# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001410368-26-056147
**Filing Date:** 2026-5
**Character Count:** 609380
**Document Hash:** ec0d868b00b3ad4051c25ceac0ca97d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056147.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136

**ORGANIZATION NAME:**
- **EIN:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 261041138

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 800-283-1155

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust II
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Strategic Alpha Fund (Series ID: S000030600)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000094853 | Class A      | LABAX           |
| C000094854 | Class C      | LABCX           |
| C000094855 | Class Y      | LASYX           |
| C000190722 | Class N      | LASNX           |

## Nport-Ex

**Portfolio of Investments – as of March 31, 2026 (Unaudited)**

Loomis Sayles Strategic Alpha Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 73.7% of Net Assets** | **Bonds and Notes — 73.7% of Net Assets** | **Bonds and Notes — 73.7% of Net Assets** |
| **Non-Convertible Bonds — 73.4%** | **Non-Convertible Bonds — 73.4%** | **Non-Convertible Bonds — 73.4%** |
|  | **ABS Car Loan — 2.8%** | **ABS Car Loan — 2.8%** |
| $730000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2023-4, Class D, 7.650%, 9/12/2030(a)<br>| &nbsp;&nbsp; $750378 |
| 300000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2025-1, Class D, 5.540%, 8/12/2031(a)<br>| &nbsp;&nbsp; 302621 |
| 195000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2026-1A, <br> Class D, 5.070%, 1/11/2034(a)<br>| &nbsp;&nbsp; 193702 |
| 940000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class B, 5.580%, 12/20/2030(a)<br>| &nbsp;&nbsp; 952886 |
| 205000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class C, 6.110%, 12/20/2030(a)<br>| &nbsp;&nbsp; 207730 |
| 945000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2025-2A, Class C, 6.240%, 8/20/2031(a)<br>| &nbsp;&nbsp; 962844 |
| 875000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class D, 6.300%, 2/15/2030<br>| &nbsp;&nbsp; 895738 |
| 1720000 | &nbsp;&nbsp; CarMax Select Receivables Trust, <br> Series 2025-B, Class D, 5.330%, 7/15/2031<br>| &nbsp;&nbsp; 1725096 |
| 265000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N1, Class D, 6.690%, 7/10/2029(a)<br>| &nbsp;&nbsp; 269590 |
| 125000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N4, Class D, 7.220%, 2/11/2030(a)<br>| &nbsp;&nbsp; 129464 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class C, 5.800%, 5/10/2030(a)<br>| &nbsp;&nbsp; 101218 |
| 320000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class D, 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 319923 |
| 209000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P1, <br> Class D, 6.250%, 3/10/2031(a)<br>| &nbsp;&nbsp; 213771 |
| 100000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-1A, Class C, 6.710%, 7/17/2034(a)<br>| &nbsp;&nbsp; 101852 |
| 290000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 299217 |
| 260000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 261652 |
| 190000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-2A, Class C, 5.380%, 3/17/2036(a)<br>| &nbsp;&nbsp; 191100 |
| 255000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-1, <br> Class C, 5.430%, 11/17/2031<br>| &nbsp;&nbsp; 257397 |
| 680000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2025-2, <br> Class D, 4.900%, 12/15/2032<br>| &nbsp;&nbsp; 676623 |
| 1342421 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2022-2A, Class D, <br> 5.460%, 3/15/2028(a)<br>| &nbsp;&nbsp; 1346843 |
| 1830000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-3A, Class D, <br> 7.120%, 5/15/2029(a)<br>| &nbsp;&nbsp; 1877737 |
| 960000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-5A, Class D, 7.130%, 2/15/2030<br>| &nbsp;&nbsp; 984327 |
| 365000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 363506 |
| 790023 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-1A, Class A2, <br> 4.920%, 2/15/2031(a)<br>| &nbsp;&nbsp; 789678 |
| 1785000 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-2A, Class A2, <br> 5.750%, 5/15/2030(a)<br>| &nbsp;&nbsp; 1784741 |
| 325000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2025-1A, Class D, 5.220%, 12/15/2033(a)<br>| &nbsp;&nbsp; 325768 |
| 168659 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2022-3, <br> Class C, 4.990%, 7/17/2028(a)<br>| &nbsp;&nbsp; 168889 |
| 950000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2022-3, <br> Class D, 6.000%, 7/17/2028(a)<br>| &nbsp;&nbsp; 896687 |
| 151565 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2022-4, <br> Class C, 7.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 153091 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $275000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-1, <br> Class C, 5.430%, 5/15/2029(a)<br>| &nbsp;&nbsp; $275462 |
| 320000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class C, 6.010%, 7/16/2029(a)<br>| &nbsp;&nbsp; 322782 |
| 735000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class D, 6.580%, 8/15/2029(a)<br>| &nbsp;&nbsp; 695948 |
| 180000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2024-1, <br> Class C, 5.790%, 2/15/2030(a)<br>| &nbsp;&nbsp; 181289 |
| 285000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; 285201 |
| 460000 | &nbsp;&nbsp; Ford Credit Auto Owner Trust, Series 2023-2, <br> Class D, 6.600%, 2/15/2036(a)<br>| &nbsp;&nbsp; 473572 |
| 240000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-3A, Class D, 6.440%, 5/15/2029(a)<br>| &nbsp;&nbsp; 245166 |
| 200000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-1A, Class D, 5.950%, 12/17/2029(a)<br>| &nbsp;&nbsp; 203544 |
| 105000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-2A, Class C, 5.930%, 6/17/2030(a)<br>| &nbsp;&nbsp; 107557 |
| 100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-2A, Class D, 6.370%, 8/15/2031(a)<br>| &nbsp;&nbsp; 102906 |
| 100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-4A, Class D, 5.280%, 10/15/2031(a)<br>| &nbsp;&nbsp; 100052 |
| 1530000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2025-3A, <br> Class C, 6.130%, 12/26/2029(a)<br>| &nbsp;&nbsp; 1540750 |
| 316137 | &nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2025-2, Class C, 30 day USD SOFR <br> Average + 2.350%, 6.023%, 9/20/2033(a)(b)<br>| &nbsp;&nbsp; 316658 |
| 100000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class D, 5.180%, 2/17/2032(a)<br>| &nbsp;&nbsp; 100280 |
| 113675 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class B, 5.160%, 12/16/2030(a)<br>| &nbsp;&nbsp; 113121 |
| 136409 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class C, 5.740%, 9/15/2031(a)<br>| &nbsp;&nbsp; 136782 |
| 210000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2023-2A, <br> Class D, 7.710%, 8/15/2029(a)<br>| &nbsp;&nbsp; 212626 |
| 745000 | &nbsp;&nbsp; Red Oak Funding Master Trust, Series 2025-1A, <br> Class A, 30 day USD SOFR Average + 2.000%, <br> 5.673%, 12/20/2030(a)(b)<br>| &nbsp;&nbsp; 745862 |
| 1760000 | &nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, <br> Series 2025-A, Class G, 11.049%, 1/16/2034(a)<br>| &nbsp;&nbsp; 1750822 |
| 955000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class D, 5.970%, 10/15/2031<br>| &nbsp;&nbsp; 977695 |
| 100000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class D, 6.040%, 4/15/2030(a)<br>| &nbsp;&nbsp; 101703 |
| 625000 | &nbsp;&nbsp; USB Auto Owner Trust, Series 2025-1A, Class D, <br> 5.400%, 12/15/2032(a)<br>| &nbsp;&nbsp; 628074 |
| 930000 | &nbsp;&nbsp; Western Funding Auto Loan Trust, Series 2025-1, <br> Class C, 5.340%, 11/15/2035(a)<br>| &nbsp;&nbsp; 928781 |
| 635000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.470%, 3/15/2029(a)<br>| &nbsp;&nbsp; 646515 |
| 815000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 837123 |
| 290000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class C, 5.650%, 2/15/2029(a)<br>| &nbsp;&nbsp; 292398 |
| 720000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class D, 6.020%, 10/15/2029(a)<br>| &nbsp;&nbsp; 733231 |
| 195000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 198892 |
| 260000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.540%, 11/15/2030(a)<br>| &nbsp;&nbsp; 262058 |
|  |  | &nbsp;&nbsp; 31020919 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Credit Card — 0.3%** | **ABS Credit Card — 0.3%** |
| $1100000 | &nbsp;&nbsp; Fortiva Retail Credit Master Note Business <br> Trust, Series 2024-ONE, Class B, <br> 9.700%, 11/15/2029(a)<br>| &nbsp;&nbsp; $1107330 |
| 585000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2025-1A, Class B, 6.160%, 12/22/2031(a)<br>| &nbsp;&nbsp; 575424 |
| 1420000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2025-1A, Class C, 8.290%, 12/22/2031(a)<br>| &nbsp;&nbsp; 1397599 |
|  |  | &nbsp;&nbsp; 3080353 |
|  | **ABS Home Equity — 2.6%** | **ABS Home Equity — 2.6%** |
| 126504 | &nbsp;&nbsp; Banc of America Alternative Loan Trust, <br> Series 2003-8, Class 1CB1, 5.500%, 10/25/2033(c)<br>| &nbsp;&nbsp; 126049 |
| 116889 | &nbsp;&nbsp; Banc of America Funding Trust, Series 2005-7, <br> Class 3A1, 5.750%, 11/25/2035(c)<br>| &nbsp;&nbsp; 117362 |
| 65336 | &nbsp;&nbsp; Banc of America Funding Trust, Series 2007-4, <br> Class 5A1, 5.500%, 11/25/2034(c)<br>| &nbsp;&nbsp; 56710 |
| 2315000 | &nbsp;&nbsp; BINOM Securitization Trust, Series 2022-RPL1, <br> Class M1, 3.000%, 2/25/2061(a)(b)<br>| &nbsp;&nbsp; 1889206 |
| 1950000 | &nbsp;&nbsp; CAFL Issuer LLC, Series 2026-R1, Class A1, <br> 6.773%, 3/25/2036(a)(b)<br>| &nbsp;&nbsp; 1947781 |
| 235000 | &nbsp;&nbsp; Cardinal Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.593%, 11/25/2030(a)(b)<br>| &nbsp;&nbsp; 235362 |
| 335000 | &nbsp;&nbsp; Cardinal Mortgage Trust, Series 2025-RTL1, <br> Class A2, 6.763%, 11/25/2030(a)(b)<br>| &nbsp;&nbsp; 336301 |
| 18237 | &nbsp;&nbsp; CHL Mortgage Pass-Through Trust, <br> Series 2004-HYB4, Class 2A1, <br> 5.158%, 9/20/2034(b)(c)<br>| &nbsp;&nbsp; 16896 |
| 940259 | &nbsp;&nbsp; CoreVest American Finance Trust, Series 2019-2, <br> Class B, 3.424%, 6/15/2052(a)<br>| &nbsp;&nbsp; 908065 |
| 245000 | &nbsp;&nbsp; CoreVest American Finance Trust, Series 2020-2, <br> Class C, 4.536%, 5/15/2052(a)(b)<br>| &nbsp;&nbsp; 242110 |
| 1340000 | &nbsp;&nbsp; CoreVest American Finance Trust, Series 2020-4, <br> Class C, 2.250%, 12/15/2052(a)<br>| &nbsp;&nbsp; 1250752 |
| 151546 | &nbsp;&nbsp; Countrywide Alternative Loan Trust, <br> Series 2003-22CB, Class 1A1, 5.750%, 12/25/2033<br>| &nbsp;&nbsp; 153634 |
| 72771 | &nbsp;&nbsp; Countrywide Alternative Loan Trust, <br> Series 2004-16CB, Class 1A1, <br> 5.500%, 7/25/2034(c)<br>| &nbsp;&nbsp; 71230 |
| 58244 | &nbsp;&nbsp; Countrywide Alternative Loan Trust, <br> Series 2004-16CB, Class 3A1, <br> 5.500%, 8/25/2034(c)<br>| &nbsp;&nbsp; 57032 |
| 68048 | &nbsp;&nbsp; Countrywide Alternative Loan Trust, <br> Series 2004-J10, Class 2CB1, <br> 6.000%, 9/25/2034(c)<br>| &nbsp;&nbsp; 68224 |
| 1456706 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2021-RPL4, <br> Class A1, 4.152%, 12/27/2060(a)(b)<br>| &nbsp;&nbsp; 1451585 |
| 82802 | &nbsp;&nbsp; CSFB Mortgage-Backed Pass-Through <br> Certificates, Series 2003-27, Class 4A4, <br> 5.750%, 11/25/2033<br>| &nbsp;&nbsp; 83299 |
| 311489 | &nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR5, <br> Class 2A1A, 1 mo. USD SOFR + 0.774%, <br> 4.451%, 9/19/2045(b)(c)<br>| &nbsp;&nbsp; 161227 |
| 255000 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2023-R06, Class 1M2, 30 day USD SOFR <br> Average + 2.700%, 6.362%, 7/25/2043(a)(b)<br>| &nbsp;&nbsp; 260572 |
| 45000 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2023-R08, Class 1M2, 30 day USD SOFR <br> Average + 2.500%, 6.162%, 10/25/2043(a)(b)<br>| &nbsp;&nbsp; 45796 |
| 82204 | &nbsp;&nbsp; GCAT Trust, Series 2019-RPL1, Class A1, <br> 2.650%, 10/25/2068(a)(b)<br>| &nbsp;&nbsp; 80280 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $218850 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-1, <br> Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; $197998 |
| 281679 | &nbsp;&nbsp; IndyMac INDX Mortgage Loan Trust, <br> Series 2004-AR7, Class A5, 1 mo. USD SOFR + <br> 1.334%, 5.013%, 9/25/2034(b)(c)<br>| &nbsp;&nbsp; 223578 |
| 437154 | &nbsp;&nbsp; JP Morgan Mortgage Trust, Series 2004-S1, <br> Class 2A1, 6.000%, 9/25/2034<br>| &nbsp;&nbsp; 449241 |
| 206747 | &nbsp;&nbsp; Lehman XS Trust, Series 2006-2N, Class 1A1, <br> 1 mo. USD SOFR + 0.634%, <br> 4.313%, 2/25/2046(b)(c)<br>| &nbsp;&nbsp; 186714 |
| 181107 | &nbsp;&nbsp; MASTR Adjustable Rate Mortgages Trust, <br> Series 2004-4, Class 5A1, 6.750%, 5/25/2034(b)(c)<br>| &nbsp;&nbsp; 177789 |
| 81554 | &nbsp;&nbsp; MASTR Alternative Loan Trust, Series 2003-9, <br> Class 4A1, 5.250%, 11/25/2033(c)<br>| &nbsp;&nbsp; 81012 |
| 57981 | &nbsp;&nbsp; MASTR Alternative Loan Trust, Series 2004-5, <br> Class 1A1, 5.500%, 6/25/2034(c)<br>| &nbsp;&nbsp; 57788 |
| 62961 | &nbsp;&nbsp; MASTR Alternative Loan Trust, Series 2004-5, <br> Class 2A1, 6.000%, 6/25/2034(c)<br>| &nbsp;&nbsp; 63717 |
| 252426 | &nbsp;&nbsp; MASTR Alternative Loan Trust, Series 2004-8, <br> Class 2A1, 6.000%, 9/25/2034(c)<br>| &nbsp;&nbsp; 250649 |
| 4058 | &nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, <br> Series 2006-2, Class 2A, 5.622%, 5/25/2036(b)(c)<br>| &nbsp;&nbsp; 3833 |
| 245000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2021-NMR1, Class M2, <br> 2.500%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 215167 |
| 218817 | &nbsp;&nbsp; Morgan Stanley Mortgage Loan Trust, <br> Series 2005-7, Class 4A2, 5.500%, 11/25/2035(c)<br>| &nbsp;&nbsp; 126093 |
| 381100 | &nbsp;&nbsp; Morgan Stanley Mortgage Loan Trust, <br> Series 2005-7, Class 7A5, 5.500%, 11/25/2035(c)<br>| &nbsp;&nbsp; 327844 |
| 785000 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RTL1, Class A1, <br> 6.664%, 3/25/2039(a)(b)<br>| &nbsp;&nbsp; 785654 |
| 658399 | &nbsp;&nbsp; NLT Trust, Series 2023-1, Class A1, <br> 3.200%, 10/25/2062(a)(b)<br>| &nbsp;&nbsp; 606879 |
| 820000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, Class A1, <br> 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 823379 |
| 445000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, Class A2, <br> 5.637%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 445034 |
| 347374 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-CP1, Class A1, <br> 3.750%, 2/25/2068(a)(b)<br>| &nbsp;&nbsp; 321338 |
| 570000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E1, 2.538%, 5/17/2026(a)<br>| &nbsp;&nbsp; 567720 |
| 470000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E2, 2.688%, 5/17/2026(a)<br>| &nbsp;&nbsp; 468118 |
| 930000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E1, 2.209%, 7/17/2038(a)<br>| &nbsp;&nbsp; 922593 |
| 400000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E2, 2.359%, 7/17/2038(a)<br>| &nbsp;&nbsp; 396848 |
| 415000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E2, 2.640%, 8/17/2040(a)<br>| &nbsp;&nbsp; 388564 |
| 235000 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR2, <br> Class D, 4.500%, 10/17/2040(a)<br>| &nbsp;&nbsp; 229490 |
| 61982 | &nbsp;&nbsp; PRPM LLC, Series 2023-RCF2, Class A1, <br> 4.000%, 11/25/2053(a)(b)<br>| &nbsp;&nbsp; 61104 |
| 258776 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 258870 |
| 72145 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF1, Class A1, <br> 4.000%, 1/25/2054(a)(b)<br>| &nbsp;&nbsp; 71198 |
| 90265 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 90052 |
| 1155000 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A2, <br> 9.560%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 1151576 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $1103282 | &nbsp;&nbsp; PRPM LLC, Series 2025-8, Class A1, <br> 5.385%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; $1098300 |
| 892242 | &nbsp;&nbsp; PRPM LLC, Series 2026-1, Class A1, <br> 5.185%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 882822 |
| 854101 | &nbsp;&nbsp; PRPM LLC, Series 2026-2, Class A1, <br> 5.089%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 851387 |
| 930000 | &nbsp;&nbsp; Roc Mortgage Trust, Series 2024-RTL1, Class A1, <br> 5.589%, 10/25/2039(a)(b)<br>| &nbsp;&nbsp; 931294 |
| 1220000 | &nbsp;&nbsp; Roc Mortgage Trust, Series 2024-RTL1, <br> Class M1, 7.277%, 10/25/2039(a)(b)<br>| &nbsp;&nbsp; 1226989 |
| 1465514 | &nbsp;&nbsp; Structured Adjustable Rate Mortgage Loan <br> Trust, Series 2005-14, Class A1, 1 mo. USD SOFR <br> + 0.424%, 4.103%, 7/25/2035(b)<br>| &nbsp;&nbsp; 840476 |
| 1040000 | &nbsp;&nbsp; Tricon American Homes Trust, Series 2020-SFR1, <br> Class E, 3.544%, 7/17/2038(a)<br>| &nbsp;&nbsp; 1033385 |
| 1170000 | &nbsp;&nbsp; Tricon American Homes Trust, Series 2020-SFR2, <br> Class E1, 2.730%, 11/17/2039(a)<br>| &nbsp;&nbsp; 1119154 |
| 525000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, <br> Class A2, 5.956%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 526553 |
| 110000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, <br> Class A1, 4.964%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 109451 |
| 150000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, <br> Class A2, 5.315%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 148928 |
|  |  | &nbsp;&nbsp; 28278052 |
|  | **ABS Other — 6.7%** | **ABS Other — 6.7%** |
| 1117250 | &nbsp;&nbsp; AASET Ltd., Series 2024-2A, Class A, <br> 5.930%, 9/16/2049(a)<br>| &nbsp;&nbsp; 1125480 |
| 716365 | &nbsp;&nbsp; AASET Trust, Series 2021-1A, Class A, <br> 2.950%, 11/16/2041(a)<br>| &nbsp;&nbsp; 690887 |
| 86712 | &nbsp;&nbsp; Accelerated Assets LLC, Series 2018-1, Class B, <br> 4.510%, 12/02/2033(a)<br>| &nbsp;&nbsp; 85620 |
| 130000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class D, 6.080%, 12/17/2029(a)<br>| &nbsp;&nbsp; 130345 |
| 2218114 | &nbsp;&nbsp; AIM Aviation Finance Ltd., Series 2015-1A, <br> Class B1, 5.072%, 2/15/2040(a)(b)<br>| &nbsp;&nbsp; 1810869 |
| 661862 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 665808 |
| 2825000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 2825628 |
| 119785 | &nbsp;&nbsp; Aqua Finance Trust, Series 2019-A, Class C, <br> 4.010%, 7/16/2040(a)<br>| &nbsp;&nbsp; 117239 |
| 250000 | &nbsp;&nbsp; Aqua Finance Trust, Series 2024-A, Class D, <br> 6.530%, 4/18/2050(a)<br>| &nbsp;&nbsp; 251184 |
| 1070000 | &nbsp;&nbsp; BasePoint MCA Securitization II LLC, <br> Series 2025-1A, Class C, 11.789%, 8/15/2031(a)<br>| &nbsp;&nbsp; 1063989 |
| 236142 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, Class B, <br> 2.700%, 2/20/2035(a)<br>| &nbsp;&nbsp; 235839 |
| 343242 | &nbsp;&nbsp; BHG Securitization Trust, Series 2023-B, Class B, <br> 7.450%, 12/17/2036(a)<br>| &nbsp;&nbsp; 357209 |
| 112551 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; 115269 |
| 59304 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-1A, <br> Class B, 6.924%, 5/15/2039(a)<br>| &nbsp;&nbsp; 60672 |
| 335067 | &nbsp;&nbsp; Castlelake Aircraft Securitization Trust, <br> Series 2018-1, Class B, 5.300%, 6/15/2043(a)<br>| &nbsp;&nbsp; 328373 |
| 102903 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 101878 |
| 1813117 | &nbsp;&nbsp; CLI Funding VIII LLC, Series 2025-R, Class A, <br> 6.610%, 6/21/2050(a)<br>| &nbsp;&nbsp; 1796599 |
| 2204974 | &nbsp;&nbsp; CLIF Holdings LLC, Series 2025-1H, Class A, <br> 6.720%, 12/20/2050(a)<br>| &nbsp;&nbsp; 2188135 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $457946 | &nbsp;&nbsp; Clsec Holdings 22t LLC, Series 2021-1, Class C, <br> 6.171%, 5/11/2037(a)<br>| &nbsp;&nbsp; $448552 |
| 635000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 638129 |
| 115000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)<br>| &nbsp;&nbsp; 115262 |
| 845000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-3A, Class A2, 5.286%, 7/25/2050(a)<br>| &nbsp;&nbsp; 836697 |
| 334545 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class C, 10.160%, 1/20/2031(a)<br>| &nbsp;&nbsp; 347592 |
| 1215000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, <br> Class A2, 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 1178565 |
| 2675000 | &nbsp;&nbsp; EDI ABS Issuer 1 LLC, Series 2025-1A, Class A2, <br> 4.450%, 7/25/2055(a)<br>| &nbsp;&nbsp; 2560844 |
| 364393 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 307547 |
| 112192 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class D, 9.100%, 6/15/2049(a)<br>| &nbsp;&nbsp; 119393 |
| 225720 | &nbsp;&nbsp; Foundation Finance Trust, Series 2024-2A, <br> Class D, 6.590%, 3/15/2050(a)<br>| &nbsp;&nbsp; 229867 |
| 695727 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class B, 5.260%, 4/15/2050(a)<br>| &nbsp;&nbsp; 697603 |
| 487912 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class D, 6.090%, 4/15/2050(a)<br>| &nbsp;&nbsp; 485983 |
| 780000 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-2A, <br> Class D, 5.680%, 4/15/2052(a)<br>| &nbsp;&nbsp; 777195 |
| 626717 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class A, 6.169%, 9/20/2045(a)<br>| &nbsp;&nbsp; 623532 |
| 1398700 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class B, 7.848%, 9/20/2045(a)<br>| &nbsp;&nbsp; 1391975 |
| 139011 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class B, 6.380%, 10/20/2046(a)<br>| &nbsp;&nbsp; 140402 |
| 25622 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2022-1D, <br> Class C, 4.690%, 6/20/2034(a)<br>| &nbsp;&nbsp; 25575 |
| 236475 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2025-1A, <br> Class C, 5.520%, 5/27/2042(a)<br>| &nbsp;&nbsp; 237715 |
| 706292 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2025-3EXT, <br> Class C, 5.390%, 10/25/2044(a)<br>| &nbsp;&nbsp; 703278 |
| 142532 | &nbsp;&nbsp; Horizon Aircraft Finance III Ltd., Series 2019-2, <br> Class A, 3.425%, 11/15/2039(a)<br>| &nbsp;&nbsp; 139319 |
| 1745000 | &nbsp;&nbsp; Horizon Aircraft Finance III Ltd., Series 2019-2, <br> Class E, Zero Coupon, 11/15/2039(a)<br>| &nbsp;&nbsp; 314100 |
| 150000 | &nbsp;&nbsp; HPEFS Equipment Trust, Series 2023-2A, Class D, <br> 6.970%, 7/21/2031(a)<br>| &nbsp;&nbsp; 151035 |
| 180000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class 1C, 7.150%, 9/10/2031(a)<br>| &nbsp;&nbsp; 177530 |
| 500000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 500803 |
| 1077690 | &nbsp;&nbsp; Labrador Aviation Finance Ltd., Series 2016-1A, <br> Class A1, 4.300%, 1/15/2042(a)<br>| &nbsp;&nbsp; 1105378 |
| 175000 | &nbsp;&nbsp; Lendmark Funding Trust, Series 2025-1A, <br> Class D, 6.480%, 9/20/2034(a)<br>| &nbsp;&nbsp; 177600 |
| 1175000 | &nbsp;&nbsp; Lightpath Fiber Issuer LLC, Series 2026-1A, <br> Class A2, 5.597%, 3/25/2056(a)<br>| &nbsp;&nbsp; 1171743 |
| 609539 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 578878 |
| 110000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class D, 6.770%, 9/22/2036(a)<br>| &nbsp;&nbsp; 111801 |
| 910000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2023-4A, Class B, <br> 8.150%, 12/15/2033(a)<br>| &nbsp;&nbsp; 930980 |
| 1814137 | &nbsp;&nbsp; MAST Ltd., Series 2026-1A, Class A, <br> 5.134%, 2/15/2051(a)<br>| &nbsp;&nbsp; 1783250 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $97363 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2022-3A, <br> Class A, 6.100%, 6/20/2053(a)<br>| &nbsp;&nbsp; $95094 |
| 60290 | &nbsp;&nbsp; MVW LLC, Series 2020-1A, Class C, <br> 4.210%, 10/20/2037(a)<br>| &nbsp;&nbsp; 60044 |
| 56224 | &nbsp;&nbsp; MVW LLC, Series 2024-1A, Class C, <br> 6.200%, 2/20/2043(a)<br>| &nbsp;&nbsp; 57136 |
| 710000 | &nbsp;&nbsp; NFAS3 LLC, Series 2025-1, Class A, <br> 6.351%, 5/15/2031(a)<br>| &nbsp;&nbsp; 713027 |
| 485000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2025-1A, <br> Class D, 5.400%, 12/22/2031(a)<br>| &nbsp;&nbsp; 482980 |
| 375000 | &nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2024-1A, Class C, 8.990%, 6/17/2031(a)<br>| &nbsp;&nbsp; 380170 |
| 165000 | &nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2024-2A, Class C, 7.030%, 10/17/2031(a)<br>| &nbsp;&nbsp; 164468 |
| 1020000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2020-2A, Class C, 2.760%, 9/14/2035(a)<br>| &nbsp;&nbsp; 990489 |
| 810000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2021-1A, Class D, 2.470%, 6/16/2036(a)<br>| &nbsp;&nbsp; 762015 |
| 1319181 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 1327107 |
| 939476 | &nbsp;&nbsp; OWN Equipment Fund II LLC, Series 2025-1M, <br> Class A, 5.480%, 9/26/2033(a)<br>| &nbsp;&nbsp; 938104 |
| 829878 | &nbsp;&nbsp; OWN Equipment Fund III LLC, Series 2025-2M, <br> Class B, 6.490%, 3/27/2034(a)<br>| &nbsp;&nbsp; 823928 |
| 188718 | &nbsp;&nbsp; PK ALIFT Loan Funding 3 LP, Series 2024-1, <br> Class A1, 5.842%, 9/15/2039(a)<br>| &nbsp;&nbsp; 191911 |
| 680000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2025-1A, Class A2I, 5.274%, 12/06/2055(a)<br>| &nbsp;&nbsp; 679756 |
| 555000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, Class B, <br> 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 536823 |
| 165000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-1A, Class B, <br> 6.729%, 1/05/2056(a)<br>| &nbsp;&nbsp; 163302 |
| 2575000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-5A, Class B, <br> 7.200%, 3/05/2056(a)<br>| &nbsp;&nbsp; 2570702 |
| 1945000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2025-2, Class C, 5.360%, 11/16/2037(a)<br>| &nbsp;&nbsp; 1919479 |
| 405000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2025-2, Class D, 6.010%, 11/16/2037(a)<br>| &nbsp;&nbsp; 398563 |
| 435000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-A, <br> Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 436627 |
| 120000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-B, <br> Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 121184 |
| 430000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-B, <br> Class C, 6.600%, 11/20/2037(a)<br>| &nbsp;&nbsp; 437059 |
| 645000 | &nbsp;&nbsp; RFS Asset Securitization II LLC, Series 2024-1, <br> Class A, 6.550%, 7/15/2031(a)<br>| &nbsp;&nbsp; 652935 |
| 105000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class C, 5.820%, 9/20/2032(a)<br>| &nbsp;&nbsp; 107493 |
| 100000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class D, 6.580%, 6/21/2033(a)<br>| &nbsp;&nbsp; 103809 |
| 535000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 544506 |
| 2490000 | &nbsp;&nbsp; SF ABS Issuer LLC, Series 2025-1A, Class B, <br> 5.866%, 11/25/2055(a)<br>| &nbsp;&nbsp; 2422969 |
| 1265000 | &nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, <br> 5.640%, 12/20/2055(a)<br>| &nbsp;&nbsp; 1274570 |
| 58689 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-1A, Class C, 7.000%, 1/20/2040(a)<br>| &nbsp;&nbsp; 59917 |
| 50132 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-2A, Class C, 7.300%, 4/20/2040(a)<br>| &nbsp;&nbsp; 51575 |
| 144976 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2025-3A, Class C, 4.980%, 8/22/2044(a)<br>| &nbsp;&nbsp; 143570 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $756000 | &nbsp;&nbsp; Slam Ltd., Series 2021-1A, Class B, <br> 3.422%, 6/15/2046(a)<br>| &nbsp;&nbsp; $721471 |
| 668056 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 665495 |
| 662370 | &nbsp;&nbsp; SpringCastle America Funding LLC, <br> Series 2020-AA, Class A, 1.970%, 9/25/2037(a)<br>| &nbsp;&nbsp; 624056 |
| 1890000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class A, <br> 5.227%, 3/15/2041(a)<br>| &nbsp;&nbsp; 1859784 |
| 1745000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class C, <br> 9.413%, 3/15/2041(a)<br>| &nbsp;&nbsp; 1726699 |
| 828520 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2025-1A, <br> Class C, 6.120%, 9/15/2045(a)<br>| &nbsp;&nbsp; 834357 |
| 102342 | &nbsp;&nbsp; Sunnova Helios II Issuer LLC, Series 2019-AA, <br> Class A, 3.750%, 6/20/2046(a)<br>| &nbsp;&nbsp; 93767 |
| 339744 | &nbsp;&nbsp; Sunnova Helios V Issuer LLC, Series 2021-A, <br> Class B, 3.150%, 2/20/2048(a)<br>| &nbsp;&nbsp; 173480 |
| 388322 | &nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, Series 2024-A, <br> Class A, 5.300%, 2/20/2051(a)<br>| &nbsp;&nbsp; 333040 |
| 631482 | &nbsp;&nbsp; Sunrun Athena Issuer LLC, Series 2018-1, <br> Class A, 5.310%, 4/30/2049(a)<br>| &nbsp;&nbsp; 609648 |
| 1040081 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, Class A, <br> 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 1003369 |
| 893680 | &nbsp;&nbsp; Sunrun Demeter Issuer LLC, Series 2021-2A, <br> Class A, 2.270%, 1/30/2057(a)<br>| &nbsp;&nbsp; 811145 |
| 1650160 | &nbsp;&nbsp; Sunrun Vulcan Issuer LLC, Series 2021-1A, <br> Class A, 2.460%, 1/30/2052(a)<br>| &nbsp;&nbsp; 1519502 |
| 1653117 | &nbsp;&nbsp; Thrust Engine Leasing DAC, Series 2021-1A, <br> Class A, 4.163%, 7/15/2040(a)<br>| &nbsp;&nbsp; 1634984 |
| 140250 | &nbsp;&nbsp; TIF Funding III LLC, Series 2024-1A, Class A, <br> 5.480%, 4/20/2049(a)<br>| &nbsp;&nbsp; 140835 |
| 2690654 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, Class A, <br> 6.430%, 7/23/2050(a)<br>| &nbsp;&nbsp; 2686932 |
| 950000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, 1 day USD SOFR + <br> 1.400%, 5.041%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 949604 |
| 335000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class B, 7.290%, 11/15/2027(a)<br>| &nbsp;&nbsp; 335023 |
| 135000 | &nbsp;&nbsp; Uniti Fiber ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.877%, 4/20/2055(a)<br>| &nbsp;&nbsp; 137068 |
| 138532 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 139539 |
| 180985 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class B, <br> 6.211%, 6/15/2037(a)<br>| &nbsp;&nbsp; 184456 |
| 1744882 | &nbsp;&nbsp; Wave LLC, Series 2019-1, Class A, <br> 3.597%, 9/15/2044(a)<br>| &nbsp;&nbsp; 1710084 |
| 1580084 | &nbsp;&nbsp; Wave LLC, Series 2019-1, Class C, <br> 6.413%, 9/15/2044(a)<br>| &nbsp;&nbsp; 1330270 |
| 586150 | &nbsp;&nbsp; Willis Engine Structured Trust V, Series 2020-A, <br> Class A, 3.228%, 3/15/2045(a)<br>| &nbsp;&nbsp; 568194 |
| 181664 | &nbsp;&nbsp; Willis Engine Structured Trust V, Series 2020-A, <br> Class B, 4.212%, 3/15/2045(a)<br>| &nbsp;&nbsp; 176166 |
| 200436 | &nbsp;&nbsp; Willis Engine Structured Trust VI, Series 2021-A, <br> Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 188779 |
| 119396 | &nbsp;&nbsp; Willis Engine Structured Trust VII, Series 2023-A, <br> Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 121733 |
|  |  | &nbsp;&nbsp; 73849938 |
|  | **ABS Residential Mortgage — 1.3%** | **ABS Residential Mortgage — 1.3%** |
| 643079 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL1, <br> Class A1, 6.276%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 643486 |
| 935000 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL1, <br> Class A2, 8.837%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 936390 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $1489450 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL2, <br> Class A1, 5.425%, 12/25/2055(a)(b)<br>| &nbsp;&nbsp; $1481430 |
| 504970 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(a)(b)<br>| &nbsp;&nbsp; 505592 |
| 546061 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL3, Class A1, <br> 6.708%, 4/25/2055(a)(b)<br>| &nbsp;&nbsp; 546579 |
| 683264 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL6, Class A1, <br> 5.744%, 6/25/2055(a)(b)<br>| &nbsp;&nbsp; 684315 |
| 1458872 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL8, Class A1, <br> 5.732%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 1461951 |
| 194909 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL1, Class A1, <br> 5.180%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 193330 |
| 1001593 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL2, Class A1, <br> 5.151%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 993711 |
| 1105000 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL4, Class A1, <br> 5.510%, 4/25/2056(a)(b)<br>| &nbsp;&nbsp; 1105055 |
| 1392024 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-2, Class A1, <br> 6.513%, 4/25/2030(a)(b)<br>| &nbsp;&nbsp; 1393893 |
| 1675304 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-4, Class A1, <br> 5.310%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 1673994 |
| 1695000 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2026-1, Class A1, <br> 5.536%, 3/25/2031(a)(b)<br>| &nbsp;&nbsp; 1695103 |
| 836316 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 837353 |
| 683808 | &nbsp;&nbsp; VCAT LLC, Series 2026-NPL1, Class A1, <br> 5.101%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 679983 |
|  |  | &nbsp;&nbsp; 14832165 |
|  | **ABS Student Loan — 1.0%** | **ABS Student Loan — 1.0%** |
| 105881 | &nbsp;&nbsp; Ascent Education Funding Trust, Series 2024-A, <br> Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 108028 |
| 105000 | &nbsp;&nbsp; Ascent Education Funding Trust, Series 2024-A, <br> Class C, 8.010%, 10/25/2050(a)<br>| &nbsp;&nbsp; 102370 |
| 263199 | &nbsp;&nbsp; College Avenue Student Loans LLC, <br> Series 2021-A, Class D, 4.120%, 7/25/2051(a)<br>| &nbsp;&nbsp; 250039 |
| 470654 | &nbsp;&nbsp; Education Funding Trust, Series 2020-A, Class A, <br> 2.790%, 7/25/2041(a)<br>| &nbsp;&nbsp; 451101 |
| 358590 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2018-A, Class B, 3.680%, 2/18/2042(a)<br>| &nbsp;&nbsp; 353417 |
| 1092396 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2018-CA, Class B, 4.220%, 6/16/2042(a)<br>| &nbsp;&nbsp; 1078246 |
| 3410000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2019-FA, Class B, 3.120%, 8/15/2068(a)<br>| &nbsp;&nbsp; 3040937 |
| 695000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2019-GA, Class B, 3.080%, 10/15/2068(a)<br>| &nbsp;&nbsp; 627330 |
| 320000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-DA, Class B, 3.330%, 5/15/2069(a)<br>| &nbsp;&nbsp; 283671 |
| 1290000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-FA, Class B, 2.690%, 7/15/2069(a)<br>| &nbsp;&nbsp; 1115181 |
| 730000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class B, 2.780%, 1/15/2069(a)<br>| &nbsp;&nbsp; 634036 |
| 810000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-DA, <br> Class B, 2.900%, 4/20/2062(a)<br>| &nbsp;&nbsp; 730481 |
| 163000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-A, Class A3, 28 day Auction Rate <br> Security, 6.330%, 6/15/2032(b)<br>| &nbsp;&nbsp; 162978 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — continued** | **ABS Student Loan — continued** |
| $609000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A3, 28 day Auction Rate <br> Security, 6.350%, 3/15/2033(b)<br>| &nbsp;&nbsp; $608951 |
| 59000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A4, 28 day Auction Rate <br> Security, 6.370%, 3/15/2033(b)<br>| &nbsp;&nbsp; 58995 |
| 6691 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2017-B, Class A2B, 1 mo. USD SOFR + <br> 0.864%, 4.537%, 10/15/2035(a)(b)<br>| &nbsp;&nbsp; 6691 |
| 190000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-B, Class B, 4.000%, 7/15/2042(a)<br>| &nbsp;&nbsp; 186079 |
| 510000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-C, Class B, 4.000%, 11/17/2042(a)<br>| &nbsp;&nbsp; 500201 |
| 1350000 | &nbsp;&nbsp; SoFi Professional Loan Program LLC, <br> Series 2020-A, Class BFX, 3.120%, 5/15/2046(a)<br>| &nbsp;&nbsp; 1219419 |
|  |  | &nbsp;&nbsp; 11518151 |
|  | **ABS Whole Business — 0.6%** | **ABS Whole Business — 0.6%** |
| 1510000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 1522180 |
| 192500 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, <br> Class A2, 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 191014 |
| 244375 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, Class A2, <br> 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 255815 |
| 2882812 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 2745292 |
| 349675 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2024-1A, Class A2I, 5.765%, 6/05/2054(a)<br>| &nbsp;&nbsp; 351913 |
| 1575063 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, Class A2I, <br> 6.028%, 7/30/2054(a)<br>| &nbsp;&nbsp; 1585227 |
| 200000 | &nbsp;&nbsp; Wingstop Funding LLC, Series 2024-1A, Class A2, <br> 5.858%, 12/05/2054(a)<br>| &nbsp;&nbsp; 203114 |
|  |  | &nbsp;&nbsp; 6854555 |
|  | **Aerospace & Defense — 1.5%** | **Aerospace & Defense — 1.5%** |
| 289000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 293782 |
| 159000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 162299 |
| 1630000 | Boeing Co., 3.625%, 2/01/2031 | &nbsp;&nbsp; 1550166 |
| 1265000 | Boeing Co., 5.150%, 5/01/2030 | &nbsp;&nbsp; 1286176 |
| 1170000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 1171839 |
| 3021000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 2920480 |
| 70000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 67192 |
| 330000 | Boeing Co., 6.388%, 5/01/2031 | &nbsp;&nbsp; 351893 |
| 2240000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 2440127 |
| 2781000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 3060699 |
| 485000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 536177 |
| 449000 | Honeywell Aerospace, Inc., 4.950%, 3/16/2036(a) | &nbsp;&nbsp; 445499 |
| 2830000 | &nbsp;&nbsp; Textron Financial Corp., 3 mo. USD SOFR + <br> 1.997%, 5.649%, 2/15/2067(a)(b)<br>| &nbsp;&nbsp; 2534152 |
| 29000 | TransDigm, Inc., 6.000%, 1/15/2033(a) | &nbsp;&nbsp; 28984 |
| 28000 | TransDigm, Inc., 6.875%, 12/15/2030(a) | &nbsp;&nbsp; 28690 |
|  |  | &nbsp;&nbsp; 16878155 |
|  | **Agency Commercial Mortgage-Backed Securities — 0.0%** | **Agency Commercial Mortgage-Backed Securities — 0.0%** |
| 460000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)(b)<br>| &nbsp;&nbsp; 461181 |
|  | **Airlines — 0.1%** | **Airlines — 0.1%** |
| 1164615 | &nbsp;&nbsp; United Airlines Pass-Through Trust, Series B, <br> Class B, 3.500%, 11/01/2029<br>| &nbsp;&nbsp; 1132518 |
|  | **Automotive — 0.3%** | **Automotive — 0.3%** |
| 1006000 | Allison Transmission, Inc., 3.750%, 1/30/2031(a) | &nbsp;&nbsp; 936415 |
| 360000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 348258 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Automotive — continued** | **Automotive — continued** |
| $465000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(a)<br>| &nbsp;&nbsp; $469748 |
| 535000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 508305 |
| 1564000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 7.125%, 4/14/2030(a)<br>| &nbsp;&nbsp; 1543809 |
|  |  | &nbsp;&nbsp; 3806535 |
|  | **Banking — 3.7%** | **Banking — 3.7%** |
| 5305000 | &nbsp;&nbsp; American Express Co., (fixed rate to 2/09/2028, <br> variable rate thereafter), 4.009%, 2/09/2029<br>| &nbsp;&nbsp; 5271117 |
| 580000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, variable <br> rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 583300 |
| 905000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 9/11/2035, variable rate thereafter), <br> 5.197%, 9/11/2036<br>| &nbsp;&nbsp; 877334 |
| 947000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 1/21/2036, variable rate thereafter), <br> 5.065%, 1/21/2037<br>| &nbsp;&nbsp; 925855 |
| 1982000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 2/02/2036, variable rate thereafter), <br> 5.387%, 2/02/2041<br>| &nbsp;&nbsp; 1914911 |
| 1165000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 1/22/2036, <br> variable rate thereafter), 4.898%, 1/22/2037<br>| &nbsp;&nbsp; 1139964 |
| 1896000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2036, <br> variable rate thereafter), 5.314%, 1/18/2041<br>| &nbsp;&nbsp; 1830251 |
| 1164000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 1192415 |
| 8020000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/07/2034, <br> variable rate thereafter), 5.942%, 2/07/2039<br>| &nbsp;&nbsp; 8198426 |
| 2185000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 2137783 |
| 5485000 | &nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd., <br> 3.950%, 3/05/2029(a)<br>| &nbsp;&nbsp; 5422002 |
| 28000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 28599 |
| 136000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 2/25/2031, <br> variable rate thereafter), 4.947%, 2/25/2032<br>| &nbsp;&nbsp; 131988 |
| 440000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 439636 |
| 905000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2028, <br> variable rate thereafter), 5.019%, 7/29/2029<br>| &nbsp;&nbsp; 904112 |
| 235000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2035, <br> variable rate thereafter), 6.000%, 7/29/2036<br>| &nbsp;&nbsp; 231786 |
| 805000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 817916 |
| 865000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, variable <br> rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; 886726 |
| 1375000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/09/2035, variable <br> rate thereafter), 5.580%, 5/09/2036(a)<br>| &nbsp;&nbsp; 1394578 |
| 375000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/14/2031, variable <br> rate thereafter), 3.091%, 5/14/2032(a)<br>| &nbsp;&nbsp; 343903 |
| 1445000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/05/2030, variable <br> rate thereafter), 6.600%(a)(d)<br>| &nbsp;&nbsp; 1410369 |
| 1000000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, variable <br> rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; 918806 |
| 200000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable <br> rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 199640 |
| 1435000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 1/23/2036, <br> variable rate thereafter), 4.960%, 1/23/2037<br>| &nbsp;&nbsp; 1397894 |
| 2440000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 9/15/2035, <br> variable rate thereafter), 4.892%, 9/15/2036<br>| &nbsp;&nbsp; 2373892 |
|  |  | &nbsp;&nbsp; 40973203 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Brokerage — 0.6%** | **Brokerage — 0.6%** |
| $500000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; $508547 |
| 1370000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 1317093 |
| 465000 | &nbsp;&nbsp; Brookfield Asset Management Ltd., <br> 5.795%, 4/24/2035<br>| &nbsp;&nbsp; 473797 |
| 315000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 324276 |
| 240000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 248746 |
| 29000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(a)<br>| &nbsp;&nbsp; 29422 |
| 29000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(a)<br>| &nbsp;&nbsp; 29811 |
| 2015000 | Jefferies Financial Group, Inc., 6.200%, 4/14/2034 | &nbsp;&nbsp; 2054921 |
| 1059000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(a) | &nbsp;&nbsp; 1059132 |
|  |  | &nbsp;&nbsp; 6045745 |
|  | **Building Materials — 1.2%** | **Building Materials — 1.2%** |
| 785000 | Amrize Finance U.S. LLC, 5.400%, 4/07/2035 | &nbsp;&nbsp; 798258 |
| 2745000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 2562379 |
| 2330000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(d)<br>| &nbsp;&nbsp; 2320309 |
| 295000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/10/2030, <br> variable rate thereafter), 7.200%(a)(d)<br>| &nbsp;&nbsp; 298687 |
| 2580000 | CRH America Finance, Inc., 5.000%, 2/09/2036 | &nbsp;&nbsp; 2532834 |
| 1035000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 1026400 |
| 1478000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; 1472110 |
| 2072000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 2101014 |
|  |  | &nbsp;&nbsp; 13111991 |
|  | **Cable Satellite — 2.9%** | **Cable Satellite — 2.9%** |
| 79000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(a)<br>| &nbsp;&nbsp; 78351 |
| 1206000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.125%, 5/01/2027(a)<br>| &nbsp;&nbsp; 1204636 |
| 405000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 411271 |
| 940000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 975865 |
| 465000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 485058 |
| 2200000 | CSC Holdings LLC, 3.375%, 2/15/2031(a) | &nbsp;&nbsp; 1292385 |
| 400000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 237163 |
| 4965000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 1751987 |
| 956000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 707011 |
| 2292000 | CSC Holdings LLC, 11.250%, 5/15/2028(a) | &nbsp;&nbsp; 1872894 |
| 1387000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 1383914 |
| 405000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 403113 |
| 1211000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 1236224 |
| 4420000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 4382091 |
| 975000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 943013 |
| 13530358 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 14616180 |
| 205000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 206680 |
|  |  | &nbsp;&nbsp; 32187836 |
|  | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| 1186000 | &nbsp;&nbsp; ARC Falcon I, Inc./Arclin USA LLC/New Arclin <br> U.S. Holding Corp., 9.750%, 3/01/2033(a)<br>| &nbsp;&nbsp; 1140802 |
| 44000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 39509 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Chemicals — continued** | **Chemicals — continued** |
| $265000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; $262383 |
| 1074000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., <br> 5.625%, 9/30/2033(a)<br>| &nbsp;&nbsp; 1059009 |
|  |  | &nbsp;&nbsp; 2501703 |
|  | **Construction Machinery — 0.7%** | **Construction Machinery — 0.7%** |
| 3340000 | &nbsp;&nbsp; John Deere Capital Corp., 1 day USD SOFR + <br> 0.500%, 4.153%, 3/06/2028(b)<br>| &nbsp;&nbsp; 3343843 |
| 32000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 29327 |
| 31000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 29142 |
| 2391000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 5.375%, 11/15/2033(a)<br>| &nbsp;&nbsp; 2324960 |
| 1785000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 1807468 |
|  |  | &nbsp;&nbsp; 7534740 |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 1016000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 920987 |
| 19000 | TriNet Group, Inc., 7.125%, 8/15/2031(a) | &nbsp;&nbsp; 18438 |
| 625000 | Uber Technologies, Inc., 4.800%, 9/15/2035 | &nbsp;&nbsp; 606471 |
|  |  | &nbsp;&nbsp; 1545896 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 728000 | Esab Corp., 5.625%, 4/01/2031(a) | &nbsp;&nbsp; 733103 |
| 29000 | Esab Corp., 6.250%, 4/15/2029(a) | &nbsp;&nbsp; 29432 |
|  |  | &nbsp;&nbsp; 762535 |
|  | **Electric — 0.2%** | **Electric — 0.2%** |
| 565000 | Vistra Operations Co. LLC, 4.700%, 1/31/2031(a) | &nbsp;&nbsp; 555903 |
| 385000 | Vistra Operations Co. LLC, 5.250%, 10/15/2035(a) | &nbsp;&nbsp; 373882 |
| 801000 | Vistra Operations Co. LLC, 5.350%, 1/31/2036(a) | &nbsp;&nbsp; 783533 |
| 40000 | VoltaGrid LLC, 7.375%, 11/01/2030(a) | &nbsp;&nbsp; 41312 |
|  |  | &nbsp;&nbsp; 1754630 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 12000 | Clean Harbors, Inc., 5.750%, 10/15/2033(a) | &nbsp;&nbsp; 11971 |
| 13000 | Clean Harbors, Inc., 6.375%, 2/01/2031(a) | &nbsp;&nbsp; 13203 |
| 797000 | &nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., <br> 5.500%, 2/01/2034(a)<br>| &nbsp;&nbsp; 781694 |
| 545000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; 530243 |
| 28000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 28975 |
|  |  | &nbsp;&nbsp; 1366086 |
|  | **Finance Companies — 1.6%** | **Finance Companies — 1.6%** |
| 2770000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 2515785 |
| 1015000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.400%, 10/29/2033<br>| &nbsp;&nbsp; 898021 |
| 835000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.750%, 1/15/2033<br>| &nbsp;&nbsp; 811586 |
| 730000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.375%, 12/15/2031<br>| &nbsp;&nbsp; 741494 |
| 405000 | Aircastle Ltd., 5.950%, 2/15/2029(a) | &nbsp;&nbsp; 416071 |
| 1190000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 1233742 |
| 460000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 471002 |
| 101000 | Aviation Capital Group LLC, 4.250%, 4/30/2029(a) | &nbsp;&nbsp; 99528 |
| 4240000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.800%, 10/24/2030(a)<br>| &nbsp;&nbsp; 4191031 |
| 134000 | Aviation Capital Group LLC, 4.875%, 1/28/2033(a) | &nbsp;&nbsp; 129311 |
| 864000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.700%, 1/30/2031(a)<br>| &nbsp;&nbsp; 846630 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $895000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.850%, 4/01/2033(a)<br>| &nbsp;&nbsp; $857379 |
| 495000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 500397 |
| 19000 | Azorra Finance Ltd., 7.250%, 1/15/2031(a) | &nbsp;&nbsp; 19184 |
| 19000 | Azorra Finance Ltd., 7.750%, 4/15/2030(a) | &nbsp;&nbsp; 19569 |
| 780000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 7.875%, 4/01/2033(a)<br>| &nbsp;&nbsp; 731307 |
| 109000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(a)<br>| &nbsp;&nbsp; 107223 |
| 199000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 202284 |
| 37000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(a)<br>| &nbsp;&nbsp; 37503 |
| 39000 | GGAM Finance Ltd., 5.875%, 3/15/2030(a) | &nbsp;&nbsp; 38857 |
| 255000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 253696 |
| 920000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.200%, 3/27/2028(a)<br>| &nbsp;&nbsp; 923316 |
| 798000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.100%, 4/01/2030(a)<br>| &nbsp;&nbsp; 804502 |
| 1188000 | Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a) | &nbsp;&nbsp; 1173144 |
|  |  | &nbsp;&nbsp; 18022562 |
|  | **Financial Other — 0.1%** | **Financial Other — 0.1%** |
| 239295 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 8.500% PIK <br> and/or 7.500% Cash, 9/30/2029(e)(f)<br>| &nbsp;&nbsp; 9380 |
| 194886 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.000% PIK <br> and/or 8.000% Cash, 9/30/2030(e)(f)<br>| &nbsp;&nbsp; 2436 |
| 257255 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.800% PIK <br> and/or 8.800% Cash, 9/30/2031(e)(f)<br>| &nbsp;&nbsp; 2325 |
| 485000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 7/16/2024(g)<br>| &nbsp;&nbsp; 4850 |
| 410000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 8/13/2024(g)<br>| &nbsp;&nbsp; 4100 |
| 1000000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.650%, 8/27/2025(g)<br>| &nbsp;&nbsp; 10000 |
| 625000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.750%, 5/24/2024(g)<br>| &nbsp;&nbsp; 6250 |
| 2379845 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(h)<br>| &nbsp;&nbsp; 79844 |
| 1258407 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(h)<br>| &nbsp;&nbsp; 32354 |
| 272752 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., Zero Coupon, <br> 1/31/2031(a)<br>| &nbsp;&nbsp; 5777 |
| 337685 | China Aoyuan Group Ltd., Series IAI(b)(d)(f) | &nbsp;&nbsp; 844 |
| 138037 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, 5.500% PIK, <br> 9/30/2031(e)(f)<br>| &nbsp;&nbsp; 345 |
| 630000 | China Evergrande Group, 8.250%, 3/23/2022(g) | &nbsp;&nbsp; 7875 |
| 1020000 | China Evergrande Group, 8.750%, 6/28/2025(g) | &nbsp;&nbsp; 10200 |
| 270000 | China Evergrande Group, 9.500%, 4/11/2022(g) | &nbsp;&nbsp; 2700 |
| 220000 | China Evergrande Group, 9.500%, 3/29/2024(g) | &nbsp;&nbsp; 2200 |
| 663120 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.250% PIK and/or <br> 5.250% Cash, 12/28/2028(a)(e)<br>| &nbsp;&nbsp; 13262 |
| 1110116 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.500% PIK and/or <br> 5.500% Cash, 12/28/2029(a)(e)<br>| &nbsp;&nbsp; 19427 |
| 1338038 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.750% PIK and/or <br> 5.750% Cash, 12/28/2030(a)(e)<br>| &nbsp;&nbsp; 20070 |
| 2015904 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.000% PIK and/or <br> 6.000% Cash, 12/28/2031(a)(e)<br>| &nbsp;&nbsp; 35278 |
| 1897143 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.250% PIK and/or <br> 6.250% Cash, 12/28/2032(a)(e)<br>| &nbsp;&nbsp; 23714 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $453606 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.721% PIK and/or <br> 6.721% Cash, 12/28/2028(a)(e)<br>| &nbsp;&nbsp; $9072 |
| 400000 | Logan Group Co. Ltd., 4.250%, 7/12/2025(g) | &nbsp;&nbsp; 41524 |
| 230000 | Logan Group Co. Ltd., 4.850%, 12/14/2026(g) | &nbsp;&nbsp; 24141 |
| 22237 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 7/21/2031(a)(e)<br>| &nbsp;&nbsp; 723 |
| 111868 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or <br> 1.000% Cash, 3/30/2029(a)(e)<br>| &nbsp;&nbsp; 3277 |
| 417307 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(a)(e)<br>| &nbsp;&nbsp; 11476 |
| 360266 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 1.000% PIK, <br> 6/30/2034(e)(f)<br>| &nbsp;&nbsp; 901 |
| 388293 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.000% PIK, <br> 6/30/2028(e)(f)<br>| &nbsp;&nbsp; 11117 |
| 677799 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.500% PIK, <br> 6/30/2029(e)(f)<br>| &nbsp;&nbsp; 21046 |
| 906905 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.000% PIK, <br> 6/30/2030(e)(f)<br>| &nbsp;&nbsp; 24940 |
| 1275279 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.500% PIK, <br> 6/30/2031(e)(f)<br>| &nbsp;&nbsp; 31997 |
| 462465 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 7.000% PIK <br> and/or 6.000% Cash, 6/30/2027(e)(f)<br>| &nbsp;&nbsp; 35841 |
|  |  | &nbsp;&nbsp; 509286 |
|  | **Food & Beverage — 1.5%** | **Food & Beverage — 1.5%** |
| 3230000 | &nbsp;&nbsp; Cargill, Inc., 1 day USD SOFR + 0.610%, <br> 4.270%, 2/11/2028(a)(b)<br>| &nbsp;&nbsp; 3232862 |
| 1540000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.500%, 1/15/2036<br>| &nbsp;&nbsp; 1540709 |
| 1839000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.625%, 3/10/2037(a)<br>| &nbsp;&nbsp; 1844756 |
| 1555000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.950%, 4/20/2035<br>| &nbsp;&nbsp; 1614189 |
| 20000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.125%, 1/31/2030(a)<br>| &nbsp;&nbsp; 19041 |
| 21000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.375%, 1/31/2032(a)<br>| &nbsp;&nbsp; 19508 |
| 6450000 | PepsiCo, Inc., 4.400%, 2/07/2027 | &nbsp;&nbsp; 6474310 |
| 20000 | &nbsp;&nbsp; Performance Food Group, Inc., <br> 4.250%, 8/01/2029(a)<br>| &nbsp;&nbsp; 19211 |
| 2300000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 2087812 |
| 31000 | Post Holdings, Inc., 4.625%, 4/15/2030(a) | &nbsp;&nbsp; 29760 |
|  |  | &nbsp;&nbsp; 16882158 |
|  | **Government Owned - No Guarantee — 0.3%** | **Government Owned - No Guarantee — 0.3%** |
| 465000 | Antares Holdings LP, 2.750%, 1/15/2027(a) | &nbsp;&nbsp; 455282 |
| 2790000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 2711442 |
|  |  | &nbsp;&nbsp; 3166724 |
|  | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| 455000 | &nbsp;&nbsp; National Health Investors, Inc., <br> 3.000%, 2/01/2031,<br>| &nbsp;&nbsp; 409388 |
|  | **Health Insurance — 0.3%** | **Health Insurance — 0.3%** |
| 22000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 19669 |
| 1429000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 1241260 |
| 585000 | Molina Healthcare, Inc., 4.375%, 6/15/2028(a) | &nbsp;&nbsp; 565673 |
| 20000 | Molina Healthcare, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 19392 |
| 1542000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(a) | &nbsp;&nbsp; 1515948 |
|  |  | &nbsp;&nbsp; 3361942 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Healthcare — 1.0%** | **Healthcare — 1.0%** |
| $5465000 | Abbott Laboratories, 3.700%, 3/09/2029 | &nbsp;&nbsp; $5400001 |
| 42000 | Avantor Funding, Inc., 3.875%, 11/01/2029(a) | &nbsp;&nbsp; 39404 |
| 430000 | Avantor Funding, Inc., 4.625%, 7/15/2028(a) | &nbsp;&nbsp; 419686 |
| 105000 | HCA, Inc., 4.900%, 11/15/2035 | &nbsp;&nbsp; 101515 |
| 3660000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 3737748 |
| 1200000 | Hologic, Inc., 3.250%, 2/15/2029(a) | &nbsp;&nbsp; 1197915 |
| 28000 | Radiology Partners, Inc., 8.500%, 7/15/2032(a) | &nbsp;&nbsp; 28388 |
|  |  | &nbsp;&nbsp; 10924657 |
|  | **Home Construction — 0.3%** | **Home Construction — 0.3%** |
| 2330000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 2327459 |
| 39000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(a)<br>| &nbsp;&nbsp; 38554 |
| 1458000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 1459276 |
|  |  | &nbsp;&nbsp; 3825289 |
|  | **Independent Energy — 1.3%** | **Independent Energy — 1.3%** |
| 1995000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034<br>| &nbsp;&nbsp; 2018128 |
| 1378000 | Chord Energy Corp., 6.000%, 10/01/2030(a) | &nbsp;&nbsp; 1396286 |
| 131000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 135250 |
| 2800000 | Continental Resources, Inc., 2.875%, 4/01/2032(a) | &nbsp;&nbsp; 2452502 |
| 4195000 | Continental Resources, Inc., 5.750%, 1/15/2031(a) | &nbsp;&nbsp; 4275379 |
| 21000 | &nbsp;&nbsp; Crescent Energy Finance LLC, <br> 7.375%, 1/15/2033(a)<br>| &nbsp;&nbsp; 20995 |
| 1340000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 1286487 |
| 115000 | Leviathan Bond Ltd., 6.500%, 6/30/2027 | &nbsp;&nbsp; 114936 |
| 10000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 10109 |
| 14000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 14212 |
| 14000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 14295 |
| 1060000 | SM Energy Co., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; 1089174 |
| 29000 | SM Energy Co., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 30597 |
| 28000 | SM Energy Co., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 29268 |
| 1976000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 1991433 |
|  |  | &nbsp;&nbsp; 14879051 |
|  | **Industrial Other — 0.1%** | **Industrial Other — 0.1%** |
| 56000 | Arcosa, Inc., 6.875%, 8/15/2032(a) | &nbsp;&nbsp; 57380 |
| 1070000 | Jacobs Solutions, Inc., 5.375%, 3/03/2036 | &nbsp;&nbsp; 1043516 |
| 40000 | TopBuild Corp., 5.625%, 1/31/2034(a) | &nbsp;&nbsp; 39151 |
|  |  | &nbsp;&nbsp; 1140047 |
|  | **Integrated Energy — 0.3%** | **Integrated Energy — 0.3%** |
| 3265000 | &nbsp;&nbsp; Chevron USA, Inc., 1 day USD SOFR Index + <br> 0.360%, 4.014%, 2/26/2027(b)<br>| &nbsp;&nbsp; 3268723 |
|  | **Leisure — 0.4%** | **Leisure — 0.4%** |
| 823000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(a)<br>| &nbsp;&nbsp; 727182 |
| 1442000 | Royal Caribbean Cruises Ltd., 4.750%, 5/15/2033 | &nbsp;&nbsp; 1392338 |
| 1080000 | Royal Caribbean Cruises Ltd., 5.250%, 2/27/2038 | &nbsp;&nbsp; 1027421 |
| 315000 | Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036 | &nbsp;&nbsp; 309471 |
| 700000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.625%, 9/30/2031(a)<br>| &nbsp;&nbsp; 706900 |
| 39000 | Viking Cruises Ltd., 5.875%, 10/15/2033(a) | &nbsp;&nbsp; 38505 |
|  |  | &nbsp;&nbsp; 4201817 |
|  | **Life Insurance — 0.1%** | **Life Insurance — 0.1%** |
| 39000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(a)<br>| &nbsp;&nbsp; 35267 |
| 780000 | Global Atlantic Fin Co., 3.125%, 6/15/2031(a) | &nbsp;&nbsp; 683205 |
| 425000 | Global Atlantic Fin Co., 4.400%, 10/15/2029(a) | &nbsp;&nbsp; 410959 |
|  |  | &nbsp;&nbsp; 1129431 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Lodging — 0.4%** | **Lodging — 0.4%** |
| $255000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; $257174 |
| 32000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(a)<br>| &nbsp;&nbsp; 29078 |
| 674000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; 658482 |
| 29000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 6.125%, 4/01/2032(a)<br>| &nbsp;&nbsp; 29435 |
| 804000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 6.625%, 1/15/2032(a)<br>| &nbsp;&nbsp; 794120 |
| 740000 | Marriott International, Inc., 5.100%, 5/01/2038 | &nbsp;&nbsp; 703511 |
| 690000 | Marriott International, Inc., 5.300%, 5/15/2034 | &nbsp;&nbsp; 696417 |
| 1535000 | Marriott International, Inc., 5.500%, 4/15/2037 | &nbsp;&nbsp; 1528281 |
| 41000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.750%, 1/15/2028<br>| &nbsp;&nbsp; 40355 |
|  |  | &nbsp;&nbsp; 4736853 |
|  | **Media Entertainment — 1.7%** | **Media Entertainment — 1.7%** |
| 615000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 618568 |
| 3620000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 3590030 |
| 6487000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 6669649 |
| 135000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 3.625%, 5/15/2030<br>| &nbsp;&nbsp; 125513 |
| 425000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 6.350%, 6/01/2040<br>| &nbsp;&nbsp; 311449 |
| 2535000 | &nbsp;&nbsp; Discovery Global Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 2243475 |
| 2852000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 2673437 |
| 589000 | OAK-Eagle Acquireco, Inc., 7.250%, 7/01/2033(a) | &nbsp;&nbsp; 610260 |
| 553000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 474072 |
| 1055000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 977260 |
| 939000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 980246 |
|  |  | &nbsp;&nbsp; 19273959 |
|  | **Metals & Mining — 0.9%** | **Metals & Mining — 0.9%** |
| 525000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.250%, 3/19/2036(a)<br>| &nbsp;&nbsp; 513335 |
| 40000 | &nbsp;&nbsp; Carpenter Technology Corp., <br> 5.625%, 3/01/2034(a)<br>| &nbsp;&nbsp; 39632 |
| 634000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 627334 |
| 884000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 871487 |
| 41000 | &nbsp;&nbsp; Fortescue Treasury Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 38739 |
| 4413000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 4508298 |
| 1930000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 2088423 |
| 10000 | Mineral Resources Ltd., 8.000%, 11/01/2027(a) | &nbsp;&nbsp; 10128 |
| 28000 | Mineral Resources Ltd., 9.250%, 10/01/2028(a) | &nbsp;&nbsp; 29011 |
| 880000 | Steel Dynamics, Inc., 5.250%, 5/15/2035 | &nbsp;&nbsp; 880377 |
|  |  | &nbsp;&nbsp; 9606764 |
|  | **Midstream — 1.7%** | **Midstream — 1.7%** |
| 250000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(a)<br>| &nbsp;&nbsp; 243811 |
| 3374000 | Energy Transfer LP, 5.700%, 4/01/2035 | &nbsp;&nbsp; 3465202 |
| 37000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, <br> variable rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 38754 |
| 77000 | Sunoco LP, 5.375%, 7/15/2031(a) | &nbsp;&nbsp; 76381 |
| 293000 | Sunoco LP, 5.625%, 3/15/2031(a) | &nbsp;&nbsp; 291656 |
| 1775000 | Targa Resources Corp., 5.550%, 8/15/2035 | &nbsp;&nbsp; 1790173 |
| 25000 | Targa Resources Corp., 6.125%, 3/15/2033 | &nbsp;&nbsp; 26439 |
| 2830000 | Targa Resources Corp., 6.500%, 3/30/2034 | &nbsp;&nbsp; 3059138 |
| 40000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to <br> 9/30/2029, variable rate thereafter), 9.000%(a)(d)<br>| &nbsp;&nbsp; 39842 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $1053000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(a)<br>| &nbsp;&nbsp; $1082933 |
| 1661000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 1731500 |
| 536000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(a)<br>| &nbsp;&nbsp; 557950 |
| 2514000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 2763399 |
| 1400000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 1569089 |
| 465000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 12/15/2035<br>| &nbsp;&nbsp; 457297 |
| 1665000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 1737727 |
|  |  | &nbsp;&nbsp; 18931291 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 3.4%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 3.4%** |
| 385000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class B, 1 mo. USD SOFR + <br> 1.800%, 5.473%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 384037 |
| 315000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class C, 1 mo. USD SOFR + <br> 2.150%, 5.823%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 314213 |
| 220000 | &nbsp;&nbsp; BPR Commercial Mortgage Trust, <br> Series 2025-STAR, Class A, <br> 4.617%, 11/05/2042(a)(b)<br>| &nbsp;&nbsp; 218127 |
| 2155000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class F, 1 mo. USD <br> SOFR + 6.870%, 10.543%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 2115806 |
| 1925000 | &nbsp;&nbsp; BPR Trust, Series 2022-SSP, Class A, 1 mo. USD <br> SOFR + 3.000%, 6.673%, 5/15/2039(a)(b)<br>| &nbsp;&nbsp; 1925000 |
| 100000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class B, <br> 5.415%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 101082 |
| 530000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.164%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 526687 |
| 275000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class C, 1 mo. USD <br> SOFR + 2.200%, 5.873%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 274313 |
| 125000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class D, 1 mo. USD <br> SOFR + 2.600%, 6.273%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 124688 |
| 2955000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT6, Class A, 1 mo. USD <br> SOFR + 1.443%, 5.116%, 3/15/2042(a)(b)<br>| &nbsp;&nbsp; 2934684 |
| 1260000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class A, 1 mo. USD <br> SOFR + 1.700%, 5.373%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 1254487 |
| 1110000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class B, 1 mo. USD <br> SOFR + 2.000%, 5.673%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 1103409 |
| 2040000 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2014-GC21, Class D, <br> 4.710%, 5/10/2047(a)(b)<br>| &nbsp;&nbsp; 1901235 |
| 2444601 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2012-CR3, <br> Class B, 3.922%, 10/15/2045(a)<br>| &nbsp;&nbsp; 2378352 |
| 130000 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2024-CBM, <br> Class A2, 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 130363 |
| 1890000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class D, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 1560423 |
| 5680000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class E, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 4486306 |
| 920000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, Series 2023-DC, <br> Class C, 7.141%, 9/12/2040(a)(b)<br>| &nbsp;&nbsp; 929371 |
| 165000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class D, 1 mo. USD SOFR + 2.600%, <br> 6.273%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 165206 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $170000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class E, 1 mo. USD SOFR + 3.350%, <br> 7.023%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; $170213 |
| 200000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class F, 1 mo. USD SOFR + 4.100%, <br> 7.773%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 200250 |
| 108975 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class C, 1 mo. USD SOFR + 1.600%, <br> 5.273%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 109145 |
| 312064 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class D, 1 mo. USD SOFR + 2.250%, <br> 5.923%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 312747 |
| 455712 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class E, 1 mo. USD SOFR + 2.900%, <br> 6.573%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 456709 |
| 448198 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, <br> 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 391861 |
| 515189 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-G1, Class B, 3.722%, 4/10/2031(a)(b)<br>| &nbsp;&nbsp; 514198 |
| 3195000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class D, <br> 3.550%, 3/05/2033(a)(b)(h)<br>| &nbsp;&nbsp; 15975 |
| 411398 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2011-GC5, <br> Class C, 5.558%, 8/10/2044(a)(b)<br>| &nbsp;&nbsp; 401155 |
| 1945000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2011-C3, Class C, <br> 5.360%, 2/15/2046(a)(b)<br>| &nbsp;&nbsp; 1872627 |
| 761680 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class C, <br> 3.500%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 746431 |
| 295000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.273%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 294263 |
| 640000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class C, <br> 1 mo. USD SOFR + 2.400%, <br> 6.073%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 638400 |
| 420000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class D, <br> 1 mo. USD SOFR + 3.150%, <br> 6.823%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 417871 |
| 180000 | &nbsp;&nbsp; LEX Mortgage Trust, Series 2024-BBG, Class A, <br> 4.874%, 10/13/2033(a)(b)<br>| &nbsp;&nbsp; 179239 |
| 405055 | &nbsp;&nbsp; Morgan Stanley Capital I Trust, Series 2011-C2, <br> Class D, 5.213%, 6/15/2044(a)(b)<br>| &nbsp;&nbsp; 401082 |
| 80187 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities Trust, <br> Series 2012-CKSV, Class A2, <br> 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 76578 |
| 390000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 327358 |
| 1060000 | &nbsp;&nbsp; Starwood Retail Property Trust, <br> Series 2014-STAR, Class C, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(h)<br>| &nbsp;&nbsp; 21200 |
| 4243654 | &nbsp;&nbsp; Starwood Retail Property Trust, <br> Series 2014-STAR, Class D, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(h)<br>| &nbsp;&nbsp; 42437 |
| 3575000 | &nbsp;&nbsp; Starwood Retail Property Trust, <br> Series 2014-STAR, Class E, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(h)<br>| &nbsp;&nbsp; 17875 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $1690000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class B, 3.671%, 11/15/2059(b)<br>| &nbsp;&nbsp; $1601972 |
| 440000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class C, 4.088%, 11/15/2059(b)<br>| &nbsp;&nbsp; 373697 |
| 941396 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, <br> 5.464%, 3/15/2044(a)(b)(h)<br>| &nbsp;&nbsp; 338893 |
| 1699593 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C4, Class E, 4.960%, 6/15/2044(a)(b)<br>| &nbsp;&nbsp; 1624471 |
| 2245000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class C, 4.333%, 12/15/2045(b)<br>| &nbsp;&nbsp; 1902615 |
| 1005698 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 869908 |
|  |  | &nbsp;&nbsp; 37146959 |
|  | **Oil Field Services — 0.2%** | **Oil Field Services — 0.2%** |
| 2044000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 2009378 |
| 10000 | &nbsp;&nbsp; Oceaneering International, Inc., <br> 6.000%, 2/01/2028<br>| &nbsp;&nbsp; 10041 |
| 10000 | &nbsp;&nbsp; Oceaneering International, Inc., <br> 6.000%, 2/01/2028<br>| &nbsp;&nbsp; 10040 |
| 29000 | &nbsp;&nbsp; Weatherford International Ltd., <br> 6.750%, 10/15/2033(a)<br>| &nbsp;&nbsp; 29631 |
|  |  | &nbsp;&nbsp; 2059090 |
|  | **Packaging — 0.3%** | **Packaging — 0.3%** |
| 3547000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 3549036 |
|  | **Pharmaceuticals — 2.8%** | **Pharmaceuticals — 2.8%** |
| 6510000 | AbbVie, Inc., 4.650%, 3/15/2028 | &nbsp;&nbsp; 6569260 |
| 1495000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 1368986 |
| 6475000 | Eli Lilly & Co., 4.550%, 2/12/2028 | &nbsp;&nbsp; 6527132 |
| 2895000 | Johnson & Johnson, 4.500%, 3/01/2027 | &nbsp;&nbsp; 2909461 |
| 1937000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 1995718 |
| 930000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, <br> 4.375%, 5/09/2030, (EUR)<br>| &nbsp;&nbsp; 1074381 |
| 685000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, <br> 7.375%, 9/15/2029, (EUR)<br>| &nbsp;&nbsp; 862900 |
| 570000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, <br> 7.875%, 9/15/2031, (EUR)<br>| &nbsp;&nbsp; 764647 |
| 9165000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 6793841 |
| 340000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 348956 |
| 435000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 465815 |
| 305000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 340966 |
| 720000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV <br> BV, 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 729138 |
|  |  | &nbsp;&nbsp; 30751201 |
|  | **Property & Casualty Insurance — 0.3%** | **Property & Casualty Insurance — 0.3%** |
| 1006000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 6.500%, 10/01/2031(a)<br>| &nbsp;&nbsp; 987839 |
| 239000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 6.750%, 4/15/2028(a)<br>| &nbsp;&nbsp; 240303 |
| 278000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 280366 |
| 29000 | AmWINS Group, Inc., 6.375%, 2/15/2029(a) | &nbsp;&nbsp; 29168 |
| 200000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 202343 |
| 537000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 532649 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Property & Casualty Insurance — continued** | **Property & Casualty Insurance — continued** |
| $48000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, <br> 7.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; $48243 |
| 345000 | Brown & Brown, Inc., 5.550%, 6/23/2035 | &nbsp;&nbsp; 344542 |
| 38000 | Panther Escrow Issuer LLC, 7.125%, 6/01/2031(a) | &nbsp;&nbsp; 38128 |
| 77000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 76104 |
| 282000 | Willis North America, Inc., 5.150%, 3/15/2036 | &nbsp;&nbsp; 274624 |
|  |  | &nbsp;&nbsp; 3054309 |
|  | **Restaurants — 0.3%** | **Restaurants — 0.3%** |
| 300000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.500%, 2/15/2029(a)<br>| &nbsp;&nbsp; 286402 |
| 75000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(a)<br>| &nbsp;&nbsp; 73311 |
| 2665000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 2504901 |
| 469000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.375%, 1/15/2028(a)<br>| &nbsp;&nbsp; 462430 |
| 49000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 49107 |
| 32000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 29561 |
| 31000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 29603 |
|  |  | &nbsp;&nbsp; 3435315 |
|  | **Retailers — 0.3%** | **Retailers — 0.3%** |
| 1557000 | Amazon.com, Inc., 4.875%, 3/13/2036 | &nbsp;&nbsp; 1542810 |
| 1890000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 1880385 |
| 13000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 12080 |
|  |  | &nbsp;&nbsp; 3435275 |
|  | **Sovereigns — 2.6%** | **Sovereigns — 2.6%** |
| 4190000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.100%, 1/22/2061<br>| &nbsp;&nbsp; 2578107 |
| 6195000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.250%, 9/21/2071<br>| &nbsp;&nbsp; 3829625 |
| 2191000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 5.625%, 2/26/2044<br>| &nbsp;&nbsp; 1727845 |
| 1377000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 6.125%, 1/18/2041<br>| &nbsp;&nbsp; 1196668 |
| 602000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.375%, 9/18/2037<br>| &nbsp;&nbsp; 599068 |
| 624000 | &nbsp;&nbsp; Egypt Government International Bonds, <br> 5.800%, 9/30/2027<br>| &nbsp;&nbsp; 615900 |
| 1130000 | &nbsp;&nbsp; Kyrgyz Republic International Bonds, <br> 7.750%, 6/03/2030(a)<br>| &nbsp;&nbsp; 1127005 |
| 2836000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 6.125%, 2/09/2038<br>| &nbsp;&nbsp; 2763682 |
| 2356000 | &nbsp;&nbsp; Nigeria Government International Bonds, <br> 6.500%, 11/28/2027<br>| &nbsp;&nbsp; 2363062 |
| 1501000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.000%, 4/08/2026<br>| &nbsp;&nbsp; 1499124 |
| 2281000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.875%, 12/05/2027<br>| &nbsp;&nbsp; 2251378 |
| 2690000 | &nbsp;&nbsp; Republic of Poland Government International <br> Bonds, 5.500%, 3/18/2054<br>| &nbsp;&nbsp; 2484946 |
| 480000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.700%, 11/25/2030<br>| &nbsp;&nbsp; 436269 |
| 1670000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.900%, 10/19/2031<br>| &nbsp;&nbsp; 1507454 |
| 2160000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.900%, 2/28/2032(a)<br>| &nbsp;&nbsp; 2243657 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Sovereigns — continued** | **Sovereigns — continued** |
| $1320000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.947%, 5/25/2032(a)<br>| &nbsp;&nbsp; $1374542 |
| 220000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 7.850%, 10/12/2028(a)<br>| &nbsp;&nbsp; 230002 |
|  |  | &nbsp;&nbsp; 28828334 |
|  | **Technology — 7.0%** | **Technology — 7.0%** |
| 5313000 | Alphabet, Inc., 3.700%, 2/15/2029 | &nbsp;&nbsp; 5267338 |
| 2402000 | Alphabet, Inc., 4.800%, 2/15/2036 | &nbsp;&nbsp; 2391711 |
| 1925000 | Atlassian Corp., 5.500%, 5/15/2034 | &nbsp;&nbsp; 1885031 |
| 500000 | Black Pearl Compute LLC, 6.125%, 2/15/2031(a) | &nbsp;&nbsp; 508898 |
| 39000 | Block, Inc., 6.500%, 5/15/2032 | &nbsp;&nbsp; 39356 |
| 7500000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 6371894 |
| 2410000 | CDW LLC/CDW Finance Corp., 3.250%, 2/15/2029 | &nbsp;&nbsp; 2295143 |
| 2537000 | CDW LLC/CDW Finance Corp., 5.550%, 8/22/2034 | &nbsp;&nbsp; 2493160 |
| 406000 | Cipher Compute LLC, 7.125%, 11/15/2030(a) | &nbsp;&nbsp; 420628 |
| 3255000 | Cisco Systems, Inc., 4.550%, 2/24/2028 | &nbsp;&nbsp; 3287927 |
| 21000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 19960 |
| 1115000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 1102212 |
| 19000 | Entegris, Inc., 5.950%, 6/15/2030(a) | &nbsp;&nbsp; 19120 |
| 2950000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 2894603 |
| 1200000 | Flash Compute LLC, 7.250%, 12/31/2030(a) | &nbsp;&nbsp; 1208149 |
| 680000 | &nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., <br> Inc., 5.250%, 12/01/2027(a)<br>| &nbsp;&nbsp; 677228 |
| 81000 | Imola Merger Corp., 4.750%, 5/15/2029(a) | &nbsp;&nbsp; 78727 |
| 5278000 | &nbsp;&nbsp; International Business Machines Corp., <br> 4.000%, 2/03/2029<br>| &nbsp;&nbsp; 5224688 |
| 6450000 | &nbsp;&nbsp; International Business Machines Corp., <br> 4.650%, 2/10/2028<br>| &nbsp;&nbsp; 6489881 |
| 645000 | Iron Mountain, Inc., 4.500%, 2/15/2031(a) | &nbsp;&nbsp; 605683 |
| 350000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 340045 |
| 29000 | Iron Mountain, Inc., 7.000%, 2/15/2029(a) | &nbsp;&nbsp; 29557 |
| 3096000 | Leidos, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 2993235 |
| 1547000 | Leidos, Inc., 5.400%, 3/15/2032 | &nbsp;&nbsp; 1576935 |
| 859000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 890470 |
| 1820000 | &nbsp;&nbsp; Mastercard, Inc., 1 day USD SOFR Index + <br> 0.440%, 4.088%, 3/15/2028(b)<br>| &nbsp;&nbsp; 1817905 |
| 1135000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 1111796 |
| 670000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; 685525 |
| 595000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 606150 |
| 379000 | Open Text Corp., 3.875%, 2/15/2028(a) | &nbsp;&nbsp; 364925 |
| 1041000 | Open Text Corp., 3.875%, 12/01/2029(a) | &nbsp;&nbsp; 930294 |
| 127000 | Open Text Corp., 6.900%, 12/01/2027(a) | &nbsp;&nbsp; 130350 |
| 150000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(a) | &nbsp;&nbsp; 134029 |
| 74000 | Oracle Corp., 3.950%, 3/25/2051 | &nbsp;&nbsp; 46891 |
| 4243000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 3979913 |
| 811000 | Oracle Corp., 5.700%, 2/04/2036 | &nbsp;&nbsp; 779767 |
| 1841000 | Oracle Corp., 5.950%, 9/26/2055 | &nbsp;&nbsp; 1548779 |
| 147000 | Oracle Corp., 6.000%, 8/03/2055 | &nbsp;&nbsp; 123242 |
| 2189000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 2031619 |
| 1902000 | Oracle Corp., 6.850%, 2/04/2066 | &nbsp;&nbsp; 1748550 |
| 3865000 | Salesforce, Inc., 5.550%, 3/15/2036 | &nbsp;&nbsp; 3852977 |
| 20000 | &nbsp;&nbsp; Science Applications International Corp., <br> 4.875%, 4/01/2028(a)<br>| &nbsp;&nbsp; 19683 |
| 20000 | &nbsp;&nbsp; Science Applications International Corp., <br> 5.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 19517 |
| 15000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.750%, 12/01/2034(a)<br>| &nbsp;&nbsp; 14985 |
| 15000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(a)<br>| &nbsp;&nbsp; 15247 |
| 15000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 8.250%, 12/15/2029(a)<br>| &nbsp;&nbsp; 15753 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $2563000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; $2377234 |
| 20000 | Sensata Technologies, Inc., 4.375%, 2/15/2030(a) | &nbsp;&nbsp; 19127 |
| 845000 | Synopsys, Inc., 5.150%, 4/01/2035 | &nbsp;&nbsp; 846616 |
| 995000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 951302 |
| 1255000 | TD SYNNEX Corp., 5.300%, 10/10/2035 | &nbsp;&nbsp; 1215874 |
| 1970000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 2031939 |
| 1337000 | WULF Compute LLC, 7.750%, 10/15/2030(a) | &nbsp;&nbsp; 1412781 |
| 38000 | Zebra Technologies Corp., 6.500%, 6/01/2032(a) | &nbsp;&nbsp; 38259 |
|  |  | &nbsp;&nbsp; 77982608 |
|  | **Treasuries — 16.6%** | **Treasuries — 16.6%** |
| 51,475(i)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 8691171 |
| 5273000 | &nbsp;&nbsp; Canada Government Bonds, 2.250%, 2/01/2028, <br> (CAD)<br>| &nbsp;&nbsp; 3752014 |
| 2771000 | &nbsp;&nbsp; Malaysia Government Bonds, 3.476%, 7/02/2035, <br> (MYR)<br>| &nbsp;&nbsp; 674792 |
| 12138000 | &nbsp;&nbsp; Malaysia Government Bonds, 3.519%, 4/20/2028, <br> (MYR)<br>| &nbsp;&nbsp; 3014922 |
| 21287000 | &nbsp;&nbsp; Malaysia Government Bonds, 4.054%, 4/18/2039, <br> (MYR)<br>| &nbsp;&nbsp; 5329010 |
| 1,072,934(j)<br>| Mexico Bonos, 8.000%, 7/31/2053, (MXN) | &nbsp;&nbsp; 4953707 |
| 180789000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 8.500%, 1/31/2037, (ZAR)<br>| &nbsp;&nbsp; 9978184 |
| 48240000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 2677236 |
| 157803000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.000%, 8/12/2026, <br> (TRY)<br>| &nbsp;&nbsp; 3488765 |
| 209517000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.780%, 10/13/2027, <br> (TRY)<br>| &nbsp;&nbsp; 4565200 |
| 49610000 | U.S. Treasury Notes, 0.625%, 5/15/2030 | &nbsp;&nbsp; 43455259 |
| 37476000 | U.S. Treasury Notes, 3.750%, 4/15/2026(k) | &nbsp;&nbsp; 37475721 |
| 825000 | U.S. Treasury Notes, 4.375%, 7/31/2026 | &nbsp;&nbsp; 826736 |
| 51526000 | U.S. Treasury Notes, 4.875%, 5/31/2026 | &nbsp;&nbsp; 51610938 |
| 73524000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.000%, 10/29/2035, (UYU)<br>| &nbsp;&nbsp; 1833008 |
| 28144000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 711324 |
| 35915000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 978502 |
|  |  | &nbsp;&nbsp; 184016489 |
|  | **Wireless — 0.5%** | **Wireless — 0.5%** |
| 985000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 1171234 |
| 3916000 | T-Mobile USA, Inc., 5.000%, 2/15/2036 | &nbsp;&nbsp; 3856929 |
|  |  | &nbsp;&nbsp; 5028163 |
|  | **Wirelines — 0.1%** | **Wirelines — 0.1%** |
| 1314000 | AT&T, Inc., 5.125%, 4/30/2036 | &nbsp;&nbsp; 1298234 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $847,320,956)<br>| &nbsp;&nbsp; 814351842 |
| **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** |
|  | **Cable Satellite — 0.2%** |  |
| 634600 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(e)<br>| &nbsp;&nbsp; 2266855 |
|  | **Financial Other — 0.1%** |  |
| 30180 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, Zero <br> Coupon, 9/30/2028(f)<br>| &nbsp;&nbsp; 570 |
| 1076797 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., Series IAI, Zero <br> Coupon, 6/30/2029(f)<br>| &nbsp;&nbsp; 46636 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** |  |
| $394309 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2026(a)<br>| &nbsp;&nbsp; $986 |
| 492908 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2027(a)<br>| &nbsp;&nbsp; 493 |
| 788618 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2028(a)<br>| &nbsp;&nbsp; 394 |
| 788618 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2029(a)<br>| &nbsp;&nbsp; 158 |
| 985772 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2030(a)<br>| &nbsp;&nbsp; 296 |
| 985772 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2031(a)<br>| &nbsp;&nbsp; 99 |
| 1859714 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2032(a)<br>| &nbsp;&nbsp; 186 |
| 1844930 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; 35976 |
| 2168236 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2026(a)<br>| &nbsp;&nbsp; 341996 |
| 1602221 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2028(a)<br>| &nbsp;&nbsp; 405522 |
| 499552 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 2932 |
| 98089 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 381 |
|  |  | &nbsp;&nbsp; 836625 |
|  | **Metals & Mining — 0.0%** |  |
| 9000 | B2Gold Corp., 2.750%, 2/01/2030(a) | &nbsp;&nbsp; 14521 |
|  | **Pharmaceuticals — 0.0%** |  |
| 16000 | &nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc., Zero Coupon, <br> 1/15/2032<br>| &nbsp;&nbsp; 16554 |
| 15000 | &nbsp;&nbsp; Halozyme Therapeutics, Inc., <br> 0.875%, 11/15/2032(a)<br>| &nbsp;&nbsp; 14797 |
| 9000 | &nbsp;&nbsp; Ligand Pharmaceuticals, Inc., <br> 0.750%, 10/01/2030(a)<br>| &nbsp;&nbsp; 10886 |
|  |  | &nbsp;&nbsp; 42237 |
|  | **Technology — 0.0%** |  |
| 8000 | &nbsp;&nbsp; Microchip Technology, Inc., Zero Coupon, <br> 2/15/2030(a)<br>| &nbsp;&nbsp; 7804 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $7,384,767)<br>| &nbsp;&nbsp; 3168042 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $854,705,723)<br>| &nbsp;&nbsp; 817519884 |
| **Collateralized Loan Obligations — 6.2%** | **Collateralized Loan Obligations — 6.2%** | **Collateralized Loan Obligations — 6.2%** |
| 975000 | &nbsp;&nbsp; 720 East CLO V Ltd., Series 2024-2A, Class C, <br> 3 mo. USD SOFR + 2.200%, <br> 5.868%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 975394 |
| 875000 | &nbsp;&nbsp; AGL CLO 42 Ltd., Series 2025-42A, Class A1, <br> 3 mo. USD SOFR + 1.300%, <br> 4.969%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 875175 |
| 420000 | &nbsp;&nbsp; AGL Core CLO 36 Ltd., Series 2024-36A, Class B, <br> 3 mo. USD SOFR + 1.600%, <br> 5.271%, 1/23/2038(a)(b)<br>| &nbsp;&nbsp; 419986 |
| 2335000 | &nbsp;&nbsp; AIMCO CLO 10 Ltd., Series 2019-10A, Class BRR, <br> 3 mo. USD SOFR + 1.750%, <br> 5.419%, 7/22/2037(a)(b)<br>| &nbsp;&nbsp; 2335668 |
| 700000 | &nbsp;&nbsp; AIMCO CLO 16 Ltd., Series 2021-16A, Class BR, <br> 3 mo. USD SOFR + 1.650%, <br> 5.318%, 7/17/2037(a)(b)<br>| &nbsp;&nbsp; 700726 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $890000 | &nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., Series 2015-6A, <br> Class AR4, 3 mo. USD SOFR + 1.370%, <br> 5.039%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; $890782 |
| 2835000 | &nbsp;&nbsp; ARES Loan Funding VIII Ltd., Series 2024-ALF8, <br> Class B, 3 mo. USD SOFR + 1.700%, <br> 5.368%, 1/24/2038(a)(b)<br>| &nbsp;&nbsp; 2834904 |
| 1660000 | &nbsp;&nbsp; ARES XXXIX CLO Ltd., Series 2016-39A, <br> Class BR3, 3 mo. USD SOFR + 1.750%, <br> 5.418%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 1661039 |
| 1045000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2020-1A, <br> Class C1RR, 3 mo. USD SOFR + 1.800%, <br> 5.468%, 4/18/2033(a)(b)<br>| &nbsp;&nbsp; 1044683 |
| 1080000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2022-4A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.051%, 10/16/2037(a)(b)<br>| &nbsp;&nbsp; 1080489 |
| 250000 | &nbsp;&nbsp; Benefit Street Partners CLO 43 Ltd., <br> Series 2025-43A, Class A, 3 mo. USD SOFR + <br> 1.270%, 5.072%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 250002 |
| 575000 | &nbsp;&nbsp; Benefit Street Partners CLO Ltd., <br> Series 2015-6BR, Class A1R, 3 mo. USD SOFR + <br> 1.180%, 4.848%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 573850 |
| 2005000 | &nbsp;&nbsp; Benefit Street Partners CLO XVI Ltd., <br> Series 2018-16A, Class BR2, 3 mo. USD SOFR + <br> 1.700%, 5.368%, 1/17/2038(a)(b)<br>| &nbsp;&nbsp; 2007645 |
| 1590000 | &nbsp;&nbsp; Birch Grove CLO 12 Ltd., Series 2025-12A, <br> Class C, 3 mo. USD SOFR + 1.800%, <br> 5.469%, 4/22/2038(a)(b)<br>| &nbsp;&nbsp; 1582583 |
| 1660000 | &nbsp;&nbsp; Birch Grove CLO 13 Ltd., Series 2025-13A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.467%, 10/23/2038(a)(b)<br>| &nbsp;&nbsp; 1660229 |
| 530000 | &nbsp;&nbsp; Birch Grove CLO 6 Ltd., Series 2023-6A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.048%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 530586 |
| 465000 | &nbsp;&nbsp; Birch Grove CLO 7 Ltd., Series 2023-7A, <br> Class A1R, 3 mo. USD SOFR + 1.260%, <br> 4.928%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 463550 |
| 1335000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 5.069%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 1336013 |
| 1925000 | &nbsp;&nbsp; CarVal CLO X-C Ltd., Series 2024-2A, Class B, <br> 3 mo. USD SOFR + 1.800%, <br> 5.468%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 1928400 |
| 1750000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2017-5A, Class BR, <br> 3 mo. USD SOFR + 1.700%, <br> 5.368%, 7/17/2037(a)(b)<br>| &nbsp;&nbsp; 1750126 |
| 1140000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class A1R, <br> 3 mo. USD SOFR + 1.280%, <br> 4.948%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 1140001 |
| 290000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-4A, Class AR, <br> 3 mo. USD SOFR + 1.360%, <br> 5.031%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 290187 |
| 1030000 | &nbsp;&nbsp; Crown City CLO I, Series 2020-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 1030282 |
| 300000 | &nbsp;&nbsp; Diameter Capital CLO 10 Ltd., Series 2025-10A, <br> Class A, 3 mo. USD SOFR + 1.310%, <br> 4.978%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 300446 |
| 250000 | &nbsp;&nbsp; Dryden 64 CLO Ltd., Series 2018-64A, Class C, <br> 3 mo. USD SOFR + 2.012%, <br> 5.679%, 4/18/2031(a)(b)<br>| &nbsp;&nbsp; 249220 |
| 1320000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class A, 3 mo. <br> USD SOFR + 1.350%, 5.431%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 1318899 |
| 3060000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class C, 3 mo. <br> USD SOFR + 2.000%, 6.081%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 3069513 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $950000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class A1, <br> 3 mo. USD SOFR + 1.270%, <br> 5.053%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; $949632 |
| 1765000 | &nbsp;&nbsp; Garnet CLO Ltd., Series 2025-1A, Class C, 3 mo. <br> USD SOFR + 2.250%, 5.918%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 1771375 |
| 770000 | &nbsp;&nbsp; GCP CLO Warehouse JP Ltd., Series 2025-82A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.226%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 769226 |
| 815000 | &nbsp;&nbsp; Golub Capital Partners CLO 74 B Ltd., <br> Series 2024-74A, Class B, 3 mo. USD SOFR + <br> 1.850%, 5.518%, 7/25/2037(a)(b)<br>| &nbsp;&nbsp; 815692 |
| 470000 | &nbsp;&nbsp; Golub Capital Partners CLO 74 B Ltd., <br> Series 2024-74A, Class C, 3 mo. USD SOFR + <br> 2.200%, 5.868%, 7/25/2037(a)(b)<br>| &nbsp;&nbsp; 470177 |
| 395000 | &nbsp;&nbsp; Greenacre Park CLO LLC, Series 2021-2A, <br> Class AR, 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 395168 |
| 1900000 | &nbsp;&nbsp; Madison Park Funding LIX Ltd., Series 2021-59A, <br> Class CR, 3 mo. USD SOFR + 2.250%, <br> 5.918%, 4/18/2037(a)(b)<br>| &nbsp;&nbsp; 1900085 |
| 2210000 | &nbsp;&nbsp; Magnetite XXXVI Ltd., Series 2023-36A, <br> Class CR, 3 mo. USD SOFR + 1.850%, <br> 5.518%, 7/25/2038(a)(b)<br>| &nbsp;&nbsp; 2210221 |
| 600000 | &nbsp;&nbsp; MidOcean Credit CLO XV Ltd., Series 2024-15A, <br> Class B, 3 mo. USD SOFR + 1.950%, <br> 5.620%, 7/21/2037(a)(b)<br>| &nbsp;&nbsp; 600412 |
| 435000 | &nbsp;&nbsp; MidOcean Credit CLO XVIII LLC, <br> Series 2025-18A, Class A1, 3 mo. USD SOFR + <br> 1.170%, 4.840%, 10/18/2035(a)(b)<br>| &nbsp;&nbsp; 434253 |
| 775000 | &nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.122%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 774214 |
| 625000 | &nbsp;&nbsp; Northwoods Capital 20 Ltd., Series 2019-20A, <br> Class AR2, 3 mo. USD SOFR + 1.340%, <br> 5.008%, 10/25/2038(a)(b)<br>| &nbsp;&nbsp; 625185 |
| 795000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2016-12A, Class BAR3, <br> 3 mo. USD SOFR + 1.680%, <br> 5.348%, 10/18/2037(a)(b)<br>| &nbsp;&nbsp; 795038 |
| 1000000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-18A, Class A1R2, <br> 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 1000194 |
| 920000 | &nbsp;&nbsp; Octagon Investment Partners XXII Ltd., <br> Series 2014-1A, Class CRR, 3 mo. USD SOFR + <br> 2.162%, 5.831%, 1/22/2030(a)(b)<br>| &nbsp;&nbsp; 919715 |
| 485000 | &nbsp;&nbsp; OHA Credit Partners XI Ltd., Series 2015-11A, <br> Class B1R2, 3 mo. USD SOFR + 1.800%, <br> 5.468%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 485286 |
| 1090000 | &nbsp;&nbsp; OHA Credit Partners XI Ltd., Series 2015-11A, <br> Class CR2, 3 mo. USD SOFR + 2.200%, <br> 5.868%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 1090510 |
| 885000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2013-1A, <br> Class CR3, 3 mo. USD SOFR + 2.350%, <br> 6.021%, 4/23/2037(a)(b)<br>| &nbsp;&nbsp; 885921 |
| 960000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2015-1A, <br> Class A1R4, 3 mo. USD SOFR + 1.250%, <br> 4.918%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 960000 |
| 1535000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2016-1A, <br> Class CR2, 3 mo. USD SOFR + 2.100%, <br> 5.768%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 1535797 |
| 1945000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class B1, 3 mo. USD SOFR + 2.150%, <br> 5.822%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 1949660 |
| 1650000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-2A, <br> Class B, 3 mo. USD SOFR + 1.650%, <br> 5.318%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 1650223 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $2110000 | &nbsp;&nbsp; Post CLO Ltd., Series 2023-1A, Class A1R, 3 mo. <br> USD SOFR + 1.300%, 4.968%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; $2108858 |
| 1445000 | &nbsp;&nbsp; Post CLO VI Ltd., Series 2024-2A, Class C, 3 mo. <br> USD SOFR + 2.100%, 5.768%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 1446735 |
| 1150000 | &nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, <br> Class A1, 3 mo. USD SOFR + 1.290%, <br> 4.962%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 1150133 |
| 167694 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2018-1A, <br> Class A, 3 mo. USD SOFR + 1.362%, <br> 5.017%, 5/20/2031(a)(b)<br>| &nbsp;&nbsp; 167725 |
| 1315000 | &nbsp;&nbsp; Silver Point CLO 12 Ltd., Series 2025-12A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.289%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 1313998 |
| 430000 | &nbsp;&nbsp; Sixth Street CLO XV Ltd., Series 2020-15A, <br> Class CR, 3 mo. USD SOFR + 2.000%, <br> 5.668%, 10/24/2037(a)(b)<br>| &nbsp;&nbsp; 430815 |
| 1350000 | &nbsp;&nbsp; TPG CLO Ltd., Series 2025-1A, Class A1, 3 mo. <br> USD SOFR + 1.370%, 5.333%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 1348965 |
| 1660000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2022-1A, Class CR, <br> 3 mo. USD SOFR + 2.200%, <br> 5.872%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 1654866 |
| 1055000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-1A, Class B, <br> 3 mo. USD SOFR + 2.050%, <br> 5.718%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 1056226 |
| 565000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-1A, Class C, <br> 3 mo. USD SOFR + 2.450%, <br> 6.118%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 565900 |
| 2580000 | &nbsp;&nbsp; Wise CLO Ltd., Series 2025-1A, Class B1, 3 mo. <br> USD SOFR + 1.550%, 5.218%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 2550188 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $68,996,093)<br>| &nbsp;&nbsp; 69082771 |
| **Senior Loans — 5.0%** | **Senior Loans — 5.0%** | **Senior Loans — 5.0%** |
|  | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| 403000 | &nbsp;&nbsp; TransDigm, Inc., 2026 Term Loan N, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 2/13/2033(b)(l)<br>| &nbsp;&nbsp; 403077 |
|  | **Automotive — 0.1%** | **Automotive — 0.1%** |
| 1360000 | &nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.422%, 1/02/2033(b)(l)<br>| &nbsp;&nbsp; 1363400 |
| 213581 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, <br> 10.759% PIK, 3/30/2027(e)(g)(l)<br>| &nbsp;&nbsp; 278 |
| 300860 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term <br> Loan, 3 mo. USD SOFR + 5.000%, <br> 10.782%, 3/30/2027(g)(l)<br>| &nbsp;&nbsp; 391 |
| 206437 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 13.671% PIK, 6/29/2026(b)(e)(l)<br>| &nbsp;&nbsp; 47480 |
| 589947 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up <br> Term Loan B, 10.671% PIK, 6/29/2026(b)(e)(l)<br>| &nbsp;&nbsp; 395 |
|  |  | &nbsp;&nbsp; 1411944 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 1658000 | &nbsp;&nbsp; Advanced Drainage Systems, Inc., 2026 Term <br> Loan B, 1 mo. USD SOFR + 1.625%, <br> 5.298%, 2/28/2033(b)(l)<br>| &nbsp;&nbsp; 1663189 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 1580000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., Term Loan B, <br> 3 mo. USD SOFR + 1.750%, <br> 5.417%, 10/29/2032(b)(l)<br>| &nbsp;&nbsp; 1586589 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Construction Machinery — 0.3%** | **Construction Machinery — 0.3%** |
| $3198829 | &nbsp;&nbsp; Terex Corp., 2025 Term Loan, 1 mo. USD SOFR + <br> 1.750%, 5.418%, 10/08/2031(b)(l)<br>| &nbsp;&nbsp; $3200844 |
| 332456 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 1.500%, <br> 5.168%, 2/14/2031(b)(l)<br>| &nbsp;&nbsp; 333370 |
|  |  | &nbsp;&nbsp; 3534214 |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 155000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 4/06/2028(b)(l)<br>| &nbsp;&nbsp; 155000 |
| 1382183 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Term Loan, 1 mo. <br> USD SOFR + 1.750%, 5.418%, 6/22/2030(b)(l)<br>| &nbsp;&nbsp; 1382183 |
|  |  | &nbsp;&nbsp; 1537183 |
|  | **Electric — 0.4%** | **Electric — 0.4%** |
| 4158177 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 5.521%, 4/16/2031(b)(l)<br>| &nbsp;&nbsp; 4162710 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 1376550 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 1.500%, 5.168%, 10/08/2032(b)(l)<br>| &nbsp;&nbsp; 1384809 |
|  | **Gaming — 0.3%** | **Gaming — 0.3%** |
| 831600 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.419%, 3/04/2032(b)(l)<br>| &nbsp;&nbsp; 830045 |
| 1436629 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.450%, 11/30/2030(b)(l)<br>| &nbsp;&nbsp; 1418671 |
| 1488750 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 5.700%, 6/04/2032(b)(l)<br>| &nbsp;&nbsp; 1470140 |
| 117627 | &nbsp;&nbsp; Light & Wonder International, Inc., 2026 Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 5.675%, 4/16/2029(b)(l)<br>| &nbsp;&nbsp; 117530 |
|  |  | &nbsp;&nbsp; 3836386 |
|  | **Healthcare — 0.5%** | **Healthcare — 0.5%** |
| 490484 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1/15/2031(m)<br>| &nbsp;&nbsp; 491097 |
| 1290122 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 3.750%, <br> 7.418%, 1/15/2031(b)(l)<br>| &nbsp;&nbsp; 1291735 |
| 3192594 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD SOFR <br> + 1.750%, 5.418%, 5/09/2031(b)(l)<br>| &nbsp;&nbsp; 3196585 |
|  |  | &nbsp;&nbsp; 4979417 |
|  | **Media Entertainment — 0.2%** | **Media Entertainment — 0.2%** |
| 2179786 | &nbsp;&nbsp; Electronic Arts, Inc., USD Term Loan B, <br> 3/24/2033(m)<br>| &nbsp;&nbsp; 2166163 |
|  | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| 3194852 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 3/11/2032(b)(l)<br>| &nbsp;&nbsp; 3193510 |
|  | **Paper — 0.3%** | **Paper — 0.3%** |
| 3192326 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/23/2031(b)<br>| &nbsp;&nbsp; 3197912 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 3374692 | &nbsp;&nbsp; BioMarin Pharmaceutical, Inc., Term Loan B, <br> 1/28/2033(m)<br>| &nbsp;&nbsp; 3364163 |
|  | **Property & Casualty Insurance — 0.5%** | **Property & Casualty Insurance — 0.5%** |
| 1140035 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced <br> Term Loan B, 12/29/2031(m)<br>| &nbsp;&nbsp; 1121920 |
| 3462622 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(l)<br>| &nbsp;&nbsp; 3378238 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Property & Casualty Insurance — continued** | **Property & Casualty Insurance — continued** |
| $75530 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 <br> Term Loan B2, 1 mo. USD SOFR + 2.500%, <br> 6.178%, 5/26/2031(b)(l)<br>| &nbsp;&nbsp; $74146 |
| 206601 | &nbsp;&nbsp; Ryan Specialty Group LLC, 2024 USD Term Loan <br> B, 1 mo. USD SOFR + 2.000%, <br> 5.668%, 9/15/2031(b)(l)<br>| &nbsp;&nbsp; 206084 |
| 357169 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term Loan <br> B, 3 mo. USD SOFR + 2.750%, <br> 6.450%, 5/06/2031(b)(l)<br>| &nbsp;&nbsp; 351701 |
|  |  | &nbsp;&nbsp; 5132089 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 780705 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, <br> 8/18/2032(m)<br>| &nbsp;&nbsp; 774654 |
| 432313 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, 1 mo. <br> USD SOFR + 4.000%, 7.675%, 8/18/2032(b)(l)<br>| &nbsp;&nbsp; 428963 |
|  |  | &nbsp;&nbsp; 1203617 |
|  | **Technology — 1.0%** | **Technology — 1.0%** |
| 1100000 | &nbsp;&nbsp; CACI International, Inc., 2026 Incremental Term <br> Loan B2, 3/09/2033(m)<br>| &nbsp;&nbsp; 1098625 |
| 385055 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 367778 |
| 3547780 | &nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, 3 mo. USD SOFR <br> + 3.000%, 6.663%, 2/04/2033(b)(l)<br>| &nbsp;&nbsp; 3351658 |
| 2943569 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 1/31/2030(b)(l)<br>| &nbsp;&nbsp; 2876280 |
| 3192351 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 6/24/2031(b)(l)<br>| &nbsp;&nbsp; 3172973 |
|  |  | &nbsp;&nbsp; 10867314 |
|  | **Wireless — 0.2%** | **Wireless — 0.2%** |
| 2341564 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.420%, 1/25/2031(b)(l)<br>| &nbsp;&nbsp; 2348401 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $57,276,566)<br>| &nbsp;&nbsp; 55972687 |
| **Equity-Linked Notes — 2.8%** | **Equity-Linked Notes — 2.8%** | **Equity-Linked Notes — 2.8%** |
| 858600 | &nbsp;&nbsp; Barclays Bank PLC, (Yum! Brands, Inc.), <br> 9.570%, 8/21/2026(a)<br>| &nbsp;&nbsp; 870742 |
| 935203 | &nbsp;&nbsp; Barclays Bank PLC, (Hilton Worldwide Holdings, <br> Inc.), 10.690%, 10/20/2026(a)<br>| &nbsp;&nbsp; 951313 |
| 1047938 | &nbsp;&nbsp; Barclays Bank PLC, (Cheniere Energy, Inc.), <br> 12.000%, 1/28/2027(a)<br>| &nbsp;&nbsp; 1084263 |
| 869900 | &nbsp;&nbsp; Barclays Bank PLC, (Trane Technologies PLC), <br> 12.120%, 5/13/2026(a)<br>| &nbsp;&nbsp; 839530 |
| 999248 | &nbsp;&nbsp; Barclays Bank PLC, (AutoZone, Inc.), <br> 12.310%, 12/18/2026(a)<br>| &nbsp;&nbsp; 910866 |
| 669192 | &nbsp;&nbsp; Barclays Bank PLC, (Meta Platforms, Inc.), <br> 14.920%, 4/07/2026(a)<br>| &nbsp;&nbsp; 642602 |
| 1087385 | &nbsp;&nbsp; Barclays Bank PLC, (Amazon.com, Inc.), <br> 15.250%, 3/25/2027(a)<br>| &nbsp;&nbsp; 1077108 |
| 524121 | &nbsp;&nbsp; Barclays Bank PLC, (Palo Alto Networks, Inc.), <br> 15.350%, 2/11/2027(a)<br>| &nbsp;&nbsp; 477514 |
| 880660 | &nbsp;&nbsp; Barclays Bank PLC, (Adobe, Inc.), <br> 17.110%, 6/09/2026(a)<br>| &nbsp;&nbsp; 645119 |
| 522316 | &nbsp;&nbsp; Barclays Bank PLC, (Microsoft Corp.), <br> 18.340%, 5/28/2026(a)<br>| &nbsp;&nbsp; 417914 |
| 895379 | &nbsp;&nbsp; Barclays Bank PLC, (Freeport-McMoRan, Inc.), <br> 20.380%, 4/29/2026(a)<br>| &nbsp;&nbsp; 932478 |
| 1092284 | &nbsp;&nbsp; Barclays Bank PLC, (Arista Networks, Inc.), <br> 21.330%, 3/04/2027(a)<br>| &nbsp;&nbsp; 1045496 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $322250 | &nbsp;&nbsp; Barclays Bank PLC, (Estee Lauder Companies, <br> Inc.), 22.940%, 9/10/2026(a)<br>| &nbsp;&nbsp; $244701 |
| 917869 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Visa, Inc.), <br> 12.010%, 4/01/2026(a)<br>| &nbsp;&nbsp; 807779 |
| 457774 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Kinder Morgan, <br> Inc.), 12.270%, 6/25/2026(a)<br>| &nbsp;&nbsp; 474208 |
| 1033816 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Walt Disney Co.), <br> 12.410%, 1/21/2027(a)<br>| &nbsp;&nbsp; 936090 |
| 1035157 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Eaton Corp. PLC), <br> 13.580%, 1/14/2027(a)<br>| &nbsp;&nbsp; 1033948 |
| 1005701 | &nbsp;&nbsp; BNP Paribas Issuance BV, (McKesson Corp.), <br> 15.650%, 6/17/2026(a)<br>| &nbsp;&nbsp; 1016538 |
| 886139 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Crowdstrike <br> Holdings, Inc.), 17.830%, 5/26/2026(a)<br>| &nbsp;&nbsp; 794714 |
| 1544743 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Carnival Corp.), <br> 21.100%, 8/04/2026(a)<br>| &nbsp;&nbsp; 1420765 |
| 1040293 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Home <br> Depot, Inc.), 13.340%, 8/06/2026(a)<br>| &nbsp;&nbsp; 945059 |
| 1061729 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (EOG <br> Resources, Inc.), 14.010%, 2/18/2027(a)<br>| &nbsp;&nbsp; 1113152 |
| 325953 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (United <br> Rentals, Inc.), 15.650%, 2/25/2027(a)<br>| &nbsp;&nbsp; 287736 |
| 523587 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Ebay, <br> Inc.), 17.290%, 9/17/2026(a)<br>| &nbsp;&nbsp; 502864 |
| 1124833 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Parker-Hannifin Corp.), 17.870%, 10/15/2026(a)<br>| &nbsp;&nbsp; 1101124 |
| 1011606 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Palo <br> Alto Networks, Inc.), 18.370%, 7/01/2026(a)<br>| &nbsp;&nbsp; 875578 |
| 987218 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Vistra <br> Corp.), 21.690%, 11/17/2026(a)<br>| &nbsp;&nbsp; 881906 |
| 853759 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (AngloGold Ashanti PLC), 24.180%, 2/04/2027(a)<br>| &nbsp;&nbsp; 846073 |
| 813831 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Coinbase Global, Inc.), 25.010%, 1/07/2027(a)<br>| &nbsp;&nbsp; 612072 |
| 1109198 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Dollar <br> Tree, Inc.), 25.610%, 9/24/2026(a)<br>| &nbsp;&nbsp; 1065187 |
| 961367 | &nbsp;&nbsp; GS Finance Corp., MTN, (GE Vernova, Inc.), <br> 18.830%, 11/04/2026(a)<br>| &nbsp;&nbsp; 998932 |
| 1025459 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Dominion Energy, <br> Inc.), 12.280%, 4/06/2026(a)<br>| &nbsp;&nbsp; 1047046 |
| 1113436 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Visa Inc.), <br> 13.440%, 10/01/2026(a)<br>| &nbsp;&nbsp; 1113436 |
| 938276 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Netflix, Inc.), <br> 15.650%, 7/14/2026(a)<br>| &nbsp;&nbsp; 793218 |
| 1020540 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Bank of America <br> Corp.), 16.220%, 4/23/2026(a)<br>| &nbsp;&nbsp; 1057119 |
| 880930 | &nbsp;&nbsp; Nomura America Finance LLC, (ServiceNow, <br> Inc.), 20.200%, 3/18/2027(a)<br>| &nbsp;&nbsp; 809238 |
| 949271 | UBS AG, (ResMed, Inc.), 12.250%, 11/18/2026(a) | &nbsp;&nbsp; 827356 |
|  | &nbsp;&nbsp; Total Equity-Linked Notes <br>(Identified Cost $33,326,961)<br>| &nbsp;&nbsp; 31500784 |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount/** <br>**Shares (‡)**<br>| **Description** | **Value (†)** |
| **Private Credit — 0.8%** | **Private Credit — 0.8%** | **Private Credit — 0.8%** |
|  | **ABS Other — 0.1%** | **ABS Other — 0.1%** |
| $1300000 | &nbsp;&nbsp; Chol Aviation Capital Ltd., <br> 7.134%, 8/30/2034(b)(c)(f)<br>| &nbsp;&nbsp; $1254540 |
|  | **Banking — 0.5%** | **Banking — 0.5%** |
| 2700000 | &nbsp;&nbsp; AP Bosphorus Holdings Ltd., <br> 6.274%, 12/15/2037(c)<br>| &nbsp;&nbsp; 2663707 |
| 2500000 | &nbsp;&nbsp; Bosphorous Financial Services Ltd., <br> 5.823%, 2/15/2033(c)(f)<br>| &nbsp;&nbsp; 2449059 |
|  |  | &nbsp;&nbsp; 5112766 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 208 | QXO, Inc., 4.750%(c)(f)(h)(n)(o) | &nbsp;&nbsp; 2357118 |
|  | &nbsp;&nbsp; Total Private Credit <br>(Identified Cost $8,580,000)<br>| &nbsp;&nbsp; 8724424 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 0.6%** | **Common Stocks— 0.6%** | **Common Stocks— 0.6%** |
|  | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| 332 | General Electric Co. | &nbsp;&nbsp; 94212 |
| 211 | Howmet Aerospace, Inc. | &nbsp;&nbsp; 48627 |
|  |  | &nbsp;&nbsp; 142839 |
|  | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** |
| 485 | United Parcel Service, Inc., Class B | &nbsp;&nbsp; 47714 |
|  | **Banks — 0.0%** | **Banks — 0.0%** |
| 696 | Citigroup, Inc. | &nbsp;&nbsp; 78934 |
| 459 | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 95513 |
| 2035 | U.S. Bancorp | &nbsp;&nbsp; 105840 |
|  |  | &nbsp;&nbsp; 280287 |
|  | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| 370 | AbbVie, Inc. | &nbsp;&nbsp; 80471 |
| 35406 | BioMarin Pharmaceutical, Inc.(h) | &nbsp;&nbsp; 2000085 |
| 659 | Gilead Sciences, Inc. | &nbsp;&nbsp; 91845 |
|  |  | &nbsp;&nbsp; 2172401 |
|  | **Capital Markets — 0.1%** | **Capital Markets — 0.1%** |
| 208 | CME Group, Inc. | &nbsp;&nbsp; 61433 |
| 211 | Moody's Corp. | &nbsp;&nbsp; 92049 |
| 846 | Morgan Stanley | &nbsp;&nbsp; 139226 |
|  |  | &nbsp;&nbsp; 292708 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 1430 | Corteva, Inc. | &nbsp;&nbsp; 119705 |
|  | **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** |
| 108 | Costco Wholesale Corp. | &nbsp;&nbsp; 107614 |
|  | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| 223 | Packaging Corp. of America | &nbsp;&nbsp; 47325 |
|  | **Diversified Telecommunication Services — 0.0%** | **Diversified Telecommunication Services — 0.0%** |
| 3576 | Comcast Corp., Class A | &nbsp;&nbsp; 102667 |
|  | **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** |
| 874 | Duke Energy Corp. | &nbsp;&nbsp; 114442 |
| 445 | NRG Energy, Inc. | &nbsp;&nbsp; 65032 |
|  |  | &nbsp;&nbsp; 179474 |
|  | **Electrical Equipment — 0.0%** | **Electrical Equipment — 0.0%** |
| 554 | Emerson Electric Co. | &nbsp;&nbsp; 72585 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** |
| 740 | Amphenol Corp., Class A | &nbsp;&nbsp; $93499 |
|  | **Financial Services — 0.0%** | **Financial Services — 0.0%** |
| 244 | Mastercard, Inc., Class A | &nbsp;&nbsp; 121917 |
|  | **Health Care Providers & Services — 0.0%** | **Health Care Providers & Services — 0.0%** |
| 119 | Cencora, Inc. | &nbsp;&nbsp; 37383 |
| 67 | Elevance Health, Inc. | &nbsp;&nbsp; 19614 |
| 109 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 29494 |
|  |  | &nbsp;&nbsp; 86491 |
|  | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |
| 24 | Booking Holdings, Inc. | &nbsp;&nbsp; 101048 |
| 463 | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 127408 |
|  |  | &nbsp;&nbsp; 228456 |
|  | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| 390 | Garmin Ltd. | &nbsp;&nbsp; 90484 |
|  | **Household Products — 0.0%** | **Household Products — 0.0%** |
| 824 | Colgate-Palmolive Co. | &nbsp;&nbsp; 70230 |
| 960 | Kimberly-Clark Corp. | &nbsp;&nbsp; 92611 |
| 604 | Procter & Gamble Co. | &nbsp;&nbsp; 87242 |
|  |  | &nbsp;&nbsp; 250083 |
|  | **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** |
| 542 | Alphabet, Inc., Class A | &nbsp;&nbsp; 155858 |
|  | **Media — 0.0%** | **Media — 0.0%** |
| 184712 | Optimum Communications, Inc., Class A(h) | &nbsp;&nbsp; 240126 |
|  | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |
| 2847 | Kinross Gold Corp. | &nbsp;&nbsp; 86890 |
|  | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
| 907 | Exxon Mobil Corp. | &nbsp;&nbsp; 153881 |
| 910 | Williams Cos., Inc. | &nbsp;&nbsp; 66230 |
|  |  | &nbsp;&nbsp; 220111 |
|  | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |
| 2398 | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 145439 |
| 1235 | Merck & Co., Inc. | &nbsp;&nbsp; 148558 |
|  |  | &nbsp;&nbsp; 293997 |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 84422 | China Aoyuan Group Ltd.(h) | &nbsp;&nbsp; 644 |
| 488771 | Kaisa Group Holdings Ltd.(h) | &nbsp;&nbsp; 5548 |
| 185246 | Sunac China Holdings Ltd.(h) | &nbsp;&nbsp; 25165 |
| 282398 | Times China Holdings Ltd.(h) | &nbsp;&nbsp; 2670 |
| 430338 | Yuzhou Group Holdings Co. Ltd.(h) | &nbsp;&nbsp; 8726 |
|  |  | &nbsp;&nbsp; 42753 |
|  | **Retail REITs — 0.0%** | **Retail REITs — 0.0%** |
| 535 | Simon Property Group, Inc. | &nbsp;&nbsp; 99794 |
|  | **Semiconductors & Semiconductor Equipment — 0.1%** | **Semiconductors & Semiconductor Equipment — 0.1%** |
| 71 | ASML Holding NV | &nbsp;&nbsp; 93779 |
| 440 | Broadcom, Inc. | &nbsp;&nbsp; 136184 |
| 401 | Lam Research Corp. | &nbsp;&nbsp; 85678 |
| 288 | &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., <br> ADR<br>| &nbsp;&nbsp; 97330 |
|  |  | &nbsp;&nbsp; 412971 |
|  | **Software — 0.1%** | **Software — 0.1%** |
| 364 | Microsoft Corp. | &nbsp;&nbsp; 134742 |
| 462 | Salesforce, Inc. | &nbsp;&nbsp; 86241 |
| 494 | SAP SE, ADR | &nbsp;&nbsp; 84578 |
|  |  | &nbsp;&nbsp; 305561 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |
| 856 | TJX Cos., Inc. | &nbsp;&nbsp; $136703 |
|  | **Technology Hardware, Storage & Peripherals — 0.0%** | **Technology Hardware, Storage & Peripherals — 0.0%** |
| 534 | Apple, Inc. | &nbsp;&nbsp; 135524 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $11,031,519)<br>| &nbsp;&nbsp; 6566537 |
| **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** |
| **Convertible Preferred Stock — 0.1%** | **Convertible Preferred Stock — 0.1%** | **Convertible Preferred Stock — 0.1%** |
|  | **Technology — 0.1%** | **Technology — 0.1%** |
| 15850 | &nbsp;&nbsp; Oracle Corp., Series D, 6.500% <br>(Identified Cost $792,500)<br>| &nbsp;&nbsp; 713409 |
| **Other Investments — 0.0%** | **Other Investments — 0.0%** | **Other Investments — 0.0%** |
|  | **Aircraft ABS — 0.0%** | **Aircraft ABS — 0.0%** |
| 900 | ECAF I Blocker, Ltd.(c)(f)(h) | &nbsp;&nbsp; — |
|  | **Professional Services — 0.0%** | **Professional Services — 0.0%** |
| 5092534 | CFLD Cayman Trust Units(c)(h) | &nbsp;&nbsp; 25878 |
|  | &nbsp;&nbsp; Total Other Investments <br>(Identified Cost $9,024,561)<br>| &nbsp;&nbsp; 25878 |
|  | &nbsp;&nbsp; Total Purchased Options — 0.0% <br>(Identified Cost $12,181) (see details below)<br>| &nbsp;&nbsp; 9610 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 12.6%** | **Short-Term Investments — 12.6%** | **Short-Term Investments — 12.6%** |
| $66212319 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 3/31/2026 at <br> 2.150% to be repurchased at $66,216,274 on <br> 4/01/2026 collateralized by $25,414,300 <br> U.S. Treasury Inflation Indexed Note, 1.625% <br> due 10/15/2027 valued at $28,529,530; $38,316,900 <br> U.S. Treasury Note, 3.875% due 10/15/2027 <br> valued at $39,007,105 including accrued interest <br> (p)<br>| &nbsp;&nbsp; $66212319 |
| 27156000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 3.585%–3.596%, 5/07/2026(q)(r)<br>| &nbsp;&nbsp; 27057084 |
| 13981000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 3.586%–3.602%, 6/04/2026(q)(r)<br>| &nbsp;&nbsp; 13891179 |
| 32275000 | U.S. Treasury Bills, 3.586%, 6/18/2026(r) | &nbsp;&nbsp; 32023465 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $139,186,985)<br>| &nbsp;&nbsp; 139184047 |
|  | &nbsp;&nbsp; Total Investments — 101.8% <br>(Identified Cost $1,182,933,089)<br>| &nbsp;&nbsp; 1129300031 |
|  | Other assets less liabilities — (1.8)% | &nbsp;&nbsp; (19607741)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $1109692290 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Cost** | **Value (†)** |
| **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 103 | &nbsp;&nbsp;&nbsp; 1230000 | &nbsp;&nbsp;&nbsp; $133061016 | &nbsp;&nbsp;&nbsp; $12181 | &nbsp;&nbsp;&nbsp; $9610 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Premiums** <br>**(Received)**<br>| **Value (†)** |
| **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 108.25 | &nbsp;&nbsp;&nbsp; (1230000)<br>| &nbsp;&nbsp;&nbsp; $(133061016)<br>| &nbsp;&nbsp;&nbsp; $(260047)<br>| &nbsp;&nbsp;&nbsp; $(643829)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Domestic, exchange-traded index and single name equity option contracts (including options on exchange-traded funds) are valued at the <br> mean of the National Best Bid and Offer quotations as determined by the Options Price Reporting Authority. Options on futures contracts are valued <br> using the current settlement price on the exchange on which, over time, they are traded most extensively. Option contracts on foreign indices are <br> priced at the most recent settlement price. Other exchange-traded options are valued at the average of the closing bid and ask quotations on the <br> exchange on which, over time, they are traded most extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per <br> share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids <br> furnished by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service <br> or bid prices obtained from broker-dealers. Equity-linked notes are fair valued at bid prices supplied by an independent pricing service. Senior loans <br> and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices <br> may be used to fair value debt, unlisted equities, senior loans and CLOs where an independent pricing service is unable to price an investment or where <br> an independent pricing service does not provide a reliable price for the investment. Forward foreign currency contracts are fair valued utilizing <br> interpolated rates determined based on information provided by an independent pricing service. Bilateral credit default swaps are fair valued based on <br> mid prices (between the bid price and the ask price) supplied by an independent pricing service. Bilateral interest rate swaps are fair valued based on <br> prices supplied by an independent pricing source.Centrally cleared swap agreements are fair valued at settlement prices of the clearing house on <br> which the contracts were traded or prices obtained from broker-dealers. Over-the-counter ("OTC") currency options and swaptions are valued at mid <br> prices (between the bid and the ask price) supplied by an independent pricing service, if available. Other OTC option contracts (including currency <br> options and swaptions not priced through an independent pricing service) are valued based on quotations obtained from broker-dealers. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting <br> of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related <br> market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by <br> the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV <br> may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing <br> may not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the value of Rule 144A holdings amounted to <br> $451,578,468 or 40.7% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (c) | Level 3 security. Value has been determined using significant unobservable inputs. |
| (d) | Perpetual bond with no specified maturity date. |
| (e) | Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. |
| (f) | Securities subject to restriction on resale. At March 31, 2026, the restricted securities held by the Fund are as follows: |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| **Value** | &nbsp;&nbsp; **% of** <br>**Net Assets**<br>|
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | $54504 | $9380 | Less than 0.1% |
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | 42078 | 2436 | Less than 0.1% |
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | 54080 | 2325 | Less than 0.1% |
| Bosphorous Financial Services Ltd. | 1/20/2026 | 2500000 | 2449059 | 0.2% |
| China Aoyuan Group Ltd. | 9/01/2021-3/26/2024 | 4561 | 844 | Less than 0.1% |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition**<br> **Date**<br>| &nbsp;&nbsp; **Acquisition**<br> **Cost**<br>| **Value** | &nbsp;&nbsp; **% of**<br> **Net Assets**<br>|
| China Aoyuan Group Ltd. | 9/01/2021-3/26/2024 | $1350 | $570 | Less than 0.1% |
| China Aoyuan Group Ltd. | 9/01/2021-9/30/2024 | 16441 | 345 | Less than 0.1% |
| Chol Aviation Capital Ltd. | 2/10/2026 | 1300000 | 1254540 | 0.1% |
| CIFI Holdings Group Co. Ltd. | 8/30/2021-12/29/2025 | 1108197 | 46636 | Less than 0.1% |
| ECAF I Blocker, Ltd. | 6/18/2015 | 9000000 |  | 0.0% |
| QXO, Inc. | 1/12/2026 | 2080000 | 2357118 | 0.2% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/16/2026 | 1011122 | 35841 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 975421 | 31997 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/16/2026 | 844521 | 24940 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 96203 | 21046 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/09/2026 | 521511 | 11117 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 160005 | 901 | Less than 0.1% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) The issuer is in default with respect to interest and/or principal payments. Income
 is not being accrued.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Amount shown represents units. One unit represents a principal amount of 1,000.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Amount shown represents units. One unit represents a principal amount of 100.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Security (or a portion thereof) has been pledged as collateral for open derivative
 contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Stated interest rate has been determined in accordance with the provisions of the
 loan agreement and is subject to a minimum benchmark floor rate which may range from 0.00% to 1.00%, to which the spread is added.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Position is unsettled. Contract rate was not determined at March 31, 2026 and does
 not take effect until settlement date. Maturity date is not finalized until settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Private credit preferred stock with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(o) Investment has been committed to but has not been fully funded by the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(p) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of March 31, 2026, the
 Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(q) The Fund's investment in U.S. Government/Agency securities is comprised of various
 lots with differing discount rates. These separate investments, which have the same maturity date, have been aggregated for the purpose of presentation
 in the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(r) Interest rate represents discount rate at time of purchase; not a coupon rate.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ADR | &nbsp;&nbsp;&nbsp; An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. <br> The values of ADRs may be significantly influenced by trading on exchanges not located in the United States.<br>|
| DIP | Debtor In Possession |
| JIBAR | Johannesburg Interbank Agreed Rate |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SAFEX | South African Futures Exchange |
| SLM | Sallie Mae |
| SOFR | Secured Overnight Financing Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| EUR | Euro |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

**Swap Agreements**

The Fund may enter into credit default and interest rate swaps. A credit default swap is an agreement between two parties (the "protection buyer" and "protection seller") to exchange the credit risk of an issuer ("reference obligation") for a specified time period. The reference obligation may be one or more debt securities or an index of such securities. The Fund may be either the protection buyer or the protection seller. As a protection buyer, the Fund has the ability to hedge the downside risk of an issuer or group of issuers. As a protection seller, the Fund has the ability to gain exposure to an issuer or group of issuers whose bonds are unavailable or in short supply in the cash bond market, as well as realize additional income in the form of fees paid by the protection buyer. The protection buyer is obligated to pay the protection seller a stream of payments ("fees") over the term of the contract, provided that no credit event, such as a default or a downgrade in credit rating, occurs on the

------

reference obligation. The Fund may also pay or receive upfront premiums. If a credit event occurs, the protection seller must pay the protection buyer the difference between the agreed upon notional value and market value of the reference obligation. Market value in this case is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the value. The maximum potential amount of undiscounted future payments that a Fund as the protection seller could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement.

Implied credit spreads, represented in absolute terms, are disclosed in the Portfolio of Investments for those agreements for which the Fund is the protection seller. Implied credit spreads serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular reference entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

An interest rate swap is an agreement with another party to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) to protect themselves from interest rate fluctuations. This type of swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals based upon or calculated by reference to a specified interest rate(s) for a specified notional amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other.

Swap agreements are valued daily and fluctuations in the value are recorded as change in unrealized appreciation (depreciation) on swap agreements. Fees are accrued in accordance with the terms of the agreement and are recorded as part of unrealized appreciation (depreciation) on swap agreements. When received or paid, fees are recorded as realized gain or loss. Upfront premiums paid or received by the Fund are recorded as an asset or liability, respectively, and are amortized or accreted over the term of the agreement and recorded as realized gain or loss. Payments made or received by the Fund as a result of a credit event or termination of the agreement are recorded as realized gain or loss.

Swap agreements are privately negotiated in the over-the-counter ("OTC") market and may be entered into as a bilateral contract or centrally cleared ("centrally cleared swaps"). Bilateral swap agreements are traded between counterparties and, as such, are subject to the risk that a party to the agreement will not be able to meet its obligations. In a centrally cleared swap, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the "CCP") and the Fund faces the CCP through a broker. Upon entering into a centrally cleared swap, the Fund is required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Subsequent payments, known as "variation margin," are made or received by the Fund based on the daily change in the value of the centrally cleared swap agreement. For centrally cleared swaps, the Fund's counterparty credit risk is reduced as the CCP stands between the Fund and the counterparty.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: | At March 31, 2026, the Fund had the following open centrally cleared interest rate swap agreements: |
| **Notional** <br>**Value**<br>| **Currency** | **Expiration Date** | **Fund Pays**<sup>1</sup> <br>| **Fund Receives**<sup>1</sup> <br>| **Market Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<sup>2</sup> <br>|
| 176955000 | ZAR | 5/07/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7.58<br> %<br>| 3 mo. SAFEX - JIBAR | &nbsp;&nbsp;&nbsp; $(18176)<br>| &nbsp;&nbsp;&nbsp; $(18967)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

At March 31, 2026, the Fund had the following open centrally cleared credit default swap agreements:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Buy Protection**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | &nbsp;&nbsp;&nbsp; **(Pay)/** <br>**Receive** <br>**Fixed Rate**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Value(‡)**<br>| &nbsp;&nbsp; **Unamortized** <br>**Up Front Premium** <br>**Paid/(Received)**<br>| &nbsp;&nbsp; **Market** <br>**Value**<br>| &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CDX.NA.HY\* .S46 | (5.00%) | 6/20/2031 | &nbsp;&nbsp;&nbsp; 33300000 | &nbsp;&nbsp;&nbsp; $(1310248)<br>| &nbsp;&nbsp;&nbsp; $(1655132)<br>| &nbsp;&nbsp;&nbsp; $(344884)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (‡) | Notional value stated in U.S. dollars unless otherwise noted. |
| 1 | Payments are made quarterly. |
| 2 | Differences between unrealized appreciation (depreciation) and market value, if any, are due to interest booked as part of the initial trades. |
| \* | CDX.NA.HY is an index composed of North American high yield credit default swaps. |

---

**Forward Foreign Currency Contracts**

The Fund may enter into forward foreign currency contracts, including forward foreign cross currency contracts, to acquire exposure to foreign currencies or to hedge the Fund's investments against currency fluctuation. A contract can also be used to offset a previous contract. These contracts involve market risk in excess of the unrealized appreciation (depreciation). The U.S. dollar value of the currencies the Fund has committed to buy or sell represents the aggregate exposure to each currency the Fund has acquired or hedged through currency contracts outstanding at period end. Gains or losses are recorded for financial statement purposes as unrealized until settlement date. Contracts are traded over-the-counter directly with a counterparty. Risks may arise upon entering into these contracts from the potential inability of

------

counterparties to meet the terms of their contracts and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar. Certain contracts may require the movement of cash and/or securities as collateral for the Fund's or counterparty's net obligations under the contracts.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | **Units** <br>**of** <br>**Currency**<br>| **In Exchange** <br>**for**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Bank of America N.A. | 6/05/2026 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 2255000 | &nbsp;&nbsp; $2626669 | &nbsp;&nbsp; $2614162 | &nbsp;&nbsp; $12507 |
| BNP Paribas SA | 5/19/2026 | ZAR | &nbsp;&nbsp; B | &nbsp;&nbsp; 62356000 | &nbsp;&nbsp; 3743551 | &nbsp;&nbsp; 3672170 | &nbsp;&nbsp; (71381)<br>|
| BNP Paribas SA | 5/19/2026 | ZAR | &nbsp;&nbsp; S | &nbsp;&nbsp; 246108000 | &nbsp;&nbsp; 15216273 | &nbsp;&nbsp; 14493399 | &nbsp;&nbsp; 722874 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; $664000 |

---

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 3382 | &nbsp;&nbsp;&nbsp; $371222203 | &nbsp;&nbsp;&nbsp; $365863705 | &nbsp;&nbsp;&nbsp; $(5358498)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 6/30/2026 | 1038 | &nbsp;&nbsp;&nbsp; $216887486 | &nbsp;&nbsp;&nbsp; $215328234 | &nbsp;&nbsp;&nbsp; $1559252 |
| CBOT U.S. Long Bond Futures | 6/18/2026 | 99 | &nbsp;&nbsp;&nbsp; 11644560 | &nbsp;&nbsp;&nbsp; 11273625 | &nbsp;&nbsp;&nbsp; 370935 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 6/18/2026 | 181 | &nbsp;&nbsp;&nbsp; 21829182 | &nbsp;&nbsp;&nbsp; 21097812 | &nbsp;&nbsp;&nbsp; 731370 |
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 953 | &nbsp;&nbsp;&nbsp; 110605551 | &nbsp;&nbsp;&nbsp; 108180391 | &nbsp;&nbsp;&nbsp; 2425160 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $5086717 |

---

**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

------

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of March 31, 2026, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $— | $26104305 | $2173747 | $28278052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities |  | 37065447 | 81512 | 37146959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 748926831 |  | 748926831 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 812096583 | 2255259 | 814351842 |
| &nbsp;&nbsp;&nbsp; Convertible Bonds(a) |  | 3168042 |  | 3168042 |
| Total Bonds and Notes |  | 815264625 | 2255259 | 817519884 |
| Collateralized Loan Obligations |  | 69082771 |  | 69082771 |
| Senior Loans(a) |  | 55972687 |  | 55972687 |
| Equity-Linked Notes |  | 31500784 |  | 31500784 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other |  |  | 1254540 | 1254540 |
| &nbsp;&nbsp;&nbsp; Banking |  |  | 5112766 | 5112766 |
| &nbsp;&nbsp;&nbsp; Building Materials |  |  | 2357118 | 2357118 |
| Total Private Credit |  |  | 8724424 | 8724424 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development | 14274 | 28479 |  | 42753 |
| &nbsp;&nbsp;&nbsp; All Other Common Stocks(a) | 6523784 |  |  | 6523784 |
| Total Common Stocks | 6538058 | 28479 |  | 6566537 |
| Preferred Stocks(a) | 713409 |  |  | 713409 |
| Other Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aircraft ABS |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services |  |  | 25878 | 25878 |
| Total Other Investments |  |  | 25878 | 25878 |
| Short-Term Investments |  | 139184047 |  | 139184047 |
| Purchased Options(a) | 9610 |  |  | 9610 |
| Total Investments | 7261077 | 1111033393 | 11005561 | 1129300031 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 735381 |  | 735381 |
| Futures Contracts (unrealized appreciation) | 5086717 |  |  | 5086717 |
| Total | $12347794 | $1111768774 | $11005561 | $1135122129 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Written Options(a) | $(643829)<br>| $— | $— | $(643829)<br>|
| Centrally Cleared Interest Rate Swap Agreements (unrealized depreciation) |  | (18967)<br>|  | (18967)<br>|
| Centrally Cleared Credit Default Swap Agreements (unrealized depreciation) |  | (344884)<br>|  | (344884)<br>|
| Forward Foreign Currency Contracts (unrealized depreciation) |  | (71381)<br>|  | (71381)<br>|
| Futures Contracts (unrealized depreciation) | (5358498)<br>|  |  | (5358498)<br>|
| Total | $(6002327)<br>| $(435232)<br>| $— | $(6437559)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of December 31, 2025 and/or March 31, 2026:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>December 31, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>March 31, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>March 31, <br>2026<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $2245145 | $— | $563 | $(6894)<br>| $— | $(65067)<br>| $— | $— | $2173747 | $(9134)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial <br> Mortgage-Backed <br> Securities<br>| 81512 |  |  |  |  |  |  |  | 81512 |  |
| Private Credit |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other |  |  |  | (45460)<br>| 1300000 |  |  |  | 1254540 | (45460)<br>|
| &nbsp;&nbsp;&nbsp; Banking |  |  |  | (87234)<br>| 5200000 |  |  |  | 5112766 | (87234)<br>|
| &nbsp;&nbsp;&nbsp; Building Materials |  |  |  | 277118 | 2080000 |  |  |  | 2357118 | 277118 |
| Other Investments |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aircraft ABS |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services | 25551 |  |  | 327 |  |  |  |  | 25878 | 327 |
| Total | $2352208 | $— | $563 | $137857 | $8580000 | $(65067)<br>| $— | $— | $11005561 | $135617 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Natixis Funds Trust II

- **b. Investment Company Act file number:** 811-00242

- **c. CIK number of Registrant:** 0000052136

- **d. LEI of Registrant:** R4B5ZXLI2IMIOWT67V76

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

**Item A.2. Information about the Series.**

- **a. Name of Series:** Loomis Sayles Strategic Alpha Fund

- **b. EDGAR series identifier (if any):** S000030600

- **c. LEI of Series:** XW1RTFP3MQA6N2KPMD54

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1122262841.11

**Total Liabilities:** $15373866.75

**Net Assets:** $1106888974.36

**Cash Not Reported:** $15559423.19

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -882.42000000 | **1-Year:** -27937.35000000 | **5-Year:** -101717.76000000 | **10-Year:** -88433.65000000 | **30-Year:** -25974.09000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1337.62000000 | **1-Year:** -15564.27000000 | **5-Year:** -27332.23000000 | **10-Year:** -22849.11000000 | **30-Year:** -4918.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000094853 | 0.40%                | 0.80%                | -1.28%               |
| Class ID C000094854 | 0.30%                | 0.81%                | -1.36%               |
| Class ID C000094855 | 0.41%                | 0.81%                | -1.23%               |
| Class ID C000190722 | 0.40%                | 0.81%                | -1.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2511331.18             | $-289001.46                                |
| Month 2  | $-333489.26              | $4466439.57                                |
| Month 3  | $50338.75                | $-20380179.58                              |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                         | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1890000 | PA      | $1880385.57   | 0.17%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                                                                             | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716365 | PA      | $690886.61    | 0.06%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET 2024-2 Ltd                                                                                                               | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117250 | PA      | $1125479.68   | 0.10%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL Core CLO 36 Ltd                                                                                                            | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $419986.14    | 0.04%             | 2038-01-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DCAL AVIATION FINANCE LIMITED                     | AIM Aviation Finance Ltd                                                                                                       | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2218114 | PA      | $1810868.59   | 0.16%             | 2040-02-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                       | ALTDE 2025-1 Trust                                                                                                             | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    661862 | PA      | $665807.86    | 0.06%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AP BOSPHORUS HLDGS LTD                            | AP BOSPHORUS HLDGS LTD                                                                                                         | CUSIP: 00188MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2663706.33   | 0.24%             | 2037-12-15      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                            | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                               | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35266.53     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1298234.37   | 0.12%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                                                                            | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $5400000.66   | 0.49%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       370 | NS      | $80471.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6569260.27   | 0.59%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                            | Accelerated Assets 2018-1 LLC                                                                                                  | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86712 | PA      | $85620.44     | 0.01%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                     | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                                                                 | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |   1658000 | PA      | $1663189.54   | 0.15%             | 2033-02-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2770000 | PA      | $2515785.36   | 0.23%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1015000 | PA      | $898021.44    | 0.08%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    730000 | PA      | $741494.00    | 0.07%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    835000 | PA      | $811586.32    | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                                                                             | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1059132.27   | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 42 Ltd                                                                                                                 | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $875175.00    | 0.08%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                                      | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130345.02    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 10 Ltd                                                                                                               | CUSIP: 00901AAU1<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   2335000 | PA      | $2335667.81   | 0.21%             | 2037-07-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 16 Ltd                                                                                                               | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700725.90    | 0.06%             | 2037-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1190000 | PA      | $1233741.50   | 0.11%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    405000 | PA      | $416070.63    | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                                                                          | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    460000 | PA      | $471002.40    | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                 | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $240302.55    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                 | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $280366.36    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1006000 | PA      | $987839.29    | 0.09%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc                                                                                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $936415.48    | 0.08%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc 2025 Incremental Term Loan B                                                                          | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1363400.00   | 0.12%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       542 | NS      | $155857.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                                                   | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5313000 | PA      | $5267337.58   | 0.48%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                                                   | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2391710.86   | 0.22%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                        | Optimum Communications Inc                                                                                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    184712 | NS      | $240125.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                                                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1542809.88   | 0.14%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-1                                                                            | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302621.19    | 0.03%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2023-4                                                                            | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $750378.17    | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                            | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5271117.34   | 0.48%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                       | Cencora Inc                                                                                                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       119 | NS      | $37382.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                                                               | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29167.94     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       740 | NS      | $93499.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 6 Ltd                                                                                                    | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $890782.31    | 0.08%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                                                                     | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $513334.96    | 0.05%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                                                                            | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455282.13    | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                                                                            | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2711441.66   | 0.24%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        67 | NS      | $19614.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       534 | NS      | $135523.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                                                                      | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1522180.11   | 0.14%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                                                                      | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2825628.00   | 0.26%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618568.41    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3590029.84   | 0.32%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                                                                      | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119785 | PA      | $117239.15    | 0.01%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2024-A                                                                                                      | CUSIP: 03837DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251184.25    | 0.02%             | 2050-04-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc 2025 Repriced Term Loan                                                                                   | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    155000 | PA      | $155000.00    | 0.01%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc 2025 Term Loan                                                                                            | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1382183 | PA      | $1382182.74   | 0.12%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                          | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                                                                 | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1140801.54   | 0.10%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                                                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57380.01     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $202343.40    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares XXXIX CLO Ltd                                                                                                             | CUSIP: 04015WBN3<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1660000 | PA      | $1661039.16   | 0.15%             | 2037-07-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares Loan Funding VIII Ltd                                                                                                     | CUSIP: 04021MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2835000 | PA      | $2834903.61   | 0.26%             | 2038-01-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                              | Arixa Mortgage Trust 2025-RTL1                                                                                                 | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $461181.51    | 0.04%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                           | Arrowhead Pharmaceuticals Inc                                                                                                  | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16553.60     | 0.00%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                                                                        | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    537000 | PA      | $532649.37    | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                                                                          | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105881 | PA      | $108027.51    | 0.01%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                                                                          | CUSIP: 04362VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $102369.75    | 0.01%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                                                                    | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39509.29     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                          | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                                                                          | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3192326 | PA      | $3197912.47   | 0.29%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                                                                                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1885030.82   | 0.17%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2026-1                                                                                                | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $193702.57    | 0.02%             | 2034-01-11      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419685.78    | 0.04%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                                                                            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39404.11     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4191031.14   | 0.38%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129311.13    | 0.01%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99527.61     | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $952885.61    | 0.09%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207730.11    | 0.02%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $962844.06    | 0.09%             | 2031-08-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $500397.22    | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                    | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    864000 | PA      | $846629.74    | 0.08%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                    | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $857378.90    | 0.08%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                                            | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    289000 | PA      | $293781.79    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                                            | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162298.61    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                                                                             | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $19569.45     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $19184.11     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                                                                                                | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236142 | PA      | $235839.22    | 0.02%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                        | BINOM Securitization Trust 2022-RPL1                                                                                           | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2315000 | PA      | $1889205.99   | 0.17%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                     | BGC Group Inc                                                                                                                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508546.86    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                                                                       | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $384037.50    | 0.03%             | 2042-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                                                                       | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $314212.50    | 0.03%             | 2042-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                                                                             | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2115805.51   | 0.19%             | 2038-12-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                                                                             | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $274312.50    | 0.02%             | 2042-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                                                                             | CUSIP: 05594MAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124687.50    | 0.01%             | 2042-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-SSP                                                                                                             | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1925000.00   | 0.17%             | 2039-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                                                                             | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $526687.50    | 0.05%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-VLT5                                                                                         | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101081.55    | 0.01%             | 2046-11-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Commercial Mortgage Trust 2025-STAR                                                                                        | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $218127.21    | 0.02%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2020-1 Ltd                                                                                             | CUSIP: 05684DBC6<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   1045000 | PA      | $1044683.37   | 0.09%             | 2033-04-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2022-4 Ltd                                                                                             | CUSIP: 05685BAQ9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   1080000 | PA      | $1080489.24   | 0.10%             | 2037-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC              | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                                                                         | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |     75530 | PA      | $74145.80     | 0.01%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                             | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                                                | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48243.33     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3549035.98   | 0.32%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding 2005-7 Trust                                                                                           | CUSIP: 05946XS61<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    116889 | PA      | $117362.38    | 0.01%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Banc of America Alternative Loan Trust            | Banc of America Alternative Loan Trust 2003-8                                                                                  | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126504 | PA      | $126048.72    | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding 2007-4 Trust                                                                                           | CUSIP: 05953YBT7<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     65336 | PA      | $56709.67     | 0.01%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                 | BARCLAYS BANK PLC                                                                                                              | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1121 | PA      | $649812.70    | 0.06%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     27240 | PA      | $945656.59    | 0.09%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      6076 | PA      | $876676.44    | 0.08%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      2038 | PA      | $847144.10    | 0.08%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      2541 | PA      | $656001.61    | 0.06%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U131<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3587 | PA      | $958533.21    | 0.09%             | 2026-10-20      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U305<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       260 | PA      | $919749.56    | 0.08%             | 2026-12-18      | Fixed         | 12.31%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U396<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      5162 | PA      | $1093345.26   | 0.10%             | 2027-01-28      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U404<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      2873 | PA      | $483324.63    | 0.04%             | 2027-02-11      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U412<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1091 | PA      | $424832.37    | 0.04%             | 2026-05-28      | Fixed         | 18.34%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U453<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3067 | PA      | $250039.54    | 0.02%             | 2026-09-10      | Fixed         | 22.94%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U487<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      8273 | PA      | $1062322.57   | 0.10%             | 2027-03-04      | Fixed         | 21.33%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                              | CUSIP: 06748U537<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      5127 | PA      | $1083096.15   | 0.10%             | 2027-03-25      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| BasePoint MCA Securitization LLC                  | Basepoint Mca Securitization II LLC                                                                                            | CUSIP: 06983XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1063988.95   | 0.10%             | 2031-08-15      | Fixed         | 11.79%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1495000 | PA      | $1368986.46   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                                                                           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6487000 | PA      | $6669648.95   | 0.60%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO 43 Ltd                                                                                             | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250002.50    | 0.02%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XVI Ltd                                                                                            | CUSIP: 08181VBC8<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |   2005000 | PA      | $2007644.60   | 0.18%             | 2038-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO Ltd                                                                                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $573850.00    | 0.05%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-B                                                                                                | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343242 | PA      | $357208.98    | 0.03%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                                                                             | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112551 | PA      | $115268.72    | 0.01%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                                                                    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     35406 | NS      | $2000084.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 6 Ltd                                                                                                          | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |    530000 | PA      | $530586.18    | 0.05%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 7 Ltd                                                                                                          | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |    465000 | PA      | $463549.67    | 0.04%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove Clo 9 Ltd                                                                                                          | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1335000 | PA      | $1336013.00   | 0.12%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 12 Ltd                                                                                                         | CUSIP: 09090MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1590000 | PA      | $1582582.65   | 0.14%             | 2038-04-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 13 Ltd                                                                                                         | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1660000 | PA      | $1660228.58   | 0.15%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                                                                        | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $508898.50    | 0.05%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                                                                           | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1317092.97   | 0.12%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1171839.39   | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3021000 | PA      | $2920480.45   | 0.26%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67192.17     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1286176.10   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1550165.79   | 0.14%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $351892.59    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2440127.42   | 0.22%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $3060698.69   | 0.28%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $536177.23    | 0.05%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        24 | NS      | $101047.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                           | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $895737.59    | 0.08%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2398 | NS      | $145438.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       440 | NS      | $136184.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6371893.95   | 0.58%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                                                                                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $473797.23    | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                                                              | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344541.71    | 0.03%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                       | B2Gold Corp                                                                                                                    | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $14521.50     | 0.00%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-1 LLC                                                                                             | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59304 | PA      | $60671.99     | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VLT7                                                                                                             | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1254487.50   | 0.11%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VLT7                                                                                                             | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1103409.38   | 0.10%             | 2044-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VLT6                                                                                                             | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $2934684.38   | 0.27%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2026-R1 Issuer LLC                                                                                                        | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1947780.90   | 0.18%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1204636.13   | 0.11%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $78351.44     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2295143.30   | 0.21%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2493159.65   | 0.23%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-IV Ltd                                                                                                       | CUSIP: 12547DAL0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290186.76    | 0.03%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-V Ltd                                                                                                        | CUSIP: 12551MAN9<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750126.00   | 0.16%             | 2037-07-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                            | Clsec Holdings 22t LLC                                                                                                         | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457946 | PA      | $448552.31    | 0.04%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                                                                           | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1813117 | PA      | $1796598.74   | 0.16%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       208 | NS      | $61432.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-CCRE3 Mortgage Trust                                                                                                 | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2444601 | PA      | $2378352.33   | 0.21%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    956000 | PA      | $707010.95    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $1751986.64   | 0.16%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1292384.72   | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $237163.44    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $1872894.05   | 0.17%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                           | CRH America Finance Inc                                                                                                        | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2532833.65   | 0.23%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1560422.75   | 0.14%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5680000 | PA      | $4486305.97   | 0.41%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243810.65    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                                                                           | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1456706 | PA      | $1451584.83   | 0.13%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLT0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     72771 | PA      | $71230.34     | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLZ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     58244 | PA      | $57031.74     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-J10                                                                                                | CUSIP: 12667FVB8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     68048 | PA      | $68224.04     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2003-22CB                                                                                               | CUSIP: 12669FEE9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    151546 | PA      | $153633.56    | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                      | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18237 | PA      | $16895.63     | 0.00%             | 2034-09-20      | Variable      | 5.16%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-CBM Mortgage Trust                                                                                                   | CUSIP: 12674GAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130362.88    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                                                                           | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1098625.00   | 0.10%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                                   | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    580000 | PA      | $583299.83    | 0.05%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                        | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   5273000 | PA      | $3752013.74   | 0.34%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                                                                 | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1995000 | PA      | $2018128.07   | 0.18%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                                     | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $877333.59    | 0.08%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                           | Cardinal Mortgage Trust 2025-RTL1                                                                                              | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $235362.44    | 0.02%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                           | Cardinal Mortgage Trust 2025-RTL1                                                                                              | CUSIP: 14151BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $336300.54    | 0.03%             | 2030-11-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                                                    | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3232861.59   | 0.29%             | 2028-02-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | Carmax Select Receivables Trust 2025-B                                                                                         | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1725096.02   | 0.16%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                                                                      | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39631.56     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N1                                                                                         | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101218.57    | 0.01%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                                                                         | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $319923.49    | 0.03%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N1                                                                                         | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269589.83    | 0.02%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N4                                                                                         | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $129464.14    | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P1                                                                                         | CUSIP: 14688NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209000 | PA      | $213770.99    | 0.02%             | 2031-03-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | Carval Clo X-C Ltd                                                                                                             | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1928399.55   | 0.17%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2019-1                                                                                    | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    102904 | PA      | $101878.15    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust              | Castlelake Aircraft Securitization Trust 2018-1                                                                                | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335067 | PA      | $328373.43    | 0.03%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2745000 | PA      | $2562378.72   | 0.23%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2330000 | PA      | $2320308.83   | 0.21%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    295000 | PA      | $298687.50    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $411270.85    | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $485057.80    | 0.04%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $975864.65    | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262382.99    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                                                                | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3268723.28   | 0.30%             | 2027-02-26      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                           | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4190000 | PA      | $2578107.00   | 0.23%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                           | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   6195000 | PA      | $3829625.10   | 0.35%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                                                                | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257173.84    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2019-VII Ltd                                                                                                      | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140001.14   | 0.10%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                                                                             | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $420627.77    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                                                                              | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3287926.54   | 0.30%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                                                                     | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248745.72    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                                                                     | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324276.08    | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       696 | NS      | $78933.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2014-GC21                                                                                  | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $1901235.32   | 0.17%             | 2047-05-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333P155<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      5530 | PA      | $509402.43    | 0.05%             | 2026-09-17      | Fixed         | 17.29%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333P288<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      2794 | PA      | $955081.68    | 0.09%             | 2026-08-06      | Fixed         | 13.34%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333P551<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      5285 | PA      | $888999.10    | 0.08%             | 2026-07-01      | Fixed         | 18.37%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333P650<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      5562 | PA      | $897370.96    | 0.08%             | 2026-11-17      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333P742<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      2921 | PA      | $626771.85    | 0.06%             | 2027-01-07      | Fixed         | 25.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333Q286<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      9284 | PA      | $1123894.79   | 0.10%             | 2027-02-18      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333Q518<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      9291 | PA      | $1076233.68   | 0.10%             | 2026-09-24      | Fixed         | 25.61%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333Q526<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1216 | PA      | $1101124.01   | 0.10%             | 2026-10-15      | Fixed         | 17.87%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333Q690<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       363 | PA      | $291419.97    | 0.03%             | 2027-02-25      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                            | CUSIP: 17333Q823<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      9111 | PA      | $860982.33    | 0.08%             | 2027-02-04      | Fixed         | 24.18%                | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                                   | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1089174.38   | 0.10%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29268.18     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                                   | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30597.49     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                                                              | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13202.48     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                                                              | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11970.61     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                                                               | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   1376550 | PA      | $1384809.30   | 0.13%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLIF Holdings LLC                                                                                                              | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2204974 | PA      | $2188135.07   | 0.20%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       824 | NS      | $70229.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                                                                           | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263200 | PA      | $250039.00    | 0.02%             | 2051-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    602000 | PA      | $599068.26    | 0.05%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1377000 | PA      | $1196668.08   | 0.11%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2191000 | PA      | $1727844.51   | 0.16%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3576 | NS      | $102666.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                                                                           | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    634000 | PA      | $627334.44    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                                                                           | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    884000 | PA      | $871487.42    | 0.08%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                                                                             | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $638128.65    | 0.06%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                                                                             | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115261.94    | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                                                                             | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $836697.11    | 0.08%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754EAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    255000 | PA      | $260571.85    | 0.02%             | 2043-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755CAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45795.72     | 0.00%             | 2043-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4275378.76   | 0.39%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2452501.97   | 0.22%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CoreVest American Finance 2019-2Trust                                                                                          | CUSIP: 21872GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940259 | PA      | $908064.56    | 0.08%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2020-2 Trust                                                                                         | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $242110.40    | 0.02%             | 2052-05-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2020-4 Trust                                                                                         | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1250752.25   | 0.11%             | 2052-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                                                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1430 | NS      | $119705.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       113 | NS      | $112596.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                                                                       | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $191100.01    | 0.02%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-3                                                                                       | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261651.86    | 0.02%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-2                                                                                       | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $299216.87    | 0.03%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-1                                                                                       | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101852.05    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $343903.52    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities    | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                  | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82802 | PA      | $83298.65     | 0.01%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                                                                         | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334546 | PA      | $347591.83    | 0.03%             | 2031-01-20      | Fixed         | 10.16%                | No            |                  2 | On Loan: No      |
| Crown City CLO I                                  | Crown City CLO I                                                                                                               | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1030282.22   | 0.09%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                          | DSLA Mortgage Loan Trust 2005-AR5                                                                                              | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311489 | PA      | $161227.38    | 0.01%             | 2045-09-19      | Floating      | 4.45%                 | No            |                  3 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2022-2                                                                                                     | CUSIP: 23345AAG8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |   1342421 | PA      | $1346842.72   | 0.12%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-3                                                                                                     | CUSIP: 23345WAD7<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1877737.38   | 0.17%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                           | DataBank Issuer II LLC                                                                                                         | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1178565.07   | 0.11%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                        | DaVita Inc 2025 Term Loan B                                                                                                    | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   3192594 | PA      | $3196585.04   | 0.29%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | Dayforce Inc 2026 Term Loan                                                                                                    | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   3547780 | PA      | $3351658.26   | 0.30%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                                                                           | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $929371.21    | 0.08%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                                                                        | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3343842.84   | 0.30%             | 2028-03-06      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                              | Diameter Capital CLO 10 Ltd                                                                                                    | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300446.10    | 0.03%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                                                                          | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $403112.66    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1236224.22   | 0.11%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                                                   | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $311448.50    | 0.03%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                                                   | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125512.92    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4382091.25   | 0.40%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $943012.73    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                                                                          | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1383914.34   | 0.13%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-1                                                                                            | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $257397.38    | 0.02%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-2                                                                                            | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $676622.92    | 0.06%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 64 CLO Ltd                                                                                                              | CUSIP: 26251LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249220.00    | 0.02%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       874 | NS      | $114441.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDI ABS Issuer LLC                                | EDI ABS Issuer 1 LLC                                                                                                           | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2560844.38   | 0.23%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                             | EWC Master Issuer LLC                                                                                                          | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192500 | PA      | $191014.48    | 0.02%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $722873.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $12507.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED ZAR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |         1 | NC      | $-71380.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                  | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    634600 | PA      | $2266854.66   | 0.20%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  13530358 | PA      | $14616179.65  | 1.32%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Education Funding Trust                           | Education Funding Trust Trust                                                                                                  | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470654 | PA      | $451101.33    | 0.04%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       554 | NS      | $72585.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                             | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38753.58     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                             | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3374000 | PA      | $3465201.75   | 0.31%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19960.00     | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                                                   | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1102212.29   | 0.10%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                                                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19119.85     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29432.07     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                                                                      | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    728000 | PA      | $733103.28    | 0.07%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                                                                                  | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364393 | PA      | $307547.49    | 0.03%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                                                                     | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $363505.69    | 0.03%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-5                                                                                     | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $984326.59    | 0.09%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                           | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $165206.25    | 0.01%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                           | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170212.50    | 0.02%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                           | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200250.00    | 0.02%             | 2042-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                          | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108975 | PA      | $109144.98    | 0.01%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                          | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312064 | PA      | $312746.58    | 0.03%             | 2043-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                          | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455712 | PA      | $456709.28    | 0.04%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       932 | NS      | $158123.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                                                                     | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $38738.62     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2673437.34   | 0.24%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                                                                | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2894603.13   | 0.26%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-1                                                                                                        | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790023 | PA      | $789678.03    | 0.07%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                                                                                        | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785000 | PA      | $1784741.18   | 0.16%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 Term Loan                                                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    213581 | PA      | $277.66       | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2022 Incremental Term Loan                                                                              | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    300860 | PA      | $391.12       | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC 2025 DIP Term Loan                                                                                      | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    206437 | PA      | $47480.46     | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    589947 | PA      | $395.26       | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2025-1                                                                                        | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $325767.98    | 0.03%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-1                                                                                              | CUSIP: 337955AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275461.62    | 0.02%             | 2029-05-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-1                                                                                              | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181289.09    | 0.02%             | 2030-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-4                                                                                              | CUSIP: 33843XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151565 | PA      | $153090.63    | 0.01%             | 2028-10-16      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                                                                                              | CUSIP: 33845PAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168659 | PA      | $168889.13    | 0.02%             | 2028-07-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                                                                                              | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $896686.76    | 0.08%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                                                                              | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $322782.56    | 0.03%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                                                                              | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $695947.61    | 0.06%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                 | Flash Compute LLC                                                                                                              | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208149.20   | 0.11%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                                                                           | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244375 | PA      | $255815.49    | 0.02%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2023-B                                                                                            | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $285201.21    | 0.03%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2023-REV2                                                                                         | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $473572.39    | 0.04%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                                                                               | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1107329.74   | 0.10%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-2                                                                                                | CUSIP: 35040VAD1<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    225720 | PA      | $229866.86    | 0.02%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                                                                | CUSIP: 35040WAB3<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    695727 | PA      | $697603.40    | 0.06%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                                                                | CUSIP: 35040WAD9<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    487912 | PA      | $485982.76    | 0.04%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-2                                                                                                | CUSIP: 35042NAD7<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $777195.12    | 0.07%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                                                                | CUSIP: 35042RAD8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    112192 | PA      | $119393.33    | 0.01%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                  | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37502.83     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                  | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202283.50    | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107222.68    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                  | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    780000 | PA      | $731307.02    | 0.07%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                                                                           | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82204 | PA      | $80280.05     | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $530242.99    | 0.05%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                                                                          | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28975.17     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                                                               | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     39000 | PA      | $38857.45     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL2                                                                                           | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1489450 | PA      | $1481429.69   | 0.13%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411398 | PA      | $401154.81    | 0.04%             | 2044-08-10      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-BWTR                                                                                    | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    448198 | PA      | $391860.76    | 0.04%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-TMSQ                                                                                    | CUSIP: 36197QAG4<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    515190 | PA      | $514198.35    | 0.05%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                                                                    | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   3195000 | PA      | $15975.00     | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                                                                | CUSIP: 36263Y440<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      1542 | PA      | $1012006.07   | 0.09%             | 2026-11-04      | Fixed         | 18.83%                | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-3                                                                                       | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $245166.34    | 0.02%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                                                                       | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203543.90    | 0.02%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-4                                                                                       | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100051.79    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings US Inc                                                                                              | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $781694.33    | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 2025-1 Ltd                                                                                                          | CUSIP: 36626AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1765000 | PA      | $1771375.18   | 0.16%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 2 Ltd                                                                                                               | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1318899.12   | 0.12%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 2 Ltd                                                                                                               | CUSIP: 36626CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3060000 | PA      | $3069512.93   | 0.28%             | 2038-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 3 Ltd                                                                                                               | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $949631.59    | 0.09%             | 2038-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                                                                            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       332 | NS      | $94211.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       659 | NS      | $91844.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                                                           | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643079 | PA      | $643485.79    | 0.06%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                                                           | CUSIP: 375926AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $936389.88    | 0.08%             | 2055-02-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                           | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $2088422.80   | 0.19%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                           | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4413000 | PA      | $4508297.50   | 0.41%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                                                                        | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626717 | PA      | $623531.80    | 0.06%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                                                                        | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398700 | PA      | $1391975.05   | 0.13%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410958.71    | 0.04%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    780000 | PA      | $683205.44    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                                                                       | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $107556.92    | 0.01%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                                                                       | CUSIP: 379924AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102906.25    | 0.01%             | 2031-08-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $677228.27    | 0.06%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    947000 | PA      | $925855.54    | 0.08%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1914910.89   | 0.17%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | GCP CLO Warehouse JP 2025 Ltd                                                                                                  | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $769225.84    | 0.07%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 74 B Ltd                                                                                            | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    815000 | PA      | $815691.94    | 0.07%             | 2037-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 74 B Ltd                                                                                            | CUSIP: 38190BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    470000 | PA      | $470177.19    | 0.04%             | 2037-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust         | GoodLeap Home Improvement Solutions Trust 2024-1                                                                               | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139011 | PA      | $140401.79    | 0.01%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                            | Greenacre Park CLO LLC                                                                                                         | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395167.88    | 0.04%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3737748.17   | 0.34%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                                        | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101515.04    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                          | Halozyme Therapeutics Inc                                                                                                      | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14797.50     | 0.00%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                                                                          | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2009377.81   | 0.18%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1540750.24   | 0.14%             | 2029-12-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29077.44     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29435.09     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    674000 | PA      | $658482.43    | 0.06%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-1D                                                                                           | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25622 | PA      | $25575.17     | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-1                                                                                            | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236475 | PA      | $237715.32    | 0.02%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-3EXT                                                                                         | CUSIP: 43283DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    706292 | PA      | $703277.52    | 0.06%             | 2044-10-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                      | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $794120.19    | 0.07%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US LLC                                                                                                          | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    785000 | PA      | $798257.90    | 0.07%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197915.00   | 0.11%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-1 Trust                                                                                          | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218850 | PA      | $197998.06    | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace Inc                                                                                                        | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    449000 | PA      | $445499.15    | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                | Horizon Aircraft Finance III Ltd                                                                                               | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    142532 | PA      | $139318.94    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                | Horizon Aircraft Finance III Ltd                                                                                               | CUSIP: 44055FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1745000 | PA      | $314100.00    | 0.03%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       211 | NS      | $48627.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                                                                                   | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151035.45    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                      | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                         | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316137 | PA      | $316657.74    | 0.03%             | 2033-09-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $78726.63     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20994.74     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                  | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                      | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281679 | PA      | $223578.06    | 0.02%             | 2034-09-25      | Floating      | 5.01%                 | No            |                  3 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                                           | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6489881.06   | 0.59%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                                           | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5224687.98   | 0.47%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    350000 | PA      | $340045.00    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    645000 | PA      | $605682.67    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     29000 | PA      | $29557.12     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                               | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1839000 | PA      | $1844756.07   | 0.17%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                                                  | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1026400.19   | 0.09%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                                                  | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1472109.87   | 0.13%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                                                                  | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $294262.50    | 0.03%             | 2042-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                                                                  | CUSIP: 46596CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $638400.00    | 0.06%             | 2042-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                                                                  | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $417870.98    | 0.04%             | 2042-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2004-S1                                                                                               | CUSIP: 466247EV1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    437154 | PA      | $449241.12    | 0.04%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                         | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     18656 | PA      | $1056140.47   | 0.10%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                         | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     28982 | PA      | $1069073.64   | 0.10%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                         | CUSIP: 466303807<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |       789 | PA      | $803823.21    | 0.07%             | 2026-07-14      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                                                                   | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1872626.94   | 0.17%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                  | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761680 | PA      | $746430.90    | 0.07%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                            | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1139963.75   | 0.10%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                              | Jacobs Solutions Inc                                                                                                           | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1043515.77   | 0.09%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29810.72     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29422.47     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                               | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1555000 | PA      | $1614189.33   | 0.15%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                               | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1540000 | PA      | $1540708.40   | 0.14%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2054921.00   | 0.19%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                                                                              | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2909460.93   | 0.26%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                                                                            | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500802.55    | 0.05%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                                                                            | CUSIP: 48555MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $177530.40    | 0.02%             | 2031-09-10      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       960 | NS      | $92611.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                           | Kingpin Intermediate Holdings LLC                                                                                              | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    823000 | PA      | $727182.23    | 0.07%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                                                                              | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      2809 | NS      | $85730.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KYRGYZ REP INTL BOND                              | Kyrgyz Republic International Bond                                                                                             | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   1130000 | PA      | $1127005.50   | 0.10%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                 | Labrador Aviation Finance Ltd 2016-1A                                                                                          | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1077690 | PA      | $1105377.61   | 0.10%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                                                              | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100279.88    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       253 | NS      | $54055.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19040.94     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                                                                       | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19508.00     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-2N                                                                                                 | CUSIP: 525221HA8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |    206747 | PA      | $186713.54    | 0.02%             | 2046-02-25      | Floating      | 4.31%                 | No            |                  3 | On Loan: No      |
| Darktrace PLC                                     | Darktrace PLC 1st Lien Term Loan                                                                                               | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385055 | PA      | $367777.85    | 0.03%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    859000 | PA      | $890469.86    | 0.08%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1576934.77   | 0.14%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                                     | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3096000 | PA      | $2993235.25   | 0.27%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                                                                           | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113675 | PA      | $113121.03    | 0.01%             | 2030-12-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                                                                           | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136409 | PA      | $136781.63    | 0.01%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2025-1                                                                                                  | CUSIP: 52604QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177599.71    | 0.02%             | 2034-09-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                                                                                    | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179238.89    | 0.02%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                          | Ligand Pharmaceuticals Inc                                                                                                     | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10885.50     | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                        | Lightpath Fiber Issuer LLC                                                                                                     | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1171742.90   | 0.11%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                                                                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6527132.17   | 0.59%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                                                                           | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80187 | PA      | $76578.22     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1111796.41   | 0.10%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                    | MVW 2020-1 LLC                                                                                                                 | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60290 | PA      | $60044.19     | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $253695.73    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                              | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $923316.22    | 0.08%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                                                                   | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1900085.50   | 0.17%             | 2037-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2243475.00   | 0.20%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XXXVI Ltd                                                                                                            | CUSIP: 559922AQ2<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |   2210000 | PA      | $2210221.00   | 0.20%             | 2038-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2024-A                                                                                          | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111801.12    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-4                                                                                                  | CUSIP: 57108UAB0<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $930980.05    | 0.08%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                                                                 | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40355.19     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    690000 | PA      | $696416.63    | 0.06%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1528281.41   | 0.14%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    740000 | PA      | $703510.85    | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC                                      | MAST 2026-1 Ltd                                                                                                                | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814137 | PA      | $1783249.74   | 0.16%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       244 | NS      | $121917.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                                                 | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1817905.18   | 0.16%             | 2028-03-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust             | MASTR Adjustable Rate Mortgages Trust 2004-4                                                                                   | CUSIP: 576433MH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181107 | PA      | $177789.32    | 0.02%             | 2034-05-25      | Variable      | 6.75%                 | No            |                  3 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2003-9                                                                                            | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81555 | PA      | $81012.04     | 0.01%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57981 | PA      | $57787.89     | 0.01%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62961 | PA      | $63717.28     | 0.01%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-8                                                                                            | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252426 | PA      | $250648.61    | 0.02%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10108.90     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                        | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                                                                           | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1140035 | PA      | $1121919.85   | 0.10%             | 2031-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                                                                            | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    504970 | PA      | $505592.40    | 0.05%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1235 | NS      | $148558.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                                                                     | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $575423.55    | 0.05%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                                                                     | CUSIP: 58940BBH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1397599.50   | 0.13%             | 2031-12-22      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                                                                            | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2327459.46   | 0.21%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                      | CUSIP: 590219AE1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      4059 | PA      | $3832.82      | 0.00%             | 2036-05-25      | Variable      | 5.62%                 | No            |                  3 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       364 | NS      | $134741.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                       | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7804.00      | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo XXI                                                                                                        | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $774214.00    | 0.07%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit CLO XV Ltd                                                                                                     | CUSIP: 59801FAE3<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $600411.60    | 0.05%             | 2037-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | MidOcean Credit CLO XVIII LLC                                                                                                  | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $434252.67    | 0.04%             | 2035-10-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2021-NMR1                                                                                        | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $215167.40    | 0.02%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                                                                          | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10127.69     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     28000 | PA      | $29011.43     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    585000 | PA      | $565673.41    | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19668.66     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1241259.84   | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19391.81     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1515948.37   | 0.14%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                                                                                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       211 | NS      | $92048.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       846 | NS      | $139226.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2011-C2                                                                                         | CUSIP: 617459AJ1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    405055 | PA      | $401081.78    | 0.04%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1192414.81   | 0.11%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8198425.75   | 0.74%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HNZ0<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    218817 | PA      | $126093.21    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HPQ8<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    381100 | PA      | $327844.22    | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1830251.46   | 0.17%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2022-3                                                                                                 | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97363 | PA      | $95094.45     | 0.01%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                                                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12080.13     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2024-1 LLC                                                                                                                 | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56224 | PA      | $57135.56     | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NFAS, Llc                                         | NFAS3 LLC                                                                                                                      | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $713027.44    | 0.06%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2023-1 Trust                                                                                                               | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658399 | PA      | $606879.31    | 0.05%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       246 | NS      | $35950.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                                                                  | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   4158177 | PA      | $4162709.63   | 0.38%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors Inc                                                                                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    455000 | PA      | $409387.60    | 0.04%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                                                               | CUSIP: 63935BAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $634036.24    | 0.06%             | 2069-01-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-F                                                                               | CUSIP: 63935CAC5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3410000 | PA      | $3040936.72   | 0.27%             | 2068-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-A                                                                               | CUSIP: 63940PAD7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    358590 | PA      | $353417.39    | 0.03%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-C                                                                               | CUSIP: 63940VAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1092396 | PA      | $1078245.64   | 0.10%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-D                                                                               | CUSIP: 63941HAB8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $283670.43    | 0.03%             | 2069-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-G                                                                               | CUSIP: 63941JAB4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $627330.35    | 0.06%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-F                                                                               | CUSIP: 63941XAB3<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1115180.88   | 0.10%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                                               | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $730481.33    | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                                                                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    670000 | PA      | $685525.27    | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                                                                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606149.95    | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                                                                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $327358.36    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2024-RTL1                                                                                  | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $785654.38    | 0.07%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                            | Nomura America Finance LLC                                                                                                     | CUSIP: 65543G812<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |      7139 | PA      | $818135.81    | 0.07%             | 2027-03-18      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                         | Northwoods Capital 20 Ltd                                                                                                      | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $625185.31    | 0.06%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                               | Novelis Corporation 2025 Term Loan B                                                                                           | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   3194852 | PA      | $3193509.91   | 0.29%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2016-12 Ltd                                                                                                            | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |    795000 | PA      | $795038.16    | 0.07%             | 2037-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2020-18 Ltd                                                                                                            | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000194.00   | 0.09%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                                                                       | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164468.16    | 0.01%             | 2031-10-17      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2015-1 Ltd                                                                                                    | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |    960000 | PA      | $960000.00    | 0.09%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                           | OHA Credit Partners XI Ltd                                                                                                     | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    485000 | PA      | $485286.15    | 0.04%             | 2037-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                           | OHA Credit Partners XI Ltd                                                                                                     | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1090510.12   | 0.10%             | 2037-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2016-1 Ltd                                                                                                    | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   1535000 | PA      | $1535796.67   | 0.14%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                                                                       | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $380170.31    | 0.03%             | 2031-06-17      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2024-CP1                                                                                                       | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |    347375 | PA      | $321338.41    | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL3                                                                                               | CUSIP: 67119RAB3<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $445033.64    | 0.04%             | 2039-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                                                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $823379.38    | 0.07%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                            | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   2179786 | PA      | $2166162.67   | 0.20%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                                        | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    589000 | PA      | $610259.62    | 0.06%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135249.93    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1396286.06   | 0.13%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                              | Oceaneering International Inc                                                                                                  | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10040.67     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                              | Oceaneering International Inc                                                                                                  | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10040.67     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd              | Octagon Investment Partners XXII Ltd                                                                                           | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $919714.80    | 0.08%             | 2030-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-1                                                                                                | CUSIP: 67580EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $482980.22    | 0.04%             | 2031-12-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2013-1 Ltd                                                                                                    | CUSIP: 67706HCA4<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |    885000 | PA      | $885921.29    | 0.08%             | 2037-04-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73310.93     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    469000 | PA      | $462430.15    | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2665000 | PA      | $2504900.66   | 0.23%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $286402.59    | 0.03%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $49106.72     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2020-2                                                                                        | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $990488.95    | 0.09%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                                                                        | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $762014.87    | 0.07%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                                                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $364925.42    | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1041000 | PA      | $930294.23    | 0.08%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $130350.13    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                                                                         | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   2943569 | PA      | $2876279.45   | 0.26%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134029.20    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     15850 | NS      | $713408.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $46890.51     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $123242.26    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4243000 | PA      | $3979912.62   | 0.36%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1548779.36   | 0.14%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    811000 | PA      | $779767.01    | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2031618.63   | 0.18%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                    | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1748550.44   | 0.16%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund II LLC                                                                                                      | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939476 | PA      | $938104.29    | 0.08%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund I LLC                                                                                                       | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1319181 | PA      | $1327107.35   | 0.12%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund III LLC                                                                                                     | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829878 | PA      | $823928.16    | 0.07%             | 2034-03-27      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 3 LP                                                                                                     | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188719 | PA      | $191910.80    | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       459 | NS      | $95513.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-RCF1 LLC                                                                                                             | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72145 | PA      | $71197.80     | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2023-RCF2 LLC                                                                                                             | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61982 | PA      | $61103.90     | 0.01%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                                                                | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90265 | PA      | $90051.57     | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                                                                | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $1151575.89   | 0.10%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-8 LLC                                                                                                                | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103282 | PA      | $1098300.31   | 0.10%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL1 LLC                                                                                                             | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |    194909 | PA      | $193329.95    | 0.02%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL8 LLC                                                                                                             | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   1458872 | PA      | $1461951.27   | 0.13%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL2 LLC                                                                                                             | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   1001593 | PA      | $993710.59    | 0.09%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       223 | NS      | $47325.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square BDC CLO Ltd                         | Palmer Square BDC CLO 1 Ltd                                                                                                    | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   1945000 | PA      | $1949660.22   | 0.18%             | 2037-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2024-2 LTD                                                                                                   | CUSIP: 69703LAE8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1650222.75   | 0.15%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38127.64     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                                                                    | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6474310.18   | 0.58%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19211.29     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                      | PetSmart Inc 2025 USD Term Loan B                                                                                              | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1213018 | PA      | $1203616.91   | 0.11%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                                                                           | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2087811.66   | 0.19%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2882812 | PA      | $2745291.68   | 0.25%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                                                               | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    349675 | PA      | $351912.68    | 0.03%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                                                               | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $679755.81    | 0.06%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2690000 | PA      | $2484946.06   | 0.22%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO VI Ltd                                                                                                                | CUSIP: 73742RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1445000 | PA      | $1446735.45   | 0.13%             | 2038-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO 2023-1 Ltd                                                                                                            | CUSIP: 73743CAL6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2110000 | PA      | $2108858.49   | 0.19%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29760.15     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL6 LLC                                                                                                             | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    683264 | PA      | $684314.86    | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-2                                                                                         | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212626.22    | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                                                                                             | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    546061 | PA      | $546578.67    | 0.05%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL4 LLC                                                                                                             | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1105055.25   | 0.10%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       733 | NS      | $105874.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2023-SFR2 Trust                                                                                           | CUSIP: 74331GAG4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $229490.24    | 0.02%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $922593.20    | 0.08%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAF6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396847.60    | 0.04%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                                                                           | CUSIP: 74333PAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $388563.71    | 0.04%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                                                                 | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $567720.06    | 0.05%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                                                                 | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $468118.54    | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-2 LLC                                                                                                                | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854101 | PA      | $851386.70    | 0.08%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-7 LLC                                                                                                                | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258776 | PA      | $258870.09    | 0.02%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-1 LLC                                                                                                                | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892242 | PA      | $882821.79    | 0.08%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                          | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $536822.64    | 0.05%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                          | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $163301.85    | 0.01%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                          | CUSIP: 74690FBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2570702.33   | 0.23%             | 2056-03-05      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2101014.22   | 0.19%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-4                                                                                                     | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675304 | PA      | $1673994.02   | 0.15%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO X Mortgage LLC 2026-1                                                                                                      | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1695103.40   | 0.15%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                   | RFS Asset Securitization II LLC                                                                                                | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | PA      | $652935.05    | 0.06%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                            | Radiology Partners Inc                                                                                                         | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28388.36     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-2                                                                                                     | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392024 | PA      | $1393893.15   | 0.13%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                      | Red Oak Funding Master Trust                                                                                                   | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $745861.97    | 0.07%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                           | Regatta 35 Funding Ltd                                                                                                         | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1150133.40   | 0.10%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2025-2                                                                                      | CUSIP: 75908BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1919479.27   | 0.17%             | 2037-11-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2025-2                                                                                      | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $398562.89    | 0.04%             | 2037-11-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-A                                                                                         | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $436626.77    | 0.04%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                                                                         | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121183.92    | 0.01%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                                                                         | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $437059.35    | 0.04%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                          | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  35915000 | PA      | $978501.50    | 0.09%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                          | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  73524000 | PA      | $1833007.86   | 0.17%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                              | Roc Mortgage Trust 2024-RTL1                                                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $931294.10    | 0.08%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                              | Roc Mortgage Trust 2024-RTL1                                                                                                   | CUSIP: 77118UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1226989.01   | 0.11%             | 2039-10-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2018-1 Ltd                                                                                                  | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    167694 | PA      | $167725.26    | 0.02%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $706900.30    | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    315000 | PA      | $309470.88    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1442000 | PA      | $1392338.07   | 0.13%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1080000 | PA      | $1027420.30   | 0.09%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                          | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                  | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    206601 | PA      | $206084.53    | 0.02%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76104.07     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $107492.91    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103808.70    | 0.01%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                         | SBA Senior Finance II LLC 2024 Term Loan B                                                                                     | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   2341563 | PA      | $2348400.81   | 0.21%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                 | SF Abs Issuer LLC                                                                                                              | CUSIP: 784193AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2422968.70   | 0.22%             | 2055-11-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                                                                | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $544506.42    | 0.05%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                                                                             | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101703.33    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-A                                                                                   | CUSIP: 78443CAJ3<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    163000 | PA      | $162978.16    | 0.01%             | 2032-06-15      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |    609000 | PA      | $608951.28    | 0.06%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAP9<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |     59000 | PA      | $58995.28     | 0.01%             | 2033-03-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                                                                                              | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    798000 | PA      | $804501.76    | 0.07%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    756000 | PA      | $721471.36    | 0.07%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-B                                                                                        | CUSIP: 78449LAD0<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $186078.76    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-C                                                                                        | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $500200.96    | 0.05%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14212.06     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                                   | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14295.32     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       595 | NS      | $111068.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                                                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3852977.45   | 0.35%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-3                                                                                  | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $977694.62    | 0.09%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                          | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1750821.60   | 0.16%             | 2034-01-16      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                                                                         | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       494 | NS      | $84577.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                                                                        | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19682.53     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                                                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19517.47     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.              | Light and Wonder International Inc 2026 Term Loan B                                                                            | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    117627 | PA      | $117529.70    | 0.01%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                                                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $15246.60     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                                                              | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $15752.82     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                                                                        | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $14984.70     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                                                                       | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19126.67     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2377234.30   | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                 | 720 East CLO V Ltd                                                                                                             | CUSIP: 81789MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $975393.90    | 0.09%             | 2037-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                | Shentel Issuer LLC                                                                                                             | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1274570.48   | 0.12%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-2 Receivables Funding LLC                                                                                | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50132 | PA      | $51575.31     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC                                                                                | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144976 | PA      | $143570.15    | 0.01%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-1 Receivables Funding LLC                                                                                | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58689 | PA      | $59916.72     | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                             | Silver Point CLO 12 Ltd                                                                                                        | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1315000 | PA      | $1313997.97   | 0.12%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                                                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       535 | NS      | $99793.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XV Ltd                                                                                                        | CUSIP: 83012BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430815.28    | 0.04%             | 2037-10-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                                                                       | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668056 | PA      | $665494.83    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2017-B                                                                                        | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      6691 | PA      | $6690.70      | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2185000 | PA      | $2137783.33   | 0.19%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2020-ATrust                                                                                     | CUSIP: 83406TAC6<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1219418.96   | 0.11%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                     | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                                               | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    609539 | PA      | $578878.30    | 0.05%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                   | Solstice Advanced Materials Inc Term Loan B                                                                                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   1580000 | PA      | $1586588.60   | 0.14%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1059009.32   | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                  | SpringCastle America Funding LLC                                                                                               | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662370 | PA      | $624056.12    | 0.06%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                                                                            | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1171234.03   | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2026-1 Ltd                                                                                                              | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890000 | PA      | $1859784.19   | 0.17%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2026-1 Ltd                                                                                                              | CUSIP: 85209QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1745000 | PA      | $1726699.49   | 0.16%             | 2041-03-15      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39356.11     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $21200.00     | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |   4243654 | PA      | $42436.54     | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |   3575000 | PA      | $17875.00     | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  66212319 | PA      | $66212319.43  | 5.98%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                                                                             | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880377.10    | 0.08%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                   | Stream Innovations 2025-1 Issuer Trust                                                                                         | CUSIP: 86324XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828520 | PA      | $834356.96    | 0.08%             | 2045-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust    | Structured Adjustable Rate Mortgage Loan Trust                                                                                 | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465514 | PA      | $840476.38    | 0.08%             | 2035-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575062 | PA      | $1585227.17   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                                                 | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5485000 | PA      | $5422002.09   | 0.49%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios XIII Issuer LLC                                                                                                 | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388322 | PA      | $333039.69    | 0.03%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | SUNNOVA HELIOS II ISSUER LLC 2019-A                                                                                            | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102342 | PA      | $93767.12     | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios V Issuer LLC                                                                                                    | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339744 | PA      | $173479.50    | 0.02%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    293000 | PA      | $291656.10    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                                      | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76381.39     | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                              | Sunrun Athena Issuer 2018-1 LLC                                                                                                | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    631482 | PA      | $609648.28    | 0.06%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Atlas Issuer 2019-2 LLC                                                                                                 | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040081 | PA      | $1003368.56   | 0.09%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                         | Sunrun Demeter Issuer 2021-2 LLC                                                                                               | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893680 | PA      | $811145.06    | 0.07%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                          | Sunrun Vulcan Issuer 2021-1 LLC                                                                                                | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650160 | PA      | $1519501.82   | 0.14%             | 2052-01-30      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    845000 | PA      | $846615.71    | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    995000 | PA      | $951302.32    | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                                                                 | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2031938.55   | 0.18%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                                                                 | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1215874.15   | 0.11%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28598.68     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817916.09    | 0.07%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439635.66    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    905000 | PA      | $904111.70    | 0.08%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231785.91    | 0.02%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131988.34    | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       856 | NS      | $136703.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                                                                          | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2690654 | PA      | $2686931.79   | 0.24%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                               | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3856929.14   | 0.35%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                       | TPG CLO 2025-1 Ltd                                                                                                             | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1348964.55   | 0.12%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2024-RRTL1                                                                                                  | CUSIP: 87306WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $526553.16    | 0.05%             | 2039-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2026-RRTL1                                                                                                  | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109450.74    | 0.01%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2026-RRTL1                                                                                                  | CUSIP: 87306XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148928.07    | 0.01%             | 2041-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                            | Takeoff Merger Sub Inc                                                                                                         | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1173143.72   | 0.11%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                                                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       288 | NS      | $97329.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                           | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26439.51     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $3059138.19   | 0.28%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                           | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1790173.29   | 0.16%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38553.89     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                                                                | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1459275.75   | 0.13%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                 | Terex Corporation 2025 Term Loan                                                                                               | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   3198829 | PA      | $3200844.24   | 0.29%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                                                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1995718.22   | 0.18%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   9165000 | PA      | $6793841.28   | 0.61%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $340965.60    | 0.03%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $465814.97    | 0.04%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $348955.60    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                 | Teva Pharmaceutical Finance Netherlands IV BV                                                                                  | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $729137.52    | 0.07%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORP                            | Textron Financial Corp                                                                                                         | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2534151.80   | 0.23%             | 2042-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                             | Thrust Engine Leasing 2021 DAC                                                                                                 | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1653117 | PA      | $1634984.07   | 0.15%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                               | TIF Funding III LLC                                                                                                            | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140250 | PA      | $140835.02    | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206680.15    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                                                                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39150.87     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                                                                           | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    950000 | PA      | $949603.85    | 0.09%             | 2027-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                                                                           | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    335000 | PA      | $335022.78    | 0.03%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                                                              | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   3192351 | PA      | $3172972.99   | 0.29%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                                                  | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28690.14     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28983.72     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc 2026 Term Loan N                                                                                                 | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    403000 | PA      | $403076.57    | 0.04%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                             | Tricon American Homes 2020-SFR1                                                                                                | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1033385.29   | 0.09%             | 2038-07-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                             | Tricon American Homes 2020-SFR2 Trust                                                                                          | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1119153.56   | 0.10%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                                                               | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $920986.63    | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18437.66     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    357169 | PA      | $351700.97    | 0.03%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    865000 | PA      | $886726.39    | 0.08%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1375000 | PA      | $1394577.61   | 0.13%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1445000 | PA      | $1410369.56   | 0.13%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                                                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2035 | NS      | $105840.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                                                                         | CUSIP: 90304M345<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      3496 | PA      | $835754.04    | 0.08%             | 2026-11-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606471.38    | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                              | USB Auto Owner Trust 2025-1                                                                                                    | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $628074.06    | 0.06%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199639.65    | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                                  | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $918805.82    | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                           | United Airlines 2019-2 Class B Pass Through Trust                                                                              | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1164615 | PA      | $1132518.05   | 0.10%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                                           | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2836000 | PA      | $2763682.00   | 0.25%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       485 | NS      | $47714.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29142.15     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29327.46     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1807467.80   | 0.16%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                               | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2324959.62   | 0.21%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |    332456 | PA      | $333369.95    | 0.03%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                            | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27156000 | PA      | $27057084.27  | 2.44%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                            | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13981000 | PA      | $13891178.93  | 1.25%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49610000 | PA      | $43455259.38  | 3.93%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37476000 | PA      | $37475721.18  | 3.39%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51526000 | PA      | $51610937.52  | 4.66%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $826736.37    | 0.07%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       109 | NS      | $29494.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                        | Uniti Fiber Abs Issuer LLC                                                                                                     | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137067.69    | 0.01%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1320000 | PA      | $1374542.40   | 0.12%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    220000 | PA      | $230002.29    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2160000 | PA      | $2243656.80   | 0.20%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2026-NPL1 LLC                                                                                                             | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683808 | PA      | $679983.29    | 0.06%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2025-NPL3 LLC                                                                                                             | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    836316 | PA      | $837353.24    | 0.08%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2763398.86   | 0.25%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1569089.20   | 0.14%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1731499.95   | 0.16%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1082932.58   | 0.10%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    536000 | PA      | $557950.27    | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39841.85     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    939000 | PA      | $980245.92    | 0.09%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $977260.48    | 0.09%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    553000 | PA      | $474072.50    | 0.04%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     39000 | PA      | $38505.16     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                             | ELEMENT COMM AVIATION                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       900 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1991432.56   | 0.18%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373881.74    | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    565000 | PA      | $555903.16    | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    801000 | PA      | $783532.99    | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                                                                         | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138532 | PA      | $139538.84    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                                                                         | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180985 | PA      | $184455.87    | 0.02%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                                                                  | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41312.36     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                                                                       | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   1005698 | PA      | $869908.44    | 0.08%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2012-C10                                                                                       | CUSIP: 92890NAY5<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   2245000 | PA      | $1902615.05   | 0.17%             | 2045-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2011-C3                                                                                        | CUSIP: 92935VAS7<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    941396 | PA      | $338893.28    | 0.03%             | 2044-03-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2011-C4                                                                                        | CUSIP: 92936CAY5<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   1699593 | PA      | $1624470.99   | 0.15%             | 2044-06-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      9242 | PA      | $945356.34    | 0.09%             | 2027-01-21      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                                                                | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744882 | PA      | $1710084.13   | 0.15%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                                                                | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580084 | PA      | $1330269.93   | 0.12%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                          | Weatherford International Ltd                                                                                                  | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     29000 | PA      | $29631.30     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2022-1 Ltd                                                                                                       | CUSIP: 94950TAW9<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |   1660000 | PA      | $1654865.62   | 0.15%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2024-1 Ltd                                                                                                       | CUSIP: 94951AAE9<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |   1055000 | PA      | $1056225.91   | 0.10%             | 2037-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2024-1 Ltd                                                                                                       | CUSIP: 94951AAG4<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |    565000 | PA      | $565900.05    | 0.05%             | 2037-07-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1601972.29   | 0.14%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $373697.32    | 0.03%             | 2059-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2373891.81   | 0.21%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                               | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1397893.90   | 0.13%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     54958 | PA      | $1444305.42   | 0.13%             | 2026-08-04      | Fixed         | 21.10%                | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                   | Western Funding Auto Loan Trust 2025-1                                                                                         | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $928780.77    | 0.08%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1737726.85   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    465000 | PA      | $457296.76    | 0.04%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2012 | PA      | $806125.00    | 0.07%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2697 | PA      | $815741.00    | 0.07%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     16352 | PA      | $478264.95    | 0.04%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BOSPHOROUS FINANCIAL SERVICES                     | BOSPHOROUS FINANCIAL SERVICES                                                                                                  | CUSIP: 000000000<br>LEI: 549300BHNRSJEEYPML92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2449059.25   | 0.22%             | 2033-02-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Chol Aviation Capital Ltd.                        | Chol Aviation Capital Ltd.                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254540.30   | 0.11%             | 2034-08-30      | Variable      | 7.13%                 | Yes           |                  3 | On Loan: No      |
| CFLDTRUSTUNT                                      | CFLDTRUSTUNT                                                                                                                   | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | EC               | CORP              | CN        |   5092534 | NS      | $25878.01     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                                                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $837122.85    | 0.08%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-3                                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $646515.41    | 0.06%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-2                                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $198891.75    | 0.02%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $292398.16    | 0.03%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $733230.58    | 0.07%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-1                                                                                   | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262058.32    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       910 | NS      | $66229.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                                                                       | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    282000 | PA      | $274623.59    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust V                                                                                               | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586150 | PA      | $568193.50    | 0.05%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust V                                                                                               | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181664 | PA      | $176165.52    | 0.02%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust VI                                                                                              | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200436 | PA      | $188778.63    | 0.02%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust VII                                                                                             | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119396 | PA      | $121732.69    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                              | Wingstop Funding LLC                                                                                                           | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203113.66    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                      | Wise CLO 2025-1 Ltd                                                                                                            | CUSIP: 97719NAC1<br>LEI: 254900DVTMRT7SQKI452 | Long             | ABS-CBDO         | CORP              | KY        |   2580000 | PA      | $2550188.10   | 0.23%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                  | WULF Compute LLC                                                                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1412781.16   | 0.13%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29560.75     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29602.75     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469747.65    | 0.04%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1543808.76   | 0.14%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348257.63    | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $508305.11    | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                                                                        | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38259.01     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    430338 | NS      | $8726.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | Long: B28437096 IRS ZAR R V 03MJIBAR 828437096_FLO CCPVANILLA / Short: B28437096 IRS ZAR P F  7.58000 828437096_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 176955000 | OU      | $-4315.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B14845933 CDS USD R V 03MEVENT 4148459333_PRO CCPCDX / Short: B14845933 CDS USD P F  5.00000 4148459333_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  33300000 | OU      | $-1599632.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 180789000 | PA      | $9978184.38   | 0.90%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  48240000 | PA      | $2677236.26   | 0.24%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $2200.00      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $2700.00      | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $4850.00      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                       | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  51475000 | PA      | $8929715.37   | 0.81%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    115000 | PA      | $114935.60    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $4100.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    625000 | PA      | $6250.00      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    480000 | PA      | $436269.20    | 0.04%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $24140.80     | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1340000 | PA      | $1286486.56   | 0.12%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1501000 | PA      | $1499123.58   | 0.14%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $41524.00     | 0.00%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1670000 | PA      | $1507453.66   | 0.14%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    624000 | PA      | $615899.61    | 0.06%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                                  | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    930000 | PA      | $1074380.89   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 107293400 | PA      | $4953706.89   | 0.45%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   2379845 | PA      | $79843.80     | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   1258407 | PA      | $32353.64     | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    272752 | PA      | $5776.89      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                                  | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    685000 | PA      | $862899.55    | 0.08%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                                  | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $764647.32    | 0.07%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  12138000 | PA      | $3014922.03   | 0.27%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $10000.00     | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    138037 | PA      | $345.09       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     30180 | PA      | $570.40       | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    239295 | PA      | $9380.37      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    194886 | PA      | $2436.08      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    257254 | PA      | $2325.58      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    337685 | PA      | $844.21       | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  21287000 | PA      | $5329010.03   | 0.48%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 157803000 | PA      | $3488764.85   | 0.32%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   2771000 | PA      | $674792.22    | 0.06%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1844930 | PA      | $35976.14     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     22237 | PA      | $722.70       | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    388293 | PA      | $11116.83     | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    462465 | PA      | $35841.04     | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    906905 | PA      | $24939.89     | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    677799 | PA      | $21045.66     | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1275279 | PA      | $31996.75     | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    360266 | PA      | $900.67       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    663120 | PA      | $13262.40     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    453606 | PA      | $9072.12      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1110116 | PA      | $19427.03     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1338038 | PA      | $20070.57     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   2015904 | PA      | $35278.32     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1897143 | PA      | $23714.29     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    788618 | PA      | $394.31       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    492908 | PA      | $492.91       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    394309 | PA      | $985.77       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    788618 | PA      | $157.72       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1859714 | PA      | $185.97       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    985772 | PA      | $98.58        | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    985772 | PA      | $295.73       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 209517000 | PA      | $4565199.84   | 0.41%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    111868 | PA      | $3276.61      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    417307 | PA      | $11475.94     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    499552 | PA      | $2932.37      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     98089 | PA      | $381.57       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1260 | PA      | $1027905.14   | 0.09%             | 2026-06-17      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1602221 | PA      | $405522.14    | 0.04%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2168236 | PA      | $341995.86    | 0.03%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1076797 | PA      | $46636.08     | 0.00%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                        | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      3164 | PA      | $1044101.10   | 0.09%             | 2027-01-14      | Fixed         | 13.58%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -99 | NC      | $370934.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -181 | NC      | $731369.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3382 | NC      | $-5358498.29  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1038 | NC      | $1559252.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -953 | NC      | $2425160.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN APR26C 113.5                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       825 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN APR26C 114.2                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1650 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN APR26C 110.5                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2430 | NC      | $-18985.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN APR26C 122                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       825 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 103                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1230 | NC      | $9609.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 108.2                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1230 | NC      | $-643828.74   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |    185246 | NS      | $25164.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |    488771 | NS      | $5547.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings Inc                             | DK Crown Holdings Inc 2025 Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    831600 | PA      | $830044.91    | 0.07%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                                                                        | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   3374692 | PA      | $3364163.33   | 0.30%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   2281000 | PA      | $2251378.11   | 0.20%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                          | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    282398 | NS      | $2670.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     84422 | NS      | $644.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1020000 | PA      | $10200.00     | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1780606 | PA      | $1782832.22   | 0.16%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $7875.00      | 0.00%             | 2022-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       390 | NS      | $90483.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        71 | NS      | $93778.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1436629 | PA      | $1418670.94   | 0.13%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1488750 | PA      | $1470140.63   | 0.13%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  28144000 | PA      | $711324.11    | 0.06%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                              | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   3462622 | PA      | $3378237.66   | 0.31%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2356000 | PA      | $2363061.57   | 0.21%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       463 | NS      | $127408.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** Natixis Funds Trust II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer