AR4 04/25/2035 2.827% 4,730,460.660 4,770,018.66 4,780,286.60 WAMU MTG CERT 2006-AR10 09/25/2036 3.028% 3,865,448.030 3,765,836.45 3,727,264.06 WAMU MTG CERT 2006-AR18 01/25/2037 2.561% 13,766,020.900 13,733,756.78 13,744,115.03 WAMU PTC WMALT 2006-5 07/25/2036 6.000% 100,279.720 95,680.48 94,804.63 WAMU WMABS 2006-HE5 10/25/2036 0.269% 7,233,605.370 3,879,004.81 3,835,590.31 WAMU WMABS 2006-HE5 10/25/2036 0.319% 2,656,526.120 1,437,458.89 1,424,102.29 WAND NEWCO 3 (CALIBER COLLISIO 02/05/2026 3.104% 1,201,652.480 1,188,852.81 1,187,064.42 WAVE 2019-1 LLC 09/15/2044 3.597% 16,298,302.840 16,297,587.33 16,363,153.79 WELF 2020-1A A1A 04/15/2033 1.436% 17,500,000.000 17,500,000.00 17,531,029.43 WELL FARGO COM MTG TR 2014-C19 03/15/2047 1.010% 3,103,232.740 197,596.41 57,873.74 WELLFLEET CLO 2018-3 LTD 01/20/2032 1.384% 10,000,000.000 10,000,000.00 10,016,885.40 WELLFLEET CLO LTD 2018-2 10/20/2031 1.334% 15,000,000.000 14,980,500.00 15,010,312.35 WELLFLEET CLO LTD 2019-10R 07/20/2032 1.344% 4,000,000.000 4,000,000.00 3,997,200.00 WELLS FARGO & CO 06/02/2024 1.654% 5,905,000.000 6,023,114.52 6,033,078.09 WELLS FARGO ALT LN 2007-PA5 11/25/2037 6.250% 809,497.890 785,022.70 804,650.62 WELLS FARGO CO MTG 2021-C59 TR 04/17/2054 1.556% 63,615,729.980 7,409,386.13 7,466,152.00 WELLS FARGO COM MTG 2018-C48 C 01/18/2052 5.120% 4,020,000.000 4,341,007.11 4,685,969.28 WELLS FARGO COML MTG 2020-C57 08/15/2053 2.096% 71,243,064.810 10,031,244.11 10,666,055.71 WELLS FARGO COML TR 2014-LC16 08/17/2050 3.938% 572,000.000 504,618.22 104,390.00 WELLS FARGO COML TR 2014-LC18 12/17/2047 3.959% 540,000.000 549,394.13 577,562.40 WELLS FARGO COML TR 2015-C27 X 02/18/2048 0.885% 11,128,465.070 647,427.96 278,044.70 WELLS FARGO COML TR 2015-C30 X 09/17/2058 0.888% 51,648,362.530 2,890,858.07 1,610,989.90 WELLS FARGO COML TR 2015-NXS2 07/17/2058 0.661% 25,512,379.180 1,085,204.00 567,395.31 WELLS FARGO COML TR 2016-C32 C 01/17/2059 4.714% 954,000.000 873,987.05 1,024,028.94 WELLS FARGO COML TR 2016-C33 X 03/15/2059 1.613% 11,605,942.090 1,272,070.86 711,329.35 WELLS FARGO COML TR 2016-NXS6 11/18/2049 1.605% 28,117,070.760 2,430,255.77 1,432,904.97 WELLS FARGO COML TR 2017-C38 X 07/15/2050 1.018% 73,787,154.370 4,926,506.27 3,432,120.94 WELLS FARGO MBS 2007-15 11/25/2037 6.000% 3,390,345.990 3,282,808.46 3,408,453.83 WELLS FARGO MBS 2007-AR6 10/25/2037 2.870% 11,483,191.270 10,984,089.46 11,268,953.96 WELLS FARGO MTG TR 2021-SAVE D 02/15/2040 2.593% 272,706.550 274,416.56 276,459.05 WELLTOWER INC 03/15/2024 3.625% 6,275,000.000 6,408,289.97 6,735,817.49 WESTERN UN CO 03/15/2026 1.350% 6,295,000.000 6,283,259.80 6,303,938.90 WESTJET AIRLINES T/L B (KESTRE 08/07/2026 4.000% 1,275,575.000 1,269,197.14 1,234,565.26 WFRBS COML MTG TR 2014-C21 08/16/2047 1.026% 7,298,271.820 471,153.49 181,323.37 Whatabrands T/L (Whataburger) 08/03/2026 2.832% 1,203,002.480 1,203,546.05 1,202,557.37 WHITEBOX CLO II LTD 2020 10/24/2031 2.375% 3,000,000.000 3,000,000.00 2,969,647.86 WHITEHORSE XII LTD 2018-12 10/15/2031 1.376% 6,000,000.000 5,998,200.00 5,995,101.12 WILLIAMS COS INC 06/24/2024 4.550% 3,900,000.000 4,283,843.19 4,290,978.86 WILLIAMS PARTNERS L.P. 03/04/2024 4.300% 2,215,000.000 2,380,938.30 2,401,526.48 WILLIS ENGINE STRUC TR 2020-A 03/15/2045 3.228% 6,908,048.000 6,907,950.63 7,007,537.71 WMG ACQUISITION T/L G (WARNER 01/20/2028 2.229% 14,300,000.000 14,317,492.80 14,139,125.00 ZAYO GROUP HOLDINGS INC. T/L 03/09/2027 3.104% 1,500,980.260 1,437,055.88 1,478,600.64 ZELIS T/L (1/21) (REDCARD) 09/30/2026 3.592% 898,474.500 894,016.89 894,939.00 Ziggo Finance Partnership T/L 04/17/2028 2.573% 235,000.000 235,000.00 231,393.93 CSFM 003 02/22/2023 2.650% 24,750,000.000 24,750,683.49 24,750,000.00 FIRST AMERN FDS INC 02/01/2030 0.026% 205,234,380.130 205,234,380.13 205,234,380.13 JPMORGAN TR II 01/01/2040 0.026% 204,786,425.890 204,786,425.89 204,786,425.89 MORGAN STANLEY INSTL LIQUIDITY 12/31/2031 0.026% 204,786,425.890 204,786,425.89 204,786,425.89 BXIICS2E INDEX SWAP 011122 SER 129,743.891 0.00 19,318,229.63 BXIICS2E INDEX SWAP 011122 SER 129,743.891 0.00 0.00 BXIICS2E INDEX SWAP 012522 SER 127,890.190 0.00 0.00 BXIICS2E INDEX SWAP 012522 SER 127,890.190 0.00 17,613,484.58 BXIICS2E INDEX SWAP 012722 SER 127,709.289 0.00 0.00 BXIICS2E INDEX SWAP 012722 SER 127,709.289 0.00 17,447,119.46 BXIICS2E INDEX SWAP 021522 SER 124,925.576 0.00 14,887,093.56 BXIICS2E INDEX SWAP 021522 SER 124,925.576 0.00 0.00 BXIICS2E INDEX SWAP 031522 SER 124,377.197 0.00 14,382,780.06 BXIICS2E INDEX SWAP 031522 SER 124,377.197 0.00 0.00 BXIICS2E INDEX SWAP 032222 123,372.242 0.00 0.00 BXIICS2E INDEX SWAP 032222_R 123,372.242 0.00 13,458,579.18 BXIICS2E INDEX SWAP 033022 SER 122,367.313 0.00 0.00 BXIICS2E INDEX SWAP 033022 SER 122,367.313 0.00 12,534,402.03 BXIICS2E INDEX SWAP 040522 SER 120,527.714 0.00 0.00 BXIICS2E INDEX SWAP 040522 SER 120,527.714 0.00 10,842,624.94 BXIICS2E INDEX SWAP 040722 SER 119,250.060 0.00 9,667,638.14 BXIICS2E INDEX SWAP 040722 SER 119,250.060 0.00 0.00 BXIICS2E INDEX SWAP 041222 SER 60,079.329 0.00 0.00 BXIICS2E INDEX SWAP 041222 SER 60,079.329 0.00 5,251,612.25 BXIICS2E INDEX SWAP 041222 SER 60,263.857 0.00 5,421,312.47 BXIICS2E INDEX SWAP 041222 SER 60,263.857 0.00 0.00 BXIICS2E INDEX SWAP 042022 SER 122,660.842 0.00 0.00 BXIICS2E INDEX SWAP 042022 SER 122,660.842 0.00 12,804,344.51 BXIICS2E INDEX SWAP 042622 SER 120,308.075 0.00 0.00 BXIICS2E INDEX SWAP 042622 SER 120,308.075 0.00 10,640,635.66 BXIICS2E INDEX SWAP 042822 SER 116,513.397 0.00 7,150,881.57 BXIICS2E INDEX SWAP 042822 SER 116,513.397 0.00 0.00 BXIICS2E INDEX SWAP 050322 SER 57,683.034 0.00 3,047,873.45 BXIICS2E INDEX SWAP 050322 SER 57,683.034 0.00 0.00 BXIICS2E INDEX SWAP 050322 SER 58,256.699 0.00 0.00 BXIICS2E INDEX SWAP 050322 SER 58,256.699 0.00 3,575,440.82 BXIICS2E INDEX SWAP 050522 SER 122,067.764 0.00 12,258,923.75 BXIICS2E INDEX SWAP 050522 SER 122,067.764 0.00 0.00 BXIICS2E INDEX SWAP 051122 SER 117,499.300 0.00 0.00 BXIICS2E INDEX SWAP 051122 SER 117,499.300 0.00 8,057,561.50 BXIICS2E INDEX SWAP 051222 SER 112,793.667 0.00 0.00 BXIICS2E INDEX SWAP 051222 SER 112,793.667 0.00 3,730,052.73 BXIICS2E INDEX SWAP 051922 SER 60,339.666 0.00 0.00 BXIICS2E INDEX SWAP 051922 SER 60,339.666 0.00 5,491,030.28 BXIICS2E INDEX SWAP 051922 SER 58,749.650 0.00 4,028,780.75 BXIICS2E INDEX SWAP 051922 SER 58,749.650 0.00 0.00 BXIICS2E INDEX SWAP 052422 SER 121,521.257 0.00 11,756,330.97 BXIICS2E INDEX SWAP 052422 SER 121,521.257 0.00 0.00 BXIICS2E INDEX SWAP 052522 SER 115,278.838 0.00 6,015,526.44 BXIICS2E INDEX SWAP 052522 SER 115,278.838 0.00 0.00 BXIICS2E INDEX SWAP 052622 SER 116,643.295 0.00 0.00 BXIICS2E INDEX SWAP 052622 SER 116,643.295 0.00 7,270,341.58 BXIICS2E INDEX SWAP 053122 SER 114,917.339 0.00 0.00 BXIICS2E INDEX SWAP 053122 SER 114,917.339 0.00 5,683,076.11 BXIICS2E INDEX SWAP 060122 SER 116,994.956 0.00 0.00 BXIICS2E INDEX SWAP 060122 SER 116,994.956 0.00 7,593,744.81 BXIICS2E INDEX SWAP 060722 SER 58,321.648 0.00 0.00 BXIICS2E INDEX SWAP 060722 SER 58,321.648 0.00 3,635,170.82 BXIICS2E INDEX SWAP 060722 SER 58,497.478 0.00 0.00 BXIICS2E INDEX SWAP 060722 SER 58,497.478 0.00 3,796,872.41 BXIICS2E INDEX SWAP 060922 SER 115,554.756 0.00 0.00 BXIICS2E INDEX SWAP 060922 SER 115,554.756 0.00 6,269,273.06 BXIICS2E INDEX SWAP 061422 SER 113,133.140 0.00 0.00 BXIICS2E INDEX SWAP 061422 SER 113,133.140 0.00 4,042,247.09 BXIICS2E INDEX SWAP 062122 SER 112,904.002 0.00 3,831,521.51 BXIICS2E INDEX SWAP 062122 SER 112,904.002 0.00 0.00 BXIICS2E INDEX SWAP 062322 SER 100,806.305 0.00 0.00 BXIICS2E INDEX SWAP 062322 SER 100,806.305 0.00 2,705,943.65 BXIICS2E INDEX SWAP 062322 SER 11,429.610 0.00 511,175.59 BXIICS2E INDEX SWAP 062322 SER 11,429.610 0.00 0.00 BXIICS2E INDEX SWAP 062822 SER 56,566.570 0.00 2,021,123.55 BXIICS2E INDEX SWAP 062822 SER 56,566.570 0.00 0.00 BXIICS2E INDEX SWAP 063022 SER 112,950.064 0.00 3,873,882.23 BXIICS2E INDEX SWAP 063022 SER 112,950.064 0.00 0.00 BXIICS2E INDEX SWAP 070622 SER 112,192.220 0.00 3,176,935.88 BXIICS2E INDEX SWAP 070622 SER 112,192.220 0.00 0.00 BXIICS2E INDEX SWAP 071422 SER 111,042.931 0.00 2,119,998.33 BXIICS2E INDEX SWAP 071422 SER 111,042.931 0.00 0.00 BXIICS2E INDEX SWAP 072022 SER 112,587.876 0.00 3,540,798.63 BXIICS2E INDEX SWAP 072022 SER 112,587.876 0.00 0.00 BXIICS2E INDEX SWAP 072722 SER 110,074.479 0.00 1,229,366.82 BXIICS2E INDEX SWAP 072722 SER 110,074.479 0.00 0.00 BXIICS2E INDEX SWAP 072822 SER 110,717.118 0.00 0.00 BXIICS2E INDEX SWAP 072822 SER 110,717.118 0.00 1,820,366.57 BXIICS2E INDEX SWAP 080422 SER 109,411.058 0.00 0.00 BXIICS2E INDEX SWAP 080422 SER 109,411.058 0.00 619,255.65 BXIICS2E INDEX SWAP 080922 SER 109,682.304 0.00 0.00 BXIICS2E INDEX SWAP 080922 SER 109,682.304 0.00 868,705.78 BXIICS2E INDEX SWAP 081021 SER 151,343.491 0.00 0.00 BXIICS2E INDEX SWAP 081021 SER 151,343.491 0.00 39,182,178.84 BXIICS2E INDEX SWAP 081021 SER 29,310.448 0.00 0.00 BXIICS2E INDEX SWAP 081021 SER 29,310.448 0.00 955,186.46 BXIICS2E INDEX SWAP 081022 SER 109,683.050 0.00 869,391.73 BXIICS2E INDEX SWAP 081022 SER 109,683.050 0.00 0.00 BXIICS2E INDEX SWAP 081121 SER 149,753.842 0.00 37,720,267.20 BXIICS2E INDEX SWAP 081121 SER 149,753.842 0.00 0.00 BXIICS2E INDEX SWAP 081122 SER 110,072.443 0.00 0.00 BXIICS2E INDEX SWAP 081122 SER 110,072.443 0.00 1,227,494.86 BXIICS2E INDEX SWAP 081221 SER 148,356.287 0.00 0.00 BXIICS2E INDEX SWAP 081221 SER 148,356.287 0.00 36,435,013.71 BXIICS2E INDEX SWAP 081722 SER 55,514.789 0.00 0.00 BXIICS2E INDEX SWAP 081722 SER 55,514.789 0.00 1,053,859.45 BXIICS2E INDEX SWAP 081722 SER 55,037.239 0.00 0.00 BXIICS2E INDEX SWAP 081722 SER 55,037.239 0.00 614,683.40 BXIICS2E INDEX SWAP 081822 SER 111,029.578 0.00 2,107,718.89 BXIICS2E INDEX SWAP 081822 SER 111,029.578 0.00 0.00 BXIICS2E INDEX SWAP 081921 SER 146,080.108 0.00 34,341,738.67 BXIICS2E INDEX SWAP 081921 SER 146,080.108 0.00 0.00 BXIICS2E INDEX SWAP 082322 SER 54,906.656 0.00 0.00 BXIICS2E INDEX SWAP 082322 SER 54,906.656 0.00 494,593.66 BXIICS2E INDEX SWAP 082322 SER 54,841.152 0.00 0.00 BXIICS2E INDEX SWAP 082322 SER 54,841.152 0.00 434,352.89 BXIICS2E INDEX SWAP 082422 SER 108,657.575 0.00 (73,680.70) BXIICS2E INDEX SWAP 082422 SER 108,657.575 0.00 0.00 BXIICS2E INDEX SWAP 082522 SER 109,813.313 0.00 989,187.34 BXIICS2E INDEX SWAP 082522 SER 109,813.313 0.00 0.00 BXIICS2E INDEX SWAP 082621 SER 51,330.991 0.00 12,206,252.91 BXIICS2E INDEX SWAP 082621 SER 51,330.991 0.00 0.00 BXIICS2E INDEX SWAP 083122 SER 54,442.361 0.00 0.00 BXIICS2E INDEX SWAP 083122 SER 54,442.361 0.00 67,606.52 BXIICS2E INDEX SWAP 083122 SER 54,230.800 0.00 (126,954.31) BXIICS2E INDEX SWAP 083122 SER 54,230.800 0.00 0.00 BXIICS2E INDEX SWAP 090121 SER 141,289.036 0.00 29,935,656.89 BXIICS2E INDEX SWAP 090121 SER 141,289.036 0.00 0.00 BXIICS2E INDEX SWAP 090122 SER 108,461.599 0.00 (253,908.60) BXIICS2E INDEX SWAP 090122 SER 108,461.599 0.00 0.00 BXIICS2E INDEX SWAP 090221 SER 146,196.885 0.00 34,449,132.24 BXIICS2E INDEX SWAP 090221 SER 146,196.885 0.00 0.00 BXIICS2E INDEX SWAP 090622 SER 108,884.721 0.00 135,213.04 BXIICS2E INDEX SWAP 090622 SER 108,884.721 0.00 0.00 BXIICS2E INDEX SWAP 090721 SER 139,607.090 0.00 28,388,864.42 BXIICS2E INDEX SWAP 090721 SER 139,607.090 0.00 0.00 BXIICS2E INDEX SWAP 091322 SER 21,692.320 0.00 0.00 BXIICS2E INDEX SWAP 091322 SER 21,692.320 0.00 (50,781.72) BXIICS2E INDEX SWAP 091322 SER 86,926.060 0.00 (58,944.56) BXIICS2E INDEX SWAP 091322 SER 86,926.060 0.00 0.00 BXIICS2E INDEX SWAP 091421 SER 145,381.907 0.00 33,699,642.35 BXIICS2E INDEX SWAP 091421 SER 145,381.907 0.00 0.00 BXIICS2E INDEX SWAP 091521 SER 143,099.594 0.00 31,600,726.27 BXIICS2E INDEX SWAP 091521 SER 143,099.594 0.00 0.00 BXIICS2E INDEX SWAP 092121 SER 142,146.633 0.00 0.00 BXIICS2E INDEX SWAP 092121 SER 142,146.633 0.00 30,724,340.85 BXIICS2E INDEX SWAP 092821 SER 146,644.639 0.00 0.00 BXIICS2E INDEX SWAP 092821 SER 146,644.639 0.00 34,860,906.17 BXIICS2E INDEX SWAP 092921 SER 141,540.793 0.00 30,167,183.68 BXIICS2E INDEX SWAP 092921 SER 141,540.793 0.00 0.00 BXIICS2E INDEX SWAP 100721 SER 117,102.412 0.00 0.00 BXIICS2E INDEX SWAP 100721 SER 117,102.412 0.00 27,692,565.75 BXIICS2E INDEX SWAP 101221 SER 144,993.435 0.00 33,342,385.83 BXIICS2E INDEX SWAP 101221 SER 144,993.435 0.00 0.00 BXIICS2E INDEX SWAP 101321 SER 143,259.723 0.00 0.00 BXIICS2E INDEX SWAP 101321 SER 143,259.723 0.00 31,747,987.78 BXIICS2E INDEX SWAP 101921 SER 141,089.155 0.00 0.00 BXIICS2E INDEX SWAP 101921 SER 141,089.155 0.00 29,751,836.95 BXIICS2E INDEX SWAP 102021 SER 142,118.209 0.00 30,698,201.10 BXIICS2E INDEX SWAP 102021 SER 142,118.209 0.00 0.00 BXIICS2E INDEX SWAP 110221 SER 143,004.049 0.00 31,512,858.45 BXIICS2E INDEX SWAP 110221 SER 143,004.049 0.00 0.00 BXIICS2E INDEX SWAP 111021 SER 142,538.915 0.00 0.00 BXIICS2E INDEX SWAP 111021 SER 142,538.915 0.00 31,085,100.39 BXIICS2E INDEX SWAP 111121 SER 140,062.986 0.00 0.00 BXIICS2E INDEX SWAP 111121 SER 140,062.986 0.00 28,808,126.95 BXIICS2E INDEX SWAP 111621 SER 143,329.865 0.00 31,812,493.53 BXIICS2E INDEX SWAP 111621 SER 143,329.865 0.00 0.00 BXIICS2E INDEX SWAP 111721 SER 68,014.395 0.00 0.00 BXIICS2E INDEX SWAP 111721 SER 68,014.395 0.00 12,549,050.36 BXIICS2E INDEX SWAP 111821 SER 136,409.458 0.00 0.00 BXIICS2E INDEX SWAP 111821 SER 136,409.458 0.00 25,448,180.18 BXIICS2E INDEX SWAP 112321 SER 134,899.353 0.00 24,059,421.02 BXIICS2E INDEX SWAP 112321 SER 134,899.353 0.00 0.00 BXIICS2E INDEX SWAP 113021 SER 131,759.024 0.00 21,171,435.26 BXIICS2E INDEX SWAP 113021 SER 131,759.024 0.00 0.00 BXIICS2E INDEX SWAP 120121 SER 134,863.058 0.00 24,026,042.59 BXIICS2E INDEX SWAP 120121 SER 134,863.058 0.00 0.00 BXIICS2E INDEX SWAP 120221 SER 132,917.196 0.00 22,236,541.80 BXIICS2E INDEX SWAP 120221 SER 132,917.196 0.00 0.00 BXIICS2E INDEX SWAP 120721 SER 130,496.564 0.00 20,010,421.42 BXIICS2E INDEX SWAP 120721 SER 130,496.564 0.00 0.00 BXIICS2E INDEX SWAP 120921 SER 132,581.930 0.00 0.00 BXIICS2E INDEX SWAP 120921 SER 132,581.930 0.00 21,928,215.96 BXIICS2E INDEX SWAP 121421 SER 131,999.505 0.00 21,392,592.18 BXIICS2E INDEX SWAP 121421 SER 131,999.505 0.00 0.00 BXIICS2E INDEX SWAP 121521 SER 133,374.270 0.00 0.00 BXIICS2E INDEX SWAP 121521 SER 133,374.270 0.00 22,656,887.43 BXIICS2E INDEX SWAP 121621 SER 130,105.503 0.00 19,650,783.89 BXIICS2E INDEX SWAP 121621 SER 130,105.503 0.00 0.00 BXIICS2E INDEX SWAP 122121 SER 129,292.344 0.00 18,902,967.35 BXIICS2E INDEX SWAP 122121 SER 129,292.344 0.00 0.00 BXIICS2E INDEX SWAP 122221 SER 129,584.824 0.00 19,171,945.13 BXIICS2E INDEX SWAP 122221 SER 129,584.824 0.00 0.00 BXIICS2E INDEX SWAP 122321 SER 129,692.317 0.00 19,270,799.76 BXIICS2E INDEX SWAP 122321 SER 129,692.317 0.00 0.00 BXIICS2E INDEX SWAP 122721 SER 65,095.055 0.00 0.00 BXIICS2E INDEX SWAP 122721 SER 65,095.055 0.00 9,864,296.33 BXIICS2E INDEX SWAP 122821 SER 130,806.706 0.00 0.00 BXIICS2E INDEX SWAP 122821 SER 130,806.706 0.00 20,295,641.48 BXIICS2E INDEX SWAP 122921 SER 130,190.110 0.00 19,728,592.66 BXIICS2E INDEX SWAP 122921 SER 130,190.110 0.00 0.00 BXIICS2E INDEX SWAP 123021 SER 128,969.604 0.00 0.00 BXIICS2E INDEX SWAP 123021 SER 128,969.604 0.00 18,606,161.03 BXIICS2E INDEX SWAP 011122 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 012522 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 012722 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 021522 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 031522 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 032222_P 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 033022 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 040522 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 040722 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 041222 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 041222 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 042022 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 042622 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 042822 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 050322 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 050322 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 050522 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 051122 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 051222 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 051922 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 051922 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 052422 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 052522 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 052622 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 053122 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 060122 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 060722 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 060722 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 060922 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 061422 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 062122 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 062322 SER 0.400% (90,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 062322 SER 0.400% (10,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 062822 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 063022 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 070622 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 071422 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 072022 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 072722 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 072822 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 080422 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 080922 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081021 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081021 SER 0.400% (26,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081022 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081121 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081122 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081221 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081722 SER 0.390% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081722 SER 0.390% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081822 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 081921 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 082322 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 082322 SER 0.380% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 082422 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 082522 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 082621 SER 0.400% (35,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 083122 SER 0.390% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 083122 SER 0.390% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 090121 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 090122 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 090221 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 090622 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 090721 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 091322 SER 0.380% (20,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 091322 SER 0.380% (80,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 091421 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 091521 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 092121 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 092821 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 092921 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 100721 SER 0.400% (80,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 101221 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 101321 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 101921 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 102021 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 110221 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 111021 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 111121 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 111621 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 111721 SER 0.390% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 111821 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 112321 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 113021 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 120121 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 120221 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 120721 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 120921 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 121421 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 121521 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 121621 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122121 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122221 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122321 SER 0.400% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122721 SER 0.400% (50,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122821 SER 0.380% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 122921 SER 0.390% (100,000,000.000) 0.00 0.00 BXIICS2E INDEX SWAP 123021 SER 0.400% (100,000,000.000) 0.00 0.00 DOUBLELINE FDS TR ULTRA SHORT DBULX 19,895,522.270 199,501,691.95 200,148,954.04

The values reflected in this report are the portfolio's underlying holdings market values, and not the aggregate portfolio net market value. Fund holdings and sector allocations are subject to change and not a recommendation to buy or sell any security. Mutual fund investing involves risk; Principal loss is possible. The fund's investment objectives, risks, charges and expenses must be considered carefully before investing. The statutory and summary prospectus contains this and other important information about the investment company, and it may be obtained by calling (877) 354‐6311/(877) DLINE11, or visiting www.doublelinefunds.com. Read it carefully before investing. The DoubleLine Funds are distributed by Quasar Distributors, LLC.